The Hartford Balanced Income Fund
Schedule of
Investments
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
1 |
The Hartford Balanced Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
2 |
The Hartford Balanced Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
3 |
The Hartford Balanced Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
4 |
The Hartford Balanced Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
5 |
The Hartford Balanced Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
6 |
The Hartford Balanced Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
7 |
The Hartford Balanced Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
8 |
The Hartford Balanced Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
9 |
The Hartford Balanced Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
10 |
The Hartford Balanced Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
11 |
The Hartford Balanced Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
12 |
The Hartford Balanced Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
13 |
The Hartford Balanced Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
14 |
The Hartford Balanced Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
15 |
The Hartford Balanced Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
16 |
The Hartford Balanced Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
17 |
The Hartford Balanced Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
18 |
The Hartford Balanced Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
19 |
The Hartford Balanced Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
20 |
The Hartford Balanced Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
21 |
The Hartford Balanced Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
22 |
The Hartford Balanced Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
23 |
The Hartford Balanced Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
24 |
The Hartford Balanced Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Futures Contracts Outstanding at July 31, 2024 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
U.S. Treasury 2-Year Note Future | 644 | 09/30/2024 | $ 132,256,469 | $ 1,040,359 | ||||
U.S. Treasury 10-Year Note Future | 532 | 09/19/2024 | 59,484,250 | 376,479 | ||||
U.S. Treasury Ultra Bond Future | 861 | 09/19/2024 | 110,181,094 | 2,476,422 | ||||
Total | $ 3,893,260 | |||||||
Short position contracts: | ||||||||
Euro BUXL 30-Year Bond Future | (5) | 09/06/2024 | $ (729,112) | $ (35,938) | ||||
Euro-BOBL Future | (193) | 09/06/2024 | (24,544,811) | (392,112) | ||||
Euro-BUND Future | (122) | 09/06/2024 | (17,656,972) | (436,445) | ||||
Euro-Schatz Future | (88) | 09/06/2024 | (10,102,370) | (71,190) | ||||
U.S. Treasury 5-Year Note Future | (965) | 09/30/2024 | (104,114,453) | (621,465) | ||||
U.S. Treasury 10-Year Ultra Future | (733) | 09/19/2024 | (84,718,766) | (2,227,466) | ||||
U.S. Treasury Long Bond Future | (70) | 09/19/2024 | (8,454,688) | (78,000) | ||||
Total | $ (3,862,616) | |||||||
Total futures contracts | $ 30,644 |
Centrally Cleared Credit Default Swap Contracts Outstanding at July 31, 2024 | |||||||||||||||||
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.HY.S41 | USD | 2,994,000 | (1.00%) | 06/20/2029 | Quarterly | $ 204,844 | $ — | $ 220,120 | $ 15,276 | ||||||||
CDX.EM.S41 | USD | 53,406,000 | (1.00%) | 06/20/2029 | Quarterly | 1,468,653 | — | 1,466,107 | (2,546) | ||||||||
iTraxx-Asia ex-Japan.IG.S41 | USD | 4,004,000 | (1.00%) | 06/20/2029 | Quarterly | 7,468 | — | (12,359) | (19,827) | ||||||||
Total | $ 1,680,965 | $ — | $ 1,673,868 | $ (7,097) | |||||||||||||
Credit default swaps on single-name issues: | |||||||||||||||||
Buy protection: | |||||||||||||||||
Kingdom of Saudi Arabia | USD | 785,000 | (1.00%) | 12/20/2028 | Quarterly | $ — | $ (11,690) | $ (15,656) | $ (3,966) | ||||||||
Sell protection: | |||||||||||||||||
Republic of Turkey (B+) | USD | 1,195,000 | 1.00% | 06/20/2028 | Quarterly | $ — | $ (151,608) | $ (50,581) | $ 101,027 | ||||||||
Total | $ — | $ (163,298) | $ (66,237) | $ 97,061 | |||||||||||||
Total centrally cleared credit default swap contracts | $ 1,680,965 | $ (163,298) | $ 1,607,631 | $ 89,964 |
(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, 2024 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
13,058,000 | BRL | 2,298,843 | USD | GSC | 09/04/2024 | $ 1,496 | ||||
1,175,000 | BRL | 207,418 | USD | JPM | 09/04/2024 | (426) | ||||
19,590,000 | EGP | 402,259 | USD | GSC | 08/15/2024 | (557) | ||||
19,590,000 | EGP | 404,668 | USD | JPM | 08/19/2024 | (3,759) | ||||
5,276,000 | EUR | 5,714,123 | USD | JPM | 09/18/2024 | 9,007 | ||||
1,529,000 | EUR | 1,653,450 | USD | MSC | 09/18/2024 | 5,129 | ||||
128,000 | EUR | 138,321 | USD | SSG | 09/18/2024 | 526 | ||||
283,000 | EUR | 308,034 | USD | TDB | 09/18/2024 | (1,050) | ||||
190,700,000 | HUF | 529,574 | USD | BNP | 09/18/2024 | (6,589) | ||||
69,790,000 | INR | 833,044 | USD | CBK | 09/18/2024 | (791) | ||||
487,900,000 | KZT | 1,060,115 | USD | GSC | 09/18/2024 | (44,937) | ||||
5,940,000 | MXN | 321,568 | USD | JPM | 09/18/2024 | (5,174) | ||||
3,295,000 | PLN | 808,163 | USD | DEUT | 09/18/2024 | 22,656 |
25 |
The Hartford Balanced Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Foreign Currency Contracts Outstanding at July 31, 2024 – (continued) | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
14,415,000 | TRY | 403,356 | USD | UBS | 09/18/2024 | $ 8,552 | ||||
13,348,000 | TRY | 373,526 | USD | BCLY | 09/18/2024 | 7,892 | ||||
12,813,000 | TRY | 359,764 | USD | MSC | 09/18/2024 | 6,367 | ||||
12,814,000 | TRY | 360,501 | USD | GSC | 09/18/2024 | 5,659 | ||||
2,742,416 | USD | 14,233,000 | BRL | GSC | 09/04/2024 | 235,086 | ||||
629,593 | USD | 2,527,136,000 | COP | BCLY | 09/18/2024 | 10,108 | ||||
792,512 | USD | 3,334,100,000 | COP | BNP | 09/18/2024 | (24,786) | ||||
1,064,853 | USD | 4,501,133,000 | COP | UBS | 09/18/2024 | (38,524) | ||||
2,599,162 | USD | 10,924,863,000 | COP | CBK | 09/18/2024 | (78,883) | ||||
1,578,498 | USD | 36,440,000 | CZK | DEUT | 09/18/2024 | 24,623 | ||||
23,336,212 | USD | 21,476,000 | EUR | DEUT | 08/30/2024 | 59,194 | ||||
1,001,297 | USD | 917,000 | EUR | SSG | 09/18/2024 | 6,584 | ||||
1,015,414 | USD | 933,000 | EUR | BCLY | 09/18/2024 | 3,344 | ||||
1,732,825 | USD | 1,595,000 | EUR | MSC | 09/18/2024 | 2,653 | ||||
1,535,325 | USD | 1,415,000 | EUR | RBC | 09/18/2024 | 406 | ||||
1,777,835 | USD | 1,639,000 | EUR | JPM | 09/18/2024 | (67) | ||||
417,042 | USD | 385,000 | EUR | UBS | 09/18/2024 | (586) | ||||
516,428 | USD | 479,000 | EUR | CIB | 09/18/2024 | (3,167) | ||||
1,378,946 | USD | 1,277,000 | EUR | CBK | 09/18/2024 | (6,278) | ||||
60,132,130 | USD | 55,953,000 | EUR | DEUT | 09/18/2024 | (562,788) | ||||
7,939,855 | USD | 6,169,000 | GBP | BCLY | 08/30/2024 | 6,821 | ||||
1,699,742 | USD | 611,528,000 | HUF | BNP | 09/18/2024 | 22,657 | ||||
1,401,458 | USD | 509,400,000 | HUF | CBK | 09/18/2024 | 4,454 | ||||
616,974 | USD | 230,119,000 | HUF | MSC | 09/18/2024 | (14,115) | ||||
1,135,300 | USD | 95,070,000 | INR | BOA | 09/18/2024 | 1,581 | ||||
286,285 | USD | 5,330,000 | MXN | CBK | 09/18/2024 | 2,383 | ||||
7,762,954 | USD | 146,170,000 | MXN | MSC | 09/18/2024 | (22,793) | ||||
154,856 | USD | 590,000 | PEN | BOA | 09/18/2024 | (2,949) | ||||
1,104,713 | USD | 4,163,000 | PEN | BCLY | 09/18/2024 | (8,749) | ||||
695,191 | USD | 2,648,000 | PEN | CBK | 09/18/2024 | (13,058) | ||||
986,704 | USD | 3,743,000 | PEN | DEUT | 09/18/2024 | (14,423) | ||||
830,911 | USD | 3,295,000 | PLN | JPM | 09/18/2024 | 93 | ||||
899,649 | USD | 1,214,000 | SGD | MSC | 09/18/2024 | (10,766) | ||||
787,025 | USD | 27,490,000 | TRY | MSC | 09/18/2024 | 1,500 | ||||
248,976 | USD | 8,815,000 | TRY | GSC | 09/18/2024 | (2,912) | ||||
477,929 | USD | 17,085,000 | TRY | BCLY | 09/18/2024 | (10,274) | ||||
62,474 | USD | 2,449,000 | UYU | GSC | 08/15/2024 | 1,690 | ||||
747,472 | USD | 30,310,000 | UYU | GSC | 09/18/2024 | (2,682) | ||||
739,629 | USD | 30,310,000 | UYU | DEUT | 12/18/2024 | (4,266) | ||||
847,590 | USD | 15,527,000 | ZAR | MSC | 09/18/2024 | (1,691) | ||||
553,884 | USD | 10,251,000 | ZAR | SSG | 09/18/2024 | (6,816) | ||||
Total foreign currency contracts | $ (443,395) |
† For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
26 |
The Hartford Balanced Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of July 31, 2024 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Convertible Bonds | $ 17,119,697 | $ — | $ 17,119,697 | $ — | ||||
Corporate Bonds | 6,017,154,458 | — | 6,017,154,458 | — | ||||
Foreign Government Obligations | 428,858,176 | — | 428,858,176 | — | ||||
Municipal Bonds | 28,117,289 | — | 28,117,289 | — | ||||
Senior Floating Rate Interests | 14,672,200 | — | 14,672,200 | — | ||||
U.S. Government Securities | 271,935,476 | — | 271,935,476 | — | ||||
Common Stocks | ||||||||
Banks | 480,728,634 | 480,728,634 | — | — | ||||
Capital Goods | 523,265,798 | 484,110,142 | 39,155,656 | — | ||||
Consumer Discretionary Distribution & Retail | 110,123,066 | 110,123,066 | — | — | ||||
Consumer Services | 80,420,576 | 80,420,576 | — | — | ||||
Energy | 514,227,073 | 514,227,073 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 329,949,470 | 329,949,470 | — | — | ||||
Financial Services | 230,201,827 | 230,201,827 | — | — | ||||
Food, Beverage & Tobacco | 331,703,849 | 261,547,434 | 70,156,415 | — | ||||
Health Care Equipment & Services | 202,696,977 | 202,696,977 | — | — | ||||
Household & Personal Products | 182,530,554 | 182,530,554 | — | — | ||||
Insurance | 224,080,135 | 224,080,135 | — | — | ||||
Materials | 280,554,984 | 280,554,984 | — | — | ||||
Media & Entertainment | 37,829,322 | 37,829,322 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 724,402,783 | 633,860,881 | 90,541,902 | — | ||||
Semiconductors & Semiconductor Equipment | 165,280,871 | 165,280,871 | — | — | ||||
Software & Services | 56,809,753 | 56,809,753 | — | — | ||||
Technology Hardware & Equipment | 259,606,607 | 259,606,607 | — | — | ||||
Telecommunication Services | 57,064,577 | 57,064,577 | — | — | ||||
Transportation | 126,974,154 | 126,974,154 | — | — | ||||
Utilities | 420,216,610 | 420,216,610 | — | — | ||||
Preferred Stocks | 13,975,500 | 13,975,500 | — | — | ||||
Short-Term Investments | 149,633,773 | 53,126,191 | 96,507,582 | — | ||||
Foreign Currency Contracts(2) | 450,461 | — | 450,461 | — | ||||
Futures Contracts(2) | 3,893,260 | 3,893,260 | — | — | ||||
Swaps - Credit Default(2) | 116,303 | — | 116,303 | — | ||||
Total | $ 12,284,594,213 | $ 5,209,808,598 | $ 7,074,785,615 | $ — | ||||
Liabilities | ||||||||
Foreign Currency Contracts(2) | $ (893,856) | $ — | $ (893,856) | $ — | ||||
Futures Contracts(2) | (3,862,616) | (3,862,616) | — | — | ||||
Swaps - Credit Default(2) | (26,339) | — | (26,339) | — | ||||
Total | $ (4,782,811) | $ (3,862,616) | $ (920,195) | $ — |
(1) | For the period ended July 31, 2024, investments valued at $33,750 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, 2024 is not presented.
27 |
Hartford AARP Balanced Retirement Fund
Schedule of
Investments
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
28 |
Hartford AARP Balanced Retirement Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
29 |
Hartford AARP Balanced Retirement Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
30 |
Hartford AARP Balanced Retirement Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
31 |
Hartford AARP Balanced Retirement Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
32 |
Hartford AARP Balanced Retirement Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
33 |
Hartford AARP Balanced Retirement Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Exchange-Traded Option Contracts Outstanding at July 31, 2024 | ||||||||||||||||
Description | Exercise Price/ FX Rate/ Rate | Expiration Date | Number of Contracts | Notional Amount | Value† | Premiums Paid (Received) by Fund | Unrealized Appreciation/ (Depreciation) | |||||||||
Purchased option contracts: | ||||||||||||||||
Put | ||||||||||||||||
S&P 500 Index Option | 4,725.00 | USD | 09/20/2024 | 6 | USD | 600 | $ 4,650 | $ 29,468 | $ (24,818) | |||||||
S&P 500 Index Option | 4,950.00 | USD | 12/20/2024 | 7 | USD | 700 | 33,726 | 42,359 | (8,633) | |||||||
Total purchased exchange-traded option contracts | $ 38,376 | $ 71,827 | $ (33,451) |
Futures Contracts Outstanding at July 31, 2024 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
U.S. Treasury 10-Year Note Future | 43 | 09/19/2024 | $ 4,807,938 | $ 120,248 | ||||
Total futures contracts | $ 120,248 |
Foreign Currency Contracts Outstanding at July 31, 2024 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
723,521 | USD | 1,000,000 | CAD | RBC | 08/30/2024 | $ (1,445) | ||||
608,563 | USD | 535,000 | CHF | UBS | 08/30/2024 | (3,210) | ||||
1,497,360 | USD | 1,378,000 | EUR | DEUT | 08/30/2024 | 3,798 | ||||
2,897,165 | USD | 2,251,000 | GBP | BCLY | 08/30/2024 | 2,489 | ||||
195,335 | USD | 2,110,000 | SEK | BCLY | 08/30/2024 | (2,012) | ||||
Total foreign currency contracts | $ (380) |
† 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, 2024 is as follows:
Affiliated Investment Companies | Beginning Value as of November 1, 2023 | Purchases at Cost | Proceeds from Sales | Net Realized Gain/(Loss) on Sales | Change in Unrealized Appreciation/ (Depreciation) | Ending Value as of July 31, 2024 | Shares as of July 31, 2024 | Dividend Income | Capital Gains Distribution | |||||||||
Hartford Multifactor Developed Markets (ex-US) ETF | $ 916,908 | $ — | $ 967,189 | $ 168,169 | $ (117,888) | $ — | — | $ — | $ — | |||||||||
Hartford Multifactor Emerging Markets ETF | 928,470 | — | 984,388 | 203,459 | (147,541) | — | — | — | — | |||||||||
The Hartford World Bond Fund, Class F | 6,514,241 | 181,631 | 1,214,231 | (80,461) | 367,348 | 5,768,528 | 571,141 | 180,188 | — | |||||||||
Total | $8,359,619 | $181,631 | $3,165,808 | $291,167 | $101,919 | $5,768,528 | 571,141 | $180,188 | $— |
34 |
Hartford AARP Balanced Retirement Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of July 31, 2024 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Asset & Commercial Mortgage-Backed Securities | $ 1,594,903 | $ — | $ 1,594,903 | $ — | ||||
Corporate Bonds | 13,047,232 | — | 13,047,232 | — | ||||
Municipal Bonds | 443,990 | — | 443,990 | — | ||||
U.S. Government Agencies | 4,962,683 | — | 4,962,683 | — | ||||
U.S. Government Securities | 8,388,264 | — | 8,388,264 | — | ||||
Common Stocks | ||||||||
Banks | 170,053 | 170,053 | — | — | ||||
Capital Goods | 1,270,734 | 374,379 | 896,355 | — | ||||
Commercial & Professional Services | 767,778 | 312,255 | 455,523 | — | ||||
Consumer Discretionary Distribution & Retail | 391,162 | 391,162 | — | — | ||||
Consumer Durables & Apparel | 365,946 | 293,451 | 72,495 | — | ||||
Consumer Services | 728,774 | 483,827 | 244,947 | — | ||||
Energy | 3,225,294 | 2,319,055 | 906,239 | — | ||||
Equity Real Estate Investment Trusts (REITs) | 1,978,825 | 1,782,130 | 196,695 | — | ||||
Financial Services | 714,200 | 714,200 | — | — | ||||
Food, Beverage & Tobacco | 2,264,210 | 894,509 | 1,369,701 | — | ||||
Health Care Equipment & Services | 1,849,026 | 1,594,665 | 254,361 | — | ||||
Household & Personal Products | 717,457 | 401,096 | 316,361 | — | ||||
Insurance | 832,051 | 583,486 | 248,565 | — | ||||
Materials | 2,346,500 | 1,428,942 | 917,558 | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 2,903,940 | 1,498,466 | 1,405,474 | — | ||||
Real Estate Management & Development | 359,828 | 35,628 | 324,200 | — | ||||
Semiconductors & Semiconductor Equipment | 515,077 | 515,077 | — | — | ||||
Software & Services | 1,483,280 | 1,123,754 | 359,526 | — | ||||
Technology Hardware & Equipment | 997,151 | 716,430 | 280,721 | — | ||||
Transportation | 441,525 | 441,525 | — | — | ||||
Utilities | 354,942 | 197,662 | 157,280 | — | ||||
Affiliated Investment Companies | 5,768,528 | 5,768,528 | — | — | ||||
Short-Term Investments | 372,411 | 43,890 | 328,521 | — | ||||
Purchased Options | 38,376 | 38,376 | — | — | ||||
Foreign Currency Contracts(2) | 6,287 | — | 6,287 | — | ||||
Futures Contracts(2) | 120,248 | 120,248 | — | — | ||||
Total | $ 59,420,675 | $ 22,242,794 | $ 37,177,881 | $ — | ||||
Liabilities | ||||||||
Foreign Currency Contracts(2) | $ (6,667) | $ — | $ (6,667) | $ — | ||||
Total | $ (6,667) | $ — | $ (6,667) | $ — |
(1) | For the period ended July 31, 2024, 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. |
35 |
The Hartford Capital Appreciation Fund
Schedule of
Investments
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
36 |
The Hartford Capital Appreciation Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
37 |
The Hartford Capital Appreciation Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Futures Contracts Outstanding at July 31, 2024 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
S&P 500 (E-Mini) Future | 376 | 09/20/2024 | $ 104,490,400 | $ 1,035,339 | ||||
Total futures contracts | $ 1,035,339 |
† For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
38 |
The Hartford Capital Appreciation Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of July 31, 2024 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 44,462,675 | $ 44,462,675 | $ — | $ — | ||||
Banks | 269,335,767 | 269,335,767 | — | — | ||||
Capital Goods | 424,751,690 | 403,871,706 | — | 20,879,984 | ||||
Consumer Discretionary Distribution & Retail | 358,715,866 | 343,861,165 | — | 14,854,701 | ||||
Consumer Durables & Apparel | 91,493,080 | 91,493,080 | — | — | ||||
Consumer Services | 171,470,533 | 171,470,533 | — | — | ||||
Consumer Staples Distribution & Retail | 35,176,243 | 35,176,243 | — | — | ||||
Energy | 200,919,447 | 200,919,447 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 203,064,168 | 203,064,168 | — | — | ||||
Financial Services | 462,360,657 | 462,360,657 | — | — | ||||
Food, Beverage & Tobacco | 233,650,534 | 233,650,534 | — | — | ||||
Health Care Equipment & Services | 317,376,825 | 317,376,825 | — | — | ||||
Household & Personal Products | 69,260,824 | 69,260,824 | — | — | ||||
Insurance | 266,490,653 | 266,490,653 | — | — | ||||
Materials | 266,948,476 | 266,948,476 | — | — | ||||
Media & Entertainment | 479,233,544 | 479,233,544 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 304,895,439 | 304,895,439 | — | — | ||||
Semiconductors & Semiconductor Equipment | 521,838,678 | 521,838,678 | — | — | ||||
Software & Services | 448,600,698 | 448,586,345 | — | 14,353 | ||||
Technology Hardware & Equipment | 601,196,981 | 601,196,981 | — | — | ||||
Telecommunication Services | 42,175,764 | 42,175,764 | — | — | ||||
Transportation | 167,007,126 | 167,007,126 | — | — | ||||
Utilities | 103,635,289 | 103,635,289 | — | — | ||||
Convertible Preferred Stocks | 634,089 | — | — | 634,089 | ||||
Preferred Stocks | 1,116,245 | — | — | 1,116,245 | ||||
Short-Term Investments | 26,314,038 | 1,573,200 | 24,740,838 | — | ||||
Futures Contracts(2) | 1,035,339 | 1,035,339 | — | — | ||||
Total | $ 6,113,160,668 | $ 6,050,920,458 | $ 24,740,838 | $ 37,499,372 |
(1) | For the period ended July 31, 2024, 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, 2024 is not presented.
39 |
The Hartford Checks and Balances Fund
Schedule of
Investments
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
A summary of affiliate
fund transactions for the period ended July 31, 2024 is as follows:
Affiliated Investment Companies | Beginning Value as of November 1, 2023 | Purchases at Cost | Proceeds from Sales | Net Realized Gain/(Loss) on Sales | Change in Unrealized Appreciation/ (Depreciation) | Ending Value as of July 31, 2024 | Shares as of July 31, 2024 | Dividend Income | Capital Gains Distribution | |||||||||
Hartford Total Return Bond ETF | $ 428,529,590 | $ 11,100,485 | $ — | $ — | $ 36,874,779 | $ 476,504,854 | 13,953,290 | $ 15,279,859 | $ — | |||||||||
The Hartford Capital Appreciation Fund, Class F | 413,626,681 | 11,919,749 | 78,675,188 | 4,888,171 | 111,613,772 | 463,373,185 | 10,382,549 | 3,961,828 | — | |||||||||
The Hartford Dividend and Growth Fund, Class F | 413,055,167 | 23,606,957 | 67,812,848 | 11,589,322 | 83,702,696 | 464,141,294 | 12,882,079 | 6,697,560 | 1,568,392 | |||||||||
Total | $1,255,211,438 | $46,627,191 | $146,488,036 | $16,477,493 | $232,191,247 | $1,404,019,333 | 37,217,918 | $25,939,247 | $1,568,392 |
Fair Value Summary
The following is a summary of the fair
valuations according to the inputs used as of July 31, 2024 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Affiliated Investment Companies | $ 1,404,019,333 | $ 1,404,019,333 | $ — | $ — | ||||
Short-Term Investments | 4,344,185 | 4,344,185 | — | — | ||||
Total | $ 1,408,363,518 | $ 1,408,363,518 | $ — | $ — |
(1) | For the period ended July 31, 2024, there were no transfers in and out of Level 3. |
40 |
Hartford Climate Opportunities Fund
Schedule of
Investments
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
41 |
Hartford Climate Opportunities Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Fair Value Summary
The following is a summary of the fair
valuations according to the inputs used as of July 31, 2024 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Canada | $ 809,193 | $ 809,193 | $ — | $ — | ||||
Chile | 697,928 | — | 697,928 | — | ||||
China | 3,194,657 | — | 3,194,657 | — | ||||
Denmark | 1,638,823 | — | 1,638,823 | — | ||||
France | 1,450,854 | — | 1,450,854 | — | ||||
Germany | 8,683,588 | — | 8,683,588 | — | ||||
Ireland | 969,886 | — | 969,886 | — | ||||
Italy | 1,670,423 | — | 1,670,423 | — | ||||
Japan | 8,257,207 | — | 8,257,207 | — | ||||
Norway | 2,281,041 | — | 2,281,041 | — | ||||
Portugal | 683,665 | 683,665 | — | — | ||||
South Korea | 975,316 | — | 975,316 | — | ||||
Spain | 735,551 | — | 735,551 | — | ||||
Sweden | 270,343 | — | 270,343 | — | ||||
Switzerland | 1,351,530 | — | 1,351,530 | — | ||||
Taiwan | 2,111,171 | — | 2,111,171 | — | ||||
United Kingdom | 2,028,705 | — | 2,028,705 | — | ||||
United States | 95,806,035 | 91,513,115 | 4,292,920 | — | ||||
Short-Term Investments | 544,832 | — | 544,832 | — | ||||
Total | $ 134,160,748 | $ 93,005,973 | $ 41,154,775 | $ — |
(1) | For the period ended July 31, 2024, there were no transfers in and out of Level 3. |
42 |
The Hartford Conservative Allocation Fund
Schedule of
Investments
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
A summary of affiliate
fund transactions for the period ended July 31, 2024 is as follows:
Affiliated Investment Companies | Beginning Value as of November 1, 2023 | Purchases at Cost | Proceeds from Sales | Net Realized Gain/(Loss) on Sales | Change in Unrealized Appreciation/ (Depreciation) | Ending Value as of July 31, 2024 | Shares as of July 31, 2024 | Dividend Income | Capital Gains Distribution | |||||||||
Hartford Core Bond ETF | $ 19,438,403 | $ — | $ 1,792,165 | $ (369,593) | $ 1,941,855 | $ 19,218,500 | 545,977 | $ 598,605 | $ — | |||||||||
Hartford Core Equity Fund, Class F | 10,442,218 | 499,656 | 2,946,784 | 629,286 | 2,139,753 | 10,764,129 | 200,337 | 123,781 | 222,865 | |||||||||
Hartford Large Cap Growth ETF | 3,506,941 | — | — | — | 1,520,945 | 5,027,886 | 245,603 | — | — | |||||||||
Hartford Multifactor Developed Markets (ex-US) ETF | 2,427,933 | — | 345,273 | 3,911 | 379,902 | 2,466,473 | 85,582 | 110,682 | — | |||||||||
Hartford Multifactor US Equity ETF | 3,053,711 | — | — | — | 824,729 | 3,878,440 | 77,566 | 45,563 | — | |||||||||
Hartford Schroders Core Fixed Income Fund, Class F | 13,795,462 | 1,420,318 | 3,655,553 | (750,600) | 1,586,821 | 12,396,448 | 1,436,437 | 464,330 | — | |||||||||
Hartford Schroders Emerging Markets Equity Fund, Class F | 446,428 | 490,292 | 70,975 | 3,881 | 65,695 | 935,321 | 54,729 | 7,139 | — | |||||||||
Hartford Schroders International Multi-Cap Value Fund, Class F | 2,094,744 | 619,678 | 719,054 | 51,684 | 325,712 | 2,372,764 | 228,150 | 49,067 | — | |||||||||
Hartford Small Cap Value Fund, Class F | 962,466 | 384,423 | 211,825 | 14,646 | 289,678 | 1,439,388 | 111,754 | 19,601 | 20,652 | |||||||||
The Hartford Equity Income Fund, Class F | 2,930,269 | 698,883 | 927,494 | 22,977 | 333,854 | 3,058,489 | 143,456 | 56,862 | 157,583 | |||||||||
The Hartford Growth Opportunities Fund, Class F | 379,692 | — | 435,152 | 112,272 | (56,812) | — | — | — | — | |||||||||
The Hartford Inflation Plus Fund, Class F | 5,508,851 | 1,130,484 | 2,144,790 | (191,294) | 450,198 | 4,753,449 | 465,113 | 135,355 | — | |||||||||
The Hartford International Growth Fund, Class F | 1,276,221 | 73,871 | 240,402 | 18,804 | 280,119 | 1,408,613 | 83,301 | 13,014 | — | |||||||||
The Hartford International Opportunities Fund, Class F | 2,653,707 | 220,015 | 360,882 | 26,997 | 538,824 | 3,078,661 | 165,342 | 51,911 | — | |||||||||
The Hartford Small Company Fund, Class F | 849,090 | 465,380 | 223,361 | (9,252) | 339,179 | 1,421,036 | 63,073 | — | — |
43 |
The Hartford Conservative Allocation Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Affiliated Investment Companies | Beginning Value as of November 1, 2023 | Purchases at Cost | Proceeds from Sales | Net Realized Gain/(Loss) on Sales | Change in Unrealized Appreciation/ (Depreciation) | Ending Value as of July 31, 2024 | Shares as of July 31, 2024 | Dividend Income | Capital Gains Distribution | |||||||||
The Hartford Strategic Income Fund, Class F | $ 7,754,257 | $ 1,871,383 | $ 829,619 | $ (128,395) | $ 826,265 | $ 9,493,891 | 1,206,339 | $ 431,190 | $ — | |||||||||
The Hartford World Bond Fund, Class F | 12,685,619 | 3,193,885 | 2,187,221 | (135,228) | 718,155 | 14,275,210 | 1,413,387 | 438,208 | — | |||||||||
Total | $90,206,012 | $11,068,268 | $17,090,550 | $(699,904) | $12,504,872 | $95,988,698 | 6,526,146 | $2,545,308 | $401,100 |
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of July 31, 2024 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Affiliated Investment Companies | $ 95,988,698 | $ 95,988,698 | $ — | $ — | ||||
Short-Term Investments | 190,920 | 190,920 | — | — | ||||
Total | $ 96,179,618 | $ 96,179,618 | $ — | $ — |
(1) | For the period ended July 31, 2024, there were no transfers in and out of Level 3. |
44 |
Hartford Core Equity Fund
Schedule of
Investments
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
45 |
Hartford Core Equity Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Fair Value Summary
The following is a summary of the fair
valuations according to the inputs used as of July 31, 2024 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 52,284,443 | $ 52,284,443 | $ — | $ — | ||||
Banks | 597,679,746 | 597,679,746 | — | — | ||||
Capital Goods | 803,117,834 | 803,117,834 | — | — | ||||
Commercial & Professional Services | 89,185,884 | 89,185,884 | — | — | ||||
Consumer Discretionary Distribution & Retail | 715,458,069 | 715,458,069 | — | — | ||||
Consumer Durables & Apparel | 72,456,919 | 72,456,919 | — | — | ||||
Consumer Services | 197,530,021 | 197,530,021 | — | — | ||||
Energy | 310,161,070 | 310,161,070 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 195,676,964 | 195,676,964 | — | — | ||||
Financial Services | 469,112,399 | 469,112,399 | — | — | ||||
Food, Beverage & Tobacco | 197,518,150 | 197,518,150 | — | — | ||||
Health Care Equipment & Services | 588,412,432 | 588,412,432 | — | — | ||||
Household & Personal Products | 289,334,600 | 289,334,600 | — | — | ||||
Insurance | 254,240,016 | 254,240,016 | — | — | ||||
Materials | 183,241,170 | 183,241,170 | — | — | ||||
Media & Entertainment | 818,775,273 | 818,775,273 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 894,134,271 | 894,134,271 | — | — | ||||
Semiconductors & Semiconductor Equipment | 1,143,616,403 | 1,143,616,403 | — | — | ||||
Software & Services | 1,114,128,708 | 1,114,128,708 | — | — | ||||
Technology Hardware & Equipment | 1,017,383,688 | 1,017,383,688 | — | — | ||||
Utilities | 310,947,326 | 310,947,326 | — | — | ||||
Short-Term Investments | 21,851,959 | 15,420,483 | 6,431,476 | — | ||||
Total | $ 10,336,247,345 | $ 10,329,815,869 | $ 6,431,476 | $ — |
(1) | For the period ended July 31, 2024, there were no transfers in and out of Level 3. |
46 |
The Hartford Dividend and Growth Fund
Schedule of
Investments
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
47 |
The Hartford Dividend and Growth Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Fair Value Summary
The following is a summary of the fair
valuations according to the inputs used as of July 31, 2024 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Banks | $ 1,205,214,000 | $ 1,205,214,000 | $ — | $ — | ||||
Capital Goods | 1,381,476,127 | 1,232,851,779 | 148,624,348 | — | ||||
Consumer Discretionary Distribution & Retail | 586,980,881 | 586,980,881 | — | — | ||||
Consumer Services | 43,818,543 | 43,818,543 | — | — | ||||
Consumer Staples Distribution & Retail | 100,162,617 | 100,162,617 | — | — | ||||
Energy | 1,509,645,990 | 1,509,645,990 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 572,348,390 | 572,348,390 | — | — | ||||
Financial Services | 1,266,138,949 | 1,266,138,949 | — | — | ||||
Food, Beverage & Tobacco | 807,454,778 | 807,454,778 | — | — | ||||
Health Care Equipment & Services | 1,290,023,761 | 1,290,023,761 | — | — | ||||
Household & Personal Products | 418,885,617 | 418,885,617 | — | — | ||||
Insurance | 557,148,421 | 557,148,421 | — | — | ||||
Materials | 757,085,378 | 757,085,378 | — | — | ||||
Media & Entertainment | 1,217,406,082 | 1,217,406,082 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 1,271,415,696 | 1,271,415,696 | — | — | ||||
Semiconductors & Semiconductor Equipment | 1,019,634,257 | 1,019,634,257 | — | — | ||||
Software & Services | 1,384,396,183 | 1,384,396,183 | — | — | ||||
Technology Hardware & Equipment | 926,505,557 | 926,505,557 | — | — | ||||
Telecommunication Services | 170,443,101 | 170,443,101 | — | — | ||||
Transportation | 129,622,917 | 129,622,917 | — | — | ||||
Utilities | 1,033,874,081 | 1,033,874,081 | — | — | ||||
Short-Term Investments | 123,412,015 | 18,790,733 | 104,621,282 | — | ||||
Total | $ 17,773,093,341 | $ 17,519,847,711 | $ 253,245,630 | $ — |
(1) | For the period ended July 31, 2024, there were no transfers in and out of Level 3. |
48 |
Hartford Dynamic Bond Fund
Schedule of
Investments
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
49 |
Hartford Dynamic Bond Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
50 |
Hartford Dynamic Bond Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
51 |
Hartford Dynamic Bond Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of July 31, 2024 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Corporate Bonds | $ 373,471,028 | $ — | $ 373,471,028 | $ — | ||||
U.S. Government Securities | 296,316,674 | — | 296,316,674 | — | ||||
Short-Term Investments | 83,583,291 | — | 83,583,291 | — | ||||
Total | $ 753,370,993 | $ — | $ 753,370,993 | $ — |
(1) | For the period ended July 31, 2024, there were no transfers in and out of Level 3. |
52 |
Hartford Emerging Markets Equity Fund
Schedule of
Investments
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
53 |
Hartford Emerging Markets Equity Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
54 |
Hartford Emerging Markets Equity Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Futures Contracts Outstanding at July 31, 2024 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
MSCI Emerging Markets Index Future | 60 | 09/20/2024 | $ 3,289,500 | $ 34,625 | ||||
Total futures contracts | $ 34,625 |
† For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
55 |
Hartford Emerging Markets Equity Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of July 31, 2024 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Brazil | $ 8,915,033 | $ 8,915,033 | $ — | $ — | ||||
Chile | 901,222 | 901,222 | — | — | ||||
China | 88,302,345 | 6,911,672 | 81,091,515 | 299,158 | ||||
Colombia | 549,347 | 549,347 | — | — | ||||
Greece | 1,691,743 | 1,135,750 | 555,993 | — | ||||
Hong Kong | 2,361,340 | — | 2,361,340 | — | ||||
India | 64,402,285 | — | 64,402,285 | — | ||||
Indonesia | 1,762,737 | 1,762,737 | — | — | ||||
Malaysia | 5,236,470 | — | 5,236,470 | — | ||||
Mexico | 8,577,201 | 8,577,201 | — | — | ||||
Philippines | 357,979 | 357,979 | — | — | ||||
Poland | 6,425,085 | — | 6,425,085 | — | ||||
Qatar | 387,234 | — | 387,234 | — | ||||
Romania | 1,224,269 | 1,224,269 | — | — | ||||
Russia | — | — | — | — | ||||
Saudi Arabia | 8,732,374 | — | 8,732,374 | — | ||||
South Africa | 5,322,511 | 3,837,311 | 1,485,200 | — | ||||
South Korea | 46,117,179 | — | 46,117,179 | — | ||||
Taiwan | 66,516,499 | — | 66,516,499 | — | ||||
Thailand | 11,129,026 | 8,656,411 | 2,472,615 | — | ||||
Turkey | 1,996,971 | 900,731 | 1,096,240 | — | ||||
United Arab Emirates | 10,702,873 | 8,779,088 | 1,923,785 | — | ||||
United States | 399,431 | 399,431 | — | — | ||||
Preferred Stocks | 6,678,678 | 6,678,678 | — | — | ||||
Short-Term Investments | 620,889 | — | 620,889 | — | ||||
Futures Contracts(2) | 34,625 | 34,625 | — | — | ||||
Total | $ 349,345,346 | $ 59,621,485 | $ 289,424,703 | $ 299,158 |
(1) | For the period ended July 31, 2024, 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, 2024 is not presented.
