The Hartford Balanced Income Fund
Schedule of
Investments
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
1 |
The Hartford Balanced Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
2 |
The Hartford Balanced Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
3 |
The Hartford Balanced Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
4 |
The Hartford Balanced Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
5 |
The Hartford Balanced Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
6 |
The Hartford Balanced Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
7 |
The Hartford Balanced Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
8 |
The Hartford Balanced Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
9 |
The Hartford Balanced Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
10 |
The Hartford Balanced Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
11 |
The Hartford Balanced Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
12 |
The Hartford Balanced Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
13 |
The Hartford Balanced Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
14 |
The Hartford Balanced Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
15 |
The Hartford Balanced Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
16 |
The Hartford Balanced Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
17 |
The Hartford Balanced Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
18 |
The Hartford Balanced Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
19 |
The Hartford Balanced Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
20 |
The Hartford Balanced Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
21 |
The Hartford Balanced Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
22 |
The Hartford Balanced Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
23 |
The Hartford Balanced Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Futures Contracts Outstanding at July 31, 2023 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
Euro-Schatz Future | 14 | 09/07/2023 | $ 1,617,035 | $ (6,622) | ||||
U.S. Treasury 2-Year Note Future | 2,074 | 09/29/2023 | 421,086,812 | (6,343,633) | ||||
U.S. Treasury Long Bond Future | 5 | 09/20/2023 | 622,188 | (69) | ||||
U.S. Treasury Ultra Bond Future | 1,697 | 09/20/2023 | 224,375,219 | (5,005,449) | ||||
Total | $ (11,355,773) | |||||||
Short position contracts: | ||||||||
Euro BUXL 30-Year Bond Future | 9 | 09/07/2023 | $ 1,331,737 | $ 9,530 | ||||
Euro-BOBL Future | 33 | 09/07/2023 | 4,204,896 | 21,013 | ||||
Euro-BUND Future | 57 | 09/07/2023 | 8,335,312 | 63,317 | ||||
U.S. Treasury 5-Year Note Future | 809 | 09/29/2023 | 86,417,633 | 229,028 | ||||
U.S. Treasury 10-Year Note Future | 1,362 | 09/20/2023 | 151,735,313 | 2,555,219 | ||||
U.S. Treasury 10-Year Ultra Future | 3,311 | 09/20/2023 | 387,335,266 | 8,196,603 | ||||
Total | $ 11,074,710 | |||||||
Total futures contracts | $ (281,063) |
Centrally Cleared Credit Default Swap Contracts Outstanding at July 31, 2023 | |||||||||||||||||||
Reference Entity | Notional Amount(1) | (Pay)/Receive Fixed Rate | Expiration Date | Periodic Payment Frequency | Upfront Premiums Paid | Upfront Premiums Received | Value† | Unrealized Appreciation/ (Depreciation) | |||||||||||
Credit default swaps on indices: | |||||||||||||||||||
Buy protection: | |||||||||||||||||||
CDX.EM.39.V1 | USD | 27,260,000 | (1.00%) | 06/20/2028 | Quarterly | $ 1,721,738 | $ — | $ 1,001,731 | $ (720,007) | ||||||||||
Sell protection: | |||||||||||||||||||
CDX.NA.HY.S40.V1 | USD | 500,000 | 5.00% | 06/20/2028 | Quarterly | $ 1,154 | $ — | $ 20,904 | $ 19,750 | ||||||||||
CDX.NA.IG.35.V1 | USD | 148,065,000 | 1.00% | 12/20/2025 | Quarterly | 1,602,954 | — | 2,309,835 | 706,881 | ||||||||||
CDX.NA.IGS.38.V1 | USD | 159,660,000 | 1.00% | 06/20/2027 | Quarterly | 1,043,329 | — | 2,828,581 | 1,785,252 | ||||||||||
Total | $ 2,647,437 | $ — | $ 5,159,320 | $ 2,511,883 |
24 |
The Hartford Balanced Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Centrally Cleared Credit Default Swap Contracts Outstanding at July 31, 2023 – (continued) | |||||||||||||||||||
Reference Entity | Notional Amount(1) | (Pay)/Receive Fixed Rate | Expiration Date | Periodic Payment Frequency | Upfront Premiums Paid | Upfront Premiums Received | Value† | Unrealized Appreciation/ (Depreciation) | |||||||||||
Credit default swaps on single-name issues: | |||||||||||||||||||
Sell protection: | |||||||||||||||||||
Republic of Turkey (B+) | USD | 6,290,000 | 1.00% | 06/20/2028 | Quarterly | $ — | $ (1,003,834) | $ (682,985) | $ 320,849 | ||||||||||
Total | $ — | $ (1,003,834) | $ (682,985) | $ 320,849 | |||||||||||||||
Total centrally cleared credit default swap contracts | $ 4,369,175 | $ (1,003,834) | $ 5,478,066 | $ 2,112,725 |
(1) | 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, 2023 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
87,000 | EUR | 96,500 | USD | SCB | 08/31/2023 | $ (687) | ||||
88,000 | EUR | 97,750 | USD | CBK | 08/31/2023 | (837) | ||||
922,000 | EUR | 1,020,732 | USD | JPM | 08/31/2023 | (5,342) | ||||
891,000 | EUR | 988,105 | USD | SSG | 08/31/2023 | (6,855) | ||||
170,000 | EUR | 191,493 | USD | MSC | 09/20/2023 | (4,105) | ||||
177,000 | EUR | 199,514 | USD | UBS | 09/20/2023 | (4,410) | ||||
434,000 | EUR | 484,339 | USD | BCLY | 09/20/2023 | (5,947) | ||||
243,950,000 | KZT | 524,849 | USD | GSC | 01/22/2024 | 1,995 | ||||
243,950,000 | KZT | 523,161 | USD | DEUT | 01/26/2024 | 3,211 | ||||
1,240,766 | USD | 6,023,000 | BRL | GSC | 09/05/2023 | (24,456) | ||||
2,543,797 | USD | 2,098,718,000 | CLP | MSC | 09/20/2023 | 55,921 | ||||
527,399 | USD | 436,502,000 | CLP | BNP | 09/20/2023 | 9,958 | ||||
267,048 | USD | 220,341,000 | CLP | GSC | 09/20/2023 | 5,850 | ||||
22,563,074 | USD | 20,351,000 | EUR | DEUT | 08/31/2023 | 150,714 | ||||
154,393 | USD | 140,000 | EUR | SSG | 08/31/2023 | 212 | ||||
179,178 | USD | 163,000 | EUR | BNP | 09/20/2023 | (495) | ||||
88,762 | USD | 81,000 | EUR | MSC | 09/20/2023 | (523) | ||||
113,966 | USD | 104,000 | EUR | NWM | 09/20/2023 | (671) | ||||
455,404 | USD | 415,000 | EUR | JPM | 09/20/2023 | (2,044) | ||||
1,610,721 | USD | 1,470,000 | EUR | SSG | 09/20/2023 | (9,638) | ||||
19,432,847 | USD | 18,032,000 | EUR | DEUT | 09/20/2023 | (443,561) | ||||
2,521,907 | USD | 43,831,000 | MXN | UBS | 09/20/2023 | (71,121) | ||||
935,164 | USD | 3,440,000 | PEN | BOA | 09/20/2023 | (15,778) | ||||
1,108,701 | USD | 5,155,000 | RON | GSC | 09/20/2023 | (38,585) | ||||
1,210,862 | USD | 23,490,000 | ZAR | CBK | 09/20/2023 | (96,446) | ||||
Total foreign currency contracts | $ (503,640) |
† For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
25 |
The Hartford Balanced Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of July 31, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Convertible Bonds | $ 6,605,201 | $ — | $ 6,605,201 | $ — | ||||
Corporate Bonds | 6,455,424,039 | — | 6,455,424,039 | — | ||||
Foreign Government Obligations | 481,064,244 | — | 481,064,244 | — | ||||
Municipal Bonds | 51,315,514 | — | 51,315,514 | — | ||||
Senior Floating Rate Interests | 11,662,923 | — | 11,662,923 | — | ||||
U.S. Government Securities | 305,044,660 | — | 305,044,660 | — | ||||
Common Stocks | ||||||||
Banks | 522,193,331 | 522,193,331 | — | — | ||||
Capital Goods | 583,264,337 | 512,756,511 | 70,507,826 | — | ||||
Consumer Discretionary Distribution & Retail | 228,722,460 | 228,722,460 | — | — | ||||
Consumer Services | 61,180,459 | 61,180,459 | — | — | ||||
Energy | 492,210,834 | 492,210,834 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 419,088,717 | 419,088,717 | — | — | ||||
Financial Services | 501,250,971 | 501,250,971 | — | — | ||||
Food, Beverage & Tobacco | 428,492,013 | 428,492,013 | — | — | ||||
Health Care Equipment & Services | 120,842,616 | 120,842,616 | — | — | ||||
Household & Personal Products | 121,440,815 | 121,440,815 | — | — | ||||
Insurance | 264,871,350 | 264,871,350 | — | — | ||||
Materials | 273,858,064 | 273,858,064 | — | — | ||||
Media & Entertainment | 85,174,839 | 85,174,839 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 876,400,201 | 792,548,056 | 83,852,145 | — | ||||
Semiconductors & Semiconductor Equipment | 274,039,068 | 274,039,068 | — | — | ||||
Technology Hardware & Equipment | 213,181,179 | 213,181,179 | — | — | ||||
Transportation | 62,089,655 | 62,089,655 | — | — | ||||
Utilities | 462,626,613 | 462,626,613 | — | — | ||||
Preferred Stocks | 25,499,167 | 25,499,167 | — | — | ||||
Short-Term Investments | 120,931,813 | 60,027,866 | 60,903,947 | — | ||||
Foreign Currency Contracts(2) | 227,861 | — | 227,861 | — | ||||
Futures Contracts(2) | 11,074,710 | 11,074,710 | — | — | ||||
Swaps - Credit Default(2) | 2,832,732 | — | 2,832,732 | — | ||||
Total | $ 13,462,610,386 | $ 5,933,169,294 | $ 7,529,441,092 | $ — | ||||
Liabilities | ||||||||
Foreign Currency Contracts(2) | $ (731,501) | $ — | $ (731,501) | $ — | ||||
Futures Contracts(2) | (11,355,773) | (11,355,773) | — | — | ||||
Swaps - Credit Default(2) | (720,007) | — | (720,007) | — | ||||
Total | $ (12,807,281) | $ (11,355,773) | $ (1,451,508) | $ — |
(1) | For the period ended July 31, 2023, investments valued at $296,400 were transferred into Level 3 due to the unavailability of active market pricing. There were no transfers 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, 2023 is not presented.
26 |
Hartford AARP Balanced Retirement Fund
Schedule of
Investments
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
27 |
Hartford AARP Balanced Retirement Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
28 |
Hartford AARP Balanced Retirement Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
29 |
Hartford AARP Balanced Retirement Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
30 |
Hartford AARP Balanced Retirement Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
31 |
Hartford AARP Balanced Retirement Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
32 |
Hartford AARP Balanced Retirement Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
33 |
Hartford AARP Balanced Retirement Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Exchange-Traded Option Contracts Outstanding at July 31, 2023 | ||||||||||||||||
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: | ||||||||||||||||
Put | ||||||||||||||||
iShares MSCI EAFE ETF Option | 60.00 | USD | 09/15/2023 | 458 | USD | 45,800 | $ 2,748 | $ 46,526 | $ (43,778) | |||||||
iShares MSCI EAFE ETF Option | 65.00 | USD | 12/15/2023 | 307 | USD | 30,700 | 13,201 | 28,825 | (15,624) | |||||||
iShares MSCI Emerging Markets Option | 35.00 | USD | 09/15/2023 | 580 | USD | 58,000 | 2,320 | 35,744 | (33,424) | |||||||
iShares MSCI Emerging Markets Option | 36.00 | USD | 12/15/2023 | 366 | USD | 36,600 | 9,699 | 18,649 | (8,950) | |||||||
S&P 500 Index Option | 3,450.00 | USD | 09/15/2023 | 13 | USD | 1,300 | 2,275 | 86,899 | (84,624) | |||||||
S&P 500 Index Option | 3,900.00 | USD | 12/15/2023 | 9 | USD | 900 | 23,490 | 49,556 | (26,066) | |||||||
Total purchased exchange-traded option contracts | $ 53,733 | $ 266,199 | $ (212,466) |
Futures Contracts Outstanding at July 31, 2023 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
U.S. Treasury 2-Year Note Future | 20 | 09/29/2023 | $ 4,060,625 | $ (62,156) | ||||
U.S. Treasury 5-Year Note Future | 14 | 09/29/2023 | 1,495,484 | (15,917) | ||||
U.S. Treasury 10-Year Note Future | 43 | 09/20/2023 | 4,790,469 | (128,426) | ||||
U.S. Treasury Ultra Bond Future | 4 | 09/20/2023 | 528,875 | (10,992) | ||||
Total futures contracts | $ (217,491) |
34 |
Hartford AARP Balanced Retirement Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Foreign Currency Contracts Outstanding at July 31, 2023 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
2,069,935 | USD | 1,867,000 | EUR | DEUT | 08/31/2023 | $ 13,826 | ||||
3,227,147 | USD | 2,511,000 | GBP | BCLY | 08/31/2023 | 4,132 | ||||
Total foreign currency contracts | $ 17,958 |
† For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
A summary of affiliate fund
transactions for the period ended July 31, 2023 is as follows:
Affiliated Investment Companies | Beginning Value as of November 1, 2022 | Purchases at Cost | Proceeds from Sales | Net Realized Gain/(Loss) on Sales | Change in Unrealized Appreciation/ (Depreciation) | Ending Value as of July 31, 2023 | Shares as of July 31, 2023 | Dividend Income | Capital Gains Distribution | |||||||||
Hartford AARP Balanced Retirement Fund | ||||||||||||||||||
Hartford Multifactor Developed Markets (ex-US) ETF | $ 1,601,376 | $ 1,596,817 | $ 1,120,161 | $ (27,436) | $ 345,391 | $ 2,395,987 | 88,185 | $ 94,549 | $ — | |||||||||
Hartford Multifactor Emerging Markets ETF | 2,726,461 | 767,716 | 1,688,395 | 38,079 | 554,503 | 2,398,364 | 106,343 | 157,905 | — | |||||||||
Hartford Multifactor US Equity ETF | 823,646 | — | 851,824 | 255,878 | (227,700) | — | — | 8,516 | — | |||||||||
The Hartford World Bond Fund, Class F | 7,818,058 | 213,384 | 1,179,794 | (72,661) | 185,125 | 6,964,112 | 704,157 | 108,255 | — | |||||||||
Total | $12,969,541 | $2,577,917 | $4,840,174 | $193,860 | $857,319 | $11,758,463 | 898,685 | $369,225 | $— |
35 |
Hartford AARP Balanced Retirement Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of July 31, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Asset & Commercial Mortgage-Backed Securities | $ 9,938,725 | $ — | $ 9,938,725 | $ — | ||||
Corporate Bonds | 12,263,887 | — | 12,263,887 | — | ||||
Municipal Bonds | 455,270 | — | 455,270 | — | ||||
U.S. Government Agencies | 5,812,328 | — | 5,812,328 | — | ||||
U.S. Government Securities | 2,080,625 | — | 2,080,625 | — | ||||
Common Stocks | ||||||||
Banks | 498,475 | 498,475 | — | — | ||||
Capital Goods | 2,081,078 | 661,954 | 1,419,124 | — | ||||
Commercial & Professional Services | 691,591 | 302,894 | 388,697 | — | ||||
Consumer Discretionary Distribution & Retail | 441,736 | 441,736 | — | — | ||||
Consumer Durables & Apparel | 414,500 | 392,436 | 22,064 | — | ||||
Consumer Services | 811,919 | 556,487 | 255,432 | — | ||||
Energy | 3,878,909 | 2,278,698 | 1,600,211 | — | ||||
Equity Real Estate Investment Trusts (REITs) | 1,399,925 | 1,249,166 | 150,759 | — | ||||
Financial Services | 568,650 | 568,650 | — | — | ||||
Food, Beverage & Tobacco | 2,385,579 | 1,335,845 | 1,049,734 | — | ||||
Health Care Equipment & Services | 1,650,238 | 1,650,238 | — | — | ||||
Household & Personal Products | 1,311,330 | 835,489 | 475,841 | — | ||||
Insurance | 1,530,270 | 738,977 | 791,293 | — | ||||
Materials | 5,522,833 | 2,746,280 | 2,776,553 | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 1,996,699 | 926,411 | 1,070,288 | — | ||||
Real Estate Management & Development | 197,332 | 36,718 | 160,614 | — | ||||
Semiconductors & Semiconductor Equipment | 350,460 | 350,460 | — | — | ||||
Software & Services | 1,388,704 | 1,038,046 | 350,658 | — | ||||
Telecommunication Services | 371,766 | — | 371,766 | — | ||||
Transportation | 676,983 | 676,983 | — | — | ||||
Utilities | 418,815 | 243,455 | 175,360 | — | ||||
Affiliated Investment Companies | 11,758,463 | 11,758,463 | — | — | ||||
Short-Term Investments | 258,555 | 9,169 | 249,386 | — | ||||
Purchased Options | 53,733 | 50,985 | 2,748 | — | ||||
Foreign Currency Contracts(2) | 17,958 | — | 17,958 | — | ||||
Total | $ 71,227,336 | $ 29,348,015 | $ 41,879,321 | $ — | ||||
Liabilities | ||||||||
Futures Contracts(2) | $ (217,491) | $ (217,491) | $ — | $ — | ||||
Total | $ (217,491) | $ (217,491) | $ — | $ — |
(1) | For the period ended July 31, 2023, 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, 2023 is not presented.
36 |
The Hartford Capital Appreciation Fund
Schedule of
Investments
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
37 |
The Hartford Capital Appreciation Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
38 |
The Hartford Capital Appreciation Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Futures Contracts Outstanding at July 31, 2023 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
Nasdaq 100 E-MINI Future | 385 | 09/15/2023 | $ 122,102,750 | $ 7,291,606 | ||||
Total futures contracts | $ 7,291,606 |
† For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
39 |
The Hartford Capital Appreciation Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of July 31, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 37,738,872 | $ 37,738,872 | $ — | $ — | ||||
Banks | 166,683,568 | 166,683,568 | — | — | ||||
Capital Goods | 537,933,982 | 500,867,224 | 14,548,970 | 22,517,788 | ||||
Commercial & Professional Services | 123,204,571 | 123,204,571 | — | — | ||||
Consumer Discretionary Distribution & Retail | 300,550,408 | 286,806,014 | — | 13,744,394 | ||||
Consumer Durables & Apparel | 158,635,730 | 158,635,730 | — | — | ||||
Consumer Services | 182,364,128 | 182,364,128 | — | — | ||||
Consumer Staples Distribution & Retail | 22,145,677 | 22,145,677 | — | — | ||||
Energy | 156,963,599 | 156,963,599 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 139,983,236 | 139,983,236 | — | — | ||||
Financial Services | 452,189,065 | 452,189,065 | — | — | ||||
Food, Beverage & Tobacco | 267,554,553 | 267,554,553 | — | — | ||||
Health Care Equipment & Services | 550,285,599 | 550,285,599 | — | — | ||||
Household & Personal Products | 114,721,597 | 114,721,597 | — | — | ||||
Insurance | 272,827,154 | 272,827,154 | — | — | ||||
Materials | 231,690,354 | 231,690,354 | — | — | ||||
Media & Entertainment | 445,649,990 | 445,649,990 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 393,658,468 | 393,658,468 | — | — | ||||
Real Estate Management & Development | 21,248,021 | 21,248,021 | — | — | ||||
Semiconductors & Semiconductor Equipment | 290,476,004 | 290,476,004 | — | — | ||||
Software & Services | 573,832,732 | 573,812,435 | — | 20,297 | ||||
Technology Hardware & Equipment | 207,823,425 | 207,823,425 | — | — | ||||
Transportation | 158,809,403 | 158,809,403 | — | — | ||||
Utilities | 47,401,617 | 47,401,617 | — | — | ||||
Convertible Preferred Stocks | 1,602,396 | — | — | 1,602,396 | ||||
Short-Term Investments | 26,760,251 | 148,169 | 26,612,082 | — | ||||
Futures Contracts(2) | 7,291,606 | 7,291,606 | — | — | ||||
Total | $ 5,890,026,006 | $ 5,810,980,079 | $ 41,161,052 | $ 37,884,875 |
(1) | For the period ended July 31, 2023, 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, 2023 is not presented.
40 |
The Hartford Checks and Balances Fund
Schedule of
Investments
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
A summary of affiliate
fund transactions for the period ended July 31, 2023 is as follows:
Affiliated Investment Companies | Beginning Value as of November 1, 2022 | Purchases at Cost | Proceeds from Sales | Net Realized Gain/(Loss) on Sales | Change in Unrealized Appreciation/ (Depreciation) | Ending Value as of July 31, 2023 | Shares as of July 31, 2023 | Dividend Income | Capital Gains Distribution | |||||||||
The Hartford Checks and Balances Fund | ||||||||||||||||||
Hartford Total Return Bond ETF | $ 444,889,471 | $ 15,689,205 | $ 24,622,648 | $ (5,305,566) | $ 23,487,381 | $ 454,137,843 | 13,621,411 | $ 11,553,996 | $ — | |||||||||
The Hartford Capital Appreciation Fund, Class F | 460,196,320 | 48,277,209 | 81,205,360 | (11,185,893) | 56,010,450 | 472,092,726 | 12,313,321 | 3,406,115 | 23,857,777 | |||||||||
The Hartford Dividend and Growth Fund, Class F | 459,839,865 | 48,932,952 | 57,784,644 | 2,462,415 | 20,093,361 | 473,543,949 | 14,943,009 | 6,173,289 | 20,199,271 | |||||||||
Total | $1,364,925,656 | $112,899,366 | $163,612,652 | $(14,029,044) | $99,591,192 | $1,399,774,518 | 40,877,741 | $21,133,400 | $44,057,048 |
Fair Value Summary
The following is a summary of the fair
valuations according to the inputs used as of July 31, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Affiliated Investment Companies | $ 1,399,774,518 | $ 1,399,774,518 | $ — | $ — | ||||
Short-Term Investments | 2,511,515 | 2,511,515 | — | — | ||||
Total | $ 1,402,286,033 | $ 1,402,286,033 | $ — | $ — |
(1) | For the period ended July 31, 2023, there were no transfers in and out of Level 3. |
41 |
Hartford Climate Opportunities Fund
Schedule of
Investments
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
42 |
Hartford Climate Opportunities Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
43 |
Hartford Climate Opportunities Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of July 31, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Australia | $ 630,689 | $ — | $ 630,689 | $ — | ||||
Belgium | 366,458 | — | 366,458 | — | ||||
Canada | 1,184,875 | 1,184,875 | — | — | ||||
Chile | 593,519 | — | 593,519 | — | ||||
China | 5,723,977 | — | 5,723,977 | — | ||||
Denmark | 2,747,476 | — | 2,747,476 | — | ||||
France | 5,823,948 | — | 5,823,948 | — | ||||
Germany | 8,023,256 | — | 8,023,256 | — | ||||
Ireland | 411,030 | 411,030 | — | — | ||||
Italy | 1,270,821 | — | 1,270,821 | — | ||||
Japan | 11,252,551 | — | 11,252,551 | — | ||||
Netherlands | 801,679 | — | 801,679 | — | ||||
Norway | 1,785,549 | — | 1,785,549 | — | ||||
South Korea | 1,594,747 | — | 1,594,747 | — | ||||
Spain | 1,930,651 | — | 1,930,651 | — | ||||
Sweden | 2,050,173 | — | 2,050,173 | — | ||||
Taiwan | 2,010,635 | — | 2,010,635 | — | ||||
United Kingdom | 4,337,447 | — | 4,337,447 | — | ||||
United States | 75,791,101 | 72,448,761 | 3,342,340 | — | ||||
Short-Term Investments | 4,254,647 | 3,562,395 | 692,252 | — | ||||
Total | $ 132,585,229 | $ 77,607,061 | $ 54,978,168 | $ — |
(1) | For the period ended July 31, 2023, there were no transfers in and out of Level 3. |
44 |
The Hartford Conservative Allocation Fund
Schedule of
Investments
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
A summary of affiliate
fund transactions for the period ended July 31, 2023 is as follows:
Affiliated Investment Companies | Beginning Value as of November 1, 2022 | Purchases at Cost | Proceeds from Sales | Net Realized Gain/(Loss) on Sales | Change in Unrealized Appreciation/ (Depreciation) | Ending Value as of July 31, 2023 | Shares as of July 31, 2023 | Dividend Income | Capital Gains Distribution | |||||||||
The Hartford Conservative Allocation Fund | ||||||||||||||||||
Hartford Core Bond ETF | $ 20,713,165 | $ — | $ 955,309 | $ (183,192) | $ 1,016,617 | $ 20,591,281 | 597,656 | $ 472,657 | $ — | |||||||||
Hartford Core Equity Fund, Class F | 11,641,553 | 1,991,816 | 3,108,574 | 27,883 | 1,133,715 | 11,686,393 | 259,813 | 147,396 | 315,887 | |||||||||
Hartford Large Cap Growth ETF | 2,955,709 | — | — | — | 974,553 | 3,930,262 | 245,603 | — | — | |||||||||
Hartford Multifactor Developed Markets (ex-US) ETF | 3,128,346 | — | 1,036,259 | (73,071) | 642,014 | 2,661,030 | 97,940 | 97,797 | — | |||||||||
Hartford Multifactor US Equity ETF | 4,063,826 | — | 714,841 | 160,988 | 162,027 | 3,672,000 | 86,605 | 61,283 | — | |||||||||
Hartford Schroders Commodity Strategy ETF | 1,114,100 | — | 1,002,900 | (307,734) | 196,534 | — | — | 7,119 | — | |||||||||
Hartford Schroders Emerging Markets Equity Fund, Class F | 983,081 | 569,191 | 801,119 | (158,648) | 400,117 | 992,622 | 60,637 | 21,416 | — | |||||||||
Hartford Schroders International Multi-Cap Value Fund, Class F | 1,603,951 | 1,746,773 | 1,389,685 | 4,805 | 344,649 | 2,310,493 | 239,181 | 74,765 | — | |||||||||
Hartford Schroders Sustainable Core Bond Fund, Class F | 16,370,971 | 4,415,568 | 2,914,472 | (475,871) | 893,345 | 18,289,541 | 2,129,166 | 499,878 | — | |||||||||
Hartford Small Cap Value Fund, Class F | 1,592,159 | 637,603 | 1,091,523 | 48,196 | (41,843) | 1,144,592 | 99,877 | 30,594 | 113,789 | |||||||||
The Hartford Equity Income Fund, Class F | 3,742,538 | 788,062 | 1,417,871 | (54,986) | (70,618) | 2,987,125 | 142,856 | 66,877 | 355,206 | |||||||||
The Hartford Growth Opportunities Fund, Class F | 908,752 | 1,008,926 | 1,689,275 | 15,848 | 201,752 | 446,003 | 9,929 | — | — | |||||||||
The Hartford Inflation Plus Fund, Class F | 5,159,295 | 359,023 | 662,711 | (58,137) | 85,310 | 4,882,780 | 484,403 | 143,521 | — | |||||||||
The Hartford International Growth Fund, Class F | 1,071,735 | 1,290,090 | 1,098,035 | (74,978) | 301,046 | 1,489,858 | 93,291 | 3,178 | — | |||||||||
The Hartford International Opportunities Fund, Class F | 2,132,973 | 556,675 | 676,878 | (20,304) | 487,699 | 2,480,165 | 145,124 | 21,904 | — |
45 |
The Hartford Conservative Allocation Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Affiliated Investment Companies | Beginning Value as of November 1, 2022 | Purchases at Cost | Proceeds from Sales | Net Realized Gain/(Loss) on Sales | Change in Unrealized Appreciation/ (Depreciation) | Ending Value as of July 31, 2023 | Shares as of July 31, 2023 | Dividend Income | Capital Gains Distribution | |||||||||
The Hartford Conservative Allocation Fund – (continued) | ||||||||||||||||||
The Hartford Small Company Fund, Class F | $ 1,599,011 | $ 112,686 | $ 767,439 | $ (205,666) | $ 264,691 | $ 1,003,283 | 51,032 | $ — | $ — | |||||||||
The Hartford Strategic Income Fund, Class F | 9,231,699 | 569,186 | 3,383,144 | (548,394) | 1,073,317 | 6,942,664 | 915,919 | 378,613 | — | |||||||||
The Hartford World Bond Fund, Class F | 15,437,452 | 1,493,411 | 3,577,903 | (143,815) | 413,728 | 13,622,873 | 1,377,439 | 215,165 | — | |||||||||
Total | $103,450,316 | $15,539,010 | $26,287,938 | $(2,047,076) | $8,478,653 | $99,132,965 | 7,036,471 | $2,242,163 | $784,882 |
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of July 31, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Affiliated Investment Companies | $ 99,132,965 | $ 99,132,965 | $ — | $ — | ||||
Short-Term Investments | 268,389 | 268,389 | — | — | ||||
Total | $ 99,401,354 | $ 99,401,354 | $ — | $ — |
(1) | For the period ended July 31, 2023, there were no transfers in and out of Level 3. |
46 |
Hartford Core Equity Fund
Schedule of
Investments
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
47 |
Hartford Core Equity Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Fair Value Summary
The following is a summary of the fair
valuations according to the inputs used as of July 31, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 76,896,287 | $ 76,896,287 | $ — | $ — | ||||
Banks | 464,588,264 | 464,588,264 | — | — | ||||
Capital Goods | 702,467,590 | 702,467,590 | — | — | ||||
Commercial & Professional Services | 73,505,344 | 73,505,344 | — | — | ||||
Consumer Discretionary Distribution & Retail | 607,608,136 | 607,608,136 | — | — | ||||
Consumer Durables & Apparel | 128,929,559 | 128,929,559 | — | — | ||||
Consumer Services | 161,226,282 | 161,226,282 | — | — | ||||
Consumer Staples Distribution & Retail | 104,350,720 | 104,350,720 | — | — | ||||
Energy | 369,374,103 | 369,374,103 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 170,497,625 | 170,497,625 | — | — | ||||
Financial Services | 449,983,017 | 449,983,017 | — | — | ||||
Food, Beverage & Tobacco | 255,987,068 | 255,987,068 | — | — | ||||
Health Care Equipment & Services | 756,475,221 | 756,475,221 | — | — | ||||
Household & Personal Products | 419,744,236 | 419,744,236 | — | — | ||||
Insurance | 306,131,140 | 306,131,140 | — | — | ||||
Materials | 118,101,176 | 118,101,176 | — | — | ||||
Media & Entertainment | 788,320,897 | 788,320,897 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 838,014,686 | 838,014,686 | — | — | ||||
Semiconductors & Semiconductor Equipment | 836,934,033 | 836,934,033 | — | — | ||||
Software & Services | 998,167,838 | 998,167,838 | — | — | ||||
Technology Hardware & Equipment | 898,591,644 | 898,591,644 | — | — | ||||
Utilities | 295,578,478 | 295,578,478 | — | — | ||||
Short-Term Investments | 2,849,440 | — | 2,849,440 | — | ||||
Total | $ 9,824,322,784 | $ 9,821,473,344 | $ 2,849,440 | $ — |
(1) | For the period ended July 31, 2023, there were no transfers in and out of Level 3. |
48 |
The Hartford Dividend and Growth Fund
Schedule of
Investments
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
49 |
The Hartford Dividend and Growth Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Fair Value Summary
The following is a summary of the fair
valuations according to the inputs used as of July 31, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Banks | $ 897,721,593 | $ 897,721,593 | $ — | $ — | ||||
Capital Goods | 1,172,405,820 | 992,766,384 | 179,639,436 | — | ||||
Consumer Discretionary Distribution & Retail | 550,480,037 | 550,480,037 | — | — | ||||
Consumer Staples Distribution & Retail | 250,178,242 | 250,178,242 | — | — | ||||
Energy | 1,237,623,335 | 1,237,623,335 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 523,591,431 | 523,591,431 | — | — | ||||
Financial Services | 1,251,229,173 | 1,251,229,173 | — | — | ||||
Food, Beverage & Tobacco | 564,451,882 | 564,451,882 | — | — | ||||
Health Care Equipment & Services | 1,241,238,931 | 1,241,238,931 | — | — | ||||
Household & Personal Products | 322,220,461 | 322,220,461 | — | — | ||||
Insurance | 636,124,870 | 636,124,870 | — | — | ||||
Materials | 650,587,681 | 650,587,681 | — | — | ||||
Media & Entertainment | 1,439,674,842 | 1,439,674,842 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 1,336,982,963 | 1,336,982,963 | — | — | ||||
Semiconductors & Semiconductor Equipment | 693,022,070 | 693,022,070 | — | — | ||||
Software & Services | 1,540,339,434 | 1,540,339,434 | — | — | ||||
Technology Hardware & Equipment | 746,738,559 | 746,738,559 | — | — | ||||
Telecommunication Services | 96,647,676 | 96,647,676 | — | — | ||||
Transportation | 127,661,846 | 127,661,846 | — | — | ||||
Utilities | 795,152,136 | 795,152,136 | — | — | ||||
Short-Term Investments | 80,980,420 | 2,032,786 | 78,947,634 | — | ||||
Total | $ 16,155,053,402 | $ 15,896,466,332 | $ 258,587,070 | $ — |
(1) | For the period ended July 31, 2023, there were no transfers in and out of Level 3. |
50 |
Hartford Dynamic Bond Fund
Schedule of
Investments
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
51 |
Hartford Dynamic Bond Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
52 |
Hartford Dynamic Bond Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Futures Contracts Outstanding at July 31, 2023 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
U.S. Treasury 5-Year Note Future | 43 | 09/29/2023 | $ 4,593,273 | $ (18,051) | ||||
Total futures contracts | $ (18,051) |
Centrally Cleared Credit Default Swap Contracts Outstanding at July 31, 2023 | |||||||||||||||||||
Reference Entity | Notional Amount(1) | (Pay)/Receive Fixed Rate | Expiration Date | Periodic Payment Frequency | Upfront Premiums Paid | Upfront Premiums Received | Value† | Unrealized Appreciation/ (Depreciation) | |||||||||||
Credit default swaps on indices: | |||||||||||||||||||
Sell protection: | |||||||||||||||||||
CDX.NA.HY.S40.V1 | USD | 130,000 | 5.00% | 06/20/2028 | Quarterly | $ 300 | $ — | $ 5,435 | $ 5,135 | ||||||||||
Total centrally cleared credit default swap contracts | $ 300 | $ — | $ 5,435 | $ 5,135 |
(1) | 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. |
† For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
53 |
Hartford Dynamic Bond Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of July 31, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Corporate Bonds | $ 25,717,428 | $ — | $ 25,717,428 | $ — | ||||
U.S. Government Securities | 23,485,867 | — | 23,485,867 | — | ||||
Short-Term Investments | 10,456,716 | — | 10,456,716 | — | ||||
Swaps - Credit Default(2) | 5,135 | — | 5,135 | — | ||||
Total | $ 59,665,146 | $ — | $ 59,665,146 | $ — | ||||
Liabilities | ||||||||
Futures Contracts(2) | $ (18,051) | $ (18,051) | $ — | $ — | ||||
Total | $ (18,051) | $ (18,051) | $ — | $ — |
(1) | For the period ended July 31, 2023, 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. |
54 |
Hartford Emerging Markets Equity Fund
Schedule of
Investments
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
55 |
Hartford Emerging Markets Equity Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
56 |
Hartford Emerging Markets Equity Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
57 |
Hartford Emerging Markets Equity Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Futures Contracts Outstanding at July 31, 2023 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
MSCI Emerging Markets Index Future | 75 | 09/15/2023 | $ 3,953,625 | $ 175,525 | ||||
Total futures contracts | $ 175,525 |
† For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of July 31, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Brazil | $ 16,684,814 | $ 16,684,814 | $ — | $ — | ||||
Chile | 498,323 | 498,323 | — | — | ||||
China | 129,042,021 | 17,537,693 | 111,309,667 | 194,661 | ||||
Greece | 5,563,184 | — | 5,563,184 | — | ||||
Hong Kong | 2,990,535 | — | 2,990,535 | — | ||||
India | 53,124,214 | 755,580 | 52,344,757 | 23,877 | ||||
Indonesia | 7,563,620 | — | 7,563,620 | — | ||||
Malaysia | 331,961 | — | 331,961 | — | ||||
Mexico | 15,638,747 | 15,638,747 | — | — | ||||
Poland | 3,086,885 | — | 3,086,885 | — | ||||
Qatar | 5,602,328 | 631,790 | 4,970,538 | — | ||||
Romania | 1,241,427 | 1,241,427 | — | — | ||||
Russia | — | — | — | — | ||||
Saudi Arabia | 11,611,699 | 11,611,699 | — | — | ||||
South Africa | 5,935,289 | 4,676,202 | 1,259,087 | — | ||||
South Korea | 58,675,507 | — | 58,675,507 | — | ||||
Taiwan | 57,085,892 | — | 57,085,892 | — | ||||
Thailand | 13,306,293 | 9,522,882 | 3,783,411 | — | ||||
Turkey | 2,201,953 | — | 2,201,953 | — | ||||
United Arab Emirates | 5,023,642 | 1,375,725 | 3,647,917 | — | ||||
Preferred Stocks | 8,728,994 | 8,728,994 | — | — | ||||
Short-Term Investments | 2,249,951 | 274,860 | 1,975,091 | — | ||||
Futures Contracts(2) | 175,525 | 175,525 | — | — | ||||
Total | $ 406,362,804 | $ 89,354,261 | $ 316,790,005 | $ 218,538 |
(1) | For the period ended July 31, 2023, investments valued at $595,643 were transferred out of Level 3 due to the availability of active market prices which has been determined to be significant observable input. There were no transfers into 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, 2023 is not presented.
