NPORT-EX 1 NPORT_11183386739737427.htm HTML

 

The Hartford Balanced Income Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Shares or Principal Amount    Market Value

Common Stocks - 42.9%

  
    

Automobiles & Components - 0.3%

                                   
  320,630   

Cie Generale des Etablissements Michelin SCA

   $ 35,444,797  
       

 

 

 

    

Banks - 5.8%

  
  5,919,872   

Bank of America Corp.

     181,621,673  
  1,113,269   

BB&T Corp.

     57,366,751  
  2,378,456   

JP Morgan Chase & Co.

     275,900,896  
  410,132   

M&T Bank Corp.

     67,364,181  
  540,230   

PNC Financial Services Group, Inc.

     77,198,867  
  1,104,124   

U.S. Bancorp

     63,100,687  
       

 

 

 

          722,553,055  
       

 

 

 

    

Capital Goods - 3.3%

  
  220,316   

3M Co.

     38,493,611  
  6,474,642   

BAE Systems plc

     43,015,767  
  521,559   

Caterpillar, Inc.

     68,673,674  
  1,106,786   

Eaton Corp. plc

     90,966,741  
  385,640   

Lockheed Martin Corp.

     139,667,239  
  272,485   

Vinci S.A.

     28,028,821  
       

 

 

 

          408,845,853  
       

 

 

 

    

Consumer Services - 0.3%

  
  169,674   

McDonald’s Corp.

     35,753,705  
       

 

 

 

    

Diversified Financials - 0.2%

  
  54,328   

BlackRock, Inc.

     25,408,119  
       

 

 

 

    

Energy - 4.6%

  
  1,185,414   

Chevron Corp.

     145,936,317  
  1,828,921   

Exxon Mobil Corp.

     135,998,566  
  2,609,366   

Kinder Morgan, Inc.

     53,805,127  
  305,882   

Phillips 66

     31,371,258  
  4,015,902   

Suncor Energy, Inc.

     115,256,387  
  1,740,069   

TC Energy Corp.

     85,197,196  
       

 

 

 

          567,564,851  
       

 

 

 

    

Food & Staples Retailing - 0.2%

  
  306,845   

Sysco Corp.

     21,040,362  
       

 

 

 

    

Food, Beverage & Tobacco - 3.2%

  
  1,058,177   

Archer-Daniels-Midland Co.

     43,469,911  
  1,203,280   

Coca-Cola Co.

     63,328,627  
  1,190,922   

Mondelez International, Inc. Class A

     63,702,418  
  430,983   

Nestle S.A.

     45,721,769  
  442,093   

PepsiCo., Inc.

     56,503,906  
  1,564,899   

Philip Morris International, Inc.

     130,841,205  
       

 

 

 

          403,567,836  
       

 

 

 

    

Health Care Equipment & Services - 1.7%

  
  1,887,288   

Koninklijke Philips N.V.

     88,533,917  
  1,160,615   

Medtronic plc

     118,313,093  
       

 

 

 

          206,847,010  
       

 

 

 

    

Household & Personal Products - 1.6%

  
  623,107   

Procter & Gamble Co.

     73,551,550  
  2,078,090   

Unilever N.V.

     119,988,917  
       

 

 

 

          193,540,467  
       

 

 

 

    

Insurance - 2.9%

  
  962,170   

American International Group, Inc.

     53,871,898  
  409,020   

Chubb Ltd.

     62,514,617  
  2,494,014   

MetLife, Inc.

     123,254,172  
  894,848   

Principal Financial Group, Inc.

     51,936,978  
  486,904   

Travelers Cos., Inc.

     71,389,864  
       

 

 

 

          362,967,529  
       

 

 

 

    

Materials - 0.9%

  
  893,925   

Dow, Inc.*

     43,301,727  


 

The Hartford Balanced Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  1,158,091   

Nutrien Ltd.

   $ 63,474,968  
       

 

 

 

          106,776,695  
       

 

 

 

    

Media & Entertainment - 1.1%

                                   
  3,240,321   

Comcast Corp. Class A

     139,884,658  
       

 

 

 

    

Pharmaceuticals, Biotechnology & Life Sciences - 5.1%

  
  1,412,392   

AstraZeneca plc ADR

     61,311,937  
  1,178,717   

Bristol-Myers Squibb Co.

     52,346,822  
  430,331   

Eli Lilly & Co.

     46,884,563  
  783,696   

Johnson & Johnson

     102,052,893  
  535,369   

Merck & Co., Inc.

     44,430,273  
  827,888   

Novartis AG

     75,916,355  
  4,691,455   

Pfizer, Inc.

     182,216,112  
  253,639   

Roche Holding AG

     67,890,300  
       

 

 

 

          633,049,255  
       

 

 

 

    

Real Estate - 1.0%

  
  910,902   

Crown Castle International Corp. REIT

     121,386,800  
       

 

 

 

    

Retailing - 0.8%

  
  493,713   

Home Depot, Inc.

     105,501,531  
       

 

 

 

    

Semiconductors & Semiconductor Equipment - 2.5%

  
  382,943   

Analog Devices, Inc.

     44,980,485  
  2,264,451   

Intel Corp.

     114,467,998  
  413,950   

KLA-Tencor Corp.

     56,429,664  
  875,591   

Maxim Integrated Products, Inc.

     51,826,231  
  351,319   

Texas Instruments, Inc.

     43,918,388  
       

 

 

 

          311,622,766  
       

 

 

 

    

Technology Hardware & Equipment - 1.7%

  
  3,666,588   

Cisco Systems, Inc.

     203,128,975  
  81,400   

Corning, Inc.

     2,503,050  
       

 

 

 

          205,632,025  
       

 

 

 

    

Telecommunication Services - 1.6%

  
  884,492   

BCE, Inc.

     39,969,013  
  2,902,671   

Verizon Communications, Inc.

     160,430,626  
       

 

 

 

          200,399,639  
       

 

 

 

    

Transportation - 0.5%

  
  356,373   

Union Pacific Corp.

     64,129,321  
       

 

 

 

    

Utilities - 3.6%

  
  795,365   

American Electric Power Co., Inc.

     69,841,001  
  1,221,850   

Dominion Energy, Inc.

     90,771,237  
  621,378   

Duke Energy Corp.

     53,885,900  
  972,006   

Eversource Energy

     73,736,375  
  325,682   

NextEra Energy, Inc.

     67,471,540  
  611,621   

Sempra Energy

     82,831,832  
  240,715   

Xcel Energy, Inc.

     14,349,021  
       

 

 

 

          452,886,906  
       

 

 

 

    

Total Common Stocks
(cost $4,489,843,401)

   $ 5,324,803,180  
       

 

 

 

Preferred Stocks - 0.0%   
    

Diversified Financials - 0.0%

  
  29,500   

GMAC Capital Trust Series 2, 8.30%(1)

     777,620  
       

 

 

 

    

Total Preferred Stocks
(cost $773,012)

   $ 777,620  
       

 

 

 

Corporate Bonds - 45.9%   
    

Advertising - 0.0%

  
    

Lamar Media Corp.

  
$   1,715,000   

5.75%, 02/01/2026

     1,808,811  
       

 

 

 

    

Aerospace/Defense - 0.9%

  
    

BAE Systems plc

  
  4,220,000   

4.75%, 10/11/2021(2)

     4,403,223  
    

Boeing Co.

  
  390,000   

2.85%, 10/30/2024

     395,347  


 

The Hartford Balanced Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   18,750,000   

3.25%, 02/01/2035

   $ 18,875,917  
    

DAE Funding LLC

                                   
  670,000   

4.50%, 08/01/2022(2)

     681,926  
  1,365,000   

5.00%, 08/01/2024(2)

     1,437,959  
    

Embraer Netherlands Finance B.V.

  
  740,000   

5.05%, 06/15/2025

     801,982  
    

L3Harris Technologies, Inc.

  
  6,650,000   

3.85%, 06/15/2023(2)

     6,950,879  
  7,545,000   

4.40%, 06/15/2028(2)

     8,322,952  
    

Lockheed Martin Corp.

  
  11,120,000   

3.55%, 01/15/2026

     11,857,063  
  5,800,000   

3.60%, 03/01/2035

     6,100,886  
  6,025,000   

4.50%, 05/15/2036

     6,977,302  
    

Raytheon Co.

  
  2,435,000   

4.70%, 12/15/2041

     2,907,545  
    

TransDigm, Inc.

  
  5,345,000   

6.25%, 03/15/2026(2)

     5,605,569  
    

United Technologies Corp.

  
  13,440,000   

2.80%, 05/04/2024

     13,654,093  
  5,000,000   

3.75%, 11/01/2046

     5,202,319  
  8,945,000   

3.95%, 08/16/2025

     9,629,767  
  1,925,000   

4.50%, 06/01/2042

     2,207,262  
  2,590,000   

4.63%, 11/16/2048

     3,067,228  
  5,300,000   

5.70%, 04/15/2040

     6,873,503  
  1,890,000   

6.13%, 07/15/2038

     2,524,704  
       

 

 

 

          118,477,426  
       

 

 

 

    

Agriculture - 0.7%

  
    

Altria Group, Inc.

  
  7,655,000   

3.80%, 02/14/2024

     7,969,229  
  6,870,000   

3.88%, 09/16/2046

     6,143,554  
  1,560,000   

4.25%, 08/09/2042

     1,518,328  
  3,325,000   

4.40%, 02/14/2026

     3,546,519  
  7,730,000   

4.80%, 02/14/2029

     8,341,202  
  11,575,000   

5.38%, 01/31/2044

     12,698,899  
    

BAT Capital Corp.

  
  16,380,000   

3.22%, 08/15/2024

     16,513,181  
  2,415,000   

4.39%, 08/15/2037

     2,327,502  
    

Imperial Brands Finance plc

  
  6,455,000   

3.50%, 02/11/2023(2)

     6,554,784  
  6,090,000   

3.75%, 07/21/2022(2)

     6,256,455  
    

Philip Morris International, Inc.

  
  5,000,000   

2.63%, 03/06/2023

     5,026,817  
  1,230,000   

4.13%, 03/04/2043

     1,275,998  
    

Reynolds American, Inc.

  
  750,000   

4.45%, 06/12/2025

     794,927  
  2,905,000   

5.85%, 08/15/2045

     3,185,592  
  1,535,000   

6.15%, 09/15/2043

     1,730,183  
       

 

 

 

          83,883,170  
       

 

 

 

    

Airlines - 0.2%

  
    

Bombardier, Inc.

  
  4,255,000   

6.13%, 01/15/2023(2)

     4,318,825  
    

Continental Airlines, Inc.

  
  1,710   

6.90%, 10/19/2023

     1,776  
    

Delta Air Lines, Inc.

  
  8,565,000   

3.63%, 03/15/2022

     8,731,422  
  16,350,000   

3.80%, 04/19/2023

     16,864,545  
       

 

 

 

          29,916,568  
       

 

 

 

    

Auto Manufacturers - 0.7%

  
    

Ford Motor Co.

  
  8,050,000   

4.75%, 01/15/2043

     6,998,505  
    

Ford Motor Credit Co. LLC

  
  2,405,000   

4.13%, 08/04/2025

     2,397,246  
  16,975,000   

4.54%, 08/01/2026(3)

     17,119,207  
  12,225,000   

5.11%, 05/03/2029

     12,458,124  


 

The Hartford Balanced Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

General Motors Co.

                                   
$   9,235,000   

5.15%, 04/01/2038

   $ 9,284,836  
  4,930,000   

5.20%, 04/01/2045

     4,812,887  
  5,585,000   

5.95%, 04/01/2049

     5,967,774  
  4,850,000   

6.25%, 10/02/2043

     5,253,083  
    

General Motors Financial Co., Inc.

  
  10,985,000   

3.50%, 11/07/2024

     11,046,875  
  390,000   

4.00%, 10/06/2026

     393,799  
  10,545,000   

4.35%, 01/17/2027

     10,799,689  
    

Volkswagen Group of America Finance LLC

  
  6,885,000   

3.88%, 11/13/2020(2)

     7,000,231  
       

 

 

 

          93,532,256  
       

 

 

 

    

Auto Parts & Equipment - 0.0%

  
    

Adient Global Holdings Ltd.

  
EUR   1,930,000   

3.50%, 08/15/2024(4)

     1,714,550  
    

Adient U.S. LLC

  
$   790,000   

7.00%, 05/15/2026(2)

     801,850  
    

Delphi Technologies plc

  
  430,000   

5.00%, 10/01/2025(2)

     377,325  
    

Panther BF Aggregator 2 LP / Panther Finance Co., Inc.

  
  775,000   

8.50%, 05/15/2027(2)

     787,594  
       

 

 

 

          3,681,319  
       

 

 

 

    

Beverages - 1.4%

  
    

Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc.

  
  12,100,000   

3.65%, 02/01/2026

     12,761,750  
  9,105,000   

4.70%, 02/01/2036

     10,145,902  
  24,356,000   

4.90%, 02/01/2046

     27,658,240  
    

Anheuser-Busch InBev Finance, Inc.

  
  71,000   

4.00%, 01/17/2043

     71,483  
    

Anheuser-Busch InBev Worldwide, Inc.

  
  9,174,000   

3.75%, 07/15/2042

     8,950,774  
  18,930,000   

4.15%, 01/23/2025

     20,375,403  
  7,095,000   

4.38%, 04/15/2038

     7,662,034  
  4,750,000   

4.60%, 04/15/2048

     5,179,535  
  10,135,000   

4.75%, 04/15/2058

     11,220,783  
  1,429,000   

5.45%, 01/23/2039

     1,729,640  
    

Coca-Cola Icecek AS

  
  395,000   

4.22%, 09/19/2024(4)

     386,716  
    

Constellation Brands, Inc.

  
  36,850,000   

2.00%, 11/07/2019

     36,785,640  
  3,680,000   

3.20%, 02/15/2023

     3,755,847  
  7,000,000   

3.60%, 02/15/2028

     7,300,573  
    

Molson Coors Brewing Co.

  
  15,580,000   

3.00%, 07/15/2026

     15,543,813  
  1,420,000   

4.20%, 07/15/2046

     1,373,885  
  1,315,000   

5.00%, 05/01/2042

     1,429,993  
       

 

 

 

          172,332,011  
       

 

 

 

    

Biotechnology - 0.2%

  
    

Amgen, Inc.

  
  4,790,000   

3.63%, 05/22/2024

     5,026,485  
  7,025,000   

4.40%, 05/01/2045

     7,507,201  
  3,075,000   

4.56%, 06/15/2048

     3,359,240  
    

Gilead Sciences, Inc.

  
  7,150,000   

3.50%, 02/01/2025

     7,495,415  
  1,375,000   

4.60%, 09/01/2035

     1,577,289  
       

 

 

 

          24,965,630  
       

 

 

 

    

Chemicals - 0.8%

  
    

Braskem Netherlands Finance B.V.

  
  1,365,000   

4.50%, 01/10/2028(4)

     1,378,241  
    

Celanese U.S. Holdings LLC

  
  2,225,000   

3.50%, 05/08/2024

     2,285,306  
    

CF Industries, Inc.

  
  245,000   

4.95%, 06/01/2043

     223,869  


 

The Hartford Balanced Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   1,361,000   

5.15%, 03/15/2034

   $ 1,343,988  
  390,000   

5.38%, 03/15/2044

     366,600  
    

Chemours Co.

                                   
  880,000   

5.38%, 05/15/2027

     774,400  
    

Dow Chemical Co. (The)

  
  390,000   

3.00%, 11/15/2022

     394,688  
  9,415,000   

4.55%, 11/30/2025(2)

     10,220,236  
    

DuPont de Nemours, Inc.

  
  13,215,000   

4.21%, 11/15/2023

     14,067,846  
  11,965,000   

4.73%, 11/15/2028

     13,459,642  
    

Methanex Corp.

  
  3,855,000   

3.25%, 12/15/2019

     3,858,239  
  10,290,000   

4.25%, 12/01/2024

     10,510,710  
  3,027,000   

5.65%, 12/01/2044

     2,919,790  
    

Nutrien Ltd.

  
  395,000   

3.00%, 04/01/2025

     397,503  
  375,000   

3.50%, 06/01/2023

     383,844  
  8,655,000   

4.20%, 04/01/2029

     9,341,175  
    

OCP S.A.

  
  3,919,000   

4.50%, 10/22/2025(4)

     4,070,861  
  2,770,000   

5.63%, 04/25/2024(4)

     3,012,613  
    

Praxair, Inc.

  
  390,000   

2.65%, 02/05/2025

     395,299  
    

SABIC Capital II B.V.

  
  5,030,000   

4.00%, 10/10/2023(2)

     5,266,712  
    

Sherwin-Williams Co.

  
  7,535,000   

2.25%, 05/15/2020

     7,521,835  
  6,245,000   

2.75%, 06/01/2022

     6,291,050  
  760,000   

3.45%, 08/01/2025

     783,563  
  950,000   

4.55%, 08/01/2045

     1,009,560  
    

Syngenta Finance N.V.

  
  3,375,000   

4.89%, 04/24/2025(2)

     3,534,820  
       

 

 

 

          103,812,390  
       

 

 

 

    

Coal - 0.0%

  
    

Cloud Peak Energy Resources LLC / Cloud Peak Energy Finance Corp.

  
  2,715,000   

12.00%, 11/01/2021

     407,250  
    

Foresight Energy LLC / Foresight Energy Finance Corp.

  
  3,405,000   

11.50%, 04/01/2023(2)(5)

     1,242,825  
       

 

 

 

          1,650,075  
       

 

 

 

    

Commercial Banks - 10.3%

  
    

Banco Bilbao Vizcaya Argentaria S.A.

  
EUR   400,000   

6.75%, 02/18/2020, (6.75% fixed rate until 02/18/2020; 5 year EUR Swap + 6.604% thereafter)(4)(6)(7)

     452,096  
  1,600,000   

8.88%, 04/14/2021, (8.88% fixed rate until 04/14/2021; 5 year EUR Swap + 9.177% thereafter)(4)(6)(7)

     1,966,104  
    

Banco de Sabadell S.A.

  
  2,600,000   

6.50%, 05/18/2022, (6.50% fixed rate until 05/18/2022; 5 year EUR Swap + 6.414% thereafter)(4)(6)(7)

     2,893,525  
    

Banco do Brasil S.A.

  
$   845,000   

4.63%, 01/15/2025, 5 year EUR Swap + 7.591%(2)(7)

     881,335  
  1,680,000   

4.75%, 03/20/2024, 5 year EUR Swap + 7.591%(2)(7)

     1,759,800  
  210,000   

4.88%, 04/19/2023(2)

     220,502  
    

Bank of America Corp.

  
  18,260,000   

2.50%, 10/21/2022

     18,269,409  
  19,950,000   

2.82%, 07/21/2023, (2.82% fixed rate until 07/21/2022; 3 mo. USD LIBOR + 0.930% thereafter)(7)

     20,109,828  
  3,733,000   

3.00%, 12/20/2023, (3.00% fixed rate until 12/20/2022; 3 mo. USD LIBOR + 0.790% thereafter)(7)

     3,784,796  
  15,270,000   

3.09%, 10/01/2025, (3.09% fixed rate until 10/01/2024; 3 mo. USD LIBOR + 1.090% thereafter)(7)

     15,559,735  
  7,500,000   

3.12%, 01/20/2023, (3.12% fixed rate until 01/20/2022; 3 mo. USD LIBOR + 1.160% thereafter)(7)

     7,610,045  
  9,905,000   

3.28%, 04/24/2023, 3 mo. USD LIBOR + 1.000%(7)

     9,989,735  


 

The Hartford Balanced Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   15,020,000   

3.37%, 01/23/2026, (3.37% fixed rate until 01/23/2025; 3 mo. USD LIBOR + 0.810% thereafter)(7)

   $ 15,449,176  
  1,530,000   

3.46%, 03/15/2025, (3.46% fixed rate until 03/15/2024; 3 mo. USD LIBOR + 0.970% thereafter)(7)

     1,581,263  
  7,025,000   

3.56%, 04/23/2027, (3.56% fixed rate until 04/23/2026; 3 mo. USD LIBOR + 1.060% thereafter)(7)

     7,323,144  
  9,280,000   

3.71%, 04/24/2028, (3.71% fixed rate until 04/24/2027; 3 mo. USD LIBOR + 1.512% thereafter)(7)

     9,752,409  
  9,550,000   

3.82%, 01/20/2028, (3.82% fixed rate until 01/20/2027; 3 mo. USD LIBOR + 1.575% thereafter)(7)

     10,119,439  
  5,015,000   

3.86%, 07/23/2024, (3.86% fixed rate until 07/23/2023; 3 mo. USD LIBOR + 0.940% thereafter)(7)

     5,257,885  
  4,795,000   

3.97%, 02/07/2030, (3.97% fixed rate until 02/07/2029; 3 mo. USD LIBOR + 1.210% thereafter)(7)

     5,137,974  
  5,895,000   

4.00%, 01/22/2025

     6,187,667  
  4,260,000   

4.10%, 07/24/2023

     4,520,875  
  2,450,000   

4.20%, 08/26/2024

     2,600,767  
  5,000,000   

4.24%, 04/24/2038, (4.24% fixed rate until 04/24/2037; 3 mo. USD LIBOR + 1.814% thereafter)(7)

     5,560,174  
  5,195,000   

4.33%, 03/15/2050, (4.33% fixed rate until 03/15/2049; 3 mo. USD LIBOR + 1.52% thereafter)(7)

     5,897,143  
  1,760,000   

5.00%, 01/21/2044

     2,166,893  
  9,525,000   

7.75%, 05/14/2038

     14,296,236  
    

Bank of Montreal

                                   
  24,100,000   

2.90%, 03/26/2022

     24,416,512  
    

Bank of New York Mellon Corp.

  
  15,380,000   

2.20%, 08/16/2023

     15,281,212  
  4,525,000   

2.66%, 05/16/2023, (2.66% fixed rate until 05/16/2022; 3 mo. USD LIBOR + 0.634% thereafter)(7)

     4,556,675  
  8,855,000   

3.32%, 10/30/2023, 3 mo. USD LIBOR + 1.050%(1)

     9,012,400  
    

Barclays plc

  
  2,205,000   

3.68%, 01/10/2023

     2,228,518  
  28,030,000   

3.93%, 05/07/2025, (3.93% fixed rate until 05/07/2024; 3 mo. USD LIBOR + 1.610% thereafter)(7)

     28,318,461  
    

BB&T Corp.

  
  15,195,000   

2.50%, 08/01/2024

     15,174,599  
  16,265,000   

3.05%, 06/20/2022

     16,559,466  
    

Capital One Financial Corp.

  
  9,840,000   

3.75%, 07/28/2026

     10,081,005  
    

Citibank NA

  
  1,495,000   

3.65%, 01/23/2024

     1,566,580  
    

Citigroup, Inc.

  
  6,550,000   

2.70%, 10/27/2022

     6,585,425  
  5,290,000   

2.90%, 12/08/2021

     5,349,683  
  7,420,000   

3.14%, 01/24/2023, (3.14% fixed rate until 01/24/2022; 3 mo. USD LIBOR + 0.722% thereafter)(7)

     7,517,406  
  4,945,000   

3.20%, 10/21/2026

     5,053,639  
  17,135,000   

3.35%, 04/24/2025, (3.35% fixed rate until 04/24/2024; 3 mo. USD LIBOR + 0.897% thereafter)(7)

     17,594,546  
  10,570,000   

3.52%, 10/27/2028, (3.52% fixed rate until 10/27/2027; 3 mo. USD LIBOR + 1.151% thereafter)(7)

     10,909,798  
  14,050,000   

3.63%, 05/17/2024, 3 mo. USD LIBOR + 1.100%(1)

     14,195,126  
  38,350,000   

3.98%, 03/20/2030, (3.98% fixed rate until 03/20/2029; 3 mo. USD LIBOR + 1.338% thereafter)(7)

     40,979,158  
  7,440,000   

4.30%, 11/20/2026

     7,932,825  
  8,145,000   

4.45%, 09/29/2027

     8,781,647  
  2,585,000   

4.60%, 03/09/2026

     2,792,703  
  1,124,000   

4.65%, 07/30/2045

     1,311,885  
  2,025,000   

4.65%, 07/23/2048

     2,382,512  
    

Credit Agricole S.A.

  
  2,900,000   

3.75%, 04/24/2023(2)

     3,007,258  
  890,000   

7.88%, 01/23/2024, (7.88% fixed rate until 01/23/2024; 5 year USD Swap + 4.898% thereafter)(2)(6)(7)

     982,338  
  1,030,000   

8.13%, 12/23/2025, (8.13% fixed rate until 12/23/2025; 5 year USD Swap + 6.185% thereafter)(2)(6)(7)

     1,193,513  
    

Credit Suisse Group AG

  


 

The Hartford Balanced Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   9,580,000   

3.00%, 12/14/2023, (3.00% fixed rate until 12/14/2022; 3 mo. USD LIBOR + 1.200% thereafter)(2)(7)

   $ 9,599,900  
  9,725,000   

4.21%, 06/12/2024, (4.21% fixed rate until 06/12/2023; 3 mo. USD LIBOR + 1.240% thereafter)(2)(7)

     10,180,149  
  3,855,000   

6.25%, 12/18/2024, (6.25% fixed rate until 12/18/2024; 5 year USD Swap + 3.455% thereafter)(4)(6)(7)

     4,059,793  
    

Credit Suisse Group Funding Guernsey Ltd.

  
  5,870,000   

3.13%, 12/10/2020

     5,910,794  
  10,410,000   

3.80%, 09/15/2022

     10,754,352  
    

Discover Bank

  
  6,470,000   

3.35%, 02/06/2023

     6,631,508  
  5,855,000   

4.20%, 08/08/2023

     6,204,715  
    

Fifth Third Bank

  
  19,000,000   

3.95%, 07/28/2025

     20,476,196  
    

Freedom Mortgage Corp.

  
  3,070,000   

8.13%, 11/15/2024(2)

     2,670,900  
    

Goldman Sachs Group, Inc.

                                   
  10,375,000   

2.35%, 11/15/2021

     10,336,984  
  9,635,000   

2.88%, 10/31/2022, (2.88% fixed rate until 10/31/2021; 3 mo. USD LIBOR + 0.821% thereafter)(7)

     9,694,178  
  14,115,000   

2.91%, 07/24/2023, (2.91% fixed rate until 07/24/2022; 3 mo. USD LIBOR + 0.990% thereafter)(7)

     14,221,714  
  18,660,000   

3.27%, 09/29/2025, (3.27% fixed rate until 09/29/2024; 3 mo. USD LIBOR + 1.201% thereafter)(7)

     19,048,018  
  7,870,000   

3.50%, 01/23/2025

     8,134,131  
  9,820,000   

3.50%, 11/16/2026

     10,091,318  
  7,105,000   

3.69%, 06/05/2028, (3.69% fixed rate until 06/05/2027; 3 mo. USD LIBOR + 1.510% thereafter)(7)

     7,385,865  
  6,800,000   

3.85%, 01/26/2027

     7,134,454  
  21,760,000   

4.02%, 10/31/2038, (4.02% fixed rate until 10/31/2037; 3 mo. USD LIBOR + 1.373% thereafter)(7)

     22,605,064  
  6,425,000   

4.13%, 11/29/2023, 3 mo. USD LIBOR + 1.600%(1)

     6,616,941  
  2,625,000   

4.80%, 07/08/2044

     3,054,591  
  1,835,000   

5.15%, 05/22/2045

     2,126,621  
    

Grupo Aval Ltd.

  
  2,015,000   

4.75%, 09/26/2022(4)

     2,057,839  
    

HSBC Holdings plc

  
  5,300,000   

2.65%, 01/05/2022

     5,306,108  
  10,575,000   

3.03%, 11/22/2023, (3.03% fixed rate until 11/22/2022; 3 mo. USD LIBOR + 0.923% thereafter)(7)

     10,683,510  
  4,695,000   

3.26%, 03/13/2023, (3.26% fixed rate until 03/13/2022; 3 mo. USD LIBOR + 1.055% thereafter)(7)

     4,759,109  
  13,270,000   

3.60%, 05/25/2023

     13,768,732  
  5,780,000   

3.97%, 05/22/2030, (3.97% fixed rate until 05/22/2029; 3 mo. USD LIBOR + 1.610% thereafter)(7)

     6,047,520  
  7,245,000   

4.25%, 03/14/2024

     7,592,833  
  6,755,000   

4.30%, 03/08/2026

     7,221,139  
  5,465,000   

4.58%, 06/19/2029, (4.58% fixed rate until 06/19/2028; 3 mo. USD LIBOR + 1.535% thereafter)(7)

     5,942,172  
  4,440,000   

6.80%, 06/01/2038

     6,036,489  
    

Industrial & Commercial Bank of China Ltd.

  
  1,205,000   

4.88%, 09/21/2025(4)

     1,306,228  
    

International Finance Corp.

  
IDR   25,000,000,000   

8.00%, 10/09/2023

     1,872,844  
    

JP Morgan Chase & Co.

  
$   22,475,000   

2.97%, 01/15/2023

     22,762,192  
  16,310,000   

3.21%, 04/01/2023, (3.21% fixed rate until 04/01/2022; 3 mo. USD LIBOR + 0.695% thereafter)(7)

     16,593,926  
  13,440,000   

3.22%, 03/01/2025, (3.22% fixed rate until 03/01/2024; 3 mo. USD LIBOR + 1.155% thereafter)(7)

     13,794,541  
  19,950,000   

3.30%, 04/01/2026

     20,700,987  
  8,000,000   

3.51%, 10/24/2023, 3 mo. USD LIBOR + 1.230%(1)

     8,132,152  
  8,740,000   

3.70%, 05/06/2030, (3.70% fixed rate until 05/06/2029; 3 mo. USD LIBOR + 1.160% thereafter)(7)

     9,255,908  
  19,130,000   

3.80%, 07/23/2024, (3.80% fixed rate until 07/23/2023; 3 mo. USD LIBOR + 0.890% thereafter)(7)

     20,025,613  


 

The Hartford Balanced Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   20,290,000   

3.88%, 07/24/2038, (3.88% fixed rate until 07/24/2037; 3 mo. USD LIBOR + 1.360% thereafter)(7)

   $ 21,621,960  
  10,685,000   

3.96%, 01/29/2027, (3.96% fixed rate until 01/29/2026; 3 mo. USD LIBOR + 1.245% thereafter)(7)

     11,431,291  
  20,000,000   

3.96%, 11/15/2048, (3.96% fixed rate until 11/15/2047; 3 mo. USD LIBOR + 1.380% thereafter)(7)

     21,423,828  
  1,500,000   

4.02%, 12/05/2024, (4.02% fixed rate until 12/05/2023; 3 mo. USD LIBOR + 1.000% thereafter)(7)

     1,590,379  
  4,055,000   

4.26%, 02/22/2048, (4.26% fixed rate until 02/22/2047; 3 mo. USD LIBOR + 1.580% thereafter)(7)

     4,523,550  
    

JPMorgan Chase & Co.

  
  8,300,000   

2.78%, 04/25/2023, (2.78% fixed rate until 04/25/2022; 3 mo. USD LIBOR + 0.935% thereafter)(7)

     8,347,736  
    

JPMorgan Chase Bank NA

  
  9,510,000   

2.60%, 02/01/2021, (2.60% fixed rate until 02/01/2020; 3 mo. USD LIBOR + 0.280% thereafter)(7)

     9,518,415  
    

Morgan Stanley

  
  4,505,000   

2.50%, 04/21/2021

     4,513,584  
  13,795,000   

2.63%, 11/17/2021

     13,871,111  
  7,795,000   

2.72%, 07/22/2025, (2.72% fixed rate until 07/22/2024; 3 mo. USD SOFR + 1.152% thereafter)(7)

     7,792,888  
  19,430,000   

2.75%, 05/19/2022

     19,570,908  
  2,945,000   

3.13%, 01/23/2023

     2,999,966  
  8,665,000   

3.13%, 07/27/2026

     8,786,017  
  13,070,000   

3.59%, 07/22/2028, (3.59% fixed rate until 07/22/2027; 3 mo. USD LIBOR + 1.340% thereafter)(7)

     13,575,094  
  8,040,000   

3.63%, 01/20/2027

     8,401,909  
  7,125,000   

3.68%, 10/24/2023, 3 mo. USD LIBOR + 1.400%(1)

     7,265,577  
  2,935,000   

3.70%, 10/23/2024

     3,077,665  
  8,635,000   

3.74%, 04/24/2024, (3.74% fixed rate until 04/24/2023; 3 mo. USD LIBOR + 0.847% thereafter)(7)

     8,971,057  
  6,320,000   

3.95%, 04/23/2027

     6,616,692  
  9,690,000   

4.00%, 07/23/2025

     10,328,214  
  2,300,000   

4.35%, 09/08/2026

     2,466,297  
  2,845,000   

4.38%, 01/22/2047

     3,208,586  
  2,555,000   

4.43%, 01/23/2030, (4.43% fixed rate until 01/23/2029; 3 mo. USD LIBOR + 1.628% thereafter)(7)

     2,825,997  
  5,825,000   

4.46%, 04/22/2039, (4.46% fixed rate until 04/22/2038; 3 mo. USD LIBOR + 1.431% thereafter)(7)

     6,514,653  
    

PNC Bank NA

  
  7,465,000   

2.70%, 11/01/2022

     7,505,904  
    

PNC Financial Services Group, Inc.

                                   
  19,455,000   

3.45%, 04/23/2029

     20,416,409  
  4,310,000   

3.90%, 04/29/2024

     4,549,639  
    

Royal Bank of Canada

  
  18,435,000   

2.80%, 04/29/2022

     18,635,871  
    

Santander Holdings USA, Inc.

  
  6,970,000   

3.40%, 01/18/2023

     7,071,952  
  6,145,000   

3.70%, 03/28/2022

     6,277,565  
    

Santander UK Group Holdings plc

  
  8,700,000   

3.57%, 01/10/2023

     8,802,404  
    

State Street Corp.

  
  340,000   

3.70%, 11/20/2023

     359,480  
  7,445,000   

3.78%, 12/03/2024, (3.78% fixed rate until 12/03/2023; 3 mo. USD LIBOR + 0.770% thereafter)(7)

     7,830,815  
    

Turkiye Vakiflar Bankasi TAO

  
  310,000   

5.75%, 01/30/2023(2)

     290,768  
    

U.S. Bancorp

  
  13,325,000   

2.40%, 07/30/2024

     13,302,532  
    

UBS AG

  
  11,470,000   

2.45%, 12/01/2020(2)

     11,482,617  
    

UBS Group Funding Switzerland AG

  
  21,500,000   

2.65%, 02/01/2022(2)

     21,591,432  
    

Wachovia Corp.

  
  2,850,000   

5.50%, 08/01/2035

     3,456,847  
    

Wells Fargo & Co.

  


 

The Hartford Balanced Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   8,500,000   

2.10%, 07/26/2021

   $ 8,458,496  
  14,455,000   

2.63%, 07/22/2022

     14,537,380  
  7,285,000   

3.00%, 10/23/2026

     7,367,661  
  11,480,000   

3.07%, 01/24/2023

     11,647,914  
  9,965,000   

3.45%, 02/13/2023

     10,239,708  
  7,100,000   

3.49%, 10/31/2023, 3 mo. USD LIBOR + 1.230%(1)

     7,232,500  
  5,540,000   

3.75%, 01/24/2024

     5,804,682  
  4,080,000   

4.13%, 08/15/2023

     4,300,249  
  880,000   

4.40%, 06/14/2046

     963,749  
  3,690,000   

4.65%, 11/04/2044

     4,189,103  
  2,655,000   

4.75%, 12/07/2046

     3,052,674  
  3,026,000   

4.90%, 11/17/2045

     3,537,537  
  1,475,000   

5.38%, 11/02/2043

     1,809,507  
  4,408,000   

5.61%, 01/15/2044

     5,576,540  
    

Wells Fargo Bank NA

  
  10,000,000   

2.60%, 01/15/2021

     10,035,451  
  12,920,000   

3.55%, 08/14/2023

     13,457,117  
       

 

 

 

          1,276,938,750  
       

 

 

 

    

Commercial Services - 0.4%

  
    

Aeropuerto Internacional de Tocumen S.A.

                                   
  715,000   

6.00%, 11/18/2048(2)

     869,619  
    

APX Group, Inc.

  
  1,775,000   

7.63%, 09/01/2023

     1,388,405  
  2,025,000   

7.88%, 12/01/2022

     1,918,688  
    

Atento Luxco 1 S.A.

  
  385,000   

6.13%, 08/10/2022(4)

     391,545  
    

Atento Luxco 1 S.A.

  
  1,355,000   

6.13%, 08/10/2022(2)

     1,378,035  
    

Avis Budget Car Rental LLC / Avis Budget Finance, Inc.

  
  894,000   

5.50%, 04/01/2023

     910,986  
    

Brand Industrial Services, Inc.

  
  1,915,000   

8.50%, 07/15/2025(2)

     1,675,625  
    

Herc Holdings, Inc.

  
  2,570,000   

5.50%, 07/15/2027(2)

     2,573,213  
    

IHS Markit Ltd.

  
  385,000   

3.63%, 05/01/2024

     394,895  
  11,565,000   

4.13%, 08/01/2023

     12,073,860  
    

Moody’s Corp.

  
  11,195,000   

2.63%, 01/15/2023

     11,235,462  
  6,230,000   

2.75%, 12/15/2021

     6,267,537  
    

Service Corp. International

  
  775,000   

4.63%, 12/15/2027

     794,375  
  550,000   

5.13%, 06/01/2029

     579,734  
    

United Rentals North America, Inc.

  
  2,035,000   

5.88%, 09/15/2026

     2,164,731  
       

 

 

 

          44,616,710  
       

 

 

 

    

Construction Materials - 0.1%

  
    

Johnson Controls International plc

  
  375,000   

3.90%, 02/14/2026

     395,458  
  2,971,000   

4.63%, 07/02/2044

     3,070,665  
    

Norbord, Inc.

  
  1,280,000   

5.75%, 07/15/2027(2)

     1,292,800  
    

Standard Industries, Inc.

  
  3,925,000   

5.38%, 11/15/2024(2)

     4,023,086  
       

 

 

 

          8,782,009  
       

 

 

 

    

Distribution/Wholesale - 0.0%

  
    

American Builders & Contractors Supply Co., Inc.

  
  1,400,000   

5.75%, 12/15/2023(2)

     1,449,000  
    

IAA, Inc.

  
  950,000   

5.50%, 06/15/2027(2)

     993,344  
       

 

 

 

          2,442,344  
       

 

 

 


 

The Hartford Balanced Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Diversified Financial Services - 1.0%

  
    

AIG Global Funding

  
$   9,020,000   

2.15%, 07/02/2020(2)

   $ 8,998,767  
    

Aircastle Ltd.

  
  395,000   

4.25%, 06/15/2026

     399,701  
    

Ally Financial, Inc.

  
  1,950,000   

3.88%, 05/21/2024

     2,013,375  
    

American Express Co.

  
  6,740,000   

3.70%, 11/05/2021

     6,938,029  
    

Credit Acceptance Corp.

  
  1,325,000   

6.63%, 03/15/2026(2)

     1,429,410  
    

Fly Leasing Ltd.

  
  1,170,000   

5.25%, 10/15/2024

     1,199,601  
    

GE Capital International Funding Co.

  
  13,704,000   

4.42%, 11/15/2035

     13,858,839  
    

goeasy Ltd.

                                   
  3,640,000   

7.88%, 11/01/2022(2)

     3,794,700  
    

Intercontinental Exchange, Inc.

  
  370,000   

3.75%, 12/01/2025

     393,811  
    

Minejesa Capital B.V.

  
  625,000   

5.63%, 08/10/2037

     671,897  
    

Nasdaq, Inc.

  
  10,790,000   

3.85%, 06/30/2026

     11,452,052  
  16,765,000   

4.25%, 06/01/2024

     17,998,303  
    

National Rural Utilities Cooperative Finance Corp.

  
  6,625,000   

3.25%, 11/01/2025

     6,884,694  
  14,585,000   

3.70%, 03/15/2029

     15,880,244  
    

Navient Corp.

  
  2,027,000   

5.50%, 01/25/2023

     2,097,337  
  365,000   

5.63%, 08/01/2033

     304,775  
  1,416,000   

5.88%, 10/25/2024

     1,451,400  
  1,816,000   

6.50%, 06/15/2022

     1,933,495  
  747,000   

7.25%, 09/25/2023

     815,164  
    

Springleaf Finance Corp.

  
  1,430,000   

6.13%, 05/15/2022

     1,533,675  
  575,000   

6.13%, 03/15/2024

     622,976  
  255,000   

6.88%, 03/15/2025

     285,238  
  490,000   

7.13%, 03/15/2026

     550,331  
  1,610,000   

7.75%, 10/01/2021

     1,759,086  
  2,815,000   

8.25%, 12/15/2020

     3,002,366  
    

Synchrony Financial

  
  5,580,000   

4.50%, 07/23/2025

     5,903,312  
    

Tempo Acquisition LLC / Tempo Acquisition Finance Corp.

  
  4,330,000   

6.75%, 06/01/2025(2)

     4,465,312  
    

Turkiye Sinai Kalkinma Bankasi AS

  
  400,000   

5.50%, 01/16/2023(4)

     372,281  
    

Visa, Inc.

  
  3,665,000   

3.15%, 12/14/2025

     3,824,674  
       

 

 

 

          120,834,845  
       

 

 

 

    

Electric - 3.3%

  
    

Abu Dhabi National Energy Co. PJSC

  
  785,000   

3.63%, 01/12/2023(4)

     806,525  
  300,000   

4.38%, 06/22/2026(4)

     321,012  
  613,000   

4.88%, 04/23/2030(4)

     686,572  
  285,000   

4.88%, 04/23/2030(2)

     319,206  
  527,000   

5.88%, 12/13/2021(4)

     565,866  
    

AEP Texas, Inc.

  
  4,430,000   

3.80%, 10/01/2047

     4,571,098  
    

AEP Transmission Co. LLC

  
  2,565,000   

3.10%, 12/01/2026

     2,626,240  
    

AES Corp.

  
  4,100,000   

5.13%, 09/01/2027

     4,340,260  
    

Alabama Power Co.

  
  2,663,000   

3.55%, 12/01/2023

     2,788,894  


 

The Hartford Balanced Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Appalachian Power Co.

  
$   9,630,000   

4.50%, 03/01/2049

   $ 11,129,621  
    

Baltimore Gas & Electric Co.

  
  5,210,000   

3.50%, 11/15/2021

     5,321,669  
    

Berkshire Hathaway Energy Co.

                                   
  15,710,000   

3.25%, 04/15/2028

     16,310,084  
  375,000   

3.50%, 02/01/2025

     392,976  
  370,000   

3.75%, 11/15/2023

     389,404  
  500,000   

5.95%, 05/15/2037

     662,814  
    

CenterPoint Energy, Inc.

  
  6,740,000   

2.50%, 09/01/2022

     6,737,415  
    

Centrais Electricas Brasileiras S.A.

  
  1,155,000   

5.75%, 10/27/2021(4)

     1,208,736  
    

Cleco Corporate Holdings LLC

  
  3,780,000   

3.74%, 05/01/2026

     3,844,502  
    

CMS Energy Corp.

  
  395,000   

3.00%, 05/15/2026

     398,434  
    

Commonwealth Edison Co.

  
  605,000   

3.65%, 06/15/2046

     631,283  
  14,120,000   

3.70%, 08/15/2028

     15,320,330  
  1,120,000   

4.35%, 11/15/2045

     1,287,171  
    

Consolidated Edison Co. of New York, Inc.

  
  865,000   

4.50%, 12/01/2045

     990,202  
  5,050,000   

4.50%, 05/15/2058

     5,772,754  
    

Dominion Energy South Carolina, Inc.

  
  8,870,000   

4.25%, 08/15/2028

     9,916,773  
  1,930,000   

5.30%, 05/15/2033

     2,374,443  
    

Dominion Energy, Inc.

  
  11,710,000   

3.90%, 10/01/2025

     12,446,968  
  8,512,000   

4.25%, 06/01/2028

     9,292,960  
  3,390,000   

7.00%, 06/15/2038

     4,633,126  
    

DTE Energy Co.

  
  655,000   

2.60%, 06/15/2022

     656,379  
  4,150,000   

3.80%, 03/15/2027

     4,363,432  
    

Duke Energy Carolinas LLC

  
  9,845,000   

2.95%, 12/01/2026

     10,083,512  
  3,270,000   

3.75%, 06/01/2045

     3,434,433  
  3,305,000   

3.88%, 03/15/2046

     3,520,451  
  3,000,000   

5.30%, 02/15/2040

     3,793,269  
    

Duke Energy Corp.

  
  4,000,000   

2.65%, 09/01/2026

     3,959,010  
  3,000,000   

3.95%, 10/15/2023

     3,171,213  
    

Duke Energy Progress LLC

  
  2,060,000   

4.10%, 05/15/2042

     2,246,385  
  1,940,000   

4.15%, 12/01/2044

     2,139,353  
  6,845,000   

4.20%, 08/15/2045

     7,690,046  
  2,730,000   

4.38%, 03/30/2044

     3,115,103  
    

Emera U.S. Finance L.P.

  
  390,000   

3.55%, 06/15/2026

     401,444  
  1,755,000   

4.75%, 06/15/2046

     1,969,643  
    

Empresa Electrica Guacolda S.A.

  
  415,000   

4.56%, 04/30/2025(4)

     392,153  
    

Entergy Corp.

  
  1,930,000   

2.95%, 09/01/2026

     1,940,057  
  355,000   

4.00%, 07/15/2022

     369,361  
    

Eskom Holdings SOC Ltd.

  
  801,000   

5.75%, 01/26/2021(4)

     803,003  
    

Evergy, Inc.

  
  365,000   

5.29%, 06/15/2022(8)

     388,116  
    

Eversource Energy

  
  2,775,000   

2.80%, 05/01/2023

     2,805,319  
  9,905,000   

3.80%, 12/01/2023

     10,428,769  
    

Exelon Corp.

  
  2,105,000   

3.40%, 04/15/2026

     2,180,680  
    

FirstEnergy Corp.

  
  6,525,000   

7.38%, 11/15/2031

     9,013,910  


 

The Hartford Balanced Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

FirstEnergy Transmission LLC

  
$   7,260,000   

4.35%, 01/15/2025(2)

   $ 7,795,990  
  3,150,000   

4.55%, 04/01/2049(2)

     3,527,544  
  2,790,000   

5.45%, 07/15/2044(2)

     3,359,356  
    

Fortis, Inc.

  
  4,960,000   

2.10%, 10/04/2021

     4,910,879  
  4,372,000   

3.06%, 10/04/2026

     4,378,543  
    

Georgia Power Co.

                                   
  4,570,000   

2.40%, 04/01/2021

     4,569,016  
    

Infraestructura Energetica Nova S.A.B. de C.V.

  
  3,795,000   

4.88%, 01/14/2048(2)

     3,263,700  
    

IPALCO Enterprises, Inc.

  
  7,155,000   

3.70%, 09/01/2024

     7,355,224  
    

Israel Electric Corp. Ltd.

  
  6,240,000   

4.25%, 08/14/2028(2)(4)

     6,524,107  
  410,000   

5.00%, 11/12/2024(2)(4)

     445,465  
    

ITC Holdings Corp.

  
  7,280,000   

2.70%, 11/15/2022

     7,300,968  
  6,355,000   

3.25%, 06/30/2026

     6,506,808  
    

Mid-Atlantic Interstate Transmission LLC

  
  4,400,000   

4.10%, 05/15/2028(2)

     4,768,391  
    

MidAmerican Energy Co.

  
  2,598,000   

4.40%, 10/15/2044

     2,991,892  
    

Minejesa Capital B.V.

  
  660,000   

4.63%, 08/10/2030(4)

     673,916  
    

Mong Duong Finance Holdings B.V.

  
  475,000   

5.13%, 05/07/2029(2)(3)

     479,444  
    

NextEra Energy Capital Holdings, Inc.

  
  375,000   

2.80%, 01/15/2023

     378,517  
  15,470,000   

3.15%, 04/01/2024

     15,884,676  
    

NextEra Energy Operating Partners L.P.

  
  1,445,000   

4.25%, 07/15/2024(2)

     1,464,869  
    

Oncor Electric Delivery Co. LLC

  
  10,782,000   

2.95%, 04/01/2025

     11,021,249  
  3,915,000   

4.10%, 06/01/2022

     4,094,733  
    

PacifiCorp

  
  3,500,000   

4.10%, 02/01/2042

     3,799,732  
  3,825,000   

4.15%, 02/15/2050

     4,311,355  
    

PECO Energy Co.

  
  9,625,000   

3.90%, 03/01/2048

     10,449,563  
    

Pennsylvania Electric Co.

  
  7,975,000   

3.25%, 03/15/2028(2)

     8,071,880  
    

Perusahaan Listrik Negara PT

  
  850,000   

5.45%, 05/21/2028(2)

     962,428  
    

Potomac Electric Power Co.

  
  2,700,000   

4.15%, 03/15/2043

     2,969,996  
    

PPL Capital Funding, Inc.

  
  380,000   

3.40%, 06/01/2023

     389,213  
    

PSEG Power LLC

  
  380,000   

3.85%, 06/01/2023

     395,964  
    

Public Service Co. of Colorado

  
  1,930,000   

3.60%, 09/15/2042

     1,980,469  
    

Public Service Enterprise Group, Inc.

  
  8,830,000   

2.88%, 06/15/2024

     8,931,605  
    

Puget Energy, Inc.

  
  345,000   

5.63%, 07/15/2022

     368,783  
    

SCANA Corp.

  
  2,197,000   

4.13%, 02/01/2022

     2,236,195  
  750,000   

4.75%, 05/15/2021(5)

     768,957  
    

Sempra Energy

  
  385,000   

3.75%, 11/15/2025

     401,561  
    

Sierra Pacific Power Co.

  
  9,647,000   

2.60%, 05/01/2026

     9,621,356  
    

Southern California Edison Co.

  
  67,000   

6.00%, 01/15/2034

     82,388  
    

Southern Co.

  


 

The Hartford Balanced Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   20,545,000   

2.75%, 06/15/2020

   $ 20,586,335  
  7,055,000   

2.95%, 07/01/2023

     7,203,303  
  3,000,000   

3.25%, 07/01/2026

     3,061,341  
  5,005,000   

4.40%, 07/01/2046

     5,338,156  
    

Star Energy Geothermal Wayang Windu Ltd.

                                   
  574,800   

6.75%, 04/24/2033(2)

     591,378  
    

Tampa Electric Co.

  
  5,327,000   

2.60%, 09/15/2022

     5,335,855  
    

Termocandelaria Power Ltd.

  
  775,000   

7.88%, 01/30/2029(2)

     847,664  
    

Xcel Energy, Inc.

  
  775,000   

3.30%, 06/01/2025

     801,320  
       

 

 

 

          406,154,463  
       

 

 

 

    

Energy-Alternate Sources - 0.0%

  
    

Azure Power Energy Ltd.

  
  800,000   

5.50%, 11/03/2022(4)

     806,672  
    

Greenko Dutch B.V.

  
  385,000   

4.88%, 07/24/2022(4)

     386,086  
  805,000   

5.25%, 07/24/2024(4)

     806,883  
       

 

 

 

          1,999,641  
       

 

 

 

    

Engineering & Construction - 0.1%

  
    

Aeropuerto Internacional de Tocumen S.A.

  
  200,000   

6.00%, 11/18/2048(4)

     243,250  
    

Bioceanico Sovereign Certificate Ltd.

  
  2,845,000   

0.00%, 06/05/2034(2)(9)

     1,941,713  
    

Fluor Corp.

  
  390,000   

3.50%, 12/15/2024

     399,569  
  12,570,000   

4.25%, 09/15/2028

     13,089,973  
    

Mexico City Airport Trust

  
  3,255,000   

4.25%, 10/31/2026(4)

     3,242,826  
       

 

 

 

          18,917,331  
       

 

 

 

    

Entertainment - 0.2%

  
    

Caesars Resort Collection LLC / CRC Finco, Inc.

  
  2,775,000   

5.25%, 10/15/2025(2)

     2,768,895  
    

Eldorado Resorts, Inc.

  
  2,045,000   

6.00%, 04/01/2025

     2,154,919  
  405,000   

6.00%, 09/15/2026

     437,246  
    

GLP Capital L.P. / GLP Financing II, Inc.

  
  7,180,000   

5.30%, 01/15/2029

     7,777,376  
  370,000   

5.38%, 11/01/2023

     398,893  
    

Golden Entertainment, Inc.

  
  1,320,000   

7.63%, 04/15/2026(2)

     1,356,300  
    

Jacobs Entertainment, Inc.

  
  4,110,000   

7.88%, 02/01/2024(2)

     4,366,875  
    

Penn National Gaming, Inc.

  
  4,625,000   

5.63%, 01/15/2027(2)

     4,696,688  
       

 

 

 

          23,957,192  
       

 

 

 

    

Environmental Control - 0.3%

  
    

Clean Harbors, Inc.

  
  2,042,000   

4.88%, 07/15/2027(2)

     2,100,708  
  905,000   

5.13%, 07/15/2029(2)

     953,915  
    

Republic Services, Inc.

  
  19,005,000   

2.50%, 08/15/2024(3)

     18,974,760  
    

Stericycle, Inc.

  
  1,535,000   

5.38%, 07/15/2024(2)

     1,603,062  
    

Tervita Corp.

  
  3,910,000   

7.63%, 12/01/2021(2)

     3,988,200  
    

Waste Management, Inc.

  
  5,365,000   

2.95%, 06/15/2024

     5,492,497  
    

Waste Pro USA, Inc.

  
  1,170,000   

5.50%, 02/15/2026(2)

     1,196,325  
       

 

 

 

          34,309,467  
       

 

 

 


 

The Hartford Balanced Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Food - 0.8%

  
    

Conagra Brands, Inc.

  
$   920,000   

4.30%, 05/01/2024

   $ 976,994  
  1,880,000   

4.60%, 11/01/2025

     2,043,755  
  3,510,000   

5.30%, 11/01/2038

     3,901,968  
    

Danone S.A.

                                   
  6,705,000   

2.59%, 11/02/2023(2)

     6,737,622  
    

Kraft Heinz Foods Co.

  
  19,245,000   

3.00%, 06/01/2026

     18,928,626  
  4,495,000   

3.95%, 07/15/2025

     4,673,432  
  2,405,000   

4.38%, 06/01/2046

     2,309,302  
  1,870,000   

5.00%, 07/15/2035

     1,985,697  
    

McCormick & Co., Inc.

  
  385,000   

3.15%, 08/15/2024

     393,945  
    

Minerva Luxembourg S.A.

  
  880,000   

5.88%, 01/19/2028(4)

     860,288  
  265,000   

6.50%, 09/20/2026(2)

     269,969  
  960,000   

6.50%, 09/20/2026(4)

     978,000  
    

Nestle Holdings, Inc.

  
  12,065,000   

3.35%, 09/24/2023(2)

     12,521,424  
  6,500,000   

3.90%, 09/24/2038(2)

     7,205,785  
    

Post Holdings, Inc.

  
  3,010,000   

5.00%, 08/15/2026(2)

     3,073,963  
  1,320,000   

5.63%, 01/15/2028(2)

     1,357,950  
  2,865,000   

5.75%, 03/01/2027(2)

     2,968,856  
    

TreeHouse Foods, Inc.

  
  2,340,000   

4.88%, 03/15/2022

     2,348,775  
  605,000   

6.00%, 02/15/2024(2)

     626,175  
    

Tyson Foods, Inc.

  
  5,000,000   

2.25%, 08/23/2021

     4,978,497  
  9,005,000   

4.00%, 03/01/2026

     9,621,662  
  5,205,000   

5.10%, 09/28/2048

     5,945,592  
       

 

 

 

          94,708,277  
       

 

 

 

    

Food Service - 0.0%

  
    

Aramark Services, Inc.

  
  1,450,000   

5.00%, 02/01/2028(2)

     1,511,625  
       

 

 

 

    

Forest Products & Paper - 0.1%

  
    

Celulosa Arauco y Constitucion S.A.

  
  870,000   

4.50%, 08/01/2024

     913,508  
  855,000   

5.50%, 04/30/2049(2)

     923,400  
    

Schweitzer-Mauduit International, Inc.

  
  1,450,000   

6.88%, 10/01/2026(2)

     1,482,625  
    

Suzano Austria GmbH

  
  2,095,000   

5.00%, 01/15/2030(2)

     2,145,280  
  4,065,000   

5.75%, 07/14/2026(2)

     4,507,069  
  5,300,000   

6.00%, 01/15/2029(2)

     5,849,610  
       

 

 

 

          15,821,492  
       

 

 

 

    

Gas - 0.4%

  
    

AmeriGas Partners L.P. / AmeriGas Finance Corp.

  
  692,000   

5.50%, 05/20/2025

     726,600  
  375,000   

5.63%, 05/20/2024

     397,969  
  830,000   

5.75%, 05/20/2027

     871,500  
  2,738,000   

5.88%, 08/20/2026

     2,902,280  
    

Brooklyn Union Gas Co.

  
  11,000,000   

3.87%, 03/04/2029(2)

     11,877,722  
    

CenterPoint Energy Resources Corp.

  
  6,070,000   

4.50%, 01/15/2021

     6,208,949  
    

Dominion Energy Gas Holdings LLC

  
  380,000   

3.60%, 12/15/2024

     397,103  
    

NiSource, Inc.

  
  15,000,000   

2.65%, 11/17/2022

     15,080,481  
    

Sempra Energy

  
  8,750,000   

2.40%, 02/01/2020

     8,741,034  


 

The Hartford Balanced Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Southern Co. Gas Capital Corp.

  
$   805,000   

2.45%, 10/01/2023

   $ 800,819  
       

 

 

 

          48,004,457  
       

 

 

 

    

Healthcare-Products - 0.9%

  
    

Abbott Laboratories

                                   
  18,115,000   

2.90%, 11/30/2021

     18,344,829  
  5,425,000   

3.40%, 11/30/2023

     5,645,317  
  6,550,000   

4.75%, 11/30/2036

     7,866,939  
    

Avantor, Inc.

  
  5,340,000   

6.00%, 10/01/2024(2)

     5,713,853  
    

Becton Dickinson and Co.

  
  18,345,000   

2.89%, 06/06/2022

     18,505,042  
  16,390,000   

3.36%, 06/06/2024

     16,935,031  
  380,000   

3.73%, 12/15/2024

     398,435  
    

Boston Scientific Corp.

  
  7,000,000   

3.38%, 05/15/2022

     7,173,532  
  8,245,000   

4.00%, 03/01/2028

     8,911,161  
    

Sotera Health Holdings LLC

  
  2,925,000   

6.50%, 05/15/2023(2)

     2,968,875  
    

Stryker Corp.

  
  4,690,000   

4.63%, 03/15/2046

     5,474,429  
    

Thermo Fisher Scientific, Inc.

  
  4,430,000   

3.00%, 04/15/2023

     4,519,745  
  5,440,000   

3.60%, 08/15/2021

     5,551,176  
       

 

 

 

          108,008,364  
       

 

 

 

    

Healthcare-Services - 1.6%

  
    

Aetna, Inc.

  
  10,295,000   

2.80%, 06/15/2023

     10,315,289  
    

Anthem, Inc.

  
  4,760,000   

3.13%, 05/15/2022

     4,842,214  
  2,850,000   

3.30%, 01/15/2023

     2,923,466  
  3,175,000   

3.50%, 08/15/2024

     3,285,848  
  15,420,000   

3.65%, 12/01/2027

     15,970,164  
  4,685,000   

4.38%, 12/01/2047

     4,907,305  
  2,795,000   

4.55%, 03/01/2048

     2,996,239  
  3,315,000   

4.63%, 05/15/2042

     3,594,004  
    

Catalent Pharma Solutions, Inc.

  
  415,000   

5.00%, 07/15/2027(2)

     426,413  
    

CHS/Community Health Systems, Inc.

  
  1,560,000   

8.13%, 06/30/2024(2)

     1,185,600  
    

Cigna Corp.

  
  13,680,000   

4.13%, 11/15/2025(2)

     14,527,374  
  27,200,000   

4.38%, 10/15/2028(2)

     29,500,161  
    

Cigna Holding Co.

  
  6,445,000   

3.05%, 10/15/2027

     6,419,498  
  4,305,000   

3.25%, 04/15/2025

     4,374,385  
  5,320,000   

3.88%, 10/15/2047

     4,999,896  
    

Coventry Health Care, Inc.

  
  2,060,000   

5.45%, 06/15/2021

     2,152,863  
    

HCA Healthcare, Inc.

  
  2,655,000   

6.25%, 02/15/2021

     2,782,068  
    

HCA, Inc.

  
  4,470,000   

4.13%, 06/15/2029

     4,578,934  
  4,840,000   

5.13%, 06/15/2039

     5,082,968  
  4,985,000   

5.38%, 02/01/2025

     5,391,078  
  1,500,000   

5.38%, 09/01/2026

     1,623,750  
  115,000   

5.63%, 09/01/2028

     126,811  
  2,125,000   

5.88%, 05/01/2023

     2,326,875  
  90,000   

5.88%, 02/01/2029

     100,463  
  1,627,000   

7.50%, 11/15/2095

     1,740,890  
    

Humana, Inc.

  
  3,555,000   

3.85%, 10/01/2024

     3,714,661  
  6,000,000   

3.95%, 03/15/2027

     6,306,907  
    

IQVIA, Inc.

  
EUR   820,000   

2.25%, 01/15/2028

     907,740  


 

The Hartford Balanced Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Laboratory Corp. of America Holdings

  
$   385,000   

3.25%, 09/01/2024

   $ 391,827  
    

UnitedHealth Group, Inc.

  
  6,505,000   

2.38%, 08/15/2024(5)

     6,503,281  
  2,940,000   

2.88%, 08/15/2029

     2,948,541  
  1,200,000   

3.50%, 08/15/2039

     1,208,422  
  4,445,000   

3.70%, 12/15/2025

     4,733,988  
  2,280,000   

3.70%, 08/15/2049

     2,305,902  
  13,580,000   

3.88%, 12/15/2028

     14,783,367  
  3,605,000   

3.88%, 08/15/2059

     3,629,845  
  9,350,000   

4.63%, 07/15/2035

     10,961,596  
  1,981,000   

6.88%, 02/15/2038

     2,865,708  
    

West Street Merger Sub, Inc.

  
  2,375,000   

6.38%, 09/01/2025(2)

     2,179,062  
       

 

 

 

          199,615,403  
       

 

 

 

    

Home Builders - 0.1%

  
    

Beazer Homes USA, Inc.

                                   
  830,000   

5.88%, 10/15/2027

     759,450  
    

KB Home

  
  1,450,000   

7.00%, 12/15/2021

     1,558,750  
    

M/I Homes, Inc.

  
  1,255,000   

5.63%, 08/01/2025

     1,273,825  
  2,440,000   

6.75%, 01/15/2021

     2,458,300  
    

Taylor Morrison Communities, Inc.

  
  2,190,000   

5.75%, 01/15/2028(2)(3)

     2,269,563  
  2,970,000   

6.63%, 05/15/2022

     3,072,465  
       

 

 

 

          11,392,353  
       

 

 

 

    

Household Products - 0.0%

  
    

Revlon Consumer Products Corp.

  
  3,480,000   

6.25%, 08/01/2024

     2,366,400  
       

 

 

 

    

Household Products/Wares - 0.1%

  
    

Diamond (BC) B.V.

  
EUR   2,380,000   

5.63%, 08/15/2025(4)

     2,054,340  
    

S.C. Johnson & Son, Inc.

  
$   2,520,000   

4.00%, 05/15/2043(2)

     2,666,977  
  1,840,000   

4.75%, 10/15/2046(2)

     2,200,927  
       

 

 

 

          6,922,244  
       

 

 

 

    

Insurance - 1.9%

  
    

ACE Capital Trust II

  
  1,905,000   

9.70%, 04/01/2030

     2,762,250  
    

Acrisure LLC / Acrisure Finance, Inc.

  
  3,250,000   

8.13%, 02/15/2024(2)

     3,469,700  
  945,000   

10.13%, 08/01/2026(2)(3)

     969,570  
    

American International Group, Inc.

  
  2,600,000   

3.30%, 03/01/2021

     2,634,360  
  750,000   

3.88%, 01/15/2035

     762,190  
  7,740,000   

4.25%, 03/15/2029

     8,347,241  
  1,182,000   

4.50%, 07/16/2044

     1,264,010  
  5,348,000   

4.70%, 07/10/2035

     5,936,972  
    

Aon plc

  
  4,775,000   

3.50%, 06/14/2024

     4,970,434  
  3,480,000   

3.88%, 12/15/2025

     3,708,681  
  2,300,000   

4.25%, 12/12/2042

     2,359,299  
  11,664,000   

4.75%, 05/15/2045

     13,345,860  
    

AXA Equitable Holdings, Inc.

  
  21,555,000   

4.35%, 04/20/2028

     22,652,012  
    

Berkshire Hathaway Finance Corp.

  
  7,845,000   

4.20%, 08/15/2048

     8,837,941  
  3,460,000   

4.40%, 05/15/2042

     3,967,346  
    

CNA Financial Corp.

  
  9,800,000   

3.45%, 08/15/2027

     10,010,303  
    

CNO Financial Group, Inc.

  
  840,000   

5.25%, 05/30/2029

     907,200  
    

Genworth Holdings, Inc.

  


 

The Hartford Balanced Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   205,000   

4.80%, 02/15/2024

   $ 188,600  
  900,000   

4.90%, 08/15/2023

     837,000  
  770,000   

7.20%, 02/15/2021(5)

     787,325  
  1,250,000   

7.63%, 09/24/2021

     1,293,750  
  65,000   

7.70%, 06/15/2020

     65,975  
    

Marsh & McLennan Cos., Inc.

  
  7,485,000   

2.75%, 01/30/2022

     7,561,008  
  3,290,000   

3.50%, 12/29/2020

     3,338,660  
  13,060,000   

3.88%, 03/15/2024

     13,830,247  
  3,900,000   

4.05%, 10/15/2023

     4,117,892  
  3,455,000   

4.75%, 03/15/2039

     4,037,162  
    

Massachusetts Mutual Life Insurance Co.

  
  1,008,000   

8.88%, 06/01/2039(2)

     1,667,890  
    

MassMutual Global Funding II

  
  8,334,000   

2.50%, 04/13/2022(2)

     8,371,086  
    

Metropolitan Life Global Funding I

  
  15,080,000   

2.40%, 01/08/2021(2)

     15,093,394  
  13,735,000   

3.00%, 09/19/2027(2)

     13,974,242  
    

MGIC Investment Corp.

  
  700,000   

5.75%, 08/15/2023

     760,375  
    

Nationwide Mutual Insurance Co.

  
  4,940,000   

9.38%, 08/15/2039(2)

     8,102,177  
    

New York Life Global Funding

  
  14,915,000   

1.95%, 09/28/2020(2)

     14,876,926  
  14,205,000   

3.00%, 01/10/2028(2)

     14,527,927  
    

Principal Financial Group, Inc.

  
  300,000   

3.40%, 05/15/2025

     312,399  
    

Prudential Financial, Inc.

  
  2,430,000   

4.50%, 11/15/2020

     2,500,880  
    

Radian Group, Inc.

  
  1,345,000   

4.50%, 10/01/2024

     1,383,023  
    

Trinity Acquisition plc

  
  4,715,000   

4.40%, 03/15/2026

     5,065,505  
    

Unum Group

  
  5,230,000   

4.00%, 06/15/2029

     5,366,727  
    

Willis North America, Inc.

  
  10,435,000   

3.60%, 05/15/2024

     10,790,461  
       

 

 

 

          235,756,000  
       

 

 

 

    

Internet - 0.7%

                                   
    

Alibaba Group Holding Ltd.

  
  6,515,000   

3.40%, 12/06/2027

     6,642,900  
  11,585,000   

4.00%, 12/06/2037

     12,132,392  
  1,980,000   

4.20%, 12/06/2047

     2,119,181  
    

Amazon.com, Inc.

  
  13,385,000   

3.88%, 08/22/2037

     14,822,689  
  2,207,000   

4.80%, 12/05/2034

     2,708,702  
  5,535,000   

4.95%, 12/05/2044

     7,052,527  
    

Tencent Holdings Ltd.

  
  22,630,000   

3.60%, 01/19/2028(2)

     23,335,469  
  12,565,000   

3.98%, 04/11/2029(2)

     13,246,474  
       

 

 

 

          82,060,334  
       

 

 

 

    

Iron/Steel - 0.3%

  
    

ABJA Investment Co. Pte Ltd.

  
  355,000   

4.45%, 07/24/2023(4)

     356,271  
    

ArcelorMittal

  
  8,070,000   

6.13%, 06/01/2025

     9,093,916  
    

CSN Resources S.A.

  
  340,000   

7.63%, 02/13/2023(2)

     359,958  
  1,025,000   

7.63%, 04/17/2026(2)

     1,092,266  
    

JSW Steel Ltd.

  
  1,015,000   

5.25%, 04/13/2022(4)

     1,035,617  
    

Steel Dynamics, Inc.

  
  385,000   

4.13%, 09/15/2025

     386,582  
  1,770,000   

5.50%, 10/01/2024

     1,827,012  
    

Vale Overseas Ltd.

  


 

The Hartford Balanced Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   3,000,000   

4.38%, 01/11/2022

   $ 3,090,030  
  9,585,000   

6.25%, 08/10/2026

     10,792,710  
  1,761,000   

6.88%, 11/21/2036

     2,130,563  
  6,150,000   

6.88%, 11/10/2039

     7,526,370  
       

 

 

 

          37,691,295  
       

 

 

 

    

IT Services - 0.7%

  
    

Apple, Inc.

  
  8,650,000   

2.90%, 09/12/2027

     8,849,050  
  1,300,000   

3.75%, 11/13/2047

     1,377,522  
  1,300,000   

3.85%, 05/04/2043

     1,388,932  
  3,865,000   

3.85%, 08/04/2046

     4,135,619  
  2,895,000   

4.25%, 02/09/2047

     3,273,163  
  3,990,000   

4.38%, 05/13/2045

     4,582,363  
  1,120,000   

4.45%, 05/06/2044

     1,295,539  
  5,000,000   

4.65%, 02/23/2046

     5,982,489  
    

International Business Machines Corp.

  
  12,770,000   

2.85%, 05/13/2022

     12,932,965  
  16,615,000   

3.00%, 05/15/2024

     16,999,963  
  16,120,000   

3.50%, 05/15/2029

     16,894,393  
  9,515,000   

4.15%, 05/15/2039

     10,314,000  
  3,815,000   

4.25%, 05/15/2049

     4,134,240  
       

 

 

 

          92,160,238  
       

 

 

 

    

Lodging - 0.3%

  
    

Boyd Gaming Corp.

                                   
  3,880,000   

6.38%, 04/01/2026

     4,093,400  
    

Caesars Entertainment Corp.

  
  520,000   

5.00%, 10/01/2024

     896,025  
    

FelCor Lodging L.P.

  
  3,895,000   

6.00%, 06/01/2025

     4,080,012  
    

Hilton Domestic Operating Co., Inc.

  
  3,267,000   

4.25%, 09/01/2024

     3,308,491  
    

Jack Ohio Finance LLC / Jack Ohio Finance Corp.

  
  2,720,000   

6.75%, 11/15/2021(2)

     2,779,894  
    

Las Vegas Sands Corp.

  
  345,000   

3.20%, 08/08/2024

     346,584  
  10,205,000   

3.50%, 08/18/2026

     10,241,453  
    

MGM Resorts International

  
  1,250,000   

5.50%, 04/15/2027

     1,325,363  
    

Sugarhouse HSP Gaming Prop Mezz L.P. / Sugarhouse HSP Gaming Finance Corp.

  
  3,105,000   

5.88%, 05/15/2025(2)

     3,073,950  
    

Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp.

  
  395,000   

4.25%, 05/30/2023(2)

     398,002  
  2,660,000   

5.50%, 03/01/2025(2)

     2,789,675  
       

 

 

 

          33,332,849  
       

 

 

 

    

Machinery-Construction & Mining - 0.1%

  
    

Caterpillar Financial Services Corp.

  
  3,095,000   

2.55%, 11/29/2022

     3,120,364  
  11,770,000   

2.65%, 05/17/2021

     11,863,852  
       

 

 

 

          14,984,216  
       

 

 

 

    

Machinery-Diversified - 0.1%

  
    

Cloud Crane LLC

  
  1,208,000   

10.13%, 08/01/2024(2)

     1,292,560  
    

Stanley Black & Decker, Inc.

  
  14,610,000   

3.40%, 03/01/2026

     15,309,550  
       

 

 

 

          16,602,110  
       

 

 

 

    

Media - 3.3%

  
    

Altice France S.A.

  
  4,020,000   

7.38%, 05/01/2026(2)

     4,283,813  
  2,975,000   

8.13%, 02/01/2027(2)

     3,239,031  
    

Altice Luxembourg S.A.

  
  2,020,000   

7.63%, 02/15/2025(2)

     1,979,681  
EUR   1,330,000   

8.00%, 05/15/2027(4)

     1,514,257  


 

The Hartford Balanced Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

CBS Corp.

  
$   16,430,000   

2.90%, 06/01/2023

   $ 16,529,795  
  10,310,000   

3.50%, 01/15/2025

     10,618,184  
  380,000   

3.70%, 08/15/2024

     394,293  
    

CCO Holdings LLC / CCO Holdings Capital Corp.

                                   
  2,280,000   

5.13%, 05/01/2023(2)

     2,334,492  
  1,600,000   

5.25%, 09/30/2022

     1,618,000  
  2,510,000   

5.75%, 09/01/2023

     2,560,200  
  205,000   

5.75%, 01/15/2024

     209,356  
  1,550,000   

5.75%, 02/15/2026(2)

     1,632,863  
    

Charter Communications Operating LLC / Charter Communications Operating Capital

  
  8,910,000   

4.20%, 03/15/2028

     9,250,773  
  4,635,000   

4.46%, 07/23/2022

     4,853,889  
  11,245,000   

4.91%, 07/23/2025

     12,124,260  
  6,230,000   

5.13%, 07/01/2049

     6,350,669  
  10,990,000   

5.38%, 05/01/2047

     11,568,700  
  4,595,000   

5.75%, 04/01/2048

     5,042,137  
  8,613,000   

6.48%, 10/23/2045

     10,168,075  
    

Comcast Corp.

  
  9,280,000   

3.20%, 07/15/2036

     9,149,212  
  5,005,000   

3.40%, 07/15/2046

     4,830,470  
  9,100,000   

3.95%, 10/15/2025

     9,794,212  
  10,468,000   

4.05%, 11/01/2052

     11,144,561  
  12,115,000   

4.25%, 10/15/2030

     13,563,224  
  4,530,000   

4.40%, 08/15/2035

     5,127,620  
  6,230,000   

4.60%, 10/15/2038

     7,218,733  
  5,000,000   

4.60%, 08/15/2045

     5,712,983  
  6,540,000   

4.95%, 10/15/2058

     7,947,503  
  446,000   

7.05%, 03/15/2033

     628,184  
    

Cox Communications, Inc.

  
  13,234,000   

3.15%, 08/15/2024(2)

     13,468,637  
  10,479,000   

4.50%, 06/30/2043(2)

     10,180,688  
  2,286,000   

4.70%, 12/15/2042(2)

     2,326,337  
  7,875,000   

4.80%, 02/01/2035(2)

     8,096,643  
  2,604,000   

6.45%, 12/01/2036(2)

     3,109,160  
    

CSC Holdings LLC

  
  4,455,000   

5.13%, 12/15/2021(2)

     4,455,000  
  2,510,000   

5.50%, 04/15/2027(2)

     2,629,225  
  3,480,000   

6.50%, 02/01/2029(2)

     3,836,700  
    

Discovery Communications LLC

  
  3,786,000   

2.80%, 06/15/2020

     3,788,872  
  5,650,000   

2.95%, 03/20/2023

     5,702,347  
  760,000   

3.90%, 11/15/2024

     790,241  
  6,767,000   

3.95%, 06/15/2025

     7,009,779  
  2,443,000   

4.88%, 04/01/2043

     2,473,473  
  5,000,000   

5.00%, 09/20/2037

     5,298,911  
  14,845,000   

5.20%, 09/20/2047

     15,795,375  
    

DISH DBS Corp.

  
  880,000   

5.00%, 03/15/2023

     849,200  
  1,225,000   

5.88%, 07/15/2022

     1,238,193  
  895,000   

5.88%, 11/15/2024

     832,368  
  2,535,000   

6.75%, 06/01/2021

     2,638,808  
  1,260,000   

7.88%, 09/01/2019

     1,263,150  
    

Fox Corp.

  
  7,870,000   

4.03%, 01/25/2024(2)

     8,334,123  
  1,015,000   

4.71%, 01/25/2029(2)

     1,136,551  
  10,160,000   

5.48%, 01/25/2039(2)

     12,038,462  
    

Gray Television, Inc.

  
  2,160,000   

5.13%, 10/15/2024(2)

     2,216,700  
  630,000   

5.88%, 07/15/2026(2)

     653,625  
    

Quebecor Media, Inc.

  
  335,000   

5.75%, 01/15/2023

     356,775  
    

Sinclair Television Group, Inc.

  
  825,000   

5.13%, 02/15/2027(2)

     829,125  
  1,150,000   

5.63%, 08/01/2024(2)

     1,182,718  
  675,000   

5.88%, 03/15/2026(2)

     701,359  


 

The Hartford Balanced Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   995,000   

6.13%, 10/01/2022

   $ 1,012,413  
    

Sirius XM Radio, Inc.

  
  1,080,000   

4.63%, 07/15/2024(2)

     1,111,644  
  2,325,000   

5.50%, 07/01/2029(2)

     2,432,531  
    

Sky Ltd.

  
  16,875,000   

3.13%, 11/26/2022(2)

     17,282,470  
    

TEGNA, Inc.

  
  2,305,000   

4.88%, 09/15/2021(2)

     2,307,881  
  1,980,000   

6.38%, 10/15/2023

     2,032,272  
    

Time Warner Cable LLC

  
  295,000   

4.00%, 09/01/2021

     301,338  
  1,875,000   

4.50%, 09/15/2042

     1,777,269  
  1,300,000   

5.50%, 09/01/2041

     1,378,952  
  10,340,000   

5.88%, 11/15/2040

     11,388,094  
  2,825,000   

6.75%, 06/15/2039

     3,388,542  
    

Time Warner Entertainment Co. L.P.

  
  1,565,000   

8.38%, 07/15/2033

     2,145,034  
    

Viacom, Inc.

  
  3,155,000   

4.25%, 09/01/2023

     3,323,000  
  12,190,000   

4.38%, 03/15/2043

     12,134,151  
  11,655,000   

4.50%, 03/01/2021

     11,979,747  
  3,140,000   

5.85%, 09/01/2043

     3,735,197  
    

Videotron Ltd.

  
  1,320,000   

5.00%, 07/15/2022

     1,379,004  
    

Walt Disney Co.

  
  5,390,000   

3.38%, 11/15/2026(2)

     5,686,745  
  3,890,000   

4.95%, 10/15/2045(2)

     4,917,544  
  1,177,000   

5.40%, 10/01/2043(2)

     1,552,745  
  3,197,000   

6.40%, 12/15/2035(2)

     4,450,140  
  520,000   

6.65%, 11/15/2037(2)

     749,469  
    

Walt Disney Co.

  
  355,000   

4.00%, 10/01/2023(2)

     377,028  
    

WMG Acquisition Corp.

  
  2,890,000   

5.50%, 04/15/2026(2)

     2,991,150  
    

Ziggo B.V.

  
  3,200,000   

5.50%, 01/15/2027(2)

     3,276,000  
       

 

 

 

          407,732,075  
       

 

 

 

    

Metal Fabricate/Hardware - 0.0%

  
    

Novelis Corp.

  
  1,045,000   

5.88%, 09/30/2026(2)

     1,082,881  
  4,235,000   

6.25%, 08/15/2024(2)

     4,436,247  
    

TriMas Corp.

  
  630,000   

4.88%, 10/15/2025(2)

     637,875  
       

 

 

 

          6,157,003  
       

 

 

 

    

Mining - 0.4%

                                   
    

Anglo American Capital plc

  
  4,320,000   

4.00%, 09/11/2027(2)

     4,361,223  
  5,270,000   

4.50%, 03/15/2028(2)

     5,515,861  
  7,875,000   

4.75%, 04/10/2027(2)

     8,352,761  
  4,630,000   

4.88%, 05/14/2025(2)

     4,979,691  
    

Constellium SE

  
  2,640,000   

5.88%, 02/15/2026(2)

     2,739,000  
    

Corp. Nacional del Cobre de Chile

  
  3,580,000   

3.63%, 08/01/2027(2)

     3,719,262  
  495,000   

4.38%, 02/05/2049(2)

     532,714  
    

Glencore Finance Canada Ltd.

  
  330,000   

5.55%, 10/25/2042(2)

     345,442  
  5,030,000   

6.00%, 11/15/2041(2)

     5,466,012  
    

Glencore Funding LLC

  
  11,230,000   

4.00%, 03/27/2027(2)

     11,484,204  
  6,000,000   

4.13%, 03/12/2024(2)

     6,221,301  
  1,920,000   

4.88%, 03/12/2029(2)

     2,036,097  
       

 

 

 

          55,753,568  
       

 

 

 


 

The Hartford Balanced Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Miscellaneous Manufacturing - 0.2%

  
    

General Electric Co.

  
$   4,638,000   

4.13%, 10/09/2042

   $ 4,500,561  
  382,000   

4.50%, 03/11/2044

     389,154  
    

Ingersoll-Rand Global Holding Co., Ltd.

  
  13,030,000   

2.90%, 02/21/2021

     13,095,679  
       

 

 

 

          17,985,394  
       

 

 

 

    

Office/Business Equipment - 0.1%

                                   
    

CDW LLC / CDW Finance Corp.

  
  1,495,000   

5.00%, 09/01/2023

     1,516,977  
    

Pitney Bowes, Inc.

  
  570,000   

4.63%, 03/15/2024(5)

     513,000  
  1,760,000   

4.70%, 04/01/2023

     1,654,400  
    

Xerox Corp.

  
  4,050,000   

4.13%, 03/15/2023

     4,060,125  
       

 

 

 

          7,744,502  
       

 

 

 

    

Oil & Gas - 1.9%

  
    

Anadarko Petroleum Corp.

  
  7,906,000   

4.50%, 07/15/2044

     7,905,912  
  4,160,000   

6.45%, 09/15/2036

     5,070,201  
    

Antero Resources Corp.

  
  850,000   

5.13%, 12/01/2022

     811,750  
    

BG Energy Capital plc

  
  3,865,000   

4.00%, 10/15/2021(2)

     3,996,271  
    

Blue Racer Midstream LLC / Blue Racer Finance Corp.

  
  4,230,000   

6.13%, 11/15/2022(2)

     4,251,150  
    

BP Capital Markets America, Inc.

  
  8,835,000   

3.22%, 11/28/2023

     9,092,401  
    

BP Capital Markets plc

  
  2,840,000   

3.81%, 02/10/2024

     3,000,487  
    

California Resources Corp.

  
  1,560,000   

8.00%, 12/15/2022(2)(5)

     1,092,000  
    

Canadian Natural Resources Ltd.

  
  1,435,000   

2.95%, 01/15/2023

     1,449,074  
  380,000   

3.80%, 04/15/2024

     396,704  
  10,895,000   

3.85%, 06/01/2027

     11,270,650  
  4,626,000   

3.90%, 02/01/2025

     4,843,384  
    

Centennial Resource Production LLC

  
  1,620,000   

5.38%, 01/15/2026(2)

     1,498,500  
    

Chesapeake Energy Corp.

  
  3,705,000   

7.00%, 10/01/2024

     3,028,837  
  1,575,000   

7.50%, 10/01/2026

     1,236,375  
  1,690,000   

8.00%, 06/15/2027(5)

     1,352,000  
    

Cimarex Energy Co.

  
  7,720,000   

3.90%, 05/15/2027

     7,841,487  
  1,905,000   

4.38%, 03/15/2029

     1,994,078  
    

CNOOC Finance 2013 Ltd.

  
  3,610,000   

3.00%, 05/09/2023

     3,639,385  
    

Continental Resources, Inc.

  
  4,885,000   

3.80%, 06/01/2024

     4,999,355  
    

Devon Energy Corp.

  
  3,095,000   

4.75%, 05/15/2042

     3,374,388  
  1,085,000   

5.00%, 06/15/2045

     1,239,242  
    

Energen Corp.

  
  2,055,000   

4.63%, 09/01/2021

     2,103,621  
    

EOG Resources, Inc.

  
  3,075,000   

3.90%, 04/01/2035

     3,317,637  
    

EP Energy LLC / Everest Acquisition Finance, Inc.

  
  440,000   

7.75%, 05/15/2026(2)

     392,480  
    

EQT Corp.

  
  440,000   

3.90%, 10/01/2027

     393,005  
    

Equinor ASA

  
  4,520,000   

2.65%, 01/15/2024

     4,599,447  
    

Gazprom OAO Via Gaz Capital S.A.

  
  495,000   

3.85%, 02/06/2020(4)

     497,056  


 

The Hartford Balanced Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Hess Corp.

                                   
$   395,000   

3.50%, 07/15/2024

   $ 397,767  
  10,125,000   

4.30%, 04/01/2027

     10,404,803  
  6,860,000   

5.60%, 02/15/2041

     7,252,379  
  2,816,000   

5.80%, 04/01/2047

     3,090,985  
  1,445,000   

6.00%, 01/15/2040

     1,570,470  
  6,430,000   

7.30%, 08/15/2031

     7,855,157  
  700,000   

7.88%, 10/01/2029

     868,924  
    

Hunt Oil Co. of Peru LLC Sucursal Del Peru

  
  360,000   

6.38%, 06/01/2028(4)

     405,540  
  870,000   

6.38%, 06/01/2028(2)

     980,055  
    

Jagged Peak Energy LLC

  
  2,960,000   

5.88%, 05/01/2026

     2,812,000  
    

Marathon Petroleum Corp.

  
  10,705,000   

3.80%, 04/01/2028

     10,947,785  
    

Matador Resources Co.

  
  2,215,000   

5.88%, 09/15/2026

     2,188,398  
    

Medco Oak Tree Pte Ltd.

  
  1,160,000   

7.38%, 05/14/2026(2)

     1,170,241  
    

MEG Energy Corp.

  
  1,765,000   

6.38%, 01/30/2023(2)

     1,685,575  
  1,485,000   

6.50%, 01/15/2025(2)

     1,485,000  
  690,000   

7.00%, 03/31/2024(2)

     658,798  
    

Noble Energy, Inc.

  
  12,480,000   

3.85%, 01/15/2028

     12,740,916  
  1,420,000   

6.00%, 03/01/2041

     1,644,684  
  2,020,000   

8.00%, 04/01/2027

     2,519,686  
    

Petrobras Global Finance B.V.

  
  3,770,000   

5.75%, 02/01/2029

     4,045,700  
  1,830,000   

6.00%, 01/27/2028

     1,998,360  
  625,000   

6.90%, 03/19/2049

     701,375  
    

Petroleos de Venezuela S.A.

  
  435,000   

6.00%, 05/16/2024(10)

     60,900  
  190,000   

9.00%, 11/17/2021(10)

     25,650  
    

Petroleos Mexicanos

  
  2,300,000   

5.35%, 02/12/2028

     2,113,700  
  5,410,000   

6.50%, 01/23/2029

     5,286,922  
    

QEP Resources, Inc.

  
  3,265,000   

5.25%, 05/01/2023

     2,971,150  
  2,305,000   

5.63%, 03/01/2026(5)

     1,970,821  
  230,000   

6.80%, 03/01/2020

     231,150  
    

Range Resources Corp.

  
  865,000   

5.00%, 08/15/2022

     795,540  
    

Saudi Arabian Oil Co.

  
  2,240,000   

2.75%, 04/16/2022(2)

     2,252,285  
  7,069,000   

2.88%, 04/16/2024(2)

     7,128,683  
    

Shell International Finance B.V.

  
  2,040,000   

4.38%, 05/11/2045

     2,369,396  
  3,250,000   

4.55%, 08/12/2043

     3,833,869  
    

SM Energy Co.

  
  2,550,000   

5.00%, 01/15/2024

     2,339,625  
  700,000   

5.63%, 06/01/2025

     607,250  
  355,000   

6.13%, 11/15/2022

     347,013  
  1,000,000   

6.63%, 01/15/2027(5)

     871,250  
  1,175,000   

6.75%, 09/15/2026(5)

     1,057,500  
    

Southwestern Energy Co.

  
  325,000   

4.10%, 03/15/2022(5)

     316,063  
  985,000   

6.20%, 01/23/2025

     849,562  
    

State Oil Co. of the Azerbaijan Republic

  
  725,000   

4.75%, 03/13/2023(4)

     758,314  
    

Suncor Energy, Inc.

  
  1,215,000   

3.60%, 12/01/2024

     1,265,472  
  4,235,000   

4.00%, 11/15/2047

     4,408,594  
    

Sunoco L.P. / Sunoco Finance Corp.

  
  1,425,000   

5.50%, 02/15/2026

     1,478,437  
  820,000   

6.00%, 04/15/2027

     864,075  


 

The Hartford Balanced Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Valero Energy Corp.

  
$   10,705,000   

4.00%, 04/01/2029

   $ 11,166,928  
  2,485,000   

4.35%, 06/01/2028

     2,660,225  
  1,380,000   

6.63%, 06/15/2037

     1,764,987  
    

Vine Oil & Gas L.P. / Vine Oil & Gas Finance Corp.

  
  2,670,000   

8.75%, 04/15/2023(2)

     1,575,300  
    

WPX Energy, Inc.

  
  1,220,000   

5.25%, 09/15/2024

     1,226,100  
  410,000   

5.75%, 06/01/2026

     421,275  
  2,269,000   

6.00%, 01/15/2022

     2,351,251  
  1,240,000   

8.25%, 08/01/2023

     1,395,000  
       

 

 

 

          238,875,762  
       

 

 

 

    

Packaging & Containers - 0.3%

                                   
    

ARD Finance S.A. (PIK 7.88%)

  
  3,780,000   

7.13%, 09/15/2023(11)

     3,893,400  
    

Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.

  
  1,040,000   

4.13%, 08/15/2026(2)(3)

     1,041,300  
  375,000   

5.25%, 08/15/2027

     375,469  
  725,000   

6.00%, 02/15/2025(2)

     748,563  
  1,695,000   

7.25%, 05/15/2024(2)

     1,789,106  
    

Crown Americas LLC / Crown Americas Capital Corp.

  
  2,055,000   

4.75%, 02/01/2026

     2,112,540  
    

Flex Acquisition Co., Inc.

  
  4,355,000   

6.88%, 01/15/2025(2)

     3,865,062  
    

OI European Group B.V.

  
  390,000   

4.00%, 03/15/2023(2)

     391,950  
    

Owens-Brockway Glass Container, Inc.

  
  2,960,000   

5.88%, 08/15/2023(2)

     3,185,700  
  2,710,000   

6.38%, 08/15/2025(2)

     2,958,134  
    

Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu

  
  3,240,000   

5.13%, 07/15/2023(2)

     3,296,700  
  1,155,000   

7.00%, 07/15/2024(2)

     1,195,425  
    

Trivium Packaging Finance B.V.

  
  415,000   

5.50%, 08/15/2026(2)(3)

     427,969  
  380,000   

8.50%, 08/15/2027(2)(3)

     401,010  
    

WRKCo, Inc.

  
  11,125,000   

4.65%, 03/15/2026

     12,105,987  
       

 

 

 

          37,788,315  
       

 

 

 

    

Pharmaceuticals - 2.2%

  
    

Abbott Laboratories

  
  3,990,000   

2.55%, 03/15/2022

     4,015,047  
    

AbbVie, Inc.

  
  14,100,000   

2.50%, 05/14/2020

     14,098,529  
    

Allergan Finance LLC

  
  2,840,000   

4.63%, 10/01/2042

     2,867,298  
    

Allergan Funding SCS

  
  19,545,000   

3.45%, 03/15/2022

     19,910,373  
  380,000   

3.80%, 03/15/2025

     393,377  
  2,500,000   

4.85%, 06/15/2044

     2,591,456  
    

AstraZeneca plc

  
  5,100,000   

2.38%, 11/16/2020

     5,101,517  
  11,865,000   

3.38%, 11/16/2025

     12,389,557  
  380,000   

3.50%, 08/17/2023

     395,175  
    

Bausch Health Cos., Inc.

  
  327,000   

5.50%, 03/01/2023(2)

     328,841  
  3,940,000   

5.88%, 05/15/2023(2)

     3,968,368  
  1,970,000   

6.13%, 04/15/2025(2)

     2,026,637  
  360,000   

9.00%, 12/15/2025(2)

     403,340  
    

Baxalta, Inc.

  
  390,000   

3.60%, 06/23/2022

     398,507  
    

Bayer U.S. Finance LLC

  
  1,670,000   

2.85%, 04/15/2025(2)

     1,577,793  
  2,900,000   

4.20%, 07/15/2034(2)

     2,845,259  
  7,820,000   

4.25%, 12/15/2025(2)

     8,209,381  


 

The Hartford Balanced Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Bristol-Myers Squibb Co.

  
$   7,276,000   

2.55%, 05/14/2021(2)(5)

   $ 7,318,261  
    

Cardinal Health, Inc.

  
  575,000   

4.37%, 06/15/2047

     522,374  
    

Catalent Pharma Solutions, Inc.

  
  535,000   

4.88%, 01/15/2026(2)

     545,700  
    

CVS Health Corp.

  
  14,100,000   

4.10%, 03/25/2025

     14,837,670  
  16,780,000   

4.78%, 03/25/2038

     17,796,667  
  590,000   

5.05%, 03/25/2048

     639,483  
  9,435,000   

5.13%, 07/20/2045

     10,230,948  
    

Endo Dac / Endo Finance LLC / Endo Finco, Inc.

  
  885,000   

5.88%, 10/15/2024(2)(5)

     781,013  
  774,000   

6.00%, 07/15/2023(2)

     491,490  
  1,530,000   

6.00%, 02/01/2025(2)

     918,000  
    

GlaxoSmithKline Capital plc

  
  16,385,000   

2.88%, 06/01/2022

     16,622,096  
  6,225,000   

3.00%, 06/01/2024

     6,400,766  
    

GlaxoSmithKline Capital, Inc.

  
  10,000,000   

3.63%, 05/15/2025

     10,614,357  
    

Johnson & Johnson

  
  6,420,000   

3.63%, 03/03/2037

     6,827,659  
    

McKesson Corp.

  
  380,000   

2.85%, 03/15/2023

     381,979  
  17,275,000   

3.65%, 11/30/2020

     17,536,091  
    

Merck & Co., Inc.

  
  10,135,000   

3.40%, 03/07/2029

     10,789,092  
  12,035,000   

3.90%, 03/07/2039

     13,380,342  
    

Mylan N.V.

  
  7,580,000   

5.25%, 06/15/2046

     7,777,333  
    

Mylan, Inc.

  
  6,210,000   

4.55%, 04/15/2028

     6,538,809  
  3,600,000   

5.20%, 04/15/2048

     3,681,040  
  293,000   

5.40%, 11/29/2043

     299,834  
    

Perrigo Co. plc

  
  400,000   

4.00%, 11/15/2023

     399,944  
    

Pfizer, Inc.

  
  4,525,000   

4.00%, 12/15/2036

     4,998,901  
    

Shire Acquisitions Investments Ireland DAC

  
  18,890,000   

2.40%, 09/23/2021

     18,846,927  
    

Teva Pharmaceutical Finance LLC

  
  1,775,000   

2.25%, 03/18/2020

     1,757,250  
    

Teva Pharmaceutical Finance Netherlands B.V.

  
  650,000   

2.80%, 07/21/2023

     566,313  
  15,840,000   

3.15%, 10/01/2026

     12,353,425  
  1,130,000   

6.75%, 03/01/2028(5)

     1,011,350  
       

 

 

 

          276,385,569  
       

 

 

 

    

Pipelines - 2.1%

                                   
    

Andeavor Logistics L.P. / Tesoro Logistics Finance Corp.

  
  10,925,000   

4.25%, 12/01/2027

     11,465,077  
  1,805,000   

5.20%, 12/01/2047

     1,936,643  
    

Buckeye Partners L.P.

  
  905,000   

3.95%, 12/01/2026

     806,575  
    

Cheniere Corpus Christi Holdings LLC

  
  3,225,000   

5.13%, 06/30/2027

     3,510,896  
  485,000   

5.88%, 03/31/2025

     533,549  
    

DCP Midstream Operating L.P.

  
  3,725,000   

5.38%, 07/15/2025

     3,953,231  
  1,755,000   

5.60%, 04/01/2044

     1,632,150  
    

Energy Transfer Operating L.P.

  
  225,000   

4.20%, 09/15/2023

     235,862  
  435,000   

4.20%, 04/15/2027

     453,275  
  450,000   

4.25%, 03/15/2023

     469,266  
  8,070,000   

4.50%, 04/15/2024

     8,573,564  
  2,275,000   

4.90%, 03/15/2035

     2,296,350  


 

The Hartford Balanced Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   1,190,000   

5.15%, 03/15/2045

   $ 1,219,060  
  18,890,000   

5.25%, 04/15/2029

     21,109,367  
  895,000   

5.30%, 04/15/2047

     937,959  
  1,480,000   

5.50%, 06/01/2027

     1,658,201  
  1,710,000   

6.00%, 06/15/2048

     1,965,816  
  940,000   

6.05%, 06/01/2041

     1,055,062  
  3,165,000   

6.25%, 04/15/2049

     3,763,511  
  425,000   

7.50%, 10/15/2020

     448,844  
  265,000   

7.50%, 07/01/2038

     339,862  
    

EnLink Midstream Partners L.P.

                                   
  410,000   

4.15%, 06/01/2025

     403,850  
  1,945,000   

5.45%, 06/01/2047

     1,658,113  
    

Enterprise Products Operating LLC

  
  3,085,000   

3.13%, 07/31/2029

     3,102,619  
  1,430,000   

4.20%, 01/31/2050

     1,457,695  
  730,000   

4.45%, 02/15/2043

     764,582  
  1,516,000   

4.85%, 08/15/2042

     1,684,638  
  3,310,000   

4.85%, 03/15/2044

     3,651,750  
  1,025,000   

5.10%, 02/15/2045

     1,175,784  
  1,300,000   

5.95%, 02/01/2041

     1,632,013  
    

EQM Midstream Partners L.P.

  
  1,842,000   

4.13%, 12/01/2026

     1,765,620  
  10,665,000   

4.75%, 07/15/2023

     10,914,052  
  5,830,000   

5.50%, 07/15/2028

     5,858,372  
    

EQT Midstream Partners L.P.

  
  1,600,000   

6.50%, 07/15/2048

     1,568,506  
    

Kinder Morgan Energy Partners L.P.

  
  3,155,000   

5.80%, 03/15/2035

     3,659,720  
    

Kinder Morgan, Inc.

  
  380,000   

5.30%, 12/01/2034

     433,585  
    

MPLX L.P.

  
  5,980,000   

4.50%, 04/15/2038

     6,054,489  
  6,900,000   

4.90%, 04/15/2058

     6,932,865  
  1,990,000   

5.20%, 03/01/2047

     2,133,444  
    

Peru LNG Srl

  
  200,000   

5.38%, 03/22/2030(4)

     217,800  
  3,110,000   

5.38%, 03/22/2030(2)

     3,386,790  
    

Plains All American Pipeline L.P. / PAA Finance Corp.

  
  3,495,000   

4.30%, 01/31/2043

     3,202,750  
  370,000   

4.65%, 10/15/2025

     394,420  
    

Sabine Pass Liquefaction LLC

  
  5,670,000   

5.00%, 03/15/2027

     6,180,449  
  12,845,000   

5.63%, 03/01/2025

     14,257,500  
  4,850,000   

5.88%, 06/30/2026

     5,530,261  
    

Southern Gas Corridor CJSC

  
  1,394,000   

6.88%, 03/24/2026(2)

     1,637,576  
    

Sunoco Logistics Partners Operations L.P.

  
  3,520,000   

4.00%, 10/01/2027

     3,632,352  
  5,100,000   

5.30%, 04/01/2044

     5,259,667  
    

Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp.

  
  1,145,000   

4.75%, 10/01/2023(2)

     1,157,904  
    

Targa Resources Partners L.P. / Targa Resources Partners Finance Corp.

  
  5,750,000   

6.50%, 07/15/2027(2)

     6,260,428  
    

TC PipeLines L.P.

  
  14,465,000   

3.90%, 05/25/2027

     14,865,409  
    

Texas Eastern Transmission L.P.

  
  395,000   

2.80%, 10/15/2022(2)

     393,789  
  6,195,000   

3.50%, 01/15/2028(2)

     6,359,182  
    

TransCanada PipeLines Ltd.

  
  3,210,000   

4.25%, 05/15/2028

     3,469,498  
  5,840,000   

4.63%, 03/01/2034

     6,511,627  
  10,590,000   

5.10%, 03/15/2049

     12,280,919  
  1,080,000   

6.20%, 10/15/2037

     1,362,406  
    

Transportadora de Gas Internacional S.A. ESP

  
  1,395,000   

5.55%, 11/01/2028(2)

     1,581,595  


 

The Hartford Balanced Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Valero Energy Partners L.P.

  
$   5,310,000   

4.38%, 12/15/2026

   $ 5,708,498  
  3,235,000   

4.50%, 03/15/2028

     3,487,135  
    

Western Midstream Operating L.P.

  
  795,000   

3.95%, 06/01/2025

     788,858  
  5,980,000   

4.50%, 03/01/2028

     5,950,894  
  1,465,000   

4.75%, 08/15/2028

     1,469,853  
  13,731,000   

5.30%, 03/01/2048

     12,167,888  
  2,055,000   

5.50%, 08/15/2048

     1,931,562  
    

Williams Cos., Inc.

  
  2,915,000   

4.50%, 11/15/2023

     3,107,933  
  1,695,000   

4.85%, 03/01/2048

     1,804,361  
  4,100,000   

5.40%, 03/04/2044

     4,536,468  
  2,120,000   

6.30%, 04/15/2040

     2,591,522  
       

 

 

 

          264,703,111  
       

 

 

 

    

Real Estate - 0.0%

                                   
    

China Evergrande Group

  
  200,000   

7.50%, 06/28/2023(4)

     183,583  
  1,195,000   

8.25%, 03/23/2022(4)

     1,156,030  
    

Country Garden Holdings Co., Ltd.

  
  600,000   

4.75%, 01/17/2023(4)

     595,546  
       

 

 

 

          1,935,159  
       

 

 

 

    

Real Estate Investment Trusts - 0.2%

  
    

American Tower Corp.

  
  9,250,000   

2.25%, 01/15/2022

     9,201,061  
  795,000   

2.95%, 01/15/2025

     799,793  
    

Boston Properties L.P.

  
  360,000   

3.85%, 02/01/2023

     375,342  
    

Brixmor Operating Partnership L.P.

  
  375,000   

3.25%, 09/15/2023

     380,789  
  350,000   

3.65%, 06/15/2024

     358,533  
    

Crown Castle International Corp.

  
  8,745,000   

3.20%, 09/01/2024

     8,916,278  
  360,000   

4.45%, 02/15/2026

     391,862  
    

HCP, Inc.

  
  1,950,000   

3.25%, 07/15/2026

     1,972,862  
    

Iron Mountain U.S. Holdings, Inc.

  
  395,000   

5.38%, 06/01/2026(2)

     398,950  
    

Kimco Realty Corp.

  
  780,000   

3.13%, 06/01/2023

     790,954  
    

VEREIT Operating Partnership L.P.

  
  365,000   

4.63%, 11/01/2025

     394,510  
    

Vornado Realty L.P.

  
  350,000   

3.50%, 01/15/2025

     358,679  
       

 

 

 

          24,339,613  
       

 

 

 

    

Retail - 1.0%

  
    

1011778 BC ULC / New Red Finance, Inc.

  
  5,230,000   

5.00%, 10/15/2025(2)

     5,334,600  
    

Beacon Roofing Supply, Inc.

  
  3,125,000   

4.88%, 11/01/2025(2)

     3,093,750  
    

CVS Health Corp.

  
  5,330,000   

2.75%, 12/01/2022

     5,339,028  
  3,407,000   

2.88%, 06/01/2026

     3,372,745  
  2,985,000   

3.70%, 03/09/2023

     3,079,782  
    

CVS Pass-Through Trust

  
  11,713   

6.04%, 12/10/2028

     13,089  
  26,424   

6.94%, 01/10/2030

     31,016  
    

Ferrellgas L.P. / Ferrellgas Finance Corp.

  
  466,000   

6.50%, 05/01/2021(5)

     410,080  
  1,470,000   

6.75%, 01/15/2022(5)

     1,278,900  
  1,112,000   

6.75%, 06/15/2023(5)

     961,880  
    

Home Depot, Inc.

  
  2,742,000   

3.50%, 09/15/2056

     2,732,927  
  9,050,000   

5.88%, 12/16/2036

     12,212,379  


 

The Hartford Balanced Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

KFC Holding Co. / Pizza Hut Holdings LLC / Taco Bell of America LLC

  
$   1,145,000   

4.75%, 06/01/2027(2)

   $ 1,172,194  
  1,144,000   

5.25%, 06/01/2026(2)

     1,187,701  
    

L Brands, Inc.

                                   
  2,715,000   

5.25%, 02/01/2028

     2,514,769  
  340,000   

6.75%, 07/01/2036

     298,350  
  150,000   

6.88%, 11/01/2035

     133,500  
    

Lithia Motors, Inc.

  
  1,315,000   

5.25%, 08/01/2025(2)

     1,357,738  
    

Lowe’s Cos., Inc.

  
  385,000   

3.13%, 09/15/2024

     397,034  
  7,540,000   

3.38%, 09/15/2025

     7,817,736  
  7,370,000   

3.70%, 04/15/2046

     7,011,951  
  5,365,000   

4.05%, 05/03/2047

     5,379,409  
  2,520,000   

4.55%, 04/05/2049

     2,743,961  
    

McDonald’s Corp.

  
  9,030,000   

4.60%, 05/26/2045

     10,030,470  
  5,000,000   

6.30%, 10/15/2037

     6,616,760  
    

O’Reilly Automotive, Inc.

  
  385,000   

3.55%, 03/15/2026

     399,078  
    

PetSmart, Inc.

  
  1,436,000   

5.88%, 06/01/2025(2)

     1,419,630  
    

Starbucks Corp.

  
  4,380,000   

3.80%, 08/15/2025

     4,654,605  
    

United Rentals North America, Inc.

  
  4,205,000   

4.88%, 01/15/2028

     4,288,637  
    

Walmart, Inc.

  
  5,475,000   

3.05%, 07/08/2026

     5,711,596  
  17,985,000   

3.40%, 06/26/2023

     18,802,456  
  2,050,000   

3.63%, 12/15/2047

     2,207,587  
       

 

 

 

          122,005,338  
       

 

 

 

    

Semiconductors - 1.0%

  
    

Broadcom Corp. / Broadcom Cayman Finance Ltd.

  
  3,545,000   

3.50%, 01/15/2028

     3,330,576  
  30,470,000   

3.63%, 01/15/2024

     30,787,830  
  19,335,000   

3.88%, 01/15/2027

     18,913,443  
    

Broadcom, Inc.

  
  5,120,000   

3.13%, 04/15/2021(2)

     5,148,310  
  1,185,000   

3.63%, 10/15/2024(2)

     1,187,833  
    

Entegris, Inc.

  
  2,960,000   

4.63%, 02/10/2026(2)

     3,001,884  
    

Intel Corp.

  
  1,700,000   

4.10%, 05/19/2046

     1,884,900  
    

Marvell Technology Group Ltd.

  
  765,000   

4.20%, 06/22/2023

     799,351  
    

Microchip Technology, Inc.

  
  16,320,000   

4.33%, 06/01/2023

     16,979,811  
    

Micron Technology, Inc.

  
  1,290,000   

4.64%, 02/06/2024

     1,359,845  
  14,205,000   

4.98%, 02/06/2026

     15,051,135  
  1,175,000   

5.50%, 02/01/2025

     1,207,207  
    

NXP B.V. / NXP Funding LLC

  
  380,000   

3.88%, 09/01/2022(2)

     391,099  
  12,955,000   

4.88%, 03/01/2024(2)

     13,895,571  
    

Qorvo, Inc.

  
  2,810,000   

5.50%, 07/15/2026

     2,959,773  
    

Sensata Technologies B.V.

  
  1,020,000   

5.00%, 10/01/2025(2)

     1,073,530  
  1,475,000   

5.63%, 11/01/2024(2)

     1,589,312  
       

 

 

 

          119,561,410  
       

 

 

 

    

Software - 1.2%

  
    

CDK Global, Inc.

  
  1,215,000   

5.25%, 05/15/2029(2)

     1,260,562  
    

Change Healthcare Holdings LLC / Change Healthcare Finance, Inc.

  
  1,675,000   

5.75%, 03/01/2025(2)

     1,678,685  


 

The Hartford Balanced Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Fidelity National Information Services, Inc.

  
$   9,065,000   

3.00%, 08/15/2026

   $ 9,194,126  
  2,955,000   

3.75%, 05/21/2029

     3,129,827  
  5,390,000   

4.50%, 08/15/2046

     5,838,325  
    

First Data Corp.

                                   
  1,255,000   

5.75%, 01/15/2024(2)

     1,291,144  
    

Fiserv, Inc.

  
  4,630,000   

3.20%, 07/01/2026

     4,724,423  
  6,695,000   

3.50%, 07/01/2029

     6,849,119  
  15,015,000   

3.80%, 10/01/2023

     15,734,859  
    

Infor U.S., Inc.

  
  2,828,000   

6.50%, 05/15/2022

     2,877,490  
    

IQVIA, Inc.

  
  1,390,000   

5.00%, 05/15/2027(2)

     1,448,908  
    

Microsoft Corp.

  
  6,350,000   

3.45%, 08/08/2036

     6,729,406  
  3,805,000   

3.50%, 02/12/2035

     4,077,057  
  5,955,000   

3.95%, 08/08/2056

     6,597,252  
  6,395,000   

4.10%, 02/06/2037

     7,311,926  
  2,815,000   

4.45%, 11/03/2045

     3,401,584  
    

Oracle Corp.

  
  6,000,000   

2.65%, 07/15/2026

     6,023,472  
  10,835,000   

2.95%, 11/15/2024

     11,139,069  
  2,100,000   

3.85%, 07/15/2036

     2,246,430  
  15,105,000   

3.90%, 05/15/2035

     16,291,074  
  5,835,000   

4.00%, 11/15/2047

     6,259,240  
  4,300,000   

6.50%, 04/15/2038

     6,065,806  
    

salesforce.com, Inc.

  
  10,660,000   

3.25%, 04/11/2023

     11,044,557  
    

SS&C Technologies, Inc.

  
  2,820,000   

5.50%, 09/30/2027(2)

     2,932,800  
    

Western Digital Corp.

  
  1,293,000   

4.75%, 02/15/2026

     1,278,454  
       

 

 

 

          145,425,595  
       

 

 

 

    

Telecommunications - 2.7%

  
    

Altice Financing S.A.

  
  505,000   

6.63%, 02/15/2023(2)

     520,781  
  2,380,000   

7.50%, 05/15/2026(2)

     2,493,050  
    

AT&T, Inc.

  
  6,580,000   

2.80%, 02/17/2021

     6,618,893  
  15,175,000   

3.60%, 07/15/2025

     15,784,351  
  5,545,000   

3.88%, 01/15/2026

     5,836,506  
  24,705,000   

4.10%, 02/15/2028

     26,245,798  
  3,335,000   

4.13%, 02/17/2026

     3,568,804  
  9,925,000   

4.25%, 03/01/2027

     10,675,295  
  21,650,000   

4.30%, 02/15/2030

     23,254,839  
  1,045,000   

4.30%, 12/15/2042

     1,047,641  
  5,150,000   

4.35%, 03/01/2029

     5,561,712  
  3,490,000   

4.35%, 06/15/2045

     3,510,286  
  1,265,000   

4.50%, 05/15/2035

     1,347,432  
  3,315,000   

4.50%, 03/09/2048

     3,390,363  
  3,965,000   

4.55%, 03/09/2049

     4,082,493  
  14,820,000   

4.85%, 03/01/2039

     16,182,760  
  315,000   

5.15%, 03/15/2042

     350,164  
  6,545,000   

5.35%, 12/15/2043

     7,277,803  
    

CenturyLink, Inc.

  
  4,151,000   

5.63%, 04/01/2025

     4,204,963  
  605,000   

5.80%, 03/15/2022

     629,200  
  639,000   

7.50%, 04/01/2024

     699,507  
    

Cisco Systems, Inc.

  
  3,322,000   

5.90%, 02/15/2039

     4,625,464  
    

CommScope, Inc.

  
  380,000   

5.50%, 03/01/2024(2)

     384,750  
    

Deutsche Telekom International Finance B.V.

  
  695,000   

8.75%, 06/15/2030

     1,017,638  


 

The Hartford Balanced Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Digicel International Finance Ltd. / Digicel Holdings Bermuda Ltd.

  
$   400,000   

8.75%, 05/25/2024(2)

   $ 376,000  
    

Embarq Corp.

                                   
  1,835,000   

8.00%, 06/01/2036

     1,784,537  
    

Frontier Communications Corp.

  
  1,955,000   

6.88%, 01/15/2025

     1,080,138  
  2,480,000   

8.50%, 04/01/2026(2)

     2,423,456  
  1,190,000   

10.50%, 09/15/2022

     743,750  
    

Intelsat Jackson Holdings S.A.

  
  2,450,000   

8.50%, 10/15/2024(2)

     2,444,120  
    

Millicom International Cellular S.A.

  
  670,000   

6.25%, 03/25/2029(2)

     723,098  
    

MTN Mauritius Investments Ltd.

  
  380,000   

5.37%, 02/13/2022(4)

     392,639  
    

Sprint Capital Corp.

  
  1,125,000   

8.75%, 03/15/2032

     1,396,406  
    

Sprint Corp.

  
  3,253,000   

7.13%, 06/15/2024

     3,562,035  
  790,000   

7.63%, 02/15/2025

     874,949  
  6,357,000   

7.88%, 09/15/2023

     7,088,055  
    

Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC

  
  4,500,000   

3.36%, 03/20/2023(2)

     4,513,500  
  13,015,000   

5.15%, 03/20/2028(2)

     13,828,437  
    

TBG Global Pte Ltd.

  
  385,000   

5.25%, 02/10/2022(4)

     390,436  
    

Telecom Italia Capital S.A.

  
  670,000   

7.20%, 07/18/2036

     747,050  
    

Telecom Italia S.p.A.

  
  1,470,000   

5.30%, 05/30/2024(2)

     1,552,688  
    

Telefonica Celular del Paraguay S.A.

  
  500,000   

5.88%, 04/15/2027(2)

     527,040  
    

Telefonica Emisiones S.A.

  
  4,965,000   

4.67%, 03/06/2038

     5,299,634  
  7,690,000   

4.90%, 03/06/2048

     8,416,573  
  7,290,000   

5.21%, 03/08/2047

     8,243,513  
  11,395,000   

5.46%, 02/16/2021

     11,890,855  
  1,705,000   

5.52%, 03/01/2049

     2,021,088  
    

Turk Telekomunikasyon AS

  
  430,000   

4.88%, 06/19/2024(4)

     410,650  
    

Turkcell Iletisim Hizmetleri AS

  
  405,000   

5.75%, 10/15/2025(4)

     395,896  
    

Verizon Communications, Inc.

  
  9,685,000   

3.38%, 02/15/2025

     10,100,357  
  9,585,000   

4.13%, 08/15/2046

     10,112,906  
  12,585,000   

4.50%, 08/10/2033

     14,249,687  
  2,285,000   

4.52%, 09/15/2048

     2,541,908  
  6,622,000   

4.67%, 03/15/2055

     7,499,405  
  4,790,000   

4.81%, 03/15/2039

     5,506,238  
  5,934,000   

4.86%, 08/21/2046

     6,916,890  
  9,240,000   

5.01%, 04/15/2049

     10,940,022  
  9,155,000   

5.25%, 03/16/2037

     11,023,408  
    

Vodafone Group plc

  
  15,225,000   

3.75%, 01/16/2024

     15,850,649  
  375,000   

4.13%, 05/30/2025

     398,438  
  6,355,000   

5.25%, 05/30/2048

     7,146,912  
       

 

 

 

          332,723,856  
       

 

 

 

    

Toys/Games/Hobbies - 0.0%

  
    

Mattel, Inc.

  
  2,570,000   

6.75%, 12/31/2025(2)

     2,701,764  
       

 

 

 

    

Transportation - 0.5%

  
    

Burlington Northern Santa Fe LLC

  
  8,215,000   

4.55%, 09/01/2044

     9,511,481  
    

Canadian National Railway Co.

  
  390,000   

2.95%, 11/21/2024

     397,553  
    

CSX Corp.

  


 

The Hartford Balanced Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   10,315,000   

2.60%, 11/01/2026

   $ 10,300,391  
  1,000,000   

4.75%, 05/30/2042

     1,140,988  
    

Lima Metro Line 2 Finance Ltd.

                                   
  600,000   

4.35%, 04/05/2036(2)(3)

     617,250  
    

Norfolk Southern Corp.

  
  3,734,000   

4.65%, 01/15/2046

     4,293,133  
    

Penske Truck Leasing Co. L.P. / PTL Finance Corp.

  
  4,520,000   

3.45%, 07/01/2024(2)

     4,664,071  
  9,895,000   

4.88%, 07/11/2022(2)

     10,499,393  
    

Rumo Luxembourg S.a.r.l.

  
  800,000   

5.88%, 01/18/2025(4)

     848,008  
  566,000   

5.88%, 01/18/2025(2)

     599,966  
  320,000   

7.38%, 02/09/2024(4)

     346,368  
    

Russian Railways via RZD Capital plc

  
EUR   340,000   

4.60%, 03/06/2023(4)

     427,850  
    

Union Pacific Corp.

  
$   380,000   

3.25%, 08/15/2025

     395,598  
  4,760,000   

3.70%, 03/01/2029

     5,097,104  
  3,970,000   

4.38%, 11/15/2065

     4,128,870  
  10,385,000   

4.80%, 09/10/2058

     12,016,661  
       

 

 

 

          65,284,685  
       

 

 

 

    

Trucking & Leasing - 0.1%

  
    

Avolon Holdings Funding Ltd.

  
  690,000   

3.95%, 07/01/2024(2)

     704,697  
  4,175,000   

4.38%, 05/01/2026(2)

     4,317,868  
  1,895,000   

5.25%, 05/15/2024(2)

     2,034,131  
       

 

 

 

          7,056,696  
       

 

 

 

    

Total Corporate Bonds
(cost $5,440,102,304)

   $ 5,708,109,480  
       

 

 

 

Foreign Government Obligations - 3.9%

  
    

Angola - 0.0%

  
    

Angolan Government International Bond

  
  3,000,000   

8.25%, 05/09/2028(4)

     3,189,522  
  825,000   

8.25%, 05/09/2028(2)

     877,119  
       

 

 

 

          4,066,641  
       

 

 

 

    

Argentina - 0.5%

  
    

Argentine Republic Government International Bond

  
EUR   7,720,000   

3.38%, 12/31/2038(8)

     5,006,101  
$   17,750,000   

3.75%, 12/31/2038(8)

     10,587,875  
EUR   6,995,000   

5.25%, 01/15/2028

     5,766,948  
$   2,010,000   

5.88%, 01/11/2028

     1,582,875  
  375,000   

6.63%, 07/06/2028

     301,125  
  12,210,000   

6.88%, 01/26/2027

     10,103,775  
  7,045,000   

6.88%, 01/11/2048

     5,326,020  
  7,200,000   

7.50%, 04/22/2026

     6,156,000  
EUR   1,527,475   

7.82%, 12/31/2033

     1,411,238  
$   2,986,341   

8.28%, 12/31/2033

     2,492,101  
    

Autonomous City of Buenos Aires Argentina

  
  1,350,000   

7.50%, 06/01/2027(2)

     1,246,860  
  399,320   

8.95%, 02/19/2021(2)(5)

     402,319  
  1,192,600   

8.95%, 02/19/2021(4)

     1,201,556  
    

Provincia de Buenos Aires

  
EUR   880,000   

4.00%, 05/01/2020(4)(8)

     944,936  
$   1,065,000   

7.88%, 06/15/2027(2)

     796,631  
  1,320,000   

10.88%, 01/26/2021(4)

     1,242,793  
    

Provincia de Cordoba

  
  425,000   

7.13%, 06/10/2021(2)

     377,617  
  1,630,000   

7.13%, 08/01/2027

     1,246,950  
  1,675,000   

7.45%, 09/01/2024(4)

     1,375,192  
       

 

 

 

          57,568,912  
       

 

 

 

    

Armenia - 0.0%

  
    

Republic of Armenia International Bond

  
  600,000   

6.00%, 09/30/2020(4)

     617,052  


 

The Hartford Balanced Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   450,000   

7.15%, 03/26/2025(4)

   $ 519,384  
       

 

 

 

          1,136,436  
       

 

 

 

    

Azerbaijan - 0.1%

                                   
    

Republic of Azerbaijan International Bond

  
  681,000   

3.50%, 09/01/2032(2)

     651,251  
  5,667,000   

3.50%, 09/01/2032(4)

     5,419,443  
  355,000   

4.75%, 03/18/2024(4)

     378,227  
  865,000   

5.13%, 09/01/2029(4)

     914,928  
    

Southern Gas Corridor CJSC

  
  1,925,000   

6.88%, 03/24/2026(4)

     2,261,359  
       

 

 

 

          9,625,208  
       

 

 

 

    

Bermuda - 0.0%

  
    

Bermuda Government International Bond

  
  1,525,000   

4.75%, 02/15/2029(2)

     1,704,187  
       

 

 

 

    

Brazil - 0.1%

  
    

Brazil Notas do Tesouro Nacional

  
BRL   252,000   

10.00%, 01/01/2027

     76,566  
  7,738,000   

10.00%, 01/01/2029

     2,391,136  
    

Brazilian Government International Bond

  
$   790,000   

4.50%, 05/30/2029

     822,793  
  1,410,000   

4.63%, 01/13/2028

     1,493,204  
  2,354,000   

5.00%, 01/27/2045

     2,426,668  
  1,520,000   

5.63%, 02/21/2047

     1,691,061  
       

 

 

 

          8,901,428  
       

 

 

 

    

Cayman Islands - 0.0%

  
    

KSA Sukuk Ltd.

  
  1,390,000   

2.89%, 04/20/2022(2)

     1,409,104  
       

 

 

 

    

Colombia - 0.1%

  
    

Colombia Government International Bond

  
  4,420,000   

3.88%, 04/25/2027

     4,612,314  
  5,155,000   

5.00%, 06/15/2045

     5,729,783  
       

 

 

 

          10,342,097  
       

 

 

 

    

Costa Rica - 0.0%

  
    

Costa Rica Government International Bond

  
  1,140,000   

9.20%, 02/21/2024(2)

     1,263,975  
       

 

 

 

    

Croatia - 0.1%

  
    

Croatia Government International Bond

  
EUR   2,440,000   

2.75%, 01/27/2030(4)

     3,186,735  
  1,890,000   

3.00%, 03/20/2027(4)

     2,458,267  
$   920,000   

5.50%, 04/04/2023(4)

     1,012,237  
  1,970,000   

6.00%, 01/26/2024(4)

     2,248,062  
  3,795,000   

6.38%, 03/24/2021(4)

     4,016,362  
       

 

 

 

          12,921,663  
       

 

 

 

    

Dominican Republic - 0.0%

  
    

Dominican Republic International Bond

  
  520,000   

6.00%, 07/19/2028(4)

     568,755  
  1,785,000   

6.40%, 06/05/2049(2)

     1,901,043  
  237,000   

7.45%, 04/30/2044(4)

     279,366  
       

 

 

 

          2,749,164  
       

 

 

 

    

Egypt - 0.1%

  
    

Egypt Government International Bond

  
EUR   340,000   

4.75%, 04/11/2025(2)

     393,061  
  810,000   

5.63%, 04/16/2030(4)

     913,024  
  450,000   

5.63%, 04/16/2030(2)

     507,235  
  680,000   

6.38%, 04/11/2031(2)

     797,700  
$   1,790,000   

7.60%, 03/01/2029(2)

     1,916,410  
  1,091,000   

7.60%, 03/01/2029(4)

     1,168,046  
  685,000   

8.70%, 03/01/2049(2)

     748,363  
  1,310,000   

8.70%, 03/01/2049(4)

     1,431,175  
       

 

 

 

          7,875,014  
       

 

 

 


 

The Hartford Balanced Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Ethiopia - 0.0%

  
    

Ethiopia International Bond

  
$   2,870,000   

6.63%, 12/11/2024(4)

   $ 2,978,888  
       

 

 

 

    

Gabon - 0.0%

                                   
    

Gabon Government International Bond

  
  2,335,000   

6.95%, 06/16/2025(4)

     2,333,832  
       

 

 

 

    

Ghana - 0.0%

  
    

Ghana Government International Bond

  
  2,565,000   

8.13%, 01/18/2026(4)

     2,765,126  
       

 

 

 

    

Greece - 0.1%

  
    

Hellenic Republic Government Bond

  
EUR   2,610,000   

3.45%, 04/02/2024(2)(4)

     3,198,563  
  2,825,000   

3.50%, 01/30/2023(4)

     3,407,480  
  1,440,000   

4.38%, 08/01/2022(2)(4)

     1,766,675  
       

 

 

 

          8,372,718  
       

 

 

 

    

Honduras - 0.0%

  
    

Honduras Government International Bond

  
$   1,385,000   

6.25%, 01/19/2027(4)

     1,495,814  
  1,195,000   

7.50%, 03/15/2024(4)

     1,317,499  
       

 

 

 

          2,813,313  
       

 

 

 

    

Hungary - 0.2%

  
    

Hungary Government International Bond

  
  6,720,000   

5.38%, 02/21/2023

     7,365,765  
  2,928,000   

5.75%, 11/22/2023

     3,298,392  
  6,212,000   

6.38%, 03/29/2021

     6,596,150  
       

 

 

 

          17,260,307  
       

 

 

 

    

Indonesia - 0.3%

  
    

Indonesia Government International Bond

  
  910,000   

3.85%, 07/18/2027(4)

     952,743  
  2,050,000   

4.35%, 01/08/2027(4)

     2,214,076  
  1,260,000   

4.63%, 04/15/2043(4)

     1,356,280  
  5,967,000   

4.75%, 01/08/2026(4)

     6,552,801  
  9,615,000   

5.13%, 01/15/2045(4)

     11,037,162  
  3,370,000   

5.25%, 01/08/2047(4)

     3,939,500  
  2,885,000   

5.38%, 10/17/2023(4)

     3,184,492  
  1,246,000   

6.63%, 02/17/2037(4)

     1,636,293  
  900,000   

6.75%, 01/15/2044(4)

     1,243,134  
  2,552,000   

7.75%, 01/17/2038(4)

     3,724,197  
    

Perusahaan Penerbit SBSN Indonesia III

  
  886,000   

4.15%, 03/29/2027(2)

     935,616  
       

 

 

 

          36,776,294  
       

 

 

 

    

Ivory Coast - 0.0%

  
    

Ivory Coast Government International Bond

  
EUR   1,196,000   

5.25%, 03/22/2030(2)

     1,335,253  
  580,000   

6.63%, 03/22/2048(4)

     650,266  
       

 

 

 

          1,985,519  
       

 

 

 

    

Jamaica - 0.0%

  
    

Jamaica Government International Bond

  
$   200,000   

6.75%, 04/28/2028

     231,252  
  1,145,000   

8.00%, 03/15/2039

     1,451,299  
       

 

 

 

          1,682,551  
       

 

 

 

    

Jordan - 0.0%

  
    

Jordan Government International Bond

  
  885,000   

5.75%, 01/31/2027(4)

     905,394  
  1,635,000   

6.13%, 01/29/2026(4)

     1,717,090  
  1,147,000   

7.38%, 10/10/2047(4)

     1,216,304  
       

 

 

 

          3,838,788  
       

 

 

 

    

Kenya - 0.0%

  
    

Kenya Government International Bond

  
  2,040,000   

7.00%, 05/22/2027(2)

     2,133,395  
       

 

 

 


 

The Hartford Balanced Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Macedonia - 0.0%

  
    

Former Yugoslav Republic of Macedonia

  
EUR   3,465,000   

3.98%, 07/24/2021(4)

   $ 4,057,847  
       

 

 

 

    

Mexico - 0.3%

                                   
    

Mexico Government International Bond

  
$   2,740,000   

4.50%, 04/22/2029

     2,918,100  
  26,803,000   

4.50%, 01/31/2050

     26,668,985  
       

 

 

 

          29,587,085  
       

 

 

 

    

Morocco - 0.0%

  
    

Morocco Government International Bond

  
EUR   290,000   

3.50%, 06/19/2024(4)

     366,168  
       

 

 

 

    

Nigeria - 0.0%

  
    

Nigeria Government International Bond

  
$   345,000   

7.14%, 02/23/2030(4)

     356,054  
  1,010,000   

8.75%, 01/21/2031(4)

     1,139,765  
       

 

 

 

          1,495,819  
       

 

 

 

    

Oman - 0.0%

  
    

Oman Government International Bond

  
  790,000   

4.88%, 02/01/2025(2)(3)

     788,420  
  1,125,000   

6.00%, 08/01/2029(2)(3)

     1,122,187  
       

 

 

 

          1,910,607  
       

 

 

 

    

Pakistan - 0.0%

  
    

Second Pakistan International Sukuk Co., Ltd.

  
  1,300,000   

6.75%, 12/03/2019(4)

     1,310,202  
       

 

 

 

    

Panama - 0.0%

  
    

Panama Government International Bond

  
  2,025,000   

3.16%, 01/23/2030

     2,043,225  
    

Panama Notas del Tesoro

  
  2,130,000   

3.75%, 04/17/2026(2)

     2,220,525  
       

 

 

 

          4,263,750  
       

 

 

 

    

Papua New Guinea - 0.0%

  
    

Papua New Guinea Government International Bond

  
  1,335,000   

8.38%, 10/04/2028(2)

     1,441,800  
       

 

 

 

    

Paraguay - 0.0%

  
    

Paraguay Government International Bond

  
  1,630,000   

5.00%, 04/15/2026(4)

     1,784,867  
  795,000   

5.60%, 03/13/2048(4)

     909,289  
  645,000   

5.60%, 03/13/2048(2)

     737,725  
       

 

 

 

          3,431,881  
       

 

 

 

    

Qatar - 0.3%

  
    

Qatar Government International Bond

  
  1,750,000   

2.38%, 06/02/2021(4)

     1,748,337  
  385,000   

3.38%, 03/14/2024(2)

     400,400  
  1,785,000   

3.88%, 04/23/2023(4)

     1,880,944  
  7,245,000   

4.00%, 03/14/2029(2)

     7,892,283  
  980,000   

4.00%, 03/14/2029(4)

     1,067,555  
  1,130,000   

4.50%, 04/23/2028(4)

     1,274,075  
  9,470,000   

4.82%, 03/14/2049(2)

     10,961,525  
  470,000   

4.82%, 03/14/2049(4)

     544,025  
  4,310,000   

5.10%, 04/23/2048(2)

     5,179,698  
    

Qatari Diar Finance Co.

  
  8,125,000   

5.00%, 07/21/2020(4)

     8,302,775  
       

 

 

 

          39,251,617  
       

 

 

 

    

Romania - 0.1%

  
    

Romanian Government International Bond

  
EUR   555,000   

2.00%, 12/08/2026(2)

     655,393  
  2,235,000   

2.12%, 07/16/2031(2)

     2,507,564  
  585,000   

2.50%, 02/08/2030(4)

     692,031  
  795,000   

2.50%, 02/08/2030(2)

     940,452  
  1,360,000   

2.88%, 03/11/2029(4)

     1,671,128  
  790,000   

3.38%, 02/08/2038(4)

     958,515  


 

The Hartford Balanced Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  75,000   

3.50%, 04/03/2034(4)

   $ 92,909  
  3,227,000   

3.88%, 10/29/2035(4)

     4,149,501  
  2,080,000   

4.63%, 04/03/2049(2)

     2,861,498  
       

 

 

 

          14,528,991  
       

 

 

 

    

Russia - 0.5%

  
    

Russian Federal Bond - OFZ

                                   
RUB   92,085,000   

6.90%, 05/23/2029

     1,419,178  
    

Russian Foreign Bond - Eurobond

  
$   2,200,000   

4.25%, 06/23/2027(2)

     2,296,668  
  6,200,000   

4.25%, 06/23/2027(4)

     6,472,428  
  6,200,000   

4.38%, 03/21/2029(4)

     6,480,860  
  6,200,000   

4.38%, 03/21/2029(2)

     6,480,860  
  3,600,000   

4.75%, 05/27/2026(4)

     3,863,426  
  2,600,000   

4.88%, 09/16/2023(4)

     2,791,625  
  2,800,000   

5.10%, 03/28/2035(2)

     3,041,853  
  4,400,000   

5.10%, 03/28/2035(4)

     4,780,054  
  2,200,000   

5.25%, 06/23/2047(2)

     2,468,400  
  14,200,000   

5.25%, 06/23/2047(4)

     15,932,400  
  1,200,000   

5.63%, 04/04/2042(4)

     1,419,019  
       

 

 

 

          57,446,771  
       

 

 

 

    

Saudi Arabia - 0.0%

  
    

Saudi Government International Bond

  
  445,000   

4.00%, 04/17/2025(4)

     476,150  
  745,000   

4.00%, 04/17/2025(2)

     797,150  
  1,445,000   

4.50%, 10/26/2046(4)

     1,528,087  
       

 

 

 

          2,801,387  
       

 

 

 

    

Senegal - 0.0%

  
    

Senegal Government International Bond

  
  485,000   

6.25%, 07/30/2024(4)

     528,378  
  1,210,000   

6.25%, 05/23/2033(4)

     1,198,566  
  973,000   

6.75%, 03/13/2048(2)

     933,516  
  1,300,000   

6.75%, 03/13/2048(4)

     1,247,246  
       

 

 

 

          3,907,706  
       

 

 

 

    

South Africa - 0.1%

  
    

Republic of South Africa Government Bond

  
ZAR   20,285,000   

8.00%, 01/31/2030

     1,320,172  
    

Republic of South Africa Government International Bond

  
$   3,990,000   

6.30%, 06/22/2048

     4,278,238  
       

 

 

 

          5,598,410  
       

 

 

 

    

Sri Lanka - 0.1%

  
    

Sri Lanka Government International Bond

  
  940,000   

6.20%, 05/11/2027(2)

     905,969  
  1,385,000   

6.20%, 05/11/2027(4)

     1,334,858  
  355,000   

6.83%, 07/18/2026(4)

     360,071  
  330,000   

6.85%, 03/14/2024(2)

     339,075  
  1,875,000   

6.85%, 11/03/2025(4)

     1,907,849  
       

 

 

 

          4,847,822  
       

 

 

 

    

Supranational - 0.0%

  
    

International Finance Corp.

  
MXN   154,000,000   

0.00%, 02/22/2038(9)

     1,913,373  
       

 

 

 

    

Tunisia - 0.1%

  
    

Banque Centrale de Tunisie International Bond

  
EUR   2,825,000   

5.63%, 02/17/2024(4)

     3,096,504  
  1,315,000   

6.38%, 07/15/2026(2)

     1,456,171  
  170,000   

6.75%, 10/31/2023(2)

     193,855  
       

 

 

 

          4,746,530  
       

 

 

 

    

Turkey - 0.5%

  
    

Export Credit Bank of Turkey

  
$   985,000   

8.25%, 01/24/2024(2)

     1,034,250  
    

Turkey Government International Bond

  
  895,000   

3.25%, 03/23/2023

     826,900  


 

The Hartford Balanced Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

EUR   1,365,000   

4.63%, 03/31/2025

   $ 1,564,895  
$   2,960,000   

4.88%, 10/09/2026

     2,701,000  
$   9,600,000   

4.88%, 04/16/2043

     7,536,000  
  5,320,000   

5.13%, 02/17/2028

     4,855,543  
EUR   865,000   

5.20%, 02/16/2026

     999,448  
$   1,594,000   

5.63%, 03/30/2021

     1,621,417  
  15,335,000   

5.75%, 03/22/2024

     15,124,941  
  6,615,000   

5.75%, 05/11/2047

     5,581,406  
  7,230,000   

6.00%, 03/25/2027

     6,995,025  
  11,325,000   

6.00%, 01/14/2041

     9,937,461  
  1,380,000   

6.35%, 08/10/2024

     1,391,012  
  1,448,000   

6.88%, 03/17/2036

     1,416,998  
  1,140,000   

7.25%, 12/23/2023

     1,196,996  
       

 

 

 

          62,783,292  
       

 

 

 

    

Ukraine - 0.2%

                                   
    

Ukraine Government International Bond

  
  1,515,000   

7.38%, 09/25/2032(2)

     1,539,240  
  5,405,000   

7.38%, 09/25/2032(4)

     5,491,480  
  1,260,000   

7.75%, 09/01/2020(4)

     1,299,287  
  1,502,000   

7.75%, 09/01/2021(2)

     1,571,873  
  545,000   

7.75%, 09/01/2021(4)

     570,353  
  5,315,000   

7.75%, 09/01/2022(4)

     5,633,900  
  875,000   

7.75%, 09/01/2023(4)

     935,375  
  2,115,000   

7.75%, 09/01/2025(4)

     2,234,920  
  620,000   

7.75%, 09/01/2026(2)

     654,720  
  755,000   

7.75%, 09/01/2026(4)

     797,280  
  4,715,000   

7.75%, 09/01/2027(4)

     4,974,891  
  1,235,000   

8.99%, 02/01/2024(2)

     1,370,302  
       

 

 

 

          27,073,621  
       

 

 

 

    

United Arab Emirates - 0.0%

  
    

Abu Dhabi Government International Bond

  
  395,000   

2.50%, 10/11/2022(2)

     397,579  
    

Emirate of Dubai Government International Bonds

  
  1,570,000   

5.25%, 01/30/2043(4)

     1,735,341  
       

 

 

 

          2,132,920  
       

 

 

 

    

Venezuela - 0.1%

  
    

Venezuela Government International Bond

  
  345,000   

6.00%, 12/09/2020(10)

     52,613  
  1,015,000   

7.00%, 12/01/2018(10)

     154,788  
  3,170,000   

7.00%, 03/31/2038(10)

     483,425  
  4,085,000   

7.65%, 04/21/2025(10)

     622,963  
  4,765,000   

7.75%, 10/13/2019(10)

     726,662  
  11,205,000   

8.25%, 10/13/2024(10)

     1,708,762  
  11,937,200   

9.00%, 05/07/2023(10)

     1,820,423  
  12,825,000   

9.25%, 05/07/2028(10)

     1,955,812  
       

 

 

 

          7,525,448  
       

 

 

 

    

Total Foreign Government Obligations
(cost $494,635,844)

   $ 484,927,607  
       

 

 

 

Municipal Bonds - 0.0%

  
    

General Obligation - 0.0%

  
    

California State, GO Taxable

  
  2,265,000   

7.55%, 04/01/2039

     3,632,449  
       

 

 

 

    

Total Municipal Bonds
(cost $2,892,682)

   $ 3,632,449  
       

 

 

 

Senior Floating Rate Interests - 0.3%(12)

  
    

Auto Parts & Equipment - 0.0%

  
    

Panther BF Aggregator L.P.

  
  1,595,000   

5.73%, 04/30/2026, 1 mo. USD LIBOR + 3.500%

     1,594,011  
       

 

 

 

    

Commercial Services - 0.1%

  
    

Blackhawk Network Holdings, Inc.

  
  1,549,350   

5.23%, 06/15/2025, 1 mo. USD LIBOR + 3.000%

     1,544,826  


 

The Hartford Balanced Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Dun & Bradstreet Corp.

  
$   4,460,000   

7.24%, 02/06/2026, 1 mo. USD LIBOR + 5.000%

   $ 4,486,492  
    

Trans Union LLC

  
  1,173,150   

4.23%, 06/19/2025, 1 mo. USD LIBOR + 2.000%

     1,174,617  
       

 

 

 

          7,205,935  
       

 

 

 

    

Diversified Financial Services - 0.0%

  
    

Crown Finance U.S., Inc.

                                   
  1,714,050   

4.48%, 02/28/2025, 1 mo. USD LIBOR + 2.250%

     1,706,851  
       

 

 

 

    

Food - 0.0%

  
    

CHG PPC Parent LLC

  
  534,600   

4.98%, 03/31/2025, 1 mo. USD LIBOR + 2.750%

     531,595  
       

 

 

 

    

Healthcare-Services - 0.0%

  
    

Syneos Health, Inc.

  
  1,206,296   

4.23%, 08/01/2024, 1 mo. USD LIBOR + 2.000%

     1,202,834  
       

 

 

 

    

Household Products - 0.0%

  
    

Diamond (BC) B.V.

  
  847,100   

5.26%, 09/06/2024, 2 mo. USD LIBOR + 3.000%

     765,922  
       

 

 

 

    

Insurance - 0.1%

  
    

Asurion LLC

  
  4,527,898   

5.23%, 11/03/2024, 1 mo. USD LIBOR + 3.000%

     4,536,003  
    

Genworth Holdings, Inc.

  
  385,125   

6.76%, 03/07/2023, 1 mo. USD LIBOR + 4.500%

     387,532  
    

Hub International Ltd.

  
  1,687,950   

5.27%, 04/25/2025, 2 mo. USD LIBOR + 3.000%

     1,669,298  
       

 

 

 

          6,592,833  
       

 

 

 

    

Internet - 0.0%

  
    

Lands’ End, Inc.

  
  810,920   

5.49%, 04/04/2021, 1 mo. USD LIBOR + 3.250%

     792,334  
       

 

 

 

    

Leisure Time - 0.0%

  
    

Golden Entertainment, Inc.

  
  3,517,425   

5.25%, 10/21/2024, 1 mo. USD LIBOR + 3.000%

     3,526,219  
       

 

 

 

    

Machinery-Diversified - 0.0%

  
    

Gardner Denver, Inc.

  
  956,880   

4.98%, 07/30/2024, 3 mo. USD LIBOR + 2.750%

     958,660  
       

 

 

 

    

Media - 0.1%

  
    

PSAV Holdings LLC

  
  3,076,063   

5.61%, 03/01/2025, 3 mo. USD LIBOR + 3.250%

     2,989,563  
    

Shutterfly, Inc.

  
  2,314,469   

4.74%, 08/17/2024, 1 mo. USD LIBOR + 2.500%

     2,314,099  
       

 

 

 

          5,303,662  
       

 

 

 

    

Semiconductors - 0.0%

  
    

Microchip Technology, Inc.

  
  747,359   

4.24%, 05/29/2025, 1 mo. USD LIBOR + 2.000%

     746,425  
       

 

 

 

    

Software - 0.0%

  
    

SS&C Technologies Holdings Europe S.a.r.l.

  
  466,467   

4.48%, 04/16/2025, 1 mo. USD LIBOR + 2.250%

     466,178  
    

SS&C Technologies, Inc.

  
  928,277   

4.48%, 04/16/2025, 1 mo. USD LIBOR + 2.250%

     927,769  
       

 

 

 

          1,393,947  
       

 

 

 

    

Total Senior Floating Rate Interests
(cost $32,349,533)

   $ 32,321,228  
       

 

 

 

U.S. Government Securities - 2.2%

  
    

U.S. Treasury Bonds - 1.4%

  
$   82,160,000   

3.00%, 11/15/2045

   $ 89,843,243  
  5,000,000   

3.00%, 08/15/2048

     5,480,469  
  7,090,000   

4.25%, 11/15/2040

     9,291,777  
  20,345,000   

4.38%, 02/15/2038

     26,857,784  
  35,427,000   

4.38%, 05/15/2040

     47,122,062  
       

 

 

 

          178,595,335  
       

 

 

 


 

The Hartford Balanced Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

U.S. Treasury Notes - 0.8%

                                   
$   28,010,000   

1.25%, 07/31/2023

   $ 27,362,269  
  5,000,000   

1.38%, 10/31/2020(13)

     4,960,547  
  1,570,000   

2.00%, 05/31/2024

     1,581,591  
  19,345,000   

2.38%, 03/15/2022(14)

     19,608,727  
  24,095,000   

2.50%, 01/15/2022

     24,449,836  
  13,625,000   

2.88%, 11/30/2023

     14,200,869  
       

 

 

 

          92,163,839  
       

 

 

 

          270,759,174  
       

 

 

 

    

Total U.S. Government Securities
(cost $266,321,018)

   $ 270,759,174  
       

 

 

 

Convertible Bonds - 0.0%   
    

Commercial Services - 0.0%

  
    

Cardtronics, Inc.

  
  1,200,000   

1.00%, 12/01/2020

     1,167,750  
       

 

 

 

    

Media - 0.0%

  
    

Scripps Escrow, Inc.

  
  1,430,000   

5.88%, 07/15/2027(2)

     1,444,572  
       

 

 

 

    

Software - 0.0%

  
    

Western Digital Corp.

  
  2,226,000   

1.50%, 02/01/2024(2)

     2,069,056  
       

 

 

 

    

Total Convertible Bonds
(cost $4,926,152)

   $ 4,681,378  
       

 

 

 

Escrows - 0.0%(15)   
    

Materials - 0.0%

  
  1,410,000   

Berry Global, Inc.*(2)

     1,482,262  
       

 

 

 

    

Telecommunication Services - 0.0%

  
  1,605,000   

Nexstar Escrow, Inc.*(2)

     1,667,194  
       

 

 

 

    

Utilities - 0.0%

  
  3,799,308   

TCEH Corp.*(16)(17)

     4  
       

 

 

 

    

Total Escrows
(cost $3,015,000)

   $ 3,149,460  
       

 

 

 

    

Total Long-Term Investments
(cost $10,734,858,946)

   $ 11,833,161,576  
       

 

 

 

Short-Term Investments - 4.5%   
    

Other Investment Pools & Funds - 4.4%

  
  546,506,287   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.25%(18)

     546,506,287  
       

 

 

 

    

Securities Lending Collateral - 0.1%

  
  742,792   

Citibank NA DDCA, 2.37%, 8/1/2019(18)

     742,792  
  8,425,774   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.23%(18)

     8,425,774  
  1,238,650   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.21%(18)

     1,238,650  
  1,179,578   

Invesco Government & Agency Portfolio, Institutional Class, 2.23%(18)

     1,179,578  
  3,005,718   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.25%(18)

     3,005,718  
  263,332   

Western Asset Institutional Government Class A Fund, Institutional Class, 2.19%(18)

     263,332  
       

 

 

 

          14,855,844  
       

 

 

 

    

Total Short-Term Investments
(cost $561,362,131)

   $ 561,362,131  
       

 

 

 


 

The Hartford Balanced Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Total Investments
(cost $11,296,221,077)

     99.7   $ 12,394,523,707  
    

Other Assets and Liabilities

     0.3     34,396,691  
       

 

 

 

 

 

 

 

    

Total Net Assets

     100.0   $  12,428,920,398  
       

 

 

 

 

 

 

 

 

Note:

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

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

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

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

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

 

*

Non-income producing.

(1)

Variable rate securities; the rate reported is the coupon rate in effect at July 31, 2019.

(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 July 31, 2019, the aggregate value of these securities was $988,456,859, representing 8.0% of net assets.

(3)

This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $43,933,754 at July 31, 2019.

(4)

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 July 31, 2019, the aggregate value of these securities was $260,136,318, representing 2.1% of net assets.

(5)

Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments for securities lending information.

(6)

Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

(7)

Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at July 31, 2019. Rate will reset at a future date.

(8)

Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

(9)

Security is a zero-coupon bond.

(10)

Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

(11)

Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed.

(12)

Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of July 31, 2019.

(13)

This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.

(14)

This security, or a portion of this security, has been pledged as collateral in connection with centrally cleared swap contracts.

(15)

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

(16)

Investment valued using significant unobservable inputs.

(17)

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 July 31, 2019, the aggregate fair value of this security was $4, which represented 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

(18)

Current yield as of period end.


 

The Hartford Balanced Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

Futures Contracts Outstanding at July 31, 2019

 

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

Long position contracts:

           

U.S. Treasury 2-Year Note Future

     1,329        09/30/2019      $     284,945,906      $ 470,497  

U.S. Treasury 5-Year Note Future

     2,007        09/30/2019        235,932,259        1,360,839  

U.S. Treasury Long Bond Future

     580        09/19/2019        90,244,375        1,182,732  

U.S. Treasury Ultra Bond Future

     623        09/19/2019        110,621,437        2,843,713  
           

 

 

 

Total

            $ 5,857,781  
           

 

 

 

Short position contracts:

           

Euro BUXL 30-Year Bond Future

     26        09/06/2019      $ 6,014,865      $ (274,716

Euro-BOBL Future

     105        09/06/2019        15,691,731        (124,318

Euro-Bund Future

     136        09/06/2019        26,357,149        (516,060

U.S. Treasury 10-Year Note Future

     3,290        09/19/2019        419,217,969        (6,071,735

U.S. Treasury 10-Year Ultra Future

     312        09/19/2019        43,007,250        (189,564
           

 

 

 

Total

            $ (7,176,393
           

 

 

 

           
           

 

 

 

Total futures contracts

            $ (1,318,612
           

 

 

 

OTC Credit Default Swap Contracts Outstanding at July 31, 2019

 

                            Periodic     Upfront     Upfront           Unrealized  
        Counter-   Notional     (Pay)/Receive   Expiration     Payment     Premiums     Premiums     Market     Appreciation/  
    Reference Entity        party   Amount (a)     Fixed Rate   Date     Frequency     Paid     Received     Value †     (Depreciation)  

Credit default swaps on single-name issues:

           

Buy protection:

           

Deutsche Bank AG

  JPM   EUR     8,000,000     (1.00%)       06/20/24       Quarterly     $ 381,248     $     $ 183,910     $ (197,338

Deutsche Bank AG

  MSC   EUR     9,000,000     (1.00%)       06/20/24       Quarterly       420,031             206,899       (213,132

Deutsche Bank AG

  JPM   EUR     10,000,000     (1.00%)       06/20/24       Quarterly       451,882             229,888       (221,994

Deutsche Bank AG

  CBK   EUR     9,000,000     (1.00%)       06/20/24       Quarterly       429,308             206,899       (222,409

Deutsche Bank AG

  JPM   EUR     7,000,000     (1.00%)       06/20/24       Quarterly       1,035,621             779,457       (256,164

Deutsche Bank AG

  HSBC   EUR     7,000,000     (1.00%)       06/20/24       Quarterly       1,076,925             779,776       (297,149

Petroleos Mexicanos

  GSC   USD     860,000     (1.00%)       06/20/24       Quarterly       59,625             89,797       30,172  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total

              $ 3,854,640     $     $ 2,476,626     $ (1,378,014
             

 

 

   

 

 

   

 

 

   

 

 

 
                   
             

 

 

   

 

 

   

 

 

   

 

 

 

Total single-name issues

      $ 3,854,640     $     $ 2,476,626     $ (1,378,014
             

 

 

   

 

 

   

 

 

   

 

 

 
                   
             

 

 

   

 

 

   

 

 

   

 

 

 

Total OTC contracts

      $ 3,854,640     $     $ 2,476,626     $ (1,378,014
             

 

 

   

 

 

   

 

 

   

 

 

 

 

(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 July 31, 2019

 

                                Periodic                    Unrealized  
            Notional      (Pay)/Receive     Expiration      Payment                    Appreciation/  
    Reference Entity            Amount (a)      Fixed Rate     Date      Frequency      Cost Basis      Value †      (Depreciation)  

Credit default swaps on indices:

                      

Buy protection:

 

           

CDX-EMS.31.V1

     USD        9,504,000        (1.00%)       06/20/24        Quarterly      $ 345,298      $     235,386      $ (109,912


 

The Hartford Balanced Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

                

 

 

   

 

 

   

 

 

 

Credit default swaps on indices:

                    

Sell protection:

 

         

CDX.NA.HYS.32.V2

     USD        371,250        5.00     06/20/24        Quarterly      $ 26,864     $ 36,715     $ 9,851  
                

 

 

   

 

 

   

 

 

 

Total traded indices

                 $ 372,162     $ 272,101     $ (100,061
                

 

 

   

 

 

   

 

 

 

Credit default swaps on single-name issues:

 

                 

Buy protection:

 

         

Best Buy Co, Inc.

     USD        1,305,000        (5.00 %)      06/20/24        Quarterly      $ (245,989   $ (268,554   $ (22,565
                

 

 

   

 

 

   

 

 

 
                    
                

 

 

   

 

 

   

 

 

 

Total single-name issues

 

        $ (245,989   $ (268,554   $ (22,565
                

 

 

   

 

 

   

 

 

 
                    
                

 

 

   

 

 

   

 

 

 

Total centrally cleared credit default swap contracts

 

        $ 126,173     $ 3,547     $ (122,626
                

 

 

   

 

 

   

 

 

 

 

(a)

The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.

 

 

Foreign Currency Contracts Outstanding at July 31, 2019

 
Amount and Description      Amount and Description                          
of Currency to be      of Currency to be               Settlement                  
Purchased      Sold        Counterparty          Date      Appreciation      Depreciation
  1,009,500,000       CLP        1,453,564           USD        BNP        09/23/19      $      $ (19,208
  4,727,600,000       COP        1,444,623       USD        MSC        09/18/19               (8,108
  33,870,000           CZK        1,501,747       USD        BCLY        09/18/19               (42,008
  31,630,000           EGP        1,853,729       USD        CBK        09/18/19        33,480         
  101,000           EUR        115,349       USD        UBS        09/18/19               (3,095
  542,000           EUR        610,566       USD        RBC        09/18/19               (8,176
  1,361,000           EUR        1,521,961       USD        BCLY        09/18/19               (9,317
  613,000           EUR        696,483       USD        CBA        09/18/19               (15,182
  3,897,000           EUR        4,389,198       USD        JPM        09/18/19               (57,991
  375,100,000           HUF        1,332,623       USD        GSC        09/18/19               (55,641
  5,915,000           PEN        1,767,360       USD        BNP        09/18/19        19,120         
  28,090,000           PHP        538,288       USD        BNP        09/18/19        12,739         
  5,105,000           PLN        1,361,300       USD        BCLY        09/18/19               (42,584
  2,636,561           USD        3,805,000       AUD        BNP        09/18/19        30,083         
  868,379           USD        3,469,000       BRL        MSC        09/04/19               (38,371
  2,695,114           USD        3,585,000       CAD        RBC        09/18/19               (23,773
  10,917,913           USD        9,775,000       EUR        GSC        08/30/19        69,418         
  914,718           USD        820,000       EUR        UBS        08/30/19        4,665         
  62,102,634           USD        54,440,000       EUR        BNP        09/18/19        1,596,880         
  4,897,639           USD        4,325,000       EUR        JPM        09/18/19        90,744         
  3,154,678           USD        2,768,000       EUR        GSC        09/18/19        78,265         
  1,480,161           USD        1,306,000       EUR        SSG        09/18/19        28,645         
  1,133,093           USD        1,012,000       EUR        UBS        09/18/19        8,335         
  128,757           USD        115,000       EUR        MSC        09/18/19        944         
  19,980           USD        16,000       GBP        JPM        08/30/19        492         
  1,732,305           USD        33,700,000       MXN        CBK        09/18/19               (11,932
  2,624,915           USD        3,995,000       NZD        GSC        09/18/19               (911
 

        Total

                               $         1,973,810      $         (336,297

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

    

Counterparty Abbreviations:

    

BCLY

     Barclays   

BNP

     BNP Paribas Securities Services   

CBA

     Commonwealth Bank of Australia   

CBK

     Citibank NA   

GSC

     Goldman Sachs & Co.   

HSBC

     HSBC Bank USA   

JPM

     JP Morgan Chase & Co.   


 

The Hartford Balanced Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

MSC

     Morgan Stanley   

RBC

     RBC Dominion Securities, Inc.   

SSG

     State Street Global Markets LLC   

UBS

     UBS AG   

Currency Abbreviations:

    

AUD

     Australian Dollar   

BRL

     Brazilian Real   

CAD

     Canadian Dollar   

CLP

     Chilean Peso   

COP

     Colombian Peso   

CZK

     Czech Koruna   

EGP

     Egyptian Pound   

EUR

     Euro   

GBP

     British Pound   

HUF

     Hungarian Forint   

IDR

     Indonesian Rupiah   

MXN

     Mexican Peso   

NZD

     New Zealand Dollar   

PEN

     Peruvian Sol   

PHP

     Philippine Peso   

PLN

     Polish Zloty   

RUB

     Russian Ruble   

USD

     United States Dollar   

ZAR

     South African Rand   

Index Abbreviations:

    

CDX.EM

     Credit Derivatives Emerging Markets   

CDX.NA.HY

     Credit Derivatives North American High Yield   

Other Abbreviations:

    

ADR

     American Depositary Receipt   

CJSC

     Closed Joint Stock Company   

DDCA

     Dollars on Deposit in Custody Account   

LIBOR

     London Interbank Offered Rate   

MTN

     Medium Term Note   

OTC

     Over-the-Counter   

PIK

     Payment-in-kind   

PJSC

     Private Joint Stock Company   

PT

     Perseroan Terbatas   

REIT

     Real Estate Investment Trust   

SOFR

     Secured Overnight Financing Rate   

Municipal Abbreviations:

    

GO

     General Obligation   


 

The Hartford Balanced Income Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2019 in valuing the Fund’s investments.

 

Description    Total     Level 1     Level 2     Level 3(1)

Assets

        

Common Stocks

        

Automobiles & Components

   $ 35,444,797     $     $ 35,444,797     $  

Banks

     722,553,055       722,553,055              

Capital Goods

     408,845,853       337,801,265       71,044,588        

Consumer Services

     35,753,705       35,753,705              

Diversified Financials

     25,408,119       25,408,119              

Energy

     567,564,851       567,564,851              

Food & Staples Retailing

     21,040,362       21,040,362              

Food, Beverage & Tobacco

     403,567,836       357,846,067       45,721,769        

Health Care Equipment & Services

     206,847,010       118,313,093       88,533,917        

Household & Personal Products

     193,540,467       193,540,467              

Insurance

     362,967,529       362,967,529              

Materials

     106,776,695       106,776,695              

Media & Entertainment

     139,884,658       139,884,658              

Pharmaceuticals, Biotechnology & Life Sciences

     633,049,255       489,242,600       143,806,655        

Real Estate

     121,386,800       121,386,800              

Retailing

     105,501,531       105,501,531              

Semiconductors & Semiconductor Equipment

     311,622,766       311,622,766              

Technology Hardware & Equipment

     205,632,025       205,632,025              

Telecommunication Services

     200,399,639       200,399,639              

Transportation

     64,129,321       64,129,321              

Utilities

     452,886,906       452,886,906              

Preferred Stocks

     777,620       777,620              

Corporate Bonds

     5,708,109,480             5,708,109,480        

Foreign Government Obligations

     484,927,607             484,927,607        

Municipal Bonds

     3,632,449             3,632,449        

Senior Floating Rate Interests

     32,321,228             32,321,228        

U.S. Government Securities

     270,759,174             270,759,174        

Convertible Bonds

     4,681,378             4,681,378        

Escrows

     3,149,460             3,149,456       4  

Short-Term Investments

     561,362,131       561,362,131              

Foreign Currency Contracts(2)

     1,973,810             1,973,810        

Futures Contracts(2)

     5,857,781       5,857,781              

Swaps - Credit Default(2)

     40,023             40,023        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ 12,402,395,321     $ 5,508,248,986     $ 6,894,146,331     $ 4  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

        

Foreign Currency Contracts(2)

   $ (336,297   $     $ (336,297   $  

Futures Contracts(2)

     (7,176,393     (7,176,393            

Swaps - Credit Default(2)

     (1,540,663           (1,540,663      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (9,053,353   $ (7,176,393   $ (1,876,960   $                 —   
  

 

 

   

 

 

   

 

 

   

 

 

 


 

The Hartford Balanced Income Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

(1) For the period ended July 31, 2019, there were no transfers in and out of Level 3.

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

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended July 31, 2019 is not presented.


 

The Hartford Capital Appreciation Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Shares or Principal Amount    Market Value

Common Stocks - 95.1%

  
    

Automobiles & Components - 0.6%

  
  287,648   

Aptiv plc

   $ 25,212,347  
  150,270   

Delphi Technologies plc

     2,816,060  
  56,731   

Ferrari N.V.

     9,135,155  
  172,106   

Valeo S.A.

     5,363,242  
       

 

 

 

          42,526,804  
       

 

 

 

    

Banks - 3.3%

  
  2,606,182   

Bank of America Corp.

     79,957,664  
  2,460,971   

CaixaBank S.A.

     6,099,388  
  340,779   

HDFC Bank Ltd.

     11,116,056  
  505,635   

JP Morgan Chase & Co.

     58,653,660  
  1,456,683   

KeyCorp.

     26,759,267  
  376,850   

PNC Financial Services Group, Inc.

     53,851,865  
       

 

 

 

          236,437,900  
       

 

 

 

    

Capital Goods - 5.4%

  
  67,135   

Airbus SE

     9,490,262  
  111,944   

Boeing Co.

     38,193,054  
  342,090   

General Dynamics Corp.

     63,608,215  
  806,800   

HF Global, Inc.(1)(2)(3)

     13,126,636  
  285,570   

Ingersoll-Rand plc

     35,313,586  
  248,867   

L3Harris Technologies, Inc.

     51,664,789  
  248,255   

Lockheed Martin Corp.

     89,910,513  
  147,805   

Northrop Grumman Corp.

     51,076,974  
  123,073   

Rockwell Automation, Inc.

     19,787,677  
  85,780   

Safran S.A.

     12,314,652  
       

 

 

 

          384,486,358  
       

 

 

 

    

Commercial & Professional Services - 3.6%

  
  101,638   

CoStar Group, Inc.*

     62,548,025  
  365,803   

Equifax, Inc.

     50,879,539  
  207,061   

IHS Markit Ltd.*

     13,338,870  
  155,726   

Intertek Group plc

     10,780,021  
  4,595   

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

     780,003  
  252,215   

Recruit Holdings Co., Ltd.

     8,540,624  
  731,842   

Republic Services, Inc.

     64,877,793  
  316,974   

TransUnion

     26,242,277  
  205,858   

Waste Connections, Inc.

     18,675,438  
       

 

 

 

          256,662,590  
       

 

 

 

    

Consumer Durables & Apparel - 3.6%

                                   
  50,058   

Kontoor Brands, Inc.*

     1,468,201  
  167,810   

Lennar Corp. Class A

     7,982,722  
  1,398,375   

NIKE, Inc. Class B

     120,302,201  
  1,878,733   

Under Armour, Inc. Class A*

     43,342,370  
  2,724,205   

Under Armour, Inc. Class C*

     55,410,330  
  350,409   

VF Corp.

     30,622,243  
       

 

 

 

          259,128,067  
       

 

 

 

    

Consumer Services - 3.7%

  
  19,685   

Chipotle Mexican Grill, Inc.*

     15,660,008  
  33,545   

Domino’s Pizza, Inc.

     8,202,759  
  5,654,566   

DraftKings, Inc.(1)(2)(3)

     15,493,511  
  532,884   

Hilton Worldwide Holdings, Inc.

     51,449,950  
  498,356   

Las Vegas Sands Corp.

     30,120,637  
  102,147   

Marriott International, Inc. Class A

     14,204,562  
  284,959   

Marriott Vacations Worldwide Corp.

     29,131,358  
  337,681   

McDonald’s Corp.

     71,156,140  
  62,475   

New Oriental Education & Technology Group, Inc. ADR*

     6,516,767  
  171,976   

Royal Caribbean Cruises Ltd.

     20,007,688  
       

 

 

 

          261,943,380  
       

 

 

 

    

Diversified Financials - 3.1%

  
  779,627   

American Express Co.

     96,962,210  
  204,892   

Blackstone Group, Inc. Class A

     9,830,718  


 

The Hartford Capital Appreciation Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  138,200   

Hong Kong Exchanges & Clearing Ltd.

   $ 4,644,396  
  127,583   

Intercontinental Exchange, Inc.

     11,209,443  
  1,339,319   

J2 Acquisition Ltd.*(4)

     11,953,422  
  1,083,984   

Morgan Stanley

     48,302,327  
  428,444   

State Street Corp.

     24,888,312  
  201,463   

TD Ameritrade Holding Corp.

     10,294,759  
       

 

 

 

          218,085,587  
       

 

 

 

    

Energy - 0.5%

                                   
  129,584   

Diamondback Energy, Inc.

     13,402,873  
  199,256   

EOG Resources, Inc.

     17,106,128  
  61,672   

Total S.A.

     3,196,471  
       

 

 

 

          33,705,472  
       

 

 

 

    

Food & Staples Retailing - 2.6%

  
  116,272   

Costco Wholesale Corp.

     32,048,052  
  1,414,456   

Walmart, Inc.

     156,127,653  
       

 

 

 

          188,175,705  
       

 

 

 

    

Food, Beverage & Tobacco - 4.2%

  
  761,585   

Altria Group, Inc.

     35,847,806  
  1,416,625   

Coca-Cola Co.

     74,556,974  
  1,489,704   

Diageo plc

     62,120,920  
  723,639   

Lamb Weston Holdings, Inc.

     48,570,650  
  339,655   

Monster Beverage Corp.*

     21,897,558  
  472,655   

PepsiCo., Inc.

     60,410,035  
       

 

 

 

          303,403,943  
       

 

 

 

    

Health Care Equipment & Services - 10.6%

  
  400,884   

Alcon, Inc.*

     23,551,935  
  93,748   

Align Technology, Inc.*

     19,600,832  
  783,327   

Baxter International, Inc.

     65,775,968  
  113,705   

Becton Dickinson and Co.

     28,744,624  
  388,928   

Cerner Corp.

     27,866,691  
  420,275   

Danaher Corp.

     59,048,637  
  393,919   

Haemonetics Corp.*

     48,089,632  
  551,599   

Hologic, Inc.*

     28,269,449  
  447,957   

Insulet Corp.*

     55,071,834  
  50,663   

Intuitive Surgical, Inc.*

     26,319,935  
  197,966   

Koninklijke Philips N.V.

     9,286,715  
  1,194,604   

Medtronic plc

     121,777,932  
  289,492   

Penumbra, Inc.*

     48,518,859  
  313,112   

Stryker Corp.

     65,684,635  
  71,203   

Teleflex, Inc.

     24,190,507  
  341,155   

UnitedHealth Group, Inc.

     84,951,007  
  61,312   

WellCare Health Plans, Inc.*

     17,611,872  
       

 

 

 

          754,361,064  
       

 

 

 

    

Household & Personal Products - 1.1%

  
  49,424   

Beiersdorf AG

     5,727,641  
  837,896   

Colgate-Palmolive Co.

     60,110,659  
  164,423   

Shiseido Co., Ltd.

     12,098,993  
       

 

 

 

          77,937,293  
       

 

 

 

    

Insurance - 4.2%

  
  953,232   

Aflac, Inc.

     50,178,132  
  507,174   

Arthur J Gallagher & Co.

     45,863,745  
  475,307   

Chubb Ltd.

     72,645,922  
  349,144   

Lincoln National Corp.

     22,813,069  
  449,977   

Marsh & McLennan Cos., Inc.

     44,457,727  
  967,632   

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

     11,404,326  
  536,127   

Unum Group

     17,129,258  
  199,905   

Willis Towers Watson plc

     39,025,454  
       

 

 

 

          303,517,633  
       

 

 

 

    

Materials - 3.2%

  
  378,616   

CF Industries Holdings, Inc.

     18,764,209  
  306,206   

Eastman Chemical Co.

     23,072,622  


 

The Hartford Capital Appreciation Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  580,150   

FMC Corp.

   $ 50,136,563  
  590,606   

Linde plc

     112,971,116  
  390,422   

Nucor Corp.

     21,231,148  
       

 

 

 

          226,175,658  
       

 

 

 

    

Media & Entertainment - 5.3%

                                   
  192,462   

Activision Blizzard, Inc.

     9,380,598  
  61,785   

Alphabet, Inc. Class A*

     75,266,487  
  32,349   

Charter Communications, Inc. Class A*

     12,466,658  
  422,126   

Facebook, Inc. Class A*

     81,989,533  
  152,993   

Netflix, Inc.*

     49,415,209  
  558,005   

Ocean Outdoor Ltd.*(4)

     4,330,612  
  2,108,995   

Pinterest, Inc. Class A*

     61,139,765  
  327,621   

Spotify Technology S.A.*

     50,761,598  
  331,132   

Tencent Holdings Ltd.

     15,428,421  
  85,300   

TripAdvisor, Inc.*

     3,765,995  
  464,652   

Yandex N.V. Class A*

     18,223,651  
       

 

 

 

          382,168,527  
       

 

 

 

    

Pharmaceuticals, Biotechnology & Life Sciences - 7.3%

  
  257,812   

Agilent Technologies, Inc.

     17,894,731  
  202,716   

Alnylam Pharmaceuticals, Inc.*

     15,728,734  
  286,759   

Bausch Health Cos., Inc.*

     6,873,613  
  343,641   

Bristol-Myers Squibb Co.

     15,261,097  
  1,318,168   

Elanco Animal Health, Inc.*

     43,446,817  
  340,304   

Exact Sciences Corp.*

     39,172,393  
  157,404   

Galapagos N.V.*

     27,311,211  
  239,532   

Heron Therapeutics, Inc.*

     4,177,438  
  277,136   

Ionis Pharmaceuticals, Inc.*

     18,252,177  
  913,045   

Johnson & Johnson

     118,896,720  
  903,748   

Merck & Co., Inc.

     75,002,047  
  27,584   

Mettler-Toledo International, Inc.*

     20,874,192  
  263,696   

Moderna, Inc.*(5)

     3,454,418  
  1,517,801   

Pfizer, Inc.

     58,951,391  
  162,039   

Seattle Genetics, Inc.*

     12,267,973  
  169,855   

Thermo Fisher Scientific, Inc.

     47,165,336  
       

 

 

 

          524,730,288  
       

 

 

 

    

Real Estate - 4.2%

  
  107,349   

Alexandria Real Estate Equities, Inc. REIT

     15,711,600  
  243,946   

American Tower Corp. REIT

     51,623,852  
  232,696   

AvalonBay Communities, Inc. REIT

     48,584,598  
  167,342   

Boston Properties, Inc. REIT

     22,248,119  
  306,476   

Crown Castle International Corp. REIT

     40,840,992  
  45,374   

Equinix, Inc. REIT

     22,782,285  
  449,500   

Mitsui Fudosan Co., Ltd. REIT

     10,147,096  
  255,661   

Public Storage REIT

     62,064,264  
  170,703   

Simon Property Group, Inc. REIT

     27,688,027  
  8,145   

WeWork Companies, Inc. Class A(1)(2)(3)

     553,860  
       

 

 

 

          302,244,693  
       

 

 

 

    

Retailing - 6.2%

  
  111,436   

Alibaba Group Holding Ltd. ADR*

     19,290,686  
  89,725   

Amazon.com, Inc.*

     167,496,836  
  343,577   

Delivery Hero SE*(4)

     16,503,823  
  455,704   

Expedia Group, Inc.

     60,490,149  
  128,260   

Home Depot, Inc.

     27,407,879  
  10,615   

JAND, Inc. Class A(1)(2)(3)

     159,544  
  910,355   

Just Eat plc*

     8,375,268  
  694,183   

Lowe’s Cos., Inc.

     70,390,156  
  962,466   

TJX Cos., Inc.

     52,512,145  
  316,327   

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

     17,587,763  
       

 

 

 

          440,214,249  
       

 

 

 

    

Semiconductors & Semiconductor Equipment - 3.7%

  
  1,956,094   

Advanced Micro Devices, Inc.*

     59,563,062  
  310,958   

Analog Devices, Inc.

     36,525,127  
  30,444   

Broadcom, Inc.

     8,828,456  


 

The Hartford Capital Appreciation Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  2,136,644   

Marvell Technology Group Ltd.

   $ 56,108,271  
  1,511,606   

Micron Technology, Inc.*

     67,855,993  
  323,567   

NXP Semiconductors N.V.

     33,453,592  
       

 

 

 

          262,334,501  
       

 

 

 

    

Software & Services - 9.3%

                                   
  137,769   

2U, Inc.*

     1,763,443  
  214,541   

Accenture plc Class A

     41,316,306  
  37,018   

Adobe, Inc.*

     11,063,199  
  95,425   

Capgemini SE

     12,115,569  
  110,316   

DocuSign, Inc.*

     5,705,544  
  100,861   

Fidelity National Information Services, Inc.

     13,439,728  
  224,070   

FleetCor Technologies, Inc.*

     63,673,972  
  667,696   

Genpact Ltd.

     26,494,177  
  199,152   

Global Payments, Inc.

     33,441,604  
  802,858   

GoDaddy, Inc. Class A*

     58,913,720  
  506,987   

Guidewire Software, Inc.*

     51,753,233  
  37,084   

Intuit, Inc.

     10,283,764  
  473,480   

Microsoft Corp.

     64,521,120  
  53,674   

PayPal Holdings, Inc.*

     5,925,610  
  264,361   

ServiceNow, Inc.*

     73,331,098  
  296,453   

Splunk, Inc.*

     40,113,055  
  515,735   

SS&C Technologies Holdings, Inc.

     24,729,493  
  116,011   

VeriSign, Inc.*

     24,488,762  
  209,880   

Visa, Inc. Class A

     37,358,640  
  59,789   

WEX, Inc.*

     13,038,187  
  253,834   

Workday, Inc. Class A*

     50,761,723  
       

 

 

 

          664,231,947  
       

 

 

 

    

Technology Hardware & Equipment - 2.7%

  
  246,342   

Apple, Inc.

     52,480,699  
  200,592   

CDW Corp.

     23,701,951  
  16,920   

Keyence Corp.

     9,709,521  
  628,184   

TE Connectivity Ltd.

     58,044,201  
  952,157   

Western Digital Corp.

     51,311,741  
       

 

 

 

          195,248,113  
       

 

 

 

    

Telecommunication Services - 2.2%

  
  1,830,373   

AT&T, Inc.

     62,324,201  
  40,025,482   

China Tower Corp. Ltd. Class H(4)

     10,344,507  
  680,954   

T-Mobile US, Inc.*

     54,292,462  
  598,925   

Verizon Communications, Inc.

     33,102,585  
       

 

 

 

          160,063,755  
       

 

 

 

    

Transportation - 2.2%

  
  633,062   

Canadian National Railway Co.

     59,919,765  
  430,430   

CSX Corp.

     30,302,272  
  196,721   

Expeditors International of Washington, Inc.

     15,019,648  
  285,824   

Union Pacific Corp.

     51,434,029  
       

 

 

 

          156,675,714  
       

 

 

 

    

Utilities - 2.3%

  
  371,885   

Dominion Energy, Inc.

     27,627,337  
  529,355   

NRG Energy, Inc.

     18,072,180  
  353,838   

Sempra Energy

     47,920,280  
  1,070,946   

Southern Co.

     60,187,165  
  214,392   

UGI Corp.

     10,953,287  
       

 

 

 

          164,760,249  
       

 

 

 

    

Total Common Stocks
(cost $5,889,523,488)

   $ 6,799,219,490  
       

 

 

 

Preferred Stocks - 2.7%

  
    

Banks - 0.1%

  
  1,110,500   

Itau Unibanco Holding S.A.

     10,132,092  
       

 

 

 

    

Commercial & Professional Services - 0.0%

  
  33,739   

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

     794,554  
       

 

 

 


 

The Hartford Capital Appreciation Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Consumer Services - 0.0%

  
  10,074   

Airbnb, Inc. Series E*(1)(2)(3)

   $ 1,321,507  
       

 

 

 

    

Diversified Financials - 0.1%

  
  348,919   

Social Finance, Inc. Series F*(1)(2)(3)

     5,429,180  
       

 

 

 

    

Real Estate - 1.2%

  
  674,436   

WeWork Companies, Inc. Series D-1*(1)(2)(3)

     45,861,648  
  599,094   

WeWork Companies, Inc. Series D-2*(1)(2)(3)

     40,738,392  
       

 

 

 

          86,600,040  
       

 

 

 

    

Retailing - 0.2%

  
  448,670   

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

     2,557,778  
  278,194   

Honest Co., Inc. *(1)(2)(3)

     10,727,161  
  23,702   

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

     359,559  
       

 

 

 

          13,644,498  
       

 

 

 

    

Software & Services - 1.1%

  
  566,622   

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

     1,382,558  
  77,707   

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

     554,828  
  95,031   

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

     970,266  
  762,016   

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

     21,158,119  
  47,064   

Sharecare, Inc. Series B2*(1)(2)(3)

     11,102,398  
  1,025,459   

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

     40,860,143  
       

 

 

 

          76,028,312  
       

 

 

 

    

Total Preferred Stocks
(cost $100,067,724)

   $ 193,950,183  
       

 

 

 

Convertible Preferred Stocks - 0.0%

                                   
    

Retailing - 0.0%

  
  28,025   

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

     913,054  
       

 

 

 

    

Total Convertible Preferred Stocks
(cost $758,281)

   $ 913,054  
       

 

 

 

Escrows - 0.0%(6)

     
    

Capital Goods - 0.0%

  
  372,334   

Lithium Technology Corp.*(1)(2)(3)

     3,724  
       

 

 

 

    

Consumer Durables & Apparel - 0.0%

  
  83,332   

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

     13,333  
       

 

 

 

    

Software & Services - 0.0%

  
  143,626   

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

     7,469  
  58,205   

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

     31,663  
       

 

 

 

          39,132  
       

 

 

 

    

Total Escrows
(cost $—)

   $ 56,189  
       

 

 

 

Warrants - 0.0%

     
    

Diversified Financials - 0.0%

  
  749,900   

J2 Acquisition Ltd. Expires 9/7/27*

     206,222  
       

 

 

 

    

Total Warrants
(cost $7,499)

   $ 206,222  
       

 

 

 

    

Total Long-Term Investments
(cost $5,990,356,992)

   $ 6,994,345,138  
       

 

 

 

Short-Term Investments - 2.2%

  
    

Other Investment Pools & Funds - 2.1%

  
  152,696,633   

Fidelity Institutional Government Fund, Institutional Class, 2.20%(7)

     152,696,633  
       

 

 

 

    

Securities Lending Collateral - 0.1%

  
  138,875   

Citibank NA DDCA, 2.37%, 8/1/2019(7)

     138,875  
  1,575,315   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.23%(7)

     1,575,315  
  231,583   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.21%(7)

     231,583  
  220,538   

Invesco Government & Agency Portfolio, Institutional Class, 2.23%(7)

     220,538  
  561,961   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.25%(7)

     561,961  


 

The Hartford Capital Appreciation Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  49,234   

Western Asset Institutional Government Class A Fund, Institutional Class, 2.19%(7)

      $ 49,234  
          

 

 

 

             2,777,506  
          

 

 

 

    

Total Short-Term Investments
(cost $155,474,139)

      $ 155,474,139  
          

 

 

 

    

Total Investments
(cost $6,145,831,131)

     100.0%      $ 7,149,819,277  
    

Other Assets and Liabilities

     0.0%        2,166,381  
       

 

 

    

 

 

 

    

Total Net Assets

     100.0%      $ 7,151,985,658  
       

 

 

    

 

 

 

 

Note:

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

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

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

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

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

 

*

Non-income producing.

(1)

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 July 31, 2019, the aggregate fair value of these securities was $232,488,651, which represented 3.3% 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 $232,488,651 or 3.3% of net assets.

 

    

Period Acquired

  

Security Name

   Shares/Par Value      Base Total Cost      Base Market Value  
  06/2015    Airbnb, Inc. Series E Preferred      10,074      $ 937,833      $ 1,321,507  
  03/2015    Birst, Inc.      143,626               7,469  
  11/2014    Coupang LLC Preferred      448,670        1,396,764        2,557,778  
  12/2014    DraftKings, Inc.      5,654,566        20,596,932        15,493,511  
  05/2014    Essence Group Holdings Corp. Series 3 Preferred      566,622        895,999        1,382,558  
  06/2015    HF Global, Inc.      806,800        10,846,942        13,126,636  
  08/2015    Honest Co., Inc. Preferred      278,194        12,728,766        10,727,161  
  08/2014    Honest Co., Inc. Series C Convertible Preferred      28,025        758,281        913,054  
  04/2015    JAND, Inc. Class A      10,615        121,916        159,544  
  04/2015    JAND, Inc. Series D Preferred      23,702        272,225        359,559  
  08/2015    Klarna Holding AB      4,595        503,982        780,003  
  08/2014    Lithium Technology Corp.      372,334               3,724  
  07/2014    Lookout, Inc. Series F Preferred      77,707        887,655        554,828  
  04/2015    MarkLogic Corp. Series F Preferred      95,031        1,103,709        970,266  
  01/2014    One Kings Lane, Inc.      83,332               13,333  
  03/2015    Pinterest, Inc. Series G Preferred      762,016        16,411,763        21,158,119  
  09/2015    Rubicon Global Holdings LLC Series C Preferred      33,739        673,447        794,554  


 

The Hartford Capital Appreciation Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  03/2015    Sharecare, Inc. Series B2 Preferred      47,064          11,759,882      $ 11,102,398  
  09/2015    Social Finance, Inc. Series F Preferred      348,919          5,504,651        5,429,180  
  11/2013    Tory Burch LLC      316,327          24,792,580        17,587,763  
  06/2014    Uber Technologies, Inc. Series D Preferred      1,025,459          15,907,997        40,860,143  
  04/2017    Veracode, Inc.      58,205                 31,663  
  12/2014    WeWork Companies, Inc. Class A      8,145          135,624        553,860  
  12/2014    WeWork Companies, Inc. Series D-1 Preferred      674,436          11,230,142        45,861,648  
  12/2014    WeWork Companies, Inc. Series D-2 Preferred      599,094          9,975,610        40,738,392  
          

 

 

 

  

 

 

 

           $     147,442,700      $     232,488,651  
          

 

 

 

  

 

 

 

(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 July 31, 2019, the aggregate value of these securities was $43,132,364, representing 0.6% of net assets.

(5)

Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments for securities lending information.

(6)

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

(7)

Current yield as of period end.

Futures Contracts Outstanding at July 31, 2019

 

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

Long position contracts:

           

S&P 500 (E-Mini) Future

     539        09/20/2019      $ 80,372,985      $     1,532,447   
           

 

 

 
           
           

 

 

 

Total futures contracts

            $     1,532,447   
           

 

 

 

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

 

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

USD

   United States Dollar
Other Abbreviations:

ADR

   American Depositary Receipt

DDCA

   Dollars on Deposit in Custody Account

REIT

   Real Estate Investment Trust


 

The Hartford Capital Appreciation Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2019 in valuing the Fund’s investments.

 

Description    Total      Level 1      Level 2      Level 3(1)  

Assets

                       

Common Stocks

                       

Automobiles & Components

      $ 42,526,804         $ 28,028,407         $ 14,498,397         $  

Banks

        236,437,900           219,222,456           17,215,444            

Capital Goods

        384,486,358           349,554,808           21,804,914           13,126,636  

Commercial & Professional Services

        256,662,590           236,561,942           19,320,645           780,003  

Consumer Durables & Apparel

        259,128,067           259,128,067                      

Consumer Services

        261,943,380           246,449,869                     15,493,511  

Diversified Financials

        218,085,587           213,441,191           4,644,396            

Energy

        33,705,472           30,509,001           3,196,471            

Food & Staples Retailing

        188,175,705           188,175,705                      

Food, Beverage & Tobacco

        303,403,943           241,283,023           62,120,920            

Health Care Equipment & Services

        754,361,064           745,074,349           9,286,715            

Household & Personal Products

        77,937,293           60,110,659           17,826,634            

Insurance

        303,517,633           292,113,307           11,404,326            

Materials

        226,175,658           226,175,658                      

Media & Entertainment

        382,168,527           362,409,494           19,759,033            

Pharmaceuticals, Biotechnology & Life Sciences

        524,730,288           497,419,077           27,311,211            

Real Estate

        302,244,693           291,543,737           10,147,096           553,860  

Retailing

        440,214,249           397,587,851           24,879,091           17,747,307  

Semiconductors & Semiconductor Equipment

        262,334,501           262,334,501                      

Software & Services

        664,231,947           652,116,378           12,115,569            

Technology Hardware & Equipment

        195,248,113           185,538,592           9,709,521            

Telecommunication Services

        160,063,755           149,719,248           10,344,507            

Transportation

        156,675,714           156,675,714                      

Utilities

        164,760,249           164,760,249                      

Preferred Stocks

        193,950,183           10,132,092           62,018,262           121,799,829  

Convertible Preferred Stocks

        913,054                               913,054  

Escrows

        56,189                               56,189  

Warrants

        206,222           206,222                      

Short-Term Investments

        155,474,139           155,474,139                      

Futures Contracts(2)

        1,532,447           1,532,447                      
     

 

 

       

 

 

       

 

 

       

 

 

 

Total

      $     7,151,351,724         $     6,623,278,183         $     357,603,152         $     170,470,389  
     

 

 

       

 

 

       

 

 

       

 

 

 

(1) For the period ended July 31, 2019, investments valued at $62,015,156 were transferred out of Level 3 due to the expiration of trading restrictions and there were no tranfers in to Level 3.

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

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the period ended July 31, 2019:

 

     Common Stocks     Preferred Stocks     Convertible
Preferred
Stocks
     Escrows     Total  

Beginning balance

   $ 50,975,578     $ 185,270,623     $ 857,565      $           85,346     $     237,189,112  

Purchases

     -       -       -        -       -  

Sales

     (2,571,372     (10,655,363     -        (30,545     (13,257,280

Accrued discounts/(premiums)

     -       -       -        -       -  

Total realized gain/(loss)

     1,778,479       3,288,492       -        30,545       5,097,516  

Net change in unrealized appreciation/depreciation

     2,861,530       568,336       55,489        (29,157     3,456,198  

Transfers into Level 3

     -       -       -        -       -  

Transfers out of Level 3

     (5,342,898     (56,672,259     -        -       (62,015,157


 

The Hartford Capital Appreciation Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

 

  Ending balance

               $     47,701,317      $     121,799,829      $     913,054      $     56,189      $     170,470,389  
                                            

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at July 31, 2019 was $7,208,628.


 

The Hartford Checks and Balances Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Shares or Principal Amount           Market Value

Affiliated Investment Companies - 99.7%

     
    

Domestic Equity Funds - 66.1%

     
  13,816,038   

The Hartford Capital Appreciation Fund, Class F

      $ 516,719,815  
  20,788,669   

The Hartford Dividend and Growth Fund, Class F

        521,171,923  
          

 

 

 

    

Total Domestic Equity Funds
(cost $1,020,679,075)

      $ 1,037,891,738  
          

 

 

 

    

Taxable Fixed Income Funds - 33.6%

     
  12,921,388   

Hartford Total Return Bond ETF

        528,355,555  
          

 

 

 

    

Total Taxable Fixed Income Funds
(cost $498,767,317)

      $ 528,355,555  
          

 

 

 

    

Total Affiliated Investment Companies
(cost $1,519,446,392)

      $ 1,566,247,293  
          

 

 

 

Short-Term Investments - 0.2%

     
    

Other Investment Pools & Funds - 0.2%

                                      
  3,133,284   

BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 2.27%(1)

        3,133,284  
          

 

 

 

    

Total Short-Term Investments
(cost $3,133,284)

      $ 3,133,284  
          

 

 

 

    

Total Investments
(cost $1,522,579,676)

     99.9%      $ 1,569,380,577  
    

Other Assets and Liabilities

     0.1%        1,359,845  
       

 

 

    

 

 

 

    

Total Net Assets

     100.0%      $ 1,570,740,422  
       

 

 

    

 

 

 

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.

 

(1)

Current yield as of period end.

 

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)                                     

Other Abbreviations:                                                                                                                                

ETF

   Exchange-Traded Fund


 

The Hartford Checks and Balances Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2019 in valuing the Fund’s investments.

 

                                                                                                   
Description    Total      Level 1      Level 2      Level 3(1)  

Assets

           

Affiliated Investment Companies

   $ 1,566,247,293      $ 1,566,247,293      $      $  

Short-Term Investments

     3,133,284        3,133,284                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     1,569,380,577      $     1,569,380,577      $      $  
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended July 31, 2019, there were no transfers in and out of Level 3.


 

The Hartford Conservative Allocation Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Shares or Principal Amount           Market Value

Affiliated Investment Companies - 99.6%

     
    

Domestic Equity Funds - 27.0%

     
  324,201   

Hartford Core Equity Fund, Class F

      $ 10,637,022  
  171,512   

Hartford Multifactor US Equity ETF

        5,546,698  
  257,809   

Hartford Small Cap Value Fund, Class F

        2,655,428  
  382,301   

The Hartford Equity Income Fund, Class F

        7,416,635  
  81,948   

The Hartford Growth Opportunities Fund, Class F

        3,592,582  
  102,943   

The Hartford MidCap Fund, Class F

        3,330,218  
  133,008   

The Hartford Small Company Fund, Class F

        2,971,388  
          

 

 

 

    

Total Domestic Equity Funds
(cost $33,294,326)

      $ 36,149,971  
          

 

 

 

    

International/Global Equity Funds - 8.0%

                                      
  154,191   

Hartford Emerging Markets Equity Fund, Class F

        1,356,885  
  127,924   

Hartford Multifactor Developed Markets (ex-US) ETF

        3,526,865  
  429,605   

Hartford Schroders International Multi-Cap Value Fund, Class F

        3,746,160  
  134,814   

The Hartford International Opportunities Fund, Class F

        2,061,307  
          

 

 

 

    

Total International/Global Equity Funds
(cost $11,032,451)

      $ 10,691,217  
          

 

 

 

    

Multi-Strategy Funds - 2.0%

     
  310,275   

The Hartford Global Real Asset Fund, Class F

        2,745,935  
          

 

 

 

    

Total Multi-Strategy Funds
(cost $2,766,499)

      $ 2,745,935  
          

 

 

 

    

Taxable Fixed Income Funds - 62.6%

     
  616,829   

Hartford Schroders Emerging Markets Multi-Sector Bond Fund, Class F

        5,798,196  
  253,458   

Hartford Short Duration ETF

        10,324,611  
  387,143   

Hartford Total Return Bond ETF

        15,830,277  
  537,842   

The Hartford Inflation Plus Fund, Class F

        5,738,776  
  1,962,562   

The Hartford Quality Bond Fund, Class F

        19,645,248  
  1,093,512   

The Hartford Strategic Income Fund, Class F

        9,480,747  
  1,564,220   

The Hartford World Bond Fund, Class F

        16,909,214  
          

 

 

 

    

Total Taxable Fixed Income Funds
(cost $82,327,974)

      $ 83,727,069  
          

 

 

 

    

Total Affiliated Investment Companies
(cost $129,421,250)

      $ 133,314,192  
          

 

 

 

Short-Term Investments - 0.2%

     
    

Other Investment Pools & Funds - 0.2%

     
  267,816   

BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 2.27%(1)

        267,816  
          

 

 

 

    

Total Short-Term Investments
(cost $267,816)

      $ 267,816  
          

 

 

 

    

Total Investments
(cost $129,689,066)

     99.8%      $ 133,582,008  
    

Other Assets and Liabilities

     0.2%        211,830  
       

 

 

    

 

 

 

    

Total Net Assets

     100.0%      $ 133,793,838  
       

 

 

    

 

 

 

 

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.

 

(1)

Current yield as of period end.

 

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)                                


 

The Hartford Conservative Allocation Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

Other Abbreviations:                                                                                                      

 

ETF

   Exchange-Traded Fund


 

The Hartford Conservative Allocation Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2019 in valuing the Fund’s investments.

 

                                                                                       
Description    Total      Level 1      Level 2      Level 3(1)  

Assets

           

Affiliated Investment Companies

   $ 133,314,192      $ 133,314,192      $      $  

Short-Term Investments

     267,816        267,816                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     133,582,008      $     133,582,008      $      $  
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended July 31, 2019, there were no transfers in and out of Level 3.


 

Hartford Core Equity Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Shares or Principal Amount    Market Value

Common Stocks - 97.2%

  
    

Banks - 7.6%

  
  4,202,986   

Bank of America Corp.

   $ 128,947,610  
  1,539,546   

Fifth Third Bancorp

     45,709,121  
  1,143,556   

JP Morgan Chase & Co.

     132,652,496  
  617,015   

PNC Financial Services Group, Inc.

     88,171,444  
       

 

 

 

          395,480,671  
       

 

 

 

    

Capital Goods - 5.4%

                                   
  659,044   

AMETEK, Inc.

     59,056,933  
  1,075,205   

Fortune Brands Home & Security, Inc.

     59,071,763  
  369,035   

Illinois Tool Works, Inc.

     56,916,268  
  367,033   

Raytheon Co.

     66,906,446  
  269,286   

Snap-on, Inc.

     41,095,736  
       

 

 

 

          283,047,146  
       

 

 

 

    

Commercial & Professional Services - 2.9%

  
  274,329   

Equifax, Inc.

     38,156,420  
  800,557   

IHS Markit Ltd.*

     51,571,882  
  667,829   

Republic Services, Inc.

     59,203,041  
       

 

 

 

          148,931,343  
       

 

 

 

    

Consumer Durables & Apparel - 3.3%

  
  885,368   

NIKE, Inc. Class B

     76,168,209  
  443,579   

PVH Corp.

     39,443,045  
  647,968   

VF Corp.

     56,625,923  
       

 

 

 

          172,237,177  
       

 

 

 

    

Consumer Services - 2.7%

  
  588,435   

Hilton Worldwide Holdings, Inc.

     56,813,399  
  408,022   

McDonald’s Corp.

     85,978,396  
       

 

 

 

          142,791,795  
       

 

 

 

    

Diversified Financials - 2.2%

  
  473,325   

American Express Co.

     58,867,430  
  610,035   

Capital One Financial Corp.

     56,379,435  
       

 

 

 

          115,246,865  
       

 

 

 

    

Energy - 1.6%

  
  856,348   

Continental Resources, Inc.*

     31,830,455  
  624,437   

EOG Resources, Inc.

     53,607,917  
       

 

 

 

          85,438,372  
       

 

 

 

    

Food & Staples Retailing - 3.1%

  
  289,721   

Costco Wholesale Corp.

     79,855,799  
  750,490   

Walmart, Inc.

     82,839,086  
       

 

 

 

          162,694,885  
       

 

 

 

    

Food, Beverage & Tobacco - 3.3%

  
  317,920   

Constellation Brands, Inc. Class A

     62,573,014  
  1,026,475   

Kellogg Co.

     59,761,375  
  752,019   

Monster Beverage Corp.*

     48,482,665  
       

 

 

 

          170,817,054  
       

 

 

 

    

Health Care Equipment & Services - 10.6%

  
  854,266   

Abbott Laboratories

     74,406,569  
  192,892   

Anthem, Inc.

     56,827,912  
  1,077,096   

Baxter International, Inc.

     90,443,751  
  364,910   

Danaher Corp.

     51,269,855  
  1,047,796   

Hologic, Inc.*

     53,699,545  
  342,632   

Laboratory Corp. of America Holdings*

     57,397,713  
  758,929   

Medtronic plc

     77,365,222  
  352,098   

UnitedHealth Group, Inc.

     87,675,923  
       

 

 

 

          549,086,490  
       

 

 

 

    

Household & Personal Products - 3.7%

  
  960,605   

Colgate-Palmolive Co.

     68,913,803  


 

Hartford Core Equity Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  1,053,781   

Procter & Gamble Co.

   $ 124,388,309  
       

 

 

 

          193,302,112  
       

 

 

 

    

Insurance - 3.6%

  
  635,601   

Allstate Corp.

     68,263,548  
  749,785   

Athene Holding Ltd. Class A*

     30,636,215  
  582,323   

Chubb Ltd.

     89,002,247  
       

 

 

 

          187,902,010  
       

 

 

 

    

Materials - 2.0%

                                   
  285,093   

Ecolab, Inc.

     57,511,811  
  375,412   

PPG Industries, Inc.

     44,069,615  
       

 

 

 

          101,581,426  
       

 

 

 

    

Media & Entertainment - 6.0%

  
  111,048   

Alphabet, Inc. Class A*

     135,278,673  
  29,635   

Alphabet, Inc. Class C*

     36,056,312  
  297,868   

Facebook, Inc. Class A*

     57,854,902  
  579,470   

Walt Disney Co.

     82,870,005  
       

 

 

 

          312,059,892  
       

 

 

 

    

Pharmaceuticals, Biotechnology & Life Sciences - 5.3%

  
  269,374   

Allergan plc

     43,234,527  
  726,070   

Eli Lilly & Co.

     79,105,327  
  955,356   

Merck & Co., Inc.

     79,284,994  
  267,953   

Thermo Fisher Scientific, Inc.

     74,405,189  
       

 

 

 

          276,030,037  
       

 

 

 

    

Real Estate - 2.1%

  
  289,609   

American Tower Corp. REIT

     61,287,056  
  376,728   

Boston Properties, Inc. REIT

     50,085,988  
       

 

 

 

          111,373,044  
       

 

 

 

    

Retailing - 3.3%

  
  38,141   

Amazon.com, Inc.*

     71,200,856  
  19,821   

Booking Holdings, Inc.*

     37,394,497  
  1,163,427   

TJX Cos., Inc.

     63,476,577  
       

 

 

 

          172,071,930  
       

 

 

 

    

Semiconductors & Semiconductor Equipment - 2.9%

  
  921,388   

Micron Technology, Inc.*

     41,361,107  
  1,462,633   

ON Semiconductor Corp.*

     31,461,236  
  367,655   

QUALCOMM, Inc.

     26,897,640  
  950,999   

Teradyne, Inc.

     52,999,174  
       

 

 

 

          152,719,157  
       

 

 

 

    

Software & Services - 11.7%

  
  902,940   

GoDaddy, Inc. Class A*

     66,257,737  
  858,120   

Leidos Holdings, Inc.

     70,451,652  
  375,275   

Mastercard, Inc. Class A

     102,176,124  
  1,155,980   

Microsoft Corp.

     157,525,395  
  386,295   

salesforce.com, Inc.*

     59,682,577  
  951,031   

SS&C Technologies Holdings, Inc.

     45,601,936  
  509,312   

Total System Services, Inc.

     69,123,825  
  192,118   

Workday, Inc. Class A*

     38,419,758  
       

 

 

 

          609,239,004  
       

 

 

 

    

Technology Hardware & Equipment - 6.1%

  
  697,488   

Apple, Inc.

     148,592,844  
  437,921   

CDW Corp.

     51,744,745  
  472,416   

Motorola Solutions, Inc.

     78,402,159  
  638,082   

NetApp, Inc.

     37,321,416  
       

 

 

 

          316,061,164  
       

 

 

 

    

Telecommunication Services - 1.7%

  
  1,570,601   

Verizon Communications, Inc.

     86,807,117  
       

 

 

 

    

Transportation - 1.4%

  
  278,901   

Norfolk Southern Corp.

     53,303,559  


 

Hartford Core Equity Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  424,500   

Uber Technologies, Inc.*(1)

     $ 17,888,430  
         

 

 

 

            71,191,989  
         

 

 

 

    

Utilities - 4.7%

    
  970,915   

American Electric Power Co., Inc.

       85,256,046  
  490,521   

NextEra Energy, Inc.

       101,621,236  
  636,143   

Pinnacle West Capital Corp.

       58,028,964  
         

 

 

 

            244,906,246  
         

 

 

 

    

Total Common Stocks
(cost $3,980,052,813)

     $ 5,061,016,926  
         

 

 

 

Short-Term Investments - 2.8%

    
    

Other Investment Pools & Funds - 2.4%

    
  124,872,470   

Fidelity Institutional Government Fund, Institutional Class, 2.20%(2)

       124,872,470  
         

 

 

 

    

Securities Lending Collateral - 0.4%

                                     
    

Citibank NA DDCA, 2.37%, 8/1/2019

    
  913,998   

2.37%, 08/01/2019(2)

       913,998  
    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.23%

    
  10,367,830   

2.23%, 08/01/2019(2)

       10,367,830  
    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.21%

    
  1,524,147   

2.21%, 08/01/2019(2)

       1,524,147  
    

Invesco Government & Agency Portfolio, Institutional Class, 2.23%

    
  1,451,459   

2.24%, 08/01/2019(2)

       1,451,459  
    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.20%

    
  3,698,507   

2.20%, 08/01/2019(2)

       3,698,507  
    

Western Asset Institutional Government Class A Fund, Institutional Class, 2.19%

    
  324,027   

2.19%, 08/01/2019(2)

       324,027  
         

 

 

 

            18,279,968  
         

 

 

 

    

Total Short-Term Investments
(cost $143,152,438)

     $ 143,152,438  
         

 

 

 

    

Total Investments
(cost $4,123,205,251)

     100.0   $ 5,204,169,364  
    

Other Assets and Liabilities

     0.0     1,010,930  
       

 

 

 

 

 

 

 

    

Total Net Assets

     100.0   $ 5,205,180,294  
       

 

 

 

 

 

 

 

 

Note:

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

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

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

 

*

Non-income producing.

(1)

Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments for securities lending information.

(2)

Current yield as of period end.

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)     

 

Other Abbreviations:

     

DDCA

   Dollars on Deposit in Custody Account

REIT

   Real Estate Investment Trust


 

Hartford Core Equity Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2019 in valuing the Fund’s investments.

 

Description    Total      Level 1      Level 2      Level  3(1)  

Assets

           

Common Stocks

           

Banks

   $ 395,480,671      $ 395,480,671      $      $  

Capital Goods

     283,047,146        283,047,146                

Commercial & Professional Services

     148,931,343        148,931,343                

Consumer Durables & Apparel

     172,237,177        172,237,177                

Consumer Services

     142,791,795        142,791,795                

Diversified Financials

     115,246,865        115,246,865                

Energy

     85,438,372        85,438,372                

Food & Staples Retailing

     162,694,885        162,694,885                

Food, Beverage & Tobacco

     170,817,054        170,817,054                

Health Care Equipment & Services

     549,086,490        549,086,490                

Household & Personal Products

     193,302,112        193,302,112                

Insurance

     187,902,010        187,902,010                

Materials

     101,581,426        101,581,426                

Media & Entertainment

     312,059,892        312,059,892                

Pharmaceuticals, Biotechnology & Life Sciences

     276,030,037        276,030,037                

Real Estate

     111,373,044        111,373,044                

Retailing

     172,071,930        172,071,930                

Semiconductors & Semiconductor Equipment

     152,719,157        152,719,157                

Software & Services

     609,239,004        609,239,004                

Technology Hardware & Equipment

     316,061,164        316,061,164                

Telecommunication Services

     86,807,117        86,807,117                

Transportation

     71,191,989        71,191,989                

Utilities

     244,906,246        244,906,246                

Short-Term Investments

     143,152,438        143,152,438                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     5,204,169,364      $     5,204,169,364      $                 —      $                 —  
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended July 31, 2019, there were no transfers in and out of Level 3.


 

The Hartford Dividend and Growth Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Shares or Principal Amount    Market Value

Common Stocks - 97.1%

  
    

Automobiles & Components - 0.4%

  
  521,487   

Autoliv, Inc.

   $ 37,625,287  
       

 

 

 

    

Banks - 9.3%

  
  10,707,576   

Bank of America Corp.

     328,508,432  
  1,142,657   

Bank of Nova Scotia

     60,995,030  
  2,687,443   

JP Morgan Chase & Co.

     311,743,388  
  822,430   

PNC Financial Services Group, Inc.

     117,525,247  
       

 

 

 

          818,772,097  
       

 

 

 

    

Capital Goods - 6.9%

  
  729,206   

Deere & Co.

     120,792,974  
  788,645   

Eaton Corp. plc

     64,818,733  
  569,780   

General Dynamics Corp.

     105,944,893  
  1,583,466   

Johnson Controls International plc

     67,202,297  
  209,341   

Lockheed Martin Corp.

     75,817,030  
  306,858   

Raytheon Co.

     55,937,145  
  877,847   

United Technologies Corp.

     117,280,359  
       

 

 

 

          607,793,431  
       

 

 

 

    

Consumer Services - 0.9%

  
  824,544   

Hilton Worldwide Holdings, Inc.

     79,609,723  
       

 

 

 

    

Diversified Financials - 3.8%

  
  301,657   

American Express Co.

     37,517,081  
  181,092   

BlackRock, Inc.

     84,693,107  
  552,774   

Charles Schwab Corp.

     23,890,892  
  1,102,168   

Intercontinental Exchange, Inc.

     96,836,481  
  906,856   

Northern Trust Corp.

     88,871,888  
       

 

 

 

          331,809,449  
       

 

 

 

    

Energy - 7.3%

                                   
  429,848   

BP plc ADR

     17,082,160  
  1,784,676   

Chevron Corp.

     219,711,463  
  1,155,911   

ConocoPhillips

     68,291,222  
  6,407,362   

Encana Corp.

     29,281,644  
  748,156   

Exxon Mobil Corp.

     55,632,880  
  1,208,489   

Hess Corp.

     78,358,427  
  1,926,804   

Noble Energy, Inc.

     42,543,832  
  2,875,893   

Suncor Energy, Inc.

     82,538,129  
  1,060,514   

Total S.A. ADR

     54,870,994  
       

 

 

 

          648,310,751  
       

 

 

 

    

Food & Staples Retailing - 1.6%

  
  1,194,280   

Sysco Corp.

     81,891,779  
  532,778   

Walmart, Inc.

     58,808,036  
       

 

 

 

          140,699,815  
       

 

 

 

    

Food, Beverage & Tobacco - 3.4%

  
  2,386,002   

Coca-Cola Co.

     125,575,285  
  1,136,957   

Kellogg Co.

     66,193,637  
  875,044   

PepsiCo., Inc.

     111,839,374  
       

 

 

 

          303,608,296  
       

 

 

 

    

Health Care Equipment & Services - 5.8%

  
  822,122   

Abbott Laboratories

     71,606,826  
  1,412,850   

CVS Health Corp.

     78,935,930  
  1,546,828   

Medtronic plc

     157,683,646  
  593,738   

UnitedHealth Group, Inc.

     147,846,700  
  350,348   

Universal Health Services, Inc. Class B

     52,853,499  
       

 

 

 

          508,926,601  
       

 

 

 

    

Household & Personal Products - 0.5%

  
  840,371   

Unilever N.V.

     48,523,022  
       

 

 

 

    

Insurance - 7.4%

  
  1,735,738   

American International Group, Inc.

     97,183,971  
  300,785   

Arthur J Gallagher & Co.

     27,199,987  


 

The Hartford Dividend and Growth Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  113,963   

Brighthouse Financial, Inc.*

   $ 4,463,931  
  1,310,787   

Chubb Ltd.

     200,340,685  
  656,621   

Marsh & McLennan Cos., Inc.

     64,874,155  
  1,394,210   

Principal Financial Group, Inc.

     80,919,948  
  1,732,349   

Prudential Financial, Inc.

     175,504,277  
       

 

 

 

          650,486,954  
       

 

 

 

    

Materials - 4.0%

  
  414,158   

Celanese Corp.

     46,456,103  
  706,190   

DuPont de Nemours, Inc.

     50,958,670  
  839,416   

FMC Corp.

     72,542,331  
  1,937,688   

International Paper Co.

     85,083,880  
  679,903   

Livent Corp.*

     4,378,575  
  824,284   

PPG Industries, Inc.

     96,762,699  
       

 

 

 

          356,182,258  
       

 

 

 

    

Media & Entertainment - 5.4%

                                   
  210,625   

Alphabet, Inc. Class A*

     256,583,375  
  5,136,200   

Comcast Corp. Class A

     221,729,754  
       

 

 

 

          478,313,129  
       

 

 

 

    

Pharmaceuticals, Biotechnology & Life Sciences - 8.4%

                           
  1,084,077   

Agilent Technologies, Inc.

     75,245,784  
  2,952,821   

AstraZeneca plc ADR

     128,181,960  
  2,048,288   

Bristol-Myers Squibb Co.

     90,964,470  
  561,483   

Eli Lilly & Co.

     61,173,573  
  1,459,741   

Merck & Co., Inc.

     121,143,906  
  1,017,287   

Novartis AG ADR

     93,163,143  
  4,330,250   

Pfizer, Inc.

     168,186,910  
       

 

 

 

          738,059,746  
       

 

 

 

    

Real Estate - 2.9%

  
  482,726   

American Tower Corp. REIT

     102,154,476  
  329,884   

Boston Properties, Inc. REIT

     43,858,078  
  58,385   

Essex Property Trust, Inc. REIT

     17,645,115  
  545,053   

Simon Property Group, Inc. REIT

     88,407,596  
       

 

 

 

          252,065,265  
       

 

 

 

    

Retailing - 4.1%

  
  160,840   

Alibaba Group Holding Ltd. ADR*

     27,843,013  
  520,897   

Expedia Group, Inc.

     69,143,868  
  524,044   

Home Depot, Inc.

     111,982,962  
  754,138   

Lowe’s Cos., Inc.

     76,469,593  
  1,397,802   

TJX Cos., Inc.

     76,264,077  
       

 

 

 

          361,703,513  
       

 

 

 

    

Semiconductors & Semiconductor Equipment - 2.7%

  
  2,581,411   

Intel Corp.

     130,490,326  
  503,353   

KLA-Tencor Corp.

     68,617,081  
  914,099   

Micron Technology, Inc.*

     41,033,904  
       

 

 

 

          240,141,311  
       

 

 

 

    

Software & Services - 6.9%

  
  311,119   

Accenture plc Class A

     59,915,297  
  834,340   

DXC Technology Co.

     46,531,142  
  478,040   

International Business Machines Corp.

     70,864,650  
  3,166,823   

Microsoft Corp.

     431,542,970  
       

 

 

 

          608,854,059  
       

 

 

 

    

Technology Hardware & Equipment - 4.8%

  
  532,544   

Apple, Inc.

     113,453,174  
  1,958,125   

Cisco Systems, Inc.

     108,480,125  
  4,162,393   

HP, Inc.

     87,576,748  
  679,052   

Motorola Solutions, Inc.

     112,695,470  
       

 

 

 

          422,205,517  
       

 

 

 

    

Telecommunication Services - 3.9%

  
  1,821,017   

AT&T, Inc.

     62,005,629  


 

The Hartford Dividend and Growth Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  5,150,816   

Verizon Communications, Inc.

     $ 284,685,600  
         

 

 

 

            346,691,229  
         

 

 

 

    

Transportation - 2.3%

                                     
  1,070,393   

Delta Air Lines, Inc.

       65,336,789  
  469,538   

Union Pacific Corp.

       84,493,363  
  464,458   

United Parcel Service, Inc. Class B

       55,488,797  
         

 

 

 

            205,318,949  
         

 

 

 

    

Utilities - 4.4%

    
  1,530,643   

Dominion Energy, Inc.

       113,711,468  
  903,862   

Edison International

       67,373,873  
  2,004,142   

Exelon Corp.

       90,306,639  
  556,223   

NextEra Energy, Inc.

       115,232,719  
         

 

 

 

            386,624,699  
         

 

 

 

    

Total Common Stocks
(cost $6,177,697,000)

     $ 8,572,325,101  
         

 

 

 

Short-Term Investments - 3.0%

 

    

Other Investment Pools & Funds - 3.0%

    
  265,178,117   

BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 2.27%(1)

       265,178,117  
         

 

 

 

    

Total Short-Term Investments
(cost $265,178,117)

     $ 265,178,117  
         

 

 

 

    

Total Investments
(cost $6,442,875,117)

     100.1   $ 8,837,503,218  
    

Other Assets and Liabilities

     (0.1 )%      (4,482,071
       

 

 

 

 

 

 

 

    

Total Net Assets

     100.0   $   8,833,021,147  
       

 

 

 

 

 

 

 

 

Note:

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

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

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

 

*

Non-income producing.

(1)

Current yield as of period end.

 

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

 

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

ADR

   American Depositary Receipt

REIT

   Real Estate Investment Trust


 

The Hartford Dividend and Growth Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2019 in valuing the Fund’s investments.

 

Description    Total      Level 1      Level 2      Level  3(1)  

Assets

           

Common Stocks

           

Automobiles & Components

   $ 37,625,287      $ 37,625,287      $                     —      $                     —  

Banks

     818,772,097        818,772,097                

Capital Goods

     607,793,431        607,793,431                

Consumer Services

     79,609,723        79,609,723                

Diversified Financials

     331,809,449        331,809,449                

Energy

     648,310,751        648,310,751                

Food & Staples Retailing

     140,699,815        140,699,815                

Food, Beverage & Tobacco

     303,608,296        303,608,296                

Health Care Equipment & Services

     508,926,601        508,926,601                

Household & Personal Products

     48,523,022        48,523,022                

Insurance

     650,486,954        650,486,954                

Materials

     356,182,258        356,182,258                

Media & Entertainment

     478,313,129        478,313,129                

Pharmaceuticals, Biotechnology & Life Sciences

     738,059,746        738,059,746                

Real Estate

     252,065,265        252,065,265                

Retailing

     361,703,513        361,703,513                

Semiconductors & Semiconductor Equipment

     240,141,311        240,141,311                

Software & Services

     608,854,059        608,854,059                

Technology Hardware & Equipment

     422,205,517        422,205,517                

Telecommunication Services

     346,691,229        346,691,229                

Transportation

     205,318,949        205,318,949                

Utilities

     386,624,699        386,624,699                

Short-Term Investments

     265,178,117        265,178,117                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $   8,837,503,218      $   8,837,503,218      $      $  
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended July 31, 2019, there were no transfers in and out of Level 3.


 

Hartford Emerging Markets Equity Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Shares or Principal Amount    Market Value

Common Stocks - 94.8%

 

    

Argentina - 0.4%

  
  8,489   

Banco Macro S.A. ADR(1)

   $ 588,118  
  17,197   

Grupo Financiero Galicia S.A. ADR

     631,818  
       

 

 

 

          1,219,936  
       

 

 

 

    

Brazil - 5.9%

  
  91,815   

B3 S.A. - Brasil Bolsa Balcao

     1,015,021  
  253,066   

Banco do Brasil S.A.

     3,263,828  
  44,790   

Cia de Saneamento Basico do Estado de Sao Paulo

     626,721  
  107,100   

Cia de Transmissao de Energia Eletrica Paulista

     679,136  
  232,543   

Cia Siderurgica Nacional S.A.

     1,007,228  
  134,188   

Cosan S.A. Industria e Comercio

     1,789,009  
  52,474   

Eneva S.A.*

     355,845  
  29,960   

Gol Linhas Aereas Inteligentes S.A. ADR

     643,541  
  86,792   

IRB Brasil Resseguros S.A.

     2,160,504  
  130,424   

JBS S.A.

     850,959  
  63,471   

MRV Engenharia e Participacoes S.A.

     337,284  
  199,209   

Petrobras Distribuidora S.A.

     1,388,489  
  102,333   

Qualicorp Consultoria e Corretora de Seguros S.A.

     595,815  
  32,168   

Sul America S.A. UNIT

     354,186  
  220,466   

Vale S.A.

     2,877,464  
       

 

 

 

          17,945,030  
       

 

 

 

    

Cayman Islands - 0.2%

  
  84,555   

Chlitina Holding Ltd.

     663,382  
       

 

 

 

    

Chile - 0.5%

                                   
  39,701   

Cia Cervecerias Unidas S.A. ADR

     1,110,040  
  57,660   

Enel Americas S.A. ADR

     475,695  
       

 

 

 

          1,585,735  
       

 

 

 

    

China - 29.5%

  
  7,904,131   

Agricultural Bank of China Ltd. Class H

     3,199,397  
  770,447   

Air China Ltd. Class H

     748,205  
  54,024   

Alibaba Group Holding Ltd. ADR*

     9,352,095  
  440,821   

Anhui Conch Cement Co., Ltd. Class H

     2,545,405  
  130,996   

ANTA Sports Products Ltd.

     977,876  
  12,327,903   

Bank of China Ltd. Class H

     5,006,209  
  2,672,224   

Bank of Communications Co., Ltd. Class H

     1,944,172  
  332,139   

BYD Electronic International Co., Ltd.

     518,706  
  859,899   

China Aoyuan Group Ltd.

     1,150,201  
  2,066,345   

China Cinda Asset Management Co., Ltd. Class H

     450,772  
  1,681,137   

China CITIC Bank Corp. Ltd. Class H

     931,421  
  6,796,122   

China Construction Bank Corp. Class H

     5,217,588  
  1,032,320   

China Huarong Asset Management Co., Ltd. Class H(2)

     174,039  
  698,000   

China Medical System Holdings Ltd.

     665,822  
  1,195,324   

China Minsheng Banking Corp. Ltd. Class H

     823,350  
  1,229,112   

China National Building Material Co., Ltd. Class H

     1,077,592  
  518,901   

China Oriental Group Co., Ltd.

     231,007  
  567,356   

China Pacific Insurance Group Co., Ltd. Class H

     2,420,044  
  5,098,036   

China Petroleum & Chemical Corp. Class H

     3,272,992  
  307,758   

China Shenhua Energy Co., Ltd. Class H

     607,993  
  661,227   

China Telecom Corp. Ltd. Class H

     294,927  
  2,958,421   

China Tower Corp. Ltd. Class H(2)

     764,598  
  581,368   

CNOOC Ltd.

     958,538  
  15,790   

Ctrip.com International Ltd. ADR*

     615,494  
  381,077   

Daqin Railway Co., Ltd. Class A

     435,984  
  604,832   

Fosun International Ltd.

     790,672  
  850,150   

Great Wall Motor Co., Ltd. Class H

     575,903  
  60,727   

Guangzhou Baiyunshan Pharmaceutical Holdings Co., Ltd. Class H

     249,518  
  445,457   

Guangzhou R&F Properties Co., Ltd. Class H

     805,962  
  1,282,016   

Haitong Securities Co., Ltd. Class H

     1,270,400  
  54,942   

JD.com, Inc. ADR*

     1,643,315  
  17,361   

Kweichow Moutai Co., Ltd. Class A

     2,434,761  
  599,374   

Li Ning Co., Ltd.

     1,477,699  


 

Hartford Emerging Markets Equity Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  271,441   

Luye Pharma Group Ltd.(1)(2)

   $ 209,601  
  104,684   

Luzhou Laojiao Co., Ltd. Class A

     1,215,523  
  6,980   

NetEase, Inc. ADR

     1,611,124  
  172,260   

New China Life Insurance Co., Ltd. Class H

     854,448  
  3,293,852   

People’s Insurance Co., Group of China Ltd. Class H

     1,381,776  
  24,100   

Ping An Insurance Group Co., of China Ltd. Class A

     305,461  
  138,094   

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

     1,627,549  
  31,595   

Qudian, Inc. ADR*

     288,778  
  587,741   

Sany Heavy Industry Co., Ltd. Class A

     1,195,849  
  193,502   

Shenzhen Expressway Co., Ltd. Class H

     229,685  
  175,249   

Sinotruk Hong Kong Ltd.(1)

     256,979  
  659,926   

Sunac China Holdings Ltd.

     2,976,710  
  242,983   

Tencent Holdings Ltd.

     11,321,298  
  346,758   

Tianneng Power International Ltd.

     276,854  
  580,843   

Times China Holdings, Ltd.

     1,019,366  
  111,789   

Tsingtao Brewery Co., Ltd. Class H

     653,825  
  692,666   

Weichai Power Co., Ltd. Class H

     1,067,251  
  92,416   

Wuliangye Yibin Co., Ltd. Class A

     1,605,415  
  379,521   

Yanzhou Coal Mining Co., Ltd. Class H

     334,039  
  63,222   

YiChang HEC ChangJiang Pharmaceutical Co., Ltd. Class H(2)

     318,410  
  158,817   

Yihai International Holding Ltd.*

     842,714  
  114,248   

Yum China Holdings, Inc.

     5,198,284  
  239,125   

Zhejiang Longsheng Group Co., Ltd. Class A

     520,036  
       

 

 

 

          88,943,632  
       

 

 

 

    

Greece - 0.2%

                                   
  46,879   

OPAP S.A.

     527,634  
       

 

 

 

    

Hong Kong - 3.3%

  
  202,590   

China Mobile Ltd.

     1,722,901  
  91,407   

China Overseas Land & Investment Ltd.

     311,612  
  373,499   

China Resources Cement Holdings Ltd.

     341,340  
  3,023,724   

China Unicom Hong Kong Ltd.

     2,945,877  
  2,783,471   

CITIC Ltd.

     3,685,505  
  144,830   

Kingboard Holdings Ltd.

     356,543  
  101,315   

NetDragon Websoft Holdings Ltd.

     253,285  
  1,168,302   

Yuexiu Property Co., Ltd.

     264,104  
       

 

 

 

          9,881,167  
       

 

 

 

    

Hungary - 0.6%

  
  19,653   

MOL Hungarian Oil & Gas plc

     199,452  
  38,309   

OTP Bank Nyrt

     1,595,415  
       

 

 

 

          1,794,867  
       

 

 

 

    

India - 6.7%

  
  486,012   

Adani Power Ltd.*

     427,879  
  80,440   

Bajaj Finance Ltd.