56 |
The Hartford Emerging Markets Local Debt Fund
Schedule of
Investments
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
57 |
The Hartford Emerging Markets Local Debt Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
58 |
The Hartford Emerging Markets Local Debt Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
59 |
The Hartford Emerging Markets Local Debt Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
60 |
The Hartford Emerging Markets Local Debt Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
OTC Option Contracts Outstanding at July 31, 2024 | |||||||||||||||||||
Description | Counterparty | Exercise Price/ FX Rate/Rate | Expiration Date | Number of Contracts | Notional Amount | Value† | Premiums Paid (Received) by Fund | Unrealized Appreciation/ (Depreciation) | |||||||||||
Purchased option contracts: | |||||||||||||||||||
Call | |||||||||||||||||||
Call EUR vs. Put HUF | DEUT | 398.15 | EUR | 01/29/2025 | 602,000 | EUR | 602,000 | $ 13,210 | $ 12,643 | $ 567 | |||||||||
Call USD vs. Put BRL | MSC | 6.14 | USD | 12/30/2024 | 162,000 | USD | 162,000 | 2,393 | 2,806 | (413) | |||||||||
Call USD vs. Put BRL | BCLY | 5.65 | USD | 01/02/2025 | 162,000 | USD | 162,000 | 6,754 | 7,841 | (1,087) | |||||||||
Call USD vs. Put COP | MSC | 3,920.00 | USD | 11/21/2024 | 332,000 | USD | 332,000 | 18,945 | 11,261 | 7,684 | |||||||||
Call USD vs. Put INR | GSC | 83.49 | USD | 09/04/2024 | 685,000 | USD | 685,000 | 3,083 | 5,669 | (2,586) | |||||||||
Call USD vs. Put PLN | BCLY | 3.94 | USD | 01/17/2025 | 332,000 | USD | 332,000 | 9,534 | 9,067 | 467 | |||||||||
Call USD vs. Put ZAR | BOA | 19.23 | USD | 10/17/2024 | 244,000 | USD | 244,000 | 2,136 | 10,579 | (8,443) | |||||||||
Call USD vs. Put ZAR | BOA | 18.84 | USD | 12/04/2024 | 163,000 | USD | 163,000 | 3,526 | 6,877 | (3,351) | |||||||||
Call USD vs. Put ZAR | BOA | 18.20 | USD | 12/20/2024 | 163,000 | USD | 163,000 | 6,284 | 6,726 | (442) | |||||||||
Total Call | $ 65,865 | $ 73,469 | $ (7,604) | ||||||||||||||||
Put | |||||||||||||||||||
Call BRL vs. Put USD | BCLY | 5.65 | USD | 01/02/2025 | 162,000 | USD | 162,000 | $ 4,604 | $ 5,273 | $ (669) | |||||||||
Call COP vs. Put USD | MSC | 3,920.00 | USD | 11/21/2024 | 332,000 | USD | 332,000 | 3,300 | 11,260 | (7,960) | |||||||||
Call INR vs. Put USD | GSC | 83.49 | USD | 09/04/2024 | 685,000 | USD | 685,000 | 575 | 5,669 | (5,094) | |||||||||
Call PLN vs. Put EUR | BCLY | 4.20 | EUR | 10/11/2024 | 308,000 | EUR | 308,000 | 416 | 1,754 | (1,338) | |||||||||
Call PLN vs. Put USD | BCLY | 3.94 | USD | 01/17/2025 | 332,000 | USD | 332,000 | 6,512 | 8,337 | (1,825) | |||||||||
Call ZAR vs. Put USD | BOA | 19.23 | USD | 10/17/2024 | 244,000 | USD | 244,000 | 13,882 | 9,278 | 4,604 | |||||||||
Call ZAR vs. Put USD | BOA | 18.84 | USD | 12/04/2024 | 163,000 | USD | 163,000 | 7,358 | 6,058 | 1,300 | |||||||||
Call ZAR vs. Put USD | BOA | 18.20 | USD | 12/20/2024 | 163,000 | USD | 163,000 | 4,301 | 5,944 | (1,643) | |||||||||
Total Put | $ 40,948 | $ 53,573 | $ (12,625) | ||||||||||||||||
Total purchased OTC option contracts | $ 106,813 | $ 127,042 | $ (20,229) | ||||||||||||||||
Written option contracts: | |||||||||||||||||||
Call | |||||||||||||||||||
Call USD vs. Put CLP | MSC | 900.50 | USD | 11/21/2024 | (332,000) | USD | (332,000) | $ (18,069) | $ (12,533) | $ (5,536) | |||||||||
Call USD vs. Put MXN | UBS | 18.28 | USD | 12/04/2024 | (163,000) | USD | (163,000) | (8,124) | (5,840) | (2,284) | |||||||||
Call USD vs. Put MXN | BCLY | 18.87 | USD | 12/20/2024 | (163,000) | USD | (163,000) | (6,059) | (6,577) | 518 | |||||||||
Call USD vs. Put THB | BOA | 36.36 | USD | 10/17/2024 | (488,000) | USD | (488,000) | (2,135) | (10,786) | 8,651 | |||||||||
Call USD vs. Put THB | BOA | 35.65 | USD | 01/17/2025 | (399,000) | USD | (399,000) | (5,920) | (8,712) | 2,792 | |||||||||
Total Call | $ (40,307) | $ (44,448) | $ 4,141 | ||||||||||||||||
Puts | |||||||||||||||||||
Call BRL vs. Put USD | MSC | 5.32 | USD | 12/30/2024 | (162,000) | USD | (162,000) | $ (1,324) | $ (2,217) | $ 893 | |||||||||
Call CLP vs. Put USD | MSC | 900.50 | USD | 11/21/2024 | (332,000) | USD | (332,000) | (3,780) | (12,533) | 8,753 | |||||||||
Call MXN vs. Put USD | UBS | 18.28 | USD | 12/04/2024 | (163,000) | USD | (163,000) | (2,644) | (5,841) | 3,197 | |||||||||
Call MXN vs. Put USD | BCLY | 18.87 | USD | 12/20/2024 | (163,000) | USD | (163,000) | (5,173) | (5,822) | 649 | |||||||||
Call THB vs. Put USD | BOA | 36.36 | USD | 10/17/2024 | (488,000) | USD | (488,000) | (15,819) | (10,003) | (5,816) |
61 |
The Hartford Emerging Markets Local Debt Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
OTC Option Contracts Outstanding at July 31, 2024 – (continued) | |||||||||||||||||||
Description | Counterparty | Exercise Price/ FX Rate/Rate | Expiration Date | Number of Contracts | Notional Amount | Value† | Premiums Paid (Received) by Fund | Unrealized Appreciation/ (Depreciation) | |||||||||||
Written – (continued): | |||||||||||||||||||
Puts – (continued): | |||||||||||||||||||
Call THB vs. Put USD | BOA | 35.65 | USD | 01/17/2025 | (399,000) | USD | (399,000) | $ (11,856) | $ (8,167) | $ (3,689) | |||||||||
Total puts | $ (40,596) | $ (44,583) | $ 3,987 | ||||||||||||||||
Total Written Option Contracts OTC option contracts | $ (80,903) | $ (89,031) | $ 8,128 |
Futures Contracts Outstanding at July 31, 2024 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
Euro-BUND Future | 1 | 09/06/2024 | $ 144,730 | $ 3,733 | ||||
U.S. Treasury 2-Year Note Future | 6 | 09/30/2024 | 1,232,203 | 3,836 | ||||
U.S. Treasury 5-Year Note Future | 5 | 09/30/2024 | 539,453 | 4,275 | ||||
U.S. Treasury 10-Year Ultra Future | 1 | 09/19/2024 | 115,578 | 342 | ||||
U.S. Treasury Long Bond Future | 4 | 09/19/2024 | 483,125 | 12,807 | ||||
U.S. Treasury Ultra Bond Future | 3 | 09/19/2024 | 383,906 | 7,592 | ||||
Total | $ 32,585 | |||||||
Short position contracts: | ||||||||
Euro-BOBL Future | (10) | 09/06/2024 | $ (1,271,752) | $ (18,720) | ||||
Euro-Schatz Future | (5) | 09/06/2024 | (573,998) | (4,496) | ||||
U.S. Treasury 10-Year Note Future | (10) | 09/19/2024 | (1,118,125) | (15,780) | ||||
Total | $ (38,996) | |||||||
Total futures contracts | $ (6,411) |
OTC Interest Rate Swap Contracts Outstanding at July 31, 2024 | |||||||||||||||||||
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 | BZDIOVRA | 12.63% Fixed | BRL | 1,204,241 | 01/02/2026 | At Maturity | $ — | $ — | $ 5,146 | $ 5,146 | |||||||||
Total OTC interest rate swap contracts | $ — | $ — | $ 5,146 | $ 5,146 |
Centrally Cleared Credit Default Swap Contracts Outstanding at July 31, 2024 | |||||||||||||||||
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.S41 | USD | 310,000 | (1.00%) | 06/20/2029 | Quarterly | $ 9,323 | $ — | $ 8,509 | $ (814) | ||||||||
iTraxx-Asia ex-Japan.IG.S41 | USD | 599,000 | (1.00%) | 06/20/2029 | Quarterly | 1,032 | — | (1,849) | (2,881) | ||||||||
Total centrally cleared credit default swap contracts | $ 10,355 | $ — | $ 6,660 | $ (3,695) |
(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. |
62 |
The Hartford Emerging Markets Local Debt Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Centrally Cleared Interest Rate Swap Contracts Outstanding at July 31, 2024 | |||||||||||||||||
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 | 10.56% Fixed | MXN | 5,360,000 | 06/19/2026 | Monthly | $ — | $ — | $ 2,076 | $ 2,076 | ||||||||
1 Mo. MXN TIIE | 9.70% Fixed | MXN | 2,229,000 | 05/14/2027 | Monthly | — | (2) | (245) | (243) | ||||||||
8.50% Fixed | 1 Mo. MXN TIIE | MXN | 665,000 | 11/30/2027 | Lunar | — | — | 1,167 | 1,167 | ||||||||
8.76% Fixed | 1 Mo. MXN TIIE | MXN | 5,550,000 | 08/02/2028 | Lunar | — | — | 7,443 | 7,443 | ||||||||
8.88% Fixed | 1 Mo. MXN TIIE | MXN | 5,585,000 | 08/09/2028 | Lunar | — | — | 6,104 | 6,104 | ||||||||
9.36% Fixed | 1 Mo. MXN TIIE | MXN | 8,965,000 | 09/06/2028 | Lunar | — | — | 1,395 | 1,395 | ||||||||
1 Mo. MXN TIIE | 9.02% Fixed | MXN | 500,000 | 09/01/2033 | Lunar | — | — | (394) | (394) | ||||||||
1 Mo. MXN TIIE | 9.64% Fixed | MXN | 265,000 | 09/21/2033 | Lunar | — | — | 344 | 344 | ||||||||
1 Mo. MXN TIIE | 9.43% Fixed | MXN | 2,695,000 | 10/03/2033 | Lunar | — | — | 1,658 | 1,658 | ||||||||
1 Mo. MXN TIIE | 8.78% Fixed | MXN | 1,555,000 | 11/21/2033 | Monthly | — | — | (2,551) | (2,551) | ||||||||
1 Mo. MXN TIIE | 8.51% Fixed | MXN | 1,430,000 | 12/08/2033 | Monthly | — | — | (3,730) | (3,730) | ||||||||
1 Mo. MXN TIIE | 8.60% Fixed | MXN | 2,235,000 | 12/22/2033 | Monthly | 6 | — | (5,018) | (5,024) | ||||||||
1 Mo. MXN TIIE | 10.22% Fixed | MXN | 690,000 | 06/01/2034 | Monthly | — | — | 2,372 | 2,372 | ||||||||
1 Mo. MXN TIIE | 10.16% Fixed | MXN | 500,000 | 06/01/2034 | Monthly | — | — | 1,602 | 1,602 | ||||||||
1 Mo. MXN TIIE | 10.15% Fixed | MXN | 495,000 | 06/01/2034 | Monthly | — | — | 1,578 | 1,578 | ||||||||
12 Mo. USD SOFR | 5.34% Fixed | USD | 12,171,500 | 09/18/2024 | Annual | 54 | — | (99) | (153) | ||||||||
3.86% Fixed | 3 Mo. CZK PRIBO | CZK | 25,820,000 | 09/18/2025 | Annual | — | — | (1,827) | (1,827) | ||||||||
3 Mo. PLN WIBOR | 5.53% Fixed | PLN | 4,485,000 | 09/18/2025 | Quarterly | — | — | (1,242) | (1,242) | ||||||||
8.70% Fixed | 3 Mo. ZAR JIBAR | ZAR | 14,440,000 | 09/18/2029 | Quarterly | — | — | (33,081) | (33,081) | ||||||||
3 Mo. ZAR JIBAR | 9.31% Fixed | ZAR | 2,355,000 | 09/18/2031 | Quarterly | — | — | 7,805 | 7,805 | ||||||||
3 Mo. ZAR JIBAR | 9.91% Fixed | ZAR | 9,420,000 | 09/18/2034 | Quarterly | — | — | 39,782 | 39,782 | ||||||||
3 Mo. ZAR JIBAR | 9.13% Fixed | ZAR | 1,307,000 | 09/18/2034 | Quarterly | — | — | 1,744 | 1,744 | ||||||||
4.84% Fixed | 6 Mo. CLP CLICP | CLP | 549,265,000 | 09/23/2029 | Semi-Annual | 233 | — | 5,768 | 5,535 | ||||||||
6 Mo. EUR EURIBOR | 3.25% Fixed | EUR | 1,556,000 | 09/18/2026 | Semi-Annual | 2,608 | — | 15,578 | 12,970 | ||||||||
2.94% Fixed | 6 Mo. EUR EURIBOR | EUR | 1,291,000 | 09/18/2029 | Annual | — | (5,750) | (26,203) | (20,453) | ||||||||
6 Mo. EUR EURIBOR | 2.88% Fixed | EUR | 347,000 | 09/18/2034 | Semi-Annual | 2,743 | — | 10,231 | 7,488 | ||||||||
6.38% Fixed | 6 Mo. HUF BIBOR | HUF | 67,870,000 | 09/18/2029 | Annual | — | — | (6,821) | (6,821) | ||||||||
6 Mo. HUF BIBOR | 6.44% Fixed | HUF | 76,219,000 | 09/18/2031 | Semi-Annual | — | — | 9,540 | 9,540 | ||||||||
6 Mo. HUF BIBOR | 6.61% Fixed | HUF | 62,460,000 | 09/18/2034 | Semi-Annual | — | — | 10,012 | 10,012 | ||||||||
5.01% Fixed | 6 Mo. PLN WIBOR | PLN | 4,405,000 | 09/18/2029 | Annual | — | — | (17,304) | (17,304) | ||||||||
6 Mo. PLN WIBOR | 5.06% Fixed | PLN | 845,000 | 09/18/2031 | Semi-Annual | — | — | 5,067 | 5,067 | ||||||||
6 Mo. PLN WIBOR | 5.15% Fixed | PLN | 395,000 | 09/18/2031 | Semi-Annual | — | — | 2,868 | 2,868 | ||||||||
6 Mo. PLN WIBOR | 5.18% Fixed | PLN | 1,010,000 | 09/18/2034 | Semi-Annual | — | — | 8,793 | 8,793 | ||||||||
6 Mo. PLN WIBOR | 5.27% Fixed | PLN | 634,000 | 09/18/2034 | Semi-Annual | — | — | 6,661 | 6,661 | ||||||||
BZDIOVRA | 12.16% Fixed | BRL | 570,730 | 01/02/2026 | At Maturity | — | — | 959 | 959 | ||||||||
BZDIOVRA | 10.33% Fixed | BRL | 528,733 | 07/01/2026 | At Maturity | — | — | (3,911) | (3,911) | ||||||||
BZDIOVRA | 11.73% Fixed | BRL | 492,505 | 01/04/2027 | At Maturity | — | — | (80) | (80) | ||||||||
BZDIOVRA | 10.44% Fixed | BRL | 214,602 | 01/04/2027 | At Maturity | — | — | (1,444) | (1,444) | ||||||||
BZDIOVRA | 10.47% Fixed | BRL | 197,766 | 07/01/2027 | At Maturity | — | — | (1,648) | (1,648) | ||||||||
BZDIOVRA | 10.19% Fixed | BRL | 754,574 | 01/03/2028 | At Maturity | — | — | (7,345) | (7,345) | ||||||||
BZDIOVRA | 12.17% Fixed | BRL | 989,530 | 01/02/2029 | At Maturity | — | — | 2,495 | 2,495 | ||||||||
BZDIOVRA | 11.85% Fixed | BRL | 550,024 | 01/02/2029 | At Maturity | — | — | (84) | (84) | ||||||||
BZDIOVRA | 10.60% Fixed | BRL | 281,837 | 01/02/2029 | At Maturity | — | — | (3,402) | (3,402) | ||||||||
Total centrally cleared interest rate swaps contracts | $ 5,644 | $ (5,752) | $ 36,613 | $ 36,721 |
Foreign Currency Contracts Outstanding at July 31, 2024 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
310,000 | BRL | 56,032 | USD | SCB | 09/04/2024 | $ (1,421) | ||||
715,000 | BRL | 127,383 | USD | CBK | 09/04/2024 | (1,426) | ||||
245,000 | BRL | 47,284 | USD | JPM | 09/04/2024 | (4,124) | ||||
965,000 | BRL | 176,047 | USD | BNP | 09/04/2024 | (6,049) | ||||
635,000 | BRL | 120,912 | USD | DEUT | 09/04/2024 | (9,049) | ||||
2,342,000 | BRL | 430,589 | USD | MSC | 09/04/2024 | (18,016) | ||||
12,367,000 | BRL | 2,376,217 | USD | GSC | 09/04/2024 | (197,608) | ||||
873,000 | BRL | 170,441 | USD | GSC | 10/03/2024 | (17,148) | ||||
420,000 | BRL | 73,993 | USD | MSC | 01/02/2025 | (1,010) | ||||
110,000 | CAD | 80,140 | USD | BCLY | 09/18/2024 | (353) | ||||
32,600,000 | CLP | 35,326 | USD | JPM | 09/23/2024 | (727) | ||||
59,500,000 | CLP | 65,691 | USD | GSC | 09/23/2024 | (2,544) | ||||
137,298,000 | CLP | 149,006 | USD | MSC | 09/23/2024 | (3,291) | ||||
20,401,000 | CLP | 22,543 | USD | MSC | 11/25/2024 | (908) |
63 |
The Hartford Emerging Markets Local Debt Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Foreign Currency Contracts Outstanding at July 31, 2024 – (continued) | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
16,365,912 | CNH | 2,265,335 | USD | CBK | 09/19/2024 | $ 9,308 | ||||
822,000 | CNH | 113,806 | USD | BOA | 09/19/2024 | 441 | ||||
375,000 | CNH | 51,847 | USD | JPM | 09/19/2024 | 273 | ||||
234,000 | CNH | 32,541 | USD | BCLY | 09/19/2024 | (18) | ||||
992,632,000 | COP | 238,342 | USD | CBK | 09/18/2024 | 4,985 | ||||
185,333,000 | COP | 43,845 | USD | UBS | 09/18/2024 | 1,586 | ||||
212,300,000 | COP | 51,983 | USD | BNP | 09/18/2024 | 58 | ||||
122,200,000 | COP | 29,947 | USD | GSC | 09/18/2024 | 8 | ||||
308,700,000 | COP | 76,715 | USD | MSC | 09/18/2024 | (1,042) | ||||
1,132,000 | CZK | 48,230 | USD | BCLY | 09/18/2024 | 41 | ||||
1,460,000 | CZK | 62,770 | USD | JPM | 09/18/2024 | (512) | ||||
5,251,000 | CZK | 225,487 | USD | MSC | 09/18/2024 | (1,574) | ||||
19,216,000 | CZK | 831,250 | USD | DEUT | 09/18/2024 | (11,841) | ||||
3,770,000 | EGP | 76,000 | USD | CBK | 10/15/2024 | (563) | ||||
1,885,000 | EGP | 36,146 | USD | JPM | 10/22/2024 | 1,494 | ||||
1,885,000 | EGP | 37,033 | USD | CBK | 10/29/2024 | 528 | ||||
2,627,000 | EUR | 2,824,456 | USD | DEUT | 09/18/2024 | 25,178 | ||||
103,000 | EUR | 110,521 | USD | GSC | 09/18/2024 | 1,209 | ||||
69,000 | EUR | 74,240 | USD | SGG | 09/18/2024 | 607 | ||||
84,419 | EUR | 91,505 | USD | SSG | 09/18/2024 | 67 | ||||
103,000 | EUR | 111,835 | USD | MSC | 09/18/2024 | (106) | ||||
102,000 | EUR | 111,075 | USD | BNP | 09/18/2024 | (431) | ||||
75,000 | EUR | 81,874 | USD | CBK | 09/18/2024 | (518) | ||||
107,000 | EUR | 117,367 | USD | JPM | 09/18/2024 | (1,299) | ||||
79,000 | EUR | 86,481 | USD | BCLY | 10/15/2024 | (672) | ||||
3,972,000 | HUF | 10,963 | USD | MSC | 08/13/2024 | (59) | ||||
253,040,000 | HUF | 681,048 | USD | MSC | 09/18/2024 | 12,902 | ||||
58,700,000 | HUF | 158,161 | USD | BOA | 09/18/2024 | 2,821 | ||||
29,400,000 | HUF | 79,898 | USD | DEUT | 09/18/2024 | 730 | ||||
27,340,000 | HUF | 74,976 | USD | GSC | 09/18/2024 | 2 | ||||
21,100,000 | HUF | 58,060 | USD | BCLY | 09/18/2024 | (194) | ||||
98,977,000 | HUF | 271,445 | USD | DEUT | 01/31/2025 | (741) | ||||
27,831,890,000 | IDR | 1,702,881 | USD | JPM | 09/18/2024 | 8,187 | ||||
1,575,000,000 | IDR | 96,397 | USD | BCLY | 09/18/2024 | 432 | ||||
925,000,000 | IDR | 56,940 | USD | BOA | 09/18/2024 | (72) | ||||
765,000,000 | IDR | 47,356 | USD | MSC | 09/18/2024 | (325) | ||||
604,000,000 | IDR | 37,467 | USD | DEUT | 09/18/2024 | (334) | ||||
14,300,000 | INR | 170,787 | USD | JPM | 09/18/2024 | (248) | ||||
72,772,000 | INR | 868,602 | USD | CBK | 09/18/2024 | (742) | ||||
33,660,000 | INR | 402,581 | USD | MSC | 09/18/2024 | (1,160) | ||||
205,490,000 | KRW | 150,479 | USD | JPM | 09/19/2024 | (181) | ||||
72,000,000 | KZT | 156,443 | USD | GSC | 09/18/2024 | (6,632) | ||||
33,900,000 | KZT | 72,459 | USD | JPM | 12/18/2024 | (3,367) | ||||
960,000 | MXN | 50,754 | USD | GSC | 09/18/2024 | 381 | ||||
202,000 | MXN | 10,692 | USD | SGG | 09/18/2024 | 68 | ||||
2,710,000 | MXN | 146,111 | USD | BNP | 09/18/2024 | (1,762) | ||||
2,806,000 | MXN | 152,135 | USD | BOA | 09/18/2024 | (2,674) | ||||
3,700,000 | MXN | 200,905 | USD | MSC | 09/18/2024 | (3,824) | ||||
2,170,000 | MXN | 119,843 | USD | DEUT | 09/18/2024 | (4,258) | ||||
8,440,000 | MXN | 454,065 | USD | RBC | 09/18/2024 | (4,508) | ||||
4,667,000 | MXN | 259,928 | USD | BCLY | 09/18/2024 | (11,341) | ||||
11,808,000 | MXN | 643,318 | USD | SSG | 09/18/2024 | (14,364) | ||||
5,370,000 | MXN | 287,586 | USD | RBC | 10/23/2024 | (3,209) | ||||
6,708,000 | MXN | 360,597 | USD | CBK | 10/23/2024 | (5,364) | ||||
7,135,000 | MXN | 373,991 | USD | CBK | 11/06/2024 | 3,036 | ||||
24,522,000 | MXN | 1,315,346 | USD | SSG | 11/13/2024 | (20,991) | ||||
12,275,000 | MXN | 672,209 | USD | MSC | 11/25/2024 | (25,518) | ||||
12,275,000 | MXN | 673,248 | USD | BCLY | 11/25/2024 | (26,557) | ||||
495,000 | MXN | 26,990 | USD | UBS | 12/06/2024 | (957) | ||||
9,150,000 | MXN | 504,911 | USD | GSC | 12/20/2024 | (24,748) | ||||
9,150,000 | MXN | 505,050 | USD | MSC | 12/20/2024 | (24,888) | ||||
18,300,000 | MXN | 1,007,598 | USD | CBK | 12/20/2024 | (47,272) | ||||
477,000 | MXN | 25,158 | USD | BCLY | 12/24/2024 | (142) | ||||
8,610,000 | MXN | 482,393 | USD | CBK | 01/10/2025 | (32,053) | ||||
4,016,000 | MXN | 220,914 | USD | RBC | 01/21/2025 | (11,221) |
64 |
The Hartford Emerging Markets Local Debt Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Foreign Currency Contracts Outstanding at July 31, 2024 – (continued) | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
6,024,000 | MXN | 328,346 | USD | CBK | 01/21/2025 | $ (13,806) | ||||
10,040,000 | MXN | 550,242 | USD | BOA | 01/29/2025 | (26,663) | ||||
12,078,000 | MXN | 671,205 | USD | CBK | 04/23/2025 | (48,967) | ||||
12,078,000 | MXN | 677,113 | USD | GSC | 05/13/2025 | (56,906) | ||||
12,444,000 | MXN | 706,467 | USD | RBC | 05/13/2025 | (67,467) | ||||
2,678,000 | MYR | 572,161 | USD | DEUT | 09/18/2024 | 13,847 | ||||
1,085,000 | MYR | 233,965 | USD | BNP | 09/18/2024 | 3,459 | ||||
93,813,000 | NGN | 57,838 | USD | GSC | 09/25/2024 | (1,871) | ||||
33,620,000 | NGN | 20,947 | USD | CBK | 10/15/2024 | (1,167) | ||||
45,049,000 | NGN | 26,767 | USD | CBK | 10/24/2024 | (435) | ||||
33,619,000 | NGN | 20,167 | USD | CBK | 01/13/2025 | (1,423) | ||||
75,000 | NZD | 44,216 | USD | SSG | 09/18/2024 | 423 | ||||
130,000 | NZD | 79,211 | USD | CBK | 09/18/2024 | (1,837) | ||||
515,000 | PEN | 136,388 | USD | BOA | 09/18/2024 | 1,357 | ||||
236,000 | PEN | 61,926 | USD | DEUT | 09/18/2024 | 1,196 | ||||
218,000 | PEN | 58,368 | USD | BNP | 09/18/2024 | (61) | ||||
5,480,000 | PHP | 93,372 | USD | BOA | 09/18/2024 | 452 | ||||
4,580,000 | PHP | 78,017 | USD | BCLY | 09/18/2024 | 398 | ||||
6,350,000 | PHP | 108,798 | USD | JPM | 09/18/2024 | (79) | ||||
33,000 | PLN | 8,265 | USD | CBK | 08/13/2024 | 60 | ||||
6,354,000 | PLN | 1,560,305 | USD | DEUT | 09/18/2024 | 41,825 | ||||
1,417,000 | PLN | 351,399 | USD | JPM | 09/18/2024 | 5,891 | ||||
1,065,000 | PLN | 266,255 | USD | CBK | 09/18/2024 | 2,280 | ||||
490,000 | PLN | 122,405 | USD | MSC | 09/18/2024 | 1,146 | ||||
255,000 | PLN | 64,591 | USD | BNP | 09/18/2024 | (294) | ||||
3,495,000 | RON | 750,353 | USD | BCLY | 09/18/2024 | 9,474 | ||||
126,000 | RON | 27,356 | USD | UBS | 09/18/2024 | 37 | ||||
295,000 | RON | 64,223 | USD | CBK | 09/18/2024 | (89) | ||||
100,000 | RON | 21,994 | USD | DEUT | 09/18/2024 | (254) | ||||
3,303,000 | RSD | 30,104 | USD | CBK | 09/18/2024 | 475 | ||||
300,000 | SGD | 222,371 | USD | JPM | 09/18/2024 | 2,608 | ||||
85,000 | SGD | 62,858 | USD | SSG | 09/18/2024 | 886 | ||||
57,977,000 | THB | 1,589,984 | USD | BCLY | 09/18/2024 | 42,928 | ||||
3,416,000 | THB | 93,106 | USD | BNP | 09/18/2024 | 3,105 | ||||
5,440,000 | THB | 150,476 | USD | DEUT | 09/18/2024 | 2,740 | ||||
3,950,000 | THB | 109,172 | USD | UBS | 09/18/2024 | 2,079 | ||||
4,930,000 | THB | 136,971 | USD | MSC | 09/18/2024 | 1,882 | ||||
7,010,000 | THB | 195,781 | USD | CBK | 09/18/2024 | 1,655 | ||||
622,000 | THB | 17,078 | USD | BOA | 10/21/2024 | 486 | ||||
624,000 | THB | 17,479 | USD | BOA | 01/21/2025 | 263 | ||||
6,728,000 | TRY | 188,261 | USD | UBS | 09/18/2024 | 3,992 | ||||
6,860,000 | TRY | 192,130 | USD | BCLY | 09/18/2024 | 3,895 | ||||
11,627,500 | TRY | 329,396 | USD | MSC | 09/18/2024 | 2,859 | ||||
5,982,000 | TRY | 168,294 | USD | GSC | 09/18/2024 | 2,642 | ||||
2,625,000 | TRY | 73,161 | USD | BOA | 09/18/2024 | 1,849 | ||||
1,945,000 | TRY | 54,880 | USD | JPM | 09/18/2024 | 698 | ||||
1,390,000 | UYU | 35,414 | USD | GSC | 08/15/2024 | (914) | ||||
25,395,000 | ZAR | 1,372,348 | USD | SSG | 09/18/2024 | 16,683 | ||||
3,208,000 | ZAR | 174,480 | USD | DEUT | 09/18/2024 | 987 | ||||
1,866,000 | ZAR | 101,843 | USD | MSC | 09/18/2024 | 220 | ||||
630,000 | ZAR | 34,258 | USD | BOA | 09/18/2024 | 201 | ||||
1,620,000 | ZAR | 88,490 | USD | BNP | 09/18/2024 | 119 | ||||
79,325 | USD | 120,000 | AUD | JPM | 09/18/2024 | 753 | ||||
125,497 | USD | 694,000 | BRL | BOA | 08/13/2024 | 2,973 | ||||
16,554 | USD | 86,000 | BRL | MSC | 08/13/2024 | 1,371 | ||||
449,163 | USD | 2,496,000 | BRL | CBK | 09/04/2024 | 9,460 | ||||
71,814 | USD | 385,000 | BRL | MSC | 09/04/2024 | 3,991 | ||||
83,165 | USD | 450,000 | BRL | JPM | 09/04/2024 | 3,892 | ||||
200,465 | USD | 1,140,000 | BRL | GSC | 09/04/2024 | (361) | ||||
226,590 | USD | 1,274,000 | BRL | MSC | 10/03/2024 | 2,884 | ||||
19,291 | USD | 99,000 | BRL | BOA | 10/03/2024 | 1,907 | ||||
135,149 | USD | 769,000 | BRL | BCLY | 10/03/2024 | 118 | ||||
696 | USD | 4,000 | BRL | BCLY | 01/06/2025 | 2 | ||||
160,380 | USD | 220,000 | CAD | CBK | 09/18/2024 | 805 | ||||
50,683 | USD | 70,000 | CAD | SCB | 09/18/2024 | (91) |
65 |
The Hartford Emerging Markets Local Debt Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Foreign Currency Contracts Outstanding at July 31, 2024 – (continued) | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
538,911 | USD | 500,478,000 | CLP | MSC | 09/23/2024 | $ 7,750 | ||||
72,882 | USD | 68,100,000 | CLP | BCLY | 09/23/2024 | 607 | ||||