58 |
The Hartford Emerging Markets Local Debt Fund
Schedule of
Investments
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
59 |
The Hartford Emerging Markets Local Debt Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
60 |
The Hartford Emerging Markets Local Debt Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
61 |
The Hartford Emerging Markets Local Debt Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
62 |
The Hartford Emerging Markets Local Debt Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
OTC Option Contracts Outstanding at July 31, 2023 | |||||||||||||||||||
Description | Counterparty | 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: | |||||||||||||||||||
Call | |||||||||||||||||||
Call EUR vs. Put USD | BOA | 1.16 | EUR | 01/15/2024 | 560,000 | EUR | 560,000 | $ 2,252 | $ 3,970 | $ (1,718) | |||||||||
Call USD vs. Put BRL | GSC | 4.95 | USD | 09/12/2023 | 152,000 | USD | 152,000 | 1,026 | 4,113 | (3,087) | |||||||||
Call USD vs. Put BRL | JPM | 4.89 | USD | 09/18/2023 | 153,000 | USD | 153,000 | 1,638 | 4,068 | (2,430) | |||||||||
Call USD vs. Put BRL | GSC | 5.63 | USD | 10/10/2023 | 334,000 | USD | 334,000 | 334 | 6,319 | (5,985) | |||||||||
Call USD vs. Put BRL | DEUT | 5.25 | USD | 01/25/2024 | 472,000 | USD | 472,000 | 6,978 | 7,829 | (851) | |||||||||
Call USD vs. Put CNH | BNP | 7.03 | USD | 01/16/2024 | 314,000 | USD | 314,000 | 4,980 | 4,710 | 270 | |||||||||
Call USD vs. Put MXN | MSC | 17.18 | USD | 10/13/2023 | 622,000 | USD | 622,000 | 9,127 | 12,746 | (3,619) | |||||||||
Call USD vs. Put MXN | DEUT | 17.44 | USD | 01/15/2024 | 622,000 | USD | 622,000 | 16,019 | 19,828 | (3,809) | |||||||||
Call USD vs. Put THB | MSC | 34.85 | USD | 08/07/2023 | 302,000 | USD | 302,000 | 193 | 2,189 | (1,996) | |||||||||
Call USD vs. Put ZAR | JPM | 20.00 | USD | 09/29/2023 | 305,000 | USD | 305,000 | 908 | 3,775 | (2,867) | |||||||||
Total Call | $ 43,455 | $ 69,547 | $ (26,092) | ||||||||||||||||
Put | |||||||||||||||||||
Call BRL vs. Put USD | GSC | 4.95 | USD | 09/12/2023 | 152,000 | USD | 152,000 | $ 6,930 | $ 4,113 | $ 2,817 | |||||||||
Call BRL vs. Put USD | JPM | 4.89 | USD | 09/18/2023 | 153,000 | USD | 153,000 | 5,378 | 4,068 | 1,310 | |||||||||
Call CLP vs. Put USD | BOA | 763.00 | USD | 08/08/2023 | 225,000 | USD | 225,000 | — | 2,380 | (2,380) | |||||||||
Call CNH vs. Put USD | BNP | 7.03 | USD | 01/16/2024 | 314,000 | USD | 314,000 | 4,557 | 4,708 | (151) | |||||||||
Call HUF vs. Put USD | CBK | 333.20 | USD | 12/21/2023 | 307,000 | USD | 307,000 | 1,881 | 3,928 | (2,047) | |||||||||
Call INR vs. Put USD | BOA | 81.34 | USD | 12/06/2023 | 305,000 | USD | 305,000 | 1,312 | 1,220 | 92 | |||||||||
Call MXN vs. Put USD | MSC | 17.18 | USD | 10/13/2023 | 622,000 | USD | 622,000 | 16,681 | 12,747 | 3,934 | |||||||||
Call MXN vs. Put USD | DEUT | 17.44 | USD | 01/15/2024 | 622,000 | USD | 622,000 | 22,411 | 17,997 | 4,414 | |||||||||
Total Put | $ 59,150 | $ 51,161 | $ 7,989 | ||||||||||||||||
Total purchased OTC option contracts | $ 102,605 | $ 120,708 | $ (18,103) | ||||||||||||||||
Written option contracts: | |||||||||||||||||||
Call | |||||||||||||||||||
Call USD vs. Put CLP | BOA | 848.75 | USD | 08/08/2023 | (225,000) | USD | (225,000) | $ (1,037) | $ (2,909) | $ 1,872 | |||||||||
Call USD vs. Put ILS | BOA | 3.72 | USD | 09/05/2023 | (150,000) | USD | (150,000) | (1,341) | (3,019) | 1,678 | |||||||||
Call USD vs. Put ILS | CBK | 3.69 | USD | 10/26/2023 | (629,000) | USD | (629,000) | (10,727) | (14,024) | 3,297 | |||||||||
Call USD vs. Put THB | MSC | 33.74 | USD | 08/07/2023 | (302,000) | USD | (302,000) | (4,306) | (5,307) | 1,001 | |||||||||
Call USD vs. Put THB | MSC | 34.45 | USD | 09/08/2023 | (362,000) | USD | (362,000) | (2,718) | (5,883) | 3,165 | |||||||||
Call USD vs. Put THB | MSC | 34.15 | USD | 12/07/2023 | (362,000) | USD | (362,000) | (5,693) | (7,989) | 2,296 | |||||||||
Total Call | $ (25,822) | $ (39,131) | $ 13,309 | ||||||||||||||||
Puts | |||||||||||||||||||
Call BRL vs. Put USD | GSC | 4.79 | USD | 10/10/2023 | (334,000) | USD | (334,000) | $ (8,116) | $ (5,291) | $ (2,825) | |||||||||
Call BRL vs. Put USD | DEUT | 4.58 | USD | 01/25/2024 | (472,000) | USD | (472,000) | (6,281) | (6,055) | (226) | |||||||||
Call ILS vs. Put USD | BOA | 3.72 | USD | 09/05/2023 | (150,000) | USD | (150,000) | (3,298) | (2,820) | (478) | |||||||||
Call ILS vs. Put USD | CBK | 3.69 | USD | 10/26/2023 | (629,000) | USD | (629,000) | (15,383) | (13,103) | (2,280) | |||||||||
Call THB vs. Put USD | MSC | 34.45 | USD | 09/08/2023 | (362,000) | USD | (362,000) | (6,687) | (5,882) | (805) | |||||||||
Call THB vs. Put USD | MSC | 34.15 | USD | 12/07/2023 | (362,000) | USD | (362,000) | (9,594) | (7,989) | (1,605) | |||||||||
Total puts | $ (49,359) | $ (41,140) | $ (8,219) | ||||||||||||||||
Total Written Option Contracts OTC option contracts | $ (75,181) | $ (80,271) | $ 5,090 |
Futures Contracts Outstanding at July 31, 2023 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
U.S. Treasury 2-Year Note Future | 4 | 09/29/2023 | $ 812,125 | $ (5,039) | ||||
U.S. Treasury 5-Year Note Future | 1 | 09/29/2023 | 106,820 | (17) | ||||
U.S. Treasury Ultra Bond Future | 3 | 09/20/2023 | 396,656 | (8,248) | ||||
Total | $ (13,304) | |||||||
Short position contracts: | ||||||||
Euro-BOBL Future | 7 | 09/07/2023 | $ 891,948 | $ 1,927 | ||||
U.S. Treasury 10-Year Note Future | 16 | 09/20/2023 | 1,782,500 | 26,952 |
63 |
The Hartford Emerging Markets Local Debt Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Futures Contracts Outstanding at July 31, 2023 – (continued) | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Short position contracts – (continued): | ||||||||
U.S. Treasury Long Bond Future | 1 | 09/20/2023 | $ 124,437 | $ 2,694 | ||||
Total | $ 31,573 | |||||||
Total futures contracts | $ 18,269 |
OTC Interest Rate Swap Contracts Outstanding at July 31, 2023 | |||||||||||||||||||
Counterparty | Payments made by Fund | Payments received by Fund | Notional Amount | Expiration Date | Periodic Payment Frequency | Upfront Premiums Paid | Upfront Premiums Received | Value† | Unrealized Appreciation/ (Depreciation) | ||||||||||
BOA | BZDIOVRA | 12.79% Fixed | BRL | 329,764 | 01/04/2027 | At Maturity | $ — | $ — | $ 3,979 | $ 3,979 | |||||||||
CBK | BZDIOVRA | 12.63% Fixed | BRL | 1,204,241 | 01/02/2026 | At Maturity | — | — | 10,600 | 10,600 | |||||||||
MSC | BZDIOVRA | 12.81% Fixed | BRL | 385,965 | 01/04/2027 | At Maturity | — | — | 4,705 | 4,705 | |||||||||
MSC | BZDIOVRA | 12.82% Fixed | BRL | 791,847 | 01/02/2025 | At Maturity | — | — | 3,523 | 3,523 | |||||||||
Total OTC interest rate swap contracts | $ — | $ — | $ 22,807 | $ 22,807 |
Centrally Cleared Interest Rate Swap Contracts Outstanding at July 31, 2023 | |||||||||||||||||
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 | 11.10% Fixed | MXN | 20,295,000 | 05/23/2024 | Lunar | $ — | $ — | $ (254) | $ (254) | ||||||||
9.86% Fixed | 1 Mo. MXN TIIE | MXN | 20,460,000 | 05/22/2025 | Lunar | — | — | 863 | 863 | ||||||||
1 Mo. MXN TIIE | 9.11% Fixed | MXN | 7,025,000 | 05/21/2026 | Lunar | — | — | (740) | (740) | ||||||||
8.50% Fixed | 1 Mo. MXN TIIE | MXN | 665,000 | 11/30/2027 | Lunar | — | — | 171 | 171 | ||||||||
9.08% Fixed | 1 Mo. MXN TIIE | MXN | 4,490,000 | 02/18/2030 | Lunar | — | — | (9,917) | (9,917) | ||||||||
8.31% Fixed | 1 Mo. MXN TIIE | MXN | 4,925,000 | 02/25/2032 | Lunar | — | — | (329) | (329) | ||||||||
3 Mo. COP CPIBR | 7.72% Fixed | COP | 699,595,000 | 09/20/2028 | Quarterly | — | — | 364 | 364 | ||||||||
7.74% Fixed | 3 Mo. COP CPIBR | COP | 420,960,000 | 09/20/2033 | Quarterly | — | — | (290) | (290) | ||||||||
3 Mo. ILS TELBOR | 3.39% Fixed | ILS | 890,000 | 09/20/2028 | Annual | — | — | (2,937) | (2,937) | ||||||||
3.79% Fixed | 3 Mo. ILS TELBOR | ILS | 475,000 | 09/20/2033 | Annual | — | — | (1,197) | (1,197) | ||||||||
9.17% Fixed | 3 Mo. ZAR JIBAR | ZAR | 18,660,000 | 09/20/2028 | Quarterly | — | — | (29,577) | (29,577) | ||||||||
3 Mo. ZAR JIBAR | 9.61% Fixed | ZAR | 1,850,000 | 09/20/2030 | Quarterly | — | — | 3,846 | 3,846 | ||||||||
3 Mo. ZAR JIBAR | 9.49% Fixed | ZAR | 300,000 | 09/20/2030 | Quarterly | — | — | 521 | 521 | ||||||||
3 Mo. ZAR JIBAR | 10.08% Fixed | ZAR | 12,040,000 | 09/20/2033 | Quarterly | — | — | 31,488 | 31,488 | ||||||||
6 Mo. CLP CLICP | 6.42% Fixed | CLP | 1,289,975,000 | 09/20/2025 | Semi-annual | — | — | 30,618 | 30,618 | ||||||||
6 Mo. CLP CLICP | 5.62% Fixed | CLP | 288,415,000 | 09/20/2026 | Semi-annual | — | — | 4,842 | 4,842 | ||||||||
6 Mo. CLP CLICP | 5.20% Fixed | CLP | 148,920,000 | 09/20/2026 | Semi-annual | — | — | 451 | 451 | ||||||||
6 Mo. CLP CLICP | 5.16% Fixed | CLP | 148,920,000 | 09/20/2026 | Semi-annual | — | — | 256 | 256 | ||||||||
5.16% Fixed | 6 Mo. CLP CLICP | CLP | 503,600,000 | 09/20/2028 | Semi-annual | — | — | (7,285) | (7,285) | ||||||||
5.16% Fixed | 6 Mo. CLP CLICP | CLP | 622,095,000 | 09/20/2028 | Semi-annual | — | — | (9,065) | (9,065) | ||||||||
5.16% Fixed | 6 Mo. CLP CLICP | CLP | 849,210,000 | 09/20/2028 | Semi-annual | — | — | (12,130) | (12,130) | ||||||||
6 Mo. CLP CLICP | 5.01% Fixed | CLP | 80,625,000 | 09/20/2030 | Semi-annual | — | — | 588 | 588 | ||||||||
6 Mo. CLP CLICP | 4.96% Fixed | CLP | 328,535,000 | 09/20/2033 | Semi-annual | — | — | (467) | (467) | ||||||||
6 Mo. CLP CLICP | 4.94% Fixed | CLP | 219,020,000 | 09/20/2033 | Semi-annual | — | — | (723) | (723) | ||||||||
6 Mo. CZK PRIBOR | 5.35% Fixed | CZK | 14,295,000 | 09/20/2025 | Annual | — | — | 2,785 | 2,785 | ||||||||
6 Mo. CZK PRIBOR | 4.23% Fixed | CZK | 7,620,000 | 09/20/2028 | Annual | — | — | 1,653 | 1,653 | ||||||||
3.98% Fixed | 6 Mo. CZK PRIBOR | CZK | 4,125,000 | 09/20/2033 | Annual | — | — | (622) | (622) | ||||||||
4.19% Fixed | 6 Mo. CZK PRIBOR | CZK | 1,565,000 | 09/20/2033 | Annual | — | — | (1,486) | (1,486) | ||||||||
6 Mo. HUF BIBOR | 10.07% Fixed | HUF | 507,845,000 | 09/20/2025 | Annual | — | — | 18,320 | 18,320 | ||||||||
6 Mo. HUF BIBOR | 9.83% Fixed | HUF | 216,436,000 | 09/20/2025 | Annual | — | — | 5,294 | 5,294 | ||||||||
7.76% Fixed | 6 Mo. HUF BIBOR | HUF | 93,934,000 | 09/20/2028 | Annual | — | — | (5,101) | (5,101) | ||||||||
7.85% Fixed | 6 Mo. HUF BIBOR | HUF | 385,170,000 | 09/20/2028 | Annual | — | — | (24,882) | (24,882) | ||||||||
6 Mo. HUF BIBOR | 6.93% Fixed | HUF | 30,480,000 | 09/20/2030 | Annual | — | — | (40) | (40) | ||||||||
6 Mo. HUF BIBOR | 6.82% Fixed | HUF | 32,895,000 | 09/20/2030 | Annual | — | — | (575) | (575) | ||||||||
6 Mo. HUF BIBOR | 7.30% Fixed | HUF | 129,240,000 | 09/20/2033 | Annual | — | — | 13,431 | 13,431 | ||||||||
6 Mo. PLN WIBOR | 5.58% Fixed | PLN | 1,685,000 | 09/20/2025 | Annual | — | — | 4,200 | 4,200 | ||||||||
6 Mo. PLN WIBOR | 4.81% Fixed | PLN | 1,740,000 | 09/20/2025 | Annual | — | — | (1,743) | (1,743) | ||||||||
4.27% Fixed | 6 Mo. PLN WIBOR | PLN | 1,475,000 | 09/20/2028 | Annual | — | — | 3,882 | 3,882 | ||||||||
5.02% Fixed | 6 Mo. PLN WIBOR | PLN | 1,415,000 | 09/20/2028 | Annual | — | — | (7,534) | (7,534) |
64 |
The Hartford Emerging Markets Local Debt Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Centrally Cleared Interest Rate Swap Contracts Outstanding at July 31, 2023 – (continued) | |||||||||||||||||
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) | |||||||||
6 Mo. PLN WIBOR | 4.37% Fixed | PLN | 805,000 | 09/20/2033 | Annual | $ — | $ — | $ (3,799) | $ (3,799) | ||||||||
BZDIOVRA | 12.16% Fixed | BRL | 570,730 | 01/02/2026 | At Maturity | — | — | 1,807 | 1,807 | ||||||||
BZDIOVRA | 10.36% Fixed | BRL | 695,896 | 07/01/2026 | At Maturity | — | — | 581 | 581 | ||||||||
BZDIOVRA | 10.33% Fixed | BRL | 528,733 | 07/01/2026 | At Maturity | — | — | 502 | 502 | ||||||||
BZDIOVRA | 11.72% Fixed | BRL | 811,063 | 01/04/2027 | At Maturity | — | — | 8,588 | 8,588 | ||||||||
BZDIOVRA | 10.36% Fixed | BRL | 449,430 | 01/04/2027 | At Maturity | — | — | 459 | 459 | ||||||||
BZDIOVRA | 10.13% Fixed | BRL | 1,039,983 | 01/04/2027 | At Maturity | — | — | 225 | 225 | ||||||||
BZDIOVRA | 11.85% Fixed | BRL | 550,024 | 01/02/2029 | At Maturity | — | — | 4,693 | 4,693 | ||||||||
BZDIOVRA | 10.60% Fixed | BRL | 281,837 | 01/02/2029 | At Maturity | — | — | 592 | 592 | ||||||||
Total centrally cleared interest rate swaps contracts | $ — | $ — | $ 20,327 | $ 20,327 |
Foreign Currency Contracts Outstanding at July 31, 2023 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
90,000 | AUD | 60,153 | USD | BCLY | 09/20/2023 | $ 408 | ||||
13,811,000 | BRL | 2,727,305 | USD | GSC | 09/05/2023 | 173,901 | ||||
340,000 | BRL | 68,782 | USD | BNP | 09/05/2023 | 2,640 | ||||
225,000 | BRL | 46,118 | USD | JPM | 09/05/2023 | 1,146 | ||||
95,000 | BRL | 19,912 | USD | BCLY | 09/05/2023 | 44 | ||||
1,228,000 | BRL | 234,777 | USD | BOA | 10/10/2023 | 21,875 | ||||
815,000 | BRL | 158,007 | USD | GSC | 10/13/2023 | 12,244 | ||||
1,078,000 | BRL | 221,219 | USD | DEUT | 01/29/2024 | 969 | ||||
60,000 | CAD | 45,609 | USD | JPM | 09/20/2023 | (76) | ||||
60,000 | CAD | 45,738 | USD | GSC | 09/20/2023 | (205) | ||||
78,992,000 | CLP | 97,617 | USD | MSC | 08/10/2023 | (3,569) | ||||
31,800,000 | CLP | 39,223 | USD | DEUT | 09/20/2023 | (1,526) | ||||
37,900,000 | CLP | 46,492 | USD | JPM | 09/20/2023 | (1,564) | ||||
136,404,000 | CLP | 165,786 | USD | BOA | 09/20/2023 | (4,090) | ||||
87,194,000 | CLP | 109,533 | USD | MSC | 09/20/2023 | (6,171) | ||||
262,000 | CNH | 36,915 | USD | BCLY | 09/12/2023 | (100) | ||||
1,996,000 | CNH | 277,997 | USD | BNP | 09/20/2023 | 2,704 | ||||
1,092,000 | CNH | 151,628 | USD | GSC | 09/20/2023 | 1,942 | ||||
877,000 | CNH | 123,759 | USD | DEUT | 09/20/2023 | (425) | ||||
453,000 | CNH | 64,153 | USD | JPM | 09/20/2023 | (446) | ||||
21,198,912 | CNH | 2,994,747 | USD | MSC | 09/20/2023 | (13,505) | ||||
420,905,000 | COP | 90,928 | USD | GSC | 08/24/2023 | 15,589 | ||||
3,173,185,000 | COP | 743,091 | USD | MSC | 09/20/2023 | 54,459 | ||||
739,200,000 | COP | 174,341 | USD | CBK | 09/20/2023 | 11,451 | ||||
95,100,000 | COP | 22,303 | USD | BNP | 09/20/2023 | 1,600 | ||||
191,929,000 | COP | 47,851 | USD | BOA | 09/20/2023 | 389 | ||||
8,152,000 | CZK | 369,124 | USD | BCLY | 09/20/2023 | 5,285 | ||||
8,450,000 | CZK | 389,384 | USD | BNP | 09/20/2023 | (1,287) | ||||
4,720,000 | EGP | 139,315 | USD | GSC | 08/30/2023 | 11,075 | ||||
324,000 | EGP | 9,695 | USD | GSC | 09/11/2023 | 585 | ||||
324,000 | EGP | 8,945 | USD | GSC | 12/11/2023 | 726 | ||||
2,434,000 | EUR | 2,623,089 | USD | DEUT | 09/20/2023 | 59,873 | ||||
283,000 | EUR | 308,963 | USD | BOA | 09/20/2023 | 2,984 | ||||
116,000 | EUR | 125,983 | USD | JPM | 09/20/2023 | 1,882 | ||||
138,000 | EUR | 150,461 | USD | MSC | 09/20/2023 | 1,655 | ||||
414,000 | EUR | 455,146 | USD | GSC | 09/20/2023 | 1,200 | ||||
68,000 | EUR | 74,202 | USD | BNP | 09/20/2023 | 754 | ||||
104,000 | GBP | 133,651 | USD | GSC | 09/20/2023 | (155) | ||||
26,500,000 | HUF | 75,509 | USD | BCLY | 09/20/2023 | (1,117) | ||||
377,939,000 | HUF | 1,067,178 | USD | BNP | 09/20/2023 | (6,206) | ||||
70,300,000 | HUF | 204,065 | USD | BOA | 09/20/2023 | (6,715) | ||||
50,800,000 | HUF | 149,895 | USD | MSC | 09/20/2023 | (7,287) | ||||
1,549,000,000 | IDR | 102,467 | USD | DEUT | 09/20/2023 | 32 | ||||
307,000,000 | IDR | 20,416 | USD | UBS | 09/20/2023 | (101) | ||||
1,622,000,000 | IDR | 107,440 | USD | GSC | 09/20/2023 | (109) | ||||
20,946,228,000 | IDR | 1,404,044 | USD | JPM | 09/20/2023 | (17,999) | ||||
55,000 | ILS | 14,765 | USD | BOA | 09/07/2023 | 216 | ||||
1,467,000 | ILS | 398,080 | USD | CBK | 09/13/2023 | 1,602 |
65 |
The Hartford Emerging Markets Local Debt Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Foreign Currency Contracts Outstanding at July 31, 2023 – (continued) | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
484,000 | ILS | 131,212 | USD | BNP | 09/20/2023 | $ 687 | ||||
155,000 | ILS | 41,981 | USD | CBK | 09/20/2023 | 259 | ||||
525,000 | ILS | 146,147 | USD | DEUT | 09/20/2023 | (3,075) | ||||
815,000 | ILS | 226,518 | USD | BCLY | 09/20/2023 | (4,416) | ||||
1,315,000 | ILS | 366,160 | USD | GSC | 09/20/2023 | (7,800) | ||||
256,000 | ILS | 69,255 | USD | CBK | 10/30/2023 | 632 | ||||
27,606,000 | INR | 333,156 | USD | BOA | 09/20/2023 | 2,004 | ||||
1,676,000 | INR | 20,231 | USD | CBK | 09/20/2023 | 117 | ||||
4,080,000 | INR | 49,565 | USD | JPM | 09/20/2023 | (30) | ||||
4,406,000 | INR | 52,944 | USD | MSC | 12/08/2023 | 396 | ||||
97,400,000 | KRW | 76,401 | USD | BOA | 09/20/2023 | 50 | ||||
19,800,000 | KZT | 41,509 | USD | GSC | 08/09/2023 | 2,924 | ||||
15,750,000 | KZT | 34,502 | USD | GSC | 08/10/2023 | 834 | ||||
15,750,000 | KZT | 34,577 | USD | JPM | 08/11/2023 | 749 | ||||
33,800,000 | KZT | 73,160 | USD | GSC | 08/18/2023 | 2,511 | ||||
6,748,000 | MXN | 394,920 | USD | MSC | 09/13/2023 | 4,773 | ||||
5,160,000 | MXN | 298,022 | USD | BNP | 09/20/2023 | 7,243 | ||||
1,710,000 | MXN | 97,148 | USD | BCLY | 09/20/2023 | 4,015 | ||||
1,807,000 | MXN | 103,969 | USD | JPM | 09/20/2023 | 2,933 | ||||
4,626,000 | MXN | 270,894 | USD | DEUT | 09/20/2023 | 2,779 | ||||
3,551,000 | MXN | 208,665 | USD | CBK | 09/20/2023 | 1,411 | ||||
1,110,000 | MXN | 64,753 | USD | RBC | 09/20/2023 | 915 | ||||
300,000 | MXN | 17,536 | USD | MSC | 09/20/2023 | 212 | ||||
7,238,000 | MXN | 417,416 | USD | DEUT | 11/30/2023 | 5,197 | ||||
24,550,000 | MXN | 1,368,298 | USD | GSC | 07/24/2024 | 9,046 | ||||
2,113,000 | MYR | 462,110 | USD | BNP | 09/20/2023 | 8,185 | ||||
840,000 | MYR | 182,757 | USD | DEUT | 09/20/2023 | 4,204 | ||||
90,000 | NZD | 54,544 | USD | BCLY | 09/20/2023 | 1,359 | ||||
95,000 | NZD | 60,440 | USD | GSC | 09/20/2023 | (1,432) | ||||
390,000 | PEN | 106,180 | USD | CBK | 09/20/2023 | 1,630 | ||||
215,000 | PEN | 58,376 | USD | SCB | 09/20/2023 | 1,058 | ||||
6,790,000 | PHP | 122,467 | USD | MSC | 09/20/2023 | 1,508 | ||||
6,095,000 | PLN | 1,450,083 | USD | BNP | 09/20/2023 | 67,628 | ||||
406,000 | PLN | 98,915 | USD | MSC | 09/20/2023 | 2,184 | ||||
168,000 | PLN | 41,866 | USD | BMO | 09/20/2023 | (32) | ||||
640,000 | PLN | 159,793 | USD | UBS | 09/20/2023 | (428) | ||||
2,773,000 | RON | 597,114 | USD | BNP | 09/20/2023 | 20,039 | ||||
233,000 | RON | 51,321 | USD | GSC | 09/20/2023 | 536 | ||||
65,000 | RON | 14,639 | USD | JPM | 09/20/2023 | (172) | ||||
3,303,000 | RSD | 30,123 | USD | CBK | 09/20/2023 | 885 | ||||
120,000 | SGD | 88,990 | USD | BOA | 09/20/2023 | 1,475 | ||||
100,000 | SGD | 75,331 | USD | GSC | 09/20/2023 | 57 | ||||
750,000 | THB | 21,752 | USD | MSC | 09/12/2023 | 251 | ||||
59,734,000 | THB | 1,735,488 | USD | JPM | 09/20/2023 | 18,213 | ||||
21,730,000 | THB | 628,930 | USD | BCLY | 09/20/2023 | 9,030 | ||||
4,260,000 | THB | 123,981 | USD | ANZ | 09/20/2023 | 1,086 | ||||
2,980,000 | THB | 88,166 | USD | SCB | 09/20/2023 | (677) | ||||
6,060,000 | THB | 179,471 | USD | GSC | 09/20/2023 | (1,558) | ||||
10,428,000 | THB | 302,919 | USD | MSC | 09/29/2023 | 3,477 | ||||
1,084,000 | THB | 32,320 | USD | JPM | 09/29/2023 | (469) | ||||
841,000 | THB | 24,583 | USD | MSC | 12/12/2023 | 306 | ||||
1,450,000 | TRY | 54,378 | USD | GSC | 08/31/2023 | (1,504) | ||||
4,990,500 | TRY | 190,477 | USD | GSC | 09/20/2023 | (10,707) | ||||
5,344,000 | ZAR | 285,038 | USD | JPM | 08/10/2023 | 13,479 | ||||
7,162,000 | ZAR | 369,187 | USD | CBK | 09/20/2023 | 29,406 | ||||
1,710,000 | ZAR | 92,268 | USD | BOA | 09/20/2023 | 2,900 | ||||
4,645,000 | ZAR | 256,702 | USD | MSC | 09/20/2023 | 1,811 | ||||
1,000,000 | ZAR | 55,878 | USD | GSC | 09/20/2023 | (225) | ||||
1,060,000 | ZAR | 60,041 | USD | BCLY | 09/20/2023 | (1,048) | ||||
1,167,000 | ZAR | 61,572 | USD | JPM | 10/03/2023 | 3,305 | ||||
194,142 | USD | 290,000 | AUD | MSC | 09/20/2023 | (1,000) | ||||
40,248 | USD | 195,000 | BRL | DEUT | 09/05/2023 | (715) | ||||
93,265 | USD | 451,000 | BRL | MSC | 09/05/2023 | (1,475) | ||||
87,402 | USD | 429,000 | BRL | CBK | 09/05/2023 | (2,717) | ||||
340,394 | USD | 1,680,000 | BRL | GSC | 09/05/2023 | (12,514) |
66 |
The Hartford Emerging Markets Local Debt Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Foreign Currency Contracts Outstanding at July 31, 2023 – (continued) | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
14,504 | USD | 72,000 | BRL | GSC | 09/14/2023 | $ (602) | ||||
13,676 | USD | 67,000 | BRL | JPM | 09/20/2023 | (369) | ||||
327,719 | USD | 1,576,000 | BRL | DEUT | 10/10/2023 | (1,664) | ||||
89,819 | USD | 120,000 | CAD | BCLY | 09/20/2023 | (1,247) | ||||
209,944 | USD | 168,165,000 | CLP | BOA | 08/10/2023 | 9,725 | ||||
202,923 | USD | 164,567,000 | CLP | DEUT | 09/20/2023 | 7,839 | ||||
110,339 | USD | 90,517,000 | CLP | BOA | 09/20/2023 | 3,038 | ||||
88,299 | USD | 72,300,000 | CLP | MSC | 09/20/2023 | 2,593 | ||||
34,920 | USD | 28,250,000 | CLP | BNP | 09/20/2023 | 1,431 | ||||
22,554 | USD | 18,200,000 | CLP | GSC | 09/20/2023 | 980 | ||||
36,961 | USD | 262,000 | CNH | JPM | 09/12/2023 | 146 | ||||
37,244 | USD | 265,000 | CNH | GSC | 09/20/2023 | (23) | ||||
34,589 | USD | 247,000 | CNH | BCLY | 09/20/2023 | (147) | ||||
571,198 | USD | 4,088,000 | CNH | CBK | 09/20/2023 | (3,705) | ||||
93,479 | USD | 635,000 | CNH | UBS | 09/28/2023 | 4,102 | ||||
786,744 | USD | 5,567,000 | CNH | JPM | 09/28/2023 | 3,188 | ||||
48,170 | USD | 339,000 | CNH | JPM | 12/12/2023 | 158 | ||||
22,603 | USD | 159,000 | CNH | BNP | 01/18/2024 | 7 | ||||
52,650 | USD | 220,868,000 | COP | GSC | 08/24/2023 | (3,244) | ||||
29,591 | USD | 117,000,000 | COP | BOA | 09/20/2023 | 184 | ||||
225,279 | USD | 935,820,000 | COP | CBK | 09/20/2023 | (9,929) | ||||
116,311 | USD | 2,532,000 | CZK | GSC | 09/20/2023 | 20 | ||||
37,750 | USD | 825,000 | CZK | TDB | 09/20/2023 | (141) | ||||
196,425 | USD | 4,290,000 | CZK | BNP | 09/20/2023 | (607) | ||||
55,997 | USD | 1,240,000 | CZK | JPM | 09/20/2023 | (954) | ||||
41,732 | USD | 1,388,000 | EGP | BOA | 09/20/2023 | (2,153) | ||||
157,575 | USD | 140,000 | EUR | MSC | 09/20/2023 | 3,255 | ||||
225,218 | USD | 203,000 | EUR | BNP | 09/20/2023 | 1,454 | ||||
179,619 | USD | 162,000 | EUR | GSC | 09/20/2023 | 1,049 | ||||
59,486 | USD | 54,000 | EUR | TDB | 09/20/2023 | (37) | ||||
44,951 | USD | 41,000 | EUR | CBK | 09/20/2023 | (242) | ||||
113,956 | USD | 104,000 | EUR | SSG | 09/20/2023 | (682) | ||||
3,044,465 | USD | 2,825,000 | EUR | DEUT | 09/20/2023 | (69,491) | ||||
157,780 | USD | 140,000 | EUR | BOA | 01/17/2024 | 2,475 | ||||
73,843 | USD | 58,000 | GBP | GSC | 09/20/2023 | (608) | ||||
116,818 | USD | 94,000 | GBP | BCLY | 09/20/2023 | (3,844) | ||||
269,955 | USD | 94,400,000 | HUF | GSC | 09/20/2023 | 4,950 | ||||
202,813 | USD | 71,400,000 | HUF | BOA | 09/20/2023 | 2,375 | ||||
