N-Q 1 v371642_nq.htm N-Q

 

UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549

 

FORM N-Q

 

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED
MANAGEMENT INVESTMENT COMPANY

 

Investment Company Act file number: 811-07589

 

THE HARTFORD MUTUAL FUNDS, INC.

(Exact name of registrant as specified in charter)

 

5 Radnor Corporate Center, Suite 300, 100 Matsonford Road, Radnor, Pennsylvania 19087

(Address of Principal Executive Offices) (Zip Code)

 

Edward P. Macdonald, Esquire

Hartford Funds Management Company, LLC

5 Radnor Corporate Center, Suite 300

100 Matsonford Road

Radnor, PA 19087

(Name and Address of Agent for Service)

Registrant’s telephone number, including area code: (610) 386-4068

 

Date of fiscal year end: October 31st

 

Date of reporting period: January 31, 2014

 

Form N-Q is to be used by management investment companies, other than small business investment companies registered on Form N-5 (§§ 239.24 and 274.5 of this chapter), to file reports with the Commission, not later than 60 days after the close of the first and third fiscal quarters, pursuant to Rule 30b1-5 under the Investment Company Act of 1940 (17 CFR 270.30b1-5). The Commission may use the information provided on Form N-Q in its regulatory, disclosure review, inspection, and policymaking roles.

 

A registrant is required to disclose the information specified by Form N-Q, and the Commission will make this information public. A registrant is not required to respond to the collection of information contained in Form N-Q unless the Form displays a currently valid Office of Management and Budget (“OMB”) control number. Please direct comments concerning the accuracy of the information collection burden estimate and any suggestions for reducing the burden to the Secretary, Securities and Exchange Commission,100 F Street, NE, Washington, DC 20549. The OMB has reviewed this collection of information under the clearance requirements of 44 U.S.C. § 3507.

 

 
 

 

Item 1.Schedule of Investments.

 

 

The Hartford Balanced Allocation Fund
Schedule of Investments
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount          Market Value ╪ 
AFFILIATED INVESTMENT COMPANIES - 100.1%
Alternative Strategy Funds - 17.1%
 4,950   Hartford Real Total Return Fund, Class Y●          $51,185 
 2,676   The Hartford Alternative Strategies Fund, Class Y           26,574 
 5,377   The Hartford Global Real Asset Fund, Class Y           53,392 
                 131,151 
     Total alternative strategy funds             
     (cost $132,315)          $131,151 
                   
Domestic Equity Funds - 23.8%
 1,061   The Hartford Capital Appreciation Fund, Class Y          $52,103 
 3,950   The Hartford Dividend and Growth Fund, Class Y           97,049 
 1,028   The Hartford MidCap Value Fund, Class Y           16,741 
 634   The Hartford Small Company Fund, Class Y           16,802 
                 182,695 
     Total domestic equity funds             
     (cost $139,923)          $182,695 
                   
International/Global Equity Funds - 22.8%
 5,027   The Hartford Emerging Markets Research Fund, Class Y          $42,077 
 5,730   The Hartford International Opportunities Fund, Class Y           98,502 
 1,910   The Hartford International Small Company Fund, Class Y           34,126 
                 174,705 
     Total international/global equity funds             
     (cost $149,395)          $174,705 
                   
Taxable Fixed Income Funds - 36.4%
 9,204   The Hartford Inflation Plus Fund, Class Y          $100,505 
 3,419   The Hartford Strategic Income Fund, Class Y           31,108 
 5,805   The Hartford Total Return Bond Fund, Class Y           62,110 
 7,987   The Hartford World Bond Fund, Class Y           85,059 
                 278,782 
     Total taxable fixed income funds             
     (cost $291,149)          $278,782 
                   
     Total investments in affiliated investment companies             
     (cost $712,782)          $767,333 
                   
     Total long-term investments             
     (cost $712,782)          $767,333 
                   
    Total investments        
     (cost $712,782) ▲    100.1%  $767,333 
     Other assets and liabilities    (0.1)%   (574)
     Total net assets    100.0%  $766,759 

 

1
 

 

The Hartford Balanced Allocation Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

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

 

At January 31, 2014, the cost of securities for federal income tax purposes was $713,351 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $68,849 
Unrealized Depreciation   (14,867)
Net Unrealized Appreciation  $53,982 

 

Non-income producing.

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

Investment Valuation Hierarchy Level Summary

January 31, 2014

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Affiliated Investment Companies  $767,333   $767,333   $   $ 
Total  $767,333   $767,333   $   $ 

 

For the three-month period ended January 31, 2014, there were no transfers between Level 1 and Level 2.

  

Note:For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

Composition by Investments

as of January 31, 2014

 

Fund Name  Percentage of
Net Assets
 
Hartford Real Total Return Fund, Class Y   6.7%
The Hartford Alternative Strategies Fund, Class Y   3.5 
The Hartford Capital Appreciation Fund, Class Y   6.8 
The Hartford Dividend and Growth Fund, Class Y   12.6 
The Hartford Emerging Markets Research Fund, Class Y   5.5 
The Hartford Global Real Asset Fund, Class Y   6.9 
The Hartford Inflation Plus Fund, Class Y   13.1 
The Hartford International Opportunities Fund, Class Y   12.8 
The Hartford International Small Company Fund, Class Y   4.5 
The Hartford MidCap Value Fund, Class Y   2.2 
The Hartford Small Company Fund, Class Y   2.2 
The Hartford Strategic Income Fund, Class Y   4.1 
The Hartford Total Return Bond Fund, Class Y   8.1 
The Hartford World Bond Fund, Class Y   11.1 
Other Assets and Liabilities   (0.1)
Total   100.0%

 

2
 

 

 

The Hartford Balanced Fund
Schedule of Investments
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 

COMMON STOCKS - 66.9%

     Automobiles and Components - 0.6%     
 268   Ford Motor Co.   $4,006 
           
     Banks - 3.9%     
 106   BB&T Corp.    3,980 
 100   PNC Financial Services Group, Inc.    8,020 
 306   Wells Fargo & Co.    13,856 
         25,856 
     Capital Goods - 4.2%     
 62   3M Co.    7,896 
 34   Boeing Co.    4,209 
 93   Ingersoll-Rand plc    5,456 
 101   PACCAR, Inc.    5,667 
 46   United Technologies Corp.    5,199 
         28,427 
     Consumer Durables and Apparel - 0.6%     
 34   PVH Corp.    4,134 
           
     Diversified Financials - 6.6%     
 36   Ameriprise Financial, Inc.    3,824 
 23   BlackRock, Inc.    6,760 
 164   Citigroup, Inc.    7,783 
 30   Goldman Sachs Group, Inc.    4,924 
 164   Invesco Ltd.    5,453 
 246   JP Morgan Chase & Co.    13,613 
 90   Santander Consumer USA Holdings, Inc. ●    2,307 
         44,664 
     Energy - 6.4%     
 69   Anadarko Petroleum Corp.    5,584 
 174   BG Group plc    2,917 
 96   BP plc ADR    4,483 
 54   Chevron Corp.    6,039 
 18   EOG Resources, Inc.    2,925 
 97   Exxon Mobil Corp.    8,939 
 105   Halliburton Co.    5,166 
 48   Occidental Petroleum Corp.    4,177 
 69   Southwestern Energy Co. ●    2,791 
         43,021 
     Food and Staples Retailing - 1.1%     
 109   CVS Caremark Corp.    7,348 
           
     Food, Beverage and Tobacco - 3.2%     
 32   Anheuser-Busch InBev N.V. ADR    3,078 
 35   Diageo plc ADR    4,226 
 61   Kraft Foods Group, Inc.    3,219 
 85   Mondelez International, Inc.    2,787 
 48   Philip Morris International, Inc.    3,735 
 119   Unilever N.V. NY Shares ADR    4,432 
         21,477 
     Health Care Equipment and Services - 2.6%     
 70   Baxter International, Inc.    4,808 
 98   Covidien plc    6,715 
 80   UnitedHealth Group, Inc.    5,790 
         17,313 
     Insurance - 2.4%     
 106   American International Group, Inc.    5,088 
 161   Marsh & McLennan Cos., Inc.    7,364 
 109   Unum Group    3,509 
         15,961 
     Materials - 1.9%     
 119   Dow Chemical Co.    5,393 
 97   International Paper Co.    4,645 
 60   Nucor Corp.    2,887 
         12,925 
     Media - 3.0%     
 57   CBS Corp. Class B    3,329 
 116   Comcast Corp. Class A    6,333 
 111   Thomson Reuters Corp.    4,017 
 87   Walt Disney Co.    6,295 
         19,974 
     Pharmaceuticals, Biotechnology and Life Sciences - 9.9%     
 73   Agilent Technologies, Inc.    4,268 
 44   Amgen, Inc.    5,198 
 79   AstraZeneca plc ADR    4,991 
 116   Bristol-Myers Squibb Co.    5,782 
 39   Celgene Corp. ●    5,895 
 60   Gilead Sciences, Inc. ●    4,839 
 28   Johnson & Johnson    2,442 
 223   Merck & Co., Inc.    11,786 
 27   Roche Holding AG    7,433 
 89   UCB S.A.    6,305 
 73   Vertex Pharmaceuticals, Inc. ●    5,766 
 55   Zoetis, Inc.    1,667 
         66,372 
     Retailing - 3.5%     
 2,007   Allstar Co. ⌂●†    3,641 
 12   AutoZone, Inc. ●    6,089 
 165   Lowe's Cos., Inc.    7,656 
 67   Nordstrom, Inc.    3,838 
 32   Tory Burch LLC ⌂●†    2,441 
         23,665 
     Semiconductors and Semiconductor Equipment - 3.5%     
 114   Analog Devices, Inc.    5,508 
 226   Intel Corp.    5,548 
 240   Maxim Integrated Products, Inc.    7,262 
 112   Xilinx, Inc.    5,204 
         23,522 
     Software and Services - 6.6%     
 77   Accenture plc    6,167 
 95   eBay, Inc. ●    5,043 
 9   Google, Inc. ●    10,747 
 299   Microsoft Corp.    11,328 
 139   Oracle Corp.    5,111 
 281   Symantec Corp.    6,019 
         44,415 
     Technology Hardware and Equipment - 4.5%     
 18   Apple, Inc.    8,861 
 485   Cisco Systems, Inc.    10,624 
 280   EMC Corp.    6,792 
 50   Qualcomm, Inc.    3,726 
         30,003 
     Telecommunication Services - 0.4%     
 80   Vodafone Group plc ADR    2,972 

 

1
 

 

The Hartford Balanced Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

  

Shares or Principal Amount  Market Value ╪ 

COMMON STOCKS - 66.9% - (continued)

     Transportation - 0.8%     
 40   FedEx Corp.   $5,373 
           
     Utilities - 1.2%     
 89   NextEra Energy, Inc.    8,200 
           
     Total common stocks     
     (cost $320,646)   $449,628 
           

ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 0.2%

     Computer and Electronic Product Manufacturing - 0.0%     
     SBA Tower Trust     
$370    4.25%, 04/15/2015 ■Δ   $374 
           
     Finance and Insurance - 0.2%     
     Ally Master Owner Trust     
 900    1.54%, 09/15/2019    899 
     Hilton USA Trust     
 345    2.66%, 11/05/2030 ■    347 
         1,246 
           
     Total asset & commercial mortgage backed securities     
     (cost $1,615)   $1,620 
           

CORPORATE BONDS - 9.6%

     Air Transportation - 0.3%     
     Continental Airlines, Inc.     
$649   5.98%, 04/19/2022   $713 
     Southwest Airlines Co.     
 400   5.75%, 12/15/2016    448 
 539   6.15%, 08/01/2022    622 
         1,783 
     Arts, Entertainment and Recreation - 0.7%     
     21st Century Fox America     
 80   4.00%, 10/01/2023    81 
     CBS Corp.     
 710   3.38%, 03/01/2022    694 
     Comcast Corp.     
 310   4.65%, 07/15/2042    297 
 1,000   5.90%, 03/15/2016    1,103 
     DirecTV Holdings LLC     
 665   6.38%, 03/01/2041    711 
     Discovery Communications, Inc.     
 55   3.25%, 04/01/2023    53 
 65   4.88%, 04/01/2043    62 
 45   4.95%, 05/15/2042    44 
     News America, Inc.     
 220   4.50%, 02/15/2021    240 
     Time Warner Cable, Inc.     
 780   5.85%, 05/01/2017    856 
     Viacom, Inc.     
 145   3.88%, 12/15/2021    148 
 215   4.88%, 06/15/2043    204 
         4,493 
     Beverage and Tobacco Product Manufacturing - 0.5%     
     Altria Group, Inc.     
 350   4.50%, 05/02/2043    320 
 520   4.75%, 05/05/2021    568 
     Anheuser-Busch InBev Worldwide, Inc.     
 610   7.75%, 01/15/2019    765 
     BAT International Finance plc     
 565   3.25%, 06/07/2022 ■    555 
     Coca-Cola FEMSA SAB CV     
 222   2.38%, 11/26/2018    223 
 250   3.88%, 11/26/2023    248 
     Diageo Capital plc     
 370   2.63%, 04/29/2023    344 
     Molson Coors Brewing Co.     
 12   2.00%, 05/01/2017    12 
 180   3.50%, 05/01/2022    181 
 85   5.00%, 05/01/2042    86 
     Philip Morris International, Inc.     
 300   2.63%, 03/06/2023    277 
         3,579 
     Couriers and Messengers - 0.1%     
     FedEx Corp.     
 50   2.63%, 08/01/2022    47 
 80   2.70%, 04/15/2023    74 
 180   4.90%, 01/15/2034    184 
 300   5.10%, 01/15/2044    307 
         612 
     Finance and Insurance - 4.5%     
     American Express Centurion Bank     
 1,200   6.00%, 09/13/2017    1,386 
     American International Group, Inc.     
 180   4.13%, 02/15/2024    182 
     Avalonbay Communities, Inc.     
 150   3.63%, 10/01/2020    154 
     Bank of America Corp.     
 1,000   5.00%, 05/13/2021    1,095 
 1,200   5.42%, 03/15/2017    1,321 
     Barclays Bank plc     
 150   6.05%, 12/04/2017 ■    169 
     BNP Paribas     
 425   2.40%, 12/12/2018    426 
 65   3.25%, 03/03/2023    62 
     BP Capital Markets plc     
 25   3.99%, 09/26/2023    25 
 575   4.75%, 03/10/2019    649 
     BPCE S.A.     
 375   2.50%, 12/10/2018    375 
     Brandywine Operating Partnership L.P.     
 350   5.70%, 05/01/2017    386 
     Capital One Bank     
 345   2.15%, 11/21/2018    345 
     Capital One Financial Corp.     
 445   2.15%, 03/23/2015    452 
     CDP Financial, Inc.     
 575   4.40%, 11/25/2019 ■    643 
     Citigroup, Inc.     
 200   4.95%, 11/07/2043    200 
 800   5.85%, 08/02/2016    891 
 300   6.13%, 05/15/2018    349 
 105   8.13%, 07/15/2039    150 
     Credit Agricole S.A.     
 715   3.50%, 04/13/2015 ■    737 

 

2
 

 

The Hartford Balanced Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 

CORPORATE BONDS - 9.6% - (continued)

     Finance and Insurance - 4.5% - (continued)     
     Discover Financial Services, Inc.     
$645   6.45%, 06/12/2017   $731 
     Eaton Vance Corp.     
 99   6.50%, 10/02/2017    114 
     Everest Reinsurance Holdings, Inc.     
 885   5.40%, 10/15/2014    912 
     Five Corners Funding TRS     
 315   4.42%, 11/15/2023 ■    316 
     General Electric Capital Corp.     
 400   3.10%, 01/09/2023    386 
 800   4.63%, 01/07/2021    881 
 925   5.88%, 01/14/2038    1,066 
     Goldman Sachs Group, Inc.     
 275   3.63%, 01/22/2023    268 
 250   3.70%, 08/01/2015    260 
 1,200   5.63%, 01/15/2017    1,326 
 470   6.25%, 02/01/2041    549 
     HCP, Inc.     
 335   6.00%, 01/30/2017    377 
     HSBC Holdings plc     
 450   6.10%, 01/14/2042    541 
     ING Bank N.V.     
 900   3.75%, 03/07/2017 ■    956 
     JP Morgan Chase & Co.     
 650   3.25%, 09/23/2022    630 
 475   3.70%, 01/20/2015    488 
 1,045   5.13%, 09/15/2014    1,074 
 230   5.40%, 01/06/2042    250 
 100   6.30%, 04/23/2019    118 
     Liberty Mutual Group, Inc.     
 100   4.25%, 06/15/2023 ■    99 
     Loews Corp.     
 165   2.63%, 05/15/2023    152 
     Merrill Lynch & Co., Inc.     
 300   6.40%, 08/28/2017    347 
     MetLife, Inc.     
 235   4.88%, 11/13/2043    235 
     Morgan Stanley     
 425   2.50%, 01/24/2019    424 
 550   5.75%, 01/25/2021    625 
     National City Corp.     
 125   6.88%, 05/15/2019    150 
     Nissan Motor Acceptance Corp.     
 700   1.80%, 03/15/2018 ■    693 
     Nordea Bank AB     
 330   3.70%, 11/13/2014 ■    338 
     PNC Funding Corp.     
 625   5.40%, 06/10/2014    636 
     Prudential Financial, Inc.     
 300   4.50%, 11/15/2020    328 
     Rabobank Netherlands     
 750   3.20%, 03/11/2015 ■    773 
     Republic New York Capital I     
 250   7.75%, 11/15/2006    253 
     Sovereign Bancorp, Inc.     
 1,000   8.75%, 05/30/2018    1,209 
     Svenska Handelsbanken AB     
 550   4.88%, 06/10/2014 ■    559 
     U.S. Bancorp     
 165   3.70%, 01/30/2024    166 
     Wachovia Corp.     
 100   5.75%, 06/15/2017    114 
     WEA Finance LLC     
 250   7.13%, 04/15/2018 ■    298 
     Wellpoint, Inc.     
 81   3.30%, 01/15/2023    78 
     Wells Fargo & Co.     
 1,494   4.48%, 01/16/2024 ■    1,526 
         30,243 
     Food Manufacturing - 0.3%     
     ConAgra Foods, Inc.     
 50   1.90%, 01/25/2018    50 
 45   3.20%, 01/25/2023    43 
     Kellogg Co.     
 725   4.00%, 12/15/2020    769 
     Kraft Foods Group, Inc.     
 145   2.25%, 06/05/2017    149 
 90   3.50%, 06/06/2022    90 
 155   5.00%, 06/04/2042    158 
     Mondelez International, Inc.     
 700   4.13%, 02/09/2016    744 
         2,003 
     Health Care and Social Assistance - 0.4%     
     Amgen, Inc.     
 700   5.15%, 11/15/2041    719 
     Catholic Health Initiatives     
 155   2.60%, 08/01/2018    157 
     CVS Caremark Corp.     
 470   4.00%, 12/05/2023    481 
     GlaxoSmithKline Capital, Inc.     
 460   2.80%, 03/18/2023    439 
     Kaiser Foundation Hospitals     
 60   3.50%, 04/01/2022    59 
 115   4.88%, 04/01/2042    117 
     McKesson Corp.     
 25   2.85%, 03/15/2023    24 
     Merck & Co., Inc.     
 315   2.80%, 05/18/2023    301 
 125   4.15%, 05/18/2043    119 
     Zoetis, Inc.     
 30   3.25%, 02/01/2023    29 
 35   4.70%, 02/01/2043    34 
         2,479 
     Information - 0.7%     
     America Movil S.A.B. de C.V.     
 250   3.13%, 07/16/2022    232 
     AT&T, Inc.     
 175   6.55%, 02/15/2039    202 
     Cox Communications, Inc.     
 255   4.50%, 06/30/2043 ■    220 
 45   4.70%, 12/15/2042 ■    40 
     France Telecom S.A.     
 250   4.13%, 09/14/2021    254 

 

3
 

 

The Hartford Balanced Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 

CORPORATE BONDS - 9.6% - (continued)

     Information - 0.7% - (continued)     
     Verizon Communications, Inc.     
$490   3.50%, 11/01/2021   $494 
 880   4.50%, 09/15/2020    948 
 130   4.75%, 11/01/2041    124 
 980   6.40%, 09/15/2033    1,148 
 730   6.55%, 09/15/2043    876 
         4,538 
     Mining - 0.1%     
     BHP Billiton Finance USA Ltd.     
 335   3.85%, 09/30/2023    341 
     Rio Tinto Finance USA Ltd.     
 365   2.25%, 12/14/2018    367 
         708 
     Miscellaneous Manufacturing - 0.0%     
     United Technologies Corp.     
 65   3.10%, 06/01/2022    65 
           
     Motor Vehicle and Parts Manufacturing - 0.1%     
     Daimler Finance NA LLC     
 1,000   2.63%, 09/15/2016 ■    1,036 
           
     Petroleum and Coal Products Manufacturing - 0.5%     
     Atmos Energy Corp.     
 1,160   6.35%, 06/15/2017    1,311 
     Chevron Corp.     
 200   3.19%, 06/24/2023    198 
     Gazprom Neft OAO via GPN Capital S.A.     
 200   4.38%, 09/19/2022 ■    180 
     Motiva Enterprises LLC     
 80   5.75%, 01/15/2020 ■    92 
     Schlumberger Investment S.A.     
 330   3.65%, 12/01/2023    333 
     Shell International Finance B.V.     
 450   4.38%, 03/25/2020    500 
     Statoil ASA     
 310   2.90%, 11/08/2020    313 
     Total Capital S.A.     
 325   2.70%, 01/25/2023    308 
         3,235 
     Pipeline Transportation - 0.2%     
     Kinder Morgan Energy Partners L.P.     
 1,000   6.95%, 01/15/2038    1,181 
           
     Real Estate, Rental and Leasing - 0.1%     
     ERAC USA Finance Co.     
 70   2.75%, 03/15/2017 ■    72 
 410   4.50%, 08/16/2021 ■    436 
 250   5.63%, 03/15/2042 ■    269 
         777 
     Retail Trade - 0.3%     
     Amazon.com, Inc.     
 285   2.50%, 11/29/2022    265 
     AutoZone, Inc.     
 200   3.13%, 07/15/2023    189 
 355   3.70%, 04/15/2022    353 
     Kroger (The) Co.     
 125   3.30%, 01/15/2021    125 
 230   4.00%, 02/01/2024    232 
     Lowe's Cos., Inc.     
 600   4.63%, 04/15/2020    673 
         1,837 
     Soap, Cleaning Compound and Toilet Manufacturing - 0.3%     
     Procter & Gamble Co.     
 1,536   9.36%, 01/01/2021    1,974 
           
     Transportation Equipment Manufacturing - 0.0%     
     Kansas City Southern de Mexico S.A. de C.V.     
 35   2.35%, 05/15/2020    33 
           
     Utilities - 0.5%     
     Consolidated Edison Co. of NY     
 655   5.30%, 12/01/2016    732 
     Electricitie De France     
 525   4.88%, 01/22/2044 ■    510 
 525   5.63%, 01/22/2024 ■♠    512 
     Indianapolis Power and Light     
 750   6.60%, 06/01/2037 ■    911 
     Pacific Gas & Electric Co.     
 135   3.85%, 11/15/2023    137 
 85   5.13%, 11/15/2043    90 
     Southern California Edison Co.     
 750   5.55%, 01/15/2037    865 
         3,757 
     Wholesale Trade - 0.0%     
     Heineken N.V.     
 245   2.75%, 04/01/2023 ■    228 
 10   4.00%, 10/01/2042 ■    9 
         237 
     Total corporate bonds     
     (cost $60,616)   $64,570 
           

FOREIGN GOVERNMENT OBLIGATIONS - 0.1%

     Mexico - 0.1%     
     United Mexican States     
$372   3.50%, 01/21/2021   $370 
           
     Poland - 0.0%     
     Poland (Republic of)     
 285   4.00%, 01/22/2024    279 
           
     Total foreign government obligations     
     (cost $652)   $649 
           

MUNICIPAL BONDS - 0.9%

     General Obligations - 0.2%     
     California State GO, Taxable,     
$250   7.55%, 04/01/2039   $347 
     Chicago, IL, Metropolitan Water Reclamation GO,     
 130   5.72%, 12/01/2038    148 
     Los Angeles, CA, USD GO,     
 800   5.75%, 07/01/2034    937 
         1,432 

 

4
 

 

The Hartford Balanced Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
MUNICIPAL BONDS - 0.9% - (continued)
     Health Care/Services - 0.1%     
     University of California, Regents MedCenter Pooled Rev,     
$375   6.58%, 05/15/2049   $461 
           
     Higher Education (Univ., Dorms, etc.) - 0.1%     
     University of California, Build America Bonds Rev,     
 370   5.77%, 05/15/2043    429 
           
     Refunded - 0.1%     
     Irvine Ranch, CA, Water Dist Joint Powers Agency,     
 515   2.61%, 03/15/2014    516 
     New York & New Jersey PA,     
 185   5.86%, 12/01/2024    220 
 115   6.04%, 12/01/2029    136 
         872 
     Tax Allocation - 0.1%     
     Dallas, TX, Area Rapid Transit Sales Tax Rev,     
 425   6.00%, 12/01/2044    515 
           
     Transportation - 0.3%     
     Bay Area, CA, Toll Auth Bridge Rev,     
 575   6.26%, 04/01/2049    736 
     Illinois State Toll Highway Auth, Taxable Rev,     
 350   6.18%, 01/01/2034    422 
     Maryland State Transportation Auth,     
 255   5.89%, 07/01/2043    301 
     North Texas Tollway Auth Rev,     
 630   6.72%, 01/01/2049    800 
         2,259 
     Utilities - Combined - 0.0%     
     Utility Debt Securitization Auth, New York,     
 100   3.44%, 12/15/2025    101 
           
     Total municipal bonds     
     (cost $5,147)  $6,069 
           
U.S. GOVERNMENT AGENCIES - 3.3%
     FHLMC - 2.9%     
$75   4.00%, 03/01/2041   $78 
 17,837   4.50%, 08/01/2033 - 01/01/2044    19,117 
 440   5.00%, 09/01/2035 - 06/01/2041    480 
         19,675 
     GNMA - 0.4%     
 513   6.00%, 11/20/2023 - 09/15/2034    575 
 681   6.50%, 04/15/2026 - 02/15/2035    766 
 722   7.00%, 11/15/2031 - 11/15/2033    855 
 145   8.00%, 12/15/2029 - 02/15/2031    160 
         2,356 
     Total U.S. government agencies     
     (cost $21,556)  $22,031 
 
U.S. GOVERNMENT SECURITIES - 15.5%
Other Direct Federal Obligations - 1.0%
     FFC - 1.0%     
$5,000    9.80%, 04/06/2018   $6,662 
           
U.S. Treasury Securities - 14.5%
     U.S. Treasury Bonds - 1.6%     
 865    2.75%, 11/15/2042    727 
 5,485    2.88%, 05/15/2043    4,724 
 3,498    3.13%, 02/15/2043    3,179 
 1,400    6.00%, 02/15/2026 ╦    1,841 
         10,471 
     U.S. Treasury Notes - 12.9%     
 1,170    0.13%, 04/30/2015    1,169 
 23,595    0.25%, 05/31/2015 - 11/30/2015    23,586 
 7,870    0.38%, 06/30/2015 - 08/31/2015    7,890 
 1,500    0.63%, 05/31/2017    1,488 
 534    0.88%, 01/31/2017    536 
 9,300    1.00%, 09/30/2016 - 05/31/2018    9,313 
 13,125    1.25%, 10/31/2015 - 11/30/2018    13,305 
 9,400    1.38%, 09/30/2018    9,386 
 5,000    1.50%, 06/30/2016    5,121 
 5,875    2.75%, 11/15/2023    5,917 
 955    3.50%, 05/15/2020    1,046 
 1,950    3.88%, 05/15/2018    2,164 
 5,200    4.50%, 05/15/2017    5,813 
         86,734 
         97,205 
     Total U.S. government securities     
     (cost $101,021)   $103,867 
           
     Total long-term investments     
     (cost $511,253)   $648,434 
           
SHORT-TERM INVESTMENTS - 3.2%
Repurchase Agreements - 3.2%
     Bank of  Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $2,866, collateralized by U.S.
Treasury Bill 0.07% - 0.14%, 2014, U.S.
Treasury Bond 2.75% - 11.25%, 2015 -
2043, U.S. Treasury Note 0.25% - 4.25%,
2014 - 2023, value of $2,923)
     
$2,866    0.02%, 1/31/2014   $2,866 
     Bank of America Merrill Lynch TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $946,
collateralized by FHLMC 3.50% - 4.00%,
2042 - 2043, FNMA 2.81% - 4.50%, 2041 -
2042, value of $965)
     
 946    0.02%, 1/31/2014    946 
     Bank of Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $2,463, collateralized by FHLB
0.88%, 2017, FHLMC 0.05% - 5.50%,
2014 - 2043, FNMA 2.00% - 3.50%, 2025 -
2028, GNMA 3.50%, 2042 - 2043, U.S.
Treasury Note 2.38%, 2014, value of
$2,512)
     
 2,463    0.03%, 1/31/2014    2,463 

 

5
 

 

The Hartford Balanced Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount          Market Value ╪ 
SHORT-TERM INVESTMENTS - 3.2% - (continued)
 Repurchase Agreements - 3.2% - (continued)             
     Barclays Capital TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $2,609, collateralized by U.S.
Treasury Note 0.25% - 2.38%, 2014 - 2015,
value of $2,661)
            
$2,609    0.02%, 1/31/2014          $2,609 
     Citigroup Global Markets, Inc. TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $5,730,
collateralized by U.S. Treasury Bill 0.06% -
0.10%, 2014, U.S. Treasury Bond 3.00% -
8.75%, 2017 - 2042, U.S. Treasury Note
0.25% - 3.75%, 2015 - 2023, value of
$5,844)
            
 5,730    0.02%, 1/31/2014           5,730 
     Deutsche Bank Securities TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $761, collateralized by FHLMC
3.00% - 5.50%, 2019 - 2043, FNMA 3.00%
- 6.50%, 2021 - 2043, GNMA 3.00% -
6.00%, 2037 - 2053, value of $777)
            
 761    0.03%, 1/31/2014           761 
     RBS Securities, Inc. TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $637, collateralized by U.S.
Treasury Note 2.63%, 2014, value of $650)
            
 637    0.02%, 1/31/2014           637 
     TD Securities TriParty Repurchase Agreement
(maturing on 02/03/2014 in the amount of
$5,439, collateralized by FFCB 0.14%,
2015, FHLB 0.55%, 2017, FHLMC 3.00%
- 4.38%, 2015 - 2043, FNMA 2.50% -
4.50%, 2025 - 2043, value of $5,548)
            
 5,439    0.03%, 1/31/2014           5,439 
     UBS Securities, Inc. Repurchase Agreement
(maturing on 02/03/2014 in the amount of
$50, collateralized by U.S. Treasury Note
2.38%, 2015, value of $51)
            
 50    0.01%, 1/31/2014           50 
                 21,501 
     Total short-term investments             
     (cost $21,501)          $21,501 
                   
    Total investments        
     (cost $532,754) ▲    99.7%  $669,935 
     Other assets and liabilities    0.3%   1,868 
     Total net assets    100.0%  $671,803 

 

6
 

 

The Hartford Balanced Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

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 may 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.

 

At January 31, 2014, the cost of securities for federal income tax purposes was $534,389 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $142,467 
Unrealized Depreciation   (6,921)
Net Unrealized Appreciation  $135,546 

 

These securities were 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 January 31, 2014, the aggregate value of these securities was $6,082, which represents 0.9% 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.

 

Non-income producing.

 

ΔVariable rate securities; the rate reported is the coupon rate in effect at January 31, 2014.

 

Securities issued within terms of a private placement memorandum, exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2014, the aggregate value of these securities was $12,898, which represents 1.9% of total net assets.

 

Perpetual maturity security.  Maturity date shown is the next call date.

 

This security, or a portion of this security, has been pledged as collateral in connection with over-the-counter swap contracts.

 

The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933 and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

 

Period Acquired  Shares/ Par   Security  Cost Basis 
08/2011   2,007   Allstar Co.  $1,186 
11/2013   32   Tory Burch LLC   2,539 

 

At January 31, 2014, the aggregate value of these securities was $6,082, which represents 0.9% of total net assets.

 

7
 

 

The Hartford Balanced Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Over-the-Counter Credit Default Swap Contracts Outstanding at January 31, 2014

 

     

Notional

  

(Pay)/ Receive Fixed 

  

Expiration 

 

Upfront
 Premiums

  

Upfront
Premiums 

  

Market 

  

Unrealized
Appreciation/(Depreciation)

 

Reference Entity

 

Counterparty

 

Amount (a)

  

Rate

  

Date

 

Paid

  

Received

  

Value ╪

  

Asset

  

Liability

 
Credit default swaps on traded indices:                                         
Sell protection:                                         
CMBX.NA.AAA.6 

DEUT

  $85    0.50%  05/11/63  $   $(4)  $(2)  $2   $ 
CMBX.NA.AAA.6 

JPM

   1,200    0.50%  05/11/63       (47)   (34)   13     
Total                  $   $(51)  $(36)  $15   $ 

 

(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.  Notional shown in U.S. dollars unless otherwise noted.

 

Securities Sold Short Outstanding at January 31, 2014

 

Description  Principal
Amount
   Maturity Date  Market Value ╪   Unrealized
Appreciation/
Depreciation
 
FHLMC, 4.50%  $6,000   02/15/2040  $6,422   $(75)

 

At January 31, 2014, the aggregate market value of these securities represents 1.0% of total net assets.

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Counterparty Abbreviations:
DEUT Deutsche Bank Securities, Inc.
JPM JP Morgan Chase & Co.  
   
Index Abbreviations:
CMBX.NA Markit Commercial Mortgage Backed North American
 
Municipal Bond Abbreviations:
GO General Obligation  
PA Port Authority  
Rev Revenue  
USD United School District  
   
Other Abbreviations:
ADR American Depositary Receipt
FFC Federal Financing Corp.  
FFCB Federal Farm Credit Bank
FHLB Federal Home Loan Bank
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
GNMA Government National Mortgage Association

 

8
 

 

The Hartford Balanced Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary

January 31, 2014

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Asset & Commercial Mortgage Backed Securities  $1,620   $   $1,620   $ 
Common Stocks ‡   449,628    426,891    16,655    6,082 
Corporate Bonds   64,570        63,235    1,335 
Foreign Government Obligations   649        649     
Municipal Bonds   6,069        6,069     
U.S. Government Agencies   22,031        22,031     
U.S. Government Securities   103,867    5,917    97,950     
Short-Term Investments   21,501        21,501     
Total  $669,935   $432,808   $229,710   $7,417 
Credit Default Swaps *   15        15     
Total  $15   $   $15   $ 
Liabilities:                    
Securities Sold Short  $6,422   $   $6,422   $ 
Total  $6,422   $   $6,422   $ 

 

For the three-month period ended January 31, 2014, there were no transfers between Level 1 and Level 2.
The Fund has all or primarily all of the equity securities categorized in a particular level.  Refer to the Schedule of Investments for further industry breakout.
*Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

 

Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:

 

  

Balance
as of
October
31, 2013

  

Realized
Gain
(Loss)

  

Change in
Unrealized
Appreciation
(Depreciation)

  

Net
Amortization

  

Purchases

  

Sales

  

Transfers
Into
Level 3 

  

Transfers
Out of
Level 3 

  

Balance
as of
January
31, 2014

 
Assets:                                             
Common Stocks  $3,849   $140   $(262)*  $   $2,539   $(184)  $   $   $6,082 
Corporate Bonds   1,323    2    11       115    (116)           1,335 
Total  $5,172   $142   $(251)  $   $2,654   $(300)  $   $   $7,417 

 

*Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2014 was $(147).
Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2014 was $11.

 

Note:For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

9
 

 

The Hartford Balanced Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Diversification by Security Type

as of January 31, 2014 

Category  Percentage of
Net Assets
 
Equity Securities     
Common Stocks   66.9%
Total   66.9%
Fixed Income Securities     
Asset & Commercial Mortgage Backed Securities   0.2%
Corporate Bonds   9.6 
Foreign Government Obligations   0.1 
Municipal Bonds   0.9 
U.S. Government Agencies   3.3 
U.S. Government Securities   15.5 
Total   29.6%
Short-Term Investments   3.2%
Other Assets and Liabilities   0.3 
Total   100.0%

 

Credit Exposure

as of January 31, 2014 

Credit Rating *  Percentage
of Net Assets
 
Aaa / AAA   4.6%
Aa / AA   15.9 
A   3.9 
Baa / BBB   5.1 
Ba / BB   0.1 
Non-Debt Securities and Other Short-Term Instruments   70.1 
Other Assets and Liabilities   0.3 
Total   100.0%

 

*Credit exposure is the long-term credit ratings for the Fund's holdings, as of the date noted, as provided by Standard and Poor's (S&P) or Moody's Investors Service and typically range from AAA/Aaa (highest) to C/D (lowest). If Moody's and S&P assign different ratings, the lower rating is used. Fixed income securities that are not rated by either agency are listed as "Not Rated." Ratings do not apply to the Fund itself or to Fund shares. Ratings may change.

 

10
 

 

 

The Hartford Balanced Income Fund
Schedule of Investments
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

COMMON STOCKS - 45.6%

     Banks - 4.9%     
 627   BB&T Corp.   $23,467 
 497   M&T Bank Corp.    55,435 
 270   National Bank of Canada    20,220 
 590   US Bancorp    23,448 
 1,797   Wells Fargo & Co.    81,484 
         204,054 
     Capital Goods - 3.5%     
 141   Caterpillar, Inc.    13,279 
 649   Eaton Corp. plc    47,441 
 1,656   General Electric Co.    41,617 
 105   Lockheed Martin Corp.    15,892 
 339   Schneider Electric S.A.    27,328 
 3   Stanley Black & Decker, Inc.    226 
         145,783 
     Commercial and Professional Services - 0.3%     
 338   Waste Management, Inc.    14,115 
           
     Consumer Durables and Apparel - 0.4%     
 456   Mattel, Inc.    17,241 
           
     Consumer Services - 0.7%     
 290   McDonald's Corp.    27,287 
           
     Diversified Financials - 2.6%     
 160   BlackRock, Inc.    48,205 
 1,116   JP Morgan Chase & Co.    61,771 
         109,976 
     Energy - 5.7%     
 342   BP plc ADR    16,029 
 593   Chevron Corp.    66,212 
 380   ConocoPhillips Holding Co.    24,675 
 401   Enbridge, Inc.    16,826 
 763   Exxon Mobil Corp.    70,356 
 646   Royal Dutch Shell plc Class B    23,621 
 601   Suncor Energy, Inc.    19,723 
         237,442 
     Food and Staples Retailing - 0.5%     
 614   Sysco Corp.    21,537 
           
     Food, Beverage and Tobacco - 3.4%     
 319   Altria Group, Inc.    11,219 
 112   British American Tobacco plc    5,332 
 128   General Mills, Inc.    6,156 
 372   Imperial Tobacco Group plc    13,586 
 872   Kraft Foods Group, Inc.    45,665 
 109   PepsiCo, Inc.    8,760 
 362   Philip Morris International, Inc.    28,267 
 590   Unilever N.V. NY Shares ADR    22,022 
         141,007 
     Health Care Equipment and Services - 0.4%     
 251   Baxter International, Inc.    17,138 
           
     Household and Personal Products - 0.6%     
 78   Kimberly-Clark Corp.    8,584 
 211   Procter & Gamble Co.    16,165 
         24,749 
     Insurance - 2.2%     
 246   ACE Ltd.    23,038 
 1,525   Marsh & McLennan Cos., Inc.    69,727 
         92,765 
     Materials - 1.9%     
 571   Dow Chemical Co.    25,994 
 294   E.I. DuPont de Nemours & Co.    17,908 
 411   International Paper Co.    19,607 
 333   Nucor Corp.    16,085 
         79,594 
     Media - 0.8%     
 441   Thomson Reuters Corp.    15,905 
 852   WPP plc    17,843 
         33,748 
     Pharmaceuticals, Biotechnology and Life Sciences - 6.9%     
 337   AstraZeneca plc ADR    21,372 
 426   Bristol-Myers Squibb Co.    21,302 
 378   Eli Lilly & Co.    20,421 
 886   Johnson & Johnson    78,346 
 1,313   Merck & Co., Inc.    69,548 
 1,107   Pfizer, Inc.    33,660 
 151   Roche Holding AG    41,518 
         286,167 
     Real Estate - 0.5%     
 472   Plum Creek Timber Co., Inc. REIT    20,346 
           
     Semiconductors and Semiconductor Equipment - 2.8%     
 803   Analog Devices, Inc.    38,750 
 1,407   Intel Corp.    34,527 
 369   Linear Technology Corp.    16,413 
 539   Maxim Integrated Products, Inc.    16,313 
 264   Texas Instruments, Inc.    11,173 
         117,176 
     Software and Services - 1.7%     
 1,881   Microsoft Corp.    71,205 
           
     Technology Hardware and Equipment - 0.7%     
 1,378   Cisco Systems, Inc.    30,185 
           
     Telecommunication Services - 1.9%     
 409   AT&T, Inc.    13,634 
 1,103   Verizon Communications, Inc.    52,978 
 330   Vodafone Group plc ADR    12,221 
         78,833 
     Transportation - 0.5%     
 238   United Parcel Service, Inc. Class B    22,668 
           
     Utilities - 2.7%     
 2,526   National Grid plc    32,696 
 190   NextEra Energy, Inc.    17,427 
 487   Northeast Utilities    21,333 
 69   PG&E Corp.    2,926 
 488   UGI Corp.    21,189 
 612   Xcel Energy, Inc.    17,686 
         113,257 
     Total common stocks     
     (cost $1,613,024)   $1,906,273 

  

1
 

 

The Hartford Balanced Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

PREFERRED STOCKS - 0.1%

     Diversified Financials - 0.1%     
 1   Citigroup Capital XIII   $36 
 77   GMAC Capital Trust I ۞    2,118 
         2,154 
     Insurance - 0.0%     
 45   Allstate (The) Corp.    1,108 
           
     Telecommunication Services - 0.0%     
 17   Intelsat S.A. ۞    913 
           
     Total preferred stocks     
     (cost $4,157)   $4,175 
           

ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 1.5%

     Computer and Electronic Product Manufacturing - 0.0%     
     SBA Tower Trust     
$1,050    2.93%, 12/15/2017 ■   $1,072 
 205    4.25%, 04/15/2015 ■Δ    207 
         1,279 
           
     Finance and Insurance - 1.4%     
     American Home Mortgage Assets Trust     
 353    1.07%, 10/25/2046 Δ    257 
     Amortizing Residential Collateral Trust     
 389    0.80%, 08/25/2032 Δ    358 
     Asset Backed Funding Certificates     
 311    0.38%, 01/25/2037 Δ    184 
     Banc of America Funding Corp.     
 1,125    0.46%, 05/20/2047 Δ    936 
 1,271    5.77%, 05/25/2037    1,080 
 294    5.85%, 01/25/2037    238 
     BCAP LLC Trust     
 571    0.33%, 01/25/2037 Δ    421 
     Bear Stearns Adjustable Rate Mortgage Trust     
 1,036    2.25%, 08/25/2035 Δ    1,053 
 1,531    2.43%, 10/25/2035 Δ    1,504 
     Bear Stearns Alt-A Trust     
 1,579    0.48%, 08/25/2036 Δ    1,079 
 412    0.54%, 05/25/2036 Δ    270 
     Bear Stearns Commercial Mortgage Securities, Inc.     
 455    5.20%, 12/11/2038    497 
 549    5.54%, 09/11/2041 - 10/12/2041    599 
     Cabela's Master Credit Card Trust     
 3,600    2.71%, 02/17/2026 ■    3,412 
     Chase Mortgage Finance Corp.     
 585    5.50%, 11/25/2035    577 
     Citigroup Commercial Mortgage Trust     
 1,233    0.51%, 03/25/2037 Δ    663 
     Commercial Mortgage Pass-Through Certificates     
 815    4.40%, 07/10/2045 ■    703 
 1,100    4.58%, 10/15/2045 ■Δ    1,005 
 1,130    4.77%, 11/15/2045 ■Δ    1,055 
 100    5.75%, 06/10/2046 Δ    109 
     Commercial Mortgage Trust     
 1,000    4.40%, 07/10/2045 ■    752 
     Community or Commercial Mortgage Trust     
 380    4.34%, 12/10/2045 ■Δ    338 
     Countrywide Alternative Loan Trust     
 301    0.48%, 11/25/2035 Δ    239 
 1,352    5.75%, 05/25/2036    1,131 
 1,481    6.50%, 08/25/2037    1,064 
     Countrywide Home Loans, Inc.     
 833    2.73%, 09/25/2047 Δ    699 
 341    2.84%, 04/20/2036 Δ    241 
 723    5.05%, 11/20/2035 Δ    629 
 963    5.75%, 08/25/2037    920 
     CS First Boston Mortgage Securities Corp.     
 689    5.50%, 06/25/2035    673 
     Deutsche Alt-A Securities, Inc. Mortgage     
 729    0.31%, 03/25/2037 Δ    446 
     Fieldstone Mortgage Investment Corp.     
 558    0.50%, 04/25/2047 Δ    351 
     First Franklin Mortgage Loan Trust     
 1,602    0.40%, 04/25/2036 Δ    940 
     First Horizon Alternative Mortgage Securities     
 766    2.21%, 04/25/2036 Δ    640 
 2,127    2.24%, 09/25/2035 Δ    1,853 
     First Investors Automotive Owner Trust     
 3,026    1.23%, 03/15/2019 ■    3,034 
     Fremont Home Loan Trust     
 1,575    0.31%, 10/25/2036 Δ    793 
     GMAC Mortgage Corp. Loan Trust     
 326    3.00%, 04/19/2036 Δ    285 
     Goldman Sachs Mortgage Securities Trust     
 855    4.86%, 11/10/2045 ■Δ    805 
     GSAA Home Equity Trust     
 2,304    0.24%, 02/25/2037 Δ    1,249 
 1,394    0.25%, 12/25/2036 Δ    740 
 1,102    0.26%, 03/25/2037 Δ    558 
 234    0.39%, 04/25/2047 Δ    135 
 1,611    5.98%, 06/25/2036    947 
     GSAMP Trust     
 204    0.26%, 12/25/2046 Δ    110 
 613    0.36%, 11/25/2036 Δ    334 
     GSR Mortgage Loan Trust     
 360    0.66%, 11/25/2035 Δ    279 
 1,503    2.63%, 01/25/2036 Δ    1,354 
     Harborview Mortgage Loan Trust     
 456    0.35%, 01/19/2038 Δ    381 
 707    0.38%, 05/19/2047 Δ    313 
 2,892    0.40%, 12/19/2036 Δ    1,894 
 515    0.49%, 09/19/2035 Δ    395 
     IndyMac Index Mortgage Loan Trust     
 713    0.44%, 07/25/2035 Δ    605 
 252    0.45%, 01/25/2036 Δ    163 
 811    0.56%, 07/25/2046 Δ    429 
 544    2.44%, 08/25/2035 Δ    422 
 381    2.47%, 01/25/2036 Δ    354 
 1,117    2.61%, 12/25/2036 Δ    970 

 

2
 

 

The Hartford Balanced Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 1.5% - (continued)

     Finance and Insurance - 1.4% - (continued)     
     IndyMac Index Mortgage Loan Trust - (continued)     
$579    2.71%, 09/25/2036 Δ   $469 
 741    4.79%, 02/25/2036 Δ    655 
     JP Morgan Chase Commercial Mortgage Securities Corp.     
 1,248    4.67%, 10/15/2045 ■Δ    1,173 
 850    5.31%, 08/15/2046 ■Δ    865 
 264    5.47%, 04/15/2043 Δ    285 
     JP Morgan Mortgage Trust     
 365    2.68%, 04/25/2037 Δ    315 
 1,283    2.73%, 05/25/2036 Δ    1,170 
     Lehman XS Trust     
 385    0.37%, 07/25/2046 Δ    299 
     Merrill Lynch Mortgage Investors Trust     
 439    2.77%, 07/25/2035 Δ    377 
 100    5.05%, 07/12/2038    105 
     Morgan Stanley Capital I     
 92    5.23%, 09/15/2042    97 
     Morgan Stanley Mortgage Loan Trust     
 3,526    0.33%, 05/25/2036 - 11/25/2036 Δ    1,658 
     Residential Accredit Loans, Inc.     
 424    1.42%, 11/25/2037 Δ    258 
     Residential Asset Securitization Trust     
 526    0.61%, 03/25/2035 Δ    412 
     RFMSI Trust     
 425    3.15%, 04/25/2037 Δ    369 
     Securitized Asset Backed Receivables LLC     
 1,078    0.25%, 07/25/2036 Δ    499 
     Sequoia Mortgage Trust     
 401    2.46%, 07/20/2037 Δ    327 
     Structured Adjustable Rate Mortgage Loan Trust     
 559    0.31%, 02/25/2037 Δ    397 
 1,303    0.35%, 07/25/2037 Δ    985 
 847    0.46%, 09/25/2034 Δ    746 
     Structured Asset Mortgage Investments, Inc.     
 237    0.38%, 05/25/2046 Δ    134 
 1,338    0.39%, 02/25/2036 Δ    1,058 
 405    0.44%, 02/25/2036 Δ    320 
     Wells Fargo Commercial Mortgage Trust     
 360    4.78%, 10/15/2045 ■Δ    340 
     Wells Fargo Mortgage Backed Securities Trust     
 328    5.16%, 10/25/2035 Δ    326 
         57,104 
     Real Estate, Rental and Leasing - 0.1%     
     ARI Fleet Lease Trust     
 2,501    0.46%, 01/15/2021 ■Δ    2,499 
           
     Total asset & commercial mortgage backed securities     
     (cost $58,297)   $60,882 
           

CORPORATE BONDS - 44.1%

     Accommodation and Food Services - 0.0%     
     Wynn Las Vegas LLC     
$130   5.38%, 03/15/2022   $132 
 250   7.75%, 08/15/2020    278 
 260   7.88%, 05/01/2020    286 
         696 
     Administrative Waste Management and Remediation - 0.4%     
     Casella Waste Systems, Inc.     
 625   7.75%, 02/15/2019    641 
     Clean Harbors, Inc.     
 120   5.13%, 06/01/2021    120 
 150   5.25%, 08/01/2020    153 
     Equinix, Inc.     
 45   4.88%, 04/01/2020    45 
 260   5.38%, 04/01/2023    255 
 570   7.00%, 07/15/2021    626 
     Iron Mountain, Inc.     
 785   7.75%, 10/01/2019    871 
 525   8.38%, 08/15/2021    562 
     Republic Services, Inc.     
 6,550   3.55%, 06/01/2022    6,496 
 595   3.80%, 05/15/2018    638 
     Servicemaster Co.     
 1,970   7.00%, 08/15/2020    1,995 
     Waste Management, Inc.     
 1,800   2.60%, 09/01/2016    1,868 
 250   6.38%, 03/11/2015    265 
 300   7.38%, 05/15/2029    379 
         14,914 
     Air Transportation - 0.0%     
     Continental Airlines, Inc.     
 1,760   4.00%, 10/29/2024    1,760 
 37   6.90%, 04/19/2022    39 
         1,799 
     Arts, Entertainment and Recreation - 2.2%     
     AMC Entertainment, Inc.     
 1,100   8.75%, 06/01/2019    1,172 
 1,840   9.75%, 12/01/2020    2,111 
     BSKYB Finance UK plc     
 350   6.50%, 10/15/2035 ■    409 
     Carlson Wagonlit B.V.     
 500   6.88%, 06/15/2019 ■    522 
     CBS Corp.     
 1,250   8.88%, 05/15/2019    1,615 
     CCO Holdings LLC     
 205   5.25%, 09/30/2022    197 
 45   6.50%, 04/30/2021    47 
 500   6.63%, 01/31/2022    523 
 309   7.25%, 10/30/2017    327 
 575   7.38%, 06/01/2020    625 
 215   8.13%, 04/30/2020    234 
     Cinemark USA, Inc.     
 380   4.88%, 06/01/2023    359 
 90   5.13%, 12/15/2022    88 

  

3
 

 

The Hartford Balanced Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

  

Shares or Principal Amount ╬  Market Value ╪ 

CORPORATE BONDS - 44.1% - (continued)

     Arts, Entertainment and Recreation - 2.2% - (continued)     
     Comcast Corp.     
$4,975   4.25%, 01/15/2033   $4,754 
 975   5.65%, 06/15/2035    1,073 
 1,000   5.90%, 03/15/2016    1,103 
 1,250   6.40%, 05/15/2038    1,488 
 1,980   6.45%, 03/15/2037    2,360 
 1,500   6.95%, 08/15/2037    1,891 
 510   7.05%, 03/15/2033    650 
     DirecTV Holdings LLC     
 3,500   3.13%, 02/15/2016    3,644 
 4,750   3.80%, 03/15/2022    4,638 
 325   5.00%, 03/01/2021    350 
 400   6.38%, 03/01/2041    427 
     Discovery Communications, Inc.     
 2,751   3.70%, 06/01/2015    2,859 
     Emdeon, Inc.     
 791   11.00%, 12/31/2019    911 
     Fidelity National Information Services, Inc.     
 280   5.00%, 03/15/2022    289 
     Gannett Co., Inc.     
 1,880   5.13%, 10/15/2019 ■    1,941 
     GLP Capital L.P./Finance II     
 170   4.38%, 11/01/2018 ■    174 
 720   4.88%, 11/01/2020 ■    729 
 165   5.38%, 11/01/2023 ■    164 
     Gray Television, Inc.     
 2,565   7.50%, 10/01/2020    2,738 
     Great Canadian Gaming Co.     
CAD   190     6.63%, 07/25/2022 ■    181 
     Greektown Superholdings, Inc.     
 510   13.00%, 07/01/2015    525 
     Isle of Capri Casinos, Inc.     
 120   7.75%, 03/15/2019    131 
 290   8.88%, 06/15/2020    314 
     NBC Universal Enterprise     
 1,540   1.66%, 04/15/2018 ■    1,519 
 2,745   1.97%, 04/15/2019 ■    2,703 
 600   5.25%, 12/19/2049 ■    603 
     NBC Universal Media LLC     
 1,350   5.95%, 04/01/2041    1,527 
     NCR Corp.     
 430   4.63%, 02/15/2021    420 
     News America, Inc.     
 4,925   3.00%, 09/15/2022    4,716 
 850   6.15%, 02/15/2041    974 
 285   6.40%, 12/15/2035    333 
 2,450   6.90%, 03/01/2019    2,977 
     Nexstar Broadcasting, Inc.     
 915   6.88%, 11/15/2020    977 
     Regal Cinemas Corp.     
 645   8.63%, 07/15/2019    689 
     Regal Entertainment Group     
 138   5.75%, 02/01/2025    131 
 70   9.13%, 08/15/2018    76 
     Sirius XM Radio, Inc.     
 120   4.25%, 05/15/2020 ■    112 
 335   4.63%, 05/15/2023 ■    299 
 985   5.25%, 08/15/2022 ■    1,018 
     Time Warner Cable, Inc.     
 2,700   4.00%, 09/01/2021    2,547 
 1,775   5.00%, 02/01/2020    1,827 
 2,150   5.88%, 11/15/2040    1,888 
 350   6.55%, 05/01/2037    336 
 4,150   6.75%, 07/01/2018 - 06/15/2039    4,666 
     Time Warner Entertainment Co., L.P.     
 30   8.38%, 03/15/2023    36 
     Time Warner, Inc.     
 360   3.40%, 06/15/2022    357 
 600   4.00%, 01/15/2022    619 
 2,275   4.88%, 03/15/2020    2,524 
 5,145   5.35%, 12/15/2043    5,362 
 1,500   5.88%, 11/15/2016    1,691 
 1,985   6.10%, 07/15/2040    2,233 
 350   6.50%, 11/15/2036    408 
 1,010   7.63%, 04/15/2031    1,318 
     Univision Communications, Inc.     
 1,060   6.75%, 09/15/2022 ■    1,163 
     Viacom, Inc.     
 1,404   4.38%, 03/15/2043    1,236 
 1,250   4.50%, 03/01/2021 - 02/27/2042    1,207 
 340   6.13%, 10/05/2017    393 
     Videotron Ltee     
 245   5.00%, 07/15/2022    240 
     Virgin Media Secured Finance plc     
 500   5.25%, 01/15/2021    508 
 100   6.50%, 01/15/2018    103 
         91,299 
     Beverage and Tobacco Product Manufacturing - 0.8%     
     Altria Group, Inc.     
 3,800   2.85%, 08/09/2022    3,567 
 295   9.70%, 11/10/2018    393 
 60   10.20%, 02/06/2039    97 
     Anheuser-Busch InBev Worldwide, Inc.     
 3,270   1.38%, 07/15/2017 ╦    3,269 
 800   4.13%, 01/15/2015    828 
 3,240   5.38%, 01/15/2020 ╦    3,754 
 500   8.20%, 01/15/2039    758 
     Constellation Brands, Inc.     
 190   4.25%, 05/01/2023    179 
 585   6.00%, 05/01/2022    638 
     Diageo Capital plc     
 1,850   1.13%, 04/29/2018    1,808 
     International CCE, Inc.     
 500   3.50%, 09/15/2020    515 
     Japan Tobacco, Inc.     
 1,335   2.10%, 07/23/2018 ■    1,341 
     Molson Coors Brewing Co.     
 476   2.00%, 05/01/2017    481 
 3,810   5.00%, 05/01/2042    3,865 
     PepsiCo, Inc.     
 1,560   2.25%, 01/07/2019    1,580 
     Philip Morris International, Inc.     
 1,400   1.13%, 08/21/2017    1,385 
 3,085   3.60%, 11/15/2023    3,056 

  

4
 

 

The Hartford Balanced Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

  

Shares or Principal Amount ╬  Market Value ╪ 

CORPORATE BONDS - 44.1% - (continued)

     Beverage and Tobacco Product Manufacturing - 0.8% - (continued)     
     Reynolds American, Inc.     
$1,345   3.25%, 11/01/2022   $1,268 
 2,885   6.15%, 09/15/2043    3,219 
         32,001 
     Chemical Manufacturing - 0.3%     
     Agrium, Inc.     
 1,650   3.15%, 10/01/2022    1,540 
     Celanese U.S. Holdings LLC     
 50   6.63%, 10/15/2018    53 
     CF Industries Holdings, Inc.     
 1,235   3.45%, 06/01/2023    1,149 
 195   6.88%, 05/01/2018    228 
 35   7.13%, 05/01/2020    41 
     Ecolab, Inc.     
 1,285   3.00%, 12/08/2016    1,351 
     Ferro Corp.     
 680   7.88%, 08/15/2018    721 
     Hexion Specialty Chemicals     
 245   8.88%, 02/01/2018    255 
     Hexion U.S. Finance Corp.     
 725   6.63%, 04/15/2020    752 
 225   9.00%, 11/15/2020    226 
     Ineos Group Holdings plc     
 3,650   6.13%, 08/15/2018 ■    3,714 
     MPM Escrow LLC/MPM Finance Corp.     
 370   8.88%, 10/15/2020    395 
         10,425 
     Computer and Electronic Product Manufacturing - 1.0%     
     Alcatel-Lucent USA Inc.     
 1,550   6.75%, 11/15/2020 ■    1,589 
     Apple, Inc.     
 1,770   2.40%, 05/03/2023    1,620 
     CDW Escrow Corp.     
 2,405   8.50%, 04/01/2019    2,639 
     eAccess Ltd.     
 75   8.25%, 04/01/2018 ■    81 
     EMC Corp.     
 6,925   1.88%, 06/01/2018    6,942 
     Freescale Semiconductor, Inc.     
 1,210   6.00%, 01/15/2022 ■    1,258 
 190   8.05%, 02/01/2020    207 
 44   10.75%, 08/01/2020    50 
     Hewlett-Packard Co.     
 4,510   1.55%, 05/30/2014    4,524 
 1,850   2.35%, 03/15/2015    1,885 
 2,000   2.60%, 09/15/2017    2,054 
 2,380   2.65%, 06/01/2016    2,455 
 3,500   2.75%, 01/14/2019    3,525 
 635   4.30%, 06/01/2021    648 
 1,475   4.65%, 12/09/2021    1,539 
 1,015   4.75%, 06/02/2014    1,029 
     Lucent Technologies, Inc.     
 1,605   6.45%, 03/15/2029    1,445 
 315   6.50%, 01/15/2028    280 
     NXP B.V./NXP Funding LLC     
 575   3.75%, 06/01/2018 ■    575 
     ON Semiconductor Corp.     
 271   2.63%, 12/15/2026 ۞    305 
     Raytheon Co.     
 1,250   4.88%, 10/15/2040    1,312 
     Siemens Financieringsmaatschappij N.V.     
 1,300   6.13%, 08/17/2026 ■    1,560 
     Thermo Fisher Scientific, Inc.     
 2,895   1.30%, 02/01/2017    2,891 
 1,425   2.40%, 02/01/2019    1,426 
         41,839 
     Construction - 0.2%     
     Aguila 3 S.A.     
 165   7.88%, 01/31/2018 ■    175 
     K Hovnanian Enterprises, Inc.     
 130   7.00%, 01/15/2019 ■    132 
 1,110   9.13%, 11/15/2020 ■    1,235 
     KB Home     
 350   7.00%, 12/15/2021    371 
 520   7.50%, 09/15/2022    554 
 1,586   8.00%, 03/15/2020    1,764 
     Lennar Corp.     
 1,480   4.75%, 12/15/2017 - 11/15/2022    1,499 
 95   5.60%, 05/31/2015    100 
     M/I Homes, Inc.     
 180   3.00%, 03/01/2018 ۞    197 
     Ply Gem Industries, Inc.     
 700   6.50%, 02/01/2022 ■    689 
     Pulte Homes, Inc.     
 130   6.38%, 05/15/2033    122 
     Ryland Group, Inc.     
 150   5.38%, 10/01/2022    144 
     Toll Bros Finance Corp     
 1,420   4.00%, 12/31/2018    1,441 
         8,423 
     Couriers and Messengers - 0.0%     
     United Parcel Service, Inc.     
 1,540   2.45%, 10/01/2022    1,465 
           
     Electrical Equipment and Appliance Manufacturing - 0.0%     
     General Electric Co.     
 795   4.13%, 10/09/2042    743 
           
     Fabricated Metal Product Manufacturing - 0.1%     
     Anixter International, Inc.     
 145   5.63%, 05/01/2019    152 
     Ball Corp.     
 135   5.00%, 03/15/2022    134 
 240   5.75%, 05/15/2021    252 
     BOE Intermediate Holdings Corp.     
 1,277   9.00%, 11/01/2017 ■Þ    1,363 
     Masco Corp.     
 155   6.13%, 10/03/2016    171 
 25   6.50%, 08/15/2032    25 
 310   7.13%, 03/15/2020    353 
 160   7.75%, 08/01/2029    178 
         2,628 

  

5
 

 

The Hartford Balanced Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

CORPORATE BONDS - 44.1% - (continued)

     Finance and Insurance - 20.2%     
     ABN Amro Bank N.V.     
$1,000   4.25%, 02/02/2017 ■   $1,077 
     ACE Capital Trust II     
 1,905   9.70%, 04/01/2030    2,748 
     Aetna, Inc.     
 825   2.75%, 11/15/2022    772 
 1,600   4.50%, 05/15/2042    1,562 
     Akbank T.A.S.     
 185   3.88%, 10/24/2017 ■    176 
     Allstate (The) Corp.     
 1,175   5.75%, 08/15/2053    1,190 
     Ally Financial, Inc.     
 650   6.75%, 12/01/2014    675 
 40   7.50%, 09/15/2020    47 
 420   8.00%, 03/15/2020    501 
     American Express Co.     
 1,185   1.55%, 05/22/2018    1,168 
 1,700   1.75%, 06/12/2015    1,727 
 5,127   2.65%, 12/02/2022 ╦    4,841 
 4,700   7.00%, 03/19/2018 ╦    5,657 
     American Honda Finance Corp.     
 2,500   0.61%, 05/26/2016 ■Δ    2,507 
 2,730   1.60%, 02/16/2018 ■    2,727 
     American International Group, Inc.     
 1,795   4.13%, 02/15/2024    1,817 
 1,300   5.85%, 01/16/2018    1,496 
 3,050   6.40%, 12/15/2020    3,629 
 3,125   8.18%, 05/15/2058    3,883 
 525   8.25%, 08/15/2018    659 
     Ameriprise Financial, Inc.     
 3,310   4.00%, 10/15/2023 ╦    3,386 
 1,265   5.30%, 03/15/2020    1,446 
     Aon Corp.     
 656   3.13%, 05/27/2016    689 
 1,700   3.50%, 09/30/2015    1,772 
 2,300   4.25%, 12/12/2042    2,092 
     Banco Davivienda S.A.     
 335   2.95%, 01/29/2018 ■    324 
     Banco de Credito del Peru/Panama     
 610   4.75%, 03/16/2016 §    642 
 30   5.38%, 09/16/2020 §    31 
 71   6.88%, 09/16/2026 ■    74 
     Banco do Brasil     
 600   6.25%, 04/15/2024 ■♠    462 
     Banco Nacional De Desenvolvimento     
 565   5.75%, 09/26/2023 ■    550 
     Bancolombia S.A.     
 621   5.13%, 09/11/2022    580 
     Bank of America Corp.     
 6,010   2.60%, 01/15/2019    6,044 
 4,260   4.10%, 07/24/2023    4,298 
 5,425   5.63%, 07/01/2020    6,189 
 915   5.65%, 05/01/2018    1,043 
 2,990   5.75%, 12/01/2017    3,405 
 2,840   5.88%, 01/05/2021    3,271 
 4,960   6.00%, 09/01/2017    5,666 
 3,970   7.63%, 06/01/2019    4,916 
     Bank of New York Mellon Corp.     
 6,225   2.20%, 03/04/2019 ☼    6,244 
     Bank of Tokyo-Mitsubishi UFJ Ltd.     
 5,925   1.55%, 09/09/2016 ■    5,990 
     Barclays Bank plc     
 146   5.14%, 10/14/2020    157 
 12,545   6.05%, 12/04/2017 ■    14,108 
 2,065   8.25%, 12/15/2018 ۞♠    2,128 
     BB&T Corp.     
 1,170   2.05%, 06/19/2018    1,173 
 1,975   2.25%, 02/01/2019 ☼    1,974 
     BBVA Banco Continental S.A.     
 475   3.25%, 04/08/2018 ■    474 
     BBVA International PFD Uniperson     
 560   5.92%, 04/18/2017 ♠    542 
     Bear Stearns & Co., Inc.     
 1,750   5.30%, 10/30/2015    1,879 
 1,210   7.25%, 02/01/2018    1,448 
     BNP Paribas     
 8,430   2.38%, 09/14/2017    8,622 
 3,650   2.40%, 12/12/2018    3,657 
     BP Capital Markets plc     
 12,625   2.24%, 09/26/2018 ╦    12,800 
 5,725   2.75%, 05/10/2023    5,308 
     BPCE S.A.     
 3,970   2.50%, 12/10/2018    3,973 
 3,840   5.15%, 07/21/2024 ■    3,774 
 3,470   5.70%, 10/22/2023 ■    3,584 
     Branch Banking & Trust Co.     
 4,000   1.05%, 12/01/2016    4,000 
 2,840   1.45%, 10/03/2016    2,876 
     Brandywine Operating Partnership L.P.     
 3,325   3.95%, 02/15/2023    3,230 
 1,100   4.95%, 04/15/2018    1,191 
 215   5.70%, 05/01/2017    237 
 350   7.50%, 05/15/2015    379 
     Brazil Minas SPE via State of Minas Gerais     
 1,775   5.33%, 02/15/2028 ■    1,611 
 1,605   5.33%, 02/15/2028 §    1,456 
     Camden Property Trust     
 730   4.25%, 01/15/2024    740 
     Capital One Bank     
 1,596   3.38%, 02/15/2023    1,522 
     Capital One Financial Corp.     
 2,800   1.00%, 11/06/2015    2,802 
 1,006   2.15%, 03/23/2015    1,022 
 500   4.75%, 07/15/2021    542 
 3,075   6.15%, 09/01/2016    3,449 
 325   7.38%, 05/23/2014    332 
     Capital One National Association     
 3,490   1.50%, 03/22/2018    3,435 
     Caterpillar Financial Services Corp.     
 3,000   1.30%, 03/01/2018    2,959 
 2,100   2.05%, 08/01/2016    2,164 
     Cigna Corp.     
 900   5.88%, 03/15/2041    1,041 
     CIGNA Corp.     
 800   5.38%, 02/15/2042    875 

  

6
 

 

The Hartford Balanced Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

CORPORATE BONDS - 44.1% - (continued)

     Finance and Insurance - 20.2% - (continued)     
     CIT Group, Inc.     
$335   5.00%, 05/15/2017   $357 
 686   5.25%, 03/15/2018    730 
 545   5.38%, 05/15/2020    577 
 180   5.50%, 02/15/2019 ■    192 
 70   6.63%, 04/01/2018 ■    78 
     Citigroup, Inc.     
 5,000   0.92%, 11/15/2016 Δ    5,026 
 3,155   1.25%, 01/15/2016    3,169 
 2,700   1.70%, 07/25/2016    2,732 
 5,675   1.75%, 05/01/2018    5,584 
 6,275   2.50%, 09/26/2018    6,311 
 4,040   3.88%, 10/25/2023    3,985 
 445   4.59%, 12/15/2015    475 
 2,800   5.38%, 08/09/2020    3,173 
 4,210   5.50%, 09/13/2025    4,437 
 1,485   6.00%, 10/31/2033    1,580 
 9,750   6.13%, 05/15/2018 - 08/25/2036    10,887 
 1,542   6.38%, 08/12/2014    1,589 
 625   6.63%, 06/15/2032    708 
 1,245   6.68%, 09/13/2043    1,425 
     CNH Capital LLC     
 245   3.88%, 11/01/2015    252 
 1,070   6.25%, 11/01/2016    1,175 
     Community Choice Financial, Inc.     
 1,000   10.75%, 05/01/2019    835 
     Coventry Health Care, Inc.     
 2,060   5.45%, 06/15/2021    2,342 
     Credit Acceptance Corp.     
 710   9.13%, 02/01/2017    745 
     Credit Agricole S.A.     
 490   7.88%, 01/23/2024 ■♠    497 
     Credit Suisse Group AG     
 5,650   6.50%, 08/08/2023 ■    6,003 
 875   7.50%, 12/11/2023 ■♠    921 
     Credit Suisse New York     
 1,500   5.40%, 01/14/2020    1,696 
     DBS Bank Ltd.     
 475   3.63%, 09/21/2022 §    488 
     DDR Corp     
 6,925   3.50%, 01/15/2021    6,852 
     Deutsche Bank AG     
 4,910   4.30%, 05/24/2028    4,492 
     Development Bank of Kazakhstan JSC     
 345   4.13%, 12/10/2022 ■    309 
 1,020   4.13%, 12/10/2022 §    913 
     Discover Bank/Greenwood DE     
 6,520   4.20%, 08/08/2023    6,568 
     Discover Financial Services, Inc.     
 960   5.20%, 04/27/2022    1,021 
     El Fondo Mivivienda S.A.     
 285   3.50%, 01/31/2023 ■    253 
     Equity One, Inc.     
 65   6.00%, 09/15/2017    73 
     Everest Reinsurance Holdings, Inc.     
 70   5.40%, 10/15/2014    72 
     Felcor Escrow Holdings     
 340   6.75%, 06/01/2019    366 
     Fibria Overseas Finance Ltd.     
 163   7.50%, 05/04/2020 ■    179 
     Fifth Third Bancorp     
 2,780   4.30%, 01/16/2024    2,774 
 3,195   5.45%, 01/15/2017    3,534 
 1,300   8.25%, 03/01/2038    1,815 
     Five Corners Funding TRS     
 6,305   4.42%, 11/15/2023 ■    6,331 
     FMR LLC     
 3,825   4.95%, 02/01/2033 ■    3,918 
     Ford Motor Credit Co. LLC     
 2,100   2.75%, 05/15/2015    2,151 
 5,100   3.88%, 01/15/2015    5,247 
 4,445   4.25%, 09/20/2022    4,527 
 240   5.00%, 05/15/2018    266 
 2,835   5.88%, 08/02/2021    3,232 
 195   8.00%, 12/15/2016    230 
 200   8.13%, 01/15/2020    252 
     General Electric Capital Corp.     
 3,375   1.00%, 01/08/2016    3,397 
 6,255   1.50%, 07/12/2016    6,351 
 5,750   2.30%, 04/27/2017    5,931 
 1,600   2.95%, 05/09/2016    1,675 
 4,625   4.65%, 10/17/2021    5,071 
 725   5.55%, 05/04/2020    841 
 3,715   5.63%, 05/01/2018    4,290 
 2,995   5.88%, 01/14/2038    3,453 
 1,000   6.25%, 12/15/2022 ♠    1,043 
 4,530   6.75%, 03/15/2032    5,702 
     Goldman Sachs Group, Inc.     
 1,925   2.38%, 01/22/2018    1,939 
 2,500   2.90%, 07/19/2018    2,555 
 4,180   3.63%, 02/07/2016    4,382 
 1,820   5.25%, 07/27/2021    1,996 
 4,200   5.38%, 03/15/2020    4,697 
 4,740   5.75%, 01/24/2022    5,354 
 4,550   6.15%, 04/01/2018    5,227 
 1,665   6.25%, 02/01/2041    1,943 
 2,470   6.45%, 05/01/2036    2,645 
 8,525   6.75%, 10/01/2037    9,472 
 2,921   7.50%, 02/15/2019    3,563 
     Grupo Aval Ltd.     
 300   4.75%, 09/26/2022 ■    278 
 200   4.75%, 09/26/2022 §    186 
     Guardian Life Insurance Co.     
 250   7.38%, 09/30/2039 ■    336 
     Harley-Davidson Financial Services, Inc.     
 2,185   1.15%, 09/15/2015 ■    2,194 
     HCP, Inc.     
 1,700   2.63%, 02/01/2020    1,644 
 540   3.75%, 02/01/2019    570 
 7,200   4.25%, 11/15/2023    7,247 
 330   6.00%, 01/30/2017    372 
 1,000   6.70%, 01/30/2018    1,171 

  

7
 

 

The Hartford Balanced Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

CORPORATE BONDS - 44.1% - (continued)

     Finance and Insurance - 20.2% - (continued)     
     Health Care, Inc.     
$525   2.25%, 03/15/2018   $527 
 2,500   3.63%, 03/15/2016    2,634 
 3,195   4.13%, 04/01/2019    3,399 
 4,350   4.50%, 01/15/2024    4,419 
 266   5.25%, 01/15/2022    289 
     Host Hotels & Resorts L.P.     
 190   6.00%, 11/01/2020    208 
     HSBC Bank USA     
 1,050   4.88%, 08/24/2020    1,134 
 250   6.00%, 08/09/2017    284 
     HSBC Holdings plc     
 1,665   5.10%, 04/05/2021    1,861 
 1,000   6.50%, 09/15/2037    1,190 
 3,800   6.80%, 06/01/2038    4,667 
     HSBC USA, Inc.     
 1,295   1.63%, 01/16/2018    1,291 
 175   5.00%, 09/27/2020    190 
     Imperial Tobacco Finance plc     
 5,525   2.05%, 02/11/2018 ■    5,495 
     Ineos Finance plc     
 190   7.50%, 05/01/2020 ■    208 
     ING US, Inc.     
 1,100   5.65%, 05/15/2053    1,056 
     Intesa Sanpaolo S.p.A.     
 5,050   5.25%, 01/12/2024    5,114 
     John Deere Capital Corp.     
 3,835   3.15%, 10/15/2021    3,867 
     JP Morgan Chase & Co.     
 2,220   1.10%, 10/15/2015    2,229 
 3,375   1.63%, 05/15/2018    3,328 
 2,270   3.25%, 09/23/2022    2,201 
 2,290   3.38%, 05/01/2023    2,151 
 2,350   3.88%, 02/01/2024    2,346 
 5,300   4.35%, 08/15/2021    5,644 
 500   4.40%, 07/22/2020    540 
 450   4.50%, 01/24/2022    481 
 2,220   4.63%, 05/10/2021    2,408 
 4,070   5.13%, 09/15/2014    4,181 
 785   5.50%, 10/15/2040    853 
 5,970   5.63%, 08/16/2043    6,337 
 11,081   6.00%, 07/05/2017 - 01/15/2018    12,734 
 930   6.30%, 04/23/2019    1,100 
 1,000   6.40%, 05/15/2038    1,222 
     KeyCorp     
 10,755   2.30%, 12/13/2018    10,756 
     Kimco Realty Corp.     
 3,175   3.13%, 06/01/2023    2,943 
 1,380   4.30%, 02/01/2018    1,493 
     Ladder Capital Finance Holdings LLC     
 261   7.38%, 10/01/2017    274 
     Liberty Mutual Group, Inc.     
 1,385   4.25%, 06/15/2023 ■    1,375 
     Liberty Property L.P.     
 635   3.38%, 06/15/2023    593 
 520   4.13%, 06/15/2022    520 
 115   4.75%, 10/01/2020    122 
 350   5.50%, 12/15/2016    386 
     Lincoln National Corp.     
 530   4.00%, 09/01/2023    535 
 3,000   4.85%, 06/24/2021    3,281 
 1,035   6.15%, 04/07/2036    1,213 
 625   6.30%, 10/09/2037    747 
 2,000   8.75%, 07/01/2019    2,594 
     Lloyds Bank plc     
 4,380   2.30%, 11/27/2018    4,401 
     Lloyds Banking Group plc     
 165   6.50%, 09/14/2020 ■    189 
     Macquarie Group Ltd.     
 8,390   3.00%, 12/03/2018 ■    8,426 
 470   6.00%, 01/14/2020 ■    525 
     Majapahit Holding B.V.     
 1,070   7.75%, 01/20/2020 §    1,167 
 2,375   8.00%, 08/07/2019 §    2,636 
     Marsh & McLennan Cos., Inc.     
 6,675   2.30%, 04/01/2017    6,849 
 3,900   4.05%, 10/15/2023    3,965 
 565   4.80%, 07/15/2021    614 
     Massachusetts Mutual Life Insurance Co.     
 2,800   8.88%, 06/01/2039 ■    4,189 
     Massmutual Global Funding     
 2,625   2.10%, 08/02/2018 ■    2,638 
 630   3.13%, 04/14/2016 ■    660 
     Merrill Lynch & Co., Inc.     
 2,496   5.70%, 05/02/2017    2,784 
 4,700   6.05%, 05/16/2016    5,171 
 320   6.40%, 08/28/2017    370 
 4,515   6.88%, 04/25/2018    5,384 
 9,330   7.75%, 05/14/2038    12,072 
     MetLife Global Funding I     
 500   3.13%, 01/11/2016 ■    522 
     MetLife Institutional Funding II     
 4,000   1.63%, 04/02/2015 ■    4,049 
     MetLife, Inc.     
 965   1.76%, 12/15/2017    968 
 1,895   4.37%, 09/15/2023    1,971 
 275   6.38%, 06/15/2034    338 
     Morgan Stanley     
 5,030   1.75%, 02/25/2016    5,103 
 5,950   2.13%, 04/25/2018    5,938 
 7,450   2.50%, 01/24/2019    7,430 
 4,270   4.10%, 05/22/2023    4,158 
 1,770   4.88%, 11/01/2022    1,839 
 2,225   5.50%, 01/26/2020 - 07/28/2021    2,511 
 2,371   5.55%, 04/27/2017    2,656 
 3,361   5.75%, 01/25/2021    3,819 
 785   6.00%, 04/28/2015    834 
 1,265   6.38%, 07/24/2042    1,501 
 2,460   6.63%, 04/01/2018    2,880 
 2,600   7.30%, 05/13/2019    3,176 
     National City Corp.     
 585   6.88%, 05/15/2019    702 
     National Rural Utilities Cooperative Finance Corp.     
 1,735   2.35%, 06/15/2020    1,702 

  

8
 

 

The Hartford Balanced Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

CORPORATE BONDS - 44.1% - (continued)

     Finance and Insurance - 20.2% - (continued)     
     Nationstar Mortgage LLC     
$1,935   6.50%, 08/01/2018 - 07/01/2021   $1,934 
 675   7.88%, 10/01/2020    689 
     Nationwide Mutual Insurance Co.     
 4,600   9.38%, 08/15/2039 ■    6,700 
     Nordea Bank AB     
 760   4.88%, 05/13/2021 ■    804 
     Nuveen Investments, Inc.     
 2,155   9.13%, 10/15/2017 ■    2,209 
 741   9.50%, 10/15/2020 ■    765 
     Oversea-Chinese Banking Corp., Ltd.     
 400   3.75%, 11/15/2022 §    412 
     Pacific Life Insurance Co.     
 2,075   9.25%, 06/15/2039 ■    3,011 
     PNC Bank NA     
 2,465   2.70%, 11/01/2022    2,297 
 1,450   3.80%, 07/25/2023    1,454 
     PNC Financial Services Group, Inc.     
 1,240   2.85%, 11/09/2022 Δ    1,182 
     PNC Funding Corp.     
 3,000   5.25%, 11/15/2015    3,215 
     Principal Financial Group, Inc.     
 620   3.30%, 09/15/2022    604 
     Principal Life Global Funding II     
 1,640   1.00%, 12/11/2015 ■    1,645 
     Provident Companies, Inc.     
 4,435   7.00%, 07/15/2018    5,091 
     Provident Funding Associates L.P.     
 1,295   6.75%, 06/15/2021 ■    1,279 
     Prudential Financial, Inc.     
 1,660   5.80%, 11/16/2041    1,873 
 5,320   7.38%, 06/15/2019    6,621 
     Rabobank Nederland     
 8,425   2.25%, 01/14/2019    8,426 
 3,000   4.63%, 12/01/2023    3,038 
 4,385   5.75%, 12/01/2043    4,608 
     Rabobank Netherlands     
 925   3.95%, 11/09/2022    906 
     Realty Income Corp.     
 2,676   3.25%, 10/15/2022    2,514 
 1,130   4.65%, 08/01/2023    1,171 
 1,085   6.75%, 08/15/2019    1,285 
     Royal Bank of Scotland Group plc     
 3,720   2.55%, 09/18/2015    3,805 
 710   3.95%, 09/21/2015    742 
 2,180   6.00%, 12/19/2023    2,196 
 2,425   6.13%, 01/11/2021 - 12/15/2022    2,543 
 1,260   6.99%, 10/05/2017 ■♠    1,336 
 300   7.64%, 09/27/2017 ♠Δ    294 
     Santander Holdings USA, Inc.     
 730   3.00%, 09/24/2015    755 
     Santander UK plc     
 1,290   5.00%, 11/07/2023 ■    1,303 
     Simon Property Group L.P.     
 2,115   5.65%, 02/01/2020    2,451 
     Simon Property Group, Inc.     
 3,120   1.50%, 02/01/2018 ■    3,081 
     Skandinaviska Enskilda Banken AB     
 3,810   2.38%, 11/20/2018 ■    3,826 
     SLM Corp.     
 625   6.25%, 01/25/2016    672 
 465   8.00%, 03/25/2020    519 
 395   8.45%, 06/15/2018    458 
     Societe Generale     
 2,535   2.63%, 10/01/2018    2,561 
 2,670   5.00%, 01/17/2024 ■    2,637 
 1,775   7.88%, 12/18/2023 ■♠    1,802 
 700   8.25%, 11/29/2018 §♠    746 
     Softbank Corp.     
 850   4.50%, 04/15/2020 ■    836 
     Standard Bank plc     
 100   8.13%, 12/02/2019    112 
     Standard Chartered plc     
 3,300   3.95%, 01/11/2023 ■    3,099 
 3,950   5.20%, 01/26/2024 ■    3,992 
     State Street Capital Trust IV     
 100   1.24%, 06/15/2037 Δ    76 
     State Street Corp.     
 1,445   3.10%, 05/15/2023    1,367 
 4,000   3.70%, 11/20/2023    4,027 
     Sumitomo Mitsui Banking Corp.     
 2,815   1.45%, 07/19/2016    2,844 
     SunTrust Banks, Inc.     
 4,940   2.35%, 11/01/2018    4,972 
 991   3.50%, 01/20/2017    1,051 
     Swiss Re Treasury U.S. Corp.     
 460   2.88%, 12/06/2022 ■    434 
     Teachers Insurance & Annuity Association of America     
 2,000   6.85%, 12/16/2039 ■    2,567 
     TMX Finance LLC     
 2,130   8.50%, 09/15/2018 ■    2,279 
     TSMC Global LTD     
 1,910   0.95%, 04/03/2016 ■    1,895 
     Turkiye Garanti Bankasi A.S.     
 285   4.00%, 09/13/2017 ■    275 
     U.S. Bancorp     
 2,100   1.65%, 05/15/2017    2,131 
 2,475   1.95%, 11/15/2018    2,482 
 961   2.95%, 07/15/2022    916 
     UBS AG Stamford CT     
 2,850   5.88%, 07/15/2016    3,175 
 635   7.63%, 08/17/2022    730 
     UnitedHealth Group, Inc.     
 1,981   6.88%, 02/15/2038    2,559 
     UPCB Finance V Ltd.     
 475   7.25%, 11/15/2021 ■    513 
     Ventas Realty L.P.     
 1,240   2.70%, 04/01/2020    1,203 
 3,975   3.25%, 08/15/2022    3,768 
 325   4.25%, 03/01/2022    333 
 316   4.75%, 06/01/2021    337 
     Vnesheconombank Via VEB Finance plc     
 1,070   5.38%, 02/13/2017 §    1,124 
 540   6.03%, 07/05/2022 §    544 