52,993 | USD | 50,200,000 | CLP | CBK | 09/23/2024 | (285) | ||||
76,125 | USD | 72,400,000 | CLP | GSC | 09/23/2024 | (713) | ||||
82,467 | USD | 78,500,000 | CLP | BOA | 09/23/2024 | (845) | ||||
187,759 | USD | 1,361,000 | CNH | JPM | 09/19/2024 | (1,403) | ||||
174,883 | USD | 1,269,000 | CNH | MSC | 09/19/2024 | (1,491) | ||||
86,379 | USD | 343,441,000 | COP | BOA | 09/18/2024 | 2,190 | ||||
330,534 | USD | 1,343,777,000 | COP | CBK | 09/18/2024 | 1,129 | ||||
41,584 | USD | 167,000,000 | COP | BNP | 09/18/2024 | 646 | ||||
133,617 | USD | 554,344,000 | COP | MSC | 09/18/2024 | (2,271) | ||||
30,179 | USD | 118,756,000 | COP | MSC | 11/25/2024 | 1,353 | ||||
301,310 | USD | 6,980,000 | CZK | BCLY | 09/18/2024 | 3,669 | ||||
160,493 | USD | 3,740,000 | CZK | MSC | 09/18/2024 | 1,013 | ||||
245,160 | USD | 5,740,000 | CZK | JPM | 09/18/2024 | 396 | ||||
40,264 | USD | 37,000 | EUR | BNP | 09/18/2024 | 128 | ||||
8,709 | USD | 8,000 | EUR | RBC | 09/18/2024 | 31 | ||||
46,654 | USD | 43,000 | EUR | UBS | 09/18/2024 | 10 | ||||
342,772 | USD | 316,000 | EUR | MSC | 09/18/2024 | (9) | ||||
109,760 | USD | 102,000 | EUR | CIB | 09/18/2024 | (884) | ||||
89,141 | USD | 83,000 | EUR | BOA | 09/18/2024 | (893) | ||||
138,971 | USD | 129,000 | EUR | JPM | 09/18/2024 | (961) | ||||
289,556 | USD | 268,000 | EUR | CBK | 09/18/2024 | (1,156) | ||||
4,212,785 | USD | 3,920,000 | EUR | DEUT | 09/18/2024 | (39,428) | ||||
276,258 | USD | 253,000 | EUR | DEUT | 01/31/2025 | 55 | ||||
30,564 | USD | 24,000 | GBP | SCB | 09/18/2024 | (303) | ||||
32,826 | USD | 11,745,000 | HUF | MSC | 08/13/2024 | 582 | ||||
133,791 | USD | 48,300,000 | HUF | CBK | 09/18/2024 | 1,330 | ||||
121,257 | USD | 44,000,000 | HUF | DEUT | 09/18/2024 | 590 | ||||
107,302 | USD | 39,500,000 | HUF | MSC | 09/18/2024 | (1,025) | ||||
92,577 | USD | 34,489,000 | HUF | SSG | 09/18/2024 | (2,007) | ||||
113,724 | USD | 1,839,773,000 | IDR | SCB | 09/18/2024 | 617 | ||||
109,728 | USD | 1,781,253,000 | IDR | MSC | 09/18/2024 | 219 | ||||
43,090 | USD | 702,000,000 | IDR | DEUT | 09/18/2024 | (68) | ||||
122,171 | USD | 1,992,000,000 | IDR | JPM | 09/18/2024 | (294) | ||||
136,132 | USD | 2,235,000,000 | IDR | CBK | 09/18/2024 | (1,273) | ||||
38,798 | USD | 3,240,000 | INR | GSC | 09/06/2024 | 144 | ||||
199,810 | USD | 16,717,000 | INR | BCLY | 09/18/2024 | 447 | ||||
291,136 | USD | 24,380,000 | INR | CBK | 09/18/2024 | 386 | ||||
106,088 | USD | 8,880,000 | INR | DEUT | 09/18/2024 | 187 | ||||
164,643 | USD | 13,805,000 | INR | JPM | 09/18/2024 | 9 | ||||
39,759 | USD | 3,334,000 | INR | BOA | 09/18/2024 | (2) | ||||
59,265 | USD | 4,970,000 | INR | MSC | 09/18/2024 | (6) | ||||
69,416 | USD | 95,850,000 | KRW | CBK | 09/19/2024 | (690) | ||||
79,427 | USD | 109,640,000 | KRW | MSC | 09/19/2024 | (765) | ||||
39,061 | USD | 18,300,000 | KZT | JPM | 09/18/2024 | 984 | ||||
112,261 | USD | 53,700,000 | KZT | BOA | 09/18/2024 | 527 | ||||
69,969 | USD | 33,900,000 | KZT | BOA | 12/18/2024 | 877 | ||||
301,297 | USD | 5,564,000 | MXN | SSG | 09/18/2024 | 4,931 | ||||
184,390 | USD | 3,402,000 | MXN | UBS | 09/18/2024 | 3,183 | ||||
219,660 | USD | 4,100,000 | MXN | TDB | 09/18/2024 | 1,274 | ||||
52,848 | USD | 980,000 | MXN | BOA | 09/18/2024 | 648 | ||||
59,154 | USD | 1,100,000 | MXN | JPM | 09/18/2024 | 562 | ||||
44,551 | USD | 830,000 | MXN | BNP | 09/18/2024 | 341 | ||||
29,255 | USD | 550,000 | MXN | CBK | 09/18/2024 | (40) | ||||
47,310 | USD | 900,000 | MXN | BCLY | 09/18/2024 | (628) | ||||
1,064,784 | USD | 20,049,000 | MXN | MSC | 09/18/2024 | (3,126) | ||||
84,638 | USD | 1,460,000 | MXN | DEUT | 10/04/2024 | 7,065 | ||||
689,856 | USD | 12,078,000 | MXN | CBK | 10/23/2024 | 50,247 | ||||
392,108 | USD | 7,135,000 | MXN | BCLY | 11/06/2024 | 15,082 | ||||
726,233 | USD | 12,444,000 | MXN | RBC | 11/13/2024 | 69,396 | ||||
695,677 | USD | 12,078,000 | MXN | GSC | 11/13/2024 | 58,159 | ||||
902,909 | USD | 16,240,000 | MXN | CBK | 11/25/2024 | 47,328 | ||||
455,562 | USD | 8,310,000 | MXN | MSC | 11/25/2024 | 17,761 | ||||
722,128 | USD | 12,444,000 | MXN | RBC | 12/20/2024 | 69,107 |
66 |
The Hartford Emerging Markets Local Debt Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Foreign Currency Contracts Outstanding at July 31, 2024 – (continued) | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
691,891 | USD | 12,078,000 | MXN | GSC | 12/20/2024 | $ 58,076 | ||||
683,764 | USD | 12,078,000 | MXN | CBK | 12/20/2024 | 49,949 | ||||
459,868 | USD | 8,610,000 | MXN | SSG | 01/10/2025 | 9,527 | ||||
528,775 | USD | 10,040,000 | MXN | GSC | 01/21/2025 | 4,541 | ||||
528,806 | USD | 10,040,000 | MXN | GSC | 01/29/2025 | 5,227 | ||||
350,351 | USD | 6,708,000 | MXN | CBK | 04/23/2025 | 4,767 | ||||
279,474 | USD | 5,370,000 | MXN | RBC | 04/23/2025 | 2,820 | ||||
1,278,186 | USD | 24,522,000 | MXN | SSG | 05/13/2025 | 18,979 | ||||
147,347 | USD | 680,000 | MYR | DEUT | 09/18/2024 | (1,453) | ||||
146,297 | USD | 682,000 | MYR | BNP | 09/18/2024 | (2,941) | ||||
160,243 | USD | 260,000 | NZD | ANZ | 09/18/2024 | 5,495 | ||||
50,667 | USD | 85,000 | NZD | JPM | 09/18/2024 | 76 | ||||
33,171 | USD | 125,000 | PEN | BCLY | 09/18/2024 | (263) | ||||
40,254 | USD | 152,000 | PEN | GSC | 09/18/2024 | (401) | ||||
158,600 | USD | 599,000 | PEN | CBK | 09/18/2024 | (1,612) | ||||
133,459 | USD | 508,000 | PEN | DEUT | 09/18/2024 | (2,414) | ||||
215,773 | USD | 816,000 | PEN | BOA | 09/18/2024 | (2,479) | ||||
99,303 | USD | 5,840,000 | PHP | BOA | 09/18/2024 | (685) | ||||
295,065 | USD | 17,310,000 | PHP | CBK | 09/18/2024 | (1,302) | ||||
35,306 | USD | 139,000 | PLN | MSC | 08/13/2024 | 243 | ||||
100,591 | USD | 395,000 | PLN | DEUT | 09/18/2024 | 994 | ||||
36,010 | USD | 142,000 | PLN | JPM | 09/18/2024 | 205 | ||||
110,750 | USD | 440,000 | PLN | GSC | 09/18/2024 | (194) | ||||
109,112 | USD | 435,000 | PLN | RBC | 09/18/2024 | (572) | ||||
227,064 | USD | 910,000 | PLN | MSC | 09/18/2024 | (2,389) | ||||
86,029 | USD | 338,000 | PLN | BCLY | 10/15/2024 | 843 | ||||
38,008 | USD | 150,000 | PLN | BCLY | 01/21/2025 | 310 | ||||
140,848 | USD | 647,000 | RON | CBK | 09/18/2024 | 189 | ||||
285,325 | USD | 1,314,000 | RON | GSC | 09/18/2024 | (343) | ||||
131,128 | USD | 605,000 | RON | BNP | 09/18/2024 | (401) | ||||
60,381 | USD | 280,000 | RON | DEUT | 09/18/2024 | (492) | ||||
75,135 | USD | 348,000 | RON | MSC | 09/18/2024 | (522) | ||||
78,328 | USD | 105,000 | SGD | CBK | 09/18/2024 | (415) | ||||
82,033 | USD | 110,000 | SGD | RBC | 09/18/2024 | (459) | ||||
125,981 | USD | 170,000 | SGD | MSC | 09/18/2024 | (1,508) | ||||
65,154 | USD | 2,350,000 | THB | UBS | 09/18/2024 | (1,034) | ||||
126,628 | USD | 4,540,000 | THB | GSC | 09/18/2024 | (1,240) | ||||
61,555 | USD | 2,260,000 | THB | CBK | 09/18/2024 | (2,097) | ||||
116,422 | USD | 4,260,000 | THB | JPM | 09/18/2024 | (3,560) | ||||
196,197 | USD | 7,120,000 | THB | BCLY | 09/18/2024 | (4,336) | ||||
37,667 | USD | 1,310,000 | TRY | BNP | 09/18/2024 | 234 | ||||
293,109 | USD | 10,251,000 | TRY | MSC | 09/18/2024 | 188 | ||||
21,890 | USD | 775,000 | TRY | GSC | 09/18/2024 | (256) | ||||
41,900 | USD | 1,480,000 | TRY | JPM | 09/18/2024 | (391) | ||||
219,022 | USD | 7,770,000 | TRY | BCLY | 09/18/2024 | (3,006) | ||||
58,827 | USD | 2,306,000 | UYU | GSC | 08/15/2024 | 1,591 | ||||
74,907 | USD | 3,030,000 | UYU | DEUT | 08/15/2024 | (297) | ||||
69,116 | USD | 1,251,000 | ZAR | SSG | 09/18/2024 | 690 | ||||
47,047 | USD | 860,000 | ZAR | RBC | 09/18/2024 | 7 | ||||
29,685 | USD | 548,000 | ZAR | BMO | 09/18/2024 | (289) | ||||
183,695 | USD | 3,370,000 | ZAR | MSC | 09/18/2024 | (634) | ||||
54,931 | USD | 1,020,000 | ZAR | JPM | 09/18/2024 | (860) | ||||
109,918 | USD | 2,040,000 | ZAR | RBS | 09/18/2024 | (1,664) | ||||
229,083 | USD | 4,270,000 | ZAR | DEUT | 09/18/2024 | (4,474) | ||||
22,760 | USD | 440,000 | ZAR | BOA | 10/21/2024 | (1,241) | ||||
11,142 | USD | 211,000 | ZAR | BOA | 12/06/2024 | (326) | ||||
11,538 | USD | 211,000 | ZAR | BOA | 12/24/2024 | 87 | ||||
Total foreign currency contracts | $ (78,164) |
† For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
67 |
The Hartford Emerging Markets Local Debt Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of July 31, 2024 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Corporate Bonds | $ 11,006,373 | $ — | $ 11,006,373 | $ — | ||||
Foreign Government Obligations | 19,965,971 | — | 19,965,971 | — | ||||
Short-Term Investments | 95,153 | — | 95,153 | — | ||||
Purchased Options | 106,813 | — | 106,813 | — | ||||
Foreign Currency Contracts(2) | 813,593 | — | 813,593 | — | ||||
Futures Contracts(2) | 32,585 | 32,585 | — | — | ||||
Swaps - Interest Rate(2) | 152,604 | — | 152,604 | — | ||||
Total | $ 32,173,092 | $ 32,585 | $ 32,140,507 | $ — | ||||
Liabilities | ||||||||
Foreign Currency Contracts(2) | $ (891,757) | $ — | $ (891,757) | $ — | ||||
Futures Contracts(2) | (38,996) | (38,996) | — | — | ||||
Swaps - Credit Default(2) | (3,695) | — | (3,695) | — | ||||
Swaps - Interest Rate(2) | (110,737) | — | (110,737) | — | ||||
Written Options | (80,903) | — | (80,903) | — | ||||
Total | $ (1,126,088) | $ (38,996) | $ (1,087,092) | $ — |
(1) | For the period ended July 31, 2024, 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, 2024 is not presented.
68 |
The Hartford Equity Income Fund
Schedule of
Investments
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
69 |
The Hartford Equity Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (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, 2024 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Banks | $ 422,146,380 | $ 422,146,380 | $ — | $ — | ||||
Capital Goods | 487,883,901 | 451,178,815 | 36,705,086 | — | ||||
Consumer Discretionary Distribution & Retail | 100,766,358 | 100,766,358 | — | — | ||||
Consumer Durables & Apparel | 38,295,083 | 38,295,083 | — | — | ||||
Consumer Services | 73,068,997 | 73,068,997 | — | — | ||||
Energy | 472,470,699 | 472,470,699 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 295,832,271 | 295,832,271 | — | — | ||||
Financial Services | 329,809,383 | 329,809,383 | — | — | ||||
Food, Beverage & Tobacco | 306,228,652 | 243,680,644 | 62,548,008 | — | ||||
Health Care Equipment & Services | 234,394,576 | 234,394,576 | — | — | ||||
Household & Personal Products | 164,231,967 | 164,231,967 | — | — | ||||
Insurance | 188,494,627 | 188,494,627 | — | — | ||||
Materials | 224,257,253 | 224,257,253 | — | — | ||||
Media & Entertainment | 35,156,752 | 35,156,752 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 644,815,926 | 568,043,511 | 76,772,415 | — | ||||
Semiconductors & Semiconductor Equipment | 154,315,829 | 154,315,829 | — | — | ||||
Software & Services | 53,889,392 | 53,889,392 | — | — | ||||
Technology Hardware & Equipment | 236,386,819 | 236,386,819 | — | — | ||||
Telecommunication Services | 53,426,997 | 53,426,997 | — | — | ||||
Transportation | 160,831,904 | 160,831,904 | — | — | ||||
Utilities | 428,728,308 | 428,728,308 | — | — | ||||
Short-Term Investments | 10,405,737 | — | 10,405,737 | — | ||||
Total | $ 5,115,837,811 | $ 4,929,406,565 | $ 186,431,246 | $ — |
(1) | For the period ended July 31, 2024, there were no transfers in and out of Level 3. |
70 |
The Hartford Floating Rate Fund
Schedule of
Investments
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
71 |
The Hartford Floating Rate Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
72 |
The Hartford Floating Rate Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
73 |
The Hartford Floating Rate Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
74 |
The Hartford Floating Rate Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
75 |
The Hartford Floating Rate Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
76 |
The Hartford Floating Rate Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
77 |
The Hartford Floating Rate Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
78 |
The Hartford Floating Rate Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Futures Contracts Outstanding at July 31, 2024 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Short position contracts: | ||||||||
Euro-BOBL Future | (9) | 09/06/2024 | $ (1,144,577) | $ (18,427) | ||||
U.S. Treasury 5-Year Note Future | (27) | 09/30/2024 | (2,913,047) | (46,909) | ||||
Total futures contracts | $ (65,336) |
79 |
The Hartford Floating Rate Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
OTC Total Return Swap Contracts Outstanding at July 31, 2024 | |||||||||||||||||||
Reference Entity | Counter- party | Notional Amount | Payments received (paid) by the Fund | Expiration Date | Periodic Payment Frequency | Upfront Premiums Paid | Upfront Premiums Received | Value† | Unrealized Appreciation/ Depreciation | ||||||||||
Markit iBoxx USD Liquid Leveraged Loan Index | MSC | USD | 44,775,000 | (5.33%) | 09/20/2024 | Quarterly | $ — | $ — | $ 923,781 | $ 923,781 | |||||||||
Markit iBoxx USD Liquid Leveraged Loans Total Return Index | BNP | USD | 22,100,000 | (5.33%) | 12/20/2024 | Quarterly | — | — | 30,547 | 30,547 | |||||||||
Markit iBoxx USD Liquid Leveraged Loans Total Return Index | MSC | USD | 25,775,000 | (5.33%) | 12/20/2024 | Quarterly | — | — | 1,584 | 1,584 | |||||||||
Total OTC total return swap contracts | $ — | $ — | $ 955,912 | $ 955,912 |
Centrally Cleared Credit Default Swap Contracts Outstanding at July 31, 2024 | |||||||||||||||||
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.S42 | USD | 7,675,000 | (5.00%) | 06/20/2029 | Quarterly | $ — | $ (502,525) | $ (575,560) | $ (73,035) | ||||||||
Total centrally cleared credit default swap contracts | $ — | $ (502,525) | $ (575,560) | $ (73,035) |
(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, 2024 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
19,000 | CAD | 13,747 | USD | RBC | 08/30/2024 | $ 27 | ||||
1,811,607 | EUR | 1,967,555 | USD | SCB | 08/30/2024 | (4,022) | ||||
5,426,351 | EUR | 5,896,372 | USD | DEUT | 08/30/2024 | (14,957) | ||||
124,000 | GBP | 159,595 | USD | BCLY | 08/30/2024 | (137) | ||||
168,610,403 | USD | 155,169,868 | EUR | DEUT | 08/30/2024 | 427,693 | ||||
5,534,759 | USD | 4,300,321 | GBP | BCLY | 08/30/2024 | 4,755 | ||||
Total foreign currency contracts | $ 413,359 |
† For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
80 |
The Hartford Floating Rate Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of July 31, 2024 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Asset & Commercial Mortgage-Backed Securities | $ 21,476,022 | $ — | $ 21,476,022 | $ — | ||||
Convertible Bonds | 2,098,237 | — | 2,098,237 | — | ||||
Corporate Bonds | 68,766,425 | — | 68,443,325 | 323,100 | ||||
Senior Floating Rate Interests | 1,114,906,022 | — | 1,114,906,022 | — | ||||
Common Stocks | ||||||||
Energy | 2,999,124 | — | 2,994,636 | 4,488 | ||||
Insurance | 1,755 | — | 1,755 | — | ||||
Materials | 1,417,974 | — | 1,417,974 | — | ||||
Media & Entertainment | 2,324,175 | — | 2,274,169 | 50,006 | ||||
Utilities | 20,198 | — | — | 20,198 | ||||
Exchange-Traded Funds | 49,063,500 | 49,063,500 | — | — | ||||
Warrants | 3,375 | — | — | 3,375 | ||||
Foreign Currency Contracts(2) | 432,475 | — | 432,475 | — | ||||
Swaps- Total Return(2) | 955,912 | — | 955,912 | — | ||||
Total | $ 1,264,465,194 | $ 49,063,500 | $ 1,215,000,527 | $ 401,167 | ||||
Liabilities | ||||||||
Foreign Currency Contracts(2) | $ (19,116) | $ — | $ (19,116) | $ — | ||||
Futures Contracts(2) | (65,336) | (65,336) | — | — | ||||
Swaps - Credit Default(2) | (73,035) | — | (73,035) | — | ||||
Total | $ (157,487) | $ (65,336) | $ (92,151) | $ — |
(1) | For the period ended July 31, 2024, 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, 2024 is not presented.
81 |
The Hartford Growth Allocation Fund
Schedule of
Investments
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
A summary of affiliate
fund transactions for the period ended July 31, 2024 is as follows:
Affiliated Investment Companies | Beginning Value as of November 1, 2023 | Purchases at Cost | Proceeds from Sales | Net Realized Gain/(Loss) on Sales | Change in Unrealized Appreciation/ (Depreciation) | Ending Value as of July 31, 2024 | Shares as of July 31, 2024 | Dividend Income | Capital Gains Distribution | |||||||||
Hartford Core Bond ETF | $ 37,921,011 | $ — | $ 10,510,409 | $ (2,095,799) | $ 5,082,752 | $ 30,397,555 | 863,562 | $ 1,105,739 | $ — | |||||||||
Hartford Core Equity Fund, Class F | 97,010,528 | 3,268,733 | 17,129,487 | 3,295,460 | 23,955,319 | 110,400,553 | 2,054,728 | 1,179,600 | 2,089,133 | |||||||||
Hartford Large Cap Growth ETF | 37,594,330 | — | — | — | 16,304,506 | 53,898,836 | 2,632,859 | — | — | |||||||||
Hartford Multifactor Developed Markets (ex-US) ETF | 29,607,912 | — | — | — | 4,813,226 | 34,421,138 | 1,194,349 | 1,349,728 | — | |||||||||
Hartford Multifactor US Equity ETF | 41,758,910 | — | — | — | 11,277,999 | 53,036,909 | 1,060,700 | 623,068 | — | |||||||||
Hartford Schroders Core Fixed Income Fund, Class F | 24,747,690 | 810,212 | 6,446,163 | (426,573) | 1,906,534 | 20,591,700 | 2,386,060 | 792,299 | — | |||||||||
Hartford Schroders Emerging Markets Equity Fund, Class F | 4,634,623 | 5,262,771 | — | — | 742,710 | 10,640,104 | 622,592 | 76,424 | — | |||||||||
Hartford Schroders International Multi-Cap Value Fund, Class F | 29,804,276 | 805,671 | 2,164,569 | 10,161 | 5,678,765 | 34,134,304 | 3,282,145 | 805,670 | — | |||||||||
Hartford Small Cap Value Fund, Class F | 13,149,820 | 3,255,739 | 1,308,906 | 110,189 | 4,023,851 | 19,230,693 | 1,493,066 | 268,472 | 282,164 | |||||||||
The Hartford Equity Income Fund, Class F | 40,273,998 | 3,164,424 | 2,056,506 | 104,427 | 5,217,851 | 46,704,194 | 2,190,628 | 894,445 | 2,269,978 | |||||||||
The Hartford Growth Opportunities Fund, Class F | 15,977,844 | 2,509,352 | 13,094,280 | 3,156,389 | 2,777,842 | 11,327,147 | 194,926 | — | — | |||||||||
The Hartford International Growth Fund, Class F | 16,928,550 | 174,943 | 1,144,947 | 87,301 | 3,962,017 | 20,007,864 | 1,183,197 | 174,943 | — | |||||||||
The Hartford International Opportunities Fund, Class F | 36,513,234 | 5,968,747 | 226,589 | 2,446 | 8,086,037 | 50,343,875 | 2,703,753 | 724,808 | — |
82 |
The Hartford Growth Allocation Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Affiliated Investment Companies | Beginning Value as of November 1, 2023 | Purchases at Cost | Proceeds from Sales | Net Realized Gain/(Loss) on Sales | Change in Unrealized Appreciation/ (Depreciation) | Ending Value as of July 31, 2024 | Shares as of July 31, 2024 | Dividend Income | Capital Gains Distribution | |||||||||
The Hartford Small Company Fund, Class F | $ 12,278,046 | $ 2,309,167 | $ 390,127 | $ (41,765) | $ 4,510,894 | $ 18,666,215 | 828,505 | $ — | $ — | |||||||||
The Hartford Strategic Income Fund, Class F | 9,385,374 | 423,758 | 5,205,434 | 232,385 | 548,005 | 5,384,088 | 684,128 | 423,759 | — | |||||||||
The Hartford World Bond Fund, Class F | 21,642,682 | 8,740,300 | 7,006,445 | (123,798) | 1,162,774 | 24,415,513 | 2,417,378 | 759,663 | — | |||||||||
Total | $469,228,828 | $36,693,817 | $66,683,862 | $4,310,823 | $100,051,082 | $543,600,688 | 25,792,576 | $9,178,618 | $4,641,275 |
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of July 31, 2024 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Affiliated Investment Companies | $ 543,600,688 | $ 543,600,688 | $ — | $ — | ||||
Short-Term Investments | 1,078,492 | 1,078,492 | — | — | ||||
Total | $ 544,679,180 | $ 544,679,180 | $ — | $ — |
(1) | For the period ended July 31, 2024, there were no transfers in and out of Level 3. |
83 |
Hartford Global Impact Fund
Schedule of
Investments
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
84 |
Hartford Global Impact Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Fair Value Summary
The following is a summary of the fair
valuations according to the inputs used as of July 31, 2024 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Australia | $ 2,159,364 | $ — | $ 2,159,364 | $ — | ||||
Brazil | 3,446,897 | 3,446,897 | — | — | ||||
Germany | 3,455,681 | — | 3,455,681 | — | ||||
India | 2,940,263 | — | 2,940,263 | — | ||||
Indonesia | 3,571,323 | — | 3,571,323 | — | ||||
Ireland | 2,277,352 | — | 2,277,352 | — | ||||
Japan | 8,803,611 | — | 8,803,611 | — | ||||
Netherlands | 10,093,309 | — | 10,093,309 | — | ||||
Puerto Rico | 3,525,648 | 3,525,648 | — | — | ||||
South Africa | 5,296,604 | 5,296,604 | — | — | ||||
South Korea | 1,376,682 | — | 1,376,682 | — | ||||
Spain | 1,351,044 | — | 1,351,044 | — | ||||
Sweden | 1,178,195 | — | 1,178,195 | — | ||||
Switzerland | 8,566,818 | — | 8,566,818 | — | ||||
Taiwan | 5,179,686 | — | 5,179,686 | — | ||||
United Kingdom | 13,945,466 | 8,166,647 | 5,778,819 | — | ||||
United States | 145,655,252 | 141,199,717 | 4,455,535 | — | ||||
Short-Term Investments | 2,907,044 | 1,522,244 | 1,384,800 | — | ||||
Total | $ 225,730,239 | $ 163,157,757 | $ 62,572,482 | $ — |
(1) | For the period ended July 31, 2024, there were no transfers in and out of Level 3. |
85 |
The Hartford Healthcare Fund
Schedule of
Investments
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
86 |
The Hartford Healthcare Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Fair Value Summary
The following is a summary of the fair
valuations according to the inputs used as of July 31, 2024 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Biotechnology | $ 244,782,054 | $ 236,677,469 | $ 8,104,585 | $ — | ||||
Health Care Distributors | 21,858,080 | 21,858,080 | — | — | ||||
Health Care Equipment | 133,886,689 | 129,547,630 | 4,339,059 | — | ||||
Health Care Facilities | 59,596,392 | 59,596,392 | — | — | ||||
Health Care Services | 36,596,610 | 36,596,610 | — | — | ||||
Health Care Supplies | 5,061,940 | 5,061,940 | — | — | ||||
Health Care Technology | 6,472,163 | 6,472,163 | — | — | ||||
Life Sciences Tools & Services | 120,895,881 | 117,288,681 | 3,607,200 | — | ||||
Managed Health Care | 150,159,590 | 150,159,590 | — | — | ||||
Pharmaceuticals | 307,863,625 | 233,952,942 | 73,910,683 | — | ||||
Rights | 7,564 | — | — | 7,564 | ||||
Short-Term Investments | 2,388,549 | 180,500 | 2,208,049 | — | ||||
Total | $ 1,089,569,137 | $ 997,391,997 | $ 92,169,576 | $ 7,564 |
(1) | For the period ended July 31, 2024, 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, 2024 is not presented.