     3,783,141  
  46,806   

Bata India Ltd.

     886,216  
  40,036   

Dr Reddy’s Laboratories Ltd.

     1,490,185  
  50,635   

Escorts Ltd.

     344,136  
  219,956   

Federal Bank Ltd.

     293,970  
  482,328   

GAIL India Ltd.

     900,468  
  18,513   

HCL Technologies Ltd.

     277,623  
  67,470   

Hindustan Petroleum Corp. Ltd.

     259,551  
  135,268   

Indraprastha Gas Ltd.

     593,940  
  77,518   

InterGlobe Aviation Ltd.(2)

     1,750,279  
  16,823   

Jubilant Foodworks Ltd.

     291,974  
  66,976   

Just Dial Ltd.*

     675,871  
  74,358   

LIC Housing Finance Ltd.

     557,703  
  77,122   

Muthoot Finance Ltd.

     678,655  
  306,494   

NCC Ltd.

     324,188  
  43,875   

NIIT Technologies Ltd.

     765,289  
  484,444   

NMDC Ltd.

     762,278  
  890,637   

Oil & Natural Gas Corp. Ltd.

     1,792,014  
  472,228   

Power Finance Corp. Ltd.*

     750,335  
  18,298   

PVR Ltd.

     402,493  
  248,287   

REC Ltd.

     504,176  
  119,428   

UPL Ltd.

     1,029,791  


 

Hartford Emerging Markets Equity Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  167,113   

Wipro Ltd.

   $ 642,140  
       

 

 

 

          20,184,295  
       

 

 

 

    

Indonesia - 2.4%

                                   
  2,013,740   

Astra International Tbk PT

     998,069  
  6,138,381   

Bank Rakyat Indonesia Persero Tbk PT

     1,945,118  
  9,491,394   

Bank Tabungan Pensiunan Nasional Syariah Tbk PT*

     2,146,516  
  1,724,831   

Bukit Asam Tbk PT

     335,213  
  273,050   

Gudang Garam Tbk PT

     1,466,798  
  2,532,222   

Perusahaan Gas Negara Persero Tbk PT

     367,890  
       

 

 

 

          7,259,604  
       

 

 

 

    

Malaysia - 1.1%

  
  257,381   

Genting Bhd

     427,427  
  308,824   

MISC Bhd

     538,767  
  1,094,607   

RHB Bank Bhd

     1,458,945  
  397,852   

Sime Darby Bhd

     210,406  
  756,279   

Telekom Malaysia Bhd

     747,957  
       

 

 

 

          3,383,502  
       

 

 

 

    

Mexico - 2.3%

  
  3,316,472   

America Movil S.A.B. de C.V. Class L

     2,324,191  
  730,312   

Fibra Uno Administracion S.A. de C.V. REIT

     940,150  
  40,414   

Fomento Economico Mexicano S.A.B. de C.V.

     366,649  
  4,059   

Grupo Aeroportuario del Sureste S.A.B. de C.V. ADR

     617,496  
  324,817   

Grupo Financiero Banorte S.A.B. de C.V. Class O

     1,624,954  
  382,165   

Wal-Mart de Mexico S.A.B. de C.V.

     1,127,724  
       

 

 

 

          7,001,164  
       

 

 

 

    

Philippines - 0.3%

  
  341,051   

International Container Terminal Services, Inc.

     904,778  
       

 

 

 

    

Poland - 0.7%

  
  12,656   

Grupa Lotos S.A.

     284,282  
  57,154   

Jastrzebska Spolka Weglowa S.A.*

     574,043  
  125,642   

Powszechna Kasa Oszczednosci Bank Polski S.A.

     1,323,077  
       

 

 

 

          2,181,402  
       

 

 

 

    

Russia - 4.3%

  
  377,181   

Gazprom PJSC ADR

     2,756,968  
  30,877   

LUKOIL PJSC ADR

     2,534,014  
  79,243   

MMC Norilsk Nickel PJSC ADR

     1,832,098  
  263,526   

Sberbank of Russia PJSC ADR

     3,911,797  
  35,047   

Severstal PJSC GDR

     563,906  
  11,513   

Tatneft PJSC ADR

     798,958  
  15,005   

X5 Retail Group N.V. GDR

     501,767  
       

 

 

 

          12,899,508  
       

 

 

 

    

Singapore - 0.1%

  
  332,501   

IGG, Inc.

     315,907  
       

 

 

 

    

South Africa - 5.7%

  
  78,573   

African Rainbow Minerals Ltd.

     967,894  
  46,610   

Anglo American Platinum Ltd.

     2,766,956  
  33,793   

AngloGold Ashanti Ltd.

     580,722  
  139,230   

Exxaro Resources Ltd.

     1,614,495  
  35,452   

Impala Platinum Holdings Ltd.*

     189,131  
  33,505   

Investec Ltd.

     191,424  
  62,703   

Kumba Iron Ore Ltd.

     2,063,590  
  172,543   

MTN Group Ltd.(1)

     1,351,234  
  13,848   

Naspers Ltd. Class N

     3,375,590  
  32,689   

Remgro Ltd.

     405,685  
  32,576   

SPAR Group Ltd.

     416,391  
  379,592   

Telkom S.A. SOC Ltd.

     2,266,547  
  72,470   

Truworths International Ltd.

     313,790  
  161,798   

Woolworths Holdings Ltd.

     617,987  
       

 

 

 

          17,121,436  
       

 

 

 

    

South Korea - 12.4%

  
  9,594   

AfreecaTV Co., Ltd.

     467,459  


 

Hartford Emerging Markets Equity Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  12,970   

Daelim Industrial Co., Ltd.

   $ 1,152,284  
  130,364   

DGB Financial Group, Inc.

     827,779  
  11,023   

Fila Korea Ltd.

     623,738  
  31,918   

GS Engineering & Construction Corp.

     909,071  
  33,057   

Hana Financial Group, Inc.

     967,582  
  16,919   

Hotel Shilla Co., Ltd.

     1,114,983  
  3,099   

Hyundai Department Store Co., Ltd.

     193,309  
  10,855   

Hyundai Mobis Co., Ltd.

     2,196,529  
  13,222   

Hyundai Motor Co.

     1,406,523  
  107,014   

Industrial Bank of Korea

     1,185,346  
  70,402   

KB Financial Group, Inc.

     2,572,616  
  108,345   

Kia Motors Corp.

     3,990,882  
  4,680   

Korea Investment Holdings Co., Ltd.

     291,972  
  78,469   

KT Corp.

     925,934  
  5,548   

Kumho Petrochemical Co., Ltd.

     380,459  
  14,161   

LG Electronics, Inc.

     775,445  
  1,351   

LG Household & Health Care Ltd.

     1,430,473  
  270,625   

Meritz Securities Co., Ltd.

     1,150,465  
  17,710   

Partron Co., Ltd.

     214,057  
  5,725   

POSCO

     1,079,062  
  244,322   

Samsung Electronics Co., Ltd.

     9,253,624  
  25,904   

Samsung Engineering Co., Ltd.*

     357,376  
  86,884   

Shinhan Financial Group Co., Ltd.

     3,182,440  
  1,136   

Shinsegae, Inc.

     241,626  
  48,977   

Woori Financial Group, Inc.

     541,056  
       

 

 

 

          37,432,090  
       

 

 

 

    

Taiwan - 12.2%

                                   
  130,910   

Accton Technology Corp.

     557,267  
  244,455   

Arcadyan Technology Corp.*

     839,405  
  1,912,381   

Asia Cement Corp.

     2,557,790  
  1,646,015   

AU Optronics Corp.

     434,578  
  202,149   

Chailease Holding Co., Ltd.

     848,020  
  728,664   

Chipbond Technology Corp.

     1,460,913  
  151,876   

Elan Microelectronics Corp.*

     387,108  
  165,643   

Elite Material Co., Ltd.

     630,268  
  137,479   

Feng TAY Enterprise Co., Ltd.

     914,244  
  46,232   

Giant Manufacturing Co., Ltd.

     352,888  
  1,031,281   

Hon Hai Precision Industry Co., Ltd.

     2,585,184  
  50,471   

International Games System Co., Ltd.

     499,029  
  187,213   

ITEQ Corp.

     815,542  
  418,920   

King Yuan Electronics Co., Ltd.

     434,848  
  20,972   

Largan Precision Co., Ltd.

     2,834,962  
  169,753   

Makalot Industrial Co., Ltd.

     991,125  
  135,717   

Merry Electronics Co., Ltd.

     652,895  
  365,881   

Novatek Microelectronics Corp.

     1,932,241  
  183,919   

Radiant Opto-Electronics Corp.

     722,762  
  313,733   

Realtek Semiconductor Corp.

     2,083,602  
  142,516   

Shin Zu Shing Co., Ltd.

     572,184  
  23,444   

Simplo Technology Co., Ltd.

     182,181  
  635,931   

Taishin Financial Holding Co., Ltd.

     297,601  
  819,207   

Taiwan Semiconductor Manufacturing Co., Ltd.

     6,736,381  
  660,119   

Uni-President Enterprises Corp.

     1,708,696  
  408,673   

Unimicron Technology Corp.

     493,389  
  3,651,724   

United Microelectronics Corp.

     1,621,353  
  400,309   

Wistron Corp.

     297,394  
  2,158,704   

Yuanta Financial Holding Co., Ltd.

     1,209,451  
  278,173   

Zhen Ding Technology Holding Ltd.

     1,011,975  
       

 

 

 

          36,665,276  
       

 

 

 

    

Thailand - 5.0%

  
  59,154   

Bangkok Bank PCL

     346,227  
  2,588,439   

Charoen Pokphand Foods PCL

     2,335,529  
  1,171,908   

CP ALL PCL

     3,286,525  
  113,873   

Electricity Generating PCL

     1,218,150  
  217,376   

Krungthai Card PCL

     337,496  
  934,334   

PTG Energy PCL

     683,548  


 

Hartford Emerging Markets Equity Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  938,934   

PTT Exploration & Production PCL

   $ 4,136,744  
  1,190,201   

Sino-Thai Engineering & Construction PCL

     986,836  
  381,732   

Sri Trang Agro-Industry PCL

     147,703  
  507,718   

Thai Beverage PCL

     307,534  
  735,557   

Thai Union Group PCL

     450,642  
  525,973   

Thai Union Group PCL Class F

     323,228  
  247,905   

Thanachart Capital PCL

     475,578  
       

 

 

 

          15,035,740  
       

 

 

 

    

Turkey - 0.8%

                                   
  99,434   

Pegasus Hava Tasimaciligi AS*

     845,485  
  93,660   

Tekfen Holding AS

     395,517  
  88,146   

Turkcell Iletisim Hizmetleri AS

     205,411  
  340,557   

Turkiye Is Bankasi AS Class C*

     379,178  
  273,707   

Turkiye Vakiflar Bankasi TAO Class D(1)

     248,135  
  700,828   

Yapi ve Kredi Bankasi AS*

     341,152  
       

 

 

 

          2,414,878  
       

 

 

 

    

United Arab Emirates - 0.2%

  
  940,741   

Aldar Properties PJSC

     589,538  
       

 

 

 

    

Total Common Stocks
(cost $285,454,093)

   $ 285,950,501  
       

 

 

 

Preferred Stocks - 2.6%

  
    

Brazil - 2.6%

  
  232,420   

Banco Bradesco S.A.

     2,101,089  
  84,700   

Banco do Estado do Rio Grande do Sul S.A. Class B, 4.34%

     521,781  
  80,100   

Cia Brasileira de Distribuicao

     1,963,487  
  142,700   

Petroleo Brasileiro S.A.

     975,177  
  167,400   

Telefonica Brasil S.A. *

     2,294,082  
       

 

 

 

          7,855,616  
       

 

 

 

    

Total Preferred Stocks
(cost $7,499,800)

   $ 7,855,616  
       

 

 

 

    

Total Long-Term Investments
(cost $292,953,893)

   $ 293,806,117  
       

 

 

 

Short-Term Investments - 3.6%

  
    

Other Investment Pools & Funds - 3.0%

  
  8,996,176   

BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 2.27%(3)

     8,996,176  
       

 

 

 

    

Securities Lending Collateral - 0.6%

  
  101,021   

Citibank NA DDCA, 2.37%, 8/1/2019(3)

     101,021  
  1,145,928   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.23%(3)

     1,145,928  
  168,460   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.21%(3)

     168,460  
  160,426   

Invesco Government & Agency Portfolio, Institutional Class, 2.23%(3)

     160,426  
  408,786   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.20%(3)

     408,786  
  35,814   

Western Asset Institutional Government Class A Fund, Institutional Class, 2.19%(3)

     35,814  
       

 

 

 

          2,020,435  
       

 

 

 

    

Total Short-Term Investments
(cost $11,016,611)

   $ 11,016,611  
       

 

 

 


 

Hartford Emerging Markets Equity Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

                          Total Investments
  (cost $303,970,504)
     101.0%     

$

304,822,728

 

     Other Assets and Liabilities      (1.0)%        (3,047,023
       

 

 

 

  

 

 

 
     Total Net Assets      100.0%      $ 301,775,705  
       

 

 

 

  

 

 

 

 

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.

 

*

Non-income producing.

(1)

Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments for securities lending information.

(2)

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At July 31, 2019, the aggregate value of these securities was $3,216,927, representing 1.1% of net assets.

(3)

Current yield as of period end.

 

Futures Contracts Outstanding at July 31, 2019  
Description  

Number

of

Contracts

        Expiration Date    

Current

Notional

Amount

    

Value and

Unrealized

Appreciation/

    (Depreciation)    

 

Long position contracts:

        

MSCI Emerging Market Index Future

    87       09/20/2019     $ 4,461,360      $ (82,376)  
        

 

 

 
        
        

 

 

 

Total futures contracts

         $ (82,376)  
        

 

 

 

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)   

 

Index Abbreviations:

MSCI

   Morgan Stanley Capital International

 

Other Abbreviations:

ADR

   American Depositary Receipt

DDCA

   Dollars on Deposit in Custody Account

MTN

   Medium Term Note

PJSC

   Private Joint Stock Company

PT

   Perseroan Terbatas

REIT

   Real Estate Investment Trust


 

Hartford Emerging Markets Equity Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2019 in valuing the Fund’s investments.

 

Description    Total     Level 1     Level 2      Level  3(1)

Assets

         

Common Stocks

         

Argentina

   $ 1,219,936     $ 1,219,936     $      $  

Brazil

     17,945,030       17,945,030               

Cayman Islands

     663,382             663,382         

Chile

     1,585,735       1,585,735               

China

     88,943,632       18,709,090       70,234,542         

Greece

     527,634             527,634         

Hong Kong

     9,881,167             9,881,167         

Hungary

     1,794,867             1,794,867         

India

     20,184,295             20,184,295         

Indonesia

     7,259,604       2,146,516       5,113,088         

Malaysia

     3,383,502       1,458,945       1,924,557         

Mexico

     7,001,164       7,001,164               

Philippines

     904,778       904,778               

Poland

     2,181,402             2,181,402         

Russia

     12,899,508       2,897,771       10,001,737         

Singapore

     315,907             315,907         

South Africa

     17,121,436       191,424       16,930,012         

South Korea

     37,432,090       925,934       36,506,156         

Taiwan

     36,665,276             36,665,276         

Thailand

     15,035,740       13,931,337       1,104,403         

Turkey

     2,414,878             2,414,878         

United Arab Emirates

     589,538             589,538         

Preferred Stocks

     7,855,616       7,855,616               

Short-Term Investments

     11,016,611       11,016,611               
  

 

 

   

 

 

   

 

 

    

 

 

 

Total

   $     304,822,728     $     87,789,887     $     217,032,841      $                 —   
  

 

 

   

 

 

   

 

 

    

 

 

 

Liabilities

         

Futures Contracts(2)

   $ (82,376   $ (82,376   $      $  
  

 

 

   

 

 

   

 

 

    

 

 

 

Total

   $ (82,376   $ (82,376   $      $  
  

 

 

   

 

 

   

 

 

    

 

 

 

(1) For the period ended July 31, 2019, 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 Hartford Emerging Markets Local Debt Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Shares or Principal Amount

        Market Value

Corporate Bonds - 24.3%

     
    

Argentina - 0.5%

                                   
    

Cia Latinoamericana de Infraestructura & Servicios S.A.

  
$   125,000   

9.50%, 07/20/2023(1)

   $ 85,314  
    

Genneia S.A.

  
  275,000   

8.75%, 01/20/2022(2)

     256,094  
    

IRSA Propiedades Comerciales S.A.

  
  50,000   

8.75%, 03/23/2023(1)

     48,310  
    

Rio Energy S.A.

  
  325,000   

6.88%, 02/01/2025(2)

     242,531  
    

Transportadora de Gas del Sur S.A.

  
  250,000   

6.75%, 05/02/2025(1)

     234,125  
       

 

 

 

          866,374  
       

 

 

 

    

Austria - 0.4%

  
    

Suzano Austria GmbH

  
  405,000   

6.00%, 01/15/2029(1)

     446,998  
  200,000   

7.00%, 03/16/2047(1)

     231,700  
       

 

 

 

          678,698  
       

 

 

 

    

Azerbaijan - 0.6%

  
    

Southern Gas Corridor CJSC

  
  600,000   

6.88%, 03/24/2026(1)

     704,839  
    

State Oil Co. of the Azerbaijan Republic

  
  260,000   

6.95%, 03/18/2030(2)

     311,501  
       

 

 

 

          1,016,340  
       

 

 

 

    

Bermuda - 0.2%

  
    

Ooredoo International Finance Ltd.

  
  275,000   

3.25%, 02/21/2023(2)

     279,125  
       

 

 

 

    

Brazil - 0.6%

  
    

Banco do Brasil S.A.

  
  270,000   

4.75%, 03/20/2024, 5 year EUR Swap + 7.591%(1)(3)

     282,825  
    

Globo Comunicacao e Participacoes S.A.

  
  400,000   

5.13%, 03/31/2027(2)

     406,000  
    

Itau Unibanco Holding S.A.

  
  255,000   

6.13%, 12/12/2022, (6.13% fixed rate until 12/12/2022; 12 mo. USD CMT + 3.981%
thereafter)(1)(4)(5)

     258,825  
       

 

 

 

          947,650  
       

 

 

 

    

British Virgin Islands - 1.9%

  
    

Gold Fields Orogen Holdings BVI Ltd.

  
  200,000   

5.13%, 05/15/2024(1)

     208,260  
  200,000   

6.13%, 05/15/2029(1)

     218,500  
    

HLP Finance Ltd.

  
  470,000   

4.75%, 06/25/2022(2)

     492,198  
    

Huarong Finance Co., Ltd.

  
  550,000   

4.50%, 01/24/2022, (4.50% fixed rate until 01/24/2022; 5 year USD CMT + 7.773%
thereafter)(2)(4)(5)

     553,122  
    

Sinopec Group Overseas Development Ltd.

  
  325,000   

3.25%, 09/13/2027(1)

     329,556  
    

SmarTone Finance Ltd.

  
  615,000   

3.88%, 04/08/2023(2)

     629,071  
    

Star Energy Geothermal Wayang Windu Ltd.

  
  431,100   

6.75%, 04/24/2033(1)

     443,533  
    

Yingde Gases Investment Ltd.

  
  200,000   

6.25%, 01/19/2023(2)

     203,217  
       

 

 

 

          3,077,457  
       

 

 

 

    

Canada - 0.1%

  
    

Frontera Energy Corp.

  
  200,000   

9.70%, 06/25/2023(1)

     214,330  
       

 

 

 

    

Cayman Islands - 2.6%

  
    

ADCB Finance Cayman Ltd.

  
  465,000   

4.00%, 03/29/2023(1)

     486,046  


 

The Hartford Emerging Markets Local Debt Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Bioceanico Sovereign Certificate Ltd.

  
$   505,000   

0.00%, 06/05/2034(1)(6)

   $ 344,663  
    

China Evergrande Group

  
HKD   2,000,000   

4.25%, 02/14/2023(2)

     237,357  
    

Comcel Trust via Comunicaciones Celulares S.A.

  
$   245,000   

6.88%, 02/06/2024(2)

     253,575  
    

Gems Menasa Ltd.

  
  500,000   

7.13%, 07/31/2026(1)

     510,625  
    

Grupo Aval Ltd.

  
  225,000   

4.75%, 09/26/2022(2)

     229,784  
    

ICD Funding Ltd.

  
  790,000   

4.63%, 05/21/2024(2)

     823,714  
    

Lima Metro Line 2 Finance Ltd.

  
  235,000   

4.35%, 04/05/2036(1)(7)

     241,756  
    

Semiconductor Manufacturing International Corp.

  
  200,000   

4.13%, 10/07/2019(2)

     200,332  
    

Shimao Property Holdings Ltd.

  
  500,000   

5.20%, 01/30/2025(2)

     503,713  
    

Termocandelaria Power Ltd.

  
  305,000   

7.88%, 01/30/2029(1)

     333,597  
    

Yuzhou Properties Co., Ltd.

  
  200,000   

6.00%, 10/25/2023(2)

     187,996  
       

 

 

 

          4,353,158  
       

 

 

 

    

Chile - 0.9%

                                   
    

Celulosa Arauco y Constitucion S.A.

  
  200,000   

4.50%, 08/01/2024

     210,002  
  200,000   

5.50%, 04/30/2049(1)

     216,000  
    

Corp. Nacional del Cobre de Chile

  
  400,000   

5.63%, 09/21/2035(1)

     494,355  
    

Empresa Electrica Angamos S.A.

  
  304,325   

4.88%, 05/25/2029(2)

     319,816  
    

Empresa Nacional de Telecomunicaciones S.A.

  
  250,000   

4.75%, 08/01/2026(2)

     262,753  
       

 

 

 

          1,502,926  
       

 

 

 

    

China - 0.2%

  
    

Industrial & Commercial Bank of China Ltd.

  
  225,000   

4.88%, 09/21/2025(1)

     243,901  
       

 

 

 

    

Colombia - 0.5%

  
    

Banco de Bogota S.A.

  
  200,000   

6.25%, 05/12/2026(2)

     223,000  
  200,000   

6.25%, 05/12/2026(1)

     223,000  
    

Empresa de Telecomunicaciones de Bogota

  
COP   280,000,000   

7.00%, 01/17/2023(1)

     77,666  
    

Transportadora de Gas Internacional S.A. ESP

  
$   225,000   

5.55%, 11/01/2028(1)

     255,096  
       

 

 

 

          778,762  
       

 

 

 

    

Dominican Republic - 0.1%

  
    

Aeropuertos Dominicanos Siglo S.A.

  
  200,000   

6.75%, 03/30/2029(1)

     210,500  
       

 

 

 

    

Hong Kong - 0.5%

  
    

CMB Wing Lung Bank Ltd.

  
  275,000   

3.75%, 11/22/2027, (3.75% fixed rate until 11/22/2022; 12 mo. USD CMT + 1.750% thereafter)(2)(5)

     273,859  
    

ICBCIL Finance Co., Ltd.

  
  200,000   

3.00%, 04/05/2020(2)

     200,159  
    

Nanyang Commercial Bank, Ltd.

  
  300,000   

5.00%, 06/02/2022, (5.00% fixed rate until 06/02/2022; 5 year USD CMT + 3.205% thereafter)(2)(4)(5)

     294,006  
       

 

 

 

          768,024  
       

 

 

 

    

India - 0.7%

  
    

Bharti Airtel Ltd.

  
  495,000   

4.38%, 06/10/2025(2)

     502,291  


 

The Hartford Emerging Markets Local Debt Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

ICICI Bank Ltd.

  
$   425,000   

3.80%, 12/14/2027(1)

   $ 430,056  
    

JSW Steel Ltd.

  
  240,000   

5.25%, 04/13/2022(2)

     244,875  
       

 

 

 

          1,177,222  
       

 

 

 

    

Indonesia - 0.2%

                                   
    

Jasa Marga Persero Tbk PT

  
IDR   2,620,000,000   

7.50%, 12/11/2020(1)

     183,368  
    

Wijaya Karya Persero Tbk PT

  
  2,040,000,000   

7.70%, 01/31/2021(1)

     140,453  
       

 

 

 

          323,821  
       

 

 

 

    

Ireland - 0.6%

  
    

Eurotorg LLC Via Bonitron DAC

  
$   200,000   

8.75%, 10/30/2022(1)

     211,700  
  200,000   

8.75%, 10/30/2022(2)

     211,700  
    

Koks OAO Via Koks Finance DAC

  
  235,000   

7.50%, 05/04/2022(2)

     245,422  
    

Russian Railways Via RZD Capital plc

  
GBP   225,000   

7.49%, 03/25/2031(2)

     350,237  
       

 

 

 

          1,019,059  
       

 

 

 

    

Israel - 0.1%

  
    

Israel Electric Corp. Ltd.

  
$   200,000   

4.25%, 08/14/2028(1)(2)

     209,106  
       

 

 

 

    

Jersey - 0.1%

  
    

West China Cement Ltd.

  
  198,050   

6.50%, 09/11/2019(2)

     198,050  
       

 

 

 

    

Luxembourg - 2.0%

  
    

Aegea Finance S.a.r.l.

  
  200,000   

5.75%, 10/10/2024(1)

     207,752  
    

Atento Luxco 1 S.A.

  
  500,000   

6.13%, 08/10/2022(1)

     508,500  
    

CSN Resources S.A.

  
  475,000   

7.63%, 04/17/2026(1)

     506,172  
    

European Investment Bank

  
ZAR   23,270,000   

0.00%, 10/18/2032(6)

     534,194  
    

Kernel Holding S.A.

  
$   230,000   

8.75%, 01/31/2022(2)

     244,216  
    

Millicom International Cellular S.A.

  
  200,000   

5.13%, 01/15/2028(1)

     204,750  
  200,000   

6.25%, 03/25/2029(1)

     215,850  
    

Minerva Luxembourg S.A.

  
  450,000   

6.50%, 09/20/2026(2)

     458,438  
    

Rede D’or Finance S.a.r.l.

  
  255,000   

4.95%, 01/17/2028(1)

     255,051  
    

Rumo Luxembourg S.a.r.l.

  
  200,000   

5.88%, 01/18/2025(1)

     212,002  
       

 

 

 

          3,346,925  
       

 

 

 

    

Mauritius - 0.3%

  
    

Azure Power Energy Ltd.

  
  200,000   

5.50%, 11/03/2022(2)

     201,668  
    

MTN Mauritius Investments Ltd.

  
  200,000   

5.37%, 02/13/2022(1)

     206,652  
       

 

 

 

          408,320  
       

 

 

 

    

Mexico - 1.6%

  
    

Banco Inbursa S.A. Institucion de Banca Multiple

  
  265,000   

4.38%, 04/11/2027(1)

     263,677  
    

Banco Mercantil del Norte S.A.

  
  200,000   

7.50%, 06/27/2029, (7.50% fixed rate until 06/27/2029; 10 year USD CMT + 5.470% thereafter)(1)(4)(5)

     201,800  
    

BBVA Bancomer S.A.

  
  235,000   

5.13%, 01/18/2033, (5.13% fixed rate until 01/17/2028; 12 mo. USD CMT + 2.650% thereafter)(1)(5)

     225,894  


 

The Hartford Emerging Markets Local Debt Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Grupo Bimbo S.A.B. de C.V.

  
$   200,000   

3.88%, 06/27/2024(2)

   $ 205,695  
  200,000   

4.70%, 11/10/2047(1)

     204,778  
    

Infraestructura Energetica Nova S.A.B. de C.V.

  
  400,000   

3.75%, 01/14/2028(2)

     377,500  
    

Petroleos Mexicanos

  
  190,000   

5.63%, 01/23/2046

     155,135  
  250,000   

6.35%, 02/12/2048

     218,175  
  125,000   

6.75%, 09/21/2047

     113,300  
    

Trust F

  
  240,000   

4.87%, 01/15/2030(1)

     240,540  
  200,000   

5.25%, 01/30/2026(1)

     209,252  
  200,000   

6.39%, 01/15/2050(1)

     204,750  
       

 

 

 

          2,620,496  
       

 

 

 

    

Mongolia - 0.1%

                                   
    

Mongolian Mortgage Corp. Hfc LLC

  
  200,000   

9.75%, 01/29/2022(1)

     203,033  
       

 

 

 

    

Morocco - 0.2%

  
    

OCP S.A.

  
  275,000   

4.50%, 10/22/2025(2)

     285,656  
       

 

 

 

    

Netherlands - 2.4%

  
    

Braskem Netherlands Finance B.V.

  
  200,000   

4.50%, 01/10/2028(2)

     201,940  
    

Equate Petrochemical B.V.

  
  270,000   

3.00%, 03/03/2022(2)

     270,562  
    

Greenko Dutch B.V.

  
  200,000   

5.25%, 07/24/2024(1)

     200,468  
  250,000   

5.25%, 07/24/2024(2)

     250,585  
    

ICTSI Treasury B.V.

  
  240,000   

5.88%, 09/17/2025(2)

     260,799  
    

IHS Netherlands Holdco B.V.

  
  200,000   

9.50%, 10/27/2021(1)

     206,760  
    

Metinvest B.V.

  
  460,000   

7.75%, 04/23/2023(1)

     480,930  
    

Minejesa Capital B.V.

  
  260,000   

4.63%, 08/10/2030(2)

     265,482  
  270,000   

5.63%, 08/10/2037(2)

     290,259  
    

Mong Duong Finance Holdings B.V.

  
  250,000   

5.13%, 05/07/2029(1)(7)

     252,339  
    

Myriad International Holdings B.V.

  
  330,000   

5.50%, 07/21/2025(2)

     364,743  
    

Nostrum Oil & Gas Finance B.V.

  
  395,000   

7.00%, 02/16/2025(1)

     237,000  
    

Petrobras Global Finance B.V.

  
  170,000   

5.75%, 02/01/2029

     182,432  
  90,000   

7.38%, 01/17/2027

     106,353  
    

Teva Pharmaceutical Finance Netherlands B.V.

  
  500,000   

6.75%, 03/01/2028(8)

     447,500  
       

 

 

 

          4,018,152  
       

 

 

 

    

Nigeria - 0.3%

  
    

Access Bank plc

  
  300,000   

10.50%, 10/19/2021(1)

     336,000  
    

Zenith Bank plc

  
  200,000   

7.38%, 05/30/2022(1)

     214,500  
       

 

 

 

          550,500  
       

 

 

 

    

Panama - 0.2%

  
    

Aeropuerto Internacional de Tocumen S.A.

  
  200,000   

6.00%, 11/18/2048(1)

     243,250  
       

 

 

 

    

Peru - 1.2%

  
    

Hunt Oil Co. of Peru LLC Sucursal Del Peru

  
  210,000   

6.38%, 06/01/2028(1)

     236,565  
  220,000   

6.38%, 06/01/2028(2)

     247,830  


 

The Hartford Emerging Markets Local Debt Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Kallpa Generacion S.A.

  
$   295,000   

4.13%, 08/16/2027(1)

   $ 301,637  
    

Peru LNG Srl

  
  445,000   

5.38%, 03/22/2030(1)

     484,605  
    

SAN Miguel Industrias Pet S.A.

  
  270,000   

4.50%, 09/18/2022(1)

     273,713  
    

Telefonica del Peru SAA

  
PEN   1,500,000   

7.38%, 04/10/2027(1)

     481,308  
       

 

 

 

          2,025,658  
       

 

 

 

    

Philippines - 0.2%

                                   
    

SM Investments Corp.

  
$   240,000   

4.88%, 06/10/2024(2)

     250,166  
       

 

 

 

    

Saudi Arabia - 0.1%

  
    

Saudi Arabian Oil Co.

  
  210,000   

2.75%, 04/16/2022(1)

     211,152  
       

 

 

 

    

Singapore - 0.7%

  
    

BOC Aviation Ltd.

  
  470,000   

3.88%, 04/27/2026(1)

     481,207  
    

Medco Oak Tree Pte Ltd.

  
  400,000   

7.38%, 05/14/2026(1)

     403,531  
    

United Overseas Bank Ltd.

  
  275,000   

2.88%, 03/08/2027, (2.88% fixed rate until 03/08/2022; 5 year USD Swap + 1.654% thereafter)(2)(5)

     273,856  
       

 

 

 

          1,158,594  
       

 

 

 

    

South Africa - 0.3%

  
    

Eskom Holdings SOC Ltd.

  
  250,000   

5.75%, 01/26/2021(2)

     250,625  
  225,000   

6.75%, 08/06/2023(2)

     232,063  
       

 

 

 

          482,688  
       

 

 

 

    

South Korea - 0.6%

  
    

Shinhan Bank Co., Ltd.

  
  325,000   

3.75%, 09/20/2027(1)

     330,681  
    

Woori Bank Subordinated

  
  520,000   

5.13%, 08/06/2028(1)

     578,414  
       

 

 

 

          909,095  
       

 

 

 

    

Spain - 0.2%

  
    

International Airport Finance S.A.

  
  250,000   

12.00%, 03/15/2033(1)

     281,000  
       

 

 

 

    

Thailand - 0.5%

  
    

Bangkok Bank PCL

  
  265,000   

4.45%, 09/19/2028(1)

     289,436  
    

Krung Thai Bank PCL

  
  225,000   

5.20%, 12/26/2024, (5.20% fixed rate until 12/26/2019; 5 year USD CMT + 3.535% thereafter)(2)(5)

     226,366  
    

Thaioil Treasury Center Co., Ltd.

  
  255,000   

5.38%, 11/20/2048(1)

     316,848  
       

 

 

 

          832,650  
       

 

 

 

    

Togo - 0.3%

  
    

Ecobank Transnational, Inc.

  
  475,000   

9.50%, 04/18/2024(1)

     539,538  
       

 

 

 

    

Turkey - 0.7%

  
    

Turkcell Iletisim Hizmetleri AS

  
  300,000   

5.80%, 04/11/2028(2)

     281,397  
    

Turkiye Sinai Kalkinma Bankasi AS

  
  325,000   

5.50%, 01/16/2023(2)

     302,478  
    

Turkiye Vakiflar Bankasi TAO

  
  310,000   

5.75%, 01/30/2023(1)

     290,767  
    

Yapi ve Kredi Bankasi AS

  
  300,000   

6.10%, 03/16/2023(2)

     289,480  
       

 

 

 

          1,164,122  
       

 

 

 


 

The Hartford Emerging Markets Local Debt Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

United Arab Emirates - 1.0%

  
    

Abu Dhabi Crude Oil Pipeline LLC

  
$   265,000   

4.60%, 11/02/2047(2)

   $ 299,119  
    

Abu Dhabi National Energy Co. PJSC

                                   
  380,000   

4.88%, 04/23/2030(1)

     425,607  
  200,000   

6.50%, 10/27/2036(1)

     266,716  
    

Emirates SembCorp Water and Power Co. PJSC

  
  420,000   

4.45%, 08/01/2035(1)

     442,680  
    

Tabreed Sukuk Spc Ltd.

  
  225,000   

5.50%, 10/31/2025(2)

     247,473  
       

 

 

 

          1,681,595  
       

 

 

 

    

United Kingdom - 0.3%

  
    

European Bank for Reconstruction & Development

  
ZAR   550,000   

0.00%, 12/31/2020(6)

     34,878  
    

Liquid Telecommunications Financing plc

  
$   270,000   

8.50%, 07/13/2022(1)

     271,717  
    

Tullow Oil plc

  
  255,000   

7.00%, 03/01/2025(1)

     256,594  
       

 

 

 

          563,189  
       

 

 

 

    

United States - 0.3%

  
    

SASOL Financing USA LLC

  
  200,000   

5.88%, 03/27/2024

     214,308  
  200,000   

6.50%, 09/27/2028

     225,138  
       

 

 

 

          439,446  
       

 

 

 

    

Total Corporate Bonds
(cost $38,628,689)

   $ 40,079,728  
       

 

 

 

Foreign Government Obligations - 66.4%

  
    

Argentina - 1.2%

  
    

Argentina Bonos Adjusted Certificate

  
ARS   2,411,846   

4.00%, 03/06/2020(9)

     47,789  
    

Argentina Treasury Bill

  
  2,550,000   

0.00%, 04/30/2020(6)

     66,980  
    

Argentine Bonos del Tesoro

  
  5,840,763   

15.50%, 10/17/2026

     88,591  
  8,645,000   

16.00%, 10/17/2023

     130,317  
  127,125   

18.20%, 10/03/2021

     1,868  
    

Argentine Republic Government International Bond

  
$   305,000   

5.88%, 01/11/2028

     240,187  
  450,000   

7.63%, 04/22/2046

     361,350  
    

Autonomous City of Buenos Aires Argentina

  
  180,900   

8.95%, 02/19/2021(2)

     182,259  
ARS   3,970,000   

52.51%, 03/29/2024, BADLAR + 3.250%(3)

     72,624  
    

Provincia de Buenos Aires

  
$   150,000   

9.13%, 03/16/2024(1)

     126,001  
    

Provincia de Cordoba

  
  580,000   

7.13%, 06/10/2021(2)

     515,336  
  185,000   

7.13%, 08/01/2027(2)

     141,525  
       

 

 

 

          1,974,827  
       

 

 

 

    

Brazil - 5.3%

  
    

Brazil Letras do Tesouro Nacional

  
BRL   4,168,000   

6.69%, 07/01/2021(10)

     982,982  
  8,539,000   

6.76%, 01/01/2022(10)

     1,948,023  
    

Brazil Notas do Tesouro Nacional

  
  4,458,465   

6.00%, 08/15/2024(9)

     1,333,254  
  2,263,180   

6.00%, 08/15/2050(9)

     838,529  
  7,680,000   

10.00%, 01/01/2023

     2,225,598  
  16,000   

10.00%, 01/01/2025

     4,765  
  4,209,000   

10.00%, 01/01/2027

     1,278,831  
  585,000   

10.00%, 01/01/2029

     180,772  
       

 

 

 

          8,792,754  
       

 

 

 

    

Cayman Islands - 0.3%

  
    

Dubai DOF Sukuk Ltd.

  


 

The Hartford Emerging Markets Local Debt Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   270,000   

3.88%, 01/30/2023(2)

   $ 277,780  
  200,000   

5.00%, 04/30/2029(2)

     220,488  
       

 

 

 

          498,268  
       

 

 

 

    

Chile - 2.0%

                                   
    

Bonos de la Tesoreria de la Republica en pesos

  
CLP   1,155,000,000   

4.70%, 09/01/2030(1)(2)

     1,920,024  
  565,000,000   

5.00%, 03/01/2035

     993,310  
  205,000,000   

6.00%, 01/01/2043

     423,357  
       

 

 

 

          3,336,691  
       

 

 

 

    

Colombia - 4.4%

  
    

Colombian TES

  
COP   2,059,223,510   

3.30%, 03/17/2027(9)

     669,566  
  3,468,264,773   

4.75%, 02/23/2023(9)

     1,165,969  
  5,486,700,000   

6.00%, 04/28/2028

     1,688,260  
  2,056,100,000   

6.25%, 11/26/2025

     651,659  
  2,757,800,000   

7.00%, 06/30/2032

     899,984  
  797,000,000   

7.25%, 10/18/2034

     266,616  
  4,045,600,000   

7.50%, 08/26/2026

     1,369,414  
  1,142,600,000   

7.75%, 09/18/2030

     397,474  
  528,000,000   

10.00%, 07/24/2024

     194,493  
       

 

 

 

          7,303,435  
       

 

 

 

    

Czech Republic - 2.6%

  
    

Czech Republic Government Bond

  
CZK   10,250,000   

0.25%, 02/10/2027

     408,480  
  20,560,000   

0.95%, 05/15/2030(2)

     848,962  
  21,850,000   

1.00%, 06/26/2026(2)

     923,032  
  12,650,000   

2.50%, 08/25/2028(2)

     601,105  
  30,870,000   

2.75%, 07/23/2029

     1,514,664  
       

 

 

 

          4,296,243  
       

 

 

 

    

Dominican Republic - 0.7%

  
    

Dominican Republic International Bond

  
$   525,000   

5.50%, 01/27/2025(2)

     557,818  
DOP   8,450,000   

8.90%, 02/15/2023(1)

     165,920  
  21,450,000   

9.75%, 06/05/2026(1)

     433,766  
       

 

 

 

          1,157,504  
       

 

 

 

    

Egypt - 0.5%

  
    

Egypt Government International Bond

  
EUR   250,000   

4.75%, 04/16/2026(2)

     286,804  
  225,000   

6.38%, 04/11/2031(1)

     263,945  
$   200,000   

8.70%, 03/01/2049(1)

     218,500  
       

 

 

 

          769,249  
       

 

 

 

    

El Salvador - 0.1%

  
    

El Salvador Republic Government Bond

  
  215,000   

7.13%, 01/20/2050(1)

     218,225  
       

 

 

 

    

Hungary - 2.2%

  
    

Hungary Government Bond

  
HUF   227,650,000   

0.50%, 04/21/2021

     775,858  
  206,550,000   

2.75%, 12/22/2026

     750,059  
  130,090,000   

3.00%, 10/27/2027

     480,663  
  229,780,000   

5.50%, 06/24/2025

     956,336  
  64,630,000   

6.00%, 11/24/2023

     265,390  
  80,430,000   

6.75%, 10/22/2028

     381,129  
       

 

 

 

          3,609,435  
       

 

 

 

    

India - 0.2%

  
    

India Government Bond

  
INR   19,350,000   

7.32%, 01/28/2024

     292,769  
       

 

 

 

    

Indonesia - 5.7%

  
    

Indonesia Treasury Bond

  
IDR   11,167,000,000   

5.63%, 05/15/2023

     770,529  
  10,229,000,000   

7.00%, 05/15/2027

     722,459  
  24,760,000,000   

7.50%, 08/15/2032

     1,740,018  


 

The Hartford Emerging Markets Local Debt Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  3,270,000,000   

7.50%, 06/15/2035

   $ 231,100  
  9,521,000,000   

7.50%, 05/15/2038

     662,578  
  5,281,000,000   

8.25%, 05/15/2029

     400,157  
  6,249,000,000   

8.25%, 06/15/2032

     468,744  
  4,492,000,000   

8.25%, 05/15/2036

     335,835  
  19,149,000,000   

8.38%, 09/15/2026

     1,456,428  
  11,604,000,000   

8.38%, 03/15/2034

     879,452  
  11,490,000,000   

8.75%, 05/15/2031

     896,830  
  4,545,000,000   

8.75%, 02/15/2044

     352,024  
  6,506,000,000   

9.00%, 03/15/2029

     512,255  
       

 

 

 

          9,428,409  
       

 

 

 

    

Kenya - 0.3%

                                   
    

Kenya Government International Bond

 

$   200,000   

7.00%, 05/22/2027(1)

     209,157  
  200,000   

8.00%, 05/22/2032(1)

     212,113  
       

 

 

 

          421,270  
       

 

 

 

    

Malaysia - 1.8%

 

    

Malaysia Government Bond

 

MYR   1,570,000   

3.76%, 04/20/2023

     385,290  
  4,630,000   

3.89%, 08/15/2029

     1,147,789  
  1,080,000   

3.90%, 11/16/2027

     266,524  
  830,000   

4.76%, 04/07/2037

     220,745  
    

Malaysia Government Investment Issue

 

  2,700,000   

4.13%, 08/15/2025

     674,993  
  775,000   

4.72%, 06/15/2033

     205,257  
       

 

 

 

          2,900,598  
       

 

 

 

    

Mexico - 4.8%

 

    

Mexican Bonos

 

MXN   8,395,500   

5.75%, 03/05/2026

     400,934  
  42,048,500   

7.75%, 05/29/2031

     2,217,931  
  32,615,800   

7.75%, 11/23/2034

     1,709,101  
  8,896,900   

8.50%, 05/31/2029

     495,664  
  13,633,000   

8.50%, 11/18/2038

     756,348  
  22,407,500   

10.00%, 12/05/2024

     1,307,659  
  15,142,100   

10.00%, 11/20/2036

     953,813  
       

 

 

 

          7,841,450  
       

 

 

 

    

Mongolia - 0.2%

 

    

Trade & Development Bank of Mongolia LLC

 

$   375,000   

9.38%, 05/19/2020(2)

     387,364  
       

 

 

 

    

Netherlands - 0.0%

 

    

Republic of Angola Via Northern Lights B.V.

 

  57,813   

7.00%, 08/17/2019(2)

     57,715  
       

 

 

 

    

Nigeria - 0.3%

 

    

Nigeria Omo Bills

 

NGN   35,592,000   

11.83%, 01/09/2020(10)(11)(12)

     91,922  
  88,979,000   

11.83%, 01/23/2020(10)

     233,104  
  44,479,000   

11.86%, 02/06/2020(10)(11)(12)

     113,707  
       

 

 

 

          438,733  
       

 

 

 

    

Oman - 0.7%

 

    

Oman Government International Bond

 

$   400,000   

4.13%, 01/17/2023(2)

     398,000  
  415,000   

4.88%, 02/01/2025(1)(7)

     414,170  
  305,000   

6.00%, 08/01/2029(1)(7)

     304,237  
       

 

 

 

          1,116,407  
       

 

 

 

    

Panama - 0.1%

 

    

Panama Government International Bond

 

  200,000   

3.16%, 01/23/2030

     201,800  
       

 

 

 

    

Papua New Guinea - 0.2%

 

    

Papua New Guinea Government International Bond

 

  230,000   

8.38%, 10/04/2028(1)

     248,400  
       

 

 

 


 

The Hartford Emerging Markets Local Debt Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Peru - 1.1%

  
    

Peru Government Bond

                                   
PEN   235,000   

5.40%, 08/12/2034(1)(2)

   $ 75,775  
  740,000   

6.35%, 08/12/2028

     256,620  
  1,600,000   

6.90%, 08/12/2037

     590,016  
  2,400,000   

6.95%, 08/12/2031

     877,179  
       

 

 

 

          1,799,590  
       

 

 

 

    

Poland - 2.5%

  
    

Republic of Poland Government Bond

  
PLN   525,000   

1.75%, 07/25/2021

     135,946  
  300,000   

2.00%, 04/25/2021

     78,081  
  3,125,000   

2.50%, 07/25/2026

     829,974  
  4,330,000   

2.50%, 07/25/2027

     1,151,554  
  825,000   

2.75%, 04/25/2028

     223,515  
  3,565,000   

3.25%, 07/25/2025

     985,397  
  2,625,000   

5.75%, 10/25/2021

     739,065  
       

 

 

 

          4,143,532  
       

 

 

 

    

Qatar - 1.0%

  
    

Qatar Government International Bond

  
$   624,000   

3.25%, 06/02/2026(2)

     646,870  
  290,000   

5.10%, 04/23/2048(1)

     348,518  
    

Qatari Diar Finance Co.

  
  705,000   

5.00%, 07/21/2020(2)

     720,425  
       

 

 

 

          1,715,813  
       

 

 

 

    

Romania - 1.3%

  
    

Romania Government Bond

  
RON   300,000   

3.25%, 04/29/2024

     68,123  
  1,630,000   

5.80%, 07/26/2027

     421,922  
    

Romanian Government International Bond

  
EUR   910,000   

2.12%, 07/16/2031(1)

     1,020,977  
  405,000   

4.63%, 04/03/2049(1)

     557,167  
       

 

 

 

          2,068,189  
       

 

 

 

    

Russia - 8.4%

  
    

Russian Federal Bond - OFZ

  
RUB   47,695,000   

6.50%, 11/24/2021(13)

     745,975  
  21,190,000   

6.50%, 02/28/2024

     326,772  
  132,520,000   

6.90%, 05/23/2029

     2,042,346  
  15,205,000   

7.00%, 01/25/2023

     239,381  
  27,060,000   

7.00%, 08/16/2023

     426,017  
  16,580,000   

7.10%, 10/16/2024

     261,894  
  33,650,000   

7.25%, 05/10/2034

     523,406  
  58,610,000   

7.40%, 07/17/2024

     936,977  
  57,570,000   

7.70%, 03/23/2033

     931,033  
  152,780,000   

7.75%, 09/16/2026

     2,487,063  
  71,050,000   

7.95%, 10/07/2026

     1,169,910  
  35,145,000   

8.50%, 09/17/2031

     606,577  
    

Russian Federal Inflation Linked Bond - OFZ

  
  107,059,217   

2.50%, 02/02/2028(9)

     1,570,662  
    

Russian Foreign Bond - Eurobond

  
$   400,000   

4.38%, 03/21/2029(1)

     418,120  
  600,000   

4.75%, 05/27/2026(2)

     643,904  
  400,000   

5.10%, 03/28/2035(1)

     434,550  
       

 

 

 

          13,764,587  
       

 

 

 

    

Saudi Arabia - 0.3%

  
    

Saudi Government International Bond

  
  555,000   

3.25%, 10/26/2026(2)

     571,650  
       

 

 

 

    

South Africa - 5.0%

  
    

Republic of South Africa Government Bond

  
ZAR   22,025,000   

6.25%, 03/31/2036

     1,108,954  
  8,101,770   

6.50%, 02/28/2041

     395,493  
  19,653,744   

7.00%, 02/28/2031

     1,156,719  
  18,875,000   

7.75%, 02/28/2023

     1,326,366  


 

The Hartford Emerging Markets Local Debt Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  23,300,000   

8.50%, 01/31/2037

   $ 1,456,115  
  2,805,000   

8.75%, 01/31/2044

     174,442  
  9,295,000   

8.88%, 02/28/2035

     608,126  
  7,109,000   

9.00%, 01/31/2040

     458,849  
  9,415,000   

10.50%, 12/21/2026

     733,968  
    

Republic of South Africa Government Bond - CPI Linked

                                   
  2,675,041   

1.88%, 03/31/2029(9)

     165,173  
    

South Africa Government Bond - CPI Linked

  
  9,530,869   

2.00%, 01/31/2025(9)

     627,717  
       

 

 

 

          8,211,922  
       

 

 

 

    

South Korea - 0.6%

  
    

Export-Import Bank of Korea

  
IDR   14,600,000,000   

7.25%, 12/07/2024(2)

     1,023,715  
       

 

 

 

    

Sri Lanka - 0.5%

  
    

Sri Lanka Government International Bond

  
$   375,000   

6.25%, 07/27/2021(2)

     381,549  
  200,000   

6.85%, 03/14/2024(1)

     205,500  
  230,000   

7.55%, 03/28/2030(1)

     234,012  
       

 

 

 

          821,061  
       

 

 

 

    

Supranational - 4.7%

  
    

Asian Development Bank

  
PHP   42,500,000   

5.25%, 03/09/2023

     863,087  
IDR   2,440,000,000   

7.80%, 03/15/2034

     185,711  
    

European Bank for Reconstruction & Development

  
MXN   25,000,000   

0.00%, 07/16/2029(6)

     574,535  
IDR   5,800,000,000   

5.60%, 01/30/2025

     405,508  
  9,850,000,000   

6.25%, 07/25/2022

     696,464  
  4,958,900,000   

6.45%, 12/13/2022

     352,752  
ARS   7,220,000   

31.00%, 03/01/2021

     132,347  
    

Inter-American Development Bank

  
IDR   5,240,000,000   

7.88%, 03/14/2023

     390,168  
    

International Bank for Reconstruction & Development

  
MXN   8,800,000   

0.00%, 05/25/2033(6)

     160,569  
IDR   8,725,200,000   

7.45%, 08/20/2021

     628,697  
    

International Finance Corp.

  
MXN   56,800,000   

0.00%, 02/22/2038(6)

     705,712  
  43,440,000   

7.50%, 01/18/2028

     2,199,116  
  7,100,000   

7.75%, 01/18/2030

     366,160  
       

 

 

 

          7,660,826  
       

 

 

 

    

Thailand - 3.0%

  
    

Thailand Government Bond

  
THB   5,704,192   

1.20%, 07/14/2021(2)(9)

     184,305  
  9,335,232   

1.25%, 03/12/2028(2)(9)

     291,347  
  35,165,000   

1.88%, 06/17/2022

     1,148,312  
  21,055,000   

2.88%, 12/17/2028

     743,075  
  5,775,000   

3.40%, 06/17/2036

     223,411  
  40,750,000   

3.78%, 06/25/2032

     1,595,981  
  14,195,000   

3.85%, 12/12/2025

     519,072  
  5,784,000   

4.88%, 06/22/2029

     238,736  
       

 

 

 

          4,944,239  
       

 

 

 

    

Tunisia - 0.1%

  
    

Banque Centrale de Tunisie International Bond

  
EUR   145,000   

6.75%, 10/31/2023(1)

     165,347  
       

 

 

 

    

Turkey - 3.6%

  
    

Export Credit Bank of Turkey

  
$   265,000   

8.25%, 01/24/2024(1)

     278,250  
    

Turkey Government Bond

  
TRY   775,000   

8.50%, 09/14/2022

     116,507  
  935,000   

9.50%, 01/12/2022

     147,764  
  4,085,000   

10.40%, 03/20/2024

     617,757  
  3,720,000   

10.50%, 08/11/2027

     529,572  
  13,495,000   

10.70%, 02/17/2021

     2,256,985  
  2,575,000   

10.70%, 08/17/2022

     410,634  


 

The Hartford Emerging Markets Local Debt Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  1,920,000   

11.00%, 02/24/2027

   $ 283,820  
  3,590,000   

12.20%, 01/18/2023

     592,437  
    

Turkey Government International Bond

  
$   480,000   

6.35%, 08/10/2024

     483,830  
  200,000   

7.25%, 12/23/2023

     209,999  
       

 

 

 

          5,927,555  
       

 

 

 

    

Ukraine - 0.3%

  
    

Ukraine Government

  
UAH   6,825,000   

15.84%, 02/26/2025(1)

     278,119  
    

Ukraine Government International Bond

  
$   250,000   

7.75%, 09/01/2019(2)

     250,420  
       

 

 

 

          528,539  
       

 

 

 

    

Uruguay - 0.4%

                                   
    

Uruguay Government International Bond

  
UYU   27,250,000   

8.50%, 03/15/2028(2)

     714,670  
       

 

 

 

    

Total Foreign Government Obligations
(cost $109,385,488)

   $ 109,352,781  
       

 

 

 

Convertible Bonds - 0.1%

  
    

Commercial Services - 0.1%

  
    

DP World plc

  
$   200,000   

1.75%, 06/19/2024(2)

     193,280  
       

 

 

 

    

Total Convertible Bonds
(cost $191,029)

   $ 193,280  
       

 

 

 

    

Total Long-Term Investments
(cost $148,205,206)

   $ 149,625,789  
       

 

 

 

Short-Term Investments - 8.8%

  
    

Foreign Government Obligations - 0.2%

  
    

Nigeria Omo Bills

  
NGN   15,848,000   

12.54%, 09/12/2019(10)

     43,112  
  15,848,000   

12.83%, 10/10/2019(10)

     42,875  
    

Nigeria Treasury Bills

  
  15,848,000   

13.09%, 10/17/2019(10)

     42,791  
  21,990,000   

13.18%, 10/31/2019(10)

     59,240  
  15,848,000   

13.25%, 10/17/2019(10)

     42,790  
  15,848,000   

13.35%, 10/17/2019(10)

     42,790  
       

 

 

 

          273,598  
       

 

 

 

    

Other Investment Pools & Funds - 7.5%

  
  12,453,778   

BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 2.27%(14)

     12,453,778  
       

 

 

 

    

Securities Lending Collateral - 0.3%

  
  23,247   

Citibank NA DDCA, 2.37%, 8/1/2019(14)

     23,247  
  263,698   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.23%(14)

     263,698  
  38,765   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.21%(14)

     38,765  
  36,917   

Invesco Government & Agency Portfolio, Institutional Class, 2.23%(14)

     36,917  
  94,069   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.25%(14)

     94,069  
  8,241   

Western Asset Institutional Government Class A Fund, Institutional Class, 2.19%(14)

     8,241  
       

 

 

 

          464,937  
       

 

 

 

    

U.S. Treasury - 0.8%

  
    

U.S. Treasury Bills - 0.8%

  
  400,000   

0.00%, 08/01/2019(10)

     400,000  
  415,000   

2.00%, 10/24/2019(10)(15)(16)

     413,037  
  400,000   

2.07%, 10/24/2019(10)

     398,107  
  60,000   

2.10%, 10/10/2019(10)(15)(16)

     59,761  
       

 

 

 

          1,270,905  
       

 

 

 

    

Total Short-Term Investments
(cost $14,463,582)

   $ 14,463,218  
       

 

 

 


 

The Hartford Emerging Markets Local Debt Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

   

Total Investments Excluding Purchased Options
(cost $162,668,788)

     99.6%      $     164,089,007  
   

Total Purchased Options
(cost $1,255,949)

     0.7%      $ 1,035,672  
      

 

 

    

 

 

 
   

Total Investments
(cost $163,924,737)

     100.3%      $ 165,124,679  
   

Other Assets and Liabilities

     (0.3)%        (426,589
      

 

 

    

 

 

 
   

Total Net Assets

     100.0%      $ 164,698,090  
      

 

 

    

 

 

 

 

Note:

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

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

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

 

(1)

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At July 31, 2019, the aggregate value of these securities was $30,675,212, representing 18.6% 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 July 31, 2019, the aggregate value of these securities was $28,939,122, representing 17.6% of net assets.

(3)

Variable rate securities; the rate reported is the coupon rate in effect at July 31, 2019.

(4)

Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

(5)

Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at July 31, 2019. Rate will reset at a future date.

(6)

Security is a zero-coupon bond.

(7)

This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $1,203,518 at July 31, 2019.

(8)

Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments for securities lending information.

(9)

The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

(10)

The rate shown represents current yield to maturity.

(11)

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 July 31, 2019, the aggregate fair value of these securities was $205,629, which represented 0.1% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

(12)

Investment valued using significant unobservable inputs.

(13)

Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

(14)

Current yield as of period end.

(15)

This security, or a portion of this security, has been pledged as collateral in connection with centrally cleared swap contracts.

(16)

This security, or a portion of this security, has been pledged as collateral in connection with OTC swap contracts.

OTC Option Contracts Outstanding at July 31, 2019

 

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

                          

NZD Call/USD Put

   MSC      0.71 USD per NZD        10/14/19        2,315,000        NZD        2,315,000      $ 486      $ 13,439        $ (12,953)  

NZD Call/USD Put

   JPM      0.66 USD per NZD        08/15/19        2,395,000        NZD        2,395,000        8,280        26,869        (18,589)  

USD Call/BRL Put

   MSC      4.32 BRL per USD        10/23/19        1,555,000        USD        1,555,000        2,412        26,295        (23,883)  

USD Call/CAD Put

   GSC      1.31 CAD per USD        01/24/20        49,000        USD        49,000               748        (748)  

USD Call/CAD Put

   HSBC      1.38 CAD per USD        10/23/19        1,555,000        USD        1,555,000        1,446        10,224        (8,778)  

USD Call/CAD Put

   GSC      1.31 CAD per USD        01/24/20        3,136,000        USD        3,136,000        54,090        47,874        6,216  

USD Call/CLP Put

   MSC      705.25 CLP per USD        10/23/19        1,555,000        USD        1,555,000        22,939        16,071        6,868  

USD Call/KRW Put

   MSC     
1,177.60 KRW per
USD
 
 
     10/25/19        2,508,000        USD        2,508,000        38,846        31,249        7,597  


 

The Hartford Emerging Markets Local Debt Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

USD Call/MXN Put

     BNP        21.04 MXN per USD        12/11/19      1,547,000 USD      1,547,000     $ 10,637       21,348     $ (10,711)  

USD Call/MXN Put

     MSC        20.61 MXN per USD        10/23/19      1,555,000 USD      1,555,000       7,040       21,312       (14,272)  

USD Call/MXN Put

     MSC        21.74 MXN per USD        12/02/19      3,069,000 USD      3,069,000       11,377       45,483       (34,106)  

USD Call/PLN Put

     MSC        3.96 PLN per USD        11/12/19      809,000 USD      809,000       5,784       6,906       (1,122)  

USD Call/PLN Put

     CBK        3.97 PLN per USD        10/23/19      1,555,000 USD      1,555,000       8,173       15,208       (7,035)  
              

 

 

   

 

 

   

 

 

   

 

 

 

Total Calls

                 23,603,000     $ 171,510     $ 283,026     $ (111,516)  
              

 

 

   

 

 

   

 

 

   

 

 

 

Puts

                    

EUR Put/CZK Call

     MSC        25.92 CZK per EUR        08/30/19      730,500 EUR      730,500     $ 6,080     $ 8,979     $ (2,899)  

NZD Put/USD Call

     JPM        0.66 USD per NZD        08/15/19      2,395,000 NZD      2,395,000       11,785       26,869       (15,084)  

NZD Put/USD Call

     MSC        0.66 USD per NZD        10/14/19      2,315,000 NZD      2,315,000       18,789       13,439       5,350  

USD Put/BRL Call

     MSC        3.83 BRL per USD        10/09/19      3,279,000 USD      3,279,000       64,586       86,532       (21,946)  

USD Put/BRL Call

     MSC        3.79 BRL per USD        10/10/19      2,453,000 USD      2,453,000       35,770       62,552       (26,782)  

USD Put/BRL Call

     MSC        3.82 BRL per USD        01/09/20      3,105,000 USD      3,105,000       82,357       115,009       (32,652)  

USD Put/CAD Call

     GSC        1.31 CAD per USD        01/24/20      49,000 USD      49,000       611       750       (139)  

USD Put/CAD Call

     GSC        1.31 CAD per USD        01/24/20      3,136,000 USD      3,136,000       39,128       47,997       (8,869)  

USD Put/COP Call

     GSC       

3,221.00 COP per

USD

 

 

     10/10/19      1,309,000 USD      1,309,000       9,510       25,918       (16,408)  

USD Put/COP Call

     GSC       

3,223.00 COP per

USD

 

 

     12/18/19      1,623,000 USD      1,623,000       20,748       47,185       (26,437)  

USD Put/INR Call

     BNP        69.35 INR per USD        10/09/19      819,000 USD      819,000       5,547       8,809       (3,262)  

USD Put/MXN Call

     MSC        19.44 MXN per USD        10/10/19      1,309,000 USD      1,309,000       24,443       26,795       (2,352)  

USD Put/MXN Call

     HSBC        19.51 MXN per USD        12/20/19      1,551,000 USD      1,551,000       35,060       46,348       (11,288)  

USD Put/PHP Call

     MSC        50.71 PHP per USD        10/09/19      1,640,000 USD      1,640,000       7,146       5,855       1,291  

USD Put/PLN Call

     MSC        3.78 PLN per USD        10/11/19      1,309,000 USD      1,309,000       4,931       17,488       (12,557)  

USD Put/PLN Call

     MSC        3.66 PLN per USD        11/12/19      809,000 USD      809,000       1,266       6,906       (5,640)  

USD Put/PLN Call

     BCLY        3.76 PLN per USD        12/10/19      2,306,000 USD      2,306,000       14,906       51,562       (36,656)  

USD Put/RUB Call

     CITI        66.43 RUB per USD        09/30/19      3,239,000 USD      3,239,000       128,695       113,096       15,599  

USD Put/RUB Call

     GSC        63.73 RUB per USD        10/14/19      1,309,000 USD      1,309,000       14,561       23,221       (8,660)  

USD Put/RUB Call

     MSC        66.68 RUB per USD        12/05/19      1,544,000 USD      1,544,000       66,173       47,878       18,295  

USD Put/TRY Call

     MSC        5.64 TRY per USD        10/09/19      1,640,000 USD      1,640,000       28,275       19,657       8,618  

USD Put/ZAR Call

     GSC        14.03 ZAR per USD        10/11/19      1,309,000 USD      1,309,000       14,162       36,632       (22,470)  
              

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

                 39,178,500     $ 634,529     $ 839,477     $ (204,948)  
              

 

 

   

 

 

   

 

 

   

 

 

 

Total purchased option contracts

 

           62,781,500     $ 806,039     $ 1,122,503     $ (316,464)  
              

 

 

   

 

 

   

 

 

   

 

 

 
Description   

Counter

-party

    

Exercise Price/FX

Rate/Rate

    

Expiration

Date

    

Number of

Contracts

  

Notional

Amount

    Market
Value †
   

Premiums

Paid

(Received)

by Fund

   

Unrealized

Appreciation/

(Depreciation)

 

Written option contracts:

 

              

Calls

                    

USD Call/CLP Put

     BOA        727.50 CLP per USD        10/23/19      (1,555,000) USD      (1,555,000   $ (9,355   $ (14,866   $ 5,511  
              

 

 

   

 

 

   

 

 

   

 

 

 

Written option contracts:

 

              

Puts

 

              

EUR Put/CZK Call

     MSC        25.21 CZK per EUR        08/30/19      (730,500) EUR      (730,500   $ (48   $ (1,668   $ 1,620  

USD Put/BRL Call

     MSC        3.67 BRL per USD        10/09/19      (3,279,000) USD      (3,279,000     (14,657     (29,970     15,313  

USD Put/BRL Call

     MSC        3.64 BRL per USD        10/10/19      (2,453,000) USD      (2,453,000     (7,700     (21,599     13,899  

USD Put/BRL Call

     MSC        3.60 BRL per USD        01/09/20      (6,210,000) USD      (6,210,000     (40,918     (78,557     37,639  

USD Put/COP Call

     GSC       

3,120.00 COP per

USD

 

 

     10/10/19      (1,309,000) USD      (1,309,000     (2,299     (8,954     6,655  

USD Put/COP Call

     GSC       

3,085.00 COP per

USD

 

 

     12/18/19      (1,623,000) USD      (1,623,000     (5,562     (16,636     11,074  

USD Put/MXN Call

     MSC        18.82 MXN per USD        10/10/19      (1,309,000) USD      (1,309,000     (6,815     (9,176     2,361  

USD Put/MXN Call

     MSC        19.35 MXN per USD        12/02/19      (3,069,000) USD      (3,069,000     (55,610     (33,667     (21,943)  

USD Put/MXN Call

     BNP        18.83 MXN per USD        12/11/19      (1,547,000) USD      (1,547,000     (12,713     (16,568     3,855  

USD Put/MXN Call

     HSBC        18.61 MXN per USD        12/20/19      (1,551,000) USD      (1,551,000     (9,116     (15,909     6,793  

USD Put/PHP Call

     MSC        51.55 PHP per USD        10/09/19      (1,640,000) USD      (1,640,000     (20,916     (15,514     (5,402)  

USD Put/PLN Call

     MSC        3.70 PLN per USD        10/11/19      (1,309,000) USD      (1,309,000     (1,525     (6,244     4,719  

USD Put/PLN Call

     BCLY        3.62 PLN per USD        12/10/19      (2,306,000) USD      (2,306,000     (3,733     (18,563     14,830  

USD Put/RUB Call

     CITI        62.99 RUB per USD        09/30/19      (3,239,000) USD      (3,239,000     (17,879     (36,821     18,942  

USD Put/RUB Call

     GSC        62.05 RUB per USD        10/14/19      (1,309,000) USD      (1,309,000     (3,842     (7,867     4,025  

USD Put/RUB Call

     MSC        63.61 RUB per USD        12/05/19      (1,544,000) USD      (1,544,000     (20,301     (15,647     (4,654)  

USD Put/TRY Call

     MSC        5.96 TRY per USD        10/09/19      (1,640,000) USD      (1,640,000     (86,346     (58,779     (27,567)  

USD Put/ZAR Call

     GSC        13.43 ZAR per USD        10/11/19      (1,309,000) USD      (1,309,000   $ (3,001     (12,544   $ 9,543  


 

The Hartford Emerging Markets Local Debt Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

 

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

    (37,376,500)     $ (312,981   $ (404,683)     $ 91,702  
 

 

 

   

 

 

   

 

 

   

 

 

 

Total written option contracts

    (38,931,500)     $ (322,336   $ (419,549)     $ 97,213  
 

 

 

   

 

 

   

 

 

   

 

 

 

OTC Swaption Contracts Outstanding at July 31, 2019

 

Description   

Counter-

party

    

Exercise

Price/FX

Rate/

Rate

    

Pay/

Receive

Floating

Rate

  

Expiration

Date

     Notional Amount     

Number of

Contracts

    

Market

Value †

    

Premiums 

Paid  

(Received)

by Fund 

    

Unrealized

Appreciation/

(Depreciation)

 

Purchased swaption contracts:

 

                                          

Calls

                    
3 months KRW-CD- KSDA-Interest Rate Swap Expiring on 08/13/2029      CBK        2.12%      Receive      08/12/19        KRW  3,103,640,000        3,103,640,000      $ 229,633      $ 66,723      $ 162,910  

Puts

                                                                            
3 months KRW-CD- KSDA-Interest Rate Swap Expiring on 08/13/2029      CBK        2.12%      Pay      08/12/19        KRW  3,103,640,000        3,103,640,000      $      $ 66,723      $ (66,723

Total purchased swaption contracts

 

           6,207,280,000      $ 229,633      $ 133,446      $ 96,187  
                 

 

 

    

 

 

    

 

 

    

 

 

 

Futures Contracts Outstanding at July 31, 2019

 

Description   

Number

of

Contracts

     Expiration Date     

Current

Notional

Amount

   

Value and

Unrealized

Appreciation/

    (Depreciation)    

Long position contracts:

          

U.S. Treasury 2-Year Note Future

     8        09/30/2019      $         1,715,250     $ (5,765

U.S. Treasury 5-Year Note Future

     54        09/30/2019        6,347,953       33,449  

U.S. Treasury Long Bond Future

     3        09/19/2019        466,781       1,974  
          

 

 

 

Total

           $ 29,658  
          

 

 

 

Short position contracts:

          

Euro BUXL 30-Year Bond Future

     2        09/06/2019      $ 462,682     $ (9,788

Euro-BOBL Future

     3        09/06/2019        448,335       (2,195

Euro-Bund Future

     8        09/06/2019        1,550,421       (26,642

Long Gilt Future

     2        09/26/2019        323,069       (8,588

U.S. Treasury 10-Year Note Future

     46        09/19/2019        5,861,406       (73,649

U.S. Treasury 10-Year Ultra Future

     26        09/19/2019        3,583,938       4,558  

U.S. Treasury Ultra Bond Future

     1        09/19/2019        177,562       (2,643
          

 

 

 

Total

           $ (118,947
          

 

 

 

          
          

 

 

 

Total futures contracts

           $ (89,289
          

 

 

 

Centrally Cleared Credit Default Swap Contracts Outstanding at July 31, 2019

 

        Reference Entity           

Notional

Amount (a)

    

(Pay)/Receive

Fixed Rate

   

Expiration

Date

    

Periodic

Payment

Frequency

     Cost Basis      Value †     

Unrealized

Appreciation/

(Depreciation)

 

Credit default swaps on indices:

 

                

Buy protection:

                      

CDX-EMS.31.V1

     USD        1,000,000        (1.00%)       06/20/24        Quarterly      $ 32,755      $ 24,763      $ (7,992)  
                

 

 

    

 

 

    

 

 

 
                      
                

 

 

    

 

 

    

 

 

 

Total

                 $ 32,755      $ 24,763      $ (7,992)  
                

 

 

    

 

 

    

 

 

 

 

(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 Hartford Emerging Markets Local Debt Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

OTC Interest Rate Swap Contracts Outstanding at July 31, 2019

 

Counter-

party

 

  Payments made  

by Fund

  

      Payments

      received by

      Fund

  

Notional

Amount

    

Expiration

Date

    

Periodic

Payment

Frequency

    

Upfront

Premiums

Paid

    

Upfront

Premiums

Received

     Value †    

Unrealized

Appreciation/

(Depreciation)

 
  DEUT       1.46% Fixed    3M KRW KSDA      KRW        3,093,425,000        09/18/29        Quarterly      $      $      $ (56,229   $ (56,229
  DEUT     8.68% Fixed    BZDIOVRA      BRL        9,799,140        01/02/20        Maturity                      (86,494     (86,494
  DEUT     BZDIOVRA    8.55% Fixed      BRL        568,831        01/03/22        Maturity                      15,053       15,053  
  GSC     3M KRW KSDA    1.55% Fixed      KRW        3,037,470,000        09/18/21        Quarterly                      16,140       16,140  
  GSC     5.48% Fixed    6 Mo. INR MIBOR      INR        161,800,000        09/18/24       
Semi-
Annual
 
 
                   (18,780     (18,780
  GSC     6 Mo. INR MIBOR    5.41% Fixed      INR        322,350,000        09/18/21       
Semi-
Annual
 
 
                   16,791       16,791  
  GSC     3.55% Fixed    6M CLICP Camara Promedio A      CLP        690,175,000        09/23/29       
Semi-
Annual
 
 
                   (53,878     (53,878
  GSC     1.69% Fixed    6M THBFIX      THB        19,372,888        09/18/24       
Semi-
Annual
 
 
                   (5,557     (5,557
  HSBC     1.71% Fixed    6M THBFIX      THB        33,500,000        09/18/20       
Semi-
Annual
 
 
                   (3,446     (3,446
  JPM     1.43% Fixed    3M KRW KSDA      KRW        3,593,550,000        09/18/24        Quarterly                      (35,952     (35,952
  JPM     3M KRW KSDA    1.53% Fixed      KRW        2,955,375,000        09/18/21        Quarterly                      14,564       14,564  
  MSC     2.65% Fixed    12M CLICP Camara Promedio A      CLP        4,282,275,000        09/23/20        Maturity                      (43,225     (43,225
  MSC     5.51% Fixed    3 Mo. Banco Central De La Republica      COP        5,230,300,000        09/18/29        Quarterly                      (34,204     (34,204
  MSC     3M KRW KSDA    1.53% Fixed      KRW        2,631,280,000        09/18/21        Quarterly                      13,329       13,329  
  MSC     1.68% Fixed    6M THBFIX      THB        9,913,552        09/18/24       
Semi-
Annual
 
 
                   (2,759     (2,759
  MSC     8.52% Fixed    BZDIOVRA      BRL        1,162,177        01/02/25        Maturity                      (33,346     (33,346
  MSC     6.99% Fixed    BZDIOVRA      BRL        4,187,046        01/04/21        Maturity                      (24,404     (24,404
  MSC     8.78% Fixed    BZDIOVRA      BRL        2,446,276        01/02/29        Maturity                      (122,428     (122,428
  MSC     BZDIOVRA    6.26% Fixed      BRL        3,219,532        01/03/22        Maturity                      7,558       7,558  
  MSC     BZDIOVRA    6.70% Fixed      BRL        3,530,674        07/01/22        Maturity                      16,648       16,648  
  MSC     BZDIOVRA    6.43% Fixed      BRL        2,694,775        07/01/22        Maturity                      7,118       7,118  
  MSC     BZDIOVRA    7.99% Fixed      BRL        3,681,500        01/02/23        Maturity                      61,492       61,492  
  MSC     BZDIOVRA    6.59% Fixed      BRL        2,317,732        01/02/23        Maturity                      6,847       6,847  
  MSC     BZDIOVRA    7.04% Fixed      BRL        2,659,173        07/03/23        Maturity                      17,349       17,349  
  MSC     BZDIOVRA    7.30% Fixed      BRL        1,090,621        01/04/27        Maturity                      7,875       7,875  
                  

 

 

    

 

 

    

 

 

   

 

 

 
 

          Total

                 $      $      $ (319,938   $ (319,938
                  

 

 

    

 

 

    

 

 

   

 

 

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at July 31, 2019

 

Payments made by        

Fund        

  

      Payments

      received by

      Fund

   Notional Amount     

Expiration

Date

    

Periodic

Payment

Frequency

    

Upfront

Premiums

Paid

    

Upfront

Premiums

Received

     Value †    

Unrealized

Appreciation/

(Depreciation)

 

1 Mo. MXN TIIE

   7.35% Fixed    MXN     14,865,000        07/14/22        Monthly      $      $      $ 4,138     $ 4,138  

1 Mo. MXN TIIE

   7.24% Fixed    MXN     14,860,000        07/15/22        Monthly                      1,669       1,669  

1 Mo. MXN TIIE

   7.81% Fixed    MXN     225,000        07/29/25        Lunar                      317       317  

1 Mo. MXN TIIE

   8.11% Fixed    MXN     13,325,000        07/20/28        Lunar                      32,013       32,013  

1 Mo. MXN TIIE

   8.08% Fixed    MXN     39,900,000        05/03/29        Monthly                      89,900       89,900  

1 Mo. MXN TIIE

   7.66% Fixed    MXN     6,350,000        06/15/29        Monthly                      4,442       4,442  

1.66% Fixed

   12 Mo. Federal

Funds Rate

   USD     7,725,000        07/17/20        Maturity        501               5,974       5,473  

1.73% Fixed

   3M PLN

WIBOR

   PLN     4,075,000        09/18/20        Maturity                      (161     (161

1.74% Fixed

   3M PLN

WIBOR

   PLN     4,050,000        09/18/20        Maturity                      (216     (216

1.88% Fixed

   3M PLN

WIBOR

   PLN     15,325,000        09/18/24        Annual      $      $      $ (10,789   $ (10,789

3M ZAR JIBAR

   6.74% Fixed    ZAR     90,725,000        09/18/21        Quarterly                      218       218  


 

The Hartford Emerging Markets Local Debt Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

3M ZAR JIBAR

   7.81% Fixed      ZAR        25,200,000        09/18/29        Quarterly                          (332)        (332)  

3M ZAR JIBAR

   7.67% Fixed      ZAR        32,925,000        09/18/29        Quarterly                    (21,997)        (21,997)  

7.15% Fixed

   3M ZAR JIBAR      ZAR        31,100,000        09/18/24        Quarterly                    (2,763)        (2,763)  

7.16% Fixed

   3M ZAR JIBAR      ZAR        37,120,000        09/18/24        Quarterly                    (3,782)        (3,782)  

7.20% Fixed

   3M ZAR JIBAR      ZAR        32,105,000        09/18/24        Quarterly                    (6,764)        (6,764)  

6M PLN WIBOR

   1.72% Fixed      PLN        28,775,000        09/18/21        Semi-Annual                    (4,370)        (4,370)  

6M PLN WIBOR

   2.05% Fixed      PLN        4,000,000        09/18/26        Semi-Annual                    9,489         9,489   

6M PLN WIBOR

   2.16% Fixed      PLN        1,975,000        09/18/29        Semi-Annual                    6,505         6,505   
                 

 

 

 

 

 

 

 

 

 

 

    

 

 

 

Total

                  $       501     $       —     $     103,491       $       102,990   
                 

 

 

 

 

 

 

 

 

 

 

    

 

 

 

 

Foreign Currency Contracts Outstanding at July 31, 2019  

Amount and Description

of Currency to be

Purchased

  

Amount and Description

of Currency to be

Sold

   Counterparty   

Settlement

Date

   Appreciation    Depreciation  

3,489,000

     ARS    67,407    USD    CBK    09/18/19    $                6,868      $                    —  

15,105,000

     ARS    324,177    USD    BNP    09/18/19         (2,616

2,734,000

     ARS    43,056    USD    BNP    07/13/20         (2,502

8,201,000

     ARS    129,971    USD    BOA    07/13/20         (8,326

1,190,000

     AUD    824,575    USD    BNP    09/18/19         (9,408

2,065,000

     BRL    508,903    USD    MSC    08/22/19    31,357       

38,873,000

     BRL    9,781,522    USD    MSC    09/04/19    379,363       

5,805,000

     BRL    1,507,531    USD    GSC    09/04/19    15,554      (5,736

720,000

     BRL    185,138    USD    CBK    09/04/19    3,061       

2,649,000

     BRL    687,071    USD    MSC    09/05/19    9,778      (4,499

1,211,000

     BRL    302,259    USD    MSC    10/25/19    12,892       

2,220,000

     CAD    1,676,814    USD    RBC    09/18/19    8,641      (1,792

425,000

     CAD    319,137    USD    MSC    09/18/19    3,185       

3,873,000

     CAD    2,953,774    USD    GSC    09/18/19    4,767      (21,233

428,000

     CAD    320,168    USD    HSBC    10/24/19    4,612       

370,338,000

     CLP    542,699    USD    GSC    08/26/19         (16,597

827,000,000

     CLP    1,191,643    USD    MSC    08/26/19         (16,805

249,900,000

     CLP    357,972    USD    GSC    09/23/19         (2,899

155,200,000

     CLP    224,440    USD    UBS    09/23/19         (3,922

231,612,000

     CLP    336,279    USD    BCLY    09/23/19         (7,191

157,900,000

     CLP    232,035    USD    BOA    09/23/19         (7,682

1,130,657,000

     CLP    1,628,016    USD    BNP    09/23/19         (21,513

206,912,000

     CLP    309,055    USD    MSC    10/25/19         (15,011

1,992,400,000

     COP    604,490    USD    UBS    09/18/19    915       

1,990,100,000

     COP    605,538    USD    CBK    09/18/19         (832

2,012,900,000

     COP    614,025    USD    GSC    09/18/19    1,458      (3,849

7,819,934,000

     COP    2,389,580    USD    MSC    09/18/19         (13,438

3,926,694,000

     COP    1,224,910    USD    HSBC    09/18/19         (31,756

12,876,000

     CZK    569,405    USD    MSC    09/03/19         (14,629

2,890,000

     CZK    126,787    USD    SSG    09/18/19         (2,233

7,820,000

     CZK    347,309    USD    DEUT    09/18/19         (10,281

61,159,000

     CZK    2,708,812    USD    BCLY    09/18/19         (72,965

64,230,000

     CZK    3,029,717    USD    MSC    09/26/19         (261,094

64,220,000

     CZK    3,044,323    USD    GSC    09/26/19         (276,132

15,390,000

     EGP    840,316    USD    GSC    09/18/19    77,931       

28,210,000

     EGP    1,649,708    USD    CBK    09/18/19    33,447       

673,000

     EUR    778,190    USD    MSC    09/03/19         (31,101

177,000

     EUR    198,080    USD    GSC    09/18/19         (1,359

3,552,000

     EUR    4,051,948    USD    BNP    09/18/19         (104,180

1,265,000

     GBP    1,613,881    USD    GSC    09/18/19         (71,768

245,551,000

     HUF    858,157    USD    BCLY    09/18/19         (22,208

595,487,000

     HUF    2,115,595    USD    GSC    09/18/19         (88,332

2,373,400,000

     HUF    8,253,582    USD    BNP    10/17/19         (159,349

2,180,400,000

     HUF    7,853,618    USD    JPM    01/28/20         (368,287

2,180,300,000

     HUF    7,656,758    USD    BNP    04/21/20         (139,923

16,397,957,000

     IDR    1,129,491    USD    BNP    09/18/19    34,120       

10,283,000,000

     IDR    720,199    USD    JPM    09/18/19    9,490       

10,261,423,000

     IDR    721,213    USD    SCB    09/18/19    6,945       

10,541,000,000

     IDR    747,059    USD    BCLY    09/18/19    $                938      $                    —  

4,030,000,000

     IDR    286,935    USD    UBS    09/18/19         (963

20,119,218,000

     IDR    1,430,372    USD    GSC    09/18/19         (2,699


 

The Hartford Emerging Markets Local Debt Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

54,833,000

     INR    785,461    USD    MSC    08/01/19    11,979      (348

6,020,000

     INR    85,209    USD    MSC    08/26/19    2,070       

93,130,000

     INR    1,337,631    USD    BCLY    09/18/19    10,113      (708

27,619,000

     INR    388,796    USD    MSC    09/25/19    10,390       

9,438,000

     INR    133,023    USD    HSBC    09/25/19    3,387       

304,595,000

     KRW    258,131    USD    MSC    08/20/19         (515

311,710,000

     KRW    263,881    USD    MSC    09/18/19         (13

1,770,095,000

     KRW    1,500,907    USD    GSC    09/18/19         (2,490

1,359,975,000

     KRW    1,154,870    USD    MSC    10/29/19         (1,857

3,929,000

     MXN    199,371    USD    DEUT    08/01/19    5,617       

29,263,000

     MXN    1,513,458    USD    GSC    09/18/19    3,923      (2,794

4,980,000

     MXN    258,575    USD    JPM    09/18/19         (821

33,295,000

     MXN    1,728,973    USD    SSG    09/18/19         (5,698

101,401,000

     MXN    5,272,874    USD    BCLY    09/18/19    3,029      (27,614

90,046,000

     MXN    4,628,900    USD    MSC    09/20/19    30,214       

5,520,000

     MXN    282,714    USD    MSC    10/25/19    1,179       

43,754,000

     MXN    2,153,780    USD    MSC    12/04/19    82,285       

13,063,000

     MXN    659,964    USD    BNP    12/16/19    6,350       

31,343,000

     MYR    7,524,927    USD    BCLY    09/18/19    64,226      (876

820,000

     MYR    198,156    USD    UBS    09/18/19    369       

470,000

     MYR    114,428    USD    GSC    09/18/19         (639

940,000

     NZD    613,316    USD    MSC    09/18/19    4,525       

1,190,000

     NZD    792,338    USD    CBK    09/18/19         (10,177

5,734,000

     NZD    3,786,410    USD    GSC    09/18/19    691      (18,269

8,376,000

     PEN    2,502,689    USD    BNP    09/18/19    27,075       

322,000

     PEN    96,091    USD    BCLY    09/18/19    1,161       

2,396,000

     PEN    723,690    USD    CBK    09/18/19    1,389      (1,426

20,371,000

     PHP    397,041    USD    GSC    09/18/19    2,566       

11,910,000

     PHP    231,262    USD    BCLY    09/18/19    2,370       

25,816,000

     PHP    500,795    USD    MSC    10/10/19    5,126       

1,090,000

     PLN    287,655    USD    UBS    09/18/19         (6,088

3,091,000

     PLN    808,792    USD    GSC    09/18/19         (10,330

1,305,000

     PLN    348,066    USD    DEUT    09/18/19         (10,961

30,956,000

     PLN    8,254,729    USD    BCLY    09/18/19         (258,221

1,080,000

     PLN    283,874    USD    CBK    10/25/19         (4,603

12,745,000

     RON    3,054,250    USD    GSC    09/18/19         (71,648

21,087,000

     RUB    332,457    USD    MSC    09/18/19         (3,376

23,680,000

     RUB    373,788    USD    JPM    09/18/19         (4,241

68,780,000

     RUB    1,082,378    USD    GSC    09/18/19         (9,008

16,909,000

     RUB    258,623    USD    CBK    10/24/19    3,986       

525,000

     SGD    383,842    USD    GSC    09/18/19         (1,510

305,000

     SGD    223,722    USD    MSC    09/18/19         (1,605

212,924,000

     THB    6,834,529    USD    MSC    09/18/19    96,861       

5,960,000

     THB    193,269    USD    DEUT    09/18/19    749       

13,170,000

     THB    428,767    USD    JPM    09/18/19         (39

4,690,000

     THB    153,269    USD    HSBC    09/18/19         (594

17,240,000

     THB    564,398    USD    UBS    09/18/19         (3,179

6,751,000

     TRY    1,141,818    USD    CBK    09/05/19    49,916       

9,314,000

     TRY    1,511,799    USD    BCLY    09/18/19    125,011       

5,823,500

     TRY    976,395    USD    GSC    09/18/19    47,008       

3,137,000

     TRY    534,103    USD    UBS    09/18/19    17,183       

1,424,000

     TRY    242,239    USD    DEUT    09/18/19    8,010       

75,000

     TRY    12,958    USD    BNP    09/18/19    222       

3,336,000

     TRY    559,497    USD    MSC    10/10/19    22,208       

1,477,305

     USD    2,132,000    AUD    BNP    09/18/19    16,856       

84,517

     USD    120,000    AUD    CBK    09/18/19    2,315       

422,112

     USD    1,699,000    BRL    HSBC    08/26/19         (22,270

872,208

     USD    3,515,000    BRL    DEUT    08/26/19         (47,157

321,556

     USD    1,215,000    BRL    HSBC    09/04/19    3,971       

1,419,389

     USD    5,452,000    BRL    GSC    09/04/19    8,992      (14,684

103,523

     USD    420,000    BRL    BCLY    09/04/19         (6,259

2,683,974

     USD    10,310,000    BRL    MSC    09/04/19    13,387      (24,310

990,065

     USD    3,787,000    BRL    MSC    09/11/19    828       

741,748

     USD    2,809,000    BRL    MSC    10/15/19    $                10,142      $                    —  

807,722

     USD    3,099,000    BRL    MSC    11/18/19    7,752      (5,220

188,743

     USD    721,000    BRL    MSC    01/13/20    2,110       


 

The Hartford Emerging Markets Local Debt Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

2,315,325

   USD    3,030,000    CAD    GSC    09/18/19    17,355       

2,447,918

   USD    3,217,000    CAD    HSBC    09/18/19    8,123       

311,183

   USD    405,000    CAD    MSC    09/18/19    4,028       

377,026

   USD    495,000    CAD    RBC    09/18/19    1,615       

206,154

   USD    270,000    CAD    GSC    01/27/20    1,002       

1,723,720

   USD    1,173,274,000    CLP    GSC    09/23/19    56,664       

710,344

   USD    487,900,000    CLP    MSC    09/23/19    17,108       

580,152

   USD    401,400,000    CLP    CBK    09/23/19    9,821       

317,187

   USD    221,714,000    CLP    BOA    10/25/19    2,108       

2,080,000

   USD    6,693,741,000    COP    CBK    09/18/19    46,057       

439,283

   USD    1,410,100,000    COP    MSC    09/18/19    10,815       

307,630

   USD    980,800,000    COP    GSC    09/18/19    9,607       

477,276

   USD    1,538,260,000    COP    GSC    12/20/19    12,470       

771,238

   USD    17,287,000    CZK    MSC    09/03/19    26,410       

450,067

   USD    10,140,000    CZK    GSC    09/18/19    13,050       

6,121,768

   USD    128,450,000    CZK    JPM    09/26/19    584,954       

86,725

   USD    1,483,000    EGP    GSC    09/18/19         (1,758

260,945

   USD    4,452,000    EGP    CBK    09/18/19         (4,684

471,454

   USD    8,350,000    EGP    BOA    09/18/19         (26,750

84,646

   USD    1,483,000    EGP    GSC    12/18/19         (1,617

254,709

   USD    4,452,000    EGP    CBK    12/18/19         (4,255

572,666

   USD    503,000    EUR    MSC    09/03/19    14,292       

3,750,789

   USD    3,288,000    EUR    BNP    09/18/19    96,437       

1,503,651

   USD    1,330,000    EUR    BCLY    09/18/19    25,460       

721,851

   USD    630,000    EUR    MSC    09/18/19    21,656       

816,220

   USD    721,000    EUR    JPM    09/18/19    14,885       

384,635

   USD    342,000    EUR    GSC    09/18/19    4,530       

1,960,897

   USD    1,537,000    GBP    GSC    09/18/19    87,200       

240,445

   USD    1,882,000    HKD    GSC    09/18/19         (60

163,429

   USD    46,423,000    HUF    UBS    09/18/19    5,388       

7,947,512

   USD    2,180,400,000    HUF    GSC    01/28/20    462,181       

7,885,923

   USD    2,180,300,000    HUF    JPM    04/21/20    369,088       

8,364,553

   USD    2,373,400,000    HUF    BNP    07/17/20    152,643       

631,736

   USD    8,898,000,000    IDR    BCLY    09/18/19    327       

227,933

   USD    3,264,000,000    IDR    MSC    09/18/19         (3,683

495,931

   USD    7,069,000,000    IDR    BOA    09/18/19         (5,690

322,273

   USD    4,623,000,000    IDR    BNP    09/18/19         (5,779

368,683

   USD    5,333,000,000    IDR    HSBC    09/18/19         (9,751

1,005,888

   USD    14,465,000,000    IDR    GSC    09/18/19    664      (21,224

372,584

   USD    1,300,000    ILS    GSC    09/18/19    1,272       

772,840

   USD    54,833,000    INR    MSC    08/01/19         (24,251

288,360

   USD    20,165,000    INR    MSC    08/26/19         (3,994

548,935

   USD    37,944,000    INR    MSC    09/18/19    111       

686,664

   USD    48,140,000    INR    JPM    09/18/19         (9,635

405,479

   USD    28,120,000    INR    BNP    10/11/19         (157

925,104

   USD    1,080,170,000    KRW    MSC    08/14/19    11,700       

90,347

   USD    107,152,000    KRW    MSC    08/20/19         (278

327,380

   USD    379,630,000    KRW    MSC    09/18/19    6,017       

438,584

   USD    518,670,000    KRW    HSBC    09/18/19         (479

907,862

   USD    1,072,171,000    KRW    MSC    09/25/19    1,524      (1,479

44,282

   USD    843,000    MXN    GSC    08/01/19    300       

156,253

   USD    3,086,000    MXN    DEUT    08/01/19         (4,753

971,475

   USD    18,620,000    MXN    HSBC    09/18/19    7,745       

429,364

   USD    8,214,000    MXN    BCLY    09/18/19    4,226       

410,265

   USD    7,942,000    MXN    RBC    09/18/19         (795

791,541

   USD    15,336,000    MXN    GSC    09/18/19    287      (2,504

568,897

   USD    11,060,000    MXN    DEUT    09/18/19         (3,544

1,566,970

   USD    30,369,000    MXN    CBK    09/18/19    2,161      (7,022

1,106,639

   USD    21,668,000    MXN    GSC    09/20/19         (14,495

3,407,474

   USD    67,995,000    MXN    MSC    09/20/19         (110,689

913,018

   USD    18,411,000    MXN    BOA    12/04/19         (27,884

488,455

   USD    9,530,000    MXN    HSBC    12/24/19    2,970       

532,636

   USD    2,191,000    MYR    BCLY    09/18/19    2,186       

112,570

   USD    463,000    MYR    UBS    09/18/19    $                476      $                    —  

925,163

   USD    3,820,000    MYR    GSC    09/18/19    325       

67,300

   USD    277,000    MYR    MSC    09/18/19    237       


 

The Hartford Emerging Markets Local Debt Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

75,607

   USD    115,000    NZD    JPM    08/19/19    65       

3,003,550

   USD    4,505,000    NZD    GSC    09/18/19    42,705      (193

2,219,069

   USD    3,347,000    NZD    MSC    09/18/19    19,160       

559,453

   USD    850,000    NZD    CBK    09/18/19    766       

70,250

   USD    235,000    PEN    GSC    09/18/19         (726

368,596

   USD    1,223,000    PEN    UBS    09/18/19         (781

398,432

   USD    20,787,000    PHP    SCB    09/18/19         (9,336

1,113,055

   USD    4,204,000    PLN    GSC    09/18/19    27,084       

481,835

   USD    1,825,000    PLN    BCLY    09/18/19    10,404       

275,949

   USD    1,046,000    PLN    MSC    09/18/19    5,748       

30,482

   USD    116,000    PLN    MSC    11/14/19    474       

694,968

   USD    2,610,000    PLN    BCLY    12/12/19    19,450       

1,430,493

   USD    91,540,000    RUB    GSC    09/18/19    3,292      (1,358

38,999

   USD    2,501,000    RUB    BOA    09/18/19         (31

945,635

   USD    61,775,000    RUB    BCLY    09/18/19         (18,417

1,023,694

   USD    68,004,000    RUB    CBK    10/01/19         (35,800

280,526

   USD    18,635,000    RUB    CBK    10/24/19         (8,889

480,939

   USD    32,069,000    RUB    MSC    12/06/19         (14,312

1,731,132

   USD    2,360,000    SGD    MSC    09/18/19    12,458       

478,426

   USD    14,780,000    THB    GSC    09/18/19         (2,713

256,311

   USD    8,020,000    THB    UBS    09/18/19         (4,767

1,143,855

   USD    7,204,000    TRY    CBK    09/05/19         (127,846

47,307

   USD    278,000    TRY    BOA    09/18/19         (1,548

660,375

   USD    3,802,000    TRY    GSC    09/18/19    3,321      (11,096

215,396

   USD    1,276,000    TRY    MSC    09/18/19    64      (8,908

113,230

   USD    703,000    TRY    UBS    09/18/19         (10,312

256,487

   USD    1,520,000    TRY    HSBC    09/18/19         (10,632

1,438,289

   USD    8,707,000    TRY    BCLY    09/18/19         (91,849

642,534

   USD    23,128,000    UYU    CBK    09/18/19         (26,098

415,427

   USD    5,924,000    ZAR    BNP    09/18/19    4,884       

490,145

   USD    7,361,000    ZAR    CBK    09/25/19         (19,559

1,172,012

   USD    17,320,000    ZAR    GSC    10/02/19         (26,261

18,144,000

   ZAR    1,232,064    USD    GSC    09/18/19    28,411      (3,066

3,242,000

   ZAR    226,760    USD    BCLY    09/18/19         (2,083

11,299,000

   ZAR    786,493    USD    MSC    09/18/19         (3,454

2,160,000

   ZAR    153,476    USD    HSBC    09/18/19         (3,784

4,190,000

   ZAR    294,267    USD    DEUT    09/18/19         (3,893

34,931,000

   ZAR    2,478,134    USD    BOA    09/18/19         (57,357

14,345,000

   ZAR    966,742    USD    GSC    10/02/19    25,708       

    Total

                            $            3,684,332      $            (3,206,937

 

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

 

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

BCLY

   Barclays

BNP

   BNP Paribas Securities Services

BOA

   Banc of America Securities LLC

CBK

   Citibank NA

CITI

   Citigroup Global Markets, Inc.

DEUT

   Deutsche Bank Securities, Inc.

GSC

   Goldman Sachs & Co.

HSBC

   HSBC Bank USA

JPM

   JP Morgan Chase & Co.

MSC

   Morgan Stanley

RBC

   RBC Dominion Securities, Inc.

SCB

   Standard Chartered Bank

SSG

   State Street Global Markets LLC

UBS

   UBS AG
Currency Abbreviations:

ARS

   Argentine Peso

AUD

   Australian Dollar

BRL

   Brazilian Real


 

The Hartford Emerging Markets Local Debt Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

CAD

   Canadian Dollar

CLP

   Chilean Peso

COP

   Colombian Peso

CZK

   Czech Koruna

DOP

   Dominican Peso

EGP

   Egyptian Pound

EUR

   Euro

GBP

   British Pound

HKD

   Hong Kong Dollar

HUF

   Hungarian Forint

IDR

   Indonesian Rupiah

ILS

   Israeli Shekel

INR

   Indian Rupee

KRW

   South Korean Won

MXN

   Mexican Peso

MYR

   Malaysian Ringgit

NGN

   Nigerian Naira

NZD

   New Zealand Dollar

PEN

   Peruvian Sol

PHP

   Philippine Peso

PLN

   Polish Zloty

RON

   New Romanian Leu

RUB

   Russian Ruble

SGD

   Singapore Dollar

THB

   Thai Baht

TRY

   Turkish Lira

USD

   United States Dollar

UYU

   Uruguayan Peso

ZAR

   South African Rand
Index Abbreviations:      

BADLAR

   Buenos Aires Deposits of Large Amount Rate

CMT

   Constant Maturity Treasury Index

CPI

   Consumer Price Index
Other Abbreviations:      

BZDIOVRA

   Brazil Cetip Interbank Deposit Rate

CJSC

   Closed Joint Stock Company

CLICP

   Sinacofi Chile Interbank Offered Rate

DDCA

   Dollars on Deposit in Custody Account

JIBAR

   Johannesburg Interbank Agreed Rate

KSDA

   Korea Securities Dealers Association

MIBOR

   Mumbai Inter-Bank Offered Rate

MTN

   Medium Term Note

OTC

   Over-the-Counter

PJSC

   Private Joint Stock Company

PT

   Perseroan Terbatas

THBFIX

   Thai Baht Interest Rate Fixing

TIIE

   Interbank Equilibrium Interest Rate

WIBOR

   Warsaw Interbank Offered Rate


 

The Hartford Emerging Markets Local Debt Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2019 in valuing the Fund’s investments.

 

Description    Total   Level 1   Level 2   Level  3(1)  

 

Assets

        

Corporate Bonds

   $ 40,079,728     $     $ 40,079,728     $  

Foreign Government Obligations

     109,352,781             109,147,152       205,629  

Convertible Bonds

     193,280             193,280        

Short-Term Investments

     14,463,218       12,918,715       1,544,503        

Purchased Options

     1,035,672             1,035,672        

Foreign Currency Contracts(2)

     3,684,332             3,684,332        

Futures Contracts(2)

     39,981       39,981              

Swaps - Interest Rate(2)

     354,928             354,928        
  

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

   $         169,203,920     $         12,958,696     $         156,039,595     $         205,629  
  

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Liabilities

        

Foreign Currency Contracts(2)

   $ (3,206,937   $     $ (3,206,937   $  

Futures Contracts(2)

     (129,270     (129,270            

Swaps - Credit Default(2)

     (7,992           (7,992      

Swaps - Interest Rate(2)

     (571,876           (571,876      

Written Options

     (322,336           (322,336      
  

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

   $ (4,238,411   $ (129,270   $ (4,109,141   $  
  

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

(1) For the period ended July 31, 2019, there were no transfers in and out of Level 3.

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

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended July 31, 2019 is not presented.


 

Hartford Environmental Opportunities Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Shares or Principal Amount    Market Value

Common Stocks - 97.6%

  
    

Brazil - 2.9%

  
  22,280   

Cia de Saneamento do Parana

   $ 499,736  
       

 

 

 

    

Chile - 1.2%

  
  18,703   

Antofagasta plc

     211,023  
       

 

 

 

    

China - 5.6%

  
  227,000   

China Everbright International Ltd.

     199,899  
  624,607   

China Longyuan Power Group Corp. Ltd. Class H

     381,941  
  1,457,590   

Huaneng Renewables Corp. Ltd. Class H

     396,166  
       

 

 

 

          978,006  
       

 

 

 

    

Denmark - 2.2%

  
  1,565   

Rockwool International A/S Class B

     381,972  
       

 

 

 

    

France - 4.5%

  
  13,361   

Cie de Saint-Gobain

     511,841  
  24,820   

Rexel S.A.

     277,139  
       

 

 

 

          788,980  
       

 

 

 

    

Germany - 2.4%

  
  3,830   

Siemens AG

     416,832  
       

 

 

 

    

Japan - 7.3%

  
  3,210   

Daikin Industries Ltd.

     398,415  
  17,365   

Fujitsu General Ltd.

     277,511  
  8,735   

Kyudenko Corp.

     270,455  
  21,445   

Sekisui Chemical Co., Ltd.

     316,979  
       

 

 

 

          1,263,360  
       

 

 

 

    

Netherlands - 2.4%

                                   
  20,088   

Arcadis N.V.(1)

     409,826  
       

 

 

 

    

Spain - 3.1%

  
  1,294   

Iberdrola S.A.

     12,279  
  55,654   

Iberdrola S.A.

     528,011  
       

 

 

 

          540,290  
       

 

 

 

    

Sweden - 4.1%

  
  13,387   

Electrolux AB Class B

     309,335  
  8,411   

Hexagon AB Class B

     407,533  
       

 

 

 

          716,868  
       

 

 

 

    

Switzerland - 1.6%

  
  14,719   

ABB Ltd.

     277,853  
       

 

 

 

    

United Kingdom - 5.1%

  
  45,738   

National Grid plc

     468,781  
  68,951   

Smart Metering Systems plc

     422,421  
       

 

 

 

          891,202  
       

 

 

 

    

United States - 55.2%

  
  2,360   

Aptiv plc

     206,854  
  9,934   

Avangrid, Inc.

     502,164  
  7,307   

Clean Harbors, Inc.*

     568,558  
  8,946   

CoreLogic, Inc.*

     407,669  
  2,839   

Deere & Co.

     470,280  
  4,786   

Eaton Corp. plc

     393,361  
  3,114   

Edison International

     232,118  
  9,377   

First Solar, Inc.*

     604,723  
  3,984   

FMC Corp.

     344,297  
  25,887   

Green Plains, Inc.

     261,200  
  21,775   

Hannon Armstrong Sustainable Infrastructure Capital, Inc. REIT

     597,724  
  2,545   

Hubbell, Inc.

     330,545  
  10,460   

Itron, Inc.*

     648,520  
  11,074   

Johnson Controls International plc

     469,981  
  3,712   

Livent Corp.*

     23,905  
  1,819   

NextEra Energy, Inc.

     376,842  
  7,498   

Owens Corning

     434,884  
  10,951   

Pattern Energy Group, Inc. Class A

     251,106  


 

Hartford Environmental Opportunities Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  13,578   

Skyline Champion Corp.*

     $ 386,973  
  10,973   

Trimble, Inc.*

       463,719  
  2,899   

Verisk Analytics, Inc.

       439,836  
  3,724   

Waste Management, Inc.

       435,708  
  11,539   

Weyerhaeuser Co., REIT

       293,206  
  5,793   

Xylem, Inc.

       465,120  
         

 

 

 

            9,609,293  
         

 

 

 

    

Total Common Stocks
(cost $16,585,781)

     $     16,985,241  
         

 

 

 

Short-Term Investments - 2.4%

    
    

Other Investment Pools & Funds - 2.4%

                                     
  423,647   

BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 2.27%(2)

       423,647  
         

 

 

 

    

Total Short-Term Investments
(cost $423,647)

     $ 423,647  
         

 

 

 

    

Total Investments
(cost $17,009,428)

     100.0   $ 17,408,888  
    

Other Assets and Liabilities

     0.0     5,339  
         

 

 

 

    

Total Net Assets

     100.0   $ 17,414,227  
         

 

 

 

 

Note:

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

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

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

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

 

*

Non-income producing.

(1)

Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments for securities lending information.

(2)

Current yield as of period end.

 

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)                    

Other Abbreviations:                                                                                                              

REIT

   Real Estate Investment Trust


 

Hartford Environmental Opportunities Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2019 in valuing the Fund’s investments.

 

Description    Total       Level 1      Level 2      Level  3(1)  

 

Assets

           

Common Stocks

           

Brazil

   $ 499,736      $ 499,736      $      $  

Chile

     211,023               211,023         

China

     978,006               978,006         

Denmark

     381,972               381,972         

France

     788,980               788,980         

Germany

     416,832               416,832         

Japan

     1,263,360               1,263,360         

Netherlands

     409,826               409,826         

Spain

     540,290        12,279        528,011         

Sweden

     716,868               716,868         

Switzerland

     277,853               277,853         

United Kingdom

     891,202               891,202         

United States

     9,609,293        9,609,293                

Short-Term Investments

     423,647        423,647                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $         17,408,888      $         10,544,955      $         6,863,933      $         —  
  

 

 

    

 

 

    

 

 

    

 

 

 
           

(1) For the period ended July 31, 2019, there were no transfers in and out of Level 3.


 

The Hartford Equity Income Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Shares or Principal Amount    Market Value

Common Stocks - 97.9%

  
    

Automobiles & Components - 0.5%

  
  188,231   

Cie Generale des Etablissements Michelin SCA

   $ 20,808,439  
       

 

 

 

    

Banks - 12.6%

                                   
  4,439,311   

Bank of America Corp.

     136,198,061  
  654,873   

BB&T Corp.

     33,745,606  
  1,433,202   

JP Morgan Chase & Co.

     166,251,432  
  323,366   

M&T Bank Corp.

     53,112,866  
  526,648   

PNC Financial Services Group, Inc.

     75,257,999  
  747,808   

U.S. Bancorp

     42,737,227  
       

 

 

 

          507,303,191  
       

 

 

 

    

Capital Goods - 9.6%

  
  108,587   

3M Co.

     18,972,321  
  4,338,782   

BAE Systems plc

     28,825,692  
  318,901   

Caterpillar, Inc.

     41,989,695  
  358,679   

Deere & Co.

     59,415,176  
  707,674   

Eaton Corp. plc

     58,163,726  
  245,545   

Honeywell International, Inc.

     42,346,691  
  189,907   

Lockheed Martin Corp.

     68,778,618  
  153,363   

Raytheon Co.

     27,956,541  
  288,442   

United Technologies Corp.

     38,535,851  
       

 

 

 

          384,984,311  
       

 

 

 

    

Diversified Financials - 0.4%

  
  36,502   

BlackRock, Inc.

     17,071,255  
       

 

 

 

    

Energy - 9.0%

  
  808,335   

Chevron Corp.

     99,514,122  
  936,033   

Exxon Mobil Corp.

     69,603,414  
  1,835,900   

Kinder Morgan, Inc.

     37,856,258  
  200,522   

Phillips 66

     20,565,536  
  2,653,033   

Suncor Energy, Inc.

     76,142,047  
  1,127,461   

TC Energy Corp.

     55,202,705  
       

 

 

 

          358,884,082  
       

 

 

 

    

Food & Staples Retailing - 1.6%

  
  474,060   

Sysco Corp.

     32,506,294  
  264,877   

Walmart, Inc.

     29,237,123  
       

 

 

 

          61,743,417  
       

 

 

 

    

Food, Beverage & Tobacco - 6.0%

  
  756,342   

Archer-Daniels-Midland Co.

     31,070,529  
  386,160   

Coca-Cola Co.

     20,323,601  
  924,898   

Mondelez International, Inc. Class A

     49,472,794  
  290,397   

Nestle S.A.

     30,807,397  
  280,428   

PepsiCo., Inc.

     35,841,503  
  851,314   

Philip Morris International, Inc.

     71,178,364  
       

 

 

 

          238,694,188  
       

 

 

 

    

Health Care Equipment & Services - 6.2%

  
  1,272,601   

Koninklijke Philips N.V.

     59,698,547  
  833,126   

Medtronic plc

     84,928,864  
  420,590   

UnitedHealth Group, Inc.

     104,731,116  
       

 

 

 

          249,358,527  
       

 

 

 

    

Household & Personal Products - 1.9%

  
  1,327,907   

Unilever N.V.

     76,673,350  
       

 

 

 

    

Insurance - 7.6%

  
  687,494   

American International Group, Inc.

     38,492,789  
  545,837   

Chubb Ltd.

     83,425,727  
  400,179   

Marsh & McLennan Cos., Inc.

     39,537,685  
  1,544,557   

MetLife, Inc.

     76,332,007  
  583,073   

Principal Financial Group, Inc.

     33,841,557  
  238,403   

Travelers Cos., Inc.

     34,954,648  
       

 

 

 

          306,584,413  
       

 

 

 


 

The Hartford Equity Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Materials - 2.7%

  
  379,921   

Celanese Corp.

   $ 42,615,739  
  584,116   

Dow, Inc.*

     28,294,579  
  697,893   

Nutrien Ltd.

     38,251,515  
       

 

 

 

          109,161,833  
       

 

 

 

    

Media & Entertainment - 2.6%

                                   
  2,428,156   

Comcast Corp. Class A

     104,823,494  
       

 

 

 

    

Pharmaceuticals, Biotechnology & Life Sciences - 10.2%

  
  957,176   

AstraZeneca plc ADR

     41,551,010  
  729,380   

Bristol-Myers Squibb Co.

     32,391,766  
  401,168   

Eli Lilly & Co.

     43,707,254  
  538,641   

Johnson & Johnson

     70,141,831  
  254,223   

Merck & Co., Inc.

     21,097,967  
  564,887   

Novartis AG

     51,799,473  
  2,607,040   

Pfizer, Inc.

     101,257,433  
  181,646   

Roche Holding AG

     48,620,289  
       

 

 

 

          410,567,023  
       

 

 

 

    

Real Estate - 2.1%

  
  637,842   

Crown Castle International Corp. REIT

     84,998,825  
       

 

 

 

    

Retailing - 2.4%

  
  339,540   

Home Depot, Inc.

     72,556,303  
  233,073   

Lowe’s Cos., Inc.

     23,633,602  
       

 

 

 

          96,189,905  
       

 

 

 

    

Semiconductors & Semiconductor Equipment - 5.7%

  
  659,593   

Analog Devices, Inc.

     77,475,794  
  1,485,598   

Intel Corp.

     75,096,979  
  295,116   

KLA-Tencor Corp.

     40,230,213  
  607,860   

Maxim Integrated Products, Inc.

     35,979,233  
       

 

 

 

          228,782,219  
       

 

 

 

    

Technology Hardware & Equipment - 4.3%

  
  2,400,442   

Cisco Systems, Inc.

     132,984,487  
  58,200   

Corning, Inc.

     1,789,650  
  420,552   

TE Connectivity Ltd.

     38,859,005  
       

 

 

 

          173,633,142  
       

 

 

 

    

Telecommunication Services - 3.3%

  
  621,998   

BCE, Inc.

     28,107,259  
  1,846,831   

Verizon Communications, Inc.

     102,074,349  
       

 

 

 

          130,181,608  
       

 

 

 

    

Transportation - 1.5%

  
  336,527   

Union Pacific Corp.

     60,558,034  
       

 

 

 

    

Utilities - 7.7%

  
  518,064   

American Electric Power Co., Inc.

     45,491,199  
  711,980   

Dominion Energy, Inc.

     52,892,994  
  271,256   

Duke Energy Corp.

     23,523,320  
  626,185   

Eversource Energy

     47,502,394  
  233,250   

NextEra Energy, Inc.

     48,322,403  
  422,249   

Sempra Energy

     57,185,182  
  641,484   

UGI Corp.

     32,773,418  
       

 

 

 

          307,690,910  
       

 

 

 

    

Total Common Stocks
(cost $3,083,459,182)

   $ 3,928,692,166  
       

 

 

 

Short-Term Investments - 1.8%

  
    

Other Investment Pools & Funds - 1.8%

  
  73,384,658   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.25%(1)

     73,384,658  
       

 

 

 

    

Total Short-Term Investments
(cost $73,384,658)

   $ 73,384,658  
       

 

 

 


 

The Hartford Equity Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Total Investments
(cost $3,156,843,840)

     99.7%      $  4,002,076,824  
    

Other Assets and Liabilities

     0.3%        12,946,501  
       

 

 

    

 

 

 

    

Total Net Assets

     100.0%      $     4,015,023,325  
       

 

 

    

 

 

 

 

Note:

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

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

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

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

 

*

Non-income producing.

(1)

Current yield as of period end.

 

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)                                          

Other Abbreviations:                                                                                                                                    

ADR

   American Depositary Receipt

REIT

   Real Estate Investment Trust


 

The Hartford Equity Income Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2019 in valuing the Fund’s investments.

 

                                                                                                   
Description    Total      Level 1      Level 2      Level 3(1)  

Assets

           

Common Stocks

           

Automobiles & Components

   $ 20,808,439      $      $ 20,808,439      $  

Banks

     507,303,191        507,303,191                

Capital Goods

     384,984,311        356,158,619        28,825,692         

Diversified Financials

     17,071,255        17,071,255                

Energy

     358,884,082        358,884,082                

Food & Staples Retailing

     61,743,417        61,743,417                

Food, Beverage & Tobacco

     238,694,188        207,886,791        30,807,397         

Health Care Equipment & Services

     249,358,527        189,659,980        59,698,547         

Household & Personal Products

     76,673,350        76,673,350                

Insurance

     306,584,413        306,584,413                

Materials

     109,161,833        109,161,833                

Media & Entertainment

     104,823,494        104,823,494                

Pharmaceuticals, Biotechnology & Life Sciences

     410,567,023        310,147,261        100,419,762         

Real Estate

     84,998,825        84,998,825                

Retailing

     96,189,905        96,189,905                

Semiconductors & Semiconductor Equipment

     228,782,219        228,782,219                

Technology Hardware & Equipment

     173,633,142        173,633,142                

Telecommunication Services

     130,181,608        130,181,608                

Transportation

     60,558,034        60,558,034                

Utilities

     307,690,910        307,690,910                

Short-Term Investments

     73,384,658        73,384,658                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     4,002,076,824      $     3,761,516,987      $     240,559,837      $  
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended July 31, 2019, there were no transfers in and out of Level 3.


 

The Hartford Floating Rate Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Shares or Principal Amount    Market Value

Corporate Bonds - 4.3%

  
    

Advertising - 0.0%

  
    

Acosta, Inc.

  
$   1,500,000   

7.75%, 10/01/2022(1)

   $ 240,000  
       

 

 

 

    

Airlines - 0.1%

                                   
    

Bombardier, Inc.

  
  4,770,000   

7.88%, 04/15/2027(1)

     4,829,625  
       

 

 

 

    

Auto Parts & Equipment - 0.2%

  
    

Adient Global Holdings Ltd.

  
  8,000,000   

4.88%, 08/15/2026(1)

     6,120,000  
    

Panther BF Aggregator 2 L.P. / Panther Finance Co., Inc.

  
EUR   1,350,000   

4.38%, 05/15/2026(2)

     1,533,820  
       

 

 

 

          7,653,820  
       

 

 

 

    

Coal - 0.1%

  
    

Cloud Peak Energy Resources LLC / Cloud Peak Energy Finance Corp.

  
$   2,975,000   

12.00%, 11/01/2021(3)

     446,250  
    

Foresight Energy LLC / Foresight Energy Finance Corp.

  
  6,085,000   

11.50%, 04/01/2023(1)

     2,221,025  
       

 

 

 

          2,667,275  
       

 

 

 

    

Commercial Banks - 0.5%

  
    

Banco Bilbao Vizcaya Argentaria S.A.

  
  1,600,000   

6.13%, 11/16/2027, (6.13% fixed rate until 11/16/2027; 5 year USD Swap + 3.870% thereafter)(4)(5)

     1,510,000  
    

Banco de Sabadell S.A.

  
EUR   3,200,000   

6.13%, 11/23/2022, (6.13% fixed rate until 11/12/2022; 5 year EUR Swap + 6.051% thereafter)(2)(4)(5)

     3,492,100  
    

Banco Santander S.A.

  
  2,425,000   

1.00%, 12/15/2024(2)(4)(6)

     2,283,308  
    

Freedom Mortgage Corp.

  
$   4,830,000   

8.13%, 11/15/2024(1)

     4,202,100  
    

UniCredit S.p.A.

  
EUR   4,000,000   

5.38%, 06/03/2025, (5.38% fixed rate until 06/03/2025; 5 year EUR Swap + 4.925% thereafter)(2)(4)(5)

     4,175,756  
       

 

 

 

          15,663,264  
       

 

 

 

    

Commercial Services - 0.9%

  
    

Allied Universal Holdco LLC

  
$   4,650,000   

6.63%, 07/15/2026(1)

     4,859,250  
    

APX Group, Inc.

  
  6,261,000   

8.75%, 12/01/2020

     5,947,950  
    

Brand Industrial Services, Inc.

  
  8,445,000   

8.50%, 07/15/2025(1)

     7,389,375  
    

Cardtronics, Inc. / Cardtronics USA, Inc.

  
  1,710,000   

5.50%, 05/01/2025(1)

     1,695,038  
    

Garda World Security Corp.

  
  3,525,000   

8.75%, 05/15/2025(1)

     3,604,312  
    

Weight Watchers International, Inc.

  
  4,400,000   

8.63%, 12/01/2025(1)

     4,273,192  
       

 

 

 

          27,769,117  
       

 

 

 

    

Entertainment - 0.1%

  
    

Cirsa Finance International S.a.r.l.

  
EUR   1,910,000   

3.63%, 09/30/2025, 3 mo. EURIBOR + 3.625%(1)(7)(8)

     2,120,376  
       

 

 

 

    

Environmental Control - 0.0%

  
    

CD&R Waterworks Merger Sub LLC

  
$   1,134,000   

6.13%, 08/15/2025(1)

     1,168,020  
       

 

 

 

    

Healthcare-Services - 0.1%

  
    

IQVIA, Inc.

  
EUR   3,085,000   

2.25%, 01/15/2028

     3,415,096  
       

 

 

 


 

The Hartford Floating Rate Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Household Products - 0.1%

  
    

Revlon Consumer Products Corp.

  
$   5,625,000   

5.75%, 02/15/2021

   $ 5,231,250  
       

 

 

 

    

Household Products/Wares - 0.1%

  
    

Diamond (BC) B.V.

  
EUR   3,215,000   

5.63%, 08/15/2025(2)

     2,775,085  
       

 

 

 

    

Insurance - 0.2%

                                   
    

Acrisure LLC / Acrisure Finance, Inc.

  
$   4,315,000   

8.13%, 02/15/2024(1)

     4,606,694  
  1,460,000   

10.13%, 08/01/2026(1)(8)

     1,497,960  
       

 

 

 

          6,104,654  
       

 

 

 

    

Lodging - 0.1%

  
    

Boyd Gaming Corp.

  
  3,180,000   

6.88%, 05/15/2023

     3,287,325  
       

 

 

 

    

Office/Business Equipment - 0.1%

  
    

Xerox Corp.

  
  1,725,000   

4.13%, 03/15/2023

     1,729,313  
       

 

 

 

    

Oil & Gas - 0.6%

  
    

B&G Foods, Inc.

  
  1,750,000   

5.25%, 04/01/2025

     1,741,250  
    

Blue Racer Midstream LLC / Blue Racer Finance Corp.

  
  4,825,000   

6.13%, 11/15/2022(1)

     4,849,125  
    

Centennial Resource Production LLC

  
  2,750,000   

5.38%, 01/15/2026(1)

     2,543,750  
    

Jagged Peak Energy LLC

  
  4,050,000   

5.88%, 05/01/2026

     3,847,500  
    

Sable Permian Resources Land LLC / AEPB Finance Corp.

  
  6,100,000   

9.08%, 08/01/2019, 3 mo. USD LIBOR + 6.500%(1)(7)

     915,000  
    

Vine Oil & Gas L.P. / Vine Oil & Gas Finance Corp.

  
  5,230,000   

8.75%, 04/15/2023(1)

     3,085,700  
    

WPX Energy, Inc.

  
  3,200,000   

5.75%, 06/01/2026

     3,288,000  
       

 

 

 

          20,270,325  
       

 

 

 

    

Packaging & Containers - 0.3%

  
    

Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.

  
EUR   2,810,000   

2.13%, 08/15/2026(1)

     3,130,424  
$   3,085,000   

5.25%, 08/15/2027(1)

     3,088,856  
    

Trivium Packaging Finance B.V.

  
EUR   415,000   

3.75%, 08/15/2026(1)(8)

     475,434  
$   1,795,000   

8.50%, 08/15/2027(1)(8)

     1,894,246  
       

 

 

 

          8,588,960  
       

 

 

 

    

Pharmaceuticals - 0.1%

  
    

Teva Pharmaceutical Finance Netherlands B.V.

  
  3,375,000   

2.20%, 07/21/2021

     3,167,269  
       

 

 

 

    

Retail - 0.4%

  
    

Ferrellgas L.P. / Ferrellgas Finance Corp.

  
  6,700,000   

6.75%, 01/15/2022

     5,829,000  
    

Party City Holdings, Inc.

  
  1,550,000   

6.13%, 08/15/2023(1)

     1,553,875  
  1,345,000   

6.63%, 08/01/2026(1)

     1,294,562  
    

PetSmart, Inc.

  
  3,210,000   

5.88%, 06/01/2025(1)

     3,173,406  
       

 

 

 

          11,850,843  
       

 

 

 

    

Software - 0.1%

  
    

SS&C Technologies, Inc.

  
  1,670,000   

5.50%, 09/30/2027(1)

     1,736,800  
    

Western Digital Corp.

  
  2,383,000   

4.75%, 02/15/2026

     2,356,191  
       

 

 

 

          4,092,991  
       

 

 

 


 

The Hartford Floating Rate Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Toys/Games/Hobbies - 0.1%

  
    

Mattel, Inc.

  
$   1,525,000   

6.75%, 12/31/2025(1)

   $ 1,603,187  
       

 

 

 

    

Trucking & Leasing - 0.1%

  
    

Fly Leasing Ltd.

                                   
  3,370,000   

6.38%, 10/15/2021

     3,441,781  
       

 

 

 

    

Total Corporate Bonds
(cost $155,472,026)

   $ 137,669,576  
       

 

 

 

Senior Floating Rate Interests - 84.1%(9)

  
    

Advertising - 0.3%

  
    

Acosta Holdco, Inc.

  
  7,074,781   

5.48%, 09/26/2021, 1 mo. USD LIBOR + 3.250%

     2,468,603  
    

Entravision Communications Corp.

  
  6,584,123   

5.08%, 11/29/2024, 1 mo. USD LIBOR + 2.750%

     6,435,981  
       

 

 

 

          8,904,584  
       

 

 

 

    

Aerospace/Defense - 1.9%

  
    

Circor International, Inc.

  
  8,116,011   

5.87%, 12/11/2024, 1 mo. USD LIBOR + 3.500%

   $ 8,109,275  
    

TransDigm, Inc.

  
  29,413,054   

4.83%, 06/09/2023, 1 mo. USD LIBOR + 2.500%

     29,243,046  
  22,465,441   

4.83%, 05/30/2025, 1 mo. USD LIBOR + 2.500%

     22,270,441  
       

 

 

 

          59,622,762  
       

 

 

 

    

Agriculture - 0.1%

  
    

Pinnacle Operating Corp.

  
  4,009,498   

7.73%, 11/15/2021, 1 mo. USD LIBOR + 5.500%

     3,100,665  
       

 

 

 

    

Auto Manufacturers - 0.4%

  
    

Navistar International Corp.

  
  12,012,665   

5.83%, 11/06/2024, 1 mo. USD LIBOR + 3.500%

     12,035,249  
       

 

 

 

    

Auto Parts & Equipment - 0.8%

  
    

Adient U.S. LLC

  
  8,655,000   

6.87%, 05/06/2024, 1 mo. USD LIBOR + 4.250%

     8,308,800  
    

Panther BF Aggregator L.P.

  
  17,635,000   

5.73%, 04/30/2026, 1 mo. USD LIBOR + 3.500%

     17,624,066  
       

 

 

 

          25,932,866  
       

 

 

 

    

Beverages - 0.2%

  
    

Refresco Group B.V.

  
EUR   6,785,000   

3.25%, 03/28/2025, 3 mo. EURIBOR + 3.250%

     7,490,117  
       

 

 

 

    

Biotechnology - 1.0%

  
    

Sotera Health Holdings LLC

  
$   32,413,929   

5.23%, 05/15/2022, 1 mo. USD LIBOR + 3.000%

     32,049,272  
       

 

 

 

    

Chemicals - 1.5%

  
    

Cabot Microelectronics Corp.

  
  8,082,896   

4.50%, 11/14/2025, 1 mo. ICE LIBOR + 2.250%

     8,093,000  
    

CTC AcquiCo GmbH

  
EUR   6,562,101   

2.50%, 03/07/2025, 3 mo. EURIBOR + 2.500%

     7,122,233  
    

LTI Holdings, Inc.

  
$   15,488,381   

5.73%, 09/06/2025, 1 mo. USD LIBOR + 3.500%

     14,752,683  
  1,140,000   

8.98%, 09/06/2026, 1 mo. USD LIBOR + 6.750%

     1,034,550  
    

Starfruit Finco B.V.

  
  3,218,600   

5.61%, 10/01/2025, 1 mo. USD LIBOR + 3.250%

     3,159,603  
    

Tronox Finance LLC

  
  7,881,900   

5.27%, 09/23/2024, 3 mo. USD LIBOR + 3.000%

     7,819,081  
    

Univar, Inc.

  
  4,738,219   

4.48%, 07/01/2024, 1 mo. USD LIBOR + 2.250%

     4,742,152  
       

 

 

 

          46,723,302  
       

 

 

 

    

Coal - 0.2%

  
    

Foresight Energy LLC

  
  8,713,637   

8.27%, 03/28/2022, 3 mo. USD LIBOR + 5.750%

     6,360,955  
       

 

 

 

    

Commercial Services - 5.4%

  
    

Allied Universal Holdco LLC

  
  552,826   

0.00%, 07/10/2026, 3 mo. USD LIBOR + 4.000%(10)(11)

     553,716  


 

The Hartford Floating Rate Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   5,583,538   

6.51%, 07/10/2026, 3 mo. USD LIBOR + 4.250%

   $ 5,592,527  
    

APX Group, Inc.

                                   
  16,267,075   

7.33%, 04/01/2024, 2 mo. USD LIBOR + 5.000%

     15,562,223  
    

Blackhawk Network Holdings, Inc.

  
  31,660,723   

5.23%, 06/15/2025, 1 mo. USD LIBOR + 3.000%

     31,568,274  
    

BrightView Landscapes LLC

  
  16,069,653   

4.78%, 08/15/2025, 1 mo. USD LIBOR + 2.500%

     16,082,990  
    

Dun & Bradstreet Corp.

  
  13,255,000   

0.00%, 02/06/2026, 1 mo. USD LIBOR + 5.000%(11)

     13,333,735  
    

Evergood 4 ApS

  
EUR   4,500,000   

3.75%, 02/06/2025, 3 mo. EURIBOR + 3.750%

     4,995,849  
    

Garda World Security Corp.

  
$   8,474,555   

6.02%, 05/24/2024, 1 mo. USD LIBOR + 3.500%

     8,481,335  
    

Hertz Corp.

  
  2,486,945   

4.99%, 06/30/2023, 3 mo. USD LIBOR + 2.750%

     2,475,903  
    

Quikrete Holdings, Inc.

  
  8,542,332   

4.98%, 11/15/2023, 1 mo. USD LIBOR + 2.750%

     8,465,194  
    

Tempo Acquisition LLC

  
  16,558,052   

5.23%, 05/01/2024, 1 mo. USD LIBOR + 3.000%

     16,578,750  
    

Trans Union LLC

  
  12,799,463   

4.23%, 04/10/2023, 1 mo. USD LIBOR + 2.000%

     12,825,446  
  3,137,652   

4.23%, 06/19/2025, 1 mo. USD LIBOR + 2.000%

     3,141,573  
    

Verisure Holding AB

  
EUR   15,120,000   

3.50%, 10/21/2022, 3 mo. EURIBOR + 3.500%

     16,764,460  
    

Weight Watchers International, Inc.

  
$   12,859,522   

7.10%, 11/29/2024, 3 mo. USD LIBOR + 4.750%

     12,739,028  
       

 

 

 

          169,161,003  
       

 

 

 

    

Construction Materials - 0.6%

  
    

Forterra Finance LLC

  
  8,540,228   

5.23%, 10/25/2023, 1 mo. USD LIBOR + 3.000%

     7,929,602  
    

NCI Building Systems, Inc.

  
  8,964,450   

6.12%, 04/12/2025, 3 mo. USD LIBOR + 3.750%

     8,747,779  
    

Tamko Building Products, Inc.

  
  3,380,000   

5.56%, 04/23/2026, 1 mo. USD LIBOR + 3.250%

     3,388,450  
       

 

 

 

          20,065,831  
       

 

 

 

    

Distribution/Wholesale - 0.3%

  
    

Hamilton Holdco LLC

  
  8,043,750   

4.33%, 07/02/2025, 1 mo. USD LIBOR + 2.000%

     8,033,695  
       

 

 

 

    

Diversified Financial Services - 3.9%

  
    

AlixPartners LLP

  
EUR   2,862,825   

3.25%, 04/04/2024, 3 mo. USD LIBOR + 3.250%

     3,170,480  
$   14,662,202   

4.98%, 04/04/2024, 3 mo. USD LIBOR + 2.750%

     14,675,251  
    

Aretec Group, Inc.

  
  8,384,321   

6.48%, 10/01/2025, 3 mo. USD LIBOR + 4.250%

     8,185,194  
    

Crown Finance U.S., Inc.

  
EUR   5,544,063   

2.38%, 02/28/2025, 1 mo. EURIBOR + 2.375%

     6,121,937  
$   21,514,880   

4.48%, 02/28/2025, 1 mo. USD LIBOR + 2.250%

     21,424,518  
    

Financial & Risk U.S. Holdings, Inc.

  
  4,882,772   

5.98%, 10/01/2025, 1 mo. USD LIBOR + 3.750%

     4,877,547  
    

GreenSky Holdings LLC

  
  9,875,000   

5.50%, 03/31/2025, 1 mo. USD LIBOR + 3.250%

     9,788,594  
    

Minotaur Acquisition, Inc.

  
  3,785,513   

7.23%, 02/26/2026, 1 mo. USD LIBOR + 5.000%

     3,700,338  
    

Nets Holding A/S

  
EUR   16,534,055   

3.25%, 02/06/2025, 3 mo. EURIBOR + 3.250%

     18,203,637  
    

NFP Corp.

  
$   19,904,919   

5.23%, 01/08/2024, 1 mo. USD LIBOR + 3.000%

     19,606,345  
    

RP Crown Parent LLC

  
  13,206,375   

4.98%, 10/12/2023, 1 mo. USD LIBOR + 2.750%

     13,166,756  
    

UFC Holdings LLC

  
  1,920,064   

5.49%, 04/29/2026, 1 mo. USD LIBOR + 3.250%

     1,923,059  
       

 

 

 

          124,843,656  
       

 

 

 


 

The Hartford Floating Rate Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Electric - 0.9%

  
    

Calpine Construction Finance Company, L.P.

  
$   29,648,067   

4.73%, 01/15/2025, 1 mo. USD LIBOR + 2.500%

   $ 29,573,946  
       

 

 

 

    

Electrical Components & Equipment - 0.2%

                                   
    

Lumentum Holdings

  
  5,283,450   

4.73%, 12/10/2025, 1 mo. USD LIBOR + 2.500%

     5,296,659  
       

 

 

 

    

Energy-Alternate Sources - 1.8%

  
    

BCP Renaissance Parent LLC

  
  18,374,400   

5.76%, 10/31/2024, 3 mo. USD LIBOR + 3.500%

     18,347,574  
    

Gulf Finance LLC

  
  5,640,284   

7.62%, 08/25/2023, 1 mo. USD LIBOR + 5.250%

     4,537,608  
    

Medallion Midland Acquisition LLC

  
  25,654,505   

5.48%, 10/30/2024, 1 mo. USD LIBOR + 3.250%

     25,269,687  
    

TEX Operations Co. LLC

  
  9,116,034   

4.23%, 08/04/2023, 1 mo. USD LIBOR + 2.000%

     9,124,876  
       

 

 

 

          57,279,745  
       

 

 

 

    

Engineering & Construction - 1.2%

  
    

Brand Energy & Infrastructure Services, Inc.

  
  24,396,170   

6.61%, 06/21/2024, 3 mo. USD LIBOR + 4.250%

     23,519,371  
    

DG Investment Intermediate Holdings, Inc.

  
  7,560,060   

5.23%, 02/03/2025, 3 mo. USD LIBOR + 3.000%

     7,408,859  
  1,360,000   

8.98%, 02/02/2026, 3 mo. USD LIBOR + 6.750%

     1,305,600  
    

Pike Corp.

  
  4,328,889   

0.00%, 07/19/2026, 1 mo. USD LIBOR + 3.250%(11)

     4,345,123  
       

 

 

 

          36,578,953  
       

 

 

 

    

Entertainment - 0.3%

  
    

CityCenter Holdings LLC

  
  10,907,801   

4.48%, 04/18/2024, 1 mo. USD LIBOR + 2.250%

     10,921,435  
       

 

 

 

    

Environmental Control - 0.3%

  
    

Fluidra Finco SLU

  
EUR   7,657,638   

2.75%, 07/02/2025, 1 mo. EURIBOR + 2.750%

     8,529,990  
       

 

 

 

    

Food - 1.1%

  
    

CHG PPC Parent LLC

  
  1,540,000   

4.00%, 03/30/2025, 3 mo. EURIBOR + 4.000%

     1,715,435  
$   4,558,950   

4.98%, 03/31/2025, 1 mo. USD LIBOR + 2.750%

     4,533,329  
    

Hostess Brands LLC

  
  20,633,659   

4.51%, 08/03/2022, 1 mo. USD LIBOR + 2.250%

     20,590,740  
    

Post Holdings, Inc.

  
  7,924,407   

4.27%, 05/24/2024, 1 mo. USD LIBOR + 2.000%

     7,922,189  
       

 

 

 

          34,761,693  
       

 

 

 

    

Food Service - 0.0%

  
    

Welbilt, Inc.

  
  1,340,000   

4.73%, 10/23/2025, 1 mo. USD LIBOR + 2.500%

     1,324,925  
       

 

 

 

    

Gas - 0.3%

  
    

Messer Industries GmbH

  
EUR   1,515,000   

2.75%, 03/01/2026, 3 mo. EURIBOR + 2.750%

     1,677,106  
$   7,022,400   

4.83%, 03/01/2026, 1 mo. USD LIBOR + 2.500%

     6,987,288  
       

 

 

 

          8,664,394  
       

 

 

 

    

Healthcare-Products - 1.3%

  
    

Emerald TopCo, Inc.

  
  8,660,000   

0.00%, 07/24/2026, 1 mo. USD LIBOR + 3.500%(11)

     8,636,185  
    

Immucor, Inc.

  
  5,424,925   

7.33%, 06/15/2021, 3 mo. USD LIBOR + 5.000%

     5,409,084  
    

Kinetic Concepts, Inc.

  
  8,717,385   

5.58%, 02/02/2024, 3 mo. USD LIBOR + 3.250%

     8,741,881  
    

Lifescan Global Corp.

  
  10,366,997   

8.66%, 10/01/2024, 3 mo. USD LIBOR + 6.000%

     9,870,211  
  2,500,000   

11.82%, 09/26/2025, 3 mo. USD LIBOR + 9.500%

     2,262,500  
    

Parexel International Corp.

  
  5,678,232   

4.98%, 09/27/2024, 1 mo. USD LIBOR + 2.750%

     5,475,974  
       

 

 

 

          40,395,835  
       

 

 

 


 

The Hartford Floating Rate Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Healthcare-Services - 4.4%

  
    

CDRH Parent, Inc.

  
$   8,785,727   

6.73%, 07/01/2021, 3 mo. USD LIBOR + 4.250%

   $ 6,838,195  
    

DentalCorp Perfect Smile ULC

                                   
  9,223,228   

5.98%, 06/06/2025, 1 mo. USD LIBOR + 3.750%

     9,104,064  
    

DuPage Medical Group Ltd.

  
  4,750,344   

4.98%, 08/15/2024, 1 mo. USD LIBOR + 2.750%

     4,625,648  
  2,741,320   

9.23%, 08/15/2025, 1 mo. USD LIBOR + 7.000%

     2,672,787  
    

Ensemble RCM LLC

  
  4,815,000   

0.00%, 07/22/2026, 1 mo. USD LIBOR + 3.750%(11)

     4,818,033  
    

Envision Healthcare Corp.

  
  3,586,875   

5.98%, 10/10/2025, 1 mo. USD LIBOR + 3.750%

     3,074,992  
    

Gentiva Health Services, Inc.

  
  20,139,484   

6.00%, 07/02/2025, 1 mo. USD LIBOR + 3.750%

     20,240,181  
    

IQVIA, Inc.

  
EUR   9,249,044   

2.50%, 06/11/2025, 3 mo. EURIBOR + 2.000%

     10,266,647  
    

Jaguar Holding Co.

  
$   7,922,599   

4.73%, 08/18/2022, 3 mo. USD LIBOR + 2.500%

     7,905,644  
    

MPH Acquisition Holdings LLC

  
  16,498,241   

5.08%, 06/07/2023, 3 mo. USD LIBOR + 2.750%

     16,003,294  
    

One Call Corp.

  
  5,954,381   

7.58%, 11/25/2022, 1 mo. USD LIBOR + 5.250%

     5,172,869  
    

Ortho-Clinical Diagnostics S.A.

  
  13,374,734   

5.56%, 06/30/2025, 3 mo. USD LIBOR + 3.250%

     12,981,918  
    

Sound Inpatient Physicians

  
  5,997,442   

4.98%, 06/27/2025, 1 mo. USD LIBOR + 2.750%

     5,965,956  
  2,135,000   

8.98%, 06/26/2026, 1 mo. USD LIBOR + 6.750%

     2,126,097  
    

Surgery Center Holdings, Inc.

  
  9,883,269   

5.49%, 09/02/2024, 1 mo. USD LIBOR + 3.250%

     9,537,354  
    

Syneos Health, Inc.

  
  10,897,754   

4.23%, 08/01/2024, 1 mo. USD LIBOR + 2.000%

     10,866,478  
    

Team Health Holdings, Inc.

  
  3,618,025   

4.98%, 02/06/2024, 1 mo. USD LIBOR + 2.750%

     3,159,730  
    

Verscend Holding Corp.

  
  5,061,750   

6.73%, 08/27/2025, 1 mo. USD LIBOR + 4.500%

     5,082,301  
       

 

 

 

          140,442,188  
       

 

 

 

    

Household Products - 1.3%

  
    

Diamond (BC) B.V.

  
EUR   7,312,472   

3.25%, 09/06/2024, 1 mo. EURIBOR + 3.250%

     7,480,587  
$   16,048,007   

5.26%, 09/06/2024, 2 mo. USD LIBOR + 3.000%

     14,510,127  
    

Revlon Consumer Products Corp.

  
  25,078,807   

6.02%, 09/07/2023

     20,355,716  
       

 

 

 

          42,346,430  
       

 

 

 

    

Insurance - 3.6%

  
    

Acrisure LLC

  
  12,265,987   

6.77%, 11/22/2023, 1 mo. USD LIBOR + 4.250%

     12,181,719  
    

Asurion LLC

  
  9,008,158   

5.23%, 11/03/2023, 1 mo. USD LIBOR + 3.000%

     9,025,093  
  28,209,988   

5.23%, 11/03/2024, 1 mo. USD LIBOR + 3.000%

     28,260,484  
  12,570,000   

8.73%, 08/04/2025, 1 mo. USD LIBOR + 6.500%

     12,784,695  
    

Genworth Holdings, Inc.

  
  9,900,794   

6.76%, 03/07/2023, 1 mo. USD LIBOR + 4.500%

     9,962,674  
    

Hub International Ltd.

  
  24,314,388   

5.27%, 04/25/2025, 2 mo. USD LIBOR + 3.000%

     24,045,714  
    

Sedgwick Claims Management Services, Inc.

  
  17,221,555   

5.48%, 12/31/2025, 1 mo. USD LIBOR + 3.250%

     16,938,605  
       

 

 

 

          113,198,984  
       

 

 

 

    

IT Services - 0.1%

  
    

NAB Holdings LLC

  
  4,150,829   

5.33%, 07/01/2024, 3 mo. USD LIBOR + 3.000%

     4,122,312  
       

 

 

 

    

Leisure Time - 2.9%

  
    

Caesars Resort Collection LLC

  
  44,903,939   

4.98%, 12/22/2024, 1 mo. USD LIBOR + 2.750%

     44,518,214  


 

The Hartford Floating Rate Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Delta (LUX) S.a.r.l.

  
$   12,728,529   

4.73%, 02/01/2024, 1 mo. USD LIBOR + 2.500%

   $ 12,558,094  
    

Eldorado Resorts LLC

                                   
  21,021,384   

4.58%, 04/17/2024, 2 mo. USD LIBOR + 2.250%

     20,982,074  
    

Penn National Gaming, Inc.

  
  12,168,850   

4.48%, 10/15/2025, 3 mo. USD LIBOR + 2.250%

     12,182,601  
       

 

 

 

          90,240,983  
       

 

 

 

    

Lodging - 2.4%

  
    

Boyd Gaming Corp.

  
  11,553,359   

4.62%, 09/15/2023, 1 week USD LIBOR + 2.250%

     11,544,694  
    

Caesars Entertainment Operating Co.

  
  44,007,041   

4.23%, 10/06/2024, 1 mo. USD LIBOR + 2.000%

     43,886,022  
    

Station Casinos LLC

  
  13,551,937   

4.74%, 06/08/2023, 1 mo. USD LIBOR + 2.500%

     13,569,690  
    

Wynn America LLC

  
  6,585,479   

3.99%, 12/31/2021, 1 mo. USD LIBOR + 1.750%

     6,577,247  
       

 

 

 

          75,577,653  
       

 

 

 

    

Machinery-Diversified - 0.1%

  
    

Zodiac Pool Solutions LLC

  
  4,331,250   

4.48%, 07/02/2025, 1 mo. USD LIBOR + 2.250%

     4,332,593  
       

 

 

 

    

Media - 13.5%

  
    

Advantage Sales & Marketing, Inc.

  
  10,464,872   

5.58%, 07/23/2021, 1 mo. USD LIBOR + 3.250%

     9,685,658  
  5,130,000   

8.83%, 07/25/2022, 1 mo. USD LIBOR + 6.500%

     4,106,565  
    

Altice Financing S.A.

  
EUR   2,736,263   

2.75%, 01/31/2026, 3 mo.EURIBOR + 2.750%

     2,941,020  
$   18,485,539   

5.06%, 01/31/2026, 3 mo. USD LIBOR + 2.750%

     17,769,224  
  9,775,000   

5.08%, 07/15/2025, 3 mo. USD LIBOR + 2.750%

     9,343,238  
    

Charter Communications Operating LLC

  
  22,922,517   

4.33%, 04/30/2025, 1 mo. USD LIBOR + 2.000%

     22,956,443  
    

CSC Holdings LLC

  
  19,529,720   

4.58%, 07/17/2025, 1 mo. USD LIBOR + 2.250%

     19,456,483  
  6,171,875   

4.83%, 01/25/2026, 1 mo. USD LIBOR + 2.500%

     6,164,160  
    

Gray Television, Inc.

  
  26,317,750   

4.83%, 01/02/2026, 1 mo. ICE LIBOR + 2.500%

     26,369,333  
    

Houghton Mifflin Harcourt Publishing Co.

  
  26,531,225   

5.23%, 05/31/2021, 1 mo. USD LIBOR + 3.000%

     25,359,341  
    

ION Media Networks, Inc.

  
  19,474,076   

0.00%, 12/18/2024, 1 mo. USD LIBOR + 3.000%(11)

     19,443,696  
    

Maxar Technologies Ltd.

  
  4,009,912   

4.99%, 10/04/2024, 1 mo. USD LIBOR + 2.750%

     3,622,273  
    

MTN Infrastructure TopCo, Inc.

  
  18,826,794   

5.23%, 11/15/2024, 1 mo. USD LIBOR + 3.000%

     18,732,660  
    

NASCAR Holdings, Inc.

  
  2,855,000   

0.00%, 07/26/2026, 1 mo. USD LIBOR + 2.750%(11)

     2,867,505  
    

NEP/NCP Holdco, Inc.

  
  1,641,139   

5.48%, 10/20/2025, 1 mo. USD LIBOR + 3.250%

     1,639,777  
  1,680,000   

9.23%, 10/19/2026, 1 mo. USD LIBOR + 7.000%

     1,667,400  
    

Nexstar Broadcasting, Inc.

  
  22,220,000   

0.00%, 06/19/2026, 1 mo. USD LIBOR + 2.750%(11)

     22,215,334  
    

Numericable Group S.A.

  
EUR   5,830,291   

3.00%, 07/31/2025, 3 mo. EURIBOR + 3.000%

     6,312,144  
$   9,892,300   

4.98%, 07/31/2025, 1 mo. USD LIBOR + 2.750%

     9,521,339  
    

PSAV Holdings LLC

  
  28,159,188   

5.61%, 03/01/2025, 3 mo. USD LIBOR + 3.250%

     27,367,352  
  8,180,000   

9.83%, 09/01/2025, 3 mo. USD LIBOR + 7.250%

     7,750,550  
    

Shutterfly, Inc.

  
  8,587,584   

4.74%, 08/17/2024, 1 mo. USD LIBOR + 2.500%

     8,586,210  
    

Sinclair Television Group, Inc.

  
  5,714,286   

0.00%, 07/17/2026, 1 mo. USD LIBOR + 2.500%(11)

     5,721,429  
    

Telenet Financing USD LLC

  
  19,200,000   

4.58%, 08/15/2026, 1 mo. USD LIBOR + 2.250%

     19,109,952  
    

Tribune Media Co.

  
  40,508,253   

5.23%, 01/27/2024, 1 mo. USD LIBOR + 3.000%

     40,432,502  


 

The Hartford Floating Rate Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

UPC Financing Partnership

  
$   14,138,671   

4.85%, 01/15/2026, 1 mo. USD LIBOR + 2.500%

   $ 14,131,319  
    

Virgin Media Bristol LLC

                                   
  16,490,000   

4.83%, 01/15/2026, 1 mo. USD LIBOR + 2.500%

     16,521,001  
    

Virgin Media Investment Holdings Ltd.

  
GBP   12,075,000   

3.97%, 11/15/2027, 3 mo. GBP LIBOR + 3.250%

     14,627,575  
    

Web.com Group, Inc.

  
$   15,463,923   

6.08%, 10/10/2025, 3 mo. USD LIBOR + 3.750%

     15,374,078  
  4,533,559   

10.08%, 10/09/2026, 1 mo. USD LIBOR + 7.750%

     4,454,221  
    

Ziggo Secured Finance Partnership

  
  22,075,000   

4.83%, 04/15/2025, 1 mo. USD LIBOR + 2.500%

     21,930,850  
       

 

 

 

          426,180,632  
       

 

 

 

    

Metal Fabricate/Hardware - 1.0%

  
    

Ameriforge Group, Inc.

  
  1,299,079   

9.33%, 06/08/2022, 3 mo. USD LIBOR + 7.000%

     1,289,336  
    

NN, Inc.

  
  4,086,879   

5.48%, 04/02/2021, 1 mo. USD LIBOR + 3.250%

     4,010,250  
  16,442,245   

5.98%, 10/19/2022, 1 mo. USD LIBOR + 3.750%

     16,159,603  
    

Rexnord LLC

  
  10,907,641   

4.23%, 08/21/2024, 1 mo. USD LIBOR + 2.000%

     10,945,490  
       

 

 

 

          32,404,679  
       

 

 

 

    

Miscellaneous Manufacturing - 1.1%

  
    

Core & Main LP

  
  3,291,620   

5.24%, 08/01/2024, 6 mo. USD LIBOR + 2.750%

     3,287,506  
    

H.B. Fuller Co.

  
  5,505,782   

4.27%, 10/20/2024, 1 mo. USD LIBOR + 2.000%

     5,471,370  
    

USI, Inc.

  
  27,618,223   

5.33%, 05/16/2024, 3 mo. USD LIBOR + 3.000%

     27,209,750  
       

 

 

 

          35,968,626  
       

 

 

 

    

Oil & Gas - 3.6%

  
    

Ascent Resources - Marcellus LLC

  
  2,813,333   

8.83%, 03/30/2023, 1 mo. USD LIBOR + 6.500%

     2,728,933  
    

BCP Raptor LLC

  
  18,700,466   

6.48%, 06/24/2024, 2 mo. USD LIBOR + 4.250%

     17,737,392  
  12,930,000   

6.98%, 11/03/2025, 1 mo. USD LIBOR + 4.750%

     11,992,575  
    

California Resources Corp.

  
  3,320,000   

6.99%, 12/31/2022, 1 mo. USD LIBOR + 4.750%

     3,158,980  
    

Fieldwood Energy LLC

  
  8,674,446   

7.51%, 04/11/2022, 1 mo. USD LIBOR + 5.250%

     7,956,115  
  5,050,000   

9.51%, 04/11/2023, 1 mo. USD LIBOR + 7.250%

     4,137,415  
    

KCA Deutag Alpha Ltd.

  
  3,139,749   

9.08%, 02/28/2023, 3 mo. USD LIBOR + 6.750%

     2,197,824  
    

NorthRiver Midstream Finance L.P.

  
  16,192,638   

5.57%, 10/01/2025, 1 mo. USD LIBOR + 3.250%

     16,198,467  
    

PES Holdings LLC

  
  11,878,542   

2.83%, 12/31/2022, 1 mo. USD LIBOR + 6.990%

     3,563,563  
    

PowerTeam Services, LLC

  
  21,231,035   

5.58%, 03/06/2025, 3 mo. USD LIBOR + 3.250%

     19,939,551  
  2,330,000   

9.58%, 03/06/2026, 3 mo. USD LIBOR + 7.250%

     2,213,500  
    

Traverse Midstream Partners LLC

  
  9,627,650   

6.26%, 09/27/2024, 3 mo. USD LIBOR + 4.000%

     9,406,214  
    

Ultra Resources, Inc.

  
  17,471,315   

6.02%, 04/12/2024, 1 mo. USD LIBOR + 3.750%

     12,983,458  
       

 

 

 

          114,213,987  
       

 

 

 

    

Oil & Gas Services - 0.7%

  
    

Lower Cadence Holdings LLC

  
  12,685,000   

6.27%, 05/22/2026, 1 mo. USD LIBOR + 4.000%

     12,647,960  
    

Utex Industries, Inc.

  
  6,923,843   

6.23%, 05/22/2021, 1 mo. USD LIBOR + 4.000%

     6,416,117  
  3,000,000   

9.48%, 05/22/2022, 1 mo. USD LIBOR + 7.250%

     2,700,000  
       

 

 

 

          21,764,077  
       

 

 

 


 

The Hartford Floating Rate Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Packaging & Containers - 3.9%

  
    

Berlin Packaging LLC

  
$   26,969,161   

5.38%, 11/07/2025, 1 mo. USD LIBOR + 3.000%

   $ 26,452,162  
    

Berry Global, Inc.

  
EUR   2,990,000   

2.50%, 07/01/2026, 3 mo. USD LIBOR + 2.500%

     3,310,957  
$   11,827,416   

4.63%, 10/01/2022, 1 mo. USD LIBOR + 2.250%

     11,819,374  
    

Flex Acquisition Co., Inc.

  
  25,781,619   

5.32%, 12/29/2023, 3 mo. USD LIBOR + 3.000%

     24,617,321  
  21,316,996   

5.57%, 06/29/2025, 1 mo. USD LIBOR + 3.250%

     20,390,986  
    

Proampac PG Borrower LLC

  
  7,804,406   

5.90%, 11/18/2023, 1 mo. USD LIBOR + 3.500%

     7,625,529  
  3,105,000   

11.02%, 11/18/2024, 1 mo. USD LIBOR + 8.500%

     2,944,565  
    

Reynolds Group Holdings, Inc.

  
  24,735,268   

4.98%, 02/05/2023, 1 mo. USD LIBOR + 2.750%

     24,718,448  
       

 

 

 

          121,879,342  
       

 

 

 

    

Pharmaceuticals - 1.4%

  
    

Catalent Pharma Solutions, Inc.

                                   
  7,316,663   

4.48%, 05/18/2026, 1 mo. USD LIBOR + 2.250%

     7,348,709  
    

Endo Luxembourg Finance Co., S.a r.l.

  
  3,471,970   

6.50%, 04/29/2024, 1 mo. USD LIBOR + 4.250%

     3,161,680  
    

NVA Holdings, Inc.

  
  11,257,786   

4.98%, 02/02/2025, 3 mo. USD LIBOR + 2.750%

     11,246,078  
    

Valeant Pharmaceuticals International, Inc.

  
  20,862,074   

5.38%, 06/02/2025, 1 mo. USD LIBOR + 3.000%

     20,929,876  
       

 

 

 

          42,686,343  
       

 

 

 

    

Real Estate - 0.8%

  
    

VICI Properties LLC

  
  26,569,318   

4.27%, 12/20/2024, 1 mo. USD LIBOR + 2.000%

     26,498,644  
       

 

 

 

    

REITS - 0.6%

  
    

MGM Growth Properties Operating Partnership L.P.

  
  20,330,028   

4.23%, 03/21/2025, 1 mo. USD LIBOR + 2.000%

     20,325,759  
       

 

 

 

    

Retail - 6.2%

  
    

B.C. Unlimited Liability Co.

  
  34,386,968   

4.48%, 02/16/2024, 1 mo. USD LIBOR + 2.250%

     34,378,371  
    

Bass Pro Group LLC

  
  20,199,599   

7.23%, 09/25/2024, 1 mo. USD LIBOR + 5.000%

     19,081,349  
    

Belron Finance U.S. LLC

  
  4,228,750   

5.04%, 11/13/2025, 1 mo. USD LIBOR + 2.500%

     4,244,608  
  3,507,197   

5.07%, 11/07/2024, 1 mo. USD LIBOR + 2.500%

     3,509,407  
    

Coty, Inc.

  
EUR   8,273,906   

2.50%, 04/07/2025, 1 mo. EURIBOR + 2.500%

     8,733,956  
$   14,558,418   

4.61%, 04/07/2025, 1 mo. USD LIBOR + 2.250%

     14,036,790  
    

CWGS Group LLC

  
  3,304,580   

5.15%, 11/08/2023, 1 mo. USD LIBOR + 2.750%

     3,089,782  
    

Foundation Building Materials Holding Co. LLC

  
  7,462,500   

5.23%, 08/13/2025, 1 mo. USD LIBOR + 3.000%

     7,471,828  
    

Harbor Freight Tools USA, Inc.

  
  3,194,942   

4.73%, 08/18/2023, 1 mo. USD LIBOR + 2.500%

     3,135,931  
    

Michaels Stores, Inc.

  
  3,943,046   

4.75%, 01/30/2023, 1 mo. USD LIBOR + 2.500%

     3,811,940  
    

Neiman Marcus Group Ltd. LLC

  
  7,533,435   

8.38%, 10/25/2023, 1 mo. USD LIBOR + 6.000%

     6,459,920  
    

Petco Animal Supplies, Inc.

  
  12,463,115   

5.51%, 01/26/2023, 3 mo. USD LIBOR + 3.250%

     9,636,605  
    

PetSmart, Inc.

  
  12,277,185   

6.38%, 03/11/2022, 1 mo. USD LIBOR + 4.000%

     12,045,637  
    

Rodan & Fields LLC

  
  6,935,689   

6.33%, 06/16/2025, 1 mo. USD LIBOR + 4.000%

     6,409,756  
    

Sports Authority, Inc.

  
  13,677,054   

0.00%, 11/16/2019, 1 mo. USD LIBOR + 6.000%(3)(11)

     13,677  
    

Staples, Inc.

  
  19,556,349   

7.33%, 04/16/2026, 3 mo. USD LIBOR + 5.000%

     19,055,315  
    

Sunshine Luxembourg S.a.r.l.

  
  15,775,000   

0.00%, 07/16/2026, 1 mo. USD LIBOR + 4.250%(11)

     15,826,269  


 

The Hartford Floating Rate Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

U.S. Foods, Inc.

  
$   23,552,677   

4.23%, 06/27/2023, 1 mo. USD LIBOR + 2.000%

   $ 23,510,518  
       

 

 

 

          194,451,659  
       

 

 

 

    

Semiconductors - 0.3%

                                   
    

Microchip Technology, Inc.

  
  9,535,815   

4.24%, 05/29/2025, 1 mo. USD LIBOR + 2.000%

     9,523,895  
       

 

 

 

    

Software - 6.3%

  
    

Almonde, Inc.

  
  16,534,253   

5.73%, 06/13/2024, 3 mo. USD LIBOR + 3.500%

     16,209,851  
    

Change Healthcare Holdings LLC

  
  22,735,657   

4.65%, 03/01/2024, 1 mo. USD LIBOR + 2.500%

     22,675,180  
    

Cypress Intermediate Holdings, Inc.

  
  15,045,687   

4.99%, 04/26/2024, 1 mo. USD LIBOR + 2.750%

     14,879,582  
    

Epicor Software Corp.

  
  20,166,525   

5.49%, 06/01/2022, 1 mo. USD LIBOR + 3.250%

     20,111,874  
    

EVO Payments International LLC

  
  17,684,359   

5.49%, 12/22/2023, 1 mo. USD LIBOR + 3.250%

     17,699,037  
    

Hyland Software, Inc.

  
  5,127,957   

5.48%, 07/01/2024, 1 mo. USD LIBOR + 3.250%

     5,130,111  
  1,885,000   

9.23%, 07/07/2025, 1 mo. USD LIBOR + 7.000%

     1,889,713  
    

Infor U.S., Inc.

  
EUR   3,683,291   

3.25%, 02/01/2022, 3 mo. EURIBOR + 2.250%

     4,078,668  
$   11,298,394   

5.08%, 02/01/2022, 1 mo. USD LIBOR + 2.750%

     11,296,360  
    

MA FinanceCo. LLC

  
  2,036,848   

4.73%, 06/21/2024, 1 mo. USD LIBOR + 2.500%

     2,019,882  
    

Quest Software U.S. Holdings, Inc.

  
  5,859,481   

6.51%, 05/16/2025, 3 mo. USD LIBOR + 4.250%

     5,766,081  
  2,000,000   

10.51%, 05/16/2026, 3 mo. USD LIBOR + 8.250%

     1,965,000  
    

Seattle Spinco, Inc.

  
  13,925,611   

4.73%, 06/21/2024, 1 mo. USD LIBOR + 2.500%

     13,809,611  
    

SS&C Technologies Holdings Europe S.a.r.l.

  
  3,106,850   

4.48%, 04/16/2025, 1 mo. USD LIBOR + 2.250%

     3,104,924  
    

SS&C Technologies, Inc.

  
  31,125,178   

4.48%, 04/16/2025, 1 mo. USD LIBOR + 2.250%

     31,113,318  
    

Ultimate Software Group, Inc.

  
  7,000,000   

6.08%, 05/04/2026, 1 mo. USD LIBOR + 3.750%

     7,051,380  
    

Western Digital Corp.

  
  6,459,717   

4.01%, 04/29/2023, 1 mo. USD LIBOR + 1.750%

     6,403,194  
    

WEX, Inc.

  
  12,629,204   

4.48%, 05/15/2026, 1 mo. USD LIBOR + 2.250%

     12,636,024  
       

 

 

 

          197,839,790  
       

 

 

 

    

Telecommunications - 5.2%

  
    

Altice France S.A.

  
  13,688,272   

6.01%, 01/31/2026, 3 mo. USD LIBOR +3.688%

     13,534,279  
    

CenturyLink, Inc.

  
  39,596,700   

4.98%, 01/31/2025, 1 mo. USD LIBOR + 2.750%

     39,327,046  
    

Level 3 Financing, Inc.

  
  11,902,500   

4.48%, 02/22/2024, 1 mo. USD LIBOR + 2.250%

     11,907,499  
    

Masmovil Holdphone S.A.

  
EUR   9,964,233   

0.00%, 05/07/2026, 1 mo. USD LIBOR + 3.250%(11)

     11,054,015  
  1,594,278   

0.00%, 05/07/2026, 1 mo. USD LIBOR + 3.250%(10)(11)

     1,768,643  
    

Sprint Communications, Inc.

  
$   44,096,620   

4.75%, 02/02/2024, 1 mo. USD LIBOR + 2.500%

     43,975,354  
  4,636,575   

5.25%, 02/02/2024, 1 mo. USD LIBOR + 3.000%

     4,632,217  
    

Univision Communications, Inc.

  
  25,894,507   

4.98%, 03/15/2024, 1 mo. USD LIBOR + 2.750%

     25,324,051  
    

Zacapa LLC

  
  7,835,788   

7.33%, 07/02/2025, 1 mo. USD LIBOR + 5.000%

     7,865,172  
    

Zayo Group LLC

  
  3,501,986   

4.48%, 01/19/2024, 1 mo. USD LIBOR + 2.250%

     3,500,935  
       

 

 

 

          162,889,211  
       

 

 

 

    

Textiles - 0.2%

  
    

International Textile Group, Inc.

  
  3,412,500   

7.40%, 05/01/2024, 3 mo. USD LIBOR + 5.000%

     3,105,375  


 

The Hartford Floating Rate Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   3,500,000     

11.40%, 05/01/2025, 3 mo. USD LIBOR + 9.000%

   $ 3,010,000  
         

 

 

 

            6,115,375  
         

 

 

 

      

Transportation - 0.5%

  
      

B.C. Unlimited Liability Co.

  
  2,901,638     

6.33%, 04/06/2026, 1 mo. USD LIBOR + 4.000%

     2,917,771  
      

Dynasty Acquisition Co., Inc.

  
  5,397,046     

6.33%, 04/06/2026, 1 mo. USD LIBOR + 4.000%

     5,427,054  
      

Savage Enterprises LLC

  
  8,064,030     

6.88%, 08/01/2025, 1 mo. USD LIBOR + 4.500%

     8,081,690  
         

 

 

 

            16,426,515  
         

 

 

 

      

Total Senior Floating Rate Interests
(cost $2,727,469,098)

   $ 2,657,081,209  
         

 

 

 

Convertible Bonds - 0.1%

  
      

Media - 0.1%

                                   
      

Scripps Escrow, Inc.

  
  2,400,000     

5.88%, 07/15/2027(1)

     2,424,456  
         

 

 

 

Common Stocks - 0.7%

  
      

Consumer Services - 0.0%

  
  57,891     

Caesars Entertainment Corp.*

     685,430  
         

 

 

 

      

Energy - 0.4%

  
  2,037,975     

Ascent Resources - Marcellus LLC Class A*(12)(13)

     5,298,735  
  418,220,006     

KCA Deutag*(12)(13)(14)

     1,754,015  
  43,330     

Paragon Offshore Ltd., Litigation*

     399,349  
  544,947     

Philadelphia Energy Solutions Class A*

     136,237  
  389,285     

Templar Energy LLC Class A*

     291,963  
  112,212     

Texgen Power LLC*(12)(13)

     4,376,268  
         

 

 

 

            12,256,567  
         

 

 

 

      

Insurance - 0.3%

  
  175,508     

AFG Holdings, Inc.*

     9,652,940  
         

 

 

 

      

Total Common Stocks
(cost $30,679,151)

   $ 22,594,937  
         

 

 

 

Escrows - 0.0%(15)

  
      

Energy-Alternate Sources - 0.0%

  
  160,856     

Paragon Offshore Ltd.*(12)(13)

      
  70,000,000     

TCEH Corp.*(12)(13)

     70  
         

 

 

 

            70  
         

 

 

 

      

Total Escrows
(cost $—)

   $ 70  
         

 

 

 

Warrants - 0.0%

  
      

Energy - 0.0%

  
      

Ascent Resources - Marcellus LLC

  
  719,301     

Expires 3/30/23*(12)(13)

     20,547  
         

 

 

 

      

Total Warrants
(cost $71,756)

   $ 20,547  
         

 

 

 

      

Total Long-Term Investments
(cost $2,916,092,031)

   $ 2,819,790,795  
         

 

 

 

Short-Term Investments - 11.4%

  
      

Other Investment Pools & Funds - 11.4%

  
  359,933,426     

BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 2.27%(16)

     359,933,426  
         

 

 

 

      

Total Short-Term Investments
(cost $359,933,426)

   $ 359,933,426  
         

 

 

 


 

The Hartford Floating Rate Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

Total Investments
    (cost $3,276,025,457)
     100.6%       $       3,179,724,221  
Other Assets and Liabilities      (0.6)%         (19,487,782
  

 

 

     

 

 

 
Total Net Assets      100.0%       $         3,160,236,439  
  

 

 

     

 

 

 

 

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.

 

*

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 July 31, 2019, the aggregate value of these securities was $80,595,788, representing 2.6% 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 July 31, 2019, the aggregate value of these securities was $14,260,069, representing 0.5% of net assets.

(3)

Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

(4)

Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

(5)

Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at July 31, 2019. Rate will reset at a future date.

(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 July 31, 2019.

(8)

This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $5,849,836 at July 31, 2019.

(9)

Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of July 31, 2019.

(10)

This security, or a portion of this security, has unfunded loan commitments. As of July 31, 2019, the aggregate value of the unfunded commitment was $2,322,359, which rounds to 0.0% of total net assets.

(11)

Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

(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 July 31, 2019, the aggregate fair value of these securities was $11,449,635, which represented 0.4% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

(14)

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 $1,754,015 or 0.1% of net assets.

 

            Period Acquired                            Security Name                    Shares/Par Value          Base Total Cost      Base Market Value

03/2011              

   KCA Deutag      418,220,006      $              5,667,718          $                1,754,015    

 

(15)

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

(16)

Current yield as of period end.


 

The Hartford Floating Rate Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

                                Periodic
Payment
Frequency    
                                   
OTC Total Return Swap Contracts Outstanding at July 31, 2019  
Reference Entity    Counter-
party
    

Notional

Amount

    

Payments
received
(paid) by the

Fund

    Expiration
Date
     12/20/19      Upfront
Premiums
Paid
     Upfront
Premiums
Received
    Market
Value †
     Unrealized
Appreciation/
(Depreciation)
 
Markit IBOXX USD Liquid Leverage Loan Index      JPM        USD        23,680,000        (1.00 %)         Annual      $ —        $ (42,919   $ 265,797      $ 308,716  
Markit IBOXX USD Liquid Leverage Loan Index      GSC        USD        17,250,000        (1.00 %)         Quarterly        —          (31,433     82,142        113,575  
                   

 

 

    

 

 

   

 

 

    

 

 

 

Total

                    $             —        $ (74,352   $ 347,939      $ 422,291  
                   

 

 

    

 

 

   

 

 

    

 

 

 
                                                                                              
                   

 

 

    

 

 

   

 

 

    

 

 

 
                      USD          

 

Foreign Currency Contracts Outstanding at July 31, 2019  

Amount and Description

of Currency to be

Purchased

   

Amount and Description
of Currency to be

Sold

     Counterparty    Settlement
Date
             Appreciation              EUR

851,000    

     GBP       1,062,664        EUR      JPM      08/30/19      $ —        $ (26,146

106,343,575    

     USD       95,211,281        EUR      GSC      08/30/19        676,148                                  —    

76,027,221    

     USD       68,146,000        GBP      JPM      08/30/19        397,397           

6,575,931    

     USD       5,895,000        GBP      UBS      08/30/19        33,539           

2,133,427    

     USD       1,910,000        GBP      HSBC      08/30/19        13,670           

15,006,005    

     USD       12,017,071        GBP      JPM      08/30/19        369,216           

    Total

                                           $ 1,489,970        $ (26,146

 

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

 

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

GSC

   Goldman Sachs & Co.

HSBC

   HSBC Bank USA

JPM

   JP Morgan Chase & Co.

UBS

   UBS AG
Currency Abbreviations:      

EUR

   Euro

GBP

   British Pound

USD

   United States Dollar
Index Abbreviations:      

ICE

   Intercontinental Exchange, Inc.
Other Abbreviations:      

EURIBOR

   Euro Interbank Offered Rate

LIBOR

   London Interbank Offered Rate

MTN

   Medium Term Note

OTC

   Over-the-Counter


 

The Hartford Floating Rate Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2019 in valuing the Fund’s investments.

 

Description    Total   Level 1    Level 2   Level 3(1)

Assets

         

Corporate Bonds

   $ 137,669,576     $      $ 137,669,576     $  

Senior Floating Rate Interests

     2,657,081,209              2,657,081,209        

Convertible Bonds

     2,424,456              2,424,456        

Common Stocks

         

Consumer Services

     685,430       685,430               

Energy

     12,256,567              827,549       11,429,018  

Insurance

     9,652,940              9,652,940        

Escrows

     70                    70  

Warrants

     20,547                    20,547  

Short-Term Investments

     359,933,426       359,933,426               

Foreign Currency Contracts(2)

     1,489,970              1,489,970        

Swaps - Total Return(2)

     422,291              422,291        
  

 

 

 

 

 

 

 

  

 

 

 

 

 

 

 

Total

   $   3,181,636,482     $      360,618,856      $   2,809,567,991     $     11,449,635  
  

 

 

 

 

 

 

 

  

 

 

 

 

 

 

 

Liabilities

         

Foreign Currency Contracts(2)

   $ (26,146   $      $ (26,146   $  
  

 

 

 

 

 

 

 

  

 

 

 

 

 

 

 

Total

   $ (26,146   $      $ (26,146   $                 —  
  

 

 

 

 

 

 

 

  

 

 

 

 

 

 

 

(1) For the period ended July 31, 2019, there were no transfers in and out of Level 3.

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

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended July 31, 2019 is not presented.


 

The Hartford Floating Rate High Income Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Shares or Principal Amount    Market Value

Corporate Bonds - 9.0%

  
    

Advertising - 0.0%

  
    

Acosta, Inc.

  
$   300,000   

7.75%, 10/01/2022(1)

   $ 48,000  
       

 

 

 

    

Airlines - 0.3%

                                   
    

Bombardier, Inc.

  
  1,125,000   

7.88%, 04/15/2027(1)

     1,139,063  
       

 

 

 

    

Auto Parts & Equipment - 0.4%

  
    

Adient Global Holdings Ltd.

  
  1,250,000   

4.88%, 08/15/2026(1)

     956,250  
    

LKQ European Holdings B.V.

  
EUR   200,000   

3.63%, 04/01/2026(2)

     232,470  
    

Panther BF Aggregator 2 L.P. / Panther Finance Co., Inc.

  
  375,000   

4.38%, 05/15/2026(2)

     426,061  
       

 

 

 

          1,614,781  
       

 

 

 

    

Biotechnology - 0.3%

  
    

Sotera Health Topco, Inc. (8.13% Cash, 8.88% PIK)

  
$   1,380,000   

8.13%, 11/01/2021(1)(3)

     1,373,100  
       

 

 

 

    

Coal - 0.1%

  
    

Cloud Peak Energy Resources LLC / Cloud Peak Energy Finance Corp.

  
  825,000   

12.00%, 11/01/2021

     123,750  
    

Foresight Energy LLC / Foresight Energy Finance Corp.

  
  1,365,000   

11.50%, 04/01/2023(1)

     498,225  
       

 

 

 

          621,975  
       

 

 

 

    

Commercial Banks - 1.4%

  
    

Banco Bilbao Vizcaya Argentaria S.A.

  
  1,000,000   

6.13%, 11/16/2027, (6.13% fixed rate until 11/16/2027; 5 year USD Swap + 3.870% thereafter)(4)(5)

     943,750  
    

Banco de Sabadell S.A.

  
EUR   1,000,000   

6.13%, 11/23/2022, (6.13% fixed rate until 11/23/2022; 5 year EUR Swap + 6.051% thereafter)(2)(4)(5)

     1,091,281  
  200,000   

6.50%, 05/18/2022, (6.50% fixed rate until 05/18/2022; 5 year EUR Swap + 6.414% thereafter)(2)(4)(5)

     222,579  
    

Banco Santander S.A.

  
  1,010,000   

1.00%, 12/15/2024(4)(6)

     950,986  
    

Danske Bank A/S

  
  800,000   

5.88%, 04/06/2022, (5.88% fixed rate until 04/06/2022; 5 year EUR Swap + 5.471% thereafter)(2)(4)(5)

     937,629  
    

Freedom Mortgage Corp.

  
$   1,690,000   

8.13%, 11/15/2024(1)

     1,470,300  
    

UniCredit S.p.A.

  
EUR   550,000   

5.38%, 06/03/2025, (5.38% fixed rate until 06/03/2025; 5 year EUR Swap + 4.925% thereafter)(2)(4)(5)

     574,167  
       

 

 

 

          6,190,692  
       

 

 

 

    

Commercial Services - 1.6%

  
    

Allied Universal Holdco LLC

  
$   875,000   

6.63%, 07/15/2026(1)

     914,375  
    

APX Group, Inc.

  
  1,675,000   

8.50%, 11/01/2024(1)

     1,597,531  
  1,586,000   

8.75%, 12/01/2020

     1,506,700  
    

Brand Industrial Services, Inc.

  
  940,000   

8.50%, 07/15/2025(1)

     822,500  
    

Cardtronics, Inc. / Cardtronics USA, Inc.

  
  630,000   

5.50%, 05/01/2025(1)

     624,487  
    

Garda World Security Corp.

  
  475,000   

8.75%, 05/15/2025(1)

     485,688  
    

Weight Watchers International, Inc.

  
  1,100,000   

8.63%, 12/01/2025(1)

     1,068,298  
       

 

 

 

          7,019,579  
       

 

 

 


 

The Hartford Floating Rate High Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Entertainment - 0.2%

  
    

Caesars Resort Collection LLC / CRC Finco, Inc.

                                   
$   253,000   

5.25%, 10/15/2025(1)

   $ 252,444  
    

Cirsa Finance International S.a.r.l.

  
EUR   480,000   

3.63%, 09/30/2025, 3 mo. EURIBOR + 3.625%(1)(7)(8)

     532,869  
       

 

 

 

          785,313  
       

 

 

 

    

Environmental Control - 0.1%

  
    

CD&R Waterworks Merger Sub LLC

  
$   324,000   

6.13%, 08/15/2025(1)

     333,720  
       

 

 

 

    

Healthcare-Services - 0.2%

  
    

IQVIA, Inc.

  
EUR   725,000   

2.25%, 01/15/2028

     802,575  
       

 

 

 

    

Household Products - 0.5%

  
    

Coty, Inc.

  
$   925,000   

6.50%, 04/15/2026(1)

     890,312  
    

Revlon Consumer Products Corp.

  
  1,400,000   

5.75%, 02/15/2021

     1,302,000  
       

 

 

 

          2,192,312  
       

 

 

 

    

Household Products/Wares - 0.2%

  
    

Diamond (BC) B.V.

  
EUR   910,000   

5.63%, 08/15/2025(2)

     785,483  
       

 

 

 

    

Insurance - 0.4%

  
    

Acrisure LLC / Acrisure Finance, Inc.

  
$   750,000   

7.00%, 11/15/2025(1)

     688,125  
  810,000   

8.13%, 02/15/2024(1)

     864,756  
  355,000   

10.13%, 08/01/2026(1)(8)

     364,230  
       

 

 

 

          1,917,111  
       

 

 

 

    

Office/Business Equipment - 0.1%

  
    

Xerox Corp.

  
  450,000   

4.13%, 03/15/2023

     451,125  
       

 

 

 

    

Oil & Gas - 1.0%

  
    

B&G Foods, Inc.

  
  450,000   

5.25%, 04/01/2025

     447,750  
    

Blue Racer Midstream LLC / Blue Racer Finance Corp.

  
  1,375,000   

6.13%, 11/15/2022(1)

     1,381,875  
    

Centennial Resource Production LLC

  
  625,000   

5.38%, 01/15/2026(1)

     578,125  
    

Chesapeake Energy Corp.

  
  225,000   

7.00%, 10/01/2024

     183,938  
    

Jagged Peak Energy LLC

  
  825,000   

5.88%, 05/01/2026

     783,750  
    

Sable Permian Resources Land LLC / AEPB Finance Corp.

  
  600,000   

9.08%, 08/01/2019, 3 mo. USD LIBOR + 6.500%(1)(7)

     90,000  
    

Vine Oil & Gas L.P. / Vine Oil & Gas Finance Corp.

  
  790,000   

8.75%, 04/15/2023(1)

     466,100  
    

WPX Energy, Inc.

  
  675,000   

5.75%, 06/01/2026

     693,562  
       

 

 

 

          4,625,100  
       

 

 

 

    

Packaging & Containers - 0.7%

  
    

Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.

  
EUR   995,000   

2.13%, 08/15/2026

     1,108,460  
  600,000   

2.75%, 03/15/2024(2)

     680,872  
$   735,000   

5.25%, 08/15/2027

     735,919  
    

Trivium Packaging Finance B.V.

  
EUR   110,000   

3.75%, 08/15/2026(1)(8)

     126,018  
$   535,000   

8.50%, 08/15/2027(1)(8)

     564,580  
       

 

 

 

          3,215,849  
       

 

 

 

    

Pharmaceuticals - 0.3%

  
    

Rossini S.a.r.l.

  
EUR   400,000   

6.25%, 10/30/2025, 3 mo. EURIBOR + 6.250%(2)(7)

     453,339  
    

Teva Pharmaceutical Finance Netherlands B.V.

  


 

The Hartford Floating Rate High Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   475,000   

2.20%, 07/21/2021

   $ 445,763  
EUR   425,000   

4.50%, 03/01/2025

     437,542  
       

 

 

 

          1,336,644  
       

 

 

 

    

Retail - 0.6%

  
    

Ferrellgas L.P. / Ferrellgas Finance Corp.

                                   
$   1,325,000   

6.50%, 05/01/2021

     1,166,000  
  300,000   

6.75%, 01/15/2022

     261,000  
    

Party City Holdings, Inc.

  
  450,000   

6.13%, 08/15/2023(1)

     451,125  
  280,000   

6.63%, 08/01/2026(1)

     269,500  
    

PetSmart, Inc.

  
  656,000   

5.88%, 06/01/2025(1)

     648,522  
       

 

 

 

          2,796,147  
       

 

 

 

    

Software - 0.3%

  
    

SS&C Technologies, Inc.

  
  640,000   

5.50%, 09/30/2027(1)

     665,600  
    

Western Digital Corp.

  
  696,000   

4.75%, 02/15/2026

     688,170  
       

 

 

 

          1,353,770  
       

 

 

 

    

Toys/Games/Hobbies - 0.1%

  
    

Mattel, Inc.

  
  425,000   

6.75%, 12/31/2025(1)

     446,790  
       

 

 

 

    

Trucking & Leasing - 0.2%

  
    

Fly Leasing Ltd.

  
  900,000   

6.38%, 10/15/2021

     919,170  
       

 

 

 

    

Total Corporate Bonds
(cost $43,126,225)

   $ 39,968,299  
       

 

 

 

Senior Floating Rate Interests - 85.0%(9)

  
    

Advertising - 0.1%

  
    

Acosta Holdco, Inc.

  
  1,033,951   

5.48%, 09/26/2021, 1 mo. USD LIBOR + 3.250%

     360,776  
       

 

 

 

    

Aerospace/Defense - 1.7%

  
    

Circor International, Inc.

  
  851,631   

5.87%, 12/11/2024, 1 mo. USD LIBOR + 3.500%

   $ 850,924  
    

TransDigm, Inc.

  
  3,549,701   

4.83%, 06/09/2023, 1 mo. USD LIBOR + 2.500%

     3,529,184  
  3,140,250   

4.83%, 05/30/2025, 1 mo. USD LIBOR + 2.500%

     3,112,992  
       

 

 

 

          7,493,100  
       

 

 

 

    

Agriculture - 0.1%

  
    

Pinnacle Operating Corp.

  
  320,392   

4.74%, 11/15/2021, 1 mo. USD LIBOR + 5.500%

     247,769  
       

 

 

 

    

Auto Manufacturers - 0.1%

  
    

Navistar International Corp.

  
  460,693   

5.83%, 11/06/2024, 1 mo. USD LIBOR + 3.500%

     461,559  
       

 

 

 

    

Auto Parts & Equipment - 1.0%

  
    

Adient U.S. LLC

  
  1,680,000   

6.87%, 05/06/2024, 1 mo. USD LIBOR + 4.250%

     1,612,800  
    

Panther BF Aggregator L.P.

  
  2,995,000   

5.73%, 04/30/2026, 1 mo. USD LIBOR + 3.500%

     2,993,143  
       

 

 

 

          4,605,943  
       

 

 

 

    

Beverages - 0.4%

  
    

Refresco Group B.V.

  
EUR   1,715,000   

3.25%, 03/28/2025, 3 mo. EURIBOR + 3.250%

     1,893,228  
       

 

 

 

    

Biotechnology - 1.1%

  
    

Sotera Health Holdings LLC

  
$   4,963,611   

5.23%, 05/15/2022, 1 mo. USD LIBOR + 3.000%

     4,907,771  
       

 

 

 

    

Chemicals - 1.3%

  
    

CTC AcquiCo GmbH

  
EUR   1,277,872   

2.50%, 03/07/2025, 3 mo. EURIBOR + 2.500%

     1,386,949  
    

LTI Holdings, Inc.

  


 

The Hartford Floating Rate High Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   2,865,002   

5.73%, 09/06/2025, 1 mo. USD LIBOR + 3.500%

   $ 2,728,914  
  190,000   

8.98%, 09/06/2026, 1 mo. USD LIBOR + 6.750%

     172,425  
    

Starfruit Finco B.V.

                                   
  473,813   

5.61%, 10/01/2025, 1 mo. USD LIBOR + 3.250%

     465,128  
    

Tronox Finance LLC

  
  1,100,502   

5.27%, 09/23/2024, 3 mo. USD LIBOR + 3.000%

     1,091,731  
       

 

 

 

          5,845,147  
       

 

 

 

    

Coal - 0.3%

  
    

Foresight Energy LLC

  
  1,666,950   

8.27%, 03/28/2022, 3 mo. USD LIBOR + 5.750%

     1,216,873  
       

 

 

 

    

Commercial Services - 5.0%

  
    

Allied Universal Holdco LLC

  
  78,487   

0.00%, 07/10/2026, 3 mo. USD LIBOR + 4.000%(10)

     78,614  
  792,725   

6.51%, 07/10/2026, 3 mo. USD LIBOR + 4.250%

     794,001  
    

APX Group, Inc.

  
  2,238,088   

7.33%, 04/01/2024, 2 mo. USD LIBOR + 5.000%

     2,141,111  
    

Blackhawk Network Holdings, Inc.

  
  6,727,570   

5.23%, 06/15/2025, 1 mo. USD LIBOR + 3.000%

     6,707,925  
    

BrightView Landscapes LLC

  
  443,844   

4.78%, 08/15/2025, 1 mo. USD LIBOR + 2.500%

     444,213  
    

Dun & Bradstreet Corp.

  
  2,815,000   

0.00%, 02/06/2026, 1 mo. USD LIBOR + 5.000%(10)

     2,831,721  
    

Garda World Security Corp.

  
  1,221,311   

6.02%, 05/24/2024, 1 mo. USD LIBOR + 3.500%

     1,222,288  
    

Trans Union LLC

  
  1,107,030   

4.23%, 06/19/2025, 1 mo. USD LIBOR + 2.000%

     1,108,414  
    

Verisure Holding AB

  
EUR   4,275,000   

3.50%, 10/21/2022, 3 mo. EURIBOR + 3.500%

     4,739,951  
    

Weight Watchers International, Inc.

  
$   2,318,800   

7.10%, 11/29/2024, 3 mo. USD LIBOR + 4.750%

     2,297,073  
       

 

 

 

          22,365,311  
       

 

 

 

    

Construction Materials - 0.7%

  
    

Forterra Finance LLC

  
  1,252,760   

5.23%, 10/25/2023, 1 mo. USD LIBOR + 3.000%

     1,163,187  
    

NCI Building Systems, Inc.

  
  1,146,787   

6.12%, 04/12/2025, 3 mo. USD LIBOR + 3.750%

     1,119,069  
    

Tamko Building Products, Inc.

  
  965,000   

5.56%, 04/23/2026, 1 mo. USD LIBOR + 3.250%

     967,413  
       

 

 

 

          3,249,669  
       

 

 

 

    

Distribution/Wholesale - 0.2%

  
    

Hamilton Holdco LLC

  
  1,098,900   

4.33%, 07/02/2025, 1 mo. USD LIBOR + 2.000%

     1,097,526  
       

 

 

 

    

Diversified Financial Services - 3.6%

  
    

AlixPartners LLP

  
EUR   1,226,925   

3.25%, 04/04/2024, 3 mo. USD LIBOR + 3.250%

     1,358,777  
    

Aretec Group, Inc.

  
$   1,514,694   

6.48%, 10/01/2025, 3 mo. USD LIBOR + 4.250%

     1,478,720  
    

Crown Finance U.S., Inc.

  
EUR   644,368   

2.38%, 02/28/2025, 1 mo. EURIBOR + 2.375%

     711,532  
$   3,625,922   

4.48%, 02/28/2025, 1 mo. USD LIBOR + 2.250%

     3,610,693  
    

Financial & Risk U.S. Holdings, Inc.

  
  693,214   

5.98%, 10/01/2025, 1 mo. USD LIBOR + 3.750%

     692,472  
    

Minotaur Acquisition, Inc.

  
  1,536,150   

7.23%, 02/26/2026, 1 mo. USD LIBOR + 5.000%

     1,501,587  
    

Nets Holding A/S

  
EUR   3,195,241   

3.25%, 02/06/2025, 3 mo. EURIBOR + 3.250%

     3,517,892  
    

NFP Corp.

  
$   2,755,520   

5.23%, 01/08/2024, 1 mo. USD LIBOR + 3.000%

     2,714,187  
    

UFC Holdings LLC

  
  528,641   

5.49%, 04/29/2026, 1 mo. USD LIBOR + 3.250%

     529,466  
       

 

 

 

          16,115,326  
       

 

 

 


 

The Hartford Floating Rate High Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Electrical Components & Equipment - 0.2%

  
    

Lumentum Holdings

  
$   930,325   

4.73%, 12/10/2025, 1 mo. USD LIBOR + 2.500%

   $ 932,651  
       

 

 

 

    

Energy-Alternate Sources - 2.4%

  
    

BCP Renaissance Parent LLC

                                   
  3,064,050   

5.76%, 10/31/2024, 3 mo. USD LIBOR + 3.500%

     3,059,577  
    

Gulf Finance LLC

  
  978,844   

7.62%, 08/25/2023, 1 mo. USD LIBOR + 5.250%

     787,480  
    

Medallion Midland Acquisition LLC

  
  5,466,368   

5.48%, 10/30/2024, 1 mo. USD LIBOR + 3.250%

     5,384,372  
    

TEX Operations Co. LLC

  
  1,281,798   

4.23%, 08/04/2023, 1 mo. USD LIBOR + 2.000%

     1,283,041  
       

 

 

 

          10,514,470  
       

 

 

 

    

Engineering & Construction - 1.1%

  
    

Brand Energy & Infrastructure Services, Inc.

  
  3,710,345   

6.61%, 06/21/2024, 3 mo. USD LIBOR + 4.250%

     3,576,995  
    

DG Investment Intermediate Holdings, Inc.

  
  867,084   

5.23%, 02/03/2025, 3 mo. USD LIBOR + 3.000%

     849,742  
  325,000   

8.98%, 02/02/2026, 3 mo. USD LIBOR + 6.750%

     312,000  
       

 

 

 

          4,738,737  
       

 

 

 

    

Environmental Control - 0.4%

  
    

Fluidra Finco SLU

  
EUR   1,436,974   

2.75%, 07/02/2025, 1 mo. EURIBOR + 2.750%

     1,600,673  
       

 

 

 

    

Food - 0.5%

  
    

CHG PPC Parent LLC

  
  210,000   

4.00%, 03/30/2025, 3 mo. EURIBOR + 4.000%

     233,923  
$   564,300   

4.98%, 03/31/2025, 1 mo. USD LIBOR + 2.750%

     561,128  
    

Hostess Brands LLC

  
  1,218,814   

4.51%, 08/03/2022, 1 mo. USD LIBOR + 2.250%

     1,216,279  
       

 

 

 

          2,011,330  
       

 

 

 

    

Food Service - 0.0%

  
    

Welbilt, Inc.

  
  190,000   

4.73%, 10/23/2025, 1 mo. USD LIBOR + 2.500%

     187,863  
       

 

 

 

    

Gas - 0.2%

  
    

Messer Industries GmbH

  
EUR   755,000   

2.75%, 03/01/2026, 3 mo. EURIBOR + 2.750%

     835,785  
       

 

 

 

    

Healthcare-Products - 0.9%

  
    

Emerald TopCo, Inc.

  
$   1,230,000   

0.00%, 07/24/2026, 1 mo. USD LIBOR + 3.500%(10)

     1,226,618  
    

Immucor, Inc.

  
  761,526   

7.33%, 06/15/2021, 3 mo. USD LIBOR + 5.000%

     759,302  
    

Lifescan Global Corp.

  
  1,410,054   

8.66%, 10/01/2024, 3 mo. USD LIBOR + 6.000%

     1,342,484  
  500,000   

11.82%, 09/26/2025, 3 mo. USD LIBOR + 9.500%

     452,500  
       

 

 

 

          3,780,904  
       

 

 

 

    

Healthcare-Services - 4.4%

  
    

CDRH Parent, Inc.

  
  1,542,171   

6.73%, 07/01/2021, 3 mo. USD LIBOR + 4.250%

     1,200,318  
    

DentalCorp Perfect Smile ULC

  
  1,264,711   

5.98%, 06/06/2025, 1 mo. USD LIBOR + 3.750%

     1,248,371  
    

DuPage Medical Group Ltd.

  
  922,993   

4.98%, 08/15/2024, 1 mo. USD LIBOR + 2.750%

     898,765  
  395,660   

9.23%, 08/15/2025, 1 mo. USD LIBOR + 7.000%

     385,768  
    

Ensemble RCM LLC

  
  680,000   

0.00%, 07/22/2026, 1 mo. USD LIBOR + 3.750%(10)

     680,428  
    

Envision Healthcare Corp.

  
  520,255   

5.98%, 10/10/2025, 1 mo. USD LIBOR + 3.750%

     446,010  
    

Gentiva Health Services, Inc.

  
  2,486,257   

6.00%, 07/02/2025, 1 mo. USD LIBOR + 3.750%

     2,498,689  
    

IQVIA, Inc.

  
EUR   4,001,371   

2.50%, 06/11/2025, 3 mo. EURIBOR + 2.000%

     4,441,612  


 

The Hartford Floating Rate High Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

MPH Acquisition Holdings LLC

  
$   2,358,566   

5.08%, 06/07/2023, 3 mo. USD LIBOR + 2.750%

   $ 2,287,809  
    

One Call Corp.

                                   
  813,739   

7.58%, 11/25/2022, 1 mo. USD LIBOR + 5.250%

     706,936  
    

Ortho-Clinical Diagnostics S.A.

  
  1,222,987   

5.56%, 06/30/2025, 3 mo. USD LIBOR + 3.250%

     1,187,068  
    

Sound Inpatient Physicians

  
  866,998   

4.98%, 06/27/2025, 1 mo. USD LIBOR + 2.750%

     862,446  
  290,000   

8.98%, 06/26/2026, 1 mo. USD LIBOR + 6.750%

     288,791  
    

Surgery Center Holdings, Inc.

  
  1,438,598   

5.49%, 09/02/2024, 1 mo. USD LIBOR + 3.250%

     1,388,247  
    

Team Health Holdings, Inc.

  
  509,499   

4.98%, 02/06/2024, 1 mo. USD LIBOR + 2.750%

     444,961  
    

Verscend Holding Corp.

  
  570,688   

6.73%, 08/27/2025, 1 mo. USD LIBOR + 4.500%

     573,004  
       

 

 

 

          19,539,223  
       

 

 

 

    

Household Products - 1.7%

  
    

Diamond (BC) B.V.

  
EUR   139,646   

3.25%, 09/06/2024, 1 mo. EURIBOR + 3.250%

     142,856  
$   4,995,709   

5.26%, 09/06/2024, 2 mo. USD LIBOR + 3.000%

     4,516,970  
    

Revlon Consumer Products Corp.

  
  3,473,533   

6.02%, 09/07/2023

     2,819,363  
       

 

 

 

          7,479,189  
       

 

 

 

    

Insurance - 5.2%

  
    

Acrisure LLC

  
  2,401,792   

6.77%, 11/22/2023, 1 mo. USD LIBOR + 4.250%

     2,385,292  
    

Asurion LLC

  
  280,583   

5.23%, 11/03/2023, 1 mo. USD LIBOR + 3.000%

     281,110  
  9,519,424   

5.23%, 11/03/2024, 1 mo. USD LIBOR + 3.000%

     9,536,463  
  2,320,000   

8.73%, 08/04/2025, 1 mo. USD LIBOR + 6.500%

     2,359,626  
    

Genworth Holdings, Inc.

  
  3,269,539   

6.76%, 03/07/2023, 1 mo. USD LIBOR + 4.500%

     3,289,974  
    

Hub International Ltd.

  
  2,235,680   

5.27%, 04/25/2025, 2 mo. USD LIBOR + 3.000%

     2,210,976  
    

Sedgwick Claims Management Services, Inc.

  
  3,121,308   

5.48%, 12/31/2025, 1 mo. USD LIBOR + 3.250%

     3,070,024  
       

 

 

 

          23,133,465  
       

 

 

 

    

IT Services - 0.1%

  
    

NAB Holdings LLC

  
  548,948   

5.33%, 07/01/2024, 3 mo. USD LIBOR + 3.000%

     545,177  
       

 

 

 

    

Leisure Time - 2.4%

  
    

Caesars Resort Collection LLC

  
  6,615,134   

4.98%, 12/22/2024, 1 mo. USD LIBOR + 2.750%

     6,558,310  
    

Delta (LUX) S.a.r.l.

  
  447,833   

4.73%, 02/01/2024, 1 mo. USD LIBOR + 2.500%

     441,837  
    

Penn National Gaming, Inc.

  
  3,676,525   

4.48%, 10/15/2025, 3 mo. USD LIBOR + 2.250%

     3,680,680  
       

 

 

 

          10,680,827  
       

 

 

 

    

Lodging - 3.5%

  
    

Boyd Gaming Corp.

  
  1,143,666   

4.62%, 09/15/2023, 1 week USD LIBOR + 2.250%

     1,142,808  
    

Caesars Entertainment Operating Co.

  
  10,423,753   

4.23%, 10/06/2024, 1 mo. USD LIBOR + 2.000%

     10,395,088  
    

Station Casinos LLC

  
  1,919,361   

4.74%, 06/08/2023, 1 mo. USD LIBOR + 2.500%

     1,921,875  
    

Wynn America LLC

  
  2,195,160   

3.99%, 12/31/2021, 1 mo. USD LIBOR + 1.750%

     2,192,416  
       

 

 

 

          15,652,187  
       

 

 

 

    

Media - 14.3%

  
    

Advantage Sales & Marketing, Inc.

  
  1,067,535   

5.58%, 07/23/2021, 1 mo. USD LIBOR + 3.250%

     988,047  
  570,000   

8.83%, 07/25/2022, 1 mo. USD LIBOR + 6.500%

     456,285  


 

The Hartford Floating Rate High Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Altice Financing S.A.

  
$   2,095,156   

5.06%, 01/31/2026, 3 mo. USD LIBOR + 2.750%

   $ 2,013,969  
  2,443,750   

5.08%, 07/15/2025, 3 mo. USD LIBOR + 2.750%

     2,335,810  
    

Charter Communications Operating LLC

                                   
  2,368,828   

4.33%, 04/30/2025, 1 mo. USD LIBOR + 2.000%

     2,372,334  
    

CSC Holdings LLC

  
  1,567,370   

4.58%, 07/17/2025, 1 mo. USD LIBOR + 2.250%

     1,561,493  
  484,609   

4.83%, 01/25/2026, 1 mo. USD LIBOR + 2.500%

     484,003  
    

Gray Television, Inc.

  
  3,223,800   

4.83%, 01/02/2026, 1 mo. ICE LIBOR + 2.500%

     3,230,119  
    

Houghton Mifflin Harcourt Publishing Co.

  
  9,950,078   

5.23%, 05/31/2021, 1 mo. USD LIBOR + 3.000%

     9,510,583  
    

ION Media Networks, Inc.

  
  2,752,880   

0.00%, 12/18/2024, 1 mo. USD LIBOR + 3.000%(10)

     2,748,585  
    

Maxar Technologies Ltd.

  
  569,396   

4.99%, 10/04/2024, 1 mo. USD LIBOR + 2.750%

     514,353  
    

MTN Infrastructure TopCo, Inc.

  
  2,826,760   

5.23%, 11/15/2024, 1 mo. USD LIBOR + 3.000%

     2,812,626  
    

NASCAR Holdings, Inc.

  
  400,000   

0.00%, 07/26/2026, 1 mo. USD LIBOR + 2.750%(10)

     401,752  
    

Nexstar Broadcasting, Inc.

  
  2,775,000   

0.00%, 06/19/2026, 1 mo. USD LIBOR + 2.750%(10)

     2,774,417  
    

Numericable Group S.A.

  
EUR   1,304,963   

3.00%, 07/31/2025, 3 mo. EURIBOR + 3.000%

     1,412,813  
$   1,798,600   

4.98%, 07/31/2025, 1 mo. USD LIBOR + 2.750%

     1,731,152  
    

PSAV Holdings LLC

  
  3,409,083   

5.61%, 03/01/2025, 3 mo. USD LIBOR + 3.250%

     3,313,220  
  2,225,000   

9.83%, 09/01/2025, 3 mo. USD LIBOR + 7.250%

     2,108,187  
    

Shutterfly, Inc.

  
  718,430   

4.74%, 08/17/2024, 1 mo. USD LIBOR + 2.500%

     718,315  
    

Sinclair Television Group, Inc.

  
  803,571   

0.00%, 07/17/2026, 1 mo. USD LIBOR + 2.500%(10)

     804,576  
    

Telenet Financing USD LLC

  
  2,705,000   

4.58%, 08/15/2026, 1 mo. USD LIBOR + 2.250%

     2,692,314  
    

Tribune Media Co.

  
  4,156,815   

5.23%, 01/27/2024, 1 mo. USD LIBOR + 3.000%

     4,149,042  
    

UPC Financing Partnership

  
  2,453,367   

4.85%, 01/15/2026, 1 mo. USD LIBOR + 2.500%

     2,451,012  
    

Virgin Media Bristol LLC

  
  3,870,000   

4.83%, 01/15/2026, 1 mo. USD LIBOR + 2.500%

     3,877,276  
    

Web.com Group, Inc.

  
  4,934,466   

6.08%, 10/10/2025, 3 mo. USD LIBOR + 3.750%

     4,905,797  
  625,697   

10.08%, 10/09/2026, 1 mo. USD LIBOR + 7.750%

     614,747  
    

Ziggo Secured Finance Partnership

  
  2,425,000   

4.83%, 04/15/2025, 1 mo. USD LIBOR + 2.500%

     2,409,165  
       

 

 

 

          63,391,992  
       

 

 

 

    

Metal Fabricate/Hardware - 1.0%

  
    

Ameriforge Group, Inc.

  
  257,686   

9.33%, 06/08/2022, 3 mo. USD LIBOR + 7.000%

     255,753  
    

NN, Inc.

  
  1,314,216   

5.48%, 04/02/2021, 1 mo. USD LIBOR + 3.250%

     1,289,575  
  3,178,536   

5.98%, 10/19/2022, 1 mo. USD LIBOR + 3.750%

     3,123,896  
       

 

 

 

          4,669,224  
       

 

 

 

    

Miscellaneous Manufacturing - 1.2%

  
    

Core & Main LP

  
  534,063   

5.24%, 08/01/2024, 6 mo. USD LIBOR + 2.750%

     533,396  
    

H.B. Fuller Co.

  
  419,362   

4.27%, 10/20/2024, 1 mo. USD LIBOR + 2.000%

     416,741  
    

USI, Inc.

  
  4,660,279   

5.33%, 05/16/2024, 3 mo. USD LIBOR + 3.000%

     4,591,353  
       

 

 

 

          5,541,490  
       

 

 

 

    

Oil & Gas - 4.0%

  
    

Ascent Resources - Marcellus LLC

  
  260,000   

8.83%, 03/30/2023, 1 mo. USD LIBOR + 6.500%

     252,200  


 

The Hartford Floating Rate High Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

BCP Raptor LLC

  
$   3,573,670   

6.48%, 06/24/2024, 2 mo. USD LIBOR + 4.250%

   $ 3,389,626  
  3,715,000   

6.98%, 11/03/2025, 1 mo. USD LIBOR + 4.750%

     3,445,663  
    

California Resources Corp.

                                   
  470,000   

6.99%, 12/31/2022, 1 mo. USD LIBOR + 4.750%

     447,205  
    

Fieldwood Energy LLC

  
  1,215,000   

7.51%, 04/11/2022, 1 mo. USD LIBOR + 5.250%

     1,114,386  
  575,000   

9.51%, 04/11/2023, 1 mo. USD LIBOR + 7.250%

     471,092  
    

KCA Deutag Alpha Ltd.

  
  580,777   

9.08%, 02/28/2023, 3 mo. USD LIBOR + 6.750%

     406,544  
    

NorthRiver Midstream Finance L.P.

  
  1,348,643   

5.57%, 10/01/2025, 1 mo. USD LIBOR + 3.250%

     1,349,129  
    

PowerTeam Services, LLC

  
  2,583,953   

5.58%, 03/06/2025, 3 mo. USD LIBOR + 3.250%

     2,426,771  
  585,000   

9.58%, 03/06/2026, 3 mo. USD LIBOR + 7.250%

     555,750  
    

Traverse Midstream Partners LLC

  
  1,444,000   

6.26%, 09/27/2024, 3 mo. USD LIBOR + 4.000%

     1,410,788  
    

Ultra Resources, Inc.

  
  3,419,386   

3.14%, 04/12/2024, 1 mo. USD LIBOR + 3.750%

     2,541,048  
       

 

 

 

          17,810,202  
       

 

 

 

    

Oil & Gas Services - 1.1%

  
    

Lower Cadence Holdings LLC

  
  3,605,000   

6.27%, 05/22/2026, 1 mo. USD LIBOR + 4.000%

     3,594,474  
    

Utex Industries, Inc.

  
  461,206   

6.23%, 05/22/2021, 1 mo. USD LIBOR + 4.000%

     427,386  
  750,000   

9.48%, 05/22/2022, 1 mo. USD LIBOR + 7.250%

     675,000  
       

 

 

 

          4,696,860  
       

 

 

 

    

Packaging & Containers - 4.4%

  
    

Berlin Packaging LLC

  
  5,496,997   

5.38%, 11/07/2025, 1 mo. USD LIBOR + 3.000%

     5,391,619  
    

Berry Global, Inc.

  
EUR   840,000   

2.50%, 07/01/2026, 3 mo. USD LIBOR + 2.500%

     930,169  
$   440,000   

4.63%, 10/01/2022, 1 mo. USD LIBOR + 2.250%

     439,701  
    

Crown European Holdings S.A.

  
EUR   2,074,128   

2.38%, 04/03/2025, 1 mo. EURIBOR + 2.375%

     2,311,651  
    

Flex Acquisition Co., Inc.

  
$   3,071,908   

5.32%, 12/29/2023, 3 mo. USD LIBOR + 3.000%

     2,933,180  
  4,793,732   

5.57%, 06/29/2025, 1 mo. USD LIBOR + 3.250%

     4,585,492  
    

Proampac PG Borrower LLC

  
  780,758   

5.90%, 11/18/2023, 1 mo. USD LIBOR + 3.500%

     762,863  
  970,000   

11.02%, 11/18/2024, 1 mo. USD LIBOR + 8.500%

     919,880  
    

Reynolds Group Holdings, Inc.

  
  1,182,998   

4.98%, 02/05/2023, 1 mo. USD LIBOR + 2.750%

     1,182,194  
       

 

 

 

          19,456,749  
       

 

 

 

    

Pharmaceuticals - 1.5%

  
    

Catalent Pharma Solutions, Inc.

  
  1,461,338   

4.48%, 05/18/2026, 1 mo. USD LIBOR + 2.250%

     1,467,738  
    

Endo Luxembourg Finance Co., S.a r.l.

  
  481,307   

6.50%, 04/29/2024, 1 mo. USD LIBOR + 4.250%

     438,292  
    

NVA Holdings, Inc.

  
  1,597,776   

4.98%, 02/02/2025, 3 mo. USD LIBOR + 2.750%

     1,596,114  
    

Valeant Pharmaceuticals International, Inc.

  
  3,089,781   

5.38%, 06/02/2025, 1 mo. USD LIBOR + 3.000%

     3,099,823  
       

 

 

 

          6,601,967  
       

 

 

 

    

Retail - 6.2%

  
    

B.C. Unlimited Liability Co.

  
  4,753,365   

4.48%, 02/16/2024, 1 mo. USD LIBOR + 2.250%

     4,752,176  
    

Bass Pro Group LLC

  
  4,020,497   

7.23%, 09/25/2024, 1 mo. USD LIBOR + 5.000%

     3,797,923  
    

Belron Finance U.S. LLC

  
  472,601   

4.99%, 11/07/2024, 1 mo. USD LIBOR + 2.500%

     472,899  
  746,250   

5.04%, 11/13/2025, 1 mo. USD LIBOR + 2.500%

     749,048  
    

Coty, Inc.

  


 

The Hartford Floating Rate High Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

EUR   2,167,460   

2.50%, 04/07/2025, 1 mo. EURIBOR + 2.500%

   $ 2,287,976  
$   24,874   

4.61%, 04/07/2025, 1 mo. USD LIBOR + 2.250%

     23,983  
    

CWGS Group LLC

                                   
  664,886   

5.15%, 11/08/2023, 1 mo. USD LIBOR + 2.750%

     621,668  
    

Foundation Building Materials Holding Co. LLC

  
  1,492,500   

5.23%, 08/13/2025, 1 mo. USD LIBOR + 3.000%

     1,494,366  
    

Harbor Freight Tools USA, Inc.

  
  448,735   

4.73%, 08/18/2023, 1 mo. USD LIBOR + 2.500%

     440,447  
    

Neiman Marcus Group Ltd. LLC

  
  1,029,640   

8.38%, 10/25/2023, 1 mo. USD LIBOR + 6.000%

     882,916  
    

Petco Animal Supplies, Inc.

  
  1,836,249   

5.51%, 01/26/2023, 3 mo. USD LIBOR + 3.250%

     1,419,806  
    

PetSmart, Inc.

  
  1,746,421   

6.38%, 03/11/2022, 1 mo. USD LIBOR + 4.000%

     1,713,483  
    

Rodan & Fields LLC

  
  1,866,494   

6.33%, 06/16/2025, 1 mo. USD LIBOR + 4.000%

     1,724,958  
    

Sports Authority, Inc.

  
  2,110,789   

0.00%, 11/16/2019, 1 mo. USD LIBOR + 6.000%(10)(11)

     2,111  
    

Staples, Inc.

  
  2,801,855   

7.33%, 04/16/2026, 3 mo. USD LIBOR + 5.000%

     2,730,071  
    

Sunshine Luxembourg S.a.r.l.

  
  4,485,000   

0.00%, 07/16/2026, 1 mo. USD LIBOR + 4.250%(10)

     4,499,576  
       

 

 

 

          27,613,407  
       

 

 

 

    

Software - 6.0%

  
    

Almonde, Inc.

  
  1,243,526   

5.73%, 06/13/2024, 3 mo. USD LIBOR + 3.500%

     1,219,128  
  445,000   

9.45%, 06/13/2025, 3 mo. USD LIBOR + 7.250%

     441,347  
    

Change Healthcare Holdings LLC

  
  3,005,281   

4.65%, 03/01/2024, 1 mo. USD LIBOR + 2.500%

     2,997,287  
    

Cypress Intermediate Holdings, Inc.

  
  1,182,672   

4.99%, 04/26/2024, 1 mo. USD LIBOR + 2.750%

     1,169,615  
    

Epicor Software Corp.

  
  2,718,660   

5.49%, 06/01/2022, 1 mo. USD LIBOR + 3.250%

     2,711,292  
    

EVO Payments International LLC

  
  3,205,586   

5.49%, 12/22/2023, 1 mo. USD LIBOR + 3.250%

     3,208,246  
    

Hyland Software, Inc.

  
  1,151,717   

5.48%, 07/01/2024, 1 mo. USD LIBOR + 3.250%

     1,152,201  
  710,000   

9.23%, 07/07/2025, 1 mo. USD LIBOR + 7.000%

     711,775  
    

MA FinanceCo. LLC

  
  292,171   

4.73%, 06/21/2024, 1 mo. USD LIBOR + 2.500%

     289,738  
    

Quest Software U.S. Holdings, Inc.

  
  1,538,997   

6.51%, 05/16/2025, 3 mo. USD LIBOR + 4.250%

     1,514,465  
    

Seattle Spinco, Inc.

  
  1,973,102   

4.73%, 06/21/2024, 1 mo. USD LIBOR + 2.500%

     1,956,666  
    

SS&C Technologies Holdings Europe S.a.r.l.

  
  653,569   

4.48%, 04/16/2025, 1 mo. USD LIBOR + 2.250%

     653,164  
    

SS&C Technologies, Inc.

  
  6,441,859   

4.48%, 04/16/2025, 1 mo. USD LIBOR + 2.250%

     6,439,400  
    

Ultimate Software Group, Inc.

  
  1,885,000   

6.08%, 05/04/2026, 1 mo. USD LIBOR + 3.750%

     1,898,836  
    

Western Digital Corp.

  
  497,481   

4.01%, 04/29/2023, 1 mo. USD LIBOR + 1.750%

     493,128  
       

 

 

 

          26,856,288  
       

 

 

 

    

Telecommunications - 5.8%

  
    

Altice France S.A.

  
  1,301,290   

6.01%, 01/31/2026, 3 mo. USD LIBOR +3.688%

     1,286,650  
    

CenturyLink, Inc.

  
  5,648,437   

4.98%, 01/31/2025, 1 mo. USD LIBOR + 2.750%

     5,609,971  
    

Masmovil Holdphone S.A.

  
EUR   4,077,660   

0.00%, 05/07/2026, 1 mo. USD LIBOR + 3.250%(10)

     4,523,631  
    

Sprint Communications, Inc.

  
$   9,613,464   

4.75%, 02/02/2024, 1 mo. USD LIBOR + 2.500%

     9,587,027  
    

Univision Communications, Inc.

  
  3,207,387   

4.98%, 03/15/2024, 1 mo. USD LIBOR + 2.750%

     3,136,728  


 

The Hartford Floating Rate High Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Zacapa LLC

  
$   1,568,150   

7.33%, 07/02/2025, 1 mo. USD LIBOR + 5.000%

   $ 1,574,031  
       

 

 

 

          25,718,038  
       

 

 

 

    

Textiles - 0.4%

                                   
    

International Textile Group, Inc.

  
  554,953   

7.40%, 05/01/2024, 3 mo. USD LIBOR + 5.000%

     505,007  
  1,500,000   

11.40%, 05/01/2025, 3 mo. USD LIBOR + 9.000%

     1,290,000  
       

 

 

 

          1,795,007  
       

 

 

 

    

Transportation - 0.5%

  
    

B.C. Unlimited Liability Co.

  
  412,680   

6.33%, 04/06/2026, 1 mo. USD LIBOR + 4.000%

     414,975  
    

Dynasty Acquisition Co., Inc.

  
  767,583   

6.33%, 04/06/2026, 1 mo. USD LIBOR + 4.000%

     771,851  
    

Savage Enterprises LLC

  
  1,134,940   

6.88%, 08/01/2025, 1 mo. USD LIBOR + 4.500%

     1,137,425  
       

 

 

 

          2,324,251  
       

 

 

 

    

Total Senior Floating Rate Interests
(cost $387,867,900)

   $ 377,967,954  
       

 

 

 

Common Stocks - 0.7%

  
    

Energy - 0.3%

  
  190,736   

Ascent Resources - Marcellus LLC Class A*(12)(13)

     495,914  
  7,247   

Paragon Offshore Ltd., Litigation*

     66,802  
  78,609   

Templar Energy LLC Class A*

     58,957  
  13,865   

Texgen Power LLC*(12)(13)

     540,735  
       

 

 

 

          1,162,408  
       

 

 

 

    

Insurance - 0.4%

  
  34,814   

AFG Holdings, Inc.*

     1,914,770  
       

 

 

 

    

Total Common Stocks
(cost $2,941,826)

   $ 3,077,178  
       

 

 

 

Escrows - 0.0%(14)

     
    

Energy-Alternate Sources - 0.0%

  
  26,901   

Paragon Offshore Ltd.*(12)(13)

      
  4,500,000   

TCEH Corp.*(12)(13)

     4  
       

 

 

 

          4  
       

 

 

 

    

Total Escrows
(cost $—)

   $ 4  
       

 

 

 

Convertible Bonds - 0.1%

  
    

Media - 0.1%

  
    

Scripps Escrow, Inc.

  
  570,000   

5.88%, 07/15/2027(1)

     575,808  
       

 

 

 

Warrants - 0.0%

     
    

Energy - 0.0%

  
  94,294   

Ascent Resources - Marcellus LLC Expires 3/30/23*(12)(13)

     4,072  
       

 

 

 

    

Total Warrants
(cost $10,874)

   $ 4,072  
       

 

 

 

    

Total Long-Term Investments
(cost $434,516,825)

   $ 421,593,315  
       

 

 

 

Short-Term Investments - 5.3%

  
    

Other Investment Pools & Funds - 5.3%

  
  23,407,520   

BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 2.27%(15)

     23,407,520  
       

 

 

 

    

Total Short-Term Investments
(cost $23,407,520)

   $ 23,407,520  
       

 

 

 


 

The Hartford Floating Rate High Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Total Investments
(cost $457,924,345)

     100.1%        $        445,000,835   
     Other Assets and Liabilities      (0.1)%        (508,945)  
       

 

 

 

  

 

 

 

     Total Net Assets      100.0%        $        444,491,890   
       

 

 

 

  

 

 

 

 

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.

 

*

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 July 31, 2019, the aggregate value of these securities was $21,188,316, representing 4.8% 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 July 31, 2019, the aggregate value of these securities was $5,403,881, representing 1.2% of net assets.

(3)

Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed.

(4)

Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

(5)

Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at July 31, 2019. Rate will reset at a future date.

(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 July 31, 2019.

(8)

This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $1,548,507 at July 31, 2019.

(9)

Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of July 31, 2019.

(10)

Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

(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 July 31, 2019, the aggregate fair value of these securities was $1,040,725, 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)

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

(15)

Current yield as of period end.

OTC Total Return Swap Contracts Outstanding at July 31, 2019

 

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

                   

Leverage Loan Index

    JPM       USD       2,840,000       1.00     09/20/19       Quarterly     $  —     $ (5,148   $             13,596     $ 18,744    

Markit IBOXX USD Liquid

                          

Leverage Loan Index

    GSC       USD       4,780,000       1.00     12/20/19       Quarterly             (8,710     22,762       31,472    

Markit IBOXX USD Liquid

                          

Leverage Loan Index

    GSC       USD       4,000,000       1.00     09/20/19       Quarterly             (2,250     35,077       37,327    


 

The Hartford Floating Rate High Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  

 

 

    

 

 

   

 

 

    

 

 

 

Total

   $                 —      $   (16,108   $     71,435      $     87,543  
  

 

 

    

 

 

   

 

 

    

 

 

 

 

Foreign Currency Contracts Outstanding at July 31, 2019

Amount and Description

of Currency to be

Purchased

 

Amount and Description

of Currency to be

Sold

  Counterparty  

Settlement

Date

  Appreciation   Depreciation

132,000

  GBP       164,832   USD       JPM   08/30/19   $                            —   $            (4,056)  

50,773,236

  USD       45,458,176   EUR       GSC   08/30/19   322,823   —  

1,918,678

  USD       1,720,000   EUR       UBS   08/30/19   9,787   —  

536,149

  USD       480,000   EUR       HSBC   08/30/19   3,435   —  

154,842

  USD       124,000   GBP       JPM   08/30/19   3,810   —  

Total

                      $                  339,855   $            (4,056)  

 

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

 

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

GSC

   Goldman Sachs & Co.

HSBC

   HSBC Bank USA

JPM

   JP Morgan Chase & Co.

UBS

   UBS AG
Currency Abbreviations:

EUR

   Euro

GBP

   British Pound

USD

   United States Dollar
Index Abbreviations:

ICE

   Intercontinental Exchange, Inc.
   Markit iBoxx Indices - Euro, Sterling, Asian, US Dollar and European High-Yield

iBoxx

   Bond Markets
Other Abbreviations:

EURIBOR

   Euro Interbank Offered Rate

LIBOR

   London Interbank Offered Rate

MTN

   Medium Term Note

OTC

   Over-the-Counter

PIK

   Payment-in-kind


 

The Hartford Floating Rate High Income Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2019 in valuing the Fund’s investments.

 

Description    Total     Level 1      Level 2     Level 3(1)  

Assets

         

Corporate Bonds

   $             39,968,299     $      $ 39,968,299     $  

Senior Floating Rate Interests

     377,967,954              377,967,954        

Common Stocks

         

    Energy

     1,162,408              125,759       1,036,649  

    Insurance

     1,914,770              1,914,770        

Escrows

     4                    4  

Convertible Bonds

     575,808              575,808        

Warrants

     4,072                    4,072  

Short-Term Investments

     23,407,520       23,407,520               

Foreign Currency Contracts(2)

     339,855              339,855        

Swaps - Total Return(2)

     87,543              87,543        
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $ 445,428,233     $             23,407,520      $             420,979,988     $           1,040,725  
  

 

 

   

 

 

    

 

 

   

 

 

 

Liabilities

         

Foreign Currency Contracts(2)

   $ (4,056   $      $ (4,056   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $ (4,056   $      $ (4,056   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

(1) For the period ended July 31, 2019, there were no transfers in and out of Level 3.

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

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended July 31, 2019 is not presented.


 

The Hartford Global All-Asset Fund (consolidated)

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Shares or Principal Amount    Market Value

Asset & Commercial Mortgage Backed Securities - 3.3%

  
    

Canada - 0.1%

                                   
    

Master Credit Card Trust

  
$   195,000   

3.74%, 07/21/2024(1)

   $ 199,245  
       

 

 

 

    

Cayman Islands - 0.5%

  
    

Carlyle Global Market Strategies

  
  250,000   

3.31%, 07/27/2031(1)

     248,125  
    

CIFC Funding Ltd.

  
  250,000   

4.07%, 07/16/2030, 3 mo. USD LIBOR + 1.750%(1)(2)

     248,987  
    

LCM L.P.