263,008 | USD | 93,302,000 | HUF | MSC | 09/20/2023 | 1,085 | ||||
138,647 | USD | 49,100,000 | HUF | BCLY | 09/20/2023 | 810 | ||||
58,120 | USD | 20,673,000 | HUF | CBK | 09/20/2023 | 85 | ||||
84,941 | USD | 29,912,000 | HUF | CBK | 12/27/2023 | 2,178 | ||||
103,162 | USD | 1,550,625,000 | IDR | SCB | 09/20/2023 | 555 | ||||
85,153 | USD | 1,279,000,000 | IDR | BCLY | 09/20/2023 | 520 | ||||
109,534 | USD | 1,648,363,000 | IDR | GSC | 09/20/2023 | 460 | ||||
94,292 | USD | 1,418,531,000 | IDR | JPM | 09/20/2023 | 426 | ||||
49,832 | USD | 747,000,000 | IDR | BNP | 09/20/2023 | 402 | ||||
61,628 | USD | 937,000,000 | IDR | DEUT | 09/20/2023 | (374) | ||||
892,442 | USD | 3,265,000 | ILS | GSC | 09/20/2023 | 2,669 | ||||
244,308 | USD | 890,000 | ILS | BCLY | 09/20/2023 | 1,766 | ||||
55,244 | USD | 200,000 | ILS | DEUT | 09/20/2023 | 741 | ||||
97,244 | USD | 355,000 | ILS | CBK | 09/20/2023 | 500 | ||||
60,742 | USD | 225,000 | ILS | BNP | 09/20/2023 | (575) | ||||
27,596 | USD | 2,280,000 | INR | UBS | 09/20/2023 | (86) | ||||
105,189 | USD | 8,716,000 | INR | BOA | 12/08/2023 | (329) | ||||
40,440 | USD | 18,400,000 | KZT | GSC | 08/09/2023 | (852) | ||||
87,112 | USD | 1,535,000 | MXN | DEUT | 09/13/2023 | (3,808) | ||||
74,977 | USD | 1,270,000 | MXN | BOA | 09/20/2023 | (156) | ||||
109,228 | USD | 1,850,000 | MXN | CIBC | 09/20/2023 | (218) | ||||
63,570 | USD | 1,110,000 | MXN | MSC | 09/20/2023 | (2,097) | ||||
114,786 | USD | 1,995,000 | MXN | UBS | 09/20/2023 | (3,237) | ||||
579,991 | USD | 10,030,000 | MXN | GSC | 09/20/2023 | (13,382) | ||||
622,674 | USD | 10,869,000 | MXN | BNP | 09/20/2023 | (20,334) | ||||
575,655 | USD | 10,137,000 | MXN | CBK | 09/20/2023 | (24,047) | ||||
748,990 | USD | 13,179,000 | MXN | BCLY | 09/20/2023 | (30,675) |
67 |
The Hartford Emerging Markets Local Debt Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Foreign Currency Contracts Outstanding at July 31, 2023 – (continued) | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
78,611 | USD | 1,352,000 | MXN | MSC | 10/17/2023 | $ (966) | ||||
85,725 | USD | 1,574,000 | MXN | MSC | 11/30/2023 | (6,178) | ||||
79,989 | USD | 1,399,000 | MXN | DEUT | 01/17/2024 | (989) | ||||
1,410,595 | USD | 24,550,000 | MXN | GSC | 01/24/2024 | (8,626) | ||||
81,738 | USD | 380,000 | MYR | DEUT | 09/20/2023 | (2,840) | ||||
141,902 | USD | 235,000 | NZD | RBC | 09/20/2023 | (4,065) | ||||
12,308 | USD | 45,000 | PEN | GSC | 09/20/2023 | (131) | ||||
76,737 | USD | 281,000 | PEN | CBK | 09/20/2023 | (943) | ||||
312,356 | USD | 1,149,000 | PEN | BOA | 09/20/2023 | (5,270) | ||||
99,817 | USD | 5,625,000 | PHP | BOA | 09/20/2023 | (2,887) | ||||
102,327 | USD | 415,000 | PLN | GSC | 09/20/2023 | (1,011) | ||||
161,692 | USD | 665,000 | PLN | CBK | 09/20/2023 | (3,899) | ||||
231,710 | USD | 958,000 | PLN | MSC | 09/20/2023 | (6,841) | ||||
61,326 | USD | 270,000 | RON | BCLY | 09/20/2023 | 1,235 | ||||
51,852 | USD | 70,000 | SGD | JPM | 09/20/2023 | (920) | ||||
200,910 | USD | 270,000 | SGD | SCB | 09/20/2023 | (2,636) | ||||
74,126 | USD | 2,501,000 | THB | MSC | 08/09/2023 | 994 | ||||
121,812 | USD | 4,150,000 | THB | GSC | 09/20/2023 | (26) | ||||
158,246 | USD | 5,536,000 | THB | JPM | 09/20/2023 | (4,284) | ||||
1,183,844 | USD | 41,068,000 | THB | BCLY | 09/20/2023 | (21,851) | ||||
67,153 | USD | 1,680,000 | TRY | GSC | 08/31/2023 | 5,891 | ||||
99,119 | USD | 2,535,000 | TRY | GSC | 09/20/2023 | 7,802 | ||||
147,286 | USD | 5,727,000 | UYU | GSC | 09/20/2023 | (4,082) | ||||
291,182 | USD | 5,609,000 | ZAR | JPM | 08/10/2023 | (22,136) | ||||
53,626 | USD | 950,000 | ZAR | MSC | 09/20/2023 | 755 | ||||
31,901 | USD | 580,000 | ZAR | JPM | 09/20/2023 | (378) | ||||
321,875 | USD | 5,909,000 | ZAR | GSC | 09/20/2023 | (6,982) | ||||
Total foreign currency contracts | $ 278,325 |
† For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of July 31, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Corporate Bonds | $ 9,869,285 | $ — | $ 9,869,285 | $ — | ||||
Foreign Government Obligations | 19,545,684 | — | 19,545,684 | — | ||||
Short-Term Investments | 383,281 | 262,685 | 120,596 | — | ||||
Purchased Options | 102,605 | — | 102,605 | — | ||||
Foreign Currency Contracts(2) | 710,772 | — | 710,772 | — | ||||
Futures Contracts(2) | 31,573 | 31,573 | — | — | ||||
Swaps - Interest Rate(2) | 163,827 | — | 163,827 | — | ||||
Total | $ 30,807,027 | $ 294,258 | $ 30,512,769 | $ — | ||||
Liabilities | ||||||||
Foreign Currency Contracts(2) | $ (432,447) | $ — | $ (432,447) | $ — | ||||
Futures Contracts(2) | (13,304) | (13,304) | — | — | ||||
Swaps - Interest Rate(2) | (120,693) | — | (120,693) | — | ||||
Written Options | (75,181) | — | (75,181) | — | ||||
Total | $ (641,625) | $ (13,304) | $ (628,321) | $ — |
(1) | For the period ended July 31, 2023, 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, 2023 is not presented.
68 |
The Hartford Equity Income Fund
Schedule of
Investments
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
69 |
The Hartford Equity Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
† For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
Fair Value Summary
The following is a summary of the fair
valuations according to the inputs used as of July 31, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Banks | $ 424,487,580 | $ 424,487,580 | $ — | $ — | ||||
Capital Goods | 498,348,405 | 437,488,116 | 60,860,289 | — | ||||
Consumer Discretionary Distribution & Retail | 192,149,069 | 192,149,069 | — | — | ||||
Consumer Durables & Apparel | 51,567,049 | 51,567,049 | — | — | ||||
Energy | 421,696,900 | 421,696,900 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 285,229,776 | 285,229,776 | — | — | ||||
Financial Services | 498,177,151 | 498,177,151 | — | — | ||||
Food, Beverage & Tobacco | 442,306,148 | 366,206,423 | 76,099,725 | — | ||||
Health Care Equipment & Services | 266,491,142 | 266,491,142 | — | — | ||||
Household & Personal Products | 98,201,730 | 98,201,730 | — | — | ||||
Insurance | 223,034,885 | 223,034,885 | — | — | ||||
Materials | 257,670,459 | 257,670,459 | — | — | ||||
Media & Entertainment | 75,294,083 | 75,294,083 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 704,972,626 | 642,931,663 | 62,040,963 | — | ||||
Semiconductors & Semiconductor Equipment | 231,425,152 | 231,425,152 | — | — | ||||
Software & Services | 49,523,387 | 49,523,387 | — | — | ||||
Technology Hardware & Equipment | 238,698,539 | 238,698,539 | — | — | ||||
Transportation | 54,361,358 | 54,361,358 | — | — | ||||
Utilities | 376,932,429 | 376,932,429 | — | — | ||||
Short-Term Investments | 9,688,979 | — | 9,688,979 | — | ||||
Total | $ 5,400,256,847 | $ 5,191,566,891 | $ 208,689,956 | $ — |
(1) | For the period ended July 31, 2023, there were no transfers in and out of Level 3. |
70 |
The Hartford Floating Rate Fund
Schedule of
Investments
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
71 |
The Hartford Floating Rate Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
72 |
The Hartford Floating Rate Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
73 |
The Hartford Floating Rate Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
74 |
The Hartford Floating Rate Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
75 |
The Hartford Floating Rate Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
76 |
The Hartford Floating Rate Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Futures Contracts Outstanding at July 31, 2023 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Short position contracts: | ||||||||
Euro-BOBL Future | 4 | 09/07/2023 | $ 509,685 | $ 3,602 | ||||
U.S. Treasury 5-Year Note Future | 42 | 09/29/2023 | 4,486,453 | 93,451 | ||||
Total futures contracts | $ 97,053 |
OTC Total Return Swap Contracts Outstanding at July 31, 2023 | |||||||||||||||||||
Reference Entity | Counter- party | Notional Amount | Payments received (paid) by the Fund | Expiration Date | Periodic Payment Frequency | Upfront Premiums Paid | Upfront Premiums Received | Market Value† | Unrealized Appreciation/ Depreciation | ||||||||||
Markit iBoxx USD Liquid Leveraged Loan Index | MSC | USD | 22,375,000 | (5.05%) | 09/20/2023 | At Maturity | $ — | $ — | $ 1,759,753 | $ 1,759,753 | |||||||||
Markit iBoxx USD Liquid Leveraged Loan Index | MSC | USD | 22,400,000 | (5.05%) | 09/20/2023 | At Maturity | — | — | 1,926,422 | 1,926,422 | |||||||||
Markit iBoxx USD Liquid Leveraged Loan Index | BNP | USD | 10,475,000 | (5.05%) | 12/20/2023 | At Maturity | — | — | 198,734 | 198,734 | |||||||||
Markit iBoxx USD Liquid Leveraged Loan Index | BNP | USD | 10,525,000 | (5.05%) | 12/20/2023 | At Maturity | — | — | 168,689 | 168,689 | |||||||||
Markit iBoxx USD Liquid Leveraged Loan Index | MSC | USD | 24,885,000 | (5.05%) | 12/20/2023 | At Maturity | — | — | 1,441,352 | 1,441,352 | |||||||||
Total OTC total return swap contracts | $ — | $ — | $ 5,494,950 | $ 5,494,950 |
Centrally Cleared Credit Default Swap Contracts Outstanding at July 31, 2023 | |||||||||||||||||||
Reference Entity | Notional Amount(1) | (Pay)/Receive Fixed Rate | Expiration Date | Periodic Payment Frequency | Upfront Premiums Paid | Upfront Premiums Received | Value† | Unrealized Appreciation/ (Depreciation) | |||||||||||
Credit default swaps on indices: | |||||||||||||||||||
Buy protection: | |||||||||||||||||||
CDX.NA.HY.S40 | USD | 8,015,000 | (5.00%) | 06/20/2028 | Quarterly | $ — | $ (96,653) | $ (335,094) | $ (238,441) | ||||||||||
Total centrally cleared credit default swap contracts | $ — | $ (96,653) | $ (335,094) | $ (238,441) |
(1) | 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. |
77 |
The Hartford Floating Rate Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Foreign Currency Contracts Outstanding at July 31, 2023 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
109,924,411 | USD | 99,147,468 | EUR | DEUT | 08/31/2023 | $ 734,258 | ||||
1,553,915 | USD | 1,404,000 | EUR | CIB | 08/31/2023 | 7,703 | ||||
12,646,818 | USD | 9,840,321 | GBP | BCLY | 08/31/2023 | 16,191 | ||||
Total foreign currency contracts | $ 758,152 |
† For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of July 31, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Asset & Commercial Mortgage-Backed Securities | $ 43,602,105 | $ — | $ 43,602,105 | $ — | ||||
Convertible Bonds | 3,409,746 | — | 3,409,746 | — | ||||
Corporate Bonds | 51,023,604 | — | 51,023,604 | — | ||||
Senior Floating Rate Interests | 1,123,582,970 | — | 1,114,064,188 | 9,518,782 | ||||
Common Stocks | ||||||||
Energy | 6,142,875 | — | 4,039,862 | 2,103,013 | ||||
Insurance | 1,755 | — | 1,755 | — | ||||
Materials | 2,434,389 | — | 2,434,389 | — | ||||
Media & Entertainment | 5,206,710 | — | 5,206,710 | — | ||||
Exchange-Traded Funds | 55,507,068 | 55,507,068 | — | — | ||||
Warrants | 115,950 | — | — | 115,950 | ||||
Short-Term Investments | 64,889,217 | 64,889,217 | — | — | ||||
Foreign Currency Contracts(2) | 758,152 | — | 758,152 | — | ||||
Futures Contracts(2) | 97,053 | 97,053 | — | — | ||||
Swaps- Total Return(2) | 5,494,950 | — | 5,494,950 | — | ||||
Total | $ 1,362,266,544 | $ 120,493,338 | $ 1,230,035,461 | $ 11,737,745 | ||||
Liabilities | ||||||||
Swaps - Credit Default(2) | $ (238,441) | $ — | $ (238,441) | $ — | ||||
Total | $ (238,441) | $ — | $ (238,441) | $ — |
(1) | For the period ended July 31, 2023, 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, 2023 is not presented.
78 |
The Hartford Floating Rate High Income Fund
Schedule of
Investments
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
79 |
The Hartford Floating Rate High Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
80 |
The Hartford Floating Rate High Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
81 |
The Hartford Floating Rate High Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
82 |
The Hartford Floating Rate High Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
83 |
The Hartford Floating Rate High Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Futures Contracts Outstanding at July 31, 2023 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Short position contracts: | ||||||||
Euro-BOBL Future | 1 | 09/07/2023 | $ 127,421 | $ 901 | ||||
U.S. Treasury 5-Year Note Future | 12 | 09/29/2023 | 1,281,844 | 26,699 | ||||
Total futures contracts | $ 27,600 |
84 |
The Hartford Floating Rate High Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
OTC Total Return Swap Contracts Outstanding at July 31, 2023 | |||||||||||||||||||
Reference Entity | Counter- party | Notional Amount | Payments received (paid) by the Fund | Expiration Date | Periodic Payment Frequency | Upfront Premiums Paid | Upfront Premiums Received | Market Value† | Unrealized Appreciation/ Depreciation | ||||||||||
Markit iBoxx USD Liquid Leveraged Loan Index | MSC | USD | 5,400,000 | (5.05%) | 09/20/2023 | At Maturity | $ — | $ — | $ 464,405 | $ 464,405 | |||||||||
Markit iBoxx USD Liquid Leveraged Loan Index | MSC | USD | 5,400,000 | (5.05%) | 09/20/2023 | At Maturity | — | — | 424,700 | 424,700 | |||||||||
Markit iBoxx USD Liquid Leveraged Loan Index | BNP | USD | 2,275,000 | (5.05%) | 12/20/2023 | At Maturity | — | — | 43,162 | 43,162 | |||||||||
Markit iBoxx USD Liquid Leveraged Loan Index | BNP | USD | 2,275,000 | (5.05%) | 12/20/2023 | At Maturity | — | — | 36,463 | 36,463 | |||||||||
Markit iBoxx USD Liquid Leveraged Loan Index | MSC | USD | 4,940,000 | (5.05%) | 12/20/2023 | At Maturity | — | — | 286,127 | 286,127 | |||||||||
Total OTC total return swap contracts | $ — | $ — | $ 1,254,857 | $ 1,254,857 |
Centrally Cleared Credit Default Swap Contracts Outstanding at July 31, 2023 | |||||||||||||||||||
Reference Entity | Notional Amount(1) | (Pay)/Receive Fixed Rate | Expiration Date | Periodic Payment Frequency | Upfront Premiums Paid | Upfront Premiums Received | Value† | Unrealized Appreciation/ (Depreciation) | |||||||||||
Credit default swaps on indices: | |||||||||||||||||||
Buy protection: | |||||||||||||||||||
CDX.NA.HY.S40 | USD | 2,520,000 | (5.00%) | 06/20/2028 | Quarterly | $ — | $ (35,094) | $ (105,357) | $ (70,263) | ||||||||||
Total centrally cleared credit default swap contracts | $ — | $ (35,094) | $ (105,357) | $ (70,263) |
(1) | 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, 2023 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
21,993,156 | USD | 19,836,956 | EUR | DEUT | 08/31/2023 | $ 146,907 | ||||
302,150 | USD | 273,000 | EUR | CIB | 08/31/2023 | 1,498 | ||||
3,065,211 | USD | 2,385,000 | GBP | BCLY | 08/31/2023 | 3,924 | ||||
Total foreign currency contracts | $ 152,329 |
† For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
85 |
The Hartford Floating Rate High Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of July 31, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Asset & Commercial Mortgage-Backed Securities | $ 8,538,963 | $ — | $ 8,538,963 | $ — | ||||
Convertible Bonds | 1,087,082 | — | 1,087,082 | — | ||||
Corporate Bonds | 15,861,020 | — | 15,861,020 | — | ||||
Senior Floating Rate Interests | 244,191,997 | — | 241,607,482 | 2,584,515 | ||||
Common Stocks | ||||||||
Energy | 984,903 | — | 574,776 | 410,127 | ||||
Insurance | 348 | — | 348 | — | ||||
Materials | 199,110 | — | 199,110 | — | ||||
Media & Entertainment | 1,413,720 | — | 1,413,720 | — | ||||
Exchange-Traded Funds | 9,448,032 | 9,448,032 | — | — | ||||
Warrants | 28,988 | — | — | 28,988 | ||||
Short-Term Investments | 16,409,338 | 16,409,338 | — | — | ||||
Foreign Currency Contracts(2) | 152,329 | — | 152,329 | — | ||||
Futures Contracts(2) | 27,600 | 27,600 | — | — | ||||
Swaps- Total Return(2) | 1,254,857 | — | 1,254,857 | — | ||||
Total | $ 299,598,287 | $ 25,884,970 | $ 270,689,687 | $ 3,023,630 | ||||
Liabilities | ||||||||
Swaps - Credit Default(2) | $ (70,263) | $ — | $ (70,263) | $ — | ||||
Total | $ (70,263) | $ — | $ (70,263) | $ — |
(1) | For the period ended July 31, 2023, 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 following is a rollforward of
the Fund’s investments that were valued using unobservable inputs (Level 3) for the period ending July 31, 2023:
Senior Floating Rate Interests | Common Stocks | Warrants | Total | ||||
Beginning balance | $ — | $ 662,215 | $ 42,115 | $ 704,330 | |||
Purchases | 2,584,515 | — | — | 2,584,515 | |||
Total realized gain/(loss) | — | — | (10,874) | (10,874) | |||
Net change in unrealized appreciation/(depreciation) | — | (252,088) | (2,253) | (254,341) | |||
Ending balance | $ 2,584,515 | $ 410,127 | $ 28,988 | $ 3,023,630 | |||
The change in net unrealized appreciation/(depreciation) relating to the Level 3 investments held at July 31, 2023 was $(254,341). |
86 |
The Hartford Growth Allocation Fund
Schedule of
Investments
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
A summary of affiliate
fund transactions for the period ended July 31, 2023 is as follows:
Affiliated Investment Companies | Beginning Value as of November 1, 2022 | Purchases at Cost | Proceeds from Sales | Net Realized Gain/(Loss) on Sales | Change in Unrealized Appreciation/ (Depreciation) | Ending Value as of July 31, 2023 | Shares as of July 31, 2023 | Dividend Income | Capital Gains Distribution | |||||||||
The Hartford Growth Allocation Fund | ||||||||||||||||||
Hartford Core Bond ETF | $ 32,018,289 | $ 7,004,001 | $ — | $ — | $ 1,147,791 | $ 40,170,081 | 1,165,925 | $ 807,286 | $ — | |||||||||
Hartford Core Equity Fund, Class F | 95,779,674 | 16,910,811 | 13,483,045 | 784,375 | 9,042,840 | 109,034,655 | 2,424,070 | 1,180,911 | 2,632,219 | |||||||||
Hartford Large Cap Growth ETF | 31,685,142 | — | — | — | 10,447,184 | 42,132,326 | 2,632,859 | — | — | |||||||||
Hartford Multifactor Developed Markets (ex-US) ETF | 34,631,830 | — | 8,561,269 | (898,071) | 7,277,972 | 32,450,462 | 1,194,349 | 1,156,160 | — | |||||||||
Hartford Multifactor US Equity ETF | 49,234,028 | — | 6,358,106 | 1,311,541 | 2,753,464 | 46,940,927 | 1,107,113 | 753,508 | — | |||||||||
Hartford Schroders Commodity Strategy ETF | 10,220,185 | — | 9,200,086 | (2,822,998) | 1,802,899 | — | — | 65,304 | — | |||||||||
Hartford Schroders Emerging Markets Equity Fund, Class F | 11,411,040 | 4,288,756 | 5,196,102 | (1,077,537) | 3,926,638 | 13,352,795 | 815,687 | 259,301 | — | |||||||||
Hartford Schroders International Multi-Cap Value Fund, Class F | 18,428,609 | 13,829,225 | 2,964,549 | (243,995) | 4,382,396 | 33,431,686 | 3,460,837 | 777,191 | — | |||||||||
Hartford Schroders Sustainable Core Bond Fund, Class F | 26,092,673 | 16,962,918 | 5,536,268 | (529,361) | 827,685 | 37,817,647 | 4,402,520 | 942,148 | — | |||||||||
Hartford Small Cap Value Fund, Class F | 17,697,452 | 3,393,382 | 5,679,244 | 87,434 | 19,678 | 15,518,702 | 1,354,162 | 348,066 | 1,294,564 | |||||||||
The Hartford Equity Income Fund, Class F | 46,940,731 | 5,503,706 | 6,570,610 | (47,561) | (1,729,114) | 44,097,152 | 2,108,902 | 867,247 | 4,636,458 | |||||||||
The Hartford Growth Opportunities Fund, Class F | 18,206,768 | 12,821,962 | 17,691,561 | (1,302,658) | 6,257,752 | 18,292,263 | 407,219 | — | — | |||||||||
The Hartford International Growth Fund, Class F | 13,736,368 | 8,877,898 | 6,665,247 | (1,157,721) | 4,971,051 | 19,762,349 | 1,237,467 | 127,381 | — | |||||||||
The Hartford International Opportunities Fund, Class F | 28,856,535 | 2,558,734 | 4,971,470 | (569,012) | 6,934,338 | 32,809,125 | 1,919,785 | 308,900 | — | |||||||||
The Hartford Small Company Fund, Class F | 16,838,392 | — | 3,382,350 | (870,500) | 1,805,598 | 14,391,140 | 732,001 | — | — |
87 |
The Hartford Growth Allocation Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Affiliated Investment Companies | Beginning Value as of November 1, 2022 | Purchases at Cost | Proceeds from Sales | Net Realized Gain/(Loss) on Sales | Change in Unrealized Appreciation/ (Depreciation) | Ending Value as of July 31, 2023 | Shares as of July 31, 2023 | Dividend Income | Capital Gains Distribution | |||||||||
The Hartford Growth Allocation Fund – (continued) | ||||||||||||||||||
The Hartford Strategic Income Fund, Class F | $ 14,051,769 | $ 494,294 | $ 15,392,414 | $ (1,921,219) | $ 2,767,570 | $ — | — | $ 489,557 | $ — | |||||||||
The Hartford World Bond Fund, Class F | 23,676,633 | 13,765,843 | 16,227,131 | (372,801) | 1,071,170 | 21,913,714 | 2,215,745 | 423,148 | — | |||||||||
Total | $489,506,118 | $106,411,530 | $127,879,452 | $(9,630,084) | $63,706,912 | $522,115,024 | 27,178,641 | $8,506,108 | $8,563,241 |
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of July 31, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Affiliated Investment Companies | $ 522,115,024 | $ 522,115,024 | $ — | $ — | ||||
Short-Term Investments | 1,379,131 | 1,379,131 | — | — | ||||
Total | $ 523,494,155 | $ 523,494,155 | $ — | $ — |
(1) | For the period ended July 31, 2023, there were no transfers in and out of Level 3. |
88 |
Hartford Global Impact Fund
Schedule of
Investments
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
89 |
Hartford Global Impact Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Fair Value Summary
The following is a summary of the fair
valuations according to the inputs used as of July 31, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Australia | $ 1,837,818 | $ — | $ 1,837,818 | $ — | ||||
Bangladesh | 775,372 | — | — | 775,372 | ||||
Brazil | 6,845,557 | 6,845,557 | — | — | ||||
Canada | 5,632,807 | 5,632,807 | — | — | ||||
China | 3,435,080 | — | 3,435,080 | — | ||||
Finland | 3,651,481 | — | 3,651,481 | — | ||||
Germany | 3,164,012 | — | 3,164,012 | — | ||||
India | 1,733,800 | — | 1,733,800 | — | ||||
Indonesia | 4,949,032 | — | 4,949,032 | — | ||||
Ireland | 1,709,693 | 1,709,693 | — | — | ||||
Japan | 2,072,006 | — | 2,072,006 | — | ||||
Jordan | 25,378 | — | 25,378 | — | ||||
Kenya | 655,616 | 655,616 | — | — | ||||
Netherlands | 2,559,462 | — | 2,559,462 | — | ||||
Puerto Rico | 3,057,837 | 3,057,837 | — | — | ||||
South Africa | 5,980,082 | 2,754,731 | 3,225,351 | — | ||||
South Korea | 2,580,790 | — | 2,580,790 | — | ||||
Spain | 2,096,610 | — | 2,096,610 | — | ||||
Sweden | 977,032 | — | 977,032 | — | ||||
Switzerland | 5,548,028 | 2,173,752 | 3,374,276 | — | ||||
Taiwan | 3,790,094 | — | 3,790,094 | — | ||||
United Kingdom | 8,917,494 | 4,903,986 | 4,013,508 | — | ||||
United States | 127,305,190 | 120,769,975 | 6,535,215 | — | ||||
Short-Term Investments | 1,140,089 | — | 1,140,089 | — | ||||
Total | $ 200,440,360 | $ 148,503,954 | $ 51,161,034 | $ 775,372 |
(1) | For the period ended July 31, 2023, investments valued at $991,229 were transferred into Level 3 due to the unavailability of active market pricing. There were no transfers 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, 2023 is not presented.