87 |
The Hartford High Yield Fund
Schedule of
Investments
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
88 |
The Hartford High Yield Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
89 |
The Hartford High Yield Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
90 |
The Hartford High Yield Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
91 |
The Hartford High Yield Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
92 |
The Hartford High Yield Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
(6) | Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the Secured Overnight Financing Rate ("SOFR") and secondarily, the prime rate offered by one or more major United States banks (the "Prime Rate"). Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Base lending rates may be subject to a floor or cap. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of July 31, 2024. |
Futures Contracts Outstanding at July 31, 2024 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Short position contracts: | ||||||||
Euro-BOBL Future | (19) | 09/06/2024 | $ (2,416,329) | $ (41,432) | ||||
Total futures contracts | $ (41,432) |
Foreign Currency Contracts Outstanding at July 31, 2024 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
12,171,210 | USD | 11,201,000 | EUR | DEUT | 08/30/2024 | $ 30,873 | ||||
7,383,846 | USD | 5,737,000 | GBP | BCLY | 08/30/2024 | 6,344 | ||||
Total foreign currency contracts | $ 37,217 |
† 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, 2024 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Convertible Bonds | $ 20,071,698 | $ — | $ 20,071,698 | $ — | ||||
Corporate Bonds | 387,995,021 | — | 387,995,021 | — | ||||
Senior Floating Rate Interests | 9,135,067 | — | 9,135,067 | — | ||||
Short-Term Investments | 2,071,406 | — | 2,071,406 | — | ||||
Foreign Currency Contracts(2) | 37,217 | — | 37,217 | — | ||||
Total | $ 419,310,409 | $ — | $ 419,310,409 | $ — | ||||
Liabilities | ||||||||
Futures Contracts(2) | $ (41,432) | $ (41,432) | $ — | $ — | ||||
Total | $ (41,432) | $ (41,432) | $ — | $ — |
(1) | For the period ended July 31, 2024, 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. |
93 |
The Hartford Inflation Plus Fund
Schedule of
Investments
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
94 |
The Hartford Inflation Plus Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
95 |
The Hartford Inflation Plus Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
96 |
The Hartford Inflation Plus Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
97 |
The Hartford Inflation Plus Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Futures Contracts Outstanding at July 31, 2024 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
Canadian 10-Years Bond Future | 53 | 09/18/2024 | $ 4,719,386 | $ 98,293 | ||||
U.S. Treasury 2-Year Note Future | 107 | 09/30/2024 | 21,974,289 | 178,640 | ||||
U.S. Treasury 5-Year Note Future | 116 | 09/30/2024 | 12,515,312 | 222,549 | ||||
Total | $ 499,482 | |||||||
Short position contracts: | ||||||||
Euro BUXL 30-Year Bond Future | (4) | 09/06/2024 | $ (583,289) | $ (28,750) | ||||
Euro-BUND Future | (16) | 09/06/2024 | (2,315,668) | (20,793) | ||||
U.S. Treasury 10-Year Note Future | (58) | 09/19/2024 | (6,485,125) | (25,458) | ||||
U.S. Treasury Ultra Bond Future | (38) | 09/19/2024 | (4,862,813) | (161,975) | ||||
Total | $ (236,976) | |||||||
Total futures contracts | $ 262,506 |
OTC Interest Rate Swap Contracts Outstanding at July 31, 2024 | |||||||||||||||||||
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) | 1.24% Fixed | CPURNSA | USD | 5,005,000 | 01/15/2029 | At Maturity | $ — | $ — | $ 980,841 | $ 980,841 | |||||||||
CBK | 2.62% Fixed | CPURNSA | USD | 4,365,000 | 04/15/2028 | At Maturity | — | — | (16,855) | (16,855) | |||||||||
CBK | 2.60% Fixed | CPURNSA | USD | 18,520,000 | 01/15/2031 | At Maturity | — | — | 1,573,041 | 1,573,041 | |||||||||
CBK | 2.45% Fixed | CPURNSA | USD | 4,060,000 | 04/15/2028 | At Maturity | — | — | 18,747 | 18,747 | |||||||||
CBK | 2.41% Fixed | CPURNSA | USD | 15,145,000 | 01/15/2028 | At Maturity | — | (10,092) | (247,615) | (237,523) | |||||||||
Total OTC interest rate swap contracts | $ — | $ (10,092) | $ 2,308,159 | $ 2,318,251 |
(1) | At July 31, 2024, the counterparty had deposited in a segregated account securities with a value of $1,375,000 in connection with open swap contracts. |
OTC Total Return Swap Contracts Outstanding at July 31, 2024 | |||||||||||||||||||
Reference Entity | Counter- party | Notional Amount | Payments received (paid) by the Fund | Expiration Date | Periodic Payment Frequency | Upfront Premiums Paid | Upfront Premiums Received | Value† | Unrealized Appreciation/ Depreciation | ||||||||||
Markit iBoxx USD Liquid High Yield Index | MSC | USD | 1,090,000 | 5.33% | 12/20/2024 | Quarterly | $ — | $ — | $ (14,753) | $ (14,753) | |||||||||
Markit iBoxx USD Liquid High Yield Index | JPM | USD | 525,000 | 5.33% | 12/20/2024 | Quarterly | — | — | (8,281) | (8,281) | |||||||||
Total OTC total return swap contracts | $ — | $ — | $ (23,034) | $ (23,034) |
98 |
The Hartford Inflation Plus Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Centrally Cleared Credit Default Swap Contracts Outstanding at July 31, 2024 | ||||||||||||||||||
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: | ||||||||||||||||||
Anglo American Capital PLC (BBB+) | EUR | 1,660,000 | 5.00% | 12/20/2028 | Quarterly | $ 250,870 | $ — | $ 307,030 | $ 56,160 | |||||||||
Total centrally cleared credit default swap contracts | $ 250,870 | $ — | $ 307,030 | $ 56,160 |
(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, 2024 | |||||||||||||||||
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) | |||||||||
3.25% Fixed | 12 Mo. USD SOFR | USD | 5,510,000 | 06/21/2053 | Annual | $ — | $ (57,773) | $ 348,899 | $ 406,672 | ||||||||
2.63% Fixed | 3 Mo. SEK STIBOR | SEK | 40,920,000 | 09/18/2034 | Annual | — | (8,165) | (91,932) | (83,767) | ||||||||
Total centrally cleared interest rate swaps contracts | $ — | $ (65,938) | $ 256,967 | $ 322,905 |
Bond Forward Contracts Outstanding at July 31, 2024 | |||||||||
Counterparty | Reference Obligation | Notional Amount | Expiration Date | Unrealized Appreciation/ (Depreciation) | |||||
MSC | U.S. Treasury Inflation-Indexed Bonds, 0.13%, 04/15/2025(1) | USD | 14,746,300 | 04/15/2025 | $6,407 | ||||
BOA | U.S. Treasury Inflation-Indexed Bonds, 0.38%, 07/15/2025(1) | USD | 10,651,392 | 07/15/2025 | 7,197 | ||||
BOA | U.S. Treasury Inflation-Indexed Bonds, 0.63%, 01/15/2026(1) | USD | 18,588,669 | 01/15/2026 | 14,215 | ||||
MSC | U.S. Treasury Inflation-Indexed Bonds, 0.75%, 07/15/2028(1) | USD | 3,529,456 | 07/15/2028 | 7,061 | ||||
Total Bond Forward Contracts | $34,880 |
(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, 2024 | ||||||||||
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 | 2,933,071 | USD | DEUT | 08/02/2024 | $ (115,017) | ||||
15,943,000 | BRL | 2,805,434 | USD | CBK | 09/04/2024 | 3,135 | ||||
4,814,000,000 | COP | 1,189,009 | USD | CBK | 08/30/2024 | (5,484) | ||||
1,042,400,000 | JPY | 6,813,638 | USD | BMO | 08/30/2024 | 177,845 | ||||
677,717,000 | KRW | 490,594 | USD | BOA | 08/30/2024 | 2,596 | ||||
135,620,000 | KRW | 97,971 | USD | GSC | 08/30/2024 | 723 | ||||
162,000 | ZAR | 8,846 | USD | HSBC | 08/30/2024 | 27 | ||||
883,907 | USD | 1,347,000 | AUD | BCLY | 08/30/2024 | 2,291 | ||||
4,315,439 | USD | 23,457,000 | BRL | DEUT | 08/02/2024 | 169,225 | ||||
4,127,646 | USD | 23,457,000 | BRL | CBK | 09/04/2024 | (4,612) | ||||
4,091,511 | USD | 5,655,000 | CAD | RBC | 08/30/2024 | (8,169) | ||||
3,778,347 | USD | 15,297,582,000 | COP | CBK | 08/30/2024 | 17,426 | ||||
6,811,166 | USD | 6,268,224 | EUR | DEUT | 08/30/2024 | 17,277 | ||||
871,512 | USD | 1,202,687,000 | KRW | BOA | 08/30/2024 | (3,710) | ||||
7,602,023 | USD | 140,569,000 | MXN | UBS | 08/30/2024 | 94,398 | ||||
7,554,570 | USD | 12,813,000 | NZD | TDB | 08/30/2024 | (71,585) | ||||
4,380,220 | USD | 47,315,000 | SEK | BCLY | 08/30/2024 | (45,120) | ||||
Total foreign currency contracts | $ 231,246 |
† For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
99 |
The Hartford Inflation Plus Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of July 31, 2024 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Asset & Commercial Mortgage-Backed Securities | $ 14,904,081 | $ — | $ 14,904,081 | $ — | ||||
Convertible Bonds | 10,632,418 | — | 10,632,418 | — | ||||
Corporate Bonds | 352,571 | — | 352,571 | — | ||||
Foreign Government Obligations | 40,073,315 | — | 40,073,315 | — | ||||
Senior Floating Rate Interests | 7,945,906 | — | 7,945,906 | — | ||||
U.S. Government Agencies | 1,300,104 | — | 1,300,104 | — | ||||
U.S. Government Securities | 259,046,688 | — | 259,046,688 | — | ||||
Short-Term Investments | 604,233 | 365,085 | 239,148 | — | ||||
Bond Forward(2) | 34,880 | — | 34,880 | — | ||||
Foreign Currency Contracts(2) | 484,943 | — | 484,943 | — | ||||
Futures Contracts(2) | 499,482 | 499,482 | — | — | ||||
Swaps - Credit Default(2) | 56,160 | — | 56,160 | — | ||||
Swaps - Interest Rate(2) | 2,979,301 | — | 2,979,301 | — | ||||
Total | $ 338,914,082 | $ 864,567 | $ 338,049,515 | $ — | ||||
Liabilities | ||||||||
Foreign Currency Contracts(2) | $ (253,697) | $ — | $ (253,697) | $ — | ||||
Futures Contracts(2) | (236,976) | (236,976) | — | — | ||||
Swaps - Interest Rate(2) | (338,145) | — | (338,145) | — | ||||
Swaps - Total Return(2) | (23,034) | — | (23,034) | — | ||||
Total | $ (851,852) | $ (236,976) | $ (614,876) | $ — |
(1) | For the period ended July 31, 2024, 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. |
100 |
Hartford International Equity Fund
Schedule of
Investments
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
101 |
Hartford International Equity Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
102 |
Hartford International Equity Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
103 |
Hartford International Equity Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
104 |
Hartford International Equity Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
105 |
Hartford International Equity Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Futures Contracts Outstanding at July 31, 2024 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
SPI 200 Future | 93 | 09/19/2024 | $ 12,256,216 | $ 335,863 | ||||
Total futures contracts | $ 335,863 |
† For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
106 |
Hartford International Equity Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of July 31, 2024 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Australia | $ 13,597,881 | $ 429,198 | $ 13,168,683 | $ — | ||||
Austria | 7,208,363 | 117,436 | 7,090,927 | — | ||||
Belgium | 3,146,679 | — | 3,146,679 | — | ||||
Brazil | 9,156,296 | 9,156,296 | — | — | ||||
Burkina Faso | 466,510 | 466,510 | — | — | ||||
Canada | 28,609,237 | 28,609,237 | — | — | ||||
Cayman Islands | 454,465 | 454,465 | — | — | ||||
Chile | 1,145,849 | 1,145,849 | — | — | ||||
China | 36,980,138 | 8,797,642 | 28,182,496 | — | ||||
Denmark | 11,412,441 | — | 11,412,441 | — | ||||
Egypt | 539,889 | — | 539,889 | — | ||||
Finland | 3,883,837 | — | 3,883,837 | — | ||||
France | 54,733,746 | — | 54,733,746 | — | ||||
Germany | 39,193,205 | — | 39,193,205 | — | ||||
Greece | 281,306 | — | 281,306 | — | ||||
Hong Kong | 10,387,820 | — | 10,387,820 | — | ||||
Hungary | 1,752,106 | 432,377 | 1,319,729 | — | ||||
India | 31,835,969 | 7,579,159 | 24,256,810 | — | ||||
Indonesia | 3,828,504 | 3,307,713 | 520,791 | — | ||||
Ireland | 1,775,495 | — | 1,775,495 | — | ||||
Israel | 1,279,197 | 1,279,197 | — | — | ||||
Italy | 17,995,818 | 3,057,437 | 14,938,381 | — | ||||
Japan | 86,832,679 | 709,186 | 86,123,493 | — | ||||
Kazakhstan | 798,868 | 798,868 | — | — | ||||
Luxembourg | 456,979 | — | 456,979 | — | ||||
Malaysia | 635,622 | — | 635,622 | — | ||||
Mexico | 3,824,767 | 3,223,717 | 601,050 | — | ||||
Netherlands | 25,245,423 | — | 25,245,423 | — | ||||
Norway | 125,614 | — | 125,614 | — | ||||
Pakistan | 373,326 | 373,326 | — | — | ||||
Peru | 597,752 | 597,752 | — | — | ||||
Philippines | 679,968 | 241,216 | 438,752 | — | ||||
Poland | 1,427,956 | — | 1,427,956 | — | ||||
Russia | — | — | — | — | ||||
Saudi Arabia | 7,048,328 | — | 7,048,328 | — | ||||
Singapore | 629,310 | 629,310 | — | — | ||||
South Africa | 8,444,472 | 4,648,948 | 3,795,524 | — | ||||
South Korea | 22,905,782 | 1,586,811 | 21,318,971 | — | ||||
Spain | 8,151,194 | 297,436 | 7,853,758 | — | ||||
Sweden | 8,569,865 | — | 8,569,865 | — | ||||
Switzerland | 24,327,953 | — | 24,327,953 | — | ||||
Taiwan | 30,101,359 | 968,604 | 29,132,755 | — | ||||
Thailand | 4,705,736 | 3,082,901 | 1,622,835 | — | ||||
Turkey | 1,755,076 | 1,755,076 | — | — | ||||
Ukraine | 188,083 | 188,083 | — | — | ||||
United Arab Emirates | 3,132,189 | 868,405 | 2,263,784 | — | ||||
United Kingdom | 51,742,932 | 774,465 | 50,968,467 | — | ||||
United States | 38,626,310 | 7,231,124 | 30,628,400 | 766,786 | ||||
Convertible Preferred Stocks | 315,694 | — | — | 315,694 | ||||
Exchange-Traded Funds | 336,360 | 336,360 | — | — | ||||
Preferred Stocks | 6,617,278 | 3,552,997 | 2,584,647 | 479,634 | ||||
Rights | 1,652 | 1,652 | — | — | ||||
Short-Term Investments | 4,107,110 | 1,823,620 | 2,283,490 | — | ||||
Futures Contracts(2) | 335,863 | 335,863 | — | — | ||||
Total | $ 622,706,251 | $ 98,858,236 | $ 522,285,901 | $ 1,562,114 |
(1) | For the period ended July 31, 2024, 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, 2024 is not presented.
107 |
The Hartford International Growth Fund
Schedule of
Investments
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
108 |
The Hartford International Growth Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Fair Value Summary
The following is a summary of the fair
valuations according to the inputs used as of July 31, 2024 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Australia | $ 5,989,515 | $ — | $ 5,989,515 | $ — | ||||
Austria | 8,256,697 | — | 8,256,697 | — | ||||
Canada | 6,131,077 | 6,131,077 | — | — | ||||
China | 18,091,329 | 3,042,480 | 15,048,849 | — | ||||
Denmark | 19,282,991 | — | 19,282,991 | — | ||||
France | 37,312,451 | — | 37,312,451 | — | ||||
Germany | 27,211,893 | — | 27,211,893 | — | ||||
India | 12,491,990 | 12,491,990 | — | — | ||||
Italy | 23,108,675 | 5,959,479 | 17,149,196 | — | ||||
Japan | 26,343,877 | — | 26,343,877 | — | ||||
Netherlands | 28,936,788 | — | 28,936,788 | — | ||||
South Korea | 9,848,813 | — | 9,848,813 | — | ||||
Spain | 4,388,745 | — | 4,388,745 | — | ||||
Sweden | 4,336,055 | — | 4,336,055 | — | ||||
Switzerland | 7,220,173 | — | 7,220,173 | — | ||||
Taiwan | 22,266,591 | — | 22,266,591 | — | ||||
United Kingdom | 25,105,962 | — | 25,105,962 | — | ||||
United States | 21,378,725 | 9,475,203 | 11,903,522 | — | ||||
Short-Term Investments | 413,983 | — | 413,983 | — | ||||
Total | $ 308,116,330 | $ 37,100,229 | $ 271,016,101 | $ — |
(1) | For the period ended July 31, 2024, there were no transfers in and out of Level 3. |
109 |
The Hartford International Opportunities Fund
Schedule of
Investments
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
110 |
The Hartford International Opportunities Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
111 |
The Hartford International Opportunities Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of July 31, 2024 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Australia | $ 47,618,842 | $ — | $ 47,618,842 | $ — | ||||
Brazil | 39,766,243 | 39,766,243 | — | — | ||||
Canada | 363,296,496 | 363,296,496 | — | — | ||||
Chile | 16,131,114 | 16,131,114 | — | — | ||||
China | 155,007,400 | 17,658,694 | 137,348,706 | — | ||||
Denmark | 82,193,949 | — | 82,193,949 | — | ||||
France | 253,338,020 | — | 253,338,020 | — | ||||
Germany | 455,326,802 | — | 455,326,802 | — | ||||
Hong Kong | 62,085,026 | — | 62,085,026 | — | ||||
India | 139,344,315 | — | 139,344,315 | — | ||||
Indonesia | 29,206,593 | 29,206,593 | — | — | ||||
Italy | 104,788,576 | — | 104,788,576 | — | ||||
Japan | 545,931,346 | — | 545,931,346 | — | ||||
Netherlands | 158,492,522 | — | 158,492,522 | — | ||||
South Africa | 56,901,062 | — | 56,901,062 | — | ||||
South Korea | 97,100,483 | — | 97,100,483 | — | ||||
Spain | 51,882,484 | — | 51,882,484 | — | ||||
Switzerland | 115,786,744 | — | 115,786,744 | — | ||||
Taiwan | 135,017,562 | — | 135,017,562 | — | ||||
Thailand | 38,731,285 | 38,731,285 | — | — | ||||
United Kingdom | 472,133,821 | — | 472,133,821 | — | ||||
United States | 250,702,323 | 86,531,891 | 164,170,432 | — | ||||
Warrants | — | — | — | — | ||||
Short-Term Investments | 10,381,423 | 179,869 | 10,201,554 | — | ||||
Total | $ 3,681,164,431 | $ 591,502,185 | $ 3,089,662,246 | $ — |
(1) | For the period ended July 31, 2024, 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, 2024 is not presented.
112 |
The Hartford International Value Fund
Schedule of
Investments
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
113 |
The Hartford International Value Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
114 |
The Hartford International Value Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
115 |
The Hartford International Value Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Futures Contracts Outstanding at July 31, 2024 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
MSCI EAFE Index Future | 715 | 09/20/2024 | $ 85,431,775 | $ 1,474,162 | ||||
Total futures contracts | $ 1,474,162 |
† For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
116 |
The Hartford International Value Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of July 31, 2024 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Australia | $ 17,358,833 | $ 13,233,010 | $ 4,125,823 | $ — | ||||
Austria | 92,294,038 | 1,358,625 | 90,935,413 | — | ||||
Belgium | 43,573,135 | — | 43,573,135 | — | ||||
Brazil | 159,381,706 | 159,381,706 | — | — | ||||
Burkina Faso | 14,844,513 | 14,844,513 | — | — | ||||
Canada | 66,847,329 | 66,847,329 | — | — | ||||
Chile | 28,963,899 | 28,963,899 | — | — | ||||
China | 70,389,898 | 4,400,282 | 65,989,616 | — | ||||
Egypt | 17,658,006 | — | 17,658,006 | — | ||||
Finland | 47,063,258 | — | 47,063,258 | — | ||||
France | 551,346,255 | — | 551,346,255 | — | ||||
Germany | 270,542,658 | — | 270,542,658 | — | ||||
Hong Kong | 102,932,825 | — | 102,932,825 | — | ||||
India | 15,652,229 | — | 15,652,229 | — | ||||
Indonesia | 12,498,547 | 12,498,547 | — | — | ||||
Ireland | 57,447,443 | — | 57,447,443 | — | ||||
Italy | 192,030,027 | — | 192,030,027 | — | ||||
Japan | 1,296,872,289 | 22,411,876 | 1,274,460,413 | — | ||||
Luxembourg | 13,292,063 | — | 13,292,063 | — | ||||
Malaysia | 20,381,732 | — | 20,381,732 | — | ||||
Mexico | 50,925,995 | 31,234,692 | 19,691,303 | — | ||||
Netherlands | 243,990,633 | — | 243,990,633 | — | ||||
Norway | 4,048,739 | — | 4,048,739 | — | ||||
Pakistan | 5,115,144 | 5,115,144 | — | — | ||||
Philippines | 5,705,738 | 5,705,738 | — | — | ||||
Poland | 17,721,739 | — | 17,721,739 | — | ||||
Russia | — | — | — | — | ||||
South Africa | 78,963,783 | 23,487,545 | 55,476,238 | — | ||||
South Korea | 233,626,486 | 4,092,907 | 229,533,579 | — | ||||
Spain | 38,695,015 | 5,032,584 | 33,662,431 | — | ||||
Sweden | 65,981,010 | — | 65,981,010 | — | ||||
Switzerland | 219,407,098 | — | 219,407,098 | — | ||||
Taiwan | 24,535,839 | — | 24,535,839 | — | ||||
Thailand | 53,363,474 | 50,792,996 | 2,570,478 | — | ||||
Turkey | 24,746,516 | 24,746,516 | — | — | ||||
Ukraine | 3,567,988 | 3,567,988 | — | — | ||||
United Kingdom | 522,637,316 | 23,927,644 | 498,709,672 | — | ||||
United States | 334,227,919 | — | 334,227,919 | — | ||||
Preferred Stocks | 101,786,737 | 18,919,336 | 82,867,401 | — | ||||
Short-Term Investments | 37,878,802 | 790,495 | 37,088,307 | — | ||||
Futures Contracts(2) | 1,474,162 | 1,474,162 | — | — | ||||
Total | $ 5,159,770,816 | $ 522,827,534 | $ 4,636,943,282 | $ — |
(1) | For the period ended July 31, 2024, 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, 2024 is not presented.
117 |
Hartford Low Duration High Income Fund (formerly, The Hartford Floating Rate High Income Fund)
Schedule of
Investments
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
118 |
Hartford Low Duration High Income Fund (formerly, The Hartford Floating Rate High Income Fund)
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
119 |
Hartford Low Duration High Income Fund (formerly, The Hartford Floating Rate High Income Fund)
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
120 |
Hartford Low Duration High Income Fund (formerly, The Hartford Floating Rate High Income Fund)
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
121 |
Hartford Low Duration High Income Fund (formerly, The Hartford Floating Rate High Income Fund)
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
122 |
Hartford Low Duration High Income Fund (formerly, The Hartford Floating Rate High Income Fund)
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
123 |
Hartford Low Duration High Income Fund (formerly, The Hartford Floating Rate High Income Fund)
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
124 |
Hartford Low Duration High Income Fund (formerly, The Hartford Floating Rate High Income Fund)
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Foreign Currency Contracts Outstanding at July 31, 2024 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
443,000 | EUR | 481,580 | USD | SSG | 08/30/2024 | $ (1,429) | ||||
1,421,309 | EUR | 1,544,420 | USD | DEUT | 08/30/2024 | (3,917) | ||||
3,538,629 | USD | 3,256,552 | EUR | DEUT | 08/30/2024 | 8,976 | ||||
Total foreign currency contracts | $ 3,630 |
† For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
125 |
Hartford Low Duration High Income Fund (formerly, The Hartford Floating Rate High Income Fund)
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of July 31, 2024 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Asset & Commercial Mortgage-Backed Securities | $ 76,613,018 | $ — | $ 76,613,018 | $ — | ||||
Convertible Bonds | 8,417,618 | — | 8,417,618 | — | ||||
Corporate Bonds | 33,451,207 | — | 33,451,207 | — | ||||
Senior Floating Rate Interests | 17,993,980 | — | 17,993,980 | — | ||||
U.S. Government Agencies | 24,002,986 | — | 24,002,986 | — | ||||
Common Stocks | ||||||||
Energy | 585,106 | — | 584,552 | 554 | ||||
Insurance | 348 | — | 348 | — | ||||
Materials | 115,977 | — | 115,977 | — | ||||
Media & Entertainment | 10,326 | — | — | 10,326 | ||||
Utilities | 2,496 | — | — | 2,496 | ||||
Warrants | 844 | — | — | 844 | ||||
Short-Term Investments | 205,352 | 205,352 | — | — | ||||
Foreign Currency Contracts(2) | 8,976 | — | 8,976 | — | ||||
Total | $ 161,408,234 | $ 205,352 | $ 161,188,662 | $ 14,220 | ||||
Liabilities | ||||||||
Foreign Currency Contracts(2) | $ (5,346) | $ — | $ (5,346) | $ — | ||||
Total | $ (5,346) | $ — | $ (5,346) | $ — |
(1) | For the period ended July 31, 2024, 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, 2024 is not presented.
126 |
The Hartford MidCap Fund
Schedule of
Investments
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
127 |
The Hartford MidCap Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
A summary of affiliate
fund transactions for the period ended July 31, 2024 is as follows:
Affiliated Investment Companies | Beginning Value as of November 1, 2023 | Purchases at Cost | Proceeds from Sales | Net Realized Gain/(Loss) on Sales | Change in Unrealized Appreciation/ (Depreciation) | Ending Value as of July 31, 2024 | Shares as of July 31, 2024 | Dividend Income | Capital Gains Distribution | |||||||||
Nuvei Corp. | $ 51,473,131 | $ — | $ 111,991,956 | $ (5,758,220) | $ 66,277,045 | $ — | — | $ 563,613 | $ — |
128 |
The Hartford MidCap Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of July 31, 2024 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 45,798,374 | $ 45,798,374 | $ — | $ — | ||||
Banks | 36,402,592 | 36,402,592 | — | — | ||||
Capital Goods | 620,885,491 | 620,885,491 | — | — | ||||
Commercial & Professional Services | 139,279,076 | 139,279,076 | — | — | ||||
Consumer Discretionary Distribution & Retail | 251,416,462 | 251,416,462 | — | — | ||||
Consumer Durables & Apparel | 196,707,228 | 196,707,228 | — | — | ||||
Consumer Services | 337,201,894 | 337,201,894 | — | — | ||||
Energy | 216,236,045 | 216,236,045 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 61,222,211 | 61,222,211 | — | — | ||||
Financial Services | 516,090,037 | 516,090,037 | — | — | ||||
Food, Beverage & Tobacco | 82,303,963 | 82,303,963 | — | — | ||||
Health Care Equipment & Services | 390,456,858 | 390,456,858 | — | — | ||||
Household & Personal Products | 71,937,039 | 71,937,039 | — | — | ||||
Insurance | 139,369,598 | 139,369,598 | — | — | ||||
Materials | 63,455,033 | 63,455,033 | — | — | ||||
Media & Entertainment | 107,981,502 | 107,981,502 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 660,296,122 | 660,296,122 | — | — | ||||
Semiconductors & Semiconductor Equipment | 448,499,752 | 448,499,752 | — | — | ||||
Software & Services | 869,692,947 | 869,692,947 | — | — | ||||
Technology Hardware & Equipment | 56,511,936 | 56,511,936 | — | — | ||||
Transportation | 175,649,716 | 175,649,716 | — | — | ||||
Utilities | 152,355,979 | 152,355,979 | — | — | ||||
Short-Term Investments | 59,622,312 | 58,991,211 | 631,101 | — | ||||
Total | $ 5,699,372,167 | $ 5,698,741,066 | $ 631,101 | $ — |
(1) | For the period ended July 31, 2024, there were no transfers in and out of Level 3. |
129 |
The Hartford MidCap Value Fund
Schedule of
Investments
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
130 |
The Hartford MidCap Value Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Fair Value Summary
The following is a summary of the fair
valuations according to the inputs used as of July 31, 2024 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 22,912,675 | $ 22,912,675 | $ — | $ — | ||||
Banks | 69,897,571 | 69,897,571 | — | — | ||||
Capital Goods | 134,271,500 | 134,271,500 | — | — | ||||
Commercial & Professional Services | 13,849,328 | 13,849,328 | — | — | ||||
Consumer Discretionary Distribution & Retail | 6,938,491 | 6,938,491 | — | — | ||||
Consumer Durables & Apparel | 43,922,502 | 43,922,502 | — | — | ||||
Consumer Services | 30,773,583 | 30,773,583 | — | — | ||||
Consumer Staples Distribution & Retail | 20,141,378 | 20,141,378 | — | — | ||||
Energy | 65,458,930 | 65,458,930 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 80,429,265 | 80,429,265 | — | — | ||||
Financial Services | 74,593,137 | 74,593,137 | — | — | ||||
Food, Beverage & Tobacco | 31,986,541 | 31,986,541 | — | — | ||||
Health Care Equipment & Services | 53,516,247 | 53,516,247 | — | — | ||||
Insurance | 91,488,542 | 91,488,542 | — | — | ||||
Materials | 57,899,218 | 57,899,218 | — | — | ||||
Media & Entertainment | 33,726,633 | 33,726,633 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 34,788,900 | 34,788,900 | — | — | ||||
Semiconductors & Semiconductor Equipment | 35,082,340 | 35,082,340 | — | — | ||||
Technology Hardware & Equipment | 41,426,739 | 41,426,739 | — | — | ||||
Transportation | 32,321,016 | 32,321,016 | — | — | ||||
Utilities | 80,891,170 | 80,891,170 | — | — | ||||
Short-Term Investments | 1,210,591 | — | 1,210,591 | — | ||||
Total | $ 1,057,526,297 | $ 1,056,315,706 | $ 1,210,591 | $ — |
(1) | For the period ended July 31, 2024, there were no transfers in and out of Level 3. |
131 |
Hartford Moderate Allocation Fund
Schedule of
Investments
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
A summary of affiliate
fund transactions for the period ended July 31, 2024 is as follows:
Affiliated Investment Companies | Beginning Value as of November 1, 2023 | Purchases at Cost | Proceeds from Sales | Net Realized Gain/(Loss) on Sales | Change in Unrealized Appreciation/ (Depreciation) | Ending Value as of July 31, 2024 | Shares as of July 31, 2024 | Dividend Income | Capital Gains Distribution | |||||||||
Hartford Core Bond ETF | $ 41,491,963 | $ 2,598,314 | $ 5,698,735 | $ (1,164,604) | $ 4,587,626 | $ 41,814,564 | 1,187,907 | $ 1,356,224 | $ — | |||||||||
Hartford Core Equity Fund, Class F | 52,830,906 | 2,174,682 | 10,986,184 | 2,248,150 | 12,341,025 | 58,608,579 | 1,090,798 | 644,825 | 1,143,461 | |||||||||
Hartford Large Cap Growth ETF | 15,831,588 | — | — | — | 6,866,094 | 22,697,682 | 1,108,740 | — | — | |||||||||
Hartford Multifactor Developed Markets (ex-US) ETF | 14,974,276 | — | 1,018,776 | (44,871) | 2,447,056 | 16,357,685 | 567,581 | 682,628 | — | |||||||||
Hartford Multifactor US Equity ETF | 15,592,250 | — | — | — | 4,211,063 | 19,803,313 | 396,052 | 232,646 | — | |||||||||
Hartford Schroders Core Fixed Income Fund, Class F | 31,760,151 | 1,534,176 | 8,950,858 | (1,068,496) | 2,947,873 | 26,222,846 | 3,038,568 | 988,162 | — | |||||||||
Hartford Schroders Emerging Markets Equity Fund, Class F | 2,837,162 | 2,368,944 | 217,162 | 14,221 | 470,777 | 5,473,942 | 320,301 | 47,659 | — | |||||||||
Hartford Schroders International Multi-Cap Value Fund, Class F | 13,677,491 | 2,379,681 | 2,875,476 | 207,094 | 2,412,438 | 15,801,228 | 1,519,349 | 355,598 | — | |||||||||
Hartford Small Cap Value Fund, Class F | 5,080,348 | 1,571,958 | 424,869 | 21,407 | 1,620,869 | 7,869,713 | 611,003 | 106,263 | 109,012 | |||||||||
The Hartford Equity Income Fund, Class F | 14,776,838 | 1,162,645 | 1,360,756 | 60,444 | 1,849,956 | 16,489,127 | 773,411 | 320,606 | 842,039 | |||||||||
The Hartford Growth Opportunities Fund, Class F | 3,992,512 | 1,300,169 | 6,503,767 | 1,591,428 | (380,342) | — | — | — | — | |||||||||
The Hartford International Growth Fund, Class F | 8,285,506 | 280,617 | 1,150,325 | 92,240 | 1,883,963 | 9,392,001 | 555,411 | 86,022 | — | |||||||||
The Hartford International Opportunities Fund, Class F | 17,197,176 | 1,507,582 | 463,273 | 9,977 | 3,770,666 | 22,022,128 | 1,182,714 | 339,801 | — | |||||||||
The Hartford Small Company Fund, Class F | 5,444,278 | 712,088 | 265,503 | (30,963) | 1,963,101 | 7,823,001 | 347,226 | — | — |
132 |
Hartford Moderate Allocation Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Affiliated Investment Companies | Beginning Value as of November 1, 2023 | Purchases at Cost | Proceeds from Sales | Net Realized Gain/(Loss) on Sales | Change in Unrealized Appreciation/ (Depreciation) | Ending Value as of July 31, 2024 | Shares as of July 31, 2024 | Dividend Income | Capital Gains Distribution | |||||||||
The Hartford Strategic Income Fund, Class F | $ 15,899,713 | $ 2,595,719 | $ 2,364,411 | $ (333,189) | $ 1,755,804 | $ 17,553,636 | 2,230,449 | $ 857,406 | $ — | |||||||||
The Hartford World Bond Fund, Class F | 26,295,445 | 7,257,700 | 4,596,998 | (175,913) | 1,434,012 | 30,214,246 | 2,991,510 | 938,343 | — | |||||||||
Total | $285,967,603 | $27,444,275 | $46,877,093 | $1,426,925 | $50,181,981 | $318,143,691 | 17,921,020 | $6,956,183 | $2,094,512 |
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of July 31, 2024 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Affiliated Investment Companies | $ 318,143,691 | $ 318,143,691 | $ — | $ — | ||||
Short-Term Investments | 625,565 | 625,565 | — | — | ||||
Total | $ 318,769,256 | $ 318,769,256 | $ — | $ — |
(1) | For the period ended July 31, 2024, there were no transfers in and out of Level 3. |
133 |
Hartford Multi-Asset Income Fund
Schedule of
Investments
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
134 |
Hartford Multi-Asset Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
135 |
Hartford Multi-Asset Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
136 |
Hartford Multi-Asset Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
137 |
Hartford Multi-Asset Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
138 |
Hartford Multi-Asset Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
139 |
Hartford Multi-Asset Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
140 |
Hartford Multi-Asset Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
141 |
Hartford Multi-Asset Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
142 |
Hartford Multi-Asset Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
143 |
Hartford Multi-Asset Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
144 |
Hartford Multi-Asset Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
145 |
Hartford Multi-Asset Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
146 |
Hartford Multi-Asset Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
147 |
Hartford Multi-Asset Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
148 |
Hartford Multi-Asset Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
149 |
Hartford Multi-Asset Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Futures Contracts Outstanding at July 31, 2024 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
Canadian 10-Years Bond Future | 76 | 09/18/2024 | $ 6,767,421 | $ 2,400 | ||||
S&P 500 (E-Mini) Future | 54 | 09/20/2024 | 15,006,600 | 72,711 | ||||
U.S. Treasury 10-Year Note Future | 707 | 09/19/2024 | 79,051,438 | 1,267,811 | ||||
Total | $ 1,342,922 |
150 |
Hartford Multi-Asset Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Futures Contracts Outstanding at July 31, 2024 – (continued) | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Short position contracts: | ||||||||
Euro BUXL 30-Year Bond Future | (2) | 09/06/2024 | $ (291,645) | $ 41 | ||||
Euro STOXX 50 Future | (20) | 09/20/2024 | (1,060,172) | (27) | ||||
Euro-BOBL Future | (47) | 09/06/2024 | (5,977,234) | 747 | ||||
Euro-BUND Future | (13) | 09/06/2024 | (1,881,481) | 475 | ||||
Euro-Schatz Future | (49) | 09/06/2024 | (5,625,183) | 377 | ||||
MSCI Emerging Markets Index Future | (11) | 09/20/2024 | (603,075) | 25 | ||||
U.S. Treasury 2-Year Note Future | (355) | 09/30/2024 | (72,905,352) | (19,287) | ||||
U.S. Treasury 5-Year Note Future | (223) | 09/30/2024 | (24,059,609) | (10,736) | ||||
U.S. Treasury 10-Year Ultra Future | (127) | 09/19/2024 | (14,678,422) | (25,821) | ||||
U.S. Treasury Long Bond Future | (14) | 09/19/2024 | (1,690,937) | (583) | ||||
Total | $ (54,789) | |||||||
Total futures contracts | $ 1,288,133 |
Centrally Cleared Credit Default Swap Contracts Outstanding at July 31, 2024 | |||||||||||||||||
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.S41 | USD | 5,360,000 | (1.00%) | 06/20/2029 | Quarterly | $ 152,492 | $ — | $ 147,009 | $ (5,483) | ||||||||
Sell protection: | |||||||||||||||||
CDX.NA.HY.S42.V1 | USD | 31,230,000 | 5.00% | 06/20/2029 | Quarterly | $ 2,111,116 | $ — | $ 2,341,987 | $ 230,871 | ||||||||
ITRAXX-XOVER S41.V1 | EUR | 12,640,000 | 5.00% | 06/20/2029 | Quarterly | 1,162,072 | — | 1,242,739 | 80,667 | ||||||||
Total | $ 3,273,188 | $ — | $ 3,584,726 | $ 311,538 | |||||||||||||
Credit default swaps on single-name issues: | |||||||||||||||||
Buy protection: | |||||||||||||||||
Mediobanca Banca di Credito Finanziario SpA | EUR | 1,060,000 | (1.00%) | 06/20/2029 | Quarterly | $ — | $ (8,038) | $ (9,125) | $ (1,087) | ||||||||
Total | $ — | $ (8,038) | $ (9,125) | $ (1,087) | |||||||||||||
Total centrally cleared credit default swap contracts | $ 3,425,680 | $ (8,038) | $ 3,722,610 | $ 304,968 |
(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, 2024 | |||||||||||||||||
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) | |||||||||
3.55% Fixed | 12 Mo. USD SOFR | USD | 5,665,000 | 09/17/2035 | Annual | $ — | $ — | $ — | $ — | ||||||||
3.59% Fixed | 12 Mo. USD SOFR | USD | 5,761,000 | 09/20/2053 | Annual | — | (15,436) | 86,849 | 102,285 | ||||||||
Total centrally cleared interest rate swaps contracts | $ — | $ (15,436) | $ 86,849 | $ 102,285 |
Foreign Currency Contracts Outstanding at July 31, 2024 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
352,700,000 | KZT | 738,252 | USD | BOA | 09/18/2024 | $ (4,386) | ||||
1,485,030 | USD | 8,432,000 | BRL | GSC | 09/18/2024 | 1,915 | ||||
1,719,030 | USD | 1,582,000 | EUR | DEUT | 08/30/2024 | 4,360 | ||||
790,164 | USD | 729,000 | EUR | BNP | 08/30/2024 | 29 | ||||
3,485,380 | USD | 3,218,000 | EUR | BCLY | 08/30/2024 | (2,487) | ||||
15,402,834 | USD | 14,195,000 | EUR | RBS | 09/18/2024 | 4,831 |
151 |
Hartford Multi-Asset Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Foreign Currency Contracts Outstanding at July 31, 2024 – (continued) | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
231,288 | USD | 213,000 | EUR | BMO | 09/18/2024 | $ 237 | ||||
562,953 | USD | 438,000 | GBP | RBC | 08/30/2024 | (293) | ||||
Total foreign currency contracts | $ 4,206 |
Foreign Cross Currency Contracts Outstanding at July 31, 2024 | ||||||||||
Contract Amount | Counterparty | Delivery Date | Contract Amount | Unrealized Appreciation/ Depreciation | ||||||
EUR | 309,628 | SSG | 08/30/2024 | GBP | 309,914 | $ (286) |
† For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
152 |
Hartford Multi-Asset Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of July 31, 2024 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Asset & Commercial Mortgage-Backed Securities | $ 73,558,292 | $ — | $ 73,558,292 | $ — | ||||
Convertible Bonds | 34,564,980 | — | 34,564,980 | — | ||||
Corporate Bonds | 184,975,780 | — | 184,975,780 | — | ||||
Foreign Government Obligations | 14,227,192 | — | 14,227,192 | — | ||||
Municipal Bonds | 4,653,668 | — | 4,653,668 | — | ||||
Senior Floating Rate Interests | 32,363,730 | — | 32,363,730 | — | ||||
U.S. Government Agencies | 38,492,369 | — | 38,492,369 | — | ||||
U.S. Government Securities | 45,465,536 | — | 45,465,536 | — | ||||
Common Stocks | ||||||||
Automobiles & Components | 2,671,163 | — | 2,671,163 | — | ||||
Banks | 13,484,528 | 7,233,968 | 6,250,560 | — | ||||
Capital Goods | 4,939,581 | 3,416,001 | 1,523,580 | — | ||||
Commercial & Professional Services | 512,464 | 512,464 | — | — | ||||
Consumer Discretionary Distribution & Retail | 2,354,065 | 1,096,400 | 1,257,665 | — | ||||
Consumer Durables & Apparel | 2,896,444 | 166,455 | 2,729,989 | — | ||||
Consumer Services | 1,591,449 | 1,591,449 | — | — | ||||
Consumer Staples Distribution & Retail | 577,986 | 577,986 | — | — | ||||
Energy | 13,572,606 | 10,331,072 | 3,241,534 | — | ||||
Equity Real Estate Investment Trusts (REITs) | 3,382,050 | 2,560,523 | 821,527 | — | ||||
Financial Services | 5,767,565 | 4,404,091 | 1,363,474 | — | ||||
Food, Beverage & Tobacco | 9,475,577 | 6,576,006 | 2,899,571 | — | ||||
Health Care Equipment & Services | 365,083 | 365,083 | — | — | ||||
Household & Personal Products | 2,489,182 | 2,127,952 | 361,230 | — | ||||
Insurance | 11,485,749 | 7,547,073 | 3,938,676 | — | ||||
Materials | 6,749,541 | 3,535,565 | 3,213,976 | — | ||||
Media & Entertainment | 474,612 | 474,612 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 8,900,121 | 7,530,740 | 1,369,381 | — | ||||
Real Estate Management & Development | 856,615 | — | 856,615 | — | ||||
Semiconductors & Semiconductor Equipment | 9,446,846 | 8,228,893 | 1,217,953 | — | ||||
Software & Services | 6,127,865 | 3,457,035 | 2,670,830 | — | ||||
Technology Hardware & Equipment | 6,652,213 | 5,736,075 | 916,138 | — | ||||
Telecommunication Services | 3,584,085 | 3,584,085 | — | — | ||||
Transportation | 1,302,056 | 1,302,056 | — | — | ||||
Utilities | 6,891,603 | 4,306,125 | 2,585,478 | — | ||||
Convertible Preferred Stocks | 220,250 | 220,250 | — | — | ||||
Exchange-Traded Funds | 66,438,462 | 66,438,462 | — | — | ||||
Preferred Stocks | 5,090,018 | 5,090,018 | — | — | ||||
Short-Term Investments | 17,826,766 | 3,581,724 | 14,245,042 | — | ||||
Foreign Currency Contracts(2) | 11,372 | — | 11,372 | — | ||||
Futures Contracts(2) | 1,344,587 | 1,344,587 | — | — | ||||
Swaps - Credit Default(2) | 311,538 | — | 311,538 | — | ||||
Swaps - Interest Rate(2) | 102,285 | — | 102,285 | — | ||||
Total | $ 646,197,874 | $ 163,336,750 | $ 482,861,124 | $ — | ||||
Liabilities | ||||||||
Foreign Currency Contracts(2) | $ (7,452) | $ — | $ (7,452) | $ — | ||||
Futures Contracts(2) | (56,454) | (56,454) | — | — | ||||
Swaps - Credit Default(2) | (6,570) | — | (6,570) | — | ||||
Total | $ (70,476) | $ (56,454) | $ (14,022) | $ — |
(1) | For the period ended July 31, 2024, 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, 2024 is not presented.