  
  250,000   

4.23%, 10/20/2027, 3 mo. USD LIBOR + 1.950%(1)(2)

     245,631  
       

 

 

 

          742,743  
       

 

 

 

    

United States - 2.7%

  
    

Angel Oak Mortgage Trust LLC

  
  116,775   

2.93%, 05/25/2059(1)(3)

     117,010  
  60,000   

2.99%, 07/26/2049(1)(3)

     59,999  
    

Bank

  
  981,709   

0.52%, 08/15/2061(3)(4)

     33,929  
    

Benchmark Mortgage Trust

  
  964,369   

0.54%, 07/15/2051(3)(4)

     34,863  
    

COLT Mortgage Loan Trust

  
  28,083   

3.75%, 12/26/2046(1)(3)

     28,711  
    

Connecticut Avenue Securities Trust

  
  35,000   

4.72%, 07/25/2031, 1 mo. USD LIBOR + 2.450%(1)(2)

     35,508  
    

CSMC Trust

  
  102,529   

4.13%, 07/25/2058(1)(3)

     103,335  
    

Domino’s Pizza Master Issuer LLC

  
  148,125   

4.12%, 07/25/2048(1)

     152,152  
    

Drive Auto Receivables Trust

  
  160,000   

3.78%, 04/15/2025

     163,099  
    

Fannie Mae Connecticut Avenue Securities

  
  110,000   

4.27%, 03/25/2031, 1 mo. USD LIBOR + 2.000%(2)

     110,563  
  45,000   

4.37%, 06/25/2039, 1 mo. USD LIBOR + 2.100%(1)(2)

     45,172  
  65,000   

4.47%, 08/25/2030, 1 mo. USD LIBOR + 2.200%(2)

     65,490  
  75,000   

4.62%, 01/25/2031, 1 mo. USD LIBOR + 2.350%(2)

     75,755  
  95,000   

5.07%, 02/25/2030, 1 mo. USD LIBOR + 2.800%(2)

     97,948  
  100,000   

6.52%, 01/25/2029, 1 mo. USD LIBOR + 4.250%(2)

     106,655  
  96,632   

6.62%, 05/25/2029, 1 mo. USD LIBOR + 4.350%(2)

     103,241  
  271,619   

7.27%, 07/25/2025, 1 mo. USD LIBOR + 5.000%(2)

     293,484  
  69,729   

8.27%, 09/25/2028, 1 mo. USD LIBOR + 6.000%(2)

     76,859  
  137,920   

9.02%, 08/25/2028, 1 mo. USD LIBOR + 6.750%(2)

     154,686  
    

FCI Funding LLC

  
  68,221   

3.63%, 02/18/2031(1)

     68,513  
    

Freddie Mac Strips

  
  53,433   

5.00%, 09/15/2036(4)

     10,343  
    

FREMF Mortgage Trust

  
  25,000   

3.65%, 11/25/2050(1)(3)

     25,563  
  60,000   

3.88%, 02/25/2050(1)(3)

     61,063  
  50,000   

3.98%, 05/25/2050(1)(3)

     50,230  
    

GCAT LLC

  
  97,536   

2.99%, 02/25/2059(1)(5)

     97,746  
    

Hertz Vehicle Financing II L.P.

  
  100,000   

3.42%, 05/25/2025(1)

     101,990  
    

JP Morgan Chase Commercial Mortgage Securities Corp.

  
  75,000   

4.61%, 07/05/2031(1)(3)

     74,030  
    

KNSQ Mortgage Trust

  
  56,000   

4.13%, 05/15/2036, 1 mo. USD LIBOR + 1.800%(1)(2)

     55,997  
    

LSTAR Securities Investment Ltd.

  
  96,354   

3.90%, 04/01/2024, 1 mo. USD LIBOR + 1.500%(1)(2)

     96,369  
    

Morgan Stanley Capital I Trust

  
  995,045   

0.84%, 07/15/2051(3)(4)

     57,364  
  310,114   

1.44%, 06/15/2050(3)(4)

     23,798  
    

MTRO Commercial Mortgage Trust

  
  100,000   

4.13%, 12/15/2033, 1 mo. USD LIBOR + 1.800%(1)(2)

     100,094  


 

The Hartford Global All-Asset Fund (consolidated)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

New Residential Mortgage LLC

  
$   75,266   

4.09%, 07/25/2054(1)

   $ 76,047  
    

New Residential Mortgage Loan Trust

                                   
  79,647   

3.25%, 09/25/2056(1)(3)

     80,591  
  93,078   

3.60%, 04/25/2049(1)

     94,084  
  93,548   

3.68%, 01/25/2049(1)(3)

     94,943  
  63,641   

3.75%, 11/25/2056(1)(3)

     65,307  
    

OneMain Direct Auto Receivables Trust

  
  155,000   

3.85%, 10/14/2025(1)

     158,466  
    

Planet Fitness Master Issuer LLC

  
  99,250   

4.26%, 09/05/2048(1)

     101,961  
    

PMT Credit Risk Transfer Trust

  
  97,597   

4.40%, 03/27/2024, 1 mo. USD LIBOR + 2.000%(1)(2)

     97,680  
    

Preston Ridge Partners Mortgage Trust LLC

  
  97,233   

3.97%, 04/25/2024(1)(5)

     98,336  
  80,859   

4.00%, 08/25/2023(1)(3)

     81,443  
    

Santander Retail Auto Lease Trust

  
  60,000   

3.66%, 05/20/2024(1)

     60,570  
    

Spruce Hill Mortgage Loan Trust

  
  53,743   

3.40%, 04/29/2049(1)

     54,194  
    

Structured Agency Credit Risk Trust

  
  15,000   

6.02%, 04/25/2043, 1 mo. USD LIBOR + 3.750%(1)(2)

     15,642  
    

Towd Point Mortgage Trust

  
  76,085   

2.75%, 10/25/2057(1)(3)

     76,229  
  120,000   

4.25%, 11/25/2058(1)(3)

     123,507  
    

Vantage Data Centers Issuer LLC

  
  25,000   

3.19%, 07/15/2044(1)

     25,000  
  34,504   

4.07%, 02/16/2043(1)

     35,262  
       

 

 

 

          4,020,821  
       

 

 

 

    

Total Asset & Commercial Mortgage Backed Securities
(cost $4,938,403)

   $ 4,962,809  
       

 

 

 

Corporate Bonds - 3.5%

  
    

Argentina - 0.0%

  
    

YPF S.A.

  
  160,000   

51.63%, 07/07/2020, BADLAR + 4.000%(2)(6)

     57,600  
       

 

 

 

    

Canada - 0.1%

  
    

New Gold, Inc.

  
  245,000   

6.38%, 05/15/2025(1)

     211,925  
       

 

 

 

    

Finland - 0.3%

  
    

Nokia Oyj

  
  340,000   

6.63%, 05/15/2039

     380,800  
       

 

 

 

    

Guernsey - 0.2%

  
    

Credit Suisse Group Funding Guernsey Ltd.

  
  350,000   

3.13%, 12/10/2020

     352,432  
       

 

 

 

    

Luxembourg - 0.2%

  
    

Codere Finance Luxembourg S.A.

  
EUR   225,000   

6.75%, 11/01/2021(6)

     252,189  
       

 

 

 

    

Netherlands - 0.1%

  
    

Nostrum Oil & Gas Finance B.V.

  
$   225,000   

8.00%, 07/25/2022(6)

     139,457  
       

 

 

 

    

United States - 2.6%

  
    

Altria Group, Inc.

  
EUR   450,000   

3.13%, 06/15/2031

     566,982  
    

Carrizo Oil & Gas, Inc.

  
$   420,000   

6.25%, 04/15/2023(7)

     412,440  
    

Chemours Co.

  
  95,000   

7.00%, 05/15/2025

     93,182  
    

Crown Castle Towers LLC

  
  120,000   

3.72%, 07/15/2043(1)

     123,400  
    

Diamondback Energy, Inc.

  
  200,000   

4.75%, 11/01/2024

     205,750  
    

General Motors Co.

  
  450,000   

6.75%, 04/01/2046

     516,098  


 

The Hartford Global All-Asset Fund (consolidated)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Jagged Peak Energy LLC

  
$   178,000   

5.88%, 05/01/2026

   $ 169,100  
    

Laredo Petroleum, Inc.

                                   
  380,000   

6.25%, 03/15/2023(7)

     341,050  
    

PDC Energy, Inc.

  
  125,000   

5.75%, 05/15/2026

     120,839  
  55,000   

6.13%, 09/15/2024

     54,313  
    

QEP Resources, Inc.

  
  140,000   

5.38%, 10/01/2022

     129,850  
    

Reynolds American, Inc.

  
  450,000   

5.85%, 08/15/2045

     493,465  
    

SBA Tower Trust

  
  135,000   

3.45%, 03/15/2048(1)

     138,368  
    

Southwestern Energy Co.

  
  165,000   

7.50%, 04/01/2026

     144,375  
  120,000   

7.75%, 10/01/2027

     105,000  
    

United States Steel Corp.

  
  230,000   

6.25%, 03/15/2026

     209,875  
  30,000   

6.88%, 08/15/2025(7)

     29,175  
       

 

 

 

          3,853,262  
       

 

 

 

    

Total Corporate Bonds
(cost $5,427,758)

   $ 5,247,665  
       

 

 

 

Foreign Government Obligations - 13.6%

  
    

Argentina - 0.8%

  
    

Argentina POM Politica Monetaria

  
ARS   17,775,000   

61.68%, 06/21/2020(3)

     392,280  
    

Argentine Republic Government International Bond

  
EUR   900,000   

5.00%, 01/15/2027(6)

     745,093  
       

 

 

 

          1,137,373  
       

 

 

 

    

Germany - 1.7%

  
    

Deutsche Bundesrepublik Inflation Linked Bond

  
  2,143,457   

0.10%, 04/15/2026(6)(8)

     2,639,226  
       

 

 

 

    

Greece - 0.4%

  
    

Hellenic Republic Government Bond

  
  119,225,000   

0.00%, 10/15/2042(3)

     551,949  
       

 

 

 

    

Iceland - 1.0%

  
    

Iceland Rikisbref

  
ISK   18,920,000   

5.00%, 11/15/2028

     168,372  
  25,804,286   

6.50%, 01/24/2031

     262,599  
  43,930,000   

8.00%, 06/12/2025

     438,112  
    

Iceland Spariskirten

  
  79,557,257   

3.80%, 04/14/2021(8)

     681,985  
       

 

 

 

          1,551,068  
       

 

 

 

    

Indonesia - 1.5%

  
    

Indonesia Treasury Bond

  
IDR   17,268,000,000   

8.38%, 09/15/2026

     1,313,363  
  11,951,000,000   

8.38%, 03/15/2034

     905,751  
       

 

 

 

          2,219,114  
       

 

 

 

    

Israel - 0.2%

  
    

Israel Government Bond - CPI Linked

  
ILS   1,303,068   

1.00%, 05/31/2045(8)

     366,453  
       

 

 

 

    

Italy - 0.3%

  
    

Italy Buoni Poliennali Del Tesoro

  
EUR   429,106   

1.25%, 09/15/2032(1)(6)(8)

     489,575  
       

 

 

 

    

Japan - 2.8%

  
    

Japan Government Thirty Year Bond

  
JPY   72,200,000   

0.70%, 06/20/2048

     728,411  
    

Japanese Government CPI Linked Bond

  
  151,028,700   

0.10%, 09/10/2023(8)

     1,413,781  
  137,871,200   

0.10%, 09/10/2024(8)

     1,298,217  


 

The Hartford Global All-Asset Fund (consolidated)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  86,433,660   

0.10%, 03/10/2028(8)

   $ 827,472  
       

 

 

 

          4,267,881  
       

 

 

 

    

Mexico - 2.2%

                                   
    

Mexican Bonos

  
MXN   35,147,000   

8.00%, 11/07/2047

     1,848,965  
    

Mexican Udibonos

  
  25,182,758   

2.00%, 06/09/2022(8)

     1,267,679  
    

Mexico Government International Bond

  
GBP   174,000   

5.63%, 03/19/2114

     226,620  
       

 

 

 

          3,343,264  
       

 

 

 

    

Romania - 0.4%

  
    

Romanian Government International Bond

  
EUR   450,000   

3.38%, 02/08/2038(6)

     545,990  
       

 

 

 

    

Russia - 2.3%

  
    

Russian Federal Bond - OFZ

  
RUB   78,320,000   

6.90%, 05/23/2029

     1,207,037  
    

Russian Federal Inflation Linked Bond - OFZ

  
  51,681,549   

2.50%, 08/16/2023(8)

     787,758  
  95,507,138   

2.50%, 02/02/2028(8)

     1,401,182  
       

 

 

 

          3,395,977  
       

 

 

 

    

Total Foreign Government Obligations
(cost $23,037,027)

   $ 20,507,870  
       

 

 

 

U.S. Government Agencies - 2.3%

  
    

Mortgage-Backed Agencies - 2.2%

  
    

FHLMC - 0.7%

  
$   4,328,883   

0.08%, 10/25/2026(3)(4)

   $ 28,286  
  1,416,327   

0.27%, 11/25/2023(3)(4)

     13,979  
  748,706   

0.61%, 03/25/2027(3)(4)

     30,305  
  575,000   

1.55%, 10/25/2043(3)(4)

     45,261  
  100,000   

1.64%, 04/25/2044(3)(4)

     9,473  
  114,249   

1.97%, 11/25/2044(3)(4)

     10,568  
  229,856   

2.11%, 06/25/2044(3)(4)

     28,846  
  435,000   

2.21%, 01/25/2042(3)(4)

     37,726  
  329,831   

2.50%, 03/15/2028(4)

     21,723  
  35,166   

2.50%, 05/15/2028(4)

     2,529  
  140,000   

2.88%, 04/25/2026

     144,716  
  31,905   

3.00%, 05/15/2032(4)

     1,926  
  43,017   

3.00%, 03/15/2033(4)

     4,751  
  34,433   

3.50%, 06/15/2026(4)

     1,716  
  362,613   

3.50%, 03/15/2041(4)

     34,468  
  40,000   

3.67%, 02/25/2049(1)

     40,000  
  19,319   

4.00%, 07/15/2027(4)

     1,714  
  38,656   

4.00%, 03/15/2028(4)

     3,045  
  40,862   

4.00%, 07/15/2030

     4,392  
  130,000   

4.32%, 04/25/2049, 1 mo. USD LIBOR + 2.050%(1)(2)

     130,600  
  60,000   

4.62%, 02/25/2049, 1 mo. USD LIBOR + 2.350%(1)(2)

     60,596  
  76,628   

5.50%, 04/15/2036(4)

     15,693  
  217,026   

6.07%, 03/25/2025, 1 mo. USD LIBOR + 3.800%(2)

     224,738  
  125,000   

6.62%, 09/25/2030, 1 mo. USD LIBOR + 4.350%(2)

     135,025  
       

 

 

 

          1,032,076  
       

 

 

 

    

FNMA - 1.1%

  
$   172,421   

1.68%, 05/25/2046(3)(4)

   $ 8,861  
  63,509   

1.82%, 04/25/2055(3)(4)

     3,635  
  118,168   

1.85%, 06/25/2055(3)(4)

     6,162  
  264,128   

1.93%, 08/25/2044(3)(4)

     14,606  
  150,000   

2.50%, 09/01/2034(9)

     150,827  
  59,207   

3.00%, 02/25/2027(4)

     3,570  
  40,202   

3.00%, 09/25/2027

     2,945  
  600,000   

3.00%, 08/01/2034(9)

     611,844  
  365,000   

3.00%, 08/01/2049(9)

     368,115  
  74,625   

3.48%, 03/01/2029

     79,950  
  237,279   

3.50%, 04/25/2027(4)

     19,339  
  26,952   

3.50%, 05/25/2027(4)

     2,334  


 

The Hartford Global All-Asset Fund (consolidated)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   71,331   

3.50%, 10/25/2027

   $ 6,441  
  39,818   

3.50%, 02/25/2031(4)

     2,962  
  53,844   

3.50%, 09/25/2035(4)

     6,774  
  150,000   

3.50%, 08/01/2049(9)

     153,645  
  9,919   

3.86%, 12/01/2025

     10,793  
  18,205   

3.87%, 10/01/2025

     19,731  
  28,336   

3.89%, 05/01/2030

     31,117  
  9,236   

3.96%, 05/01/2034

     10,343  
  20,000   

4.00%, 08/01/2049(9)

     20,703  
  13,063   

4.06%, 10/01/2028

     14,469  
  40,000   

4.27%, 07/25/2039(1)

     40,012  
  100,000   

4.50%, 12/25/2041(4)

     41,467  
  204,287   

4.50%, 02/25/2043(4)

     31,616  
  70,000   

4.67%, 04/25/2031, 1 mo. USD LIBOR + 2.400%(1)(2)

     70,761  
  15,336   

5.47%, 05/25/2042(3)(4)

     1,461  
  72,177   

6.00%, 01/25/2042(4)

     12,406  
       

 

 

 

          1,746,889  
       

 

 

 

    

GNMA - 0.4%

                                   
$   142,042   

2.50%, 05/16/2028(4)

   $ 7,790  
  187,001   

3.00%, 08/20/2027(4)

     15,018  
  205,666   

3.00%, 07/20/2028(4)

     14,624  
  105,908   

3.00%, 02/16/2043(4)

     15,527  
  29,684   

3.50%, 03/20/2027(4)

     2,661  
  154,554   

3.50%, 07/20/2029(4)

     15,717  
  48,455   

3.50%, 02/16/2030(4)

     4,711  
  31,369   

3.50%, 07/20/2040(4)

     2,737  
  59,131   

3.50%, 02/20/2041

     5,655  
  71,133   

3.50%, 04/20/2042

     7,500  
  74,376   

3.50%, 05/16/2042

     12,194  
  110,249   

3.50%, 10/20/2042(4)

     18,082  
  114,298   

3.50%, 05/20/2043(4)

     18,271  
  175,093   

4.00%, 04/16/2026

     15,343  
  82,208   

4.00%, 03/20/2047(4)

     12,931  
  103,914   

4.00%, 07/20/2047(4)

     16,916  
  84,649   

5.00%, 02/16/2040(4)

     18,283  
  43,339   

5.00%, 07/16/2044(4)

     8,531  
  64,543   

5.50%, 02/16/2047(4)

     13,625  
  50,611   

6.00%, 02/20/2046(4)

     10,657  
  375,000   

6.00%, 08/01/2049(9)

     411,043  
       

 

 

 

          647,816  
       

 

 

 

          3,426,781  
       

 

 

 

    

Other Direct Federal Obligations - 0.1%

  
    

SLM Student Loan Trust

  
$   100,455   

3.38%, 07/25/2023, 3 mo. USD LIBOR + 1.100%(2)

   $ 100,211  
       

 

 

 

          3,526,992  
       

 

 

 

    

Total U.S. Government Agencies
(cost $3,570,291)

   $ 3,526,992  
       

 

 

 

U.S. Government Securities - 5.0%

  
    

U.S. Treasury Bonds - 1.7%

  
$   190,304   

0.75%, 02/15/2045(8)

   $ 190,664  
  716,054   

0.88%, 02/15/2047(8)(10)

     739,451  
  1,146,923   

3.38%, 04/15/2032(8)(11)

     1,571,390  
       

 

 

 

          2,501,505  
       

 

 

 

    

U.S. Treasury Notes - 3.3%

  
  888,414   

0.50%, 04/15/2024(8)

     897,372  
  72,670   

0.50%, 01/15/2028(8)

     73,943  
  2,072,169   

0.63%, 04/15/2023(8)(10)

     2,090,924  
  1,912,918   

0.63%, 01/15/2026(8)

     1,957,258  
  25,354   

0.88%, 01/15/2029(8)

     26,725  
       

 

 

 

          5,046,222  
       

 

 

 

    

Total U.S. Government Securities
(cost $7,277,077)

   $ 7,547,727  
       

 

 

 


 

The Hartford Global All-Asset Fund (consolidated)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

Common Stocks - 38.9%

  
    

Argentina - 0.0%

                                   
  60   

MercadoLibre, Inc.*

   $ 37,285  
  863   

YPF S.A. ADR

     14,197  
       

 

 

 

          51,482  
       

 

 

 

    

Australia - 0.5%

  
  216,565   

Aurelia Metals Ltd.*

     74,742  
  505   

Bravura Solutions Ltd.

     1,688  
  310   

Caltex Australia Ltd.

     5,702  
  5,240   

Charter Hall Education Trust

     13,545  
  402,122   

Dacian Gold Ltd.*(7)

     227,502  
  1,811   

Dexus REIT

     16,197  
  2,296   

Goodman Group REIT

     23,221  
  5,623   

Karoon Energy Ltd.*

     6,383  
  4,211   

Nufarm Ltd.

     13,987  
  6,641   

Orora Ltd.

     15,346  
  306,513   

Perseus Mining Ltd.*

     142,554  
  260,901   

Ramelius Resources Ltd.*

     178,136  
       

 

 

 

          719,003  
       

 

 

 

    

Austria - 0.1%

  
  3,035   

Addiko Bank AG*

     54,428  
  1,381   

BAWAG Group AG*(1)

     54,883  
  931   

OMV AG

     46,585  
       

 

 

 

          155,896  
       

 

 

 

    

Belgium - 0.1%

  
  376   

Telenet Group Holding N.V.

     18,467  
  528   

UCB S.A.

     41,172  
  226   

Umicore S.A.

     7,075  
  86   

Warehouses De Pauw CVA REIT

     14,375  
       

 

 

 

          81,089  
       

 

 

 

    

Bermuda - 0.4%

  
  3,508   

Bank of NT Butterfield & Son Ltd.

     110,256  
  10,943   

Marvell Technology Group Ltd.

     287,363  
  5,035   

Triton International Ltd.

     166,558  
       

 

 

 

          564,177  
       

 

 

 

    

Brazil - 0.0%

  
  1,070   

Cia de Saneamento do Parana

     24,000  
  4,730   

Petrobras Distribuidora S.A.

     32,968  
       

 

 

 

          56,968  
       

 

 

 

    

Canada - 1.8%

  
  2,476   

AltaGas Canada, Inc.

     48,402  
  3,562   

Artemis Gold, Inc.

     810  
  431   

BCE, Inc.

     19,476  
  730   

Cameco Corp.

     6,704  
  2,032   

Canacol Energy Ltd.*

     7,744  
  2,728   

Canadian Imperial Bank of Commerce

     214,615  
  631   

Canadian Natural Resources Ltd.

     15,983  
  26,221   

Centerra Gold, Inc.*

     209,402  
  2,146   

Dollarama, Inc.

     79,512  
  26,895   

Dundee Precious Metals, Inc.*

     90,886  
  2,951   

EcoSynthetix, Inc.*

     7,468  
  1,719   

Enbridge, Inc.

     57,413  
  3,726   

Encana Corp.

     17,024  
  3,538   

Equitable Group, Inc.(7)

     247,161  
  24,432   

Fairfax India Holdings Corp.*(1)

     311,508  
  5,795   

First Quantum Minerals Ltd.

     53,392  
  21,258   

Golden Star Resources Ltd.*

     75,466  
  82,669   

IAMGOLD Corp.*

     300,660  
  1,673   

Intact Financial Corp.

     155,942  
  795   

Killam Apartment Real Estate Investment Trust REIT

     11,812  
  1,244   

Magna International, Inc.

     62,737  
  286   

Methanex Corp.

     11,243  


 

The Hartford Global All-Asset Fund (consolidated)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  14,246   

Parex Resources, Inc.*

   $ 243,514  
  51,877   

SEMAFO, Inc.*

     207,932  
  941   

Suncor Energy, Inc.

     27,001  
  2,613   

TC Energy Corp.

     127,938  
  42,293   

Teranga Gold Corp.*

     164,391  
       

 

 

 

          2,776,136  
       

 

 

 

    

China - 1.2%

                                   
  1,076   

Alibaba Group Holding Ltd. ADR*

     186,266  
  49   

BeiGene Ltd. ADR*

     6,730  
  47,131   

China Longyuan Power Group Corp. Ltd. Class H

     28,820  
  20,900   

China Merchants Bank Co., Ltd. Class H

     103,537  
  20,721   

China Oilfield Services Ltd. Class H

     23,375  
  3,817   

China Shenhua Energy Co., Ltd. Class H

     7,541  
  788,415   

China Tower Corp. Ltd. Class H(1)

     203,764  
  27,756   

CNOOC Ltd.

     45,763  
  44   

Ctrip.com International Ltd. ADR*

     1,715  
  1,403   

ENN Energy Holdings Ltd.

     14,432  
  30,045   

Gree Electric Appliances, Inc. of Zhuhai Class A

     238,899  
  1,604   

Kingdee International Software Group Co., Ltd.

     1,528  
  4,053   

Meituan Dianping Class B*

     32,773  
  15,206   

PetroChina Co., Ltd. Class H

     8,065  
  14,500   

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

     170,894  
  7,931   

Precision Tsugami China Corp. Ltd.

     7,589  
  28,504   

Sinopec Shanghai Petrochemical Co., Ltd. Class H

     9,945  
  4,800   

Sinopharm Group Co., Ltd. Class H

     17,744  
  19,002   

Sinotrans Ltd. Class H

     6,549  
  27,186   

Sunny Optical Technology Group Co., Ltd.

     314,362  
  5,335   

Tencent Holdings Ltd.

     248,573  
  4,620   

WuXi AppTec Co., Ltd. Class H(1)

     42,847  
  13,596   

Zhongsheng Group Holdings Ltd.

     37,788  
       

 

 

 

          1,759,499  
       

 

 

 

    

Croatia - 0.1%

  
  14,044   

Valamar Riviera DD

     78,624  
       

 

 

 

    

Czech Republic - 0.0%

  
  7,536   

Moneta Money Bank AS(1)

     25,899  
       

 

 

 

    

Denmark - 0.0%

  
  14   

AP Moller - Maersk A/S Class B

     15,720  
  173   

Genmab A/S*

     32,041  
  387   

Zealand Pharma A/S ADR*

     8,707  
       

 

 

 

          56,468  
       

 

 

 

    

Egypt - 0.2%

  
  211,782   

Centamin plc

     330,462  
       

 

 

 

    

Estonia - 0.0%

  
  6,798   

Tallinna Sadam AS(1)

     14,860  
       

 

 

 

    

Finland - 0.1%

  
  738   

DNA Oyj

     17,061  
  182   

Elisa Oyj

     8,559  
  406   

Kemira Oyj

     5,988  
  1,160   

Kojamo Oyj

     16,334  
  335   

Kone Oyj Class B

     19,086  
  626   

Neste Oyj

     20,718  
  277   

Tikkurila Oyj

     4,317  
       

 

 

 

          92,063  
       

 

 

 

    

France - 1.1%

  
  724   

Airbus SE

     102,345  
  221   

Arkema S.A.

     19,891  
  3,679   

BNP Paribas S.A.

     172,177  
  1,404   

Cie Generale des Etablissements Michelin SCA

     155,209  
  2,753   

Engie S.A.

     42,367  
  126   

EssilorLuxottica S.A.

     17,056  
  820   

JCDecaux S.A.

     23,608  
  280   

Kaufman & Broad S.A.

     11,497  


 

The Hartford Global All-Asset Fund (consolidated)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  452   

Legrand S.A.

   $ 31,840  
  298   

LVMH Moet Hennessy Louis Vuitton SE

     123,092  
  766   

Pernod Ricard S.A.

     134,421  
  366   

Safran S.A.

     52,543  
  1,500   

Schneider Electric SE

     129,414  
  51   

SOITEC*

     5,293  
  11,184   

Total S.A.

     579,669  
  58   

Vivendi S.A.

     1,611  
       

 

 

 

          1,602,033  
       

 

 

 

    

Germany - 0.4%

                                   
  512   

Bertrandt AG

     34,404  
  596   

Brenntag AG

     29,109  
  3,747   

E.ON SE

     37,316  
  471   

Fresenius SE & Co. KGaA

     23,535  
  21,331   

Infineon Technologies AG

     395,096  
  100   

LEG Immobilien AG

     11,532  
  70   

Siltronic AG

     5,478  
  673   

Volkswagen AG

     113,848  
  495   

Vonovia SE

     24,168  
       

 

 

 

          674,486  
       

 

 

 

    

Greece - 0.1%

  
  20,345   

Autohellas S.A.

     132,879  
  1,990   

Hellenic Telecommunications Organization S.A.

     27,405  
       

 

 

 

          160,284  
       

 

 

 

    

Hong Kong - 0.3%

  
  29,945   

AIA Group Ltd.

     306,510  
  195   

ASM Pacific Technology Ltd.

     2,281  
  3,092   

China Overseas Land & Investment Ltd.

     10,541  
  2,259   

CK Asset Holdings Ltd.

     16,986  
  3,556   

CK Infrastructure Holdings Ltd.

     27,570  
  14,235   

Guangdong Investment Ltd.

     29,918  
  1,469   

Henderson Land Development Co., Ltd.

     7,598  
  400   

Hutchison China MediTech Ltd. ADR*

     8,364  
  3,628   

Kingboard Holdings Ltd.

     8,931  
  3,076   

Link REIT

     35,777  
  6,001   

Nine Dragons Paper Holdings Ltd.

     4,857  
  44,259   

Pacific Basin Shipping Ltd.

     9,086  
       

 

 

 

          468,419  
       

 

 

 

    

Iceland - 0.1%

  
  573,660   

Origo HF*

     116,100  
       

 

 

 

    

India - 1.7%

  
  87,388   

Bharti Infratel Ltd.

     311,240  
  36,629   

Dilip Buildcon Ltd.(1)

     217,743  
  55,277   

DLF Ltd.

     142,229  
  75,296   

Gateway Distriparks Ltd.

     118,770  
  15,279   

Godrej Properties Ltd.*

     210,730  
  50,283   

Gujarat Pipavav Port Ltd.

     56,961  
  7,663   

ICICI Bank Ltd. ADR

     93,565  
  175,285   

IRB Infrastructure Developers Ltd.

     237,531  
  14,485   

Larsen & Toubro Ltd.

     290,944  
  2,613   

LIC Housing Finance Ltd.

     19,598  
  28,693   

Oberoi Realty Ltd.*

     228,444  
  19,576   

PNB Housing Finance Ltd.(1)

     200,976  
  101,358   

Power Grid Corp. of India Ltd.

     309,850  
  11,757   

State Bank of India*

     56,503  
       

 

 

 

          2,495,084  
       

 

 

 

    

Indonesia - 0.1%

  
  31,541   

Astra International Tbk PT

     15,633  
  145,300   

Bank Mandiri Persero Tbk PT

     81,745  
  56,378   

Link Net Tbk PT

     18,180  
       

 

 

 

          115,558  
       

 

 

 


 

The Hartford Global All-Asset Fund (consolidated)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Ireland - 0.1%

  
  1,486   

Adient plc

   $ 35,292  
  1,212   

CRH plc

     40,336  
  7,075   

Irish Residential Properties plc REIT

     13,408  
  630   

Smurfit Kappa Group plc

     19,821  
  4,789   

Tarsus Group plc

     24,752  
       

 

 

 

          133,609  
       

 

 

 

    

Israel - 0.0%

                                   
  2,416   

Teva Pharmaceutical Industries Ltd. ADR*

     19,159  
       

 

 

 

    

Italy - 0.3%

  
  12,450   

Banca Farmafactoring S.p.A.(1)

     67,289  
  717   

Buzzi Unicem S.p.A.

     14,572  
  7,332   

Enel S.p.A.

     50,155  
  12,237   

Eni S.p.A.

     191,158  
  3,988   

Italgas S.p.A.

     25,199  
  1,712   

Moncler S.p.A.

     70,295  
  16,705   

Piaggio & C S.p.A.

     50,174  
  2,927   

Snam S.p.A.

     14,371  
       

 

 

 

          483,213  
       

 

 

 

    

Japan - 5.4%

  
  30,800   

Acom Co., Ltd.

     108,800  
  6,656   

ADEKA Corp.

     97,352  
  2,681   

Aeon Delight Co., Ltd.

     79,884  
  3,907   

Amada Holdings Co., Ltd.

     42,956  
  4,600   

Arcland Sakamoto Co., Ltd.

     55,691  
  77   

Argo Graphics, Inc.

     1,744  
  830   

Asahi Intecc Co., Ltd.

     21,689  
  2,500   

Bank of Kyoto Ltd.

     97,025  
  45   

BayCurrent Consulting, Inc.

     2,055  
  666   

Bridgestone Corp.

     25,002  
  5,569   

Canon Marketing Japan, Inc.

     106,671  
  460   

Chugai Pharmaceutical Co., Ltd.

     32,912  
  6   

Comforia Residential REIT, Inc. REIT

     17,952  
  85   

Computer Engineering & Consulting Ltd.(7)

     1,891  
  1,849   

Daicel Corp.

     15,646  
  74   

Daifuku Co., Ltd.

     4,047  
  762   

Daiichi Sankyo Co., Ltd.

     46,304  
  1,732   

Daikin Industries Ltd.

     214,970  
  707   

Daito Trust Construction Co., Ltd.

     91,170  
  5,600   

DeNA Co., Ltd.

     106,806  
  2,880   

DTS Corp.

     62,954  
  141   

Ebara Corp.

     3,789  
  1,379   

Eisai Co., Ltd.

     74,532  
  573   

Enplas Corp.

     18,301  
  167   

FANUC Corp.

     29,680  
  166   

FUJIFILM Holdings Corp.

     7,868  
  2,264   

Fujimi, Inc.

     46,783  
  2,552   

Fukushima Industries Corp.

     79,233  
  62   

GMO Payment Gateway, Inc.

     4,479  
  1,460   

Hakuhodo DY Holdings, Inc.

     22,898  
  7,068   

Happinet Corp.

     84,835  
  14,232   

Hazama Ando Corp.

     98,107  
  14   

Heroz, Inc.*

     2,113  
  347   

Hitachi Ltd.

     12,303  
  3,200   

Honda Motor Co., Ltd.

     79,618  
  72   

Hoya Corp.

     5,521  
  21   

Ichigo Office REIT Investment REIT

     19,979  
  642   

Idemitsu Kosan Co., Ltd.

     17,692  
  2,136   

Inaba Denki Sangyo Co., Ltd.

     98,370  
  173   

Infomart Corp.

     2,333  
  3,121   

Iriso Electronics Co., Ltd.

     142,369  
  3,480   

Isuzu Motors Ltd.

     38,508  
  1,641   

ITOCHU Corp.

     31,246  
  123   

Itochu Techno-Solutions Corp.

     3,153  


 

The Hartford Global All-Asset Fund (consolidated)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  1,725   

Jafco Co., Ltd.

   $                 63,948  
  5,000   

Japan Steel Works Ltd.

     87,059  
  8,413   

JGC Corp.

     109,532  
  6,529   

JSR Corp.

     107,826  
  6,682   

JXTG Holdings, Inc.

     31,444  
  2,496   

KDDI Corp.

     65,124  
  33   

Keyence Corp.

     18,937  
  2,812   

Kinden Corp.

     42,539  
  5,981   

Kumagai Gumi Co., Ltd.

     159,893  
  695   

Kyocera Corp.

     42,358  
  334   

Kyoritsu Maintenance Co., Ltd.

     14,379  
  7,086   

Kyowa Kirin Co., Ltd.

     116,784  
  2,436   

Kyushu Electric Power Co., Inc.

     24,205  
  54   

Lasertec Corp.

     2,569  
  2,678   

Makino Milling Machine Co., Ltd.

     111,641  
  6,667   

Marui Group Co., Ltd.

     144,040  
  3,038   

Melco Holdings, Inc.

     79,216  
  4,165   

Mimasu Semiconductor Industry Co., Ltd.

     69,186  
  862   

Minebea Mitsumi, Inc.

     14,712  
  1,398   

Mitsubishi Chemical Holdings Corp.

     9,925  
  1,594   

Mitsubishi Corp.

     42,803  
  963   

Mitsubishi Electric Corp.

     12,577  
  44,874   

Mitsubishi UFJ Financial Group, Inc.

     221,633  
  969   

Mitsui Fudosan Co., Ltd. REIT

     21,874  
  5,467   

MS&AD Insurance Group Holdings, Inc.

     179,200  
  6,494   

Nabtesco Corp.

     174,945  
  136   

NET One Systems Co., Ltd.

     3,587  
  8,702   

Nexon Co., Ltd.*

     137,739  
  1,738   

Nidec Corp.

     232,398  
  97   

Nihon Unisys Ltd.

     3,184  
  52   

Nintendo Co., Ltd.

     19,130  
  3   

Nippon Accommodations Fund, Inc. REIT

     17,663  
  1,583   

Nippon Seiki Co., Ltd.

     27,725  
  115   

Nippon Shokubai Co., Ltd.

     7,464  
  11,722   

Nippon Television Holdings, Inc.

     161,356  
  9,079   

Nishimatsuya Chain Co., Ltd.(7)

     73,197  
  36,900   

Nomura Holdings, Inc.

     118,605  
  5,300   

NTT DOCOMO, Inc.

     127,080  
  22   

Obic Co., Ltd.

     2,344  
  10,073   

Ono Pharmaceutical Co., Ltd.

     182,756  
  88   

Oriental Land Co., Ltd.

     11,611  
  1,166   

PAL GROUP Holdings Co., Ltd.

     36,357  
  1,100   

Paramount Bed Holdings Co., Ltd.

     42,070  
  61   

Raksul, Inc.*

     2,099  
  78   

Rakus Co., Ltd.

     1,992  
  71   

Recruit Holdings Co., Ltd.

     2,404  
  10,300   

Resona Holdings, Inc.

     41,990  
  28   

Rohm Co., Ltd.

     1,951  
  9,213   

San-In Godo Bank Ltd.

     55,652  
  30   

Sansan, Inc.*

     1,632  
  1,172   

Sanyo Chemical Industries Ltd.

     55,699  
  70   

SCREEN Holdings Co., Ltd.

     3,793  
  62   

SCSK Corp.

     2,944  
  916   

Shimamura Co., Ltd.

     64,769  
  1,507   

Shin-Etsu Chemical Co., Ltd.

     153,436  
  4,000   

Shin-Etsu Polymer Co., Ltd.

     28,135  
  11,490   

Siix Corp.

     145,112  
  49   

SMC Corp.

     17,756  
  32   

SoftBank Group Corp.

     1,634  
  40   

Sony Corp.

     2,275  
  4,651   

Sony Financial Holdings, Inc.

     112,679  
  2,817   

Subaru Corp.

     65,654  
  9,661   

Sumitomo Electric Industries Ltd.

     119,535  
  2,698   

Sumitomo Mitsui Trust Holdings, Inc.

     92,213  
  596   

Sumitomo Realty & Development Co., Ltd.

     21,687  
  3,616   

Suzuki Motor Corp.

     141,416  


 

The Hartford Global All-Asset Fund (consolidated)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  142   

Systena Corp.

   $ 2,360  
  7,369   

T&D Holdings, Inc.

     82,753  
  4,305   

Tachi-S Co., Ltd.

     55,166  
  2,311   

Tadano Ltd.

     20,779  
  131   

Taiheiyo Cement Corp.

     3,679  
  3,522   

Taisei Corp.

     121,511  
  803   

Takeda Pharmaceutical Co., Ltd.

     27,636  
  10,928   

Takuma Co., Ltd.

     129,673  
  109   

TechMatrix Corp.

     2,178  
  173   

THK Co., Ltd.

     4,360  
  123   

Toei Co., Ltd.

     16,861  
  5,723   

Tokai Rika Co., Ltd.

     93,745  
  1,689   

Token Corp.

     96,958  
  4,855   

Tokio Marine Holdings, Inc.

     257,708  
  167   

Tokyo Electron Ltd.

     28,285  
  577   

Tokyo Gas Co., Ltd.

     14,403  
  3,469   

Toshiba Plant Systems & Services Corp.

     58,047  
  1,914   

Toyota Industries Corp.

     99,364  
  1,565   

Toyota Motor Corp.

     101,120  
  31   

Tri Chemical Laboratories, Inc.

     1,586  
  2,728   

TS Tech Co., Ltd.

     75,100  
  61   

Ulvac, Inc.

     2,553  
  33,184   

Yahoo Japan Corp.

     97,194  
  4,194   

Yamaha Motor Co., Ltd.

     73,541  
  3,218   

Yamato Kogyo Co., Ltd.

     83,247  
  4,606   

Yamazen Corp.

     43,760  
  2,617   

Yodogawa Steel Works Ltd.

     49,813  
  623   

Zeon Corp.

     7,205  
  174   

ZOZO, Inc.

     3,281  
       

 

 

 

          8,120,169  
       

 

 

 

    

Luxembourg - 0.0%

                                   
  867   

Millicom International Cellular S.A.

     44,542  
  975   

Tenaris S.A. ADR

     24,355  
       

 

 

 

          68,897  
       

 

 

 

    

Malaysia - 0.0%

  
  6,714   

Inari Amertron Bhd

     2,655  
       

 

 

 

    

Mexico - 0.0%

  
  9,615   

Alpek S.A.B. de C.V.

     10,391  
  49,128   

America Movil S.A.B. de C.V. Class L

     34,429  
  1,596   

Grupo Cementos de Chihuahua S.A.B. de C.V.(7)

     8,525  
  7,141   

Mexichem S.A.B. de C.V.

     13,049  
       

 

 

 

          66,394  
       

 

 

 

    

Monaco - 0.1%

  
  11,512   

Endeavour Mining Corp.*

     215,098  
       

 

 

 

    

Netherlands - 1.0%

  
  2,926   

AerCap Holdings N.V.*

     159,555  
  62   

ASML Holding N.V.

     13,815  
  1,806   

Heineken N.V.

     193,763  
  303   

IMCD N.V.

     26,694  
  8,986   

ING Groep N.V.

     99,706  
  188   

InterXion Holding N.V.*

     14,156  
  235   

Koninklijke DSM N.V.

     29,114  
  24,596   

Koninklijke KPN N.V.

     70,134  
  345   

Koninklijke Philips N.V.

     16,184  
  2,650   

NXP Semiconductors N.V.

     273,984  
  5,236   

Royal Dutch Shell plc Class A

     164,480  
  21,583   

Van Lanschot Kempen N.V.

     440,705  
  409   

Wolters Kluwer N.V.

     29,646  
       

 

 

 

          1,531,936  
       

 

 

 

    

New Zealand - 0.1%

  
  31,656   

Millennium & Copthorne Hotels New Zealand Ltd.

     57,056  
  11,112   

New Zealand Refining Co., Ltd.

     15,717  


 

The Hartford Global All-Asset Fund (consolidated)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  72   

Xero Ltd.*

   $ 3,169  
       

 

 

 

          75,942  
       

 

 

 

    

Norway - 0.1%

  
  4,272   

Equinor ASA

     76,598  
  3,273   

Norsk Hydro ASA

     11,133  
       

 

 

 

          87,731  
       

 

 

 

    

Philippines - 0.0%

                                   
  17,042   

Ayala Land, Inc.

     16,617  
       

 

 

 

    

Portugal - 0.0%

  
  720   

Galp Energia SGPS S.A.

     11,209  
  4,126   

NOS SGPS S.A.

     25,620  
       

 

 

 

          36,829  
       

 

 

 

    

Russia - 0.1%

  
  336   

Gazprom Neft PJSC ADR

     11,340  
  7,800   

Gazprom PJSC ADR

     57,014  
  118   

HeadHunter Group plc ADR

     2,145  
  270   

Tatneft PJSC ADR

     18,737  
  1,233   

Yandex N.V. Class A*

     48,358  
       

 

 

 

          137,594  
       

 

 

 

    

Singapore - 0.0%

  
  71   

Kulicke & Soffa Industries, Inc.

     1,607  
  55   

Sea Ltd. ADR*

     1,930  
       

 

 

 

          3,537  
       

 

 

 

    

South Africa - 0.2%

  
  20,741   

FirstRand Ltd.

     88,747  
  4,890   

MTN Group Ltd.

     38,295  
  18,099   

Nampak Ltd.*

     12,556  
  60,530   

Old Mutual Ltd.

     81,012  
  35,538   

PPC Ltd.*

     12,066  
  271   

Sasol Ltd.

     5,860  
  1,177   

Vodacom Group Ltd.

     9,621  
       

 

 

 

          248,157  
       

 

 

 

    

South Korea - 0.2%

  
  93   

Douzone Bizon Co., Ltd.

     4,998  
  1,186   

Koh Young Technology, Inc.

     82,822  
  1,961   

KT Corp.

     23,140  
  14   

LG Chem Ltd.

     3,959  
  5,617   

S&T Motiv Co., Ltd.

     237,385  
  296   

Samsung Electronics Co., Ltd.

     11,211  
  132   

SK Hynix, Inc.

     8,450  
       

 

 

 

          371,965  
       

 

 

 

    

Spain - 0.3%

  
  8,846   

Cellnex Telecom S.A.(1)

     330,826  
  178   

Iberdrola S.A.

     1,689  
  7,666   

Iberdrola S.A.

     72,730  
       

 

 

 

          405,245  
       

 

 

 

    

Sweden - 0.2%

  
  4,015   

Assa Abloy AB Class B

     92,093  
  698   

BillerudKorsnas AB

     8,058  
  585   

Catena AB

     18,270  
  578   

Fastighets AB Balder Class B*

     19,792  
  296   

Lundin Petroleum AB

     9,310  
  3,167   

Sandvik AB

     48,600  
  364   

Spotify Technology S.A.*

     56,398  
       

 

 

 

          252,521  
       

 

 

 

    

Switzerland - 1.1%

  
  402   

Alcon, Inc.*

     23,280  
  7,333   

Nestle S.A.

     777,937  
  2,048   

Novartis AG

     187,799  
  128   

PSP Swiss Property AG

     15,347  


 

The Hartford Global All-Asset Fund (consolidated)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  78   

Roche Holding AG

   $ 20,878  
  14,006   

STMicroelectronics N.V.

     256,687  
  3,852   

TE Connectivity Ltd.

     355,925  
  80   

Tecan Group AG

     20,325  
  6,652   

UBS Group AG*

     74,249  
       

 

 

 

          1,732,427  
       

 

 

 

    

Taiwan - 0.4%

                                   
  189   

Advantech Co., Ltd.

     1,590  
  148   

Airtac International Group

     1,511  
  80   

ASPEED Technology, Inc.

     1,750  
  54,780   

Chroma ATE, Inc.

     255,151  
  2,181   

E Ink Holdings, Inc.

     2,390  
  1,116   

Globalwafers Co., Ltd.

     11,841  
  650   

ITEQ Corp.

     2,832  
  1,907   

King Yuan Electronics Co., Ltd.

     1,980  
  34,584   

Kingpak Technology, Inc.

     164,650  
  7,103   

Land Mark Optoelectronics Corp.

     55,845  
  52   

Largan Precision Co., Ltd.

     7,029  
  1,269   

MediaTek, Inc.

     12,693  
  582   

Novatek Microelectronics Corp.

     3,074  
  440   

Realtek Semiconductor Corp.

     2,922  
  101   

Silergy Corp.

     2,037  
  1,425   

Taiwan Semiconductor Manufacturing Co., Ltd.

     11,718  
  730   

Vanguard International Semiconductor Corp.

     1,474  
  410   

Walsin Technology Corp.

     2,281  
       

 

 

 

          542,768  
       

 

 

 

    

Thailand - 0.0%

  
  48,571   

Precious Shipping PCL*

     13,503  
       

 

 

 

    

United Kingdom - 1.1%

  
  2,735   

Anglo American plc

     67,020  
  3,149   

Assured Guaranty Ltd.

     137,580  
  3,558   

AstraZeneca plc ADR

     154,453  
  18,004   

Beazley plc

     125,739  
  1,771   

BHP Group plc

     42,227  
  13,599   

BP plc

     89,981  
  18,998   

BT Group plc

     44,500  
  286   

Croda International plc

     16,246  
  262   

Derwent London plc REIT

     9,281  
  5,756   

Diageo plc

     240,026  
  331   

Hikma Pharmaceuticals plc

     7,384  
  5,239   

KAZ Minerals plc

     36,265  
  462   

Linde plc

     88,371  
  2,778   

National Grid plc

     28,472  
  882   

NMC Health plc

     26,339  
  10,799   

Prudential plc

     222,181  
  1,149   

Rio Tinto plc

     64,886  
  1,782   

Safestore Holdings plc REIT

     13,544  
  879   

Severn Trent plc

     21,496  
  3,459   

Smith & Nephew plc

     78,308  
  15,091   

Standard Chartered plc

     124,194  
  386   

Tullow Oil plc

     904  
  1,008   

UNITE Group plc

     12,641  
       

 

 

 

          1,652,038  
       

 

 

 

    

United States - 19.9%

  
  2,416   

Abbott Laboratories

     210,434  
  5,527   

Acadia Healthcare Co., Inc.*

     176,532  
  93   

Accenture plc Class A

     17,910  
  430   

Adobe, Inc.*

     128,510  
  8,412   

Advanced Micro Devices, Inc.*

     256,145  
  632   

Aerojet Rocketdyne Holdings, Inc.*

     26,999  
  2,229   

AES Corp.

     37,425  
  391   

AGCO Corp.

     30,107  
  144   

Agree Realty Corp. REIT

     9,626  
  363   

Alcoa Corp.*

     8,164  


 

The Hartford Global All-Asset Fund (consolidated)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  213   

Alexandria Real Estate Equities, Inc. REIT

   $                 31,175  
  1,908   

Alkermes plc*

     44,189  
  433   

Allergan plc

     69,497  
  772   

Alliant Energy Corp.

     38,245  
  26,962   

Allscripts Healthcare Solutions, Inc.*

     277,709  
  396   

Alnylam Pharmaceuticals, Inc.*

     30,726  
  353   

Alphabet, Inc. Class A*

     430,025  
  526   

Alphabet, Inc. Class C*

     639,974  
  451   

Amazon.com, Inc.*

     841,918  
  135   

Amedisys, Inc.*

     18,615  
  355   

American Assets Trust, Inc. REIT

     16,472  
  5,525   

American Axle & Manufacturing Holdings, Inc.*

     66,687  
  2,666   

American International Group, Inc.

     149,269  
  3,356   

American Tower Corp. REIT

     710,197  
  370   

American Vanguard Corp.

     5,284  
  350   

Americold Realty Trust REIT

     11,736  
  794   

AMETEK, Inc.

     71,150  
  1,950   

Amneal Pharmaceuticals, Inc.*

     7,137  
  520   

Anadarko Petroleum Corp.

     38,303  
  2,071   

Anthem, Inc.

     610,137  
  320   

Apache Corp.

     7,814  
  329   

Apple, Inc.

     70,090  
  8,245   

Aptiv plc

     722,674  
  838   

Arena Pharmaceuticals, Inc.*

     52,526  
  157,589   

Argonaut Gold, Inc.*

     275,823  
  807   

AT&T, Inc.

     27,478  
  3,144   

Atlantic Union Bankshares Corp.

     119,566  
  767   

Avangrid, Inc.

     38,772  
  1,202   

Avantor, Inc.*

     21,143  
  343   

Baker Hughes a GE Co.

     8,709  
  702   

Ball Corp.

     50,179  
  10,206   

Bank of America Corp.

     313,120  
  816   

Baxter International, Inc.

     68,520  
  75   

Bio-Techne Corp.

     15,761  
  72   

Biogen, Inc.*

     17,123  
  20,242   

Bizlink Holding, Inc.

     153,411  
  381   

Bluebird Bio, Inc.*

     49,999  
  439   

Boeing Co.

     149,778  
  159   

Boston Properties, Inc. REIT

     21,139  
  3,200   

Boston Scientific Corp.*

     135,872  
  105   

Brigham Minerals, Inc. Class A*

     2,252  
  3,266   

Bristol-Myers Squibb Co.

     145,043  
  636   

Brixmor Property Group, Inc. REIT

     12,071  
  504   

Cabot Corp.

     22,539  
  302   

Cabot Oil & Gas Corp.

     5,786  
  206   

Camden Property Trust REIT

     21,364  
  1,503   

Capital One Financial Corp.

     138,907  
  355   

Caterpillar, Inc.

     46,743  
  353   

Celanese Corp.

     39,596  
  5,706   

Centene Corp.*

     297,226  
  243   

Centennial Resource Development, Inc. Class A*

     1,446  
  4,068   

Cerner Corp.

     291,472  
  136   

Chaparral Energy, Inc. Class A*(7)

     483  
  340   

Charter Communications, Inc. Class A*

     131,029  
  884   

Chevron Corp.

     108,829  
  2,614   

Cigna Corp.*

     444,171  
  27   

Cimarex Energy Co.

     1,368  
  380   

Cinemark Holdings, Inc.

     15,170  
  3,200   

Citigroup, Inc.

     227,712  
  8,587   

Coca-Cola Co.

     451,934  
  12   

Coherent, Inc.*

     1,666  
  6,608   

Comcast Corp. Class A

     285,267  
  241   

Concho Resources, Inc.

     23,541  
  613   

ConocoPhillips

     36,216  
  8   

Continental Resources, Inc.*

     297  
  323   

Corteva, Inc.*

     9,529  


 

The Hartford Global All-Asset Fund (consolidated)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  115   

Crown Castle International Corp. REIT

   $                 15,325  
  440   

Crown Holdings, Inc.*

     28,164  
  231   

Curtiss-Wright Corp.

     29,316  
  287   

Cyclerion Therapeutics, Inc.*

     2,666  
  586   

Danaher Corp.

     82,333  
  492   

Deere & Co.

     81,500  
  409   

Devon Energy Corp.

     11,043  
  236   

Diamondback Energy, Inc.

     24,409  
  1,235   

Diversified Gas & Oil plc

     1,600  
  429   

Douglas Emmett, Inc. REIT

     17,512  
  323   

Dow, Inc.*

     15,646  
  711   

Duke Energy Corp.

     61,658  
  323   

DuPont de Nemours, Inc.

     23,308  
  2,789   

Dycom Industries, Inc.*

     153,841  
  720   

Edison International

     53,669  
  353   

Edwards Lifesciences Corp.*

     75,136  
  778   

Elanco Animal Health, Inc.*

     25,643  
  407   

Electronic Arts, Inc.*

     37,648  
  1,298   

Eli Lilly & Co.

     141,417  
  286   

EOG Resources, Inc.

     24,553  
  258   

EQT Corp.

     3,898  
  702   

Equifax, Inc.

     97,641  
  74   

Equinix, Inc. REIT

     37,155  
  136   

Equity LifeStyle Properties, Inc. REIT

     16,898  
  84   

Essex Property Trust, Inc. REIT

     25,386  
  668   

Eversource Energy

     50,674  
  212   

Exelon Corp.

     9,553  
  656   

Expedia Group, Inc.

     87,077  
  158   

Extra Space Storage, Inc. REIT

     17,758  
  3,166   

Exxon Mobil Corp.

     235,424  
  688   

Facebook, Inc. Class A*

     133,630  
  3,548   

Fidelity National Financial, Inc.

     152,138  
  658   

FleetCor Technologies, Inc.*

     186,984  
  12,157   

Flex Ltd.*

     135,551  
  421   

FMC Corp.

     36,383  
  540   

Fortive Corp.

     41,067  
  533   

Gardner Denver Holdings, Inc.*

     17,573  
  3,392   

General Dynamics Corp.

     630,709  
  7,068   

General Motors Co.

     285,123  
  3,245   

Genpact Ltd.

     128,762  
  593   

Global Blood Therapeutics, Inc.*

     32,496  
  1,628   

Global Payments, Inc.

     273,374  
  811   

GoDaddy, Inc. Class A*

     59,511  
  4,230   

Granite Construction, Inc.

     150,165  
  2,553   

Graphic Packaging Holding Co.

     37,938  
  962   

Greenbrier Cos., Inc.

     27,811  
  1,027   

Guidewire Software, Inc.*

     104,836  
  409   

Gulfport Energy Corp.*

     1,546  
  887   

Halliburton Co.

     20,401  
  408   

HCA Healthcare, Inc.

     54,472  
  1,152   

HCP, Inc. REIT

     36,783  
  337   

Heron Therapeutics, Inc.*

     5,877  
  711   

Hilton Worldwide Holdings, Inc.

     68,647  
  5,333   

HMS Holdings Corp.*

     186,122  
  1,457   

Home Depot, Inc.

     311,346  
  2,782   

Houghton Mifflin Harcourt Co.*

     16,275  
  460   

Hudson Pacific Properties, Inc. REIT

     16,238  
  1,230   

Humana, Inc.

     365,003  
  1,346   

Huntington Ingalls Industries, Inc.

     307,292  
  189   

Hyatt Hotels Corp. Class A

     14,619  
  793   

Illinois Tool Works, Inc.

     122,304  
  601   

Incyte Corp.*

     51,037  
  1,414   

Ingersoll-Rand plc

     174,855  
  20   

Ingevity Corp.*

     1,971  
  470   

International Paper Co.

     20,638  
  2,872   

Ironwood Pharmaceuticals, Inc.*

     30,529  


 

The Hartford Global All-Asset Fund (consolidated)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  881   

JetBlue Airways Corp.*

   $                 16,942  
  3,640   

Johnson Controls International plc

     154,482  
  269   

Kennedy-Wilson Holdings, Inc.

     5,789  
  689   

Kirby Corp.*

     53,990  
  1,211   

KLA-Tencor Corp.

     165,084  
  1,145   

Kosmos Energy Ltd.

     6,881  
  2,012   

L3Harris Technologies, Inc.

     417,691  
  722   

Las Vegas Sands Corp.

     43,638  
  4,622   

Lattice Semiconductor Corp.*

     89,389  
  3,797   

Leidos Holdings, Inc.

     311,734  
  830   

Liberty Media Corp-Liberty Formula One Class C*

     32,685  
  24,597   

Livent Corp.*

     158,405  
  2,087   

Lockheed Martin Corp.

     755,849  
  727   

Louisiana-Pacific Corp.

     19,004  
  1,185   

Lowe’s Cos., Inc.

     120,159  
  1,258   

Lumentum Holdings, Inc.*

     71,241  
  897   

M&T Bank Corp.

     147,332  
  28   

Marathon Oil Corp.

     394  
  861   

Marathon Petroleum Corp.

     48,552  
  363   

McDonald’s Corp.

     76,491  
  1,691   

Medicines Co.*

     60,605  
  529   

Medtronic plc

     53,926  
  1,248   

MGM Resorts International

     37,465  
  3,741   

Microchip Technology, Inc.

     353,225  
  3,145   

Micron Technology, Inc.*

     141,179  
  2,793   

Microsoft Corp.

     380,602  
  1,149   

Molina Healthcare, Inc.*

     152,564  
  2,287   

Mylan N.V.*

     47,798  
  776   

Netflix, Inc.*

     250,640  
  492   

New York Times Co. Class A

     17,555  
  288   

NexPoint Residential Trust, Inc. REIT

     12,430  
  435   

NextEra Energy Partners L.P.(7)

     21,158  
  302   

NextEra Energy, Inc.

     62,565  
  2,054   

NIKE, Inc. Class B

     176,706  
  745   

Noble Energy, Inc.

     16,450  
  880   

Norfolk Southern Corp.

     168,186  
  1,898   

Northrop Grumman Corp.

     655,892  
  764   

NRG Energy, Inc.

     26,083  
  209   

NuVasive, Inc.*

     13,919  
  1,155   

NVIDIA Corp.

     194,872  
  294   

Occidental Petroleum Corp.

     15,100  
  978   

OGE Energy Corp.

     42,005  
  392   

Omnicom Group, Inc.

     31,446  
  806   

OMNOVA Solutions, Inc.*

     8,020  
  465   

Outfront Media, Inc. REIT

     12,639  
  3,341   

Owens Corning

     193,778  
  264   

Packaging Corp. of America

     26,656  
  262   

Parsley Energy, Inc. Class A*

     4,347  
  1,554   

PayPal Holdings, Inc.*

     171,562  
  37   

PDC Energy, Inc.*

     1,063  
  6,091   

Pentair plc

     236,392  
  4,646   

Pfizer, Inc.

     180,451  
  533   

PG&E Corp.*

     9,663  
  3,527   

Philip Morris International, Inc.

     294,892  
  204   

Phillips 66

     20,922  
  154   

Pioneer Natural Resources Co.

     21,258  
  302   

Portola Pharmaceuticals, Inc.*

     8,057  
  311   

PPG Industries, Inc.

     36,508  
  3,852   

Procter & Gamble Co.

     454,690  
  423   

Prologis, Inc. REIT

     34,098  
  136   

ProPetro Holding Corp.*

     2,466  
  1,826   

Prudential Financial, Inc.

     184,992  
  78   

PS Business Parks, Inc. REIT

     13,650  
  113   

Public Storage REIT

     27,432  
  3,672   

Raytheon Co.

     669,369  
  174   

Retail Value, Inc. REIT

     6,549  


 

The Hartford Global All-Asset Fund (consolidated)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  506   

Rexford Industrial Realty, Inc. REIT

   $ 20,948  
  567   

Roan Resources, Inc.*

     680  
  120   

Rogers Corp.*

     19,039  
  812   

Ross Stores, Inc.

     86,096  
  341   

S&P Global, Inc.

     83,528  
  1,486   

salesforce.com, Inc.*

     229,587  
  1,508   

Schlumberger Ltd.

     60,275  
  98   

Schweitzer-Mauduit International, Inc.

     3,374  
  467   

Science Applications International Corp.

     39,868  
  993   

Seattle Genetics, Inc.*

     75,180  
  313   

Sempra Energy

     42,390  
  651   

ServiceNow, Inc.*

     180,581  
  188   

Sherwin-Williams Co.

     96,452  
  183   

Simon Property Group, Inc. REIT

     29,683  
  782   

Spirit Airlines, Inc.*

     33,180  
  759   

Splunk, Inc.*

     102,700  
  522   

Steel Dynamics, Inc.

     16,448  
  623   

STORE Capital Corp. REIT

     21,313  
  147   

Sun Communities, Inc. REIT

     19,523  
  2,505   

SVMK, Inc.*

     42,510  
  1,384   

Sysco Corp.

     94,901  
  277   

Take-Two Interactive Software, Inc.*

     33,938  
  3,915   

TD Ameritrade Holding Corp.

     200,057  
  36   

Teradyne, Inc.

     2,006  
  4,610   

Texas Instruments, Inc.

     576,296  
  420   

Thermo Fisher Scientific, Inc.

     116,626  
  3,118   

TJX Cos., Inc.

     170,118  
  1,160   

Total System Services, Inc.

     157,435  
  1,067   

TransUnion

     88,337  
  427   

UDR, Inc. REIT

     19,668  
  485   

UGI Corp.

     24,779  
  395   

Ultragenyx Pharmaceutical, Inc.*

     23,803  
  1,782   

Under Armour, Inc. Class A*

     41,111  
  894   

United Technologies Corp.

     119,438  
  2,178   

UnitedHealth Group, Inc.

     542,344  
  2,306   

Universal Health Services, Inc. Class B

     347,883  
  47   

Vail Resorts, Inc.

     11,586  
  3,875   

Verizon Communications, Inc.

     214,171  
  386   

Vertex Pharmaceuticals, Inc.*

     64,315  
  256   

VICI Properties, Inc. REIT

     5,463  
  1,826   

Visa, Inc. Class A

     325,028  
  2,242   

Voya Financial, Inc.

     125,933  
  107   

Vulcan Materials Co.

     14,803  
  1,982   

Wabtec Corp.

     153,962  
  1,228   

Walmart, Inc.

     135,547  
  1,372   

Walt Disney Co.

     196,210  
  1,250   

WellCare Health Plans, Inc.*

     359,063  
  483   

WESCO International, Inc.*

     24,507  
  2,717   

Western Digital Corp.

     146,419  
  76   

Westlake Chemical Corp.

     5,135  
  721   

WEX, Inc.*

     157,228  
  881   

Workday, Inc. Class A*

     176,182  
  256   

WPX Energy, Inc.*

     2,673  
  532   

Xenia Hotels & Resorts, Inc. REIT

     11,401  
  276   

Zimmer Biomet Holdings, Inc.

     37,296  
       

 

 

 

          29,995,882  
       

 

 

 

    

Total Common Stocks
(cost $52,739,539)

   $ 58,608,476  
       

 

 

 

Convertible Bonds - 0.5%

  
    

Biotechnology - 0.1%

                                   
    

Alder Biopharmaceuticals, Inc.

  
  115,000   

2.50%, 02/01/2025

     100,887  
       

 

 

 


 

The Hartford Global All-Asset Fund (consolidated)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Commercial Services - 0.2%

  
    

DP World plc

  
  400,000   

1.75%, 06/19/2024(6)

   $ 386,560  
       

 

 

 

    

Oil & Gas - 0.1%

  
    

PDC Energy, Inc.

  
  150,000   

1.13%, 09/15/2021

     139,303  
       

 

 

 

    

Oil & Gas Services - 0.1%

  
    

Fugro N.V.

                                   
EUR   100,000   

4.00%, 10/26/2021(6)

     91,686  
       

 

 

 

    

Total Convertible Bonds
(cost $758,140)

   $ 718,436  
       

 

 

 

Exchange-Traded Funds - 9.8%

  
    

Other Investment Pools & Funds - 9.8%

  
  283,576   

Invesco Senior Loan ETF(7)

     6,471,204  
  25,320   

iShares JP Morgan USD Emerging Markets Bond ETF

     2,878,378  
  24,395   

iShares MSCI Emerging Markets Small-Cap ETF

     1,053,376  
  18,337   

iShares MSCI Europe Small-Cap ETF

     888,611  
  19,840   

iShares MSCI Global Metals & Mining Producers ETF

     560,679  
  3,918   

TOPIX Exchange-Traded Fund

     57,476  
  84,200   

VanEck Vectors JP Morgan EM Local Currency Bond ETF

     2,913,320  
       

 

 

 

          14,823,044  
       

 

 

 

    

Total Exchange-Traded Funds
(cost $15,003,333)

   $ 14,823,044  
       

 

 

 

Preferred Stocks - 0.2%

  
    

Brazil - 0.0%

  
  890   

Braskem S.A. Series A, 2.54%*

     7,938  
       

 

 

 

    

 

United States - 0.2%

  
  655   

Airbnb, Inc. Series E*(12)(13)(14)

     85,923  
  2,908   

Pinterest, Inc. Series G*(13)(14)

     80,744  
  4,556   

Uber Technologies, Inc. Series D*(13)(14)

     181,537  
       

 

 

 

          348,204  
       

 

 

 

    

Total Preferred Stocks
(cost $203,853)

   $ 356,142  
       

 

 

 

    

Total Long-Term Investments
(cost $112,955,421)

   $ 116,299,161  
       

 

 

 

Short-Term Investments - 24.5%

  
    

Other Investment Pools & Funds - 20.6%

  
  31,049,799   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.25%(15)

     31,049,799  
       

 

 

 

    

Securities Lending Collateral - 3.9%

  
  292,380   

Citibank NA DDCA, 2.37%, 8/1/2019(15)

     292,380  
  3,316,581   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.23%(15)

     3,316,581  
  487,562   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.21%(15)

     487,562  
  464,309   

Invesco Government & Agency Portfolio, Institutional Class, 2.23%(15)

     464,309  
  1,183,121   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.25%(15)

     1,183,121  
  103,654   

Western Asset Institutional Government Class A Fund, Institutional Class, 2.19%(15)

   $ 103,654  
       

 

 

 

          5,847,607  
       

 

 

 

    

Total Short-Term Investments
(cost $36,897,406)

   $ 36,897,406  
       

 

 

 


 

The Hartford Global All-Asset Fund (consolidated)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Total Investments Excluding Purchased Options
(cost $149,852,827)

     101.6%      $ 153,196,567  
    

Total Purchased Options
(cost $170,878)

     0.1%      $ 182,392  
          

 

 

 

    

Total Investments
(cost $150,023,705)

     101.7%      $ 153,378,959  
    

Other Assets and Liabilities

     (1.7)%        (2,629,968
       

 

 

    

 

 

 

    

Total Net Assets

     100.0%      $       150,748,991  
       

 

 

    

 

 

 

 

Note:

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

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

The Consolidated Schedule of Investments includes investments held by The Hartford Cayman Global All-Asset Fund, Ltd. (the “Subsidiary”), a wholly owned subsidiary of the Fund, which primarily invests in commodity-related instruments. The Fund may invest up to 25% of its total assets in the Subsidiary. As of July 31, 2019, the Fund invested 1.1% of its total assets in the Subsidiary.

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

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

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

 

*

Non-income producing.

(1)

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 July 31, 2019, the aggregate value of these securities was $6,330,564, representing 4.2% of net assets.

(2)

Variable rate securities; the rate reported is the coupon rate in effect at July 31, 2019.

(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)

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 July 31, 2019, the aggregate value of these securities was $5,347,376, representing 3.5% of net assets.

(7)

Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments for securities lending information.

(8)

The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

(9)

Represents or includes a TBA transaction.

(10)

This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.

(11)

This security, or a portion of this security, has been pledged as collateral in connection with centrally cleared swap contracts.

(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 July 31, 2019, the aggregate fair value of these securities was $348,204, 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)

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 $348,204 or 0.2% of net assets.

 

              Period Acquired        Security Name              Shares/Par Value          Base Total Cost           Base Market Value   

06/2015

  

Airbnb, Inc. Series E
Preferred

     655      $ 60,977      $ 85,923  

03/2015

  

Pinterest, Inc. Series G Preferred

     2,908        62,638        80,744  


 

The Hartford Global All-Asset Fund (consolidated)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

06/2014

  

Uber Technologies, Inc. Series D Preferred

     4,556              70,677       181,537  
        

 

 

   

 

 

 

                                              $                 194,292     $                 348,204  
        

 

 

   

 

 

 

 

(15)

Current yield as of period end.

 

OTC Option Contracts Outstanding at July 31, 2019  
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/HUF Put        

  HSBC   289.04 HUF per USD      08/08/19           107,000     USD     107,000     $ 1,838     $ 893     $ 945  

USD Call/HUF Put

  CSFB   289.92 HUF per USD      08/08/19           107,000     USD     107,000       1,539       886       653  

USD Call/INR Put

  JPM   74.48 INR per USD      02/18/20                313,000     USD     313,000       1,413       10,073       (8,660

USD Call/MXN Put

  HSBC   20.08 MXN per USD      04/02/20           162,000     USD     162,000       5,009       7,593       (2,584

USD Call/MXN Put

  DEUT   20.37 MXN per USD      04/01/20           163,000     USD     163,000       4,171       7,198       (3,027

USD Call/PLN Put

  JPM   3.82 PLN per USD      08/28/19           128,000     USD     128,000       1,836       974       862  

USD Call/PLN Put

  MSC   3.84 PLN per USD      08/28/19           150,000     USD     150,000       1,621       1,104       517  

USD Call/SGD Put

  MSC   1.35 SGD per USD      01/23/20           108,000     USD     108,000       2,149       2,038       111  

USD Call/SGD Put

  BOA   1.35 SGD per USD      06/23/20           124,000     USD     124,000       2,479       2,030       449  
                

 

 

   

 

 

   

 

 

   

 

 

 

Total Calls

                   1,362,000     $ 22,055     $ 32,789     $ (10,734
                

 

 

   

 

 

   

 

 

   

 

 

 

Puts

                      

AUD Put/USD Call

  DEUT   0.69 USD per AUD      08/28/19           183,000     AUD     183,000     $ 1,623     $ 942     $ 681  

AUD Put/USD Call

  MSC   0.69 USD per AUD      08/28/19           215,000     AUD     215,000       2,159       1,128       1,031  

EUR Put/USD Call

  MSC   1.12 USD per EUR      08/22/19           133,000     EUR     133,000       1,194       938       256  

EUR Put/USD Call

  DEUT   1.12 USD per EUR      08/22/19           153,000     EUR     153,000       1,927       1,021       906  

GBP Put/USD Call

  MSC   1.27 USD per GBP      08/01/19           115,000     GBP     115,000       5,718       1,019       4,699  

GBP Put/USD Call

  BCLY   1.26 USD per GBP      08/01/19           116,000     GBP     116,000       5,443       1,010       4,433  

USD Put/INR Call

  JPM   74.48 INR per USD      02/18/20           313,000     USD     313,000       17,474       10,073       7,401  

USD Put/MXN Call

  DEUT   20.37 MXN per USD      04/01/20           163,000     USD     163,000       8,003       7,198       805  

USD Put/MXN Call

  HSBC   20.08 MXN per USD      04/02/20           162,000     USD     162,000       6,346       6,601       (255

USD Put/SGD Call

  MSC   1.35 SGD per USD      01/23/20           108,000     USD     108,000       416       2,039       (1,623

USD Put/SGD Call

  BOA   1.35 SGD per USD      06/23/20           124,000     USD     124,000       1,179       2,030       (851
                

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

                   1,785,000     $ 51,482     $ 33,999     $ 17,483  
                

 

 

   

 

 

   

 

 

   

 

 

 

Total purchased option contracts

 

      3,147,000     $ 73,537     $ 66,788     $ 6,749  
                

 

 

   

 

 

   

 

 

   

 

 

 
Description  

Counter

-party

 

Exercise Price/FX

Rate/Rate

  

Expiration

Date

          

Number of

Contracts

 

Notional

Amount

    Market
Value †
   

Premiums
Paid
(Received)

by Fund

   

Unrealized

Appreciation/

(Depreciation)

 

Written option contracts:

                  

Calls

                      

GBP Call/USD Put

  MSC   1.30 USD per GBP      05/20/20           (226,000   GBP     (226,000   $ (4,264   $ (9,988   $ 5,724  

USD Call/CLP Put

  BOA   701.50 CLP per USD      07/30/20           (248,000   USD     (248,000     (8,940     (8,940     0  

USD Call/ZAR Put

  JPM   14.51 ZAR per USD      01/23/20           (105,000   USD     (105,000     (4,631     (6,843     2,212  

USD Call/ZAR Put

  MSC   15.10 ZAR per USD      03/18/20           (160,000   USD     (160,000     (5,972     (10,036     4,064  
                

 

 

   

 

 

   

 

 

   

 

 

 

Total Calls

                   (739,000   $ (23,807   $ (35,807   $ 12,000  
                

 

 

   

 

 

   

 

 

   

 

 

 

Written option contracts:

                  

Puts

                      

GBP Put/USD Call

  MSC   1.30 USD per GBP      05/20/20           (226,000   GBP     (226,000   $ (18,182   $ (9,988   $ (8,194

USD Put/CLP Call

  BOA   701.50 CLP per USD      07/30/20           (248,000   USD     (248,000     (8,940     (8,940     0  

USD Put/ZAR Call

  JPM   14.51 ZAR per USD      01/23/20           (105,000   USD     (105,000     (3,594     (6,843     3,249  

USD Put/ZAR Call

  MSC   15.10 ZAR per USD      03/18/20           (160,000   USD     (160,000     (9,731     (10,037     306  
                

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

                 $ (739,000   $ (40,447   $ (35,808   $ (4,639
                

 

 

   

 

 

   

 

 

   

 

 

 

Total written option contracts

               (1,478,000   $     (64,254   $ (71,615   $ 7,361  
                

 

 

   

 

 

   

 

 

   

 

 

 


 

The Hartford Global All-Asset Fund (consolidated)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

OTC Swaption Contracts Outstanding at July 31, 2019  
Description  

Counter-

party

 

Exercise

Price/FX

Rate/

Rate

   

Pay/

Receive
Floating
Rate

   

Expiration

Date

    Notional Amount    

Number of

Contracts

   

Market

Value †

   

Premiums

Paid

(Received)

by Fund

   

Unrealized

Appreciation/

(Depreciation)

 

Purchased swaption contracts:

 

                                                           

Calls

                   
3 Month USD-LIBOR- BBA-Interest Rate Swap Expiring 08/04/57 *   BOA     2.45         Receive       08/02/27     USD     185,000       185,000     $ 27,917     $ 11,611     $ 16,306  
3 Month USD-LIBOR- BBA-Interest Rate Swap Expiring 08/04/57 *   JPM     2.45         Receive       08/02/27     USD     230,000       230,000       34,707       23,621       11,086  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total Calls

                415,000     $ 62,624     $ 35,232     $ 27,392  
             

 

 

   

 

 

   

 

 

   

 

 

 

Puts

                   
3 Month USD-LIBOR- BBA-Interest Rate Swap Expiring 08/04/57 *   BOA     2.45     Pay       08/02/27     USD     185,000       185,000     $ 20,609     $ 23,410     $ (2,801
3 Month USD-LIBOR- BBA-Interest Rate Swap Expiring 08/04/57 *   JPM     2.45     Pay       08/02/27     USD     230,000       230,000       25,622       45,448       (19,826
             

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

                415,000     $ 46,231     $ 68,858     $ (22,627
             

 

 

   

 

 

   

 

 

   

 

 

 

   Total purchased swaption contracts

 

          830,000     $   108,855     $ 104,090     $ 4,765  
             

 

 

   

 

 

   

 

 

   

 

 

 

 

*

Swaptions with forward premiums.

 

Futures Contracts Outstanding at July 31, 2019  
Description   

Number

of

Contracts

     Expiration Date     

Current

Notional

Amount

    

Value and

Unrealized

Appreciation/

    (Depreciation)    

Long position contracts:

           

Australian 3-Year Bond Future

     5        09/16/2019      $ 394,747      $ 1,974  

Australian 10-Year Bond Future

     21        09/16/2019        2,085,507        33,952  

Canadian Government 5-Year Bond Future

     28        09/19/2019        2,563,449        6,905  

Canadian Government 10-Year Bond Future

     24        09/19/2019        2,587,847        15,768  

Cotton No. 2 Future

     13        12/06/2019        414,960        (13,207

E-Mini Russell 2000

     43        09/20/2019        3,389,905        14,204  

Euro-BOBL Future

     3        09/06/2019        448,335        3,772  

Euro-BTP Future

     15        09/06/2019        2,321,546        170,851  

FTSE China A50 Index Future

     239        08/29/2019        3,256,375        (14,106

MSCI EAFE Index Future

     107        09/20/2019        10,086,355        67,096  

MSCI Emerging Market Index Future

     12        09/20/2019        615,360        13,086  

Mini-10-Year JGB Future

     42        09/11/2019        5,938,450        13,042  

Natural Gas Future

     7        08/28/2019        156,310        8,783  

S&P 500 (E-Mini) Future

     42        09/20/2019        6,262,830        17,596  

S&P/TSX 60 Index Future

     20        09/19/2019        2,965,601        14,908  

SGX Nifty 50 Index

     160        08/29/2019        3,558,720        (74,764

U.S. Treasury 10-Year Note Future

     73        09/19/2019        9,301,797        131,395  

U.S. Treasury Ultra Bond Future

     3        09/19/2019        532,688        5,057  

WTI Crude Future

     6        11/21/2022        314,520        (2,821
           

 

 

 

Total

            $ 413,491  
           

 

 

 

Short position contracts:

           

Euro-Bund Future

     12        09/06/2019      $         2,325,631      $ (53,413

Euro-OAT Future

     9        09/06/2019        1,666,113        (31,625

Japanese 10-Year Bond Future

     4        09/12/2019        5,654,932        (14,824

Long Gilt Future

     14        09/26/2019        2,261,483        (59,303

U.S. Treasury 2-Year Note Future

     32        09/30/2019        6,861,000        13,655  

U.S. Treasury 5-Year Note Future

     4        09/30/2019        470,219        524  

U.S. Treasury 10-Year Ultra Future

     6        09/19/2019        827,062        (16,933


 

The Hartford Global All-Asset Fund (consolidated)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  
  

 

 

 

Total

   $ (161,919
  

 

 

 

  
  

 

 

 

      Total futures contracts

   $                 251,572  
  

 

 

 

 

TBA Sale Commitments Outstanding at July 31, 2019  
Description   

Principal  

Amount  

         Maturity Date          Market Value †  

Unrealized

Appreciation/

    (Depreciation)    

GNMA II, 3.00%

   $                 105,000        08/01/2049      $             (107,315   $                 (605
          
        

 

 

 

 

 

 

 

Total (proceeds receivable $106,710)

         $ (107,315   $ (605
        

 

 

 

 

 

 

 

At July 31, 2019, the aggregate market value of TBA Sale Commitments represents (0.1)% of total net assets.

 

OTC Credit Default Swap Contracts Outstanding at July 31, 2019  
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-.7

     MSC         USD        500,000        (3.00%)       01/17/47        Monthly      $ 33,232      $     $ 17,846     $ (15,386

CMBX.NA.BBB-.7

     MSC         USD        410,000        (3.00%)       01/17/47        Monthly        24,911              9,370       (15,541

CMBX.NA.BBB-.8

     MSC         USD        500,000        (3.00%)       10/17/57        Monthly        44,477              32,419       (12,058

CMBX.NA.BBB-.8

     MSC         USD        420,000        (3.00%)       10/17/57        Monthly        37,561              9,913       (27,648

CMBX.NA.BBB-.9

     BCLY        USD        75,000        (3.00%)       09/17/58        Monthly        2,964              (7,690     (10,654
                   

 

 

    

 

 

   

 

 

   

 

 

 

    Total

                    $ 143,145      $     $ 61,858     $ (81,287
                   

 

 

    

 

 

   

 

 

   

 

 

 
                          
                   

 

 

    

 

 

   

 

 

   

 

 

 

    Total traded indices

 

              $ 143,145      $     $ 61,858     $ (81,287
                   

 

 

    

 

 

   

 

 

   

 

 

 

Credit default swaps on single-name issues:

 

      

Buy protection:

 

      

China Republic

     BOA        USD        1,380,000        (1.00%)       06/20/24        Quarterly      $      $ (33,826   $ (39,145   $ (5,319

Japan Government 20 Year Bond

     BOA        USD        1,705,000        (1.00%)       06/20/24        Quarterly               (61,215     (63,934     (2,719

Japan Government 20 Year Bond

     BNP        USD        1,705,000        (1.00%)       06/20/24        Quarterly               (59,588     (64,417     (4,829

Republic of Korea

     BOA        USD        3,430,000        (1.00%)       06/20/24        Quarterly               (107,938     (118,369     (10,431
                   

 

 

    

 

 

   

 

 

   

 

 

 

    Total

                    $      $ (262,567   $ (285,865   $ (23,298
                   

 

 

    

 

 

   

 

 

   

 

 

 

Credit default swaps on single-name issues:

 

   

Sell protection:

 

      

AK Steel Corp.

     GSC        USD        350,000        5.00%       12/20/23        Quarterly      $ 2,962      $     $ (30,840   $ (33,802
                   

 

 

    

 

 

   

 

 

   

 

 

 
                          
                   

 

 

    

 

 

   

 

 

   

 

 

 

    Total single-name issues

 

           $ 2,962      $ (262,567   $ (316,705   $ (57,100
                   

 

 

    

 

 

   

 

 

   

 

 

 
                          
                   

 

 

    

 

 

   

 

 

   

 

 

 

    Total OTC contracts

 

              $ 146,107      $ (262,567   $ (254,847   $ (138,387
                   

 

 

    

 

 

   

 

 

   

 

 

 

 

(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 July 31, 2019  
        Reference Entity            Notional
Amount (a)
     (Pay)/Receive
Fixed Rate
  Expiration
Date
   Periodic
Payment
Frequency
   Cost Basis     Value †    

Unrealized
Appreciation/

(Depreciation)

 

Credit default swaps on indices:

 

              

Buy protection:

                    

CDX.NA.IG.32.V1

     USD        211,000      (1.00%)   06/20/24    Quarterly    $ (4,195   $ (6,691   $ (2,496

ITRAXX.EUR.31.V2

     EUR        7,820,000      (1.00%)   06/20/24    Quarterly      (200,388     (214,307     (13,919


 

The Hartford Global All-Asset Fund (consolidated)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  

 

 

   

 

 

   

 

 

 

        Total

   $ (204,583   $ (220,998   $ (16,415
  

 

 

   

 

 

   

 

 

 
      
  

 

 

   

 

 

   

 

 

 

        Total

   $   (204,583   $     (220,998   $     (16,415
  

 

 

   

 

 

   

 

 

 

 

(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 July 31, 2019

 

Counter-

party

  

Payments made

by Fund

        

Payments

received by

Fund

  

Notional    

Amount    

    

Expiration    

Date    

    

Periodic

Payment

Frequency

    

Upfront

Premiums

Paid

    

Upfront

Premiums

Received

    Value †     

Unrealized

Appreciation/

(Depreciation)

 
BNP    3 Mo. ILS
TELBOR
  

2.38% Fixed

     ILS        4,750,000        03/20/29        Annual      $      $ (272   $ 149,356      $ 149,628  
BNP    3 Mo. ILS
TELBOR
  

2.10% Fixed

     ILS        1,690,000        03/20/29        Annual        4,477              40,890        36,413  
                       

 

 

    

 

 

   

 

 

    

 

 

 

             Total

               $     4,477      $ (272   $     190,246      $     186,041  
                       

 

 

    

 

 

   

 

 

    

 

 

 

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at July 31, 2019

 

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

   1.85% Fixed        USD        870,000        11/30/21        Semi-Annual     $     $     $ (5,105   $ (5,105

3 Mo. USD LIBOR

   2.00% Fixed        USD        220,000        03/21/23        Semi-Annual       755             (1,693     (2,448

3 Mo. USD LIBOR

   2.95% Fixed        USD        121,000        06/18/23        Semi-Annual                   (507     (507

3 Mo. USD LIBOR

   3.00% Fixed        USD        612,000        04/30/25        Semi-Annual       2,507             (42,295     (44,802

3 Mo. USD LIBOR

   2.79% Fixed        USD        628,000        09/30/25        Semi-Annual                   (33,694     (33,694

3 Mo. USD LIBOR

   2.24% Fixed        USD        93,000        05/24/26        Semi-Annual                   (9,111     (9,111

3 Mo. USD LIBOR

   1.92% Fixed        USD        55,000        06/21/26        Semi-Annual                   1,742       1,742  

3 Mo. USD LIBOR

   1.80% Fixed        USD        55,000        06/24/26        Semi-Annual                   (120     (120

3 Mo. USD LIBOR

   2.88% Fixed        USD        50,000        12/31/48        Semi-Annual                   (7,542     (7,542

3 Mo. USD LIBOR

   2.87% Fixed        USD        25,000        01/28/49        Semi-Annual                   (7,460     (7,460

6 Mo. NOK NIBOR

   1.89% Fixed        NOK        510,000        06/19/24        Annual                   29       29  

6 Mo. NOK NIBOR

   1.88% Fixed        NOK        3,670,000        06/19/24        Annual                   (143     (143

6 Mo. NOK NIBOR

   2.06% Fixed        NOK        270,000        06/19/29        Annual                   600       600  

6 Mo. NOK NIBOR

   2.04% Fixed        NOK        1,930,000        06/19/29        Annual                   (850     (850

6 Mo. NOK NIBOR

   1.79% Fixed        NOK        12,695,000        08/01/29        Annual                   845       845  
MXN-TIIE-Banxico-Bloomberg    8.05% Fixed        MXN        29,600,000        09/06/28        Monthly                   81,728       81,728  

MXN-TIIE-Banxico-Bloomberg

   8.41% Fixed        MXN        8,185,000        09/06/28        Monthly       9,008             30,807       21,799  
                  

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

          Total

                   $     12,270         $     —       $ 7,231       $ (5,039
                  

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

OTC Total Return Swap Contracts Outstanding at July 31, 2019

 

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)

Eurex Stoxx Bank

  GSC   EUR          819,180       —           09/20/19       Annual     $     $     $ (7,915   $ (7,915
           

 

 

   

 

 

   

 

 

 

 

 

 

 

 

Foreign Currency Contracts Outstanding at July 31, 2019

 

Amount and Description

of Currency to be

Purchased

    

Amount and Description

of Currency to be

Sold

     Counterparty   

Settlement

Date

       Appreciation          Depreciation      
  40,000         AUD        27,636         USD        DEUT    08/06/19    $      $ (276
  35,000         AUD          24,349         USD        HSBC    08/06/19             (409
  30,000         AUD          21,015         USD        BMO    08/06/19             (494
  35,000         AUD          24,511         USD        CBA    08/06/19             (571
  171,000         AUD          119,893         USD        MSC    08/06/19             (2,927
  155,000         AUD          109,184         USD        CIBC    08/06/19             (3,163
  631,000         AUD          436,909         USD        JPM    08/06/19             (5,295


 

The Hartford Global All-Asset Fund (consolidated)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

474,000

     AUD    330,669            USD                GSC    08/06/19         (6,447

965,000

     AUD    673,296    USD       BCLY    08/06/19         (13,224

1,481,000

     AUD            1,031,435    USD       CBK    08/06/19         (18,413

1,757,000

     AUD    1,214,430    USD       HSBC    08/30/19         (11,482

16,000

     AUD    10,967    USD       CBK    09/05/19         (11

45,000

     BRL    11,707    USD       GSC    08/02/19    83                              —  

75,000

     BRL    19,701    USD       DEUT    08/02/19         (51

15,000

     BRL    3,984    USD       UBS    08/02/19         (54

125,000

     BRL    33,201    USD       HSBC    08/02/19         (452

647,000

     BRL    172,503    USD       JPM    08/02/19                118      (3,111

2,096,000

     BRL    553,621    USD       BOA    08/02/19         (4,482

2,545,000

     BRL    674,495    USD       MSC    08/02/19    234      (7,956

333,000

     BRL    87,647    USD       BOA    09/04/19         (605

12,000

     CAD    9,149    USD       CBK    08/06/19         (55

15,000

     CAD    11,502    USD       CSFB    08/06/19         (135

51,000

     CAD    38,847    USD       MSC    08/06/19         (201

30,000

     CAD    22,976    USD       GSC    08/06/19         (243

70,000

     CAD    53,332    USD       BCLY    08/06/19         (288

90,000

     CAD    68,559    USD       DEUT    08/06/19         (358

153,000

     CAD    116,737    USD       JPM    08/06/19         (798

110,000

     CAD    84,241    USD       CIBC    08/06/19         (885

4,730,000

     CAD    3,594,080    USD       UBS    08/30/19         (7,894

75,000

     CAD    57,153    USD       GSC    09/05/19         (285

5,000

     CHF    5,063    USD       MSC    08/06/19         (33

5,000

     CHF    5,145    USD       GSC    08/06/19         (115

77,000

     CHF    78,333    USD       JPM    08/06/19         (867

87,000

     CHF    89,050    USD       BCLY    08/06/19         (1,524

404,000

     CHF    410,846    USD       BNP    08/30/19         (3,481

11,000,000

     CLP    15,782    USD       BNP    08/06/19         (157

32,600,000

     CLP    46,666    USD       BCLY    08/06/19         (359

9,094,000

     CLP    13,067    USD       UBS    08/30/19         (148

85,000

     CNH    12,265    USD       HSBC    09/18/19    34       

119,000

     CNH    17,379    USD       BCLY    09/18/19         (160

3,327,000

     CNH    483,177    USD       GSC    09/18/19    30      (1,807

510,000

     CNY    74,083    USD       BCLY    08/30/19         (29

22,205,000

     CNY    3,231,698    USD       HSBC    08/30/19         (7,461

66,100,000

     COP    20,777    USD       BCLY    08/06/19         (639

138,600,000

     COP    43,359    USD       MSC    08/06/19         (1,132

3,569,490,000

     COP    1,106,407    USD       BNP    08/30/19         (20,525

15,000

     CZK    659    USD       DEUT    08/06/19         (13

785,000

     CZK    35,079    USD       MSC    08/06/19         (1,272

10,000

     EUR    11,333    USD       BCLY    08/06/19         (258

25,000

     EUR    28,266    USD       MSC    08/06/19         (577

22,000

     EUR    25,126    USD       GSC    08/06/19         (760

230,000

     EUR    260,182    USD       HSBC    08/06/19         (5,450

1,470,000

     EUR    1,655,938    USD       CBK    08/06/19         (27,867

3,456,000

     EUR    3,893,324    USD       JPM    08/06/19         (65,695

2,465,000

     EUR    2,753,213    USD       GSC    08/30/19         (17,505

5,000

     EUR    5,551    USD       BCLY    09/05/19    1       

5,000

     EUR    5,552    USD       MSC    09/05/19         (1

22,000

     GBP    26,911    USD       BCLY    08/06/19         (149

30,000

     GBP    37,196    USD       CBK    08/06/19         (702

45,000

     GBP    56,412    USD       MSC    08/06/19         (1,673

46,000

     GBP    57,671    USD       GSC    08/06/19         (1,715

75,000

     GBP    93,742    USD       SSG    08/06/19    $                —    $ (2,509

113,000

     GBP    140,134    USD       JPM    08/06/19    16      (2,693

3,549,000

     GBP    4,431,721    USD       JPM    08/30/19         (109,041

4,800,000

     HUF    16,657    USD       DEUT    08/06/19         (359

24,500,000

     HUF    84,782    USD       BCLY    08/06/19         (1,596

102,704,000

     HUF    352,018    USD       CBK    08/30/19         (2,762

    2,632,000,000

     IDR    185,313    USD       BCLY    08/06/19    2,336       

4,039,909,000

     IDR    287,710    USD       BNP    08/30/19         (509

2,632,000,000

     IDR    187,051    USD       BNP    09/05/19         (35

460,000

     ILS    129,333    USD       HSBC    08/06/19    1,715       

235,000

     ILS    66,044    USD       BNP    08/06/19    904       

225,000

     ILS    63,456    USD       CBK    08/06/19    643       


 

The Hartford Global All-Asset Fund (consolidated)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

25,000

     ILS    7,019    USD       DEUT    08/06/19    103       

2,000

     ILS    568    USD       MSC    08/30/19    3       

35,272,000

     INR    508,275    USD       MSC    08/06/19    4,239      (15

4,260,000

     INR    61,568    USD       JPM    08/06/19    330                              —  

870,000

     INR    12,614    USD       CSFB    08/06/19    27       

238,738,000

     INR    3,448,973    USD       BCLY    08/30/19        10,748       

14,361,000

     INR    207,859    USD       UBS    09/05/19    146       

600,000

     JPY    5,584    USD       GSC    08/06/19         (66

2,100,000

     JPY    19,469    USD       BCLY    08/06/19         (158

3,000,000

     JPY    27,801    USD       DEUT    08/06/19         (213

34,188,000

     JPY    314,863    USD       HSBC    08/06/19         (473

151,376,000

     JPY    1,402,531    USD       JPM    08/06/19         (10,490

357,542,000

     JPY    3,309,897    USD       ANZ    08/06/19         (21,969

360,343,000

     JPY    3,352,752    USD       MSC    08/06/19         (39,068

18,100,000

     JPY    167,037    USD       MSC    08/30/19         (276

473,951,000

     JPY    4,370,637    USD       BMO    08/30/19         (3,978

1,000,000

     JPY    9,233    USD       GSC    09/05/19         (16

60,900,000

     JPY    569,993    USD       CIBC    09/18/19         (8,120

51,940,000

     KRW    43,969    USD       JPM    08/06/19         (58

15,810,000

     KRW    13,478    USD       CSFB    08/06/19         (112

85,200,000

     KRW    72,200    USD       MSC    08/06/19         (172

48,390,000

     KRW    41,540    USD       BOA    08/06/19         (631

8,235,000

     MXN    427,093    USD       CBK    08/06/19    2,190       

650,000

     MXN    33,979    USD       DEUT    08/06/19         (95

660,000

     MXN    34,506    USD       SSG    08/06/19    25      (126

1,040,000

     MXN    54,527    USD       BCLY    08/06/19         (311

12,594,000

     MXN    659,097    USD       RBC    08/30/19         (5,409

80,000

     MXN    4,190    USD       GSC    09/05/19         (41

372,000

     NOK    42,874    USD       BCLY    08/06/19         (865

360,000

     NOK    42,003    USD       DEUT    08/06/19         (1,348

433,000

     NOK    50,599    USD       MSC    08/06/19         (1,700

510,000

     NOK    59,643    USD       CSFB    08/06/19         (2,050

980,000

     NOK    113,824    USD       CBK    08/06/19         (3,154

1,913,000

     NOK    221,389    USD       JPM    08/06/19         (5,358

1,393,000

     NOK    161,243    USD       BNP    08/30/19         (3,814

15,423,000

     NOK    1,763,705    USD       BCLY    08/30/19         (20,690

60,000

     NOK    6,839    USD       GSC    09/05/19         (57

167,000

     NOK    19,005    USD       BCLY    09/05/19         (128

324,000

     NOK    36,859    USD       JPM    09/05/19    2      (240

216,000

     NOK    24,667    USD       MSC    09/05/19         (253

730,000

     NOK    83,487    USD       CBK    09/05/19         (976

8,000

     NZD    5,370    USD       BNP    08/06/19         (116

35,000

     NZD    23,570    USD       DEUT    08/06/19         (586

78,000

     NZD    52,057    USD       BCLY    08/06/19         (835

137,000

     NZD    90,965    USD       JPM    08/06/19         (998

136,000

     NZD    90,513    USD       MSC    08/06/19         (1,203

9,000

     NZD    5,924    USD       CBK    09/05/19         (10

9,000

     NZD    5,942    USD       MSC    09/05/19         (28

18,000

     NZD    11,866    USD       JPM    09/05/19         (38

15,000

     NZD    9,906    USD       GSC    09/05/19         (50

622,000

     PEN    188,639    USD       JPM    08/06/19         (400

34,919,000

     PHP    681,081    USD       MSC    08/30/19    4,392       

20,000

     PLN    5,368    USD       GSC    08/06/19         (208

2,537,000

     PLN    664,634    USD       CBK    08/30/19         (9,575

50,000

     PLN    12,992    USD       DEUT    09/05/19         (80

2,510,000

     RUB    39,745    USD       DEUT    08/06/19         (342

23,933,000

     RUB    377,175    USD       JPM    08/06/19         (1,464

70,000

     SEK    7,394    USD       GSC    08/06/19         (146

210,000

     SEK    22,590    USD       MSC    08/06/19         (844

771,000

     SEK    81,478    USD       BCLY    08/06/19         (1,638

1,247,000

     SEK    132,996    USD       JPM    08/06/19         (3,864

12,944,000

     SEK    1,374,044    USD       JPM    08/30/19         (31,043

107,000

     SEK    11,089    USD       JPM    09/05/19    15       

106,000

     SEK    11,090    USD       MSC    09/05/19         (88

210,000

     SEK    21,946    USD       GSC    09/05/19         (150

215,000

     SEK    22,493    USD       BCLY    09/05/19         (177


 

The Hartford Global All-Asset Fund (consolidated)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

5,000

     SGD    3,683    USD       RBC    08/06/19         (44

5,000

     SGD    3,697    USD       SCB    08/06/19         (58

20,000

     SGD    14,757    USD       DEUT    08/06/19         (201

35,000

     SGD    25,772    USD       BCLY    08/06/19         (300

412,000

     SGD    304,441    USD       HSBC    08/06/19         (4,592

14,679,000

     THB    479,314    USD       JPM    08/06/19         (1,966

1,876,000

     TRY    318,355    USD       BCLY    08/06/19    16,972                              —  

3,687,000

     TRY    635,329    USD       JPM    08/29/19    16,946       

229,000

     TRY    34,514    USD       MSC    09/04/19    5,925       

229,000

     TRY    38,464    USD       DEUT    09/04/19    1,974       

229,000

     TRY    38,464    USD       DEUT    01/15/20    148       

76,000

     TRY    11,472    USD       MSC    01/24/20    1,303       

76,000

     TRY    12,730    USD       DEUT    01/24/20    45       

1,368,000

     TWD    44,037    USD       HSBC    08/06/19         (28

495,000

     TWD    16,017    USD       BOA    08/06/19         (93

2,750,000

     TWD    88,652    USD       JPM    08/06/19         (185

2,287,000

     TWD    73,790    USD       MSC    08/06/19         (217

5,415,000

     TWD    174,483    USD       JPM    09/05/19    12       

140,188

     USD    200,000    AUD       HSBC    08/06/19    3,386       

92,094

     USD    131,000    AUD       JPM    08/06/19    2,490       

57,603

     USD    82,000    AUD       BCLY    08/06/19    1,513       

110,948

     USD    160,000    AUD       CIBC    08/06/19    1,506       

30,165

     USD    43,000    AUD       TDB    08/06/19    753       

20,430

     USD    29,000    AUD       CBK    08/06/19    594       

20,990

     USD    30,000    AUD       SSG    08/06/19    469       

24,359

     USD    35,000    AUD       CSFB    08/06/19    418       

1,482,613

     USD    2,145,000    AUD       HSBC    08/30/19    14,018       

41,404

     USD    60,000    AUD       GSC    09/05/19    319       

34,399

     USD    50,000    AUD       CSFB    09/05/19    161       

5,523

     USD    8,000    AUD       JPM    09/05/19    45       

556,136

     USD    2,096,000    BRL       BOA    08/02/19    6,998       

171,851

     USD    647,000    BRL       JPM    08/02/19    2,341       

19,921

     USD    75,000    BRL       DEUT    08/02/19    271       

11,953

     USD    45,000    BRL       GSC    08/02/19    163       

32,912

     USD    125,000    BRL       HSBC    08/02/19    163       

3,949

     USD    15,000    BRL       UBS    08/02/19    19       

658,802

     USD    2,545,000    BRL       MSC    08/02/19    57      (8,027

464,027

     USD    1,763,000    BRL       BOA    09/04/19    3,202       

94,979

     USD    358,000    BRL       MSC    09/04/19    1,402       

22,929

     USD    87,000    BRL       BNP    09/04/19    188       

134,551

     USD    176,000    CAD       JPM    08/06/19    1,180       

83,811

     USD    110,000    CAD       DEUT    08/06/19    454       

61,808

     USD    81,000    CAD       BOA    08/06/19    428       

52,668

     USD    69,000    CAD       BCLY    08/06/19    381       

50,364

     USD    66,000    CAD       CBK    08/06/19    352       

28,226

     USD    37,000    CAD       MSC    08/06/19    188       

19,121

     USD    25,000    CAD       BNP    08/06/19    177       

26,668

     USD    35,000    CAD       CSFB    08/06/19    146       

3,812

     USD    5,000    CAD       GSC    08/06/19    23       

695,261

     USD    915,000    CAD       UBS    08/30/19    1,527       

19,038

     USD    25,000    CAD       BCLY    09/05/19    82       

22,771

     USD    30,000    CAD       CBA    09/05/19    24       

5,330

     USD    7,000    CAD       JPM    09/05/19    22       

19,732

     USD    26,000    CAD       MSC    09/05/19    19       

98,210

     USD    97,000    CHF       JPM    08/06/19    623       

34,460

     USD    34,000    CHF       BCLY    08/06/19    254       

17,221

     USD    17,000    CHF       MSC    08/06/19    119       

104,745

     USD    103,000    CHF       BNP    08/30/19    887       

18,224

     USD    18,000    CHF       MSC    09/05/19    65       

12,140

     USD    12,000    CHF       BCLY    09/05/19    34       

12,133

     USD    12,000    CHF       JPM    09/05/19    27       

6,055

     USD    6,000    CHF       CBK    09/05/19    2       

63,101

     USD    43,600,000    CLP       HSBC    08/06/19    1,168       

539,193

     USD    375,257,000    CLP       UBS    08/30/19    6,093       

45,494

     USD    31,800,000    CLP       BCLY    09/05/19    316       

391,322

     USD    2,714,000    CNH       BCLY    09/18/19    100      (1,481


 

The Hartford Global All-Asset Fund (consolidated)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

1,731,335

     USD    11,896,000        CNY           HSBC    08/30/19    3,997                              —  

89,137

     USD    615,000    CNY       BCLY    08/30/19         (163

126,553

     USD    404,277,000    COP       BCLY    08/06/19    3,384       

56,041

     USD    181,200,000    COP       GSC    08/06/19    835       

45,634

     USD    147,200,000    COP       HSBC    08/06/19    787       

3,666

     USD    12,100,000    COP       UBS    09/05/19         (14

32,788

     USD    750,000    CZK       CBK    08/06/19    490       

17,612

     USD    400,000    CZK       BCLY    08/06/19    386       

14,858

     USD    340,000    CZK       DEUT    08/06/19    216       

632,744

     USD    14,491,000    CZK       BNP    08/30/19    8,420       

6,267,163

     USD    5,510,000    EUR       BCLY    08/06/19    164,663       

2,469,982

     USD    2,216,000    EUR       JPM    08/06/19    15,690       

174,984

     USD    155,000    EUR       CSFB    08/06/19    3,317       

426,644

     USD    383,000    EUR       MSC    08/06/19    2,461       

117,136

     USD    104,000    EUR       CBK    08/06/19    1,953       

74,200

     USD    66,000    EUR       DEUT    08/06/19    1,103       

312,250

     USD    281,000    EUR       GSC    08/06/19    1,034       

7,075,701

     USD    6,335,000    EUR       GSC    08/30/19    44,988       

29,011

     USD    26,000    EUR       CIBC    08/30/19    156       

77,029

     USD    69,000    EUR       GSC    09/05/19    420       

43,589

     USD    39,000    EUR       DEUT    09/05/19    289       

12,303

     USD    11,000    EUR       MSC    09/05/19    90       

5,593

     USD    5,000    EUR       BCLY    09/05/19    42       

130,188

     USD    103,000    GBP       BCLY    08/06/19    4,894       

195,706

     USD    158,000    GBP       BOA    08/06/19    3,508       

99,608

     USD    80,000    GBP       JPM    08/06/19    2,292       

52,679

     USD    42,000    GBP       MSC    08/06/19    1,589       

32,484

     USD    26,000    GBP       ANZ    08/06/19    856       

12,506

     USD    10,000    GBP       CBK    08/06/19    342       

6,212

     USD    5,000    GBP       GSC    08/06/19    130       

4,993

     USD    4,000    GBP       DEUT    08/06/19    127       

861,620

     USD    690,000    GBP       JPM    08/30/19    21,200       

33,104

     USD    27,000    GBP       UBS    08/30/19    218       

12,236

     USD    10,000    GBP       MSC    09/05/19    53       

7,359

     USD    6,000    GBP       GSC    09/05/19    49       

37,815

     USD    31,000    GBP       CIBC    09/05/19    48       

219,702

     USD    62,446,000    HUF       MSC    08/06/19    7,673       

95,485

     USD    28,000,000    HUF       BCLY    08/06/19    414       

12,578

     USD    3,700,000    HUF       JPM    08/06/19    15       

187,732

     USD    2,632,000,000    IDR       BNP    08/06/19    83       

2,290,558

     USD    32,163,101,000    IDR       BNP    08/30/19    4,055       

165,555

     USD    590,000    ILS       BNP    08/06/19         (2,527

1,762,471

     USD    6,205,000    ILS       MSC    08/30/19         (7,933

25,153

     USD    1,730,000    INR       BCLY    08/06/19    51      (34

8,285

     USD    570,000    INR       BNP    08/06/19    3       

3,200

     USD    220,000    INR       DEUT    08/06/19    3       

103,924

     USD    7,160,000    INR       MSC    08/06/19    98      (208

208,501

     USD    14,361,000    INR       UBS    08/06/19         (163

28,878

     USD    2,000,000    INR       GSC    08/06/19         (182

2,325,495

     USD    160,981,000    INR       BCLY    08/30/19         (7,393

7,237

     USD    500,000    INR       BCLY    09/05/19         (5

4,668,563

     USD    504,710,000    JPY       JPM    08/06/19    27,292       

3,011,923

     USD    324,881,000    JPY       CBK    08/06/19    24,344       

259,959

     USD    27,943,000    JPY       HSBC    08/06/19    2,998       

321,865

     USD    34,714,000    JPY       MSC    08/06/19    2,638       

60,254

     USD    6,500,000    JPY       DEUT    08/06/19    481       

98,696

     USD    10,700,000    JPY       SSG    08/06/19    299       

23,719

     USD    2,567,000    JPY       BCLY    08/06/19    114       

7,844,491

     USD    850,655,000    JPY       BMO    08/30/19    7,141       

657,706

     USD    71,334,000    JPY       JPM    09/05/19    238      (9

5,667

     USD    615,000    JPY       MSC    09/05/19         (2

565,324

     USD    60,900,000    JPY       GSC    09/18/19    3,451       

85,284

     USD    98,430,000    KRW       BNP    08/06/19    2,071       

10,974

     USD    12,680,000    KRW       UBS    08/06/19    254       

8,970

     USD    10,600,000    KRW       MSC    08/06/19    8       

114,314

     USD    135,220,000    KRW       HSBC    08/06/19    44      (46


 

The Hartford Global All-Asset Fund (consolidated)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

693,271

     USD    817,477,000        KRW           BNP    08/30/19    1,666                              —  

47,044

     USD    55,590,000    KRW       MSC    09/05/19    6       

68,727

     USD    1,312,000    MXN       JPM    08/06/19    333       

12,632

     USD    240,000    MXN       MSC    08/06/19    121       

4,216

     USD    80,000    MXN       GSC    08/06/19    46       

10,328

     USD    200,000    MXN       BCLY    08/06/19         (98

3,229,964

     USD    61,718,000    MXN       RBC    08/30/19    26,506       

260,540

     USD    2,227,000    NOK       JPM    08/06/19    9,046       

32,488

     USD    280,000    NOK       DEUT    08/06/19    868       

23,640

     USD    205,000    NOK       BCLY    08/06/19    489       

12,432

     USD    107,000    NOK       MSC    08/06/19    348       

5,871

     USD    50,000    NOK       GSC    08/06/19    225       

1,739,985

     USD    15,032,000    NOK       BNP    08/30/19    41,158       

653,223

     USD    980,000    NZD       CBK    08/06/19    9,672       

209,530

     USD    312,000    NZD       JPM    08/06/19    4,643       

219,035

     USD    330,000    NZD       BCLY    08/06/19    2,329       

80,013

     USD    119,000    NZD       MSC    08/06/19    1,868       

70,499

     USD    105,000    NZD       ANZ    08/06/19    1,547       

20,071

     USD    30,000    NZD       CIBC    08/06/19    371       

6,699

     USD    10,000    NZD       SSG    08/06/19    132       

768,597

     USD    1,159,000    NZD       UBS    08/30/19    7,076       

5,913

     USD    9,000    NZD       BCLY    09/05/19         (1

5,899

     USD    9,000    NZD       JPM    09/05/19         (15

32,896

     USD    123,000    PLN       JPM    08/06/19    1,158       

31,504

     USD    120,000    PLN       DEUT    08/06/19    539       

15,647

     USD    60,000    PLN       BCLY    08/06/19    165       

708,384

     USD    2,704,000    PLN       CBK    08/30/19    10,205       

33,341

     USD    2,110,000    RUB       DEUT    08/06/19    217       

8,997

     USD    570,000    RUB       GSC    08/06/19    49       

4,119,352

     USD    261,136,000    RUB       GSC    08/30/19    34,730       

272,790

     USD    2,544,000    SEK       JPM    08/06/19    9,352       

69,518

     USD    655,000    SEK       BCLY    08/06/19    1,689       

35,911

     USD    340,000    SEK       BNP    08/06/19    703       

23,458

     USD    220,000    SEK       CSFB    08/06/19    676       

14,676

     USD    138,000    SEK       MSC    08/06/19    386       

11,743

     USD    110,000    SEK       DEUT    08/06/19    352       

181,020

     USD    247,000    SGD       JPM    08/06/19    1,257       

46,248

     USD    63,000    SGD       HSBC    08/06/19    397       

58,334

     USD    80,000    SGD       MSC    08/06/19    111       

3,673

     USD    5,000    SGD       SCB    08/06/19    34       

3,668

     USD    5,000    SGD       DEUT    08/06/19    29       

845,843

     USD    1,154,000    SGD       JPM    08/30/19    5,635       

19,887

     USD    610,000    THB       GSC    08/06/19    50       

25,206

     USD    780,000    THB       BCLY    08/06/19         (159

28,430

     USD    880,000    THB       JPM    08/06/19         (187

39,117

     USD    1,210,000    THB       MSC    08/06/19         (231

4,531

     USD    140,000    THB       JPM    08/30/19         (25

5,213

     USD    160,000    THB       JPM    09/05/19    6       

38,427

     USD    229,000    TRY       MSC    09/04/19         (2,012

34,307

     USD    229,000    TRY       DEUT    09/04/19         (6,132

14,187

     USD    80,000    TRY       GSC    09/05/19    65       

34,307

     USD    229,000    TRY       DEUT    01/15/20         (4,305

12,716

     USD    76,000    TRY       MSC    01/24/20         (59

11,320

     USD    76,000    TRY       DEUT    01/24/20         (1,456

5,136

     USD    160,000    TWD       BNP    08/06/19         (11

174,158

     USD    5,415,000    TWD       JPM    08/06/19         (42

42,536

     USD    1,325,000    TWD       BCLY    08/06/19         (89

239,697

     USD    3,411,000    ZAR       BCLY    08/06/19    2,136       

61,992

     USD    870,000    ZAR       JPM    08/06/19    1,400       

54,978

     USD    770,000    ZAR       UBS    08/06/19    1,351       

37,233

     USD    530,000    ZAR       SCB    08/06/19    321       

270,000

     ZAR    18,980    USD       CSFB    08/06/19         (175

190,000

     ZAR    13,417    USD       GSC    08/06/19         (184

660,000

     ZAR    47,542    USD       UBS    08/06/19         (1,577

706,000

     ZAR    49,456    USD       BOA    08/30/19         (423

5,180,000

     ZAR    370,747    USD       HSBC    08/30/19         (10,992


 

The Hartford Global All-Asset Fund (consolidated)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    Total

   $                 682,084      $                 (622,500 )  

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

  

Counterparty Abbreviations:

  

ANZ

   Australia and New Zealand Banking Group   

BCLY

   Barclays   

BMO

   Bank of Montreal   

BNP

   BNP Paribas Securities Services   

BOA

   Banc of America Securities LLC   

CBA

   Commonwealth Bank of Australia   

CBK

   Citibank NA   

CIBC

   Canadian Imperial Bank of Commerce   

CSFB

   Credit Suisse First Boston Corp.   

DEUT

   Deutsche Bank Securities, Inc.   

GSC

   Goldman Sachs & Co.   

HSBC

   HSBC Bank USA   

JPM

   JP Morgan Chase & Co.   

MSC

   Morgan Stanley   

RBC

   RBC Dominion Securities, Inc.   

SCB

   Standard Chartered Bank   

SSG

   State Street Global Markets LLC   

TDB

   Toronto-Dominion Bank   

UBS

   UBS AG   

Currency Abbreviations:

  

ARS

   Argentine Peso   

AUD

   Australian Dollar   

BRL

   Brazilian Real   

CAD

   Canadian Dollar   

CHF

   Swiss Franc   

CLP

   Chilean Peso   

CNH

   Chinese Renminbi   

CNY

   Chinese Yuan   

COP

   Colombian Peso   

CZK

   Czech Koruna   

EUR

   Euro   

GBP

   British Pound   

HUF

   Hungarian Forint   

IDR

   Indonesian Rupiah   

ILS

   Israeli Shekel   

INR

   Indian Rupee   

ISK

   Icelandic Krona   

JPY

   Japanese Yen   

KRW

   South Korean Won   

MXN

   Mexican Peso   

NOK

   Norwegian Krone   

NZD

   New Zealand Dollar   

PEN

   Peruvian Sol   

PHP

   Philippine Peso   

PLN

   Polish Zloty   

RUB

   Russian Ruble   

SEK

   Swedish Krona   

SGD

   Singapore Dollar   

THB

   Thai Baht   

TRY

   Turkish Lira   

TWD

   Taiwanese Dollar   

USD

   United States Dollar   

ZAR

   South African Rand   

Index Abbreviations:

  

BADLAR

   Buenos Aires Deposits of Large Amount Rate   

CDX.NA.IG

   Credit Derivatives North American Investment Grade   


 

The Hartford Global All-Asset Fund (consolidated)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

CMBX.NA

   Markit Commercial Mortgage Backed North American   

CPI

   Consumer Price Index   

FTSE

   Financial Times and Stock Exchange   

MSCI

   Morgan Stanley Capital International   

S&P

   Standard & Poors   

SGX

   Singapore Exchange   

Other Abbreviations:

  

ADR

   American Depositary Receipt   

CMO

   Collateralized Mortgage Obligation   

DDCA

   Dollars on Deposit in Custody Account   

EM

   Emerging Markets   

ETF

   Exchange-Traded Fund   

FHLMC

   Federal Home Loan Mortgage Corp.   

FNMA

   Federal National Mortgage Association   

GNMA

   Government National Mortgage Association   

LIBOR

   London Interbank Offered Rate   

MSCI

   Morgan Stanley Capital International   

MTN

   Medium Term Note   

NIBOR

   Norwegian Interbank Offered Rate   

OTC

   Over-the-Counter   

PJSC

   Private Joint Stock Company   

PT

   Perseroan Terbatas   

REIT

   Real Estate Investment Trust   

TBA

   To Be Announced   

TELBOR

   Tel Aviv Interbank Offered Rate   

TIIE

   Interbank Equilibrium Interest Rate   


 

The Hartford Global All-Asset Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2019 in valuing the Fund’s investments.

 

Description    Total    Level 1    Level 2    Level 3(1)

Assets

           

Asset & Commercial Mortgage Backed Securities

   $ 4,962,809      $      $ 4,962,809      $  

Corporate Bonds

     5,247,665               5,247,665         

Foreign Government Obligations

     20,507,870               20,507,870         

U.S. Government Agencies

     3,526,992               3,526,992         

U.S. Government Securities

     7,547,727               7,547,727         

Common Stocks

           

Argentina

     51,482        51,482                

Australia

     719,003        19,928        699,075         

Austria

     155,896        54,428        101,468         

Belgium

     81,089        14,375        66,714         

Bermuda

     564,177        564,177                

Brazil

     56,968        56,968                

Canada

     2,776,136        2,776,136                

China

     1,759,499        237,558        1,521,941         

Croatia

     78,624               78,624         

Czech Republic

     25,899               25,899         

Denmark

     56,468        8,707        47,761         

Egypt

     330,462               330,462         

Estonia

     14,860               14,860         

Finland

     92,063        29,210        62,853         

France

     1,602,033               1,602,033         

Germany

     674,486        83,827        590,659         

Greece

     160,284        160,284                

Hong Kong

     468,419        8,364        460,055         

Iceland

     116,100        116,100                

India

     2,495,084        212,335        2,282,749         

Indonesia

     115,558        18,180        97,378         

Ireland

     133,609        73,452        60,157         

Israel

     19,159        19,159                

Italy

     483,213               483,213         

Japan

     8,120,169        39,563        8,080,606         

Luxembourg

     68,897        24,355        44,542         

Malaysia

     2,655               2,655         

Mexico

     66,394        66,394                

Monaco

     215,098        215,098                

Netherlands

     1,531,936        447,695        1,084,241         

New Zealand

     75,942        57,056        18,886         

Norway

     87,731               87,731         

Philippines

     16,617               16,617         

Portugal

     36,829               36,829         

Russia

     137,594        61,843        75,751         

Singapore

     3,537        3,537                

South Africa

     248,157        12,066        236,091         

South Korea

     371,965        260,525        111,440         

Spain

     405,245        1,689        403,556         

Sweden

     252,521        56,398        196,123         

Switzerland

     1,732,427        355,925        1,376,502         

Taiwan

     542,768               542,768         

Thailand

     13,503        13,503                

United Kingdom

     1,652,038        393,948        1,258,090         

United States

     29,995,882        29,842,471        153,411         

Convertible Bonds

     718,436               718,436         

Exchange-Traded Funds

     14,823,044        14,765,568        57,476         

Preferred Stocks

     356,142        7,938        262,281        85,923  

Short-Term Investments

     36,897,406        36,897,406                

Purchased Options

     182,392               182,392         

Foreign Currency Contracts(2)

     682,084               682,084         

Futures Contracts(2)

     532,568        532,568                

Swaps - Interest Rate(2)

     292,784               292,784         
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Total

   $       154,886,395      $       88,560,216      $       66,240,256      $           85,923  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 


 

The Hartford Global All-Asset Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

 

Liabilities

        

Foreign Currency Contracts(2)

   $ (622,500   $     $ (622,500   $  

Futures Contracts(2)

     (280,996     (280,996            

Swaps - Credit Default(2)

     (154,802           (154,802      

Swaps - Interest Rate(2)

     (111,782           (111,782      

Swaps - Total Return(2)

     (7,915           (7,915      

TBA Sale Commitments

     (107,315           (107,315      

Written Options

     (64,254           (64,254      
  

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

   $         (1,349,564   $           (280,996   $         (1,068,568   $                     —  
  

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

(1) For the period ended July 31, 2019, investments valued at $244,201 were transferred out of Level 3 due to the expiration of trading restrictions and there were no transfers in to Level 3.

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

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended July 31, 2019 is not presented.


 

The Hartford Global Real Asset Fund (consolidated)

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Shares or Principal Amount    Market Value

Common Stocks - 57.3%

  
    

Automobiles & Components - 0.1%

  
  23,269   

NOK Corp.

   $ 341,615  
       

 

 

 

    

Banks - 2.4%

                                   
  97,872   

Banca Popolare dell’Emilia Romagna SC

     364,150  
  86,287   

Bank of Ireland Group plc

     380,757  
  200,378   

CaixaBank S.A.

     496,626  
  55,887   

HSBC Holdings plc

     447,570  
  15,160   

KB Financial Group, Inc.

     553,974  
  144,703   

Mitsubishi UFJ Financial Group, Inc.

     714,688  
  249,351   

Mizuho Financial Group, Inc.

     353,909  
  113,200   

Resona Holdings, Inc.

     461,477  
  19,306   

Societe Generale S.A.

     472,894  
  68,153   

Standard Chartered plc

     560,879  
  17,624   

Sumitomo Mitsui Financial Group, Inc.

     616,307  
  12,030   

Sumitomo Mitsui Trust Holdings, Inc.

     411,165  
  264,119   

Unicaja Banco S.A.(1)

     208,007  
  55,598   

UniCredit S.p.A.

     654,640  
       

 

 

 

          6,697,043  
       

 

 

 

    

Capital Goods - 1.8%

  
  5,413   

Advanced Drainage Systems, Inc.

     178,250  
  939   

AGCO Corp.

     72,303  
  3,672   

Altra Industrial Motion Corp.

     105,497  
  47,547   

Arconic, Inc.

     1,190,577  
  832   

Argan, Inc.

     34,237  
  3,349   

Caesarstone Ltd.(2)

     47,120  
  29,741   

Chiyoda Corp.*(2)

     79,855  
  21,643   

Cie de Saint-Gobain

     829,113  
  2,371   

Deere & Co.

     392,756  
  6,076   

Fortune Brands Home & Security, Inc.

     333,815  
  1,866   

Granite Construction, Inc.

     66,243  
  889   

Greenbrier Cos., Inc.

     25,701  
  8,301   

JELD-WEN Holding, Inc.*

     181,875  
  25,145   

JGC Corp.

     327,372  
  2,185   

Kubota Corp.

     33,705  
  423   

Lindsay Corp.

     38,586  
  1,252   

Middleby Corp.*

     168,244  
  9,812   

Milacron Holdings Corp.*

     165,234  
  1,914   

Owens Corning

     111,012  
  5,870   

Vinci S.A.

     603,810  
  18,803   

Yellow Cake plc*(1)

     48,477  
       

 

 

 

          5,033,782  
       

 

 

 

    

Commercial & Professional Services - 0.3%

  
  11,622   

Adecco Group AG

     634,085  
  4,092   

Clean Harbors, Inc.*

     318,399  
       

 

 

 

          952,484  
       

 

 

 

    

Consumer Durables & Apparel - 0.4%

  
  1,045   

Cavco Industries, Inc.*

     185,331  
  5,810   

Century Communities, Inc.*

     160,182  
  1,406   

D.R. Horton, Inc.

     64,578  
  5,347   

Lennar Corp. Class A

     254,357  
  598   

LGI Homes, Inc.*

     42,033  
  79   

Mohawk Industries, Inc.*

     9,850  
  12,733   

Skyline Champion Corp.*

     362,890  
  7,482   

TRI Pointe Group, Inc.*

     102,429  
       

 

 

 

          1,181,650  
       

 

 

 

    

Diversified Financials - 0.6%

  
  2,013   

Berkshire Hathaway, Inc. Class B*

     413,531  
  11,382   

Julius Baer Group Ltd.*

     486,382  
  60,877   

UBS Group AG*

     679,499  


 

The Hartford Global Real Asset Fund (consolidated)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  50,538   

Uranium Participation Corp.*

   $ 165,805  
       

 

 

 

          1,745,217  
       

 

 

 

    

Energy - 26.2%

                                   
  108,323   

Advantage Oil & Gas Ltd.*(2)

     155,122  
  9,200   

Anadarko Petroleum Corp.

     677,672  
  2,138   

Antero Resources Corp.*

     9,856  
  5,287   

Apache Corp.

     129,109  
  36,906   

ARC Resources Ltd.

     188,752  
  5,622   

Baker Hughes a GE Co.

     142,743  
  300   

Borr Drilling Ltd.*

     2,931  
  474,251   

BP plc

     3,137,998  
  27,221   

BP plc ADR

     1,081,763  
  7,737   

Brigham Minerals, Inc. Class A*(2)

     165,959  
  9,281   

Cabot Oil & Gas Corp.

     177,824  
  5,212   

Caltex Australia Ltd.

     95,865  
  39,623   

Cameco Corp.

     363,866  
  33,818   

Canacol Energy Ltd.*

     128,887  
  10,360   

Canadian Natural Resources Ltd.

     262,415  
  4,034   

Centennial Resource Development, Inc. Class A*

     24,002  
  2,329   

Chaparral Energy, Inc. Class A*(2)

     8,268  
  14,536   

Chevron Corp.

     1,789,527  
  437,922   

China Oilfield Services Ltd. Class H

     494,011  
  64,400   

China Shenhua Energy Co., Ltd. Class H

     127,226  
  453   

Cimarex Energy Co.

     22,953  
  454,220   

CNOOC Ltd.

     748,901  
  3,595   

CNOOC Ltd. ADR

     594,361  
  6,123   

Concho Resources, Inc.

     598,095  
  10,069   

ConocoPhillips

     594,877  
  141   

Continental Resources, Inc.*

     5,241  
  6,795   

Devon Energy Corp.

     183,465  
  6,676   

Diamondback Energy, Inc.

     690,499  
  20,576   

Diversified Gas & Oil plc

     26,649  
  975   

Drilling Co.*

     66,145  
  28,684   

Enbridge, Inc.

     958,006  
  95,950   

Encana Corp.

     438,491  
  243,144   

Eni S.p.A.

     3,798,225  
  38,793   

Eni S.p.A. ADR

     1,214,609  
  4,689   

EOG Resources, Inc.

     402,551  
  23,544   

EQT Corp.

     355,750  
  64,201   

Equinor ASA ADR

     1,143,420  
  2,912   

Euronav N.V.*

     24,519  
  159,336   

Exxon Mobil Corp.

     11,848,225  
  12,824   

Falcon Minerals Corp.

     101,438  
  17,099   

Fugro N.V.*(2)

     139,566  
  11,838   

Galp Energia SGPS S.A.

     184,295  
  6,470   

Gazprom Neft PJSC ADR

     218,362  
  358,111   

Gazprom PJSC ADR

     2,617,577  
  11,293   

Green Plains, Inc.

     113,946  
  6,754   

Gulfport Energy Corp.*

     25,530  
  14,654   

Halliburton Co.

     337,042  
  1,771   

Iberdrola S.A.

     16,801  
  79,193   

Inpex Corp.

     694,551  
  2,738   

Jagged Peak Energy, Inc.*

     20,097  
  23,420   

Japan Petroleum Exploration Co., Ltd.

     509,899  
  38,210   

JXTG Holdings, Inc.

     179,810  
  93,060   

Karoon Energy Ltd.*

     105,641  
  30,889   

Kosmos Energy Ltd.

     185,643  
  21,104   

LUKOIL PJSC ADR

     1,731,963  
  6,898   

Lundin Petroleum AB

     216,967  
  3,143   

Magnolia Oil & Gas Corp. Class A*

     35,139  
  453   

Marathon Oil Corp.

     6,374  
  16,796   

Marathon Petroleum Corp.

     947,126  
  10,372   

Neste Oyj

     343,275  
  16,601   

Noble Energy, Inc.

     366,550  
  4,843   

Occidental Petroleum Corp.

     248,736  


 

The Hartford Global Real Asset Fund (consolidated)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  15,295   

OMV AG

   $ 765,316  
  76,018   

Painted Pony Energy Ltd.*(2)

     53,566  
  3,522   

Parex Resources, Inc.*

     60,203  
  4,230   

Parsley Energy, Inc. Class A*

     70,176  
  2,745   

PDC Energy, Inc.*

     78,864  
  245,574   

PetroChina Co., Ltd. Class H

     130,253  
  43,149   

Petroleo Brasileiro S.A. ADR

     649,392  
  3,385   

Phillips 66

     347,166  
  3,264   

Pioneer Natural Resources Co.

     450,563  
  6,273   

ProPetro Holding Corp.*

     113,729  
  94,137   

PTT PCL

     144,626  
  39,742   

Range Resources Corp.

     226,132  
  4,012   

Rattler Midstream L.P.*

     74,382  
  9,637   

Roan Resources, Inc.*(2)

     11,564  
  2,781   

Royal Dutch Shell plc Class A

     87,589  
  41,818   

Royal Dutch Shell plc Class A, ADR

     2,629,934  
  150,803   

Royal Dutch Shell plc Class B

     4,763,113  
  82,314   

Saipem S.p.A.*

     406,842  
  27,185   

Schlumberger Ltd.

     1,086,584  
  88,300   

Southwestern Energy Co.*

     194,260  
  15,478   

Suncor Energy, Inc.

     444,219  
  234,254   

Surgutneftegas PJSC ADR

     977,012  
  4,489   

Targa Resources Corp.

     174,667  
  30,240   

Tatneft PJSC*

     320,276  
  58,471   

TC Energy Corp.

     2,862,825  
  15,970   

Tenaris S.A. ADR

     398,931  
  194,083   

Total S.A.

     10,059,357  
  50,929   

Total S.A. ADR

     2,635,066  
  16,805   

Tourmaline Oil Corp.

     221,554  
  93,900   

Trican Well Service Ltd.*

     69,013  
  6,574   

Tullow Oil plc

     15,404  
  1,511   

Vermilion Energy, Inc.(2)

     27,076  
  4,034   

Viper Energy Partners L.P.

     130,137  
  21,182   

WPX Energy, Inc.*

     221,140  
  53,915   

YPF S.A. ADR

     886,902  
       

 

 

 

          74,012,939  
       

 

 

 

    

Food & Staples Retailing - 0.2%

                                   
  1,979   

Andersons, Inc.

     53,136  
  156,376   

J Sainsbury plc

     373,150  
       

 

 

 

          426,286  
       

 

 

 

    

Food, Beverage & Tobacco - 0.5%

  
  1,537   

Adecoagro S.A.*

     10,375  
  4,464   

Archer-Daniels-Midland Co.

     183,381  
  16,242   

Astra Agro Lestari Tbk PT

     11,531  
  6,955   

Australian Agricultural Co., Ltd.*

     4,714  
  11,409   

BRF S.A.*

     99,879  
  112,585   

Bumitama Agri Ltd.

     47,522  
  2,938   

Bunge Ltd.

     171,667  
  38,175   

China Agri-Industries Holdings Ltd.

     11,620  
  1,037   

Darling Ingredients, Inc.*

     21,082  
  33,775   

First Resources Ltd.

     38,259  
  518   

Fresh Del Monte Produce, Inc.

     15,711  
  4,019   

Glanbia plc

     52,499  
  52,900   

Golden Agri-Resources Ltd.

     11,299  
  2,220   

GrainCorp Ltd. Class A

     13,007  
  300   

Hokuto Corp.

     5,114  
  26,420   

Industrias Bachoco S.A.B. de C.V. Class B

     119,653  
  1,330   

Ingredion, Inc.

     102,796  
  12,750   

IOI Corp. Bhd

     12,913  
  1,150   

Kernel Holding S.A.

     14,352  
  6,915   

Kuala Lumpur Kepong Bhd

     39,530  
  1,110   

Lamb Weston Holdings, Inc.

     74,503  
  304   

MGP Ingredients, Inc.

     15,197  
  1,997   

MHP SE GDR

     19,970  
  560   

NH Foods Ltd.

     20,769  


 

The Hartford Global Real Asset Fund (consolidated)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  1,241   

Origin Enterprises plc

   $ 6,802  
  1,011,700   

Perusahaan Perkebunan London Sumatra Indonesia Tbk PT

     76,276  
  666   

Pilgrim’s Pride Corp.*

     18,022  
  246   

Prima Meat Packers Ltd.

     4,605  
  1,014   

S&W Seed Co.*

     3,001  
  7,070   

Sao Martinho S.A.

     37,440  
  635   

Select Harvests Ltd.

     3,229  
  729   

Suedzucker AG

     11,314  
  4,092   

Tate & Lyle plc

     37,477  
  2,974   

Tiger Brands Ltd.

     46,211  
  37,665   

Wilmar International Ltd.

     108,876  
       

 

 

 

          1,470,596  
       

 

 

 

    

Insurance - 0.7%

                                   
  26,079   

Assicurazioni Generali S.p.A.

     486,381  
  29,343   

Dai-ichi Life Holdings, Inc.

     431,373  
  774,292   

Shin Kong Financial Holding Co., Ltd.*

     223,810  
  66,148   

T&D Holdings, Inc.

     742,831  
  34,731   

Tongyang Life Insurance Co., Ltd.

     113,395  
       

 

 

 

          1,997,790  
       

 

 

 

    

Materials - 17.3%

  
  73,126   

Acacia Mining plc*

     200,445  
  276   

Agnico Eagle Mines Ltd.

     14,419  
  15,013   

Alcoa Corp.*

     337,642  
  3,323   

Allegheny Technologies, Inc.*

     72,342  
  162,581   

Alrosa PJSC*

     208,183  
  116,714   

Alumina Ltd.

     185,034  
  169,682   

Aluminum Corp. of China Ltd. Class H*

     55,410  
  3,342   

American Vanguard Corp.

     47,724  
  80,883   

Angang Steel Co., Ltd. Class H

     30,680  
  6,823   

Anglo American Platinum Ltd.

     405,041  
  95,864   

Anglo American plc

     2,349,089  
  484   

AngloGold Ashanti Ltd.

     8,317  
  18,868   

Antofagasta plc

     212,884  
  53,234   

ArcelorMittal

     841,185  
  76,654   

Barrick Gold Corp.

     1,245,816  
  148,706   

BHP Group Ltd.

     4,093,974  
  22,551   

BHP Group Ltd. ADR(2)

     1,238,726  
  94,131   

BHP Group plc

     2,244,415  
  36,048   

BHP Group plc ADR

     1,720,932  
  25,802   

BlueScope Steel Ltd.

     227,732  
  12,903   

Boliden AB

     292,605  
  57,747   

Centerra Gold, Inc.*

     461,171  
  7,364   

CF Industries Holdings, Inc.

     364,960  
  762,437   

China BlueChemical Ltd. Class H

     209,037  
  167,645   

China Molybdenum Co., Ltd. Class H(2)

     47,680  
  537,313   

China Steel Corp.

     413,373  
  114,688   

China Zhongwang Holdings Ltd.

     58,407  
  227   

Cia de Minas Buenaventura SAA ADR

     3,459  
  27,568   

Cia Siderurgica Nacional S.A.

     119,407  
  4,308   

Cleveland-Cliffs, Inc.

     45,923  
  367   

Daido Steel Co., Ltd.

     13,934  
  28,945   

Eldorado Gold Corp.*

     222,876  
  67,351   

Eregli Demir ve Celik Fabrikalari T.A.S.

     89,461  
  5,625   

Feng Hsin Steel Co., Ltd.

     10,314  
  48,091   

First Quantum Minerals Ltd.

     443,087  
  93   

FMC Corp.

     8,037  
  72,629   

Fortescue Metals Group Ltd.

     408,916  
  223   

Franco-Nevada Corp.

     19,380  
  92,960   

Freeport-McMoRan, Inc.

     1,028,138  
  273   

Fresnillo plc

     1,970  
  79,730   

Gerdau S.A. ADR(2)

     283,839  
  539,463   

Glencore plc*

     1,729,960  
  127,126   

Gold Fields Ltd.

     649,284  
  178,901   

Grupo Mexico S.A.B. de C.V. Class B

     438,763  
  100,524   

Harmony Gold Mining Co., Ltd.*

     249,036  


 

The Hartford Global Real Asset Fund (consolidated)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  49,134   

Hindalco Industries Ltd.

   $               135,326  
  54,035   

Hitachi Metals Ltd.

     568,089  
  3,817   

Hyundai Steel Co.

     124,398  
  32,862   

IAMGOLD Corp.*

     119,289  
  5,745   

Imerys S.A.

     240,652  
  75,725   

Impala Platinum Holdings Ltd.*

     403,981  
  191   

Industrias Penoles S.A.B. de C.V.

     1,757  
  316   

International Paper Co.

     13,876  
  7,769   

Intrepid Potash, Inc.*

     29,056  
  2,568   

Jastrzebska Spolka Weglowa S.A.*

     25,792  
  23,964   

JFE Holdings, Inc.

     316,828  
  64,206   

Jiangxi Copper Co., Ltd. Class H

     79,461  
  9,564   

Jindal Steel & Power Ltd.*

     18,632  
  31,105   

JSR Corp.

     513,696  
  35,420   

JSW Steel Ltd.

     121,705  
  3,161   

K+S AG

     51,015  
  6,969   

KGHM Polska Miedz S.A.*

     168,496  
  110,067   

Kinross Gold Corp.*

     442,500  
  12,924   

Kobe Steel Ltd.

     82,924  
  415   

Korea Zinc Co., Ltd.

     154,619  
  2,773   

Kumba Iron Ore Ltd.

     91,261  
  745   

Kumiai Chemical Industry Co., Ltd.

     6,120  
  17,746   

Kyoei Steel Ltd.

     300,579  
  12,481   

LafargeHolcim Ltd.*

     612,599  
  8,484   

Louisiana-Pacific Corp.

     221,772  
  37,918   

Lundin Mining Corp.

     183,585  
  356   

Martin Marietta Materials, Inc.

     88,199  
  2,026   

Maruichi Steel Tube Ltd.

     53,339  
  5,118   

Mitsubishi Materials Corp.

     140,774  
  30,204   

MMC Norilsk Nickel PJSC ADR

     698,316  
  103,261   

MMG Ltd.*

     32,050  
  14,568   

Mosaic Co.

     366,968  
  929   

Newcrest Mining Ltd.

     22,422  
  634   

Newmont Goldcorp Corp.

     23,154  
  339   

Newmont Goldcorp Corp.

     12,357  
  34,726   

Nippon Steel Corp.

     544,057  
  3,595   

Norbord, Inc.

     83,324  
  212,823   

Norsk Hydro ASA

     723,873  
  23,885   

Nucor Corp.

     1,298,866  
  8,826   

Nufarm Ltd.

     29,315  
  4,512   

Nutrien Ltd.

     247,377  
  7,563   

Pacific Metals Co., Ltd.

     143,385  
  125   

Packaging Corp. of America

     12,621  
  279,106   

Petra Diamonds Ltd.*

     37,845  
  87   

Polyus PJSC GDR

     4,406  
  3,443   

POSCO

     648,945  
  52,094   

Press Metal Aluminium Holdings Bhd

     57,290  
  177,533   

Resolute Mining Ltd.

     211,486  
  19,640   

Rio Tinto Ltd.

     1,314,453  
  55,424   

Rio Tinto plc

     3,129,874  
  38,084   

Rio Tinto plc ADR

     2,173,835  
  13,047   

Salzgitter AG

     281,644  
  4,394   

Sasol Ltd.

     95,014  
  61,031   

SEMAFO, Inc.*

     244,623  
  12,114   

Severstal PJSC GDR

     194,914  
  33,024   

Shougang Fushan Resources Group Ltd.

     6,839  
  71,070   

Sinofert Holdings Ltd.*

     7,950  
  245,095   

South32 Ltd.

     520,972  
  12,782   

Southern Copper Corp.

     457,468  
  19,134   

Steel Dynamics, Inc.

     602,912  
  11,140   

Sumitomo Metal Mining Co., Ltd.

     316,421  
  15,773   

Tata Steel Ltd.

     98,541  
  36,122   

Teck Resources Ltd. Class B

     738,971  
  18,472   

thyssenkrupp AG

     236,395  
  42,881   

Tokyo Steel Manufacturing Co., Ltd.

     325,728  
  42,578   

Turquoise Hill Resources Ltd.*

     24,196  


 

The Hartford Global Real Asset Fund (consolidated)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  1,121   

United States Steel Corp.

   $ 16,849  
  145,105   

Vale S.A.

     1,893,872  
  75,288   

Vale S.A. ADR

     977,991  
  66,749   

Vedanta Ltd.

     148,431  
  5,029   

Vicat S.A.

     225,634  
  5,424   

voestalpine AG

     143,190  
  1,068   

Vulcan Materials Co.

     147,758  
  144,165   

Western Areas Ltd.

     213,975  
  524   

Wheaton Precious Metals Corp.

     13,698  
  13,836   

Yamato Kogyo Co., Ltd.

     357,927  
  3,333   

Yara International ASA

     156,149  
  1,254   

Zhaojin Mining Industry Co., Ltd. Class H

     1,458  
  7,212   

Zijin Mining Group Co., Ltd. Class H

     2,886  
       

 

 

 

          48,931,952  
       

 

 

 

    

Media & Entertainment - 0.2%

                                   
  13,700   

Comcast Corp. Class A

     591,429  
       

 

 

 

    

Pharmaceuticals, Biotechnology & Life Sciences - 0.0%

  
  14,387   

Auxly Cannabis Group, Inc.*

     9,484  
  385   

Bayer AG

     24,936  
  1,436   

Genus plc

     46,097  
  1,742   

Green Organic Dutchman Holdings Ltd. UNIT*(3)(4)

     3,973  
  84   

Tilray, Inc.*

     3,429  
       

 

 

 

          87,919  
       

 

 

 

    

Real Estate - 0.7%

  
  3,215   

American Tower Corp. REIT

     680,358  
  30,881   

British Land Co. plc REIT

     190,639  
  5,264   

Equity LifeStyle Properties, Inc. REIT

     654,052  
  6,527   

Five Point Holdings LLC Class A*

     50,976  
  20,393   

Land Securities Group plc REIT

     197,358  
  17,299   

Mitsubishi Estate Co., Ltd.

     318,422  
       

 

 

 

          2,091,805  
       

 

 

 

    

Retailing - 0.3%

  
  80,160   

Petrobras Distribuidora S.A.

     558,716  
  21,014   

Xebio Holdings Co., Ltd.(2)

     232,674  
       

 

 

 

          791,390  
       

 

 

 

    

Semiconductors & Semiconductor Equipment - 0.1%

  
  8,910   

Tokyo Seimitsu Co., Ltd.

     249,851  
       

 

 

 

    

Telecommunication Services - 1.4%

  
  259,231   

BT Group plc

     607,210  
  61,009   

China Mobile Ltd.

     518,843  
  894,384   

China Telecom Corp. Ltd. Class H

     398,922  
  2,398,000   

China Tower Corp. Ltd. Class H(1)

     619,759  
  623,322   

China Unicom Hong Kong Ltd.

     607,274  
  29,127   

KT Corp.

     527,710  
  35,834   

MTN Group Ltd.

     280,626  
  10,631   

NTT DOCOMO, Inc.

     254,904  
       

 

 

 

          3,815,248  
       

 

 

 

    

Transportation - 0.8%

  
  480   

AP Moller - Maersk A/S Class B

     538,967  
  5,560   

Canadian National Railway Co.

     526,258  
  18,932   

D/S Norden A/S

     283,286  
  10,100   

Japan Airport Terminal Co., Ltd.

     417,607  
  1,377   

Kirby Corp.*

     107,902  
  870,424   

Pacific Basin Shipping Ltd.

     178,694  
  132,641   

PostNL N.V.(2)

     227,053  
       

 

 

 

          2,279,767  
       

 

 

 

    

Utilities - 3.3%

  
  9,105   

Avangrid, Inc.

     460,258  
  79,277   

Beijing Enterprises Holdings Ltd.

     387,047  
  251,164   

Centrica plc

     231,218  
  621,620   

China Longyuan Power Group Corp. Ltd. Class H

     380,115  


 

The Hartford Global Real Asset Fund (consolidated)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  10,600   

Cia de Saneamento do Parana

   $ 237,756  
  44,778   

CK Infrastructure Holdings Ltd.

     347,165  
  49,665   

E.ON SE

     494,605  
  8,013   

Edison International

     597,289  
  167,759   

Enel Americas S.A.

     27,680  
  79,687   

Enel S.p.A.

     545,109  
  60,985   

Engie S.A.

     938,528  
  35,499   

ENN Energy Holdings Ltd.

     365,157  
  148,316   

Guangdong Investment Ltd.

     311,722  
  1,256,878   

Huaneng Renewables Corp. Ltd. Class H

     341,613  
  71,497   

Iberdrola S.A.

     678,320  
  2,863   

Innogy SE

     120,276  
  41,313   

National Grid plc

     423,428  
  2,022   

NextEra Energy Partners L.P.(2)

     98,350  
  2,468   

NextEra Energy, Inc.

     511,296  
  4,103   

Sempra Energy

     555,669  
  10,824   

Severn Trent plc

     264,700  
  111,781   

Snam S.p.A.

     548,819  
  8,600   

UGI Corp.

     439,374  
       

 

 

 

          9,305,494  
       

 

 

 

    

Total Common Stocks
(cost $164,097,488)

   $ 162,004,257  
       

 

 

 

Corporate Bonds - 0.6%

  
    

Chemicals - 0.0%

                                   
    

Chemours Co.

  
$   70,000   

7.00%, 05/15/2025

     68,661  
       

 

 

 

    

Construction Materials - 0.1%

  
    

Eagle Materials, Inc.

  
  150,000   

4.50%, 08/01/2026

     152,881  
       

 

 

 

    

Iron/Steel - 0.1%

  
    

AK Steel Corp.

  
  75,000   

7.63%, 10/01/2021

     74,531  
    

United States Steel Corp.

  
  100,000   

6.25%, 03/15/2026

     91,250  
  75,000   

6.65%, 06/01/2037

     63,843  
  10,000   

6.88%, 08/15/2025(2)

     9,725  
       

 

 

 

          239,349  
       

 

 

 

    

Mining - 0.0%

  
    

New Gold, Inc.

  
  105,000   

6.38%, 05/15/2025(1)

     90,825  
       

 

 

 

    

Oil & Gas - 0.3%

  
    

Carrizo Oil & Gas, Inc.

  
  145,000   

6.25%, 04/15/2023(2)

     142,390  
    

Diamondback Energy, Inc.

  
  50,000   

4.75%, 11/01/2024

     51,437  
    

Gazprom OAO Via Gaz Capital S.A.

  
GBP   100,000   

5.34%, 09/25/2020(5)

     126,891  
    

Jagged Peak Energy LLC

  
$   93,000   

5.88%, 05/01/2026

     88,350  
    

Laredo Petroleum, Inc.

  
  165,000   

6.25%, 03/15/2023(2)

     148,087  
    

Noble Energy, Inc.

  
  75,000   

6.00%, 03/01/2041

     86,867  
    

Occidental Petroleum Corp.

  
  50,000   

4.40%, 04/15/2046

     51,182  
    

PDC Energy, Inc.

  
  70,000   

5.75%, 05/15/2026

     67,670  
  30,000   

6.13%, 09/15/2024

     29,625  
    

QEP Resources, Inc.

  
  110,000   

5.38%, 10/01/2022

     102,025  
    

Southwestern Energy Co.

  
  95,000   

7.50%, 04/01/2026

     83,125  


 

The Hartford Global Real Asset Fund (consolidated)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   60,000   

7.75%, 10/01/2027

   $ 52,500  
       

 

 

 

          1,030,149  
       

 

 

 

    

Oil & Gas Services - 0.1%

  
    

Alpha Star Holding Ltd.

                                   
  200,000   

6.25%, 04/20/2022(5)

     194,338  
       

 

 

 

    

Total Corporate Bonds
(cost $1,815,281)

   $ 1,776,203  
       

 

 

 

Foreign Government Obligations - 2.5%

  
    

Argentina - 0.1%

  
    

Argentina POM Politica Monetaria

  
ARS   4,100,000   

61.68%, 06/21/2020(6)

     90,484  
    

Argentine Republic Government International Bond

  
EUR   100,000   

3.38%, 01/15/2023

     88,831  
  125,000   

5.00%, 01/15/2027(5)

     103,485  
       

 

 

 

          282,800  
       

 

 

 

    

Germany - 0.4%

  
    

Deutsche Bundesrepublik Inflation Linked Bond

  
  834,153   

0.10%, 04/15/2026(5)(7)

     1,027,088  
       

 

 

 

    

Greece - 0.0%

  
    

Hellenic Republic Government Bond

  
  18,925,000   

0.00%, 10/15/2042(6)

     87,613  
       

 

 

 

    

Indonesia - 0.3%

  
    

Indonesia Treasury Bond

  
IDR   10,509,000,000   

8.38%, 03/15/2034

     796,463  
       

 

 

 

    

Israel - 0.1%

  
    

Israel Government Bond - CPI Linked

  
ILS   855,138   

1.00%, 05/31/2045(7)

     240,485  
       

 

 

 

    

Italy - 0.1%

  
    

Italy Buoni Poliennali Del Tesoro

  
EUR   251,184   

1.25%, 09/15/2032(1)(5)(7)

     286,581  
       

 

 

 

    

Japan - 0.5%

  
    

Japanese Government CPI Linked Bond

  
JPY   99,165,300   

0.10%, 03/10/2026(7)

     940,137  
  42,155,364   

0.10%, 03/10/2028(7)

     403,574  
       

 

 

 

          1,343,711  
       

 

 

 

    

Mexico - 0.4%

  
    

Mexican Bonos

  
MXN   4,300,300   

8.00%, 11/07/2047

     226,224  
    

Mexican Udibonos

  
  16,564,714   

2.00%, 06/09/2022(7)

     833,854  
  4,025,728   

4.00%, 11/08/2046(7)

     225,497  
       

 

 

 

          1,285,575  
       

 

 

 

    

Nigeria - 0.1%

  
    

Nigeria Government International Bond

  
$   200,000   

7.88%, 02/16/2032(5)

     212,380  
       

 

 

 

    

Russia - 0.5%

  
    

Russian Federal Bond - OFZ

  
RUB   31,350,000   

6.90%, 05/23/2029

     483,154  
    

Russian Federal Inflation Linked Bond - OFZ

  
  28,383,873   

2.50%, 08/16/2023(7)

     432,642  
  44,263,434   

2.50%, 02/02/2028(7)

     649,387  
       

 

 

 

          1,565,183  
       

 

 

 

    

Total Foreign Government Obligations
(cost $7,119,581)

   $ 7,127,879  
       

 

 

 

U.S. Government Securities - 23.6%

  
    

U.S. Treasury Bonds - 3.6%

  
$   604,622   

0.75%, 02/15/2045(7)

   $ 605,766  
  233,380   

0.88%, 02/15/2047(7)

     241,006  


 

The Hartford Global Real Asset Fund (consolidated)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   118,881   

1.00%, 02/15/2046(7)

   $ 126,162  
  754,175   

1.75%, 01/15/2028(7)

     844,537  
  3,245,856   

2.00%, 01/15/2026(7)

     3,604,866  
  1,465,837   

2.38%, 01/15/2025(7)

     1,631,172  
  841,747   

2.38%, 01/15/2027(7)

     971,610  
  974,329   

3.63%, 04/15/2028(7)

     1,249,652  
  679,462   

3.88%, 04/15/2029(7)

     909,007  
       

 

 

 

          10,183,778  
       

 

 

 

    

U.S. Treasury Notes - 20.0%

                                   
  1,082,818   

0.13%, 04/15/2021(7)

     1,069,634  
  3,992,028   

0.13%, 01/15/2022(7)(8)

     3,954,557  
  5,842,097   

0.13%, 01/15/2023(7)

     5,796,394  
  1,950,692   

0.13%, 07/15/2024(7)(8)

     1,944,476  
  1,336,985   

0.13%, 07/15/2026(7)

     1,328,868  
  5,327,148   

0.25%, 01/15/2025(7)

     5,321,916  
  2,667,152   

0.38%, 07/15/2023(7)

     2,682,340  
  2,023,054   

0.38%, 07/15/2025(7)

     2,042,878  
  1,760,803   

0.38%, 01/15/2027(7)

     1,774,626  
  1,270,533   

0.38%, 07/15/2027(7)

     1,284,065  
  1,114,336   

0.50%, 01/15/2028(7)

     1,133,862  
  1,349,501   

0.63%, 07/15/2021(7)

     1,353,756  
  2,537,015   

0.63%, 04/15/2023(7)

     2,559,976  
  5,280,367   

0.63%, 01/15/2024(7)(9)

     5,359,783  
  2,669,134   

0.63%, 01/15/2026(7)

     2,731,003  
  12,062,148   

0.75%, 07/15/2028(7)

     12,585,948  
  2,111,803   

0.88%, 01/15/2029(7)

     2,226,046  
  1,323,264   

1.25%, 07/15/2020(7)

     1,328,041  
       

 

 

 

          56,478,169  
       

 

 

 

          66,661,947  
       

 

 

 

    

Total U.S. Government Securities
(cost $65,495,173)

   $ 66,661,947  
       

 

 

 

Convertible Bonds - 0.0%

  
    

Biotechnology - 0.0%

  
    

Alder Biopharmaceuticals, Inc.

  
  50,000   

2.50%, 02/01/2025

     43,864  
       

 

 

 

    

Oil & Gas - 0.0%

  
    

PDC Energy, Inc.

  
  75,000   

1.13%, 09/15/2021

     69,651  
       

 

 

 

    

Total Convertible Bonds
(cost $116,440)

   $ 113,515  
       

 

 

 

Exchange-Traded Funds - 7.8%

  
    

Other Investment Pools & Funds - 7.8%

  
  220,403   

Energy Select Sector SPDR Fund

     13,819,268  
  63,547   

Invesco Senior Loan ETF(2)

     1,450,143  
  123,938   

iShares Global Energy ETF

     3,896,611  
  507   

SPDR Gold Shares*

     67,537  
  103,860   

VanEck Vectors Gold Miners ETF

     2,752,290  
       

 

 

 

          21,985,849  
       

 

 

 

    

Total Exchange-Traded Funds
(cost $22,420,313)

   $ 21,985,849  
       

 

 

 

Preferred Stocks - 0.1%

  
    

Materials - 0.1%

  
  44,754   

Gerdau S.A.

     161,245  
       

 

 

 

    

Utilities - 0.0%

  
  10,000   

Cia Paranaense de Energia *

     128,788  
       

 

 

 

    

Total Preferred Stocks
(cost $271,220)

   $ 290,033  
       

 

 

 


 

The Hartford Global Real Asset Fund (consolidated)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Total Long-Term Investments
(cost $261,335,496)

      $ 259,959,683  
          

 

 

 

Short-Term Investments - 8.9%

     
    

Other Investment Pools & Funds - 7.8%

                                      
    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio,

     
  21,904,597   

Institutional Class, 2.25%(10)

      $ 21,904,597  
          

 

 

 

    

Securities Lending Collateral - 1.1%

     
  161,314   

Citibank NA DDCA, 2.37%, 8/1/2019(10)

        161,314  
  1,829,847   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional
Class, 2.23%(10)

        1,829,847  
  269,001   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.21%(10)

        269,001  
  256,172   

Invesco Government & Agency Portfolio, Institutional Class, 2.23%(10)

        256,172  
  652,760   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class,
2.25%(10)

        652,760  
  57,188   

Western Asset Institutional Government Class A Fund, Institutional Class, 2.19%(10)

        57,188  
          

 

 

 

             3,226,282  
          

 

 

 

    

Total Short-Term Investments
(cost $25,130,879)

      $ 25,130,879  
          

 

 

 

    

Total Investments Excluding Purchased Options
(cost $286,466,375)

     100.8%      $ 285,090,562  
    

Total Purchased Options
(cost $6,982)

     0.0%      $ 4,797  
       

 

 

 

  

 

 

 

    

Total Investments
(cost $286,473,357)

     100.8%      $ 285,095,359  
    

Other Assets and Liabilities

     (0.8)%        (2,203,964
       

 

 

 

  

 

 

 

    

Total Net Assets

     100.0%      $ 282,891,395  
       

 

 

 

  

 

 

 

 

Note:

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

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

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

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

The Consolidated Schedule of Investments includes investments held by The Hartford Cayman Global Real-Asset Fund, Ltd. (the “Subsidiary”), a wholly owned subsidiary of the Fund, which primarily invests in commodity-related instruments. The Fund may invest up to 25% of its total assets in the Subsidiary. As of July 31, 2019, the Fund invested 14.7% of its total assets in the Subsidiary.

 

*

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 July 31, 2019, the aggregate value of these securities was $1,253,649, representing 0.4% of net assets.

(2)

Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments for securities lending information.

(3)

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 July 31, 2019, the aggregate fair value of this security was $3,973, which represented 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

(4)

Investment valued using significant unobservable inputs.

(5)

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 July 31, 2019, the aggregate value of these securities was $1,950,763, representing 0.7% of net assets.


 

The Hartford Global Real Asset Fund (consolidated)

 

 

Schedule of Investments – (continued)

July 31, 2019 (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)

The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

(8)

This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.

(9)

This security, or a portion of this security, has been pledged as collateral in connection with centrally cleared swap contracts.

(10)

Current yield as of period end.

 

            OTC Option Contracts Outstanding at July 31, 2019                       
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

                          

Corn Future Option

        450.00        USD    08/23/19           6  USD        30,000      $ 675      $ 2,977      $ (2,302
                 

 

 

    

 

 

    

 

 

    

 

 

 

Puts

                          

LME Nickel Future

                          

Option

        13,500.00        USD    09/04/19           3  USD        18      $ 4,122      $ 4,005      $ 117  
                 

 

 

    

 

 

    

 

 

    

 

 

 

Total purchased option contracts

 

                      30,018      $       4,797      $   6,982      $         (2,185)  
                 

 

 

    

 

 

    

 

 

    

 

 

 

 

                        Futures  Contracts Outstanding at July 31, 2019  
Description    Number
of
Contracts
             Expiration Date     

Current

Notional
Amount

     Value and
Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

              

Brent Crude Oil Future

     94           08/30/2019      $           6,114,700      $               99,633  

Brent Crude Oil Future

     4           11/29/2019        254,760        6,553  

Coffee ‘C’ Future

     4           12/18/2019        154,950        (467

Coffee ‘C’ Future

     30           09/26/2019        1,999,500        (34,306

Copper Future

     9           12/27/2019        602,100        (7,486

Corn Future

     25           12/13/2019        512,500        (33,792

Cotton No. 2 Future

     35           12/06/2019        1,117,200        (45,497

Gasoline RBOB Future

     4           08/30/2019        312,950        17,299  

Gasoline RBOB Future

     2           10/31/2019        140,129        4,255  

Gold 100oz Future

     6           10/29/2019        859,080        20,486  

Gold 100oz Future

     13           12/27/2019        1,869,140        4,148  

KC Hard Red Winter Wheat Future

     17           09/13/2019        359,337        (43,691

LME Copper Future

     4           09/18/2019        592,175        3,485  

LME Copper Future

     3           12/18/2019        445,087        (8,233

LME Nickel Future

     6           09/18/2019        522,252        80,443  

LME Nickel Future

     3           11/18/2019        261,054        5,805  

LME Nickel Future

     1           12/18/2019        87,150        3,021  

LME Primary Aluminum Future

     17           09/18/2019        760,856        (28,482

LME Primary Aluminum Future

     1           12/18/2019        45,319        (664

LME Zinc Future

     1           09/18/2019        61,263        (8,416

LME Zinc Future

     8           11/20/2019        489,000        926  

LME Zinc Future

     4           12/18/2019        244,400        (7,112

Lean Hogs Future

     6           10/14/2019        170,400        (8,892

Lean Hogs Future

     2           12/13/2019        56,220        (3,971

Live Cattle Future

     24           10/31/2019        1,033,440        (18,187

Live Cattle Future

     3           12/31/2019        134,670        (2,500

Low Sulphur Gas Oil Future

     3           09/12/2019        181,125        (1,881

NY Harbor ULSD Future

     2           08/30/2019        165,539        341  

NY Harbor ULSD Future

     1           10/31/2019        83,156        1,676  

Natural Gas Future

     30           08/28/2019        669,900        (7,014

Natural Gas Future

     19           09/26/2019        427,500        (13,840

Natural Gas Future

     5           10/29/2019        116,500        (3,029

Natural Gas Future

     5           01/29/2020      $ 130,550      $ (717


 

The Hartford Global Real Asset Fund (consolidated)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

Platinum Future

     8        01/29/2020        353,560        6,654  

Silver Future

     2        09/26/2019        164,050        7,796  

Soybean Future

     9                09/13/2019        391,050        (9,668

Soybean Future

     20        11/14/2019        881,500        (54,041

Soybean Meal Future

     15        12/13/2019        458,100        (24,907

Soybean Oil Future

     5        12/13/2019        84,690        (4

Sugar No. 11 Future

     15        09/30/2019        205,128        (6,592

U.S. Treasury 5-Year Note Future

     10        09/30/2019        1,175,547        8,627  

WTI Crude Future

     10        09/20/2019        586,300        22,002  
           

 

 

 

Total

            $             (80,239
           

 

 

 

Short position contracts:

           

Cattle Feeder Future

     1        09/26/2019      $ 71,225      $ 347  

Coffee ‘C’ Future

     2        03/19/2020        80,287        5,444  

Euro-Bund Future

     4        09/06/2019        775,210        (17,804

ICE NewCastle Coal Future

     1        08/30/2019        69,450        22,388  

ICE NewCastle Coal Future

     1        09/27/2019        72,300        19,838  

Japanese 10-Year Bond Future

     1        09/12/2019        1,413,733        (3,316

KC Hard Red Winter Wheat Future

     3        03/13/2020        68,587        3,355  

LME Copper Future

     3        09/18/2019        444,131        3,529  

LME Nickel Future

     5        09/18/2019        435,210        (36,293

LME Primary Aluminum Future

     6        09/18/2019        268,538        3,376  

LME Primary Aluminum Future

     3        12/16/2020        142,631        (365

LME Zinc Future

     1        09/18/2019        61,262        (440

LME Zinc Future

     1        11/20/2019        61,125        430  

LME Zinc Future

     3        12/18/2019        183,300        18,886  

LME Zinc Future

     1        12/14/2020        60,725        6,042  

Mini-10-Year JGB Future

     1        09/11/2019        141,392        (334

NY Harbor ULSD Future

     1        05/29/2020        80,766        (1,641

Natural Gas Future

     10        03/27/2020        236,000        2,871  

Sugar No. 11 Future

     6        02/28/2020        88,704        (2,392

U.S. Treasury 10-Year Note Future

     131        09/19/2019        16,692,266        (133,071

U.S. Treasury Ultra Bond Future

     7        09/19/2019        1,242,938        (42,094

WTI Crude Future

     1        11/19/2021        53,110        (204

Wheat Future

     10        09/13/2019        243,625        26,155  
           

 

 

 

Total

            $ (125,293
           

 

 

 

    

           
           

 

 

 

    Total futures contracts

            $ (205,532
           

 

 

 

OTC Credit Default Swap Contracts Outstanding at July 31, 2019

 

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-.7

  GSC   USD   150,000   (3.00%)   01/17/47   Monthly   $ 8,339     $               —     $ 3,429     $ (4,910

CMBX.NA.BBB-.8

  GSC   USD   150,000   (3.00%)   10/17/57   Monthly     12,601             7,031       (5,570
             

 

 

   

 

 

   

 

 

   

 

 

 

Total

              $ 20,940     $     $       10,460     $ (10,480
             

 

 

   

 

 

   

 

 

   

 

 

 
                            
             

 

 

   

 

 

   

 

 

   

 

 

 

Total traded indices

          $     20,940     $     $ 10,460     $         (10,480
             

 

 

   

 

 

   

 

 

   

 

 

 

Credit default swaps on single-name issues:

             

Buy protection:

                   

Republic of Colombia

  GSC   USD   300,000   (1.00%)   06/20/24   Quarterly   $     $ (2,212   $ (2,491   $ (279

Republic of Colombia

  GSC   USD   285,000   (1.00%)   06/20/24   Quarterly           (1,974     (2,367     (393

Republic of Indonesia

  HSBC     USD   285,000   (1.00%)   06/20/24   Quarterly           (2,157     (3,195     (1,038

Republic of Indonesia

  JPM   USD   300,000   (1.00%)   06/20/24   Quarterly           (1,852     (3,363     (1,511

Republic of Malaysia

  HSBC   USD   280,000   (1.00%)   06/20/24   Quarterly           (6,643     (7,158     (515


 

The Hartford Global Real Asset Fund (consolidated)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

Republic of Malaysia

  JPM   USD   300,000   (1.00%)   06/20/24   Quarterly   $     $ (6,607   $ (7,669   $ (1,062

Republic of South Africa Government International Bond

  JPM   USD   295,000   (1.00%)   06/20/24   Quarterly     7,846             9,472       1,626  

Republic of South Africa Government International Bond

  JPM   USD   300,000   (1.00%)   06/20/24   Quarterly     8,490             9,633       1,143  

Russian Federation

  GSC   USD   285,000   (1.00%)   06/20/24   Quarterly     589             (483     (1,072

Russian Federation

  JPM   USD   300,000   (1.00%)   06/20/24   Quarterly     1,097             (509     (1,606
             

 

 

   

 

 

   

 

 

   

 

 

 

Total

              $     18,022     $     (21,445   $       (8,130   $ (4,707
             

 

 

   

 

 

   

 

 

   

 

 

 

Credit default swaps on single-name issues:

           

Sell protection:

                   

AK Steel Corp.

  GSC   USD   75,000   5.00%   12/20/23   Quarterly   $ 635     $               —     $ (6,199   $ (6,834
             

 

 

   

 

 

   

 

 

   

 

 

 

    

                   
             

 

 

   

 

 

   

 

 

   

 

 

 

Total single-name issues

        $ 18,657     $ (21,445   $ (14,329   $          (11,541
             

 

 

   

 

 

   

 

 

   

 

 

 

    

                   
             

 

 

   

 

 

   

 

 

   

 

 

 

Total OTC contracts

        $ 39,597     $ (21,445   $ (3,869   $ (22,021
             

 

 

   

 

 

   

 

 

   

 

 

 

 

(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 July 31, 2019

 

Reference Entity           

Notional

Amount (a)

    

(Pay)/Receive

Fixed Rate

   

Expiration

Date

    

Periodic

Payment

Frequency

       Cost Basis           Value †        

Unrealized

Appreciation/

(Depreciation)

 

Credit default swaps on indices:

 

            

   Buy protection:

               

ITRAXX.EUR.31.V2

     EUR        5,205,000        (1.00%)       06/20/24        Quarterly      $ (131,096   $ (146,686   $ (15,590
                

 

 

   

 

 

   

 

 

 

    

                    
                

 

 

   

 

 

   

 

 

 

Total

            $ (131,096   $ (146,686   $ (15,590
                

 

 

   

 

 

   

 

 

 

 

(a)

The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.

OTC Total Return Swap Contracts Outstanding at July 31, 2019

 

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)

 
Bloomberg Commodity Index   MSC   USD   370,087   —       01/31/20    Annual    $     $     $ 224     $ 224  
Bloomberg Corn Subindex   JPM   USD   49,113   0.12%   12/02/19   Monthly                       0  
Bloomberg Silver Subindex   JPM   USD   43,697   0.07%   10/31/19   Monthly                    —             (3     (3
Bloomberg Soybean Meal Subindex   BCYY     USD   34,761   0.35%   08/30/19   Monthly                          —                     —                         0  
Bloomberg Soybean Meal Subindex   MSC   USD   25,450   0.40%   12/31/19   Monthly                       0  
Bloomberg Wheat Subindex   BCLY   USD   38,116   —       10/31/19   Monthly     586             586       0  
Markit iBoxx USD Liquid Leveraged Loan Index   GSC   USD   1,350,000   —       09/20/19   Quarterly           (5,161     13,584       18,745  
MSCB.BE.04   MSC   USD   371,273   0.01%   01/31/20    Annual                  (135     (135
Phys Uranium 308 Phys Spot   GSC   USD   275,681   —       12/31/19   Matuirty                 1,631       1,631  


 

The Hartford Global Real Asset Fund (consolidated)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

S&P SPGCINP

  GSC   USD   64,073   0.10%   11/29/19   Monthly   $     $     $             —     $                   0  

Silver Spot Index

  GSC   USD   10,604   (1.00%)   12/02/19   Matuirty                    —                      —       1,346       1,346  
             

 

 

   

 

 

   

 

 

   

 

 

 

   Total

              $              586     $ (5,161   $          17,233     $              21,808  
             

 

 

   

 

 

   

 

 

   

 

 

 

Foreign Currency Contracts Outstanding at July 31, 2019

      Amount and Description      

of Currency to be

Purchased

  

Amount and Description
of Currency to be

Sold

           Counterparty           

Settlement

Date

         Appreciation            Depreciation      
  1,895,000      AUD      1,309,814      USD    HSBC      08/30/19      $      $ (12,383
  5,180,000      BRL      1,340,684      USD    MSC      08/02/19        16,441         
  5,180,000      BRL      1,375,867      USD    BOA      08/02/19               (18,742
  5,180,000      BRL      1,363,391      USD    BOA      09/04/19               (9,408
  1,800,000      CAD      1,367,726      USD    UBS      08/30/19               (3,004
  5,009,400,000      COP      1,552,725      USD    BNP      08/30/19               (28,805
  581,000      EUR      648,932      USD    GSC      08/30/19               (4,126
  2,250,000      GBP      2,809,629      USD    JPM      08/30/19               (69,130
  10,931,000,000      IDR      778,472      USD    BNP      08/30/19               (1,378
  46,195,000      JPY      425,997      USD    BMO      08/30/19               (388
  3,570,000      NOK      413,235      USD    BNP      08/30/19               (9,775
  2,515,000      PEN      763,046      USD    GSC      08/28/19               (2,686
  43,040,000      RUB      678,945      USD    GSC      08/30/19               (5,724
  1,375,867      USD      5,180,000      BRL    MSC      08/02/19        18,742         
  1,366,755      USD      5,180,000      BRL    BOA      08/02/19        9,630         
  13,911,264      USD      12,455,000      EUR    GSC      08/30/19        88,450         
  134,862      USD      108,000      GBP    JPM      08/30/19        3,318         
  579,938      USD      8,143,251,000      IDR    BNP      08/30/19        1,027         
  527,179      USD      1,856,000      ILS    MSC      08/30/19               (2,373
  5,221,736      USD      566,244,000      JPY    BMO      08/30/19        4,753         
  1,238,280      USD      23,661,000      MXN    RBC      08/30/19        10,161         
  1,576,322      USD      99,927,000      RUB    GSC      08/30/19        13,290         
  29,060,000      ZAR      2,079,904      USD    HSBC      08/30/19               (61,668
      Total                                       $ 165,812      $ (229,590

 

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

 

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

BCLY

   Barclays   

BMO

   Bank of Montreal   

BNP

   BNP Paribas Securities Services                                                                

BOA

   Banc of America Securities LLC   

GSC

   Goldman Sachs & Co.   

HSBC

   HSBC Bank USA   

JPM

   JP Morgan Chase & Co.   

MSC

   Morgan Stanley   

RBC

   RBC Dominion Securities, Inc.   

UBS

   UBS AG   
Currency Abbreviations:           

ARS

   Argentine Peso   

AUD

   Australian Dollar   

BRL

   Brazilian Real   

CAD

   Canadian Dollar   

COP

   Colombian Peso   

EUR

   Euro   

GBP

   British Pound   

IDR

   Indonesian Rupiah   

ILS

   Israeli Shekel   

JPY

   Japanese Yen   

MXN

   Mexican Peso   

NOK

   Norwegian Krone   

PEN

   Peruvian Sol   

RUB

   Russian Ruble   


 

The Hartford Global Real Asset Fund (consolidated)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

     
USD    United States Dollar   
ZAR    South African Rand   
Index Abbreviations:           
CMBX.NA    Markit Commercial Mortgage Backed North American   
CPI    Consumer Price Index   
ITRAXX.EUR    Markit iTraxx - Europe   
S&P    Standard & Poors   
   Markit iBoxx Indices - Euro, Sterling, Asian, US Dollar and European High-Yield
iBoxx    Bond Markets   
Other Abbreviations:           
ADR    American Depositary Receipt   
DDCA    Dollars on Deposit in Custody Account   
ETF    Exchange-Traded Fund   
GDR    Global Depositary Receipt   
MTN    Medium Term Note   
OTC    Over-the-Counter   
PJSC    Private Joint Stock Company   
PT    Perseroan Terbatas   
REIT    Real Estate Investment Trust   
SPDR    Standard & Poor’s Depositary Receipt   


 

The Hartford Global Real Asset Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2019 in valuing the Fund’s investments.

 

Description    Total     Level 1     Level 2     Level 3(1)  

Assets

        

Common Stocks

        

Automobiles & Components

   $ 341,615     $     $ 341,615     $  

Banks

     6,697,043             6,697,043        

Capital Goods

     5,033,782       3,159,927       1,873,855        

Commercial & Professional Services

     952,484       318,399       634,085        

Consumer Durables & Apparel

     1,181,650       1,181,650              

Diversified Financials

     1,745,217       579,336       1,165,881        

Energy

     74,012,939       41,401,503       32,611,436        

Food & Staples Retailing

     426,286       53,136       373,150        

Food, Beverage & Tobacco

     1,470,596       1,050,223       420,373        

Insurance

     1,997,790             1,997,790        

Materials

     48,931,952       20,287,137       28,644,815        

Media & Entertainment

     591,429       591,429              

Pharmaceuticals, Biotechnology & Life Sciences

     87,919       12,913       71,033       3,973  

Real Estate

     2,091,805       1,385,386       706,419        

Retailing

     791,390       558,716       232,674        

Semiconductors & Semiconductor Equipment

     249,851             249,851        

Telecommunication Services

     3,815,248       156,114       3,659,134        

Transportation

     2,279,767       634,160       1,645,607        

Utilities

     9,305,494       3,047,948       6,257,546        

Corporate Bonds

     1,776,203             1,776,203        

Foreign Government Obligations

     7,127,879             7,127,879        

U.S. Government Securities

     66,661,947             66,661,947        

Convertible Bonds

     113,515             113,515        

Exchange-Traded Funds

     21,985,849       21,985,849              

Preferred Stocks

     290,033       290,033              

Short-Term Investments

     25,130,879       25,130,879              

Purchased Options

     4,797       4,797              

Foreign Currency Contracts(2)

     165,812             165,812        

Futures Contracts(2)

     405,811       405,811              

Swaps - Credit Default(2)

     2,769             2,769        

Swaps - Total Return(2)

     21,946             21,946        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $       285,691,697     $       122,235,346     $       163,452,378     $             3,973  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

        

Foreign Currency Contracts(2)

   $ (229,590   $     $ (229,590   $  

Futures Contracts(2)

     (611,343     (611,343            

Swaps - Credit Default(2)

     (40,380           (40,380      

Swaps - Total Return(2)

     (138           (138      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (881,451   $ (611,343   $ (270,108   $  
  

 

 

   

 

 

   

 

 

   

 

 

 

(1) For the period ended July 31, 2019, there were no transfers in and out of Level 3.

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

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended July 31, 2019 is not presented.


 

The Hartford Growth Allocation Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Shares or Principal Amount        Market Value    

Affiliated Investment Companies - 99.8%

    
    

Domestic Equity Funds - 59.5%

                                     
  3,302,852   

Hartford Core Equity Fund, Class F

     $ 108,366,582  
  1,725,209   

Hartford Multifactor US Equity ETF

       55,793,259  
  2,941,066   

Hartford Small Cap Value Fund, Class F

       30,292,980  
  3,736,611   

The Hartford Equity Income Fund, Class F

       72,490,254  
  821,749   

The Hartford Growth Opportunities Fund, Class F

       36,025,487  
  956,625   

The Hartford MidCap Fund, Class F

       30,946,820  
  1,352,892   

The Hartford Small Company Fund, Class F

       30,223,599  
         

 

 

 

    

Total Domestic Equity Funds
(cost $334,165,800)

     $ 364,138,981  
         

 

 

 

    

International/Global Equity Funds - 20.8%

    
  1,187,648   

Hartford Emerging Markets Equity Fund, Class F

       10,451,302  
  1,528,307   

Hartford Multifactor Developed Markets (ex-US) ETF

       42,135,424  
  4,971,772   

Hartford Schroders International Multi-Cap Value Fund, Class F

       43,353,849  
  2,047,788   

The Hartford International Opportunities Fund, Class F

       31,310,679  
         

 

 

 

    

Total International/Global Equity Funds
(cost $131,493,770)

     $ 127,251,254  
         

 

 

 

    

Multi-Strategy Funds - 3.5%

    
  2,461,187   

The Hartford Global Real Asset Fund, Class F

       21,781,509  
         

 

 

 

    

Total Multi-Strategy Funds
(cost $22,041,301)

     $ 21,781,509  
         

 

 

 

    

Taxable Fixed Income Funds - 16.0%

    
  780,714   

Hartford Schroders Emerging Markets Multi-Sector Bond Fund, Class F

       7,338,709  
  439,354   

Hartford Short Duration ETF

       17,897,085  
  366,562   

Hartford Total Return Bond ETF

       14,988,720  
  2,466,899   

The Hartford Quality Bond Fund, Class F

       24,693,655  
  921,394   

The Hartford Strategic Income Fund, Class F

       7,988,483  
  2,323,291   

The Hartford World Bond Fund, Class F

       25,114,778  
         

 

 

 

    

Total Taxable Fixed Income Funds
(cost $96,272,750)

     $ 98,021,430  
         

 

 

 

    

Total Affiliated Investment Companies
(cost $583,973,621)

     $ 611,193,174  
         

 

 

 

Short-Term Investments - 0.2%

    
    

Other Investment Pools & Funds - 0.2%

    
  1,229,652   

BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 2.27%(1)

       1,229,652  
         

 

 

 

    

Total Short-Term Investments
(cost $1,229,652)

     $ 1,229,652  
         

 

 

 

    

Total Investments
(cost $585,203,273)

     100.0   $ 612,422,826  
    

Other Assets and Liabilities

     0.0     (176,279
       

 

 

 

 

 

 

 

    

Total Net Assets

     100.0   $ 612,246,547  
       

 

 

 

 

 

 

 

 

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.

 

(1)

Current yield as of period end.

 

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)                                         


 

The Hartford Growth Allocation Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

Other Abbreviations:     

ETF

                  Exchange-Traded Fund


 

The Hartford Growth Allocation Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2019 in valuing the Fund’s investments.

 

Description    Total      Level 1      Level 2      Level 3(1)  

Assets

           

Affiliated Investment Companies

   $       611,193,174      $ 611,193,174      $      $  

Short-Term Investments

     1,229,652        1,229,652                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 612,422,826      $       612,422,826      $                     —      $                     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended July 31, 2019, there were no transfers in and out of Level 3.


 

The Hartford Healthcare Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Shares or Principal Amount    Market Value    

Common Stocks - 95.4%

  
    

Biotechnology - 23.9%

                                   
  106,121   

Aimmune Therapeutics, Inc.*

   $ 2,042,829  
  851,474   

Alder Biopharmaceuticals, Inc.*

     8,616,917  
  715,633   

Alkermes plc*

     16,574,060  
  143,139   

Alnylam Pharmaceuticals, Inc.*

     11,106,155  
  155,548   

Arena Pharmaceuticals, Inc.*

     9,749,749  
  181,276   

Assembly Biosciences, Inc.*

     2,265,950  
  155,295   

Audentes Therapeutics, Inc.*

     6,044,081  
  135,359   

Bluebird Bio, Inc.*

     17,763,162  
  221,407   

Calithera Biosciences, Inc.*

     938,766  
  771,877   

Coherus Biosciences, Inc.*

     12,982,971  
  77,471   

Cyclerion Therapeutics, Inc.*

     719,706  
  370,141   

CytomX Therapeutics, Inc.*

     3,816,154  
  295,560   

Forty Seven, Inc.*

     2,630,484  
  363,993   

G1 Therapeutics, Inc.*

     9,030,666  
  65,273   

Galapagos N.V.*

     11,325,536  
  59,160   

Genmab A/S*

     10,956,782  
  218,107   

Genus plc

     7,001,513  
  211,410   

Global Blood Therapeutics, Inc.*

     11,585,268  
  434,966   

GlycoMimetics, Inc.*

     4,014,736  
  217,064   

Heron Therapeutics, Inc.*

     3,785,596  
  105,093   

Incyte Corp.*

     8,924,498  
  829,918   

Ironwood Pharmaceuticals, Inc.*

     8,822,028  
  221,759   

Karyopharm Therapeutics, Inc.*(3)

     1,953,697  
  2,600   

Madrigal Pharmaceuticals, Inc.*

     226,954  
  413,857   

Medicines Co.*

     14,832,635  
  773,601   

Momenta Pharmaceuticals, Inc.*

     8,741,691  
  292,240   

Myovant Sciences Ltd.*

     2,104,128  
  171,998   

Neon Therapeutics, Inc.*

     491,914  
  96,725   

ObsEva S.A.*

     869,558  
  414,306   

PhaseBio Pharmaceuticals, Inc.*(3)

     3,235,730  
  461,261   

Portola Pharmaceuticals, Inc.*(3)

     12,306,444  
  274,237   

Ra Pharmaceuticals, Inc.*

     9,335,027  
  146,105   

Radius Health, Inc.*

     3,135,413  
  1,515,945   

Rigel Pharmaceuticals, Inc.*

     3,456,355  
  266,802   

Seattle Genetics, Inc.*

     20,199,579  
  578,601   

Syndax Pharmaceuticals, Inc.*

     5,554,570  
  88,063   

Ultragenyx Pharmaceutical, Inc.*

     5,306,676  
  190,604   

UroGen Pharma Ltd.*(3)

     6,499,596  
  181,047   

Vertex Pharmaceuticals, Inc.*

     30,166,051  
  255,204   

Zai Lab Ltd. ADR*

     8,197,152  
  87,928   

Zealand Pharma A/S ADR*(3)

     1,978,380  
       

 

 

 

          309,289,157  
       

 

 

 

    

Health Care Distributors - 0.4%

  
  1,262,400   

Sinopharm Group Co., Ltd. Class H

     4,666,580  
       

 

 

 

    

 

Health Care Equipment - 23.1%

  
  845,009   

Abbott Laboratories

     73,600,284  
  198,172   

AtriCure, Inc.*

     6,357,358  
  205,931   

Baxter International, Inc.

     17,292,026  
  1,092,560   

Boston Scientific Corp.*

     46,390,097  
  265,706   

Danaher Corp.

     37,331,693  
  127,069   

Edwards Lifesciences Corp.*

     27,046,637  
  90,991   

iRhythm Technologies, Inc.*

     7,564,992  
  450,369   

Medtronic plc

     45,910,616  
  197,222   

NuVasive, Inc.*

     13,134,985  
  377,207   

Smith & Nephew plc

     8,539,517  
  123,458   

Zimmer Biomet Holdings, Inc.

     16,682,879  
       

 

 

 

          299,851,084  
       

 

 

 

    

Health Care Facilities - 3.9%

  
  325,497   

Acadia Healthcare Co., Inc.*

     10,396,374  
  224,217   

HCA Healthcare, Inc.

     29,935,212  


 

The Hartford Healthcare Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  329,604   

NMC Health plc(3)

   $ 9,843,016  
       

 

 

 

          50,174,602  
       

 

 

 

    

Health Care Services - 0.6%

                                   
  30,061   

Amedisys, Inc.*

     4,145,111  
  68,291   

Fresenius SE & Co. KGaA

     3,412,321  
       

 

 

 

          7,557,432  
       

 

 

 

    

Health Care Supplies - 0.3%

  
  20,046   

Alcon, Inc.*

     1,160,856  
  131,000   

Asahi Intecc Co., Ltd.

     3,423,200  
       

 

 

 

          4,584,056  
       

 

 

 

    

Health Care Technology - 1.5%

  
  6,100   

Health Catalyst, Inc.

     269,925  
  338,264   

HMS Holdings Corp.*

     11,805,414  
  6,100   

Livongo Health, Inc.*

     269,925  
  10,400   

Phreesia, Inc.*(3)

     284,232  
  99,671   

Teladoc Health, Inc.*(3)

     6,801,549  
       

 

 

 

          19,431,045  
       

 

 

 

    

Life Sciences Tools & Services - 6.4%

  
  15,325   

Adaptive Biotechnologies Corp.*

     590,779  
  420,700   

Avantor, Inc.*

     7,400,113  
  38,240   

Bio-Techne Corp.

     8,036,136  
  804,040   

Frontage Holdings Corp.*(3)(4)

     348,191  
  46,463   

ICON plc*

     7,256,127  
  22,306   

Tecan Group AG

     5,667,250  
  160,148   

Thermo Fisher Scientific, Inc.

     44,469,897  
  1,043,245   

WuXi AppTec Co., Ltd. Class H(3)(4)

     9,675,285  
       

 

 

 

          83,443,778  
       

 

 

 

    

Managed Health Care - 11.1%

  
  204,229   

Anthem, Inc.

     60,167,906  
  65,994   

Humana, Inc.

     19,583,720  
  44,980   

Molina Healthcare, Inc.*

     5,972,444  
  154,631   

UnitedHealth Group, Inc.

     38,504,665  
  68,348   

WellCare Health Plans, Inc.*

     19,632,963  
       

 

 

 

          143,861,698  
       

 

 

 

    

Pharmaceuticals - 24.2%

  
  19,405   

Allergan plc

     3,114,503  
  567,781   

Amneal Pharmaceuticals, Inc.*

     2,078,078  
  801,191   

AstraZeneca plc ADR

     34,779,701  
  1,010,607   

Bristol-Myers Squibb Co.

     44,881,057  
  96,330   

Chugai Pharmaceutical Co., Ltd.

     6,892,121  
  184,775   

Daiichi Sankyo Co., Ltd.

     11,228,231  
  212,175   

Dermira, Inc.*

     1,869,262  
  237,795   

Eisai Co., Ltd.

     12,852,271  
  168,864   

Elanco Animal Health, Inc.*

     5,565,757  
  391,786   

Eli Lilly & Co.

     42,685,085  
  53,156   

Hikma Pharmaceuticals plc

     1,185,876  
  108,050   

Hutchison China MediTech Ltd. ADR*

     2,259,326  
  74,855   

Kala Pharmaceuticals, Inc.*

     440,147  
  166,643   

Laboratorios Farmaceuticos Rovi S.A.

     3,855,504  
  906,244   

MediWound Ltd.*

     2,555,608  
  630,709   

Mylan N.V.*

     13,181,818  
  163,537   

MyoKardia, Inc.*

     8,901,319  
  95,941   

Novartis AG

     8,797,677  
  287,605   

Odonate Therapeutics, Inc.*

     11,719,904  
  306,845   

Ono Pharmaceutical Co., Ltd.

     5,567,139  
  1,580,958   

Pfizer, Inc.

     61,404,409  
  291,906   

Revance Therapeutics, Inc.*

     3,672,177  
  82,970   

Takeda Pharmaceutical Co., Ltd.

     2,855,486  
  379,240   

Teva Pharmaceutical Industries Ltd. ADR*

     3,007,373  
  154,929   

Tricida, Inc.*(3)

     4,889,559  
  119,748   

UCB S.A.

     9,337,527  


 

The Hartford Healthcare Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    168,125     

WaVe Life Sciences Ltd.*(3)

      $ 3,599,556  
          

 

 

 

             313,176,471  
          

 

 

 

    

Total Common Stocks
(cost $1,045,698,156)

      $ 1,236,035,903  
          

 

 

 

Rights - 0.0%

     
    

Pharmaceuticals, Biotechnology & Life Sciences- 0.0%

                                      
    66,213     

Clementia Pharmaceuticals, Inc.*(1)(2)

        89,388  
          

 

 

 

    

Total Rights
(cost $ 89,388)

      $ 89,388  
          

 

 

 

Short-Term Investments - 7.6%

     
    

Other Investment Pools & Funds - 5.0%

     
    65,165,096     

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.25%(5)

        65,165,096  
          

 

 

 

                  
    

Securities Lending Collateral - 2.6%

     
    1,688,487     

Citibank NA DDCA, 2.37%, 8/1/2019(5)

        1,688,487  
    19,153,145     

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.23%(5)

        19,153,145  
    2,815,652     

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.21%(5)

        2,815,652  
    2,681,372     

Invesco Government & Agency Portfolio, Institutional Class, 2.23%(5)

        2,681,372  
    6,832,483     

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.25%(5)

        6,832,483  
    598,596     

Western Asset Institutional Government Class A Fund, Institutional Class, 2.19%(5)

        598,596  
          

 

 

 

             33,769,735  
          

 

 

 

    

Total Short-Term Investments
(cost $98,934,831)

      $ 98,934,831  
          

 

 

 

    

Total Investments
(cost $1,144,722,375)

     103.0%      $ 1,335,060,122  
    

Other Assets and Liabilities

     (3.0)%        (39,178,632
       

 

 

    

 

 

 

    

Total Net Assets

     100.0%      $ 1,295,881,490  
       

 

 

    

 

 

 

 

Note:

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

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

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

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

 

*

Non-income producing.

(1)

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 July 31, 2019, the aggregate fair value of this security was $89,388, 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)

Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments for securities lending information.

(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 July 31, 2019, the aggregate value of these securities was $10,023,476, representing 0.8% of net assets.

(5)

Current yield as of period end.


 

The Hartford Healthcare Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)     

Other Abbreviations:

  

ADR

   American Depositary Receipt   

DDCA

   Dollars on Deposit in Custody Account   


 

The Hartford Healthcare Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2019 in valuing the Fund’s investments.

 

Description    Total    Level 1    Level 2    Level 3(1)

Assets

           

Common Stocks

           

Biotechnology

   $ 309,289,157      $ 280,005,326      $ 29,283,831      $    

Health Care Distributors

     4,666,580               4,666,580         

Health Care Equipment

     299,851,084        291,311,567        8,539,517         

Health Care Facilities

     50,174,602        40,331,586        9,843,016         

Health Care Services

     7,557,432        4,145,111        3,412,321         

Health Care Supplies

     4,584,056               4,584,056         

Health Care Technology

     19,431,045        19,431,045                

Life Sciences Tools & Services

     83,443,778        77,776,528        5,667,250         

Managed Health Care

     143,861,698        143,861,698                

Pharmaceuticals

     313,176,471        254,460,143        58,716,328         

Right

     89,388                      89,388  

Short-Term Investments

     98,934,831        98,934,831                
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

 

Total

   $   1,335,060,122      $   1,210,257,835      $      124,712,899      $           89,388  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

(1) For the period ended July 31, 2019, there were no transfers in and out of Level 3.

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended July 31, 2019 is not presented.


 

The Hartford High Yield Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Shares or Principal Amount    Market Value 

Corporate Bonds - 87.0%

  
    

Advertising - 0.3%

  
    

Lamar Media Corp.

  
$   965,000   

5.75%, 02/01/2026

   $ 1,017,786  
       

 

 

 

    

Aerospace/Defense - 1.2%

  
    

DAE Funding LLC

                                   
  430,000   

4.50%, 08/01/2022(1)

     437,654  
  865,000   

5.00%, 08/01/2024(1)

     911,234  
    

TransDigm, Inc.

  
  2,780,000   

6.25%, 03/15/2026(1)

     2,915,525  
       

 

 

 

          4,264,413  
       

 

 

 

    

Airlines - 0.3%

  
    

Bombardier, Inc.

  
  2,155,000   

6.13%, 01/15/2023(1)

     2,187,325  
  925,000   

7.88%, 04/15/2027(1)

     936,563  
       

 

 

 

          3,123,888  
    

Auto Parts & Equipment - 0.5%

  
    

Adient Global Holdings Ltd.

  
EUR   1,225,000   

3.50%, 08/15/2024(2)

     1,088,251  
    

Adient U.S. LLC

  
$   260,000   

7.00%, 05/15/2026(1)

     263,900  
    

Panther BF Aggregator 2 LP / Panther Finance Co., Inc.

  
  490,000   

8.50%, 05/15/2027(1)

     497,962  
       

 

 

 

          1,850,113  
       

 

 

 

    

Chemicals - 0.4%

  
    

CF Industries, Inc.

  
  170,000   

4.95%, 06/01/2043

     155,338  
  945,000   

5.15%, 03/15/2034

     933,187  
  270,000   

5.38%, 03/15/2044

     253,800  
       

 

 

 

          1,342,325  
       

 

 

 

    

Coal - 0.3%

  
    

Cloud Peak Energy Resources LLC / Cloud Peak Energy Finance Corp.

  
  1,585,000   

12.00%, 11/01/2021

     237,750  
    

Foresight Energy LLC / Foresight Energy Finance Corp.

  
  1,910,000   

11.50%, 04/01/2023(1)

     697,150  
       

 

 

 

          934,900  
       

 

 

 

    

Commercial Banks - 2.6%

  
    

Banco Bilbao Vizcaya Argentaria S.A.

  
EUR   800,000   

8.88%, 04/14/2021, (8.88% fixed rate until 04/14/2021; 5 year EUR Swap + 9.177% thereafter)(2)(3)(4)

     983,052  
    

Banco de Sabadell S.A.

  
  1,600,000   

6.50%, 05/18/2022, (6.50% fixed rate until 05/18/2022; 5 year EUR Swap + 6.414% thereafter)(2)(3)(4)

     1,780,630  
    

BNP Paribas S.A.

  
$   1,050,000   

7.63%, 03/30/2021, (7.63% fixed rate until 03/30/2021; 5 year USD Swap + 6.314% thereafter)(1)(3)(4)

     1,106,469  
    

Credit Agricole S.A.

  
  395,000   

7.88%, 01/23/2024, (7.88% fixed rate until 01/23/2024; 5 year USD Swap + 4.898% thereafter)(1)(3)(4)

     435,981  
  505,000   

8.13%, 12/23/2025, (8.13% fixed rate until 12/23/2025; 5 year USD Swap + 6.185% thereafter)(1)(3)(4)

     585,169  
    

Credit Suisse Group AG

  
  2,460,000   

6.25%, 12/18/2024, (6.25% fixed rate until 12/18/2024; 5 year USD Swap + 3.455% thereafter)(2)(3)(4)

     2,590,685  
    

Freedom Mortgage Corp.

  
  1,860,000   

8.13%, 11/15/2024(1)

     1,618,200  
       

 

 

 

          9,100,186  
       

 

 

 

    

Commercial Services - 2.2%

  
    

APX Group, Inc.

  


 

The Hartford High Yield Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   1,245,000   

7.63%, 09/01/2023

   $ 973,839  
  1,095,000   

7.88%, 12/01/2022

     1,037,513  
    

Avis Budget Car Rental LLC / Avis Budget Finance, Inc.

                                   
  481,000   

5.50%, 04/01/2023

     490,139  
    

Brand Industrial Services, Inc.

  
  1,235,000   

8.50%, 07/15/2025(1)

     1,080,625  
    

Herc Holdings, Inc.

  
  1,650,000   

5.50%, 07/15/2027(1)

     1,652,062  
    

Service Corp. International

  
  460,000   

4.63%, 12/15/2027

     471,500  
  355,000   

5.13%, 06/01/2029

     374,192  
    

United Rentals North America, Inc.

  
  560,000   

4.63%, 10/15/2025

     568,400  
  1,025,000   

5.88%, 09/15/2026

     1,090,344  
       

 

 

 

          7,738,614  
       

 

 

 

    

Construction Materials - 1.2%

  
    

Cemex Finance LLC

  
  1,650,000   

6.00%, 04/01/2024(1)

     1,693,313  
    

Norbord, Inc.

  
  820,000   

5.75%, 07/15/2027(1)

     828,200  
    

Standard Industries, Inc.

  
  1,760,000   

5.38%, 11/15/2024(1)

     1,803,982  
       

 

 

 

          4,325,495  
       

 

 

 

    

Distribution/Wholesale - 0.3%

  
    

American Builders & Contractors Supply Co., Inc.

  
  420,000   

5.75%, 12/15/2023(1)

     434,700  
    

IAA, Inc.

  
  600,000   

5.50%, 06/15/2027(1)

     627,375  
       

 

 

 

          1,062,075  
       

 

 

 

    

Diversified Financial Services - 4.9%

  
    

Ally Financial, Inc.

  
  1,485,000   

3.88%, 05/21/2024

     1,533,262  
    

Credit Acceptance Corp.

  
  1,445,000   

6.63%, 03/15/2026(1)

     1,558,866  
    

Fly Leasing Ltd.

  
  735,000   

5.25%, 10/15/2024

     753,595  
    

goeasy Ltd.

  
  1,625,000   

7.88%, 11/01/2022(1)

     1,694,062  
    

Navient Corp.

  
  340,000   

5.63%, 08/01/2033

     283,900  
  1,764,000   

5.88%, 10/25/2024

     1,808,100  
  80,000   

6.13%, 03/25/2024

     84,109  
  1,106,000   

6.50%, 06/15/2022

     1,177,558  
  546,000   

7.25%, 09/25/2023

     595,823  
    

Springleaf Finance Corp.

  
  820,000   

6.13%, 05/15/2022

     879,450  
  430,000   

6.13%, 03/15/2024

     465,878  
  575,000   

6.88%, 03/15/2025

     643,184  
  705,000   

7.75%, 10/01/2021

     770,283  
  1,935,000   

8.25%, 12/15/2020

     2,063,794  
    

Tempo Acquisition LLC / Tempo Acquisition Finance Corp.

  
  2,535,000   

6.75%, 06/01/2025(1)

     2,614,219  
       

 

 

 

          16,926,083  
       

 

 

 

    

Electric - 1.1%

  
    

AES Corp.

  
  2,570,000   

5.13%, 09/01/2027

     2,720,602  
    

NextEra Energy Operating Partners L.P.

  
  930,000   

4.25%, 07/15/2024(1)

     942,787  
       

 

 

 

          3,663,389  
       

 

 

 

    

Entertainment - 2.4%

  
    

Caesars Resort Collection LLC / CRC Finco, Inc.

  
  1,370,000   

5.25%, 10/15/2025(1)

     1,366,986  
    

Eldorado Resorts, Inc.

  


 

The Hartford High Yield Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   1,605,000   

6.00%, 04/01/2025

   $ 1,691,269  
  255,000   

6.00%, 09/15/2026

     275,303  
    

Golden Entertainment, Inc.

                                   
  840,000   

7.63%, 04/15/2026(1)

     863,100  
    

Jacobs Entertainment, Inc.

  
  1,920,000   

7.88%, 02/01/2024(1)

     2,040,000  
    

Penn National Gaming, Inc.

  
  2,170,000   

5.63%, 01/15/2027(1)

     2,203,635  
       

 

 

 

          8,440,293  
       

 

 

 

    

Environmental Control - 1.6%

  
    

Clean Harbors, Inc.

  
  1,307,000   

4.88%, 07/15/2027(1)

     1,344,576  
  584,000   

5.13%, 07/15/2029(1)

     615,565  
    

Stericycle, Inc.

  
  975,000   

5.38%, 07/15/2024(1)

     1,018,232  
    

Tervita Corp.

  
  2,551,000   

7.63%, 12/01/2021(1)

     2,602,020  
       

 

 

 

          5,580,393  
       

 

 

 

    

Food - 2.0%

  
    

Post Holdings, Inc.

  
  2,520,000   

5.00%, 08/15/2026(1)

     2,573,550  
  1,395,000   

5.63%, 01/15/2028(1)

     1,435,106  
  990,000   

5.75%, 03/01/2027(1)

     1,025,888  
    

TreeHouse Foods, Inc.

  
  1,870,000   

4.88%, 03/15/2022

     1,877,012  
       

 

 

 

          6,911,556  
       

 

 

 

    

Gas - 0.7%

  
    

AmeriGas Partners L.P. / AmeriGas Finance Corp.

  
  924,000   

5.50%, 05/20/2025

     970,200  
  338,000   

5.75%, 05/20/2027

     354,900  
  1,128,000   

5.88%, 08/20/2026

     1,195,680  
       

 

 

 

          2,520,780  
       

 

 

 

    

Healthcare-Products - 1.5%

  
    

Avantor, Inc.

  
  2,990,000   

6.00%, 10/01/2024(1)

     3,199,330  
    

Sotera Health Holdings LLC

  
  1,855,000   

6.50%, 05/15/2023(1)

     1,882,825  
       

 

 

 

          5,082,155  
       

 

 

 

    

Healthcare-Services - 3.5%

  
    

Catalent Pharma Solutions, Inc.

  
  265,000   

5.00%, 07/15/2027(1)

     272,287  
    

CHS/Community Health Systems, Inc.

  
  880,000   

8.13%, 06/30/2024(1)

     668,800  
    

HCA Healthcare, Inc.

  
  2,645,000   

6.25%, 02/15/2021

     2,771,590  
    

HCA, Inc.

  
  2,215,000   

5.38%, 02/01/2025

     2,395,434  
  1,070,000   

5.38%, 09/01/2026

     1,158,275  
  100,000   

5.63%, 09/01/2028

     110,270  
  1,135,000   

5.88%, 05/01/2023

     1,242,825  
  80,000   

5.88%, 02/01/2029

     89,300  
  1,431,000   

7.50%, 11/15/2095

     1,531,170  
    

IQVIA, Inc.

  
EUR   545,000   

2.25%, 01/15/2028

     603,315  
    

West Street Merger Sub, Inc.

  
$   1,510,000   

6.38%, 09/01/2025(1)

     1,385,425  
       

 

 

 

          12,228,691  
       

 

 

 

    

Home Builders - 2.2%

  
    

Beazer Homes USA, Inc.

  
  460,000   

5.88%, 10/15/2027

     420,900  
    

KB Home

  
  1,030,000   

7.00%, 12/15/2021

     1,107,250  


 

The Hartford High Yield Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

M/I Homes, Inc.

  
$   1,020,000   

5.63%, 08/01/2025

   $ 1,035,300  
  1,595,000   

6.75%, 01/15/2021

     1,606,963  
    

Taylor Morrison Communities, Inc.

                                   
  1,430,000   

5.75%, 01/15/2028(1)

     1,481,952  
  1,915,000   

6.63%, 05/15/2022

     1,981,067  
       

 

 

 

          7,633,432  
       

 

 

 

    

Household Products - 0.5%

  
    

Revlon Consumer Products Corp.

  
  2,715,000   

6.25%, 08/01/2024

     1,846,200  
       

 

 

 

    

Household Products/Wares - 0.4%

  
    

Diamond (BC) B.V.

  
EUR   1,505,000   

5.63%, 08/15/2025(2)

     1,299,068  
       

 

 

 

    

Insurance - 1.9%

  
    

Acrisure LLC / Acrisure Finance, Inc.

  
$   2,840,000   

8.13%, 02/15/2024(1)

     3,031,984  
  620,000   

10.13%, 08/01/2026(1)

     636,120  
    

CNO Financial Group, Inc.

  
  535,000   

5.25%, 05/30/2029

     577,800  
    

Genworth Holdings, Inc.

  
  135,000   

4.80%, 02/15/2024

     124,200  
  890,000   

4.90%, 08/15/2023

     827,700  
  505,000   

7.20%, 02/15/2021

     516,363  
  280,000   

7.63%, 09/24/2021

     289,800  
  45,000   

7.70%, 06/15/2020

     45,675  
    

MGIC Investment Corp.

  
  445,000   

5.75%, 08/15/2023

     483,381  
       

 

 

 

          6,533,023  
       

 

 

 

    

Iron/Steel - 0.6%

  
    

Steel Dynamics, Inc.

  
  2,050,000   

4.13%, 09/15/2025

     2,058,426  
       

 

 

 

    

IT Services - 0.0%

  
    

Tempo Acquisition LLC / Tempo Acquisition Finance Corp.

  
  160,000   

6.75%, 06/01/2025(1)

     165,000  
       

 

 

 

    

Lodging - 4.4%

  
    

Boyd Gaming Corp.

  
  1,365,000   

6.00%, 08/15/2026

     1,426,425  
  1,285,000   

6.38%, 04/01/2026

     1,355,675  
    

FelCor Lodging L.P.

  
  2,590,000   

6.00%, 06/01/2025

     2,713,025  
    

Hilton Domestic Operating Co., Inc.

  
  2,072,000   

4.25%, 09/01/2024

     2,098,314  
    

Jack Ohio Finance LLC / Jack Ohio Finance Corp.

  
  1,810,000   

6.75%, 11/15/2021(1)

     1,849,856  
    

MGM Resorts International

  
  790,000   

5.50%, 04/15/2027

     837,629  
    

Station Casinos LLC

  
  1,390,000   

5.00%, 10/01/2025(1)

     1,416,410  
    

Sugarhouse HSP Gaming Prop Mezz L.P. / Sugarhouse HSP Gaming Finance Corp.

  
  1,850,000   

5.88%, 05/15/2025(1)

     1,831,500  
    

Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp.

  
  1,690,000   

5.50%, 03/01/2025(1)

     1,772,388  
       

 

 

 

          15,301,222  
       

 

 

 

    

Machinery-Diversified - 0.4%

  
    

Cloud Crane LLC

  
  1,408,000   

10.13%, 08/01/2024(1)

     1,506,560  
       

 

 

 

    

Media - 11.8%

  
    

Altice France S.A.

  
  2,330,000   

7.38%, 05/01/2026(1)

     2,482,906  
  2,215,000   

8.13%, 02/01/2027(1)

     2,411,581  
    

Altice Luxembourg S.A.

  


 

The Hartford High Yield Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   1,285,000   

7.63%, 02/15/2025(1)

   $ 1,259,351  
EUR   835,000   

8.00%, 05/15/2027(2)

     950,680  
    

CCO Holdings LLC / CCO Holdings Capital Corp.

                                   
$   105,000   

5.13%, 02/15/2023

   $ 106,575  
  1,685,000   

5.13%, 05/01/2023(1)

     1,725,272  
  495,000   

5.75%, 09/01/2023

     504,900  
  190,000   

5.75%, 01/15/2024

     194,038  
  2,485,000   

5.75%, 02/15/2026(1)

     2,617,848  
    

CSC Holdings LLC

  
  1,840,000   

5.13%12/15/2021, (1)

     1,840,000  
  1,800,000   

5.25%, 06/01/2024

     1,878,750  
  770,000   

5.50%, 04/15/2027(1)

     806,575  
  1,970,000   

6.50%, 02/01/2029(1)

     2,171,925  
    

DISH DBS Corp.

  
  965,000   

5.00%, 03/15/2023

     931,225  
  570,000   

5.88%, 11/15/2024

     530,111  
  2,830,000   

6.75%, 06/01/2021

     2,945,888  
  667,000   

7.88%, 09/01/2019

     668,668  
    

Gray Television, Inc.

  
  1,520,000   

5.13%, 10/15/2024(1)

     1,559,900  
  400,000   

5.88%, 07/15/2026(1)

     415,000  
    

Quebecor Media, Inc.

  
  925,000   

5.75%, 01/15/2023

     985,125  
    

Sinclair Television Group, Inc.

  
  590,000   

5.13%, 02/15/2027(1)

     592,950  
  740,000   

5.63%, 08/01/2024(1)

     761,053  
  1,005,000   

5.88%, 03/15/2026(1)

     1,044,245  
    

Sirius XM Radio, Inc.

  
  695,000   

4.63%, 07/15/2024(1)

     715,364  
  1,470,000   

5.50%, 07/01/2029(1)

     1,537,988  
    

TEGNA, Inc.

  
  1,760,000   

4.88%, 09/15/2021(1)

     1,762,200  
  667,000   

5.13%, 10/15/2019

     668,267  
  810,000   

6.38%, 10/15/2023

     831,384  
    

Tribune Media Co.

  
  1,845,000   

5.88%, 07/15/2022

     1,875,442  
    

Viacom, Inc.

  
  355,000   

5.88%, 02/28/2057, (5.88% fixed rate until 02/28/2022; 3 mo. USD LIBOR + 3.895% thereafter)(4)

     367,425  
  118,000   

6.25%, 02/28/2057, (6.25% fixed rate until 02/28/2027; 3 mo. USD LIBOR + 3.899% thereafter)(4)

     124,721  
    

Videotron Ltd.

  
  990,000   

5.00%, 07/15/2022

     1,034,253  
    

WMG Acquisition Corp.

  
  959,000   

5.50%, 04/15/2026(1)

     992,565  
    

Ziggo B.V.

  
  1,605,000   

5.50%, 01/15/2027(1)

     1,643,119  
       

 

 

 

          40,937,294  
       

 

 

 

    

Metal Fabricate/Hardware - 0.6%

  
    

Novelis Corp.

  
  650,000   

5.88%, 09/30/2026(1)

     673,563  
  1,200,000   

6.25%, 08/15/2024(1)

     1,257,024  
       

 

 

 

          1,930,587  
       

 

 

 

    

Mining - 0.5%

  
    

Constellium SE

  
  1,740,000   

5.88%, 02/15/2026(1)

     1,805,250  
       

 

 

 

    

Office/Business Equipment - 1.0%

  
    

Pitney Bowes, Inc.

  
  340,000   

4.63%, 03/15/2024

     306,000  
  1,130,000   

4.70%, 04/01/2023

     1,062,200  
    

Xerox Corp.

  
  2,000,000   

4.13%, 03/15/2023

     2,005,000  
       

 

 

 

          3,373,200  
       

 

 

 


 

The Hartford High Yield Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Oil & Gas - 8.1%

  
    

Blue Racer Midstream LLC / Blue Racer Finance Corp.

                                   
$   2,610,000   

6.13%, 11/15/2022(1)

   $ 2,623,050  
    

California Resources Corp.

  
  1,065,000   

8.00%, 12/15/2022(1)

     745,500  
    

Centennial Resource Production LLC

  
  905,000   

5.38%, 01/15/2026(1)

     837,125  
    

Chesapeake Energy Corp.

  
  2,025,000   

7.00%, 10/01/2024

     1,655,437  
  1,135,000   

7.50%, 10/01/2026

     890,975  
  1,330,000   

8.00%, 06/15/2027

     1,064,000  
    

Energen Corp.

  
  1,385,000   

4.63%, 09/01/2021

     1,417,769  
    

EP Energy LLC / Everest Acquisition Finance, Inc.

  
  280,000   

7.75%, 05/15/2026(1)

     249,760  
    

Jagged Peak Energy LLC

  
  2,109,000   

5.88%, 05/01/2026

     2,003,550  
    

Laredo Petroleum, Inc.

  
  1,380,000   

5.63%, 01/15/2022

     1,276,500  
    

Matador Resources Co.

  
  1,385,000   

5.88%, 09/15/2026

     1,368,366  
    

MEG Energy Corp.

  
  390,000   

6.38%, 01/30/2023(1)

     372,450  
  1,210,000   

6.50%, 01/15/2025(1)

     1,210,000  
  1,065,000   

7.00%, 03/31/2024(1)

     1,016,841  
    

QEP Resources, Inc.

  
  2,135,000   

5.25%, 05/01/2023

     1,942,850  
  200,000   

5.38%, 10/01/2022

     185,500  
  560,000   

5.63%, 03/01/2026

     478,811  
  235,000   

6.80%, 03/01/2020

     236,175  
    

SM Energy Co.

  
  1,695,000   

5.00%, 01/15/2024

     1,555,162  
  575,000   

5.63%, 06/01/2025

     498,813  
  240,000   

6.13%, 11/15/2022

     234,600  
  735,000   

6.63%, 01/15/2027

     640,369  
    

Sunoco L.P. / Sunoco Finance Corp.

  
  1,410,000   

6.00%, 04/15/2027

     1,485,787  
    

Vine Oil & Gas L.P. / Vine Oil & Gas Finance Corp.

  
  1,705,000   

8.75%, 04/15/2023(1)

     1,005,950  
    

WPX Energy, Inc.

  
  970,000   

5.25%, 09/15/2024

     974,850  
  280,000   

5.75%, 06/01/2026

     287,700  
  382,000   

6.00%, 01/15/2022

     395,848  
  1,250,000   

8.25%, 08/01/2023

     1,406,250  
       

 

 

 

          28,059,988  
       

 

 

 

    

Packaging & Containers - 5.1%

  
    

ARD Finance S.A. (PIK 7.88%)

  
  1,840,000   

7.13%, 09/15/2023(5)

     1,895,200  
    

Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.

  
  680,000   

4.13%, 08/15/2026(1)

     680,850  
  750,000   

5.25%, 08/15/2027(1)

     750,937  
  370,000   

6.00%, 02/15/2025(1)

     382,025  
  1,581,000   

7.25%, 05/15/2024(1)

     1,668,777  
    

Berry Global, Inc.

  
  1,865,000   

6.00%, 10/15/2022

     1,899,969  
    

Crown Americas LLC / Crown Americas Capital Corp.

  
  1,200,000   

4.75%, 02/01/2026

     1,233,600  
    

Flex Acquisition Co., Inc.

  
  2,170,000   

6.88%, 01/15/2025(1)

     1,925,875  
  775,000   

7.88%, 07/15/2026(1)

     701,375  
    

Owens-Brockway Glass Container, Inc.

  
  2,985,000   

5.88%, 08/15/2023(1)

     3,212,606  
    

Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu

  
  2,050,000   

5.13%, 07/15/2023(1)

     2,085,875  
  815,000   

7.00%, 07/15/2024(1)

     843,525  


 

The Hartford High Yield Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Trivium Packaging Finance B.V.

                                   
$   270,000   

5.50%, 08/15/2026(1)

   $ 278,438  
  245,000   

8.50%, 08/15/2027(1)

     258,546  
       

 

 

 

          17,817,598  
       

 

 

 

    

Pharmaceuticals - 2.2%

  
    

Bausch Health Cos., Inc.

  
  242,000   

5.50%, 03/01/2023(1)

     243,362  
  2,653,000   

5.88%, 05/15/2023(1)

     2,672,102  
  1,000,000   

6.13%, 04/15/2025(1)

     1,028,750  
    

Catalent Pharma Solutions, Inc.

  
  335,000   

4.88%, 01/15/2026(1)

     341,700  
    

Endo Dac / Endo Finance LLC / Endo Finco, Inc.

  
  202,000   

6.00%, 07/15/2023(1)

     128,270  
  1,285,000   

6.00%, 02/01/2025(1)

     771,000  
    

Teva Pharmaceutical Finance LLC

  
  1,065,000   

2.25%, 03/18/2020

     1,054,350  
    

Teva Pharmaceutical Finance Netherlands B.V.

  
  820,000   

3.15%, 10/01/2026

     639,508  
  790,000   

6.75%, 03/01/2028

     707,050  
       

 

 

 

          7,586,092  
       

 

 

 

    

Pipelines - 3.5%

  
    

Cheniere Corpus Christi Holdings LLC

  
  1,250,000   

5.13%, 06/30/2027

     1,360,812  
  940,000   

5.88%, 03/31/2025

     1,034,094  
    

DCP Midstream Operating L.P.

  
  2,095,000   

5.38%, 07/15/2025

     2,223,361  
    

Energy Transfer Operating L.P.

  
  670,000   

5.50%, 06/01/2027

     750,672  
  1,907,000   

7.50%, 10/15/2020

     2,013,988  
    

Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp.

  
  1,180,000   

4.75%, 10/01/2023(1)

     1,193,299  
    

Targa Resources Partners L.P. / Targa Resources Partners Finance Corp.

  
  3,225,000   

6.50%, 07/15/2027(1)

     3,511,283  
       

 

 

 

          12,087,509  
       

 

 

 

    

Retail - 3.2%

  
    

1011778 BC ULC / New Red Finance, Inc.

  
  3,570,000   

5.00%, 10/15/2025(1)

     3,641,400  
    

Beacon Roofing Supply, Inc.

  
  1,055,000   

4.88%, 11/01/2025(1)

     1,044,450  
    

KFC Holding Co. / Pizza Hut Holdings LLC / Taco Bell of America LLC

  
  735,000   

4.75%, 06/01/2027(1)

     752,456  
  713,000   

5.25%, 06/01/2026(1)

     740,237  
    

L Brands, Inc.

  
  1,465,000   

5.25%, 02/01/2028

     1,356,956  
  235,000   

6.75%, 07/01/2036

     206,213  
  105,000   

6.88%, 11/01/2035

     93,450  
    

PetSmart, Inc.

  
  990,000   

5.88%, 06/01/2025(1)

     978,714  
    

United Rentals North America, Inc.

  
  2,360,000   

4.88%, 01/15/2028

     2,406,940  
       

 

 

 

          11,220,816  
       

 

 

 

    

Semiconductors - 2.3%

  
    

Entegris, Inc.

  
  1,775,000   

4.63%, 02/10/2026(1)

     1,800,116  
    

Micron Technology, Inc.

  
  325,000   

4.64%, 02/06/2024

     342,597  
  1,090,000   

4.98%, 02/06/2026

     1,154,927  
  1,025,000   

5.50%, 02/01/2025

     1,053,096  
    

Qorvo, Inc.

  
$   1,770,000   

5.50%, 07/15/2026

   $ 1,864,341  
    

Sensata Technologies B.V.

  
  1,005,000   

5.00%, 10/01/2025(1)

     1,057,742  


 

The Hartford High Yield Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  770,000   

5.63%, 11/01/2024(1)

     829,675  
       

 

 

 

          8,102,494  
       

 

 

 

    

Software - 3.4%

  
    

CDK Global, Inc.

  
  775,000   

5.25%, 05/15/2029(1)

     804,063  
    

Change Healthcare Holdings LLC / Change Healthcare Finance, Inc.

  
  1,150,000   

5.75%, 03/01/2025(1)

     1,152,530  
    

First Data Corp.

  
  610,000   

5.38%, 08/15/2023(1)

     626,287  
  2,110,000   

5.75%, 01/15/2024(1)

     2,170,768  
    

Infor U.S., Inc.

  
  2,925,000   

6.50%, 05/15/2022

     2,976,188  
    

IQVIA, Inc.

  
  885,000   

5.00%, 05/15/2027(1)

     922,506  
    

SS&C Technologies, Inc.

  
  2,290,000   

5.50%, 09/30/2027(1)

     2,381,600  
    

Western Digital Corp.

  
  755,000   

4.75%, 02/15/2026

     746,506  
       

 

 

 

          11,780,448  
       

 

 

 

    

Telecommunications - 6.3%

  
    

Altice Financing S.A.

  
  1,570,000   

6.63%, 02/15/2023(1)

     1,619,062  
  1,350,000   

7.50%, 05/15/2026(1)

     1,414,125  
    

CenturyLink, Inc.

  
  2,601,000   

5.63%, 04/01/2025

     2,634,813  
  569,000   

7.50%, 04/01/2024

     622,879  
    

Embarq Corp.

  
  1,250,000   

8.00%, 06/01/2036

     1,215,625  
    

Frontier Communications Corp.

  
  1,275,000   

6.88%, 01/15/2025

     704,438  
  1,710,000   

8.50%, 04/01/2026(1)

     1,671,012  
  775,000   

10.50%, 09/15/2022

     484,375  
    

Intelsat Jackson Holdings S.A.

                                   
  1,730,000   

8.50%, 10/15/2024(1)

     1,725,848  
    

Sprint Capital Corp.

  
  10,000   

6.88%, 11/15/2028

     11,000  
  725,000   

8.75%, 03/15/2032

     899,906  
    

Sprint Corp.

  
  264,000   

7.13%, 06/15/2024

     289,080  
  2,660,000   

7.25%, 09/15/2021

     2,856,175  
  10,000   

7.63%, 02/15/2025

     11,075  
  3,621,000   

7.88%, 09/15/2023

     4,037,415  
    

Telecom Italia Capital S.A.

  
  600,000   

7.20%, 07/18/2036

     669,000  
    

Telecom Italia S.p.A.

  
  880,000   

5.30%, 05/30/2024(1)

     929,500  
       

 

 

 

          21,795,328  
       

 

 

 

    

Toys/Games/Hobbies - 0.5%

  
    

Mattel, Inc.

  
  1,640,000   

6.75%, 12/31/2025(1)

     1,724,083  
       

 

 

 

    

Trucking & Leasing - 0.5%

  
    

Avolon Holdings Funding Ltd.

  
  440,000   

3.95%, 07/01/2024(1)

     449,372  
  180,000   

4.38%, 05/01/2026(1)

     186,160  
  1,200,000   

5.25%, 05/15/2024(1)

     1,288,104  
       

 

 

 

          1,923,636  
       

 

 

 

    

Total Corporate Bonds
(cost $300,390,372)

   $ 302,600,389  
       

 

 

 

Senior Floating Rate Interests - 5.3%(6)

  
    

Auto Parts & Equipment - 0.3%

  
    

Panther BF Aggregator L.P.

  
  1,010,000   

5.73%, 04/30/2026, 1 mo. USD LIBOR + 3.500%

     1,009,374  
       

 

 

 


 

The Hartford High Yield Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Commercial Services - 1.3%

  
    

Blackhawk Network Holdings, Inc.

  
$   925,650   

5.23%, 06/15/2025, 1 mo. USD LIBOR + 3.000%

   $ 922,947  
    

Dun & Bradstreet Corp.

  
  2,840,000   

7.24%, 02/06/2026, 1 mo. USD LIBOR + 5.000%

     2,856,869  
    

Trans Union LLC

  
  782,100   

4.23%, 06/19/2025, 1 mo. USD LIBOR + 2.000%

     783,078  
       

 

 

 

          4,562,894  
       

 

 

 

    

Diversified Financial Services - 0.2%

  
    

Crown Finance U.S., Inc.

  
  846,749   

4.48%, 02/28/2025, 1 mo. USD LIBOR + 2.250%

     843,193  
       

 

 

 

    

Food - 0.1%

  
    

CHG PPC Parent LLC

  
  297,000   

4.98%, 03/31/2025, 1 mo. USD LIBOR + 2.750%

     295,331  
       

 

 

 

    

Gas - 0.1%

  
    

Messer Industries GmbH

  
  339,150   

4.83%, 03/01/2026, 1 mo. USD LIBOR + 2.500%

     337,454  
       

 

 

 

    

Healthcare-Services - 0.2%

  
    

Syneos Health, Inc.

