Hartford AARP Balanced Retirement Fund

 

 

  Schedule of Investments

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

   Market Value  
Asset & Commercial Mortgage-Backed Securities - 4.0%

 

   Asset-Backed - Automobile - 0.2%

 

$          20,000   

AmeriCredit Automobile Receivables Trust
2.58%, 09/18/2025

   $         20,026  
15,000   

Drive Auto Receivables Trust
2.70%, 02/16/2027

     15,116  
  

Exeter Automobile Receivables Trust

 

70,000   

2.58%, 09/15/2025(1)

     70,377  
15,000   

2.73%, 12/15/2025(1)

     15,161  
33,265   

First Investors Auto Owner Trust
2.21%, 09/16/2024(1)

     33,734  
30,000   

Santander Drive Auto Receivables Trust
2.68%, 10/15/2025

     30,559  
50,000   

Westlake Automobile Receivables Trust
2.72%, 11/15/2024(1)

     50,736  
     

 

 

 
        235,709  
     

 

 

 
   Asset-Backed - Finance & Insurance - 0.6%

 

100,000   

Benchmark Mortgage Trust
1.92%, 07/15/2053(2)(3)

     12,484  
  

Domino’s Pizza Master Issuer LLC

 

48,625   

3.08%, 07/25/2047(1)

     48,913  
147,000   

4.12%, 07/25/2048(1)

     156,897  
32,419   

GLS Auto Receivables Issuer Trust
2.47%, 11/15/2023(1)

     32,782  
100,000   

Lendmark Funding Trust
2.78%, 04/20/2028(1)

     100,226  
30,463   

Long Beach Mortgage Loan Trust
0.34%, 12/25/2036, 1 mo. USD LIBOR + 0.170%(4)

     14,693  
56,433   

SoFi Consumer Loan Program Trust
2.45%, 08/25/2028(1)

     57,036  
100,000   

SPS Servicer Advance Receivables Trust
2.32%, 10/15/2052(1)

     99,204  
208,657   

Symphony CLO Ltd.
1.22%, 07/14/2026, 3 mo. USD LIBOR + 0.950%(1)(4)

     206,442  
  

Vantage Data Centers Issuer LLC

 

24,771   

3.19%, 07/15/2044(1)

     25,357  
34,154   

4.07%, 02/16/2043(1)

     35,398  
     

 

 

 
        789,432  
     

 

 

 
   Asset-Backed - Home Equity - 0.2%

 

104,312   

GSAA Home Equity Trust
0.26%, 12/25/2036, 1 mo. USD LIBOR + 0.090%(4)

     41,955  
361,576   

Renaissance Home Equity Loan Trust
5.91%, 04/25/2037(5)

     150,917  
40,000   

Soundview Home Loan Trust
0.42%, 11/25/2036, 1 mo. USD LIBOR + 0.250%(4)

     35,801  
     

 

 

 
        228,673  
     

 

 

 
   Commercial Mortgage - Backed Securities - 0.8%

 

960,355   

Benchmark Mortgage Trust
0.54%, 07/15/2051(2)(3)

     29,351  
100,000   

Commercial Mortgage Trust
1.08%, 10/15/2036, 1 mo. USD LIBOR + 0.900%(1)(4)

     98,634  
1,593,608   

DBGS Mortgage Trust
0.21%, 10/15/2051(2)(3)

     23,330  
40,000   

Deutsche Bank Commercial Mortgage Trust
3.04%, 05/10/2049

     42,235  
  

GS Mortgage Securities Trust

 

62,000   

2.78%, 10/10/2049

     64,790  
46,000   

3.14%, 06/10/2046

     48,081  
15,000   

JP Morgan Chase Commercial Mortgage Securities Trust
2.81%, 01/16/2037(1)

     15,278  
65,000   

JPMDB Commercial Mortgage Securities Trust
2.99%, 12/15/2049

     69,208  
  

Morgan Stanley Bank of America Merrill Lynch Trust

 

 

  Hartford AARP Balanced Retirement Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

   Market Value  
$          40,000   

3.74%, 08/15/2047

   $         43,235  
40,977   

3.77%, 11/15/2046

     43,228  
  

Morgan Stanley Capital Trust

  
307,079   

1.43%, 06/15/2050(2)(3)

     19,805  
989,546   

0.83%, 07/15/2051(2)(3)

     48,671  
40,000   

3.78%, 05/15/2048(2)

     44,209  
60,000   

SG Commercial Mortgage Securities Trust
2.63%, 03/15/2037(1)

     60,211  
  

Wells Fargo Bank N.A.

 

961,052   

0.51%, 08/15/2061(2)(3)

     28,710  
70,000   

3.18%, 09/15/2060

     77,395  
  

Wells Fargo Commercial Mortgage Trust

 

65,000   

2.79%, 07/15/2048

     68,109  
45,000   

3.15%, 05/15/2048

     48,641  
15,000   

4.16%, 05/15/2048(2)

     11,969  
  

WF-RBS Commercial Mortgage Trust

 

48,001   

2.87%, 11/15/2045

     49,265  
39,000   

3.07%, 06/15/2046

     40,964  
     

 

 

 
     975,319  
     

 

 

 
   Diversified Financial Services - 0.2%

 

247,958   

Carlyle Global Market Strategies CLO Ltd.
1.30%, 07/27/2031, 3 mo. USD LIBOR + 1.050%(1)(4)

     241,853  
     

 

 

 
   Other Asset Backed Securities - 0.3%

 

250,000   

Dewolf Park CLO Ltd.
1.49%, 10/15/2030, 3 mo. USD LIBOR + 1.210%(1)(4)

     246,763  
63,130   

Marlette Funding Trust
2.39%, 12/17/2029(1)

     63,551  
50,361   

OnDeck Asset Securitization Trust LLC
2.65%, 11/18/2024(1)

     50,377  
  

Towd Point Mortgage Trust

 

43,273   

2.75%, 10/25/2056(1)(2)

     44,471  
8,571   

3.00%, 11/25/2057(1)(2)

     8,609  
     

 

 

 
     413,771  
     

 

 

 
   Whole Loan Collateral CMO - 1.7%

 

  

Alternative Loan Trust

 

44,740   

0.31%, 04/25/2047, 1 mo. USD LIBOR + 0.140%(4)

     39,920  
32,286   

0.62%, 03/01/2038, 1 mo. USD LIBOR + 0.450%(4)

     27,292  
36,182   

2.67%, 08/25/2035, 12 mo. USD MTA + 1.350%(4)

     31,872  
52,959   

Angel Oak Mortgage Trust
2.59%, 10/25/2049(1)(2)

     53,682  
25,317   

Angel Oak Mortgage Trust LLC
3.65%, 09/25/2048(1)(2)

     25,799  
75,602   

Arroyo Mortgage Trust
2.96%, 10/25/2048(1)(2)

     77,313  
36,337   

Bear Stearns Alt-A Trust
0.49%, 08/25/2036, 1 mo. USD LIBOR + 0.320%(4)

     31,410  
36,140   

Bunker Hill Loan Depositary Trust
2.88%, 07/25/2049(1)(5)

     36,891  
10,420   

CHL Mortgage Pass-Through Trust
3.33%, 03/20/2036(2)

     9,713  
95,960   

Citigroup Mortgage Loan Trust
3.23%, 11/25/2070(1)(5)

     96,649  
  

COLT Mortgage Loan Trust

 

22,491   

3.47%, 07/27/2048(1)(2)

     22,707  
31,953   

3.69%, 10/26/2048(1)(2)

     32,538  
  

Fannie Mae Connecticut Avenue Securities

 

95,125   

2.37%, 01/25/2030, 1 mo. USD LIBOR + 2.200%(4)

     92,076  
130,000   

3.17%, 10/25/2029, 1 mo. USD LIBOR + 3.000%(4)

     128,860  
40,635   

5.17%, 11/25/2024, 1 mo. USD LIBOR + 5.000%(4)

     41,094  
36,350   

5.72%, 04/25/2028, 1 mo. USD LIBOR + 5.550%(4)

     37,682  
70,011   

GCAT LLC
2.99%, 02/25/2059(1)(5)

     70,867  
88,255   

GCAT Trust
2.65%, 10/25/2068(1)(2)

     91,420  

 

  Hartford AARP Balanced Retirement Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

   Market Value  
  

Mill City Mortgage Loan Trust

 

$          50,807   

2.75%, 01/25/2061(1)(2)

   $         52,094  
81,224   

3.25%, 10/25/2069(1)(2)

     85,837  
74,366   

3.50%, 08/25/2058(1)(2)

     78,982  
  

New Residential Advance Receivables Trust

 

100,000   

2.33%, 10/15/2051(1)

     100,147  
110,000   

2.43%, 10/15/2051(1)

     109,462  
  

New Residential Mortgage Loan Trust

 

61,977   

3.25%, 09/25/2056(1)(2)

     65,256  
71,382   

3.50%, 12/25/2057(1)(2)

     76,260  
63,649   

3.60%, 04/25/2049(1)(2)

     64,933  
52,676   

3.68%, 01/25/2049(1)(2)

     53,752  
51,254   

3.75%, 11/25/2056(1)(2)

     54,640  
70,199   

Nomura Asset Acceptance Corp. Alternative Loan Trust
4.05%, 06/25/2036(2)

     61,369  
39,268   

Residential Accredit Loans, Inc.
0.42%, 08/25/2037, 1 mo. USD LIBOR + 0.250%(4)

     35,236  
32,598   

Residential Asset Securitization Trust
5.50%, 06/25/2035

     27,668  
  

Seasoned Credit Risk Transfer Trust

 

32,869   

2.50%, 08/25/2059

     34,833  
9,644   

3.50%, 10/25/2058

     11,218  
88,810   

Towd Point Mortgage Trust
2.90%, 10/25/2059(1)(2)

     94,038  
82,020   

Verus Securitization Trust
3.14%, 11/25/2059(1)(2)

     84,634  
     

 

 

 
        2,038,144  
     

 

 

 
  

Total Asset & Commercial Mortgage-Backed Securities
(cost $4,961,544)

   $ 4,922,901  
     

 

 

 

Corporate Bonds - 6.4%

 

   Aerospace/Defense - 0.3%

 

  

Boeing Co.

 

10,000   

3.25%, 02/01/2035

     9,352  
160,000   

5.04%, 05/01/2027

     173,249  
48,000   

L3Harris Technologies, Inc.
4.40%, 06/15/2028

     58,308  
  

Lockheed Martin Corp.

 

5,000   

1.85%, 06/15/2030

     5,287  
10,000   

3.80%, 03/01/2045

     13,064  
20,000   

TransDigm, Inc.
6.25%, 03/15/2026(1)

     21,100  
25,000   

United Technologies Corp.
4.45%, 11/16/2038

     32,300  
     

 

 

 
        312,660  
     

 

 

 
   Agriculture - 0.1%

 

  

Altria Group, Inc.

 

5,000   

2.35%, 05/06/2025

     5,319  
10,000   

3.40%, 05/06/2030

     11,177  
35,000   

3.88%, 09/16/2046

     37,883  
5,000   

4.80%, 02/14/2029

     6,026  
10,000   

Archer-Daniels-Midland Co.
3.25%, 03/27/2030

     11,674  
20,000   

Philip Morris International, Inc.
2.10%, 05/01/2030

     21,183  
55,000   

Reynolds American, Inc.
4.85%, 09/15/2023

     61,745  
     

 

 

 
        155,007  
     

 

 

 
   Auto Manufacturers - 0.1%

 

  

General Motors Co.

 

5,000   

6.13%, 10/01/2025

     5,844  
120,000   

6.75%, 04/01/2046

     144,733  
     

 

 

 
        150,577  
     

 

 

 

 

  Hartford AARP Balanced Retirement Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

   Market Value  
   Beverages - 0.2%

 

$          93,000   

Anheuser-Busch InBev Worldwide, Inc.
3.75%, 07/15/2042

   $         103,509  
30,000   

Constellation Brands, Inc.
3.60%, 02/15/2028

     34,073  
5,000   

Keurig Dr Pepper, Inc.
3.20%, 05/01/2030

     5,676  
  

PepsiCo, Inc.