90 |
The Hartford Healthcare Fund
Schedule of
Investments
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
91 |
The Hartford Healthcare Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Fair Value Summary
The following is a summary of the fair
valuations according to the inputs used as of July 31, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Biotechnology | $ 197,597,720 | $ 187,901,807 | $ 9,695,913 | $ — | ||||
Health Care Distributors | 30,992,519 | 30,992,519 | — | — | ||||
Health Care Equipment | 198,668,013 | 189,408,553 | 9,259,460 | — | ||||
Health Care Facilities | 57,584,147 | 57,584,147 | — | — | ||||
Health Care Services | 39,447,985 | 39,447,985 | — | — | ||||
Life Sciences Tools & Services | 163,370,079 | 158,506,962 | 4,863,117 | — | ||||
Managed Health Care | 173,639,935 | 173,639,935 | — | — | ||||
Pharmaceuticals | 355,210,349 | 285,532,210 | 69,678,139 | — | ||||
Rights | 7,564 | — | — | 7,564 | ||||
Short-Term Investments | 3,708,190 | 1,352,610 | 2,355,580 | — | ||||
Total | $ 1,220,226,501 | $ 1,124,366,728 | $ 95,852,209 | $ 7,564 |
(1) | For the period ended July 31, 2023, 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, 2023 is not presented.
92 |
The Hartford High Yield Fund
Schedule of
Investments
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
93 |
The Hartford High Yield Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
94 |
The Hartford High Yield Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
95 |
The Hartford High Yield Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
96 |
The Hartford High Yield Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
97 |
The Hartford High Yield Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Futures Contracts Outstanding at July 31, 2023 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Short position contracts: | ||||||||
Euro-BOBL Future | 19 | 09/07/2023 | $ (2,421,001) | $ 17,102 | ||||
Total futures contracts | $ 17,102 |
Foreign Currency Contracts Outstanding at July 31, 2023 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
87,000 | EUR | 96,500 | USD | SCB | 08/31/2023 | $ (687) | ||||
88,000 | EUR | 97,750 | USD | CBK | 08/31/2023 | (837) | ||||
529,000 | EUR | 585,648 | USD | JPM | 08/31/2023 | (3,065) | ||||
450,000 | EUR | 499,043 | USD | SSG | 08/31/2023 | (3,462) | ||||
12,320,940 | USD | 11,113,000 | EUR | DEUT | 08/31/2023 | 82,300 | ||||
90,430 | USD | 82,000 | EUR | SSG | 08/31/2023 | 124 | ||||
1,175,962 | USD | 915,000 | GBP | BCLY | 08/31/2023 | 1,505 | ||||
Total foreign currency contracts | $ 75,878 |
† For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of July 31, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Convertible Bonds | $ 3,822,897 | $ — | $ 3,822,897 | $ — | ||||
Corporate Bonds | 363,353,700 | — | 363,353,700 | — | ||||
Senior Floating Rate Interests | 6,237,057 | — | 6,237,057 | — | ||||
Short-Term Investments | 2,210,892 | — | 2,210,892 | — | ||||
Foreign Currency Contracts(2) | 83,929 | — | 83,929 | — | ||||
Futures Contracts(2) | 17,102 | 17,102 | — | — | ||||
Total | $ 375,725,577 | $ 17,102 | $ 375,708,475 | $ — | ||||
Liabilities | ||||||||
Foreign Currency Contracts(2) | $ (8,051) | $ — | $ (8,051) | $ — | ||||
Total | $ (8,051) | $ — | $ (8,051) | $ — |
(1) | For the period ended July 31, 2023, 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. |
98 |
The Hartford Inflation Plus Fund
Schedule of
Investments
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
99 |
The Hartford Inflation Plus Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
100 |
The Hartford Inflation Plus Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
101 |
The Hartford Inflation Plus Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
102 |
The Hartford Inflation Plus Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
OTC Option Contracts Outstanding at July 31, 2023 | |||||||||||||||||||
Description | Counterparty | 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: | |||||||||||||||||||
Put | |||||||||||||||||||
Call CAD vs. Put USD(1) | BOA | 1.29 | USD | 11/01/2023 | 8,676,000 | USD | 8,676,000 | $ 33,628 | $ 34,071 | $ (443) | |||||||||
Total purchased OTC option contracts | $ 33,628 | $ 34,071 | $ (443) |
(1) | At July 31, 2023, the counterparty had deposited in a segregated account securities with a value of $1,375,000 in connection with open OTC Option Contracts. |
Futures Contracts Outstanding at July 31, 2023 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
Canadian 5-Years Bond Future | 189 | 09/20/2023 | $ 15,622,796 | $ (71,061) | ||||
Long Gilt Future | 32 | 09/27/2023 | 3,947,788 | (30,748) | ||||
U.S. Treasury 2-Year Note Future | 630 | 09/29/2023 | 127,909,687 | (1,084,513) | ||||
U.S. Treasury 5-Year Note Future | 187 | 09/29/2023 | 19,975,399 | (430,041) | ||||
Total | $ (1,616,363) | |||||||
Short position contracts: | ||||||||
Euro BUXL 30-Year Bond Future | 57 | 09/07/2023 | $ 8,434,333 | $ 86,134 | ||||
Euro-BOBL Future | 57 | 09/07/2023 | 7,263,003 | 51,333 | ||||
Euro-BUND Future | 28 | 09/07/2023 | 4,094,539 | 31,120 | ||||
U.S. Treasury 10-Year Note Future | 26 | 09/20/2023 | 2,896,563 | 26,028 | ||||
U.S. Treasury Ultra Bond Future | 108 | 09/20/2023 | 14,279,625 | 200,062 | ||||
Total | $ 394,677 | |||||||
Total futures contracts | $ (1,221,686) |
103 |
The Hartford Inflation Plus Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
OTC Interest Rate Swap Contracts Outstanding at July 31, 2023 | |||||||||||||||||||
Counterparty | Payments made by Fund | Payments received by Fund | Notional Amount | Expiration Date | Periodic Payment Frequency | Upfront Premiums Paid | Upfront Premiums Received | Value† | Unrealized Appreciation/ (Depreciation) | ||||||||||
BOA | 1.24% Fixed | CPURNSA | USD | 6,050,000 | 01/15/2029 | At Maturity | $ — | $ — | $ 423,809 | $ 423,809 | |||||||||
CBK | 2.84% Fixed | CPURNSA | USD | 15,300,000 | 01/15/2027 | At Maturity | — | — | 520,763 | 520,763 | |||||||||
CBK | 2.83% Fixed | CPURNSA | USD | 6,600,000 | 04/15/2026 | At Maturity | — | — | 483,987 | 483,987 | |||||||||
CBK | 2.60% Fixed | CPURNSA | USD | 18,520,000 | 01/15/2031 | At Maturity | — | — | 1,670,203 | 1,670,203 | |||||||||
CBK | 2.45% Fixed | CPURNSA | USD | 4,060,000 | 04/15/2028 | At Maturity | — | — | 30,160 | 30,160 | |||||||||
Total OTC interest rate swap contracts | $ — | $ — | $ 3,128,922 | $ 3,128,922 |
Centrally Cleared Credit Default Swap Contracts Outstanding at July 31, 2023 | ||||||||||||||||||
Reference Entity | Notional Amount(1) | (Pay)/Receive Fixed Rate | Expiration Date | Periodic Payment Frequency | Upfront Premiums Paid | Upfront Premiums Received | Value† | Unrealized Appreciation/ (Depreciation) | ||||||||||
Credit default swaps on single-name issues: | ||||||||||||||||||
Buy protection: | ||||||||||||||||||
Brazil Republic | USD | 1,735,000 | (1.00%) | 06/20/2027 | Quarterly | $ 75,509 | $ — | $ 9,700 | $ (65,809) | |||||||||
Brazil Republic | USD | 2,110,000 | (1.00%) | 06/20/2028 | Quarterly | 104,931 | — | 54,911 | (50,020) | |||||||||
Republic of South Africa Government International Bond | USD | 1,780,000 | (1.00%) | 06/20/2028 | Quarterly | 100,848 | — | 93,990 | (6,858) | |||||||||
Total centrally cleared credit default swap contracts | $ 281,288 | $ — | $ 158,601 | $ (122,687) |
(1) | 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, 2023 | |||||||||||||||||
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) | |||||||||
0.94% Fixed | 12 Mo. Federal Funds Rate | USD | 13,439,000 | 08/22/2024 | Annual | $ — | $ — | $ 1,024,937 | $ 1,024,937 | ||||||||
1.03% Fixed | 12 Mo. Federal Funds Rate | USD | 9,012,000 | 09/06/2026 | Annual | — | — | 1,124,951 | 1,124,951 | ||||||||
1.00% Fixed | 12 Mo. Federal Funds Rate | USD | 3,322,000 | 09/29/2026 | Annual | 31,861 | — | 419,658 | 387,797 | ||||||||
3.25% Fixed | 12 Mo. USD SOFR | USD | 5,510,000 | 06/21/2053 | Annual | — | (59,777) | 133,449 | 193,226 | ||||||||
Total centrally cleared interest rate swaps contracts | $ 31,861 | $ (59,777) | $ 2,702,995 | $ 2,730,911 |
Bond Forward Contracts Outstanding at July 31, 2023 | |||||||||
Counterparty | Reference Obligation | Notional Amount | Expiration Date | Unrealized Appreciation/ (Depreciation) | |||||
BCLY | U.S. Treasury Inflation-Indexed Bonds, 0.13%, 10/15/2024(1) | USD | 6,355,633 | 10/15/2024 | $804 | ||||
MSC | U.S. Treasury Inflation-Indexed Bonds, 0.13%, 04/15/2025(1) | USD | 19,492,709 | 04/15/2025 | 24,526 | ||||
MSC | U.S. Treasury Inflation-Indexed Bonds, 0.38%, 07/15/2025(1) | USD | 10,343,219 | 07/15/2025 | 11,560 | ||||
MSC | U.S. Treasury Inflation-Indexed Bonds, 0.63%, 01/15/2026(1) | USD | 16,908,074 | 01/15/2026 | 17,691 | ||||
MSC | U.S. Treasury Inflation-Indexed Bonds, 0.75%, 07/15/2028(1) | USD | 3,427,343 | 07/15/2028 | 3,453 | ||||
Total Bond Forward Contracts | $58,034 |
(1) | The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount. |
Foreign Currency Contracts Outstanding at July 31, 2023 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
15,943,000 | BRL | 3,301,785 | USD | CBK | 08/02/2023 | $ 68,395 | ||||
15,943,000 | BRL | 3,343,189 | USD | GSC | 09/05/2023 | 5,876 | ||||
1,042,400,000 | JPY | 7,410,837 | USD | JPM | 08/31/2023 | (45,099) | ||||
81,365,000 | MXN | 4,787,810 | USD | BOA | 08/31/2023 | 42,407 | ||||
50,550,000 | NOK | 5,031,202 | USD | BCLY | 08/31/2023 | (37,676) | ||||
58,382,000 | ZAR | 3,291,192 | USD | HSBC | 08/31/2023 | (36,708) | ||||
4,857,930 | USD | 23,457,000 | BRL | CBK | 08/02/2023 | (100,631) |
104 |
The Hartford Inflation Plus Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Foreign Currency Contracts Outstanding at July 31, 2023 – (continued) | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
4,918,848 | USD | 23,457,000 | BRL | GSC | 09/05/2023 | $ (8,645) | ||||
3,336,942 | USD | 4,408,000 | CAD | UBS | 08/31/2023 | (7,301) | ||||
10,926,448 | USD | 9,855,224 | EUR | DEUT | 08/31/2023 | 72,985 | ||||
4,519,537 | USD | 635,713,000 | JPY | JPM | 08/31/2023 | 27,504 | ||||
4,832,972 | USD | 6,156,288,000 | KRW | MSC | 08/31/2023 | (5,926) | ||||
13,065,516 | USD | 222,038,000 | MXN | BOA | 08/31/2023 | (115,724) | ||||
6,327,232 | USD | 10,164,000 | NZD | TDB | 08/31/2023 | 14,007 | ||||
7,571,571 | USD | 78,506,000 | SEK | MSC | 08/31/2023 | 101,353 | ||||
Total foreign currency contracts | $ (25,183) |
† For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of July 31, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Asset & Commercial Mortgage-Backed Securities | $ 16,434,242 | $ — | $ 16,434,242 | $ — | ||||
Convertible Bonds | 794,024 | — | 794,024 | — | ||||
Corporate Bonds | 4,618,373 | — | 4,618,373 | — | ||||
Foreign Government Obligations | 54,367,228 | — | 54,367,228 | — | ||||
Senior Floating Rate Interests | 10,539,324 | — | 10,539,324 | — | ||||
U.S. Government Agencies | 24,042,828 | — | 24,042,828 | — | ||||
U.S. Government Securities | 298,556,265 | — | 298,556,265 | — | ||||
Short-Term Investments | 21,709,915 | — | 21,709,915 | — | ||||
Purchased Options | 33,628 | — | 33,628 | — | ||||
Bond Forward(2) | 58,034 | — | 58,034 | — | ||||
Foreign Currency Contracts(2) | 332,527 | — | 332,527 | — | ||||
Futures Contracts(2) | 394,677 | 394,677 | — | — | ||||
Swaps - Interest Rate(2) | 5,859,833 | — | 5,859,833 | — | ||||
Total | $ 437,740,898 | $ 394,677 | $ 437,346,221 | $ — | ||||
Liabilities | ||||||||
Foreign Currency Contracts(2) | $ (357,710) | $ — | $ (357,710) | $ — | ||||
Futures Contracts(2) | (1,616,363) | (1,616,363) | — | — | ||||
Swaps - Credit Default(2) | (122,687) | — | (122,687) | — | ||||
Total | $ (2,096,760) | $ (1,616,363) | $ (480,397) | $ — |
(1) | For the period ended July 31, 2023, 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. |
105 |
Hartford International Equity Fund
Schedule of
Investments
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
106 |
Hartford International Equity Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
107 |
Hartford International Equity Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
108 |
Hartford International Equity Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
109 |
Hartford International Equity Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
110 |
Hartford International Equity Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Futures Contracts Outstanding at July 31, 2023 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
SPI 200 Future | 114 | 09/21/2023 | $ 14,085,749 | $ 527,905 | ||||
Total futures contracts | $ 527,905 |
† For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
111 |
Hartford International Equity Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of July 31, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Australia | $ 11,479,799 | $ 388,464 | $ 11,091,335 | $ — | ||||
Austria | 6,430,991 | 179,873 | 6,251,118 | — | ||||
Belgium | 3,052,799 | — | 3,052,799 | — | ||||
Brazil | 12,446,315 | 12,446,315 | — | — | ||||
Burkina Faso | 557,517 | 557,517 | — | — | ||||
Canada | 29,749,768 | 29,749,768 | — | — | ||||
Chile | 679,318 | 679,318 | — | — | ||||
China | 56,613,140 | 12,370,531 | 44,242,609 | — | ||||
Denmark | 2,201,737 | — | 2,201,737 | — | ||||
Egypt | 444,245 | — | 444,245 | — | ||||
Finland | 5,417,186 | — | 5,417,186 | — | ||||
France | 54,073,172 | — | 54,073,172 | — | ||||
Germany | 30,340,883 | — | 30,340,883 | — | ||||
Hong Kong | 18,712,203 | — | 18,712,203 | — | ||||
Hungary | 260,218 | 260,218 | — | — | ||||
India | 20,237,508 | 5,675,556 | 14,425,052 | 136,900 | ||||
Indonesia | 6,027,875 | — | 6,027,875 | — | ||||
Ireland | 5,374,101 | 5,374,101 | — | — | ||||
Italy | 17,031,239 | — | 17,031,239 | — | ||||
Japan | 91,847,873 | — | 91,847,873 | — | ||||
Luxembourg | 682,180 | — | 682,180 | — | ||||
Malaysia | 1,712,115 | 977,687 | 734,428 | — | ||||
Mexico | 5,474,765 | 4,960,876 | 513,889 | — | ||||
Netherlands | 30,262,947 | — | 30,262,947 | — | ||||
Nigeria | 1,540,798 | 1,540,798 | — | — | ||||
Norway | 157,946 | — | 157,946 | — | ||||
Philippines | 1,011,634 | — | 1,011,634 | — | ||||
Poland | 546,079 | — | 546,079 | — | ||||
Portugal | 2,790,016 | — | 2,790,016 | — | ||||
Russia | 261,309 | 261,309 | — | — | ||||
Saudi Arabia | 3,046,713 | 3,046,713 | — | — | ||||
South Africa | 8,299,375 | 2,539,646 | 5,759,729 | — | ||||
South Korea | 27,015,060 | — | 27,015,060 | — | ||||
Spain | 11,403,862 | — | 11,403,862 | — | ||||
Sweden | 12,624,290 | — | 12,624,290 | — | ||||
Switzerland | 27,122,914 | — | 27,122,914 | — | ||||
Taiwan | 34,603,657 | — | 34,603,657 | — | ||||
Tanzania | 649,316 | — | 649,316 | — | ||||
Thailand | 3,117,738 | 468,159 | 2,649,579 | — | ||||
Turkey | 939,386 | 556,689 | 382,697 | — | ||||
United Kingdom | 49,130,566 | 179,174 | 48,951,392 | — | ||||
United States | 44,961,475 | 12,371,201 | 31,877,868 | 712,406 | ||||
Closed End Funds | 372,722 | 372,722 | — | — | ||||
Convertible Preferred Stocks | 736,742 | — | — | 736,742 | ||||
Exchange-Traded Funds | 654,952 | 654,952 | — | — | ||||
Preferred Stocks | 8,912,830 | 5,173,562 | 3,739,268 | — | ||||
Short-Term Investments | 11,585,953 | 8,797,831 | 2,788,122 | — | ||||
Futures Contracts(2) | 527,905 | 527,905 | — | — | ||||
Total | $ 663,123,132 | $ 110,110,885 | $ 551,426,199 | $ 1,586,048 |
(1) | For the period ended July 31, 2023, 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, 2023 is not presented.
112 |
The Hartford International Growth Fund
Schedule of
Investments
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
113 |
The Hartford International Growth Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Fair Value Summary
The following is a summary of the fair
valuations according to the inputs used as of July 31, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Australia | $ 10,947,819 | $ — | $ 10,947,819 | $ — | ||||
Austria | 6,926,849 | — | 6,926,849 | — | ||||
Canada | 5,294,555 | 5,294,555 | — | — | ||||
China | 30,015,192 | 6,210,563 | 23,804,629 | — | ||||
France | 35,803,314 | — | 35,803,314 | — | ||||
Germany | 9,656,136 | — | 9,656,136 | — | ||||
Hong Kong | 5,905,126 | — | 5,905,126 | — | ||||
India | 6,907,464 | — | 6,907,464 | — | ||||
Ireland | 7,151,365 | 7,151,365 | — | — | ||||
Italy | 22,328,213 | 2,778,743 | 19,549,470 | — | ||||
Japan | 25,000,504 | — | 25,000,504 | — | ||||
Netherlands | 29,094,152 | — | 29,094,152 | — | ||||
South Africa | 7,488,334 | — | 7,488,334 | — | ||||
South Korea | 13,028,268 | — | 13,028,268 | — | ||||
Spain | 7,376,803 | — | 7,376,803 | — | ||||
Sweden | 6,654,809 | — | 6,654,809 | — | ||||
Switzerland | 22,316,634 | — | 22,316,634 | — | ||||
Taiwan | 22,322,725 | — | 22,322,725 | — | ||||
United Kingdom | 11,268,812 | — | 11,268,812 | — | ||||
United States | 35,468,492 | 25,298,076 | 10,170,416 | — | ||||
Preferred Stocks | 4,544,177 | — | 4,544,177 | — | ||||
Short-Term Investments | 1,018,607 | — | 1,018,607 | — | ||||
Total | $ 326,518,350 | $ 46,733,302 | $ 279,785,048 | $ — |
(1) | For the period ended July 31, 2023, there were no transfers in and out of Level 3. |
114 |
The Hartford International Opportunities Fund
Schedule of
Investments
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
115 |
The Hartford International Opportunities Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
116 |
The Hartford International Opportunities Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of July 31, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Australia | $ 90,377,476 | $ — | $ 90,377,476 | $ — | ||||
Brazil | 59,589,992 | 59,589,992 | — | — | ||||
Canada | 214,848,627 | 214,848,627 | — | — | ||||
China | 368,519,909 | 30,773,684 | 337,746,225 | — | ||||
Denmark | 30,351,079 | — | 30,351,079 | — | ||||
France | 423,863,368 | — | 423,863,368 | — | ||||
Germany | 245,798,159 | — | 245,798,159 | — | ||||
Hong Kong | 78,756,718 | — | 78,756,718 | — | ||||
India | 149,470,444 | — | 144,584,252 | 4,886,192 | ||||
Indonesia | 33,970,406 | — | 33,970,406 | — | ||||
Ireland | 38,849,815 | — | 38,849,815 | — | ||||
Italy | 95,707,563 | — | 95,707,563 | — | ||||
Japan | 590,947,566 | — | 590,947,566 | — | ||||
Netherlands | 123,692,872 | — | 123,692,872 | — | ||||
South Africa | 53,815,849 | — | 53,815,849 | — | ||||
South Korea | 77,975,353 | — | 77,975,353 | — | ||||
Spain | 80,070,367 | — | 80,070,367 | — | ||||
Switzerland | 317,189,759 | — | 317,189,759 | — | ||||
Taiwan | 152,396,022 | — | 152,396,022 | — | ||||
Thailand | 50,189,541 | — | 50,189,541 | — | ||||
United Kingdom | 534,634,515 | — | 534,634,515 | — | ||||
United States | 165,352,823 | 22,488,711 | 142,864,112 | — | ||||
Exchange-Traded Funds | 101,396,640 | 101,396,640 | — | — | ||||
Preferred Stocks | 59,368,260 | 59,368,260 | — | — | ||||
Short-Term Investments | 31,971,947 | 22,712,073 | 9,259,874 | — | ||||
Total | $ 4,169,105,070 | $ 511,177,987 | $ 3,653,040,891 | $ 4,886,192 |
(1) | For the period ended July 31, 2023, 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, 2023 is not presented.
117 |
The Hartford International Value Fund
Schedule of
Investments
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
118 |
The Hartford International Value Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
119 |
The Hartford International Value Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
120 |
The Hartford International Value Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Futures Contracts Outstanding at July 31, 2023 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
MSCI EAFE Index Future | 169 | 09/15/2023 | $ 18,639,010 | $ (63,780) | ||||
Total futures contracts | $ (63,780) |
† For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
121 |
The Hartford International Value Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of July 31, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Australia | $ 12,590,374 | $ 8,991,721 | $ 3,598,653 | $ — | ||||
Austria | 65,005,991 | 1,954,887 | 63,051,104 | — | ||||
Belgium | 40,144,382 | — | 40,144,382 | — | ||||
Brazil | 125,679,719 | 125,679,719 | — | — | ||||
Burkina Faso | 12,574,728 | 12,574,728 | — | — | ||||
Canada | 58,509,495 | 58,509,495 | — | — | ||||
Chile | 19,877,506 | 19,877,506 | — | — | ||||
China | 42,620,152 | — | 42,620,152 | — | ||||
Egypt | 10,298,695 | — | 10,298,695 | — | ||||
Finland | 41,999,294 | — | 41,999,294 | — | ||||
France | 386,431,666 | — | 386,431,666 | — | ||||
Germany | 184,940,923 | — | 184,940,923 | — | ||||
Hong Kong | 65,151,543 | — | 65,151,543 | — | ||||
Hungary | 3,742,703 | 3,742,703 | — | — | ||||
India | 22,585,764 | — | 22,585,764 | — | ||||
Indonesia | 21,356,506 | — | 21,356,506 | — | ||||
Ireland | 38,817,086 | 38,817,086 | — | — | ||||
Italy | 138,050,216 | — | 138,050,216 | — | ||||
Japan | 964,777,728 | — | 964,777,728 | — | ||||
Luxembourg | 15,707,246 | — | 15,707,246 | — | ||||
Malaysia | 16,708,418 | — | 16,708,418 | — | ||||
Mexico | 35,565,961 | 23,957,296 | 11,608,665 | — | ||||
Netherlands | 230,844,078 | — | 230,844,078 | — | ||||
Norway | 3,668,323 | — | 3,668,323 | — | ||||
Philippines | 7,914,248 | — | 7,914,248 | — | ||||
Poland | 12,528,794 | — | 12,528,794 | — | ||||
Russia | 3,326,149 | 3,326,149 | — | — | ||||
South Africa | 56,576,551 | 35,317,055 | 21,259,496 | — | ||||
South Korea | 143,169,124 | — | 143,169,124 | — | ||||
Spain | 37,125,552 | — | 37,125,552 | — | ||||
Sweden | 49,963,271 | — | 49,963,271 | — | ||||
Switzerland | 187,711,274 | — | 187,711,274 | — | ||||
Taiwan | 35,967,060 | — | 35,967,060 | — | ||||
Thailand | 32,660,758 | 10,624,201 | 22,036,557 | — | ||||
Turkey | 19,235,566 | 10,596,034 | 8,639,532 | — | ||||
United Kingdom | 346,829,741 | 3,114,199 | 343,715,542 | — | ||||
United States | 70,770,938 | — | 70,770,938 | — | ||||
Closed End Funds | 5,779,221 | 5,779,221 | — | — | ||||
Preferred Stocks | 55,438,716 | 20,997,454 | 34,441,262 | — | ||||
Short-Term Investments | 22,043,798 | 794,842 | 21,248,956 | — | ||||
Total | $ 3,644,689,258 | $ 384,654,296 | $ 3,260,034,962 | $ — | ||||
Liabilities | ||||||||
Futures Contracts(2) | $ (63,780) | $ (63,780) | $ — | $ — | ||||
Total | $ (63,780) | $ (63,780) | $ — | $ — |
(1) | For the period ended July 31, 2023, 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, 2023 is not presented.