  
  775,680   

4.23%, 08/01/2024, 1 mo. USD LIBOR + 2.000%

     773,453  
       

 

 

 

    

Household Products - 0.1%

  
    

Diamond (BC) B.V.

  
  541,750   

5.26%, 09/06/2024, 2 mo. USD LIBOR + 3.000%

     489,834  
       

 

 

 

    

Insurance - 1.0%

  
    

Asurion LLC

  
  2,163,150   

5.23%, 11/03/2024, 1 mo. USD LIBOR + 3.000%

     2,167,022  
    

Genworth Holdings, Inc.

  
  212,313   

6.76%, 03/07/2023, 1 mo. USD LIBOR + 4.500%

     213,639  
    

Hub International Ltd.

  
  945,450   

5.27%, 04/25/2025, 2 mo. USD LIBOR + 3.000%

     935,003  
       

 

 

 

          3,315,664  
       

 

 

 

    

Leisure Time - 0.6%

  
    

Golden Entertainment, Inc.

  
  2,195,375   

5.25%, 10/21/2024, 1 mo. USD LIBOR + 3.000%

     2,200,864  
       

 

 

 

    

Machinery-Diversified - 0.2%

  
    

Gardner Denver, Inc.

  
  510,365   

4.98%, 07/30/2024, 3 mo. USD LIBOR + 2.750%

     511,315  
       

 

 

 

    

Media - 0.8%

  
    

PSAV Holdings LLC

                                   
  1,688,625   

5.61%, 03/01/2025, 3 mo. USD LIBOR + 3.250%

     1,641,141  
    

Shutterfly, Inc.

  
  1,228,036   

4.74%, 08/17/2024, 1 mo. USD LIBOR + 2.500%

     1,227,839  
       

 

 

 

          2,868,980  
       

 

 

 

    

Semiconductors - 0.1%

  
    

Microchip Technology, Inc.

  
  442,667   

4.24%, 05/29/2025, 1 mo. USD LIBOR + 2.000%

     442,113  
       

 

 

 

    

Software - 0.3%

  
    

SS&C Technologies Holdings Europe S.a.r.l.

  
  257,590   

4.48%, 04/16/2025, 1 mo. USD LIBOR + 2.250%

     257,430  
    

SS&C Technologies, Inc.

  
  586,748   

4.48%, 04/16/2025, 1 mo. USD LIBOR + 2.250%

     586,443  
       

 

 

 

          843,873  
       

 

 

 

    

Total Senior Floating Rate Interests
(cost $18,530,361)

   $ 18,494,342  
       

 

 

 

Convertible Bonds - 0.8%

  
    

Commercial Services - 0.2%

  
    

Cardtronics, Inc.

  
  800,000   

1.00%, 12/01/2020

     778,500  
       

 

 

 


 

The Hartford High Yield Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Media - 0.3%

     
    

Scripps Escrow, Inc.

     
$   925,000   

5.88%, 07/15/2027(1)

      $ 934,425  
          

 

 

 

    

Software - 0.3%

     
    

Western Digital Corp.

     
  1,258,000   

1.50%, 02/01/2024(1)

        1,169,305  
          

 

 

 

    

Total Convertible Bonds
(cost $3,032,441)

      $ 2,882,230  
          

 

 

 

Common Stocks - 0.7%

     
    

Consumer Services - 0.3%

     
  69,500   

Caesars Entertainment Corp.*

        822,880  
          

 

 

 

    

Diversified Financials - 0.3%

     
  25,700   

OneMain Holdings, Inc.

        1,065,265  
          

 

 

 

    

Energy - 0.1%

     
  104,555,002   

KCA Deutag*(7)(8)(9)

        438,504  
          

 

 

 

    

Total Common Stocks
(cost $3,261,514)

      $ 2,326,649  
          

 

 

 

Escrows - 0.4%(10)

                                      
    

Energy-Alternate Sources - 0.0%

     
  3,200,000   

TCEH Corp.*(7)(8)

        3  
          

 

 

 

    

Media - 0.3%

     
  1,025,000   

Nexstar Escrow, Inc.*(1)

        1,064,719  
          

 

 

 

    

Packaging & Containers - 0.1%

     
  340,000   

Berry Global, Inc.*(1)

        357,425  
          

 

 

 

    

Total Escrows
(cost $1,365,000)

      $ 1,422,147  
          

 

 

 

    

Total Long-Term Investments
(cost $326,579,688)

      $ 327,725,757  
          

 

 

 

 

Short-Term Investments - 6.2%

     
    

Other Investment Pools & Funds - 6.2%

     
  21,563,083   

Fidelity Institutional Government Fund, Institutional Class, 2.20%(11)

        21,563,083  
          

 

 

 

    

Total Short-Term Investments
(cost $21,563,083)

      $ 21,563,083  
          

 

 

 

    

Total Investments
(cost $348,142,771)

   100.4%    $ 349,288,840  
    

Other Assets and Liabilities

   (0.4)%      (1,509,445
       

 

  

 

 

 

    

Total Net Assets

   100.0%    $ 347,779,395  
       

 

  

 

 

 

 

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.

 

*

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 July 31, 2019, the aggregate value of these securities was $159,963,052, representing 46.0% 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 July 31, 2019, the aggregate value of these securities was $8,692,366, representing 2.5% of net assets.

(3)

Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.


 

The Hartford High Yield Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

(4)

Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at July 31, 2019. Rate will reset at a future date.

(5)

Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed.

(6)

Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of July 31, 2019.

(7)

Investment valued using significant unobservable inputs.

(8)

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At July 31, 2019, the aggregate fair value of these securities was $438,507, which represented 0.1% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

(9)

Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $438,504 or 0.1% of net assets.

 

                Period Acquired      Security Name        Shares/Par Value              Base Total Cost              Base Market Value  

03/2011

           KCA Deutag      104,555,002          $ 1,416,930        $ 438,504  
(10)

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

(11)

Current yield as of period end.

 

            Foreign Currency Contracts Outstanding at July 31, 2019                

    Amount and Description    

of Currency to be

Purchased

  

    Amount and Description

of Currency to be

Sold

   Counterparty   

    Settlement    

Date

         Appreciation              Depreciation      
  6,211,203      USD      5,561,000         EUR    GSC      08/30/19      $ 39,492      $  
  607,953      USD      545,000         EUR    UBS      08/30/19        3,101         
  Total                                              $ 42,593      $    

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

  

Counterparty Abbreviations:

  

GSC

   Goldman Sachs & Co.   

UBS

   UBS AG   

Currency Abbreviations:

  

EUR

   Euro   

USD

   United States Dollar   

Other Abbreviations:

  

LIBOR

   London Interbank Offered Rate   

MTN

   Medium Term Note   

PIK

   Payment-in-kind   

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2019 in valuing the Fund’s investments.

 

Description    Total      Level 1      Level 2      Level 3(1)  

Assets

           

Corporate Bonds

   $       302,600,389      $      $       302,600,389      $  

Senior Floating Rate Interests

     18,494,342               18,494,342         

Convertible Bonds

     2,882,230               2,882,230         

Common Stocks

           

Consumer Services

     822,880        822,880                

Diversified Financials

     1,065,265        1,065,265                

Energy

     438,504                                      438,504  

Escrows

     1,422,147               1,422,144        3  

Short-Term Investments

     21,563,083              21,563,083                


 

The Hartford High Yield Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

 

Foreign Currency Contracts(2)

     42,593               42,593         
  

 

 

    

 

 

    

 

 

    

 

 

 

 

Total

   $       349,331,433      $       23,451,228      $       325,441,698      $       438,507  
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended July 31, 2019, there were no transfers in and out of Level 3.

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

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended July 31, 2019 is not presented.


 

The Hartford Inflation Plus Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Shares or Principal Amount    Market Value

Asset & Commercial Mortgage Backed Securities - 3.8%

  
    

Asset-Backed - Finance & Insurance - 0.4%

  
    

HSI Asset Securitization Corp. Trust

  
$   1,360,000   

2.54%, 02/25/2036, 1 mo. USD LIBOR + 0.270%(1)

   $ 1,349,482  
    

Pretium Mortgage Credit Partners LLC

  
  800,672   

4.21%, 07/25/2060(2)(3)

     805,819  
       

 

 

 

          2,155,301  
       

 

 

 

    

Asset-Backed - Home Equity - 0.1%

                                   
    

GSAA Home Equity Trust

  
  685,198   

5.99%, 06/25/2036(4)

     308,999  
    

Renaissance Home Equity Loan Trust

  
  717,885   

6.12%, 11/25/2036(3)

     414,718  
       

 

 

 

          723,717  
       

 

 

 

    

Other ABS - 1.0%

  
    

Legacy Mortgage Asset Trust

  
  1,686,288   

4.00%, 01/25/2059(2)(3)

     1,706,576  
    

Pretium Mortgage Credit Partners LLC

  
  656,890   

4.83%, 09/25/2058(2)(3)

     662,780  
    

VOLT LXXIV LLC

  
  1,581,417   

4.58%, 11/25/2048(2)(3)

     1,586,502  
    

VOLT LXXV LLC

  
  1,000,330   

4.34%, 01/25/2049(2)(3)

     1,004,043  
       

 

 

 

          4,959,901  
       

 

 

 

    

Whole Loan Collateral CMO - 2.3%

  
    

Adjustable Rate Mortgage Trust

  
  483,839   

2.81%, 11/25/2035, 1 mo. USD LIBOR + 0.540%(1)

     484,875  
    

Banc of America Funding Trust

  
  846,078   

6.05%, 10/25/2036(3)

     809,078  
    

Bear Stearns Adjustable Rate Mortgage Trust

  
  220,290   

4.73%, 10/25/2035, 12 mo. USD CMT + 2.300%(1)

     225,548  
    

Chase Mortgage Finance Trust

  
  460,370   

4.27%, 12/25/2035(4)

     449,186  
    

Deutsche Alt-A Securities Mortgage Loan Trust

  
  415,428   

2.42%, 12/25/2036, 1 mo. USD LIBOR + 0.150%(1)

     371,635  
    

Fannie Mae Connecticut Avenue Securities

  
  1,149,649   

5.27%, 07/25/2024, 1 mo. USD LIBOR + 3.000%(1)

     1,215,824  
  272,358   

7.17%, 11/25/2024, 1 mo. USD LIBOR + 4.900%(1)

     301,699  
  149,936   

7.97%, 04/25/2028, 1 mo. USD LIBOR + 5.700%(1)

     165,872  
  128,301   

8.27%, 09/25/2028, 1 mo. USD LIBOR + 6.000%(1)

     141,420  
    

GreenPoint Mortgage Funding Trust

  
  187,143   

3.91%, 10/25/2045, 12 mo. USD MTA + 1.400%(1)

     162,014  
    

GSR Mortgage Loan Trust

  
  454,741   

4.32%, 10/25/2035(4)

     375,612  
    

HarborView Mortgage Loan Trust

  
  511,932   

2.49%, 01/19/2038, 1 mo. USD LIBOR + 0.190%(1)

     492,359  
    

IndyMac Index Mortgage Loan Trust

  
  2,187,586   

2.56%, 01/25/2036, 1 mo. USD LIBOR + 0.290%(1)

     1,831,161  
    

JP Morgan Mortgage Trust

  
  712,544   

4.19%, 01/25/2037(4)

     684,898  
    

MASTR Adjustable Rate Mortgages Trust

  
  1,000,646   

2.51%, 05/25/2037, 1 mo. USD LIBOR + 0.240%(1)

     619,286  
  8,078   

4.73%, 11/21/2034(4)

     8,384  
    

New Residential Mortgage Loan Trust

  
  1,568,903   

4.34%, 02/26/2024(2)(3)

     1,571,467  
    

Residential Funding Mortgage Securities, Inc.

  
  169,647   

4.79%, 02/25/2036(4)

     157,543  
  346,063   

6.00%, 07/25/2037

     337,976  
    

Structured Adjustable Rate Mortgage Loan Trust

  
  455,890   

4.58%, 06/25/2035(4)

     412,750  
    

WaMu Mortgage Pass-Through Certificates Trust

  
  501,543   

2.69%, 06/25/2044, 1 mo. USD LIBOR + 0.420%(1)

     497,618  


 

The Hartford Inflation Plus Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Washington Mutual Mortgage Pass-Through Certificates WMALT Trust

  
$   673,231   

3.34%, 11/25/2046, 12 mo. USD MTA + 0.830%(1)

   $ 628,313  
       

 

 

 

          11,944,518  
       

 

 

 

    

Total Asset & Commercial Mortgage Backed Securities
(cost $19,179,154)

   $ 19,783,437  
       

 

 

 

Foreign Government Obligations - 2.1%

                                   
    

Argentina - 0.1%

  
    

Argentina POM Politica Monetaria

  
ARS   18,856,000   

61.68%, 06/21/2020(4)

     416,136  
       

 

 

 

    

Brazil - 0.7%

  
    

Brazil Notas do Tesouro Nacional

  
BRL   12,767,571   

6.00%, 08/15/2022(5)

     3,687,574  
       

 

 

 

    

Colombia - 0.3%

  
    

Colombian TES

  
COP   5,288,936,067   

4.75%, 02/23/2023(5)

     1,778,046  
       

 

 

 

    

Russia - 0.7%

  
    

Russian Federal Inflation Linked Bond - OFZ

  
RUB   238,115,987   

2.50%, 08/16/2023(5)

     3,629,494  
       

 

 

 

    

South Africa - 0.3%

  
    

South Africa Government Bond - CPI Linked

  
ZAR   21,909,958   

1.88%, 02/28/2033(5)

     1,276,576  
       

 

 

 

    

Total Foreign Government Obligations
(cost $12,091,258)

   $ 10,787,826  
       

 

 

 

Senior Floating Rate Interests - 4.9%(6)

  
    

Aerospace/Defense - 0.1%

  
    

Circor International, Inc.

  
$   179,387   

5.87%, 12/11/2024, 1 mo. USD LIBOR + 3.500%

   $ 179,238  
    

TransDigm, Inc.

  
  587,895   

4.83%, 06/09/2023, 1 mo. USD LIBOR + 2.500%

     584,497  
       

 

 

 

          763,735  
       

 

 

 

    

Airlines - 0.1%

  
    

American Airlines, Inc.

  
  320,100   

4.24%, 04/28/2023, 1 mo. USD LIBOR + 2.000%

     318,660  
       

 

 

 

    

Auto Manufacturers - 0.0%

  
    

Navistar International Corp.

  
  103,425   

5.83%, 11/06/2024, 1 mo. USD LIBOR + 3.500%

     103,619  
       

 

 

 

    

Auto Parts & Equipment - 0.1%

  
    

Adient U.S. LLC

  
  110,000   

6.87%, 05/06/2024, 1 mo. USD LIBOR + 4.250%

     105,600  
    

Altra Industrial Motion Corp.

  
  98,731   

4.23%, 10/01/2025, 1 mo. USD LIBOR + 2.000%

     98,361  
    

Panther BF Aggregator L.P.

  
  125,000   

5.73%, 04/30/2026, 1 mo. USD LIBOR + 3.500%

     124,923  
       

 

 

 

          328,884  
       

 

 

 

    

Biotechnology - 0.0%

  
    

Sotera Health Holdings LLC

  
  98,241   

5.23%, 05/15/2022, 1 mo. USD LIBOR + 3.000%

     97,136  
       

 

 

 

    

Chemicals - 0.2%

  
    

Axalta Coating Systems U.S. Holdings, Inc.

  
  113,563   

4.08%, 06/01/2024, 3 mo. USD LIBOR + 1.750%

     112,871  
    

Cabot Microelectronics Corp.

  
  117,143   

4.50%, 11/14/2025, 1 mo. ICE LIBOR + 2.250%

     117,290  
    

CTC AcquiCo GmbH

  
EUR   99,390   

2.50%, 03/07/2025, 3 mo. EURIBOR + 2.500%

     107,874  
    

Minerals Technologies, Inc.

  
$   301,583   

4.54%, 02/14/2024, 1 mo. USD LIBOR + 2.250%

     302,211  
    

Platform Specialty Products Corp.

  
  99,500   

4.48%, 01/30/2026, 1 mo. ICE LIBOR + 2.250%

     99,417  
    

Tronox Finance LLC

  
  85,752   

5.27%, 09/23/2024, 3 mo. USD LIBOR + 3.000%

     85,069  


 

The Hartford Inflation Plus Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Univar, Inc.

                                   
$   75,001   

4.48%, 07/01/2024, 1 mo. USD LIBOR + 2.250%

   $ 75,063  
    

WR Grace & Co.

  
  138,950   

4.08%, 04/03/2025, 3 mo. USD LIBOR + 1.750%

     138,776  
       

 

 

 

          1,038,571  
       

 

 

 

    

Commercial Services - 0.4%

  
    

Blackhawk Network Holdings, Inc.

  
  198,497   

5.23%, 06/15/2025, 1 mo. USD LIBOR + 3.000%

     197,918  
    

Dun & Bradstreet Corp.

  
  100,000   

7.24%, 02/06/2026, 1 mo. USD LIBOR + 5.000%

     100,594  
    

Quikrete Holdings, Inc.

  
  139,423   

4.98%, 11/15/2023, 1 mo. USD LIBOR + 2.750%

     138,164  
    

Russell Investments U.S. Inst’l Holdco, Inc.

  
  218,250   

5.48%, 06/01/2023, 3 mo. USD LIBOR + 3.250%

     216,521  
    

Tempo Acquisition LLC

  
  284,200   

5.23%, 05/01/2024, 1 mo. USD LIBOR + 3.000%

     284,555  
    

Trans Union LLC

  
  155,831   

4.23%, 04/10/2023, 1 mo. USD LIBOR + 2.000%

     156,148  
    

United Rentals, Inc.

  
  481,363   

3.98%, 10/31/2025, 1 mo. ICE LIBOR + 1.750%

     481,483  
    

Verisure Holding AB

  
EUR   135,000   

3.50%, 10/21/2022, 3 mo. EURIBOR + 3.500%

     149,683  
    

Xerox Business Services LLC

  
$   146,250   

4.73%, 12/07/2023, 1 mo. USD LIBOR + 2.500%

     143,508  
       

 

 

 

          1,868,574  
       

 

 

 

    

Distribution/Wholesale - 0.0%

  
    

Hamilton Holdco LLC

  
  99,000   

4.33%, 07/02/2025, 1 mo. USD LIBOR + 2.000%

     98,876  
       

 

 

 

    

Diversified Financial Services - 0.2%

  
    

AlixPartners LLP

  
  195,500   

4.98%, 04/04/2024, 3 mo. USD LIBOR + 2.750%

     195,674  
    

Crown Finance U.S., Inc.

  
  106,871   

4.48%, 02/28/2025, 1 mo. USD LIBOR + 2.250%

     106,423  
    

Delos Finance S.a.r.l.

  
  416,667   

4.08%, 10/06/2023, 3 mo. USD LIBOR + 1.750%

     417,533  
    

FinCo I LLC

  
  118,704   

4.23%, 12/27/2022, 1 mo. USD LIBOR + 2.000%

     119,090  
    

Nets Holding A/S

  
EUR   97,014   

3.25%, 02/06/2025, 3 mo. EURIBOR + 3.250%

     106,810  
    

Victory Capital Holdings, Inc.

  
$   99,091   

5.57%, 07/01/2026, 1 mo. USD LIBOR + 3.250%

     99,617  
       

 

 

 

          1,045,147  
       

 

 

 

    

Electronics - 0.0%

  
    

Resideo Funding, Inc.

  
  99,500   

4.33%, 10/24/2025, 3 mo. USD LIBOR + 2.000%

     99,438  
       

 

 

 

    

Energy-Alternate Sources - 0.1%

  
    

AES Corp.

  
  83,029   

4.27%, 05/31/2022, 3 mo. USD LIBOR + 1.750%

     82,960  
    

BCP Renaissance Parent LLC

  
  183,150   

5.76%, 10/31/2024, 3 mo. USD LIBOR + 3.500%

     182,883  
    

TEX Operations Co. LLC

  
  96,495   

4.23%, 08/04/2023, 1 mo. USD LIBOR + 2.000%

     96,589  
       

 

 

 

          362,432  
       

 

 

 

    

Engineering & Construction - 0.1%

  
    

Brand Energy & Infrastructure Services, Inc.

  
  220,500   

6.61%, 06/21/2024, 3 mo. USD LIBOR + 4.250%

     212,575  
    

Pike Corp.

  
  86,845   

0.00%, 07/19/2026, 1 mo. USD LIBOR + 3.250%(7)

     87,171  
       

 

 

 

          299,746  
       

 

 

 

    

Entertainment - 0.0%

  
    

Wyndham Hotels & Resorts, Inc.

  
  143,913   

3.98%, 05/30/2025, 1 mo. USD LIBOR + 1.750%

     144,183  
       

 

 

 


 

The Hartford Inflation Plus Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Environmental Control - 0.1%

                                   
    

Advanced Disposal Services, Inc.

  
$   124,200   

4.60%, 11/10/2023, 1 Week USD LIBOR + 2.250%

   $ 124,402  
    

Clean Harbors, Inc.

  
  147,000   

3.98%, 06/28/2024, 1 mo. USD LIBOR + 1.750%

     147,294  
       

 

 

 

          271,696  
       

 

 

 

    

Food - 0.0%

  
    

Post Holdings, Inc.

  
  178,568   

4.27%, 05/24/2024, 1 mo. USD LIBOR + 2.000%

     178,518  
       

 

 

 

    

Food Service - 0.0%

  
    

Aramark Services, Inc.

  
  93,266   

4.08%, 03/11/2025, 3 mo. USD LIBOR + 1.750%

     93,227  
       

 

 

 

    

Gas - 0.0%

  
    

Messer Industries GmbH

  
  99,750   

4.83%, 03/01/2026, 1 mo. USD LIBOR + 2.500%

     99,251  
       

 

 

 

    

Healthcare-Services - 0.2%

  
    

Envision Healthcare Corp.

  
  184,075   

5.98%, 10/10/2025, 1 mo. USD LIBOR + 3.750%

     157,806  
    

Gentiva Health Services, Inc.

  
  133,764   

6.00%, 07/02/2025, 1 mo. USD LIBOR + 3.750%

     134,433  
    

IQVIA, Inc.

  
EUR   163,350   

2.50%, 06/11/2025, 3 mo. EURIBOR + 2.000%

     181,322  
    

MPH Acquisition Holdings LLC

  
$   277,248   

5.08%, 06/07/2023, 3 mo. USD LIBOR + 2.750%

     268,930  
    

Universal Health Services, Inc.

  
  248,413   

3.98%, 10/31/2025, 1 mo. USD LIBOR + 1.750%

     248,619  
       

 

 

 

          991,110  
       

 

 

 

    

Household Products - 0.0%

  
    

Revlon Consumer Products Corp.

  
  102,113   

6.02%, 09/07/2023

     82,882  
       

 

 

 

    

Insurance - 0.2%

  
    

Asurion LLC

  
  673,139   

5.23%, 11/03/2023, 1 mo. USD LIBOR + 3.000%

     674,405  
    

Hub International Ltd.

  
  212,850   

5.27%, 04/25/2025, 2 mo. USD LIBOR + 3.000%

     210,498  
    

Sedgwick Claims Management Services, Inc.

  
  179,100   

5.48%, 12/31/2025, 1 mo. USD LIBOR + 3.250%

     176,157  
       

 

 

 

          1,061,060  
       

 

 

 

    

IT Services - 0.0%

  
    

Science Applications International Corp.

  
  248,125   

3.98%, 10/31/2025, 1 mo. ICE LIBOR + 1.750%

     247,195  
       

 

 

 

    

Leisure Time - 0.2%

  
    

Caesars Resort Collection LLC

  
  438,484   

4.98%, 12/22/2024, 1 mo. USD LIBOR + 2.750%

     434,717  
    

Eldorado Resorts LLC

  
  145,162   

4.58%, 04/17/2024, 2 mo. USD LIBOR + 2.250%

     144,891  
    

Golden Entertainment, Inc.

  
  246,075   

5.25%, 10/21/2024, 1 mo. USD LIBOR + 3.000%

     246,690  
    

Penn National Gaming, Inc.

  
  99,500   

4.48%, 10/15/2025, 3 mo. USD LIBOR + 2.250%

     99,613  
       

 

 

 

          925,911  
       

 

 

 

    

Lodging - 0.2%

  
    

Boyd Gaming Corp.

  
  161,255   

4.62%, 09/15/2023, 1 week USD LIBOR + 2.250%

     161,134  
    

Caesars Entertainment Operating Co.

  
  270,875   

4.23%, 10/06/2024, 1 mo. USD LIBOR + 2.000%

     270,130  
    

Station Casinos LLC

  
  166,560   

4.74%, 06/08/2023, 1 mo. USD LIBOR + 2.500%

     166,778  
    

Wynn Resorts, Ltd.

  
  218,900   

4.66%, 10/30/2024, 1 mo. USD LIBOR + 2.250%

     219,064  
       

 

 

 

          817,106  
       

 

 

 


 

The Hartford Inflation Plus Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Machinery - Construction & Mining - 0.0%

  
    

Brookfield WEC Holdings, Inc.

                               
$   149,250   

5.73%, 08/01/2025, 1 mo. USD LIBOR + 3.500%

   $ 149,623  
       

 

 

 

    

Media - 0.7%

  
    

Altice Financing S.A.

  
  117,900   

5.06%, 01/31/2026, 3 mo. USD LIBOR + 2.750%

     113,331  
    

Charter Communications Operating LLC

  
  291,068   

4.33%, 04/30/2025, 1 mo. USD LIBOR + 2.000%

     291,498  
    

CSC Holdings LLC

  
  295,083   

4.58%, 07/17/2025, 1 mo. USD LIBOR + 2.250%

     293,976  
  189,050   

4.58%, 01/15/2026, 1 mo. ICE LIBOR + 2.250%

     188,341  
    

Gray Television, Inc.

  
  189,050   

4.83%, 01/02/2026, 1 mo. ICE LIBOR + 2.500%

     189,421  
    

ION Media Networks, Inc.

  
  224,309   

0.00%, 12/18/2024, 1 mo. USD LIBOR + 3.000%(7)

     223,959  
    

Lamar Media Corp.

  
  98,750   

4.13%, 03/14/2025, 1 mo. USD LIBOR + 1.750%

     98,812  
    

MTN Infrastructure TopCo, Inc.

  
  99,747   

5.23%, 11/15/2024, 1 mo. USD LIBOR + 3.000%

     99,249  
    

Nexstar Broadcasting, Inc.

  
  165,000   

0.00%, 06/19/2026, 1 mo. USD LIBOR + 2.750%(7)

     164,965  
    

PSAV Holdings LLC

  
  197,747   

5.61%, 03/01/2025, 3 mo. USD LIBOR + 3.250%

     192,187  
    

Shutterfly, Inc.

  
  74,882   

4.74%, 08/17/2024, 1 mo. USD LIBOR + 2.500%

     74,870  
    

Unitymedia Finance LLC

  
  190,000   

4.35%, 06/01/2023, 1 mo. USD LIBOR + 2.000%

     189,778  
  225,000   

4.60%, 09/30/2025, 1 mo. USD LIBOR + 2.250%

     224,806  
  145,000   

4.60%, 01/15/2026, 1 mo. USD LIBOR + 2.250%

     144,854  
    

UPC Financing Partnership

  
  216,557   

4.85%, 01/15/2026, 1 mo. USD LIBOR + 2.500%

     216,444  
    

Virgin Media Bristol LLC

  
  670,000   

4.83%, 01/15/2026, 1 mo. USD LIBOR + 2.500%

     671,260  
       

 

 

 

          3,377,751  
       

 

 

 

    

Miscellaneous Manufacturing - 0.1%

  
    

H.B. Fuller Co.

  
  153,147   

4.27%, 10/20/2024, 1 mo. USD LIBOR + 2.000%

     152,190  
    

USI, Inc.

  
  245,625   

5.33%, 05/16/2024, 3 mo. USD LIBOR + 3.000%

     241,992  
       

 

 

 

          394,182  
       

 

 

 

    

Oil & Gas - 0.0%

  
    

California Resources Corp.

  
  100,000   

6.99%, 12/31/2022, 1 mo. USD LIBOR + 4.750%

     95,150  
    

NorthRiver Midstream Finance L.P.

  
  104,213   

5.57%, 10/01/2025, 1 mo. USD LIBOR + 3.250%

     104,250  
       

 

 

 

          199,400  
       

 

 

 

    

Oil & Gas Services - 0.0%

  
    

Lower Cadence Holdings LLC

  
  100,000   

6.27%, 05/22/2026, 1 mo. USD LIBOR + 4.000%

     99,708  
       

 

 

 

    

Packaging & Containers - 0.2%

  
    

Berry Global, Inc.

  
EUR   100,000   

2.50%, 07/01/2026, 3 mo. USD LIBOR + 2.500%

     110,734  
$   200,000   

4.90%, 07/01/2026, 3 mo. USD LIBOR + 2.500%

     199,730  
    

Crown Americas LLC

  
  53,663   

4.37%, 04/03/2025, 1 Week USD LIBOR + 2.000%

     53,808  
    

Flex Acquisition Co., Inc.

  
  160,295   

5.32%, 12/29/2023, 3 mo. USD LIBOR + 3.000%

     153,056  
    

Reynolds Group Holdings, Inc.

  
  695,684   

4.98%, 02/05/2023, 1 mo. USD LIBOR + 2.750%

     695,211  
       

 

 

 

          1,212,539  
       

 

 

 

    

Pharmaceuticals - 0.2%

  
    

Bausch Health Co., Inc.

  
  187,500   

5.13%, 11/27/2025, 1 mo. USD LIBOR + 2.750%

     187,384  


 

The Hartford Inflation Plus Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Catalent Pharma Solutions, Inc.

                                   
$   99,750   

4.48%, 05/18/2026, 1 mo. USD LIBOR + 2.250%

   $ 100,187  
    

Endo Luxembourg Finance Co., S.a r.l.

  
  362,600   

6.50%, 04/29/2024, 1 mo. USD LIBOR + 4.250%

     330,194  
    

IQVIA, Inc.

  
  266,679   

4.33%, 03/07/2024, 3 mo. USD LIBOR + 2.000%

     267,180  
    

Valeant Pharmaceuticals International, Inc.

  
  99,792   

5.38%, 06/02/2025, 1 mo. USD LIBOR + 3.000%

     100,117  
       

 

 

 

          985,062  
       

 

 

 

    

Real Estate - 0.1%

  
    

KFC Holding Co.

  
  179,956   

4.05%, 04/03/2025, 1 mo. USD LIBOR + 1.750%

     179,731  
    

VICI Properties LLC

  
  219,545   

4.27%, 12/20/2024, 1 mo. USD LIBOR + 2.000%

     218,962  
       

 

 

 

          398,693  
       

 

 

 

    

REITS - 0.1%

  
    

MGM Growth Properties Operating Partnership L.P.

  
  256,388   

4.23%, 03/21/2025, 1 mo. USD LIBOR + 2.000%

     256,334  
       

 

 

 

    

Retail - 0.4%

  
    

Albertsons LLC

  
  257,757   

5.31%, 12/21/2022, 3 mo. USD LIBOR + 3.000%

     258,196  
    

American Builders & Contractors Supply Co., Inc.

  
  488,750   

4.23%, 10/31/2023, 1 mo. USD LIBOR + 2.000%

     485,695  
    

B.C. Unlimited Liability Co.

  
  122,188   

4.48%, 02/16/2024, 1 mo. USD LIBOR + 2.250%

     122,157  
    

Bass Pro Group LLC

  
  196,500   

7.23%, 09/25/2024, 1 mo. USD LIBOR + 5.000%

     185,622  
    

Coty, Inc.

  
  277,072   

4.61%, 04/07/2025, 1 mo. USD LIBOR + 2.250%

     267,144  
    

Michaels Stores, Inc.

  
  310,834   

4.75%, 01/30/2023, 1 mo. USD LIBOR + 2.500%

     300,498  
    

Staples, Inc.

  
  128,375   

7.33%, 04/16/2026, 3 mo. USD LIBOR + 5.000%

     125,086  
    

Sunshine Luxembourg S.a.r.l.

  
  165,000   

0.00%, 07/16/2026, 1 mo. USD LIBOR + 4.250%(7)

     165,536  
       

 

 

 

          1,909,934  
       

 

 

 

    

Semiconductors - 0.1%

  
    

Entegris, Inc.

  
  154,225   

4.23%, 11/01/2025, 1 mo. USD LIBOR + 2.000%

     154,225  
    

Microchip Technology, Inc.

  
  71,861   

4.24%, 05/29/2025, 1 mo. USD LIBOR + 2.000%

     71,772  
    

ON Semiconductor Corp.

  
  102,254   

3.98%, 03/31/2023, 1 mo. USD LIBOR + 1.750%

     101,998  
       

 

 

 

          327,995  
       

 

 

 

    

Software - 0.5%

  
    

Almonde, Inc.

  
  154,035   

5.73%, 06/13/2024, 3 mo. USD LIBOR + 3.500%

     151,013  
    

Change Healthcare Holdings LLC

  
  199,914   

4.65%, 03/01/2024, 1 mo. USD LIBOR + 2.500%

     199,383  
    

Dell International LLC

  
  200,786   

4.24%, 09/07/2023, 1 mo. USD LIBOR + 2.000%

     201,258  
    

Global Payments, Inc.

  
  256,078   

3.98%, 04/21/2023, 1 mo. USD LIBOR + 1.750%

     255,950  
    

Go Daddy Operating Co. LLC

  
  169,898   

4.23%, 02/15/2024, 1 mo. USD LIBOR + 2.000%

     170,375  
    

Infor U.S., Inc.

  
  553,399   

5.08%, 02/01/2022, 1 mo. USD LIBOR + 2.750%

     553,299  
    

MA FinanceCo. LLC

  
  17,882   

4.73%, 06/21/2024, 1 mo. USD LIBOR + 2.500%

     17,733  
    

Seattle Spinco, Inc.

  
  120,758   

4.73%, 06/21/2024, 1 mo. USD LIBOR + 2.500%

     119,752  
    

SS&C Technologies Holdings Europe S.a.r.l.

  
  41,785   

4.48%, 04/16/2025, 1 mo. USD LIBOR + 2.250%

     41,759  


 

The Hartford Inflation Plus Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

SS&C Technologies, Inc.

  
$   269,778   

4.48%, 04/16/2025, 1 mo. USD LIBOR + 2.250%

   $ 269,669  
    

Ultimate Software Group, Inc.

                                   
  100,000   

6.08%, 05/04/2026, 1 mo. USD LIBOR + 3.750%

     100,734  
    

Verint Systems, Inc.

  
  205,800   

4.40%, 06/28/2024, 1 mo. USD LIBOR + 2.000%

     206,829  
    

WEX, Inc.

  
  480,184   

4.48%, 05/15/2026, 1 mo. USD LIBOR + 2.250%

     480,443  
       

 

 

 

          2,768,197  
       

 

 

 

    

Telecommunications - 0.3%

  
    

Altice France S.A.

  
  321,793   

6.01%, 01/31/2026, 3 mo. USD LIBOR +3.688%

     318,173  
    

CenturyLink, Inc.

  
  99,495   

4.98%, 01/31/2025, 1 mo. USD LIBOR + 2.750%

     98,817  
    

Ciena Corp.

  
  148,626   

4.27%, 09/26/2025, 1 mo. USD LIBOR + 2.000%

     149,138  
    

Level 3 Financing, Inc.

  
  375,000   

4.48%, 02/22/2024, 1 mo. USD LIBOR + 2.250%

     375,157  
    

Sprint Communications, Inc.

  
  430,100   

4.75%, 02/02/2024, 1 mo. USD LIBOR + 2.500%

     428,917  
    

Univision Communications, Inc.

  
  216,785   

4.98%, 03/15/2024, 1 mo. USD LIBOR + 2.750%

     212,010  
    

Zayo Group LLC

  
  100,095   

4.48%, 01/19/2024, 1 mo. USD LIBOR + 2.250%

     100,065  
       

 

 

 

          1,682,277  
       

 

 

 

    

Transportation - 0.0%

  
    

B.C. Unlimited Liability Co.

  
  49,074   

6.33%, 04/06/2026, 1 mo. USD LIBOR + 4.000%

     49,346  
    

Dynasty Acquisition Co., Inc.

  
  91,277   

6.33%, 04/06/2026, 1 mo. USD LIBOR + 4.000%

     91,785  
       

 

 

 

          141,131  
       

 

 

 

    

Total Senior Floating Rate Interests
(cost $25,392,838)

   $ 25,239,783  
       

 

 

 

U.S. Government Agencies - 7.6%

  
    

Mortgage-Backed Agencies - 7.6%

  
    

FHLMC - 0.2%

  
$   1,121,288   

6.52%, 11/25/2023, 1 mo. USD LIBOR + 4.250%(1)

   $ 1,212,540  
       

 

 

 

    

FNMA - 7.4%

  
$   36,800,000   

3.00%, 08/01/2049(8)

   $ 37,114,094  
  1,345,000   

4.67%, 04/25/2031, 1 mo. USD LIBOR + 2.400%(1)(2)

     1,359,615  
       

 

 

 

          38,473,709  
       

 

 

 

    

Total U.S. Government Agencies
(cost $39,620,806)

   $ 39,686,249  
       

 

 

 

 

U.S. Government Securities - 88.0%

  
    

U.S. Treasury Bonds - 5.6%

  
    

U.S. Treasury Bonds

  
$   26,137,732   

2.38%, 01/15/2025(5)

   $ 29,085,872  
       

 

 

 

          29,085,872  
       

 

 

 

    

U.S. Treasury Notes - 82.4%

  
  146,477,687   

0.13%, 04/15/2021(5)

     144,694,260  
  58,821,149   

0.13%, 07/15/2026(5)

     58,464,011  
  9,924,957   

0.25%, 01/15/2025(5)

     9,915,210  
  14,355,774   

0.25%, 07/15/2029(5)

     14,340,496  
  15,992,282   

0.38%, 07/15/2025(5)(9)

     16,148,988  
  50,033,157   

0.50%, 01/15/2028(5)(10)(11)

     50,909,863  
  89,907,123   

0.63%, 01/15/2026(5)

     91,991,105  
  32,211,236   

0.75%, 07/15/2028(5)

     33,610,014  
  5,613,320   

0.88%, 01/15/2029(5)

     5,916,986  
  265,000   

2.75%, 09/30/2020(9)

     267,184  
       

 

 

 

          426,258,117  
       

 

 

 


 

The Hartford Inflation Plus Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Total U.S. Government Securities
(cost $450,399,215)

      $ 455,343,989  
          

 

 

 

    

Total Long-Term Investments
(cost $546,683,271)

      $ 550,841,284  

Short-Term Investments - 0.5%

     
    

Other Investment Pools & Funds - 0.5%

     
  2,511,388   

Fidelity Institutional Government Fund, Institutional Class, 2.20%(12)

        2,511,388  
          

 

 

 

    

Total Short-Term Investments
(cost $2,511,388)

      $ 2,511,388  
          

 

 

 

    

Total Investments
(cost $549,194,659)

     106.9%      $ 553,352,672  
    

Other Assets and Liabilities

     (6.9)%        (35,767,545
       

 

 

    

 

 

 

    

Total Net Assets

     100.0%      $         517,585,127  
       

 

 

    

 

 

 

 

Note:

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

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

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

 

(1)

Variable rate securities; the rate reported is the coupon rate in effect at July 31, 2019.

(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 July 31, 2019, the aggregate value of these securities was $8,696,802, representing 1.7% of net assets.

(3)

Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

(4)

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)

The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

(6)

Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of July 31, 2019.

(7)

Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

(8)

Represents or includes a TBA transaction.

(9)

This security, or a portion of this security, has been pledged as collateral in connection with OTC swap contracts.

(10)

This security, or a portion of this security, has been pledged as collateral in connection with centrally cleared swap contracts.

(11)

This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.

(12)

Current yield as of period end.

 

Futures Contracts Outstanding at July 31, 2019  
Description    Number
of
Contracts
         Expiration Date     

Current

Notional
Amount

     Value and
Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

           

U.S. Treasury 2-Year Note Future

     144        09/30/2019      $         30,874,500      $ (43,170

U.S. Treasury 10-Year Note Future

     338        09/19/2019        43,068,594        115,564  
           

 

 

 

Total

            $ 72,394  
           

 

 

 

Short position contracts:

           

Euro-Bund Future

     15        09/06/2019      $ 2,907,038      $ (1,253

U.S. Treasury 5-Year Note Future

     126        09/30/2019        14,811,891        (50,739

U.S. Treasury 10-Year Ultra Future

     81        09/19/2019        11,165,344        (4,976
           

 

 

 

Total

            $               (56,968
           

 

 

 


 

The Hartford Inflation Plus Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  

 

 

 

      Total futures contracts

   $                 15,426    
  

 

 

 

 

OTC Credit Default Swap Contracts Outstanding at July 31, 2019  
Reference Entity            Counter-
party
     Notional
Amount (a)
    

(Pay)/Receive

Fixed Rate

   

Expiration

Date

    

Periodic

Payment

Frequency

    

Upfront

Premiums

Paid

    

Upfront

Premiums

Received

   

Market

Value †

    

Unrealized

Appreciation/

(Depreciation)

 

Credit default swaps on indices:

 

             

  Sell protection:

                           

CMBX.NA.AAA.6

     GSC        USD        18,786,015        0.50     05/11/63        Monthly      $             —      $     (14,423   $     151,973      $     166,396  
                   

 

 

    

 

 

   

 

 

    

 

 

 
                           
                   

 

 

    

 

 

   

 

 

    

 

 

 

 Total traded indices

 

              $      $ (14,423   $ 151,973      $ 166,396  
                   

 

 

    

 

 

   

 

 

    

 

 

 
                           
                   

 

 

    

 

 

   

 

 

    

 

 

 

 Total OTC contracts

 

              $      $ (14,423   $ 151,973      $ 166,396  
                   

 

 

    

 

 

   

 

 

    

 

 

 

 

(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 July 31, 2019

 

 
Counter-
party
  

Payments made

by Fund

  

       Payments
       received by

       Fund

    

Notional     

Amount    

    

Expiration    

Date    

    

Periodic

Payment

Frequency

    

Upfront

Premiums

Paid

    

Upfront

Premiums

Received

     Value †    

Unrealized

Appreciation/

(Depreciation)

 

  BCLY

   2.00% Fixed      CPURNSA        USD        12,310,000        01/15/22        At Maturity      $             —      $             —      $ (137,424   $ (137,424

  BCLY

   2.29% Fixed      CPURNSA        USD        25,572,000        01/15/22        At maturity                      (438,988     (438,988

  BOA

   2.12% Fixed      CPURNSA        USD        8,580,000        01/15/24        At maturity                      (129,404     (129,404
                    

 

 

    

 

 

    

 

 

   

 

 

 

Total

                  $             —      $             —      $ (705,816   $ (705,816
                    

 

 

    

 

 

    

 

 

   

 

 

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at July 31, 2019

 

Payments made by

Fund

  

       Payments

       received by

       Fund

  Notional Amount     

Expiration

Date

    

Periodic

Payment

Frequency

    

Upfront

Premiums

Paid

 

Upfront

Premiums

Received

  Value †    

Unrealized

Appreciation/

(Depreciation)

 
12 Mo. Federal Funds Rate    0.93% Fixed     USD        13,439,000        08/22/24        Annual      $     $     $ 597,643     $ 597,643  
12 Mo. Federal Funds Rate    1.03% Fixed     USD        9,012,000        09/06/26        Annual                    468,216       468,216  
12 Mo. Federal Funds Rate    1.00% Fixed     USD        3,322,000        09/29/26        Annual        72,164             180,672       108,508  
2.35% Fixed    3 Mo. USD LIBOR     USD        6,700,000        04/09/24        Semi-Annual                    (195,990     (195,990
2.36% Fixed    3 Mo. USD LIBOR     USD        6,965,000        04/09/24        Semi-Annual                    (204,914     (204,914
3 Mo. USD LIBOR    2.36% Fixed     USD        7,150,000        04/09/24        Semi-Annual                    (209,498     (209,498
3 Mo. USD LIBOR    2.35% Fixed     USD        9,540,000        04/09/24        Semi-Annual                    (278,609     (278,609
                

 

 

 

 

 

 

 

 

 

 

   

 

 

 

Total

 

            $     72,164         $     —       $ 357,520     $ 285,356  
                

 

 

 

 

 

 

 

 

 

 

   

 

 

 

Bond Forward Contracts Outstanding at July 31, 2019

 

Counterparty   

Reference

Obligation

  

Notional

Amount

    

Expiration

Date

    

Unrealized

Appreciation/

    (Depreciation)    

 

BOA

   U.S. Treasury Bonds, 0.13%(5), 07/15/2026      USD            9,056,216        08/15/2019      $             (8,664

BOA

   U.S. Treasury Bonds, 0.38%(5), 07/15/2025      USD            28,622,650        08/15/2019        (88,228

MSC

   U.S. Treasury Bonds, 0.63%(5), 01/15/2026      USD            20,367,354        08/15/2019        (34,937
              

 

 

 

Total

               $ (131,829
              

 

 

 

Foreign Currency Contracts Outstanding at July 31, 2019

Amount and Description

of Currency to be

Purchased

    

Amount and Description

of Currency to be

Sold

     Counterparty   

Settlement

Date

   Appreciation     

Depreciation

 

       3,609,516

    USD        14,019,000       BRL      MSC    09/18/19    $                     —        $                (50,176)    


 

The Hartford Inflation Plus Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  1,717,389        USD        5,620,240,000        COP        MSC        09/18/19        9,639         
  453,470        USD        406,000        EUR        GSC        08/30/19        2,883         
      3,504,749        USD        228,953,000        RUB        BCLY        09/18/19               (68,259
  1,273,657        USD        19,012,000        ZAR        GSC        09/18/19               (43,907
           Total                                                   $             12,522      $             (162,342

 

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

 

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

BCLY

   Barclays   

BOA

   Banc of America Securities LLC   

GSC

   Goldman Sachs & Co.   

MSC

   Morgan Stanley   
Currency Abbreviations:     

ARS

   Argentine Peso   

BRL

   Brazilian Real   

COP

   Colombian Peso   

EUR

   Euro   

RUB

   Russian Ruble   

USD

   United States Dollar   

ZAR

   South African Rand   
Index Abbreviations:     

CMBX.NA

   Markit Commercial Mortgage Backed North American   

CMT

   Constant Maturity Treasury Index   

CPI

   Consumer Price Index   

CPURNSA

   Consumer Price All Urban Non-Seasonally Adjusted   

ICE

   Intercontinental Exchange, Inc.   

MTA

   Monthly Treasury Average Index   
Other Abbreviations:     

CMO

   Collateralized Mortgage Obligation   

EURIBOR

   Euro Interbank Offered Rate   

FHLMC

   Federal Home Loan Mortgage Corp.   

FNMA

   Federal National Mortgage Association   

LIBOR

   London Interbank Offered Rate   

OTC

   Over-the-Counter   

TBA

   To Be Announced   

Fair Valuation Summary

The

following is a summary of the fair valuations according to the inputs used as of July 31, 2019 in valuing the Fund’s investments.

 

Description    Total   Level 1   Level 2   Level 3(1)

Assets

        

Asset & Commercial Mortgage Backed Securities

   $ 19,783,437     $     $ 19,783,437     $  

Foreign Government Obligations

     10,787,826             10,787,826        

Senior Floating Rate Interests

     25,239,783             25,239,783        

U.S. Government Agencies

     39,686,249             39,686,249        

U.S. Government Securities

     455,343,989             455,343,989        

Short-Term Investments

     2,511,388       2,511,388              

Foreign Currency Contracts(2)

     12,522             12,522        

Futures Contracts(2)

     115,564       115,564              

Swaps - Credit Default(2)

     166,396             166,396        

Swaps - Interest Rate(2)

     1,174,367             1,174,367        
  

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

   $      554,821,521     $         2,626,952     $       552,194,569     $                     —  
  

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Liabilities

        

Bond Forward Contracts(2)

   $ (131,829   $     $ (131,829   $  

Foreign Currency Contracts(2)

     (162,342           (162,342      

Futures Contracts(2)

     (100,138     (100,138            


 

The Hartford Inflation Plus Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

Swaps - Interest Rate(2)

     (1,594,827           (1,594,827      
  

 

 

   

 

 

   

 

 

   

 

 

 

 

Total

   $         (1,989,136   $           (100,138   $         (1,888,998   $                     —  
  

 

 

   

 

 

   

 

 

   

 

 

 

(1) For the period ended July 31, 2019, there were no transfers in and out of Level 3.

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


 

Hartford International Equity Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Shares or Principal Amount    Market Value

Common Stocks - 95.4%

  
    

Argentina - 0.6%

                                   
  26,827   

Banco Macro S.A. ADR(1)

   $ 1,858,575  
  2,324   

MercadoLibre, Inc.*

     1,444,180  
  39,529   

Pampa Energia S.A. ADR*(1)

     1,300,504  
  55,303   

YPF S.A. ADR

     909,734  
       

 

 

 

          5,512,993  
       

 

 

 

    

Australia - 1.8%

  
  142,177   

BHP Group Ltd.

     3,914,226  
  74,429   

Commonwealth Bank of Australia

     4,177,073  
  487,353   

Goodman Group REIT

     4,928,858  
  476,122   

Resolute Mining Ltd.

     567,181  
  265,614   

Treasury Wine Estates Ltd.

     3,193,731  
  459,657   

Western Areas Ltd.

     682,239  
       

 

 

 

          17,463,308  
       

 

 

 

    

Austria - 0.1%

  
  66,165   

Zumtobel Group AG*

     550,800  
       

 

 

 

    

Belgium - 1.1%

  
  32,423   

Ageas

     1,740,676  
  183,684   

AGFA-Gevaert N.V.*

     739,793  
  75,046   

bpost S.A.

     697,794  
  65,924   

Groupe Bruxelles Lambert S.A.

     6,214,963  
  37,599   

Orange Belgium S.A.

     859,496  
       

 

 

 

          10,252,722  
       

 

 

 

    

Brazil - 2.2%

  
  98,400   

Banco do Brasil S.A.

     1,269,079  
  50,101   

Gol Linhas Aereas Inteligentes S.A. ADR(1)

     1,076,169  
  128,800   

Linx S.A.

     1,093,485  
  386,400   

Localiza Rent a Car S.A.

     4,454,937  
  156,540   

Lojas Renner S.A.

     1,946,726  
  122,299   

Pagseguro Digital Ltd. Class A*

     5,317,561  
  93,510   

Petroleo Brasileiro S.A. ADR

     1,407,325  
  141,400   

TOTVS S.A.

     1,796,979  
  214,633   

Vale S.A. ADR

     2,788,083  
       

 

 

 

          21,150,344  
       

 

 

 

    

Canada - 6.1%

  
  295,600   

Advantage Oil & Gas Ltd.*

     423,310  
  231,474   

ARC Resources Ltd.

     1,183,853  
  52,579   

Bank of Montreal(1)

     3,936,055  
  30,946   

Bank of Nova Scotia

     1,652,110  
  103,796   

Barrick Gold Corp.

     1,686,941  
  60,376   

Cameco Corp.

     554,446  
  83,736   

Canadian National Railway Co.

     7,925,671  
  155,978   

Centerra Gold, Inc.*

     1,245,649  
  66,751   

CGI, Inc.*

     5,137,571  
  86,564   

Descartes Systems Group, Inc.*

     3,144,979  
  75,450   

Eldorado Gold Corp.*

     580,965  
  79,146   

IAMGOLD Corp.*

     287,300  
  57,267   

Imperial Oil Ltd.

     1,568,139  
  61,329   

Intact Financial Corp.

     5,716,543  
  194,864   

Kinross Gold Corp.*

     783,353  
  52,380   

Northern Dynasty Minerals Ltd.*(1)

     41,275  
  202,045   

Painted Pony Energy Ltd.*(1)

     142,372  
  72,886   

Royal Bank of Canada

     5,755,553  
  145,976   

SEMAFO, Inc.*

     585,099  
  182,446   

Smart REIT

     4,477,516  
  675,480   

StorageVault Canada, Inc.

     1,499,588  
  39,641   

TC Energy Corp.

     1,940,901  
  81,466   

Toronto-Dominion Bank

     4,762,162  
  36,402   

Tourmaline Oil Corp.

     479,917  
  271,695   

Trican Well Service Ltd.*(1)

     199,685  
  409,048   

Tricon Capital Group, Inc.

     3,096,219  


 

Hartford International Equity Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  124,970   

Uranium Participation Corp.*

   $ 410,002  
       

 

 

 

          59,217,174  
       

 

 

 

    

Chile - 0.3%

                                   
  298,694   

Empresas COPEC S.A.

     2,740,798  
       

 

 

 

    

China - 6.0%

  
  1,980,760   

361 Degrees International Ltd.

     355,796  
  63,077   

Alibaba Group Holding Ltd. ADR*

     10,919,259  
  668,895   

AMVIG Holdings Ltd.

     156,369  
  8,874,061   

Bank of China Ltd. Class H

     3,603,646  
  2,387,350   

China BlueChemical Ltd. Class H

     654,537  
  2,354,419   

China Longyuan Power Group Corp. Ltd. Class H

     1,439,705  
  1,290,570   

China Machinery Engineering Corp. Class H

     551,521  
  427,000   

China Merchants Bank Co., Ltd. Class H

     2,115,315  
  2,662,966   

China Telecom Corp. Ltd. Class H

     1,187,763  
  1,582,000   

CNOOC Ltd.

     2,608,344  
  946,305   

CSPC Pharmaceutical Group Ltd.

     1,642,195  
  2,432,580   

Daphne International Holdings Ltd.*

     50,226  
  1,690,340   

Dongfeng Motor Group Co., Ltd. Class H

     1,507,636  
  5,860,514   

Industrial & Commercial Bank of China Ltd. Class H

     3,935,606  
  43,193   

JD.com, Inc. ADR*

     1,291,903  
  196,789   

Jiangsu Hengrui Medicine Co., Ltd. Class A

     1,897,488  
  855,500   

Jinyu Bio-Technology Co., Ltd. Class A

     1,902,682  
  348,520   

Livzon Pharmaceutical Group, Inc. Class A

     1,281,980  
  248,480   

Midea Group Co., Ltd. Class A

     1,957,160  
  271,140   

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

     3,195,604  
  216,098   

Qudian, Inc. ADR*

     1,975,136  
  218,205   

Sunny Optical Technology Group Co., Ltd.

     2,523,186  
  187,556   

Tencent Holdings Ltd.

     8,738,790  
  152,745   

Wuxi Biologics Cayman, Inc.*(2)

     1,623,261  
  46,927   

Zai Lab Ltd. ADR*

     1,507,295  
       

 

 

 

          58,622,403  
       

 

 

 

    

Denmark - 0.6%

  
  1,486   

AP Moller - Maersk A/S Class B

     1,668,552  
  54,335   

D/S Norden A/S

     813,032  
  2,971   

Drilling Co.*

     201,556  
  30,926   

DSV A/S

     2,951,695  
       

 

 

 

          5,634,835  
       

 

 

 

    

Finland - 0.2%

  
  311,301   

Nokia Oyj(1)

     1,677,805  
       

 

 

 

    

France - 8.8%

  
  28,670   

Air France-KLM*

     299,096  
  24,758   

Airbus SE

     3,499,812  
  63,611   

Alstom S.A.(1)

     2,739,647  
  54,498   

BNP Paribas S.A.

     2,550,508  
  58,721   

Capgemini SE

     7,455,471  
  174,292   

Cie de Saint-Gobain

     6,676,882  
  21,399   

Criteo S.A. ADR*

     405,939  
  135,614   

Danone S.A.

     11,769,781  
  107,790   

Engie S.A.

     1,658,833  
  17,468   

Imerys S.A.

     731,715  
  12,150   

L’Oreal S.A.

     3,250,907  
  6,609   

LVMH Moet Hennessy Louis Vuitton SE

     2,729,909  
  50,809   

Metropole Television S.A.

     881,414  
  39,241   

Neopost S.A.

     788,453  
  372,636   

Orange S.A.

     5,523,391  
  32,764   

Pernod Ricard S.A.(1)

     5,749,548  
  23,409   

Renault S.A.

     1,309,682  
  121,067   

Rexel S.A.

     1,351,830  
  27,384   

Safran S.A.

     3,931,271  
  79,828   

Schneider Electric SE

     6,887,247  
  71,449   

Societe Generale S.A.(1)

     1,750,119  
  1,893   

Sopra Steria Group

     244,341  
  114,859   

Television Francaise 1 S.A.

     1,150,698  


 

Hartford International Equity Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  89,320   

Total S.A.

   $ 4,629,472  
  16,505   

Vicat S.A.

     740,522  
  75,409   

Vinci S.A.

     7,756,850  
       

 

 

 

          86,463,338  
       

 

 

 

    

Germany - 4.2%

                                   
  48,672   

Allianz SE

     11,292,340  
  135,000   

CECONOMY AG*

     862,896  
  35,103   

Daimler AG

     1,822,294  
  403,883   

E.ON SE

     4,022,197  
  22,577   

Hamburger Hafen und Logistik AG

     569,145  
  156,742   

Infineon Technologies AG

     2,903,201  
  18,325   

Merck KGaA

     1,869,037  
  27,932   

Metro AG

     429,645  
  33,662   

Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen

     8,021,912  
  10,189   

Rheinmetall AG

     1,156,176  
  101,478   

RWE AG

     2,741,819  
  39,245   

Salzgitter AG

     847,176  
  8,220   

Volkswagen AG

     1,373,485  
  66,206   

Vonovia SE

     3,232,462  
       

 

 

 

          41,143,785  
       

 

 

 

    

Greece - 0.5%

  
  1,590,282   

Eurobank Ergasias S.A.*

     1,550,950  
  131,197   

Hellenic Telecommunications Organization S.A.

     1,806,725  
  171,465   

OPAP S.A.

     1,929,877  
       

 

 

 

          5,287,552  
       

 

 

 

    

Hong Kong - 3.4%

  
  780,118   

AIA Group Ltd.

     7,985,102  
  337,800   

China Gas Holdings Ltd.

     1,399,669  
  184,400   

China Mobile Ltd.

     1,568,207  
  416,285   

China Overseas Land & Investment Ltd.

     1,419,139  
  1,870,720   

China Unicom Hong Kong Ltd.

     1,822,557  
  216,000   

CST Group Ltd.*

     690  
  77,980   

Dah Sing Financial Holdings Ltd.

     349,647  
  20,729,250   

G-Resources Group Ltd.*

     147,416  
  690,000   

Guangdong Investment Ltd.

     1,450,204  
  1,896,495   

Hong Kong & China Gas Co., Ltd.

     4,187,652  
  124,840   

Hong Kong Exchanges & Clearing Ltd.

     4,195,416  
  4,048,210   

Pacific Basin Shipping Ltd.

     831,080  
  238,000   

Power Assets Holdings Ltd.

     1,701,050  
  934,977   

Sands China Ltd.

     4,487,764  
  1,503,000   

Sino Biopharmaceutical Ltd.

     1,833,307  
       

 

 

 

          33,378,900  
       

 

 

 

    

Hungary - 0.2%

  
  487,018   

Magyar Telekom Telecommunications plc

     704,611  
  40,364   

OTP Bank Nyrt

     1,680,997  
       

 

 

 

          2,385,608  
       

 

 

 

    

India - 1.2%

  
  294,906   

Allahabad Bank*

     161,750  
  231,072   

Canara Bank*

     789,015  
  212,750   

Corp. Bank*

     70,056  
  36,555   

HDFC Bank Ltd. ADR

     4,203,094  
  483,422   

ICICI Bank Ltd.

     2,974,629  
  98,179   

Kotak Mahindra Bank Ltd.

     2,161,425  
  919,094   

Nava Bharat Ventures Ltd.

     1,190,001  
  85,441   

NTPC Ltd.

     157,194  
       

 

 

 

          11,707,164  
       

 

 

 

    

Indonesia - 0.4%

  
  750,900   

Bank Central Asia Tbk PT

     1,648,508  
  2,034,900   

Bank Mandiri Persero Tbk PT

     1,144,822  
  2,975,300   

Perusahaan Perkebunan London Sumatra Indonesia Tbk PT

     224,318  


 

Hartford International Equity Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  1,407,200   

Semen Indonesia Persero Tbk PT

   $ 1,279,199  
       

 

 

 

          4,296,847  
       

 

 

 

    

Ireland - 1.6%

  
  280,772   

Bank of Ireland Group plc

     1,238,957  
  1,889,297   

Cairn Homes plc*

     2,221,123  
  93,889   

CRH plc

     3,124,662  
  70,507   

Experian plc

     2,138,418  
  1,050,846   

Glenveagh Properties plc*(2)

     798,015  
  845,192   

Hibernia plc REIT

     1,437,913  
  18,770   

Linde plc*

     3,589,260  
  49,713   

Smurfit Kappa Group plc

     1,564,055  
       

 

 

 

          16,112,403  
       

 

 

 

    

Italy - 2.3%

  
  95,421   

Assicurazioni Generali S.p.A.

     1,779,631  
  285,616   

Banca Popolare dell’Emilia Romagna SC(1)

     1,062,684  
  302,552   

Davide Campari-Milano S.p.A.

     2,813,849  
  217,427   

Eni S.p.A.

     3,396,492  
  21,674   

Ferrari N.V.

     3,490,074  
  244,224   

FinecoBank Banca Fineco S.p.A.

     2,429,534  
  185,111   

Geox S.p.A.

     260,246  
  89,423   

Leonardo S.p.A.

     1,088,756  
  67,662   

Moncler S.p.A.

     2,778,217  
  224,540   

Saipem S.p.A.*

     1,109,803  
  196,623   

UniCredit S.p.A.

     2,315,140  
       

 

 

 

          22,524,426  
       

 

 

 

    

Japan - 15.5%

                                   
  51,380   

Aisan Industry Co., Ltd.

     343,765  
  128,810   

Aozora Bank Ltd.

     2,952,005  
  134,700   

Astellas Pharma, Inc.

     1,908,954  
  55,150   

Avex, Inc.

     709,078  
  19,490   

Benesse Holdings, Inc.

     456,159  
  49,380   

Canon, Inc.

     1,339,247  
  23,060   

Cawachi Ltd.

     428,502  
  23,600   

Central Japan Railway Co.

     4,743,897  
  87,280   

Chiyoda Corp.*(1)

     234,349  
  20,020   

Chubu Steel Plate Co., Ltd.

     117,452  
  29,700   

Chugai Pharmaceutical Co., Ltd.

     2,124,945  
  224,060   

Citizen Watch Co., Ltd.

     1,115,025  
  6,860   

CMIC Holdings Co., Ltd.

     117,131  
  19,000   

Cosel Co., Ltd.(1)

     188,406  
  98,460   

Dai-ichi Life Holdings, Inc.

     1,447,465  
  48,690   

DeNA Co., Ltd.

     928,639  
  101,519   

East Japan Railway Co.

     9,306,755  
  10,418   

Eisai Co., Ltd.

     563,069  
  17,350   

Enplas Corp.

     554,138  
  43,450   

Exedy Corp.

     885,757  
  11,800   

FANUC Corp.

     2,097,172  
  41,975   

Fuji Media Holdings, Inc.

     546,127  
  16,155   

Fujitsu Ltd.

     1,260,710  
  91,610   

Funai Electric Co., Ltd.*

     651,160  
  15,505   

Gendai Agency, Inc.

     61,552  
  26,000   

GMO Payment Gateway, Inc.

     1,878,477  
  237,670   

Gree, Inc.

     1,115,688  
  45,980   

Hisaka Works Ltd.

     360,847  
  39,900   

Hitachi Ltd.

     1,414,647  
  130,770   

Hitachi Metals Ltd.

     1,374,830  
  123,260   

Honda Motor Co., Ltd.

     3,066,772  
  32,840   

Ibiden Co., Ltd.

     585,486  
  57,670   

Ichiyoshi Securities Co., Ltd.

     380,740  
  155,300   

Inpex Corp.

     1,362,036  
  52,020   

Japan Petroleum Exploration Co., Ltd.

     1,132,577  
  541,994   

Japan Post Bank Co., Ltd.

     5,266,149  
  48,400   

Japan Steel Works Ltd.

     842,726  
  80,160   

JGC Corp.

     1,043,634  


 

Hartford International Equity Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  97,140   

JSR Corp.

   $ 1,604,257  
  29,200   

Kao Corp.

     2,131,038  
  80,900   

KDDI Corp.

     2,110,802  
  63,970   

Keihin Corp.

     887,880  
  106,200   

Kirin Holdings Co., Ltd.

     2,303,293  
  57,860   

Kyoei Steel Ltd.(1)

     980,023  
  45,010   

Maxell Holdings Ltd.

     575,416  
  5,080   

Melco Holdings, Inc.

     132,462  
  18,820   

Miraial Co., Ltd.

     242,501  
  72,900   

Mitsubishi Estate Co., Ltd.

     1,341,866  
  34,501   

Mitsubishi Heavy Industries Ltd.

     1,423,206  
  927,209   

Mitsubishi UFJ Financial Group, Inc.

     4,579,486  
  1,142,920   

Mizuho Financial Group, Inc.

     1,622,170  
  87,320   

Nakayama Steel Works Ltd.

     384,660  
  30,550   

Neturen Co., Ltd.

     235,582  
  73,860   

Nexon Co., Ltd.*

     1,169,092  
  109,095   

Nichicon Corp.

     897,795  
  49,430   

Nikon Corp.

     667,389  
  5,955   

Nintendo Co., Ltd.

     2,190,801  
  22,580   

Nippon Chemi-Con Corp.

     345,593  
  79,534   

Nippon Television Holdings, Inc.

     1,094,801  
  57,030   

Nishimatsuya Chain Co., Ltd.(1)

     459,789  
  593,667   

Nissan Motor Co., Ltd.

     3,858,790  
  57,872   

Nissin Kogyo Co., Ltd.

     795,248  
  11,500   

Nitto Denko Corp.

     566,373  
  85,860   

NOK Corp.

     1,260,522  
  394,200   

Nomura Holdings, Inc.

     1,267,044  
  280,859   

NTT DOCOMO, Inc.

     6,734,263  
  22,040   

Pacific Metals Co., Ltd.

     417,850  
  56,200   

Relia, Inc.

     663,894  
  370,800   

Resona Holdings, Inc.

     1,511,623  
  36,350   

Sanyo Shokai Ltd.

     512,441  
  97,823   

Secom Co., Ltd.

     7,666,485  
  15,890   

Shimamura Co., Ltd.

     1,123,565  
  26,777   

Shin-Etsu Chemical Co., Ltd.

     2,726,323  
  36,000   

Shiseido Co., Ltd.

     2,649,044  
  85,410   

SoftBank Group Corp.

     4,360,877  
  252,700   

Sony Financial Holdings, Inc.

     6,122,146  
  75,698   

Sumitomo Mitsui Financial Group, Inc.

     2,647,142  
  41,890   

Sumitomo Mitsui Trust Holdings, Inc.

     1,431,730  
  49,110   

Sumitomo Riko Co., Ltd.

     381,100  
  26,100   

Sysmex Corp.

     1,894,940  
  288,284   

T&D Holdings, Inc.

     3,237,383  
  42,300   

Tachi-S Co., Ltd.

     542,045  
  70,180   

Takeda Pharmaceutical Co., Ltd.

     2,415,307  
  21,900   

THK Co., Ltd.

     551,928  
  139,890   

Tochigi Bank Ltd.

     228,649  
  57,180   

Tokai Rika Co., Ltd.

     936,627  
  27,910   

Tokyo Seimitsu Co., Ltd.

     782,642  
  129,550   

Tokyo Steel Manufacturing Co., Ltd.

     984,074  
  80,680   

Toppan Forms Co., Ltd.

     702,814  
  25,636   

Toshiba Machine Co., Ltd.

     563,919  
  65,980   

Toyo Engineering Corp.*(1)

     339,665  
  162,575   

Toyo Tire Corp.

     2,123,781  
  58,650   

Toyoda Gosei Co., Ltd.

     1,078,619  
  50,660   

TV Asahi Holdings Corp.

     831,033  
  56,900   

Unipres Corp.

     926,370  
  66,250   

Ushio, Inc.

     845,243  
  68,440   

Xebio Holdings Co., Ltd.(1)

     757,792  
  777,040   

Yahoo Japan Corp.

     2,275,894  
  42,300   

Yamato Kogyo Co., Ltd.

     1,094,269  
       

 

 

 

          152,095,424  
       

 

 

 

    

Malaysia - 1.3%

                                   
  1,217,819   

Kuala Lumpur Kepong Bhd

     6,961,723  


 

Hartford International Equity Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  1,074,920   

Public Bank Bhd

   $ 5,694,282  
       

 

 

 

          12,656,005  
       

 

 

 

    

Netherlands - 4.4%

                                   
  43,367   

Akzo Nobel N.V.

     4,091,865  
  13,155   

ASML Holding N.V.

     2,931,253  
  56,396   

Fugro N.V.*(1)

     460,317  
  83,611   

Heineken N.V.

     8,970,488  
  187,663   

ING Groep N.V.

     2,082,261  
  45,904   

InterXion Holding N.V.*

     3,456,571  
  184,845   

Koninklijke Philips N.V.

     8,671,200  
  107,199   

NN Group N.V.

     4,027,580  
  394,191   

PostNL N.V.(1)

     674,771  
  93,468   

Royal Dutch Shell plc Class A

     2,943,818  
  160,117   

Royal Dutch Shell plc Class B

     5,057,295  
       

 

 

 

          43,367,419  
       

 

 

 

    

New Zealand - 0.3%

  
  289,163   

a2 Milk Co., Ltd.*(1)

     3,350,919  
       

 

 

 

    

Norway - 0.1%

  
  362,139   

Norsk Hydro ASA

     1,231,740  
       

 

 

 

    

Philippines - 0.1%

  
  996,070   

Ayala Land, Inc.

     971,245  
       

 

 

 

    

Portugal - 0.3%

  
  168,514   

CTT-Correios de Portugal S.A.

     359,286  
  171,648   

Galp Energia SGPS S.A.

     2,672,234  
       

 

 

 

          3,031,520  
       

 

 

 

    

Russia - 2.4%

  
  436,886   

Gazprom PJSC ADR

     3,193,375  
  88,899   

HeadHunter Group plc ADR

     1,616,184  
  53,505   

LUKOIL PJSC ADR

     4,391,049  
  334,874   

Sberbank of Russia PJSC

     1,228,481  
  214,757   

Sberbank of Russia PJSC ADR

     3,187,867  
  310,270   

Surgutneftegas PJSC ADR

     1,294,055  
  285,617   

VEON Ltd. ADR

     893,981  
  205,539   

Yandex N.V. Class A*

     8,061,240  
       

 

 

 

          23,866,232  
       

 

 

 

    

South Africa - 1.1%

  
  14,259   

Anglo American Platinum Ltd.

     846,471  
  259,644   

Gold Fields Ltd.

     1,326,108  
  270,976   

Harmony Gold Mining Co., Ltd. ADR*

     661,181  
  207,782   

Impala Platinum Holdings Ltd.*

     1,108,485  
  106,492   

MTN Group Ltd.

     833,970  
  923,784   

Nampak Ltd.*

     640,886  
  4,083   

Naspers Ltd. Class N

     995,273  
  891,261   

Petra Diamonds Ltd.*

     120,851  
  292,225   

Raubex Group Ltd.

     388,105  
  344,901   

Standard Bank Group Ltd.

     4,288,531  
       

 

 

 

          11,209,861  
       

 

 

 

    

South Korea - 2.3%

  
  10,006   

CJ CheilJedang Corp.

     2,403,998  
  15,560   

CJ Logistics Corp.*

     1,796,407  
  87,690   

DGB Financial Group, Inc.

     556,810  
  39,167   

KB Financial Group, Inc.

     1,431,233  
  65,377   

KT Corp.

     1,528,201  
  1,496   

LG Household & Health Care Ltd.

     1,584,002  
  3,893   

NHN Corp.

     204,308  
  194,359   

Samsung Electronics Co., Ltd.

     7,361,290  
  37,393   

Shinhan Financial Group Co., Ltd.

     1,369,654  
  54,737   

SK Hynix, Inc.

     3,503,942  
  106,238   

Tongyang Life Insurance Co., Ltd.

     346,861  
       

 

 

 

          22,086,706  
       

 

 

 


 

Hartford International Equity Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Spain - 2.1%

  
  39,594   

Aedas Homes SAU*(2)

   $ 895,676  
  659,802   

CaixaBank S.A.

     1,635,285  
  140,987   

Cellnex Telecom S.A.(2)

     5,272,678  
  901,000   

Iberdrola S.A.

     8,548,140  
  13,740   

Iberdrola S.A.

     130,351  
  89,513   

Industria de Diseno Textil S.A.

     2,678,436  
  95,937   

Neinor Homes S.A.*(2)

     1,177,038  
  859,202   

Unicaja Banco S.A.(2)

     676,665  
       

 

 

 

          21,014,269  
       

 

 

 

    

Sweden - 1.0%

                                   
  214,634   

Assa Abloy AB Class B

     4,923,089  
  2,210   

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

     375,148  
  227,043   

Qliro Group AB*

     264,144  
  504,327   

SAS AB*

     687,772  
  22,173   

Spotify Technology S.A.*

     3,435,485  
       

 

 

 

          9,685,638  
       

 

 

 

    

Switzerland - 7.5%

  
  38,195   

Adecco Group AG

     2,083,883  
  40,226   

Alcon, Inc.*

     2,329,472  
  106,667   

GAM Holding AG*

     467,022  
  9,871   

Geberit AG

     4,556,867  
  19,700   

Implenia AG

     527,680  
  107,661   

Julius Baer Group Ltd.*

     4,600,635  
  36,710   

Kuehne + Nagel International AG

     5,405,301  
  41,850   

LafargeHolcim Ltd.*

     2,054,102  
  33,382   

Nestle S.A.

     3,541,402  
  139,091   

Novartis AG

     12,754,481  
  29,467   

Roche Holding AG

     7,887,287  
  14,936   

Schindler Holding AG

     3,443,221  
  86,615   

Swiss Prime Site AG*

     7,625,971  
  13,445   

Swisscom AG

     6,516,010  
  29,480   

Temenos AG*

     5,189,737  
  378,268   

UBS Group AG*

     4,222,165  
       

 

 

 

          73,205,236  
       

 

 

 

    

Taiwan - 3.7%

  
  1,514,350   

Acer, Inc.

     914,629  
  2,998,415   

Cathay Financial Holding Co., Ltd.

     3,914,872  
  1,563,822   

Chunghwa Telecom Co., Ltd.

     5,409,962  
  2,310,110   

Compal Electronics, Inc.

     1,411,400  
  1,046,802   

Formosa Chemicals & Fibre Corp.

     3,184,216  
  1,376,704   

Formosa Plastics Corp.

     4,428,597  
  441,840   

Foxconn Technology Co., Ltd.

     907,807  
  142,419   

Globalwafers Co., Ltd.

     1,511,117  
  3,413,110   

Innolux Corp.

     789,132  
  586,450   

MediaTek, Inc.

     5,865,804  
  2,060,458   

Nan Ya Plastics Corp.

     4,704,940  
  2,190,102   

Shin Kong Financial Holding Co., Ltd.*

     633,050  
  362,960   

Taiwan Semiconductor Manufacturing Co., Ltd.

     2,984,639  
       

 

 

 

          36,660,165  
       

 

 

 

    

Tanzania - 0.1%

  
  226,044   

Acacia Mining plc*

     619,607  
       

 

 

 

    

Thailand - 0.8%

  
  719,400   

Airports of Thailand PCL

     1,678,327  
  2,134,500   

CP ALL PCL

     5,986,039  
       

 

 

 

          7,664,366  
       

 

 

 

    

Turkey - 0.1%

  
  147,654   

Anadolu Efes Biracilik Ve Malt Sanayii AS

     567,229  
  42,825   

Coca-Cola Icecek AS

     254,695  
       

 

 

 

          821,924  
       

 

 

 

    

United Kingdom - 10.2%

  
  82,835   

Anglo American plc

     2,029,822  


 

Hartford International Equity Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  122,084   

AstraZeneca plc

   $ 10,547,301  
  788,826   

Aviva plc

     3,872,833  
  421,103   

Babcock International Group plc

     2,426,710  
  290,777   

BAE Systems plc

     1,931,843  
  127,676   

BHP Group plc

     3,044,246  
  496,026   

BP plc

     3,282,077  
  109,340   

British Land Co. plc REIT

     674,992  
  668,565   

BT Group plc

     1,566,014  
  881,136   

Centrica plc

     811,162  
  1,042,400   

Cobham plc*

     2,087,258  
  130,390   

Compass Group plc

     3,298,933  
  172,547   

Diageo plc

     7,195,240  
  101,904   

Fevertree Drinks plc

     2,888,839  
  421,574   

Firstgroup plc*

     588,552  
  21,202   

Go-Ahead Group plc

     550,225  
  227,176   

Halfords Group plc

     530,436  
  348,660   

Hays plc

     651,147  
  478,343   

HSBC Holdings plc

     3,830,804  
  496,626   

J Sainsbury plc

     1,185,065  
  486,694   

Kingfisher plc

     1,314,018  
  73,904   

Land Securities Group plc REIT

     715,223  
  3,548,173   

Lloyds Banking Group plc

     2,295,255  
  330,210   

Marks & Spencer Group plc

     829,960  
  780,503   

National Grid plc

     7,999,580  
  94,625   

Prudential plc

     1,946,836  
  48,219   

Reckitt Benckiser Group plc

     3,727,487  
  1,051,864   

Serco Group plc*

     1,885,499  
  291,363   

SIG plc

     465,771  
  345,364   

Smith & Nephew plc

     7,818,629  
  441,946   

Standard Chartered plc

     3,637,082  
  102,589   

SThree plc

     350,571  
  68,940   

Ultra Electronics Holdings plc

     1,634,605  
  24,745   

Unilever N.V. ADR

     1,434,310  
  176,356   

Unilever plc

     10,609,957  
       

 

 

 

          99,658,282  
       

 

 

 

    

United States - 0.3%

                                   
  727,000   

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

      
  202,061   

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

     553,647  
  7,179   

EPAM Systems, Inc.*

     1,391,218  
  5,907   

JAND, Inc. Class A(3)(4)(5)

     88,782  
  16,188   

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

     900,046  
       

 

 

 

          2,933,693  
       

 

 

 

    

Vietnam - 0.2%

  
  925,660   

Vincom Retail JSC

     1,462,671  
       

 

 

 

    

Total Common Stocks
(cost $924,795,132)

   $ 933,716,127  
       

 

 

 

Preferred Stocks - 1.5%

  
    

Brazil - 0.1%

  
  58,100   

Cia Paranaense de Energia *

     748,258  
  12,900   

Telefonica Brasil S.A. *

     176,784  
       

 

 

 

          925,042  
       

 

 

 

    

United States - 1.4%

  
  5,648   

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

     740,905  
  225,050   

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

     1,282,965  
  243,469   

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

     594,065  
  13,190   

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

     200,092  
  38,688   

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

     276,232  
  51,890   

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

     529,797  
  83,245   

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

     2,311,379  
  15,711   

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

     369,994  
  129,258   

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

     5,150,377  
  18,160   

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

     1,234,880  


 

Hartford International Equity Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  15,935   

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

      $ 1,083,580   
          

 

 

 
             13,774,266   
          

 

 

 
    

Total Preferred Stocks
(cost $8,161,614)

      $ 14,699,308   
          

 

 

 

Escrows - 0.0%(6)

        
    

United States - 0.0%

     
  75,898   

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

        3,947   
  198,151   

Lithium Technology Corp.*(3)(4)(5)

        1,981   
  46,766   

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

        7,483   
  28,813   

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

        15,674   
          

 

 

 
             29,085   
          

 

 

 
    

Total Escrows
(cost $ —)

      $ 29,085   
          

 

 

 

Convertible Preferred Stocks - 0.0%

     
    

United States - 0.0%

     
  13,926   

Honest Co., Inc. Series C(3)(4)(5)

        453,709   
          

 

 

 
    

Total Convertible Preferred Stocks
(cost $376,800)

      $ 453,709   
          

 

 

 
    

Total Long-Term Investments
(cost $933,333,546)

      $ 948,898,229   
          

 

 

 

Short-Term Investments - 4.2%

     
    

Other Investment Pools & Funds - 2.4%

     
  23,559,301   

BlackRock Liquidity Funds FedFund Portfolio, Institutional Class, 2.27%(7)

        23,559,301   
          

 

 

 
             23,559,301   
          

 

 

 
    

Securities Lending Collateral - 1.8%

                                      
  896,850   

Citibank NA DDCA, 2.37%, 8/1/2019(7)

        896,850   
  10,173,309   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional
Class, 2.23%(7)

        10,173,309   
  1,495,551   

Goldman Sachs Financial Square Funds, Government Fund, Institutional
Class, 2.21%(7)

        1,495,551   
  1,424,227   

Invesco Government & Agency Portfolio, Institutional Class, 2.23%(7)

        1,424,227   
  3,629,115   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional
Class, 2.25%(7)

        3,629,115   
  317,948   

Western Asset Institutional Government Class A Fund, Institutional Class, 2.19%(7)

        317,948   
          

 

 

 
             17,937,000   
          

 

 

 
    

Total Short-Term Investments
(cost $41,496,301)

      $ 41,496,301   
          

 

 

 
    

Total Investments
(cost $974,829,847)

     101.1%      $ 990,394,530   
    

Other Assets and Liabilities

     (1.1)%        (11,132,229)  
       

 

 

    

 

 

 
    

Total Net Assets

     100.0%      $ 979,262,301   
       

 

 

    

 

 

 

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

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

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

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

 

*

Non-income producing.


 

Hartford International Equity Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

(1)

Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments for securities lending information.

(2)

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At July 31, 2019, the aggregate value of these securities was $10,443,333, representing 1.1% of net assets.

(3)

Investment valued using significant unobservable inputs.

(4)

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At July 31, 2019, the aggregate fair value of these securities was $16,174,683, which represented 1.7% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

(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 $16,174,683 or 1.7% of net assets.

 

     Period Acquired    Security Name    Shares/Par Value      Base Total Cost   Base Market Value
  06/2015   

Airbnb, Inc. Series E Preferred

     5,648      $ 525,797     $ 740,905  
  08/2011   

Allstar Co.

     727,000        316,259        
  03/2015   

Birst, Inc.

     75,898              3,947  
  11/2014   

Coupang LLC Preferred

     225,050        700,608       1,282,965  
           12/2014   

DraftKings, Inc.

     202,061        298,156       553,647  
  05/2014   

Essence Group Holdings Corp. Series 3 Preferred

     243,469        384,997       594,065  
  08/2014   

Honest Co., Inc. Series C Convertible Preferred

     13,926        376,800       453,709  
  04/2015   

JAND, Inc. Class A

     5,907        67,844       88,782  
  04/2015   

JAND, Inc. Series D Preferred

     13,190        151,491       200,092  
  08/2015   

Klarna Holding AB

     2,210        242,394       375,148  
  08/2013   

Lithium Technology Corp.

     198,151              1,981  
  07/2014   

Lookout, Inc. Series F Preferred

     38,688        441,937       276,232  
  04/2015   

MarkLogic Corp. Series F Preferred

     51,890        602,661       529,797  
  08/2014   

One Kings Lane, Inc.

     46,766              7,483  
  03/2015   

Pinterest, Inc. Series G Preferred

     83,245        1,792,871       2,311,379  
  09/2015   

Rubicon Global Holdings LLC Series C Preferred

     15,711        313,599       369,994  
  11/2013   

Tory Burch LLC

     16,188        1,268,749       900,046  
  06/2014   

Uber Technologies, Inc. Series D Preferred

     129,258        2,005,186       5,150,377  
  04/2017   

Veracode, Inc.

     28,813              15,674  
  12/2014   

WeWork Companies, Inc. Series D-1 Preferred

     18,160        302,385       1,234,880  
  12/2014   

WeWork Companies, Inc. Series D-2 Preferred

     15,935        265,336       1,083,580  
          

 

 

 

 

 

 

 

           $           10,057,070      $           16,174,683   
          

 

 

 

 

 

 

 

(6)

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

(7)

Current yield as of period end.

Futures Contracts Outstanding at July 31, 2019

Description   

Number  

of  
Contracts  

         Expiration Date         

Current

Notional

Amount

     Value and
Unrealized
Appreciation/
(Depreciation)

Long position contracts:

           

S&P/TSX 60 Index Future

     50        09/19/2019      $             7,414,002       $ 28,744  

SPI 200 Future

     68        09/19/2019        7,849,504        204,302  
           

 

 

 

Total

             $ 233,046  
           

 

 

 

           
           

 

 

 

Total futures contracts

             $             233,046  
           

 

 

 


 

Hartford International Equity Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

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

 

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

ADR

            American Depositary Receipt

DDCA

            Dollars on Deposit in Custody Account

JSC

            Joint Stock Company

MTN

            Medium Term Note

PJSC

            Private Joint Stock Company

PT

            Perseroan Terbatas

REIT

            Real Estate Investment Trust


 

Hartford International Equity Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2019 in valuing the Fund’s investments.

 

Description    Total    Level 1    Level 2    Level 3(1)

Assets

           

Common Stocks

           

Argentina

   $ 5,512,993      $ 5,512,993      $      $  

Australia

     17,463,308               17,463,308         

Austria

     550,800        550,800                

Belgium

     10,252,722        859,496        9,393,226         

Brazil

     21,150,344        21,150,344                

Canada

     59,217,174        59,217,174                

Chile

     2,740,798        2,740,798                

China

     58,622,403        15,849,962        42,772,441         

Denmark

     5,634,835               5,634,835         

Finland

     1,677,805               1,677,805         

France

     86,463,338        15,911,252        70,552,086         

Germany

     41,143,785        4,058,675        37,085,110         

Greece

     5,287,552        3,357,675        1,929,877         

Hong Kong

     33,378,900        690        33,378,210         

Hungary

     2,385,608               2,385,608         

India

     11,707,164        4,430,344        7,276,820         

Indonesia

     4,296,847               4,296,847         

Ireland

     16,112,403        3,430,298        12,682,105         

Italy

     22,524,426        260,246        22,264,180         

Japan

     152,095,424               152,095,424         

Malaysia

     12,656,005               12,656,005         

Netherlands

     43,367,419        3,456,571        39,910,848         

New Zealand

     3,350,919               3,350,919         

Norway

     1,231,740               1,231,740         

Philippines

     971,245               971,245         

Portugal

     3,031,520        359,286        2,672,234         

Russia

     23,866,232        10,571,405        13,294,827         

South Africa

     11,209,861        1,170,137        10,039,724         

South Korea

     22,086,706               22,086,706         

Spain

     21,014,269        130,351        20,883,918         

Sweden

     9,685,638        3,699,629        5,610,861        375,148  

Switzerland

     73,205,236               73,205,236         

Taiwan

     36,660,165               36,660,165         

Tanzania

     619,607        619,607                

Thailand

     7,664,366        7,664,366                

Turkey

     821,924        567,229        254,695         

United Kingdom

     99,658,282        3,905,283        95,752,999         

United States

     2,933,693        1,391,218               1,542,475  

Vietnam

     1,462,671               1,462,671         

Preferred Stocks

     14,699,308        925,042        7,461,756        6,312,510  

Escrows

     29,085                      29,085  

Convertible Preferred Stocks

     453,709                      453,709  

Short-Term Investments

     41,496,301        41,496,301                

Futures Contracts(2)

     233,046        233,046                
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Total

   $       990,627,576      $       213,520,218      $       768,394,431      $       8,712,927  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

(1) For the period ended July 31, 2019, investments valued at $6,939,856 were transferred out of Level 3 due to the expiration of trading restrictions and there were no transfers in to Level 3.

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


 

Hartford International Equity Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

 

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the period ended July 31, 2019:

 

     Common Stocks     Preferred Stocks    

Convertible

Preferred

Stocks

 

     Escrows     Rights     Total  

Beginning balance

   $ 2,811,496     $ 12,869,558     $ 426,135      $ 44,450     $ 1     $ 16,151,640  

Purchases

     -       -       -        -       -       -  

Sales

     (639,765     (114,588        (16,033     (21,594     (791,980

Accrued discounts/(premiums)

     -       -       -        -       -       -  

Total realized gain/(loss)

     (107,762     79,254       -        16,032               21,594       9,118  

Net change in unrealized

     (146,346     418,142       27,574        (15,364     (1     284,005  

appreciation/depreciation

             

Transfers into Level 3

     -       -       -        -       -       -  

Transfers out of Level 3

     -         -        -       -       (6,939,856
             (6,939,856                                 

Ending balance

   $ 1,917,623     $ 6,312,510     $ 453,709      $         29,085     $ -     $         8,712,927  

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at period ended July 31, 2019, was $284,275 .


 

The Hartford International Growth Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Shares or Principal Amount    Market Value

Common Stocks - 97.5%

  
    

Australia - 1.2%

 

  464,436   

Qantas Airways Ltd.

   $ 1,808,044  
  509,257   

South32 Ltd.

     1,083,577  
  101,364   

Treasury Wine Estates Ltd.

     1,218,796  
       

 

 

 

          4,110,417  
       

 

 

 

    

Brazil - 0.8%

  
  336,570   

BR Malls Participacoes S.A.

     1,323,756  
  33,082   

Pagseguro Digital Ltd. Class A*

     1,438,405  
       

 

 

 

       2,762,161  
       

 

 

 

    

Canada - 3.6%

  
  53,394   

Canadian National Railway Co.

     5,053,780  
  61,881   

Dollarama, Inc.

     2,292,757  
  333,355   

Encana Corp.

     1,523,057  
  89,103   

First Quantum Minerals Ltd.

     820,952  
  15,693   

Intact Financial Corp.

     1,462,762  
  19,312   

Magna International, Inc.

     973,940  
       

 

 

 

       12,127,248  
       

 

 

 

    

China - 12.7%

  
  60,119   

Alibaba Group Holding Ltd. ADR*

     10,407,200  
  1,642,400   

China Longyuan Power Group Corp. Ltd. Class H

     1,004,312  
  15,204,150   

China Tower Corp. Ltd. Class H(1)

     3,929,483  
  24,280   

Ctrip.com International Ltd. ADR*

     946,434  
  130,930   

ENN Energy Holdings Ltd.

     1,346,798  
  269,400   

Midea Group Co., Ltd. Class A

     2,121,937  
  11,963   

New Oriental Education & Technology Group, Inc. ADR*

     1,247,861  
  739,268   

PICC Property & Casualty Co., Ltd. Class H

     877,781  
  362,431   

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

     4,271,542  
  186,700   

Shenzhou International Group Holdings Ltd.

     2,575,098  
  76,270   

Sunny Optical Technology Group Co., Ltd.

     881,939  
  55,863   

TAL Education Group ADR*

     1,798,789  
  237,675   

Tencent Holdings Ltd.

     11,073,983  
  24,044   

WuXi AppTec Co., Ltd. Class H(1)(2)

     222,989  
       

 

 

 

       42,706,146  
       

 

 

 

    

Denmark - 1.0%

                                   
  34,830   

DSV A/S

     3,324,308  
       

 

 

 

    

France - 12.4%

  
  47,002   

Airbus SE

     6,644,243  
  47,300   

Alstom S.A.

     2,037,152  
  54,579   

AXA S.A.

     1,374,749  
  41,701   

Capgemini SE

     5,294,539  
  32,046   

Cie de Saint-Gobain

     1,227,637  
  59,099   

Edenred

     2,965,681  
  4,701   

Kering S.A.

     2,428,119  
  6,804   

L’Oreal S.A.

     1,820,508  
  8,691   

LVMH Moet Hennessy Louis Vuitton SE

     3,589,898  
  40,896   

Safran S.A.

     5,871,066  
  44,613   

Schneider Electric SE

     3,849,034  
  21,485   

Total S.A.

     1,113,571  
  5,680   

Unibail-Rodamco-Westfield

     760,820  
  35,856   

Valeo S.A.

     1,117,360  
  24,897   

Worldline S.A.*(1)

     1,779,107  
       

 

 

 

       41,873,484  
       

 

 

 

    

Germany - 3.8%

  
  17,192   

adidas AG

     5,479,831  
  18,317   

Beiersdorf AG

     2,122,718  
  118,292   

E.ON SE

     1,178,048  
  16,541   

HUGO BOSS AG

     1,039,612  
  100,163   

Infineon Technologies AG

     1,855,236  


 

The Hartford International Growth Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  5,873   

Volkswagen AG

   $ 981,323  
       

 

 

 

          12,656,768  
       

 

 

 

    

Hong Kong - 3.0%

                                   
  655,558   

AIA Group Ltd.

     6,710,136  
  1,339,015   

China Unicom Hong Kong Ltd.

     1,304,541  
  267,095   

Sands China Ltd.

     1,282,020  
  118,465   

Techtronic Industries Co., Ltd.

     880,982  
       

 

 

 

          10,177,679  
       

 

 

 

    

India - 1.4%

  
  85,344   

HDFC Bank Ltd.

     2,783,883  
  9,300   

HDFC Bank Ltd. ADR

     1,069,314  
  78,329   

ICICI Bank Ltd. ADR

     956,397  
       

 

 

 

          4,809,594  
       

 

 

 

    

Indonesia - 0.5%

  
  3,234,500   

Bank Mandiri Persero Tbk PT

     1,819,710  
       

 

 

 

    

Ireland - 1.6%

  
  98,827   

Experian plc

     2,997,340  
  15,870   

ICON plc*

     2,478,418  
       

 

 

 

          5,475,758  
       

 

 

 

    

Italy - 2.6%

  
  125,969   

Davide Campari-Milano S.p.A.

     1,171,560  
  124,859   

Eni S.p.A.

     1,950,460  
  16,188   

Ferrari N.V.(2)

     2,607,092  
  91,340   

FinecoBank Banca Fineco S.p.A.

     908,648  
  21,722   

Moncler S.p.A.

     891,910  
  95,959   

UniCredit S.p.A.

     1,129,871  
       

 

 

 

          8,659,541  
       

 

 

 

    

Japan - 8.4%

  
  47,900   

Bandai Namco Holdings, Inc.

     2,575,068  
  46,690   

DeNA Co., Ltd.

     890,494  
  10,500   

GMO Payment Gateway, Inc.

     758,616  
  49,700   

Hoya Corp.

     3,811,090  
  7,340   

Keyence Corp.

     4,212,050  
  51,080   

Mitsui Fudosan Co., Ltd. REIT

     1,153,089  
  226,070   

Nexon Co., Ltd.*

     3,578,345  
  7,275   

Nidec Corp.

     972,783  
  2,824   

Nintendo Co., Ltd.

     1,038,929  
  41,865   

Seven & i Holdings Co., Ltd.

     1,428,766  
  10,415   

Shin-Etsu Chemical Co., Ltd.

     1,060,412  
  24,200   

SoftBank Group Corp.

     1,235,607  
  17,210   

Sony Corp.

     978,800  
  65,255   

Sumitomo Mitsui Financial Group, Inc.

     2,281,953  
  42,105   

Tokio Marine Holdings, Inc.

     2,234,975  
       

 

 

 

          28,210,977  
       

 

 

 

    

Netherlands - 7.4%

  
  25,494   

AerCap Holdings N.V.*

     1,390,188  
  24,095   

ASML Holding N.V.

     5,368,950  
  36,898   

Heineken N.V.

     3,958,726  
  197,487   

ING Groep N.V.

     2,191,265  
  18,764   

InterXion Holding N.V.*

     1,412,929  
  123,631   

Koninklijke Philips N.V.

     5,799,611  
  53,600   

QIAGEN N.V.*

     2,034,508  
  39,137   

Wolters Kluwer N.V.

     2,836,858  
       

 

 

 

          24,993,035  
       

 

 

 

    

New Zealand - 0.4%

  
  108,595   

a2 Milk Co., Ltd.*(2)

     1,258,436  
       

 

 

 

    

Portugal - 0.3%

  
  74,844   

Galp Energia SGPS S.A.

     1,165,179  
       

 

 

 

    

Russia - 0.4%

  
  4,000   

HeadHunter Group plc ADR

     72,720  


 

The Hartford International Growth Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  32,402   

Yandex N.V. Class A*

   $ 1,270,806  
       

 

 

 

          1,343,526  
       

 

 

 

    

Singapore - 0.7%

                                   
  114,210   

DBS Group Holdings Ltd.

     2,177,622  
       

 

 

 

    

South Korea - 3.0%

  
  186,348   

Samsung Electronics Co., Ltd.

     7,057,876  
  45,800   

SK Hynix, Inc.

     2,931,847  
       

 

 

 

          9,989,723  
       

 

 

 

    

Spain - 2.2%

  
  176,556   

Cellnex Telecom S.A.(1)

     6,602,900  
  25,409   

Industria de Diseno Textil S.A.

     760,296  
       

 

 

 

          7,363,196  
       

 

 

 

    

Sweden - 1.7%

  
  62,264   

Assa Abloy AB Class B

     1,428,158  
  35,158   

Atlas Copco AB Class A

     1,073,870  
  16,187   

Spotify Technology S.A.*

     2,508,014  
  55,588   

Trelleborg AB Class B

     765,451  
       

 

 

 

          5,775,493  
       

 

 

 

    

Switzerland - 10.6%

  
  38,725   

Alcon, Inc.*

     2,242,550  
  11,860   

Cie Financiere Richemont S.A.

     1,016,322  
  29,176   

Julius Baer Group Ltd.*

     1,246,767  
  42,064   

Logitech International S.A.

     1,729,866  
  114,779   

Nestle S.A.

     12,176,580  
  100,737   

Novartis AG

     9,237,464  
  3,209   

Partners Group Holding AG

     2,552,086  
  24,102   

Temenos AG*

     4,242,979  
  118,867   

UBS Group AG*

     1,326,774  
       

 

 

 

          35,771,388  
       

 

 

 

    

Taiwan - 3.5%

  
  215,885   

MediaTek, Inc.

     2,159,330  
  1,171,774   

Taiwan Semiconductor Manufacturing Co., Ltd.

     9,635,557  
       

 

 

 

          11,794,887  
       

 

 

 

    

United Kingdom - 12.6%

  
  66,723   

Anglo American plc

     1,635,007  
  14,862   

Aon plc

     2,812,633  
  91,662   

AstraZeneca plc

     7,919,029  
  50,557   

BHP Group plc

     1,205,457  
  118,834   

Compass Group plc

     3,006,560  
  127,405   

Diageo plc

     5,312,811  
  41,251   

Fevertree Drinks plc

     1,169,409  
  433,676   

Grainger plc

     1,199,292  
  50,816   

IHS Markit Ltd.*

     3,273,567  
  17,852   

Intertek Group plc

     1,235,792  
  59,190   

Just Eat plc*

     544,548  
  9,024   

London Stock Exchange Group plc

     724,734  
  125,468   

Prudential plc

     2,581,407  
  32,072   

Reckitt Benckiser Group plc

     2,479,271  
  160,618   

Smith & Nephew plc

     3,636,200  
  126,300   

Standard Chartered plc

     1,039,411  
  47,658   

Unilever N.V. ADR

     2,762,431  
       

 

 

 

          42,537,559  
       

 

 

 

    

United States - 1.7%

  
  16,417   

Accenture plc Class A

     3,161,586  
  26,523   

Medtronic plc

     2,703,754  
       

 

 

 

          5,865,340  
       

 

 

 

    

Total Common Stocks
(cost $292,529,422)

   $ 328,749,175  
       

 

 

 


 

The Hartford International Growth Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

Exchange-Traded Funds - 0.5%

     
    

Other Investment Pools & Funds - 0.5%

                                      
  39,769   

iShares MSCI ACWI ex U.S. ETF

      $ 1,827,386  
          

 

 

 

    

Total Exchange-Traded Funds
(cost $1,857,805)

      $ 1,827,386  
          

 

 

 

    

Total Long-Term Investments
(cost $294,387,227)

      $ 330,576,561  
          

 

 

 

Short-Term Investments - 2.4%      
    

Other Investment Pools & Funds - 2.0%

     
  6,687,046   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.25%(3)

        6,687,046  
          

 

 

 

    

Securities Lending Collateral - 0.4%

     
  63,817   

Citibank NA DDCA, 2.37%, 8/1/2019(3)

        63,817  
  723,905   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.23%(3)

        723,905  
  106,419   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.21%(3)

        106,419  
  101,344   

Invesco Government & Agency Portfolio, Institutional Class, 2.23%(3)

        101,344  
  258,238   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.25%(3)

        258,238  
  22,624   

Western Asset Institutional Government Class A Fund, Institutional Class, 2.19%(3)

        22,624  
          

 

 

 

             1,276,347  
          

 

 

 

    

Total Short-Term Investments
(cost $7,963,393)

      $ 7,963,393  
          

 

 

 

    

Total Investments
(cost $302,350,620)

     100.4%      $ 338,539,954  
    

Other Assets and Liabilities

     (0.4)%        (1,206,497
       

 

 

    

 

 

 

    

Total Net Assets

     100.0%      $ 337,333,457  
       

 

 

    

 

 

 

 

Note:

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

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

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

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

 

*

Non-income producing.

(1)

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 July 31, 2019, the aggregate value of these securities was $12,534,479, representing 3.7% of net assets.

(2)

Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments for securities lending information.

(3)

Current yield as of period end.

 

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

 

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

ACWI

   All Country World Index   

ADR

   American Depositary Receipt   

DDCA

   Dollars on Deposit in Custody Account   

ETF

   Exchange-Traded Fund   


 

The Hartford International Growth Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

MSCI

   Morgan Stanley Capital International

PT

   Perseroan Terbatas

REIT

   Real Estate Investment Trust


 

The Hartford International Growth Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2019 in valuing the Fund’s investments.

 

Description    Total      Level 1      Level 2      Level 3(1)  

Assets

           

Common Stocks

           

Australia

   $         4,110,417      $                 —      $ 4,110,417      $                 —  

Brazil

     2,762,161        2,762,161                

Canada

     12,127,248        12,127,248                

China

     42,706,146        14,623,273        28,082,873         

Denmark

     3,324,308               3,324,308         

France

     41,873,484        760,820        41,112,664         

Germany

     12,656,768        981,323        11,675,445         

Hong Kong

     10,177,679               10,177,679         

India

     4,809,594        2,025,711        2,783,883         

Indonesia

     1,819,710               1,819,710         

Ireland

     5,475,758        2,478,418        2,997,340         

Italy

     8,659,541        1,207,939        7,451,602         

Japan

     28,210,977               28,210,977         

Netherlands

     24,993,035        2,803,117        22,189,918         

New Zealand

     1,258,436               1,258,436         

Portugal

     1,165,179               1,165,179         

Russia

     1,343,526        1,343,526                

Singapore

     2,177,622               2,177,622         

South Korea

     9,989,723               9,989,723         

Spain

     7,363,196               7,363,196         

Sweden

     5,775,493        2,508,014        3,267,479         

Switzerland

     35,771,388               35,771,388         

Taiwan

     11,794,887               11,794,887         

United Kingdom

     42,537,559        7,285,492        35,252,067         

United States

     5,865,340        5,865,340                

Exchange-Traded Funds

     1,827,386        1,827,386                

Short-Term Investments

     7,963,393        7,963,393                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 338,539,954      $     66,563,161      $     271,976,793      $  
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended July 31, 2019, there were no transfers in and out of Level 3.


 

The Hartford International Opportunities Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Shares or Principal Amount    Market Value

Common Stocks - 97.8%

  
    

Brazil - 2.1%

                                   
  2,255,230   

Banco Bradesco S.A. ADR

   $ 20,387,279  
  1,447,165   

Banco do Brasil S.A.

     18,664,290  
  780,610   

Localiza Rent a Car S.A.

     8,999,919  
  191,700   

Magazine Luiza S.A.

     13,246,983  
  1,706,300   

Petrobras Distribuidora S.A.

     11,892,929  
       

 

 

 

          73,191,400  
       

 

 

 

    

Canada - 5.3%

  
  795,380   

Canadian National Railway Co.

     75,283,278  
  1,277,297   

Dollarama, Inc.

     47,325,218  
  4,108,444   

Encana Corp.

     18,770,963  
  135,950   

Intact Financial Corp.

     12,672,048  
  686,379   

TC Energy Corp.

     33,606,464  
       

 

 

 

          187,657,971  
       

 

 

 

    

China - 13.1%

  
  445,495   

58.com, Inc. ADR*

     25,117,008  
  266,349   

Alibaba Group Holding Ltd. ADR*

     46,107,675  
  2,172,165   

China National Accord Medicines Corp. Ltd. Class A

     13,048,007  
  258,838,964   

China Tower Corp. Ltd. Class H(1)

     66,896,422  
  3,920,984   

ENN Energy Holdings Ltd.

     40,332,800  
  2,098,415   

Geely Automobile Holdings Ltd.

     3,200,353  
  7,666,265   

Great Wall Motor Co., Ltd. Class H(2)

     5,193,228  
  5,189,325   

Guangzhou Automobile Group Co., Ltd. Class H

     5,276,217  
  1,968,891   

Hangzhou Tigermed Consulting Co., Ltd. Class A

     14,229,648  
  9,353,642   

Kingdee International Software Group Co., Ltd.

     8,910,033  
  381,869   

New Oriental Education & Technology Group, Inc. ADR*

     39,832,755  
  5,420,809   

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

     63,888,619  
  328,424   

TAL Education Group ADR*

     10,575,253  
  2,430,474   

Tencent Holdings Ltd.

     113,242,987  
  923,170   

WuXi AppTec Co., Ltd. Class H(1)(2)

     8,561,684  
       

 

 

 

          464,412,689  
       

 

 

 

    

Denmark - 0.8%

  
  276,623   

DSV A/S

     26,401,951  
       

 

 

 

    

Finland - 0.3%

  
  291,623   

Neste Oyj

     9,651,640  
       

 

 

 

    

France - 10.6%

  
  448,861   

Airbus SE

     63,451,379  
  1,573,510   

AXA S.A.

     39,633,956  
  441,308   

Capgemini SE

     56,030,364  
  73,645   

LVMH Moet Hennessy Louis Vuitton SE

     30,419,749  
  550,503   

Safran S.A.

     79,030,694  
  1,613,512   

Total S.A.

     83,628,618  
  702,960   

Valeo S.A.

     21,905,944  
       

 

 

 

          374,100,704  
       

 

 

 

    

Germany - 9.7%

  
  146,070   

adidas AG

     46,558,803  
  260,072   

Allianz SE

     60,339,034  
  466,936   

Beiersdorf AG

     54,112,211  
  5,134,069   

E.ON SE

     51,129,250  
  1,597,920   

Infineon Technologies AG

     29,596,940  
  344,062   

Siemens AG

     37,445,406  
  937,183   

Vonovia SE

     45,757,308  
  398,389   

Zalando SE*(1)

     18,224,933  
       

 

 

 

          343,163,885  
       

 

 

 

    

Hong Kong - 1.8%

  
  4,179,134   

AIA Group Ltd.

     42,776,621  
  585,715   

Hong Kong Exchanges & Clearing Ltd.

     19,683,738  
       

 

 

 

          62,460,359  
       

 

 

 


 

The Hartford International Opportunities Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

India - 2.2%

  
  1,703,510   

HDFC Bank Ltd.

   $ 55,567,722  
  1,563,705   

ICICI Bank Ltd.

     9,621,910  
  4,270,024   

Power Grid Corp. of India Ltd.

     13,053,385  
       

 

 

 

          78,243,017  
       

 

 

 

    

Italy - 2.6%

                                   
  315,354   

Banca Generali S.p.A.

     9,181,511  
  247,290   

Ferrari N.V.

     39,820,074  
  990,158   

FinecoBank Banca Fineco S.p.A.

     9,850,067  
  4,170,130   

Pirelli & C. S.p.A.(1)

     24,562,803  
  835,830   

UniCredit S.p.A.

     9,841,493  
       

 

 

 

          93,255,948  
       

 

 

 

    

Japan - 12.7%

  
  367,180   

CyberAgent, Inc.

     14,732,970  
  281,620   

Daikin Industries Ltd.

     34,953,759  
  261,820   

FANUC Corp.

     46,532,329  
  84,560   

Keyence Corp.

     48,524,650  
  1,351,015   

Komatsu Ltd.

     30,209,234  
  65,865   

Kose Corp.

     11,227,517  
  2,358,682   

Mitsui Fudosan Co., Ltd. REIT

     53,245,322  
  1,312,035   

Nexon Co., Ltd.*

     20,767,520  
  1,002,970   

Recruit Holdings Co., Ltd.

     33,963,045  
  569,486   

Shiseido Co., Ltd.

     41,905,371  
  1,119,766   

Sony Financial Holdings, Inc.

     27,128,496  
  500,955   

Sumitomo Mitsui Financial Group, Inc.

     17,518,283  
  314,125   

Sysmex Corp.

     22,806,442  
  385,440   

Terumo Corp.

     11,218,363  
  647,237   

Tokio Marine Holdings, Inc.

     34,355,985  
       

 

 

 

          449,089,286  
       

 

 

 

    

Netherlands - 4.3%

  
  699,843   

AerCap Holdings N.V.*

     38,162,439  
  4,791,393   

ING Groep N.V.(2)

     53,164,067  
  1,316,301   

Koninklijke Philips N.V.

     61,748,542  
       

 

 

 

          153,075,048  
       

 

 

 

    

Philippines - 0.3%

  
  12,549,820   

Ayala Land, Inc.

     12,237,040  
       

 

 

 

    

Russia - 0.7%

  
  616,470   

Yandex N.V. Class A*

     24,177,953  
       

 

 

 

    

South Korea - 2.4%

  
  21,332   

LG Household & Health Care Ltd.

     22,586,858  
  1,507,027   

Samsung Electronics Co., Ltd.

     57,078,204  
  58,762   

SK Hynix, Inc.

     3,761,598  
       

 

 

 

          83,426,660  
       

 

 

 

    

Spain - 4.9%

  
  12,077,171   

Banco Santander S.A.

     51,548,659  
  7,591,057   

CaixaBank S.A.

     18,814,039  
  1,506,514   

Cellnex Telecom S.A.(1)

     56,341,109  
  4,693,670   

Iberdrola S.A.

     44,530,684  
  109,155   

Iberdrola S.A.

     1,035,552  
       

 

 

 

          172,270,043  
       

 

 

 

    

Sweden - 1.6%

  
  1,851,914   

Sandvik AB

     28,418,723  
  182,160   

Spotify Technology S.A.*

     28,223,871  
       

 

 

 

          56,642,594  
       

 

 

 

    

Switzerland - 9.3%

  
  1,034,388   

Alcon, Inc.*

     59,901,003  
  37,381   

Lonza Group AG*

     12,804,996  
  1,129,190   

Nestle S.A.

     119,792,577  
  901,410   

Novartis AG

     82,658,236  


 

The Hartford International Opportunities Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  454,197   

PSP Swiss Property AG

   $ 54,458,411  
       

 

 

 

          329,615,223  
       

 

 

 

    

Taiwan - 2.3%

                                   
  2,681,057   

MediaTek, Inc.

     26,816,532  
  6,575,528   

Taiwan Semiconductor Manufacturing Co., Ltd.

     54,070,902  
       

 

 

 

          80,887,434  
       

 

 

 

    

United Kingdom - 10.3%

  
  2,126,791   

Anglo American plc

     52,115,728  
  614,055   

AstraZeneca plc

     53,050,546  
  1,785,088   

Compass Group plc

     45,163,624  
  767,590   

Derwent London plc REIT

     27,190,726  
  593,060   

Intertek Group plc

     41,054,156  
  54,657   

London Stock Exchange Group plc

     4,389,602  
  2,717,725   

National Grid plc

     27,854,678  
  768,547   

Rio Tinto plc

     43,400,968  
  1,200,761   

Smith & Nephew plc

     27,183,797  
  734,875   

Unilever N.V. ADR

     42,596,022  
       

 

 

 

          363,999,847  
       

 

 

 

    

United States - 0.5%

  
  776,455   

Bausch Health Cos., Inc.*

     18,611,626  
       

 

 

 

    

Total Common Stocks
(cost $3,244,222,471)

   $ 3,456,572,318  
       

 

 

 

Preferred Stocks - 0.5%

  
    

Brazil - 0.5%

  
  2,143,100   

Itau Unibanco Holding S.A.

     19,553,432  
       

 

 

 

    

Total Preferred Stocks
(cost $20,140,064)

   $ 19,553,432  
       

 

 

 

    

Total Long-Term Investments
(cost $3,264,362,535)

   $ 3,476,125,750  
       

 

 

 

Short-Term Investments - 1.4%

  
    

Other Investment Pools & Funds - 1.4%

  
  48,006,070   

Fidelity Institutional Government Fund, Institutional Class, 2.20%(3)

     48,006,070  
       

 

 

 

    

Securities Lending Collateral - 0.0%

  
  58,766   

Citibank NA DDCA, 2.37%, 8/1/2019(3)

     58,766  
  666,605   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.23%(3)

     666,605  
  97,996   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.21%(3)

     97,996  
  93,322   

Invesco Government & Agency Portfolio, Institutional Class, 2.23%(3)

     93,322  
  237,797   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.25%(3)

     237,797  
  20,834   

Western Asset Institutional Government Class A Fund, Institutional Class, 2.19%(3)

     20,834  
       

 

 

 

          1,175,320  
       

 

 

 

    

Total Short-Term Investments
(cost $49,181,390)

   $ 49,181,390  
       

 

 

 


 

The Hartford International Opportunities Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Total Investments
(cost $3,313,543,925)

     99.7   $     3,525,307,140  
    

Other Assets and Liabilities

     0.3     8,867,460  
       

 

 

 

 

 

 

 

    

Total Net Assets

     100.0   $ 3,534,174,600  
       

 

 

 

 

 

 

 

 

Note:

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

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

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

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

 

*

Non-income producing.

(1)

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 July 31, 2019, the aggregate value of these securities was $174,586,951, representing 4.9% of net assets.

(2)

Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments for securities lending information.

(3)

Current yield as of period end.

 

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

 

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

USD

   United States Dollar   
Other Abbreviations:     

ADR

   American Depositary Receipt   

DDCA

   Dollars on Deposit in Custody Account   

REIT

   Real Estate Investment Trust   


 

The Hartford International Opportunities Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2019 in valuing the Fund’s investments.

 

Description    Total    Level 1    Level 2    Level  3(1)

Assets

           

Common Stocks

           

Brazil

   $ 73,191,400      $ 73,191,400      $      $  

Canada

     187,657,971        187,657,971                

China

     464,412,689        130,194,375        334,218,314         

Denmark

     26,401,951               26,401,951         

Finland

     9,651,640               9,651,640         

France

     374,100,704               374,100,704         

Germany

     343,163,885               343,163,885         

Hong Kong

     62,460,359               62,460,359         

India

     78,243,017               78,243,017         

Italy

     93,255,948               93,255,948         

Japan

     449,089,286               449,089,286         

Netherlands

     153,075,048        38,162,439        114,912,609         

Philippines

     12,237,040               12,237,040         

Russia

     24,177,953        24,177,953                

South Korea

     83,426,660               83,426,660         

Spain

     172,270,043        1,035,552        171,234,491         

Sweden

     56,642,594        28,223,871        28,418,723         

Switzerland

     329,615,223               329,615,223         

Taiwan

     80,887,434               80,887,434         

United Kingdom

     363,999,847               363,999,847         

United States

     18,611,626        18,611,626                

Preferred Stocks

     19,553,432        19,553,432                

Short-Term Investments

     49,181,390        49,181,390                
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Total

   $     3,525,307,140      $     569,990,009      $     2,955,317,131      $                     —  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

(1) For the period ended July 31, 2019, there were no transfers in and out of Level 3.


 

The Hartford International Small Company Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Shares or Principal Amount    Market Value

Common Stocks - 105.4%

  
    

Australia - 5.0%

  
  76,451   

Bravura Solutions Ltd.

   $ 255,530  
  271,947   

Costa Group Holdings Ltd.

     734,815  
  461,424   

Estia Health Ltd.

     849,975  
  143,903   

Monadelphous Group Ltd.

     1,853,308  
  898,672   

NRW Holdings Ltd.

     1,489,900  
  298,123   

Nufarm Ltd.

     990,198  
  821,931   

oOh!media Ltd.

     2,500,574  
       

 

 

 

          8,674,300  
       

 

 

 

    

Austria - 3.2%

                                   
  49,976   

Porr AG(1)

     1,090,099  
  27,158   

Rhi Magnesita N.V.

     1,470,649  
  13,797   

Schoeller-Bleckmann Oilfield Equipment AG

     1,097,468  
  80,120   

Wienerberger AG

     1,831,393  
       

 

 

 

          5,489,609  
       

 

 

 

    

Belgium - 3.2%

  
  19,273   

Cie d’Entreprises CFE

     1,693,708  
  166,072   

Euronav N.V.

     1,397,759  
  10,220   

Galapagos N.V.*

     1,773,275  
  18,102   

Shurgard Self Storage S.A.

     630,224  
       

 

 

 

          5,494,966  
       

 

 

 

    

China - 0.6%

  
  1,104,000   

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

     1,052,511  
       

 

 

 

    

Finland - 1.2%

  
  29,977   

Metso Oyj

     1,151,875  
  154,325   

Outotec Oyj*

     963,301  
       

 

 

 

          2,115,176  
       

 

 

 

    

France - 11.5%

  
  145,167   

Elis S.A.

     2,696,545  
  19,143   

ID Logistics Group*

     3,585,570  
  39,956   

Imerys S.A.

     1,673,713  
  74,686   

Innate Pharma S.A.*(1)

     514,572  
  16,984   

Kaufman & Broad S.A.

     697,399  
  124,853   

Maisons du Monde S.A.(2)

     2,500,589  
  24,423   

Nexity S.A.

     1,172,632  
  38,417   

Rubis SCA(1)

     2,164,795  
  20,726   

SOITEC*

     2,150,816  
  52,349   

Tikehau Capital SCA

     1,133,348  
  9,019   

Virbac S.A.*

     1,675,321  
       

 

 

 

          19,965,300  
       

 

 

 

    

Germany - 1.5%

  
  84,553   

SAF-Holland S.A.

     874,226  
  26,955   

STRATEC Biomedical SE

     1,769,464  
       

 

 

 

          2,643,690  
       

 

 

 

    

Hong Kong - 0.9%

  
  2,594,000   

Value Partners Group Ltd.

     1,546,399  
       

 

 

 

    

Ireland - 0.8%

  
  1,180,911   

Cairn Homes plc*

     1,388,320  
       

 

 

 

    

Italy - 11.7%

  
  327,872   

Anima Holding S.p.A.(2)

     1,205,296  
  363,299   

Autogrill S.p.A.

     3,839,918  
  38,394   

Banca Generali S.p.A.

     1,117,839  
  42,407   

Brunello Cucinelli S.p.A.

     1,343,085  
  69,321   

Buzzi Unicem S.p.A.

     1,408,805  
  219,723   

Cerved Group S.p.A.

     1,731,374  
  15,320   

DiaSorin S.p.A.

     1,776,702  
  104,514   

Gima TT S.p.A.(1)(2)

     937,146  
  68,340   

Interpump Group S.p.A.

     1,920,988  
  466,980   

OVS S.p.A.*(1)(2)

     821,654  


 

The Hartford International Small Company Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  156,183   

Salvatore Ferragamo S.p.A.

   $ 3,275,502  
  17,541   

Tod’s S.p.A.(1)

     873,805  
       

 

 

 

          20,252,114  
       

 

 

 

    

Japan - 37.8%

                                   
  76,200   

Asahi Intecc Co., Ltd.

     1,991,205  
  21,100   

Bank of Kyoto Ltd.

     818,888  
  127,100   

Daikyonishikawa Corp.

     1,046,140  
  3,657   

Disco Corp.

     671,158  
  115,000   

DMG Mori Co., Ltd.(1)

     1,665,817  
  102,500   

EPS Holdings, Inc.

     1,578,155  
  127,600   

Ferrotec Holdings Corp.

     1,094,427  
  86,100   

H2O Retailing Corp.

     973,117  
  252,800   

Hazama Ando Corp.

     1,742,646  
  545,400   

Ichigo, Inc.

     1,970,725  
  87,600   

IHI Corp.

     2,087,381  
  70,200   

Jamco Corp.

     1,279,257  
  31,000   

Japan Airport Terminal Co., Ltd.(1)

     1,281,765  
  141,800   

JGC Corp.

     1,846,149  
  100,400   

Kanto Denka Kogyo Co., Ltd.

     686,024  
  197,700   

Kenedix, Inc.

     1,001,958  
  51,000   

KH Neochem Co., Ltd.

     1,263,568  
  39,300   

Kyoritsu Maintenance Co., Ltd.

     1,691,926  
  69,900   

Kyowa Exeo Corp.

     1,678,813  
  62,678   

Kyudenko Corp.

     1,940,650  
  22,200   

M&A Capital Partners Co., Ltd.*

     1,483,144  
  87,800   

Mirait Holdings Corp.(1)

     1,296,317  
  41,700   

Miura Co., Ltd.

     1,152,664  
  31,100   

Modec, Inc.

     825,419  
  38,000   

Nippon Gas Co., Ltd.

     1,066,596  
  63,140   

Nippon Shinyaku Co., Ltd.

     4,549,906  
  111,300   

Nippon Yusen KK

     1,854,314  
  58,500   

Persol Holdings Co., Ltd.

     1,414,937  
  46,400   

Pigeon Corp.(1)

     1,691,970  
  136,600   

San-In Godo Bank Ltd.

     825,139  
  125,400   

Sanwa Holdings Corp.

     1,398,028  
  83,600   

SCSK Corp.

     3,969,047  
  22,100   

Ship Healthcare Holdings, Inc.

     993,091  
  25,800   

TechnoPro Holdings, Inc.

     1,456,920  
  39,500   

THK Co., Ltd.

     995,487  
  28,642   

Tokyo Kiraboshi Financial Group, Inc.

     383,019  
  33,400   

Tokyo Ohka Kogyo Co., Ltd.

     1,129,531  
  212,900   

Toyo Tire Corp.

     2,781,196  
  31,600   

UT Group Co., Ltd.(1)

     693,381  
  49,200   

Warabeya Nichiyo Holdings Co., Ltd.

     773,208  
  86,500   

Yokogawa Bridge Holdings Corp.

     1,344,622  
  83,300   

Zenkoku Hosho Co., Ltd.

     3,249,222  
  96,600   

ZOZO, Inc.

     1,821,522  
       

 

 

 

          65,458,449  
       

 

 

 

    

Luxembourg - 0.6%

  
  55,633   

Reinet Investments SCA

     963,817  
       

 

 

 

    

Netherlands - 1.5%

  
  21,247   

BE Semiconductor Industries N.V.

     628,820  
  21,391   

IMCD N.V.

     1,884,546  
       

 

 

 

          2,513,366  
       

 

 

 

    

Norway - 2.3%

  
  313,094   

Kongsberg Gruppen ASA

     3,968,459  
       

 

 

 

    

South Korea - 2.3%

  
  33,004   

Hankook Tire & Technology Co., Ltd.

     861,993  
  27,944   

Korea Aerospace Industries Ltd.

     867,342  
  192,037   

Nexen Tire Corp.

     1,395,924  
  29,860   

Samsung Securities Co., Ltd.

     917,326  
       

 

 

 

          4,042,585  
       

 

 

 


 

The Hartford International Small Company Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Spain - 1.6%

  
  227,144   

Melia Hotels International S.A.

   $ 2,001,101  
  386,487   

Prosegur Cash S.A.(2)

     784,249  
       

 

 

 

          2,785,350  
       

 

 

 

    

Sweden - 0.5%

                                   
  21,044   

Cellavision AB

     853,849  
       

 

 

 

    

Switzerland - 2.6%

  
  30,021   

Dufry AG*

     2,632,890  
  174,551   

OC Oerlikon Corp. AG

     1,868,259  
       

 

 

 

          4,501,149  
       

 

 

 

    

Taiwan - 0.4%

  
  162,000   

Chroma ATE, Inc.

     754,555  
       

 

 

 

    

United Kingdom - 16.2%

  
  120,506   

Abcam plc

     1,908,594  
  673,254   

B&M European Value Retail S.A.

     3,021,964  
  61,610   

Concentric AB

     758,866  
  113,976   

Consort Medical plc

     1,039,546  
  566,249   

ConvaTec Group plc(2)

     1,069,892  
  552,254   

Elementis plc

     1,012,392  
  25,072   

Fevertree Drinks plc

     710,757  
  90,521   

Genus plc

     2,905,840  
  101,457   

Hikma Pharmaceuticals plc

     2,263,439  
  134,951   

Hill & Smith Holdings plc

     1,852,846  
  131,512   

Hunting plc

     810,409  
  30,915   

James Fisher & Sons plc

     815,827  
  109,733   

Keller Group plc

     875,936  
  1,078,851   

Restaurant Group plc

     1,999,473  
  668,647   

Tyman plc

     1,764,517  
  128,325   

Ultra Electronics Holdings plc

     3,042,655  
  95,383   

Vesuvius plc

     581,716  
  709,213   

Volution Group plc

     1,569,702  
       

 

 

 

          28,004,371  
       

 

 

 

    

Total Common Stocks
(cost $193,555,269)

   $ 182,468,335  
       

 

 

 

Short-Term Investments - 3.1%

  
    

Other Investment Pools & Funds - 1.2%

  
  2,013,469   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.25%(3)

     2,013,469  
       

 

 

 

    

Securities Lending Collateral - 1.9%

  
  169,502   

Citibank NA DDCA, 2.37%, 8/1/2019(3)

     169,502  
  1,922,725   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.23%(3)

     1,922,725  
  282,655   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.21%(3)

     282,655  
  269,175   

Invesco Government & Agency Portfolio, Institutional Class, 2.23%(3)

     269,175  
  685,892   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.25%(3)

     685,892  
  60,091   

Western Asset Institutional Government Class A Fund, Institutional Class, 2.19%(3)

     60,091  
       

 

 

 

          3,390,040  
       

 

 

 

    

Total Short-Term Investments
(cost $5,403,509)

   $ 5,403,509  
       

 

 

 


 

The Hartford International Small Company Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Total Investments
(cost $198,958,778)

     108.5%      $         187,871,844   
    

Other Assets and Liabilities

     (8.5)%        (14,704,943)  
       

 

 

    

 

 

 
    

Total Net Assets

     100.0%      $ 173,166,901   
       

 

 

    

 

 

 

 

Note:

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

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

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

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

 

*

Non-income producing.

(1)

Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments for securities lending information.

(2)

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At July 31, 2019, the aggregate value of these securities was $7,318,826, representing 4.2% of net assets.

(3)

Current yield as of period end.

 

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

 

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

DDCA

  Dollars on Deposit in Custody Account


 

The Hartford International Small Company Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2019 in valuing the Fund’s investments.

 

Description    Total    Level 1    Level 2    Level 3(1)

Assets

           

Common Stocks

           

Australia

   $ 8,674,300      $      $ 8,674,300      $  

Austria

     5,489,609               5,489,609         

Belgium

     5,494,966        630,224        4,864,742         

China

     1,052,511               1,052,511         

Finland

     2,115,176               2,115,176         

France

     19,965,300        9,631,149        10,334,151         

Germany

     2,643,690        2,643,690                

Hong Kong

     1,546,399               1,546,399         

Ireland

     1,388,320        1,388,320                

Italy

     20,252,114        1,810,951        18,441,163         

Japan

     65,458,449               65,458,449         

Luxembourg

     963,817        963,817                

Netherlands

     2,513,366               2,513,366         

Norway

     3,968,459               3,968,459         

South Korea

     4,042,585        2,257,917        1,784,668         

Spain

     2,785,350               2,785,350         

Sweden

     853,849        853,849                

Switzerland

     4,501,149               4,501,149         

Taiwan

     754,555               754,555         

United Kingdom

     28,004,371        10,382,493        17,621,878         

Short-Term Investments

     5,403,509        5,403,509                
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Total

   $     187,871,844      $     35,965,919      $     151,905,925      $                 —  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

(1) For the period ended July 31, 2019, there were no transfers in and out of Level 3.


 

The Hartford International Value Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Shares or Principal Amount    Market Value

Common Stocks - 95.2%

  
    

Argentina - 0.4%

  
  591,255   

YPF S.A. ADR

   $ 9,726,145  
       

 

 

 

    

Australia - 0.6%

                                   
  5,090,143   

Resolute Mining Ltd.

     6,063,638  
  4,914,123   

Western Areas Ltd.

     7,293,719  
       

 

 

 

          13,357,357  
       

 

 

 

    

Austria - 0.2%

  
  708,599   

Zumtobel Group AG*(1)

     5,898,834  
       

 

 

 

    

Belgium - 1.8%

  
  353,858   

Ageas

     18,997,378  
  1,943,355   

AGFA-Gevaert N.V.*

     7,826,919  
  802,307   

bpost S.A.

     7,460,021  
  397,797   

Orange Belgium S.A.

     9,093,464  
       

 

 

 

          43,377,782  
       

 

 

 

    

Canada - 3.5%

  
  3,160,113   

Advantage Oil & Gas Ltd.*(1)

     4,525,393  
  864,693   

ARC Resources Ltd.

     4,422,396  
  1,109,609   

Barrick Gold Corp.

     18,033,879  
  645,475   

Cameco Corp.

     5,927,532  
  1,706,813   

Centerra Gold, Inc.*

     13,630,708  
  806,634   

Eldorado Gold Corp.*(1)

     6,211,082  
  865,710   

IAMGOLD Corp.*

     3,142,527  
  2,083,197   

Kinross Gold Corp.*

     8,374,452  
  590,616   

Northern Dynasty Minerals Ltd.*(1)

     465,404  
  2,160,033   

Painted Pony Energy Ltd.*(1)

     1,522,072  
  1,625,328   

SEMAFO, Inc.*

     6,514,612  
  389,172   

Tourmaline Oil Corp.

     5,130,772  
  2,904,934   

Trican Well Service Ltd.*(1)

     2,135,010  
  1,310,830   

Uranium Participation Corp.*

     4,300,571  
       

 

 

 

          84,336,410  
       

 

 

 

    

China - 2.0%

  
  21,158,049   

361 Degrees International Ltd.

     3,800,535  
  7,648,954   

AMVIG Holdings Ltd.

     1,788,109  
  25,254,701   

China BlueChemical Ltd. Class H

     6,924,056  
  13,801,958   

China Machinery Engineering Corp. Class H

     5,898,225  
  29,261,864   

China Telecom Corp. Ltd. Class H

     13,051,670  
  27,382,578   

Daphne International Holdings Ltd.*

     565,372  
  18,086,174   

Dongfeng Motor Group Co., Ltd. Class H

     16,131,290  
       

 

 

 

          48,159,257  
       

 

 

 

    

Denmark - 1.2%

  
  15,884   

AP Moller - Maersk A/S Class B

     17,835,319  
  580,896   

D/S Norden A/S

     8,692,128  
  31,768   

Drilling Co.*

     2,155,182  
       

 

 

 

          28,682,629  
       

 

 

 

    

Finland - 0.8%

  
  3,431,591   

Nokia Oyj(1)

     18,495,089  
       

 

 

 

    

France - 9.5%

  
  306,506   

Air France-KLM*

     3,197,585  
  582,631   

BNP Paribas S.A.

     27,267,142  
  777,095   

Cie de Saint-Gobain

     29,769,417  
  224,300   

Criteo S.A. ADR*

     4,254,971  
  1,152,366   

Engie S.A.

     17,734,325  
  192,393   

Imerys S.A.

     8,059,131  
  543,196   

Metropole Television S.A.

     9,423,145  
  419,513   

Neopost S.A.

     8,429,101  
  250,260   

Renault S.A.

     14,001,497  
  1,294,315   

Rexel S.A.

     14,452,280  
  763,308   

Societe Generale S.A.(1)

     18,696,974  
  20,236   

Sopra Steria Group

     2,611,987  


 

The Hartford International Value Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  1,227,949   

Television Francaise 1 S.A.

   $ 12,302,028  
  954,904   

Total S.A.

     49,492,847  
  174,618   

Vicat S.A.

     7,834,505  
       

 

 

 

          227,526,935  
       

 

 

 

    

Germany - 3.0%

                                   
  1,443,255   

CECONOMY AG*

     9,225,027  
  382,177   

Daimler AG

     19,839,873  
  905,212   

E.ON SE

     9,014,840  
  241,364   

Hamburger Hafen und Logistik AG

     6,084,565  
  305,532   

Metro AG

     4,699,638  
  509,714   

RWE AG

     13,771,887  
  431,419   

Salzgitter AG

     9,312,974  
       

 

 

 

          71,948,804  
       

 

 

 

    

Greece - 0.5%

  
  820,845   

Hellenic Telecommunications Organization S.A.

     11,303,927  
       

 

 

 

    

Hong Kong - 2.2%

  
  1,966,915   

China Mobile Ltd.

     16,727,380  
  20,783,625   

China Unicom Hong Kong Ltd.

     20,248,539  
  35,872,000   

CST Group Ltd.*

     114,561  
  835,402   

Dah Sing Financial Holdings Ltd.

     3,745,777  
  221,612,428   

G-Resources Group Ltd.*

     1,576,000  
  43,455,248   

Pacific Basin Shipping Ltd.

     8,921,178  
       

 

 

 

          51,333,435  
       

 

 

 

    

Hungary - 0.3%

  
  5,152,586   

Magyar Telekom Telecommunications plc

     7,454,690  
       

 

 

 

    

India - 0.5%

  
  3,152,786   

Allahabad Bank*

     1,729,245  
  2,470,345   

Canara Bank*

     8,435,200  
  2,640,475   

Corp. Bank*

     869,474  
  929,838   

NTPC Ltd.

     1,710,707  
       

 

 

 

          12,744,626  
       

 

 

 

    

Indonesia - 0.1%

  
  32,730,500   

Perusahaan Perkebunan London Sumatra Indonesia Tbk PT

     2,467,666  
       

 

 

 

    

Ireland - 0.6%

  
  3,071,889   

Bank of Ireland Group plc

     13,555,266  
       

 

 

 

    

Italy - 4.5%

  
  1,060,037   

Assicurazioni Generali S.p.A.

     19,770,022  
  3,053,499   

Banca Popolare dell’Emilia Romagna SC(1)

     11,361,078  
  2,382,338   

Eni S.p.A.

     37,215,213  
  1,669,766   

Geox S.p.A.

     2,347,508  
  2,400,548   

Saipem S.p.A.*

     11,864,855  
  2,184,327   

UniCredit S.p.A.

     25,719,391  
       

 

 

 

          108,278,067  
       

 

 

 

    

Japan - 32.0%

  
  548,874   

Aisan Industry Co., Ltd.

     3,672,312  
  589,951   

Avex, Inc.

     7,585,155  
  208,782   

Benesse Holdings, Inc.

     4,886,500  
  528,751   

Canon, Inc.

     14,340,386  
  247,268   

Cawachi Ltd.

     4,594,747  
  923,766   

Chiyoda Corp.*(1)

     2,480,336  
  293,247   

Chubu Steel Plate Co., Ltd.

     1,720,404  
  2,461,165   

Citizen Watch Co., Ltd.

     12,247,883  
  49,456   

CMIC Holdings Co., Ltd.

     844,439  
  202,600   

Cosel Co., Ltd.(1)

     2,008,998  
  1,052,144   

Dai-ichi Life Holdings, Inc.

     15,467,615  
  520,880   

DeNA Co., Ltd.

     9,934,468  
  114,327   

Eisai Co., Ltd.

     6,179,110  
  185,636   

Enplas Corp.

     5,928,995  
  475,599   

Exedy Corp.

     9,695,397  
  448,346   

Fuji Media Holdings, Inc.

     5,833,330  
  176,654   

Fujitsu Ltd.

     13,785,790  


 

The Hartford International Value Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  968,991   

Funai Electric Co., Ltd.*

   $ 6,887,551  
  156,229   

Gendai Agency, Inc.

     620,199  
  2,540,349   

Gree, Inc.

     11,925,092  
  399,927   

Hisaka Works Ltd.

     3,138,592  
  1,399,121   

Hitachi Metals Ltd.

     14,709,441  
  1,317,361   

Honda Motor Co., Ltd.

     32,776,622  
  359,275   

Ibiden Co., Ltd.

     6,405,311  
  616,957   

Ichiyoshi Securities Co., Ltd.

     4,073,181  
  1,660,760   

Inpex Corp.

     14,565,453  
  556,107   

Japan Petroleum Exploration Co., Ltd.

     12,107,531  
  531,290   

Japan Steel Works Ltd.

     9,250,664  
  858,005   

JGC Corp.

     11,170,696  
  1,038,504   

JSR Corp.

     17,150,784  
  699,978   

Keihin Corp.

     9,715,440  
  619,492   

Kyoei Steel Ltd.(1)

     10,492,852  
  480,846   

Maxell Holdings Ltd.

     6,147,226  
  64,750   

Melco Holdings, Inc.

     1,688,366  
  200,084   

Miraial Co., Ltd.

     2,578,139  
  779,500   

Mitsubishi Estate Co., Ltd.

     14,348,212  
  382,848   

Mitsubishi Heavy Industries Ltd.

     15,792,925  
  6,901,644   

Mitsubishi UFJ Financial Group, Inc.

     34,087,226  
  12,292,187   

Mizuho Financial Group, Inc.

     17,446,553  
  921,166   

Nakayama Steel Works Ltd.

     4,057,894  
  327,561   

Neturen Co., Ltd.

     2,525,939  
  1,166,438   

Nichicon Corp.

     9,599,176  
  529,520   

Nikon Corp.

     7,149,419  
  256,860   

Nippon Chemi-Con Corp.

     3,931,309  
  850,793   

Nippon Television Holdings, Inc.

     11,711,331  
  641,802   

Nishimatsuya Chain Co., Ltd.(1)

     5,174,360  
  1,878,200   

Nissan Motor Co., Ltd.

     12,208,155  
  619,733   

Nissin Kogyo Co., Ltd.

     8,516,056  
  125,400   

Nitto Denko Corp.

     6,175,932  
  918,202   

NOK Corp.

     13,480,250  
  4,214,700   

Nomura Holdings, Inc.

     13,546,954  
  234,901   

Pacific Metals Co., Ltd.

     4,453,424  
  617,800   

Relia, Inc.

     7,298,107  
  4,062,700   

Resona Holdings, Inc.

     16,562,223  
  389,777   

Sanyo Shokai Ltd.

     5,494,844  
  174,327   

Shimamura Co., Ltd.

     12,326,475  
  808,771   

Sumitomo Mitsui Financial Group, Inc.

     28,282,539  
  452,590   

Sumitomo Mitsui Trust Holdings, Inc.

     15,468,773  
  537,246   

Sumitomo Riko Co., Ltd.

     4,169,102  
  2,240,541   

T&D Holdings, Inc.

     25,160,917  
  461,400   

Tachi-S Co., Ltd.

     5,912,520  
  751,099   

Takeda Pharmaceutical Co., Ltd.

     25,849,740  
  240,420   

THK Co., Ltd.

     6,059,112  
  1,478,946   

Tochigi Bank Ltd.

     2,417,320  
  611,821   

Tokai Rika Co., Ltd.

     10,021,831  
  298,763   

Tokyo Seimitsu Co., Ltd.

     8,377,800  
  1,385,426   

Tokyo Steel Manufacturing Co., Ltd.

     10,523,825  
  854,558   

Toppan Forms Co., Ltd.

     7,444,168  
  273,569   

Toshiba Machine Co., Ltd.

     6,017,734  
  705,483   

Toyo Engineering Corp.*(1)

     3,631,830  
  627,330   

Toyoda Gosei Co., Ltd.

     11,537,082  
  554,662   

TV Asahi Holdings Corp.

     9,098,747  
  621,432   

Unipres Corp.

     10,117,330  
  697,214   

Ushio, Inc.

     8,895,321  
  724,159   

Xebio Holdings Co., Ltd.(1)

     8,018,143  
  8,306,609   

Yahoo Japan Corp.

     24,329,460  
  452,637   

Yamato Kogyo Co., Ltd.

     11,709,381  
       

 

 

 

          765,538,444  
       

 

 

 

    

Netherlands - 3.7%

                                   
  602,915   

Fugro N.V.*(1)

     4,921,132  
  2,006,288   

ING Groep N.V.

     22,261,257  
  4,214,275   

PostNL N.V.(1)

     7,213,941  


 

The Hartford International Value Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  1,711,808   

Royal Dutch Shell plc Class B

   $ 54,067,455  
       

 

 

 

          88,463,785  
       

 

 

 

    

Norway - 0.6%

                                   
  3,963,374   

Norsk Hydro ASA

     13,480,582  
       

 

 

 

    

Portugal - 0.2%

  
  1,801,534   

CTT-Correios de Portugal S.A.

     3,841,020  
       

 

 

 

    

Russia - 2.5%

  
  2,586,283   

Gazprom PJSC ADR

     18,904,182  
  121,429   

LUKOIL PJSC ADR

     9,965,438  
  559,581   

Sberbank of Russia PJSC ADR

     8,306,456  
  3,317,043   

Surgutneftegas PJSC ADR

     13,834,517  
  3,132,978   

VEON Ltd. ADR

     9,806,221  
       

 

 

 

          60,816,814  
       

 

 

 

    

South Africa - 2.7%

  
  152,450   

Anglo American Platinum Ltd.

     9,050,042  
  2,838,895   

Gold Fields Ltd.

     14,499,392  
  3,010,267   

Harmony Gold Mining Co., Ltd. ADR*

     7,345,051  
  2,221,393   

Impala Platinum Holdings Ltd.*

     11,850,794  
  1,138,496   

MTN Group Ltd.

     8,915,890  
  9,894,091   

Nampak Ltd.*

     6,864,145  
  9,203,209   

Petra Diamonds Ltd.*

     1,247,910  
  3,129,669   

Raubex Group Ltd.

     4,156,528  
       

 

 

 

          63,929,752  
       

 

 

 

    

South Korea - 2.4%

  
  961,250   

DGB Financial Group, Inc.

     6,103,702  
  418,739   

KB Financial Group, Inc.

     15,301,478  
  703,722   

KT Corp.

     16,449,648  
  41,412   

NHN Corp.

     2,173,336  
  399,760   

Shinhan Financial Group Co., Ltd.

     14,642,653  
  1,161,968   

Tongyang Life Insurance Co., Ltd.

     3,793,764  
       

 

 

 

          58,464,581  
       

 

 

 

    

Spain - 1.1%

  
  7,212,421   

CaixaBank S.A.

     17,875,609  
  9,185,577   

Unicaja Banco S.A.(2)

     7,234,101  
       

 

 

 

          25,109,710  
       

 

 

 

    

Sweden - 0.4%

  
  2,520,755   

Qliro Group AB*

     2,932,673  
  5,620,023   

SAS AB*

     7,664,262  
       

 

 

 

          10,596,935  
       

 

 

 

    

Switzerland - 4.3%

  
  417,972   

Adecco Group AG

     22,804,158  
  1,140,330   

GAM Holding AG*

     4,992,726  
  216,958   

Implenia AG

     5,811,388  
  405,614   

Julius Baer Group Ltd.*

     17,332,943  
  447,420   

LafargeHolcim Ltd.*

     21,960,490  
  2,641,903   

UBS Group AG*

     29,488,483  
       

 

 

 

          102,390,188  
       

 

 

 

    

Taiwan - 2.5%

  
  16,195,243   

Acer, Inc.

     9,781,514  
  24,698,676   

Compal Electronics, Inc.

     15,090,066  
  4,725,240   

Foxconn Technology Co., Ltd.

     9,708,506  
  36,483,400   

Innolux Corp.

     8,435,183  
  881,100   

MediaTek, Inc.

     8,812,959  
  23,412,746   

Shin Kong Financial Holding Co., Ltd.*

     6,767,468  
       

 

 

 

          58,595,696  
       

 

 

 

    

Tanzania - 0.3%

  
  2,395,758   

Acacia Mining plc*

     6,566,985  
       

 

 

 

    

Turkey - 0.4%

  
  1,681,000   

Anadolu Efes Biracilik Ve Malt Sanayii AS

     6,457,739  


 

The Hartford International Value Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  468,826   

Coca-Cola Icecek AS

   $ 2,788,271  
       

 

 

 

          9,246,010  
       

 

 

 

    

United Kingdom - 10.4%

                                   
  885,588   

Anglo American plc

     21,700,799  
  2,031,755   

Babcock International Group plc

     11,708,488  
  5,434,929   

BP plc

     35,961,539  
  1,168,939   

British Land Co. plc REIT

     7,216,248  
  7,147,540   

BT Group plc

     16,742,051  
  9,420,144   

Centrica plc

     8,672,055  
  4,507,037   

Firstgroup plc*

     6,292,195  
  226,672   

Go-Ahead Group plc

     5,882,494  
  2,428,698   

Halfords Group plc

     5,670,795  
  3,727,499   

Hays plc

     6,961,371  
  5,267,341   

HSBC Holdings plc

     42,183,433  
  5,436,292   

J Sainsbury plc

     12,972,254  
  5,203,184   

Kingfisher plc

     14,048,004  
  790,095   

Land Securities Group plc REIT

     7,646,330  
  3,530,246   

Marks & Spencer Group plc

     8,873,026  
  4,140,923   

Serco Group plc*

     7,422,733  
  2,631,300   

SIG plc

     4,206,379  
  2,602,841   

Standard Chartered plc

     21,420,596  
  1,098,698   

SThree plc

     3,754,515  
       

 

 

 

          249,335,305  
       

 

 

 

    

Total Common Stocks
(cost $2,505,952,884)

   $ 2,275,022,726  
       

 

 

 

Preferred Stocks - 0.4%

  
    

Brazil - 0.4%

  
  631,100   

Cia Paranaense de Energia *

     8,127,809  
  140,200   

Telefonica Brasil S.A. *

     1,921,328  
       

 

 

 

          10,049,137  
       

 

 

 

    

Total Preferred Stocks
(cost $6,649,041)

   $ 10,049,137  
       

 

 

 

    

Total Long-Term Investments
(cost $2,512,601,925)

   $ 2,285,071,863  
       

 

 

 

Short-Term Investments - 5.2%

  
    

Other Investment Pools & Funds - 3.7%

  
  87,609,791   

Fidelity Institutional Government Fund, Institutional Class, 2.20%(3)

     87,609,791  
       

 

 

 

    

Securities Lending Collateral - 1.5%

  
  1,762,671   

Citibank NA DDCA, 2.37%, 8/1/2019(3)

     1,762,671  
  19,994,641   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.23%(3)

     19,994,641  
  2,939,358   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.21%(3)

     2,939,358  
  2,799,178   

Invesco Government & Agency Portfolio, Institutional Class, 2.23%(3)

     2,799,178  
  7,132,669   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.25%(3)

     7,132,669  
  624,895   

Western Asset Institutional Government Class A Fund, Institutional Class, 2.19%(3)

     624,895  
       

 

 

 

          35,253,412  
       

 

 

 

    

Total Short-Term Investments
(cost $122,863,203)

   $ 122,863,203  
       

 

 

 


 

The Hartford International Value Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Total Investments
(cost $2,635,465,128)

     100.8%      $ 2,407,935,066   
    

Other Assets and Liabilities

     (0.8)%        (18,374,042)  
       

 

 

    

 

 

 
    

Total Net Assets

     100.0%      $     2,389,561,024   
       

 

 

    

 

 

 

 

Note:

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

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

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

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

 

*

Non-income producing.

(1)

Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments for securities lending information.

(2)

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At July 31, 2019, the aggregate value of this security was $7,234,101, representing 0.3% of net assets.

(3)

Current yield as of period end.

 

Futures Contracts Outstanding at July 31, 2019  
Description   

Number  

of  

Contracts  

     Expiration Date     

Current

Notional

Amount

    

Value and

Unrealized

Appreciation/

(Depreciation)

 

Long position contracts:

           

MSCI EAFE Index Future

     304        09/20/2019      $         28,656,560      $ (469,973)  
           

 

 

 
           
           

 

 

 

Total futures contracts

            $             (469,973)  
           

 

 

 

 

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

 

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

EAFE

  Europe, Australasia and Far East

MSCI

  Morgan Stanley Capital International
Other Abbreviations:

ADR

  American Depositary Receipt

DDCA

  Dollars on Deposit in Custody Account

PJSC

  Private Joint Stock Company

PT

  Perseroan Terbatas

REIT

  Real Estate Investment Trust


 

The Hartford International Value Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2019 in valuing the Fund’s investments.

 

Description    Total   Level 1   Level 2    Level 3(1)

Assets

         

Common Stocks

         

Argentina

   $ 9,726,145     $ 9,726,145     $      $  

Australia

     13,357,357             13,357,357         

Austria

     5,898,834       5,898,834               

Belgium

     43,377,782       9,093,464       34,284,318         

Canada

     84,336,410       84,336,410               

China

     48,159,257       1,788,109       46,371,148         

Denmark

     28,682,629             28,682,629         

Finland

     18,495,089             18,495,089         

France

     227,526,935       44,427,199       183,099,736         

Germany

     71,948,804       29,064,900       42,883,904         

Greece

     11,303,927       11,303,927               

Hong Kong

     51,333,435       114,561       51,218,874         

Hungary

     7,454,690             7,454,690         

India

     12,744,626       2,580,181       10,164,445         

Indonesia

     2,467,666             2,467,666         

Ireland

     13,555,266             13,555,266         

Italy

     108,278,067       2,347,508       105,930,559         

Japan

     765,538,444             765,538,444         

Netherlands

     88,463,785             88,463,785         

Norway

     13,480,582             13,480,582         

Portugal

     3,841,020       3,841,020               

Russia

     60,816,814       9,806,221       51,010,593         

South Africa

     63,929,752       12,749,489       51,180,263         

South Korea

     58,464,581             58,464,581         

Spain

     25,109,710             25,109,710         

Sweden

     10,596,935       2,932,673       7,664,262         

Switzerland

     102,390,188             102,390,188         

Taiwan

     58,595,696             58,595,696         

Tanzania

     6,566,985       6,566,985               

Turkey

     9,246,010       6,457,739       2,788,271         

United Kingdom

     249,335,305       29,022,732       220,312,573         

Preferred Stocks

     10,049,137       10,049,137               

Short-Term Investments

     122,863,203       122,863,203               
  

 

 

 

 

 

 

 

 

 

 

 

  

 

 

 

Total

   $   2,407,935,066     $     404,970,437     $   2,002,964,629      $                 —  
  

 

 

 

 

 

 

 

 

 

 

 

  

 

 

 

Liabilities

         

Futures Contracts(2)

   $ (469,973   $ (469,973   $      $  
  

 

 

 

 

 

 

 

 

 

 

 

  

 

 

 

Total

   $ (469,973   $ (469,973   $      $  
  

 

 

 

 

 

 

 

 

 

 

 

  

 

 

 

(1) For the period ended July 31, 2019, 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 Hartford MidCap Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Shares or Principal Amount    Market Value

Common Stocks - 99.7%

  
    

Banks - 5.6%

  
  1,351,158   

Cullen/Frost Bankers, Inc.

   $ 128,278,941  
  219,543   

First Citizens BancShares, Inc. Class A

     102,530,972  
  1,574,740   

First Republic Bank

     156,466,166  
  887,524   

M&T Bank Corp.

     145,775,817  
  920,986   

Pinnacle Financial Partners, Inc.

     55,940,690  
  1,813,411   

Prosperity Bancshares, Inc.

     125,832,589  
  1,049,260   

South State Corp.

     84,014,248  
       

 

 

 

          798,839,423  
       

 

 

 

    

Capital Goods - 8.0%

                                   
  607,692   

Axon Enterprise, Inc.*

     42,672,132  
  4,263,985   

Fastenal Co.

     131,330,738  
  4,575,979   

Gardner Denver Holdings, Inc.*

     150,870,028  
  989,328   

HEICO Corp. Class A

     104,265,278  
  1,463,055   

IDEX Corp.

     246,115,112  
  904,739   

Lennox International, Inc.

     232,047,459  
  1,440,633   

Lincoln Electric Holdings, Inc.

     121,762,301  
  1,615,215   

PACCAR, Inc.

     113,291,180  
       

 

 

 

          1,142,354,228  
       

 

 

 

    

Commercial & Professional Services - 7.6%

  
  543,631   

Cimpress N.V.*

     52,433,210  
  515,810   

Cintas Corp.

     134,337,556  
  297,078   

CoStar Group, Inc.*

     182,821,801  
  2,745,141   

Healthcare Services Group, Inc.

     65,636,321  
  3,234,704   

IAA, Inc.*

     151,222,412  
  4,191,966   

KAR Auction Services, Inc.

     112,093,171  
  3,433,886   

TransUnion

     284,291,422  
  1,192,398   

Waste Connections, Inc.

     108,174,347  
       

 

 

 

          1,091,010,240  
       

 

 

 

    

Consumer Durables & Apparel - 4.7%

  
  1,606,523   

Carter’s, Inc.

     149,438,770  
  66,841   

NVR, Inc.*

     223,525,662  
  1,043,840   

Roku, Inc.*

     107,859,987  
  4,701,159   

Under Armour, Inc. Class C*

     95,621,574  
  2,802,249   

YETI Holdings, Inc.*(1)

     97,406,175  
       

 

 

 

          673,852,168  
       

 

 

 

    

Consumer Services - 2.6%

  
  2,325,820   

Choice Hotels International, Inc.

     199,578,614  
  3,637,022   

Service Corp. International

     167,812,195  
       

 

 

 

          367,390,809  
       

 

 

 

    

Diversified Financials - 2.9%

  
  317,520   

Credit Acceptance Corp.*

     151,784,086  
  486,481   

FactSet Research Systems, Inc.

     134,901,181  
  1,345,006   

Northern Trust Corp.

     131,810,588  
       

 

 

 

          418,495,855  
       

 

 

 

    

Energy - 0.9%

  
  681,372   

Diamondback Energy, Inc.

     70,474,306  
  6,308,805   

WPX Energy, Inc.*

     65,863,924  
       

 

 

 

          136,338,230  
       

 

 

 

    

Health Care Equipment & Services - 9.9%

  
  1,445,628   

Hill-Rom Holdings, Inc.

     154,161,770  
  2,575,330   

Integra LifeSciences Holdings Corp.*

     163,250,169  
  897,726   

Masimo Corp.*

     141,706,049  
  340,284   

Molina Healthcare, Inc.*

     45,182,909  
  2,584,051   

NuVasive, Inc.*

     172,097,797  
  1,158,394   

STERIS plc

     172,438,531  
  638,524   

Teleflex, Inc.

     216,932,144  
  1,145,961   

Varian Medical Systems, Inc.*

     134,501,442  


 

The Hartford MidCap Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  1,243,937   

Veeva Systems, Inc. Class A*

   $ 206,369,148  
       

 

 

 

          1,406,639,959  
       

 

 

 

    

Insurance - 4.8%

  
  152,809   

Alleghany Corp.*

     104,785,715  
  10,700   

Fairfax Financial Holdings Ltd.

     4,957,202  
  2,306,905   

Fidelity National Financial, Inc.

     98,920,086  
  206,260   

Markel Corp.*

     229,759,202  
  115,324   

White Mountains Insurance Group Ltd.

     124,088,624  
  1,675,479   

WR Berkley Corp.

     116,261,488  
       

 

 

 

          678,772,317  
       

 

 

 

    

Materials - 3.0%

  
  3,449,040   

Ball Corp.

     246,537,379  
  1,104,942   

Packaging Corp. of America

     111,565,994  
  2,197,376   

Silgan Holdings, Inc.

     66,053,123  
       

 

 

 

          424,156,496  
       

 

 

 

    

Media & Entertainment - 1.7%

  
  23,550   

Cable One, Inc.

     28,655,640  
  2,304,248   

Cargurus, Inc.*

     85,879,323  
  2,884,880   

TripAdvisor, Inc.*

     127,367,452  
       

 

 

 

          241,902,415  
       

 

 

 

    

Pharmaceuticals, Biotechnology & Life Sciences - 9.8%

  
  2,438,745   

Aerie Pharmaceuticals, Inc.*

     52,847,604  
  1,238,046   

Alnylam Pharmaceuticals, Inc.*

     96,059,989  
  697,310   

Bio-Techne Corp.

     146,539,697  
  946,289   

Bluebird Bio, Inc.*(1)

     124,181,505  
  2,022,646   

Ionis Pharmaceuticals, Inc.*

     133,211,466  
  163,117   

Mettler-Toledo International, Inc.*

     123,438,790  
  1,389,839   

PRA Health Sciences, Inc.*

     138,858,814  
  1,321,298   

Repligen Corp.*

     124,717,318  
  953,302   

Sage Therapeutics, Inc.*

     152,852,443  
  2,421,671   

Seattle Genetics, Inc.*

     183,344,711  
  1,965,157   

Ultragenyx Pharmaceutical, Inc.*

     118,420,361  
       

 

 

 

          1,394,472,698  
       

 

 

 

    

Real Estate - 2.0%

  
  2,406,674   

Douglas Emmett, Inc. REIT

     98,240,433  
  3,276,784   

Equity Commonwealth REIT

     110,034,407  
  4,514,452   

Redfin Corp.*(1)

     81,440,714  
       

 

 

 

          289,715,554  
       

 

 

 

    

Retailing - 2.2%

  
  1,645,087   

CarMax, Inc.*

     144,372,835  
  1,397,277   

Etsy, Inc.*

     93,645,504  
  1,204,406   

GrubHub, Inc.*(1)

     81,453,978  
       

 

 

 

          319,472,317  
       

 

 

 

    

Semiconductors & Semiconductor Equipment - 3.1%

  
  1,633,504   

MKS Instruments, Inc.

     139,060,195  
  978,912   

Monolithic Power Systems, Inc.

     145,035,602  
  1,360,722   

Silicon Laboratories, Inc.*

     152,686,616  
       

 

 

 

          436,782,413  
       

 

 

 

    

Software & Services - 19.0%

  
  1,420,742   

2U, Inc.*(1)

     18,185,498  
  2,004,452   

Akamai Technologies, Inc.*

     176,652,355  
  862,021   

Aspen Technology, Inc.*

     113,674,709  
  2,706,142   

Black Knight, Inc.*

     171,352,911  
  2,167,501   

Blackbaud, Inc.

     197,242,591  
  801,083   

EPAM Systems, Inc.*

     155,241,874  
  637,307   

Fair Isaac Corp.*

     221,413,198  
  9,764,573   

Genpact Ltd.

     387,458,257  
  773,619   

Global Payments, Inc.

     129,906,102  
  1,656,670   

Guidewire Software, Inc.*

     169,112,874  
  1,576,865   

PTC, Inc.*

     106,879,910  
  637,922   

Q2 Holdings, Inc.*

     50,950,830  


 

The Hartford MidCap Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  4,793,102   

Teradata Corp.*

   $ 175,523,395  
  213,235   

Total System Services, Inc.

     28,940,254  
  1,176,799   

VeriSign, Inc.*

     248,410,501  
  1,658,613   

WEX, Inc.*

     361,693,737  
       

 

 

 

          2,712,638,996  
       

 

 

 

    

Technology Hardware & Equipment - 6.9%

                                   
  1,876,360   

CDW Corp.

     221,710,698  
  394,113   

Coherent, Inc.*

     54,722,590  
  5,447,564   

CommScope Holding Co., Inc.*

     77,791,214  
  911,833   

F5 Networks, Inc.*

     133,784,138  
  4,132,855   

II-VI, Inc.*

     164,074,344  
  1,551,999   

Keysight Technologies, Inc.*

     138,934,950  
  979,129   

Lumentum Holdings, Inc.*

     55,448,075  
  3,223,758   

National Instruments Corp.

     134,624,134  
       

 

 

 

          981,090,143  
       

 

 

 

    

Transportation - 2.5%

  
  343,767   

AMERCO

     133,037,829  
  2,058,776   

Genesee & Wyoming, Inc. Class A*

     226,074,193  
       

 

 

 

          359,112,022  
       

 

 

 

    

Utilities - 2.5%

  
  1,034,276   

Black Hills Corp.

     81,862,945  
  2,073,105   

NiSource, Inc.

     61,550,488  
  4,107,138   

UGI Corp.

     209,833,680  
       

 

 

 

          353,247,113  
       

 

 

 

    

Total Common Stocks
(cost $11,033,181,269)

   $ 14,226,283,396  
       

 

 

 

Short-Term Investments - 1.3%

  
    

Other Investment Pools & Funds - 0.7%

  
  97,960,869   

BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 2.27%(2)

     97,960,869  
       

 

 

 

    

Securities Lending Collateral - 0.6%

  
  4,351,012   

Citibank NA DDCA, 2.37%, 8/1/2019(2)

     4,351,012  
  49,355,179   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.23%(2)

     49,355,179  
  7,255,571   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.21%(2)

     7,255,571  
  6,909,549   

Invesco Government & Agency Portfolio, Institutional Class, 2.23%(2)

     6,909,549  
  17,606,426   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.25%(2)

     17,606,426  
  1,542,504   

Western Asset Institutional Government Class A Fund, Institutional Class, 2.19%(2)

     1,542,504  
       

 

 

 

          87,020,241  
       

 

 

 

    

Total Short-Term Investments
(cost $184,981,110)

   $ 184,981,110  
       

 

 

 


 

The Hartford MidCap Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Total Investments
(cost $11,218,162,379)

     101.0%      $ 14,411,264,506   
    

Other Assets and Liabilities

     (1.0)%        (146,673,370)  
       

 

 

    

 

 

 
    

Total Net Assets

     100.0%      $     14,264,591,136   
       

 

 

    

 

 

 

 

Note:

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

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

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

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

 

*

Non-income producing.

 

(1)

Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments for securities lending information.

(2)

Current yield as of period end.

 

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

 

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

DDCA

   Dollars on Deposit in Custody Account

REIT

   Real Estate Investment Trust


 

The Hartford MidCap Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2019 in valuing the Fund’s investments.

 

Description    Total      Level 1      Level 2      Level  3(1)  

Assets

           

Common Stocks

           

Banks

   $ 798,839,423      $ 798,839,423      $      $  

Capital Goods

     1,142,354,228        1,142,354,228                

Commercial & Professional Services

     1,091,010,240        1,091,010,240                

Consumer Durables & Apparel

     673,852,168        673,852,168                

Consumer Services

     367,390,809        367,390,809                

Diversified Financials

     418,495,855        418,495,855                

Energy

     136,338,230        136,338,230                

Health Care Equipment & Services

     1,406,639,959        1,406,639,959                

Insurance

     678,772,317        678,772,317                

Materials

     424,156,496        424,156,496                

Media & Entertainment

     241,902,415        241,902,415                

Pharmaceuticals, Biotechnology & Life Sciences

     1,394,472,698        1,394,472,698                

Real Estate

     289,715,554        289,715,554                

Retailing

     319,472,317        319,472,317                

Semiconductors & Semiconductor Equipment

     436,782,413        436,782,413                

Software & Services

     2,712,638,996        2,712,638,996                

Technology Hardware & Equipment

     981,090,143        981,090,143                

Transportation

     359,112,022        359,112,022                

Utilities

     353,247,113        353,247,113                

Short-Term Investments

     184,981,110        184,981,110                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $   14,411,264,506      $   14,411,264,506      $                 —      $                 —  
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended July 31, 2019, there were no transfers in and out of Level 3.


 

The Hartford MidCap Value Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Shares or Principal Amount    Market Value

Common Stocks - 98.2%

  
    

Banks - 9.2%

  
  118,089   

Comerica, Inc.

   $ 8,644,115  
  95,068   

IBERIABANK Corp.

     7,469,493  
  70,604   

M&T Bank Corp.

     11,596,707  
  412,754   

Sterling Bancorp

     9,018,675  
  192,058   

Synovus Financial Corp.

     7,330,854  
  157,099   

Western Alliance Bancorp*

     7,766,974  
  256,456   

Zions Bancorp NA

     11,558,472  
       

 

 

 

          63,385,290  
       

 

 

 

    

Capital Goods - 9.7%

                                   
  96,319   

EnerSys

     6,560,287  
  174,980   

Fortune Brands Home & Security, Inc.

     9,613,401  
  33,758   

Hubbell, Inc.

     4,384,489  
  241,849   

JELD-WEN Holding, Inc.*

     5,298,912  
  70,767   

L3Harris Technologies, Inc.

     14,691,229  
  430,868   

Milacron Holdings Corp.*

     7,255,817  
  72,935   

Moog, Inc. Class A

     5,941,285  
  116,713   

Sensata Technologies Holding plc*

     5,535,698  
  89,250   

Wabtec Corp.

     6,932,940  
       

 

 

 

          66,214,058  
       

 

 

 

    

Commercial & Professional Services - 1.7%

  
  150,084   

Clean Harbors, Inc.*

     11,678,036  
       

 

 

 

    

Consumer Durables & Apparel - 2.6%

  
  226,506   

Lennar Corp. Class A

     10,774,890  
  204,827   

Steven Madden Ltd.

     7,068,580  
       

 

 

 

          17,843,470  
       

 

 

 

    

Consumer Services - 0.8%

  
  114,587   

Norwegian Cruise Line Holdings Ltd.*

     5,665,181  
       

 

 

 

    

Diversified Financials - 1.1%

  
  822,288   

SLM Corp.

     7,491,044  
       

 

 

 

    

Energy - 6.4%

  
  150,606   

Delek U.S. Holdings, Inc.

     6,488,107  
  135,674   

Diamondback Energy, Inc.

     14,032,762  
  1,415,292   

Encana Corp.

     6,467,884  
  523,475   

Noble Energy, Inc.

     11,558,328  
  165,663   

Viper Energy Partners L.P.

     5,344,288  
       

 

 

 

          43,891,369  
       

 

 

 

    

Food & Staples Retailing - 1.5%

  
  297,568   

US Foods Holding Corp.*

     10,524,980  
       

 

 

 

    

Food, Beverage & Tobacco - 0.7%

  
  44,180   

Post Holdings, Inc.*

     4,736,980  
       

 

 

 

    

Health Care Equipment & Services - 7.6%

  
  160,510   

Acadia Healthcare Co., Inc.*

     5,126,689  
  178,656   

Centene Corp.*

     9,306,191  
  137,096   

Encompass Health Corp.

     8,752,209  
  107,297   

Hill-Rom Holdings, Inc.

     11,442,152  
  49,097   

STERIS plc

     7,308,579  
  76,928   

Zimmer Biomet Holdings, Inc.

     10,395,281  
       

 

 

 

          52,331,101  
       

 

 

 

    

Insurance - 9.3%

  
  112,797   

Arthur J Gallagher & Co.

     10,200,233  
  111,396   

Assurant, Inc.

     12,627,850  
  602,124   

CNO Financial Group, Inc.

     10,181,917  
  88,493   

Hanover Insurance Group, Inc.

     11,478,427  
  793,195   

Lancashire Holdings Ltd.

     6,655,500  
  79,317   

Reinsurance Group of America, Inc.

     12,367,107  
       

 

 

 

          63,511,034  
       

 

 

 


 

The Hartford MidCap Value Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Materials - 8.5%

  
  247,415   

Buzzi Unicem S.p.A.

   $ 5,028,194  
  187,164   

Cabot Corp.

     8,369,974  
  169,954   

Carpenter Technology Corp.

     7,649,630  
  120,366   

Celanese Corp.

     13,501,454  
  147,290   

FMC Corp.

     12,728,802  
  110,846   

Reliance Steel & Aluminum Co.

     11,079,058  
       

 

 

 

          58,357,112  
       

 

 

 

    

Media & Entertainment - 2.9%

  
  231,941   

Cinemark Holdings, Inc.

     9,259,085  
  58,199   

Electronic Arts, Inc.*

     5,383,407  
  346,499   

TEGNA, Inc.

     5,263,320  
       

 

 

 

          19,905,812  
       

 

 

 

    

Real Estate - 12.8%

  
  67,395   

Boston Properties, Inc. REIT

     8,960,165  
  534,454   

Brixmor Property Group, Inc. REIT

     10,143,937  
  321,008   

Corporate Office Properties Trust REIT

     8,962,543  
  41,008   

Equity LifeStyle Properties, Inc. REIT

     5,095,244  
  187,362   

First Industrial Realty Trust, Inc. REIT

     7,155,355  
  237,750   

Gaming and Leisure Properties, Inc. REIT

     8,965,552  
  230,723   

Highwoods Properties, Inc. REIT

     10,458,674  
  81,502   

Life Storage, Inc. REIT

     7,945,630  
  178,701   

Park Hotels & Resorts, Inc. REIT

     4,719,493  
  434,709   

Physicians Realty Trust REIT

     7,481,342  
  222,285   

STORE Capital Corp. REIT

     7,604,370  
       

 

 

 

          87,492,305  
       

 

 

 

    

Retailing - 1.2%

  
  59,583   

Expedia Group, Inc.

     7,909,047  
       

 

 

 

    

Semiconductors & Semiconductor Equipment - 4.1%

  
  270,984   

Ichor Holdings Ltd.*

     6,831,507  
  63,114   

KLA-Tencor Corp.

     8,603,700  
  30,584   

Lam Research Corp.

     6,380,128  
  167,091   

Silicon Motion Technology Corp. ADR

     6,048,694  
       

 

 

 

          27,864,029  
       

 

 

 

    

Software & Services - 4.5%

  
  133,489   

Amdocs Ltd.

     8,541,961  
  171,464   

Leidos Holdings, Inc.

     14,077,195  
  174,118   

SS&C Technologies Holdings, Inc.

     8,348,958  
       

 

 

 

          30,968,114  
       

 

 

 

    

Technology Hardware & Equipment - 4.9%

                                   
  133,066   

Arrow Electronics, Inc.*

     9,661,922  
  50,066   

Coherent, Inc.*

     6,951,664  
  154,054   

Itron, Inc.*

     9,551,348  
  134,376   

Lumentum Holdings, Inc.*

     7,609,713  
       

 

 

 

          33,774,647  
       

 

 

 

    

Telecommunication Services - 1.1%

  
  151,966   

Millicom International Cellular S.A.

     7,807,202  
       

 

 

 

    

Transportation - 0.9%

  
  319,577   

JetBlue Airways Corp.*

     6,145,466  
       

 

 

 

    

Utilities - 6.7%

  
  248,965   

Alliant Energy Corp.

     12,333,726  
  102,586   

Evergy, Inc.

     6,205,427  
  85,094   

Sempra Energy

     11,524,281  
  308,347   

UGI Corp.

     15,753,448  
       

 

 

 

          45,816,882  
       

 

 

 

    

Total Common Stocks
(cost $620,704,986)

   $ 673,313,159  
       

 

 

 


 

The Hartford MidCap Value Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

Short-Term Investments - 2.1%

     
    

Other Investment Pools & Funds - 2.1%

                                      
  14,410,138   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional
Class, 2.25%(1)

      $ 14,410,138   
          

 

 

 
    

Total Short-Term Investments
(cost $14,410,138)

      $ 14,410,138   
          

 

 

 
    

Total Investments
(cost $635,115,124)

     100.3%      $ 687,723,297   
    

Other Assets and Liabilities

     (0.3)%        (1,895,155)  
       

 

 

    

 

 

 
    

Total Net Assets

     100.0%      $       685,828,142   
       

 

 

    

 

 

 

 

Note:

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

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

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

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

 

*

Non-income producing.

(1)

Current yield as of period end.

 

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

 

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

ADR

       American Depositary Receipt

REIT

       Real Estate Investment Trust


 

The Hartford MidCap Value Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2019 in valuing the Fund’s investments.

 

Description    Total    Level 1    Level 2    Level  3(1)

Assets

           

Common Stocks

           

Banks

   $ 63,385,290      $ 63,385,290      $      $  

Capital Goods

     66,214,058        66,214,058                

Commercial & Professional Services

     11,678,036        11,678,036                

Consumer Durables & Apparel

     17,843,470        17,843,470                

Consumer Services

     5,665,181        5,665,181                

Diversified Financials

     7,491,044        7,491,044                

Energy

     43,891,369        43,891,369                

Food & Staples Retailing

     10,524,980        10,524,980                

Food, Beverage & Tobacco

     4,736,980        4,736,980                

Health Care Equipment & Services

     52,331,101        52,331,101                

Insurance

     63,511,034        56,855,534        6,655,500         

Materials

     58,357,112        53,328,918        5,028,194         

Media & Entertainment

     19,905,812        19,905,812                

Real Estate

     87,492,305        87,492,305                

Retailing

     7,909,047        7,909,047                

Semiconductors & Semiconductor Equipment

     27,864,029        27,864,029                

Software & Services

     30,968,114        30,968,114                

Technology Hardware & Equipment

     33,774,647        33,774,647                

Telecommunication Services

     7,807,202               7,807,202         

Transportation

     6,145,466        6,145,466                

Utilities

     45,816,882        45,816,882                

Short-Term Investments

     14,410,138        14,410,138                
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Total

   $       687,723,297      $       668,232,401      $       19,490,896      $                 —  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

(1) For the period ended July 31, 2019, there were no transfers in and out of Level 3.


 

Hartford Moderate Allocation Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Shares or Principal Amount           Market Value  

Affiliated Investment Companies - 99.8%

     
    

Domestic Equity Funds - 43.4%

     
  1,583,740   

Hartford Core Equity Fund, Class F

      $ 51,962,507   
  765,355   

Hartford Multifactor US Equity ETF

        24,751,581   
  1,476,161   

Hartford Small Cap Value Fund, Class F

        15,204,463   
  1,870,415   

The Hartford Equity Income Fund, Class F

        36,286,041   
  407,945   

The Hartford Growth Opportunities Fund, Class F

        17,884,327   
  472,920   

The Hartford MidCap Fund, Class F

        15,298,973   
  677,284   

The Hartford Small Company Fund, Class F

        15,130,526   
          

 

 

 
    

Total Domestic Equity Funds
(cost $161,018,105)

      $ 176,518,418   
          

 

 

 
    

International/Global Equity Funds - 16.3%

     
  727,076   

Hartford Emerging Markets Equity Fund, Class F

        6,398,268   
  864,559   

Hartford Multifactor Developed Markets (ex-US) ETF

        23,835,892   
  2,401,794   

Hartford Schroders International Multi-Cap Value Fund, Class F

        20,943,645   
  988,735   

The Hartford International Opportunities Fund, Class F

        15,117,761   
          

 

 

 
    

Total International/Global Equity Funds
(cost $68,948,477)

      $ 66,295,566   
          

 

 

 
    

Multi-Strategy Funds - 3.0%

     
  1,374,317   

The Hartford Global Real Asset Fund, Class F

        12,162,706   
          

 

 

 
    

Total Multi-Strategy Funds
(cost $12,303,786)

      $ 12,162,706   
          

 

 

 
    

Taxable Fixed Income Funds - 37.1%

                                      
  1,294,845   

Hartford Schroders Emerging Markets Multi-Sector Bond Fund, Class F

        12,171,541   
  512,626   

Hartford Short Duration ETF

        20,881,820   
  513,376   

Hartford Total Return Bond ETF

        20,991,945   
  950,681   

The Hartford Inflation Plus Fund, Class F

        10,143,761   
  3,459,026   

The Hartford Quality Bond Fund, Class F

        34,624,849   
  1,878,474   

The Hartford Strategic Income Fund, Class F

        16,286,370   
  3,288,940   

The Hartford World Bond Fund, Class F

        35,553,440   
          

 

 

 
    

Total Taxable Fixed Income Funds
(cost $148,877,651)

      $ 150,653,726   
          

 

 

 
    

Total Affiliated Investment Companies
(cost $391,148,019)

      $ 405,630,416   
          

 

 

 

Short-Term Investments - 0.2%

     
    

Other Investment Pools & Funds - 0.2%

     
  836,412   

BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 2.27%(1)

        836,412   
          

 

 

 
    

Total Short-Term Investments
(cost $836,412)

      $ 836,412   
          

 

 

 
    

Total Investments
(cost $391,984,431)

     100.0%      $ 406,466,828   
    

Other Assets and Liabilities

     0.0%        (52,597)  
       

 

 

    

 

 

 
    

Total Net Assets

     100.0%      $ 406,414,231   
       

 

 

    

 

 

 

 

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.

 

(1)

Current yield as of period end.

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)


 

Hartford Moderate Allocation Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

Other Abbreviations:

ETF

       Exchange-Traded Fund

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2019 in valuing the Fund’s investments.

 

Description    Total    Level 1    Level 2    Level  3(1)

Assets

           

Affiliated Investment Companies

   $ 405,630,416      $ 405,630,416      $      $  

Short-Term Investments

     836,412        836,412                
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Total

   $     406,466,828      $     406,466,828      $                 —      $                 —  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

(1) For the period ended July 31, 2019, there were no transfers in and out of Level 3.


 

Hartford AARP Balanced Retirement Fund (Formerly Hartford Multi-Asset Income Fund)

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Shares or Principal Amount    Market Value

Asset & Commercial Mortgage Backed Securities - 4.4%

  
    

Asset-Backed - Finance & Insurance - 0.8%

  
    

Domino’s Pizza Master Issuer LLC

  
$   49,000   

3.08%, 07/25/2047(1)

   $ 49,053  
    

Long Beach Mortgage Loan Trust

  
  31,872   

2.44%, 12/25/2036, 1 mo. USD LIBOR + 0.170%(2)

     15,414  
    

Magnetite VIII Ltd.

  
  100,000   

3.28%, 04/15/2031, 3 mo. USD LIBOR + 0.980%(1)(2)

     99,275  
    

Towd Point Mortgage Trust

  
  57,772   

2.75%, 10/25/2056(1)(3)

     57,984  
  70,131   

2.75%, 06/25/2057(1)(3)

     70,118  
  82,181   

3.25%, 03/25/2058(1)(3)

     83,134  
    

Treman Park CLO Ltd.

  
  250,000   

3.35%, 10/20/2028, 3 mo. USD LIBOR + 1.070%(1)(2)

     250,216  
       

 

 

 

          625,194  
       

 

 

 

    

Asset-Backed - Home Equity - 0.4%

  
    

GSAA Home Equity Trust

  
  108,830   

2.36%, 12/25/2036, 1 mo. USD LIBOR + 0.090%(2)

     48,836  
    

Renaissance Home Equity Loan Trust

  
  362,290   

5.91%, 04/25/2037(4)

     169,268  
    

Soundview Home Loan Trust

  
  40,000   

2.52%, 11/25/2036, 1 mo. USD LIBOR + 0.250%(2)

     37,279  
       

 

 

 

          255,383  
       

 

 

 

    

Commercial Mortgage - Backed Securities - 0.7%

  
    

DBGS Mortgage Trust

  
  1,597,722   

0.21%, 10/15/2051(3)(5)

     26,811  
    

GS Mortgage Securities Trust

  
  62,000   

2.78%, 10/10/2049

     63,026  
  46,000   

3.14%, 06/10/2046

     47,191  
    

JPMDB Commercial Mortgage Securities Trust

  
  65,000   

2.99%, 12/15/2049

     66,575  
    

Morgan Stanley Bank of America Merrill Lynch Trust

  
  40,000   

3.74%, 08/15/2047

     42,275  
  45,000   

3.77%, 11/15/2046

     47,303  
    

Morgan Stanley Capital Trust

  
  40,000   

3.78%, 05/15/2048(3)

     42,625  
    

Wells Fargo Commercial Mortgage Trust

  
  65,000   

2.79%, 07/15/2048

     65,978  
  15,000   

4.10%, 05/15/2048(3)

     14,662  
    

WF-RBS Commercial Mortgage Trust

  
  48,001   

2.87%, 11/15/2045

     48,649  
  39,000   

3.07%, 06/15/2046

     39,928  
       

 

 

 

          505,023  
       

 

 

 

    

Other ABS - 1.1%

  
    

Dewolf Park CLO Ltd.

  
  250,000   

3.51%, 10/15/2030, 3 mo. USD LIBOR + 1.210%(1)(2)

     249,653  
    

Dryden XXVI Senior Loan Fund

  
  250,000   

3.20%, 04/15/2029, 3 mo. USD LIBOR + 0.900%(1)(2)

     248,628  
    

Madison Park Funding Ltd.

  
  250,000   

3.25%, 04/19/2030, 3 mo. USD LIBOR + 0.950%(1)(2)

     249,167  
    

Mill City Mortgage Loan Trust

  
  97,495   

3.25%, 10/25/2069(1)(3)

     98,857  
       

 

 

 

          846,305  
       

 

 

 

    

Whole Loan Collateral CMO - 1.4%

                                   
    

Alternative Loan Trust

  
  50,554   

2.41%, 04/25/2047, 1 mo. USD LIBOR + 0.140%(2)

     48,324  
  37,491   

2.72%, 04/25/2035, 1 mo. USD LIBOR + 0.450%(2)

     34,224  
  45,728   

3.86%, 08/25/2035, 12 mo. USD MTA + 1.350%(2)

     41,395  
    

Angel Oak Mortgage Trust LLC

  
  45,582   

3.65%, 09/25/2048(1)

     46,041  
    

Arroyo Mortgage Trust

  
  100,000   

2.96%, 10/25/2048(1)(3)

     99,903  


 

Hartford AARP Balanced Retirement Fund (Formerly Hartford Multi-Asset Income Fund)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Bear Stearns Alt-A Trust

  
$   43,008   

2.59%, 08/25/2036, 1 mo. USD LIBOR + 0.320%(2)

   $ 45,413  
    

Bunker Hill Loan Depositary Trust

  
  45,000   

2.88%, 07/25/2049(1)(4)

     44,971  
    

CHL Mortgage Pass-Through Trust

  
  13,502   

4.02%, 03/20/2036(3)

     12,570  
    

COLT Mortgage Loan Trust

  
  53,574   

3.47%, 07/27/2048(1)(3)

     53,652  
  78,279   

4.01%, 12/28/2048(1)(3)

     79,466  
    

Deephaven Residential Mortgage Trust

  
  100,000   

2.96%, 07/25/2059(1)(3)

     99,904  
    

Mill City Mortgage Loan Trust

  
  66,917   

2.75%, 01/25/2061(1)(3)

     67,062  
    

New Residential Mortgage Loan Trust

  
  87,431   

3.50%, 12/25/2057(1)(3)

     89,019  
    

Nomura Asset Acceptance Corp. Alternative Loan Trust

  
  89,633   

4.57%, 06/25/2036(3)

     78,718  
    

Residential Accredit Loans, Inc.

  
  52,033   

2.52%, 08/25/2037, 1 mo. USD LIBOR + 0.250%(2)

     49,595  
    

Residential Asset Securitization Trust

  
  36,950   

5.50%, 06/25/2035

     32,787  
    

Towd Point Mortgage Trust

  
  64,206   

2.87%, 02/25/2057, 1 mo. USD LIBOR + 0.600%(1)(2)

     64,126  
    

Verus Securitization Trust

  
  66,693   

3.68%, 06/01/2058(1)(3)

     67,293  
    

Wells Fargo Mortgage Backed Securities Trust

  
  13,973   

5.00%, 03/25/2036(3)

     13,969  
       

 

 

 

          1,068,432  
       

 

 

 

    

Total Asset & Commercial Mortgage Backed Securities
(cost $3,332,478)

   $ 3,300,337  
       

 

 

 

Corporate Bonds - 8.1%

  
    

Aerospace/Defense - 0.2%

  
    

Boeing Co.

  
  25,000   

3.25%, 02/01/2035

     25,168  
    

General Dynamics Corp.

  
  30,000   

2.63%, 11/15/2027

     30,318  
    

Lockheed Martin Corp.

  
  10,000   

3.80%, 03/01/2045

     10,655  
    

United Technologies Corp.

  
  30,000   

3.75%, 11/01/2046

     31,214  
  40,000   

4.45%, 11/16/2038

     45,896  
       

 

 

 

          143,251  
       

 

 

 

    

Agriculture - 0.2%

  
    

Altria Group, Inc.

  
  50,000   

3.88%, 09/16/2046

     44,713  
    

Nutrien Ltd.

  
  15,000   

4.13%, 03/15/2035

     15,063  
    

Reynolds American, Inc.

  
  85,000   

4.85%, 09/15/2023

     91,534  
       

 

 

 

          151,310  
       

 

 

 

    

Airlines - 0.0%

  
    

Delta Air Lines, Inc.

  
  15,000   

3.80%, 04/19/2023

     15,472  
       

 

 

 

    

Auto Manufacturers - 0.2%

                                   
    

Ford Motor Co.

  
  25,000   

4.75%, 01/15/2043

     21,734  
    

General Motors Co.

  
  30,000   

5.40%, 04/01/2048

     29,785  
  10,000   

6.60%, 04/01/2036

     11,387  
    

General Motors Financial Co., Inc.

  
  75,000   

4.00%, 10/06/2026

     75,731  
       

 

 

 

          138,637  
       

 

 

 


 

Hartford AARP Balanced Retirement Fund (Formerly Hartford Multi-Asset Income Fund)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Beverages - 0.3%

                                   
    

Anheuser-Busch InBev Worldwide, Inc.

  
$   155,000   

3.75%, 07/15/2042

   $ 151,229  
    

Constellation Brands, Inc.

  
  25,000   

3.60%, 02/15/2028

     26,073  
    

Molson Coors Brewing Co.

  
  10,000   

3.00%, 07/15/2026

     9,977  
       

 

 

 

          187,279  
       

 

 

 

    

Biotechnology - 0.1%

  
    

Amgen, Inc.

  
  5,000   

4.40%, 05/01/2045

     5,343  
    

Gilead Sciences, Inc.

  
  40,000   

2.55%, 09/01/2020

     40,089  
       

 

 

 

          45,432  
       

 

 

 

    

Chemicals - 0.1%

  
    

DuPont de Nemours, Inc.

  
  40,000   

4.21%, 11/15/2023

     42,581  
    

Methanex Corp.

  
  15,000   

5.65%, 12/01/2044

     14,469  
    

Sherwin-Williams Co.

  
  40,000   

3.13%, 06/01/2024

     40,812  
       

 

 

 

          97,862  
       

 

 

 

    

Commercial Banks - 2.1%

  
    

Bank of America Corp.

  
  165,000   

3.97%, 02/07/2030, (3.97% fixed rate until 02/07/2029; 3 mo. USD LIBOR + 1.210% thereafter)(6)

     176,802  
  25,000   

4.75%, 04/21/2045

     28,818  
    

Bank of New York Mellon Corp.

  
  25,000   

2.66%, 05/16/2023, (2.66% fixed rate until 05/16/2022; 3 mo. USD LIBOR + 0.634% thereafter)(6)

     25,175  
    

Citigroup, Inc.

  
  80,000   

2.88%, 07/24/2023, (2.88% fixed rate until 07/24/2022; 3 mo. USD LIBOR + 0.950% thereafter)(6)

     80,658  
  90,000   

3.98%, 03/20/2030, (3.98% fixed rate until 03/20/2029; 3 mo. USD LIBOR + 1.338% thereafter)(6)

     96,170  
    

Goldman Sachs Group, Inc.

  
  75,000   

3.25%, 12/13/2019, 3 mo. USD LIBOR + 0.800%(2)

     75,192  
  150,000   

3.50%, 01/23/2025

     155,034  
  95,000   

3.50%, 11/16/2026

     97,625  
    

JP Morgan Chase & Co.

  
  180,000   

2.95%, 10/01/2026

     182,518  
    

Morgan Stanley

  
  20,000   

2.72%, 07/22/2025, (2.72% fixed rate until 07/22/2024; 3 mo. USD SOFR + 1.152% thereafter)(6)

     19,995  
  75,000   

3.40%, 01/27/2020, 3 mo. USD LIBOR + 1.140%(2)

     75,356  
  30,000   

3.95%, 04/23/2027

     31,408  
  45,000   

3.97%, 07/22/2038, (3.97% fixed rate until 07/22/2037; 3 mo. USD LIBOR + 1.455% thereafter)(6)

     47,772  
    

PNC Bank NA

  
  250,000   

2.60%, 07/21/2020

     250,556  
    

Royal Bank of Canada

  
  10,000   

2.55%, 07/16/2024

     9,997  
  50,000   

2.80%, 04/29/2022

     50,545  
    

Santander Holdings USA, Inc.

  
  20,000   

3.40%, 01/18/2023

     20,293  
    

State Street Corp.

  
  10,000   

3.78%, 12/03/2024, (3.78% fixed rate until 12/03/2023; 3 mo. USD LIBOR + 0.770% thereafter)(6)

     10,518  
    

Toronto-Dominion Bank

  
  40,000   

2.65%, 06/12/2024

     40,316  
    

Wells Fargo & Co.

  
  50,000   

3.00%, 10/23/2026

     50,567  


 

Hartford AARP Balanced Retirement Fund (Formerly Hartford Multi-Asset Income Fund)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   25,000   

4.75%, 12/07/2046

   $ 28,745  
       

 

 

 

          1,554,060  
       

 

 

 

    

Commercial Services - 0.0%

                                   
    

ERAC USA Finance LLC

  
  10,000   

7.00%, 10/15/2037(1)

     13,673  
       

 

 

 

    

Diversified Financial Services - 0.1%

  
    

American Express Co.

  
  20,000   

4.20%, 11/06/2025

     21,750  
    

Visa, Inc.

  
  35,000   

3.15%, 12/14/2025

     36,525  
       

 

 

 

          58,275  
       

 

 

 

    

Electric - 0.6%

  
    

CenterPoint Energy, Inc.

  
  20,000   

2.50%, 09/01/2022

     19,992  
    

Dominion Energy South Carolina, Inc.

  
  40,000   

4.25%, 08/15/2028

     44,720  
    

Dominion Energy, Inc.

  
  45,000   

2.85%, 08/15/2026

     44,804  
    

Duke Energy Corp.

  
  25,000   

2.65%, 09/01/2026

     24,744  
    

Duke Energy Florida LLC

  
  50,000   

3.40%, 10/01/2046

     49,311  
    

Exelon Corp.

  
  15,000   

2.45%, 04/15/2021

     14,969  
    

Fortis, Inc.

  
  5,000   

3.06%, 10/04/2026

     5,007  
    

NextEra Energy Capital Holdings, Inc.

  
  20,000   

3.15%, 04/01/2024

     20,536  
    

Oglethorpe Power Corp.

  
  25,000   

5.05%, 10/01/2048

     29,975  
    

Oncor Electric Delivery Co. LLC

  
  10,000   

2.95%, 04/01/2025

     10,222  
    

Puget Energy, Inc.

  
  20,000   

3.65%, 05/15/2025

     20,486  
    

SCANA Corp.

  
  50,000   

4.13%, 02/01/2022

     50,892  
    

Sierra Pacific Power Co.

  
  40,000   

2.60%, 05/01/2026

     39,894  
    

Southern Co.

  
  55,000   

3.25%, 07/01/2026

     56,125  
       

 

 

 

          431,677  
       

 

 

 

    

Electronics - 0.0%

  
    

Fortive Corp.

  
  5,000   

2.35%, 06/15/2021

     4,980  
       

 

 

 

    

Engineering & Construction - 0.0%

  
    

Fluor Corp.

  
  15,000   

4.25%, 09/15/2028

     15,620  
       

 

 

 

    

Entertainment - 0.0%

  
    

GLP Capital L.P. / GLP Financing II, Inc.

  
  10,000   

5.30%, 01/15/2029

     10,832  
       

 

 

 

    

Environmental Control - 0.0%

  
    

Waste Management, Inc.

  
  15,000   

3.45%, 06/15/2029

     15,791  
  10,000   

4.15%, 07/15/2049

     11,053  
       

 

 

 

          26,844  
       

 

 

 

    

Food - 0.0%

  
    

Conagra Brands, Inc.

  
  5,000   

4.60%, 11/01/2025

     5,436  
    

Kraft Heinz Foods Co.

  
  10,000   

4.38%, 06/01/2046

     9,602  
       

 

 

 

          15,038  
       

 

 

 


 

Hartford AARP Balanced Retirement Fund (Formerly Hartford Multi-Asset Income Fund)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Healthcare-Products - 0.1%

  
    

Becton Dickinson and Co.

  
$   25,000   

3.70%, 06/06/2027

   $ 26,177  
    

Boston Scientific Corp.

  
  15,000   

4.00%, 03/01/2028

     16,212  
    

Thermo Fisher Scientific, Inc.

  
  20,000   

2.95%, 09/19/2026

     20,229  
       

 

 

 

          62,618  
       

 

 

 

    

Healthcare-Services - 0.2%

  
    

Aetna, Inc.

  
  15,000   

2.80%, 06/15/2023

     15,030  
    

Anthem, Inc.

  
  60,000   

3.30%, 01/15/2023

     61,547  
    

Cigna Holding Co.

  
  30,000   

3.05%, 10/15/2027

     29,881  
    

HCA, Inc.

  
  15,000   

4.13%, 06/15/2029

     15,365  
    

UnitedHealth Group, Inc.

  
  15,000   

2.38%, 08/15/2024

     14,996  
  20,000   

3.50%, 08/15/2039

     20,140  
  5,000   

3.70%, 08/15/2049

     5,057  
  10,000   

4.75%, 07/15/2045

     11,746  
       

 

 

 

          173,762  
       

 

 

 

    

Insurance - 0.1%

  
    

Berkshire Hathaway Finance Corp.

  
  25,000   

4.20%, 08/15/2048

     28,164  
    

CNA Financial Corp.

  
  15,000   

3.45%, 08/15/2027

     15,322  
    

Marsh & McLennan Cos., Inc.

  
  15,000   

4.75%, 03/15/2039

     17,528  
    

Massachusetts Mutual Life Insurance Co.

  
  5,000   

8.88%, 06/01/2039(1)

     8,273  
       

 

 

 

          69,287  
       

 

 

 

    

Internet - 0.2%

  
    

Amazon.com, Inc.

  
  110,000   

3.15%, 08/22/2027

     115,290  
       

 

 

 

    

Iron/Steel - 0.1%

                                   
    

United States Steel Corp.

  
  70,000   

6.25%, 03/15/2026

     63,875  
    

Vale Overseas Ltd.

  
  30,000   

6.25%, 08/10/2026

     33,780  
       

 

 

 

          97,655  
       

 

 

 

    

IT Services - 0.1%

  
    

Apple, Inc.

  
  40,000   

3.35%, 02/09/2027

     42,097  
    

International Business Machines Corp.

  
  40,000   

4.00%, 06/20/2042

     42,143  
       

 

 

 

          84,240  
       

 

 

 

    

Lodging - 0.0%

  
    

Las Vegas Sands Corp.

  
  10,000   

3.50%, 08/18/2026

     10,036  
       

 

 

 

    

Machinery-Diversified - 0.1%

  
    

John Deere Capital Corp.

  
  35,000   

2.60%, 03/07/2024

     35,241  
       

 

 

 

    

Media - 0.5%

  
    

CBS Corp.

  
  10,000   

4.20%, 06/01/2029

     10,615  
    

Comcast Corp.

  
  70,000   

3.20%, 07/15/2036

     69,013  
    

Cox Communications, Inc.

  
  35,000   

3.35%, 09/15/2026(1)

     35,506  
  5,000   

4.50%, 06/30/2043(1)

     4,858  


 

Hartford AARP Balanced Retirement Fund (Formerly Hartford Multi-Asset Income Fund)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Discovery Communications LLC

  
$   70,000   

3.95%, 03/20/2028

   $ 72,260  
    

Time Warner Cable LLC

  
  65,000   

4.50%, 09/15/2042

     61,612  
    

Viacom, Inc.

  
  75,000   

4.25%, 09/01/2023

     78,994  
       

 

 

 

          332,858  
       

 

 

 

    

Mining - 0.1%

  
    

New Gold, Inc.

  
  40,000   

6.38%, 05/15/2025(1)

     34,600  
       

 

 

 

    

Miscellaneous Manufacturing - 0.0%

  
    

Parker-Hannifin Corp.

  
  10,000   

2.70%, 06/14/2024

     10,062  
       

 

 

 

    

Oil & Gas - 0.9%

  
    

Anadarko Petroleum Corp.

  
  10,000   

6.45%, 09/15/2036

     12,188  
    

BP Capital Markets America, Inc.

  
  40,000   

3.79%, 02/06/2024

     42,250  
    

Canadian Natural Resources Ltd.

  
  25,000   

6.50%, 02/15/2037

     31,503  
    

Carrizo Oil & Gas, Inc.

  
  65,000   

6.25%, 04/15/2023(7)

     63,830  
    

Cimarex Energy Co.

  
  35,000   

3.90%, 05/15/2027

     35,551  
    

EnCana Corp.

  
  25,000   

3.90%, 11/15/2021

     25,545  
    

Hess Corp.

  
  15,000   

5.60%, 02/15/2041

     15,858  
    

Jagged Peak Energy LLC

  
  40,000   

5.88%, 05/01/2026

     38,000  
    

Laredo Petroleum, Inc.

  
  65,000   

6.25%, 03/15/2023

     58,337  
    

Marathon Oil Corp.

  
  35,000   

2.70%, 06/01/2020

     35,018  
    

Marathon Petroleum Corp.

  
  5,000   

3.80%, 04/01/2028

     5,113  
    

Noble Energy, Inc.

  
  10,000   

5.05%, 11/15/2044

     10,671  
    

PDC Energy, Inc.

  
  30,000   

5.75%, 05/15/2026

     29,001  
  15,000   

6.13%, 09/15/2024

     14,813  
    

Petroleos Mexicanos

  
  10,000   

5.35%, 02/12/2028

     9,190  
    

Shell International Finance B.V.

  
  10,000   

4.38%, 05/11/2045

     11,615  
    

Sinopec Group Overseas Development Ltd.

  
  200,000   

1.75%, 09/29/2019(8)

     199,772  
    

Southwestern Energy Co.

  
  40,000   

7.50%, 04/01/2026

     35,000  
  25,000   

7.75%, 10/01/2027

     21,875  
    

Suncor Energy, Inc.

  
  10,000   

3.60%, 12/01/2024

     10,415  
       

 

 

 

          705,545  
       

 

 

 

    

Pharmaceuticals - 0.2%

                                   
    

Allergan Funding SCS

  
  5,000   

4.55%, 03/15/2035

     5,165  
    

Bristol-Myers Squibb Co.

  
  15,000   

3.40%, 07/26/2029(1)

     15,678  
    

CVS Health Corp.

  
  40,000   

5.13%, 07/20/2045

     43,374  
    

Express Scripts Holding Co.

  
  15,000   

4.80%, 07/15/2046

     16,120  
    

GlaxoSmithKline Capital, Inc.

  
  30,000   

3.63%, 05/15/2025

     31,843  


 

Hartford AARP Balanced Retirement Fund (Formerly Hartford Multi-Asset Income Fund)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Johnson & Johnson

  
$   20,000   

3.55%, 03/01/2036

   $ 21,135  
    

Merck & Co., Inc.

  
  15,000   

3.40%, 03/07/2029

     15,968  
    

Mylan, Inc.

  
  5,000   

5.20%, 04/15/2048

     5,113  
       

 

 

 

          154,396  
       

 

 

 

    

Pipelines - 0.3%

                                   
    

Energy Transfer Operating L.P.

  
  10,000   

6.25%, 04/15/2049

     11,891  
    

Enterprise Products Operating LLC

  
  65,000   

3.13%, 07/31/2029

     65,371  
    

MPLX L.P.

  
  35,000   

4.13%, 03/01/2027

     36,459  
    

Sabine Pass Liquefaction LLC

  
  5,000   

4.20%, 03/15/2028

     5,226  
    

Sunoco Logistics Partners Operations L.P.

  
  10,000   

5.35%, 05/15/2045

     10,469  
    

Texas Eastern Transmission L.P.

  
  5,000   

3.50%, 01/15/2028(1)

     5,133  
    

TransCanada PipeLines Ltd.

  
  35,000   

4.75%, 05/15/2038

     38,700  
    

Valero Energy Partners L.P.

  
  25,000   

4.50%, 03/15/2028

     26,948  
    

Western Midstream Operating L.P.

  
  25,000   

5.50%, 08/15/2048

     23,498  
       

 

 

 

          223,695  
       

 

 

 

    

REITS - 0.0%

  
    

HCP, Inc.

  
  5,000   

3.25%, 07/15/2026

     5,059  
       

 

 

 

    

Retail - 0.2%

  
    

Home Depot, Inc.

  
  35,000   

3.35%, 09/15/2025

     36,790  
    

Lowe’s Cos., Inc.

  
  5,000   

3.70%, 04/15/2046

     4,757  
    

McDonald’s Corp.

  
  50,000   

3.35%, 04/01/2023

     51,819  
    

Starbucks Corp.

  
  15,000   

3.80%, 08/15/2025

     15,940  
    

Walmart, Inc.

  
  35,000   

3.40%, 06/26/2023

     36,591  
       

 

 

 

          145,897  
       

 

 

 

    

Semiconductors - 0.3%

  
    

Broadcom Corp. / Broadcom Cayman Finance Ltd.

  
  35,000   

3.63%, 01/15/2024

     35,365  
  55,000   

3.88%, 01/15/2027

     53,801  
    

Intel Corp.

  
  10,000   

3.73%, 12/08/2047

     10,589  
    

Microchip Technology, Inc.

  
  15,000   

4.33%, 06/01/2023

     15,606  
    

Micron Technology, Inc.

  
  45,000   

4.98%, 02/06/2026

     47,680  
    

NXP B.V. / NXP Funding LLC

  
  40,000   

4.88%, 03/01/2024(1)

     42,904  
       

 

 

 

          205,945  
       

 

 

 

    

Software - 0.1%

  
    

Fidelity National Information Services, Inc.

  
  15,000   

3.00%, 08/15/2026

     15,214  
    

Fiserv, Inc.

  
  15,000   

3.20%, 07/01/2026

     15,306  
    

Microsoft Corp.

  
  35,000   

4.25%, 02/06/2047

     41,286  


 

Hartford AARP Balanced Retirement Fund (Formerly Hartford Multi-Asset Income Fund)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Oracle Corp.

  
$   25,000   

3.80%, 11/15/2037

   $ 26,712  
    

salesforce.com, Inc.

                                   
  10,000   

3.25%, 04/11/2023

     10,361  
       

 

 

 

          108,879  
       

 

 

 

    

Telecommunications - 0.6%

  
    

AT&T, Inc.

  
  65,000   

2.95%, 07/15/2026

     65,206  
  80,000   

4.34%, 06/15/2045

     80,465  
    

Nokia Oyj

  
  60,000   

6.63%, 05/15/2039

     67,200  
    

Telefonica Emisiones S.A.

  
  150,000   

4.10%, 03/08/2027

     159,445  
    

Verizon Communications, Inc.

  
  70,000   

4.13%, 08/15/2046

     73,855  
    

Vodafone Group plc

  
  30,000   

4.38%, 05/30/2028

     32,585  
       

 

 

 

          478,756  
       

 

 

 

    

Transportation - 0.1%

  
    

CSX Corp.

  
  20,000   

3.25%, 06/01/2027

     20,639  
    

Union Pacific Corp.

  
  60,000   

3.70%, 03/01/2029

     64,249  
       

 

 

 

          84,888  
       

 

 

 

    

Water - 0.0%

  
    

American Water Capital Corp.

  
  10,000   

3.75%, 09/01/2028

     10,748  
  10,000   

4.15%, 06/01/2049

     10,959  
       

 

 

 

          21,707  
       

 

 

 

    

Total Corporate Bonds
(cost $5,990,620)

   $ 6,070,658  
       

 

 

 

Foreign Government Obligations - 6.2%

  
    

Canada - 1.2%

  
    

Canadian When Issued Government Bond

  
CAD   1,195,000   

1.25%, 09/01/2024

     905,621  
       

 

 

 

    

Germany - 1.8%

  
    

Deutsche Bundesrepublik Inflation Linked Bond

  
EUR   1,066,449   

0.10%, 04/15/2026(8)(9)

     1,313,113  
       

 

 

 

    

Greece - 0.1%

  
    

Hellenic Republic Government Bond

  
  20,435,000   

0.00%, 10/15/2042(3)

     94,603  
       

 

 

 

    

Hungary - 0.0%

  
    

Hungary Government International Bond

  
$   6,000   

6.38%, 03/29/2021

     6,371  
       

 

 

 

    

Israel - 0.3%

  
    

Israel Government Bond - CPI Linked

  
ILS   870,409   

1.00%, 05/31/2045(9)

     244,779  
       

 

 

 

    

Italy - 0.1%

  
    

Italy Buoni Poliennali Del Tesoro

  
EUR   68,029   

1.25%, 09/15/2032(1)(8)(9)

     77,616  
       

 

 

 

    

Japan - 1.0%

  
    

Japanese Government CPI Linked Bond

  
JPY   75,697,076   

0.10%, 03/10/2029(9)

     725,033  
       

 

 

 

    

Malaysia - 0.1%

  
    

Malaysia Government Bond

  
MYR   394,000   

4.05%, 09/30/2021

     97,035  
       

 

 

 

    

Mexico - 0.4%

  
    

Mexican Bonos

  
MXN   5,312,400   

8.00%, 11/07/2047

     279,467  
       

 

 

 


 

Hartford AARP Balanced Retirement Fund (Formerly Hartford Multi-Asset Income Fund)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Norway - 0.5%

                                   
    

Norway Government Bond

  
NOK   2,865,000   

1.75%, 09/06/2029(1)(8)

   $ 334,906  
       

 

 

 

    

Russia - 0.7%

  
    

Russian Federal Inflation Linked Bond - OFZ

  
RUB   36,931,487   

2.50%, 02/02/2028(9)

     541,820  
       

 

 

 

    

Total Foreign Government Obligations
(cost $4,651,806)

   $ 4,620,364  
       

 

 

 

Municipal Bonds - 0.1%

  
    

Development - 0.1%

  
    

California State, GO Taxable

  
$   30,000   

7.30%, 10/01/2039

     45,633  
       

 

 

 

    

Total Municipal Bonds
(cost $45,142)

   $ 45,633  
       

 

 

 

Senior Floating Rate Interests - 0.1%(10)

  
    

Oil & Gas - 0.1%

  
    

Ascent Resources - Marcellus LLC

  
  62,500   

8.83%, 03/30/2023, 1 mo. USD LIBOR + 6.500%

     60,625  
       

 

 

 

    

Total Senior Floating Rate Interests
(cost $60,889)

   $ 60,625  
       

 

 

 

U.S. Government Agencies - 8.6%

  
    

FNMA - 7.1%

  
$   300,000   

2.50%, 08/01/2034(11)

   $ 301,712  
  25,625   

2.50%, 03/25/2053

     25,478  
  400,000   

3.00%, 08/01/2034(11)

     407,896  
  1,650,000   

3.00%, 08/01/2049(11)

     1,664,083  
  150,000   

3.04%, 06/01/2029

     155,882  
  249,988   

3.50%, 06/01/2049

     256,249  
  600,000   

3.50%, 08/01/2049(11)

     614,578  
  250,000   

3.50%, 08/01/2049

     256,183  
  287,322   

4.00%, 09/01/2048

     297,329  
  600,000   

4.00%, 08/01/2049(11)

     621,078  
  287,677   

4.00%, 08/01/2049

     297,696  
  400,000   

4.50%, 08/01/2049(11)

     419,500  
       

 

 

 

          5,317,664  
       

 

 

 

    

GNMA - 1.5%

  
$   575,000   

3.00%, 08/01/2049(11)

   $ 587,357  
  475,000   

3.50%, 08/01/2049(11)

     491,902  
       

 

 

 

          1,079,259  
       

 

 

 

    

Total U.S. Government Agencies
(cost $6,389,077)

   $ 6,396,923  
       

 

 

 

U.S. Government Securities - 11.8%

  
    

U.S. Treasury Bonds - 2.2%

  
$   228,076   

0.88%, 02/15/2047(9)

   $ 235,529  
  280,000   

2.50%, 02/15/2046

     278,458  
  105,000   

3.00%, 08/15/2048(12)

     115,090  
  285,000   

3.13%, 02/15/2043

     317,786  
  335,000   

3.13%, 08/15/2044(12)

     373,499  
  260,000   

3.75%, 11/15/2043(13)

     319,962  
       

 

 

 

          1,640,324  
       

 

 

 

    

U.S. Treasury Notes - 9.6%

  
  1,201,033   

0.63%, 04/15/2023(9)

     1,211,904  
  1,050,758   

0.63%, 01/15/2026(9)(12)

     1,075,113  
  243,396   

0.88%, 01/15/2029(9)

     256,563  
  600,000   

2.00%, 08/15/2025

     603,281  
  1,000,000   

2.13%, 05/15/2022

     1,007,227  
  1,000,000   

2.25%, 04/30/2021

     1,005,391  
  700,000   

2.25%, 04/15/2022

     707,027  
  600,000   

2.63%, 02/15/2029(12)

     631,289  


 

Hartford AARP Balanced Retirement Fund (Formerly Hartford Multi-Asset Income Fund)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   600,000   

2.88%, 07/31/2025

   $ 632,906  
       

 

 

 

          7,130,701  
       

 

 

 

          8,771,025  
       

 

 

 

    

Total U.S. Government Securities
(cost $8,673,570)

   $ 8,771,025  
       

 

 

 

Common Stocks - 30.3%

                                   
    

Banks - 0.9%

  
  5,091   

Bank of Nova Scotia

     271,757  
  2,593   

PNC Financial Services Group, Inc.

     370,540  
       

 

 

 

          642,297  
       

 

 

 

    

Capital Goods - 1.9%

  
  7,581   

Assa Abloy AB Class B

     173,886  
  963   

Lockheed Martin Corp.

     348,770  
  2,727   

United Technologies Corp.

     364,327  
  4,897   

Vinci S.A.

     503,724  
       

 

 

 

          1,390,707  
       

 

 

 

    

Commercial & Professional Services - 0.2%

  
  5,528   

Experian plc

     167,660  
       

 

 

 

    

Consumer Durables & Apparel - 0.4%

  
  3,705   

NIKE, Inc. Class B

     318,741  
       

 

 

 

    

Consumer Services - 1.0%

  
  10,492   

Compass Group plc

     265,453  
  2,139   

McDonald’s Corp.

     450,730  
       

 

 

 

          716,183  
       

 

 

 

    

Diversified Financials - 0.1%

  
  350   

Berkshire Hathaway, Inc. Class B*

     71,901  
       

 

 

 

    

Energy - 5.5%

  
  44,900   

Ascent Resources - Marcellus LLC Class A*(14)(15)

     116,740  
  35,701   

BP plc

     236,224  
  3,127   

Cabot Oil & Gas Corp.

     59,913  
  21,312   

Canacol Energy Ltd.*

     81,224  
  752   

Cheniere Energy, Inc.*

     48,993  
  3,491   

Chevron Corp.

     429,777  
  1,152   

Concho Resources, Inc.

     112,527  
  1,052   

ConocoPhillips

     62,152  
  1,889   

Devon Energy Corp.

     51,003  
  1,140   

Diamondback Energy, Inc.

     117,910  
  1,843   

Enbridge, Inc.

     61,554  
  24,971   

Encana Corp.

     114,089  
  671   

EOG Resources, Inc.

     57,605  
  4,445   

Equinor ASA

     79,700  
  3,863   

Exxon Mobil Corp.

     287,253  
  4,338   

Galp Energia SGPS S.A.

     67,535  
  1,020   

Gazprom Neft PJSC ADR

     34,425  
  5,361   

Imperial Oil Ltd.

     146,800  
  10,069   

Kosmos Energy Ltd.

     60,515  
  1,549   

Lundin Petroleum AB

     48,722  
  2,939   

Marathon Petroleum Corp.

     165,730  
  4,000   

Noble Energy, Inc.

     88,320  
  1,117   

Paragon Offshore Ltd., Litigation*

     10,286  
  2,731   

Petroleo Brasileiro S.A. ADR

     41,102  
  577   

Pioneer Natural Resources Co.

     79,649  
  1,524   

Plains GP Holdings L.P. Class A*

     36,820  
  14,433   

Royal Dutch Shell plc Class A

     454,574  
  2,431   

Schlumberger Ltd.

     97,167  
  5,734   

Suncor Energy, Inc.

     164,530  
  1,127   

Targa Resources Corp.

     43,852  
  4,904   

TC Energy Corp.

     240,110  
  2,147   

Tenaris S.A.

     27,071  
  5,716   

Total S.A.

     296,261  


 

Hartford AARP Balanced Retirement Fund (Formerly Hartford Multi-Asset Income Fund)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  1,133   

Valero Energy Corp.

   $ 96,588  
       

 

 

 

          4,116,721  
       

 

 

 

    

Food & Staples Retailing - 0.2%

                                   
  526   

Costco Wholesale Corp.

     144,981  
       

 

 

 

    

Food, Beverage & Tobacco - 2.2%

  
  6,834   

Coca-Cola Co.

     359,673  
  7,000   

Diageo plc

     291,901  
  3,391   

Heineken N.V.

     363,815  
  2,767   

Nestle S.A.

     293,543  
  2,803   

PepsiCo., Inc.

     358,252  
       

 

 

 

          1,667,184  
       

 

 

 

    

Health Care Equipment & Services - 2.1%

  
  3,130   

Baxter International, Inc.

     262,826  
  7,828   

Koninklijke Philips N.V.

     367,217  
  4,249   

Medtronic plc

     433,143  
  2,410   

Sysmex Corp.

     174,973  
  1,445   

UnitedHealth Group, Inc.

     359,820  
       

 

 

 

          1,597,979  
       

 

 

 

    

Household & Personal Products - 1.5%

  
  5,288   

Colgate-Palmolive Co.

     379,361  
  3,040   

Procter & Gamble Co.

     358,842  
  4,674   

Reckitt Benckiser Group plc

     361,315  
       

 

 

 

          1,099,518  
       

 

 

 

       
    

Insurance - 0.9%

  
  33,370   

AIA Group Ltd.

     341,567  
  2,206   

Chubb Ltd.

     337,165  
       

 

 

 

          678,732  
       

 

 

 

    

Materials - 3.2%

  
  2,699   

Agnico Eagle Mines Ltd.

     140,990  
  2,096   

Alcoa Corp.*

     47,139  
  6,252   

Anglo American plc

     153,201  
  7,245   

Antofagasta plc

     81,744  
  4,374   

ArcelorMittal

     69,224  
  11,531   

Barrick Gold Corp.

     187,454  
  1,223   

BHP Group Ltd.

     33,670  
  17,536   

BHP Group plc

     418,120  
  4,939   

BlueScope Steel Ltd.

     43,592  
  32,901   

Glencore plc*

     105,508  
  3,658   

KAZ Minerals plc

     25,321  
  83   

Korea Zinc Co., Ltd.

     30,924  
  1,464   

Linde plc

     280,034  
  10,810   

Lucara Diamond Corp.

     12,122  
  2,545   

MMC Norilsk Nickel PJSC ADR

     58,840  
  7,108   

Newcrest Mining Ltd.

     171,553  
  3,250   

Nippon Steel Corp.

     50,918  
  6,356   

Norsk Hydro ASA

     21,619  
  539   

Reliance Steel & Aluminum Co.

     53,873  
  5,709   

Rio Tinto plc

     322,396  
  684   

Southern Copper Corp.

     24,480  
  1,835   

Steel Dynamics, Inc.

     57,821  
       

 

 

 

          2,390,543  
       

 

 

 

    

Media & Entertainment - 0.1%

  
  2,384   

Comcast Corp. Class A

     102,917  
       

 

 

 

    

Pharmaceuticals, Biotechnology & Life Sciences - 2.1%

  
  5,034   

AstraZeneca plc ADR

     218,526  
  3,228   

Johnson & Johnson

     420,350  
  3,525   

Merck & Co., Inc.

     292,540  
  3,847   

Novartis AG

     352,765  
  1,084   

Roche Holding AG

     290,149  
       

 

 

 

          1,574,330  
       

 

 

 


 

Hartford AARP Balanced Retirement Fund (Formerly Hartford Multi-Asset Income Fund)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Real Estate Investment Trusts - 1.0%

  
  1,264   

American Tower Corp. REIT

   $ 267,488  
  916   

Equity LifeStyle Properties, Inc. REIT

     113,813  
  1,591   

Public Storage REIT

     386,231  
       

 

 

 

          767,532  
       

 

 

 

    

Retailing - 0.3%

                                   
  3,500   

Petrobras Distribuidora S.A.

     24,395  
  3,999   

TJX Cos., Inc.

     218,186  
       

 

 

 

          242,581  
       

 

 

 

    

Semiconductors & Semiconductor Equipment - 0.1%

  
  677   

First Solar, Inc.*

     43,660  
       

 

 

 

    

Software & Services - 1.9%

  
  1,347   

Accenture plc Class A

     259,405  
  1,234   

Automatic Data Processing, Inc.

     205,486  
  2,961   

Capgemini SE

     375,941  
  2,606   

Microsoft Corp.

     355,120  
  1,208   

Visa, Inc. Class A

     215,024  
       

 

 

 

          1,410,976  
       

 

 

 

    

Telecommunication Services - 0.7%

  
  22,472   

BT Group plc

     52,637  
  418,000   

China Tower Corp. Ltd. Class H(1)

     108,031  
  11,630   

KDDI Corp.

     303,444  
  1,840   

NTT DOCOMO, Inc.

     44,119  
       

 

 

 

          508,231  
       

 

 

 

    

Transportation - 1.2%

  
  4,698   

Canadian National Railway Co.

     444,669  
  1,749   

Japan Airport Terminal Co., Ltd.

     72,316  
  1,091   

Kuehne + Nagel International AG

     160,643  
  1,893   

United Parcel Service, Inc. Class B

     226,157  
       

 

 

 

          903,785  
       

 

 

 

    

Utilities - 2.8%

  
  1,584   

Avangrid, Inc.

     80,071  
  13,900   

Beijing Enterprises Holdings Ltd.

     67,863  
  108,292   

China Longyuan Power Group Corp. Ltd. Class H

     66,220  
  1,840   

Cia de Saneamento do Parana

     41,271  
  7,850   

CK Infrastructure Holdings Ltd.

     60,861  
  8,642   

E.ON SE

     86,064  
  1,394   

Edison International

     103,909  
  22,337   

Enel Americas S.A.

     3,686  
  13,865   

Enel S.p.A.

     94,845  
  5,849   

Engie S.A.

     90,013  
  9,849   

ENN Energy Holdings Ltd.

     101,311  
  25,700   

Guangdong Investment Ltd.

     54,015  
  218,000   

Huaneng Renewables Corp. Ltd. Class H

     59,251  
  12,748   

Iberdrola S.A.

     120,945  
  502   

Innogy SE

     21,089  
  42,607   

National Grid plc

     436,690  
  355   

NextEra Energy Partners L.P.

     17,267  
  429   

NextEra Energy, Inc.

     88,876  
  27,000   

Power Assets Holdings Ltd.

     192,976  
  714   

Sempra Energy

     96,697  
  1,883   

Severn Trent plc

     46,049  
  10,871   

Snam S.p.A.

     53,374  
  1,496   

UGI Corp.

     76,431  
       

 

 

 

          2,059,774  
       

 

 

 

    

Total Common Stocks
(cost $22,821,756)

   $ 22,616,933  
       

 

 

 

Escrows - 0.0%(16)

  
    

Energy-Alternate Sources - 0.0%

  
  4,146   

Paragon Offshore Ltd.*(14)(15)

     -—  
       

 

 

 


 

Hartford AARP Balanced Retirement Fund (Formerly Hartford Multi-Asset Income Fund)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Total Escrows
(cost $—)

   $  
       

 

 

 

Convertible Bonds - 0.1%

  
    

Biotechnology - 0.0%

  
    

Alder Biopharmaceuticals, Inc.

  
$   20,000   

2.50%, 02/01/2025

   $ 17,546  
       

 

 

 

    

Oil & Gas - 0.1%

  
    

PDC Energy, Inc.

  
  35,000   

1.13%, 09/15/2021

     32,504  
       

 

 

 

    

Total Convertible Bonds
(cost $51,600)

   $ 50,050  
       

 

 

 

Exchange-Traded Funds - 5.0%

                                   
    

Other Investment Pools & Funds - 5.0%

  
  7,300   

iShares iBoxx High Yield Corporate Bond ETF

     634,589  
  5,600   

iShares JP Morgan USD Emerging Markets Bond ETF

     636,608  
  2,300   

SPDR Barclays Convertible Securities ETF

     123,349  
  36,000   

SPDR Blackstone

     1,672,920  
  18,400   

VanEck Vectors JP Morgan EM Local Currency Bond ETF

     636,640  
       

 

 

 

          3,704,106  
       

 

 

 

    

Total Exchange-Traded Funds
(cost $3,695,024)

   $ 3,704,106  
       

 

 

 

Preferred Stocks - 0.0%

  
    

Materials - 0.0%

  
  5,300   

Gerdau S.A.

     19,095  
       

 

 

 

    

Total Preferred Stocks
(cost $21,823)

   $ 19,095  
       

 

 

 

Warrants - 0.0%

  
    

Energy - 0.0%

  
  11,625   

Ascent Resources - Marcellus LLC Expires 3/30/23*(14)(15)

     116  
       

 

 

 

    

Total Warrants
(cost $930)

   $ 116  
       

 

 

 

Affiliated Investment Companies - 19.8%

  
    

Domestic Equity Funds - 4.0%

  
  91,750   

Hartford Multifactor US Equity ETF

     2,967,195  
    

International/Global Equity Funds - 5.8%

  
  115,300   

Hartford Multifactor Developed Markets (ex-US) ETF(7)

     3,178,821  
  50,500   

Hartford Multifactor Emerging Markets ETF

     1,153,026  
       

 

 

 

    

Total International/Global Equity Funds
(cost $4,474,038)

   $ 4,331,847  
       

 

 

 

    

Taxable Fixed Income Funds - 10.0%

  
  693,277   

The Hartford World Bond Fund, Class F

     7,494,329  
       

 

 

 

    

Total Taxable Fixed Income Funds
(cost $7,459,665)

   $ 7,494,329  
       

 

 

 

    

Total Affiliated Investment Companies
(cost $14,881,631)

   $ 14,793,371  
       

 

 

 

    

Total Long-Term Investments
(cost $70,616,346)

   $ 70,449,236  
       

 

 

 

Short-Term Investments - 10.4%

  
    

Commercial Paper - 0.3%

  
    

Industrial and Commercial Bank of China Ltd.