 

50,000   

1.63%, 05/01/2030

     52,354  
5,000   

2.63%, 03/19/2027

     5,574  
     

 

 

 
        201,186  
     

 

 

 
   Biotechnology - 0.1%

 

  

Amgen, Inc.

 

10,000   

1.90%, 02/21/2025

     10,540  
15,000   

2.20%, 02/21/2027

     16,009  
45,000   

2.30%, 02/25/2031

     48,000  
20,000   

2.45%, 02/21/2030

     21,562  
20,000   

2.65%, 05/11/2022

     20,769  
40,000   

Gilead Sciences, Inc.
2.55%, 09/01/2020

     40,068  
     

 

 

 
        156,948  
     

 

 

 
   Chemicals - 0.1%

 

  

Air Products and Chemicals, Inc.

 

5,000   

1.50%, 10/15/2025

     5,225  
5,000   

1.85%, 05/15/2027

     5,317  
5,000   

Dow Chemical Co.
4.80%, 05/15/2049

     6,299  
30,000   

DuPont de Nemours, Inc.
4.21%, 11/15/2023

     33,128  
10,000   

Nutrien Ltd.
3.95%, 05/13/2050

     11,946  
  

Sherwin-Williams Co.

 

10,000   

2.30%, 05/15/2030

     10,604  
5,000   

2.95%, 08/15/2029

     5,575  
30,000   

3.13%, 06/01/2024

     32,568  
10,000   

3.30%, 05/15/2050

     11,318  
5,000   

4.50%, 06/01/2047

     6,701  
     

 

 

 
        128,681  
     

 

 

 
   Commercial Banks - 0.9%

 

  

Bank of America Corp.

 

35,000   

3.97%, 02/07/2030, (3.97% fixed rate until 02/07/2029; 3 mo. USD LIBOR + 1.210% thereafter)(6)

     41,201  
70,000   

4.08%, 03/20/2051, (4.08% fixed rate until 03/20/2050; 3 mo. USD LIBOR + 3.150% thereafter)(6)

     90,915  
  

Bank of New York Mellon Corp.

 

5,000   

1.95%, 08/23/2022

     5,164  
10,000   

2.45%, 08/17/2026

     10,973  
20,000   

2.66%, 05/16/2023, (2.66% fixed rate until 05/16/2022; 3 mo. USD LIBOR + 0.634% thereafter)(6)

     20,789  
  

Citigroup, Inc.

 

25,000   

3.20%, 10/21/2026

     27,759  
60,000   

3.98%, 03/20/2030, (3.98% fixed rate until 03/20/2029; 3 mo. USD LIBOR + 1.338% thereafter)(6)

     70,372  
20,000   

Fifth Third Bancorp
2.38%, 01/28/2025

     21,232  
  

Goldman Sachs Group, Inc.

 

95,000   

3.50%, 01/23/2025

     104,460  
15,000   

4.02%, 10/31/2038, (4.02% fixed rate until 10/31/2037; 3 mo. USD LIBOR + 1.373% thereafter)(6)

     18,272  
  

JP Morgan Chase & Co.

 

115,000   

2.95%, 10/01/2026

     127,814  
10,000   

3.11%, 04/22/2041, (3.11% fixed rate until 04/22/2040; 3 mo. USD SOFR + 2.460% thereafter)(6)

     11,339  

 

  Hartford AARP Balanced Retirement Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

   Market Value  
$           10,000   

3.11%, 04/22/2051, (3.11% fixed rate until 04/22/2050; 3 mo. USD SOFR + 2.440% thereafter)(6)

   $         11,339  
40,000   

JPMorgan Chase & Co.
2.30%, 10/15/2025, (2.30% fixed rate until 10/15/2024; 3 mo. USD SOFR + 1.160% thereafter)(6)

     42,322  
20,000   

KeyCorp.
2.55%, 10/01/2029

     21,546  
190,000   

Morgan Stanley
2.72%, 07/22/2025, (2.72% fixed rate until 07/22/2024; 3 mo. USD SOFR + 1.152% thereafter)(6)

     203,292  
45,000   

PNC Financial Services Group, Inc.
2.55%, 01/22/2030

     49,801  
35,000   

Santander Holdings USA, Inc.
3.40%, 01/18/2023

     36,649  
  

State Street Corp.

 

30,000   

2.35%, 11/01/2025, (2.35% fixed rate until 11/01/2024; 3 mo. USD SOFR + 0.940% thereafter)(6)

     32,174  
10,000   

2.90%, 03/30/2026, (2.90% fixed rate until 03/30/2025; 3 mo. USD SOFR + 2.600% thereafter)(1)(6)

     10,920  
  

Wells Fargo & Co.

 

55,000   

3.00%, 02/19/2025

     59,732  
50,000   

3.00%, 10/23/2026

     54,797  
20,000   

4.75%, 12/07/2046

     26,217  
     

 

 

 
     1,099,079  
     

 

 

 
   Commercial Services - 0.0%

 

  

Equifax, Inc.

 

5,000   

2.60%, 12/15/2025

     5,362  
5,000   

3.10%, 05/15/2030

     5,551  
10,000   

ERAC USA Finance LLC
7.00%, 10/15/2037(1)

     13,781  
  

Global Payments, Inc.

 

15,000   

2.90%, 05/15/2030

     16,456  
10,000   

3.20%, 08/15/2029

     11,150  
     

 

 

 
     52,300  
     

 

 

 
   Construction Materials - 0.1%

 

  

Carrier Global Corp.

 

40,000   

2.24%, 02/15/2025(1)

     41,783  
10,000   

2.70%, 02/15/2031(1)

     10,542  
     

 

 

 
     52,325  
     

 

 

 
   Diversified Financial Services - 0.1%

 

  

American Express Co.

 

12,000   

3.63%, 12/05/2024

     13,334  
20,000   

4.20%, 11/06/2025

     23,520  
30,000   

BlackRock, Inc.
1.90%, 01/28/2031

     31,830  
     

 

 

 
     68,684  
     

 

 

 
   Electric - 0.5%

 

5,000   

Alabama Power Co.
4.15%, 08/15/2044

     6,422  
10,000   

Cleco Corporate Holdings LLC
3.74%, 05/01/2026

     10,639  
30,000   

Commonwealth Edison Co.
2.55%, 06/15/2026

     32,767  
15,000   

Dominion Energy South Carolina, Inc.
5.10%, 06/01/2065

     24,111  
35,000   

Duke Energy Florida LLC
3.40%, 10/01/2046

     42,800  
15,000   

Duke Energy Indiana LLC
3.25%, 10/01/2049

     18,102  
5,000   

Evergy, Inc.
2.45%, 09/15/2024

     5,345  
15,000   

Exelon Corp.
2.45%, 04/15/2021

     15,186  

 

  Hartford AARP Balanced Retirement Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

   Market Value  
  

FirstEnergy Corp.

 

$            5,000   

1.60%, 01/15/2026

   $         4,926  
5,000   

2.25%, 09/01/2030

     4,955  
5,000   

Fortis, Inc.
3.06%, 10/04/2026

     5,481  
55,000   

Georgia Power Co.
2.10%, 07/30/2023

     57,365  
20,000   

ITC Holdings Corp.
2.95%, 05/14/2030(1)

     22,177  
5,000   

National Rural Utilities Cooperative Finance Corp.
3.40%, 02/07/2028

     5,826  
30,000   

NextEra Energy Capital Holdings, Inc.
2.25%, 06/01/2030

     32,346  
30,000   

Oglethorpe Power Corp.
5.05%, 10/01/2048

     36,075  
15,000   

Oncor Electric Delivery Co. LLC
2.95%, 04/01/2025

     16,458  
40,000   

Pacific Gas and Electric Co.
2.50%, 02/01/2031

     40,143  
5,000   

PacifiCorp
4.13%, 01/15/2049

     6,758  
  

Puget Energy, Inc.

 

40,000   

3.65%, 05/15/2025

     42,724  
15,000   

4.10%, 06/15/2030(1)

     16,828  
5,000   

Sempra Energy
4.00%, 02/01/2048

     6,112  
40,000   

Sierra Pacific Power Co.
2.60%, 05/01/2026

     43,602  
  

Southern California Edison Co.

 

20,000   

2.25%, 06/01/2030

     20,664  
5,000   

3.65%, 02/01/2050

     5,801  
15,000   

4.13%, 03/01/2048

     17,928  
  

Southern Co.

 

55,000   

3.25%, 07/01/2026

     62,460  
20,000   

3.70%, 04/30/2030

     23,283  
15,000   

Xcel Energy, Inc.
3.50%, 12/01/2049

     18,311  
     

 

 

 
        645,595  
     

 

 

 
   Electronics - 0.0%

 

30,000   

Honeywell International, Inc.
1.95%, 06/01/2030

     32,178  
     

 

 

 
   Entertainment - 0.0%

 

15,000   

GLP Capital L.P. / GLP Financing II, Inc.
5.30%, 01/15/2029

     16,702  
     

 

 

 
   Environmental Control - 0.0%

 

10,000   

Waste Management, Inc.
4.15%, 07/15/2049

     13,325  
     

 

 

 
   Food - 0.1%

 

15,000   

Conagra Brands, Inc.
4.85%, 11/01/2028

     18,587  
15,000   

General Mills, Inc.
2.88%, 04/15/2030

     16,813  
20,000   

Post Holdings, Inc.
4.63%, 04/15/2030(1)

     21,050  
  

Sysco Corp.

 

10,000   

5.95%, 04/01/2030

     12,687  
20,000   

6.60%, 04/01/2040

     27,877  
     

 

 

 
        97,014  
     

 

 

 
   Food Service - 0.0%

 

27,000   

Aramark Services, Inc.
6.38%, 05/01/2025(1)

     28,485  
     

 

 

 

 

  Hartford AARP Balanced Retirement Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

   Market Value  
   Gas - 0.1%

 

$          15,000   

Dominion Energy Gas Holdings LLC
2.50%, 11/15/2024

   $         16,100  
  

NiSource, Inc.

 

15,000   

3.49%, 05/15/2027

     17,181  
25,000   

3.60%, 05/01/2030

     29,391  
25,000   

Sempra Energy
3.40%, 02/01/2028

     28,285  
     

 

 

 
        90,957  
     

 

 

 
   Healthcare-Products - 0.1%

 

10,000   

Baxter International, Inc.
3.95%, 04/01/2030(1)

     12,134  
19,000   

Becton Dickinson and Co.
3.36%, 06/06/2024

     20,668  
  

Boston Scientific Corp.

 

10,000   

1.90%, 06/01/2025

     10,481  
30,000   

3.75%, 03/01/2026

     34,550  
17,000   

Thermo Fisher Scientific, Inc.
2.95%, 09/19/2026

     19,049  
30,000   

Zimmer Biomet Holdings, Inc.
3.05%, 01/15/2026

     32,814  
     

 

 

 
        129,696  
     

 

 

 
   Healthcare-Services - 0.1%

 

35,000   

Anthem, Inc.
2.88%, 09/15/2029

     38,541  
15,000   

CommonSpirit Health
2.76%, 10/01/2024

     15,708  
10,000   

Quest Diagnostics, Inc.
2.80%, 06/30/2031

     10,967  
  

UnitedHealth Group, Inc.

 

15,000   

2.00%, 05/15/2030

     15,989  
10,000   

2.88%, 08/15/2029

     11,413  
10,000   

3.50%, 08/15/2039

     12,262  
10,000   

4.75%, 07/15/2045

     14,347  
     

 

 

 
        119,227  
     

 

 

 
   Home Builders - 0.0%

 

20,000   

Lennar Corp.
4.75%, 11/29/2027

     22,850  
     

 

 

 
   Household Products - 0.0%

 

5,000   

Estee Lauder Cos., Inc.
2.60%, 04/15/2030

     5,562  
     

 

 

 
   Insurance - 0.2%

 

40,000   

American International Group, Inc.
2.50%, 06/30/2025

     42,770  
21,000   

Berkshire Hathaway Finance Corp.
4.20%, 08/15/2048

     28,565  
  

Marsh & McLennan Cos., Inc.