122 |
The Hartford MidCap Fund
Schedule of
Investments
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
123 |
The Hartford MidCap Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
124 |
The Hartford MidCap Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of July 31, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 113,254,620 | $ 113,254,620 | $ — | $ — | ||||
Banks | 36,787,516 | 36,787,516 | — | — | ||||
Capital Goods | 949,733,659 | 949,733,659 | — | — | ||||
Commercial & Professional Services | 236,731,642 | 236,731,642 | — | — | ||||
Consumer Discretionary Distribution & Retail | 267,213,064 | 267,213,064 | — | — | ||||
Consumer Durables & Apparel | 239,457,508 | 239,457,508 | — | — | ||||
Consumer Services | 191,333,349 | 191,333,349 | — | — | ||||
Consumer Staples Distribution & Retail | 37,826,075 | 37,826,075 | — | — | ||||
Energy | 389,372,942 | 389,372,942 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 68,528,828 | 68,528,828 | — | — | ||||
Financial Services | 610,730,914 | 610,730,914 | — | — | ||||
Food, Beverage & Tobacco | 47,729,871 | 47,729,871 | — | — | ||||
Health Care Equipment & Services | 570,847,639 | 570,847,639 | — | — | ||||
Insurance | 183,541,811 | 183,541,811 | — | — | ||||
Materials | 260,571,338 | 260,571,338 | — | — | ||||
Media & Entertainment | 161,863,547 | 161,863,547 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 942,407,910 | 942,407,910 | — | — | ||||
Semiconductors & Semiconductor Equipment | 310,747,282 | 310,747,282 | — | — | ||||
Software & Services | 835,423,503 | 835,423,503 | — | — | ||||
Technology Hardware & Equipment | 166,158,987 | 166,158,987 | — | — | ||||
Transportation | 335,966,342 | 335,966,342 | — | — | ||||
Utilities | 61,642,996 | 61,642,996 | — | — | ||||
Short-Term Investments | 3,673,624 | 3,026,985 | 646,639 | — | ||||
Total | $ 7,021,544,967 | $ 7,020,898,328 | $ 646,639 | $ — |
(1) | For the period ended July 31, 2023, there were no transfers in and out of Level 3. |
125 |
The Hartford MidCap Value Fund
Schedule of
Investments
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
126 |
The Hartford MidCap Value Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Fair Value Summary
The following is a summary of the fair
valuations according to the inputs used as of July 31, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 37,366,325 | $ 37,366,325 | $ — | $ — | ||||
Banks | 80,814,480 | 80,814,480 | — | — | ||||
Capital Goods | 146,213,058 | 146,213,058 | — | — | ||||
Commercial & Professional Services | 18,038,289 | 18,038,289 | — | — | ||||
Consumer Discretionary Distribution & Retail | 12,210,650 | 12,210,650 | — | — | ||||
Consumer Durables & Apparel | 24,696,071 | 24,696,071 | — | — | ||||
Consumer Services | 25,350,462 | 25,350,462 | — | — | ||||
Consumer Staples Distribution & Retail | 34,978,486 | 34,978,486 | — | — | ||||
Energy | 70,980,513 | 70,980,513 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 70,977,289 | 70,977,289 | — | — | ||||
Financial Services | 30,410,227 | 30,410,227 | — | — | ||||
Food, Beverage & Tobacco | 14,539,855 | 14,539,855 | — | — | ||||
Health Care Equipment & Services | 89,181,366 | 89,181,366 | — | — | ||||
Insurance | 89,934,586 | 89,934,586 | — | — | ||||
Materials | 64,749,680 | 64,749,680 | — | — | ||||
Media & Entertainment | 36,952,038 | 36,952,038 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 7,878,927 | 7,878,927 | — | — | ||||
Semiconductors & Semiconductor Equipment | 50,869,143 | 50,869,143 | — | — | ||||
Technology Hardware & Equipment | 47,160,836 | 47,160,836 | — | — | ||||
Transportation | 22,034,328 | 22,034,328 | — | — | ||||
Utilities | 50,305,649 | 50,305,649 | — | — | ||||
Short-Term Investments | 616,986 | — | 616,986 | — | ||||
Total | $ 1,026,259,244 | $ 1,025,642,258 | $ 616,986 | $ — |
(1) | For the period ended July 31, 2023, there were no transfers in and out of Level 3. |
127 |
Hartford Moderate Allocation Fund
Schedule of
Investments
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
A summary of affiliate
fund transactions for the period ended July 31, 2023 is as follows:
Affiliated Investment Companies | Beginning Value as of November 1, 2022 | Purchases at Cost | Proceeds from Sales | Net Realized Gain/(Loss) on Sales | Change in Unrealized Appreciation/ (Depreciation) | Ending Value as of July 31, 2023 | Shares as of July 31, 2023 | Dividend Income | Capital Gains Distribution | |||||||||
Hartford Moderate Allocation Fund | ||||||||||||||||||
Hartford Core Bond ETF | $ 42,661,782 | $ — | $ 396,593 | $ (76,051) | $ 1,763,684 | $ 43,952,822 | 1,275,718 | $ 994,225 | $ — | |||||||||
Hartford Core Equity Fund, Class F | 57,034,410 | 8,514,735 | 11,599,973 | (593,893) | 6,215,632 | 59,570,911 | 1,324,387 | 706,229 | 1,561,479 | |||||||||
Hartford Large Cap Growth ETF | 13,343,132 | — | — | — | 4,399,480 | 17,742,612 | 1,108,740 | — | — | |||||||||
Hartford Multifactor Developed Markets (ex-US) ETF | 18,040,703 | — | 4,938,855 | (536,738) | 3,846,793 | 16,411,903 | 604,045 | 590,176 | — | |||||||||
Hartford Multifactor US Equity ETF | 19,316,689 | — | 2,871,973 | 598,711 | 971,315 | 18,014,742 | 424,882 | 293,823 | — | |||||||||
Hartford Schroders Commodity Strategy ETF | 5,531,339 | — | 4,979,244 | (1,527,855) | 975,760 | — | — | 35,344 | — | |||||||||
Hartford Schroders Emerging Markets Equity Fund, Class F | 5,963,068 | 2,740,649 | 3,755,676 | (792,961) | 2,260,448 | 6,415,528 | 391,908 | 128,579 | — | |||||||||
Hartford Schroders International Multi-Cap Value Fund, Class F | 9,739,490 | 9,572,014 | 5,823,300 | (288,399) | 2,426,304 | 15,626,109 | 1,617,610 | 410,862 | — | |||||||||
Hartford Schroders Sustainable Core Bond Fund, Class F | 32,971,285 | 13,861,665 | 4,301,984 | (686,172) | 1,377,126 | 43,221,920 | 5,031,655 | 1,089,808 | — | |||||||||
Hartford Small Cap Value Fund, Class F | 8,119,027 | 730,252 | 2,683,748 | 188,697 | (242,348) | 6,111,880 | 533,323 | 154,737 | 575,515 | |||||||||
The Hartford Equity Income Fund, Class F | 19,354,854 | 3,651,877 | 6,485,058 | 84,790 | (748,505) | 15,857,958 | 758,391 | 345,502 | 1,819,272 | |||||||||
The Hartford Growth Opportunities Fund, Class F | 5,221,990 | 4,208,621 | 6,210,667 | 156,976 | 1,208,706 | 4,585,626 | 102,084 | — | — | |||||||||
The Hartford International Growth Fund, Class F | 7,341,594 | 4,561,457 | 4,298,152 | (736,453) | 2,667,037 | 9,535,483 | 597,087 | 57,715 | — | |||||||||
The Hartford International Opportunities Fund, Class F | 14,640,062 | 1,671,160 | 3,439,211 | (201,806) | 3,359,602 | 16,029,807 | 937,964 | 148,428 | — | |||||||||
The Hartford Small Company Fund, Class F | 7,715,387 | 706,874 | 2,456,531 | (609,924) | 1,000,947 | 6,356,753 | 323,334 | — | — |
128 |
Hartford Moderate Allocation Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Affiliated Investment Companies | Beginning Value as of November 1, 2022 | Purchases at Cost | Proceeds from Sales | Net Realized Gain/(Loss) on Sales | Change in Unrealized Appreciation/ (Depreciation) | Ending Value as of July 31, 2023 | Shares as of July 31, 2023 | Dividend Income | Capital Gains Distribution | |||||||||
Hartford Moderate Allocation Fund – (continued) | ||||||||||||||||||
The Hartford Strategic Income Fund, Class F | $ 18,404,287 | $ 808,449 | $ 10,825,307 | $ (1,722,305) | $ 2,781,460 | $ 9,446,584 | 1,246,251 | $ 724,640 | $ — | |||||||||
The Hartford World Bond Fund, Class F | 30,114,359 | 5,404,635 | 8,275,259 | (246,382) | 838,675 | 27,836,028 | 2,814,563 | 454,911 | — | |||||||||
Total | $315,513,458 | $56,432,388 | $83,341,531 | $(6,989,765) | $35,102,116 | $316,716,666 | 19,091,942 | $6,134,979 | $3,956,266 |
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of July 31, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Affiliated Investment Companies | $ 316,716,666 | $ 316,716,666 | $ — | $ — | ||||
Short-Term Investments | 787,732 | 787,732 | — | — | ||||
Total | $ 317,504,398 | $ 317,504,398 | $ — | $ — |
(1) | For the period ended July 31, 2023, there were no transfers in and out of Level 3. |
129 |
Hartford Multi-Asset Income Fund
Schedule of
Investments
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
130 |
Hartford Multi-Asset Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
131 |
Hartford Multi-Asset Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
132 |
Hartford Multi-Asset Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
133 |
Hartford Multi-Asset Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
134 |
Hartford Multi-Asset Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
135 |
Hartford Multi-Asset Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
136 |
Hartford Multi-Asset Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
137 |
Hartford Multi-Asset Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
138 |
Hartford Multi-Asset Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
139 |
Hartford Multi-Asset Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
140 |
Hartford Multi-Asset Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
141 |
Hartford Multi-Asset Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
142 |
Hartford Multi-Asset Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
143 |
Hartford Multi-Asset Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
144 |
Hartford Multi-Asset Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
145 |
Hartford Multi-Asset Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Futures Contracts Outstanding at July 31, 2023 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
U.S. Treasury 2-Year Note Future | 90 | 09/29/2023 | $ 18,272,813 | $ (224,924) | ||||
U.S. Treasury 5-Year Note Future | 330 | 09/29/2023 | 35,250,703 | (703,798) | ||||
U.S. Treasury 10-Year Note Future | 487 | 09/20/2023 | 54,254,844 | (785,284) | ||||
U.S. Treasury 10-Year Ultra Future | 34 | 09/20/2023 | 3,977,469 | (58,543) | ||||
U.S. Treasury Ultra Bond Future | 11 | 09/20/2023 | 1,454,406 | (27,552) | ||||
Total futures contracts | $ (1,800,101) |
Foreign Currency Contracts Outstanding at July 31, 2023 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
3,480,091 | USD | 3,010,000 | CHF | UBS | 08/31/2023 | $ 16,303 | ||||
645,204 | USD | 4,330,000 | DKK | GSC | 08/31/2023 | 5,030 | ||||
27,192,989 | USD | 24,527,000 | EUR | DEUT | 08/31/2023 | 181,640 | ||||
6,920,822 | USD | 5,385,000 | GBP | BCLY | 08/31/2023 | 8,860 | ||||
7,961,105 | USD | 1,119,800,000 | JPY | JPM | 08/31/2023 | 48,448 | ||||
1,575,924 | USD | 16,340,000 | SEK | MSC | 08/31/2023 | 21,095 | ||||
Total foreign currency contracts | $ 281,376 |
† For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
146 |
Hartford Multi-Asset Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of July 31, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Asset & Commercial Mortgage-Backed Securities | $ 132,681,095 | $ — | $ 132,681,095 | $ — | ||||
Convertible Bonds | 26,189,992 | — | 26,189,992 | — | ||||
Corporate Bonds | 121,441,310 | — | 121,441,310 | — | ||||
Foreign Government Obligations | 5,340,962 | — | 5,340,962 | — | ||||
Municipal Bonds | 6,153,054 | — | 6,153,054 | — | ||||
Senior Floating Rate Interests | 50,970,642 | — | 50,970,642 | — | ||||
U.S. Government Agencies | 7,321,488 | — | 7,321,488 | — | ||||
U.S. Government Securities | 76,236,388 | — | 76,236,388 | — | ||||
Common Stocks | ||||||||
Automobiles & Components | 2,224,647 | 91,493 | 2,133,154 | — | ||||
Banks | 14,952,107 | 1,323,058 | 13,629,049 | — | ||||
Capital Goods | 16,458,468 | 8,897,727 | 7,560,741 | — | ||||
Commercial & Professional Services | 4,947,439 | 722,246 | 4,225,193 | — | ||||
Consumer Discretionary Distribution & Retail | 1,419,298 | 1,166,133 | 253,165 | — | ||||
Consumer Durables & Apparel | 17,159,160 | 16,935,224 | 223,936 | — | ||||
Consumer Services | 2,371,928 | 1,839,816 | 532,112 | — | ||||
Consumer Staples Distribution & Retail | 242,445 | 178,071 | 64,374 | — | ||||
Energy | 2,372,124 | 123,148 | 2,248,976 | — | ||||
Equity Real Estate Investment Trusts (REITs) | 9,784,402 | 9,572,682 | 211,720 | — | ||||
Financial Services | 6,196,125 | 5,479,257 | 716,868 | — | ||||
Food, Beverage & Tobacco | 10,179,968 | 3,728,400 | 6,451,568 | — | ||||
Health Care Equipment & Services | 7,549,222 | 6,080,079 | 1,469,143 | — | ||||
Household & Personal Products | 4,650,788 | 1,991,820 | 2,658,968 | — | ||||
Insurance | 8,182,607 | 3,171,507 | 5,011,100 | — | ||||
Materials | 3,318,090 | 1,638,831 | 1,679,259 | — | ||||
Media & Entertainment | 1,679,209 | 1,046,120 | 633,089 | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 11,536,358 | 6,273,301 | 5,263,057 | — | ||||
Real Estate Management & Development | 4,591,508 | 11,967 | 4,579,541 | — | ||||
Semiconductors & Semiconductor Equipment | 10,241,886 | 5,392,826 | 4,849,060 | — | ||||
Software & Services | 7,871,957 | 6,412,352 | 1,459,605 | — | ||||
Technology Hardware & Equipment | 2,983,624 | 176,483 | 2,807,141 | — | ||||
Telecommunication Services | 6,149,518 | 2,553,528 | 3,595,990 | — | ||||
Transportation | 2,705,380 | 1,757,861 | 947,519 | — | ||||
Utilities | 16,713,636 | 9,874,766 | 6,838,870 | — | ||||
Equity Linked Securities | 25,979,553 | — | 25,979,553 | — | ||||
Preferred Stocks | 2,473,384 | 2,083,244 | 390,140 | — | ||||
Short-Term Investments | 2,474,475 | 1,846,424 | 628,051 | — | ||||
Foreign Currency Contracts(2) | 281,376 | — | 281,376 | — | ||||
Total | $ 634,025,613 | $ 100,368,364 | $ 533,657,249 | $ — | ||||
Liabilities | ||||||||
Futures Contracts(2) | $ (1,800,101) | $ (1,800,101) | $ — | $ — | ||||
Total | $ (1,800,101) | $ (1,800,101) | $ — | $ — |
(1) | For the period ended July 31, 2023, investments valued at $8,643 were transferred out of Level 3 due to the availability of active market prices which has been determined to be significant observable input. There were no transfers into 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, 2023 is not presented.
147 |
The Hartford Municipal Opportunities Fund
Schedule of
Investments
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
148 |
The Hartford Municipal Opportunities Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
149 |
The Hartford Municipal Opportunities Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
150 |
The Hartford Municipal Opportunities Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
151 |
The Hartford Municipal Opportunities Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
152 |
The Hartford Municipal Opportunities Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
153 |
The Hartford Municipal Opportunities Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
154 |
The Hartford Municipal Opportunities Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
155 |
The Hartford Municipal Opportunities Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
156 |
The Hartford Municipal Opportunities Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
157 |
The Hartford Municipal Opportunities Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Fair Value Summary
The following is a summary of the fair
valuations according to the inputs used as of July 31, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Municipal Bonds | $ 1,645,997,397 | $ — | $ 1,645,997,397 | $ — | ||||
U.S. Government Agencies | 2,426,756 | — | 2,426,756 | — | ||||
Short-Term Investments | 22,520,195 | — | 22,520,195 | — | ||||
Total | $ 1,670,944,348 | $ — | $ 1,670,944,348 | $ — |
(1) | For the period ended July 31, 2023, there were no transfers in and out of Level 3. |
158 |
Hartford Municipal Short Duration Fund
Schedule of
Investments
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
159 |
Hartford Municipal Short Duration Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
160 |
Hartford Municipal Short Duration Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
161 |
Hartford Municipal Short Duration Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
162 |
Hartford Municipal Short Duration Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of July 31, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Municipal Bonds | $ 42,402,179 | $ — | $ 42,402,179 | $ — | ||||
Short-Term Investments | 227,656 | — | 227,656 | — | ||||
Total | $ 42,629,835 | $ — | $ 42,629,835 | $ — |
(1) | For the period ended July 31, 2023, there were no transfers in and out of Level 3. |
163 |
Hartford Real Asset Fund (Consolidated)
Schedule of
Investments
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
164 |
Hartford Real Asset Fund (Consolidated)
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
165 |
Hartford Real Asset Fund (Consolidated)
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
166 |
Hartford Real Asset Fund (Consolidated)
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
167 |
Hartford Real Asset Fund (Consolidated)
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Futures Contracts Outstanding at July 31, 2023 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
Brent Crude Oil Future | 15 | 09/29/2023 | $ 1,274,250 | $ 99,485 | ||||
Brent Crude Oil Future | 20 | 10/31/2023 | 1,689,200 | 105,052 | ||||
Brent Crude Oil Future | 18 | 11/30/2023 | 1,511,460 | 180,575 | ||||
Copper Future | 13 | 12/27/2023 | 1,308,125 | 81,858 | ||||
Cotton No. 2 Future | 13 | 12/06/2023 | 550,680 | 17,412 | ||||
Gasoline RBOB Future | 9 | 12/29/2023 | 901,643 | 72,919 | ||||
Gold 100oz Future | 20 | 12/27/2023 | 4,018,400 | 41,883 | ||||
Live Cattle Future | 8 | 12/29/2023 | 586,880 | 5,819 | ||||
LME Nickel Future | 6 | 09/18/2023 | 799,272 | (51,161) | ||||
LME Nickel Future | 6 | 11/13/2023 | 804,528 | (14,251) | ||||
LME Nickel Future | 7 | 01/15/2024 | 945,462 | 48,664 | ||||
LME Primary Aluminum Future | 6 | 09/18/2023 | 340,202 | (17,243) | ||||
LME Zinc Future | 20 | 09/18/2023 | 1,282,655 | (156,897) | ||||
LME Zinc Future | 21 | 11/13/2023 | 1,347,969 | 375 | ||||
LME Zinc Future | 14 | 01/15/2024 | 900,046 | 60,707 | ||||
Natural Gas Future | 3 | 09/26/2025 | 115,770 | (14,023) | ||||
Natural Gas Future | 3 | 10/29/2025 | 125,970 | (3,823) | ||||
Natural Gas Future | 3 | 11/25/2025 | 137,280 | 7,487 | ||||
NY Harbor ULSD Future | 5 | 12/29/2023 | 592,032 | 59,169 | ||||
Platinum Future | 27 | 10/27/2023 | 1,294,110 | (31,080) | ||||
Platinum Future | 4 | 04/26/2024 | 194,520 | (2,096) | ||||
Primary Aluminum Future | 6 | 11/13/2023 | 343,614 | (2,810) | ||||
Primary Aluminum Future | 4 | 01/15/2024 | 231,776 | 7,170 | ||||
SGX IRON ORE Future | 10 | 08/31/2023 | 109,180 | 1,450 | ||||
Soybean Future | 14 | 01/12/2024 | 938,350 | (19,841) | ||||
Soybean Meal Future | 16 | 01/12/2024 | 626,080 | (3,360) | ||||
Total | $ 473,440 | |||||||
Short position contracts: | ||||||||
LME Nickel Future | 6 | 09/18/2023 | $ 799,272 | $ 26,543 | ||||
LME Nickel Future | 6 | 11/13/2023 | 804,528 | (42,749) | ||||
LME Nickel Future | 1 | 01/15/2024 | 135,066 | (8,775) | ||||
LME Primary Aluminum Future | 6 | 09/18/2023 | 340,202 | 2,341 | ||||
LME Zinc Future | 20 | 09/18/2023 | 1,282,655 | 45,947 | ||||
LME Zinc Future | 17 | 11/13/2023 | 1,091,213 | (78,072) | ||||
LME Zinc Future | 1 | 01/15/2024 | 64,289 | (9) | ||||
Primary Aluminum Future | 6 | 11/13/2023 | 343,614 | (7,871) | ||||
TTF Gas 1st Line Future | 1 | 09/29/2025 | 143,160 | 8,635 | ||||
TTF Gas 1st Line Future | 1 | 10/30/2025 | 148,260 | 3,535 | ||||
TTF Gas 1st Line Future | 1 | 11/27/2025 | 151,900 | (105) | ||||
Total | $ (50,580) | |||||||
Total futures contracts | $ 422,860 |
Foreign Currency Contracts Outstanding at July 31, 2023 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
1,370,000 | AUD | 924,635 | USD | UBS | 08/31/2023 | $ (3,332) | ||||
1,270,000 | CAD | 960,833 | USD | MSC | 08/31/2023 | 2,685 | ||||
55,000 | GBP | 70,502 | USD | SCB | 08/31/2023 | 93 | ||||
254,200,000 | JPY | 1,807,209 | USD | JPM | 08/31/2023 | (10,998) | ||||
19,430,000 | NOK | 1,933,853 | USD | BCLY | 08/31/2023 | (14,481) | ||||
6,690,000 | SEK | 645,222 | USD | MSC | 08/31/2023 | (8,637) | ||||
399,550 | USD | 592,000 | AUD | UBS | 08/31/2023 | 1,440 | ||||
1,926,615 | USD | 2,545,000 | CAD | UBS | 08/31/2023 | (4,215) | ||||
1,254,451 | USD | 1,085,000 | CHF | UBS | 08/31/2023 | 5,877 | ||||
1,811,610 | USD | 1,634,000 | EUR | DEUT | 08/31/2023 | 12,101 | ||||
6,275,650 | USD | 4,883,000 | GBP | BCLY | 08/31/2023 | 8,034 | ||||
631,956 | USD | 492,000 | GBP | SSG | 08/31/2023 | 446 | ||||
1,214,238 | USD | 170,799,000 | JPY | JPM | 08/31/2023 | 7,350 |
168 |
Hartford Real Asset Fund (Consolidated)
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Foreign Currency Contracts Outstanding at July 31, 2023 – (continued) | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
906,780 | USD | 15,410,000 | MXN | BOA | 08/31/2023 | $ (8,032) | ||||
35,551 | USD | 360,000 | NOK | UBS | 08/31/2023 | (11) | ||||
400,154 | USD | 4,149,000 | SEK | MSC | 08/31/2023 | 5,356 | ||||
Total foreign currency contracts | $ (6,324) |
† For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of July 31, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Foreign Government Obligations | $ 6,499,444 | $ — | $ 6,499,444 | $ — | ||||
U.S. Government Securities | 30,117,296 | — | 30,117,296 | — | ||||
Common Stocks | ||||||||
Automobiles & Components | 49,012 | — | 49,012 | — | ||||
Banks | 1,503,099 | 269,842 | 1,233,257 | — | ||||
Capital Goods | 2,314,160 | 1,469,530 | 844,630 | — | ||||
Commercial & Professional Services | 211,570 | — | 211,570 | — | ||||
Consumer Discretionary Distribution & Retail | 31,588 | — | 31,588 | — | ||||
Consumer Durables & Apparel | 161,131 | — | 161,131 | — | ||||
Consumer Services | 441,634 | 207,543 | 234,091 | — | ||||
Consumer Staples Distribution & Retail | 291,866 | 173,197 | 118,669 | — | ||||
Energy | 19,487,602 | 12,237,022 | 7,250,580 | — | ||||
Equity Real Estate Investment Trusts (REITs) | 7,193,219 | 6,019,237 | 1,173,982 | — | ||||
Financial Services | 580,546 | 405,458 | 157,718 | 17,370 | ||||
Food, Beverage & Tobacco | 443,330 | 358,276 | 85,054 | — | ||||
Health Care Equipment & Services | 44,468 | 44,468 | — | — | ||||
Insurance | 418,781 | 72,821 | 345,960 | — | ||||
Materials | 21,243,545 | 8,225,903 | 13,017,642 | — | ||||
Real Estate Management & Development | 1,497,835 | 315,438 | 1,182,397 | — | ||||
Software & Services | 245,054 | 245,054 | — | — | ||||
Telecommunication Services | 2,160,816 | 127,671 | 2,033,145 | — | ||||
Transportation | 827,916 | 424,373 | 403,543 | — | ||||
Utilities | 6,933,047 | 4,153,146 | 2,779,901 | — | ||||
Closed End Funds | 37,435 | 37,435 | — | — | ||||
Exchange-Traded Funds | 2,413,516 | 2,413,516 | — | — | ||||
Preferred Stocks | 92,371 | 92,371 | — | — | ||||
Short-Term Investments | 18,948,155 | 18,880,558 | 67,597 | — | ||||
Foreign Currency Contracts(2) | 43,382 | — | 43,382 | — | ||||
Futures Contracts(2) | 877,026 | 877,026 | — | — | ||||
Total | $ 125,108,844 | $ 57,049,885 | $ 68,041,589 | $ 17,370 | ||||
Liabilities | ||||||||
Foreign Currency Contracts(2) | $ (49,706) | $ — | $ (49,706) | $ — | ||||
Futures Contracts(2) | (454,166) | (454,166) | — | — | ||||
Total | $ (503,872) | $ (454,166) | $ (49,706) | $ — |
(1) | For the period ended July 31, 2023, 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, 2023 is not presented.
169 |
The Hartford Short Duration Fund
Schedule of
Investments
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
170 |
The Hartford Short Duration Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
171 |
The Hartford Short Duration Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
172 |
The Hartford Short Duration Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
173 |
The Hartford Short Duration Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
174 |
The Hartford Short Duration Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
175 |
The Hartford Short Duration Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
176 |
The Hartford Short Duration Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
177 |
The Hartford Short Duration Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
178 |
The Hartford Short Duration Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
179 |
The Hartford Short Duration Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
180 |
The Hartford Short Duration Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
181 |
The Hartford Short Duration Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
182 |
The Hartford Short Duration Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
183 |
The Hartford Short Duration Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Futures Contracts Outstanding at July 31, 2023 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
U.S. Treasury 2-Year Note Future | 1,569 | 09/29/2023 | $ 318,556,031 | $ (4,788,950) | ||||
Short position contracts: | ||||||||
U.S. Treasury 5-Year Note Future | 1,137 | 09/29/2023 | $ 121,454,696 | $ 2,528,970 | ||||
U.S. Treasury 10-Year Note Future | 274 | 09/20/2023 | 30,525,312 | 817,094 | ||||
Total | $ 3,346,064 | |||||||
Total futures contracts | $ (1,442,886) |
184 |
The Hartford Short Duration Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Foreign Currency Contracts Outstanding at July 31, 2023 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
2,839,609 | USD | 2,614,000 | EUR | HSBC | 08/04/2023 | $ (35,031) | ||||
21,737,646 | USD | 19,606,496 | EUR | DEUT | 08/31/2023 | 145,200 | ||||
2,889,410 | USD | 2,614,000 | EUR | DEUT | 09/06/2023 | 9,856 | ||||
Total foreign currency contracts | $ 120,025 |
† For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of July 31, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Asset & Commercial Mortgage-Backed Securities | $ 325,273,452 | $ — | $ 325,273,452 | $ — | ||||
Corporate Bonds | 967,652,729 | — | 967,652,729 | — | ||||
Senior Floating Rate Interests | 305,286,470 | — | 305,286,470 | — | ||||
U.S. Government Agencies | 44,212,322 | — | 44,212,322 | — | ||||
U.S. Government Securities | 116,381,000 | — | 116,381,000 | — | ||||
Short-Term Investments | 1,730,709 | 134,189 | 1,596,520 | — | ||||
Foreign Currency Contracts(2) | 155,056 | — | 155,056 | — | ||||
Futures Contracts(2) | 3,346,064 | 3,346,064 | — | — | ||||
Total | $ 1,764,037,802 | $ 3,480,253 | $ 1,760,557,549 | $ — | ||||
Liabilities | ||||||||
Foreign Currency Contracts(2) | $ (35,031) | $ — | $ (35,031) | $ — | ||||
Futures Contracts(2) | (4,788,950) | (4,788,950) | — | — | ||||
Total | $ (4,823,981) | $ (4,788,950) | $ (35,031) | $ — |
(1) | For the period ended July 31, 2023, 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. |
185 |
Hartford Small Cap Value Fund
Schedule of
Investments
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
186 |
Hartford Small Cap Value Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Fair Value Summary
The following is a summary of the fair
valuations according to the inputs used as of July 31, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Banks | $ 18,965,784 | $ 18,965,784 | $ — | $ — | ||||
Capital Goods | 10,052,543 | 10,052,543 | — | — | ||||
Commercial & Professional Services | 6,984,263 | 5,418,455 | 1,565,808 | — | ||||
Consumer Discretionary Distribution & Retail | 1,650,130 | 1,650,130 | — | — | ||||
Consumer Durables & Apparel | 9,948,522 | 9,948,522 | — | — | ||||
Consumer Services | 6,012,460 | 6,012,460 | — | — | ||||
Energy | 6,722,073 | 6,722,073 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 3,349,493 | 3,349,493 | — | — | ||||
Financial Services | 13,305,553 | 13,305,553 | — | — | ||||
Health Care Equipment & Services | 7,465,937 | 7,465,937 | — | — | ||||
Household & Personal Products | 5,374,770 | 5,374,770 | — | — | ||||
Insurance | 8,618,493 | 6,548,627 | 2,069,866 | — | ||||
Materials | 3,544,896 | 3,544,896 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 3,949,832 | 3,949,832 | — | — | ||||
Semiconductors & Semiconductor Equipment | 4,584,178 | 4,584,178 | — | — | ||||
Software & Services | 7,168,485 | 7,168,485 | — | — | ||||
Utilities | 4,125,195 | 4,125,195 | — | — | ||||
Exchange-Traded Funds | 1,474,439 | 1,474,439 | — | — | ||||
Short-Term Investments | 1,572,674 | 1,358,586 | 214,088 | — | ||||
Total | $ 124,869,720 | $ 121,019,958 | $ 3,849,762 | $ — |
(1) | For the period ended July 31, 2023, there were no transfers in and out of Level 3. |
187 |
The Hartford Small Company Fund
Schedule of
Investments
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
188 |
The Hartford Small Company Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
189 |
The Hartford Small Company Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of July 31, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 6,943,141 | $ 6,943,141 | $ — | $ — | ||||
Banks | 5,750,102 | 5,750,102 | — | — | ||||
Capital Goods | 104,237,417 | 104,237,417 | — | — | ||||
Commercial & Professional Services | 46,079,583 | 46,079,583 | — | — | ||||
Consumer Discretionary Distribution & Retail | 13,555,616 | 12,386,487 | — | 1,169,129 | ||||
Consumer Durables & Apparel | 24,308,331 | 24,308,331 | — | — | ||||
Consumer Services | 35,855,230 | 35,855,230 | — | — | ||||
Energy | 30,770,058 | 30,770,058 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 18,108,207 | 18,108,207 | — | — | ||||
Financial Services | 13,189,671 | 13,189,671 | — | — | ||||
Food, Beverage & Tobacco | 16,023,671 | 16,023,671 | — | — | ||||
Health Care Equipment & Services | 66,498,668 | 66,498,668 | — | — | ||||
Household & Personal Products | 12,539,113 | 12,539,113 | — | — | ||||
Insurance | 1,375,203 | 1,375,203 | — | — | ||||
Materials | 20,781,187 | 20,781,187 | — | — | ||||
Media & Entertainment | 26,687,091 | 26,687,091 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 74,366,545 | 74,366,545 | — | — | ||||
Semiconductors & Semiconductor Equipment | 15,955,840 | 15,955,840 | — | — | ||||
Software & Services | 78,268,941 | 78,268,941 | — | — | ||||
Technology Hardware & Equipment | 22,118,298 | 22,118,298 | — | — | ||||
Exchange-Traded Funds | 5,043,202 | 5,043,202 | — | — | ||||
Short-Term Investments | 7,205,233 | 5,362,910 | 1,842,323 | — | ||||
Total | $ 645,660,348 | $ 642,648,896 | $ 1,842,323 | $ 1,169,129 |
(1) | For the period ended July 31, 2023, 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, 2023 is not presented.