 

9
 

 

The Hartford Balanced Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

CORPORATE BONDS - 44.1% - (continued)

     Finance and Insurance - 20.2% - (continued)     
     VTB Capital S.A.     
$1,430   6.88%, 05/29/2018 §   $1,552 
     Wachovia Bank NA     
 1,750   5.00%, 08/15/2015    1,863 
     Wachovia Capital Trust III     
 325   5.57%, 03/27/2014 ♠Δ    304 
     Wachovia Corp.     
 2,850   5.50%, 08/01/2035    2,996 
     Wellpoint, Inc.     
 1,365   3.13%, 05/15/2022    1,308 
 3,315   4.63%, 05/15/2042    3,145 
 1,000   5.85%, 01/15/2036    1,119 
 2,330   6.38%, 06/15/2037    2,781 
     Wells Fargo & Co.     
 1,300   1.25%, 07/20/2016    1,312 
 3,710   3.00%, 01/22/2021    3,727 
 4,965   3.45%, 02/13/2023    4,750 
 4,080   4.13%, 08/15/2023    4,070 
 759   4.48%, 01/16/2024 ■    775 
 3,000   4.60%, 04/01/2021    3,302 
 4,985   5.38%, 11/02/2043    5,113 
 3,618   5.61%, 01/15/2044 ■    3,848 
     XL Capital Ltd.     
 953   5.25%, 09/15/2014    979 
     XLIT, Ltd.     
 6,325   2.30%, 12/15/2018    6,314 
     Xstrata Finance Canada Ltd.     
 4,200   2.70%, 10/25/2017 ■    4,252 
 800   3.60%, 01/15/2017 ■    840 
         844,314 
     Food Manufacturing - 0.4%     
     Archer-Daniels-Midland Co.     
 750   4.48%, 03/01/2021    808 
     Cargill, Inc.     
 2,925   4.10%, 11/01/2042 ■    2,643 
 1,000   6.00%, 11/27/2017 ■    1,157 
     ConAgra Foods, Inc.     
 875   1.90%, 01/25/2018    872 
 620   3.25%, 09/15/2022    599 
 3,000   7.13%, 10/01/2026    3,702 
     Kellogg Co.     
 550   7.45%, 04/01/2031    719 
     Kraft Foods Group, Inc.     
 1,573   1.63%, 06/04/2015    1,595 
 1,450   3.50%, 06/06/2022    1,451 
 770   5.00%, 06/04/2042    785 
 1,075   6.75%, 02/19/2014    1,078 
     Pinnacle Foods Finance LLC     
 1,065   4.88%, 05/01/2021    1,006 
         16,415 
     Food Services - 0.0%     
     McDonald's Corp.     
 400   6.30%, 10/15/2037    504 
           
     Furniture and Related Product Manufacturing - 0.0%     
     Newell Rubbermaid, Inc.     
 1,565   2.05%, 12/01/2017    1,572 
     Tempur-Pedic International, Inc.     
 80   6.88%, 12/15/2020    87 
         1,659 
     Health Care and Social Assistance - 3.1%     
     AbbVie, Inc.     
 1,840   1.20%, 11/06/2015    1,859 
 5,740   1.75%, 11/06/2017    5,767 
 4,325   2.00%, 11/06/2018    4,304 
 7,585   2.90%, 11/06/2022 ‡    7,263 
     Alere, Inc.     
 1,200   6.50%, 06/15/2020    1,233 
     Amgen, Inc.     
 1,500   2.13%, 05/15/2017    1,538 
 2,500   2.30%, 06/15/2016    2,581 
 700   4.10%, 06/15/2021    741 
 4,340   5.15%, 11/15/2041    4,460 
 1,475   6.90%, 06/01/2038    1,858 
     Baxter International, Inc.     
 3,550   0.95%, 06/01/2016    3,561 
 1,845   2.40%, 08/15/2022    1,719 
     Biomet, Inc.     
 1,005   6.50%, 08/01/2020 - 10/01/2020    1,050 
     Catholic Health Initiatives     
 1,290   2.60%, 08/01/2018    1,309 
 435   2.95%, 11/01/2022    410 
     Community Health Systems, Inc.     
 545   5.13%, 08/15/2018    576 
 1,265   6.88%, 02/01/2022 ■    1,297 
 1,440   7.13%, 07/15/2020    1,533 
     Cubist Pharmaceuticals     
 235   1.13%, 09/01/2018 ۞■    277 
 327   1.88%, 09/01/2020 ۞■    387 
     CVS Caremark Corp.     
 3,230   1.20%, 12/05/2016    3,245 
 1,730   2.75%, 12/01/2022    1,630 
 4,000   4.00%, 12/05/2023    4,094 
 1,170   5.75%, 05/15/2041    1,326 
 1,325   6.13%, 09/15/2039    1,559 
 34   6.94%, 01/10/2030    41 
     CVS Pass-Through Trust     
 16   6.04%, 12/10/2028    18 
     DaVita, Inc.     
 385   6.63%, 11/01/2020    413 
     Exelixis, Inc.     
 345   4.25%, 08/15/2019 ۞    476 
     Express Scripts Holding Co.     
 5,000   2.10%, 02/12/2015    5,074 
 500   2.75%, 11/21/2014    509 
     Fresenius Medical Care U.S. Finance II, Inc.     
 115   5.63%, 07/31/2019 ■    122 
 96   5.88%, 01/31/2022 ■    102 
 30   6.50%, 09/15/2018 ■    34 
     Gilead Sciences, Inc.     
 3,700   4.40%, 12/01/2021    4,016 
     GlaxoSmithKline Capital, Inc.     
 1,090   2.80%, 03/18/2023    1,040 

 

10
 

 

The Hartford Balanced Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

CORPORATE BONDS - 44.1% - (continued)

     Health Care and Social Assistance - 3.1% - (continued)     
     HCA Holdings, Inc.     
$1,310   6.25%, 02/15/2021   $1,395 
     HCA, Inc.     
 1,490   5.88%, 03/15/2022 - 05/01/2023    1,524 
 645   6.38%, 01/15/2015    672 
 2,160   6.50%, 02/15/2016 - 02/15/2020    2,374 
 115   7.25%, 09/15/2020    125 
 315   7.50%, 11/15/2095    272 
     Hologic, Inc.     
 65   6.25%, 08/01/2020    68 
     Howard Hughes Medical Institute     
 1,095   3.50%, 09/01/2023    1,108 
     IMS Health, Inc.     
 255   12.50%, 03/01/2018 ■    297 
     Kaiser Foundation Hospitals     
 650   3.50%, 04/01/2022    642 
     Medco Health Solutions, Inc.     
 525   2.75%, 09/15/2015    542 
     Memorial Sloan-Kettering Cancer Center     
 695   5.00%, 07/01/2042    725 
     Mylan, Inc.     
 730   1.80%, 06/24/2016 ■    743 
 5,073   2.55%, 03/28/2019    5,083 
 3,575   4.20%, 11/29/2023    3,599 
 12,540   6.00%, 11/15/2018 ■    13,339 
     Perrigo Co Ltd     
 2,620   2.30%, 11/08/2018 ■    2,627 
 3,775   4.00%, 11/15/2023 ■    3,815 
 1,565   5.30%, 11/15/2043 ■    1,651 
     Pfizer, Inc.     
 1,000   4.30%, 06/15/2043    976 
 1,000   6.20%, 03/15/2019    1,195 
 1,450   7.20%, 03/15/2039    2,009 
     Pinnacle Merger Sub, Inc.     
 1,065   9.50%, 10/01/2023 ■    1,150 
     Rite Aid Corp.     
 75   8.00%, 08/15/2020    84 
     Salix Pharmaceuticals Ltd.     
 2,115   6.00%, 01/15/2021 ■    2,205 
     Savient Pharmaceuticals, Inc.     
 565   4.75%, 02/01/2018 ۞Ψ    6 
     Schering-Plough Corp.     
 1,000   6.50%, 12/01/2033    1,288 
     Tenet Healthcare Corp.     
 345   4.75%, 06/01/2020    344 
 315   6.25%, 11/01/2018    348 
 1,190   8.13%, 04/01/2022    1,299 
     VPII Escrow Corp.     
 865   6.75%, 08/15/2018 ■    948 
     Wellcare Health Plans, Inc.     
 565   5.75%, 11/15/2020    585 
     Zoetis, Inc.     
 6,100   3.25%, 02/01/2023    5,858 
 1,080   4.70%, 02/01/2043    1,064 
         127,382 
     Information - 3.7%     
     Activision Blizzard     
 3,245   5.63%, 09/15/2021 ■    3,358 
     Altice Financing S.A.     
 515   6.50%, 01/15/2022 ■    523 
 765   7.88%, 12/15/2019 ■    830 
 225   9.88%, 12/15/2020 ■    252 
     America Movil S.A.B. de C.V.     
 620   2.38%, 09/08/2016    640 
     AT&T, Inc.     
 3,000   2.38%, 11/27/2018    3,024 
 1,500   3.00%, 02/15/2022    1,424 
 6,070   4.30%, 12/15/2042 ‡    5,239 
 1,170   5.35%, 09/01/2040    1,171 
 1,250   5.50%, 02/01/2018 ‡    1,421 
     British Telecommunications plc     
 2,590   1.63%, 06/28/2016    2,620 
 1,160   2.00%, 06/22/2015    1,180 
     Cellco Partnership - Verizon Wireless Capital LLC     
 325   8.50%, 11/15/2018    416 
     Cox Communications, Inc.     
 1,485   2.95%, 06/30/2023 ■    1,357 
 1,240   4.50%, 06/30/2043 ■    1,072 
 395   8.38%, 03/01/2039 ■    504 
     CSC Holdings, Inc.     
 355   7.63%, 07/15/2018    405 
     Deutsche Telekom International Finance B.V.     
 710   3.13%, 04/11/2016 ■    741 
 1,130   4.88%, 03/06/2042 ■    1,105 
 670   8.75%, 06/15/2030    951 
     DISH DBS Corp.     
 2,315   5.00%, 03/15/2023    2,170 
 675   5.88%, 07/15/2022    676 
 1,760   6.75%, 06/01/2021    1,879 
 3,960   7.88%, 09/01/2019    4,519 
     First Data Corp.     
 260   6.75%, 11/01/2020 ■    274 
 1,920   7.38%, 06/15/2019 ■    2,050 
 3,670   8.25%, 01/15/2021 ■    3,890 
 36   8.75%, 01/15/2022 ■Þ    38 
 620   14.50%, 09/24/2019 ■Þ    573 
     Harron Communications L.P.     
 595   9.13%, 04/01/2020 ■    666 
     Intelsat Jackson Holdings S.A.     
 410   6.63%, 12/15/2022    424 
 1,295   7.25%, 04/01/2019    1,392 
 635   7.50%, 04/01/2021    699 
 10   8.50%, 11/01/2019    11 
     Intelsat Luxembourg S.A.     
 1,095   6.75%, 06/01/2018 ■    1,164 
 2,665   7.75%, 06/01/2021 ■    2,858 
     InterActiveCorp     
 250   4.75%, 12/15/2022    236 
     Lawson Software, Inc.     
 530   9.38%, 04/01/2019    596 
     Level 3 Communications, Inc.     
 80   8.88%, 06/01/2019    88 
     Level 3 Escrow, Inc.     
 466   8.13%, 07/01/2019    511 

  

11
 

 

The Hartford Balanced Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

  

Shares or Principal Amount ╬  Market Value ╪ 

CORPORATE BONDS - 44.1% - (continued)

     Information - 3.7% - (continued)     
     Level 3 Financing, Inc.     
$905   6.13%, 01/15/2021 ■   $925 
 1,444   7.00%, 06/01/2020    1,534 
 415   8.63%, 07/15/2020    464 
     Mediacom LLC     
 150   7.25%, 02/15/2022    160 
 420   9.13%, 08/15/2019    452 
     MetroPCS Wireless, Inc.     
 1,450   6.63%, 11/15/2020    1,533 
 540   7.88%, 09/01/2018    577 
     Nara Cable Funding Ltd.     
 1,285   8.88%, 12/01/2018 ■    1,394 
     NII Capital Corp.     
 600   7.63%, 04/01/2021    253 
 85   8.88%, 12/15/2019    40 
     NII International Telecom S.a.r.l.     
 865   7.88%, 08/15/2019 ■    649 
     Nippon Telegraph & Telephone Corp.     
 1,505   1.40%, 07/18/2017    1,496 
     Oracle Corp.     
 2,500   3.63%, 07/15/2023    2,534 
 1,300   5.75%, 04/15/2018    1,516 
     Softbrands, Inc.     
 140   11.50%, 07/15/2018    162 
     Sprint Corp.     
 300   7.13%, 06/15/2024 ■    301 
 1,935   7.25%, 09/15/2021 ■    2,085 
 1,805   7.88%, 09/15/2023 ■    1,927 
     Sprint Nextel Corp.     
 2,110   7.00%, 03/01/2020 ■    2,379 
 900   9.00%, 11/15/2018 ■    1,087 
     Syniverse Holdings, Inc.     
 2,025   9.13%, 01/15/2019    2,210 
     Telefonica Emisiones SAU     
 400   5.13%, 04/27/2020    431 
 1,875   7.05%, 06/20/2036    2,136 
     Telefonica Europe B.V.     
 440   8.25%, 09/15/2030    546 
     T-Mobile USA, Inc.     
 210   5.25%, 09/01/2018 ■    222 
 180   6.13%, 01/15/2022    184 
 890   6.46%, 04/28/2019    937 
 260   6.50%, 01/15/2024    266 
 370   6.63%, 04/28/2021    389 
 1,030   6.73%, 04/28/2022    1,081 
 145   6.84%, 04/28/2023    151 
     TW Telecom Holdings, Inc.     
 90   5.38%, 10/01/2022    89 
     Unitymedia Hessen GmbH & Co.     
 1,800   5.50%, 01/15/2023 ■    1,800 
     UPCB Finance VI Ltd.     
 470   6.88%, 01/15/2022 ■    503 
     Verizon Communications, Inc.     
 2,500   0.70%, 11/02/2015    2,496 
 3,825   2.50%, 09/15/2016    3,957 
 7,200   3.65%, 09/14/2018    7,659 
 4,575   4.50%, 09/15/2020    4,928 
 400   4.60%, 04/01/2021    432 
 9,345   5.15%, 09/15/2023    10,160 
 1,125   6.10%, 04/15/2018    1,308 
 1,150   6.35%, 04/01/2019    1,362 
 2,970   6.40%, 02/15/2038    3,436 
 16,995   6.55%, 09/15/2043    20,400 
 2,300   6.90%, 04/15/2038    2,808 
 182   8.75%, 11/01/2018    235 
     Verizon Global Funding Corp.     
 1,310   7.75%, 12/01/2030    1,709 
     Vodafone Group plc     
 2,000   1.25%, 09/26/2017    1,973 
 2,100   1.50%, 02/19/2018    2,073 
     Wind Acquisition Finance S.A.     
 225   6.50%, 04/30/2020 ■    245 
 3,235   7.25%, 02/15/2018 ■    3,389 
     Windstream Corp.     
 615   6.38%, 08/01/2023    572 
 280   7.50%, 06/01/2022    285 
 480   7.75%, 10/15/2020    509 
 165   8.13%, 09/01/2018    176 
     Zayo Group LLC     
 755   8.13%, 01/01/2020    834 
 60   10.13%, 07/01/2020    70 
         156,376 
     Leather and Allied Product Manufacturing - 0.0%     
     Nike, Inc.     
 1,940   3.63%, 05/01/2043    1,710 
           
     Machinery Manufacturing - 0.0%     
     Case New Holland, Inc.     
 290   7.88%, 12/01/2017    340 
     Perusahaan Listrik Negara     
 200   5.50%, 11/22/2021 ■    192 
     Weekley Homes LLC     
 110   6.00%, 02/01/2023 ■    107 
         639 
     Mining - 0.4%     
     AK Steel Corp.     
 835   7.63%, 05/15/2020    825 
 795   8.38%, 04/01/2022    788 
     ALROSA Finance S.A.     
 415   7.75%, 11/03/2020 §    457 
     American Rock Salt Co. LLC     
 111   8.25%, 05/01/2018 ■    115 
     BHP Billiton Finance USA Ltd.     
 1,850   5.00%, 09/30/2043    1,910 
     Codelco, Inc.     
 100   3.75%, 11/04/2020 ■    101 
 115   3.75%, 11/04/2020 §    117 
 235   3.88%, 11/03/2021 §    235 

  

12
 

 

The Hartford Balanced Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

  

Shares or Principal Amount ╬  Market Value ╪ 

CORPORATE BONDS - 44.1% - (continued)

     Mining - 0.4% - (continued)     
     Falconbridge Ltd.     
$75   5.38%, 06/01/2015   $79 
 75   6.00%, 10/15/2015    81 
     Freeport-McMoRan Copper & Gold, Inc.     
 4,175   3.10%, 03/15/2020    4,121 
 1,390   3.55%, 03/01/2022    1,330 
 1,340   3.88%, 03/15/2023    1,283 
     Glencore Funding LLC     
 3,020   1.70%, 05/27/2016 ■    3,025 
     Rio Tinto Finance USA Ltd.     
 920   2.25%, 09/20/2016    945 
 1,100   3.50%, 11/02/2020    1,128 
 225   4.13%, 05/20/2021    237 
     Teck Resources Ltd.     
 1,015   3.00%, 03/01/2019    1,031 
         17,808 
     Miscellaneous Manufacturing - 0.4%     
     BE Aerospace, Inc.     
 895   5.25%, 04/01/2022    902 
 305   6.88%, 10/01/2020    333 
     Boeing Co.     
 1,000   6.13%, 02/15/2033    1,236 
     DigitalGlobe, Inc.     
 690   5.25%, 02/01/2021 ■    678 
     Hutchison Whampoa International Ltd.     
 2,800   2.00%, 11/08/2017 ■    2,800 
 965   3.50%, 01/13/2017 ■    1,012 
 900   5.75%, 09/11/2019 ■    1,026 
     Owens-Brockway Glass Container, Inc.     
 155   7.38%, 05/15/2016    173 
     Rockwell Collins, Inc.     
 2,750   3.70%, 12/15/2023    2,800 
     S.C. Johnson & Son, Inc.     
 2,520   4.00%, 05/15/2043 ■    2,310 
     TransDigm Group, Inc.     
 781   5.50%, 10/15/2020    773 
 1,150   7.75%, 12/15/2018    1,231 
     United Technologies Corp.     
 1,925   4.50%, 06/01/2042    1,939 
 950   6.13%, 07/15/2038    1,185 
         18,398 
     Motor Vehicle and Parts Manufacturing - 0.2%     
     American Axle & Manufacturing Holdings, Inc.     
 295   6.63%, 10/15/2022    313 
     Daimler Finance NA LLC     
 5,130   1.25%, 01/11/2016 ■    5,163 
 1,900   1.65%, 04/10/2015 ■    1,923 
     Ford Motor Co.     
 370   7.45%, 07/16/2031    465 
     Tenneco, Inc.     
 240   7.75%, 08/15/2018    257 
         8,121 
     Nonmetallic Mineral Product Manufacturing - 0.1%     
     Ardagh Packaging Finance plc     
 72   7.00%, 11/15/2020 ■    74 
 350   7.38%, 10/15/2017 ■    374 
 240   9.13%, 10/15/2020 ■    262 
     Cemex S.A.B. de C.V.     
 325   3.75%, 03/15/2018 ۞    458 
     Silgan Holdings, Inc.     
 500   5.00%, 04/01/2020    494 
     Turk Vise Ve Cam Fabrika     
 280   4.25%, 05/09/2020 ■    241 
         1,903 
     Other Services - 0.1%     
     Abengoa Finance     
 850   7.75%, 02/01/2020 ■    893 
     Service Corp. International     
 960   4.50%, 11/15/2020    931 
 1,185   5.38%, 01/15/2022 ■    1,198 
 120   6.75%, 04/01/2016    131 
 885   7.63%, 10/01/2018    1,020 
     Sonic Automotive, Inc.     
 590   7.00%, 07/15/2022    640 
         4,813 
     Paper Manufacturing - 0.0%     
     Clearwater Paper Corp.     
 140   4.50%, 02/01/2023    128 
 20   7.13%, 11/01/2018    21 
         149 
     Petroleum and Coal Products Manufacturing - 2.7%     
     Anadarko Petroleum Corp.     
 170   5.75%, 06/15/2014    173 
 1,650   5.95%, 09/15/2016    1,840 
 1,500   6.38%, 09/15/2017    1,723 
 1,300   6.45%, 09/15/2036    1,520 
 125   7.95%, 06/15/2039    171 
 2,110   8.70%, 03/15/2019    2,692 
     Antero Resources Corp.     
 340   5.38%, 11/01/2021 ■    343 
     Antero Resources Finance Corp.     
 1,250   6.00%, 12/01/2020    1,317 
 124   7.25%, 08/01/2019    133 
     BG Energy Capital plc     
 1,800   4.00%, 10/15/2021 ■    1,871 
     Bonanza Creek Energy, Inc.     
 880   6.75%, 04/15/2021    920 
     Chesapeake Energy Corp.     
 160   6.63%, 08/15/2020    178 
 255   6.88%, 11/15/2020    285 
     CNOOC Finance 2012 Ltd.     
 2,466   3.88%, 05/02/2022 ■    2,399 
     CNPC General Capital     
 2,270   1.95%, 04/16/2018 ■    2,217 
     CNPC HK Overseas Capital Ltd.     
 1,900   2.75%, 04/19/2017 ■    1,939 
 315   4.50%, 04/28/2021 ■    325 
     Cobalt International Energy, Inc.     
 795   2.63%, 12/01/2019 ۞    708 
     ConocoPhillips     
 1,775   6.50%, 02/01/2039    2,294 
 250   7.00%, 03/30/2029    319 
     Continental Resources, Inc.     
 320   5.00%, 09/15/2022    330 

 

13
 

 

The Hartford Balanced Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

  

Shares or Principal Amount ╬  Market Value ╪ 

CORPORATE BONDS - 44.1% - (continued)

     Petroleum and Coal Products Manufacturing - 2.7% - (continued)     
     Devon Energy Corp.     
$260   7.95%, 04/15/2032   $349 
     Devon Financing Corp.     
 350   7.88%, 09/30/2031    465 
     Diamondback Energy, Inc.     
 1,040   7.63%, 10/01/2021 ■    1,095 
     Ecopetrol S.A.     
 625   5.88%, 09/18/2023    650 
 470   7.38%, 09/18/2043    508 
     EDC Finance Ltd.     
 480   4.88%, 04/17/2020 ■    455 
     Empresa Nacional del Petroleo     
 100   4.75%, 12/06/2021 §    99 
     EnCana Corp.     
 1,100   3.90%, 11/15/2021    1,119 
 725   5.15%, 11/15/2041    705 
 3,000   6.50%, 08/15/2034    3,384 
     Endeavour International Corp.     
 1,420   12.00%, 03/01/2018    1,466 
     EPE Holding/EP Energy Bond     
 321   8.88%, 12/15/2017 ■Þ    332 
     Everest Acquisition LLC     
 380   6.88%, 05/01/2019    409 
 1,520   9.38%, 05/01/2020    1,748 
     Ferrellgas Partners L.P.     
 520   6.50%, 05/01/2021    536 
 305   6.75%, 01/15/2022 ■    314 
     Gaz Capital S.A.     
 282   8.63%, 04/28/2034 §    330 
     Gazprom Neft OAO via GPN Capital S.A.     
 3,525   4.38%, 09/19/2022 ■    3,181 
 1,110   4.38%, 09/19/2022 §    1,002 
     Gazprom OAO via Gaz Capital S.A.     
 665   6.00%, 01/23/2021 §    689 
     Harvest Operations Corp.     
 520   6.88%, 10/01/2017    567 
     Hess Corp.     
 1,150   5.60%, 02/15/2041    1,233 
 500   6.00%, 01/15/2040    555 
 1,325   7.30%, 08/15/2031    1,677 
     Kazmunaigaz Finance Sub B.V.     
 320   11.75%, 01/23/2015 §    350 
     Lukoil International Finance B.V.     
 3,435   3.42%, 04/24/2018 ■    3,409 
 915   4.56%, 04/24/2023 ■    844 
     Marathon Oil Corp.     
 3,310   2.80%, 11/01/2022    3,119 
     MEG Energy Corp.     
 980   6.38%, 01/30/2023 ■    977 
     Newfield Exploration Co.     
 501   5.63%, 07/01/2024    501 
     Nexen, Inc.     
 400   6.40%, 05/15/2037    466 
 1,450   7.50%, 07/30/2039    1,894 
     Pacific Rubiales Energy Corp.     
 310   5.13%, 03/28/2023 ■    281 
     Pemex Project Funding Master Trust     
 540   6.63%, 06/15/2038    553 
     Pertamina PT     
 980   6.00%, 05/03/2042 §    786 
     Petrobras International Finance Co.     
 344   5.88%, 03/01/2018    365 
     Petrohawk Energy Corp.     
 1,315   6.25%, 06/01/2019    1,433 
 2,525   7.25%, 08/15/2018    2,703 
     Petroleos de Venezuela S.A.     
 1,603   8.50%, 11/02/2017 §    1,244 
 3,200   9.75%, 05/17/2035 §    1,968 
     Petroleos Mexicanos     
 2,000   5.50%, 06/27/2044    1,789 
 365   6.50%, 06/02/2041    373 
     Phillips 66     
 1,400   2.95%, 05/01/2017    1,464 
     Pioneer Natural Resources Co.     
 95   5.88%, 07/15/2016    105 
 260   6.65%, 03/15/2017    299 
 145   6.88%, 05/01/2018    171 
     Plains Exploration & Production Co.     
 4,100   6.63%, 05/01/2021    4,479 
     Range Resources Corp.     
 430   5.75%, 06/01/2021    456 
 15   6.75%, 08/01/2020    16 
     Ras Laffan Liquefied Natural Gas Co., Ltd.     
 1,034   5.83%, 09/30/2016 ■    1,099 
     Reliance Holdings USA     
 255   5.40%, 02/14/2022 ■    263 
 250   5.40%, 02/14/2022 §    258 
     Rosetta Resources, Inc.     
 1,320   5.63%, 05/01/2021    1,317 
 595   5.88%, 06/01/2022    590 
 245   9.50%, 04/15/2018    260 
     Rosneft Oil Co.     
 300   4.20%, 03/06/2022 ■    271 
     San Diego Gas & Electric Co.     
 4,770   3.60%, 09/01/2023    4,880 
     Seadrill Ltd.     
 940   5.63%, 09/15/2017 ■    968 
     Sempra Energy     
 3,135   4.05%, 12/01/2023    3,182 
     Shell International Finance B.V.     
 5,700   3.40%, 08/12/2023    5,688 
 2,400   6.38%, 12/15/2038    3,038 
     Sibur Securities Ltd.     
 260   3.91%, 01/31/2018 ■    250 
     Statoil ASA     
 4,125   2.90%, 11/08/2020    4,164 
     Tosco Corp.     
 500   8.13%, 02/15/2030    712 
     Total Capital International S.A.     
 3,065   2.88%, 02/17/2022    2,998 
     Transocean, Inc.     
 925   3.80%, 10/15/2022    874 
 1,100   6.38%, 12/15/2021    1,226 

  

14
 

 

The Hartford Balanced Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

  

Shares or Principal Amount ╬  Market Value ╪ 

CORPORATE BONDS - 44.1% - (continued)

     Petroleum and Coal Products Manufacturing - 2.7% - (continued)     
     Tullow Oil plc     
$770   6.00%, 11/01/2020 ■   $787 
     Valero Energy Corp.     
 310   6.13%, 02/01/2020    361 
     Williams Partners L.P.     
 2,295   3.35%, 08/15/2022    2,174 
 750   6.30%, 04/15/2040    829 
         112,799 
     Pipeline Transportation - 0.9%     
     DCP Midstream LLC     
 600   4.75%, 09/30/2021 ■    613 
     El Paso Corp.     
 370   6.50%, 09/15/2020    397 
 850   7.00%, 06/15/2017    961 
 50   7.75%, 01/15/2032    52 
     El Paso Natural Gas Co.     
 50   7.25%, 06/01/2018    57 
     Energy Transfer Equity L.P.     
 3,655   3.60%, 02/01/2023    3,457 
 2,900   4.15%, 10/01/2020    2,980 
 660   5.20%, 02/01/2022    707 
 835   6.13%, 02/15/2017    936 
 125   6.63%, 10/15/2036    139 
 1,425   7.50%, 10/15/2020 - 07/01/2038    1,685 
 746   8.50%, 04/15/2014    757 
     Enterprise Products Operating LLC     
 4,450   3.35%, 03/15/2023    4,325 
 1,326   5.60%, 10/15/2014    1,375 
 1,300   5.95%, 02/01/2041    1,473 
     Kinder Morgan Energy Partners L.P.     
 9,250   4.15%, 02/01/2024    9,097 
 4,500   5.00%, 08/15/2042    4,212 
 350   7.30%, 08/15/2033    420 
     Kinder Morgan Finance Co.     
 110   5.70%, 01/05/2016    117 
 275   6.00%, 01/15/2018 ■    300 
     MarkWest Energy Partners L.P.     
 175   5.50%, 02/15/2023    176 
 88   6.25%, 06/15/2022    94 
     Plains All American Pipeline L.P.     
 980   2.85%, 01/31/2023    915 
 1,375   3.85%, 10/15/2023    1,370 
         36,615 
     Plastics and Rubber Products Manufacturing - 0.1%     
     Associated Materials LLC     
 310   9.13%, 11/01/2017    327 
     Continental Rubber of America Corp.     
 470   4.50%, 09/15/2019 ■    495 
     Nortek, Inc.     
 1,155   8.50%, 04/15/2021    1,276 
         2,098 
     Primary Metal Manufacturing - 0.2%     
     ArcelorMittal     
 2,475   5.00%, 02/25/2017    2,599 
 125   9.50%, 02/15/2015    134 
     Novelis, Inc.     
 125   8.38%, 12/15/2017    133 
     Precision Castparts Corp.     
 3,100   1.25%, 01/15/2018    3,060 
     Rio Tinto Alcan, Inc.     
 2,300   1.63%, 08/21/2017    2,308 
     United States Steel Corp.     
 571   7.38%, 04/01/2020    617 
         8,851 
     Printing and Related Support Activities - 0.0%     
     Deluxe Corp.     
 640   6.00%, 11/15/2020    661 
     Quebecor Media, Inc.     
 335   5.75%, 01/15/2023    326 
 239   7.75%, 03/15/2016    241 
     Valassis Communications, Inc.     
 525   6.63%, 02/01/2021    533 
         1,761 
     Professional, Scientific and Technical Services - 0.1%     
     Lamar Media Corp.     
 625   5.00%, 05/01/2023    606 
 95   5.88%, 02/01/2022    99 
     Lender Processing Services, Inc.     
 330   5.75%, 04/15/2023    347 
     SunGard Data Systems, Inc.     
 365   6.63%, 11/01/2019    382 
 990   7.38%, 11/15/2018    1,049 
 45   7.63%, 11/15/2020    50 
         2,533 
     Rail Transportation - 0.6%     
     Burlington Northern Santa Fe Corp.     
 2,131   3.00%, 03/15/2023    2,031 
 2,980   3.05%, 09/01/2022    2,872 
 3,825   3.85%, 09/01/2023    3,908 
     Canadian Pacific Railway Co.     
 1,000   4.45%, 03/15/2023    1,057 
 2,540   4.50%, 01/15/2022    2,703 
 2,430   5.95%, 05/15/2037    2,780 
 1,596   6.50%, 05/15/2018    1,880 
     CSX Corp.     
 1,000   4.75%, 05/30/2042    998 
     RZD Capital Ltd.     
 1,630   5.70%, 04/05/2022 §    1,632 
     Union Pacific Corp.     
 2,735   3.75%, 03/15/2024    2,772 
 765   4.85%, 06/15/2044    790 
         23,423 
     Real Estate, Rental and Leasing - 1.5%     
     Air Lease Corp.     
 7,770   4.50%, 01/15/2016    8,178 
 9,225   5.63%, 04/01/2017 Δ    10,113 
     American Tower Corp.     
 3,145   5.00%, 02/15/2024    3,311 
     Boston Properties L.P.     
 2,580   3.13%, 09/01/2023    2,404 
 435   3.70%, 11/15/2018    463 
     CBRE Services, Inc.     
 905   5.00%, 03/15/2023    865 

 

15
 

 

The Hartford Balanced Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

CORPORATE BONDS - 44.1% - (continued)

     Real Estate, Rental and Leasing - 1.5% - (continued)     
     Duke Realty L.P.     
$2,200   3.63%, 04/15/2023   $2,069 
 7,311   3.88%, 02/15/2021 - 10/15/2022    7,228 
 1,235   4.38%, 06/15/2022    1,244 
 895   6.75%, 03/15/2020    1,042 
 260   7.38%, 02/15/2015    277 
     ERAC USA Finance Co.     
 925   2.80%, 11/01/2018 ■    945 
 1,370   3.30%, 10/15/2022 ■    1,315 
 1,000   5.63%, 03/15/2042 ■    1,074 
     Hertz Corp.     
 275   6.75%, 04/15/2019    293 
     Hertz Global Holdings, Inc.     
 195   5.88%, 10/15/2020    202 
 130   6.25%, 10/15/2022    134 
     International Lease Finance Corp.     
 1,425   3.88%, 04/15/2018    1,429 
 785   5.75%, 05/15/2016    841 
 870   5.88%, 04/01/2019 - 08/15/2022    909 
 2,260   6.25%, 05/15/2019    2,452 
 165   6.75%, 09/01/2016 ■    183 
 1,605   7.13%, 09/01/2018 ■    1,858 
 380   8.75%, 03/15/2017    443 
     Penske Automotive Group, Inc.     
 2,700   3.13%, 05/11/2015 ■    2,779 
     ProLogis L.P.     
 1,500   3.35%, 02/01/2021    1,482 
 460   4.00%, 01/15/2018    490 
 6,500   4.25%, 08/15/2023    6,542 
 250   6.13%, 12/01/2016    281 
 354   6.63%, 05/15/2018    416 
     Realogy Corp.     
 673   7.63%, 01/15/2020 ■    752 
     Regency Centers L.P.     
 830   5.25%, 08/01/2015    879 
 15   5.88%, 06/15/2017    17 
         62,910 
     Retail Trade - 1.1%     
     99 Cents Only Stores     
 1,437   11.00%, 12/15/2019    1,624 
     Amazon.com, Inc.     
 2,555   2.50%, 11/29/2022    2,373 
     American Builders & Contractors Supply Co., Inc.     
 190   5.63%, 04/15/2021 ■    192 
     AmeriGas Finance LLC     
 240   6.75%, 05/20/2020    262 
 155   7.00%, 05/20/2022    169 
     ARAMARK Corp.     
 2,275   5.75%, 03/15/2020 ■    2,360 
     AutoZone, Inc.     
 1,823   3.70%, 04/15/2022    1,813 
 700   7.13%, 08/01/2018    842 
     Building Materials Corp.     
 200   6.75%, 05/01/2021 ■    215 
     Eaton Corp.     
 2,800   2.75%, 11/02/2022    2,660 
     GRD Holding III Corp.     
 1,005   10.75%, 06/01/2019 ■    1,111 
     Home Depot, Inc.     
 735   2.70%, 04/01/2023    694 
 1,265   4.88%, 02/15/2044    1,324 
 2,050   5.88%, 12/16/2036    2,452 
     Kroger (The) Co.     
 2,815   2.30%, 01/15/2019    2,822 
 360   3.85%, 08/01/2023    360 
 1,580   5.15%, 08/01/2043    1,610 
     Lowe's Cos., Inc.     
 1,510   5.00%, 09/15/2043    1,588 
     Macy's Retail Holdings, Inc.     
 20   6.70%, 09/15/2028    23 
 20   7.00%, 02/15/2028    24 
     Michaels Stores, Inc.     
 1,240   7.75%, 11/01/2018    1,324 
     Party City Holdings, Inc.     
 1,015   8.88%, 08/01/2020    1,129 
     Party City Nextco Holdings     
 1,150   8.75%, 08/15/2019 ■    1,184 
     QVC, Inc.     
 30   5.13%, 07/02/2022    30 
     Sally Holdings LLC     
 135   5.75%, 06/01/2022    137 
 225   6.88%, 11/15/2019    248 
     Sotheby's     
 595   5.25%, 10/01/2022 ■    559 
     Target Corp.     
 3,940   3.88%, 07/15/2020    4,225 
     Wal-Mart Stores, Inc.     
 3,000   4.00%, 04/11/2043    2,793 
 1,000   5.00%, 10/25/2040    1,081 
 600   5.25%, 09/01/2035    669 
 703   5.63%, 04/15/2041    821 
 2,000   6.20%, 04/15/2038    2,486 
 2,800   6.50%, 08/15/2037    3,596 
         44,800 
     Soap, Cleaning Compound and Toilet Manufacturing - 0.0%     
     Procter & Gamble Co.     
 1,200   5.55%, 03/05/2037    1,423 
           
     Transportation Equipment Manufacturing - 0.1%     
     Huntington Ingalls Industries, Inc.     
 1,315   6.88%, 03/15/2018    1,415 
 106   7.13%, 03/15/2021    117 
     Kansas City Southern de Mexico S.A. de C.V.     
 1,905   2.35%, 05/15/2020    1,820 
         3,352 
     Truck Transportation - 0.2%     
     Penske Truck Leasing Co.     
 1,510   2.50%, 07/11/2014 - 03/15/2016 ■    1,545 
 2,270   3.75%, 05/11/2017 ■    2,398 
 5,670   4.88%, 07/11/2022 ■    5,953 
         9,896 

  

16
 

 

The Hartford Balanced Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

  

Shares or Principal Amount ╬  Market Value ╪ 

CORPORATE BONDS - 44.1% - (continued)

     Utilities - 2.7%     
     AES (The) Corp.     
$90   7.75%, 10/15/2015   $98 
 1,010   8.00%, 10/15/2017    1,177 
     AES Panama S.A.     
 15   6.35%, 12/21/2016 §    16 
     Ameren Corp.     
 928   8.88%, 05/15/2014    949 
     American Electric Power Co., Inc.     
 565   1.65%, 12/15/2017    559 
     Calpine Corp.     
 176   7.50%, 02/15/2021 ■    192 
     Carolina Power & Light Co.     
 2,060   4.10%, 05/15/2042    1,975 
     CenterPoint Energy Resources Corp.     
 290   4.50%, 01/15/2021    316 
     Centrais Eletricas Brasileiras S.A.     
 1,675   5.75%, 10/27/2021 §    1,583 
     Comision Federal de Electricidad     
 370   4.88%, 01/15/2024 ■    365 
 1,160   5.75%, 02/14/2042 §    1,076 
     Commonwealth Edison Co.     
 720   3.40%, 09/01/2021    738 
     Connecticut (The) Light & Power Co.     
 2,575   2.50%, 01/15/2023    2,419 
     Consolidated Edison Co. of NY     
 1,400   4.20%, 03/15/2042    1,350 
     Dolphin Subsidiary II, Inc.     
 460   7.25%, 10/15/2021    458 
     Dominion Resources, Inc.     
 5,000   1.05%, 11/01/2016 ■    4,994 
 1,075   1.40%, 09/15/2017    1,066 
 3,000   1.95%, 08/15/2016    3,066 
 900   5.15%, 07/15/2015    957 
 3,390   7.00%, 06/15/2038    4,325 
     Duke Energy Corp.     
 1,350   3.55%, 09/15/2021    1,385 
 3,000   3.95%, 10/15/2023    3,056 
     Duke Energy Indiana, Inc.     
 1,870   4.90%, 07/15/2043    2,012 
     Duke Energy Ohio, Inc.     
 995   3.80%, 09/01/2023    1,030 
     Duke Energy Progress, Inc.     
 6,475   2.80%, 05/15/2022    6,331 
     E CL S.A.     
 100   5.63%, 01/15/2021 §    105 
     Edison International     
 1,210   3.75%, 09/15/2017    1,291 
     EDP Finance B.V.     
 760   5.25%, 01/14/2021 ■    774 
     Electricitie De France     
 4,365   2.15%, 01/22/2019 ■    4,342 
 3,095   4.88%, 01/22/2044 ■    3,010 
 5,450   5.63%, 01/22/2024 ■♠    5,314 
     Eskom Holdings Ltd.     
 235   6.75%, 08/06/2023 ■    237 
     Exelon Generation Co. LLC     
 2,725   4.25%, 06/15/2022    2,684 
     Florida Power & Light Co.     
 1,300   4.13%, 02/01/2042    1,248 
     Georgia Power Co.     
 4,550   0.75%, 08/10/2015    4,560 
 320   4.75%, 09/01/2040    323 
     IPALCO Enterprises, Inc.     
 30   7.25%, 04/01/2016 ■    33 
     MidAmerican Energy Holdings Co.     
 500   5.95%, 05/15/2037    579 
     National Power Corp.     
 15   9.63%, 05/15/2028    21 
     Nevada Power Co.     
 450   7.13%, 03/15/2019    554 
     NiSource Finance Corp.     
 1,450   3.85%, 02/15/2023    1,438 
 1,450   5.25%, 02/15/2043    1,466 
     Northeast Utilities     
 2,775   2.80%, 05/01/2023    2,598 
     Oncor Electric Delivery Co. LLC     
 2,000   4.10%, 06/01/2022    2,073 
 1,000   5.00%, 09/30/2017    1,114 
 615   5.25%, 09/30/2040    668 
     Pacific Gas & Electric Co.     
 625   2.45%, 08/15/2022    586 
 2,400   6.05%, 03/01/2034    2,827 
 725   8.25%, 10/15/2018    916 
     PacifiCorp     
 840   4.10%, 02/01/2042    806 
 1,000   5.50%, 01/15/2019    1,159 
 250   6.25%, 10/15/2037    312 
     Potomac Electric Power     
 2,700   4.15%, 03/15/2043    2,605 
     PPL Capital Funding, Inc.     
 2,485   3.40%, 06/01/2023    2,367 
     PPL Electric Utilities Corp.     
 950   4.75%, 07/15/2043    1,009 
     Progress Energy, Inc.     
 345   3.15%, 04/01/2022    337 
 500   5.63%, 01/15/2016    545 
 3,051   7.05%, 03/15/2019    3,691 
 540   7.75%, 03/01/2031    722 
     PSEG Power LLC     
 975   8.63%, 04/15/2031    1,376 
     Public Service Co. of Colorado     
 1,930   3.60%, 09/15/2042    1,699 
     Scana Corp.     
 500   4.75%, 05/15/2021    525 
     Southern California Edison Co.     
 925   4.50%, 09/01/2040    934 
 500   6.00%, 01/15/2034    610 
 1,010   6.05%, 03/15/2039    1,249 
     Southern Power Co.     
 1,615   5.25%, 07/15/2043    1,696 
     Tampa Electric Co.     
 2,095   2.60%, 09/15/2022    1,983 
     Texas Competitive Electric Co.     
 1,075   11.50%, 10/01/2020 ■    793 

  

17
 

 

The Hartford Balanced Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

  

Shares or Principal Amount ╬  Market Value ╪ 

CORPORATE BONDS - 44.1% - (continued)

     Utilities - 2.7% - (continued)     
     Virginia Electric & Power Co.     
$2,450   1.20%, 01/15/2018   $2,403 
 325   3.45%, 09/01/2022    334 
     Xcel Energy, Inc.     
 6,650   0.75%, 05/09/2016    6,623 
         114,032 
     Water Transportation - 0.0%     
     Royal Caribbean Cruises Ltd.     
 120   5.25%, 11/15/2022    121 
           
     Wholesale Trade - 0.3%     
     Ainsworth Lumber Ltd.     
 319   7.50%, 12/15/2017 ■    341 
     Blueline Rental Finance     
 290   7.00%, 02/01/2019 ■    300 
     Controladora Mabe S.A. de C.V.     
 705   7.88%, 10/28/2019 §    783 
     HD Supply, Inc.     
 220   8.13%, 04/15/2019    245 
     Heineken N.V.     
 1,770   1.40%, 10/01/2017 ■    1,762 
 320   2.75%, 04/01/2023 ■    298 
 3,585   3.40%, 04/01/2022 ■    3,568 
     International Paper Co.     
 500   7.30%, 11/15/2039    646 
     Interpublic (The) Group of Co., Inc.     
 120   6.25%, 11/15/2014    124 
     J.M. Huber Corp.     
 337   9.88%, 11/01/2019 ■    388 
     SABMiller Holdings, Inc.     
 1,500   2.45%, 01/15/2017 ■    1,551 
 1,475   3.75%, 01/15/2022 ■    1,510 
 800   4.95%, 01/15/2042 ■    827 
         12,343 
     Total corporate bonds     
     (cost $1,829,639)   $1,843,380 
           

FOREIGN GOVERNMENT OBLIGATIONS - 5.1%

     Argentina - 0.1%     
     Argentina (Republic of)     
$4,070   2.50%, 12/31/2038   $1,445 
 280   7.00%, 10/03/2015    245 
EUR   303   7.82%, 12/31/2033    242 
 3,413   8.28%, 12/31/2033    2,111 
        $4,043 
     Bolivia - 0.0%     
     Bolivia (Government of)     
 550   5.95%, 08/22/2023 ■    553 
 615   5.95%, 08/22/2023 §    618 
         1,171 
     Brazil - 0.4%     
     Brazil (Republic of)     
2,107   4.25%, 01/07/2025   1,967 
 3,817   7.13%, 01/20/2037    4,275 
 3,033   8.00%, 01/15/2018    3,382 
 3,524   8.25%, 01/20/2034    4,405 
BRL   9,692   10.00%, 01/01/2021 - 01/01/2023    3,379 
         17,408 
     Chile - 0.0%     
     Chile (Republic of)     
 190   3.63%, 10/30/2042    151 
           
     Colombia - 0.5%     
     Colombia (Republic of)     
 1,810   2.63%, 03/15/2023    1,575 
 1,615   4.00%, 02/26/2024    1,538 
 2,640   4.38%, 07/12/2021    2,680 
 2,565   5.63%, 02/26/2044    2,494 
 1,635   6.13%, 01/18/2041    1,705 
 6,210   7.38%, 03/18/2019 - 09/18/2037    7,433 
COP 1,295,400   7.50%, 08/26/2026    635 
COP1,450,000   7.75%, 04/14/2021    777 
 695   8.13%, 05/21/2024    879 
COP10,000   9.85%, 06/28/2027    6 
 85   10.38%, 01/28/2033    123 
 1,536   11.75%, 02/25/2020    2,189 
COP  108,000   12.00%, 10/22/2015    60 
         22,094 
     Croatia - 0.1%     
     Croatia (Republic of)     
 460   6.25%, 04/27/2017 ■    488 
 1,720   6.25%, 04/27/2017 §    1,823 
 520   6.63%, 07/14/2020 §    548 
 530   6.75%, 11/05/2019 §    565 
         3,424 
     Dominican Republic - 0.0%     
     Dominican Republic International Bond     
 595   6.60%, 01/28/2024 ■    593 
           
     Hungary - 0.2%     
     Hungary (Republic of)     
EUR  165   3.88%, 02/24/2020 §    222 
 1,658   4.13%, 02/19/2018    1,656 
EUR  1,155   4.38%, 07/04/2017 §    1,618 
 588   5.38%, 02/21/2023    575 
 674   5.75%, 11/22/2023    665 
EUR  550   5.75%, 06/11/2018 §    797 
EUR  366   6.00%, 01/11/2019 §    538 
 143   6.25%, 01/29/2020    153 
 750   7.63%, 03/29/2041    795 
         7,019 
     Iceland - 0.1%     
     Iceland (Republic of)     
 1,755   4.88%, 06/16/2016 §    1,834 
 226   5.88%, 05/11/2022 ■    237 
         2,071 

 

18
 

 

The Hartford Balanced Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

FOREIGN GOVERNMENT OBLIGATIONS - 5.1% - (continued)

     Indonesia - 0.4%     
     Indonesia (Republic of)     
$900   3.38%, 04/15/2023 §   $769 
 1,250   3.75%, 04/25/2022 §    1,128 
 4,545   4.88%, 05/05/2021 §    4,483 
 1,075   5.38%, 10/17/2023 ■    1,070 
 260   5.88%, 01/15/2024 ■    265 
 2,120   5.88%, 03/13/2020 §    2,236 
 1,501   6.63%, 02/17/2037 §    1,490 
 1,030   6.75%, 01/15/2044 ■    1,038 
 960   7.50%, 01/15/2016 §    1,058 
 1,785   7.75%, 01/17/2038 §    1,986 
 485   8.50%, 10/12/2035 §    578 
         16,101 
     Ivory Coast - 0.0%     
     Ivory Coast (Republic of)     
 1,730   7.10%, 12/31/2032 §    1,496 
 100   7.21%, 12/31/2032 ■    87 
         1,583 
     Latvia - 0.1%     
     Latvia (Republic of)     
EUR   100   2.63%, 01/21/2021 ■    134 
 1,095   2.75%, 01/12/2020 ■    1,043 
 1,890   2.75%, 01/12/2020 §    1,799 
 385   5.25%, 02/22/2017 ■    419 
 1,250   5.25%, 02/22/2017 - 06/16/2021 §    1,355 
         4,750 
     Lithuania - 0.1%     
     Lithuania (Republic of)     
 1,645   6.13%, 03/09/2021 §    1,855 
 1,190   7.38%, 02/11/2020 §    1,420 
         3,275 
     Mexico - 0.6%     
     Mexican Bonos     
MXN   26,330   10.00%, 12/05/2024 ☼    2,470 
     United Mexican States     
 2,318   4.00%, 10/02/2023    2,283 
 5,032   4.75%, 03/08/2044    4,428 
 9,151   5.55%, 01/21/2045    9,037 
 1,306   5.63%, 01/15/2017    1,450 
 3,966   5.75%, 10/12/2110    3,609 
 1,562   6.05%, 01/11/2040    1,656 
 439   6.63%, 03/03/2015    466 
 1,194   6.75%, 09/27/2034    1,385 
         26,784 
     Nigeria - 0.0%     
     Nigeria (Federal Republic of)     
 465   6.38%, 07/12/2023 ■    474 
           
     Panama - 0.0%     
     Panama (Republic of)     
 122   7.25%, 03/15/2015    130 
 345   8.88%, 09/30/2027    460 
 307   9.38%, 04/01/2029    424 
         1,014 
     Peru - 0.1%     
     Peru (Republic of)     
PEN   3,325   5.20%, 09/12/2023   1,094 
 848   6.55%, 03/14/2037    965 
PEN   75   7.84%, 08/12/2020    30 
 1,455   8.38%, 05/03/2016    1,673 
 25   9.88%, 02/06/2015    27 
         3,789 
     Philippines - 0.3%     
     Philippines (Republic of)     
 5,595   4.20%, 01/21/2024    5,651 
 3,040   8.38%, 06/17/2019    3,838 
 345   9.38%, 01/18/2017    420 
 252   9.50%, 02/02/2030    378 
 350   9.88%, 01/15/2019    462 
 1,080   10.63%, 03/16/2025    1,656 
         12,405 
     Poland - 0.0%     
     Poland (Republic of)     
 530   5.00%, 03/23/2022    567 
           
     Romania - 0.2%     
     Romania (Republic of)     
 942   4.38%, 08/22/2023 §    894 
EUR   355   4.63%, 09/18/2020 §    498 
 392   4.88%, 01/22/2024 ■    382 
EUR   510   4.88%, 11/07/2019 §    736 
 384   6.13%, 01/22/2044 ■    376 
 3,152   6.75%, 02/07/2022 §    3,558 
         6,444 
     Russia - 0.5%     
     Russia (Federation of)     
 200   3.63%, 04/29/2015 ■    206 
 400   3.63%, 04/29/2015 §    413 
 1,800   4.50%, 04/04/2022 §    1,798 
 2,000   4.88%, 09/16/2023 ■    2,005 
 1,600   5.88%, 09/16/2043 ■    1,582 
 1,200   5.88%, 09/16/2043 §    1,187 
RUB   27,105   6.80%, 12/11/2019    732 
RUB9,875   7.05%, 01/19/2028 Δ    251 
 8,431   7.50%, 03/31/2030 §    9,708 
RUB44,845   7.60%, 04/14/2021 - 07/20/2022 Δ    1,236 
RUB11,340   8.15%, 02/03/2027 Δ    320 
     Vnesheconombank     
 1,190   5.94%, 11/21/2023 ■    1,174 
         20,612 
     Serbia - 0.0%     
     Serbia (Republic of)     
 925   5.88%, 12/03/2018 ■    937 
           
     Slovenia - 0.1%     
     Slovenia (Republic of)     
 600   4.75%, 05/10/2018 §    614 
 710   5.50%, 10/26/2022 §    710 
 1,045   5.85%, 05/10/2023 ■    1,064 
         2,388 

  

19
 

 

The Hartford Balanced Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

FOREIGN GOVERNMENT OBLIGATIONS - 5.1% - (continued)

     South Africa - 0.0%     
     South Africa (Republic of)     
$278   4.67%, 01/17/2024   $263 
 880   5.88%, 09/16/2025    900 
ZAR   6,970   7.00%, 02/28/2031    503 
ZAR4,045   8.75%, 02/28/2048    339 
         2,005 
     Sri Lanka - 0.1%     
     Sri Lanka (Republic of)     
 2,235   6.00%, 01/14/2019 ■    2,269 
           
     Turkey - 0.7%     
     Turkey (Republic of)     
 545   5.13%, 03/25/2022    521 
 1,395   5.63%, 03/30/2021    1,393 
 3,210   5.75%, 03/22/2024    3,138 
 670   6.00%, 01/14/2041    598 
 2,983   6.75%, 04/03/2018    3,229 
 2,094   6.88%, 03/17/2036    2,108 
 3,595   7.00%, 09/26/2016    3,914 
 3,260   7.25%, 03/15/2015    3,440 
 2,915   7.38%, 02/05/2025    3,159 
 4,125   7.50%, 07/14/2017    4,579 
 1,530   8.00%, 02/14/2034    1,737 
         27,816 
     Ukraine - 0.2%     
     Ukraine (Government of)     
 350   6.25%, 06/17/2016 ■    315 
 1,300   6.25%, 06/17/2016 §    1,170 
 2,320   6.58%, 11/21/2016 §    2,093 
 260   6.75%, 11/14/2017 §    225 
 105   6.88%, 09/23/2015 §    97 
 255   7.80%, 11/28/2022 ■    215 
 1,235   7.80%, 11/28/2022 §    1,044 
 600   7.95%, 02/23/2021 §    516 
 220   9.25%, 07/24/2017 ■    205 
 665   9.25%, 07/24/2017 §    622 
         6,502 
     Uruguay - 0.0%     
     Uruguay (Republic of)     
 656   4.50%, 08/14/2024    647 
 110   7.88%, 01/15/2033 Þ    136 
         783 
     Venezuela - 0.3%     
     Venezuela (Republic of)     
 780   5.75%, 02/26/2016 §    628 
 2,170   6.00%, 12/09/2020 §    1,264 
 1,275   7.00%, 12/01/2018 §    867 
 5,430   7.75%, 10/13/2019 §    3,611 
 1,500   8.25%, 10/13/2024 §    900 
 3,575   9.00%, 05/07/2023 §    2,288 
 2,225   9.38%, 01/13/2034    1,402 
 2,005   11.95%, 08/05/2031 §    1,483 
         12,443 
     Total foreign government obligations     
     (cost $219,166)   $210,915 
           

MUNICIPAL BONDS - 0.5%

     General Obligations - 0.2%     
     California State GO,     
$725   7.30%, 10/01/2039   $969 
 230   7.60%, 11/01/2040    324 
 550   7.63%, 03/01/2040    766 
     California State GO, Taxable,     
 2,570   7.55%, 04/01/2039    3,566 
     Illinois State GO,     
 155   5.10%, 06/01/2033    149 
 585   5.67%, 03/01/2018    644 
         6,418 
     Miscellaneous - 0.0%     
     California State Public Works Board Lease Rev,     
 50   8.36%, 10/01/2034    64 
           
     Refunded - 0.0%     
     New York & New Jersey PA,     
 350   5.86%, 12/01/2024    416 
           
     Tax Allocation - 0.1%     
     LA County CA Met Transportation Auth Sales Tax,     
 3,000   5.74%, 06/01/2039    3,344 
           
     Transportation - 0.2%     
     Grand Parkway Transportation Corp TX, Toll Rev,     
 1,195   5.18%, 10/01/2042    1,267 
     New Jersey State Turnpike Auth, Taxable,     
 50   7.41%, 01/01/2040    70 
     New York & New Jersey PA,     
 1,850   4.46%, 10/01/2062    1,685 
 15   4.93%, 10/01/2051    15 
 900   4.96%, 08/01/2046    925 
 4,165   5.31%, 08/01/2046    4,262 
     North Texas Tollway Auth Rev,     
 455   6.72%, 01/01/2049    578 
         8,802 
     Total municipal bonds     
     (cost $18,491)   $19,044 
           

SENIOR FLOATING RATE INTERESTS♦ - 0.2%

     Arts, Entertainment and Recreation - 0.0%     
     Tribune Co.     
$1,275   4.00%, 12/27/2020   $1,272 
           
     Computer and Electronic Product Manufacturing - 0.0%     
     Freescale Semiconductor, Inc.     
 843   5.00%, 01/15/2021    853 
           
     Finance and Insurance - 0.0%     
     Asurion LLC     
 861   3.50%, 07/08/2020    851 
 322   4.50%, 05/24/2019    321 
         1,172 

 

20
 

 

The Hartford Balanced Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
SENIOR FLOATING RATE INTERESTS♦ - 0.2% - (continued)
     Mining - 0.0%     
     Arch Coal, Inc.     
$404   6.25%, 05/16/2018   $400 
           
     Other Services - 0.1%     
     Gardner Denver     
 1,137   4.25%, 07/30/2020    1,135 
     Rexnord LLC     
 1,466   4.00%, 08/21/2020    1,473 
         2,608 
     Petroleum and Coal Products Manufacturing - 0.0%     
     Crosby Worldwide, Ltd.     
 965   4.00%, 11/23/2020    969 
           
     Retail Trade - 0.0%     
     Neiman Marcus Group, Inc.     
 858   5.00%, 10/25/2020    867 
           
     Soap, Cleaning Compound and Toilet Manufacturing - 0.0%     
     Spotless Group     
 584   5.00%, 10/02/2018    591 
           
     Utilities - 0.1%     
     Calpine Corp.     
 225   4.00%, 10/31/2020    227 
     Texas Competitive Electric Holdings Co. LLC     
 1,949   4.73%, 10/10/2017    1,356 
         1,583 
     Total senior floating rate interests     
     (cost $10,343)   $10,315 
           
U.S. GOVERNMENT SECURITIES - 0.1%
U.S. Treasury Securities - 0.1%
     U.S. Treasury Notes - 0.1%     
$5,150    3.25%, 12/31/2016 ╦   $5,532 
           
     Total U.S. government securities     
     (cost $5,531)   $5,532 
           
     Total long-term investments     
     (cost $3,758,648)   $4,060,516 
           
SHORT-TERM INVESTMENTS - 2.2%
Repurchase Agreements - 2.2%
     Bank of  Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in
the amount of $12,058, collateralized by
U.S. Treasury Bill 0.07% - 0.14%, 2014,
U.S. Treasury Bond 2.75% - 11.25%,
2015 - 2043, U.S. Treasury Note 0.25%
- 4.25%, 2014 - 2023, value of $12,300)
     
$12,058    0.02%, 1/31/2014   $12,058 
     Bank of America Merrill Lynch TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $3,979,
collateralized by FHLMC 3.50% -
4.00%, 2042 - 2043, FNMA 2.81% -
4.50%, 2041 - 2042, value of $4,059)
     
3,979    0.02%, 1/31/2014   3,979 
     Bank of Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in
the amount of $10,363, collateralized by
FHLB 0.88%, 2017, FHLMC 0.05% -
5.50%, 2014 - 2043, FNMA 2.00% -
3.50%, 2025 - 2028, GNMA 3.50%,
2042 - 2043, U.S. Treasury Note 2.38%,
2014, value of $10,570)
     
 10,363    0.03%, 1/31/2014    10,363 
     Barclays Capital TriParty Repurchase
Agreement (maturing on 02/03/2014 in
the amount of $10,977, collateralized by
U.S. Treasury Note 0.25% - 2.38%,
2014 - 2015, value of $11,197)
     
 10,977    0.02%, 1/31/2014    10,977 
     Citigroup Global Markets, Inc. TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $24,106,
collateralized by U.S. Treasury Bill
0.06% - 0.10%, 2014, U.S. Treasury
Bond 3.00% - 8.75%, 2017 - 2042, U.S.
Treasury Note 0.25% - 3.75%, 2015 -
2023, value of $24,588)
     
 24,106    0.02%, 1/31/2014    24,106 
     Deutsche Bank Securities TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $3,203,
collateralized by FHLMC 3.00% -
5.50%, 2019 - 2043, FNMA 3.00% -
6.50%, 2021 - 2043, GNMA 3.00% -
6.00%, 2037 - 2053, value of $3,267)
     
 3,203    0.03%, 1/31/2014    3,203 
     RBS Securities, Inc. TriParty Repurchase
Agreement (maturing on 02/03/2014 in
the amount of $2,679, collateralized by
U.S. Treasury Note 2.63%, 2014, value
of $2,733)
     
 2,679    0.02%, 1/31/2014    2,679 
     TD Securities TriParty Repurchase
Agreement (maturing on 02/03/2014 in
the amount of $22,885, collateralized by
FFCB 0.14%, 2015, FHLB 0.55%, 2017,
FHLMC 3.00% - 4.38%, 2015 - 2043,
FNMA 2.50% - 4.50%, 2025 - 2043,
value of $23,342)
     
 22,885    0.03%, 1/31/2014    22,885 

  

21
 

 

The Hartford Balanced Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

  

Shares or Principal Amount ╬          Market Value ╪ 
SHORT-TERM INVESTMENTS - 2.2% - (continued)
Repurchase Agreements - 2.2% - (continued)
    UBS Securities, Inc. Repurchase
Agreement (maturing on 02/03/2014 in
the amount of $209, collateralized by
U.S. Treasury Note 2.38%, 2015, value
of $214)
           
$209    0.01%, 1/31/2014          $209 
                 90,459 
     Total short-term investments             
     (cost $90,459)          $90,459 
                   
    Total investments        
     (cost $3,849,107) ▲    99.4%  $4,150,975 
     Other assets and liabilities    0.6%   25,945 
     Total net assets    100.0%  $4,176,920 

 

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 may 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.

 

At January 31, 2014, the cost of securities for federal income tax purposes was $3,852,265 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $343,362 
Unrealized Depreciation   (44,652)
Net Unrealized Appreciation  $298,710 

 

ΨThe company is in bankruptcy.  The investment held by the Fund is current with respect to interest payments.

 

ΔVariable rate securities; the rate reported is the coupon rate in effect at January 31, 2014.

 

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.  These base lending rates are generally (i) the lending rate offered by one or more major European banks, such as the LIBOR, (ii) the prime rate offered by one or more major United States Banks, or (iii) the bank's certificate of deposit 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.  Unless otherwise noted, the interest rate disclosed for these securities represents the average coupon as of January 31, 2014.

 

Securities issued within terms of a private placement memorandum, exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2014, the aggregate value of these securities was $375,345, which represents 9.0% of total net assets.

 

22
 

 

The Hartford Balanced Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

  

§These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933.  The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid.  At January 31, 2014, the aggregate value of these securities was $91,767, which represents 2.2% of total net assets.

 

۞Convertible security.

 

Perpetual maturity security.  Maturity date shown is the next call date.

 

All principal amounts are in U.S. dollars unless otherwise indicated.

 

This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $10,667 at January 31, 2014.

 

This security, or a portion of this security, has been segregated to cover funding requirements on investment transactions settling in the future.

 

This security, or a portion of this security, has been pledged as collateral in connection with over-the-counter swap contracts.  In addition, cash of $315 was received from broker(s) as collateral in connection with over-the-counter swap contracts.  Securities valued at $3,200, held on behalf of the Fund at the custody bank, were designated by broker(s) as collateral in connection with over-the-counter swap contracts. Since the broker retains legal title to the securities, the securities are not considered an asset of the Fund and are not included in the Statement of Assets and Liabilities.

 

ÞThis security may pay interest in additional principal instead of cash.

 

Futures Contracts Outstanding at January 31, 2014

 

   Number of   Expiration  Notional   Market   Unrealized
Appreciation/(Depreciation)
   Variation Margin 
Description  Contracts*   Date  Amount   Value ╪   Asset   Liability   Asset   Liability 
Long position contracts:
5-Year U.S. Treasury Note Future   916   03/31/2014  $110,379   $110,493   $114   $   $136   $ 
U.S. Treasury Long Bond Future   217   03/20/2014   28,702    28,990    288        68     
U.S. Treasury Ultra Long Term Bond Future   394   03/20/2014   56,020    56,662    642        123     
Total          $195,101   $196,145   $1,044   $   $327   $ 
Short position contracts:                                      
10-Year U.S. Treasury Note Future   1,549   03/20/2014  $194,110   $194,787   $   $(677)  $66   $(624)
                                       
Total futures contracts          $991   $1,358   $1,044   $(677)  $393   $(624)

 

* The number of contracts does not omit 000's.

 

Cash of $1,572 was pledged as initial margin deposit and collateral for daily variation margin loss on open futures contracts at January 31, 2014. 

 

Foreign Currency Contracts Outstanding at January 31, 2014

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
BRL  Sell  03/06/2014  MSC  $2,395   $2,316   $79   $ 
BRL  Sell  03/06/2014  MSC   1,243    1,248        (5)
CAD  Buy  02/03/2014  BCLY   114    114         
CHF  Buy  02/04/2014  GSC   220    219        (1)
COP  Sell  03/19/2014  BOA   554    534    20     
COP  Sell  03/19/2014  MSC   553    534    19     
COP  Sell  03/19/2014  SCB   553    534    19     
EUR  Buy  02/04/2014  BNP   155    154        (1)
EUR  Sell  03/19/2014  CSFB   515    504    11     
EUR  Sell  03/19/2014  HSBC   261    256    5     
EUR  Sell  03/19/2014  JPM   134    133    1     
EUR  Sell  03/19/2014  MSC   4,046    3,960    86     
GBP  Buy  02/04/2014  JPM   287    286        (1)

  

23
 

 

The Hartford Balanced Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Foreign Currency Contracts Outstanding at January 31, 2014 - (continued)

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
MXN  Buy  02/05/2014  BMO  $2,508   $2,508   $   $ 
MXN  Buy  03/19/2014  CSFB   666    662        (4)
MXN  Buy  03/19/2014  HSBC   1,146    1,109        (37)
MXN  Buy  03/19/2014  UBS   753    748        (5)
MXN  Sell  03/19/2014  BMO   2,499    2,499         
MYR  Buy  03/19/2014  GSC   509    490        (19)
MYR  Buy  03/19/2014  JPM   109    107        (2)
MYR  Sell  03/19/2014  BCLY   599    597    2     
PEN  Sell  03/19/2014  BNP   409    407    2     
PEN  Sell  03/19/2014  BOA   409    407    2     
PEN  Sell  03/19/2014  UBS   409    407    2     
PHP  Buy  03/19/2014  CBK   510    496        (14)
PHP  Buy  03/19/2014  JPM   105    103        (2)
RUB  Buy  03/19/2014  JPM   89    84        (5)
RUB  Sell  03/19/2014  DEUT   2,926    2,744    182     
ZAR  Sell  03/19/2014  BOA   1,013    949    64     
                      $494   $(96)

 

Over-the-Counter Credit Default Swap Contracts Outstanding at January 31, 2014

 

      Notional   (Pay)/ Receive Fixed
Rate/ Implied
  Expiration  Upfront
Premiums
   Upfront
Premiums
   Market   Unrealized
Appreciation/(Depreciation)
 
Reference Entity  Counterparty  Amount (a)   Credit Spread (b)  Date  Paid   Received   Value ╪   Asset   Liability 
Credit default swaps on traded indices:                                       
Sell protection:                                       
CDX.NA.HY.19  BCLY  $35,500   5.00%  12/20/17  $521   $   $2,876   $2,355   $ 
                                        
Credit default swaps on single-name issues:                                       
Buy protection:                                       
Cox Communications, Inc.  MSC  $455   (1.00)% / 0.70%  03/20/19  $   $(6)  $(7)  $   $(1)
Venezuela (Republic of)  BOA   745   (5.00)% / 14.89%  03/20/19   138        236    98     
Venezuela (Republic of)  DEUT   1,315   (5.00)% / 14.89%  03/20/19   249        418    169     
Viacom, Inc.  BOA   9,750   (1.00)% / 0.48%  12/20/18       (208)   (241)       (33)
Total                $387   $(214)  $406   $267   $(34)
                 $908   $(214)  $3,282   $2,622   $(34)

  

(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.  Notional shown in U.S. dollars unless otherwise noted.

 

(b)Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues, U.S. municipal issues or sovereign government issues as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood of risk of default for the credit derivative.  The implied credit spread of a particular entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement.  Wider credit spreads represent a deterioration of the reference entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement.  The percentage shown is the implied credit spread on January 31, 2014.  For credit default swap agreements on indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk.

  

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

24
 

 

The Hartford Balanced Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Counterparty Abbreviations:
BCLY Barclays  
BMO Bank of Montreal
BNP BNP Paribas Securities  
BOA Banc of America Securities LLC
CBK Citibank NA  
CSFB Credit Suisse First Boston Corp.
DEUT Deutsche Bank Securities, Inc.
GSC Goldman Sachs & Co.
HSBC HSBC Bank USA
JPM JP Morgan Chase & Co.  
MSC Morgan Stanley  
SCB Standard Chartered Bank
UBS UBS AG  
   
Currency Abbreviations:
BRL Brazilian Real  
CAD Canadian Dollar  
CHF Swiss Franc  
COP Colombian Peso  
EUR EURO  
GBP British Pound  
MXN Mexican New Peso  
MYR Malaysian Ringgit  
PEN Peruvian New Sol  
PHP Philippine Peso  
RUB New Ruble  
ZAR South African Rand  
 
Index Abbreviations:
CDX.NA.HY Credit Derivatives North American High Yield
 
Municipal Bond Abbreviations:
GO General Obligation  
PA Port Authority  
Rev Revenue  

 

Other Abbreviations:

ADR American Depositary Receipt
FFCB Federal Farm Credit Bank
FHLB Federal Home Loan Bank
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
GNMA Government National Mortgage Association
LIBOR London Interbank Offered Rate
REIT Real Estate Investment Trust

 

Credit Exposure

as of January 31, 2014

 

Credit Rating *  Percentage
of Net Assets
 
Aaa / AAA   0.3%
Aa / AA   1.8 
A   11.6 
Baa / BBB   29.1 
Ba / BB   3.2 
B   2.4 
Caa / CCC or Lower   2.8 
Not Rated   0.3 
Non-Debt Securities and Other Short-Term Instruments   47.9 
Other Assets and Liabilities   0.6 
Total   100.0%

 

* Credit exposure is the long-term credit ratings for the Fund's holdings, as of the date noted, as provided by Standard and Poor's (S&P) or Moody's Investors Service and typically range from AAA/Aaa (highest) to C/D (lowest). If Moody's and S&P assign different ratings, the lower rating is used. Fixed income securities that are not rated by either agency are listed as "Not Rated." Ratings do not apply to the Fund itself or to Fund shares. Ratings may change.

 

25
 

 

The Hartford Balanced Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

  

Investment Valuation Hierarchy Level Summary

January 31, 2014

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Asset & Commercial Mortgage Backed Securities  $60,882   $   $46,742   $14,140 
Common Stocks ‡   1,906,273    1,744,349    161,924     
Corporate Bonds   1,843,380        1,841,581    1,799 
Foreign Government Obligations   210,915        210,915     
Municipal Bonds   19,044        19,044     
Preferred Stocks   4,175    3,262    913     
Senior Floating Rate Interests   10,315        10,315     
U.S. Government Securities   5,532        5,532     
Short-Term Investments   90,459        90,459     
Total  $4,150,975   $1,747,611   $2,387,425   $15,939 
Credit Default Swaps *   2,622        2,622     
Foreign Currency Contracts *   494        494     
Futures *   1,044    1,044         
Total  $4,160   $1,044   $3,116   $ 
Liabilities:                    
Credit Default Swaps *   34        34     
Foreign Currency Contracts *   96        96     
Futures *   677    677         
Total  $807   $677   $130   $ 

 

For the three-month period ended January 31, 2014, there were no transfers between Level 1 and Level 2.

The Fund has all or primarily all of the equity securities categorized in a particular level.  Refer to the Schedule of Investments for further industry breakout.
*Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

 

Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value: 

 

  

Balance as
of
October
31, 2013

  

Realized
Gain
(Loss)

  

Change in
Unrealized
Appreciation
(Depreciation)

  

Net
Amortization

  

Purchases

  

Sales

  

Transfers
Into
Level 3 *

  

Transfers
Out of
Level 3 *

  

Balance as
of
January
31, 2014

 
Assets:                                             
Asset & Commercial Mortgage Backed Securities   $12,771   $113   $281  $185   $826   $(540)  $504   $   $14,140 
Corporate Bonds    1,746        53                       1,799 
Total   $14,517   $113   $334   $185   $826   $(540)  $504   $   $15,939 

 

*Investments are transferred into and out of Level 3 for a variety of reasons including, but not limited to:

1) Investments where trading has been halted (transfer into Level 3) or investments where trading has resumed (transfer out of Level 3).

2) Broker quoted investments (transfer into Level 3) or quoted prices in active markets (transfer out of Level 3).

3) Investments that have certain restrictions on trading (transfer into Level 3) or investments where trading restrictions have expired (transfer out of Level 3).

Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2014 was $287.
Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2014 was $53.