  
  250,000   

2.34%, 08/22/2019(17)

     249,649  
       

 

 

 

    

Foreign Government Obligations - 0.4%

  
    

Societe Generale S.A.

  
  300,000   

2.73%, 02/24/2020, 3 mo. USD LIBOR + 0.200%(1)(2)(17)(18)

     300,218  
       

 

 

 

    

Other Investment Pools & Funds - 9.6%

  
    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio,

  
  7,122,836   

Institutional Class, 2.25%(19)

     7,122,836  
       

 

 

 

    

Securities Lending Collateral - 0.1%

  
  3,660   

Citibank NA DDCA, 2.37%, 8/1/2019(19)

     3,660  


 

Hartford AARP Balanced Retirement Fund (Formerly Hartford Multi-Asset Income Fund)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  41,511   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class,
2.23%(19)

      $ 41,511   
  6,103   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.21%(19)

        6,103   
  5,811   

Invesco Government & Agency Portfolio, Institutional Class, 2.23%(19)

        5,811   
  14,808   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class,
2.25%(19)

        14,808   
  1,297   

Western Asset Institutional Government Class A Fund, Institutional Class, 2.19%(19)

        1,297   
          

 

 

 
             73,190   
          

 

 

 
    

Total Short-Term Investments
(cost $7,745,675)

      $ 7,745,893   
          

 

 

 
    

Total Investments Excluding Purchased Options
(cost $78,362,021)

     104.9%      $ 78,195,129   
    

Total Purchased Options
(cost $173,001)

     0.2%      $ 186,042   
       

 

 

    

 

 

 
    

Total Investments
(cost $78,535,022)

     105.1%      $ 78,381,171   
    

Other Assets and Liabilities

     (5.1)%        (3,815,123)  
       

 

 

    

 

 

 
    

Total Net Assets

     100.0%      $         74,566,048   
       

 

 

    

 

 

 

 

Note:

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

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

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

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

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

 

*

Non-income producing.

(1)

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 July 31, 2019, the aggregate value of these securities was $3,148,918, representing 4.2% of net assets.

(2)

Variable rate securities; the rate reported is the coupon rate in effect at July 31, 2019.

(3)

Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

(4)

Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

(5)

Security disclosed is interest-only strips.

(6)

Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at July 31, 2019. Rate will reset at a future date.

(7)

Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments for securities lending information.

(8)

Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At July 31, 2019, the aggregate value of these securities was $1,925,407, representing 2.6% of net assets.

(9)

The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

(10)

Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of July 31, 2019.


 

Hartford AARP Balanced Retirement Fund (Formerly Hartford Multi-Asset Income Fund)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

(11)

Represents or includes a TBA transaction.

(12)

This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.

(13)

This security, or a portion of this security, has been pledged as collateral in connection with centrally cleared swap contracts.

(14)

Investment valued using significant unobservable inputs.

(15)

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At July 31, 2019, the aggregate fair value of these securities was $116,856, 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.

(16)

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

(17)

The rate shown represents current yield to maturity.

(18)

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 $300,000 at July 31, 2019.

(19)

Current yield as of period end.

Exchange-Traded Option Contracts Outstanding at July 31, 2019

 

Description   Exercise Price/FX Rate/
Rate
         Expiration  
Date
    Number of
Contracts
         Notional
Amount
    Market
Value †
    Premiums
Paid
(Received)
by Fund
    Unrealized
Appreciation/
(Depreciation)
 

Purchased option contracts:

                 

Puts

                 
S&P 500 Index Option   2,675.00   USD     12/20/19       6             USD       600     $ 22,440     $ 21,230     $ 1,210  
iShares MSCI Emerging Markets Option   38.00   USD     12/20/19       85             USD       8,500       5,610       5,468       142  
iShares MSCI EAFE ETF Option   59.00   USD     12/20/19       140             USD       14,000       7,280       8,166       (886)  
S&P 500 Index Option   2,675.00   USD     03/20/20       6             USD       600       36,330       33,800       2,530  
iShares MSCI Emerging Markets Option   38.00   USD     03/20/20       85             USD       8,500       8,840       8,783       57  
iShares MSCI EAFE ETF Option   59.00   USD     03/20/20       140             USD       14,000       16,520       14,466       2,054  
S&P 500 Index Option   2,675.00   USD     06/19/20       6             USD       600       48,990       45,950       3,040  
iShares MSCI Emerging Markets Option   38.00   USD     06/19/20       85             USD       8,500       13,642       12,692       950  
iShares MSCI EAFE ETF Option   59.00   USD     06/19/20       140             USD       14,000       26,390       22,446       3,944  
           

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

              69,300     $     186,042     $ 173,001     $ 13,041  
           

 

 

   

 

 

   

 

 

   

 

 

 

Total purchased option contracts

              69,300     $ 186,042     $ 173,001     $ 13,041  
           

 

 

   

 

 

   

 

 

   

 

 

 

Futures Contracts Outstanding at July 31, 2019

 

Description    Number
of
Contracts
     Expiration Date     

Current

Notional

Amount

     Value and
Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

           

U.S. Treasury 2-Year Note Future

     18        09/30/2019      $             3,859,312      $ (8,393)  

U.S. Treasury Long Bond Future

     3        09/19/2019        466,781        3,370   

U.S. Treasury Ultra Bond Future

     1        09/19/2019        177,563        1,873   
           

 

 

 

Total

            $ (3,150)  
           

 

 

 

Short position contracts:

           

Euro-Bund Future

     5        09/06/2019      $ 969,013      $ (14,794)  

Long Gilt Future

     1        09/26/2019        161,534        (828)  

U.S. Treasury 5-Year Note Future

     30        09/30/2019        3,526,641        179   

U.S. Treasury 10-Year Note Future

     1        09/19/2019        127,422        29   

U.S. Treasury 10-Year Ultra Future

     6        09/19/2019        827,062        (3,214)  
           

 

 

 

Total

            $ (18,628)  
           

 

 

 
           
           

 

 

 

    Total futures contracts

            $             (21,778)  
           

 

 

 

OTC Credit Default Swap Contracts Outstanding at July 31, 2019

 

        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)


 

Hartford AARP Balanced Retirement Fund (Formerly Hartford Multi-Asset Income Fund)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

Credit default swaps on indices:

 

                  

Buy protection:

                           

PrimeX.ARM.2*

     MSC        USD        129,892        (4.58 %)      12/25/37        Monthly      $      $ (261)      $ (158   $ 103  
                   

 

 

    

 

 

    

 

 

   

 

 

 

Sell protection:

                           

PrimeX.ARM.2*

     JPM        USD        126,588        4.58     12/25/37        Monthly      $ 4,902      $      $ 155     $ (4,747
                   

 

 

    

 

 

    

 

 

   

 

 

 
                           
                   

 

 

    

 

 

    

 

 

   

 

 

 

Total traded indices

 

              $ 4,902      $ (261)      $ (3   $ (4,644
                   

 

 

    

 

 

    

 

 

   

 

 

 

Credit default swaps on single-name issues:

 

                     

Buy protection:

                           

Republic of Malaysia

     HSBC        USD        125,000        (1.00 %)      06/20/24        Quarterly      $      $ (2,966)      $ (3,196   $ (230
                   

 

 

    

 

 

    

 

 

   

 

 

 
                           
                   

 

 

    

 

 

    

 

 

   

 

 

 

Total single-name issues

 

           $      $ (2,966)      $ (3,196   $ (230
                   

 

 

    

 

 

    

 

 

   

 

 

 
                           
                   

 

 

    

 

 

    

 

 

   

 

 

 

Total OTC contracts

 

           $     4,902      $     (3,227)      $     (3,199   $         (4,874
                   

 

 

    

 

 

    

 

 

   

 

 

 

 

*

See Footnote 14 following the schedule of investments.

 

(a)

The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.

Centrally Cleared Credit Default Swap Contracts Outstanding at July 31, 2019

 

        Reference Entity           

Notional

Amount (a)

    

(Pay)/Receive

Fixed Rate

   

Expiration

Date

    

Periodic

Payment

Frequency

     Cost Basis     Value †    

Unrealized

Appreciation/

(Depreciation)

 

Credit default swaps on indices:

                    

Buy protection:

                    

ITRAXX.EUR.31.V2

     EUR        1,665,000        (1.00%)       06/20/24        Quarterly      $ (47,473)     $ (46,938)     $ 535   
                

 

 

   

 

 

   

 

 

 

Credit default swaps on indices:

                    

Sell protection:

                    

CDX.NA.HY.32.V2

     USD        3,989,700        5.00%       06/20/24        Quarterly      $ 302,255      $ 327,174      $ 24,919   

CDX.NA.IG.32.V1

     USD        126,000        1.00%       06/20/24        Quarterly        2,768        2,882        114   
                

 

 

   

 

 

   

 

 

 

Total

                 $ 305,023     $ 330,056     $ 25,033  
                

 

 

   

 

 

   

 

 

 

Credit default swaps on single-name issues:

 

              

Buy protection:

                    

Republic of Colombia

     USD        125,000              06/20/24        Quarterly      $ (987   $ (893   $ 94  

Republic of Indonesia

     USD        125,000        (1.00%)       06/20/24        Quarterly        (947     (1,402     (455

Republic of South

                    

Africa

     USD        130,000        (1.00%)       06/20/24        Quarterly        3,458        4,174       716  

Russian Federation

     USD        130,000        (1.00%)       06/20/24        Quarterly        269        (220     (489
                

 

 

   

 

 

   

 

 

 

Total

                 $ 1,793     $ 1,659     $ (134
                

 

 

   

 

 

   

 

 

 
                    
                

 

 

   

 

 

   

 

 

 

Total single-name issues

                 $ 1,793     $ 1,659     $ (134
                

 

 

   

 

 

   

 

 

 
                    
                

 

 

   

 

 

   

 

 

 

Total

                 $ 259,343     $ 284,777     $ 25,434  
                

 

 

   

 

 

   

 

 

 

 

(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 July 31, 2019

 

  Payments made by

            Fund

  

    Payments

    received by

    Fund

   Notional Amount      Expiration
Date
     Periodic
Payment
Frequency
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
     Value †     Unrealized
Appreciation/
(Depreciation)

3 Mo. USD LIBOR

   2.36% Fixed      USD        390,000        04/09/24            Semi-Annual      $ 2,268      $           —      $     (9,121   $       (11,389 )  

3 Mo. USD LIBOR

   2.36% Fixed      USD        405,000        04/09/24            Semi-Annual        2,359               (9,536     (11,895

6 Mo. NOK NIBOR

   1.79% Fixed      NOK        1,265,000        07/26/29            Semi-Annual                      80       80  


 

Hartford AARP Balanced Retirement Fund (Formerly Hartford Multi-Asset Income Fund)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     4,627      $       —      $     (18,577)      $         (23,204)  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

            Bond Forward Contracts Outstanding at July 31, 2019       
Counterparty                    Reference
Obligation
        

Notional

Amount

    

Expiration

Date

    

Unrealized

Appreciation/

    (Depreciation)    

BOA

              U.S. Treasury Bonds, 0.38%, 07/15/2025      USD        4,768,642        08/15/2019      $             (13,953)          
        Foreign Currency Contracts Outstanding at July 31, 2019     

Amount and Description

of Currency to be

Purchased

    

Amount and Description

of Currency to be

Sold

   Counterparty   

Settlement

Date

       Appreciation      Depreciation

327,000

     AUD        227,523      USD    DEUT      08/30/19      $      $ (3,639)          

210,000

     AUD        145,796      USD    BMO      09/18/19               (1,943)  

200,000

     AUD        138,884      USD    BMO      09/26/19               (1,850)  

850,000

     BRL        225,160      USD    HSBC      08/02/19               (2,465)  

850,000

     BRL        225,770      USD    CBK      08/02/19               (3,075)  

1,700,000

     BRL        450,531      USD    MSC      08/02/19               (5,141)  

30,000

     BRL        7,897      USD    MSC      09/04/19               (56)  

667,000

     CAD        507,371      USD    DEUT      08/30/19               (1,666)  

200,000

     CAD        152,501      USD    BMO      09/09/19               (843)  

195,000

     CAD        148,708      USD    BMO      09/18/19               (819)  

200,000

     CAD        152,549      USD    BMO      10/01/19               (835)  

200,000

     CAD        152,652      USD    BMO      12/02/19               (805)  

200,000

     CAD        152,773      USD    BMO      02/19/20               (786)  

75,000

     CHF        75,942      USD    CBK      08/30/19               (317)  

100,000

     CHF        104,628      USD    BMO      10/13/20               (136)  

6,800,000

     CLP        9,791      USD    BNP      09/23/19               (129)  

711,000

     CNH        102,472      USD    BCLY      09/18/19        406         

233,528,000

     COP        72,457      USD    SCB      08/30/19               (1,415)  

310,800,000

     COP        96,336      USD    BNP      08/30/19               (1,787)  

31,900,000

     COP        9,748      USD    MSC      09/18/19               (55)  

230,000

     CZK        10,198      USD    BCLY      09/18/19               (285)  

170,000

     EGP        9,942      USD    CBK      09/18/19        202         

223,000

     EUR        250,454      USD    BMO      08/06/19               (3,475)  

338,000

     EUR        377,686      USD    CBK      08/30/19               (2,567)  

1,306,000

     EUR        1,471,680      USD    BMO      09/18/19               (20,165)  

543,000

     GBP        677,295      USD    BOA      08/30/19               (15,921)  

194,000

     GBP        242,622      USD    BMO      09/18/19               (6,124)  

19,098,000

     HUF        65,325      USD    CBK      08/30/19               (380)  

2,800,000

     HUF        9,948      USD    GSC      09/18/19               (415)  

749,065,000

     IDR        53,314      USD    BOA      08/30/19               (62)  

43,000,000

     IDR        3,012      USD    GSC      09/18/19        39         

3,431,000

     INR        49,459      USD    BOA      08/30/19        262         

12,853,000

     JPY        118,548      USD    CBK      08/30/19               (130)  

74,819,000

     JPY        690,152      USD    BOA      08/30/19               (821)  

27,500,000

     JPY        254,136      USD    BMO      09/18/19               (417)  

2,325,000

     MXN        121,467      USD    UBS      08/30/19               (788)  

260,000

     MXN        13,607      USD    GSC      09/18/19               (150)  

259,000

     NOK        29,893      USD    UBS      08/30/19               (623)  

30,000

     NZD        19,851      USD    BMO      09/18/19               (133)  

40,000

     PEN        11,952      USD    BNP      09/18/19        129         

6,473,000

     PHP        126,209      USD    GSC      08/30/19        858         

220,000

     PHP        4,217      USD    SCB      09/18/19        99         

470,000

     PLN        123,044      USD    SSG      08/30/19               (1,689)  

40,000

     PLN        10,666      USD    BCLY      09/18/19               (334)  

1,188,000

     SEK        126,088      USD    GSC      08/30/19               (2,827)  

1,210,000

     SEK        128,445      USD    JPM      08/30/19               (2,902)  

676,000

     TRY        116,802      USD    DEUT      08/29/19        2,791         

121,766

     USD        175,000      AUD    SSG      08/30/19        1,950         

145,513

     USD        210,000      AUD    BNP      09/18/19        1,660         

143,873

     USD        200,000      AUD    RBS      09/26/19        6,839         

450,531

     USD        1,700,000      BRL    MSC      08/02/19        5,142         

225,770

     USD        850,000      BRL    HSBC      08/02/19        3,075         

220,011

     USD        850,000      BRL    CBK      08/02/19               (2,684)  


 

Hartford AARP Balanced Retirement Fund (Formerly Hartford Multi-Asset Income Fund)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

            86,475

     USD            328,000              BRL            SCB                09/03/19                        732               

3,690

     USD        14,000        BRL      BNP    09/04/19      30         

7,510

     USD        30,000        BRL      MSC    09/04/19    $      $ (332

910,298

     USD        1,198,000        CAD      UBS    08/30/19      1,999         

152,667

     USD        200,000        CAD      CBK    09/09/19      1,009         

146,596

     USD        195,000        CAD      RBC    09/18/19             (1,293

152,800

     USD        200,000        CAD      UBS    10/01/19      1,086         

152,657

     USD        200,000        CAD      GSC    12/02/19      810         

153,211

     USD        200,000        CAD      MSC    02/19/20      1,224         

19,236

     USD        19,000        CHF      SGG    08/30/19      78         

69,825

     USD        65,000        CHF      BNP    10/13/20      1,905         

37,515

     USD        35,000        CHF      HSBC    10/13/20      943         

63,317

     USD        44,100,000        CLP      BNP    08/30/19      667         

49,519

     USD        34,428,000        CLP      SCB    08/30/19      610         

9,857

     USD        6,800,000        CLP      MSC    09/23/19      195         

103,120

     USD        711,000        CNH      WEST    09/18/19      242         

9,835

     USD        31,900,000        COP      MSC    09/18/19      142         

117,240

     USD        2,685,000        CZK      SSG    08/30/19      1,560         

10,098

     USD        230,000        CZK      WEST    09/18/19      185         

10,035

     USD        170,000        EGP      GSC    09/18/19             (108

245,165

     USD        215,000        EUR      BCLY    08/06/19      7,046         

9,136

     USD        8,000        EUR      GSC    08/06/19      276         

4,769,257

     USD        4,270,000        EUR      GSC    08/30/19      30,324         

122,904

     USD        110,000        EUR      BOA    08/30/19      823         

1,470,428

     USD        1,289,000        EUR      BNP    09/18/19      37,807         

19,478

     USD        17,000        EUR      GSC    09/18/19      584         

2,056,648

     USD        1,647,000        GBP      JPM    08/30/19      50,603         

118,492

     USD        95,000        GBP      SSG    08/30/19      2,782         

247,504

     USD        194,000        GBP      GSC    09/18/19      11,006         

9,678

     USD        2,800,000        HUF      WEST    09/18/19      145         

2,962

     USD        43,000,000        IDR      BNP    09/18/19             (89

57,076

     USD        201,000        ILS      UBS    08/30/19             (273

434,298

     USD        1,529,000        ILS      MSC    08/30/19             (1,955

3,453,280

     USD        374,473,000        JPY      BMO    08/30/19      3,143         

129,989

     USD        14,028,000        JPY      ANZ    08/30/19      745         

255,277

     USD        27,500,000        JPY      JPM    09/18/19      1,557         

126,948

     USD        150,053,000        KRW      BOA    08/30/19              

281,506

     USD        5,379,000        MXN      RBC    08/30/19      2,310         

13,365

     USD        260,000        MXN      CBK    09/18/19             (92

343,089

     USD        2,964,000        NOK      BNP    08/30/19      8,116         

125,999

     USD        190,000        NZD      UBS    08/30/19      1,160         

41,339

     USD        62,000        NZD      CBK    08/30/19      602         

19,712

     USD        30,000        NZD      GSC    09/18/19             (7

12,129

     USD        40,000        PEN      MSC    09/18/19      48         

4,265

     USD        220,000        PHP      BCLY    09/18/19             (50

127,059

     USD        485,000        PLN      CBK    08/30/19      1,830         

10,524

     USD        40,000        PLN      GSC    09/18/19      192         

675,626

     USD        42,851,000        RUB      GSC    08/30/19      5,362         

128,269

     USD        175,000        SGD      JPM    08/30/19      855         

21,949

     USD        30,000        SGD      UBS    08/30/19      107         

609,009

     USD        18,900,000        TWD      MSC    08/30/19      128         

118,000

     ZAR        8,266        USD      BOA    08/30/19             (71

972,000

     ZAR        68,860        USD      DEUT    08/30/19             (1,354

  Total

                                        $ 204,420      $               (96,278

 

† 

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

 

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

ANZ

  Australia and New Zealand Banking Group

BCLY

  Barclays

BMO

  Bank of Montreal

BNP

  BNP Paribas Securities Services

BOA

  Banc of America Securities LLC


 

Hartford AARP Balanced Retirement Fund (Formerly Hartford Multi-Asset Income Fund)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

CBK

   Citibank NA   

DEUT

   Deutsche Bank Securities, Inc.   

GSC

   Goldman Sachs & Co.   

HSBC

   HSBC Bank USA   

JPM

   JP Morgan Chase & Co.   

MSC

   Morgan Stanley   

RBC

   RBC Dominion Securities, Inc.   

RBS

   RBS Greenwich Capital   

SCB

   Standard Chartered Bank   

SGG

   Societe Generale Group   

SSG

   State Street Global Markets LLC   

UBS

   UBS AG   

WEST

   Westpac International   
Currency Abbreviations:           

AUD

   Australian Dollar   

BRL

   Brazilian Real   

CAD

   Canadian Dollar   

CHF

   Swiss Franc   

CLP

   Chilean Peso   

CNH

   Chinese Renminbi   

COP

   Colombian Peso   

CZK

   Czech Koruna   

EGP

   Egyptian Pound   

EUR

   Euro   

GBP

   British Pound   

HUF

   Hungarian Forint   

IDR

   Indonesian Rupiah   

ILS

   Israeli Shekel   

INR

   Indian Rupee   

JPY

   Japanese Yen   

KRW

   South Korean Won   

MXN

   Mexican Peso   

MYR

   Malaysian Ringgit   

NOK

   Norwegian Krone   

NZD

   New Zealand Dollar   

PEN

   Peruvian Sol   

PHP

   Philippine Peso   

PLN

   Polish Zloty   

RUB

   Russian Ruble   

SEK

   Swedish Krona   

SGD

   Singapore Dollar   

TRY

   Turkish Lira   

TWD

   Taiwanese Dollar   

USD

   United States Dollar   

ZAR

   South African Rand   
Index Abbreviations:           

CDX.NA.HY

   Credit Derivatives North American High Yield   

CDX.NA.IG

   Credit Derivatives North American Investment Grade   

CPI

   Consumer Price Index   

EAFE

   Europe, Australasia and Far East   

ITRAXX.EUR

   Markit iTraxx - Europe   

MSCI

   Morgan Stanley Capital International   

MTA

   Monthly Treasury Average Index   

PrimeX.ARM

   Markit PrimeX Adjustable Rate Mortgage Backed Security   

S&P

   Standard & Poors   
   Markit iBoxx Indices - Euro, Sterling, Asian, US Dollar and European High-Yield   

iBoxx

   Bond Markets   
Other Abbreviations:           

ADR

   American Depositary Receipt   

CLO

   Collateralized Loan Obligation   

CMO

   Collateralized Mortgage Obligation   

DDCA

   Dollars on Deposit in Custody Account   

EM

   Emerging Markets   


 

Hartford AARP Balanced Retirement Fund (Formerly Hartford Multi-Asset Income Fund)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

ETF

   Exchange-Traded Fund   

FNMA

   Federal National Mortgage Association   

GNMA

   Government National Mortgage Association   

LIBOR

   London Interbank Offered Rate   

MSCI

   Morgan Stanley Capital International   

MTN

   Medium Term Note   

NIBOR

   Norwegian Interbank Offered Rate   

OTC

   Over-the-Counter   

PAC

   Planned Amortization Class   

PJSC

   Private Joint Stock Company   

REIT

   Real Estate Investment Trust   

SPDR

   Standard & Poor’s Depositary Receipt   

TBA

   To Be Announced   
Municipal Abbreviations:           

GO

   General Obligation   


 

Hartford AARP Balanced Retirement Fund (Formerly Hartford Multi-Asset Income Fund)

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2019 in valuing the Fund’s investments.

 

Description    Total   Level 1   Level 2   Level  3(1)

Assets

        

Asset & Commercial Mortgage Backed Securities

   $         3,300,337     $             —     $         3,300,337     $         —  

Corporate Bonds

     6,070,658             6,070,658        

Foreign Government Obligations

     4,620,364             4,620,364        

Municipal Bonds

     45,633             45,633        

Senior Floating Rate Interests

     60,625             60,625        

U.S. Government Agencies

     6,396,923             6,396,923        

U.S. Government Securities

     8,771,025             8,771,025        

Common Stocks

        

Banks

     642,297       642,297              

Capital Goods

     1,390,707       713,097       677,610        

Commercial & Professional Services

     167,660             167,660        

Consumer Durables & Apparel

     318,741       318,741              

Consumer Services

     716,183       450,730       265,453        

Diversified Financials

     71,901       71,901              

Energy

     4,116,721       2,806,679       1,193,302       116,740  

Food & Staples Retailing

     144,981       144,981              

Food, Beverage & Tobacco

     1,667,184       717,925       949,259        

Health Care Equipment & Services

     1,597,979       1,055,789       542,190        

Household & Personal Products

     1,099,518       738,203       361,315        

Insurance

     678,732       337,165       341,567        

Materials

     2,390,543       880,674       1,509,869        

Media & Entertainment

     102,917       102,917              

Pharmaceuticals, Biotechnology & Life Sciences

     1,574,330       931,416       642,914        

Real Estate Investment Trusts

     767,532       767,532              

Retailing

     242,581       242,581              

Semiconductors & Semiconductor Equipment

     43,660       43,660              

Software & Services

     1,410,976       1,035,035       375,941        

Telecommunication Services

     508,231             508,231        

Transportation

     903,785       670,826       232,959        

Utilities

     2,059,774       529,297       1,530,477        

Escrows

                        

Convertible Bonds

     50,050             50,050        

Exchange-Traded Funds

     3,704,106       3,704,106              

Preferred Stocks

     19,095       19,095              

Warrants

     116                   116  

Affiliated Investment Companies

     14,793,371       14,793,371              

Short-Term Investments

     7,745,893       7,196,026       549,867        

Purchased Options

     186,042       186,042              

Foreign Currency Contracts(2)

     204,420             204,420        

Futures Contracts(2)

     5,451       5,451              

Swaps - Credit Default(2)

     26,481             26,378       103  

Swaps - Interest Rate(2)

     80             80        
  

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

   $ 78,617,603     $       39,105,537     $ 39,395,107     $         116,959  
  

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Liabilities

        

Bond Forward Contracts(2)

   $ (13,953   $     $ (13,953   $  

Foreign Currency Contracts(2)

     (96,278           (96,278      

Futures Contracts(2)

     (27,229     (27,229            

Swaps - Credit Default(2)

     (5,921           (1,174     (4,747

Swaps - Interest Rate(2)

     (23,284           (23,284      
  

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

   $ (166,665   $ (27,229   $ (134,689   $ (4,747
  

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 


 

Hartford AARP Balanced Retirement Fund (Formerly Hartford Multi-Asset Income Fund)

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

(1) For the period ended July 31, 2019, there were no transfers in and out of Level 3.

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

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended July 31, 2019 is not presented.


 

Hartford Multi-Asset Income and Growth Fund (Formerly The Hartford Balanced Fund)

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Shares or Principal Amount    Market Value

Common Stocks - 22.5%

  
    

Automobiles & Components - 0.8%

                                   
  169   

Adient plc

   $ 4,014  
  178,965   

Ford Motor Co.

     1,705,536  
  27,613   

General Motors Co.

     1,113,908  
  73,991   

Nissan Motor Co., Ltd.

     480,936  
  26,143   

Volkswagen AG

     4,368,251  
       

 

 

 

          7,672,645  
       

 

 

 

    

Banks - 0.4%

  
  41,122   

ABN Amro Bank N.V.(1)

     823,159  
  163,822   

Bank of Communications Co., Ltd. Class H

     119,188  
  9,448   

BNP Paribas S.A.

     442,167  
  215,739   

China Minsheng Banking Corp. Ltd. Class H

     148,603  
  3,605   

Citigroup, Inc.

     256,532  
  13,018   

Hana Financial Group, Inc.

     381,038  
  15,036   

Industrial Bank of Korea

     166,547  
  12,178   

Sberbank of Russia PJSC ADR

     180,771  
  52,788   

Societe Generale S.A.

     1,293,025  
  127,366   

Tisco Financial Group PCL

     418,272  
       

 

 

 

          4,229,302  
       

 

 

 

    

Capital Goods - 1.4%

  
  16,575   

Alstom S.A.(2)

     713,865  
  2,382   

Cummins, Inc.

     390,648  
  7,717   

Eaton Corp. plc

     634,260  
  33,930   

Fortune Brands Home & Security, Inc.

     1,864,114  
  60,842   

ITOCHU Corp.

     1,158,476  
  80,869   

Marubeni Corp.

     524,239  
  40,089   

Mitsubishi Corp.

     1,076,481  
  15,576   

Mitsubishi Heavy Industries Ltd.

     642,528  
  105,365   

Mitsui & Co., Ltd.

     1,712,904  
  36,975   

PACCAR, Inc.

     2,593,426  
  8,022   

Signify N.V.(1)

     218,013  
  57,476   

Sinotruk Hong Kong Ltd.(2)

     84,281  
  96,824   

Sumitomo Corp.

     1,436,739  
  309,871   

Yangzijiang Shipbuilding Holdings Ltd.

     319,527  
  407,353   

Zoomlion Heavy Industry Science and Technology Co., Ltd.

     284,393  
       

 

 

 

          13,653,894  
       

 

 

 

    

Commercial & Professional Services - 0.0%

  
  4,384   

Adecco Group AG

     239,187  
       

 

 

 

    

Consumer Durables & Apparel - 1.4%

  
  149,633   

Barratt Developments plc

     1,168,218  
  38,474   

D.R. Horton, Inc.

     1,767,111  
  12,673   

Haseko Corp.

     137,283  
  69,961   

KB Home

     1,837,875  
  32,265   

Lennar Corp. Class A

     1,534,846  
  11,223   

Mohawk Industries, Inc.*

     1,399,396  
  43,554   

Persimmon plc

     1,062,656  
  54,088   

PulteGroup, Inc.

     1,704,313  
  103,753   

Taylor Wimpey plc

     203,287  
  40,821   

Toll Brothers, Inc.

     1,468,331  
  113,753   

TRI Pointe Group, Inc.*

     1,557,279  
       

 

 

 

          13,840,595  
       

 

 

 

    

Consumer Services - 0.2%

  
  186   

Chipotle Mexican Grill, Inc.*

     147,968  
  2,842   

frontdoor, Inc.*

     129,709  
  15,649   

Starbucks Corp.

     1,481,804  
       

 

 

 

          1,759,481  
       

 

 

 

    

Diversified Financials - 1.1%

  
  2,537   

Ameriprise Financial, Inc.

     369,159  
  126,447   

Annaly Capital Management, Inc. REIT

     1,207,569  
  80,071   

Franklin Resources, Inc.

     2,612,717  


 

Hartford Multi-Asset Income and Growth Fund (Formerly The Hartford Balanced Fund)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  5,165   

IGM Financial, Inc.

   $ 142,685  
  50,663   

Invesco Ltd.

     972,223  
  13,002   

Janus Henderson Group plc

     260,950  
  14,772   

Magellan Financial Group Ltd.

     620,367  
  709   

MarketAxess Holdings, Inc.

     238,961  
  71,593   

MFA Financial, Inc. REIT

     514,038  
  40,646   

Navient Corp.

     575,141  
  114,549   

New Residential Investment Corp. REIT

     1,797,274  
  85,636   

ORIX Corp.

     1,222,191  
  207,040   

REC Ltd.

     420,419  
  5,245   

Synchrony Financial

     188,190  
       

 

 

 

          11,141,884  
       

 

 

 

    

Energy - 4.5%

                                   
  12,750   

Apache Corp.

     311,355  
  39,210   

ARC Resources Ltd.

     200,536  
  132,963   

BP plc ADR

     5,283,950  
  91,072   

Chevron Corp.

     11,211,874  
  2,670,507   

China Petroleum & Chemical Corp. Class H

     1,714,493  
  306,801   

China Shenhua Energy Co., Ltd. Class H

     606,102  
  336,558   

CNOOC Ltd.

     554,905  
  87,019   

ConocoPhillips

     5,141,083  
  10,929   

Exxaro Resources Ltd.

     126,731  
  43,597   

Hindustan Petroleum Corp. Ltd.

     167,714  
  284   

Iberdrola S.A.

     2,694  
  126,782   

Oil & Natural Gas Corp. Ltd.

     255,093  
  29,728   

PTT Exploration & Production PCL

     130,975  
  95,917   

Repsol S.A.

     1,521,321  
  87,566   

Royal Dutch Shell plc Class A, ADR

     5,507,026  
  147,275   

Suncor Energy, Inc.

     4,226,792  
  59,932   

Total S.A.

     3,106,286  
  66,507   

Total S.A. ADR

     3,441,072  
  225,167   

Whitehaven Coal Ltd.

     564,311  
  560,354   

Yanzhou Coal Mining Co., Ltd. Class H

     493,201  
       

 

 

 

          44,567,514  
       

 

 

 

    

Food & Staples Retailing - 0.1%

  
  16,624   

Casino Guichard Perrachon S.A.(2)

     614,652  
  2,892   

ICA Gruppen AB

     128,477  
  21,942   

Metro AG

     337,508  
       

 

 

 

          1,080,637  
       

 

 

 

    

Food, Beverage & Tobacco - 0.4%

  
  4,022   

Carlsberg A/S Class B

     549,364  
  19,098   

Coca-Cola European Partners plc

     1,055,737  
  79,693   

Imperial Brands plc

     2,022,612  
  7,214   

JM Smucker Co.

     802,125  
  12,285   

Tate & Lyle plc

     112,513  
       

 

 

 

          4,542,351  
       

 

 

 

    

Health Care Equipment & Services - 0.2%

  
  6,648   

Alcon, Inc.*

     384,983  
  54,137   

Qualicorp Consultoria e Corretora de Seguros S.A.

     315,203  
  20,231   

Telefonica Celular del Paraguay S.A.

     925,163  
  481   

UnitedHealth Group, Inc.

     119,774  
       

 

 

 

          1,745,123  
       

 

 

 

    

Household & Personal Products - 0.1%

  
  9,098   

Fancl Corp.

     228,644  
  4,070   

Kimberly-Clark Corp.

     552,095  
       

 

 

 

          780,739  
       

 

 

 

    

Insurance - 1.7%

  
  177,556   

Aegon N.V.

     874,983  
  28,786   

Ageas

     1,545,418  
  19,059   

ASR Nederland N.V.

     716,171  
  150,071   

AXA S.A.

     3,780,025  
  2,918   

Cincinnati Financial Corp.

     313,189  


 

Hartford Multi-Asset Income and Growth Fund (Formerly The Hartford Balanced Fund)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  74,286   

CNP Assurances

   $ 1,535,356  
  21,367   

Great-West Lifeco, Inc.

     469,174  
  161,416   

Japan Post Holdings Co., Ltd.

     1,582,284  
  4,960   

Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen

     1,182,006  
  61,320   

NN Group N.V.

     2,303,857  
  36,647   

Old Republic International Corp.

     835,918  
  69,731   

Poste Italiane S.p.A.(1)

     744,185  
  8,445   

Prudential Financial, Inc.

     855,563  
  121,295   

UnipolSai Assicurazioni S.p.A.

     316,219  
       

 

 

 

          17,054,348  
       

 

 

 

    

Materials - 0.8%

                                   
  4,191   

Akzo Nobel N.V.

     395,439  
  281,409   

Alumina Ltd.

     446,136  
  5,705   

BHP Group plc

     136,027  
  121,718   

Evraz plc

     953,390  
  48,349   

Fortescue Metals Group Ltd.

     272,215  
  17,566   

JFE Holdings, Inc.

     232,240  
  4,038   

Kirkland Lake Gold Ltd.

     166,991  
  7,246   

Kumba Iron Ore Ltd.

     238,470  
  386,595   

Maanshan Iron & Steel Co., Ltd. Class H

     146,542  
  52,225   

MMC Norilsk Nickel PJSC ADR

     1,207,442  
  280,672   

National Aluminium Co., Ltd.

     185,401  
  15,392   

Newmont Goldcorp Corp.

     562,116  
  112,860   

NMDC Ltd.

     177,586  
  37,456   

Severstal PJSC GDR

     602,667  
  456,359   

Sinopec Shanghai Petrochemical Co., Ltd. Class H

     159,216  
  8,599   

Ternium S.A. ADR

     181,697  
  51,430   

UPM-Kymmene Oyj

     1,386,296  
  288,382   

Vedanta Ltd.

     641,282  
       

 

 

 

          8,091,153  
       

 

 

 

    

Media & Entertainment - 0.3%

  
  64,987   

Altice USA, Inc. Class A*

     1,677,314  
  6,449   

GungHo Online Entertainment, Inc.

     170,157  
  1,458   

Nexstar Media Group, Inc.

     148,381  
  5,712   

Sinclair Broadcast Group, Inc. Class A

     287,028  
  50,934   

Zynga, Inc. Class A*

     324,959  
       

 

 

 

          2,607,839  
       

 

 

 

    

Pharmaceuticals, Biotechnology & Life Sciences - 1.6%

  
  23,451   

AbbVie, Inc.

     1,562,306  
  4,591   

Amgen, Inc.

     856,589  
  2,823   

Bristol-Myers Squibb Co.

     125,369  
  233,104   

China Medical System Holdings Ltd.

     222,358  
  1,169   

Eli Lilly & Co.

     127,362  
  17,530   

Gilead Sciences, Inc.

     1,148,566  
  8,143   

Johnson & Johnson

     1,060,381  
  14,064   

Merck & Co., Inc.

     1,167,171  
  33,240   

Novartis AG

     3,048,069  
  8,599   

Roche Holding AG

     2,301,652  
  45,810   

Sanofi

     3,817,432  
       

 

 

 

          15,437,255  
       

 

 

 

    

Real Estate Investment Trusts - 3.1%

  
  312,234   

Aldar Properties PJSC

     195,669  
  12,143   

American Tower Corp. REIT

     2,569,702  
  44,500   

Apple Hospitality, Inc. REIT

     699,095  
  12,083   

Brixmor Property Group, Inc. REIT

     229,335  
  156,111   

Castellum AB

     3,169,147  
  63,163   

Dexus REIT

     564,927  
  59,072   

Douglas Emmett, Inc. REIT

     2,411,319  
  20,607   

Equity LifeStyle Properties, Inc. REIT

     2,560,420  
  152,404   

Fibra Uno Administracion S.A. de C.V. REIT

     196,194  
  8,719   

Gecina S.A. REIT

     1,337,758  
  213,606   

Guangzhou R&F Properties Co., Ltd. Class H

     386,475  
  47,270   

Hang Lung Group Ltd.

     121,418  


 

Hartford Multi-Asset Income and Growth Fund (Formerly The Hartford Balanced Fund)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  191,148   

Henderson Land Development Co., Ltd.

   $ 988,646  
  55,672   

Hongkong Land Holdings Ltd.

     339,515  
  11,311   

Hospitality Properties Trust REIT

     279,495  
  113,644   

Kimco Realty Corp. REIT

     2,183,101  
  25,525   

Klepierre S.A. REIT

     787,363  
  274,828   

Mapletree Commercial Trust REIT

     412,879  
  152,596   

Mapletree Logistics Trust REIT

     170,632  
  126,196   

New World Development Co., Ltd.

     177,683  
  54,553   

Park Hotels & Resorts, Inc. REIT

     1,440,745  
  1,677   

PSP Swiss Property AG

     201,073  
  10,604   

Public Storage REIT

     2,574,227  
  27,264   

SITE Centers Corp. REIT

     388,512  
  21,846   

Spirit Realty Capital, Inc. REIT

     963,845  
  21,517   

STORE Capital Corp. REIT

     736,097  
  28,543   

Sun Hung Kai Properties Ltd.

     459,980  
  321,522   

VEREIT, Inc. REIT

     2,932,281  
  29,718   

Weingarten Realty Investors REIT

     829,429  
       

 

 

 

          30,306,962  
       

 

 

 

    

Retailing - 0.2%

                                   
  2,006,600   

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

      
  103,554   

Harvey Norman Holdings Ltd.

     310,115  
  132,549   

Petrobras Distribuidora S.A.

     923,868  
  13,296   

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

     739,257  
       

 

 

 

          1,973,240  
       

 

 

 

    

Semiconductors & Semiconductor Equipment - 0.4%

  
  28,516   

Intel Corp.

     1,441,484  
  196,891   

Nanya Technology Corp.

     460,695  
  1,380   

NXP Semiconductors N.V.

     142,678  
  44,311   

Phison Electronics Corp.

     433,831  
  98,650   

Radiant Opto-Electronics Corp.

     387,673  
  1,208,468   

United Microelectronics Corp.

     536,556  
  5,786   

Xilinx, Inc.

     660,819  
       

 

 

 

          4,063,736  
       

 

 

 

    

Software & Services - 1.2%

  
  10,342   

Amdocs Ltd.

     661,785  
  8,647   

Booz Allen Hamilton Holding Corp.

     594,481  
  2,019   

Check Point Software Technologies Ltd.*

     226,027  
  2,112   

CyberArk Software Ltd.*

     293,315  
  21,952   

International Business Machines Corp.

     3,254,164  
  4,199   

Leidos Holdings, Inc.

     344,738  
  20,859   

Micro Focus International plc

     439,376  
  7,503   

Nihon Unisys Ltd.

     246,247  
  9,795   

Open Text Corp.

     417,761  
  16,354   

Oracle Corp.

     920,730  
  11,310   

Symantec Corp.

     243,844  
  18,564   

VMware, Inc. Class A

     3,239,232  
  39,746   

Western Union Co.

     834,666  
       

 

 

 

          11,716,366  
       

 

 

 

    

Technology Hardware & Equipment - 0.2%

  
  1,134,128   

AU Optronics Corp.

     299,431  
  118,274   

Foxconn Technology Co., Ltd.

     243,006  
  1,028,556   

Innolux Corp.

     237,808  
  49,275   

Kingboard Holdings Ltd.

     121,306  
  6,851   

Seagate Technology plc

     317,270  
  65,661   

Tripod Technology Corp.

     218,273  
  26,536   

Xerox Corp.

     851,806  
  34,774   

Zhen Ding Technology Holding Ltd.

     126,505  
       

 

 

 

          2,415,405  
       

 

 

 

    

Telecommunication Services - 1.3%

  
  61,932   

AT&T, Inc.

     2,108,785  
  169,141   

Deutsche Telekom AG

     2,770,711  
  220,329   

Orange S.A.

     3,265,823  
  4,121   

Swisscom AG

     1,997,209  


 

Hartford Multi-Asset Income and Growth Fund (Formerly The Hartford Balanced Fund)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  181,578   

Telefonica S.A.

   $ 1,384,281  
  275,832   

Telstra Corp. Ltd.

     747,870  
  152,879   

VEON Ltd. ADR

     478,511  
       

 

 

 

          12,753,190  
       

 

 

 

    

Transportation - 0.2%

  
  698   

Aena SME S.A.(1)

     126,535  
  140,250   

Qantas Airways Ltd.

     545,991  
  354,868   

Royal Mail plc

     904,971  
  116,046   

Zhejiang Expressway Co., Ltd. Class H

     112,326  
       

 

 

 

          1,689,823  
       

 

 

 

    

Utilities - 0.9%

  
  52,356   

AES Corp.

     879,057  
  38,300   

Cia de Transmissao de Energia Eletrica Paulista

     242,866  
  65,738   

Endesa S.A.

     1,624,281  
  219,126   

Enel S.p.A.

     1,498,959  
  39,473   

Exelon Corp.

     1,778,653  
  8,742   

Hydro One Ltd.(1)

     154,399  
  12,212   

Iberdrola S.A.

     115,860  
  142,073   

Italgas S.p.A.

     897,726  
  8,516   

National Fuel Gas Co.

     406,554  
  7,060   

OGE Energy Corp.

     303,227  
  43,236   

PPL Corp.

     1,281,083  
       

 

 

 

          9,182,665  
       

 

 

 

    

Total Common Stocks
(cost $226,763,588)

   $ 222,545,334  
       

 

 

 

Asset & Commercial Mortgage Backed Securities - 12.3%

  
    

Asset-Backed - Automobile - 0.6%

                                   
    

ARI Fleet Lease Trust

  
$   38,312   

1.91%, 04/15/2026(1)

     38,213  
  178,880   

2.55%, 10/15/2026(1)

     178,865  
  285,000   

3.22%, 08/16/2027(1)

     287,168  
    

Canadian Pacer Auto Receivables Trust

  
  162,368   

2.05%, 03/19/2021(1)

     162,164  
  126,916   

3.00%, 06/21/2021(1)

     127,237  
  45,000   

3.27%, 12/19/2022(1)

     45,663  
    

Chesapeake Funding LLC

  
  260,154   

1.91%, 08/15/2029(1)

     258,968  
  176,061   

2.78%, 05/15/2029, 1 mo. USD LIBOR + 0.450%(1)(6)

     176,012  
  430,414   

3.23%, 08/15/2030

     435,030  
  98,307   

3.33%, 06/15/2028, 1 mo. USD LIBOR + 1.000%(1)(6)

     98,435  
    

Enterprise Fleet Financing LLC

  
  135,262   

1.97%, 01/20/2023(1)

     134,959  
  241,816   

2.13%, 05/22/2023(1)

     241,291  
  185,000   

2.98%, 10/22/2024(1)

     186,612  
  465,000   

3.38%, 05/20/2024(1)

     469,855  
    

First Investors Auto Owner Trust

  
  5,052   

1.86%, 10/15/2021(1)

     5,050  
  53,914   

2.00%, 03/15/2022(1)

     53,872  
  275,000   

3.41%, 04/18/2022(1)

     275,760  
    

Hyundai Auto Lease Securitization Trust

  
  296,441   

2.55%, 08/17/2020(1)

     296,441  
    

OneMain Direct Auto Receivables Trust

  
  93,275   

2.31%, 12/14/2021(1)

     93,126  
  745,000   

3.43%, 12/16/2024(1)

     756,116  
    

Santander Retail Auto Lease Trust

  
  180,000   

2.72%, 01/20/2022(1)

     180,843  
    

Securitized Term Auto Receivables Trust

  
  58,978   

1.89%, 08/25/2020(1)

     58,919  
  155,031   

2.04%, 04/26/2021(1)

     154,673  
  389,184   

3.06%, 02/25/2021(1)

     390,199  
    

Westlake Automobile Receivables Trust

  
  101,771   

2.24%, 12/15/2020(1)

     101,747  
  403,638   

2.98%, 01/18/2022(1)

     404,491  


 

Hartford Multi-Asset Income and Growth Fund (Formerly The Hartford Balanced Fund)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Wheels SPV LLC

  
$   90,437   

1.88%, 04/20/2026(1)

   $ 90,211  
       

 

 

 

          5,701,920  
       

 

 

 

    

Asset-Backed - Finance & Insurance - 5.4%

                                   
    

Aaset Trust

  
  246,200   

3.84%, 05/15/2039(1)

     245,939  
    

Ajax Mortgage Loan Trust

  
  887,647   

3.16%, 09/25/2056(1)(7)

     890,453  
    

Atlas Senior Loan Fund Ltd.

  
  1,345,000   

3.62%, 01/16/2030, 3 mo. USD LIBOR + 1.300%(1)(6)

     1,341,720  
    

Avery Point CLO Ltd.

  
  350,000   

4.07%, 08/05/2027, 3 mo. USD LIBOR + 1.500%(1)(6)

     348,266  
    

Bayview Koitere Fund Trust

  
  395,328   

3.50%, 07/28/2057(1)(7)

     401,234  
    

Bayview Opportunity Master Fund Trust

  
  194,161   

3.50%, 01/28/2055(1)(7)

     196,461  
  261,519   

3.50%, 06/28/2057

     264,809  
  182,901   

4.00%, 11/28/2053(1)(7)

     187,370  
  228,918   

4.00%, 10/28/2064(1)(7)

     234,559  
    

BlueMountain CLO Ltd.

  
  1,400,000   

3.80%, 07/15/2031, 3 mo. USD LIBOR + 1.500%(1)(6)

     1,376,126  
  2,000,000   

3.97%, 07/30/2030, 3 mo. USD LIBOR + 1.700%(1)(6)

     1,977,768  
  490,000   

4.13%, 04/20/2027, 3 mo. USD LIBOR + 1.850%(1)(6)

     480,712  
  1,200,000   

4.22%, 08/15/2031, 3 mo. USD LIBOR + 1.700%(1)(6)

     1,192,502  
    

Carlyle Global Market Strategies CLO Ltd.

  
  1,500,000   

3.57%, 05/15/2031, 3 mo. USD LIBOR + 1.050%(1)(6)

     1,490,354  
  323,000   

3.60%, 01/20/2032, 3 mo. USD LIBOR + 1.320%(1)(6)

     322,997  
  560,000   

4.08%, 07/20/2032, 3 mo. USD LIBOR + 1.800%(1)(6)

     559,170  
  1,000,000   

4.10%, 04/17/2031, 3 mo. USD LIBOR + 1.800%(1)(6)

     973,279  
    

Carlyle U.S. CLO Ltd.

  
  1,500,000   

3.58%, 04/20/2031, 3 mo. USD LIBOR + 1.300%(1)(6)

     1,500,361  
    

CIFC Funding Ltd.

  
  487,491   

3.08%, 04/15/2027, 3 mo. USD LIBOR + 0.780%(1)(6)

     486,549  
  750,000   

3.33%, 04/24/2030, 3 mo. USD LIBOR + 1.050%(1)(6)

     746,332  
  2,000,000   

4.05%, 04/18/2031

     1,910,922  
  540,000   

4.08%, 07/20/2030, 3 mo. USD LIBOR + 1.800%(1)(6)

     536,224  
  1,200,000   

4.08%, 10/22/2031, 3 mo. USD LIBOR + 1.800%(1)(6)

     1,192,877  
  1,200,000   

4.10%, 07/15/2032, 3 mo. USD LIBOR + 1.800%(1)(6)

     1,198,412  
  1,200,000   

4.43%, 04/20/2032, 3 mo. USD LIBOR + 1.800%(1)(6)

     1,195,589  
    

DB Master Finance LLC

  
  140,000   

3.79%, 05/20/2049(1)

     143,262  
  125,000   

4.02%, 05/20/2049(1)

     128,083  
    

Dryden Senior Loan Fund

  
  1,200,000   

3.75%, 04/15/2029, 3 mo. USD LIBOR + 1.450%(1)(6)

     1,186,544  
  1,500,000   

4.45%, 10/19/2029, 3 mo. USD LIBOR + 2.150%(1)(6)

     1,476,869  
    

Finance of America Structured Securities Trust

  
  271,827   

3.38%, 09/25/2028(1)(7)

     272,499  
    

Ford Credit Floorplan Master Owner Trust

  
  100,000   

2.09%, 03/15/2022(1)

     99,767  
    

GreatAmerica Leasing Receivables Funding LLC

  
  330,000   

2.36%, 01/20/2023(1)

     329,548  
  190,000   

2.60%, 06/15/2021

     190,251  
  160,000   

2.83%, 06/17/2024

     161,178  
    

KKR CLO Ltd.

  
  605,000   

3.53%, 01/20/2029, 3 mo. USD LIBOR + 1.250%(1)(6)

     604,995  
  1,055,000   

3.64%, 04/15/2029, 3 mo. USD LIBOR + 1.340%(1)(6)

     1,054,794  
    

LCM XIV L.P.

  
  1,200,000   

3.86%, 07/20/2031, 3 mo. USD LIBOR + 1.580%(1)(6)

     1,182,127  
    

LCM XXV Ltd.

  
  1,473,000   

3.93%, 07/20/2030, 3 mo. USD LIBOR + 1.650%(1)(6)

     1,463,651  
  931,334   

4.58%, 07/20/2030, 3 mo. USD LIBOR + 2.300%(1)(6)

     926,753  
    

Madison Park Funding Ltd.

  
  855,000   

3.05%, 04/15/2029, 3 mo. USD LIBOR + 0.750%(1)(6)

     844,531  
  500,000   

3.50%, 04/15/2029, 3 mo. USD LIBOR + 1.200%(1)(6)

     489,071  
  1,200,000   

3.80%, 04/19/2030, 3 mo. USD LIBOR + 1.500%(1)(6)

     1,193,395  


 

Hartford Multi-Asset Income and Growth Fund (Formerly The Hartford Balanced Fund)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   1,000,000   

4.46%, 07/23/2029, 3 mo. USD LIBOR + 2.200%(1)(6)

   $ 991,668  
    

Magnetite CLO Ltd.

  
  618,000   

3.50%, 01/18/2028, 3 mo. USD LIBOR + 1.200%(1)(6)

     611,920  
  1,200,000   

3.95%, 01/15/2028, 3 mo. USD LIBOR + 1.650%(1)(6)

     1,173,828  
    

Magnetite VII Ltd.

  
  1,090,000   

3.10%, 01/15/2028, 3 mo. USD LIBOR + 0.800%(1)(6)

     1,080,124  
    

Magnetite XVIII Ltd.

  
  1,500,000   

3.60%, 11/15/2028, 3 mo. USD LIBOR + 1.080%(1)(6)

     1,498,191  
  715,000   

4.02%, 11/15/2028, 3 mo. USD LIBOR + 1.500%(1)(6)

     709,467  
    

MMAF Equipment Finance LLC

  
  240,000   

2.21%, 10/17/2022

     239,475  
  295,000   

2.21%, 12/15/2032(1)

     294,492  
    

Nationstar HECM Loan Trust

  
  64,169   

2.76%, 02/25/2028(1)(3)(4)(7)

     64,169  
    

Octagon Investment Partners Ltd.

  
  625,000   

4.00%, 07/15/2029, 3 mo. USD LIBOR + 1.700%(1)(6)

     618,854  
  1,682,420   

4.08%, 10/24/2030, 3 mo. USD LIBOR + 1.800%(1)(6)

     1,663,387  
    

OneMain Financial Issuance Trust

  
  136,000   

2.37%, 09/14/2032(1)

     135,558  
  55,800   

3.66%, 02/20/2029(1)

     56,016  
    

Race Point CLO Ltd.

  
  500,000   

5.02%, 02/20/2030, 3 mo. USD LIBOR + 2.500%(1)(6)

     497,050  
    

RR Ltd.

  
  530,000   

3.90%, 10/15/2029, 3 mo. USD LIBOR + 1.600%(1)(6)

     525,398  
    

SBA Tower Trust

  
  310,000   

2.90%, 10/15/2044(1)

     310,039  
    

SoFi Consumer Loan Program Trust

  
  118,712   

2.93%, 04/26/2027(1)

     118,811  
    

Sound Point CLO Ltd.

  
  1,200,000   

4.08%, 10/20/2031, 3 mo. USD LIBOR + 1.800%(1)(6)

     1,191,175  
    

Springleaf Funding Trust

  
  154,862   

2.90%, 11/15/2029(1)

     154,948  
  170,000   

3.48%, 05/15/2028(1)

     171,694  
    

SPS Servicer Advance Receivables Trust

  
  275,000   

3.62%, 10/17/2050(1)

     278,054  
    

Towd Point Mortgage Trust

  
  303,301   

2.75%, 10/25/2056(1)(7)

     304,417  
  105,893   

2.75%, 04/25/2057(1)(7)

     106,120  
  368,891   

2.75%, 06/25/2057(1)(7)

     368,820  
  136,915   

3.00%, 01/25/2058(1)(7)

     137,505  
    

Treman Park CLO Ltd.

  
  1,195,000   

3.35%, 10/20/2028, 3 mo. USD LIBOR + 1.070%(1)(6)

     1,196,031  
    

Vantage Data Centers Issuer LLC

  
  425,000   

3.19%, 07/15/2044

     425,000  
  325,325   

4.07%, 02/16/2043(1)

     332,466  
    

Volvo Financial Equipment LLC

  
  104,457   

1.92%, 03/15/2021(1)

     104,212  
    

Voya CLO Ltd.

  
  1,200,000   

3.55%, 01/18/2029, 3 mo. USD LIBOR + 1.250%(1)(6)

     1,180,145  
  1,200,000   

3.58%, 01/20/2031, 3 mo. USD LIBOR + 1.300%(1)(6)

     1,166,018  
  1,200,000   

3.60%, 04/19/2031, 3 mo. USD LIBOR + 1.300%(1)(6)

     1,165,788  
  1,200,000   

4.39%, 07/14/2031, 3 mo. USD LIBOR + 2.090%(1)(6)

     1,184,225  
       

 

 

 

          53,053,368  
       

 

 

 

    

Commercial Mortgage - Backed Securities - 2.4%

                                   
    

1211 Avenue of the Americas Trust

  
  1,125,000   

4.14%, 08/10/2035(1)(7)

     1,200,023  
    

BAMLL Commercial Mortgage Securities Trust

  
  365,000   

4.09%, 08/10/2038(1)(7)

     404,154  
    

Banc of America Commercial Mortgage Trust

  
  1,000,000   

3.75%, 02/15/2050

     1,046,230  
    

Bank

  
  4,914,904   

0.91%, 05/15/2062(7)(8)

     358,881  
    

Benchmark Mortgage Trust

  
  30,487,978   

0.49%, 07/15/2051(7)(8)

     1,084,921  
  23,010,756   

0.67%, 01/15/2052(7)(8)

     1,175,806  


 

Hartford Multi-Asset Income and Growth Fund (Formerly The Hartford Balanced Fund)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

BF NYT Mortgage Trust

  
$   1,210,000   

4.03%, 11/15/2035, 3 mo. USD LIBOR + 1.700%(1)(6)

   $ 1,217,564  
    

CD Commercial Mortgage Trust

  
  365,000   

3.51%, 05/10/2050(7)

     386,772  
  1,000,000   

3.83%, 02/10/2050

     1,053,690  
    

Citigroup Commercial Mortgage Trust

  
  95,000   

3.82%, 11/10/2048

     101,795  
    

Commercial Mortgage Trust

  
  944,000   

4.32%, 12/10/2045(1)(7)

     966,296  
    

CSAIL Commercial Mortgage Trust

  
  20,582,363   

0.62%, 08/15/2051(7)(8)

     917,733  
    

CSMC Trust

  
  785,000   

2.76%, 04/05/2033(1)

     784,780  
    

ExteNet LLC

  
  350,000   

3.20%, 07/26/2049(1)

     349,538  
    

FREMF Mortgage Trust

  
  95,000   

3.16%, 04/25/2046(1)(7)

     95,179  
  150,000   

3.31%, 05/25/2045(1)(7)

     149,934  
  1,200,000   

3.98%, 05/25/2050(1)(7)

     1,205,529  
  1,160,000   

4.04%, 07/25/2027(1)(7)

     1,217,381  
  460,000   

4.08%, 09/25/2025(1)(7)

     484,140  
  215,000   

5.50%, 04/25/2020(1)(7)

     218,334  
    

GS Mortgage Securities Corp. Trust

  
  1,190,000   

3.93%, 06/15/2036, 1 mo. USD LIBOR + 1.600%(1)(6)

     1,190,733  
    

GS Mortgage Securities Trust

  
  35,571,678   

0.45%, 03/10/2051(7)(8)

     1,166,929  
  5,851,432   

1.15%, 05/10/2052(7)(8)

     488,653  
  1,250,000   

3.76%, 05/10/2049(7)

     1,302,198  
  469,000   

3.97%, 05/10/2052

     500,441  
    

Hudson Yards Mortgage Trust

  
  500,000   

2.98%, 08/10/2038(1)(7)

     487,963  
    

JP Morgan Chase Commercial Mortgage Securities Corp.

  
  1,190,000   

3.75%, 06/05/2039(1)(7)

     1,252,606  
    

Morgan Stanley Bank of America Merrill Lynch Trust

  
  1,314,000   

4.11%, 11/15/2052(7)

     1,407,535  
    

SFAVE Commercial Mortgage Securities Trust

  
  400,000   

4.14%, 01/05/2043(1)(7)

     417,809  
    

Wells Fargo Commercial Mortgage Trust

  
  1,000,000   

4.14%, 10/15/2045

     1,041,180  
       

 

 

 

          23,674,727  
       

 

 

 

    

Diversified Financial Services - 0.1%

                                   
    

Carlyle Global Market Strategies

  
  1,500,000   

3.31%, 07/27/2031

     1,488,749  
       

 

 

 

    

Other ABS - 1.3%

  
    

AASET U.S. Ltd.

  
  516,055   

4.45%, 11/18/2038(1)

     528,229  
    

ALM VIII Ltd.

  
  1,250,000   

4.10%, 10/15/2028, 3 mo. USD LIBOR + 1.800%(1)(6)

     1,250,006  
    

ALM XVII Ltd.

  
  1,000,000   

4.40%, 01/15/2028, 3 mo. USD LIBOR + 2.100%(1)(6)

     997,043  
    

Atlas Senior Loan Fund Ltd.

  
  650,000   

3.80%, 01/15/2031, 3 mo. USD LIBOR + 1.500%(1)(6)

     637,540  
    

Barings CLO Ltd.

  
  250,000   

3.08%, 01/20/2028, 3 mo. USD LIBOR + 0.800%(1)(6)

     248,972  
  250,000   

3.23%, 07/20/2029, 1 mo. USD LIBOR + 0.950%(1)(6)

     248,215  
    

BlueMountain CLO Ltd.

  
  545,000   

3.97%, 11/20/2028, 3 mo. USD LIBOR + 1.450%(1)(6)

     541,876  
    

Carlyle U.S. CLO Ltd.

  
  1,200,000   

3.73%, 10/20/2027, 3 mo. USD LIBOR + 1.450%(1)(6)

     1,185,000  
  1,105,000   

4.03%, 07/15/2032, 3 mo. USD LIBOR + 1.750%(1)(6)

     1,104,986  
    

Castlelake Aircraft Securitization Trust

  
  268,843   

3.97%, 04/15/2039

     271,023  
    

Cloud Pass-Through Trust

  
  366,802   

3.55%, 12/05/2022(1)(7)

     370,862  


 

Hartford Multi-Asset Income and Growth Fund (Formerly The Hartford Balanced Fund)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Daimler Trucks Retail Trust

  
$   265,000   

2.77%, 04/15/2021(1)

   $ 265,285  
    

Dewolf Park CLO Ltd.

  
  400,000   

4.45%, 10/15/2030, 3 mo. USD LIBOR + 2.150%(1)(6)

     395,758  
    

Eaton Vance CLO Ltd.

  
  1,000,000   

4.07%, 01/15/2028, 3 mo. USD LIBOR + 1.850%(1)(6)(9)

     1,000,000  
    

Harbor Park CLO Ltd.

  
  750,000   

3.98%, 01/20/2031, 3 mo. USD LIBOR + 1.700%(1)(6)

     745,375  
    

Hertz Fleet Lease Funding L.P.

  
  740,000   

2.70%, 01/10/2033(1)

     740,026  
    

Neuberger Berman Loan Advisers CLO Ltd.

  
  1,250,000   

4.47%, 04/20/2031, 3 mo. USD LIBOR + 1.950%(1)(6)

     1,249,995  
    

SoFi Consumer Loan Program Trust

  
  543,310   

3.54%, 11/26/2027(1)

     547,356  
    

START Ireland

  
  244,048   

4.09%, 03/15/2044(1)

     248,447  
       

 

 

 

          12,575,994  
       

 

 

 

    

Whole Loan Collateral CMO - 2.5%

                                   
    

Angel Oak Mortgage Trust LLC

  
  93,611   

2.71%, 11/25/2047(1)(7)

     93,420  
  707,276   

3.65%, 09/25/2048

     714,396  
    

Benchmark Mortgage Trust

  
  2,959,499   

1.05%, 05/15/2052(7)(8)

     239,293  
  12,832,975   

1.23%, 03/15/2062(7)(8)

     1,202,193  
  1,000,000   

3.96%, 05/15/2052(7)

     1,066,165  
    

Colombia Cent CLO Ltd.

  
  285,000   

3.43%, 10/25/2028, 3 mo. USD LIBOR + 1.150%(1)(6)

     285,162  
    

COLT Mortgage Loan Trust

  
  149,388   

2.93%, 02/25/2048(1)(7)

     149,301  
  171,784   

3.69%, 10/26/2048(1)(7)

     173,271  
    

Deephaven Residential Mortgage Trust

  
  122,282   

2.45%, 06/25/2047(1)(7)

     121,978  
  107,437   

2.58%, 10/25/2047(1)(7)

     107,169  
  35,257   

2.73%, 12/26/2046(1)(7)

     35,193  
  177,893   

2.98%, 12/25/2057(1)(7)

     177,828  
  151,069   

3.56%, 04/25/2059(1)(7)

     152,242  
    

Fannie Mae Connecticut Avenue Securities

  
  500,000   

4.42%, 10/25/2030, 1 mo. USD LIBOR + 2.150%(6)

     503,742  
  500,000   

4.47%, 08/25/2030, 1 mo. USD LIBOR + 2.200%(6)

     503,771  
  500,000   

4.52%, 07/25/2030, 1 mo. USD LIBOR + 2.250%(6)

     505,235  
  500,000   

4.82%, 12/25/2030, 1 mo. USD LIBOR + 2.550%(6)

     510,093  
  1,100,000   

4.92%, 02/25/2030, 1 mo. USD LIBOR + 2.650%(6)

     1,131,732  
  851,382   

5.17%, 07/25/2024, 1 mo. USD LIBOR + 2.900%(6)

     892,934  
  1,100,000   

5.82%, 07/25/2029, 1 mo. USD LIBOR + 3.550%(6)

     1,161,691  
  820,000   

6.52%, 01/25/2029, 1 mo. USD LIBOR + 4.250%(6)

     874,570  
  1,073,691   

6.62%, 05/25/2029, 1 mo. USD LIBOR + 4.350%(6)

     1,147,120  
  1,312,290   

6.72%, 01/25/2029, 1 mo. USD LIBOR + 4.450%(6)

     1,396,251  
  2,026,170   

7.27%, 07/25/2025, 1 mo. USD LIBOR + 5.000%(6)

     2,185,034  
  1,200,000   

7.57%, 10/25/2028, 1 mo. USD LIBOR + 5.300%(6)

     1,322,990  
  1,018,985   

7.97%, 04/25/2028, 1 mo. USD LIBOR + 5.700%(6)

     1,127,284  
  1,055,802   

8.17%, 10/25/2028, 1 mo. USD LIBOR + 5.900%(6)

     1,158,155  
  1,115,664   

8.27%, 09/25/2028, 1 mo. USD LIBOR + 6.000%(6)

     1,229,739  
  1,103,360   

9.02%, 08/25/2028, 1 mo. USD LIBOR + 6.750%(6)

     1,237,485  
    

FREMF Mortgage Trust

  
  945,000   

4.19%, 05/25/2029(1)(7)

     999,769  
    

MetLife Securitization Trust

  
  270,489   

3.00%, 04/25/2055(1)(7)

     271,977  
    

Mill City Mortgage Loan Trust

  
  80,783   

2.50%, 04/25/2057(1)(7)

     80,416  
  291,088   

2.75%, 01/25/2061(1)(7)

     291,719  
    

New Residential Mortgage Loan Trust

  
  333,810   

4.00%, 04/25/2057(1)(7)

     344,875  
    

Sequoia Mortgage Trust

  
  969,256   

3.76%, 02/25/2048(1)(7)

     950,524  


 

Hartford Multi-Asset Income and Growth Fund (Formerly The Hartford Balanced Fund)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Towd Point Mortgage Trust

  
$   193,816   

2.25%, 04/25/2056(1)(7)

   $ 192,845  
    

Verus Securitization Trust

  
  363,298   

3.21%, 04/25/2059(1)(7)

     365,664  
       

 

 

 

          24,903,226  
       

 

 

 

    

Total Asset & Commercial Mortgage Backed Securities
(cost $121,507,319)

   $ 121,397,984  
       

 

 

 

Corporate Bonds - 24.4%

  
    

Aerospace/Defense - 0.4%

                                   
    

BAE Systems Holdings, Inc.

  
  600,000   

3.85%, 12/15/2025(1)

     627,557  
    

Boeing Co.

  
  245,000   

2.70%, 02/01/2027

     245,172  
    

Lockheed Martin Corp.

  
  115,000   

2.50%, 11/23/2020

     115,262  
  400,000   

4.07%, 12/15/2042

     442,314  
  140,000   

4.50%, 05/15/2036

     162,128  
  135,000   

4.85%, 09/15/2041

     158,314  
    

United Technologies Corp.

  
  1,425,000   

3.95%, 08/16/2025

     1,534,088  
  725,000   

4.13%, 11/16/2028

     801,189  
       

 

 

 

          4,086,024  
       

 

 

 

    

Agriculture - 0.6%

  
    

Altria Group, Inc.

  
  1,150,000   

4.40%, 02/14/2026

     1,226,616  
  140,000   

4.50%, 05/02/2043

     138,609  
  420,000   

4.75%, 05/05/2021

     436,368  
  160,000   

4.80%, 02/14/2029

     172,651  
    

BAT Capital Corp.

  
  1,755,000   

3.56%, 08/15/2027

     1,748,958  
    

BAT International Finance plc

  
  160,000   

2.75%, 06/15/2020(1)

     160,102  
  565,000   

3.25%, 06/07/2022(1)

     574,266  
  65,000   

3.50%, 06/15/2022(1)

     66,401  
    

Imperial Brands Finance plc

  
  1,250,000   

3.75%, 07/21/2022(1)

     1,284,165  
    

Philip Morris International, Inc.

  
  300,000   

2.63%, 03/06/2023

     301,609  
  80,000   

4.88%, 11/15/2043

     92,056  
       

 

 

 

          6,201,801  
       

 

 

 

    

Airlines - 0.1%

  
    

Continental Airlines, Inc.

  
  503,205   

5.98%, 10/19/2023

     532,441  
    

Southwest Airlines Co.

  
  320,558   

6.15%, 02/01/2024

     337,619  
    

United Airlines Class B Pass Through Trust

  
  67,656   

4.60%, 09/01/2027

     69,899  
       

 

 

 

          939,959  
       

 

 

 

    

Auto Manufacturers - 0.6%

  
    

Daimler Finance North America LLC

  
  600,000   

2.20%, 05/05/2020(1)

     598,169  
  580,000   

2.30%, 02/12/2021(1)

     577,410  
    

Fiat Chrysler Automobiles N.V.

  
  1,055,000   

4.50%, 04/15/2020

     1,065,550  
    

Ford Motor Credit Co. LLC

  
  1,675,000   

3.10%, 05/04/2023

     1,654,156  
    

General Motors Financial Co., Inc.

  
  1,375,000   

3.70%, 05/09/2023

     1,401,603  
  335,000   

3.95%, 04/13/2024

     343,428  
       

 

 

 

          5,640,316  
       

 

 

 


 

Hartford Multi-Asset Income and Growth Fund (Formerly The Hartford Balanced Fund)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Auto Parts & Equipment - 0.1%

  
    

Panther BF Aggregator L.P. / Panther Finance Co., Inc.

  
$   675,000   

6.25%, 05/15/2026(1)

   $ 698,422  
       

 

 

 

    

Beverages - 0.5%

  
    

Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc.

  
  1,555,000   

3.65%, 02/01/2026

     1,640,043  
  105,000   

4.70%, 02/01/2036

     117,004  
  270,000   

4.90%, 02/01/2046

     306,607  
    

Anheuser-Busch InBev Worldwide, Inc.

  
  540,000   

3.50%, 01/12/2024

     564,322  
  115,000   

3.75%, 07/15/2042

     112,202  
  105,000   

4.38%, 04/15/2038

     113,391  
  985,000   

4.75%, 01/23/2029

     1,122,056  
    

Coca-Cola Femsa S.A.B. de C.V.

  
  250,000   

3.88%, 11/26/2023

     262,788  
    

Molson Coors Brewing Co.

  
  775,000   

3.00%, 07/15/2026

     773,200  
  180,000   

3.50%, 05/01/2022

     184,343  
       

 

 

 

          5,195,956  
       

 

 

 

    

Biotechnology - 0.2%

  
    

Amgen, Inc.

  
  1,425,000   

2.65%, 05/11/2022

     1,433,283  
    

Biogen, Inc.

  
  320,000   

2.90%, 09/15/2020

     321,415  
    

Celgene Corp.

  
  180,000   

3.55%, 08/15/2022

     185,859  
    

Gilead Sciences, Inc.

  
  120,000   

2.55%, 09/01/2020

     120,267  
       

 

 

 

          2,060,824  
       

 

 

 

    

Chemicals - 0.6%

  
    

CF Industries, Inc.

  
  1,090,000   

3.45%, 06/01/2023

     1,100,900  
    

Chemours Co.

  
  700,000   

5.38%, 05/15/2027

     616,000  
    

CNAC HK Synbridge Co., Ltd.

  
  1,120,000   

5.00%, 05/05/2020

     1,129,778  
    

NOVA Chemicals Corp.

  
  725,000   

4.88%, 06/01/2024(1)

     746,895  
    

Nutrien Ltd.

  
  1,150,000   

4.20%, 04/01/2029

     1,241,173  
    

Olin Corp.

  
  725,000   

5.13%, 09/15/2027

     728,949  
       

 

 

 

          5,563,695  
       

 

 

 

    

Commercial Banks - 5.4%

                                   
    

Banco Santander S.A.

  
  400,000   

3.13%, 02/23/2023

     404,571  
  200,000   

3.85%, 04/12/2023

     207,402  
    

Bank of America Corp.

  
  740,000   

2.63%, 10/19/2020

     743,479  
  1,381,000   

3.42%, 12/20/2028, (3.42% fixed rate until 12/20/2027; 3 mo. USD LIBOR + 1.040% thereafter)(10)

     1,422,880  
  450,000   

3.59%, 07/21/2028, (3.59% fixed rate until 07/21/2027; 3 mo. USD LIBOR + 1.370% thereafter)(10)

     469,351  
  635,000   

4.00%, 04/01/2024

     675,475  
  750,000   

4.20%, 08/26/2024

     796,153  
    

Bank of New York Mellon Corp.

  
  440,000   

2.15%, 02/24/2020

     439,486  
  200,000   

3.00%, 02/24/2025

     204,967  
    

Bank of Nova Scotia

  
  1,080,000   

2.70%, 08/03/2026

     1,076,206  
    

Banque Federative du Credit Mutuel S.A.

  
  700,000   

2.75%, 10/15/2020(1)

     703,338  
    

Barclays plc

  
  815,000   

3.20%, 08/10/2021

     819,629  


 

Hartford Multi-Asset Income and Growth Fund (Formerly The Hartford Balanced Fund)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   720,000   

3.93%, 05/07/2025, (3.93% fixed rate until 05/07/2024; 3 mo. USD LIBOR + 1.610% thereafter)(10)

   $ 727,410  
    

BB&T Corp.

                                   
  695,000   

3.20%, 09/03/2021

     706,160  
    

BBVA USA

  
  675,000   

2.75%, 09/29/2019

     675,007  
    

BNP Paribas S.A.

  
  405,000   

3.38%, 01/09/2025(1)

     411,779  
    

BPCE S.A.

  
  800,000   

3.50%, 10/23/2027(1)

     815,519  
  725,000   

5.15%, 07/21/2024(1)

     784,272  
  1,200,000   

5.70%, 10/22/2023(1)

     1,312,868  
    

Capital One Financial Corp.

  
  615,000   

3.75%, 04/24/2024

     646,960  
  165,000   

4.20%, 10/29/2025

     173,409  
    

Citigroup, Inc.

  
  1,000,000   

2.88%, 07/24/2023, (2.88% fixed rate until 07/24/2022; 3 mo. USD LIBOR + 0.950% thereafter)(10)

     1,008,228  
  925,000   

4.45%, 09/29/2027

     997,302  
  59,000   

8.13%, 07/15/2039

     95,074  
    

Citizens Bank NA

  
  500,000   

2.55%, 05/13/2021

     500,604  
    

Credit Agricole S.A.

  
  360,000   

3.25%, 10/04/2024(1)

     366,673  
  250,000   

3.75%, 04/24/2023(1)

     259,246  
  1,150,000   

4.13%, 01/10/2027(1)

     1,226,611  
  700,000   

4.38%, 03/17/2025(1)

     735,018  
    

Credit Suisse AG

  
  335,000   

3.63%, 09/09/2024

     351,640  
    

Credit Suisse Group AG

  
  850,000   

3.57%, 01/09/2023(1)

     864,465  
  250,000   

3.87%, 01/12/2029, (3.87% fixed rate until 01/12/2028; 3 mo. USD LIBOR + 1.410% thereafter)(1)(10)

     258,278  
    

Credit Suisse Group Funding Guernsey Ltd.

  
  950,000   

3.80%, 09/15/2022

     981,425  
  1,125,000   

4.55%, 04/17/2026

     1,224,092  
    

Danske Bank A/S

  
  485,000   

3.88%, 09/12/2023(1)

     498,885  
  200,000   

5.00%, 01/12/2022(1)

     209,479  
  250,000   

5.38%, 01/12/2024(1)

     272,135  
    

Deutsche Bank AG

  
  670,000   

4.25%, 10/14/2021

     677,182  
    

Discover Bank

  
  250,000   

3.10%, 06/04/2020

     250,977  
  1,200,000   

3.45%, 07/27/2026

     1,225,983  
    

Fifth Third Bank

  
  450,000   

2.88%, 10/01/2021

     454,152  
    

Goldman Sachs Group, Inc.

  
  2,330,000   

3.27%, 09/29/2025, (3.27% fixed rate until 09/29/2024; 3 mo. USD LIBOR + 1.201% thereafter)(10)

     2,378,450  
  1,325,000   

4.25%, 10/21/2025

     1,409,601  
  415,000   

6.25%, 02/01/2041

     558,583  
    

HSBC Holdings plc

  
  290,000   

3.40%, 03/08/2021

     293,981  
  1,755,000   

3.60%, 05/25/2023

     1,820,959  
  200,000   

4.04%, 03/13/2028, (4.04% fixed rate until 03/13/2027; 3 mo. USD LIBOR + 1.546% thereafter)(10)

     208,990  
  225,000   

4.58%, 06/19/2029, (4.58% fixed rate until 06/19/2028; 3 mo. USD LIBOR + 1.535% thereafter)(10)

     244,646  
    

ING Groep N.V.

  
  720,000   

3.95%, 03/29/2027

     765,222  
  1,100,000   

4.63%, 01/06/2026(1)

     1,204,484  
    

JP Morgan Chase & Co.

  
  650,000   

3.25%, 09/23/2022

     667,598  
  180,000   

3.38%, 05/01/2023

     184,577  


 

Hartford Multi-Asset Income and Growth Fund (Formerly The Hartford Balanced Fund)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   1,105,000   

3.70%, 05/06/2030, (3.70% fixed rate until 05/06/2029; 3 mo. USD LIBOR + 1.160% thereafter)(10)

   $ 1,170,226  
  550,000   

4.45%, 12/05/2029, (4.45% fixed rate until 12/05/2028; 3 mo. USD LIBOR + 1.330% thereafter)(10)

     614,548  
  230,000   

5.40%, 01/06/2042

     291,771  
    

Macquarie Bank Ltd.

  
  100,000   

2.40%, 01/21/2020(1)

     99,983  
    

Macquarie Group Ltd.

  
  920,000   

4.15%, 03/27/2024, (4.15% fixed rate until 03/27/2023; 3 mo. USD LIBOR + 1.330% thereafter)(1)(10)

     962,302  
    

Morgan Stanley

  
  320,000   

3.13%, 07/27/2026

     324,469  
  750,000   

3.63%, 01/20/2027

     783,760  
  875,000   

3.70%, 10/23/2024

     917,532  
  575,000   

4.10%, 05/22/2023

     602,856  
  550,000   

5.75%, 01/25/2021

     576,210  
    

NBK SPC Ltd.

  
  1,795,000   

2.75%, 05/30/2022(1)

     1,793,428  
    

PNC Bank NA

  
  625,000   

3.10%, 10/25/2027

     643,639  
    

Santander Holdings USA, Inc.

  
  205,000   

3.40%, 01/18/2023

     207,999  
  1,095,000   

3.70%, 03/28/2022

     1,118,622  
  1,125,000   

4.50%, 07/17/2025

     1,193,281  
    

Skandinaviska Enskilda Banken AB

  
  575,000   

2.45%, 05/27/2020(1)

     574,985  
    

Synchrony Bank

  
  410,000   

3.65%, 05/24/2021

     416,249  
    

U.S. Bancorp

  
  165,000   

3.70%, 01/30/2024

     174,730  
    

UBS AG

  
  540,000   

2.20%, 06/08/2020(1)

     539,202  
    

UBS Group Funding Switzerland AG

  
  785,000   

2.95%, 09/24/2020(1)

     790,354  
  550,000   

3.00%, 04/15/2021(1)

     554,468  
  1,150,000   

4.13%, 09/24/2025(1)

     1,225,976  
    

Wells Fargo & Co.

  
  1,794,000   

4.48%, 01/16/2024

     1,917,974  
       

 

 

 

          53,905,425  
       

 

 

 

    

Commercial Services - 0.4%

                                   
    

CommonSpirit Health

  
  597,000   

2.95%, 11/01/2022

     601,109  
  70,000   

4.35%, 11/01/2042

     70,950  
    

ERAC USA Finance LLC

  
  140,000   

2.35%, 10/15/2019(1)

     139,955  
  510,000   

4.50%, 08/16/2021(1)

     530,023  
  550,000   

5.63%, 03/15/2042(1)

     662,722  
    

IHS Markit Ltd.

  
  1,200,000   

3.63%, 05/01/2024

     1,230,840  
    

United Rentals North America, Inc.

  
  675,000   

5.50%, 07/15/2025

     702,000  
       

 

 

 

          3,937,599  
       

 

 

 

    

Construction Materials - 0.1%

  
    

Norbord, Inc.

  
  290,000   

5.75%, 07/15/2027(1)

     292,900  
    

Standard Industries, Inc.

  
  675,000   

6.00%, 10/15/2025(1)

     709,594  
       

 

 

 

          1,002,494  
       

 

 

 

    

Diversified Financial Services - 0.3%

  
    

Capital One Bank USA NA

  
  700,000   

3.38%, 02/15/2023

     714,916  
    

Navient Corp.

  
  675,000   

5.50%, 01/25/2023

     698,423  


 

Hartford Multi-Asset Income and Growth Fund (Formerly The Hartford Balanced Fund)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Societe Generale S.A.

  
$   415,000   

3.25%, 01/12/2022(1)

   $ 419,743  
    

Synchrony Financial

  
  1,150,000   

4.50%, 07/23/2025

     1,216,632  
       

 

 

 

          3,049,714  
       

 

 

 

    

Electric - 1.9%

                                   
    

American Electric Power Co., Inc.

  
  910,000   

3.20%, 11/13/2027

     933,020  
    

Cleveland Electric Illuminating Co.

  
  1,230,000   

3.50%, 04/01/2028(1)

     1,262,491  
    

CMS Energy Corp.

  
  720,000   

3.00%, 05/15/2026

     726,260  
    

Dominion Energy South Carolina, Inc.

  
  360,000   

4.25%, 08/15/2028

     402,485  
  25,000   

4.35%, 02/01/2042

     27,714  
  105,000   

4.60%, 06/15/2043

     121,652  
  370,000   

6.05%, 01/15/2038

     487,602  
  156,000   

6.63%, 02/01/2032

     207,228  
    

Dominion Energy, Inc.

  
  135,000   

2.72%, 08/15/2021(11)

     135,213  
  675,000   

3.90%, 10/01/2025

     717,481  
  510,000   

4.10%, 04/01/2021(11)

     521,273  
    

Duke Energy Carolinas LLC

  
  275,000   

6.10%, 06/01/2037

     367,150  
    

Duke Energy Corp.

  
  835,000   

2.65%, 09/01/2026

     826,443  
  550,000   

3.05%, 08/15/2022

     558,082  
  120,000   

3.40%, 06/15/2029

     123,802  
    

Electricite de France S.A.

  
  85,000   

4.88%, 01/22/2044(1)

     95,585  
  525,000   

5.63%, 01/22/2024, (5.63% fixed rate until 01/22/2024; 10 year USD Swap + 3.041%
thereafter)(1)(10)(12)

     543,375  
    

Emera U.S. Finance L.P.

  
  110,000   

2.70%, 06/15/2021

     110,123  
    

Eversource Energy

  
  360,000   

2.90%, 10/01/2024

     365,914  
    

Exelon Corp.

  
  700,000   

3.40%, 04/15/2026

     725,167  
    

Fortis, Inc.

  
  1,205,000   

3.06%, 10/04/2026

     1,206,803  
    

Georgia Power Co.

  
  399,000   

4.30%, 03/15/2042

     427,400  
  140,000   

4.75%, 09/01/2040

     158,100  
    

Indianapolis Power and Light Co.

  
  425,000   

6.60%, 06/01/2037(1)

     551,851  
    

Infraestructura Energetica Nova S.A.B. de C.V.

  
  205,000   

4.88%, 01/14/2048(1)

     176,300  
    

MidAmerican Energy Co.

  
  680,000   

3.50%, 10/15/2024

     716,383  
    

NextEra Energy Capital Holdings, Inc.

  
  800,000   

3.25%, 04/01/2026

     823,660  
  150,000   

3.50%, 04/01/2029

     156,969  
    

Niagara Mohawk Power Corp.

  
  490,000   

4.28%, 12/15/2028(1)

     543,456  
    

Oglethorpe Power Corp.

  
  550,000   

5.25%, 09/01/2050

     641,823  
    

Oncor Electric Delivery Co. LLC

  
  115,000   

2.95%, 04/01/2025

     117,552  
  340,000   

4.10%, 06/01/2022

     355,609  
    

SCANA Corp.

  
  278,000   

4.13%, 02/01/2022

     282,960  
  477,000   

4.75%, 05/15/2021

     489,056  
  488,000   

6.25%, 04/01/2020(2)

     496,716  
    

Southern California Edison Co.

  
  750,000   

5.55%, 01/15/2037

     892,119  


 

Hartford Multi-Asset Income and Growth Fund (Formerly The Hartford Balanced Fund)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Southern Co.

  
$   575,000   

2.75%, 06/15/2020

   $ 576,157  
  605,000   

2.95%, 07/01/2023

     617,718  
    

Xcel Energy, Inc.

                                   
  700,000   

3.30%, 06/01/2025

     723,773  
       

 

 

 

          19,212,465  
       

 

 

 

    

Electrical Components & Equipment - 0.1%

  
    

WESCO Distribution, Inc.

  
  1,025,000   

5.38%, 06/15/2024

     1,058,312  
       

 

 

 

    

Engineering & Construction - 0.1%

  
    

SBA Tower Trust

  
  355,000   

2.88%, 07/15/2046(1)

     355,290  
  300,000   

3.45%, 03/15/2048(1)

     307,484  
       

 

 

 

          662,774  
       

 

 

 

    

Environmental Control - 0.1%

  
    

Clean Harbors, Inc.

  
  396,000   

4.88%, 07/15/2027(1)

     407,385  
  184,000   

5.13%, 07/15/2029(1)

     193,945  
       

 

 

 

          601,330  
       

 

 

 

    

Food - 0.5%

  
    

Conagra Brands, Inc.

  
  1,325,000   

4.60%, 11/01/2025

     1,440,412  
  145,000   

5.30%, 11/01/2038

     161,192  
    

Danone S.A.

  
  325,000   

2.95%, 11/02/2026(1)

     327,494  
    

Kraft Heinz Foods Co.

  
  840,000   

3.00%, 06/01/2026

     826,191  
  485,000   

4.00%, 06/15/2023

     507,240  
  520,000   

4.38%, 06/01/2046

     499,309  
    

Kroger Co.

  
  125,000   

3.30%, 01/15/2021

     126,501  
  780,000   

4.00%, 02/01/2024

     823,370  
    

Sigma Alimentos S.A. de C.V.

  
  510,000   

4.13%, 05/02/2026(1)

     515,743  
       

 

 

 

          5,227,452  
       

 

 

 

    

Forest Products & Paper - 0.1%

  
    

International Paper Co.

  
  750,000   

3.65%, 06/15/2024

     784,449  
       

 

 

 

    

Gas - 0.1%

  
    

Boston Gas Co.

  
  165,000   

3.00%, 08/01/2029(1)

     166,507  
  125,000   

3.15%, 08/01/2027(1)

     127,916  
    

CenterPoint Energy Resources Corp.

  
  359,000   

4.50%, 01/15/2021

     367,218  
    

KeySpan Gas East Corp.

  
  560,000   

2.74%, 08/15/2026(1)

     558,958  
       

 

 

 

          1,220,599  
       

 

 

 

    

Healthcare-Products - 0.0%

  
    

Boston Scientific Corp.

  
  60,000   

4.00%, 03/01/2029

     65,162  
    

Medtronic, Inc.

  
  160,000   

3.15%, 03/15/2022

     164,000  
       

 

 

 

          229,162  
       

 

 

 

    

Healthcare-Services - 0.7%

  
    

Aetna, Inc.

  
  495,000   

2.80%, 06/15/2023

     495,976  
    

Anthem, Inc.

  
  631,000   

3.30%, 01/15/2023

     647,266  
  130,000   

4.10%, 03/01/2028

     138,268  
  125,000   

4.38%, 12/01/2047

     130,931  
  225,000   

4.65%, 08/15/2044

     245,527  


 

Hartford Multi-Asset Income and Growth Fund (Formerly The Hartford Balanced Fund)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Cigna Corp.

                                   
$   415,000   

4.38%, 10/15/2028(1)

   $ 450,094  
    

CommonSpirit Health

  
  305,000   

4.20%, 08/01/2023

     319,620  
    

Dignity Health

  
  35,000   

2.64%, 11/01/2019

     34,995  
  214,000   

3.81%, 11/01/2024

     224,399  
  552,000   

4.50%, 11/01/2042

     562,428  
    

HCA, Inc.

  
  1,100,000   

5.25%, 06/15/2026

     1,220,605  
  200,000   

5.25%, 06/15/2049

     209,031  
    

Humana, Inc.

  
  715,000   

2.90%, 12/15/2022

     722,202  
    

Mercy Health

  
  565,000   

3.56%, 08/01/2027

     589,549  
  545,000   

4.30%, 07/01/2028

     600,675  
    

UnitedHealth Group, Inc.

  
  220,000   

3.35%, 07/15/2022

     226,631  
  340,000   

3.75%, 07/15/2025

     362,805  
  5,000   

3.85%, 06/15/2028

     5,424  
       

 

 

 

          7,186,426  
       

 

 

 

    

Home Builders - 0.1%

  
    

Taylor Morrison Communities, Inc. / Taylor Morrison Holdings II, Inc.

  
  700,000   

5.63%, 03/01/2024(1)

     729,750  
       

 

 

 

    

Household Products - 0.0%

  
    

Procter & Gamble - Esop

  
  420,120   

9.36%, 01/01/2021

     444,002  
       

 

 

 

    

Insurance - 0.9%

  
    

American International Group, Inc.

  
  560,000   

4.25%, 03/15/2029

     603,935  
    

Aon plc

  
  1,150,000   

3.88%, 12/15/2025

     1,225,570  
    

AXA Equitable Holdings, Inc.

  
  1,175,000   

4.35%, 04/20/2028

     1,234,800  
    

Berkshire Hathaway, Inc.

  
  415,000   

2.75%, 03/15/2023

     422,991  
    

Chubb INA Holdings, Inc.

  
  120,000   

2.30%, 11/03/2020

     120,043  
  185,000   

3.35%, 05/15/2024

     193,776  
    

Five Corners Funding Trust

  
  115,000   

4.42%, 11/15/2023(1)

     122,719  
    

Jackson National Life Global Funding

  
  515,000   

3.25%, 01/30/2024(1)

     530,010  
    

Liberty Mutual Group, Inc.

  
  23,000   

4.25%, 06/15/2023(1)

     24,256  
  77,000   

4.57%, 02/01/2029(1)

     84,937  
    

Marsh & McLennan Cos., Inc.

  
  305,000   

4.38%, 03/15/2029

     339,390  
    

MetLife, Inc.

  
  485,000   

3.60%, 04/10/2024

     511,306  
  160,000   

4.88%, 11/13/2043

     192,440  
    

Prudential Financial, Inc.

  
  200,000   

3.50%, 05/15/2024

     211,137  
  300,000   

4.50%, 11/15/2020

     308,751  
    

Teachers Insurance & Annuity Association of America

  
  100,000   

4.90%, 09/15/2044(1)

     118,195  
    

Trinity Acquisition plc

  
  645,000   

4.40%, 03/15/2026

     692,948  
    

Willis North America, Inc.

  
  1,175,000   

3.60%, 05/15/2024

     1,215,026  
    

XLIT Ltd.

  
  1,150,000   

4.45%, 03/31/2025

     1,238,022  
       

 

 

 

          9,390,252  
       

 

 

 


 

Hartford Multi-Asset Income and Growth Fund (Formerly The Hartford Balanced Fund)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Internet - 0.3%

  
    

Alibaba Group Holding Ltd.

                                   
$   370,000   

3.40%, 12/06/2027

   $ 377,264  
  480,000   

3.60%, 11/28/2024

     499,222  
    

Amazon.com, Inc.

  
  285,000   

2.50%, 11/29/2022

     287,554  
  530,000   

4.80%, 12/05/2034

     650,481  
  100,000   

4.95%, 12/05/2044

     127,417  
    

Tencent Holdings Ltd.

  
  745,000   

3.60%, 01/19/2028(1)

     768,225  
       

 

 

 

          2,710,163  
       

 

 

 

    

Iron/Steel - 0.1%

  
    

Steel Dynamics, Inc.

  
  700,000   

5.50%, 10/01/2024

     722,547  
       

 

 

 

    

IT Services - 0.3%

  
    

Apple, Inc.

  
  25,000   

2.45%, 08/04/2026

     24,990  
  225,000   

3.00%, 02/09/2024

     232,161  
  170,000   

3.25%, 02/23/2026

     177,769  
  270,000   

3.45%, 05/06/2024

     284,432  
  35,000   

4.45%, 05/06/2044

     40,486  
    

Hewlett Packard Enterprise Co.

  
  1,125,000   

4.90%, 10/15/2025

     1,234,867  
    

International Business Machines Corp.

  
  750,000   

3.30%, 05/15/2026

     778,807  
       

 

 

 

          2,773,512  
       

 

 

 

    

Leisure Time - 0.1%

  
    

VOC Escrow Ltd.

  
  725,000   

5.00%, 02/15/2028(1)

     738,594  
       

 

 

 

    

Lodging - 0.2%

  
    

Hilton Domestic Operating Co., Inc.

  
  825,000   

5.13%, 05/01/2026

     857,059  
    

Wyndham Hotels & Resorts, Inc.

  
  1,035,000   

5.38%, 04/15/2026(1)

     1,077,694  
       

 

 

 

          1,934,753  
       

 

 

 

    

Machinery-Construction & Mining - 0.1%

  
    

Caterpillar Financial Services Corp.

  
  400,000   

3.30%, 06/09/2024

     416,780  
    

Caterpillar, Inc.

  
  170,000   

3.40%, 05/15/2024

     178,143  
       

 

 

 

          594,923  
       

 

 

 

    

Media - 1.3%

  
    

CBS Corp.

  
  1,150,000   

4.00%, 01/15/2026

     1,209,204  
    

Charter Communications Operating LLC / Charter Communications Operating Capital

  
  1,125,000   

4.91%, 07/23/2025

     1,212,965  
  310,000   

5.38%, 05/01/2047

     326,324  
  65,000   

6.48%, 10/23/2045

     76,736  
    

Comcast Corp.

  
  450,000   

3.13%, 07/15/2022

     461,516  
  495,000   

3.95%, 10/15/2025

     532,762  
  158,000   

4.05%, 11/01/2052

     168,212  
  575,000   

4.40%, 08/15/2035

     650,857  
  255,000   

4.60%, 10/15/2038

     295,470  
  34,000   

6.40%, 05/15/2038

     46,494  
    

Cox Communications, Inc.

  
  1,225,000   

3.35%, 09/15/2026(1)

     1,242,704  
  35,000   

4.60%, 08/15/2047(1)

     36,584  
  920,000   

4.80%, 02/01/2035(1)

     945,894  
    

Discovery Communications LLC

  
  1,125,000   

4.90%, 03/11/2026

     1,233,707  
    

Fox Corp.

  
  155,000   

4.03%, 01/25/2024(1)

     164,141  


 

Hartford Multi-Asset Income and Growth Fund (Formerly The Hartford Balanced Fund)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Sirius XM Radio, Inc.

  
$   205,000   

4.63%, 07/15/2024(1)

   $ 211,006  
    

Sky Ltd.

                                   
  200,000   

2.63%, 09/16/2019(1)

     199,988  
  920,000   

3.75%, 09/16/2024(1)

     975,407  
    

Time Warner Cable LLC

  
  80,000   

6.55%, 05/01/2037

     93,675  
  60,000   

7.30%, 07/01/2038

     74,375  
    

Time Warner Entertainment Co., L.P.

  
  30,000   

8.38%, 03/15/2023

     35,365  
    

Univision Communications, Inc.

  
  750,000   

5.13%, 02/15/2025(1)

     730,312  
    

Viacom, Inc.

  
  145,000   

3.88%, 12/15/2021

     148,871  
  875,000   

4.25%, 09/01/2023

     921,593  
    

Walt Disney Co.

  
  180,000   

4.00%, 10/01/2023(1)

     191,169  
  220,000   

4.50%, 02/15/2021(1)

     227,370  
  300,000   

4.75%, 09/15/2044(1)

     370,043  
       

 

 

 

          12,782,744  
       

 

 

 

    

Mining - 0.1%

  
    

Glencore Finance Canada Ltd.

  
  725,000   

4.25%, 10/25/2022(1)

     754,232  
       

 

 

 

    

Miscellaneous Manufacturing - 0.1%

  
    

Siemens Financieringsmaatschappij N.V.

  
  850,000   

3.13%, 03/16/2024(1)

     874,401  
       

 

 

 

    

Oil & Gas - 1.7%

  
    

Anadarko Finance Co.

  
  148,000   

7.50%, 05/01/2031

     196,468  
    

Anadarko Petroleum Corp.

  
  395,000   

4.85%, 03/15/2021

     407,352  
    

BG Energy Capital plc

  
  450,000   

4.00%, 10/15/2021(1)

     465,284  
    

BP Capital Markets America, Inc.

  
  130,000   

3.25%, 05/06/2022

     133,257  
    

BP Capital Markets plc

  
  570,000   

3.81%, 02/10/2024

     602,210  
    

Cimarex Energy Co.

  
  680,000   

4.38%, 06/01/2024

     716,637  
    

ConocoPhillips Co.

  
  40,000   

4.95%, 03/15/2026

     45,568  
    

Continental Resources, Inc.

  
  1,175,000   

3.80%, 06/01/2024

     1,202,506  
    

Ecopetrol S.A.

  
  4,900,000   

4.13%, 01/16/2025

     5,077,674  
    

Equinor ASA

  
  30,000   

2.65%, 01/15/2024

     30,527  
    

Equinor ASA

  
  70,000   

2.25%, 11/08/2019

     69,924  
  30,000   

2.45%, 01/17/2023

     30,188  
  355,000   

2.90%, 11/08/2020

     358,218  
  35,000   

3.25%, 11/10/2024

     36,546  
  5,000   

3.70%, 03/01/2024

     5,298  
    

Hess Corp.

  
  1,200,000   

4.30%, 04/01/2027

     1,233,162  
  575,000   

7.30%, 08/15/2031

     702,444  
    

Marathon Oil Corp.

  
  265,000   

2.70%, 06/01/2020

     265,137  
    

Petroleos Mexicanos

  
  3,000,000   

5.50%, 06/27/2044

     2,445,000  
    

Pioneer Natural Resources Co.

  
  755,000   

7.50%, 01/15/2020

     771,614  
    

QEP Resources, Inc.

  
  775,000   

5.63%, 03/01/2026(2)

     662,641  


 

Hartford Multi-Asset Income and Growth Fund (Formerly The Hartford Balanced Fund)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Saudi Arabian Oil Co.

                                   
$   630,000   

3.50%, 04/16/2029(1)

   $ 644,512  
    

Total Capital International S.A.

  
  725,000   

2.43%, 01/10/2025

     726,942  
  325,000   

2.70%, 01/25/2023

     329,873  
       

 

 

 

          17,158,982  
       

 

 

 

    

Oil & Gas Services - 0.0%

  
    

Schlumberger Holdings Corp.

  
  252,000   

3.90%, 05/17/2028(1)

     263,384  
       

 

 

 

    

Packaging & Containers - 0.2%

  
    

Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.

  
  465,000   

4.13%, 08/15/2026(1)(9)

     465,581  
    

WRKCo, Inc.

  
  1,125,000   

4.65%, 03/15/2026

     1,224,201  
       

 

 

 

          1,689,782  
       

 

 

 

    

Pharmaceuticals - 0.9%

  
    

Allergan Funding SCS

  
  450,000   

3.45%, 03/15/2022

     458,412  
  525,000   

3.80%, 03/15/2025

     543,481  
  125,000   

4.85%, 06/15/2044

     129,573  
    

Allergan Sales LLC

  
  121,000   

4.88%, 02/15/2021(1)

     124,348  
  225,000   

5.00%, 12/15/2021(1)

     235,989  
    

Bayer U.S. Finance LLC

  
  805,000   

3.38%, 10/08/2024(1)

     812,823  
  715,000   

4.25%, 12/15/2025(1)

     750,602  
    

Cardinal Health, Inc.

  
  195,000   

2.40%, 11/15/2019

     194,876  
  320,000   

3.50%, 11/15/2024

     325,092  
  200,000   

4.50%, 11/15/2044

     185,404  
    

CVS Health Corp.

  
  450,000   

3.88%, 07/20/2025

     469,627  
  1,035,000   

4.10%, 03/25/2025

     1,089,148  
  165,000   

5.13%, 07/20/2045

     178,920  
    

EMD Finance LLC

  
  705,000   

2.95%, 03/19/2022(1)

     710,044  
    

McKesson Corp.

  
  52,000   

3.80%, 03/15/2024

     54,263  
    

Merck & Co., Inc.

  
  430,000   

2.75%, 02/10/2025

     439,287  
  315,000   

2.80%, 05/18/2023

     322,581  
  125,000   

4.15%, 05/18/2043

     140,997  
    

Mylan N.V.

  
  295,000   

3.95%, 06/15/2026

     301,011  
    

Teva Pharmaceutical Finance Co. B.V.

  
  225,000   

3.65%, 11/10/2021

     213,750  
    

Teva Pharmaceutical Finance Netherlands B.V.

  
  880,000   

2.80%, 07/21/2023

     766,700  
       

 

 

 

          8,446,928  
       

 

 

 

    

Pipelines - 1.5%

  
    

Columbia Pipeline Group, Inc.

  
  400,000   

4.50%, 06/01/2025

     429,400  
    

Enable Midstream Partners L.P.

  
  1,200,000   

4.40%, 03/15/2027

     1,202,446  
    

Energy Transfer Operating L.P.

  
  1,125,000   

4.75%, 01/15/2026

     1,211,878  
  214,000   

7.60%, 02/01/2024

     247,771  
    

Energy Transfer Partners L.P.

  
  340,000   

4.50%, 11/01/2023

     359,383  
    

EQM Midstream Partners L.P.

  
  1,010,000   

4.75%, 07/15/2023

     1,033,586  
    

Kinder Morgan Energy Partners L.P.

  
  419,000   

4.25%, 09/01/2024

     444,895  
  275,000   

4.30%, 05/01/2024

     292,003  


 

Hartford Multi-Asset Income and Growth Fund (Formerly The Hartford Balanced Fund)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

MPLX L.P.

  
$   255,000   

4.00%, 03/15/2028

   $ 264,107  
  670,000   

4.13%, 03/01/2027

     697,929  
  1,100,000   

4.88%, 06/01/2025

     1,198,123  
    

ONEOK, Inc.

                                   
  1,175,000   

4.00%, 07/13/2027

     1,226,500  
    

Phillips 66 Partners L.P.

  
  977,000   

3.61%, 02/15/2025

     1,001,689  
  750,000   

3.75%, 03/01/2028

     769,786  
    

Sabine Pass Liquefaction LLC

  
  1,075,000   

5.63%, 03/01/2025

     1,193,212  
    

Sunoco Logistics Partners Operations L.P.

  
  300,000   

3.90%, 07/15/2026

     307,236  
  130,000   

4.40%, 04/01/2021

     133,454  
  400,000   

5.35%, 05/15/2045

     418,745  
    

Targa Resources Partners L.P. / Targa Resources Partners Finance Corp.

  
  675,000   

5.88%, 04/15/2026

     712,766  
    

TransCanada PipeLines Ltd.

  
  1,100,000   

4.88%, 01/15/2026

     1,224,434  
    

Western Midstream Operating L.P.

  
  780,000   

4.00%, 07/01/2022

     793,882  
       

 

 

 

          15,163,225  
       

 

 

 

    

Real Estate Investment Trusts - 0.2%

  
    

WEA Finance LLC

  
  830,000   

4.13%, 09/20/2028(1)

     887,546  
    

WEA Finance LLC / Westfield UK & Europe Finance plc

  
  650,000   

2.70%, 09/17/2019(1)

     649,890  
       

 

 

 

          1,537,436  
       

 

 

 

    

Real Estate Investment Trusts - 0.7%

  
    

American Tower Corp.

  
  450,000   

3.45%, 09/15/2021

     458,196  
  350,000   

3.80%, 08/15/2029

     362,172  
  150,000   

4.40%, 02/15/2026

     161,974  
  85,000   

5.00%, 02/15/2024

     93,260  
    

AvalonBay Communities, Inc.

  
  150,000   

3.63%, 10/01/2020

     151,795  
    

Brandywine Operating Partnership L.P.

  
  785,000   

3.95%, 11/15/2027

     810,589  
    

Brixmor Operating Partnership L.P.

  
  440,000   

4.13%, 05/15/2029

     463,331  
    

Crown Castle International Corp.

  
  265,000   

3.65%, 09/01/2027

     274,295  
  215,000   

3.80%, 02/15/2028

     224,632  
    

Equinix, Inc.

  
  1,025,000   

5.38%, 01/01/2022

     1,047,571  
    

HCP, Inc.

  
  670,000   

4.00%, 06/01/2025

     706,346  
    

Scentre Group Trust

  
  345,000   

2.38%, 11/05/2019(1)

     344,794  
    

SITE Centers Corp.

  
  134,000   

4.63%, 07/15/2022

     139,128  
    

VEREIT Operating Partnership L.P.

  
  1,150,000   

4.63%, 11/01/2025

     1,242,977  
       

 

 

 

          6,481,060  
       

 

 

 

    

Retail - 0.3%

  
    

CVS Health Corp.

  
  695,000   

4.00%, 12/05/2023

     727,267  
  160,000   

4.88%, 07/20/2035

     174,238  
    

KFC Holding Co. / Pizza Hut Holdings LLC / Taco Bell of America LLC

  
  1,050,000   

5.00%, 06/01/2024(1)

     1,084,125  
    

L Brands, Inc.

  
  800,000   

5.25%, 02/01/2028

     741,000  


 

Hartford Multi-Asset Income and Growth Fund (Formerly The Hartford Balanced Fund)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Lowe’s Cos., Inc.

  
$   275,000   

4.55%, 04/05/2049

   $ 299,440  
       

 

 

 

          3,026,070  
       

 

 

 

    

Savings & Loans - 0.0%

                                   
    

Nationwide Building Society

  
  245,000   

3.62%, 04/26/2023, (3.62% fixed rate until 04/26/2022; 3 mo. USD LIBOR + 1.181% thereafter)(1)(10)

     248,260  
       

 

 

 

    

Semiconductors - 0.2%

  
    

Broadcom Corp. / Broadcom Cayman Finance Ltd.

  
  870,000   

3.63%, 01/15/2024

     879,075  
    

Microchip Technology, Inc.

  
  345,000   

3.92%, 06/01/2021

     350,946  
    

Micron Technology, Inc.

  
  1,150,000   

4.98%, 02/06/2026

     1,218,501  
       

 

 

 

          2,448,522  
       

 

 

 

    

Software - 0.4%

  
    

Fiserv, Inc.

  
  800,000   

3.20%, 07/01/2026

     816,315  
    

Microsoft Corp.

  
  475,000   

2.40%, 08/08/2026

     476,526  
  610,000   

2.88%, 02/06/2024

     628,656  
  365,000   

3.70%, 08/08/2046

     395,638  
    

Oracle Corp.

  
  915,000   

3.25%, 11/15/2027

     957,257  
    

Western Digital Corp.

  
  825,000   

4.75%, 02/15/2026

     815,719  
       

 

 

 

          4,090,111  
       

 

 

 

    

Telecommunications - 1.1%

  
    

America Movil S.A.B. de C.V.

  
  775,000   

3.13%, 07/16/2022

     787,579  
    

AT&T, Inc.

  
  1,175,000   

3.40%, 05/15/2025

     1,208,644  
  950,000   

3.60%, 07/15/2025

     988,147  
  65,000   

3.95%, 01/15/2025

     68,635  
  500,000   

4.13%, 02/17/2026

     535,053  
  460,000   

4.45%, 04/01/2024

     494,144  
  215,000   

4.75%, 05/15/2046

     227,271  
  561,000   

4.85%, 03/01/2039

     612,586  
  85,000   

4.90%, 08/15/2037

     92,782  
  3,000   

5.35%, 09/01/2040

     3,386  
    

Frontier Communications Corp.

  
  675,000   

8.00%, 04/01/2027(1)

     705,375  
    

GTP Acquisition Partners LLC

  
  165,000   

2.35%, 06/15/2045(1)

     164,439  
    

Orange S.A.

  
  650,000   

4.13%, 09/14/2021

     673,126  
  200,000   

9.00%, 03/01/2031

     307,777  
    

Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC

  
  835,000   

4.74%, 09/20/2029(1)

     877,794  
    

Verizon Communications, Inc.

  
  1,225,000   

2.63%, 08/15/2026

     1,223,824  
  450,000   

2.95%, 03/15/2022

     457,957  
  1,266,000   

4.52%, 09/15/2048

     1,408,339  
  92,000   

4.67%, 03/15/2055

     104,190  
  130,000   

4.75%, 11/01/2041

     149,239  
  93,000   

4.81%, 03/15/2039

     106,906  
       

 

 

 

          11,197,193  
       

 

 

 

    

Toys/Games/Hobbies - 0.1%

  
    

Mattel, Inc.

  
  581,000   

6.75%, 12/31/2025(1)

     610,788  
       

 

 

 

    

Transportation - 0.2%

  
    

Penske Truck Leasing Co. L.P. / PTL Finance Corp.

  


 

Hartford Multi-Asset Income and Growth Fund (Formerly The Hartford Balanced Fund)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   405,000   

3.20%, 07/15/2020(1)

   $ 406,777  
  400,000   

3.38%, 02/01/2022(1)

     407,412  
  1,330,000   

3.95%, 03/10/2025(1)

     1,397,034  
       

 

 

 

          2,211,223  
       

 

 

 

    

Trucking & Leasing - 0.4%

                                   
    

Aviation Capital Group LLC

  
  1,250,000   

3.50%, 11/01/2027(1)

     1,260,747  
    

Avolon Holdings Funding Ltd.

  
  1,200,000   

4.38%, 05/01/2026(1)

     1,241,064  
    

GATX Corp.

  
  1,125,000   

4.70%, 04/01/2029

     1,248,687  
       

 

 

 

          3,750,498  
       

 

 

 

    

Water - 0.0%

  
    

American Water Capital Corp.

  
  240,000   

2.95%, 09/01/2027

     242,203  
       

 

 

 

    

Total Corporate Bonds
(cost $233,514,351)

   $ 241,480,736  
       

 

 

 

Equity Linked Securities - 12.6%

  
    

Banks - 12.6%

  
  16,175   

Adobe Systems, Inc., (Societe Generale S.A.)(1)(3)(13)(14)

     4,933,860  
  2,539   

Amazon.com Inc. (BNP Paribas Issuance B.V.) MTN(1)(3)(13)(14)

     4,812,116  
  25,044   

Apple Inc., (Barclays Bank plc) Series EMTR, FRN(1)(3)(13)(14)

     5,341,384  
  70,842   

Ball Corp., (Canadian Imperial Bank of Commerce)(1)(3)(13)(14)

     5,052,735  
  165,617   

Bank of America Corp., (BNP Paribas Issuance B.V.)(1)(3)(13)(14)

     5,043,038  
  19,763   

Barclays Bank plc Series GMU3, FRN(1)(3)(13)(14)

     4,987,984  
  135,388   

Boston Scientific Corp. (HSBC Bank plc) Series DMV7(1)(3)(13)(14)

     5,277,424  
  54,697   

Capital One Financial Corp., (BNP Paribas Issuance B.V.) Series 0001, MTN (1)(3)(13)(14)

     5,011,886  
  71,070   

Citigroup, inc. (Merrill Lynch International & Co. C.V )(1)(3)(13)(14)

     5,005,460  
  79,605   

Conoco Phillips Co., (Merrill Lynch International & Co. C.V )(1)(3)(13)(14)

     4,737,294  
  23,735   

Constellation Brands Inc (Merrill Lynch International & Co. C.V)(1)(3)(13)(14)

     4,724,926  
  30,222   

Cummins Inc. (BNP Paribas Issuance B.V.) Series 0001(1)(3)(13)(14)

     4,966,079  
  29,245   

Estee Lauder Co. (Merrill Lynch International & Co. C.V )(1)(3)(13)(14)

     5,070,791  
  74,396   

ETSY INC, (Merrill Lynch International & Co. C.V )(1)(3)(13)(14)

     4,999,411  
  36,958   

Expedia Group Inc. (Societe Generale S.A.)(1)(3)(13)(14)

     5,037,745  
  36,021   

HCA Healthcare Inc. (Societe Generale S.A.)(1)(3)(13)(14)

     4,961,172  
  38,480   

Microsoft Corp (Canadian Imperial Bank of Commerce)(1)(3)(13)(14)

     5,081,707  
  131,583   

NRG Energy Inc. (Canadian Imperial Bank of Commerce)(1)(3)(13)(14)

     4,534,350  
  90,809   

Oracle Corp., (Merrill Lynch International & Co. C.V )(1)(3)(13)(14)

     5,016,289  
  36,695   

PNC Financial Services Group (BNP Paribas Issuance B.V.)(1)(3)(13)(14)

     5,098,403  
  45,811   

Post Holdings, Inc. (Merrill Lynch International & Co. C.V)(1)(3)(13)(14)

     4,927,431  
  47,541   

Prudential Financial Inc. (BNP Paribas Issuance B.V.)(1)(3)(13)(14)

     4,824,461  
  64,913   

Target Corp., (Barclays Bank plc) Series EMTQ, FRN(1)(3)(13)(14)

     5,429,973  
  21,558   

UnitedHealth Group Inc. (Merrill Lynch International & Co. C.V)(1)(3)(13)(14)

     5,246,571  
  55,433   

Valero Energy Corp., (Canadian Imperial Bank of Commerce)(1)(3)(13)(14)

     4,706,095  
       

 

 

 

          124,828,585  
       

 

 

 

    

Total Equity Linked Securities
(cost $125,791,092)

   $ 124,828,585  
       

 

 

 

Foreign Government Obligations - 5.9%

  
    

Dominican Republic - 0.5%

  
    

Dominican Republic International Bond

  
  4,700,000   

5.95%, 01/25/2027(15)

     5,117,172  
       

 

 

 

    

Hungary - 0.5%

  
    

Hungary Government International Bond

  
  4,600,000   

5.38%, 02/21/2023

     5,042,042  
       

 

 

 

    

Indonesia - 1.1%

  
    

Indonesia Government International Bond

  
  4,900,000   

3.85%, 07/18/2027(15)

     5,130,153  


 

Hartford Multi-Asset Income and Growth Fund (Formerly The Hartford Balanced Fund)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Indonesia Treasury Bond

                                   
IDR   68,000,000,000   

8.13%, 05/15/2024

   $ 5,113,608  
       

 

 

 

          10,243,761  
       

 

 

 

    

Japan - 0.1%

  
    

Japan Bank for International Cooperation

  
$   510,000   

2.13%, 06/01/2020

     509,291  
  776,000   

2.13%, 07/21/2020

     774,914  
       

 

 

 

          1,284,205  
       

 

 

 

    

Mexico - 0.5%

  
    

Mexico Government International Bond

  
  5,000,000   

4.75%, 03/08/2044

     5,165,000  
       

 

 

 

    

Qatar - 0.3%

  
    

Qatar Government International Bond

  
  2,320,000   

2.38%, 06/02/2021(1)

     2,317,796  
  565,000   

3.88%, 04/23/2023(1)

     595,369  
  315,000   

4.00%, 03/14/2029(1)

     343,142  
       

 

 

 

          3,256,307  
       

 

 

 

    

Romania - 0.3%

  
    

Romania Government Bond

  
RON   9,500,000   

5.80%, 07/26/2027

     2,459,058  
       

 

 

 

    

Saudi Arabia - 0.1%

  
    

Saudi Government International Bond

  
$   265,000   

2.38%, 10/26/2021(1)

     264,984  
  460,000   

2.88%, 03/04/2023(1)

     466,624  
       

 

 

 

          731,608  
       

 

 

 

    

Senegal - 0.5%

  
    

Senegal Government International Bond

  
  4,700,000   

6.25%, 07/30/2024(15)

     5,120,368  
       

 

 

 

    

South Africa - 0.5%

  
    

Republic of South Africa Government International Bond

  
  4,900,000   

4.67%, 01/17/2024

     5,063,856  
       

 

 

 

    

Sri Lanka - 0.5%

  
    

Sri Lanka Government International Bond

  
  5,000,000   

6.25%, 10/04/2020(15)

     5,070,000  
       

 

 

 

    

Tunisia - 0.5%

  
    

Banque Centrale de Tunisie International Bond

  
EUR   4,450,000   

5.63%, 02/17/2024(15)

     4,877,679  
       

 

 

 

    

Turkey - 0.5%

  
    

Turkey Government International Bond

  
  4,600,000   

4.63%, 03/31/2025

     5,273,637  
       

 

 

 

    

Total Foreign Government Obligations
(cost $57,085,188)

   $ 58,704,693  
       

 

 

 

Municipal Bonds - 0.8%

  
    

General - 0.3%

  
    

Chicago, IL, Transit Auth

  
$   365,000   

6.30%, 12/01/2021

     382,056  
  455,000   

6.90%, 12/01/2040

     619,005  
    

City of Sacramento, CA

  
  140,000   

6.42%, 08/01/2023

     160,089  
    

Kansas, Dev Finance Auth

  
  250,000   

5.37%, 05/01/2026

     274,840  
    

Metropolitan Transportation Auth, NY, Rev

  
  165,000   

6.67%, 11/15/2039

     234,095  
    

New York State Urban Dev Corp. Rev

  
  775,000   

2.10%, 03/15/2022

     773,791  
    

Sales Tax Securitization Corp., IL

  
  585,000   

4.79%, 01/01/2048

     682,519  
       

 

 

 

          3,126,395  
       

 

 

 

    

General Obligation - 0.2%

  
    

California State, GO Taxable

  


 

Hartford Multi-Asset Income and Growth Fund (Formerly The Hartford Balanced Fund)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   335,000   

7.35%, 11/01/2039

   $ 512,583  
  130,000   

7.55%, 04/01/2039

     208,485  
    

Chicago, IL, Metropolitan Water Reclamation Dist, GO

                                   
  130,000   

5.72%, 12/01/2038

     170,251  
    

State of Illinois, GO

  
  935,000   

5.10%, 06/01/2033(2)

     965,537  
       

 

 

 

          1,856,856  
       

 

 

 

    

Medical - 0.0%

  
    

University of California, Regents MedCenter Pooled Rev

  
  150,000   

6.55%, 05/15/2048

     217,767  
       

 

 

 

    

Power - 0.0%

  
    

New York, Utility Debt Securitization Auth

  
  100,000   

3.44%, 12/15/2025

     103,620  
       

 

 

 

    

Transportation - 0.1%

  
    

Illinois State Toll Highway Auth

  
  350,000   

6.18%, 01/01/2034

     468,909  
    

New York and New Jersey Port Auth, Taxable Rev

  
  185,000   

5.86%, 12/01/2024

     218,526  
  115,000   

6.04%, 12/01/2029

     150,077  
       

 

 

 

          837,512  
       

 

 

 

    

Utility - Electric - 0.2%

  
    

Illinois Municipal Electric Agency

  
  375,000   

6.83%, 02/01/2035

     483,079  
    

Municipal Electric Auth, GA

  
  825,000   

6.64%, 04/01/2057

     1,059,448  
  114,000   

6.66%, 04/01/2057

     154,760  
       

 

 

 

          1,697,287  
       

 

 

 

    

Total Municipal Bonds
(cost $7,037,326)

   $ 7,839,437  
       

 

 

 

Senior Floating Rate Interests - 5.0%(13)

  
    

Aerospace/Defense - 0.1%

  
    

Circor International, Inc.

  
  500,000   

0.00%, 12/11/2024, 1 mo. USD LIBOR + 3.500%(14)

   $ 499,585  
    

TransDigm, Inc.

  
  897,727   

4.80%, 06/09/2023, 1 mo. USD LIBOR + 2.500%

     892,538  
       

 

 

 

          1,392,123  
       

 

 

 

    

Auto Parts & Equipment - 0.1%

  
    

Altra Industrial Motion Corp.

  
  485,549   

4.20%, 10/01/2025, 1 mo. USD LIBOR + 2.000%

     483,729  
    

IAA, Inc.

  
  175,000   

0.00%, 06/28/2026, 1 mo. USD LIBOR + 2.250%(14)

     175,656  
    

Panther BF Aggregator L.P.

  
  500,000   

5.70%, 04/30/2026, 1 mo. USD LIBOR + 3.500%

     499,690  
       

 

 

 

          1,159,075  
       

 

 

 

    

Biotechnology - 0.0%

  
    

Sotera Health Holdings LLC

  
  498,724   

5.20%, 05/15/2022, 1 mo. USD LIBOR + 3.000%

     493,114  
       

 

 

 

    

Chemicals - 0.1%

  
    

Axalta Coating Systems U.S. Holdings, Inc.

  
  498,737   

0.00%, 06/01/2024, 3 mo. USD LIBOR + 1.750%(14)

     495,700  
    

Hexion, Inc.

  
  240,000   

0.00%, 06/25/2026, 1 mo. USD LIBOR + 3.500%(14)

     239,400  
    

Starfruit Finco B.V.

  
  498,750   

5.60%, 10/01/2025, 1 mo. USD LIBOR + 3.250%

     489,608  
       

 

 

 

          1,224,708  
       

 

 

 

    

Commercial Services - 0.4%

  
    

Allied Universal Holdco LLC

  
  34,125   

0.00%, 07/10/2026, 3 mo. USD LIBOR + 4.000%(14)

     34,179  
  344,663   

6.50%, 07/10/2026, 3 mo. USD LIBOR + 4.250%

     345,218  
    

Blackhawk Network Holdings, Inc.

  
  997,481   

5.20%, 06/15/2025, 1 mo. USD LIBOR + 3.000%

     994,568  


 

Hartford Multi-Asset Income and Growth Fund (Formerly The Hartford Balanced Fund)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Dun & Bradstreet Corp.

                                   
$   705,000   

7.20%, 02/06/2026, 1 mo. USD LIBOR + 5.000%

   $ 709,188  
    

Quikrete Holdings, Inc.

  
  500,000   

5.00%, 11/15/2023, 1 mo. USD LIBOR + 2.750%

     495,485  
    

Tempo Acquisition LLC

  
  748,092   

5.20%, 05/01/2024, 1 mo. USD LIBOR + 3.000%

     749,027  
    

Trans Union LLC

  
  498,741   

0.00%, 06/19/2025, 1 mo. USD LIBOR + 2.000%(14)

     499,364  
       

 

 

 

          3,827,029  
       

 

 

 

    

Construction Materials - 0.1%

  
    

NCI Building Systems, Inc.

  
  498,741   

6.10%, 04/12/2025, 3 mo. USD LIBOR + 3.750%

     486,686  
    

Tamko Building Products, Inc.

  
  285,000   

5.60%, 04/23/2026, 1 mo. USD LIBOR + 3.250%

     285,712  
       

 

 

 

          772,398  
       

 

 

 

    

Distribution/Wholesale - 0.1%

  
    

Beacon Roofing Supply, Inc.

  
  797,980   

4.60%, 01/02/2025, 1 mo. USD LIBOR + 2.250%

     793,766  
       

 

 

 

    

Diversified Financial Services - 0.4%

  
    

AlixPartners LLP

  
  648,342   

0.00%, 04/04/2024, 3 mo. USD LIBOR + 2.750%(14)

     648,919  
EUR   149,625   

0.00%, 04/04/2024, 3 mo. USD LIBOR + 3.250%(14)

     165,705  
    

Aretec Group, Inc.

  
$   683,283   

6.50%, 10/01/2025, 3 mo. USD LIBOR + 4.250%

     667,055  
    

Crown Finance U.S., Inc.

  
  783,033   

4.50%, 02/28/2025, 1 mo. USD LIBOR + 2.250%

     779,744  
    

Nets Holding A/S

  
EUR   500,000   

0.00%, 02/06/2025, 3 mo. EURIBOR + 3.250%(14)

     550,489  
    

NFP Corp.

  
$   498,721   

5.20%, 01/08/2024, 1 mo. USD LIBOR + 3.000%

     491,241  
    

Victory Capital Holdings, Inc.

  
  535,091   

5.60%, 07/01/2026, 1 mo. USD LIBOR + 3.250%

     537,932  
       

 

 

 

          3,841,085  
       

 

 

 

    

Energy-Alternate Sources - 0.1%

  
    

Medallion Midland Acquisition LLC

  
  598,481   

5.50%, 10/30/2024, 1 mo. USD LIBOR + 3.250%

     589,504  
       

 

 

 

    

Engineering & Construction - 0.0%

  
    

Brand Energy & Infrastructure Services, Inc.

  
  498,728   

6.60%, 06/21/2024, 3 mo. USD LIBOR + 4.250%

     480,803  
       

 

 

 

    

Entertainment - 0.1%

  
    

CityCenter Holdings LLC

  
  498,728   

4.50%, 04/18/2024, 1 mo. USD LIBOR + 2.250%

     499,351  
    

SeaWorld Parks & Entertainment, Inc.

  
  498,724   

5.20%, 03/31/2024, “1 mo. USD LIBOR + 3.000%1 mo. USD LIBOR + 3.000%

     498,515  
       

 

 

 

          997,866  
       

 

 

 

    

Food - 0.1%

  
    

Hostess Brands LLC

  
  748,101   

4.50%, 08/03/2022, 1 mo. USD LIBOR + 2.250%

     746,545  
       

 

 

 

    

Gas - 0.1%

  
    

Messer Industries GmbH

  
  598,500   

4.80%, 03/01/2026, 1 mo. USD LIBOR + 2.500%

     595,508  
       

 

 

 

    

Healthcare-Products - 0.0%

  
    

Emerald TopCo, Inc.

  
  160,000   

0.00%, 07/24/2026, 1 mo. USD LIBOR + 3.500%(14)

     159,560  
    

Parexel International Corp.

  
  307,344   

5.00%, 09/27/2024, 1 mo. USD LIBOR + 2.750%

     296,396  
       

 

 

 

          455,956  
       

 

 

 

    

Healthcare-Services - 0.1%

  
    

Ensemble RCM LLC

  
  100,000   

0.00%, 07/22/2026, 1 mo. USD LIBOR + 3.750%(14)

     100,063  


 

Hartford Multi-Asset Income and Growth Fund (Formerly The Hartford Balanced Fund)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Gentiva Health Services, Inc.

                               
$   170,000   

6.00%, 07/02/2025, 1 mo. USD LIBOR + 3.750%

   $ 170,850  
    

Jaguar Holding Co.

  
  498,701   

0.00%, 08/18/2022, 3 mo. USD LIBOR + 2.500%(14)

     497,634  
    

MPH Acquisition Holdings LLC

  
  500,000   

5.10%, 06/07/2023, 3 mo. USD LIBOR + 2.750%

     485,000  
       

 

 

 

          1,253,547  
       

 

 

 

    

Insurance - 0.4%

  
    

Acrisure LLC

  
  698,223   

6.80%, 11/22/2023, 1 mo. USD LIBOR + 4.250%

     693,427  
    

Asurion LLC

  
  498,565   

5.20%, 08/04/2022, 1 mo. USD LIBOR + 3.000%

     499,368  
  498,696   

5.20%, 11/03/2023, 1 mo. USD LIBOR + 3.000%

     499,633  
    

Hub International Ltd.

  
  897,733   

5.30%, 04/25/2025, 2 mo. USD LIBOR + 3.000%

     887,813  
    

Sedgwick Claims Management Services, Inc.

  
  897,744   

5.50%, 12/31/2025, 1 mo. USD LIBOR + 3.250%

     882,994  
       

 

 

 

          3,463,235  
       

 

 

 

    

Leisure Time - 0.4%

  
    

Caesars Resort Collection LLC

  
  748,101   

5.00%, 12/22/2024, 1 mo. USD LIBOR + 2.750%

     741,675  
    

Delta (LUX) S.a.r.l.

  
  900,000   

4.70%, 02/01/2024, 1 mo. USD LIBOR + 2.500%

     887,949  
    

Eldorado Resorts LLC

  
  500,000   

4.60%, 04/17/2024, 2 mo. USD LIBOR + 2.250%

     499,065  
    

Golden Entertainment, Inc.

  
  850,000   

5.30%, 10/21/2024, 1 mo. USD LIBOR + 3.000%

     852,125  
    

SRAM LLC

  
  636,125   

0.00%, 03/15/2024, 2 mo. USD LIBOR + 2.750%(14)

     637,321  
       

 

 

 

          3,618,135  
       

 

 

 

    

Lodging - 0.1%

  
    

Boyd Gaming Corp.

  
  472,209   

4.60%, 09/15/2023, 1 week USD LIBOR + 2.250%

     471,855  
    

Caesars Entertainment Operating Co.

  
  498,734   

4.20%, 10/06/2024, 1 mo. USD LIBOR + 2.000%

     497,362  
       

 

 

 

          969,217  
       

 

 

 

    

Machinery - Construction & Mining - 0.0%

  
    

Brookfield WEC Holdings, Inc.

  
  198,783   

0.00%, 08/01/2025, 1 mo. USD LIBOR + 3.500%(14)

     199,280  
       

 

 

 

    

Media - 0.5%

  
    

CSC Holdings LLC

  
  498,724   

4.60%, 07/17/2025, 1 mo. USD LIBOR + 2.250%

     496,854  
    

Gray Television, Inc.

  
  498,747   

4.80%, 01/02/2026, 1 mo. ICE LIBOR + 2.500%

     499,724  
    

Houghton Mifflin Harcourt Publishing Co.

  
  249,351   

5.20%, 05/31/2021, 1 mo. USD LIBOR + 3.000%

     238,337  
    

ION Media Networks, Inc.

  
  611,751   

0.00%, 12/18/2024, 1 mo. USD LIBOR + 3.000%(14)

     610,797  
    

MTN Infrastructure TopCo, Inc.

  
  598,485   

5.20%, 11/15/2024, 1 mo. USD LIBOR + 3.000%

     595,492  
    

NASCAR Holdings, Inc.

  
  110,000   

0.00%, 07/26/2026, 1 mo. USD LIBOR + 2.750%(14)

     110,482  
    

Nexstar Broadcasting, Inc.

  
  690,000   

0.00%, 06/19/2026, 1 mo. USD LIBOR + 2.750%(14)

     689,855  
    

PSAV Holdings LLC

  
  498,737   

5.60%, 03/01/2025, 3 mo. USD LIBOR + 3.250%

     484,713  
    

Sinclair Television Group, Inc.

  
  285,714   

0.00%, 07/17/2026, 1 mo. USD LIBOR + 2.500%(14)

     286,072  
    

UPC Financing Partnership

  
  500,000   

4.90%, 01/15/2026, 1 mo. USD LIBOR + 2.500%

     499,740  


 

Hartford Multi-Asset Income and Growth Fund (Formerly The Hartford Balanced Fund)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Ziggo Secured Finance Partnership

                                   
$   500,000   

0.00%, 04/15/2025, 1 mo. USD LIBOR + 2.500%(14)

   $ 496,735  
       

 

 

 

          5,008,801  
       

 

 

 

    

Miscellaneous Manufacturing - 0.1%

  
    

Core & Main LP

  
  100,000   

5.20%, 08/01/2024, 6 mo. USD LIBOR + 2.750%

     99,875  
    

USI, Inc.

  
  498,731   

5.30%, 05/16/2024, 3 mo. USD LIBOR + 3.000%

     491,355  
    

Wilsonart LLC

  
  249,364   

0.00%, 12/19/2023, 3 mo. USD LIBOR + 3.250%(14)

     244,439  
       

 

 

 

          835,669  
       

 

 

 

    

Oil & Gas - 0.1%

  
    

NorthRiver Midstream Finance L.P.

  
  498,744   

5.60%, 10/01/2025, 1 mo. USD LIBOR + 3.250%

     498,923  
    

Traverse Midstream Partners LLC

  
  498,744   

6.30%, 09/27/2024, 3 mo. USD LIBOR + 4.000%

     487,273  
       

 

 

 

          986,196  
       

 

 

 

    

Oil & Gas Services - 0.0%

  
    

Lower Cadence Holdings LLC

  
  485,000   

6.30%, 05/22/2026, 1 mo. USD LIBOR + 4.000%

     483,584  
       

 

 

 

    

Packaging & Containers - 0.3%

  
    

Berlin Packaging LLC

  
  698,237   

5.40%, 11/07/2025, 1 mo. USD LIBOR + 3.000%

     684,851  
    

Berry Global, Inc.

  
EUR   215,000   

2.50%, 07/01/2026, 3 mo. USD LIBOR + 2.500%

     238,079  
$   440,000   

4.90%, 07/01/2026, 3 mo. USD LIBOR + 2.500%

     439,406  
    

Charter NEX US, Inc.

  
  200,000   

5.70%, 05/16/2024, 1 mo. USD LIBOR + 3.500%

     199,550  
    

Flex Acquisition Co., Inc.

  
  200,000   

5.30%, 12/29/2023, 3 mo. USD LIBOR + 3.000%

     190,968  
  497,278   

5.60%, 06/29/2025, 1 mo. USD LIBOR + 3.250%

     475,676  
    

Pregis Corp.

  
  140,000   

0.00%, 07/23/2026, 1 mo. USD LIBOR + 4.000%(14)

     139,709  
    

Reynolds Group Holdings, Inc.

  
  698,210   

5.00%, 02/05/2023, 1 mo. USD LIBOR + 2.750%

     697,735  
       

 

 

 

          3,065,974  
       

 

 

 

    

Pharmaceuticals - 0.2%

  
    

Catalent Pharma Solutions, Inc.

  
  319,200   

4.50%, 05/18/2026, 1 mo. USD LIBOR + 2.250%

     320,598  
    

Endo Luxembourg Finance Co., S.a r.l.

  
  498,728   

6.50%, 04/29/2024, 1 mo. USD LIBOR + 4.250%

     454,157  
    

NVA Holdings, Inc.

  
  498,744   

5.00%, 02/02/2025, 3 mo. USD LIBOR + 2.750%

     498,225  
    

Valeant Pharmaceuticals International, Inc.

  
  480,759   

0.00%, 06/02/2025, 1 mo. USD LIBOR + 3.000%(14)

     482,321  
       

 

 

 

          1,755,301  
       

 

 

 

    

Real Estate Investment Trusts - 0.1%

  
    

VICI Properties LLC

  
  500,000   

4.30%, 12/20/2024, 1 mo. USD LIBOR + 2.000%

     498,670  
       

 

 

 

    

Retail - 0.4%

  
    

American Builders & Contractors Supply Co., Inc.

  
  748,087   

4.20%, 10/31/2023, 1 mo. USD LIBOR + 2.000%

     743,411  
    

B.C. Unlimited Liability Co.

  
  498,724   

4.50%, 02/16/2024, 1 mo. USD LIBOR + 2.250%

     498,600  
    

Bass Pro Group LLC

  
  498,731   

7.20%, 09/25/2024, 1 mo. USD LIBOR + 5.000%

     471,121  
    

Belron Finance U.S. LLC

  
  249,373   

5.00%, 11/13/2025, 1 mo. USD LIBOR + 2.500%

     250,309  
    

Harbor Freight Tools USA, Inc.

  
  500,000   

4.70%, 08/18/2023, 1 mo. USD LIBOR + 2.500%

     490,765  
    

Sage Borrow Co. LLC

  
  155,000   

0.00%, 06/22/2026, 1 mo. USD LIBOR + 4.750%(14)

     155,581  


 

Hartford Multi-Asset Income and Growth Fund (Formerly The Hartford Balanced Fund)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Staples, Inc.

                                   
$   500,000   

7.30%, 04/16/2026, 3 mo. USD LIBOR + 5.000%

   $ 487,190  
    

Sunshine Luxembourg S.a.r.l.

  
  660,000   

0.00%, 07/16/2026, 1 mo. USD LIBOR + 4.250%(14)

     662,145  
    

U.S. Foods, Inc.

  
  648,329   

4.20%, 06/27/2023, 1 mo. USD LIBOR + 2.000%

     647,169  
       

 

 

 

          4,406,291  
       

 

 

 

    

Semiconductors - 0.1%

  
    

Microchip Technology, Inc.

  
  500,000   

4.20%, 05/29/2025, 1 mo. USD LIBOR + 2.000%

     499,375  
       

 

 

 

    

Software - 0.3%

  
    

Change Healthcare Holdings LLC

  
  416,488   

4.70%, 03/01/2024, 1 mo. USD LIBOR + 2.500%

     415,380  
    

Cypress Intermediate Holdings, Inc.

  
  498,728   

5.00%, 04/26/2024, 1 mo. USD LIBOR + 2.750%

     493,222  
    

Infor U.S., Inc.

  
  499,563   

5.10%, 02/01/2022, 1 mo. USD LIBOR + 2.750%

     499,473  
    

McAfee, LLC

  
  99,749   

0.00%, 09/30/2024, 1 mo. USD LIBOR + 3.750%(14)

     99,693  
    

SS&C Technologies Holdings Europe S.a.r.l.

  
  297,016   

4.50%, 04/16/2025, 1 mo. USD LIBOR + 2.250%

     296,832  
    

SS&C Technologies, Inc.

  
  436,252   

4.50%, 04/16/2025, 1 mo. USD LIBOR + 2.250%

     435,981  
    

WEX, Inc.

  
  648,375   

4.50%, 05/15/2026, 1 mo. USD LIBOR + 2.250%

     648,725  
       

 

 

 

          2,889,306  
       

 

 

 

    

Telecommunications - 0.2%

  
    

Altice France S.A.

  
  498,731   

6.00%, 01/31/2026, 3 mo. USD LIBOR +3.688%

     493,120  
    

CenturyLink, Inc.

  
  498,734   

5.00%, 01/31/2025, 1 mo. USD LIBOR + 2.750%

     495,338  
    

Masmovil Holdphone S.A.

  
EUR   518,617   

0.00%, 05/07/2026, 1 mo. USD LIBOR + 3.250%(14)

     575,338  
    

Sprint Communications, Inc.

  
$   748,087   

4.80%, 02/02/2024, 1 mo. USD LIBOR + 2.500%

     746,029  
       

 

 

 

          2,309,825  
       

 

 

 

    

Textiles - 0.0%

  
    

ASP Unifrax Holdings, Inc.

  
  249,373   

6.10%, 12/12/2025, 3 mo. USD LIBOR + 3.750%

     240,334  
       

 

 

 

    

Total Senior Floating Rate Interests
(cost $50,023,787)

   $ 49,852,220  
       

 

 

 

U.S. Government Agencies - 2.2%

  
    

Mortgage-Backed Agencies - 2.2%

  
    

FHLMC - 1.7%

  
$   285,665   

3.02%, 03/25/2030, 1 mo. USD LIBOR + 0.750%(6)

   $ 286,097  
  5,105,488   

3.50%, 08/01/2048

     5,232,003  
  556,174   

3.57%, 04/25/2029, 1 mo. USD LIBOR + 1.300%(6)

     558,693  
  29,454   

4.00%, 03/01/2041

     31,241  
  1,100,000   

4.77%, 03/25/2030, 1 mo. USD LIBOR + 2.500%(6)

     1,125,332  
  350,000   

4.92%, 12/25/2029, 1 mo. USD LIBOR + 2.650%(6)

     358,913  
  1,100,000   

5.72%, 10/25/2029, 1 mo. USD LIBOR + 3.450%(6)

     1,176,188  
  500,000   

5.82%, 08/25/2029, 1 mo. USD LIBOR + 3.550%(6)

     529,538  
  1,088,252   

6.27%, 08/25/2024, 1 mo. USD LIBOR + 4.000%(6)

     1,163,828  
  670,067   

6.82%, 10/25/2024, 1 mo. USD LIBOR + 4.550%(6)

     719,139  
  1,100,000   

6.97%, 03/25/2028, 1 mo. USD LIBOR + 4.700%(6)

     1,186,846  
  740,506   

7.02%, 10/25/2024, 1 mo. USD LIBOR + 4.750%(6)

     791,170  
  1,190,000   

7.42%, 11/25/2028, 1 mo. USD LIBOR + 5.150%(6)

     1,316,266  
  1,250,000   

7.95%, 07/25/2028, 1 mo. USD LIBOR + 5.550%(6)

     1,405,901  
  1,160,000   

8.62%, 09/25/2028, 1 mo. USD LIBOR + 6.350%(6)

     1,324,930  
       

 

 

 

          17,206,085  
       

 

 

 

    

FNMA - 0.4%

  
$   250,598   

2.84%, 10/25/2024, 1 mo. USD LIBOR + 0.400%(6)

   $ 249,667  


 

Hartford Multi-Asset Income and Growth Fund (Formerly The Hartford Balanced Fund)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   1,560,000   

3.00%, 03/25/2053

   $ 1,574,630  
  1,582,719   

3.50%, 06/25/2059

     1,653,970  
  12,324   

4.50%, 04/01/2041

     13,298  
       

 

 

 

          3,491,565  
       

 

 

 

    

GNMA - 0.1%

  
$   477   

6.00%, 11/20/2023

   $ 517  
  706   

6.00%, 12/20/2023

     773  
  112   

6.00%, 01/20/2024

     121  
  553   

6.00%, 02/20/2024

     600  
  126   

6.00%, 02/20/2026

     137  
  624   

6.00%, 02/20/2027

     676  
  167   

6.00%, 01/20/2028

     181  
  5,144   

6.00%, 02/20/2028

     5,635  
  6,712   

6.00%, 04/20/2028

     7,510  
  2,569   

6.00%, 06/15/2028

     2,848  
  16,629   

6.00%, 07/20/2028

     18,630  
  16,743   

6.00%, 08/20/2028

     18,585  
  4,967   

6.00%, 10/15/2028

     5,448  
  23,469   

6.00%, 11/15/2028

     25,804  
  17,482   

6.00%, 03/20/2029

     19,581  
  20,937   

6.00%, 09/20/2029

     23,184  
  21,277   

6.00%, 04/20/2030

     23,084  
  3,066   

6.00%, 06/20/2030

     3,326  
  2,218   

6.00%, 08/15/2034

     2,479  
  25,941   

6.50%, 03/15/2028

     28,557  
  3,923   

6.50%, 05/15/2028

     4,319  
  11,523   

6.50%, 07/15/2028

     12,686  
  9,898   

6.50%, 10/15/2028

     10,908  
  838   

6.50%, 12/15/2028

     924  
  12,717   

6.50%, 01/15/2029

     13,999  
  10,362   

6.50%, 02/15/2029

     11,407  
  49,382   

6.50%, 03/15/2029

     54,362  
  11,844   

6.50%, 04/15/2029

     13,040  
  6,898   

6.50%, 05/15/2029

     7,622  
  8,591   

6.50%, 06/15/2029

     9,458  
  12,274   

6.50%, 02/15/2035

     13,911  
  25,798   

7.00%, 11/15/2031

     28,476  
  16,973   

7.00%, 03/15/2032

     18,805  
  150,622   

7.00%, 11/15/2032

     177,343  
  4,087   

7.00%, 01/15/2033

     4,712  
  13,979   

7.00%, 05/15/2033

     16,039  
  25,218   

7.00%, 07/15/2033

     28,615  
  39,101   

7.00%, 11/15/2033

     44,906  
  1,818   

8.00%, 12/15/2029

     1,838  
  1,534   

8.00%, 04/15/2030

     1,581  
  6,813   

8.00%, 05/15/2030

     6,888  
  203   

8.00%, 07/15/2030

     208  
  5,985   

8.00%, 08/15/2030

     6,230  
  12,670   

8.00%, 11/15/2030

     13,329  
  71,769   

8.00%, 02/15/2031

     76,753  
       

 

 

 

          766,035  
       

 

 

 

    

Total U.S. Government Agencies
(cost $21,382,971)

   $ 21,463,685  
       

 

 

 

U.S. Government Securities - 9.7%

                                       
    

U.S. Treasury Bonds - 3.8%

  
$   665,000   

2.75%, 11/15/2042

   $ 696,925  
  4,105,000   

2.88%, 05/15/2043

     4,389,143  
  26,860,000   

3.00%, 08/15/2048(16)

     29,441,078  
  575,000   

3.00%, 02/15/2049

     631,085  
  2,167,500   

3.13%, 02/15/2043

     2,416,847  
  200,000   

3.13%, 08/15/2044(16)

     222,985  
       

 

 

 

          37,798,063  
       

 

 

 


 

Hartford Multi-Asset Income and Growth Fund (Formerly The Hartford Balanced Fund)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

U.S. Treasury Notes - 5.9%

                                   
$   4,968,131   

0.75%, 07/15/2028(17)

   $ 5,183,872  
  410,000   

1.25%, 03/31/2021

     405,275  
  1,325,000   

2.13%, 12/31/2022

     1,337,163  
  5,020,000   

2.13%, 03/31/2024

     5,079,809  
  1,600,000   

2.25%, 04/30/2024

     1,628,812  
  1,915,000   

2.38%, 04/30/2026

     1,969,084  
  5,135,000   

2.38%, 05/15/2029

     5,295,469  
  1,500,000   

2.50%, 02/28/2021

     1,511,777  
  300,000   

2.50%, 01/31/2024

     308,309  
  4,700,000   

2.63%, 12/31/2023

     4,852,566  
  3,090,000   

2.63%, 02/15/2029

     3,251,139  
  5,630,000   

2.88%, 10/31/2020

     5,688,939  
  2,720,000   

2.88%, 11/15/2021

     2,780,244  
  9,550,000   

2.88%, 10/31/2023

     9,945,803  
  8,225,000   

2.88%, 08/15/2028

     8,813,923  
  190,000   

2.88%, 05/15/2049

     203,812  
       

 

 

 

          58,255,996  
       

 

 

 

    

Total U.S. Government Securities
(cost $88,826,290)

   $ 96,054,059  
       

 

 

 

Convertible Bonds - 0.8%

  
    

Internet - 0.3%

  
    

Priceline Group, Inc.

  
  2,164,000   

0.90%, 09/15/2021(2)

     2,491,496  
       

 

 

 

    

Media - 0.2%

  
    

DISH Network Corp.

  
  2,630,000   

3.38%, 08/15/2026

     2,409,969  
       

 

 

 

    

Semiconductors - 0.3%

  
    

Microchip Technology, Inc.

  
  1,436,000   

1.63%, 02/15/2025

     2,749,933  
       

 

 

 

    

Total Convertible Bonds
(cost $7,255,702)

   $ 7,651,398  
       

 

 

 

Exchange-Traded Funds - 0.5%

  
    

Other Investment Pools & Funds - 0.5%

  
  100,000   

Invesco Senior Loan ETF(2)

     2,282,000  
  50,000   

SPDR Blackstone

     2,323,500  
       

 

 

 

          4,605,500  
       

 

 

 

    

Total Exchange-Traded Funds
(cost $4,633,000)

   $ 4,605,500  
       

 

 

 

Preferred Stocks - 0.1%

  
    

Telecommunication Services - 0.1%

  
  56,300   

Telefonica Brasil S.A. *

     771,546  
       

 

 

 

    

Total Preferred Stocks
(cost $666,361)

   $ 771,546  
       

 

 

 

    

Total Long-Term Investments
(cost $944,486,975)

   $ 957,195,177  
       

 

 

 

Short-Term Investments - 6.6%

  
    

Other Investment Pools & Funds - 5.9%

  
  57,766,827   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.25%(18)

     57,766,827  
       

 

 

 

    

Securities Lending Collateral - 0.7%

  
  359,850   

Citibank NA DDCA, 2.37%, 8/1/2019(18)

     359,850  
  4,081,911   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.23%(18)

     4,081,911  
  600,071   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.21%(18)

     600,071  
  571,453   

Invesco Government & Agency Portfolio, Institutional Class, 2.23%(18)

     571,453  
  1,456,136   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.25%(18)

     1,456,136  


 

Hartford Multi-Asset Income and Growth Fund (Formerly The Hartford Balanced Fund)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  127,572   

Western Asset Institutional Government Class A Fund, Institutional Class, 2.19%(18)

      $ 127,572   
          

 

 

 
             7,196,993   
          

 

 

 
    

Total Short-Term Investments
(cost $64,963,820)

      $ 64,963,820   
          

 

 

 
    

Total Investments
(cost $1,009,450,795)

     103.4%      $ 1,022,158,997   
    

Other Assets and Liabilities

     (3.4)%        (33,711,708)  
       

 

 

    

 

 

 
    

Total Net Assets

     100.0%      $ 988,447,289   
       

 

 

    

 

 

 

 

Note:

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

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

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

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

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

 

*

Non-income producing.

 

(1)

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 July 31, 2019, the aggregate value of these securities was $271,763,890, representing 27.5% of net assets.

(2)

Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments for securities lending information.

(3)

Investment valued using significant unobservable inputs.

(4)

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At July 31, 2019, the aggregate fair value of these securities was $803,426, which represented 0.1% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

(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 $739,257 or 0.1% of net assets.

(6)

Variable rate securities; the rate reported is the coupon rate in effect at July 31, 2019.

(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 $1,465,000 at July 31, 2019.

(10)

Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at July 31, 2019. Rate will reset at a future date.

(11)

Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

(12)

Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

(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. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of July 31, 2019.

(14)

Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

(15)

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 July 31, 2019, the aggregate value of these securities was $25,315,372, representing 2.6% of net assets.

(16)

This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.


 

Hartford Multi-Asset Income and Growth Fund (Formerly The Hartford Balanced Fund)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

(17)

The principal amount for this security is adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

(18)

Current yield as of period end.

Futures Contracts Outstanding at July 31, 2019

 

Description    Number  
of  
Contracts  
       Expiration Date       

Current

Notional

Amount

     Value and
Unrealized
Appreciation/
(Depreciation)

Long position contracts:

           

U.S. Treasury 5-Year Note Future

     57        09/30/2019      $           6,700,617      $ (11,597

U.S. Treasury 10-Year Note Future

     19        09/19/2019        2,421,016        41,818  
           

 

 

 

Total

            $ 30,221  
           

 

 

 

           
           

 

 

 

  Total futures contracts

            $             30,221  
           

 

 

 


 

Hartford Multi-Asset Income and Growth Fund (Formerly The Hartford Balanced Fund)

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Description    Total   Level 1   Level 2    Level 3(1)  

Assets

         

Common Stocks

         

Automobiles & Components

   $ 7,672,645     $ 7,191,709     $ 480,936      $  

Banks

     4,229,302       674,804       3,554,498         

Capital Goods

     13,653,894       5,700,461       7,953,433         

Commercial & Professional Services

     239,187             239,187         

Consumer Durables & Apparel

     13,840,595       11,269,151       2,571,444         

Consumer Services

     1,759,481       1,759,481               

Diversified Financials

     11,141,884       8,878,907       2,262,977         

Energy

     44,567,514       35,457,357       9,110,157         

Food & Staples Retailing

     1,080,637       743,129       337,508         

Food, Beverage & Tobacco

     4,542,351       1,857,862       2,684,489         

Health Care Equipment & Services

     1,745,123       1,360,140       384,983         

Household & Personal Products

     780,739       552,095       228,644         

Insurance

     17,054,348       2,473,844       14,580,504         

Materials

     8,091,153       2,720,913       5,370,240         

Media & Entertainment

     2,607,839       2,437,682       170,157         

Pharmaceuticals, Biotechnology & Life Sciences

     15,437,255       6,047,744       9,389,511         

Real Estate Investment Trusts

     30,306,962       22,331,555       7,975,407         

Retailing

     1,973,240       923,868       310,115        739,257  

Semiconductors & Semiconductor Equipment

     4,063,736       2,244,981       1,818,755         

Software & Services

     11,716,366       11,030,743       685,623         

Technology Hardware & Equipment

     2,415,405       1,169,076       1,246,329         

Telecommunication Services

     12,753,190       2,587,296       10,165,894         

Transportation

     1,689,823       904,971       784,852         

Utilities

     9,182,665       5,045,839       4,136,826         

Asset & Commercial Mortgage Backed Securities

     121,397,984             121,333,815        64,169  

Corporate Bonds

     241,480,736             241,480,736         

Equity Linked Securities

     124,828,585                    124,828,585  

Foreign Government Obligations

     58,704,693             58,704,693         

Municipal Bonds

     7,839,437             7,839,437         

Senior Floating Rate Interests

     49,852,220             49,852,220         

U.S. Government Agencies

     21,463,685             21,463,685         

U.S. Government Securities

     96,054,059             96,054,059         

Convertible Bonds

     7,651,398             7,651,398         

Exchange-Traded Funds

     4,605,500       4,605,500               

Preferred Stocks

     771,546       771,546               

Short-Term Investments

     64,963,820       64,963,820               

Foreign Currency Contracts(2)

     690,588             690,588         

Futures Contracts(2)

     41,818       41,818               

Swaps - Total Return(2)

     41,647             41,647         
  

 

 

 

 

 

 

 

 

 

 

 

  

 

 

 

Total

   $ 1,022,933,050     $ 205,746,292     $ 691,554,747      $ 125,632,011  
  

 

 

 

 

 

 

 

 

 

 

 

  

 

 

 

Liabilities

      

Futures Contracts(2)

   $ (11,597   $ (11,597   $      $  
  

 

 

 

 

 

 

 

 

 

 

 

  

 

 

 

Total

   $ (11,597   $ (11,597   $      $  
  

 

 

 

 

 

 

 

 

 

 

 

  

 

 

 

(1) For the period ended July 31, 2019, there were no transfers in and out of Level 3.

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


 

Hartford Multi-Asset Income and Growth Fund (Formerly The Hartford Balanced Fund)

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2019 in valuing the Fund’s investments.

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the period ended July 31, 2019:

 

    Common Stocks     Asset-Backed     Equity Linked
Securities
    Total  

Beginning balance

  $ 1,595,946     $ 163,649     $       $ 1,759,595  

Purchases

    -       -     $ 125,791,091     $ 125,791,091  

Sales

    -     $ (99,480     -     $ (99,480

Accrued discounts/(premiums)

    -       -       -       -  

Total realized gain/(loss)

    -       -       -       -  

Net change in unrealized appreciation/depreciation

  $ (856,689     -     $ (962,506   $ (1,819,195

Transfers into Level 3

    -       -       -       -  

Transfers out of Level 3

    -       -       -       -  
       

Ending balance

  $         739,257     $         64,169     $         125,828,585     $         125,632,011  
       

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at July 31, 2019 was $(1,819,195).


 

Hartford Municipal Income Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Shares or Principal Amount    Market Value

Municipal Bonds - 93.7%

  
    

Alabama - 2.0%

                                   
    

Jefferson County, AL, Board of Education

  
$   150,000   

5.00%, 02/01/2046

   $ 175,669  
    

State of Alabama, Docks Department

  
  300,000   

5.00%, 10/01/2024

     347,106  
    

Tuscaloosa County, AL, Industrial Dev Auth

  
  100,000   

5.25%, 05/01/2044(1)

     110,939  
       

 

 

 

          633,714  
       

 

 

 

    

Arizona - 2.2%

  
    

Maricopa County, AZ, Industrial Dev Auth

  
  100,000   

5.00%, 09/01/2042

     117,323  
    

Maricopa County, AZ, Pollution Control Corp.

  
  200,000   

5.00%, 06/01/2035

     204,712  
    

Salt Verde Financial Corp., AZ, Rev

  
  200,000   

5.00%, 12/01/2037

     264,176  
    

Tempe, AZ, Industrial Dev Auth

  
  110,000   

4.00%, 10/01/2023(1)

     111,195  
       

 

 

 

          697,406  
       

 

 

 

    

California - 3.1%

  
    

City of Los Angeles, CA, Department of Airports

  
  100,000   

5.00%, 05/15/2026

     119,411  
    

Elk Grove, CA, Finance Auth Special Tax

  
  45,000   

5.00%, 09/01/2032

     53,136  
    

Los Angeles County, CA, Metropolitan Transportation Auth

  
  90,000   

4.00%, 06/01/2034

     101,013  
    

Orange County, CA, Community Facs Dist, Special Tax

  
  100,000   

5.00%, 08/15/2023

     111,783  
  150,000   

5.00%, 08/15/2033

     173,526  
    

Romoland, CA, School Dist

  
  100,000   

5.00%, 09/01/2043

     114,160  
    

San Bernardino City, CA, Unified School Dist, GO

  
  100,000   

0.00%, 08/01/2027(2)

     85,521  
    

San Joaquin Hills, CA, Transportation Corridor Agency

  
  255,000   

0.00%, 01/15/2025(2)

     224,833  
       

 

 

 

          983,383  
       

 

 

 

    

Colorado - 2.6%

  
    

City & County of Denver, CO, Airport System Rev

  
  175,000   

5.00%, 12/01/2036

     230,389  
    

Denver, CO, Convention Center Hotel Auth

  
  150,000   

5.00%, 12/01/2040

     172,905  
    

Denver, CO, Urban Renewal Auth

  
  100,000   

5.25%, 12/01/2039(1)

     105,978  
    

E-470 Public Highway, CO, Auth Rev

  
  45,000   

2.57%, 09/01/2039, 1 mo. USD LIBOR + 1.050%(3)

     45,424  
  25,000   

5.00%, 09/01/2019

     25,072  
    

Park Creek, CO, Metropolitan Dist Rev

  
  100,000   

5.00%, 12/01/2023

     114,079  
  120,000   

5.00%, 12/01/2029

     148,984  
       

 

 

 

          842,831  
       

 

 

 

    

Connecticut - 3.1%

  
    

City of Bridgeport, CT, GO

  
  200,000   

5.00%, 07/15/2048

     231,768  
    

Connecticut State Health & Educational Facs Auth

  
  60,000   

5.00%, 07/01/2042

     70,380  
    

Hamden, CT, GO

  
  250,000   

5.00%, 08/15/2025

     296,908  
    

Hartford, CT, GO

  
  50,000   

5.00%, 07/01/2027

     59,216  
    

State of Connecticut, GO

  
  170,000   

5.00%, 06/15/2026

     202,327  


 

Hartford Municipal Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Waterbury, CT, GO

  
$   100,000   

5.00%, 11/15/2047

   $ 116,500  
       

 

 

 

          977,099  
       

 

 

 

    

District of Columbia - 1.7%

                                   
    

Dist of Columbia, GO

  
  150,000   

5.00%, 06/01/2032

     174,262  
  150,000   

5.00%, 07/01/2042

     159,875  
    

Metropolitan Washington, DC, Airports Auth System Rev

  
  175,000   

5.00%, 10/01/2026

     214,648  
       

 

 

 

          548,785  
       

 

 

 

    

Florida - 5.7%

  
    

City of Atlantic Beach, FL, Health Care Facs Auth

  
  70,000   

5.00%, 11/15/2048

     78,998  
    

Jacksonville, FL, Rev

  
  200,000   

5.00%, 10/01/2030

     220,974  
    

JEA, FL, Electric System Rev

  
  150,000   

5.00%, 10/01/2028

     186,140  
    

JEA, FL, Water & Sewer System Rev

  
  150,000   

5.00%, 10/01/2028

     186,140  
    

Lee County, FL, Airport Rev

  
  125,000   

5.00%, 10/01/2032

     147,223  
  100,000   

5.00%, 10/01/2033

     117,554  
    

Miami-Dade County, FL, Aviation Rev

  
  15,000   

5.00%, 10/01/2029

     17,648  
  15,000   

5.00%, 10/01/2031

     17,486  
  20,000   

5.00%, 10/01/2032

     23,253  
  20,000   

5.00%, 10/01/2033

     23,183  
    

Miami-Dade County, FL, Seaport Department Rev

  
  65,000   

5.00%, 10/01/2023

     73,237  
    

Orange County, FL, Health Facs Auth

  
  100,000   

5.00%, 08/01/2031

     112,134  
    

Polk County, FL, Industrial Dev Auth

  
  275,000   

5.00%, 01/01/2029

     315,903  
    

Port St. Lucie, FL, Special Assessment

  
  200,000   

4.00%, 07/01/2027

     228,210  
    

Putnam County, FL, Dev Auth

  
  60,000   

5.00%, 03/15/2042

     70,669  
       

 

 

 

          1,818,752  
       

 

 

 

    

Georgia - 2.3%

  
    

Burke County, GA, Dev Auth Rev

  
  165,000   

2.25%, 10/01/2032(4)

     167,986  
  70,000   

2.35%, 10/01/2032(4)

     70,825  
  125,000   

3.00%, 11/01/2045(4)

     128,171  
    

Georgia Housing & Finance Auth Rev

  
  35,000   

3.50%, 06/01/2039

     36,570  
    

Main Street Natural Gas, Inc., GA

  
  170,000   

5.00%, 05/15/2032

     207,033  
    

Municipal Electric Auth, GA

  
  100,000   

5.00%, 01/01/2028

     119,585  
       

 

 

 

          730,170  
       

 

 

 

    

Hawaii - 0.6%

  
    

State of Hawaii Airports System Rev

  
  150,000   

5.00%, 07/01/2031

     184,619  
       

 

 

 

    

Illinois - 16.2%

  
    

Chicago, IL, Board of Education, GO

  
  140,000   

5.25%, 12/01/2039

     150,473  
  100,000   

5.75%, 04/01/2035

     117,086  
    

Chicago, IL, Metropolitan Water Reclamation Dist, GO

  
  270,000   

5.25%, 12/01/2032

     353,225  
    

Chicago, IL, Midway International Airport Rev

  
  100,000   

5.00%, 01/01/2023

     111,533  
  250,000   

5.00%, 01/01/2041

     277,260  
    

Chicago, IL, Transit Auth

  


 

Hartford Municipal Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   75,000   

5.00%, 06/01/2020

   $ 77,132  
  100,000   

5.00%, 12/01/2044

     111,971  
  160,000   

5.25%, 12/01/2024

     173,598  
    

City of Chicago, IL, GO

                                   
  250,000   

5.00%, 01/01/2026

     278,275  
    

City of Decatur, IL, GO

  
  110,000   

5.00%, 03/01/2034

     126,839  
  150,000   

5.00%, 03/01/2035

     172,447  
    

Cook County, IL, Community High School Dist No. 212 Leyden

  
  105,000   

5.00%, 12/01/2027

     121,063  
  170,000   

5.00%, 12/01/2030

     194,441  
    

Cook County, IL, GO

  
  105,000   

5.00%, 11/15/2028

     109,322  
    

Illinois State Finance Auth Rev

  
  150,000   

5.00%, 11/15/2030

     173,506  
  150,000   

5.00%, 02/15/2033

     180,600  
  245,000   

5.00%, 08/15/2035

     277,061  
  150,000   

5.00%, 10/01/2041

     174,424  
    

Illinois State Toll Highway Auth, Taxable Rev

  
  100,000   

5.00%, 01/01/2031

     124,856  
    

Kane Cook & DuPage Counties, IL, GO

  
  150,000   

5.00%, 01/01/2035

     166,310  
    

Kane McHenry Cook & DeKalb Counties, IL, Unified School Dist, GO

  
  100,000   

5.00%, 01/01/2023

     111,851  
    

Metropolitan Pier & Exposition Auth, IL

  
  125,000   

0.00%, 06/15/2020(2)

     123,089  
  105,000   

0.00%, 12/15/2042(5)

     68,452  
    

Railsplitter, IL, Tobacco Settlement Auth

  
  100,000   

5.00%, 06/01/2023

     112,831  
  70,000   

5.00%, 06/01/2027

     84,069  
    

Regional Transportation, IL, Auth Rev

  
  80,000   

5.00%, 06/01/2026

     92,738  
  125,000   

6.25%, 07/01/2022

     142,395  
    

Sales Tax Securitization Corp., IL

  
  150,000   

5.00%, 01/01/2029

     178,381  
    

State of Illinois, GO

  
  225,000   

5.00%, 11/01/2021

     238,315  
  50,000   

5.00%, 02/01/2027

     57,104  
  250,000   

5.00%, 05/01/2029

     272,192  
  105,000   

5.00%, 11/01/2029

     117,922  
    

University of Illinois, IL, Auxiliary Facs Rev

  
  90,000   

5.00%, 04/01/2024

     101,378  
       

 

 

 

          5,172,139  
       

 

 

 

    

Indiana - 1.0%

  
    

City of Evansville, IN

  
  85,000   

3.00%, 06/01/2034

     86,889  
    

Indiana Municipal Power Agency

  
  115,000   

5.00%, 01/01/2033

     141,518  
    

Indianapolis, IN, Airport Auth Rev

  
  85,000   

4.75%, 01/01/2030

     86,084  
       

 

 

 

          314,491  
       

 

 

 

    

Kentucky - 1.2%

  
    

Kentucky Bond Dev Corp.

  
  225,000   

5.00%, 09/01/2035

     273,042  
    

Kentucky Economic Dev Finance Auth

  
  90,000   

5.00%, 12/01/2047

     98,021  
       

 

 

 

          371,063  
       

 

 

 

    

Louisiana - 2.3%

  
    

Louisiana State Local Gov’t Environmental Facs & Community Dev Auth Rev

  
  100,000   

5.75%, 11/15/2030

     110,219  
  100,000   

6.00%, 11/15/2030

     111,896  
    

Louisiana State Public Facs Auth Rev

  
  100,000   

5.00%, 05/15/2035

     112,651  
  100,000   

5.00%, 05/15/2047

     113,034  


 

Hartford Municipal Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   40,000   

6.38%, 05/15/2031

   $ 43,668  
    

New Orleans, LA, Aviation Board

  
  200,000   

5.00%, 01/01/2038

     231,136  
       

 

 

 

          722,604  
       

 

 

 

    

Maryland - 0.2%

                                   
    

Maryland Health & Higher Educational Facs Auth

  
  50,000   

2.88%, 07/01/2023

     52,044  
       

 

 

 

    

Massachusetts - 3.0%

  
    

Massachusetts Dev Finance Agency

  
  100,000   

5.00%, 07/01/2034

     115,274  
  145,000   

5.00%, 07/01/2037

     174,384  
  150,000   

5.00%, 07/01/2044

     175,706  
  100,000   

5.00%, 10/01/2047(1)

     109,958  
  150,000   

5.00%, 07/01/2048

     176,542  
    

Massachusetts State, Port Auth

  
  200,000   

4.00%, 07/01/2046

     213,580  
       

 

 

 

          965,444  
       

 

 

 

    

Michigan - 6.4%

  
    

City of Detroit, MI, GO

  
  85,000   

5.00%, 04/01/2022

     90,354  
    

Ecorse, MI, Public School Dist

  
  450,000   

5.00%, 05/01/2027

     558,558  
    

Great Lakes, MI, Water Auth Water Supply System Rev

  
  150,000   

5.00%, 07/01/2046

     174,309  
    

Lansing School Dist

  
  250,000   

5.00%, 05/01/2037

     308,087  
    

Michigan Finance Auth

  
  165,000   

5.00%, 11/01/2034

     203,133  
  100,000   

5.00%, 07/01/2035

     115,300  
  100,000   

5.00%, 05/15/2038

     114,631  
    

New Haven, MI, Community Schools

  
  300,000   

5.00%, 05/01/2032

     369,858  
    

State of Michigan Rev

  
  50,000   

5.00%, 03/15/2027

     62,358  
    

Wayne County, MI, Airport Auth Rev

  
  35,000   

5.00%, 12/01/2030

     41,622  
       

 

 

 

          2,038,210  
       

 

 

 

    

Minnesota - 1.6%

  
    

Duluth, MN, Independent School Dist No. 709

  
  20,000   

4.00%, 02/01/2027

     22,375  
    

Minneapolis-St. Paul, MN, Metropolitan Airports Commission

  
  100,000   

5.00%, 01/01/2031

     119,972  
    

Rochester, MN, Healthcare & Housing Rev Facs

  
  100,000   

4.00%, 12/01/2019

     100,304  
    

St. Francis, MN, Independent School Dist No. 15

  
  200,000   

4.00%, 02/01/2029

     215,702  
    

St. Paul, MN, Housing & Redevelopment Auth

  
  50,000   

5.25%, 11/15/2028

     50,598  
       

 

 

 

          508,951  
       

 

 

 

    

Missouri - 2.2%

  
    

City of St Louis, MO, Airport Rev

  
  150,000   

5.00%, 07/01/2042

     178,314  
    

Kirkwood, MO, Industrial Dev Auth Retirement Community

  
  100,000   

5.25%, 05/15/2032

     113,877  
    

St. Louis County, MO, Industrial Dev Auth

  
  200,000   

5.00%, 09/01/2023

     219,196  
    

St. Louis, MO, Airport Rev

  
  165,000   

5.00%, 07/01/2031

     204,920  
       

 

 

 

          716,307  
       

 

 

 

    

Montana - 1.0%

  
    

Montana Board of Housing

  
  120,000   

4.25%, 12/01/2045

     132,454  


 

Hartford Municipal Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Montana Facs Finance Auth

  
$   150,000   

5.00%, 02/15/2033

   $ 176,139  
       

 

 

 

          308,593  
       

 

 

 

    

Nebraska - 1.1%

                                   
    

Central Plains, NE, Energy Project

  
  300,000   

5.00%, 09/01/2025

     349,824  
       

 

 

 

    

Nevada - 2.3%

  
    

City of North Las Vegas, NV

  
  100,000   

3.50%, 06/01/2023

     102,231  
    

City of Reno, NV

  
  150,000   

5.00%, 06/01/2033

     182,907  
    

Clark County, NV, School Dist, GO

  
  225,000   

5.00%, 06/15/2028

     274,118  
  100,000   

5.00%, 06/15/2029

     123,531  
    

Clark County, NV, Special Improvement Dist

  
  70,000   

2.25%, 12/01/2019

     70,021  
       

 

 

 

          752,808  
       

 

 

 

    

New Jersey - 1.2%

  
    

City of Atlantic City, NJ, GO

  
  50,000   

5.00%, 03/01/2020

     50,987  
    

New Jersey Economic Dev Auth

  
  75,000   

5.00%, 06/15/2023

     84,355  
    

New Jersey Health Care Facs Financing Auth Rev

  
  50,000   

5.25%, 07/01/2026

     53,849  
    

New Jersey Transportation Trust Fund Auth

  
  65,000   

5.00%, 12/15/2023

     74,080  
    

Tobacco Settlement Financing Corp., NJ

  
  90,000   

5.00%, 06/01/2029

     109,196  
       

 

 

 

          372,467  
       

 

 

 

    

New York - 3.2%

  
    

Metropolitan Transportation Auth, NY, Rev

  
  100,000   

5.25%, 11/15/2036

     122,931  
  70,000   

5.25%, 11/15/2040

     73,846  
    

New York State Dormitory Auth Rev

  
  150,000   

5.00%, 03/15/2031

     179,356  
  155,000   

5.00%, 03/15/2037

     187,031  
    

New York State Liberty Dev Corp. Rev

  
  100,000   

5.25%, 10/01/2035

     134,063  
    

New York Transportation Dev Corp. Rev

  
  100,000   

5.00%, 07/01/2046

     110,233  
    

Syracuse, NY, Industrial Dev Agency

  
  110,000   

5.00%, 01/01/2031

     121,151  
    

TSASC, Inc., NY

  
  100,000   

5.00%, 06/01/2023

     111,509  
       

 

 

 

          1,040,120  
       

 

 

 

    

Ohio - 3.8%

  
    

American Municipal Power, Inc., OH

  
  200,000   

4.00%, 02/15/2036

     216,692  
    

Buckeye, OH, Tobacco Settlement Finance Auth

  
  250,000   

5.88%, 06/01/2047

     245,275  
  250,000   

6.00%, 06/01/2042

     248,435  
  150,000   

6.50%, 06/01/2047

     151,214  
    

Cleveland, OH, Airport System Rev

  
  60,000   

5.00%, 01/01/2022

     65,282  
  55,000   

5.00%, 01/01/2023

     61,714  
    

Cleveland, OH, Department of Public Utilities

  
  150,000   

5.00%, 11/15/2030

     185,160  
    

Montgomery County, OH

  
  45,000   

5.00%, 05/01/2039

     45,135  
       

 

 

 

          1,218,907  
       

 

 

 

    

Oklahoma - 0.2%

  
    

Oklahoma Dev Finance Auth

  


 

Hartford Municipal Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   35,000   

5.25%, 08/15/2048

   $ 41,229  
  35,000   

5.50%, 08/15/2057

     41,487  
       

 

 

 

          82,716  
       

 

 

 

    

Oregon - 0.9%

                                   
    

Benton & Linn Counties, OR, Consolidated School Dist No. 509J & 509A Corvallis

  
  55,000   

0.00%, 06/15/2038(5)

     64,702  
    

Marion County, OR, School Dist No. 15 North Marion

  
  40,000   

0.00%, 06/15/2037(2)

     21,388  
    

Multnomah & Clackamas Counties, OR, School Dist No. 10JT Gresham-Barlow

  
  35,000   

0.00%, 06/15/2038(2)

     19,000  
    

Salem Hospital Facs Auth, OR

  
  55,000   

5.00%, 05/15/2025

     64,542  
    

State of Oregon Housing & Community Services Department

  
  115,000   

4.50%, 01/01/2049

     126,249  
       

 

 

 

          295,881  
       

 

 

 

    

Pennsylvania - 6.0%

  
    

City of Philadelphia, PA, GO

  
  300,000   

5.00%, 02/01/2039

     366,423  
    

Commonwealth Finance Auth, PA

  
  150,000   

5.00%, 06/01/2027

     183,883  
    

Delaware River, PA, Joint Toll Bridge Commission

  
  100,000   

5.00%, 07/01/2047

     118,926  
    

Erie, PA, City School Dist, GO

  
  195,000   

5.00%, 04/01/2029

     246,308  
    

Harrisburg, PA, School Dist, GO

  
  90,000   

5.00%, 11/15/2026

     110,864  
    

Lancaster County, PA, Hospital Auth

  
  100,000   

5.13%, 07/01/2037

     107,916  
    

Montgomery County, PA, Industrial Dev Auth Rev

  
  100,000   

5.00%, 12/01/2025

     115,828  
    

Pennsylvania Housing Finance Agency

  
  230,000   

4.75%, 04/01/2033

     251,029  
    

Pennsylvania Turnpike Commission Rev

  
  90,000   

5.00%, 12/01/2031

     107,437  
  145,000   

5.00%, 12/01/2037

     159,004  
    

Pittsburgh, PA, Water & Sewer Auth

  
  50,000   

5.00%, 09/01/2033

     62,711  
    

Wilkes-Barre Area, PA, School Dist

  
  75,000   

5.00%, 04/15/2059

     87,985  
       

 

 

 

          1,918,314  
       

 

 

 

    

Puerto Rico - 0.7%

  
    

Puerto Rico Sales Tax Financing Corp. Sales Tax Rev

  
  300,000   

0.00%, 07/01/2051(2)

     50,763  
  175,000   

5.00%, 07/01/2058

     174,991  
       

 

 

 

          225,754  
       

 

 

 

    

Rhode Island - 0.6%

  
    

Rhode Island Health & Educational Building Corp.

  
  80,000   

5.00%, 05/15/2028

     97,630  
    

Rhode Island Housing & Mortgage Finance Corp.

  
  80,000   

4.00%, 10/01/2032

     82,340  
       

 

 

 

          179,970  
       

 

 

 

    

South Carolina - 1.3%

  
    

South Carolina Jobs-Economic Dev Auth

  
  150,000   

5.00%, 05/01/2028

     188,343  
    

South Carolina State Public Service Auth

  
  50,000   

5.00%, 12/01/2031

     57,477  
  50,000   

5.00%, 12/01/2034

     57,071  
  100,000   

5.00%, 12/01/2050

     112,718  
       

 

 

 

          415,609  
       

 

 

 


 

Hartford Municipal Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Tennessee - 1.1%

  
    

Shelby County, TN, Health Educational & Housing Facs Board Rev

  
$   150,000   

5.00%, 09/01/2025(1)

   $ 156,211  
    

Tennessee Housing Dev Agency

                                   
  185,000   

3.50%, 01/01/2047

     195,216  
       

 

 

 

          351,427  
       

 

 

 

    

Texas - 8.9%

  
    

Arlington, TX, Higher Education Finance Corp. Rev

  
  150,000   

4.00%, 08/15/2030

     168,794  
  250,000   

5.00%, 02/15/2027

     308,667  
    

Austin, TX, Airport System Rev

  
  200,000   

5.00%, 11/15/2031

     231,468  
    

Austin, TX, Independent School Dist

  
  100,000   

4.00%, 08/01/2033

     115,745  
    

Central Texas Turnpike System Rev

  
  250,000   

5.00%, 08/15/2042

     278,240  
    

El Paso, TX, Independent School Dist, GO

  
  150,000   

5.00%, 08/15/2027

     185,073  
    

Harris County, TX, Toll Road Auth

  
  110,000   

5.00%, 08/15/2031

     136,940  
    

Kerrville, TX, Health Facs Dev Corp.

  
  75,000   

5.00%, 08/15/2023

     84,924  
    

Lower Colorado River, TX, Auth Rev

  
  150,000   

5.00%, 05/15/2040

     172,366  
    

New Hope, TX, Cultural Education Facs Finance Corp.

  
  100,000   

5.00%, 11/01/2031

     108,414  
    

North Texas Tollway Auth Rev

  
  130,000   

5.00%, 01/01/2031

     163,969  
  35,000   

6.25%, 01/01/2039

     35,070  
    

Northside, TX, Independent School Dist, GO

  
  250,000   

4.00%, 08/15/2034

     284,965  
    

Texas Municipal Gas Acquisition & Supply Corp. Rev

  
  250,000   

5.25%, 12/15/2025

     300,980  
    

Texas Transportation Commission

  
  60,000   

0.00%, 08/01/2038(2)

     28,063  
    

Wylie, TX, Independent School Dist

  
  200,000   

4.00%, 08/15/2036

     229,432  
       

 

 

 

          2,833,110  
       

 

 

 

    

Utah - 0.6%

  
    

Salt Lake County, UT

  
  175,000   

5.13%, 02/15/2033

     208,569  
       

 

 

 

    

Virginia - 0.3%

  
    

Wise County, VA, Industrial Dev Auth Rev

  
  90,000   

1.88%, 11/01/2040(4)

     90,419  
       

 

 

 

    

Washington - 1.5%

  
    

Port of Seattle, WA

  
  140,000   

5.00%, 05/01/2028

     175,144  
    

Washington State Health Care Facs Auth Rev

  
  115,000   

5.00%, 01/01/2026

     136,368  
  145,000   

5.38%, 01/01/2040

     160,894  
       

 

 

 

          472,406  
       

 

 

 

    

Wisconsin - 1.6%

  
    

Public Finance Auth, WI

  
  100,000   

5.00%, 10/01/2043(1)

     110,080  
  95,000   

5.00%, 10/01/2044

     112,681  
  150,000   

5.00%, 07/01/2048

     173,741  
  100,000   

5.00%, 10/01/2048(1)

     109,787  
       

 

 

 

          506,289  
       

 

 

 

    

Total Municipal Bonds
(cost $28,370,182)

   $ 29,901,195  
       

 

 

 


 

Hartford Municipal Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

Short-Term Investments - 8.7%

 

    

Other Investment Pools & Funds - 8.7%

                                     
  2,768,761    Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class,
2.25%(6)
     $ 2,768,761  
         

 

 

 

    

Total Short-Term Investments
(cost $2,768,761)

     $ 2,768,761  
         

 

 

 

    

Total Investments
(cost $31,138,943)

     102.4   $ 32,669,956  
    

Other Assets and Liabilities

     (2.4)     (760,833
       

 

 

 

 

 

 

 

    

Total Net Assets

     100.0   $ 31,909,123  
       

 

 

 

 

 

 

 

 

Note:

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

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

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

 

(1)

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At July 31, 2019, the aggregate value of these securities was $814,148, representing 2.6% of net assets.

(2)

Security is a zero-coupon bond.

(3)

Variable rate security; the rate reported is the coupon rate in effect at July 31, 2019.

(4)

Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

(5)

Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

(6)

Current yield as of period end.

 

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

 

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

USD

   United States Dollar
Other Abbreviations:      

LIBOR

   London Interbank Offered Rate
Municipal Abbreviations:                  

Auth

   Authority

Dev

   Development

Dist

   District

Facs

   Facilities

GO

   General Obligation

PA

   Port Authority

Rev

   Revenue

VA

   Veterans Administration


 

Hartford Municipal Income Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2019 in valuing the Fund’s investments.

 

Description    Total      Level 1      Level 2      Level  3(1)  

Assets

           

Municipal Bonds

   $ 29,901,195      $      $ 29,901,195      $  

Short-Term Investments

     2,768,761        2,768,761                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $       32,669,956      $       2,768,761      $         29,901,195      $                 —  
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended July 31, 2019, there were no transfers in and out of Level 3.


 

The Hartford Municipal Opportunities Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Shares or Principal Amount

   Market Value

Municipal Bonds - 96.1%

  
    

Alabama - 2.0%

  
    

Alabama Federal Aid Highway Finance Auth

  
$   1,615,000   

5.00%, 09/01/2026

   $ 1,805,764  
  1,250,000   

5.00%, 09/01/2034

     1,530,300  
    

Birmingham, AL, Water Works Board Water Rev

                                   
  1,415,000   

5.00%, 01/01/2029

     1,739,813  
    

Jefferson County, AL, Board of Education

  
  3,000,000   

5.00%, 02/01/2042

     3,530,700  
    

Jefferson County, AL, GO

  
  2,660,000   

5.00%, 04/01/2024

     3,077,859  
    

Lower Alabama Gas Dist

  
  4,000,000   

5.00%, 09/01/2031

     4,997,680  
    

State of Alabama, Docks Department

  
  230,000   

5.00%, 10/01/2024

     266,115  
  1,000,000   

5.00%, 10/01/2032

     1,185,440  
    

Tuscaloosa County, AL, Industrial Dev Auth

  
  1,845,000   

5.25%, 05/01/2044(1)

     2,046,825  
       

 

 

 

          20,180,496  
       

 

 

 

    

Alaska - 0.3%

  
    

CIVICVentures, AK, Rev

  
  2,000,000   

5.00%, 09/01/2025

     2,371,060  
  1,000,000   

5.00%, 09/01/2026

     1,180,400  
       

 

 

 

          3,551,460  
       

 

 

 

    

Arizona - 0.8%

  
    

Maricopa County, AZ, Pollution Control Corp.

  
  4,925,000   

5.00%, 06/01/2035

     5,041,033  
    

Salt Verde Financial Corp., AZ, Rev

  
  855,000   

5.25%, 12/01/2020

     897,151  
    

Sundance, AZ, Community Facs Dist

  
  100,000   

7.13%, 07/01/2027(1)

     100,073  
    

Tempe, AZ, Industrial Dev Auth

  
  2,200,000   

4.00%, 10/01/2023(1)

     2,223,892  
       

 

 

 

          8,262,149  
       

 

 

 

    

California - 6.8%

  
    

California County, CA, Tobacco Securitization Agency

  
  1,050,000   

5.00%, 06/01/2022

     1,130,525  
    

California Health Facs Finance Auth Rev

  
  1,000,000   

5.00%, 02/01/2029

     1,258,680  
    

California State Communities Dev Auth Rev

  
  700,000   

5.00%, 10/01/2022

     756,224  
  1,000,000   

5.63%, 10/01/2032

     1,083,660  
    

California State Public Works Board, Correctional Facs Improvement

  
  1,000,000   

6.00%, 03/01/2035

     1,029,690  
    

California State Public Works Board, Lease Rev

  
  2,000,000   

5.25%, 10/01/2023

     2,178,300  
    

California State, GO

  
  3,750,000   

5.00%, 04/01/2035

     4,778,700  
  3,750,000   

5.00%, 04/01/2036

     4,745,887  
    

California State, GO Taxable

  
  3,000,000   

5.00%, 08/01/2029

     3,708,360  
    

El Dorado, CA, Irrigation Dist

  
  300,000   

5.38%, 08/01/2024

     300,000  
    

Elk Grove, CA, Finance Auth Special Tax

  
  315,000   

5.00%, 09/01/2031

     373,143  
  910,000   

5.00%, 09/01/2032

     1,074,519  
    

Fresno, CA, Unified School Dist

  
  2,600,000   

0.00%, 08/01/2031(2)

     1,833,936  
    

Hemet, CA, Unified School Dist Financing Auth

  
  1,440,000   

5.00%, 09/01/2030

     1,634,429  
  1,535,000   

5.00%, 09/01/2031

     1,735,425  
    

Huntington Park, CA, Public Finance Auth Rev

  
  400,000   

5.25%, 09/01/2019

     401,280  


 

The Hartford Municipal Opportunities Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Inglewood, CA, Redevelopment Agency

  
$   1,000,000   

5.00%, 05/01/2028

   $ 1,243,930  
  1,000,000   

5.00%, 05/01/2029

     1,239,400  
    

Long Beach, CA, Finance Auth Natural Gas

  
  5,225,000   

3.14%, 11/15/2027, 3 mo. USD LIBOR + 1.450%(3)

     5,401,709  
    

Oakland, CA, Airport Rev

  
  500,000   

5.00%, 05/01/2023

     549,195  
  2,000,000   

5.00%, 05/01/2026

     2,126,820  
    

Orange County, CA, Community Facs Dist, Special Tax

                                   
  1,000,000   

5.00%, 08/15/2034

     1,133,580  
  1,000,000   

5.00%, 08/15/2036

     1,147,090  
  2,500,000   

5.00%, 08/15/2041

     2,839,850  
    

Rancho Cucamonga, CA, Redevelopment Agency Tax Allocation

  
  1,000,000   

5.00%, 09/01/2029

     1,173,500  
    

Romoland, CA, School Dist

  
  2,000,000   

5.00%, 09/01/2048

     2,273,400  
    

San Buenaventura, CA, Community Memorial Health System

  
  1,000,000   

7.50%, 12/01/2041

     1,114,720  
    

San Diego, CA, Redevelopment Agency, Centre City Sub Package

  
  60,000   

5.25%, 09/01/2026

     60,208  
    

San Diego, CA, Redevelopment Agency, Tax Allocation

  
  3,000,000   

7.00%, 11/01/2039

     3,044,340  
    

San Diego, CA, United School Dist

  
  805,000   

4.00%, 07/01/2034

     894,178  
  865,000   

4.00%, 07/01/2035

     957,244  
    

San Francisco City & County, CA, Redevelopment Agency

  
  1,120,000   

6.50%, 08/01/2032

     1,120,000  
    

San Joaquin Hills, CA, Transportation Corridor Agency

  
  1,165,000   

5.00%, 01/15/2029

     1,356,759  
    

San Mateo, CA, Joint Powers Finance Auth

  
  1,250,000   

5.00%, 06/15/2029

     1,476,875  
  1,250,000   

5.00%, 06/15/2030

     1,472,337  
    

Santa Cruz County, CA, Redevelopment Agency

  
  2,000,000   

6.63%, 09/01/2029

     2,009,020  
    

Santa Margarita, CA, Water Dist Special Tax

  
  500,000   

4.25%, 09/01/2021

     520,205  
  500,000   

5.00%, 09/01/2022

     539,920  
  500,000   

5.00%, 09/01/2023

     551,260  
  500,000   

5.00%, 09/01/2024

     551,465  
  500,000   

5.00%, 09/01/2025

     549,215  
  2,065,000   

5.00%, 09/01/2028

     2,336,155  
    

Stockton, CA, Redevelopment Agency

  
  1,500,000   

5.00%, 09/01/2029

     1,829,085  
    

Ventura County, CA, Certificates of Participation

  
  1,250,000   

5.63%, 08/15/2027

     1,252,125  
       

 

 

 

          68,786,343  
       

 

 

 

    

Colorado - 1.7%

  
    

Arapahoe County, CO, School Dist No. 6 Littleton

  
  1,230,000   

5.50%, 12/01/2032

     1,613,822  
  1,655,000   

5.50%, 12/01/2034

     2,154,727  
    

City & County of Denver, CO, Airport System Rev

  
  1,000,000   

5.00%, 12/01/2034

     1,323,450  
  1,575,000   

5.00%, 12/01/2036

     2,073,503  
    

Colorado Health Facs Auth Rev

  
  1,330,000   

2.88%, 10/01/2039, 1 mo. USD LIBOR + 1.250%(3)

     1,335,347  
    

Denver City & County School Dist No. 1, CO

  
  1,000,000   

5.50%, 12/01/2029

     1,309,260  
    

Denver, CO, Urban Renewal Auth

  
  1,440,000   

5.25%, 12/01/2039(1)

     1,526,083  
    

E-470 Public Highway, CO, Auth Rev

  
  1,930,000   

2.57%, 09/01/2039, 1 mo. USD LIBOR + 1.050%(3)

     1,948,181  
    

Park Creek, CO, Metropolitan Dist Rev

  
  2,000,000   

5.00%, 12/01/2029

     2,350,980  
  1,195,000   

5.00%, 12/01/2033

     1,454,279  
       

 

 

 

          17,089,632  
       

 

 

 


 

The Hartford Municipal Opportunities Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Connecticut - 3.0%

  
    

City of Bridgeport, CT, GO

  
$   6,500,000   

5.00%, 08/15/2025

   $ 7,719,595  
    

Connecticut Housing Finance Auth

                                   
  450,000   

4.00%, 11/15/2044

     467,721  
  1,270,000   

4.00%, 11/15/2045

     1,337,361  
  1,710,000   

4.00%, 05/15/2047

     1,845,517  
    

Hamden, CT, GO

  
  2,065,000   

5.00%, 08/15/2025

     2,452,456  
    

Hartford, CT, GO

  
  950,000   

5.00%, 07/01/2027

     1,125,104  
    

New Britain, CT, GO

  
  1,500,000   

5.00%, 03/01/2031

     1,798,320  
    

New Haven, CT, GO

  
  2,600,000   

5.00%, 08/01/2024

     3,004,066  
    

State of Connecticut, GO

  
  470,000   

5.00%, 04/15/2022

     516,309  
  250,000   

5.00%, 03/15/2024

     290,260  
  1,450,000   

5.00%, 03/15/2025

     1,724,717  
  750,000   

5.00%, 05/15/2025

     895,583  
  2,425,000   

5.00%, 06/15/2026

     2,956,996  
  2,500,000   

5.00%, 04/15/2029

     3,055,575  
    

Waterbury, CT, GO

  
  405,000   

5.00%, 11/15/2031

     490,674  
  1,000,000   

5.00%, 11/15/2032

     1,205,780  
       

 

 

 

          30,886,034  
       

 

 

 

    

District of Columbia - 0.1%

  
    

Dist of Columbia Rev

  
  735,000   

5.00%, 07/01/2032

     799,445  
  270,000   

5.00%, 07/01/2037

     290,361  
       

 

 

 

          1,089,806  
       

 

 

 

    

Florida - 4.3%

  
    

Broward County, FL, Airport System Rev

  
  145,000   

5.00%, 10/01/2019

     145,911  
  265,000   

5.00%, 10/01/2020

     276,284  
  285,000   

5.00%, 10/01/2021

     307,102  
    

Capital Trust Agency, FL, MF Revenu

  
  2,000,000   

2.77%, 09/01/2027

     2,052,360  
    

City of Atlantic Beach, FL, Health Care Facs Auth

  
  1,430,000   

5.00%, 11/15/2048

     1,613,812  
    

Gainesville, FL, Utilities System Rev

  
  3,380,000   

5.00%, 10/01/2047

     4,135,261  
    

Greater Orlando, FL, Aviation Auth

  
  2,040,000   

5.00%, 10/01/2024

     2,200,018  
    

Magnolia Creek, FL, Community Dev Dist Capital Improvement

  
  500,000   

5.90%, 05/01/2039*

     90,000  
    

Manatee County, FL, School Dist

  
  1,000,000   

5.00%, 10/01/2030

     1,224,290  
    

Miami Beach, FL, Health Facs Auth

  
  190,000   

5.00%, 11/15/2020

     198,677  
    

Miami Beach, FL, Redevelopment Agency

  
  1,000,000   

5.00%, 02/01/2026

     1,155,680  
    

Miami-Dade County, FL, Aviation Rev

  
  1,000,000   

5.00%, 10/01/2024

     1,112,790  
  2,500,000   

5.00%, 10/01/2026

     2,773,750  
  530,000   

5.00%, 10/01/2027

     618,060  
  200,000   

5.00%, 10/01/2035

     208,348  
    

Miami-Dade County, FL, GO

  
  3,000,000   

5.00%, 07/01/2032

     3,546,330  
    

Orange County, FL, Health Facs Auth

  
  1,190,000   

5.00%, 08/01/2024

     1,362,978  
  1,280,000   

5.00%, 08/01/2025

     1,460,070  
  1,350,000   

5.00%, 08/01/2026

     1,534,167  
    

Palm Beach County, FL, Health Facs Auth

  
  1,000,000   

6.75%, 06/01/2024

     1,119,660  


 

The Hartford Municipal Opportunities Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   1,000,000   

6.80%, 06/01/2025

   $ 1,117,800  
    

Polk County, FL, Industrial Dev Auth

  
  1,750,000   

5.00%, 01/01/2039

     1,960,822  
  2,340,000   

5.00%, 01/01/2049

     2,595,715  
  2,330,000   

5.00%, 01/01/2055

     2,577,236  
    

Port St. Lucie, FL, Special Assessment

                                   
  3,000,000   

4.00%, 07/01/2028

     3,411,870  
  3,000,000   

4.00%, 07/01/2029

     3,395,220  
    

Putnam County, FL, Dev Auth

  
  1,150,000   

5.00%, 03/15/2042

     1,354,493  
       

 

 

 

          43,548,704  
       

 

 

 

    

Georgia - 3.6%

  
    

Burke County, GA, Dev Auth Rev

  
  285,000   

1.85%, 12/01/2049(4)

     285,054  
  1,740,000   

2.05%, 10/01/2032(4)

     1,751,971  
  2,665,000   

2.25%, 10/01/2032(4)

     2,713,236  
  2,860,000   

2.35%, 10/01/2032(4)

     2,893,691  
  4,450,000   

3.00%, 11/01/2045(4)

     4,562,896  
    

City of Atlanta, GA, Airport Passenger Facs Charge Rev

  
  2,000,000   

5.00%, 01/01/2023

     2,033,100  
    

Main Street Natural Gas, Inc., GA

  
  2,150,000   

4.00%, 08/01/2049(4)

     2,402,732  
  4,165,000   

5.00%, 05/15/2032

     5,072,304  
    

Monroe County, GA, Dev Auth Rev

  
  3,375,000   

2.40%, 01/01/2039(4)

     3,395,621  
    

Municipal Electric Auth, GA

  
  1,170,000   

5.00%, 01/01/2022

     1,269,778  
  1,000,000   

5.00%, 11/01/2022

     1,113,620  
  1,075,000   

5.00%, 01/01/2024

     1,201,947  
  6,420,000   

5.00%, 01/01/2028

     7,690,443  
       

 

 

 

          36,386,393  
       

 

 

 

    

Hawaii - 0.6%

  
    

State of Hawaii Airports System Rev

  
  2,000,000   

5.00%, 08/01/2022

     2,202,980  
  1,000,000   

5.00%, 07/01/2032

     1,225,920  
  1,000,000   

5.00%, 07/01/2033

     1,221,950  
  155,000   

5.00%, 07/01/2034

     188,637  
  1,000,000   

5.00%, 07/01/2035

     1,212,490  
       

 

 

 

          6,051,977  
       

 

 

 

    

Illinois - 15.8%

  
    

Chicago, IL, Board of Education Rev

  
  1,000,000   

5.00%, 04/01/2046

     1,103,360  
  715,000   

6.00%, 04/01/2046

     839,460  
    

Chicago, IL, Board of Education, COP

  
  665,000   

6.00%, 01/01/2020

     674,749  
    

Chicago, IL, Board of Education, GO

  
  600,000   

5.00%, 12/01/2023

     656,268  
  1,000,000   

5.00%, 12/01/2024

     1,145,860  
  3,500,000   

5.00%, 12/01/2034

     3,915,310  
  1,510,000   

5.00%, 12/01/2042

     1,576,138  
  500,000   

5.25%, 12/01/2020

     522,565  
    

Chicago, IL, Metropolitan Water Reclamation Dist, GO

  
  3,500,000   

5.00%, 12/01/2027

     4,273,150  
  2,530,000   

5.00%, 12/01/2031

     2,723,798  
  1,700,000   

5.25%, 12/01/2032

     2,224,008  
    

Chicago, IL, Midway International Airport Rev

  
  500,000   

5.00%, 01/01/2021

     525,470  
  1,420,000   

5.00%, 01/01/2031

     1,660,406  
  1,000,000   

5.00%, 01/01/2036

     1,162,900  
    

Chicago, IL, Transit Auth

  
  3,000,000   

5.00%, 06/01/2020

     3,085,260  
  415,000   

5.00%, 06/01/2025

     487,953  
  800,000   

5.25%, 12/01/2027

     861,120  
  5,000,000   

5.25%, 12/01/2028

     5,374,550  


 

The Hartford Municipal Opportunities Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

City of Chicago, IL, GO

  
$   1,000,000   

5.00%, 01/01/2020

   $ 1,012,450  
  980,000   

5.00%, 01/01/2021

     1,031,764  
  1,000,000   

5.00%, 12/01/2023

     1,038,770  
  2,000,000   

5.00%, 01/01/2024

     2,181,360  
    

City of Chicago, IL, Wastewater Transmission Rev

  
  1,000,000   

5.00%, 01/01/2028

     1,143,410  
  2,500,000   

5.00%, 01/01/2029

     2,855,075  
    

City of Chicago, IL, Waterworks Rev

                                   
  135,000   

5.00%, 11/01/2023

     149,114  
  1,000,000   

5.00%, 11/01/2027

     1,191,130  
  1,020,000   

5.00%, 11/01/2028

     1,161,933  
  1,205,000   

5.00%, 11/01/2029

     1,314,354  
    

Cook County, IL, Community Consolidated School Dist No. 15, GO

  
  3,465,000   

5.00%, 12/01/2024

     4,075,568  
    

Cook County, IL, Community High School Dist No. 212 Leyden

  
  1,775,000   

5.00%, 12/01/2026

     2,055,840  
  310,000   

5.00%, 12/01/2027

     357,424  
  1,000,000   

5.00%, 12/01/2034

     1,133,880  
    

Cook County, IL, GO

  
  1,000,000   

5.00%, 11/15/2026

     1,186,530  
  4,300,000   

5.00%, 11/15/2027

     5,096,360  
    

Illinois State Finance Auth Rev

  
  1,000,000   

5.00%, 10/01/2023

     1,144,890  
  1,000,000   

5.00%, 11/15/2023

     1,151,550  
  5,000,000   

5.00%, 02/15/2027

     6,213,350  
  700,000   

5.00%, 10/01/2028

     848,778  
  1,000,000   

5.00%, 11/15/2028

     1,177,520  
  2,650,000   

5.00%, 11/15/2031

     3,050,415  
  2,500,000   

5.00%, 11/15/2033

     2,857,950  
  2,135,000   

5.00%, 11/15/2034

     2,444,532  
  1,240,000   

7.75%, 08/15/2034

     1,242,914  
    

Illinois State Toll Highway Auth, Taxable Rev

  
  1,000,000   

5.00%, 01/01/2027

     1,119,580  
  2,500,000   

5.00%, 01/01/2031

     3,063,580  
    

Kane Cook & DuPage Counties, IL, GO

  
  4,200,000   

5.00%, 01/01/2031

     4,720,464  
  1,700,000   

5.00%, 01/01/2034

     1,888,853  
  1,700,000   

5.00%, 01/01/2035

     1,884,841  
    

Kane McHenry Cook & DeKalb Counties, IL, Unified School Dist No. 300, GO

  
  1,875,000   

5.00%, 01/01/2027

     2,181,750  
  2,000,000   

5.00%, 01/01/2029

     2,426,960  
    

Kendall Kane & Will Counties, IL, Unified School Dist, GO

  
  1,665,000   

5.00%, 02/01/2034

     1,918,513  
    

Metropolitan Pier & Exposition Auth, IL

  
  1,120,000   

0.00%, 06/15/2020(2)

     1,102,875  
  4,000,000   

0.00%, 12/15/2024(2)

     3,536,600  
  2,000,000   

0.00%, 06/15/2027(2)

     1,651,680  
  3,895,000   

4.85%, 12/15/2042(5)

     2,539,228  
  1,650,000   

5.00%, 12/15/2020

     1,717,633  
  1,000,000   

5.00%, 12/15/2035

     1,100,930  
    

Railsplitter, IL, Tobacco Settlement Auth

  
  1,000,000   

5.00%, 06/01/2026

     1,207,670  
  1,940,000   

5.00%, 06/01/2027

     2,329,901  
  1,000,000   

5.50%, 06/01/2023

     1,078,180  
    

Regional Transportation, IL, Auth Rev

  
  600,000   

5.00%, 06/01/2035

     694,032  
  8,775,000   

6.00%, 07/01/2024

     10,241,917  
    

Sales Tax Securitization Corp., IL

  
  2,560,000   

5.00%, 01/01/2029

     3,087,340  
  1,000,000   

5.00%, 01/01/2030

     1,179,750  
    

State of Illinois, GO

  
  7,100,000   

5.00%, 11/01/2021

     7,520,178  
  3,500,000   

5.00%, 11/01/2024

     3,862,845  
  1,500,000   

5.00%, 08/01/2025

     1,602,210  
  3,500,000   

5.00%, 11/01/2025

     3,908,205  


 

The Hartford Municipal Opportunities Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   1,985,000   

5.00%, 02/01/2026

   $ 2,170,756  
  2,000,000   

5.00%, 10/01/2026

     2,276,040  
  1,200,000   

5.00%, 02/01/2027

     1,370,496  
  3,120,000   

5.00%, 11/01/2029

     3,503,978  
  950,000   

5.00%, 05/01/2033

     1,022,029  
    

State of Illinois, Sales Tax Rev

                                   
  1,185,000   

5.00%, 06/15/2024

     1,294,850  
  795,000   

6.50%, 06/15/2022

     827,508  
       

 

 

 

          159,960,558  
       

 

 

 

    

Indiana - 1.4%

  
    

City of Evansville, IN

  
  2,030,000   

3.00%, 06/01/2034

     2,075,107  
    

Indiana Municipal Power Agency

  
  1,050,000   

5.00%, 01/01/2032

     1,297,390  
  870,000   

5.00%, 01/01/2033

     1,070,613  
  180,000   

5.00%, 01/01/2034

     220,592  
    

Indiana State Finance Auth Hospital Rev

  
  1,000,000   

5.00%, 12/01/2029

     1,163,510  
    

Indiana State Finance Auth Rev

  
  1,625,000   

5.00%, 03/01/2023

     1,774,760  
    

Indianapolis, IN, Local Public Improvement Bond Bank

  
  1,000,000   

5.00%, 01/01/2029

     1,134,620  
  1,000,000   

5.00%, 01/01/2031

     1,185,070  
    

Richmond, IN, Hospital Auth Rev

  
  775,000   

5.00%, 01/01/2035

     869,627  
    

University of Southern Indiana

  
  250,000   

5.00%, 10/01/2023

     251,593  
    

Whiting, IN, Environmental Facs Rev

  
  1,000,000   

1.85%, 06/01/2044(4)

     1,000,780  
  2,000,000   

5.00%, 03/01/2046(4)

     2,236,320  
       

 

 

 

          14,279,982  
       

 

 

 

    

Iowa - 0.1%

  
    

Iowa Student Loan Liquidity Corp.

  
  650,000   

5.00%, 12/01/2024

     749,769  
       

 

 

 

    

Kansas - 0.3%

  
    

Wyandotte County-Kansas City, KS

  
  1,000,000   

5.00%, 09/01/2025

     1,164,300  
  1,390,000   

5.00%, 09/01/2028

     1,645,552  
       

 

 

 

          2,809,852  
       

 

 

 

    

Kentucky - 1.6%

  
    

Kentucky Bond Dev Corp.

  
  1,000,000   

5.00%, 09/01/2032

     1,227,170  
  1,100,000   

5.00%, 09/01/2033

     1,345,410  
  1,200,000   

5.00%, 09/01/2034

     1,461,636  
  1,025,000   

5.00%, 09/01/2035

     1,243,858  
    

Kentucky Economic Dev Finance Auth

  
  2,910,000   

5.00%, 12/01/2047

     3,169,339  
    

Kentucky Public Energy Auth

  
  4,000,000   

4.00%, 01/01/2049(4)

     4,431,240  
    

Louisville & Jefferson County, KY, Metropolitan Gov’t Rev Catholic Health Initiatives

  
  2,600,000   

5.00%, 12/01/2023

     2,845,908  
       

 

 

 

          15,724,561  
       

 

 

 

    

Louisiana - 1.8%

  
    

Louisiana State Local Gov’t Environmental Facs & Community Dev Auth Rev

  
  975,000   

5.75%, 11/15/2030

     1,074,635  
  1,155,000   

6.00%, 11/15/2030

     1,292,399  
  1,750,000   

6.00%, 11/15/2035

     1,935,553  
    

Louisiana State, GO

  
  4,000,000   

5.00%, 12/01/2031

     4,653,080  
    

New Orleans, LA, Aviation Board

  
  750,000   

5.00%, 01/01/2026

     891,480  
  500,000   

5.00%, 01/01/2027

     604,275  


 

The Hartford Municipal Opportunities Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   1,250,000   

5.00%, 01/01/2034

   $ 1,414,325  
  710,000   

5.00%, 01/01/2035

     827,888  
    

Shreveport, LA, Water & Sewer Rev

                                   
  2,000,000   

5.00%, 12/01/2027

     2,382,200  
  1,000,000   

5.00%, 12/01/2035

     1,203,300  
  1,400,000   

5.00%, 12/01/2036

     1,681,428  
       

 

 

 

          17,960,563  
       

 

 

 

    

Maine - 0.1%

  
    

Finance Auth of Maine

  
  225,000   

5.00%, 12/01/2021

     242,519  
  1,000,000   

5.00%, 12/01/2023

     1,135,850  
       

 

 

 

          1,378,369  
       

 

 

 

    

Maryland - 0.7%

  
    

Howard County, MD, Special Obligation

  
  500,000   

4.00%, 02/15/2028(1)

     529,290  
    

Maryland Economic Dev Corp.

  
  480,000   

4.00%, 06/01/2020

     490,867  
    

Maryland Health & Higher Educational Facs Auth

  
  1,620,000   

2.88%, 07/01/2023

     1,686,226  
    

Rockville, MD, Mayor

  
  2,000,000   

3.00%, 11/01/2025

     2,007,600  
    

State of Maryland, GO

  
  1,840,000   

5.00%, 03/15/2028

     2,311,353  
       

 

 

 

          7,025,336  
       

 

 

 

    

Massachusetts - 2.8%

  
    

Commonwealth of Massachusetts, GO

  
  5,000,000   

5.00%, 01/01/2036

     6,258,200  
  5,000,000   

5.00%, 04/01/2047

     5,924,200  
    

Massachusetts School Building Auth

  
  200,000   

5.00%, 11/15/2030

     245,534  
    

Massachusetts State Dev Finance Agency

  
  1,000,000   

4.00%, 10/01/2024(1)

     1,081,800  
  1,000,000   

4.00%, 10/01/2025(1)

     1,089,940  
  635,000   

4.00%, 10/01/2026(1)

     692,722  
  165,000   

4.00%, 07/15/2036

     187,103  
  1,720,000   

5.00%, 07/01/2028

     2,034,141  
  1,850,000   

5.00%, 07/01/2029

     2,232,982  
  3,350,000   

5.00%, 07/01/2030

     4,003,793  
  955,000   

5.00%, 07/01/2031

     1,168,337  
  2,180,000   

5.00%, 07/01/2043

     2,574,340  
  1,200,000   

8.00%, 04/15/2031

     1,216,644  
       

 

 

 

          28,709,736  
       

 

 

 

    

Michigan - 3.5%

  
    

City of Detroit, MI, GO

  
  500,000   

5.00%, 04/01/2021

     520,855  
    

Great Lakes, MI, Water Auth Water Supply System Rev

  
  5,000,000   

5.00%, 07/01/2029

     6,070,650  
    

Lincoln Park School Dist, GO

  
  1,200,000   

5.00%, 05/01/2030

     1,519,764  
    

Michigan Finance Auth

  
  2,165,000   

5.00%, 04/01/2020

     2,216,289  
  1,000,000   

5.00%, 07/01/2027

     1,184,320  
  1,000,000   

5.00%, 07/01/2028

     1,180,990  
  1,000,000   

5.00%, 07/01/2029

     1,152,700  
  2,700,000   

5.00%, 10/01/2030

     3,090,096  
  2,555,000   

5.00%, 06/01/2033

     2,892,899  
  1,000,000   

5.00%, 06/01/2034

     1,129,610  
  915,000   

5.00%, 11/01/2034

     1,126,466  
  1,000,000   

5.00%, 11/01/2035

     1,227,490  
  1,000,000   

5.00%, 11/01/2036

     1,222,190  
  1,000,000   

5.00%, 11/01/2038

     1,210,490  
    

Michigan State Building Auth

  
  1,000,000   

5.00%, 04/15/2027

     1,238,520  


 

The Hartford Municipal Opportunities Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Michigan State Hospital Finance Auth

  
$   1,505,000   

4.00%, 11/15/2031

   $ 1,708,265  
  345,000   

4.00%, 11/15/2032

     388,711  
    

Michigan State Housing Dev Auth

                                   
  3,170,000   

4.25%, 12/01/2049

     3,489,124  
    

State of Michigan Rev

  
  370,000   

5.00%, 03/15/2027

     461,449  
    

Wayne County, MI, Airport Auth Rev

  
  2,465,000   

5.00%, 12/01/2030

     2,908,523  
       

 

 

 

          35,939,401  
       

 

 

 

    

Minnesota - 0.6%

  
    

Duluth, MN, Independent School Dist No. 709

  
  2,935,000   

3.00%, 02/01/2021

     2,999,951  
  1,180,000   

4.00%, 02/01/2027

     1,320,113  
    

Rochester, MN, Healthcare & Housing Rev Facs

  
  250,000   

4.00%, 12/01/2019

     250,760  
    

St. Francis, MN, Independent School Dist No. 15

  
  315,000   

4.00%, 02/01/2029

     339,731  
  365,000   

4.00%, 02/01/2030

     391,627  
  750,000   

4.00%, 02/01/2031

     801,570  
       

 

 

 

          6,103,752  
       

 

 

 

    

Mississippi - 0.6%

  
    

Mississippi Dev Bank, Special Obligation

  
  1,970,000   

5.00%, 10/01/2033

     2,421,406  
    

State of Mississippi

  
  1,000,000   

5.00%, 10/15/2025

     1,204,690  
  1,850,000   

5.00%, 10/15/2029

     2,192,379  
       

 

 

 

          5,818,475  
       

 

 

 

    

Missouri - 1.6%

  
    

City of St. Louis, MO, Airport Rev

  
  540,000   

5.00%, 07/01/2030

     673,709  
  1,000,000   

5.00%, 07/01/2032

     1,223,030  
  1,000,000   

5.00%, 07/01/2047

     1,180,560  
    

Kansas City Industrial Dev Auth

  
  1,065,000   

5.00%, 03/01/2030

     1,334,413  
  1,000,000   

5.00%, 03/01/2031

     1,243,280  
  490,000   

5.00%, 03/01/2032

     605,616  
    

Kirkwood, MO, Industrial Dev Auth Retirement Community

  
  2,500,000   

5.25%, 05/15/2042

     2,774,200  
  2,000,000   

5.25%, 05/15/2050

     2,206,520  
  3,500,000   

8.25%, 05/15/2045

     3,690,085  
    

St. Louis County, MO, Industrial Dev Auth

  
  1,255,000   

5.00%, 09/01/2026

     1,444,241  
    

Stone Canyon, MO, Community Improvement Dist Rev

  
  1,000,000   

5.75%, 04/01/2027*

     260,000  
       

 

 

 

          16,635,654  
       

 

 

 

    

Montana - 0.6%

  
    

Montana Board of Housing

  
  2,780,000   

4.00%, 12/01/2043

     2,995,339  
    

Montana Facs Finance Auth

  
  2,500,000   

5.00%, 02/15/2028

     3,025,375  
       

 

 

 

          6,020,714  
       

 

 

 

    

Nebraska - 0.5%

  
    

Central Plains, NE, Energy Project

  
  1,000,000   

5.00%, 09/01/2022

     1,094,370  
  210,000   

5.00%, 09/01/2025

     244,877  
  3,325,000   

5.00%, 09/01/2028

     4,058,462  
       

 

 

 

          5,397,709  
       

 

 

 

    

Nevada - 1.0%

  
    

City of North Las Vegas, NV

  
  475,000   

4.50%, 06/01/2039

     494,822  
  745,000   

4.63%, 06/01/2043

     776,797  


 

The Hartford Municipal Opportunities Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   1,000,000   

4.63%, 06/01/2049

   $ 1,037,950  
    

Clark County, NV, School Dist, GO

                                   
  830,000   

5.00%, 06/15/2026

     1,002,291  
  1,000,000   

5.00%, 06/15/2028

     1,242,200  
  1,900,000   

5.00%, 06/15/2029

     2,347,089  
    

Clark County, NV, Special Improvement Dist

  
  755,000   

2.25%, 12/01/2019

     755,226  
    

Las Vegas, NV, Special Improvement Dist

  
  325,000   

5.00%, 06/01/2027

     349,742  
  360,000   

5.00%, 06/01/2028

     385,747  
  615,000   

5.00%, 06/01/2029

     655,885  
    

Nevada State Natural Resources, GO

  
  10,000   

5.00%, 03/01/2026

     11,300  
    

Reno, NV

  
  250,000   

5.00%, 06/01/2024

     289,173  
  250,000   

5.00%, 06/01/2026

     301,918  
       

 

 

 

          9,650,140  
       

 

 

 

    

New Jersey - 1.7%

  
    

City of Atlantic City, NJ, GO

  
  250,000   

5.00%, 03/01/2021

     263,293  
  400,000   

5.00%, 03/01/2022

     434,592  
    

City of Bayonne, NJ, School Dist

  
  705,000   

0.00%, 07/01/2023(2)

     661,635  
    

New Jersey Economic Dev Auth

  
  510,000   

4.88%, 09/15/2019

     511,724  
  1,000,000   

5.00%, 09/01/2021

     1,054,470  
  1,200,000   

5.00%, 06/15/2023

     1,349,688  
    

New Jersey Economic Dev Auth Rev, School Facs Construction Bond

  
  500,000   

5.00%, 06/15/2020

     515,095  
    

New Jersey Health Care Facs Financing Auth Rev

  
  2,855,000   

5.75%, 10/01/2031

     2,876,184  
    

New Jersey Transportation Trust Fund Auth

  
  5,000,000   

0.00%, 12/15/2032(2)

     3,399,950  
  1,500,000   

5.00%, 06/15/2021

     1,597,545  
  1,000,000   

5.00%, 12/15/2023

     1,139,690  
    

Tobacco Settlement Financing Corp., NJ

  
  2,870,000   

5.00%, 06/01/2029

     3,482,142  
       

 

 

 

          17,286,008  
       

 

 

 

    

New York - 6.2%

  
    

City of New York, NY, GO

  
  2,190,000   

5.00%, 08/01/2032

     2,784,037  
  1,250,000   

5.00%, 08/01/2033

     1,578,725  
  2,445,000   

5.00%, 08/01/2034

     3,069,722  
    

Metropolitan Transportation Auth, NY, Rev

  
  370,000   

0.00%, 11/15/2027(2)

     310,918  
    

New York and New Jersey Port Auth, Taxable Rev

  
  2,750,000   

5.00%, 10/15/2025

     3,252,892  
    

New York City Transitional Finance Auth Building Aid Rev

  
  1,000,000   

5.00%, 07/15/2026

     1,232,490  
    

New York City Transitional Finance Auth Future Tax Secured Rev

  
  2,000,000   

4.00%, 11/01/2036

     2,288,460  
  1,525,000   

4.00%, 11/01/2037

     1,735,236  
    

New York City, NY, Housing Dev Corp.