190 |
The Hartford Strategic Income Fund
Schedule of
Investments
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
191 |
The Hartford Strategic Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
192 |
The Hartford Strategic Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
193 |
The Hartford Strategic Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
194 |
The Hartford Strategic Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
195 |
The Hartford Strategic Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
196 |
The Hartford Strategic Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
197 |
The Hartford Strategic Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
198 |
The Hartford Strategic Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
199 |
The Hartford Strategic Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
200 |
The Hartford Strategic Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
201 |
The Hartford Strategic Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
202 |
The Hartford Strategic Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
203 |
The Hartford Strategic Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
204 |
The Hartford Strategic Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
205 |
The Hartford Strategic Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
206 |
The Hartford Strategic Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
207 |
The Hartford Strategic Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
208 |
The Hartford Strategic Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
209 |
The Hartford Strategic Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
210 |
The Hartford Strategic Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Futures Contracts Outstanding at July 31, 2023 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
Canadian 5-Years Bond Future | 1,201 | 09/20/2023 | $ 99,275,016 | $ (447,635) | ||||
Long Gilt Future | 207 | 09/27/2023 | 25,537,255 | (198,608) | ||||
U.S. Treasury 2-Year Note Future | 2,804 | 09/29/2023 | 569,299,625 | (1,842,948) | ||||
U.S. Treasury 5-Year Note Future | 3,768 | 09/29/2023 | 402,498,940 | (8,315,918) | ||||
U.S. Treasury 10-Year Note Future | 2,141 | 09/20/2023 | 238,520,781 | (5,146,734) | ||||
U.S. Treasury 10-Year Ultra Future | 1,099 | 09/20/2023 | 128,565,828 | (3,089,668) | ||||
Total | $ (19,041,511) | |||||||
Short position contracts: | ||||||||
Euro BUXL 30-Year Bond Future | 315 | 09/07/2023 | $ 46,610,790 | $ 554,369 | ||||
Euro-BOBL Future | 1,269 | 09/07/2023 | 161,697,376 | 583,533 | ||||
Euro-BUND Future | 140 | 09/07/2023 | 20,472,697 | 155,554 | ||||
Euro-Schatz Future | 32 | 09/07/2023 | 3,696,081 | 2,047 | ||||
U.S. Treasury Long Bond Future | 50 | 09/20/2023 | 6,221,875 | 138,939 | ||||
U.S. Treasury Ultra Bond Future | 222 | 09/20/2023 | 29,352,562 | (18,411) | ||||
Total | $ 1,416,031 | |||||||
Total futures contracts | $ (17,625,480) |
OTC Credit Default Swap Contracts Outstanding at July 31, 2023 | |||||||||||||||||||
Reference Entity | Counter- party | Notional Amount(1) | (Pay)/Receive Fixed Rate | Expiration Date | Periodic Payment Frequency | Upfront Premiums Paid | Upfront Premiums Received | Market Value† | Unrealized Appreciation/ (Depreciation) | ||||||||||
Credit default swaps on single-name issues: | |||||||||||||||||||
Buy protection: | |||||||||||||||||||
Mediobanca SPA | GSC | EUR | 8,140,000 | (1.00%) | 06/20/2028 | Quarterly | $ 147,191 | $ — | $ 48,263 | $ (98,928) | |||||||||
Total OTC credit default swap contracts | $ 147,191 | $ — | $ 48,263 | $ (98,928) |
(1) | 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. |
211 |
The Hartford Strategic Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Centrally Cleared Credit Default Swap Contracts Outstanding at July 31, 2023 | |||||||||||||||||||
Reference Entity | Notional Amount(1) | (Pay)/Receive Fixed Rate | Expiration Date | Periodic Payment Frequency | Upfront Premiums Paid | Upfront Premiums Received | Value† | Unrealized Appreciation/ (Depreciation) | |||||||||||
Credit default swaps on indices: | |||||||||||||||||||
Buy protection: | |||||||||||||||||||
CDX.EM.39.V1 | USD | 3,470,000 | (1.00%) | 06/20/2028 | Quarterly | $ 218,919 | $ — | $ 127,513 | $ (91,406) | ||||||||||
CDX.NA.HY.S40 | USD | 117,455,000 | (5.00%) | 06/20/2028 | Quarterly | — | (1,280,234) | (4,910,601) | (3,630,367) | ||||||||||
Total | $ 218,919 | $ (1,280,234) | $ (4,783,088) | $ (3,721,773) | |||||||||||||||
Sell protection: | |||||||||||||||||||
CDX.NA.HY.S40.V1 | USD | 14,125,000 | 5.00% | 06/20/2028 | Quarterly | $ 239,432 | $ — | $ 590,543 | $ 351,111 | ||||||||||
ITRAXX-XOVER S39.V1 | EUR | 35,030,000 | 5.00% | 06/20/2028 | Quarterly | 1,009,266 | — | 2,043,770 | 1,034,504 | ||||||||||
Total | $ 1,248,698 | $ — | $ 2,634,313 | $ 1,385,615 | |||||||||||||||
Credit default swaps on single-name issues: | |||||||||||||||||||
Sell protection: | |||||||||||||||||||
Republic of Turkey (B+) | USD | 976,000 | 1.00% | 06/20/2028 | Quarterly | $ — | $ (155,762) | $ (105,977) | $ 49,785 | ||||||||||
Total | $ — | $ (155,762) | $ (105,977) | $ 49,785 | |||||||||||||||
Total centrally cleared credit default swap contracts | $ 1,467,617 | $ (1,435,996) | $ (2,254,752) | $ (2,286,373) |
(1) | 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, 2023 | |||||||||||||||||
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) | |||||||||
2.97% Fixed | 12 Mo. USD SOFR | USD | 10,685,000 | 03/15/2053 | Annual | $ 34,037 | $ — | $ 794,542 | $ 760,505 | ||||||||
2.88% Fixed | 12 Mo. USD SOFR | USD | 8,095,000 | 03/15/2053 | Annual | 93,189 | — | 735,121 | 641,932 | ||||||||
3.25% Fixed | 12 Mo. USD SOFR | USD | 5,555,000 | 06/21/2053 | Annual | — | (60,273) | 123,069 | 183,342 | ||||||||
Total centrally cleared interest rate swaps contracts | $ 127,226 | $ (60,273) | $ 1,652,732 | $ 1,585,779 |
Foreign Currency Contracts Outstanding at July 31, 2023 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
109,960,000 | EGP | 3,306,073 | USD | BOA | 09/20/2023 | $ 170,556 | ||||
46,000 | EUR | 50,738 | USD | JPM | 09/20/2023 | (33) | ||||
1,359,000 | EUR | 1,498,412 | USD | SSG | 09/20/2023 | (406) | ||||
219,000 | EUR | 246,546 | USD | MSC | 09/20/2023 | (5,146) | ||||
330,530,000 | INR | 3,984,521 | USD | UBS | 09/20/2023 | 28,388 | ||||
28,900,000 | KZT | 62,177 | USD | GSC | 01/22/2024 | 236 | ||||
28,900,000 | KZT | 61,977 | USD | DEUT | 01/26/2024 | 380 | ||||
1,771,200,000 | KZT | 3,592,698 | USD | BOA | 03/20/2024 | 168,773 | ||||
5,907,326 | USD | 8,865,000 | AUD | MSC | 09/20/2023 | (57,972) | ||||
163,980 | USD | 796,000 | BRL | GSC | 09/05/2023 | (3,232) | ||||
1,001,000 | USD | 4,965,000 | BRL | BCLY | 09/20/2023 | (39,819) | ||||
16,661,299 | USD | 82,770,000 | BRL | GSC | 09/20/2023 | (689,872) | ||||
1,681,129 | USD | 2,240,000 | CAD | BOA | 08/01/2023 | (17,602) | ||||
1,482,441 | USD | 2,000,000 | CAD | MSC | 08/01/2023 | (34,283) | ||||
1,654,249 | USD | 2,250,000 | CAD | SSG | 08/01/2023 | (52,065) | ||||
1,716,933 | USD | 2,300,000 | CAD | SSG | 08/03/2023 | (27,348) | ||||
1,491,225 | USD | 2,000,000 | CAD | SSG | 08/04/2023 | (25,563) | ||||
749,840 | USD | 1,000,000 | CAD | BOA | 08/14/2023 | (8,662) | ||||
966,867 | USD | 1,300,000 | CAD | MSC | 08/16/2023 | (19,214) | ||||
3,682,933 | USD | 5,000,000 | CAD | BCLY | 08/25/2023 | (110,175) | ||||
1,099,925 | USD | 1,500,000 | CAD | BOA | 08/29/2023 | (38,073) | ||||
114,591 | USD | 150,000 | CAD | BNP | 09/01/2023 | 788 | ||||
375,894 | USD | 500,000 | CAD | DEUT | 09/01/2023 | (3,449) | ||||
728,229 | USD | 1,000,000 | CAD | BCLY | 09/06/2023 | (30,508) |
212 |
The Hartford Strategic Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Foreign Currency Contracts Outstanding at July 31, 2023 – (continued) | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
2,962,861 | USD | 4,000,000 | CAD | MSC | 09/06/2023 | $ (72,088) | ||||
1,903,839 | USD | 2,500,000 | CAD | BCLY | 09/08/2023 | 6,945 | ||||
745,744 | USD | 1,000,000 | CAD | MSC | 09/12/2023 | (13,054) | ||||
1,488,024 | USD | 2,000,000 | CAD | RBC | 09/12/2023 | (29,572) | ||||
2,617,699 | USD | 3,500,000 | CAD | SSG | 09/13/2023 | (38,131) | ||||
3,217,143 | USD | 4,345,000 | CAD | BCLY | 09/15/2023 | (79,968) | ||||
1,490,238 | USD | 2,000,000 | CAD | BOA | 09/18/2023 | (27,481) | ||||
1,480,887 | USD | 2,000,000 | CAD | CBK | 09/18/2023 | (36,832) | ||||
6,395,862 | USD | 8,545,000 | CAD | BCLY | 09/20/2023 | (88,768) | ||||
372,847 | USD | 500,000 | CAD | CBK | 09/25/2023 | (6,619) | ||||
1,865,436 | USD | 2,500,000 | CAD | CBK | 09/26/2023 | (31,917) | ||||
2,703,888 | USD | 3,650,000 | CAD | MSC | 09/27/2023 | (66,285) | ||||
1,853,066 | USD | 2,500,000 | CAD | MSC | 09/29/2023 | (44,364) | ||||
1,015,898 | USD | 1,355,000 | CAD | DEUT | 10/13/2023 | (12,694) | ||||
2,185,933 | USD | 3,000,000 | CAD | BOA | 10/18/2023 | (91,536) | ||||
1,305,831 | USD | 1,770,000 | CAD | MSC | 10/26/2023 | (38,013) | ||||
149,933 | USD | 200,000 | CAD | DEUT | 11/07/2023 | (1,939) | ||||
1,114,587 | USD | 1,500,000 | CAD | CBK | 11/28/2023 | (24,818) | ||||
739,103 | USD | 1,000,000 | CAD | DEUT | 12/15/2023 | (20,701) | ||||
1,101,483 | USD | 1,500,000 | CAD | CBK | 12/15/2023 | (38,223) | ||||
750,845 | USD | 1,000,000 | CAD | BOA | 01/16/2024 | (9,338) | ||||
1,116,980 | USD | 1,500,000 | CAD | DEUT | 02/07/2024 | (23,597) | ||||
2,218,763 | USD | 3,000,000 | CAD | DEUT | 04/17/2024 | (63,818) | ||||
437,936 | USD | 361,385,000 | CLP | MSC | 09/20/2023 | 9,541 | ||||
165,115,200 | USD | 148,977,748 | EUR | DEUT | 08/31/2023 | 1,047,438 | ||||
2,366,064 | USD | 2,143,075 | EUR | GSC | 08/31/2023 | 5,916 | ||||
335,000 | USD | 304,791 | EUR | JPM | 08/31/2023 | (663) | ||||
1,726,498 | USD | 1,552,000 | EUR | UBS | 09/20/2023 | 15,753 | ||||
290,448 | USD | 263,000 | EUR | SSG | 09/20/2023 | 547 | ||||
459,871 | USD | 417,000 | EUR | JPM | 09/20/2023 | 218 | ||||
58,929 | USD | 54,000 | EUR | GSC | 09/20/2023 | (594) | ||||
226,837 | USD | 207,000 | EUR | NWM | 09/20/2023 | (1,336) | ||||
2,010,784 | USD | 1,827,000 | EUR | TDB | 09/20/2023 | (3,091) | ||||
59,749,161 | USD | 55,442,051 | EUR | DEUT | 09/20/2023 | (1,363,795) | ||||
11,078,457 | USD | 8,620,000 | GBP | BCLY | 08/31/2023 | 14,183 | ||||
356,455 | USD | 277,000 | GBP | GSC | 08/31/2023 | 909 | ||||
12,231,064 | USD | 9,821,000 | GBP | MSC | 09/20/2023 | (375,451) | ||||
130,107 | USD | 1,941,000,000 | IDR | JPM | 09/20/2023 | 1,668 | ||||
3,652,549 | USD | 484,800,000 | JPY | BOA | 08/14/2023 | 236,825 | ||||
7,243,740 | USD | 989,150,000 | JPY | SCB | 08/21/2023 | 265,693 | ||||
11,457,335 | USD | 1,571,200,000 | JPY | SCB | 09/20/2023 | 323,366 | ||||
1,079,753 | USD | 150,200,000 | JPY | BMO | 09/20/2023 | 15,394 | ||||
327,789 | USD | 5,697,000 | MXN | UBS | 09/20/2023 | (9,244) | ||||
108,740 | USD | 400,000 | PEN | BOA | 09/20/2023 | (1,835) | ||||
128,932 | USD | 600,000 | RON | BNP | 09/20/2023 | (4,602) | ||||
140,211 | USD | 2,720,000 | ZAR | CBK | 09/20/2023 | (11,168) | ||||
Total foreign currency contracts | $ (1,481,440) |
Foreign Cross Currency Contracts Outstanding at July 31, 2023 | ||||||||||
Contract Amount | Counterparty | Delivery Date | Contract Amount | Unrealized Appreciation/ Depreciation | ||||||
EUR | 121,941 | GSC | 08/31/2023 | GBP | 121,938 | $ 3 | ||||
EUR | 13,524,206 | JPM | 08/31/2023 | GBP | 13,607,003 | (82,797) | ||||
Total foreign cross currency contracts | $ (82,794) |
† For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
213 |
The Hartford Strategic Income Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of July 31, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Asset & Commercial Mortgage-Backed Securities | $ 341,742,755 | $ — | $ 341,742,755 | $ — | ||||
Convertible Bonds | 69,883,734 | — | 69,883,734 | — | ||||
Corporate Bonds | 590,335,424 | — | 590,335,424 | — | ||||
Foreign Government Obligations | 230,593,200 | — | 230,593,200 | — | ||||
Municipal Bonds | 5,038,844 | — | 5,038,844 | — | ||||
Senior Floating Rate Interests | 195,446,217 | — | 194,638,569 | 807,648 | ||||
U.S. Government Agencies | 209,128,186 | — | 209,128,186 | — | ||||
U.S. Government Securities | 242,959,200 | — | 242,959,200 | — | ||||
Common Stocks | ||||||||
Energy | — | — | — | — | ||||
Health Care Equipment & Services | 196,985 | 196,985 | — | — | ||||
Media & Entertainment | 441,780 | — | 441,780 | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 715,188 | 715,188 | — | — | ||||
Convertible Preferred Stocks | 1,018,586 | 1,018,586 | — | — | ||||
Preferred Stocks | 1,405,466 | 1,405,466 | — | — | ||||
Short-Term Investments | 85,893,984 | 10,236,598 | 75,657,386 | — | ||||
Foreign Currency Contracts(2) | 2,313,520 | — | 2,313,520 | — | ||||
Futures Contracts(2) | 1,434,442 | 1,434,442 | — | — | ||||
Swaps - Credit Default(2) | 1,435,400 | — | 1,435,400 | — | ||||
Swaps - Interest Rate(2) | 1,585,779 | — | 1,585,779 | — | ||||
Total | $ 1,981,568,690 | $ 15,007,265 | $ 1,965,753,777 | $ 807,648 | ||||
Liabilities | ||||||||
Foreign Currency Contracts(2) | $ (3,877,754) | $ — | $ (3,877,754) | $ — | ||||
Futures Contracts(2) | (19,059,922) | (19,059,922) | — | — | ||||
Swaps - Credit Default(2) | (3,820,701) | — | (3,820,701) | — | ||||
Total | $ (26,758,377) | $ (19,059,922) | $ (7,698,455) | $ — |
(1) | For the period ended July 31, 2023, investments valued at $141,360 were transferred into Level 3 due to the unavailability of active market pricing. There were no transfers 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, 2023 is not presented.
214 |
Hartford Sustainable Municipal Bond Fund
Schedule of
Investments
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
215 |
Hartford Sustainable Municipal Bond Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
216 |
Hartford Sustainable Municipal Bond Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
217 |
Hartford Sustainable Municipal Bond Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
218 |
Hartford Sustainable Municipal Bond Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
219 |
Hartford Sustainable Municipal Bond Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Fair Value Summary
The following is a summary of the fair
valuations according to the inputs used as of July 31, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Municipal Bonds | $ 90,523,198 | $ — | $ 90,523,198 | $ — | ||||
U.S. Government Agencies | 484,513 | — | 484,513 | — | ||||
Short-Term Investments | 616,680 | — | 616,680 | — | ||||
Total | $ 91,624,391 | $ — | $ 91,624,391 | $ — |
(1) | For the period ended July 31, 2023, there were no transfers in and out of Level 3. |
220 |
The Hartford Total Return Bond Fund
Schedule of
Investments
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
221 |
The Hartford Total Return Bond Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
222 |
The Hartford Total Return Bond Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
223 |
The Hartford Total Return Bond Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
224 |
The Hartford Total Return Bond Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
225 |
The Hartford Total Return Bond Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
226 |
The Hartford Total Return Bond Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
227 |
The Hartford Total Return Bond Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
228 |
The Hartford Total Return Bond Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
229 |
The Hartford Total Return Bond Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
230 |
The Hartford Total Return Bond Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
231 |
The Hartford Total Return Bond Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
232 |
The Hartford Total Return Bond Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
233 |
The Hartford Total Return Bond Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
234 |
The Hartford Total Return Bond Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
235 |
The Hartford Total Return Bond Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
236 |
The Hartford Total Return Bond Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
237 |
The Hartford Total Return Bond Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
238 |
The Hartford Total Return Bond Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
OTC Swaptions Outstanding at July 31, 2023 | ||||||||||||||||||
Description | Counter- party | Exercise Price/ FX Rate/Rate | Pay/ Receive Floating Rate | Expiration Date | Notional Amount | Market Value† | Premiums Paid (Received) by Fund | Unrealized Appreciation/ (Depreciation) | ||||||||||
Purchased swaptions: | ||||||||||||||||||
Call | ||||||||||||||||||
1D USD SOFR Compound* | BCLY | 3.11% | Pay | 04/20/2026 | USD | 3,875,000 | $ 179,714 | $ 220,875 | $ (41,161) | |||||||||
Put | ||||||||||||||||||
1D USD SOFR Compound* | BCLY | 3.11% | Pay | 04/20/2026 | USD | 3,875,000 | $ 247,311 | $ 220,875 | $ 26,436 | |||||||||
Total purchased OTC swaption contracts | $ 427,025 | $ 441,750 | $ (14,725) |
* | Swaptions with forward premiums. |
239 |
The Hartford Total Return Bond Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Futures Contracts Outstanding at July 31, 2023 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
Canadian 5-Years Bond Future | 1,332 | 09/20/2023 | $ 110,103,515 | $ (496,329) | ||||
Long Gilt Future | 231 | 09/27/2023 | 28,498,096 | (222,570) | ||||
U.S. Treasury 2-Year Note Future | 2,326 | 09/29/2023 | 472,250,687 | (1,353,506) | ||||
U.S. Treasury 5-Year Note Future | 3,168 | 09/29/2023 | 338,406,752 | (6,222,294) | ||||
U.S. Treasury 10-Year Ultra Future | 114 | 09/20/2023 | 13,336,219 | (318,206) | ||||
U.S. Treasury Long Bond Future | 22 | 09/20/2023 | 2,737,625 | (96,980) | ||||
Total | $ (8,709,885) | |||||||
Short position contracts: | ||||||||
Euro BUXL 30-Year Bond Future | 366 | 09/07/2023 | $ 54,157,299 | $ 561,815 | ||||
Euro-BOBL Future | 411 | 09/07/2023 | 52,370,072 | 370,138 | ||||
Euro-BUND Future | 269 | 09/07/2023 | 39,336,825 | 298,902 | ||||
U.S. Treasury 10-Year Note Future | 1,429 | 09/20/2023 | 159,199,531 | (1,114,225) | ||||
U.S. Treasury Ultra Bond Future | 554 | 09/20/2023 | 73,249,188 | 262,443 | ||||
Total | $ 379,073 | |||||||
Total futures contracts | $ (8,330,812) |
TBA Sale Commitments Outstanding at July 31, 2023 | ||||||||
Description | Principal Amount | Maturity Date | Market Value† | Unrealized Appreciation/ (Depreciation) | ||||
Government National Mortgage Association, 3.00% | $ 9,450,000 | 08/21/2053 | $ (8,416,037) | $ 20,303 | ||||
Uniform Mortgage-Backed Security, 2.50%(1) | 49,289,000 | 08/14/2053 | (41,537,535) | (376,241) | ||||
Uniform Mortgage-Backed Security, 3.00%(1) | 43,185,000 | 08/14/2053 | (37,785,188) | (382,829) | ||||
Uniform Mortgage-Backed Security, 3.50% | 47,557,000 | 08/14/2053 | (43,102,246) | (525,754) | ||||
Uniform Mortgage-Backed Security, 4.00% | 23,331,000 | 08/14/2053 | (21,778,942) | (221,699) | ||||
Uniform Mortgage-Backed Security, 5.00% | 84,920,000 | 08/14/2053 | (82,956,225) | (491,224) | ||||
Total TBA sale commitments (proceeds receivable $233,598,729) | $ (235,576,173) | $ (1,977,444) | ||||||
At July 31, 2023, the aggregate market value of TBA Sale Commitments represents (7.8)% of total net assets. |
(1) | At July 31, 2023, the counterparty had deposited in a segregated account securities with a value of $94,000 in connection with TBA Sale Commitments. |
Centrally Cleared Credit Default Swap Contracts Outstanding at July 31, 2023 | |||||||||||||||||||
Reference Entity | Notional Amount(1) | (Pay)/Receive Fixed Rate | Expiration Date | Periodic Payment Frequency | Upfront Premiums Paid | Upfront Premiums Received | Value† | Unrealized Appreciation/ (Depreciation) | |||||||||||
Credit default swaps on indices: | |||||||||||||||||||
Buy protection: | |||||||||||||||||||
CDX.EM.38.V1 | USD | 49,340,000 | (1.00%) | 12/20/2027 | Quarterly | $ 2,833,219 | $ — | $ 1,508,129 | $ (1,325,090) | ||||||||||
Sell protection: | |||||||||||||||||||
CDX.NA.HY.S40.V1 | USD | 10,490,000 | 5.00% | 06/20/2028 | Quarterly | $ 177,817 | $ — | $ 438,570 | $ 260,753 | ||||||||||
Credit default swaps on single-name issues: | |||||||||||||||||||
Buy protection: | |||||||||||||||||||
Brazil Republic | USD | 9,715,000 | (1.00%) | 06/20/2027 | Quarterly | $ 423,490 | $ — | $ 54,316 | $ (369,174) | ||||||||||
Brazil Republic | USD | 16,230,000 | (1.00%) | 06/20/2028 | Quarterly | 807,122 | — | 422,369 | (384,753) | ||||||||||
Total | $ 1,230,612 | $ — | $ 476,685 | $ (753,927) | |||||||||||||||
Total centrally cleared credit default swap contracts | $ 4,241,648 | $ — | $ 2,423,384 | $ (1,818,264) |
(1) | 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. |
240 |
The Hartford Total Return Bond Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Centrally Cleared Interest Rate Swap Contracts Outstanding at July 31, 2023 | |||||||||||||||||
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) | |||||||||
3.16% Fixed | 12 Mo. USD SOFR | USD | 460,000 | 04/22/2036 | Annual | $ — | $ — | $ 8,099 | $ 8,099 | ||||||||
1.56% Fixed | 12 Mo. USD SOFR | USD | 12,720,000 | 12/15/2051 | Annual | — | (74,892) | 4,427,273 | 4,502,165 | ||||||||
2.97% Fixed | 12 Mo. USD SOFR | USD | 16,045,000 | 03/15/2053 | Annual | 9,598 | — | 1,315,542 | 1,305,944 | ||||||||
2.88% Fixed | 12 Mo. USD SOFR | USD | 7,545,000 | 03/15/2053 | Annual | 86,864 | — | 745,366 | 658,502 | ||||||||
3.25% Fixed | 12 Mo. USD SOFR | USD | 7,880,000 | 06/21/2053 | Annual | — | (85,494) | 190,849 | 276,343 | ||||||||
Total centrally cleared interest rate swaps contracts | $ 96,462 | $ (160,386) | $ 6,687,129 | $ 6,751,053 |
Foreign Currency Contracts Outstanding at July 31, 2023 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
13,067,152 | USD | 64,915,000 | BRL | GSC | 09/20/2023 | $ (541,054) | ||||
1,300,203 | USD | 1,172,731 | EUR | DEUT | 08/31/2023 | 8,685 | ||||
2,993,034 | USD | 2,745,000 | EUR | SCB | 09/20/2023 | (32,739) | ||||
50,524,108 | USD | 46,882,000 | EUR | DEUT | 09/20/2023 | (1,153,230) | ||||
Total foreign currency contracts | $ (1,718,338) |
† For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of July 31, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Asset & Commercial Mortgage-Backed Securities | $ 678,817,168 | $ — | $ 676,165,678 | $ 2,651,490 | ||||
Corporate Bonds | 848,704,042 | — | 848,704,042 | — | ||||
Foreign Government Obligations | 84,502,795 | — | 84,502,795 | — | ||||
Municipal Bonds | 43,963,391 | — | 43,963,391 | — | ||||
Senior Floating Rate Interests | 4,539 | — | 4,539 | — | ||||
U.S. Government Agencies | 1,408,298,126 | — | 1,408,298,126 | — | ||||
U.S. Government Securities | 436,845,185 | — | 436,845,185 | — | ||||
Common Stocks | ||||||||
Energy | — | — | — | — | ||||
Preferred Stocks | 363,006 | 363,006 | — | — | ||||
Short-Term Investments | 26,963,172 | 6,895,338 | 20,067,834 | — | ||||
Purchased Options | 427,025 | — | 427,025 | — | ||||
Foreign Currency Contracts(2) | 8,685 | — | 8,685 | — | ||||
Futures Contracts(2) | 1,493,298 | 1,493,298 | — | — | ||||
Swaps - Credit Default(2) | 260,753 | — | 260,753 | — | ||||
Swaps - Interest Rate(2) | 6,751,053 | — | 6,751,053 | — | ||||
Total | $ 3,537,402,238 | $ 8,751,642 | $ 3,525,999,106 | $ 2,651,490 | ||||
Liabilities | ||||||||
Foreign Currency Contracts(2) | $ (1,727,023) | $ — | $ (1,727,023) | $ — | ||||
Futures Contracts(2) | (9,824,110) | (9,824,110) | — | — | ||||
Swaps - Credit Default(2) | (2,079,017) | — | (2,079,017) | — | ||||
TBA Sale Commitments | (235,576,173) | — | (235,576,173) | — | ||||
Total | $ (249,206,323) | $ (9,824,110) | $ (239,382,213) | $ — |
(1) | For the period ended July 31, 2023, 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, 2023 is not presented.