 

Note:For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

26
 

 

The Hartford Capital Appreciation Fund
Schedule of Investments
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 

COMMON STOCKS - 96.2%

     
     Automobiles and Components - 4.9%     
 194   Dana Holding Corp.   $3,674 
 194   Fiat S.p.A.    1,928 
 17,287   Ford Motor Co.    258,608 
 87   General Motors Co. ●    3,121 
 6,581   Goodyear (The) Tire & Rubber Co.    155,713 
 69   Harley-Davidson, Inc.    4,248 
 2,091   TRW Automotive Holdings Corp. ●    155,033 
         582,325 
     Banks - 5.4%     
 9,480   Banco Bilbao Vizcaya Argentaria S.A.    113,081 
 8,205   Grupo Financiero Banorte S.A.B. de C.V.    51,790 
 4,092   ICICI Bank Ltd.    64,247 
 25,513   Mitsubishi UFJ Financial Group, Inc.    153,376 
 348   PNC Financial Services Group, Inc.    27,836 
 72   Societe Generale Class A    4,040 
 10,063   Standard Chartered plc    204,523 
 511   Wells Fargo & Co.    23,151 
         642,044 
     Capital Goods - 7.7%     
 25   3M Co.    3,200 
 71   AGCO Corp.    3,778 
 65   AMETEK, Inc.    3,217 
 46   Arcam AB ●    1,968 
 187   Armstrong World Industries, Inc. ●    10,384 
 59   Assa Abloy Ab    2,941 
 78   Belden, Inc.    5,030 
 965   Cummins, Inc.    122,574 
 324   DigitalGlobe, Inc. ●    12,352 
 82   Eaton Corp. plc    5,970 
 12   Esterline Technologies Corp. ●    1,279 
 55   Flowserve Corp.    3,969 
 376   HD Supply Holdings, Inc. ●    8,064 
 2,845   KBR, Inc.    89,055 
 52   Lockheed Martin Corp.    7,890 
 28   Moog, Inc. Class A ●    1,678 
 68   Northrop Grumman Corp.    7,814 
 2,695   Owens Corning, Inc. ●    102,802 
 30   Parker-Hannifin Corp.    3,397 
 58   Polypore International, Inc. ●    1,907 
 934   Raytheon Co.    88,767 
 2,520   Rexel S.A.    64,734 
 5,713   Rolls-Royce Holdings plc    111,266 
 2,237   Safran S.A.    158,953 
 1   Stanley Black & Decker, Inc.    39 
 20   Teledyne Technologies, Inc. ●    1,792 
 88   Textron, Inc.    3,111 
 396   TransDigm Group, Inc.    66,212 
 58   United Technologies Corp.    6,631 
 12   W.W. Grainger, Inc.    2,886 
 44   Wabtec Corp.    3,237 
 95   WESCO International, Inc. ●    7,920 
 175   Westport Innovations, Inc. ●    2,974 
         917,791 
     Commercial and Professional Services - 0.5%     
 1,202   ADT (The) Corp.    36,094 
 105   Clean Harbors, Inc. ●    5,900 
 41   Equifax, Inc. ●    2,860 
 171   Herman Miller, Inc.    4,804 
 74   IHS, Inc. ●    8,345 
 137   Knoll, Inc.    2,266 
 94   Nielsen Holdings N.V.    3,959 
         64,228 
     Consumer Durables and Apparel - 1.7%     
 242   D.R. Horton, Inc.    5,672 
 112   Electrolux AB Series B    2,385 
 184   Fifth & Pacific Cos., Inc. ●    5,275 
 41   Fossil Group, Inc. ●    4,614 
 206   Lennar Corp.    8,277 
 135   Lululemon Athletica, Inc. ●    6,186 
 228   Mattel, Inc.    8,638 
 83   One Kings Lane, Inc. ⌂●†    1,156 
 6,337   Pulte Group, Inc.    128,762 
 102   PVH Corp.    12,334 
 1,522   Samsonite International S.A.    4,173 
 118   Vera Bradley, Inc. ●    2,831 
 41   Whirlpool Corp.    5,510 
         195,813 
     Consumer Services - 3.3%     
 118   American Public Education, Inc. ●    5,012 
 346   Bloomin' Brands, Inc. ●    7,943 
 3,194   Compass Group plc    47,733 
 6,831   Diamond Resorts LLC ●    119,539 
 54   Dunkin' Brands Group, Inc.    2,500 
 78   Grand Canyon Education, Inc. ●    3,428 
 57   ITT Educational Services, Inc. ●    1,688 
 139   McDonald's Corp.    13,125 
 285   MGM China Holdings Ltd.    1,118 
 48   Outerwall, Inc. ●    3,065 
 28   Panera Bread Co. Class A ●    4,785 
 60   Tim Hortons, Inc.    3,090 
 2,526   Wyndham Worldwide Corp.    179,197 
         392,223 
     Diversified Financials - 4.7%     
 933   Ameriprise Financial, Inc.    98,518 
 96   Banca Generali S.p.A.    2,940 
 50   BlackRock, Inc.    15,050 
 2,979   Citigroup, Inc.    141,278 
 381   Henderson Group plc    1,373 
 100   Invesco Ltd.    3,317 
 65   Japan Exchange Group, Inc.    1,580 
 4,172   JP Morgan Chase & Co.    230,940 
 197   Julius Baer Group Ltd.    9,552 
 54   LPL Financial Holdings, Inc.    2,880 
 49   Northern Trust Corp.    2,933 
 2,170   ORIX Corp.    32,907 
 149   Platform Speciality Products Corp. ●    2,070 
 42   Silver Eagle Acquisition Corp. ●†    427 
 104   Waddell & Reed Financial, Inc. Class A    6,718 
 99   Wisdomtree Investment, Inc. ●    1,403 
         553,886 
     Energy - 4.9%     
 128   Anadarko Petroleum Corp.    10,358 
 103   Atwood Oceanics, Inc. ●    4,874 
 46   Baker Hughes, Inc.    2,591 
 1,095   BG Group plc    18,402 
 3,118   BP plc ADR    146,212 

 

1
 

 

The Hartford Capital Appreciation Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 

COMMON STOCKS - 96.2% - (continued)

     
     Energy - 4.9% - (continued)     
 2,008   Cameco Corp.   $42,617 
 47   Cameron International Corp. ●    2,841 
 159   Canadian Natural Resources Ltd. ADR    5,216 
 48   Chevron Corp.    5,353 
 135,668   China Petroleum & Chemical Corp. Class H    107,163 
 568   Cobalt International Energy, Inc. ●    9,292 
 56   Continental Resources, Inc. ●    6,215 
 100   Exxon Mobil Corp.    9,252 
 1,323   Halliburton Co.    64,851 
 81   Inpex Corp.    960 
 10,434   JX Holdings, Inc.    50,299 
 946   Karoon Gas Australia Ltd. ●    2,656 
 253   McDermott International, Inc. ●    2,108 
 75   National Oilwell Varco, Inc.    5,662 
 71   Newfield Exploration Co. ●    1,759 
 32   Occidental Petroleum Corp.    2,799 
 109   Pioneer Natural Resources Co.    18,376 
 114   QEP Resources, Inc.    3,525 
 28   Range Resources Corp.    2,413 
 120   Southwestern Energy Co. ●    4,881 
 143   Suncor Energy, Inc.    4,694 
 143   Superior Energy Services, Inc.    3,372 
 543   Trican Well Service Ltd.    6,217 
 49   Whiting Petroleum Corp. ●    2,857 
 1,486   YPF Sociedad Anonima ADR    32,973 
         580,788 
     Food and Staples Retailing - 2.4%     
 4,203   CVS Caremark Corp.    284,594 
 53   Wal-Mart Stores, Inc.    3,963 
         288,557 
     Food, Beverage and Tobacco - 3.1%     
 1,589   Anheuser-Busch InBev N.V.    152,276 
 72   Anheuser-Busch InBev N.V. ADR    6,948 
 31   Bunge Ltd. Finance Corp.    2,354 
 233   Diageo Capital plc    6,921 
 52   Green Mountain Coffee Roasters, Inc.    4,248 
 135   Imperial Tobacco Group plc    4,925 
 86   Kraft Foods Group, Inc.    4,484 
 62,881   LT Group, Inc.    25,454 
 200   Maple Leaf Foods, Inc.    2,827 
 37   Molson Coors Brewing Co.    1,929 
 4,371   Mondelez International, Inc.    143,134 
 44   Monster Beverage Corp. ●    2,984 
 38   Philip Morris International, Inc.    2,950 
 517   Treasury Wine Estates Ltd.    1,653 
 102   Unilever N.V. NY Shares ADR    3,801 
         366,888 
     Health Care Equipment and Services - 4.8%     
 4,576   Aetna, Inc.    312,676 
 3,000   Boston Scientific Corp. ●    40,590 
 187   Cardinal Health, Inc.    12,694 
 766   CareView Communications, Inc. ●†    352 
 162   Catamaran Corp. ●    7,891 
 43   CIGNA Corp.    3,706 
 1,467   Covidien plc    100,095 
 18   Express Scripts Holding Co. ●    1,352 
 1,418   HCA Holdings, Inc. ●    71,288 
 131   Medtronic, Inc.    7,396 
 48   St. Jude Medical, Inc.    2,908 
 54   Universal Health Services, Inc. Class B    4,396 
 49   Wellpoint, Inc.    4,231 
         569,575 
     Household and Personal Products - 0.8%     
 14   Estee Lauder Co., Inc.    957 
 3,078   Svenska Cellulosa AB Class B    87,534 
         88,491 
     Insurance - 4.2%     
 48   ACE Ltd.    4,523 
 1,971   Aflac, Inc.    123,720 
 6,171   American International Group, Inc.    295,983 
 246   Assicurazioni Generali S.p.A.    5,316 
 219   Assured Guaranty Ltd.    4,635 
 52   AXA S.A.    1,377 
 1,469   China Pacific Insurance Co., Ltd.    5,333 
 70   Delta Lloyd N.V.    1,810 
 78   Lincoln National Corp.    3,759 
 156   Marsh & McLennan Cos., Inc.    7,125 
 166   MetLife, Inc.    8,119 
 67   Reinsurance Group of America, Inc.    5,038 
 159   T&D Holdings, Inc.    1,931 
 95   Zurich Financial Services AG    27,503 
         496,172 
     Materials - 3.8%     
 26   Air Liquide    3,303 
 451   Allied Nevada Gold Corp. ●    2,214 
 678   AuRico Gold, Inc.    3,110 
 51   Ball Corp.    2,594 
 5,295   Barrick Gold Corp.    102,084 
 110   Cabot Corp.    5,377 
 40   Celanese Corp.    2,031 
 529   Continental Gold Ltd. ●    1,658 
 87   Dow Chemical Co.    3,955 
 512   Ecolab, Inc.    51,515 
 37   Givaudan    54,832 
 60   International Paper Co.    2,880 
 9,854   Ivanhoe Mines Ltd. PIPE ●†    14,333 
 2,953   JSR Corp.    52,583 
 109   Louisiana-Pacific Corp. ●    1,918 
 50   Methanex Corp. ADR    3,004 
 14,494   Mitsui Chemicals, Inc.    34,598 
 159   Norbord, Inc.    4,465 
 5   OCI Co., Ltd. ●    953 
 60   Packaging Corp. of America    3,846 
 78   Praxair, Inc.    9,778 
 58   Reliance Steel & Aluminum    4,090 
 11   Rock Tenn Co. Class A    1,068 
 20,970   Turquoise Hill Resources Ltd. ●    73,605 
 50   Vulcan Materials Co.    3,082 
 31   Wacker Chemie AG    3,629 
         446,505 
     Media - 3.2%     
 72   CBS Corp. Class B    4,256 
 333   DHX Media Ltd.    1,419 
 28   DirecTV ●    1,916 
 68   DISH Network Corp. ●    3,851 

 

2
 

 

The Hartford Capital Appreciation Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 

COMMON STOCKS - 96.2% - (continued)

     
     Media - 3.2% - (continued)     
 25   Harvey Weinstein Co. Holdings Class A-1 ⌂●†∞   $ 
 10,549   Interpublic Group of Cos., Inc.    172,158 
 22   McGraw Hill Financial, Inc.    1,696 
 137   Omnicom Group, Inc.    9,966 
 79   Pandora Media, Inc. ●    2,861 
 58   Quebecor, Inc.    1,233 
 345   Time Warner Cable, Inc.    46,019 
 2,061   Time Warner, Inc.    129,510 
 155   WPP plc    3,250 
         378,135 
     Pharmaceuticals, Biotechnology and Life Sciences - 10.0%     
 42   Actavis plc ●    7,881 
 30   Alkermes plc ●    1,475 
 103   Almirall S.A.    1,641 
 39   Alnylam Pharmaceuticals, Inc. ●    3,254 
 40   Amgen, Inc.    4,734 
 42   Anacor Pharmaceuticals, Inc. ●    791 
 3,650   Arena Pharmaceuticals, Inc. ●    23,142 
 600   Astellas Pharma, Inc.    37,073 
 190   AstraZeneca plc    12,037 
 1,846   AstraZeneca plc ADR    117,211 
 6   Biogen Idec, Inc. ●    2,010 
 4,086   Bristol-Myers Squibb Co.    204,156 
 31   Celgene Corp. ●    4,688 
 53   Eli Lilly & Co.    2,860 
 10,162   Excel Medical Fund L.P. ⌂●†Ђ    8,082 
 49   Foundation Medicine, Inc. ●    1,454 
 5,942   Gilead Sciences, Inc. ●    479,198 
 9   Illumina, Inc. ●    1,309 
 14   Incyte Corp. ●    885 
 84   Innate Pharma S.A. ●    801 
 27   Isis Pharmaceuticals, Inc. ●    1,360 
 155   Johnson & Johnson    13,681 
 28   Medivation, Inc. ●    2,247 
 898   Merck & Co., Inc.    47,567 
 67   NPS Pharmaceuticals, Inc. ●    2,413 
 42   Ono Pharmaceutical Co., Ltd.    3,660 
 100   Portola Pharmaceuticals, Inc. ●    2,671 
 12   Puma Biotechnology, Inc. ●    1,412 
 26   Regeneron Pharmaceuticals, Inc. ●    7,638 
 64   Roche Holding AG    17,677 
 38   Salix Pharmaceuticals Ltd. ●    3,670 
 59   Seattle Genetics, Inc. ●    2,655 
 31   Tesaro, Inc. ●    979 
 3,250   Teva Pharmaceutical Industries Ltd. ADR    145,048 
 1,051   TherapeuticsMD, Inc. ●    6,915 
 58   Vertex Pharmaceuticals, Inc. ●    4,575 
 94   Zoetis, Inc.    2,857 
         1,181,707 
     Real Estate - 0.5%     
 34   AvalonBay Communities, Inc. REIT    4,169 
 27   Boston Properties, Inc. REIT    2,917 
 41   Plum Creek Timber Co., Inc. REIT    1,779 
 75   Realogy Holdings Corp. ●    3,401 
 1,442   Weyerhaeuser Co. REIT    43,091 
 31   Zillow, Inc. ●    2,526 
         57,883 
     Retailing - 6.9%     
 5   Abercrombie & Fitch Co. Class A    179 
 8   Advance Automotive Parts, Inc.    913 
 160   Aeropostale, Inc. ●    1,128 
 20   Amazon.com, Inc. ●    7,339 
 379   AutoZone, Inc. ●    187,695 
 6,842   Best Buy Co., Inc.    161,069 
 68   Conns, Inc. ●    4,104 
 133   Dick's Sporting Goods, Inc.    6,978 
 91   Dollar Tree, Inc. ●    4,616 
 156   Express, Inc. ●    2,709 
 178   Francescas Holding Corp. ●    3,381 
 159   GameStop Corp. Class A    5,563 
 874   Groupon, Inc. ●    9,146 
 73   Home Depot, Inc.    5,591 
 40,379   Intime Retail Group Co., Ltd.    40,546 
 43   L Brands, Inc.    2,230 
 3,269   Liberty Media - Interactive A ●    87,318 
 332   Lowe's Cos., Inc.    15,358 
 16   Netflix, Inc. ●    6,602 
 494   Office Depot, Inc. ●    2,415 
 61   Priceline.com, Inc. ●    69,705 
 145   Rakuten, Inc.    2,379 
 5   Restoration Hardware Holdings, Inc. ●    269 
 2,200   TJX Cos., Inc.    126,192 
 771   Tory Burch LLC ⌂●†    58,083 
 23   Tractor Supply Co.    1,510 
 78   TripAdvisor, Inc. ●    6,056 
 150   Tuesday Morning Corp. ●    1,969 
         821,043 
     Semiconductors and Semiconductor Equipment - 4.3%     
 119   Analog Devices, Inc.    5,754 
 7,470   GCL-Poly Energy Holdings Ltd. ●    2,530 
 497   GT Advanced Technologies, Inc. ●    5,104 
 87   Hynix Semiconductor, Inc. ●    3,017 
 151   Intel Corp.    3,703 
 152   Maxim Integrated Products, Inc.    4,601 
 11,478   Micron Technology, Inc. ●    264,446 
 4,211   NXP Semiconductors N.V. ●    203,623 
 3   Samsung Electronics Co., Ltd.    3,487 
 165   Skyworks Solutions, Inc. ●    5,004 
 314   Sumco Corp.    2,400 
 696   SunEdison, Inc. ●    9,683 
         513,352 
     Software and Services - 9.2%     
 367   21Vianet Group, Inc. ADR ●    8,290 
 27   Accenture plc    2,152 
 6,516   Activision Blizzard, Inc.    111,614 
 1,356   Akamai Technologies, Inc. ●    64,678 
 3,980   Amadeus IT Holding S.A. Class A    157,432 
 170   Angie's List, Inc. ●    3,043 
 243   Autodesk, Inc. ●    12,448 
 63   Automatic Data Processing, Inc.    4,807 
 118   Booz Allen Hamilton Holding Corp.    2,160 
 436   Cadence Design Systems, Inc. ●    6,153 
 42   Capital Gemini S.A.    2,856 
 47   Check Point Software Technologies Ltd. ADR ●    3,081 
 39   Cognizant Technology Solutions Corp. ●    3,809 

 

3
 

 

The Hartford Capital Appreciation Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 

COMMON STOCKS - 96.2% - (continued)

     
     Software and Services - 9.2% - (continued)     
 90   Concur Technologies, Inc. ●   $10,891 
 18   Dropbox, Inc. ⌂●†    316 
 68   Facebook, Inc. ●    4,265 
 5,249   Genpact Ltd. ●    89,077 
 47   Global Payments, Inc.    3,090 
 238   Google, Inc. ●    280,904 
 42   Heartland Payment Systems, Inc.    1,811 
 44   IAC/InterActiveCorp.    3,062 
 40   LinkedIn Corp. Class A ●    8,699 
 4,082   Microsoft Corp.    154,485 
 3,571   Monitise plc ●    3,900 
 306   Oracle Corp.    11,306 
 57   Salesforce.com, Inc. ●    3,449 
 124   Symantec Corp.    2,651 
 17   Tableau Software, Inc. ●    1,352 
 39   Total System Services, Inc.    1,164 
 28   Twitter, Inc. ●    1,776 
 197   UbiSoft Entertainment S.A. ●    2,746 
 170   Web.com Group, Inc. ●    5,750 
 3,172   Yahoo!, Inc. ●    114,248 
 16   Yelp, Inc. ●    1,209 
         1,088,674 
     Technology Hardware and Equipment - 2.0%     
 24   3D Systems Corp. ●    1,863 
 11   Apple, Inc.    5,657 
 155   CDW Corp. of Delaware    3,664 
 869   Cisco Systems, Inc.    19,050 
 676   EMC Corp.    16,390 
 168   Hewlett-Packard Co.    4,863 
 130   JDS Uniphase Corp. ●    1,730 
 25   Loral Space & Communications, Inc. ●    1,870 
 57   Palo Alto Networks, Inc. ●    3,409 
 1,346   ParkerVision, Inc. ●    6,177 
 1,810   Qualcomm, Inc.    134,340 
 20   Stratasys Ltd. ●    2,470 
 662   TE Connectivity Ltd.    37,387 
 173   Xerox Corp.    1,880 
         240,750 
     Telecommunication Services - 0.8%     
 2,571   Intelsat S.A. ●    51,363 
 61   KDDI Corp.    3,343 
 7,705   Portugal Telecom SGPS S.A.    33,866 
 25   T-Mobile US, Inc.    773 
 109   Verizon Communications, Inc.    5,217 
 411   Vodafone Group plc    1,524 
         96,086 
     Transportation - 6.4%     
 262   Air Canada-Class B ●    1,835 
 30   FedEx Corp.    4,013 
 7,102   Hertz Global Holdings, Inc. ●    184,791 
 17,255   JetBlue Airways Corp. ●    151,154 
 730   Kansas City Southern    77,063 
 189   Knight Transportation, Inc.    4,030 
 30   Norfolk Southern Corp.    2,773 
 6,947   United Continental Holdings, Inc. ●    318,444 
 173   United Parcel Service, Inc. Class B    16,507 
         760,610 
     Utilities - 0.7%     
 48,669   China Longyuan Power Group Corp.   58,612 
 92   Edison International   4,411 
 115   NRG Energy, Inc.   3,211 
 2,042   Power Grid Corp. of India Ltd.   3,122 
 573   Snam S.p.A.   3,140 
 130   UGI Corp.   5,661 
 178   Xcel Energy, Inc.   5,147 
         83,304 
     Total common stocks     
     (cost $9,295,439)  $11,406,830 
           
PREFERRED STOCKS - 1.9%     
     Automobiles and Components - 0.9%     
 433   Volkswagen AG N.V.   $109,322 
           
     Media - 1.0%     
 2,454   ProSieben Sat.1 Media AG    109,923 
           
     Total preferred stocks     
     (cost $204,137)   $219,245 
           
WARRANTS - 0.0%     
     Diversified Financials - 0.0%     
 64   Platform Speciality Products Corp. ⌂   $52 
           
     Total warrants     
     (cost $1)  $52 
           
EXCHANGE TRADED FUNDS - 0.0%     
     Other Investment Pools and Funds - 0.0%     
 9   S&P 500 Depositary Receipt  $1,550 
           
     Total exchange traded funds     
     (cost $1,587)  $1,550 
           
CORPORATE BONDS - 0.1%     
     Petroleum and Coal Products Manufacturing - 0.1%     
     Cobalt International Energy, Inc.     
$11,615   2.63%, 12/01/2019 ۞   $10,337 
           
     Total corporate bonds     
     (cost $10,341)   $10,337 
           
     Total long-term investments     
     (cost $9,511,505)   $11,638,014 
           
SHORT-TERM INVESTMENTS - 2.0%     
Repurchase Agreements - 2.0%     
     Bank of  Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in
the amount of $32,186, collateralized by
U.S. Treasury Bill 0.07% - 0.14%, 2014,
U.S. Treasury Bond 2.75% - 11.25%,
2015 - 2043, U.S. Treasury Note 0.25% -
4.25%, 2014 - 2023, value of $32,829)
     
$32,186    0.02%, 1/31/2014   $32,186 

 

4
 

 

The Hartford Capital Appreciation Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount          Market Value ╪ 
SHORT-TERM INVESTMENTS - 2.0% - (continued)             
Repurchase Agreements - 2.0% - (continued)             
     Bank of America Merrill Lynch TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $10,621,
collateralized by FHLMC 3.50% - 4.00%,
2042 - 2043, FNMA 2.81% - 4.50%, 2041
- 2042, value of $10,834)
            
$10,621    0.02%, 1/31/2014          $10,621 
     Bank of Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in
the amount of $27,660, collateralized by
FHLB 0.88%, 2017, FHLMC 0.05% -
5.50%, 2014 - 2043, FNMA 2.00% -
3.50%, 2025 - 2028, GNMA 3.50%, 2042
- 2043, U.S. Treasury Note 2.38%, 2014,
value of $28,213)
            
 27,660    0.03%, 1/31/2014           27,660 
     Barclays Capital TriParty Repurchase
Agreement (maturing on 02/03/2014 in
the amount of $29,299, collateralized by
U.S. Treasury Note 0.25% - 2.38%, 2014
- 2015, value of $29,886)
            
 29,299    0.02%, 1/31/2014           29,299 
     Citigroup Global Markets, Inc. TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $64,341,
collateralized by U.S. Treasury Bill
0.06% - 0.10%, 2014, U.S. Treasury Bond
3.00% - 8.75%, 2017 - 2042, U.S.
Treasury Note 0.25% - 3.75%, 2015 -
2023, value of $65,628)
            
 64,341    0.02%, 1/31/2014           64,341 
     Deutsche Bank Securities TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $8,549,
collateralized by FHLMC 3.00% - 5.50%,
2019 - 2043, FNMA 3.00% - 6.50%, 2021
- 2043, GNMA 3.00% - 6.00%, 2037 -
2053, value of $8,720)
            
 8,549    0.03%, 1/31/2014           8,549 
     RBS Securities, Inc. TriParty Repurchase
Agreement (maturing on 02/03/2014 in
the amount of $7,151, collateralized by
U.S. Treasury Note 2.63%, 2014, value of
$7,295)
            
 7,151    0.02%, 1/31/2014           7,151 
     TD Securities TriParty Repurchase
Agreement (maturing on 02/03/2014 in
the amount of $61,082, collateralized by
FFCB 0.14%, 2015, FHLB 0.55%, 2017,
FHLMC 3.00% - 4.38%, 2015 - 2043,
FNMA 2.50% - 4.50%, 2025 - 2043,
value of $62,304)
            
 61,082    0.03%, 1/31/2014           61,082 
     UBS Securities, Inc. Repurchase Agreement
(maturing on 02/03/2014 in the amount of
$559, collateralized by U.S. Treasury
Note 2.38%, 2015, value of $572)
          
 559    0.01%, 1/31/2014        559 
              241,448 
     Total short-term investments          
     (cost $241,448)        $241,448 
                
     Total investments           
     (cost $9,752,953) ▲   100.2%  $11,879,462 
     Other assets and liabilities    (0.2)%   (22,241)
     Total net assets    100.0%  $11,857,221 

 

5
 

 

 

The Hartford Capital Appreciation Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

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 may 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.

 

At January 31, 2014, the cost of securities for federal income tax purposes was $9,699,387 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $2,443,942 
Unrealized Depreciation   (263,867)
Net Unrealized Appreciation  $2,180,075 

 

These securities were 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 January 31, 2014, the aggregate value of these securities was $82,749, which represents 0.7% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

 

Non-income producing.

 

ЂAs of January 31, 2014, the Fund has future commitments to purchase an additional $1,909.

 

Securities exempt from registration under Regulation D of the Securities Act of 1933.  The Fund may only be able to resell these securities if they are subsequently registered or if an exemption from registration under the federal and state securities laws is available. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2014, the aggregate value and percentage of net assets of these securities rounds to zero.

 

۞Convertible security.

 

The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933 and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

 

Period Acquired  Shares/ Par   Security  Cost Basis 
01/2014   18   Dropbox, Inc.  $351 
05/2011 - 12/2013   10,162   Excel Medical Fund L.P.   10,162 
10/2005   25   Harvey Weinstein Co. Holdings Class A-1  - Reg D   23,636 
01/2014   83   One Kings Lane, Inc.   1,285 
05/2013   64   Platform Specialty Products Corp. Warrants   1 
11/2013   771   Tory Burch LLC   60,400 

 

At January 31, 2014, the aggregate value of these securities was $67,689, which represents 0.6% of total net assets.

 

6
 

 

The Hartford Capital Appreciation Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Foreign Currency Contracts Outstanding at January 31, 2014

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
AUD  Buy  02/04/2014  BOA  $120   $120   $   $ 
CAD  Buy  02/03/2014  BCLY   305    306    1     
EUR  Sell  02/03/2014  GSC   250    247    3     
EUR  Sell  02/05/2014  SSG   246    246         
GBP  Buy  02/04/2014  BCLY   133    133         
GBP  Buy  02/04/2014  JPM   877    875        (2)
GBP  Buy  02/05/2014  SSG   331    331         
GBP  Sell  02/03/2014  GSC   27    27         
GBP  Sell  02/05/2014  SSG   30,495    30,488    7     
HKD  Sell  02/05/2014  BOA   192    192         
JPY  Buy  02/03/2014  MSC   200    201    1     
JPY  Sell  12/03/2014  BCLY   229,496    229,443    53     
JPY  Sell  02/04/2014  BOA   8,015    8,032        (17)
JPY  Sell  02/05/2014  BOA   2,377    2,389        (12)
JPY  Sell  12/03/2014  BOA   110,179    110,054    125     
JPY  Sell  12/03/2014  CBK   110,137    110,054    83     
JPY  Sell  12/03/2014  DEUT   22,326    22,761        (435)
JPY  Sell  02/03/2014  MSC   6,269    6,319        (50)
SEK  Sell  02/03/2014  JPM   36    35    1     
                      $274   $(516)

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Counterparty Abbreviations:
BCLY Barclays  
BOA Banc of America Securities LLC
CBK Citibank NA  
DEUT Deutsche Bank Securities, Inc.
GSC Goldman Sachs & Co.
JPM JP Morgan Chase & Co.  
MSC Morgan Stanley  
SSG State Street Global Markets LLC
   
Currency Abbreviations:
AUD Australian Dollar  
CAD Canadian Dollar  
EUR EURO  
GBP British Pound  
HKD Hong Kong Dollar  
JPY Japanese Yen  
SEK Swedish Krona  

 

Index Abbreviations:
S&P Standard & Poors
 
Other Abbreviations:
ADR American Depositary Receipt
FFCB Federal Farm Credit Bank
FHLB Federal Home Loan Bank
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
GNMA Government National Mortgage Association
PIPE Private Investment in Public Equity
REIT Real Estate Investment Trust

 

7
 

  

The Hartford Capital Appreciation Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Diversification by Sector

as of January 31, 2014

 

Sector  Percentage of
Net Assets
 
Equity Securities     
Consumer Discretionary   21.9%
Consumer Staples   6.3 
Energy   4.9 
Financials   14.8 
Health Care   14.8 
Industrials   14.6 
Information Technology   15.5 
Materials   3.8 
Services   0.8 
Utilities   0.7 
Total   98.1%
Fixed Income Securities     
Energy   0.1%
Total   0.1%
Short-Term Investments   2.0 
Other Assets and Liabilities   (0.2)
Total   100.0%

 

A sector may be comprised of several industries.  For Fund compliance purposes, the Fund may not use the same classification system and these sector classifications are used for reporting ease.

 

8
 

 

The Hartford Capital Appreciation Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary

January 31, 2014

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks                    
Automobiles and Components  $582,325   $580,397   $1,928   $ 
Banks   642,044    102,777    539,267     
Capital Goods   917,791    642,663    275,128     
Commercial and Professional Services   64,228    64,228         
Consumer Durables and Apparel   195,813    188,099    6,558    1,156 
Consumer Services   392,223    343,372    48,851     
Diversified Financials   553,886    505,534    48,352     
Energy   580,788    401,308    179,480     
Food and Staples Retailing   288,557    288,557         
Food, Beverage and Tobacco   366,888    175,659    191,229     
Health Care Equipment and Services   569,575    569,575         
Household and Personal Products   88,491    957    87,534     
Insurance   496,172    452,902    43,270     
Materials   446,505    282,274    149,898    14,333 
Media   378,135    374,885    3,250     
Pharmaceuticals, Biotechnology and Life Sciences   1,181,707    1,100,736    72,889    8,082 
Real Estate   57,883    57,883         
Retailing   821,043    720,035    42,925    58,083 
Semiconductors and Semiconductor Equipment   513,352    501,918    11,434     
Software and Services   1,088,674    921,424    166,934    316 
Technology Hardware and Equipment   240,750    240,750         
Telecommunication Services   96,086    57,353    38,733     
Transportation   760,610    760,610         
Utilities   83,304    18,430    64,874     
Total   11,406,830    9,352,326    1,972,534    81,970 
Corporate Bonds   10,337        10,337     
Exchange Traded Funds   1,550    1,550         
Preferred Stocks   219,245        219,245     
Warrants   52        52     
Short-Term Investments   241,448        241,448     
Total  $11,879,462   $9,353,876   $2,443,616   $81,970 
Foreign Currency Contracts*   274        274     
Total  $274   $   $274   $ 
Liabilities:                    
Foreign Currency Contracts*   516        516     
Total  $516   $   $516   $ 

 

For the three-month period ended January 31, 2014, there were no transfers between Level 1 and Level 2.
*Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

 

9
 

 

The Hartford Capital Appreciation Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:

 

   Balance as
of October
31, 2013
   Realized
Gain
(Loss)
   Change in
Unrealized
Appreciation
(Depreciation)
   Net
Amortization
   Purchases   Sales   Transfers
Into
Level 3 *
   Transfers
Out of
Level 3 *
   Balance
as of
January
31, 2014
 
Assets:                                             
Common Stocks   $160,513   $2,503   $(12,121)†  $   $62,286   $(3,046)  $   $(128,165)  $81,970 
Warrants    6                            (6)    
Total   $160,519   $2,503   $(12,121)  $   $62,286   $(3,046)  $   $(128,171)  $81,970 

 

*Investments are transferred into and out of Level 3 for a variety of reasons including, but not limited to:
1)Investments where trading has been halted (transfer into Level 3) or investments where trading has resumed (transfer out of Level 3).
2)Broker quoted investments (transfer into Level 3) or quoted prices in active markets (transfer out of Level 3).
3)Investments that have certain restrictions on trading (transfer into Level 3) or investments where trading restrictions have expired (transfer out of Level 3).
Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2014 was $(10,037).

 

Note:For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

  

10
 

 

 

The Hartford Capital Appreciation II Fund (Effective February 28, 2014, name changed to Hartford Global Capital Appreciation Fund)
Schedule of Investments
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 

COMMON STOCKS - 98.3%

     
     Automobiles and Components - 1.2%     
 105   Dana Holding Corp.   $1,990 
 95   Fiat S.p.A.    948 
 320   Ford Motor Co.    4,781 
 50   General Motors Co. ●    1,807 
 39   Harley-Davidson, Inc.    2,406 
         11,932 
     Banks - 4.2%     
 197   Banco Bilbao Vizcaya Argentaria S.A.    2,353 
 392   Grupo Financiero Banorte S.A.B. de C.V.    2,476 
 751   Mitsubishi UFJ Financial Group, Inc.    4,514 
 177   PNC Financial Services Group, Inc.    14,174 
 41   Societe Generale Class A    2,319 
 241   Standard Chartered plc    4,891 
 254   Wells Fargo & Co.    11,534 
         42,261 
     Capital Goods - 8.1%     
 8   3M Co.    1,043 
 40   AGCO Corp.    2,133 
 38   AMETEK, Inc.    1,854 
 26   Arcam AB ●    1,135 
 106   Armstrong World Industries, Inc. ●    5,897 
 34   Assa Abloy Ab    1,685 
 44   Belden, Inc.    2,834 
 199   DigitalGlobe, Inc. ●    7,579 
 135   DMG Mori Seiki Co., Ltd.    2,353 
 26   Eaton Corp. plc    1,911 
 7   Esterline Technologies Corp. ●    737 
 31   Flowserve Corp.    2,235 
 223   HD Supply Holdings, Inc. ●    4,797 
 45   KBR, Inc.    1,412 
 29   Lockheed Martin Corp.    4,350 
 16   Moog, Inc. Class A ●    968 
 38   Northrop Grumman Corp.    4,343 
 157   Owens Corning, Inc. ●    5,992 
 17   Parker-Hannifin Corp.    1,948 
 36   Polypore International, Inc. ●    1,198 
 127   Rexel S.A.    3,275 
 198   Rolls-Royce Holdings plc    3,847 
 27   Safran S.A.    1,917 
    Stanley Black & Decker, Inc.    14 
 11   Teledyne Technologies, Inc. ●    1,020 
 49   Textron, Inc.    1,733 
 11   TransDigm Group, Inc.    1,894 
 19   United Technologies Corp.    2,119 
 7   W.W. Grainger, Inc.    1,604 
 24   Wabtec Corp.    1,805 
 52   WESCO International, Inc. ●    4,339 
 96   Westport Innovations, Inc. ●    1,639 
         81,610 
     Commercial and Professional Services - 1.9%     
 78   ADT (The) Corp.    2,331 
 59   Clean Harbors, Inc. ●    3,292 
 34   Enernoc, Inc. ●    757 
 24   Equifax, Inc. ●    1,668 
 97   Herman Miller, Inc.    2,726 
 41   IHS, Inc. ●    4,621 
 77   Knoll, Inc.    1,270 
 54   Nielsen Holdings N.V.   2,270 
         18,935 
     Consumer Durables and Apparel - 4.3%     
 136   D.R. Horton, Inc. ●    3,196 
 65   Electrolux AB Series B    1,385 
 100   Fifth & Pacific Cos., Inc. ●    2,866 
 23   Fossil Group, Inc. ●    2,594 
 114   Lennar Corp.    4,584 
 76   Lululemon Athletica, Inc. ●    3,471 
 134   Mattel, Inc.    5,057 
 47   One Kings Lane, Inc. ⌂●†    649 
 272   Pulte Group, Inc.    5,520 
 57   PVH Corp.    6,900 
 892   Samsonite International S.A.    2,445 
 69   Vera Bradley, Inc. ●    1,667 
 23   Whirlpool Corp.    3,067 
         43,401 
     Consumer Services - 2.9%     
 67   American Public Education, Inc. ●    2,823 
 193   Bloomin' Brands, Inc. ●    4,422 
 80   Compass Group plc    1,191 
 31   Dunkin' Brands Group, Inc.    1,443 
 44   Grand Canyon Education, Inc. ●    1,932 
 32   ITT Educational Services, Inc. ●    947 
 72   McDonald's Corp.    6,821 
 200   MGM China Holdings Ltd.    783 
 25   Outerwall, Inc. ●    1,593 
 19   Panera Bread Co. Class A ●    3,162 
 35   Tim Hortons, Inc.    1,827 
 28   Wyndham Worldwide Corp.    2,006 
         28,950 
     Diversified Financials - 4.6%     
 41   Ameriprise Financial, Inc.    4,307 
 55   Banca Generali S.p.A.    1,686 
 24   BlackRock, Inc.    7,299 
 49   Citigroup, Inc.    2,343 
 226   Henderson Group plc    813 
 58   Invesco Ltd.    1,915 
 37   Japan Exchange Group, Inc.    904 
 191   JP Morgan Chase & Co.    10,589 
 115   Julius Baer Group Ltd.    5,580 
 29   LPL Financial Holdings, Inc.    1,546 
 29   Northern Trust Corp.    1,722 
 97   ORIX Corp.    1,470 
 105   Platform Speciality Products Corp. ●    1,469 
 31   Silver Eagle Acquisition Corp. ●†    320 
 59   Solar Cayman Ltd. ⌂■●†    4 
 58   Waddell & Reed Financial, Inc. Class A    3,782 
 57   Wisdomtree Investment, Inc. ●    806 
         46,555 
     Energy - 8.4%     
 75   Anadarko Petroleum Corp.    6,041 
 58   Atwood Oceanics, Inc. ●    2,745 
 27   Baker Hughes, Inc.    1,540 
 269   BG Group plc    4,523 
 190   BP plc ADR    8,922 
 27   Cameco Corp.    564 
 27   Cameron International Corp. ●    1,601 

  

1
 

 

The Hartford Capital Appreciation II Fund (Effective February 28, 2014, name changed to Hartford Global Capital Appreciation Fund)
Schedule of Investments — (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 

COMMON STOCKS - 98.3% - (continued)

     
     Energy - 8.4% - (continued)     
 95   Canadian Natural Resources Ltd. ADR   $3,116 
 15   Chevron Corp.    1,717 
 4,295   China Petroleum & Chemical Corp. Class H    3,393 
 370   Cobalt International Energy, Inc. ●    6,052 
 32   Continental Resources, Inc. ●    3,493 
 42   Exxon Mobil Corp.    3,843 
 52   Halliburton Co.    2,570 
 627   Karoon Gas Australia Ltd. ●    1,759 
 137   McDermott International, Inc. ●    1,144 
 44   National Oilwell Varco, Inc.    3,278 
 40   Newfield Exploration Co. ●    984 
 10   Occidental Petroleum Corp.    909 
 59   Pioneer Natural Resources Co.    10,066 
 74   QEP Resources, Inc.    2,278 
 16   Range Resources Corp.    1,379 
 66   Southwestern Energy Co. ●    2,696 
 46   Suncor Energy, Inc.    1,497 
 78   Superior Energy Services, Inc.    1,852 
 313   Trican Well Service Ltd.    3,579 
 28   Whiting Petroleum Corp. ●    1,617 
 89   YPF Sociedad Anonima ADR    1,979 
         85,137 
     Food and Staples Retailing - 0.5%     
 48   CVS Caremark Corp.    3,224 
 30   Wal-Mart Stores, Inc.    2,225 
         5,449 
     Food, Beverage and Tobacco - 3.6%     
 49   Anheuser-Busch InBev N.V.    4,741 
 42   Anheuser-Busch InBev N.V. ADR    4,062 
 17   Bunge Ltd. Finance Corp.    1,265 
 133   Diageo Capital plc    3,953 
 30   Green Mountain Coffee Roasters, Inc. ●    2,390 
 78   Imperial Tobacco Group plc    2,846 
 27   Kraft Foods Group, Inc.    1,423 
 1,278   LT Group, Inc.    517 
 121   Maple Leaf Foods, Inc.    1,704 
 22   Molson Coors Brewing Co.    1,135 
 225   Mondelez International, Inc.    7,384 
 25   Monster Beverage Corp. ●    1,688 
 12   Philip Morris International, Inc.    934 
 303   Treasury Wine Estates Ltd.    971 
 33   Unilever N.V. NY Shares ADR    1,215 
         36,228 
     Health Care Equipment and Services - 3.6%     
 150   Aetna, Inc.    10,261 
 107   Cardinal Health, Inc.    7,248 
 1,635   CareView Communications, Inc. ●†    752 
 90   Catamaran Corp. ●    4,372 
 24   CIGNA Corp.    2,097 
 10   Express Scripts Holding Co. ●    762 
 73   Medtronic, Inc.    4,135 
 27   St. Jude Medical, Inc.    1,652 
 31   Universal Health Services, Inc. Class B    2,502 
 28   Wellpoint, Inc.    2,391 
         36,172 
     Household and Personal Products - 0.2%     
 9   Estee Lauder Co., Inc.    608 
 47   Svenska Cellulosa AB Class B   1,347 
         1,955 
     Insurance - 3.8%     
 43   ACE Ltd.    4,027 
 33   Aflac, Inc.    2,091 
 160   American International Group, Inc.    7,666 
 142   Assicurazioni Generali S.p.A.    3,061 
 124   Assured Guaranty Ltd.    2,616 
 30   AXA S.A.    788 
 40   Delta Lloyd N.V.    1,036 
 44   Lincoln National Corp.    2,118 
 50   Marsh & McLennan Cos., Inc.    2,275 
 99   MetLife, Inc.    4,842 
 38   Reinsurance Group of America, Inc.    2,807 
 91   T&D Holdings, Inc.    1,105 
 14   Zurich Financial Services AG    3,975 
         38,407 
     Materials - 4.3%     
 15   Air Liquide    1,900 
 263   Allied Nevada Gold Corp. ●    1,291 
 366   AuRico Gold, Inc.    1,682 
 28   Ball Corp.    1,438 
 90   Barrick Gold Corp.    1,739 
 64   Cabot Corp.    3,121 
 24   Celanese Corp.    1,205 
 382   Continental Gold Ltd. ●    1,196 
 28   Dow Chemical Co.    1,267 
 9   Ecolab, Inc.    946 
    Givaudan    692 
 4,101   Greatview Aseptic Packaging Co., Ltd.    2,271 
 19   International Paper Co.    919 
 658   Ivanhoe Mines Ltd. ⌂●    958 
 176   JSR Corp.    3,139 
 60   Louisiana-Pacific Corp. ●    1,058 
 28   Methanex Corp. ADR    1,668 
 87   Norbord, Inc.    2,430 
 3   OCI Co., Ltd. ●    552 
 34   Packaging Corp. of America    2,199 
 44   Praxair, Inc.    5,518 
 34   Reliance Steel & Aluminum    2,368 
 6   Rock Tenn Co. Class A    605 
 28   Vulcan Materials Co.    1,754 
 16   Wacker Chemie AG    1,899 
         43,815 
     Media - 2.0%     
 41   CBS Corp. Class B    2,407 
 193   DHX Media Ltd.    825 
 16   DirecTV ●    1,104 
 39   DISH Network Corp. ●    2,187 
 13   McGraw Hill Financial, Inc.    973 
 81   Omnicom Group, Inc.    5,872 
 46   Pandora Media, Inc. ●    1,653 
 34   Quebecor, Inc.    722 
 18   Time Warner Cable, Inc.    2,462 
 25   Time Warner, Inc.    1,572 
 50   WPP plc    1,041 
         20,818 

 

2
 

 

The Hartford Capital Appreciation II Fund (Effective February 28, 2014, name changed to Hartford Global Capital Appreciation Fund)
Schedule of Investments — (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 

COMMON STOCKS - 98.3% - (continued)

     
     Pharmaceuticals, Biotechnology and Life Sciences - 12.8%     
 23   Actavis plc ●   $4,399 
 19   Alkermes plc ●    901 
 75   Almirall S.A.    1,197 
 22   Alnylam Pharmaceuticals, Inc. ●    1,871 
 23   Amgen, Inc.    2,676 
 24   Anacor Pharmaceuticals, Inc. ●    456 
 355   Arena Pharmaceuticals, Inc. ●    2,253 
 57   Astellas Pharma, Inc.    3,535 
 110   AstraZeneca plc    6,987 
 105   AstraZeneca plc ADR    6,667 
 4   Biogen Idec, Inc. ●    1,149 
 299   Bristol-Myers Squibb Co.    14,918 
 18   Celgene Corp. ●    2,668 
 30   Eli Lilly & Co.    1,609 
 28   Foundation Medicine, Inc. ●    839 
 131   Gilead Sciences, Inc. ●    10,562 
 5   Illumina, Inc. ●    755 
 8   Incyte Corp. ●    510 
 49   Innate Pharma S.A. ●    465 
 15   Isis Pharmaceuticals, Inc. ●    784 
 70   Johnson & Johnson    6,168 
 14   Medivation, Inc. ●    1,136 
 470   Merck & Co., Inc.    24,894 
 39   NPS Pharmaceuticals, Inc. ●    1,409 
 24   Ono Pharmaceutical Co., Ltd.    2,068 
 65   Portola Pharmaceuticals, Inc. ●    1,743 
 7   Puma Biotechnology, Inc. ●    812 
 15   Regeneron Pharmaceuticals, Inc. ●    4,417 
 30   Roche Holding AG    8,333 
 21   Salix Pharmaceuticals Ltd. ●    2,064 
 34   Seattle Genetics, Inc. ●    1,535 
 18   Tesaro, Inc. ●    568 
 825   TherapeuticsMD, Inc. ●    5,428 
 31   Vertex Pharmaceuticals, Inc. ●    2,466 
 54   Zoetis, Inc.    1,636 
         129,878 
     Real Estate - 0.9%     
 16   AvalonBay Communities, Inc. REIT    1,959 
 18   Boston Properties, Inc. REIT    1,906 
 24   Plum Creek Timber Co., Inc. REIT    1,042 
 42   Realogy Holdings Corp. ●    1,924 
 36   Weyerhaeuser Co. REIT    1,067 
 17   Zillow, Inc. ●    1,431 
         9,329 
     Retailing - 6.5%     
 5   Advance Automotive Parts, Inc.    576 
 93   Aeropostale, Inc. ●    656 
 727   Allstar Co. ⌂●†    1,319 
 11   Amazon.com, Inc. ●    4,093 
 3   AutoZone, Inc. ●    1,270 
 78   Best Buy Co., Inc.    1,827 
 38   Conns, Inc. ●    2,313 
 74   Dick's Sporting Goods, Inc.    3,866 
 52   Dollar Tree, Inc. ●    2,602 
 91   Express, Inc. ●    1,578 
 99   Francescas Holding Corp. ●    1,885 
 84   GameStop Corp. Class A    2,963 
 489   Groupon, Inc. ●    5,116 
 23   Home Depot, Inc.   1,775 
 2,297   Intime Retail Group Co., Ltd.    2,307 
 24   L Brands, Inc.    1,272 
 185   Lowe's Cos., Inc.    8,552 
 9   Netflix, Inc. ●    3,683 
 274   Office Depot, Inc. ●    1,338 
 6   Priceline.com, Inc. ●    6,980 
 86   Rakuten, Inc.    1,411 
 1   Restoration Hardware Holdings, Inc. ●    51 
 39   Tory Burch LLC ⌂●†    2,972 
 13   Tractor Supply Co.    871 
 43   TripAdvisor, Inc. ●    3,351 
 86   Tuesday Morning Corp. ●    1,136 
         65,763 
     Semiconductors and Semiconductor Equipment - 4.3%     
 38   Analog Devices, Inc.    1,835 
 3,908   GCL-Poly Energy Holdings Ltd. ●    1,324 
 249   GT Advanced Technologies, Inc. ●    2,552 
 50   Hynix Semiconductor, Inc. ●    1,725 
 48   Intel Corp.    1,179 
 92   Maxim Integrated Products, Inc.    2,796 
 395   Micron Technology, Inc. ●    9,110 
 224   NXP Semiconductors N.V. ●    10,844 
 2   Samsung Electronics Co., Ltd.    2,058 
 101   Skyworks Solutions, Inc. ●    3,064 
 176   Sumco Corp.    1,347 
 387   SunEdison, Inc. ●    5,378 
         43,212 
     Software and Services - 10.7%     
 16   Accenture plc    1,244 
 381   Activision Blizzard, Inc.    6,527 
 92   Akamai Technologies, Inc. ●    4,379 
 103   Amadeus IT Holding S.A. Class A    4,070 
 104   Angie's List, Inc. ●    1,870 
 135   Autodesk, Inc. ●    6,925 
 37   Automatic Data Processing, Inc.    2,801 
 69   Booz Allen Hamilton Holding Corp.    1,265 
 243   Cadence Design Systems, Inc. ●    3,434 
 24   Capital Gemini S.A.    1,640 
 27   Check Point Software Technologies Ltd. ADR ●    1,734 
 22   Cognizant Technology Solutions Corp. ●    2,152 
 50   Concur Technologies, Inc. ●    6,056 
 11   Dropbox, Inc. ⌂●†    183 
 39   Facebook, Inc. ●    2,460 
 27   Global Payments, Inc.    1,751 
 9   Google, Inc. ●    10,233 
 24   Heartland Payment Systems, Inc.    1,035 
 25   IAC/InterActiveCorp.    1,772 
 23   LinkedIn Corp. Class A ●    4,935 
 364   Microsoft Corp.    13,772 
 2,042   Monitise plc ●    2,230 
 173   Oracle Corp.    6,378 
 33   Salesforce.com, Inc. ●    1,977 
 40   Symantec Corp.    848 
 10   Tableau Software, Inc. ●    787 
 23   Total System Services, Inc.    672 
 16   Twitter, Inc. ●    1,019 

 

3
 

 

The Hartford Capital Appreciation II Fund (Effective February 28, 2014, name changed to Hartford Global Capital Appreciation Fund)
Schedule of Investments — (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 

COMMON STOCKS - 98.3% - (continued)

     
     Software and Services - 10.7% - (continued)     
 108   UbiSoft Entertainment S.A. ●   $1,513 
 94   Web.com Group, Inc. ●    3,164 
 232   Yahoo!, Inc. ●    8,359 
 9   Yelp, Inc. ●    701 
         107,886 
     Technology Hardware and Equipment - 4.1%     
 14   3D Systems Corp. ●    1,068 
 6   Apple, Inc.    3,199 
 87   CDW Corp. of Delaware    2,059 
 439   Cisco Systems, Inc.    9,612 
 380   EMC Corp.    9,209 
 94   Hewlett-Packard Co.    2,732 
 71   JDS Uniphase Corp. ●    942 
 15   Loral Space & Communications, Inc. ●    1,079 
 37   Palo Alto Networks, Inc. ●    2,223 
 779   ParkerVision, Inc. ●    3,577 
 30   Qualcomm, Inc.    2,229 
 12   Stratasys Ltd. ●    1,428 
 17   TE Connectivity Ltd.    978 
 100   Xerox Corp.    1,083 
         41,418 
     Telecommunication Services - 0.6%     
 74   Intelsat S.A. ●    1,487 
 35   KDDI Corp.    1,913 
 12   T-Mobile US, Inc.    380 
 35   Verizon Communications, Inc.    1,666 
 241   Vodafone Group plc    892 
         6,338 
     Transportation - 3.2%     
 468   Air Canada-Class B ●    3,284 
 132   Controladora Vuela Cia De Aviacion ●    1,532 
 17   FedEx Corp.    2,266 
 129   Hertz Global Holdings, Inc. ●    3,351 
 315   JetBlue Airways Corp. ●    2,757 
 15   Kansas City Southern    1,628 
 109   Knight Transportation, Inc.    2,320 
 18   Norfolk Southern Corp.    1,630 
 114   United Continental Holdings, Inc. ●    5,211 
 94   United Parcel Service, Inc. Class B    8,917 
         32,896 
     Utilities - 1.6%     
 3,546   China Longyuan Power Group Corp.    4,270 
 46   Edison International    2,210 
 61   NRG Energy, Inc.    1,693 
 705   Power Grid Corp. of India Ltd.    1,078 
 339   Snam S.p.A.    1,858 
 42   UGI Corp.    1,817 
 104   Xcel Energy, Inc.    3,016 
         15,942 
     Total common stocks     
     (cost $884,377)   $994,287 
           

PREFERRED STOCKS - 0.4%

     
     Media - 0.4%     
 88   ProSieben Sat.1 Media AG  $3,957 
           
     Total preferred stocks     
     (cost $3,780)  $3,957 
           
WARRANTS - 0.0%     
     Diversified Financials - 0.0%     
 45   Platform Speciality Products Corp. ⌂  $37 
           
     Total warrants     
     (cost $–)  $37 
           
EXCHANGE TRADED FUNDS - 0.0%     
     Other Investment Pools and Funds - 0.0%     
 1   S&P 500 Depositary Receipt  $196 
           
     Total exchange traded funds     
     (cost $201)  $196 
           
     Total long-term investments     
     (cost $888,358)  $998,477 
           
SHORT-TERM INVESTMENTS - 1.9%     
Repurchase Agreements - 1.9%     
     Bank of  Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $2,541, collateralized by U.S.
Treasury Bill 0.07% - 0.14%, 2014, U.S.
Treasury Bond 2.75% - 11.25%, 2015 -
2043, U.S. Treasury Note 0.25% - 4.25%,
2014 - 2023, value of $2,591)
     
$2,541   0.02%, 1/31/2014  $2,541 
     Bank of America Merrill Lynch TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $838,
collateralized by FHLMC 3.50% - 4.00%,
2042 - 2043, FNMA 2.81% - 4.50%, 2041 -
2042, value of $855)
     
 838   0.02%, 1/31/2014   838 
     Bank of Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $2,183, collateralized by FHLB
0.88%, 2017, FHLMC 0.05% - 5.50%,
2014 - 2043, FNMA 2.00% - 3.50%, 2025 -
2028, GNMA 3.50%, 2042 - 2043, U.S.
Treasury Note 2.38%, 2014, value of
$2,227)
     
 2,183   0.03%, 1/31/2014   2,183 
     Barclays Capital TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $2,313, collateralized by U.S.
Treasury Note 0.25% - 2.38%, 2014 - 2015,
value of $2,359)
     
 2,313   0.02%, 1/31/2014   2,313 

 

4
 

 

The Hartford Capital Appreciation II Fund (Effective February 28, 2014, name changed to Hartford Global Capital Appreciation Fund)
Schedule of Investments — (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount

 

Market Value ╪

 

SHORT-TERM INVESTMENTS - 1.9% - (continued)

          

Repurchase Agreements - 1.9% - (continued)

          
    Citigroup Global Markets, Inc. TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $5,079,
collateralized by U.S. Treasury Bill 0.06%
- 0.10%, 2014, U.S. Treasury Bond 3.00% -
8.75%, 2017 - 2042, U.S. Treasury Note
0.25% - 3.75%, 2015 - 2023, value of
$5,180)
         
$5,079   0.02%, 1/31/2014      $5,079 
     Deutsche Bank Securities TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $675,
collateralized by FHLMC 3.00% - 5.50%,
2019 - 2043, FNMA 3.00% - 6.50%, 2021 -
2043, GNMA 3.00% - 6.00%, 2037 - 2053,
value of $688)
          
 675   0.03%, 1/31/2014        675 
     RBS Securities, Inc. TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $564, collateralized by U.S.
Treasury Note 2.63%, 2014, value of $576)
          
 564   0.02%, 1/31/2014        564 
     TD Securities TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $4,821, collateralized by FFCB
0.14%, 2015, FHLB 0.55%, 2017, FHLMC
3.00% - 4.38%, 2015 - 2043, FNMA 2.50%
- 4.50%, 2025 - 2043, value of $4,918)
          
 4,821   0.03%, 1/31/2014        4,821 
     UBS Securities, Inc. Repurchase Agreement
(maturing on 02/03/2014 in the amount of
$44, collateralized by U.S. Treasury Note
2.38%, 2015, value of $45)
          
 44   0.01%, 1/31/2014        44 
              19,058 
     Total short-term investments          
     (cost $19,058)       $19,058 
                
     Total investments          
     (cost $907,416) ▲   100.6%  $1,017,535 
     Other assets and liabilities   (0.6)%   (6,336)
     Total net assets   100.0%  $1,011,199 

  

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 may 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.

 

At January 31, 2014, the cost of securities for federal income tax purposes was $915,497 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $137,134 
Unrealized Depreciation   (35,096)
Net Unrealized Appreciation  $102,038 

 

5
 

 

The Hartford Capital Appreciation II Fund (Effective February 28, 2014, name changed to Hartford Global Capital Appreciation Fund)
Schedule of Investments — (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

These securities were 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 January 31, 2014, the aggregate value of these securities was $6,199, which represents 0.6% 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.  
   
Non-income producing.

 

Securities issued within terms of a private placement memorandum, exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2014, the aggregate value of these securities was $4, which rounds to zero percent of total net assets.  

 

The following securities are considered illiquid.  Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933 and may have contractual restrictions on resale.  A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

 

Period Acquired  Shares/ Par   Security  Cost Basis 
08/2011   727   Allstar Co.  $430 
01/2014   11   Dropbox, Inc.   204 
08/2013 - 11/2013   658   Ivanhoe Mines Ltd.   1,217 
01/2014   47   One Kings Lane, Inc.   721 
05/2013   45   Platform Speciality Products Corp. Warrants    
03/2007   59   Solar Cayman Ltd. - 144A    17 
11/2013   39   Tory Burch LLC   3,091 

 

At January 31, 2014, the aggregate value of these securities was $6,122, which represents 0.6% of total net assets.

 

Foreign Currency Contracts Outstanding at January 31, 2014

 

                    Unrealized Appreciation/(Depreciation)
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
AUD  Buy  02/04/2014  BOA  $70   $70   $   $ 
CAD  Buy  02/03/2014  BCLY   1,417    1,420    3     
EUR  Sell  02/03/2014  GSC   130    129    1     
EUR  Sell  02/05/2014  SSG   121    121         
GBP  Buy  02/04/2014  BCLY   76    76         
GBP  Buy  02/03/2014  GSC   24    24         
GBP  Buy  02/04/2014  JPM   484    483        (1)
GBP  Buy  02/05/2014  SSG   198    198         
HKD  Sell  02/05/2014  BOA   113    113         
JPY  Buy  02/03/2014  MSC   114    115    1     
JPY  Sell  12/03/2014  BCLY   3,221    3,220    1     
JPY  Sell  12/03/2014  BOA   2,238    2,235    3     
JPY  Sell  12/03/2014  CBK   2,237    2,235    2     
JPY  Sell  12/03/2014  DEUT   419    429        (10)
JPY  Sell  12/03/2014  UBS   2,694    2,761        (67)
                      $11   $(78)

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

6
 

 

The Hartford Capital Appreciation II Fund (Effective February 28, 2014, name changed to Hartford Global Capital Appreciation Fund)
Schedule of Investments — (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Counterparty Abbreviations:
BCLY Barclays  
BOA Banc of America Securities LLC
CBK Citibank NA  
DEUT Deutsche Bank Securities, Inc.
GSC Goldman Sachs & Co.
JPM JP Morgan Chase & Co.  
MSC Morgan Stanley  
SSG State Street Global Markets LLC
UBS UBS AG  
 
Currency Abbreviations:
AUD Australian Dollar  
CAD Canadian Dollar  
EUR EURO  
GBP British Pound  
HKD Hong Kong Dollar  
JPY Japanese Yen  
 
Index Abbreviations:
S&P Standard & Poors
 
Other Abbreviations:
ADR American Depositary Receipt
FFCB Federal Farm Credit Bank
FHLB Federal Home Loan Bank
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
GNMA Government National Mortgage Association
REIT Real Estate Investment Trust

 

7
 

 

The Hartford Capital Appreciation II Fund (Effective February 28, 2014, name changed to Hartford Global Capital Appreciation Fund)
Schedule of Investments — (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary

January 31, 2014

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks                    
Automobiles and Components  $11,932   $10,984   $948   $ 
Banks   42,261    28,184    14,077     
Capital Goods   81,610    70,673    10,937     
Commercial and Professional Services   18,935    18,935         
Consumer Durables and Apparel   43,401    38,922    3,830    649 
Consumer Services   28,950    26,976    1,974     
Diversified Financials   46,555    36,098    10,453    4 
Energy   85,137    75,462    9,675     
Food and Staples Retailing   5,449    5,449         
Food, Beverage and Tobacco   36,228    23,200    13,028     
Health Care Equipment and Services   36,172    36,172         
Household and Personal Products   1,955    608    1,347     
Insurance   38,407    28,442    9,965     
Materials   43,815    35,633    8,182     
Media   20,818    19,777    1,041     
Pharmaceuticals, Biotechnology and Life Sciences   129,878    107,293    22,585     
Real Estate   9,329    9,329         
Retailing   65,763    57,754    3,718    4,291 
Semiconductors and Semiconductor Equipment   43,212    36,758    6,454     
Software and Services   107,886    98,250    9,453    183 
Technology Hardware and Equipment   41,418    41,418         
Telecommunication Services   6,338    3,533    2,805     
Transportation   32,896    32,896         
Utilities   15,942    8,736    7,206     
Total   994,287    851,482    137,678    5,127 
Exchange Traded Funds   196    196         
Preferred Stocks   3,957        3,957     
Warrants   37        37     
Short-Term Investments   19,058        19,058     
Total  $1,017,535   $851,678   $160,730   $5,127 
Foreign Currency Contracts*   11        11     
Total  $11   $   $11   $ 
Liabilities:                    
Foreign Currency Contracts*   78        78     
Total  $78   $   $78   $ 

 

♦ For the three-month period ended January 31, 2014, investments valued at $2,247 were transferred from Level 2 to Level 1, and there were no transfers from Level 1 to Level 2. Investments are transferred between Level 1 and Level 2 for a variety of reasons including, but not limited to:  

1)Foreign equities for which a fair value price is more representative of exit value than the local market close (transfer into Level 2). Foreign equities for which the local market close is more representative of exit value (transfer into Level 1).
2)U.S. Treasury securities that no longer represent the most recent issue (transfer into Level 2).
3)Equity investments with no observable trading but a bid or close price is used (transfer into Level 2). Equity investments using observable quoted prices in an active market (transfer into Level 1).

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

 

8
 

 

The Hartford Capital Appreciation II Fund (Effective February 28, 2014, name changed to Hartford Global Capital Appreciation Fund)
Schedule of Investments — (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:

 

   Balance
as of
October
31, 2013
   Realized
Gain
(Loss)
   Change in
Unrealized
Appreciation
(Depreciation)
   Net
Amortization
   Purchases   Sales   Transfers
Into
Level 3 *
   Transfers
Out of
Level 3 *
   Balance
as of
January
31, 2014
 
Assets:                                             
Common Stocks  $2,565   $84   $(297)†  $   $4,016   $(116)  $   $(1,125)  $5,127 
Warrants   4                            (4)    
Total  $2,569   $84   $(297)  $   $4,016   $(116)  $   $(1,129)  $5,127 

 

*Investments are transferred into and out of Level 3 for a variety of reasons including, but not limited to:
1)Investments where trading has been halted (transfer into Level 3) or investments where trading has resumed (transfer out of Level 3).
2)Broker quoted investments (transfer into Level 3) or quoted prices in active markets (transfer out of Level 3).
3)Investments that have certain restrictions on trading (transfer into Level 3) or investments where trading restrictions have expired (transfer out of Level 3).
Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2014 was $(229).

 

Note:For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

Diversification by Sector

as of January 31, 2014

 

Sector  Percentage of
Net Assets
 
Equity Securities     
Consumer Discretionary   17.3%
Consumer Staples   4.3 
Energy   8.4 
Financials   13.5 
Health Care   16.4 
Industrials   13.2 
Information Technology   19.1 
Materials   4.3 
Services   0.6 
Utilities   1.6 
Total   98.7%
Short-Term Investments   1.9 
Other Assets and Liabilities   (0.6)
Total   100.0%

 

A sector may be comprised of several industries.  For Fund compliance purposes, the Fund may not use the same classification system and these sector classifications are used for reporting ease.

  

9
 

 

The Hartford Checks and Balances Fund
Schedule of Investments
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount          Market Value ╪ 
AFFILIATED INVESTMENT COMPANIES - 100.0%             
Domestic Equity Funds - 66.3%             
 12,225   The Hartford Capital Appreciation Fund, Class Y          $600,352 
 24,550   The Hartford Dividend and Growth Fund, Class Y           603,200 
                 1,203,552 
     Total domestic equity funds             
     (cost $860,366)          $1,203,552 
                   
Taxable Fixed Income Funds - 33.7%             
 57,265   The Hartford Total Return Bond Fund, Class Y          $612,736 
                   
     Total taxable fixed income fund             
     (cost $617,140)          $612,736 
                   
     Total investments in affiliated investment companies             
     (cost $1,477,506)          $1,816,288 
                   
     Total long-term investments
(cost $1,477,506)
         $1,816,288 
                   
     Total investments             
     (cost $1,477,506) ▲     100.0 %  $1,816,288 
     Other assets and liabilities     %   (126)
     Total net assets     100.0 %  $1,816,162 

 

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

 

At January 31, 2014, the cost of securities for federal income tax purposes was $1,547,940 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation   $343,185 
Unrealized Depreciation    (74,837)
Net Unrealized Appreciation   $268,348 

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

Investment Valuation Hierarchy Level Summary

January 31, 2014

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Affiliated Investment Companies   $1,816,288   $1,816,288   $   $ 
Total   $1,816,288   $1,816,288   $   $ 

 

For the three-month period ended January 31, 2014, there were no transfers between Level 1 and Level 2.

  

Note:For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

  

1
 

 

The Hartford Checks and Balances Fund
Schedule of Investments – (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Composition by Investments

as of January 31, 2014 

 

Fund Name  Percentage of
Net Assets
 
The Hartford Capital Appreciation Fund, Class Y   33.1%
The Hartford Dividend and Growth Fund, Class Y   33.2 
The Hartford Total Return Bond Fund, Class Y   33.7 
Other Assets and Liabilities   0.0 
Total   100.0%

 

2
 

 

 

The Hartford Conservative Allocation Fund
Schedule of Investments
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount     Market Value ╪ 
AFFILIATED INVESTMENT COMPANIES - 100.1%        
Alternative Strategy Funds - 22.3%         
 1,423   Hartford Real Total Return Fund, Class Y●      $14,719 
 769   The Hartford Alternative Strategies Fund, Class Y       7,633 
 2,764   The Hartford Global Real Asset Fund, Class Y        27,445 
              49,797 
     Total alternative strategy funds          
     (cost $50,917)       $49,797 
                
Domestic Equity Funds - 8.7%          
 122   The Hartford Capital Appreciation Fund, Class Y       $6,006 
 390   The Hartford Dividend and Growth Fund, Class Y        9,580 
 120   The Hartford MidCap Value Fund, Class Y        1,957 
 74   The Hartford Small Company Fund, Class Y        1,960 
              19,503 
     Total domestic equity funds          
     (cost $15,755)       $19,503 
                
International/Global Equity Funds - 10.1%          
 601   The Hartford Emerging Markets Research Fund, Class Y       $5,034 
 791   The Hartford International Opportunities Fund, Class Y        13,594 
 225   The Hartford International Small Company Fund, Class Y        4,016 
              22,644 
     Total international/global equity funds          
     (cost $20,364)       $22,644 
                
Taxable Fixed Income Funds - 59.0%          
 4,653   The Hartford Inflation Plus Fund, Class Y       $50,813 
 494   The Hartford Strategic Income Fund, Class Y        4,491 
 2,937   The Hartford Total Return Bond Fund, Class Y        31,422 
 4,229   The Hartford World Bond Fund, Class Y        45,034 
              131,760 
     Total taxable fixed income funds          
     (cost $137,489)       $131,760 
                
     Total investments in affiliated investment companies          
     (cost $224,525)       $223,704 
                
     Total long-term investments          
     (cost $224,525)       $223,704 
                
     Total investments          
     (cost $224,525) ▲   100.1%  $223,704 
     Other assets and liabilities   (0.1)%   (165)
     Total net assets   100.0%  $223,539 

  

1
 

 

The Hartford Conservative Allocation Fund
Schedule of Investments — (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

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

 

At January 31, 2014, the cost of securities for federal income tax purposes was $224,607 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation   $6,564 
Unrealized Depreciation    (7,467)
Net Unrealized Depreciation   $(903)

 

Non-income producing.

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

Investment Valuation Hierarchy Level Summary

January 31, 2014

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Affiliated Investment Companies  $223,704   $223,704   $   $ 
Total  $223,704   $223,704   $   $ 

 

For the three-month period ended January 31, 2014, there were no transfers between Level 1 and Level 2.

 

Note:For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

Composition by Investments

as of January 31, 2014 

 

Fund Name  Percentage of
Net Assets
 
Hartford Real Total Return Fund, Class Y   6.6%
The Hartford Alternative Strategies Fund, Class Y   3.4 
The Hartford Capital Appreciation Fund, Class Y   2.7 
The Hartford Dividend and Growth Fund, Class Y   4.3 
The Hartford Emerging Markets Research Fund, Class Y   2.2 
The Hartford Global Real Asset Fund, Class Y   12.3 
The Hartford Inflation Plus Fund, Class Y   22.7 
The Hartford International Opportunities Fund, Class Y   6.1 
The Hartford International Small Company Fund, Class Y   1.8 
The Hartford MidCap Value Fund, Class Y   0.8 
The Hartford Small Company Fund, Class Y   0.9 
The Hartford Strategic Income Fund, Class Y   2.0 
The Hartford Total Return Bond Fund, Class Y   14.1 
The Hartford World Bond Fund, Class Y   20.2 
Other Assets and Liabilities   (0.1)
Total   100.0%

 

2
 

 

 

The Hartford Disciplined Equity Fund
Schedule of Investments
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
COMMON STOCKS - 97.8% 
     Banks - 4.3%     
 13   Ocwen Financial Corp. ●   $591 
 23   PNC Financial Services Group, Inc.    1,821 
 55   Wells Fargo & Co.    2,476 
 22   Zions Bancorporation    638 
         5,526 
     Capital Goods - 7.9%     
 20   AMETEK, Inc.    1,012 
 13   Boeing Co.    1,654 
 14   Dover Corp.    1,242 
 16   Eaton Corp. plc    1,139 
 18   Illinois Tool Works, Inc.    1,395 
 5   TransDigm Group, Inc.    879 
 23   United Technologies Corp.    2,676 
         9,997 
     Commercial and Professional Services - 3.2%     
 18   Equifax, Inc. ●    1,295 
 12   Quintiles Transnational Holdings ●    569 
 10   Towers Watson & Co.    1,220 
 15   Verisk Analytics, Inc. ●    956 
         4,040 
     Consumer Durables and Apparel - 1.2%     
 13   PVH Corp.    1,542 
           
     Consumer Services - 1.3%     
 18   McDonald's Corp.    1,715 
           
     Diversified Financials - 6.1%     
 13   Ameriprise Financial, Inc.    1,408 
 3   BlackRock, Inc.    995 
 36   Citigroup, Inc.    1,701 
 41   JP Morgan Chase & Co.    2,285 
 36   Morgan Stanley    1,059 
 14   Santander Consumer USA Holdings, Inc. ●    349 
         7,797 
     Energy - 8.0%     
 16   Anadarko Petroleum Corp.    1,324 
 31   Chesapeake Energy Corp.    844 
 20   Chevron Corp.    2,248 
 39   Cobalt International Energy, Inc. ●    641 
 6   EOG Resources, Inc.    1,048 
 20   Exxon Mobil Corp.    1,876 
 27   Halliburton Co.    1,305 
 13   Phillips 66    917 
         10,203 
     Food and Staples Retailing - 4.4%     
 15   Costco Wholesale Corp.    1,652 
 31   CVS Caremark Corp.    2,107 
 32   Walgreen Co.    1,812 
         5,571 
     Food, Beverage and Tobacco - 5.2%     
 40   Altria Group, Inc.    1,397 
 10   Constellation Brands, Inc. Class A ●    791 
 32   Hillshire (The) Brands Co. Θ    1,148 
 21   Monster Beverage Corp. ●Θ    1,458 
 11   Philip Morris International, Inc.    846 
 39   WhiteWave Foods Co. Class A ●    935 
         6,575 
     Health Care Equipment and Services - 4.8%     
 14   Covidien plc    974 
 19   Envision Healthcare Holdings ●    626 
 10   McKesson Corp.    1,783 
 21   UnitedHealth Group, Inc.    1,544 
 13   Zimmer Holdings, Inc.    1,224 
         6,151 
     Household and Personal Products - 0.6%     
 55   Coty, Inc.    742 
           
     Insurance - 4.0%     
 11   ACE Ltd.    1,019 
 28   American International Group, Inc.    1,356 
 19   Aon plc    1,553 
 14   Prudential Financial, Inc.    1,144 
         5,072 
     Materials - 2.8%     
 23   Crown Holdings, Inc. ●    963 
 34   Dow Chemical Co.    1,525 
 6   Sherwin-Williams Co.    1,069 
         3,557 
     Media - 2.5%     
 31   Time Warner, Inc.    1,953 
 15   Viacom, Inc. Class B    1,191 
         3,144 
     Pharmaceuticals, Biotechnology and Life Sciences - 13.4%     
 10   Actavis plc ●    1,839 
 5   Biogen Idec, Inc. ●    1,451 
 34   Bristol-Myers Squibb Co.    1,696 
 16   Cubist Pharmaceuticals, Inc. ●    1,164 
 25   Eli Lilly & Co.    1,325 
 33   Forest Laboratories, Inc. ●Θ    2,166 
 36   Gilead Sciences, Inc. ●    2,887 
 54   Merck & Co., Inc.    2,850 
 3   Regeneron Pharmaceuticals, Inc. ●    981 
 8   Salix Pharmaceuticals Ltd. ●    735 
         17,094 
     Real Estate - 0.7%     
 40   American Capital Agency Corp.    832 
           
     Retailing - 6.4%     
 5   Amazon.com, Inc. ●Θ    1,766 
 29   Dollar Tree, Inc. ●    1,485 
 41   Lowe's Cos., Inc.    1,898 
 20   Ross Stores, Inc.    1,382 
 28   TJX Cos., Inc.    1,606 
         8,137 
     Software and Services - 13.0%     
 21   Accenture plc    1,658 
 21   Automatic Data Processing, Inc.    1,645 
 10   Cognizant Technology Solutions Corp. ●    991 
 63   Genpact Ltd. ●    1,077 
 3   Google, Inc. ●    3,141 
 18   Intuit, Inc.    1,302 
 20   Mastercard, Inc.    1,483 
 46   Oracle Corp.    1,697 
 20   Salesforce.com, Inc. ●    1,185 
 21   VeriSign, Inc. ●    1,229 

 

1
 

 

The Hartford Disciplined Equity Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount          Market Value ╪ 
COMMON STOCKS - 97.8% - (continued)
     Software and Services - 13.0% - (continued)             
 30   Yahoo!, Inc. ●           $1,097 
                 16,505 
     Technology Hardware and Equipment - 3.8%             
 7   Apple, Inc.            3,644 
 53   Cisco Systems, Inc.            1,167 
                 4,811 
     Telecommunication Services - 1.2%             
 48   AT&T, Inc.            1,589 
                   
     Transportation - 0.7%             
 32   Hertz Global Holdings, Inc. ●Θ            834 
                   
     Utilities - 2.3%             
 24   American Electric Power Co., Inc.            1,153 
 10   NextEra Energy, Inc.            963 
 13   NRG Energy, Inc.            351 
 10   Pinnacle West Capital Corp.            511 
                 2,978 
     Total common stocks             
     (cost $87,401)           $124,412 
                   
     Total long-term investments
(cost $87,401)
          $124,412 
                   
SHORT-TERM INVESTMENTS - 2.0%
Repurchase Agreements - 2.0%
     Bank of  Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $338, collateralized by U.S.
Treasury Bill 0.07% - 0.14%, 2014, U.S.
Treasury Bond 2.75% - 11.25%, 2015 -
2043, U.S. Treasury Note 0.25% - 4.25%,
2014 - 2023, value of $345)
             
$338    0.02%, 1/31/2014           $338 
     Bank of America Merrill Lynch TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $112,
collateralized by FHLMC 3.50% - 4.00%,
2042 - 2043, FNMA 2.81% - 4.50%, 2041 -
2042, value of $114)
             
 111    0.02%, 1/31/2014            111 
     Bank of Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $291, collateralized by FHLB
0.88%, 2017, FHLMC 0.05% - 5.50%, 2014
- 2043, FNMA 2.00% - 3.50%, 2025 - 2028,
GNMA 3.50%, 2042 - 2043, U.S. Treasury
Note 2.38%, 2014, value of $296)
             
 291    0.03%, 1/31/2014            291 
     Barclays Capital TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $308, collateralized by U.S.
Treasury Note 0.25% - 2.38%, 2014 - 2015,
value of $314)
             
 308    0.02%, 1/31/2014            308 
     Citigroup Global Markets, Inc. TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $676,
collateralized by U.S. Treasury Bill 0.06% -
0.10%, 2014, U.S. Treasury Bond 3.00% -
8.75%, 2017 - 2042, U.S. Treasury Note
0.25% - 3.75%, 2015 - 2023, value of $690)
             
676    0.02%, 1/31/2014           676 
     Deutsche Bank Securities TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $90, collateralized by FHLMC
3.00% - 5.50%, 2019 - 2043, FNMA 3.00%
- 6.50%, 2021 - 2043, GNMA 3.00% -
6.00%, 2037 - 2053, value of $92)
             
 90    0.03%, 1/31/2014            90 
     RBS Securities, Inc. TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $75, collateralized by U.S.
Treasury Note 2.63%, 2014, value of $77)
             
 75    0.02%, 1/31/2014            75 
     TD Securities TriParty Repurchase Agreement
(maturing on 02/03/2014 in the amount of
$642, collateralized by FFCB 0.14%, 2015,
FHLB 0.55%, 2017, FHLMC 3.00% -
4.38%, 2015 - 2043, FNMA 2.50% - 4.50%,
2025 - 2043, value of $655)
             
 642    0.03%, 1/31/2014            642 
     UBS Securities, Inc. Repurchase Agreement
(maturing on 02/03/2014 in the amount of
$6, collateralized by U.S. Treasury Note
2.38%, 2015, value of $6)
             
 6    0.01%, 1/31/2014            6 
                 2,537 
     Total short-term investments             
     (cost $2,537)           $2,537 
                   
    Total investments        
     (cost $89,938) ▲    99.8%  $126,949 
     Other assets and liabilities    0.2%   246 
     Total net assets    100.0%  $127,195 

 

2
 

 

The Hartford Disciplined Equity Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

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

 

At January 31, 2014, the cost of securities for federal income tax purposes was $90,024 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $37,972 
Unrealized Depreciation   (1,047)
Net Unrealized Appreciation  $36,925 

 

Non-income producing.

 

ΘAt January 31, 2014, this security, or a portion of this security, is designated to cover written call options in the table below:

 

Written Call Options Outstanding at January 31, 2014

 

Description

 

Option Type

 

Exercise
Price/ Rate

  

Expiration
Date

 

Number of
Contracts*

  

Market
Value ╪

  

Premiums
Received

  

Unrealized
Appreciation
(Depreciation)

 
Amazon.com, Inc.  Equity  $420.00   02/24/2014   3   $   $3   $3 
Forest Laboratories, Inc.  Equity  $75.00   02/22/2014   19    1    3    2 
Hertz Global Holdings, Inc.  Equity  $29.00   02/22/2014   51    1    4    3 
Hillshire Brands Co.  Equity  $37.00   02/22/2014   37    1    1     
Monster Beverage Corp.  Equity  $75.00   02/22/2014   18    1    2    1 
               128   $4   $13   $9 

  

* The number of contracts does not omit 000's.  Number of contracts shown in  U.S. dollars unless otherwise noted.

 

Written Put Option Contracts Outstanding at January 31, 2014

 

Description

 

Option Type

 

Exercise
Price/ Rate

  

Expiration
Date

 

Number of
Contracts*

  

Market
Value ╪

  

Premiums
Received

  

Unrealized
Appreciation
(Depreciation)

 
Amazon.com, Inc.  Equity  $350.00   02/24/2014   3   $2   $1   $(1)
Regeneron Pharmaceutical, Inc.  Equity  $235.00   02/24/2014   4        1    1 
Yahoo!, Inc.  Equity  $34.00   02/22/2014   34    1    1     
                   $3   $3   $ 

 

* The number of contracts does not omit 000's.  Number of contracts shown in U.S. dollars unless otherwise noted.

 

Cash of $516 was pledged as collateral for open written put option contracts at January 31, 2014.

 

Futures Contracts Outstanding at January 31, 2014

 

  

Number of

  

Expiration

 

Notional

  

Market

  

Unrealized
Appreciation/(Depreciation)

  

Variation Margin

 

Description

 

Contracts*

  

Date

 

Amount

  

Value ╪

  

Asset

  

Liability

  

Asset

  

Liability

 
Long position contracts:

S&P 500 (E-Mini) Future

   10  

03/21/2014

  $883   $888   $5   $   $   $(2)

 

* The number of contracts does not omit 000's.

 

Cash of $43 was pledged as initial margin deposit and collateral for daily variation margin loss on open futures contracts at January 31, 2014.

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

3
 

 

The Hartford Disciplined Equity Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Index Abbreviations:
S&P Standard & Poors
 
Other Abbreviations:
FFCB Federal Farm Credit Bank
FHLB Federal Home Loan Bank
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
GNMA Government National Mortgage Association

 

Diversification by Sector
as of January 31, 2014

 

Sector  Percentage of
Net Assets
 
Equity Securities     
Consumer Discretionary   11.4%
Consumer Staples   10.2 
Energy   8.0 
Financials   15.1 
Health Care   18.2 
Industrials   11.8 
Information Technology   16.8 
Materials   2.8 
Services   1.2 
Utilities   2.3 
Total   97.8%
Short-Term Investments   2.0 
Other Assets and Liabilities   0.2 
Total   100.0%

 

A sector may be comprised of several industries.  For Fund compliance purposes, the Fund may not use the same classification system and these sector classifications are used for reporting ease.