153 |
The Hartford Municipal Opportunities Fund
Schedule of
Investments
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
154 |
The Hartford Municipal Opportunities Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
155 |
The Hartford Municipal Opportunities Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
156 |
The Hartford Municipal Opportunities Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
157 |
The Hartford Municipal Opportunities Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
158 |
The Hartford Municipal Opportunities Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
159 |
The Hartford Municipal Opportunities Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
160 |
The Hartford Municipal Opportunities Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
161 |
The Hartford Municipal Opportunities Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
162 |
The Hartford Municipal Opportunities Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
163 |
The Hartford Municipal Opportunities Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
164 |
The Hartford Municipal Opportunities Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Fair Value Summary
The following is a summary of the fair
valuations according to the inputs used as of July 31, 2024 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Municipal Bonds | $ 1,790,559,524 | $ — | $ 1,790,559,524 | $ — | ||||
U.S. Government Agencies | 2,525,742 | — | 2,525,742 | — | ||||
Short-Term Investments | 22,353,791 | — | 22,353,791 | — | ||||
Total | $ 1,815,439,057 | $ — | $ 1,815,439,057 | $ — |
(1) | For the period ended July 31, 2024, there were no transfers in and out of Level 3. |
165 |
Hartford Municipal Short Duration Fund
Schedule of
Investments
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
166 |
Hartford Municipal Short Duration Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
167 |
Hartford Municipal Short Duration Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
168 |
Hartford Municipal Short Duration Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Fair Value Summary
The following is a summary of the fair
valuations according to the inputs used as of July 31, 2024 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Municipal Bonds | $ 35,437,660 | $ — | $ 35,437,660 | $ — | ||||
Short-Term Investments | 574,000 | — | 574,000 | — | ||||
Total | $ 36,011,660 | $ — | $ 36,011,660 | $ — |
(1) | For the period ended July 31, 2024, there were no transfers in and out of Level 3. |
169 |
Hartford Real Asset Fund (Consolidated)
Schedule of
Investments
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
170 |
Hartford Real Asset Fund (Consolidated)
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
171 |
Hartford Real Asset Fund (Consolidated)
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Futures Contracts Outstanding at July 31, 2024 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
Brent Crude Oil Future | 4 | 09/30/2024 | $ 320,920 | $ 2,582 | ||||
Brent Crude Oil Future | 6 | 11/29/2024 | 475,740 | (11,652) | ||||
Brent Crude Oil Future | 8 | 05/30/2025 | 618,320 | (20,416) | ||||
California Carbon Allowance Vintage 2024 Future | 5 | 12/24/2024 | 169,750 | (22,368) | ||||
California Low Carbon Fuel Futures | 51 | 12/31/2025 | 281,826 | (49,192) | ||||
Canola Future | 7 | 03/14/2025 | 64,775 | (2,552) | ||||
Cocoa Future | 1 | 12/13/2024 | 69,910 | 7,577 | ||||
Corn Future | 15 | 12/13/2024 | 299,813 | (8,335) | ||||
Cotton No. 2 Future | 23 | 12/06/2024 | 793,385 | (50,010) | ||||
Gas Oil Future | 6 | 01/10/2025 | 441,000 | (16,437) | ||||
Gasoline RBOB Future | 1 | 08/30/2024 | 102,585 | (1,492) | ||||
Gasoline RBOB Future | 9 | 12/31/2024 | 803,212 | (14,998) | ||||
Gold 100oz Future | 5 | 12/27/2024 | 1,236,500 | 25,966 | ||||
KC Hard Red Winter Wheat Future | 5 | 12/13/2024 | 141,438 | (10,803) | ||||
LME Copper Future | 10 | 09/16/2024 | 2,295,077 | 74,473 | ||||
LME Copper Future | 15 | 12/16/2024 | 3,481,399 | (175,142) | ||||
LME Lead Future | 4 | 09/16/2024 | 207,447 | (4,293) | ||||
LME Nickel Future | 7 | 09/16/2024 | 692,208 | (86,605) | ||||
LME Nickel Future | 13 | 11/18/2024 | 1,299,669 | (127,870) | ||||
LME Nickel Future | 10 | 01/13/2025 | 1,009,795 | (22,802) | ||||
LME Zinc Future | 18 | 09/16/2024 | 1,192,851 | 18,160 | ||||
LME Zinc Future | 6 | 11/18/2024 | 402,978 | (41,607) | ||||
Natural Gas Future | 9 | 09/26/2024 | 194,580 | (30,124) | ||||
Natural Gas Future | 42 | 06/26/2025 | 1,333,080 | (84,567) | ||||
Natural Gas Future | 3 | 09/26/2025 | 97,170 | (32,623) | ||||
Natural Gas Future | 3 | 10/29/2025 | 105,750 | (24,043) | ||||
Natural Gas Future | 3 | 11/25/2025 | 118,170 | (11,623) |
172 |
Hartford Real Asset Fund (Consolidated)
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Futures Contracts Outstanding at July 31, 2024 – (continued) | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts – (continued): | ||||||||
NY Harbor ULSD Future | 3 | 12/31/2024 | $ 309,670 | $ (11,121) | ||||
Palladium Future | 1 | 09/26/2024 | 92,520 | 17 | ||||
Platinum Future | 7 | 01/29/2025 | 349,405 | 97 | ||||
SGX Iron ORE Future | 89 | 12/31/2024 | 890,178 | (76,303) | ||||
Soybean Meal Future | 36 | 01/14/2025 | 1,139,760 | (3,919) | ||||
Soybean Oil Future | 6 | 12/13/2024 | 152,352 | (14,509) | ||||
Soybean Oil Future | 17 | 01/14/2025 | 431,460 | (33,714) | ||||
Wheat Future | 5 | 03/10/2025 | 62,703 | (119) | ||||
World Sugar No. 11 Future | 14 | 09/30/2024 | 296,979 | (7,505) | ||||
World Sugar No. 11 Future | 1 | 02/28/2025 | 21,627 | 86 | ||||
Total | $ (867,786) | |||||||
Short position contracts: | ||||||||
Coffee 'C' Future | (2) | 09/18/2024 | $ (171,900) | $ 13,118 | ||||
LME Copper Future | (10) | 09/16/2024 | (2,295,077) | 143,698 | ||||
LME Copper Future | (5) | 12/16/2024 | (1,160,466) | 77,836 | ||||
LME Lead Future | (4) | 09/16/2024 | (207,447) | 881 | ||||
LME Nickel Future | (7) | 09/16/2024 | (692,208) | 112,206 | ||||
LME Nickel Future | (13) | 11/18/2024 | (1,299,669) | 61,929 | ||||
LME Nickel Future | (2) | 01/13/2025 | (201,959) | (7,174) | ||||
LME Zinc Future | (18) | 09/16/2024 | (1,192,851) | 67,454 | ||||
LME Zinc Future | (6) | 11/18/2024 | (402,978) | 42,509 | ||||
TTF Gas 1st Line Future | (1) | 09/29/2025 | (125,180) | 26,615 | ||||
TTF Gas 1st Line Future | (1) | 10/30/2025 | (128,730) | 23,065 | ||||
TTF Gas 1st Line Future | (1) | 11/27/2025 | (130,760) | 21,035 | ||||
Total | $ 583,172 | |||||||
Total futures contracts | $ (284,614) |
† For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
173 |
Hartford Real Asset Fund (Consolidated)
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of July 31, 2024 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Foreign Government Obligations | $ 1,260,060 | $ — | $ 1,260,060 | $ — | ||||
U.S. Government Securities | 25,963,998 | — | 25,963,998 | — | ||||
Common Stocks | ||||||||
Capital Goods | 73,309 | — | 73,309 | — | ||||
Consumer Durables & Apparel | 160,793 | — | 160,793 | — | ||||
Consumer Services | 123,823 | 84,532 | 39,291 | — | ||||
Energy | 13,883,926 | 9,243,018 | 4,640,908 | — | ||||
Equity Real Estate Investment Trusts (REITs) | 12,264,266 | 8,329,850 | 3,934,416 | — | ||||
Food, Beverage & Tobacco | 2,034,840 | 2,034,840 | — | — | ||||
Health Care Equipment & Services | 50,260 | 50,260 | — | — | ||||
Materials | 9,432,524 | 5,243,068 | 4,189,456 | — | ||||
Real Estate Management & Development | 1,948,931 | 75,303 | 1,873,628 | — | ||||
Transportation | 362,744 | 362,744 | — | — | ||||
Utilities | 3,921,878 | — | 3,921,878 | — | ||||
Closed End Funds | 133,448 | 133,448 | — | — | ||||
Exchange-Traded Funds | 3,131,302 | 3,131,302 | — | — | ||||
Short-Term Investments | 13,272,999 | 13,167,374 | 105,625 | — | ||||
Futures Contracts(2) | 719,304 | 719,304 | — | — | ||||
Total | $ 88,738,405 | $ 42,575,043 | $ 46,163,362 | $ — | ||||
Liabilities | ||||||||
Futures Contracts(2) | $ (1,003,918) | $ (1,003,918) | $ — | $ — | ||||
Total | $ (1,003,918) | $ (1,003,918) | $ — | $ — |
(1) | For the period ended July 31, 2024, 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, 2024 is not presented.
174 |
The Hartford Short Duration Fund
Schedule of
Investments
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
175 |
The Hartford Short Duration Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
176 |
The Hartford Short Duration Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
177 |
The Hartford Short Duration Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
178 |
The Hartford Short Duration Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
179 |
The Hartford Short Duration Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
180 |
The Hartford Short Duration Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
181 |
The Hartford Short Duration Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
182 |
The Hartford Short Duration Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
183 |
The Hartford Short Duration Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
184 |
The Hartford Short Duration Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
185 |
The Hartford Short Duration Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
186 |
The Hartford Short Duration Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
187 |
The Hartford Short Duration Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
188 |
The Hartford Short Duration Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Futures Contracts Outstanding at July 31, 2024 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
U.S. Treasury 2-Year Note Future | 1,388 | 09/30/2024 | $ 285,049,657 | $ 2,437,955 | ||||
Short position contracts: | ||||||||
U.S. Treasury 5-Year Note Future | (1,774) | 09/30/2024 | $ (191,397,969) | $ (3,516,784) | ||||
U.S. Treasury 10-Year Note Future | (620) | 09/19/2024 | (69,323,750) | (1,739,649) | ||||
Total | $ (5,256,433) | |||||||
Total futures contracts | $ (2,818,478) |
Foreign Currency Contracts Outstanding at July 31, 2024 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
788,488 | EUR | 856,363 | USD | SCB | 08/30/2024 | $ (1,751) | ||||
1,251,000 | EUR | 1,360,974 | USD | ANZ | 08/30/2024 | (5,063) | ||||
2,808,814 | USD | 2,614,000 | EUR | DEUT | 08/02/2024 | (20,446) | ||||
14,832,878 | USD | 13,650,497 | EUR | DEUT | 08/30/2024 | 37,625 | ||||
2,836,732 | USD | 2,614,000 | EUR | DEUT | 09/03/2024 | 3,132 | ||||
Total foreign currency contracts | $ 13,497 |
† For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
189 |
The Hartford Short Duration Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of July 31, 2024 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Asset & Commercial Mortgage-Backed Securities | $ 409,966,576 | $ — | $ 409,966,576 | $ — | ||||
Corporate Bonds | 926,421,565 | — | 926,421,565 | — | ||||
Municipal Bonds | 1,884,724 | — | 1,884,724 | — | ||||
Senior Floating Rate Interests | 253,520,270 | — | 253,520,270 | — | ||||
U.S. Government Agencies | 58,815,152 | — | 58,815,152 | — | ||||
U.S. Government Securities | 106,663,348 | — | 106,663,348 | — | ||||
Short-Term Investments | 1,801,999 | 1,100,259 | 701,740 | — | ||||
Foreign Currency Contracts(2) | 40,757 | — | 40,757 | — | ||||
Futures Contracts(2) | 2,437,955 | 2,437,955 | — | — | ||||
Total | $ 1,761,552,346 | $ 3,538,214 | $ 1,758,014,132 | $ — | ||||
Liabilities | ||||||||
Foreign Currency Contracts(2) | $ (27,260) | $ — | $ (27,260) | $ — | ||||
Futures Contracts(2) | (5,256,433) | (5,256,433) | — | — | ||||
Total | $ (5,283,693) | $ (5,256,433) | $ (27,260) | $ — |
(1) | For the period ended July 31, 2024, 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. |
190 |
Hartford Small Cap Value Fund
Schedule of
Investments
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
191 |
Hartford Small Cap Value Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Fair Value Summary
The following is a summary of the fair
valuations according to the inputs used as of July 31, 2024 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 1,943,824 | $ 1,943,824 | $ — | $ — | ||||
Banks | 21,073,124 | 21,073,124 | — | — | ||||
Capital Goods | 9,363,479 | 9,363,479 | — | — | ||||
Commercial & Professional Services | 7,030,879 | 4,765,390 | 2,265,489 | — | ||||
Consumer Durables & Apparel | 11,376,223 | 11,376,223 | — | — | ||||
Consumer Services | 8,159,790 | 8,159,790 | — | — | ||||
Energy | 4,533,327 | 4,533,327 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 4,498,627 | 4,498,627 | — | — | ||||
Financial Services | 12,475,357 | 12,475,357 | — | — | ||||
Health Care Equipment & Services | 5,742,714 | 5,742,714 | — | — | ||||
Household & Personal Products | 3,565,775 | 3,565,775 | — | — | ||||
Insurance | 7,885,701 | 7,885,701 | — | — | ||||
Materials | 4,060,145 | 4,060,145 | — | — | ||||
Media & Entertainment | 2,016,611 | 2,016,611 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 3,743,611 | 3,743,611 | — | — | ||||
Semiconductors & Semiconductor Equipment | 3,196,126 | 3,196,126 | — | — | ||||
Software & Services | 8,449,235 | 8,449,235 | — | — | ||||
Utilities | 3,990,212 | 3,990,212 | — | — | ||||
Exchange-Traded Funds | 3,654,135 | 3,654,135 | — | — | ||||
Short-Term Investments | 98,194 | 2,375 | 95,819 | — | ||||
Total | $ 126,857,089 | $ 124,495,781 | $ 2,361,308 | $ — |
(1) | For the period ended July 31, 2024, there were no transfers in and out of Level 3. |
192 |
The Hartford Small Company Fund
Schedule of
Investments
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
193 |
The Hartford Small Company Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
194 |
The Hartford Small Company Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of July 31, 2024 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 4,981,276 | $ 4,981,276 | $ — | $ — | ||||
Banks | 7,244,449 | 7,244,449 | — | — | ||||
Capital Goods | 112,731,443 | 112,731,443 | — | — | ||||
Commercial & Professional Services | 50,065,111 | 50,065,111 | — | — | ||||
Consumer Discretionary Distribution & Retail | 20,216,675 | 18,953,101 | — | 1,263,574 | ||||
Consumer Durables & Apparel | 21,345,352 | 21,345,352 | — | — | ||||
Consumer Services | 27,816,014 | 27,816,014 | — | — | ||||
Energy | 39,220,960 | 39,220,960 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 17,616,203 | 17,616,203 | — | — | ||||
Financial Services | 18,264,843 | 18,264,843 | — | — | ||||
Health Care Equipment & Services | 65,268,269 | 65,268,269 | — | — | ||||
Household & Personal Products | 11,365,429 | 11,365,429 | — | — | ||||
Insurance | 7,955,907 | 7,955,907 | — | — | ||||
Materials | 18,790,937 | 18,790,937 | — | — | ||||
Media & Entertainment | 21,638,330 | 21,638,330 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 104,308,430 | 104,308,430 | — | — | ||||
Semiconductors & Semiconductor Equipment | 19,985,260 | 19,985,260 | — | — | ||||
Software & Services | 66,562,518 | 66,562,518 | — | — | ||||
Technology Hardware & Equipment | 20,664,710 | 20,664,710 | — | — | ||||
Exchange-Traded Funds | 8,077,526 | 8,077,526 | — | — | ||||
Short-Term Investments | 3,909,062 | 3,222,774 | 686,288 | — | ||||
Total | $ 668,028,704 | $ 666,078,842 | $ 686,288 | $ 1,263,574 |
(1) | For the period ended July 31, 2024, 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, 2024 is not presented.
195 |
The Hartford Strategic Income Fund
Schedule of
Investments
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
196 |
The Hartford Strategic Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
197 |
The Hartford Strategic Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
198 |
The Hartford Strategic Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
199 |
The Hartford Strategic Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
200 |
The Hartford Strategic Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
201 |
The Hartford Strategic Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
202 |
The Hartford Strategic Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
203 |
The Hartford Strategic Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
204 |
The Hartford Strategic Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
205 |
The Hartford Strategic Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
206 |
The Hartford Strategic Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
207 |
The Hartford Strategic Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
208 |
The Hartford Strategic Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
209 |
The Hartford Strategic Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
210 |
The Hartford Strategic Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
211 |
The Hartford Strategic Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
212 |
The Hartford Strategic Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
213 |
The Hartford Strategic Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
214 |
The Hartford Strategic Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
215 |
The Hartford Strategic Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
216 |
The Hartford Strategic Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Futures Contracts Outstanding at July 31, 2024 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
Canadian 10-Years Bond Future | 543 | 09/18/2024 | $ 48,351,443 | $ 1,017,182 | ||||
U.S. Treasury 5-Year Note Future | 3,121 | 09/30/2024 | 336,726,641 | 5,966,021 | ||||
U.S. Treasury 10-Year Note Future | 2,974 | 09/19/2024 | 332,530,375 | 6,470,186 | ||||
U.S. Treasury 10-Year Ultra Future | 869 | 09/19/2024 | 100,437,391 | 2,124,332 | ||||
U.S. Treasury Ultra Bond Future | 55 | 09/19/2024 | 7,038,281 | 17,789 | ||||
Total | $ 15,595,510 | |||||||
Short position contracts: | ||||||||
Euro BUXL 30-Year Bond Future | (47) | 09/06/2024 | $ (6,853,651) | $ (337,815) | ||||
Euro-BOBL Future | (1,060) | 09/06/2024 | (134,805,698) | (2,128,615) | ||||
Euro-BUND Future | (135) | 09/06/2024 | (19,538,453) | (175,441) | ||||
Euro-Schatz Future | (407) | 09/06/2024 | (46,723,461) | (365,969) |
217 |
The Hartford Strategic Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Futures Contracts Outstanding at July 31, 2024 – (continued) | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Short position contracts – (continued): | ||||||||
Long Gilt Future | (1) | 09/26/2024 | $ (127,552) | $ (2,945) | ||||
U.S. Treasury 2-Year Note Future | (1,165) | 09/30/2024 | (239,252,774) | (68,917) | ||||
U.S. Treasury Long Bond Future | (107) | 09/19/2024 | (12,923,594) | (402,816) | ||||
Total | $ (3,482,518) | |||||||
Total futures contracts | $ 12,112,992 |
OTC Credit Default Swap Contracts Outstanding at July 31, 2024 | |||||||||||||||||||
Reference Entity | Counter- party | 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: | |||||||||||||||||||
CMBX.NA.BBB-.16 | MSC | USD | 10,000,000 | 3.00% | 04/17/2065 | Monthly | $ — | $ (1,718,798) | $ (1,547,292) | $ 171,506 | |||||||||
CMBX.NA.BBB-.16 | MSC | USD | 5,635,000 | 3.00% | 04/17/2065 | Monthly | — | (841,600) | (871,899) | (30,299) | |||||||||
CMBX.NA.BBB-.16 | MSC | USD | 5,910,000 | 3.00% | 04/17/2065 | Monthly | — | (882,437) | (914,449) | (32,012) | |||||||||
CMBX.NA.BBB-.16 | MSC | USD | 5,910,000 | 3.00% | 04/17/2065 | Monthly | — | (871,632) | (914,449) | (42,817) | |||||||||
Total OTC credit default swap contracts | $ — | $ (4,314,467) | $ (4,248,089) | $ 66,378 |
(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 Credit Default Swap Contracts Outstanding at July 31, 2024 | |||||||||||||||||
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.S41 | USD | 38,124,000 | (1.00%) | 06/20/2029 | Quarterly | $ 1,009,497 | $ — | $ 1,046,405 | $ 36,908 | ||||||||
Sell protection: | |||||||||||||||||
CDX.NA.HY.S42.V1 | USD | 162,270,000 | 5.00% | 06/20/2029 | Quarterly | $ 10,779,434 | $ — | $ 12,156,873 | $ 1,377,439 | ||||||||
ITRAXX-XOVER S41.V1 | EUR | 89,655,000 | 5.00% | 06/20/2029 | Quarterly | 8,180,836 | — | 8,814,081 | 633,245 | ||||||||
Total | $ 18,960,270 | $ — | $ 20,970,954 | $ 2,010,684 | |||||||||||||
Credit default swaps on single-name issues: | |||||||||||||||||
Buy protection: | |||||||||||||||||
Mediobanca Banca di Credito Finanziario SpA | EUR | 7,790,000 | (1.00%) | 06/20/2029 | Quarterly | $ — | $ (26,172) | $ (67,048) | $ (40,876) | ||||||||
Total | $ — | $ (26,172) | $ (67,048) | $ (40,876) | |||||||||||||
Total centrally cleared credit default swap contracts | $ 19,969,767 | $ (26,172) | $ 21,950,311 | $ 2,006,716 |
(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, 2024 | |||||||||||||||||
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) | |||||||||
3.65% Fixed | 12 Mo. USD SOFR | USD | 4,315,000 | 06/12/2035 | Annual | $ — | $ — | $ (29,147) | $ (29,147) | ||||||||
3.65% Fixed | 12 Mo. USD SOFR | USD | 4,795,000 | 06/12/2035 | Annual | — | — | (29,296) | (29,296) | ||||||||
3.66% Fixed | 12 Mo. USD SOFR | USD | 8,630,000 | 06/12/2035 | Annual | — | (553) | (60,034) | (59,481) | ||||||||
3.67% Fixed | 12 Mo. USD SOFR | USD | 8,635,000 | 06/12/2035 | Annual | — | — | (70,166) | (70,166) |
218 |
The Hartford Strategic Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Centrally Cleared Interest Rate Swap Contracts Outstanding at July 31, 2024 – (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) | |||||||||
3.74% Fixed | 12 Mo. USD SOFR | USD | 5,880,000 | 06/12/2035 | Annual | $ — | $ — | $ (81,681) | $ (81,681) | ||||||||
3.88% Fixed | 12 Mo. USD SOFR | USD | 3,885,000 | 06/12/2035 | Annual | — | — | (96,260) | (96,260) | ||||||||
3.87% Fixed | 12 Mo. USD SOFR | USD | 11,650,000 | 06/12/2035 | Annual | — | — | (283,959) | (283,959) | ||||||||
2.97% Fixed | 12 Mo. USD SOFR | USD | 10,685,000 | 03/15/2053 | Annual | 32,886 | — | 1,282,359 | 1,249,473 | ||||||||
2.88% Fixed | 12 Mo. USD SOFR | USD | 8,095,000 | 03/15/2053 | Annual | 90,035 | — | 1,102,881 | 1,012,846 | ||||||||
3.25% Fixed | 12 Mo. USD SOFR | USD | 5,555,000 | 06/21/2053 | Annual | — | (58,252) | 351,748 | 410,000 | ||||||||
3.59% Fixed | 12 Mo. USD SOFR | USD | 12,095,000 | 09/20/2053 | Annual | 53,094 | — | 181,937 | 128,843 | ||||||||
Total centrally cleared interest rate swaps contracts | $ 176,015 | $ (58,805) | $ 2,268,382 | $ 2,151,172 |
Foreign Currency Contracts Outstanding at July 31, 2024 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
1,400,000 | BRL | 249,242 | USD | UBS | 09/18/2024 | $ (2,994) | ||||
2,879,000 | EUR | 3,117,376 | USD | MSC | 08/30/2024 | 3,063 | ||||
2,445,000 | EUR | 2,658,334 | USD | SSG | 08/30/2024 | (8,291) | ||||
5,468,000 | EUR | 5,881,315 | USD | CBK | 09/18/2024 | 50,088 | ||||
2,011,000 | EUR | 2,160,418 | USD | MSC | 09/18/2024 | 21,011 | ||||
2,606,000 | EUR | 2,806,937 | USD | JPM | 09/18/2024 | 19,917 | ||||
3,304,000 | EUR | 3,570,957 | USD | RBS | 09/18/2024 | 13,051 | ||||
6,615,000 | EUR | 7,169,555 | USD | CIB | 09/18/2024 | 6,054 | ||||
296,000 | EUR | 319,326 | USD | TDB | 09/18/2024 | 1,760 | ||||
64,000 | EUR | 68,886 | USD | SGG | 09/18/2024 | 537 | ||||
238,000 | EUR | 259,023 | USD | BCLY | 09/18/2024 | (853) | ||||
1,179,000 | EUR | 1,280,228 | USD | BMO | 09/18/2024 | (1,310) | ||||
2,282,000 | GBP | 2,929,987 | USD | SSG | 09/18/2024 | 4,926 | ||||
404,020,000 | INR | 4,821,932 | USD | GSC | 09/18/2024 | (3,692) | ||||
2,244,200,000 | KZT | 4,876,225 | USD | GSC | 09/18/2024 | (180,656) | ||||
6,958,024 | USD | 10,460,000 | AUD | SSG | 09/18/2024 | 109,157 | ||||
640,208 | USD | 960,000 | AUD | SCB | 09/18/2024 | 11,631 | ||||
12,383,494 | USD | 67,282,000 | BRL | GSC | 09/18/2024 | 549,177 | ||||
7,155,136 | USD | 9,815,000 | CAD | CBK | 09/18/2024 | 35,924 | ||||
398,875 | USD | 545,000 | CAD | RBC | 09/18/2024 | 3,564 | ||||
90,719,000 | USD | 83,441,561 | EUR | BCLY | 08/30/2024 | 279,870 | ||||
85,744,694 | USD | 78,909,679 | EUR | DEUT | 08/30/2024 | 217,498 | ||||
167,000 | USD | 154,031 | EUR | BNP | 08/30/2024 | 52 | ||||
2,063,758 | USD | 1,904,820 | EUR | GSC | 08/30/2024 | (804) | ||||
1,128,249 | USD | 1,033,000 | EUR | UBS | 09/18/2024 | 7,703 | ||||
408,622 | USD | 379,000 | EUR | JPM | 09/18/2024 | (2,498) | ||||
937,127 | USD | 870,000 | EUR | MSC | 09/18/2024 | (6,604) | ||||
3,228,169 | USD | 3,000,000 | EUR | CIB | 09/18/2024 | (26,076) | ||||
14,897,924 | USD | 13,787,000 | EUR | SSG | 09/18/2024 | (57,499) | ||||
34,602,204 | USD | 32,014,000 | EUR | RBS | 09/18/2024 | (124,926) | ||||
108,701,017 | USD | 101,146,393 | EUR | DEUT | 09/18/2024 | (1,017,353) | ||||
13,377,670 | USD | 10,394,000 | GBP | BCLY | 08/30/2024 | 11,493 | ||||
150,325 | USD | 117,000 | GBP | GSC | 08/30/2024 | (131) | ||||
2,901,295 | USD | 2,278,000 | GBP | RBS | 09/18/2024 | (28,474) | ||||
17,094,161 | USD | 13,428,000 | GBP | SCB | 09/18/2024 | (175,784) | ||||
854,252 | USD | 135,600,000 | JPY | SCB | 09/18/2024 | (57,554) | ||||
14,757,785 | USD | 2,288,800,000 | JPY | MSC | 09/18/2024 | (632,640) | ||||
1,974,930 | USD | 2,665,000 | SGD | MSC | 09/18/2024 | (23,633) | ||||
Total foreign currency contracts | $ (1,005,296) |
219 |
The Hartford Strategic Income Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Foreign Cross Currency Contracts Outstanding at July 31, 2024 | ||||||||||
Contract Amount | Counterparty | Delivery Date | Contract Amount | Unrealized Appreciation/ Depreciation | ||||||
EUR | 93,825 | GSC | 08/30/2024 | GBP | 93,874 | $ (49) | ||||
EUR | 11,068,313 | JPM | 08/30/2024 | GBP | 11,092,616 | (24,303) | ||||
Total foreign cross currency contracts | $ (24,352) |
† 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, 2024 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Asset & Commercial Mortgage-Backed Securities | $ 556,697,091 | $ — | $ 555,472,091 | $ 1,225,000 | ||||
Convertible Bonds | 174,777,389 | — | 174,777,389 | — | ||||
Corporate Bonds | 792,761,017 | — | 792,761,017 | — | ||||
Foreign Government Obligations | 135,301,540 | — | 135,301,540 | — | ||||
Municipal Bonds | 4,281,640 | — | 4,281,640 | — | ||||
Senior Floating Rate Interests | 339,812,814 | — | 339,812,814 | — | ||||
U.S. Government Agencies | 249,253,883 | — | 249,253,883 | — | ||||
U.S. Government Securities | 476,763,974 | — | 476,763,974 | — | ||||
Common Stocks | ||||||||
Energy | 355,840 | 355,840 | — | — | ||||
Health Care Equipment & Services | 170,429 | 170,429 | — | — | ||||
Materials | 358,732 | — | 358,732 | — | ||||
Media & Entertainment | 7,076 | — | — | 7,076 | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 332,406 | 332,406 | — | — | ||||
Technology Hardware & Equipment | 355,328 | 355,328 | — | — | ||||
Convertible Preferred Stocks | 1,424,442 | 1,424,442 | — | — | ||||
Exchange-Traded Funds | 7,076,750 | 7,076,750 | — | — | ||||
Preferred Stocks | 8,803,957 | 8,803,957 | — | — | ||||
Warrants | — | — | — | — | ||||
Short-Term Investments | 25,884,238 | 20,763,727 | 5,120,511 | — | ||||
Foreign Currency Contracts(2) | 1,346,476 | — | 1,346,476 | — | ||||
Futures Contracts(2) | 15,595,510 | 15,595,510 | — | — | ||||
Swaps - Credit Default(2) | 2,219,098 | — | 2,219,098 | — | ||||
Swaps - Interest Rate(2) | 2,801,162 | — | 2,801,162 | — | ||||
Total | $ 2,796,380,792 | $ 54,878,389 | $ 2,740,270,327 | $ 1,232,076 | ||||
Liabilities | ||||||||
Foreign Currency Contracts(2) | $ (2,376,124) | $ — | $ (2,376,124) | $ — | ||||
Futures Contracts(2) | (3,482,518) | (3,482,518) | — | — | ||||
Swaps - Credit Default(2) | (146,004) | — | (146,004) | — | ||||
Swaps - Interest Rate(2) | (649,990) | — | (649,990) | — | ||||
Total | $ (6,654,636) | $ (3,482,518) | $ (3,172,118) | $ — |
(1) | For the period ended July 31, 2024, investments valued at $3,584,161 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, 2024 is not presented.