 

73,000   

3.88%, 03/15/2024

     81,177  
5,000   

4.75%, 03/15/2039

     7,018  
3,000   

Massachusetts Mutual Life Insurance Co.
3.73%, 10/15/2070(1)

     3,489  
5,000   

New York Life Insurance Co.
3.75%, 05/15/2050(1)

     6,079  
15,000   

Progressive Corp.
3.20%, 03/26/2030

     17,565  
20,000   

Willis North America, Inc.
2.95%, 09/15/2029

     21,940  
     

 

 

 
        208,603  
     

 

 

 
   Internet - 0.1%

 

  

Amazon.com, Inc.

 

30,000   

1.50%, 06/03/2030

     31,059  
75,000   

3.15%, 08/22/2027

     86,713  

 

  Hartford AARP Balanced Retirement Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

   Market Value  
$          20,000   

Booking Holdings, Inc.
4.63%, 04/13/2030

   $         24,362  
     

 

 

 
     142,134  
     

 

 

 
   Iron/Steel - 0.0%

 

25,000   

Vale Overseas Ltd.
3.75%, 07/08/2030

     26,837  
     

 

 

 
   IT Services - 0.2%

 

  

Apple, Inc.

 

20,000   

1.13%, 05/11/2025

     20,553  
55,000   

2.20%, 09/11/2029

     60,041  
5,000   

3.35%, 02/09/2027

     5,765  
100,000   

International Business Machines Corp.
3.30%, 05/15/2026

     113,770  
10,000   

Leidos, Inc.
3.63%, 05/15/2025(1)

     11,047  
20,000   

Presidio Holdings, Inc.
8.25%, 02/01/2028(1)

     20,800  
     

 

 

 
     231,976  
     

 

 

 
   Leisure Time - 0.0%

 

31,000   

Carnival Corp.
11.50%, 04/01/2023(1)

     33,712  
     

 

 

 
   Lodging - 0.0%

 

35,000   

Boyd Gaming Corp.
8.63%, 06/01/2025(1)

     38,583  
     

 

 

 
   Machinery - Construction & Mining - 0.0%

 

20,000   

Caterpillar, Inc.
2.60%, 04/09/2030

     22,369  
     

 

 

 
   Machinery-Diversified - 0.1%

 

  

John Deere Capital Corp.

 

5,000   

1.20%, 04/06/2023

     5,113  
5,000   

1.75%, 03/09/2027

     5,274  
55,000   

Otis Worldwide Corp.
2.57%, 02/15/2030(1)

     59,641  
10,000   

Westinghouse Air Brake Technologies Corp.
3.20%, 06/15/2025

     10,446  
     

 

 

 
     80,474  
     

 

 

 
   Media - 0.4%

 

  

Charter Communications Operating LLC / Charter Communications Operating Capital

 

15,000   

2.80%, 04/01/2031

     15,738  
10,000   

5.13%, 07/01/2049

     12,268  
10,000   

6.48%, 10/23/2045

     13,959  
  

Comcast Corp.

 

25,000   

1.95%, 01/15/2031

     26,118  
50,000   

3.20%, 07/15/2036

     58,251  
10,000   

3.40%, 07/15/2046

     11,890  
10,000   

4.70%, 10/15/2048

     14,332  
5,000   

4.75%, 03/01/2044

     7,050  
5,000   

4.95%, 10/15/2058

     7,679  
  

Cox Communications, Inc.

 

7,000   

3.15%, 08/15/2024(1)

     7,598  
35,000   

3.35%, 09/15/2026(1)

     39,459  
6,000   

4.50%, 06/30/2043(1)

     7,502  
  

Discovery Communications LLC

 

10,000   

3.63%, 05/15/2030

     11,096  
40,000   

3.95%, 03/20/2028

     45,785  
15,000   

5.30%, 05/15/2049

     19,397  
65,000   

Time Warner Cable LLC
4.50%, 09/15/2042

     75,803  
  

ViacomCBS, Inc.

 

5,000   

4.20%, 05/19/2032

     5,762  
20,000   

4.25%, 09/01/2023

     21,897  
50,000   

4.95%, 01/15/2031

     60,151  

 

  Hartford AARP Balanced Retirement Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

   Market Value  
$          20,000   

Walt Disney Co.
2.65%, 01/13/2031

   $         21,755  
     

 

 

 
     483,490  
     

 

 

 
   Miscellaneous Manufacturing - 0.0%

 

5,000   

3M Co.
3.05%, 04/15/2030

     5,811  
20,000   

General Electric Co.
3.63%, 05/01/2030

     20,245  
19,000   

Parker-Hannifin Corp.
2.70%, 06/14/2024

     20,452  
     

 

 

 
     46,508  
     

 

 

 
   Oil & Gas - 0.4%

 

  

BP Capital Markets America, Inc.

 

10,000   

3.54%, 04/06/2027

     11,350  
10,000   

3.63%, 04/06/2030

     11,583  
  

Callon Petroleum Co.

 

90,000   

6.25%, 04/15/2023

     29,250  
5,000   

6.38%, 07/01/2026

     1,550  
10,000   

Canadian Natural Resources Ltd.
6.50%, 02/15/2037

     12,703  
145,000   

Centennial Resource Production LLC
5.38%, 01/15/2026(1)

     64,887  
5,000   

Diamondback Energy, Inc.
4.75%, 05/31/2025

     5,438  
  

Equinor ASA

 

10,000   

3.63%, 04/06/2040

     12,036  
10,000   

3.70%, 04/06/2050

     12,332  
  

Exxon Mobil Corp.

 

25,000   

4.23%, 03/19/2040

     32,076  
10,000   

4.33%, 03/19/2050

     13,420  
5,000   

Hess Corp.
7.30%, 08/15/2031

     6,004  
15,000   

Marathon Petroleum Corp.
4.70%, 05/01/2025

     17,043  
80,000   

Matador Resources Co.
5.88%, 09/15/2026

     60,800  
225,000   

Nostrum Oil & Gas Finance B.V.
8.00%, 07/25/2022(7)

     63,000  
40,000   

PDC Energy, Inc.
6.13%, 09/15/2024

     40,486  
5,000   

Phillips 66
3.85%, 04/09/2025

     5,607  
25,000   

Suncor Energy, Inc.
3.10%, 05/15/2025

     27,152  
85,000   

Viper Energy Partners L.P.
5.38%, 11/01/2027(1)

     89,275  
     

 

 

 
     515,992  
     

 

 

 
   Pharmaceuticals - 0.3%

 

  

AbbVie, Inc.

 

50,000   

2.95%, 11/21/2026(1)

     55,169  
5,000   

4.55%, 03/15/2035(1)

     6,373  
5,000   

Becton Dickinson and Co.
2.82%, 05/20/2030

     5,494  
  

Bristol-Myers Squibb Co.

 

15,000   

3.20%, 06/15/2026

     17,037  
10,000   

3.40%, 07/26/2029

     11,775  
  

Cigna Corp.

 

9,000   

3.05%, 10/15/2027

     10,045  
15,000   

3.75%, 07/15/2023

     16,343  
  

CVS Health Corp.

 

5,000   

3.00%, 08/15/2026

     5,530  
35,000   

5.13%, 07/20/2045

     47,611  
35,000   

GlaxoSmithKline Capital, Inc.
3.63%, 05/15/2025

     39,964  

 

  Hartford AARP Balanced Retirement Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

   Market Value  
$          25,000   

Johnson & Johnson
2.45%, 03/01/2026

   $         27,705  
20,000   

McKesson Corp.
4.75%, 05/30/2029

     24,707  
26,000   

Merck & Co., Inc.
3.40%, 03/07/2029

     30,725  
  

Novartis Capital Corp.

 

35,000   

2.00%, 02/14/2027

     37,454  
25,000   

2.20%, 08/14/2030

     27,237  
  

Pfizer, Inc.

 

15,000   

1.70%, 05/28/2030

     15,746  
10,000   

2.63%, 04/01/2030

     11,310  
12,000   

Shire Acquisitions Investments Ireland DAC
2.88%, 09/23/2023

     12,785  
  

Upjohn, Inc.

 

5,000   

1.65%, 06/22/2025(1)

     5,145  
5,000   

2.30%, 06/22/2027(1)

     5,254  
     

 

 

 
     413,409  
     

 

 

 
   Pipelines - 0.4%

 

  

Antero Midstream Partners L.P. / Antero Midstream Finance Corp.

 

50,000   

5.38%, 09/15/2024

     45,357  
140,000   

5.75%, 03/01/2027(1)

     122,287  
30,000   

Energy Transfer Operating L.P.
4.95%, 06/15/2028

     32,060  
40,000   

EnLink Midstream LLC
5.38%, 06/01/2029

     31,968  
60,000   

EnLink Midstream Partners L.P.
4.85%, 07/15/2026

     46,508  
  

MPLX L.P.

 

20,000   

4.00%, 03/15/2028

     21,790  
15,000   

4.13%, 03/01/2027

     16,369  
5,000   

5.20%, 03/01/2047

     5,639  
5,000   

5.20%, 12/01/2047

     5,479  
5,000   

5.50%, 02/15/2049

     5,991  
  

ONEOK, Inc.

 

5,000   

4.00%, 07/13/2027

     5,138  
10,000   

5.85%, 01/15/2026

     11,386  
15,000   

Sabine Pass Liquefaction LLC
4.50%, 05/15/2030(1)

     17,304  
  

Sunoco Logistics Partners Operations L.P.

 

10,000   

5.30%, 04/01/2044

     9,958  
10,000   

5.35%, 05/15/2045

     9,813  
15,000   

Texas Eastern Transmission L.P.
2.80%, 10/15/2022(1)

     15,337  
  

TransCanada PipeLines Ltd.

 

5,000   

4.10%, 04/15/2030

     5,905  
25,000   

4.75%, 05/15/2038

     31,315  
     

 

 

 
     439,604  
     

 

 

 
   Real Estate Investment Trusts - 0.1%

 

15,000   

American Tower Corp.
2.40%, 03/15/2025

     16,051  
5,000   

Brixmor Operating Partnership L.P.
4.05%, 07/01/2030

     5,264  
10,000   

Equinix, Inc.
2.15%, 07/15/2030

     10,305  
25,000   

SBA Tower Trust
2.84%, 01/15/2025(1)

     26,090  
5,000   

VEREIT Operating Partnership L.P.
3.40%, 01/15/2028

     5,189  
20,000   

Welltower, Inc.
2.70%, 02/15/2027

     21,233  
     

 

 

 
     84,132  
     

 

 

 
   Retail - 0.2%

 

  

Alimentation Couche-Tard, Inc.

 

 

  Hartford AARP Balanced Retirement Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

   Market Value  
$              5,000   

2.95%, 01/25/2030(1)

   $ 5,377  
5,000   

3.80%, 01/25/2050(1)

     5,530  
15,000   

AutoZone, Inc.
3.63%, 04/15/2025

     16,884  
20,000   

Costco Wholesale Corp.
1.60%, 04/20/2030

     20,702  
  

Home Depot, Inc.

 

10,000   

3.35%, 09/15/2025

     11,333  
11,000   

3.50%, 09/15/2056

     14,074  
10,000   

Lowe’s Cos., Inc.
3.70%, 04/15/2046

     11,859  
  

McDonald’s Corp.

 

15,000   

3.35%, 04/01/2023

     16,098  
15,000   

3.63%, 09/01/2049

     17,796  
7,000   

3.70%, 02/15/2042

     8,204  
15,000   

4.20%, 04/01/2050

     19,164  
15,000   

Starbucks Corp.
3.80%, 08/15/2025

     17,173  
35,000   

Yum! Brands, Inc.
7.75%, 04/01/2025(1)

     39,287  
     

 

 

 
     203,481  
     

 

 

 
   Semiconductors - 0.3%

 

40,000   

Broadcom Corp. / Broadcom Cayman Finance Ltd.
3.88%, 01/15/2027

     44,437  
  

Broadcom, Inc.