 

Investment Valuation Hierarchy Level Summary

January 31, 2014

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks ‡  $124,412   $124,412   $   $ 
Short-Term Investments   2,537        2,537     
Total  $126,949   $124,412   $2,537   $ 
Futures *   5    5         
Total  $5   $5   $   $ 
Liabilities:                    
Written Options   7    7         
Total  $7   $7   $   $ 

 

For the three-month period ended January 31, 2014, there were no transfers between Level 1 and Level 2.
The Fund has all or primarily all of the equity securities categorized in a particular level.  Refer to the Schedule of Investments for further industry breakout.
*Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

 

Note:For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

4
 

 

 

The Hartford Diversified International Fund (Effective February 28, 2014, name changed to Hartford International Capital Appreciation Fund)
Schedule of Investments
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 

COMMON STOCKS - 96.3%

     Argentina - 0.1%     
 1   Banco Macro S.A. ●   $22 
           
     Australia - 1.1%     
 59   Alumina Ltd.    65 
 5   Domino's Pizza Enterprises Ltd.    77 
 4   Energy Resources of Australia Ltd. ●    5 
 3   Karoon Gas Australia Ltd. ●    9 
 34   Qantas Airways Ltd. ●    33 
 5   Seek Ltd.    53 
 14   Tox Free Solutions Ltd.    42 
 43   Transpacific Industries Group Ltd. ●    42 
 2   WorleyParsons Ltd.    26 
         352 
     Austria - 0.1%     
 1   Zumbotel AG    28 
           
     Belgium - 1.8%     
 1   Ageas    54 
 9   Agfa Gevaert N.V. ●    27 
 4   Anheuser-Busch InBev N.V.    347 
    Delhaize-Le Lion S.A.    20 
    RTL Group S.A.    38 
 1   UCB S.A.    98 
         584 
     Brazil - 1.0%     
 4   Banco Santander Brasil S.A.    17 
 4   Braskem S.A. ●    31 
 4   Fibria Celulose S.A. ADR ●    44 
 6   Gerdau S.A. ADR    41 
 4   HRT Participacoes em Petroleo S.A. ●    2 
 2   Kroton Educacional S.A.    33 
 3   Linx S.A.    51 
 2   Petroleo Brasileiro S.A. ADR    27 
 9   Usinas Siderurgicas De Minas Gerais S.A. ●    43 
 3   Valid Solucoes S.A.    34 
         323 
     Canada - 2.1%     
 10   Air Canada-Class B ●    73 
 1   Barrick Gold Corp.    14 
 3   Canadian National Railway Co.    180 
 2   EnCana Corp.    34 
 29   Madalena Energy, Inc. ●    16 
 2   Methanex Corp.    138 
 2   Northern Dynasty Minerals Ltd. ●    2 
 3   Painted Pony Petroleum Ltd. ●    19 
 15   Trican Well Service Ltd.    166 
 4   Uranium Participation Corp. ●    18 
         660 
     China - 5.8%     
 2   21Vianet Group, Inc. ADR ●    37 
 40   Air China Ltd.    26 
 40   AMVIG Holdings Ltd.    16 
 77   BBMG Corp.    60 
 50   China Overseas Grand Oceans Group Ltd.    41 
 20   China Pacific Insurance Co., Ltd.    72 
 30   Daphne International Holdings Ltd.    15 
 80   Dongfeng Motor Group Co., Ltd.    117 
 13   ENN Energy Holdings Ltd.    87 
 328   Greatview Aseptic Packaging Co., Ltd.    181 
 123   Guangdong Investment Ltd.    114 
 267   Huabao International Holdings Ltd.    135 
 116   Intime Retail Group Co., Ltd.    116 
 357   Maoye International Holdings    54 
 2   NetEase, Inc. ADR ●    113 
 5   New Oriental Education & Technology Group, Inc. ADR    155 
 28   New World Department Store China    14 
 2   NQ Mobile, Inc. ADR ●    40 
 85   PetroChina Co., Ltd.    82 
 6   Phoenix New Media Ltd. ADR ●    57 
 4   Sinovac Biotech Ltd. ●    23 
 7   WuXi PharmaTech Cayman, Inc. ●    238 
 24   Zhuzhou CSR Times Electric    74 
         1,867 
     Colombia - 0.3%     
 7   Almacenes Exito S.A.    86 
           
     Denmark - 1.5%     
 14   DSV A/S    445 
 2   H. Lundbeck A/S    37 
         482 
     Finland - 0.5%     
 3   Kone Oyj Class B    117 
 1   Sampo Oyj Class A    50 
         167 
     France - 12.9%     
 2   Accor S.A.    102 
 8   Air France ●    94 
 1   Air Liquide    166 
 1   Alten Ltd.    23 
 1   AtoS    106 
 9   AXA S.A.    230 
 2   BNP Paribas    165 
 3   Bureau Veritas S.A.    74 
 2   Capital Gemini S.A.    161 
 3   Cie Generale d'Optique Essilor International S.A.    275 
    Ciments Francais S.A.    28 
 1   Compagnie De Saint-Gobain    61 
 1   Dassault Systemes S.A.    71 
 1   Devoteam S.A.    12 
 6   Edenred    176 
 2   GDF Suez    45 
 2   GFI Informatique S.A.    10 
    Groupe FNAC S.A. ●    10 
 2   Groupe Steria SCA    31 
 1   Lagardere S.C.A.    41 
 4   Legrand S.A.    196 
 1   Metropole Television S.A.    21 
 2   Orange S.A.    26 
 2   Pernod-Ricard S.A.    164 
 3   Peugeot S.A.    52 
    Renault S.A.    43 
 3   Rexel S.A.    75 
    S.p.A.Group S.A.    19 
 5   Safran S.A.    385 
 1   Saft Groupe S.A.    20 
 2   Sanofi-Aventis S.A.    215 
 2   Schneider Electric S.A.    142 
 3   Societe Generale Class A    160 

 

1
 

 

The Hartford Diversified International Fund (Effective February 28, 2014, name changed to Hartford International Capital Appreciation Fund)
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 

COMMON STOCKS - 96.3% - (continued)

     France - 12.9% - (continued)     
 1   Thales S.A.   $57 
 2   Total S.A.    96 
 1   Unibail Rodamco REIT    138 
 1   Valeo S.A.    143 
 4   Vallourec S.A.    178 
 1   Vivendi S.A.    31 
    Zodiac Aerospace    87 
         4,129 
     Germany - 3.5%     
    Allianz SE    10 
    Bertrandt AG    43 
 1   Brenntag AG    235 
 1   Deutsche Lufthansa AG    32 
 1   E.On SE    27 
 1   Elmos Semiconductor AG    16 
 1   ElringKlinger AG    23 
 1   Gerry Weber International AG    34 
 1   Hugo Boss AG    106 
 20   Infineon Technologies AG    202 
 2   Kontron AG    14 
 1   Lanxess    90 
 1   Norma Group SE    36 
    Pfeiffer Vacuum Technology AG    36 
 1   Rheinmetall AG    35 
 1   RWE AG    28 
 1   Salzgitter AG    31 
 6   Tom Tailor Holding AG ●    119 
         1,117 
     Hong Kong - 4.9%     
 12   AAC Technologies Holdings, Inc.    49 
 68   AIA Group Ltd.    315 
 6   ASM Pacific Technology Ltd.    59 
 42   Baoxin Automotive Group Ltd.    35 
 36   Cathay Pacific Airways Ltd.    75 
 80   China High Precision Automation Group Ltd. ⌂†    8 
 125   China Lesso Group Holdings Ltd.    77 
 18   China Resources Gas Group LT    56 
 54   China State Construction International Holdings Ltd.    98 
 12   Clear Media Ltd.    11 
 3   Dah Sing Financial Group    13 
 134   Huadian Fuxin Energy Corp. Ltd.    61 
 13   Hysan Development Co., Ltd.    51 
 19   Kerry Logistics Network LTD ●    32 
 45   Kingboard Laminates Holdings    17 
 11   Lifestyle International Holdings Ltd.    19 
 1   Lifestyle Properties Development Ltd. ●     
 30   MGM China Holdings Ltd.    116 
 72   Pacific Basin Ship    44 
 23   Phoenix Healthcare Group Co., Ltd. ●☼    37 
 16   Samsonite International S.A.    43 
 25   Shanghai Industrial Holdings Ltd.    83 
 57   Skyworth Digital Holdings Ltd.    31 
 21   Techtronic Industries Co., Ltd.    53 
 63   Towngas China Co., Ltd.    73 
 12   Wynn Macau Ltd.    51 
 118   Xingda International Holdings    64 
         1,571 
     India - 0.2%     
 11   Allahabad Bank Ltd.    14 
 4   Canara Bank Ltd.    13 
 2   Corp. Bank    9 
 36   Manappuram Finance Ltd.    11 
 7   NTPC Ltd.    15 
 2   Oil India Ltd.    15 
         77 
     Indonesia - 0.5%     
 357   Bumi Serpong Damai PT    43 
 52   Matahari Department Store Tbk ●    49 
 129   PT XL Axiata Tbk    51 
         143 
     Ireland - 0.2%     
 12   AER Lingus Group plc    23 
 2   CRH plc    40 
 1   Grafton Group plc    12 
         75 
     Israel - 0.6%     
 2   Orbotech Ltd. ●    23 
 4   Teva Pharmaceutical Industries Ltd. ADR    169 
         192 
     Italy - 2.7%     
 8   Assicurazioni Generali S.p.A.    173 
 2   Banca Popolare dell'Emilia Tomagna Scrl    15 
 2   Buzzi Unicem S.p.A.    32 
 1   DiaSorin S.p.A.    42 
 2   Eni S.p.A.    53 
 8   Geox S.p.A.    31 
 50   Intesa Sanpaolo S.p.A.    134 
 13   Mediaset S.p.A.    66 
 6   Salvatore Ferragamo Italia S.p.A.    170 
 5   Saras S.p.A. ●    6 
 16   Unicredit S.p.A.    120 
 3   Unione di Banche Italiane S.p.A.    20 
         862 
     Japan - 18.5%     
    Adastria Holdings Co Ltd    12 
 1   AEON Delight Co., Ltd.    16 
 3   AEON Mall Co., Ltd.    92 
 2   Aisin Seiki Co., Ltd.    77 
 1   Alpha Systems, Inc.    8 
 2   Alpine Electronics, Inc.    25 
 5   Bridgestone Corp.    197 
 2   Canon, Inc.    50 
 1   Cawachi Ltd.    19 
 2   Chubu Steel Plate Co., Ltd.    10 
 1   CMIC Holdings Co Ltd    12 
 3   Daiichi Sankyo Co., Ltd.    47 
 2   Dai-Ichi Seiko Co., Ltd.    19 
 5   Dainippon Screen Manufacturing Co., Ltd.    24 
 1   DeNa Co., Ltd.    19 
 3   Dentsu, Inc.    98 
 1   Doshisha Co., Ltd.    15 
 1   DTS Corp.    13 
 5   Eighteenth (The) Bank Ltd.    11 
 1   Eisai Co., Ltd.    34 
 1   En-Japan, Inc.    11 
 1   Exedy Corp.    31 
 2   Fuji Machine Manufacturing Co.    21 
 2   Fuji Photo Film Co., Ltd.    60 

 

2
 

 

The Hartford Diversified International Fund (Effective February 28, 2014, name changed to Hartford International Capital Appreciation Fund)
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 

COMMON STOCKS - 96.3% - (continued)

     Japan - 18.5% - (continued)     
 2   Fujimi, Inc.   $23 
 13   Fujitsu Ltd.    73 
 2   Funai Electric Co., Ltd.    27 
 2   Futaba Corp.    25 
 1   Gendai Agency, Inc.    7 
 4   Higashi-Nippon Bank Ltd.    10 
 2   Hisaka Works Ltd.    20 
 2   Hitachi Chemical Co., Ltd.    27 
 6   Hitachi Metals Ltd.    91 
 2   Honeys Co., Ltd.    20 
 4   Hosiden Corp.    19 
 8   Inpex Corp.    90 
 15   Isuzu Motors Ltd.    89 
 3   Itochu Techno-Solutions Corp.    123 
 2   Japan Digital Laboratory Co., Ltd.    24 
 1   Japan Petroleum Exploration Co., Ltd.    19 
 9   Japan Tobacco, Inc.    273 
 1   JSR Corp.    12 
 18   JX Holdings, Inc.    88 
 4   KDDI Corp.    241 
 2   Keihin Corp.    31 
 2   Komatsu Ltd.    49 
 2   K's Holdings Corp.    64 
 1   Kyocera Corp.    63 
 6   Makino Milling Machine Co.    52 
 2   Melco Holdings, Inc.    28 
 2   Mimasu Semiconductor Industry Co., Ltd.    17 
 8   Minebea Co., Ltd.    57 
 1   Miraial Co., Ltd.    15 
 9   Mitsubishi Electric Corp.    102 
 48   Mitsubishi UFJ Financial Group, Inc.    288 
 17   Mitsubishi UFJ Lease & Finance Co., Ltd.    87 
 11   Mitsui Chemicals, Inc.    26 
 2   Mitsumi Electric Co., Ltd.    13 
 6   Net One Systems Co., Ltd.    38 
    Nintendo Co., Ltd.    34 
 3   Nippon Telegraph & Telephone Corp.    178 
 3   Nishimatsuya Chain Co., Ltd.    20 
 11   Nissan Motor Co., Ltd.    95 
    Nitto Denko Corp.    18 
 2   Nok Corp.    34 
 13   Nomura Holdings, Inc.    90 
 1   NSD Co., Ltd.    11 
 3   OBIC Co., Ltd.    95 
 5   Oita Bank Ltd.    20 
 2   Ono Pharmaceutical Co., Ltd.    179 
    Otsuka Corp.    57 
 1   Pal Co., Ltd.    10 
 1   Pola Orbis Holdings, Inc.    33 
 1   Proto Corp.    15 
 5   Rakuten, Inc.    85 
 3   Rohm Co., Ltd.    137 
 1   Roland Corp.    17 
 4   Shin-Etsu Polymer Co., Ltd.    14 
 3   Shinkawa Ltd.    18 
 2   Shinko Electric Industries Co., Ltd.    13 
 6   Shionogi & Co., Ltd.    119 
 1   Star Micronics Co., Ltd.    14 
 5   Sumisho Computer Systems Corp.    124 
 8   Sumitomo Bakelite Co., Ltd.    30 
 3   Sumitomo Mitsui Financial Group, Inc.    147 
 1   Suzuken Co., Ltd.    31 
 18   T&D Holdings, Inc.    218 
 3   Tachi-S Co., Ltd.    35 
 47   Taiheyo Cement Corp.    172 
 4   Tochigi (The) Bank Ltd.    16 
 1   Tokai Rika Co., Ltd.    20 
 3   Tokai Rubber Industries Ltd.    26 
 4   Tokio Marine Holdings, Inc.    108 
 1   Tokyo Electron Ltd.    47 
 4   Tokyo Ohka Kogyo Co., Ltd.    81 
 1   Tokyo Seimitsu Co., Ltd.    23 
 3   Toyo Suisan Kaisha Ltd.    104 
 1   Toyota Boshoku Corp.    16 
 3   Toyota Industries Corp.    128 
 1   Tri-Stage, Inc.    6 
    Tsuruha Holdings, Inc.    42 
 3   Ushio, Inc.    31 
 1   XEBIO Co., Ltd.    22 
 4   Yamanashi (The) Chuo Bank Ltd.    17 
 1   Zuken, Inc.    7 
         5,909 
     Malaysia - 0.7%     
 268   AirAsia Berhad    181 
 22   Malaysia Airports Holdings BHD    56 
         237 
     Mexico - 2.1%     
 18   Alfa S.A.B. de C.V.    52 
 6   Cemex S.A.B. de C.V. ADR ●    77 
 20   Compartamos S.A.B. de C.V. ☼    36 
 1   Controladora Vuela Cia De Aviacion ●    15 
 23   Corporacion Inmobiliaria Vesta S. de RL de C.V.    43 
 28   Credito Real S.A. de C.V.    44 
 24   Empresas ICA, S.A.B. de C.V. ●    47 
 22   Fibra Uno Administracion S.A. REIT    72 
    Grupo Aeroportuario del Sureste S.A.B. de C.V.    43 
 18   Grupo Famsa S.A. ●    28 
 10   Grupo Financiero Banorte S.A.B. de C.V.    64 
 15   Grupo Mexico S.A.B. de C.V.    47 
 14   Infraestructura Energetica Nova, S.A.B. de C.V.    62 
 16   OHL Mexico S.A.B. de C.V. ●    38 
         668 
     Netherlands - 2.2%     
 1   ASML Holding N.V.    72 
 2   Delta Lloyd N.V.    48 
 4   Heineken N.V.    224 
 4   ING Groep N.V. ●    59 
 19   Koninklijke (Royal) KPN N.V.    71 
 2   Koninklijke Philips N.V.    56 
 3   NXP Semiconductors N.V. ●    128 
 2   USG People N.V.    37 
    Wolters Kluwer N.V.    11 
         706 
     Norway - 0.7%     
 1   Algeta ASA ●    80 
 9   Orkla ASA    71 
 1   Statoil ASA    26 

 

3
 

 

The Hartford Diversified International Fund (Effective February 28, 2014, name changed to Hartford International Capital Appreciation Fund)
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 

COMMON STOCKS - 96.3% - (continued)

     Norway - 0.7% - (continued)     
 5   Storebrand ASA   $32 
         209 
     Panama - 0.6%     
 1   Copa Holdings S.A. Class A    180 
           
     Peru - 0.1%     
 13   Alicorp S.A.    41 
           
     Philippines - 0.4%     
 36   BDO Unibank, Inc.    62 
 767   Megaworld Corp.    60 
         122 
     Portugal - 0.5%     
 12   Banco Espirito Santo S.A. ●    18 
 5   Galp Energia SGPS S.A.    74 
 5   Jeronimo Martins    78 
         170 
     Russia - 0.1%     
 3   OAO Gazprom Class S ADR    23 
           
     Singapore - 0.6%     
 70   Ascott Residence Trust REIT    65 
 73   Biosensors International Group Ltd.    49 
 26   First Resources Ltd. ☼    41 
 20   Singapore Airport Terminal Services Ltd. ☼    49 
         204 
     South Africa - 0.4%     
 36   Life Healthcare Group Holdings Pte Ltd.    115 
 9   Raubex Group Ltd.    19 
         134 
     South Korea - 4.6%     
    Amorepacific Corp. ●    68 
 4   CJ Hellovision Co., Ltd. ●    73 
 1   Coway Co., Ltd.    73 
 3   Daum Communications Corp. ●    206 
 1   Doosan Corp.    82 
 1   GS Engineering & Construction Corp. ●    32 
 1   GS Holdings Corp. ●    62 
 2   Hana Financial Holdings    74 
 3   Hyundai Development Co. ●    78 
 1   Hyundai Home Shopping Network Corp.    190 
    Hyundai Mobis Co., Ltd. ●    56 
 2   Interojo Co., Ltd. ●    38 
 1   KB Financial Group, Inc. ●    30 
 2   KGInicis Co., Ltd. ☼    38 
 1   Korea Telecom Corp.    34 
 6   LG Telecom Ltd.    63 
 1   Mando Corp. ●    67 
    Orion Corp. ●    26 
    Posco Ltd.    39 
    Samsung Electronics Co., Ltd.    112 
    Shinhan Financial Group Co., Ltd. ●    18 
 1   Tongyang Life Insurance ☼    10 
         1,469 
     Spain - 0.3%     
 2   Almirall S.A.    29 
 3   Banco Popular Espanol    19 
 3   Banco Popular Espanol Rights     
 3   Telefonica S.A.    44 
         92 
     Sweden - 4.1%     
 7   Alfa Laval Ab    166 
 6   Assa Abloy Ab    292 
 7   Atlas Copco Ab    197 
 1   Axis Communications Ab    45 
 9   Electrolux AB Series B    201 
 12   SKF AB Class B    311 
 6   Trelleborg AB    112 
         1,324 
     Switzerland - 6.4%     
 1   Adecco S.A.    48 
    Belimon Holding AG    42 
 2   Compagnie Financiere Richemont S.A.    159 
    Geberit AG    134 
    Givaudan    47 
    Holcim Ltd.    30 
    Inficon Holdings AG    27 
 7   Julius Baer Group Ltd.    322 
    LEM Holdings S.A.    17 
    Lindt & Spruengli AG    27 
 2   Micronas Semiconductor Holding AG    19 
 2   Novartis AG    175 
 2   Roche Holding AG    415 
    SGS S.A.    72 
    Swatch Group AG    96 
    Swiss Re Ltd.    35 
 1   Tecan Group AG    59 
 17   UBS AG    328 
         2,052 
     Taiwan - 1.6%     
 4   Asustek Computer, Inc.    37 
 12   Catcher Technology Co., Ltd.    80 
 36   Compal Electronics, Inc.    27 
 17   Synnex Technology International Corp.    29 
 67   Taiwan Semiconductor Manufacturing Co., Ltd.    230 
 82   WPG Holdings Co., Ltd.    95 
         498 
     Thailand - 0.6%     
 116   Amata Corp. Public Co., Ltd.    44 
 31   PTT Chemical Public Co., Ltd.    68 
 23   Total Access Communication Public Co., Ltd.    65 
         177 
     United Kingdom - 11.7%     
 1   Anglo American plc    24 
 10   Arm Holdings plc    149 
 9   Ashtead Group plc    120 
 4   AstraZeneca plc    281 
 3   Babcock International Group plc    67 
 7   Barclays Bank plc ADR    31 
 6   BG Group plc    103 
 16   BP plc ‡    126 
 6   British American Tobacco plc    306 
 8   Burberry Group plc    195 
 12   Capita plc    186 
 2   Catlin Group Ltd.    16 
 9   Compass Group plc    136 
 3   Croda International plc    100 

 

4
 

 

The Hartford Diversified International Fund (Effective February 28, 2014, name changed to Hartford International Capital Appreciation Fund)
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 

COMMON STOCKS - 96.3% - (continued)

     United Kingdom - 11.7% - (continued)     
 12   Diageo Capital plc   $345 
 5   Halma plc    48 
 13   Hays plc    29 
 5   Home Retail Group    14 
 10   HSBC Holdings plc    101 
 2   Intertek Group plc    81 
 3   Jardine Lloyd Thompson Group plc    56 
 17   Kingfisher plc    103 
 73   Lloyds Banking Group plc ●    99 
 7   Lonmin plc    33 
 3   Mothercare plc ●    12 
 14   National Grid plc    175 
 8   Prudential plc    165 
 2   Reckitt Benckiser Group plc    175 
 1   Renishaw plc    19 
 8   SIG plc    27 
 3   Spectris plc    98 
 2   Spirax-Sarco Engineering plc    87 
 3   Standard Chartered plc    69 
 1   SuperGroup plc ●    28 
 1   Victrex plc    35 
 3   WH Smith plc    52 
 1   Whitbread plc    63 
         3,754 
     United States - 0.3%     
 2   Hollysys Automation Technology ●    37 
 2   Home Inns & Hotels Management, Inc. ●    66 
         103 
     Total common stocks     
     (cost $27,737)   $30,809 
           

PREFERRED STOCKS - 0.3%

     Germany - 0.3%     
 2   ProSieben Sat.1 Media AG   $106 
           
     Total preferred stocks     
     (cost $97)   $106 
           

EXCHANGE TRADED FUNDS - 0.2%

     United States - 0.2%     
 1   iShares MSCI EAFE ETF   $56 
           
     Total exchange traded funds     
     (cost $55)   $56 
           
     Total long-term investments     
     (cost $27,889)   $30,971 
           
SHORT-TERM INVESTMENTS - 4.3%
     Repurchase Agreements - 4.3%     
     Bank of  Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $183, collateralized by U.S.
Treasury Bill 0.07% - 0.14%, 2014, U.S.
Treasury Bond 2.75% - 11.25%, 2015 -
2043, U.S. Treasury Note 0.25% - 4.25%,
2014 - 2023, value of $186)
     
$183    0.02%, 1/31/2014 $  183 
     Bank of America Merrill Lynch TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $60,
collateralized by FHLMC 3.50% - 4.00%,
2042 - 2043, FNMA 2.81% - 4.50%, 2041 -
2042, value of $61)
     
 60    0.02%, 1/31/2014    60 
     Bank of Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $157, collateralized by FHLB
0.88%, 2017, FHLMC 0.05% - 5.50%, 2014
- 2043, FNMA 2.00% - 3.50%, 2025 - 2028,
GNMA 3.50%, 2042 - 2043, U.S. Treasury
Note 2.38%, 2014, value of $160)
     
 157    0.03%, 1/31/2014    157 
     Barclays Capital TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $166, collateralized by U.S.
Treasury Note 0.25% - 2.38%, 2014 - 2015,
value of $169)
     
 166    0.02%, 1/31/2014    166 
     Citigroup Global Markets, Inc. TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $365,
collateralized by U.S. Treasury Bill 0.06% -
0.10%, 2014, U.S. Treasury Bond 3.00% -
8.75%, 2017 - 2042, U.S. Treasury Note
0.25% - 3.75%, 2015 - 2023, value of $372)
     
 365    0.02%, 1/31/2014    365 
     Deutsche Bank Securities TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $48, collateralized by FHLMC
3.00% - 5.50%, 2019 - 2043, FNMA 3.00%
- 6.50%, 2021 - 2043, GNMA 3.00% -
6.00%, 2037 - 2053, value of $49)
     
 48    0.03%, 1/31/2014    48 
     RBS Securities, Inc. TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $41, collateralized by U.S.
Treasury Note 2.63%, 2014, value of $41)
     
 41    0.02%, 1/31/2014    41 
     TD Securities TriParty Repurchase Agreement
(maturing on 02/03/2014 in the amount of
$346, collateralized by FFCB 0.14%, 2015,
FHLB 0.55%, 2017, FHLMC 3.00% -
4.38%, 2015 - 2043, FNMA 2.50% - 4.50%,
2025 - 2043, value of $353)
     
 346    0.03%, 1/31/2014    346 

 

5
 

 

The Hartford Diversified International Fund (Effective February 28, 2014, name changed to Hartford International Capital Appreciation Fund)
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount          Market Value ╪ 
SHORT-TERM INVESTMENTS - 4.3% - (continued)
     Repurchase Agreements - 4.3% - (continued)             
     UBS Securities, Inc. Repurchase Agreement
(maturing on 02/03/2014 in the amount of
$3, collateralized by U.S. Treasury Note
2.38%, 2015, value of $3)
            
$3    0.01%, 1/31/2014          $3 
                 1,369 
     Total short-term investments             
     (cost $1,369)          $1,369 
                   
    Total investments        
     (cost $29,258) ▲    101.1%  $32,340 
     Other assets and liabilities    (1.1)%   (342)
     Total net assets    100.0%  $31,998 

 

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 may 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.

 

At January 31, 2014, the cost of securities for federal income tax purposes was $29,589 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $4,076 
Unrealized Depreciation   (1,325)
Net Unrealized Appreciation  $2,751 

 

These securities were 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 January 31, 2014, the aggregate value of these securities was $8, which rounds to zero percent 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.

 

Non-income producing.  

 

This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $90 at January 31, 2014.

 

This security, or a portion of this security, has been segregated to cover funding requirements on investment transactions settling in the future.

 

The following securities are considered illiquid.  Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933 and may have contractual restrictions on resale.  A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

 

Period Acquired  Shares/ Par   Security  Cost Basis 
09/2011 - 10/2011   80   China High Precision Automation Group Ltd.  $31 

 

At January 31, 2014, the aggregate value of these securities was $8, which rounds to zero percent of total net assets.

 

Foreign Currency Contracts Outstanding at January 31, 2014

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
AUD  Buy  02/05/2014  BOA  $34   $34   $   $ 
BRL  Buy  02/04/2014  JPM   4    4         
CHF  Buy  02/04/2014  GSC   13    13         
CHF  Buy  02/03/2014  JPM   6    6         

 

6
 

 

The Hartford Diversified International Fund (Effective February 28, 2014, name changed to Hartford International Capital Appreciation Fund)
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Foreign Currency Contracts Outstanding at January 31, 2014 - (continued)

 

                   

Unrealized Appreciation/(Depreciation)

 

Currency

 

Buy / Sell

 

Delivery Date

 

Counterparty

 

Contract Amount

  

Market Value ╪

  

Asset

  

Liability

 

CHF

 

Buy

 

02/05/2014

 

SSG

  $39   $39   $   $ 

DKK

 

Buy

 

02/05/2014

 

DEUT

   10    10         

EUR

 

Buy

 

02/04/2014

 

BNP

   10    10         

EUR

 

Buy

 

02/03/2014

 

GSC

   16    16         

EUR

 

Buy

 

02/04/2014

 

SSG

   18    18         

EUR

 

Buy

 

02/05/2014

 

SSG

   92    92         

EUR

 

Sell

 

02/03/2014

 

BNP

   8    8         

EUR

 

Sell

 

02/03/2014

 

GSC

   10    10         

EUR

 

Sell

 

02/03/2014

 

MSC

   2    2         

EUR

 

Sell

 

02/05/2014

 

SSG

   5    5         

GBP

 

Buy

 

02/05/2014

 

SSG

   92    92         

GBP

 

Sell

 

02/04/2014

 

JPM

   2    2         

HKD

 

Buy

 

02/05/2014

 

UBS

   10    10         

JPY

 

Buy

 

02/03/2014

 

MSC

   9    9         

JPY

 

Sell

 

04/10/2014

 

BCLY

   56    58        (2)

JPY

 

Sell

 

03/17/2014

 

BOA

   77    75    2     

JPY

 

Sell

 

02/14/2014

 

SSG

   79    75    4     

MXN

 

Buy

 

02/04/2014

 

BCLY

   2    2         

MXN

 

Buy

 

02/06/2014

 

MSC

   2    2         

MYR

 

Sell

 

02/05/2014

 

JPM

   4    4         

SEK

 

Buy

 

02/05/2014

 

SSG

   46    46         

SEK

 

Sell

 

02/04/2014

 

SSG

   10    10         

SGD

 

Buy

 

02/04/2014

 

JPM

   58    58         
                      $6   $(2)

 

For information regarding the Fund's policy for valuation of investments and other 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  
BOA Banc of America Securities LLC
DEUT Deutsche Bank Securities, Inc.
GSC Goldman Sachs & Co.
JPM JP Morgan Chase & Co.  
MSC Morgan Stanley  
SSG State Street Global Markets LLC
UBS UBS AG  
   
Currency Abbreviations:
AUD Australian Dollar  
BRL Brazilian Real  
CHF Swiss Franc  
DKK Danish Krone  
EUR EURO  
GBP British Pound  
HKD Hong Kong Dollar  
JPY Japanese Yen  
MXN Mexican New Peso  
MYR Malaysian Ringgit  
SEK Swedish Krona  
SGD Singapore Dollar  

 

Index Abbreviations:
EAFE Europe, Australasia and Far East
 
Other Abbreviations:
ADR American Depositary Receipt
ETF Exchange Traded Fund
FFCB Federal Farm Credit Bank
FHLB Federal Home Loan Bank
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
GNMA Government National Mortgage Association
MSCI Morgan Stanley Capital International
REIT Real Estate Investment Trust

 

7
 

 

The Hartford Diversified International Fund (Effective February 28, 2014, name changed to Hartford International Capital Appreciation Fund)
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Diversification by Sector
as of January 31, 2014

 

Sector  Percentage of
Net Assets
 
Equity Securities     
Consumer Discretionary   15.5%
Consumer Staples   7.5 
Energy   3.9 
Financials   15.7 
Health Care   8.8 
Industrials   21.9 
Information Technology   11.8 
Materials   6.5 
Services   2.8 
Utilities   2.4 
Total   96.8%
Short-Term Investments   4.3 
Other Assets and Liabilities   (1.1)
Total   100.0%

 

A sector may be comprised of several industries.  For Fund compliance purposes, the Fund may not use the same classification system and these sector classifications are used for reporting ease.

 

8
 

 

The Hartford Diversified International Fund (Effective February 28, 2014, name changed to Hartford International Capital Appreciation Fund)
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary

January 31, 2014

  

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks                    
Argentina  $22   $22   $   $ 
Australia   352        352     
Austria   28        28     
Belgium   584    27    557     
Brazil   323    323         
Canada   660    660         
China   1,867    874    993     
Colombia   86    86         
Denmark   482        482     
Finland   167        167     
France   4,129    234    3,895     
Germany   1,117    119    998     
Hong Kong   1,571    144    1,419    8 
India   77    11    66     
Indonesia   143        143     
Ireland   75    35    40     
Israel   192    192         
Italy   862        862     
Japan   5,909    15    5,894     
Malaysia   237        237     
Mexico   668    668         
Netherlands   706    128    578     
Norway   209        209     
Panama   180    180         
Peru   41    41         
Philippines   122        122     
Portugal   170        170     
Russia   23    23         
Singapore   204        204     
South Africa   134    19    115     
South Korea   1,469        1,469     
Spain   92        92     
Sweden   1,324        1,324     
Switzerland   2,052    86    1,966     
Taiwan   498        498     
Thailand   177        177     
United Kingdom   3,754    31    3,723     
United States   103    103         
Total   30,809    4,021    26,780    8 
Exchange Traded Funds   56    56         
Preferred Stocks   106        106     
Short-Term Investments   1,369        1,369     
Total  $32,340   $4,077   $28,255   $8 
Foreign Currency Contracts*   6        6     
Total  $6   $   $6   $ 
Liabilities:                    
Foreign Currency Contracts*   2        2     
Total  $2   $   $2   $ 

 

9
 

 

The Hartford Diversified International Fund (Effective February 28, 2014, name changed to Hartford International Capital Appreciation Fund)
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

For the three-month period ended January 31, 2014, investments valued at $374 were transferred from Level 1 to Level 2, and investments valued at $378 were transferred from Level 2 to Level 1. Investments are transferred between Level 1 and Level 2 for a variety of reasons including, but not limited to:
1)Foreign equities for which a fair value price is more representative of exit value than the local market close (transfer into Level 2). Foreign equities for which the local market close is more representative of exit value (transfer into Level 1).
2)U.S. Treasury securities that no longer represent the most recent issue (transfer into Level 2).
3)Equity investments with no observable trading but a bid or close price is used (transfer into Level 2). Equity investments using observable quoted prices in an active market (transfer into Level 1).

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

 

Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:

 

  

Balance
as of
October
31, 2013

  

Realized
Gain
(Loss)

  

Change in
Unrealized
Appreciation
(Depreciation)

  

Net
Amortization

  

Purchases

  

Sales

  

Transfers
Into
Level 3 

  

Transfers 
Out of

Level 3 

  

Balance
as of
January
31, 2014

 
Assets:                                             
Common Stocks  $10   $   $(2)*  $   $   $   $   $   $8 
Total  $10   $   $(2)  $   $   $   $   $   $8 

 

*Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2014 was $(2).

 

Note:For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

10
 

 

 

The Hartford Dividend and Growth Fund
Schedule of Investments
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
COMMON STOCKS - 97.0%     
     Automobiles and Components - 1.2%     
 6,208   Ford Motor Co.  $92,869 
           
     Banks - 7.6%     
 659   Bank of Nova Scotia   36,161 
 1,839   PNC Financial Services Group, Inc.   146,869 
 1,444   US Bancorp   57,377 
 7,419   Wells Fargo & Co.   336,390 
         576,797 
     Capital Goods - 7.9%     
 269   Boeing Co.   33,747 
 440   Caterpillar, Inc.   41,349 
 702   Deere & Co.   60,323 
 808   Eaton Corp. plc   59,053 
 521   Emerson Electric Co.   34,365 
 347   General Dynamics Corp.   35,165 
 4,044   General Electric Co.   101,616 
 886   Honeywell International, Inc.   80,861 
 804   Raytheon Co.   76,426 
 339   Siemens AG ADR   42,861 
 1,095   Textron, Inc.   38,882 
         604,648 
     Commercial and Professional Services - 1.0%     
 1,135   Equifax, Inc. ●   79,523 
           
     Diversified Financials - 6.6%     
 685   Ameriprise Financial, Inc.   72,340 
 2,789   Bank of America Corp.   46,715 
 340   BlackRock, Inc.   102,019 
 1,635   Citigroup, Inc.   77,548 
 3,758   JP Morgan Chase & Co.   208,028 
         506,650 
     Energy - 9.9%     
 1,192   Anadarko Petroleum Corp.   96,188 
 1,946   BP plc ADR   91,225 
 1,598   Chevron Corp.   178,421 
 1,871   Exxon Mobil Corp.   172,430 
 745   Halliburton Co.   36,528 
 308   Occidental Petroleum Corp.   26,933 
 610   Phillips 66   44,598 
 774   Schlumberger Ltd.   67,793 
 1,156   Suncor Energy, Inc.   37,966 
         752,082 
     Food and Staples Retailing - 2.4%     
 1,832   CVS Caremark Corp.   124,084 
 780   Wal-Mart Stores, Inc.   58,285 
         182,369 
     Food, Beverage and Tobacco - 3.4%     
 243   Anheuser-Busch InBev N.V. ADR   23,308 
 1,118   Kraft Foods Group, Inc.   58,523 
 1,085   Mondelez International, Inc.   35,521 
 893   Philip Morris International, Inc.   69,756 
 1,832   Unilever N.V. NY Shares ADR   68,396 
         255,504 
     Health Care Equipment and Services - 3.9%     
 1,540   Cardinal Health, Inc.   104,775 
 2,150   Medtronic, Inc.   121,577 
 1,000   UnitedHealth Group, Inc.   72,274 
         298,626 
     Household and Personal Products - 1.1%     
 1,100   Procter & Gamble Co.   84,297 
           
     Insurance - 6.1%     
 1,383   ACE Ltd.   129,738 
 704   Aflac, Inc.   44,222 
 987   Marsh & McLennan Cos., Inc.   45,103 
 1,161   MetLife, Inc.   56,944 
 1,345   Principal Financial Group, Inc.   58,610 
 1,554   Prudential Financial, Inc.   131,162 
         465,779 
     Materials - 2.0%     
 1,648   Dow Chemical Co.   74,986 
 1,199   Goldcorp, Inc.   29,840 
 945   International Paper Co.   45,124 
         149,950 
     Media - 5.2%     
 2,934   Comcast Corp. Class A   159,742 
 906   Omnicom Group, Inc.   65,787 
 1,615   Time Warner, Inc.   101,449 
 919   Walt Disney Co.   66,749 
         393,727 
     Pharmaceuticals, Biotechnology and Life Sciences - 12.9%     
 1,714   AstraZeneca plc ADR   108,867 
 1,676   Bristol-Myers Squibb Co.   83,742 
 2,254   Eli Lilly & Co.   121,740 
 1,902   Johnson & Johnson   168,268 
 5,033   Merck & Co., Inc.   266,603 
 4,645   Pfizer, Inc.   141,196 
 1,127   Teva Pharmaceutical Industries Ltd. ADR   50,287 
 1,539   Zoetis, Inc.   46,735 
         987,438 
     Retailing - 1.3%     
 1,922   Lowe's Cos., Inc.   88,949 
 242   Target Corp.   13,679 
         102,628 
     Semiconductors and Semiconductor Equipment - 2.9%     
 863   Broadcom Corp. Class A   25,668 
 4,268   Intel Corp.   104,735 
 2,105   Texas Instruments, Inc.   89,245 
         219,648 
     Software and Services - 7.3%     
 1,186   Accenture plc   94,737 
 1,267   eBay, Inc. ●   67,384 
 472   IBM Corp.   83,358 
 5,794   Microsoft Corp.   219,288 
 1,353   Oracle Corp.   49,942 
 2,068   Symantec Corp.   44,267 
         558,976 
     Technology Hardware and Equipment - 3.8%     
 185   Apple, Inc.   92,566 
 3,912   Cisco Systems, Inc.   85,709 
 594   EMC Corp.   14,398 
 749   Qualcomm, Inc.   55,603 

 

1
 

 

The Hartford Dividend and Growth Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount        Market Value ╪ 
COMMON STOCKS - 97.0% - (continued)           
     Technology Hardware and Equipment - 3.8% - (continued)             
 3,968   Xerox Corp.          $43,056 
                 291,332 
     Telecommunication Services - 2.5%             
 3,978   Verizon Communications, Inc.           191,026 
                   
     Transportation - 4.3%             
 1,967   CSX Corp.           52,924 
 2,446   Delta Air Lines, Inc.           74,885 
 641   FedEx Corp.           85,398 
 1,209   United Parcel Service, Inc. Class B           115,108 
                 328,315 
     Utilities - 3.7%             
 1,582   Dominion Resources, Inc.           107,450 
 1,689   Exelon Corp.           48,977 
 1,007   NextEra Energy, Inc.           92,556 
 1,059   NRG Energy, Inc.           29,499 
                 278,482 
     Total common stocks             
     (cost $5,406,896)          $7,400,666 
                   
     Total long-term investments             
     (cost $5,406,896)          $7,400,666 
                   
SHORT-TERM INVESTMENTS - 3.4%             
Repurchase Agreements - 3.4%             
     Bank of  Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $34,701, collateralized by U.S.
Treasury Bill 0.07% - 0.14%, 2014, U.S.
Treasury Bond 2.75% - 11.25%, 2015 -
2043, U.S. Treasury Note 0.25% - 4.25%,
2014 - 2023, value of $35,395)
            
$34,701   0.02%, 1/31/2014          $34,701 
     Bank of America Merrill Lynch TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $11,451,
collateralized by FHLMC 3.50% - 4.00%,
2042 - 2043, FNMA 2.81% - 4.50%, 2041
- 2042, value of $11,680)
            
 11,451   0.02%, 1/31/2014           11,451 
     Bank of Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $29,821, collateralized by
FHLB 0.88%, 2017, FHLMC 0.05% -
5.50%, 2014 - 2043, FNMA 2.00% -
3.50%, 2025 - 2028, GNMA 3.50%, 2042 -
2043, U.S. Treasury Note 2.38%, 2014,
value of $30,417)
            
 29,821   0.03%, 1/31/2014           29,821 
     Barclays Capital TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $31,588, collateralized by U.S.
Treasury Note 0.25% - 2.38%, 2014 -
2015, value of $32,221)
            
 31,588   0.02%, 1/31/2014           31,588 
    Citigroup Global Markets, Inc. TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $69,369,
collateralized by U.S. Treasury Bill 0.06%
- 0.10%, 2014, U.S. Treasury Bond 3.00%
- 8.75%, 2017 - 2042, U.S. Treasury Note
0.25% - 3.75%, 2015 - 2023, value of
$70,756)
           
 69,368   0.02%, 1/31/2014           69,368 
     Deutsche Bank Securities TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $9,217,
collateralized by FHLMC 3.00% - 5.50%,
2019 - 2043, FNMA 3.00% - 6.50%, 2021
- 2043, GNMA 3.00% - 6.00%, 2037 -
2053, value of $9,402)
            
 9,217   0.03%, 1/31/2014           9,217 
     RBS Securities, Inc. TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $7,710, collateralized by U.S.
Treasury Note 2.63%, 2014, value of
$7,864)
            
 7,710   0.02%, 1/31/2014           7,710 
     TD Securities TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $65,855, collateralized by FFCB
0.14%, 2015, FHLB 0.55%, 2017, FHLMC
3.00% - 4.38%, 2015 - 2043, FNMA
2.50% - 4.50%, 2025 - 2043, value of
$67,172)
            
 65,855   0.03%, 1/31/2014           65,855 
     UBS Securities, Inc. Repurchase Agreement
(maturing on 02/03/2014 in the amount of
$603, collateralized by U.S. Treasury Note
2.38%, 2015, value of $617)
            
 603   0.01%, 1/31/2014           603 
                 260,314 
     Total short-term investments             
     (cost $260,314)          $260,314 
                   
     Total investments          
     (cost $5,667,210) ▲   100.4%  $7,660,980 
     Other assets and liabilities   (0.4)%   (30,629)
     Total net assets   100.0%  $7,630,351 

 

2
 

 

The Hartford Dividend and Growth Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

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

 

At January 31, 2014, the cost of securities for federal income tax purposes was $5,685,108 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $2,027,256 
Unrealized Depreciation   (51,384)
Net Unrealized Appreciation  $1,975,872 

 

Non-income producing.

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Other Abbreviations:
ADR American Depositary Receipt
FFCB Federal Farm Credit Bank
FHLB Federal Home Loan Bank
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
GNMA Government National Mortgage Association

 

3
 

 

The Hartford Dividend and Growth Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary

January 31, 2014

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks ‡  $7,400,666   $7,400,666   $   $ 
Short-Term Investments   260,314        260,314     
Total  $7,660,980   $7,400,666   $260,314   $ 

 

For the three-month period ended January 31, 2014, there were no transfers between Level 1 and Level 2.
The Fund has all or primarily all of the equity securities categorized in a particular level.  Refer to the Schedule of Investments for further industry breakout.

 

Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:

 

  

Balance
as of
October
31, 2013

  

Realized
Gain
(Loss)

  

Change in
Unrealized
Appreciation
(Depreciation)

  

Net
Amortization

  

Purchases

  

Sales

  

Transfers
Into
Level 3 

  

Transfers
Out of

Level 3 

  

Balance
as of
January
31, 2014

 
Assets:                                             
Common Stocks  $178   $159   $(130)  $   $   $(207)  $   $   $ 
Total  $178   $159   $(130)  $   $   $(207)  $   $   $ 

 

Note:For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

Diversification by Sector

as of January 31, 2014

Sector  Percentage of 
Net Assets
 
Equity Securities     
Consumer Discretionary   7.7%
Consumer Staples   6.9 
Energy   9.9 
Financials   20.3 
Health Care   16.8 
Industrials   13.2 
Information Technology   14.0 
Materials   2.0 
Services   2.5 
Utilities   3.7 
Total   97.0%
Short-Term Investments   3.4 
Other Assets and Liabilities   (0.4)
Total   100.0%

 

A sector may be comprised of several industries.  For Fund compliance purposes, the Fund may not use the same classification system and these sector classifications are used for reporting ease.

 

4
 

 

 

Hartford Duration-Hedged Strategic Income Fund
Schedule of Investments
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount          Market Value ╪ 
AFFILIATED INVESTMENT COMPANIES - 94.5%             
Taxable Fixed Income Funds - 94.5%             
 802   The Hartford Strategic Income Fund, Class Y          $7,299 
                   
     Total taxable fixed income fund             
     (cost $7,321)          $7,299 
                   
     Total investments in affiliated investment companies             
     (cost $7,321)          $7,299 
                   
     Total long-term investments             
     (cost $7,321)          $7,299 
                   
SHORT-TERM INVESTMENTS - 1.1%             
Other Investment Pools and Funds - 1.1%             
                   
 85   JP Morgan Prime Money Market Fund          $85 
                   
     Total short-term investments             
     (cost $85)          $85 
                   
     Total investments          
     (cost $7,406) ▲   95.6%  $7,384 
     Other assets and liabilities   4.4%   340 
     Total net assets   100.0%  $7,724 

 

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

 

At January 31, 2014, the cost of securities for federal income tax purposes was $7,406 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $ 
Unrealized Depreciation   (22)
Net Unrealized Depreciation  $(22)

 

Futures Contracts Outstanding at January 31, 2014
 
  

Number of

   Expiration  Notional   Market  

Unrealized
Appreciation/(Depreciation)

   Variation Margin 

Description

  Contracts*   Date  Amount   Value ╪   Asset   Liability   Asset   Liability 
Short position contracts:                                      

10-Year U.S. Treasury Note Future

   18   03/20/2014  $2,244   $2,263   $   $(19)  $   $(6)

2-Year U.S. Treasury Note Future

   11   03/31/2014   2,420    2,422        (2)       (1)

5-Year U.S. Treasury Note Future

   9   03/31/2014   1,083    1,086        (3)       (1)

U.S. Treasury Long Bond Future

   7   03/20/2014   912    935        (23)       (2)

U.S. Treasury Ultra Long Term Bond Future

   1   03/20/2014   138    144        (6)        
Total          $6,797   $6,850   $   $(53)  $   $(10)

 

* The number of contracts does not omit 000's.

 

Cash of $59 was pledged as initial margin deposit and collateral for daily variation margin loss on open futures contracts at January 31, 2014.

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent prospectus.

 

1
 

 

Hartford Duration-Hedged Strategic Income Fund
Schedule of Investments – (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary
January 31, 2014

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Affiliated Investment Companies  $7,299   $7,299   $   $ 
Short-Term Investments   85    85         
Total  $7,384   $7,384   $   $ 
Liabilities:                    
Futures *   53    53         
Total  $53   $53   $   $ 

 

For the period November 29, 2013 (commencement of operations) through January 31, 2014, there were no transfers between Level 1 and Level 2.
*Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

 

Note:For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

Composition by Investments

as of January 31, 2014

 

Fund Name  Percentage of
Net Assets
 
JP Morgan Prime Money Market Fund   1.1%
The Hartford Strategic Income Fund, Class Y   94.5 
Other Assets and Liabilities   4.4 
Total   100.0%

 

2
 

 

 

The Hartford Emerging Markets Local Debt Fund
Schedule of Investments
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

CORPORATE BONDS - 31.6%

     Austria - 0.0%     
     OGX Austria GmbH     
$200   8.38%, 04/01/2022 ■Ω   $6 
           
     Bermuda - 0.3%     
     GeoPark Latin America Ltd. Agencia en Chile     
 270   7.50%, 02/11/2020 ■    278 
 610   7.50%, 02/11/2020 §    628 
         906 
           
     Brazil - 1.6%     
     Banco do Brasil     
 200   6.25%, 04/15/2024 §♠    154 
     Centrais Eletricas Brasileiras S.A.     
 455   5.75%, 10/27/2021 §    430 
     Fibria Overseas Finance Ltd.     
 380   6.75%, 03/03/2021 §    414 
     Globo Communicacao e Participacoes S.A.     
 425   6.25%, 07/20/2015 §♠    440 
     Net Servicos De Comnicacao S.A.     
 772   7.50%, 01/27/2020    834 
     OAS Investments GmbH     
 510   8.25%, 10/19/2019 ■    491 
 200   8.25%, 10/19/2019 §    193 
     Odbrcht Offshore Drilling Finance Ltd.     
 350   6.75%, 10/01/2022 ■    357 
 482   6.75%, 10/01/2022 §    492 
     Oi S.A.     
 595   5.75%, 02/10/2022 §    535 
         4,340 
     British Virgin Islands - 2.1%     
     CNOOC Finance 2012 Ltd.     
 375   3.88%, 05/02/2022 §    365 
     CNPC General Capital     
 800   3.95%, 04/19/2022 §    777 
     Gerdau Trade, Inc.     
 310   4.75%, 04/15/2023 ■    279 
 200   4.75%, 04/15/2023 §    180 
     HLP Finance Ltd.     
 810   4.75%, 06/25/2022 §    800 
     PCCW-HKT Capital No5, Ltd.     
 1,440   3.75%, 03/08/2023 §    1,308 
     QGOG Atlantic/Alaskan Rigs Ltd.     
 136   5.25%, 07/30/2018 ■    140 
 654   5.25%, 07/30/2019 §    674 
     Sinopec Group Overseas Development 2013 Ltd.     
 750   4.38%, 10/17/2023 ■    739 
     Star Energy Geothermal     
 615   6.13%, 03/27/2020 §    567 
         5,829 
     Canada - 0.5%     
     Pacific Rubiales Energy Corp.     
 143   7.25%, 12/12/2021 ■    150 
 1,075   7.25%, 12/12/2021 §    1,129 
         1,279 
     Cayman Islands - 0.8%     
     Alliance Global Group, Inc.     
 810   6.50%, 08/18/2017    859 
     Champion     
 870   3.75%, 01/17/2023 §    749 
     UOB Cayman Ltd.     
 600   5.80%, 03/15/2016 §♠    617 
         2,225 
     Chile - 1.1%     
     AES Gener S.A.     
 105   5.25%, 08/15/2021 ■    107 
 530   5.25%, 08/15/2021 §    541 
     Bonos del Banco Central de Chile en Pesos     
CLP 535,000   6.00%, 02/01/2016    994 
     E CL S.A.     
 700   5.63%, 01/15/2021 §    737 
     Empresa Nacional De Tele     
 750   4.88%, 10/30/2024 ■    741 
         3,120 
     China - 0.6%     
     China Oilfield Services Ltd.     
 990   3.25%, 09/06/2022 §    891 
     Golden Eagle Retail Group     
 820   4.63%, 05/21/2023 §    693 
         1,584 
     Colombia - 1.6%     
     Banco Davivienda S.A.     
 200   5.88%, 07/09/2022 ■    194 
 600   5.88%, 07/09/2022 §    581 
     Bancolombia S.A.     
 1,131   6.13%, 07/26/2020    1,165 
     Emgesa S.A.     
COP 2,406,000   8.75%, 01/25/2021 §    1,233 
     Empresa de Energia de Bogota     
 710   6.13%, 11/10/2021 §    735 
     Empresa de Telecomunicaciones de Bogota S.A.     
COP   518,000   7.00%, 01/17/2023 ■    219 
     Empresas Publicas de Medellin E.S.P.     
COP   448,000   8.38%, 02/01/2021 §    225 
         4,352 
     Hong Kong - 3.3%     
     First Pacific Co., Ltd.     
 1,260   4.50%, 04/16/2023 §    1,097 
     Hutchison Whampoa International Ltd.     
 2,040   6.00%, 10/28/2015 §♠    2,152 
     Metropolitan Light International     
 1,255   5.25%, 01/17/2018 §    1,254 
     Sino Ltd.     
 940   3.25%, 09/21/2017 §    943 
     Smartone Finance Ltd.     
 1,500   3.88%, 04/08/2023 §    1,286 
     Sun Hung Kai Properties Capital Market Ltd.     
 670   4.50%, 02/14/2022 §    683 
     Wheelock Finance Ltd.     
 925   3.00%, 03/19/2018 §    909 
     Zijin International Finance Co., Ltd.     
 740   4.25%, 06/30/2016 §    768 
         9,092 

 

1
 

 

The Hartford Emerging Markets Local Debt Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

CORPORATE BONDS - 31.6% - (continued)

     India - 1.0%     
     Bharti Airtel International     
$300   5.13%, 03/11/2023 ■   $278 
 1,085   5.13%, 03/11/2023 §    1,005 
     Reliance Holdings USA     
 1,300   5.40%, 02/14/2022 §    1,341 
         2,624 
     Indonesia - 0.3%     
     Adaro Indonesia PT     
 350   7.63%, 10/22/2019 §    367 
     Berau Coal Energy Tbk     
 425   7.25%, 03/13/2017 §    423 
         790 
     Ireland - 1.9%     
     Borets Finance Ltd.     
 745   7.63%, 09/26/2018 ■    745 
 530   7.63%, 09/26/2018 §    530 
     DME Airport Ltd.     
 1,255   6.00%, 11/26/2018 §    1,264 
     EDC Finance Ltd.     
 665   4.88%, 04/17/2020 ■    630 
 850   4.88%, 04/17/2020 §    805 
     Sibur Securities Ltd.     
 350   3.91%, 01/31/2018 ■    336 
 960   3.91%, 01/31/2018 §    922 
         5,232 
     Israel - 1.3%     
     Inkia Energy, Inc.     
 1,180   8.38%, 04/04/2021 §    1,267 
     Israel Electric Corp. Ltd.     
 1,875   9.38%, 01/28/2020 §    2,290 
         3,557 
     Kazakhstan - 0.2%     
     KazMunayGas National Co.     
 425   7.00%, 05/05/2020 §    470 
           
     Luxembourg - 2.1%     
     ALROSA Finance S.A.     
 1,195   7.75%, 11/03/2020 §    1,317 
     Altice Financing S.A.     
 205   9.88%, 12/15/2020 ■    230 
 1,345   9.88%, 12/15/2020 §    1,506 
     Cosan Luxembourg S.A.     
 470   5.00%, 03/14/2023 ■    401 
     European Investment Bank     
ZAR   475   8.76%, 12/31/2018 ○    28 
     Offshore Drilling Holding     
 705   8.38%, 09/20/2020 ■    758 
 850   8.38%, 09/20/2020 §    914 
     VTB Capital S.A.     
 480   6.88%, 05/29/2018 §    521 
         5,675 
     Malaysia - 0.3%     
     Axiata SPV1 Labuan Ltd.     
 300   5.38%, 04/28/2020 §    322 
     Public Bank Bhd     
 535   6.84%, 08/22/2036    555 
         877 
     Mexico - 2.7%     
     Alpek S.A. de C.V.     
 545   5.38%, 08/08/2023 ■    533 
 200   5.38%, 08/08/2023 §    195 
     BBVA Bancomer S.A. Texas     
 1,600   6.75%, 09/30/2022 §    1,714 
     Cemex Finance LLC     
 1,650   7.25%, 01/15/2021 ■    1,695 
     Cemex S.A.B. de C.V.     
 200   7.25%, 01/15/2021 §    206 
     Controladora Mabe S.A. de C.V.     
 1,758   7.88%, 10/28/2019 §    1,954 
     Grupo Cementos Chihuahua     
 900   8.13%, 02/08/2020 §    939 
         7,236 
     Netherlands - 2.0%     
     Access Finance B.V.     
 200   7.25%, 07/25/2017 ■    200 
 200   7.25%, 07/25/2017 §    200 
     Indosat Palapa Co. B.V.     
 990   7.38%, 07/29/2020 §    1,074 
     Listrindo Capital B.V.     
 890   6.95%, 02/21/2019 §    910 
     Marfrig Holding Europe B.V.     
 375   11.25%, 09/20/2021 ■    366 
 480   11.25%, 09/20/2021 §    469 
     Vimpelcom Holdings     
 530   5.95%, 02/13/2023 ■    497 
 400   5.95%, 02/13/2023 §    375 
     VTR Finance B.V.     
 1,305   6.88%, 01/15/2024 ■    1,307 
         5,398 
     Peru - 0.6%     
     Banco de Credito del Peru/Panama     
 190   6.88%, 09/16/2026 ■    197 
 1,291   6.88%, 09/16/2026 §    1,343 
         1,540 
           
     Philippines - 0.2%     
     SM Investments Corp.     
 400   4.25%, 10/17/2019 §    387 
 265   5.50%, 10/13/2017 §    276 
         663 
     Russia - 1.9%     
     Gazprom Neft OAO via GPN Capital S.A.     
 920   6.00%, 11/27/2023 ■    918 
     Gazprom OAO via Gaz Capital S.A.     
 1,030   6.00%, 01/23/2021 §    1,067 
     Home Credit & Finance Bank     
 625   9.38%, 04/24/2020 §    619 
     Sberbank of Russia Via SB Capital S.A.     
 1,820   5.13%, 10/29/2022 §    1,706 
     Sistema JSFC     
 720   6.95%, 05/17/2019 §    760 
         5,070 
     Singapore - 1.0%     
     DBS Bank Ltd.     
 600   3.63%, 09/21/2022 §    616 
     DBS Group Holdings Ltd.     
 450   3.63%, 09/21/2022 ■    462 

 

2
 

 

The Hartford Emerging Markets Local Debt Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

CORPORATE BONDS - 31.6% - (continued)

     Singapore - 1.0% - (continued)     
     Oversea-Chinese Banking Corp., Ltd.     
$785   3.15%, 03/11/2023 §   $782 
 933   3.75%, 11/15/2022 §    961 
         2,821 
     South Africa - 0.1%     
     Eskom Holdings Ltd.     
ZAR   900   10.01%, 12/31/2018    50 
ZAR   2,060   10.63%, 08/18/2027 ○    43 
ZAR700   10.73%, 12/31/2032 ○    9 
     Transnet Ltd.     
ZAR1,000   10.00%, 03/30/2029    77 
         179 
     South Korea - 1.6%     
     Korea Development Bank     
 600   3.88%, 05/04/2017    637 
     Korea Finance Corp.     
 390   2.88%, 08/22/2018    399 
     Korea Hydro & Nuclear Power Co., Ltd.     
 700   2.88%, 10/02/2018 ■    704 
 365   2.88%, 10/02/2018 §    367 
     Shinhan Bank     
 585   6.82%, 09/20/2036 §    639 
     SK Broadband Co., Ltd.     
 795   2.88%, 10/29/2018 §    791 
     SK Innovation Co., Ltd.     
 770   3.63%, 08/14/2018 §    794 
         4,331 
     Sweden - 0.3%     
     Eileme 2 AB     
 610   11.63%, 01/31/2020 §    725 
           
     Turkey - 0.4%     
     Arcelik AS     
 435   5.00%, 04/03/2023 ■    372 
     Turk Vise Ve Cam Fabrika     
 340   4.25%, 05/09/2020 ■    293 
 420   4.25%, 05/09/2020 §    363 
         1,028 
     United Arab Emirates - 0.2%     
     Dolphin Energy Ltd.     
 200   5.50%, 12/15/2021 ■    220 
 400   5.50%, 12/15/2021 §    439 
         659 
           
     United Kingdom - 0.7%     
     DTEK Finance plc     
 335   7.88%, 04/04/2018 ■    297 
     European Bank for Reconstruction & Development     
ZAR 550   8.76%, 12/31/2020 ○    27 
     Standard Bank plc     
 700   8.13%, 12/02/2019    782 
     Vedanta Resources plc     
 885   8.25%, 06/07/2021 §    885 
         1,991 
     United States - 0.9%     
     Cemex Finance LLC     
 345   9.38%, 10/12/2022 ■    385 
     Comcel Trust     
 1,470   6.88%, 02/06/2024 ■☼    1,444 
     Rosy Unicorn Ltd     
 525   6.50%, 02/09/2017 §    572 
         2,401 
     Total corporate bonds     
     (cost $87,912)   $86,000 
           

FOREIGN GOVERNMENT OBLIGATIONS - 60.2%

     Argentina - 0.1%     
     City of Buenos Aires     
$400   9.95%, 03/01/2017 §   $368 
           
     Brazil - 6.0%     
     Brazil (Republic of)     
BRL   6,934   6.00%, 05/15/2015 - 08/15/2050 ◄    2,731 
BRL 1,491   8.14%, 01/01/2016 ○    492 
BRL35,375   10.00%, 01/01/2015 - 01/01/2023    13,217 
         16,440 
     Colombia - 5.0%     
     Colombia (Republic of)     
COP   1,059,910   4.25%, 05/17/2017 ◄    553 
COP5,649,300   6.00%, 04/28/2028    2,421 
COP5,315,600   7.25%, 06/15/2016    2,735 
COP4,733,300   7.50%, 08/26/2026    2,322 
COP4,237,400   11.00%, 07/24/2020    2,538 
     Titulos De Tesoreria B     
COP6,350,600   7.00%, 05/04/2022    3,119 
         13,688 
     Hungary - 4.9%     
     Hungary (Republic of)     
HUF 1,009,700   5.50%, 02/12/2016 - 12/20/2018    4,479 
HUF284,750   6.50%, 06/24/2019    1,295 
HUF703,580   6.75%, 08/22/2014 - 02/24/2017    3,145 
HUF101,370   7.75%, 08/24/2015    464 
HUF867,930   8.00%, 02/12/2015 ‡    3,913 
         13,296 
     Indonesia - 3.8%     
     Indonesia (Republic of)     
IDR7,171,000   5.25%, 05/15/2018    526 
IDR37,099,000   5.63%, 05/15/2023    2,405 
IDR22,384,000   6.63%, 05/15/2033    1,357 
IDR22,065,000   7.00%, 05/15/2027    1,475 
IDR18,423,000   8.25%, 06/15/2032    1,331 
IDR26,206,000   8.38%, 03/15/2024 - 03/15/2034    2,060 
IDR13,693,000   9.00%, 03/15/2029    1,078 
         10,232 
     Malaysia - 4.3%     
     Malaysia (Government of)     
MYR7,465   3.43%, 08/15/2014    2,237 
MYR12,059   3.74%, 02/27/2015    3,630 
MYR2,211   4.26%, 09/15/2016    676 
MYR1,525   4.39%, 04/15/2026    453 
MYR15,450   5.09%, 04/30/2014 ╦    4,640 
         11,636 

 

3
 

 

The Hartford Emerging Markets Local Debt Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
FOREIGN GOVERNMENT OBLIGATIONS - 60.2% - (continued)
     Mexico - 7.1%     
   Mexican Bonos   
MXN19,891   4.00%, 11/15/2040 ◄   $1,487 
MXN15,208   6.50%, 06/10/2021    1,152 
MXN59,427   7.00%, 06/19/2014    4,500 
MXN29,382   8.00%, 12/07/2023    2,415 
MXN32,897   8.50%, 05/31/2029 - 11/18/2038    2,708 
MXN34,761   9.50%, 12/18/2014    2,726 
MXN20,624   10.00%, 12/05/2024    1,935 
     Mexican Bonos De Desarrollo     
MXN16,528   8.00%, 06/11/2020    1,367 
MXN2,907   10.00%, 11/20/2036    270 
     United Mexican States     
MXN9,528   6.50%, 06/09/2022    715 
         19,275 
     Nigeria - 1.6%     
     Nigeria (Federal Republic of)     
NGN630,855   4.00%, 04/23/2015    3,491 
NGN103,335   7.00%, 10/23/2019    470 
NGN45,345   16.00%, 06/29/2019    302 
         4,263 
     Peru - 2.0%     
     Peru (Republic of)     
PEN3,665   5.20%, 09/12/2023    1,206 
PEN2,143   6.85%, 02/12/2042    687 
PEN2,490   6.90%, 08/12/2037    815 
PEN7,073   6.95%, 08/12/2031    2,369 
PEN684   8.20%, 08/12/2026    275 
         5,352 
     Poland - 5.8%     
     Poland (Republic of)     
PLN7,125   4.75%, 10/25/2016    2,333 
PLN2,675   5.00%, 04/25/2016    879 
PLN8,866   5.25%, 10/25/2017 - 10/25/2020    2,936 
PLN9,630   5.50%, 04/25/2015 - 10/25/2019    3,164 
PLN19,166   5.75%, 04/25/2014 - 04/25/2029    6,362 
         15,674 
     Romania - 2.3%     
     Romania (Republic of)     
RON6,390   5.80%, 10/26/2015    2,004 
RON11,810   5.85%, 07/28/2014    3,573 
RON2,120   5.95%, 06/11/2021    652 
         6,229 
     Russia - 5.5%     
     Russia (Federation of)     
RUB9,545   6.80%, 12/11/2019    258 
RUB7,230   6.90%, 08/03/2016 Δ    205 
RUB45,150   7.00%, 08/16/2023 Δ    1,182 
RUB70,250   7.05%, 01/19/2028 Δ    1,789 
RUB38,125   7.10%, 03/13/2014 Δ    1,085 
RUB9,600   7.35%, 01/20/2016 Δ    277 
RUB86,765   7.60%, 07/20/2022 Δ    2,376 
RUB95,000   7.85%, 03/10/2018 §    2,703 
RUB183,696   8.15%, 02/03/2027 Δ    5,186 
         15,061 
     Slovenia - 1.5%     
     Slovenia (Republic of)     
EUR530   4.13%, 01/26/2020   712 
EUR650   4.38%, 01/18/2021 §    871 
EUR1,465   4.63%, 09/09/2024 §    1,935 
 525   5.85%, 05/10/2023 §    535 
         4,053 
     South Africa - 4.1%     
     South Africa (Republic of)     
ZAR35,117   6.25%, 03/31/2036    2,257 
ZAR12,340   6.50%, 02/28/2041    793 
ZAR38,560   7.00%, 02/28/2031    2,785 
ZAR11,730   7.75%, 02/28/2023    990 
ZAR12,085   8.00%, 12/21/2018    1,075 
ZAR12,395   8.75%, 02/28/2048    1,039 
ZAR22,610   10.50%, 12/21/2026    2,273 
         11,212 
     South Korea - 2.1%     
     Korea (Republic of)     
KRW2,748,580   3.25%, 12/10/2014    2,580 
KRW1,441,680   3.50%, 06/10/2014    1,351 
KRW1,970,990   4.50%, 03/10/2015    1,877 
         5,808 
     Thailand - 0.4%     
     Thailand (Government of)     
THB39,650   3.63%, 06/16/2023    1,171 
           
     Turkey - 3.7%     
     Turkey (Republic of)     
TRY3,813   2.50%, 05/04/2016 ◄    1,645 
TRY4,148   3.00%, 02/23/2022 ◄    1,763 
TRY5,428   4.00%, 04/29/2015 - 04/01/2020 ◄    2,439 
TRY1,304   4.50%, 02/11/2015    584 
TRY6,345   9.00%, 03/05/2014 - 01/27/2016    2,805 
TRY1,635   11.00%, 08/06/2014    725 
         9,961 
     Total foreign government obligations     
     (cost $184,486)   $163,719 
           
     Total long-term investments     
     (cost $272,398)   $249,719 
           
SHORT-TERM INVESTMENTS - 8.0%
     Foreign Governments - 0.6%     
     Nigeria (Federal Republic of)     
NGN113,300   12.28%, 5/8/2014 ○   $675 
NGN101,243   12.30%, 3/6/2014 ○    616 
NGN14,877   12.31%, 4/10/2014 ○    89 
NGN26,660   12.52%, 3/20/2014 ○    162 
         1,542 
     Repurchase Agreements - 7.4%     
     Bank of  Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in
the amount of $2,680, collateralized by
U.S. Treasury Bill 0.07% - 0.14%, 2014,
U.S. Treasury Bond 2.75% - 11.25%,
2015 - 2043, U.S. Treasury Note 0.25% -
4.25%, 2014 - 2023, value of $2,734)
     
 2,680    0.02%, 1/31/2014    2,680 

 

4
 

 

The Hartford Emerging Markets Local Debt Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬          Market Value ╪ 
SHORT-TERM INVESTMENTS - 8.0% - (continued)
     Repurchase Agreements - 7.4% - (continued)             
     Bank of America Merrill Lynch TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $884,
collateralized by FHLMC 3.50% -
4.00%, 2042 - 2043, FNMA 2.81% -
4.50%, 2041 - 2042, value of $902)
            
$884    0.02%, 1/31/2014          $884 
     Bank of Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in
the amount of $2,303, collateralized by
FHLB 0.88%, 2017, FHLMC 0.05% -
5.50%, 2014 - 2043, FNMA 2.00% -
3.50%, 2025 - 2028, GNMA 3.50%,
2042 - 2043, U.S. Treasury Note 2.38%,
2014, value of $2,349)
            
 2,303    0.03%, 1/31/2014           2,303 
     Barclays Capital TriParty Repurchase
Agreement (maturing on 02/03/2014 in
the amount of $2,440, collateralized by
U.S. Treasury Note 0.25% - 2.38%, 2014
- 2015, value of $2,489)
            
 2,440    0.02%, 1/31/2014           2,440 
     Citigroup Global Markets, Inc. TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $5,358,
collateralized by U.S. Treasury Bill
0.06% - 0.10%, 2014, U.S. Treasury
Bond 3.00% - 8.75%, 2017 - 2042, U.S.
Treasury Note 0.25% - 3.75%, 2015 -
2023, value of $5,465)
            
 5,358    0.02%, 1/31/2014           5,358 
     Deutsche Bank Securities TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $712,
collateralized by FHLMC 3.00% -
5.50%, 2019 - 2043, FNMA 3.00% -
6.50%, 2021 - 2043, GNMA 3.00% -
6.00%, 2037 - 2053, value of $726)
            
 712    0.03%, 1/31/2014           712 
     RBS Securities, Inc. TriParty Repurchase
Agreement (maturing on 02/03/2014 in
the amount of $595, collateralized by
U.S. Treasury Note 2.63%, 2014, value
of $607)
            
 595    0.02%, 1/31/2014           595 
     TD Securities TriParty Repurchase
Agreement (maturing on 02/03/2014 in
the amount of $5,086, collateralized by
FFCB 0.14%, 2015, FHLB 0.55%, 2017,
FHLMC 3.00% - 4.38%, 2015 - 2043,
FNMA 2.50% - 4.50%, 2025 - 2043,
value of $5,188)
            
 5,086    0.03%, 1/31/2014           5,086 
     UBS Securities, Inc. Repurchase Agreement
(maturing on 02/03/2014 in the amount
of $47, collateralized by U.S. Treasury
Note 2.38%, 2015, value of $48)
            
47    0.01%, 1/31/2014          47 
                 20,105 
     Total short-term investments             
     (cost $21,667)          $21,647 
                   
    Total investments        
     (cost $294,065) ▲    99.8%  $271,366 
     Other assets and liabilities    0.2%   618 
     Total net assets    100.0%  $271,984 

 

5
 

 

The Hartford Emerging Markets Local Debt Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

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

 

At January 31, 2014, the cost of securities for federal income tax purposes was $294,085 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $842 
Unrealized Depreciation   (23,561)
Net Unrealized Depreciation  $(22,719)

 

ΩDebt security in default due to bankruptcy.

 

ΔVariable rate securities; the rate reported is the coupon rate in effect at January 31, 2014.

 

The interest rate disclosed for these securities represents the effective yield on the date of the acquisition.

 

The principal amount for this security is adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

 

Securities issued within terms of a private placement memorandum, exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2014, the aggregate value of these securities was $16,969, which represents 6.2% of total net assets.

 

§These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933.  The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid.  At January 31, 2014, the aggregate value of these securities was $68,984, which represents 25.4% of total net assets.

 

Perpetual maturity security.  Maturity date shown is the next call date.

 

All principal  or contract amounts are in U.S. dollars unless otherwise indicated.

 

This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $1,470 at January 31, 2014.

 

This security, or a portion of this security, has been segregated to cover funding requirements on investment transactions settling in the future.

 

This security, or a portion of this security, has been pledged as collateral in connection with over-the-counter swap contracts.  The Fund has also pledged $280 of cash as collateral in connection with over-the-counter swap contracts.  Securities valued at $200, held on behalf of the Fund at the custody bank, were designated by broker(s) as collateral in connection with over-the-counter swap contracts. Since the broker retains legal title to the securities, the securities are not considered an asset of the Fund and are not included in the Statement of Assets and Liabilities.

 

Futures Contracts Outstanding at January 31, 2014

 

  

Number of

 

Expiration

 

Notional

  

Market

  

Unrealized
Appreciation/(Depreciation)

  

Variation Margin

 

Description

 

Contracts*

 

Date

 

Amount

  

Value ╪

  

Asset

  

Liability

  

Asset

  

Liability

 
Long position contracts:                                    

10-Year U.S. Treasury Note Future

 

63

 

03/20/2014

  $7,818   $7,922   $104   $   $19   $ 

U.S. Treasury Long Bond Future

 

15

 

03/20/2014

   1,940    2,004    64        4     
Total        $9,758   $9,926   $168   $   $23   $ 

 

* The number of contracts does not omit 000's.

 

Cash of $130 was pledged as initial margin deposit and collateral for daily variation margin loss on open futures contracts at January 31, 2014.

 

Foreign Currency Contracts Outstanding at January 31, 2014

 

                   

Unrealized Appreciation/(Depreciation)

 

Currency

 

Buy / Sell

 

Delivery Date

 

Counterparty

 

Contract Amount

  

Market Value ╪

  

Asset

  

Liability

 

AUD

 

Sell

 

03/19/2014

 

BNP

  $1,176   $1,156   $20   $ 

 

6
 

 

The Hartford Emerging Markets Local Debt Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Foreign Currency Contracts Outstanding at January 31, 2014 - (continued)

                   

Unrealized Appreciation/(Depreciation)

 

Currency

 

Buy / Sell

 

Delivery Date

 

Counterparty

 

Contract Amount

  

Market Value ╪

  

Asset

  

Liability

 

BRL

 

Buy

 

03/06/2014

 

BCLY

  $26   $25   $   $(1)

BRL

 

Buy

 

03/06/2014

 

BNP

   350    345        (5)

BRL

 

Buy

 

03/06/2014

 

MSC

   13,463    13,018        (445)

BRL

 

Buy

 

03/06/2014

 

SCB

   1,965    1,972    7     

BRL

 

Buy

 

03/06/2014

 

SCB

   400    398        (2)

BRL

 

Buy

 

03/06/2014

 

UBS

   1,606    1,589        (17)

BRL

 

Sell

 

03/06/2014

 

BNP

   365    355    10     

BRL

 

Sell

 

03/06/2014

 

MSC

   8,462    8,238    224     

BRL

 

Sell

 

03/06/2014

 

SCB

   753    750    3     

BRL

 

Sell

 

03/06/2014

 

UBS

   1,211    1,183    28     

CAD

 

Buy

 

03/19/2014

 

SSG

   159    152        (7)

CAD

 

Sell

 

03/19/2014

 

SCB

   380    381        (1)

CAD

 

Sell

 

03/19/2014

 

SSG

   2,333    2,224    109     

CLP

 

Buy

 

03/19/2014

 

SCB

   1,396    1,343        (53)

CLP

 

Sell

 

03/19/2014

 

BNP

   2,334    2,234    100     

CLP

 

Sell

 

03/19/2014

 

SCB

   2,170    2,088    82     

CNY

 

Buy

 

11/14/2014

 

JPM

   2,549    2,733    184     

CNY

 

Sell

 

11/14/2014

 

DEUT

   824    860        (36)

CNY

 

Sell

 

11/14/2014

 

JPM

   1,799    1,873        (74)

COP

 

Buy

 

03/19/2014

 

BNP

   688    664        (24)

COP

 

Buy

 

03/19/2014

 

BOA

   1,451    1,399        (52)

COP

 

Buy

 

03/19/2014

 

MSC

   1,448    1,399        (49)

COP

 

Buy

 

03/19/2014

 

SCB

   4,113    4,000        (113)

COP

 

Sell

 

03/19/2014

 

BNP

   1,493    1,432    61     

COP

 

Sell

 

03/19/2014

 

BOA

   3,620    3,489    131     

COP

 

Sell

 

03/19/2014

 

MSC

   3,612    3,489    123     

COP

 

Sell

 

03/19/2014

 

SCB

   4,348    4,199    149     

CZK

 

Buy

 

03/19/2014

 

DEUT

   2,119    2,069        (50)

CZK

 

Sell

 

03/19/2014

 

DEUT

   2,264    2,210    54     

CZK

 

Sell

 

03/19/2014

 

JPM

   228    224    4     

EUR

 

Buy

 

03/19/2014

 

CBK

   2,271    2,246        (25)

EUR

 

Buy

 

03/19/2014

 

MSC

   2,524    2,471        (53)

EUR

 

Buy

 

02/28/2014

 

SSG

   423    418        (5)

EUR

 

Sell

 

03/19/2014

 

BNP

   2,495    2,461    34     

EUR

 

Sell

 

03/19/2014

 

CSFB

   1,028    1,007    21     

EUR

 

Sell

 

03/19/2014

 

JPM

   731    716    15     

EUR

 

Sell

 

03/19/2014

 

MSC

   4,670    4,571    99     

HUF

 

Buy

 

03/19/2014

 

BNP

   1,932    1,820        (112)

HUF

 

Buy

 

03/19/2014

 

BOA

   1,965    1,859        (106)

HUF

 

Buy

 

03/19/2014

 

CBK

   1,160    1,116        (44)

HUF

 

Buy

 

03/19/2014

 

CSFB

   8    8         

HUF

 

Buy

 

03/19/2014

 

DEUT

   562    530        (32)

HUF

 

Buy

 

03/19/2014

 

SCB

   782    731        (51)

HUF

 

Sell

 

03/19/2014

 

BCLY

   315    304    11     

HUF

 

Sell

 

03/19/2014

 

BNP

   323    304    19     

HUF

 

Sell

 

03/19/2014

 

BOA

   5,344    5,057    287     

HUF

 

Sell

 

02/28/2014

 

JPM

   891    849    42     

IDR

 

Buy

 

03/20/2014

 

BNP

   251    254    3     

IDR

 

Buy

 

03/19/2014

 

BOA

   1,390    1,370        (20)

IDR

 

Buy

 

03/20/2014

 

JPM

   950    964    14     

IDR

 

Buy

 

03/20/2014

 

UBS

   12,598    12,614    16     

IDR

 

Sell

 

03/20/2014

 

BCLY

   850    859        (9)

IDR

 

Sell

 

03/20/2014

 

BNP

   317    318        (1)

IDR

 

Sell

 

03/19/2014

 

BOA

   5,970    5,979        (9)

IDR

 

Sell

 

03/19/2014

 

DEUT

   977    951    26     

IDR

 

Sell

 

03/20/2014

 

DEUT

   2,808    2,792    16     

ILS

 

Sell

 

03/19/2014

 

DEUT

   37    37         

INR

 

Buy

 

03/04/2014

 

BOA

   167    166        (1)

INR

 

Buy

 

03/04/2014

 

SCB

   1,072    1,081    9     

 

7
 

 

The Hartford Emerging Markets Local Debt Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Foreign Currency Contracts Outstanding at January 31, 2014 - (continued)

 

                   

Unrealized Appreciation/(Depreciation)

 

Currency

 

Buy / Sell

 

Delivery Date

 

Counterparty

 

Contract Amount

  

Market Value ╪

  

Asset

  

Liability

 

ISN

 

Buy

 

02/06/2014

 

CBK

  $429   $466   $37   $ 

ISN

 

Buy

 

02/06/2014

 

CBK

   1,013    972        (41)

ISN

 

Buy

 

04/15/2014

 

CBK

   957    1,002    45     

ISN

 

Buy

 

07/31/2014

 

CBK

   1,104    1,092        (12)

ISN

 

Sell

 

02/06/2014

 

CBK

   1,446    1,438    8     

KRW

 

Buy

 

03/19/2014

 

BNP

   239    236        (3)

KRW

 

Sell

 

03/19/2014

 

BCLY

   2,319    2,355        (36)

KRW

 

Sell

 

03/19/2014

 

CBK

   4,013    3,948    65     

KZT

 

Buy

 

02/24/2014

 

JPM

   1,395    1,397    2     

KZT

 

Sell

 

02/24/2014

 

JPM

   3,720    3,727        (7)

MXN

 

Buy

 

03/19/2014

 

BCLY

   487    489    2     

MXN

 

Buy

 

03/19/2014

 

BNP

   2,850    2,793        (57)

MXN

 

Buy

 

03/19/2014

 

BOA

   257    251        (6)

MXN

 

Buy

 

03/19/2014

 

CSFB

   572    568        (4)

MXN

 

Buy

 

03/19/2014

 

HSBC

   10,712    10,368        (344)

MXN

 

Buy

 

03/19/2014

 

MSC

   270    268        (2)

MXN

 

Buy

 

03/19/2014

 

SCB

   2,531    2,513        (18)

MXN

 

Sell

 

03/19/2014

 

BNP

   618    600    18     

MXN

 

Sell

 

03/19/2014

 

DEUT

   913    895    18     

MXN

 

Sell

 

03/19/2014

 

JPM

   2,081    2,025    56     

MXN

 

Sell

 

03/19/2014

 

MSC

   2,129    2,097    32     

MXN

 

Sell

 

03/19/2014

 

RBC

   762    746    16     

MXN

 

Sell

 

03/19/2014

 

UBS

   1,771    1,721    50     

MYR

 

Buy

 

03/19/2014

 

BNP

   507    498        (9)

MYR

 

Buy

 

03/19/2014

 

BOA

   1,911    1,898        (13)

MYR

 

Buy

 

03/19/2014

 

GSC

   14,256    13,725        (531)

MYR

 

Buy

 

03/19/2014

 

SCB

   528    518        (10)

MYR

 

Buy

 

03/19/2014

 

UBS

   638    626        (12)

MYR

 

Sell

 

03/19/2014

 

BNP

   591    575    16     

MYR

 

Sell

 

03/19/2014

 

DEUT

   2,345    2,303    42     

MYR

 

Sell

 

03/19/2014

 

JPM

   176    173    3     

NGN

 

Buy

 

02/03/2014

 

JPM

   674    675    1     

NZD

 

Buy

 

03/19/2014

 

SCB

   2,034    2,011        (23)

NZD

 

Buy

 

03/19/2014

 

WEST

   135    133        (2)

NZD

 

Sell

 

03/19/2014

 

WEST

   4,512    4,445    67     

PEN

 

Buy

 

03/19/2014

 

BNP

   1,311    1,302        (9)

PEN

 

Buy

 

03/19/2014

 

BOA

   686    683        (3)

PEN

 

Buy

 

03/19/2014

 

SCB

   382    382         

PEN

 

Buy

 

03/19/2014

 

SSG

   973    964        (9)

PEN

 

Buy

 

03/19/2014

 

UBS

   686    683        (3)

PEN

 

Sell

 

03/19/2014

 

BNP

   2,323    2,313    10     

PEN

 

Sell

 

03/19/2014

 

BOA

   2,323    2,313    10     

PEN

 

Sell

 

03/19/2014

 

SCB

   680    677    3     

PEN

 

Sell

 

03/19/2014

 

UBS

   2,322    2,312    10     

PHP

 

Buy

 

03/19/2014

 

CBK

   2,788    2,711        (77)

PHP

 

Buy

 

03/19/2014

 

SCB

   235    230        (5)

PHP

 

Sell

 

03/19/2014

 

CBK

   578    562    16     

PLN

 

Buy

 

03/19/2014

 

BCLY

   745    720        (25)

PLN

 

Buy

 

03/19/2014

 

BNP

   1,549    1,534        (15)

PLN

 

Buy

 

03/19/2014

 

CBK

   1,899    1,852        (47)

PLN

 

Buy

 

03/19/2014

 

DEUT

   12,112    11,705        (407)

PLN

 

Buy

 

03/19/2014

 

JPM

   667    646        (21)

PLN

 

Buy

 

03/19/2014

 

MSC

   1,148    1,125        (23)

PLN

 

Buy

 

03/19/2014

 

SCB

   413    399        (14)

PLN

 

Sell

 

02/03/2014

 

BNP

   1,553    1,538    15     

PLN

 

Sell

 

03/19/2014

 

BNP

   494    478    16     

PLN

 

Sell

 

03/19/2014

 

DEUT

   6,917    6,686    231     

PLN

 

Sell

 

03/19/2014

 

JPM

   953    913    40     

PLN

 

Sell

 

02/03/2014

 

MSC

   1,152    1,129    23     

 

8
 

 

The Hartford Emerging Markets Local Debt Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Foreign Currency Contracts Outstanding at January 31, 2014 - (continued)

 

                   

Unrealized Appreciation/(Depreciation)

 

Currency

 

Buy / Sell

 

Delivery Date

 

Counterparty

 

Contract Amount

  

Market Value ╪

  

Asset

  

Liability

 

PLN

 

Sell

 

03/19/2014

 

SCB

  $462   $448   $14   $ 

PLN

 

Sell

 

03/19/2014

 

UBS

   254    245    9     

RON

 

Buy

 

03/19/2014

 

CBK

   359    355        (4)

RON

 

Buy

 

03/19/2014

 

SCB

   1,576    1,547        (29)

RON

 

Sell

 

03/19/2014

 

CBK

   448    434    14     

RON

 

Sell

 

03/19/2014

 

DEUT

   117    113    4     

RON

 

Sell

 

02/28/2014

 

JPM

   869    860    9     

RON

 

Sell

 

03/19/2014

 

JPM

   2,030    1,968    62     

RUB

 

Buy

 

03/19/2014

 

BNP

   529    499        (30)

RUB

 

Buy

 

03/19/2014

 

CBK

   2,405    2,375        (30)

RUB

 

Buy

 

03/19/2014

 

DEUT

   6,277    5,887        (390)

RUB

 

Buy

 

03/19/2014

 

SCB

   273    256        (17)

RUB

 

Sell

 

03/19/2014

 

BNP

   734    693    41     

RUB

 

Sell

 

03/19/2014

 

CBK

   94    88    6     

RUB

 

Sell

 

03/19/2014

 

DEUT

   2,714    2,545    169     

RUB

 

Sell

 

03/19/2014

 

JPM

   647    639    8     

THB

 

Buy

 

03/19/2014

 

BCLY

   530    530         

THB

 

Buy

 

03/19/2014

 

BNP

   506    501        (5)

THB

 

Buy

 

03/19/2014

 

BOA

   1,047    1,042        (5)

THB

 

Buy

 

03/19/2014

 

GSC

   16,042    15,676        (366)

THB

 

Buy

 

03/19/2014

 

SCB

   518    521    3     

THB

 

Buy

 

03/19/2014

 

UBS

   745    743        (2)

THB

 

Sell

 

03/19/2014

 

BNP

   517    506    11     

TRY

 

Buy

 

03/19/2014

 

BCLY

   531    500        (31)

TRY

 

Buy

 

03/19/2014

 

BNP

   374    345        (29)

TRY

 

Buy

 

02/04/2014

 

JPM

   128    128         

TRY

 

Buy

 

03/19/2014

 

JPM

   274    273        (1)

TRY

 

Buy

 

03/19/2014

 

RBS

   10,342    9,324        (1,018)

TRY

 

Buy

 

03/19/2014

 

SCB

   2,569    2,578    9     

TRY

 

Buy

 

03/19/2014

 

SCB

   2,101    2,013        (88)

TRY

 

Sell

 

03/19/2014

 

BNP

   557    506    51     

TRY

 

Sell

 

03/19/2014

 

RBS

   2,188    1,973    215     

ZAR

 

Buy

 

03/19/2014

 

BNP

   301    284        (17)

ZAR

 

Buy

 

03/19/2014

 

BOA

   10,372    9,717        (655)

ZAR

 

Buy

 

03/19/2014

 

JPM

   1,327    1,294        (33)

ZAR

 

Buy

 

02/04/2014

 

MSC

   416    417    1     

ZAR

 

Buy

 

03/19/2014

 

SCB

   3,968    3,898        (70)

ZAR

 

Sell

 

03/19/2014

 

BCLY

   923    929        (6)

ZAR

 

Sell

 

03/19/2014

 

BNP

   367    344    23     

ZAR

 

Sell

 

03/19/2014

 

DEUT

   99    93    6     

ZAR

 

Sell

 

03/19/2014

 

JPM

   300    280    20     

ZAR

 

Sell

 

03/19/2014

 

MSC

   414    415        (1)
                      $3,428   $(6,012)

 

Over-the-Counter Credit Default Swap Contracts Outstanding at January 31, 2014

 

     

Notional 

  

(Pay)/ Receive Fixed
Rate/ Implied 

 

Expiration 

 

Upfront
Premiums

  

Upfront
Premiums 

  

Market 

  

Unrealized
Appreciation/(Depreciation)

 

Reference Entity

 

Counterparty 

 

Amount (a)

  

Credit Spread (b)

 

Date

 

Paid

  

Received

  

Value ╪

  

Asset

  

Liability

 
Credit default swaps on single-name issues:                                       
Buy protection:                                       

China (People's Republic of)

 

BCLY

  $650   (1.00)% / 0.72%  12/20/17  $   $(8)  $(7)  $1   $ 

China (People's Republic of)

 

BCLY

   580   (1.00)% / 0.67%  09/20/17   12        (7)       (19)

China (People's Republic of)

 

BOA

   465   (1.00)% / 0.72%  12/20/17       (6)   (5)   1     

China (People's Republic of)

 

DEUT

   51   (1.00)% / 0.67%  09/20/17   1                (1)

China (People's Republic of)

 

DEUT

   1,115   (1.00)% / 0.67%  09/20/17           (13)       (13)
Total                $13   $(14)  $(32)  $2   $(33)

 

9
 

 

The Hartford Emerging Markets Local Debt Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Over-the-Counter Credit Default Swap Contracts Outstanding at January 31, 2014 - (continued)

 

     

Notional 

  

(Pay)/ Receive Fixed
Rate/ Implied 

 

Expiration 

 

Upfront
Premiums

  

Upfront
Premiums 

  

Market 

  

Unrealized
Appreciation/(Depreciation)

 

Reference Entity

 

Counterparty 

 

Amount (a)

  

Credit Spread (b)

 

Date

 

Paid

  

Received

  

Value ╪

  

Asset

  

Liability

 
Credit default swaps on single-name issues: - (continued)                                       
Sell protection:                                       
China (People's Republic of) 

BCLY

  $650   1.00% / 0.21%  12/20/14  $12   $   $5   $   $(7)
China (People's Republic of) 

BOA

   451   1.00% / 0.21%  12/20/14   8        3        (5)
China (People's Republic of) 

DEUT

   1,100   1.00% / 0.20%  09/20/14   15        5        (10)
Total                $35   $   $13   $   $(22)
Total single-name issues                $48   $(14)  $(19)  $2   $(55)

 

(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.  Notional shown in U.S. dollars unless otherwise noted.