  
  1,335,000   

4.50%, 02/15/2048

     1,414,406  
    

New York Mortgage Agency Rev

  
  650,000   

3.50%, 10/01/2034

     669,728  
    

New York State Dormitory Auth Rev

  
  1,670,000   

5.00%, 03/15/2022

     1,776,045  
  2,000,000   

5.00%, 12/15/2027

     2,248,820  
  2,500,000   

5.00%, 03/15/2030

     2,961,225  
  2,500,000   

5.00%, 03/15/2031

     3,055,325  
  2,500,000   

5.00%, 03/15/2033

     3,031,075  
  3,800,000   

5.00%, 03/15/2035

     4,738,866  
  4,000,000   

5.00%, 03/15/2043

     4,758,200  


 

The Hartford Municipal Opportunities Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

New York State Energy Research & Dev Auth

  
$   860,000   

2.38%, 07/01/2026(4)

   $ 864,180  
    

New York State Liberty Dev Corp. Rev

                                   
  2,300,000   

5.15%, 11/15/2034(1)

     2,575,770  
    

New York State Thruway Auth Rev

  
  1,000,000   

4.00%, 01/01/2037

     1,088,670  
    

New York State Urban Dev Corp. Rev

  
  1,000,000   

5.00%, 03/15/2026

     1,136,710  
    

Sales Tax Asset Receivable Corp., NY

  
  2,500,000   

5.00%, 10/15/2029

     2,961,850  
    

Syracuse, NY, Industrial Dev Agency

  
  320,000   

5.00%, 01/01/2029

     354,870  
  2,635,000   

5.00%, 01/01/2031

     2,902,110  
    

Town of Oyster Bay, NY, GO

  
  615,000   

2.63%, 03/01/2020

     615,308  
  265,000   

3.00%, 03/01/2021

     272,783  
  1,400,000   

4.00%, 02/15/2020

     1,417,864  
  155,000   

4.00%, 11/01/2022

     160,183  
  2,340,000   

5.00%, 08/15/2024

     2,739,251  
    

Triborough Bridge & Tunnel Auth

  
  1,325,000   

0.00%, 11/15/2031(2)

     968,933  
    

TSASC, Inc., NY

  
  2,000,000   

5.00%, 06/01/2026

     2,352,940  
    

Yonkers, NY, GO

  
  885,000   

3.00%, 08/15/2019

     885,620  
  1,000,000   

5.00%, 03/15/2021

     1,062,420  
       

 

 

 

          63,265,632  
       

 

 

 

    

North Carolina - 0.7%

  
    

North Carolina Eastern Municipal Power Agency

  
  1,325,000   

4.00%, 01/01/2020

     1,340,860  
    

North Carolina Housing Finance Agency

  
  2,600,000   

4.00%, 07/01/2047

     2,787,642  
     North Carolina Medical Care Commission Retirement Finance Auth Rev, First Mortgage Galloway Ridge   
  1,555,000   

5.88%, 01/01/2031

     1,575,573  
  1,000,000   

6.00%, 01/01/2039

     1,012,990  
       

 

 

 

          6,717,065  
       

 

 

 

    

North Dakota - 0.4%

  
    

North Dakota Housing Finance Agency

  
  4,000,000   

4.25%, 07/01/2049

     4,405,880  
       

 

 

 

    

Ohio - 3.5%

  
    

Allen County, OH, Hospital Facs Rev

  
  2,000,000   

5.00%, 05/01/2023

     2,196,780  
    

American Municipal Power, Inc., OH

  
  5,000,000   

2.30%, 02/15/2038(4)

     5,092,400  
    

Buckeye, OH, Tobacco Settlement Finance Auth

  
  11,000,000   

5.88%, 06/01/2047

     10,792,100  
  6,680,000   

6.00%, 06/01/2042

     6,638,183  
    

Cleveland, OH, Airport System Rev

  
  1,165,000   

5.00%, 01/01/2022

     1,267,555  
  1,385,000   

5.00%, 01/01/2023

     1,554,067  
    

Cuyahoga, OH, Community College Dist

  
  1,200,000   

5.00%, 08/01/2027

     1,223,508  
    

Dayton, OH, City School Dist, GO

  
  4,000,000   

5.00%, 11/01/2027

     5,008,680  
    

Hamilton County, OH, Sales Tax Rev

  
  430,000   

5.00%, 12/01/2027

     544,634  
    

Montgomery County, OH

  
  1,140,000   

5.00%, 05/01/2039

     1,143,431  
       

 

 

 

          35,461,338  
       

 

 

 

    

Oklahoma - 0.3%

  
    

Oklahoma Dev Finance Auth

  
  935,000   

5.25%, 08/15/2048

     1,101,402  
  935,000   

5.50%, 08/15/2057

     1,108,283  


 

The Hartford Municipal Opportunities Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Oklahoma Housing Finance Agency

  
$   710,000   

5.00%, 09/01/2043

   $ 738,159  
       

 

 

 

          2,947,844  
       

 

 

 

    

Oregon - 2.3%

                                   
    

Benton & Linn Counties, OR, Consolidated School Dist No. 509J & 509A Corvallis

  
  1,665,000   

5.00%, 06/15/2038(5)

     1,958,706  
    

Clackamas County, OR, Hospital Facs Auth

  
  1,150,000   

2.80%, 05/15/2024

     1,150,633  
    

Clackamas County, OR, School Dist No. 12, GO

  
  8,200,000   

0.00%, 06/15/2040(2)

     3,668,106  
    

Jackson County, OR, School Dist No. 4, GO

  
  625,000   

0.00%, 06/15/2034(2)

     386,731  
    

Marion County, OR, School Dist No. 15 North Marion

  
  1,105,000   

0.00%, 06/15/2037(2)

     590,832  
    

Multnomah & Clackamas Counties, OR, School Dist No. 10JT Gresham-Barlow

  
  850,000   

0.00%, 06/15/2038(2)

     461,431  
    

Oregon Health & Science University

  
  2,500,000   

4.00%, 07/01/2046

     2,741,650  
    

Port of Portland, OR, Airport Rev

  
  1,000,000   

5.00%, 07/01/2031

     1,149,990  
  750,000   

5.00%, 07/01/2032

     860,588  
    

Salem, OR, Hospital Facs Auth

  
  910,000   

5.00%, 05/15/2038

     1,048,875  
  720,000   

5.00%, 05/15/2048

     820,778  
    

State of Oregon Housing & Community Services Department

  
  3,390,000   

4.50%, 01/01/2049

     3,721,610  
    

Washington Clackamas & Yamhill Counties, OR, School Dist No. 88J

  
  7,505,000   

0.00%, 06/15/2034(2)

     4,692,051  
       

 

 

 

          23,251,981  
       

 

 

 

    

Pennsylvania - 6.7%

  
    

Allegheny County, PA, Hospital Dev Auth

  
  500,000   

5.38%, 08/15/2029

     500,770  
    

Allegheny County, PA, Industrial Dev Auth, Charter School

  
  915,000   

6.75%, 08/15/2035

     942,999  
    

Beaver County, PA, GO

  
  1,220,000   

5.00%, 11/15/2020

     1,273,046  
  1,285,000   

5.00%, 11/15/2021

     1,389,830  
  1,345,000   

5.00%, 11/15/2022

     1,498,653  
    

City of Philadelphia, PA

  
  965,000   

5.00%, 08/01/2021

     1,037,751  
    

City of Philadelphia, PA, Airport Rev

  
  1,555,000   

5.00%, 02/01/2035

     1,922,260  
    

City of Philadelphia, PA, Water & Wastewater Rev

  
  930,000   

5.00%, 11/01/2029

     1,157,627  
    

Commonwealth Finance Auth, PA

  
  3,000,000   

5.00%, 06/01/2026

     3,550,980  
  125,000   

5.00%, 06/01/2028

     155,798  
  1,070,000   

5.00%, 06/01/2029

     1,326,019  
  145,000   

5.00%, 06/01/2031

     177,358  
    

Delaware River, PA, Joint Toll Bridge Commission

  
  1,000,000   

5.00%, 07/01/2031

     1,233,230  
    

Erie, PA, City School Dist, GO

  
  2,440,000   

5.00%, 04/01/2028

     3,037,067  
  1,105,000   

5.00%, 04/01/2029

     1,395,748  
    

Harrisburg, PA, School Dist, GO

  
  2,410,000   

5.00%, 11/15/2026

     2,968,686  
    

Lancaster County, PA, Hospital Auth

  
  635,000   

5.00%, 07/01/2024

     689,280  
  515,000   

5.00%, 07/01/2025

     565,156  
    

Montgomery County, PA, Industrial Dev Auth Rev

  
  760,000   

5.00%, 12/01/2044

     868,703  
  2,455,000   

5.00%, 12/01/2046

     2,699,592  
  1,000,000   

5.00%, 12/01/2049

     1,139,200  


 

The Hartford Municipal Opportunities Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Pennsylvania Higher Educational Facs Auth Rev

  
$   920,000   

5.00%, 05/01/2032

   $ 1,106,604  
    

Pennsylvania Housing Finance Agency

  
  1,000,000   

3.10%, 04/01/2023

     1,022,000  
  1,025,000   

3.10%, 10/01/2023

     1,047,324  
    

Pennsylvania State, Industrial Dev Auth

                                   
  2,250,000   

5.00%, 07/01/2021

     2,412,607  
    

Pennsylvania Turnpike Commission Rev

  
  575,000   

2.28%, 12/01/2020, MUNIPSA + 0.880%(3)

     577,363  
  2,000,000   

2.30%, 12/01/2021, MUNIPSA + 0.900%(3)

     2,017,560  
  925,000   

2.38%, 12/01/2021, MUNIPSA + 0.980%(3)

     934,453  
  500,000   

5.00%, 12/01/2027

     608,025  
  1,000,000   

5.00%, 12/01/2029

     1,206,510  
  1,590,000   

5.00%, 12/01/2030

     1,896,743  
  1,000,000   

5.00%, 12/01/2031

     1,230,360  
  2,000,000   

5.00%, 12/01/2033

     2,351,780  
  2,615,000   

5.00%, 12/01/2037

     2,867,557  
  755,000   

5.00%, 12/01/2042

     893,678  
    

Philadelphia, PA, GO

  
  1,550,000   

5.00%, 02/01/2033

     1,935,237  
  2,000,000   

5.00%, 02/01/2034

     2,485,020  
    

Philadelphia, PA, School Dist, GO

  
  150,000   

3.00%, 09/01/2019

     150,200  
  1,560,000   

5.00%, 09/01/2022

     1,726,015  
  2,000,000   

5.00%, 09/01/2023

     2,274,120  
  200,000   

5.25%, 09/01/2023

     208,244  
    

Pittsburgh Water & Sewer Auth

  
  195,000   

5.00%, 09/01/2032

     245,462  
  735,000   

5.00%, 09/01/2034

     917,670  
    

Pittsburgh, PA, School Dist, GO

  
  3,145,000   

5.00%, 09/01/2021

     3,395,279  
  1,500,000   

5.00%, 09/01/2023

     1,616,460  
    

Pittsburgh, PA, Water & Sewer Auth

  
  950,000   

5.00%, 09/01/2033

     1,191,509  
    

Reading, PA, School Dist, GO

  
  500,000   

5.00%, 03/01/2038

     582,540  
    

Wilkes-Barre Area, PA, School Dist

  
  1,500,000   

5.00%, 04/15/2059

     1,759,695  
       

 

 

 

          68,189,768  
       

 

 

 

    

Puerto Rico - 0.7%

  
    

Puerto Rico Highway & Transportation Auth

  
  1,085,000   

4.95%, 07/01/2026

     1,103,412  
    

Puerto Rico Sales Tax Financing Corp. Sales Tax Rev

  
  6,525,000   

0.00%, 07/01/2051(2)

     1,104,095  
  4,750,000   

5.00%, 07/01/2058

     4,749,763  
       

 

 

 

          6,957,270  
       

 

 

 

    

Rhode Island - 0.8%

  
    

Rhode Island Health & Educational Building Corp.

  
  2,700,000   

5.00%, 05/15/2027

     3,179,115  
  2,020,000   

5.00%, 05/15/2028

     2,465,168  
    

Rhode Island Housing & Mortgage Finance Corp.

  
  1,530,000   

2.75%, 04/01/2040

     1,564,838  
    

Rhode Island Student Loan Auth

  
  1,000,000   

5.00%, 12/01/2028

     1,228,800  
       

 

 

 

          8,437,921  
       

 

 

 

    

South Carolina - 1.1%

  
    

Lancaster County, SC, Sun City Assessment

  
  1,987,000   

7.70%, 11/01/2017*

     417,270  
    

South Carolina Jobs-Economic Dev Auth

  
  4,355,000   

5.00%, 05/01/2029

     5,418,404  
  1,000,000   

5.25%, 08/01/2024

     1,159,730  
    

South Carolina State Public Service Auth

  
  1,665,000   

5.00%, 12/01/2031

     1,913,984  


 

The Hartford Municipal Opportunities Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   2,350,000   

5.00%, 12/01/2034

   $ 2,682,337  
       

 

 

 

          11,591,725  
       

 

 

 

    

South Dakota - 0.7%

  
    

South Dakota Housing Dev Auth

  
  2,215,000   

3.50%, 11/01/2046

     2,323,646  
  830,000   

4.00%, 11/01/2047

     892,300  
    

South Dakota State Educational Enhancement Funding Corp.

                                   
  835,000   

5.00%, 06/01/2023

     935,851  
  1,395,000   

5.00%, 06/01/2024

     1,559,233  
  1,000,000   

5.00%, 06/01/2026

     1,110,080  
       

 

 

 

          6,821,110  
       

 

 

 

    

Tennessee - 1.1%

  
    

Tennessee Housing Dev Agency

  
  1,695,000   

3.50%, 07/01/2045

     1,788,005  
  4,750,000   

3.50%, 01/01/2047

     5,009,800  
  4,465,000   

4.00%, 01/01/2049

     4,842,962  
       

 

 

 

          11,640,767  
       

 

 

 

    

Texas - 9.2%

  
    

Arlington, TX

  
  1,000,000   

5.00%, 02/15/2034

     1,160,540  
    

Arlington, TX, Higher Education Finance Corp. Rev

  
  1,000,000   

5.00%, 08/15/2027

     1,156,660  
    

Austin, TX, Airport System Rev

  
  595,000   

5.00%, 11/15/2026

     732,017  
  1,125,000   

5.00%, 11/15/2028

     1,365,323  
  560,000   

5.00%, 11/15/2030

     671,759  
    

Austin, TX, Independent School Dist

  
  1,620,000   

4.00%, 08/01/2033

     1,875,069  
    

Central Texas Turnpike System Rev

  
  1,800,000   

5.00%, 08/15/2032

     2,041,650  
    

City of Houston, TX

  
  1,060,000   

0.00%, 09/01/2025(2)

     954,700  
    

City of San Antonio, TX, Airport System

  
  1,985,000   

5.00%, 07/01/2023

     2,191,797  
    

City of San Antonio, TX, Electric & Gas Systems Rev

  
  5,215,000   

5.00%, 02/01/2032

     6,282,435  
    

Clifton, TX, Higher Education Finance Corp.

  
  1,000,000   

4.00%, 08/15/2029

     1,145,850  
  1,050,000   

4.00%, 08/15/2030

     1,185,965  
  500,000   

4.00%, 08/15/2031

     560,415  
    

Dallas, TX, Area Rapid Transit Sales Tax Rev

  
  1,000,000   

5.00%, 12/01/2030

     1,204,660  
    

Dallas-Fort Worth, TX, International Airport Rev

  
  750,000   

5.00%, 11/01/2023

     784,763  
    

Denton, TX, Independent School Dist, GO

  
  1,000,000   

0.00%, 08/15/2020(2)

     987,580  
    

Grapevine-Colleyville, TX, Independent School Dist, GO

  
  1,500,000   

5.00%, 08/15/2027

     1,805,970  
    

Harris County - Houston, TX, Sports Auth

  
  2,500,000   

5.00%, 11/15/2030

     2,877,325  
  500,000   

5.00%, 11/15/2032

     567,825  
  350,000   

5.00%, 11/15/2034

     395,784  
    

Harris County, TX, Toll Road Auth

  
  1,605,000   

5.00%, 08/15/2032

     1,990,874  
    

Kerrville, TX, Health Facs Dev Corp.

  
  1,300,000   

5.00%, 08/15/2024

     1,509,456  
  1,500,000   

5.00%, 08/15/2035

     1,705,260  
    

La Joya, TX, Independent School Dist, GO

  
  1,580,000   

5.00%, 02/15/2025

     1,830,762  
    

New Hope, TX, Cultural Education Facs Finance Corp.

  
  700,000   

1.85%, 11/01/2020

     690,375  
  630,000   

3.25%, 11/15/2022

     629,987  
  3,375,000   

5.00%, 11/01/2031

     3,658,972  
  1,000,000   

5.00%, 11/01/2046

     1,062,960  


 

The Hartford Municipal Opportunities Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

North Texas Tollway Auth Rev

                                   
$   5,000,000   

0.00%, 01/01/2032(2)

   $ 3,718,350  
  1,000,000   

5.00%, 01/01/2030

     1,138,870  
  1,200,000   

5.00%, 01/01/2035

     1,410,984  
  230,000   

6.10%, 01/01/2028

     230,446  
    

San Antonio, TX, Water Rev

  
  1,440,000   

5.00%, 05/15/2031

     1,735,027  
    

Spring Branch, TX, Independent School Dist, GO

  
  1,000,000   

5.00%, 02/01/2026

     1,190,870  
    

State of Texas, GO

  
  25,000,000   

1.60%, 06/01/2043(4)

     25,000,000  
    

Tarrant County, TX, Cultural Education Facs

  
  2,575,000   

5.00%, 10/01/2034

     2,808,372  
    

Texas Municipal Gas Acquisition & Supply Corp. Rev

  
  1,885,000   

6.25%, 12/15/2026

     2,208,032  
    

Texas Transportation Commission

  
  1,755,000   

0.00%, 08/01/2038(2)

     820,831  
    

Travis County, TX, Health Facs Dev

  
  2,000,000   

7.13%, 11/01/2040

     2,144,380  
    

Wylie, TX, Independent School Dist

  
  3,905,000   

4.00%, 08/15/2035

     4,496,803  
  3,095,000   

4.00%, 08/15/2036

     3,550,460  
       

 

 

 

          93,480,158  
       

 

 

 

    

Utah - 0.3%

  
    

Salt Lake County, UT

  
  490,000   

5.13%, 02/15/2033

     583,992  
    

Utah Housing Corp.

  
  1,875,000   

4.00%, 01/01/2045

     1,998,150  
       

 

 

 

          2,582,142  
       

 

 

 

    

Vermont - 0.4%

  
    

Vermont Housing Finance Agency

  
  1,775,000   

4.00%, 11/01/2046

     1,881,429  
  2,175,000   

4.00%, 05/01/2048

     2,314,135  
       

 

 

 

          4,195,564  
       

 

 

 

    

Virginia - 0.2%

  
    

Chesapeake Bay, VA, Bridge & Tunnel Dist

  
  1,500,000   

5.00%, 07/01/2051

     1,704,270  
       

 

 

 

    

Washington - 0.5%

  
    

Chelan County, WA, Public Utility Dist No. 1

  
  2,060,000   

0.00%, 06/01/2028(2)

     1,728,154  
    

Washington State Health Care Facs Auth Rev

  
  780,000   

5.00%, 07/01/2028

     903,131  
  2,000,000   

5.00%, 03/01/2029

     2,324,940  
       

 

 

 

          4,956,225  
       

 

 

 

    

West Virginia - 0.5%

  
    

West Virginia Housing Dev Fund

  
  1,000,000   

2.80%, 11/01/2022

     1,034,680  
    

West Virginia State Economic Dev Auth

  
  2,000,000   

1.70%, 01/01/2041(4)

     1,998,920  
  1,555,000   

2.55%, 03/01/2040(4)

     1,597,078  
       

 

 

 

          4,630,678  
       

 

 

 

    

Wisconsin - 2.4%

  
    

Milwaukee County, WI, Airport Rev

  
  1,705,000   

5.00%, 12/01/2024

     1,949,650  
  1,790,000   

5.00%, 12/01/2025

     2,040,403  
    

Public Finance Auth, WI

  
  1,600,000   

5.00%, 09/01/2025(1)

     1,771,936  
  2,940,000   

5.00%, 07/01/2035

     3,507,332  
  1,050,000   

5.00%, 07/01/2036

     1,248,429  
  875,000   

5.00%, 10/01/2043(1)

     963,200  
  2,340,000   

5.00%, 10/01/2044

     2,775,521  
  3,200,000   

5.00%, 10/01/2048(1)

     3,513,184  


 

The Hartford Municipal Opportunities Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   1,000,000   

    5.00%, 10/01/2053(1)

      $ 1,094,950  
    

Wisconsin State Health & Educational Facs Auth Rev

     
  3,000,000   

    5.00%, 11/15/2027

        3,496,650  
  1,700,000   

    5.00%, 12/01/2028

        1,972,527  
          

 

 

 
             24,333,782  
          

 

 

 
    

Wyoming - 0.2%

                                      
    

Wyoming Community Dev Auth

     
  1,455,000   

    4.00%, 12/01/2046

        1,560,022  
          

 

 

 
    

Total Municipal Bonds
(cost $929,370,887)

      $ 974,414,715  
          

 

 

 

Short-Term Investments - 5.1%

     
    

Other Investment Pools & Funds - 5.1%

     
  51,125,041    Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class,
2.25%(6)
        51,125,041  
          

 

 

 
    

Total Short-Term Investments
(cost $51,125,041)

      $ 51,125,041  
          

 

 

 
    

Total Investments
(cost $980,495,928)

     101.2%      $ 1,025,539,756  
    

Other Assets and Liabilities

     (1.2)%        (11,860,191
       

 

 

    

 

 

 
    

Total Net Assets

     100.0%      $ 1,013,679,565  
       

 

 

    

 

 

 

 

Note:

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

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

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

 

*

Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

(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 July 31, 2019, the aggregate value of these securities was $19,209,665, representing 1.9% of net assets.

(2)

Security is a zero-coupon bond.

(3)

Variable rate securities; the rate reported is the coupon rate in effect at July 31, 2019.

(4)

Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

(5)

Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

(6)

Current yield as of period end.

 

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

 

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

LIBOR

  London Interbank Offered Rate  

MUNIPSA

  Municipal Swap Index Yield  
Municipal Abbreviations:    

Auth

  Authority  

COP

  Certificate of Participation  

Dev

  Development  

Dist

  District  

Facs

  Facilities  

GO

  General Obligation  

Rev

  Revenue  


 

The Hartford Municipal Opportunities Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2019 in valuing the Fund’s investments.

 

Description    Total      Level 1      Level 2      Level 3(1)  

Assets

           

Municipal Bonds

   $ 974,414,715      $      $ 974,414,715      $  

Short-Term Investments

     51,125,041        51,125,041                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $   1,025,539,756      $     51,125,041      $     974,414,715      $             —  
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended July 31, 2019, there were no transfers in and out of Level 3.


 

Hartford Municipal Short Duration Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Shares or Principal Amount    Market Value

Municipal Bonds - 95.3%

  
    

Alabama - 1.4%

  
    

State of Alabama, Docks Department

                                   
$   250,000   

5.00%, 10/01/2024

   $ 289,255  
       

 

 

 

    

Arizona - 2.1%

 

    

Maricopa County, AZ, Industrial Dev Auth

 

  100,000   

5.00%, 09/01/2022

     110,865  
    

Maricopa County, AZ, Pollution Control Corp.

 

  200,000   

5.00%, 06/01/2035

     204,712  
    

Tempe, AZ, Industrial Dev Auth

 

  105,000   

4.00%, 10/01/2023(1)

     106,140  
       

 

 

 

          421,717  
       

 

 

 

    

California - 3.2%

 

    

California County, CA, Tobacco Securitization Agency

 

  195,000   

5.00%, 06/01/2020

     199,871  
    

Orange County, CA, Community Facs Dist, Special Tax

 

  250,000   

4.00%, 08/15/2021

     260,028  
    

Roseville, CA, Natural Gas Financing Auth

 

  75,000   

5.00%, 02/15/2023

     83,671  
    

Tustin, CA, Community Facs Dist

 

  100,000   

3.00%, 09/01/2019

     100,127  
       

 

 

 

          643,697  
       

 

 

 

    

Colorado - 2.0%

 

    

Denver, CO, Convention Center Hotel Auth

 

  150,000   

5.00%, 12/01/2022

     164,442  
    

E-470 Public Highway, CO, Auth Rev

 

  50,000   

0.00%, 09/01/2019(2)

     49,945  
  40,000   

2.57%, 09/01/2039, 1 mo. USD LIBOR + 1.050%(3)

     40,377  
    

Park Creek, CO, Metropolitan Dist Rev

 

  150,000   

5.00%, 12/01/2021

     161,857  
       

 

 

 

          416,621  
       

 

 

 

    

Connecticut - 0.8%

 

    

State of Connecticut, GO

 

  140,000   

5.00%, 07/15/2022

     155,032  
       

 

 

 

    

District of Columbia - 0.8%

 

    

Metropolitan Washington, DC, Airports Auth System Rev

 

  70,000   

5.00%, 10/01/2019

     70,436  
  95,000   

5.00%, 10/01/2039

     98,808  
       

 

 

 

          169,244  
       

 

 

 

    

Florida - 4.7%

 

    

Broward County, FL, Airport System Rev

 

  165,000   

5.00%, 10/01/2020

     172,026  
    

City of Atlantic Beach, FL

 

  200,000   

3.00%, 11/15/2023

     201,786  
    

JEA, FL, Electric System Rev

 

  100,000   

5.00%, 10/01/2021

     107,822  
  100,000   

5.00%, 10/01/2022

     110,688  
    

Miami-Dade County, FL, Aviation Rev

 

  50,000   

5.00%, 10/01/2024

     58,605  
    

Miami-Dade County, FL, Seaport Department Rev

 

  65,000   

5.00%, 10/01/2021

     69,824  
  145,000   

5.00%, 10/01/2022

     159,176  
    

Tampa-Hillsborough County, FL, Expressway Auth

 

  75,000   

5.00%, 07/01/2021

     80,317  
       

 

 

 

          960,244  
       

 

 

 

    

Georgia - 2.8%

 

    

Burke County, GA, Dev Auth Rev

 

  55,000   

1.85%, 12/01/2049(4)

     55,011  
  70,000   

2.35%, 10/01/2032(4)

     70,825  
  100,000   

3.00%, 11/01/2045(4)

     102,537  


 

Hartford Municipal Short Duration Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Main Street Natural Gas, Inc., GA

  
$   50,000   

4.00%, 08/01/2049(4)

   $ 55,877  
    

Monroe County, GA, Dev Auth Rev

  
  100,000   

2.40%, 01/01/2039(4)

     100,611  
    

Municipal Electric Auth, GA

  
  75,000   

5.00%, 01/01/2021

     78,831  
  100,000   

5.00%, 11/01/2022

     111,362  
       

 

 

 

          575,054  
       

 

 

 

    

Illinois - 22.2%

                                   
    

Chicago, IL, Board of Education, GO

  
  45,000   

0.00%, 12/01/2021(2)

     42,573  
  55,000   

0.00%, 12/01/2022(2)

     50,751  
  100,000   

0.00%, 12/01/2024(2)

     87,442  
  200,000   

5.00%, 12/01/2021

     210,838  
    

Chicago, IL, Midway International Airport Rev

  
  225,000   

5.00%, 01/01/2023

     250,949  
    

Chicago, IL, O’Hare International Airport

  
  280,000   

5.00%, 01/01/2023

     312,987  
    

Chicago, IL, Transit Auth

  
  100,000   

5.00%, 06/01/2020

     102,842  
  100,000   

5.00%, 12/01/2022

     108,169  
    

City of Chicago, IL, GO

  
  85,000   

4.00%, 01/01/2020

     85,710  
  135,000   

5.00%, 01/01/2022

     142,951  
    

City of Chicago, IL, Park Dist, GO

  
  70,000   

3.00%, 01/01/2021

     70,698  
    

City of Chicago, IL, Wastewater Transmission Rev

  
  160,000   

0.00%, 01/01/2022(2)

     153,101  
  110,000   

0.00%, 01/01/2024(2)

     100,432  
    

City of Chicago, IL, Waterworks Rev

  
  85,000   

5.00%, 11/01/2020

     88,888  
    

City of Decatur, IL, GO

  
  65,000   

3.00%, 03/01/2022

     67,196  
  150,000   

5.00%, 03/01/2023

     167,326  
    

Cook County, IL, GO

  
  100,000   

5.00%, 11/15/2019

     101,045  
  200,000   

5.00%, 11/15/2022

     220,260  
    

Illinois Housing Dev Auth

  
  125,000   

3.05%, 08/01/2022

     130,384  
    

Illinois State Finance Auth Rev

  
  50,000   

5.00%, 08/15/2020

     51,614  
  100,000   

5.00%, 11/15/2021

     108,205  
    

Kane McHenry Cook & DeKalb Counties, IL, Unified School Dist, GO

  
  100,000   

4.00%, 01/01/2020

     101,143  
    

Kendall Kane & Will Counties, IL, Unified School Dist, GO

  
  50,000   

0.00%, 02/01/2021(2)

     48,855  
    

Metropolitan Pier & Exposition Auth, IL

  
  160,000   

0.00%, 12/15/2019(2)

     158,990  
  200,000   

0.00%, 06/15/2021(2)

     193,100  
  85,000   

5.50%, 12/15/2023

     92,544  
    

Railsplitter, IL, Tobacco Settlement Auth

  
  150,000   

5.00%, 06/01/2022

     164,533  
  50,000   

5.25%, 06/01/2021

     53,404  
    

Sales Tax Securitization Corp., IL

  
  150,000   

5.00%, 01/01/2024

     168,378  
    

State of Illinois, GO

  
  180,000   

4.00%, 06/15/2020

     183,445  
  75,000   

5.00%, 04/01/2021

     78,423  
  120,000   

5.00%, 02/01/2022

     127,712  
  200,000   

5.00%, 11/01/2022

     215,836  
  100,000   

5.00%, 10/01/2023

     109,472  
    

Village of Bolingbrook, IL, GO

  
  150,000   

5.00%, 01/01/2023

     166,716  
       

 

 

 

          4,516,912  
       

 

 

 


 

Hartford Municipal Short Duration Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Kentucky - 1.3%

                                   
    

Kentucky Bond Dev Corp.

  
$   40,000   

5.00%, 09/01/2023

   $ 45,636  
    

Kentucky Public Energy Auth

  
  200,000   

4.00%, 01/01/2049(4)

     221,562  
       

 

 

 

          267,198  
       

 

 

 

    

Louisiana - 1.7%

  
    

City of New Orleans, LA, Sewerage Service Rev

  
  110,000   

5.00%, 06/01/2021

     117,379  
    

New Orleans, LA, Aviation Board

  
  200,000   

5.00%, 01/01/2023

     222,430  
       

 

 

 

          339,809  
       

 

 

 

    

Maine - 0.4%

  
    

Finance Auth of Maine

  
  70,000   

5.00%, 12/01/2021

     75,450  
       

 

 

 

    

Maryland - 0.3%

  
    

Maryland Economic Dev Corp.

  
  20,000   

4.00%, 06/01/2020

     20,453  
    

Maryland Health & Higher Educational Facs Auth

  
  40,000   

2.88%, 07/01/2023

     41,635  
       

 

 

 

          62,088  
       

 

 

 

    

Massachusetts - 4.5%

  
    

Massachusetts Dev Finance Agency

  
  100,000   

3.50%, 10/01/2022(1)

     104,106  
  150,000   

5.00%, 07/01/2024

     175,578  
  270,000   

5.00%, 07/01/2025

     320,603  
    

Massachusetts Educational Financing Auth

  
  20,000   

5.00%, 07/01/2023

     22,668  
  80,000   

5.00%, 07/01/2024

     92,775  
    

Massachusetts Housing Finance Agency

  
  35,000   

1.50%, 12/01/2047(4)

     35,040  
    

Massachusetts State Dev Finance Agency Rev

  
  150,000   

5.00%, 07/01/2022

     164,633  
       

 

 

 

          915,403  
       

 

 

 

    

Michigan - 0.9%

  
    

City of Detroit, MI, GO

  
  70,000   

5.00%, 04/01/2022

     74,409  
    

State of Michigan Rev

  
  100,000   

5.00%, 03/15/2021

     106,142  
       

 

 

 

          180,551  
       

 

 

 

    

Minnesota - 1.1%

  
    

Duluth, MN, Independent School Dist, No. 709

  
  200,000   

5.00%, 02/01/2022

     217,066  
       

 

 

 

    

Missouri - 1.6%

  
    

City of St Louis, MO, Airport Rev

  
  50,000   

5.00%, 07/01/2023

     56,937  
    

Kirkwood, MO, Industrial Dev Auth Retirement Community

  
  100,000   

5.00%, 05/15/2022

     105,660  
    

St. Louis County, MO, Industrial Dev Auth

  
  150,000   

5.00%, 09/01/2023

     164,397  
       

 

 

 

          326,994  
       

 

 

 

    

Nebraska - 1.9%

  
    

Central Plains, NE, Energy Project Gas Rev

  
  120,000   

5.25%, 12/01/2021

     129,481  
    

Nebraska Investment Finance Auth Rev

  
  150,000   

4.00%, 09/01/2048

     162,885  
    

Washington County, NE

  
  100,000   

2.38%, 09/01/2030(4)

     100,902  
       

 

 

 

          393,268  
       

 

 

 


 

Hartford Municipal Short Duration Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Nevada - 2.3%

                                   
    

City of North Las Vegas, NV

  
$   100,000   

3.50%, 06/01/2022

   $ 101,944  
    

City of Reno, NV

  
  150,000   

5.00%, 06/01/2024

     172,374  
    

Clark County, NV, School Dist, GO

  
  100,000   

5.00%, 06/15/2025

     119,828  
    

Clark County, NV, Special Improvement Dist

  
  65,000   

2.25%, 12/01/2019

     65,019  
       

 

 

 

          459,165  
       

 

 

 

    

New Jersey - 3.6%

  
    

City of Atlantic City, NJ, GO

  
  50,000   

5.00%, 03/01/2020

     50,987  
    

City of Bayonne, NJ, School Dist

  
  200,000   

0.00%, 07/01/2023(2)

     187,698  
    

New Jersey Economic Dev Auth

  
  100,000   

5.00%, 06/15/2022

     109,522  
  75,000   

5.00%, 06/15/2023

     84,355  
    

New Jersey Transportation Trust Fund Auth

  
  60,000   

5.00%, 12/15/2023

     68,381  
    

Tobacco Settlement Financing Corp., NJ

  
  125,000   

5.00%, 06/01/2023

     139,450  
  70,000   

5.00%, 06/01/2025

     81,525  
       

 

 

 

          721,918  
       

 

 

 

    

New Mexico - 2.8%

  
    

New Mexico Mortgage Finance Auth

  
  80,000   

3.75%, 03/01/2048

     85,909  
  300,000   

3.75%, 01/01/2050(5)

     327,780  
  150,000   

4.00%, 01/01/2049

     163,135  
       

 

 

 

          576,824  
       

 

 

 

    

New York - 1.0%

  
    

Town of Oyster Bay, NY, GO

  
  100,000   

4.00%, 02/15/2020

     101,276  
    

TSASC, Inc., NY

  
  100,000   

5.00%, 06/01/2020

     102,699  
       

 

 

 

          203,975  
       

 

 

 

    

North Dakota - 0.5%

  
    

North Dakota Housing Finance Agency

  
  100,000   

3.50%, 07/01/2046

     105,671  
       

 

 

 

    

Ohio - 2.1%

  
    

Cleveland, OH, Airport System Rev

  
  60,000   

5.00%, 01/01/2022

     65,282  
  60,000   

5.00%, 01/01/2023

     67,324  
  150,000   

5.00%, 01/01/2024

     171,082  
    

State of Ohio

  
  110,000   

5.00%, 06/15/2021

     117,937  
       

 

 

 

          421,625  
       

 

 

 

    

Oregon - 1.7%

  
    

Salem Hospital Facs Auth, OR

  
  60,000   

5.00%, 05/15/2025

     70,410  
    

State of Oregon Housing & Community Services Department

  
  135,000   

3.50%, 07/01/2048

     142,937  
  115,000   

4.50%, 01/01/2049

     126,249  
       

 

 

 

          339,596  
       

 

 

 

    

Pennsylvania - 8.0%

  
    

City of Philadelphia, PA

  
  35,000   

5.00%, 08/01/2021

     37,639  
    

City of Philadelphia, PA, GO

  
  300,000   

5.00%, 02/01/2022

     327,966  
    

Lancaster County, PA, Hospital Auth

  
  100,000   

5.00%, 07/01/2020

     102,206  
    

Lehigh County, PA, Industrial Dev Auth

  


 

Hartford Municipal Short Duration Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   65,000   

1.80%, 02/15/2027(4)

   $ 65,762  
  55,000   

1.80%, 09/01/2029(4)

     55,371  
    

Montgomery County, PA, Industrial Dev Auth Rev

  
  150,000   

4.00%, 12/01/2020

     154,031  
    

Northeastern Pennsylvania Hospital & Education Auth

  
  155,000   

5.00%, 05/01/2020

     158,942  
    

Philadelphia, PA, Hospitals & Higher Education Facs Auth

  
  20,000   

5.00%, 07/01/2020

     20,527  
    

Philadelphia, PA, School Dist, GO

  
  85,000   

4.00%, 09/01/2022

     87,181  
  65,000   

5.00%, 09/01/2020

     67,550  
    

Reading, PA, School Dist, GO

  
  150,000   

5.00%, 03/01/2023

     167,493  
    

Redev. Auth of the City of Philadelphia, PA

  
  105,000   

5.00%, 04/15/2021

     111,172  
    

State Public School Building Auth

  
  50,000   

5.00%, 04/01/2021

     52,992  
    

Wilkes-Barre Area, PA, School Dist

  
  200,000   

5.00%, 04/15/2023

     224,522  
       

 

 

 

          1,633,354  
       

 

 

 

    

Puerto Rico - 0.7%

                                   
    

Puerto Rico Sales Tax Financing Corp. Sales Tax Rev

  
  177,000   

0.00%, 07/01/2024(2)

     151,609  
       

 

 

 

    

Rhode Island - 2.4%

  
    

Rhode Island Health & Educational Building Corp.

  
  150,000   

5.00%, 05/15/2022

     163,710  
    

Rhode Island Housing & Mortgage Finance Corp.

  
  35,000   

4.00%, 10/01/2032

     36,024  
    

Rhode Island Student Loan Auth

  
  100,000   

5.00%, 12/01/2023

     113,585  
    

Rhode Island Tobacco Settlement Financing Corp.

  
  100,000   

5.00%, 06/01/2020

     102,708  
  60,000   

5.00%, 06/01/2021

     63,462  
       

 

 

 

          479,489  
       

 

 

 

    

South Carolina - 0.9%

  
    

South Carolina Jobs-Economic Dev Auth

  
  150,000   

5.00%, 05/01/2024

     174,474  
       

 

 

 

    

South Dakota - 1.4%

  
    

South Dakota State Educational Enhancement Funding Corp.

  
  250,000   

5.00%, 06/01/2023

     280,195  
       

 

 

 

    

Tennessee - 3.1%

  
    

Shelby County, TN, Health Educational & Housing Facs Board

  
  150,000   

4.00%, 09/01/2022(1)

     149,695  
    

Tennessee Housing Dev Agency

  
  110,000   

3.50%, 07/01/2045

     116,036  
  185,000   

3.50%, 01/01/2047

     195,216  
  165,000   

3.50%, 01/01/2048

     174,537  
       

 

 

 

          635,484  
       

 

 

 

    

Texas - 6.1%

  
    

Arlington, TX, Higher Education Finance Corp. Rev

  
  100,000   

4.00%, 12/01/2022

     108,502  
    

Big Sandy, TX, Independent School Dist Upshur County, GO

  
  70,000   

5.00%, 02/15/2024

     80,586  
    

Central Texas Turnpike System Rev

  
  100,000   

5.00%, 08/15/2024

     116,639  
    

City of San Antonio, TX, Airport System

  
  105,000   

5.00%, 07/01/2022

     115,400  
    

Corpus Christi, TX, Independent School Dist, GO

  
  200,000   

2.00%, 08/15/2047(4)

     200,052  
    

Harris County, TX, Metropolitan Transportation Auth

  
  50,000   

5.00%, 11/01/2022

     56,156  
    

Kerrville, TX, Health Facs Dev Corp.

  
  100,000   

5.00%, 08/15/2020

     103,616  


 

Hartford Municipal Short Duration Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Lower Colorado River, TX, Auth Rev

    
$   100,000   

5.00%, 05/15/2020

     $ 103,011  
    

New Hope, TX, Cultural Education Facs Finance Corp.

    
  150,000   

1.70%, 11/01/2019

       149,613  
    

North East Texas Regional Mobility Auth

    
  100,000   

5.00%, 01/01/2021

       104,370  
    

University of Texas System

    
  100,000   

5.00%, 08/15/2020

       104,070  
         

 

 

 

            1,242,015  
         

 

 

 

    

Utah - 0.8%

                                     
    

Salt Lake County, UT

    
  130,000   

5.13%, 02/15/2033

       154,937  
         

 

 

 

    

Virginia - 0.4%

    
    

Wise County, VA, Industrial Dev Auth Rev

    
  90,000   

1.88%, 11/01/2040(4)

       90,419  
         

 

 

 

    

Washington - 2.2%

    
    

Chelan Cnty. Public Utility Dist. No 1

    
  100,000   

0.00%, 06/01/2021(2)

       97,555  
    

State of Washington, GO

    
  55,000   

5.00%, 08/01/2019

       55,000  
    

Tobacco Settlement Auth, WA

    
  195,000   

5.00%, 06/01/2024

       218,609  
    

Washington State Health Care Facs Auth Rev

    
  80,000   

5.00%, 10/01/2039

       81,616  
         

 

 

 

            452,780  
         

 

 

 

    

West Virginia - 0.3%

    
    

West Virginia State Economic Dev Auth

    
  55,000   

2.55%, 03/01/2040(4)

       56,488  
         

 

 

 

    

Wisconsin - 1.3%

    
    

Public Finance Auth, WI

    
  150,000   

4.00%, 07/01/2025

       168,476  
  100,000   

5.00%, 05/15/2020(1)

       102,009  
         

 

 

 

            270,485  
         

 

 

 

    

Total Municipal Bonds
(cost $18,979,016)

     $ 19,376,106  
         

 

 

 

Short-Term Investments - 7.1%

 

    

Other Investment Pools & Funds - 7.1%

    
  1,445,596    Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class,
2.25%(6)
       1,445,596  
         

 

 

 

    

Total Short-Term Investments
(cost $1,445,596)

     $ 1,445,596  
         

 

 

 

    

Total Investments
(cost $20,424,612)

     102.4   $ 20,821,702  
    

Other Assets and Liabilities

     (2.4)     (481,197
       

 

 

 

 

 

 

 

    

Total Net Assets

     100.0   $ 20,340,505  
       

 

 

 

 

 

 

 

 

Note:

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

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

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

 

(1)

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At July 31, 2019, the aggregate value of these securities was $461,950, representing 2.3% of net assets.

(2)

Security is a zero-coupon bond.

(3)

Variable rate security; the rate reported is the coupon rate in effect at July 31, 2019.


 

Hartford Municipal Short Duration Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

(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 this security was $325,680 at July 31, 2019.

(6)

Current yield as of period end.

 

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

 

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

FHLMC

   Federal Home Loan Mortgage Corp.   

FNMA

   Federal National Mortgage Association   

GNMA

   Government National Mortgage Association   

LIBOR

   London Interbank Offered Rate   
Municipal Abbreviations:           

Auth

   Authority   

Dist

   District   

Dev

   Development   

GO

   General Obligation   

PA

   Port Authority   

Redev

   Redevelpoment   

Rev

   Revenue   

VA

   Veterans Administration   


 

Hartford Municipal Short Duration Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2019 in valuing the Fund’s investments.

 

Description    Total      Level 1      Level 2      Level 3(1)  

Assets

           

Municipal Bonds

   $ 19,376,106      $      $         19,376,106      $  

Short-Term Investments

     1,445,596        1,445,596                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $         20,821,702      $         1,445,596      $ 19,376,106      $                     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended July 31, 2019, there were no transfers in and out of Level 3.


 

The Hartford Quality Bond Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Shares or Principal Amount    Market Value

Asset & Commercial Mortgage Backed Securities - 30.3%

                                   
    

Canada - 0.7%

  
    

Master Credit Card Trust

  
$   915,000   

3.74%, 07/21/2024(1)

   $ 934,921  
       

 

 

 

    

Cayman Islands - 2.5%

  
    

ALM XVIII Ltd.

  
  1,305,000   

3.95%, 01/15/2028, 3 mo. USD LIBOR + 1.650%(1)(2)

     1,300,632  
    

BlueMountain CLO Ltd.

  
  675,000   

3.88%, 10/22/2030, 3 mo. USD LIBOR + 1.600%(1)(2)

     668,477  
  605,000   

4.80%, 04/13/2027, 3 mo. USD LIBOR + 2.500%(1)(2)

     604,952  
    

Carlyle Global Market Strategies CLO Ltd.

  
  250,000   

3.27%, 04/17/2031, 3 mo. USD LIBOR + 0.970%(1)(2)

     247,541  
    

LCM L.P.

  
  350,000   

3.68%, 04/20/2028, 3 mo. USD LIBOR + 1.400%(1)(2)

     347,311  
       

 

 

 

          3,168,913  
       

 

 

 

    

United States - 27.1%

  
    

Bank

  
  1,853,328   

1.04%, 04/15/2052(3)(4)

     153,537  
    

Benchmark Mortgage Trust

  
  8,229,017   

0.54%, 07/15/2051(3)(4)

     297,492  
  3,601,206   

0.67%, 01/15/2052(3)(4)

     184,015  
    

Cantor Commercial Real Estate

  
  2,524,360   

1.15%, 05/15/2052

     218,273  
    

Capital Auto Receivables Asset Trust

  
  961,000   

3.62%, 05/20/2021

     964,454  
    

Citigroup Commercial Mortgage Trust

  
  265,000   

3.15%, 11/15/2049

     274,323  
    

COLT Mortgage Loan Trust

  
  262,935   

3.87%, 10/26/2048(1)(3)

     265,064  
    

CSAIL Commercial Mortgage Trust

  
  925,000   

3.81%, 11/15/2048

     987,250  
    

CSMC Trust

  
  750,000   

2.76%, 04/05/2033(1)

     749,790  
    

Deephaven Residential Mortgage Trust

  
  617,333   

3.56%, 04/25/2059(1)(3)

     622,124  
    

Fannie Mae Connecticut Avenue Securities

  
  158,644   

3.02%, 02/25/2030, 1 mo. USD LIBOR + 0.750%(2)

     158,667  
  210,696   

3.12%, 11/25/2029, 1 mo. USD LIBOR + 0.850%(2)

     210,993  
  271,277   

3.42%, 09/25/2029, 1 mo. USD LIBOR + 1.150%(2)

     271,966  
  43,180   

3.72%, 01/25/2029, 1 mo. USD LIBOR + 1.450%(2)

     43,282  
  270,000   

4.27%, 03/25/2031, 1 mo. USD LIBOR + 2.000%(2)

     271,383  
  965,000   

4.82%, 12/25/2030, 1 mo. USD LIBOR + 2.550%(2)

     984,479  
  865,000   

6.52%, 01/25/2029, 1 mo. USD LIBOR + 4.250%(2)

     922,565  
  826,257   

6.72%, 01/25/2029, 1 mo. USD LIBOR + 4.450%(2)

     879,121  
  1,016,130   

7.27%, 07/25/2025, 1 mo. USD LIBOR + 5.000%(2)

     1,092,569  
    

Ford Credit Auto Owner Trust

  
  1,330,000   

3.61%, 01/15/2030(1)

     1,367,205  
    

FREMF Mortgage Trust

  
  320,000   

3.65%, 11/25/2050(1)(3)

     327,201  
  320,000   

3.70%, 04/25/2048(1)(3)

     331,853  
  440,000   

3.73%, 10/25/2049(1)(3)

     451,778  
  350,000   

3.80%, 02/25/2050(1)(3)

     359,915  
  230,000   

3.84%, 10/25/2049(1)(3)

     238,038  
  1,240,000   

3.94%, 08/25/2023(1)(3)

     1,303,498  
  600,000   

3.95%, 08/25/2047(1)(3)

     615,323  
  1,610,000   

3.98%, 04/25/2051(1)(3)

     1,684,172  
  165,000   

4.22%, 06/25/2047(1)(3)

     176,068  
  184,000   

4.33%, 12/25/2044(1)(3)

     191,546  
  211,000   

4.38%, 02/25/2052(1)(3)

     216,708  
    

GS Mortgage Securities Corp. Trust

  
  500,000   

3.63%, 07/15/2032, 1 mo. USD LIBOR + 1.300%(1)(2)

     500,313  
    

Hertz Vehicle Financing II L.P.

  
  370,000   

3.29%, 02/25/2024(1)

     375,418  


 

The Hartford Quality Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Mill City Mortgage Loan Trust

  
$   626,638   

3.25%, 05/25/2062(1)(3)

   $ 633,559  
    

MortgageIT Trust

                                   
  64,494   

2.91%, 02/25/2035, 1 mo. USD LIBOR + 0.640%(2)

     64,840  
    

Natixis Commercial Mortgage Securities Trust

  
  1,187,000   

4.40%, 06/17/2038(1)

     1,321,619  
    

New Residential Mortgage Loan Trust

  
  564,053   

3.60%, 04/25/2049

     570,149  
  1,189,906   

3.75%, 01/25/2054(1)(3)

     1,225,551  
  57,885   

3.75%, 05/25/2054(1)(3)

     58,761  
  184,959   

3.75%, 11/25/2056(1)(3)

     189,801  
  745,586   

4.00%, 02/25/2057(1)(3)

     770,444  
    

NRZ Advance Receivables Trust

  
  1,210,000   

3.11%, 12/15/2050(1)

     1,216,403  
    

NRZ Excess Spread-Collateralized Notes

  
  455,752   

3.19%, 01/25/2023(1)

     456,968  
  197,806   

3.27%, 02/25/2023(1)

     198,708  
    

Seasoned Credit Risk Transfer Trust

  
  455,232   

3.50%, 11/25/2057

     478,468  
  1,247,720   

3.50%, 03/25/2058

     1,272,187  
  1,231,664   

3.50%, 07/25/2058

     1,292,799  
  245,805   

3.50%, 08/25/2058

     258,136  
    

SoFi Consumer Loan Program Trust

  
  280,000   

3.79%, 04/26/2027(1)

     285,559  
    

Spruce Hill Mortgage Loan Trust

  
  568,775   

3.40%, 04/29/2049

     573,553  
    

Towd Point Mortgage Trust

  
  299,338   

2.25%, 04/25/2056(1)(3)

     297,839  
  48,676   

2.75%, 04/25/2055(1)(3)

     48,577  
  223,336   

2.75%, 08/25/2055(1)(3)

     223,872  
  505,502   

2.75%, 10/25/2056(1)(3)

     507,361  
  152,037   

2.75%, 04/25/2057(1)(3)

     152,362  
  53,867   

3.00%, 03/25/2054(1)(3)

     53,861  
  642,000   

3.75%, 04/25/2055(1)(3)

     661,115  
  1,193,299   

3.75%, 03/25/2058(1)(3)

     1,239,720  
  404,459   

3.75%, 05/25/2058(1)(3)

     417,422  
    

Toyota Auto Loan Extended Note Trust

  
  385,000   

2.56%, 11/25/2031(1)

     388,807  
    

Verus Securitization Trust

  
  611,218   

3.21%, 04/25/2059(1)(3)

     615,199  
  375,000   

3.70%, 07/25/2047(1)(3)

     380,068  
    

VNDO Mortgage Trust

  
  1,050,000   

3.34%, 11/15/2030(1)(3)

     1,066,220  
    

Wells Fargo Mortgage Backed Securities Trust

  
  549,907   

4.00%, 11/25/2048(1)(3)

     562,881  
       

 

 

 

          35,173,192  
       

 

 

 

    

Total Asset & Commercial Mortgage Backed Securities
(cost $38,521,252)

   $ 39,277,026  
       

 

 

 

U.S. Government Agencies - 79.5%

  
    

Mortgage-Backed Agencies - 78.5%

  
    

FHLMC - 16.0%

  
$   10,782   

0.00%, 11/15/2036(5)(6)

   $ 9,853  
  7,243,002   

0.29%, 01/25/2027(3)(4)

     142,653  
  4,373,236   

0.61%, 03/25/2027(3)(4)

     177,016  
  1,240,000   

1.64%, 04/25/2044(3)(4)

     117,465  
  695,000   

1.66%, 07/25/2041(3)(4)

     40,510  
  2,250,000   

1.75%, 11/25/2040(3)(4)

     121,422  
  203,567   

2.50%, 12/15/2026(4)

     9,287  
  930,488   

2.50%, 03/15/2028(4)

     61,230  
  91,641   

2.50%, 03/15/2028

     6,386  
  147,695   

2.50%, 05/15/2028(4)

     10,622  
  1,052,459   

2.75%, 12/15/2041

     1,052,678  
  199,404   

3.00%, 05/15/2032(4)

     12,037  
  385,207   

3.00%, 03/01/2033

     393,425  
  148,496   

3.00%, 03/15/2033(4)

     16,401  


 

The Hartford Quality Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   783,079   

3.00%, 04/01/2033

   $ 799,762  
  947,407   

3.00%, 01/01/2037

     962,754  
  302,000   

3.00%, 04/15/2042

     306,600  
  1,492,172   

3.00%, 11/01/2046

     1,515,141  
  2,226,975   

3.00%, 12/01/2046

     2,260,193  
  612,954   

3.00%, 10/01/2047

     622,049  
  195,511   

3.00%, 02/01/2048

     198,234  
  92,808   

3.00%, 03/01/2048

     94,059  
  995,000   

3.12%, 10/25/2031(3)

     1,035,010  
  155,308   

3.47%, 08/25/2029, 1 mo. USD LIBOR + 1.200%(2)

     155,785  
  215,207   

3.50%, 06/15/2026(4)

     10,724  
  69,636   

3.50%, 09/15/2026(4)

     5,771  
  120,639   

3.50%, 03/15/2027

     8,899  
  683,149   

3.50%, 03/15/2041(4)

     64,936  
  1,984,917   

3.50%, 05/01/2048

     2,042,557  
  298,472   

3.50%, 06/01/2048

     306,771  
  213,411   

3.50%, 09/01/2048

     219,197  
  191,280   

4.00%, 08/15/2026(4)

     14,604  
  272,832   

4.00%, 07/15/2027(4)

     21,970  
  544,013   

4.00%, 03/15/2028(4)

     44,246  
  123,254   

4.00%, 06/15/2028(4)

     10,362  
  333,706   

4.00%, 07/15/2030

     35,866  
  281,756   

4.00%, 06/15/2041

     299,975  
  250,000   

4.00%, 11/15/2041

     278,579  
  671,000   

4.00%, 08/15/2043

     742,052  
  274,796   

4.00%, 07/01/2044

     289,948  
  94,728   

4.00%, 09/01/2048

     98,420  
  91,042   

4.50%, 02/01/2039

     98,111  
  953,014   

4.50%, 07/01/2042

     1,028,909  
  145,250   

4.50%, 09/01/2044

     155,599  
  999,000   

4.57%, 09/25/2030, 1 mo. USD LIBOR + 2.300%(2)

     1,005,192  
  92,171   

5.00%, 10/01/2028

     97,947  
  335,641   

5.00%, 09/01/2029

     356,694  
  309,587   

5.00%, 01/01/2030

     329,164  
  356,770   

5.00%, 09/01/2031

     379,019  
  300,569   

5.00%, 11/01/2031

     319,313  
  52,445   

5.00%, 09/01/2033

     57,412  
  200,907   

5.00%, 09/15/2033(4)

     33,688  
  369,666   

5.00%, 05/01/2039

     405,766  
  579,325   

5.00%, 08/01/2039

     632,633  
  211,889   

5.00%, 07/01/2041

     231,137  
  300,414   

5.00%, 02/15/2048(4)

     62,861  
  50,000   

5.00%, 08/01/2049(7)

     53,162  
  512,565   

5.07%, 05/25/2028, 1 mo. USD LIBOR + 2.800%(2)

     519,000  
  43,074   

5.50%, 08/15/2033

     47,963  
  293,639   

5.50%, 04/01/2038

     325,075  
       

 

 

 

          20,754,094  
       

 

 

 

    

FNMA - 43.1%

                                   
$   91,151   

0.00%, 06/25/2036(5)(6)

   $ 80,469  
  100,000   

0.00%, 09/25/2041(5)(6)

     71,875  
  379,468   

1.82%, 04/25/2055(3)(4)

     21,721  
  397,339   

1.85%, 06/25/2055(3)(4)

     20,720  
  513,978   

1.93%, 08/25/2044(3)(4)

     28,423  
  334,761   

2.00%, 09/25/2039

     324,915  
  857,000   

2.00%, 02/25/2043

     730,807  
  35,827   

2.50%, 06/25/2028(4)

     2,464  
  420,000   

2.50%, 03/25/2043

     391,686  
  1,140,000   

2.87%, 02/01/2032

     1,155,643  
  342,087   

3.00%, 02/25/2027(4)

     20,626  
  120,607   

3.00%, 09/25/2027

     8,836  
  362,469   

3.00%, 12/25/2027(4)

     30,927  
  800,000   

3.00%, 08/01/2034(7)

     815,792  
  920,816   

3.00%, 03/01/2037

     937,721  
  254,603   

3.00%, 10/01/2037

     259,259  
  1,128,472   

3.00%, 06/25/2048

     1,145,523  


 

The Hartford Quality Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   911,460   

3.00%, 10/25/2048

   $               923,325  
  1,046,700   

3.00%, 08/25/2049

     1,057,821  
  600,000   

3.00%, 09/25/2057

     594,305  
  1,300,000   

3.07%, 11/01/2029

     1,360,930  
  1,100,000   

3.13%, 01/01/2030

     1,155,018  
  850,000   

3.19%, 09/01/2029

     894,667  
  1,700,000   

3.28%, 12/01/2032

     1,794,464  
  341,222   

3.38%, 12/01/2029

     364,349  
  1,240,000   

3.46%, 09/01/2037

     1,342,109  
  150,930   

3.50%, 05/25/2027(4)

     13,068  
  221,400   

3.50%, 10/25/2027

     19,993  
  59,154   

3.50%, 05/25/2030(4)

     6,313  
  68,575   

3.50%, 08/25/2030(4)

     6,281  
  169,226   

3.50%, 02/25/2031(4)

     12,589  
  145,378   

3.50%, 09/25/2035(4)

     18,289  
  215,271   

3.50%, 09/01/2043

     224,326  
  350,347   

3.50%, 10/01/2044

     365,129  
  363,567   

3.50%, 02/01/2045

     376,157  
  344,453   

3.50%, 02/01/2046

     355,718  
  753,898   

3.50%, 09/01/2046

     777,833  
  334,598   

3.50%, 10/01/2046

     345,246  
  140,300   

3.50%, 10/25/2046(4)

     27,775  
  232,007   

3.50%, 11/01/2046

     241,419  
  245,795   

3.50%, 09/01/2047

     254,557  
  181,039   

3.50%, 12/01/2047

     187,540  
  253,721   

3.50%, 02/01/2048

     262,759  
  308,772   

3.50%, 02/25/2048

     316,646  
  500,000   

3.50%, 05/25/2048

     534,358  
  2,887,949   

3.50%, 07/01/2049

     2,959,998  
  5,850,000   

3.50%, 08/01/2049(7)

     5,992,137  
  1,819,544   

3.50%, 09/01/2057

     1,888,835  
  1,152,860   

3.50%, 12/25/2058

     1,196,702  
  200,000   

3.55%, 02/01/2030

     215,855  
  1,195,460   

3.57%, 10/01/2029(8)

     1,284,111  
  1,000,000   

3.73%, 04/01/2033

     1,092,362  
  200,000   

3.80%, 07/01/2030

     220,652  
  615,429   

3.86%, 08/01/2035

     678,261  
  14,168   

3.89%, 05/01/2030

     15,559  
  323,266   

3.96%, 05/01/2034

     362,017  
  308,651   

4.00%, 05/25/2027(4)

     25,664  
  700,000   

4.00%, 08/01/2034(7)

     727,025  
  479,860   

4.00%, 12/01/2040

     510,450  
  131,579   

4.00%, 03/01/2041

     139,470  
  36,408   

4.00%, 03/25/2042(4)

     4,284  
  387,066   

4.00%, 11/25/2043

     409,818  
  158,090   

4.00%, 06/01/2044

     166,634  
  20,077   

4.00%, 08/01/2044

     21,168  
  191,581   

4.00%, 10/01/2044

     201,872  
  343,869   

4.00%, 11/01/2044

     362,390  
  319,738   

4.00%, 05/01/2045

     336,665  
  210,428   

4.00%, 07/01/2045

     223,818  
  729,204   

4.00%, 05/01/2046

     768,404  
  186,446   

4.00%, 06/01/2046

     196,050  
  222,335   

4.00%, 04/01/2047

     235,916  
  2,266,938   

4.00%, 07/01/2048

     2,351,877  
  847,220   

4.00%, 09/01/2048

     879,636  
  1,255,902   

4.00%, 11/01/2048

     1,299,643  
  8,155,000   

4.00%, 08/01/2049(7)

     8,441,483  
  478,926   

4.06%, 03/01/2030

     536,451  
  55,362   

4.50%, 07/25/2027(4)

     4,655  
  94,054   

4.50%, 08/01/2041

     101,521  
  27,388   

4.50%, 09/01/2041

     29,562  
  607,125   

4.50%, 09/25/2048

     99,969  
  1,295,000   

4.50%, 08/01/2049(7)

     1,358,131  
  27,121   

5.47%, 05/25/2042(3)(4)

     2,584  
  380,784   

5.50%, 07/25/2045

     69,866  


 

The Hartford Quality Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   325,000   

5.50%, 08/01/2049(7)

   $ 348,375  
  513,257   

6.00%, 01/25/2042(4)

     88,219  
  454,599   

6.00%, 01/25/2047(4)

     100,654  
  333,467   

6.00%, 09/25/2047(4)

     77,589  
       

 

 

 

          55,906,723  
       

 

 

 

    

GNMA - 19.4%

                                   
$   80,088   

1.75%, 09/20/2043

   $ 78,185  
  548,176   

2.14%, 04/20/2040

     497,806  
  151,537   

3.00%, 09/20/2028(4)

     11,830  
  283,465   

3.00%, 09/16/2042

     281,743  
  276,122   

3.00%, 09/20/2042

     274,730  
  105,908   

3.00%, 02/16/2043(4)

     15,527  
  902,289   

3.00%, 04/20/2045

     924,215  
  57,856   

3.00%, 08/15/2045

     59,124  
  135,920   

3.00%, 11/20/2045

     139,578  
  169,000   

3.00%, 02/20/2046

     171,415  
  1,460,000   

3.00%, 08/01/2049(7)

     1,492,194  
  1,400,000   

3.00%, 09/01/2049(7)

     1,429,176  
  72,561   

3.50%, 02/16/2027(4)

     5,962  
  173,153   

3.50%, 03/20/2027(4)

     15,522  
  180,374   

3.50%, 07/20/2040(4)

     15,738  
  393,326   

3.50%, 12/20/2040

     409,730  
  236,525   

3.50%, 02/20/2041

     22,622  
  412,573   

3.50%, 04/20/2042

     43,498  
  628,417   

3.50%, 10/20/2042(4)

     103,069  
  325,929   

3.50%, 07/20/2043(4)

     44,343  
  3,483,740   

3.50%, 05/20/2049

     3,604,007  
  3,100,000   

3.50%, 08/01/2049(7)

     3,205,473  
  1,070,974   

4.00%, 04/16/2026

     93,849  
  49,713   

4.00%, 12/16/2026

     4,402  
  645,560   

4.00%, 05/20/2029(4)

     58,867  
  146,141   

4.00%, 02/15/2041

     156,284  
  31,035   

4.00%, 05/16/2042(4)

     4,477  
  124,326   

4.00%, 03/20/2043(4)

     25,456  
  49,124   

4.00%, 01/20/2044(4)

     9,804  
  431,014   

4.00%, 03/20/2047(4)

     67,795  
  644,269   

4.00%, 07/20/2047(4)

     104,876  
  1,190,231   

4.00%, 04/20/2049

     1,237,114  
  3,608,438   

4.00%, 05/20/2049

     3,751,288  
  309,493   

4.50%, 06/20/2039

     328,224  
  476,830   

4.50%, 09/16/2040

     523,724  
  49,367   

4.50%, 09/20/2041

     52,864  
  27,163   

4.50%, 05/20/2044

     28,858  
  59,016   

4.50%, 06/20/2044

     62,887  
  48,205   

4.50%, 10/20/2044

     51,078  
  176,716   

4.50%, 04/20/2045

     39,066  
  28,521   

4.50%, 01/20/2046

     30,178  
  515,563   

4.50%, 01/20/2047(4)

     101,543  
  2,530,000   

4.50%, 08/01/2049(7)

     2,634,758  
  134,772   

5.00%, 05/20/2034

     145,180  
  43,634   

5.00%, 07/15/2039

     48,274  
  496,610   

5.00%, 02/16/2040(4)

     107,262  
  335,529   

5.00%, 05/20/2040(4)

     74,067  
  752,565   

5.00%, 04/20/2041

     921,854  
  30,321   

5.00%, 06/15/2041

     33,556  
  139,388   

5.00%, 10/16/2041(4)

     22,670  
  29,162   

5.00%, 03/15/2044

     32,254  
  558,570   

5.00%, 11/16/2046(4)

     101,306  
  125,306   

5.00%, 01/16/2047(4)

     28,351  
  476,606   

5.00%, 09/16/2047(4)

     99,829  
  517,307   

5.00%, 06/20/2048(4)

     94,476  
  400,000   

5.00%, 08/01/2049(7)

     418,875  
  365,233   

5.50%, 05/20/2038

     413,284  
  295,150   

5.50%, 03/20/2039(4)

     64,766  
  367,741   

5.50%, 02/16/2047(4)

     77,628  


 

The Hartford Quality Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   455,280   

5.50%, 05/20/2047(4)

     $ 100,050  
  20,920   

6.00%, 01/15/2039

       23,980  
  136,495   

6.00%, 09/15/2040

       156,240  
  316,320   

6.00%, 02/20/2046(4)

       66,608  
         

 

 

 

            25,243,389  
         

 

 

 

            101,904,206  
         

 

 

 

    

Other Direct Federal Obligations - 1.0%

                                     
    

SLM Student Loan Trust - 1.0%

    
$   268,216   

3.02%, 05/26/2026, 1 mo. USD LIBOR + 0.750%(2)

     $ 265,615  
  669,236   

3.61%, 12/15/2033, 3 mo. USD LIBOR + 1.200%(1)(2)

       667,778  
  367,651   

3.78%, 04/25/2023, 3 mo. USD LIBOR + 1.500%(2)

       371,988  
         

 

 

 

            1,305,381  
         

 

 

 

    

Total U.S. Government Agencies
(cost $101,467,909)

     $ 103,209,587  
         

 

 

 

U.S. Government Securities - 1.2%

    
    

Other Direct Federal Obligations - 0.7%

    
    

Tennessee Valley Authority Power

    
  700,000   

4.25%, 09/15/2065

       877,485  
         

 

 

 

    

U.S. Treasury Securities - 0.5%

    
    

U.S. Treasury Notes

    
  659,198   

0.88%, 01/15/2029(9)(10)

       694,858  
         

 

 

 

         
    

Total U.S. Government Securities
(cost $1,535,760)

     $ 1,572,343  
         

 

 

 

    

Total Long-Term Investments
(cost $141,524,921)

     $ 144,058,956  
         

 

 

 

Short-Term Investments - 4.6%

    
    

Other Investment Pools & Funds - 4.6%

    
  5,983,643   

Fidelity Institutional Government Fund, Institutional Class, 2.20%(11)

       5,983,643  
         

 

 

 

    

Total Short-Term Investments
(cost $5,983,643)

     $ 5,983,643  
         

 

 

 

    

Total Investments Excluding Purchased Options
(cost $147,508,564)

     115.6   $ 150,042,599  
    

Total Purchased Options
(cost $1,482,203)

     0.9   $ 1,213,138  
         

 

 

 

    

Total Investments
(cost $148,990,767)

     116.5   $ 151,255,737  
    

Other Assets and Liabilities

     (16.5)     (21,424,187
       

 

 

 

 

 

 

 

    

Total Net Assets

     100.0   $ 129,831,550  
       

 

 

 

 

 

 

 

 

Note:

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

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

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

 

(1)

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At July 31, 2019, the aggregate value of these securities was $27,520,303, representing 21.2% of net assets.

(2)

Variable rate securities; the rate reported is the coupon rate in effect at July 31, 2019.

(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)

Securities disclosed are principal-only strips.

(6)

Security is a zero-coupon bond.

(7)

Represents or includes a TBA transaction.

(8)

This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.


 

The Hartford Quality Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

(9)

The principal amount for this security is adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

(10)

This security, or a portion of this security, has been pledged as collateral in connection with centrally cleared swap contracts.

(11)

Current yield as of period end.

OTC Swaption Contracts Outstanding at July 31, 2019

 

Description   

Counter-

party

    

Exercise

Price/FX

Rate/

Rate

   

Pay/

Receive

Floating

Rate

    

Expiration

Date

     Notional Amount     

Number of

Contracts

    

Market
Value †

   

Premiums
Paid
(Received)
by Fund

    Unrealized
Appreciation/
(Depreciation)
 

Purchased swaption contracts:

 

                                                                   

Calls

                         
3 Month USD-LIBOR- BBA-Interest Rate Swap Expiring 08/04/57 *      BOA        2.45%       Receive        08/02/27        USD       1,450,000        1,450,000      $ 218,805     $ 124,700     $       94,105  
3 Month USD-LIBOR- BBA-Interest Rate Swap Expiring 08/04/57 *      JPM        2.45%       Receive        08/02/27        USD       1,575,000        1,575,000        237,668       161,753       75,915  
3 Month USD-LIBOR- BBA-Interest Rate Swap Expiring 08/04/57 *      MSC        2.45%       Pay        08/02/27        USD       1,600,000        1,600,000        241,440       257,308       (15,868
                  

 

 

    

 

 

   

 

 

   

 

 

 

Total Calls

                       4,625,000      $ 697,913     $ 543,761     $ 154,152  
                  

 

 

    

 

 

   

 

 

   

 

 

 

Puts

                         
3 Month USD-LIBOR- BBA-Interest Rate Swap Expiring 08/04/57 *      BOA        2.45%       Pay        08/02/27        USD       1,450,000        1,450,000      $ 161,530     $ 332,050     $ (170,520
3 Month USD-LIBOR- BBA-Interest Rate Swap Expiring 08/04/57 *      JPM        2.45%       Pay        08/02/27        USD       1,575,000        1,575,000        175,455       311,220       (135,765
3 Month USD-LIBOR- BBA-Interest Rate Swap Expiring 08/04/57 *      MSC        2.45%       Receive        08/02/27        USD       1,600,000        1,600,000        178,240       295,172       (116,932
                  

 

 

    

 

 

   

 

 

   

 

 

 

Total Puts

                     4,625,000      $ 515,225     $ 938,442     $ (423,217
                  

 

 

    

 

 

   

 

 

   

 

 

 

Total purchased swaption contracts

 

             9,250,000      $ 1,213,138     $ 1,482,203     $ (269,065
                  

 

 

    

 

 

   

 

 

   

 

 

 

 

*

Swaptions with forward premiums.

Futures Contracts Outstanding at July 31, 2019

 

Description   

Number

of

Contracts

     Expiration Date     

Current
Notional

Amount

    

Value and

Unrealized

Appreciation/

(Depreciation)

Long position contracts:

           

U.S. Treasury 10-Year Note Future

     373        09/19/2019      $       47,528,359      $             542,369  

U.S. Treasury Long Bond Future

     34        09/19/2019        5,290,188        140,986  

U.S. Treasury Ultra Bond Future

     47        09/19/2019        8,345,437        261,321  
           

 

 

 

Total

            $ 944,676  
           

 

 

 

Short position contracts:

           

U.S. Treasury 5-Year Note Future

     16        09/30/2019      $ 1,880,875      $ (10,940

U.S. Treasury 10-Year Ultra Future

     79        09/19/2019        10,889,656        (185,739
           

 

 

 

Total

            $ (196,679
           

 

 

 

           
           

 

 

 

Total futures contracts

            $ 747,997   
           

 

 

 

TBA Sale Commitments Outstanding at July 31, 2019

 

Description   

Principal

Amount

       Maturity Date        Market Value †   

Unrealized    

Appreciation/    

(Depreciation)    

 

FNMA, 2.50%

   $                1,917,000      08/01/2034      $         (1,927,937)        $         (3,148

FNMA, 3.00%

   7,791,000    08/01/2049    $         (7,857,498)        $         (12,917


 

The Hartford Quality Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

FNMA, 3.50%

   2,665,000          08/01/2034        (2,751,736)          (2,777

FNMA, 3.50%

   3,720,000          08/01/2049        (3,810,384)          (5,728

GNMA, 4.00%

   3,725,000          09/01/2049        (3,867,743)          1,310  
        

 

  

 

 

 

Total (proceeds receivable $20,192,038)

         $          (20,215,298)        $               (23,260
        

 

  

 

 

 

At July 31, 2019, the aggregate market value of TBA Sale Commitments represents (15.6)% of total net assets.

Centrally Cleared Interest Rate Swap Contracts Outstanding at July 31, 2019  

 

Payments made by

Fund

           Payments    
received by 
        Fund             
   Notional Amount      Expiration
Date
    

Periodic

Payment

Frequency

  

Upfront

Premiums

Paid

  Upfront
Premiums
Received
  Value †      

Unrealized

Appreciation/

(Depreciation)

3 Mo. USD LIBOR

   3.00% Fixed      USD        13,264,000        04/30/25      Semi-Annual    $ 15,048     $         —     $ (934,482   $ (949,530

3 Mo. USD LIBOR

   2.91% Fixed      USD        827,000        07/14/27      Semi-Annual      1,724             (61,467     (63,191

3 Mo. USD LIBOR

   2.27% Fixed      USD        5,925,000        07/14/27      Semi-Annual                  (158,997     (158,997

3 Mo. USD LIBOR

   2.83% Fixed      USD        7,222,000        12/21/28      Semi-Annual                  (546,872     (546,872

3 Mo. USD LIBOR

   2.88% Fixed      USD        350,000        12/31/48      Semi-Annual                  (55,002     (55,002

3 Mo. USD LIBOR

   2.87% Fixed      USD        175,000        01/28/49      Semi-Annual                  (27,017     (27,017

3 Mo. USD LIBOR

   2.39% Fixed      USD        400,000        05/31/49      Semi-Annual                  (17,648     (17,648
                 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

                  $ 16,772         $       $ (1,801,485   $ (1,818,257
                 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Foreign Currency Contracts Outstanding at July 31, 2019            

 

  

Amount and Description

of Currency to be

Purchased

        

Amount and Description

of Currency to be

Sold

         Counterparty   

Settlement

Date

   Appreciation      Depreciation  

    5,924,269

   USD    640,000,000                JPY    GSC    10/10/19    $         9,339      $                         —  

 

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

 

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

BOA

   Banc of America Securities LLC   

GSC

   Goldman Sachs & Co.   

JPM

   JP Morgan Chase & Co.   

MSC

   Morgan Stanley   
Currency Abbreviations:     

JPY

   Japanese Yen   

USD

   United States Dollar   
Other Abbreviations:     

CLO

   Collateralized Loan Obligation   

CMO

   Collateralized Mortgage Obligation   

FHLMC

   Federal Home Loan Mortgage Corp.   

FNMA

   Federal National Mortgage Association   

GNMA

   Government National Mortgage Association   

LIBOR

   London Interbank Offered Rate   

PT

   Perseroan Terbatas   

TBA

   To Be Announced   


 

The Hartford Quality Bond Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2019 in valuing the Fund’s investments.

 

Description   Total   Level 1   Level 2   Level 3(1)

Assets

       

Asset & Commercial Mortgage Backed Securities

  $ 39,277,026     $     $ 39,277,026     $                 —  

U.S. Government Agencies

    103,209,587             103,209,587        

U.S. Government Securities

    1,572,343             1,572,343        

Short-Term Investments

    5,983,643       5,983,643              

Purchased Options

    1,213,138             1,213,138        

Foreign Currency Contracts(2)

    9,339             9,339        

Futures Contracts(2)

    944,676       944,676              
 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

  $       152,209,752     $         6,928,319     $       145,281,433     $  
 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Liabilities

       

Futures Contracts(2)

  $ (196,679   $ (196,679   $     $  

Swaps - Interest Rate(2)

    (1,818,257           (1,818,257      

TBA Sale Commitments

    (20,215,298           (20,215,298      
 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

  $ (22,230,234   $ (196,679   $ (22,033,555   $  
 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

(1) For the period ended July 31, 2019, 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 Hartford Short Duration Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

 

Shares or Principal Amount    Market Value
Asset & Commercial Mortgage Backed Securities - 16.3%   
    

Asset-Backed - Automobile - 0.9%

                                   
    

Credit Acceptance Auto Loan Trust

  
$   920,000   

2.65%, 06/15/2026(1)

   $ 920,260  
  1,270,000   

3.55%, 08/15/2027(1)

     1,289,600  
    

Marlette Funding Trust

  
  1,675,000   

2.69%, 09/17/2029(1)

     1,673,715  
    

OneMain Direct Auto Receivables Trust

  
  3,750,000   

3.43%, 12/16/2024(1)

     3,805,953  
    

Santander Drive Auto Receivables Trust

  
  2,550,648   

2.46%, 03/15/2022

     2,549,456  
    

Westlake Automobile Receivables Trust

  
  590,000   

3.20%, 01/16/2024(1)

     592,540  
       

 

 

 

          10,831,524  
       

 

 

 

    

Asset-Backed - Finance & Insurance - 5.8%

  
    

Ajax Mortgage Loan Trust

  
  2,582,247   

3.16%, 09/25/2056(1)(2)

     2,590,410  
    

Apidos CLO

  
  2,250,000   

3.38%, 04/15/2031, 3 mo. USD LIBOR + 1.080%(1)(3)

     2,236,099  
    

Bayview Opportunity Master Fund Trust

  
  462,289   

3.50%, 01/28/2055(1)(2)

     467,764  
  809,762   

3.50%, 06/28/2057

     819,950  
  1,011,119   

3.50%, 01/28/2058(1)(2)

     1,030,406  
  321,654   

4.00%, 11/28/2053(1)(2)

     329,513  
  1,017,414   

4.00%, 10/28/2064(1)(2)

     1,042,483  
    

Carlyle Global Market Strategies CLO Ltd.

  
  250,000   

3.19%, 01/18/2029, 3 mo. USD LIBOR + 0.890%(1)(3)

     248,406  
  1,500,000   

3.27%, 04/17/2031, 3 mo. USD LIBOR + 0.970%(1)(3)

     1,485,246  
  1,000,000   

3.70%, 04/17/2031, 3 mo. USD LIBOR + 1.400%(1)(3)

     982,758  
    

CIFC Funding Ltd.

  
  2,125,000   

3.57%, 07/16/2030, 3 mo. USD LIBOR + 1.250%(1)(3)

     2,128,368  
    

Credit Suisse ABS Trust

  
  179,294   

3.42%, 07/25/2024(1)

     179,384  
    

DB Master Finance LLC

  
  2,650,000   

3.79%, 05/20/2049(1)

     2,711,745  
    

Finance of America Structured Securities Trust

  
  1,038,934   

3.38%, 09/25/2028(1)(2)

     1,041,499  
    

KKR CLO 21 Ltd.

  
  1,190,000   

3.30%, 04/15/2031, 3 mo. USD LIBOR + 1.000%(1)(3)

     1,175,288  
    

Nationstar HECM Loan Trust

  
  310,226   

3.19%, 07/25/2028

     311,922  
    

NRZ Advance Receivables Trust

  
  4,205,000   

3.11%, 12/15/2050(1)

     4,227,252  
  2,185,000   

3.21%, 02/15/2051(1)

     2,201,780  
    

NRZ Excess Spread-Collateralized Notes

  
  1,511,355   

3.19%, 01/25/2023(1)

     1,515,386  
    

OBX Trust

  
  2,299,273   

4.00%, 11/25/2048(1)(2)

     2,357,072  
    

Octagon Investment Partners Ltd.

  
  1,250,000   

3.32%, 07/17/2030, 3 mo. USD LIBOR + 1.020%(1)(3)

     1,233,332  
    

OneMain Financial Issuance Trust

  
  4,000,000   

3.48%, 02/14/2031(1)

     4,066,604  
  825,000   

4.57%, 02/20/2029(1)

     834,605  
    

Planet Fitness Master Issuer LLC

  
  2,878,250   

4.26%, 09/05/2048(1)

     2,956,884  
    

Regional Management Issuance Trust

  
  1,385,000   

3.83%, 07/15/2027(1)

     1,389,960  
  2,500,000   

4.56%, 01/18/2028(1)

     2,552,527  
    

SBA Tower Trust

  
  2,060,000   

2.90%, 10/15/2044(1)(4)

     2,060,258  
    

SoFi Consumer Loan Program LLC

  
  1,853,098   

3.28%, 01/26/2026(1)

     1,864,633  
    

SoFi Consumer Loan Program Trust

  
  215,839   

2.55%, 02/25/2027(1)

     215,588  


 

The Hartford Short Duration Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

SPS Servicer Advance Receivables Trust

  
$   3,291,429   

2.75%, 11/15/2049(1)

   $ 3,288,860  
    

Towd Point Mortgage Trust

                                   
  1,779,404   

2.25%, 07/25/2056(1)(2)

     1,762,177  
  348,814   

2.75%, 02/25/2055(1)(2)

     348,320  
  928,906   

2.75%, 04/25/2055(1)(2)

     927,782  
  388,666   

2.75%, 05/25/2055(1)(2)

     387,817  
  2,599,727   

2.75%, 10/25/2056(1)(2)

     2,609,288  
  1,606,148   

2.75%, 04/25/2057(1)(2)

     1,609,589  
  1,042,011   

2.75%, 07/25/2057(1)(2)

     1,040,972  
  1,495,076   

2.75%, 10/25/2057(1)(2)

     1,497,910  
    

Vantage Data Centers Issuer LLC

  
  2,575,000   

3.19%, 07/15/2044

     2,575,000  
  966,117   

4.07%, 02/16/2043(1)

     987,323  
  1,296,300   

4.20%, 11/16/2043(1)

     1,333,057  
    

Verizon Owner Trust

  
  1,485,000   

2.22%, 12/20/2021

     1,483,277  
    

Wingstop Funding LLC

  
  3,167,063   

4.97%, 12/05/2048(1)

     3,280,253  
    

Z Capital Credit Partners CLO Ltd.

  
  2,755,000   

3.77%, 07/16/2027, 3 mo. USD LIBOR + 1.450%(1)(3)

     2,728,310  
       

 

 

 

          72,117,057  
       

 

 

 

    

Asset-Backed - Home Equity - 0.1%

  
    

Accredited Mortgage Loan Trust

  
  374,553   

2.95%, 01/25/2035, 1 mo. USD LIBOR + 0.680%(3)

     376,179  
    

Morgan Stanley ABS Capital, Inc. Trust

  
  1,026,592   

3.03%, 01/25/2035, 1 mo. USD LIBOR + 0.760%(3)

     1,034,312  
    

Renaissance Home Equity Loan Trust

  
  107,852   

9.79%, 04/25/2037*(1)(2)

     1  
    

Residential Asset Securitization Trust

  
  105,767   

5.10%, 07/25/2034(2)

     107,713  
       

 

 

 

          1,518,205  
       

 

 

 

    

Commercial Mortgage - Backed Securities - 1.6%

  
    

Citigroup Mortgage Loan Trust

  
  2,106,605   

3.25%, 03/25/2061(1)(2)

     2,136,974  
  1,660,905   

3.50%, 02/25/2058(1)(2)

     1,691,396  
    

DBUBS Mortgage Trust

  
  825,808   

0.70%, 11/10/2046(1)(2)(5)

     4,278  
    

FREMF Mortgage Trust

  
  5,065,400   

3.04%, 10/25/2047(1)(2)

     5,051,282  
  635,000   

3.16%, 04/25/2046(1)(2)

     636,196  
  900,000   

4.03%, 05/25/2045(1)(2)

     932,386  
  3,028,530   

4.12%, 02/25/2046(1)(2)

     3,072,331  
  1,000,000   

4.62%, 11/25/2049(1)(2)

     1,021,729  
    

JP Morgan Chase Commercial Mortgage Securities Trust

  
  1,598,825   

3.91%, 05/05/2030(1)

     1,641,305  
  3,045,840   

4.39%, 07/15/2046(1)

     3,133,545  
    

Nationstar HECM Loan Trust

  
  1,310,803   

2.65%, 06/25/2029(1)(2)

     1,311,174  
       

 

 

 

          20,632,596  
       

 

 

 

    

Other ABS - 0.6%

  
    

Finance of America Structured Securities Trust

  
  1,592,085   

3.28%, 04/25/2029(1)(2)

     1,594,573  
    

Marlette Funding Trust

  
  351,197   

3.06%, 07/17/2028(1)

     351,340  
  2,124,306   

3.13%, 07/16/2029(1)

     2,133,877  
  1,325,087   

3.44%, 04/16/2029(1)

     1,333,207  
    

VOLT LXIV LLC

  
  1,394,822   

3.38%, 10/25/2047(1)(4)

     1,393,689  
    

VOLT LXX LLC

  
  992,452   

4.12%, 09/25/2048(1)(4)

     993,653  
       

 

 

 

          7,800,339  
       

 

 

 


 

The Hartford Short Duration Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Whole Loan Collateral CMO - 7.3%

                                   
    

Angel Oak Mortgage Trust LLC

  
$   598,189   

2.48%, 07/25/2047(1)(2)

   $ 596,340  
  561,668   

2.71%, 11/25/2047(1)(2)

     560,522  
  116,822   

2.81%, 01/25/2047(1)(2)

     116,720  
  4,920,000   

2.99%, 07/26/2049(1)(2)

     4,919,943  
  2,015,152   

3.92%, 11/25/2048(1)(2)

     2,044,853  
    

Arroyo Mortgage Trust

  
  5,540,000   

2.96%, 10/25/2048(1)(2)

     5,534,604  
  1,387,305   

3.81%, 01/25/2049(1)(2)

     1,411,631  
    

Bellemeade Re Ltd.

  
  1,900,000   

3.47%, 10/25/2027, 1 mo. USD LIBOR + 1.200%(1)(3)

     1,899,997  
    

Bunker Hill Loan Depositary Trust

  
  1,365,573   

3.61%, 10/26/2048(1)(4)

     1,379,128  
    

CIM Trust

  
  2,867,766   

3.00%, 04/25/2057(1)(2)

     2,865,217  
    

Colombia Cent CLO Ltd.

  
  1,270,000   

3.43%, 10/25/2028, 3 mo. USD LIBOR + 1.150%(1)(3)

     1,270,723  
    

COLT Mortgage Loan Trust

  
  1,130,573   

2.76%, 08/25/2049(1)(2)

     1,129,003  
  621,909   

2.93%, 02/25/2048(1)(2)

     621,548  
  808,532   

3.47%, 07/27/2048(1)(2)

     809,697  
  655,583   

3.69%, 10/26/2048(1)(2)

     661,258  
  872,082   

3.71%, 03/25/2049(1)(2)

     883,637  
  2,778,905   

4.01%, 12/28/2048(1)(2)

     2,821,057  
    

CSMC Trust

  
  1,879,995   

4.13%, 07/25/2058(1)(2)

     1,894,773  
    

Deephaven Residential Mortgage Trust

  
  539,008   

2.45%, 06/25/2047(1)(2)

     537,664  
  243,938   

2.73%, 12/26/2046(1)(2)

     243,498  
  352,605   

2.81%, 10/25/2047(1)(2)

     351,791  
  1,117,043   

3.48%, 04/25/2058(1)(2)

     1,126,144  
  2,687,552   

3.79%, 08/25/2058(1)(2)

     2,716,515  
    

Flagstar Mortgage Trust

  
  1,866,550   

4.00%, 09/25/2048

     1,892,846  
    

Home Re Ltd.

  
  1,010,000   

4.03%, 10/25/2028, 1 mo. USD LIBOR + 1.600%

     1,008,431  
    

MetLife Securitization Trust

  
  1,055,659   

3.00%, 04/25/2055(1)(2)

     1,061,465  
    

MFA Trust

  
  643,098   

2.59%, 02/25/2057(1)(2)

     640,040  
    

Mill City Mortgage Loan Trust

  
  742,330   

2.50%, 04/25/2057(1)(2)

     738,959  
  2,216,493   

2.75%, 01/25/2061(1)(2)

     2,221,293  
  1,204,763   

3.25%, 05/25/2062(1)(2)

     1,218,068  
  2,332,682   

3.50%, 05/25/2058(1)(2)

     2,369,896  
  2,173,468   

3.50%, 08/25/2058(1)(2)

     2,217,039  
    

New Residential Mortgage LLC

  
  2,969,711   

3.61%, 05/25/2023(1)

     2,994,132  
  3,247,734   

3.79%, 07/25/2054(1)

     3,282,591  
    

New Residential Mortgage Loan Trust

  
  3,671,233   

3.02%, 01/25/2048, 1 mo. USD LIBOR + 0.750%(1)(3)

     3,663,633  
  642,775   

3.25%, 09/25/2056(1)(2)

     650,398  
  1,046,552   

3.50%, 12/25/2057(1)(2)

     1,065,555  
  631,565   

3.75%, 11/26/2035(1)(2)

     648,171  
  448,884   

3.75%, 03/25/2056(1)(2)

     456,625  
  696,548   

3.75%, 11/25/2056(1)(2)

     714,783  
  1,290,438   

4.00%, 02/25/2057(1)(2)

     1,333,460  
  1,250,112   

4.00%, 03/25/2057(1)(2)

     1,296,161  
  879,366   

4.00%, 04/25/2057(1)(2)

     908,513  
  1,282,829   

4.00%, 05/25/2057(1)(2)

     1,330,264  
  2,015,351   

4.00%, 09/25/2057(1)(2)

     2,060,435  
  965,592   

4.00%, 12/25/2057

     999,856  
    

NRZ Advance Receivables Trust

  
  2,700,000   

2.59%, 07/15/2052(1)

     2,699,697  


 

The Hartford Short Duration Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Preston Ridge Partners Mortgage Trust LLC

  
$   1,405,183   

3.75%, 04/25/2023(1)(2)

   $ 1,405,945  
    

Radnor RE Ltd.

  
  4,300,000   

3.47%, 06/25/2029, 1 mo. USD LIBOR + 1.200%(1)(3)

     4,299,994  
    

Sequoia Mortgage Trust

  
  647,677   

4.00%, 09/25/2048(1)(2)

     660,024  
  2,371,991   

4.50%, 08/25/2048(1)(2)

     2,451,511  
    

Spruce Hill Mortgage Loan Trust

  
  1,397,307   

3.40%, 04/29/2049

     1,409,043  
    

Towd Point Mortgage Trust

  
  1,009,997   

2.25%, 04/25/2056(1)(2)

     1,004,939  
    

Verus Securitization Trust

  
  667,940   

2.93%, 02/25/2048(1)(2)

     667,449  
  2,014,142   

3.68%, 06/01/2058(1)(2)

     2,032,236  
    

Wells Fargo Mortgage Backed Securities Trust

  
  2,933,276   

4.00%, 04/25/2049(1)(2)

     2,993,777  
       

 

 

 

          90,793,492  
       

 

 

 

    

Total Asset & Commercial Mortgage Backed Securities
(cost $202,958,054)

   $ 203,693,213  
       

 

 

 

Corporate Bonds - 54.3%

 

    

Aerospace/Defense - 0.6%

                                   
    

BAE Systems Holdings, Inc.

  
  365,000   

2.85%, 12/15/2020(1)

     365,740  
    

L3Harris Technologies, Inc.

  
  2,275,000   

3.85%, 06/15/2023(1)

     2,377,932  
    

United Technologies Corp.

  
  4,825,000   

3.65%, 08/16/2023

     5,054,292  
       

 

 

 

          7,797,964  
       

 

 

 

    

Agriculture - 0.3%

  
    

Altria Group, Inc.

  
  3,125,000   

3.49%, 02/14/2022

     3,191,720  
    

Reynolds American, Inc.

  
  644,000   

3.25%, 06/12/2020

     647,350  
       

 

 

 

          3,839,070  
       

 

 

 

    

Auto Manufacturers - 2.3%

  
    

Daimler Finance North America LLC

  
  2,000,000   

2.00%, 07/06/2021(1)

     1,979,602  
    

Ford Motor Credit Co. LLC

  
  2,000,000   

2.46%, 03/27/2020

     1,996,778  
  3,125,000   

3.35%, 11/01/2022(6)

     3,121,848  
    

General Motors Financial Co., Inc.

  
  2,500,000   

3.15%, 06/30/2022

     2,519,043  
  2,500,000   

3.20%, 07/06/2021

     2,520,104  
  2,500,000   

4.20%, 11/06/2021

     2,575,521  
    

Harley-Davidson Financial Services, Inc.

  
  840,000   

2.40%, 09/15/2019(1)

     839,670  
  2,500,000   

2.85%, 01/15/2021(1)

     2,501,755  
    

Hyundai Capital America

  
  2,490,000   

2.60%, 03/19/2020(1)

     2,489,593  
  1,825,000   

4.13%, 06/08/2023(1)

     1,899,226  
    

Nissan Motor Acceptance Corp.

  
  1,000,000   

2.15%, 09/28/2020(1)

     994,222  
  1,250,000   

2.55%, 03/08/2021(1)

     1,248,204  
    

Volkswagen Group of America Finance LLC

  
  750,000   

2.45%, 11/20/2019(1)

     749,577  
  3,025,000   

4.25%, 11/13/2023(1)

     3,212,602  
       

 

 

 

          28,647,745  
       

 

 

 

    

Auto Parts & Equipment - 0.4%

  
    

Goodyear Tire & Rubber Co.

  
  4,237,000   

8.75%, 08/15/2020

     4,448,850  
       

 

 

 

    

Beverages - 0.5%

  
    

Anheuser-Busch InBev Finance, Inc.

  
  1,155,000   

3.70%, 02/01/2024

     1,214,572  


 

The Hartford Short Duration Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Anheuser-Busch InBev Worldwide, Inc.

  
$   1,700,000   

4.15%, 01/23/2025

   $ 1,829,804  
    

Constellation Brands, Inc.

  
  2,435,000   

2.65%, 11/07/2022

     2,444,083  
  340,000   

2.70%, 05/09/2022

     341,053  
    

Molson Coors Brewing Co.

  
  625,000   

2.10%, 07/15/2021

     621,295  
       

 

 

 

          6,450,807  
       

 

 

 

    

Biotechnology - 0.5%

  
    

Celgene Corp.

                                   
  2,000,000   

2.88%, 08/15/2020

     2,007,802  
  2,000,000   

3.55%, 08/15/2022

     2,065,101  
    

Gilead Sciences, Inc.

  
  1,750,000   

3.25%, 09/01/2022

     1,796,687  
       

 

 

 

          5,869,590  
       

 

 

 

    

Chemicals - 1.6%

  
    

Air Liquide Finance S.A.

  
  4,500,000   

1.75%, 09/27/2021(1)

     4,445,406  
    

Celanese U.S. Holdings LLC

  
  915,000   

3.50%, 05/08/2024

     939,800  
  3,225,000   

4.63%, 11/15/2022

     3,408,755  
    

DuPont de Nemours, Inc.

  
  3,600,000   

4.21%, 11/15/2023

     3,832,330  
    

Eastman Chemical Co.

  
  2,500,000   

3.50%, 12/01/2021

     2,548,633  
    

International Flavors & Fragrances, Inc.

  
  1,235,000   

3.40%, 09/25/2020

     1,246,449  
    

Sherwin-Williams Co.

  
  975,000   

2.75%, 06/01/2022

     982,190  
    

Syngenta Finance N.V.

  
  2,000,000   

3.70%, 04/24/2020(1)

     2,012,654  
       

 

 

 

          19,416,217  
       

 

 

 

    

Commercial Banks - 16.5%

  
    

ABN Amro Bank N.V.

  
  1,000,000   

2.45%, 06/04/2020(1)

     999,934  
    

Banco Santander S.A.

  
  1,600,000   

3.13%, 02/23/2023

     1,618,285  
  1,200,000   

3.50%, 04/11/2022(7)

     1,227,331  
  600,000   

3.85%, 04/12/2023

     622,207  
    

Bank of America Corp.

  
  3,500,000   

2.50%, 10/21/2022

     3,501,804  
  2,000,000   

2.63%, 04/19/2021

     2,009,403  
  1,500,000   

2.74%, 01/23/2022, (2.74% fixed rate until 01/23/2021; 3 mo. USD LIBOR + 0.370% thereafter)(8)

     1,504,525  
    

Bank of New York Mellon Corp.

  
  1,395,000   

3.32%, 10/30/2023, 3 mo. USD LIBOR + 1.050%(3)

     1,419,796  
    

Banque Federative du Credit Mutuel S.A.

  
  1,500,000   

2.70%, 07/20/2022(1)

     1,508,663  
    

Barclays plc

  
  2,500,000   

2.75%, 11/08/2019

     2,497,633  
  1,850,000   

2.88%, 06/08/2020

     1,852,335  
  2,625,000   

3.25%, 01/12/2021

     2,640,476  
  1,775,000   

4.61%, 02/15/2023, (4.61% fixed rate until 02/15/2022; 3 mo. USD LIBOR + 1.400% thereafter)(8)

     1,826,446  
    

BB&T Corp.

  
  1,750,000   

2.05%, 05/10/2021

     1,740,960  
  1,750,000   

3.05%, 06/20/2022

     1,781,682  
    

BBVA USA

  
  1,555,000   

2.75%, 09/29/2019

     1,555,016  
    

BNP Paribas S.A.

  
  580,000   

2.95%, 05/23/2022(1)

     584,786  
  750,000   

3.50%, 03/01/2023(1)

     769,145  
    

BPCE S.A.

  
  1,750,000   

2.75%, 01/11/2023(1)

     1,764,460  


 

The Hartford Short Duration Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   300,000   

3.00%, 05/22/2022(1)

   $ 302,785  
  1,500,000   

4.00%, 09/12/2023(1)

     1,567,950  
    

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)(8)

     1,249,283  
  1,250,000   

3.50%, 09/13/2023

     1,303,703  
    

Capital One Financial Corp.

  
  1,250,000   

3.05%, 03/09/2022

     1,266,589  
  2,500,000   

3.30%, 05/12/2020, 3 mo. USD LIBOR + 0.760%(3)

     2,507,714  
  1,750,000   

3.45%, 04/30/2021

     1,775,769  
  1,755,000   

3.90%, 01/29/2024

     1,848,583  
    

CIT Group, Inc.

  
  2,500,000   

4.13%, 03/09/2021

     2,544,000  
  1,620,000   

5.00%, 08/15/2022

     1,717,200  
  3,980,000   

5.00%, 08/01/2023

     4,263,575  
    

Citigroup, Inc.

  
  2,000,000   

2.70%, 03/30/2021

     2,009,864  
  4,500,000   

2.90%, 12/08/2021

     4,550,770  
    

Citizens Bank NA

  
  770,000   

2.55%, 05/13/2021

     770,931  
  4,500,000   

2.65%, 05/26/2022

     4,523,899  
    

Citizens Financial Group, Inc.

  
  665,000   

2.38%, 07/28/2021

     662,307  
    

Comerica, Inc.

  
  3,550,000   

3.70%, 07/31/2023

     3,699,754  
    

Cooperatieve Rabobank UA

  
  1,650,000   

2.50%, 01/19/2021

     1,652,714  
  1,500,000   

2.75%, 01/10/2022

     1,513,946  
    

Credit Agricole S.A.

  
  1,800,000   

2.75%, 06/10/2020(1)

     1,805,691  
  735,000   

3.75%, 04/24/2023(1)

     762,184  
    

Credit Suisse Group AG

  
  2,001,000   

3.57%, 01/09/2023(1)

     2,035,053  
    

Credit Suisse Group Funding Guernsey Ltd.

  
  2,000,000   

3.45%, 04/16/2021

     2,028,462  
    

Danske Bank A/S

  
  1,120,000   

2.00%, 09/08/2021(1)

     1,102,685  
  1,250,000   

2.70%, 03/02/2022(1)

     1,249,421  
  1,250,000   

2.80%, 03/10/2021(1)

     1,251,484  
  5,510,000   

5.00%, 01/12/2022(1)

     5,771,137  
    

Deutsche Bank AG

  
  1,190,000   

2.70%, 07/13/2020

     1,183,932  
    

Discover Bank

                                   
  2,600,000   

3.10%, 06/04/2020

     2,610,159  
    

DNB Bank ASA

  
  2,150,000   

2.38%, 06/02/2021(1)(7)

     2,147,231  
    

Fifth Third Bancorp

  
  1,750,000   

2.60%, 06/15/2022

     1,760,845  
  2,000,000   

3.65%, 01/25/2024

     2,093,173  
    

Goldman Sachs Group, Inc.

  
  1,225,000   

2.35%, 11/15/2021

     1,220,511  
  2,000,000   

2.60%, 12/27/2020

     2,000,667  
  660,000   

2.63%, 04/25/2021

     661,230  
  545,000   

2.75%, 09/15/2020

     546,777  
  1,005,000   

2.88%, 02/25/2021

     1,010,932  
  4,000,000   

3.00%, 04/26/2022

     4,032,042  
  1,500,000   

3.20%, 02/23/2023

     1,529,278  
  2,500,000   

3.63%, 02/20/2024

     2,594,934  
    

HSBC Holdings plc

  
  1,800,000   

2.95%, 05/25/2021

     1,813,792  
  2,135,000   

3.26%, 03/13/2023, (3.26% fixed rate until 03/13/2022; 3 mo. USD LIBOR + 1.055% thereafter)(8)

     2,164,153  
  1,150,000   

3.40%, 03/08/2021

     1,165,786  
  905,000   

3.52%, 05/18/2024, 3 mo. USD LIBOR + 1.000%(3)

     909,316  
    

Huntington Bancshares, Inc.

  
  2,000,000   

2.30%, 01/14/2022

     1,993,116  


 

The Hartford Short Duration Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   1,700,000   

3.15%, 03/14/2021

   $ 1,717,960  
    

ING Groep N.V.

                                   
  705,000   

3.15%, 03/29/2022

     715,901  
  2,000,000   

4.10%, 10/02/2023

     2,114,331  
    

Intesa Sanpaolo S.p.A.

  
  1,955,000   

3.13%, 07/14/2022(1)

     1,952,296  
  1,675,000   

3.38%, 01/12/2023(1)

     1,678,194  
  750,000   

6.50%, 02/24/2021(1)

     786,373  
    

JP Morgan Chase & Co.

  
  4,000,000   

2.30%, 08/15/2021

     3,990,976  
  3,000,000   

2.55%, 03/01/2021

     3,008,348  
  1,800,000   

3.51%, 10/24/2023, 3 mo. USD LIBOR + 1.230%(3)

     1,829,734  
    

KeyBank NA

  
  1,500,000   

2.40%, 06/09/2022

     1,503,691  
  905,000   

2.50%, 11/22/2021

     906,284  
  1,700,000   

3.30%, 02/01/2022

     1,739,333  
    

Macquarie Group Ltd.

  
  3,000,000   

3.19%, 11/28/2023, (3.19% fixed rate until 11/28/2022; 3 mo. USD LIBOR + 1.023% thereafter)(1)(8)

     3,046,470  
    

Manufacturers & Traders Trust Co.

  
  1,045,000   

3.46%, 12/28/2020, 1 mo. USD LIBOR + 1.215%(3)

     1,045,591  
    

Mitsubishi UFJ Financial Group, Inc.

  
  3,580,000   

2.62%, 07/18/2022

     3,582,823  
    

Mizuho Financial Group, Inc.

  
  1,500,000   

2.63%, 04/12/2021(1)

     1,502,880  
  2,000,000   

2.72%, 07/16/2023, (2.72% fixed rate until 07/16/2022; 3 mo. USD LIBOR + 0.840% thereafter)(8)

     2,006,931  
    

Morgan Stanley

  
  920,000   

2.50%, 04/21/2021

     921,753  
  2,000,000   

2.75%, 05/19/2022

     2,014,504  
  1,000,000   

3.21%, 07/22/2022, 3 mo. USD LIBOR + 0.930%(3)

     1,007,110  
  2,000,000   

3.68%, 10/24/2023, 3 mo. USD LIBOR + 1.400%(3)

     2,039,460  
  1,750,000   

5.63%, 09/23/2019

     1,757,607  
    

NatWest Markets plc

  
  4,125,000   

3.63%, 09/29/2022(1)

     4,181,486  
    

Regions Financial Corp.

  
  2,500,000   

2.75%, 08/14/2022

     2,515,792  
  2,250,000   

3.20%, 02/08/2021

     2,272,758  
  1,500,000   

3.80%, 08/14/2023

     1,571,160  
    

Santander Holdings USA, Inc.

  
  1,115,000   

2.65%, 04/17/2020

     1,114,831  
  3,530,000   

3.70%, 03/28/2022

     3,606,152  
    

Santander UK plc

  
  2,250,000   

2.38%, 03/16/2020

     2,248,365  
  2,000,000   

3.40%, 06/01/2021

     2,031,238  
    

Skandinaviska Enskilda Banken AB

  
  1,400,000   

2.63%, 11/17/2020(1)

     1,403,356  
  1,500,000   

2.80%, 03/11/2022

     1,511,659  
    

Standard Chartered plc

  
  3,000,000   

2.40%, 09/08/2019(1)

     2,999,520  
  3,400,000   

4.25%, 01/20/2023, (4.25% fixed rate until 01/20/2022; 3 mo. USD LIBOR + 1.150% thereafter)(1)(8)

     3,502,153  
    

SunTrust Banks, Inc.

  
  895,000   

2.90%, 03/03/2021

     900,794  
    

Svenska Handelsbanken AB

  
  1,010,000   

1.88%, 09/07/2021

     999,789  
    

UBS Group Funding Switzerland AG

  
  2,750,000   

3.00%, 04/15/2021(1)

     2,772,340  
    

UniCredit S.p.A.

  
  3,250,000   

3.75%, 04/12/2022(1)

     3,306,492  
  3,035,000   

6.57%, 01/14/2022(1)

     3,247,855  
    

Wells Fargo & Co.

  
  2,500,000   

2.50%, 03/04/2021

     2,508,539  
  3,000,000   

3.49%, 10/31/2023, 3 mo. USD LIBOR + 1.230%(3)

     3,055,986  


 

The Hartford Short Duration Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   1,795,000   

3.75%, 01/24/2024

   $ 1,880,759  
       

 

 

 

          207,099,788  
       

 

 

 

    

Commercial Services - 0.9%

                                   
    

Equifax, Inc.

  
  1,035,000   

3.30%, 12/15/2022

     1,054,460  
  2,555,000   

3.95%, 06/15/2023

     2,660,903  
    

ERAC USA Finance LLC

  
  1,870,000   

2.35%, 10/15/2019(1)

     1,869,405  
    

IHS Markit Ltd.

  
  2,750,000   

4.13%, 08/01/2023

     2,871,000  
    

Total System Services, Inc.

  
  1,500,000   

3.80%, 04/01/2021

     1,526,579  
  1,500,000   

4.00%, 06/01/2023

     1,566,167  
       

 

 

 

          11,548,514  
       

 

 

 

    

Construction Materials - 0.2%

  
    

Fortune Brands Home & Security, Inc.

  
  2,000,000   

3.00%, 06/15/2020

     2,006,767  
       

 

 

 

    

Diversified Financial Services - 2.7%

  
    

AerCap Ireland Capital DAC / AerCap Global Aviation Trust

  
  910,000   

3.30%, 01/23/2023

     922,188  
    

AIG Global Funding

  
  2,230,000   

2.30%, 07/01/2022(1)

     2,219,837  
    

Air Lease Corp.

  
  2,500,000   

2.13%, 01/15/2020

     2,494,814  
  2,700,000   

2.63%, 07/01/2022

     2,690,601  
    

Aircastle Ltd.

  
  1,200,000   

4.13%, 05/01/2024

     1,232,331  
  1,400,000   

4.40%, 09/25/2023

     1,454,831  
  3,075,000   

5.13%, 03/15/2021

     3,181,049  
    

Ally Financial, Inc.

  
  2,690,000   

3.88%, 05/21/2024

     2,777,425  
    

CNA Financial Corp.

  
  2,500,000   

7.25%, 11/15/2023

     2,919,407  
    

Credit Agricole S.A.

  
  1,150,000   

2.38%, 07/01/2021(1)

     1,149,640  
    

goeasy Ltd.

  
  2,000,000   

7.88%, 11/01/2022(1)

     2,085,000  
    

Navient Corp.

  
  1,250,000   

8.00%, 03/25/2020

     1,289,062  
    

Protective Life Global Funding

  
  2,525,000   

2.62%, 08/22/2022(1)

     2,532,128  
    

Societe Generale S.A.

  
  1,350,000   

2.50%, 04/08/2021(1)

     1,349,892  
  1,800,000   

3.25%, 01/12/2022(1)

     1,820,574  
    

Synchrony Financial

  
  610,000   

2.70%, 02/03/2020

     609,878  
  2,135,000   

2.85%, 07/25/2022

     2,135,996  
  1,245,000   

4.38%, 03/19/2024

     1,311,002  
       

 

 

 

          34,175,655  
       

 

 

 

    

Electric - 2.8%

  
    

AEP Texas, Inc.

  
  2,500,000   

2.40%, 10/01/2022

     2,495,620  
    

CenterPoint Energy, Inc.

  
  3,400,000   

3.85%, 02/01/2024

     3,557,027  
    

Dominion Energy, Inc.

  
  2,475,000   

3.07%, 08/15/2024(4)

     2,496,782  
    

Edison International

  
  2,000,000   

2.40%, 09/15/2022

     1,957,959  
  2,750,000   

2.95%, 03/15/2023

     2,719,782  
    

Emera U.S. Finance L.P.

  
  395,000   

2.70%, 06/15/2021

     395,441  
    

Enel Finance International N.V.

  
  3,150,000   

2.88%, 05/25/2022(1)

     3,168,907  
  1,500,000   

4.25%, 09/14/2023(1)

     1,579,473  


 

The Hartford Short Duration Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Eversource Energy

  
$   1,055,000   

2.50%, 03/15/2021

   $ 1,055,192  
  890,000   

3.80%, 12/01/2023

     937,063  
    

Exelon Corp.

  
  805,000   

2.85%, 06/15/2020

     807,022  
    

FirstEnergy Corp.

  
  970,000   

2.85%, 07/15/2022

     979,332  
    

Fortis, Inc.

  
  2,285,000   

2.10%, 10/04/2021

     2,262,371  
    

ITC Holdings Corp.

  
  1,850,000   

2.70%, 11/15/2022

     1,855,328  
    

Potomac Electric Power Co.

  
  705,000   

3.05%, 04/01/2022

     719,058  
    

Public Service Enterprise Group, Inc.

  
  3,410,000   

2.88%, 06/15/2024

     3,449,238  
    

SCANA Corp.

  
  1,341,000   

4.75%, 05/15/2021

     1,374,895  
    

Southern Co.

  
  3,000,000   

2.35%, 07/01/2021

     2,991,205  
       

 

 

 

          34,801,695  
       

 

 

 

    

Electronics - 0.1%

  
    

Fortive Corp.

  
  850,000   

2.35%, 06/15/2021

     846,596  
       

 

 

 

    

Engineering & Construction - 0.1%

  
    

SBA Tower Trust

  
  1,760,000   

3.17%, 04/09/2047(1)

     1,771,114  
       

 

 

 

    

Entertainment - 0.2%

  
    

Eldorado Resorts, Inc.

  
  2,835,000   

7.00%, 08/01/2023

     2,962,575  
       

 

 

 

    

Environmental Control - 0.2%

  
    

Republic Services, Inc.

  
  2,245,000   

2.50%, 08/15/2024(6)

     2,241,428  
       

 

 

 

    

Food - 1.8%

  
    

Conagra Brands, Inc.

                                   
  6,020,000   

3.80%, 10/22/2021

     6,184,116  
  2,000,000   

4.30%, 05/01/2024

     2,123,900  
    

Danone S.A.

  
  4,000,000   

2.08%, 11/02/2021(1)

     3,965,378  
  770,000   

3.00%, 06/15/2022(1)

     782,790  
    

Kraft Heinz Foods Co.

  
  1,425,000   

2.80%, 07/02/2020

     1,426,909  
  860,000   

4.00%, 06/15/2023

     899,435  
    

Kroger Co.

  
  1,415,000   

1.50%, 09/30/2019

     1,412,625  
    

Mondelez International Holdings Netherlands B.V.

  
  2,500,000   

2.00%, 10/28/2021(1)

     2,474,472  
    

Tyson Foods, Inc.

  
  1,000,000   

2.25%, 08/23/2021

     995,699  
  2,000,000   

4.50%, 06/15/2022

     2,109,088  
       

 

 

 

          22,374,412  
       

 

 

 

    

Gas - 0.1%

  
    

CenterPoint Energy Resources Corp.

  
  1,605,000   

4.50%, 01/15/2021

     1,641,740  
       

 

 

 

    

Healthcare-Products - 0.3%

  
    

Boston Scientific Corp.

  
  2,260,000   

3.45%, 03/01/2024

     2,346,490  
    

Life Technologies Corp.

  
  1,850,000   

5.00%, 01/15/2021

     1,903,007  
       

 

 

 

          4,249,497  
       

 

 

 

    

Healthcare-Services - 0.8%

  
    

Anthem, Inc.

  
  1,500,000   

2.95%, 12/01/2022

     1,519,126  


 

The Hartford Short Duration Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Cigna Corp.

  
$   3,130,000   

3.75%, 07/15/2023(1)

   $ 3,250,899  
    

Dignity Health

  
  1,810,000   

2.64%, 11/01/2019

     1,809,746  
    

Laboratory Corp. of America Holdings

  
  590,000   

2.63%, 02/01/2020

     590,087  
    

UnitedHealth Group, Inc.

  
  3,300,000   

3.50%, 02/15/2024

     3,461,768  
       

 

 

 

          10,631,626  
       

 

 

 

    

Home Builders - 0.2%

  
    

Toll Brothers Finance Corp.

  
  2,000,000   

5.88%, 02/15/2022

     2,125,000  
       

 

 

 

    

Household Products/Wares - 0.2%

  
    

Church & Dwight Co., Inc.

  
  2,515,000   

2.88%, 10/01/2022

     2,541,731  
       

 

 

 

    

Insurance - 1.4%

                                   
    

Assurant, Inc.

  
  1,250,000   

4.20%, 09/27/2023

     1,297,868  
    

AXA Equitable Holdings, Inc.

  
  785,000   

3.90%, 04/20/2023

     817,439  
    

Jackson National Life Global Funding

  
  3,000,000   

2.50%, 06/27/2022(1)

     2,998,447  
    

Liberty Mutual Group, Inc.

  
  2,000,000   

4.95%, 05/01/2022(1)

     2,110,967  
    

Marsh & McLennan Cos., Inc.

  
  2,315,000   

3.88%, 03/15/2024

     2,451,533  
    

Metropolitan Life Global Funding

  
  3,000,000   

3.38%, 01/11/2022(1)

     3,071,990  
    

Trinity Acquisition plc

  
  705,000   

3.50%, 09/15/2021

     716,525  
    

Unum Group

  
  1,445,000   

3.00%, 05/15/2021

     1,453,013  
    

Willis North America, Inc.

  
  2,250,000   

3.60%, 05/15/2024

     2,326,645  
       

 

 

 

          17,244,427  
       

 

 

 

    

Internet - 0.5%

  
    

Netflix, Inc.

  
  2,000,000   

5.50%, 02/15/2022

     2,119,400  
    

Tencent Holdings Ltd.

  
  3,630,000   

2.99%, 01/19/2023(1)

     3,666,028  
       

 

 

 

          5,785,428  
       

 

 

 

    

Iron/Steel - 0.5%

  
    

ArcelorMittal

  
  2,500,000   

5.13%, 06/01/2020

     2,551,090  
  1,500,000   

6.25%, 02/25/2022

     1,623,150  
    

Steel Dynamics, Inc.

  
  1,500,000   

5.13%, 10/01/2021

     1,503,750  
  1,000,000   

5.25%, 04/15/2023

     1,020,000  
       

 

 

 

          6,697,990  
       

 

 

 

    

IT Services - 0.9%

  
    

Hewlett Packard Enterprise Co.

  
  1,250,000   

3.50%, 10/05/2021

     1,272,213  
  1,250,000   

3.60%, 10/15/2020

     1,264,693  
    

International Business Machines Corp.

  
  5,775,000   

3.00%, 05/15/2024

     5,908,804  
    

NCR Corp.

  
  1,250,000   

4.63%, 02/15/2021

     1,251,563  
  2,200,000   

5.00%, 07/15/2022

     2,207,590  
       

 

 

 

          11,904,863  
       

 

 

 

    

Lodging - 1.4%

  
    

Choice Hotels International, Inc.

  
  3,320,000   

5.70%, 08/28/2020

     3,415,450  


 

The Hartford Short Duration Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Las Vegas Sands Corp.

  
$   5,090,000   

3.20%, 08/08/2024

   $ 5,113,368  
    

Marriott International, Inc.

  
  1,500,000   

2.30%, 01/15/2022

     1,492,657  
  2,500,000   

3.60%, 04/15/2024

     2,606,261  
    

MGM Resorts International

  
  2,000,000   

5.25%, 03/31/2020

     2,030,000  
  2,300,000   

6.00%, 03/15/2023

     2,495,500  
       

 

 

 

          17,153,236  
       

 

 

 

    

Machinery-Diversified - 0.4%

  
    

CNH Industrial Capital LLC

                                   
  2,000,000   

4.38%, 11/06/2020

     2,040,380  
  995,000   

4.38%, 04/05/2022

     1,031,795  
    

Roper Technologies, Inc.

  
  1,500,000   

3.65%, 09/15/2023

     1,560,899  
       

 

 

 

          4,633,074  
       

 

 

 

    

Media - 1.4%

  
    

CBS Corp.

  
  815,000   

2.90%, 06/01/2023

     819,950  
    

CCO Holdings LLC / CCO Holdings Capital Corp.

  
  1,500,000   

5.13%, 05/01/2023(1)

     1,535,850  
    

Charter Communications Operating LLC / Charter Communications Operating Capital

  
  1,685,000   

3.58%, 07/23/2020

     1,697,759  
    

Comcast Corp.

  
  3,185,000   

3.70%, 04/15/2024

     3,367,855  
    

Cox Communications, Inc.

  
  905,000   

2.95%, 06/30/2023(1)

     914,115  
    

Discovery Communications LLC

  
  1,075,000   

2.20%, 09/20/2019

     1,074,394  
  2,195,000   

2.80%, 06/15/2020

     2,196,665  
    

Fox Corp.

  
  550,000   

3.67%, 01/25/2022(1)

     566,870  
  735,000   

4.03%, 01/25/2024(1)

     778,346  
    

Sky Ltd.

  
  1,770,000   

2.63%, 09/16/2019(1)

     1,769,893  
    

Videotron Ltd.

  
  2,675,000   

5.00%, 07/15/2022

     2,794,572  
       

 

 

 

          17,516,269  
       

 

 

 

    

Mining - 0.3%

  
    

Anglo American Capital plc

  
  2,250,000   

3.75%, 04/10/2022(1)

     2,299,928  
  1,500,000   

4.13%, 04/15/2021(1)

     1,530,000  
    

Glencore Funding LLC

  
  320,000   

3.00%, 10/27/2022(1)

     321,472  
       

 

 

 

          4,151,400  
       

 

 

 

    

Miscellaneous Manufacturing - 0.1%

  
    

Parker-Hannifin Corp.

  
  1,480,000   

2.70%, 06/14/2024

     1,489,189  
       

 

 

 

    

Office/Business Equipment - 0.7%

  
    

Pitney Bowes, Inc.

  
  4,425,000   

3.88%, 09/15/2020

     4,408,406  
    

Xerox Corp.

  
  4,000,000   

2.75%, 09/01/2020

     3,993,600  
       

 

 

 

          8,402,006  
       

 

 

 

    

Oil & Gas - 1.8%

  
    

Aker BP ASA

  
  3,075,000   

4.75%, 06/15/2024(1)

     3,167,250  
    

Anadarko Petroleum Corp.

  
  1,991,000   

4.85%, 03/15/2021

     2,053,259  
    

Canadian Natural Resources Ltd.

  
  875,000   

2.95%, 01/15/2023

     883,582  


 

The Hartford Short Duration Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Cimarex Energy Co.

                                   
$   2,795,000   

4.38%, 06/01/2024

   $ 2,945,588  
    

Eni S.p.A.

  
  3,400,000   

4.00%, 09/12/2023(1)

     3,548,854  
    

EQT Corp.

  
  3,000,000   

2.50%, 10/01/2020

     2,978,155  
    

Marathon Oil Corp.

  
  1,726,000   

2.70%, 06/01/2020

     1,726,891  
    

Noble Energy, Inc.

  
  1,015,000   

4.15%, 12/15/2021

     1,046,219  
    

Petroleos Mexicanos

  
EUR   2,535,000   

3.13%, 11/27/2020(9)

     2,872,053  
    

Pioneer Natural Resources Co.

  
$   1,565,000   

3.45%, 01/15/2021

     1,585,091  
       

 

 

 

          22,806,942  
       

 

 

 

    

Pharmaceuticals - 2.4%

  
    

AbbVie, Inc.

  
  1,250,000   

2.30%, 05/14/2021

     1,248,193  
  1,330,000   

2.50%, 05/14/2020

     1,329,861  
    

Allergan Funding SCS

  
  3,855,000   

3.00%, 03/12/2020

     3,863,205  
    

Bayer U.S. Finance LLC

  
  1,300,000   

2.38%, 10/08/2019(1)

     1,298,810  
  2,000,000   

3.50%, 06/25/2021(1)

     2,027,817  
  1,400,000   

3.88%, 12/15/2023(1)

     1,443,579  
    

Elanco Animal Health, Inc.

  
  4,075,000   

3.91%, 08/27/2021

     4,161,592  
  2,560,000   

4.27%, 08/28/2023

     2,692,662  
    

McKesson Corp.

  
  2,070,000   

3.65%, 11/30/2020

     2,101,286  
    

Mylan N.V.

  
  945,000   

3.75%, 12/15/2020

     959,887  
    

Shire Acquisitions Investments Ireland DAC

  
  3,000,000   

1.90%, 09/23/2019

     2,997,597  
    

Takeda Pharmaceutical Co., Ltd.

  
  1,365,000   

3.80%, 11/26/2020(1)

     1,387,875  
    

Teva Pharmaceutical Finance Netherlands B.V.

  
  4,850,000   

2.20%, 07/21/2021

     4,551,482  
       

 

 

 

          30,063,846  
       

 

 

 

    

Pipelines - 1.4%

  
    

Andeavor Logistics L.P. / Tesoro Logistics Finance Corp.

  
  240,000   

3.50%, 12/01/2022

     245,006  
    

Energy Transfer Operating L.P.

  
  1,130,000   

4.20%, 09/15/2023

     1,184,553  
  2,150,000   

4.50%, 04/15/2024

     2,284,159  
    

Enterprise Products Operating LLC

  
  1,700,000   

2.85%, 04/15/2021

     1,710,737  
    

EQM Midstream Partners L.P.

  
  2,775,000   

4.75%, 07/15/2023

     2,839,802  
    

Kinder Morgan Energy Partners L.P.

  
  850,000   

4.15%, 03/01/2022

     883,180  
  1,175,000   

5.30%, 09/15/2020

     1,209,479  
  865,000   

6.85%, 02/15/2020

     883,845  
    

Sunoco Logistics Partners Operations L.P.

  
  2,050,000   

4.40%, 04/01/2021

     2,104,463  
    

Western Midstream Operating L.P.

  
  750,000   

4.00%, 07/01/2022

     763,348  
    

Williams Cos., Inc.

  
  3,000,000   

4.30%, 03/04/2024

     3,178,650  
       

 

 

 

          17,287,222  
       

 

 

 

    

Real Estate Investment Trusts - 1.8%

  
    

American Tower Corp.

  
  1,750,000   

3.00%, 06/15/2023

     1,774,606  
  1,755,000   

3.30%, 02/15/2021

     1,776,857  


 

The Hartford Short Duration Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   2,350,000   

3.38%, 05/15/2024

   $ 2,416,065  
    

Crown Castle International Corp.

  
  1,500,000   

3.15%, 07/15/2023

     1,529,298  
  240,000   

3.40%, 02/15/2021

     242,811  
    

Realty Income Corp.

  
  2,000,000   

3.25%, 10/15/2022

     2,048,470  
    

Scentre Group Trust

  
  1,870,000   

2.38%, 11/05/2019(1)

     1,868,884  
    

WEA Finance LLC

  
  2,000,000   

3.15%, 04/05/2022(1)

     2,025,963  
    

WEA Finance LLC / Westfield UK & Europe Finance plc

  
  1,100,000   

3.25%, 10/05/2020(1)

     1,108,439  
    

Ventas Realty L.P.

  
  3,700,000   

2.65%, 01/15/2025

     3,669,307  
    

Welltower, Inc.

  
  2,000,000   

3.63%, 03/15/2024

     2,079,883  
  2,000,000   

3.95%, 09/01/2023

     2,100,593  
       

 

 

 

          22,641,176  
       

 

 

 

    

Retail - 0.9%

                                   
    

Alimentation Couche-Tard, Inc.

  
  2,250,000   

2.35%, 12/13/2019(1)

     2,248,204  
    

CVS Health Corp.

  
  2,350,000   

2.13%, 06/01/2021

     2,334,296  
  715,000   

2.80%, 07/20/2020

     716,367  
  1,120,000   

3.35%, 03/09/2021

     1,134,600  
  2,500,000   

3.70%, 03/09/2023

     2,579,382  
    

Dollar Tree, Inc.

  
  1,790,000   

3.70%, 05/15/2023

     1,845,724  
       

 

 

 

          10,858,573  
       

 

 

 

    

Savings & Loans - 0.1%

  
    

Nationwide Building Society

  
  1,400,000   

3.62%, 04/26/2023, (3.62% fixed rate until 04/26/2022; 3 mo. USD LIBOR + 1.181% thereafter)(1)(8)

     1,418,630  
       

 

 

 

    

Semiconductors - 1.0%

  
    

Broadcom Corp. / Broadcom Cayman Finance Ltd.

  
  2,700,000   

2.38%, 01/15/2020

     2,696,241  
    

Broadcom, Inc.

  
  1,500,000   

3.13%, 10/15/2022(1)

     1,505,153  
  1,500,000   

3.63%, 10/15/2024(1)

     1,503,587  
    

Microchip Technology, Inc.

  
  1,140,000   

3.92%, 06/01/2021

     1,159,649  
    

NXP B.V. / NXP Funding LLC

  
  2,000,000   

4.13%, 06/01/2021(1)

     2,045,465  
  860,000   

4.88%, 03/01/2024(1)

     922,438  
    

QUALCOMM, Inc.

  
  2,700,000   

3.00%, 05/20/2022

     2,745,607  
       

 

 

 

          12,578,140  
       

 

 

 

    

Software - 0.2%

  
    

Fidelity National Information Services, Inc.

  
  541,000   

2.25%, 08/15/2021

     538,955  
    

Fiserv, Inc.

  
  1,380,000   

3.80%, 10/01/2023

     1,446,161  
       

 

 

 

          1,985,116  
       

 

 

 

    

Telecommunications - 1.7%

  
    

AT&T, Inc.

  
  2,000,000   

2.80%, 02/17/2021

     2,011,822  
  2,000,000   

3.60%, 02/17/2023

     2,071,477  
    

Nokia Oyj

  
  5,500,000   

3.38%, 06/12/2022

     5,587,010  
    

Sprint Communications, Inc.

  
  3,169,000   

7.00%, 03/01/2020(1)

     3,236,341  


 

The Hartford Short Duration Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC

  
$   5,228,438   

3.36%, 03/20/2023(1)

   $ 5,244,123  
    

Telefonica Emisiones S.A.

  
  2,000,000   

4.57%, 04/27/2023

     2,151,492  
    

Verizon Communications, Inc.

  
  1,000,000   

5.15%, 09/15/2023

     1,109,114  
       

 

 

 

          21,411,379  
       

 

 

 

    

Transportation - 1.2%

                                   
    

Penske Truck Leasing Co. L.P. / PTL Finance Corp.

  
  1,500,000   

2.70%, 03/14/2023(1)

     1,499,995  
  1,000,000   

3.20%, 07/15/2020(1)

     1,004,388  
  2,065,000   

3.45%, 07/01/2024(1)

     2,130,820  
  1,250,000   

3.90%, 02/01/2024(1)

     1,309,533  
  2,000,000   

4.13%, 08/01/2023(1)

     2,095,437  
    

Ryder System, Inc.

  
  1,270,000   

2.25%, 09/01/2021

     1,264,702  
  1,075,000   

2.45%, 09/03/2019

     1,074,780  
    

TTX Co.

  
  4,450,000   

3.60%, 01/15/2025(1)

     4,693,169  
       

 

 

 

          15,072,824  
       

 

 

 

    

Trucking & Leasing - 0.9%

  
    

Aviation Capital Group LLC

  
  2,650,000   

3.88%, 05/01/2023(1)

     2,731,819  
    

Avolon Holdings Funding Ltd.

  
  3,000,000   

3.63%, 05/01/2022(1)

     3,041,100  
  2,950,000   

5.13%, 10/01/2023(1)

     3,134,670  
    

GATX Corp.

  
  2,500,000   

4.35%, 02/15/2024

     2,646,292  
       

 

 

 

          11,553,881  
       

 

 

 

    

Total Corporate Bonds
(cost $669,210,439)

   $ 680,143,992  
       

 

 

 

Foreign Government Obligations - 0.5%

  
    

Qatar - 0.5%

  
    

Qatar Government International Bond

  
  4,700,000   

3.38%, 03/14/2024(1)

     4,888,000  
  1,960,000   

3.88%, 04/23/2023(1)

     2,065,350  
       

 

 

 

          6,953,350  
       

 

 

 

    

Total Foreign Government Obligations
(cost $6,641,541)

   $ 6,953,350  
       

 

 

 

Municipal Bonds - 0.6%

  
    

General Obligation - 0.3%

  
    

Cook County, IL, GO

  
  2,805,000   

4.74%, 11/15/2022

     2,923,119  
       

 

 

 

    

Higher Education - 0.2%

  
    

Chicago, IL, Board of Education, GO

  
  2,630,000   

5.28%, 12/01/2022

     2,687,071  
       

 

 

 

    

Transportation - 0.1%

  
    

Alameda Corridor Transportation Auth, CA

  
  1,750,000   

0.00%, 10/01/2022(10)

     1,603,315  
       

 

 

 

    

Total Municipal Bonds
(cost $7,105,631)

   $ 7,213,505  
       

 

 

 

Senior Floating Rate Interests - 17.4%(11)

  
    

Aerospace/Defense - 0.4%

  
    

Circor International, Inc.

  
  1,359,562   

5.87%, 12/11/2024, 1 mo. USD LIBOR + 3.500%

   $ 1,358,433  
    

Fly Funding S.a.r.l.

  
  515,152   

4.56%, 02/09/2023, 3 mo. USD LIBOR + 2.000%

     515,152  
    

TransDigm, Inc.

  
  3,789,954   

4.83%, 06/09/2023, 1 mo. USD LIBOR + 2.500%

     3,768,048  
       

 

 

 

          5,641,633  
       

 

 

 


 

The Hartford Short Duration Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Airlines - 0.3%

                                   
    

American Airlines, Inc.

  
$   1,541,983   

4.06%, 06/27/2025, 1 mo. USD LIBOR + 1.750%

   $ 1,510,188  
  970,000   

4.24%, 04/28/2023, 1 mo. USD LIBOR + 2.000%

     965,635  
  960,000   

4.38%, 10/12/2021, 1 mo. USD LIBOR + 2.000%

     959,203  
       

 

 

 

          3,435,026  
       

 

 

 

    

Auto Manufacturers - 0.1%

  
    

Navistar International Corp.

  
  709,200   

5.83%, 11/06/2024, 1 mo. USD LIBOR + 3.500%

     710,533  
       

 

 

 

    

Auto Parts & Equipment - 0.4%

  
    

Adient U.S. LLC

  
  1,125,000   

6.87%, 05/06/2024, 1 mo. USD LIBOR + 4.250%

     1,080,000  
    

AL Alpine AT Bidco GmbH

  
EUR   330,000   

3.00%, 10/31/2025, 3 mo. EURIBOR + 3.500%

     362,570  
    

Altra Industrial Motion Corp.

  
$   766,343   

4.23%, 10/01/2025, 1 mo. USD LIBOR + 2.000%

     763,470  
    

IAA, Inc.

  
  395,000   

0.00%, 06/28/2026, 1 mo. USD LIBOR + 2.250%(12)

     396,481  
    

Panther BF Aggregator L.P.

  
EUR   1,620,000   

3.75%, 04/30/2026, 1 mo. EUR LIBOR + 3.750%

     1,793,341  
$   1,125,000   

5.73%, 04/30/2026, 1 mo. USD LIBOR + 3.500%

     1,124,302  
       

 

 

 

          5,520,164  
       

 

 

 

    

Beverages - 0.1%

  
    

Jacobs Douwe Egberts International B.V.

  
  825,585   

4.44%, 11/01/2025, 3 mo. USD LIBOR + 2.000%

     824,553  
       

 

 

 

    

Biotechnology - 0.0%

  
    

Sotera Health Holdings LLC

  
  289,945   

5.23%, 05/15/2022, 1 mo. USD LIBOR + 3.000%

     286,683  
       

 

 

 

    

Chemicals - 0.6%

  
    

Axalta Coating Systems U.S. Holdings, Inc.

  
  1,083,744   

4.08%, 06/01/2024, 3 mo. USD LIBOR + 1.750%

     1,077,144  
    

Cabot Microelectronics Corp.

  
  865,059   

4.50%, 11/14/2025, 1 mo. ICE LIBOR + 2.250%

     866,140  
    

CTC AcquiCo GmbH

  
EUR   638,936   

2.50%, 03/07/2025, 3 mo. EURIBOR + 2.500%

     693,474  
    

Hexion, Inc.

  
$   750,000   

0.00%, 06/25/2026, 1 mo. USD LIBOR + 3.500%(12)

     748,125  
    

Minerals Technologies, Inc.

  
  301,583   

4.54%, 02/14/2024, 1 mo. USD LIBOR + 2.250%

     302,211  
    

Momentive Performance Materials, Inc.

  
  515,000   

5.59%, 05/15/2024, 1 mo. USD LIBOR + 3.250%

     512,106  
    

Platform Specialty Products Corp.

  
  681,575   

4.48%, 01/30/2026, 1 mo. ICE LIBOR + 2.250%

     681,009  
    

Starfruit Finco B.V.

  
EUR   150,000   

3.75%, 10/01/2025, 3 mo. EURIBOR + 3.750%

     165,507  
$   349,125   

5.61%, 10/01/2025, 1 mo. USD LIBOR + 3.250%

     342,726  
    

Tronox Finance LLC

  
  643,142   

5.27%, 09/23/2024, 3 mo. USD LIBOR + 3.000%

     638,016  
    

Univar, Inc.

  
  662,511   

4.48%, 07/01/2024, 1 mo. USD LIBOR + 2.250%

     663,061  
  277,710   

4.73%, 07/01/2024, 1 mo. ICE LIBOR + 2.500%

     277,318  
    

WR Grace & Co.

  
  823,775   

4.08%, 04/03/2025, 3 mo. USD LIBOR + 1.750%

     822,746  
       

 

 

 

          7,789,583  
       

 

 

 

    

Commercial Services - 1.7%

  
    

Allied Universal Holdco LLC

  
  85,312   

0.00%, 07/10/2026, 3 mo. USD LIBOR + 4.000%(12)(13)

     85,450  
  861,657   

6.51%, 07/10/2026, 3 mo. USD LIBOR + 4.250%

     863,044  
    

Blackhawk Network Holdings, Inc.

  
  2,021,615   

5.23%, 06/15/2025, 1 mo. USD LIBOR + 3.000%

     2,015,712  
    

Bright Horizons Family Solutions, Inc.

  
  606,722   

3.98%, 11/07/2023, 1 mo. USD LIBOR + 1.750%

     606,722  


 

The Hartford Short Duration Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

BrightView Landscapes LLC

  
$   833,176   

4.78%, 08/15/2025, 1 mo. USD LIBOR + 2.500%

   $ 833,868  
    

Dun & Bradstreet Corp.

  
  1,805,000   

7.24%, 02/06/2026, 1 mo. USD LIBOR + 5.000%

     1,815,722  
    

Energizer Holdings, Inc.

  
  314,400   

4.69%, 12/17/2025, 1 mo. USD LIBOR + 2.250%

     313,812  
    

Garda World Security Corp.

  
  480,000   

0.00%, 05/24/2024, 1 mo. USD LIBOR + 3.500%(12)

     480,384  
    

Quikrete Holdings, Inc.

  
  1,683,897   

4.98%, 11/15/2023, 1 mo. USD LIBOR + 2.750%

     1,668,692  
    

Russell Investments U.S. Inst’l Holdco, Inc.

  
  1,975,963   

5.48%, 06/01/2023, 3 mo. USD LIBOR + 3.250%

     1,960,313  
    

Techem GmbH

  
EUR   945,000   

3.75%, 07/31/2025, 3 mo. EURIBOR + 3.750%

     1,050,185  
    

Tempo Acquisition LLC

  
$   1,783,600   

5.23%, 05/01/2024, 1 mo. USD LIBOR + 3.000%

     1,785,829  
    

Trans Union LLC

  
  1,658,838   

4.23%, 04/10/2023, 1 mo. USD LIBOR + 2.000%

     1,662,205  
    

United Rentals, Inc.

  
  3,587,888   

3.98%, 10/31/2025, 1 mo. ICE LIBOR + 1.750%

     3,588,784  
    

Verisure Holding AB

  
EUR   1,015,000   

3.50%, 10/21/2022, 3 mo. EURIBOR + 3.500%

     1,125,392  
    

Weight Watchers International, Inc.

  
$   939,508   

7.10%, 11/29/2024, 3 mo. USD LIBOR + 4.750%

     930,705  
    

Xerox Business Services LLC

  
  731,250   

4.73%, 12/07/2023, 1 mo. USD LIBOR + 2.500%

     717,539  
       

 

 

 

          21,504,358  
       

 

 

 

    

Construction Materials - 0.1%

                                   
    

NCI Building Systems, Inc.

  
  1,295,188   

6.12%, 04/12/2025, 3 mo. USD LIBOR + 3.750%

     1,263,883  
    

Tamko Building Products, Inc.

  
  385,000   

5.56%, 04/23/2026, 1 mo. USD LIBOR + 3.250%

     385,963  
       

 

 

 

          1,649,846  
       

 

 

 

    

Distribution/Wholesale - 0.1%

  
    

Beacon Roofing Supply, Inc.

  
  286,375   

4.62%, 01/02/2025, 1 mo. USD LIBOR + 2.250%

     284,863  
    

Hamilton Holdco LLC

  
  524,700   

4.33%, 07/02/2025, 1 mo. USD LIBOR + 2.000%

     524,044  
       

 

 

 

          808,907  
       

 

 

 

    

Diversified Financial Services - 0.6%

  
    

AlixPartners LLP

  
EUR   364,088   

3.25%, 04/04/2024, 3 mo. USD LIBOR + 3.250%

     403,214  
$   1,363,613   

4.98%, 04/04/2024, 3 mo. USD LIBOR + 2.750%

     1,364,826  
    

Crown Finance U.S., Inc.

  
  1,651,019   

4.48%, 02/28/2025, 1 mo. USD LIBOR + 2.250%

     1,644,084  
    

Delos Finance S.a.r.l.

  
  570,833   

4.08%, 10/06/2023, 3 mo. USD LIBOR + 1.750%

     572,021  
    

FinCo I LLC

  
  585,862   

4.23%, 12/27/2022, 1 mo. USD LIBOR + 2.000%

     587,767  
    

Nets Holding A/S

  
EUR   621,771   

3.25%, 02/06/2025, 3 mo. EURIBOR + 3.250%

     684,556  
    

NFP Corp.

  
$   258,375   

5.23%, 01/08/2024, 1 mo. USD LIBOR + 3.000%

     254,499  
    

RP Crown Parent LLC

  
  443,625   

4.98%, 10/12/2023, 1 mo. USD LIBOR + 2.750%

     442,294  
    

UFC Holdings LLC

  
  164,577   

5.49%, 04/29/2026, 1 mo. USD LIBOR + 3.250%

     164,834  
    

Victory Capital Holdings, Inc.

  
  1,189,091   

5.57%, 07/01/2026, 1 mo. USD LIBOR + 3.250%

     1,195,405  
       

 

 

 

          7,313,500  
       

 

 

 

    

Electrical Components & Equipment - 0.0%

  
    

Lumentum Holdings

  
  388,050   

4.73%, 12/10/2025, 1 mo. USD LIBOR + 2.500%

     389,020  
       

 

 

 


 

The Hartford Short Duration Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Electronics - 0.1%

  
    

Resideo Funding, Inc.

  
$   776,100   

4.33%, 10/24/2025, 3 mo. USD LIBOR + 2.000%

   $ 775,619  
       

 

 

 

    

Energy-Alternate Sources - 0.2%

                                   
    

AES Corp.

  
  553,529   

4.27%, 05/31/2022, 3 mo. USD LIBOR + 1.750%

     553,069  
    

BCP Renaissance Parent LLC

  
  1,529,550   

5.76%, 10/31/2024, 3 mo. USD LIBOR + 3.500%

     1,527,317  
    

Medallion Midland Acquisition LLC

  
  459,272   

5.48%, 10/30/2024, 1 mo. USD LIBOR + 3.250%

     452,383  
    

TEX Operations Co. LLC

  
  552,350   

4.23%, 08/04/2023, 1 mo. USD LIBOR + 2.000%

     552,886  
       

 

 

 

          3,085,655  
       

 

 

 

    

Engineering & Construction - 0.2%

  
    

Brand Energy & Infrastructure Services, Inc.

  
  1,960,000   

6.61%, 06/21/2024, 3 mo. USD LIBOR + 4.250%

     1,889,558  
    

Pike Corp.

  
  295,273   

0.00%, 07/19/2026, 1 mo. USD LIBOR + 3.250%(12)

     296,380  
       

 

 

 

          2,185,938  
       

 

 

 

    

Entertainment - 0.2%

  
    

CityCenter Holdings LLC

  
  477,151   

4.48%, 04/18/2024, 1 mo. USD LIBOR + 2.250%

     477,748  
    

Scientific Games International, Inc.

  
  512,525   

4.98%, 08/14/2024, 2 mo. USD LIBOR + 2.750%

     509,404  
    

Wyndham Hotels & Resorts, Inc.

  
  1,007,388   

3.98%, 05/30/2025, 1 mo. USD LIBOR + 1.750%

     1,009,281  
       

 

 

 

          1,996,433  
       

 

 

 

    

Environmental Control - 0.3%

  
    

Advanced Disposal Services, Inc.

  
  1,141,948   

4.60%, 11/10/2023, 1 Week USD LIBOR + 2.250%

     1,143,810  
    

Clean Harbors, Inc.

  
  1,729,799   

3.98%, 06/28/2024, 1 mo. USD LIBOR + 1.750%

     1,733,259  
    

Fluidra Finco SLU

  
EUR   524,700   

2.75%, 07/02/2025, 1 mo. EURIBOR + 2.750%

     584,473  
       

 

 

 

          3,461,542  
       

 

 

 

    

Food - 0.1%

  
    

CHG PPC Parent LLC

  
$   232,650   

4.98%, 03/31/2025, 1 mo. USD LIBOR + 2.750%

     231,342  
    

IRB Holding Corp.

  
  481,344   

5.55%, 02/05/2025, 1 mo. USD LIBOR + 3.250%

     479,111  
    

Post Holdings, Inc.

  
  1,166,645   

4.27%, 05/24/2024, 1 mo. USD LIBOR + 2.000%

     1,166,319  
       

 

 

 

          1,876,772  
       

 

 

 

    

Food Service - 0.1%

  
    

8th Avenue Food & Provisions, Inc.

  
  353,225   

6.11%, 10/01/2025, 3 mo. USD LIBOR + 3.750%

     354,331  
    

Aramark Services, Inc.

  
  554,934   

4.08%, 03/11/2025, 3 mo. USD LIBOR + 1.750%

     554,701  
       

 

 

 

          909,032  
       

 

 

 

    

Gas - 0.1%

  
    

Messer Industries GmbH

  
EUR   150,000   

2.75%, 03/01/2026, 3 mo. EURIBOR + 2.750%

     166,050  
$   588,525   

4.83%, 03/01/2026, 1 mo. USD LIBOR + 2.500%

     585,583  
       

 

 

 

          751,633  
       

 

 

 

    

Healthcare-Products - 0.1%

  
    

Avantor, Inc.

  
$   242,987   

5.23%, 11/21/2024, 3 mo. USD LIBOR +3.000%

   $ 245,011  
    

Emerald TopCo, Inc.

  
  540,000   

0.00%, 07/24/2026, 1 mo. USD LIBOR + 3.500%(12)

     538,515  
       

 

 

 

          783,526  
       

 

 

 


 

The Hartford Short Duration Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Healthcare-Services - 0.7%

  
    

Agiliti Health, Inc.

                                   
$   289,275   

5.44%, 01/04/2026, UNFND + 3.000%

   $ 289,637  
    

Ensemble RCM LLC

  
  380,000   

0.00%, 08/03/2026, 1 mo. USD LIBOR + 3.750%(12)

     380,239  
    

Envision Healthcare Corp.

  
  1,323,350   

5.98%, 10/10/2025, 1 mo. USD LIBOR + 3.750%

     1,134,495  
    

Gentiva Health Services, Inc.

  
  808,819   

6.00%, 07/02/2025, 1 mo. USD LIBOR + 3.750%

     812,863  
    

IQVIA, Inc.

  
EUR   589,050   

2.50%, 06/11/2025, 3 mo. EURIBOR + 2.000%

     653,859  
    

Jaguar Holding Co.

  
$   569,125   

4.73%, 08/18/2022, 3 mo. USD LIBOR + 2.500%

     567,907  
    

MPH Acquisition Holdings LLC

  
  1,714,251   

5.08%, 06/07/2023, 3 mo. USD LIBOR + 2.750%

     1,662,823  
    

Surgery Center Holdings, Inc.

  
  482,417   

5.49%, 09/02/2024, 1 mo. USD LIBOR + 3.250%

     465,533  
    

Syneos Health, Inc.

  
  915,101   

4.23%, 08/01/2024, 1 mo. USD LIBOR + 2.000%

     912,475  
    

Team Health Holdings, Inc.

  
  995,048   

4.98%, 02/06/2024, 1 mo. USD LIBOR + 2.750%

     869,005  
    

Universal Health Services, Inc.

  
  1,532,300   

3.98%, 10/31/2025, 1 mo. USD LIBOR + 1.750%

     1,533,572  
       

 

 

 

          9,282,408  
       

 

 

 

    

Household Products - 0.1%

  
    

Diamond (BC) B.V.

  
EUR   157,600   

3.25%, 09/06/2024, 1 mo. EURIBOR + 3.250%

     161,223  
$   605,775   

5.26%, 09/06/2024, 2 mo. USD LIBOR + 3.000%

     547,724  
    

Prestige Brands, Inc.

  
  135,720   

4.23%, 01/26/2024, 1 mo. USD LIBOR + 2.000%

     135,550  
       

 

 

 

          844,497  
       

 

 

 

    

Insurance - 0.6%

  
    

Asurion LLC

  
  2,506,434   

5.23%, 08/04/2022, 1 mo. USD LIBOR + 3.000%

     2,510,469  
  891,354   

5.23%, 11/03/2023, 1 mo. USD LIBOR + 3.000%

     893,030  
  865,000   

8.73%, 08/04/2025, 1 mo. USD LIBOR + 6.500%

     879,774  
    

Genworth Holdings, Inc.

  
  237,000   

6.76%, 03/07/2023, 1 mo. USD LIBOR + 4.500%

     238,481  
    

Hub International Ltd.

  
  1,371,150   

5.27%, 04/25/2025, 2 mo. USD LIBOR + 3.000%

     1,355,999  
    

Sedgwick Claims Management Services, Inc.

  
  1,427,825   

5.48%, 12/31/2025, 1 mo. USD LIBOR + 3.250%

     1,404,366  
       

 

 

 

          7,282,119  
       

 

 

 

    

IT Services - 0.1%

  
    

Science Applications International Corp.

  
  1,880,788   

3.98%, 10/31/2025, 1 mo. ICE LIBOR + 1.750%

     1,873,735  
       

 

 

 

    

Leisure Time - 0.7%

  
    

Caesars Resort Collection LLC

  
  2,978,036   

4.98%, 12/22/2024, 1 mo. USD LIBOR + 2.750%

     2,952,455  
    

Delta (LUX) S.a.r.l.

  
  2,733,990   

4.73%, 02/01/2024, 1 mo. USD LIBOR + 2.500%

     2,697,382  
    

Eldorado Resorts LLC

  
  910,562   

4.58%, 04/17/2024, 2 mo. USD LIBOR + 2.250%

     908,859  
    

Golden Entertainment, Inc.

  
  1,630,850   

5.25%, 10/21/2024, 1 mo. USD LIBOR + 3.000%

     1,634,927  
    

Penn National Gaming, Inc.

  
  1,016,147   

4.48%, 10/15/2025, 3 mo. USD LIBOR + 2.250%

     1,017,295  
       

 

 

 

          9,210,918  
       

 

 

 

    

Lodging - 0.7%

  
    

Boyd Gaming Corp.

  
  1,260,341   

4.62%, 09/15/2023, 1 week USD LIBOR + 2.250%

     1,259,395  
    

Caesars Entertainment Operating Co.

  
  1,998,366   

4.23%, 10/06/2024, 1 mo. USD LIBOR + 2.000%

     1,992,870  


 

The Hartford Short Duration Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Four Seasons Hotels Ltd.

                                   
$   692,188   

4.23%, 11/30/2023, 1 mo. USD LIBOR + 2.000%

   $ 692,728  
    

Hilton Worldwide Finance LLC

  
  974,847   

4.02%, 06/22/2026, 1 mo. USD LIBOR + 1.750%

     977,391  
    

Station Casinos LLC

  
  1,692,321   

4.74%, 06/08/2023, 1 mo. USD LIBOR + 2.500%

     1,694,538  
    

Wynn Resorts, Ltd.

  
  1,855,675   

4.66%, 10/30/2024, 1 mo. USD LIBOR + 2.250%

     1,857,067  
       

 

 

 

          8,473,989  
       

 

 

 

    

Machinery - Construction & Mining - 0.1%

  
    

Brookfield WEC Holdings, Inc.

  
  1,299,844   

5.73%, 08/01/2025, 1 mo. USD LIBOR + 3.500%

     1,303,093  
       

 

 

 

    

Machinery-Diversified - 0.2%

  
    

Gardner Denver, Inc.

  
  982,382   

4.98%, 07/30/2024, 3 mo. USD LIBOR + 2.750%

     984,209  
    

Gates Global LLC

  
  1,039,815   

4.98%, 04/01/2024, 3 mo. USD LIBOR + 2.750%

     1,034,803  
       

 

 

 

          2,019,012  
       

 

 

 

    

Media - 2.5%

  
    

Advantage Sales & Marketing, Inc.

  
  833,546   

5.58%, 07/23/2021, 1 mo. USD LIBOR + 3.250%

     771,480  
    

Altice Financing S.A.

  
  854,775   

5.06%, 01/31/2026, 3 mo. USD LIBOR + 2.750%

     821,653  
    

Charter Communications Operating LLC

  
  1,635,639   

4.33%, 04/30/2025, 1 mo. USD LIBOR + 2.000%

     1,638,060  
    

CSC Holdings LLC

  
  926,181   

4.58%, 07/17/2025, 1 mo. USD LIBOR + 2.250%

     922,708  
  1,243,750   

4.58%, 01/15/2026, 1 mo. ICE LIBOR + 2.250%

     1,239,086  
  548,063   

4.83%, 01/25/2026, 1 mo. USD LIBOR + 2.500%

     547,377  
    

E.W. Scripps Co.

  
  708,225   

4.98%, 05/01/2026, 1 mo. USD LIBOR + 2.750%

     709,110  
    

Gray Television, Inc.

  
  1,397,975   

4.83%, 01/02/2026, 1 mo. ICE LIBOR + 2.500%

     1,400,715  
    

ION Media Networks, Inc.

  
  2,447,004   

0.00%, 12/18/2024, 1 mo. USD LIBOR + 3.000%(12)

     2,443,187  
    

Lamar Media Corp.

  
  666,563   

4.13%, 03/14/2025, 1 mo. USD LIBOR + 1.750%

     666,982  
    

Mission Broadcasting, Inc.

  
  71,687   

4.65%, 01/17/2024, 1 mo. ICE LIBOR + 2.250%

     71,329  
    

MTN Infrastructure TopCo, Inc.

  
  1,070,966   

5.23%, 11/15/2024, 1 mo. USD LIBOR + 3.000%

     1,065,611  
    

NASCAR Holdings, Inc.

  
  355,000   

0.00%, 07/26/2026, 1 mo. USD LIBOR + 2.750%(12)

     356,555  
    

Nexstar Broadcasting, Inc.

  
  2,220,000   

0.00%, 06/19/2026, 1 mo. USD LIBOR + 2.750%(12)

     2,219,534  
  359,864   

4.49%, 01/17/2024, 1 mo. ICE LIBOR + 2.250%

     358,064  
    

Numericable Group S.A.

  
  718,463   

4.98%, 07/31/2025, 1 mo. USD LIBOR + 2.750%

     691,520  
    

PSAV Holdings LLC

  
  1,190,927   

5.61%, 03/01/2025, 3 mo. USD LIBOR + 3.250%

     1,157,439  
    

Shutterfly, Inc.

  
  1,006,703   

4.74%, 08/17/2024, 1 mo. USD LIBOR + 2.500%

     1,006,542  
    

Sinclair Television Group, Inc.

  
  892,857   

0.00%, 07/17/2026, 1 mo. USD LIBOR + 2.500%(12)

     893,973  
    

Telenet Financing USD LLC

  
  1,950,000   

4.58%, 08/15/2026, 1 mo. USD LIBOR + 2.250%

     1,940,855  
    

Tribune Media Co.

  
  1,468,514   

5.23%, 01/27/2024, 1 mo. USD LIBOR + 3.000%

     1,465,768  
    

Unitymedia Finance LLC

  
  1,500,000   

4.35%, 06/01/2023, 1 mo. USD LIBOR + 2.000%

     1,498,245  
  1,125,000   

4.60%, 09/30/2025, 1 mo. USD LIBOR + 2.250%

     1,124,033  
  820,000   

4.60%, 01/15/2026, 1 mo. USD LIBOR + 2.250%

     819,172  
    

UPC Financing Partnership

  
  1,057,911   

4.85%, 01/15/2026, 1 mo. USD LIBOR + 2.500%

     1,057,361  


 

The Hartford Short Duration Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Virgin Media Bristol LLC

                                   
$   2,325,000   

4.83%, 01/15/2026, 1 mo. USD LIBOR + 2.500%

   $ 2,329,371  
    

Web.com Group, Inc.

  
  268,059   

6.08%, 10/10/2025, 3 mo. USD LIBOR + 3.750%

     266,502  
    

Ziggo Secured Finance Partnership

  
  1,245,000   

4.83%, 04/15/2025, 1 mo. USD LIBOR + 2.500%

     1,236,870  
       

 

 

 

          30,719,102  
       

 

 

 

    

Metal Fabricate/Hardware - 0.1%

  
    

Rexnord LLC

  
  1,624,278   

4.23%, 08/21/2024, 1 mo. USD LIBOR + 2.000%

     1,629,914  
       

 

 

 

    

Miscellaneous Manufacturing - 0.2%

  
    

Core & Main LP

  
  165,000   

5.24%, 08/01/2024, 6 mo. USD LIBOR + 2.750%

     164,794  
    

H.B. Fuller Co.

  
  1,080,534   

4.27%, 10/20/2024, 1 mo. USD LIBOR + 2.000%

     1,073,780  
    

USI, Inc.

  
  1,724,806   

5.33%, 05/16/2024, 3 mo. USD LIBOR + 3.000%

     1,699,296  
       

 

 

 

          2,937,870  
       

 

 

 

    

Oil & Gas - 0.2%

  
    

California Resources Corp.

  
  730,000   

6.99%, 12/31/2022, 1 mo. USD LIBOR + 4.750%

     694,595  
    

NorthRiver Midstream Finance L.P.

  
  779,113   

5.57%, 10/01/2025, 1 mo. USD LIBOR + 3.250%

     779,393  
    

Traverse Midstream Partners LLC

  
  694,750   

6.26%, 09/27/2024, 3 mo. USD LIBOR + 4.000%

     678,771  
       

 

 

 

          2,152,759  
       

 

 

 

    

Oil & Gas Services - 0.1%

  
    

Lower Cadence Holdings LLC

  
  655,000   

6.27%, 05/22/2026, 1 mo. USD LIBOR + 4.000%

     653,087  
       

 

 

 

    

Packaging & Containers - 0.6%

  
    

Berlin Packaging LLC

  
  248,120   

5.38%, 11/07/2025, 1 mo. USD LIBOR + 3.000%

     243,364  
    

Berry Global, Inc.

  
EUR   665,000   

2.50%, 07/01/2026, 3 mo. USD LIBOR + 2.500%

     736,383  
$   968,010   

4.63%, 10/01/2022, 1 mo. USD LIBOR + 2.250%

     967,352  
  1,200,000   

4.90%, 07/01/2026, 3 mo. USD LIBOR + 2.500%

     1,198,380  
    

Crown Americas LLC

  
  228,068   

4.37%, 04/03/2025, 1 Week USD LIBOR + 2.000%

     228,686  
    

Crown European Holdings S.A.

  
EUR   306,912   

2.38%, 04/03/2025, 1 mo. EURIBOR + 2.375%

     342,058  
    

Flex Acquisition Co., Inc.

  
$   952,054   

5.32%, 12/29/2023, 3 mo. USD LIBOR + 3.000%

     909,060  
  997,633   

5.57%, 06/29/2025, 1 mo. USD LIBOR + 3.250%

     954,296  
    

Reynolds Group Holdings, Inc.

  
  2,195,792   

4.98%, 02/05/2023, 1 mo. USD LIBOR + 2.750%

     2,194,298  
       

 

 

 

          7,773,877  
       

 

 

 

    

Pharmaceuticals - 0.4%

  
    

Bausch Health Co., Inc.

  
  1,242,188   

5.13%, 11/27/2025, 1 mo. USD LIBOR + 2.750%

     1,241,417  
    

Catalent Pharma Solutions, Inc.

  
  708,225   

4.48%, 05/18/2026, 1 mo. USD LIBOR + 2.250%

     711,327  
    

Endo Luxembourg Finance Co., S.a r.l.

  
  1,460,200   

6.50%, 04/29/2024, 1 mo. USD LIBOR + 4.250%

     1,329,702  
    

IQVIA, Inc.

  
  524,008   

4.33%, 03/07/2024, 3 mo. USD LIBOR + 2.000%

     524,994  
    

Valeant Pharmaceuticals International, Inc.

  
  1,008,070   

5.38%, 06/02/2025, 1 mo. USD LIBOR + 3.000%

     1,011,346  
       

 

 

 

          4,818,786  
       

 

 

 

    

Real Estate Investment Trusts - 0.2%

  
    

KFC Holding Co.

  
  1,094,329   

4.05%, 04/03/2025, 1 mo. USD LIBOR + 1.750%

     1,092,961  


 

The Hartford Short Duration Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

VICI Properties LLC

                                   
$   1,345,909   

4.27%, 12/20/2024, 1 mo. USD LIBOR + 2.000%

   $ 1,342,329  
       

 

 

 

          2,435,290  
       

 

 

 

    

REITS - 0.2%

  
    

MGM Growth Properties Operating Partnership L.P.

  
  2,060,775   

4.23%, 03/21/2025, 1 mo. USD LIBOR + 2.000%

     2,060,342  
       

 

 

 

    

Retail - 1.2%

  
    

American Builders & Contractors Supply Co., Inc.

  
  2,614,813   

4.23%, 10/31/2023, 1 mo. USD LIBOR + 2.000%

     2,598,470  
    

B.C. Unlimited Liability Co.

  
  1,962,540   

4.48%, 02/16/2024, 1 mo. USD LIBOR + 2.250%

     1,962,050  
    

Bass Pro Group LLC

  
  1,789,280   

7.23%, 09/25/2024, 1 mo. USD LIBOR + 5.000%

     1,690,226  
    

Belron Finance U.S. LLC

  
  497,500   

5.04%, 11/13/2025, 1 mo. USD LIBOR + 2.500%

     499,366  
    

Coty, Inc.

  
EUR   787,050   

2.50%, 04/07/2025, 1 mo. EURIBOR + 2.500%

     830,812  
$   1,541,861   

4.61%, 04/07/2025, 1 mo. USD LIBOR + 2.250%

     1,486,616  
    

Michaels Stores, Inc.

  
  1,029,471   

4.75%, 01/30/2023, 1 mo. USD LIBOR + 2.500%

     995,241  
    

PetSmart, Inc.

  
  568,496   

6.38%, 03/11/2022, 1 mo. USD LIBOR + 4.000%

     557,774  
    

Staples, Inc.

  
  1,014,063   

7.33%, 04/16/2026, 3 mo. USD LIBOR + 5.000%

     988,082  
    

Sunshine Luxembourg S.a.r.l.

  
  1,980,000   

0.00%, 07/16/2026, 1 mo. USD LIBOR + 4.250%(12)

     1,986,435  
    

U.S. Foods, Inc.

  
  2,002,838   

4.23%, 06/27/2023, 1 mo. USD LIBOR + 2.000%

     1,999,253  
       

 

 

 

          15,594,325  
       

 

 

 

    

Semiconductors - 0.2%

  
    

Entegris, Inc.

  
  1,517,375   

4.23%, 11/01/2025, 1 mo. USD LIBOR + 2.000%

     1,517,375  
    

Microchip Technology, Inc.

  
  1,087,922   

4.24%, 05/29/2025, 1 mo. USD LIBOR + 2.000%

     1,086,562  
    

ON Semiconductor Corp.

  
  570,719   

3.98%, 03/31/2023, 1 mo. USD LIBOR + 1.750%

     569,293  
       

 

 

 

          3,173,230  
       

 

 

 

    

Software - 1.3%

  
    

Almonde, Inc.

  
  1,031,569   

5.73%, 06/13/2024, 3 mo. USD LIBOR + 3.500%

     1,011,329  
    

Aristocrat Technologies, Inc.

  
  1,540,953   

4.03%, 10/19/2024, 3 mo. USD LIBOR + 1.750%

     1,540,090  
    

CDW LLC

  
  991,465   

3.99%, 08/17/2023, 3 mo. USD LIBOR + 1.750%

     994,717  
    

Change Healthcare Holdings LLC

  
  1,199,485   

4.65%, 03/01/2024, 1 mo. USD LIBOR + 2.500%

     1,196,295  
    

Dell International LLC

  
  999,464   

4.24%, 09/07/2023, 1 mo. USD LIBOR + 2.000%

     1,001,813  
    

EVO Payments International LLC

  
  139,295   

5.49%, 12/22/2023, 1 mo. USD LIBOR + 3.250%

     139,410  
    

Global Payments, Inc.

  
  1,651,772   

3.98%, 04/21/2023, 1 mo. USD LIBOR + 1.750%

     1,650,946  
    

Go Daddy Operating Co. LLC

  
  1,137,577   

4.23%, 02/15/2024, 1 mo. USD LIBOR + 2.000%

     1,140,773  
    

Hyland Software, Inc.

  
  329,063   

5.48%, 07/01/2024, 1 mo. USD LIBOR + 3.250%

     329,202  
    

Infor U.S., Inc.

  
  560,997   

5.08%, 02/01/2022, 1 mo. USD LIBOR + 2.750%

     560,896  
    

MA FinanceCo. LLC

  
  147,186   

4.73%, 06/21/2024, 1 mo. USD LIBOR + 2.500%

     145,960  
    

Seattle Spinco, Inc.

  
  993,985   

4.73%, 06/21/2024, 1 mo. USD LIBOR + 2.500%

     985,705  
    

SS&C Technologies Holdings Europe S.a.r.l.

  
  345,673   

4.48%, 04/16/2025, 1 mo. USD LIBOR + 2.250%

     345,459  


 

The Hartford Short Duration Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

SS&C Technologies, Inc.

                                   
$   2,042,249   

4.48%, 04/16/2025, 1 mo. USD LIBOR + 2.250%

   $ 2,041,412  
    

Ultimate Software Group, Inc.

  
  645,000   

6.08%, 05/04/2026, 1 mo. USD LIBOR + 3.750%

     649,734  
    

Verint Systems, Inc.

  
  818,300   

4.40%, 06/28/2024, 1 mo. USD LIBOR + 2.000%

     822,392  
    

WEX, Inc.

  
  2,163,253   

4.48%, 05/15/2026, 1 mo. USD LIBOR + 2.250%

     2,164,422  
       

 

 

 

          16,720,555  
       

 

 

 

    

Telecommunications - 1.1%

  
    

Altice France S.A.

  
  1,686,977   

6.01%, 01/31/2026, 3 mo. USD LIBOR +3.688%

     1,667,999  
    

CenturyLink, Inc.

  
  1,218,813   

4.98%, 01/31/2025, 1 mo. USD LIBOR + 2.750%

     1,210,513  
    

Ciena Corp.

  
  1,736,875   

4.27%, 09/26/2025, 1 mo. USD LIBOR + 2.000%

     1,742,850  
    

Level 3 Financing, Inc.

  
  1,993,500   

4.48%, 02/22/2024, 1 mo. USD LIBOR + 2.250%

     1,994,337  
    

Masmovil Holdphone S.A.

  
EUR   894,168   

0.00%, 05/07/2026, 1 mo. USD LIBOR + 3.250%(12)

     991,962  
  143,066   

0.00%, 05/07/2026, 1 mo. USD LIBOR + 3.250%(12)(13)

     158,714  
    

Sprint Communications, Inc.

  
$   2,987,032   

4.75%, 02/02/2024, 1 mo. USD LIBOR + 2.500%

     2,978,817  
  542,275   

5.25%, 02/02/2024, 1 mo. USD LIBOR + 3.000%

     541,765  
    

Univision Communications, Inc.

  
  1,526,317   

4.98%, 03/15/2024, 1 mo. USD LIBOR + 2.750%

     1,492,692  
    

Zayo Group LLC

  
  708,419   

4.48%, 01/19/2024, 1 mo. USD LIBOR + 2.250%

     708,206  
       

 

 

 

          13,487,855  
       

 

 

 

    

Transportation - 0.1%

  
    

B.C. Unlimited Liability Co.

  
  318,979   

6.33%, 04/06/2026, 1 mo. USD LIBOR + 4.000%

     320,753  
    

Dynasty Acquisition Co., Inc.

  
  593,301   

6.33%, 04/06/2026, 1 mo. USD LIBOR + 4.000%

     596,600  
    

Savage Enterprises LLC

  
  450,590   

6.88%, 08/01/2025, 1 mo. USD LIBOR + 4.500%

     451,577  
       

 

 

 

          1,368,930  
       

 

 

 

    

Total Senior Floating Rate Interests
(cost $218,973,301)

   $ 217,515,649  
       

 

 

 

U.S. Government Agencies - 9.9%

  
    

Mortgage-Backed Agencies - 9.9%

  
    

FHLMC - 2.4%

  
$   5,000,000   

1.13%, 08/12/2021

   $ 4,919,634  
  7,175,777   

1.25%, 07/15/2031

     6,972,599  
  2,059,288   

1.50%, 01/15/2027

     2,019,969  
  11,045,390   

1.56%, 07/25/2021(2)(5)

     283,205  
  3,882,386   

2.00%, 09/15/2041

     3,835,460  
  5,721,861   

3.00%, 04/01/2031

     5,845,448  
  761,058   

3.50%, 04/01/2027

     791,074  
  791,398   

3.50%, 09/15/2043

     812,041  
  2,431,205   

3.75%, 05/15/2039(4)

     2,499,106  
  2,088,597   

3.82%, 05/25/2048(1)(2)

     2,094,565  
       

 

 

 

          30,073,101  
       

 

 

 

    

FNMA - 6.0%

  
$   1,686,947   

1.75%, 05/25/2040

   $ 1,650,778  
  6,594,193   

2.00%, 04/25/2034

     6,542,465  
  2,349,380   

2.00%, 07/25/2039

     2,341,959  
  10,962,994   

2.50%, 03/25/2035

     10,888,899  
  1,751,608   

3.00%, 08/01/2027

     1,788,488  
  3,758,451   

3.00%, 12/01/2030

     3,837,257  
  1,358,705   

3.00%, 02/01/2031

     1,387,172  
  2,501,286   

3.00%, 03/01/2031

     2,553,758  
  8,139,135   

3.00%, 02/25/2043

     8,291,056  


 

The Hartford Short Duration Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   534,128   

3.00%, 04/25/2043

   $ 546,872  
  3,569,512   

3.00%, 05/25/2047

     3,626,933  
  6,887,984   

3.25%, 11/25/2043

     7,053,197  
  1,380,413   

3.50%, 11/01/2026

     1,425,276  
  3,371,200   

3.50%, 12/01/2026

     3,486,984  
  479,351   

3.50%, 12/01/2028

     496,455  
  5,600,000   

3.50%, 08/01/2034(14)

     5,782,259  
  6,314,862   

3.50%, 10/25/2035

     6,577,427  
  4,549,086   

3.50%, 07/25/2045

     4,667,296  
  1,558,297   

3.50%, 05/25/2056

     1,621,035  
       

 

 

 

          74,565,566  
       

 

 

 

    

GNMA - 1.5%

                                   
$   1,594,058   

1.75%, 03/20/2039

   $ 1,578,164  
  4,457,862   

2.00%, 05/20/2046

     4,424,420  
  9,032,885   

2.50%, 10/20/2041

     9,073,285  
  3,657,867   

2.50%, 07/20/2042

     3,646,948  
  182,896   

5.00%, 08/20/2039

     197,105  
       

 

 

 

          18,919,922  
       

 

 

 

          123,558,589  
       

 

 

 

    

Total U.S. Government Agencies
(cost $121,267,027)

   $ 123,558,589  
       

 

 

 

U.S. Government Securities - 1.6%

  
    

U.S. Treasury Securities - 1.6%

  
    

U.S. Treasury Notes

  
  20,000,000   

1.63%, 11/30/2020

     19,901,562  
       

 

 

 

          19,901,562  
       

 

 

 

    

Total U.S. Government Securities
(cost $19,763,932)

   $ 19,901,562  
       

 

 

 

    

Total Long-Term Investments
(cost $1,245,919,925)

   $ 1,258,979,860  
       

 

 

 

Short-Term Investments - 0.8%

  
    

Other Investment Pools & Funds - 0.6%

  
  8,420,162   

Fidelity Institutional Government Fund, Institutional Class, 2.20%(15)

     8,420,162  
       

 

 

 

    

Securities Lending Collateral - 0.2%

  
  108,549   

Citibank NA DDCA, 2.37%, 8/1/2019(15)

     108,549  
  1,231,313   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.23%(15)

     1,231,313  
  181,012   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.21%(15)

     181,012  
  172,379   

Invesco Government & Agency Portfolio, Institutional Class, 2.23%(15)

     172,379  
  439,245   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.25%(15)

     439,245  
  38,482   

Western Asset Institutional Government Class A Fund, Institutional Class, 2.19%(15)

     38,482  
       

 

 

 

          2,170,980  
       

 

 

 

    

Total Short-Term Investments
(cost $10,591,142)

   $ 10,591,142  
       

 

 

 


 

The Hartford Short Duration Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Total Investments
(cost $1,256,511,067)

     101.4   $ 1,269,571,002  
    

Other Assets and Liabilities

     (1.4)     (17,981,669
       

 

 

 

 

 

 

 

    

Total Net Assets

     100.0   $ 1,251,589,333  
       

 

 

 

 

 

 

 

 

Note:

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

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

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

 

*

Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

(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 July 31, 2019, the aggregate value of these securities was $386,517,108, representing 30.9% of net assets.

(2)

Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

(3)

Variable rate securities; the rate reported is the coupon rate in effect at July 31, 2019.

(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)

This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $5,364,783 at July 31, 2019.

(7)

Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments for securities lending information.

(8)

Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at July 31, 2019. Rate will reset at a future date.

(9)

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 July 31, 2019, the aggregate value of this security was $2,872,053, representing 0.2% of net assets.

(10)

Security is a zero-coupon bond.

(11)

Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of July 31, 2019.

(12)

Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

(13)

This security, or a portion of this security, has unfunded loan commitments. As of July 31, 2019, the aggregate value of the unfunded commitment was $244,164, which rounds to 0.0% of total net assets.

(14)

Represents or includes a TBA transaction.

(15)

Current yield as of period end.

Futures Contracts Outstanding at July 31, 2019

 

Description      Number  
  of  
  Contracts  
     Expiration Date     

Current

Notional

Amount

     Value and
Unrealized
Appreciation/
    (Depreciation)    

Long position contracts:

           

U.S. Treasury 2-Year Note Future

     908        09/30/2019      $     194,680,875      $ 21,229  
           

 

 

 

Short position contracts:

           

U.S. Treasury 5-Year Note Future

     789        09/30/2019      $ 92,750,649      $ (692,095

U.S. Treasury 10-Year Note Future

     151        09/19/2019        19,240,703        (334,174

U.S. Treasury Long Bond Future

     7        09/19/2019        1,089,156        (29,521
           

 

 

 

Total

            $ (1,055,790
           

 

 

 

           
           

 

 

 

Total futures contracts

            $ (1,034,561
           

 

 

 


 

The Hartford Short Duration Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

              Foreign Currency Contracts Outstanding at July 31, 2019  

Amount and Description

of Currency to be

Purchased

      

Amount and Description
of Currency to be

Sold

     Counterparty     

Settlement

Date

     Appreciation      Depreciation        

          2,980,750

     USD          2,614,000        EUR        BCLY        08/06/19      $                 85,662      $                         —      

        13,279,086

     USD          11,889,000        EUR        GSC        08/30/19        84,430         

Total

                                                  $ 170,092      $  

 

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

 

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

BCLY

  Barclays  

GSC

  Goldman Sachs & Co.  
Currency Abbreviations:    

EUR

  Euro  

USD

  United States Dollar  
Index Abbreviations:    

ICE

  Intercontinental Exchange, Inc.  
Other Abbreviations:    

CLO

  Collateralized Loan Obligation  

CMO

  Collateralized Mortgage Obligation  

DDCA

  Dollars on Deposit in Custody Account  

EURIBOR

  Euro Interbank Offered Rate  

FHLMC

  Federal Home Loan Mortgage Corp.  

FNMA

  Federal National Mortgage Association  

GNMA

  Government National Mortgage Association  

LIBOR

  London Interbank Offered Rate  

MTN

  Medium Term Note  

TBA

  To Be Announced  
Municipal Abbreviations:    

Auth

  Authority  

GO

  General Obligation  


 

The Hartford Short Duration Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of July 31, 2019 in valuing the Fund’s investments.

 

Description    Total   Level 1   Level 2    Level 3(1)

Assets

         

Asset & Commercial Mortgage Backed Securities

   $ 203,693,213     $     $ 203,693,213      $  

Corporate Bonds

     680,143,992             680,143,992         

Foreign Government Obligations

     6,953,350             6,953,350         

Municipal Bonds

     7,213,505             7,213,505         

Senior Floating Rate Interests

     217,515,649             217,515,649         

U.S. Government Agencies

     123,558,589             123,558,589         

U.S. Government Securities

     19,901,562             19,901,562         

Short-Term Investments

     10,591,142       10,591,142               

Foreign Currency Contracts(2)

     170,092             170,092         

Futures Contracts(2)

     21,229       21,229               
  

 

 

 

 

 

 

 

 

 

 

 

  

 

 

 

Total

   $   1,269,762,323     $       10,612,371     $   1,259,149,952      $                     —  
  

 

 

 

 

 

 

 

 

 

 

 

  

 

 

 

Liabilities

         

Futures Contracts(2)

   $ (1,055,790   $ (1,055,790   $      $  
  

 

 

 

 

 

 

 

 

 

 

 

  

 

 

 

Total

   $ (1,055,790   $ (1,055,790   $      $  
  

 

 

 

 

 

 

 

 

 

 

 

  

 

 

 

(1) For the period ended July 31, 2019, there were no transfers in and out of Level 3.

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


 

Hartford Small Cap Value Fund (Formerly Hartford Small Cap Core Fund)

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Shares or Principal Amount    Market Value 

Common Stocks - 99.2%

  
    

Automobiles & Components - 1.5%

                                   
  58,215   

Cooper Tire & Rubber Co.

   $ 1,567,148  
       

 

 

 

    

Banks - 17.1%

  
  66,515   

Bank OZK

     2,034,029  
  97,346   

Cadence Bancorp

     1,668,510  
  126,476   

FNB Corp.

     1,524,036  
  48,291   

Great Western Bancorp, Inc.

     1,633,202  
  97,762   

Hilltop Holdings, Inc.

     2,217,242  
  90,315   

Opus Bank

     2,023,959  
  108,286   

Radian Group, Inc.

     2,468,921  
  95,740   

Umpqua Holdings Corp.

     1,671,620  
  106,557   

United Financial Bancorp, Inc.

     1,528,027  
  61,786   

Univest Financial Corp.

     1,696,644  
       

 

 

 

          18,466,190  
       

 

 

 

    

Capital Goods - 12.6%

  
  37,818   

Argan, Inc.

     1,556,211  
  147,570   

Briggs & Stratton Corp.

     1,406,342  
  26,702   

EnerSys

     1,818,673  
  75,574   

JELD-WEN Holding, Inc.*

     1,655,826  
  45,596   

Kennametal, Inc.

     1,576,710  
  68,615   

nVent Electric plc

     1,700,966  
  128,502   

REV Group, Inc.

     1,872,274  
  81,403   

Triumph Group, Inc.

     1,972,395  
       

 

 

 

          13,559,397  
       

 

 

 

    

Commercial & Professional Services - 8.9%

  
  93,756   

BrightView Holdings, Inc.*

     1,852,619  
  42,675   

Deluxe Corp.

     1,904,158  
  44,989   

Kforce, Inc.

     1,533,675  
  84,649   

Knoll, Inc.

     2,052,738  
  32,808   

McGrath Rent Corp.

     2,234,553  
       

 

 

 

          9,577,743  
       

 

 

 

    

Consumer Durables & Apparel - 5.5%

  
  58,658   

Kontoor Brands, Inc.*

     1,720,439  
  28,989   

Sturm Ruger & Co., Inc.

     1,637,878  
  22,939   

Tempur Sealy International, Inc.*

     1,840,167  
  48,960   

Tupperware Brands Corp.

     749,578  
       

 

 

 

          5,948,062  
       

 

 

 

    

Consumer Services - 3.1%

  
  35,914   

Adtalem Global Education, Inc.*

     1,701,246  
  86,620   

Carriage Services, Inc.

     1,656,175  
       

 

 

 

          3,357,421  
       

 

 

 

    

Diversified Financials - 5.1%

  
  104,024   

Greenhill & Co., Inc.

     1,726,798  
  137,983   

Navient Corp.

     1,952,460  
  58,580   

PRA Group, Inc.*

     1,823,595  
       

 

 

 

          5,502,853  
       

 

 

 

    

Food, Beverage & Tobacco - 1.7%

  
  131,227   

Hostess Brands, Inc.*

     1,852,925  
       

 

 

 

    

Health Care Equipment & Services - 2.0%

  
  69,688   

Natus Medical, Inc.*

     2,165,206  
       

 

 

 

    

Household & Personal Products - 1.9%

  
  68,956   

Edgewell Personal Care Co.*

     2,098,331  
       

 

 

 

    

Insurance - 4.6%

  
  206,902   

Lancashire Holdings Ltd.

     1,736,063  
  184,994   

MBIA, Inc.*

     1,725,994  
  151,164   

Third Point Reinsurance Ltd.*

     1,523,733  
       

 

 

 

          4,985,790  
       

 

 

 


 

Hartford Small Cap Value Fund (Formerly Hartford Small Cap Core Fund)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Materials - 3.6%

                                      
  34,903   

Compass Minerals International, Inc.

      $ 1,949,332  
  55,862   

Schweitzer-Mauduit International, Inc.

        1,923,329  
          

 

 

 

             3,872,661  
          

 

 

 

    

Media & Entertainment - 3.6%

     
  264,426   

Entercom Communications Corp. Class A

        1,501,940  
  157,004   

TEGNA, Inc.

        2,384,891  
          

 

 

 

             3,886,831  
          

 

 

 

    

Pharmaceuticals, Biotechnology & Life Sciences - 1.7%

     
  61,348   

Myriad Genetics, Inc.*

        1,787,681  
          

 

 

 

    

Real Estate Investment Trusts - 5.3%

     
  116,286   

CoreCivic, Inc. REIT

        1,973,374  
  66,796   

Outfront Media, Inc. REIT

        1,815,515  
  67,897   

Pebblebrook Hotel Trust REIT

        1,900,437  
          

 

 

 

             5,689,326  
          

 

 

 

    

Retailing - 2.8%

     
  19,729   

Children’s Place, Inc.

        1,926,931  
  166,917   

Michaels Cos., Inc.*

        1,146,720  
          

 

 

 

             3,073,651  
          

 

 

 

    

Semiconductors & Semiconductor Equipment - 7.0%

     
  72,142   

Ichor Holdings Ltd.*

        1,818,700  
  44,523   

Silicon Motion Technology Corp. ADR

        1,611,732  
  110,858   

Tower Semiconductor Ltd.*

        2,180,577  
  91,669   

Xperi Corp.

        1,957,133  
          

 

 

 

             7,568,142  
          

 

 

 

    

Software & Services - 7.8%

     
  51,874   

Cardtronics plc Class A*

        1,477,372  
  184,141   

Conduent, Inc.*

        1,675,683  
  38,492   

CSG Systems International, Inc.

        1,972,330  
  55,800   

EVERTEC, Inc.

        1,786,716  
  198,888   

TiVo Corp.

        1,507,571  
          

 

 

 

             8,419,672  
          

 

 

 

    

Technology Hardware & Equipment - 3.4%

     
  206,295   

Avid Technology, Inc.*

        2,114,524  
  40,744   

Plantronics, Inc.

        1,564,569  
          

 

 

 

             3,679,093  
          

 

 

 

    

Total Common Stocks
(cost $104,768,512)

      $ 107,058,123  
          

 

 

 

Short-Term Investments - 1.5%

     
    

Other Investment Pools & Funds - 1.5%

     
  1,579,798   

BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 2.27%(1)

        1,579,798  
          

 

 

 

    

Total Short-Term Investments
(cost $1,579,798)

      $ 1,579,798  
        

 

 

 

    

Total Investments
(cost $106,348,310)

     100.7%      $ 108,637,921  
    

Other Assets and Liabilities

     (0.7)%        (759,930
       

 

 

    

 

 

 

    

Total Net Assets

     100.0%      $ 107,877,991  
       

 

 

    

 

 

 

 

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.


 

Hartford Small Cap Value Fund (Formerly Hartford Small Cap Core Fund)

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

*

Non-income producing.

(1)

Current yield as of period end.

 

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

 

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

ADR

   American Depositary Receipt

REIT

   Real Estate Investment Trust


 

Hartford Small Cap Value Fund (Formerly Hartford Small Cap Core Fund)

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2019 in valuing the Fund’s investments.

 

Description    Total    Level 1    Level 2    Level 3(1)

Assets

           

Common Stocks

           

Automobiles & Components

   $ 1,567,148      $ 1,567,148      $      $  

Banks

     18,466,190        18,466,190                

Capital Goods

     13,559,397        13,559,397                

Commercial & Professional Services

     9,577,743        9,577,743                

Consumer Durables & Apparel

     5,948,062        5,948,062                

Consumer Services

     3,357,421        3,357,421                

Diversified Financials

     5,502,853        5,502,853                

Food, Beverage & Tobacco

     1,852,925        1,852,925                

Health Care Equipment & Services

     2,165,206        2,165,206                

Household & Personal Products

     2,098,331        2,098,331                

Insurance

     4,985,790        3,249,727        1,736,063         

Materials

     3,872,661        3,872,661                

Media & Entertainment

     3,886,831        3,886,831                

Pharmaceuticals, Biotechnology & Life Sciences

     1,787,681        1,787,681                

Real Estate Investment Trusts

     5,689,326        5,689,326                

Retailing

     3,073,651        3,073,651                

Semiconductors & Semiconductor Equipment

     7,568,142        7,568,142                

Software & Services

     8,419,672        8,419,672                

Technology Hardware & Equipment

     3,679,093        3,679,093                

Short-Term Investments

     1,579,798        1,579,798                
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Total

   $         108,637,921      $         106,901,858      $         1,736,063      $                     —  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

(1) For the period ended July 31, 2019, there were no transfers in and out of Level 3.


 

The Hartford Small Company Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Shares or Principal Amount    Market Value

Common Stocks - 93.3%

                                   
    

Automobiles & Components - 2.1%

  
  65,024   

LCI Industries

   $ 5,958,149  
  176,160   

Winnebago Industries, Inc.

     7,099,248  
       

 

 

 

          13,057,397  
       

 

 

 

    

Banks - 5.0%

  
  172,676   

Atlantic Union Bankshares Corp.

     6,566,868  
  212,598   

BancorpSouth Bank

     6,354,554  
  162,075   

CenterState Bank Corp.

     3,941,664  
  423,542   

MGIC Investment Corp.*

     5,442,515  
  404,322   

Sterling Bancorp

     8,834,436  
       

 

 

 

          31,140,037  
       

 

 

 

    

Capital Goods - 10.3%

  
  269,569   

Actuant Corp. Class A

     6,173,130  
  184,544   

Aerojet Rocketdyne Holdings, Inc.*

     7,883,720  
  146,239   

Argan, Inc.

     6,017,735  
  30,412   

Axon Enterprise, Inc.*

     2,135,531  
  49,438   

Curtiss-Wright Corp.

     6,274,176  
  131,110   

EnerSys

     8,929,902  
  215,996   

ITT, Inc.

     13,482,470  
  461,897   

Rexnord Corp.*

     13,528,963  
       

 

 

 

          64,425,627  
       

 

 

 

    

Commercial & Professional Services - 4.6%

  
  107,352   

Brink’s Co.

     9,678,856  
  125,606   

McGrath Rent Corp.

     8,555,025  
  142,218   

TriNet Group, Inc.*

     10,458,712  
       

 

 

 

          28,692,593  
       

 

 

 

    

Consumer Durables & Apparel - 8.6%

  
  251,284   

Acushnet Holdings Corp.

     6,422,819  
  167,811   

BRP, Inc.

     5,911,148  
  110,758   

Carter’s, Inc.

     10,302,709  
  25,160   

Cavco Industries, Inc.*

     4,462,126  
  267,127   

Century Communities, Inc.*

     7,364,692  
  281,694   

Skyline Champion Corp.*

     8,028,279  
  323,491   

Under Armour, Inc. Class C*

     6,579,807  
  149,262   

YETI Holdings, Inc.*(1)

     5,188,347  
       

 

 

 

          54,259,927  
       

 

 

 

    

Consumer Services - 6.9%

  
  109,577   

BJ’s Restaurants, Inc.

     4,350,207  
  190,289   

Chegg, Inc.*

     8,547,782  
  580,284   

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

     1,589,978  
  62,468   

Grand Canyon Education, Inc.*

     6,794,644  
  130,066   

Marriott Vacations Worldwide Corp.

     13,296,647  
  107,493   

Planet Fitness, Inc. Class A*

     8,455,400  
       

 

 

 

          43,034,658  
       

 

 

 

    

Diversified Financials - 0.6%

  
  73,772   

Green Dot Corp. Class A*

     3,739,503  
       

 

 

 

    

Energy - 0.7%

  
  130,372   

Viper Energy Partners L.P.

     4,205,801  
       

 

 

 

    

Food & Staples Retailing - 0.6%

  
  80,653   

Performance Food Group Co.*

     3,536,634  
       

 

 

 

    

Food, Beverage & Tobacco - 0.8%

  
  105,578   

MGP Ingredients, Inc.(1)

     5,277,844  
       

 

 

 

    

Health Care Equipment & Services - 12.7%

  
  38,466   

Amedisys, Inc.*

     5,304,077  
  54,683   

Globus Medical, Inc. Class A*

     2,492,451  
  90,700   

Haemonetics Corp.*

     11,072,656  
  71,521   

Hill-Rom Holdings, Inc.

     7,626,999  
  215,716   

HMS Holdings Corp.*

     7,528,488  


 

The Hartford Small Company Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  92,018   

Insulet Corp.*

   $ 11,312,693  
  172,367   

Merit Medical Systems, Inc.*

     6,801,602  
  165,571   

Omnicell, Inc.*

     12,452,595  
  51,574   

Penumbra, Inc.*

     8,643,802  
  105,106   

Tandem Diabetes Care, Inc.*

     6,666,874  
       

 

 

 

          79,902,237  
       

 

 

 

    

Insurance - 0.9%

                                   
  121,664   

James River Group Holdings Ltd.

     5,819,189  
       

 

 

 

    

Materials - 2.2%

  
  169,907   

Carpenter Technology Corp.

     7,647,514  
  60,022   

Ingevity Corp.*

     5,914,568  
       

 

 

 

          13,562,082  
       

 

 

 

    

Pharmaceuticals, Biotechnology & Life Sciences - 12.6%

  
  75,614   

Aerie Pharmaceuticals, Inc.*

     1,638,555  
  417,100   

Amicus Therapeutics, Inc.*

     5,172,040  
  136,375   

Apellis Pharmaceuticals, Inc.*

     3,808,954  
  110,535   

Arena Pharmaceuticals, Inc.*

     6,928,334  
  24,548   

Ascendis Pharma A/S ADR*

     2,841,677  
  33,295   

Blueprint Medicines Corp.*

     3,334,494  
  81,571   

CareDx, Inc.*

     2,673,082  
  96,064   

CytomX Therapeutics, Inc.*

     990,420  
  68,307   

Exact Sciences Corp.*

     7,862,819  
  97,069   

G1 Therapeutics, Inc.*

     2,408,282  
  48,190   

Galapagos N.V. ADR*

     8,356,146  
  97,813   

Heron Therapeutics, Inc.*(1)

     1,705,859  
  127,175   

Iovance Biotherapeutics, Inc.*

     3,127,233  
  164,888   

Karyopharm Therapeutics, Inc.*(1)

     1,452,663  
  87,579   

MyoKardia, Inc.*

     4,766,925  
  214,235   

Orchard Therapeutics plc*

     3,020,714  
  46,886   

PRA Health Sciences, Inc.*

     4,684,380  
  103,881   

Ra Pharmaceuticals, Inc.*

     3,536,109  
  150,809   

Revance Therapeutics, Inc.*

     1,897,177  
  83,737   

Rhythm Pharmaceuticals, Inc.*

     1,611,937  
  20,362   

Sage Therapeutics, Inc.*

     3,264,843  
  342,043   

Sangamo Therapeutics, Inc.*

     4,107,936  
       

 

 

 

          79,190,579  
       

 

 

 

    

Real Estate Investment Trusts - 4.5%

  
  147,161   

Agree Realty Corp. REIT

     9,837,713  
  191,197   

Hannon Armstrong Sustainable Infrastructure Capital, Inc. REIT

     5,248,357  
  163,956   

NexPoint Residential Trust, Inc. REIT

     7,076,341  
  280,311   

Xenia Hotels & Resorts, Inc. REIT

     6,007,065  
       

 

 

 

          28,169,476  
       

 

 

 

    

Retailing - 2.5%

  
  3,136,600   

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

      
  48,751   

Etsy, Inc.*

     3,267,292  
  17,824   

Five Below, Inc.*

     2,093,607  
  223,483   

Floor & Decor Holdings, Inc. Class A*

     8,749,360  
  26,907   

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

     1,496,054  
       

 

 

 

          15,606,313  
       

 

 

 

    

Semiconductors & Semiconductor Equipment - 2.3%

  
  138,509   

Entegris, Inc.

     6,026,527  
  427,496   

Tower Semiconductor Ltd.*

     8,408,846  
       

 

 

 

          14,435,373  
       

 

 

 

    

Software & Services - 13.4%

  
  44,923   

2U, Inc.*

     575,014  
  31,677   

Alteryx, Inc. Class A*

     3,723,315  
  94,647   

Endava plc ADR*

     3,501,939  
  15,207   

EPAM Systems, Inc.*

     2,946,965  
  70,563   

Everbridge, Inc.*

     7,218,595  
  15,360   

Fair Isaac Corp.*

     5,336,371  
  139,765   

Five9, Inc.*

     6,900,198  
  42,038   

Globant S.A.*

     4,456,028  


 

The Hartford Small Company Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  56,775   

Guidewire Software, Inc.*

   $ 5,795,592  
  23,123   

HubSpot, Inc.*

     4,132,543  
  104,373   

LiveRamp Holdings, Inc.*

     5,499,413  
  200,759   

Mimecast Ltd.*

     9,556,128  
  176,906   

Pivotal Software, Inc. Class A*

     1,677,069  
  115,797   

Rapid7, Inc.*

     7,023,088  
  114,877   

Science Applications International Corp.

     9,807,050  
  4,146   

Trade Desk, Inc. Class A*

     1,091,683  
  60,974   

Zendesk, Inc.*

     5,094,987  
       

 

 

 

          84,335,978  
       

 

 

 

    

Technology Hardware & Equipment - 1.2%

                               
  36,590   

Zebra Technologies Corp. Class A*

     7,716,465  
       

 

 

 

    

Telecommunication Services - 0.8%

  
  70,270   

Bandwidth, Inc. Class A*

     5,235,115  
       

 

 

 

    

Total Common Stocks
(cost $510,170,274)

   $ 585,342,828  
       

 

 

 

Preferred Stocks - 0.7%   
    

Retailing - 0.3%

  
  47,489   

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

     1,831,176  
       

 

 

 

    

Software & Services - 0.4%

  
  263,189   

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

     2,687,160  
       

 

 

 

    

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

   $ 4,518,336  
       

 

 

 

Escrows - 0.0%(5)   
    

Software & Services - 0.0%

  
  98,033   

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

     53,330  
       

 

 

 

    

Total Escrows
(cost $—)

   $ 53,330  
       

 

 

 

    

Total Long-Term Investments
(cost $515,399,863)

   $ 589,914,494  
       

 

 

 

Short-Term Investments - 6.7%   
    

Other Investment Pools & Funds - 5.6%

  
  35,149,534   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.25%(6)

     35,149,534  
       

 

 

 

    

Securities Lending Collateral - 1.1%

  
  357,979   

Citibank NA DDCA, 2.37%, 8/1/2019(6)

     357,979  
  4,060,688   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.23%(6)

     4,060,688  
  596,951   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.21%(6)

     596,951  
  568,482   

Invesco Government & Agency Portfolio, Institutional Class, 2.23%(6)

     568,482  
  1,448,565   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.25%(6)

     1,448,565  
  126,909   

Western Asset Institutional Government Class A Fund, Institutional Class, 2.19%(6)

     126,909  
       

 

 

 

          7,159,574  
       

 

 

 

    

Total Short-Term Investments
(cost $42,309,108)

   $ 42,309,108  
       

 

 

 


 

The Hartford Small Company Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

                                                   
    

Total Investments
(cost $557,708,971)

     100.7%      $ 632,223,602   
    

Other Assets and Liabilities

     (0.7)%        (4,384,937)  
       

 

 

    

 

 

 
    

Total Net Assets

     100.0%      $ 627,838,665   
       

 

 

    

 

 

 

 

Note:

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

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

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

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

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

 

*

Non-income producing.

(1)

Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments for securities lending information.

(2)

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 July 31, 2019, the aggregate fair value of these securities was $7,657,698, 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.

(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 $7,657,698 or 1.2% of net assets.

 

      Period Acquired      Security Name    Shares/Par Value        Base Total Cost           Base Market Value  
   08/2011      Allstar Co.      3,136,600        $ 1,364,479         $  
   07/2015      DraftKings, Inc.      580,284          2,187,550          1,589,978  
   08/2015      Honest Co., Inc. Preferred      47,489          2,172,859          1,831,176  
   04/2015      MarkLogic Corp. Series F Preferred      263,189          3,056,730          2,687,160  
   11/2013      Tory Burch LLC      26,907          2,108,912          1,496,054  
   04/2017      Veracode, Inc.      98,033                   53,330  
               

 

 

 

    

 

 

 

                $ 10,890,530         $ 7,657,698  
               

 

 

 

    

 

 

 

 

(4)

Investment valued using significant unobservable inputs.

(5)

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

(6)

Current yield as of period end.

 

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

 

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

ADR

   American Depositary Receipt   

DDCA

   Dollars on Deposit in Custody Account   

REIT

   Real Estate Investment Trust   


 

The Hartford Small Company Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2019 in valuing the Fund’s investments.

 

Description    Total    Level 1    Level 2    Level 3(1)

 

Assets

           

Common Stocks

           

Automobiles & Components

   $ 13,057,397      $ 13,057,397      $      $  

Banks

     31,140,037        31,140,037                

Capital Goods

     64,425,627        64,425,627                

Commercial & Professional Services

     28,692,593        28,692,593                

Consumer Durables & Apparel

     54,259,927        54,259,927                

Consumer Services

     43,034,658        41,444,680               1,589,978  

Diversified Financials

     3,739,503        3,739,503                

Energy

     4,205,801        4,205,801                

Food & Staples Retailing

     3,536,634        3,536,634                

Food, Beverage & Tobacco

     5,277,844        5,277,844                

Health Care Equipment & Services

     79,902,237        79,902,237                

Insurance

     5,819,189        5,819,189                

Materials

     13,562,082        13,562,082                

Pharmaceuticals, Biotechnology & Life Sciences

     79,190,579        79,190,579                

Real Estate Investment Trusts

     28,169,476        28,169,476                

Retailing

     15,606,313        14,110,259               1,496,054  

Semiconductors & Semiconductor Equipment

     14,435,373        14,435,373                

Software & Services

     84,335,978        84,335,978                

Technology Hardware & Equipment

     7,716,465        7,716,465                

Telecommunication Services

     5,235,115        5,235,115                

Preferred Stocks

     4,518,336                      4,518,336  

Escrows

     53,330                      53,330  

Short-Term Investments

     42,309,108        42,309,108                
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Total

   $         632,223,602      $         624,565,904      $                         —      $         7,657,698  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

(1) For the period ended July 31, 2019, there were no transfers in and out of Level 3.

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the period ended July 31, 2019:

 

     Common      Preferred      Escrows      Total  
     Stocks      Stocks                  

Beginning balance

   $ 4,284,091      $ 4,346,678      $ 112,498      $ 8,743,267   

Purchases

     -        -        -        -  

Sales

     -        -        (65,743)        (65,743)  

Accrued discounts/(premiums)

     -        -        -        -  

Total realized gain/(loss)

     -        (291,935)        65,743        (226,192)  

Net change in unrealized appreciation/depreciation

     (1,198,059)        463,593        (59,168)        (793,634)  

Transfers into Level 3

     -        -        -        -  

Transfers out of Level 3

     -        -        -        -  
        

Ending balance

   $ 3,086,032      $         4,518,336      $         53,330      $             7,657,698  
        

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at July 31, 2019 was $416,435.


 

The Hartford Strategic Income Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Shares or Principal Amount    Market Value

Asset & Commercial Mortgage Backed Securities - 11.5%

  
    

Asset-Backed - Automobile - 0.5%

                                   
    

Marlette Funding Trust

  
$   1,750,000   

2.69%, 09/17/2029(1)

   $ 1,748,658  
    

Westlake Automobile Receivables Trust

  
  1,370,000   

3.28%, 12/15/2022(1)

     1,380,027  
       

 

 

 

          3,128,685  
       

 

 

 

    

Asset-Backed - Finance & Insurance - 2.5%

  
    

Apidos CLO

  
  250,000   

5.30%, 01/19/2025, 3 mo. USD LIBOR + 3.000%(1)(2)

     249,369  
    

Avery Point CLO Ltd.

  
  102,605   

3.42%, 01/18/2025, 3 mo. USD LIBOR + 1.120%(1)(2)

     102,743  
    

Bayview Opportunity Master Fund Trust

  
  67,802   

3.50%, 01/28/2055(1)(3)

     68,605  
  113,430   

3.50%, 06/28/2057

     114,857  
  138,908   

3.50%, 01/28/2058(1)(3)

     141,557  
  63,069   

4.00%, 11/28/2053(1)(3)

     64,610  
  123,997   

4.00%, 10/28/2064(1)(3)

     127,053  
    

Bellemeade Re Ltd.

  
  495,000   

3.49%, 07/25/2029, 1 mo. USD LIBOR + 1.100%(1)(2)

     495,081  
    

Civic Mortgage LLC

  
  230,302   

3.89%, 06/25/2022(1)(4)

     229,768  
    

Domino’s Pizza Master Issuer LLC

  
  661,625   

4.12%, 07/25/2048(1)

     679,614  
    

Eagle RE Ltd.

  
  631,000   

3.97%, 11/25/2028, 1 mo. USD LIBOR + 1.700%(1)(2)

     630,281  
    

Equity One Mortgage Pass-Through Trust

  
  19,451   

5.46%, 12/25/2033(3)

     17,015  
    

GSAMP Trust

  
  1,546,600   

2.36%, 01/25/2037, 1 mo. USD LIBOR + 0.090%(2)

     1,043,226  
    

Madison Park Funding Ltd.

  
  250,000   

3.42%, 07/23/2029, 3 mo. USD LIBOR + 1.160%(1)(2)

     249,873  
    

MFA Trust

  
  1,861,882   

3.35%, 11/25/2047(1)(4)

     1,854,450  
    

NRZ Advance Receivables Trust

  
  420,000   

3.11%, 12/15/2050(1)

     422,223  
  370,000   

3.21%, 02/15/2051(1)

     372,841  
    

Oak Hill Advisors Residential Loan Trust

  
  46,647   

3.00%, 06/25/2057(1)(4)

     46,558  
  900,000   

5.00%, 06/25/2057(1)(4)

     891,080  
    

OneMain Financial Issuance Trust

  
  286,000   

2.37%, 09/14/2032(1)

     285,070  
    

Radnor RE Ltd.

  
  786,000   

3.52%, 02/25/2029, 1 mo. USD LIBOR + 1.250%(1)(2)

     785,914  
    

SoFi Consumer Loan Program LLC

  
  37,001   

2.50%, 05/26/2026(1)

     36,962  
  31,412   

2.77%, 05/25/2026(1)

     31,415  
  32,177   

3.05%, 12/26/2025(1)

     32,266  
  147,662   

3.09%, 10/27/2025(1)

     148,042  
  44,843   

3.28%, 01/26/2026(1)

     45,122  
    

Springleaf Funding Trust

  
  310,000   

2.68%, 07/15/2030(1)

     309,705  
  77,431   

2.90%, 11/15/2029(1)

     77,474  
    

SPS Servicer Advance Receivables Trust

  
  304,286   

2.75%, 11/15/2049(1)

     304,048  
    

Towd Point Mortgage Trust

  
  246,107   

2.75%, 10/25/2056(1)(3)

     247,013  
  59,158   

2.75%, 04/25/2057(1)(3)

     59,285  
  2,002,953   

2.75%, 06/25/2057(1)(3)

     2,002,566  
  130,988   

2.75%, 07/25/2057(1)(3)

     130,858  
  1,468,446   

2.75%, 10/25/2057(1)(3)

     1,471,229  
    

Wendy’s Funding LLC

  
  586,075   

3.88%, 03/15/2048(1)

     590,242  


 

The Hartford Strategic Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Wingstop Funding LLC

                                   
$   389,025   

4.97%, 12/05/2048(1)

   $ 402,929  
       

 

 

 

          14,760,944  
       

 

 

 

    

Asset-Backed - Home Equity - 0.8%

  
    

GSAA Home Equity Trust

  
  618,260   

2.34%, 12/25/2046, 1 mo. USD LIBOR + 0.070%(2)

     306,420  
  1,019,417   

2.35%, 02/25/2037, 1 mo. USD LIBOR + 0.080%(2)

     495,111  
  1,031,395   

2.45%, 11/25/2036, 1 mo. USD LIBOR + 0.180%(2)

     441,083  
  844,839   

2.50%, 04/25/2047, 1 mo. USD LIBOR + 0.230%(2)

     555,881  
    

Morgan Stanley Mortgage Loan Trust

  
  2,329,702   

2.44%, 11/25/2036, 1 mo. USD LIBOR + 0.170%(2)

     948,089  
    

Soundview Home Loan Trust

  
  2,251,000   

2.51%, 07/25/2036, 1 mo. USD LIBOR + 0.240%(2)

     2,095,110  
  115,000   

2.52%, 11/25/2036, 1 mo. USD LIBOR + 0.250%(2)

     107,177  
       

 

 

 

          4,948,871  
       

 

 

 

    

Commercial Mortgage - Backed Securities - 1.9%

  
    

CAMB Commercial Mortgage Trust

  
  2,260,000   

5.58%, 12/15/2037, 1 mo. USD LIBOR + 3.250%(1)(2)

     2,288,285  
    

Citigroup Commercial Mortgage Trust

  
  180,000   

4.59%, 03/10/2047(1)(3)

     176,759  
    

Commercial Mortgage Trust

  
  416,047   

1.92%, 07/10/2046(1)(3)(5)

     4,966  
  560,000   

4.57%, 10/15/2045(1)(3)

     28,000  
  981,000   

4.75%, 10/15/2045(1)(3)

     559,140  
    

Credit Suisse First Boston Mortgage Securities Corp.

  
  6,192   

4.88%, 04/15/2037

     6,050  
    

GS Mortgage Securities Trust

  
  4,093,111   

0.08%, 07/10/2046(3)(5)

     12,711  
  371,025   

1.33%, 08/10/2044(1)(3)(5)

     7,342  
  565,333   

3.67%, 04/10/2047(1)

     192,791  
  2,190,000   

4.74%, 11/10/2045(1)(3)

     2,231,532  
  175,000   

4.97%, 04/10/2047(1)(3)

     155,371  
    

JP Morgan Chase Commercial Mortgage Securities Trust

  
  860,000   

2.73%, 10/15/2045(1)(3)

     492,539  
  485,000   

4.40%, 12/15/2047(1)(3)

     452,496  
  765,000   

5.37%, 08/15/2046(1)(3)

     778,251  
    

Morgan Stanley Capital Trust

  
  465,000   

5.11%, 07/15/2049(1)(3)

     418,944  
  4,387   

5.66%, 10/12/2052(1)(3)

     1,097  
    

MTRO Commercial Mortgage Trust

  
  255,000   

4.38%, 12/15/2033, 1 mo. USD LIBOR + 2.05%(1)(2)

     255,239  
    

VNDO Mortgage Trust

  
  870,000   

3.95%, 12/13/2029(1)(3)

     876,453  
    

Wells Fargo Commercial Mortgage Trust

  
  15,000   

4.10%, 05/15/2048(3)

     14,662  
    

WF-RBS Commercial Mortgage Trust

  
  900,599   

3.02%, 11/15/2047(1)

     462,988  
  2,125,000   

4.81%, 11/15/2045(1)(3)

     1,937,303  
  215,000   

5.00%, 06/15/2044(1)(3)

     173,358  
       

 

 

 

          11,526,277  
       

 

 

 

    

Other ABS - 0.6%

  
    

VOLT LXII LLC

  
  1,423,000   

4.63%, 09/25/2047(1)(4)

     1,417,673  
    

VOLT LXIV LLC

  
  1,570,000   

4.63%, 10/25/2047(1)(4)

     1,563,750  
    

VOLT LXVI LLC

  
  562,110   

4.34%, 05/25/2048(1)(4)

     562,469  
       

 

 

 

          3,543,892  
       

 

 

 

    

Whole Loan Collateral CMO - 5.2%

  
    

Alternative Loan Trust

  
  261,344   

2.59%, 11/25/2035, 1 mo. USD LIBOR + 0.320%(2)

     240,688  
  44,620   

2.77%, 12/25/2035, 1 mo. USD LIBOR + 0.500%(2)

     28,220  
  159,080   

2.81%, 01/25/2036, 1 mo. USD LIBOR + 0.540%(2)

     155,489  


 

The Hartford Strategic Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   921,415   

5.75%, 05/25/2036

   $ 664,682  
  810,297   

6.00%, 05/25/2036

     659,892  
    

Angel Oak Mortgage Trust LLC

                                   
  67,806   

3.64%, 01/25/2047(1)(3)

     67,967  
    

Arroyo Mortgage Trust

  
  1,295,000   

2.96%, 10/25/2048(1)(3)

     1,293,739  
    

Banc of America Mortgage Trust

  
  223,115   

4.32%, 09/25/2035(3)

     218,838  
    

Bear Stearns Adjustable Rate Mortgage Trust

  
  263,561   

4.73%, 10/25/2035, 12 mo. USD CMT + 2.300%(2)

     269,852  
    

Bear Stearns Alt-A Trust

  
  100,641   

2.77%, 01/25/2036, 1 mo. USD LIBOR + 0.500%(2)

     107,100  
    

Bellemeade Re Ltd.

  
  1,246,000   

3.47%, 10/25/2027, 1 mo. USD LIBOR + 1.200%(1)(2)

     1,245,998  
    

Chase Mortgage Finance Trust

  
  926,018   

5.50%, 11/25/2035

     911,530  
    

CHL Mortgage Pass-Through Trust

  
  563,089   

4.01%, 09/25/2047(3)

     532,048  
    

COLT Mortgage Loan Trust

  
  1,184,178   

2.76%, 08/25/2049(1)(3)

     1,182,533  
    

CSMC Trust

  
  111,024   

3.25%, 04/25/2047(1)(3)

     110,774  
    

Deephaven Residential Mortgage Trust

  
  38,616   

2.45%, 06/25/2047(1)(3)

     38,519  
  134,208   

2.81%, 10/25/2047(1)(3)

     133,899  
  2,040,000   

2.96%, 07/25/2059(1)(3)

     2,038,037  
  19,058   

3.49%, 12/26/2046(1)(3)

     19,070  
    

Fannie Mae Connecticut Avenue Securities

  
  2,401,000   

4.47%, 01/25/2030, 1 mo. USD LIBOR + 2.200%(2)

     2,418,175  
  525,000   

5.82%, 07/25/2029, 1 mo. USD LIBOR + 3.550%(2)

     554,443  
  1,518,000   

6.52%, 04/25/2029, 1 mo. USD LIBOR + 4.250%(2)

     1,647,454  
  1,049,289   

6.62%, 05/25/2029, 1 mo. USD LIBOR + 4.350%(2)

     1,121,049  
  372,585   

7.17%, 11/25/2024, 1 mo. USD LIBOR + 4.900%(2)

     412,724  
  205,253   

7.97%, 04/25/2028, 1 mo. USD LIBOR + 5.700%(2)

     227,067  
  171,998   

8.27%, 09/25/2028, 1 mo. USD LIBOR + 6.000%(2)

     189,585  
    

GMACM Mortgage Loan Trust

  
  52,748   

4.21%, 04/19/2036(3)

     49,154  
    

GSR Mortgage Loan Trust

  
  668,881   

4.39%, 01/25/2036(3)

     675,238  
    

HarborView Mortgage Loan Trust

  
  1,617,659   

2.54%, 12/19/2036, 1 mo. USD LIBOR + 0.240%(2)

     1,528,431  
    

Impac CMB Trust

  
  39,432   

4.52%, 02/25/2036, 1 mo. USD LIBOR + 2.250%(2)

     39,594  
    

IndyMac IMSC Mortgage Loan Trust

  
  494,124   

2.42%, 03/25/2047, 1 mo. USD LIBOR + 0.150%(2)

     409,655  
    

JP Morgan Mortgage Trust

  
  237,635   

4.21%, 11/25/2035(3)

     230,804  
  344,688   

4.21%, 05/25/2036(3)

     341,100  
  50,927   

4.49%, 04/25/2037(3)

     47,619  
    

LSTAR Securities Investment Trust

  
  1,355,246   

4.10%, 03/01/2024, 1 mo. USD LIBOR + 1.700%(1)(2)

     1,358,504  
    

MASTR Adjustable Rate Mortgages Trust

  
  117,126   

4.73%, 11/21/2034(3)

     121,569  
    

MFA Trust

  
  52,930   

2.59%, 02/25/2057(1)(3)

     52,678  
    

New Residential Mortgage Loan Trust

  
  137,841   

3.75%, 11/26/2035(1)(3)

     141,466  
  127,220   

3.75%, 11/25/2056(1)(3)

     130,551  
  2,090,000   

3.75%, 11/25/2058(1)(3)(6)(7)

     2,162,696  
  174,580   

3.77%, 06/25/2057, 1 mo. USD LIBOR + 1.500%(1)(2)

     177,660  
  195,573   

4.00%, 02/25/2057(1)(3)

     202,093  
  188,532   

4.00%, 03/25/2057(1)(3)

     195,477  
  143,862   

4.00%, 04/25/2057(1)(3)

     148,631  
  165,526   

4.00%, 05/25/2057(1)(3)

     171,647  
    

Nomura Asset Acceptance Corp. Alternative Loan Trust

  
  349,641   

4.57%, 06/25/2036(3)

     307,065  


 

The Hartford Strategic Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

PMT Credit Risk Transfer Trust

                                   
$   805,173   

4.40%, 03/27/2024, 1 mo. USD LIBOR + 2.000%(1)(2)

   $ 805,861  
    

Residential Accredit Loans, Inc.

  
  950,160   

3.76%, 11/25/2037(3)

     883,876  
    

Structured Agency Credit Risk Trust

  
  280,460   

3.92%, 04/25/2043, 1 mo. USD LIBOR + 1.650%(1)(2)

     280,694  
  355,000   

4.37%, 09/25/2048, 1 mo. USD LIBOR + 2.100%(1)(2)

     356,001  
    

Structured Asset Mortgage Investments Trust

  
  1,265,467   

2.50%, 02/25/2036, 1 mo. USD LIBOR + 0.230%(2)

     1,153,575  
    

Towd Point Mortgage Trust

  
  103,369   

2.25%, 04/25/2056(1)(3)

     102,851  
  93,057   

2.75%, 08/25/2055(1)(3)

     93,280  
    

Verus Securitization Trust

  
  1,940,779   

3.68%, 06/01/2058(1)(3)

     1,958,214  
    

WaMu Mortgage Pass-Through Certificates Trust

  
  31,832   

2.69%, 06/25/2044, 1 mo. USD LIBOR + 0.420%(2)

     31,583  
    

Washington Mutual Mortgage Pass-Through Certificates WMALT Trust

  
  575,606   

2.87%, 07/25/2036, 1 mo. USD LIBOR + 0.600%(2)

     385,900  
       

 

 

 

          31,032,839  
       

 

 

 

    

Total Asset & Commercial Mortgage Backed Securities
(cost $69,325,999)

   $ 68,941,508  
       

 

 

 

Corporate Bonds - 22.9%

  
    

Agriculture - 0.1%

  
    

Altria Group, Inc.

  
  490,000   

3.88%, 09/16/2046

     438,187  
    

Kernel Holding S.A.

  
  350,000   

8.75%, 01/31/2022(8)

     371,633  
       

 

 

 

          809,820  
       

 

 

 

    

Auto Manufacturers - 0.5%

  
    

General Motors Financial Co., Inc.

  
  250,000   

3.23%, 04/13/2020, 3 mo. USD LIBOR + 0.930%(2)

     250,655  
  200,000   

3.58%, 10/04/2019, 3 mo. USD LIBOR + 1.270%(2)

     200,312  
    

General Motors Financial of Canada Ltd.

  
CAD   635,000   

3.08%, 05/22/2020(8)

     483,650  
    

Volkswagen Group of America Finance LLC

  
$   1,075,000   

3.31%, 11/13/2020, 3 mo. USD LIBOR + 0.770%(1)(2)

     1,080,414  
    

VW Credit Canada, Inc.

  
CAD   905,000   

2.50%, 10/01/2019(8)

     686,101  
       

 

 

 

          2,701,132  
       

 

 

 

    

Auto Parts & Equipment - 0.2%

  
    

Adient Global Holdings Ltd.

  
EUR   750,000   

3.50%, 08/15/2024(8)

     666,276  
    

Panther BF Aggregator 2 L.P. / Panther Finance Co., Inc.

  
  600,000   

4.38%, 05/15/2026(8)

     681,698  
       

 

 

 

          1,347,974  
       

 

 

 

    

Beverages - 0.1%

  
    

Sunshine Mid B.V.

  
  500,000   

6.50%, 05/15/2026(8)

     577,685  
       

 

 

 

    

Chemicals - 0.3%

  
    

Braskem Netherlands Finance B.V.

  
$   200,000   

4.50%, 01/10/2028(8)

     201,940  
    

OCP S.A.

  
  200,000   

4.50%, 10/22/2025(8)

     207,750  
    

SASOL Financing USA LLC

  
  765,000   

5.88%, 03/27/2024

     819,728  
    

Yingde Gases Investment Ltd.

  
  530,000   

6.25%, 01/19/2023(1)

     538,525  
       

 

 

 

          1,767,943  
       

 

 

 

    

Commercial Banks - 9.3%

  
    

Banco Bilbao Vizcaya Argentaria S.A.

  
$   2,200,000   

6.13%, 11/16/2027, (6.13% fixed rate until 11/16/2027; 5 year USD Swap + 3.870%
thereafter)(9)(10)(11)

   $ 2,076,250  


 

The Hartford Strategic Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

EUR   600,000   

8.88%, 04/14/2021, (8.88% fixed rate until 04/14/2021; 5 year EUR Swap + 9.177% thereafter)(8)(9)(11)

     737,289  
    

Banco Comercial Portugues S.A.

                                   
  400,000   

9.25%, 01/31/2024, (9.25% fixed rate until 01/31/2024; 5 year EUR Swap + 9.414% thereafter)(8)(9)(11)

     488,679  
    

Banco de Credito Social Cooperativo S.A.

  
  600,000   

7.75%, 06/07/2027, (7.75% fixed rate until 06/07/2022; 5 year EUR Swap + 7.591% thereafter)(8)(11)

     650,592  
    

Banco de Sabadell S.A.

  
  200,000   

6.13%, 11/23/2022, (6.13% fixed rate until 11/23/2022; 5 year EUR Swap + 6.051% thereafter)(8)(9)(11)

     218,256  
  1,400,000   

6.50%, 05/18/2022, (6.50% fixed rate until 05/18/2022; 5 year EUR Swap + 6.414% thereafter)(8)(9)(11)

     1,558,052  
    

Banco do Brasil S.A.

  
$   200,000   

4.63%, 01/15/2025, 5 year EUR Swap + 7.591%(1)

     208,600  
  225,000   

4.75%, 03/20/2024, 5 year EUR Swap + 7.591%(1)

     235,688  
  365,000   

9.00%, 06/18/2024, (9.00% fixed rate until 06/18/2024; 5 year EUR Swap + 7.591% thereafter)(8)(9)(11)

     408,691  
    

Banco Mercantil del Norte S.A.

  
  900,000   

7.50%, 06/27/2029, (7.50% fixed rate until 06/27/2029; 10 year USD CMT + 5.470% thereafter)(1)(9)(11)

     908,100  
    

Banco Santander S.A.

  
EUR   200,000   

4.75%, 03/19/2025, (4.75% fixed rate until 03/19/2025; 5 year EUR Swap + 4.097% thereafter)(8)(9)(11)

     211,160  
  200,000   

5.25%, 09/29/2023, (5.25% fixed rate until 09/29/2023; 5 year EUR Swap + 4.999% thereafter)(8)(9)(11)

     226,622  
  200,000   

6.75%, 04/25/2022, (6.75% fixed rate until 04/25/2022; 5 year EUR Swap + 6.803% thereafter)(8)(9)(11)

     240,241  
    

Bank of China Hong Kong Ltd.

  
$   485,000   

5.55%, 02/11/2020(8)

     491,829  
    

Bank of Ireland

  
EUR   200,000   

7.38%, 06/18/2020, (7.38% fixed rate until 06/18/2020; 5 year EUR Swap + 6.956% thereafter)(8)(9)(11)

     231,434  
    

Bank of Nova Scotia

  
$   420,000   

3.10%, 12/05/2019, 3 mo. USD LIBOR + 0.620%(2)

     420,826  
    

Barclays plc

  
EUR   480,000   

2.00%, 02/07/2028, (2.00% fixed rate until 02/07/2023; 5 year EUR Swap + 1.900% thereafter)(8)(11)

     518,716  
$   200,000   

7.88%, 03/15/2022, (7.88% fixed rate until 03/15/2022; 5 year USD Swap + 6.772% thereafter)(8)(9)(11)

     208,000  
    

BBVA Bancomer S.A.

  
  520,000   

5.13%, 01/18/2033, (5.13% fixed rate until 01/17/2028; 12 mo. USD CMT + 2.650% thereafter)(1)(11)

     499,850  
    

BNP Paribas S.A.

  
  1,135,000   

5.13%, 11/15/2027, (5.13% fixed rate until 11/15/2027; 5 year USD Swap + 2.838% thereafter)(1)(9)(11)

     1,073,710  
  1,355,000   

7.63%, 03/30/2021, (7.63% fixed rate until 03/30/2021; 5 year USD Swap + 6.314% thereafter)(1)(9)(11)

     1,427,872  
    

Caixa Geral de Depositos S.A.

  
EUR   400,000   

10.75%, 03/30/2022, (10.8% fixed rate until 03/30/2022; 5 year EUR Swap + 10.925%
thereafter)(8)(9)(11)

     514,693  
    

CaixaBank S.A.

  
  400,000   

3.50%, 02/15/2027, (3.50% fixed rate until 02/15/2022; 5 year EUR Swap + 3.350% thereafter)(8)(11)

     471,604  
  400,000   

5.25%, 03/23/2026, (5.25% fixed rate until 03/23/2026; 5 year EUR Swap + 4.504% thereafter)(8)(9)(11)

     417,339  
  800,000   

6.75%, 06/13/2024, (6.75% fixed rate until 06/13/2024; 5 year EUR Swap + 6.498% thereafter)(8)(9)(11)

     964,686  
    

Capital One Financial Corp.

  
$   275,000   

3.30%, 05/12/2020, 3 mo. USD LIBOR + 0.760%(2)

     275,849  
    

Citigroup, Inc.

  
  590,000   

3.13%, 01/10/2020, 3 mo. USD LIBOR + 0.790%(2)

     591,432  
    

Credit Agricole S.A.

  
$   495,000   

6.88%, 09/23/2024, (6.88% fixed rate until 09/23/2024; 5 year USD Swap + 4.319%
thereafter)(8)(9)(10)(11)

   $ 522,844  


 

The Hartford Strategic Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

GBP   325,000   

7.50%, 06/23/2026, (7.50% fixed rate until 07/23/2026; 5 year GBP Swap + 4.535% thereafter)(8)(9)(11)

     450,565  
$   225,000   

7.88%, 01/23/2024, (7.88% fixed rate until 01/23/2024; 5 year USD Swap + 4.898% thereafter)(1)(9)(11)

     248,344  
  1,575,000   

8.13%, 12/23/2025, (8.13% fixed rate until 12/23/2025; 5 year USD Swap + 6.185% thereafter)(1)(9)(11)

     1,825,031  
    

Credit Mutuel Arkea S.A.

                                   
EUR   400,000   

3.38%, 03/11/2031(8)

     512,812  
    

Credit Suisse Group AG

  
$   2,590,000   

6.25%, 12/18/2024, (6.25% fixed rate until 12/18/2024; 5 year USD Swap + 3.455% thereafter)(1)(9)(11)

     2,727,591  
  340,000   

7.50%, 07/17/2023, (7.50% fixed rate until 07/17/2023; 5 year USD Swap + 4.600% thereafter)(1)(9)(11)

     361,250  
    

Danske Bank A/S

  
  1,065,000   

5.00%, 01/12/2022(1)

     1,115,474  
  1,665,000   

5.38%, 01/12/2024(1)

     1,812,417  
EUR   640,000   

5.88%, 04/06/2022, (5.88% fixed rate until 04/06/2022; 5 year EUR Swap + 5.471% thereafter)(8)(9)(11)

     750,104  
$   930,000   

7.00%, 06/26/2025, (7.00% fixed rate until 06/26/2025; 12 mo. USD CMT + 4.13% thereafter)(8)(9)(11)

     967,148  
    

Deutsche Pfandbriefbank AG

  
EUR   400,000   

2.88%, 06/28/2027, (2.88% fixed rate until 06/28/2022; 5 year EUR Swap + 2.750% thereafter)(8)(11)

     453,277  
    

DNB Bank ASA

  
$   600,000   

6.50%, 03/26/2022, (6.50% fixed rate until 03/26/2022; 5 year USD Swap + 5.080% thereafter)(8)(9)(11)

     632,430  
    

Erste Group Bank AG

  
EUR   600,000   

6.50%, 04/15/2024, (6.50% fixed rate until 04/15/2024; 5 year EUR Swap + 6.204% thereafter)(8)(9)(11)

     763,830  
    

Goldman Sachs Bank USA

  
$   200,000   

3.02%, 05/24/2021, 3 mo. SOFRRATE + 0.600%(2)

     200,228  
    

Grupo Aval Ltd.