 

25,000   

3.15%, 11/15/2025(1)

     26,961  
25,000   

4.30%, 11/15/2032(1)

     28,675  
65,000   

5.00%, 04/15/2030(1)

     77,256  
45,000   

Intel Corp.
2.45%, 11/15/2029

     49,675  
10,000   

Lam Research Corp.
1.90%, 06/15/2030

     10,597  
20,000   

Microchip Technology, Inc.
2.67%, 09/01/2023(1)

     20,705  
20,000   

NVIDIA Corp.
2.85%, 04/01/2030

     22,398  
30,000   

NXP B.V. / NXP Funding LLC
4.88%, 03/01/2024(1)

     33,750  
  

NXP B.V. / NXP Funding LLC / NXP USA, Inc.

 

5,000   

3.15%, 05/01/2027(1)

     5,444  
10,000   

4.30%, 06/18/2029(1)

     11,657  
     

 

 

 
             331,555  
     

 

 

 
   Software - 0.2%

 

12,000   

Dun & Bradstreet Corp.
10.25%, 02/15/2027(1)

     13,625  
  

Fidelity National Information Services, Inc.

 

15,000   

3.00%, 08/15/2026

     16,813  
12,000   

3.75%, 05/21/2029

     14,376  
  

Fiserv, Inc.

 

55,000   

2.25%, 06/01/2027

     58,908  
25,000   

3.20%, 07/01/2026

     28,177  
25,000   

Microsoft Corp.
2.53%, 06/01/2050

     27,443  
20,000   

MSCI, Inc.
3.88%, 02/15/2031(1)

     21,725  
  

Oracle Corp.

 

25,000   

2.65%, 07/15/2026

     27,542  
15,000   

3.60%, 04/01/2050

     17,951  
20,000   

3.80%, 11/15/2037

     24,421  
     

 

 

 
     250,981  
     

 

 

 
   Telecommunications - 0.5%

 

  

AT&T, Inc.

 

20,000   

2.30%, 06/01/2027

     21,183  
10,000   

2.95%, 07/15/2026

     10,972  

 

  Hartford AARP Balanced Retirement Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

   Market Value  
$              40,000   

3.50%, 02/01/2061

   $ 41,465  
35,000   

4.35%, 06/15/2045

     41,437  
10,000   

4.50%, 03/09/2048

     12,248  
160,000   

Nokia Oyj
6.63%, 05/15/2039

     204,000  
  

T-Mobile USA, Inc.

 

45,000   

1.50%, 02/15/2026(1)

     45,634  
30,000   

3.50%, 04/15/2025(1)

     33,082  
35,000   

3.88%, 04/15/2030(1)

     40,084  
10,000   

4.50%, 04/15/2050(1)

     12,484  
  

Verizon Communications, Inc.

 

5,000   

3.15%, 03/22/2030

     5,739  
5,000   

4.00%, 03/22/2050

     6,654  
65,000   

4.13%, 08/15/2046

     84,508  
  

Vodafone Group plc

 

5,000   

4.25%, 09/17/2050

     6,134  
6,000   

4.38%, 02/19/2043

     7,330  
     

 

 

 
     572,954  
     

 

 

 
   Transportation - 0.1%

 

15,000   

CSX Corp.
2.40%, 02/15/2030

     16,143  
  

FedEx Corp.

 

5,000   

3.30%, 03/15/2027

     5,537  
30,000   

4.25%, 05/15/2030

     35,999  
5,000   

Norfolk Southern Corp.
3.40%, 11/01/2049

     6,000  
12,000   

Union Pacific Corp.
4.10%, 09/15/2067

     15,592  
     

 

 

 
     79,271  
     

 

 

 
   Water - 0.0%

 

  

American Water Capital Corp.

 

15,000   

3.75%, 09/01/2028

     17,968  
10,000   

4.15%, 06/01/2049

     13,704  
     

 

 

 
     31,672  
     

 

 

 
  

Total Corporate Bonds
(cost $7,415,565)

   $         7,816,775  
     

 

 

 

Foreign Government Obligations - 9.8%

  
   Australia - 0.3%

 

  AUD            440,000   

Australia Government Bond
3.00%, 03/21/2047(7)

     404,691  
     

 

 

 
   Canada - 0.6%

 

  CAD            237,841   

Canadian Government Bond
3.00%, 12/01/2036(8)

     276,025  
  

Canadian Government Real Return Bond

 

134,028   

4.00%, 12/01/2031(8)

     153,833  
356,387   

4.25%, 12/01/2026(8)

     351,947  
     

 

 

 
     781,805  
     

 

 

 
   Germany - 2.3%

 

  

Deutsche Bundesrepublik Inflation Linked Bond

 

  EUR        1,066,126   

0.10%, 04/15/2026(7)(8)

     1,357,778  
1,021,327   

0.50%, 04/15/2030(7)(8)

     1,432,150  
     

 

 

 
     2,789,928  
     

 

 

 
   Greece - 0.2%

 

50,935,000   

Hellenic Republic Government Bond
0.00%, 10/15/2042(2)

     191,996  
     

 

 

 
   Indonesia - 0.3%

 

  IDR  4,436,000,000   

Indonesia Treasury Bond
6.50%, 06/15/2025

     310,915  
     

 

 

 
   Israel - 0.2%

 

  

Israel Government Bond - Fixed

 

ILS            430,000   

1.00%, 03/31/2030

     130,473  

 

  Hartford AARP Balanced Retirement Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

   Market Value  
ILS            300,000   

3.75%, 03/31/2047

   $ 129,704  
     

 

 

 
        260,177  
     

 

 

 
   Italy - 0.1%

 

EUR          104,628   

Italy Buoni Poliennali Del Tesoro
1.25%, 09/15/2032(1)(7)(8)

     132,648  
     

 

 

 
   Japan - 1.5%

 

  JPY       11,150,000   

Japan Government Thirty Year Bond
0.40%, 03/20/2050

     101,749  
186,466,617   

Japanese Government CPI Linked Bond
0.10%, 03/10/2029(8)

     1,756,597  
     

 

 

 
        1,858,346  
     

 

 

 
   Mexico - 0.6%

 

  MXN      13,207,600   

Mexican Bonos
8.00%, 11/07/2047

     675,691  
     

 

 

 
   New Zealand - 0.7%

 

  

New Zealand Government Bond

 

  NZD           810,000   

1.50%, 05/15/2031

     578,438  
328,980   

3.00%, 09/20/2030(7)(8)

     283,810  
     

 

 

 
        862,248  
     

 

 

 
   Peru - 0.0%

 

$            5,000   

Peruvian Government International Bond
2.39%, 01/23/2026

     5,315  
     

 

 

 
   Russia - 1.2%

 

  RUB    108,345,480   

Russian Federal Inflation Linked Bond - OFZ
2.50%, 02/02/2028(8)

     1,442,453  
     

 

 

 
   South Korea - 1.5%

 

  KRW    213,411,324   

Inflation Linked Korea Treasury Bond
1.75%, 06/10/2028(8)

     193,243  
  

Korea Treasury Bond

 

1,463,190,000   

1.38%, 12/10/2029

     1,234,894  
493,150,000   

1.88%, 06/10/2029

     434,036  
     

 

 

 
                1,862,173  
     

 

 

 
   Spain - 0.2%

 

  EUR           175,000   

Spain Government Bond
2.70%, 10/31/2048(1)(7)

     286,990  
     

 

 

 
   Thailand - 0.1%

 

  THB         3,379,630   

Thailand Government Bond
1.25%, 03/12/2028(7)(8)

     102,922  
     

 

 

 
  

Total Foreign Government Obligations
(cost $11,894,901)

   $ 11,968,298  
     

 

 

 

Municipal Bonds - 0.7%

  
   Airport - 0.1%

 

  

City of Austin, TX, Airport System Rev

 

$          20,000   

5.00%, 11/15/2032

     25,516  
30,000   

5.00%, 11/15/2044

     36,868  
20,000   

Greater Orlando, FL, Aviation Auth
5.00%, 10/01/2028

     23,754  
45,000   

San Francisco California City & County Airport Comm-San Francisco International Airport
5.00%, 05/01/2050

     54,770  
     

 

 

 
        140,908  
     

 

 

 
   Development - 0.1%

 

10,000   

California State, GO Taxable
7.30%, 10/01/2039

     17,023  
45,000   

New York Transportation Dev Corp. Rev
4.25%, 09/01/2035

     49,379  
     

 

 

 
        66,402  
     

 

 

 
   General - 0.2%

 

5,000   

Chicago, IL, Transit Auth
6.90%, 12/01/2040

     7,192  

 

  Hartford AARP Balanced Retirement Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

   Market Value  
$           100,000   

County of Riverside, CA
2.86%, 02/15/2026

   $ 106,006  
80,000   

Dist of Columbia
3.43%, 04/01/2042

     83,329  
5,000   

Orange County, FL, Convention Center
5.00%, 10/01/2031

     5,781  
40,000   

Philadelphia, PA, Auth for Industrial Dev
6.55%, 10/15/2028(9)

     51,975  
     

 

 

 
     254,283  
     

 

 

 
   General Obligation - 0.1%

 

100,000   

Commonwealth of Massachusetts, GO
2.51%, 07/01/2041

     105,565  
     

 

 

 
   Single Family Housing - 0.0%

 

10,000   

Iowa Finance Auth
3.25%, 07/01/2050(9)(10)

     11,066  
     

 

 

 
   Transportation - 0.2%

 

  

Broward County, FL, Port Facs Rev

 

10,000   

5.00%, 09/01/2029

     12,712  
10,000   

5.00%, 09/01/2033

     12,401  
  

Metropolitan Transportation Auth, NY, Rev

 

15,000   

5.00%, 11/15/2050

     17,192  
30,000   

5.18%, 11/15/2049

     35,156  
15,000   

New York State Thruway Auth Rev
2.90%, 01/01/2035

     16,360  
25,000   

Port Auth of New York & New Jersey Rev
1.09%, 07/01/2023

     25,318  
  

Port Auth of New York & New Jersey

 

30,000   

4.00%, 03/15/2030

     35,555  
20,000   

5.00%, 09/15/2033

     24,657  
  

Port of Seattle, WA

 

20,000   

5.00%, 10/01/2031

     23,207  
30,000   

5.00%, 04/01/2039

     36,738  
20,000   

Triborough Bridge & Tunnel Auth
5.00%, 11/15/2054

     25,517  
     

 

 

 
     264,813  
     

 

 

 
   Water - 0.0%

 

5,000   

Great Lakes, MI, Water Auth Sewage Disposal System Rev
3.06%, 07/01/2039

     5,532  
     

 

 

 
  

Total Municipal Bonds
(cost $798,482)

   $         848,569  
     

 

 

 

U.S. Government Agencies - 5.3%

  
   FHLMC - 0.2%

 

$        4,296,097   

0.07%, 10/25/2026(2)(3)

   $ 23,565  
1,397,062   

0.27%, 11/25/2023(2)(3)

     10,606  
744,354   

0.61%, 03/25/2027(2)(3)

     26,465  
119,929   

1.13%, 01/25/2030(2)(3)

     10,879  
20,773   

1.50%, 10/15/2042

     20,839  
26,869   

1.70%, 10/15/2039

     27,276  
14,495   

2.00%, 07/15/2031

     14,949  
25,436   

2.00%, 09/15/2031

     26,198  
45,539   

2.50%, 12/15/2042

     47,472  
     

 

 

 
     208,249  
     

 

 

 
   FNMA - 0.7%

 

$           368,940   

1.33%, 06/25/2034(2)(3)

   $ 38,851  
30,168   

1.50%, 08/25/2041

     30,694  
48,775   

1.50%, 06/25/2042

     49,672  
14,983   

1.50%, 11/25/2042

     15,069  
25,699   

1.70%, 06/25/2043

     26,114  
31,552   

1.75%, 01/25/2040

     31,926  
22,944   

2.00%, 06/25/2043

     23,447  
39,554   

2.50%, 09/25/2049

     41,552  
20,360   

2.50%, 03/25/2053

     21,058  
23,224   

3.00%, 02/25/2049

     24,635  

 