 

(b)Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues, U.S. municipal issues or sovereign government issues as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood of risk of default for the credit derivative.  The implied credit spread of a particular entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement.  Wider credit spreads represent a deterioration of the reference entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement.  The percentage shown is the implied credit spread on January 31, 2014.  For credit default swap agreements on indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk.

  

Over-the-Counter Interest Rate Swap Contracts Outstanding at January 31, 2014

 

   Payments made  Payments received  Notional   Expiration  Upfront
Premiums
   Upfront
Premiums
   Market  

Unrealized
Appreciation/(Depreciation)

 

Counterparty

 

by Fund

 

by Fund

 

Amount (a)

  

Date

 

Paid

  

Received

  

Value ╪

  

Asset

  

Liability

 
BCLY  3.05% Fixed  KRW CD KSDA  KRW1,085,714   09/06/22  $   $   $24   $24   $ 
BCLY  3.44% Fixed  KRW CD KSDA  KRW  264,538   07/03/22           (2)       (2)
BCLY  3.69% Fixed  KRW CD KSDA  KRW99,625   08/12/31           (2)       (2)
BOA  3.27% Fixed  KRW CD KSDA  KRW2,449,505   12/04/22           36    36     
BOA  BZDIOVRA  10.00% Fixed  BRL  2,644   01/04/21           (232)       (232)
BOA  BZDIOVRA  8.23% Fixed  BRL7,941   01/02/15           (91)       (91)
BOA  BZDIOVRA  8.95% Fixed  BRL1,873   01/02/23           (294)       (294)
BOA  MXIBTIIE  6.65% Fixed  MXN  15,975   12/06/23           (28)       (28)
DEUT  2.30% Fixed  CLICP Camara  CLP  115,870   12/06/17           (11)       (11)
DEUT  2.33% Fixed  CLICP Camara  CLP115,895   12/07/17           (11)       (11)
DEUT  3.10% Fixed  KRW CD KSDA  KRW 1,003,708   08/31/32           57    57     
DEUT  3.24% Fixed  KRW CD KSDA  KRW1,591,985   12/04/22           25    25     
DEUT  3.27% Fixed  KRW CD KSDA  KRW7,547,086   08/23/22           103    103     
DEUT  3.71% Fixed  KRW CD KSDA  KRW275,100   11/03/31           (7)       (7)
DEUT  3.79% Fixed  KRW CD KSDA  KRW598,543   04/03/22           (19)       (19)
DEUT  BZDIOVRA  10.50% Fixed  BRL  333   01/02/17           (3)       (3)
DEUT  BZDIOVRA  10.55% Fixed  BRL692   01/02/17           (6)       (6)
DEUT  BZDIOVRA  10.61% Fixed  BRL347   01/02/17           (3)       (3)
DEUT  BZDIOVRA  9.12% Fixed  BRL7,875   01/02/17           (327)       (327)
DEUT  CLICP Camara  5.35% Fixed  CLP  115,870   12/06/17           7    7     
DEUT  CLICP Camara  5.37% Fixed  CLP115,895   12/07/17           7    7     
DEUT  KRW CD KSDA  2.65% Fixed  KRW4,961,760   09/06/15           (6)       (6)
DEUT  KRW CD KSDA  2.73% Fixed  KRW4,961,445   09/03/15                    
GSC  1.38% Fixed  6M CZK PRIBOR  CZK  20,820   03/20/23           37    37     
GSC  1.45% Fixed  6M CZK PRIBOR  CZK21,335   03/20/23           31    31     
GSC  1.56% Fixed  6M CZK PRIBOR  CZK47,600   03/20/23           47    47     
GSC  2.13% Fixed  CLICP Camara  CLP  120,660   09/10/17           (12)       (12)
GSC  2.15% Fixed  CLICP Camara  CLP244,290   11/20/17           (22)       (22)
GSC  2.18% Fixed  6M CZK PRIBOR  CZK  27,050   06/08/22           8    8     
GSC  2.19% Fixed  CLICP Camara  CLP244,440   11/23/17           (23)       (23)
GSC  2.23% Fixed  6M CZK PRIBOR  CZK40,358   09/07/22           14    14     
GSC  3M JIBAR  7.00% Fixed  ZAR  7,109   08/21/27           (112)       (112)
GSC  BZDIOVRA  10.64% Fixed  BRL  2,177   01/02/17           (86)       (86)

  

10
 

 

The Hartford Emerging Markets Local Debt Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Over-the-Counter Interest Rate Swap Contracts Outstanding at January 31, 2014 - (continued)

 

   Payments made  Payments received  Notional   Expiration  Upfront
Premiums
   Upfront
Premiums
   Market  

Unrealized
Appreciation/(Depreciation)

 

Counterparty

 

by Fund

 

by Fund

 

Amount (a)

  

Date

 

Paid

  

Received

  

Value ╪

  

Asset

  

Liability

 
GSC  CLICP Camara  5.02% Fixed  CLP120,700   09/10/17  $   $   $5   $5   $ 
GSC  CLICP Camara  5.15% Fixed  CLP261,610   11/20/17           13    13     
GSC  CLICP Camara  5.22% Fixed  CLP261,605   11/23/17           14    14     
JPM  2.08% Fixed  6M CZK PRIBOR  CZK  53,650   12/19/22           47    47     
JPM  2.12% Fixed  6M CZK PRIBOR  CZK46,075   03/21/23           43    43     
JPM  2.18% Fixed  6M CZK PRIBOR  CZK12,640   08/21/22           5    5     
JPM  2.23% Fixed  6M CZK PRIBOR  CZK12,645   08/21/22           4    4     
JPM  2.25% Fixed  6M CZK PRIBOR  CZK18,965   08/21/22           5    5     
JPM  2.30% Fixed  6M CZK PRIBOR  CZK33,954   08/21/22           6    6     
JPM  2.32% Fixed  6M CZK PRIBOR  CZK6,940   08/21/22           1    1     
JPM  2.34% Fixed  6M CZK PRIBOR  CZK15,650   05/21/22           (2)       (2)
JPM  2.39% Fixed  6M CZK PRIBOR  CZK11,440   05/21/22           (3)       (3)
JPM  3M JIBAR  8.03% Fixed  ZAR  12,835   08/18/23           (64)       (64)
JPM  4.13% Fixed  KRW CD KSDA  KRW  371,000   06/21/31           (29)       (29)
JPM  6M CZK PRIBOR  0.92% Fixed  CZK39,210   11/06/17           1    1     
MSC  2.58% Fixed  6M CZK PRIBOR  CZK8,000   05/09/22           (5)       (5)
MSC  2.60% Fixed  6M CZK PRIBOR  CZK  34,520   05/09/22           (25)       (25)
MSC  BZDIOVRA  10.22% Fixed  BRL  2,606   01/04/21           (212)       (212)
                 $   $   $(1,097)  $540   $(1,637)

 

(a)Notional shown in U.S. dollars unless otherwise noted.

 

For information regarding the Fund's policy for valuation of investments and other 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  
BOA Banc of America Securities LLC
CBK Citibank NA  
CSFB Credit Suisse First Boston Corp.
DEUT Deutsche Bank Securities, Inc.
GSC Goldman Sachs & Co.
HSBC HSBC Bank USA
JPM JP Morgan Chase & Co.  
MSC Morgan Stanley  
RBC RBC Dominion Securities
RBS RBS Greenwich Capital
SCB Standard Chartered Bank
SSG State Street Global Markets LLC
UBS UBS AG  
WEST Westpac International  
   
Currency Abbreviations:
AUD Australian Dollar  
BRL Brazilian Real  
CAD Canadian Dollar  
CLP Chilean Peso  
CNY Chinese Yuan Renminbi  
COP Colombian Peso  
CZK Czech Koruna  
EUR EURO  
HUF Hungarian Forint  
IDR Indonesian New Rupiah  

 

11
 

 

The Hartford Emerging Markets Local Debt Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Currency Abbreviations: - (continued)
ILS Israeli New Shekel  
INR Indian Rupee  
ISN Icelandic Krona  
KRW South Korean Won  
KZT Kazakhstani Tenge  
MXN Mexican New Peso  
MYR Malaysian Ringgit  
NGN Nigerian Naira  
NZD New Zealand Dollar  
PEN Peruvian New Sol  
PHP Philippine Peso  
PLN Polish New Zloty  
RON New Romanian Leu  
RUB New Ruble  
THB Thai Baht  
TRY Turkish New Lira  
ZAR South African Rand  
 
Other Abbreviations:
BZDIOVRA Brazil Cetip Interbank Deposit Rate
CD Certificate of Deposit
CLICP Sinacofi Chile Interbank Offered Rate
FFCB Federal Farm Credit Bank
FHLB Federal Home Loan Bank
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
GNMA Government National Mortgage Association
JIBAR Johannesburg Interbank Agreed Rate
KSDA Korea Securities Dealers Association
MXIBTIIE Mexico Interbank Equilibrium Interest Rate
PRIBOR Prague Interbank Offered Rate

 

Credit Exposure

as of January 31, 2014 

Credit Rating *  Percentage
of Net Assets
 
Aaa / AAA   0.0%
Aa / AA   2.3 
A   12.6 
Baa / BBB   38.2 
Ba / BB   17.4 
B   4.5 
Caa / CCC or Lower   0.2 
Not Rated   16.6 
Non-Debt Securities and Other Short-Term Instruments   8.0 
Other Assets and Liabilities   0.2 
Total   100.0%

 

*Credit exposure is the long-term credit ratings for the Fund's holdings, as of the date noted, as provided by Standard and Poor's (S&P) or Moody's Investors Service and typically range from AAA/Aaa (highest) to C/D (lowest). If Moody's and S&P assign different ratings, the lower rating is used. Fixed income securities that are not rated by either agency are listed as "Not Rated." Ratings do not apply to the Fund itself or to Fund shares. Ratings may change.

 

12
 

 

The Hartford Emerging Markets Local Debt Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary

January 31, 2014 

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Corporate Bonds   86,000        84,556    1,444 
Foreign Government Obligations   163,719        163,719     
Short-Term Investments   21,647        21,647     
Total  $271,366   $   $269,922   $1,444 
Credit Default Swaps *   2        2     
Foreign Currency Contracts *   3,428        3,428     
Futures *   168    168         
Interest Rate Swaps *   540        540     
Total  $4,138   $168   $3,970   $ 
Liabilities:                    
Credit Default Swaps *   55        55     
Foreign Currency Contracts *   6,012        6,012     
Interest Rate Swaps *   1,637        1,637     
Total  $7,704   $   $7,704   $ 

 

For the three-month period ended January 31, 2014, there were no transfers between Level 1 and Level 2.
*Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

 

Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:

 

  

Balance
as of
October
31, 2013

  

Realized
Gain
(Loss)

  

Change in
Unrealized
Appreciation
(Depreciation)

  

Net
Amortization

  

Purchases

  

Sales

  

Transfers
Into
Level 3 

  

Transfers
Out of
Level 3 

  

Balance
as of
January
31, 2014

 
Assets:                                             
Corporate Bonds and Foreign Government Obligations   $2,216   $116   $(156)*  $1   $1,470   $(2,203)  $   $   $1,444 
Total   $2,216   $116   $(156)  $1   $1,470   $(2,203)  $   $   $1,444 

 

*Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2014 was $(26).

 

Note:For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

13
 

 

 

The Hartford Emerging Markets Research Fund
Schedule of Investments
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount   Market Value ╪ 
COMMON STOCKS - 93.8%     
     Argentina - 0.5%     
 14   Mercadolibre, Inc.  $1,360 
           
     Brazil - 4.5%     
 240   CETIP S.A. - Mercados Organizado   2,296 
 132   Cia de Saneamento Basico do Estado de Sao Paulo ADR   1,201 
 40   Cia Paranaense de Energia-Copel   455 
 75   CVC Brasil Operadora e Agencia De Viagens S. A. ●   444 
 143   Hypermarcas S.A.   905 
 67   Itau Unibanco Banco Multiplo S.A. ADR   825 
 14   Localiza Rent a Car S.A.   173 
 706   Petroleo Brasileiro S.A.   4,299 
 43   Raia Drogasil S.A.   257 
 65   Souza Cruz S.A.   569 
         11,424 
     Canada - 0.2%     
 257   Ivanhoe Mines Ltd. ⌂●   374 
           
     Cayman Islands - 0.4%     
 488   HC International, Inc. ●   1,101 
           
     Chile - 0.1%     
 42   S.A.C.I. Falabella   332 
           
     China - 19.6%     
 29   21Vianet Group, Inc. ADR ●   651 
 6,328   AMVIG Holdings Ltd.   2,600 
 1,732   Angang Steel Co., Ltd.   1,102 
 409   Anta Sports Products Ltd.   597 
 4   Baidu, Inc. ADR ●   572 
 4,659   China Construction Bank   3,228 
 344   China Mobile Ltd.   3,283 
 1,760   China Pacific Insurance Co., Ltd.   6,391 
 3,158   China Petroleum & Chemical Corp. Class H   2,495 
 339   ENN Energy Holdings Ltd.   2,193 
 7,253   GOME Electrical Appliances Holdings Ltd.   1,257 
 5,262   Greatview Aseptic Packaging Co., Ltd.   2,914 
 2,566   Guangdong Investment Ltd.   2,367 
 1,676   Huabao International Holdings Ltd.   849 
 4,902   Industrial & Commercial Bank of China Ltd.   3,022 
 590   Intime Retail Group Co., Ltd.   592 
 532   Lenovo Group Ltd.   686 
 4,248   PetroChina Co., Ltd.   4,095 
 380   Shandong Weigao Group Medical Polymer Co., Ltd.   448 
 262   Sinopharm Medicine Holding Co., Ltd.   739 
 169   Sun Art Retail Group Ltd.   221 
 1,713   Sunny Optical Technology Group   1,396 
 111   Tencent Holdings Ltd.   7,789 
         49,487 
     Czech Republic - 0.9%     
 10   Komercni Banka A.S.   2,140 
           
     Greece - 3.6%     
 275   Hellenic Telecommunications Organization S.A.   4,016 
 280   Motor Oil Hellas Corinth Refineries S.A.   3,226 
 1,898   Solar Capital Ltd. ●   1,722 
         8,964 
     Hong Kong - 6.1%     
 377   AAC Technologies Holdings, Inc.   1,615 
 585   Ajisen (China) Holdings Ltd. ☼   691 
 6,111   Fosun International   6,570 
 782   Ju Teng International Holdings   519 
 409   Kerry Logistics Network LTD ●   691 
 909   Kingboard Chemical Holdings Ltd.   2,031 
 87   MGM China Holdings Ltd.   340 
 272   NagaCorp Ltd.   260 
 2,016   Towngas China Co., Ltd.   2,346 
 92   Wynn Macau Ltd.   389 
         15,452 
     India - 8.1%     
 27   Dr. Reddy's Laboratories Ltd. ADR   1,126 
 15   Glaxosmithkline Consumer Healthcare Ltd.   1,025 
 68   HCL Technologies Ltd.   1,591 
 228   ICICI Bank Ltd.   3,584 
 456   Idea Cellular Ltd.   1,041 
 109   ING Vysya Bank Ltd.   909 
 583   ITC Ltd.   3,025 
 232   Jyothy Laboratories Ltd.   797 
 6   Marico Kaya Enterprises, Ltd. ⌂●†   10 
 276   Marico Ltd.   942 
 143   Reliance Industries Ltd.   1,896 
 77   Sun Pharmaceutical Industries Ltd.   725 
 85   Tata Consultancy Services Ltd.   3,037 
 18   United Spirits Ltd.   710 
         20,418 
     Kazakhstan - 0.7%     
 102   KCell JSC GDR ■   1,674 
           
     Kenya - 0.6%     
 11,361   Safaricom Ltd.   1,445 
           
     Malaysia - 3.8%     
 694   AMMB Holdings Berhad   1,519 
 680   Axiata Group Berhad   1,333 
 20   British American Tobacco Malaysia Berhad   369 
 928   Genting Malaysia Berhad   1,207 
 1,475   MY EG Services BHD   1,174 
 150   Petronas Dagangan Berhad   1,373 
 771   UMW Holdings Berhad   2,730 
         9,705 
     Mexico - 1.0%     
 93   America Movil S.A.B. de C.V. ADR   1,978 
 316   Concentradora Fibra Hotelera   512 
         2,490 
     Nigeria - 0.9%     
 16,000   Zenith Bank plc   2,308 
           
     Papua New Guinea - 0.1%     
 61   New Britain Palm Oil Ltd.   336 
           
     Philippines - 2.4%     
 2,043   Ayala Land, Inc.   1,176 
 3,201   LT Group, Inc. ☼   1,296 
 1,023   Metropolitan Bank & Trust Co.   1,709 

 

1
 

 

  The Hartford Emerging Markets Research Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount   Market Value ╪ 
COMMON STOCKS - 93.8% - (continued)     
     Philippines - 2.4% - (continued)     
 5,277   Pepsi-Cola Products Phlippines  $503 
 3,236   Robinsons Land Corp.   1,417 
         6,101 
     Poland - 1.6%     
 32   Bank Pekao S.A.   1,860 
 1,109   Polskie Gornictwo Naftowe I   1,629 
 111   TVA S.A.   545 
         4,034 
     Russia - 3.2%     
 26   Mail.ru Group Ltd. §   982 
 43   MegaFon OAO GDR §   1,273 
 42   MMC Norilsk Nickel OJSC ADR   643 
 442   OAO Rosneft Oil Co. GDR §‡   3,035 
 73   Sberbank of Russia ■   786 
 121   Sberbank of Russia ADR   1,301 
         8,020 
     Singapore - 0.4%     
 433   Petra Foods Ltd.   1,099 
           
     South Africa - 4.8%     
 85   Adcock Ingram Holdings Ltd.   518 
 381   Discovery Ltd. ☼   2,580 
 18   Imperial Holdings Ltd.   293 
 46   Naspers Ltd. ☼   4,703 
 623   Old Mutual plc   1,769 
 833   RMI Holdings   1,841 
 55   Woolworths Holdings Ltd.   299 
         12,003 
     South Korea - 14.3%     
 76   Coway Co., Ltd.   4,913 
 19   Doosan Corp.   2,391 
 4   E-Mart Co., Ltd.   932 
 75   GS Holdings Corp. ●   3,549 
 158   Hana Financial Holdings   5,984 
 106   Hynix Semiconductor, Inc. ●   3,692 
 4   Hyundai Department Store Co., Ltd.   505 
 16   Hyundai Hysco ●   564 
 11   Hyundai Mobis Co., Ltd. ●   3,009 
 7   Hyundai Motor Co., Ltd.   1,443 
 11   Korea Electric Power Corp. ●   363 
 76   Korea Electric Power Corp. ADR   1,233 
 5   LG Chem Ltd.   1,222 
 113   Shinhan Financial Group Co., Ltd. ●   4,764 
 35   Shinhan Financial Group Co., Ltd. ADR   1,433 
         35,997 
     Sri Lanka - 0.3%     
 78   Ceylon Tobacco Co. plc   763 
           
     Taiwan - 7.9%     
 78   Advantech Co., Ltd.   487 
 80   Catcher Technology Co., Ltd.   531 
 517   Delta Electronics, Inc.   2,829 
 3,308   Far Eastern New Century Corp.   3,411 
 16   Hermes Microvision, Inc.   466 
 12   Largan Precision Co., Ltd.   461 
 326   Lite-On Technology Corp.   483 
 1,716   Oriental Union Chemical Corp.   1,711 
 222   Pchome Online, Inc.   1,540 
 2,228   Taiwan Semiconductor Manufacturing Co., Ltd.   7,672 
 441   Vanguard International Semiconductor Corp.   482 
         20,073 
     Thailand - 4.3%     
 24   Bangkok Bank plc   122 
 523   Bangkok Bank Public Co. NVDR   2,711 
 441   Kasikornbank PCL   2,267 
 1,498   Precious Shipping Public Co., Ltd.   906 
 1,871   PTT Chemical Public Co., Ltd.   4,027 
 1,437   Supalai Public Co., Ltd.   698 
         10,731 
     Turkey - 1.1%     
 94   Tupras-Turkiye Petrol Rafinerileri A.S.   1,549 
 272   Turkcell Iletisim Hizmetleri A.S. ●   1,346 
         2,895 
     United Kingdom - 2.4%     
 190   Tullow Oil plc   2,460 
 272   Vedanta Resources plc   3,593 
         6,053 
     Total common stocks     
     (cost $230,673)  $236,779 
           

PREFERRED STOCKS - 1.1%

     
     Brazil - 1.1%     
 162   Banco Itau Holding  $2,033 
 70   Cia Paranaense de Energie   812 
         2,845 
     Total preferred stocks     
     (cost $3,415)  $2,845 
           

WARRANTS - 1.4%

     
     Russia - 1.2%     
 1,694   Micex AP Generis ⌂■  $2,959 
           
     United Kingdom - 0.2%     
 26   British American Tobacco ⌂   644 
           
     Total warrants     
     (cost $3,176)  $3,603 
           

EXCHANGE TRADED FUNDS - 3.5%

     
     United States - 3.5%     
 190   iShares Core MSCI Emerging Markets ETF  $8,720 
           
     Total exchange traded funds     
     (cost $8,998)  $8,720 
           
     Total long-term investments     
     (cost $246,262)  $251,947 

 

2
 

 

The Hartford Emerging Markets Research Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount          Market Value ╪ 
SHORT-TERM INVESTMENTS - 0.7%             
     Repurchase Agreements - 0.7%             
     Bank of Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $246, collateralized by U.S.
Treasury Bill 0.07% - 0.14%, 2014, U.S.
Treasury Bond 2.75% - 11.25%, 2015 -
2043, U.S. Treasury Note 0.25% - 4.25%,
2014 - 2023, value of $250)
            
$246   0.02%, 1/31/2014          $246 
     Bank of America Merrill Lynch TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $81,
collateralized by FHLMC 3.50% - 4.00%,
2042 - 2043, FNMA 2.81% - 4.50%, 2041 -
2042, value of $83)
            
 81   0.02%, 1/31/2014           81 
     Bank of Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $211, collateralized by FHLB
0.88%, 2017, FHLMC 0.05% - 5.50%, 2014
- 2043, FNMA 2.00% - 3.50%, 2025 - 2028,
GNMA 3.50%, 2042 - 2043, U.S. Treasury
Note 2.38%, 2014, value of $215)
            
 211   0.03%, 1/31/2014           211 
     Barclays Capital TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $224, collateralized by U.S.
Treasury Note 0.25% - 2.38%, 2014 - 2015,
value of $228)
            
 223   0.02%, 1/31/2014           223 
     Citigroup Global Markets, Inc. TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $491,
collateralized by U.S. Treasury Bill 0.06% -
0.10%, 2014, U.S. Treasury Bond 3.00% -
8.75%, 2017 - 2042, U.S. Treasury Note
0.25% - 3.75%, 2015 - 2023, value of $501)
            
 491   0.02%, 1/31/2014           491 
     Deutsche Bank Securities TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $65, collateralized by FHLMC
3.00% - 5.50%, 2019 - 2043, FNMA 3.00%
- 6.50%, 2021 - 2043, GNMA 3.00% -
6.00%, 2037 - 2053, value of $67)
            
 65   0.03%, 1/31/2014           65 
     RBS Securities, Inc. TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $55, collateralized by U.S.
Treasury Note 2.63%, 2014, value of $56)
            
 55   0.02%, 1/31/2014           55 
     TD Securities TriParty Repurchase Agreement
(maturing on 02/03/2014 in the amount of
$466, collateralized by FFCB 0.14%, 2015,
FHLB 0.55%, 2017, FHLMC 3.00% -
4.38%, 2015 - 2043, FNMA 2.50% - 4.50%,
2025 - 2043, value of $475)
            
 466   0.03%, 1/31/2014           466 
    UBS Securities, Inc. Repurchase Agreement
(maturing on 02/03/2014 in the amount of
$4, collateralized by U.S. Treasury Note
2.38%, 2015, value of $4)
           
4   0.01%, 1/31/2014          4 
                 1,842 
     Total short-term investments             
     (cost $1,842)          $1,842 
                   
     Total investments          
     (cost $248,104) ▲   100.5%  $253,789 
     Other assets and liabilities   (0.5)%   (1,172)
     Total net assets   100.0%  $252,617 

 

3
 

 

The Hartford Emerging Markets Research Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

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 may 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.

 

At January 31, 2014, the cost of securities for federal income tax purposes was $249,824 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $20,873 
Unrealized Depreciation   (16,908)
Net Unrealized Appreciation  $3,965 

 

These securities were 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 January 31, 2014, the aggregate value of these securities was $10, which rounds to zero percent 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.

 

Non-income producing.

 

Securities issued within terms of a private placement memorandum, exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2014, the aggregate value of these securities was $5,419, which represents 2.1% of total net assets.

 

§These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933.  The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid.  At January 31, 2014, the aggregate value of these securities was $5,290, which represents 2.1% of total net assets.

 

This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $651 at January 31, 2014.

 

This security, or a portion of this security, has been segregated to cover funding requirements on investment transactions settling in the future.

 

The following securities are considered illiquid.  Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933 and may have contractual restrictions on resale.  A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

 

Period Acquired  Shares/ Par   Security  Cost Basis 
06/2013 - 07/2013   26   British American Tobacco Warrants  $381 
08/2013 - 09/2013   257   Ivanhoe Mines Ltd.   500 
01/2013 - 06/2013   6   Marico Kaya Enterprises, Ltd.   167 
04/2013 - 01/2014   1,694   Micex AP Generis Warrants - 144A   2,795 

 

At January 31, 2014, the aggregate value of these securities was $3,987, which represents 1.6% of total net assets.

 

Foreign Currency Contracts Outstanding at January 31, 2014
 
                   

Unrealized Appreciation/(Depreciation)

 

Currency

  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 

BRL

  Buy  02/04/2014  JPM  $253   $254   $1   $ 

EUR

  Buy  02/05/2014  SSG   152    152         

GBP

  Buy  02/05/2014  SSG   133    133         

HKD

  Buy  02/04/2014  NAB   56    56         

HKD

  Buy  02/05/2014  UBS   194    194         

MYR

  Sell  02/04/2014  JPM   45    45         

PHP

  Buy  02/03/2014  JPM   34    34         

ZAR

  Buy  02/07/2014  BOA   154    154         

 

4
 

 

The Hartford Emerging Markets Research Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Foreign Currency Contracts Outstanding at January 31, 2014 - (continued)
 
                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
ZAR  Buy  02/03/2014  GSC  $10   $10   $   $ 
ZAR  Buy  02/05/2014  JPM   113    114    1     
ZAR  Sell  02/06/2014  BNP   257    259        (2)
                      $2   $(2)

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Counterparty Abbreviations:
BNP BNP Paribas Securities  
BOA Banc of America Securities LLC
GSC Goldman Sachs & Co.
JPM JP Morgan Chase & Co.  
NAB National Australia Bank
SSG State Street Global Markets LLC
UBS UBS AG  
   
Currency Abbreviations:
BRL Brazilian Real  
EUR EURO  
GBP British Pound  
HKD Hong Kong Dollar  
MYR Malaysian Ringgit  
PHP Philippine Peso  
ZAR South African Rand  
 
Other Abbreviations:
ADR American Depositary Receipt
ETF Exchange Traded Fund
FFCB Federal Farm Credit Bank
FHLB Federal Home Loan Bank
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
GDR Global Depositary Receipt  
GNMA Government National Mortgage Association
MSCI Morgan Stanley Capital International
NVDR Non-Voting Depositary Receipt

 

Diversification by Sector
as of January 31, 2014
Sector  Percentage of
Net Assets
 
Equity Securities     
Consumer Discretionary   10.7%
Consumer Staples   5.5 
Energy   11.8 
Financials   29.7 
Health Care   1.4 
Industrials   3.0 
Information Technology   16.1 
Materials   10.4 
Services   6.9 
Utilities   4.3 
Total   99.8%
Short-Term Investments   0.7 
Other Assets and Liabilities   (0.5)
Total   100.0%

 

A sector may be comprised of several industries.  For Fund compliance purposes, the Fund may not use the same classification system and these sector classifications are used for reporting ease.

 

5
 

 

The Hartford Emerging Markets Research Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary

January 31, 2014

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks                    
Argentina  $1,360   $1,360   $   $ 
Brazil   11,424    11,424         
Canada   374    374         
Cayman Islands   1,101    1,101         
Chile   332    332         
China   49,487    6,737    42,750     
Czech Republic   2,140        2,140     
Greece   8,964    3,226    5,738     
Hong Kong   15,452    691    14,761     
India   20,418    4,002    16,406    10 
Kazakhstan   1,674    1,674         
Kenya   1,445        1,445     
Malaysia   9,705    369    9,336     
Mexico   2,490    2,490         
Nigeria   2,308        2,308     
Papua New Guinea   336    336         
Philippines   6,101        6,101     
Poland   4,034        4,034     
Russia   8,020    6,719    1,301     
Singapore   1,099    1,099         
South Africa   12,003    518    11,485     
South Korea   35,997    2,666    33,331     
Sri Lanka   763        763     
Taiwan   20,073        20,073     
Thailand   10,731        10,731     
Turkey   2,895        2,895     
United Kingdom   6,053        6,053     
Total   236,779    45,118    191,651    10 
Exchange Traded Funds   8,720    8,720         
Preferred Stocks   2,845    2,845         
Warrants   3,603    3,603         
Short-Term Investments   1,842        1,842     
Total  $253,789   $60,286   $193,493   $10 
Foreign Currency Contracts*   2        2     
Total  $2   $   $2   $ 
Liabilities:                    
Foreign Currency Contracts*   2        2     
Total  $2   $   $2   $ 

 

For the three-month period ended January 31, 2014, investments valued at $4,211 were transferred from Level 1 to Level 2, and investments valued at $11,611 were transferred from Level 2 to Level 1. Investments are transferred between Level 1 and Level 2 for a variety of reasons including, but not limited to:
1)Foreign equities for which a fair value price is more representative of exit value than the local market close (transfer into Level 2). Foreign equities for which the local market close is more representative of exit value (transfer into Level 1).
2)U.S. Treasury securities that no longer represent the most recent issue (transfer into Level 2).
3)Equity investments with no observable trading but a bid or close price is used (transfer into Level 2). Equity investments using observable quoted prices in an active market (transfer into Level 1).
*Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

 

6
 

 

The Hartford Emerging Markets Research Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:

 

  

Balance
as of
October
31, 2013

   Realized
Gain
(Loss)
   Change in
Unrealized
Appreciation
(Depreciation)
   Net
Amortization
   Purchases   Sales   Transfers
Into
Level 3
   Transfers
Out of
Level 3
   Balance
as of
January
31, 2014
 
Assets:                                             
Common Stocks  $   $   $(157)*  $   $167   $   $   $   $10 
Total  $   $   $(157)  $   $167   $   $   $   $10 

 

*Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2014 was $(157).

 

7
 

 

 

The Hartford Equity Income Fund
Schedule of Investments
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
COMMON STOCKS - 96.9% 
     Banks - 10.2%     
 1,073   BB&T Corp.  $40,155 
 467   M&T Bank Corp.   52,064 
 1,051   PNC Financial Services Group, Inc.   83,937 
 1,026   US Bancorp   40,759 
 2,717   Wells Fargo & Co.   123,175 
         340,090 
     Capital Goods - 10.8%     
 403   3M Co.   51,686 
 72   Caterpillar, Inc.   6,771 
 952   Eaton Corp. plc   69,588 
 2,359   General Electric Co.   59,279 
 409   Illinois Tool Works, Inc.   32,235 
 78   Lockheed Martin Corp.   11,735 
 387   Schneider Electric S.A.   31,186 
 6   Stanley Black & Decker, Inc.   488 
 862   United Technologies Corp.   98,246 
         361,214 
     Commercial and Professional Services - 0.6%     
 528   Waste Management, Inc.   22,041 
           
     Consumer Durables and Apparel - 0.8%     
 687   Mattel, Inc.   26,001 
           
     Consumer Services - 0.8%     
 285   McDonald's Corp.   26,871 
           
     Diversified Financials - 6.0%     
 348   Ameriprise Financial, Inc.   36,737 
 197   BlackRock, Inc.   59,236 
 1,875   JP Morgan Chase & Co.   103,775 
         199,748 
     Energy - 12.2%     
 560   BP plc ADR   26,254 
 1,026   Chevron Corp.   114,568 
 381   ConocoPhillips Holding Co.   24,714 
 1,164   Exxon Mobil Corp.   107,237 
 618   Occidental Petroleum Corp.   54,113 
 773   Royal Dutch Shell plc Class B   28,267 
 1,636   Suncor Energy, Inc.   53,720 
         408,873 
     Food and Staples Retailing - 1.3%     
 262   Sysco Corp.   9,202 
 446   Wal-Mart Stores, Inc.   33,306 
         42,508 
     Food, Beverage and Tobacco - 5.7%     
 298   Anheuser-Busch InBev N.V. ADR   28,546 
 283   Diageo plc ADR   33,997 
 939   Kraft Foods Group, Inc.   49,146 
 463   Philip Morris International, Inc.   36,185 
 1,108   Unilever N.V. NY Shares ADR   41,376 
         189,250 
     Health Care Equipment and Services - 1.0%     
 484   Baxter International, Inc.   33,058 
           
     Household and Personal Products - 0.5%     
 208   Procter & Gamble Co.   15,914 
           
     Insurance - 6.5%     
 746   ACE Ltd.   69,946 
 555   Chubb Corp.   46,961 
 2,208   Marsh & McLennan Cos., Inc.   100,935 
         217,842 
     Materials - 3.7%     
 806   Dow Chemical Co.   36,689 
 460   E.I. DuPont de Nemours & Co.   28,057 
 698   International Paper Co.   33,305 
 520   Nucor Corp.   25,165 
         123,216 
     Media - 2.2%     
 873   Thomson Reuters Corp.   31,468 
 1,987   WPP plc   41,641 
         73,109 
     Pharmaceuticals, Biotechnology and Life Sciences - 12.3%     
 473   AstraZeneca plc ADR   30,027 
 147   Bristol-Myers Squibb Co.   7,365 
 1,559   Johnson & Johnson   137,903 
 2,083   Merck & Co., Inc.   110,321 
 2,030   Pfizer, Inc.   61,702 
 239   Roche Holding AG   65,513 
         412,831 
     Real Estate - 0.7%     
 531   Plum Creek Timber Co., Inc. REIT   22,869 
           
     Retailing - 2.0%     
 862   Home Depot, Inc.   66,249 
           
     Semiconductors and Semiconductor Equipment - 5.3%     
 1,280   Analog Devices, Inc.   61,765 
 2,301   Intel Corp.   56,460 
 579   Maxim Integrated Products, Inc.   17,513 
 384   Texas Instruments, Inc.   16,291 
 528   Xilinx, Inc.   24,490 
         176,519 
     Software and Services - 3.4%     
 2,206   Microsoft Corp.   83,508 
 1,466   Symantec Corp.   31,386 
         114,894 
     Technology Hardware and Equipment - 1.7%     
 2,530   Cisco Systems, Inc.   55,443 
           
     Telecommunication Services - 2.5%     
 1,592   Verizon Communications, Inc.   76,458 
 198   Vodafone Group plc ADR   7,332 
         83,790 
     Transportation - 1.1%     
 398   United Parcel Service, Inc. Class B   37,880 
           
     Utilities - 5.6%     
 3,894   National Grid plc   50,412 
 323   NextEra Energy, Inc.   29,699 
 749   Northeast Utilities   32,825 
 950   UGI Corp.   41,239 

 

1
 

 

The Hartford Equity Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount          Market Value ╪ 
COMMON STOCKS - 96.9% - (continued)             
     Utilities - 5.6% - (continued)             
 1,121   Xcel Energy, Inc.          $32,405 
                 186,580 
     Total common stocks             
     (cost $2,702,790)          $3,236,790 
                   
     Total long-term investments             
     (cost $2,702,790)          $3,236,790 
              
SHORT-TERM INVESTMENTS - 2.8%             
Repurchase Agreements - 2.8%             
     Bank of  Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $12,542, collateralized by U.S.
Treasury Bill 0.07% - .14%, 2014, U.S.
Treasury Bond 2.75% - 11.25%, 2015 -
2043, U.S. Treasury Note 0.25% - 4.25%,
2014 - 2023, value of $12,793)
            
$12,542   0.02%, 1/31/2014          $12,542 
     Bank of America Merrill Lynch TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $4,139,
collateralized by FHLMC 3.50% - 4.00%,
2042 - 2043, FNMA 2.81% - 4.50%, 2041
- 2042, value of $4,222)
            
 4,139   0.02%, 1/31/2014           4,139 
     Bank of Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $10,778, collateralized by
FHLB 0.88%, 2017, FHLMC 0.05% -
5.50%, 2014 - 2043, FNMA 2.00% -
3.50%, 2025 - 2028, GNMA 3.50%, 2042 -
2043, U.S. Treasury Note 2.38%, 2014,
value of $10,994)
            
 10,778   0.03%, 1/31/2014           10,778 
     Barclays Capital TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $11,417, collateralized by U.S.
Treasury Note 0.25% - 2.38%, 2014 -
2015, value of $11,646)
            
 11,417   0.02%, 1/31/2014           11,417 
     Citigroup Global Markets, Inc. TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $25,073,
collateralized by U.S. Treasury Bill 0.06%
- 0.10%, 2014, U.S. Treasury Bond 3.00%
- 8.75%, 2017 - 2042, U.S. Treasury Note
0.25% - 3.75%, 2015 - 2023, value of
$25,574)
            
 25,073   0.02%, 1/31/2014           25,073 
     Deutsche Bank Securities TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $3,332,
collateralized by FHLMC 3.00% - 5.50%,
2019 - 2043, FNMA 3.00% - 6.50%, 2021
- 2043, GNMA 3.00% - 6.00%, 2037
- 2053, value of $3,398)
            
 3,332   0.03%, 1/31/2014           3,332 
    RBS Securities, Inc. TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $2,787, collateralized by U.S.
Treasury Note 2.63%, 2014, value of
$2,843)
           
2,787   0.02%, 1/31/2014          2,787 
     TD Securities TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $23,803, collateralized by FFCB
0.14%, 2015, FHLB 0.55%, 2017, FHLMC
3.00% - 4.38%, 2015 - 2043, FNMA
2.50% - 4.50%, 2025 - 2043, value of
$24,279)
            
 23,803   0.03%, 1/31/2014           23,803 
     UBS Securities, Inc. Repurchase Agreement
(maturing on 02/03/2014 in the amount of
$218, collateralized by U.S. Treasury Note
2.38%, 2015, value of $223)
            
 218   0.01%, 1/31/2014           218 
                 94,089 
     Total short-term investments             
     (cost $94,089)          $94,089 
                   
     Total investments          
     (cost $2,796,879) ▲   99.7%  $3,330,879 
     Other assets and liabilities   0.3%   9,204 
     Total net assets   100.0%  $3,340,083 

 

2
 

 

The Hartford Equity Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

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 may 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.

 

At January 31, 2014, the cost of securities for federal income tax purposes was $2,805,459 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $547,606 
Unrealized Depreciation   (22,186)
Net Unrealized Appreciation  $525,420 

 

Foreign Currency Contracts Outstanding at January 31, 2014
 
                   

Unrealized Appreciation/(Depreciation)

 

Currency

 

Buy / Sell

 

Delivery Date

 

Counterparty

 

Contract Amount

  

Market Value ╪

  

Asset

  

Liability

 

CHF

 

Buy

 

02/04/2014

 

GSC

  $335   $334   $   $(1)

EUR

 

Buy

 

02/04/2014

 

BNP

   171    170        (1)

GBP

 

Buy

 

02/04/2014

 

JPM

   653    651        (2)
                      $   $(4)

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Counterparty Abbreviations:
BNP BNP Paribas Securities  
GSC Goldman Sachs & Co.
JPM JP Morgan Chase & Co.  
   
Currency Abbreviations:
CHF Swiss Franc  
EUR EURO  
GBP British Pound  
 
Other Abbreviations:
ADR American Depositary Receipt
FFCB Federal Farm Credit Bank
FHLB Federal Home Loan Bank
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
GNMA Government National Mortgage Association
REIT Real Estate Investment Trust

 

Diversification by Sector
as of January 31, 2014
Sector  Percentage of
Net Assets
 
Equity Securities     
Consumer Discretionary   5.8%
Consumer Staples   7.5 
Energy   12.2 
Financials   23.4 
Health Care   13.3 
Industrials   12.5 
Information Technology   10.4 
Materials   3.7 
Services   2.5 
Utilities   5.6 
Total   96.9%
Short-Term Investments   2.8 
Other Assets and Liabilities   0.3 
Total   100.0%

 

A sector may be comprised of several industries.  For Fund compliance purposes, the Fund may not use the same classification system and these sector classifications are used for reporting ease.

 

3
 

 

The Hartford Equity Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary

January 31, 2014

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks ‡  $3,236,790   $3,019,771   $217,019   $ 
Short-Term Investments   94,089        94,089     
Total  $3,330,879   $3,019,771   $311,108   $ 
Liabilities:                    
Foreign Currency Contracts *   4        4     
Total  $4   $   $4   $ 

 

For the three-month period ended January 31, 2014, there were no transfers between Level 1 and Level 2.
The Fund has all or primarily all of the equity securities categorized in a particular level.  Refer to the Schedule of Investments for further industry breakout.
*Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

 

4
 

 

 

The Hartford Floating Rate Fund
Schedule of Investments
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
CORPORATE BONDS - 7.0%     
     Accommodation and Food Services - 0.3%     
     NH Hoteles S.A.     
EUR5,545   6.88%, 11/15/2019 ■  $7,927 
     Sugarhouse HSP Gaming Prop Mezz L.P.     
 10,575   6.38%, 06/01/2021 ■‡   10,232 
     Wynn Macau Ltd.     
 7,000   5.25%, 10/15/2021 ■   7,000 
         25,159 
     Arts, Entertainment and Recreation - 0.7%     
     CCO Holdings LLC     
 3,240   5.25%, 09/30/2022   3,115 
     Chester Downs & Marina LLC     
 10,189   9.25%, 02/01/2020 ■‡   10,011 
     Cirsa Funding Luxembourg S.A.     
EUR5,000   8.75%, 05/15/2018 ■   6,811 
     Gray Television, Inc.     
 4,785   7.50%, 10/01/2020   5,108 
     Great Canadian Gaming Co.     
CAD6,615   6.63%, 07/25/2022 ■‡   6,288 
     Sinclair Television Group, Inc.     
 11,000   5.38%, 04/01/2021 ‡   10,890 
     Snai S.p.A.     
EUR 5,885   7.63%, 06/15/2018 ■   8,036 
         50,259 
     Chemical Manufacturing - 0.4%     
     Hexion U.S. Finance Corp.     
 14,816   6.63%, 04/15/2020 ‡   15,371 
     MPM Escrow LLC/MPM Finance Corp.     
 11,050   8.88%, 10/15/2020 ‡   11,796 
         27,167 
     Computer and Electronic Product Manufacturing - 0.3%     
     Alcatel-Lucent USA Inc.     
 7,535   6.75%, 11/15/2020 ■   7,723 
     NXP B.V./NXP Funding LLC     
 4,250   5.75%, 02/15/2021 ■‡   4,399 
     Polish Television Holdings B.V.     
EUR4,845   11.00%, 01/15/2021 ■Þ   7,229 
         19,351 
     Finance and Insurance - 1.4%     
     Banco Bilbao Vizcaya Argentaria S.A.     
 6,800   9.00%, 05/09/2018 §♠Δ   7,106 
     Bank of Ireland     
EUR4,925   10.00%, 07/30/2016 §   7,076 
     Barclays Bank plc     
 7,025   8.25%, 12/15/2018 ۞♠   7,238 
     Corrections Corp. of America     
 6,655   4.13%, 04/01/2020 ‡   6,439 
     Credit Agricole S.A.     
 5,350   7.88%, 01/23/2024 ■♠   5,430 
     Intesa Sanpaolo     
EUR4,800   9.50%, 10/29/2049 §   7,056 
     Kion Finance S.A.     
EUR 4,000   4.72%, 02/15/2020 ■Δ   5,476 
EUR8,580   6.75%, 02/15/2020 ■   12,614 
     Nuveen Investments, Inc.     
 10,545   9.13%, 10/15/2017 ■‡   10,809 
 540   9.50%, 10/15/2020 ■   557 
     Rivers Pittsburgh L.P.     
 6,036   9.50%, 06/15/2019 ■‡   6,579 
     Societe Generale     
 5,000   7.88%, 12/18/2023 ■♠   5,075 
 6,825   8.25%, 11/29/2018 §♠   7,272 
     Turkiye Garanti Bankasi A.S.     
 3,000   5.25%, 09/13/2022 §   2,696 
     TVN Finance Corp. II AB     
EUR 5,535   7.38%, 12/15/2020 ■   8,044 
         99,467 
     Food Manufacturing - 0.1%     
     Pinnacle Foods Finance LLC     
 6,200   4.88%, 05/01/2021   5,859 
     Post Holdings, Inc.     
 4,200   6.75%, 12/01/2021 ■   4,399 
         10,258 
     Health Care and Social Assistance - 0.3%     
     Biomet, Inc.     
 5,015   6.50%, 08/01/2020   5,347 
     Community Health Systems, Inc.     
 5,265   7.13%, 07/15/2020   5,607 
     Salix Pharmaceuticals Ltd.     
 1,585   6.00%, 01/15/2021 ■   1,653 
     Tenet Healthcare Corp.     
 6,305   6.00%, 10/01/2020 ■   6,636 
         19,243 
     Information - 1.9%     
     Altice Financing S.A.     
 5,970   6.50%, 01/15/2022 ■   6,468 
     Ancestry.com, Inc.     
 3,100   9.63%, 10/15/2018 ■   3,232 
     Cerved Technologies S.p.A.     
EUR2,500   5.66%, 01/15/2019 ■Δ   3,412 
     Eagle Midco, Inc.     
 3,750   9.00%, 06/15/2018 ■Þ   3,919 
     Epicor Software Corp.     
 4,000   8.63%, 05/01/2019 ‡   4,340 
     Equiniti Bondco plc     
GBP 7,000   6.27%, 12/15/2018 ■Δ   11,709 
     First Data Corp.     
 8,625   6.75%, 11/01/2020 ■‡   9,078 
 8,000   8.25%, 01/15/2021 ■‡   8,480 
     Intelsat Jackson Holdings S.A.     
 2,980   5.50%, 08/01/2023 ■   2,846 
     Intelsat Luxembourg S.A.     
 8,270   7.75%, 06/01/2021 ■   8,869 
     Level 3 Financing, Inc.     
 9,000   3.85%, 01/15/2018 ■Δ   9,135 
 1,825   6.13%, 01/15/2021 ■   1,866 
     Nara Cable Funding II Ltd.     
EUR6,550   8.50%, 03/01/2020 ■   10,469 
     NII International Telecom S.a.r.l.     
 3,385   7.88%, 08/15/2019 ■   2,539 
 3,135   11.38%, 08/15/2019 ■‡   2,602 
     Sprint Corp.     
 4,935   7.25%, 09/15/2021 ■   5,317 
     UPC Holding B.V.     
EUR6,500   6.75%, 03/15/2023 ■   9,056 

 

1
 

 

The Hartford Floating Rate Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
CORPORATE BONDS - 7.0% - (continued)     
     Information - 1.9% - (continued)     
     Wind Acquisition Finance S.A.     
EUR13,375   5.55%, 04/30/2019 ■Δ  $18,400 
 12,500   7.25%, 02/15/2018 ■‡   13,094 
         134,831 
     Machinery Manufacturing - 0.1%     
     Titan International, Inc.     
 8,000   6.88%, 10/01/2020 ■‡   8,440 
           
     Miscellaneous Manufacturing - 0.0%     
     Reynolds Group Issuer, Inc.     
 3,000   5.75%, 10/15/2020 ‡   3,067 
           
     Nonmetallic Mineral Product Manufacturing - 0.1%     
     Ardagh Packaging Finance plc     
 7,097   7.38%, 10/15/2017 ■‡   7,594 
           
     Petroleum and Coal Products Manufacturing - 0.4%     
     Denbury Resources, Inc.     
 5,455   4.63%, 07/15/2023 ‡   5,032 
     EP Energy Finance, Inc.     
 4,500   7.75%, 09/01/2022 ‡   4,973 
     Rosetta Resources, Inc.     
 5,870   5.63%, 05/01/2021 ‡   5,855 
     Shelf Drilling Holdings Ltd.     
 4,775   8.63%, 11/01/2018 ■‡   5,145 
     Ultra Petroleum Corp     
 8,000   5.75%, 12/15/2018 ■   8,280 
         29,285 
     Primary Metal Manufacturing - 0.1%     
     Novelis, Inc.     
 6,973   8.75%, 12/15/2020 ‡   7,740 
           
     Real Estate, Rental and Leasing - 0.1%     
     International Lease Finance Corp.     
 6,000   5.88%, 08/15/2022 ‡   6,068 
           
     Retail Trade - 0.5%     
     Galaxy Bidco, Ltd.     
GBP12,500     5.75%, 11/15/2019 ■Δ   20,651 
     GRD Holding III Corp.     
 5,050   10.75%, 06/01/2019 ■‡   5,580 
     Michaels Stores, Inc.     
 5,180   7.50%, 08/01/2018 ■   5,310 
     Picard Groupe S.A.     
EUR5,220     4.48%, 08/01/2019 ■Δ   7,164 
         38,705 
     Soap, Cleaning Compound and Toilet Manufacturing - 0.1%     
     Revlon Consumer Products Corp.     
 10,860   5.75%, 02/15/2021 Δ   10,751 
           
     Utilities - 0.2%     
     Calpine Corp.     
 3,580   6.00%, 01/15/2022 ■   3,705 
     Dynegy, Inc     
 3,000   5.88%, 06/01/2023 ■‡   2,820 
     NRG Energy, Inc.     
 5,750   7.63%, 01/15/2018 ‡   6,469 
         12,994 
     Total corporate bonds     
     (cost $497,559)  $510,379 
           

SENIOR FLOATING RATE INTERESTS ♦ - 89.5%

     
     Accommodation and Food Services - 2.0%     
     Caesars Entertainment Operating Co., Inc.     
$8,569   5.49%, 01/28/2018  $8,234 
 11,793   9.50%, 10/31/2016   11,912 
     CityCenter Holdings LLC     
 29,500   5.00%, 10/16/2020   29,832 
     Four Seasons Holdings, Inc.     
 16,469   3.50%, 06/29/2020   16,541 
 4,690   6.25%, 12/28/2020   4,795 
     Hilton Worldwide Holdings, Inc.     
 66,158   3.75%, 10/26/2020   66,540 
     Playa Resorts and Hotels, S.L.     
 8,978   4.75%, 08/09/2019   9,039 
         146,893 
     Administrative Waste Management and Remediation - 2.9%     
     Acosta, Inc.     
 34,054   4.25%, 03/03/2018   34,289 
     ADS Waste Holdings, Inc.     
 27,938   4.25%, 10/09/2019   28,016 
     Audio Visual Services Group, Inc.     
 11,165   01/25/2021 ◊☼   11,221 
     Brickman Group Holdings, Inc.     
 16,560   4.00%, 12/18/2020   16,625 
 7,251   7.50%, 12/17/2021 ☼   7,387 
     Filtration Group, Inc.     
 6,665   4.50%, 11/20/2020   6,731 
 2,070   8.25%, 11/22/2021   2,122 
     Harland Clarke Holdings Corp.     
 6,220   5.74%, 05/22/2018 ☼   6,286 
     Ipreo Holdings LLC     
 14,547   5.00%, 08/07/2017   14,619 
     Ista International GmbH     
EUR7,475     3.69%, 04/30/2020   10,141 
     PRA Holdings, Inc.     
 16,464   5.00%, 09/23/2020   16,509 
     ServiceMaster (The) Co.     
 33,745   4.42%, 01/31/2017 ☼   33,710 
     SI Organization, Inc.     
 7,687   5.50%, 11/22/2016   7,514 
     Trans Union LLC     
 16,958   4.25%, 02/08/2019   17,146 
         212,316 
     Agriculture, Construction, Mining and Machinery - 1.3%     
     Hupah Finance, Inc.     
 11,791   4.50%, 01/21/2019   11,791 
     International Equipment Solutions LLC     
 11,500   6.75%, 08/16/2019   11,500 
     Minimax     
EUR 10,552     4.50%, 08/14/2020   11,588 

 

2
 

 

The Hartford Floating Rate Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
SENIOR FLOATING RATE INTERESTS ♦ - 89.5% - (continued)     
     Agriculture, Construction, Mining and Machinery - 1.3% - (continued)     
     Veyance Technologies, Inc.     
$60,515   5.25%, 09/08/2017  $60,742 
         95,621 
     Air Transportation - 2.0%     
     AMR Corp.     
 33,342   3.75%, 06/27/2019   33,545 
     AWAS Finance Luxembourg S.A., Term Loan     
 4,840   3.50%, 07/16/2018   4,856 
     AWAS Finance Luxembourg S.A., Term Loan B     
 6,115   3.50%, 06/10/2016   6,132 
     Delta Air Lines, Inc.     
 21,350   3.50%, 04/20/2017   21,469 
 7,997   4.00%, 10/18/2018   8,020 
     Landmark Aviation     
 12,319   4.75%, 10/25/2019   12,401 
     Landmark Aviation FBO Canada, Inc.     
 1,044   4.75%, 10/25/2019   1,051 
     United Airlines, Inc.     
 28,102   4.00%, 04/01/2019   28,354 
     US Airways Group, Inc.     
 27,975   3.50%, 05/23/2019   28,085 
         143,913 
     Arts, Entertainment and Recreation - 7.2%     
     24 Hour Fitness Worldwide, Inc.     
 34,720   5.25%, 04/22/2016   35,030 
     Cenveo Corp.     
 7,921   6.25%, 02/13/2017   7,994 
     Cequel Communications LLC     
 28,877   3.50%, 02/14/2019   28,946 
     ClubCorp Club Operations, Inc.     
 17,344   4.00%, 07/24/2020   17,445 
     CSC Holdings, Inc.     
 18,109   2.67%, 04/17/2020   18,004 
     Dex Media West LLC     
 7,119   8.00%, 12/30/2016   5,653 
     F & W Publications, Inc., Second Lien Term Loan     
 1,189   15.00%, 12/09/2014 Þ   993 
     Formula One Holdings     
 23,463   4.50%, 04/30/2019   23,727 
     Hoyts Group Holdings LLC     
 6,746   4.00%, 05/29/2020   6,797 
 6,212   8.25%, 11/30/2020   6,305 
     ION Media Networks, Inc.     
 9,015   5.00%, 12/18/2020   9,099 
     Liberty Cablevision of Puerto Rico LLC     
 16,416   6.00%, 06/09/2017   16,471 
     MGM Resorts International     
 89,558   3.50%, 12/20/2019   89,539 
     Quebecor Media, Inc.     
 21,895   3.25%, 08/17/2020   21,813 
     R.H. Donnelley, Inc.     
 4,294   9.75%, 12/31/2016   2,661 
     Salem Communications Corp.     
 11,471   4.50%, 03/13/2020   11,521 
     Station Casinos LLC     
 35,040   5.00%, 03/02/2020   35,373 
     Tribune Co.     
 66,550   4.00%, 12/27/2020 ☼   66,370 
     Univision Communications, Inc.     
 90,923   4.00%, 03/01/2020   91,406 
     Univision Communications, Inc., Term Loan     
 16,108   4.00%, 03/01/2020 ☼   16,166 
     Warner Music Group Corp.     
 11,247   3.75%, 07/01/2020   11,275 
         522,588 
     Chemical Manufacturing - 4.0%     
     Arysta LifeScience Corp.     
 11,020   4.50%, 05/29/2020   11,075 
     CeramTec     
 4,224   4.25%, 08/28/2020   4,266 
EUR1,108   4.75%, 08/28/2020   1,509 
     Cytec Industries, Inc.     
 1,953   4.50%, 10/04/2019   1,962 
     DuPont Performance Coatings, Inc.     
 24,167   4.75%, 02/01/2020   24,367 
EUR 5,211   5.25%, 02/01/2020   7,051 
     Exopack LLC     
 13,045   5.25%, 05/08/2019   13,219 
     Faenza Acquisition Gmbh     
 1,701   4.25%, 08/28/2020   1,718 
EUR3,642   4.75%, 08/28/2020   4,960 
     Houghton International, Inc.     
 13,358   4.00%, 12/20/2019   13,408 
     Huntsman International LLC     
 13,675   10/15/2020 ◊☼   13,696 
     Ineos US Finance LLC     
 42,040   4.00%, 05/04/2018   42,205 
     MacDermid, Inc.     
 9,766   4.00%, 06/07/2020   9,831 
     Monarch, Inc.     
 3,764   4.50%, 10/04/2019   3,782 
 1,270   8.25%, 04/03/2020   1,311 
     Pinnacle Operating Corp.     
 32,559   3.25%, 04/29/2020   32,595 
 15,633   4.75%, 11/15/2018   15,711 
     PQ Corp.     
 17,820   4.50%, 08/07/2017   17,957 
     Tronox Pigments BV     
 13,189   4.50%, 03/19/2020   13,331 
     Univar, Inc.     
 44,308   5.00%, 06/30/2017   44,021 
     Utex Industries, Inc.     
 7,477   4.50%, 04/10/2020   7,521 
 2,000   8.75%, 04/09/2021   2,045 
         287,541 
     Computer and Electronic Product Manufacturing - 2.1%     
     CDW LLC     
 61,326   3.25%, 04/29/2020   61,345 
     Ceridian Corp.     
 37,419   4.41%, 05/09/2017   37,569 

 

3
 

 

The Hartford Floating Rate Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
SENIOR FLOATING RATE INTERESTS ♦ - 89.5% - (continued)     
     Computer and Electronic Product Manufacturing - 2.1% - (continued)     
     Freescale Semiconductor, Inc.     
$51,471   5.00%, 02/28/2020 - 01/15/2021  $51,912 
         150,826 
     Construction - 0.8%     
     Brand Energy & Infrastructure Services, Inc.     
 24,629   4.75%, 11/26/2020   24,717 
     Brock Holdings III, Inc.     
 17,159   6.00%, 03/16/2017   17,202 
 6,898   10.00%, 03/16/2018   7,015 
     Summit Materials LLC     
 10,843   5.00%, 01/30/2019   10,924 
         59,858 
     Educational Services - 0.1%     
     Bright Horizons Family Solutions, Inc.     
 9,583   4.00%, 01/30/2020   9,627 
           
     Fabricated Metal Product Manufacturing - 0.1%     
     Ameriforge Group, Inc.     
 8,874   5.00%, 12/19/2019   8,915 
           
     Finance and Insurance - 6.5%     
     Asurion LLC     
 7,393   3.50%, 07/08/2020   7,310 
 48,653   4.50%, 05/24/2019   48,622 
     Capital Automotive L.P.     
 12,978   4.00%, 04/10/2019   13,066 
 2,965   6.00%, 04/30/2020   3,065 
     Chrysler Group LLC     
 44,466   3.50%, 05/24/2017   44,555 
     Cooper Gay Swett & Crawford Ltd.     
 9,378   5.00%, 04/16/2020   9,225 
 4,140   8.25%, 10/16/2020   3,964 
     EFS Cogen Holdings I LLC     
 7,775   3.75%, 12/17/2020   7,820 
     Evertec LLC     
 14,880   3.50%, 04/17/2020   14,474 
     Grosvenor Capital Management, L.P.     
 10,000   3.75%, 01/04/2021   9,981 
     Guggenheim Partners LLC     
 15,262   4.25%, 07/22/2020   15,426 
     Hub International Ltd.     
 15,496   4.75%, 10/02/2020   15,661 
     Interactive Data Corp.     
 18,932   3.75%, 02/11/2018   18,989 
     ION Trading Technologies Ltd.     
 8,458   4.50%, 05/22/2020   8,519 
 1,540   8.25%, 05/22/2021   1,561 
     Lonestar Intermediate Super Holdings LLC     
 4,864   11.00%, 09/02/2019   4,961 
     National Financial Partners Corp.     
 8,349   5.25%, 07/01/2020   8,414 
     Nuveen Investments, Inc.     
 82,007   4.17%, 05/13/2017   81,793 
 50,000   6.50%, 02/28/2019   49,638 
     Ocwen Financial Corp.     
 10,605   5.00%, 02/15/2018   10,693 
     Santander Asset Management S.A.     
 35,715   4.25%, 12/17/2020   35,838 
EUR 8,000   4.50%, 11/26/2020   10,792 
     USI Insurance Services LLC     
 22,632   4.25%, 12/27/2019   22,790 
     Walter Investment Management Corp.     
 26,726   4.75%, 12/18/2020   26,906 
         474,063 
     Food Manufacturing - 5.2%     
     Advance Pierre Foods, Inc.     
 20,807   5.75%, 07/10/2017   20,800 
 9,000   9.50%, 10/10/2017   8,753 
     Burton's Foods Ltd.     
GBP5,000   5.24%, 12/18/2020   8,168 
     Del Monte Foods Co.     
 20,720   01/26/2021 ◊☼   20,791 
 71,399   4.00%, 03/08/2018   71,666 
     Dole Food Co., Inc.     
 6,020   4.50%, 11/01/2018   6,065 
     H.J. Heinz Co.     
 132,111   3.50%, 06/05/2020   133,343 
     Hostess Brands, Inc.     
 9,740   6.75%, 04/09/2020   10,105 
     JBS USA LLC     
 38,163   3.75%, 05/25/2018 - 09/18/2020   38,054 
     Milk Specialties Co.     
 8,781   7.00%, 11/09/2018   8,759 
     Roundy's Supermarkets, Inc.     
 10,718   5.75%, 02/13/2019 ☼   10,822 
     U.S. Foodservice, Inc.     
 42,080   4.50%, 03/31/2019   42,448 
         379,774 
     Food Services - 0.5%     
     ARAMARK Corp.     
 37,350   4.00%, 09/09/2019   37,574 
           
     Furniture and Related Product Manufacturing - 1.2%     
     AOT Bedding Super Holdings LLC     
 48,553   4.25%, 10/01/2019   48,943 
     Tempur-Pedic International, Inc.     
 19,121   3.50%, 03/18/2020   19,159 
     Wilsonart International Holding LLC     
 16,160   4.00%, 10/31/2019   16,165 
         84,267 
     Health Care and Social Assistance - 7.9%     
     AccentCare, Inc.     
 6,034   6.50%, 12/22/2016   3,108 
     Alere, Inc., Term Loan B     
 24,692   4.25%, 06/30/2017   24,846 
     Alere, Inc., Term Loan B2     
 5,614   4.25%, 06/30/2017   5,649 
     American Renal Holdings, Inc.     
 20,570   4.50%, 08/20/2019   20,570 
 11,237   8.50%, 03/20/2020   11,265 
     Ardent Medical Services, Inc.     
 6,908   6.75%, 07/02/2018   6,977 
     Community Health Systems, Inc.     
 22,260   01/27/2021 ◊☼   22,491 

 

4
 

 

The Hartford Floating Rate Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
SENIOR FLOATING RATE INTERESTS ♦ - 89.5% - (continued)     
     Health Care and Social Assistance - 7.9% - (continued)     
     DaVita, Inc.     
$43,981   4.00%, 11/01/2019  $44,264 
     DJO Finance LLC     
 16,602   4.75%, 09/15/2017   16,718 
     Grifols, Inc.     
 18,343   4.25%, 06/01/2017   18,470 
     HCA, Inc.     
 8,783   2.92%, 03/31/2017   8,793 
     Hologic, Inc.     
 23,851   3.75%, 08/01/2019   23,997 
     Iasis Healthcare LLC     
 16,343   4.50%, 05/03/2018   16,455 
     Immucor, Inc.     
 17,397   5.00%, 08/19/2018   17,520 
     IMS Health, Inc.     
 8,115   3.75%, 09/01/2017   8,171 
     Insight Pharmaceuticals LLC     
 10,914   6.25%, 08/25/2016 ☼   10,819 
     InVentiv Health, Inc.     
 10,442   7.50%, 08/04/2016   10,400 
 12,406   7.75%, 05/15/2018   12,282 
     MultiPlan, Inc.     
 26,193   4.00%, 08/26/2017   26,363 
     NBTY, Inc.     
 22,466   3.50%, 10/01/2017   22,606 
     One Call Medical, Inc.     
 25,580   5.00%, 11/27/2020   25,714 
     Par Pharmeceutical Cos., Inc.     
 15,479   4.25%, 09/30/2019   15,513 
     Pharmaceutical Product Development, Inc.     
 14,380   4.00%, 12/05/2018   14,445 
     Pharmedium Healthcare Corp.     
 7,565   01/28/2021 - 01/28/2022 ◊☼   7,643 
     Salix Pharmaceuticals, Ltd.     
 22,685   4.25%, 01/02/2020   22,935 
     Sheridan Healthcare, Inc.     
 1,143   3.00%, 06/29/2018 ☼   1,142 
 9,127   4.50%, 06/29/2018   9,184 
 4,850   8.25%, 12/20/2021   4,959 
     Surgery Center Holdings, Inc.     
 9,850   6.00%, 04/11/2019   9,850 
     Truven Health Analytics, Inc.     
 4,906   4.50%, 06/06/2019   4,914 
     US Renal Care, Inc.     
 16,668   4.25%, 07/03/2019   16,793 
 3,160   8.50%, 07/03/2020   3,231 
 2,666   10.25%, 01/03/2020   2,726 
     Valeant Pharmaceuticals International, Inc.     
 25,826   3.75%, 02/13/2019 - 12/11/2019   26,003 
 77,638   4.50%, 08/05/2020   78,402 
         575,218 
     Information - 14.4%     
     Alcatel-Lucent     
 68,175   5.75%, 01/30/2019 ☼   68,754 
     Ancestry.com, Inc.     
 26,250   4.50%, 12/28/2018   26,365 
     Arris Group, Inc.     
 19,769   3.50%, 04/17/2020   19,728 
     Aspect Software, Inc.     
 9,900   7.00%, 05/07/2016   9,995 
     Cabovisao-Televisao Por Cabo S.A.     
 48,000   5.50%, 07/15/2019   48,840 
     Charter Communications Operating LLC, Term Loan E     
 63,546   3.00%, 07/01/2020 ☼   63,255 
     Charter Communications Operating LLC, Term Loan F     
 43,713   3.00%, 12/31/2020 ☼   43,490 
     Crown Castle International Corp.     
 18,649   3.25%, 01/31/2021   18,705 
     Decision Insight Information Group I, Inc.     
 13,281   7.00%, 01/04/2017   13,248 
     Eagle Parent, Inc.     
 41,393   4.00%, 05/16/2018   41,613 
     Emdeon, Inc.     
 15,729   3.75%, 11/02/2018   15,765 
     First Data Corp.     
 11,744   4.16%, 03/24/2017   11,738 
     First Data Corp., Extended 1st Lien Term Loan     
 91,764   4.16%, 03/23/2018   91,672 
     First Data Corp., Term Loan B     
 5,060   4.16%, 09/24/2018   5,056 
     Hyland Software, Inc.     
 6,598   5.50%, 10/25/2019   6,625 
     Infor US, Inc.     
 4,090   3.75%, 06/03/2020   4,095 
EUR3,625   4.00%, 06/03/2020   4,907 
     Intelsat Jackson Holdings S.A.     
 33,503   3.75%, 06/30/2019   33,748 
     Kronos, Inc.     
 17,245   4.50%, 10/30/2019   17,395 
 4,037   9.75%, 04/30/2020   4,199 
     Lawson Software, Inc.     
 20,309   3.75%, 06/03/2020   20,356 
     Leap Wireless International, Inc., Term Loan B     
 17,503   4.75%, 10/10/2019 - 03/08/2020   17,523 
     Level 3 Communications, Inc.     
 91,988   4.00%, 08/01/2019 - 01/15/2020   92,492 
     Light Tower Fiber LLC     
 19,540   4.50%, 04/13/2020 ☼   19,589 
 1,078   8.00%, 04/12/2021   1,099 
     Mediacom Broadband LLC, Term Loan E     
 7,791   4.50%, 10/23/2017   7,806 
     Mediacom Communications Corp.     
 16,358   3.25%, 01/29/2021   16,317 
     MISYS plc     
 25,983   5.00%, 12/12/2018   26,221 
     NexTag, Inc.     
 3,420   9.25%, 01/28/2016   2,565 
     Nine Entertainment Group Ltd.     
 27,721   3.25%, 02/05/2020   27,591 
     Novell, Inc.     
 16,589   7.25%, 11/22/2017   16,817 

 

5
 

 

The Hartford Floating Rate Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
SENIOR FLOATING RATE INTERESTS ♦ - 89.5% - (continued)    
    Information - 14.4% - (continued)    
    Peak 10, Inc.    
$5,985   7.25%, 10/25/2018  $6,044 
     RedPrairie Corp.     
 6,754   6.00%, 12/21/2018   6,817 
     Skillsoft Corp.     
 12,819   5.00%, 05/26/2017   12,894 
     Sorenson Communications, Inc.     
 8,503   9.50%, 10/31/2014   8,606 
     Syniverse Holdings, Inc.     
 5,429   4.00%, 04/23/2019   5,455 
     Telesat Canada     
 13,511   3.50%, 03/28/2019   13,583 
     TransFirst Holding, Inc.     
 13,925   4.75%, 12/27/2017   13,933 
 500   11.00%, 06/27/2018   505 
     TWCC Holding Corp.     
 10,381   3.50%, 02/13/2017   10,348 
 1,885   7.00%, 06/26/2020   1,899 
     UPC Financing Partnership     
 15,875   3.25%, 06/30/2021   15,912 
 12,750   4.00%, 01/31/2021   12,814 
     Virgin Media Finance plc     
 59,500   3.50%, 06/08/2020   59,619 
GBP13,800   4.50%, 06/08/2020   22,755 
     West Corp.     
 22,958   3.25%, 06/30/2018   22,999 
     WideOpenWest Finance LLC     
 14,791   4.75%, 04/01/2019   14,902 
     Zayo Group LLC     
 17,456   4.00%, 07/02/2019   17,539 
         1,044,193 
     Media - 0.6%     
     Entravision Communications Corp.     
 16,305   3.50%, 05/31/2020   16,176 
     Media General, Inc.     
 25,750   4.25%, 07/31/2020   25,954 
         42,130 
     Mining - 2.4%     
     Alpha Natural Resources, Inc.     
 21,096   3.50%, 05/22/2020   20,555 
     Arch Coal, Inc.     
 82,699   6.25%, 05/16/2018   81,831 
     Fortescue Metals Group Ltd.     
 69,778   4.25%, 06/28/2019   70,505 
         172,891 
     Miscellaneous Manufacturing - 2.7%     
     Bombardier Recreational Products, Inc.     
 14,675   4.00%, 01/30/2019   14,745 
     DAE Aviation Holdings Inc     
 1,500   07/30/2019 ◊☼   1,522 
     DigitalGlobe, Inc.     
 15,215   3.75%, 01/31/2020   15,257 
     Doncasters plc     
 20,262   5.50%, 04/09/2020   20,483 
     Hamilton Sundstrand Corp.     
 49,222   4.00%, 12/13/2019   49,407 
     Provo Craft & Novelty, Inc.     
 6,680   0.00%, 03/22/2016 ●   301 
     Reynolds Group Holdings, Inc.     
 46,456   4.00%, 12/01/2018   46,950 
     Sequa Corp.     
 21,314   5.25%, 06/19/2017   21,065 
     TransDigm Group, Inc.     
 22,965   3.75%, 02/28/2020   23,106 
         192,836 
     Motor Vehicle and Parts Manufacturing - 1.7%     
     Federal Mogul Corp., Tranche B Term Loan     
 30,478   2.11%, 12/29/2014   30,250 
     Federal Mogul Corp., Tranche C Term Loan     
 10,612   2.11%, 12/28/2015   10,532 
     Navistar, Inc.     
 43,677   5.75%, 08/17/2017   44,250 
     Tomkins LLC     
 28,538   3.75%, 09/29/2016   28,734 
     Tower Automotive Holdings USA LLC     
 9,006   4.75%, 04/23/2020   9,045 
         122,811 
     Nonmetallic Mineral Product Manufacturing - 0.2%     
     Ardagh Holdings USA, Inc.     
 8,965   12/17/2019 ◊☼   8,988 
 8,035   4.25%, 12/17/2019   8,060 
         17,048 
     Other Services - 1.9%     
     Alliance Laundry Systems LLC     
 10,138   4.25%, 12/10/2018   10,189 
     Apex Tool Group LLC     
 7,121   4.50%, 01/31/2020   7,150 
     Gardner Denver, Inc.     
 53,975   4.25%, 07/30/2020   53,887 
EUR17,268   4.75%, 07/30/2020   23,360 
     Rexnord LLC     
 45,457   4.00%, 08/21/2020   45,656 
         140,242 
     Petroleum and Coal Products Manufacturing - 3.5%     
     Crosby Worldwide, Ltd.     
 22,190   4.00%, 11/23/2020   22,273 
     Endeavour International Corp.     
 12,000   11/30/2017 ◊☼   11,820 
     Everest Acquisition LLC     
 14,031   3.50%, 05/24/2018   14,066 
     Fieldwood Energy LLC     
 17,386   3.88%, 09/28/2018   17,491 
     Macquarie Infrastructure Co., Inc.     
 16,262   3.25%, 06/01/2020 ☼   16,316 
     Ocean Rig ASA     
 14,925   6.00%, 03/31/2021   15,233 
     Pacific Drilling S.A.     
 10,671   4.50%, 06/03/2018   10,792 
     Peabody Energy Corp.     
 44,553   4.25%, 09/24/2020   44,796 
     Samson Investment Co.     
 24,745   5.00%, 09/25/2018   24,946 
     Shelf Drilling International Holdings Ltd.     
 10,098   6.25%, 05/31/2018   10,098 
 21,820   10.00%, 10/08/2018   22,120 

 

6
 

 

The Hartford Floating Rate Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
SENIOR FLOATING RATE INTERESTS ♦ - 89.5% - (continued)     
     Petroleum and Coal Products Manufacturing - 3.5% - (continued)     
     Templar Energy, LLC     
$13,045   8.00%, 11/25/2020  $13,151 
     Western Refining, Inc.     
 18,750   4.25%, 11/12/2020   18,938 
     Wildhorse Resources LLC     
 10,800   7.50%, 12/13/2018   10,908 
         252,948 
     Pipeline Transportation - 0.3%     
     EMG Utica LLC     
 4,800   4.75%, 03/27/2020   4,818 
     EP Energy LLC     
 3,977   4.50%, 04/30/2019   3,998 
     NGPL Pipeco LLC     
 4,290   6.75%, 09/15/2017   4,065 
     Philadelphia Energy Solutions LLC     
 13,257   6.25%, 04/04/2018   11,940 
         24,821 
     Plastics and Rubber Products Manufacturing - 0.7%     
     Berry Plastics Group, Inc.     
 34,738   3.50%, 02/08/2020   34,595 
     Consolidated Container Co.     
 6,913   5.00%, 07/03/2019   6,984 
     Tricorbraun, Inc.     
 7,314   4.00%, 05/03/2018   7,317 
         48,896 
     Primary Metal Manufacturing - 0.7%     
     Novelis, Inc.     
 51,107   3.75%, 03/10/2017   51,377 
     WireCo WorldGroup, Inc.     
 3,287   6.00%, 02/15/2017   3,303 
         54,680 
     Professional, Scientific and Technical Services - 3.1%     
     Advantage Sales & Marketing, Inc.     
 38,685   4.25%, 12/18/2017   38,892 
 9,874   8.25%, 06/17/2018   10,003 
     Affinion Group, Inc.     
 80,921   6.75%, 10/09/2016   80,238 
     AlixPartners LLP     
 14,254   4.00%, 07/10/2020   14,334 
 4,575   9.00%, 07/10/2021   4,667 
     IMG Worldwide, Inc.     
 11,617   5.50%, 06/16/2016   11,656 
     MoneyGram International, Inc.     
 25,041   4.25%, 03/27/2020   25,252 
     Paradigm Ltd.     
 13,825   4.75%, 07/30/2019   13,860 
 2,500   10.50%, 07/30/2020   2,509 
     RBS Holding Co. LLC     
 11,687   9.50%, 03/23/2016   5,727 
     SunGard Data Systems, Inc.     
 7,260   4.00%, 03/08/2020   7,293 
 9,940   4.50%, 01/31/2020   9,967 
         224,398 
     Real Estate, Rental and Leasing - 1.5%     
     Fly Leasing Ltd.     
 10,651   4.50%, 08/09/2019   10,771 
     Hertz (The) Corp.     
 17,292   3.00%, 03/11/2018   17,301 
     Realogy Corp.     
 8,468   4.41%, 10/10/2016   8,523 
 69,403   4.50%, 03/05/2020   69,854 
         106,449 
     Retail Trade - 6.3%     
     99 Cents Only Stores     
 18,056   4.50%, 01/11/2019   18,200 
     Affinia Group, Inc.     
 7,268   4.75%, 04/25/2020   7,296 
     American Builders & Contractors Supply Co.     
 16,454   3.50%, 04/16/2020   16,514 
     Armored AutoGroup, Inc.     
 8,651   6.00%, 11/05/2016   8,710 
     EB Sports Corp.     
 12,923   11.50%, 12/31/2015 Þ   12,858 
     FleetPride, Inc.     
 15,840   5.25%, 11/19/2019   15,646 
     Great Atlantic & Pacific Tea Co., Inc.     
 12,928   11.00%, 03/13/2017   13,348 
     Hillman Group, Inc.     
 16,498   3.75%, 05/28/2017   16,565 
     J. C. Penney Co., Inc.     
 28,149   6.00%, 05/22/2018   27,275 
     Michael Foods Group, Inc.     
 5,907   4.25%, 02/25/2018   5,938 
     Michaels Stores, Inc.     
 26,321   3.75%, 01/28/2020   26,427 
     Neiman Marcus Group, Inc.     
 53,035   5.00%, 10/25/2020   53,619 
     Party City Holdings, Inc.     
 24,888   4.25%, 07/27/2019   25,020 
     Quikrete (The) Companies, Inc.     
 24,863   4.00%, 09/26/2020   25,044 
 8,035   7.00%, 03/26/2021   8,243 
     Rite Aid Corp.     
 37,963   4.00%, 02/21/2020   38,172 
 26,580   4.88%, 06/21/2021   27,004 
 7,755   5.75%, 08/21/2020   7,916 
     Southwire Co.     
 9,095   02/11/2021 ◊☼   9,072 
     Sports (The) Authority, Inc.     
 28,049   7.50%, 11/16/2017   27,979 
     Sprouts Farmers Markets Holdings LLC     
 5,754   4.00%, 04/23/2020   5,780 
     Supervalu, Inc.     
 28,541   5.00%, 03/21/2019   28,705 
     TI Automotive Ltd.     
 4,888   5.50%, 03/28/2019   4,913 
     Weight Watchers International, Inc.     
 31,539   3.75%, 04/02/2020   28,140 
         458,384 
     Soap, Cleaning Compound and Toilet Manufacturing - 0.8%     
     Revlon Consumer Products Corp.     
 39,021   4.00%, 11/20/2017 - 08/19/2019   39,223 

 

7
 

 

The Hartford Floating Rate Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬          Market Value ╪ 
SENIOR FLOATING RATE INTERESTS ♦ - 89.5% - (continued)             
     Soap, Cleaning Compound and Toilet Manufacturing - 0.8% - (continued)             
     Spotless Group             
$13,127   5.00%, 10/02/2018          $13,295 
 6,250   8.75%, 04/02/2019           6,406 
                 58,924 
     Transit and Ground Passenger Transportation - 0.6%             
     Emergency Medical Services Corp.             
 40,743   4.00%, 05/25/2018           40,941 
                   
     Truck Transportation - 0.5%             
     Nexeo Solutions LLC, Term Loan B-1             
 11,185   5.00%, 09/08/2017           11,129 
     Nexeo Solutions LLC, Term Loan B-2             
 10,818   5.00%, 09/09/2017           10,764 
     Swift Transportation Co., Inc.             
 15,313   4.00%, 12/21/2017           15,485 
                 37,378 
     Utilities - 3.3%             
     AES Corp.             
 13,737   3.75%, 06/01/2018           13,829 
     Calpine Corp.             
 21,890   3.00%, 05/03/2020           21,846 
 23,591   3.25%, 01/31/2022           23,562 
 24,327   4.00%, 10/09/2019 - 10/31/2020           24,514 
     Calpine Corp., Term Loan             
 47,816   4.00%, 04/01/2018           48,075 
     Dynegy Power LLC             
 24,171   4.00%, 04/23/2020           24,277 
     Energy Transfer Equity L.P.             
 7,550   3.25%, 12/02/2019           7,554 
     La Frontera Generation LLC             
 16,004   4.50%, 09/30/2020           16,148 
     LSP Madison Funding LLC             
 6,733   5.50%, 06/28/2019           6,818 
     NRG Energy, Inc.             
 4,225   2.75%, 07/01/2018           4,208 
     PowerTeam Services LLC             
 1,991   3.69%, 05/06/2020 ☼Б           1,991 
 15,845   4.25%, 05/06/2020           15,845 
 2,665   8.25%, 11/06/2020           2,635 
     Sandy Creek Energy Associates, L.P.             
 13,125   5.00%, 11/09/2020           13,158 
     Star West Generation LLC             
 13,826   4.25%, 03/13/2020           13,912 
                 238,372 
     Wholesale Trade - 0.5%             
     Harbor Freight Tools             
 9,555   4.75%, 07/26/2019           9,692 
     HD Supply, Inc.             
 27,058   4.50%, 10/12/2017           27,159 
                 36,851 
     Total senior floating rate interests             
     (cost $6,465,641)          $6,504,187 
                   

COMMON STOCKS - 0.0%

            
     Consumer Durables and Apparel - 0.0%             
 3   Provo Craft & Novelty, Inc. ⌂●†          $ 
                   
     Energy - 0.0%             
 418,220   KCA Deutag ⌂●†           2,394 
                   
     Media - 0.0%             
 16   F & W Publications, Inc. ●           156 
                   
     Total common stocks             
     (cost $5,669)          $2,550 
                   
EXCHANGE TRADED FUNDS - 1.7%             
     Other Investment Pools and Funds - 1.7%             
 285   iShares 1-3 Year Credit Bond ETF          $30,086 
 160   iShares iBoxx $ High Yield Corporate Bond ETF           14,937 
 1,383   PowerShares Senior Loan Portfolio           34,455 
 368   SPDR Barclays High Yield Bond ETF           15,012 
 489   SPDR Barclays Short Term High Yield Bond ETF           15,092 
 240   SPDR Blackstone/GSO Senior Loan ETF           12,067 
                 121,649 
     Total exchange traded funds             
     (cost $121,713)          $121,649 
                   
WARRANTS - 0.0%             
     Media - 0.0%             
 6   F & W Publications, Inc.          $62 
                   
     Total warrants             
     (cost $1)          $62 
                   
     Total long-term investments             
     (cost $7,090,583)          $7,138,827 
                   
SHORT-TERM INVESTMENTS - 2.7%             
Other Investment Pools and Funds - 2.7%             
 192,556   JP Morgan U.S. Government Money Market Fund          $192,556 
                   
     Total short-term investments             
     (cost $192,556)          $192,556 
                   
     Total investments          
     (cost $7,283,139) ▲   100.9%  $7,331,383 
     Other assets and liabilities   (0.9)%   (65,280)
     Total net assets   100.0%  $7,266,103 

 

8
 

 

The Hartford Floating Rate Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

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

 

At January 31, 2014, the cost of securities for federal income tax purposes was $7,287,830 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $79,372 
Unrealized Depreciation   (35,819)
Net Unrealized Appreciation  $43,553 

 

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 January 31, 2014, the aggregate value of these securities was $2,394, which rounds to zero percent of total net assets.