220 |
Hartford Sustainable Municipal Bond Fund
Schedule of
Investments
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
221 |
Hartford Sustainable Municipal Bond Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
222 |
Hartford Sustainable Municipal Bond Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
223 |
Hartford Sustainable Municipal Bond Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
224 |
Hartford Sustainable Municipal Bond Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
225 |
Hartford Sustainable Municipal Bond Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Fair Value Summary
The following is a summary of the fair
valuations according to the inputs used as of July 31, 2024 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Municipal Bonds | $ 86,115,486 | $ — | $ 86,115,486 | $ — | ||||
U.S. Government Agencies | 504,277 | — | 504,277 | — | ||||
Short-Term Investments | 420,955 | — | 420,955 | — | ||||
Total | $ 87,040,718 | $ — | $ 87,040,718 | $ — |
(1) | For the period ended July 31, 2024, there were no transfers in and out of Level 3. |
226 |
The Hartford Total Return Bond Fund
Schedule of
Investments
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
227 |
The Hartford Total Return Bond Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
228 |
The Hartford Total Return Bond Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
229 |
The Hartford Total Return Bond Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
230 |
The Hartford Total Return Bond Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
231 |
The Hartford Total Return Bond Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
232 |
The Hartford Total Return Bond Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
233 |
The Hartford Total Return Bond Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
234 |
The Hartford Total Return Bond Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
235 |
The Hartford Total Return Bond Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
236 |
The Hartford Total Return Bond Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
237 |
The Hartford Total Return Bond Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
238 |
The Hartford Total Return Bond Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
239 |
The Hartford Total Return Bond Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
240 |
The Hartford Total Return Bond Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
241 |
The Hartford Total Return Bond Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
242 |
The Hartford Total Return Bond Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
243 |
The Hartford Total Return Bond Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
244 |
The Hartford Total Return Bond Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
245 |
The Hartford Total Return Bond Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Futures Contracts Outstanding at July 31, 2024 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
Canadian 10-Years Bond Future | 564 | 09/18/2024 | $ 50,221,389 | $ 1,045,935 | ||||
U.S. Treasury 5-Year Note Future | 936 | 09/30/2024 | 100,985,625 | 1,495,729 | ||||
U.S. Treasury 10-Year Note Future | 1,036 | 09/19/2024 | 115,837,750 | 654,441 | ||||
U.S. Treasury 10-Year Ultra Future | 595 | 09/19/2024 | 68,768,984 | 830,913 | ||||
Total | $ 4,027,018 | |||||||
Short position contracts: | ||||||||
Euro BUXL 30-Year Bond Future | (67) | 09/06/2024 | $ (9,770,098) | $ (481,565) | ||||
Euro-BUND Future | (129) | 09/06/2024 | (18,670,077) | (167,644) | ||||
U.S. Treasury 2-Year Note Future | (2,690) | 09/30/2024 | (552,437,736) | (382,297) | ||||
U.S. Treasury Long Bond Future | (161) | 09/19/2024 | (19,445,781) | (592,696) | ||||
U.S. Treasury Ultra Bond Future | (80) | 09/19/2024 | (10,237,500) | (298,054) | ||||
Total | $ (1,922,256) | |||||||
Total futures contracts | $ 2,104,762 |
TBA Sale Commitments Outstanding at July 31, 2024 | ||||||||
Description | Principal Amount | Maturity Date | Market Value† | Unrealized Appreciation/ (Depreciation) | ||||
Government National Mortgage Association, 3.00% | $ 18,024,000 | 08/20/2054 | $ (16,047,344) | $ (188,735) | ||||
Government National Mortgage Association, 4.50% | 2,770,000 | 08/20/2054 | (2,674,980) | (7,124) | ||||
Uniform Mortgage-Backed Security, 2.00% | 3,075,000 | 08/01/2039 | (2,749,615) | (5,418) | ||||
Uniform Mortgage-Backed Security, 2.00% | 10,335,000 | 08/01/2054 | (8,282,511) | (117,458) | ||||
Uniform Mortgage-Backed Security, 3.00% | 3,745,000 | 08/01/2054 | (3,257,053) | (48,641) | ||||
Uniform Mortgage-Backed Security, 4.50% | 3,307,000 | 08/01/2039 | (3,278,562) | (15,741) | ||||
Uniform Mortgage-Backed Security, 5.00% | 74,910,000 | 08/01/2054 | (73,615,939) | (770,373) | ||||
Uniform Mortgage-Backed Security, 6.50% | 4,950,000 | 08/01/2054 | (5,070,976) | (12,694) | ||||
Total TBA sale commitments (proceeds receivable $113,810,796) | $ (114,976,980) | $ (1,166,184) | ||||||
At July 31, 2024, the aggregate market value of TBA Sale Commitments represents (3.1)% of total net assets. |
246 |
The Hartford Total Return Bond Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Centrally Cleared Credit Default Swap Contracts Outstanding at July 31, 2024 | |||||||||||||||||
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.S41 | USD | 26,300,000 | (1.00%) | 06/20/2029 | Quarterly | $ 696,919 | $ — | $ 721,797 | $ 24,878 | ||||||||
Total centrally cleared credit default swap contracts | $ 696,919 | $ — | $ 721,797 | $ 24,878 |
(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, 2024 | |||||||||||||||||
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) | |||||||||
3.83% Fixed | 12 Mo. USD SOFR | USD | 11,950,000 | 02/15/2034 | Annual | $ — | $ — | $ (163,809) | $ (163,809) | ||||||||
3.65% Fixed | 12 Mo. USD SOFR | USD | 5,210,000 | 06/12/2035 | Annual | — | — | (35,193) | (35,193) | ||||||||
3.65% Fixed | 12 Mo. USD SOFR | USD | 5,785,000 | 06/12/2035 | Annual | — | — | (35,345) | (35,345) | ||||||||
3.66% Fixed | 12 Mo. USD SOFR | USD | 10,420,000 | 06/12/2035 | Annual | — | (668) | (72,487) | (71,819) | ||||||||
3.67% Fixed | 12 Mo. USD SOFR | USD | 10,415,000 | 06/12/2035 | Annual | — | — | (84,629) | (84,629) | ||||||||
3.74% Fixed | 12 Mo. USD SOFR | USD | 7,095,000 | 06/12/2035 | Annual | — | — | (98,559) | (98,559) | ||||||||
3.88% Fixed | 12 Mo. USD SOFR | USD | 4,685,000 | 06/12/2035 | Annual | — | — | (116,082) | (116,082) | ||||||||
3.87% Fixed | 12 Mo. USD SOFR | USD | 14,065,000 | 06/12/2035 | Annual | — | — | (342,822) | (342,822) | ||||||||
1.56% Fixed | 12 Mo. USD SOFR | USD | 12,720,000 | 12/15/2051 | Annual | — | (72,248) | 4,804,470 | 4,876,718 | ||||||||
2.97% Fixed | 12 Mo. USD SOFR | USD | 16,045,000 | 03/15/2053 | Annual | 9,273 | — | 1,925,638 | 1,916,365 | ||||||||
2.88% Fixed | 12 Mo. USD SOFR | USD | 7,545,000 | 03/15/2053 | Annual | 83,926 | — | 1,027,948 | 944,022 | ||||||||
3.25% Fixed | 12 Mo. USD SOFR | USD | 7,880,000 | 06/21/2053 | Annual | — | (82,627) | 498,970 | 581,597 | ||||||||
3.59% Fixed | 12 Mo. USD SOFR | USD | 12,140,000 | 09/20/2053 | Annual | 53,651 | — | 182,554 | 128,903 | ||||||||
Total centrally cleared interest rate swaps contracts | $ 146,850 | $ (155,543) | $ 7,490,654 | $ 7,499,347 |
Foreign Currency Contracts Outstanding at July 31, 2024 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
1,612,000 | EUR | 1,742,324 | USD | RBS | 09/18/2024 | $ 6,290 | ||||
11,947,839 | USD | 64,915,000 | BRL | GSC | 09/18/2024 | 529,857 | ||||
53,559,326 | USD | 49,837,000 | EUR | DEUT | 09/18/2024 | (501,272) | ||||
Total foreign currency contracts | $ 34,875 |
† For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
247 |
The Hartford Total Return Bond Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of July 31, 2024 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Asset & Commercial Mortgage-Backed Securities | $ 663,490,093 | $ — | $ 663,490,093 | $ — | ||||
Corporate Bonds | 959,014,449 | — | 959,014,449 | — | ||||
Foreign Government Obligations | 98,387,677 | — | 98,387,677 | — | ||||
Municipal Bonds | 35,796,586 | — | 35,796,586 | — | ||||
Senior Floating Rate Interests | 3,393 | — | 3,393 | — | ||||
U.S. Government Agencies | 1,510,823,550 | — | 1,510,823,550 | — | ||||
U.S. Government Securities | 809,534,277 | — | 809,534,277 | — | ||||
Common Stocks | ||||||||
Energy | — | — | — | — | ||||
Preferred Stocks | 400,526 | 400,526 | — | — | ||||
Short-Term Investments | 35,920,298 | 4,517,723 | 31,402,575 | — | ||||
Foreign Currency Contracts(2) | 536,147 | — | 536,147 | — | ||||
Futures Contracts(2) | 4,027,018 | 4,027,018 | — | — | ||||
Swaps - Credit Default(2) | 24,878 | — | 24,878 | — | ||||
Swaps - Interest Rate(2) | 8,447,605 | — | 8,447,605 | — | ||||
Total | $ 4,126,406,497 | $ 8,945,267 | $ 4,117,461,230 | $ — | ||||
Liabilities | ||||||||
Foreign Currency Contracts(2) | $ (501,272) | $ — | $ (501,272) | $ — | ||||
Futures Contracts(2) | (1,922,256) | (1,922,256) | — | — | ||||
Swaps - Interest Rate(2) | (948,258) | — | (948,258) | — | ||||
TBA Sale Commitments | (114,976,980) | — | (114,976,980) | — | ||||
Total | $ (118,348,766) | $ (1,922,256) | $ (116,426,510) | $ — |
(1) | For the period ended July 31, 2024, 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, 2024 is not presented.
248 |
The Hartford World Bond Fund
Schedule of
Investments
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
249 |
The Hartford World Bond Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
250 |
The Hartford World Bond Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
251 |
The Hartford World Bond Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
252 |
The Hartford World Bond Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
253 |
The Hartford World Bond Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
254 |
The Hartford World Bond Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
255 |
The Hartford World Bond Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
256 |
The Hartford World Bond Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
257 |
The Hartford World Bond Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
258 |
The Hartford World Bond Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
259 |
The Hartford World Bond Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
260 |
The Hartford World Bond Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Exchange-Traded Option Contracts Outstanding at July 31, 2024 | ||||||||||||||||
Description | Exercise Price/ FX Rate/ Rate | Expiration Date | Number of Contracts | Notional Amount | Value† | Premiums Paid (Received) by Fund | Unrealized Appreciation/ (Depreciation) | |||||||||
Purchased option contracts: | ||||||||||||||||
Exchange-Traded Options | ||||||||||||||||
3 Mo. EURIBOR Future Option | 96.25 | EUR | 09/16/2024 | 690 | EUR | 1,725,000 | $ 4,667 | $ 70,676 | $ (66,009) | |||||||
3 Mo. EURIBOR Future Option | 96.75 | EUR | 09/16/2024 | 690 | EUR | 1,725,000 | 420,048 | 400,497 | 19,551 | |||||||
3 Mo. EURIBOR Future Option | 96.38 | EUR | 12/16/2024 | 441 | EUR | 1,102,500 | 11,932 | 15,072 | (3,140) | |||||||
3 Mo. EURIBOR Future Option | 96.88 | EUR | 12/16/2024 | 441 | EUR | 1,102,500 | 140,199 | 229,093 | (88,894) | |||||||
3 Mo. SONIA Future Option | 95.50 | GBP | 12/13/2024 | 1,379 | GBP | 3,447,500 | 864,227 | 1,344,233 | (480,006) | |||||||
3 Mo. SONIA Future Option | 94.50 | GBP | 12/13/2024 | 1,379 | GBP | 3,447,500 | 11,080 | 209,985 | (198,905) | |||||||
Total purchased exchange-traded option contracts | $ 1,452,153 | $ 2,269,556 | $ (817,403) | |||||||||||||
Written option contracts: | ||||||||||||||||
Exchange-Traded Options | ||||||||||||||||
3 Mo. EURIBOR Future Option | 96.50 | EUR | 09/16/2024 | (1,380) | EUR | (3,450,000) | $ (102,678) | $ (362,803) | $ 260,125 | |||||||
3 Mo. EURIBOR Future Option | 96.63 | EUR | 12/16/2024 | (883) | EUR | (2,207,500) | (77,645) | (144,854) | 67,209 | |||||||
3 Mo. SONIA Future Option | 95.00 | GBP | 12/13/2024 | (2,758) | GBP | (6,895,000) | (177,277) | (1,074,481) | 897,204 | |||||||
Total Written Option Contracts exchange-traded option contracts | $ (357,600) | $ (1,582,138) | $ 1,224,538 |
261 |
The Hartford World Bond Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
OTC Option Contracts Outstanding at July 31, 2024 | |||||||||||||||||||
Description | Counterparty | Exercise Price/ FX Rate/Rate | Expiration Date | Number of Contracts | Notional Amount | Value† | Premiums Paid (Received) by Fund | Unrealized Appreciation/ (Depreciation) | |||||||||||
Purchased option contracts: | |||||||||||||||||||
Call | |||||||||||||||||||
Call AUD vs. Put USD | BNP | 0.69 | AUD | 08/14/2024 | 20,750,000 | AUD | 20,750,000 | $ 556 | $ 77,149 | $ (76,593) | |||||||||
Call USD vs. Put CHF | UBS | 0.89 | USD | 11/08/2024 | 20,768,000 | USD | 20,768,000 | 130,838 | 214,948 | (84,110) | |||||||||
Call USD vs. Put CNH | BNP | 7.35 | USD | 02/18/2025 | 13,849,000 | USD | 13,849,000 | 83,094 | 128,796 | (45,702) | |||||||||
Call USD vs. Put CNH | JPM | 7.35 | USD | 03/05/2025 | 13,878,000 | USD | 13,878,000 | 91,081 | 104,737 | (13,656) | |||||||||
Call USD vs. Put CNH | BNP | 7.37 | USD | 04/22/2025 | 13,746,000 | USD | 13,746,000 | 99,810 | 145,708 | (45,898) | |||||||||
Total purchased OTC option contracts | $ 405,379 | $ 671,338 | $ (265,959) | ||||||||||||||||
Written option contracts: | |||||||||||||||||||
Call | |||||||||||||||||||
Call AUD vs. Put USD | BNP | 0.70 | AUD | 08/14/2024 | (31,125,000) | AUD | (31,125,000) | $ (41) | $ (36,718) | $ 36,677 | |||||||||
Puts | |||||||||||||||||||
Call CNH vs. Put USD | BOA | 0.88 | USD | 11/08/2024 | (20,745,000) | USD | (20,745,000) | $ (350,217) | $ (178,531) | $ (171,686) | |||||||||
Call CNH vs. Put USD | BNP | 6.84 | USD | 02/18/2025 | (13,849,000) | USD | (13,849,000) | (58,166) | (134,059) | 75,893 | |||||||||
Call CNH vs. Put USD | JPM | 6.82 | USD | 03/05/2025 | (13,878,000) | USD | (13,878,000) | (59,259) | (117,186) | 57,927 | |||||||||
Call CNH vs. Put USD | BNP | 6.91 | USD | 04/22/2025 | (13,746,000) | USD | (13,746,000) | (124,539) | (151,069) | 26,530 | |||||||||
Call USD vs. Put AUD | BNP | 0.64 | AUD | 08/14/2024 | (10,375,000) | AUD | (10,375,000) | (7,802) | (36,511) | 28,709 | |||||||||
Total puts | $ (599,983) | $ (617,356) | $ 17,373 | ||||||||||||||||
Total Written Option Contracts OTC option contracts | $ (600,024) | $ (654,074) | $ 54,050 |
OTC Swaptions Outstanding at July 31, 2024 | ||||||||||||||||||
Description | Counter- party | Exercise Price/ FX Rate/Rate | Pay/ Receive Floating Rate | Expiration Date | Notional Amount | Value† | Premiums Paid (Received) by Fund | Unrealized Appreciation/ (Depreciation) | ||||||||||
Purchased swaptions: | ||||||||||||||||||
Call | ||||||||||||||||||
10 Year Interest Rate Swap Option* | BOA | 2.60% | Pay | 03/20/2034 | EUR | 995,000 | $ 84,322 | $ 85,919 | $ (1,597) | |||||||||
10 Year Interest Rate Swap Option* | BOA | 2.60% | Pay | 03/20/2034 | EUR | 2,952,000 | 250,036 | 254,797 | (4,761) | |||||||||
10 Year Interest Rate Swap Option* | BOA | 2.60% | Pay | 03/20/2034 | EUR | 2,952,000 | 249,936 | 254,316 | (4,380) | |||||||||
10 Year Interest Rate Swap Option* | BOA | 2.60% | Pay | 03/20/2034 | EUR | 6,895,000 | 585,798 | 603,711 | (17,913) | |||||||||
10 Year Interest Rate Swap Option* | BOA | 2.60% | Pay | 03/20/2034 | EUR | 6,900,000 | 585,678 | 602,052 | (16,374) | |||||||||
10 Year Interest Rate Swap Option* | BOA | 2.60% | Pay | 03/20/2034 | EUR | 6,900,000 | 586,922 | 611,100 | (24,178) | |||||||||
5 Year Interest Rate Swap Option* | GSC | 1.24% | Pay | 03/19/2029 | JPY | 1,034,769,000 | 132,683 | 135,409 | (2,726) | |||||||||
5 Year Interest Rate Swap Option* | GSC | 1.23% | Pay | 03/19/2029 | JPY | 1,034,770,000 | 130,868 | 130,128 | 740 | |||||||||
$ 2,606,243 | $ 2,677,432 | $ (71,189) | ||||||||||||||||
Put | ||||||||||||||||||
1 Year Interest Rate Swap Option* | MSC | 6.25% | Pay | 12/02/2024 | GBP | 17,305,000 | $ 367 | $ 19,443 | $ (19,076) | |||||||||
1 Year Interest Rate Swap Option* | MSC | 4.25% | Pay | 12/02/2024 | GBP | 17,305,000 | 49,715 | 122,341 | (72,626) | |||||||||
1 Year Interest Rate Swap Option* | MSC | 6.25% | Pay | 12/05/2024 | GBP | 17,301,000 | 371 | 19,283 | (18,912) | |||||||||
1 Year Interest Rate Swap Option* | MSC | 4.25% | Pay | 12/05/2024 | GBP | 17,301,000 | 52,312 | 122,018 | (69,706) | |||||||||
1 Year Interest Rate Swap Option* | UBS | 6.25% | Pay | 12/05/2024 | GBP | 17,301,000 | 318 | 16,200 | (15,882) | |||||||||
1 Year Interest Rate Swap Option* | UBS | 4.25% | Pay | 12/05/2024 | GBP | 17,301,000 | 52,103 | 109,816 | (57,713) | |||||||||
1 Year Interest Rate Swap Option* | MSC | 6.25% | Pay | 12/05/2024 | GBP | 17,301,000 | 262 | 12,999 | (12,737) | |||||||||
1 Year Interest Rate Swap Option* | MSC | 4.25% | Pay | 12/05/2024 | GBP | 17,301,000 | 51,856 | 96,130 | (44,274) | |||||||||
10 Year Interest Rate Swap Option* | BOA | 2.60% | Pay | 03/20/2034 | EUR | 995,000 | 84,672 | 85,811 | (1,139) | |||||||||
10 Year Interest Rate Swap Option* | BOA | 2.60% | Pay | 03/20/2034 | EUR | 2,952,000 | 251,141 | 254,796 | (3,655) | |||||||||
10 Year Interest Rate Swap Option* | BOA | 2.60% | Pay | 03/20/2034 | EUR | 2,952,000 | 251,041 | 254,315 | (3,274) | |||||||||
10 Year Interest Rate Swap Option* | BOA | 2.60% | Pay | 03/20/2034 | EUR | 6,895,000 | 588,380 | 603,710 | (15,330) | |||||||||
10 Year Interest Rate Swap Option* | BOA | 2.60% | Pay | 03/20/2034 | EUR | 6,900,000 | 588,263 | 602,053 | (13,790) | |||||||||
10 Year Interest Rate Swap Option* | BOA | 2.60% | Pay | 03/20/2034 | EUR | 6,900,000 | 589,507 | 611,101 | (21,594) | |||||||||
5 Year Interest Rate Swap Option* | GSC | 1.24% | Pay | 03/19/2029 | JPY | 1,034,769,000 | 136,403 | 135,409 | 994 | |||||||||
5 Year Interest Rate Swap Option* | GSC | 1.23% | Pay | 03/19/2029 | JPY | 1,034,770,000 | 137,427 | 130,162 | 7,265 | |||||||||
$ 2,834,138 | $ 3,195,587 | $ (361,449) | ||||||||||||||||
Total purchased OTC swaption contracts | $ 5,440,381 | $ 5,873,019 | $ (432,638) |
262 |
The Hartford World Bond Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
OTC Swaptions Outstanding at July 31, 2024 – (continued) | ||||||||||||||||||
Description | Counter- party | Exercise Price/ FX Rate/Rate | Pay/ Receive Floating Rate | Expiration Date | Notional Amount | Value† | Premiums Paid (Received) by Fund | Unrealized Appreciation/ (Depreciation) | ||||||||||
Written swaptions: | ||||||||||||||||||
Put | ||||||||||||||||||
1 Year Interest Rate Swap Option* | MSC | 5.25% | Pay | 12/02/2024 | GBP | (34,605,000) | $ (3,922) | $ (96,766) | $ 92,844 | |||||||||
1 Year Interest Rate Swap Option* | MSC | 5.25% | Pay | 12/05/2024 | GBP | (34,604,000) | (4,102) | (96,531) | 92,429 | |||||||||
1 Year Interest Rate Swap Option* | UBS | 5.25% | Pay | 12/05/2024 | GBP | (34,604,000) | (3,909) | (85,248) | 81,339 | |||||||||
1 Year Interest Rate Swap Option* | MSC | 5.25% | Pay | 12/05/2024 | GBP | (34,603,000) | (3,651) | (70,789) | 67,138 | |||||||||
$ (15,584) | $ (349,334) | $ 333,750 |
* | Swaptions with forward premiums. |
Futures Contracts Outstanding at July 31, 2024 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
Canadian 10-Years Bond Future | 2,365 | 09/18/2024 | $ 210,591,461 | $ 3,908,845 | ||||
Euro BUXL 30-Year Bond Future | 86 | 09/06/2024 | 12,540,722 | 567,539 | ||||
Euro-BOBL Future | 3,234 | 09/06/2024 | 411,284,555 | 4,179,190 | ||||
Korean 3-Year Bond Future | 374 | 09/13/2024 | 28,711,139 | 190,646 | ||||
Korean 10-Year Bond Future | 104 | 09/13/2024 | 8,807,234 | 182,230 | ||||
U.S. Treasury 2-Year Note Future | 1,065 | 09/30/2024 | 218,716,055 | 142,086 | ||||
U.S. Treasury 5-Year Note Future | 2,899 | 09/30/2024 | 312,774,922 | 1,542,092 | ||||
U.S. Treasury 10-Year Note Future | 1,894 | 09/19/2024 | 211,772,875 | 1,285,888 | ||||
U.S. Treasury 10-Year Ultra Future | 327 | 09/19/2024 | 37,794,047 | 1,025,490 | ||||
U.S. Treasury Ultra Bond Future | 248 | 09/19/2024 | 31,736,250 | 105,236 | ||||
Total | $ 13,129,242 | |||||||
Short position contracts: | ||||||||
Australian 3-Year Bond Future | (3,230) | 09/16/2024 | $ (224,777,895) | $ (1,205,605) | ||||
Australian 10-Year Bond Future | (1,376) | 09/16/2024 | (103,734,542) | (1,559,092) | ||||
Euro-BTP Italian Bond Future | (189) | 09/06/2024 | (24,332,701) | (191,981) | ||||
Euro-BUND Future | (6) | 09/06/2024 | (868,376) | (9,551) | ||||
French Government Bond Future | (139) | 09/06/2024 | (18,934,969) | (313,537) | ||||
Japanese 10-Years Bond Future | (238) | 09/12/2024 | (226,743,834) | 938,032 | ||||
Long Gilt Future | (298) | 09/26/2024 | (38,010,585) | (336,264) | ||||
U.S. Treasury Long Bond Future | (33) | 09/19/2024 | (3,985,781) | (125,080) | ||||
Total | $ (2,803,078) | |||||||
Total futures contracts | $ 10,326,164 |
OTC Credit Default Swap Contracts Outstanding at July 31, 2024 | |||||||||||||||||||
Reference Entity | Counter- party | 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: | |||||||||||||||||||
CMBX.NA.BBB-.14 | CBK | USD | 875,000 | 3.00% | 12/16/2072 | Monthly | $ — | $ (141,683) | $ (173,494) | $ (31,811) | |||||||||
Total | $ — | $ (141,683) | $ (173,494) | $ (31,811) | |||||||||||||||
Credit default swaps on single-name issues: | |||||||||||||||||||
Sell protection: | |||||||||||||||||||
NCL Corp. Ltd. (B+) | GSC | USD | 3,270,000 | 5.00% | 12/20/2026 | Quarterly | $ 175,043 | $ — | $ 296,660 | $ 121,617 | |||||||||
NCL Corp. Ltd. (B+) | GSC | USD | 2,285,000 | 5.00% | 12/20/2026 | Quarterly | 122,125 | — | 207,299 | 85,174 |
263 |
The Hartford World Bond Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
OTC Credit Default Swap Contracts Outstanding at July 31, 2024 – (continued) | |||||||||||||||||||
Reference Entity | Counter- party | 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 – (continued): | |||||||||||||||||||
NCL Corp. Ltd. (B+) | GSC | USD | 980,000 | 5.00% | 12/20/2026 | Quarterly | $ 52,542 | $ — | $ 88,907 | $ 36,365 | |||||||||
Total | $ 349,710 | $ — | $ 592,866 | $ 243,156 | |||||||||||||||
Total OTC credit default swap contracts | $ 349,710 | $ (141,683) | $ 419,372 | $ 211,345 |
(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, 2024 | |||||||||||||||||||
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 | $ — | $ — | $ 63,960 | $ 63,960 | |||||||||
CBK | 3.69% Fixed | 12 Mo. EUR EURIBOR | EUR | 7,969,000 | 09/15/2024 | At Maturity | — | — | 44,471 | 44,471 | |||||||||
CBK | 2.65% Fixed | 12 Mo. USD CPI | USD | 11,830,000 | 09/15/2033 | At Maturity | — | — | (169,403) | (169,403) | |||||||||
CBK | 2.64% Fixed | 12 Mo. USD CPI | USD | 4,940,000 | 09/15/2033 | At Maturity | — | — | (63,981) | (63,981) | |||||||||
CBK | 12 Mo. USD CPI | 2.61% Fixed | USD | 4,940,000 | 09/15/2028 | At Maturity | — | — | 25,942 | 25,942 | |||||||||
CBK | 12 Mo. USD CPI | 2.62% Fixed | USD | 11,830,000 | 09/15/2028 | At Maturity | — | — | 67,755 | 67,755 | |||||||||
JPM | 2.45% Fixed | 12 Mo. EUR EURIBOR | EUR | 17,460,000 | 02/15/2033 | At Maturity | — | — | (611,151) | (611,151) | |||||||||
JPM | 12 Mo. EUR EURIBOR | 2.48% Fixed | EUR | 17,460,000 | 02/15/2028 | At Maturity | — | — | 368,294 | 368,294 | |||||||||
JPM | 2.63% Fixed | 12 Mo. USD CPI | USD | 9,690,000 | 09/15/2033 | At Maturity | — | — | (121,086) | (121,086) | |||||||||
JPM | 2.63% Fixed | 12 Mo. USD CPI | USD | 12,507,000 | 09/15/2033 | At Maturity | — | — | (157,712) | (157,712) | |||||||||
JPM | 12 Mo. USD CPI | 2.60% Fixed | USD | 9,690,000 | 09/15/2028 | At Maturity | — | — | 46,274 | 46,274 | |||||||||
JPM | 12 Mo. USD CPI | 2.61% Fixed | USD | 12,507,000 | 09/15/2028 | At Maturity | — | — | 65,679 | 65,679 | |||||||||
MSC | 2.40% Fixed | 12 Mo. EUR EURIBOR | EUR | 17,428,000 | 02/15/2033 | At Maturity | — | — | (509,754) | (509,754) | |||||||||
MSC | 2.38% Fixed | 12 Mo. EUR EURIBOR | EUR | 17,428,000 | 02/15/2033 | At Maturity | — | — | (481,459) | (481,459) | |||||||||
MSC | 2.32% Fixed | 12 Mo. EUR EURIBOR | EUR | 16,700,000 | 02/15/2033 | At Maturity | — | — | (361,337) | (361,337) | |||||||||