  Hartford AARP Balanced Retirement Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

   Market Value  
$          86,219   

3.50%, 04/25/2053

   $ 88,851  
71,608   

3.50%, 08/25/2058

     77,564  
145,004   

4.00%, 09/01/2048

     153,662  
191,681   

4.00%, 08/01/2049

     203,517  
40,569   

4.00%, 07/25/2053

     42,561  
     

 

 

 
     869,173  
     

 

 

 
   GNMA - 1.2%

 

$          40,719   

1.50%, 04/16/2040

   $ 41,235  
26,560   

1.70%, 10/20/2045

     26,887  
450,000   

3.00%, 08/20/2050(11)

     475,857  
475,000   

3.50%, 08/20/2050(11)

     498,602  
350,000   

4.00%, 08/20/2050(11)

     371,437  
     

 

 

 
     1,414,018  
     

 

 

 
   UMBS - 3.2%

 

$        300,000   

3.00%, 08/13/2050(11)

   $ 317,356  
175,000   

2.00%, 08/17/2035(11)

     182,081  
200,000   

2.50%, 08/17/2035(11)

     209,929  
100,000   

2.50%, 09/17/2035(11)

     104,826  
1,150,000   

2.50%, 08/13/2050(11)

     1,208,219  
200,000   

3.00%, 08/17/2035(11)

     209,898  
200,000   

3.00%, 09/14/2050(11)

     211,103  
450,000   

3.50%, 08/13/2050(11)

     474,539  
300,000   

3.50%, 09/14/2050(11)

     316,498  
250,000   

4.00%, 08/13/2050(11)

     265,586  
200,000   

4.50%, 08/13/2050(11)

     215,023  
200,000   

4.50%, 09/14/2050(11)

     215,148  
     

 

 

 
     3,930,206  
     

 

 

 
  

Total U.S. Government Agencies
(cost $6,387,801)

   $         6,421,646  
     

 

 

 

U.S. Government Securities - 6.1%

  
   U.S. Treasury Securities - 6.1%

 

   U.S. Treasury Bonds - 2.6%

 

$        371,753   

0.88%, 02/15/2047(8)

   $ 507,606  
20,795   

1.00%, 02/15/2048(8)

     29,466  
85,000   

1.25%, 05/15/2050

     86,119  
81,000   

3.13%, 02/15/2043(12)

     114,045  
420,000   

3.13%, 08/15/2044(12)(13)

     596,138  
60,000   

3.13%, 05/15/2048

     87,804  
640,000   

3.63%, 08/15/2043(12)

     970,025  
540,000   

3.75%, 11/15/2043(12)

     833,941  
     

 

 

 
     3,225,144  
     

 

 

 
   U.S. Treasury Notes - 3.5%

 

1,687,680   

0.63%, 04/15/2023(8)

     1,767,304  
1,524,698   

0.63%, 01/15/2026(8)

     1,677,411  
71,079   

0.88%, 01/15/2029(8)

     82,808  
90,000   

1.50%, 02/15/2030

     98,223  
204,000   

2.13%, 08/15/2021

     208,191  
345,000   

2.13%, 05/15/2025

     376,387  
42,000   

2.63%, 02/15/2029(12)

     49,547  
     

 

 

 
     4,259,871  
     

 

 

 
  

Total U.S. Government Securities
(cost $6,526,103)

   $ 7,485,015  
     

 

 

 

Common Stocks - 30.4%

  
   Banks - 0.8%

 

11,281   

Bank of Nova Scotia

     463,875  
5,306   

PNC Financial Services Group, Inc.

     565,991  
     

 

 

 
     1,029,866  
     

 

 

 
   Capital Goods - 2.8%

 

665   

AGCO Corp.

     43,644  
16,580   

Assa Abloy AB Class B

     366,023  
46,360   

BAE Systems plc

     297,117  

 

  Hartford AARP Balanced Retirement Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

   Market Value  
$            1,118   

Deere & Co.

   $ 197,115  
7,897   

Fortive Corp.

     554,290  
8,656   

Kubota Corp.

     123,261  
1,616   

Lockheed Martin Corp.

     612,416  
3,125   

Otis Worldwide Corp.

     196,062  
6,250   

Raytheon Technologies Corp.

     354,250  
8,169   

Vinci S.A.

     703,066  
     

 

 

 
        3,447,244  
     

 

 

 
   Commercial & Professional Services - 0.3%

 

9,239   

Experian plc

     322,719  
     

 

 

 
  

Consumer Durables & Apparel - 0.6%

 

326   

Berkeley Group Holdings plc

     18,915  
649   

Kaufman & Broad S.A.

     28,020  
6,573   

NIKE, Inc. Class B

     641,590  
     

 

 

 
        688,525  
     

 

 

 
   Consumer Services - 1.2%

 

38,566   

Compass Group plc

     530,637  
267   

Hyatt Hotels Corp. Class A(14)

     12,816  
4,577   

McDonald’s Corp.

     889,220  
2,768   

Melia Hotels International S.A.*

     10,247  
80   

Oriental Land Co., Ltd.

     9,651  
67   

Vail Resorts, Inc.

     12,866  
     

 

 

 
                1,465,437  
     

 

 

 
   Diversified Financials - 0.0%

 

524   

Brookfield Asset Management, Inc. Class A

     16,941  
     

 

 

 
   Energy - 2.0%

 

44,900   

Ascent Resources - Marcellus LLC Class A*(15)(16)

     29,185  
40,682   

BP plc

     147,330  
1,540   

Cabot Oil & Gas Corp.

     28,798  
1,092   

Chevron Corp.

     91,662  
42,200   

CNOOC Ltd.

     44,542  
622   

Concho Resources, Inc.

     32,680  
2,037   

ConocoPhillips

     76,163  
1,062   

Diamondback Energy, Inc.

     42,331  
2,892   

Enbridge, Inc.

     92,560  
5,034   

Eni S.p.A.

     44,842  
944   

EOG Resources, Inc.

     44,226  
3,607   

Equinor ASA

     54,080  
1,331   

Exxon Mobil Corp.

     56,008  
3,480   

Galp Energia SGPS S.A.

     36,438  
7,969   

Gazprom PJSC ADR

     38,523  
837   

Hess Corp.

     41,189  
876   

LUKOIL PJSC ADR

     59,424  
587   

Lundin Petroleum AB

     13,692  
2,442   

Marathon Petroleum Corp.

     93,284  
1,636   

Noble Energy, Inc.

     16,344  
570   

OMV AG*

     18,002  
1,711   

Parex Resources, Inc.*

     20,694  
4,300   

Petroleo Brasileiro S.A.

     18,712  
666   

Pioneer Natural Resources Co.

     64,549  
2,764   

Reliance Industries Ltd.

     76,440  
3,395   

Repsol S.A.

     26,772  
7,895   

Royal Dutch Shell plc Class A

     115,390  
2,684   

Schlumberger Ltd.

     48,688  
1,670   

TC Energy Corp.

     76,116  
4,689   

Tenaris S.A.

     27,529  
18,786   

Total S.A.

     710,932  
685   

Valero Energy Corp.

     38,518  
985   

Viper Energy Partners L.P.

     10,185  
2,724   

Williams Cos., Inc.

     52,110  
     

 

 

 
        2,387,938  
     

 

 

 
   Food, Beverage & Tobacco - 3.4%

 

4,175   

Archer-Daniels-Midland Co.

     178,815  

 

  Hartford AARP Balanced Retirement Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

   Market Value  
$            1,206   

Bunge Ltd.

   $ 52,389  
463   

Cal-Maine Foods, Inc.*

     20,347  
11,531   

Coca-Cola Co.

     544,724  
1,423   

Darling Ingredients, Inc.*

     39,744  
15,166   

Diageo plc

     554,933  
722   

Fresh Del Monte Produce, Inc.

     16,303  
2,718   

Glanbia plc

     32,996  
169,612   

Golden Agri-Resources Ltd.

     19,505  
7,760   

Heineken N.V.

     751,747  
585   

Ingredion, Inc.

     50,603  
55,100   

IOI Corp. Bhd

     59,709  
9,600   

Kuala Lumpur Kepong Bhd

     52,823  
1,325   

Lamb Weston Holdings, Inc.

     79,606  
5,625   

Nestle S.A.

     668,935  
928   

NH Foods Ltd.

     40,787  
4,175   

PepsiCo., Inc.

     574,730  
2,150   

Pilgrim’s Pride Corp.*

     33,003  
879   

Prima Meat Packers Ltd.

     23,483  
195   

Sanderson Farms, Inc.

     21,742  
4,217   

Tate & Lyle plc

     35,892  
2,132   

Tiger Brands Ltd.

     21,993  
1,750   

Tyson Foods, Inc. Class A

     107,537  
44,955   

Wilmar International Ltd.

     151,957  
     

 

 

 
        4,134,303  
     

 

 

 
   Health Care Equipment & Services - 2.6%

 

5,779   

Baxter International, Inc.

     499,190  
15,107   

Koninklijke Philips N.V.*

     780,592  
7,250   

Medtronic plc

     699,480  
3,799   

Sysmex Corp.

     292,130  
3,079   

UnitedHealth Group, Inc.

     932,260  
     

 

 

 
                3,203,652  
     

 

 

 
   Household & Personal Products - 2.2%

 

11,205   

Colgate-Palmolive Co.

     865,026  
6,279   

Procter & Gamble Co.

     823,303  
9,418   

Reckitt Benckiser Group plc

     944,338  
     

 

 

 
        2,632,667  
     

 

 

 
   Insurance - 1.4%

 

78,456   

AIA Group Ltd.

     707,433  
21,751   

AXA S.A.(14)

     436,405  
4,668   

Chubb Ltd.

     593,956  
     

 

 

 
        1,737,794  
     

 

 

 
   Materials - 3.6%

 

139,898   

Angang Steel Co., Ltd. Class H

     39,244  
8,176   

Anglo American plc

     197,925  
60,210   

Baoshan Iron & Steel Co., Ltd. Class A

     42,463  
34,038   

BHP Group plc

     736,018  
7,362   

BlueScope Steel Ltd.

     58,877  
2,699   

Boliden AB

     73,705  
1,760   

CF Industries Holdings, Inc.

     55,141  
71,718   

China Hongqiao Group Ltd.

     41,190  
5,006   

Corteva, Inc.*

     142,971  
34,008   

Eregli Demir ve Celik Fabrikalari T.A.S.

     37,154  
13,070   

Evraz plc

     48,398  
1,008   

FMC Corp.

     106,898  
10,432   

Fortescue Metals Group Ltd.

     129,849  
60,263   

Hunan Valin Steel Co., Ltd. Class A

     38,676  
11,456   

Israel Chemicals Ltd.

     35,759  
25,766   

Jiangsu Shagang Co., Ltd. Class A

     40,032  
147   

Korea Zinc Co., Ltd.

     51,116  
1,489   

Kumba Iron Ore Ltd.

     48,151  
3,085   

Linde plc

     756,164  
142,773   

Maanshan Iron & Steel Co., Ltd. Class H

     38,506  
6,462   

Magnitogorsk Iron & Steel Works PJSC GDR

     45,037  

 

  Hartford AARP Balanced Retirement Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

   Market Value  
$            1,859   

Maruichi Steel Tube Ltd.

   $ 44,380  
4,967   

MMC Norilsk Nickel PJSC ADR

     129,747  
3,117   

Mosaic Co.

     41,986  
2,635   

Novolipetsk Steel PJSC GDR

     51,034  
5,601   

Nufarm Ltd.*

     16,030  
4,180   

Nutrien Ltd.