 

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

 

ΔVariable rate securities; the rate reported is the coupon rate in effect at January 31, 2014.

 

All or a portion of this position represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

 

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. These base lending rates are generally (i) the lending rate offered by one or more major European banks, such as the LIBOR, (ii) the prime rate offered by one or more major United States banks, or (iii) the bank's certificate of deposit 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. Unless otherwise noted, the interest rate disclosed for these securities represents the average coupon as of January 31, 2014.

 

Securities issued within terms of a private placement memorandum, exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2014, the aggregate value of these securities was $348,108, which represents 4.8% of total net assets.

 

§These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2014, the aggregate value of these securities was $31,206, which represents 0.4% of total net assets.

 

۞Convertible security.

 

Perpetual maturity security. Maturity date shown is the next call date.

 

All principal or contract amounts are in U.S. dollars unless otherwise indicated.

 

This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $193,160 at January 31, 2014.

 

This security, or a portion of this security, has been segregated to cover funding requirements on investment transactions settling in the future.

 

The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933 and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

 

Period Acquired  Shares/ Par   Security  Cost Basis 
03/2011   418,220   KCA Deutag  $5,668 
09/2011   3   Provo Craft & Novelty, Inc., 0.00%, 03/22/2016    

 

At January 31, 2014, the aggregate value of these securities was $2,394, which rounds to zero percent of total net assets.

 

ÞThis security may pay interest in additional principal instead of cash.

 

9
 

 

The Hartford Floating Rate Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

БThis security, or a portion of this security, has unfunded loan commitments.  As of January 31, 2014, the aggregate value of the unfunded commitment was $1,125, which rounds to zero percent of total net assets.

 

Foreign Currency Contracts Outstanding at January 31, 2014
 
                   

Unrealized Appreciation/(Depreciation)

 

Currency

  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 

CAD

  Sell  02/20/2014  RBC  $6,170   $6,062   $108   $ 

EUR

  Buy  02/20/2014  NAB   18,242    18,174        (68)

EUR

  Sell  02/20/2014  BMO   48,902    48,202    700     

EUR

  Sell  02/20/2014  BNP   48,906    48,208    698     

EUR

  Sell  02/20/2014  DEUT   15,187    14,964    223     

EUR

  Sell  02/20/2014  MSC   550    546    4     

EUR

  Sell  02/20/2014  SSG   48,914    48,208    706     

EUR

  Sell  02/20/2014  TDS   48,903    48,207    696     

GBP

  Sell  02/20/2014  CSFB   62,840    62,821    19     
                      $3,154   $(68)

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Counterparty Abbreviations:
BMO Bank of Montreal
BNP BNP Paribas Securities  
CSFB Credit Suisse First Boston Corp.
DEUT Deutsche Bank Securities, Inc.
MSC Morgan Stanley  
NAB National Australia Bank
RBC RBC Dominion Securities
SSG State Street Global Markets LLC
TDS TD Securities, Inc.  
   
Currency Abbreviations:
CAD Canadian Dollar  
EUR EURO  
GBP British Pound  
 
Other Abbreviations:
ETF Exchange Traded Fund
LIBOR London Interbank Offered Rate
SPDR Standard & Poor's Depositary Receipt

 

Credit Exposure
as of January 31, 2014
Credit Rating *  Percentage
of Net Assets
 
Baa / BBB   1.3%
Ba / BB   30.7 
B   59.3 
Caa / CCC or Lower   3.5 
Not Rated   1.7 
Non-Debt Securities and Other Short-Term Instruments   4.4 
Other Assets and Liabilities   (0.9)
Total   100.0%

 

*Credit exposure is the long-term credit ratings for the Fund's holdings, as of the date noted, as provided by Standard and Poor's (S&P) or Moody's Investors Service and typically range from AAA/Aaa (highest) to C/D (lowest). If Moody's and S&P assign different ratings, the lower rating is used. Fixed income securities that are not rated by either agency are listed as "Not Rated." Ratings do not apply to the Fund itself or to Fund shares. Ratings may change.

 

10
 

 

The Hartford Floating Rate Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary

January 31, 2014

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks ‡  $2,550   $   $156   $2,394 
Corporate Bonds   510,379        510,379     
Exchange Traded Funds   121,649    121,649         
Senior Floating Rate Interests   6,504,187        6,504,187     
Warrants   62        62     
Short-Term Investments   192,556    192,556         
Total  $7,331,383   $314,205   $7,014,784   $2,394 
Foreign Currency Contracts *   3,154        3,154     
Total  $3,154   $   $3,154   $ 
Liabilities:                    
Foreign Currency Contracts *   68        68     
Total  $68   $   $68   $ 

 

For the three-month period ended January 31, 2014, there were no transfers between Level 1 and Level 2.
The Fund has all or primarily all of the equity securities categorized in a particular level.  Refer to the Schedule of Investments for further industry breakout.
*Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

 

Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:

 

  

Balance
as of
October
31, 2013

   Realized
Gain
(Loss)
   Change in
Unrealized
Appreciation
(Depreciation)
   Net
Amortization
   Purchases   Sales   Transfers
Into
Level 3
   Transfers Out of
Level 3
   Balance
as of
January
31, 2014
 
Assets:                                             
Common Stocks  $2,899   $   $(505)*  $   $   $   $   $   $2,394 
Total  $2,899   $   $(505)  $   $   $   $   $   $2,394 

 

*Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2014 was $(505).

 

Note:For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

11
 

 

 

The Hartford Floating Rate High Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
CORPORATE BONDS - 18.6%     
     Accommodation and Food Services - 1.1%     
     NH Hoteles S.A.     
EUR1,630   6.88%, 11/15/2019 ■  $2,331 
     Sugarhouse HSP Gaming Prop Mezz L.P.     
 2,490   6.38%, 06/01/2021 ■   2,409 
         4,740 
     Arts, Entertainment and Recreation - 2.6%     
     Chester Downs & Marina LLC     
 2,340   9.25%, 02/01/2020 ■‡   2,299 
     Cirsa Funding Luxembourg S.A.     
EUR2,000   8.75%, 05/15/2018 ■   2,724 
     Gray Television, Inc.     
 955   7.50%, 10/01/2020   1,020 
     Great Canadian Gaming Co.     
CAD1,295   6.63%, 07/25/2022 ■‡   1,231 
     Sinclair Television Group, Inc.     
 1,000   5.38%, 04/01/2021   990 
     Snai S.p.A.     
EUR2,515   7.63%, 06/15/2018 ■   3,434 
         11,698 
     Chemical Manufacturing - 1.1%     
     Hexion Specialty Chemicals     
 1,300   8.88%, 02/01/2018 ‡   1,352 
     Hexion U.S. Finance Corp.     
 1,713   6.63%, 04/15/2020 ‡   1,777 
     MPM Escrow LLC/MPM Finance Corp.     
 1,740   8.88%, 10/15/2020 ‡   1,858 
         4,987 
     Computer and Electronic Product Manufacturing - 1.2%     
     Alcatel-Lucent USA Inc.     
 1,640   6.75%, 11/15/2020 ■   1,681 
     Polish Television Holdings B.V.     
EUR2,655   11.00%, 01/15/2021 ■Þ   3,961 
         5,642 
     Finance and Insurance - 4.2%     
     Banco Bilbao Vizcaya Argentaria S.A.     
 1,000   9.00%, 05/09/2018 §♠Δ   1,045 
     Bank of Ireland     
EUR650   10.00%, 07/30/2016 §   934 
     Barclays Bank plc     
 925   8.25%, 12/15/2018 ۞♠   953 
     Credit Agricole S.A.     
 1,585   7.88%, 01/23/2024 ■♠   1,609 
     Intesa Sanpaolo     
EUR650   9.50%, 10/29/2049 §   955 
     Kion Finance S.A.     
EUR1,000   4.72%, 02/15/2020 ■Δ   1,369 
EUR450   6.75%, 02/15/2020 ■   661 
     Nuveen Investments, Inc.     
 4,765   9.13%, 10/15/2017 ■‡   4,884 
     Rivers Pittsburgh L.P.     
 429   9.50%, 06/15/2019 ■   468 
     Societe Generale     
 2,000   7.88%, 12/18/2023 ■♠   2,030 
 900   8.25%, 11/29/2018 §♠   959 
     Turkiye Garanti Bankasi A.S.     
 1,500   5.25%, 09/13/2022 §   1,348 
     TVN Finance Corp. II AB     
EUR1,105   7.38%, 12/15/2020 ■   1,606 
         18,821 
     Health Care and Social Assistance - 0.3%     
     Community Health Systems, Inc.     
 1,220   7.13%, 07/15/2020 ‡   1,299 
           
     Information - 5.4%     
     Altice Financing S.A.     
 1,355   6.50%, 01/15/2022 ■   1,512 
     Ancestry.com, Inc.     
 1,150   9.63%, 10/15/2018 ■   1,199 
     Cegedim S.A.     
EUR580   6.75%, 04/01/2020 ■   820 
     Cerved Technologies S.p.A.     
EUR500   5.66%, 01/15/2019 ■Δ   682 
     Eagle Midco, Inc.     
 1,250   9.00%, 06/15/2018 ■Þ   1,306 
     Epicor Software Corp.     
 1,000   8.63%, 05/01/2019 ‡   1,085 
     Equiniti Bondco plc     
GBP1,000   6.27%, 12/15/2018 ■Δ   1,673 
     First Data Corp.     
 1,080   6.75%, 11/01/2020 ■‡   1,137 
 2,000   8.25%, 01/15/2021 ■‡   2,120 
     Intelsat Luxembourg S.A.     
 1,180   7.75%, 06/01/2021 ■‡   1,266 
     Level 3 Financing, Inc.     
 1,000   3.85%, 01/15/2018 ■‡Δ   1,015 
 365   6.13%, 01/15/2021 ■   373 
     Nara Cable Funding II Ltd.     
EUR725   8.50%, 03/01/2020 ■   1,159 
     Nara Cable Funding Ltd.     
 1,500   8.88%, 12/01/2018 ■‡   1,613 
     NII International Telecom S.a.r.l.     
 420   7.88%, 08/15/2019 ■‡   315 
 945   11.38%, 08/15/2019 ■‡   784 
     Softbrands, Inc.     
 200   11.50%, 07/15/2018   231 
     Sprint Corp.     
 987   7.25%, 09/15/2021 ■   1,063 
     UPC Holding B.V.     
EUR1,000   6.75%, 03/15/2023 ■   1,393 
     Wind Acquisition Finance S.A.     
EUR1,625   5.55%, 04/30/2019 ■Δ   2,235 
 1,500   7.25%, 02/15/2018 ■   1,572 
         24,553 
     Machinery Manufacturing - 0.2%     
     Titan International, Inc.     
 1,000   6.88%, 10/01/2020 ■   1,055 
           
     Petroleum and Coal Products Manufacturing - 0.4%     
     Diamondback Energy, Inc.     
 410   7.63%, 10/01/2021 ■   432 
     Shelf Drilling Holdings Ltd.     
 695   8.63%, 11/01/2018 ■   749 

 

1
 

 

The Hartford Floating Rate High Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
CORPORATE BONDS - 18.6% - (continued)     
     Petroleum and Coal Products Manufacturing - 0.4% - (continued)     
     Ultra Petroleum Corp     
$750   5.75%, 12/15/2018 ■  $776 
         1,957 
     Retail Trade - 1.5%     
     Galaxy Bidco, Ltd.     
GBP2,500   5.75%, 11/15/2019 ■Δ   4,130 
     GRD Holding III Corp.     
 585   10.75%, 06/01/2019 ■   647 
     Michaels Stores, Inc.     
 1,360   7.50%, 08/01/2018 ■‡   1,394 
     Picard Groupe S.A.     
EUR580   4.48%, 08/01/2019 ■Δ   796 
         6,967 
     Soap, Cleaning Compound and Toilet Manufacturing - 0.3%     
     Revlon Consumer Products Corp.     
 1,205   5.75%, 02/15/2021 Δ   1,193 
           
     Wholesale Trade - 0.3%     
     Ontex IV S.A.     
EUR 1,000   7.50%, 04/15/2018 §   1,397 
           
     Total corporate bonds     
     (cost $82,543)  $84,309 
           

SENIOR FLOATING RATE INTERESTS ♦ - 78.9%

     
     Accommodation and Food Services - 1.9%     
     Caesars Entertainment Operating Co., Inc.     
$717   5.49%, 01/28/2018  $689 
     CityCenter Holdings LLC     
 3,000   5.00%, 10/16/2020   3,034 
     Four Seasons Holdings, Inc.     
 768   3.50%, 06/29/2020   772 
 640   6.25%, 12/28/2020   654 
     Hilton Worldwide Holdings, Inc.     
 2,282   3.75%, 10/26/2020   2,295 
     Playa Resorts and Hotels, S.L.     
 998   4.75%, 08/09/2019   1,004 
         8,448 
     Administrative Waste Management and Remediation - 3.2%     
     Acosta, Inc.     
 1,105   4.25%, 03/03/2018   1,113 
     ADS Waste Holdings, Inc.     
 1,252   4.25%, 10/09/2019   1,256 
     Audio Visual Services Group, Inc.     
 1,240   01/25/2021 ◊☼   1,246 
     Brickman Group Holdings, Inc.     
 485   4.00%, 12/18/2020   487 
 1,587   7.50%, 12/17/2021 ☼   1,617 
     Filtration Group, Inc.     
 425   4.50%, 11/20/2020   429 
 520   8.25%, 11/22/2021   533 
     Harland Clarke Holdings Corp.     
 690   5.74%, 05/22/2018 ☼   697 
     Ista International GmbH     
EUR525   3.69%, 04/30/2020   713 
     PRA Holdings, Inc.     
 1,736   5.00%, 09/23/2020   1,740 
     ServiceMaster (The) Co.     
 4,426   4.42%, 01/31/2017 ☼   4,422 
     Trans Union LLC     
 289   4.25%, 02/08/2019   293 
         14,546 
     Agriculture, Construction, Mining and Machinery - 1.3%     
     Hupah Finance, Inc.     
 423   4.50%, 01/21/2019   422 
     International Equipment Solutions LLC     
 1,500   6.75%, 08/16/2019   1,500 
     Minimax     
EUR920   4.50%, 08/14/2020   1,015 
     Veyance Technologies, Inc.     
 2,978   5.25%, 09/08/2017   2,989 
         5,926 
     Air Transportation - 2.0%     
     AMR Corp.     
 2,701   3.75%, 06/27/2019   2,718 
     Delta Air Lines, Inc.     
 644   4.00%, 10/18/2018   645 
     Landmark Aviation     
 913   4.75%, 10/25/2019   919 
     Landmark Aviation FBO Canada, Inc.     
 77   4.75%, 10/25/2019   78 
     United Airlines, Inc.     
 1,760   4.00%, 04/01/2019   1,776 
     US Airways Group, Inc.     
 3,108   3.50%, 05/23/2019   3,120 
         9,256 
     Arts, Entertainment and Recreation - 6.0%     
     24 Hour Fitness Worldwide, Inc.     
 840   5.25%, 04/22/2016   848 
     Cenveo Corp.     
 1,984   6.25%, 02/13/2017   2,002 
     ClubCorp Club Operations, Inc.     
 472   4.00%, 07/24/2020   475 
     Formula One Holdings     
 1,424   4.50%, 04/30/2019   1,440 
     Hoyts Group Holdings LLC     
 2,746   4.00%, 05/29/2020   2,767 
 1,140   8.25%, 11/30/2020   1,157 
     ION Media Networks, Inc.     
 900   5.00%, 12/18/2020   908 
     Salem Communications Corp.     
 1,944   4.50%, 03/13/2020   1,952 
     Station Casinos LLC     
 3,821   5.00%, 03/02/2020   3,857 
     Tribune Co.     
 2,120   4.00%, 12/27/2020   2,114 
     Univision Communications, Inc.     
 9,603   4.00%, 03/01/2020   9,650 
         27,170 
     Chemical Manufacturing - 3.5%     
     Arysta LifeScience Corp.     
 458   4.50%, 05/29/2020   460 

 

2
 

 

The Hartford Floating Rate High Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
SENIOR FLOATING RATE INTERESTS ♦ - 78.9% - (continued)     
     Chemical Manufacturing - 3.5% - (continued)     
     CeramTec     
$257   4.25%, 08/28/2020  $259 
EUR 170   4.75%, 08/28/2020   232 
     Cytec Industries, Inc.     
 104   4.50%, 10/04/2019   104 
     DuPont Performance Coatings, Inc.     
 303   4.75%, 02/01/2020   305 
EUR1,737   5.25%, 02/01/2020   2,350 
     Exopack LLC     
 775   5.25%, 05/08/2019   785 
     Faenza Acquisition Gmbh     
 103   4.25%, 08/28/2020   105 
EUR560   4.75%, 08/28/2020   762 
     Ineos US Finance LLC     
 3,790   4.00%, 05/04/2018   3,805 
     MacDermid, Inc.     
 592   4.00%, 06/07/2020   596 
     Monarch, Inc.     
 200   4.50%, 10/04/2019   201 
 315   8.25%, 04/03/2020   325 
     Pinnacle Operating Corp.     
 859   3.25%, 04/29/2020   860 
 825   4.75%, 11/15/2018   829 
     PQ Corp.     
 743   4.50%, 08/07/2017   748 
     Tronox Pigments BV     
 692   4.50%, 03/19/2020   699 
     Univar, Inc.     
 1,980   5.00%, 06/30/2017   1,967 
     Utex Industries, Inc.     
 607   4.50%, 04/10/2020   611 
         16,003 
     Computer and Electronic Product Manufacturing - 1.9%     
     Ceridian Corp.     
 4,192   4.41%, 05/09/2017   4,209 
     Freescale Semiconductor, Inc.     
 4,288   5.00%, 02/28/2020 - 01/15/2021   4,332 
         8,541 
     Construction - 0.6%     
     Brand Energy & Infrastructure Services, Inc.     
 1,760   4.75%, 11/26/2020   1,766 
     Brock Holdings III, Inc.     
 460   6.00%, 03/16/2017   461 
 402   10.00%, 03/16/2018   409 
         2,636 
     Educational Services - 0.1%     
     Bright Horizons Family Solutions, Inc.     
 639   4.00%, 01/30/2020   641 
           
     Fabricated Metal Product Manufacturing - 0.4%     
     Ameriforge Group, Inc.     
 1,714   5.00%, 12/19/2019   1,722 
           
     Finance and Insurance - 8.1%     
     Asurion LLC     
 3,231   4.50%, 05/24/2019   3,229 
     Capital Automotive L.P.     
 763   4.00%, 04/10/2019   768 
 260   6.00%, 04/30/2020   269 
     Chrysler Group LLC     
 588   3.50%, 05/24/2017   589 
     Cooper Gay Swett & Crawford Ltd.     
 1,279   5.00%, 04/16/2020   1,258 
 1,430   8.25%, 10/16/2020   1,369 
     Evertec LLC     
 2,214   3.50%, 04/17/2020   2,153 
     Guggenheim Partners LLC     
 903   4.25%, 07/22/2020   912 
     Hub International Ltd.     
 1,935   4.75%, 10/02/2020   1,956 
     ION Trading Technologies Ltd.     
 249   4.50%, 05/22/2020   251 
 1,030   8.25%, 05/22/2021   1,044 
     Lonestar Intermediate Super Holdings LLC     
 136   11.00%, 09/02/2019   139 
     National Financial Partners Corp.     
 1,284   5.25%, 07/01/2020   1,294 
     Nuveen Investments, Inc.     
 2,886   4.17%, 05/13/2017 ☼   2,879 
 12,755   6.50%, 02/28/2019   12,663 
     Ocwen Financial Corp.     
 625   5.00%, 02/15/2018   631 
     Santander Asset Management S.A.     
EUR2,000   4.50%, 11/26/2020   2,698 
     USI Insurance Services LLC     
 1,193   4.25%, 12/27/2019   1,201 
     Walter Investment Management Corp.     
 1,623   4.75%, 12/18/2020   1,634 
         36,937 
     Food Manufacturing - 3.5%     
     Advance Pierre Foods, Inc.     
 2,440   5.75%, 07/10/2017   2,440 
 1,000   9.50%, 10/10/2017   973 
     Burton's Foods Ltd.     
GBP1,000   5.24%, 12/18/2020   1,634 
     Del Monte Foods Co.     
 930   01/26/2021 ◊☼   933 
 4,218   4.00%, 03/08/2018   4,233 
     Dole Food Co., Inc.     
 595   4.50%, 11/01/2018   599 
     H.J. Heinz Co.     
 562   3.50%, 06/05/2020   567 
     Hostess Brands, Inc.     
 750   6.75%, 04/09/2020   778 
     Milk Specialties Co.     
 489   7.00%, 11/09/2018   488 
     Roundy's Supermarkets, Inc.     
 1,062   5.75%, 02/13/2019 ☼   1,073 
     U.S. Foodservice, Inc.     
 2,097   4.50%, 03/31/2019   2,115 
         15,833 
     Furniture and Related Product Manufacturing - 0.8%     
     AOT Bedding Super Holdings LLC     
 1,052   4.25%, 10/01/2019   1,061 

 

3
 

 

The Hartford Floating Rate High Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
SENIOR FLOATING RATE INTERESTS ♦ - 78.9% - (continued)     
     Furniture and Related Product Manufacturing - 0.8% - (continued)     
     Wilsonart International Holding LLC     
$2,416   4.00%, 10/31/2019  $2,416 
         3,477 
     Health Care and Social Assistance - 6.3%     
     Alere, Inc.     
 281   4.25%, 06/30/2017   283 
     American Renal Holdings, Inc.     
 1,082   4.50%, 08/20/2019   1,082 
 1,430   8.50%, 03/20/2020   1,434 
     Ardent Medical Services, Inc.     
 495   6.75%, 07/02/2018   500 
     Catalent Pharma Solutions, Inc.     
 480   6.50%, 12/31/2017   486 
     Community Health Systems, Inc.     
 3,180   01/27/2021 ◊☼   3,213 
     DJO Finance LLC     
 807   4.75%, 09/15/2017   812 
     Immucor, Inc.     
 491   5.00%, 08/19/2018   495 
     Insight Pharmaceuticals LLC     
 1,500   6.25%, 08/25/2016 ☼   1,487 
     InVentiv Health, Inc., 1st Lien Consolidated Term Loan     
 2,589   7.50%, 08/04/2016   2,578 
     InVentiv Health, Inc., Term Loan B2     
 2,169   7.75%, 05/15/2018   2,147 
     MultiPlan, Inc.     
 360   4.00%, 08/26/2017   362 
     One Call Medical, Inc.     
 2,010   5.00%, 11/27/2020   2,020 
     Par Pharmeceutical Cos., Inc.     
 346   4.25%, 09/30/2019   346 
     Pharmaceutical Product Development, Inc.     
 420   4.00%, 12/05/2018   422 
     Pharmedium Healthcare Corp.     
 980   01/28/2021 - 01/28/2022 ◊☼   992 
     Salix Pharmaceuticals, Ltd.     
 1,620   4.25%, 01/02/2020   1,638 
     Sheridan Healthcare, Inc.     
 155   3.00%, 06/29/2018 ☼   155 
 377   4.50%, 06/29/2018   380 
 1,210   8.25%, 12/20/2021   1,237 
     Truven Health Analytics, Inc.     
 325   4.50%, 06/06/2019   326 
     US Renal Care, Inc.     
 1,431   4.25%, 07/03/2019   1,442 
 790   8.50%, 07/03/2020   808 
 666   10.25%, 01/03/2020   681 
     Valeant Pharmaceuticals International     
 415   3.75%, 12/11/2019   418 
 2,928   4.50%, 08/05/2020   2,957 
         28,701 
     Information - 11.3%     
     Alcatel-Lucent     
 5,351   5.75%, 01/30/2019   5,397 
     Ancestry.com, Inc.     
 3,750   4.50%, 12/28/2018   3,766 
     Arris Group, Inc.     
 1,682   3.50%, 04/17/2020   1,678 
     Cabovisao-Televisao Por Cabo S.A.     
 4,055   5.50%, 07/15/2019   4,126 
     Charter Communications Operating LLC     
 2,843   3.00%, 07/01/2020 ☼   2,830 
     Decision Insight Information Group I, Inc.     
 364   7.00%, 01/04/2017   363 
     Emdeon, Inc.     
 1,509   3.75%, 11/02/2018   1,513 
     First Data Corp.     
 2,410   4.16%, 09/24/2018   2,408 
 2,323   4.16%, 03/24/2017   2,322 
     First Data Corp., Extended 1st Lien Term Loan     
 3,650   4.16%, 03/23/2018   3,646 
     Infor US, Inc.     
EUR1,589   4.00%, 06/03/2020   2,152 
     Kronos, Inc.     
 1,248   4.50%, 10/30/2019   1,259 
 1,194   9.75%, 04/30/2020   1,242 
     Lawson Software, Inc.     
 629   3.75%, 06/03/2020   630 
     Leap Wireless International, Inc.     
 1,996   4.75%, 10/10/2019 - 03/08/2020   1,999 
     Level 3 Communications, Inc.     
 2,520   4.00%, 08/01/2019 - 01/15/2020   2,534 
     Light Tower Fiber LLC     
 642   4.50%, 04/13/2020   643 
 319   8.00%, 04/12/2021   325 
     MISYS plc     
 1,802   5.00%, 12/12/2018   1,818 
     Novell, Inc.     
 1,281   7.25%, 11/22/2017   1,299 
     Peak 10, Inc.     
 1,309   7.25%, 10/25/2018   1,322 
     RedPrairie Corp.     
 541   6.00%, 12/21/2018   546 
     Skillsoft Corp.     
 245   5.00%, 05/26/2017   246 
     Sorenson Communications, Inc.     
 1,220   9.50%, 10/31/2014   1,235 
     Syniverse Holdings, Inc.     
 388   4.00%, 04/23/2019   390 
     TransFirst Holding, Inc.     
 495   4.75%, 12/27/2017   495 
 250   11.00%, 06/27/2018   253 
     TWCC Holding Corp.     
 210   7.00%, 06/26/2020   212 
     Virgin Media Finance plc     
GBP1,200   4.50%, 06/08/2020   1,979 
     WideOpenWest Finance LLC     
 335   4.75%, 04/01/2019   337 
     Zayo Group LLC     
 2,494   4.00%, 07/02/2019   2,506 
         51,471 

 

4
 

 

The Hartford Floating Rate High Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
SENIOR FLOATING RATE INTERESTS ♦ - 78.9% - (continued)     
     Media - 0.3%     
     Media General, Inc.     
$1,565   4.25%, 07/31/2020  $1,577 
           
     Mining - 3.2%     
     Arch Coal, Inc.     
 11,888   6.25%, 05/16/2018   11,763 
     Fortescue Metals Group Ltd.     
 2,676   4.25%, 06/28/2019   2,704 
         14,467 
     Miscellaneous Manufacturing - 1.9%     
     Bombardier Recreational Products, Inc.     
 1,595   4.00%, 01/30/2019   1,603 
     DAE Aviation Holdings Inc     
 750   07/30/2019 ◊☼   761 
     DigitalGlobe, Inc.     
 481   3.75%, 01/31/2020   483 
     Doncasters plc     
 2,893   5.50%, 04/09/2020   2,925 
     Hamilton Sundstrand Corp.     
 1,248   4.00%, 12/13/2019   1,252 
     Sequa Corp.     
 1,654   5.25%, 06/19/2017 ☼   1,635 
         8,659 
     Motor Vehicle and Parts Manufacturing - 1.6%     
     Federal Mogul Corp., Tranche B Term Loan     
 2,896   2.11%, 12/29/2014   2,874 
     Federal Mogul Corp., Tranche C Term Loan     
 1,704   2.11%, 12/28/2015   1,691 
     Navistar, Inc.     
 1,915   5.75%, 08/17/2017   1,940 
     Tower Automotive Holdings USA LLC     
 1,003   4.75%, 04/23/2020   1,007 
         7,512 
     Nonmetallic Mineral Product Manufacturing - 0.4%     
     Ardagh Holdings USA, Inc.     
 995   12/17/2019 ◊☼   997 
 895   4.25%, 12/17/2019   898 
         1,895 
     Other Services - 2.4%     
     Alliance Laundry Systems LLC     
 750   4.25%, 12/10/2018   754 
     Apex Tool Group LLC     
 283   4.50%, 01/31/2020   284 
     Gardner Denver     
 4,284   4.25%, 07/30/2020   4,277 
EUR1,875   4.75%, 07/30/2020   2,537 
     Rexnord LLC     
 3,032   4.00%, 08/21/2020   3,046 
         10,898 
     Petroleum and Coal Products Manufacturing - 5.5%     
     Crosby Worldwide, Ltd.     
 3,250   4.00%, 11/23/2020   3,262 
     Endeavour International     
 3,000   11/30/2017 ◊☼   2,956 
     Everest Acquisition LLC     
 78   3.50%, 05/24/2018   78 
     Fieldwood Energy LLC     
 1,002   3.88%, 09/28/2018   1,008 
     Ocean Rig ASA     
 1,990   6.00%, 03/31/2021   2,031 
     Pacific Drilling S.A.     
 517   4.50%, 06/03/2018   523 
     Peabody Energy Corp.     
 3,327   4.25%, 09/24/2020   3,345 
     Samson Investment Co.     
 1,615   5.00%, 09/25/2018   1,628 
     Shelf Drilling International Holdings Ltd.     
 1,782   6.25%, 05/31/2018   1,782 
 3,435   10.00%, 10/08/2018   3,482 
     Templar Energy, LLC     
 1,740   8.00%, 11/25/2020   1,754 
     Western Refining, Inc.     
 1,875   4.25%, 11/12/2020   1,894 
     Wildhorse Resources LLC     
 1,200   7.50%, 12/13/2018   1,212 
         24,955 
     Pipeline Transportation - 0.6%     
     EMG Utica LLC     
 535   4.75%, 03/27/2020   537 
     EP Energy LLC     
 285   4.50%, 04/30/2019   287 
     NGPL Pipeco LLC     
 223   6.75%, 09/15/2017   212 
     Philadelphia Energy Solutions LLC     
 1,918   6.25%, 04/04/2018   1,727 
         2,763 
     Primary Metal Manufacturing - 0.1%     
     WireCo WorldGroup, Inc.     
 278   6.00%, 02/15/2017   279 
           
     Professional, Scientific and Technical Services - 3.6%     
     Advantage Sales & Marketing, Inc.     
 2,047   4.25%, 12/18/2017   2,058 
 801   8.25%, 06/17/2018   811 
     Affinion Group, Inc., Tranche B Term Loan     
 8,653   6.75%, 10/09/2016   8,580 
     AlixPartners LLP     
 293   4.00%, 07/10/2020   295 
 141   9.00%, 07/10/2021   144 
     MoneyGram International, Inc.     
 2,442   4.25%, 03/27/2020   2,462 
     Paradigm Ltd., Term Loan B1     
 988   4.75%, 07/30/2019   990 
     Paradigm Ltd., Term Loan B2     
 356   10.50%, 07/30/2020   357 
     SunGard Data Systems, Inc.     
 486   4.00%, 03/08/2020   488 
         16,185 
     Real Estate, Rental and Leasing - 0.7%     
     Fly Leasing Ltd.     
 904   4.50%, 08/09/2019   914 
     Hertz (The) Corp.     
 715   3.00%, 03/11/2018   715 

 

5
 

 

The Hartford Floating Rate High Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬          Market Value ╪ 
SENIOR FLOATING RATE INTERESTS ♦ - 78.9% - (continued)             
     Real Estate, Rental and Leasing - 0.7% - (continued)             
     Realogy Corp., Extended 1st Lien Term Loan B             
$1,265   4.50%, 03/05/2020          $1,273 
     Realogy Corp., Extended Credit Linked Deposit             
 82   4.41%, 10/10/2016           83 
                 2,985 
     Retail Trade - 4.8%             
     Affinia Group, Inc.             
 806   4.75%, 04/25/2020           809 
     American Builders & Contractors Supply Co.             
 1,097   3.50%, 04/16/2020           1,101 
     EB Sports Corp.             
 18   11.50%, 12/31/2015 Þ           18 
     Great Atlantic & Pacific Tea Co., Inc.             
 1,154   11.00%, 03/13/2017           1,191 
     J. C. Penney Co., Inc.             
 2,009   6.00%, 05/22/2018           1,946 
     Michaels Stores, Inc.             
 1,221   3.75%, 01/28/2020           1,226 
     Neiman Marcus Group, Inc.             
 2,948   5.00%, 10/25/2020           2,980 
     Party City Holdings, Inc.             
 1,806   4.25%, 07/27/2019           1,816 
     Quikrete (The) Companies, Inc.             
 1,586   4.00%, 09/26/2020           1,598 
 535   7.00%, 03/26/2021           549 
     Rite Aid Corp.             
 1,067   4.00%, 02/21/2020           1,073 
 1,750   4.88%, 06/21/2021           1,778 
 725   5.75%, 08/21/2020           740 
     Sports (The) Authority, Inc.             
 687   7.50%, 11/16/2017           685 
     Sprouts Farmers Markets Holdings LLC             
 411   4.00%, 04/23/2020           413 
     Supervalu, Inc.             
 3,580   5.00%, 03/21/2019           3,601 
     TI Automotive Ltd.             
 457   5.50%, 03/28/2019           459 
                 21,983 
     Soap, Cleaning Compound and Toilet Manufacturing - 0.7%             
     Revlon Consumer Products Corp.             
 1,800   4.00%, 08/19/2019           1,809 
     Spotless Group             
 693   5.00%, 10/02/2018           702 
 750   8.75%, 04/02/2019           769 
                 3,280 
     Transit and Ground Passenger Transportation - 0.2%             
     Emergency Medical Services Corp.             
 763   4.00%, 05/25/2018           767 
                   
     Truck Transportation - 0.3%             
     Nexeo Solutions LLC             
 1,270   5.00%, 09/08/2017 - 09/09/2017           1,263 
     Swift Transportation Co., Inc.             
 257   4.00%, 12/21/2017           260 
                 1,523 
     Utilities - 1.5%          
     Calpine Corp.          
 260   4.00%, 10/31/2020        263 
     Dynegy Power LLC          
 918   4.00%, 04/23/2020        922 
     La Frontera Generation LLC          
 1,247   4.50%, 09/30/2020        1,258 
     PowerTeam Services LLC          
 53   3.69%, 05/06/2020 ☼Б        53 
 425   4.25%, 05/06/2020        425 
 665   8.25%, 11/06/2020        658 
     Sandy Creek Energy Associates, L.P.          
 1,875   5.00%, 11/09/2020        1,880 
     Star West Generation LLC          
 1,280   4.25%, 03/13/2020        1,288 
              6,747 
     Wholesale Trade - 0.2%          
     Harbor Freight Tools          
 360   4.75%, 07/26/2019        366 
     HD Supply, Inc.          
 493   4.50%, 10/12/2017        494 
              860 
     Total senior floating rate interests          
     (cost $355,088)       $358,643 
                
EXCHANGE TRADED FUNDS - 2.7%          
     Other Investment Pools and Funds - 2.7%          
 44   iShares iBoxx $ High Yield Corporate Bond ETF       $4,082 
 161   PowerShares Senior Loan Portfolio        4,005 
 40   SPDR Barclays Short Term High Yield Bond ETF        1,225 
 60   SPDR Blackstone/GSO Senior Loan ETF        3,018 
              12,330 
     Total exchange traded funds          
     (cost $12,241)       $12,330 
                
     Total long-term investments          
     (cost $449,872)       $455,282 
                
SHORT-TERM INVESTMENTS - 6.4%          
Other Investment Pools and Funds - 6.4%          
 28,973   JP Morgan U.S. Government Money Market Fund       $28,973 
                
     Total short-term investments          
     (cost $28,973)       $28,973 
                
     Total investments          
     (cost $478,845) ▲   106.6%  $484,255 
     Other assets and liabilities   (6.6)%   (29,817)
     Total net assets   100.0%  $454,438 

 

6
 

 

The Hartford Floating Rate High Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

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

 

At January 31, 2014, the cost of securities for federal income tax purposes was $478,845 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $6,501 
Unrealized Depreciation   (1,091)
Net Unrealized Appreciation  $5,410 

 

ΔVariable rate securities; the rate reported is the coupon rate in effect at January 31, 2014.

 

All or a portion of this position represents an unsettled loan commitment.  The coupon rate will be determined at time of settlement.

 

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.  These base lending rates are generally (i) the lending rate offered by one or more major European banks, such as the LIBOR, (ii) the prime rate offered by one or more major United States banks, or (iii) the bank's certificate of deposit 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.  Unless otherwise noted, the interest rate disclosed for these securities represents the average coupon as of January 31, 2014.

 

Securities issued within terms of a private placement memorandum, exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2014, the aggregate value of these securities was $65,913, which represents 14.5% of total net assets.

 

§These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933.  The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid.  At January 31, 2014, the aggregate value of these securities was $6,638, which represents 1.5% of total net assets.

 

۞Convertible security.

 

Perpetual maturity security.  Maturity date shown is the next call date.

 

All principal or contract amounts are in U.S. dollars unless otherwise indicated.

 

This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $23,355 at January 31, 2014.

 

This security, or a portion of this security, has been segregated to cover funding requirements on investment transactions settling in the future.

 

ÞThis security may pay interest in additional principal instead of cash.

 

БThis security, or a portion of this security, has unfunded loan commitments.  As of January 31, 2014, the aggregate value of the unfunded commitment was $30, which represents 0.0% of total net assets.

 

Foreign Currency Contracts Outstanding at January 31, 2014
 
                   

Unrealized Appreciation/(Depreciation)

 

Currency

  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 

CAD

  Sell  02/20/2014  RBC  $1,247   $1,225   $22   $ 

EUR

  Buy  02/20/2014  NAB   1,793    1,787        (6)

EUR

  Sell  02/20/2014  CSFB   35,423    34,919    504     

EUR

  Sell  02/20/2014  DEUT   2,030    2,000    30     

EUR

  Sell  02/20/2014  MSC   4,388    4,354    34     

GBP

  Sell  02/20/2014  CSFB   9,359    9,356    3     
                      $593   $(6)

 

7
 

 

The Hartford Floating Rate High Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Counterparty Abbreviations:
CSFB Credit Suisse First Boston Corp.
DEUT Deutsche Bank Securities, Inc.
MSC Morgan Stanley  
NAB National Australia Bank
RBC RBC Dominion Securities
   
Currency Abbreviations:
CAD Canadian Dollar  
EUR EURO  
GBP British Pound  
 
Other Abbreviations:
ETF Exchange Traded Fund
LIBOR London Interbank Offered Rate
SPDR Standard & Poor's Depositary Receipt

 

Credit Exposure
as of January 31, 2014
Credit Rating *  Percentage
of Net Assets
 
Baa / BBB   0.9%
Ba / BB   14.5 
B   68.1 
Caa / CCC or Lower   11.9 
Not Rated   2.0 
Non-Debt Securities and Other Short-Term Instruments   9.1 
Other Assets and Liabilities   (6.6)
Total   100.0%

 

*Credit exposure is the long-term credit ratings for the Fund's holdings, as of the date noted, as provided by Standard and Poor's (S&P) or Moody's Investors Service and typically range from AAA/Aaa (highest) to C/D (lowest). If Moody's and S&P assign different ratings, the lower rating is used. Fixed income securities that are not rated by either agency are listed as "Not Rated." Ratings do not apply to the Fund itself or to Fund shares. Ratings may change.

 

8
 

 

The Hartford Floating Rate High Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary

January 31, 2014

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Corporate Bonds   84,309        84,309     
Exchange Traded Funds   12,330    12,330         
Senior Floating Rate Interests   358,643        358,643     
Short-Term Investments   28,973    28,973         
Total  $484,255   $41,303   $442,952   $ 
Foreign Currency Contracts *   593        593     
Total  $593   $   $593   $ 
Liabilities:                    
Foreign Currency Contracts *   6        6     
Total  $6   $   $6   $ 

 

For the three-month period ended January 31, 2014, there were no transfers between Level 1 and Level 2.
*Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

 

Note:For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

9
 

 

 

The Hartford Global All-Asset Fund
Consolidated Schedule of Investments
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

CORPORATE BONDS - 3.5%

     Bermuda - 0.1%     
     Digicel Ltd.     
$400   8.25%, 09/01/2017 §   $415 
           
     Brazil - 0.2%     
     Cosan Overseas Ltd.     
 450   8.25%, 11/05/2015 §♠    448 
     Fibria Overseas Finance Ltd.     
 282   7.50%, 05/04/2020 §    310 
     Odebrecht Finance Ltd.     
 492   7.50%, 09/14/2015 §♠    484 
         1,242 
     British Virgin Islands - 0.2%     
     Hong Kong Electric Finance Ltd.     
 755   4.25%, 12/14/2020 §    783 
     Studio City Finance Ltd.     
 350   8.50%, 12/01/2020 §    388 
         1,171 
     Canada - 0.1%     
     Pacific Rubiales Energy Corp.     
 725   7.25%, 12/12/2021 §    761 
           
     Chile - 0.1%     
     Cencosud S.A.     
 475   5.50%, 01/20/2021 §    470 
           
     China - 0.2%     
     CNOOC Finance 2012 Ltd.     
 725   3.88%, 05/02/2022 §    706 
     Shimao Property Holding Ltd.     
 320   9.65%, 08/03/2017 §    340 
         1,046 
     Colombia - 0.2%     
     Bancolombia S.A.     
 662   6.13%, 07/26/2020 ‡    682 
     Empresa de Energia de Bogota     
 625   6.13%, 11/10/2021 §    647 
         1,329 
     Dominican Republic - 0.1%     
     Aeropuertos Dominicanos     
 325   9.25%, 11/13/2019 §    257 
           
     Hong Kong - 0.2%     
     Hongkong (The) Land Finance Co., Ltd.     
 340   4.50%, 10/07/2025    333 
     Hutchison Whampoa Ltd.     
 482   6.00%, 10/28/2015 ■╦♠    509 
     Li & Fung Ltd.     
 318   5.25%, 05/13/2020 §    336 
         1,178 
     India - 0.2%     
     ICICI Bank Ltd.     
 525   5.75%, 11/16/2020 §    549 
     Reliance Holdings USA     
 325   5.40%, 02/14/2022 §    335 
         884 
     Indonesia - 0.1%     
     Adaro Indonesia PT     
 475   7.63%, 10/22/2019 §    498 
           
     Ireland - 0.1%     
     MTS International Funding Ltd.     
 325   8.63%, 06/22/2020 §    379 
           
     Israel - 0.1%     
     Teva Pharmaceuticals Finance LLC     
 600   6.15%, 02/01/2036    674 
           
     Kazakhstan - 0.1%     
     HSBK Europe B.V.     
 752   7.25%, 05/03/2017 §    818 
           
     Luxembourg - 0.2%     
     Gaz Capital S.A.     
 425   9.25%, 04/23/2019 §    513 
     VTB Capital S.A.     
 569   6.88%, 05/29/2018 §    618 
         1,131 
     Mexico - 0.1%     
     Banco Santander S.A.     
 825   4.13%, 11/09/2022 §    771 
           
     Netherlands - 0.1%     
     Indosat Palapa Co. B.V.     
 455   7.38%, 07/29/2020 §    494 
           
     Peru - 0.1%     
     Banco de Credito del Peru/Panama     
 791   5.38%, 09/16/2020 §    809 
           
     Qatar (State of) - 0.1%     
     CBQ Finance Ltd.     
 364   7.50%, 11/18/2019 ■    431 
           
     Russia - 0.1%     
     Gazprombank OJSC Via GPB Eurobond     
 500   7.88%, 04/25/2018 §♠Δ    494 
           
     Singapore - 0.2%     
     DBS Bank Ltd.     
 800   3.63%, 09/21/2022 ╦§    822 
           
     South Korea - 0.2%     
     Korea Hydro & Nuclear Power Co., Ltd.     
 475   4.75%, 07/13/2021 §    512 
     Posco     
 802   4.25%, 10/28/2020 ■    831 
         1,343 
     Thailand - 0.1%     
     PTT plc     
 600   3.38%, 10/25/2022 ■    538 

 

1
 

 

The Hartford Global All-Asset Fund
Consolidated Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

CORPORATE BONDS - 3.5% - (continued)

     Turkey - 0.1%     
     Yapi ve Kredi Bankasi     
$550   4.00%, 01/22/2020 §   $476 
           
     United Arab Emirates - 0.1%     
     DP World Ltd.     
 400   6.85%, 07/02/2037 ■╦    410 
     Taqa Abu Dhabi National Energy Co.     
 263   5.88%, 10/27/2016 ■    292 
         702 
     United Kingdom - 0.1%     
     Standard Bank plc     
 255   8.13%, 12/02/2019    285 
     Vedanta Resources plc     
 343   9.50%, 07/18/2018 §    377 
         662 
     Total corporate bonds     
     (cost $19,978)   $19,795 
           

FOREIGN GOVERNMENT OBLIGATIONS - 8.3%

     Brazil - 0.5%     
     Brazil (Republic of)     
BRL 4,452   6.00%, 08/15/2022 ◄   $1,746 
 1,200   7.13%, 01/20/2037 ╦    1,344 
         3,090 
     Greece - 0.4%     
     Greece (Republic of)     
EUR   2,495   2.00%, 02/24/2032 - 02/24/2042 §    1,743 
     Hellenic Republic     
EUR425   2.00%, 02/24/2028 §    328 
         2,071 
     Ireland - 0.6%     
     Ireland (Republic of)     
EUR1,545   4.50%, 10/18/2018    2,342 
EUR725   5.90%, 10/18/2019    1,174 
         3,516 
     Italy - 0.8%     
     Italy Buoni Poliennali del Tesoro     
EUR1,332   2.10%, 09/15/2017 ◄§    1,850 
EUR1,700   4.75%, 05/01/2017    2,505 
         4,355 
     Japan - 1.9%     
     Japan (Government of)     
JPY 1,020,595   0.10%, 09/10/2023 ◄    10,666 
           
     Mexico - 0.8%     
     Mexican Udibonos     
MXN   37,040   4.50%, 11/22/2035 ◄    2,991 
     United Mexican States     
 1,326   6.05%, 01/11/2040    1,405 
         4,396 
     New Zealand - 1.0%     
     New Zealand (Country of)     
NZD   3,593   2.00%, 09/20/2025 ◄    2,743 
NZD2,006   3.00%, 09/20/2030 ◄    1,652 
     New Zealand (Government of)     
NZD1,916   4.50%, 02/15/2016 ◄    1,635 
         6,030 
     Norway - 0.8%     
     Norway (Kingdom of)     
NOK  31,300   2.00%, 05/24/2023   4,687 
           
     Portugal - 0.4%     
     Portugal (Republic of)     
EUR  1,525   3.85%, 04/15/2021 ■    1,965 
EUR350   4.75%, 06/14/2019 ■    488 
         2,453 
     South Korea - 0.4%     
     Korea (Republic of)     
KRW2,422,100   1.13%, 06/10/2023 ◄    2,139 
           
     Sweden - 0.7%     
     Sweden (Kingdom of)     
SEK  16,700   3.50%, 06/01/2022    2,827 
SEK4,967   3.50%, 12/01/2028 ◄    1,030 
         3,857 
     Total foreign government obligations     
     (cost $46,951)   $47,260 
           
U.S. GOVERNMENT AGENCIES - 4.1%
     United States - 4.1%     
     FNMA     
$5,660   3.00%, 02/15/2044 ☼   $5,503 
 5,100   3.50%, 02/15/2041 ☼    5,174 
 4,900   4.00%, 02/15/2044 ☼    5,133 
 6,200   4.50%, 02/15/2040 ☼    6,651 
         22,461 
     GNMA     
 790   3.00%, 03/15/2043 ☼    782 
           
     Total U.S. government agencies     
     (cost $22,851)  $23,243 
           
U.S. GOVERNMENT SECURITIES - 4.3%
     United States - 4.3%     
     U.S. Treasury Bonds     
$1,475   0.63%, 02/15/2043 ◄  $1,236 
 1,900   3.38%, 04/15/2032 ◄╦   3,455 
         4,691 
     U.S. Treasury Notes     
 19,600   0.13%, 04/15/2018 - 01/15/2023 ◄   20,191 
           
     Total U.S. government securities     
     (cost $25,386)  $24,882 
           
Contracts╬         
CALL OPTIONS PURCHASED - 0.0%
     Commodity Contracts - 0.0%     
     Brent Oil Option     
 1,355   Expiration: 02/09/2015, Exercise Price: $140.00  β   $36 
 1,355   Expiration: 02/10/2014, Exercise Price: $150.00  β     
 1,355   Expiration: 08/11/2014, Exercise Price: $160.00  β     

 

2
 

 

The Hartford Global All-Asset Fund
Consolidated Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

CALL OPTIONS PURCHASED - 0.0% - (continued)

     Commodity Contracts - 0.0% - (continued)     
     Live Cattle Future Option     
    Expiration: 06/09/2014, Exercise Price: $130.00     $107 
     Equity Contracts - 0.0%     
     Agricultural Bank China Option     
HKD   4,470   Expiration: 07/30/2014, Exercise Price: $3.72    45 
     Foreign Exchange Contracts - 0.0%     
     USD Call/CNH Put     
 12,230   Expiration: 07/24/2014      64 
         252 
     Total call options purchased     
     (cost $390)   $252 
           
Contracts╬

PUT OPTIONS PURCHASED - 0.1%

     Equity Contracts - 0.1%     
     Hang Seng Index Option     
HKD5   Expiration: 04/23/2014, Exercise Price: $21879.00   $443 
     Foreign Exchange Contracts - 0.0%     
     USD Put/CNH Call     
 12,230   Expiration: 07/24/2014    27 
         470 
     Total put options purchased     
     (cost $318)   $470 
           
Shares or Principal Amount ╬

COMMON STOCKS - 70.3%

     Australia - 1.3%     
 8   AGL Energy Ltd.   $104 
 31   Amp Ltd.    115 
 19   Australia & New Zealand Banking Group Ltd.    495 
 21   BHP Billiton Ltd.    668 
 13   Brambles Ltd.    106 
 13   Carsales.Com Ltd.    101 
 79   Challenger Financial Services Group Ltd.    417 
 8   Coca-Cola Amatil Ltd.    80 
 10   Commonwealth Bank of Australia    661 
 19   Computershare Ltd.    190 
 171   Evolution Mining Ltd.    94 
 150   Kingsgate Consolidated Ltd.    143 
 146   Medusa Mining Ltd.    243 
 16   National Australia Bank Ltd.    475 
 6   Newcrest Mining Ltd.    46 
 395   Northern Star Resources Ltd.    297 
 4   Orica Ltd.    76 
 9   Origin Energy Ltd.    111 
 4   REA Group, Ltd.    146 
 3   Recall Australia Holdings Ltd. ●    11 
 204   Regis Resources Ltd.    472 
 4   Rio Tinto Ltd.    227 
 18   Seek Ltd.    197 
 2   Shopping Centres Australasia Property Group    2 
 15   Suncorp-Metway Ltd.    162 
 50   Telstra Corp., Ltd.    226 
 19   Transurban Group    113 
 19   Treasury Wine Estates Ltd.    62 
 9   Wesfarmers Ltd.    342 
 18   Westfield Group REIT    161 
 19   Westpac Banking Corp.    518 
 5   Woodside Petroleum Ltd.    168 
 9   Woolworths Ltd.    281 
         7,510 
     Austria - 0.2%     
 7   Erste Group Bank AG    241 
 48   Wienerberger AG    757 
         998 
     Belgium - 0.4%     
 4   Ageas    177 
 5   Anheuser-Busch InBev N.V.    518 
 3   Anheuser-Busch InBev N.V. ADR    266 
 7   Groupe Bruxelles Lambert S.A.    668 
 7   KBC Groep N.V.    391 
         2,020 
     Brazil - 0.6%     
 48   Banco ABC Brasil S.A.    235 
 17   Banco Bradesco S.A.    185 
 25   Banco Santander Brasil S.A.    115 
 22   BM & F Bovespa S.A.    87 
 47   BR Malls Participacoes S.A.    296 
 6   BRF S.A.    114 
 27   CETIP S.A. - Mercados Organizado    254 
 53   Cia de Saneamento Basico do Estado de Sao Paulo    487 
 13   Companhia Energetica de Minas Gerais    75 
 10   Companhia Sider·rgica Nacional    48 
 57   Cyrela Brazil Realty S.A.    339 
 11   Gerdau S.A.    81 
 24   Itau Unibanco Banco Multiplo S.A. ADR    290 
 28   Itausa - Investimentos Itau S.A.    96 
 13   Lojas Americanas S.A.    82 
 7   Minerva S.A. ●    32 
 11   OGX Petroleo e Gas Participacoes S.A. ●    1 
 261   PDG Realty S.A. ●    181 
 44   Petroleo Brasileiro S.A.    262 
 11   SLC Agricola S.A.    79 
 23   Vale S.A.    291 
         3,630 
     British Virgin Islands - 0.1%     
 77   Atlas Mara Co-Nvest Ltd. ●    863 
           
     Canada - 1.9%     
 5   Agrium, Inc.    418 
 44   Alamos Gold, Inc.    408 
 3   Allied Properties REIT    91 
 11   Artis REIT    156 
 2   Bank of Montreal    152 
 4   Bank of Nova Scotia    215 
 326   Banro Corp. ●    161 
 3   Barrick Gold Corp.    58 
 5   Boardwalk REIT    237 
 12   Canadian Apartment Properties REIT    221 
 9   Canadian Imperial Bank of Commerce    703 
 12   Canadian National Railway Co.    642 

 

3
 

 

The Hartford Global All-Asset Fund
Consolidated Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

COMMON STOCKS - 70.3% - (continued)

     Canada - 1.9% - (continued)     
 6   Canadian Natural Resources Ltd.   $181 
 5   Canadian REIT    172 
 78   Colossus Minerals, Inc. ⌂●†    1 
 8   Cominar REIT    132 
 59   Continental Gold Ltd. ●    184 
 31   Continental Gold Ltd. Private Placement ●    98 
 10   Detour Gold Corp. ●    67 
 5   Dundee REIT    134 
 17   Enbridge, Inc.    722 
 8   First National Financial Corp.    164 
 5   Genworth MI Canada, Inc.    143 
 4   Goldcorp, Inc.    98 
 9   H&R Real Estate Investment Trust    171 
 9   Home Capital Group, Inc.    629 
 3   Maple Leaf Foods, Inc.    49 
 7   National Bank of Canada    535 
 193   Nevsun Resources Ltd.    707 
 7   Northern Property REIT    181 
 48   Osisko Mining Corp. ●    287 
 14   Potash Corp. of Saskatchewan, Inc.    430 
 5   Royal Bank of Canada    284 
 82   Rubicon Minerals Corp. ●    105 
 203   Semafo, Inc.    654 
 6   Suncor Energy, Inc.    201 
 3   Toronto Dominion Bank    234 
 13   Transcanada Corp.    579 
 48   Yamana Gold, Inc.    451 
         11,055 
     Cayman Islands - 0.1%     
 136   HC International, Inc. ●    307 
           
     Chile - 0.1%     
 97   Empresa Nacional del Petroleo    126 
 6   Latam Airlines Group S.A.    85 
 4   Sociedad Quimica y Minera de Chile S.A.    94 
         305 
     China - 2.9%     
 20   21Vianet Group, Inc. ADR ●    457 
 288   Air China Ltd.    188 
 1   Baidu, Inc. ADR ●    175 
 435   Bank of China Ltd.    183 
 568   BBMG Corp.    444 
 68   China Bluechemical Ltd.    37 
 385   China Construction Bank    267 
 69   China Life Insurance Co., Ltd.    188 
 165   China Longyuan Power Group Corp.    199 
 47   China Mobile Ltd.    449 
 145   China Pacific Insurance Co., Ltd.    525 
 181   China Petroleum & Chemical Corp. Class H    143 
 36   China Shenhua Energy Co., Ltd.    93 
 63   China Unicom Ltd.    82 
 102   CNOOC Ltd.    158 
 22   Coland Holdings Ltd.    57 
 580   Dongfeng Motor Group Co., Ltd.    854 
 108   ENN Energy Holdings Ltd.    695 
 396   Evergrande Real Estate Group Ltd.    158 
 459   GOME Electrical Appliances Holdings Ltd.    80 
 1,604   Guangdong Investment Ltd.    1,480 
 1,910   Huabao International Holdings Ltd.    967 
 170   Huaneng Power International, Inc.    158 
 409   Industrial & Commercial Bank of China Ltd.    252 
 838   Intime Retail Group Co., Ltd.    841 
 274   Lenovo Group Ltd.    353 
 2,572   Maoye International Holdings    390 
 11   NetEase, Inc. ADR ●    816 
 38   New Oriental Education & Technology Group, Inc. ADR    1,116 
 17   NQ Mobile, Inc. ADR ●    287 
 782   PetroChina Co., Ltd.    754 
 43   Phoenix New Media Ltd. ADR ●    411 
 18   Ping An Insurance (Group) Co.    149 
 295   Sunny Optical Technology Group    240 
 34   Tencent Holdings Ltd.    2,352 
 253   Zhaojin Mining Industry Co., Ltd.    148 
 1,113   Zijin Mining Group Co., Ltd.    236 
         16,382 
     Colombia - 0.0%     
 11   Bancolombia S.A. ●    126 
           
     Denmark - 0.2%     
 14   Novo Nordisk A/S    569 
 35   Spar Nord Bank A/S ●    311 
         880 
     Egypt - 0.1%     
 475   Centamin plc ●    342 
           
     Finland - 0.1%     
 5   Fortum Corp.    105 
 2   Metso Oyj    72 
 25   Nokia Oyj    172 
 5   Sampo Oyj Class A    244 
 13   Stora Enso Oyj Class R    121 
 2   Valmet Corp. ●    19 
         733 
     France - 3.8%     
 7   Aeroports de Paris    736 
 2   Air Liquide    294 
 28   AXA S.A.    732 
 47   BNP Paribas    3,594 
 6   Carrefour S.A.    189 
 2   Cie Generale d'Optique Essilor International S.A.    200 
 41   Compagnie De Saint-Gobain    2,164 
 25   Credit Agricole S.A.    332 
 10   GDF Suez    225 
 4   Groupe Danone    239 
 177   Groupe Eurotunnel S.A.    1,956 
 1   Kering    154 
 3   Legrand S.A.    151 
 2   L'Oreal S.A.    300 
 2   LVMH Moet Hennessy Louis Vuitton S.A.    287 
 2   Michelin (C.G.D.E.) Class B    163 
 19   Orange S.A.    235 
 2   Pernod-Ricard S.A.    172 
 8   S.A. Des Ciments Vicat    550 
 7   Sanofi-Aventis S.A.    688 

 

4
 

 

The Hartford Global All-Asset Fund
Consolidated Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

COMMON STOCKS - 70.3% - (continued)

     France - 3.8% - (continued)     
 4   Schneider Electric S.A.   $288 
 15   Societe Generale Class A    849 
 117   Suez Environment S.A.    2,096 
 14   Total S.A.    787 
 1   Unibail Rodamco REIT    186 
 22   Vallourec S.A.    1,113 
 41   Vinci S.A.    2,699 
 8   Vivendi S.A.    214 
         21,593 
     Germany - 2.6%     
 2   Adidas AG    221 
 3   Allianz SE    485 
 6   BASF SE    678 
 5   Bayer AG    643 
 2   Bayerische Motoren Werke (BMW) AG    250 
 5   Bilfinger Berger AG    569 
 1   Continental AG    263 
 6   Daimler AG    487 
 6   Deutsche Bank AG    286 
 2   Deutsche Boerse AG    149 
 21   Deutsche Telekom AG    335 
 43   Deutsche Wohnen A.G.    801 
 42   Deutsche Wohnen AG ●    758 
 11   E.On SE    198 
 26   Freenet AG    798 
 2   Fresenius Medical Care AG & Co.    133 
 1   Fresenius SE & Co. KGaA    164 
 3   Henkel AG & Co. KGaA    272 
 12   Infineon Technologies AG    124 
 20   Leg Immobilien GmbH    1,162 
 1   Linde AG    252 
 16   Metro AG    657 
 2   Muenchener Rueckversicherungs    314 
 1   Osram Licht AG ●    33 
 12   Rheinmetall AG    766 
 25   Rhoen-Klinikum AG    735 
 6   SAP AG    479 
 5   Siemens AG    680 
 25   ThyssenKrupp AG    645 
 43   TUI AG ●    731 
 13   Wirecard A.G.    574 
         14,642 
     Greece - 0.7%     
 95   Frigoglass S.A. ╦    565 
 108   Hellenic Telecommunications Organization S.A. ╦    1,575 
 83   Opap S.A.    1,072 
 171   Piraeus Bank S.A. ●    403 
 496   Solar Capital Ltd. ●    450 
         4,065 
     Hong Kong - 1.8%     
 61   AAC Technologies Holdings, Inc.    259 
 158   AIA Group Ltd.    727 
 304   Asian Citrus Holdings Ltd.    80 
 25   ASM Pacific Technology Ltd.    230 
 24   Bank of East Asia Ltd.    91 
 304   Baoxin Automotive Group Ltd.    253 
 63   Beijing Enterprises Holdings Ltd.    536 
 62   Belle International Holdings Ltd.    67 
 47   BOC Hong Kong Holdings Ltd.    142 
 15   Cheung Kong Holdings Ltd.    222 
 109   Cheung Kong Infrastructure Holdings Ltd.    640 
 99   China International Marine Containers Co., Ltd.    229 
 902   China Lesso Group Holdings Ltd.    557 
 27   China Resources Enterprise    81 
 128   China Resources Gas Group LT    395 
 20   CLP Holdings Ltd.    148 
 10   Hang Seng Bank Ltd.    154 
 18   Henderson Land Development Co., Ltd.    95 
 57   Hong Kong & China Gas Co., Ltd.    117 
 11   Hong Kong Exchanges & Clearing Ltd.    168 
 992   Huadian Fuxin Energy Corp. Ltd.    452 
 20   Hutchison Whampoa Ltd.    251 
 200   Ju Teng International Holdings    133 
 316   Kunlun Energy Co., Ltd.    522 
 50   Li & Fung Ltd.    70 
 78   Lifestyle International Holdings Ltd.    139 
 4   Lifestyle Properties Development Ltd. ●    1 
 30   Link (The) REIT    137 
 90   MGM China Holdings Ltd.    353 
 78   Power Assets Holdings Ltd.    585 
 113   Samsonite International S.A.    310 
 186   Shanghai Industrial Holdings Ltd.    620 
 412   Skyworth Digital Holdings Ltd.    225 
 15   Sun Hung Kai Properties Ltd.    183 
 1,370   Tongda Group Holdings Ltd.    146 
 17   Wharf Holdings Ltd.    116 
 86   Wynn Macau Ltd.    364 
 897   Xingda International Holdings    489 
         10,287 
     India - 0.4%     
 14   Bharti Airtel Ltd.    68 
 12   HCL Technologies Ltd.    273 
 12   HDFC Bank Ltd.    119 
 7   Housing Development Finance Corp. Ltd.    91 
 3   Infosys Technologies Ltd.    162 
 24   ITC Ltd.    126 
 6   Larsen & Toubro Ltd.    88 
 28   NTPC Ltd.    57 
 48   Power Grid Corp. of India Ltd.    73 
 11   Reliance Industries Ltd.    145 
 20   Tata Consultancy Services Ltd.    723 
 21   Tata Motors Ltd.    116 
         2,041 
     Indonesia - 0.1%     
 177   Astra International Tbk PT    93 
 111   Bank Central Asia PT    90 
 640   P.T. Telekomunikasi Indonesia Tbk    119 
 128   PT Bank Rakyat Indonesia    87 
         389 
     Ireland - 1.3%     
 1   Allegion plc ●    64 
 278   C&C Group plc    1,577 
 69   CRH plc    1,782 
 11   Experian plc    194 
 36   Glanbia plc    523 
 34   Kingspan Group plc    648 

 

5
 

 

The Hartford Global All-Asset Fund
Consolidated Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

COMMON STOCKS - 70.3% - (continued)

     Ireland - 1.3% - (continued)     
    Mallinckrodt plc ●   $19 
 9   Paddy Power plc    731 
    Prothena Corp. plc ●    6 
 14   Ryanair Holdings plc ADR ●    671 
 5   Shire plc    253 
 38   Smurfit Kappa Group plc    895 
         7,363 
     Israel - 0.3%     
 11   Azrieli Group    358 
 23   Delek Automotive Systems Ltd.    239 
 56   Harel Insurance Investements    318 
 6   Israel Chemicals Ltd.    48 
 1   Israel Corp., Ltd. ●    434 
 13   Mizrahi Tefahot Bank Ltd.    162 
 7   Teva Pharmaceutical Industries Ltd.    292 
         1,851 
     Italy - 1.1%     
 9   Assicurazioni Generali S.p.A.    191 
 7   Banca Generali S.p.A.    201 
 37   De'Longhi S.p.A.    607 
 13   DiaSorin S.p.A.    581 
 190   Enel Green Power S.p.A.    478 
 55   Enel S.p.A.    249 
 16   Eni S.p.A.    354 
 98   Finmeccanica S.p.A.    861 
 64   Intesa Sanpaolo S.p.A.    172 
 87   Pirelli & Co. S.p.A. ╦    1,391 
 137   Snam S.p.A.    752 
 24   Unicredit S.p.A.    179 
         6,016 
     Japan - 6.7%     
 2   3-D Matrix, Ltd. ●    108 
 13   Asahi Glass Co., Ltd.    75 
 5   Asahi Group Holdings Ltd.    133 
 5   Astellas Pharma, Inc.    299 
 7   Bridgestone Corp.    242 
 10   Broadleaf Co., Ltd.    161 
 8   Canon, Inc.    221 
 2   Central Japan Railway Co.    219 
 7   Chubu Electric Power Co., Inc.    79 
 5   Cookpad, Inc.    157 
 9   CyberAgent, Inc.    422 
 20   Daifuku Co., Ltd.    231 
 8   Daiichi Sankyo Co., Ltd.    136 
 9   Denki Kogyo Co Ltd    55 
 5   Denso Corp.    251 
 6   Digital Garage, Inc.    150 
 6   DMG Mori Seiki Co., Ltd.    98 
 6   DTS Corp.    109 
 2   East Japan Railway Co.    153 
 3   Eisai Co., Ltd.    113 
 2   Enigmo, Inc. ●    80 
 1   Fanuc Corp.    174 
 19   Fuji Photo Film Co., Ltd.    554 
 23   Fukuoka Financial Group, Inc.    95 
 7   GMO Payment Gateway, Inc.    324 
 1   Hikari Tsushin, Inc.    108 
 99   Hitachi Ltd.    757 
 42   Hitachi Metals Ltd.    665 
 12   Honda Motor Co., Ltd.    450 
 5   Hoya Pentax HD Corp.    144 
 10   Infomart Corp.    173 
 38   Inpex Corp.    454 
 8   Internet Initiative Japan, Inc.    202 
 5   Iriso Electronics Co., Ltd.    220 
 112   Isuzu Motors Ltd.    663 
 14   Itochu Corp.    176 
 19   Itochu Techno-Solutions Corp.    766 
 7   Japan Digital Laboratory Co., Ltd.    109 
 16   Japan Radio Co., Ltd.    54 
 42   Japan Tobacco, Inc.    1,299 
 150   JX Holdings, Inc.    721 
 8   Kansai Electric Power Co., Inc.    88 
 6   Kao Corp.    188 
 22   KDDI Corp.    1,215 
 1   Keyence Corp.    236 
 25   Kintetsu Corp.    85 
 23   Komatsu Ltd.    480 
 17   K's Holdings Corp.    458 
 10   Kubota Corp.    157 
 13   Kyocera Corp.    565 
    M3, Inc.    369 
 46   Makino Milling Machine Co.    380 
 6   Mimaki Engineering Co., Ltd.    78 
 55   Minebea Co., Ltd.    414 
 10   Mitsubishi Corp.    179 
 17   Mitsubishi Electric Corp.    193 
 10   Mitsubishi Estate Co., Ltd.    251 
 30   Mitsubishi Heavy Industries Ltd.    192 
 197   Mitsubishi UFJ Financial Group, Inc.    1,183 
 26   Mitsubishi UFJ Lease & Finance Co., Ltd.    136 
 12   Mitsui & Co., Ltd.    155 
 9   Mitsui Fudosan Co., Ltd.    269 
 139   Mizuho Financial Group, Inc.    294 
 2   Murata Manufacturing Co., Ltd.    156 
 24   Net One Systems Co., Ltd.    149 
 1   Nidec Corp.    154 
 4   Nikon Corp.    62 
 1   Nintendo Co., Ltd.    98 
 7   Nippon Ceramic Co., Ltd.    103 
 6   Nippon Shinyaku Co., Ltd.    108 
 48   Nippon Steel & Sumitomo Metal Corp.    145 
 24   Nippon Telegraph & Telephone Corp.    1,284 
 100   Nissan Motor Co., Ltd.    858 
 33   Nomura Holdings, Inc.    226 
 9   NSD Co., Ltd.    118 
 12   NTT DoCoMo, Inc.    185 
 3   Obara Group, Inc.    103 
 26   OBIC Co., Ltd.    806 
 1   Oisix, Inc. ●    51 
 14   ORIX Corp.    206 
 96   Osaka Gas Co., Ltd.    388 
 3   Otsuka Corp.    411 
 20   Panasonic Corp.    222 
 7   Pola Orbis Holdings, Inc.    241 
 59   Rakuten, Inc.    970 
 3   Roland Corp.    97 
 5   Sata Holdings, Corp.    104 
 2   Secom Co., Ltd.    116 

 

6
 

 

The Hartford Global All-Asset Fund
Consolidated Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

COMMON STOCKS - 70.3% - (continued)

     Japan - 6.7% - (continued)     
 7   Seven & I Holdings Co., Ltd.   $266 
 3   Shin-Etsu Chemical Co., Ltd.    173 
 29   Shionogi & Co., Ltd.    585 
 6   Shiseido Co., Ltd.    95 
 1   SMC Corp. of America    202 
 6   SMS Co, Ltd.    127 
 8   SoftBank Corp.    581 
 9   Sony Corp.    138 
 8   Sony Financial Holdings, Inc.    134 
 6   Start Today Co., Ltd.    131 
 45   Sumisho Computer Systems Corp.    1,240 
 9   Sumitomo Electric Industries Ltd.    145 
 25   Sumitomo Mitsui Financial Group, Inc.    1,138 
 6   Suzuken Co., Ltd.    214 
 39   T&D Holdings, Inc.    474 
 19   Tachi-S Co., Ltd.    257 
 5   Takeda Pharmaceutical Co., Ltd.    250 
 2   Terumo Corp.    93 
 4   THK Co., Ltd.    89 
 18   Tobu Railway Co., Ltd.    82 
 22   Tokio Marine Holdings, Inc.    648 
 2   Tokyo Electron Ltd.    103 
 25   Tokyo Gas Co., Ltd.    124 
 30   Tokyo Ohka Kogyo Co., Ltd.    594 
 16   Toray Industries, Inc.    105 
 41   Toshiba Corp.    170 
 24   Toyo Suisan Kaisha Ltd.    750 
 20   Toyota Industries Corp.    928 
 18   Toyota Motor Corp.    1,036 
 2   Tsuruha Holdings, Inc.    225 
 2   West Japan Railway Co.    100 
 4   Wirelessgate, Inc.    164 
 45   Yahoo Japan Corp.    252 
 14   Yaskawa Electric Corp.    185 
 3   Zuiko Corp.    150 
         38,474 
     Jersey - 0.1%     
 42   Glencore Xstrata plc    219 
 4   Randgold Resources Ltd. ADR    247 
         466 
     Luxembourg - 0.0%     
 7   ArcelorMittal    114 
           
     Malaysia - 0.3%     
 797   AirAsia Berhad    538 
 100   Axiata Group Berhad    197 
 31   Genting Berhad    97 
 458   IGB REIT    166 
 66   IOI Corp. Bhd    82 
 26   IOI Properties Group SDN BHD ●    21 
 143   MY EG Services BHD    114 
 66   Tenaga Nasional Bhd    233 
         1,448 
     Mauritius - 0.0%     
 310   Golden Agri Resources Ltd.    126 
           
     Mexico - 0.1%     
 296   America Movil S.A.B. de C.V. ╦    315 
 26   Fomento Economico Mexicano S.A. de C.V.    238 
 41   Grupo Mexico S.A.B. de C.V.    131 
 2   Industrias Penoles S.A.B. de C.V.    47 
 57   Wal-Mart de Mexico S.A.B. de C.V.    136 
         867 
     Netherlands - 1.4%     
 3   Airbus Group N.V.    234 
 18   Akzo Nobel N.V.    1,304 
 2   ASML Holding N.V.    189 
 58   Delta Lloyd N.V.    1,494 
 13   Heineken N.V.    794 
 48   ING Groep N.V. ●    630 
 11   Koninklijke Ahold N.V.    176 
 9   Koninklijke Philips N.V.    296 
 12   Royal Dutch Shell plc    432 
 20   Royal Dutch Shell plc Class B    721 
 12   Unilever N.V.    463 
 54   Wolters Kluwer N.V.    1,492 
         8,225 
     Norway - 0.5%     
 46   DNB ASA    776 
 17   Marine Harvest    194 
 260   Norwegian Property ASA    301 
 33   Oslo Bors VPS Holding ASA †    330 
 22   SpareBank 1 SR Bank ASA    218 
 9   Statoil ASA    223 
 24   Storebrand ASA    142 
 34   Telenor ASA    710 
 4   Yara International ASA    168 
         3,062 
     Peru - 0.0%     
 24   Compania De Minas Buenaventur ADR    299 
           
     Philippines - 0.0%     
 91   Metropolitan Bank & Trust Co.    152 
           
     Russia - 0.1%     
 4   Lukoil ADR    210 
 5   MMC Norilsk Nickel OJSC ADR    80 
 33   OAO Gazprom Class S ADR ╦    268 
 3   Uralkali GDR §    74 
         632 
     Singapore - 0.6%     
 188   Ascendas REIT    312 
 536   Biosensors International Group Ltd.    362 
 44   Bumitama Agri Ltd.    31 
 288   Capitacommercial Trust REIT    320 
 20   DBS Group Holdings Ltd.    265 
 60   First Resources Ltd.    93 
    Hutchinson Port Holdings Trust     
 15   Keppel Corp., Ltd.    126 
 4   Keppel REIT    4 
 225   Mapletree Commercial Trust REIT    205 
 233   Mapletree Industries REIT    239 
 148   Mapletree Logistics Trust REIT    116 
 26   Oversea-Chinese Banking Corp., Ltd.    185 
 78   Singapore Telecommunications Ltd.    216 
 197   Suntec REIT    248 

 

7
 

 

The Hartford Global All-Asset Fund
Consolidated Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

COMMON STOCKS - 70.3% - (continued)

     Singapore - 0.6% - (continued)     
 14   United Overseas Bank Ltd.   $224 
 115   Wilmar International Ltd.    281 
         3,227 
     South Africa - 0.2%     
 4   AngloGold Ashanti    54 
 6   Impala Platinum Holdings Ltd.    61 
 10   MTN Group Ltd.    178 
 3   Naspers Ltd.    311 
 4   Sasol Ltd.    197 
 7   Sibanye Gold Ltd.    10 
 11   Standard Bank Group Ltd.    119 
 27   Woolworths Holdings Ltd.    147 
         1,077 
     South Korea - 2.8%     
 15   BS Financial Group, Inc. ●    220 
 1   CJ Korea Express Corp. ●    52 
    CJ O Shopping Co., Ltd.    50 
 8   Crucialtec Co., Ltd. ●    85 
 7   Danal Co., Ltd. ●    60 
 16   Daum Communications Corp. ●    1,189 
 18   DGB Financial Group, Inc. ●    277 
 5   Doosan Corp.    600 
 2   Eo Technics Co, Ltd. ●    82 
 8   Eugene Technology Co, Ltd.    145 
 7   GS Engineering & Construction Corp. ●    230 
 9   GS Holdings Corp. ●    449 
 18   Hana Financial Holdings    696 
 30   Hynix Semiconductor, Inc. ●    1,043 
 25   Hyundai Development Co. ●    571 
    Hyundai Heavy Industries Co., Ltd. ●    102 
 8   Hyundai Home Shopping Network Corp.    1,420 
 2   Hyundai Mobis Co., Ltd. ●    617 
 1   Hyundai Motor Co., Ltd.    217 
 4   KB Financial Group, Inc. ●    124 
 3   KGInicis Co., Ltd.    52 
 3   Kia Motors Corp.    126 
 3   Koh Young Technology, Inc. ●    70 
 2   Kona I Co., Ltd. ●    62 
 64   Korea Electric Power Corp. ●    2,073 
 1   KT&G Corp.    102 
 4   L.G. Philips LCD Co., Ltd. ●    88 
 2   LG Chem Ltd.    213 
 2   LG Corp. ●    82 
 44   LG Telecom Ltd.    452 
 1   LS Corp. ●    103 
 4   Mobilians Co., Ltd.    46 
 42   Nice Information Service Co., Ltd. ●    116 
    Orion Corp. ●    193 
 4   Posco Ltd.    1,005 
 2   Samsung C&T Corp.    98 
 2   Samsung Electronics Co., Ltd.    2,398 
 1   Samsung Fire & Marine Insurance Co., Ltd.    122 
 8   Shinhan Financial Group Co., Ltd. ●    336 
 4   Suprema, Inc. ●    89 
         16,055 
     Spain - 1.4%     
 20   Amadeus IT Holding S.A. Class A    788 
 113   Banco Bilbao Vizcaya Argentaria S.A. ╦    1,345 
 51   Banco Santander Central Hispano S.A.    442 
 109   Distribuidora Internacional De Alimentacion S.A.    897 
 7   Ebro Foods S.A.    153 
 164   Iberdrola S.A.    1,012 
 1   Industria de Diseno Textil S.A.    220 
 8   Red Electrica Corporacion S.A.    591 
 6   Repsol S.A.    149 
 20   Tecnicas Reunidas S.A.    1,054 
 73   Telefonica S.A.    1,127 
         7,778 
     Sweden - 0.5%     
 5   Atlas Copco Ab B Shares    123 
 1   Avanza Bank Holding Ab    50 
 10   Boliden Ab    145 
 36   Castellum AB    567 
 6   Hennes & Mauritz Ab    247 
 22   Hufvudstaden AB    300 
 21   Nordea Bank Ab    277 
 9   Sandvik AB    120 
 5   Scania AB Class B    107 
 4   Svenska Handelsbanken Ab Class A    210 
 7   Swedbank Ab    178 
 23   Telefonaktiebolaget LM Ericsson Class B    281 
 25   Telia Ab    189 
 8   Wihlborgs Fastigheter A.B.    152 
         2,946 
     Switzerland - 2.1%     
 15   ABB Ltd. ADR    376 
 3   Allreal Holding AG REIT    448 
 3   Coca Cola HBC AG    75 
 19   Coca-Cola HBC AG ADR    491 
 3   Compagnie Financiere Richemont S.A.    250 
 7   Credit Suisse Group AG    207 
 2   Flughafen Zuerich AG    913 
 30   Gategroup Holding AG    895 
 2   Geberit AG    665 
 2   Holcim Ltd.    158 
 12   Julius Baer Group Ltd.    567 
 2   Mobimo Holding AG    484 
 20   Nestle S.A.    1,421 
 14   Novartis AG    1,068 
 6   PSP Swiss Property AG    529 
 4   Roche Holding AG    986 
    Swatch Group AG    186 
 7   Swiss Prime Site AG    528 
 2   Swiss Re Ltd.    197 
 1   Syngenta AG    468 
 3   Transocean Ltd.    118 
 40   UBS AG    792 
 1   Zurich Financial Services AG    249 
         12,071 
     Taiwan - 2.6%     
 42   Advantech Co., Ltd.    261 
 43   AirTac International Group    384 
 286   Asia Cement Corp.    350 
 6   ASPEED Technology, Inc.    39 
 43   Catcher Technology Co., Ltd.    285 
 206   Cheng Shin Rubber Industries Co,. Ltd    521 
 62   China Motor Corp.    58 

 

8
 

 

The Hartford Global All-Asset Fund
Consolidated Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