MSC | 12 Mo. EUR EURIBOR | 2.31% Fixed | EUR | 16,700,000 | 02/15/2028 | At Maturity | — | — | 199,658 | 199,658 | |||||||||
MSC | 12 Mo. EUR EURIBOR | 2.40% Fixed | EUR | 17,428,000 | 02/15/2028 | At Maturity | — | — | 296,393 | 296,393 | |||||||||
MSC | 12 Mo. EUR EURIBOR | 2.41% Fixed | EUR | 17,428,000 | 02/15/2028 | At Maturity | — | — | 298,290 | 298,290 | |||||||||
Total OTC interest rate swap contracts | $ — | $ — | $ (999,167) | $ (999,167) |
Centrally Cleared Credit Default Swap Contracts Outstanding at July 31, 2024 | |||||||||||||||||
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.S42 | USD | 60,460,000 | (5.00%) | 06/20/2029 | Quarterly | $ — | $ (3,817,218) | $ (4,526,325) | $ (709,107) | ||||||||
CDX.NA.IG.S41 | USD | 11,685,000 | (1.00%) | 06/20/2029 | Quarterly | — | (152,799) | (156,152) | (3,353) | ||||||||
iTraxx-Asia ex-Japan.IG.S40.V1.5Y | USD | 4,165,000 | (1.00%) | 12/20/2028 | Quarterly | — | (8,901) | (21,398) | (12,497) | ||||||||
Total | $ — | $ (3,978,918) | $ (4,703,875) | $ (724,957) | |||||||||||||
Sell protection: | |||||||||||||||||
CDX.EM.S41 | USD | 6,010,000 | 1.00% | 06/20/2029 | Quarterly | $ — | $ (160,857) | $ (164,836) | $ (3,979) | ||||||||
Total centrally cleared credit default swap contracts | $ — | $ (4,139,775) | $ (4,868,711) | $ (728,936) |
(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. |
264 |
The Hartford World Bond Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Centrally Cleared Interest Rate Swap Contracts Outstanding at July 31, 2024 | |||||||||||||||||
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) | |||||||||
1.09% Fixed | 12 Mo. CHF SARON | CHF | 6,565,000 | 09/19/2034 | Annual | $ — | $ — | $ (63,412) | $ (63,412) | ||||||||
12 Mo. EUR EURIBOR | 2.10% Fixed | EUR | 30,334,000 | 02/15/2029 | At Maturity | — | (100,247) | (6,725) | 93,522 | ||||||||
2.28% Fixed | 12 Mo. EUR EURIBOR | EUR | 10,069,000 | 04/15/2029 | At Maturity | — | (19,842) | (148,231) | (128,389) | ||||||||
2.14% Fixed | 12 Mo. EUR EURIBOR | EUR | 16,645,000 | 04/15/2029 | At Maturity | 26,920 | — | (122,023) | (148,943) | ||||||||
2.12% Fixed | 12 Mo. EUR EURIBOR | EUR | 49,509,000 | 04/15/2029 | At Maturity | 91,411 | — | (630,917) | (722,328) | ||||||||
2.15% Fixed | 12 Mo. EUR EURIBOR | EUR | 9,950,000 | 07/15/2029 | At Maturity | — | (29,690) | (78,444) | (48,754) | ||||||||
2.19% Fixed | 12 Mo. EUR EURIBOR | EUR | 30,334,000 | 02/15/2034 | At Maturity | 131,890 | — | (137,387) | (269,277) | ||||||||
12 Mo. JPY TONAR | 0.72% Fixed | JPY | 2,620,053,000 | 09/16/2029 | Annual | — | (8,092) | (63,154) | (55,062) | ||||||||
12 Mo. JPY TONAR | 1.06% Fixed | JPY | 844,346,000 | 12/18/2034 | Annual | 18,506 | — | 3,829 | (14,677) | ||||||||
3.50% Fixed | 12 Mo. SONIA | GBP | 16,529,000 | 06/17/2029 | Annual | 3,185 | — | (56,411) | (59,596) | ||||||||
3.78% Fixed | 12 Mo. SONIA | GBP | 54,543,000 | 09/18/2029 | Annual | 70,547 | — | (246,824) | (317,371) | ||||||||
3.94% Fixed | 12 Mo. SONIA | GBP | 20,980,000 | 12/18/2029 | Annual | 18,613 | — | (383,651) | (402,264) | ||||||||
12 Mo. SONIA | 3.78% Fixed | GBP | 11,130,000 | 03/21/2034 | Annual | 35,766 | — | 119,132 | 83,366 | ||||||||
3.91% Fixed | 12 Mo. SONIA | GBP | 5,081,000 | 12/18/2034 | Annual | — | (7,231) | (146,226) | (138,995) | ||||||||
12 Mo. USD CPI | 2.35% Fixed | USD | 23,640,000 | 02/15/2029 | At Maturity | — | (258,666) | (37,807) | 220,859 | ||||||||
2.45% Fixed | 12 Mo. USD CPI | USD | 3,830,000 | 07/01/2029 | At Maturity | 4,367 | — | (17,809) | (22,176) | ||||||||
2.47% Fixed | 12 Mo. USD CPI | USD | 23,640,000 | 02/15/2034 | At Maturity | 282,666 | — | (59,929) | (342,595) | ||||||||
12 Mo. USD SOFR | 4.84% Fixed | USD | 18,395,000 | 09/18/2025 | Annual | — | (26,504) | 58,744 | 85,248 | ||||||||
3.69% Fixed | 12 Mo. USD SOFR | USD | 20,350,000 | 06/17/2029 | Annual | — | (27,123) | (163,703) | (136,580) | ||||||||
4.04% Fixed | 12 Mo. USD SOFR | USD | 3,947,000 | 09/18/2029 | Annual | — | — | (67,740) | (67,740) | ||||||||
3.91% Fixed | 12 Mo. USD SOFR | USD | 26,580,000 | 09/18/2029 | Annual | — | (3,085) | (291,645) | (288,560) | ||||||||
3.81% Fixed | 12 Mo. USD SOFR | USD | 6,545,000 | 09/18/2034 | Annual | 17,122 | — | (86,888) | (104,010) | ||||||||
12 Mo. USD SOFR | 2.69% Fixed | USD | 106,197,000 | 06/17/2039 | Annual | — | (138,052) | (1,501,722) | (1,363,670) | ||||||||
12 Mo. USD SOFR | 3.73% Fixed | USD | 8,950,000 | 12/16/2039 | Annual | — | — | (14,083) | (14,083) | ||||||||
12 Mo. USD SOFR | 3.47% Fixed | USD | 5,665,000 | 12/16/2039 | Annual | — | — | (26,073) | (26,073) | ||||||||
12 Mo. USD SOFR | 3.16% Fixed | USD | 5,965,000 | 12/16/2039 | Annual | — | — | (48,698) | (48,698) | ||||||||
12 Mo. USD SOFR | 3.16% Fixed | USD | 5,965,000 | 12/16/2039 | Annual | — | — | (49,176) | (49,176) | ||||||||
12 Mo. USD SOFR | 3.07% Fixed | USD | 5,965,000 | 12/16/2039 | Annual | — | — | (54,920) | (54,920) | ||||||||
12 Mo. USD SOFR | 3.13% Fixed | USD | 11,935,000 | 12/16/2039 | Annual | — | — | (102,107) | (102,107) | ||||||||
12 Mo. USD SOFR | 4.33% Fixed | USD | 50,944,000 | 12/15/2040 | Annual | — | — | 294,212 | 294,212 | ||||||||
12 Mo. USD SOFR | 4.31% Fixed | USD | 24,453,000 | 12/15/2040 | Annual | — | — | 135,149 | 135,149 | ||||||||
12 Mo. USD SOFR | 4.26% Fixed | USD | 13,675,000 | 12/15/2043 | Annual | — | — | 186,798 | 186,798 | ||||||||
2.31% Fixed | 12 Mo. USD SOFR | USD | 22,221,000 | 06/17/2047 | Annual | 157,316 | — | 1,525,320 | 1,368,004 | ||||||||
2.64% Fixed | 12 Mo. USD SOFR | USD | 2,520,000 | 12/16/2047 | Annual | — | — | 123,434 | 123,434 | ||||||||
2.60% Fixed | 12 Mo. USD SOFR | USD | 1,260,000 | 12/16/2047 | Annual | — | — | 64,184 | 64,184 | ||||||||
2.67% Fixed | 12 Mo. USD SOFR | USD | 1,260,000 | 12/16/2047 | Annual | — | — | 59,753 | 59,753 | ||||||||
2.69% Fixed | 12 Mo. USD SOFR | USD | 1,260,000 | 12/16/2047 | Annual | — | — | 58,248 | 58,248 | ||||||||
3.19% Fixed | 12 Mo. USD SOFR | USD | 2,020,000 | 12/16/2047 | Annual | — | — | 42,181 | 42,181 | ||||||||
2.96% Fixed | 12 Mo. USD SOFR | USD | 1,260,000 | 12/16/2047 | Annual | — | — | 41,370 | 41,370 | ||||||||
3.87% Fixed | 12 Mo. USD SOFR | USD | 5,855,000 | 12/15/2048 | Annual | 1 | — | (99,219) | (99,220) | ||||||||
3.88% Fixed | 12 Mo. USD SOFR | USD | 12,180,000 | 12/15/2048 | Annual | — | — | (213,257) | (213,257) | ||||||||
3.43% Fixed | 12 Mo. USD SOFR | USD | 9,980,000 | 12/16/2053 | Annual | — | — | (134,834) | (134,834) | ||||||||
3 Mo. AUD BBSW | 3.84% Fixed | AUD | 30,693,000 | 09/16/2029 | Quarterly | — | (27,298) | 68,378 | 95,676 | ||||||||
2.12% Fixed | 3 Mo. CNY CNRR | CNY | 26,555,000 | 09/18/2029 | Quarterly | — | — | (55,696) | (55,696) | ||||||||
3 Mo. COP CPIBR | 8.25% Fixed | COP | 11,038,247,000 | 09/18/2034 | Quarterly | — | — | 21,730 | 21,730 | ||||||||
4.53% Fixed | 3 Mo. HKD HIBOR | HKD | 139,374,000 | 09/19/2025 | Quarterly | 22,468 | — | (81,389) | (103,857) | ||||||||
3 Mo. KRW KSDA | 3.13% Fixed | KRW | 151,123,762,000 | 03/20/2029 | Quarterly | — | (482,892) | 900,613 | 1,383,505 | ||||||||
3 Mo. KRW KSDA | 3.39% Fixed | KRW | 5,131,706,000 | 09/19/2029 | Quarterly | — | — | 82,444 | 82,444 | ||||||||
3 Mo. KRW KSDA | 3.31% Fixed | KRW | 5,125,232,000 | 09/19/2029 | Quarterly | — | — | 68,756 | 68,756 | ||||||||
3 Mo. NZD NZDBBR | 4.78% Fixed | NZD | 94,455,000 | 06/21/2028 | Annual | — | (128,154) | 1,697,616 | 1,825,770 | ||||||||
3 Mo. NZD NZDBBR | 3.78% Fixed | NZD | 34,149,000 | 12/16/2029 | Quarterly | 16,263 | — | 43,519 | 27,256 | ||||||||
4.41% Fixed | 3 Mo. NZD NZDBBR | NZD | 43,459,000 | 12/18/2029 | Semi-Annual | — | (74,115) | (733,350) | (659,235) | ||||||||
3 Mo. NZD NZDBBR | 4.69% Fixed | NZD | 27,643,000 | 12/19/2034 | Quarterly | 55,602 | — | 218,905 | 163,303 | ||||||||
3 Mo. SEK STIBOR | 2.41% Fixed | SEK | 207,405,000 | 06/17/2029 | Quarterly | — | (4,312) | 168,101 | 172,413 | ||||||||
2.63% Fixed | 3 Mo. SEK STIBOR | SEK | 79,165,000 | 09/18/2029 | Annual | — | (10,242) | (131,074) | (120,832) | ||||||||
3 Mo. SEK STIBOR | 2.72% Fixed | SEK | 143,360,000 | 12/18/2029 | Quarterly | 7,103 | — | 327,551 | 320,448 | ||||||||
3 Mo. SEK STIBOR | 2.72% Fixed | SEK | 64,775,000 | 09/18/2034 | Quarterly | 9,600 | — | 193,226 | 183,626 | ||||||||
3 Mo. SEK STIBOR | 2.50% Fixed | SEK | 153,540,000 | 12/19/2034 | Quarterly | — | (2,937) | 1,125 | 4,062 |
265 |
The Hartford World Bond Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Centrally Cleared Interest Rate Swap Contracts Outstanding at July 31, 2024 – (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) | |||||||||
1.92% Fixed | 3 Mo. TWD TAIBOR | TWD | 118,537,000 | 09/18/2029 | Semi-Annual | $ — | $ — | $ (22,426) | $ (22,426) | ||||||||
6 Mo. AUD BBSW | 3.97% Fixed | AUD | 20,257,000 | 09/18/2029 | Semi-Annual | — | (22,894) | 3,706 | 26,600 | ||||||||
6 Mo. AUD BBSW | 4.25% Fixed | AUD | 9,807,000 | 09/18/2034 | Semi-Annual | — | (22,862) | 21,647 | 44,509 | ||||||||
6 Mo. AUD BBSW | 4.59% Fixed | AUD | 24,446,000 | 09/19/2034 | Semi-Annual | — | (26,737) | 48,501 | 75,238 | ||||||||
3.00% Fixed | 6 Mo. CAD CDOR | CAD | 27,401,000 | 09/16/2029 | Semi-Annual | 53,776 | — | (148,114) | (201,890) | ||||||||
3.31% Fixed | 6 Mo. CAD CDOR | CAD | 34,919,000 | 09/18/2029 | Semi-Annual | 111,111 | — | (378,809) | (489,920) | ||||||||
3.56% Fixed | 6 Mo. CAD CDOR | CAD | 2,815,000 | 03/20/2034 | Semi-Annual | — | (515) | (63,671) | (63,156) | ||||||||
3.34% Fixed | 6 Mo. CAD CDOR | CAD | 8,554,000 | 09/18/2034 | Semi-Annual | 55,790 | — | (120,829) | (176,619) | ||||||||
6 Mo. CAD CDOR | 3.41% Fixed | CAD | 20,921,000 | 09/19/2034 | Semi-Annual | — | (51,751) | 84,017 | 135,768 | ||||||||
5.28% Fixed | 6 Mo. CLP CLICP | CLP | 2,109,100,000 | 09/23/2034 | Semi-Annual | — | — | (4,641) | (4,641) | ||||||||
6 Mo. EUR EURIBOR | 2.84% Fixed | EUR | 7,000,000 | 09/18/2029 | Semi-Annual | 8,745 | — | 107,014 | 98,269 | ||||||||
6 Mo. EUR EURIBOR | 2.53% Fixed | EUR | 11,693,000 | 09/18/2029 | Semi-Annual | — | (21,427) | (2,085) | 19,342 | ||||||||
6 Mo. EUR EURIBOR | 0.53% Fixed | EUR | 15,256,400 | 09/16/2031 | Annual | 63,156 | — | (1,385,550) | (1,448,706) | ||||||||
6 Mo. EUR EURIBOR | 2.72% Fixed | EUR | 56,687,000 | 03/15/2033 | Semi-Annual | 367,663 | — | 411,524 | 43,861 | ||||||||
2.72% Fixed | 6 Mo. EUR EURIBOR | EUR | 11,650,000 | 03/21/2034 | Annual | — | (5,762) | (75,968) | (70,206) | ||||||||
6 Mo. EUR EURIBOR | 2.75% Fixed | EUR | 5,650,000 | 09/18/2034 | Semi-Annual | 7,342 | — | 97,077 | 89,735 | ||||||||
6 Mo. EUR EURIBOR | 2.69% Fixed | EUR | 8,045,000 | 09/19/2034 | Semi-Annual | — | (2,563) | 29,954 | 32,517 | ||||||||
0.63% Fixed | 6 Mo. EUR EURIBOR | EUR | 10,659,350 | 09/17/2051 | Annual | — | (285,704) | 1,695,601 | 1,981,305 | ||||||||
2.03% Fixed | 6 Mo. EUR EURIBOR | EUR | 1,763,500 | 03/16/2054 | Annual | — | (3,218) | 587 | 3,805 | ||||||||
0.63% Fixed | 6 Mo. EUR EURIBOR | EUR | 4,753,000 | 06/15/2072 | Annual | — | (87,462) | 2,171,903 | 2,259,365 | ||||||||
1.16% Fixed | 6 Mo. EUR EURIBOR | EUR | 887,500 | 06/15/2072 | Annual | — | (18,146) | 258,822 | 276,968 | ||||||||
6 Mo. NOK NIBOR | 3.56% Fixed | NOK | 141,875,000 | 09/18/2029 | Semi-Annual | — | (23,369) | (57,655) | (34,286) | ||||||||
3.75% Fixed | 6 Mo. NOK NIBOR | NOK | 1,143,989,000 | 09/18/2029 | Annual | — | (7,735) | (419,318) | (411,583) | ||||||||
3.59% Fixed | 6 Mo. NOK NIBOR | NOK | 213,893,000 | 12/16/2029 | Annual | — | (14,650) | (126,538) | (111,888) | ||||||||
6 Mo. NOK NIBOR | 3.91% Fixed | NOK | 22,005,000 | 03/20/2034 | Semi-Annual | 1,978 | — | 41,323 | 39,345 | ||||||||
3.59% Fixed | 6 Mo. NOK NIBOR | NOK | 65,318,000 | 12/18/2034 | Annual | — | (5,686) | (20,901) | (15,215) | ||||||||
Total centrally cleared interest rate swaps contracts | $ 1,638,907 | $ (1,948,963) | $ 2,594,965 | $ 2,905,021 |
Foreign Currency Contracts Outstanding at July 31, 2024 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
739,000 | AUD | 483,070 | USD | UBS | 08/02/2024 | $ 223 | ||||
5,265,000 | AUD | 3,447,601 | USD | WEST | 08/02/2024 | (4,378) | ||||
2,650,000 | AUD | 1,737,758 | USD | CBK | 08/02/2024 | (4,703) | ||||
10,545,000 | AUD | 6,946,186 | USD | GSC | 08/02/2024 | (49,933) | ||||
6,720,000 | AUD | 4,499,475 | USD | MSC | 08/02/2024 | (104,707) | ||||
17,715,000 | AUD | 11,770,647 | USD | JPM | 08/02/2024 | (185,332) | ||||
15,470,000 | AUD | 10,432,303 | USD | DEUT | 08/02/2024 | (315,180) | ||||
23,070,000 | AUD | 15,564,793 | USD | BOA | 08/02/2024 | (477,396) | ||||
31,085,000 | AUD | 20,834,423 | USD | SSG | 08/02/2024 | (505,350) | ||||
64,015,000 | AUD | 42,747,934 | USD | BNP | 08/02/2024 | (883,188) | ||||
84,284,000 | AUD | 56,063,020 | USD | TDB | 08/02/2024 | (942,685) | ||||
126,427,000 | AUD | 84,208,979 | USD | BCLY | 08/02/2024 | (1,527,822) | ||||
88,921,000 | AUD | 58,114,942 | USD | TDB | 09/03/2024 | 88,034 | ||||
20,215,000 | AUD | 13,209,913 | USD | GSC | 09/03/2024 | 21,755 | ||||
2,665,000 | AUD | 1,740,264 | USD | CBK | 09/03/2024 | 4,104 | ||||
5,330,000 | AUD | 3,495,320 | USD | BCLY | 09/03/2024 | (6,585) | ||||
55,980,000 | AUD | 36,677,019 | USD | SSG | 09/03/2024 | (35,476) | ||||
58,645,000 | AUD | 38,424,708 | USD | BNP | 09/03/2024 | (38,799) | ||||
430,000 | BRL | 78,006 | USD | MSC | 08/02/2024 | (2,000) | ||||
7,607,000 | BRL | 1,356,939 | USD | BOA | 08/02/2024 | (12,340) | ||||
12,470,000 | BRL | 2,228,533 | USD | BNP | 08/02/2024 | (24,359) | ||||
9,390,000 | BRL | 1,712,535 | USD | BCLY | 08/02/2024 | (52,777) | ||||
15,385,000 | BRL | 2,802,878 | USD | JPM | 08/02/2024 | (83,455) | ||||
45,145,000 | BRL | 8,305,431 | USD | DEUT | 08/02/2024 | (325,687) | ||||
132,573,000 | BRL | 23,787,844 | USD | CBK | 08/02/2024 | (354,495) | ||||
2,375,000 | CAD | 1,736,954 | USD | TDB | 08/02/2024 | (16,654) | ||||
2,370,000 | CAD | 1,736,620 | USD | BOA | 08/02/2024 | (19,942) | ||||
2,350,000 | CAD | 1,725,095 | USD | CBK | 08/02/2024 | (22,904) | ||||
13,120,000 | CAD | 9,535,750 | USD | GSC | 08/02/2024 | (32,451) | ||||
7,130,000 | CAD | 5,202,859 | USD | SSG | 08/02/2024 | (38,338) | ||||
4,725,000 | CAD | 3,462,030 | USD | JPM | 08/02/2024 | (39,538) |
266 |
The Hartford World Bond Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Foreign Currency Contracts Outstanding at July 31, 2024 – (continued) | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
31,553,000 | CAD | 23,077,456 | USD | MSC | 08/02/2024 | $ (222,456) | ||||
39,695,000 | CAD | 29,030,850 | USD | BNP | 08/02/2024 | (278,298) | ||||
31,000 | CAD | 22,429 | USD | RBC | 08/30/2024 | 45 | ||||
12,070,000 | CAD | 8,737,045 | USD | GSC | 09/03/2024 | 14,042 | ||||
2,415,000 | CAD | 1,745,918 | USD | CBK | 09/03/2024 | 5,024 | ||||
49,370,000 | CHF | 55,602,047 | USD | BNP | 08/02/2024 | 657,331 | ||||
46,285,000 | CHF | 52,282,801 | USD | MSC | 08/02/2024 | 461,079 | ||||
21,765,000 | CHF | 24,361,983 | USD | BOA | 08/02/2024 | 440,232 | ||||
16,990,000 | CHF | 19,060,867 | USD | CBK | 08/02/2024 | 300,018 | ||||
7,765,000 | CHF | 8,659,133 | USD | SSG | 08/02/2024 | 189,440 | ||||
9,255,000 | CHF | 10,428,474 | USD | JPM | 08/02/2024 | 118,023 | ||||
32,565,000 | CHF | 36,998,864 | USD | UBS | 08/02/2024 | 110,447 | ||||
3,105,000 | CHF | 3,465,618 | USD | TDB | 08/02/2024 | 72,671 | ||||
4,630,000 | CHF | 5,214,780 | USD | GSC | 08/02/2024 | 61,318 | ||||
3,085,000 | CHF | 3,475,249 | USD | SGG | 08/02/2024 | 40,250 | ||||
1,555,000 | CHF | 1,753,281 | USD | DEUT | 08/02/2024 | 18,712 | ||||
1,530,000 | CHF | 1,732,541 | USD | RBC | 08/02/2024 | 10,964 | ||||
61,905,000 | CHF | 70,147,150 | USD | JPM | 09/03/2024 | 667,672 | ||||
15,440,000 | CHF | 17,536,724 | USD | CBK | 09/03/2024 | 125,514 | ||||
15,430,000 | CHF | 17,599,920 | USD | UBS | 09/03/2024 | 50,878 | ||||
2,187,000,000 | CLP | 2,315,658 | USD | BCLY | 08/02/2024 | 6,257 | ||||
3,123,800,000 | CLP | 3,320,611 | USD | GSC | 08/02/2024 | (4,105) | ||||
3,260,700,000 | CLP | 3,466,322 | USD | MSC | 08/02/2024 | (4,471) | ||||
3,795,800,000 | CLP | 4,113,395 | USD | BNP | 08/02/2024 | (83,434) | ||||
979,600,000 | CLP | 1,023,894 | USD | MSC | 09/03/2024 | 15,925 | ||||
300,581,000 | CNH | 41,371,671 | USD | JPM | 08/02/2024 | 244,483 | ||||
82,921,000 | CNH | 11,469,605 | USD | CIB | 08/02/2024 | 11,005 | ||||
12,541,000 | CNH | 1,740,065 | USD | JPM | 08/29/2024 | 64 | ||||
110,088,000 | CNH | 15,299,052 | USD | JPM | 09/03/2024 | (18,793) | ||||
12,628,000 | CNH | 1,745,404 | USD | CBK | 09/26/2024 | 10,750 | ||||
67,159,760,000 | COP | 16,498,020 | USD | CBK | 08/02/2024 | 75,211 | ||||
5,620,300,000 | COP | 1,399,129 | USD | BNP | 08/02/2024 | (12,189) | ||||
8,430,450,000 | COP | 2,100,785 | USD | BOA | 08/02/2024 | (20,376) | ||||
9,078,500,000 | COP | 2,232,117 | USD | CBK | 09/03/2024 | (1,250) | ||||
40,380,000 | CZK | 1,733,802 | USD | MSC | 08/02/2024 | (14,538) | ||||
411,340,000 | CZK | 17,700,567 | USD | BCLY | 08/02/2024 | (186,890) | ||||
330,610,000 | CZK | 14,107,146 | USD | BCLY | 09/03/2024 | (16,030) | ||||
12,172,000 | DKK | 1,754,506 | USD | CBK | 08/02/2024 | 10,930 | ||||
12,172,000 | DKK | 1,768,565 | USD | CBK | 09/03/2024 | 177 | ||||
22,201,000 | EUR | 23,945,760 | USD | BNP | 08/02/2024 | 83,467 | ||||
12,847,000 | EUR | 13,832,425 | USD | CBK | 08/02/2024 | 72,509 | ||||
4,642,000 | EUR | 4,985,173 | USD | MSC | 08/02/2024 | 39,090 | ||||
5,260,000 | EUR | 5,702,829 | USD | UBS | 08/02/2024 | (9,674) | ||||
6,380,000 | EUR | 6,918,485 | USD | SGG | 08/02/2024 | (13,100) | ||||
9,604,000 | EUR | 10,427,877 | USD | SSG | 08/02/2024 | (32,998) | ||||
7,972,000 | EUR | 8,680,086 | USD | TDB | 08/02/2024 | (51,602) | ||||
14,082,000 | EUR | 15,298,551 | USD | DEUT | 08/02/2024 | (56,916) | ||||
9,575,000 | EUR | 10,430,113 | USD | JPM | 08/02/2024 | (66,624) | ||||
15,913,000 | EUR | 17,342,266 | USD | BOA | 08/02/2024 | (118,852) | ||||
15,932,000 | EUR | 17,398,840 | USD | BCLY | 08/02/2024 | (154,860) | ||||
44,742,000 | EUR | 48,719,832 | USD | GSC | 08/02/2024 | (293,385) | ||||
123,000 | EUR | 133,654 | USD | DEUT | 08/30/2024 | (339) | ||||
6,449,000 | EUR | 6,982,760 | USD | BCLY | 09/03/2024 | 8,018 | ||||
4,153,000 | EUR | 4,498,068 | USD | CBK | 09/03/2024 | 3,824 | ||||
1,610,000 | EUR | 1,742,291 | USD | BNP | 09/03/2024 | 2,964 | ||||
9,674,000 | EUR | 10,496,158 | USD | GSC | 09/03/2024 | (9,450) | ||||
51,321,000 | EUR | 55,688,987 | USD | DEUT | 09/03/2024 | (56,534) | ||||
60,601,000 | GBP | 76,902,621 | USD | UBS | 08/02/2024 | 1,004,484 | ||||
88,365,000 | GBP | 113,099,195 | USD | BNP | 08/02/2024 | 500,600 | ||||
8,094,000 | GBP | 10,370,474 | USD | CBK | 08/02/2024 | 34,967 | ||||
9,029,000 | GBP | 11,592,017 | USD | MSC | 08/02/2024 | 15,435 | ||||
1,351,000 | GBP | 1,733,541 | USD | JPM | 08/02/2024 | 3,270 | ||||
2,686,000 | GBP | 3,470,646 | USD | SSG | 08/02/2024 | (17,592) | ||||
2,947,000 | GBP | 3,820,844 | USD | CIBC | 08/02/2024 | (32,256) | ||||
22,761,000 | GBP | 29,572,251 | USD | GSC | 08/02/2024 | (311,289) |
267 |
The Hartford World Bond Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Foreign Currency Contracts Outstanding at July 31, 2024 – (continued) | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
116,847,000 | GBP | 150,190,285 | USD | TDB | 09/03/2024 | $ 72,443 | ||||
10,996,000 | GBP | 14,110,262 | USD | BNP | 09/03/2024 | 30,356 | ||||
1,358,000 | GBP | 1,745,444 | USD | GSC | 09/03/2024 | 915 | ||||
672,166,000 | HUF | 1,879,685 | USD | UBS | 08/02/2024 | (33,717) | ||||
8,121,634,000 | HUF | 22,346,237 | USD | DEUT | 08/02/2024 | (41,813) | ||||
1,929,600,000 | HUF | 5,381,311 | USD | CBK | 08/02/2024 | (82,055) | ||||
58,859,000,000 | IDR | 3,629,239 | USD | BCLY | 08/02/2024 | (9,575) | ||||
25,529,000,000 | IDR | 1,567,158 | USD | JPM | 09/03/2024 | 1,228 | ||||
11,405,000 | ILS | 3,140,100 | USD | CBK | 08/02/2024 | (122,607) | ||||
37,500,000 | ILS | 10,269,017 | USD | GSC | 08/02/2024 | (347,407) | ||||
7,260,000 | ILS | 1,950,667 | USD | BNP | 09/03/2024 | (25,621) | ||||
18,775,000 | ILS | 5,025,139 | USD | CBK | 09/03/2024 | (46,800) | ||||
475,900,000 | INR | 5,704,867 | USD | JPM | 08/02/2024 | (21,376) | ||||
783,430,000 | INR | 9,377,903 | USD | MSC | 08/02/2024 | (21,699) | ||||
2,500,430,000 | INR | 29,924,697 | USD | CBK | 08/02/2024 | (63,023) | ||||
1,225,225,000 | INR | 14,618,730 | USD | JPM | 09/03/2024 | (828) | ||||
20,195,660,000 | JPY | 128,070,325 | USD | MSC | 08/02/2024 | 6,782,519 | ||||
7,766,758,000 | JPY | 50,096,841 | USD | GSC | 08/02/2024 | 1,764,271 | ||||
6,085,642,000 | JPY | 39,053,500 | USD | JPM | 08/02/2024 | 1,582,264 | ||||
3,030,800,000 | JPY | 19,172,148 | USD | CBK | 08/02/2024 | 1,065,466 | ||||
5,422,200,000 | JPY | 35,371,178 | USD | RBC | 08/02/2024 | 834,575 | ||||
2,201,100,000 | JPY | 13,918,716 | USD | BNP | 08/02/2024 | 778,729 | ||||
3,219,700,000 | JPY | 20,841,447 | USD | BCLY | 08/02/2024 | 657,515 | ||||
1,506,300,000 | JPY | 9,630,859 | USD | BOA | 08/02/2024 | 427,185 | ||||
545,300,000 | JPY | 3,504,460 | USD | SSG | 08/02/2024 | 136,681 | ||||
274,900,000 | JPY | 1,759,334 | USD | TDB | 08/02/2024 | 76,261 | ||||
271,000,000 | JPY | 1,752,583 | USD | SCB | 08/02/2024 | 56,970 | ||||
19,515,600,000 | JPY | 127,437,465 | USD | DEUT | 09/03/2024 | 3,511,251 | ||||
2,816,900,000 | JPY | 18,298,739 | USD | BCLY | 09/03/2024 | 602,521 | ||||
8,347,400,000 | JPY | 55,527,519 | USD | GSC | 09/03/2024 | 483,124 | ||||
2,155,700,000 | JPY | 14,149,330 | USD | MSC | 09/03/2024 | 315,311 | ||||
269,400,000 | JPY | 1,804,662 | USD | BOA | 09/03/2024 | 2,999 | ||||
70,935,520,000 | KRW | 51,243,215 | USD | CBK | 08/02/2024 | 287,094 | ||||
15,791,450,000 | KRW | 11,438,832 | USD | JPM | 08/02/2024 | 32,688 | ||||
6,256,010,000 | KRW | 4,541,898 | USD | BNP | 08/02/2024 | 2,710 | ||||
2,395,120,000 | KRW | 1,739,471 | USD | GSC | 08/02/2024 | 437 | ||||
1,203,590,000 | KRW | 873,870 | USD | JPM | 09/03/2024 | 2,163 | ||||
91,865,600,000 | KRW | 66,877,150 | USD | CBK | 09/03/2024 | (12,799) | ||||
71,787,000 | MXN | 4,021,108 | USD | GSC | 08/02/2024 | (169,224) | ||||
202,583,000 | MXN | 11,174,720 | USD | MSC | 08/02/2024 | (304,701) | ||||
386,820,000 | MXN | 21,253,088 | USD | CBK | 08/02/2024 | (497,443) | ||||
574,537,000 | MXN | 31,399,239 | USD | UBS | 08/02/2024 | (571,241) | ||||
331,117,000 | MXN | 17,640,099 | USD | MSC | 09/03/2024 | 36,515 | ||||
38,950,000 | MXN | 2,063,500 | USD | JPM | 09/03/2024 | 15,838 | ||||
83,920,000 | MXN | 4,504,587 | USD | SSG | 09/03/2024 | (24,535) | ||||
113,680,000 | NOK | 10,421,053 | USD | SGG | 08/02/2024 | (1,311) | ||||
24,340,000 | NOK | 2,232,562 | USD | MSC | 08/02/2024 | (1,594) | ||||
284,650,000 | NOK | 26,106,381 | USD | RBC | 08/02/2024 | (15,781) | ||||
74,610,000 | NOK | 6,923,327 | USD | GSC | 08/02/2024 | (84,684) | ||||
90,090,000 | NOK | 8,412,964 | USD | JPM | 08/02/2024 | (155,447) | ||||
327,305,000 | NOK | 30,393,090 | USD | CBK | 08/02/2024 | (392,796) | ||||
317,785,000 | NOK | 29,525,707 | USD | BNP | 08/02/2024 | (398,000) | ||||
449,020,000 | NOK | 41,654,480 | USD | BCLY | 08/02/2024 | (497,967) | ||||
1,077,941,000 | NOK | 101,976,708 | USD | UBS | 08/02/2024 | (3,174,222) | ||||
1,933,997,000 | NOK | 176,269,982 | USD | BCLY | 09/03/2024 | 1,140,647 | ||||
76,730,000 | NOK | 6,994,659 | USD | MSC | 09/03/2024 | 43,986 | ||||
8,795,000 | NZD | 5,187,609 | USD | GSC | 08/02/2024 | 46,729 | ||||
11,675,000 | NZD | 6,926,719 | USD | SCB | 08/02/2024 | 21,649 | ||||
5,759,000 | NZD | 3,424,588 | USD | UBS | 08/02/2024 | 2,877 | ||||
5,700,000 | NZD | 3,472,172 | USD | DEUT | 08/02/2024 | (79,821) | ||||
5,640,000 | NZD | 3,460,907 | USD | SSG | 08/02/2024 | (104,265) | ||||
8,800,000 | NZD | 5,369,323 | USD | JPM | 08/02/2024 | (132,008) | ||||
23,050,000 | NZD | 13,853,232 | USD | CBK | 08/02/2024 | (135,041) | ||||
38,480,000 | NZD | 23,396,365 | USD | BNP | 08/02/2024 | (495,021) | ||||
183,047,000 | NZD | 111,271,404 | USD | MSC | 08/02/2024 | (2,331,108) |
268 |
The Hartford World Bond Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Foreign Currency Contracts Outstanding at July 31, 2024 – (continued) | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