     136,124  
122,600   

Pangang Group Vanadium Titanium & Resources Co., Ltd. Class A*

     38,694  
3,272   

PhosAgro PJSC GDR

     38,666  
599   

POSCO

     96,660  
9,564   

Rio Tinto plc

     582,182  
38,704   

Sansteel Minguang Co., Ltd. Fujian Class A

     39,528  
4,294   

Severstal PAO GDR

     52,294  
77,418   

Shanxi Taigang Stainless Steel Co., Ltd. Class A

     39,391  
50,048   

South32 Ltd.

     73,483  
2,555   

Steel Dynamics, Inc.

     70,033  
35,762   

Vedanta Ltd.

     54,669  
2,425   

Yara International ASA

     102,296  
     

 

 

 
                4,370,471  
     

 

 

 
   Pharmaceuticals, Biotechnology & Life Sciences - 2.7%

 

9,023   

AstraZeneca plc ADR

     503,303  
624   

Genus plc

     27,848  
6,126   

Johnson & Johnson

     892,926  
5,969   

Merck & Co., Inc.

     478,952  
8,243   

Novartis AG

     678,953  
1,966   

Roche Holding AG

     680,937  
     

 

 

 
        3,262,919  
     

 

 

 
   Real Estate - 1.6%

 

269   

Agree Realty Corp. REIT

     18,015  
313   

Alexandria Real Estate Equities, Inc. REIT

     55,573  
806   

American Homes 4 Rent Class A, REIT

     23,374  
1,366   

American Tower Corp. REIT

     357,059  
432   

Americold Realty Trust REIT

     17,431  
17,100   

Ayala Land, Inc.

     11,597  
180   

Boston Properties, Inc. REIT

     16,036  
2,690   

Brixmor Property Group, Inc. REIT

     30,962  
258   

Camden Property Trust REIT

     23,429  
530   

Catena AB

     21,791  
2,900   

City Developments Ltd.

     17,367  
4,200   

CK Asset Holdings Ltd.

     23,321  
410   

Derwent London plc REIT

     15,425  
944   

Douglas Emmett, Inc. REIT

     27,508  
78   

Equinix, Inc. REIT

     61,268  
723   

Fastighets AB Balder Class B*

     29,942  
2,642   

Goodman Group REIT

     32,123  
5,257   

Grainger plc

     19,936  
1,425   

Healthpeak Properties, Inc. REIT

     38,888  
25   

Ichigo Office REIT Investment Corp. REIT

     16,313  
1,463   

Independence Realty Trust, Inc. REIT

     16,825  
500   

Katitas Co., Ltd.

     11,438  
1,201   

Kojamo Oyj

     29,851  
4,300   

Link REIT

     33,364  
5,900   

Mapletree Industrial Trust REIT

     14,106  
2,000   

Mitsui Fudosan Co., Ltd. REIT

     31,268  
3,750   

New World Development Co., Ltd.

     18,310  
5   

Nippon Accommodations Fund, Inc. REIT

     32,265  
739   

Prologis, Inc. REIT

     77,905  
2,915   

Public Storage REIT

     582,650  
628   

Rexford Industrial Realty, Inc. REIT

     29,472  
1,201   

Safestore Holdings plc REIT

     12,073  
6,600   

Shimao Group Holdings Ltd.

     28,006  
283   

Sun Communities, Inc. REIT

     42,430  
1,800   

Tokyo Tatemono Co., Ltd.

     19,238  
399   

UDR, Inc. REIT

     14,444  
1,240   

VICI Properties, Inc. REIT

     26,921  
887   

Vonovia SE

     57,332  

 

  Hartford AARP Balanced Retirement Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

   Market Value  
$                48   

WP Carey, Inc. REIT

   $ 3,426  
447   

Xenia Hotels & Resorts, Inc. REIT

     3,558  
     

 

 

 
     1,942,240  
     

 

 

 
   Retailing - 0.4%

 

7,290   

TJX Cos., Inc.

     379,007  
803   

Tractor Supply Co.

     114,620  
     

 

 

 
     493,627  
     

 

 

 
   Software & Services - 2.4%

 

2,716   

Accenture plc Class A

     610,503  
2,652   

Automatic Data Processing, Inc.

     352,477  
5,856   

Capgemini SE

     759,490  
3,963   

Microsoft Corp.

     812,455  
2,130   

Visa, Inc. Class A

     405,552  
     

 

 

 
             2,940,477  
     

 

 

 
   Telecommunication Services - 0.5%

 

695   

Cellnex Telecom S.A.(1)

     43,739  
18,817   

KDDI Corp.

     598,333  
     

 

 

 
     642,072  
     

 

 

 
   Transportation - 1.1%

 

8,236   

Canadian National Railway Co.

     804,508  
3,525   

United Parcel Service, Inc. Class B

     503,229  
     

 

 

 
     1,307,737  
     

 

 

 
   Utilities - 0.8%

 

647   

Avangrid, Inc.

     32,214  
501   

Duke Energy Corp.

     42,455  
219   

Edison International

     12,192  
3,492   

Enel S.p.A.

     31,989  
3,588   

Engie S.A.*

     47,796  
1,450   

ENN Energy Holdings Ltd.

     17,576  
1,390   

Exelon Corp.

     53,668  
836   

FirstEnergy Corp.

     24,244  
3,590   

Iberdrola S.A.

     46,402  
83   

Iberdrola S.A.

     1,068  
54,542   

National Grid plc

     639,880  
11,388   

Power Grid Corp. of India Ltd.

     27,101  
     

 

 

 
     976,585  
     

 

 

 
  

Total Common Stocks
(cost $32,645,175)

   $ 37,003,214  
     

 

 

 

Convertible Bonds - 0.2%

  
   Airlines - 0.0%

 

10,000   

Southwest Airlines Co.
1.25%, 05/01/2025

     11,592  
     

 

 

 
   Commercial Services - 0.0%

 

5,000   

FTI Consulting, Inc.
2.00%, 08/15/2023

     6,620  
10,000   

Square, Inc.
0.13%, 03/01/2025(1)

     13,252  
     

 

 

 
     19,872  
     

 

 

 
   Entertainment - 0.0%

 

5,000   

Penn National Gaming, Inc.
2.75%, 05/15/2026

     8,253  
     

 

 

 
   Healthcare-Products - 0.0%

 

10,000   

NuVasive, Inc.
0.38%, 03/15/2025(1)

     9,332  
     

 

 

 
   Internet - 0.0%

 

5,000   

Etsy, Inc.
0.13%, 10/01/2026(1)

     7,577  
3,000   

Proofpoint, Inc.
0.25%, 08/15/2024(1)

     3,081  
     

 

 

 
     10,658  
     

 

 

 

 

  Hartford AARP Balanced Retirement Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

   Market Value  
   Oil & Gas - 0.1%

 

$        45,000   

Oasis Petroleum, Inc.
2.63%, 09/15/2023

   $ 5,175  
85,000   

PDC Energy, Inc.
1.13%, 09/15/2021

     80,766  
10,000   

Pioneer Natural Resources Co.
0.25%, 05/15/2025(1)

     11,820  
     

 

 

 
        97,761  
     

 

 

 
   Oil & Gas Services - 0.1%

 

EUR     100,000   

Fugro N.V.
4.00%, 10/26/2021(7)

     92,669  
     

 

 

 
   Software - 0.0%

 

$          5,000   

Bandwidth, Inc.
0.25%, 03/01/2026(1)

     8,424  
5,000   

Health Catalyst, Inc.
2.50%, 04/15/2025(1)

     6,669  
5,000   

Splunk, Inc.
1.13%, 06/15/2027(1)

     5,659  
5,000   

Workday, Inc.
0.25%, 10/01/2022

     6,723  
     

 

 

 
        27,475  
     

 

 

 
  

Total Convertible Bonds
(cost $324,829)

   $ 277,612  
     

 

 

 

Exchange-Traded Funds - 0.1%

  
   Other Investment Pools & Funds - 0.1%

 

3,603   

VanEck Vectors Gold Miners ETF

     154,713  
     

 

 

 
  

Total Exchange-Traded Funds
(cost $152,650)

   $ 154,713  
     

 

 

 

Rights - 0.0%

  
   Engineering & Construction - 0.0%

 

703   

Cellnex Telecom S.A.*

     2,940  
     

 

 

 
  

Total Rights
(cost $—)

   $ 2,940  
     

 

 

 

Preferred Stocks - 0.0%

  
   Materials - 0.0%

 

1,156   

Sociedad Quimica y Minera de Chile S.A. Series B

     35,196  
     

 

 

 
  

Total Preferred Stocks
(cost $25,997)

   $ 35,196  
     

 

 

 

Convertible Preferred Stocks - 0.1%

  
   Consumer Services - 0.1%

 

655   

Airbnb, Inc. Series E*(15)(16)(17)

     49,682  
     

 

 

 
   Health Care Equipment & Services - 0.0%

 

100   

Becton Dickinson and Co. Series B, 6.00%

     6,030  
     

 

 

 
  

Total Convertible Preferred Stocks
(cost $66,157)

   $ 55,712  
     

 

 

 

Warrants - 0.0%

  
   Energy - 0.0%

 

11,625   

Ascent Resources - Marcellus LLC Expires 3/30/2023*(15)(16)

     58  
     

 

 

 
  

Total Warrants
(cost $930)

   $ 58  
     

 

 

 

Affiliated Investment Companies - 18.0%

  
   Domestic Equity Funds - 4.7%

 

183,012   

Hartford Multifactor US Equity ETF

     5,696,852  
     

 

 

 
  

Total Domestic Equity Funds
(cost $5,812,080)

   $         5,696,852  
     

 

 

 
   International/Global Equity Funds - 7.1%

 

231,990   

Hartford Multifactor Developed Markets (ex-US) ETF

     5,815,990  

 

  Hartford AARP Balanced Retirement Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

        Market Value
  $        140,744    Hartford Multifactor Emerging Markets ETF       $ 2,834,021  
          

 

 

 
    

Total International/Global Equity Funds
(cost $9,240,868)

      $ 8,650,011  
          

 

 

 
     Taxable Fixed Income Funds - 6.2%      
  706,078    The Hartford World Bond Fund, Class F         7,526,788  
          

 

 

 
    

Total Taxable Fixed Income Funds
(cost $7,594,746)

      $ 7,526,788  
          

 

 

 
    

Total Affiliated Investment Companies
(cost $22,647,694)

      $ 21,873,651  
          

 

 

 
    

Total Long-Term Investments
(cost $93,847,828)

      $ 98,866,300  
          

 

 

 
 

Short-Term Investments - 11.6%

     
     Repurchase Agreements - 11.5%      
 

13,967,088

  

Fixed Income Clearing Corp. Repurchase Agreement dated 07/31/2020 at 0.07%, due on 08/03/2020 with a maturity value of $13,967,169; collateralized by U.S. Treasury Note at 2.875%, maturing 11/30/2025, with a market value of $14,246,456

        13,967,088  
          

 

 

 
     Securities Lending Collateral - 0.1%      
  6,747    Citibank NA DDCA, 0.09%, 8/3/2020(18)         6,747  
 

7,874

   Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.09%(18)         7,874  
  120,325    Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.13%(18)         120,325  
          

 

 

 
             134,946  
          

 

 

 
    

Total Short-Term Investments
(cost $14,102,034)

      $ 14,102,034  
          

 

 

 
    

Total Investments Excluding Purchased Options
(cost $107,949,862)

     92.7%      $ 112,968,334  
    

Total Purchased Options
(cost $689,078)

     0.4%      $ 481,363  
       

 

 

    

 

 

 
    

Total Investments
(cost $108,638,940)

     93.1%      $ 113,449,697  
     Other Assets and Liabilities      6.9%        8,367,774  
       

 

 

    

 

 

 
     Total Net Assets      100.0%      $ 121,817,471  
       

 

 

    

 

 

 

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

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

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

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

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

 

*

Non-income producing.

(1)

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At July 31, 2020, the aggregate value of these securities was $4,974,209, representing 4.1% of net assets.

(2)

Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

(3)

Securities disclosed are interest-only strips.

(4)

Variable rate securities; the rate reported is the coupon rate in effect at July 31, 2020. Base lending rates may be subject to a floor or cap.