COMMON STOCKS - 70.3% - (continued)

     Taiwan - 2.6% - (continued)     
 1,166   China Petrochemical Dev Corp.   $514 
 17   China Steel Chemical Corp.    96 
 583   China Steel Corp.    501 
 64   Chroma Ate, Inc.    137 
 96   Delta Electronics, Inc.    527 
 275   Evergreen Marine Corp., Ltd.    161 
 278   Far Eastern New Century Corp.    286 
 19   Feng Hsin Iron & Steel Co.    33 
 45   Formosa Chemicals & Fibre Corp.    118 
 51   Formosa Plastic Corp.    131 
 124   Fubon Financial Holding Co., Ltd    175 
 24   Geovision, Inc.    140 
 19   Giant Manufacturing    122 
 7   Hermes Microvision, Inc.    214 
 9   High Technology Computer Corp.    38 
 94   Hon Hai Precision Industry Co., Ltd.    262 
 16   King Slide Works Co., Ltd.    175 
 60   Kinik Co.    153 
 7   Largan Precision Co., Ltd.    250 
 56   Lcy Chemical Corp.    71 
 167   Lite-On Technology Corp.    247 
 28   Lumax Internatioinal    68 
 12   MediaTek, Inc.    155 
 159   Mega Financial Holding Co.    128 
 44   Merida Industry Co., Ltd.    272 
 45   Mitac Holdings Corp. ●    38 
 84   Nan Kang Rubber Tire Co., Ltd. ●    102 
 63   Nan Ya Plastics Corp.    138 
 104   Oriental Union Chemical Corp.    104 
 22   Pchome Online, Inc.    153 
 199   Pou Chen    275 
 28   Promise Technology, Inc.    40 
 166   Ruentex Industries Ltd.    398 
 59   Scinopharm Taiwan, Ltd.    166 
 8   Silergy Corp ●    57 
 28   Sporton International, Inc.    111 
 72   Standard Foods Corp.    211 
 121   Synnex Technology International Corp.    205 
 304   Taiwan Cement    444 
 132   Taiwan Fertilizer Co., Ltd    274 
 46   Taiwan Glass Industries Corp.    45 
 12   Taiwan Liposome Co., Ltd. ●    118 
 615   Taiwan Semiconductor Manufacturing Co., Ltd.    2,119 
 363   TECO Electric & Machinery Co., Ltd.    394 
 52   TSRC Corp.    73 
 69   Tung Ho Steel Enterprise Corp.    60 
 416   Uni-President Enterprises Corp.    683 
 217   United Microelectronics Corp.    89 
 167   Vanguard International Semiconductor Corp.    183 
 314   Walsin Lihwa Corp.    98 
 777   WPG Holdings Co., Ltd.    901 
 140   Yulon Motor Co.    240 
 8   Yulon Nissan Motor Co., Ltd.    110 
         14,701 
     Thailand - 0.1%     
 20   Advanced Info Service Public Co., Ltd.    129 
 98   Asia Sermkij Leasing plc    49 
 20   Bangkok Bank plc    105 
 24   Bangkok Bank Public Co. NVDR   126 
 87   Charoen Pokphand Foods Ltd.    75 
 11   PTT Public Co., Ltd.    90 
         574 
     Turkey - 0.1%     
 46   Turk Hava Yollari Anonim Ortakligi    138 
 27   Turkiye Garanti Bankasi A.S.    70 
 304   Turkiye Sinai Kalkinma Bankasi A.S.    230 
         438 
     United Kingdom - 5.2%     
 115   African Barrick Gold Ltd.    414 
 9   Anglo American plc    224 
 11   Arm Holdings plc    173 
 5   Associated British Foods plc    219 
 39   AstraZeneca plc ‡    2,474 
 23   Aviva plc    170 
 29   BAE Systems plc    205 
 190   Balfour Beatty plc    909 
 92   Barclays Bank plc ADR ╦    411 
 21   BG Group plc    354 
 11   BHP Billiton plc    316 
 113   BP plc    887 
 12   British American Tobacco plc    555 
 11   British Sky Broadcasting Group plc    152 
 52   BT Group plc    329 
 197   Cairn Energy plc ●    698 
 40   Centrica plc    207 
 16   Compass Group plc    244 
 15   Diageo Capital plc    446 
 89   Direct Line Insurance Group plc    385 
 27   GlaxoSmithKline plc    685 
 56   Hammerson plc REIT    483 
 131   HSBC Holdings plc ‡    1,346 
 8   Imperial Tobacco Group plc    274 
 153   Intu Properties plc REIT    791 
 3   Johnson Matthey plc    136 
 21   Kingfisher plc    130 
 3   Liberty Global plc ●    233 
 47   Liberty Global plc Class C ●    3,706 
 336   Lloyds Banking Group plc ●    458 
 168   Londonmetric Property plc    382 
 96   National Grid plc    1,243 
 8   Pearson plc    138 
 133   Petropavlovsk plc    153 
 18   Prudential plc    371 
 11   PureCircle Ltd. ●    109 
 149   Qinetiq Group plc    546 
 3   Reckitt Benckiser Group plc    245 
 12   Reed Elsevier Capital, Inc.    181 
 8   Rio Tinto plc    422 
 15   Rolls-Royce Holdings plc    301 
 6   SABMiller plc    257 
 144   Safestore Holdings plc    455 
 37   Scottish & Southern Energy    784 
 77   Segro plc REIT    425 
 23   Severn Trent plc    662 
 133   Standard Chartered plc ‡    2,704 
 63   Tesco plc    330 
 7   Tullow Oil plc    97 

 

9
 

 

The Hartford Global All-Asset Fund
Consolidated Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

COMMON STOCKS - 70.3% - (continued)

     United Kingdom - 5.2% - (continued)     
 10   United Utilities Group plc   $114 
 456   Vodafone Group plc    1,691 
 10   WPP plc    203 
         29,827 
     United States - 25.4%     
 4   3M Co.    519 
 8   Abbott Laboratories    293 
 8   AbbVie, Inc.    412 
 4   Accenture plc    297 
 217   ACCO Brands Corp. ●‡    1,263 
 2   ACE Ltd.    224 
 14   Adecoagro S.A. ●    108 
 4   Adobe Systems, Inc. ●‡    264 
 2   ADT (The) Corp.    51 
 39   Advance Automotive Parts, Inc. ‡    4,470 
 3   Aetna, Inc.    221 
 3   Aflac, Inc.    188 
 1   AGCO Corp.    66 
 3   Agilent Technologies, Inc.    182 
 180   Alacer Gold Corp.    379 
 6   Alleghany Corp. ●‡    2,394 
 22   Allegheny Technologies, Inc.    677 
 2   Allergan, Inc.    238 
 21   Allied Nevada Gold Corp. ●    104 
 5   Allstate (The) Corp.    234 
 4   Altera Corp.    120 
 12   Altria Group, Inc.    409 
 2   Amazon.com, Inc. ●‡    740 
 7   Ameren Corp.    247 
 6   American Express Co.    519 
 5   American International Group, Inc.    220 
 3   American Tower Corp. REIT    207 
 3   Ameriprise Financial, Inc.    270 
 4   Amgen, Inc.    499 
 3   Anadarko Petroleum Corp.    218 
 2   Apache Corp.    194 
 5   Apple, Inc. ‡    2,383 
 5   Archer-Daniels-Midland Co.    195 
 30   AT&T, Inc.    988 
 3   Baker Hughes, Inc.    171 
 8   Ball Corp.    409 
 55   Bank of America Corp. ‡    914 
 7   Bank of New York Mellon Corp.    221 
 3   Baxter International, Inc.    214 
 5   BB&T Corp.    182 
 2   Bed Bath & Beyond, Inc. ●    154 
 52   Belden, Inc. ‡    3,372 
 5   Berkshire Hathaway, Inc. Class B ●    580 
 1   Biogen Idec, Inc. ●    357 
 28   Bizlink Holding, Inc.    117 
 4   Boeing Co.    454 
 4   BorgWarner, Inc.    201 
 9   Bristol-Myers Squibb Co.    465 
 4   Broadcom Corp. Class A    114 
 6   Bunge Ltd. Finance Corp.    481 
 3   Cameron International Corp. ●    150 
 3   Capital One Financial Corp.    225 
 9   Cardtronics, Inc. ●    327 
 47   Carlisle Cos., Inc. ╦    3,485 
 4   Carnival Corp.    173 
 4   Caterpillar, Inc.    349 
 5   CBS Corp. Class B    283 
 3   Celanese Corp.    135 
 2   Celgene Corp. ●    370 
 4   CenturyLink, Inc.    122 
 1   CF Industries Holdings, Inc.    201 
 6   Chesapeake Energy Corp.    174 
 10   Chevron Corp. ╦    1,119 
    Chipotle Mexican Grill, Inc. ●    264 
 3   Chubb Corp.    214 
 3   CIGNA Corp.    302 
 8   Cincinnati Financial Corp.    372 
 4   Cintas Corp.    217 
 28   Cisco Systems, Inc.    612 
 25   Citigroup, Inc.    1,170 
 2   Citrix Systems, Inc. ●    114 
 3   CME Group, Inc.    187 
 2   Coach, Inc.    98 
 23   Coca-Cola Co. ╦    867 
 4   Cognizant Technology Solutions Corp. ●    371 
 5   Colgate-Palmolive Co.    335 
 15   Comcast Corp. Class A    825 
 6   ConocoPhillips Holding Co.    421 
 11   Corning, Inc.    181 
 3   Costco Wholesale Corp.    287 
 3   Covidien plc    181 
 1   CST Brands, Inc.    21 
 9   CSX Corp.    251 
 1   Cummins, Inc.    154 
 7   CVS Caremark Corp.    502 
 4   Danaher Corp. ╦    310 
 3   Darden Restaurants, Inc.    140 
 2   Deere & Co.    214 
 12   Deltic Timber Corp.    778 
 3   Devon Energy Corp.    151 
 30   Diebold, Inc.    1,009 
 17   DirecTV ●╦    1,150 
 5   Discover Financial Services, Inc.    268 
 3   Dollar Tree, Inc. ●    168 
 7   Dow Chemical Co.    309 
 5   E.I. DuPont de Nemours & Co.    333 
 5   Eaton Corp. plc    329 
 5   Eaton Vance Corp.    208 
 6   eBay, Inc. ●    346 
 2   Ecolab, Inc.    242 
 6   Eli Lilly & Co.    333 
 13   EMC Corp.    304 
 4   Emerson Electric Co.    283 
 12   Enbridge Energy Management ●    353 
 2   EOG Resources, Inc.    285 
 17   Equity Lifestyle Properties, Inc. REIT    661 
 3   Equity Residential Properties Trust REIT    151 
 42   ERA Group, Inc. ●    1,224 
 3   Estee Lauder Co., Inc.    174 
 5   Exelon Corp.    146 
 5   Express Scripts Holding Co. ●    398 
 25   Exxon Mobil Corp. ╦    2,258 
 9   Facebook, Inc. ●    557 
 4   Fastenal Co.    180 
 6   Federal Agricultural Mortgage Corp.    173 

 

10
 

 

The Hartford Global All-Asset Fund
Consolidated Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

COMMON STOCKS - 70.3% - (continued)

     United States - 25.4% - (continued)     
 2   Federal Realty Investment Trust REIT   $262 
 2   FedEx Corp.    248 
 11   Fifth Third Bancorp    223 
 80   Fiserv, Inc. ●╦    4,486 
 2   Fluor Corp.    188 
 16   Ford Motor Co.    241 
 6   Freeport-McMoRan Copper & Gold, Inc.    180 
 46   GATX Corp. ╦    2,683 
 57   General Electric Co. ╦    1,440 
 6   General Mills, Inc.    269 
 6   General Motors Co. ●    199 
 8   Gilead Sciences, Inc. ●    638 
 234   Golden Star Resources Ltd. ●    143 
 3   Goldman Sachs Group, Inc.    448 
 1   Google, Inc. ●╦    1,507 
 39   GrafTech International Ltd. ●    404 
 55   Graphic Packaging Holding Co. ●╦    519 
 6   Halliburton Co.    287 
 3   HCP, Inc. REIT    133 
 3   Herbalife Ltd.    162 
 2   Hess Corp.    185 
 11   Hewlett-Packard Co.    319 
 115   Higher One Holdings, Inc. ●    890 
 8   Home Depot, Inc.    649 
 14   Home Inns & Hotels Management, Inc. ●    474 
 3   Honeywell International, Inc.    297 
 8   Host Hotels & Resorts, Inc. REIT    155 
 2   Humana, Inc.    164 
 6   IBM Corp. ╦    1,076 
 3   Illinois Tool Works, Inc.    208 
 4   Ingersoll-Rand plc    226 
 3   Ingredion, Inc.    187 
 6   Integrys Energy Group, Inc.    311 
 26   Intel Corp.    628 
 8   International Paper Co.    387 
 3   Intuit, Inc.    186 
    Intuitive Surgical, Inc. ●    148 
 6   Invesco Ltd.    197 
 15   Johnson & Johnson ╦    1,330 
 2   Joy Global, Inc.    80 
 27   JP Morgan Chase & Co.    1,515 
 6   Juniper Networks, Inc. ●    169 
 3   Kellogg Co.    195 
 3   Kimberly-Clark Corp.    276 
    Kinder Morgan Management LLC ●    7 
 3   KLA-Tencor Corp.    165 
 3   Kohl's Corp.    141 
 6   Kraft Foods Group, Inc.    307 
 3   L Brands, Inc.    166 
 3   Lam Research Corp. ●    167 
 3   Las Vegas Sands Corp.    204 
 5   Legg Mason, Inc.    228 
 5   Liberty Property Trust REIT    198 
 6   Lincoln National Corp.    288 
 4   Lorillard, Inc.    177 
 8   Lowe's Cos., Inc.    348 
 4   Macy's, Inc.    217 
 4   Marathon Oil Corp.    140 
 3   Marathon Petroleum Corp.    280 
 12   Mastercard, Inc.    882 
 115   Mattel, Inc.   4,336 
 85   Maxim Integrated Products, Inc.    2,585 
 6   McDonald's Corp.    530 
 3   McGraw Hill Financial, Inc.    236 
 2   McKesson Corp.    382 
 2   Mead Johnson Nutrition Co.    151 
 6   Medtronic, Inc.    322 
 16   Merck & Co., Inc.    839 
 6   MetLife, Inc.    300 
 36   Micros Systems, Inc. ●    2,008 
 38   Microsoft Corp.    1,449 
 14   Mondelez International, Inc.    469 
 15   Monsanto Co.    1,569 
 2   Monster Beverage Corp. ●    159 
 9   Morgan Stanley    255 
 7   Mosaic Co.    303 
 14   MRC Global, Inc. ●    384 
 6   Mylan, Inc. ●    288 
 3   National Oilwell Varco, Inc.    189 
 4   NetApp, Inc.    156 
 1   Netflix, Inc. ●    379 
 7   Newmont Mining Corp.    147 
 3   News Corp. Class A ●    52 
 9   NextEra Energy, Inc.    864 
 3   NIKE, Inc. Class B    255 
 9   NiSource, Inc.    307 
 9   Norfolk Southern Corp.    824 
 4   Occidental Petroleum Corp.    373 
 4   Oneok, Inc.    256 
 21   Oracle Corp.    780 
 2   Parker-Hannifin Corp.    185 
 4   Peabody Energy Corp.    65 
 6   Pentair Ltd.    441 
 8   PepsiCo, Inc.    675 
 57   Performant Financial Corp. ●    489 
 2   Perrigo Co. plc    309 
 40   Pfizer, Inc.    1,216 
 11   PG&E Corp.    464 
 9   Philip Morris International, Inc.    720 
 3   Phillips 66    237 
 8   Pinnacle West Capital Corp.    400 
 3   PNC Financial Services Group, Inc.    258 
 30   Post Holdings, Inc. ●    1,618 
 1   Precision Castparts Corp.    226 
    Priceline.com, Inc. ●    481 
 5   Principal Financial Group, Inc.    235 
 13   Procter & Gamble Co.    1,015 
 4   ProLogis L.P. REIT    165 
 3   Prudential Financial, Inc.    270 
 2   PVH Corp.    213 
 8   Qualcomm, Inc.    608 
 3   Red Hat, Inc. ●    164 
 5   Regency Centers Corp. REIT    228 
 3   Rock Tenn Co. Class A    344 
 2   Rockwell Automation, Inc.    206 
 7   Royal Gold, Inc.    380 
 5   Salesforce.com, Inc. ●    273 
 3   SanDisk Corp.    210 
 10   Santander Consumer USA Holdings, Inc. ●    264 
 4   SBA Communications Corp. ●    388 

 

11
 

 

The Hartford Global All-Asset Fund
Consolidated Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

COMMON STOCKS - 70.3% - (continued)

     United States - 25.4% - (continued)     
 7   Schlumberger Ltd.   $625 
 248   Scorpio Tankers, Inc.    2,476 
 18   Seacor Holdings, Inc. ●    1,474 
 2   Simon Property Group, Inc. REIT    339 
 15   Spirit Aerosystems Holdings, Inc. ●    520 
 7   Sprint Corp. ●    62 
 3   St. Jude Medical, Inc.    201 
 4   Starbucks Corp.    304 
 2   Starwood Hotels & Resorts, Inc.    186 
 3   State Street Corp.    232 
 6   SunTrust Banks, Inc.    236 
 2   T. Rowe Price Group, Inc.    195 
 4   Target Corp.    203 
 4   TE Connectivity Ltd.    237 
 6   Texas Instruments, Inc.    239 
 14   Textron, Inc.    501 
 2   Tiffany & Co.    194 
 2   Time Warner Cable, Inc.    305 
 6   Time Warner, Inc.    395 
 5   TJX Cos., Inc.    259 
 6   Toll Brothers, Inc. ●    225 
 4   Torchmark Corp.    317 
 3   Travelers Cos., Inc.    268 
 6   Trimble Navigation Ltd. ●    200 
 13   Twenty-First Century Fox, Inc.    411 
 3   Tyco International Ltd.    134 
 8   Tyson Foods, Inc. Class A    308 
 21   UGI Corp.    895 
 3   Union Pacific Corp.    517 
 16   United Continental Holdings, Inc. ●    743 
 4   United Parcel Service, Inc. Class B    374 
 4   United Technologies Corp.    420 
 6   UnitedHealth Group, Inc.    458 
 11   US Bancorp    430 
 6   Valero Energy Corp.    300 
 15   Verizon Communications, Inc.    708 
 4   Viacom, Inc. Class B    290 
 3   Visa, Inc.    587 
 1   VMware, Inc. ●    131 
 5   Walgreen Co.    312 
 9   Wal-Mart Stores, Inc.    695 
 9   Walt Disney Co. ╦    680 
 4   Waste Management, Inc.    174 
 3   Wellpoint, Inc.    245 
 96   Wells Fargo & Co.    4,354 
 5   Williams Cos., Inc.    210 
 14   Wisconsin Energy Corp.    576 
 1   Wynn Resorts Ltd.    254 
 12   XL Group plc    353 
 9   Yahoo!, Inc. ●    331 
 3   Yum! Brands, Inc.    204 
 2   Zimmer Holdings, Inc.    230 
 3   Zoetis, Inc.    103 
         145,034 
     Total common stocks     
     (cost $350,609)   $400,991 
           

EXCHANGE TRADED FUNDS - 1.6%

     United States - 1.6%     
 174   iShares MSCI Canada ETF   $4,868 
 68   Market Vectors Gold Miners ETF    1,588 
 57   SPDR Barclays Convertible Securities ETF    2,676 
         9,132 
     Total exchange traded funds     
     (cost $10,327)   $9,132 
           

PREFERRED STOCKS - 0.4%

     Brazil - 0.2%     
 33   Ambev S.A.   $222 
 20   Banco Itau Holding    247 
 40   Cia Paranaense de Energie    457 
         926 
     Germany - 0.2%     
 6   Volkswagen AG N.V.    1,456 
           
     Total preferred stocks     
     (cost $2,664)   $2,382 
           

WARRANTS - 0.0%

     British Virgin Islands - 0.0%     
 77   Atlas Mara Co-Nvest Ltd. †   $44 
           
     Greece - 0.0%     
 110   Alpha Bank A.E.    191 
           
     Total warrants     
     (cost $1)   $235 
           
     Total long-term investments
(cost $479,475)
  $528,642 
           
SHORT-TERM INVESTMENTS - 9.0%
     Repurchase Agreements - 9.0%     
     Bank of  Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in
the amount of $6,820, collateralized by
U.S. Treasury Bill 0.07% - 0.14%, 2014,
U.S. Treasury Bond 2.75% - 11.25%,
2015 - 2043, U.S. Treasury Note 0.25% -
4.25%, 2014 - 2023, value of $6,956)
     
$6,820    0.02%, 1/31/2014   $6,820 
     Bank of America Merrill Lynch TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $2,251,
collateralized by FHLMC 3.50% -
4.00%, 2042 - 2043, FNMA 2.81% -
4.50%, 2041 - 2042, value of $2,295)
     
 2,251    0.02%, 1/31/2014    2,251 

 

12
 

 

The Hartford Global All-Asset Fund
Consolidated Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬          Market Value ╪ 
SHORT-TERM INVESTMENTS - 9.0% - (continued)
     Repurchase Agreements - 9.0% - (continued)             
     Bank of Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in
the amount of $5,861, collateralized by
FHLB 0.88%, 2017, FHLMC 0.05% -
5.50%, 2014 - 2043, FNMA 2.00% -
3.50%, 2025 - 2028, GNMA 3.50%,
2042 - 2043, U.S. Treasury Note 2.38%,
2014, value of $5,978)
            
$5,861    0.03%, 1/31/2014          $5,861 
     Barclays Capital TriParty Repurchase
Agreement (maturing on 02/03/2014 in
the amount of $6,208, collateralized by
U.S. Treasury Note 0.25% - 2.38%, 2014
- 2015, value of $6,332)
            
 6,208    0.02%, 1/31/2014           6,208 
     Citigroup Global Markets, Inc. TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $13,633,
collateralized by U.S. Treasury Bill
0.06% - 0.10%, 2014, U.S. Treasury
Bond 3.00% - 8.75%, 2017 - 2042, U.S.
Treasury Note 0.25% - 3.75%, 2015 -
2023, value of $13,906)
            
 13,633    0.02%, 1/31/2014           13,633 
     Deutsche Bank Securities TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $1,811,
collateralized by FHLMC 3.00% -
5.50%, 2019 - 2043, FNMA 3.00% -
6.50%, 2021 - 2043, GNMA 3.00% -
6.00%, 2037 - 2053, value of $1,848)
            
 1,811    0.03%, 1/31/2014           1,811 
     RBS Securities, Inc. TriParty Repurchase
Agreement (maturing on 02/03/2014 in
the amount of $1,515, collateralized by
U.S. Treasury Note 2.63%, 2014, value
of $1,546)
            
 1,515    0.02%, 1/31/2014           1,515 
     TD Securities TriParty Repurchase
Agreement (maturing on 02/03/2014 in
the amount of $12,942, collateralized by
FFCB 0.14%, 2015, FHLB 0.55%, 2017,
FHLMC 3.00% - 4.38%, 2015 - 2043,
FNMA 2.50% - 4.50%, 2025 - 2043,
value of $13,201)
            
 12,942    0.03%, 1/31/2014           12,942 
     UBS Securities, Inc. Repurchase Agreement
(maturing on 02/03/2014 in the amount
of $118, collateralized by U.S. Treasury
Note 2.38%, 2015, value of $121)
            
 118    0.01%, 1/31/2014           118 
                 51,159 
     Total short-term investments             
     (cost $51,159)          $51,159 
                   
    Total investments        
     (cost $530,634) ▲    101.6%  $579,801 
     Other assets and liabilities    (1.6)%   (9,188)
     Total net assets    100.0%  $570,613 

 

13
 

 

The Hartford Global All-Asset Fund
Consolidated Schedule of Investments
January 31, 2014 (Unaudited)
(000’s Omitted)

 

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 may be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.

 

The consolidated schedule of investments includes investments held by The Hartford Cayman Global All-Asset Fund, Ltd. (the “Subsidiary”), a wholly owned subsidiary of the Fund, which primarily invests in commodity-related instruments. The Fund may invest up to 25% of its total assets in the Subsidiary. As of January 31, 2014, the Fund invested 1.5% of its total assets in the Subsidiary.

 

At January 31, 2014, the cost of securities for federal income tax purposes was $533,491 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $80,053 
Unrealized Depreciation   (33,743)
Net Unrealized Appreciation  $46,310 

 

These securities were 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 January 31, 2014, the aggregate value of these securities was $375, which represents 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.

 

Non-income producing.  

 

ΔVariable rate securities; the rate reported is the coupon rate in effect at January 31, 2014.

 

The principal amount for this security is adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

 

Securities issued within terms of a private placement memorandum, exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2014, the aggregate value of these securities was $5,464, which represents 1.0% of total net assets.

 

§These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2014, the aggregate value of these securities was $18,805, which represents 3.3% of total net assets.

 

Perpetual maturity security. Maturity date shown is the next call date.

 

βThis security has limitations. If at time of expiration the price of a barrel of ICE Brent Crude is equal to or greater than the strike price, the counterparty will be required to pay the Fund the equivalent of par on the number of contracts traded.

 

All principal  or contract amounts are in U.S. dollars unless otherwise indicated.

 

This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $22,851 at January 31, 2014.

 

This security, or a portion of this security, has been segregated to cover funding requirements on investment transactions settling in the future.

 

This security, or a portion of this security, has been pledged as collateral in connection with over-the-counter swap contracts.  In addition, cash of $1,210 was received from broker(s) as collateral in connection with over-the-counter swap contracts. Securities valued at $3,391, held on behalf of the Fund at the custody bank, were designated by broker(s) as collateral in connection with over-the-counter swap contracts. Since the broker retains legal title to the securities, the securities are not considered an asset of the Fund and are not included in the Statement of Assets and Liabilities.

 

14
 

 

The Hartford Global All-Asset Fund
Consolidated Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933 and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

 

Period Acquired  Shares/ Par   Security  Cost Basis 
10/2012   78   Colossus Minerals, Inc.  $436 

 

At January 31, 2014, the aggregate value of these securities was $1, which rounds to zero percent of total net assets.

 

Futures Contracts Outstanding at January 31, 2014

 

  

Number of

  

Expiration

 

Notional

  

Market

  

Unrealized
Appreciation/(Depreciation)

  

Variation Margin

 

Description

 

Contracts*

  

Date

 

Amount

  

Value ╪

  

Asset

  

Liability

  

Asset

  

Liability

 
Long position contracts:                                      

10-Year U.S. Treasury Note Future

   296  

03/20/2014

  $36,997   $37,222   $225   $   $88   $ 

2-Year U.S. Treasury Note Future

   4  

03/31/2014

   881    881                 

5-Year U.S. Treasury Note Future

   26  

03/31/2014

   3,113    3,136    23        4     

Australian 10-Year Bond Future

   44  

03/17/2014

   4,390    4,503    113        2     

Euro-BTP Future

   9  

03/06/2014

   1,383    1,428    45        6     

Euro-BUND Future

   132  

03/06/2014

   24,916    25,615    699        116     

German Stock Exchange Future

   9  

03/21/2014

   2,778    2,829    51            (11)

Gold 100oz Future

   18  

04/28/2014

   2,231    2,232    1            (5)

Japan 10-Year Bond Future

   17  

03/11/2014

   23,914    24,083    169        3     

KOSPI 200 Index Future

   107  

03/13/2014

   13,141    12,721        (420)        

U.S. Treasury Long Bond Future

   3  

03/20/2014

   394    401    7        1     

U.S. Treasury Ultra Long Term Bond Future

   59  

03/20/2014

   8,164    8,485    321        19     
Total          $122,302   $123,536   $1,654   $(420)  $239   $(16)
Short position contracts:                                      

Australian SPI 200 Index Future

   72  

03/20/2014

  $7,977   $8,102   $   $(125)  $   $(8)

Canadian Government 10-Year Bond Future

   240  

03/20/2014

   27,624    28,322        (698)       (66)

EAFE (mini MSCI) Index Future

   233  

03/21/2014

   21,338    21,178    160        338     

Emerging Markets (mini MSCI) Index Future

   141  

03/21/2014

   6,929    6,523    406            (12)

Long Gilt Future

   163  

03/27/2014

   28,917    29,579        (662)       (110)

S&P 500 (E-Mini) Future

   201  

03/21/2014

   17,897    17,854    43        47     
Total          $110,682   $111,558   $609   $(1,485)  $385   $(196)
Total futures contracts          $11,620   $11,978   $2,263   $(1,905)  $624   $(212)

 

* The number of contracts does not omit 000's.

 

Cash of $9,920 was pledged as initial margin deposit and collateral for daily variation margin loss on open futures contracts at January 31, 2014.

 

15
 

 

The Hartford Global All-Asset Fund
Consolidated Schedule of Investments
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Foreign Currency Contracts Outstanding at January 31, 2014

                   

Unrealized Appreciation/(Depreciation)

 

Currency

 

Buy / Sell

 

Delivery Date

 

Counterparty

 

Contract Amount

  

Market Value ╪

  

Asset

  

Liability

 

AUD

 

Buy

 

02/04/2014

 

BOA

  $27   $27   $   $ 

AUD

 

Buy

 

02/28/2014

 

JPM

   7,294    7,101        (193)

AUD

 

Buy

 

02/03/2014

 

MSC

   116    116         

AUD

 

Buy

 

02/28/2014

 

NAB

   20,325    20,045        (280)

AUD

 

Buy

 

03/19/2014

 

NAB

   2,070    1,994        (76)

AUD

 

Buy

 

02/28/2014

 

RBS

   7,290    7,100        (190)

AUD

 

Sell

 

03/19/2014

 

NAB

   8,037    7,740    297     

BRL

 

Buy

 

02/04/2014

 

MSC

   902    906    4     

BRL

 

Buy

 

03/06/2014

 

MSC

   891    899    8     

BRL

 

Buy

 

02/04/2014

 

UBS

   914    906        (8)

BRL

 

Sell

 

02/04/2014

 

MSC

   898    906        (8)

BRL

 

Sell

 

02/04/2014

 

UBS

   902    906        (4)

CAD

 

Buy

 

02/03/2014

 

BCLY

   37    37         

CAD

 

Buy

 

03/19/2014

 

BCLY

   4,860    4,832        (28)

CAD

 

Buy

 

02/28/2014

 

RBC

   6,097    5,956        (141)

CAD

 

Buy

 

03/19/2014

 

TDS

   4,749    4,744        (5)

CAD

 

Buy

 

03/19/2014

 

UBS

   2,718    2,725    7     

CAD

 

Buy

 

03/19/2014

 

UBS

   2,731    2,724        (7)

CAD

 

Sell

 

03/19/2014

 

SSG

   5,682    5,416    266     

CAD

 

Sell

 

02/03/2014

 

UBS

   2,721    2,728        (7)

CHF

 

Buy

 

03/19/2014

 

CSFB

   5,363    5,243        (120)

CHF

 

Buy

 

03/19/2014

 

JPM

   499    499         

CHF

 

Sell

 

02/28/2014

 

BOA

   15,442    15,528        (86)

CHF

 

Sell

 

02/03/2014

 

SSG

   119    119         

CNY

 

Sell

 

03/19/2014

 

CBK

   5,950    5,995        (45)

EUR

 

Buy

 

02/04/2014

 

BNP

   122    121        (1)

EUR

 

Buy

 

03/19/2014

 

CSFB

   1,105    1,091        (14)

EUR

 

Buy

 

03/19/2014

 

RBC

   752    749        (3)

EUR

 

Buy

 

02/28/2014

 

SSG

   13,458    13,301        (157)

EUR

 

Sell

 

03/19/2014

 

BCLY

   2,431    2,397    34     

EUR

 

Sell

 

03/19/2014

 

CBK

   2,351    2,310    41     

EUR

 

Sell

 

02/28/2014

 

GSC

   13,491    13,301    190     

EUR

 

Sell

 

03/19/2014

 

MSC

   31,621    30,952    669     

GBP

 

Buy

 

02/03/2014

 

GSC

   254    252        (2)

GBP

 

Buy

 

02/04/2014

 

JPM

   4    4         

GBP

 

Sell

 

02/28/2014

 

CBK

   10,239    10,228    11     

GBP

 

Sell

 

02/03/2014

 

SSG

   155    155         

INR

 

Buy

 

03/19/2014

 

BOA

   2,246    2,223        (23)

INR

 

Sell

 

03/19/2014

 

JPM

   2,236    2,223    13     

JPY

 

Buy

 

03/19/2014

 

CBK

   596    599    3     

JPY

 

Sell

 

03/19/2014

 

BMO

   946    964        (18)

JPY

 

Sell

 

03/19/2014

 

BNP

   29,138    29,422        (284)

JPY

 

Sell

 

03/19/2014

 

CBA

   4,148    4,255        (107)

JPY

 

Sell

 

03/19/2014

 

HSBC

   958    983        (25)

JPY

 

Sell

 

03/19/2014

 

JPM

   838    859        (21)

JPY

 

Sell

 

02/28/2014

 

NAB

   31,471    32,273        (802)

JPY

 

Sell

 

03/19/2014

 

SCB

   601    619        (18)

JPY

 

Sell

 

03/19/2014

 

UBS

   466    471        (5)

KRW

 

Buy

 

03/19/2014

 

CBK

   12,014    11,819        (195)

KRW

 

Sell

 

03/19/2014

 

BOA

   986    978    8     

KRW

 

Sell

 

03/19/2014

 

CBK

   14,198    13,968    230     

MXN

 

Buy

 

03/19/2014

 

HSBC

   14,113    13,659        (454)

MXN

 

Sell

 

03/19/2014

 

RBC

   4,358    4,351    7     

NOK

 

Buy

 

03/19/2014

 

RBS

   4,060    3,964        (96)

NOK

 

Buy

 

03/19/2014

 

UBS

   465    454        (11)

NOK

 

Sell

 

02/03/2014

 

DEUT

   22    22         

NOK

 

Sell

 

03/19/2014

 

RBS

   3,168    3,093    75     

 

16
 

 

The Hartford Global All-Asset Fund
Consolidated Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Foreign Currency Contracts Outstanding at January 31, 2014 - (continued)

 

                   

Unrealized Appreciation/(Depreciation)

 

Currency

 

Buy / Sell

 

Delivery Date

 

Counterparty

 

Contract Amount

  

Market Value ╪

  

Asset

  

Liability

 

NZD

 

Sell

 

03/19/2014

 

WEST

  $3,981   $3,922   $59   $ 

SEK

 

Buy

 

03/19/2014

 

BNP

   7,059    7,055        (4)

SEK

 

Buy

 

03/19/2014

 

JPM

   464    463        (1)

SEK

 

Buy

 

02/04/2014

 

SSG

   25    25         

SEK

 

Sell

 

03/19/2014

 

BCLY

   2,429    2,389    40     

SEK

 

Sell

 

03/19/2014

 

BNP

   4,175    4,173    2     

SEK

 

Sell

 

02/03/2014

 

SSG

   84    84         

SGD

 

Sell

 

02/03/2014

 

BOA

   103    103         

TWD

 

Sell

 

03/19/2014

 

BOA

   10,833    10,506    327     

ZAR

 

Buy

 

03/19/2014

 

BOA

   2,313    2,167        (146)
                      $2,291   $(3,585)

 

Cash of $226 was pledged as initial margin deposit and collateral for daily variation margin loss on open centrally cleared swap contracts at January 31, 2014.

 

Centrally Cleared Credit Default Swap Contracts Outstanding at January 31, 2014

 

  

Clearing

 

Notional

  

(Pay)/ Receive Fixed

  

Expiration

 

Upfront
Premiums

  

Market 

  

Unrealized
Appreciation/
(Depreciation)

  

Variation Margin

 

Reference Entity

 

House (a)

 

Amount (b)

  

Rate

  

Date

 

Paid (Received)

  

Value ╪

  

Asset

  

Liability

  

Asset

  

Liability

 
Credit default swaps on traded indices:                                              
Sell protection:                                              
CDX.NA.HY.21 

CME

  $4,875    5.00%  12/20/18  $211   $317   $106   $   $1   $ 

 

(a)The FCM to the contracts is MSC.

 

(b)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.  Notional shown in U.S. dollars unless otherwise noted.

 

Over-the-Counter Credit Default Swap Contracts Outstanding at January 31, 2014

 

     

Notional

  

(Pay)/ Receive Fixed 

  

Expiration 

 

Upfront
Premiums

  

Upfront
Premiums 

  

Market 

  

Unrealized
Appreciation/(Depreciation)

 

Reference Entity

 

Counterparty

 

Amount (a)

  

Rate

  

Date

 

Paid

  

Received

  

Value ╪

  

Asset

  

Liability

 
Credit default swaps on traded indices:                                         
Buy protection:                                         
ITRX.CEEMEA.CORP.20 

BCLY

  $1,150    (1.00)%  12/20/18  $79   $   $82   $3   $ 
                                          
Sell protection:                                         
CDX.EM.20 

GSC

  $17,100    5.00%  12/20/18  $1,916   $   $1,183   $   $(733)
LCDX.NA.15 

GSC

   3,126    2.50%  12/20/15   31        94    63     
LCDX.NA.17 

BCLY

   12,160    2.50%  12/20/16       (900)   565    1,465     
Total                  $1,947   $(900)  $1,842   $1,528   $(733)
Total traded indices                  $2,026   $(900)  $1,924   $1,531   $(733)

 

(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.  Notional shown in U.S. dollars unless otherwise noted.

 

17
 

 

The Hartford Global All-Asset Fund
Consolidated Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Over-the-Counter Interest Rate Swap Contracts Outstanding at January 31, 2014

 

   Payments made  Payments received  Notional   Expiration  Upfront
Premiums
   Upfront
Premiums
   Market  

Unrealized
Appreciation/(Depreciation)

 

Counterparty

 

by Fund

 

by Fund

 

Amount (a)

  

Date

 

Paid

  

Received

  

Value ╪

  

Asset

  

Liability

 
GSC  1.62% Fixed  6M CHF LIBOR  CHF8,270   09/18/23  $   $   $(277)  $   $(277)
JPM  1.65% Fixed  6M CHF LIBOR  CHF   21,560   03/19/24           (635)       (635)
                 $   $   $(912)  $   $(912)

  

(a)Notional shown in U.S. dollars unless otherwise noted.

 

Over-the-Counter Total Return Swap Contracts Outstanding at January 31, 2014

 

      Notional   Payments received  Expiration  Upfront
Premiums
   Upfront
Premiums
   Market  

Unrealized
Appreciation/(Depreciation)

 

Reference Entity

 

Counterparty

 

Amount (a)

  

(paid) by Fund

 

Date

 

Paid

  

Received

  

Value ╪

  

Asset

  

Liability

 
MSCI Daily TR Gross EM Poland  GSC  $585   1M LIBOR + 0.25%  06/30/14  $   $   $34   $34   $ 
MSCI Daily TR Gross EM S Africa  DEUT   2,447   1M LIBOR - 0.10%  10/31/14   2        249    247     
MSCI Daily TR Net EM Chile  DEUT   2,436   1M LIBOR + 0.30%  02/28/14   1        299    298     
MSCI Daily TR Net EM Chile  GSC   2,172   1M LIBOR + 0.30%  02/28/14           266    266     
S&P Regional Banks Select Industry Index  DEUT   2,334   1M LIBOR - 0.35%  01/30/15                    
S&P US Real Estate Select Industry TR  GSC   9,729   1M LIBOR - 0.50%  01/30/15           914    914     
Tel Aviv 25  GSC   4,654   (1M LIBOR + 0.90%)  05/29/14           (164)       (164)
                 $3   $   $1,598   $1,759   $(164)

  

(a)Notional shown in U.S. dollars unless otherwise noted.

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

18
 

 

The Hartford Global All-Asset Fund
Consolidated Schedule of Investments
January 31, 2014 (Unaudited)
(000’s Omitted)

 

GLOSSARY: (abbreviations used in preceding Consolidated Schedule of Investments)
 
Counterparty Abbreviations:
BCLY Barclays
BMO Bank of Montreal
BNP BNP Paribas Securities Services
BOA Banc of America Securities LLC
CBA Commonwealth Bank of Australia
CBK Citibank NA
CME Chicago Mercantile Exchange
CSFB Credit Suisse First Boston Corp.
DEUT Deutsche Bank Securities, Inc.
FCM Futures Commission Merchant
GSC Goldman Sachs & Co.
HSBC HSBC Bank USA
ICE Intercontinental Exchange
JPM JP Morgan Chase & Co.  
MSC Morgan Stanley
NAB National Australia Bank Limited
RBC RBC Dominion Securities, Inc.
RBS RBS Greenwich Capital
SCB Standard Chartered Bank
SSG State Street Global Markets LLC
TDS TD Securities, Inc.
UBS UBS AG
WEST Westpac International
 
Currency Abbreviations:
AUD Australian Dollar  
BRL Brazilian Real  
CAD Canadian Dollar  
CHF Swiss Franc  
CNY Chinese Yuan Renminbi  
EUR EURO  
GBP British Pound  
HKD Hong Kong Dollar  
INR Indian Rupee  
JPY Japanese Yen  
KRW South Korean Won  
MXN Mexican New Peso  
NOK Norwegian Krone  
NZD New Zealand Dollar  
SEK Swedish Krona  
SGD Singapore Dollar  
TWD Taiwan Dollar  
USD U.S. Dollar  
ZAR South African Rand  
 
Index Abbreviations:
CDX.EM Credit Derivatives Emerging Markets
CDX.NA.HY Credit Derivatives North American High Yield
EAFE Europe, Australasia and Far East

ITRX.CEEMEA. CORP

Markit iTraxx - Central and Eastern Europe, Middle East and Africa Corporate
KOSPI Korea Composite Stock Price
LCDX.NA Credit Derivatives North American Loan
MSCI Morgan Stanley Capital International
S&P Standard & Poors
SPI Share Price Index

 

Other Abbreviations:

ADR American Depositary Receipt
EM Emerging Markets
ETF Exchange Traded Fund
FFCB Federal Farm Credit Bank
FHLB Federal Home Loan Bank
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
NVDR Non-Voting Depositary Receipt
REIT Real Estate Investment Trust
SPDR Standard & Poor's Depositary Receipt
 

 

19
 

 

The Hartford Global All-Asset Fund
Consolidated Schedule of Investments
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Credit Exposure

as of January 31, 2014 

Credit Rating *  Percentage
of Net Assets
 
Aaa / AAA   5.6%
Aa / AA   7.8 
A   0.6 
Baa / BBB   4.2 
Ba / BB   1.4 
B   0.5 
Not Rated   0.1 
Non-Debt Securities and Other Short-Term Instruments   81.4 
Other Assets and Liabilities   (1.6)
Total   100.0%

 

*Credit exposure is the long-term credit ratings for the Fund's holdings, as of the date noted, as provided by Standard and Poor's (S&P) or Moody's Investors Service and typically range from AAA/Aaa (highest) to C/D (lowest). If Moody's and S&P assign different ratings, the lower rating is used. Fixed income securities that are not rated by either agency are listed as "Not Rated." Ratings do not apply to the Fund itself or to Fund shares. Ratings may change.

 

Diversification by Sector

as of January 31, 2014 

Sector  Percentage of
Net Assets
 
Equity Securities     
Consumer Discretionary   10.2%
Consumer Staples   5.4 
Energy   4.4 
Financials   15.7 
Health Care   4.2 
Industrials   9.5 
Information Technology   10.4 
Materials   5.7 
Services   2.8 
Utilities   4.0 
Total   72.3%
Fixed Income Securities     
Basic Materials   0.4%
Consumer Cyclical   0.5 
Consumer Staples   0.1 
Energy   0.4 
Finance   1.1 
Health Care   0.1 
Services   0.1 
Technology   0.3 
Transportation   0.2 
Utilities   0.3 
Total   3.5%
Foreign Government Obligations   8.3%
Purchased Options   0.1 
U.S. Government Agencies   4.1 
U.S. Government Securities   4.3 
Short-Term Investments   9.0 
Other Assets and Liabilities   (1.6)
Total   100.0%

 

A sector may be comprised of several industries.  For Fund compliance purposes, the Fund may not use the same classification system and these sector classifications are used for reporting ease.

 

20
 

 

The Hartford Global All-Asset Fund
Consolidated Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary

January 31, 2014 

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks                    
Australia  $7,510   $11   $7,499   $ 
Austria   998        998     
Belgium   2,020    266    1,754     
Brazil   3,630    3,630         
British Virgin Islands   863    863         
Canada   11,055    11,054        1 
Cayman Islands   307    307         
Chile   305    220    85     
China   16,382    3,262    13,120     
Colombia   126    126         
Denmark   880    569    311     
Egypt   342        342     
Finland   733    19    714     
France   21,593        21,593     
Germany   14,642    2,655    11,987     
Greece   4,065        4,065     
Hong Kong   10,287    490    9,797     
India   2,041        2,041     
Indonesia   389        389     
Ireland   7,363    3,508    3,855     
Israel   1,851    239    1,612     
Italy   6,016        6,016     
Japan   38,474        38,474     
Jersey   466    247    219     
Luxembourg   114        114     
Malaysia   1,448    21    1,427     
Mauritius   126        126     
Mexico   867    867         
Netherlands   8,225        8,225     
Norway   3,062    631    2,431     
Peru   299    299         
Philippines   152        152     
Russia   632    632         
Singapore   3,227        3,227     
South Africa   1,077        1,077     
South Korea   16,055    218    15,837     
Spain   7,778        7,778     
Sweden   2,946        2,946     
Switzerland   12,071    491    11,580     
Taiwan   14,701    167    14,534     
Thailand   574        574     
Turkey   438        438     
United Kingdom   29,827    4,928    24,899     
United States   145,034    144,917    117     
Total   400,991    180,637    220,353    1 
Call Options Purchased   252    107    145     
Corporate Bonds: Investment Grade   19,795        19,795     
Exchange Traded Funds   9,132    9,132         
Foreign Government Obligations   47,260        45,121    2,139 
Preferred Stocks   2,382    926    1,456     
Put Options Purchased   470        470     
U.S. Government Agencies   23,243        23,243     
U.S. Government Securities   24,882    17,990    6,892     
Warrants   235    235         
Short-Term Investments   51,159        51,159     

 

21
 

 

The Hartford Global All-Asset Fund
Consolidated Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary -(continued)

 

Total  $579,801   $209,027   $368,634   $2,140 
Credit Default Swaps*   1,637        1,637     
Foreign Currency Contracts*   2,291        2,291     
Futures*   2,263    2,263         
Total Return Swaps*   1,759        1,759     
Total  $7,950   $2,263   $5,687   $ 
Liabilities:                    
Credit Default Swaps*   733        733     
Foreign Currency Contracts*   3,585        3,585     
Futures*   1,905    1,905         
Interest Rate Swaps*   912        912     
Total Return Swaps*   164        164     
Total  $7,299   $1,905   $5,394   $ 

 

For the three-month period ended January 31, 2014, investments valued at $5,285 were transferred from Level 1 to Level 2, and investments valued at $3,042 were transferred from Level 2 to Level 1. Investments are transferred between Level 1 and Level 2 for a variety of reasons including, but not limited to:
1)Foreign equities for which a fair value price is more representative of exit value than the local market close (transfer into Level 2). Foreign equities for which the local market close is more representative of exit value (transfer into Level 1).
2)U.S. Treasury securities that no longer represent the most recent issue (transfer into Level 2).
3)Equity investments with no observable trading but a bid or close price is used (transfer into Level 2). Equity investments using observable quoted prices in an active market (transfer into Level 1).
*Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

 

Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:

 

  

Balance
as of
October
31, 2013

  

Realized
Gain
(Loss)

  

Change in
Unrealized
Appreciation
(Depreciation)

  

Net
Amortization

  

Purchases

  

Sales

  

Transfers
Into
Level 3 *

  

Transfers
Out of

Level 3 *

  

Balance
as of
January
31, 2014

 
Assets:                                             
Common Stocks  $258   $   $(37)†  $   $   $   $38   $(258)  $1 
Foreign Government Obligations           4   2    2,138    (5)           2,139 
Total  $258   $   $(33)  $2   $2,138   $(5)  $38   $(258)  $2,140 

 

*Investments are transferred into and out of Level 3 for a variety of reasons including, but not limited to:

1) Investments where trading has been halted (transfer into Level 3) or investments where trading has resumed (transfer out of Level 3).

2) Broker quoted investments (transfer into Level 3) or quoted prices in active markets (transfer out of Level 3).

3) Investments that have certain restrictions on trading (transfer into Level 3) or investments where trading restrictions have expired (transfer out of Level 3).

Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2014 was $(37).
Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2014 was $4.

 

Note:For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

22
 

 

 

The Hartford Global Alpha Fund
Schedule of Investments – (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 1.1%     
     Finance and Insurance - 1.1%     
     Bear Stearns Mortgage Funding Trust     
$21   0.30%, 03/25/2037 Δ  $15 
     Citigroup Commercial Mortgage Trust     
 35   4.25%, 09/10/2046 ■   26 
     Commercial Mortgage Trust     
 100   4.40%, 07/10/2045 ■   75 
     JP Morgan Chase Commercial Mortgage Securities Corp.     
 100   2.75%, 10/15/2045 ■   66 
     Luminent Mortgage Trust     
 63   0.42%, 11/25/2035 Δ   55 
     Morgan Stanley Mortgage Loan Trust     
 223   0.33%, 11/25/2036 Δ   95 
     UBS-Barclays Commercial Mortgage Trust     
 50   4.09%, 03/10/2046 ■Δ   39 
         371 
           
     Total asset & commercial mortgage backed securities     
     (cost $333)  $371 
           
CORPORATE BONDS - 4.9%     
     Administrative Waste Management and Remediation - 0.1%     
     Clean Harbors, Inc.     
$25   5.13%, 06/01/2021  $25 
           
     Arts, Entertainment and Recreation - 0.2%     
     Cinemark USA, Inc.     
 60   4.88%, 06/01/2023   57 
           
     Finance and Insurance - 2.1%     
     American International Group, Inc.     
GBP  50   5.75%, 03/15/2067   82 
     Bank of America Corp.     
EUR   50   1.01%, 05/23/2017 Δ   66 
     CNH Capital LLC     
 75   3.63%, 04/15/2018   76 
     HSBC Holdings plc     
EUR  50   0.59%, 09/30/2020 Δ   66 
     Royal Bank of Scotland Group plc     
 115   6.00%, 12/19/2023   116 
 50   9.50%, 03/16/2022 §   58 
     SLM Corp.     
 165   5.50%, 01/15/2019╦   169 
 20   6.25%, 01/25/2016   21 
         654 
     Health Care and Social Assistance - 0.5%     
     AbbVie, Inc.     
 25   1.75%, 11/06/2017   25 
     DaVita, Inc.     
 45   5.75%, 08/15/2022   46 
     Fresenius Medical Care U.S. Finance II, Inc.     
 70   5.63%, 07/31/2019 ■   74 
     Zoetis, Inc.     
 45   1.88%, 02/01/2018   45 
         190 
     Information - 1.3%     
     Sprint Corp.     
 125   7.25%, 09/15/2021 ■    135 
     Verizon Communications, Inc.     
 155   5.15%, 09/15/2023    168 
 120   6.55%, 09/15/2043    144 
         447 
     Other Services - 0.1%     
     Service Corp. International     
 25   5.38%, 01/15/2022 ■    25 
           
     Utilities - 0.3%     
     American Electric Power Co., Inc.     
 25   1.65%, 12/15/2017    25 
 50   2.95%, 12/15/2022    48 
         73 
     Water Transportation - 0.1%     
     Royal Caribbean Cruises Ltd.     
 35   5.25%, 11/15/2022    35 
           
     Wholesale Trade - 0.2%     
     Spectrum Brands Holdings, Inc.     
 60   6.38%, 11/15/2020 ■    64 
           
     Total corporate bonds     
     (cost $1,514)   $1,570 
           
FOREIGN GOVERNMENT OBLIGATIONS - 18.9%     
     Canada - 4.0%     
     Canada (Government of)     
CAD  1,420   1.75%, 03/01/2019   $1,280 
           
     France - 1.2%     
     France (Government of)     
EUR  300   2.25%, 05/25/2024    405 
           
     Italy - 9.4%     
     Italy (Republic of)     
EUR  635   3.00%, 11/01/2015    887 
EUR  1,485   4.50%, 07/15/2015 - 03/01/2019    2,131 
         3,018 
     Spain - 1.6%     
     Spain (Government of)     
EUR  375   2.75%, 04/30/2019    515 
           
     Sweden - 2.7%     
     Sweden (Kingdom of)     
SEK  2,330   1.50%, 11/13/2023    334 
SEK   3,095   4.25%, 03/12/2019    535 
         869 
     Total foreign government obligations     
     (cost $6,127)   $6,087 
           
U.S. GOVERNMENT AGENCIES - 6.0%     
     FHLMC - 3.1%     
$1,000   1.00%, 07/30/2014   $1,005 

 

1
 

 

The Hartford Global Alpha Fund
Schedule of Investments — (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
U.S. GOVERNMENT AGENCIES - 6.0% - (continued)     
     FNMA - 2.9%     
$900   3.00%, 09/16/2014   $916 
           
     Total U.S. government agencies     
     (cost $1,920)   $1,921 
           
U.S. GOVERNMENT SECURITIES - 60.2%     
Other Direct Federal Obligations - 4.0%     
     FHLB - 4.0%     
$600    0.18%, 08/05/2014   $600 
 255    0.38%, 06/12/2014    255 
 330    1.38%, 05/28/2014    331 
 100    4.88%, 06/13/2014    102 
         1,288 
U.S. Treasury Securities - 56.2%     
     U.S. Treasury Notes - 56.2%     
 2,950    0.25%, 05/31/2014 - 09/30/2014 ╦Ө    2,952 
 950    0.38%, 07/15/2023 ◄╦    946 
 750    0.63%, 07/15/2014 ╦Θ    752 
 12,450    1.25%, 02/15/2014 Ө    12,456 
 1,000    2.38%, 08/31/2014 ╦    1,013 
         18,119 
     Total U.S. government securities     
     (cost $19,397)   $19,407 
           
Contracts ╬         
CALL OPTIONS PURCHASED - 0.1% 
Foreign Exchange Contracts - 0.1%     
     JPY Call/KRW Put     
JPY   2,177   Expiration: 04/24/2014Ð    4 
     USD Call/KRW Put     
 549   Expiration: 05/19/2014    2 
     USD Call/SGD Put     
 860   Expiration: 07/17/2014    11 
 22   Expiration: 05/16/2014    3 
         20 
     Total call options purchased     
     (cost $44)   $20 
           
PUT OPTIONS PURCHASED - 0.1%     
Foreign Exchange Contracts - 0.1%     
     EUR Put/USD Call     
EUR   78   Expiration: 05/02/2014и   $5 
     NZD Put/USD Call     
NZD50   Expiration: 04/22/2014Ҹ    4 
     USD Put/JPY Call     
 63   Expiration: 03/06/2014æ    21 
        $30 
Interest Rate Contracts - 0.0%     
     CMS Spread Option CMS10/CMS5     
 2,835   Expiration: 09/16/2014, Exercise Rate: 0.99%    3 
 4,580   Expiration: 08/07/2014, Exercise Rate: 1.03%    4 
     Interest Rate Swaption JPY     
JPY80,000   Expiration: 05/14/2019, Exercise Rate: 0.45%    1 
JPY77,625   Expiration: 05/12/2014, Exercise Rate: 0.46%    1 
JPY50,815   Expiration: 05/14/2014, Exercise Rate: 0.95%    2 
         11 
     Total put options purchased     
     (cost $47)   $41 
           
     Total long-term investments     
     (cost $29,382)  $29,417 

 

Shares or Principal Amount ╬    
SHORT-TERM INVESTMENTS - 5.5%     
Repurchase Agreements - 5.5%     
     Bank of Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $237, collateralized by U.S.
Treasury Bill 0.07% - 0.14%, 2014, U.S.
Treasury Bond 2.75% - 11.25%, 2015 -
2043, U.S. Treasury Note 0.25% - 4.25%,
2014 - 2023, value of $241)
     
$237    0.02%, 1/31/2014   237 
     Bank of America Merrill Lynch TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $78,
collateralized by FHLMC 3.50% - 4.00%,
2042 - 2043, FNMA 2.81% - 4.50%, 2041 -
2042, value of $80)
     
 78    0.02%, 1/31/2014   78 
     Bank of Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $203, collateralized by FHLB
0.88%, 2017, FHLMC 0.05% - 5.50%,
2014 - 2043, FNMA 2.00% - 3.50%, 2025 -
2028, GNMA 3.50%, 2042 - 2043, U.S.
Treasury Note 2.38%, 2014, value of $207)
     
 203    0.03%, 1/31/2014   203 
     Barclays Capital TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $215, collateralized by U.S.
Treasury Note 0.25% - 2.38%, 2014 -
2015, value of $220)
     
 215    0.02%, 1/31/2014   215 
     Citigroup Global Markets, Inc. TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $473,
collateralized by U.S. Treasury Bill 0.06%
- 0.10%, 2014, U.S. Treasury Bond 3.00%
- 8.75%, 2017 - 2042, U.S. Treasury Note
0.25% - 3.75%, 2015 - 2023, value of
$482)
     
 473    0.02%, 1/31/2014   473 
           

 

2
 

 

The Hartford Global Alpha Fund
Schedule of Investments — (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬      Market Value ╪ 
SHORT-TERM INVESTMENTS - 5.5% - (continued)         
Repurchase Agreements - 5.5% - (continued)       
     Deutsche Bank Securities TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $63,
collateralized by FHLMC 3.00% - 5.50%,
2019 - 2043, FNMA 3.00% - 6.50%, 2021 -
2043, GNMA 3.00% - 6.00%, 2037 - 2053,
value of $64)
          
$63   0.03%, 1/31/2014     $63 
     RBS Securities, Inc. TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $53, collateralized by U.S.
Treasury Note 2.63%, 2014, value of $54)
          
 53   0.02%, 1/31/2014        53 
     TD Securities TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $449, collateralized by FFCB
0.14%, 2015, FHLB 0.55%, 2017, FHLMC
3.00% - 4.38%, 2015 - 2043, FNMA 2.50%
- 4.50%, 2025 - 2043, value of $458)
          
 449   0.03%, 1/31/2014        449 
     UBS Securities, Inc. Repurchase Agreement
(maturing on 02/03/2014 in the amount of
$4, collateralized by U.S. Treasury Note
2.38%, 2015, value of $4)
          
 4   0.01%, 1/31/2014        4 
              1,775 
     Total short-term investments          
     (cost $1,775)       $1,775 
                
     Total investments          
     (cost $31,157) ▲   96.8%  $31,192 
     Other assets and liabilities   3.2%   1,039 
     Total net assets   100.0%  $32,231 

 

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

 

At January 31, 2014, the cost of securities for federal income tax purposes was $31,156 and the aggregate gross unrealized appreciation and depreciation based on that cost were:    

 

Unrealized Appreciation  $128 
Unrealized Depreciation   (92)
Net Unrealized Appreciation  $36 

 

ΔVariable rate securities; the rate reported is the coupon rate in effect at January 31, 2014.

 

The principal amount for this security is adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

 

Securities issued within terms of a private placement memorandum, exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2014, the aggregate value of these securities was $504, which represents 1.6% of total net assets.  

 

§These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933.  The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid.  At January 31, 2014, the aggregate value of these securities was $58, which represents 0.2% of total net assets.  

 

3
 

 

The Hartford Global Alpha Fund
Schedule of Investments — (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

иThis security has limitations. If the U.S. Dollar per EURO exchange rate is greater than or equal to 1.38 and then less than or equal to 1.24 between trade date and expiration date, the Fund will receive the equivalent of par on the number of contracts traded.

 

ҸThis security has limitations.  If the New Zealand Dollar per U.S. Dollar exchange rate is greater than or equal to 0.875 and then less than or equal to 0.825 between trade date and expiration date, the Fund will receive the equivalent of par on the number of contracts traded.

 

æThis security has limitations.  If the Japanese Yen per U.S. Dollar exchange rate is less than or equal to the barrier level of 99.30 at any point during the contract period, the counterparty will be required to pay the Fund the equivalent of par on the number of contracts traded.

 

ÐThis security has limitations.  If the South Korean Won per Japanese Yen exchange rate is greater than or equal to the barrier level of 11.56 at any point during the contract period, the counterparty will be required to pay the Fund the equivalent of par on the number of contracts traded.

 

All principal or contract amounts are in U.S. dollars unless otherwise indicated.

 

This security, or a portion of this security, has been pledged as collateral in connection with over-the-counter swap contracts.

 

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

 

ΘAt January 31, 2014, this security, or a portion of this security, is designated to cover written call options in the table below:

 

Written Call Options Outstanding at January 31, 2014

 

Description (Counterparty)  Option Type  Exercise Price/ Rate   Expiration
Date
  Number of
Contracts*
   Market
Value ╪
   Premiums
Received
   Unrealized
Appreciation
(Depreciation)
 
USD Call/KRW Put (JPM)  Foreign Exchange   

1225.00 KRW

   05/19/2014   549,000   $1   $12   $11 

 

* The number of contracts does not omit 000's.  Number of contracts shown in  U.S. dollars unless otherwise noted.

 

Futures Contracts Outstanding at January 31, 2014
 
                   Unrealized     
   Number of   Expiration   Notional   Market   Appreciation/(Depreciation)   Variation Margin 
Description  Contracts*   Date   Amount   Value ╪   Asset   Liability   Asset   Liability 
Long position contracts:
2-Year U.S. Treasury Note Future   1    03/31/2014   $220   $220   $   $   $   $ 
5-Year U.S. Treasury Note Future   86    03/31/2014    10,335    10,374    39        13     
Australian 10-Year Bond Future   27    03/17/2014    2,731    2,763    32        2    (1)
Australian 3-Year Bond Future   11    03/17/2014    1,045    1,049    4            (1)
Euro BUXL 30-Year Bond Future   8    03/06/2014    1,326    1,384    58        12     
Euro-BUND Future   8    03/06/2014    1,549    1,553    4        20    (8)
Long Gilt Future   7    03/27/2014    1,265    1,270    5        5     
Total            $18,471   $18,613   $142   $   $52   $(10)
Short position contracts:
10-Year U.S. Treasury Note Future   2    03/20/2014   $251   $252   $   $(1)  $   $ 
Euro-BOBL Future   36    03/06/2014    6,118    6,153        (35)       (15)
Euro-BTP Future   2    03/06/2014    317    317            1    (3)
Japan 10-Year Bond Future   1    03/11/2014    1,411    1,417        (6)        
Japan 10-Year Mini Bond Future   46    03/10/2014    6,475    6,518        (43)       (1)
U.S. Treasury Long Bond Future   22    03/20/2014    2,894    2,939        (45)       (7)
Total            $17,466   $17,596   $   $(130)  $1   $(26)
Total futures contracts            $1,005   $1,017   $142   $(130)  $53   $(36)

 

* The number of contracts does not omit 000's.

 

Cash of $256 was pledged as initial margin deposit and collateral for daily variation margin loss on open futures contracts at January 31, 2014.

 

4
 

 

The Hartford Global Alpha Fund
Schedule of Investments — (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Foreign Currency Contracts Outstanding at January 31, 2014

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
AUD  Buy  02/28/2014  BOA  $254   $253   $   $(1)
AUD  Buy  02/28/2014  CBK   95    94        (1)
AUD  Buy  02/28/2014  GSC   26    26         
AUD  Buy  02/28/2014  MSC   94    93        (1)
AUD  Buy  02/28/2014  NAB   484    477        (7)
AUD  Sell  02/28/2014  BOA   96    96         
AUD  Sell  02/28/2014  CBA   94    92    2     
AUD  Sell  02/28/2014  DEUT   254    253    1     
AUD  Sell  02/28/2014  GSC   157    153    4     
AUD  Sell  02/28/2014  JPM   125    122    3     
AUD  Sell  02/28/2014  JPM   192    192         
AUD  Sell  02/28/2014  NAB   31    31         
AUD  Sell  02/28/2014  SCB   52    52         
AUD  Sell  02/28/2014  UBS   116    113    3     
AUD  Sell  02/28/2014  UBS   96    96         
AUD  Sell  02/28/2014  WEST   27    26    1     
BRL  Buy  02/04/2014  MSC   301    302    1     
BRL  Buy  03/06/2014  MSC   246    248    2     
BRL  Buy  02/04/2014  SCB   127    126        (1)
BRL  Buy  02/04/2014  UBS   112    112         
BRL  Buy  02/04/2014  UBS   151    148        (3)
BRL  Sell  02/04/2014  MSC   300    302        (2)
BRL  Sell  03/06/2014  MSC   50    51        (1)
BRL  Sell  02/04/2014  SCB   126    127        (1)
BRL  Sell  02/04/2014  UBS   109    108    1     
BRL  Sell  02/04/2014  UBS   151    152        (1)
CAD  Buy  02/28/2014  GSC   13    13         
CAD  Buy  02/28/2014  HSBC   18    18         
CAD  Buy  02/28/2014  RBC   18    18         
CAD  Buy  02/28/2014  RBC   187    183        (4)
CAD  Sell  02/28/2014  CBK   187    188        (1)
CAD  Sell  02/28/2014  GSC   32    31    1     
CAD  Sell  02/28/2014  RBC   1,307    1,299    8     
CAD  Sell  02/28/2014  UBS   32    31    1     
CHF  Buy  02/28/2014  CBK   384    384         
CHF  Sell  02/28/2014  BOA   942    947        (5)
CLP  Sell  02/28/2014  SCB   389    372    17     
CLP  Sell  02/28/2014  UBS   173    169    4     
CNY  Buy  02/28/2014  RBS   76    76         
COP  Buy  02/28/2014  SCB   69    66        (3)
COP  Buy  02/28/2014  UBS   39    37        (2)
COP  Sell  02/28/2014  BNP   73    70    3     
COP  Sell  02/28/2014  BOA   36    35    1     
COP  Sell  02/28/2014  SCB   36    35    1     
COP  Sell  02/28/2014  UBS   34    33    1     
CZK  Sell  02/28/2014  JPM   26    26         
EUR  Buy  02/28/2014  BMO   20    20         
EUR  Buy  02/28/2014  BNP   473    467        (6)
EUR  Buy  02/28/2014  CBK   352    348        (4)
EUR  Buy  02/28/2014  DEUT   964    956        (8)
EUR  Buy  02/28/2014  JPM   1,159    1,146        (13)
EUR  Buy  02/28/2014  MSC   1,374    1,363        (11)
EUR  Buy  02/28/2014  SSG   48    47        (1)
EUR  Buy  02/03/2014  UBS   413    408        (5)
EUR  Buy  02/03/2014  WEST   449    443        (6)
EUR  Buy  02/28/2014  WEST   1,546    1,534        (12)
EUR  Sell  02/28/2014  CBK   276    274    2     
EUR  Sell  02/28/2014  CSFB   41    41         
EUR  Sell  02/28/2014  DEUT   128    128         
EUR  Sell  02/28/2014  JPM   258    254    4     
EUR  Sell  02/28/2014  MSC   275    271    4     

 

5
 

 

The Hartford Global Alpha Fund
Schedule of Investments — (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Foreign Currency Contracts Outstanding at January 31, 2014

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
EUR  Sell  02/28/2014  SSG   8,456    8,358    98     
EUR  Sell  02/03/2014  UBS                
EUR  Sell  02/28/2014  UBS   965    957    8     
EUR  Sell  02/05/2014  WEST   274    274         
EUR  Sell  02/28/2014  WEST   448    442    6     
GBP  Buy  02/28/2014  CBA   16    16         
GBP  Buy  02/28/2014  CBK   404    404         
GBP  Buy  02/28/2014  DEUT   25    25         
GBP  Buy  02/28/2014  DEUT   857    855        (2)
GBP  Buy  02/28/2014  GSC   188    189    1     
GBP  Buy  02/28/2014  JPM   188    189    1     
GBP  Buy  02/28/2014  JPM   595    590        (5)
GBP  Buy  02/28/2014  TDS   1,028    1,026        (2)
GBP  Sell  02/28/2014  BCLY   105    105         
GBP  Sell  02/28/2014  CBK   2,874    2,871    3     
GBP  Sell  02/28/2014  DEUT   252    250    2     
GBP  Sell  02/28/2014  HSBC   105    105         
GBP  Sell  02/03/2014  JPM   595    590    5     
GBP  Sell  02/28/2014  JPM   386    386         
GBP  Sell  02/28/2014  MSC   296    296         
HUF  Buy  02/28/2014  GSC   32    30        (2)
HUF  Buy  02/28/2014  UBS   32    31        (1)
HUF  Sell  02/28/2014  JPM   9    9         
ILS  Buy  02/28/2014  BCLY   16    16         
ILS  Buy  02/28/2014  JPM   44    44         
ILS  Buy  02/28/2014  MSC   31    31         
ILS  Sell  02/28/2014  HSBC   19    19         
ILS  Sell  02/28/2014  JPM   47    47         
INR  Buy  02/28/2014  BCLY   19    19         
INR  Buy  02/28/2014  RBS   38    38         
INR  Sell  02/28/2014  BNP   22    22         
INR  Sell  02/28/2014  MSC   40    41        (1)
JPY  Buy  02/28/2014  BOA   383    389    6     
JPY  Buy  02/28/2014  CSFB   49    50    1     
JPY  Buy  02/28/2014  JPM   258    261    3     
JPY  Buy  02/28/2014  MSC   510    516    6     
JPY  Buy  02/28/2014  NAB   886    909    23     
JPY  Buy  02/28/2014  SCB   20    20         
JPY  Buy  02/28/2014  UBS   110    110         
JPY  Sell  02/28/2014  CBK   162    162         
JPY  Sell  02/28/2014  DEUT   160    161        (1)
JPY  Sell  02/28/2014  HSBC   26    26         
JPY  Sell  02/28/2014  JPM   384    386        (2)
JPY  Sell  02/28/2014  MSC   162    162         
JPY  Sell  02/28/2014  MSC   128    129        (1)
JPY  Sell  02/28/2014  NAB   97    100        (3)
KRW  Buy  02/28/2014  UBS   13    13         
KRW  Sell  02/28/2014  BCLY   19    19         
KRW  Sell  02/28/2014  JPM   31    31         
KRW  Sell  02/28/2014  MSC   125    127        (2)
MXN  Buy  02/28/2014  CBK   126    124        (2)
MXN  Buy  02/28/2014  GSC   16    16         
MXN  Buy  02/28/2014  MSC   55    54        (1)
MXN  Buy  02/28/2014  UBS   126    126         
MXN  Sell  02/28/2014  BNP   32    32         
MXN  Sell  02/28/2014  CBK   127    124    3     
MXN  Sell  02/28/2014  HSBC   32    32         
MXN  Sell  02/28/2014  MSC   436    430    6     
MXN  Sell  02/28/2014  SCB   56    56         
MYR  Sell  02/28/2014  WEST   18    18         
NOK  Buy  02/28/2014  CBK   49    48        (1)
NOK  Buy  02/28/2014  DEUT   39    38        (1)
NOK  Buy  02/28/2014  GSC   22    22         
NOK  Buy  02/28/2014  JPM   23    22        (1)
NOK  Sell  02/28/2014  DEUT   274    268    6     

 

6
 

 

The Hartford Global Alpha Fund
Schedule of Investments — (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Foreign Currency Contracts Outstanding at January 31, 2014

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
NOK  Sell  02/28/2014  JPM   172    170    2     
NZD  Buy  02/28/2014  CBA   96    93        (3)
NZD  Buy  02/28/2014  CBK   127    123        (4)
NZD  Buy  02/28/2014  CSFB   96    93        (3)
NZD  Buy  02/28/2014  GSC   63    61        (2)
NZD  Buy  02/28/2014  JPM   398    386        (12)
NZD  Buy  02/28/2014  NAB   33    32        (1)
NZD  Buy  02/28/2014  UBS   63    61        (2)
NZD  Sell  02/28/2014  CBK   36    36         
NZD  Sell  02/28/2014  DEUT   11    11         
NZD  Sell  02/28/2014  GSC   94    91    3     
NZD  Sell  02/28/2014  JPM   245    240    5     
NZD  Sell  02/28/2014  MSC   93    90    3     
PEN  Buy  02/28/2014  BNP   16    16         
PEN  Sell  02/28/2014  BNP   16    16         
PEN  Sell  02/28/2014  SSG   32    32         
PHP  Sell  02/28/2014  JPM   18    18         
PLN  Buy  02/28/2014  CBK   45    44        (1)
PLN  Buy  02/28/2014  DEUT   126    123        (3)
PLN  Buy  02/28/2014  GSC   44    43        (1)
PLN  Buy  02/28/2014  JPM   197    193        (4)
PLN  Sell  02/28/2014  DEUT   129    126    3     
PLN  Sell  02/28/2014  JPM   42    41    1     
PLN  Sell  02/28/2014  MSC   145    140    5     
RUB  Buy  02/28/2014  JPM   31    31         
RUB  Sell  02/28/2014  GSC   38    36    2     
RUB  Sell  02/28/2014  JPM   107    103    4     
SEK  Buy  02/28/2014  JPM   50    50         
SEK  Buy  02/28/2014  JPM   128    128         
SEK  Sell  02/28/2014  CBK   119    117    2     
SEK  Sell  02/28/2014  GSC   655    644    11     
SEK  Sell  02/28/2014  JPM   208    205    3     
SEK  Sell  02/28/2014  JPM   651    653        (2)
SGD  Buy  02/28/2014  JPM   51    51         
SGD  Buy  02/28/2014  SCB   27    27         
SGD  Sell  02/28/2014  JPM   268    267    1     
SGD  Sell  02/28/2014  SCB   27    27         
SGD  Sell  02/28/2014  SCB   145    145         
TRY  Buy  02/28/2014  BOA   42    42         
TRY  Buy  02/28/2014  CBK   32    31        (1)
TRY  Sell  02/28/2014  BOA   20    20         
TRY  Sell  02/28/2014  JPM   16    15    1     
TRY  Sell  02/28/2014  JPM   47    48        (1)
TRY  Sell  02/28/2014  RBS   114    110    4     
TWD  Sell  02/27/2014  RBS   46    46         
ZAR  Buy  02/28/2014  CSFB   8    8         
ZAR  Buy  02/28/2014  JPM   29    29         
ZAR  Buy  02/28/2014  JPM   42    40        (2)
ZAR  Buy  02/28/2014  RBS   299    292        (7)
ZAR  Sell  02/28/2014  BOA   20    20         
ZAR  Sell  02/28/2014  CBK   156    152    4     
ZAR  Sell  02/28/2014  DEUT   124    121    3     
ZAR  Sell  02/28/2014  GSC   22    22         
                      $300   $(177)

 

7
 

 

The Hartford Global Alpha Fund
Schedule of Investments — (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Centrally Cleared Credit Default Swap Contracts Outstanding at January 31, 2014

 
   Clearing  Notional   (Pay)/ Receive Fixed   Expiration  Upfront
Premiums
   Market   Unrealized
Appreciation/
(Depreciation)
   Variation Margin 
Reference Entity  House (a)  Amount (b)   Rate   Date  Paid (Received)   Value ╪   Asset   Liability   Asset   Liability 
Credit default swaps on traded indices:
Buy protection:
CDX.NA.HY.21  CME  $440    (5.00)%  12/20/18  $(30)  $(29)  $1   $   $   $ 
ITRX.XOV.20  ICE  EUR  350    (5.00)%  12/20/18   (33)   (37)       (4)   1     
Total                  $(63)  $(66)  $1   $(4)  $1   $ 

 

(a)The FCM to the contracts is GSC.

 

(b)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.  Notional shown in U.S. dollars unless otherwise noted.

 

Over-the-Counter Credit Default Swap Contracts Outstanding at January 31, 2014

 

      Notional   (Pay)/ Receive Fixed
Rate/ Implied
   Expiration  Upfront
Premiums
   Upfront
Premiums
   Market   Unrealized
Appreciation/(Depreciation)
 
Reference Entity  Counterparty  Amount (a)   Credit Spread (b)   Date  Paid   Received   Value ╪   Asset   Liability 
Credit default swaps on traded indices:
Buy protection:
ABX.HE.AA.06  JPM  $28    (0.32)%  07/25/45  $7   $   $7   $   $ 
ABX.HE.AAA.06  BOA   123    (0.18)%  07/25/45   3        5    2     
ABX.HE.AAA.06  JPM   23    (0.18)%  07/25/45   1        1         
ABX.HE.AAA.06  JPM   40    (0.18)%  07/25/45   1        1         
ABX.HE.AAA.06  MSC   46    (0.18)%  07/25/45   2        2         
CMBX.NA.A.1  BOA   130    (0.35)%  10/12/52   42        48    6     
CMBX.NA.A.1  CSI   130    (0.35)%  10/12/52   51        48        (3)
CMBX.NA.A.1  JPM   30    (0.35)%  10/12/52   11        11         
CMBX.NA.AA.1  CSI   330    (0.25)%  10/12/52   77        64        (13)
CMBX.NA.AA.1  JPM   75    (0.25)%  10/12/52   15        15         
CMBX.NA.AA.1  JPM   35    (0.25)%  10/12/52   7        7         
CMBX.NA.AA.2  BOA   29    (0.15)%  03/15/49   11        9        (2)
CMBX.NA.AA.2  CSI   78    (0.15)%  03/15/49   25        24        (1)
CMBX.NA.AA.2  DEUT   160    (0.15)%  03/15/49   58        50        (8)
CMBX.NA.AA.2  JPM   44    (0.15)%  03/15/49   16        14        (2)
CMBX.NA.AA.2  MSC   228    (0.15)%  03/15/49   86        71        (15)
CMBX.NA.AJ.1  CSI   100    (0.84)%  10/12/52   5        4        (1)
CMBX.NA.AJ.1  JPM   10    (0.84)%  10/12/52                    
CMBX.NA.AJ.2  CSI   105    (1.09)%  03/15/49   16        12        (4)
CMBX.NA.AJ.4  CSI   95    (0.96)%  02/17/51   25        22        (3)
CMBX.NA.AJ.4  JPM   10    (0.96)%  02/17/51   2        2         
CMBX.NA.AM.2  CSI   375    (0.50)%  03/15/49   24        10        (14)
CMBX.NA.AM.2  JPM   45    (0.50)%  03/15/49   1        1         
CMBX.NA.AM.2  MSC   20    (0.50)%  03/15/49   2        1        (1)
CMBX.NA.AM.4  GSC   60    (0.50)%  02/17/51   5        4        (1)
CMBX.NA.AM.4  JPM   5    (0.50)%  02/17/51                    
Total                  $493   $   $433   $8   $(68)

 

8
 

 

The Hartford Global Alpha Fund
Schedule of Investments — (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Over-the-Counter Credit Default Swap Contracts Outstanding at January 31, 2014 - (continued)

 

      Notional   (Pay)/ Receive Fixed
Rate/ Implied
   Expiration  Upfront
Premiums
   Upfront
Premiums
   Market   Unrealized
Appreciation/(Depreciation)
 
Reference Entity  Counterparty  Amount (a)   Credit Spread (b)   Date  Paid   Received   Value ╪   Asset   Liability 
Credit default swaps on traded indices: - (continued)
Sell protection:                                         
CMBX.NA.AAA.6  CSI  $645    0.50%  05/11/63  $   $(20)  $(18)  $2   $ 
CMBX.NA.AAA.6  CSI   530    0.50%  05/11/63       (13)   (15)       (2)
CMBX.NA.AAA.6  DEUT   260    0.50%  05/11/63       (6)   (7)       (1)
CMBX.NA.AAA.6  DEUT   60    0.50%  05/11/63       (3)   (2)   1     
CMBX.NA.AAA.6  JPM   160    0.50%  05/11/63       (6)   (5)   1     
CMBX.NA.BB.6  CSI   300    5.00%  05/11/63       (18)   (8)   10     
CMBX.NA.BB.7  CSI   35    5.00%  01/17/47       (2)   (2)        
CMBX.NA.BB.7  GSC   85    5.00%  01/17/47       (6)   (6)        
CMBX.NA.BBB-.6  CSI   30    3.00%  05/11/63       (3)   (1)   2     
CMBX.NA.BBB-.6  CSI   115    3.00%  05/11/63           (3)       (3)
CMBX.NA.BBB-.7  CSI   70    3.00%  01/17/47       (4)   (4)        
CMBX.NA.BBB-.7  CSI   70    3.00%  01/17/47       (4)   (4)        
PrimeX.ARM.1  JPM   3    4.42%  06/25/36                    
PrimeX.ARM.1  MSC   23    4.42%  06/25/36   2        2         
PrimeX.ARM.2  JPM   22    4.58%  12/25/37   1        1         
PrimeX.ARM.2  MSC   60    4.58%  12/25/37   3        2        (1)
PrimeX.ARM.2  MSC   142    4.58%  12/25/37   3        4    1     
PrimeX.FRM.1  JPM   3    4.42%  07/25/36                    
PrimeX.FRM.1  MSC   19    4.42%  07/25/36   2        2         
Total                  $11   $(85)  $(64)  $17   $(7)
Total traded indices            $504   $(85)  $369   $25   $(75)
Credit default swaps on single-name issues:                             
Buy protection:                                         
Credit Agricole SA  BOA  EUR  295    (3.00)% / 0.43%    12/20/15  $   $(21)  $(19)  $2   $ 
Credit Agricole SA  GSC  EUR  275    (3.00)% / 0.43%    12/20/15       (20)   (18)   2     
Credit Agricole SA  JPM  EUR  290    (3.00)% / 0.43%    12/20/15       (21)   (19)   2     
Societe Generale  CBK  EUR  190    (3.00)% / 0.44%    12/20/15       (14)   (12)   2     
Societe Generale  CSI  EUR  180    (3.00)% / 0.44%    12/20/15       (14)   (12)   2     
Societe Generale  DEUT  EUR  75    (3.00)% / 0.44%    12/20/15       (6)   (5)   1     
Standard Chartered Bank  DEUT  EUR  20    (1.00)% / 1.27%    03/20/19                    
Standard Chartered Bank  JPM  EUR  50    (1.00)% / 1.27%    03/20/19           1    1     
Total                  $   $(96)  $(84)  $12   $ 
Sell protection:                                         
Credit Agricole SA  BOA  EUR  270    3.00% / 0.99%    12/20/18  $30   $   $35   $5   $ 
Credit Agricole SA  JPM  EUR  145    3.00% / 0.99%    12/20/18   17        19    2     
Societe Generale  CBK  EUR  95    3.00% / 1.09%    12/20/18   11        12    1     
Societe Generale  CSI  EUR  90    3.00% / 1.09%    12/20/18   11        11         
Societe Generale  DEUT  EUR  35    3.00% / 1.09%    12/20/18   4        4         
Total                  $73   $   $81   $8   $ 
Total single-name issues           $73   $(96)  $(3)  $20   $ 
                   $577   $(181)  $366   $45   $(75)

 

(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.  Notional shown in U.S. dollars unless otherwise noted.

 

(b)Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues, U.S. municipal issues or sovereign government issues as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood of risk of default for the credit derivative.  The implied credit spread of a particular entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement.  Wider credit spreads represent a deterioration of the reference entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement.  The percentage shown is the implied credit spread on January 31, 2014.  For credit default swap agreements on indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk.