  
  200,000   

4.75%, 09/26/2022(8)

     204,252  
    

HSBC Holdings plc

  
GBP   225,000   

5.88%, 09/28/2026, (5.88% fixed rate until 09/28/2026; 5 year GBP Swap + 4.276% thereafter)(9)(11)

     287,304  
$   625,000   

6.00%, 05/22/2027, (6.00% fixed rate until 05/22/2027; 5 year USD ICE Swap + 3.746%
thereafter)(9)(11)

     628,906  
  200,000   

6.38%, 03/30/2025, (6.38% fixed rate until 03/30/2025; 5 year USD ICE Swap + 4.368%
thereafter)(9)(11)

     210,600  
    

Ibercaja Banco S.A.

  
EUR   200,000   

7.00%, 04/06/2023, (7.00% fixed rate until 04/06/2023; 5 year EUR Swap + 6.809% thereafter)(8)(9)(11)

     225,939  
    

IKB Deutsche Industriebank AG

  
  400,000   

4.00%, 01/31/2028, (4.00% fixed rate until 01/31/2023; 5 year EUR Swap + 3.617% thereafter)(8)(11)

     439,254  
    

Industrial & Commercial Bank of China Ltd.

  
$   400,000   

3.07%, 04/16/2021, 3 mo. USD LIBOR + 0.750%(2)(8)

     400,590  
  488,000   

3.11%, 10/12/2020, 3 mo. USD LIBOR + 0.770%(2)(8)

     488,606  
  200,000   

4.88%, 09/21/2025(8)

     216,801  
    

International Finance Corp.

  
IDR   1,800,000,000   

8.00%, 10/09/2023

     134,845  
    

Intesa Sanpaolo S.p.A.

  
$   950,000   

7.70%, 09/17/2025, (7.70% fixed rate until 09/17/2025; 5 year USD Swap + 5.462%
thereafter)(1)(9)(10)(11)

     946,438  
EUR   1,125,000   

7.75%, 01/11/2027, (7.75% fixed rate until 01/11/2027; 5 year EUR Swap + 7.192% thereafter)(8)(9)(11)

     1,425,850  
    

Itau Unibanco Holding S.A.

  
$   500,000   

6.13%, 12/12/2022, (6.13% fixed rate until 12/12/2022; 12 mo. USD CMT + 3.981% thereafter)(1)(9)(11)

     507,500  
    

Metro Bank plc

  
GBP   950,000   

5.50%, 06/26/2028, (5.50% fixed rate until 06/26/2023; GUKG5 + 4.458% thereafter)(8)(11)

     908,928  
    

Morgan Stanley

  
$   840,000   

3.40%, 01/27/2020, 3 mo. USD LIBOR + 1.140%(2)

   $ 843,991  
    

Novo Banco S.A.

  


 

The Hartford Strategic Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

EUR   365,000   

3.50%, 01/23/2043

     390,762  
  570,000   

3.50%, 02/19/2043(8)

     609,297  
  775,000   

3.50%, 03/18/2043(8)

     825,753  
  300,000   

8.50%, 07/06/2028, (8.50% fixed rate until 07/06/2023; 5 year EUR Swap + 8.233% thereafter)(8)(11)

     356,512  
    

Raiffeisen Bank International AG

  
  500,000   

6.00%, 10/16/2023(8)

     664,892  
  600,000   

6.13%, 12/15/2022, (6.13% fixed rate until 12/15/2022; 12 year EUR Swap + 5.954% thereafter)(8)(9)(11)

     697,567  
    

Royal Bank of Scotland Group plc

  
$   200,000   

8.00%, 08/10/2025, (8.00% fixed rate until 08/10/2025; 5 year USD Swap + 5.720%
thereafter)(9)(10)(11)

     214,250  
    

Santander UK Group Holdings plc

  
GBP   200,000   

7.38%, 06/24/2022, (7.38% fixed rate until 06/24/2022; 5 year GBP Swap + 5.543% thereafter)(8)(9)(11)

     257,813  
    

Skandinaviska Enskilda Banken AB

  
$   200,000   

5.63%, 05/13/2022, (5.63% fixed rate until 05/13/2022; 5 year USD Swap + 3.493% thereafter)(8)(9)(11)

     202,374  
    

Societe Generale S.A.

  
  1,725,000   

7.38%, 09/13/2021, (7.38% fixed rate until 09/13/2021; 5 year USD Swap + 6.238% thereafter)(1)(9)(11)

     1,796,156  
  200,000   

7.88%, 12/18/2023, (7.88% fixed rate until 12/18/2023; 5 year USD Swap + 4.979% thereafter)(1)(9)(11)

     214,000  
    

Standard Chartered plc

  
  1,200,000   

7.50%, 04/02/2022, (7.50% fixed rate until 04/02/2022; 5 year USD Swap + 6.301% thereafter)(8)(9)(11)

     1,271,400  
    

State Bank of India

  
  1,015,000   

4.38%, 01/24/2024(1)

     1,065,232  
    

Turkiye Vakiflar Bankasi TAO

  
  570,000   

5.75%, 01/30/2023(1)

     534,637  
    

UBS Group Funding Switzerland AG

  
  725,000   

6.88%, 03/22/2021, (6.88% fixed rate until 03/22/2021; 5 year USD ICE Swap + 5.497%
thereafter)(8)(9)(11)

     749,469  
  475,000   

7.00%, 01/31/2024, (7.00% fixed rate until 01/31/2024; 5 year USD Swap + 4.344% thereafter)(1)(9)(11)

     501,125  
  1,100,000   

7.00%, 02/19/2025, (7.00% fixed rate until 02/19/2025; 5 year USD Swap + 4.866% thereafter)(8)(9)(11)

     1,208,625  
  525,000   

7.13%, 02/19/2020, (7.13% fixed rate until 02/19/2020; 5 year USD Swap + 5.464% thereafter)(8)(9)(11)

     531,603  
    

UniCredit S.p.A.

  
EUR   825,000   

5.38%, 06/03/2025, (5.38% fixed rate until 06/03/2025; 5 year EUR Swap + 4.925% thereafter)(8)(9)(11)

     861,250  
$   520,000   

5.86%, 06/19/2032, (5.86% fixed rate until 06/19/2027; 5 year USD ICE Swap + 3.703%
thereafter)(8)(11)

     523,250  
  2,970,000   

6.57%, 01/14/2022(1)

     3,178,296  
  475,000   

8.00%, 06/03/2024, (8.00% fixed rate until 06/03/2024; 5 year USD Swap + 5.180% thereafter)(8)(9)(11)

     477,375  
    

Westpac Banking Corp.

  
  425,000   

2.80%, 05/15/2020, 3 mo. USD LIBOR + 0.280%(2)

     425,798  
    

Zenith Bank plc

  
  495,000   

7.38%, 05/30/2022(1)

     530,888  
  400,000   

7.38%, 05/30/2022(8)

     429,000  
       

 

 

 

          56,006,533  
       

 

 

 

    

Commercial Services - 1.2%

                                   
    

Algeco Global Finance plc

  
EUR   500,000   

6.50%, 02/15/2023(8)

     575,950  
    

Atento Luxco 1 S.A.

  
$   1,520,000   

6.13%, 08/10/2022(1)

     1,545,840  
    

Gems Menasa Ltd.

  
  3,265,000   

7.13%, 07/31/2026

     3,334,381  
    

Jasa Marga Persero Tbk PT

  
IDR   4,400,000,000   

7.50%, 12/11/2020(1)

     307,946  
    

La Financiere Atalian SASU

  
EUR   700,000   

4.00%, 05/15/2024(8)

   $ 537,049  


 

The Hartford Strategic Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Refinitiv U.S. Holdings, Inc.

  
  525,000   

6.88%, 11/15/2026(8)

     647,662  
       

 

 

 

          6,948,828  
       

 

 

 

    

Diversified Financial Services - 0.9%

                                   
    

GE Capital Australia Funding Pty Ltd.

  
AUD   185,000   

5.00%, 09/26/2019(8)

     127,069  
    

GE Capital Canada Funding Co.

  
CAD   1,420,000   

5.68%, 09/10/2019

     1,079,772  
    

International Finance Corp,

  
INR   8,100,000   

5.85%, 11/25/2022

     117,158  
    

LeasePlan Corp. N.V.

  
EUR   495,000   

7.38%, 05/29/2024, (7.38% fixed rate until 05/29/2024; EUAMDB05 + 7.556% thereafter)(8)(9)(11)

     584,815  
    

LHC3 plc

  
  230,000   

4.13%, 08/15/2024(8)(12)

     263,165  
    

Minejesa Capital B.V.

  
$   240,000   

5.63%, 08/10/2037(8)

     258,008  
    

Mongolian Mortgage Corp. Hfc LLC

  
  1,275,000   

9.75%, 01/29/2022(1)

     1,294,333  
    

Turkiye Sinai Kalkinma Bankasi AS

  
  1,400,000   

5.50%, 01/16/2023(8)

     1,302,983  
    

Unifin Financiera S.A.B. de C.V.

  
  200,000   

7.00%, 01/15/2025(8)

     192,752  
       

 

 

 

          5,220,055  
       

 

 

 

    

Electric - 1.0%

  
    

Abu Dhabi National Energy Co. PJSC

  
  225,000   

4.38%, 04/23/2025(8)

     240,012  
  200,000   

4.88%, 04/23/2030(1)

     224,004  
    

Emera U.S. Finance L.P.

  
  310,000   

4.75%, 06/15/2046

     347,914  
    

Eskom Holdings SOC Ltd.

  
  1,200,000   

5.75%, 01/26/2021(8)

     1,203,000  
    

Georgia Power Co.

  
  250,000   

4.75%, 09/01/2040

     282,321  
    

Israel Electric Corp. Ltd.

  
  800,000   

4.25%, 08/14/2028(1)(8)

     836,424  
    

Mong Duong Finance Holdings B.V.

  
  1,585,000   

5.13%, 05/07/2029(1)(13)

     1,599,830  
    

State Grid Overseas Investment Ltd.

  
  250,000   

4.25%, 05/02/2028(1)

     275,152  
    

Termocandelaria Power Ltd.

  
  1,035,000   

7.88%, 01/30/2029(1)

     1,132,042  
       

 

 

 

          6,140,699  
       

 

 

 

    

Energy-Alternate Sources - 0.5%

  
    

Adani Green Energy (UP) Ltd.

  
  2,760,000   

6.25%, 12/10/2024(1)

     2,833,002  
       

 

 

 

    

Engineering & Construction - 1.0%

  
    

Aeropuerto Internacional de Tocumen S.A.

  
  200,000   

6.00%, 11/18/2048(8)

     243,250  
    

Aeropuertos Dominicanos Siglo S.A.

  
  785,000   

6.75%, 03/30/2029(8)

     826,212  
    

Bioceanico Sovereign Certificate Ltd.

  
  395,000   

0.00%, 06/05/2034(1)(14)

     269,588  
    

International Airport Finance S.A.

  
  3,735,000   

12.00%, 03/15/2033(1)

     4,198,140  
    

Mexico City Airport Trust

  
  200,000   

4.25%, 10/31/2026(8)

     199,252  
    

SBA Tower Trust

  
  265,000   

3.17%, 04/09/2047(1)

     266,673  
       

 

 

 

          6,003,115  
       

 

 

 

    

Entertainment - 0.2%

  
    

Scientific Games International, Inc.

  
EUR   550,000   

5.50%, 02/15/2026(8)

   $ 599,693  


 

The Hartford Strategic Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

William Hill plc

  
GBP   475,000   

4.75%, 05/01/2026(8)

     581,980  
       

 

 

 

          1,181,673  
       

 

 

 

    

Food - 0.8%

                                   
    

NBM US Holdings, Inc.

  
$   2,980,000   

6.63%, 08/06/2029

     2,975,530  
    

Conagra Brands, Inc.

  
  500,000   

3.03%, 10/22/2020, 3 mo. USD LIBOR + 0.750%(2)

     500,205  
    

Minerva Luxembourg S.A.

  
  1,330,000   

6.50%, 09/20/2026(8)

     1,354,938  
       

 

 

 

          4,830,673  
       

 

 

 

    

Forest Products & Paper - 0.1%

  
    

Celulosa Arauco y Constitucion S.A.

  
  200,000   

4.50%, 08/01/2024

     210,002  
    

Suzano Austria GmbH

  
  200,000   

7.00%, 03/16/2047(1)

     231,700  
       

 

 

 

          441,702  
       

 

 

 

    

Healthcare-Services - 0.2%

  
    

Cigna Corp.

  
  430,000   

2.76%, 03/17/2020, 3 mo. USD LIBOR + 0.350%(1)(2)

     430,348  
    

Constantin Investissement SASU

  
EUR   525,000   

5.38%, 04/15/2025(8)

     591,985  
    

Rede D’or Finance S.a.r.l.

  
$   400,000   

4.95%, 01/17/2028(1)

     400,080  
       

 

 

 

          1,422,413  
       

 

 

 

    

Household Products - 0.1%

  
    

Walnut Bidco plc

  
EUR   280,000   

6.75%, 08/01/2024(1)(13)

     316,776  
       

 

 

 

    

Household Products/Wares - 0.1%

  
    

Diamond (BC) B.V.

  
  580,000   

5.63%, 08/15/2025(8)

     500,637  
       

 

 

 

    

Insurance - 0.3%

  
    

Assicurazioni Generali S.p.A.

  
  525,000   

5.50%, 10/27/2047, (5.50% fixed rate until 10/27/2027; 3 mo. EURIBOR + 5.350% thereafter)(8)(11)

     674,890  
    

AXA S.A.

  
  425,000   

3.38%, 07/06/2047, (3.38% fixed rate until 07/06/2027; 3 mo. EURIBOR + 3.750% thereafter)(8)(11)

     538,171  
    

Intesa Sanpaolo Vita S.p.A.

  
  700,000   

4.75%, 12/17/2024, (4.75% fixed rate until 12/17/2024; 6 Mo. EUR LIBOR + 4.817% thereafter)(8)(9)(11)

     814,955  
       

 

 

 

          2,028,016  
       

 

 

 

    

Iron/Steel - 0.3%

  
    

CSN Resources S.A.

  
$   350,000   

7.63%, 02/13/2023(1)

     370,545  
  1,321,000   

7.63%, 04/17/2026(1)

     1,407,691  
       

 

 

 

          1,778,236  
       

 

 

 

    

Leisure Time - 0.1%

  
    

Pinnacle Bidco plc

  
GBP   430,000   

6.38%, 02/15/2025(8)

     551,093  
    

Saga plc

  
  220,000   

3.38%, 05/12/2024(8)

     231,413  
       

 

 

 

          782,506  
       

 

 

 

    

Machinery-Diversified - 0.0%

  
    

John Deere Capital Corp.

  
$   100,000   

2.48%, 01/07/2020, 3 mo. USD LIBOR + 0.180%(2)

     100,057  
       

 

 

 

    

Media - 0.1%

  
    

Altice Luxembourg S.A.

  
EUR   625,000   

6.25%, 02/15/2025(8)

   $ 703,059  
       

 

 

 


 

The Hartford Strategic Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Mining - 0.4%

  
    

Gold Fields Orogen Holdings BVI Ltd.

                                   
$   430,000   

5.13%, 05/15/2024(1)

     447,759  
  450,000   

6.13%, 05/15/2029(1)

     491,625  
    

Metinvest B.V.

  
  1,255,000   

7.75%, 04/23/2023(1)

     1,312,102  
       

 

 

 

          2,251,486  
       

 

 

 

    

Multi-National - 0.0%

  
    

International Finance Corp.

  
INR   9,490,000   

7.10%, 03/21/2031

     145,162  
       

 

 

 

    

Oil & Gas - 2.6%

  
    

Canadian Natural Resources Ltd.

  
CAD   2,605,000   

2.05%, 06/01/2020

     1,970,981  
  970,000   

2.60%, 12/03/2019

     736,136  
    

Frontera Energy Corp.

  
$   375,000   

9.70%, 06/25/2023(1)

     401,869  
    

Hunt Oil Co. of Peru LLC Sucursal Del Peru

  
  570,000   

6.38%, 06/01/2028(1)

     642,105  
  240,000   

6.38%, 06/01/2028(8)

     270,360  
    

Indika Energy Capital Pte Ltd.

  
  375,000   

6.88%, 04/10/2022(8)

     389,636  
    

KazMunayGas National Co. JSC

  
  200,000   

3.88%, 04/19/2022(8)

     204,886  
    

Medco Oak Tree Pte Ltd.

  
  4,350,000   

7.38%, 05/14/2026(1)

     4,388,405  
    

Nostrum Oil & Gas Finance B.V.

  
  605,000   

7.00%, 02/16/2025(1)

     363,000  
  500,000   

8.00%, 07/25/2022(1)

     309,905  
    

Petrobras Global Finance B.V.

  
  1,180,000   

5.75%, 02/01/2029

     1,266,293  
    

Petroleos de Venezuela S.A.

  
  290,000   

6.00%, 05/16/2024(8)(15)

     40,600  
  125,000   

9.00%, 11/17/2021(8)(15)

     16,875  
    

Petroleos Mexicanos

  
  165,000   

5.35%, 02/12/2028

     151,635  
  50,000   

5.50%, 06/27/2044

     40,750  
  155,000   

6.50%, 03/13/2027

     153,714  
  310,000   

6.50%, 01/23/2029

     302,947  
    

Saudi Arabian Oil Co.

  
  310,000   

2.75%, 04/16/2022(1)

     311,700  
    

Sinopec Group Overseas Development Ltd.

  
  605,000   

1.75%, 09/29/2019(8)

     604,310  
    

State Oil Co. of the Azerbaijan Republic

  
  350,000   

6.95%, 03/18/2030(8)

     419,328  
    

Tullow Oil plc

  
  405,000   

6.25%, 04/15/2022(8)

     407,406  
  1,295,000   

7.00%, 03/01/2025(1)

     1,303,094  
    

YPF S.A.

  
  470,000   

7.00%, 12/15/2047(1)

     405,375  
ARS   27,918,777   

16.50%, 05/09/2022(1)

     369,532  
       

 

 

 

          15,470,842  
       

 

 

 

    

Pharmaceuticals - 0.2%

  
    

Rossini S.a.r.l.

  
EUR   570,000   

6.75%, 10/30/2025(8)

     681,399  
    

Teva Pharmaceutical Finance Netherlands B.V.

  
  750,000   

4.50%, 03/01/2025

     772,133  
       

 

 

 

          1,453,532  
       

 

 

 

    

Pipelines - 0.2%

  
    

Enbridge, Inc.

  
CAD   305,000   

4.53%, 03/09/2020

     234,342  
    

Peru LNG Srl

  
$   400,000   

5.38%, 03/22/2030(1)

   $ 435,600  


 

The Hartford Strategic Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Transportadora de Gas Internacional S.A. ESP

                                 
  200,000   

5.55%, 11/01/2028(1)

     226,752  
       

 

 

 

          896,694  
       

 

 

 

    

Real Estate - 0.2%

  
    

China Evergrande Group

  
  200,000   

8.25%, 03/23/2022(8)

     193,478  
    

KWG Group Holdings Ltd.

  
  815,000   

6.00%, 09/15/2022(8)

     804,872  
       

 

 

 

          998,350  
       

 

 

 

    

Real Estate Investment Trusts - 0.2%

  
    

Trust F

  
  835,000   

4.87%, 01/15/2030(1)

     836,879  
  580,000   

6.39%, 01/15/2050(1)

     593,775  
       

 

 

 

          1,430,654  
       

 

 

 

    

Retail - 0.3%

  
    

Alimentation Couche-Tard, Inc.

  
CAD   1,200,000   

3.32%, 11/01/2019

     911,765  
    

Eurotorg LLC Via Bonitron DAC

  
$   945,000   

8.75%, 10/30/2022(1)

     1,000,283  
       

 

 

 

          1,912,048  
       

 

 

 

    

Telecommunications - 1.3%

  
    

Altice France S.A.

  
EUR   575,000   

5.88%, 02/01/2027(8)

     693,348  
    

AT&T, Inc.

  
$   420,000   

2.95%, 01/15/2020, 3 mo. USD LIBOR + 0.650%(2)

     420,878  
  680,000   

4.75%, 05/15/2046

     718,811  
    

IHS Netherlands Holdco B.V.

  
  360,000   

9.50%, 10/27/2021(8)

     372,168  
    

Millicom International Cellular S.A.

  
  200,000   

5.13%, 01/15/2028(1)(10)

     204,750  
    

Telecom Argentina S.A.

  
  2,130,000   

8.00%, 07/18/2026(1)

     2,157,956  
    

Telefonica Celular del Paraguay S.A.

  
  1,390,000   

5.88%, 04/15/2027(1)

     1,465,171  
    

Verizon Communications, Inc.

  
  536,000   

3.07%, 05/22/2020, 3 mo. USD LIBOR + 0.550%(2)

     537,690  
    

Vodafone Group plc

  
  1,235,000   

7.00%, 04/04/2079, (7.00% fixed rate until 01/04/2029; 5 year USD Swap + 4.873% thereafter)(11)

     1,353,097  
       

 

 

 

          7,923,869  
       

 

 

 

    

Transportation - 0.1%

  
    

Lima Metro Line 2 Finance Ltd.

  
  200,000   

4.35%, 04/05/2036(1)(13)

     205,750  
    

Rumo Luxembourg S.a.r.l.

  
  200,000   

5.88%, 01/18/2025(8)

     212,002  
  365,000   

7.38%, 02/09/2024(8)

     395,076  
       

 

 

 

          812,828  
       

 

 

 

    

Total Corporate Bonds
(cost $137,183,249)

   $ 137,737,999  
       

 

 

 

Foreign Government Obligations - 23.6%

  
    

Angola - 0.1%

  
    

Angolan Government International Bond

  
  400,000   

8.25%, 05/09/2028(8)

     425,270  
       

 

 

 

    

Argentina - 2.7%

  
    

Argentine Republic Government International Bond

  
CHF   1,480,000   

3.38%, 10/12/2020(8)

     1,345,996  
EUR   100,000   

3.38%, 01/15/2023

     88,831  
  1,480,000   

3.38%, 12/31/2038(4)

     959,719  
$   2,140,000   

3.75%, 12/31/2038(4)

     1,276,510  
EUR   820,000   

5.25%, 01/15/2028

   $ 676,040  
$   2,278,000   

5.88%, 01/11/2028

     1,793,925  


 

The Hartford Strategic Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  962,000   

6.63%, 07/06/2028

     772,486  
  225,000   

6.88%, 04/22/2021

     201,938  
  2,605,000   

6.88%, 01/26/2027

     2,155,637  
  1,325,000   

6.88%, 01/11/2048

     1,001,700  
  335,000   

7.50%, 04/22/2026

     286,425  
    

Autonomous City of Buenos Aires Argentina

                                       
  134,000   

8.95%, 02/19/2021(8)

     135,006  
    

Bonos De La Nacion Argentina En Moneda Dua

  
  4,700,000   

4.50%, 02/13/2020

     4,429,750  
    

Provincia de Buenos Aires

  
EUR   75,000   

4.00%, 05/01/2020(4)(8)

     80,534  
$   475,000   

9.13%, 03/16/2024(8)

     399,005  
  66,667   

10.88%, 01/26/2021(8)

     62,767  
    

Provincia de Cordoba

  
  300,000   

7.13%, 08/01/2027(8)

     229,500  
  150,000   

7.45%, 09/01/2024(8)

     123,152  
       

 

 

 

          16,018,921  
       

 

 

 

    

Azerbaijan - 0.3%

  
    

Republic of Azerbaijan International Bond

  
  375,000   

3.50%, 09/01/2032(8)

     358,618  
  285,000   

4.75%, 03/18/2024(8)

     303,647  
    

Southern Gas Corridor CJSC

  
  830,000   

6.88%, 03/24/2026(8)

     975,028  
       

 

 

 

          1,637,293  
       

 

 

 

    

Bermuda - 0.0%

  
    

Bermuda Government International Bond

  
  200,000   

4.75%, 02/15/2029(1)

     223,500  
       

 

 

 

    

Brazil - 0.6%

  
    

Brazil Letras do Tesouro Nacional

  
BRL   3,126,000   

7.83%, 01/01/2020(14)

     800,282  
    

Brazil Notas do Tesouro Nacional

  
  1,164,000   

10.00%, 01/01/2021

     322,452  
  3,103,000   

10.00%, 01/01/2023

     899,223  
  1,252,000   

10.00%, 01/01/2029

     386,883  
    

Brazilian Government International Bond

  
$   775,000   

4.63%, 01/13/2028

     820,733  
  255,000   

5.00%, 01/27/2045

     262,872  
       

 

 

 

          3,492,445  
       

 

 

 

    

Canada - 0.8%

  
    

Ontario Hydro Corp. Coupon Strip

  
CAD   710,000   

0.00%, 10/15/2019(14)

     535,787  
    

Province of Manitoba Canada Treasury Bill

  
  375,000   

0.00%, 09/18/2019(14)

     283,469  
    

Province of New Brunswick Canada Treasury Bill

  
  2,400,000   

0.00%, 08/15/2019(14)

     1,817,202  
    

Quebec Treasury Bill

  
  2,500,000   

0.00%, 08/16/2019(14)

     1,892,825  
       

 

 

 

          4,529,283  
       

 

 

 

    

Colombia - 0.4%

  
    

Colombia Government International Bond

  
$   735,000   

5.00%, 06/15/2045

     816,952  
    

Colombian TES

  
COP   995,700,000   

7.50%, 08/26/2026

     337,039  
  3,899,500,000   

10.00%, 07/24/2024

     1,436,414  
       

 

 

 

          2,590,405  
       

 

 

 

    

Croatia - 0.2%

  
    

Croatia Government International Bond

  
EUR   140,000   

2.75%, 01/27/2030(8)

     182,845  
  335,000   

3.00%, 03/11/2025(8)

     425,999  
$   215,000   

5.50%, 04/04/2023(8)

     236,555  
$   260,000   

6.00%, 01/26/2024(8)

   $ 296,699  
       

 

 

 

          1,142,098  
       

 

 

 


 

The Hartford Strategic Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Dominican Republic - 0.4%

                                   
    

Dominican Republic International Bond

  
  2,460,000   

6.40%, 06/05/2049(1)

     2,619,925  
       

 

 

 

    

Egypt - 0.4%

  
    

Egypt Government International Bond

  
  480,000   

5.58%, 02/21/2023(1)

     496,800  
EUR   100,000   

6.38%, 04/11/2031(1)

     117,309  
$   300,000   

6.59%, 02/21/2028(1)

     308,409  
  400,000   

7.60%, 03/01/2029(1)

     428,248  
  200,000   

7.60%, 03/01/2029(8)

     214,124  
  495,000   

8.50%, 01/31/2047(8)

     539,649  
  200,000   

8.70%, 03/01/2049(8)

     218,500  
       

 

 

 

          2,323,039  
       

 

 

 

    

El Salvador - 0.1%

  
    

El Salvador Republic Government Bond

  
  640,000   

7.13%, 01/20/2050

     649,600  
       

 

 

 

    

Ethiopia - 0.1%

  
    

Ethiopia International Bond

  
  405,000   

6.63%, 12/11/2024(8)

     420,366  
       

 

 

 

    

France - 0.1%

  
    

Dexia Credit Local S.A.

  
  250,000   

2.82%, 09/04/2020, 3 mo. USD LIBOR +0.32%(2)(8)

     250,663  
       

 

 

 

    

Gabon - 0.0%

  
    

Gabon Government International Bond

  
  200,000   

6.95%, 06/16/2025(8)

     199,900  
       

 

 

 

    

Ghana - 0.2%

  
    

Ghana Government International Bond

  
  400,000   

8.13%, 01/18/2026(8)

     431,209  
  575,000   

8.63%, 06/16/2049(1)

     582,752  
       

 

 

 

          1,013,961  
       

 

 

 

    

Greece - 0.1%

  
    

Hellenic Republic Government Bond

  
EUR   380,000   

3.50%, 01/30/2023(8)

     458,351  
  175,000   

4.38%, 08/01/2022(1)(8)

     214,700  
       

 

 

 

          673,051  
       

 

 

 

    

Honduras - 0.0%

  
    

Honduras Government International Bond

  
$   220,000   

6.25%, 01/19/2027(8)

     237,602  
       

 

 

 

    

Hungary - 0.1%

  
    

Hungary Government International Bond

  
  236,000   

5.75%, 11/22/2023

     265,854  
       

 

 

 

    

India - 0.0%

  
    

India Government Bond

  
INR   10,000,000   

8.15%, 11/24/2026

     157,164  
       

 

 

 

    

Indonesia - 0.7%

  
    

Indonesia Government International Bond

  
$   220,000   

4.63%, 04/15/2043(8)

     236,811  
  1,395,000   

4.75%, 01/08/2026(8)

     1,531,952  
  590,000   

5.13%, 01/15/2045(8)

     677,267  
  430,000   

6.63%, 02/17/2037(8)

     564,692  
  510,000   

7.75%, 01/17/2038(8)

     744,256  
    

Indonesia Treasury Bond

  
IDR   5,413,000,000   

8.38%, 09/15/2026

     411,700  
     

 

 

 

          4,166,678  
       

 

 

 

    

Italy - 0.6%

  
    

Italy Buoni Ordinari del Tesoro BOT

  
EUR   1,085,000   

0.00%, 10/14/2019(8)(14)

     1,201,666  
    

Italy Buoni Poliennali Del Tesoro

  
  140,000   

1.05%, 12/01/2019

   $ 155,588  
  1,050,000   

4.25%, 09/01/2019(8)

     1,166,333  


 

The Hartford Strategic Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Italy Certificati di Credito del Tesoro

                                   
  1,085,000   

0.00%, 10/30/2019(14)

     1,201,686  
       

 

 

 

          3,725,273  
       

 

 

 

    

Ivory Coast - 0.3%

  
    

Ivory Coast Government International Bond

  
  105,000   

5.25%, 03/22/2030(8)

     117,226  
$   200,000   

6.13%, 06/15/2033(8)

     188,500  
EUR   1,070,000   

6.63%, 03/22/2048(8)

     1,199,628  
       

 

 

 

          1,505,354  
       

 

 

 

    

Jamaica - 0.0%

  
    

Jamaica Government International Bond

  
$   195,000   

8.00%, 03/15/2039

     247,164  
       

 

 

 

    

Japan - 5.1%

  
    

Japan Bank for International Cooperation

  
  500,000   

3.00%, 06/01/2020, 3 mo. USD LIBOR + 0.480%(2)

     501,787  
    

Japan Treasury Discount Bill

  
JPY   427,850,000   

0.00%, 08/13/2019(14)

     3,932,926  
  479,050,000   

0.00%, 08/19/2019(14)

     4,403,647  
  255,050,000   

0.00%, 08/26/2019(14)

     2,344,584  
  296,000,000   

0.00%, 09/02/2019(14)

     2,721,081  
  500,000,000   

0.00%, 09/09/2019(14)

     4,596,523  
  500,000,000   

0.00%, 09/30/2019(14)

     4,596,850  
  123,200,000   

0.00%, 10/21/2019(14)

     1,132,755  
  671,450,000   

0.00%, 10/28/2019(14)

     6,173,793  
       

 

 

 

          30,403,946  
       

 

 

 

    

Jordan - 0.0%

  
    

Jordan Government International Bond

  
$   200,000   

7.38%, 10/10/2047(8)

     212,084  
       

 

 

 

    

Kenya - 0.0%

  
    

Kenya Government International Bond

  
  225,000   

7.00%, 05/22/2027(1)

     235,301  
       

 

 

 

    

Macedonia - 0.1%

  
    

Former Yugoslav Republic of Macedonia

  
EUR   405,000   

3.98%, 07/24/2021(8)

     474,294  
       

 

 

 

    

Malaysia - 0.3%

  
    

Malaysia Government Bond

  
MYR   1,840,000   

3.76%, 04/20/2023

     451,549  
  1,266,000   

3.80%, 09/30/2022

     310,753  
  4,725,000   

4.05%, 09/30/2021

     1,163,680  
       

 

 

 

          1,925,982  
       

 

 

 

    

Mexico - 0.7%

  
    

Mexican Bonos

  
MXN   6,259,600   

7.50%, 06/03/2027

     327,157  
  6,121,800   

7.75%, 05/29/2031

     322,906  
    

Mexico Government International Bond

  
$   400,000   

4.50%, 04/22/2029

     426,000  
  3,045,000   

4.50%, 01/31/2050

     3,029,775  
       

 

 

 

          4,105,838  
       

 

 

 

    

Morocco - 0.1%

  
    

Morocco Government International Bond

  
EUR   180,000   

3.50%, 06/19/2024(8)

     227,277  
$   200,000   

5.50%, 12/11/2042(8)

     233,106  
       

 

 

 

          460,383  
       

 

 

 

    

Nigeria - 0.0%

  
    

Nigeria Government International Bond

  
  200,000   

7.14%, 02/23/2030(8)

     206,408  
       

 

 

 

    

Oman - 0.3%

  
    

Oman Government International Bond

  
$   200,000   

6.00%, 08/01/2029(1)(13)

   $ 199,500  
  620,000   

6.50%, 03/08/2047(8)

     572,432  


 

The Hartford Strategic Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  680,000   

6.75%, 01/17/2048(8)

     640,166  
  615,000   

6.75%, 01/17/2048(1)(10)

     578,973  
       

 

 

 

          1,991,071  
       

 

 

 

    

Pakistan - 0.0%

                                   
    

Second Pakistan International Sukuk Co., Ltd.

  
  200,000   

6.75%, 12/03/2019(8)

     201,570  
       

 

 

 

    

Panama - 0.1%

  
    

Panama Government International Bond

  
  210,000   

3.16%, 01/23/2030

     211,890  
    

Panama Notas del Tesoro

  
  295,000   

3.75%, 04/17/2026(1)

     307,538  
       

 

 

 

          519,428  
       

 

 

 

    

Papua N.Guinea - 0.0%

  
    

Papua New Guinea Government International Bond

  
  200,000   

8.38%, 10/04/2028(8)

     216,000  
       

 

 

 

    

Paraguay - 0.0%

  
    

Paraguay Government International Bond

  
  200,000   

5.60%, 03/13/2048(1)

     228,752  
       

 

 

 

    

Poland - 0.3%

  
    

Republic of Poland Government Bond

  
PLN   3,573,000   

2.00%, 04/25/2021

     929,951  
  1,185,000   

3.25%, 07/25/2025

     327,544  
  2,270,000   

4.00%, 10/25/2023

     637,377  
       

 

 

 

          1,894,872  
       

 

 

 

    

Qatar - 0.4%

  
    

Qatar Government International Bond

  
$   960,000   

2.38%, 06/02/2021(8)

     959,088  
  405,000   

4.00%, 03/14/2029(1)

     441,184  
  455,000   

4.50%, 04/23/2028(8)

     513,012  
  400,000   

4.82%, 03/14/2049(1)

     463,000  
  200,000   

5.10%, 04/23/2048(8)

     240,357  
       

 

 

 

          2,616,641  
       

 

 

 

    

Romania - 0.8%

  
    

Romanian Government International Bond

  
EUR   255,000   

2.12%, 07/16/2031(1)

     286,098  
  115,000   

2.50%, 02/08/2030(1)

     136,040  
  165,000   

2.50%, 02/08/2030(8)

     195,188  
  55,000   

3.38%, 02/08/2038(1)

     66,732  
  15,000   

3.50%, 04/03/2034(8)

     18,582  
  130,000   

3.88%, 10/29/2035(8)

     167,163  
  1,545,000   

4.63%, 04/03/2049(8)

     2,125,488  
  802,000   

4.63%, 04/03/2049(1)

     1,103,328  
$   484,000   

6.13%, 01/22/2044(8)

     613,847  
       

 

 

 

          4,712,466  
       

 

 

 

    

Russia - 1.5%

  
    

Russian Federal Bond - OFZ

  
RUB   15,115,000   

6.90%, 05/23/2029

     232,946  
  55,750,000   

7.00%, 08/16/2023

     877,696  
  29,007,000   

7.10%, 10/16/2024

     458,187  
  31,390,000   

7.75%, 09/16/2026

     510,989  
    

Russian Foreign Bond - Eurobond

  
$   400,000   

4.25%, 06/23/2027(1)

     417,576  
  400,000   

4.25%, 06/23/2027(8)

     417,576  
  600,000   

4.38%, 03/21/2029(1)

     627,180  
  600,000   

4.38%, 03/21/2029(8)

     627,180  
  1,400,000   

4.75%, 05/27/2026(8)

     1,502,444  
  600,000   

4.88%, 09/16/2023(8)

     644,221  
  600,000   

5.10%, 03/28/2035(8)

     651,826  
  400,000   

5.10%, 03/28/2035(1)

     434,551  
  200,000   

5.25%, 06/23/2047(1)

     224,400  


 

The Hartford Strategic Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   1,200,000   

5.25%, 06/23/2047(8)

   $ 1,346,400  
       

 

 

 

          8,973,172  
       

 

 

 

    

Saudi Arabia - 0.1%

                                   
    

Saudi Government International Bond

  
  265,000   

4.50%, 10/26/2046(8)

     280,238  
       

 

 

 

    

Senegal - 0.2%

  
    

Senegal Government International Bond

  
  200,000   

6.25%, 05/23/2033(1)

     198,110  
  1,205,000   

6.25%, 05/23/2033(8)

     1,193,613  
       

 

 

 

          1,391,723  
       

 

 

 

    

South Africa - 0.4%

  
    

Republic of South Africa Government Bond

  
ZAR   31,595,000   

6.25%, 03/31/2036

     1,590,802  
  3,465,000   

8.00%, 01/31/2030

     225,506  
  2,965,000   

8.25%, 03/31/2032

     189,924  
    

Republic of South Africa Government International Bond

  
$   200,000   

6.30%, 06/22/2048

     214,448  
       

 

 

 

          2,220,680  
       

 

 

 

    

South Korea - 0.6%

  
    

Export-Import Bank of Korea

  
  425,000   

2.74%, 10/21/2019, 3 mo. USD LIBOR + 0.460%(2)

     425,130  
  1,000,000   

3.10%, 06/01/2021, 3 mo. USD LIBOR + 0.575%(2)

     1,002,529  
    

Korea Development Bank

  
  400,000   

2.97%, 02/27/2020, 3 mo. USD LIBOR + 0.450%(2)

     400,383  
  1,500,000   

2.99%, 03/12/2021, 3 mo. USD LIBOR + 0.550%(2)

     1,503,859  
       

 

 

 

          3,331,901  
       

 

 

 

    

Sri Lanka - 0.1%

  
    

Sri Lanka Government International Bond

  
  420,000   

6.85%, 03/14/2024(8)

     431,550  
  225,000   

7.55%, 03/28/2030(1)

     228,925  
       

 

 

 

          660,475  
       

 

 

 

    

Supranational - 0.8%

  
    

European Bank for Reconstruction & Development

  

IDR

  21,407,000,000   

6.45%, 12/13/2022

     1,522,788  
    

International Bank for Reconstruction & Development

  
  300,000,000   

7.45%, 08/20/2021

     21,617  
    

International Finance Corp.

  
MXN   22,900,000   

0.00%, 02/22/2038(14)

     284,521  
INR   83,250,000   

6.30%, 11/25/2024

     1,217,555  
  22,830,000   

6.45%, 08/10/2020

     330,772  
MXN   23,210,000   

7.75%, 01/18/2030

     1,196,982  
       

 

 

 

          4,574,235  
       

 

 

 

    

Thailand - 0.3%

  
    

Thailand Government Bond

  
THB   8,720,000   

1.88%, 06/17/2022

     284,751  
  8,590,000   

3.63%, 06/16/2023

     298,917  
  35,828,000   

3.85%, 12/12/2025

     1,310,130  
       

 

 

 

          1,893,798  
       

 

 

 

    

Tunisia - 0.5%

  
    

Banque Centrale de Tunisie International Bond

  
EUR   1,380,000   

6.38%, 07/15/2026(1)

     1,528,149  
  1,465,000   

6.75%, 10/31/2023(1)

     1,670,571  
       

 

 

 

          3,198,720  
       

 

 

 

    

Turkey - 2.1%

  
    

Export Credit Bank of Turkey

  
$   910,000   

8.25%, 01/24/2024(1)

     955,500  
    

Turkey Government Bond

  
TRY   6,595,000   

9.40%, 07/08/2020

     1,113,150  
  5,194,000   

11.00%, 03/02/2022

     845,037  
    

Turkey Government International Bond

  


 

The Hartford Strategic Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   970,000   

3.25%, 03/23/2023

   $ 896,193  
EUR   130,000   

4.63%, 03/31/2025

     149,037  
$   1,665,000   

4.88%, 04/16/2043

     1,307,025  
  1,191,000   

5.13%, 02/17/2028

     1,087,021  
EUR   120,000   

5.20%, 02/16/2026

     138,652  
$   1,160,000   

5.75%, 03/22/2024

     1,144,110  
  1,380,000   

5.75%, 05/11/2047

     1,164,375  
  1,540,000   

6.00%, 03/25/2027

     1,489,950  
  1,060,000   

6.00%, 01/14/2041

     930,129  
  220,000   

6.35%, 08/10/2024

     221,756  
  395,000   

6.88%, 03/17/2036

     386,543  
  720,000   

7.25%, 12/23/2023

     755,997  
  120,000   

7.38%, 02/05/2025

     126,086  
       

 

 

 

          12,710,561  
       

 

 

 

    

Ukraine - 0.5%

                                   
    

Ukraine Government International Bond

  
  205,000   

7.38%, 09/25/2032(1)

     208,280  
  325,000   

7.38%, 09/25/2032(8)

     330,200  
  100,000   

7.75%, 09/01/2020(8)

     103,118  
  100,000   

7.75%, 09/01/2021(8)

     104,652  
  570,000   

7.75%, 09/01/2021(1)

     596,516  
  440,000   

7.75%, 09/01/2022(8)

     466,400  
  155,000   

7.75%, 09/01/2025(8)

     163,789  
  150,000   

7.75%, 09/01/2026(8)

     158,400  
  400,000   

7.75%, 09/01/2027(8)

     422,048  
  520,000   

8.99%, 02/01/2024(8)

     576,969  
       

 

 

 

          3,130,372  
       

 

 

 

    

United Arab Emirates - 0.0%

  
    

Emirate of Dubai Government International Bonds

  
  200,000   

5.25%, 01/30/2043(8)

     221,063  
       

 

 

 

    

Venezuela - 0.1%

  
    

Venezuela Government International Bond

  
  1,224,000   

7.75%, 10/13/2019(8)(15)

     186,660  
  380,000   

9.00%, 05/07/2023(8)(15)

     57,950  
  800,000   

9.25%, 05/07/2028(8)(15)

     122,000  
  1,355,300   

12.75%, 08/23/2022(8)(15)

     206,683  
       

 

 

 

          573,293  
       

 

 

 

    

Total Foreign Government Obligations
(cost $143,061,822)

   $ 142,080,076  
       

 

 

 

Municipal Bonds - 0.7%

     
    

Education - 0.3%

  
    

Chicago, IL, Board of Education

  
  630,000   

5.18%, 12/01/2021

     638,946  
  335,000   

6.14%, 12/01/2039

     362,155  
  660,000   

6.32%, 11/01/2029

     720,225  
       

 

 

 

          1,721,326  
       

 

 

 

    

General - 0.1%

  
    

Chicago, IL, Transit Auth

  
  665,000   

6.90%, 12/01/2040

     904,699  
       

 

 

 

    

General Obligation - 0.3%

  
    

City of Chicago, IL, GO

  
  629,000   

7.38%, 01/01/2033

     745,510  
    

State of Illinois, GO

  
  632,727   

4.95%, 06/01/2023(10)

     659,739  
  70,000   

5.00%, 01/01/2023

     72,799  
  150,000   

5.56%, 02/01/2021

     155,136  
       

 

 

 

          1,633,184  
       

 

 

 

    

Total Municipal Bonds
(cost $3,993,049)

   $ 4,259,209  
       

 

 

 


 

The Hartford Strategic Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

Senior Floating Rate Interests - 26.0%(16)

                                   
    

Advertising - 0.1%

  
    

Acosta Holdco, Inc.

  
$   348,452   

5.48%, 09/26/2021, 1 mo. USD LIBOR + 3.250%

   $ 121,585  
    

Entravision Communications Corp.

  
  727,134   

5.08%, 11/29/2024, 1 mo. USD LIBOR + 2.750%

     710,773  
       

 

 

 

          832,358  
       

 

 

 

    

Aerospace/Defense - 0.5%

  
    

Circor International, Inc.

  
  522,214   

5.87%, 12/11/2024, 1 mo. USD LIBOR + 3.500%

   $ 521,781  
    

Fly Funding S.a.r.l.

  
  611,511   

4.56%, 02/09/2023, 3 mo. USD LIBOR + 2.000%

     611,511  
    

TransDigm, Inc.

  
  349,116   

4.83%, 06/09/2023, 1 mo. USD LIBOR + 2.500%

     347,098  
  1,365,160   

4.83%, 05/30/2025, 1 mo. USD LIBOR + 2.500%

     1,353,310  
       

 

 

 

          2,833,700  
       

 

 

 

    

Agriculture - 0.1%

  
    

Pinnacle Operating Corp.

  
  909,012   

7.73%, 11/15/2021, 1 mo. USD LIBOR + 5.500%

     702,967  
       

 

 

 

    

Asset-Backed - Finance & Insurance - 0.0%

  
    

Evertec Group, LLC

  
  273,625   

5.73%, 11/27/2024, 1 mo. USD LIBOR + 3.500%

     274,481  
       

 

 

 

    

Auto Manufacturers - 0.1%

  
    

Navistar International Corp.

  
  448,175   

5.83%, 11/06/2024, 1 mo. USD LIBOR + 3.500%

     449,018  
       

 

 

 

    

Auto Parts & Equipment - 1.0%

  
    

Adient U.S. LLC

  
  655,000   

6.87%, 05/06/2024, 1 mo. USD LIBOR + 4.250%

     628,800  
    

AL Alpine AT Bidco GmbH

  
EUR   260,000   

3.50%, 10/31/2025, 3 mo. EURIBOR + 3.500%

     285,661  
$   203,975   

5.64%, 10/31/2025, 3 mo. USD LIBOR +3.250%

     200,405  
    

Altra Industrial Motion Corp.

  
  1,066,054   

4.23%, 10/01/2025, 1 mo. USD LIBOR + 2.000%

     1,062,057  
    

IAA, Inc.

  
  160,000   

0.00%, 06/28/2026, 1 mo. USD LIBOR + 2.250%(17)

     160,600  
    

Panther BF Aggregator LP

  
EUR   1,910,000   

3.75%, 04/30/2026, 1 mo. EUR LIBOR + 3.750%

     2,114,371  
$   1,270,000   

5.73%, 04/30/2026, 1 mo. USD LIBOR + 3.500%

     1,269,213  
       

 

 

 

          5,721,107  
       

 

 

 

    

Biotechnology - 0.1%

  
    

Sotera Health Holdings LLC

  
  508,945   

5.23%, 05/15/2022, 1 mo. USD LIBOR + 3.000%

     503,219  
       

 

 

 

    

Chemicals - 0.9%

  
    

Axalta Coating Systems U.S. Holdings, Inc.

  
  699,732   

4.08%, 06/01/2024, 3 mo. USD LIBOR + 1.750%

     695,471  
    

Cabot Microelectronics Corp.

  
  184,726   

4.50%, 11/14/2025, 1 mo. ICE LIBOR + 2.250%

     184,957  
    

CTC AcquiCo GmbH

  
EUR   392,827   

2.50%, 03/07/2025, 3 mo. EURIBOR + 2.500%

     426,358  
    

DuBois Chemicals, Inc.

  
$   173,680   

5.48%, 03/15/2024, 1 mo. USD LIBOR + 3.250%

     169,555  
    

Hexion, Inc.

  
  630,000   

0.00%, 06/25/2026, 1 mo. USD LIBOR + 3.500%(17)

     628,425  
    

LTI Holdings, Inc.

  
  287,825   

5.73%, 09/06/2025, 1 mo. USD LIBOR + 3.500%

     274,153  
    

Minerals Technologies, Inc.

  
  240,423   

4.54%, 02/14/2024, 1 mo. USD LIBOR + 2.250%

     240,923  
    

Momentive Performance Materials, Inc.

  
  375,000   

5.59%, 05/15/2024, 1 mo. USD LIBOR + 3.250%

     372,893  
    

Starfruit Finco B.V.

  
EUR   100,000   

3.75%, 10/01/2025, 3 mo. EURIBOR + 3.750%

     110,338  
$   992,513   

5.61%, 10/01/2025, 1 mo. USD LIBOR + 3.250%

     974,320  


 

The Hartford Strategic Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Tronox Finance LLC

                                   
$   464,492   

5.27%, 09/23/2024, 3 mo. USD LIBOR + 3.000%

   $ 460,790  
    

Univar, Inc.

  
  278,130   

4.48%, 07/01/2024, 1 mo. USD LIBOR + 2.250%

     278,360  
  138,855   

4.73%, 07/01/2024, 1 mo. ICE LIBOR + 2.500%

     138,659  
    

WR Grace & Co.

  
  233,238   

4.08%, 04/03/2025, 3 mo. USD LIBOR + 1.750%

     232,946  
       

 

 

 

          5,188,148  
       

 

 

 

    

Coal - 0.1%

  
    

Foresight Energy LLC

  
  952,727   

8.27%, 03/28/2022, 3 mo. USD LIBOR + 5.750%

     695,490  
       

 

 

 

    

Commercial Services - 2.2%

  
    

Allied Universal Holdco LLC

  
  58,013   

0.00%, 07/10/2026, 3 mo. USD LIBOR + 4.000%(17)(18)

     58,106  
  585,927   

6.51%, 07/10/2026, 3 mo. USD LIBOR + 4.250%

     586,870  
    

APX Group, Inc.

  
  635,200   

7.33%, 04/01/2024, 2 mo. USD LIBOR + 5.000%

     607,677  
    

Ascend Learning LLC

  
  235,800   

5.23%, 07/12/2024, 1 mo. USD LIBOR + 3.000%

     234,522  
    

Blackhawk Network Holdings, Inc.

  
  1,236,656   

5.23%, 06/15/2025, 1 mo. USD LIBOR + 3.000%

     1,233,045  
    

BrightView Landscapes LLC

  
  837,398   

4.78%, 08/15/2025, 1 mo. USD LIBOR + 2.500%

     838,094  
    

Capital Automotive L.P.

  
  146,027   

8.23%, 03/24/2025, 1 mo. USD LIBOR + 6.000%

     146,301  
    

Carbonite, Inc.

  
  246,909   

6.01%, 03/26/2026, 2 mo. USD LIBOR + 3.750%

     246,188  
    

Ceridian HCM Holding, Inc.

  
  722,978   

5.23%, 04/30/2025, 3 mo. USD LIBOR +3.000%

     727,048  
    

Dun & Bradstreet Corp.

  
  1,595,000   

7.24%, 02/06/2026, 1 mo. USD LIBOR + 5.000%

     1,604,474  
    

Energizer Holdings, Inc.

  
  162,113   

4.69%, 12/17/2025, 1 mo. USD LIBOR + 2.250%

     161,809  
    

Garda World Security Corp.

  
  400,000   

0.00%, 05/24/2024, 1 mo. USD LIBOR + 3.500%(17)

     400,320  
    

Hertz Corp.

  
  313,481   

4.99%, 06/30/2023, 3 mo. USD LIBOR + 2.750%

     312,089  
    

Quikrete Holdings, Inc.

  
  1,479,701   

4.98%, 11/15/2023, 1 mo. USD LIBOR + 2.750%

     1,466,340  
    

Russell Investments U.S. Inst’l Holdco, Inc.

  
  523,412   

5.48%, 06/01/2023, 3 mo. USD LIBOR + 3.250%

     519,266  
    

Techem GmbH

  
EUR   470,000   

3.75%, 07/31/2025, 3 mo. EURIBOR + 3.750%

     522,314  
    

Tempo Acquisition LLC

  
$   1,502,048   

5.23%, 05/01/2024, 1 mo. USD LIBOR + 3.000%

     1,503,926  
    

Trans Union LLC

  
  878,637   

4.23%, 06/19/2025, 1 mo. USD LIBOR + 2.000%

     879,736  
    

Verisure Holding AB

  
EUR   305,000   

3.50%, 10/21/2022, 3 mo. EURIBOR + 3.500%

     338,172  
    

Weight Watchers International, Inc.

  
$   240,984   

7.10%, 11/29/2024, 3 mo. USD LIBOR + 4.750%

     238,726  
    

Xerox Business Services LLC

  
  585,000   

4.73%, 12/07/2023, 1 mo. USD LIBOR + 2.500%

     574,031  
       

 

 

 

          13,199,054  
       

 

 

 

    

Construction Materials - 0.1%

  
    

NCI Building Systems, Inc.

  
  445,500   

6.12%, 04/12/2025, 3 mo. USD LIBOR + 3.750%

     434,732  
    

Tamko Building Products, Inc.

  
  205,000   

5.56%, 04/23/2026, 1 mo. USD LIBOR + 3.250%

     205,513  
       

 

 

 

          640,245  
       

 

 

 

    

Distribution/Wholesale - 0.2%

  
    

Beacon Roofing Supply, Inc.

  
  1,159,415   

4.62%, 01/02/2025, 1 mo. USD LIBOR + 2.250%

     1,153,293  


 

The Hartford Strategic Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Hamilton Holdco LLC

                                   
$   262,350   

4.33%, 07/02/2025, 1 mo. USD LIBOR + 2.000%

   $ 262,022  
       

 

 

 

          1,415,315  
       

 

 

 

    

Diversified Financial Services - 1.1%

  
    

AlixPartners LLP

  
EUR   179,550   

3.25%, 04/04/2024, 3 mo. USD LIBOR + 3.250%

     198,845  
$   1,366,361   

4.98%, 04/04/2024, 3 mo. USD LIBOR + 2.750%

     1,367,577  
    

Aretec Group, Inc.

  
  517,774   

6.48%, 10/01/2025, 3 mo. USD LIBOR + 4.250%

     505,477  
    

Crown Finance U.S., Inc.

  
  1,318,290   

4.48%, 02/28/2025, 1 mo. USD LIBOR + 2.250%

     1,312,753  
    

Financial & Risk U.S. Holdings, Inc.

  
EUR   99,500   

4.00%, 10/01/2025, 3 mo. EURIBOR + 4.000%

     110,904  
$   338,300   

5.98%, 10/01/2025, 1 mo. USD LIBOR + 3.750%

     337,938  
    

GreenSky Holdings LLC

  
  843,125   

5.50%, 03/31/2025, 1 mo. USD LIBOR + 3.250%

     835,748  
    

Minotaur Acquisition, Inc.

  
  174,563   

7.23%, 02/26/2026, 1 mo. USD LIBOR + 5.000%

     170,635  
    

Nets Holding A/S

  
EUR   379,236   

3.25%, 02/06/2025, 3 mo. EURIBOR + 3.250%

     417,531  
    

NFP Corp.

  
$   121,875   

5.23%, 01/08/2024, 1 mo. USD LIBOR + 3.000%

     120,047  
    

RP Crown Parent LLC

  
  195,000   

4.98%, 10/12/2023, 1 mo. USD LIBOR + 2.750%

     194,415  
    

UFC Holdings LLC

  
  109,718   

5.49%, 04/29/2026, 1 mo. USD LIBOR + 3.250%

     109,889  
    

Victory Capital Holdings, Inc.

  
  951,273   

5.57%, 07/01/2026, 1 mo. USD LIBOR + 3.250%

     956,324  
       

 

 

 

          6,638,083  
       

 

 

 

    

Electric - 0.0%

  
    

Seadrill Partners Finco LLC

  
  322,870   

8.33%, 02/21/2021, 3 mo. USD LIBOR + 6.000%

     211,018  
       

 

 

 

    

Electrical Components & Equipment - 0.0%

  
    

Lumentum Holdings

  
  189,050   

4.73%, 12/10/2025, 1 mo. USD LIBOR + 2.500%

     189,523  
       

 

 

 

    

Energy-Alternate Sources - 0.3%

  
    

BCP Renaissance Parent LLC

  
  757,102   

5.76%, 10/31/2024, 3 mo. USD LIBOR + 3.500%

     755,996  
    

Medallion Midland Acquisition LLC

  
  1,062,659   

5.48%, 10/30/2024, 1 mo. USD LIBOR + 3.250%

     1,046,719  
    

TEX Operations Co. LLC

  
  242,901   

4.23%, 08/04/2023, 1 mo. USD LIBOR + 2.000%

     243,137  
       

 

 

 

          2,045,852  
       

 

 

 

    

Engineering & Construction - 0.3%

  
    

Brand Energy & Infrastructure Services, Inc.

  
  1,030,746   

6.61%, 06/21/2024, 3 mo. USD LIBOR + 4.250%

     993,701  
    

DG Investment Intermediate Holdings, Inc.

  
  165,226   

5.23%, 02/03/2025, 3 mo. USD LIBOR + 3.000%

     161,921  
  100,000   

8.98%, 02/02/2026, 3 mo. USD LIBOR + 6.750%

     96,000  
    

Pike Corp.

  
  212,770   

0.00%, 07/19/2026, 1 mo. USD LIBOR + 3.250%(17)

     213,568  
    

Verra Mobility Corp.

  
  148,125   

5.98%, 02/28/2025, 1 mo. USD LIBOR + 3.750%

     148,618  
       

 

 

 

          1,613,808  
       

 

 

 

    

Entertainment - 0.2%

  
    

CityCenter Holdings LLC

  
  696,447   

4.48%, 04/18/2024, 1 mo. USD LIBOR + 2.250%

     697,318  
    

Scientific Games International, Inc.

  
  359,783   

4.98%, 08/14/2024, 2 mo. USD LIBOR + 2.750%

     357,592  
    

Wyndham Hotels & Resorts, Inc.

  
  233,238   

3.98%, 05/30/2025, 1 mo. USD LIBOR + 1.750%

     233,676  
       

 

 

 

          1,288,586  
       

 

 

 


 

The Hartford Strategic Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Environmental Control - 0.2%

                                   
    

Advanced Disposal Services, Inc.

  
$   892,907   

4.60%, 11/10/2023, 1 Week USD LIBOR + 2.250%

   $ 894,363  
    

Fluidra Finco SLU

  
EUR   326,700   

2.75%, 07/02/2025, 1 mo. EURIBOR + 2.750%

     363,917  
       

 

 

 

          1,258,280  
       

 

 

 

    

Food - 0.4%

  
    

CHG PPC Parent LLC

  
  100,000   

4.00%, 03/30/2025, 3 mo. EURIBOR + 4.000%

     111,392  
$   701,691   

4.98%, 03/31/2025, 1 mo. USD LIBOR + 2.750%

     697,747  
    

Hostess Brands LLC

  
  1,161,964   

4.51%, 08/03/2022, 1 mo. USD LIBOR + 2.250%

     1,159,548  
    

Post Holdings, Inc.

  
  505,943   

4.27%, 05/24/2024, 1 mo. USD LIBOR + 2.000%

     505,801  
       

 

 

 

          2,474,488  
       

 

 

 

    

Food Service - 0.1%

  
    

8th Avenue Food & Provisions, Inc.

  
  223,875   

6.11%, 10/01/2025, 3 mo. USD LIBOR + 3.750%

     224,576  
  135,000   

10.11%, 10/01/2026, 1 mo. USD LIBOR + 7.750%

     135,000  
    

Aramark Services, Inc.

  
  228,502   

4.08%, 03/11/2025, 3 mo. USD LIBOR + 1.750%

     228,406  
    

Welbilt, Inc.

  
  100,000   

4.73%, 10/23/2025, 1 mo. USD LIBOR + 2.500%

     98,875  
       

 

 

 

          686,857  
       

 

 

 

    

Gas - 0.1%

  
    

Messer Industries GmbH

  
EUR   100,000   

2.75%, 03/01/2026, 3 mo. EURIBOR + 2.750%

     110,700  
$   648,375   

4.83%, 03/01/2026, 1 mo. USD LIBOR + 2.500%

     645,133  
       

 

 

 

          755,833  
       

 

 

 

    

Healthcare-Products - 0.6%

  
    

Avantor, Inc.

  
  137,264   

5.23%, 11/21/2024, 3 mo. USD LIBOR +3.000%

     138,407  
    

Emerald TopCo, Inc.

  
  455,000   

0.00%, 07/24/2026, 1 mo. USD LIBOR + 3.500%(17)

     453,749  
    

Kinetic Concepts, Inc.

  
  254,800   

5.58%, 02/02/2024, 3 mo. USD LIBOR + 3.250%

     255,516  
    

Lifescan Global Corp.

  
  482,500   

8.66%, 10/01/2024, 3 mo. USD LIBOR + 6.000%

     459,379  
    

Parexel International Corp.

  
  904,538   

4.98%, 09/27/2024, 1 mo. USD LIBOR + 2.750%

     872,318  
    

Sotera Health Holdings LLC

  
  1,250,000   

0.00%, 05/15/2022, 1 mo. USD LIBOR + 3.750%(17)

     1,251,562  
       

 

 

 

          3,430,931  
       

 

 

 

    

Healthcare-Services - 1.4%

  
    

CDRH Parent, Inc.

  
  171,450   

6.73%, 07/01/2021, 3 mo. USD LIBOR + 4.250%

     133,445  
    

DentalCorp Perfect Smile ULC

  
  640,780   

5.98%, 06/06/2025, 1 mo. USD LIBOR + 3.750%

     632,501  
    

DuPage Medical Group Ltd.

  
  478,173   

4.98%, 08/15/2024, 1 mo. USD LIBOR + 2.750%

     465,621  
  205,599   

9.23%, 08/15/2025, 1 mo. USD LIBOR + 7.000%

     200,459  
    

Ensemble RCM LLC

  
  245,000   

0.00%, 07/22/2026, 1 mo. USD LIBOR + 3.750%(17)

     245,154  
    

Envision Healthcare Corp.

  
  592,025   

5.98%, 10/10/2025, 1 mo. USD LIBOR + 3.750%

     507,537  
    

Gentiva Health Services, Inc.

  
  409,137   

6.00%, 07/02/2025, 1 mo. USD LIBOR + 3.750%

     411,183  
    

Global Medical Response, Inc.

  
  490,018   

5.56%, 04/28/2022, 1 mo. USD LIBOR + 3.250%

     474,092  
    

IQVIA, Inc.

  
EUR   589,050   

2.50%, 06/11/2025, 3 mo. EURIBOR + 2.000%

     653,859  
    

Jaguar Holding Co.

  
$   497,860   

4.73%, 08/18/2022, 3 mo. USD LIBOR + 2.500%

     496,795  


 

The Hartford Strategic Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

MPH Acquisition Holdings LLC

                                   
$   1,156,700   

5.08%, 06/07/2023, 3 mo. USD LIBOR + 2.750%

   $ 1,121,999  
    

NVA Holdings, Inc.

  
  250,000   

5.73%, 02/02/2025, 1 mo. USD LIBOR + 3.500%

     249,375  
    

One Call Corp.

  
  155,690   

7.58%, 11/25/2022, 1 mo. USD LIBOR + 5.250%

     135,256  
    

Ortho-Clinical Diagnostics S.A.

  
  519,233   

5.56%, 06/30/2025, 3 mo. USD LIBOR + 3.250%

     503,983  
    

Sound Inpatient Physicians

  
  252,450   

4.98%, 06/27/2025, 1 mo. USD LIBOR + 2.750%

     251,125  
  110,000   

8.98%, 06/26/2026, 1 mo. USD LIBOR + 6.750%

     109,541  
    

Surgery Center Holdings, Inc.

  
  186,675   

5.49%, 09/02/2024, 1 mo. USD LIBOR + 3.250%

     180,141  
    

Syneos Health, Inc.

  
  810,731   

4.23%, 08/01/2024, 1 mo. USD LIBOR + 2.000%

     808,404  
    

Team Health Holdings, Inc.

  
  371,450   

4.98%, 02/06/2024, 1 mo. USD LIBOR + 2.750%

     324,398  
    

Verscend Holding Corp.

  
  223,313   

6.73%, 08/27/2025, 1 mo. USD LIBOR + 4.500%

     224,219  
    

Wink Holdco, Inc.

  
  359,525   

5.23%, 12/02/2024, 1 mo. USD LIBOR + 3.000%

     354,132  
       

 

 

 

          8,483,219  
       

 

 

 

    

Household Products - 0.2%

  
    

Diamond (BC) B.V.

  
EUR   147,750   

3.25%, 09/06/2024, 1 mo. EURIBOR + 3.250%

     151,147  
$   1,063,850   

5.26%, 09/06/2024, 2 mo. USD LIBOR + 3.000%

     961,901  
    

Revlon Consumer Products Corp.

  
  209,088   

6.02%, 09/07/2023

     169,710  
       

 

 

 

          1,282,758  
       

 

 

 

    

Housewares - 0.0%

  
    

Hayward Industries, Inc.

  
  230,888   

5.73%, 08/05/2024, 1 mo. USD LIBOR + 3.500%

     228,290  
       

 

 

 

    

Insurance - 1.1%

  
    

Acrisure LLC

  
  997,462   

6.77%, 11/22/2023, 1 mo. USD LIBOR + 4.250%

     990,609  
    

Asurion LLC

  
  1,302,541   

5.23%, 08/04/2022, 1 mo. USD LIBOR + 3.000%

     1,304,638  
  283,592   

5.23%, 11/03/2023, 1 mo. USD LIBOR + 3.000%

     284,126  
  521,620   

5.23%, 11/03/2024, 1 mo. USD LIBOR + 3.000%

     522,554  
  740,000   

8.73%, 08/04/2025, 1 mo. USD LIBOR + 6.500%

     752,639  
    

Genworth Holdings, Inc.

  
  182,688   

6.76%, 03/07/2023, 1 mo. USD LIBOR + 4.500%

     183,829  
    

Hub International Ltd.

  
  1,296,308   

5.27%, 04/25/2025, 2 mo. USD LIBOR + 3.000%

     1,281,984  
    

Sedgwick Claims Management Services, Inc.

  
  1,313,400   

5.48%, 12/31/2025, 1 mo. USD LIBOR + 3.250%

     1,291,821  
       

 

 

 

          6,612,200  
       

 

 

 

    

IT Services - 0.0%

  
    

NAB Holdings LLC

  
  245,641   

5.33%, 07/01/2024, 3 mo. USD LIBOR + 3.000%

     243,953  
       

 

 

 

    

Leisure Time - 1.1%

  
    

Caesars Resort Collection LLC

  
  1,176,015   

4.98%, 12/22/2024, 1 mo. USD LIBOR + 2.750%

     1,165,913  
    

Delta (LUX) S.a.r.l.

  
  1,205,843   

4.73%, 02/01/2024, 1 mo. USD LIBOR + 2.500%

     1,189,697  
    

Eldorado Resorts LLC

  
  451,982   

4.58%, 04/17/2024, 2 mo. USD LIBOR + 2.250%

     451,137  
    

Golden Entertainment, Inc.

  
  1,164,976   

5.25%, 10/21/2024, 1 mo. USD LIBOR + 3.000%

     1,167,888  
    

Penn National Gaming, Inc.

  
  1,004,950   

4.48%, 10/15/2025, 3 mo. USD LIBOR + 2.250%

     1,006,086  


 

The Hartford Strategic Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

SRAM LLC

  
$   1,396,944   

5.09%, 03/15/2024, 2 mo. USD LIBOR + 2.750%

   $ 1,399,570  
       

 

 

 

          6,380,291  
       

 

 

 

    

Lodging - 0.5%

  
    

Boyd Gaming Corp.

  
  933,596   

4.62%, 09/15/2023, 1 week USD LIBOR + 2.250%

     932,895  
    

Caesars Entertainment Operating Co.

  
  1,260,987   

4.23%, 10/06/2024, 1 mo. USD LIBOR + 2.000%

     1,257,520  
    

Wynn Resorts, Limited

  
  1,014,900   

4.66%, 10/30/2024, 1 mo. USD LIBOR + 2.250%

     1,015,661  
       

 

 

 

          3,206,076  
       

 

 

 

    

Machinery-Construction & Mining - 0.2%

                                   
    

Brookfield WEC Holdings, Inc.

  
  787,419   

5.73%, 08/01/2025, 1 mo. USD LIBOR + 3.500%

     789,387  
    

Utility One Source L.P.

  
  264,846   

7.83%, 04/18/2023, 1 mo. USD LIBOR + 5.500%

     266,170  
       

 

 

 

          1,055,557  
       

 

 

 

    

Machinery-Diversified - 0.3%

  
    

Gardner Denver, Inc.

  
EUR   1,011,975   

3.00%, 07/30/2024, 1 mo. EURIBOR + 3.000%

     1,124,458  
$   201,388   

4.98%, 07/30/2024, 3 mo. USD LIBOR + 2.750%

     201,763  
    

Pro Mach Group, Inc.

  
  360,438   

5.06%, 03/07/2025, 3 mo. USD LIBOR +2.750%

     350,302  
    

Zodiac Pool Solutions LLC

  
  188,100   

4.48%, 07/02/2025, 1 mo. USD LIBOR + 2.250%

     188,158  
       

 

 

 

          1,864,681  
       

 

 

 

    

Media - 3.6%

  
    

Advantage Sales & Marketing, Inc.

  
  688,571   

5.58%, 07/23/2021, 1 mo. USD LIBOR + 3.250%

     637,300  
    

Altice Financing S.A.

  
EUR   127,725   

2.75%, 01/31/2026, 3 mo.EURIBOR + 2.750%

     137,283  
$   790,913   

5.06%, 01/31/2026, 3 mo. USD LIBOR + 2.750%

     760,265  
    

Charter Communications Operating LLC

  
  945,969   

4.33%, 04/30/2025, 1 mo. USD LIBOR + 2.000%

     947,369  
    

CSC Holdings LLC

  
  249,362   

4.58%, 07/17/2025, 1 mo. USD LIBOR + 2.250%

     248,427  
  936,919   

4.83%, 01/25/2026, 1 mo. USD LIBOR + 2.500%

     935,747  
    

E.W. Scripps Co.

  
  418,950   

4.98%, 05/01/2026, 1 mo. USD LIBOR + 2.750%

     419,474  
    

Gray Television, Inc.

  
  995,000   

4.83%, 01/02/2026, 1 mo. ICE LIBOR + 2.500%

     996,950  
    

Houghton Mifflin Harcourt Publishing Co.

  
  497,103   

5.23%, 05/31/2021, 1 mo. USD LIBOR + 3.000%

     475,146  
    

ION Media Networks, Inc.

  
  1,508,986   

0.00%, 12/18/2024, 1 mo. USD LIBOR + 3.000%(17)

     1,506,632  
  780,180   

4.98%, 12/18/2020, 1 mo. USD LIBOR + 2.750%

     778,963  
    

Maxar Technologies Ltd.

  
  728,900   

4.99%, 10/04/2024, 1 mo. USD LIBOR + 2.750%

     658,437  
    

MTN Infrastructure TopCo, Inc.

  
  944,741   

5.23%, 11/15/2024, 1 mo. USD LIBOR + 3.000%

     940,018  
    

NASCAR Holdings, Inc.

  
  185,000   

0.00%, 07/26/2026, 1 mo. USD LIBOR + 2.750%(17)

     185,810  
    

NEP/NCP Holdco, Inc.

  
  99,500   

5.48%, 10/20/2025, 1 mo. USD LIBOR + 3.250%

     99,417  
  210,000   

9.23%, 10/19/2026, 1 mo. USD LIBOR + 7.000%

     208,425  
    

Nexstar Broadcasting, Inc.

  
  1,805,000   

0.00%, 06/19/2026, 1 mo. USD LIBOR + 2.750%(17)

     1,804,621  
    

Numericable Group S.A.

  
  278,588   

4.98%, 07/31/2025, 1 mo. USD LIBOR + 2.750%

     268,141  
    

PSAV Holdings LLC

  
  800,429   

5.61%, 03/01/2025, 3 mo. USD LIBOR + 3.250%

     777,921  
  310,000   

9.83%, 09/01/2025, 3 mo. USD LIBOR + 7.250%

     293,725  


 

The Hartford Strategic Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Shutterfly, Inc.

                                   
$   740,871   

4.74%, 08/17/2024, 1 mo. USD LIBOR + 2.500%

   $ 740,752  
    

Sinclair Television Group, Inc.

  
  776,785   

0.00%, 07/17/2026, 1 mo. USD LIBOR + 2.500%(17)

     777,757  
    

Telenet Financing USD LLC

  
  500,000   

4.58%, 08/15/2026, 1 mo. USD LIBOR + 2.250%

     497,655  
    

Tribune Media Co.

  
  920,334   

5.23%, 01/27/2024, 1 mo. USD LIBOR + 3.000%

     918,613  
    

Unitymedia Finance LLC

  
  1,380,000   

4.60%, 09/30/2025, 1 mo. USD LIBOR + 2.250%

     1,378,813  
    

Unitymedia Hessen GmbH & Co. KG

  
EUR   205,000   

2.75%, 01/15/2027, EURIBOR + 2.750%

     226,803  
    

UPC Financing Partnership

  
$   1,250,000   

4.85%, 01/15/2026, 1 mo. USD LIBOR + 2.500%

     1,249,350  
    

Virgin Media Bristol LLC

  
  1,125,000   

4.83%, 01/15/2026, 1 mo. USD LIBOR + 2.500%

     1,127,115  
    

Web.com Group, Inc.

  
  254,429   

6.08%, 10/10/2025, 3 mo. USD LIBOR + 3.750%

     252,951  
  347,609   

10.08%, 10/09/2026, 1 mo. USD LIBOR + 7.750%

     341,526  
    

Ziggo Secured Finance Partnership

  
  725,000   

4.83%, 04/15/2025, 1 mo. USD LIBOR + 2.500%

     720,266  
       

 

 

 

          21,311,672  
       

 

 

 

    

Metal Fabricate/Hardware - 0.2%

  
    

Rexnord LLC

  
  1,005,869   

4.23%, 08/21/2024, 1 mo. USD LIBOR + 2.000%

     1,009,360  
       

 

 

 

    

Miscellaneous Manufacturing - 0.4%

  
    

Core & Main LP

  
  282,225   

5.24%, 08/01/2024, 6 mo. USD LIBOR + 2.750%

     281,872  
    

H.B. Fuller Co.

  
  465,688   

4.27%, 10/20/2024, 1 mo. USD LIBOR + 2.000%

     462,777  
    

USI, Inc.

  
  1,089,230   

5.33%, 05/16/2024, 3 mo. USD LIBOR + 3.000%

     1,073,121  
    

Wilsonart LLC

  
  498,728   

5.58%, 12/19/2023, 3 mo. USD LIBOR + 3.250%

     488,878  
       

 

 

 

          2,306,648  
       

 

 

 

    

Oil & Gas - 0.6%

  
    

Ascent Resources - Marcellus LLC

  
  45,000   

8.83%, 03/30/2023, 1 mo. USD LIBOR + 6.500%

     43,650  
    

BCP Raptor LLC

  
  269,500   

6.48%, 06/24/2024, 2 mo. USD LIBOR + 4.250%

     255,621  
  230,000   

6.98%, 11/03/2025, 1 mo. USD LIBOR + 4.750%

     213,325  
    

California Resources Corp.

  
  250,000   

6.99%, 12/31/2022, 1 mo. USD LIBOR + 4.750%

     237,875  
  470,000   

12.62%, 12/31/2021, 1 mo. USD LIBOR + 10.375%

     470,705  
    

NorthRiver Midstream Finance L.P.

  
  496,250   

5.57%, 10/01/2025, 1 mo. USD LIBOR + 3.250%

     496,429  
    

PES Holdings LLC

  
  80,255   

2.83%, 12/31/2022, 1 mo. USD LIBOR + 6.990%

     24,076  
    

PowerTeam Services, LLC

  
  910,634   

5.58%, 03/06/2025, 3 mo. USD LIBOR + 3.250%

     855,240  
    

Traverse Midstream Partners LLC

  
  387,075   

6.26%, 09/27/2024, 3 mo. USD LIBOR + 4.000%

     378,172  
    

Ultra Resources, Inc.

  
  898,525   

6.02%, 04/12/2024, 1 mo. USD LIBOR + 3.750%

     667,721  
       

 

 

 

          3,642,814  
       

 

 

 

    

Oil & Gas Services - 0.1%

  
    

Lower Cadence Holdings LLC

  
  360,000   

6.27%, 05/22/2026, 1 mo. USD LIBOR + 4.000%

     358,949  
       

 

 

 

    

Packaging & Containers - 1.2%

  
    

Berlin Packaging LLC

  
  1,081,761   

5.38%, 11/07/2025, 1 mo. USD LIBOR + 3.000%

     1,061,023  
    

Berry Global, Inc.

  
EUR   420,000   

2.50%, 07/01/2026, 3 mo. USD LIBOR + 2.500%

     465,084  


 

The Hartford Strategic Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   226,280   

4.38%, 01/06/2021, 3 mo. USD LIBOR + 2.000%

   $ 226,044  
  723,174   

4.63%, 10/01/2022, 1 mo. USD LIBOR + 2.250%

     722,682  
  1,000,000   

4.90%, 07/01/2026, 3 mo. USD LIBOR + 2.500%

     998,650  
    

Charter NEX US, Inc.

                                   
  125,000   

5.73%, 05/16/2024, 1 mo. USD LIBOR + 3.500%

     124,719  
    

Crown Americas LLC

  
  136,841   

4.37%, 04/03/2025, 1 Week USD LIBOR + 2.000%

     137,212  
    

Crown European Holdings S.A.

  
EUR   188,107   

2.38%, 04/03/2025, 1 mo. EURIBOR + 2.375%

     209,649  
    

Flex Acquisition Co., Inc.

  
$   703,879   

5.32%, 12/29/2023, 3 mo. USD LIBOR + 3.000%

     672,092  
  702,229   

5.57%, 06/29/2025, 1 mo. USD LIBOR + 3.250%

     671,724  
    

Pregis Corp.

  
  410,000   

0.00%, 07/23/2026, 1 mo. USD LIBOR + 4.000%(17)

     409,147  
    

Proampac PG Borrower LLC

  
  293,734   

5.90%, 11/18/2023, 1 mo. USD LIBOR + 3.500%

     287,002  
    

Reynolds Group Holdings, Inc.

  
  1,268,816   

4.98%, 02/05/2023, 1 mo. USD LIBOR + 2.750%

     1,267,953  
       

 

 

 

          7,252,981  
       

 

 

 

    

Pharmaceuticals - 0.6%

  
    

Bausch Health Co., Inc.

  
  735,450   

5.13%, 11/27/2025, 1 mo. USD LIBOR + 2.750%

     734,995  
    

Catalent Pharma Solutions, Inc.

  
  319,200   

4.48%, 05/18/2026, 1 mo. USD LIBOR + 2.250%

     320,598  
    

Endo Luxembourg Finance Co., S.a r.l.

  
  813,400   

6.50%, 04/29/2024, 1 mo. USD LIBOR + 4.250%

     740,706  
    

NVA Holdings, Inc.

  
  536,228   

4.98%, 02/02/2025, 3 mo. USD LIBOR + 2.750%

     535,670  
    

Valeant Pharmaceuticals International, Inc.

  
  1,079,209   

5.38%, 06/02/2025, 1 mo. USD LIBOR + 3.000%

     1,082,717  
       

 

 

 

          3,414,686  
       

 

 

 

    

Real Estate Investment Trusts - 0.2%

  
    

VICI Properties LLC

  
  1,381,591   

4.27%, 12/20/2024, 1 mo. USD LIBOR + 2.000%

     1,377,916  
       

 

 

 

    

Real Estate Investment Trusts - 0.2%

  
    

Iron Mountain, Inc.

  
  162,441   

3.98%, 01/02/2026, 3 mo. USD LIBOR + 1.750%

     159,802  
    

MGM Growth Properties Operating Partnership L.P.

  
  790,869   

4.23%, 03/21/2025, 1 mo. USD LIBOR + 2.000%

     790,703  
       

 

 

 

          950,505  
       

 

 

 

    

Retail - 1.9%

  
    

American Builders & Contractors Supply Co., Inc.

  
  498,724   

4.23%, 10/31/2023, 1 mo. USD LIBOR + 2.000%

     495,607  
    

B.C. Unlimited Liability Co.

  
  987,076   

4.48%, 02/16/2024, 1 mo. USD LIBOR + 2.250%

     986,829  
    

Bass Pro Group LLC

  
  849,813   

7.23%, 09/25/2024, 1 mo. USD LIBOR + 5.000%

     802,767  
    

Belron Finance U.S. LLC

  
  249,373   

5.04%, 11/13/2025, 1 mo. USD LIBOR + 2.500%

     250,309  
    

Carrols Restaurant Group, Inc.

  
  320,000   

5.50%, 04/30/2026, 1 mo. USD LIBOR + 3.250%

     320,800  
    

Coty, Inc.

  
EUR   237,104   

2.50%, 04/07/2025, 1 mo. EURIBOR + 2.500%

     250,287  
$   284,190   

4.61%, 04/07/2025, 1 mo. USD LIBOR + 2.250%

     274,007  
    

Harbor Freight Tools USA, Inc.

  
  559,909   

4.73%, 08/18/2023, 1 mo. USD LIBOR + 2.500%

     549,568  
    

J. Crew Group, Inc.

  
  496,722   

5.26%, 03/05/2021, 3 mo. USD LIBOR + 3.000%

     450,775  
    

Michaels Stores, Inc.

  
  1,003,258   

4.75%, 01/30/2023, 1 mo. USD LIBOR + 2.500%

     969,900  
    

Neiman Marcus Group Ltd. LLC

  
  481,115   

8.38%, 10/25/2023, 1 mo. USD LIBOR + 6.000%

     412,556  
    

Rodan & Fields LLC

  
  336,600   

6.33%, 06/16/2025, 1 mo. USD LIBOR + 4.000%

     311,076  


 

The Hartford Strategic Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Sage Borrow Co. LLC

  
$   465,000   

7.13%, 06/22/2026, 1 mo. USD LIBOR + 4.750%

   $ 466,744  
    

Staples, Inc.

  
  898,625   

7.33%, 04/16/2026, 3 mo. USD LIBOR + 5.000%

     875,602  
    

Sunshine Luxembourg S.a.r.l.

  
  2,175,000   

0.00%, 07/16/2026, 1 mo. USD LIBOR + 4.250%(17)

     2,182,069  
    

U.S. Foods, Inc.

  
  1,531,562   

4.23%, 06/27/2023, 1 mo. USD LIBOR + 2.000%

     1,528,820  
       

 

 

 

          11,127,716  
       

 

 

 

    

Semiconductors - 0.1%

  
    

Microchip Technology, Inc.

  
  281,697   

4.24%, 05/29/2025, 1 mo. USD LIBOR + 2.000%

     281,345  
    

ON Semiconductor Corp.

  
  221,154   

3.98%, 03/31/2023, 1 mo. USD LIBOR + 1.750%

     220,601  
       

 

 

 

          501,946  
       

 

 

 

    

Software - 1.8%

  
    

Almonde, Inc.

  
  616,141   

5.73%, 06/13/2024, 3 mo. USD LIBOR + 3.500%

     604,052  
    

Change Healthcare Holdings LLC

  
  769,777   

4.65%, 03/01/2024, 1 mo. USD LIBOR + 2.500%

     767,729  
    

Compuware Corp.

  
  104,475   

6.23%, 08/22/2025, 1 mo. USD LIBOR + 4.000%

     104,736  
    

Cypress Intermediate Holdings, Inc.

                                   
  623,509   

4.99%, 04/26/2024, 1 mo. USD LIBOR + 2.750%

     616,626  
    

Epicor Software Corp.

  
  781,895   

5.49%, 06/01/2022, 1 mo. USD LIBOR + 3.250%

     779,776  
    

EVO Payments International LLC

  
  819,082   

5.49%, 12/22/2023, 1 mo. USD LIBOR + 3.250%

     819,762  
    

Global Payments, Inc.

  
  234,600   

3.98%, 04/21/2023, 1 mo. USD LIBOR + 1.750%

     234,483  
    

Go Daddy Operating Co. LLC

  
  1,015,547   

4.23%, 02/15/2024, 1 mo. USD LIBOR + 2.000%

     1,018,401  
    

Hyland Software, Inc.

  
  132,308   

5.48%, 07/01/2024, 1 mo. USD LIBOR + 3.250%

     132,364  
  100,000   

9.23%, 07/07/2025, 1 mo. USD LIBOR + 7.000%

     100,250  
    

Infor U.S., Inc.

  
  1,009,298   

5.08%, 02/01/2022, 1 mo. USD LIBOR + 2.750%

     1,009,116  
    

MA FinanceCo. LLC

  
  126,534   

4.73%, 06/21/2024, 1 mo. USD LIBOR + 2.500%

     125,480  
    

McAfee, LLC

  
  129,673   

5.99%, 09/30/2024, 1 mo. USD LIBOR + 3.750%

     129,601  
    

Quest Software U.S. Holdings, Inc.

  
  387,075   

6.51%, 05/16/2025, 3 mo. USD LIBOR + 4.250%

     380,905  
    

Seattle Spinco, Inc.

  
  854,518   

4.73%, 06/21/2024, 1 mo. USD LIBOR + 2.500%

     847,400  
    

SS&C Technologies Holdings Europe S.a.r.l.

  
  509,247   

4.48%, 04/16/2025, 1 mo. USD LIBOR + 2.250%

     508,931  
    

SS&C Technologies, Inc.

  
  1,264,528   

4.48%, 04/16/2025, 1 mo. USD LIBOR + 2.250%

     1,263,888  
    

Ultimate Software Group, Inc.

  
  385,000   

6.08%, 05/04/2026, 1 mo. USD LIBOR + 3.750%

     387,826  
    

WEX, Inc.

  
  1,222,367   

4.48%, 05/15/2026, 1 mo. USD LIBOR + 2.250%

     1,223,027  
       

 

 

 

          11,054,353  
       

 

 

 

    

Telecommunications - 1.2%

  
    

Altice France S.A.

  
  1,152,823   

6.01%, 01/31/2026, 3 mo. USD LIBOR +3.688%

     1,139,853  
    

CenturyLink, Inc.

  
  846,967   

4.98%, 01/31/2025, 1 mo. USD LIBOR + 2.750%

     841,199  
    

Level 3 Financing, Inc.

  
  700,000   

4.48%, 02/22/2024, 1 mo. USD LIBOR + 2.250%

     700,294  
    

Masmovil Holdphone S.A.

  
EUR   95,378   

0.00%, 05/07/2026, 1 mo. USD LIBOR + 3.250%(17)(18)

     105,809  
  596,111   

0.00%, 05/07/2026, 1 mo. USD LIBOR + 3.250%(17)

     661,308  


 

The Hartford Strategic Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Sprint Communications, Inc.

  
$   1,315,006   

4.75%, 02/02/2024, 1 mo. USD LIBOR + 2.500%

   $ 1,311,390  
  771,125   

5.25%, 02/02/2024, 1 mo. USD LIBOR + 3.000%

     770,400  
    

Univision Communications, Inc.

  
  841,892   

4.98%, 03/15/2024, 1 mo. USD LIBOR + 2.750%

     823,345  
    

Zacapa LLC

  
  292,788   

7.33%, 07/02/2025, 1 mo. USD LIBOR + 5.000%

     293,885  
    

Zayo Group LLC

  
  707,410   

4.48%, 01/19/2024, 1 mo. USD LIBOR + 2.250%

     707,198  
       

 

 

 

          7,354,681  
       

 

 

 

    

Textiles - 0.2%

  
    

ASP Unifrax Holdings, Inc.

  
  847,870   

6.08%, 12/12/2025, 3 mo. USD LIBOR + 3.750%

     817,135  
  125,000   

10.93%, 12/14/2026, 3 mo. USD LIBOR + 8.500%

     118,906  
       

 

 

 

          936,041  
       

 

 

 

    

Transportation - 0.2%

                                   
    

B.C. Unlimited Liability Co.

  
  147,221   

6.33%, 04/06/2026, 1 mo. USD LIBOR + 4.000%

     148,040  
    

Dynasty Acquisition Co., Inc.

  
  273,831   

6.33%, 04/06/2026, 1 mo. USD LIBOR + 4.000%

     275,354  
    

Savage Enterprises LLC

  
  488,534   

6.88%, 08/01/2025, 1 mo. USD LIBOR + 4.500%

     489,603  
       

 

 

 

          912,997  
       

 

 

 

    

Total Senior Floating Rate Interests
(cost $158,251,045)

   $ 155,918,651  
       

 

 

 

U.S. Government Agencies - 8.0%

  
    

Mortgage-Backed Agencies - 8.0%

  
    

FHLMC - 1.9%

  
$   5,702   

0.00%, 11/15/2036(19)

   $ 5,211  
  4,455,385   

0.13%, 10/25/2020(3)(5)

     7,321  
  3,870,000   

2.23%, 05/25/2047(3)(5)

     490,595  
  2,605,748   

2.25%, 07/25/2029(3)(5)

     466,283  
  43,017   

3.00%, 03/15/2033(5)

     4,751  
  430,000   

3.82%, 05/25/2048(1)(3)

     412,183  
  105,188   

4.00%, 07/15/2027(5)

     8,186  
  79,670   

4.50%, 03/15/2041

     90,924  
  2,382,000   

4.62%, 04/25/2030, 1 mo. USD LIBOR + 2.350%(2)

     2,417,517  
  106,360   

4.75%, 07/15/2039

     116,915  
  2,345,000   

4.77%, 03/25/2030, 1 mo. USD LIBOR + 2.500%(2)

     2,399,003  
  10,768   

5.50%, 08/15/2033

     11,991  
  2,203,000   

5.72%, 10/25/2029, 1 mo. USD LIBOR + 3.450%(2)

     2,355,583  
  1,730,000   

6.17%, 04/25/2029, 1 mo. USD LIBOR + 3.900%(2)

     1,860,524  
  948,230   

6.27%, 08/25/2024, 1 mo. USD LIBOR + 4.000%(2)

     1,014,082  
  37,367   

6.50%, 07/15/2036

     41,906  
       

 

 

 

          11,702,975  
       

 

 

 

    

FNMA - 6.1%

  
$   50,168   

0.00%, 06/25/2036(19)

   $ 44,289  
  149,247   

1.82%, 04/25/2055(3)(5)

     8,543  
  5,000   

2.44%, 01/01/2023

     5,031  
  35,827   

2.50%, 06/25/2028(5)

     2,464  
  229,379   

3.00%, 01/25/2028

     16,068  
  35,500,000   

3.00%, 08/01/2049(20)

     35,802,998  
  29,223   

3.16%, 12/01/2026

     30,673  
  23,736   

3.24%, 12/01/2026

     25,028  
  9,275   

3.45%, 01/01/2024

     9,727  
  9,218   

3.47%, 01/01/2024

     9,727  
  71,386   

3.50%, 05/25/2030(5)

     7,618  
  22,979   

3.67%, 08/01/2023

     24,175  
  10,000   

3.76%, 03/01/2024

     10,637  
  14,879   

3.86%, 12/01/2025

     16,190  
  5,000   

3.86%, 11/01/2023

     5,329  
  22,756   

3.87%, 10/01/2025

     24,663  
  33,059   

3.89%, 05/01/2030

     36,304  


 

The Hartford Strategic Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   33,695   

3.93%, 10/01/2023

   $ 35,889  
  9,236   

3.96%, 05/01/2034

     10,343  
  9,540   

3.97%, 05/01/2029

     10,623  
  36,408   

4.00%, 03/25/2042(5)

     4,284  
  17,417   

4.06%, 10/01/2028

     19,292  
  27,683   

4.50%, 07/25/2027(5)

     2,328  
  13,748   

5.47%, 05/25/2042(3)(5)

     1,310  
  75,295   

5.50%, 04/25/2035

     85,393  
  27,291   

5.50%, 04/25/2037

     30,628  
  296,132   

5.50%, 06/25/2042(5)

     61,451  
       

 

 

 

          36,341,005  
       

 

 

 

    

GNMA - 0.0%

                                   
$   31,035   

4.00%, 05/16/2042(5)

   $ 4,477  
  79,977   

5.00%, 10/16/2041(5)

     13,008  
       

 

 

 

          17,485  
       

 

 

 

    

Total U.S. Government Agencies
(cost $47,659,361)

   $ 48,061,465  
       

 

 

 

U.S. Government Securities - 11.4%   
    

U.S. Treasury Bonds - 2.1%

  
$   920,000   

3.13%, 02/15/2043

   $ 1,025,836  
  3,250,000   

3.63%, 02/15/2044(21)

     3,924,883  
  4,220,000   

3.75%, 11/15/2043

     5,193,237  
  1,780,000   

6.25%, 05/15/2030(21)

     2,504,585  
       

 

 

 

          12,648,541  
       

 

 

 

    

U.S. Treasury Notes - 9.3%

  
  3,995,751   

0.88%, 01/15/2029(22)

     4,211,911  
  47,000,000   

1.63%, 05/15/2026(23)

     46,082,031  
  1,733,000   

2.13%, 05/15/2025(24)

     1,754,933  
  3,513,000   

2.25%, 02/15/2027(24)

     3,585,593  
       

 

 

 

          55,634,468  
       

 

 

 

    

Total U.S. Government Securities
(cost $67,446,885)

   $ 68,283,009  
       

 

 

 

Common Stocks - 0.1%   
    

Energy - 0.1%

  
  32,328   

Ascent Resources - Marcellus LLC Class A*(6)(7)

     84,053  
  83,644,001   

KCA Deutag*(6)(7)(25)

     350,803  
  713   

Paragon Offshore Ltd., Litigation*

     6,580  
  3,682   

Philadelphia Energy Solutions Class A*

     921  
  19,531   

Templar Energy LLC Class A*

     14,648  
       

 

 

 

    

Total Common Stocks
(cost $1,437,285)

   $ 457,005  
       

 

 

 

Escrows - 0.0%(26)

  
    

Energy-Alternate Sources - 0.0%

  
  2,648   

Paragon Offshore Ltd.*(6)(7)

      
  600,000   

TCEH Corp.*(6)(7)

     1  
       

 

 

 

    

Total Escrows
(cost $—)

   $ 1  
       

 

 

 

Preferred Stocks - 0.1%

  
    

Health Care Equipment & Services - 0.1%

  
  10,460   

Change Healthcare, Inc., 6.00%

     564,944  
       

 

 

 

    

Total Preferred Stocks
(cost $523,000)

   $ 564,944  
       

 

 

 

Warrants - 0.0%

  
    

Energy - 0.0%

  
  8,370   

Ascent Resources - Marcellus LLC Expires 3/30/23*(6)(7)

   $ 84  
       

 

 

 

    

Total Warrants
(cost $669)

   $ 84  
       

 

 

 


 

The Hartford Strategic Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Total Long-Term Investments
(cost $628,882,364)

   $ 626,303,951  
       

 

 

 

Short-Term Investments - 5.0%

  
    

Certificates of Deposit - 0.1%

                                   
    

Credit Agricole Corporate and Investment Bank

  
  730,000   

2.74%, 09/24/2020, 3 mo. USD LIBOR + 0.400%(2)(27)

   $ 731,228  
       

 

 

 

    

Commercial Paper - 2.9%

  
    

Bank of Nova Scotia

  
CAD   730,000   

1.60%, 08/09/2019(27)

     552,897  
  1,663,000   

2.10%, 08/16/2019(27)

     1,258,879  
    

CNPC Finance

  
$   1,000,000   

0.00%, 08/01/2019(27)

     1,000,000  
    

Electricite de France S.A

  
  700,000   

2.32%, 08/12/2019(27)

     699,467  
  500,000   

2.34%, 08/12/2019(27)

     499,615  
    

Enel Finance America

  
  1,000,000   

2.55%, 09/23/2019(27)

     996,246  
  1,000,000   

2.64%, 09/20/2019(27)

     996,320  
    

ENI Finance USA, Inc.

  
  2,000,000   

1.31%, 08/02/2019(27)

     1,999,857  
  500,000   

2.47%, 09/06/2019(27)

     498,750  
    

Industrial and Commercial Bank of China Ltd.

  
  500,000   

2.34%, 08/22/2019(27)

     499,297  
    

Intesa Funding LLC

  
  500,000   

2.59%, 08/09/2019(27)

     499,681  
  500,000   

2.64%, 10/24/2019(27)

     496,848  
  1,900,000   

2.67%, 09/23/2019(27)

     1,892,531  
    

Korea Development Bank

  
  250,000   

2.73%, 12/02/2019(27)

     248,057  
    

Royal Bank of Canada

  
CAD   3,000,000   

0.90%, 08/02/2019(27)

     2,272,960  
    

Sinopec Century Bright

  
$   750,000   

2.00%, 08/05/2019(27)

     749,794  
    

Toronto Dominion Bank

  
CAD   3,000,000   

1.54%, 08/07/2019(27)

     2,272,402  
       

 

 

 

          17,433,601  
       

 

 

 

    

Other Investment Pools & Funds - 1.5%

  
  8,868,881   

Fidelity Institutional Government Fund, Institutional Class, 2.20%(28)

     8,868,881  
       

 

 

 

    

Securities Lending Collateral - 0.5%

  
  157,680   

Citibank NA DDCA, 2.37%, 8/1/2019(28)

     157,680  
  1,788,619   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.23%(28)

     1,788,619  
  262,940   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.21%(28)

     262,940  
  250,400   

Invesco Government & Agency Portfolio, Institutional Class, 2.23%(28)

     250,400  
  638,052   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.25%(28)

     638,052  
  55,900   

Western Asset Institutional Government Class A Fund, Institutional Class, 2.19%(28)

     55,900  
       

 

 

 

          3,153,591  
       

 

 

 

    

Total Short-Term Investments
(cost $30,214,661)

   $ 30,187,301  
       

 

 

 


 

The Hartford Strategic Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

                                                   
    

Total Investments
(cost $659,097,025)

     109.3%      $ 656,491,252   
    

Other Assets and Liabilities

     (9.3)%        (55,904,503)  
       

 

 

    

 

 

 
    

Total Net Assets

     100.0%      $ 600,586,749   
       

 

 

    

 

 

 

 

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.

 

*

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 July 31, 2019, the aggregate value of these securities was $121,910,786, representing 20.3% of net assets.

(2)

Variable rate securities; the rate reported is the coupon rate in effect at July 31, 2019.

(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)

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 July 31, 2019, the aggregate fair value of these securities was $2,597,637, which represented 0.4% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

(7)

Investment valued using significant unobservable inputs.

(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 July 31, 2019, the aggregate value of these securities was $86,775,245, representing 14.4% of net assets.

(9)

Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

(10)

Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments for securities lending information.

(11)

Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at July 31, 2019. Rate will reset at a future date.

(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)

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 $2,296,486 at July 31, 2019.

(14)

Security is a zero-coupon bond.

(15)

Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

(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 rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of July 31, 2019.

(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 July 31, 2019, the aggregate value of the unfunded commitment was $163,915, which rounds to 0.0% of total net assets.

(19)

Securities disclosed are principal-only strips.

(20)

Represents or includes a TBA transaction.

(21)

This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.

(22)

The principal amount for this security is adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

(23)

This security, or a portion of this security, has been pledged as collateral in connection with centrally cleared swap contracts.

(24)

This security, or a portion of this security, has been pledged as collateral in connection with OTC swap contracts.


 

The Hartford Strategic Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

(25)

Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $350,803 or 0.1% of net assets.

 

              Period Acquired                  Security Name    Shares/Par Value      Base Total Cost          Base Market Value  
              03/2011    KCA Deutag      83,644,001      $ 1,133,544      $ 350,803  
(26)

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

(27)

The rate shown represents current yield to maturity.

(28)

Current yield as of period end.

Futures Contracts Outstanding at July 31, 2019

 

Description    Number
of
Contracts
     Expiration Date     

Current

Notional
Amount

     Value and
Unrealized
Appreciation/
    (Depreciation)    

Long position contracts:

           

U.S. Treasury 2-Year Note Future

     542        09/30/2019      $     116,208,187      $ (276,401

U.S. Treasury 5-Year Note Future

     848        09/30/2019        99,686,375        196,992  

U.S. Treasury 10-Year Note Future

     618        09/19/2019        78,746,719        45,903  

U.S. Treasury 10-Year Ultra Future

     126        09/19/2019        17,368,313        8,441  

U.S. Treasury Long Bond Future

     49        09/19/2019        7,624,094        75,202  

U.S. Treasury Ultra Bond Future

     4        09/19/2019        710,250        8,774  
           

 

 

 

Total

            $ 58,911  
           

 

 

 

Short position contracts:

           

Euro BUXL 30-Year Bond Future

     8        09/06/2019      $ 1,850,728      $ (65,232

Euro-BOBL Future

     46        09/06/2019        6,874,473        (30,722

Euro-Bund Future

     49        09/06/2019        9,496,326        (105,838

Euro-Schatz Future

     1        09/06/2019        124,344        (50

Long Gilt Future

     1        09/26/2019        161,534        (1,095
           

 

 

 

Total

            $ (202,937
           

 

 

 

           
           

 

 

 

Total futures contracts

            $ (144,026
           

 

 

 

OTC Credit Default Swap Contracts Outstanding at July 31, 2019

 

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        348,447        (0.09 %)     08/25/37        Monthly      $ 73,509      $     $ 8,269     $ (65,240

ABX.HE.AAA.07

     CSI        USD        995,115        (0.09 %)      08/25/37        Monthly        241,382              23,615       (217,767

ABX.HE.PENAAA.06

     JPM        USD        236,025        (0.11 %)      05/25/46        Monthly        25,512              14,155       (11,357

ABX.HE.PENAAA.06

     CSI        USD        370,833        (0.11 %)      05/25/46        Monthly        40,175              22,241       (17,934

PrimeX.ARM.2(7)

     MSC        USD        116,066        (4.58 %)      12/25/37        Monthly               (232     (140     92  
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total

                    $ 380,578      $ (232   $ 68,140     $ (312,206
                   

 

 

    

 

 

   

 

 

   

 

 

 

Sell protection:

 

ABX.HE.AAA.07

     MSC        USD        348,447        0.09     08/25/37        Monthly      $ 3,297      $     $ (8,269   $ (11,566

ABX.HE.AAA.07

     MSC        USD        995,115        0.09     08/25/37        Monthly        9,473              (23,615     (33,088

ABX.HE.PENAAA.06

     BCLY        USD        606,859        0.11     05/25/46        Monthly               (15,893     (36,396     (20,503

CMBX.NA.AAA.10

     GSC        USD        662,000        0.50     11/17/59        Monthly               (390     3,198       3,588  

CMBX.NA.AAA.12

     GSC        USD        2,550,000        0.50     08/17/61        Monthly               (20,067     (16,016     4,051  

CMBX.NA.AAA.6

     MSC        USD        1,907,088        0.50     05/11/63        Monthly        16,463              16,143       (320

CMBX.NA.BB.6

     CSI        USD        970,000        5.00     05/11/63        Monthly               (193,808     (181,980     11,828  

CMBX.NA.BB.6

     DEUT        USD        8,627,304        0.50     05/11/63        Monthly        70,404              78,540       8,136  

CMBX.NA.BB.6

     CSI        USD        555,000        5.00     05/11/63        Monthly               (107,024     (104,123     2,901  

CMBX.NA.BB.6

     CSI        USD        85,000        5.00     05/11/63        Monthly               (15,938     (16,277     (339

CMBX.NA.BB.6

     CSI        USD        51,000        5.00     05/11/63        Monthly               (8,913     (9,766     (853


 

The Hartford Strategic Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

CMBX.NA.BB.6

     JPM        USD        65,000        5.00     05/11/63        Monthly      $      $ (9,172   $ (12,323   $ (3,151

CMBX.NA.BB.6

     CSI        USD        130,000        5.00     05/11/63        Monthly               (18,343     (24,389     (6,046

CMBX.NA.BB.6

     GSC        USD        82,000        5.00     05/11/63        Monthly               (9,042     (15,703     (6,661

CMBX.NA.BB.6

     CSI        USD        730,000        5.00     05/11/63        Monthly               (127,576     (139,793     (12,217

CMBX.NA.BB.6

     CSI        USD        730,000        5.00     05/11/63        Monthly               (127,576     (139,793     (12,217

CMBX.NA.BB.6

     CSI        USD        730,000        5.00     05/11/63        Monthly               (127,576     (139,793     (12,217

CMBX.NA.BB.6

     CSI        USD        830,000        5.00     05/11/63        Monthly               (145,053     (158,523     (13,470

CMBX.NA.BB.6

     GSC        USD        1,155,000        5.00     05/11/63        Monthly               (202,411     (221,179     (18,768

CMBX.NA.BB.6

     MSC        USD        1,491,000        5.00     05/11/63        Monthly               (260,586     (282,653     (22,067

CMBX.NA.BB.6

     GSC        USD        550,000        5.00     05/11/63        Monthly               (57,151     (105,323     (48,172

CMBX.NA.BB.8

     CSI        USD        1,470,000        5.00     10/17/57        Monthly               (388,186     (203,805     184,381  

CMBX.NA.BB.8

     CSI        USD        1,325,000        5.00     10/17/57        Monthly               (349,896     (184,157     165,739  

CMBX.NA.BB.8

     MSC        USD        1,006,000        5.00     10/17/57        Monthly               (265,675     (138,351     127,324  

CMBX.NA.BB.8

     GSC        USD        580,000        5.00     10/17/57        Monthly               (166,524     (80,752     85,772  

CMBX.NA.BB.8

     GSC        USD        462,000        5.00     10/17/57        Monthly               (109,239     (62,527     46,712  

CMBX.NA.BB.8

     DEUT        USD        365,000        5.00     10/17/57        Monthly               (86,686     (49,399     37,287  

CMBX.NA.BB.8

     CSI        USD        34,000        5.00     10/17/57        Monthly               (8,979     (4,734     4,245  

CMBX.NA.BBB-.6

     DEUT        USD        3,475,000        3.00     05/11/63        Monthly               (540,891     (316,583     224,308  

CMBX.NA.BBB-.6

     MSC        USD        1,875,000        3.00     05/11/63        Monthly               (297,426     (170,818     126,608  

CMBX.NA.BBB-.6

     DEUT        USD        1,924,000        3.00     05/11/63        Monthly               (298,821     (175,282     123,539  

CMBX.NA.BBB-.6

     CSI        USD        2,370,000        3.00     05/11/63        Monthly               (321,754     (221,444     100,310  

CMBX.NA.BBB-.6

     DEUT        USD        888,000        3.00     05/11/63        Monthly               (121,768     (82,972     38,796  

CMBX.NA.BBB-.6

     MSC        USD        1,445,000        3.00     05/11/63        Monthly               (208,265     (135,016     73,249  

CMBX.NA.BBB-.6

     DEUT        USD        1,205,000        3.00     05/11/63        Monthly               (175,512     (112,591     62,921  

CMBX.NA.BBB-.6

     CSI        USD        850,000        3.00     05/11/63        Monthly               (119,804     (79,421     40,383  

PrimeX.ARM.2 (7)

     JPM        USD        113,114        4.58     12/25/37        Monthly        4,380              138       (4,242
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total

                    $ 104,017      $ (4,905,945   $ (3,555,747   $       1,246,181  
                   

 

 

    

 

 

   

 

 

   

 

 

 
                          
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total traded indices

 

                                                                                  $  484,595      $  (4,906,177   $ (3,487,607   $ 933,975  
                   

 

 

    

 

 

   

 

 

   

 

 

 

 

(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 July 31, 2019

 

      Reference Entity   

Notional

Amount (a)

     (Pay)/Receive
Fixed Rate
  Expiration
Date
   Periodic
Payment
Frequency
     Cost Basis     Value †     Unrealized
Appreciation/
(Depreciation)
 

Credit default swaps on indices:

 

Buy protection:

 

CDX-EM.31.V1

   USD      956,000        (1.00 %)      06/20/24        Quarterly      $ 26,293     $ 23,682     $ (2,611

CDX.NA.HY.32.V2

   USD      3,497,670        (5.00 %)      06/20/24        Quarterly        (239,209     (287,268     (48,059

CDX.NA.IG.32.V1

   USD      43,267,000        (1.00 %)      06/20/24        Quarterly        (753,578     (989,772     (236,194
                

 

 

   

 

 

   

 

 

 

Total

                 $ (966,494   $ (1,253,358   $ (286,864
                

 

 

   

 

 

   

 

 

 

Credit default swaps on indices:

 

Sell protection:

 

CDX.EM.31.V1

   USD      8,330,000        (1.00 %)      06/20/24        Quarterly      $ (219,329   $ (206,317   $ 13,012  
                

 

 

   

 

 

   

 

 

 

Credit default swaps on single-name issues:

 

Sell protection:

                    

Republic of Brazil

   USD      1,050,000        (1.00 %)      06/20/24        Quarterly      $ 22,421     $ (12,164   $ (34,585

Republic of South Africa

   USD      1,060,000        (1.00 %)      06/20/24        Quarterly        (29,356     (34,046     (4,690

Republic of Turkey

   USD      1,160,000        (1.00 %)      06/20/24        Quarterly        (132,486     (126,315     6,171  
                

 

 

   

 

 

   

 

 

 

Total single-name issues

 

        $ (139,421   $ (172,525   $ (33,104
                

 

 

   

 

 

   

 

 

 
                    
                

 

 

   

 

 

   

 

 

 

Total

                 $ (1,325,244   ($ 1,632,200   $ (306,956
                

 

 

   

 

 

   

 

 

 

 

(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 Hartford Strategic Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at July 31, 2019

 

             Payments                           Periodic      Upfront   Upfront       Unrealized
Payments made by            received by                  Expiration        Payment      Premiums   Premiums       Appreciation/
Fund            Fund     Notional Amount      Date      Frequency      Paid   Received   Value †   (Depreciation)

3 Mo. USD LIBOR

   2.36% Fixed      USD            6,460,000        04/09/24        Semi-Annual      $     $     $ (188,970   $ (188,970

3 Mo. USD LIBOR

   2.36% Fixed      USD        6,720,000        04/09/24        Semi-Annual                    (197,706     (197,706

3 Mo. USD LIBOR

   2.36% Fixed      USD        6,900,000        04/09/24        Semi-Annual                    (202,173     (202,173

3 Mo. USD LIBOR

   2.36% Fixed      USD        9,205,000        04/09/24        Semi-Annual                    (268,825     (268,825

3 Mo. USD LIBOR

   1.86% Fixed      USD        9,085,000        06/21/24        Semi-Annual                    (2,290     (2,290

3 Mo. USD LIBOR

   2.75% Fixed      USD        4,640,000        12/20/47        Semi-Annual              (98,582     (572,854     (474,272

3 Mo. USD LIBOR

   2.26% Fixed      USD        2,755,000        06/21/49        Semi-Annual                    —                       —       (42,667     (42,667
                 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

                  $     $ (98,582   $ (1,475,485   $ (1,376,903
                

  

    

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

OTC Total Return Swap Contracts Outstanding at July 31, 2019

 

                Payments                                  
                received           Periodic     Upfront     Upfront         Unrealized
    Counter-     Notional     (paid) by the     Expiration     Payment     Premiums     Premiums     Market   Appreciation/
Reference Entity   party     Amount     Fund     Date     Frequency     Paid     Received     Value †   (Depreciation)
IBOXX USD Liquid Investment Grade Index     MSC       USD    11,825,000       1.00     12/20/19       Quarterly     $             —       $               —     $     199,664     $ 199,664  
           

  

   

 

 

   

 

 

   

 

 

 

 

 

 

 

Foreign Currency Contracts Outstanding at July 31, 2019

Amount and Description    Amount and Description                        
of Currency to be    of Currency to be         Settlement              
Purchased    Sold    Counterparty    Date        Appreciation          Depreciation  
  810,000      AUD      568,057      USD    CBK    08/06/19    $      $ (14,006
  1,904,000      AUD      1,334,306      USD    BCLY    08/06/19             (31,946
  215,000      AUD      148,777      USD    RBS    09/18/19             (1,499
  310,000      CAD      237,970      USD    ANZ    08/06/19             (3,058
  1,232,000      CAD      940,092      USD    BOA    08/06/19             (6,508
  990,000      CAD      757,065      USD    CBK    08/06/19             (6,863
  2,000,000      CAD      1,530,781      USD    BNP    08/08/19             (15,159
  1,365,000      CAD      1,047,966      USD    CBK    08/14/19             (13,418
  850,000      CAD      652,562      USD    BNP    08/19/19             (8,267
  200,000      CAD      153,564      USD    BNP    08/26/19             (1,941
  205,000      CAD      156,023      USD    SSG    09/18/19             (550
  155,200,000      CLP      223,331      USD    BNP    09/23/19             (2,814
  12,525,000      CNH      1,805,153      USD    BCLY    09/18/19      7,152        —   
  964,000      CNH      140,179      USD    HSBC    09/18/19             (692
  157,700,000      COP      48,087      USD    BNP    09/18/19             (168
  572,000,000      COP      174,787      USD    MSC    09/18/19             (981
  5,060,000      CZK      224,230      USD    BCLY    09/18/19             (6,153
  363,000      DKK      55,516      USD    SSG    08/06/19             (1,678
  969,000      DKK      148,003      USD    BOA    08/06/19             (4,286
  1,167,000      DKK      178,568      USD    UBS    08/06/19             (5,485
  18,400,000      EGP      1,042,718      USD    GSC    09/18/19      55,385        (265
  10,970,000      EGP      625,784      USD    GSC    12/18/19      12,320        —   
  1,949,062      EUR      1,949,062      GBP    BCLY    08/30/19      43,790        —   
  435,000      EUR      490,659      USD    HSBC    08/01/19             (9,076
  74,000      EUR      84,571      USD    MSC    08/06/19             (2,614
  87,000      EUR      99,247      USD    BNP    08/06/19             (2,892
  13,393,000      EUR      15,272,069      USD    BCLY    08/06/19             (438,895
  15,655,000      EUR      17,860,284      USD    UBS    08/06/19             (521,873
  485,000      EUR      547,127      USD    BCLY    08/16/19             (9,514
  118,000      EUR      134,070      USD    CBA    09/18/19             (2,922
  622,000      EUR      696,086      USD    BNP    09/18/19             (4,782
  1,168,000      EUR      1,307,331      USD    GSC    09/18/19             (9,191
  1,205,000      EUR      1,358,282      USD    JPM    09/18/19             (19,020
  1,595,000      EUR      1,796,952      USD    BCLY    09/18/19             (24,236
  150,000      EUR      170,051      USD    BMO    10/11/19    $      $ (3,020
  41,000      GBP      41,000      EUR    UBS    08/30/19             (63
  709,000      GBP      902,987      USD    BCLY    08/06/19             (40,530


 

The Hartford Strategic Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

      1,853,000      GBP      2,357,568      USD           HSBC              08/06/19                (103,500
  12,500,000      HUF      44,035      USD    CBK    09/18/19             (1,480
  51,200,000      HUF      181,899      USD    GSC    09/18/19             (7,595
  452,200,000      JPY      4,183,980      USD    BMO    08/05/19             (25,880
  11,700,000      JPY      108,812      USD    UBS    08/06/19             (1,219
  63,495,000      JPY      591,094      USD    CBK    08/06/19             (7,199
  955,099,000      JPY        8,892,105      USD    MSC    08/06/19             (109,092
    416,550,000      JPY      3,864,652      USD    BCLY    08/13/19             (32,004
  12,052,000      MXN      624,257      USD    GSC    08/06/19                     4,004                            —   
  1,276,000      MXN      66,177      USD    CBK    08/06/19      339        —   
  1,133,000      MYR      274,201      USD    MSC    08/06/19      340        —   
  335,000      MYR      81,055      USD    BCLY    08/06/19      120        —   
  2,429,000      NOK      285,029      USD    BOA    08/06/19             (10,724
  235,000      NZD      155,810      USD    SSG    09/18/19             (1,350
  893,000      PEN      266,854      USD    BNP    09/18/19      2,855        —   
  3,840,000      PHP      73,603      USD    SCB    09/18/19      1,725        —   
  790,000      PHP      15,119      USD    BCLY    09/18/19      378        —   
  449,000      PLN      120,085      USD    JPM    08/06/19             (4,225
  2,339,000      PLN      627,542      USD    SSG    08/06/19             (23,990
  140,000      PLN      37,183      USD    CBK    09/18/19             (1,019
  700,000      PLN      186,662      USD    BCLY    09/18/19             (5,839
  764,000      SEK      82,548      USD    JPM    08/06/19             (3,433
  2,390,000      SEK      258,390      USD    BOA    08/06/19             (10,898
  110,000      SGD      81,283      USD    HSBC    08/06/19             (1,226
  370,000      SGD      273,630      USD    RBS    08/06/19             (4,348
  1,900,918      USD      2,714,000      AUD    MSC    08/06/19      44,507        —   
  2,570,733      USD      3,710,000      AUD    BNP    09/18/19      29,332        —   
  143,464      USD      205,000      AUD    NAB    09/18/19      3,037        —   
  83,165      USD      120,000      AUD    BOA    09/18/19      963        —   
  133,082      USD      185,000      AUD    RBS    09/26/19      6,326        —   
  113,063      USD      430,000      BRL    HSBC    09/04/19      666        —   
  141,184      USD      564,000      BRL    MSC    09/04/19             (6,238
  2,289,742      USD      3,000,000      CAD    BOA    08/02/19      16,582        —   
  1,698,039      USD      2,222,000      CAD    CBK    08/06/19      14,254        —   
  231,495      USD      310,000      CAD    SCB    08/06/19             (3,417
  2,289,921      USD      3,000,000      CAD    BOA    08/07/19      16,539        —   
  1,527,056      USD      2,000,000      CAD    BOA    08/08/19      11,434        —   
  557,230      USD      730,000      CAD    BOA    08/09/19      4,016        —   
  1,041,400      USD      1,365,000      CAD    UBS    08/14/19      6,852        —   
  1,831,048      USD      2,400,000      CAD    UBS    08/15/19      12,021        —   
  1,909,029      USD      2,500,000      CAD    BOA    08/16/19      14,168        —   
  1,259,318      USD      1,663,000      CAD    DEUT    08/16/19             (1,144
  643,150      USD      850,000      CAD    UBS    08/19/19             (1,146
  149,621      USD      200,000      CAD    JPM    08/26/19             (2,002
  762,311      USD      1,000,000      CAD    BOA    09/10/19      4,005        —   
  67,866      USD      90,000      CAD    BMO    09/10/19             (381
  247,035      USD      330,000      CAD    DEUT    09/10/19             (3,206
  288,005      USD      375,000      CAD    MSC    09/18/19      3,603        —   
  137,307      USD      180,000      CAD    SSG    09/18/19      794        —   
  76,514      USD      100,000      CAD    GSC    09/18/19      673        —   
  2,582,348      USD      3,435,000      CAD    RBC    09/18/19             (22,779
  681,347      USD      905,000      CAD    GSC    10/01/19             (5,159
  538,718      USD      710,000      CAD    SSG    10/15/19      21        —   
  761,426      USD      1,000,000      CAD    RBS    11/01/19      2,517        —   
  149,553      USD      200,000      CAD    UBS    11/01/19             (2,228
  742,890      USD      970,000      CAD    NAB    12/03/19      6,423        —   
  232,286      USD      305,000      CAD    MSC    03/09/20      478        —   
  483,856      USD      635,000      CAD    MSC    05/22/20      1,013        —   
  1,609,899      USD      2,105,000      CAD    BNP    06/01/20      9,191        —   
  375,290      USD      500,000      CAD    UBS    06/01/20             (4,926
  1,052,748      USD      980,000      CHF    BNP    10/13/20      28,724        —   
  535,931      USD      500,000      CHF    HSBC    10/13/20      13,470        —   
  75,136      USD      52,300,000      CLP    MSC    09/23/19      825        —   
  77,385      USD          250,800,000      COP    MSC    09/18/19    $ 1,178      $ —   
  72,594      USD      1,670,000      CZK    CBK    09/18/19      620        —   
  381,067      USD      2,499,000      DKK    BOA    08/06/19      10,428        —   


 

The Hartford Strategic Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

      92,427      USD      1,550,000      EGP              GSC                  09/18/19                 (54
  500,417      USD      435,000      EUR      GSC        08/01/19        18,833                                —  
  33,238,615      USD      29,209,000      EUR      DEUT        08/06/19                    888,718         
  563,914      USD      485,000      EUR      BNP        08/16/19        26,301         
       26,866,877      USD      24,054,389      EUR      GSC        08/30/19        170,824         
  11,751,000      USD      10,528,026      EUR      BCLY        08/30/19        66,782         
  27,000      USD      24,198      EUR      CIBC        08/30/19        145         
  1,184,443      USD      1,050,000      EUR      BOA        09/03/19        18,852         
  18,487,429      USD      16,204,000      EUR      BNP        09/18/19        477,965         
  3,517,172      USD      3,111,000      EUR      SSG        09/18/19        59,541         
  992,209      USD      877,000      EUR      GSC        09/18/19        17,494         
  830,233      USD      733,000      EUR      JPM        09/18/19        15,561         
  1,054,568      USD      936,000      EUR      SCB        09/18/19        14,278         
  232,885      USD      205,000      EUR      MSC        09/18/19        5,044         
  168,184      USD      147,000      EUR      BCLY        09/18/19        4,805         
  118,406      USD      106,000      EUR      UBS        09/18/19        595         
  172,039      USD      150,000      EUR      SSG        10/11/19        5,008         
  1,217,251      USD      1,085,000      EUR      SSG        10/15/19        8,644         
  1,235,844      USD      1,085,000      EUR      JPM        10/30/19        25,678         
  159,226      USD      140,000      EUR      JPM        12/02/19        2,655         
  3,245,360      USD      2,562,000      GBP      BOA        08/06/19        128,834         
  1,253,719      USD      1,004,000      GBP      JPM        08/30/19        30,847         
  4,373,425      USD      3,428,000      GBP      GSC        09/18/19        194,484         
  489,469      USD      391,000      GBP      BOA        09/18/19        12,816         
  69,205      USD      20,300,000      HUF      GSC        09/18/19        97         
  4,140,021      USD      452,200,000      JPY      JPM        08/05/19               (18,080
  9,538,876      USD      1,030,294,000      JPY      BNP        08/06/19        64,376         
  2,872,700      USD      310,000,000      JPY      CBK        08/13/19        20,411         
  4,903,243      USD      534,400,000      JPY      JPM        08/13/19               (13,735
  4,397,262      USD      479,050,000      JPY      JPM        08/19/19               (12,536
  2,343,133      USD      255,050,000      JPY      JPM        08/26/19               (5,979
  2,731,030      USD      296,000,000      JPY      JPM        09/03/19        3,258         
  4,642,026      USD      500,000,000      JPY      SCB        09/09/19        32,163         
  4,498,437      USD      484,600,000      JPY      JPM        09/18/19        27,445         
  268,483      USD      28,900,000      JPY      UBS        09/18/19        1,847         
  4,648,642      USD      500,000,000      JPY      SSG        09/30/19        31,279         
  1,153,147      USD      123,200,000      JPY      JPM        10/21/19        13,525         
  6,223,111      USD      671,450,000      JPY      JPM        10/28/19        8,612         
  692,262      USD      13,328,000      MXN      CBK        08/06/19               (2,516
  18,714      USD      360,000      MXN      GSC        09/18/19        81         
  257,790      USD      5,015,000      MXN      CBK        09/18/19               (1,776
  355,376      USD      1,468,000      MYR      MSC        08/06/19               (340
  284,844      USD      2,429,000      NOK      BCLY        08/06/19        10,539         
  92,091      USD      140,000      NZD      CBK        09/18/19        72         
  354,807      USD      540,000      NZD      GSC        09/18/19               (123
  93,684      USD      310,000      PEN      HSBC        09/18/19        56         
  31,289      USD      1,600,000      PHP      GSC        09/18/19               (97
  746,146      USD      2,788,000      PLN      CBK        08/06/19        26,736         
  70,279      USD      270,000      PLN      DEUT        09/18/19        533         
  340,360      USD      3,154,000      SEK      BCLY        08/06/19        13,753         
  354,841      USD      480,000      SGD      UBS        08/06/19        5,502         
  158,868      USD      2,253,000      ZAR      UBS        08/06/19        1,957         
  378,000      ZAR      26,563      USD      BCLY        08/06/19               (237
  1,875,000      ZAR      132,410      USD      UBS        08/06/19               (1,825
          Total                                           $ 2,850,014      $ (1,679,310

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

 

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

ANZ

   Australia and New Zealand Banking Group   

BCLY

   Barclays   

BMO

   Bank of Montreal   

BNP

   BNP Paribas Securities Services   


 

The Hartford Strategic Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

                                               

BOA

   Banc of America Securities LLC   

CBA

   Commonwealth Bank of Australia   

CBK

   Citibank NA   

CIB

   Credit Agricole   

CIBC

   Canadian Imperial Bank of Commerce   

CSI

   Credit Suisse International   

DEUT

   Deutsche Bank Securities, Inc.   

GSC

   Goldman Sachs & Co.   

HSBC

   HSBC Bank USA   

JPM

   JP Morgan Chase & Co.   

MSC

   Morgan Stanley   

NAB

   National Australia Bank Limited   

RBC

   RBC Dominion Securities, Inc.   

RBS

   RBS Greenwich Capital   

SCB

   Standard Chartered Bank   

SSG

   State Street Global Markets LLC   

UBS

   UBS AG   
Currency Abbreviations:           

ARS

   Argentine Peso   

AUD

   Australian Dollar   

BRL

   Brazilian Real   

CAD

   Canadian Dollar   

CHF

   Swiss Franc   

CLP

   Chilean Peso   

CNH

   Chinese Renminbi   

COP

   Colombian Peso   

CZK

   Czech Koruna   

DKK

   Danish Krone   

EGP

   Egyptian Pound   

EUR

   Euro   

GBP

   British Pound   

HUF

   Hungarian Forint   

IDR

   Indonesian Rupiah   

INR

   Indian Rupee   

JPY

   Japanese Yen   

MXN

   Mexican Peso   

MYR

   Malaysian Ringgit   

NOK

   Norwegian Krone   

NZD

   New Zealand Dollar   

PEN

   Peruvian Sol   

PHP

   Philippine Peso   

PLN

   Polish Zloty   

RUB

   Russian Ruble   

SEK

   Swedish Krona   

SGD

   Singapore Dollar   

THB

   Thai Baht   

TRY

   Turkish Lira   

USD

   United States Dollar   

ZAR

   South African Rand   
Index Abbreviations:           

ABX.HE

   Markit Asset Backed Security Home Equity   

ABX.HE.PEN

   Markit Asset Backed Security Home Equity Penultimate   

CDX.EM

   Credit Derivatives Emerging Markets   

CDX.NA.HY

   Credit Derivatives North American High Yield   

CDX.NA.IG

   Credit Derivatives North American Investment Grade   

CMBX.NA

   Markit Commercial Mortgage Backed North American   

CMT

   Constant Maturity Treasury Index   

ICE

   Intercontinental Exchange, Inc.   

PrimeX.ARM

   Markit PrimeX Adjustable Rate Mortgage Backed Security
   Markit iBoxx Indices - Euro, Sterling, Asian, US Dollar and European High-Yield

iBoxx

   Bond Markets   
Other Abbreviations:           

CJSC

   Closed Joint Stock Company   


 

The Hartford Strategic Income Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

CLO

   Collateralized Loan Obligation   

CMO

   Collateralized Mortgage Obligation                                             

DDCA

   Dollars on Deposit in Custody Account   

EM

   Emerging Markets   

EURIBOR

   Euro Interbank Offered Rate   

FHLMC

   Federal Home Loan Mortgage Corp.   

FNMA

   Federal National Mortgage Association   

GNMA

   Government National Mortgage Association   

GUKG5

   UK Government Bonds 5 Year Note Generic Bid Yield   

JSC

   Joint Stock Company   

LIBOR

   London Interbank Offered Rate   

OTC

   Over-the-Counter   

PAC

   Planned Amortization Class   

PJSC

   Private Joint Stock Company   

PT

   Perseroan Terbatas   

SOFR

   Secured Overnight Financing Rate   

TBA

   To Be Announced   
Municipal Abbreviations:           

Auth

   Authority   

GO

   General Obligation   


 

The Hartford Strategic Income Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2019 in valuing the Fund’s investments.

 

Description    Total      Level 1      Level 2      Level  3(1)  

Assets

                 

Asset & Commercial Mortgage Backed Securities

   $ 68,941,508       $ —       $ 66,778,812       $ 2,162,696   

Corporate Bonds

     137,737,999         —         137,737,999         —   

Foreign Government Obligations

     142,080,076         —         142,080,076         —   

Municipal Bonds

     4,259,209         —         4,259,209         —   

Senior Floating Rate Interests

     155,918,651         —         155,918,651         —   

U.S. Government Agencies

     48,061,465         —         48,061,465         —   

U.S. Government Securities

     68,283,009         —         68,283,009         —   

Common Stocks

                             

Energy

     457,005         —         22,149         434,856   

Escrows

            —         —          

Preferred Stocks

     564,944         564,944         —         —   

Warrants

     84         —         —         84   

Short-Term Investments

     30,187,301         12,022,472         18,164,829         —   

Foreign Currency Contracts(2)

     2,850,014         —         2,850,014         —   

Futures Contracts(2)

     335,312         335,312         —         —   

Swaps - Credit Default(2)

     1,491,353         —         1,491,261         92   

Swaps - Total Return(2)

     199,664         —         199,664         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $       661,367,595       $         12,922,728       $       645,847,138       $       2,597,729   
  

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities

           

Foreign Currency Contracts(2)

   $ (1,679,310)      $ —       $ (1,679,310)      $ —   

Futures Contracts(2)

     (479,338)        (479,338)        —         —   

Swaps - Credit Default(2)

     (864,334)        —         (860,092)        (4,242)  

Swaps - Interest Rate(2)

     (1,376,903)        —         (1,376,903)        —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (4,399,885)      $ (479,338)      $ (3,916,305)      $ (4,242)  
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended July 31, 2019, there were no transfers in and out of Level 3.

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

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended July 31, 2019 is not presented.


 

The Hartford Total Return Bond Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Shares or Principal Amount    Market Value

Asset & Commercial Mortgage Backed Securities - 26.8%

  
    

Asset-Backed - Automobile - 0.4%

                                   
    

CIG Automobile Receivables Trust

  
$   388,502   

2.71%, 05/15/2023(1)

   $ 388,674  
    

Credit Acceptance Auto Loan Trust

  
  2,435,000   

2.65%, 06/15/2026(1)

     2,435,689  
    

Skopos Auto Receivables Trust

  
  895,019   

3.19%, 09/15/2021(1)

     895,380  
    

Westlake Automobile Receivables Trust

  
  4,310,000   

3.28%, 12/15/2022(1)

     4,341,545  
       

 

 

 

          8,061,288  
       

 

 

 

    

Asset-Backed - Finance & Insurance - 10.2%

  
    

AIMCO CLO Ltd.

  
  1,540,000   

3.15%, 01/15/2028, 3 mo. USD LIBOR + 0.850%(1)(2)

     1,534,026  
    

Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates

  
  33,730   

5.82%, 11/25/2035(3)

     33,522  
    

Anchorage Capital CLO Ltd.

  
  6,130,000   

3.26%, 07/28/2028, 3 mo. USD LIBOR + 1.000%(1)(2)

     6,111,040  
    

Apex Credit CLO Ltd.

  
  3,970,000   

3.75%, 04/24/2029, 3 mo. USD LIBOR + 1.470%(1)(2)

     3,968,984  
    

Apidos CLO

  
  278,029   

3.28%, 01/19/2025, 3 mo. USD LIBOR + 0.980%(1)(2)

     277,982  
    

Atrium

  
  6,225,000   

3.11%, 04/22/2027, 3 mo. USD LIBOR + 0.830%(1)(2)

     6,212,226  
    

Avery Point CLO Ltd.

  
  2,373,667   

3.38%, 04/25/2026, 3 mo. USD LIBOR + 1.100%(1)(2)

     2,373,339  
  982,523   

3.42%, 01/18/2025, 3 mo. USD LIBOR + 1.120%(1)(2)

     983,848  
    

Babson CLO Ltd.

  
  529,750   

3.43%, 07/20/2025, 3 mo. USD LIBOR + 1.150%(1)(2)

     529,845  
    

Bayview Koitere Fund Trust

  
  5,234,279   

3.50%, 07/28/2057(1)(4)

     5,312,479  
    

Bayview Opportunity Master Fund Trust

  
  2,206,660   

3.50%, 01/28/2055(1)(4)

     2,232,794  
  2,627,789   

3.50%, 06/28/2057(1)(4)

     2,660,850  
  5,034,895   

3.50%, 10/28/2057(1)(4)

     5,114,307  
  3,475,924   

3.50%, 01/28/2058(1)(4)

     3,542,227  
  1,948,842   

4.00%, 11/28/2053(1)(4)

     1,996,463  
  3,834,380   

4.00%, 10/28/2064(1)(4)

     3,928,858  
    

Bellemeade Re Ltd.

  
  3,268,825   

3.22%, 08/25/2028, 1 mo. USD LIBOR + 0.950%(1)(2)

     3,271,483  
  1,695,000   

3.49%, 07/25/2029, 1 mo. USD LIBOR + 1.100%(1)(2)

     1,695,276  
    

Benefit Street Partners CLO Ltd.

  
  127,500   

3.10%, 10/18/2029, 3 mo. USD LIBOR + 0.800%(1)(2)

     127,436  
    

BlueMountain CLO Ltd.

  
  6,210,000   

3.23%, 07/18/2027, 3 mo. USD LIBOR + 0.930%(1)(2)

     6,180,248  
    

Cal Funding Ltd.

  
  300,625   

3.47%, 10/25/2027(1)

     301,779  
    

Carlyle Global Market Strategies CLO Ltd.

  
  4,502,278   

3.04%, 04/27/2027, 1 mo. USD LIBOR + 0.780%(1)(2)

     4,496,137  
    

CIFC Funding Ltd.

  
  286,621   

3.17%, 07/16/2030, 3 mo. USD LIBOR + 0.850%(1)(2)

     286,607  
  5,875,000   

3.17%, 04/19/2029, 3 mo. USD LIBOR + 0.870%(1)(2)

     5,838,287  
    

Cirrus Funding Ltd.

  
  4,140,000   

4.80%, 01/25/2037(1)

     4,384,036  
    

Civic Mortgage LLC

  
  575,057   

3.89%, 06/25/2022(1)(3)

     573,724  
    

Domino’s Pizza Master Issuer LLC

  
  3,253,813   

4.12%, 07/25/2048(1)

     3,342,284  
    

Dryden Senior Loan Fund

  
  4,398,000   

3.34%, 11/15/2028, 3 mo. USD LIBOR + 0.820%(1)(2)

     4,380,901  
    

First Franklin Mortgage Loan Trust

  
  2,250,478   

2.51%, 04/25/2036, 1 mo. USD LIBOR + 0.240%(2)

     2,105,427  
  1,065,000   

2.58%, 09/25/2036, 1 mo. USD LIBOR + 0.310%(2)

     975,490  


 

The Hartford Total Return Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

KKR CLO Ltd.

                                   
$   3,980,000   

3.64%, 04/15/2029, 3 mo. USD LIBOR + 1.340%(1)(2)

   $ 3,979,224  
    

Madison Park Funding Ltd.

  
  2,678,123   

3.54%, 07/20/2026, 3 mo. USD LIBOR + 1.260%(1)(2)

     2,681,749  
  6,700,000   

3.76%, 10/25/2029, 3 mo. USD LIBOR + 1.480%(1)(2)

     6,714,840  
    

Magnetite VII Ltd.

  
  3,000,000   

3.10%, 01/15/2028, 3 mo. USD LIBOR + 0.800%(1)(2)

     2,972,817  
    

Marlette Funding Trust

  
  81,842   

2.36%, 12/15/2024(1)

     81,829  
    

MFA Trust

  
  4,220,612   

3.35%, 11/25/2047(1)(3)

     4,203,764  
    

NRZ Advance Receivables Trust

  
  4,895,000   

3.11%, 12/15/2050(1)

     4,920,904  
  4,425,000   

3.21%, 02/15/2051(1)

     4,458,982  
    

NRZ Excess Spread-Collateralized Notes

  
  6,286,700   

3.19%, 01/25/2023(1)

     6,303,466  
  2,380,613   

3.27%, 02/25/2023(1)

     2,391,468  
    

Oak Hill Advisors Residential Loan Trust

  
  697,376   

3.00%, 06/25/2057(1)(3)

     696,038  
    

OCP CLO Ltd.

  
  3,680,949   

3.15%, 04/17/2027, 3 mo. USD LIBOR + 0.850%(1)(2)

     3,676,304  
    

OneMain Financial Issuance Trust

  
  7,054,000   

2.37%, 09/14/2032(1)

     7,031,056  
    

Preston Ridge Partners Mortgage Trust LLC

  
  1,755,000   

3.35%, 07/25/2024(1)(3)

     1,754,985  
    

Pretium Mortgage Credit Partners LLC

  
  2,845,000   

3.72%, 01/25/2059(1)(3)

     2,845,341  
    

SBA Tower Trust

  
  2,710,000   

2.90%, 10/15/2044(1)(3)

     2,710,340  
    

Seasoned Credit Risk Transfer Trust

  
  997,680   

3.50%, 08/25/2058

     1,047,731  
    

Seneca Park CLO Ltd.

  
  1,754,469   

3.42%, 07/17/2026, 3 mo. USD LIBOR + 1.120%(1)(2)

     1,755,211  
    

Shackleton CLO Ltd.

  
  3,420,000   

3.32%, 07/17/2028, 3 mo. USD LIBOR + 1.020%(1)(2)

     3,411,323  
    

SoFi Consumer Loan Program LLC

  
  851,021   

2.50%, 05/26/2026(1)

     850,121  
  422,485   

2.77%, 05/25/2026(1)

     422,531  
  751,434   

3.05%, 12/26/2025(1)

     753,506  
  585,530   

3.09%, 10/27/2025(1)

     587,037  
  649,615   

3.28%, 01/26/2026(1)

     653,658  
    

Sound Point CLO Ltd.

  
  6,850,000   

3.17%, 01/20/2028, 3 mo. USD LIBOR + 0.890%(1)(2)

     6,817,257  
  2,100,000   

3.65%, 01/23/2029, 3 mo. USD LIBOR + 1.390%(1)(2)

     2,103,685  
    

Springleaf Funding Trust

  
  7,215,000   

2.68%, 07/15/2030(1)

     7,208,145  
  1,848,961   

2.90%, 11/15/2029(1)

     1,849,989  
    

SPS Servicer Advance Receivables Trust

  
  3,578,571   

2.75%, 11/15/2049(1)

     3,575,778  
    

Symphony CLO Ltd.

  
  3,286,520   

3.58%, 07/14/2026, 3 mo. USD LIBOR + 1.280%(1)(2)

     3,287,878  
    

Thacher Park CLO Ltd.

  
  2,107,566   

3.44%, 10/20/2026, 3 mo. USD LIBOR + 1.160%(1)(2)

     2,108,967  
    

Towd Point Mortgage Trust

  
  3,878,215   

2.75%, 10/25/2056(1)(4)

     3,892,478  
  1,609,697   

2.75%, 04/25/2057(1)(4)

     1,613,146  
  2,753,359   

2.75%, 06/25/2057(1)(4)

     2,752,827  
  3,084,772   

2.75%, 07/25/2057(1)(4)

     3,081,696  
    

Treman Park CLO Ltd.

  
  4,335,000   

3.35%, 10/20/2028, 3 mo. USD LIBOR + 1.070%(1)(2)

     4,338,741  
    

Voya CLO Ltd.

  
  3,520,000   

3.20%, 01/18/2029, 3 mo. USD LIBOR + 0.900%(1)(2)

     3,498,004  
    

Wendy’s Funding LLC

  
  1,344,525   

3.88%, 03/15/2048(1)

     1,354,085  
    

Wingstop Funding LLC

  
  1,685,775   

4.97%, 12/05/2048(1)

     1,746,025  


 

The Hartford Total Return Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Zais CLO Ltd.

                                   
$   5,625,000   

3.83%, 10/15/2028, 3 mo. USD LIBOR + 1.530%(1)(2)

   $ 5,636,171  
       

 

 

 

          206,541,002  
       

 

 

 

    

Asset-Backed - Home Equity - 0.8%

  
    

GSAA Home Equity Trust

  
  24,476   

2.34%, 12/25/2046, 1 mo. USD LIBOR + 0.070%(2)

     12,131  
  3,042,025   

2.35%, 02/25/2037, 1 mo. USD LIBOR + 0.080%(2)

     1,477,451  
  944,120   

2.36%, 12/25/2036, 1 mo. USD LIBOR + 0.090%(2)

     423,663  
  1,617,601   

2.37%, 03/25/2037, 1 mo. USD LIBOR + 0.100%(2)

     748,657  
  1,400,385   

2.45%, 11/25/2036, 1 mo. USD LIBOR + 0.180%(2)

     598,884  
  1,392,904   

5.99%, 06/25/2036(4)

     628,147  
    

Legacy Mortgage Asset Trust

  
  7,396,327   

4.00%, 03/25/2058(1)(3)

     7,470,579  
    

Morgan Stanley Asset-Backed Securities Capital, Inc. Trust

  
  40,107   

2.42%, 06/25/2036, 1 mo. USD LIBOR + 0.150%(2)

     32,816  
    

Morgan Stanley Mortgage Loan Trust

  
  1,284,045   

2.44%, 11/25/2036, 1 mo. USD LIBOR + 0.170%(2)

     522,552  
    

Renaissance Home Equity Loan Trust

  
  487,699   

5.91%, 04/25/2037(3)

     227,860  
    

Soundview Home Loan Trust

  
  2,975,735   

2.45%, 07/25/2037, 1 mo. USD LIBOR + 0.180%(2)

     2,726,868  
  830,000   

2.51%, 07/25/2036, 1 mo. USD LIBOR + 0.240%(2)

     772,519  
  1,110,000   

2.52%, 11/25/2036, 1 mo. USD LIBOR + 0.250%(2)

     1,034,488  
       

 

 

 

          16,676,615  
       

 

 

 

    

Collateralized - Mortgage Obligations - 0.2%

  
    

Consumer Loan Underlying Bond Credit Trust

  
  789,646   

2.61%, 01/15/2024(1)

     789,261  
    

Structured Agency Credit Risk Trust

  
  2,891,181   

3.02%, 09/25/2048, 1 mo. USD LIBOR + 0.750%(1)(2)

     2,894,960  
       

 

 

 

          3,684,221  
       

 

 

 

    

Commercial Mortgage - Backed Securities - 4.0%

  
    

Banc of America Commercial Mortgage Trust

  
  30,093,105   

0.75%, 11/15/2050(4)(5)

     1,543,337  
    

Bank

  
  11,653,660   

0.91%, 05/15/2062(4)(5)

     850,937  
    

BBCMS Mortgage Trust

  
  23,637,638   

1.51%, 02/15/2050(4)(5)

     2,059,051  
  7,661,000   

3.18%, 08/15/2036, 1 mo. USD LIBOR + 0.850%(1)(2)

     7,656,107  
    

Benchmark Mortgage Trust

  
  3,867,439   

0.54%, 07/15/2051(4)(5)

     139,814  
  34,253,910   

0.67%, 01/15/2052(4)(5)

     1,750,310  
  8,500,000   

1.21%, 08/15/2052(4)(5)(6)

     654,882  
    

CAMB Commercial Mortgage Trust

  
  2,535,000   

4.88%, 12/15/2037, 1 mo. USD LIBOR + 2.550%(1)(2)

     2,563,543  
    

Citigroup Commercial Mortgage Trust

  
  11,775,917   

0.97%, 07/10/2047(4)(5)

     486,563  
  15,593,692   

1.10%, 04/10/2048(4)(5)

     686,339  
  415,000   

4.59%, 03/10/2047(1)(4)

     407,527  
    

Commercial Mortgage Trust

  
  3,634,940   

0.67%, 08/10/2046(4)(5)

     88,409  
  2,667,873   

1.92%, 07/10/2046(1)(4)(5)

     31,842  
  380,000   

2.54%, 12/10/2045

     382,130  
  687,000   

2.77%, 12/10/2045

     695,709  
  945,249   

2.85%, 10/15/2045

     954,241  
  745,000   

2.94%, 01/10/2046

     759,394  
  735,000   

3.10%, 03/10/2046

     749,146  
  901,446   

3.21%, 03/10/2046

     923,690  
  362,472   

3.33%, 06/10/2046

     372,900  
  3,050,000   

3.42%, 03/10/2031(1)

     3,164,401  
  905,000   

3.61%, 06/10/2046(4)

     943,823  
  764,052   

4.02%, 07/10/2045

     807,850  
  420,000   

4.07%, 02/10/2047(4)

     448,381  
  390,000   

4.21%, 08/10/2046

     415,288  
  660,000   

4.21%, 08/10/2046(4)

     704,625  


 

The Hartford Total Return Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   595,000   

4.23%, 07/10/2045(4)

   $ 635,307  
  805,000   

4.57%, 10/15/2045(1)(4)

     40,250  
  1,825,000   

4.75%, 10/15/2045(1)(4)

     1,040,195  
    

Credit Suisse First Boston Mortgage Securities Corp.

                                   
  46,069   

4.88%, 04/15/2037

     45,015  
    

CSAIL Commercial Mortgage Trust

  
  27,294,419   

0.78%, 06/15/2057(4)(5)

     961,380  
  1,434,118   

1.01%, 04/15/2050(4)(5)

     53,690  
  5,753,166   

1.01%, 11/15/2048(4)(5)

     243,423  
  10,233,354   

1.79%, 01/15/2049(4)(5)

     841,804  
    

DBUBS Mortgage Trust

  
  3,118,992   

0.70%, 11/10/2046(1)(4)(5)

     16,159  
    

Four Times Square Trust Commercial Mortgage Pass-Through Certificates

  
  1,603,935   

5.40%, 12/13/2028(1)

     1,656,012  
    

FREMF Mortgage Trust

  
  6,625,000   

2.59%, 02/25/2020, 1 mo. USD LIBOR + 0.320%(2)

     6,624,862  
  2,495,000   

3.15%, 10/25/2047(1)(4)

     2,490,681  
  2,710,000   

5.28%, 09/25/2043(1)(4)

     2,751,953  
    

GE Business Loan Trust

  
  212,302   

3.33%, 05/15/2034, 1 mo. USD LIBOR + 1.000%(1)(2)

     200,146  
    

GS Mortgage Securities Corp.

  
  2,010,000   

2.95%, 11/05/2034(1)

     2,041,759  
    

GS Mortgage Securities Trust

  
  23,286,368   

0.08%, 07/10/2046(4)(5)

     72,316  
  3,091,874   

1.33%, 08/10/2044(1)(4)(5)

     61,180  
  695,000   

3.67%, 04/10/2047(1)

     237,010  
  825,000   

4.07%, 01/10/2047

     879,897  
  1,310,000   

4.97%, 04/10/2047(1)(4)

     1,163,065  
    

JP Morgan Chase Commercial Mortgage Securities Trust

  
  1,325,000   

2.73%, 10/15/2045(1)(4)

     758,854  
  991,343   

2.84%, 12/15/2047

     1,005,355  
  730,000   

4.55%, 12/15/2047(1)(4)

     681,076  
  970,000   

5.37%, 08/15/2046(1)(4)

     986,802  
    

JPMBB Commercial Mortgage Securities Trust

  
  11,876,711   

0.69%, 09/15/2047(4)(5)

     298,342  
  4,384,431   

0.77%, 05/15/2048(4)(5)

     114,163  
  237,306   

3.36%, 07/15/2045

     245,089  
    

Morgan Stanley Bank of America Merrill Lynch Trust

  
  4,164,723   

1.03%, 10/15/2048(4)(5)

     208,701  
  8,122,252   

1.08%, 12/15/2047(4)(5)

     291,122  
  700,000   

2.92%, 02/15/2046

     711,798  
  1,465,000   

3.13%, 12/15/2048

     1,499,853  
  880,000   

3.18%, 08/15/2045

     899,336  
  730,173   

4.26%, 10/15/2046(4)

     781,668  
    

Morgan Stanley Capital I Trust

  
  2,653,197   

1.44%, 06/15/2050(4)(5)

     203,603  
    

Morgan Stanley Capital Trust

  
  13,538,009   

0.34%, 09/15/2047(1)(4)(5)

     51,447  
  2,605,000   

3.47%, 08/11/2033(1)

     2,656,353  
  885,000   

5.11%, 07/15/2049(1)(4)

     797,345  
  36,558   

5.66%, 10/12/2052(1)(4)

     9,139  
    

MTRO Commercial Mortgage Trust

  
  2,165,000   

4.13%, 12/15/2033, 1 mo. USD LIBOR + 1.800%(1)(2)

     2,167,027  
    

Oaktown Re II Ltd.

  
  3,810,033   

3.82%, 07/25/2028, 3 mo. USD LIBOR + 1.550%(1)(2)

     3,813,445  
    

UBS Commercial Mortgage Trust

  
  5,576,547   

1.09%, 08/15/2050(4)(5)

     372,040  
    

UBS-Barclays Commercial Mortgage Trust

  
  920,000   

2.85%, 12/10/2045

     932,813  
  2,215,000   

3.09%, 08/10/2049

     2,258,564  
    

Wells Fargo Commercial Mortgage Trust

  
  12,554,833   

1.14%, 05/15/2048(4)(5)

     528,148  
  10,000   

3.17%, 02/15/2048

     10,333  
  255,000   

4.10%, 05/15/2048(4)

     249,258  
    

WF-RBS Commercial Mortgage Trust

  


 

The Hartford Total Return Bond Fund

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   1,720,315   

1.23%, 03/15/2047(4)(5)

   $ 73,565  
  802,927   

2.87%, 11/15/2045

     813,756  
  1,490,000   

3.00%, 08/15/2045

     1,514,726  
  1,545,000   

3.02%, 11/15/2047(1)

     794,268  
  740,000   

3.07%, 03/15/2045

     755,830  
  350,000   

3.35%, 05/15/2045

     359,586  
  225,000   

4.05%, 03/15/2047

     239,913  
  1,070,000   

4.15%, 08/15/2046(4)

     1,136,264  
  345,000   

5.00%, 06/15/2044(1)(4)

     278,179  
  770,000   

5.58%, 04/15/2045(1)(4)

     804,808  
       

 

 

 

          81,598,912  
       

 

 

 

    

Other ABS - 1.2%

                                   
    

ALM XVI Ltd.

  
  6,940,000   

3.20%, 07/15/2027, 3 mo. USD LIBOR + 0.900%(1)(2)

     6,923,649  
    

Barings CLO Ltd.

  
  3,281,000   

3.23%, 07/20/2029, 1 mo. USD LIBOR + 0.950%(1)(2)

     3,257,567  
    

Seasoned Credit Risk Transfer Trust

  
  5,673,475   

3.50%, 03/25/2058

     5,784,727  
    

Vericrest Opportunity Loan Trust

  
  1,988,728   

3.97%, 03/25/2049(1)(3)

     2,001,096  
    

VOLT LXIV LLC

  
  3,404,888   

3.38%, 10/25/2047(1)(3)

     3,402,122  
    

VOLT LXVI LLC

  
  1,982,008   

4.34%, 05/25/2048(1)(3)

     1,983,272  
    

VOLT LXXI LLC

  
  868,296   

3.97%, 09/25/2048(1)(3)

     870,071  
       

 

 

 

          24,222,504  
       

 

 

 

    

Whole Loan Collateral CMO - 10.0%

  
    

Adjustable Rate Mortgage Trust

  
  181,819   

2.81%, 11/25/2035, 1 mo. USD LIBOR + 0.540%(2)

     182,208  
    

Alternative Loan Trust

  
  445,570   

2.59%, 11/25/2035, 1 mo. USD LIBOR + 0.320%(2)

     410,353  
  1,735,831   

2.81%, 01/25/2036, 1 mo. USD LIBOR + 0.540%(2)

     1,696,639  
  1,144,736   

3.86%, 08/25/2035, 12 mo. USD MTA + 1.350%(2)

     1,036,259  
  324,328   

5.75%, 05/25/2036

     233,961  
  240,856   

6.00%, 05/25/2036

     196,149  
  163,622   

6.00%, 12/25/2036

     109,282  
    

Angel Oak Mortgage Trust LLC

  
  6,539,388   

2.93%, 05/25/2059(1)(4)

     6,552,576  
  1,568,249   

3.63%, 03/25/2049(1)(4)

     1,586,925  
    

Banc of America Funding Trust

  
  528,132   

2.57%, 05/20/2047, 1 mo. USD LIBOR + 0.300%(2)

     508,338  
  1,812,676   

5.77%, 05/25/2037(4)

     1,779,521  
  68,009   

5.85%, 01/25/2037(3)

     67,513  
    

Bear Stearns Adjustable Rate Mortgage Trust

  
  333,299   

4.44%, 02/25/2036(4)

     293,723  
  476,692   

4.73%, 10/25/2035, 12 mo. USD CMT + 2.300%(2)

     488,070  
    

Bear Stearns Alt-A Trust

  
  1,807,469   

2.77%, 01/25/2036, 1 mo. USD LIBOR + 0.500%(2)

     1,923,473  
    

Bear Stearns Mortgage Funding Trust

  
  582,818   

2.45%, 10/25/2036, 1 mo. USD LIBOR + 0.180%(2)

     554,992  
    

Bellemeade Re Ltd.

  
  4,888,000   

3.47%, 10/25/2027, 1 mo. USD LIBOR + 1.200%(1)(2)

     4,887,993  
  3,636,507   

3.57%, 03/25/2029, 1 mo. USD LIBOR + 1.300%(1)(2)

     3,637,157  
    

Chase Mortgage Finance Trust

  
  481,805   

4.27%, 12/25/2035(4)

     470,100  
    

CHL Mortgage Pass-Through Trust

  
  556,229   

2.95%, 03/25/2035, 1 mo. USD LIBOR + 0.680%(2)

     521,584  
  721,521   

3.85%, 11/20/2035(4)

     655,628  
  971,054   

4.01%, 09/25/2047(4)

     917,524  
  250,043   

4.13%, 06/20/2035(4)

     255,120  
  539,276   

4.63%, 04/20/2036(4)

     436,040  
    

CIM Trust

  
  4,901,588   

3.00%, 04/25/2057(1)(4)

     4,897,231  


 

The Hartford Total Return Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Colombia Cent CLO Ltd.

                                   
$   1,915,000   

3.43%, 10/25/2028, 3 mo. USD LIBOR + 1.150%(1)(2)

   $ 1,916,090  
    

COLT Mortgage Loan Trust

  
  3,918,019   

2.76%, 08/25/2049(1)(4)

     3,912,580  
  3,094,620   

3.34%, 05/25/2049(1)(4)

     3,133,173  
    

Credit Suisse First Boston Mortgage Securities Corp.

  
  842,297   

5.50%, 06/25/2035

     816,707  
    

CSMC Trust

  
  2,130,011   

3.25%, 04/25/2047(1)(4)

     2,125,229  
  3,005,088   

4.13%, 07/25/2058(1)(4)

     3,028,711  
    

Deephaven Residential Mortgage Trust

  
  894,593   

2.45%, 06/25/2047(1)(4)

     892,362  
  6,970,000   

2.96%, 07/25/2059(1)(4)

     6,963,293  
    

DSLA Mortgage Loan Trust

  
  166,166   

2.66%, 01/19/2045, 1 mo. USD LIBOR + 0.360%(2)

     162,622  
    

Fannie Mae Connecticut Avenue Securities

  
  1,722,926   

6.62%, 05/25/2029, 1 mo. USD LIBOR + 4.350%(2)

     1,840,756  
    

GMACM Mortgage Loan Trust

  
  373,979   

3.98%, 09/19/2035(4)

     371,239  
  77,136   

4.21%, 04/19/2036(4)

     71,881  
    

GSR Mortgage Loan Trust

  
  2,416,562   

2.57%, 01/25/2037, 1 mo. USD LIBOR + 0.300%(2)

     1,060,655  
  150,513   

4.32%, 10/25/2035(4)

     124,322  
  1,362,578   

4.39%, 01/25/2036(4)

     1,375,528  
    

HarborView Mortgage Loan Trust

  
  795,554   

2.49%, 01/19/2038, 1 mo. USD LIBOR + 0.190%(2)

     765,138  
  1,502,411   

2.54%, 12/19/2036, 1 mo. USD LIBOR + 0.240%(2)

     1,419,540  
    

Home Re Ltd.

  
  2,330,000   

3.87%, 10/25/2028, 1 mo. USD LIBOR + 1.600%(1)(2)

     2,326,381  
    

IndyMac Index Mortgage Loan Trust

  
  480,777   

3.96%, 03/25/2036(4)

     438,523  
  1,220,271   

4.06%, 04/25/2037(4)

     933,518  
  380,855   

4.56%, 01/25/2036(4)

     380,467  
    

JP Morgan Mortgage Trust

  
  348,583   

4.21%, 05/25/2036(4)

     344,954  
  352,252   

4.44%, 09/25/2035(4)

     360,659  
  118,684   

4.49%, 04/25/2037(4)

     110,973  
    

LCM XX L.P.

  
  2,840,000   

3.32%, 10/20/2027, 3 mo. USD LIBOR + 1.040%(1)(2)

     2,845,498  
    

Lehman XS Trust

  
  539,001   

2.48%, 07/25/2046, 1 mo. USD LIBOR + 0.210%(2)

     532,890  
    

LSTAR Securities Investment Ltd.

  
  2,028,255   

3.90%, 04/01/2024, 1 mo. USD LIBOR + 1.500%(1)(2)

     2,028,572  
  4,623,790   

3.90%, 05/01/2024, 1 mo. USD LIBOR + 1.500%(1)(2)

     4,628,742  
    

LSTAR Securities Investment Trust

  
  682,914   

3.90%, 04/01/2024, 1 mo. USD LIBOR + 1.500%(1)(2)

     682,641  
  3,457,183   

4.10%, 03/01/2024, 1 mo. USD LIBOR + 1.700%(1)(2)

     3,465,494  
    

Luminent Mortgage Trust

  
  2,747,795   

2.46%, 05/25/2046, 1 mo. USD LIBOR + 0.190%(2)

     2,498,806  
    

MetLife Securitization Trust

  
  1,791,990   

3.00%, 04/25/2055(1)(4)

     1,801,847  
  3,762,013   

3.75%, 03/25/2057(1)(4)

     3,896,265  
    

MFA Trust

  
  1,066,536   

2.59%, 02/25/2057(1)(4)

     1,061,466  
    

Mill City Mortgage Loan Trust

  
  3,785,841   

2.75%, 01/25/2061(1)(4)

     3,794,040  
    

Morgan Stanley Mortgage Loan Trust

  
  582,420   

4.30%, 05/25/2036(4)

     428,196  
    

New Residential Mortgage LLC

  
  4,971,329   

3.79%, 07/25/2054(1)

     5,024,685  
    

New Residential Mortgage Loan Trust

  
  5,722,581   

3.02%, 01/25/2048, 1 mo. USD LIBOR + 0.750%(1)(2)

     5,710,735  
  3,085,143   

3.75%, 11/26/2035(1)(4)

     3,166,264  
  2,999,869   

3.75%, 11/25/2056(1)(4)

     3,078,401  
  6,925,000   

3.75%, 11/25/2058(1)(4)(7)(8)

     7,165,871  
  4,191,010   

3.77%, 06/25/2057, 1 mo. USD LIBOR + 1.500%(1)(2)

     4,264,961  


 

The Hartford Total Return Bond Fund

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   5,943,471   

4.00%, 02/25/2057(1)(4)

   $ 6,141,621  
  5,911,202   

4.00%, 03/25/2057(1)(4)

     6,128,949  
  4,010,081   

4.00%, 04/25/2057(1)(4)

     4,142,998  
  3,901,691   

4.00%, 05/25/2057(1)(4)

     4,045,965  
  4,706,675   

4.00%, 08/27/2057(1)

     4,856,276  
  654,600   

4.00%, 12/25/2057(1)

     677,829  
    

Oaktown Re III Ltd.

  
  5,010,000   

3.67%, 07/25/2029, 1 mo. USD LIBOR + 1.400%(1)(2)

     5,010,608  
    

OBX Trust

  
  811,921   

2.92%, 06/25/2057, 1 mo. USD LIBOR + 0.650%(1)(2)

     807,558  
    

OZLM Ltd.

  
  1,120,000   

3.31%, 07/17/2029, 3 mo. USD LIBOR + 1.010%(1)(2)

     1,112,274  
  3,765,000   

3.32%, 04/30/2027, 3 mo. USD LIBOR + 1.050%(1)(2)

     3,758,645  
    

PMT Credit Risk Transfer Trust

  
  2,966,942   

4.40%, 03/27/2024, 1 mo. USD LIBOR + 2.000%(1)(2)

     2,969,475  
    

Radnor RE Ltd.

  
  4,875,000   

3.47%, 06/25/2029, 1 mo. USD LIBOR + 1.200%(1)(2)

     4,874,993  
    

RBSGC Mortgage Loan Trust

  
  1,070,566   

6.25%, 01/25/2037

     1,059,878  
    

Residential Accredit Loans, Inc.

                                   
  1,676,015   

2.57%, 04/25/2036, 1 mo. USD LIBOR + 0.300%(2)

     1,591,888  
  1,419,779   

3.76%, 11/25/2037(4)

     1,320,735  
  1,075,756   

6.00%, 12/25/2035

     1,053,499  
    

Residential Asset Securitization Trust

  
  761,746   

5.50%, 06/25/2035

     675,926  
    

Residential Funding Mortgage Securities, Inc.

  
  526,357   

4.22%, 08/25/2035(4)

     391,655  
    

Seasoned Credit Risk Transfer Trust

  
  1,844,888   

3.50%, 11/25/2057

     1,939,054  
  4,877,390   

3.50%, 07/25/2058

     5,119,484  
    

TBW Mortgage-Backed Trust

  
  674,207   

6.00%, 07/25/2036

     473,969  
    

Towd Point Mortgage Trust

  
  2,327,946   

2.25%, 04/25/2056(1)(4)

     2,316,288  
  2,021,657   

2.75%, 08/25/2055(1)(4)

     2,026,507  
  3,989,158   

2.87%, 02/25/2057, 1 mo. USD LIBOR + 0.600%(1)(2)

     3,984,180  
  227,745   

3.00%, 03/25/2054(1)(4)

     227,720  
    

Verus Securitization Trust

  
  3,224,866   

3.21%, 04/25/2059(1)(4)

     3,245,870  
  3,174,608   

3.68%, 06/01/2058(1)(4)

     3,203,127  
    

WaMu Mortgage Pass-Through Certificates Trust

  
  486,519   

3.39%, 10/25/2046, 12 mo. USD MTA + 0.880%(2)

     459,381  
  411,604   

3.49%, 07/25/2046, 12 mo. USD MTA + 0.980%(2)

     399,757  
  1,032,027   

3.74%, 06/25/2037(4)

     978,427  
    

Washington Mutual Mortgage Pass-Through Certificates WMALT Trust

  
  1,172,491   

2.87%, 07/25/2036, 1 mo. USD LIBOR + 0.600%(2)

     786,066  
  616,857   

3.34%, 11/25/2046, 12 mo. USD MTA + 0.830%(2)

     575,700  
    

Wells Fargo Commercial Mortgage Trust

  
  29,609,484   

1.14%, 09/15/2057(4)(5)

     1,196,312  
    

Wells Fargo Mortgage Backed Securities Trust

  
  240,943   

4.81%, 09/25/2036(4)

     244,141  
       

 

 

 

          203,045,789  
       

 

 

 

    

Total Asset & Commercial Mortgage Backed Securities
(cost $541,747,476)

   $ 543,830,331  
       

 

 

 

Corporate Bonds - 28.7%

  
    

Aerospace/Defense - 0.5%

  
    

Boeing Co.

  
  1,930,000   

3.25%, 02/01/2035

     1,942,961  
    

DAE Funding LLC

  
  65,000   

4.50%, 08/01/2022(1)

     66,157  
  70,000   

5.00%, 08/01/2024(1)

     73,741  
    

Lockheed Martin Corp.

  
  1,147,000   

4.09%, 09/15/2052

     1,260,759  
    

United Technologies Corp.

  
  140,000   

2.80%, 05/04/2024

     142,230  


 

The Hartford Total Return Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   4,060,000   

3.65%, 08/16/2023

   $ 4,252,938  
  1,115,000   

3.95%, 08/16/2025

     1,200,357  
  1,135,000   

4.45%, 11/16/2038

     1,302,308  
  510,000   

4.63%, 11/16/2048

     603,972  
       

 

 

 

          10,845,423  
       

 

 

 

    

Agriculture - 0.7%

                                   
    

Altria Group, Inc.

  
  650,000   

2.63%, 09/16/2026

     630,169  
  1,590,000   

2.85%, 08/09/2022

     1,602,160  
  680,000   

3.80%, 02/14/2024

     707,913  
  976,000   

3.88%, 09/16/2046

     872,796  
  735,000   

4.40%, 02/14/2026

     783,967  
  1,895,000   

4.80%, 02/14/2029

     2,044,835  
  2,505,000   

5.80%, 02/14/2039

     2,874,357  
  972,000   

5.95%, 02/14/2049

     1,131,000  
    

BAT Capital Corp.

  
  3,055,000   

4.39%, 08/15/2037

     2,944,315  
    

Imperial Brands Finance plc

  
  645,000   

3.75%, 07/21/2022(1)

     662,629  
       

 

 

 

          14,254,141  
       

 

 

 

    

Airlines - 0.1%

  
    

Delta Air Lines, Inc.

  
  430,000   

3.63%, 03/15/2022

     438,355  
  1,190,000   

3.80%, 04/19/2023

     1,227,450  
       

 

 

 

          1,665,805  
       

 

 

 

    

Auto Manufacturers - 0.5%

  
    

Daimler Finance North America LLC

  
  315,000   

2.96%, 05/04/2020, 3 mo. USD LIBOR + 0.390%(1)(2)

     315,301  
    

Ford Motor Co.

  
  465,000   

5.29%, 12/08/2046

     430,490  
    

Ford Motor Credit Co. LLC

  
  200,000   

3.31%, 01/09/2020, 3 mo. USD LIBOR + 1.000%(2)

     200,303  
  555,000   

3.82%, 11/02/2027

     530,467  
  500,000   

4.13%, 08/04/2025

     498,388  
  1,160,000   

4.54%, 08/01/2026(6)

     1,169,855  
  320,000   

5.11%, 05/03/2029

     326,102  
    

General Motors Co.

  
  635,000   

5.20%, 04/01/2045

     619,915  
  660,000   

5.95%, 04/01/2049

     705,234  
  965,000   

6.25%, 10/02/2043

     1,045,201  
  720,000   

6.75%, 04/01/2046

     825,758  
    

General Motors Financial Co., Inc.

  
  375,000   

3.58%, 10/04/2019, 3 mo. USD LIBOR + 1.270%(2)

     375,586  
  680,000   

3.70%, 05/09/2023

     693,156  
  500,000   

3.86%, 01/15/2020, 3 mo. USD LIBOR + 1.560%(2)

     502,477  
  1,255,000   

3.95%, 04/13/2024

     1,286,573  
    

Toyota Credit Canada, Inc.

  
CAD   600,000   

1.80%, 02/19/2020(9)

     454,055  
    

VW Credit Canada, Inc.

  
  1,135,000   

2.50%, 10/01/2019(9)

     860,469  
       

 

 

 

          10,839,330  
       

 

 

 

    

Auto Parts & Equipment - 0.0%

  
    

Adient Global Holdings Ltd.

  
$   250,000   

4.88%, 08/15/2026(1)

     191,250  
    

Goodyear Tire & Rubber Co.

  
  285,000   

5.00%, 05/31/2026(10)

     284,330  
       

 

 

 

          475,580  
       

 

 

 

    

Beverages - 0.9%

  
    

Anheuser-Busch InBev Worldwide, Inc.

  
  2,008,000   

3.75%, 07/15/2042

     1,959,140  
  1,175,000   

4.15%, 01/23/2025

     1,264,717  
  870,000   

4.60%, 04/15/2048

     948,673  
  1,770,000   

4.75%, 04/15/2058

     1,959,624  


 

The Hartford Total Return Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   4,590,000   

5.45%, 01/23/2039

   $ 5,555,666  
    

Constellation Brands, Inc.

                                   
  815,000   

2.65%, 11/07/2022

     818,040  
  1,425,000   

4.40%, 11/15/2025

     1,561,753  
  1,597,000   

4.75%, 12/01/2025

     1,776,139  
    

Molson Coors Brewing Co.

  
  2,040,000   

3.00%, 07/15/2026

     2,035,262  
       

 

 

 

          17,879,014  
       

 

 

 

    

Biotechnology - 0.1%

  
    

Amgen, Inc.

  
  1,110,000   

2.65%, 05/11/2022

     1,116,452  
    

Gilead Sciences, Inc.

  
  585,000   

3.25%, 09/01/2022

     600,607  
       

 

 

 

          1,717,059  
       

 

 

 

    

Chemicals - 0.6%

  
    

Chemours Co.

  
  225,000   

5.38%, 05/15/2027(10)

     198,000  
    

DuPont de Nemours, Inc.

  
  200,000   

3.23%, 11/15/2020, 3 mo. USD LIBOR + 0.710%(2)

     201,150  
  2,940,000   

4.21%, 11/15/2023

     3,129,737  
  510,000   

4.73%, 11/15/2028

     573,708  
    

Methanex Corp.

  
  1,095,000   

4.25%, 12/01/2024

     1,118,487  
  609,000   

5.65%, 12/01/2044

     587,430  
    

Nutrien Ltd.

  
  400,000   

4.20%, 04/01/2029

     431,712  
    

Olin Corp.

  
  285,000   

5.13%, 09/15/2027

     286,553  
    

SABIC Capital II B.V.

  
  1,725,000   

4.00%, 10/10/2023(1)

     1,806,178  
    

Sherwin-Williams Co.

  
  1,520,000   

3.45%, 06/01/2027

     1,558,196  
    

Syngenta Finance N.V.

  
  1,810,000   

4.89%, 04/24/2025(1)

     1,895,711  
    

Versum Materials, Inc.

  
  270,000   

5.50%, 09/30/2024(1)

     288,900  
       

 

 

 

          12,075,762  
       

 

 

 

    

Commercial Banks - 8.4%

  
    

Banco Bilbao Vizcaya Argentaria S.A.

  
  3,200,000   

6.13%, 11/16/2027, (6.13% fixed rate until 11/16/2027; 5 year USD Swap + 3.870%
thereafter)(10)(11)(12)

     3,020,000  
EUR   200,000   

8.88%, 04/14/2021, (8.88% fixed rate until 04/14/2021; 5 year EUR Swap + 9.177%
thereafter)(9)(11)(12)

     245,763  
    

Banco de Sabadell S.A.

  
  2,200,000   

6.50%, 05/18/2022, (6.50% fixed rate until 05/18/2022; 5 year EUR Swap + 6.414%
thereafter)(9)(11)(12)

     2,448,367  
    

Banco Santander S.A.

  
  2,000,000   

6.75%, 04/25/2022, (6.75% fixed rate until 04/25/2022; 5 year EUR Swap + 6.803%
thereafter)(9)(11)(12)

     2,402,412  
    

Bank of America Corp.

  
$   1,185,000   

3.12%, 01/20/2023, (3.12% fixed rate until 01/20/2022; 3 mo. USD LIBOR + 1.160%
thereafter)(12)

     1,202,387  
  3,470,000   

3.19%, 07/23/2030, (3.19% fixed rate until 07/23/2029; 3 mo. USD LIBOR + 1.180%
thereafter)(12)

     3,498,447  
  5,830,000   

3.37%, 01/23/2026, (3.37% fixed rate until 01/23/2025; 3 mo. USD LIBOR + 0.810%
thereafter)(12)

     5,996,584  
  3,750,000   

3.71%, 04/24/2028, (3.71% fixed rate until 04/24/2027; 3 mo. USD LIBOR + 1.512%
thereafter)(12)

     3,940,898  
  1,070,000   

3.86%, 07/23/2024, (3.86% fixed rate until 07/23/2023; 3 mo. USD LIBOR + 0.940%
thereafter)(12)

     1,121,822  
  1,540,000   

3.97%, 02/07/2030, (3.97% fixed rate until 02/07/2029; 3 mo. USD LIBOR + 1.210%
thereafter)(12)

     1,650,152  
  885,000   

4.00%, 01/22/2025

     928,937  
  2,190,000   

4.20%, 08/26/2024

     2,324,767  


 

The Hartford Total Return Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   2,485,000   

7.75%, 05/14/2038

   $ 3,729,779  
    

Bank of China Hong Kong Ltd.

  
  365,000   

5.55%, 02/11/2020(9)

     370,139  
    

Bank of China Ltd.

  
  805,000   

3.30%, 02/14/2020, 3 mo. USD LIBOR + 0.770%(2)(9)

     805,459  
    

Barclays plc

  
  1,385,000   

3.93%, 05/07/2025, (3.93% fixed rate until 05/07/2024; 3 mo. USD LIBOR + 1.610% thereafter)(12)

     1,399,253  
  225,000   

7.88%, 03/15/2022, (7.88% fixed rate until 03/15/2022; 5 year USD Swap + 6.772%
thereafter)(9)(11)(12)

     234,000  
    

BNG Bank N.V.

  
AUD   7,015,000   

1.90%, 11/26/2025(9)

     4,906,846  
    

BNP Paribas S.A.

  
$   430,000   

5.13%, 11/15/2027, (5.13% fixed rate until 11/15/2027; 5 year USD Swap + 2.838%
thereafter)(1)(11)(12)

     406,780  
  900,000   

7.38%, 08/19/2025, (7.38% fixed rate until 08/19/2025; 5 year USD Swap + 5.150%
thereafter)(1)(11)(12)

     996,750  
  1,040,000   

7.63%, 03/30/2021, (7.63% fixed rate until 03/30/2021; 5 year USD Swap + 6.314%
thereafter)(1)(11)(12)

     1,095,931  
    

BPCE S.A.

  
  1,090,000   

3.00%, 05/22/2022(1)

     1,100,118  
    

Caixa Geral de Depositos S.A.

                                   
EUR   200,000   

10.75%, 03/30/2022, (10.8% fixed rate until 03/30/2022; 5 year EUR Swap + 10.925%
thereafter)(9)(11)(12)

     257,347  
    

CaixaBank S.A.

  
  800,000   

6.75%, 06/13/2024, (6.75% fixed rate until 06/13/2024; 5 year EUR Swap + 6.498%
thereafter)(9)(11)(12)

     964,686  
    

Capital One Financial Corp.

  
$   200,000   

3.30%, 05/12/2020, 3 mo. USD LIBOR + 0.760%(2)

     200,617  
  1,490,000   

3.90%, 01/29/2024

     1,569,452  
    

Citibank NA

  
  270,000   

2.57%, 05/01/2020, 3 mo. USD LIBOR + 0.320%(2)

     270,380  
    

Citigroup, Inc.

  
  450,000   

2.70%, 10/27/2022

     452,434  
AUD   270,000   

2.80%, 08/07/2019, 3 mo. BBSW + 1.250%(2)

     184,689  
$   1,385,000   

3.20%, 10/21/2026

     1,415,428  
  2,500,000   

3.35%, 04/24/2025, (3.35% fixed rate until 04/24/2024; 3 mo. USD LIBOR + 0.897% thereafter)(12)

     2,567,048  
  1,010,000   

3.52%, 10/27/2028, (3.52% fixed rate until 10/27/2027; 3 mo. USD LIBOR + 1.151% thereafter)(12)

     1,042,469  
  2,680,000   

3.63%, 05/17/2024, 3 mo. USD LIBOR + 1.100%(2)

     2,707,682  
  4,550,000   

3.98%, 03/20/2030, (3.98% fixed rate until 03/20/2029; 3 mo. USD LIBOR + 1.338% thereafter)(12)

     4,861,934  
  835,000   

4.08%, 04/23/2029, (4.08% fixed rate until 04/23/2028; 3 mo. USD LIBOR + 1.192% thereafter)(12)

     895,148  
  880,000   

4.45%, 09/29/2027

     948,784  
  94,000   

4.65%, 07/30/2045

     109,713  
    

Credit Agricole S.A.

  
  2,400,000   

8.13%, 12/23/2025, (8.13% fixed rate until 12/23/2025; 5 year USD Swap + 6.185%
thereafter)(1)(11)(12)

     2,781,000  
    

Credit Suisse Group AG

  
  4,615,000   

6.25%, 12/18/2024, (6.25% fixed rate until 12/18/2024; 5 year USD Swap + 3.455%
thereafter)(1)(11)(12)

     4,860,167  
    

Credit Suisse Group Funding Guernsey Ltd.

  
  360,000   

4.59%, 04/16/2021, 3 mo. USD LIBOR + 2.290%(2)

     370,899  
    

Danske Bank A/S

  
  1,615,000   

5.00%, 01/12/2022(1)

     1,691,540  
  1,685,000   

5.38%, 01/12/2024(1)

     1,834,188  
    

5.88%, 04/06/2022, (5.88% fixed rate until 04/06/2022; 5 year EUR Swap + 5.471%

  
EUR   900,000   

thereafter)(9)(11)(12)

     1,054,833  
    

DNB Bank ASA

  
$   900,000   

6.50%, 03/26/2022, (6.50% fixed rate until 03/26/2022; 5 year USD Swap + 5.080%
thereafter)(9)(11)(12)

     948,645  
    

Goldman Sachs Bank USA

  
  200,000   

3.02%, 05/24/2021, 3 mo. SOFRRATE + 0.600%(2)

     200,228  
    

Goldman Sachs Group, Inc.

  


 

The Hartford Total Return Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   1,660,000   

2.88%, 10/31/2022, (2.88% fixed rate until 10/31/2021; 3 mo. USD LIBOR + 0.821% thereafter)(12)

   $ 1,670,196  
  2,720,000   

2.91%, 07/24/2023, (2.91% fixed rate until 07/24/2022; 3 mo. USD LIBOR + 0.990% thereafter)(12)

     2,740,564  
  500,000   

3.25%, 12/13/2019, 3 mo. USD LIBOR + 0.800%(2)

     501,279  
  1,215,000   

3.69%, 06/05/2028, (3.69% fixed rate until 06/05/2027; 3 mo. USD LIBOR + 1.510% thereafter)(12)

     1,263,030  
  4,110,000   

3.81%, 04/23/2029, (3.81% fixed rate until 04/23/2028; 3 mo. USD LIBOR + 1.158% thereafter)(12)

     4,300,891  
  1,165,000   

4.02%, 10/31/2038, (4.02% fixed rate until 10/31/2037; 3 mo. USD LIBOR + 1.373% thereafter)(12)

     1,210,244  
  1,255,000   

4.22%, 05/01/2029, (4.22% fixed rate until 05/01/2028; 3 mo. USD LIBOR + 1.301% thereafter)(12)

     1,351,719  
  425,000   

5.15%, 05/22/2045

     492,542  
  165,000   

6.25%, 02/01/2041

     222,087  
  1,005,000   

6.75%, 10/01/2037

     1,332,552  
    

HSBC Bank Canada

                                   
CAD   500,000   

2.94%, 01/14/2020

     380,486  
    

HSBC Holdings plc

  
$   1,125,000   

2.95%, 05/25/2021

     1,133,620  
  1,360,000   

3.40%, 03/08/2021

     1,378,668  
  1,125,000   

3.60%, 05/25/2023

     1,167,281  
  1,235,000   

4.58%, 06/19/2029, (4.58% fixed rate until 06/19/2028; 3 mo. USD LIBOR + 1.535% thereafter)(12)

     1,342,833  
  2,400,000   

6.00%, 05/22/2027, 5 year USD ICE Swap + 3.746%(2)(11)

     2,415,000  
    

Industrial & Commercial Bank of China Ltd.

  
  200,000   

3.11%, 10/12/2020, 3 mo. USD LIBOR + 0.770%(2)(9)

     200,248  
  250,000   

3.29%, 05/23/2020, 3 mo. USD LIBOR + 0.770%(2)(9)

     250,302  
    

Intesa Sanpaolo S.p.A.

  
  1,920,000   

7.70%, 09/17/2025, (7.70% fixed rate until 09/17/2025; 5 year USD Swap + 5.462%
thereafter)(1)(10)(11)(12)

     1,912,800  
EUR   800,000   

7.75%, 01/11/2027, (7.75% fixed rate until 01/11/2027; 5 year EUR Swap + 7.192%
thereafter)(9)(11)(12)

     1,013,938  
    

JP Morgan Chase & Co.

  
$   960,000   

2.40%, 06/07/2021

     961,017  
  3,765,000   

3.22%, 03/01/2025, (3.22% fixed rate until 03/01/2024; 3 mo. USD LIBOR + 1.155% thereafter)(12)

     3,864,319  
  1,785,000   

3.51%, 01/23/2029, (3.51% fixed rate until 01/23/2028; 3 mo. USD LIBOR + 0.945% thereafter)(12)

     1,860,370  
  2,290,000   

3.70%, 05/06/2030, (3.70% fixed rate until 05/06/2029; 3 mo. USD LIBOR + 1.160% thereafter)(12)

     2,425,175  
  1,570,000   

3.80%, 07/23/2024, (3.80% fixed rate until 07/23/2023; 3 mo. USD LIBOR + 0.890% thereafter)(12)

     1,643,503  
  4,305,000   

3.96%, 01/29/2027, (3.96% fixed rate until 01/29/2026; 3 mo. USD LIBOR + 1.245% thereafter)(12)

     4,605,681  
  1,285,000   

4.01%, 04/23/2029, (4.01% fixed rate until 04/23/2028; 3 mo. USD LIBOR + 1.120% thereafter)(12)

     1,385,483  
    

Morgan Stanley

  
  1,030,000   

2.63%, 11/17/2021

     1,035,683  
  3,540,000   

2.75%, 05/19/2022

     3,565,672  
  4,315,000   

3.59%, 07/22/2028, (3.59% fixed rate until 07/22/2027; 3 mo. USD LIBOR + 1.340% thereafter)(12)

     4,481,755  
  635,000   

3.63%, 01/20/2027

     663,584  
  1,515,000   

3.95%, 04/23/2027

     1,586,122  
  2,710,000   

4.00%, 07/23/2025

     2,888,489  
    

Royal Bank of Canada

  
  2,090,000   

2.55%, 07/16/2024

     2,089,400  
  3,625,000   

2.80%, 04/29/2022

     3,664,499  
    

Royal Bank of Scotland Group plc

  
  520,000   

8.00%, 08/10/2025, (8.00% fixed rate until 08/10/2025; 5 year USD Swap + 5.720%
thereafter)(10)(11)(12)

     557,050  
    

Santander Holdings USA, Inc.

  
  1,375,000   

3.70%, 03/28/2022

     1,404,663  
    

Societe Generale S.A.

  
  1,750,000   

7.38%, 09/13/2021, (7.38% fixed rate until 09/13/2021; 5 year USD Swap + 6.238%
thereafter)(1)(11)(12)

     1,822,188  


 

The Hartford Total Return Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   200,000   

7.88%, 12/18/2023, (7.88% fixed rate until 12/18/2023; 5 year USD Swap + 4.979%
thereafter)(1)(11)(12)

   $ 214,000  
    

Standard Chartered plc

  
  250,000   

3.65%, 08/19/2019, 3 mo. USD LIBOR + 1.130%(2)(9)

     250,131  
  2,050,000   

7.50%, 04/02/2022, (7.50% fixed rate until 04/02/2022; 5 year USD Swap + 6.301%
thereafter)(9)(11)(12)

     2,171,975  
    

UBS Group Funding Switzerland AG

  
  980,000   

2.65%, 02/01/2022(1)

     984,168  
  900,000   

6.88%, 03/22/2021, (6.88% fixed rate until 03/22/2021; 5 year USD ICE Swap + 5.497%
thereafter)(9)(11)(12)

     930,375  
  925,000   

7.00%, 01/31/2024, (7.00% fixed rate until 01/31/2024; 5 year USD Swap + 4.344%
thereafter)(1)(11)(12)

     975,875  
  2,315,000   

7.13%, 02/19/2020, (7.13% fixed rate until 02/19/2020; 5 year USD Swap + 5.464%
thereafter)(9)(11)(12)

     2,344,118  
    

UniCredit S.p.A.

  
EUR   1,825,000   

5.38%, 06/03/2025, (5.38% fixed rate until 06/03/2025; 5 year EUR Swap + 4.925%
thereafter)(9)(11)(12)

     1,905,189  
$   2,275,000   

6.57%, 01/14/2022(1)

     2,434,554  
  1,070,000   

8.00%, 06/03/2024, (8.00% fixed rate until 06/03/2024; 5 year USD Swap + 5.180%
thereafter)(9)(11)(12)

     1,075,350  
    

Wells Fargo & Co.

  
  1,615,000   

2.63%, 07/22/2022

     1,624,204  
  1,190,000   

3.00%, 04/22/2026

     1,204,271  
  955,000   

3.00%, 10/23/2026

     965,836  
  2,805,000   

3.07%, 01/24/2023

     2,846,028  
  2,975,000   

3.58%, 05/22/2028, (3.58% fixed rate until 05/22/2027; 3 mo. USD LIBOR + 1.310% thereafter)(12)

     3,108,914  
  2,715,000   

3.75%, 01/24/2024

     2,844,713  
  580,000   

4.90%, 11/17/2045

     678,047  
  410,000   

5.61%, 01/15/2044

     518,689  
       

 

 

 

          169,876,272  
       

 

 

 

    

Commercial Services - 0.3%

  
    

Ashtead Capital, Inc.

  
  210,000   

4.13%, 08/15/2025(1)

     211,575  
    

IHS Markit Ltd.

  
  4,780,000   

4.13%, 08/01/2023

     4,990,320  
    

Service Corp. International

  
  90,000   

5.13%, 06/01/2029

     94,866  
    

United Rentals North America, Inc.

  
  265,000   

5.50%, 07/15/2025

     275,600  
       

 

 

 

          5,572,361  
       

 

 

 

    

Construction Materials - 0.0%

  
    

Standard Industries, Inc.

  
  145,000   

5.00%, 02/15/2027(1)

     147,538  
  255,000   

5.38%, 11/15/2024(1)

     261,372  
  435,000   

6.00%, 10/15/2025(1)

     457,294  
       

 

 

 

          866,204  
       

 

 

 

    

Diversified Financial Services - 0.2%

                                   
    

American Express Co.

  
  1,865,000   

3.40%, 02/27/2023

     1,925,783  
    

GE Capital Australia Funding Pty Ltd.

  
AUD   100,000   

5.00%, 09/26/2019(9)

     68,686  
    

GE Capital Canada Funding Co.

  
CAD   1,560,000   

5.68%, 09/10/2019

     1,186,229  
    

Navient Corp.

  
$   100,000   

5.88%, 03/25/2021

     103,802  
  70,000   

5.88%, 10/25/2024

     71,750  
  275,000   

6.63%, 07/26/2021

     291,725  
  270,000   

7.25%, 01/25/2022

     293,625  
  90,000   

7.25%, 09/25/2023

     98,213  
       

 

 

 

          4,039,813  
       

 

 

 


 

The Hartford Total Return Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Electric - 1.3%

  
    

AES Corp.

  
$   485,000   

4.88%, 05/15/2023

   $ 491,072  
    

Berkshire Hathaway Energy Co.

  
  950,000   

3.25%, 04/15/2028

     986,288  
    

Cleco Corporate Holdings LLC

                                   
  70,000   

4.97%, 05/01/2046

     75,927  
    

Commonwealth Edison Co.

  
  1,335,000   

3.65%, 06/15/2046

     1,392,996  
    

Dominion Energy South Carolina, Inc.

  
  535,000   

4.25%, 08/15/2028

     598,137  
    

DTE Energy Co.

  
  850,000   

1.50%, 10/01/2019

     848,829  
    

Duke Energy Carolinas LLC

  
  575,000   

4.25%, 12/15/2041

     635,480  
    

Duke Energy Florida LLC

  
  1,595,000   

3.40%, 10/01/2046

     1,573,007  
    

Duke Energy Progress LLC

  
  1,435,000   

4.38%, 03/30/2044

     1,637,426  
    

Exelon Corp.

  
  370,000   

2.45%, 04/15/2021

     369,245  
  1,880,000   

2.85%, 06/15/2020

     1,884,721  
  2,095,000   

3.95%, 06/15/2025

     2,232,466  
    

Fortis, Inc.

  
  520,000   

2.10%, 10/04/2021

     514,850  
    

Georgia Power Co.

  
  3,407,000   

2.00%, 09/08/2020

     3,389,899  
    

IPALCO Enterprises, Inc.

  
  1,230,000   

3.70%, 09/01/2024

     1,264,420  
    

NextEra Energy Capital Holdings, Inc.

  
  2,275,000   

3.15%, 04/01/2024

     2,335,982  
    

Oncor Electric Delivery Co. LLC

  
  495,000   

5.75%, 03/15/2029

     615,702  
    

Public Service Enterprise Group, Inc.

  
  1,630,000   

2.88%, 06/15/2024

     1,648,756  
    

Puget Energy, Inc.

  
  1,925,000   

3.65%, 05/15/2025

     1,971,751  
    

Southern Co.

  
  490,000   

2.95%, 07/01/2023

     500,300  
  1,270,000   

3.25%, 07/01/2026

     1,295,967  
       

 

 

 

          26,263,221  
       

 

 

 

    

Electronics - 0.0%

  
    

Fortive Corp.

  
  760,000   

2.35%, 06/15/2021

     756,957  
       

 

 

 

    

Engineering & Construction - 0.6%

  
    

Fluor Corp.

  
  2,095,000   

4.25%, 09/15/2028

     2,181,662  
    

International Airport Finance S.A.

  
  3,620,000   

12.00%, 03/15/2033(1)(10)

     4,068,880  
    

SBA Tower Trust

  
  4,130,000   

3.17%, 04/09/2047(1)

     4,156,079  
  2,040,000   

3.45%, 03/15/2048(1)

     2,090,892  
       

 

 

 

          12,497,513  
       

 

 

 

    

Entertainment - 0.1%

  
    

GLP Capital L.P. / GLP Financing II, Inc.

  
  1,080,000   

5.30%, 01/15/2029

     1,169,856  
    

WMG Acquisition Corp.

  
  425,000   

4.88%, 11/01/2024(1)

     436,687  
  185,000   

5.00%, 08/01/2023(1)

     188,238  
       

 

 

 

          1,794,781  
       

 

 

 

    

Environmental Control - 0.1%

  
    

Clean Harbors, Inc.

  
  123,000   

4.88%, 07/15/2027(1)

     126,536  
  105,000   

5.13%, 07/15/2029(1)

     110,675  


 

The Hartford Total Return Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Waste Management, Inc.

  
$   1,035,000   

3.20%, 06/15/2026

   $ 1,076,278  
  410,000   

3.45%, 06/15/2029

     431,613  
  280,000   

4.15%, 07/15/2049

     309,485  
       

 

 

 

          2,054,587  
       

 

 

 

    

Food - 0.5%

  
    

Conagra Brands, Inc.

  
  635,000   

3.03%, 10/22/2020, 3 mo. USD LIBOR + 0.750%(2)

     635,261  
  655,000   

4.30%, 05/01/2024

     695,577  
  240,000   

4.60%, 11/01/2025

     260,905  
    

Kraft Heinz Foods Co.

  
  2,465,000   

3.00%, 06/01/2026

     2,424,477  
  5,000   

4.38%, 06/01/2046

     4,801  
    

NBM U.S. Holdings, Inc.

  
  4,710,000   

7.00%, 05/14/2026(1)

     4,858,365  
    

TreeHouse Foods, Inc.

  
  285,000   

6.00%, 02/15/2024(1)

     294,975  
          9,174,361  
       

 

 

 

    

Food Service - 0.0%

  
    

Aramark Services, Inc.

  
  580,000   

5.00%, 02/01/2028(1)

     604,650  
       

 

 

 

    

Forest Products & Paper - 0.4%

                                   
    

Suzano Austria GmbH

  
  5,335,000   

5.00%, 01/15/2030(1)

     5,463,040  
  2,065,000   

6.00%, 01/15/2029(1)

     2,279,141  
       

 

 

 

          7,742,181  
       

 

 

 

    

Gas - 0.1%

  
    

AmeriGas Partners L.P. / AmeriGas Finance Corp.

  
  40,000   

5.63%, 05/20/2024

     42,450  
  365,000   

5.88%, 08/20/2026

     386,900  
    

Sempra Energy

  
  1,260,000   

2.40%, 02/01/2020

     1,258,709  
       

 

 

 

          1,688,059  
       

 

 

 

    

Healthcare-Products - 0.3%

  
    

Becton Dickinson and Co.

  
  3,425,000   

3.36%, 06/06/2024

     3,538,895  
  943,000   

3.70%, 06/06/2027

     987,404  
    

Boston Scientific Corp.

  
  1,315,000   

4.00%, 03/01/2028

     1,421,246  
    

Thermo Fisher Scientific, Inc.

  
  320,000   

2.95%, 09/19/2026

     323,664  
  190,000   

3.00%, 04/15/2023

     193,849  
       

 

 

 

          6,465,058  
       

 

 

 

    

Healthcare-Services - 1.0%

  
    

Aetna, Inc.

  
  590,000   

2.80%, 06/15/2023

     591,163  
    

Anthem, Inc.

  
  1,895,000   

3.50%, 08/15/2024

     1,961,159  
  885,000   

3.65%, 12/01/2027

     916,576  
  320,000   

4.63%, 05/15/2042

     346,933  
    

CHS/Community Health Systems, Inc.

  
  480,000   

5.13%, 08/01/2021

     475,200  
  75,000   

6.25%, 03/31/2023

     71,812  
    

Cigna Corp.

  
  450,000   

2.76%, 03/17/2020, 3 mo. USD LIBOR + 0.350%(1)(2)

     450,364  
  1,150,000   

4.13%, 11/15/2025(1)

     1,221,234  
  6,410,000   

4.38%, 10/15/2028(1)

     6,952,060  
    

HCA, Inc.

  
  2,075,000   

4.13%, 06/15/2029

     2,125,568  
    

UnitedHealth Group, Inc.

  
  1,335,000   

2.38%, 08/15/2024

     1,334,647  
  1,415,000   

3.50%, 08/15/2039

     1,424,931  


 

The Hartford Total Return Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   780,000   

3.70%, 12/15/2025

   $ 830,711  
  330,000   

3.70%, 08/15/2049

     333,749  
  187,000   

3.75%, 07/15/2025

     199,543  
  535,000   

4.75%, 07/15/2045

     628,415  
       

 

 

 

          19,864,065  
       

 

 

 

    

Home Builders - 0.1%

                                   
    

Lennar Corp.

  
  530,000   

4.75%, 11/29/2027

     556,500  
    

PulteGroup, Inc.

  
  285,000   

5.50%, 03/01/2026

     307,088  
    

Toll Brothers Finance Corp.

  
  475,000   

4.88%, 11/15/2025

     499,937  
       

 

 

 

          1,363,525  
       

 

 

 

    

Insurance - 0.3%

  
    

CNO Financial Group, Inc.

  
  660,000   

5.25%, 05/30/2025

     711,150  
    

Genworth Holdings, Inc.

  
  10,000   

4.80%, 02/15/2024

     9,200  
  350,000   

4.90%, 08/15/2023

     325,500  
  15,000   

7.63%, 09/24/2021

     15,525  
    

Marsh & McLennan Cos., Inc.

  
  1,275,000   

3.88%, 03/15/2024

     1,350,196  
  815,000   

4.38%, 03/15/2029

     906,894  
  1,025,000   

4.75%, 03/15/2039

     1,197,711  
    

Massachusetts Mutual Life Insurance Co.

  
  175,000   

8.88%, 06/01/2039(1)

     289,564  
    

MGIC Investment Corp.

  
  380,000   

5.75%, 08/15/2023

     412,775  
    

Unum Group

  
  595,000   

4.00%, 06/15/2029

     610,555  
    

Willis North America, Inc.

  
  795,000   

3.60%, 05/15/2024

     822,081  
       

 

 

 

          6,651,151  
       

 

 

 

    

Internet - 0.7%

  
    

Alibaba Group Holding Ltd.

  
  2,680,000   

3.40%, 12/06/2027

     2,732,613  
  815,000   

4.00%, 12/06/2037

     853,509  
  850,000   

4.20%, 12/06/2047

     909,749  
    

Amazon.com, Inc.

  
  660,000   

2.80%, 08/22/2024

     676,049  
  2,030,000   

3.88%, 08/22/2037

     2,248,043  
    

Symantec Corp.

  
  140,000   

5.00%, 04/15/2025(1)

     142,803  
    

Tencent Holdings Ltd.

  
  1,670,000   

2.99%, 01/19/2023(1)

     1,686,575  
  1,105,000   

3.60%, 01/19/2028(1)

     1,139,447  
  2,665,000   

3.98%, 04/11/2029(1)

     2,809,539  
       

 

 

 

          13,198,327  
       

 

 

 

    

Iron/Steel - 0.2%

  
    

Commercial Metals Co.

  
  285,000   

5.38%, 07/15/2027

     286,425  
    

Steel Dynamics, Inc.

  
  200,000   

5.50%, 10/01/2024

     206,442  
    

Vale Overseas Ltd.

  
  1,985,000   

6.25%, 08/10/2026

     2,235,110  
  340,000   

6.88%, 11/10/2039

     416,092  
       

 

 

 

          3,144,069  
       

 

 

 

    

IT Services - 0.4%

  
    

Apple, Inc.

  
  505,000   

3.45%, 02/09/2045

     508,065  
  355,000   

4.38%, 05/13/2045

     407,704  
    

Hewlett Packard Enterprise Co.

  
  175,000   

6.35%, 10/15/2045

     197,808  


 

The Hartford Total Return Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

IBM Credit LLC

                                   
$   250,000   

2.99%, 11/30/2020, 3 mo. USD LIBOR + 0.47%(2)

   $ 251,218  
    

International Business Machines Corp.

  
  1,800,000   

3.00%, 05/15/2024

     1,841,705  
  2,790,000   

3.30%, 05/15/2026

     2,897,162  
  2,900,000   

3.50%, 05/15/2029

     3,039,314  
       

 

 

 

          9,142,976  
       

 

 

 

    

Leisure Time - 0.0%

  
    

VOC Escrow Ltd.

  
  135,000   

5.00%, 02/15/2028(1)

     137,531  
       

 

 

 

    

Lodging - 0.1%

  
    

Hilton Domestic Operating Co., Inc.

  
  230,000   

5.13%, 05/01/2026

     238,938  
    

Las Vegas Sands Corp.

  
  910,000   

3.50%, 08/18/2026

     913,251  
    

Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp.

  
  50,000   

5.25%, 05/15/2027(1)

     51,250  
  75,000   

5.50%, 03/01/2025(1)

     78,656  
       

 

 

 

          1,282,095  
       

 

 

 

    

Machinery - Construction & Mining - 0.0%

  
    

BWX Technologies, Inc.

  
  145,000   

5.38%, 07/15/2026(1)

     150,075  
       

 

 

 

    

Media - 1.6%

  
    

CBS Corp.

  
  960,000   

4.20%, 06/01/2029

     1,019,090  
    

CCO Holdings LLC / CCO Holdings Capital Corp.

  
  30,000   

5.13%, 05/01/2027(1)

     30,938  
  170,000   

5.75%, 02/15/2026(1)

     179,088  
    

Charter Communications Operating LLC / Charter Communications Operating Capital

  
  2,400,000   

4.20%, 03/15/2028

     2,491,791  
  305,000   

5.13%, 07/01/2049

     310,908  
  465,000   

5.75%, 04/01/2048

     510,249  
  1,355,000   

6.48%, 10/23/2045

     1,599,645  
    

Comcast Corp.

  
  600,000   

2.35%, 01/15/2027

     585,899  
  545,000   

3.20%, 07/15/2036

     537,319  
  570,000   

3.95%, 10/15/2025

     613,484  
  40,000   

4.05%, 11/01/2052

     42,585  
  825,000   

4.15%, 10/15/2028

     909,237  
  860,000   

4.25%, 10/15/2030

     962,804  
  630,000   

4.60%, 10/15/2038

     729,984  
  430,000   

4.95%, 10/15/2058

     522,542  
    

Cox Communications, Inc.

  
  2,596,000   

3.15%, 08/15/2024(1)

     2,642,027  
  462,000   

4.80%, 02/01/2035(1)

     475,003  
    

CSC Holdings LLC

  
  310,000   

5.50%, 04/15/2027(1)

     324,725  
    

Discovery Communications LLC

  
  1,108,000   

3.80%, 03/13/2024

     1,147,959  
  927,000   

3.95%, 06/15/2025

     960,258  
  500,000   

4.90%, 03/11/2026

     548,314  
  1,065,000   

5.00%, 09/20/2037

     1,128,668  
  370,000   

5.30%, 05/15/2049

     399,583  
  1,570,000   

6.35%, 06/01/2040

     1,860,109  
    

DISH DBS Corp.

  
  505,000   

5.88%, 11/15/2024

     469,660  
    

Fox Corp.

  
  2,230,000   

4.03%, 01/25/2024(1)

     2,361,511  
    

NBCUniversal Media LLC

  
  1,104,000   

5.95%, 04/01/2041

     1,465,111  
    

Time Warner Cable LLC

  
  1,287,000   

4.50%, 09/15/2042

     1,219,917  
    

Time Warner Entertainment Co. L.P.

  
  2,535,000   

8.38%, 07/15/2033

     3,474,545  


 

The Hartford Total Return Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Viacom, Inc.

                                   
$   1,960,000   

4.25%, 09/01/2023

   $ 2,064,368  
  584,000   

4.38%, 03/15/2043

     581,324  
  45,000   

5.88%, 02/28/2057, (5.88% fixed rate until 02/28/2022; 3 mo. USD LIBOR + 3.895% thereafter)(12)

     46,575  
  50,000   

6.25%, 02/28/2057, (6.25% fixed rate until 02/28/2027; 3 mo. USD LIBOR + 3.899% thereafter)(12)

     52,848  
    

Videotron Ltd.

  
  70,000   

5.13%, 04/15/2027(1)

     73,325  
  480,000   

5.38%, 06/15/2024(1)

     513,600  
       

 

 

 

          32,854,993  
       

 

 

 

    

Mining - 0.3%

  
    

Anglo American Capital plc

  
  480,000   

4.50%, 03/15/2028(1)

     502,393  
  745,000   

4.75%, 04/10/2027(1)

     790,198  
  1,710,000   

4.88%, 05/14/2025(1)

     1,839,151  
    

Glencore Funding LLC

  
  2,405,000   

4.88%, 03/12/2029(1)

     2,550,424  
    

Kaiser Aluminum Corp.

  
  460,000   

5.88%, 05/15/2024

     478,400  
       

 

 

 

          6,160,566  
       

 

 

 

    

Miscellaneous Manufacturing - 0.0%

  
    

Ingersoll-Rand Global Holding Co., Ltd.

  
  810,000   

2.90%, 02/21/2021

     814,083  
       

 

 

 

    

Oil & Gas - 1.4%

  
    

Aker BP ASA

  
  150,000   

5.88%, 03/31/2025(1)

     157,875  
    

Canadian Natural Resources Ltd.

  
CAD   1,000,000   

2.60%, 12/03/2019

     758,903  
$   2,870,000   

3.85%, 06/01/2027

     2,968,955  
    

Cimarex Energy Co.

  
  2,325,000   

4.38%, 03/15/2029

     2,433,717  
    

EnCana Corp.

  
  800,000   

3.90%, 11/15/2021

     817,448  
    

Hess Corp.

  
  215,000   

5.60%, 02/15/2041

     227,298  
  76,000   

6.00%, 01/15/2040

     82,599  
  2,121,000   

7.13%, 03/15/2033

     2,589,139  
  675,000   

7.30%, 08/15/2031

     824,608  
    

Kerr-McGee Corp.

  
  1,445,000   

6.95%, 07/01/2024

     1,690,997  
    

Marathon Oil Corp.

  
  491,000   

3.85%, 06/01/2025

     508,179  
    

Marathon Petroleum Corp.

  
  295,000   

3.80%, 04/01/2028

     301,690  
    

Medco Oak Tree Pte Ltd.

  
  2,825,000   

7.38%, 05/14/2026(1)

     2,849,941  
    

MEG Energy Corp.

  
  290,000   

6.50%, 01/15/2025(1)

     290,000  
    

Nabors Industries, Inc.

  
  140,000   

4.63%, 09/15/2021

     137,200  
    

Noble Energy, Inc.

  
  1,530,000   

5.05%, 11/15/2044

     1,632,675  
    

Petroleos Mexicanos

  
  250,000   

6.00%, 03/05/2020

     253,390  
  200,000   

6.50%, 01/23/2029

     195,450  
  1,465,000   

6.63%, 06/15/2035

     1,367,211  
    

QEP Resources, Inc.

  
  285,000   

5.25%, 05/01/2023

     259,350  
    

Saudi Arabian Oil Co.

  
  1,929,000   

2.88%, 04/16/2024(1)

     1,945,286  
    

Sinopec Group Overseas Development Ltd.

  
  370,000   

1.75%, 09/29/2019(9)

     369,578  
    

SM Energy Co.

  


 

The Hartford Total Return Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   130,000   

6.13%, 11/15/2022

   $ 127,075  
  140,000   

6.75%, 09/15/2026(10)

     126,000  
    

Sunoco L.P. / Sunoco Finance Corp.

                                   
  290,000   

5.50%, 02/15/2026

     300,875  
    

Tullow Oil plc

  
  1,870,000   

7.00%, 03/01/2025(1)

     1,881,688  
    

Valero Energy Corp.

  
  595,000   

4.00%, 04/01/2029

     620,675  
  1,225,000   

4.35%, 06/01/2028

     1,311,378  
    

WPX Energy, Inc.

  
  455,000   

5.25%, 09/15/2024

     457,275  
    

YPF S.A.

  
ARS   81,010,352   

16.50%, 05/09/2022(1)

     1,072,250  
       

 

 

 

          28,558,705  
       

 

 

 

    

Packaging & Containers - 0.2%

  
    

Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.

  
$   200,000   

4.13%, 08/15/2026(1)(6)

     200,250  
    

Owens-Brockway Glass Container, Inc.

  
  620,000   

5.88%, 08/15/2023(1)

     667,275  
    

Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu

  
  265,000   

5.13%, 07/15/2023(1)

     269,637  
    

WRKCo, Inc.

  
  2,020,000   

4.65%, 03/15/2026

     2,198,121  
       

 

 

 

          3,335,283  
       

 

 

 

    

Pharmaceuticals - 1.1%

  
    

Allergan Finance LLC

  
  1,020,000   

4.63%, 10/01/2042

     1,029,804  
    

Allergan Funding SCS

  
  935,000   

3.45%, 03/15/2022

     952,479  
    

Bausch Health Cos., Inc.

  
  245,000   

6.50%, 03/15/2022(1)

     254,004  
  95,000   

7.00%, 03/15/2024(1)

     100,225  
    

Baxalta, Inc.

  
  77,000   

3.60%, 06/23/2022

     78,680  
    

Bayer U.S. Finance LLC

  
  3,660,000   

4.25%, 12/15/2025(1)

     3,842,242  
    

Bristol-Myers Squibb Co.

  
  1,255,000   

3.40%, 07/26/2029(1)

     1,311,743  
    

CVS Health Corp.

  
  2,650,000   

4.10%, 03/25/2025

     2,788,640  
  1,640,000   

5.05%, 03/25/2048

     1,777,545  
  1,420,000   

5.13%, 07/20/2045

     1,539,793  
    

GlaxoSmithKline Capital, Inc.

  
  2,315,000   

3.63%, 05/15/2025

     2,457,224  
    

IQVIA, Inc.

  
  405,000   

4.88%, 05/15/2023(1)

     414,214  
    

Mylan N.V.

  
  220,000   

5.25%, 06/15/2046

     225,727  
    

Mylan, Inc.

  
  1,170,000   

4.55%, 04/15/2028

     1,231,950  
    

Shire Acquisitions Investments Ireland DAC

  
  1,450,000   

2.40%, 09/23/2021

     1,446,694  
    

Teva Pharmaceutical Finance Netherlands B.V.

  
  2,595,000   

3.15%, 10/01/2026

     2,023,809  
       

 

 

 

          21,474,773  
       

 

 

 

    

Pipelines - 1.1%

  
    

Andeavor Logistics L.P. / Tesoro Logistics Finance Corp.

  
  890,000   

4.25%, 12/01/2027

     933,997  
  155,000   

6.25%, 10/15/2022

     158,784  
    

Cheniere Corpus Christi Holdings LLC

  
  270,000   

5.88%, 03/31/2025

     297,027  
    

DCP Midstream Operating L.P.

  
  100,000   

3.88%, 03/15/2023

     101,375  


 

The Hartford Total Return Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   200,000   

4.95%, 04/01/2022

   $ 207,750  
  70,000   

5.60%, 04/01/2044

     65,100  
    

Enbridge, Inc.

                                   
CAD   265,000   

4.53%, 03/09/2020

     203,609  
  295,000   

4.77%, 09/02/2019

     224,013  
    

Energy Transfer Operating L.P.

  
$   405,000   

4.20%, 09/15/2023

     424,552  
  855,000   

4.50%, 04/15/2024

     908,352  
  2,705,000   

5.25%, 04/15/2029

     3,022,808  
  350,000   

5.50%, 06/01/2027

     392,142  
  330,000   

6.25%, 04/15/2049

     392,404  
    

Enterprise Products Operating LLC

  
  1,395,000   

3.13%, 07/31/2029

     1,402,967  
    

EQM Midstream Partners L.P.

  
  1,141,000   

4.13%, 12/01/2026

     1,093,688  
  175,000   

4.75%, 07/15/2023

     179,087  
  1,040,000   

5.50%, 07/15/2028

     1,045,061  
    

MPLX L.P.

  
  955,000   

4.70%, 04/15/2048

     965,261  
  265,000   

5.20%, 03/01/2047

     284,102  
    

Sabine Pass Liquefaction LLC

  
  200,000   

4.20%, 03/15/2028

     209,038  
    

Sunoco Logistics Partners Operations L.P.

  
  1,205,000   

4.00%, 10/01/2027

     1,243,461  
  165,000   

5.30%, 04/01/2044

     170,166  
    

Texas Eastern Transmission L.P.

  
  875,000   

2.80%, 10/15/2022(1)

     872,318  
  665,000   

3.50%, 01/15/2028(1)

     682,624  
    

TransCanada PipeLines Ltd.

  
  1,670,000   

4.63%, 03/01/2034

     1,862,058  
  540,000   

4.75%, 05/15/2038

     597,081  
  180,000   

6.10%, 06/01/2040

     225,084  
    

Valero Energy Partners L.P.

  
  1,585,000   

4.50%, 03/15/2028

     1,708,534  
    

Western Midstream Operating L.P.

  
  2,240,000   

4.50%, 03/01/2028

     2,229,097  
  1,040,000   

4.75%, 08/15/2028

     1,043,445  
       

 

 

 

          23,144,985  
       

 

 

 

    

Real Estate Investment Trusts - 0.1%

  
    

Equinix, Inc.

  
  95,000   

5.38%, 04/01/2023

     96,900  
  290,000   

5.88%, 01/15/2026

     308,038  
    

HCP, Inc.

  
  670,000   

3.25%, 07/15/2026

     677,855  
       

 

 

 

          1,082,793  
       

 

 

 

    

Retail - 0.4%

  
    

1011778 BC ULC / New Red Finance, Inc.

  
  150,000   

4.25%, 05/15/2024(1)

     153,303  
    

Dollar Tree, Inc.

  
  265,000   

3.00%, 04/17/2020, 3 mo. USD LIBOR + 0.700%(2)

     265,026  
    

Lowe’s Cos., Inc.

  
  2,660,000   

3.38%, 09/15/2025

     2,757,981  
  210,000   

3.70%, 04/15/2046

     199,798  
    

McDonald’s Corp.

  
  1,495,000   

3.35%, 04/01/2023

     1,549,376  
    

Suburban Propane Partners L.P. / Suburban Energy Finance Corp.

  
  285,000   

5.88%, 03/01/2027

     287,850  
    

United Rentals North America, Inc.

  
  435,000   

4.88%, 01/15/2028

     443,652  
    

Walmart, Inc.

  
  2,530,000   

3.40%, 06/26/2023

     2,644,994  
    

William Carter Co.

  
  195,000   

5.63%, 03/15/2027(1)

     204,750  
       

 

 

 

          8,506,730  
       

 

 

 


 

The Hartford Total Return Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Semiconductors - 1.3%

                                   
    

Broadcom Corp. / Broadcom Cayman Finance Ltd.

  
$   250,000   

3.13%, 01/15/2025

   $ 242,578  
  3,605,000   

3.63%, 01/15/2024

     3,642,603  
  5,285,000   

3.88%, 01/15/2027

     5,169,772  
    

Broadcom, Inc.

  
  3,720,000   

4.75%, 04/15/2029(1)

     3,789,257  
    

Entegris, Inc.

  
  250,000   

4.63%, 02/10/2026(1)

     253,538  
    

Intel Corp.

  
  740,000   

4.10%, 05/19/2046

     820,486  
    

Microchip Technology, Inc.

  
  1,335,000   

4.33%, 06/01/2023

     1,388,973  
    

Micron Technology, Inc.

  
  4,630,000   

4.98%, 02/06/2026

     4,905,791  
    

NXP B.V. / NXP Funding LLC

  
  4,760,000   

4.88%, 03/01/2024(1)

     5,105,590  
    

Qorvo, Inc.

  
  230,000   

5.50%, 07/15/2026

     242,259  
    

Sensata Technologies B.V.

  
  300,000   

5.00%, 10/01/2025(1)

     315,744  
    

Sensata Technologies UK Financing Co. plc

  
  211,000   

6.25%, 02/15/2026(1)

     223,396  
       

 

 

 

          26,099,987  
       

 

 

 

    

Software - 0.3%

  
    

CDK Global, Inc.

  
  150,000   

4.88%, 06/01/2027

     155,077  
  30,000   

5.88%, 06/15/2026

     31,913  
    

Fidelity National Information Services, Inc.

  
  680,000   

4.25%, 05/15/2028

     745,126  
    

Fiserv, Inc.

  
  1,560,000   

3.20%, 07/01/2026

     1,591,814  
    

Microsoft Corp.

  
  830,000   

3.70%, 08/08/2046

     899,670  
  1,025,000   

3.95%, 08/08/2056

     1,135,547  
    

MSCI, Inc.

  
  360,000   

5.25%, 11/15/2024(1)

     370,692  
  65,000   

5.75%, 08/15/2025(1)

     67,743  
    

Open Text Corp.

  
  255,000   

5.88%, 06/01/2026(1)

     272,139  
    

Oracle Corp.

  
  665,000   

4.00%, 11/15/2047

     713,350  
    

Western Digital Corp.

  
  250,000   

4.75%, 02/15/2026

     247,187  
       

 

 

 

          6,230,258  
       

 

 

 

    

Telecommunications - 2.0%

  
    

AT&T, Inc.

  
  335,000   

2.95%, 01/15/2020, 3 mo. USD LIBOR + 0.650%(2)

     335,700  
  2,555,000   

3.80%, 02/15/2027

     2,664,751  
  480,000   

4.10%, 02/15/2028

     509,937  
  255,000   

4.25%, 03/01/2027

     274,277  
  3,121,000   

4.30%, 02/15/2030

     3,352,349  
  2,300,000   

4.35%, 03/01/2029

     2,483,871  
  430,000   

4.35%, 06/15/2045

     432,499  
  1,160,000   

4.50%, 05/15/2035

     1,235,590  
    

GTP Acquisition Partners LLC

  
  4,500,000   

3.48%, 06/15/2050(1)

     4,635,886  
    

Nokia Oyj

  
  10,000   

4.38%, 06/12/2027

     10,325  
  455,000   

6.63%, 05/15/2039

     509,600  
    

Rogers Communications, Inc.

  
CAD   500,000   

5.38%, 11/04/2019

     381,846  
    

Sprint Corp.

  
$   325,000   

7.13%, 06/15/2024

     355,875  


 

The Hartford Total Return Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC

                                   
$   4,405,000   

5.15%, 09/20/2029(1)

   $ 4,680,312  
    

Telecom Italia Capital S.A.

  
  145,000   

6.00%, 09/30/2034

     147,175  
  215,000   

7.72%, 06/04/2038

     248,325  
    

Telefonica Celular del Paraguay S.A.

  
  2,045,000   

5.88%, 04/15/2027(1)

     2,155,594  
    

Telefonica Emisiones S.A.

  
  525,000   

4.67%, 03/06/2038

     560,384  
  885,000   

4.90%, 03/06/2048

     968,617  
  775,000   

5.21%, 03/08/2047

     876,368  
  840,000   

5.52%, 03/01/2049

     995,727  
    

Verizon Communications, Inc.

  
  665,000   

3.07%, 05/22/2020, 3 mo. USD LIBOR + 0.550%(2)

     667,097  
  855,000   

3.88%, 02/08/2029

     920,833  
  985,000   

4.02%, 12/03/2029(1)

     1,068,451  
  1,971,000   

4.27%, 01/15/2036

     2,139,940  
  465,000   

4.40%, 11/01/2034

     515,501  
  1,525,000   

4.50%, 08/10/2033

     1,726,720  
  2,020,000   

4.81%, 03/15/2039

     2,322,046  
  735,000   

5.25%, 03/16/2037

     885,003  
    

Vodafone Group plc

  
  2,085,000   

4.38%, 05/30/2028

     2,264,624  
       

 

 

 

          40,325,223  
       

 

 

 

    

Transportation - 0.3%

  
    

CSX Corp.

  
  1,885,000   

3.25%, 06/01/2027

     1,945,205  
    

Penske Truck Leasing Co. L.P. / PTL Finance Corp.

  
  2,075,000   

3.45%, 07/01/2024(1)

     2,141,139  
    

Union Pacific Corp.

  
  2,495,000   

4.38%, 09/10/2038

     2,781,372  
       

 

 

 

          6,867,716  
       

 

 

 

    

Trucking & Leasing - 0.1%

  
    

Avolon Holdings Funding Ltd.

  
  1,325,000   

4.38%, 05/01/2026(1)

     1,370,342  
       

 

 

 

    

Water - 0.0%

  
    

American Water Capital Corp.