 

  Hartford AARP Balanced Retirement Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

(5)

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

(6)

Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at July 31, 2020. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.

(7)

Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At July 31, 2020, the aggregate value of these securities was $4,156,658, representing 3.4% of net assets.

(8)

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

(9)

Principal and interest payments are insured against loss by a financial guaranty assurance agency. At July 31, 2020, the aggregate value of these securities was $63,041, representing 0.1% of net assets.

(10)

This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of this security was $11,045 at July 31, 2020.

(11)

Represents or includes a TBA transaction.

(12)

All, or a portion of the security, was pledged as collateral in connection with centrally cleared swap contracts. As of July 31, 2020, the market value of securities pledged was $1,648,663.

(13)

All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of July 31, 2020, the market value of securities pledged was $47,549,063.

(14)

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

(15)

Investment valued using significant unobservable inputs.

(16)

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At July 31, 2020, the aggregate fair value of these securities was $78,925, which represented 0.1% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

(17)

Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $49,682 or 0.0% of net assets.

 

Period Acquired    Security Name    Shares/Par Value    Base Total Cost    Base Market Value
06/2015   

Airbnb, Inc. Series E Convertible Preferred

   655    $  60,977    $  49,682
(18)

Current yield as of period end.

 

OTC Option Contracts Outstanding at July 31, 2020

 

Description    Counter-
party
     Exercise Price/FX
Rate/Rate
     Expiration
Date
     Number of
Contracts
     Notional
Amount
     Market
Value
     Premiums
Paid
(Received)
by Fund
     Unrealized
Appreciation/
(Depreciation)
 

Purchased option contracts:

 

                 

Puts

                       

S&P 500 Index Option

        2,800.00   USD        06/18/21        6        USD    600      $   94,740      $   126,731      $   (31,991
                 

 

 

    

 

 

    

 

 

 

    Total purchased OTC option contracts

 

         $ 94,740      $ 126,731      $ (31,991
                 

 

 

    

 

 

    

 

 

 

 

OTC Swaption Contracts Outstanding at July 31, 2020

 

Description    Counter-
party
     Exercise
Price/FX
Rate/
Rate
    Pay/
Receive
Floating
Rate
     Expiration
Date
     Notional Amount      Number of
Contracts
     Market
Value 
     Premiums
Paid
(Received)
by Fund
     Unrealized
Appreciation/
(Depreciation)
 

Purchased swaption contracts:

 

                         

Puts

                            
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57      BOA        1.70     Pay        11/23/20        USD        115,000        115,000      $   17      $   2,880      $   (2,863
                      

 

 

    

 

 

    

 

 

 

Total purchased OTC swaption contracts

 

      $ 17      $ 2,880      $ (2,863
                      

 

 

    

 

 

    

 

 

 

 

 

  Hartford AARP Balanced Retirement Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

OTC Swaption Contracts Outstanding at July 31, 2020

 

Description    Counter-
party
     Exercise
Price/FX
Rate/
Rate
    Pay/
Receive
Floating
Rate
     Expiration
Date
     Notional Amount      Number of
Contracts
     Market
Value 
    

Premiums

Paid  
(Received)

by Fund

     Unrealized
Appreciation/
(Depreciation)
 

Written swaption contracts:

 

                      

Calls

                         

CDX.NA.IG.34

     GSC        72.50     Pay        08/19/20        USD    (880,000)        880,000      $   (2,002)      $ (2,024)      $ 22  

CDX.NA.IG.34

     MSC        70.00     Pay        08/19/20        USD    (500,000)        500,000        (768)        (875)        107  

CDX.NA.IG.34

     GSC        70.00     Pay        08/19/20        USD    (380,000)        380,000        (584)        (665)        81  
                   

 

 

    

 

 

    

 

 

 

    Total Calls

                    $ (3,354)      $ (3,564)      $ 210  
                   

 

 

    

 

 

    

 

 

 

Written swaption contracts:

 

                      

Puts

                         

CDX.NA.IG.34

     GSC        72.50     Pay        08/19/20        USD    (880,000)        880,000      $ (1,066)      $ (2,552)      $ 1,486  

CDX.NA.IG.34

     MSC        70.00     Pay        08/19/20        USD    (500,000)        500,000        (835)        (1,250)        415  

CDX.NA.IG.34

     GSC        70.00     Pay        08/19/20        USD    (380,000)        380,000        (635)        (912)        277  
                   

 

 

    

 

 

    

 

 

 

    Total Puts

                    $ (2,536)      $ (4,714)      $ 2,178  
                   

 

 

    

 

 

    

 

 

 

    Total written OTC swaption contracts

 

              $ (5,890)      $ (8,278)      $ 2,388  
                   

 

 

    

 

 

    

 

 

 

 

Exchange-Traded Option Contracts Outstanding at July 31, 2020

 

Description   

Exercise Price/FX Rate/

Rate

     Expiration
Date
     Number of
Contracts
     Notional
Amount
     Market
Value
     Premiums
Paid
(Received)
by Fund
     Unrealized
Appreciation/
(Depreciation)
 

Purchased option contracts:

                    

Puts

                    

S&P 500 Index Option

     2,875.00 USD        12/18/20        9      USD  2,587,500      $ 95,049      $ 94,629      $ 420  

iShares MSCI Emerging Markets Option

     40.00 USD        12/18/20        152      USD    608,000        26,296        26,954        (658)  

iShares MSCI EAFE ETF Option

     62.00 USD        12/18/20        238      USD    1,475,600        85,680        43,394        42,286  

S&P 500 Index Option

     2,525.00 USD        03/19/21        9      USD 2,272,500        69,525        193,007        (123,482)  

iShares MSCI Emerging Markets Option

     32.00 USD        03/19/21        152      USD 486,400        11,400        38,690        (27,290)  

iShares MSCI EAFE ETF Option

     50.00 USD        03/19/21        238      USD 1,190,000        31,178        80,995        (49,817)  

iShares MSCI Emerging Markets Option

     36.00 USD        06/18/21        103      USD 370,800        18,180        27,323        (9,143)  

iShares MSCI EAFE ETF Option

     56.00 USD        06/18/21        157      USD 879,200        49,298        54,475        (5,177)  
              

 

 

    

 

 

    

 

 

 

    Total Puts

               $   386,606      $   559,467      $ (172,861)  
              

 

 

    

 

 

    

 

 

 

    Total purchased exchange-traded option contracts

 

      $ 386,606      $ 559,467      $ (172,861)  
              

 

 

    

 

 

    

 

 

 

 

Futures Contracts Outstanding at July 31, 2020

 

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

Long position contracts:

           

U.S. Treasury 2-Year Note Future

     61        09/30/20      $   13,480,047      $ 2,377  

U.S. Treasury 10-Year Note Future

     11        09/21/20        1,540,859        152  
           

 

 

 

    Total

 

   $ 2,529  
           

 

 

 

Short position contracts:

           

U.S. Treasury 5-Year Note Future

     44        09/30/20      $ 5,549,500      $ (32,628
           

 

 

 
           
           

 

 

 

      Total futures contracts

 

   $ (30,099
           

 

 

 

 

  Hartford AARP Balanced Retirement Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

OTC Credit Default Swap Contracts Outstanding at July 31, 2020

 

 

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

Credit default swaps on indices:

 

                   

    Buy protection:

                         

PrimeX.ARM.2 (15)

     MSC        USD     95,883        (4.58 %)      12/25/37        Monthly      $      $   (202)      $ (459)      $ (257)  
                

 

 

    

 

 

    

 

 

    

 

 

 

    Sell protection:

                         

PrimeX.ARM.2 (15)

     JPM        USD     95,883        4.58     12/25/37        Monthly      $   3,210      $      $ 1,215      $ (1,995)  
                

 

 

    

 

 

    

 

 

    

 

 

 
                         
                

 

 

    

 

 

    

 

 

    

 

 

 

        Total OTC credit default swap contracts

 

        $ 3,210      $ (202)      $ 756      $   (2,252)  
                

 

 

    

 

 

    

 

 

    

 

 

 

 

(a)

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

 

 

Bond Forward Contracts Outstanding at July 31, 2020

 

Counterparty    Reference
Obligation
   Notional
Amount
     Expiration
Date
     Unrealized
Appreciation/
(Depreciation)
 

BOA

   U.S. Treasury Bonds, 0.38%, 07/15/2025      USD  15,390,504        08/29/20        $51,700  

 

  Foreign Currency Contracts Outstanding at July 31, 2020  
        Amount and Description
          of Currency to
be
            Purchased
    

Amount and Description        
of Currency to         

be Sold        

     Counterparty      Settlement
Date
       Appreciation        Depreciation  
  1,193,000     AUD        850,685     USD      GSC        08/31/20          $    1,761          $  —  
  350,000     AUD        249,644     USD      SCB        08/31/20          445           
  881,000     AUD        632,108     USD      BNP        08/31/20                   (2,598
  1,275,000     BRL        232,779     USD      MSC        08/04/20          11,593           
  719,000     BRL        132,364     USD      JPM        08/04/20          5,443           
  319,000     BRL        61,307     USD      CBK        08/04/20                   (166
  400,000     BRL        76,874     USD      GSC        08/04/20                   (208
  1,275,000     BRL        245,037     USD      BOA        08/04/20                   (665
  319,000     BRL        61,775     USD      CBK        08/31/20                   (707
  748,000     BRL        144,402     USD      MSC        08/31/20                   (1,209
  994,000     CAD        739,502     USD      GSC        08/31/20          2,643           
  974,000     CAD        728,295     USD      JPM        08/31/20                   (1,082
  419,000     CHF        459,846     USD      GSC        08/31/20                   (1,291
  520,143,000     CLP        690,422     USD      GSC        08/31/20                   (3,116
  1,632,890,000     COP        434,512     USD      GSC        08/31/20          1,852           
  10,268,000     CZK        458,324     USD      MSC        08/31/20          2,596           
  688,000     EUR        804,464     USD      JPM        08/31/20          6,496           
  3,130,000     EUR        3,693,722     USD      GSC        08/31/20                   (4,326
  463,000     GBP        593,429     USD      TDB        08/28/20          12,733           
  546,000     GBP        712,105     USD      GSC        08/28/20          2,721           
  40,312,000     HUF        136,615     USD      BCLY        08/31/20          1,230           
  10,792,810,000     IDR        730,478     USD      GSC        08/31/20          6,527           
  2,552,000     ILS        749,063     USD      GSC        08/31/20          797           
  10,323,000     INR        137,695     USD      JPM        08/31/20                   (119
  178,528,000     JPY        1,693,587     USD      JPM        08/31/20                   (6,489
  251,699,000     JPY        2,397,201     USD      GSC        08/31/20                   (18,634
  2,167,050,000     KRW        1,812,824     USD      GSC        08/31/20          6,163           
  689,823,000     KRW        573,729     USD      BNP        08/31/20          5,297           
  1,600,000     MXN        72,434     USD      CBK        08/31/20                   (828
  16,064,000     MXN        721,629     USD      GSC        08/31/20                   (2,705
  1,200,000     NOK        131,155     USD      GSC        08/31/20          706           
  4,066,000     NOK        446,683     USD      MSC        08/31/20          107           
  1,276,000     NZD        847,163     USD      GSC        08/31/20                   (882
  375,000     NZD        250,648     USD      CBK        08/31/20                   (1,937
  19,558,000     PHP        395,111     USD      JPM        08/28/20          2,227           
  577,000     PLN        153,888     USD      CBK        08/31/20          203           
  1,176,000     PLN        314,394     USD      GSC        08/31/20                   (337

 

  Hartford AARP Balanced Retirement Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