241 |
The Hartford World Bond Fund
Schedule of
Investments
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
242 |
The Hartford World Bond Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
243 |
The Hartford World Bond Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
244 |
The Hartford World Bond Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
245 |
The Hartford World Bond Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
246 |
The Hartford World Bond Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
247 |
The Hartford World Bond Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
248 |
The Hartford World Bond Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
249 |
The Hartford World Bond Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
250 |
The Hartford World Bond Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
251 |
The Hartford World Bond Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
252 |
The Hartford World Bond Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
253 |
The Hartford World Bond Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
OTC Swaptions Outstanding at July 31, 2023 | ||||||||||||||||||
Description | Counter- party | Exercise Price/ FX Rate/Rate | Pay/ Receive Floating Rate | Expiration Date | Notional Amount | Market Value† | Premiums Paid (Received) by Fund | Unrealized Appreciation/ (Depreciation) | ||||||||||
Purchased swaptions: | ||||||||||||||||||
Put | ||||||||||||||||||
ITRAXX-XOVER S39.V1* | GSC | 90.00% | Pay | 08/16/2023 | EUR | 45,530,000 | $ 3,637 | $ 67,484 | $ (63,847) | |||||||||
ITRAXX-XOVER S39.V1* | GSC | 90.00% | Pay | 08/16/2023 | EUR | 45,530,000 | 3,637 | 68,433 | (64,796) | |||||||||
ITRAXX-XOVER S39.V1* | MSC | 90.00% | Pay | 08/16/2023 | EUR | 91,060,000 | 7,273 | 54,367 | (47,094) | |||||||||
$ 14,547 | $ 190,284 | $ (175,737) |
* | Swaptions with forward premiums. |
Futures Contracts Outstanding at July 31, 2023 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
3-Month SOFR Future | 142 | 09/17/2024 | $ 33,781,800 | $ (122,191) | ||||
3-Month SONIA Future | 136 | 09/17/2024 | 41,148,931 | 168,836 | ||||
Australian 10-Year Bond Future | 99 | 09/15/2023 | 7,704,469 | (48,813) | ||||
Euro-BOBL Future | 526 | 09/07/2023 | 67,023,498 | 105,945 | ||||
Euro-BUND Future | 598 | 09/07/2023 | 87,447,664 | (430,595) | ||||
Euro-Schatz Future | 1,326 | 09/07/2023 | 153,156,336 | 78,237 | ||||
U.S. Treasury 2-Year Note Future | 344 | 09/29/2023 | 69,842,750 | (176,003) | ||||
U.S. Treasury 10-Year Note Future | 648 | 09/20/2023 | 72,191,250 | (895,046) | ||||
U.S. Treasury 10-Year Ultra Future | 306 | 09/20/2023 | 35,797,219 | (244,835) | ||||
U.S. Treasury Ultra Bond Future | 787 | 09/20/2023 | 104,056,156 | (3,057,354) | ||||
Total | $ (4,621,819) | |||||||
Short position contracts: | ||||||||
3-Month SOFR Future | 142 | 03/17/2026 | $ 34,246,850 | $ 70,146 | ||||
Australian 3-Year Bond Future | 3,160 | 09/15/2023 | 225,008,976 | 172,867 | ||||
Canadian 5-Year Bond Future | 80 | 09/20/2023 | 6,612,824 | 137,092 | ||||
Canadian 10-Year Bond Future | 47 | 09/20/2023 | 4,280,666 | (9,046) | ||||
Euro BUXL 30-Year Bond Future | 35 | 09/07/2023 | 5,178,977 | 53,863 | ||||
Euro-BTP Future | 15 | 09/07/2023 | 1,913,131 | 3,811 | ||||
Euro-OAT Future | 22 | 09/07/2023 | 3,085,066 | (43,602) | ||||
Japanese 10-Year Bond Future | 54 | 09/12/2023 | 55,721,365 | 453,782 | ||||
Long Gilt Future | 376 | 09/27/2023 | 46,386,511 | (1,017,787) | ||||
U.S. Treasury 5-Year Note Future | 1,279 | 09/29/2023 | 136,623,180 | 357,019 | ||||
U.S. Treasury Long Bond Future | 48 | 09/20/2023 | 5,973,000 | 129,290 | ||||
Total | $ 307,435 | |||||||
Total futures contracts | $ (4,314,384) |
254 |
The Hartford World Bond Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
OTC Credit Default Swap Contracts Outstanding at July 31, 2023 | |||||||||||||||||||
Reference Entity | Counter- party | Notional Amount(1) | (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.15 | ICE | USD | 4,000,000 | 0.50% | 11/18/2064 | Monthly | $ — | $ (127,627) | $ (102,541) | $ 25,086 | |||||||||
CMBX.NA.BBB-.14 | ICE | USD | 875,000 | 3.00% | 12/16/2072 | Monthly | — | (144,618) | (207,849) | (63,231) | |||||||||
Total OTC credit default swap contracts | $ — | $ (272,245) | $ (310,390) | $ (38,145) |
(1) | 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, 2023 | |||||||||||||||||||
Counterparty | Payments made by Fund | Payments received by Fund | Notional Amount | Expiration Date | Periodic Payment Frequency | Upfront Premiums Paid | Upfront Premiums Received | Value† | Unrealized Appreciation/ (Depreciation) | ||||||||||
CBK | 3.82% Fixed | 12 Mo. EUR EURIBOR | EUR | 23,905,000 | 09/15/2024 | At Maturity | $ — | $ — | $ (689,037) | $ (689,037) | |||||||||
CBK | 3.69% Fixed | 12 Mo. EUR EURIBOR | EUR | 7,969,000 | 09/15/2024 | At Maturity | — | — | (207,062) | (207,062) | |||||||||
JPM | 2.46% Fixed | 12 Mo. EUR EURIBOR | EUR | 18,066,500 | 03/15/2033 | At Maturity | — | — | 420,014 | 420,014 | |||||||||
JPM | 2.45% Fixed | 12 Mo. EUR EURIBOR | EUR | 17,460,000 | 02/15/2033 | At Maturity | — | — | 281,864 | 281,864 | |||||||||
JPM | 2.45% Fixed | 12 Mo. EUR EURIBOR | EUR | 17,456,000 | 02/15/2033 | At Maturity | — | — | 281,799 | 281,799 | |||||||||
JPM | 2.43% Fixed | 12 Mo. EUR EURIBOR | EUR | 18,066,500 | 03/15/2033 | At Maturity | — | — | 475,834 | 475,834 | |||||||||
JPM | 12 Mo. EUR EURIBOR | 2.48% Fixed | EUR | 17,456,000 | 02/15/2028 | At Maturity | — | — | (130,778) | (130,778) | |||||||||
JPM | 12 Mo. EUR EURIBOR | 2.48% Fixed | EUR | 17,460,000 | 02/15/2028 | At Maturity | — | — | (130,807) | (130,807) | |||||||||
JPM | 12 Mo. EUR EURIBOR | 2.49% Fixed | EUR | 18,066,500 | 03/15/2028 | At Maturity | — | — | (268,946) | (268,946) | |||||||||
JPM | 12 Mo. EUR EURIBOR | 2.53% Fixed | EUR | 18,066,500 | 03/15/2028 | At Maturity | — | — | (231,812) | (231,812) | |||||||||
MSC | 2.40% Fixed | 12 Mo. EUR EURIBOR | EUR | 17,428,000 | 02/15/2033 | At Maturity | — | — | 376,547 | 376,547 | |||||||||
MSC | 2.38% Fixed | 12 Mo. EUR EURIBOR | EUR | 17,428,000 | 02/15/2033 | At Maturity | — | — | 403,409 | 403,409 | |||||||||
MSC | 2.35% Fixed | 12 Mo. EUR EURIBOR | EUR | 16,704,000 | 02/15/2033 | At Maturity | — | — | 444,885 | 444,885 | |||||||||
MSC | 2.32% Fixed | 12 Mo. EUR EURIBOR | EUR | 16,700,000 | 02/15/2033 | At Maturity | — | — | 481,504 | 481,504 | |||||||||
MSC | 12 Mo. EUR EURIBOR | 2.31% Fixed | EUR | 16,700,000 | 02/15/2028 | At Maturity | — | — | (272,613) | (272,613) | |||||||||
MSC | 12 Mo. EUR EURIBOR | 2.34% Fixed | EUR | 16,704,000 | 02/15/2028 | At Maturity | — | — | (250,785) | (250,785) | |||||||||
MSC | 12 Mo. EUR EURIBOR | 2.40% Fixed | EUR | 17,428,000 | 02/15/2028 | At Maturity | — | — | (199,411) | (199,411) | |||||||||
MSC | 12 Mo. EUR EURIBOR | 2.41% Fixed | EUR | 17,428,000 | 02/15/2028 | At Maturity | — | — | (197,578) | (197,578) | |||||||||
Total OTC interest rate swap contracts | $ — | $ — | $ 587,027 | $ 587,027 |
Centrally Cleared Credit Default Swap Contracts Outstanding at July 31, 2023 | |||||||||||||||||||
Reference Entity | Notional Amount(1) | (Pay)/Receive Fixed Rate | Expiration Date | Periodic Payment Frequency | Upfront Premiums Paid | Upfront Premiums Received | Value† | Unrealized Appreciation/ (Depreciation) | |||||||||||
Credit default swaps on indices: | |||||||||||||||||||
Buy protection: | |||||||||||||||||||
CDX.EM.39.V1 | USD | 10,840,500 | (5.00%) | 12/20/2027 | Quarterly | $ — | $ (22,522) | $ (479,978) | $ (457,456) | ||||||||||
CDX.EM.39.V1 | USD | 12,240,000 | (1.00%) | 06/20/2028 | Quarterly | 723,133 | — | 449,787 | (273,346) | ||||||||||
CDX.NA.HY.S40 | USD | 30,915,000 | (5.00%) | 06/20/2028 | Quarterly | — | (910,608) | (1,292,506) | (381,898) | ||||||||||
ITRAXX-FINSUBS.38.V1 | EUR | 32,380,000 | (1.00%) | 12/20/2027 | Quarterly | 1,707,955 | — | 393,318 | (1,314,637) | ||||||||||
Total | $ 2,431,088 | $ (933,130) | $ (929,379) | $ (2,427,337) | |||||||||||||||
Sell protection: | |||||||||||||||||||
ITRAXX-FINSUBS.38.V1 | EUR | 56,630,000 | 1.00% | 12/20/2027 | Quarterly | $ — | $ (667,196) | $ 803,070 | $ 1,470,266 | ||||||||||
Credit default swaps on single-name issues: | |||||||||||||||||||
Buy protection: | |||||||||||||||||||
Bouygues SA | EUR | 10,230,000 | (1.00%) | 06/20/2028 | Quarterly | $ — | $ (199,283) | $ (293,902) | $ (94,619) |
255 |
The Hartford World Bond Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Centrally Cleared Credit Default Swap Contracts Outstanding at July 31, 2023 – (continued) | |||||||||||||||||||
Reference Entity | Notional Amount(1) | (Pay)/Receive Fixed Rate | Expiration Date | Periodic Payment Frequency | Upfront Premiums Paid | Upfront Premiums Received | Value† | Unrealized Appreciation/ (Depreciation) | |||||||||||
Credit default swaps on single-name issues – (continued): | |||||||||||||||||||
Sell protection: | |||||||||||||||||||
Virgin Media Finance plc (B) | EUR | 12,350,000 | 5.00% | 12/20/2025 | Quarterly | $ 778,604 | $ — | $ 854,576 | $ 75,972 | ||||||||||
Total | $ 778,604 | $ (199,283) | $ 560,674 | $ (18,647) | |||||||||||||||
Total centrally cleared credit default swap contracts | $ 3,209,692 | $ (1,799,609) | $ 434,365 | $ (975,718) |
(1) | 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, 2023 | |||||||||||||||||
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) | |||||||||
3.06% Fixed | 1 Mo. CNRR | CNY | 26,150,000 | 06/21/2028 | Annual | $ — | $ (25,718) | $ (103,199) | $ (77,481) | ||||||||
2.65% Fixed | 1 Mo. CNRR | CNY | 27,120,000 | 09/20/2028 | Quarterly | — | (1,523) | (26,890) | (25,367) | ||||||||
1 Mo. MXN TIIE | 8.31% Fixed | MXN | 149,574,000 | 09/13/2028 | Monthly | — | — | — | — | ||||||||
1.91% Fixed | 12 Mo. CHF SARON | CHF | 3,330,000 | 09/20/2028 | Annual | — | (3,317) | (21,986) | (18,669) | ||||||||
12 Mo. EUR ESTR | 3.19% Fixed | EUR | 3,575,000 | 09/20/2028 | Annual | 1,591 | — | 47,859 | 46,268 | ||||||||
0.06% Fixed | 12 Mo. JPY TONAR | JPY | 12,491,275,000 | 09/20/2025 | Annual | 49,590 | — | 99,642 | 50,052 | ||||||||
12 Mo. JPY TONAR | 0.47% Fixed | JPY | 2,468,880,000 | 06/18/2028 | Annual | 3,282 | — | (11,290) | (14,572) | ||||||||
12 Mo. JPY TONAR | 0.63% Fixed | JPY | 767,267,000 | 12/20/2033 | Annual | — | (9,468) | (97,500) | (88,032) | ||||||||
12 Mo. SONIA | 5.75% Fixed | GBP | 76,482,000 | 12/20/2025 | Annual | — | — | 554,077 | 554,077 | ||||||||
12 Mo. SONIA | 5.48% Fixed | GBP | 76,612,000 | 12/20/2025 | Annual | — | — | 68,426 | 68,426 | ||||||||
12 Mo. SONIA | 5.40% Fixed | GBP | 77,312,000 | 12/20/2025 | Annual | — | — | (76,642) | (76,642) | ||||||||
3.66% Fixed | 12 Mo. SONIA | GBP | 17,817,000 | 06/18/2028 | Annual | — | (10,912) | 349,616 | 360,528 | ||||||||
4.34% Fixed | 12 Mo. SONIA | GBP | 22,427,000 | 12/20/2028 | Annual | 512,384 | — | 385,657 | (126,727) | ||||||||
4.03% Fixed | 12 Mo. SONIA | GBP | 5,576,000 | 12/20/2033 | Annual | 2,943 | — | 79,403 | 76,460 | ||||||||
12 Mo. USD SOFR | 5.44% Fixed | USD | 38,363,000 | 06/21/2024 | Annual | 91,416 | — | 16,585 | (74,831) | ||||||||
4.41% Fixed | 12 Mo. USD SOFR | USD | 9,400,000 | 06/21/2025 | Annual | 9,421 | — | 83,165 | 73,744 | ||||||||
3.19% Fixed | 12 Mo. USD SOFR | USD | 21,183,000 | 12/17/2028 | Annual | — | (3,795) | 87,607 | 91,402 | ||||||||
3.34% Fixed | 12 Mo. USD SOFR | USD | 26,842,000 | 12/20/2028 | Annual | 33,054 | — | 550,438 | 517,384 | ||||||||
12 Mo. USD SOFR | 3.69% Fixed | USD | 17,725,000 | 09/20/2030 | Annual | 49,195 | — | (70,986) | (120,181) | ||||||||
2.03% Fixed | 12 Mo. USD SOFR | USD | 29,671,000 | 06/16/2032 | Annual | 594,243 | — | 1,506,828 | 912,585 | ||||||||
3.13% Fixed | 12 Mo. USD SOFR | USD | 6,531,000 | 09/20/2033 | Annual | 5,887 | — | 289,176 | 283,289 | ||||||||
3.56% Fixed | 12 Mo. USD SOFR | USD | 25,850,000 | 09/20/2033 | Annual | — | (59,924) | 221,452 | 281,376 | ||||||||
12 Mo. USD SOFR | 3.53% Fixed | USD | 9,325,000 | 09/20/2038 | Annual | 47,446 | — | (104,683) | (152,129) | ||||||||
12 Mo. USD SOFR | 2.69% Fixed | USD | 106,197,000 | 06/17/2039 | Annual | — | (147,352) | (1,010,600) | (863,248) | ||||||||
12 Mo. USD SOFR | 3.73% Fixed | USD | 8,950,000 | 12/16/2039 | Annual | — | — | 26,029 | 26,029 | ||||||||
12 Mo. USD SOFR | 3.47% Fixed | USD | 5,665,000 | 12/16/2039 | Annual | — | — | (382) | (382) | ||||||||
12 Mo. USD SOFR | 3.16% Fixed | USD | 5,965,000 | 12/16/2039 | Annual | — | — | (21,273) | (21,273) | ||||||||
12 Mo. USD SOFR | 3.16% Fixed | USD | 5,965,000 | 12/16/2039 | Annual | — | — | (21,743) | (21,743) | ||||||||
12 Mo. USD SOFR | 3.07% Fixed | USD | 5,965,000 | 12/16/2039 | Annual | — | — | (27,386) | (27,386) | ||||||||
12 Mo. USD SOFR | 3.13% Fixed | USD | 11,935,000 | 12/16/2039 | Annual | — | — | (47,152) | (47,152) | ||||||||
2.31% Fixed | 12 Mo. USD SOFR | USD | 22,221,000 | 06/17/2047 | Annual | 164,207 | — | 985,382 | 821,175 | ||||||||
2.64% Fixed | 12 Mo. USD SOFR | USD | 2,520,000 | 12/16/2047 | Annual | — | — | 62,323 | 62,323 | ||||||||
2.60% Fixed | 12 Mo. USD SOFR | USD | 1,260,000 | 12/16/2047 | Annual | — | — | 33,628 | 33,628 | ||||||||
2.67% Fixed | 12 Mo. USD SOFR | USD | 1,260,000 | 12/16/2047 | Annual | — | — | 29,198 | 29,198 | ||||||||
2.69% Fixed | 12 Mo. USD SOFR | USD | 1,260,000 | 12/16/2047 | Annual | — | — | 27,693 | 27,693 | ||||||||
2.96% Fixed | 12 Mo. USD SOFR | USD | 1,260,000 | 12/16/2047 | Annual | — | — | 10,819 | 10,819 | ||||||||
3.19% Fixed | 12 Mo. USD SOFR | USD | 2,020,000 | 12/16/2047 | Annual | — | — | (6,791) | (6,791) | ||||||||
12 Mo. USD SOFR | 3.19% Fixed | USD | 945,000 | 06/21/2053 | Annual | — | (6,020) | (33,376) | (27,356) | ||||||||
3 Mo. AUD BBSW | 3.88% Fixed | AUD | 31,480,000 | 09/17/2028 | Annual | 9,701 | — | (41,677) | (51,378) | ||||||||
5.03% Fixed | 3 Mo. HKD HIBOR | HKD | 291,632,000 | 06/21/2024 | Annual | — | (74,512) | 24,694 | 99,206 | ||||||||
3.47% Fixed | 3 Mo. KRW KSDA | KRW | 51,516,158,000 | 09/20/2028 | Quarterly | — | — | 170,416 | 170,416 | ||||||||
3.50% Fixed | 3 Mo. KRW KSDA | KRW | 9,969,867,000 | 09/20/2028 | Quarterly | — | — | 22,183 | 22,183 | ||||||||
3 Mo. NZD NZDBBR | 3.59% Fixed | NZD | 66,015,000 | 06/15/2027 | Semi-Annual | — | (730,520) | (2,024,444) | (1,293,924) | ||||||||
3 Mo. NZD NZDBBR | 4.22% Fixed | NZD | 60,160,000 | 12/21/2027 | Quarterly | — | — | (979,022) | (979,022) | ||||||||
3 Mo. NZD NZDBBR | 4.52% Fixed | NZD | 3,205,000 | 03/15/2028 | Quarterly | — | — | (4,527) | (4,527) | ||||||||
3 Mo. NZD NZDBBR | 4.26% Fixed | NZD | 3,355,000 | 03/15/2028 | Semi-annual | — | — | (28,360) | (28,360) | ||||||||
3 Mo. NZD NZDBBR | 4.32% Fixed | NZD | 5,610,000 | 03/15/2028 | Quarterly | — | — | (39,476) | (39,476) |
256 |
The Hartford World Bond Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Centrally Cleared Interest Rate Swap Contracts Outstanding at July 31, 2023 – (continued) | |||||||||||||||||
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. NZD NZDBBR | 4.32% Fixed | NZD | 6,235,000 | 03/15/2028 | Semi-annual | $ — | $ — | $ (43,008) | $ (43,008) | ||||||||
3 Mo. NZD NZDBBR | 4.29% Fixed | NZD | 6,235,000 | 03/15/2028 | Semi-annual | — | — | (47,770) | (47,770) | ||||||||
3 Mo. NZD NZDBBR | 4.25% Fixed | NZD | 6,235,000 | 03/15/2028 | Quarterly | — | — | (54,696) | (54,696) | ||||||||
3 Mo. NZD NZDBBR | 4.25% Fixed | NZD | 6,235,000 | 03/15/2028 | Quarterly | — | — | (54,696) | (54,696) | ||||||||
3 Mo. NZD NZDBBR | 4.26% Fixed | NZD | 6,535,000 | 03/15/2028 | Quarterly | — | — | (55,786) | (55,786) | ||||||||
3 Mo. NZD NZDBBR | 4.22% Fixed | NZD | 6,235,000 | 03/15/2028 | Quarterly | — | — | (61,190) | (61,190) | ||||||||
3 Mo. NZD NZDBBR | 4.22% Fixed | NZD | 6,235,000 | 03/15/2028 | Quarterly | — | — | (61,190) | (61,190) | ||||||||
3 Mo. NZD NZDBBR | 4.07% Fixed | NZD | 6,235,000 | 03/15/2028 | Quarterly | — | — | (87,165) | (87,165) | ||||||||
4.34% Fixed | 3 Mo. NZD NZDBBR | NZD | 33,986,000 | 03/19/2028 | Semi-Annual | 29,115 | — | (13,266) | (42,381) | ||||||||
3 Mo. NZD NZDBBR | 4.78% Fixed | NZD | 94,455,000 | 06/21/2028 | Annual | — | (160,811) | (50,781) | 110,030 | ||||||||
4.16% Fixed | 3 Mo. NZD NZDBBR | NZD | 44,820,000 | 09/20/2028 | Annual | — | (3,268) | 685,627 | 688,895 | ||||||||
3 Mo. NZD NZDBBR | 4.61% Fixed | NZD | 10,570,000 | 09/20/2028 | Quarterly | — | — | (31,851) | (31,851) | ||||||||
3 Mo. NZD NZDBBR | 4.19% Fixed | NZD | 25,240,000 | 03/15/2033 | Quarterly | — | — | (101,204) | (101,204) | ||||||||
4.17% Fixed | 3 Mo. NZD NZDBBR | NZD | 11,177,000 | 09/20/2033 | Annual | 183 | — | 225,728 | 225,545 | ||||||||
4.53% Fixed | 3 Mo. NZD NZDBBR | NZD | 36,370,000 | 09/20/2033 | Semi-annual | 218,850 | — | 89,120 | (129,730) | ||||||||
3 Mo. SEK STIBOR | 2.57% Fixed | SEK | 799,913,000 | 03/15/2028 | Quarterly | — | — | (2,061,652) | (2,061,652) | ||||||||
3 Mo. SEK STIBOR | 2.50% Fixed | SEK | 220,169,000 | 06/18/2028 | Quarterly | — | (184,179) | (216,663) | (32,484) | ||||||||
3 Mo. SEK STIBOR | 3.06% Fixed | SEK | 42,910,000 | 06/21/2028 | Quarterly | 667 | — | (47,502) | (48,169) | ||||||||
3 Mo. SEK STIBOR | 3.16% Fixed | SEK | 196,735,000 | 06/21/2028 | Quarterly | 219,347 | — | (132,650) | (351,997) | ||||||||
3 Mo. SEK STIBOR | 3.03% Fixed | SEK | 623,284,000 | 06/21/2028 | Quarterly | 234,929 | — | (770,936) | (1,005,865) | ||||||||
3 Mo. SEK STIBOR | 3.34% Fixed | SEK | 233,499,000 | 09/20/2028 | Quarterly | — | (16,008) | 84,864 | 100,872 | ||||||||
3 Mo. SEK STIBOR | 3.00% Fixed | SEK | 148,474,000 | 12/20/2028 | Quarterly | — | (82,032) | (114,841) | (32,809) | ||||||||
3 Mo. SEK STIBOR | 3.22% Fixed | SEK | 172,200,000 | 09/20/2033 | Quarterly | — | (26,594) | 223,792 | 250,386 | ||||||||
3 Mo. SEK STIBOR | 2.78% Fixed | SEK | 67,513,000 | 09/20/2033 | Annual | — | (6,830) | (150,520) | (143,690) | ||||||||
6 Mo. AUD BBSW | 4.06% Fixed | AUD | 20,046,000 | 09/20/2028 | Annual | 9,031 | — | (109,193) | (118,224) | ||||||||
6 Mo. AUD BBSW | 3.28% Fixed | AUD | 42,400,000 | 06/16/2032 | Semi-Annual | — | (662,255) | (1,329,050) | (666,795) | ||||||||
6 Mo. AUD BBSW | 4.59% Fixed | AUD | 25,042,000 | 09/20/2033 | Annual | 37,047 | — | (40,967) | (78,014) | ||||||||
6 Mo. AUD BBSW | 4.31% Fixed | AUD | 10,077,000 | 09/20/2033 | Annual | 51,491 | — | (64,085) | (115,576) | ||||||||
6 Mo. CAD CDOR | 4.47% Fixed | CAD | 12,620,000 | 06/21/2025 | Semi-annual | — | (50,734) | (77,581) | (26,847) | ||||||||
2.94% Fixed | 6 Mo. CAD CDOR | CAD | 28,548,000 | 09/17/2028 | Semi-annual | — | (18,833) | 179,502 | 198,335 | ||||||||
3.44% Fixed | 6 Mo. CAD CDOR | CAD | 36,039,000 | 09/20/2028 | Semi-annual | 53,905 | — | 577,960 | 524,055 | ||||||||
3.38% Fixed | 6 Mo. CAD CDOR | CAD | 8,860,000 | 09/20/2033 | Semi-annual | 19,213 | — | 158,498 | 139,285 | ||||||||
6 Mo. CAD CDOR | 3.31% Fixed | CAD | 21,946,000 | 09/20/2033 | Semi-annual | — | (8,806) | (33,585) | (24,779) | ||||||||
3.31% Fixed | 6 Mo. CAD CDOR | CAD | 1,290,000 | 06/21/2053 | Semi-annual | 18,446 | — | 23,595 | 5,149 | ||||||||
2.69% Fixed | 6 Mo. EUR EURIBOR | EUR | 9,268,000 | 06/18/2027 | Annual | 36,432 | — | 35,675 | (757) | ||||||||
6 Mo. EUR EURIBOR | 2.94% Fixed | EUR | 37,509,000 | 03/15/2028 | Semi-Annual | — | (46,485) | (570,631) | (524,146) | ||||||||
6 Mo. EUR EURIBOR | 2.81% Fixed | EUR | 19,086,000 | 06/18/2028 | Annual | 6,789 | — | (20,315) | (27,104) | ||||||||
6 Mo. EUR EURIBOR | 3.38% Fixed | EUR | 12,992,000 | 09/20/2028 | Annual | 85,909 | — | 133,553 | 47,644 | ||||||||
6 Mo. EUR EURIBOR | 0.53% Fixed | EUR | 30,516,400 | 09/16/2031 | Annual | 266,268 | — | (3,231,157) | (3,497,425) | ||||||||
6 Mo. EUR EURIBOR | 2.72% Fixed | EUR | 56,687,000 | 03/15/2033 | Semi-Annual | 410,465 | — | (1,944,508) | (2,354,973) | ||||||||
6 Mo. EUR EURIBOR | 3.19% Fixed | EUR | 6,119,000 | 09/20/2033 | Annual | 52,504 | — | 75,061 | 22,557 | ||||||||
6 Mo. EUR EURIBOR | 2.84% Fixed | EUR | 14,007,000 | 12/20/2033 | Semi-annual | — | (8,685) | (60,672) | (51,987) | ||||||||
6 Mo. EUR EURIBOR | 2.69% Fixed | EUR | 6,859,000 | 08/15/2048 | Semi-annual | — | (12,097) | (149,205) | (137,108) | ||||||||
0.63% Fixed | 6 Mo. EUR EURIBOR | EUR | 10,659,350 | 09/17/2051 | Annual | — | (295,317) | 1,636,246 | 1,931,563 | ||||||||
0.63% Fixed | 6 Mo. EUR EURIBOR | EUR | 4,753,000 | 06/15/2072 | Annual | — | (89,248) | 2,491,654 | 2,580,902 | ||||||||
1.16% Fixed | 6 Mo. EUR EURIBOR | EUR | 887,500 | 06/15/2072 | Annual | — | (18,541) | 322,782 | 341,323 | ||||||||
6 Mo. NOK NIBOR | 3.50% Fixed | NOK | 144,966,000 | 09/20/2028 | Annual | — | (17,637) | (536,614) | (518,977) | ||||||||
BZDIOVRA | 10.35% Fixed | BRL | 65,797,913 | 01/02/2029 | At Maturity | — | — | — | — | ||||||||
Total centrally cleared interest rate swaps contracts | $ 3,324,951 | $ (2,781,421) | $ (4,448,362) | $ (4,991,892) |
Foreign Currency Contracts Outstanding at July 31, 2023 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
14,695,000 | AUD | 9,743,094 | USD | BCLY | 08/04/2023 | $ 128,897 | ||||
38,695,000 | AUD | 25,901,244 | USD | MSC | 08/04/2023 | 93,766 | ||||
40,480,000 | AUD | 27,117,138 | USD | GSC | 08/04/2023 | 77,022 | ||||
4,505,000 | AUD | 3,018,846 | USD | DEUT | 08/04/2023 | 7,580 | ||||
22,695,000 | AUD | 15,253,795 | USD | BNP | 08/04/2023 | (7,464) | ||||
1,580,000 | AUD | 1,069,778 | USD | JPM | 08/04/2023 | (8,345) | ||||
3,125,000 | AUD | 2,114,449 | USD | SSG | 08/04/2023 | (15,098) | ||||
3,125,000 | AUD | 2,136,891 | USD | SCB | 08/04/2023 | (37,539) | ||||
116,480,000 | AUD | 79,865,375 | USD | UBS | 08/04/2023 | (1,614,985) |
257 |
The Hartford World Bond Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Foreign Currency Contracts Outstanding at July 31, 2023 – (continued) | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
66,250,000 | BRL | 13,759,607 | USD | CBK | 08/02/2023 | $ 244,937 | ||||
8,640,000 | BRL | 1,796,187 | USD | GSC | 08/02/2023 | 30,217 | ||||
66,355,000 | BRL | 13,914,402 | USD | GSC | 09/05/2023 | 24,455 | ||||
9,470,000 | CAD | 7,105,603 | USD | CBK | 08/04/2023 | 76,389 | ||||
14,015,000 | CAD | 10,595,313 | USD | GSC | 08/04/2023 | 33,579 | ||||
9,370,000 | CAD | 7,101,331 | USD | UBS | 08/04/2023 | 4,822 | ||||
765,000 | CAD | 577,238 | USD | RBC | 08/04/2023 | 2,933 | ||||
9,380,000 | CAD | 7,115,413 | USD | BCLY | 08/04/2023 | (1,677) | ||||
1,405,000 | CAD | 1,068,107 | USD | MSC | 08/04/2023 | (2,564) | ||||
60,645,000 | CAD | 45,998,701 | USD | JPM | 08/04/2023 | (5,894) | ||||
5,590,000 | CAD | 4,248,983 | USD | SSG | 08/04/2023 | (9,559) | ||||
9,280,000 | CAD | 7,072,235 | USD | BNP | 08/04/2023 | (34,338) | ||||
43,530,000 | CAD | 32,969,255 | USD | RBC | 09/06/2023 | 58,570 | ||||
18,660,000 | CHF | 21,396,688 | USD | MSC | 08/04/2023 | 10,243 | ||||
9,440,000 | CHF | 10,890,585 | USD | BNP | 08/04/2023 | (60,925) | ||||
6,110,000 | CHF | 7,120,100 | USD | UBS | 08/04/2023 | (110,649) | ||||
12,295,000 | CHF | 14,244,255 | USD | GSC | 08/04/2023 | (139,313) | ||||
13,190,000 | CHF | 15,342,502 | USD | JPM | 08/04/2023 | (210,806) | ||||
155,000 | CHF | 178,553 | USD | BNP | 09/06/2023 | (77) | ||||
1,840,000 | CHF | 2,127,048 | USD | JPM | 09/06/2023 | (8,359) | ||||
700,341,000 | CLP | 852,619 | USD | JPM | 08/04/2023 | (18,195) | ||||
384,864,000 | CLP | 477,706 | USD | CBK | 08/04/2023 | (19,159) | ||||
506,400,000 | CLP | 628,132 | USD | MSC | 08/04/2023 | (24,780) | ||||
526,656,000 | CLP | 653,419 | USD | GSC | 08/04/2023 | (25,933) | ||||
607,680,000 | CLP | 754,413 | USD | DEUT | 08/04/2023 | (30,391) | ||||
4,548,359,000 | CLP | 5,612,197 | USD | BCLY | 08/04/2023 | (193,037) | ||||
25,601,000 | CNH | 3,555,980 | USD | GSC | 08/04/2023 | 27,213 | ||||
12,752,000 | CNH | 1,773,996 | USD | BNP | 08/04/2023 | 10,813 | ||||
12,743,000 | CNH | 1,778,648 | USD | RBC | 08/04/2023 | 4,901 | ||||
12,756,000 | CNH | 1,781,744 | USD | UBS | 08/04/2023 | 3,624 | ||||
65,247,000 | CNH | 9,129,407 | USD | CBK | 08/04/2023 | 2,763 | ||||
25,499,000 | CNH | 3,570,108 | USD | JPM | 08/04/2023 | (1,191) | ||||
25,298,000 | CNH | 3,541,302 | USD | BOA | 09/06/2023 | 11,179 | ||||
24,149,000 | CNH | 3,577,365 | USD | BOA | 01/24/2024 | (143,703) | ||||
24,149,000 | CNH | 3,419,909 | USD | CIB | 04/10/2024 | 34,972 | ||||
28,199,500,000 | COP | 6,792,585 | USD | BNP | 08/04/2023 | 391,034 | ||||
13,382,800,000 | COP | 3,245,991 | USD | GSC | 08/04/2023 | 163,180 | ||||
17,518,510,000 | COP | 4,413,001 | USD | MSC | 09/06/2023 | 5,008 | ||||
6,520,000 | EUR | 7,111,970 | USD | BOA | 08/03/2023 | 57,795 | ||||
9,795,000 | EUR | 10,714,920 | USD | BCLY | 08/03/2023 | 56,222 | ||||
6,505,000 | EUR | 7,109,093 | USD | JPM | 08/03/2023 | 44,177 | ||||
179,575,000 | EUR | 195,137,768 | USD | BNP | 08/04/2023 | 2,342,566 | ||||
12,922,000 | EUR | 14,156,895 | USD | CBK | 08/04/2023 | 53,551 | ||||
9,068,000 | EUR | 10,003,116 | USD | MSC | 08/04/2023 | (30,950) | ||||
12,792,000 | EUR | 14,162,534 | USD | DEUT | 08/04/2023 | (95,050) | ||||
9,281,000 | EUR | 10,313,779 | USD | BOA | 08/04/2023 | (107,376) | ||||
6,337,000 | EUR | 7,098,923 | USD | SSG | 08/04/2023 | (130,064) | ||||
20,836,000 | EUR | 23,094,618 | USD | GSC | 08/04/2023 | (181,070) | ||||
61,351,000 | EUR | 68,067,419 | USD | JPM | 08/04/2023 | (599,140) | ||||