  
  840,000   

4.15%, 06/01/2049

     920,578  
       

 

 

 

    

Total Corporate Bonds
(cost $560,410,442)

   $ 581,828,961  
       

 

 

 

Escrows - 0.0%(13)

     
    

Energy-Alternate Sources - 0.0%

  
  350,000   

TCEH Corp.*(7)(8)

      
       

 

 

 

    

Total Escrows
(cost $—)

   $  
       

 

 

 

Foreign Government Obligations - 3.3%

  
    

Argentina - 0.1%

  
    

Argentine Republic Government International Bond

  
EUR   1,665,000   

5.25%, 01/15/2028

     1,372,690  
       

 

 

 

    

Canada - 0.1%

  
    

City of Montreal Canada

  
CAD   900,000   

5.45%, 12/01/2019

     690,043  
    

Hydro Quebec Interest Strip

  
  500,000   

0.00%, 08/15/2019(14)

     378,610  
    

Ontario Hydro Corp. Coupon Strip

  
  286,000   

0.00%, 10/15/2019(14)

     215,824  
    

Province of Manitoba Canada Treasury Bill

  
  500,000   

1.71%, 09/18/2019(15)

     377,959  
    

Province of Ontario Canada

  
  485,000   

2.10%, 09/08/2019

     367,546  
    

Province of Ontario Canada Generic Coupon Strip

  
  120,000   

0.00%, 11/03/2019(14)

     90,477  


 

The Hartford Total Return Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Quebec T-Bill

                                   
  250,000   

1.72%, 08/02/2019(15)

   $ 189,406  
       

 

 

 

          2,309,865  
       

 

 

 

    

Dominican Republic - 0.2%

  
    

Dominican Republic International Bond

  
$   4,445,000   

6.40%, 06/05/2049(1)

     4,733,969  
       

 

 

 

    

Egypt - 0.0%

  
    

Egypt Government International Bond

  
  725,000   

8.50%, 01/31/2047(9)

     790,395  
       

 

 

 

    

Ghana - 0.1%

  
    

Ghana Government International Bond

  
  1,165,000   

8.63%, 06/16/2049(1)

     1,180,707  
       

 

 

 

    

Hungary - 0.0%

  
    

Hungary Government International Bond

  
  580,000   

6.38%, 03/29/2021

     615,867  
       

 

 

 

    

Italy - 0.1%

  
    

Italy Buoni Ordinari del Tesoro BOT

  
EUR   280,000   

0.26%, 10/14/2019(9)(15)

     310,107  
    

Italy Buoni Poliennali Del Tesoro

  
  245,000   

1.50%, 08/01/2019

     271,215  
  650,000   

4.25%, 09/01/2019(9)

     722,016  
    

Italy Certificati di Credito del Tesoro

  
  165,000   

0.18%, 10/30/2019(15)

     182,745  
  165,000   

0.97%, 11/15/2019, 6 mo. EURIBOR + 1.200%(2)

     183,268  
       

 

 

 

          1,669,351  
       

 

 

 

    

Japan - 0.7%

  
    

Deposit Insurance Corp. of Japan

  
JPY   100,000,000   

0.10%, 01/17/2020

     919,692  
    

Japan Bank for International Cooperation

  
$   400,000   

2.67%, 07/21/2020, 3 mo. USD LIBOR + 0.390%(2)

     401,212  
    

Japan Treasury Discount Bill

  
JPY   23,900,000   

0.13%, 10/28/2019(15)

     219,754  
  81,100,000   

0.14%, 10/21/2019(15)

     745,669  
  29,950,000   

0.14%, 09/09/2019(15)

     275,332  
  149,900,000   

0.15%, 09/17/2019(15)

     1,378,073  
  20,750,000   

0.15%, 08/05/2019(15)

     190,736  
  399,400,000   

0.15%, 08/26/2019(15)

     3,671,542  
  314,850,000   

0.15%, 08/19/2019(15)

     2,894,245  
  20,400,000   

0.16%, 09/02/2019(15)

     187,534  
  400,000,000   

0.16%, 08/13/2019(15)

     3,676,920  
       

 

 

 

          14,560,709  
       

 

 

 

    

Panama - 0.1%

  
    

Panama Government International Bond

  
$   1,310,000   

3.16%, 01/23/2030

     1,321,790  
       

 

 

 

    

Qatar - 0.6%

  
    

Qatar Government International Bond

  
  6,330,000   

4.00%, 03/14/2029(1)

     6,895,535  
  4,640,000   

4.82%, 03/14/2049(1)

     5,370,800  
       

 

 

 

          12,266,335  
       

 

 

 

    

Romania - 0.4%

  
    

Romanian Government International Bond

  
EUR   1,079,000   

4.63%, 04/03/2049(1)

     1,484,402  
  4,130,000   

4.63%, 04/03/2049(9)

     5,681,725  
$   980,000   

6.13%, 01/22/2044(9)

     1,242,915  
       

 

 

 

          8,409,042  
       

 

 

 

    

Senegal - 0.1%

  
    

Senegal Government International Bond

  
  2,000,000   

6.25%, 05/23/2033(9)

     1,981,100  
       

 

 

 

    

South Korea - 0.0%

  
    

Export-Import Bank of Korea

  
  445,000   

2.74%, 10/21/2019, 3 mo. USD LIBOR + 0.460%(2)

     445,136  


 

The Hartford Total Return Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Korea Development Bank

                                   
$   200,000   

2.97%, 02/27/2020, 3 mo. USD LIBOR + 0.450%(2)

   $ 200,191  
  200,000   

2.99%, 03/12/2021, 3 mo. USD LIBOR + 0.550%(2)

     200,515  
       

 

 

 

          845,842  
       

 

 

 

    

Spain - 0.1%

  
    

Spain Letras del Tesoro

  
EUR   1,005,000   

0.00%, 08/16/2019(14)

     1,112,762  
  100,000   

0.00%, 10/11/2019(14)

     110,817  
       

 

 

 

          1,223,579  
       

 

 

 

    

Supranational - 0.5%

  
    

Inter-American Development Bank

  
AUD   13,340,000   

2.75%, 10/30/2025(9)

     9,832,918  
       

 

 

 

    

Tunisia - 0.2%

  
    

Banque Centrale de Tunisie International Bond

  
EUR   1,505,000   

6.38%, 07/15/2026(1)

     1,666,569  
  2,210,000   

6.75%, 10/31/2023(1)

     2,520,110  
       

 

 

 

          4,186,679  
       

 

 

 

    

Total Foreign Government Obligations
(cost $66,020,998)

   $ 67,300,838  
       

 

 

 

Municipal Bonds - 0.7%

  
    

Development - 0.0%

  
    

California State, GO Taxable

  
$   235,000   

7.30%, 10/01/2039

   $ 357,456  
       

 

 

 

    

Education - 0.1%

  
    

Chicago, IL, Board of Education

  
  295,000   

6.14%, 12/01/2039

     318,913  
  1,660,000   

6.32%, 11/01/2029

     1,811,475  
       

 

 

 

          2,130,388  
       

 

 

 

    

General Obligation - 0.5%

  
    

California State, GO Taxable

  
  1,235,000   

7.55%, 04/01/2039

     1,980,606  
    

City of Chicago, IL, GO

  
  1,498,000   

7.38%, 01/01/2033

     1,775,474  
    

State of Illinois

  
  3,063,273   

4.95%, 06/01/2023(10)

     3,194,044  
  210,000   

5.00%, 01/01/2023

     218,398  
  520,000   

5.56%, 02/01/2021

     537,805  
  840,000   

6.88%, 07/01/2025

     955,097  
       

 

 

 

          8,661,424  
       

 

 

 

    

Utility - Electric - 0.1%

  
    

Municipal Electric Auth, GA

  
  1,593,000   

6.64%, 04/01/2057

     2,045,699  
       

 

 

 

    

Total Municipal Bonds
(cost $12,363,284)

   $ 13,194,967  
       

 

 

 

Senior Floating Rate Interests - 2.3%(16)

  
    

Advertising - 0.0%

  
    

Acosta Holdco, Inc.

  
  462,066   

5.48%, 09/26/2021, 1 mo. USD LIBOR + 3.250%

   $ 161,229  
       

 

 

 

    

Aerospace/Defense - 0.1%

  
    

Circor International, Inc.

  
  339,890   

5.87%, 12/11/2024, 1 mo. USD LIBOR + 3.500%

     339,608  
    

TransDigm, Inc.

  
  441,880   

4.83%, 05/30/2025, 1 mo. USD LIBOR + 2.500%

     438,045  
       

 

 

 

          777,653  
       

 

 

 

    

Agriculture - 0.0%

  
    

Pinnacle Operating Corp.

  
  296,675   

7.73%, 11/15/2021, 1 mo. USD LIBOR + 5.500%

     229,428  
       

 

 

 

    

Auto Manufacturers - 0.0%

  
    

Navistar International Corp.

  
  197,000   

5.83%, 11/06/2024, 1 mo. USD LIBOR + 3.500%

     197,370  
       

 

 

 


 

The Hartford Total Return Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Auto Parts & Equipment - 0.1%

  
    

Adient U.S. LLC

                                   
$   225,000   

6.87%, 05/06/2024, 1 mo. USD LIBOR + 4.250%

   $ 216,000  
    

Altra Industrial Motion Corp.

  
  220,970   

4.23%, 10/01/2025, 1 mo. USD LIBOR + 2.000%

     220,141  
    

Panther BF Aggregator L.P.

  
EUR   635,000   

3.75%, 04/30/2026, 1 mo. EUR LIBOR + 3.750%

     702,945  
$   415,000   

5.73%, 04/30/2026, 1 mo. USD LIBOR + 3.500%

     414,743  
       

 

 

 

          1,553,829  
       

 

 

 

    

Biotechnology - 0.0%

  
    

Sotera Health Holdings LLC

  
  325,685   

5.23%, 05/15/2022, 1 mo. USD LIBOR + 3.000%

     322,021  
       

 

 

 

    

Chemicals - 0.1%

  
    

Cabot Microelectronics Corp.

  
  99,121   

4.50%, 11/14/2025, 1 mo. ICE LIBOR + 2.250%

     99,245  
    

CTC AcquiCo GmbH

  
EUR   198,780   

2.50%, 03/07/2025, 3 mo. EURIBOR + 2.500%

     215,748  
    

Hexion, Inc.

  
$   225,000   

0.00%, 06/25/2026, 1 mo. USD LIBOR + 3.500%(17)

     224,437  
    

LTI Holdings, Inc.

  
  124,063   

5.73%, 09/06/2025, 1 mo. USD LIBOR + 3.500%

     118,170  
    

Starfruit Finco B.V.

  
EUR   100,000   

3.75%, 10/01/2025, 3 mo. EURIBOR + 3.750%

     110,338  
$   99,750   

5.61%, 10/01/2025, 1 mo. USD LIBOR + 3.250%

     97,922  
    

Univar, Inc.

  
  400,044   

4.48%, 07/01/2024, 1 mo. USD LIBOR + 2.250%

     400,376  
       

 

 

 

          1,266,236  
       

 

 

 

    

Coal - 0.0%

  
    

Foresight Energy LLC

  
  623,840   

8.27%, 03/28/2022, 3 mo. USD LIBOR + 5.750%

     455,403  
       

 

 

 

    

Commercial Services - 0.2%

  
    

Allied Universal Holdco LLC

  
  34,125   

0.00%, 07/10/2026, 3 mo. USD LIBOR + 4.000%(17)(18)

     34,180  
  344,663   

6.51%, 07/10/2026, 3 mo. USD LIBOR + 4.250%

     345,218  
    

APX Group, Inc.

  
  287,825   

7.33%, 04/01/2024, 2 mo. USD LIBOR + 5.000%

     275,354  
    

Ascend Learning LLC

  
  211,238   

5.23%, 07/12/2024, 1 mo. USD LIBOR + 3.000%

     210,093  
    

Blackhawk Network Holdings, Inc.

  
  337,222   

5.23%, 06/15/2025, 1 mo. USD LIBOR + 3.000%

     336,237  
    

Capital Automotive L.P.

  
  146,027   

8.23%, 03/24/2025, 1 mo. USD LIBOR + 6.000%

     146,301  
    

Carbonite, Inc.

  
  88,182   

6.01%, 03/26/2026, 2 mo. USD LIBOR + 3.750%

     87,924  
    

Dun & Bradstreet Corp.

  
  450,000   

7.24%, 02/06/2026, 1 mo. USD LIBOR + 5.000%

     452,673  
    

Energizer Holdings, Inc.

  
  98,250   

4.69%, 12/17/2025, 1 mo. USD LIBOR + 2.250%

     98,066  
    

Quikrete Holdings, Inc.

  
  581,731   

4.98%, 11/15/2023, 1 mo. USD LIBOR + 2.750%

     576,478  
    

Techem GmbH

  
EUR   215,000   

3.75%, 07/31/2025, 3 mo. EURIBOR + 3.750%

     238,931  
    

Tempo Acquisition LLC

  
$   872,200   

5.23%, 05/01/2024, 1 mo. USD LIBOR + 3.000%

     873,290  
    

Verisure Holding AB

  
EUR   115,000   

3.50%, 10/21/2022, 3 mo. EURIBOR + 3.500%

     127,507  
    

Weight Watchers International, Inc.

  
$   111,567   

7.10%, 11/29/2024, 3 mo. USD LIBOR + 4.750%

     110,521  
    

Xerox Business Services LLC

  
  390,000   

4.73%, 12/07/2023, 1 mo. USD LIBOR + 2.500%

     382,688  
       

 

 

 

          4,295,461  
       

 

 

 


 

The Hartford Total Return Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Construction Materials - 0.0%

                                   
    

NCI Building Systems, Inc.

  
$   267,300   

6.12%, 04/12/2025, 3 mo. USD LIBOR + 3.750%

   $ 260,839  
    

Tamko Building Products, Inc.

  
  100,000   

5.56%, 04/23/2026, 1 mo. USD LIBOR + 3.250%

     100,250  
       

 

 

 

          361,089  
       

 

 

 

    

Distribution/Wholesale - 0.0%

  
    

Hamilton Holdco LLC

  
  143,550   

4.33%, 07/02/2025, 1 mo. USD LIBOR + 2.000%

     143,371  
       

 

 

 

    

Diversified Financial Services - 0.1%

  
    

AlixPartners LLP

  
EUR   99,750   

3.25%, 04/04/2024, 3 mo. USD LIBOR + 3.250%

     110,470  
$   360,066   

4.98%, 04/04/2024, 3 mo. USD LIBOR + 2.750%

     360,387  
    

Aretec Group, Inc.

  
  164,175   

6.48%, 10/01/2025, 3 mo. USD LIBOR + 4.250%

     160,276  
    

Crown Finance U.S., Inc.

  
EUR   98,750   

2.38%, 02/28/2025, 1 mo. EURIBOR + 2.375%

     109,043  
$   184,969   

4.48%, 02/28/2025, 1 mo. USD LIBOR + 2.250%

     184,193  
    

Financial & Risk U.S. Holdings, Inc.

  
  253,725   

5.98%, 10/01/2025, 1 mo. USD LIBOR + 3.750%

     253,453  
    

Minotaur Acquisition, Inc.

  
  139,650   

7.23%, 02/26/2026, 1 mo. USD LIBOR + 5.000%

     136,508  
    

Nets Holding A/S

  
EUR   194,028   

3.25%, 02/06/2025, 3 mo. EURIBOR + 3.250%

     213,620  
    

RP Crown Parent LLC

  
$   258,375   

4.98%, 10/12/2023, 1 mo. USD LIBOR + 2.750%

     257,600  
    

Victory Capital Holdings, Inc.

  
  341,864   

5.57%, 07/01/2026, 1 mo. USD LIBOR + 3.250%

     343,679  
       

 

 

 

          2,129,229  
       

 

 

 

    

Electric - 0.0%

  
    

Seadrill Partners Finco LLC

  
  275,003   

8.33%, 02/21/2021, 3 mo. USD LIBOR + 6.000%

     179,734  
       

 

 

 

    

Energy-Alternate Sources - 0.0%

  
    

BCP Renaissance Parent LLC

  
  242,550   

5.76%, 10/31/2024, 3 mo. USD LIBOR + 3.500%

     242,196  
    

Medallion Midland Acquisition LLC

  
  98,500   

5.48%, 10/30/2024, 1 mo. USD LIBOR + 3.250%

     97,022  
       

 

 

 

          339,218  
       

 

 

 

    

Engineering & Construction - 0.0%

  
    

Brand Energy & Infrastructure Services, Inc.

  
  508,313   

6.61%, 06/21/2024, 3 mo. USD LIBOR + 4.250%

     490,044  
    

Pike Corp.

  
  104,214   

0.00%, 07/19/2026, 1 mo. USD LIBOR + 3.250%(17)

     104,605  
    

Verra Mobility Corp.

  
  98,750   

5.98%, 02/28/2025, 1 mo. USD LIBOR + 3.750%

     99,079  
       

 

 

 

          693,728  
       

 

 

 

    

Entertainment - 0.0%

  
    

Scientific Games International, Inc.

  
  197,006   

4.98%, 08/14/2024, 2 mo. USD LIBOR + 2.750%

     195,807  
    

Wyndham Hotels & Resorts, Inc.

  
  109,175   

3.98%, 05/30/2025, 1 mo. USD LIBOR + 1.750%

     109,380  
       

 

 

 

          305,187  
       

 

 

 

    

Food - 0.1%

  
    

CHG PPC Parent LLC

  
  99,000   

4.98%, 03/31/2025, 1 mo. USD LIBOR + 2.750%

     98,444  
    

Hostess Brands LLC

  
  418,355   

4.51%, 08/03/2022, 1 mo. USD LIBOR + 2.250%

     417,485  
    

Post Holdings, Inc.

  
  248,036   

4.27%, 05/24/2024, 1 mo. USD LIBOR + 2.000%

     247,967  
       

 

 

 

          763,896  
       

 

 

 


 

The Hartford Total Return Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Food Service - 0.0%

                                   
    

8th Avenue Food & Provisions, Inc.

  
$   99,500   

6.11%, 10/01/2025, 3 mo. USD LIBOR + 3.750%

   $ 99,812  
    

Aramark Services, Inc.

  
  107,256   

4.08%, 03/11/2025, 3 mo. USD LIBOR + 1.750%

     107,211  
       

 

 

 

          207,023  
       

 

 

 

    

Gas - 0.0%

  
    

Messer Industries GmbH

  
  109,725   

4.83%, 03/01/2026, 1 mo. USD LIBOR + 2.500%

     109,176  
       

 

 

 

    

Healthcare-Products - 0.0%

  
    

Kinetic Concepts, Inc.

  
  279,300   

5.58%, 02/02/2024, 3 mo. USD LIBOR + 3.250%

     280,085  
    

Lifescan Global Corp.

  
  217,125   

8.66%, 10/01/2024, 3 mo. USD LIBOR + 6.000%

     206,720  
    

Parexel International Corp.

  
  212,555   

4.98%, 09/27/2024, 1 mo. USD LIBOR + 2.750%

     204,984  
       

 

 

 

          691,789  
       

 

 

 

    

Healthcare-Services - 0.1%

  
    

CDRH Parent, Inc.

  
  180,975   

6.73%, 07/01/2021, 3 mo. USD LIBOR + 4.250%

     140,858  
    

DentalCorp Perfect Smile ULC

  
  130,872   

5.98%, 06/06/2025, 1 mo. USD LIBOR + 3.750%

     129,182  
    

Envision Healthcare Corp.

  
  273,625   

5.98%, 10/10/2025, 1 mo. USD LIBOR + 3.750%

     234,576  
    

Global Medical Response, Inc.

  
  288,863   

5.56%, 04/28/2022, 1 mo. USD LIBOR + 3.250%

     279,475  
    

IQVIA, Inc.

  
EUR   336,600   

2.50%, 06/11/2025, 3 mo. EURIBOR + 2.000%

     373,634  
    

Jaguar Holding Co.

  
$   335,550   

4.73%, 08/18/2022, 3 mo. USD LIBOR + 2.500%

     334,832  
    

MPH Acquisition Holdings LLC

  
  464,601   

5.08%, 06/07/2023, 3 mo. USD LIBOR + 2.750%

     450,663  
    

One Call Corp.

  
  122,158   

7.58%, 11/25/2022, 1 mo. USD LIBOR + 5.250%

     106,124  
    

Syneos Health, Inc.

  
  253,807   

4.23%, 08/01/2024, 1 mo. USD LIBOR + 2.000%

     253,078  
       

 

 

 

          2,302,422  
       

 

 

 

    

Household Products - 0.0%

  
    

Diamond (BC) B.V.

  
  260,382   

5.26%, 09/06/2024, 2 mo. USD LIBOR + 3.000%

     235,429  
    

Revlon Consumer Products Corp.

  
  218,813   

6.02%, 09/07/2023

     177,604  
       

 

 

 

          413,033  
       

 

 

 

    

Insurance - 0.1%

  
    

Asurion LLC

  
  664,582   

5.23%, 08/04/2022, 1 mo. USD LIBOR + 3.000%

     665,652  
  370,000   

8.73%, 08/04/2025, 1 mo. USD LIBOR + 6.500%

     376,320  
    

Hub International Ltd.

  
  227,700   

5.27%, 04/25/2025, 2 mo. USD LIBOR + 3.000%

     225,184  
    

Sedgwick Claims Management Services, Inc.

  
  353,225   

5.48%, 12/31/2025, 1 mo. USD LIBOR + 3.250%

     347,421  
       

 

 

 

          1,614,577  
       

 

 

 

    

Leisure Time - 0.1%

  
    

Caesars Resort Collection LLC

  
  291,520   

4.98%, 12/22/2024, 1 mo. USD LIBOR + 2.750%

     289,016  
    

Delta (LUX) S.a.r.l.

  
  663,717   

4.73%, 02/01/2024, 1 mo. USD LIBOR + 2.500%

     654,830  
    

Golden Entertainment, Inc.

  
  714,100   

5.25%, 10/21/2024, 1 mo. USD LIBOR + 3.000%

     715,885  
    

Penn National Gaming, Inc.

  
  149,250   

4.48%, 10/15/2025, 3 mo. USD LIBOR + 2.250%

     149,419  
       

 

 

 

          1,809,150  
       

 

 

 


 

The Hartford Total Return Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Lodging - 0.1%

                                   
    

Boyd Gaming Corp.

  
$   409,409   

4.62%, 09/15/2023, 1 week USD LIBOR + 2.250%

   $ 409,101  
    

Caesars Entertainment Operating Co.

  
  602,082   

4.23%, 10/06/2024, 1 mo. USD LIBOR + 2.000%

     600,426  
       

 

 

 

          1,009,527  
       

 

 

 

    

Machinery - Construction & Mining - 0.0%

  
    

Brookfield WEC Holdings, Inc.

  
  421,094   

5.73%, 08/01/2025, 1 mo. USD LIBOR + 3.500%

     422,146  
       

 

 

 

    

Machinery-Diversified - 0.0%

  
    

Gates Global LLC

  
  225,671   

4.98%, 04/01/2024, 3 mo. USD LIBOR + 2.750%

     224,583  
       

 

 

 

    

Media - 0.3%

  
    

Altice Financing S.A.

  
  181,763   

5.06%, 01/31/2026, 3 mo. USD LIBOR + 2.750%

     174,719  
    

Charter Communications Operating LLC

  
  915,449   

4.33%, 04/30/2025, 1 mo. USD LIBOR + 2.000%

     916,804  
    

CSC Holdings LLC

  
  261,688   

4.83%, 01/25/2026, 1 mo. USD LIBOR + 2.500%

     261,360  
    

Gray Television, Inc.

  
  174,125   

4.83%, 01/02/2026, 1 mo. ICE LIBOR + 2.500%

     174,466  
    

Houghton Mifflin Harcourt Publishing Co.

  
  223,771   

5.23%, 05/31/2021, 1 mo. USD LIBOR + 3.000%

     213,887  
    

ION Media Networks, Inc.

  
  815,668   

0.00%, 12/18/2024, 1 mo. USD LIBOR + 3.000%(17)

     814,396  
    

MTN Infrastructure TopCo, Inc.

  
  284,019   

5.23%, 11/15/2024, 1 mo. USD LIBOR + 3.000%

     282,599  
    

NASCAR Holdings, Inc.

  
  100,000   

0.00%, 07/26/2026, 1 mo. USD LIBOR + 2.750%(17)

     100,438  
    

Nexstar Broadcasting, Inc.

  
  500,000   

0.00%, 06/19/2026, 1 mo. USD LIBOR + 2.750%(17)

     499,895  
    

PSAV Holdings LLC

  
  529,055   

5.61%, 03/01/2025, 3 mo. USD LIBOR + 3.250%

     514,178  
    

Shutterfly, Inc.

  
  116,068   

4.74%, 08/17/2024, 1 mo. USD LIBOR + 2.500%

     116,049  
    

Sinclair Television Group, Inc.

  
  312,500   

0.00%, 07/17/2026, 1 mo. USD LIBOR + 2.500%(17)

     312,891  
    

Telenet Financing USD LLC

  
  220,000   

4.58%, 08/15/2026, 1 mo. USD LIBOR + 2.250%

     218,968  
    

Unitymedia Finance LLC

  
  320,000   

4.35%, 06/01/2023, 1 mo. USD LIBOR + 2.000%

     319,626  
  265,000   

4.60%, 09/30/2025, 1 mo. USD LIBOR + 2.250%

     264,772  
    

UPC Financing Partnership

  
  225,557   

4.85%, 01/15/2026, 1 mo. USD LIBOR + 2.500%

     225,440  
    

Web.com Group, Inc.

  
  113,584   

6.08%, 10/10/2025, 3 mo. USD LIBOR + 3.750%

     112,925  
       

 

 

 

          5,523,413  
       

 

 

 

    

Metal Fabricate/Hardware - 0.0%

  
    

Rexnord LLC

  
  245,941   

4.23%, 08/21/2024, 1 mo. USD LIBOR + 2.000%

     246,795  
       

 

 

 

    

Miscellaneous Manufacturing - 0.0%

  
    

H.B. Fuller Co.

  
  136,130   

4.27%, 10/20/2024, 1 mo. USD LIBOR + 2.000%

     135,280  
    

USI, Inc.

  
  421,976   

5.33%, 05/16/2024, 3 mo. USD LIBOR + 3.000%

     415,735  
       

 

 

 

          551,015  
       

 

 

 

    

Oil & Gas - 0.1%

  
    

Ascent Resources - Marcellus LLC

  
  54,167   

8.83%, 03/30/2023, 1 mo. USD LIBOR + 6.500%

     52,542  
    

BCP Raptor LLC

  
  210,700   

6.48%, 06/24/2024, 2 mo. USD LIBOR + 4.250%

     199,849  
  115,000   

6.98%, 11/03/2025, 1 mo. USD LIBOR + 4.750%

     106,662  


 

The Hartford Total Return Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

California Resources Corp.

  
$   485,000   

12.62%, 12/31/2021, 1 mo. USD LIBOR + 10.375%

   $ 485,727  
    

Fieldwood Energy LLC

  
  646,774   

7.51%, 04/11/2022, 1 mo. USD LIBOR + 5.250%

     593,215  
    

NorthRiver Midstream Finance L.P.

  
  223,313   

5.57%, 10/01/2025, 1 mo. USD LIBOR + 3.250%

     223,393  
    

PES Holdings LLC

  
  296,943   

2.83%, 12/31/2022, 1 mo. USD LIBOR + 6.990%

     89,083  
    

Traverse Midstream Partners LLC

  
  109,175   

6.26%, 09/27/2024, 3 mo. USD LIBOR + 4.000%

     106,664  
       

 

 

 

          1,857,135  
       

 

 

 

    

Oil & Gas Services - 0.0%

  
    

Lower Cadence Holdings LLC

  
  130,000   

6.27%, 05/22/2026, 1 mo. USD LIBOR + 4.000%

     129,620  
       

 

 

 

    

Packaging & Containers - 0.1%

                                   
    

Berry Global, Inc.

  
EUR   125,000   

2.50%, 07/01/2026, 3 mo. USD LIBOR + 2.500%

     138,418  
$   366,827   

4.63%, 10/01/2022, 1 mo. USD LIBOR + 2.250%

     366,578  
  280,000   

4.90%, 07/01/2026, 3 mo. USD LIBOR + 2.500%

     279,622  
    

Crown Americas LLC

  
  64,396   

4.37%, 04/03/2025, 1 Week USD LIBOR + 2.000%

     64,570  
    

Flex Acquisition Co., Inc.

  
  370,417   

5.32%, 12/29/2023, 3 mo. USD LIBOR + 3.000%

     353,689  
  97,852   

5.57%, 06/29/2025, 1 mo. USD LIBOR + 3.250%

     93,601  
    

Proampac PG Borrower LLC

  
  141,375   

5.90%, 11/18/2023, 1 mo. USD LIBOR + 3.500%

     138,134  
    

Reynolds Group Holdings, Inc.

  
  631,786   

4.98%, 02/05/2023, 1 mo. USD LIBOR + 2.750%

     631,357  
       

 

 

 

          2,065,969  
       

 

 

 

    

Pharmaceuticals - 0.1%

  
    

Catalent Pharma Solutions, Inc.

  
  139,650   

4.48%, 05/18/2026, 1 mo. USD LIBOR + 2.250%

     140,262  
    

Endo Luxembourg Finance Co., S.a r.l.

  
  542,039   

6.50%, 04/29/2024, 1 mo. USD LIBOR + 4.250%

     493,597  
    

Valeant Pharmaceuticals International, Inc.

  
  264,481   

5.38%, 06/02/2025, 1 mo. USD LIBOR + 3.000%

     265,340  
       

 

 

 

          899,199  
       

 

 

 

    

Real Estate - 0.0%

  
    

VICI Properties LLC

  
  375,682   

4.27%, 12/20/2024, 1 mo. USD LIBOR + 2.000%

     374,683  
       

 

 

 

    

Retail - 0.2%

  
    

Albertsons LLC

  
  350,161   

5.31%, 12/21/2022, 3 mo. USD LIBOR + 3.000%

     350,756  
    

American Builders & Contractors Supply Co., Inc.

  
  982,326   

4.23%, 10/31/2023, 1 mo. USD LIBOR + 2.000%

     976,187  
    

Bass Pro Group LLC

  
  584,588   

7.23%, 09/25/2024, 1 mo. USD LIBOR + 5.000%

     552,225  
    

Coty, Inc.

  
  365,939   

4.61%, 04/07/2025, 1 mo. USD LIBOR + 2.250%

     352,828  
    

Harbor Freight Tools USA, Inc.

  
  352,142   

4.73%, 08/18/2023, 1 mo. USD LIBOR + 2.500%

     345,638  
    

Neiman Marcus Group Ltd. LLC

  
  341,106   

8.38%, 10/25/2023, 1 mo. USD LIBOR + 6.000%

     292,499  
    

Rodan & Fields LLC

  
  158,400   

6.33%, 06/16/2025, 1 mo. USD LIBOR + 4.000%

     146,388  
    

Staples, Inc.

  
  359,467   

7.33%, 04/16/2026, 3 mo. USD LIBOR + 5.000%

     350,258  
    

Sunshine Luxembourg S.a.r.l.

  
  725,000   

0.00%, 07/16/2026, 1 mo. USD LIBOR + 4.250%(17)

     727,356  
    

U.S. Foods, Inc.

  
  307,316   

4.23%, 06/27/2023, 1 mo. USD LIBOR + 2.000%

     306,766  
       

 

 

 

          4,400,901  
       

 

 

 


 

The Hartford Total Return Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Semiconductors - 0.0%

  
    

Microchip Technology, Inc.

  
$   169,593   

4.24%, 05/29/2025, 1 mo. USD LIBOR + 2.000%

   $ 169,381  
       

 

 

 

    

Software - 0.2%

  
    

Almonde, Inc.

                                   
  452,770   

5.73%, 06/13/2024, 3 mo. USD LIBOR + 3.500%

     443,887  
    

Change Healthcare Holdings LLC

  
  613,429   

4.65%, 03/01/2024, 1 mo. USD LIBOR + 2.500%

     611,797  
    

Epicor Software Corp.

  
  152,535   

5.49%, 06/01/2022, 1 mo. USD LIBOR + 3.250%

     152,122  
    

Hyland Software, Inc.

  
  220,741   

5.48%, 07/01/2024, 1 mo. USD LIBOR + 3.250%

     220,834  
    

Infor U.S., Inc.

  
  325,308   

5.08%, 02/01/2022, 1 mo. USD LIBOR + 2.750%

     325,249  
    

Quest Software U.S. Holdings, Inc.

  
  248,125   

6.51%, 05/16/2025, 3 mo. USD LIBOR + 4.250%

     244,170  
    

SS&C Technologies Holdings Europe S.a.r.l.

  
  64,582   

4.48%, 04/16/2025, 1 mo. USD LIBOR + 2.250%

     64,542  
    

SS&C Technologies, Inc.

  
  516,629   

4.48%, 04/16/2025, 1 mo. USD LIBOR + 2.250%

     516,426  
    

Ultimate Software Group, Inc.

  
  130,000   

6.08%, 05/04/2026, 1 mo. USD LIBOR + 3.750%

     130,954  
    

WEX, Inc.

  
  1,086,514   

4.48%, 05/15/2026, 1 mo. USD LIBOR + 2.250%

     1,087,101  
       

 

 

 

          3,797,082  
       

 

 

 

    

Telecommunications - 0.2%

  
    

Altice France S.A.

  
  532,422   

6.01%, 01/31/2026, 3 mo. USD LIBOR +3.688%

     526,432  
    

CenturyLink, Inc.

  
  198,990   

4.98%, 01/31/2025, 1 mo. USD LIBOR + 2.750%

     197,635  
    

Level 3 Financing, Inc.

  
  290,000   

4.48%, 02/22/2024, 1 mo. USD LIBOR + 2.250%

     290,122  
    

Sprint Communications, Inc.

  
  729,093   

4.75%, 02/02/2024, 1 mo. USD LIBOR + 2.500%

     727,088  
  99,500   

5.25%, 02/02/2024, 1 mo. USD LIBOR + 3.000%

     99,406  
    

Univision Communications, Inc.

  
  524,659   

4.98%, 03/15/2024, 1 mo. USD LIBOR + 2.750%

     513,100  
    

Zacapa LLC

  
  158,800   

7.33%, 07/02/2025, 1 mo. USD LIBOR + 5.000%

     159,396  
    

Zayo Group LLC

  
  318,158   

4.48%, 01/19/2024, 1 mo. USD LIBOR + 2.250%

     318,063  
       

 

 

 

          2,831,242  
       

 

 

 

    

Transportation - 0.0%

  
    

Savage Enterprises LLC

  
  305,534   

6.88%, 08/01/2025, 1 mo. USD LIBOR + 4.500%

     306,204  
       

 

 

 

    

Total Senior Floating Rate Interests
(cost $47,462,224)

   $ 46,130,147  
       

 

 

 

U.S. Government Agencies - 42.2%

  
    

Mortgage-Backed Agencies - 42.2%

  
    

FHLMC - 5.8%

  
$   84,631   

0.00%, 11/15/2036(14)(19)

   $ 77,339  
  22,815,855   

0.13%, 10/25/2020(4)(5)

     37,491  
  10,127,418   

0.48%, 01/25/2034(4)(5)

     538,527  
  18,206,943   

0.61%, 03/25/2027(4)(5)

     736,964  
  2,072,636   

1.75%, 10/15/2042

     2,019,123  
  880,128   

2.50%, 12/15/2026(5)

     40,155  
  455,056   

2.50%, 03/15/2028(5)

     29,761  
  421,547   

2.50%, 03/15/2028

     29,374  
  680,454   

2.50%, 05/15/2028(5)

     48,935  
  1,808,677   

3.00%, 03/15/2028(5)

     125,489  
  1,069,171   

3.00%, 08/01/2029

     1,095,183  
  861,426   

3.00%, 05/15/2032(5)

     52,002  
  552,762   

3.00%, 03/15/2033(5)

     61,051  
  5,727,478   

3.00%, 04/01/2033

     5,849,667  


 

The Hartford Total Return Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   4,348,421   

3.00%, 11/01/2036

   $ 4,418,875  
  3,830,822   

3.00%, 01/01/2037

     3,892,875  
  4,050,000   

3.00%, 08/15/2043

     4,085,448  
  6,776,948   

3.00%, 11/01/2046

     6,881,263  
  19,775,104   

3.00%, 12/01/2046

             20,072,579  
  275,000   

3.00%, 08/01/2049(20)

     277,519  
  1,126,042   

3.25%, 11/15/2041

     1,160,984  
  938,304   

3.50%, 06/15/2026(5)

     46,759  
  347,293   

3.50%, 09/15/2026(5)

     28,779  
  586,450   

3.50%, 03/15/2027

     43,260  
  2,343,384   

3.50%, 08/01/2034

     2,434,731  
  2,748,471   

3.50%, 03/15/2041(5)

     261,251  
  1,058,263   

3.50%, 06/01/2046

     1,093,103  
  5,807,731   

3.50%, 10/01/2047

     5,990,898  
  8,544,749   

3.50%, 01/01/2048

     8,814,695  
  3,054,527   

3.50%, 03/01/2048

     3,180,281  
  603,047   

3.50%, 04/01/2048

     621,366  
  11,991,131   

3.50%, 08/01/2048

     12,297,725  
  1,794,827   

4.00%, 08/01/2025

     1,868,347  
  337,355   

4.00%, 08/15/2026(5)

     25,757  
  1,883,354   

4.00%, 07/15/2027(5)

     149,712  
  2,426,591   

4.00%, 03/15/2028(5)

     197,155  
  571,900   

4.00%, 06/15/2028(5)

     48,078  
  1,607,237   

4.00%, 07/15/2030

     172,743  
  881,616   

4.00%, 11/15/2040

     957,359  
  2,281,919   

4.00%, 05/01/2042

     2,420,282  
  591,633   

4.00%, 08/01/2042

     627,725  
  827,527   

4.00%, 09/01/2042

     878,013  
  231,164   

4.00%, 07/01/2044

     244,647  
  1,082,333   

4.00%, 02/01/2046

     1,139,031  
  568,368   

4.00%, 09/01/2048

     590,520  
  379,341   

4.50%, 02/01/2039

     408,797  
  4,041,948   

4.50%, 05/01/2042

     4,363,959  
  580,998   

4.50%, 09/01/2044

     622,394  
  1,583,648   

4.75%, 07/15/2039

     1,740,809  
  119,515   

5.00%, 02/01/2028

     126,968  
  123,053   

5.00%, 04/01/2028

     130,727  
  248,732   

5.00%, 01/01/2030

     264,461  
  8,410   

5.00%, 09/01/2031

     8,934  
  873,682   

5.00%, 09/15/2033(5)

     146,500  
  9,154   

5.00%, 07/01/2035

     10,059  
  181,989   

5.00%, 04/01/2038

     196,383  
  328,263   

5.00%, 09/01/2039

     358,394  
  594,339   

5.00%, 01/01/2040

     649,291  
  182,138   

5.00%, 08/01/2040

     199,002  
  10,326   

5.00%, 02/01/2041

     11,282  
  349,360   

5.00%, 04/01/2044

     381,012  
  1,542,994   

5.00%, 03/01/2047

     1,652,773  
  714,800   

5.00%, 04/01/2047

     762,146  
  572,001   

5.00%, 06/01/2047

     609,887  
  76,958   

5.00%, 11/01/2047

     83,449  
  1,282,109   

5.00%, 02/15/2048(5)

     268,280  
  2,220,000   

5.00%, 08/01/2049(20)

     2,360,398  
  740,742   

5.50%, 04/15/2036(5)

     151,699  
  8,234   

5.50%, 11/01/2037

     9,221  
  934   

5.50%, 02/01/2038

     1,038  
  38,479   

5.50%, 04/01/2038

     42,648  
  37,042   

5.50%, 06/01/2038

     40,946  
  2,024,560   

5.50%, 08/01/2038

     2,267,708  
  104,204   

5.50%, 05/01/2040

     115,539  
  431,164   

5.50%, 08/01/2040

     476,979  
  415,668   

5.50%, 06/01/2041

     461,311  
  1,540,708   

5.50%, 12/15/2046(5)

     283,987  
  110,193   

6.00%, 01/01/2023

     114,060  
  34,123   

6.00%, 11/01/2032

     37,796  
  106,651   

6.00%, 11/01/2033

     121,458  


 

The Hartford Total Return Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   82,119   

6.00%, 02/01/2034

   $ 93,520  
  120,629   

6.00%, 07/01/2034

     137,337  
  40,112   

6.00%, 08/01/2034

     45,681  
  53,483   

6.00%, 09/01/2034

     60,551  
  28,775   

6.00%, 01/01/2035

     31,855  
  33,459   

6.00%, 03/01/2035

     38,104  
  21,917   

6.00%, 05/01/2038

     24,231  
  134,695   

6.00%, 06/01/2038

     149,656  
  528,074   

6.00%, 05/15/2039

     592,751  
  555,217   

6.50%, 07/15/2036

     622,657  
       

 

 

 

          116,939,459  
       

 

 

 

    

FNMA - 27.9%

                                   
$   91,743   

0.00%, 03/25/2036(14)(19)

   $ 78,373  
  751,001   

0.00%, 06/25/2036(14)(19)

     662,990  
  2,354,503   

1.68%, 05/25/2046(4)(5)

     121,000  
  2,264,407   

1.75%, 12/25/2042

     2,201,260  
  2,173,768   

1.82%, 04/25/2055(4)(5)

     124,429  
  1,781,555   

1.85%, 06/25/2055(4)(5)

     92,901  
  2,241,515   

1.93%, 08/25/2044(4)(5)

     123,957  
  1,557,168   

2.00%, 09/25/2039

     1,511,367  
  1,174,602   

2.00%, 08/25/2043

     1,151,686  
  556,308   

2.50%, 06/25/2028(5)

     38,262  
  39,810,000   

2.50%, 09/01/2034(20)

     40,029,357  
  390,100   

2.50%, 01/01/2043

     385,931  
  2,151,164   

2.50%, 02/01/2043

     2,133,945  
  1,801,258   

2.50%, 03/01/2043

     1,786,835  
  1,014,851   

2.50%, 04/01/2043

     1,006,725  
  426,429   

2.50%, 06/01/2043

     422,751  
  696,378   

2.50%, 08/01/2043

     690,802  
  1,605,176   

3.00%, 02/25/2027(5)

     96,784  
  536,030   

3.00%, 09/25/2027

     39,270  
  3,269,319   

3.00%, 01/25/2028

     229,015  
  798,897   

3.00%, 01/01/2030

     815,622  
  59,945,000   

3.00%, 08/01/2034(20)

     61,128,344  
  3,723,300   

3.00%, 03/01/2037

     3,791,654  
  1,716,105   

3.00%, 05/25/2047

     1,743,711  
  6,150,106   

3.00%, 09/25/2047

     6,260,671  
  5,380,392   

3.00%, 06/25/2048

     5,461,692  
  4,536,103   

3.00%, 10/25/2048

     4,595,151  
  164,023,000   

3.00%, 08/01/2049(20)

     165,422,963  
  4,434,195   

3.00%, 08/25/2049

     4,481,308  
  4,400,000   

3.13%, 01/01/2030

     4,620,072  
  249,796   

3.24%, 12/01/2026

     263,384  
  643,289   

3.30%, 12/01/2026

     681,782  
  1,520,000   

3.35%, 05/01/2029

     1,616,689  
  538,916   

3.41%, 11/01/2024

     568,030  
  1,627,888   

3.50%, 05/25/2027(5)

     140,950  
  970,097   

3.50%, 10/25/2027

     87,601  
  935,405   

3.50%, 05/25/2030(5)

     99,825  
  342,876   

3.50%, 08/25/2030(5)

     31,405  
  796,357   

3.50%, 02/25/2031(5)

     59,242  
  697,329   

3.50%, 09/25/2035(5)

     87,725  
  1,471,456   

3.50%, 10/01/2044

     1,533,541  
  1,575,455   

3.50%, 02/01/2045

     1,630,011  
  3,076,166   

3.50%, 09/01/2046

     3,173,852  
  1,417,123   

3.50%, 10/01/2046

     1,462,221  
  701,501   

3.50%, 10/25/2046(5)

     138,876  
  1,082,701   

3.50%, 11/01/2046

     1,126,626  
  1,392,839   

3.50%, 09/01/2047

     1,442,489  
  4,931,841   

3.50%, 11/25/2047

     5,157,242  
  995,716   

3.50%, 12/01/2047

     1,031,474  
  5,861,518   

3.50%, 01/01/2048

     6,066,521  
  1,099,458   

3.50%, 02/01/2048

     1,138,621  
  1,542,953   

3.50%, 02/25/2048

     1,582,298  
  3,267,785   

3.50%, 04/25/2048

     3,400,068  


 

The Hartford Total Return Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   56,115,000   

3.50%, 08/01/2049(20)

   $         57,478,419  
  8,515,465   

3.50%, 09/01/2057

     8,839,747  
  4,459,205   

3.50%, 05/01/2058

     4,629,017  
  4,954,133   

3.50%, 12/25/2058

     5,142,533  
  1,317,988   

3.66%, 02/01/2029

     1,430,344  
  5,135,000   

3.80%, 02/01/2029

     5,644,440  
  297,532   

3.89%, 05/01/2030

     326,732  
  129,306   

3.96%, 05/01/2034

     144,807  
  538,310   

4.00%, 06/01/2025

     558,998  
  2,146,034   

4.00%, 05/25/2027(5)

     178,439  
  1,816,569   

4.00%, 01/25/2038(5)

     277,047  
  2,707,780   

4.00%, 10/01/2040

     2,870,171  
  1,227,455   

4.00%, 11/01/2040

     1,301,218  
  907,270   

4.00%, 12/01/2040

     961,797  
  434,665   

4.00%, 02/01/2041

     460,778  
  1,033,331   

4.00%, 03/01/2041

     1,095,336  
  3,261,086   

4.00%, 06/01/2041

     3,444,214  
  433,256   

4.00%, 03/25/2042(5)

     50,983  
  2,812,877   

4.00%, 05/25/2042(5)

     355,560  
  383,171   

4.00%, 08/01/2042

     406,298  
  873,357   

4.00%, 09/01/2042

     926,066  
  238,987   

4.00%, 11/25/2042(5)

     34,421  
  203,564   

4.00%, 03/01/2045

     214,421  
  1,052,139   

4.00%, 07/01/2045

     1,119,091  
  452,855   

4.00%, 05/01/2046

     475,994  
  1,144,730   

4.00%, 06/01/2046

     1,203,689  
  1,191,895   

4.00%, 04/01/2047

     1,264,701  
  9,044,620   

4.00%, 07/01/2048

     9,383,510  
  3,859,558   

4.00%, 09/01/2048

     4,007,229  
  10,604,892   

4.00%, 11/01/2048

     10,974,242  
  4,672,600   

4.00%, 02/01/2049

     4,867,114  
  40,352,500   

4.00%, 08/01/2049(20)

     41,770,073  
  305,013   

4.50%, 08/01/2024

     315,975  
  20,557   

4.50%, 04/01/2025

     21,304  
  428,981   

4.50%, 07/25/2027(5)

     36,071  
  753,071   

4.50%, 09/01/2035

     811,101  
  194,966   

4.50%, 08/01/2040

     210,401  
  2,316,952   

4.50%, 10/01/2040

     2,500,177  
  1,006,961   

4.50%, 10/01/2041

     1,086,047  
  941,832   

4.50%, 09/01/2043

     1,016,132  
  27,225,000   

4.50%, 08/01/2049(20)

     28,552,219  
  6,075,704   

4.50%, 01/01/2051

     6,486,748  
  1,829   

5.00%, 12/01/2019

     1,877  
  105,954   

5.00%, 01/01/2022

     108,788  
  225,410   

5.00%, 04/25/2038

     241,341  
  211,329   

5.47%, 05/25/2042(4)(5)

     20,138  
  133   

5.50%, 08/01/2019

     132  
  419   

5.50%, 09/01/2019

     418  
  1,661   

5.50%, 10/01/2019

     1,660  
  1,891   

5.50%, 05/01/2020

     1,897  
  213,293   

5.50%, 06/01/2022

     218,197  
  137,585   

5.50%, 06/01/2033

     152,634  
  539,504   

5.50%, 07/01/2033

     598,569  
  37,164   

5.50%, 08/01/2033

     40,509  
  1,926,066   

5.50%, 11/01/2035

     2,155,644  
  466,060   

5.50%, 04/01/2036

     521,454  
  411,038   

5.50%, 04/25/2037

     461,304  
  718,208   

5.50%, 11/01/2037

     798,902  
  1,036,015   

5.50%, 06/25/2042(5)

     214,984  
  1,630,710   

5.50%, 09/25/2044(5)

     355,446  
  1,090,895   

5.50%, 07/25/2045

     200,157  
  9,621   

6.00%, 11/01/2031

     10,576  
  139,716   

6.00%, 12/01/2032

     156,040  
  185,978   

6.00%, 03/01/2033

     211,521  
  414,650   

6.00%, 02/01/2037

     470,244  
  258,397   

6.00%, 12/01/2037

     293,191  


 

The Hartford Total Return Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   144,554   

6.00%, 03/01/2038

   $ 164,548  
  106,220   

6.00%, 10/01/2038

     119,128  
  2,458,022   

6.00%, 01/25/2042(5)

     422,487  
  1,510,201   

6.00%, 09/25/2047(5)

     351,384  
  2,147   

7.50%, 12/01/2029

     2,232  
  11,857   

7.50%, 03/01/2030

     13,882  
  22,230   

7.50%, 09/01/2031

     23,458  
       

 

 

 

          564,975,647  
       

 

 

 

    

GNMA - 8.5%

                                   
$   1,761,926   

1.75%, 09/20/2043

   $ 1,720,071  
  1,751,773   

2.00%, 01/20/2042

     1,723,543  
  1,512,964   

2.50%, 12/16/2039

     1,529,829  
  2,560,274   

2.50%, 07/20/2041

     2,585,541  
  745,055   

3.00%, 09/20/2028(5)

     58,165  
  172,948   

3.00%, 11/15/2042

     177,079  
  494,237   

3.00%, 02/16/2043(5)

     72,458  
  155,845   

3.00%, 06/15/2043

     159,786  
  168,157   

3.00%, 07/15/2043

     172,400  
  179,937   

3.00%, 10/15/2044

     184,090  
  241,438   

3.00%, 02/15/2045

     246,730  
  115,072   

3.00%, 03/15/2045

     117,594  
  637,813   

3.00%, 04/15/2045

     651,792  
  153,206   

3.00%, 06/15/2045

     156,564  
  5,329,434   

3.00%, 07/15/2045

     5,446,237  
  1,329,838   

3.00%, 10/20/2047

     1,353,313  
  18,290,000   

3.00%, 08/01/2049(20)

     18,693,309  
  22,800,000   

3.00%, 09/01/2049(20)

     23,275,148  
  308,386   

3.50%, 02/16/2027(5)

     25,340  
  761,874   

3.50%, 03/20/2027(5)

     68,295  
  807,763   

3.50%, 07/20/2040(5)

     70,480  
  1,108,710   

3.50%, 02/20/2041

     106,040  
  1,949,052   

3.50%, 04/20/2042

     205,492  
  427,497   

3.50%, 05/15/2042

     446,900  
  2,954,661   

3.50%, 10/20/2042(5)

     484,603  
  1,253,305   

3.50%, 12/15/2042

     1,308,125  
  1,116,401   

3.50%, 03/15/2043

     1,165,212  
  923,631   

3.50%, 04/15/2043

     960,849  
  3,254,451   

3.50%, 05/15/2043

     3,386,264  
  380,993   

3.50%, 05/20/2043(5)

     60,904  
  1,476,126   

3.50%, 07/20/2043(5)

     200,828  
  9,575,876   

3.50%, 08/20/2047

     9,913,589  
  13,892,000   

3.50%, 08/01/2049(20)

     14,364,654  
  223,706   

4.00%, 12/16/2026

     19,809  
  3,005,195   

4.00%, 05/20/2029(5)

     274,034  
  2,217,973   

4.00%, 09/20/2040

     2,352,855  
  293,331   

4.00%, 10/20/2040

     311,704  
  584,943   

4.00%, 12/20/2040

     626,395  
  263,796   

4.00%, 05/16/2042(5)

     38,056  
  565,116   

4.00%, 03/20/2043(5)

     115,709  
  196,496   

4.00%, 01/20/2044(5)

     39,217  
  2,011,441   

4.00%, 03/20/2047(5)

     316,384  
  3,075,867   

4.00%, 07/20/2047(5)

     500,698  
  1,110,395   

4.00%, 11/20/2047

     1,178,170  
  4,773,155   

4.00%, 03/20/2048

     5,006,915  
  4,860,111   

4.00%, 04/20/2049

     5,051,549  
  26,805,000   

4.00%, 08/01/2049(20)

     27,840,552  
  200,000   

4.00%, 09/01/2049(20)

     207,664  
  34,930   

4.50%, 07/15/2033

     37,276  
  95,706   

4.50%, 05/15/2040

     103,372  
  503,132   

4.50%, 06/15/2041

     542,770  
  1,400,282   

4.50%, 06/20/2044

     1,492,139  
  1,162,666   

4.50%, 10/20/2044

     1,231,943  
  843,536   

4.50%, 04/20/2045

     186,478  
  1,098,067   

4.50%, 01/20/2046

     1,161,834  
  10,970,000   

4.50%, 08/01/2049(20)

     11,424,227  


 

The Hartford Total Return Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   2,341,968   

5.00%, 02/16/2040(5)

   $ 505,840  
  758,020   

5.00%, 06/15/2041

     838,888  
  959,722   

5.00%, 10/16/2041(5)

     156,089  
  1,195,631   

5.00%, 03/15/2044

     1,322,413  
  1,706,541   

5.00%, 06/20/2046(5)

     316,960  
  563,876   

5.00%, 01/16/2047(5)

     127,581  
  9,814,000   

5.00%, 08/01/2049(20)

     10,303,098  
  450,378   

5.50%, 05/15/2033

     504,715  
  37,948   

5.50%, 06/15/2035

     42,865  
  45,299   

5.50%, 04/15/2038

     48,623  
  1,721,188   

5.50%, 03/20/2039(5)

     377,691  
  1,598,873   

5.50%, 02/16/2047(5)

     337,514  
  964,152   

5.50%, 02/20/2047(5)

     196,328  
  1,000,000   

5.50%, 08/01/2049(20)

     1,069,227  
  1,819,413   

5.85%, 07/20/2039(4)(5)

     346,089  
  66,876   

6.00%, 02/15/2029

     73,353  
  111,928   

6.00%, 11/15/2032

     127,740  
  120,949   

6.00%, 02/15/2033

     132,707  
  24,355   

6.00%, 07/15/2033

     26,808  
  37,163   

6.00%, 10/15/2034

     40,783  
  237,371   

6.00%, 03/15/2036

     261,038  
  4,446   

6.00%, 05/15/2036

     5,088  
  109,153   

6.00%, 10/15/2036

     124,934  
  57,149   

6.00%, 01/15/2037

     65,201  
  117,975   

6.00%, 02/15/2037

     134,983  
  203,584   

6.00%, 06/15/2037

     232,439  
  74,550   

6.00%, 11/15/2037

     82,366  
  60,868   

6.00%, 06/15/2038

     67,903  
  101,579   

6.00%, 08/15/2038

     112,123  
  202,913   

6.00%, 10/15/2038

     227,665  
  179,709   

6.00%, 11/15/2038

     199,533  
  80,938   

6.00%, 12/15/2038

     90,140  
  66,679   

6.00%, 01/15/2039

     74,639  
  2,717   

6.00%, 03/15/2039

     2,981  
  253,842   

6.00%, 04/15/2039

     279,281  
  243,253   

6.00%, 08/15/2039

     266,813  
  5,887   

6.00%, 09/15/2039

     6,458  
  35,762   

6.00%, 11/15/2039

     40,195  
  28,520   

6.00%, 06/15/2040

     31,307  
  2,071,137   

6.00%, 09/20/2040(5)

     470,930  
  144,000   

6.00%, 12/15/2040

     164,920  
  468,438   

6.00%, 06/15/2041

     536,323  
  1,505,685   

6.00%, 02/20/2046(5)

     317,054  
  13,532   

6.50%, 09/15/2028

     14,896  
  2,179   

6.50%, 10/15/2028

     2,399  
  4,550   

6.50%, 12/15/2028

     5,009  
  40,953   

6.50%, 05/15/2029

     46,357  
  65,586   

6.50%, 08/15/2031

     72,200  
  3,722   

6.50%, 09/15/2031

     4,097  
  38,038   

6.50%, 10/15/2031

     41,874  
  127,209   

6.50%, 11/15/2031

     140,039  
  25,710   

6.50%, 01/15/2032

     28,302  
  22,778   

6.50%, 03/15/2032

     25,306  
  6,472   

6.50%, 04/15/2032

     7,125  
       

 

 

 

          172,228,204  
       

 

 

 

    

Total U.S. Government Agencies
(cost $848,161,978)

   $ 854,143,310  
       

 

 

 

U.S. Government Securities - 18.9%

                                   
    

U.S. Treasury Securities - 18.9%

  
    

U.S. Treasury Bonds - 10.2%

  
$   5,060,000   

2.25%, 08/15/2046(21)

   $ 4,777,944  
  18,100,000   

2.50%, 02/15/2046(21)(22)

     18,000,309  
  23,034,000   

2.88%, 11/15/2046(21)(23)

     24,631,984  
  10,575,000   

3.13%, 02/15/2043

     11,791,538  
  49,580,000   

3.13%, 08/15/2044

     55,277,827  


 

The Hartford Total Return Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$      16,140,000     

3.13%, 05/15/2048

   $ 18,096,344  
     53,695,000     

3.38%, 05/15/2044

     62,361,709  
     10,330,000     

3.63%, 02/15/2044

     12,475,089  
        

 

 

 
           207,412,744  
        

 

 

 
     

U.S. Treasury Notes - 8.7%

                                   
     57,062,703     

0.38%, 07/15/2027(24)

     57,670,456  
     14,306,468     

0.63%, 01/15/2026(24)

     14,638,081  
     12,545,036     

0.88%, 01/15/2029(24)

     13,223,689  
     25,270,000     

1.63%, 02/15/2026

     24,806,058  
     30,700,000     

2.88%, 08/15/2028(21)

     32,898,168  
     30,325,000     

3.13%, 11/15/2028

     33,167,969  
        

 

 

 
           176,404,421  
        

 

 

 
           383,817,165  
        

 

 

 
     

Total U.S. Government Securities
(cost $371,894,531)

   $ 383,817,165  
        

 

 

 

Common Stocks - 0.0%

  
     

Energy - 0.0%

  
     38,914     

Ascent Resources - Marcellus LLC Class A*(7)(8)

     101,176  
     13,623     

Philadelphia Energy Solutions Class A*

     3,406  
     8,492     

Templar Energy LLC Class A*

     6,369  
        

 

 

 
           110,951  
        

 

 

 
     

Total Common Stocks
(cost $312,711)

   $ 110,951  
        

 

 

 

Preferred Stocks - 0.0%

  
     

Banks - 0.0%

  
     469     

U.S. Bancorp Series A, 3.50%(2)(11)

     390,199  
        

 

 

 
     

Total Preferred Stocks
(cost $332,990)

   $ 390,199  
        

 

 

 

Warrants - 0.0%

  
     

Energy - 0.0%

  
     10,075     

Ascent Resources - Marcellus LLC Expires 03/30/23*(7)(8)

     101  
        

 

 

 
     

Total Warrants
(cost $806)

   $ 101  
        

 

 

 
     

Total Long-Term Investments
(cost $2,448,707,440)

   $ 2,490,746,970  
        

 

 

 

Short-Term Investments - 2.3%

  
     

Certificates of Deposit - 0.0%

  
     

Credit Agricole Corporate and Investment Bank

  
     440,000     

2.74%, 09/24/2020, 3 mo. USD LIBOR + 0.400%(2)

   $ 440,741  
        

 

 

 
     

Commercial Paper - 0.2%

  
     

Bank of Nova Scotia

  
CAD      600,000     

1.60%, 08/09/2019(15)

     454,435  
     245,000     

1.80%, 10/10/2019(15)

     184,972  
     

BAT International Finance PLC

  
$      250,000     

2.27%, 08/09/2019(15)

     249,860  
     

ENI Finance USA, Inc.

  
     250,000     

2.47%, 09/06/2019(15)

     249,375  
     

Ford Motor Credit Co.

  
     500,000     

3.27%, 04/20/2020(15)

     488,410  
     

General Motors Financial Co., Inc.

  
     250,000     

2.11%, 08/05/2019(15)

     249,928  
     

Intesa Funding LLC

  
     250,000     

2.59%, 08/09/2019(15)

     249,841  
     

Korea Development Bank

  
     250,000     

2.73%, 12/02/2019(15)

     248,057  
     

Ontario Teacher Finance Trust

  
CAD      500,000     

0.93%, 08/02/2019(15)

     378,826  
     

Province of Saskatchewan

  
     500,000     

1.68%, 08/26/2019(15)

     378,393  


 

The Hartford Total Return Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

VW CR, Inc.

     
$   250,000   

2.92%, 10/17/2019(15)

      $ 248,626   
          

 

 

 
             3,380,723   
          

 

 

 
    

Other Investment Pools & Funds - 1.7%

                                      
  34,961,872   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional
Class, 2.25%(25)

        34,961,872   
          

 

 

 
    

Securities Lending Collateral - 0.4%

     
  343,140   

Citibank NA DDCA, 2.37%, 8/1/2019(25)

        343,140   
  3,892,363   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional
Class, 2.23%(25)

        3,892,363   
  572,206   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.21%(25)

        572,206   
  544,917   

Invesco Government & Agency Portfolio, Institutional Class, 2.23%(25)

        544,917   
  1,388,519   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.25%(25)

        1,388,519   
  121,648   

Western Asset Institutional Government Class A Fund, Institutional Class, 2.19%(25)

        121,648   
          

 

 

 
             6,862,793   
          

 

 

 
    

Total Short-Term Investments
(cost $45,638,613)

      $ 45,646,129   
          

 

 

 
    

Total Investments Excluding Purchased Options
(cost $2,494,346,053)

     125.2%      $ 2,536,393,099   
    

Total Purchased Options
(cost $5,048,070)

     0.2%      $ 4,807,432   
       

 

 

    

 

 

 
    

Total Investments
(cost $2,499,394,123)

     125.4%      $ 2,541,200,531   
    

Other Assets and Liabilities

     (25.4)%        (514,911,342)  
       

 

 

    

 

 

 
    

Total Net Assets

     100.0%      $ 2,026,289,189   
       

 

 

    

 

 

 

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.

 

*

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 July 31, 2019, the aggregate value of these securities was $586,388,220, representing 28.9% of net assets.

(2)

Variable rate securities; the rate reported is the coupon rate in effect at July 31, 2019.

(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)

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 $2,020,232 at July 31, 2019.

(7)

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At July 31, 2019, the aggregate fair value of these securities was $7,267,148, which represented 0.4% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

(8)

Investment valued using significant unobservable inputs.

(9)

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 July 31, 2019, the aggregate value of these securities was $47,094,087, representing 2.3% of net assets.

(10)

Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments for securities lending information.


 

The Hartford Total Return Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

(11)

Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

(12)

Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at July 31, 2019. Rate will reset at a future date.

(13)

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

(14)

Security is a zero-coupon bond.

(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 rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of July 31, 2019.

(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 July 31, 2019, the aggregate value of the unfunded commitment was $34,180, which rounds to 0.0% of total net assets.

(19)

Securities disclosed are principal-only strips.

(20)

Represents or includes a TBA transaction.

(21)

This security, or a portion of this security, has been pledged as collateral in connection with OTC swap contracts.

(22)

This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.

(23)

This security, or a portion of this security, has been pledged as collateral in connection with centrally cleared swap contracts.

(24)

The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

(25)

Current yield as of period end.

OTC Swaption Contracts Outstanding at July 31, 2019

 

            Exercise     Pay/                                       Premiums           
            Price/FX     Receive                                       Paid        Unrealized  
             Counter-      Rate/     Floating      Expiration                   Number of      Market     (Received)        Appreciation/  
Description            party      Rate     Rate      Date      Notional Amount      Contracts      Value †     by Fund        (Depreciation)  

Purchased swaption contracts:

 

                                                                    

Calls

                            
3 Month USD-LIBOR- BBA-Interest Rate Swap Expiring 07/20/48 *      CITI        2.91     Pay          07/18/28        USD       3,250,000        3,250,000      $ 509,600                $ 379,925      $ 129,675  
3 Month USD-LIBOR- BBA-Interest Rate Swap Expiring 08/04/57 *      BOA        2.45     Receive        08/02/27        USD       4,600,000        4,600,000        694,140         395,600        298,540  
3 Month USD-LIBOR- BBA-Interest Rate Swap Expiring 08/04/57 *      JPM        2.45     Receive        08/02/27        USD       5,000,000        5,000,000        754,500         513,500        241,000  
3 Month USD-LIBOR- BBA-Interest Rate Swap Expiring 08/04/57 *      BCLY        2.45     Receive        08/02/27        USD       6,000,000        6,000,000        905,400         865,133        40,268  
                  

 

 

    

 

 

     

 

 

    

 

 

 

Total Calls

                     18,850,000      $ 2,863,640       $ 2,154,158      $ 709,483  
                  

 

 

 

  

 

 

  

 

 

     

 

 

    

 

 

 

Puts

                            
3 Month USD-LIBOR- BBA-Interest Rate Swap Expiring 07/20/48 *      CITI        2.91     Receive        07/18/28        USD       3,250,000        3,250,000      $ 205,952       $ 379,925      $ (173,973
3 Month USD-LIBOR- BBA-Interest Rate Swap Expiring 08/04/57 *      BOA        2.45     Pay        08/02/27        USD       4,600,000        4,600,000        512,440         1,053,400        (540,960
3 Month USD-LIBOR- BBA-Interest Rate Swap Expiring 08/04/57 *      JPM        2.45     Pay        08/02/27        USD       5,000,000        5,000,000        557,000         988,000        (431,000
3 Month USD-LIBOR- BBA-Interest Rate Swap Expiring 08/04/57 *      BCLY        2.45     Pay        08/02/27        USD       6,000,000        6,000,000        668,400         472,587        195,813  
                  

 

 

    

 

 

     

 

 

    

 

 

 

Total Puts

                     18,850,000      $ 1,943,792       $ 2,893,912      $ (950,120)  
                  

 

 

 

  

 

 

  

 

 

     

 

 

    

 

 

 
                                                                             

Total purchased swaption contracts

 

          37,700,000      $ 4,807,432       $ 5,048,070      $ (240,637)  
                  

 

 

 

  

 

 

  

 

 

     

 

 

    

 

 

 

 

*

Swaptions with forward premiums.


 

The Hartford Total Return Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

Futures Contracts Outstanding at July 31, 2019

 

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

Long position contracts:

           

U.S. Treasury 2-Year Note Future

     1,149        09/30/2019      $ 246,352,781      $ (577,082

U.S. Treasury 5-Year Note Future

     1,657        09/30/2019        194,788,118        1,428,911  

U.S. Treasury 10-Year Note Future

     314        09/19/2019        40,010,469        34,707  
           

 

 

 

Total

            $                 886,536  
           

 

 

 

Short position contracts:

           

Euro Buxl 30-Year Bond Future

     10        09/06/2019      $ 2,313,410      $ (70,437

Euro-Bund Future

     58        09/06/2019        11,240,549        (4,844

U.S. Treasury 10-Year Ultra Future

     863        09/19/2019        118,959,156        (2,303,393

U.S. Treasury Long Bond Future

     7        09/19/2019        1,089,156        (5,263

U.S. Treasury Ultra Bond Future

     3        09/19/2019        532,687        (16,655
           

 

 

 

Total

            $ (2,400,592
           

 

 

 

                              
           

 

 

 

Total futures contracts

            $ (1,514,056
           

 

 

 

TBA Sale Commitments Outstanding at July 31, 2019

 

                       Unrealized
             Principal                   Appreciation/
Description              Amount        Maturity Date          Market Value †           (Depreciation)    

FNMA, 3.00%

   $             24,200,000        08/01/2049      $ (24,406,551   $ 62,863  

FNMA, 3.50%

     2,790,000        08/01/2034        (2,880,804     (3,399

FNMA, 5.00%

     4,587,500        08/01/2049        (4,874,577     (21,862

FNMA, 5.50%

     5,650,000        08/01/2049        (6,056,361     (24,986

GNMA, 3.50%

     7,995,000        08/01/2049        (8,267,017     (15,302

GNMA II, 4.00%

     26,500,000        08/01/2049        (27,523,769     (28,466
        

 

 

 

 

 

 

 

Total (proceeds receivable $73,977,927)

         $ (74,009,079   $ (31,152
        

 

 

 

 

 

 

 

At July 31, 2019, the aggregate market value of TBA Sale Commitments represents (3.7)% of total net assets.

OTC Credit Default Swap Contracts Outstanding at July 31, 2019

 

                                     Periodic      Upfront     Upfront       Unrealized
     Counter-      Notional      (Pay)/Receive   Expiration      Payment      Premiums     Premiums   Market   Appreciation/
        Reference Entity    party      Amount (a)      Fixed Rate   Date      Frequency      Paid     Received   Value †   (Depreciation)

Credit default swaps on indices:

 

                

Buy protection:

                         

ABX.HE.AAA.06

     CSI        USD        2,093        (0.18 %)      07/25/45        Monthly      $ 31     $         —     $ 37     $ 6  

ABX.HE.AAA.07

     GSC        USD        687,477        (0.09 %)      08/25/37        Monthly          145,031             16,315       (128,716

ABX.HE.AAA.07

     CSI        USD        1,491,104        (0.09 %)      08/25/37        Monthly        361,692             35,386       (326,306

ABX.HE.AAA.07-1

     GSC        USD        156,958        (0.09 %)      08/25/37        Monthly        32,943             3,725       (29,218

ABX.HE.PENAAA.06

     MSC        USD        220,238        (0.11 %)      05/25/46        Monthly        23,862             13,209       (10,653

ABX.HE.PENAAA.06

     JPM        USD        727,781        (0.11 %)      05/25/46        Monthly        78,665                    44,224       (34,441

ABX.HE.PENAAA.06

     GSC        USD        587,152        (0.11 %)      05/25/46        Monthly        144,689             35,216       (109,473

PrimeX.ARM.2*

     MSC        USD        132,534        (4.58 %)      12/25/37        Monthly              (266     (161     105  
                   

 

 

   

 

 

 

 

 

 

 

 

 

 

 

Total

                    $ 786,913     $ (266   $ 147,951     $ (638,696
                   

 

 

 

  ı

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Sell protection:

                         

ABX.HE.AAA.06

     MSC        USD        2,093        0.18     07/25/45        Monthly      $     $     $ (36   $ (36

ABX.HE.AAA.07

     MSC        USD        687,477        0.09     08/25/37        Monthly        6,504             (16,314     (22,818

ABX.HE.AAA.07

     MSC        USD        1,491,103        0.09     08/25/37        Monthly        14,195               (35,386     (49,581


 

The Hartford Total Return Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

ABX.HE.AAA.07-1

   MSC      USD        156,958                0.09         08/25/37            Monthly      $       1,494     $         —     $ (3,725   $ (5,219

ABX.HE.PENAAA.06

   BCLY      USD        1,535,173        0.11     05/25/46        Monthly              (40,203     (92,072     (51,869

CMBX.NA.BB.6

   CSI      USD        2,680,000        5.00     05/11/63        Monthly              (535,468     (502,790     32,678  

CMBX.NA.BB.6

   CSI      USD        1,540,000        5.00     05/11/63        Monthly              (296,967     (288,916     8,051  

CMBX.NA.BB.6

   CSI      USD        1,080,000        5.00     05/11/63        Monthly              (202,502     (206,817     (4,315

CMBX.NA.BB.6

   CSI      USD        952,000        5.00     05/11/63        Monthly              (166,374     (182,305     (15,931

CMBX.NA.BB.6

   GSC      USD        1,715,000        5.00     05/11/63        Monthly              (300,550     (328,417     (27,867

CMBX.NA.BB.6

   CSI      USD        1,830,000        5.00     05/11/63        Monthly              (319,815     (350,439     (30,624

CMBX.NA.BB.6

   CSI      USD        1,830,000        5.00     05/11/63        Monthly              (319,815     (350,439     (30,624

CMBX.NA.BB.6

   CSI      USD        1,830,000        5.00     05/11/63        Monthly              (319,815     (350,439     (30,624

CMBX.NA.BB.6

   CSI      USD        1,835,000        5.00     05/11/63        Monthly              (320,689     (351,397     (30,708

CMBX.NA.BB.6

   GSC      USD        396,000        5.00     05/11/63        Monthly              (43,666     (75,833     (32,167

CMBX.NA.BB.6

   CSI      USD        1,085,000        5.00     05/11/63        Monthly              (153,093     (203,555     (50,462

CMBX.NA.BB.6

   GSC      USD        1,635,000        5.00     05/11/63        Monthly              (169,894     (313,098     (143,204

CMBX.NA.BB.8

   MSC      USD        3,099,000        5.00     10/17/57        Monthly              (818,415     (431,468     386,947  

CMBX.NA.BB.8

   GSC      USD        2,890,000        5.00     10/17/57        Monthly              (683,334     (391,130     292,204  

CMBX.NA.BB.8

   GSC      USD        1,625,000        5.00     10/17/57        Monthly              (427,180     (226,246     200,934  

CMBX.NA.BB.8

   MSC      USD        1,485,000        5.00     10/17/57        Monthly              (403,212     (206,754     196,458  

CMBX.NA.BB.8

   MSC      USD        1,270,000        5.00     10/17/57        Monthly              (344,331     (176,820     167,511  

CMBX.NA.BB.8

   GSC      USD        890,000        5.00     10/17/57        Monthly              (248,318     (123,913     124,405  

CMBX.NA.BB.8

   CSI      USD        530,000        5.00     10/17/57        Monthly              (139,958     (73,791     66,167  

CMBX.NA.BBB-.6

   MSC      USD        360,000        3.00     05/11/63        Monthly              (30,129     (33,637     (3,508

CMBX.NA.BBB-.6

   MSC      USD        3,725,000        3.00     05/11/63        Monthly              (536,876     (348,051         188,825  

CMBX.NA.BBB-.6

   DEUT      USD        1,270,000        3.00     05/11/63        Monthly              (184,980     (118,664     66,316  

CMBX.NA.BBB-.6

   GSC      USD        2,790,000        3.00     05/11/63        Monthly              (301,883     (253,945     47,938  

CMBX.NA.BBB-.6

   CSI      USD        815,000        3.00     05/11/63        Monthly              (110,808     (74,249     36,559  

PrimeX.ARM.2*

   JPM      USD        129,162        4.58     12/25/37        Monthly        5,002             158       (4,844
                   

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

 

              $ 27,195     $ (7,418,275   $ (6,110,488   $ 1,280,592  
                   

 

 

 

  

 

 

 

 

 

 

  

 

 

 

 

 

 

 

 

 

 

                                                         
                   

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total traded indices

 

        $ 814,108       $ (7,418,541   $ (5,962,537   $ 641,896  
                   

 

 

 

 

 

 

 

  

 

 

 

 

 

 

 

 

 

 

 

*

See Notes 7 and 8 following the schedule of investments.

(a)

The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.

Centrally Cleared Credit Default Swap Contracts Outstanding at July 31, 2019

 

                              Periodic              Unrealized
            Notional      (Pay)/Receive   Expiration      Payment              Appreciation/
        Reference Entity            Amount (a)      Fixed Rate   Date      Frequency      Cost Basis   Value †   (Depreciation)

Credit default swaps on indices:

                    

Buy protection:

                    

CDX.NA.IG.32.V1

     USD        39,252,000        (1.00 %)      06/20/24        Quarterly      $ (753,911   $ (897,825   $ (143,914
                

 

 

 

  

 

 

 

 

 

 

 

 

 

 

Credit default swaps on indices:

 

              

Sell protection:

                    

CDX.EM.31.V1

     USD        39,865,000        1.00     06/20/24        Quarterly      $ (1,151,752   $ (987,533   $ 164,219  
                

 

 

 

  

 

 

 

 

 

 

 

 

 

 

Credit default swaps on single-name issues:

 

              

Sell protection:

                    

Republic of Brazil

     USD        1,725,000        1.00     06/20/24        Quarterly      $ (36,834   $ (19,984   $ 16,850  

Republic of South Africa

     USD        1,735,000        1.00     06/20/24        Quarterly        (48,049     (55,727     (7,678

Republic of Turkey

     USD        1,905,000        1.00 %        06/20/24        Quarterly        (217,575     (207,440     10,135  
                

 

 

 

 

 

 

 

 

 

 

 

Total single-name issues

                 $ (302,458   $ (283,151   $ 19,307  
                

 

 

 

 

 

 

 

 

 

 

 

                                                 
                

 

 

 

 

 

 

 

 

 

 

 

Total

                 $ (2,208,121   $ (2,168,509   $ 39,612  
                

 

 

 

  

 

 

 

 

 

 

 

 

 

 

 

(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 Hartford Total Return Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at July 31, 2019

 

Payments made by

Fund

   Payments
received by
Fund
     Notional Amount      Expiration
Date
    

Periodic

Payment
Frequency

    

Upfront

Premiums
Paid

     Upfront
Premiums
Received
     Value †      Unrealized
Appreciation/
(Depreciation)
 
12 Mo. Federal Funds Rate      1.00% Fixed        USD        6,875,000        09/29/26        Annual      $ 149,347      $      $ 373,907      $ 224,560  
12 Mo. Federal Funds Rate      1.62% Fixed        USD        10,705,000        11/14/26        Annual                      64,448        64,448  

3 Mo. USD LIBOR

     2.00% Fixed        USD        12,225,000        03/21/23        Semi-Annual        41,924               (114,963)        (156,887)  

3 Mo. USD LIBOR

     2.36% Fixed        USD        23,590,000        04/09/24        Semi-Annual                      (690,062)        (690,062)  

3 Mo. USD LIBOR

     2.36% Fixed        USD        24,530,000        04/09/24        Semi-Annual                      (721,685)        (721,685)  

3 Mo. USD LIBOR

     2.36% Fixed        USD        25,205,000        04/09/24        Semi-Annual                      (738,516)        (738,516)  

3 Mo. USD LIBOR

     2.36% Fixed        USD        33,610,000        04/09/24        Semi-Annual                      (981,555)        (981,555)  

3 Mo. USD LIBOR

     1.86% Fixed        USD        15,090,000        06/21/24        Semi-Annual                      (3,803)        (3,803)  

3 Mo. USD LIBOR

     2.79% Fixed        USD        21,619,000        09/30/25        Semi-Annual                      (1,325,117)        (1,325,117)  

3 Mo. USD LIBOR

     2.27% Fixed        USD        1,663,000        07/14/27        Semi-Annual                      (44,627)        (44,627)  

3 Mo. USD LIBOR

     2.75% Fixed        USD        15,675,000        12/20/47        Semi-Annual               (333,032)        (1,935,233)        (1,602,201)  

3 Mo. USD LIBOR

     2.88% Fixed        USD        1,200,000        12/31/48        Semi-Annual                      (188,578)        (188,578)  

3 Mo. USD LIBOR

     2.87% Fixed        USD        600,000        01/28/49        Semi-Annual                      (92,629)        (92,629)  

3 Mo. USD LIBOR

     2.39% Fixed        USD        1,350,000        05/31/49        Semi-Annual                      (60,120)        (60,120)  

3 Mo. USD LIBOR

     2.26% Fixed        USD        4,575,000        06/21/49        Semi-Annual                      (70,854)        (70,854)  
                 

 

 

    

 

 

    

 

 

    

 

 

 

Total

                  $ 191,271      $ (333,032)      $ (6,529,387)      $ (6,387,626)  
                 

 

 

    

 

 

    

 

 

    

 

 

 

OTC Total Return Swap Contracts Outstanding at July 31, 2019

 

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 Investment Grade Index      MSC        USD        19,630,000        (1.00 %)      12/20/19        Quarterly      $      $      $     331,450      $ 331,450  
                   

 

 

    

 

 

    

 

 

    

 

 

 

Foreign Currency Contracts Outstanding at July 31, 2019

Amount and Description

of Currency to be

Purchased

    

Amount and Description
of Currency to be

Sold

     Counterparty    Settlement
Date
   Appreciation      Depreciation  
  48,430,000        EGP        2,715,447        USD      GSC    09/18/19    $ 174,136      $  
  8,000        GBP        9,990        USD      JPM    08/30/19             (246
  186,031        USD        270,000        AUD      SSG    08/07/19      1,340         
  14,805,631        USD        21,436,000        AUD      HSBC    08/30/19      129,259         
  71,936        USD        100,000        AUD      RBS    09/26/19      3,419         
  185,700        USD        250,000        CAD      GSC    08/02/19             (3,730
  373,917        USD        500,000        CAD      JPM    08/02/19             (4,943
  457,997        USD        600,000        CAD      BOA    08/09/19      3,301         
  381,643        USD        500,000        CAD      GSC    08/15/19      2,679         
  374,052        USD        500,000        CAD      JPM    08/26/19             (5,004
  220,342        USD        295,000        CAD      BNP    09/03/19             (3,332
  370,218        USD        485,000        CAD      CBK    09/09/19      2,446         
  37,703        USD        50,000        CAD      BMO    09/10/19             (212
  247,035        USD        330,000        CAD      DEUT    09/10/19             (3,206
  889,091        USD        1,180,000        CAD      CBK    09/10/19      997        (6,707
  384,007        USD        500,000        CAD      MSC    09/18/19      4,804         
  760,872        USD        1,000,000        CAD      HSBC    10/01/19      2,302         
  45,172        USD        60,000        CAD      GSC    10/01/19             (342
  56,189        USD        75,000        CAD      UBS    10/01/19             (704
  188,076        USD        245,000        CAD      JPM    10/10/19      2,201         
  217,004        USD        286,000        CAD      SSG    10/15/19      8         
  382,566        USD        500,000        CAD      BNP    11/04/19      3,096         
  91,084        USD        120,000        CAD      CBK    11/04/19      11         
  686,954        USD        900,000        CAD      GSC    12/02/19      3,643         
  761,533        USD        1,000,000        CAD      RBC    12/03/19      2,288         
  380,831        USD        500,000        CAD      CBK    01/14/20      988         
  459,633        USD        600,000        CAD      MSC    02/19/20      3,672         


 

The Hartford Total Return Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  201,823        USD        265,000      CAD      MSC        03/09/20      $ 416      $  
  281,844        USD        245,000      EUR      GSC        08/01/19        10,607         
  689,764        USD        600,000      EUR      HSBC        08/16/19        24,676         
  470,897        USD        405,000      EUR      BNP        08/16/19        21,962         
  12,947,360        USD        11,592,000      EUR      GSC        08/30/19        82,321         
  602,697        USD        530,000      EUR      JPM        09/03/19        14,351         
  135,365        USD        120,000      EUR      BOA        09/03/19        2,155         
  6,670,739        USD        5,843,000      EUR      BNP        09/18/19        176,707         
  2,571,069        USD        2,267,000      EUR      SSG        09/18/19        51,478         
  3,562,546        USD        3,162,000      EUR      SCB        09/18/19        48,233         
  348,953        USD        305,000      EUR      BCLY        09/18/19        9,970         
  114,693        USD        100,000      EUR      SSG        10/11/19        3,339         
  274,214        USD        245,000      EUR      JPM        10/15/19        1,303         
  39,266        USD        35,000      EUR      SSG        10/15/19        279         
  188,847        USD        165,000      EUR      MSC        10/30/19        4,813         
  189,058        USD        165,000      EUR      MSC        11/15/19        4,791         
  189,972        USD        20,750,000      JPY      JPM        08/05/19               (830
  3,670,092        USD        400,000,000      JPY      JPM        08/13/19               (10,280
  2,890,049        USD        314,850,000      JPY      JPM        08/19/19               (8,239
  3,669,270        USD        399,400,000      JPY      JPM        08/26/19               (9,362
  188,220        USD        20,400,000      JPY      JPM        09/03/19        225         
  278,002        USD        29,950,000      JPY      JPM        09/09/19        1,871         
  1,393,316        USD        149,900,000      JPY      JPM        09/17/19        10,423         
  759,092        USD        81,100,000      JPY      JPM        10/21/19        8,903         
  221,509        USD        23,900,000      JPY      JPM        10/28/19        306         
  935,356        USD        100,000,000      JPY      CBK        01/17/20        3,778         
      Total                                               $ 823,497      $ (57,137

 

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

 

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

BCLY

   Barclays

BMO

   Bank of Montreal

BNP

   BNP Paribas Securities Services

BOA

   Banc of America Securities LLC

CBK

   Citibank NA

CITI

   Citigroup Global Markets, Inc.

CSI

   Credit Suisse International

DEUT

   Deutsche Bank Securities, Inc.

GSC

   Goldman Sachs & Co.

HSBC

   HSBC Bank USA

JPM

   JP Morgan Chase & Co.

MSC

   Morgan Stanley

RBC

   RBC Dominion Securities, Inc.

RBS

   RBS Greenwich Capital

SCB

   Standard Chartered Bank

SSG

   State Street Global Markets LLC

UBS

   UBS AG
Currency Abbreviations:

ARS

   Argentine Peso

AUD

   Australian Dollar

CAD

   Canadian Dollar

EGP

   Egyptian Pound

EUR

   Euro

GBP

   British Pound

JPY

   Japanese Yen

USD

   United States Dollar
Index Abbreviations:      

ABX.HE

   Markit Asset Backed Security Home Equity

ABX.HE.PEN

   Markit Asset Backed Security Home Equity Penultimate

CDX.EM

   Credit Derivatives Emerging Markets


 

The Hartford Total Return Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

CDX.NA.IG

   Credit Derivatives North American Investment Grade

CMBX.NA

   Markit Commercial Mortgage Backed North American

CMT

   Constant Maturity Treasury Index

ICE

   Intercontinental Exchange, Inc.

MSCI

   Morgan Stanley Capital International

MTA

   Monthly Treasury Average Index

PrimeX.ARM

   Markit PrimeX Adjustable Rate Mortgage Backed Security

iBoxx

   Markit iBoxx Indices - Euro, Sterling, Asian, US Dollar and European High-Yield Bond Markets
Other Abbreviations:           

BBSW

   Bank Bill Swap Referance Rate   

CLO

   Collateralized Loan Obligation   

CMO

   Collateralized Mortgage Obligation   

DDCA

   Dollars on Deposit in Custody Account   

EM

   Emerging Markets   

EURIBOR

   Euro Interbank Offered Rate   

FHLMC

   Federal Home Loan Mortgage Corp.   

FNMA

   Federal National Mortgage Association   

GNMA

   Government National Mortgage Association   

LIBOR

   London Interbank Offered Rate   

MSCI

   Morgan Stanley Capital International   

OTC

   Over-the-Counter   

PAC

   Planned Amortization Class   

PT

   Perseroan Terbatas   

TBA

   To Be Announced   
Municipal Abbreviations:           

Auth

   Authority   

GO

   General Obligation   


 

The Hartford Total Return Bond Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2019 in valuing the Fund’s investments.

 

Description    Total      Level 1      Level 2      Level 3(1)  

Assets

           

Asset & Commercial Mortgage Backed Securities

   $ 543,830,331       $ —       $ 536,664,460       $ 7,165,871   

Corporate Bonds

     581,828,961         —         581,828,961         —   

Escrows

     —         —         —         —   

Foreign Government Obligations

     67,300,838         —         67,300,838         —   

Municipal Bonds

     13,194,967         —         13,194,967         —   

Senior Floating Rate Interests

     46,130,147         —         46,130,147         —   

U.S. Government Agencies

     854,143,310         —         854,143,310         —   

U.S. Government Securities

     383,817,165         —         383,817,165         —   

Common Stocks

           

Energy

     110,951         —         9,775         101,176   

Preferred Stocks

     390,199         390,199         —         —   

Warrants

     101         —         —         101   

Short-Term Investments

     45,646,129         41,824,665         3,821,464         —   

Purchased Options

     4,807,432         —         4,807,432         —   

Foreign Currency Contracts(2)

     823,497         —         823,497         —   

Futures Contracts(2)

     1,463,618         1,463,618         —         —   

Swaps - Credit Default(2)

     2,006,308         —         2,006,203         105   

Swaps - Interest Rate(2)

     289,008         —         289,008         —   

Swaps - Total Return(2)

     331,450         —         331,450         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 2,546,114,412       $ 43,678,482       $ 2,495,168,677       $ 7,267,253   
  

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities

           

Foreign Currency Contracts(2)

   $ (57,137)      $ —       $ (57,137)      $ —   

Futures Contracts(2)

     (2,977,674)        (2,977,674)        —         —   

Swaps - Credit Default(2)

     (1,324,800)        —         (1,319,956)        (4,844)  

Swaps - Interest Rate(2)

     (6,676,634)        —         (6,676,634)        —   

TBA Sale Commitments

     (74,009,079)        —         (74,009,079)        —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $         (85,045,324)      $         (2,977,674)      $         (82,062,806)      $                 (4,844)  
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended July 31, 2019, there were no transfers in and out of Level 3.

(2) Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized

appreciation/(depreciation) on the investments.

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended July 31, 2019 is not presented.


 

The Hartford World Bond Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Shares or Principal Amount

   Market Value

Common Stocks - 0.0%

                                   
    

United States - 0.0%

  
  47,282   

Homer City Holdings LLC

   $ 307,333  
       

 

 

 

    

Total Common Stocks
(cost $2,698,660)

   $ 307,333  
       

 

 

 

Asset & Commercial Mortgage Backed Securities - 7.5%

  
    

Bermuda - 0.1%

  
    

Bellemeade Re Ltd.

  
$   2,976,000   

4.27%, 04/25/2029, 1 mo. USD LIBOR + 2.000%(1)(2)

     2,979,370  
    

Radnor RE Ltd.

  
  1,550,000   

3.52%, 02/25/2029, 1 mo. USD LIBOR + 1.250%(1)(2)

     1,549,831  
       

 

 

 

          4,529,201  
       

 

 

 

    

Canada - 0.1%

  
    

Canadian Pacer Auto Receivables Trust

  
  785,000   

3.63%, 01/19/2024(1)

     804,873  
    

Master Credit Card Trust

  
  175,000   

3.74%, 07/21/2024(1)

     178,810  
  3,278,000   

3.80%, 01/21/2022(1)

     3,300,860  
  1,499,000   

4.02%, 07/21/2022(1)

     1,513,136  
       

 

 

 

          5,797,679  
       

 

 

 

    

Cayman Islands - 1.3%

  
    

ALM XVIII Ltd.

  
  2,960,000   

3.95%, 01/15/2028, 3 mo. USD LIBOR + 1.650%(1)(2)

     2,950,093  
    

Apidos CLO

  
  3,030,000   

3.75%, 07/18/2027, 3 mo. USD LIBOR + 1.450%(1)(2)

     3,001,294  
    

Atrium XII

  
  3,250,000   

3.93%, 04/22/2027, 3 mo. USD LIBOR + 1.650%(1)(2)

     3,209,401  
    

Bain Capital Credit CLO

  
  1,330,000   

4.08%, 07/25/2030, 3 mo. USD LIBOR + 1.800%(1)(2)

     1,324,722  
    

BlueMountain CLO Ltd.

  
  1,335,000   

4.52%, 11/20/2028, 1 mo. USD LIBOR + 2.000%(1)(2)

     1,322,430  
    

BSPRT Issuer Ltd.

  
  2,350,000   

3.38%, 09/15/2035, 3 mo. USD LIBOR + 1.050%(1)(2)

     2,352,928  
    

Carbone CLO Ltd.

  
  2,000,000   

4.08%, 01/20/2031, 3 mo. USD LIBOR + 1.800%(1)(2)

     1,924,040  
    

Carlyle Global Market Strategies CLO Ltd.

  
  2,500,000   

3.70%, 04/17/2031, 3 mo. USD LIBOR + 1.400%(1)(2)

     2,456,895  
    

Carlyle U.S. CLO Ltd.

  
  2,350,000   

3.70%, 01/15/2030, 3 mo. USD LIBOR + 1.400%(1)(2)

     2,292,775  
    

Covenant Credit Partners CLO Ltd.

  
  1,015,000   

4.15%, 10/15/2029, 3 mo. USD LIBOR + 1.850%(1)(2)

     1,009,225  
    

Dryden CLO Ltd.

  
  1,000,000   

4.70%, 07/15/2030, 3 mo. USD LIBOR + 2.400%(1)(2)

     999,370  
    

Highbridge Loan Management Ltd.

  
  2,937,500   

4.02%, 02/05/2031, 3 mo. USD LIBOR + 1.450%(1)(2)

     2,901,198  
    

LCM L.P.

  
  1,040,000   

3.68%, 04/20/2028, 3 mo. USD LIBOR + 1.400%(1)(2)

     1,032,010  
  2,240,000   

4.23%, 10/20/2027, 3 mo. USD LIBOR + 1.950%(1)(2)

     2,200,849  
    

LCM XXV Ltd.

  
  3,010,000   

3.49%, 07/20/2030, 3 mo. USD LIBOR + 1.210%(1)(2)

     3,005,954  
  3,948,000   

3.93%, 07/20/2030, 3 mo. USD LIBOR + 1.650%(1)(2)

     3,922,942  
    

Madison Park Funding Ltd.

  
  3,940,000   

3.25%, 04/19/2030, 3 mo. USD LIBOR + 0.950%(1)

     3,926,864  
  1,000,000   

3.88%, 10/21/2030, 3 mo. USD LIBOR + 1.600%(1)(2)

     989,929  
  1,750,000   

4.18%, 04/20/2026, 3 mo. USD LIBOR + 1.900%(1)(2)

     1,750,357  
  3,000,000   

4.20%, 04/19/2030, 3 mo. USD LIBOR + 1.900%(1)(2)

     2,943,963  
    

Northwoods Capital Ltd.

  
  2,935,000   

3.69%, 06/20/2029, 3 mo. USD LIBOR + 1.300%(1)(2)

     2,932,488  
    

Octagon Investment Partners Ltd.

  
  2,140,000   

4.18%, 01/22/2030, 3 mo. USD LIBOR + 1.900%(1)(2)

     2,078,501  
  2,765,000   

4.53%, 10/24/2030, 3 mo. USD LIBOR + 2.250%(1)(2)

     2,729,597  
    

Octagon Loan Funding Ltd.

  
  3,250,000   

4.22%, 11/18/2031, 3 mo. USD LIBOR + 1.700%(1)(2)

     3,225,823  


 

The Hartford World Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

OZLM Ltd.

  
$   1,500,000   

4.15%, 04/15/2031(1)

   $ 1,453,114  
    

Stewart Park CLO Ltd.

  
  1,000,000   

4.10%, 01/15/2030, 3 mo. USD LIBOR + 1.800%(1)(2)

     969,158  
    

Thunderbolt Aircraft Lease

  
  959,286   

4.15%, 09/15/2038(1)(3)

     982,233  
    

Voya CLO Ltd.

  
  2,867,000   

3.55%, 04/17/2030, 3 mo. USD LIBOR + 1.250%(1)(2)

     2,874,747  
  2,390,000   

4.50%, 10/15/2031, 3 mo. USD LIBOR + 2.200%(1)(2)

     2,345,529  
  1,295,000   

4.55%, 10/18/2031, 3 mo. USD LIBOR + 2.250%(1)(2)

     1,272,321  
    

Westcott Park CLO Ltd.

  
  1,015,000   

4.53%, 07/20/2028, 3 mo. USD LIBOR + 2.250%(1)(2)

     1,014,988  
    

Zais CLO Ltd.

  
  3,975,000   

3.83%, 10/15/2028, 3 mo. USD LIBOR + 1.530%(1)(2)

     3,982,894  
       

 

 

 

          71,378,632  
       

 

 

 

    

United States - 6.0%

                                   
    

Aaset Trust

  
  1,708,628   

3.84%, 05/15/2039(1)

     1,706,817  
    

Ajax Mortgage Loan Trust

  
  1,109,559   

3.16%, 09/25/2056(1)(4)

     1,113,067  
    

Alternative Loan Trust

  
  481,028   

2.41%, 04/25/2047, 1 mo. USD LIBOR + 0.140%(2)

     459,812  
  285,518   

6.00%, 05/25/2036

     232,521  
    

Angel Oak Mortgage Trust LLC

  
  239,429   

2.71%, 11/25/2047(1)(4)

     238,941  
  3,848,702   

2.93%, 05/25/2059(1)(4)

     3,856,464  
  2,930,000   

2.99%, 07/26/2049(1)(4)

     2,929,966  
  475,431   

3.26%, 04/27/2048(1)(4)

     477,079  
  1,001,856   

3.50%, 07/25/2046(1)(3)

     1,008,819  
  1,664,264   

3.63%, 03/25/2049(1)(4)

     1,684,084  
    

Arroyo Mortgage Trust

  
  3,609,731   

3.81%, 01/25/2049(1)(4)

     3,673,028  
    

BAMLL Commercial Mortgage Securities Trust

  
  610,000   

4.03%, 09/15/2034, 1 mo. USD LIBOR + 1.700%(1)(2)

     610,759  
    

Banc of America Commercial Mortgage Trust

  
  2,263,000   

4.91%, 07/15/2049(4)

     2,432,735  
    

Banc of America Funding Trust

  
  5,058   

5.77%, 05/25/2037(4)

     4,966  
    

Bank

  
  3,719,811   

0.97%, 02/15/2052(4)(5)

     271,422  
  10,394,620   

1.04%, 04/15/2052(4)(5)

     861,132  
  1,440,000   

4.65%, 11/15/2061(4)

     1,573,696  
    

BBCMS Mortgage Trust

  
  1,115,000   

3.05%, 03/15/2037, 1 mo. USD LIBOR + 0.722%(1)(2)

     1,113,247  
    

Bear Stearns Adjustable Rate Mortgage Trust

  
  508,216   

4.80%, 10/25/2035(4)

     517,310  
    

Bear Stearns Alt-A Trust

  
  1,128,542   

2.77%, 01/25/2036, 1 mo. USD LIBOR + 0.500%(2)

     1,200,972  
  320,814   

4.48%, 09/25/2035(4)

     302,289  
    

Bear Stearns Mortgage Funding Trust

  
  383,879   

2.47%, 02/25/2037, 1 mo. USD LIBOR + 0.200%(2)

     407,292  
    

Bellemeade Re Ltd.

  
  2,713,269   

3.57%, 03/25/2029, 1 mo. USD LIBOR + 1.300%(1)(2)

     2,713,754  
  5,470,000   

4.34%, 07/25/2029, 1 mo. USD LIBOR + 1.950%(1)(2)

     5,471,787  
    

Benchmark Mortgage Trust

  
  21,304,786   

0.54%, 07/15/2051(4)(5)

     770,202  
  2,776,944   

1.05%, 03/15/2052(4)(5)

     227,235  
    

BF NYT Mortgage Trust

  
  2,450,000   

4.83%, 11/15/2035, 1 mo. USD LIBOR + 2.500%(1)(2)

     2,477,590  
    

BX Commercial Mortgage Trust

  
  1,453,701   

4.13%, 11/15/2035, 1 mo. USD LIBOR + 1.800%(1)(2)

     1,461,447  
    

CAMB Commercial Mortgage Trust

  
  1,880,000   

4.48%, 12/15/2037, 1 mo. USD LIBOR + 2.150%(1)(2)

     1,899,410  
    

Cantor Commercial Real Estate

  
  7,108,199   

1.15%, 05/15/2052

     614,622  


 

The Hartford World Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

CarMax Auto Owner Trust

  
$   1,994,000   

3.46%, 10/16/2023

   $ 2,016,410  
    

Chase Mortgage Finance Trust

                                   
  1,388,917   

4.27%, 12/25/2035(4)

     1,355,174  
    

ChaseFlex Trust

  
  131,849   

5.50%, 06/25/2035

     112,978  
    

Citigroup Commercial Mortgage Trust

  
  1,120,000   

4.68%, 01/10/2024(1)

     1,192,799  
  1,865,000   

4.75%, 01/10/2024(1)(4)

     1,976,852  
    

COLT Mortgage Loan Trust

  
  271,172   

2.93%, 02/25/2048(1)(4)

     271,014  
  3,133,391   

3.71%, 03/25/2049(1)(4)

     3,174,908  
  613,514   

3.87%, 10/26/2048(1)(4)

     618,482  
    

COMM Mortgage Trust

  
  1,750,000   

3.23%, 06/15/2034, 1 mo. USD LIBOR + 0.900%(1)(2)

     1,752,221  
    

Commercial Mortgage Trust

  
  25,471,073   

0.62%, 02/10/2047(4)(5)

     597,241  
    

Connecticut Avenue Securities Trust

  
  3,700,000   

4.42%, 09/25/2031, 1 mo. USD LIBOR + 2.150%(1)(2)

     3,719,968  
  4,445,000   

4.57%, 08/25/2031, 1 mo. USD LIBOR + 2.300%(1)(2)

     4,478,953  
  3,660,000   

4.72%, 07/25/2031, 1 mo. USD LIBOR + 2.450%(1)(2)

     3,713,144  
    

CSAIL Commercial Mortgage Trust

  
  11,404,670   

0.62%, 08/15/2051(4)(5)

     508,515  
  50,726,638   

0.78%, 06/15/2057(4)(5)

     1,786,724  
  14,195,894   

1.00%, 04/15/2050(4)(5)

     531,460  
  748,000   

4.89%, 11/15/2051(4)

     827,227  
    

CSMC Trust

  
  999,214   

3.25%, 04/25/2047(1)(4)

     996,970  
  1,700,356   

3.50%, 08/25/2043(1)(4)

     1,710,756  
    

DB Master Finance LLC

  
  1,305,000   

3.79%, 05/20/2049(1)

     1,335,407  
    

DBUBS Mortgage Trust

  
  830,908   

0.70%, 11/10/2046(1)(4)(5)

     4,305  
    

Deephaven Residential Mortgage Trust

  
  455,850   

2.98%, 12/25/2057(1)(4)

     455,684  
  1,741,961   

3.56%, 04/25/2059(1)(4)

     1,755,481  
  2,331,550   

4.08%, 10/25/2058(1)(4)

     2,358,620  
    

Domino’s Pizza Master Issuer LLC

  
  2,450,000   

3.08%, 07/25/2047(1)

     2,452,695  
    

Eagle RE Ltd.

  
  875,000   

4.07%, 04/25/2029, 1 mo. USD LIBOR + 1.800%(1)(2)

     872,962  
    

Eagle RE Ltd.

  
  1,756,000   

3.97%, 11/25/2028, 1 mo. USD LIBOR + 1.700%(1)(2)

     1,753,998  
    

ExteNet LLC

  
  1,315,000   

3.20%, 07/26/2049(1)

     1,313,265  
    

Fannie Mae Connecticut Avenue Securities

  
  3,250,000   

4.27%, 03/25/2031, 1 mo. USD LIBOR + 2.000%(2)

     3,266,644  
  2,375,000   

4.37%, 06/25/2039, 1 mo. USD LIBOR + 2.100%(2)

     2,384,102  
  2,820,000   

4.42%, 10/25/2030, 1 mo. USD LIBOR + 2.150%(2)

     2,841,103  
  3,000,000   

4.47%, 08/25/2030, 1 mo. USD LIBOR + 2.200%(2)

     3,022,628  
  3,310,000   

4.52%, 07/25/2030, 1 mo. USD LIBOR + 2.250%(2)

     3,344,656  
  3,105,000   

4.62%, 01/25/2031, 1 mo. USD LIBOR + 2.350%(2)

     3,136,266  
  3,000,000   

4.82%, 12/25/2030, 1 mo. USD LIBOR + 2.550%(2)

     3,060,556  
  4,770,000   

5.07%, 02/25/2030, 1 mo. USD LIBOR + 2.800%(2)

     4,918,029  
  815,907   

5.17%, 07/25/2024, 1 mo. USD LIBOR + 2.900%(2)

     855,728  
  1,730,000   

5.27%, 10/25/2029, 1 mo. USD LIBOR + 3.000%(2)

     1,808,311  
  245,000   

5.82%, 07/25/2029, 1 mo. USD LIBOR + 3.550%(2)

     258,740  
  3,636,000   

6.52%, 01/25/2029, 1 mo. USD LIBOR + 4.250%(2)

     3,877,972  
  4,681,858   

6.57%, 02/25/2025, 1 mo. USD LIBOR + 4.300%(2)

     5,029,894  
  3,391,889   

6.62%, 05/25/2029, 1 mo. USD LIBOR + 4.350%(2)

     3,623,858  
  1,050,000   

6.67%, 01/25/2024, 1 mo. USD LIBOR + 4.400%(2)

     1,151,353  
  737,052   

6.82%, 02/25/2025, 1 mo. USD LIBOR + 4.550%(2)

     773,436  
  780,759   

7.17%, 11/25/2024, 1 mo. USD LIBOR + 4.900%(2)

     864,870  
  303,334   

7.27%, 07/25/2025, 1 mo. USD LIBOR + 5.000%(2)

     323,291  
  944,312   

7.52%, 10/25/2023, 1 mo. USD LIBOR + 5.250%(2)

     1,050,578  
  1,945,000   

7.77%, 09/25/2029, 1 mo. USD LIBOR + 5.500%(2)

     2,261,568  


 

The Hartford World Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   4,409,611   

7.82%, 04/25/2028, 1 mo. USD LIBOR + 5.550%(2)

   $ 4,784,219  
  1,909,870   

7.97%, 04/25/2028, 1 mo. USD LIBOR + 5.700%(2)

     2,112,853  
  4,372,781   

8.17%, 10/25/2028, 1 mo. USD LIBOR + 5.900%(2)

     4,796,692  
  3,098,604   

9.02%, 08/25/2028, 1 mo. USD LIBOR + 6.750%(2)

     3,475,269  
  2,067,236   

9.22%, 08/25/2028, 1 mo. USD LIBOR + 6.950%(2)

     2,310,085  
    

FCI Funding LLC

                                   
  1,712,342   

3.63%, 02/18/2031(1)

     1,719,670  
    

Five Guys Funding LLC

  
  2,039,588   

4.60%, 07/25/2047(1)

     2,120,189  
    

Flagship Credit Auto Trust

  
  43,031   

1.85%, 07/15/2021(1)

     43,005  
    

Freddie Mac Strips

  
  1,582,290   

5.00%, 09/15/2036(5)

     306,282  
    

FREMF Mortgage Trust

  
  2,753,000   

3.49%, 11/25/2023(1)(4)

     2,732,382  
  3,500,000   

3.72%, 10/25/2048(1)(4)

     3,513,673  
  3,100,000   

3.88%, 02/25/2050(1)(4)

     3,185,097  
  3,309,000   

3.94%, 06/25/2049(1)(4)

     3,332,777  
  3,090,000   

3.97%, 07/25/2049(1)(4)

     3,201,400  
  920,000   

3.98%, 04/25/2051(1)(4)

     918,303  
  2,200,000   

3.98%, 05/25/2050(1)(4)

     2,210,136  
  2,175,000   

4.04%, 07/25/2027(1)(4)

     2,189,675  
  2,180,000   

4.08%, 09/25/2025(1)

     2,219,135  
  880,000   

4.10%, 07/25/2052(1)(4)

     872,555  
  385,000   

4.31%, 02/25/2052(1)(4)

     393,612  
  762,000   

4.38%, 02/25/2052(1)(4)

     782,613  
    

GCAT LLC

  
  1,931,204   

2.99%, 02/25/2059(1)(3)

     1,935,375  
    

GLS Auto Receivables Trust

  
  48,300   

2.67%, 04/15/2021(1)

     48,297  
    

GM Financial Automobile Leasing Trust

  
  3,155,000   

3.95%, 05/22/2023

     3,212,495  
    

GS Mortgage Securities Corp. Trust

  
  1,923,795   

3.78%, 07/15/2025, 1 mo. USD LIBOR + 1.450%(1)(2)

     1,926,186  
  3,125,000   

3.78%, 09/15/2031, 1 mo. USD LIBOR + 1.450%(1)(2)

     3,118,068  
    

GS Mortgage Securities Trust

  
  3,605,851   

0.97%, 02/10/2052(4)(5)

     273,913  
  9,668,702   

1.05%, 05/10/2050(4)(5)

     663,820  
    

GSAA Home Equity Trust

  
  1,185,235   

2.35%, 02/25/2037, 1 mo. USD LIBOR + 0.080%(2)

     575,645  
  931,367   

2.45%, 11/25/2036, 1 mo. USD LIBOR + 0.180%(2)

     398,305  
  1,377,627   

2.51%, 11/25/2036, 1 mo. USD LIBOR + 0.240%(2)

     750,106  
    

HarborView Mortgage Loan Trust

  
  1,776,910   

2.54%, 12/19/2036, 1 mo. USD LIBOR + 0.240%(2)

     1,678,898  
    

Hertz Vehicle Financing II L.P.

  
  840,000   

3.29%, 02/25/2024(1)

     852,301  
  2,990,000   

3.42%, 05/25/2025(1)

     3,049,488  
    

Hertz Vehicle Financing L.P.

  
  2,940,000   

3.71%, 03/25/2023(1)

     3,005,213  
    

Home Re Ltd.

  
  1,815,000   

3.87%, 10/25/2028, 1 mo. USD LIBOR + 1.600%(1)

     1,812,181  
    

Horizon Aircraft Finance Ltd.

  
  1,634,062   

4.46%, 12/15/2038(1)

     1,686,245  
    

JP Morgan Mortgage Trust

  
  522,467   

3.00%, 09/25/2044(1)(4)

     522,336  
  452,340   

4.21%, 11/25/2035(4)

     439,337  
  474   

6.00%, 01/25/2037

     365  
    

JPMBB Commercial Mortgage Securities Trust

  
  54,144,619   

0.69%, 09/15/2047(4)(5)

     1,360,107  
  3,655,000   

4.20%, 09/15/2047(4)

     3,898,595  
    

KNSQ Mortgage Trust

  
  1,651,000   

4.13%, 05/15/2036, 1 mo. USD LIBOR + 1.800%(1)(2)

     1,650,917  
    

Legacy Mortgage Asset Trust

  
  1,601,333   

4.00%, 03/25/2058(1)(3)

     1,617,409  
    

LSTAR Securities Investment Ltd.

  
  2,543,750   

3.90%, 04/01/2024, 1 mo. USD LIBOR + 1.500%(1)(2)

     2,544,148  


 

The Hartford World Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   3,434,954   

3.90%, 05/01/2024, 1 mo. USD LIBOR + 1.500%(1)(2)

   $ 3,438,634  
    

LSTAR Securities Investment Trust

  
  380,536   

3.90%, 04/01/2024, 1 mo. USD LIBOR + 1.500%(1)(2)

     380,384  
  1,314,178   

4.10%, 03/01/2024, 1 mo. USD LIBOR + 1.700%(1)(2)

     1,317,337  
    

MFA Trust

  
  2,525,089   

3.35%, 11/25/2047(1)(3)

     2,515,009  
    

Mill City Mortgage Loan Trust

                                   
  430,115   

2.50%, 04/25/2057(1)(4)

     428,161  
    

Morgan Stanley Bank of America Merrill Lynch Trust

  
  12,508,255   

1.03%, 10/15/2048(4)(5)

     626,810  
    

Morgan Stanley Capital I Trust

  
  8,949,003   

1.44%, 06/15/2050(4)(5)

     686,734  
    

Morgan Stanley Mortgage Loan Trust

  
  361,316   

3.30%, 06/25/2037(4)

     232,381  
    

MSCG Trust

  
  1,305,000   

3.51%, 10/15/2037, 1 mo. USD LIBOR + 1.180%(1)(2)

     1,306,630  
    

MTRO Commercial Mortgage Trust

  
  1,615,000   

4.13%, 12/15/2033, 1 mo. USD LIBOR + 1.800%(1)(2)

     1,616,512  
    

Nationstar HECM Loan Trust

  
  1,027,260   

2.65%, 06/25/2029(1)(4)

     1,027,551  
    

Natixis Commercial Mortgage Securities Trust

  
  800,000   

4.32%, 01/15/2043(1)(4)

     788,988  
  2,637,500   

4.77%, 06/17/2038(1)(4)

     2,773,611  
    

New Residential Mortgage LLC

  
  1,087,596   

4.09%, 07/25/2054(1)

     1,098,878  
    

New Residential Mortgage Loan Trust

  
  3,875,036   

2.80%, 07/25/2049(1)(4)

     3,871,305  
  406,582   

3.25%, 09/25/2056(1)(4)

     411,404  
  1,580,466   

3.60%, 04/25/2049(1)

     1,597,545  
  2,296,171   

3.68%, 01/25/2049(1)(4)

     2,330,421  
  1,403,477   

3.75%, 11/26/2035(1)(4)

     1,440,380  
  754,216   

3.75%, 05/28/2052(1)(4)

     774,638  
  1,433,820   

4.00%, 02/25/2057(1)(4)

     1,481,622  
  1,667,783   

4.00%, 03/25/2057(1)(4)

     1,729,218  
  1,338,977   

4.00%, 04/25/2057(1)(4)

     1,383,359  
  1,537,030   

4.00%, 05/25/2057(1)(4)

     1,593,865  
  599,228   

4.00%, 12/25/2057(1)

     620,492  
    

NRZ Excess Spread-Collateralized Notes

  
  653,468   

3.19%, 01/25/2023(1)

     655,211  
  291,504   

3.27%, 02/25/2023(1)

     292,833  
    

OneMain Financial Issuance Trust

  
  615,000   

4.57%, 02/20/2029(1)

     622,160  
    

Planet Fitness Master Issuer LLC

  
  1,682,288   

4.26%, 09/05/2048(1)

     1,728,248  
    

PMT Credit Risk Transfer Trust

  
  2,288,644   

4.40%, 03/27/2024, 1 mo. USD LIBOR + 2.000%(1)(2)

     2,290,598  
    

Preston Ridge Partners Mortgage Trust LLC

  
  1,730,000   

3.35%, 07/25/2024(1)(3)(6)

     1,729,985  
  1,482,152   

4.00%, 08/25/2023(1)(4)

     1,492,852  
  1,286,767   

4.48%, 10/25/2023(1)(4)

     1,292,804  
    

Santander Retail Auto Lease Trust

  
  3,505,000   

3.66%, 05/20/2024(1)

     3,538,281  
    

Slide Funding

  
  1,461,555   

3.23%, 06/15/2031, 1 mo. USD LIBOR + 0.900%(1)(2)

     1,462,906  
    

Sonic Capital LLC

  
  1,837,667   

4.03%, 02/20/2048(1)

     1,879,474  
    

Spruce Hill Mortgage Loan Trust

  
  1,580,927   

3.40%, 04/29/2049(1)

     1,594,206  
    

SPS Servicer Advance Receivables Trust

  
  645,429   

3.59%, 11/15/2049(1)

     644,634  
    

Starwood Mortgage Residentioal Trust

  
  2,071,603   

4.38%, 10/25/2048(1)

     2,117,381  
    

Store Master Funding LLC

  
  1,122,335   

3.96%, 10/20/2048(1)

     1,139,396  
    

Structured Agency Credit Risk Trust

  
  1,310,000   

3.52%, 02/25/2047, 1 mo. USD LIBOR + 1.250%(1)(2)

     1,316,635  


 

The Hartford World Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   930,000   

4.37%, 09/25/2048, 1 mo. USD LIBOR + 2.100%(1)(2)

   $ 932,622  
    

Structured Asset Mortgage Investments Trust

                                   
  436,919   

2.50%, 02/25/2036, 1 mo. USD LIBOR + 0.230%(2)

     398,287  
    

Taco Bell Funding LLC

  
  3,119,325   

4.32%, 11/25/2048(1)

     3,216,430  
    

Towd Point Mortgage Trust

  
  811,874   

2.25%, 04/25/2056(1)(4)

     807,808  
  705,839   

2.25%, 07/25/2056(1)(4)

     699,005  
  1,584,256   

2.75%, 04/25/2055(1)(4)

     1,582,721  
  476,835   

2.75%, 05/25/2055(1)(4)

     475,795  
  1,242,092   

2.75%, 10/25/2056(1)(4)

     1,246,660  
  303,482   

2.75%, 04/25/2057(1)(4)

     304,132  
  1,544,531   

2.75%, 10/25/2057(1)(4)

     1,547,459  
  631,541   

3.00%, 03/25/2054(1)(4)

     631,471  
  635,132   

3.00%, 01/25/2058(1)(4)

     637,869  
  788,937   

3.25%, 03/25/2058(1)(4)

     798,089  
  1,108,218   

3.25%, 07/25/2058(1)(4)

     1,122,626  
  612,562   

3.75%, 05/25/2058(1)(4)

     632,195  
  827,816   

3.75%, 11/25/2058(1)(4)

     833,931  
    

Toyota Auto Loan Extended Note Trust

  
  1,195,000   

2.56%, 11/25/2031(1)

     1,206,815  
    

US Mortgage Trust

  
  1,560,000   

4.49%, 05/13/2038(1)(4)

     1,623,356  
    

Vantage Data Centers Issuer LLC

  
  1,070,000   

3.19%, 07/15/2044(1)

     1,070,000  
  1,882,942   

4.07%, 02/16/2043(1)

     1,924,273  
    

Vericrest Opportunity Loan Trust

  
  1,858,932   

3.97%, 02/25/2049(1)(3)

     1,866,207  
    

Verus Securitization Trust

  
  240,935   

2.93%, 02/25/2048(1)(4)

     240,758  
  1,717,322   

3.21%, 04/25/2059(1)(4)

     1,728,507  
    

VOLT LXX LLC

  
  1,233,417   

4.12%, 09/25/2048(1)(3)

     1,234,910  
    

VOLT LXXII LLC

  
  2,636,034   

4.21%, 10/26/2048(1)(3)

     2,641,247  
    

VOLT LXXIII LLC

  
  1,889,551   

4.46%, 10/25/2048(1)(3)

     1,896,512  
    

VOLT LXXIV LLC

  
  2,041,082   

4.58%, 11/25/2048(1)(3)

     2,047,645  
    

Wells Fargo Commercial Mortgage Trust

  
  2,000,000   

3.07%, 08/15/2049(4)

     1,936,551  
  1,550,000   

3.60%, 12/15/2048(4)

     1,544,585  
    

Wells Fargo Mortgage Backed Securities Trust

  
  2,661,549   

4.00%, 11/25/2048(1)(4)

     2,724,346  
    

Westlake Automobile Receivables Trust

  
  1,685,000   

3.28%, 12/15/2022(1)

     1,697,333  
  3,900,000   

4.00%, 01/16/2024(1)

     3,975,018  
  3,790,000   

4.53%, 05/15/2023(1)

     3,874,486  
    

WF-RBS Commercial Mortgage Trust

  
  11,773,868   

1.23%, 03/15/2047(4)(5)

     503,482  
    

Wingstop Funding LLC

  
  1,351,613   

4.97%, 12/05/2048(1)

     1,399,919  
       

 

 

 

          328,322,156  
       

 

 

 

    

Total Asset & Commercial Mortgage Backed Securities
(cost $407,403,464)

   $ 410,027,668  
       

 

 

 

Corporate Bonds - 7.1%

  
    

Canada - 0.3%

  
    

1011778 BC ULC / New Red Finance, Inc.

  
  2,600,000   

5.00%, 10/15/2025(1)

     2,652,000  
    

Bausch Health Cos., Inc.

  
  1,401,000   

5.88%, 05/15/2023(1)

     1,411,087  
  3,570,000   

6.13%, 04/15/2025(1)

     3,672,638  
  250,000   

7.00%, 03/15/2024(1)

     263,750  
    

goeasy Ltd.

  
  2,790,000   

7.88%, 11/01/2022(1)

     2,908,575  


 

The Hartford World Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

MEG Energy Corp.

  
$   1,130,000   

6.38%, 01/30/2023(1)

   $ 1,079,150  
  1,160,000   

6.50%, 01/15/2025(1)

     1,160,000  
    

Tervita Corp.

  
  2,890,000   

7.63%, 12/01/2021(1)

     2,947,800  
       

 

 

 

          16,095,000  
       

 

 

 

    

Cayman Islands - 0.1%

  
    

Avolon Holdings Funding Ltd.

  
  1,465,000   

3.95%, 07/01/2024(1)

     1,496,205  
  610,000   

4.38%, 05/01/2026(1)

     630,874  
    

Park Aerospace Holdings Ltd.

  
  3,950,000   

5.25%, 08/15/2022(1)

     4,169,580  
       

 

 

 

          6,296,659  
       

 

 

 

    

Denmark - 0.2%

  
    

Danske Bank A/S

  
  10,650,000   

3.05%, 09/06/2019, 3 mo. USD LIBOR + 0.580%(1)(2)

     10,653,140  
       

 

 

 

    

France - 0.0%

  
    

Credit Agricole S.A.

  
  2,050,000   

8.13%, 12/23/2025, (8.13% fixed rate until 12/23/2025; 5 year USD Swap + 6.185%
thereafter)(1)(7)(8)

     2,375,437  
       

 

 

 

    

Germany - 0.1%

  
    

Unitymedia Hessen GmbH & Co. KG / Unitymedia NRW GmbH

  
EUR   4,520,000   

4.00%, 01/15/2025(9)

     5,186,825  
       

 

 

 

    

Ireland - 0.1%

  
    

Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.

                                   
  2,450,000   

6.75%, 05/15/2024(9)

     2,868,750  
$   1,636,000   

7.25%, 05/15/2024(1)

     1,726,831  
       

 

 

 

          4,595,581  
       

 

 

 

    

Italy - 0.1%

  
    

Intesa Sanpaolo S.p.A.

  
EUR   550,000   

7.75%, 01/11/2027, (7.75% fixed rate until 01/11/2027; 5 year EUR Swap + 7.192%
thereafter)(7)(8)(9)

     697,082  
    

UniCredit S.p.A.

  
$   975,000   

6.57%, 01/14/2022(1)

     1,043,380  
  1,435,000   

8.00%, 06/03/2024, (8.00% fixed rate until 06/03/2024; 5 year USD Swap + 5.180%
thereafter)(7)(8)(9)

     1,442,175  
       

 

 

 

          3,182,637  
       

 

 

 

    

Luxembourg - 0.7%

  
    

Altice Financing S.A.

  
  1,845,000   

7.50%, 05/15/2026(1)

     1,932,638  
    

Altice Luxembourg S.A.

  
EUR   1,045,000   

8.00%, 05/15/2027(9)

     1,189,773  
    

ARD Finance S.A. (7.38% PIK)

  
  2,790,000   

6.63%, 09/15/2023(10)

     3,196,630  
    

Codere Finance Luxembourg S.A.

  
  1,666,000   

6.75%, 11/01/2021(9)

     1,867,316  
    

IQVIA, Inc.

  
  2,755,000   

2.25%, 01/15/2028

     3,049,786  
    

Medtronic Global Holdings SCA

  
  17,480,000   

0.00%, 03/07/2021

     19,398,937  
  7,880,000   

1.00%, 07/02/2031

     9,092,677  
       

 

 

 

          39,727,757  
       

 

 

 

    

Mult - 0.1%

  
    

Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.

  
$   1,645,000   

4.13%, 08/15/2026(1)(6)

     1,647,056  
  685,000   

5.25%, 08/15/2027(1)

     685,856  
    

Panther BF Aggregator 2 LP / Panther Finance Co., Inc.

  
  1,250,000   

8.50%, 05/15/2027(1)

     1,270,313  
    

Panther BF Aggregator 2 LP / Panther Finance Co., Inc.

  
EUR   1,115,000   

4.38%, 05/15/2026(1)

   $ 1,266,822  
       

 

 

 

          4,870,047  
       

 

 

 


 

The Hartford World Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Netherlands - 0.2%

  
    

Constellium SE

  
$   1,415,000   

5.88%, 02/15/2026(1)

     1,468,063  
    

Diamond (BC) B.V.

  
EUR   2,090,000   

5.63%, 08/15/2025(9)

     1,804,021  
    

LKQ European Holdings B.V.

  
  2,565,000   

3.63%, 04/01/2026(9)

     2,981,429  
    

Teva Pharmaceutical Finance Netherlands B.V.

                                   
$   3,430,000   

2.80%, 07/21/2023

     2,988,387  
  1,970,000   

6.75%, 03/01/2028(11)

     1,763,150  
    

Trivium Packaging Finance B.V.

  
EUR   510,000   

3.75%, 08/15/2026(1)(6)

     584,268  
       

 

 

 

          11,589,318  
       

 

 

 

    

Spain - 0.2%

  
    

Banco Bilbao Vizcaya Argentaria S.A.

  
$   3,800,000   

6.13%, 11/16/2027, (6.13% fixed rate until 11/16/2027; 5 year USD Swap + 3.870%
thereafter)(7)(8)(11)

     3,586,250  
EUR   1,200,000   

8.88%, 04/14/2021, (8.88% fixed rate until 04/14/2021; 5 year EUR Swap + 9.177%
thereafter)(7)(8)(9)

     1,474,578  
    

Banco de Sabadell S.A.

  
  1,600,000   

6.13%, 11/23/2022, (6.13% fixed rate until 11/23/2022; 5 year EUR Swap + 6.051%
thereafter)(7)(8)(9)

     1,746,050  
  1,800,000   

6.50%, 05/18/2022, (6.50% fixed rate until 05/18/2022; 5 year EUR Swap + 6.414%
thereafter)(7)(8)(9)

     2,003,209  
    

Banco Santander S.A.

  
  1,140,000   

1.00%, 12/15/2024(4)(7)

     1,073,390  
  1,900,000   

5.48%, 09/12/2019, (5.48% fixed rate until 03/12/2024; 5 year EUR Swap + 5.410%
thereafter)(7)(8)(9)

     2,103,419  
       

 

 

 

          11,986,896  
       

 

 

 

    

Sweden - 0.1%

  
    

Svenska Handelsbanken AB

  
$   7,820,000   

2.96%, 09/06/2019, 3 mo. USD LIBOR + 0.490%(2)

     7,824,964  
       

 

 

 

    

Switzerland - 0.1%

  
    

Credit Suisse Group AG

  
  1,995,000   

6.25%, 12/18/2024, (6.25% fixed rate until 12/18/2024; 5 year USD Swap + 3.455%
thereafter)(7)(8)(9)

     2,100,982  
  2,125,000   

7.50%, 07/17/2023, (7.50% fixed rate until 07/17/2023; 5 year USD Swap + 4.600%
thereafter)(1)(7)(8)

     2,257,813  
       

 

 

 

          4,358,795  
       

 

 

 

    

United Kingdom - 0.3%

  
    

Barclays plc

  
EUR   11,320,000   

6.50%, 09/15/2019, (6.50% fixed rate until 09/15/2019; 5 year EUR Swap + 5.875% thereafter)(7)(8)

     12,555,806  
    

HSBC Bank plc

  
$   2,620,000   

2.94%, 09/30/2019, 6 mo. USD LIBOR + 0.250%(2)(7)

     1,793,338  
       

 

 

 

          14,349,144  
       

 

 

 

    

United States - 4.5%

  
    

Acrisure LLC / Acrisure Finance, Inc.

  
  1,600,000   

7.00%, 11/15/2025(1)

     1,468,000  
  6,090,000   

8.13%, 02/15/2024(1)

     6,501,684  
  745,000   

10.13%, 08/01/2026(1)(6)

     764,370  
    

Adient U.S. LLC

  
  485,000   

7.00%, 05/15/2026(1)

     492,275  
    

Ally Financial, Inc.

  
  3,160,000   

3.88%, 05/21/2024

     3,262,700  
    

Altria Group, Inc.

  
EUR   7,370,000   

2.20%, 06/15/2027

     8,853,983  
    

American Builders & Contractors Supply Co., Inc.

  
$   680,000   

5.75%, 12/15/2023(1)

     703,800  
    

AmeriGas Partners L.P. / AmeriGas Finance Corp.

  
$   342,000   

5.50%, 05/20/2025

   $ 359,100  
  411,000   

5.75%, 05/20/2027

     431,550  
  2,017,000   

5.88%, 08/20/2026

     2,138,020  


 

The Hartford World Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

APX Group, Inc.

  
  1,405,000   

7.63%, 09/01/2023(11)

     1,098,991  
  1,765,000   

7.88%, 12/01/2022(11)

     1,672,337  
    

Beacon Roofing Supply, Inc.

  
  3,321,000   

6.38%, 10/01/2023

     3,428,932  
    

Beazer Homes USA, Inc.

  
  1,650,000   

5.88%, 10/15/2027

     1,509,750  
    

Berry Global, Inc.

  
  2,760,000   

4.88%, 07/15/2026(1)

     2,870,400  
    

Blue Racer Midstream LLC / Blue Racer Finance Corp.

  
  4,150,000   

6.13%, 11/15/2022(1)

     4,170,750  
    

Boyd Gaming Corp.

  
  930,000   

6.38%, 04/01/2026

     981,150  
    

Brand Industrial Services, Inc.

  
  1,920,000   

8.50%, 07/15/2025(1)

     1,680,000  
    

Caesars Entertainment Corp.

  
  410,000   

5.00%, 10/01/2024

     706,481  
    

California Resources Corp.

  
  265,000   

8.00%, 12/15/2022(1)(11)

     185,500  
    

Catalent Pharma Solutions, Inc.

  
  460,000   

4.88%, 01/15/2026(1)

     469,200  
    

Change Healthcare Holdings LLC / Change Healthcare Finance, Inc.

  
  4,110,000   

5.75%, 03/01/2025(1)

     4,119,042  
    

Chesapeake Energy Corp.

                                   
  3,170,000   

7.00%, 10/01/2024

     2,591,475  
  1,065,000   

7.50%, 10/01/2026

     836,025  
    

Cloud Crane LLC

  
  1,769,000   

10.13%, 08/01/2024(1)

     1,892,830  
    

Cloud Peak Energy Resources LLC / Cloud Peak Energy Finance Corp.

  
  4,965,000   

12.00%, 11/01/2021

     744,750  
    

CNH Industrial Capital LLC

  
  1,910,000   

4.38%, 11/06/2020(11)

     1,948,563  
    

Coty, Inc.

  
  1,075,000   

6.50%, 04/15/2026(1)

     1,034,688  
    

CSC Holdings LLC

  
  1,424,000   

10.88%, 10/15/2025(1)

     1,622,036  
    

CVS Health Corp.

  
  7,270,000   

3.17%, 03/09/2021, 3 mo. USD LIBOR + 0.720%(2)

     7,302,053  
    

Eldorado Resorts, Inc.

  
  1,480,000   

6.00%, 04/01/2025

     1,559,550  
  535,000   

6.00%, 09/15/2026

     577,597  
    

Energy Transfer Operating L.P.

  
  2,570,000   

4.25%, 03/15/2023

     2,680,030  
    

FelCor Lodging L.P.

  
  3,190,000   

6.00%, 06/01/2025

     3,341,525  
    

Ferrellgas L.P. / Ferrellgas Finance Corp.

  
  1,336,000   

6.50%, 05/01/2021(11)

     1,175,680  
  865,000   

6.75%, 01/15/2022(11)

     752,550  
    

Foresight Energy LLC / Foresight Energy Finance Corp.

  
  2,025,000   

11.50%, 04/01/2023(1)(11)

     739,125  
    

Freedom Mortgage Corp.

  
  1,935,000   

8.13%, 11/15/2024(1)

     1,683,450  
    

Freeport-McMoRan, Inc.

  
  9,695,000   

3.88%, 03/15/2023

     9,716,329  
    

Genworth Holdings, Inc.

  
  210,000   

4.80%, 02/15/2024

     193,200  
  1,425,000   

4.90%, 08/15/2023

     1,325,250  
  450,000   

7.63%, 09/24/2021

     465,750  
    

Gray Television, Inc.

  
  1,785,000   

5.13%, 10/15/2024(1)

     1,831,856  
  220,000   

5.88%, 07/15/2026(1)

     228,250  
    

HCA Healthcare, Inc.

  
$   1,800,000   

6.25%, 02/15/2021

   $ 1,886,148  
    

HCA, Inc.

  
  3,450,000   

5.38%, 09/01/2026

     3,734,625  


 

The Hartford World Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  2,530,000   

7.50%, 11/15/2095

     2,707,100  
    

Hertz Corp.

  
  946,000   

7.38%, 01/15/2021(1)

     946,757  
    

Infor U.S., Inc.

                                   
  1,730,000   

6.50%, 05/15/2022

     1,760,275  
    

Jack Ohio Finance LLC / Jack Ohio Finance Corp.

  
  1,490,000   

6.75%, 11/15/2021(1)

     1,522,810  
    

Jacobs Entertainment, Inc.

  
  2,835,000   

7.88%, 02/01/2024(1)

     3,012,187  
    

Kaiser Aluminum Corp.

  
  1,500,000   

5.88%, 05/15/2024

     1,560,000  
    

L Brands, Inc.

  
  4,110,000   

5.63%, 02/15/2022

     4,310,075  
    

Las Vegas Sands Corp.

  
  17,660,000   

3.20%, 08/08/2024

     17,741,077  
    

Lithia Motors, Inc.

  
  1,255,000   

5.25%, 08/01/2025(1)

     1,295,788  
    

MGIC Investment Corp.

  
  1,025,000   

5.75%, 08/15/2023

     1,113,406  
    

Microchip Technology, Inc.

  
  7,680,000   

3.92%, 06/01/2021

     7,812,375  
    

Micron Technology, Inc.

  
  1,085,000   

4.64%, 02/06/2024

     1,143,746  
    

Navient Corp.

  
  1,002,000   

5.50%, 01/25/2023

     1,036,769  
  1,300,000   

5.88%, 03/25/2021

     1,349,426  
  1,735,000   

6.50%, 06/15/2022

     1,847,254  
  6,435,000   

6.63%, 07/26/2021

     6,826,377  
  4,160,000   

7.25%, 01/25/2022

     4,524,000  
    

NextEra Energy Operating Partners L.P.

  
  2,880,000   

4.25%, 07/15/2024(1)

     2,919,600  
    

Nissan Motor Acceptance Corp.

  
  15,300,000   

2.97%, 09/13/2019, 3 mo. USD LIBOR + 0.520%(1)(2)

     15,308,904  
    

Novelis Corp.

  
  615,000   

5.88%, 09/30/2026(1)

     637,294  
  1,700,000   

6.25%, 08/15/2024(1)

     1,780,784  
    

Penske Automotive Group, Inc.

  
  1,190,000   

3.75%, 08/15/2020

     1,192,975  
    

PetSmart, Inc.

  
  2,187,000   

5.88%, 06/01/2025(1)

     2,162,068  
    

QEP Resources, Inc.

  
  2,965,000   

5.25%, 05/01/2023

     2,698,150  
  810,000   

5.63%, 03/01/2026(11)

     692,566  
    

Radian Group, Inc.

  
  865,000   

4.50%, 10/01/2024

     889,454  
    

Revlon Consumer Products Corp.

  
  3,070,000   

6.25%, 08/01/2024

     2,087,600  
    

Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu

  
  1,660,000   

5.13%, 07/15/2023(1)

     1,689,050  
  645,000   

7.00%, 07/15/2024(1)

     667,575  
    

SBA Tower Trust

  
  1,915,000   

2.88%, 07/15/2046(1)

     1,916,562  
    

Sinclair Television Group, Inc.

  
  1,055,000   

5.13%, 02/15/2027(1)

     1,060,275  
  3,090,000   

5.63%, 08/01/2024(1)

     3,177,910  
    

Sirius XM Radio, Inc.

  
  1,020,000   

4.63%, 07/15/2024(1)

     1,049,886  
    

SM Energy Co.

  
  1,310,000   

5.00%, 01/15/2024

     1,201,925  
  265,000   

6.13%, 11/15/2022

     259,038  
    

Springleaf Finance Corp.

  
  1,990,000   

6.88%, 03/15/2025

     2,225,974  
$   1,955,000   

7.13%, 03/15/2026

   $ 2,195,709  
  1,740,000   

7.75%, 10/01/2021

     1,901,124  
    

Sprint Capital Corp.

  
  1,775,000   

8.75%, 03/15/2032

     2,203,219  


 

The Hartford World Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC

  
  3,660,000   

4.74%, 09/20/2029(1)

     3,847,575  
  4,660,000   

5.15%, 09/20/2029(1)

     4,951,250  
    

SS&C Technologies, Inc.

  
  2,670,000   

5.50%, 09/30/2027(1)

     2,776,800  
    

Starwood Property Trust, Inc.

  
  3,990,000   

3.63%, 02/01/2021

     4,011,945  
    

Sugarhouse HSP Gaming Prop Mezz L.P. / Sugarhouse HSP Gaming Finance Corp.

  
  1,410,000   

5.88%, 05/15/2025(1)

     1,395,900  
    

Syneos Health, Inc. / inVentiv Health, Inc. / inVentiv Health Clinical, Inc.

                                   
  1,233,000   

7.50%, 10/01/2024(1)

     1,285,403  
    

Taylor Morrison Communities, Inc.

  
  2,180,000   

6.63%, 05/15/2022

     2,255,210  
    

Tempo Acquisition LLC / Tempo Acquisition Finance Corp.

  
  3,160,000   

6.75%, 06/01/2025(1)

     3,258,750  
    

Teva Pharmaceutical Finance LLC

  
  1,150,000   

2.25%, 03/18/2020

     1,138,500  
    

Tribune Media Co.

  
  825,000   

5.88%, 07/15/2022

     838,613  
    

TriMas Corp.

  
  410,000   

4.88%, 10/15/2025(1)

     415,125  
    

Vine Oil & Gas L.P. / Vine Oil & Gas Finance Corp.

  
  1,820,000   

8.75%, 04/15/2023(1)

     1,073,800  
    

Weight Watchers International, Inc.

  
  1,050,000   

8.63%, 12/01/2025(1)

     1,019,739  
    

West Street Merger Sub, Inc.

  
  2,050,000   

6.38%, 09/01/2025(1)

     1,880,875  
    

Western Digital Corp.

  
  245,000   

4.75%, 02/15/2026

     242,244  
    

WMG Acquisition Corp.

  
  1,126,000   

5.50%, 04/15/2026(1)

     1,165,410  
    

WPX Energy, Inc.

  
  4,332,000   

6.00%, 01/15/2022

     4,489,035  
  900,000   

8.25%, 08/01/2023

     1,012,500  
    

Xerox Corp.

  
  3,270,000   

4.13%, 03/15/2023

     3,278,175  
       

 

 

 

          248,495,263  
       

 

 

 

    

Total Corporate Bonds
(cost $395,734,152)

   $ 391,587,463  
       

 

 

 

Escrows - 0.0%

     
    

United States - 0.0%

  
  915,000   

Berry Global, Inc.*(1)

     961,894  
       

 

 

 

    

Total Escrows
(cost $915,000)

   $ 961,894  
       

 

 

 

Foreign Government Obligations - 58.8%

  
    

Australia - 2.0%

  
    

Australia Government Bond

  
AUD   36,345,000   

2.75%, 11/21/2027(9)

     28,028,981  
  59,062,000   

3.00%, 03/21/2047(9)

     50,490,962  
  36,240,000   

4.75%, 04/21/2027(9)

     31,492,575  
       

 

 

 

          110,012,518  
       

 

 

 

    

Austria - 1.4%

  
    

Republic of Austria Government Bond

  
EUR   23,891,000   

0.75%, 10/20/2026(1)(9)

     28,719,880  
  32,668,000   

2.40%, 05/23/2034(1)(9)

     48,289,017  
       

 

 

 

          77,008,897  
       

 

 

 

    

Canada - 19.0%

  
    

Canadian Government Bond

  
CAD   322,650,000   

0.75%, 03/01/2021

   $ 241,082,965  
  100,585,000   

0.75%, 09/01/2021

     74,933,462  
  254,747,000   

1.50%, 06/01/2026

     192,870,772  


 

The Hartford World Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  533,240,000   

1.75%, 09/01/2019

     403,962,229  
  171,800,000   

2.25%, 03/01/2024

     134,448,665  
       

 

 

 

          1,047,298,093  
       

 

 

 

    

Denmark - 16.9%

  
    

Denmark Government Bond

                                   
DKK   2,435,310,000   

0.25%, 11/15/2020

     365,960,761  
  2,748,395,000   

4.00%, 11/15/2019

     412,905,912  
    

Denmark Treasury Bill

  
  1,034,660,000   

0.00%, 09/03/2019(1)(9)

     153,469,812  
       

 

 

 

          932,336,485  
       

 

 

 

    

Germany - 0.4%

  
    

Bundesrepublik Deutschland Bundesanleihe

  
EUR   17,188,000   

0.25%, 08/15/2028(9)

     20,376,071  
       

 

 

 

    

Netherlands - 0.7%

  
    

Netherlands Government Bond

  
  35,260,000   

0.25%, 07/15/2029(1)(9)

     41,290,183  
       

 

 

 

    

New Zealand - 6.7%

  
    

New Zealand Government Bond

  
NZD   179,056,000   

2.75%, 04/15/2025(9)

     127,954,448  
  78,383,000   

2.75%, 04/15/2037(9)

     58,388,922  
  96,325,000   

3.00%, 04/20/2029

     72,100,541  
  146,250,000   

5.50%, 04/15/2023(9)

     111,484,056  
       

 

 

 

          369,927,967  
       

 

 

 

    

Norway - 2.7%

  
    

Norway Government Bond

  
NOK   604,135,000   

1.75%, 09/06/2029(1)(9)

     70,620,658  
  642,329,000   

2.00%, 04/26/2028(1)(9)

     76,374,839  
       

 

 

 

          146,995,497  
       

 

 

 

    

Singapore - 3.6%

  
    

Singapore Government Bond

  
SGD   82,960,000   

1.75%, 04/01/2022

     60,464,624  
  80,610,000   

2.25%, 06/01/2021

     59,256,358  
  62,995,000   

2.63%, 05/01/2028

     48,397,636  
  42,700,000   

2.75%, 03/01/2046

     33,202,893  
       

 

 

 

          201,321,511  
       

 

 

 

    

South Korea - 4.0%

  
    

Korea Treasury Bond

  
KRW   126,083,280,000   

2.25%, 06/10/2025

     111,750,375  
  120,099,350,000   

2.25%, 12/10/2025

     106,810,012  
       

 

 

 

          218,560,387  
       

 

 

 

    

Supranational - 0.1%

  
    

International Finance Corp.

  
MXN   113,370,000   

7.75%, 01/18/2030

     5,846,700  
       

 

 

 

    

Sweden - 1.3%

  
    

Sweden Government Bond

  
SEK   646,725,000   

0.75%, 11/12/2029(1)(9)

     73,076,494  
       

 

 

 

    

Total Foreign Government Obligations
(cost $3,247,650,222)

   $ 3,244,050,803  
       

 

 

 

Senior Floating Rate Interests - 2.9%(12)

  
    

Canada - 0.1%

  
    

B.C. Unlimited Liability Co.

  
$   4,129,964   

4.48%, 02/16/2024, 1 mo. USD LIBOR + 2.250%

     4,128,931  
       

 

 

 

    

Denmark - 0.0%

  
    

Nets Holding A/S

  
EUR   2,332,742   

3.25%, 02/06/2025, 3 mo. EURIBOR + 3.250%

     2,568,299  
       

 

 

 

    

Germany - 0.1%

  
    

Unitymedia Finance LLC

  
$   8,125,000   

4.60%, 09/30/2025, 1 mo. USD LIBOR + 2.250%

   $ 8,118,012  
       

 

 

 


 

The Hartford World Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Luxembourg - 0.1%

  
    

Almonde, Inc.

  
  3,706,986   

5.73%, 06/13/2024, 3 mo. USD LIBOR + 3.500%

     3,634,255  
       

 

 

 

    

Netherlands - 0.1%

  
    

Jacobs Douwe Egberts International B.V.

                                   
  5,375,762   

4.44%, 11/01/2025, 3 mo. USD LIBOR + 2.000%

     5,369,042  
       

 

 

 

    

United Kingdom - 0.1%

  
    

Crown Finance U.S., Inc.

  
  5,143,549   

4.48%, 02/28/2025, 1 mo. USD LIBOR + 2.250%

     5,121,946  
       

 

 

 

    

United States - 2.4%

  
    

American Builders & Contractors Supply Co., Inc.

  
  915,270   

4.23%, 10/31/2023, 1 mo. USD LIBOR + 2.000%

     909,549  
    

Aristocrat Technologies, Inc.

  
  2,668,277   

4.03%, 10/19/2024, 3 mo. USD LIBOR + 1.750%

     2,666,782  
    

Asurion LLC

  
  2,893,730   

5.23%, 11/03/2023, 1 mo. USD LIBOR + 3.000%

     2,899,170  
  2,618,550   

5.23%, 11/03/2024, 1 mo. USD LIBOR + 3.000%

     2,623,237  
  765,000   

8.73%, 08/04/2025, 1 mo. USD LIBOR + 6.500%

     778,066  
    

BCP Raptor LLC

  
  3,201,143   

6.48%, 06/24/2024, 2 mo. USD LIBOR + 4.250%

     3,036,284  
  3,225,000   

6.98%, 11/03/2025, 1 mo. USD LIBOR + 4.750%

     2,991,187  
    

Blackhawk Network Holdings, Inc.

  
  2,965,050   

5.23%, 06/15/2025, 1 mo. USD LIBOR + 3.000%

     2,956,392  
    

Caesars Entertainment Operating Co.

  
  4,129,040   

4.23%, 10/06/2024, 1 mo. USD LIBOR + 2.000%

     4,117,686  
    

Caesars Resort Collection LLC

  
  4,104,167   

4.98%, 12/22/2024, 1 mo. USD LIBOR + 2.750%

     4,068,912  
    

Catalent Pharma Solutions, Inc.

  
  2,478,788   

4.48%, 05/18/2026, 1 mo. USD LIBOR + 2.250%

     2,489,645  
    

CHG PPC Parent LLC

  
  945,450   

4.98%, 03/31/2025, 1 mo. USD LIBOR + 2.750%

     940,137  
    

Circor International, Inc.

  
  1,534,228   

5.87%, 12/11/2024, 1 mo. USD LIBOR + 3.500%

     1,532,954  
    

Clark Equipment Co.

  
  2,965,160   

4.33%, 05/18/2024, 3 mo. USD LIBOR + 2.000%

     2,957,747  
    

Core & Main LP

  
  576,225   

5.24%, 08/01/2024, 6 mo. USD LIBOR + 2.750%

     575,505  
    

Crown Americas LLC

  
  571,511   

4.37%, 04/03/2025, 1 Week USD LIBOR + 2.000%

     573,060  
    

CSC Holdings LLC

  
  1,762,688   

4.83%, 01/25/2026, 1 mo. USD LIBOR + 2.500%

     1,760,484  
    

Diamond (BC) B.V.

  
  1,122,900   

5.26%, 09/06/2024, 2 mo. USD LIBOR + 3.000%

     1,015,292  
    

Dun & Bradstreet Corp.

  
  3,485,000   

0.00%, 02/06/2026, 1 mo. USD LIBOR + 5.000%(13)

     3,505,701  
    

EVO Payments International LLC

  
  4,343,993   

5.49%, 12/22/2023, 1 mo. USD LIBOR + 3.250%

     4,347,598  
    

Flex Acquisition Co., Inc.

  
  3,410,136   

5.57%, 06/29/2025, 1 mo. USD LIBOR + 3.250%

     3,262,000  
    

Genworth Holdings, Inc.

  
  246,875   

6.76%, 03/07/2023, 1 mo. USD LIBOR + 4.500%

     248,418  
    

Golden Entertainment, Inc.

  
  3,831,050   

5.25%, 10/21/2024, 1 mo. USD LIBOR + 3.000%

     3,840,628  
    

Hostess Brands LLC

  
  3,442,472   

4.51%, 08/03/2022, 1 mo. USD LIBOR + 2.250%

     3,435,311  
    

Houghton Mifflin Harcourt Publishing Co.

  
  4,363,636   

5.23%, 05/31/2021, 1 mo. USD LIBOR + 3.000%

     4,170,895  
    

Hub International Ltd.

  
  3,044,250   

5.27%, 04/25/2025, 2 mo. USD LIBOR + 3.000%

     3,010,611  
    

Hyland Software, Inc.

  
  2,576,773   

5.48%, 07/01/2024, 1 mo. USD LIBOR + 3.250%

     2,577,856  
    

Lamar Media Corp.

  
$   2,730,438   

4.13%, 03/14/2025, 1 mo. USD LIBOR + 1.750%

   $ 2,732,158  
    

Lands’ End, Inc.

  
  2,166,554   

5.49%, 04/04/2021, 1 mo. USD LIBOR + 3.250%

     2,116,897  


 

The Hartford World Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

    

Level 3 Financing, Inc.

  
  4,075,000   

4.48%, 02/22/2024, 1 mo. USD LIBOR + 2.250%

     4,076,711  
    

Lower Cadence Holdings LLC

                                   
  1,845,000   

6.27%, 05/22/2026, 1 mo. USD LIBOR + 4.000%

     1,839,613  
    

Medallion Midland Acquisition LLC

  
  4,253,409   

5.48%, 10/30/2024, 1 mo. USD LIBOR + 3.250%

     4,189,608  
    

Messer Industries GmbH

  
  847,875   

4.83%, 03/01/2026, 1 mo. USD LIBOR + 2.500%

     843,636  
    

Microchip Technology, Inc.

  
  1,391,238   

4.24%, 05/29/2025, 1 mo. USD LIBOR + 2.000%

     1,389,499  
    

Post Holdings, Inc.

  
  1,955,322   

4.27%, 05/24/2024, 1 mo. USD LIBOR + 2.000%

     1,954,774  
    

PSAV Holdings LLC

  
  6,053,375   

5.61%, 03/01/2025, 3 mo. USD LIBOR + 3.250%

     5,883,154  
    

Quikrete Holdings, Inc.

  
  5,076,923   

4.98%, 11/15/2023, 1 mo. USD LIBOR + 2.750%

     5,031,078  
    

Rexnord LLC

  
  1,026,154   

4.23%, 08/21/2024, 1 mo. USD LIBOR + 2.000%

     1,029,715  
    

Reynolds Group Holdings, Inc.

  
  4,128,827   

4.98%, 02/05/2023, 1 mo. USD LIBOR + 2.750%

     4,126,019  
    

Shutterfly, Inc.

  
  4,518,362   

4.74%, 08/17/2024, 1 mo. USD LIBOR + 2.500%

     4,517,639  
    

Sotera Health Holdings LLC

  
  4,173,213   

5.23%, 05/15/2022, 1 mo. USD LIBOR + 3.000%

     4,126,264  
    

SS&C Technologies Holdings Europe S.a.r.l.

  
  603,012   

4.48%, 04/16/2025, 1 mo. USD LIBOR + 2.250%

     602,638  
    

SS&C Technologies, Inc.

  
  4,992,534   

4.48%, 04/16/2025, 1 mo. USD LIBOR + 2.250%

     4,990,589  
    

Syneos Health, Inc.

  
  2,304,225   

4.23%, 08/01/2024, 1 mo. USD LIBOR + 2.000%

     2,297,611  
    

Tamko Building Products, Inc.

  
  1,635,000   

5.56%, 04/23/2026, 1 mo. USD LIBOR + 3.250%

     1,639,088  
    

Trans Union LLC

  
  2,504,700   

4.23%, 06/19/2025, 1 mo. USD LIBOR + 2.000%

     2,507,831  
    

Tribune Media Co.

  
  79,474   

5.23%, 12/27/2020, 1 mo. USD LIBOR + 3.000%

     79,375  
  990,554   

5.23%, 01/27/2024, 1 mo. USD LIBOR + 3.000%

     988,702  
    

USI, Inc.

  
  3,728,588   

5.33%, 05/16/2024, 3 mo. USD LIBOR + 3.000%

     3,673,442  
    

Weight Watchers International, Inc.

  
  2,860,567   

7.10%, 11/29/2024, 3 mo. USD LIBOR + 4.750%

     2,833,763  
       

 

 

 

          130,760,911  
       

 

 

 

    

Total Senior Floating Rate Interests
(cost $160,424,361)

   $ 159,701,396  
       

 

 

 

U.S. Government Agencies - 2.0%

  
    

FHLMC - 0.7%

  
$   31,945,622   

0.29%, 11/25/2027(4)(5)

   $ 700,066  
  3,690,853   

1.72%, 09/25/2041(4)(5)

     237,797  
  6,340,248   

2.00%, 10/25/2044(4)(5)

     870,904  
  11,435,000   

2.01%, 02/25/2041(4)(5)

     369,397  
  7,245,592   

2.11%, 06/25/2044(4)(5)

     909,294  
  6,087,872   

2.21%, 01/25/2042(4)(5)

     527,973  
  1,070,000   

2.32%, 04/25/2029(4)(5)

     189,940  
  4,831,747   

3.50%, 01/15/2033(5)

     593,114  
  2,051,442   

3.50%, 05/15/2036(5)

     240,389  
  2,535,000   

3.81%, 02/25/2049(1)

     2,534,996  
  885,000   

4.32%, 04/25/2049, 1 mo. USD LIBOR + 2.050%(1)(2)

     889,082  
  1,565,000   

4.35%, 07/25/2049(1)

     1,565,030  
  3,000,000   

4.57%, 09/25/2030, 1 mo. USD LIBOR + 2.300%(2)

     3,018,593  
  1,130,000   

4.57%, 10/25/2048, 1 mo. USD LIBOR + 2.300%(1)(2)

     1,135,421  
  4,460,000   

4.62%, 04/25/2030, 1 mo. USD LIBOR + 2.350%(2)

     4,526,501  
$   2,490,000   

4.62%, 02/25/2049, 1 mo. USD LIBOR + 2.350%(1)(2)

   $ 2,514,740  
  937,945   

4.72%, 12/25/2042, 1 mo. USD LIBOR + 2.450%(2)

     948,770  
  1,960,000   

4.72%, 03/25/2049, 1 mo. USD LIBOR + 2.450%(1)(2)

     1,982,686  
  3,120,000   

4.77%, 03/25/2030, 1 mo. USD LIBOR + 2.500%(2)

     3,191,851  


 

The Hartford World Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

  2,737,000   

4.92%, 12/25/2029, 1 mo. USD LIBOR + 2.650%(2)

     2,806,698  
  1,064,715   

5.00%, 02/15/2048(5)

     222,791  
  1,885,000   

5.05%, 01/25/2049, 1 mo. USD LIBOR + 2.650%(1)(2)

     1,919,498  
  295,155   

6.07%, 03/25/2025, 1 mo. USD LIBOR + 3.800%(2)

     305,643  
  2,775,000   

7.02%, 12/25/2029, 1 mo. USD LIBOR + 4.750%(2)

     3,077,117  
  3,065,000   

7.42%, 11/25/2028, 1 mo. USD LIBOR + 5.150%(2)

     3,390,214  
    

FNMA - 1.0%

                                   
$   10,375,000   

2.50%, 09/01/2034(14)

   $ 10,432,167  
  6,687,591   

3.00%, 01/25/2028

     505,009  
  14,175,000   

3.00%, 08/01/2034(14)

     14,454,821  
  6,950,000   

3.00%, 08/01/2049(14)

     7,009,319  
  6,163,959   

3.50%, 04/25/2028(5)

     539,865  
  5,232,512   

4.00%, 01/25/2028(5)

     502,772  
  1,840,646   

4.00%, 04/25/2032(5)

     240,109  
  11,775,000   

4.00%, 08/01/2049(14)

     12,188,653  
  1,995,000   

4.27%, 07/25/2039(1)

     1,995,575  
  4,475,000   

4.67%, 04/25/2031, 1 mo. USD LIBOR + 2.400%(1)(2)

     4,523,625  
  2,794,140   

5.50%, 09/25/2044(5)

     609,039  
  1,282,975   

5.50%, 06/25/2048

     277,604  
  4,205,388   

6.50%, 03/25/2045(5)

     1,124,260  
    

GNMA - 0.2%

  
$   5,485,035   

3.50%, 10/20/2029(5)

   $ 592,109  
  4,926,905   

3.50%, 01/20/2030(5)

     550,735  
  5,427,037   

3.50%, 11/20/2031(5)

     602,322  
  2,980,000   

3.50%, 08/01/2049(14)

     3,081,390  
  1,443,337   

4.00%, 01/16/2046

     241,512  
  354,715   

4.50%, 04/20/2045(5)

     58,665  
  1,706,404   

5.00%, 05/16/2044

     325,445  
  524,338   

5.00%, 07/16/2044

     116,361  
  1,237,574   

5.00%, 07/16/2044(5)

     243,598  
  1,714,752   

5.00%, 12/16/2045

     342,935  
  2,904,391   

5.00%, 07/16/2047(5)

     568,251  
  1,359,644   

5.00%, 09/20/2047(5)

     269,928  
  1,433,284   

5.00%, 11/16/2047(5)

     277,019  
  2,966,169   

5.00%, 06/20/2048(5)

     541,712  
  5,433,802   

5.50%, 11/16/2046(5)

     1,211,240  
  1,158,405   

5.50%, 02/20/2047(5)

     234,611  
  2,147,154   

5.85%, 07/20/2039(4)(5)

     408,432  
  2,440,510   

6.00%, 09/20/2045(5)

     576,492  
       

 

 

 

          103,314,080  
       

 

 

 

    

SLM Student Loan Trust - 0.1%

  
$   889,665   

SLC Student Loan Trust 3.31%, 06/15/2021, 3 mo. USD LIBOR + 0.900%(2)

   $ 883,614  
    

SLM Student Loan Trust

  
  385,948   

2.92%, 05/26/2026, 1 mo. USD LIBOR + 0.650%(2)

     377,539  
  1,676,105   

3.03%, 04/25/2023, 3 mo. USD LIBOR + 0.750%(2)

     1,660,859  
  1,763,989   

3.78%, 04/25/2023, 3 mo. USD LIBOR + 1.500%(2)

     1,782,314  
  1,770,913   

3.98%, 07/25/2023, 3 mo. USD LIBOR + 1.700%(2)

     1,797,444  
       

 

 

 

          6,501,770  
       

 

 

 

    

Total U.S. Government Agencies
(cost $110,247,906)

   $ 109,815,850  
       

 

 

 

U.S. Government Securities - 16.8%

  
    

U.S. Treasury Bonds - 0.2%

  
$   10,150,000   

3.00%, 02/15/2047

   $ 11,122,180  
       

 

 

 

    

U.S. Treasury Notes - 16.6%

  
  132,546,605   

0.13%, 04/15/2022(15)

     131,153,511  
  189,888,000   

1.00%, 09/30/2019(11)(16)

     189,529,030  
  213,510,000   

1.38%, 04/30/2020(16)

     212,325,686  
  91,100,000   

1.75%, 04/30/2022(16)(17)(18)

     90,847,339  
  128,510,000   

2.00%, 05/31/2024(16)

     129,458,765  


 

The Hartford World Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

$   159,800,000   

2.13%, 07/31/2024

     $ 161,778,773  
         

 

 

 

            915,093,104  
         

 

 

 

    

Total U.S. Government Securities
(cost $920,124,715)

     $ 926,215,284  
         

 

 

 

Convertible Bonds - 0.1%

    
    

Commercial Services - 0.0%

                                     
    

Cardtronics, Inc.

    
  1,600,000   

1.00%, 12/01/2020

       1,557,000  
         

 

 

 

    

Software - 0.1%

    
    

Western Digital Corp.

    
  1,959,000   

1.50%, 02/01/2024(1)

       1,820,881  
         

 

 

 

    

Total Convertible Bonds
(cost $3,651,776)

     $ 3,377,881  
         

 

 

 

Preferred Stocks - 0.0%

    
    

United States - 0.0%

    
  21,100   

GMAC Capital Trust Series 2, 8.30%(2)

       556,196  
         

 

 

 

    

Total Preferred Stocks
(cost $552,899)

     $ 556,196  
         

 

 

 

    

Total Long-Term Investments
(cost $5,249,403,155)

     $ 5,246,601,768  
         

 

 

 

Short-Term Investments - 4.5%

    
    

Other Investment Pools & Funds - 4.4%

    
  242,442,139   

BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 2.27%(19)

       242,442,139  
         

 

 

 

    

Securities Lending Collateral - 0.1%

    
  345,333   

Citibank NA DDCA, 2.37%, 8/1/2019(19)

       345,333  
  3,917,248   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional
Class, 2.23%(19)

       3,917,248  
  575,864   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.21%(19)

       575,864  
  548,401   

Invesco Government & Agency Portfolio, Institutional Class, 2.23%(19)

       548,401  
  1,397,396   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional
Class, 2.25%(19)

       1,397,396  
  122,426   

Western Asset Institutional Government Class A Fund, Institutional Class, 2.19%(19)

       122,426  
         

 

 

 

            6,906,668  
         

 

 

 

    

Total Short-Term Investments
(cost $249,348,807)

     $ 249,348,807  
         

 

 

 

    

Total Investments Excluding Purchased Options
(cost $5,498,751,962)

     99.7   $ 5,495,950,575  
    

Total Purchased Options
(cost $8,032,097)

     0.1   $ 5,795,122  
       

 

 

 

 

 

 

 

    

Total Investments
(cost $5,506,784,059)

     99.8   $ 5,501,745,697  
    

Other Assets and Liabilities

     0.2     13,538,216  
       

 

 

 

 

 

 

 

    

Total Net Assets

     100.0   $ 5,515,283,913  
       

 

 

 

 

 

 

 

 

Note:

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

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

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

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


 

The Hartford World Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

*

Non-income producing.

(1)

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At July 31, 2019, the aggregate value of these securities was $965,259,254, representing 17.5% of net assets.

(2)

Variable rate securities; the rate reported is the coupon rate in effect at July 31, 2019.

(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)

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 $4,705,384 at July 31, 2019.

(7)

Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

(8)

Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at July 31, 2019. Rate will reset at a future date.

(9)

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 July 31, 2019, the aggregate value of these securities was $947,522,507, representing 17.2% of net assets.

(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)

Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments for securities lending information.

(12)

Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of July 31, 2019.

(13)

Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

(14)

Represents or includes a TBA transaction.

(15)

The principal amount for this security is adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

(16)

This security, or a portion of this security, has been pledged as collateral in connection with OTC swap contracts.

(17)

This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.

(18)

This security, or a portion of this security, has been pledged as collateral in connection with centrally cleared swap contracts.

(19)

Current yield as of period end.

OTC Swaption Contracts Outstanding at July 31, 2019

 

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 05/06/57 *      JPM        2.38     Receive        05/04/27        USD 6,000,000        6,000,000      $ 844,800      $ 636,000      $ 208,800  
3 Month USD-LIBOR- BBA-Interest Rate Swap Expiring 08/04/57 *      JPM        2.45     Receive        08/02/27        USD 6,400,000        6,400,000        965,760        657,280        308,480  
3 Month USD-LIBOR- BBA-Interest Rate Swap Expiring 08/04/57 *      BOA        2.45     Receive        08/02/27        USD 6,900,000        6,900,000        1,041,210        593,400        447,810  
                

 

 

    

 

 

    

 

 

    

 

 

 

Total Calls

                   19,300,000      $ 2,851,770      $ 1,886,680      $ 965,090  
                

 

 

    

 

 

    

 

 

    

 

 

 

Puts

                         
3 Month USD-LIBOR- BBA Interest Rate Swap Expiring 05/06/57 *      JPM        2.38     Pay        05/04/27        USD 6,000,000        6,000,000      $ 699,600      $     1,248,000      $     (548,400
3 Month USD-LIBOR- BBA-Interest Rate Swap Expiring 08/04/57 *      JPM        2.45     Pay        08/02/27        USD 6,400,000        6,400,000        712,960        1,264,640        (551,680
3 Month USD-LIBOR- BBA-Interest Rate Swap Expiring 08/04/57 *      BOA        2.45     Pay        08/02/27        USD 6,900,000        6,900,000        768,660        1,580,100        (811,440


 

The Hartford World Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

                 

 

 

    

 

 

    

 

 

    

 

 

 

Total Puts

                                                                19,300,000      $ 2,181,220      $ 4,092,740      $    (1,911,520
                 

 

 

    

 

 

    

 

 

    

 

 

 

Total purchased swaption contracts

                                                  38,600,000      $ 5,032,990      $ 5,979,420      $ (946,430
                 

 

 

    

 

 

    

 

 

    

 

 

 

 

*

Swaptions with forward premiums.

Exchange-Traded Option Contracts Outstanding at July 31, 2019

 

Description    Exercise Price/FX Rate/
Rate
             Expiration
Date
     Number of
Contracts
             Notional
Amount
     Market
Value †
     Premiums
Paid
(Received)
by Fund
     Unrealized
Appreciation/
(Depreciation)
 
Purchased option contracts:                           

Calls

                          
U.S. Treasury 5-Year Futures Options      118.50        USD        08/23/19        13,936        USD      13,936,000      $ 762,132      $ 2,052,678      $ (1,290,546
                 

 

 

    

 

 

    

 

 

    

 

 

 

Total purchased option contracts

 

                 13,936,000      $ 762,132      $ 2,052,678      $ (1,290,546
                 

 

 

    

 

 

    

 

 

    

 

 

 

Exchange-Traded Options Contracts Outstanding at July 31, 2019

 

Description    Exercise Price/
FX Rate/ Rate
          Expiration
Date
     Number of
Contracts
          Notional
Amount
    Market
Value †
   

Premiums
Paid

(Received)
by Fund

   

Unrealized

Appreciation/

(Depreciation)

 

Written option contracts:

                     

Calls

                     

U.S. Treasury 5-Year Futures Options

     119.00     USD      08/23/19        (13,936   USD      (13,936,000   $ (326,632   $ (995,510   $ 668,878  
               

 

 

   

 

 

   

 

 

   

 

 

 

Total written option contracts

                  (13,936,000   $ (326,632   $ (995,510   $ 668,878  
               

 

 

   

 

 

   

 

 

   

 

 

 

Futures Contracts Outstanding at July 31, 2019

 

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

Long position contracts:

           

Canadian Government 10-Year Bond Future

     1,401        09/19/2019      $ 151,065,548      $ (508,110

Euro-BOBL Future

     527        09/06/2019        78,757,547        309,434  

Euro-Schatz Future

     29        09/06/2019        3,605,971        7,998  

U.S. Treasury 2-Year Note Future

     774        09/30/2019        165,950,437        (119,085

U.S. Treasury 5-Year Note Future

     5,611        09/30/2019        659,599,354        (891,693

U.S. Treasury 10-Year Note Future

     1,719        09/19/2019        219,038,203        26,331  

U.S. Treasury 10-Year Ultra Future

     14        09/19/2019        1,929,813        3,823  

U.S. Treasury Long Bond Future

     10        09/19/2019        1,555,938        5,000  
           

 

 

 

Total

            $ (1,166,302
           

 

 

 

Short position contracts:

           

Australian 3-Year Bond Future

     6        09/16/2019      $ 473,697      $ (1,726

Australian 10-Year Bond Future

     2,141        09/16/2019        212,622,451        (2,322,408

Canadian Government 10-Year Bond Future

     383        09/19/2019        35,064,320        101,807  

Euro BUXL 30-Year Bond Future

     15        09/06/2019        3,470,114        (52,491

Euro-Bund Future

     1,083        09/06/2019        209,888,182        (2,826,202

Long Gilt Future

     235        09/26/2019        37,960,613        (74,384

U.S. Treasury Ultra Bond Future

     1,188        09/19/2019        210,944,250        (2,492,407
           

 

 

 

Total

            $ (7,667,811
           

 

 

 
           
           

 

 

 

Total futures contracts

            $ (8,834,113
           

 

 

 


 

The Hartford World Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

TBA Sale Commitments Outstanding at July 31, 2019

 

                         Unrealized  
     Principal                   Appreciation/  
Description    Amount      Maturity Date      Market Value †     (Depreciation)  

FNMA, 3.50%

   $         18,000,000        08/13/2049      $ (18,437,344   $ (22,500

GNMA II, 3.00%

     7,510,000        08/21/2049        (7,675,601     (43,564
        

 

 

   

 

 

 

Total (proceeds receivable $26,046,881)

         $       (26,112,945   $         (66,064
        

 

 

   

 

 

 

At July 31, 2019, the aggregate market value of TBA Sale Commitments represents (0.5)% of total net assets.

OTC Credit Default Swap Contracts Outstanding at July 31, 2019

 

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-.11

    MSC       USD       3,750,000       (3.00%)       11/18/54       Monthly     $ 185,008     $     $ 163,456     $ (21,552

CMBX.NA.BBB-.9

    BCLY       USD       3,700,000       (3.00%)       09/17/58       Monthly       146,236             124,375       (21,861

ITRAXX.SUB.FIN.16

    BNP       EUR       185,000       (5.00%)       06/20/24       Quarterly             (6,538     (10,699     (4,161

ITRAXX.SUB.FIN.16

    BNP       EUR       485,000       (5.00%)       06/20/24       Quarterly             (17,140     (28,049     (10,909

ITRAXX.SUB.FIN.16

    CSFB       EUR       1,110,000       (5.00%)       06/20/24       Quarterly             (36,798     (64,196     (27,398
             

 

 

   

 

 

   

 

 

   

 

 

 

  Total

              $ 331,244     $ (60,476   $ 184,887     $ (85,881
             

 

 

   

 

 

   

 

 

   

 

 

 
                            
             

 

 

   

 

 

   

 

 

   

 

 

 

  Total traded indices

 

            $ 331,244     $ (60,476   $ 184,887     $ (85,881
             

 

 

   

 

 

   

 

 

   

 

 

 

Credit default swaps on single-name issues:

 

             

Buy protection:

                   

American Airlines Group, Inc.

    BNP       USD       3,850,000       (5.00%)       06/20/24       Quarterly     $     $ (289,557   $ (577,337   $ (287,780

Banco Santander S.A.

    BNP       EUR       4,370,000       (1.00%)       06/20/23       Quarterly             (59,857     (86,210     (26,353

Banco Santander S.A.

    BNP       EUR       6,880,000       (1.00%)       06/20/23       Quarterly             (94,237     (135,726     (41,489

Calpine Corp.

    GSC       USD       3,760,000       (5.00%)       06/20/24       Quarterly             (341,196     (482,211     (141,015

Cox Communications, Inc.

    GSC       USD       4,070,000       (1.00%)       06/20/24       Quarterly             (67,991     (111,666     (43,675

Dell, Inc

    JPM       USD       4,370,000       (1.00%)       06/20/24       Quarterly       238,966             199,699       (39,267

Deutsche Bank AG

    JPM       EUR       2,025,000       (1.00%)       06/20/24       Quarterly       198,278             225,579       27,301  

Deutsche Bank AG

    HSBC       EUR       2,040,000       (1.00%)       06/20/24       Quarterly       211,686             227,248       15,562  

Dillards, Inc.

    BCLY       USD       3,680,000       (5.00%)       06/20/24       Quarterly             (409,852     (575,474     (165,622

Ineos Group Holdings S.A.

    BOA       EUR       7,270,000       (5.00%)       06/20/24       Quarterly             (651,245     (1,180,623     (529,378

Kohl’s Corp.

    JPM       USD       8,370,000       (1.00%)       06/20/24       Quarterly       81,068             118,534       37,466  

Kohl’s Corp.

    MSC       USD       3,195,000       (1.00%)       06/20/24       Quarterly       35,238             45,246       10,008  

Macy’s, Inc.

    CBK       USD       8,770,000       (1.00%)       06/20/24       Quarterly       490,024             247,160       (242,864

MDC Holdings, Inc.

    JPM       USD       3,075,000       (1.00%)       03/20/20       Quarterly       13,841             (21,296     (35,137

Naturgy Energy Group S.A.

    GSC       EUR       14,200,000       (1.00%)       12/20/23       Quarterly             (171,768     (454,439     (282,671

Omnicom Group

    GSC       USD       8,110,000       (1.00%)       06/20/24       Quarterly             (146,655     (245,442     (98,787

Realogy Group LLC

    GSC       USD       4,190,000       (5.00%)       06/20/24       Quarterly             (7,958     628,376       636,334  

Target Corp.

    JPM       USD       8,040,000       (1.00%)       06/20/24       Quarterly             (216,209     (273,009     (56,800


 

The Hartford World Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

Tenet Healthcare Corp.

    GSC       USD       3,830,000       (5.00 %)      06/20/24       Quarterly     $     $ (230,216   $ (81,399   $ 148,817  

Tesco plc

    BCLY       EUR       15,550,000       (1.00 %)      06/20/23       Quarterly             (34,880     (141,091     (106,211

Verizon Communications, Inc.

    CBK       USD       4,070,000       (1.00 %)      06/20/24       Quarterly             (65,192     (96,221     (31,029

Western Union

    GSC       USD       8,420,000       (1.00 %)      06/20/24       Quarterly       165,191             2,605       (162,586
             

 

 

   

 

 

   

 

 

   

 

 

 

Total

              $ 1,434,292     $ (2,786,813   $ (2,767,697   $ (1,415,176
             

 

 

   

 

 

   

 

 

   

 

 

 

Credit default swaps on single-name issues:

 

             

Sell protection:

                   

Liberty Interactive LLC

    GSC       USD       1,425,000       5.00     03/20/20       Quarterly     $ 21,037     $     $ 51,297     $ 30,260  

Liberty Interactive LLC

    BCLY       USD       850,000       5.00     03/20/20       Quarterly       10,810             30,598       19,788  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total

              $ 31,847     $     $ 81,895     $ 50,048  
             

 

 

   

 

 

   

 

 

   

 

 

 
                                                             
             

 

 

   

 

 

   

 

 

   

 

 

 

Total single-name issues

 

          $ 1,466,139     $ (2,786,813   $ (2,685,802   $ (1,365,128
             

 

 

   

 

 

   

 

 

   

 

 

 
                                                   
             

 

 

   

 

 

   

 

 

   

 

 

 

Total OTC contracts

 

            $ 1,797,383     $ (2,847,289   $ (2,500,915   $ (1,451,009
             

 

 

   

 

 

   

 

 

   

 

 

 

 

(a)

The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.

Centrally Cleared Credit Default Swap Contracts Outstanding at July 31, 2019

 

Reference Entity          

Notional

Amount (a)

    

(Pay)/Receive

Fixed Rate

   

Expiration

Date

    

Periodic

Payment

Frequency

     Cost Basis     Value †    

Unrealized

Appreciation/

(Depreciation)

 

Credit default swaps on indices:

                   

Buy protection:

                   

CDX.EM.21

     USD       5,550,000        (5.00 %)      06/20/24        Quarterly      $ (768,857   $ (797,596   $ (28,739

CDX.NA.HY.32.V2

     USD       48,029,850        (5.00 %)      06/20/24        Quarterly        (3,009,368     (3,938,662     (929,294

ITRAXX.FIN.SEN.31.V1

     EUR       17,220,000        (1.00 %)      06/20/24        Quarterly        (118,471   $ (359,768   $ (241,297

ITRAXX.SUB.FIN.16

     EUR       7,455,000        (1.00 %)      06/20/24        Quarterly        (200,031     (221,493     (21,462
               

 

 

   

 

 

   

 

 

 

Total

                $ (4,096,727   $  (5,317,519   $ (1,220,792
               

 

 

   

 

 

   

 

 

 

Credit default swaps on indices:

                   

Sell protection:

                   

ITRAXX.EUR.31.V1

     EUR       17,062,500        1.00     06/20/24        Quarterly      $ 474,951     $ 481,245     $ 6,294  
               

 

 

   

 

 

   

 

 

 
                                                     
               

 

 

   

 

 

   

 

 

 

Total

                $   (3,621,776   $   (4,836,274   $   (1,214,498
               

 

 

   

 

 

   

 

 

 

 

(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 July 31, 2019

 

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)
 

2.06% Fixed

   3 Mo. CAD CDOR      CAD        47,560,000        09/18/24      Semi-Annual    $     4,496      $     $ (423,450   $ (427,946

2.09% Fixed

   3 Mo. CAD CDOR      CAD        35,851,000        09/15/24      Semi-Annual             (7,935     (214,074     (206,139

2.28% Fixed

   3 Mo. CAD CDOR      CAD        11,121,000        09/18/29      Semi-Annual             (3,381     (277,602     (274,221

1.90% Fixed

   3 Mo. NZD NZDBBR FRA      NZD        26,229,000        09/18/24      Semi-Annual                   (499,710     (499,710


 

The Hartford World Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

3 Mo. NZD NZDBBR FRA    1.77% Fixed       NZD        105,105,000        06/16/23        Quarterly      $      $     $ 706,718     $ 706,718  
3 Mo. NZD NZDBBR FRA    1.80% Fixed      NZD        78,665,000        06/16/23        Quarterly                     555,274       555,274  
3 Mo. NZD NZDBBR FRA    1.77% Fixed      NZD        17,890,000        06/16/23        Quarterly                     119,494       119,494  
3 Mo. NZD NZDBBR FRA    1.39% Fixed      NZD        102,266,930        09/15/23        Quarterly                     147,910       147,910  
3 Mo. NZD NZDBBR FRA    1.40% Fixed      NZD        52,714,620        09/15/23        Quarterly                     84,052       84,052  
3 Mo. NZD NZDBBR FRA    1.39% Fixed      NZD        52,100,450        09/15/23        Quarterly                     78,112       78,112  
3 Mo. NZD NZDBBR FRA    2.19% Fixed      NZD        39,109,000        09/15/24        Quarterly        26,368              615,364       588,996  
3 Mo. NZD NZDBBR FRA    1.66% Fixed      NZD        54,967,000        09/18/24        Quarterly        525,617              631,463       105,846  
3 Mo. NZD NZDBBR FRA    2.97% Fixed      NZD        27,960,000        06/19/29        Quarterly        2,142              807,464       805,322  
3 Mo. NZD NZDBBR FRA    2.44% Fixed      NZD        12,250,000        09/18/29        Quarterly               (7,067     590,498       597,565  
3 Mo. SEK STIBOR    0.72% Fixed      SEK        235,927,000        09/15/24        Quarterly               (1,301     469,921       471,222  
3 Mo. SEK STIBOR    0.13% Fixed      SEK        1,023,517,000        09/18/24        Quarterly               (355,960     743,310       1,099,270  
3 Mo. SEK STIBOR    0.50% Fixed      SEK        166,067,000        09/18/24        Quarterly               (662     443,051       443,713  
3 Mo. SEK STIBOR    0.16% Fixed      SEK        1,541,549,000        12/18/24        Quarterly               (249,623     1,159,336       1,408,959  
3 Mo. SEK STIBOR    1.72% Fixed      SEK        142,216,000        03/20/29        Quarterly               (1,667     730,708       732,375  
3 Mo. SEK STIBOR    1.00% Fixed      SEK        72,835,000        09/18/29        Quarterly               (2,139     455,634       457,773  
1.78% Fixed    3 Mo. USD LIBOR      USD        27,995,000        12/15/24        Semi-Annual        24,186              12,367       (11,819
2.53% Fixed    3 Mo. USD LIBOR      USD        36,159,000        09/18/24        Semi-Annual               (95,679     (1,214,750     (1,119,071
2.69% Fixed    3 Mo. USD LIBOR      USD        8,555,000        09/18/29        Semi-Annual               (39,939     (556,916     (516,977
3 Mo. USD LIBOR    2.79% Fixed      USD        33,942,000        09/30/25        Semi-Annual                     (2,079,537     (2,079,537
3 Mo. USD LIBOR    2.88% Fixed      USD        1,475,000        12/31/48        Semi-Annual                     (231,793     (231,793
3 Mo. USD LIBOR    2.87% Fixed      USD        737,500        01/28/49        Semi-Annual                     (113,857     (113,857
3 Mo. USD LIBOR    2.39% Fixed      USD        1,450,000        05/31/49        Semi-Annual                     (64,573     (64,573
7.81% Fixed    3 Mo. ZAR JIBAR      ZAR        1,998,366,000        09/18/29        Quarterly                     26,297       26,297  
6 Mo. AUD BBSW    1.84% Fixed      AUD        37,316,000        09/15/24        Semi-Annual                     541,718       541,718  
6 Mo. AUD BBSW    1.41% Fixed      AUD        26,234,000        12/18/24        Semi-Annual        214,886              312,743       97,857  
6 Mo. AUD BBSW    2.19% Fixed      AUD        11,625,000        09/18/29        Semi-Annual        15,385              579,897       564,512  
6 Mo. AUD BBSW    2.25% Fixed      AUD        27,325,000        09/18/29        Semi-Annual        25,928              362,550       336,622  
6 Mo. EUR EURIBOR    0.41% Fixed      EUR        21,843,000        09/15/24        Semi-Annual        31,472              499,317       467,845  
6 Mo. EUR EURIBOR    0.16% Fixed      EUR        14,701,000        09/18/24        Semi-Annual               (13,138     413,241       426,379  
6 Mo. EUR EURIBOR    1.16% Fixed      EUR        14,858,000        09/18/29        Semi-Annual        918              655,141       654,223  
6 Mo. EUR EURIBOR    0.69% Fixed      EUR        6,702,000        09/18/29        Semi-Annual        25,455              506,275       480,820  
1.28% Fixed    6 Mo. GBP LIBOR      GBP        30,677,000        09/18/24        Semi-Annual               (995,134     (1,110,376     (115,242
1.38% Fixed    6 Mo. GBP LIBOR      GBP        113,000        09/15/24        Semi-Annual               (20     (2,763     (2,743
6 Mo. GBP LIBOR    0.63% Fixed      GBP        454,637,000        09/16/21        Semi-Annual        125,841              191,066       65,225  
6 Mo. GBP LIBOR    1.35% Fixed      GBP        434,135,000        03/17/23        Semi-Annual        5,582,106              7,490,470       1,908,364  
3.06% Fixed    6 Mo. HUF BUBOR      HUF        7,023,427,000        03/20/29        Annual        53,764              (1,055,597     (1,109,361
0.03% Fixed    6 Mo. JPY LIBOR      JPY        2,752,817,000        09/15/24        Semi-Annual               (16,664     (101,407     (84,743
0.19% Fixed    6 Mo. JPY LIBOR      JPY        830,207,000        09/18/29        Semi-Annual               (17,761     (129,382     (111,621
1.81% Fixed    6 Mo. NOK NIBOR      NOK        324,375,000        09/18/24        Annual               (169,670     (111,723     57,947  
1.91% Fixed    6 Mo. NOK NIBOR      NOK        233,760,000        09/15/24        Annual               (892     (154,156     (153,264
1.91% Fixed    6 Mo. NOK NIBOR      NOK        77,415,000        12/18/29        Annual               (38,970     (95,475     (56,505
2.03% Fixed    6 Mo. PLN  WIBOR      PLN            114,869,000        09/18/29        Annual        59,244              (11,572     (70,816


 

The Hartford World Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

2.25% Fixed

   6 Mo. PLN  WIBOR      PLN            404,286,000        09/18/29        Annual      $      $ (354,092   $ (2,106,111   $ (1,752,019

2.64% Fixed

   6 Mo. USD LIBOR      USD        13,600,000        03/16/27        Semi-Annual                     (458,086     (458,086
                 

 

 

    

 

 

   

 

 

   

 

 

 

Total

                  $ 6,717,808      $ (2,371,694   $ 8,916,481     $ 4,570,367  
                 

 

 

 

  

 

 

  

 

 

   

 

 

   

 

 

 

Foreign Currency Contracts Outstanding at July 31, 2019

Amount and Description    Amount and Description                        
of Currency to be    of Currency to be         Settlement              
Purchased    Sold    Counterparty    Date        Appreciation              Depreciation  
  3,436,000     AUD      2,373,766      USD    MSC    08/06/19    $      $ (23,497
  5,375,000     AUD      3,756,319      USD    CIBC    08/06/19             (79,750
  39,240,000     AUD      27,365,819      USD    GSC    08/06/19             (525,155
  54,186,000     AUD      37,816,269      USD    HSBC    08/06/19             (752,349
  72,301,000     AUD      50,458,795      USD    RBS    08/06/19             (1,003,982
  76,061,000     AUD      53,334,886      USD    UBS    08/06/19             (1,308,185
  76,061,000     AUD      53,358,161      USD    TDB    08/06/19             (1,331,460
  76,061,000     AUD      53,365,310      USD    BOA    08/06/19             (1,338,609
  120,063,000     AUD      83,563,762      USD    CBK    08/06/19             (1,439,128
  132,696,000     AUD      92,387,624      USD    JPM    08/06/19             (1,621,856
  141,043,000     AUD      98,577,516      USD    BCLY    08/06/19             (2,102,292
  4,537,000     AUD      3,135,952      USD    HSBC    08/30/19             (29,649
  1,561,000     AUD      1,069,931      USD    CBK    09/05/19             (1,023
  12,110,000     BRL      3,195,251      USD    SCB    08/02/19             (22,513
  22,530,000     BRL      6,017,628      USD    JPM    08/02/19             (114,921
  34,640,000     BRL      9,200,776      USD    CBK    08/02/19             (125,331
  714,000     CAD      543,816      USD    CBK    08/06/19             (2,762
  3,424,000     CAD      2,610,026      USD    MSC    08/06/19             (15,390
  6,668,000     CAD      5,080,433      USD    BCLY    08/06/19             (27,561
  14,772,000     CAD      11,270,533      USD    JPM    08/06/19             (76,620
  76,914,000     CAD      58,963,784      USD    DEUT    08/06/19             (679,959
  285,436,000     CAD      217,805,282      USD    BOA    08/06/19             (1,507,834
  529,000     CHF      535,711      USD    MSC    08/06/19             (3,518
  7,269,000     CHF      7,394,575      USD    JPM    08/06/19             (81,706
  7,457,000     CHF      7,631,044      USD    BCLY    08/06/19             (129,043
  2,810,300,000     CLP      4,019,020      USD    CBK    08/06/19             (27,056
  144,094,000     CNH      20,927,017      USD    GSC    09/18/19      1,296        (78,633
  933,000     EUR      1,057,406      USD    BCLY    08/06/19             (24,079
  2,360,000     EUR      2,668,126      USD    MSC    08/06/19             (54,350
  16,121,000     EUR      18,373,910      USD    BOA    08/06/19             (519,389
  35,294,000     EUR      40,093,654      USD    HSBC    08/06/19             (1,004,427
  125,509,000     EUR      141,715,676      USD    CBK    08/06/19             (2,710,463
  314,520,000     EUR      354,456,625      USD    JPM    08/06/19             (6,115,712
  772,000     EUR      862,387      USD    DEUT    08/30/19             (5,605
  1,037,000     EUR      1,158,248      USD    GSC    08/30/19             (7,364
  1,312,258     EUR      1,467,390      USD    UBS    08/30/19             (11,020
  494,000     EUR      548,408      USD    BCLY    09/05/19      63        —   
  485,000     EUR      538,577      USD    MSC    09/05/19             (98
  2,870,000     GBP      3,558,832      USD    CBK    08/06/19             (67,642
  6,732,000     GBP      8,296,229      USD    JPM    08/06/19      1,446        (108,584
  3,293,000     GBP      4,115,908      USD    SSG    08/06/19             (110,162
  4,173,000     GBP      5,233,711      USD    MSC    08/06/19             (157,497
  4,723,000     GBP      5,914,618      USD    BCLY    08/06/19             (169,359
  600,000     GBP      734,463      USD    BCLY    08/30/19             (3,664
  1,281,000     GBP      1,599,615      USD    JPM    08/30/19             (39,358
  6,886,075,000     HUF      23,441,479      USD    CBK    08/06/19             (60,493
  6,883,320,000     HUF      23,767,298      USD    BCLY    08/06/19             (395,666
  150,582,000,000     IDR      10,602,126      USD    BCLY    08/06/19      133,629        —   
  150,582,000,000     IDR      10,701,585      USD    BNP    09/05/19             (2,028
  13,660,000     ILS      3,825,473      USD    HSBC    08/06/19      66,063        —   
  10,685,000     ILS      3,002,881      USD    BNP    08/06/19      41,122        —   
  1,970,599,000     INR      28,383,756      USD    MSC    08/06/19      248,862        —   
  263,190,000     INR      3,803,763      USD    JPM    08/06/19      20,362        —   
  1,116,895,000     INR      16,165,798      USD    UBS    09/05/19      11,317        —   


 

The Hartford World Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

      513,700,000     JPY      4,762,567      USD    BCLY    08/06/19    $      $ (38,624
  2,956,038,000     JPY      27,224,366      USD    HSBC    08/06/19             (40,879
  11,503,232,000     JPY      106,602,163      USD    JPM    08/06/19             (819,371
  89,677,530,000     JPY      830,177,621      USD    ANZ    08/06/19             (5,510,290
  89,677,530,000     JPY      834,423,038      USD    MSC    08/06/19             (9,755,707
  132,084,527,000     KRW      111,699,389      USD    MSC    08/06/19             (34,805
  921,550,000     MXN      47,733,972      USD            CBK                08/06/19                        305,654                            —   
  68,240,000     MXN      3,568,251      USD    GSC    08/06/19             (10,958
  308,812,000     MXN      16,109,324      USD    HSBC    08/06/19             (11,214
  104,790,000     MXN      5,476,816      USD    BCLY    08/06/19             (14,202
  25,680,000     NOK      3,003,828      USD    CBK    08/06/19             (103,806
  41,821,000     NOK      4,887,273      USD    MSC    08/06/19             (164,458
  499,953,000     NOK      58,511,763      USD    BCLY    08/06/19             (2,052,454
  2,037,247,000     NOK      239,070,760      USD    JPM    08/06/19             (9,006,014
  15,970,000     NOK      1,817,327      USD    BCLY    09/05/19             (12,273
  31,016,000     NOK      3,528,380      USD    JPM    09/05/19      234        (22,943
  20,666,000     NOK      2,360,018      USD    MSC    09/05/19             (24,185
  5,173,000     NZD      3,444,878      USD    BCLY    08/06/19             (47,842
  4,485,000     NZD      2,995,702      USD    DEUT    08/06/19             (50,466
  12,922,000     NZD      8,579,616      USD    JPM    08/06/19             (93,924
  87,065,000     NZD      58,144,956      USD    MSC    08/06/19             (970,605
  323,380,000     NZD      217,055,566      USD    BNP    08/06/19             (4,696,505
  822,000     NZD      541,040      USD    CBK    09/05/19             (893
  821,000     NZD      542,065      USD    MSC    09/05/19             (2,575
  1,644,000     NZD      1,083,738      USD    JPM    09/05/19             (3,444
  38,173,000     PEN      11,577,048      USD    JPM    08/06/19             (24,575
  90,336,000     PLN      23,457,712      USD    CBK    08/06/19             (147,559
  1,019,966,000     RUB      16,074,278      USD    JPM    08/06/19             (62,372
  41,273,000     SEK      4,374,113      USD    BCLY    08/06/19             (100,165
  134,046,000     SEK      14,321,256      USD    JPM    08/06/19             (440,372
  10,257,000     SEK      1,063,061      USD    JPM    09/05/19      1,527        —   
  10,266,000     SEK      1,074,125      USD    MSC    09/05/19             (8,602
  20,569,000     SEK      2,151,871      USD    BCLY    09/05/19             (16,984
  17,700,000     SGD      13,079,140      USD    HSBC    08/06/19             (197,258
  680,565,000     THB      22,222,531      USD    JPM    08/06/19             (91,158
  747,718,000     TRY      130,171,797      USD    GSC    08/06/19      3,479,515        —   
  235,039,000     TRY      40,437,618      USD    BCLY    08/06/19      1,574,572        —   
  46,497,000     TRY      8,300,812      USD    MSC    09/05/19             (92,830
  59,175,000     TWD      1,904,877      USD    HSBC    08/06/19             (1,226
  59,175,000     TWD      1,906,718      USD    MSC    08/06/19             (3,067
  25,376,000     TWD      821,975      USD    CBK    08/06/19             (5,632
  118,930,000     TWD      3,833,978      USD    JPM    08/06/19             (8,017
  262,656,000     TWD      8,463,355      USD    JPM    09/05/19      591        —   
  182,532,629     USD      260,423,000      AUD    UBS    08/06/19      4,399,953        —   
  133,416,859     USD      190,153,000      AUD    SSG    08/06/19      3,349,765        —   
  54,079,140     USD      77,154,000      AUD    BCLY    08/06/19      1,304,813        —   
  52,152,251     USD      74,342,000      AUD    TDB    08/06/19      1,301,369        —   
  49,302,977     USD      70,271,000      AUD    BOA    08/06/19      1,236,710        —   
  8,789,334     USD      12,502,000      AUD    JPM    08/06/19      237,806        —   
  3,010,937     USD      4,280,000      AUD    HSBC    08/06/19      83,362        —   
  1,977,591     USD      2,807,000      AUD    CBK    08/06/19      57,567        —   
  4,889,387     USD      7,085,000      AUD    CIBC    09/05/19      37,875        —   
  539,178     USD      781,000      AUD    JPM    09/05/19      4,382        —   
  5,984,223     USD      22,530,000      BRL    JPM    08/02/19      81,516        —   
  3,216,553     USD      12,110,000      BRL    SCB    08/02/19      43,815        —   
  8,966,080     USD      34,640,000      BRL    CBK    08/02/19             (109,365
  3,187,429     USD      12,110,000      BRL    SCB    09/04/19      22,037        —   
  919,694,623     USD          1,205,269,000      CAD    BOA    08/06/19      6,366,911        —   
  142,372,566     USD      186,634,000      CAD    JPM    08/06/19      945,215        —   
  135,831,185     USD      178,110,000      CAD    RBC    08/06/19      863,142        —   
  109,712,867     USD      144,192,000      CAD    RBS    08/06/19      447,176        —   
  34,833,228     USD      45,576,000      CAD    DEUT    08/06/19      296,686        —   
  5,298,653     USD      6,942,000      CAD    BCLY    08/06/19      38,150        —   
  2,802,029     USD      3,673,000      CAD    MSC    08/06/19      18,705        —   
  1,621,085     USD      2,125,000      CAD    CBK    08/06/19      10,804        —   
  1,845,967     USD      2,424,000      CAD    BCLY    09/05/19      7,988        —   


 

The Hartford World Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

      543,651     USD      714,000      CAD        JPM        09/05/19    $ 2,266      $ —   
  1,974,805     USD      2,602,000      CAD    MSC    09/05/19      1,859                        —   
  9,152,467     USD      9,040,000      CHF    JPM    08/06/19      57,915        —   
  3,267,690     USD      3,224,000      CHF    BCLY    08/06/19      24,233        —   
  1,622,661     USD      1,602,000      CHF    MSC    08/06/19      10,994        —   
  1,750,469     USD      1,729,000      CHF    MSC    09/05/19      6,175        —   
  1,094,642     USD      1,082,000      CHF    BCLY    09/05/19      3,070        —   
  1,202,226     USD      1,189,000      CHF    JPM        09/05/19          2,708        —   
  544,960     USD      540,000      CHF    CBK    09/05/19      184        —   
  2,969,360     USD      2,051,700,000      CLP    HSBC    08/06/19      54,969        —   
  1,118,104     USD      758,600,000      CLP    CBK    08/06/19      40,531        —   
  4,019,595     USD      2,810,300,000      CLP    CBK    09/05/19      27,068        —   
  14,630,459     USD      101,513,000      CNH    BCLY    09/18/19             (57,962
  10,113,235     USD      32,476,532,000      COP    CBK    08/06/19      218,770        —   
  975,004,238     USD      6,383,499,000      DKK    BOA    08/06/19            28,235,493        —   
  361,141,526     USD      321,395,000      EUR    JPM    08/06/19      5,186,330        —   
  156,770,923     USD      137,319,000      EUR    HSBC    08/06/19      4,685,759        —   
  156,509,330     USD      137,319,000      EUR    BOA    08/06/19      4,424,166        —   
  208,839,674     USD      184,666,000      EUR    CBK    08/06/19      4,316,199        —   
  89,061,862     USD      79,619,000      EUR    BCLY    08/06/19      881,284        —   
  31,818,116     USD      28,604,000      EUR    MSC    08/06/19      138,275        —   
  26,950,176     USD      24,253,000      EUR    GSC    08/06/19      89,207        —   
  79,209,457     USD      70,917,627      EUR    GSC    08/30/19      503,625        —   
  3,073,230     USD      2,755,000      EUR    UBS    08/30/19      15,675        —   
  6,079,195     USD      5,441,000      EUR    CBK    09/05/19      38,246        —   
  4,476,447     USD      4,010,000      EUR    CIBC    09/05/19      24,286        —   
  1,193,407     USD      1,067,000      EUR    MSC    09/05/19      8,755        —   
  542,508     USD      485,000      EUR    BCLY    09/05/19      4,030        —   
  8,058,198     USD      6,401,000      GBP    BCLY    08/06/19      271,749        —   
  8,975,659     USD      7,215,000      GBP    JPM    08/06/19      199,026        —   
  4,103,856     USD      3,277,000      GBP    BOA    08/06/19      117,574        —   
  1,088,075     USD      870,000      GBP    CBK    08/06/19      29,770        —   
  3,402,773     USD      2,725,000      GBP    JPM    08/30/19      83,724        —   
  1,169,737     USD      956,000      GBP    MSC    09/05/19      5,048        —   
  53,341,920     USD      15,161,374,000      HUF    MSC    08/06/19      1,862,977        —   
  10,740,514     USD      150,582,000,000      IDR    BNP    08/06/19      4,759        —   
  6,374,602     USD      22,750,000      ILS    BNP    08/06/19             (106,544
  16,215,673     USD      1,116,895,000      INR    UBS    08/06/19             (12,706
  1,203,211,730     USD      130,252,589,000      JPY    JPM    08/06/19      5,419,429        —   
  261,450,224     USD      28,200,981,000      JPY    CBK    08/06/19      2,116,277        —   
  290,008,338     USD      31,473,303,000      JPY    MSC    08/06/19      582,385        —   
  21,702,410     USD      2,332,792,000      JPY    HSBC    08/06/19      250,243        —   
  2,785,541     USD      300,900,000      JPY    ANZ    08/06/19      18,489        —   
  5,191,211     USD      562,800,000      JPY    SSG    08/06/19      15,748        —   
  2,274,633     USD      246,169,000      JPY    BCLY    08/06/19      10,884        —   
  57,510,877     USD      6,237,566,000      JPY    JPM    09/05/19      20,843        (829
  3,903,445     USD      422,900,000      JPY    BCLY    09/05/19      5,628        —   
  544,860     USD      59,135,000      JPY    MSC    09/05/19             (180
  187,061,417     USD      215,896,934,000      KRW    BNP    08/06/19      4,541,618        —   
  40,747,769     USD      48,272,120,000      KRW    HSBC    08/06/19             (61,599
  111,779,738     USD      132,084,527,000      KRW    MSC    09/05/19      14,976        —   
  16,143,181     USD      308,178,000      MXN    BCLY    08/06/19      78,120        —   
  3,156,339     USD      60,255,000      MXN    JPM    08/06/19      15,296        —   
  24,112,072     USD      462,267,000      MXN    GSC    08/06/19      14,482        —   
  13,928,969     USD      267,411,000      MXN    CBK    08/06/19      19,199        (30,141
  159,858,566     USD      1,361,338,000      NOK    JPM    08/06/19      6,123,704        —   
  267,592,843     USD      2,321,920,000      NOK    CBK    08/06/19      5,380,191        —   
  14,006,072     USD      121,504,000      NOK    BNP    08/06/19      284,718        —   
  2,274,728     USD      19,726,000      NOK    BCLY    08/06/19      47,085        —   
  540,628     USD      4,611,000      NOK    MSC    08/06/19      19,911        —   
  382,918,022     USD      570,490,000      NZD    BNP    08/06/19      8,285,327        —   
  290,241,435     USD      432,197,000      NZD    JPM    08/06/19      6,423,793        —   


 

The Hartford World Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

      56,598,133     USD      84,909,000      NZD      CBK             08/06/19           $ 839,597      $ —   
  19,221,368     USD      28,958,000      NZD            BCLY              08/06/19        205,060        —   
  3,551,812     USD      5,290,000      NZD      ANZ        08/06/19        77,944        —   
  1,896,261     USD      2,795,000      NZD      MSC        08/06/19        60,825        —   
  3,939,626     USD      5,965,000      NZD      UBS        09/05/19        19,944        —   
  539,391     USD      821,000      NZD      BCLY        09/05/19               (99
  538,133     USD      821,000      NZD      JPM        09/05/19               (1,357
  28,771,366     USD      107,577,000      PLN      JPM        08/06/19        1,012,374        —   
  3,521,688     USD      222,870,000      RUB      DEUT        08/06/19        22,969        —   
  98,950,597     USD      917,658,000      SEK      JPM        08/06/19        3,924,237        —   
  12,075,272     USD      114,104,000      SEK      HSBC        08/06/19        259,446        —   
  2,206,646     USD      20,660,000      SEK      UBS        08/06/19        67,238        —   
  2,612,752     USD      24,656,000      SEK      BCLY        08/06/19        59,546        —   
  1,426,041     USD      13,406,000      SEK      MSC        08/06/19        37,807        —   
  194,100,889     USD      262,695,000      SGD      HSBC        08/06/19                    2,914,113        —   
  11,428,404     USD      15,628,000      SGD      BCLY        08/06/19        54,503        —   
  5,607,318     USD      7,650,000      SGD      JPM        08/06/19        39,726        —   
  6,951,799     USD      215,040,000      THB      MSC        08/06/19               (41,112
  1,677,291     USD      9,612,000      TRY      MSC        08/06/19               (40,812
         122,802,962     USD      701,549,000      TRY      GSC        08/06/19        8,843        (2,604,686
  94,137,448     USD      551,591,000      TRY      BCLY        08/06/19               (4,457,024
  8,303,587     USD      46,525,000      TRY      GSC        09/05/19        90,663        —   
  16,256,676     USD      91,956,000      TRY      BCLY        09/05/19        63,610        (39,662
  8,447,568     USD      262,656,000      TWD      JPM        08/06/19               (2,038
  81,740,145     USD          1,149,825,000      ZAR      GSC        08/06/19        1,660,264        —   
  67,845,300     USD      965,472,000      ZAR      BCLY        08/06/19        604,736        —   
  24,759,999     USD      347,533,000      ZAR      UBS        08/06/19        555,967        —   
  8,198,145     USD      115,925,000      ZAR      BOA        08/06/19        124,516        —   
  5,516,830     USD      78,530,000      ZAR      SCB        08/06/19        47,586        —   
  16,533,315     USD      235,050,000      ZAR      GSC        09/05/19        218,678        —   
  24,587,944     USD      352,575,000      ZAR      JPM        09/05/19        123,169        (7,180
  8,238,985     USD      117,525,000      ZAR      MSC        09/05/19        81,667        —   
  117,525,000     ZAR      8,253,740      USD      MSC        08/06/19               (68,679
  342,453,000     ZAR      24,606,283      USD      UBS        08/06/19               (756,049
  810,512,000     ZAR      57,618,245      USD      GSC        08/06/19               (1,169,912
  705,150,000     ZAR      49,434,557      USD      GSC        09/05/19               (490,647
              Total                                          $ 131,482,073      $ (70,763,579

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

 

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

ANZ

   Australia and New Zealand Banking Group   

BCLY

   Barclays   

BNP

   BNP Paribas Securities Services   

BOA

   Banc of America Securities LLC   

CBK

   Citibank NA   

CIBC

   Canadian Imperial Bank of Commerce   

CSFB

   Credit Suisse First Boston Corp.   

DEUT

   Deutsche Bank Securities, Inc.   

GSC

   Goldman Sachs & Co.   

HSBC

   HSBC Bank USA   

JPM

   JP Morgan Chase & Co.   

MSC

   Morgan Stanley   

RBC

   RBC Dominion Securities, Inc.   

RBS

   RBS Greenwich Capital   

SCB

   Standard Chartered Bank   

SSG

   State Street Global Markets LLC   

TDB

   Toronto-Dominion Bank   

UBS

   UBS AG   
Currency Abbreviations:           

AUD

   Australian Dollar   

BRL

   Brazilian Real   


 

The Hartford World Bond Fund

 

 

Schedule of Investments – (continued)

July 31, 2019 (Unaudited)

 

CAD

   Canadian Dollar   

CHF

   Swiss Franc   

CLP

   Chilean Peso   

CNH

   Chinese Renminbi   

COP

   Colombian Peso   

DKK

   Danish Krone   

EUR

   Euro   

GBP

   British Pound   

HUF

   Hungarian Forint   

IDR

   Indonesian Rupiah   

ILS

   Israeli Shekel   

INR

   Indian Rupee   

JPY

   Japanese Yen   

KRW

   South Korean Won   

MXN

   Mexican Peso   

NOK

   Norwegian Krone   

NZD

   New Zealand Dollar   

PEN

   Peruvian Sol   

PLN

   Polish Zloty   

RUB

   Russian Ruble   

SEK

   Swedish Krona   

SGD

   Singapore Dollar   

THB

   Thai Baht   

TRY

   Turkish Lira   

TWD

   Taiwanese Dollar   

USD

   United States Dollar   

ZAR

   South African Rand   
Index Abbreviations:           

CDX.NA.HY

   Credit Derivatives North American High Yield   

CMBX.NA

   Markit Commercial Mortgage Backed North American   

ITRAXX.EUR

   Markit iTraxx - Europe   
Other Abbreviations:           

BBSW

   Bank Bill Swap Referance Rate   

BUBOR

   Budapest Interbank Offered Rate   

CDOR

   Canadian Dollar Offered Rate   

CLO

   Collateralized Loan Obligation   

CMO

   Collateralized Mortgage Obligation   

DDCA

   Dollars on Deposit in Custody Account   

EM

   Emerging Markets   

EURIBOR

   Euro Interbank Offered Rate   

FHLMC

   Federal Home Loan Mortgage Corp.   

FNMA

   Federal National Mortgage Association   

GNMA

   Government National Mortgage Association   

JIBAR

   Johannesburg Interbank Agreed Rate   

LIBOR

   London Interbank Offered Rate   

NIBOR

   Norwegian Interbank Offered Rate   

NZDBB

   New Zealand Bank Bill   

OTC

   Over-the-Counter   

PAC

   Planned Amortization Class   

PIK

   Payment-in-kind   

STIBOR

   Stockholm Interbank Offered Rate   

TBA

   To Be Announced   

WIBOR

   Warsaw Interbank Offered Rate   


 

The Hartford World Bond Fund

 

 

Schedule of Investments

July 31, 2019 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2019 in valuing the Fund’s investments.

 

Description    Total      Level 1      Level 2      Level 3(1)  

Assets

           

Common Stocks

           

Utilities

   $ 307,333       $ —       $ 307,333       $ —   

Asset & Commercial Mortgage Backed Securities

     410,027,668         —         410,027,668         —   

Corporate Bonds

     391,587,463         —         391,587,463         —   

Escrows

     961,894         —         961,894         —   

Foreign Government Obligations

     3,244,050,803         —         3,244,050,803         —   

Senior Floating Rate Interests

     159,701,396         —         159,701,396         —   

U.S. Government Agencies

     109,815,850         —         109,815,850         —   

U.S. Government Securities

     926,215,284         —         926,215,284         —   

Convertible Bonds

     3,377,881         —         3,377,881         —   

Preferred Stocks

     556,196         556,196         —         —   

Short-Term Investments

     249,348,807         249,348,807         —         —   

Purchased Options

     5,795,122         762,132         5,032,990         —   

Foreign Currency Contracts(2)

     131,482,073         —         131,482,073         —   

Futures Contracts(2)

     454,393         454,393        —         —   

Swaps - Credit Default(2)

     931,830         —         931,830         —   

Swaps - Interest Rate(2)

     14,030,410         —         14,030,410         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 5,648,644,403       $ 251,121,528       $ 5,397,522,875       $ —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities

           

Foreign Currency Contracts(2)

   $ (70,763,579)      $ —       $ (70,763,579)      $ —   

Futures Contracts(2)

     (9,288,506)        (9,288,506)        —         —   

Swaps - Credit Default(2)

     (3,597,337)        —         (3,597,337)        —   

Swaps - Interest Rate(2)

     (9,460,043)        —         (9,460,043)        —   

TBA Sale Commitments

     (26,112,945)        —         (26,112,945)        —   

Written Options

     (326,632)        (326,632)        —         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $         (119,549,042)      $         (9,615,138)      $         (109,933,904)      $                     —   
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended July 31, 2019, there were no transfers in and out of Level 3.

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

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended July 31, 2019 is not presented.


The Hartford Mutual Funds, Inc. (the “Company”)

Notes to the Schedules of Investments

1. 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.

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 the Directors of the Company (the “Board of Directors”) (“Valuation Procedures”). Market prices are considered not readily available where there is an absence of current or reliable market-based data (e.g., trade information or broker quotes), including where events occur after the close of the relevant market, but prior to the NYSE Close, that materially affect the values of a Fund’s portfolio holdings or assets. In addition, market prices are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which the securities or other instruments trade do not open for trading for the entire day and no other market prices are available. Fair value pricing is subjective in nature and the use of fair value pricing by a Fund may cause the NAV of its shares to differ significantly from the NAV that would have been calculated using market prices at the close of the exchange on which a portfolio holding is primarily traded. There can be no assurance that a Fund could obtain the fair value assigned to an investment if the Fund were to sell the investment at approximately the time at which the Fund determines its NAV.

Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close. Securities and other instruments that are primarily traded on foreign markets may trade on days that are not business days of the Funds. The value of the foreign securities or other instruments in which a Fund invests may change on days when a shareholder will not be able to purchase or redeem shares of the Fund.

Fixed income investments (other than short-term obligations) held by a Fund are normally valued at prices supplied by independent pricing services in accordance with the Valuation Procedures. Short-term investments maturing in 60 days or less are generally valued at amortized cost if their original term to maturity was 60 days or less, or by amortizing their value on the 61st day prior to maturity, if the original term exceeded 60 days.

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

Investments valued in currencies other than U.S. dollars are converted to U.S. dollars using the prevailing spot exchange rates obtained from independent pricing services for calculation of the NAV. As a result, the NAV of a Fund’s shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of securities or other instruments traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that the Exchange is closed and the market value may change on days when an investor is not able to purchase, redeem or exchange shares of a Fund.

Foreign currency contracts represent agreements to exchange currencies on specific future dates at predetermined rates. Foreign currency contracts are valued using foreign currency exchange rates and forward rates as provided by an independent pricing service on the Valuation Date.

Investments in open-end mutual funds, if any, are valued at the respective NAV of each open-end mutual fund on the Valuation Date. Shares of investment companies listed and traded on an exchange are valued in the same manner as any exchange-listed equity security. Such open-end mutual funds and listed investment companies may use fair value pricing as disclosed in their prospectuses.

Financial instruments for which prices are not available from an independent pricing service may be valued using market quotations obtained from one or more dealers that make markets in the respective financial instrument in accordance with the Valuation Procedures.

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


These levels are:

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

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

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

representation of exit price.

The Board of Directors has delegated the day-to-day responsibility for implementing the Valuation Procedures to the Valuation Committee. The Valuation Committee will consider all relevant factors in determining an investment’s fair value, and may seek the advice of such Fund’s sub-advisers, as applicable, knowledgeable brokers, and legal counsel in making such determination. The Valuation Committee reports to the Audit Committee of the Board of Directors.

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

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

For information regarding a Fund’s other significant accounting policies, please refer to the Fund’s most recent Semiannual or Annual Report.

2. Securities Lending:

A Fund may lend portfolio securities to certain borrowers in U.S. and non-U.S. markets in an amount not to exceed one-third (33 1/3%) of the value of its total assets. If a Fund security is on loan, under the lending agreement, the borrower is required to deposit cash or liquid securities as collateral at least equal to 100% of the market value of the loaned securities; cash collateral is invested for the benefit of the Fund by the Fund’s lending agent pursuant to collateral investment guidelines. The collateral is marked to market daily, in an amount at least equal to the current market value of the securities loaned. A Fund is subject to certain risks while its securities are on loan, including the following: (i) the risk that the borrower defaults on the loan and the collaterals inadequate to cover the Fund’s loss; (ii) the risk that the earnings on the collateral invested are not sufficient to pay fees incurred in connection with the loan; (iii) the risk that the principal value of the collateral invested may decline; (iv) the risk that the borrower may use the loaned securities to cover a shortsale, which may in turn place downward pressure on the market prices of the loaned securities; (v) the risk that return of loaned securities could be delayed and interfere with portfolio management decisions; and (vi) the risk that any efforts to restrict the securities for purposes of voting may not be effective. These events could also trigger adverse tax consequences for the Fund.

At July 31, 2019, the following Funds had securities on loan at market value, cash collateral and non-cash collateral as follows:

 

Fund

   Market Value of
Securities on
Loan
(1)
     Cash Collateral      Non - Cash        
Collateral
(2)(3)        
 
Balanced Retirement Fund    $ 71,119      $ 73,190      $  
Balanced Income Fund      14,442,052        14,855,844         
Capital Appreciation Fund      2,600,350        2,777,506         
Core Equity Fund      17,708,576        18,279,968         
Emerging Markets Equity Fund      2,092,757        2,020,435        215,450  
Emerging Markets Local Debt Fund      443,025        464,937         
Environmental Opportunities Fund                    405,027  
Global All-Asset Fund (consolidated)      5,882,459        5,847,607        234,266  


Global Real Asset Fund (consolidated)

     3,372,894        3,226,282        340,316  
Healthcare Fund      32,492,238        33,769,735        52,865  
International Equity Fund      21,000,900        17,937,000        4,497,294  
International Growth Fund      1,527,139        1,276,347        295,400  
International Opportunities Fund      4,238,589        1,175,320        3,428,878  
International Small Company Fund      8,278,458        3,390,040        5,401,669  
International Value Fund      39,565,794        35,253,412        6,428,665  
Multi-Asset Income and Growth Fund      7,165,479        7,196,993        206,468  
MidCap Fund      145,532,422        87,020,241        64,358,052  
Short Duration Fund      2,113,719        2,170,980         
Small Company Fund      5,871,909        7,159,574        36,482  
Strategic Income Fund      3,042,455        3,153,591         
Total Return Bond Fund      6,614,817        6,862,793         
World Bond Fund      6,699,573        6,906,668         
  (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)

These securities are held for the benefit of the Fund at the Fund’s custodian. The Fund cannot repledge or resell this collateral.

 
  (3)

U.S. Government securities.

 

3. Secured Borrowings:

The following tables reflect a breakdown of transactions accounted for as secured borrowings, the gross obligation by the type of collateral pledged, and the remaining contractual maturity of those transactions as of July 31, 2019.

Balanced Retirement Fund

CERTAIN TRANSFERS ACCOUNTED FOR AS SECURED BORROWINGS

Remaining Contractual Maturity of the Agreements

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

              

Affiliated Investment Companies

   $ 57,608      $      $      $      $ 57,608    

Corporate Bonds

     15,582                             15,582    

Total

   $ 73,190      $      $      $      $ 73,190    

 

Total Borrowings

   $ 73,190      $             —      $             —      $             —      $ 73,190    
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

      $             73,190    
              

 

 

 

Balanced Income Fund

 

              
     Overnight and
Continuous
     <30 days      Between 30
& 90 days
     >90 days      Total  

Securities Lending Transactions(1)

              

Corporate Bonds

   $ 14,134,931      $      $      $      $ 14,134,931    

Foreign Government Obligations

     720,913                             720,913    

Total

   $ 14,855,844      $      $      $      $ 14,855,844    

 

Total Borrowings

   $ 14,855,844      $      $      $      $ 14,855,844    
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 14,855,844    
              

 

 

 

Capital Appreciation Fund


     Overnight and
Continuous
       <30 days        Between
30 & 90 days
       >90 days        Total

Securities Lending Transactions(1)

              

Common Stocks

   $ 2,777,506      $      $      $      $ 2,777,506  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Total Borrowings

   $ 2,777,506      $      $      $      $ 2,777,506  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

         $ 2,777,506  
           

 

 

 

Core Equity Fund    Overnight and
Continuous
   <30 days    Between
30 & 90 days
   >90 days    Total

Securities Lending Transactions(1)

              

Common Stocks

   $ 18,279,968      $      $      $      $ 18,279,968  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Total Borrowings

   $ 18,279,968      $      $      $      $ 18,279,968  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

         $         18,279,968  
           

 

 

 

Environmental Opportunities Fund

 

     Overnight and
Continuous
   <30 days    Between
30 & 90 days
   >90 days    Total

Securities Lending Transactions(1)

              

Common Stocks

   $ 405,027      $      $      $      $ 405,027  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Total Borrowings

   $ 405,027      $      $      $      $ 405,027  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

         $ 405,027  
           

 

 

 

Emerging Markets Equity Fund

 

        
     Overnight and
Continuous
   <30 days    Between
30 & 90 days
   >90 days    Total

Securities Lending Transactions(1)

              

Common Stocks

   $ 2,020,435      $      $      $      $ 2,020,435  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Total Borrowings

   $ 2,020,435      $      $      $      $ 2,020,435  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

         $ 2,020,435  
           

 

 

 

Emerging Markets Local Debt Fund

 

     Overnight and
Continuous
   <30 days    Between
30 & 90 days
   >90 days    Total

Securities Lending Transactions(1)

              

Corporate Bonds

   $ 464,937      $      $      $      $ 464,937  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Total Borrowings

   $ 464,937      $      $      $      $ 464,937  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

         $ 464,937  
           

 

 

 

Global All-Asset Fund

 

     Overnight and
Continuous
   <30 days    Between
30 & 90 days
   >90 days    Total

Securities Lending Transactions(1)

              

Common Stocks

   $ 786,740      $      $      $      $ 786,740   

Corporate Bonds

     35,440                             35,440  

Exchange-Traded Funds

     5,025,427                             5,025,427  

Total

   $ 5,847,607      $      $      $      $ 5,847,607  

Total Borrowings

   $ 5,847,607      $      $      $      $ 5,847,607  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

         $ 5,847,607  
           

 

 

 


Global Real Asset Fund

 

     Overnight and
Continuous
       <30 days        Between
30 & 90 days
       >90 days        Total

Securities Lending Transactions(1)

              

Common Stocks

   $ 1,933,818      $      $      $      $ 1,933,818   

Corporate Bonds

     7,944                             7,944  

Exchange-Traded Funds

     1,284,520                             1,284,520  

Total

   $ 3,226,282      $      $      $      $ 3,226,282  

Total Borrowings

   $ 3,226,282      $      $      $      $ 3,226,282  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

         $         3,226,282  
              

 

 

 

Healthcare Fund

 

        
     Overnight and
Continuous
   <30 days    Between
30 & 90 days
   >90 days    Total

Securities Lending Transactions(1)

              

Common Stocks

   $ 33,769,735      $      $      $      $ 33,769,735  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Total Borrowings

   $ 33,769,735      $      $      $      $ 33,769,735  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

         $ 33,769,735  
              

 

 

 

International Equity Fund

 

        
     Overnight and
Continuous
   <30 days    Between
30 & 90 days
   >90 days    Total

Securities Lending Transactions(1)

              

Common Stocks

   $ 17,937,000      $      $      $      $ 17,937,000  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Total Borrowings

   $ 17,937,000      $      $      $      $ 17,937,000  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

         $ 17,937,000  
              

 

 

 

International Growth Fund

 

        
     Overnight and
Continuous
   <30 days    Between
30 & 90 days
   >90 days    Total

Securities Lending Transactions(1)

              

Common Stocks

   $ 1,276,347      $      $      $      $ 1,276,347  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Total Borrowings

   $ 1,276,347      $      $      $      $ 1,276,347  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

         $ 1,276,347  
              

 

 

 

International Opportunities Fund

 

        
     Overnight and
Continuous
   <30 days    Between
30 & 90 days
   >90 days    Total

Securities Lending Transactions(1)

              

Common Stocks

   $ 1,175,320      $      $      $      $ 1,175,320  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Total Borrowings

   $ 1,175,320      $      $      $      $ 1,175,320  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

         $ 1,175,320  
              

 

 

 

International Small Company Fund

 

        
     Overnight and
Continuous
   <30 days    Between
30 & 90 days
   >90 days    Total

Securities Lending Transactions(1)

              

Common Stocks

   $ 3,390,040      $      $      $      $ 3,390,040  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Total Borrowings

   $ 3,390,040      $      $      $      $ 3,390,040  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

         $ 3,390,040  
              

 

 

 


International Value Fund

 

     Overnight and
Continuous
         <30 days          Between
30 & 90 days
         >90 days          Total

Securities Lending Transactions(1)

              

Common Stocks

   $ 35,253,412      $      $      $      $ 35,253,412  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 35,253,412      $      $      $      $ 35,253,412  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $         35,253,412  
              

 

 

 

MidCap Fund               
     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total

Securities Lending Transactions(1)

              

Common Stocks

   $ 87,020,241      $      $      $      $ 87,020,241  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 87,020,241      $      $      $      $ 87,020,241  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

         $ 87,020,241  
              

 

 

 

Multi-Asset Income and Growth Fund               
     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total

Securities Lending Transactions(1)

              

Common Stocks

   $ 3,052,296      $      $      $      $ 3,052,296  

Convertible Bonds

     243,296                             243,296  

Corporate Bonds

     72,617                             72,617  

Exchange-Traded Funds

     3,750,448                             3,750,448  

Municipal Bonds

     78,336                             78,336  

Total

   $ 7,196,993      $      $      $      $ 7,196,993  

Total Borrowings

   $ 7,196,993      $      $      $      $ 7,196,993  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

      $ 7,196,993  
              

 

 

 

Short Duration Fund               
     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total

Securities Lending Transactions(1)

              

Corporate Bonds

   $ 2,170,980      $      $      $      $ 2,170,980  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 2,170,980      $      $      $      $ 2,170,980  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 2,170,980  
              

 

 

 

Small Company Fund               
     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total

Securities Lending Transactions(1)

              

Common Stocks

   $ 7,159,574      $      $      $      $ 7,159,574  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 7,159,574      $      $      $      $ 7,159,574  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

      $ 7,159,574  
              

 

 

 

Strategic Income Fund               
     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total

Securities Lending Transactions(1)

              

Corporate Bonds

   $ 1,791,326      $      $      $      $ 1,791,326  

Foreign Government Obligations

     559,824                             559,824  

Municipal Bonds

     802,441                             802,441  

Total

   $ 3,153,591      $      $      $      $ 3,153,591  

Total Borrowings

   $ 3,153,591      $      $      $      $ 3,153,591  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

      $ 3,153,591    
              

 

 

 


Total Return Bond Fund

 

     Overnight and
Continuous
         <30 days          Between
30 & 90 days
         >90 days          Total

Securities Lending Transactions(1)

              

Corporate Bonds

   $ 3,131,414      $      $      $      $ 3,131,414  

Municipal Bonds

     3,731,379                             3,731,379  

Total

   $ 6,862,793      $      $      $      $ 6,862,793  

Total Borrowings

   $ 6,862,793      $      $      $      $ 6,862,793  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

      $         6,862,793    
     

 

 

 

 

(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.

4. Subsequent Events:

Effective November 8, 2019, the Hartford Environmental Opportunities Fund will add Schroder Investment Management North America Inc. as a sub-adviser and Schroder Investment Management North America Ltd. as a sub-sub-adviser to the Hartford Environmental Opportunities Fund. The Hartford Environmental Opportunities Fund will also change the description of its principal investment strategies and its name to the Hartford Climate Opportunities Fund. Please refer to the prospectus supplement dated August 8, 2019 for more information.

It is currently anticipated that the Hartford Global All-Asset Fund will merge into the Hartford AARP Balanced Retirement Fund after the close of business on or about September 20, 2019.

It is currently anticipated that The Hartford International Small Company Fund will merge into the Hartford Global Impact Fund after the close of business on or about November 22, 2019.