        Amount and Description
          of Currency
to be
            Purchased
    

Amount and Description        
of Currency to         

be Sold        

     Counterparty      Settlement
Date
       Appreciation        Depreciation  
  161,566,000     RUB        2,194,541     USD      GSC        08/31/20          $        —          $    (25,054
  4,029,000     SEK        458,786     USD      BOA        08/31/20          233           
  1,009,000     SGD        730,980     USD      CBK        08/31/20          3,410           
  11,107,000     THB        353,559     USD      GSC        08/31/20              2,594           
  2,925,000     TRY        409,532     USD      GSC        08/31/20                   (1,990
  1,107,086     USD        1,543,000     AUD      BNP        08/31/20          4,551           
  4,993     USD        7,000     AUD      SCB        08/31/20                   (9
  623,209     USD        874,000     AUD      GSC        08/31/20                   (1,299
  246,329     USD        1,275,000     BRL      BOA        08/04/20          1,957           
  61,834     USD        319,000     BRL      CBK        08/04/20          693           
  245,037     USD        1,275,000     BRL      MSC        08/04/20          665           
  138,182     USD        719,000     BRL      JPM        08/04/20          376           
  74,373     USD        400,000     BRL      GSC        08/04/20                   (2,293
  205,718     USD        1,067,000     BRL      GSC        08/31/20          1,457           
  743,250     USD        994,000     CAD      JPM        08/31/20          1,104           
  724,623     USD        974,000     CAD      GSC        08/31/20                   (2,590
  457,257     USD        419,000     CHF      JPM        08/31/20                   (1,298
  674,634     USD        520,143,000     CLP      BCLY        08/31/20                   (12,672
  442,416     USD        1,632,890,000     COP      BNP        08/31/20          6,051           
  443,400     USD        9,876,000     CZK      GSC        08/31/20          77           
  17,583     USD        392,000     CZK      BOA        08/31/20                   (13
  811,911     USD        688,000     EUR      GSC        08/31/20          951           
  9,639,536     USD        8,244,000     EUR      JPM        08/31/20                   (77,837
  603,854     USD        463,000     GBP      GSC        08/28/20                   (2,308
  4,416,752     USD        3,446,000     GBP      TDB        08/28/20                   (94,769
  137,826     USD        40,312,000     HUF      GSC        08/31/20                   (19
  737,919     USD        10,792,810,000     IDR      BCLY        08/31/20          914           
  748,343     USD        2,552,000     ILS      MSC        08/31/20                   (1,517
  137,406     USD        10,323,000     INR      JPM        08/31/20                   (170
  7,388,727     USD        778,876,000     JPY      JPM        08/31/20          28,314           
  1,700,315     USD        178,528,000     JPY      GSC        08/31/20          13,217           
  131,186     USD        13,823,000     JPY      MSC        08/31/20          558           
  124,921     USD        149,330,000     KRW      GSC        08/31/20                   (424
  451,804     USD        540,493,000     KRW      JPM        08/31/20                   (1,877
  1,802,345     USD        2,167,050,000     KRW      BNP        08/31/20                   (16,642
  798,687     USD        17,664,000     MXN      CBK        08/31/20          8,157           
  131,830     USD        1,200,000     NOK      MSC        08/31/20                   (31
  444,395     USD        4,066,000     NOK      GSC        08/31/20                   (2,395
  852,871     USD        1,276,000     NZD      CBK        08/31/20          6,590           
  248,961     USD        375,000     NZD      GSC        08/31/20          250           
  397,601     USD        19,558,000     PHP      GSC        08/28/20          263           
  465,901     USD        1,753,000     PLN      MSC        08/31/20                   (2,247
  2,242,226     USD        161,566,000     RUB      GSC        08/31/20          72,739           
  442,676     USD        3,875,000     SEK      GSC        08/31/20          1,202           
  17,609     USD        154,000     SEK      BOA        08/31/20          64           
  732,951     USD        1,009,000     SGD      GSC        08/31/20                   (1,439
  352,413     USD        11,107,000     THB      JPM        08/31/20                   (3,740
  423,269     USD        2,925,000     TRY      GSC        08/31/20          15,727           
  197,709     USD        3,349,000     ZAR      GSC        08/31/20          2,450           
  598,000     ZAR        36,247     USD      GSC        08/31/20                   (1,381
  2,751,000     ZAR        163,773     USD      CBK        08/31/20                   (3,380
 

    Total Foreign Currency Contracts

       $ 246,104        $ (304,693

 

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

 

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

BCLY

   Barclays

BNP

   BNP Paribas Securities Services

BOA

   Banc of America Securities LLC

CBK

   Citibank NA

GSC

   Goldman Sachs & Co.

JPM

   JP Morgan Chase & Co.

MSC

   Morgan Stanley

 

  Hartford AARP Balanced Retirement Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

SCB

   Standard Chartered Bank

TDB

   Toronto-Dominion Bank
Currency Abbreviations:      

AUD

   Australian Dollar

BRL

   Brazilian Real

CAD

   Canadian Dollar

CHF

   Swiss Franc

CLP

   Chilean Peso

COP

   Colombian Peso

CZK

   Czech Koruna

EUR

   Euro

GBP

   British Pound

HUF

   Hungarian Forint

IDR

   Indonesian Rupiah

ILS

   Israeli Shekel

INR

   Indian Rupee

JPY

   Japanese Yen

KRW

   South Korean Won

MXN

   Mexican Peso

NOK

   Norwegian Krone

NZD

   New Zealand Dollar

PHP

   Philippine Peso

PLN

   Polish Zloty

RUB

   Russian Ruble

SEK

   Swedish Krona

SGD

   Singapore Dollar

THB

   Thai Baht

TRY

   Turkish Lira

USD

   United States Dollar

ZAR

   South African Rand
Index Abbreviations:      

CDX.NA.IG

   Credit Derivatives North American Investment Grade

CPI

   Consumer Price Index

EAFE

   Europe, Australasia and Far East

MSCI

   Morgan Stanley Capital International

MTA

   Monthly Treasury Average Index

PrimeX.ARM

   Markit PrimeX Adjustable Rate Mortgage Backed Security

S&P

   Standard & Poor’s

iBoxx

   Markit iBoxx Indices - Euro, Sterling, Asian, US Dollar and European High-Yield Bond Markets
Other Abbreviations:      

ADR

   American Depositary Receipt

CLO

   Collateralized Loan Obligation

CMO

   Collateralized Mortgage Obligation

DDCA

   Dollars on Deposit in Custody Account

ETF

   Exchange-Traded Fund

FHLMC

   Federal Home Loan Mortgage Corp.

FNMA

   Federal National Mortgage Association

GDR

   Global Depositary Receipt

GNMA

   Government National Mortgage Association

LIBOR

   London Interbank Offered Rate

MSCI

   Morgan Stanley Capital International

OTC

   Over-the-Counter

PAC

   Planned Amortization Class

PJSC

   Private Joint Stock Company

REIT

   Real Estate Investment Trust

SOFR

   Secured Overnight Financing Rate

TBA

   To Be Announced

UMBS

   Uniform Mortgage-Backed Securities
Municipal Abbreviations:      

Auth

   Authority

Dev

   Development

 

  Hartford AARP Balanced Retirement Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Dist

   District

Facs

   Facilities

GO

   General Obligation

PA

   Port Authority

Rev

   Revenue

 

  Hartford AARP Balanced Retirement Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2020 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2020 in valuing the Fund’s investments

 

                                                                                                               

Description

   Total   Level 1   Level 2   Level 3(1)

Assets

 

Asset & Commercial Mortgage-Backed Securities

   $ 4,922,901     $     $ 4,922,901     $  

Corporate Bonds

     7,816,775             7,816,775        

Foreign Government Obligations

     11,968,298             11,968,298        

Municipal Bonds

     848,569             848,569        

U.S. Government Agencies

     6,421,646             6,421,646        

U.S. Government Securities

     7,485,015             7,485,015        

Common Stocks

        

Banks

     1,029,866       1,029,866              

Capital Goods

     3,447,244       1,957,777       1,489,467        

Commercial & Professional Services

     322,719             322,719        

Consumer Durables & Apparel

     688,525       641,590       46,935        

Consumer Services

     1,465,437       914,902       550,535        

Diversified Financials

     16,941       16,941              

Energy

     2,387,938       972,346       1,386,407       29,185  

Food, Beverage & Tobacco

     4,134,303       2,493,283       1,641,020        

Health Care Equipment & Services

     3,203,652       2,130,930       1,072,722        

Household & Personal Products

     2,632,667       1,688,329       944,338        

Insurance

     1,737,794       593,956       1,143,838        

Materials

     4,370,471       1,520,598       2,849,873        

Pharmaceuticals, Biotechnology & Life Sciences

     3,262,919       1,875,181       1,387,738        

Real Estate

     1,942,240       1,518,816       423,424        

Retailing

     493,627       493,627              

Software & Services

     2,940,477       2,180,987       759,490        

Telecommunication Services

     642,072             642,072        

Transportation

     1,307,737       1,307,737              

Utilities

     976,585       164,773       811,812        

Convertible Bonds

     277,612             277,612        

Exchange-Traded Funds

     154,713       154,713              

Rights

     2,940       2,940              

Preferred Stocks

     35,196       35,196              

Convertible Preferred Stocks

     55,712       6,030             49,682  

Warrants

     58                   58  

Affiliated Investment Companies

     21,873,651       21,873,651              

Short-Term Investments

     14,102,034       134,946       13,967,088        

Purchased Options

     481,363       481,346       17        

Bond Forward Contracts(2)

     51,700             51,700        

Foreign Currency Contracts(2)

     246,104             246,104        

Futures Contracts(2)

     2,529       2,529              
  

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

   $ 113,750,030     $ 44,192,990     $ 69,478,115     $ 78,925  
  

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Liabilities

        

Foreign Currency Contracts(2)

   $ (304,693   $     $ (304,693   $  

Futures Contracts(2)

     (32,628     (32,628            

Swaps - Credit Default(2)

     (2,252                 (2,252

Written Options

     (5,890           (5,890      
  

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

   $ (345,463   $ (32,628   $ (310,583   $ (2,252
  

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

(1)

For the period ended July 31, 2020, investments valued at $ 146,982 were transferred out of Level 3 due to the initiation of a vendor providing prices that are based on market activity which has been determined to be significant observable input and there were no transfers in to Level 3.

 

(2)

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

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for period ended July 31, 2020 is not presented.

 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments

  July 31, 2020 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 

Common Stocks - 43.2%

 

   Automobiles & Components - 0.3%   
$            391,514   

Cie Generale des Etablissements Michelin SCA

   $         40,547,571  
     

 

 

 
   Banks - 3.4%

 

7,334,680   

Bank of America Corp.

     182,486,838  
1,385,668   

JP Morgan Chase & Co.

     133,910,956  
207,665   

M&T Bank Corp.

     22,002,107  
553,843   

PNC Financial Services Group, Inc.

     59,078,433  
1,924,057   

Truist Financial Corp.

     72,075,175  
     

 

 

 
     469,553,509  
     

 

 

 
   Capital Goods - 5.2%

 

91,053   

3M Co.

     13,700,745  
849,845   

Caterpillar, Inc.

     112,927,404  
1,500,903   

Eaton Corp. plc

     139,779,096  
1,059,308   

Emerson Electric Co.

     65,687,689  
669,647   

General Dynamics Corp.

     98,264,001  
284,500   

Honeywell International, Inc.

     42,495,765  
393,329   

Lockheed Martin Corp.

     149,059,891  
928,082   

Raytheon Technologies Corp.

     52,603,688  
479,952   

Vinci S.A.

     41,307,101  
     

 

 

 
     715,825,380  
     

 

 

 
   Consumer Durables & Apparel - 0.4%

 

959,100   

VF Corp.

     57,891,276  
     

 

 

 
   Consumer Services - 0.6%

 

397,077   

McDonald’s Corp.

     77,144,120  
     

 

 

 
   Diversified Financials - 1.3%

 

204,759   

BlackRock, Inc.

     117,738,472  
1,049,371   

Blackstone Group, Inc. Class A

     55,910,487  
     

 

 

 
     173,648,959  
     

 

 

 
   Energy - 1.8%

 

501,595   

Chevron Corp.

     42,103,884  
795,173   

ConocoPhillips

     29,731,518  
3,355,781   

Kinder Morgan, Inc.

     47,316,512  
914,374   

Phillips 66

     56,709,476  
1,678,895