98,932,000 | NZD | 58,005,316 | USD | TDB | 09/03/2024 | $ 877,842 | ||||
28,210,000 | NZD | 16,624,957 | USD | UBS | 09/03/2024 | 165,302 | ||||
31,610,000 | NZD | 18,744,380 | USD | GSC | 09/03/2024 | 69,519 | ||||
2,970,000 | NZD | 1,748,018 | USD | JPM | 09/03/2024 | 19,691 | ||||
2,955,000 | NZD | 1,747,525 | USD | BNP | 09/03/2024 | 11,256 | ||||
8,500,000 | PEN | 2,268,239 | USD | GSC | 08/02/2024 | 5,865 | ||||
806,000 | PEN | 211,069 | USD | DEUT | 08/02/2024 | 4,569 | ||||
9,306,000 | PEN | 2,489,633 | USD | CBK | 09/03/2024 | (376) | ||||
28,145,000 | PLN | 7,106,760 | USD | DEUT | 08/02/2024 | (6,224) | ||||
54,045,000 | PLN | 13,653,934 | USD | BCLY | 08/02/2024 | (19,241) | ||||
93,280,000 | SEK | 8,664,457 | USD | CBK | 08/02/2024 | 46,636 | ||||
49,510,000 | SEK | 4,642,403 | USD | UBS | 08/02/2024 | (18,837) | ||||
18,180,000 | SEK | 1,735,740 | USD | SSG | 08/02/2024 | (37,973) | ||||
147,120,000 | SEK | 13,829,499 | USD | BNP | 08/02/2024 | (90,475) | ||||
73,070,000 | SEK | 6,916,038 | USD | BCLY | 08/02/2024 | (92,285) | ||||
128,080,000 | SEK | 12,144,222 | USD | GSC | 08/02/2024 | (183,279) | ||||
146,180,000 | SEK | 13,847,859 | USD | JPM | 08/02/2024 | (196,620) | ||||
203,882,000 | SEK | 19,346,312 | USD | BOA | 08/02/2024 | (306,484) | ||||
133,014,000 | SEK | 12,345,179 | USD | UBS | 09/03/2024 | 97,402 | ||||
37,630,000 | SEK | 3,482,593 | USD | BNP | 09/03/2024 | 37,445 | ||||
40,952,000 | SGD | 30,454,381 | USD | JPM | 08/02/2024 | 186,617 | ||||
7,930,000 | SGD | 5,890,145 | USD | BNP | 08/02/2024 | 43,219 | ||||
5,685,000 | SGD | 4,233,628 | USD | BCLY | 08/02/2024 | 19,987 | ||||
4,300,000 | SGD | 3,204,173 | USD | JPM | 09/03/2024 | 18,326 | ||||
3,923,693 | SGD | 2,925,433 | USD | WEST | 09/03/2024 | 15,055 | ||||
1,065,220,000 | THB | 29,462,982 | USD | BCLY | 08/02/2024 | 425,947 | ||||
31,350,000 | THB | 871,729 | USD | JPM | 08/02/2024 | 7,918 | ||||
119,130,000 | THB | 3,319,309 | USD | BCLY | 09/03/2024 | 32,154 | ||||
31,350,000 | THB | 879,654 | USD | BNP | 09/03/2024 | 2,310 | ||||
112,870,000 | THB | 3,179,884 | USD | SCB | 09/03/2024 | (4,533) | ||||
256,620,000 | TRY | 7,487,166 | USD | BCLY | 08/02/2024 | 245,541 | ||||
85,391,000 | TRY | 2,486,272 | USD | GSC | 09/03/2024 | (7,847) | ||||
85,391,000 | TRY | 2,490,695 | USD | UBS | 09/03/2024 | (12,271) | ||||
85,263,000 | TRY | 2,490,692 | USD | MSC | 09/03/2024 | (15,982) | ||||
28,335,000 | TWD | 869,438 | USD | GSC | 08/02/2024 | (7,219) | ||||
28,160,000 | TWD | 866,168 | USD | JPM | 08/02/2024 | (9,274) | ||||
28,050,000 | TWD | 863,874 | USD | DEUT | 08/02/2024 | (10,327) | ||||
262,111,000 | TWD | 8,067,296 | USD | BCLY | 08/02/2024 | (91,392) | ||||
233,676,000 | TWD | 7,124,268 | USD | CBK | 09/03/2024 | 11,792 | ||||
101,740,000 | ZAR | 5,512,180 | USD | GSC | 08/02/2024 | 72,815 | ||||
75,800,000 | ZAR | 4,093,733 | USD | BNP | 08/02/2024 | 67,290 | ||||
151,760,000 | ZAR | 8,266,201 | USD | BOA | 08/02/2024 | 64,629 | ||||
202,830,000 | ZAR | 11,089,148 | USD | DEUT | 08/02/2024 | 45,158 | ||||
19,160,000 | ZAR | 1,033,859 | USD | BCLY | 08/02/2024 | 17,924 | ||||
67,658,000 | ZAR | 3,713,504 | USD | UBS | 08/02/2024 | 567 | ||||
129,193,800 | USD | 192,282,000 | AUD | BNP | 08/02/2024 | 3,444,567 | ||||
178,304,536 | USD | 267,621,000 | AUD | BCLY | 08/02/2024 | 3,284,851 | ||||
114,098,263 | USD | 171,533,000 | AUD | TDB | 08/02/2024 | 1,918,531 | ||||
28,041,156 | USD | 41,803,000 | AUD | GSC | 08/02/2024 | 702,690 | ||||
15,610,506 | USD | 23,320,000 | AUD | MSC | 08/02/2024 | 359,614 | ||||
8,023,874 | USD | 11,941,000 | AUD | UBS | 08/02/2024 | 214,659 | ||||
10,409,706 | USD | 15,680,000 | AUD | JPM | 08/02/2024 | 155,246 | ||||
5,204,264 | USD | 7,780,000 | AUD | SSG | 08/02/2024 | 116,275 | ||||
3,462,418 | USD | 5,135,000 | AUD | RBC | 08/02/2024 | 104,213 | ||||
3,485,368 | USD | 5,220,000 | AUD | DEUT | 08/02/2024 | 71,575 | ||||
2,920,752 | USD | 4,365,000 | AUD | CBK | 08/02/2024 | 66,115 | ||||
3,467,701 | USD | 5,330,000 | AUD | GSC | 09/03/2024 | (21,035) | ||||
283,863,333 | USD | 434,336,000 | AUD | TDB | 09/03/2024 | (430,005) | ||||
28,883,169 | USD | 157,564,000 | BRL | CBK | 08/02/2024 | 1,032,458 | ||||
9,873,387 | USD | 54,570,000 | BRL | GSC | 08/02/2024 | 227,698 | ||||
1,904,332 | USD | 10,331,000 | BRL | BCLY | 08/02/2024 | 78,244 | ||||
2,068,277 | USD | 11,390,000 | BRL | BNP | 08/02/2024 | 55,002 | ||||
79,108 | USD | 430,000 | BRL | DEUT | 08/02/2024 | 3,102 | ||||
1,985,782 | USD | 11,285,000 | BRL | CBK | 09/04/2024 | (2,219) | ||||
24,274,262 | USD | 33,147,000 | CAD | BNP | 08/02/2024 | 264,668 |
269 |
The Hartford World Bond Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Foreign Currency Contracts Outstanding at July 31, 2024 – (continued) | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
18,199,573 | USD | 24,906,000 | CAD | MSC | 08/02/2024 | $ 159,239 | ||||
12,124,295 | USD | 16,530,000 | CAD | JPM | 08/02/2024 | 151,008 | ||||
8,151,029 | USD | 11,118,000 | CAD | UBS | 08/02/2024 | 97,852 | ||||
5,271,068 | USD | 7,190,000 | CAD | BOA | 08/02/2024 | 63,086 | ||||
84,604,463 | USD | 116,726,000 | CAD | SSG | 08/02/2024 | 55,521 | ||||
4,173,862 | USD | 5,725,000 | CAD | GSC | 08/02/2024 | 27,034 | ||||
1,738,220 | USD | 2,375,000 | CAD | RBC | 08/02/2024 | 17,920 | ||||
1,732,386 | USD | 2,370,000 | CAD | TDB | 08/02/2024 | 15,708 | ||||
1,730,824 | USD | 2,370,000 | CAD | RBS | 08/02/2024 | 14,146 | ||||
1,735,612 | USD | 2,385,000 | CAD | BCLY | 08/02/2024 | 8,069 | ||||
277,181,517 | USD | 377,954,000 | CAD | RBC | 08/29/2024 | 3,186,589 | ||||
1,917,424 | USD | 2,655,000 | CAD | BCLY | 09/03/2024 | (7,525) | ||||
86,083,015 | USD | 119,124,000 | CAD | TDB | 09/03/2024 | (285,207) | ||||
132,003,705 | USD | 180,887,000 | CAD | SSG | 09/12/2024 | 821,717 | ||||
114,421,894 | USD | 156,172,000 | CAD | SSG | 09/26/2024 | 1,118,081 | ||||
105,308,315 | USD | 143,252,000 | CAD | RBC | 10/10/2024 | 1,336,239 | ||||
1,733,953 | USD | 1,530,000 | CHF | TDB | 08/02/2024 | (9,552) | ||||
6,988,811 | USD | 6,150,000 | CHF | MSC | 08/02/2024 | (19,396) | ||||
3,513,856 | USD | 3,105,000 | CHF | RBS | 08/02/2024 | (24,434) | ||||
10,474,978 | USD | 9,220,000 | CHF | CBK | 08/02/2024 | (31,635) | ||||
24,508,698 | USD | 21,585,000 | CHF | BCLY | 08/02/2024 | (88,399) | ||||
6,915,850 | USD | 6,165,000 | CHF | GSC | 08/02/2024 | (109,450) | ||||
6,953,379 | USD | 6,215,000 | CHF | BOA | 08/02/2024 | (128,898) | ||||
10,418,991 | USD | 9,260,000 | CHF | JPM | 08/02/2024 | (133,203) | ||||
20,999,392 | USD | 18,595,000 | CHF | BNP | 08/02/2024 | (190,463) | ||||
22,589,019 | USD | 20,200,000 | CHF | SSG | 08/02/2024 | (429,807) | ||||
44,772,811 | USD | 39,978,000 | CHF | UBS | 08/02/2024 | (783,953) | ||||
1,759,555 | USD | 1,545,000 | CHF | CBK | 09/03/2024 | (7,812) | ||||
1,754,545 | USD | 1,545,000 | CHF | SSG | 09/03/2024 | (12,822) | ||||
10,564,409 | USD | 9,260,000 | CHF | GSC | 09/03/2024 | (28,358) | ||||
8,786,860 | USD | 7,720,000 | CHF | BNP | 09/03/2024 | (44,259) | ||||
22,490,396 | USD | 19,848,000 | CHF | JPM | 09/03/2024 | (214,273) | ||||
5,873,982 | USD | 5,337,100,000 | CLP | CBK | 08/02/2024 | 207,639 | ||||
11,715,063 | USD | 10,877,706,000 | CLP | MSC | 08/02/2024 | 166,316 | ||||
1,044,088 | USD | 1,000,800,000 | CLP | GSC | 09/03/2024 | (18,234) | ||||
5,045,369 | USD | 4,827,106,000 | CLP | MSC | 09/03/2024 | (78,475) | ||||
3,302,233 | USD | 24,032,000 | CNH | CIB | 08/02/2024 | (25,055) | ||||
10,238,997 | USD | 74,453,000 | CNH | BCLY | 08/02/2024 | (69,198) | ||||
43,409,898 | USD | 315,425,000 | CNH | BOA | 08/02/2024 | (261,444) | ||||
51,799,382 | USD | 377,380,000 | CNH | JPM | 08/02/2024 | (449,776) | ||||
119,536,899 | USD | 870,390,000 | CNH | UBS | 08/02/2024 | (970,667) | ||||
176,248,147 | USD | 1,278,178,000 | CNH | UBS | 09/03/2024 | (1,163,475) | ||||
1,774,787 | USD | 12,541,000 | CNH | JPM | 05/22/2025 | 2,359 | ||||
1,778,817 | USD | 12,628,000 | CNH | CBK | 06/20/2025 | (8,903) | ||||
13,270,020 | USD | 52,889,893,000 | COP | BNP | 08/02/2024 | 218,210 | ||||
10,946,540 | USD | 43,813,607,000 | COP | CBK | 08/02/2024 | 134,514 | ||||
2,079,690 | USD | 8,309,400,000 | COP | MSC | 08/02/2024 | 29,152 | ||||
756,345 | USD | 3,021,600,000 | COP | BOA | 08/02/2024 | 10,695 | ||||
6,560,358 | USD | 26,823,990,000 | COP | CBK | 09/03/2024 | (31,122) | ||||
6,995,482 | USD | 162,940,000 | CZK | GSC | 08/02/2024 | 57,963 | ||||
8,137,156 | USD | 189,850,000 | CZK | BCLY | 08/02/2024 | 53,887 | ||||
3,565,956 | USD | 82,541,000 | CZK | CBK | 08/02/2024 | 51,597 | ||||
2,240,884 | USD | 52,300,000 | CZK | DEUT | 08/02/2024 | 14,100 | ||||
15,639,470 | USD | 366,521,000 | CZK | BCLY | 09/03/2024 | 17,771 | ||||
12,554,565 | USD | 11,522,000 | EUR | GSC | 08/02/2024 | 83,743 | ||||
16,650,258 | USD | 15,308,000 | EUR | JPM | 08/02/2024 | 81,663 | ||||
17,333,491 | USD | 15,946,000 | EUR | SSG | 08/02/2024 | 74,358 | ||||
6,933,401 | USD | 6,361,000 | EUR | UBS | 08/02/2024 | 48,581 | ||||
10,262,515 | USD | 9,444,000 | EUR | MSC | 08/02/2024 | 40,813 | ||||
42,470,029 | USD | 39,210,000 | EUR | BOA | 08/02/2024 | 31,134 | ||||
12,999,978 | USD | 11,992,000 | EUR | CBK | 08/02/2024 | 20,451 | ||||
10,382,998 | USD | 9,585,000 | EUR | TDB | 08/02/2024 | 8,685 | ||||
2,419,741 | USD | 2,258,000 | EUR | BCLY | 08/02/2024 | (24,203) | ||||
15,369,820 | USD | 14,265,000 | EUR | BNP | 08/02/2024 | (69,885) | ||||
77,046,809 | USD | 71,703,000 | EUR | DEUT | 08/02/2024 | (560,843) |
270 |
The Hartford World Bond Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Foreign Currency Contracts Outstanding at July 31, 2024 – (continued) | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
48,617,985 | USD | 44,742,473 | EUR | DEUT | 08/30/2024 | $ 123,323 | ||||
94,253,527 | USD | 86,853,000 | EUR | DEUT | 09/03/2024 | 104,047 | ||||
5,252,158 | USD | 4,837,000 | EUR | JPM | 09/03/2024 | 8,804 | ||||
1,751,421 | USD | 1,613,000 | EUR | CBK | 09/03/2024 | 2,914 | ||||
27,946,160 | USD | 25,796,000 | EUR | GSC | 09/03/2024 | (16,949) | ||||
13,824,652 | USD | 12,769,000 | EUR | BCLY | 09/03/2024 | (17,066) | ||||
17,067,555 | USD | 15,774,000 | EUR | BNP | 09/03/2024 | (31,611) | ||||
19,120,350 | USD | 14,772,000 | GBP | GSC | 08/02/2024 | 129,843 | ||||
12,127,202 | USD | 9,386,000 | GBP | CBK | 08/02/2024 | 60,798 | ||||
12,129,632 | USD | 9,399,000 | GBP | SSG | 08/02/2024 | 46,516 | ||||
22,533,870 | USD | 17,494,000 | GBP | JPM | 08/02/2024 | 44,029 | ||||
10,107,451 | USD | 7,844,000 | GBP | BCLY | 08/02/2024 | 23,404 | ||||
25,983,663 | USD | 20,199,000 | GBP | BNP | 08/02/2024 | 16,343 | ||||
1,732,931 | USD | 1,337,000 | GBP | TDB | 08/02/2024 | 14,118 | ||||
2,599,281 | USD | 2,011,000 | GBP | MSC | 08/02/2024 | 13,990 | ||||
1,736,857 | USD | 1,346,000 | GBP | SCB | 08/02/2024 | 6,473 | ||||
23,300,623 | USD | 18,354,000 | GBP | UBS | 08/02/2024 | (294,812) | ||||
15,823,079 | USD | 12,294,000 | GBP | BCLY | 08/30/2024 | 13,594 | ||||
1,740,524 | USD | 1,356,000 | GBP | JPM | 09/03/2024 | (3,263) | ||||
6,092,091 | USD | 4,744,000 | GBP | BNP | 09/03/2024 | (8,591) | ||||
8,720,091 | USD | 6,789,000 | GBP | SSG | 09/03/2024 | (10,417) | ||||
22,840,821 | USD | 17,770,000 | GBP | TDB | 09/03/2024 | (11,017) | ||||
10,463,869 | USD | 8,150,000 | GBP | GSC | 09/03/2024 | (16,856) | ||||
5,189,286 | USD | 40,315,000 | HKD | BNP | 04/16/2025 | (997) | ||||
5,196,937 | USD | 40,375,000 | HKD | JPM | 04/17/2025 | (1,160) | ||||
8,680,685 | USD | 67,330,000 | HKD | UBS | 05/12/2025 | 8,671 | ||||
8,657,986 | USD | 67,160,000 | HKD | MSC | 05/12/2025 | 7,868 | ||||
6,985,621 | USD | 54,170,000 | HKD | SCB | 06/18/2025 | 4,844 | ||||
30,397,353 | USD | 11,030,569,000 | HUF | DEUT | 08/02/2024 | 104,129 | ||||
2,082,263 | USD | 748,100,000 | HUF | CBK | 08/02/2024 | 27,758 | ||||
1,731,369 | USD | 626,500,000 | HUF | GSC | 08/02/2024 | 10,813 | ||||
2,980,564 | USD | 1,085,250,000 | HUF | BCLY | 08/02/2024 | 144 | ||||
17,353,842 | USD | 6,322,759,000 | HUF | UBS | 08/02/2024 | (10,335) | ||||
13,331,925 | USD | 4,909,988,000 | HUF | BNP | 08/02/2024 | (152,363) | ||||
38,445,538 | USD | 13,999,766,000 | HUF | BNP | 09/03/2024 | 37,412 | ||||
8,642,970 | USD | 3,150,700,000 | HUF | UBS | 09/03/2024 | (924) | ||||
8,343,493 | USD | 3,050,400,000 | HUF | DEUT | 09/03/2024 | (25,229) | ||||
864,463 | USD | 14,056,000,000 | IDR | BCLY | 08/02/2024 | 58 | ||||
2,032,813 | USD | 33,330,000,000 | IDR | JPM | 08/02/2024 | (16,889) | ||||
862,861 | USD | 14,056,000,000 | IDR | JPM | 09/03/2024 | (676) | ||||
16,864,116 | USD | 61,567,000 | ILS | CBK | 08/02/2024 | 574,947 | ||||
12,333,440 | USD | 45,807,000 | ILS | BNP | 08/02/2024 | 213,994 | ||||
1,522,088 | USD | 5,556,000 | ILS | UBS | 08/02/2024 | 52,102 | ||||
17,280,249 | USD | 64,025,000 | ILS | BNP | 09/03/2024 | 303,517 | ||||
3,880,403 | USD | 324,165,000 | INR | GSC | 08/02/2024 | 9,025 | ||||
2,593,826 | USD | 216,980,000 | INR | SCB | 08/02/2024 | 2,517 | ||||
15,114,020 | USD | 1,265,550,000 | INR | CBK | 08/02/2024 | 43 | ||||
8,684,405 | USD | 727,840,000 | INR | JPM | 08/02/2024 | (7,908) | ||||
6,945,591 | USD | 1,094,000,000 | JPY | CIB | 08/02/2024 | (359,395) | ||||
6,928,390 | USD | 1,096,300,000 | JPY | BOA | 08/02/2024 | (391,953) | ||||
17,527,275 | USD | 2,778,800,000 | JPY | JPM | 08/02/2024 | (1,027,654) | ||||
30,616,424 | USD | 4,775,300,000 | JPY | UBS | 08/02/2024 | (1,269,772) | ||||
27,901,465 | USD | 4,369,200,000 | JPY | GSC | 08/02/2024 | (1,273,074) | ||||
19,261,840 | USD | 3,077,050,000 | JPY | MSC | 08/02/2024 | (1,284,601) | ||||
31,958,618 | USD | 4,987,200,000 | JPY | BCLY | 08/02/2024 | (1,342,501) | ||||
27,843,527 | USD | 4,376,300,000 | JPY | CBK | 08/02/2024 | (1,378,418) | ||||
31,898,841 | USD | 5,110,200,000 | JPY | BNP | 08/02/2024 | (2,223,589) | ||||
10,739,312 | USD | 1,614,300,000 | JPY | GSC | 09/03/2024 | (92,561) | ||||
3,507,004 | USD | 536,700,000 | JPY | RBC | 09/03/2024 | (94,226) | ||||
3,497,503 | USD | 536,700,000 | JPY | SSG | 09/03/2024 | (103,728) | ||||
3,488,605 | USD | 536,600,000 | JPY | CBK | 09/03/2024 | (111,955) | ||||
6,980,780 | USD | 1,069,200,000 | JPY | JPM | 09/03/2024 | (193,499) | ||||
7,006,014 | USD | 1,074,600,000 | JPY | UBS | 09/03/2024 | (204,499) | ||||
10,571,664 | USD | 1,611,300,000 | JPY | BCLY | 09/03/2024 | (240,080) | ||||
10,644,729 | USD | 1,637,000,000 | JPY | BNP | 09/03/2024 | (339,461) |
271 |
The Hartford World Bond Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Foreign Currency Contracts Outstanding at July 31, 2024 – (continued) | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
35,712,019 | USD | 5,468,890,000 | JPY | DEUT | 09/03/2024 | $ (983,964) | ||||
864,223 | USD | 1,191,590,000 | KRW | GSC | 08/02/2024 | (1,395) | ||||
4,674,375 | USD | 6,462,090,000 | KRW | BCLY | 08/02/2024 | (19,937) | ||||
6,645,697 | USD | 9,195,230,000 | KRW | MSC | 08/02/2024 | (34,074) | ||||
18,179,986 | USD | 25,213,140,000 | KRW | JPM | 08/02/2024 | (135,815) | ||||
386,470,194 | USD | 536,779,987,000 | KRW | CBK | 08/02/2024 | (3,467,582) | ||||
381,886,030 | USD | 527,186,027,000 | KRW | CBK | 09/03/2024 | (1,826,169) | ||||
102,193,160 | USD | 1,869,910,000 | MXN | UBS | 08/02/2024 | 1,859,183 | ||||
16,485,504 | USD | 294,736,000 | MXN | BNP | 08/02/2024 | 670,819 | ||||
15,100,396 | USD | 274,221,000 | MXN | GSC | 08/02/2024 | 386,488 | ||||
4,442,188 | USD | 79,393,000 | MXN | SSG | 08/02/2024 | 182,188 | ||||
1,719,781 | USD | 31,450,000 | MXN | CBK | 08/02/2024 | 32,265 | ||||
10,463,074 | USD | 196,010,000 | MXN | GSC | 09/03/2024 | (880) | ||||
82,846,138 | USD | 1,555,080,000 | MXN | MSC | 09/03/2024 | (171,491) | ||||
409,555,893 | USD | 4,324,386,000 | NOK | UBS | 08/02/2024 | 13,189,033 | ||||
23,870,732 | USD | 257,327,000 | NOK | BNP | 08/02/2024 | 284,519 | ||||
7,636,643 | USD | 82,430,000 | NOK | MSC | 08/02/2024 | 81,230 | ||||
13,799,609 | USD | 149,800,000 | NOK | GSC | 08/02/2024 | 69,161 | ||||
3,437,351 | USD | 36,840,000 | NOK | RBC | 08/02/2024 | 60,651 | ||||
13,780,882 | USD | 149,710,000 | NOK | CBK | 08/02/2024 | 58,683 | ||||
1,806,035 | USD | 19,395,000 | NOK | JPM | 08/02/2024 | 28,318 | ||||
1,718,832 | USD | 18,730,000 | NOK | SGG | 08/02/2024 | 2,068 | ||||
391,003,155 | USD | 4,290,004,000 | NOK | BCLY | 09/03/2024 | (2,530,190) | ||||
245,099,165 | USD | 403,346,000 | NZD | MSC | 08/02/2024 | 5,048,071 | ||||
40,283,011 | USD | 66,345,000 | NZD | WEST | 08/02/2024 | 797,829 | ||||
26,145,779 | USD | 42,947,000 | NZD | BNP | 08/02/2024 | 585,901 | ||||
19,081,688 | USD | 31,343,000 | NZD | GSC | 08/02/2024 | 427,924 | ||||
18,534,734 | USD | 30,559,000 | NZD | SSG | 08/02/2024 | 347,567 | ||||
8,641,272 | USD | 14,280,000 | NZD | BCLY | 08/02/2024 | 142,541 | ||||
3,988,051 | USD | 6,535,000 | NZD | UBS | 08/02/2024 | 98,750 | ||||
3,640,401 | USD | 5,970,000 | NZD | CBK | 08/02/2024 | 87,359 | ||||
3,692,634 | USD | 6,076,000 | NZD | CBA | 08/02/2024 | 76,507 | ||||
829,969 | USD | 1,380,000 | NZD | SCB | 08/02/2024 | 8,662 | ||||
1,756,305 | USD | 2,955,000 | NZD | SSG | 09/03/2024 | (2,477) | ||||
3,509,802 | USD | 5,905,000 | NZD | WEST | 09/03/2024 | (4,784) | ||||
1,744,286 | USD | 2,955,000 | NZD | UBS | 09/03/2024 | (14,495) | ||||
244,356,744 | USD | 416,767,000 | NZD | TDB | 09/03/2024 | (3,698,051) | ||||
4,669,020 | USD | 274,130,000 | PHP | BCLY | 08/02/2024 | (26,727) | ||||
4,680,702 | USD | 274,130,000 | PHP | CBK | 09/03/2024 | (11,682) | ||||
12,664,409 | USD | 49,770,000 | PLN | BCLY | 08/02/2024 | 108,231 | ||||
4,164,186 | USD | 16,260,000 | PLN | DEUT | 08/02/2024 | 62,047 | ||||
1,716,955 | USD | 6,760,000 | PLN | JPM | 08/02/2024 | 11,515 | ||||
1,586,603 | USD | 6,414,000 | PLN | BNP | 08/02/2024 | (31,547) | ||||
19,484,739 | USD | 77,923,757 | PLN | UBS | 08/02/2024 | (174,184) | ||||
18,946,163 | USD | 74,937,757 | PLN | CBK | 09/03/2024 | 47,220 | ||||
3,793,320 | USD | 15,065,000 | PLN | DEUT | 09/03/2024 | (6,001) | ||||
48,352,791 | USD | 505,277,000 | SEK | UBS | 08/02/2024 | 1,166,738 | ||||
27,153,869 | USD | 287,580,000 | SEK | CBK | 08/02/2024 | 297,780 | ||||
25,984,950 | USD | 276,155,000 | SEK | GSC | 08/02/2024 | 195,800 | ||||
5,276,592 | USD | 55,625,000 | SEK | BNP | 08/02/2024 | 81,968 | ||||
7,438,021 | USD | 78,900,000 | SEK | JPM | 08/02/2024 | 69,826 | ||||
1,750,190 | USD | 18,410,000 | SEK | BOA | 08/02/2024 | 30,944 | ||||
1,730,114 | USD | 18,260,000 | SEK | DEUT | 08/02/2024 | 24,876 | ||||
3,443,739 | USD | 36,730,000 | SEK | SSG | 08/02/2024 | 13,653 | ||||
4,549,850 | USD | 49,050,000 | SEK | JPM | 09/03/2024 | (38,453) | ||||
44,121,390 | USD | 475,389,000 | SEK | UBS | 09/03/2024 | (348,113) | ||||
3,819,406 | USD | 5,140,000 | SGD | BNP | 08/02/2024 | (26,431) | ||||
6,943,768 | USD | 9,335,000 | SGD | UBS | 08/02/2024 | (40,841) | ||||
26,715,634 | USD | 36,168,307 | SGD | JPM | 08/02/2024 | (346,122) | ||||
2,240,583 | USD | 82,600,000 | THB | MSC | 08/02/2024 | (77,084) | ||||
33,859,444 | USD | 1,235,504,000 | THB | BCLY | 08/02/2024 | (807,470) | ||||
6,176,886 | USD | 221,534,000 | THB | BCLY | 09/03/2024 | (55,490) | ||||
17,115 | USD | 575,000 | TRY | BCLY | 08/02/2024 | (212) | ||||
3,449,689 | USD | 112,145,000 | TWD | BCLY | 08/02/2024 | 37,173 | ||||
864,367 | USD | 28,085,000 | TWD | JPM | 08/02/2024 | 9,754 |
272 |
The Hartford World Bond Fund
Schedule of
Investments – (continued)
July 31, 2024 (Unaudited)
July 31, 2024 (Unaudited)
Foreign Currency Contracts Outstanding at July 31, 2024 – (continued) | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
830,793 | USD | 27,250,000 | TWD | CBK | 09/03/2024 | $ (1,375) | ||||
93,724,920 | USD | 1,705,323,000 | ZAR | UBS | 08/02/2024 | 111,606 | ||||
8,232,026 | USD | 148,486,000 | ZAR | MSC | 08/02/2024 | 80,921 | ||||
4,865,691 | USD | 87,830,000 | ZAR | BCLY | 08/02/2024 | 44,284 | ||||
1,039,187 | USD | 18,750,000 | ZAR | RBS | 08/02/2024 | 9,910 | ||||
7,807,551 | USD | 142,270,000 | ZAR | CBK | 08/02/2024 | (2,327) | ||||
7,755,887 | USD | 141,490,000 | ZAR | DEUT | 08/02/2024 | (11,174) | ||||
9,772,035 | USD | 178,620,000 | ZAR | GSC | 08/02/2024 | (33,267) | ||||
6,248,980 | USD | 114,734,000 | ZAR | BOA | 08/02/2024 | (49,317) | ||||
4,204,216 | USD | 76,700,000 | ZAR | GSC | 09/03/2024 | 4,245 | ||||
4,888,485 | USD | 89,490,000 | ZAR | BOA | 09/03/2024 | (11,847) | ||||
3,322,939 | USD | 60,940,000 | ZAR | BCLY | 09/03/2024 | (14,040) | ||||
94,639,323 | USD | 1,740,455,000 | ZAR | MSC | 09/03/2024 | (665,256) | ||||
Total foreign currency contracts | $ 23,792,271 |
† 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, 2024 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Asset & Commercial Mortgage-Backed Securities | $ 284,463,853 | $ — | $ 284,463,853 | $ — | ||||
Convertible Bonds | 2,671,141 | — | 2,671,141 | — | ||||
Corporate Bonds | 379,751,745 | — | 379,626,645 | 125,100 | ||||
Foreign Government Obligations | 2,135,565,569 | — | 2,135,565,569 | — | ||||
Senior Floating Rate Interests | 190,868,605 | — | 190,868,605 | — | ||||
U.S. Government Agencies | 105,300,619 | — | 105,300,619 | — | ||||
U.S. Government Securities | 241,211,864 | — | 241,211,864 | — | ||||
Short-Term Investments | 142,997,748 | 2,280,957 | 140,716,791 | — | ||||
Purchased Options | 7,297,913 | 1,452,153 | 5,845,760 | — | ||||
Foreign Currency Contracts(2) | 78,455,493 | — | 78,455,493 | — | ||||
Futures Contracts(2) | 14,067,274 | 14,067,274 | — | — | ||||
Swaps - Credit Default(2) | 243,156 | — | 243,156 | — | ||||
Swaps - Interest Rate(2) | 13,808,660 | — | 13,808,660 | — | ||||
Total | $ 3,596,703,640 | $ 17,800,384 | $ 3,578,778,156 | $ 125,100 | ||||
Liabilities | ||||||||
Foreign Currency Contracts(2) | $ (54,663,222) | $ — | $ (54,663,222) | $ — | ||||
Futures Contracts(2) | (3,741,110) | (3,741,110) | — | — | ||||
Swaps - Credit Default(2) | (760,747) | — | (760,747) | — | ||||
Swaps - Interest Rate(2) | (11,902,806) | — | (11,902,806) | — | ||||
Written Options | (973,208) | (357,600) | (615,608) | — | ||||
Total | $ (72,041,093) | $ (4,098,710) | $ (67,942,383) | $ — |
(1) | For the period ended July 31, 2024, 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, 2024 is not presented.
273 |
The Hartford Mutual Funds, Inc. (the "Company")
GLOSSARY:
(abbreviations used in preceding Schedule of Investments) (Unaudited)
274 |
The Hartford Mutual Funds, Inc. (the "Company")
GLOSSARY:
(abbreviations used in preceding Schedule of Investments) (Unaudited) – (continued)
Other Abbreviations: | |
ADR | American Depositary Receipt |
AGM | Assured Guaranty Municipal Corp. |
AMBAC | American Municipal Bond Assurance Corp. |
ARM | Adjustable Rate Mortgage |
ASA | Allmennaksjeselskap |
BAM | Build America Mutual Assurance Co. |
BBSW | Bank Bill Swap Reference Rate |
Bhd | Berhad |
BIBOR | Bangkok Interbank Offered Rate |
BZDIOVRA | Brazil Cetip Interbank Deposit Rate |
CDOR | Canadian Dollar Offered Rate |
CLICP | Sinacofi Chile Interbank Offered Rate |
CLO | Collateralized Loan Obligation |
CMO | Collateralized Mortgage Obligation |
CNRR | China Fixing Repo Rate |
CPIBR | Consumer price index Brazil |
CVR | Contingent Value Rights |
ETF | Exchange-Traded Fund |
EURIBOR | Euro Interbank Offered Rate |
FHA | Federal Housing Administration |
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 |
NIBOR | Norwegian Interbank Offered Rate |
NPFG | National Public Finance Guarantee Corp. |
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 |
PSF-GTD | Permanent School Fund |
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 |
SCH BD GTY | School Bond Guaranty |
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 AID WITHHLDG | State Aid Withholding |
ST INTERCEPT | State Intercept |
STIBOR | Stockholm Interbank Offered Rate |
TAIBOR | Taiwan Interbank Offered Rate |
TBA | To Be Announced |
Tbk | Terbuka |
TIIE | Interbank Equilibrium Interest Rate |
TONAR | Tokyo Overnight Average Rate |
TTF | Title Transfer Facility |
ULSD | Ultra-Low Sulfur Diesel |
WIBOR | Warsaw Interbank Offered Rate |
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