16,315,000 | EUR | 17,932,779 | USD | UBS | 09/06/2023 | 39,640 | ||||
1,924,000 | EUR | 2,127,834 | USD | TDB | 09/06/2023 | (8,378) | ||||
119,177,000 | EUR | 131,733,405 | USD | DEUT | 09/06/2023 | (449,373) | ||||
10,300,000 | GBP | 13,001,484 | USD | TDB | 08/04/2023 | 217,298 | ||||
828,000 | GBP | 1,068,943 | USD | BCLY | 08/04/2023 | (6,307) | ||||
5,443,000 | GBP | 7,031,095 | USD | GSC | 08/04/2023 | (45,675) | ||||
8,991,000 | GBP | 11,628,953 | USD | JPM | 08/04/2023 | (90,111) | ||||
7,079,000 | GBP | 9,205,942 | USD | BNP | 08/04/2023 | (120,918) | ||||
7,053,000 | GBP | 9,232,908 | USD | SSG | 08/04/2023 | (181,250) | ||||
1,650,000 | GBP | 2,122,271 | USD | BCLY | 09/06/2023 | (4,365) | ||||
1,828,200,000 | HUF | 5,273,345 | USD | BOA | 08/04/2023 | (84,913) | ||||
844,900,000 | HUF | 2,525,796 | USD | GSC | 08/04/2023 | (127,970) | ||||
2,861,927,000 | HUF | 8,293,758 | USD | JPM | 08/04/2023 | (171,610) | ||||
1,942,100,000 | HUF | 5,714,664 | USD | CBK | 08/04/2023 | (202,985) | ||||
2,155,447,000 | HUF | 6,102,279 | USD | MSC | 09/06/2023 | (35,637) | ||||
123,000,000 | IDR | 8,181 | USD | GSC | 08/04/2023 | (25) |
258 |
The Hartford World Bond Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Foreign Currency Contracts Outstanding at July 31, 2023 – (continued) | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
6,501,500,000 | IDR | 433,769 | USD | BCLY | 08/04/2023 | $ (2,654) | ||||
26,758,000,000 | IDR | 1,783,272 | USD | JPM | 08/04/2023 | (8,950) | ||||
6,501,500,000 | IDR | 429,851 | USD | JPM | 09/06/2023 | 1,167 | ||||
14,460,000 | ILS | 3,911,279 | USD | GSC | 08/04/2023 | 22,211 | ||||
98,181,000 | INR | 1,196,199 | USD | BCLY | 08/04/2023 | (2,636) | ||||
130,073,000 | INR | 1,585,048 | USD | CBK | 08/04/2023 | (3,782) | ||||
145,710,000 | INR | 1,777,606 | USD | BOA | 08/04/2023 | (6,244) | ||||
227,625,000 | INR | 2,774,730 | USD | SCB | 08/04/2023 | (7,547) | ||||
808,101,000 | INR | 9,845,754 | USD | UBS | 08/04/2023 | (21,864) | ||||
2,606,760,000 | INR | 31,746,009 | USD | MSC | 08/04/2023 | (56,249) | ||||
1,975,830,000 | INR | 24,055,884 | USD | MSC | 09/06/2023 | (62,587) | ||||
25,214,810,000 | JPY | 175,070,787 | USD | BNP | 08/04/2023 | 2,276,560 | ||||
148,700,000 | JPY | 1,077,505 | USD | BCLY | 08/04/2023 | (31,629) | ||||
2,003,300,000 | JPY | 14,220,257 | USD | DEUT | 08/04/2023 | (130,127) | ||||
989,200,000 | JPY | 7,101,985 | USD | CIB | 08/04/2023 | (144,487) | ||||
987,100,000 | JPY | 7,102,678 | USD | SCB | 08/04/2023 | (159,950) | ||||
1,330,400,000 | JPY | 9,596,398 | USD | CBK | 08/04/2023 | (239,083) | ||||
3,498,300,000 | JPY | 24,912,752 | USD | MSC | 08/04/2023 | (307,602) | ||||
3,467,200,000 | JPY | 24,963,823 | USD | GSC | 08/04/2023 | (577,412) | ||||
4,892,800,000 | JPY | 35,195,472 | USD | JPM | 08/04/2023 | (782,161) | ||||
4,960,200,000 | JPY | 35,911,048 | USD | BOA | 08/04/2023 | (1,023,682) | ||||
14,720,610,000 | JPY | 104,109,105 | USD | BNP | 09/06/2023 | (2,496) | ||||
432,704,687,000 | KRW | 338,372,915 | USD | BOA | 08/04/2023 | 1,172,608 | ||||
9,231,590,000 | KRW | 7,124,790 | USD | JPM | 08/04/2023 | 119,285 | ||||
2,960,960,000 | KRW | 2,248,347 | USD | BNP | 08/04/2023 | 75,133 | ||||
4,557,760,000 | KRW | 3,557,956 | USD | CBK | 08/04/2023 | 18,540 | ||||
11,331,640,000 | KRW | 8,879,452 | USD | GSC | 08/04/2023 | 12,543 | ||||
36,113,870,000 | KRW | 28,491,621 | USD | MSC | 08/04/2023 | (152,888) | ||||
10,356,650,000 | KRW | 8,117,642 | USD | BOA | 09/06/2023 | 25,339 | ||||
72,320,000 | MXN | 4,183,926 | USD | BOA | 08/04/2023 | 132,059 | ||||
242,500,000 | MXN | 14,348,433 | USD | SSG | 08/04/2023 | 123,724 | ||||
64,210,000 | MXN | 3,742,764 | USD | MSC | 08/04/2023 | 89,224 | ||||
105,890,000 | MXN | 6,256,246 | USD | JPM | 08/04/2023 | 63,163 | ||||
106,520,000 | MXN | 6,301,441 | USD | GSC | 08/04/2023 | 55,566 | ||||
72,110,000 | MXN | 4,260,682 | USD | BNP | 08/04/2023 | 42,770 | ||||
21,464,000 | MXN | 1,245,901 | USD | DEUT | 08/04/2023 | 35,049 | ||||
27,694,000 | MXN | 1,647,501 | USD | BCLY | 09/06/2023 | (5,161) | ||||
64,620,000 | MXN | 3,840,713 | USD | SSG | 09/06/2023 | (8,546) | ||||
185,190,000 | NOK | 17,818,973 | USD | GSC | 08/04/2023 | 456,160 | ||||
47,002,000 | NOK | 4,373,591 | USD | DEUT | 08/04/2023 | 264,715 | ||||
21,500,000 | NOK | 2,134,790 | USD | MSC | 08/04/2023 | (13,102) | ||||
35,760,000 | NOK | 3,558,828 | USD | SSG | 08/04/2023 | (29,919) | ||||
107,450,000 | NOK | 10,662,737 | USD | BOA | 08/04/2023 | (59,232) | ||||
71,460,000 | NOK | 7,111,207 | USD | CBK | 08/04/2023 | (59,309) | ||||
389,140,000 | NOK | 38,585,091 | USD | JPM | 08/04/2023 | (183,527) | ||||
392,281,000 | NOK | 38,794,966 | USD | DEUT | 09/06/2023 | (38,627) | ||||
39,906,000 | NZD | 24,455,728 | USD | UBS | 08/04/2023 | 330,113 | ||||
21,463,000 | NZD | 13,303,793 | USD | MSC | 08/04/2023 | 26,997 | ||||
2,865,000 | NZD | 1,766,089 | USD | SCB | 08/04/2023 | 13,378 | ||||
3,420,000 | NZD | 2,113,333 | USD | BNP | 08/04/2023 | 10,849 | ||||
3,435,000 | NZD | 2,136,219 | USD | BCLY | 08/04/2023 | (2,721) | ||||
2,852,000 | NZD | 1,783,036 | USD | GSC | 08/04/2023 | (11,643) | ||||
1,690,000 | NZD | 1,064,616 | USD | JPM | 08/04/2023 | (14,948) | ||||
3,400,000 | NZD | 2,132,785 | USD | SSG | 08/04/2023 | (21,026) | ||||
19,818,000 | NZD | 12,381,642 | USD | BOA | 08/04/2023 | (72,572) | ||||
60,661,000 | NZD | 37,545,433 | USD | UBS | 09/06/2023 | 133,364 | ||||
4,005,000 | NZD | 2,462,032 | USD | SCB | 09/06/2023 | 25,622 | ||||
3,155,000 | NZD | 1,960,170 | USD | GSC | 09/06/2023 | (482) | ||||
13,496,000 | PEN | 3,704,131 | USD | CBK | 08/04/2023 | 39,618 | ||||
13,496,000 | PEN | 3,725,912 | USD | CBK | 09/06/2023 | 8,247 | ||||
39,330,000 | PHP | 720,858 | USD | BOA | 08/04/2023 | (4,805) | ||||
15,375,000 | PLN | 3,760,129 | USD | BNP | 08/04/2023 | 77,432 | ||||
5,760,000 | PLN | 1,401,869 | USD | BCLY | 08/04/2023 | 35,813 | ||||
7,830,000 | PLN | 1,959,165 | USD | MSC | 08/04/2023 | (4,817) | ||||
5,760,000 | PLN | 1,425,457 | USD | TDB | 09/06/2023 | 9,653 |
259 |
The Hartford World Bond Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Foreign Currency Contracts Outstanding at July 31, 2023 – (continued) | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
200,001,000 | SEK | 18,446,755 | USD | MSC | 08/04/2023 | $ 556,831 | ||||
57,390,000 | SEK | 5,392,174 | USD | DEUT | 08/04/2023 | 60,878 | ||||
469,660,000 | SEK | 45,459,032 | USD | JPM | 08/04/2023 | (833,136) | ||||
501,520,000 | SEK | 47,908,447 | USD | BCLY | 09/06/2023 | (173,999) | ||||
16,099,000 | SGD | 11,878,332 | USD | MSC | 08/04/2023 | 231,083 | ||||
9,645,000 | SGD | 7,295,598 | USD | BCLY | 08/04/2023 | (40,781) | ||||
8,649,000 | SGD | 6,494,340 | USD | MSC | 09/06/2023 | 21,984 | ||||
360,000 | THB | 10,497 | USD | GSC | 08/04/2023 | 24 | ||||
110,950,000 | THB | 3,258,204 | USD | BCLY | 08/04/2023 | (15,532) | ||||
54,980,000 | TWD | 1,777,160 | USD | MSC | 08/04/2023 | (26,838) | ||||
93,422,000 | TWD | 3,019,425 | USD | JPM | 08/04/2023 | (45,278) | ||||
232,703,000 | TWD | 7,513,628 | USD | BCLY | 08/04/2023 | (105,384) | ||||
202,796,000 | TWD | 6,521,065 | USD | BNP | 09/06/2023 | (37,506) | ||||
79,900,000 | ZAR | 4,210,426 | USD | GSC | 08/04/2023 | 255,520 | ||||
50,244,000 | ZAR | 2,652,296 | USD | DEUT | 08/04/2023 | 156,052 | ||||
42,920,000 | ZAR | 2,398,823 | USD | UBS | 08/04/2023 | 156 | ||||
24,402,759 | USD | 35,690,000 | AUD | JPM | 08/04/2023 | 426,486 | ||||
16,399,343 | USD | 24,285,000 | AUD | MSC | 08/04/2023 | 84,862 | ||||
14,147,700 | USD | 21,000,000 | AUD | BOA | 08/04/2023 | 40,057 | ||||
1,077,872 | USD | 1,590,000 | AUD | SSG | 08/04/2023 | 9,722 | ||||
172,693,765 | USD | 260,465,000 | AUD | BCLY | 08/04/2023 | (2,284,669) | ||||
3,578,940 | USD | 5,310,000 | AUD | UBS | 09/06/2023 | 7,381 | ||||
7,141,047 | USD | 10,620,000 | AUD | ANZ | 09/06/2023 | (2,071) | ||||
1,748,975 | USD | 8,535,000 | BRL | CBK | 08/02/2023 | (55,233) | ||||
277,450,848 | USD | 370,297,000 | CAD | TDB | 08/03/2023 | (3,376,245) | ||||
14,254,881 | USD | 18,770,000 | CAD | BOA | 08/04/2023 | 19,824 | ||||
14,251,665 | USD | 18,770,000 | CAD | CBK | 08/04/2023 | 16,608 | ||||
9,420,202 | USD | 12,415,000 | CAD | GSC | 08/04/2023 | 4,739 | ||||
9,235,096 | USD | 12,175,000 | CAD | SSG | 08/04/2023 | 1,648 | ||||
3,181,247 | USD | 4,195,000 | CAD | JPM | 08/04/2023 | (216) | ||||
7,087,441 | USD | 9,360,000 | CAD | UBS | 08/04/2023 | (11,128) | ||||
16,207,119 | USD | 21,431,000 | CAD | RBC | 08/04/2023 | (46,024) | ||||
7,121,398 | USD | 9,375,000 | CAD | TDB | 09/06/2023 | 8,238 | ||||
7,117,532 | USD | 9,370,000 | CAD | GSC | 09/06/2023 | 8,166 | ||||
7,120,760 | USD | 9,375,000 | CAD | BMO | 09/06/2023 | 7,600 | ||||
2,135,743 | USD | 2,810,000 | CAD | BOA | 09/06/2023 | 3,691 | ||||
15,697,698 | USD | 20,726,000 | CAD | RBC | 09/06/2023 | (27,887) | ||||
111,007,877 | USD | 148,392,000 | CAD | SSG | 09/28/2023 | (1,615,974) | ||||
74,016,408 | USD | 100,686,000 | CAD | MSC | 09/28/2023 | (2,400,414) | ||||
92,863,027 | USD | 126,264,000 | CAD | MSC | 10/26/2023 | (3,000,880) | ||||
7,148,007 | USD | 6,130,000 | CHF | BCLY | 08/04/2023 | 115,612 | ||||
7,086,087 | USD | 6,085,000 | CHF | BOA | 08/04/2023 | 105,316 | ||||
14,236,428 | USD | 12,370,000 | CHF | GSC | 08/04/2023 | 45,444 | ||||
14,277,636 | USD | 12,490,000 | CHF | CBK | 08/04/2023 | (51,012) | ||||
21,309,101 | USD | 18,670,000 | CHF | MSC | 08/04/2023 | (109,301) | ||||
9,495,854 | USD | 8,473,000 | CHF | BNP | 08/04/2023 | (224,453) | ||||
7,100,183 | USD | 6,155,000 | CHF | SSG | 09/06/2023 | 12,939 | ||||
21,244,366 | USD | 18,440,000 | CHF | MSC | 09/06/2023 | 11,418 | ||||
5,388,846 | USD | 4,678,000 | CHF | BNP | 09/06/2023 | 2,310 | ||||
10,606,845 | USD | 9,220,000 | CHF | GSC | 09/06/2023 | (9,629) | ||||
11,400,980 | USD | 9,165,590,000 | CLP | MSC | 08/04/2023 | 480,602 | ||||
2,876,426 | USD | 2,382,400,000 | CLP | UBS | 08/04/2023 | 37,906 | ||||
5,160,526 | USD | 4,273,690,000 | CLP | MSC | 09/06/2023 | 87,927 | ||||
1,798,731 | USD | 12,884,000 | CNH | UBS | 08/04/2023 | (4,553) | ||||
3,552,257 | USD | 25,461,000 | CNH | SSG | 08/04/2023 | (11,342) | ||||
1,772,096 | USD | 12,752,000 | CNH | GSC | 08/04/2023 | (12,713) | ||||
4,978,083 | USD | 35,660,000 | CNH | JPM | 08/04/2023 | (12,999) | ||||
1,768,779 | USD | 12,787,000 | CNH | SCB | 08/04/2023 | (20,928) | ||||
16,828,651 | USD | 122,002,000 | CNH | BNP | 08/04/2023 | (247,121) | ||||
12,912,916 | USD | 92,246,000 | CNH | BOA | 09/06/2023 | (40,763) | ||||
3,639,638 | USD | 24,149,000 | CNH | BOA | 01/24/2024 | 205,977 | ||||
3,589,702 | USD | 24,149,000 | CNH | BOA | 04/10/2024 | 134,821 | ||||
458,904 | USD | 1,909,500,000 | COP | CBK | 08/04/2023 | (27,527) | ||||
1,170,205 | USD | 4,869,225,000 | COP | BNP | 08/04/2023 | (70,194) | ||||
4,134,082 | USD | 17,285,065,000 | COP | DEUT | 08/04/2023 | (269,164) |
260 |
The Hartford World Bond Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Foreign Currency Contracts Outstanding at July 31, 2023 – (continued) | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
2,885,863 | USD | 62,600,000 | CZK | GSC | 08/04/2023 | $ 5,149 | ||||
6,234,107 | USD | 136,550,000 | CZK | MSC | 08/04/2023 | (49,624) | ||||
9,046,208 | USD | 199,150,000 | CZK | MSC | 09/06/2023 | (104,978) | ||||
204,440,401 | USD | 1,399,968,000 | DKK | DEUT | 08/04/2023 | (2,171,378) | ||||
207,781,691 | USD | 1,399,968,000 | DKK | DEUT | 09/06/2023 | 734,587 | ||||
7,124,686 | USD | 6,505,000 | EUR | JPM | 08/03/2023 | (28,584) | ||||
56,764,662 | USD | 50,665,000 | EUR | JPM | 08/04/2023 | 1,047,880 | ||||
25,342,983 | USD | 22,854,000 | EUR | BOA | 08/04/2023 | 210,222 | ||||
1,949,654 | USD | 1,738,000 | EUR | CBK | 08/04/2023 | 38,359 | ||||
14,257,399 | USD | 12,940,000 | EUR | GSC | 08/04/2023 | 27,158 | ||||
3,631,408 | USD | 3,330,000 | EUR | BCLY | 08/04/2023 | (30,624) | ||||
46,916,810 | USD | 43,004,000 | EUR | BNP | 08/04/2023 | (375,097) | ||||
87,820,958 | USD | 80,243,000 | EUR | MSC | 08/04/2023 | (423,030) | ||||
46,055,307 | USD | 41,540,064 | EUR | DEUT | 08/31/2023 | 307,634 | ||||
687,204 | USD | 619,000 | EUR | SGG | 08/31/2023 | 5,505 | ||||
24,084,674 | USD | 21,789,000 | EUR | DEUT | 09/06/2023 | 82,158 | ||||
14,231,861 | USD | 12,884,000 | EUR | BOA | 09/06/2023 | 38,993 | ||||
7,119,183 | USD | 6,442,000 | EUR | JPM | 09/06/2023 | 22,749 | ||||
7,109,530 | USD | 6,442,000 | EUR | CBK | 09/06/2023 | 13,096 | ||||
10,666,288 | USD | 8,193,000 | GBP | JPM | 08/04/2023 | 151,581 | ||||
9,192,573 | USD | 7,046,000 | GBP | GSC | 08/04/2023 | 149,900 | ||||
20,312,610 | USD | 15,732,000 | GBP | MSC | 08/04/2023 | 122,525 | ||||
6,228,187 | USD | 4,758,000 | GBP | SSG | 08/04/2023 | 121,881 | ||||
4,263,372 | USD | 3,306,000 | GBP | BNP | 08/04/2023 | 20,528 | ||||
4,798,512 | USD | 3,744,000 | GBP | BOA | 08/04/2023 | (6,451) | ||||
14,231,393 | USD | 11,160,000 | GBP | CBK | 08/04/2023 | (91,093) | ||||
8,179,574 | USD | 6,480,000 | GBP | TDB | 08/04/2023 | (136,708) | ||||
14,608,912 | USD | 11,367,000 | GBP | BCLY | 08/31/2023 | 18,703 | ||||
29,854,584 | USD | 23,206,000 | GBP | UBS | 09/06/2023 | 67,840 | ||||
14,177,133 | USD | 11,023,000 | GBP | MSC | 09/06/2023 | 28,237 | ||||
5,504,776 | USD | 42,760,000 | HKD | SCB | 04/12/2024 | 4,638 | ||||
5,479,188 | USD | 42,610,000 | HKD | SCB | 05/09/2024 | (3,726) | ||||
38,424,957 | USD | 13,259,300,000 | HUF | JPM | 08/04/2023 | 795,067 | ||||
7,052,074 | USD | 2,425,760,000 | HUF | BCLY | 08/04/2023 | 167,768 | ||||
5,270,942 | USD | 1,816,900,000 | HUF | GSC | 08/04/2023 | 114,580 | ||||
662,546 | USD | 222,820,000 | HUF | BOA | 08/04/2023 | 30,183 | ||||
35,114,376 | USD | 12,403,100,000 | HUF | MSC | 09/06/2023 | 205,068 | ||||
1,359,275 | USD | 473,585,000 | HUF | UBS | 09/06/2023 | 26,340 | ||||
2,266,994 | USD | 803,400,000 | HUF | BCLY | 09/06/2023 | 5,774 | ||||
1,793,454 | USD | 26,881,000,000 | IDR | BCLY | 08/04/2023 | 10,975 | ||||
10,681,817 | USD | 38,745,000 | ILS | GSC | 08/04/2023 | 142,185 | ||||
14,970,239 | USD | 55,463,000 | ILS | BNP | 08/04/2023 | (117,118) | ||||
21,525,007 | USD | 79,748,000 | ILS | BNP | 09/06/2023 | (196,703) | ||||
32,769,089 | USD | 2,694,452,000 | INR | MSC | 08/04/2023 | 13,279 | ||||
761,117 | USD | 62,952,000 | INR | DEUT | 08/04/2023 | (4,175) | ||||
2,179,110 | USD | 180,463,000 | INR | BCLY | 08/04/2023 | (14,736) | ||||
3,077,194 | USD | 254,607,000 | INR | SCB | 08/04/2023 | (18,003) | ||||
9,948,423 | USD | 823,976,000 | INR | JPM | 08/04/2023 | (68,456) | ||||
46,502,445 | USD | 6,484,000,000 | JPY | GSC | 08/04/2023 | 897,492 | ||||
15,986,742 | USD | 2,219,200,000 | JPY | JPM | 08/04/2023 | 378,088 | ||||
10,755,624 | USD | 1,493,500,000 | JPY | BOA | 08/04/2023 | 251,152 | ||||
30,744,812 | USD | 4,338,100,000 | JPY | BCLY | 08/04/2023 | 232,962 | ||||
59,055,224 | USD | 8,367,500,000 | JPY | MSC | 08/04/2023 | 202,753 | ||||
8,043,708 | USD | 1,158,475,000 | JPY | BNP | 08/04/2023 | (104,379) | ||||
37,830,108 | USD | 5,407,800,000 | JPY | SSG | 08/04/2023 | (205,435) | ||||
73,280,923 | USD | 9,941,400,000 | JPY | BOA | 08/07/2023 | 3,326,215 | ||||
18,352,780 | USD | 2,435,950,000 | JPY | BOA | 08/14/2023 | 1,189,962 | ||||
108,833,302 | USD | 14,860,850,000 | JPY | UBS | 08/21/2023 | 3,996,106 | ||||
90,429,088 | USD | 12,461,500,000 | JPY | JPM | 08/28/2023 | 2,406,469 | ||||
17,852,647 | USD | 2,500,600,000 | JPY | UBS | 09/06/2023 | 167,986 | ||||
17,793,525 | USD | 2,497,300,000 | JPY | JPM | 09/06/2023 | 132,203 | ||||
7,138,702 | USD | 1,000,200,000 | JPY | ANZ | 09/06/2023 | 65,121 | ||||
3,516,266 | USD | 496,900,000 | JPY | BOA | 09/06/2023 | 2,106 | ||||
6,332,393 | USD | 895,375,000 | JPY | BNP | 09/06/2023 | 152 | ||||
70,761,774 | USD | 10,008,800,000 | JPY | DEUT | 09/06/2023 | (22,129) |
261 |
The Hartford World Bond Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Foreign Currency Contracts Outstanding at July 31, 2023 – (continued) | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
51,109,093 | USD | 7,208,200,000 | JPY | RBC | 09/25/2023 | $ (6,694) | ||||
24,930,152 | USD | 31,631,960,000 | KRW | BCLY | 08/04/2023 | 108,396 | ||||
7,131,827 | USD | 9,019,620,000 | KRW | MSC | 08/04/2023 | 54,086 | ||||
4,993,593 | USD | 6,360,290,000 | KRW | CBK | 08/04/2023 | 2,642 | ||||
1,759,966 | USD | 2,253,460,000 | KRW | GSC | 08/04/2023 | (8,336) | ||||
5,294,205 | USD | 6,761,590,000 | KRW | JPM | 08/04/2023 | (11,649) | ||||
10,039,779 | USD | 12,912,730,000 | KRW | BOA | 08/04/2023 | (92,904) | ||||
325,223,853 | USD | 427,960,857,000 | KRW | BNP | 08/04/2023 | (10,599,162) | ||||
330,030,096 | USD | 421,058,997,000 | KRW | BOA | 09/06/2023 | (1,030,168) | ||||
2,149,555 | USD | 36,340,000 | MXN | JPM | 08/04/2023 | (19,179) | ||||
4,251,135 | USD | 73,060,000 | MXN | SSG | 08/04/2023 | (109,013) | ||||
34,482,048 | USD | 590,840,000 | MXN | GSC | 08/04/2023 | (778,689) | ||||
69,202,621 | USD | 1,192,202,000 | MXN | DEUT | 08/04/2023 | (1,946,796) | ||||
54,075,423 | USD | 909,819,000 | MXN | SSG | 09/06/2023 | 120,321 | ||||
23,196,309 | USD | 389,923,000 | MXN | BCLY | 09/06/2023 | 72,660 | ||||
47,983,577 | USD | 483,971,000 | NOK | BCLY | 08/04/2023 | 223,791 | ||||
7,623,763 | USD | 77,930,000 | NOK | GSC | 08/04/2023 | (66,616) | ||||
1,967,628 | USD | 21,000,000 | NOK | JPM | 08/04/2023 | (104,718) | ||||
34,214,204 | USD | 348,700,000 | NOK | CBK | 08/04/2023 | (196,613) | ||||
223,058,339 | USD | 2,397,158,000 | NOK | DEUT | 08/04/2023 | (13,500,783) | ||||
283,192,046 | USD | 2,863,538,000 | NOK | DEUT | 09/06/2023 | 281,969 | ||||
2,137,490 | USD | 21,590,000 | NOK | JPM | 09/06/2023 | 4,454 | ||||
5,590,545 | USD | 8,765,000 | NZD | ANZ | 08/04/2023 | 146,554 | ||||
10,466,494 | USD | 16,825,000 | NZD | JPM | 08/04/2023 | 16,393 | ||||
8,474,725 | USD | 13,647,000 | NZD | MSC | 08/04/2023 | (1,503) | ||||
228,143 | USD | 371,000 | NZD | BNP | 08/04/2023 | (2,287) | ||||
69,186,180 | USD | 111,856,000 | NZD | SSG | 08/04/2023 | (288,208) | ||||
158,789,083 | USD | 262,055,000 | NZD | UBS | 08/04/2023 | (3,974,744) | ||||
7,137,495 | USD | 11,480,000 | NZD | TDB | 09/06/2023 | 6,841 | ||||
2,139,388 | USD | 3,440,000 | NZD | BCLY | 09/06/2023 | 2,676 | ||||
3,566,405 | USD | 5,740,000 | NZD | BOA | 09/06/2023 | 1,079 | ||||
234,074,317 | USD | 377,666,000 | NZD | UBS | 09/06/2023 | (508,040) | ||||
712,100 | USD | 39,330,000 | PHP | BOA | 08/04/2023 | (3,952) | ||||
720,924 | USD | 39,330,000 | PHP | BOA | 09/06/2023 | 5,056 | ||||
5,864,943 | USD | 23,290,000 | PLN | CBK | 08/04/2023 | 51,817 | ||||
892,961 | USD | 3,669,000 | PLN | BCLY | 08/04/2023 | (22,812) | ||||
2,456,714 | USD | 10,055,000 | PLN | JPM | 08/04/2023 | (52,989) | ||||
5,959,207 | USD | 24,710,000 | PLN | DEUT | 08/04/2023 | (208,347) | ||||
9,532,495 | USD | 38,519,000 | PLN | TDB | 09/06/2023 | (64,553) | ||||
14,898,417 | USD | 153,360,000 | SEK | JPM | 08/04/2023 | 326,541 | ||||
18,078,520 | USD | 188,100,000 | SEK | GSC | 08/04/2023 | 205,737 | ||||
1,939,329 | USD | 21,220,000 | SEK | CBK | 08/04/2023 | (76,942) | ||||
97,667,883 | USD | 1,058,922,000 | SEK | MSC | 08/04/2023 | (2,948,189) | ||||
114,256,470 | USD | 1,196,071,000 | SEK | BCLY | 09/06/2023 | 414,968 | ||||
4,519,248 | USD | 5,996,000 | SGD | JPM | 08/04/2023 | 9,150 | ||||
1,313,610 | USD | 1,743,000 | SGD | MSC | 08/04/2023 | 2,553 | ||||
735,570 | USD | 976,000 | SGD | CBK | 08/04/2023 | 1,438 | ||||
6,216,848 | USD | 8,380,000 | SGD | BCLY | 08/04/2023 | (86,457) | ||||
1,204,455 | USD | 42,769,000 | THB | UBS | 08/04/2023 | (45,530) | ||||
11,263,062 | USD | 400,430,000 | THB | BCLY | 08/04/2023 | (440,077) | ||||
9,745,390 | USD | 331,889,000 | THB | BCLY | 09/06/2023 | 13,788 | ||||
2,701,121 | USD | 70,740,000 | TRY | GSC | 08/04/2023 | 80,753 | ||||
1,714,947 | USD | 47,148,000 | TRY | GSC | 09/06/2023 | 2,000 | ||||
6,499,538 | USD | 202,796,000 | TWD | BNP | 08/04/2023 | 43,402 | ||||
3,547,054 | USD | 110,285,000 | TWD | DEUT | 08/04/2023 | 36,063 | ||||
1,610,083 | USD | 50,109,000 | TWD | BCLY | 08/04/2023 | 14,832 | ||||
573,574 | USD | 17,915,000 | TWD | GSC | 08/04/2023 | 3,239 | ||||
2,304,761 | USD | 71,980,000 | TWD | DEUT | 09/06/2023 | 3,500 | ||||
8,378,417 | USD | 150,590,000 | ZAR | BOA | 08/04/2023 | (38,691) | ||||
13,823,895 | USD | 256,610,000 | ZAR | GSC | 08/04/2023 | (519,115) |
262 |
The Hartford World Bond Fund
Schedule of
Investments – (continued)
July 31, 2023 (Unaudited)
July 31, 2023 (Unaudited)
Foreign Currency Contracts Outstanding at July 31, 2023 – (continued) | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
42,879,042 | USD | 812,283,000 | ZAR | DEUT | 08/04/2023 | $ (2,522,862) | ||||
58,528,481 | USD | 1,046,419,000 | ZAR | UBS | 09/06/2023 | 224,777 | ||||
Total foreign currency contracts | $ (35,732,699) |
† For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of July 31, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Asset & Commercial Mortgage-Backed Securities | $ 335,045,944 | $ — | $ 335,045,944 | $ — | ||||
Convertible Bonds | 6,867,560 | — | 6,867,560 | — | ||||
Corporate Bonds | 484,690,966 | — | 484,690,966 | — | ||||
Foreign Government Obligations | 1,966,093,783 | — | 1,966,093,783 | — | ||||
Senior Floating Rate Interests | 132,043,305 | — | 132,043,305 | — | ||||
U.S. Government Agencies | 82,414,551 | — | 82,414,551 | — | ||||
U.S. Government Securities | 194,935,430 | — | 194,935,430 | — | ||||
Short-Term Investments | 325,203,665 | 3,673,743 | 321,529,922 | — | ||||
Purchased Options | 14,547 | — | 14,547 | — | ||||
Foreign Currency Contracts(2) | 33,578,855 | — | 33,578,855 | — | ||||
Futures Contracts(2) | 1,730,888 | 1,730,888 | — | — | ||||
Swaps - Credit Default(2) | 1,571,324 | — | 1,571,324 | — | ||||
Swaps - Interest Rate(2) | 14,950,658 | — | 14,950,658 | — | ||||
Total | $ 3,579,141,476 | $ 5,404,631 | $ 3,573,736,845 | $ — | ||||
Liabilities | ||||||||
Foreign Currency Contracts(2) | $ (69,311,554) | $ — | $ (69,311,554) | $ — | ||||
Futures Contracts(2) | (6,045,272) | (6,045,272) | — | — | ||||
Swaps - Credit Default(2) | (2,585,187) | — | (2,585,187) | — | ||||
Swaps - Interest Rate(2) | (19,355,523) | — | (19,355,523) | — | ||||
Total | $ (97,297,536) | $ (6,045,272) | $ (91,252,264) | $ — |
(1) | For the period ended July 31, 2023, 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. |
263 |
The Hartford Mutual Funds, Inc. (the "Company")
GLOSSARY:
(abbreviations used in preceding Schedule of Investments) (Unaudited)
264 |
The Hartford Mutual Funds, Inc. (the "Company")
GLOSSARY:
(abbreviations used in preceding Schedule of Investments) (Unaudited) – (continued)
Other Abbreviations: | |
ACWI | All Country World Index |
ADR | American Depositary Receipt |
AGM | Assured Guaranty Municipal |
AMBAC | American Municipal Bond Assurance Co. |
ARM | Adjustable Rate Mortgage |
BAM | Build America Mutual Assurance Corp. |
BBSW | Bank Bill Swap Reference Rate |
Bhd | Berhad |
BZDIOVRA | Brazil Cetip Interbank Deposit Rate |
CAL MTG | California Mortgage |
CDOR | Canadian Dollar Offered Rate |
CLICP | Sinacofi Chile Interbank Offered Rate |
CLO | Collateralized Loan Obligation |
CMO | Collateralized Mortgage Obligation |
CR | Custodial Receipts |
CVR | Contingent Value Rights |
ETF | Exchange-Traded Fund |
EURIBOR | Euro Interbank Offered Rate |
FHA | Federal Housing Authority |
FHLMC | Federal Home Loan Mortgage Corp. |
FNMA | Federal National Mortgage Association |
GDR | Global Depositary Receipt |
GNMA | Government National Mortgage Association |
HIBOR | Hong Kong Interbank Offered Rate |
HUD | Housing and Urban Development |
JIBAR | Johannesburg Interbank Agreed Rate |
JSC | Joint Stock Company |
KGaA | Kommanditgesellschaft Auf Aktien |
KSDA | Korea Securities Dealers Association |
LIBOR | London Interbank Offered Rate |
LME | London Metal Exchange |
MSCI | Morgan Stanley Capital International |
NATL | National Public Finance Guarantee Corp. |
NIBOR | Norwegian Interbank Offered Rate |
NVDR | Non-Voting Depositary Receipt |
Nyrt | New York REIT Inc |
NZDBBR | New Zealand Bank Bill Rate |
OJSC | Open Joint Stock Company |
PJSC | Private Joint Stock Company |
PRIBOR | Prague Interbank Offered Rate |
PSF-GTD | Permanent School Fund Guaranteed |
PT | Perseroan Terbatas |
Q-SBLF | Qualified School Bond Loan Fund |
RBOB | Reformulated Blendstock for Oxygenate Blending |
REIT | Real Estate Investment Trust |
SARON | Swiss Average Rate Overnight |
SD CRED PROG | School District Credit Enhancement Program |
SIFMA | Securities Industry and Financial Markets Association |
SOFR | Secured Overnight Financing Rate |
SONIA | Sterling Overnight Index Average |
SPDR | Standard & Poor's Depositary Receipt |
ST APPROP | State Appropriation |
ST GTD | State Guaranteed |
ST INTERCEPT | State Intercept Program |
STIBOR | Stockholm Interbank Offered Rate |
TBA | To Be Announced |
Tbk | Terbuka |
TCRS | Tennessee Consolidated Retirement System |
TELBOR | Tel Aviv Interbank Offered Rate |
TIIE | Interbank Equilibrium Interest Rate |
TONAR | Tokyo Overnight Average Rate |
ULSD | Ultra-Low Sulfur Diesel |
WIBOR | Warsaw Interbank Offered Rate |
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