 

9
 

 

The Hartford Global Alpha Fund
Schedule of Investments — (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at January 31, 2014

 

Clearing  Payments made  Payments received  Notional   Expiration  Upfront
Premiums
   Market   Unrealized
Appreciation/
(Depreciation)
   Variation Margin 
House (a)  by Fund  by Fund  Amount (b)   Date  Paid (Received)   Value ╪   Asset   Liability   Asset   Liability 
LCH  2.59% Fixed  6M GBP LIBOR  GBP   4,185   03/16/18  $   $(14)  $   $(14)  $   $(3)
LCH  2.71% Fixed  6M GBP LIBOR  GBP   2,030   03/16/18       (15)       (15)       (1)
LCH  3M LIBOR  3.82% Fixed  $765   01/21/26       11    11        1     
LCH  4.13% Fixed  3M LIBOR   375   01/21/46       (11)       (11)       (1)
                 $   $(29)  $11   $(40)  $1   $(5)

 

(a)The FCM to the contracts is GSC.

 

(b)Notional shown in U.S. dollars unless otherwise noted.

 

Over-the-Counter Interest Rate Swap Contracts Outstanding at January 31, 2014

 

   Payments made  Payments received  Notional   Expiration  Upfront
Premiums
   Upfront
Premiums
   Market   Unrealized
Appreciation/(Depreciation)
 
Counterparty  by Fund  by Fund  Amount (a)   Date  Paid   Received   Value ╪   Asset   Liability 
CSI  0.82% Fixed  6M JPY LIBOR  JPY  25,600   02/18/23  $   $   $(2)  $   $(2)
DEUT  0.82% Fixed  6M JPY LIBOR  JPY  25,600   02/18/23           (2)       (2)
DEUT  MXIBTIIE  8.41% Fixed  MXN  995   12/13/23                    
JPM  0.18% Fixed  6M CHF LIBOR  CHF  2,760   03/19/16           (7)       (7)
JPM  0.91% Fixed  6M GBP LIBOR BBA  GBP  800   09/17/15           1    1     
MSC  MXIBTIIE  8.40% Fixed  MXN  2,270   12/13/23           (1)       (1)
                 $   $   $(11)  $1   $(12)

 

(a)Notional shown in U.S. dollars unless otherwise noted.

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Counterparty Abbreviations:
BCLY Barclays  
BMO Bank of Montreal
BNP BNP Paribas Securities  
BOA Banc of America Securities LLC
CBA Commonwealth Bank of Australia
CBK Citibank NA  
CME Chicago Mercantile Exchange
CSFB Credit Suisse First Boston Corp.
CSI Credit Suisse International
DEUT Deutsche Bank Securities, Inc.
FCM Futures Commission Merchant
GSC Goldman Sachs & Co.
HSBC HSBC Bank USA
ICE Intercontinental Exchange
JPM JP Morgan Chase & Co.  
LCH LCH Clearnet
MSC Morgan Stanley  
NAB National Australia Bank
RBC RBC Dominion Securities
RBS RBS Greenwich Capital
SCB Standard Chartered Bank
SSG State Street Global Markets LLC
TDS TD Securities, Inc.  
UBS UBS AG  
WEST Westpac International  

 

Currency Abbreviations:
AUD Australian Dollar  
BRL Brazilian Real  
CAD Canadian Dollar  
CHF Swiss Franc  
CLP Chilean Peso  
CNY Chinese Yuan Renminbi  
COP Colombian Peso  
CZK Czech Koruna  
EUR EURO  
GBP British Pound  
HUF Hungarian Forint  
ILS Israeli New Shekel  
INR Indian Rupee  
JPY Japanese Yen  
KRW South Korean Won  
MXN Mexican New Peso  
MYR Malaysian Ringgit  

 

10
 

 

The Hartford Global Alpha Fund
Schedule of Investments — (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Currency Abbreviations: - (continued)
NOK Norwegian Krone  
NZD New Zealand Dollar  
PEN Peruvian New Sol  
PHP Philippine Peso  
PLN Polish New Zloty  
SEK Swedish Krona  
SGD Singapore Dollar  
TRY Turkish New Lira  
TWD Taiwan Dollar  
USD U.S. Dollar  
ZAR South African Rand  
 
Index Abbreviations:
ABX.HE Markit Asset Backed Security Home Equity
CDX.NA.HY Credit Derivatives North American High Yield
CMBX.NA Markit Commercial Mortgage Backed North American
ITRX.XOV Markit iTraxx Index - Europe Crossover
PrimeX.ARM Markit PrimeX Adjustable Rate Mortgage Backed Security
PrimeX.FRM Markit PrimeX Fixed Rate Mortgage Backed Security
 
Other Abbreviations:
FFCB Federal Farm Credit Bank
FHLB Federal Home Loan Bank
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
GNMA Government National Mortgage Association
LIBOR London Interbank Offered Rate
MXIBTIIE Mexico Interbank Equilibrium Interest Rate

 

Credit Exposure
as of January 31, 2014
Credit Rating *  Percentage
of Net Assets
 
Aaa / AAA   6.7%
Aa / AA   67.4 
A   0.2 
Baa / BBB   13.0 
Ba / BB   2.2 
B   1.0 
Caa / CCC or Lower   0.5 
Not Rated   0.1 
Non-Debt Securities and Other Short-Term Instruments   5.7 
Other Assets and Liabilities   3.2 
Total   100.0%

 

*Credit exposure is the long-term credit ratings for the Fund's holdings, as of the date noted, as provided by Standard and Poor's (S&P) or Moody's Investors Service and typically range from AAA/Aaa (highest) to C/D (lowest). If Moody's and S&P assign different ratings, the lower rating is used. Fixed income securities that are not rated by either agency are listed as "Not Rated." Ratings do not apply to the Fund itself or to Fund shares. Ratings may change.

 

11
 

 

The Hartford Global Alpha Fund
Schedule of Investments – (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary

January 31, 2014

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Asset & Commercial Mortgage Backed Securities  $371   $   $201   $170 
Call Options Purchased   20        20     
Corporate Bonds   1,570        1,570     
Foreign Government Obligations   6,087        6,087     
Put Options Purchased   41        41     
U.S. Government Agencies   1,921        1,921     
U.S. Government Securities   19,407        19,407     
Short-Term Investments   1,775        1,775     
Total  $31,192   $   $31,022   $170 
Credit Default Swaps *   46        46     
Foreign Currency Contracts *   300        300     
Futures *   142    142         
Interest Rate Swaps *   12        12     
Total  $500   $142   $358   $ 
Liabilities:                    
Written Options   1        1     
Total  $1   $   $1   $ 
Credit Default Swaps *   79        79     
Foreign Currency Contracts *   177        177     
Futures *   130    130         
Interest Rate Swaps *   52        52     
Total  $438   $130   $308   $ 

 

For the three-month period ended January 31, 2014, investments valued at $673 were transferred from Level 1 to Level 2, and there were no transfers from Level 2 to Level 1. Investments are transferred between Level 1 and Level 2 for a variety of reasons including, but not limited to:
1)Foreign equities for which a fair value price is more representative of exit value than the local market close (transfer into Level 2). Foreign equities for which the local market close is more representative of exit value (transfer into Level 1).
2)U.S. Treasury securities that no longer represent the most recent issue (transfer into Level 2).
3)Equity investments with no observable trading but a bid or close price is used (transfer into Level 2). Equity investments using observable quoted prices in an active market (transfer into Level 1).
*Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

 

Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:

 

   Balance
as of
October
31, 2013
   Realized
Gain
(Loss)
   Change in
Unrealized
Appreciation
(Depreciation)
   Net
Amortization
   Purchases   Sales   Transfers
Into
Level 3 *
   Transfers
Out of
Level 3 *
   Balance
as of
January
31, 2014
 
Assets:                                             
Asset & Commercial Mortgage Backed Securities   $196   $2   $(1)†  $1   $   $(4)  $   $(24)  $170 
Total   $196   $2   $(1)  $1   $   $(4)  $   $(24)  $170 

 

*Investments are transferred into and out of Level 3 for a variety of reasons including, but not limited to:
1)Investments where trading has been halted (transfer into Level 3) or investments where trading has resumed (transfer out of Level 3).
2)Broker quoted investments (transfer into Level 3) or quoted prices in active markets (transfer out of Level 3).
3)Investments that have certain restrictions on trading (transfer into Level 3) or investments where trading restrictions have expired (transfer out of Level 3).
Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2014 was $(1).

 

Note:For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

12
 

 

 

The Hartford Global Growth Fund
Schedule of Investments
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount   Market Value ╪ 
COMMON STOCKS - 97.3%     
     Automobiles and Components - 0.5%     
 129   Nissan Motor Co., Ltd.  $1,103 
           
     Banks - 3.8%     
 301   Barclays Bank plc ADR   1,344 
 24   BNP Paribas   1,823 
 39   Erste Group Bank AG   1,410 
 214   Mitsubishi UFJ Financial Group, Inc.   1,289 
 28   Ocwen Financial Corp. ●   1,238 
 17   PNC Financial Services Group, Inc.   1,363 
         8,467 
     Capital Goods - 6.7%     
 28   ABB Ltd. ADR   701 
 9   Boeing Co.   1,147 
 14   Honeywell International, Inc.   1,302 
 231   Mitsubishi Heavy Industries Ltd.   1,491 
 11   Parker-Hannifin Corp.   1,217 
 73   Rolls-Royce Holdings plc   1,426 
 29   Safran S.A.   2,052 
 14   Schneider Electric S.A.   1,162 
 45   SKF AB Class B   1,183 
 5   SMC Corp. of America   1,206 
 26   Textron, Inc.   923 
 14   Wabco Holdings, Inc. ●   1,190 
         15,000 
     Commercial and Professional Services - 0.8%     
 24   Equifax, Inc. ●   1,677 
           
     Consumer Durables and Apparel - 3.7%     
 10   Adidas AG   1,106 
 18   Compagnie Financiere Richemont S.A.   1,639 
 10   Hugo Boss AG   1,289 
 25   Lululemon Athletica, Inc. ●   1,156 
 25   Pandora A/S   1,458 
 78   Pulte Group, Inc.   1,585 
         8,233 
     Consumer Services - 4.7%     
 92   Compass Group plc   1,372 
 61   Galaxy Entertainment Group Ltd. ●   596 
 51   MGM Resorts International ●   1,246 
 399   Sands China Ltd.   3,065 
 18   Starbucks Corp.   1,249 
 22   Whitbread plc   1,362 
 23   Wyndham Worldwide Corp.   1,644 
         10,534 
     Diversified Financials - 11.5%     
 7   Affiliated Managers Group, Inc. ●   1,464 
 36   American Express Co. ‡   3,032 
 17   Ameriprise Financial, Inc.   1,753 
 8   BlackRock, Inc.   2,540 
 27   Discover Financial Services, Inc.   1,457 
 33   Franklin Resources, Inc.   1,732 
 103   Henderson Group plc   370 
 13   IntercontinentalExchange Group, Inc.   2,620 
 30   JP Morgan Chase & Co.   1,638 
 60   Julius Baer Group Ltd.   2,910 
 24   Moody's Corp.   1,817 
 33   Nasdaq OMX Group, Inc.   1,264 
 7   Partners Group   1,592 
 41   SEI Investments Co.   1,400 
         25,589 
     Energy - 2.7%     
 51   Cobalt International Energy, Inc. ●   834 
 7   EOG Resources, Inc.   1,184 
 31   Halliburton Co.   1,505 
 7   Pioneer Natural Resources Co.   1,143 
 16   Schlumberger Ltd.   1,432 
         6,098 
     Food and Staples Retailing - 2.0%     
 47   CVS Caremark Corp.   3,175 
 33   Seven & I Holdings Co., Ltd.   1,297 
         4,472 
     Food, Beverage and Tobacco - 4.0%     
 38   Anheuser-Busch InBev N.V.   3,655 
 57   Diageo Capital plc   1,680 
 25   Green Mountain Coffee Roasters, Inc.   2,006 
 23   Monster Beverage Corp. ●   1,575 
         8,916 
     Health Care Equipment and Services - 2.2%     
 15   Aetna, Inc.   1,058 
 23   MEDNAX, Inc. ●   1,286 
 23   Medtronic, Inc.   1,278 
 13   Zimmer Holdings, Inc.   1,263 
         4,885 
     Insurance - 4.8%     
 18   Aflac, Inc.   1,131 
 316   AIA Group Ltd.   1,457 
 62   American International Group, Inc.   2,976 
 143   Ping An Insurance (Group) Co. ☼   1,156 
 71   Prudential plc   1,431 
 126   St. James's Place Capital plc   1,593 
 34   Tokio Marine Holdings, Inc.   984 
         10,728 
     Materials - 1.7%     
 112   Cemex S.A.B. de C.V. ADR ●   1,387 
 16   HeidelbergCement AG   1,178 
 101   James Hardie Industries plc   1,146 
         3,711 
     Media - 5.5%     
 28   Comcast Corp. Class A   1,501 
 23   DirecTV ●   1,590 
 75   Interpublic Group of Cos., Inc.   1,230 
 20   Scripps Networks Interactive Class A   1,468 
 276   Sirius XM Holdings, Inc. ●   987 
 90   Twenty-First Century Fox, Inc.   2,865 
 18   Walt Disney Co.   1,317 
 57   WPP plc   1,197 
         12,155 
     Pharmaceuticals, Biotechnology and Life Sciences - 13.4%     
 15   Actelion Ltd.   1,370 
 16   Amgen, Inc.   1,872 
 7   Biogen Idec, Inc. ●   2,224 
 66   Bristol-Myers Squibb Co.   3,307 
 23   Celgene Corp. ●   3,515 
 68   Gilead Sciences, Inc. ●   5,504 
 31   Merck & Co., Inc.   1,631 

 

1
 

 

The Hartford Global Growth Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount   Market Value ╪ 
COMMON STOCKS - 97.3% - (continued)     
     Pharmaceuticals, Biotechnology and Life Sciences - 13.4% - (continued)     
 31   Mylan, Inc. ●  $1,423 
 6   Regeneron Pharmaceuticals, Inc. ●   1,612 
 18   Roche Holding AG   4,824 
 19   UCB S.A.   1,341 
 15   Vertex Pharmaceuticals, Inc. ●   1,201 
         29,824 
     Real Estate - 0.6%     
 16   American Tower Corp. REIT   1,302 
           
     Retailing - 4.9%     
 3   Amazon.com, Inc. ●   1,246 
 22   Dollar General Corp. ●   1,240 
 29   GameStop Corp. Class A   1,008 
 75   Lowe's Cos., Inc.   3,494 
 3   Priceline.com, Inc. ●   3,933 
         10,921 
     Semiconductors and Semiconductor Equipment - 2.8%     
 26   ASML Holding N.V.   2,205 
 125   Infineon Technologies AG   1,281 
 88   MediaTek, Inc.   1,173 
 64   Micron Technology, Inc. ●   1,471 
         6,130 
     Software and Services - 14.9%     
 22   Accenture plc   1,784 
 69   Activision Blizzard, Inc.   1,190 
 27   Akamai Technologies, Inc. ●   1,283 
 7   Alliance Data Systems Corp. ●   1,660 
 29   Amdocs Ltd.   1,268 
 21   Automatic Data Processing, Inc.   1,578 
 16   Cognizant Technology Solutions Corp. ●   1,580 
 31   Facebook, Inc. ●   1,958 
 6   Google, Inc. ●   6,742 
 7   LinkedIn Corp. Class A ●   1,447 
 30   Mastercard, Inc.   2,240 
 37   Microsoft Corp.   1,400 
 22   Salesforce.com, Inc. ●   1,340 
 11   Splunk, Inc. ●   844 
 21   Tencent Holdings Ltd.   1,500 
 48   Vantiv, Inc. ●   1,458 
 11   Visa, Inc.   2,396 
 42   Yahoo!, Inc. ●   1,498 
         33,166 
     Technology Hardware and Equipment - 3.8%     
 221   Hitachi Ltd.   1,682 
 46   Juniper Networks, Inc. ●   1,217 
 1,066   Lenovo Group Ltd.   1,375 
 27   Qualcomm, Inc.   1,973 
 17   SanDisk Corp.   1,184 
 78   Telefonaktiebolaget LM Ericsson Class B   957 
         8,388 
     Telecommunication Services - 0.9%     
 8   SoftBank Corp.   550 
 49   T-Mobile US, Inc.   1,498 
         2,048 
     Transportation - 1.4%     
 36   Delta Air Lines, Inc.   1,104 
 9   FedEx Corp.  1,198 
 9   Kansas City Southern   929 
         3,231 
     Total common stocks     
     (cost $160,810)  $216,578 
           
PREFERRED STOCKS - 1.3%     
     Automobiles and Components - 0.6%     
 5   Volkswagen AG N.V.  $1,345 
           
     Media - 0.7%     
 31   ProSieben Sat.1 Media AG   1,376 
           
     Total preferred stocks     
     (cost $2,314)  $2,721 
           
     Total long-term investments
   
     (cost $163,124)  $219,299 
           
SHORT-TERM INVESTMENTS - 1.1%     
Repurchase Agreements - 1.1%     
     Bank of Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $332, collateralized by U.S.
Treasury Bill 0.07% - 0.14%, 2014, U.S.
Treasury Bond 2.75% - 11.25%, 2015 -
2043, U.S. Treasury Note 0.25% - 4.25%,
2014 - 2023, value of $338)
     
$332    0.02%, 1/31/2014  $332 
     Bank of America Merrill Lynch TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $109,
collateralized by FHLMC 3.50% - 4.00%,
2042 - 2043, FNMA 2.81% - 4.50%, 2041 -
2042, value of $112)
     
 109    0.02%, 1/31/2014   109 
     Bank of Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $285, collateralized by FHLB
0.88%, 2017, FHLMC 0.05% - 5.50%,
2014 - 2043, FNMA 2.00% - 3.50%, 2025
- 2028, GNMA 3.50%, 2042 - 2043, U.S.
Treasury Note 2.38%, 2014, value of $291)
     
 285    0.03%, 1/31/2014   285 
     Barclays Capital TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $302, collateralized by U.S.
Treasury Note 0.25% - 2.38%, 2014 - 2015,
value of $308)
     
 302    0.02%, 1/31/2014   302 

 

2
 

 

The Hartford Global Growth Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount          Market Value ╪ 
SHORT-TERM INVESTMENTS - 1.1% - (continued)             
Repurchase Agreements - 1.1% - (continued)             
     Citigroup Global Markets, Inc. TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $663,
collateralized by U.S. Treasury Bill 0.06% -
0.10%, 2014, U.S. Treasury Bond 3.00% -
8.75%, 2017 - 2042, U.S. Treasury Note
0.25% - 3.75%, 2015 - 2023, value of
$677)
            
$663    0.02%, 1/31/2014          $663 
     Deutsche Bank Securities TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $88, collateralized by FHLMC
3.00% - 5.50%, 2019 - 2043, FNMA
3.00% - 6.50%, 2021 - 2043, GNMA 3.00% -
6.00%, 2037 - 2053, value of $90)
            
 88    0.03%, 1/31/2014           88 
     RBS Securities, Inc. TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $74, collateralized by U.S.
Treasury Note 2.63%, 2014, value of $75)
            
 74    0.02%, 1/31/2014           74 
     TD Securities TriParty Repurchase Agreement
(maturing on 02/03/2014 in the amount of
$630, collateralized by FFCB 0.14%, 2015,
FHLB 0.55%, 2017, FHLMC 3.00% -
4.38%, 2015 - 2043, FNMA 2.50% - 4.50%,
2025 - 2043, value of $642)
            
 630    0.03%, 1/31/2014           630 
     UBS Securities, Inc. Repurchase Agreement
(maturing on 02/03/2014 in the amount of
$6, collateralized by U.S. Treasury Note
2.38%, 2015, value of $6)
            
 6    0.01%, 1/31/2014           6 
                 2,489 
     Total short-term investments             
     (cost $2,489)          $2,489 
                   
     Total investments          
     (cost $165,613) ▲   99.7%  $221,788 
     Other assets and liabilities   0.3%   773 
     Total net assets   100.0%  $222,561 

 

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 may 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.

 

At January 31, 2014, the cost of securities for federal income tax purposes was $166,530 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $58,267 
Unrealized Depreciation   (3,009)
Net Unrealized Appreciation  $55,258 

 

Non-income producing.

 

3
 

 

The Hartford Global Growth Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $72 at January 31, 2014.

 

This security, or a portion of this security, has been segregated to cover funding requirements on investment transactions settling in the future.

 

Foreign Currency Contracts Outstanding at January 31, 2014
 
                   

Unrealized Appreciation/(Depreciation)

 

Currency

  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 

CHF

  Buy  02/04/2014  GSC  $111   $111   $   $ 

CHF

  Buy  02/03/2014  JPM   182    179        (3)

CHF

  Buy  02/05/2014  SSG   129    129         

HKD

  Buy  02/04/2014  NAB   72    72         

JPY

  Buy  02/04/2014  BOA   554    555    1     
                      $1   $(3)

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Counterparty Abbreviations:
BOA Banc of America Securities LLC
GSC Goldman Sachs & Co.
JPM JP Morgan Chase & Co.  
NAB National Australia Bank
SSG State Street Global Markets LLC
   
Currency Abbreviations:
CHF Swiss Franc  
HKD Hong Kong Dollar  
JPY Japanese Yen  
 
Other Abbreviations:
ADR American Depositary Receipt
FFCB Federal Farm Credit Bank
FHLB Federal Home Loan Bank
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
GNMA Government National Mortgage Association
REIT Real Estate Investment Trust

 

Diversification by Country
as of January 31, 2014
   Percentage of 
Country  Net Assets 
Austria   0.6%
Belgium   2.2 
Canada   0.5 
China   1.8 
Denmark   0.7 
France   2.2 
Germany   3.6 
Hong Kong   2.4 
Ireland   0.5 
Japan   4.4 
Mexico   0.6 
Netherlands   1.0 
Sweden   0.9 
Switzerland   5.8 
Taiwan   0.5 
United Kingdom   5.3 
United States   65.6 
Short-Term Investments   1.1 
Other Assets and Liabilities   0.3 
Total   100.0%

 

4
 

 

The Hartford Global Growth Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary

January 31, 2014

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks                    
Automobiles and Components  $1,103   $   $1,103   $ 
Banks   8,467    2,601    5,866     
Capital Goods   15,000    5,779    9,221     
Commercial and Professional Services   1,677    1,677         
Consumer Durables and Apparel   8,233    2,741    5,492     
Consumer Services   10,534    4,139    6,395     
Diversified Financials   25,589    20,717    4,872     
Energy   6,098    6,098         
Food and Staples Retailing   4,472    3,175    1,297     
Food, Beverage and Tobacco   8,916    3,581    5,335     
Health Care Equipment and Services   4,885    4,885         
Insurance   10,728    4,107    6,621     
Materials   3,711    1,387    2,324     
Media   12,155    10,958    1,197     
Pharmaceuticals, Biotechnology and Life Sciences   29,824    22,289    7,535     
Real Estate   1,302    1,302         
Retailing   10,921    10,921         
Semiconductors and Semiconductor Equipment   6,130    1,471    4,659     
Software and Services   33,166    31,666    1,500     
Technology Hardware and Equipment   8,388    4,374    4,014     
Telecommunication Services   2,048    1,498    550     
Transportation   3,231    3,231         
Total   216,578    148,597    67,981     
Preferred Stocks   2,721        2,721     
Short-Term Investments   2,489        2,489     
Total  $221,788   $148,597   $73,191   $ 
Foreign Currency Contracts*   1        1     
Total  $1   $   $1   $ 
Liabilities:                    
Foreign Currency Contracts*   3        3     
Total  $3   $   $3   $ 

 

For the three-month period ended January 31, 2014, investments valued at $1,486 were transferred from Level 1 to Level 2, and there were no transfers from Level 2 to Level 1. Investments are transferred between Level 1 and Level 2 for a variety of reasons including, but not limited to:
1)Foreign equities for which a fair value price is more representative of exit value than the local market close (transfer into Level 2). Foreign equities for which the local market close is more representative of exit value (transfer into Level 1).
2)U.S. Treasury securities that no longer represent the most recent issue (transfer into Level 2).
3)Equity investments with no observable trading but a bid or close price is used (transfer into Level 2). Equity investments using observable quoted prices in an active market (transfer into Level 1).
*Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

 

Note:For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

5
 

 

 

The Hartford Global Real Asset Fund
Consolidated Schedule of Investments
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
COMMON STOCKS - 59.2%     
     Agricultural Products - 1.3%     
 32   Archer-Daniels-Midland Co.   $1,283 
 493   Asian Citrus Holdings Ltd.    130 
 90   Bumitama Agri Ltd.    64 
 29   Bunge Ltd. Finance Corp.    2,207 
 76   China Modern Dairy Holdings Ltd. ●    35 
 518   Golden Agri Resources Ltd.    210 
 7   Ingredion, Inc.    439 
 23   Kernel Holding S.A. ●    275 
 9   Limoneira Co.    194 
 21   New Britain Palm Oil Ltd.    116 
 12   Ros Agro plc ●§†    80 
 29   SLC Agricola S.A.    213 
 421   Wilmar International Ltd.    1,028 
         6,274 
     Airport Services - 0.2%     
 2   Flughafen Zuerich AG    909 
           
     Aluminum - 0.4%     
 94   Alcoa, Inc.    1,085 
 183   Alumina Ltd.    203 
 106   Aluminum Corp. of China Ltd. ●    38 
 71   Hindalco Industries Ltd.    124 
 69   Norsk Hydro ASA    312 
         1,762 
     Biotechnology - 0.1%     
 5   Evogene Ltd. ●    96 
 11   Genus plc    245 
         341 
     Brewers - 0.2%     
 9   Anheuser-Busch InBev N.V. ADR    870 
           
     Coal and Consumable Fuels - 0.5%     
 1   Cameco Corp.    22 
 66   Consol Energy, Inc.    2,446 
         2,468 
     Commodity Chemicals - 0.4%     
 23   LyondellBasell Industries Class A    1,772 
           
     Construction and Engineering - 0.9%     
 62   KBR, Inc.    1,937 
 879   Sinopec Engineering (Group) Co., Ltd.    1,133 
 22   Vinci S.A.    1,442 
         4,512 
     Construction, Farm Machinery and Heavy Trucks - 0.3%     
 2   Caterpillar, Inc.    167 
 3   CNH Industrial N.V. ●    28 
 92   Cosco Corp. Singapore Ltd.    51 
    Cummins, Inc.    21 
 2   Deere & Co.    207 
 56   First Tractor Co.    37 
 14   Hino Motors Ltd.    198 
    Hitachi Construction Machine Co., Ltd.    9 
 2   Komatsu Ltd.    34 
 10   Kubota Corp.    151 
 1   Man AG    134 
 2   PACCAR, Inc.    140 
 37   Sembcorp Marine Ltd.    118 
 7   Titan International, Inc.    112 
 23   Yangzigiang Shipbuilding Holdings Ltd.    21 
         1,428 
     Distillers and Vintners - 0.0%     
 71   Treasury Wine Estates Ltd.    227 
           
     Diversified Metals and Mining - 7.9%     
 8   African Rainbow Minerals Ltd. ☼    160 
 97   Anglo American plc    2,293 
 27   Antofagasta plc    382 
 3   Assore Ltd. ☼    101 
 225   BHP Billiton Ltd.    7,198 
 27   BHP Billiton Ltd. ADR    1,702 
 144   BHP Billiton plc    4,241 
 18   BHP Billiton plc ADR    1,039 
 19   Boliden Ab    285 
 50   First Quantum Minerals Ltd.    890 
 88   Freeport-McMoRan Copper & Gold, Inc.    2,846 
 709   Glencore Xstrata plc    3,740 
 285   Grupo Mexico S.A.B. de C.V. ☼    918 
 33   Iluka Resources Ltd.    250 
 3   Jastrzebska Spolka Weglowa S.A.    48 
 101   Jiangxi Copper Co., Ltd. ☼    182 
 10   KGHM Polska Miedz S.A.    353 
 1   Korea Zinc Co., Ltd. ●    180 
 51   Minera Frisco S.A.B. de C.V. ●☼    81 
 78   Mitsubishi Materials Corp.    262 
 20   MMC Norilsk Nickel OJSC ADR    305 
 9,550   Mongolian Mining Corp. ●☼    1,034 
 6   OZ Minerals Ltd.    19 
 31   Rio Tinto Ltd.    1,772 
 88   Rio Tinto plc    4,694 
 34   Rio Tinto plc ADR    1,810 
 190   Shougang Fushan Resources Group Ltd. ☼    52 
 11   Southern Copper Corp.    301 
 37   Sumitomo Metal Mining Co., Ltd.    481 
 47   Teck Cominco Ltd. Class B    1,125 
 33   Turquoise Hill Resources Ltd. ●    114 
 8   Vedanta Resources plc    101 
         38,959 
     Diversified Support Services - 0.0%     
 9   Ceres Global AG Corp. ●    63 
           
     Electric Utilities - 1.6%     
 242   Cheung Kong Infrastructure Holdings Ltd.    1,421 
 33   Korea Electric Power Corp. ●    1,068 
 21   NextEra Energy, Inc.    1,931 
 145   Power Assets Holdings Ltd.    1,087 
 19   Red Electrica Corporacion S.A.    1,308 
 59   Scottish & Southern Energy    1,272 
         8,087 
     Electronic Manufacturing Services - 0.1%     
 20   Trimble Navigation Ltd. ●    635 
           
     Fertilizers and Agricultural Chemicals - 3.6%     
 21   Agrium, Inc.    1,847 

 

1
 

 

The Hartford Global Real Asset Fund
Consolidated Schedule of Investments - (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
COMMON STOCKS - 59.2% - (continued)     
     Fertilizers and Agricultural Chemicals - 3.6% - (continued)     
 2   CF Industries Holdings, Inc.   $437 
 32   Israel Chemicals Ltd.    261 
    Israel Corp., Ltd. ●    160 
 9   K+S AG    257 
 8   Marrone Bio Innovations, Inc. ●    132 
 60   Monsanto Co.    6,410 
 30   Mosaic Co.    1,328 
 27   Nihon Nohyaku Co., Ltd.    380 
 100   Potash Corp. of Saskatchewan, Inc.    3,141 
 7   Sociedad Quimica Y Minera de Chile S.A.    172 
 6   Syngenta AG    2,234 
 20   Yara International ASA    830 
         17,589 
     Food Retail - 0.1%     
 66   China Resources Enterprise    196 
 45   Grupo Lala S.A.    95 
         291 
     Gas Utilities - 1.2%     
 236   ENN Energy Holdings Ltd.    1,527 
 212   Osaka Gas Co., Ltd.    856 
 258   Snam S.p.A.    1,412 
 46   UGI Corp.    1,983 
         5,778 
     General Merchandise Stores - 0.0%     
    CST Brands, Inc.    3 
           
     Gold - 3.0%     
 12   African Barrick Gold Ltd.    42 
 20   Agnico Eagle Mines Ltd.    616 
 20   Alacer Gold Corp.    42 
 11   Alamos Gold, Inc.    102 
 7   Allied Nevada Gold Corp. ●    36 
 40   AngloGold Ltd. ADR    581 
 12   Argonaut Gold, Inc. ●    52 
 10   Asanko Gold, Inc. ●    17 
 20   AuRico Gold, Inc.    91 
 24   Avocet Mining plc ●    3 
 56   B2Gold Corp. ●    132 
 26   Banro Corp. ●    13 
 115   Barrick Gold Corp.    2,212 
 62   Beadell Resources Ltd. ●    38 
 19   Belo Sun Mining Corp. ●    7 
 93   Centamin plc ●    67 
 16   Centerra Gold, Inc.    61 
 12   China Gold International Resources Corp. ●    34 
 282   China Precious Metal Resources Holdings Co., Ltd. ●    41 
 10   Colossus Minerals, Inc. ⌂●†     
 21   Compania De Minas Buenaventur ADR    255 
 6   Continental Gold Ltd. ●    20 
 10   Detour Gold Corp. ●    67 
 55   DRDGOLD Ltd.    22 
 79   Eldorado Gold Corp.    505 
 43   Endeavour Mining Corp. ●    26 
 17   Franco-Nevada Corp.    821 
 23   Gabriel Resources Ltd. ●    24 
 82   Gold Fields Ltd.    283 
 3   Gold Resource Corp.    13 
 93   Goldcorp, Inc.    2,321 
 24   Golden Star Resources Ltd. ●    15 
 2,167   G-Resources Group Ltd. ●    55 
 35   Gryphon Minerals Ltd. ●    5 
 10   Guyana Goldfields, Inc. ●    21 
 45   Harmony Gold Mining Co., Ltd.    129 
 20   Highland Gold Mining Ltd.    20 
 33   IAMGOLD Corp.    123 
 11   Kingsgate Consolidated Ltd.    11 
 27   Kingsrose Mining Ltd. ●    9 
 132   Kinross Gold Corp.    604 
 6   Koza Altin Isletmeleri A.S.    49 
 1,109   Lepanto Consolidated Mining Co. ●    10 
 52   LionGold Corp. Ltd. ●    6 
 15   Medusa Mining Ltd.    24 
 10   Midas Gold Corp. ●    9 
 17   Nevsun Resources Ltd.    61 
 55   New Gold, Inc. ●    315 
 85   Newcrest Mining Ltd.    703 
 57   Newmont Mining Corp.    1,225 
 13   NGEx Resources, Inc. ●    19 
 29   Northern Star Resources Ltd.    22 
 20   NovaGold Resources, Inc. ●    57 
 27   OceanaGold Corp. ●    49 
 43   Osisko Mining Corp. ●    256 
 115   Pan African Resources plc    28 
 17   Papillon Resources Ltd. ●    17 
 41   Perseus Mining Ltd. ●    14 
 16   Petropavlovsk plc    18 
 12   Premier Gold Mines Ltd. ●    21 
 6   Pretium Resources, Inc. ●    37 
 7   Primero Mining Corp. ●    40 
 10   Randgold Resources Ltd.    671 
 1   Randgold Resources Ltd. ADR    51 
 28   Regis Resources Ltd.    64 
 58   Resolute Mining Ltd. ●    27 
 5   Royal Gold, Inc.    307 
 23   Rubicon Minerals Corp. ●    29 
 32   San Gold Corp. ●    5 
 5   Sandstorm Gold Ltd. ●    25 
 3   Seabridge Gold, Inc. ●    24 
 24   Semafo, Inc.    78 
 65   Sibanye Gold Ltd.    93 
 30   Silver Lake Resources Ltd. ●    16 
 42   St. Barbara Ltd. ●    11 
 8   Tanzanian Royalty Exploration Corp. ●    15 
 10   Timmins Gold Corp. ●    13 
 54   Torex Gold Resources, Inc. ●    55 
 86   Yamana Gold, Inc.    809 
 96   Zhaojin Mining Industry Co., Ltd.    56 
 660   Zijin Mining Group Co., Ltd.    140 
         15,005 
     Independent Power Producers and Energy Traders - 0.5%     
 400   China Longyuan Power Group Corp.    482 
 419   Enel Green Power S.p.A.    1,055 
 30   Pattern Energy Group, Inc.    849 
         2,386 

 

2
 

 

The Hartford Global Real Asset Fund
Consolidated Schedule of Investments - (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
COMMON STOCKS - 59.2% - (continued) 
     Industrial Conglomerates - 0.2%     
 141   Beijing Enterprises Holdings Ltd.   $1,194 
           
     Industrial Machinery - 0.0%     
 5   John Bean Technologies Corp.    153 
           
     Integrated Oil and Gas - 11.5%     
 546   BG Group plc    9,177 
 260   BP plc ADR    12,211 
 1   Cenovus Energy, Inc.    29 
 77   Chevron Corp.    8,567 
 2   Eni S.p.A. ADR    68 
 73   Exxon Mobil Corp.    6,764 
 153   Galp Energia SGPS S.A.    2,364 
    Hess Corp.    29 
 1   Husky Energy, Inc.    29 
 101   Imperial Oil Ltd.    4,130 
 1   Murphy Oil Corp.    29 
    Murphy USA, Inc. ●    5 
 1   Occidental Petroleum Corp.    103 
 2,280   PetroChina Co., Ltd.    2,198 
 1   PetroChina Co., Ltd. ADR    106 
 195   Petroleo Brasileiro S.A. ADR    2,190 
 784   Polskie Gornictwo Naftowe I    1,151 
 89   Repsol S.A.    2,081 
 45   Royal Dutch Shell plc    1,553 
 5   Royal Dutch Shell plc ADR    326 
 133   Statoilhydro ASA ADR    3,144 
 2   Suncor Energy, Inc.    79 
 3   Total S.A. ADR    154 
         56,487 
     Integrated Telecommunication Services - 0.3%     
 62   Telenor ASA    1,293 
           
     Multi-Sector Holdings - 0.4%     
 16   Groupe Bruxelles Lambert S.A.    1,474 
 14   Pico Holdings, Inc. ●    320 
         1,794 
     Multi-Utilities-1.3%     
 4   Ameren Corp.    137 
 162   National Grid plc    2,099 
 25   PG&E Corp.    1,033 
 100   Suez Environment S.A.    1,786 
 30   Wisconsin Energy Corp.    1,280 
         6,335 
     Oil and Gas Drilling - 0.4%     
    Diamond Offshore Drilling, Inc.    12 
    Ensco plc    21 
 1   Nabors Industries Ltd.    17 
    Noble Corp. plc    14 
 77   Patterson-UTI Energy, Inc.    1,981 
 1   Seadrill Ltd.    36 
 1   Transocean, Inc.    25 
         2,106 
     Oil and Gas Equipment and Services - 1.9%     
    Baker Hughes, Inc.    20 
 13   Dril-Quip, Inc. ●    1,273 
 75   Halliburton Co.    3,657 
 26   National Oilwell Varco, Inc.    1,919 
 27   Schlumberger Ltd.    2,397 
 1   Tenaris S.A. ADR    29 
 1   Weatherford International Ltd. ●    17 
         9,312 
     Oil and Gas Exploration and Production - 9.4%     
 40   Anadarko Petroleum Corp.    3,218 
 42   Apache Corp.    3,372 
 73   Athlon Energy, Inc. ●    2,216 
    Baytex Energy Corp.    12 
 1,550   Beach Energy Ltd.    1,931 
 533   Buru Energy Ltd. ●    853 
 434   Cairn Energy plc ●    1,539 
 59   Canadian Natural Resources Ltd.    1,931 
 1   Canadian Natural Resources Ltd. ADR    49 
 1   Chesapeake Energy Corp.    38 
 729   CNOOC Ltd.    1,132 
 104   Cobalt International Energy, Inc. ●    1,710 
    Concho Resources, Inc. ●    15 
 1   ConocoPhillips Holding Co.    83 
 1   Crescent Point Energy    24 
 1   Denbury Resources, Inc. ●    15 
 1   Devon Energy Corp.    35 
 113   EnCana Corp.    2,034 
 27   EOG Resources, Inc.    4,424 
 267   Karoon Gas Australia Ltd. ●    749 
 696   Kunlun Energy Co., Ltd.    1,149 
 1   Marathon Oil Corp.    45 
 108   MEG Energy Corp. ●    2,991 
 2,212   New Standard Energy Ltd. ●    319 
 1   Noble Energy, Inc.    34 
 303   Oil Search Ltd.    2,131 
 415   Ophilr Energy plc ●    1,910 
 1   Pacific Rubiales Energy Corp.    9 
 29   Pioneer Natural Resources Co.    4,945 
 1   QEP Resources, Inc.    17 
    Range Resources Corp.    25 
 112   Santos Ltd.    1,312 
 65   Southwestern Energy Co. ●    2,657 
 2   Talisman Energy, Inc.    20 
 39   Tourmaline Oil Corp. ●    1,649 
 150   Tullow Oil plc    1,938 
 1   Vermilion Energy, Inc.    31 
    Whiting Petroleum Corp. ●    21 
         46,583 
     Oil and Gas Refining and Marketing - 1.9%     
    HollyFrontier Corp.    15 
 27   Marathon Petroleum Corp.    2,312 
 71   Phillips 66    5,168 
 6   Reliance Industries Ltd.    78 
 58   Reliance Industries Ltd. GDR ■    1,535 
 1   Valero Energy Corp.    34 
         9,142 
     Oil and Gas Storage and Transportation - 2.1%     
 28   Enbridge Energy Management ●    781 
 190   Enbridge, Inc.    7,961 
    Kinder Morgan Management LLC ●    16 
 1   Kinder Morgan, Inc.    31 
 1   Pembina Pipelin Corp.    34 
 1   Spectra Energy Corp.    29 

 

3
 

 

The Hartford Global Real Asset Fund
Consolidated Schedule of Investments - (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
COMMON STOCKS - 59.2% - (continued)     
     Oil and Gas Storage and Transportation - 2.1% - (continued)     
 31   Transcanada Corp.   $1,328 
         10,180 
     Packaged Foods and Meats - 0.8%     
 43   Adecoagro S.A. ●    322 
 404   Charoen Pokphand Foods Ltd.    348 
 266   China Foods Ltd.    94 
 2   Ebro Foods S.A.    53 
 8   Kellogg Co.    453 
 5   Kraft Foods Group, Inc.    240 
 45   Marine Harvest    515 
 14   McLeod Russel India Ltd.    56 
 9   MHP S.A. §    129 
 76   Minerva S.A. ●    348 
 7   Mondelez International, Inc.    221 
 40   PureCircle Ltd. ●    393 
 226   REI Agro Ltd.    21 
 2   Sanderson Farms, Inc.    136 
 16   Tyson Foods, Inc. Class A    602 
 113   Zambeef Products plc ●    70 
         4,001 
     Paper Products - 0.2%     
 8   Holmen AB Class B    263 
 9   International Paper Co.    428 
 7   MeadWestvaco Corp.    251 
 26   Oji Holdings Corp.    121 
         1,063 
     Pharmaceuticals - 0.0%     
 7   Zoetis, Inc.    223 
           
     Precious Metals and Minerals - 0.9%     
 7   Alexco Resource ●    11 
 8   Anglo American Platinum Ltd.    320 
 49   Aquarius Platinum Ltd.    33 
 2   Asahi Holdings, Inc.    34 
 5   CNK International Co., Ltd. ●    15 
 8   Coeur Mining, Inc. ●    80 
 8   Dominion Diamond Corp. ●    110 
 9   Dundee Precious Metals, Inc. ●    33 
 10   Endeavor Silver Corp. ●    44 
 11   First Majestic Silver Corp. ●    110 
 11   Fortuna Silver Mines, Inc. ●    38 
 20   Fresnillo plc    252 
 12   Gem Diamonds Ltd. ●    31 
 29   Hecla Mining Co.    89 
 16   Hochschild Mining plc    39 
 60   Impala Platinum Holdings Ltd.    629 
 16   Industrias Penoles S.A.B. de C.V.    368 
 42   Lonmin plc    211 
 4   MAG Silver Corp. ●    24 
 15   McEwen Mining, Inc. ●    40 
 19   North American Palladium Ltd. ●    7 
 34   Northern Platinum Ltd.    127 
 18   Pan American Silver Corp.    221 
 13   Paramount Gold & Silver Corp. ●    15 
 33   Petra Diamonds Ltd. ●    75 
 9   Royal Bafokeng Platinum Ltd. ●    48 
 7   Silver Standard Resources, Inc. ●    59 
 44   Silver Wheaton Corp.    946 
 15   Silvercorp Metals, Inc.    38 
 9   Stillwater Mining Co. ●    118 
 8   Tahoe Resources, Inc. ●    139 
         4,304 
     Railroads - 0.3%     
 27   Canadian National Railway Co.    1,418 
           
     Residential REITs - 0.3%     
 37   Equity Lifestyle Properties, Inc. REIT    1,462 
           
     Semiconductors - 0.4%     
 44   First Solar, Inc. ●    2,239 
           
     Soft Drinks - 0.0%     
 3   Monster Beverage Corp. ●    206 
           
     Specialty Chemicals - 0.3%     
 8   EcoSynthetix, Inc. ●    21 
 70   JSR Corp.    1,249 
 2   Novozymes A/S Class B    74 
         1,344 
     Steel - 3.2%     
 3   Allegheny Technologies, Inc.    91 
 67   ArcelorMittal    1,102 
 44   ArcelorMittal ADR    731 
 6   ArcelorMittal South Africa Ltd.    22 
 16   Bradespar S.A.    152 
 5   Capital S.A.    79 
 749   China Steel Corp.    644 
 4   Cliff's Natural Resources, Inc.    71 
 53   Companhia Sider·rgica Nacional    247 
 20   Daido Steel Co., Ltd.    101 
 109   Eregli Demir ve Celik Fabrikalari T.A.S.    131 
 9   Feng Hsin Iron & Steel Co.    15 
 104   Fortescue Metals Group Ltd.    483 
 72   Fosun International ☼    77 
 64   Gerdau S.A.    458 
 13   Hitachi Metals Ltd.    209 
 1   Hyundai Hysco ●    24 
 5   Hyundai Steel Co. ●    327 
 12   Industrias CH, S.A. ●☼    72 
 36   JFE Holdings, Inc.    740 
 26   Jindal Steel & Power Ltd.    105 
 4   JSW Steel Ltd.    64 
 186   Kobe Steel Ltd.    307 
 6   Kumba Iron Ore Ltd. ☼    245 
 3   Maruichi Steel Tube Ltd.    71 
 20   Metalurgica Gerdau S.A.    181 
 529   Nippon Steel & Sumitomo Metal Corp.    1,605 
 4   Novolipetsk Steel §    59 
 28   Nucor Corp.    1,334 
 4   Posco Ltd.    1,240 
 70   Sesa Sterlite Ltd.    210 
 10   Severstal GDR §    83 
 4   Sims Metal Management Ltd.    39 
 4   SSAB AB    33 
 23   Tata Steel Ltd.    131 
 27   ThyssenKrupp AG    682 
 5   United States Steel Corp.    126 

 

4
 

 

The Hartford Global Real Asset Fund
Consolidated Schedule of Investments - (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
COMMON STOCKS - 59.2% - (continued)     
     Steel - 3.2% - (continued)     
 27   Usinas Siderurgicas De Minas Gerais S.A. ●   $133 
 240   Vale S.A.    3,102 
 8   Voestalpine AG    354 
 3   Yamato Kogyo Co.    81 
         15,961 
     Water Utilities - 0.8%     
 53   Cia de Saneamento Basico do Estado de Sao Paulo    491 
 65   Cia de Saneamento Basico do Estado de Sao Paulo ADR    593 
 1,548   Guangdong Investment Ltd.    1,428 
 52   Severn Trent plc    1,472 
         3,984 
     Wireless Telecommunication Services - 0.3%     
 441   Vodafone Group plc    1,634 
           
     Total common stocks     
     (cost $303,901)   $291,777 
           
PREFERRED STOCKS - 0.2%     
     Electric Utilities - 0.2%     
 86   Cia Paranaense de Energie   $987 
           
     Total preferred stocks     
     (cost $1,431)   $987 
           
WARRANTS - 0.0%     
     Diversified Metals and Mining - 0.0%     
 26   Shandong Denghai ⌂■   $127 
           
     Total warrants     
     (cost $77)   $127 
           
EXCHANGE TRADED FUNDS - 2.7%     
     Other Investment Pools and Funds - 2.7%     
 560   Market Vectors Gold Miners   $13,146 
     Total exchange traded funds     
     (cost $12,153)   $13,146 
           
FOREIGN GOVERNMENT OBLIGATIONS - 7.3%     
     Brazil - 1.6%     
     Brazil (Republic of)     
BRL   20,947   6.00%, 08/15/2016 - 08/15/2050 ◄   $8,046 
         8,046 
     Israel - 1.3%     
     Israel (Government of)     
ILS  8,253   1.00%, 05/30/2017 ◄    2,460 
ILS   12,492   2.75%, 09/30/2022 ◄    3,984 
         6,444 
     Mexico - 1.4%     
     Mexican Udibonos     
MXN   24,037   2.00%, 06/09/2022 ◄    1,699 
MXN   30,378   3.50%, 12/14/2017 ◄    2,445 
MXN   40,935   4.00%, 11/15/2040 ◄    3,061 
         7,205 
           
     Poland - 0.5%    
     Poland (Republic of)     
PLN   7,374   3.00%, 08/24/2016 ◄     2,440 
           
     South Africa - 0.6%     
     South Africa (Republic of)     
ZAR   27,192   5.50%, 12/07/2023 ◄    3,101 
           
     South Korea - 0.5%     
     Korea (Republic of)     
KRW   453,466   1.13%, 06/10/2023 ◄   400 
KRW   1,871,664   1.50%, 06/10/2021 ◄   1,713 
         2,113 
     Thailand - 0.4%     
     Thailand (Kingdom of)     
THB   68,523   1.20%, 07/14/2021 ◄§    1,914 
           
     Turkey - 1.0%     
     Turkey (Republic of)     
TRY   5,755   2.50%, 05/04/2016 ◄    2,482 
TRY6,009   3.00%, 07/21/2021 ◄    2,569 
         5,051 
     Total foreign government obligations     
     (cost $43,208)   $36,314 
           
U.S. GOVERNMENT SECURITIES - 21.7%     
     U.S. Treasury Securities - 21.7%     
     U.S. Treasury Notes - 21.7%     
$53,559    0.13%, 04/15/2016 - 01/15/2023 ◄   $55,368 
 4,000    0.38%, 07/15/2023 ◄    3,985 
 2,725    0.50%, 04/15/2015 ◄    2,998 
 8,344    0.63%, 07/15/2021 - 01/15/2024 ◄    8,796 
 3,884    1.13%, 01/15/2021 ◄    4,437 
 2,779    1.25%, 07/15/2020 ◄    3,238 
 5,573    1.38%, 01/15/2020 ◄    6,565 
 367    1.63%, 01/15/2015 ◄‡    461 
 7,375    1.88%, 07/15/2015 - 07/15/2019 ◄    9,149 
 379    2.00%, 01/15/2016 ◄    475 
 1,130    2.13%, 01/15/2019 ◄    1,387 
 6,562    2.38%, 01/15/2017 ◄    8,382 
 1,146    2.50%, 07/15/2016 ◄╦    1,454 
         106,695 
     Total U.S. government securities     
     (cost $106,779)   $106,695 
           
     Total long-term investments      
     (cost $467,549)  $449,046 

 

5
 

 

The Hartford Global Real Asset Fund
Consolidated Schedule of Investments - (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬          Market Value ╪ 
SHORT-TERM INVESTMENTS - 10.1%          
     Repurchase Agreements - 10.1%          
     Bank of  Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in
the amount of $6,646, collateralized by
U.S. Treasury Bill 0.07% - 0.14%, 2014,
U.S. Treasury Bond 2.75% - 11.25%,
2015 - 2043, U.S. Treasury Note 0.25% -
4.25%, 2014 - 2023, value of $6,779)
          
$6,646    0.02%, 1/31/2014      $6,646 
     Bank of America Merrill Lynch TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $2,193,
collateralized by FHLMC 3.50% -
4.00%, 2042 - 2043, FNMA 2.81% -
4.50%, 2041 - 2042, value of $2,237)
          
 2,193    0.02%, 1/31/2014╦         2,193 
     Bank of Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in
the amount of $5,712, collateralized by
FHLB 0.88%, 2017, FHLMC 0.05% -
5.50%, 2014 - 2043, FNMA 2.00% -
3.50%, 2025 - 2028, GNMA 3.50%,
2042 - 2043, U.S. Treasury Note 2.38%,
2014, value of $5,826)
          
 5,712    0.03%, 1/31/2014         5,712 
     Barclays Capital TriParty Repurchase
Agreement (maturing on 02/03/2014 in
the amount of $6,050, collateralized by
U.S. Treasury Note 0.25% - 2.38%, 2014
- 2015, value of $6,172)
          
 6,050    0.02%, 1/31/2014         6,050 
     Citigroup Global Markets, Inc. TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $13,287,
collateralized by U.S. Treasury Bill
0.06% - 0.10%, 2014, U.S. Treasury
Bond 3.00% - 8.75%, 2017 - 2042, U.S.
Treasury Note 0.25% - 3.75%, 2015 -
2023, value of $13,552)
          
 13,287    0.02%, 1/31/2014         13,287 
     Deutsche Bank Securities TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $1,766,
collateralized by FHLMC 3.00% -
5.50%, 2019 - 2043, FNMA 3.00% -
6.50%, 2021 - 2043, GNMA 3.00% -
6.00%, 2037 - 2053, value of $1,801)
          
 1,766    0.03%, 1/31/2014         1,766 
     RBS Securities, Inc. TriParty Repurchase
Agreement (maturing on 02/03/2014 in
the amount of $1,477, collateralized by
U.S. Treasury Note 2.63%, 2014, value
of $1,506)
          
 1,477    0.02%, 1/31/2014         1,477 
     TD Securities TriParty Repurchase
Agreement (maturing on 02/03/2014 in
the amount of $12,614, collateralized by
FFCB 0.14%, 2015, FHLB 0.55%, 2017,
FHLMC 3.00% - 4.38%, 2015 - 2043,
FNMA 2.50% - 4.50%, 2025 - 2043,
value of $12,866)
          
12,614    0.03%, 1/31/2014      12,614 
     UBS Securities, Inc. Repurchase Agreement
(maturing on 02/03/2014 in the amount
of $115, collateralized by U.S. Treasury
Note 2.38%, 2015, value of $118)
          
 115    0.01%, 1/31/2014         115 
              49,860 
     Total short-term investments          
     (cost $49,860)       $49,860 
                
     Total investments          
     (cost $517,409) ▲    101.2%  $498,906 
     Other assets and liabilities    (1.2)%   (5,970)
     Total net assets    100.0%  $492,936 

6
 

 

The Hartford Global Real Asset Fund
Consolidated Schedule of Investments - (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

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 may be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.

 

The consolidated schedule of investments includes investments held by The Hartford Cayman Global Real Asset Fund, Ltd. (the “Subsidiary”), a wholly owned subsidiary of the Fund, which primarily invests in commodity-related instruments. The Fund may invest up to 25% of its total assets in the Subsidiary. As of January 31, 2014, the Fund invested 6.8% of its total assets in the Subsidiary.

 

At January 31, 2014, the cost of securities for federal income tax purposes was $540,784 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation   $14,665 
Unrealized Depreciation    (56,543)
Net Unrealized Depreciation   $(41,878)

 

These securities were 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 January 31, 2014, the aggregate value of these securities was $80, which rounds to zero percent 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.

 

Non-income producing.

 

This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $170 at January 31, 2014.

 

This security, or a portion of this security, has been segregated to cover funding requirements on investment transactions settling in the future.

 

This security, or a portion of this security, has been pledged as collateral in connection with over-the-counter swap contracts.  The Fund has also pledged $110 of cash as collateral in connection with over-the-counter swap contracts. In addition, cash of $270 was received from broker(s) as collateral in connection with over-the-counter swap contracts.

 

The principal amount for this security is adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

 

Securities issued within terms of a private placement memorandum, exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2014, the aggregate value of these securities was $1,662, which represents 0.3% of total net assets.

 

§These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2014, the aggregate value of these securities was $2,265, which represents 0.5% of total net assets.

 

The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933 and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

 

Period Acquired  Shares/ Par   Security  Cost Basis 
09/2012 - 05/2013   10   Colossus Minerals, Inc.  $47 
09/2012   26   Shandong Denghai Warrants - 144A   77 

 

At January 31, 2014, the aggregate value of these securities was $127, which rounds to zero percent of total net assets.

 

All principal or contract amounts are in U.S. dollars unless otherwise indicated.

 

7
 

 

The Hartford Global Real Asset Fund
Consolidated Schedule of Investments - (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Futures Contracts Outstanding at January 31, 2014
 
   Number of   Expiration  Notional   Market   Unrealized
Appreciation/(Depreciation)
   Variation Margin 
Description  Contracts*   Date  Amount   Value ╪   Asset   Liability   Asset   Liability 
Long position contracts:
Brent Oil Future   83   11/13/2015  $8,212   $8,118   $   $(94)  $   $(80)
                                       
Short position contracts:
5-Year U.S. Treasury Note Future   17   03/31/2014  $2,030   $2,051   $   $(21)  $   $(3)
                                       
Total futures contracts          $6,182   $6,067   $   $(115)  $   $(83)

 

* The number of contracts does not omit 000's.

 

Cash of $632 was pledged as initial margin deposit and collateral for daily variation margin loss on open futures contracts at January 31, 2014.

  

Foreign Currency Contracts Outstanding at January 31, 2014
 
                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
AUD  Buy  02/04/2014  BOA  $370   $370   $   $ 
AUD  Buy  02/05/2014  BOA   447    446        (1)
BRL  Buy  02/03/2014  JPM   199    199         
BRL  Buy  02/04/2014  JPM   67    67         
BRL  Buy  02/04/2014  MSC   9,013    9,092    79     
BRL  Buy  02/04/2014  UBS   9,052    9,092    40     
BRL  Sell  03/06/2014  CBK   3,662    3,674        (12)
BRL  Sell  02/04/2014  MSC   9,052    9,092        (40)
BRL  Sell  03/06/2014  MSC   4,473    4,510        (37)
BRL  Sell  02/04/2014  UBS   9,171    9,092    79     
CAD  Buy  02/03/2014  BCLY   538    540    2     
CAD  Buy  02/04/2014  CSFB   573    574    1     
CAD  Sell  02/03/2014  BCLY   75    75         
CHF  Sell  02/03/2014  JPM   89    88    1     
CLP  Buy  03/19/2014  SCB   842    830        (12)
CLP  Sell  03/19/2014  SCB   259    249    10     
EUR  Buy  02/04/2014  BNP   40    40         
EUR  Buy  02/04/2014  SSG   49    49         
EUR  Buy  02/05/2014  SSG   68    68         
EUR  Sell  02/04/2014  BNP   93    92    1     
EUR  Sell  02/03/2014  GSC   66    65    1     
EUR  Sell  02/05/2014  SSG   44    44         
GBP  Buy  02/04/2014  JPM   593    591        (2)
GBP  Buy  02/05/2014  SSG   559    559         
HKD  Buy  02/05/2014  BOA   25    25         
HKD  Buy  02/05/2014  UBS   25    25         
HKD  Sell  02/04/2014  BOA   280    280         
ILS  Buy  03/19/2014  BOA   3,575    3,558        (17)
ILS  Sell  03/19/2014  DEUT   7,205    7,166    39     
ILS  Sell  02/03/2014  JPM   20    20         
ILS  Sell  03/19/2014  JPM   1,251    1,243    8     
ILS  Sell  03/19/2014  MSC   1,646    1,638    8     
JPY  Buy  02/04/2014  BOA   175    175         
JPY  Buy  02/05/2014  BOA   156    157    1     
JPY  Sell  02/04/2014  BOA   24    24         
KRW  Buy  03/19/2014  BCLY   1,270    1,270         
KRW  Sell  03/19/2014  CBK   2,602    2,560    42     
KRW  Sell  03/19/2014  JPM   784    790        (6)
MXN  Buy  02/04/2014  BCLY   41    41         
MXN  Buy  03/19/2014  CBK   3,703    3,657        (46)
MXN  Buy  02/06/2014  MSC   38    38         
MXN  Sell  03/19/2014  CBK   7,292    7,341        (49)

 

8
 

 

The Hartford Global Real Asset Fund
Consolidated Schedule of Investments - (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Foreign Currency Contracts Outstanding at January 31, 2014 - (continued)
 
                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
MXN  Sell  03/19/2014  RBC  $3,526   $3,526   $   $ 
NOK  Buy  02/04/2014  BNP   19    19         
NOK  Sell  02/05/2014  DEUT   41    41         
NOK  Sell  02/03/2014  JPM   16    16         
PLN  Buy  02/04/2014  BNP   5    5         
PLN  Buy  02/05/2014  DEUT   29    29         
PLN  Buy  03/19/2014  GSC   1,380    1,343        (37)
PLN  Buy  02/28/2014  JPM   272    265        (7)
PLN  Sell  03/19/2014  DEUT   2,787    2,694    93     
PLN  Sell  03/19/2014  JPM   1,389    1,376    13     
SEK  Buy  02/04/2014  SSG   19    19         
SEK  Sell  02/03/2014  JPM   12    12         
SGD  Sell  02/05/2014  BOA   34    34         
THB  Buy  03/19/2014  BCLY   923    921        (2)
THB  Sell  03/19/2014  BCLY   918    922        (4)
THB  Sell  03/19/2014  GSC   1,954    1,909    45     
TRY  Buy  03/19/2014  BCLY   2,661    2,559        (102)
TRY  Buy  02/03/2014  BNP   10    10         
TRY  Sell  03/19/2014  BCLY   355    355         
TRY  Sell  03/19/2014  BCLY   658    659        (1)
TRY  Sell  03/19/2014  JPM   1,437    1,443        (6)
TRY  Sell  03/19/2014  RBS   5,656    5,099    557     
ZAR  Buy  03/19/2014  BCLY   1,682    1,653        (29)
ZAR  Buy  02/06/2014  BNP   10    10         
ZAR  Buy  02/07/2014  BOA   30    30         
ZAR  Sell  03/19/2014  BCLY   1,580    1,591        (11)
ZAR  Sell  03/19/2014  BOA   3,472    3,253    219     
                      $1,239   $(421)

 

Over-the-Counter Interest Rate Swap Contracts Outstanding at January 31, 2014
 
   Payments made  Payments received  Notional   Expiration  Upfront
Premiums
   Upfront
Premiums
   Market   Unrealized
Appreciation/(Depreciation)
 
Counterparty  by Fund  by Fund  Amount (a)   Date  Paid   Received   Value ╪   Asset   Liability 
BOA   CLICP Camara  1.68% Fixed  CLP  192,050   11/18/16  $   $   $(6)  $   $(6)
BOA  CLICP Camara  2.09% Fixed  CLP  309,625   09/28/17           (32)       (32)
GSC  CLICP Camara  1.59% Fixed  CLP  185,126   11/25/16           (5)       (5)
                 $   $   $(43)  $   $(43)

 

(a)Notional shown in U.S. dollars unless otherwise noted.

 

Over-the-Counter Total Return Swap Contracts Outstanding at January 31, 2014
 
      Notional   Payments received  Expiration  Upfront
Premiums
   Upfront
Premiums
   Market   Unrealized
Appreciation/(Depreciation)
 
Reference Entity  Counterparty  Amount (a)   (paid) by Fund  Date  Paid   Received   Value ╪   Asset   Liability 
S&P GSCI Agriculture  JPM  $2,968   (0.20)% Fixed  03/31/14  $   $   $   $   $ 
S&P GSCI Agriculture  JPM   844   (0.22)% Fixed  07/31/14           (11)       (11)
S&P GSCI Agriculture  MSC   786   (0.22)% Fixed  03/31/14           (10)       (10)
S&P GSCI Energy  JPM   5,152   (0.09)% Fixed  03/31/14                    
S&P GSCI Energy  JPM   433   (0.12)% Fixed  07/31/14           (9)       (9)
S&P GSCI Energy  MSC   651   (0.15)% Fixed  03/31/14           (13)       (13)
S&P GSCI Industrial Metals  JPM   5,552   (0.12)% Fixed  03/31/14                    
S&P GSCI Industrial Metals  JPM   681   (0.12)% Fixed  07/31/14           (29)       (29)
S&P GSCI Livestock  MSC   1,042   (0.23)% Fixed  03/31/14           41    41     
S&P GSCI Livestock  MSC   602   (0.23)% Fixed  07/31/14           24    24     
S&P GSCI Precious Metals  JPM   4,203   (0.12)% Fixed  03/31/14           106    106     

 

9
 

 

The Hartford Global Real Asset Fund
Consolidated Schedule of Investments - (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Over-the-Counter Total Return Swap Contracts Outstanding at January 31, 2014 - (continued)
 
      Notional   Payments received  Expiration  Upfront
Premiums
   Upfront
Premiums
   Market   Unrealized
Appreciation/(Depreciation)
 
Reference Entity  Counterparty  Amount (a)   (paid) by Fund  Date  Paid   Received   Value ╪   Asset   Liability 
S&P GSCI Precious Metals  JPM  $887   (0.20)% Fixed  07/31/14  $   $   $22   $22   $ 
S&P GSCI Precious Metals  MSC   1,252   (0.20)% Fixed  03/31/14           32    32     
                 $   $   $153   $225   $(72)

 

(a)Notional shown in U.S. dollars unless otherwise noted.

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

GLOSSARY: (abbreviations used in preceding Consolidated Schedule of Investments)
 
Counterparty Abbreviations:
BCLY Barclays  
BNP BNP Paribas Securities  
BOA Banc of America Securities LLC
CBK Citibank NA  
CSFB Credit Suisse First Boston Corp.
DEUT Deutsche Bank Securities, Inc.
GSC Goldman Sachs & Co.
JPM JP Morgan Chase & Co.  
MSC Morgan Stanley  
RBC RBC Dominion Securities
RBS RBS Greenwich Capital
SCB Standard Chartered Bank
SSG State Street Global Markets LLC
UBS UBS AG  
   
Currency Abbreviations:
AUD Australian Dollar  
BRL Brazilian Real  
CAD Canadian Dollar  
CHF Swiss Franc  
CLP Chilean Peso  
EUR EURO  
GBP British Pound  
HKD Hong Kong Dollar  
ILS Israeli New Shekel  
JPY Japanese Yen  
KRW South Korean Won  
MXN Mexican New Peso  
NOK Norwegian Krone  
PLN Polish New Zloty  
SEK Swedish Krona  
SGD Singapore Dollar  
THB Thai Baht  
TRY Turkish New Lira  
ZAR South African Rand  
 
Index Abbreviations:
GSCI Goldman Sachs Commodity
S&P Standard & Poors

 

Other Abbreviations:
ADR American Depositary Receipt
CLICP Sinacofi Chile Interbank Offered Rate
FFCB Federal Farm Credit Bank
FHLB Federal Home Loan Bank
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
GDR Global Depositary Receipt  
GNMA Government National Mortgage Association
REIT Real Estate Investment Trust

 

10
 

 

The Hartford Global Real Asset Fund
Consolidated Schedule of Investments - (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Diversification by Country
as of January 31, 2014
   Percentage of 
Country  Net Assets 
Australia   4.1%
Austria   0.1 
Belgium   0.5 
Brazil   3.5 
Canada   8.6 
Chile   0.0 
China   1.5 
Denmark   0.0 
Egypt   0.0 
France   0.7 
Germany   0.2 
Hong Kong   1.6 
India   0.5 
Israel   1.4 
Italy   0.5 
Japan   1.4 
Jersey   0.9 
Luxembourg   0.4 
Mauritius   0.0 
Mexico   1.8 
Netherlands   0.3 
Norway   1.2 
Papua New Guinea   0.0 
Peru   0.0 
Philippines   0.0 
Poland   0.8 
Portugal   0.5 
Russia   0.1 
Singapore   0.3 
South Africa   1.2 
South Korea   1.0 
Spain   0.7 
Sweden   0.1 
Switzerland   0.6 
Taiwan   0.1 
Thailand   0.5 
Turkey   1.1 
Ukraine   0.1 
United Kingdom   10.1 
Zambia   0.0 
United States   44.7 
Short-Term Investments   10.1 
Other Assets and Liabilities   (1.2)
Total   100.0%

  

Credit Exposure
as of January 31, 2014
Credit Rating *  Percentage
of Net Assets
 
Aa / AA   21.7%
A   0.5 
Baa / BBB   4.1 
Not Rated   2.7 
Non-Debt Securities and Other Short-Term Instruments   72.2 
Other Assets and Liabilities   (1.2)
Total   100.0%

 

*Credit exposure is the long-term credit ratings for the Fund's holdings, as of the date noted, as provided by Standard and Poor's (S&P) or Moody's Investors Service and typically range from AAA/Aaa (highest) to C/D (lowest). If Moody's and S&P assign different ratings, the lower rating is used. Fixed income securities that are not rated by either agency are listed as "Not Rated." Ratings do not apply to the Fund itself or to Fund shares. Ratings may change.

 

11
 

  

The Hartford Global Real Asset Fund
Consolidated Schedule of Investments - (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary

January 31, 2014

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks                    
Agricultural Products  $6,274   $4,532   $1,742   $ 
Airport Services   909        909     
Aluminum   1,762    1,085    677     
Biotechnology   341    96    245     
Brewers   870    870         
Coal and Consumable Fuels   2,468    2,468         
Commodity Chemicals   1,772    1,772         
Construction and Engineering   4,512    1,937    2,575     
Construction, Farm Machinery and Heavy Trucks   1,428    647    781     
Distillers and Vintners   227        227     
Diversified Metals and Mining   38,959    11,131    27,828     
Diversified Support Services   63    63         
Electric Utilities   8,087    1,931    6,156     
Electronic Manufacturing Services   635    635         
Fertilizers and Agricultural Chemicals   17,589    13,467    4,122     
Food Retail   291    95    196     
Gas Utilities   5,778    1,983    3,795     
General Merchandise Stores   3    3         
Gold   15,005    12,386    2,619     
Independent Power Producers and Energy Traders   2,386    849    1,537     
Industrial Conglomerates   1,194        1,194     
Industrial Machinery   153    153         
Integrated Oil and Gas   56,487    37,963    18,524     
Integrated Telecommunication Services   1,293        1,293     
Multi-Sector Holdings   1,794    320    1,474     
Multi-Utilities   6,335    2,450    3,885     
Oil and Gas Drilling   2,106    2,106         
Oil and Gas Equipment and Services   9,312    9,312         
Oil and Gas Exploration and Production   46,583    31,939    14,644     
Oil and Gas Refining and Marketing   9,142    9,064    78     
Oil and Gas Storage and Transportation   10,180    10,180         
Packaged Foods and Meats   4,001    2,521    1,480     
Paper Products   1,063    679    384     
Pharmaceuticals   223    223         
Precious Metals and Minerals   4,304    2,553    1,751     
Railroads   1,418    1,418         
Residential REITs   1,462    1,462         
Semiconductors   2,239    2,239         
Soft Drinks   206    206         
Specialty Chemicals   1,344    21    1,323     
Steel   15,961    6,919    9,042     
Water Utilities   3,984    1,084    2,900     
Wireless Telecommunication Services   1,634        1,634     
Total   291,777    178,762    113,015     
Exchange Traded Funds   13,146    13,146         
Foreign Goverment Obligations   36,314        35,914    400 
Preferred Stocks   987    987         
U.S. Government Securities   106,695    11,435    95,260     
Warrants   127    127         
Short-Term Investments   49,860        49,860     
Total  $498,906   $204,457   $294,049   $400 
Foreign Currency Contracts*    1,239        1,239     
Total Return Swaps*    225        225     
Total  $1,464   $   $1,464   $ 

 

12
 

 

The Hartford Global Real Asset Fund
Consolidated Schedule of Investments - (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary - (continued)

January 31, 2014

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Liabilities:                    
Foreign Currency Contracts*    421        421     
Futures*    115    115         
Interest Rate Swaps*    43        43     
Total Return Swaps*    72        72     
Total   $651   $115   $536   $ 

 

For the three-month period ended January 31, 2014, investments valued at $4,188 were transferred from Level 1 to Level 2, and investments valued at $207 were transferred from Level 2 to Level 1. Investments are transferred between Level 1 and Level 2 for a variety of reasons including, but not limited to:
1)Foreign equities for which a fair value price is more representative of exit value than the local market close (transfer into Level 2). Foreign equities for which the local market close is more representative of exit value (transfer into Level 1).
2)U.S. Treasury securities that no longer represent the most recent issue (transfer into Level 2).
3)Equity investments with no observable trading but a bid or close price is used (transfer into Level 2). Equity investments using observable quoted prices in an active market (transfer into Level 1).  
*Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

 

Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:

 

   Balance
as of
October
31, 2013
   Realized
Gain
(Loss)
   Change in
Unrealized
Appreciation
(Depreciation)
   Net
Amortization
   Purchases   Sales   Transfers
Into
Level 3 *
   Transfers
Out of
Level 3 *
   Balance
as of
January
31, 2014
 
Assets:                                             
Common Stocks  $26   $   $(5)†  $   $   $   $5   $(26)  $ 
Foreign Government Obligations           (4)‡       405    (1)           400 
Total  $26   $   $(9)  $   $405   $(1)  $5   $(26)  $400 

 

*Investments are transferred into and out of Level 3 for a variety of reasons including, but not limited to:
1)Investments where trading has been halted (transfer into Level 3) or investments where trading has resumed (transfer out of Level 3).
2)Broker quoted investments (transfer into Level 3) or quoted prices in active markets (transfer out of Level 3).
3)Investments that have certain restrictions on trading (transfer into Level 3) or investments where trading restrictions have expired (transfer out of Level 3).
Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2014 was $(5).
Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2014 was $(4).

 

13
 

 

 

The Hartford Global Research Fund
Schedule of Investments
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
COMMON STOCKS - 96.9%     
     Automobiles and Components - 1.3%     
 3   Bayerische Motoren Werke (BMW) AG   $285 
 16   Ford Motor Co.    244 
 29   Nissan Motor Co., Ltd.    248 
 4   Toyota Motor Corp.    250 
         1,027 
     Banks - 9.3%     
 37   Banco ABC Brasil S.A.    184 
 15   Banco Bilbao Vizcaya Argentaria S.A.    182 
 22   Banco Santander Brasil S.A.    102 
 28   Bangkok Bank Public Co. NVDR    144 
 7   BNP Paribas    504 
 12   BS Financial Group, Inc. ●    183 
 6   Canadian Imperial Bank of Commerce    483 
 1   Citizens & Northern Corp.    18 
 10   Concentradora Fibra Hotelera    16 
 22   Credit Agricole S.A.    295 
 14   DGB Financial Group, Inc. ●    217 
 28   DNB ASA    481 
 6   Erste Group Bank AG    208 
 7   First National Financial Corp.    135 
 6   Genworth MI Canada, Inc.    176 
 1   Gronlandsbanken    92 
 4   Hana Financial Holdings    137 
 7   Home Capital Group, Inc.    498 
 21   HSBC Holdings plc    211 
 19   Itau Unibanco Banco Multiplo S.A. ADR    232 
 7   KBC Groep N.V.    432 
 81   Metropolitan Bank & Trust Co.    135 
 11   Mizrahi Tefahot Bank Ltd.    136 
 6   National Bank of Canada    449 
 3   Shinhan Financial Group Co., Ltd. ●    143 
 9   Societe Generale Class A    483 
 27   Spar Nord Bank A/S ●    246 
 20   SpareBank 1 SR Bank ASA    195 
 30   Standard Chartered plc    615 
 253   Turkiye Sinai Kalkinma Bankasi A.S.    191 
         7,523 
     Capital Goods - 7.7%     
 1   AGCO Corp.    48 
 2   Airbus Group N.V.    117 
 4   AMETEK, Inc.    178 
 1   Arcam AB ●    46 
 10   BAE Systems plc    67 
 10   Balfour Beatty plc    50 
 2   Boeing Co.    203 
 1   Brenntag AG    170 
 1   Carlisle Cos., Inc.    39 
 2   Caterpillar, Inc.    180 
 4   Colfax Corp. ●    267 
 5   Compagnie De Saint-Gobain    253 
 3   Danaher Corp.    258 
 1   Dover Corp.    97 
 2   Eaton Corp. plc    156 
 21   General Electric Co.    524 
 7   GrafTech International Ltd. ●    70 
 2   Honeywell International, Inc.    228 
 3   IDEX Corp.    192 
 3   Illinois Tool Works, Inc.    227 
 2   Ingersoll-Rand plc    145 
 11   KBR, Inc.    333 
 1   Lockheed Martin Corp.    153 
 10   Luxfer Holdings plc    205 
 1   Moog, Inc. Class A ●    55 
 1   Northrop Grumman Corp.    75 
 2   Orbital Sciences Corp. ●    44 
 3   Pentair Ltd.    250 
    Precision Castparts Corp.    114 
 1   Raytheon Co.    127 
 6   Rexel S.A.    164 
 7   Rolls-Royce Holdings plc    135 
 5   Russel Metals, Inc.    122 
 1   Safran S.A.    79 
 39   Sinopec Engineering (Group) Co., Ltd.    50 
 3   United Technologies Corp.    313 
 2   Vallourec S.A.    100 
 3   Vinci S.A.    217 
 2   WESCO International, Inc. ●    133 
 2   Zumbotel AG    51 
         6,235 
     Commercial and Professional Services - 0.7%     
 4   ADT (The) Corp.    109 
 1   Equifax, Inc. ●    91 
 2   Huron Consulting Group, Inc. ●    136 
 2   Nielsen Holdings N.V.    72 
 3   Quintiles Transnational Holdings ●    129 
         537 
     Consumer Durables and Apparel - 1.9%     
 1   Adidas AG    130 
 7   Coway Co., Ltd.    464 
 2   Fifth & Pacific Cos., Inc. ●    65 
 3   Lululemon Athletica, Inc. ●    148 
 1   LVMH Moet Hennessy Louis Vuitton S.A.    189 
 3   PanaHome Corp.    22 
    Pulte Group, Inc.    4 
 1   PVH Corp.    140 
 1   Ralph Lauren Corp.    92 
 64   Samsonite International S.A.    175 
 117   Sunny Optical Technology Group    95 
         1,524 
     Consumer Services - 1.1%     
 1   Churchill Downs, Inc.    61 
 24   Domino's Pizza Enterprises Ltd.    333 
 1   Melia Hotels International S.A.    11 
 17   MGM China Holdings Ltd.    65 
 2   Norwegian Cruise Line Holdings Ltd. ●    74 
 1   Panera Bread Co. Class A ●    107 
 6   Sands China Ltd.    46 
 1   Starbucks Corp.    90 
    Starwood Hotels & Resorts, Inc.    32 
    Vail Resorts, Inc.    5 
    Whitbread plc    31 
 1   Wyndham Worldwide Corp.    36 
         891 
     Diversified Financials - 3.7%     
 11   ARA Asset Management ☼    14 
 104   Asia Sermkij Leasing plc    52 
 17   Atlas Mara Co-Nvest Ltd. ●    189 
 1   Avanza Bank Holding Ab    49 

 

1
 

 

The Hartford Global Research Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
COMMON STOCKS - 96.9% - (continued)     
     Diversified Financials - 3.7% - (continued)     
 22   CETIP S.A. - Mercados Organizado   $208 
 65   Challenger Financial Services Group Ltd.    341 
 8   Citigroup, Inc.    368 
 11   EFG International AG ●    166 
 23   ING Groep N.V. ●    304 
 6   JP Morgan Chase & Co.    325 
 10   Julius Baer Group Ltd.    465 
 23   Mitsubishi UFJ Lease & Finance Co., Ltd.    121 
 4   Santander Consumer USA Holdings, Inc. ●    95 
 14   UBS AG    270 
         2,967 
     Energy - 8.4%     
 2   Anadarko Petroleum Corp.    156 
 2   Apache Corp.    166 
 4   Athlon Energy, Inc. ●    111 
 74   Beach Energy Ltd.    93 
 26   BG Group plc    431 
 46   BP plc    364 
 5   BP plc ADR    224 
 24   Buru Energy Ltd. ●    39 
 20   Cairn Energy plc ●    71 
 3   Canadian Natural Resources Ltd. ADR    91 
 4   Chevron Corp.    413 
 37   CNOOC Ltd.    57 
 5   Cobalt International Energy, Inc. ●    85 
 3   Consol Energy, Inc.    122 
 1   Dril-Quip, Inc. ●    63 
 7   Enbridge, Inc.    311 
 5   EnCana Corp. ADR    95 
 1   EOG Resources, Inc.    215 
 3   Eurasia Drilling Co., Ltd. §    88 
 3   Exxon Mobil Corp.    289 
 8   Galp Energia SGPS S.A.    116 
 4   Halliburton Co.    177 
 5   Imperial Oil Ltd.    202 
 11   Karoon Gas Australia Ltd. ●    32 
 38   Kunlun Energy Co., Ltd.    62 
 1   Marathon Petroleum Corp.    106 
 5   MEG Energy Corp. ●    146 
 1   National Oilwell Varco, Inc.    88 
 103   New Standard Energy Ltd. ●    15 
 15   Oil Search Ltd.    103 
 20   Ophilr Energy plc ●    94 
 8   Patterson-UTI Energy, Inc.    214 
 108   PetroChina Co., Ltd.    104 
 10   Petroleo Brasileiro S.A. ADR    107 
 3   Phillips 66    251 
 1   Pioneer Natural Resources Co.    242 
 35   Polskie Gornictwo Naftowe I    51 
 6   Reliance Industries Ltd.    82 
 4   Repsol S.A.    98 
 2   Royal Dutch Shell plc    76 
 5   Santos Ltd.    64 
 1   Schlumberger Ltd.    104 
 3   Southwestern Energy Co. ●    130 
 6   Statoil ASA    152 
 3   Superior Energy Services, Inc.    71 
    Technip S.A.    36 
 2   Tourmaline Oil Corp. ●    80 
 13   Trican Well Service Ltd.    145 
 7   Tullow Oil plc    95 
 5   Western Energy Services Corp    36 
         6,763 
     Food and Staples Retailing - 1.6%     
 7   Carrefour S.A.    225 
 3   Costco Wholesale Corp.    316 
 1   CVS Caremark Corp.    100 
 6   Seven & I Holdings Co., Ltd.    230 
 3   Walgreen Co.    146 
 8   Woolworths Ltd.    246 
         1,263 
     Food, Beverage and Tobacco - 7.9%     
 11   Altria Group, Inc.    378 
 10   Anheuser-Busch InBev N.V.    988 
 6   British American Tobacco plc    293 
 33   Diageo Capital plc    988 
 11   Hillshire (The) Brands Co.    391 
 9   Imperial Tobacco Group plc    324 
 4   Ingredion, Inc.    243 
 46   ITC Ltd.    238 
 3   Kraft Foods Group, Inc.    144 
 11   Lorillard, Inc.    518 
 31   Mondelez International, Inc.    1,002 
 3   Monster Beverage Corp. ●    183 
 6   New Britain Palm Oil Ltd.    33 
 2   Philip Morris International, Inc.    132 
 78   Treasury Wine Estates Ltd.    249 
 4   Unilever N.V.    138 
 3   United Spirits Ltd.    101 
         6,343 
     Health Care Equipment and Services - 3.3%     
 2   Abbott Laboratories    64 
 1   Aetna, Inc.    89 
 3   Al Noor Hospitals Group ●    39 
 8   Boston Scientific Corp. ●    113 
 1   Cardinal Health, Inc.    101 
 1   Cie Generale d'Optique Essilor International S.A.    72 
 2   CIGNA Corp.    162 
 1   Community Health Systems, Inc. ●    26 
 3   Covidien plc    208 
 1   Envision Healthcare Holdings ●    44 
 1   Express Scripts Holding Co. ●    90 
 4   HCA Holdings, Inc. ●    210 
 1   Hologic, Inc. ●    22 
    M3, Inc.    135 
 2   McKesson Corp.    303 
 3   Medtronic, Inc.    179 
 7   NMC Health plc    58 
 3   Olympus Corp.    77 
 34   Phoenix Healthcare Group Co., Ltd. ●    55 
 6   Smith & Nephew plc    90 
 1   St. Jude Medical, Inc.    88 
 2   Stryker Corp.    132 
    Sysmex Corp.    17 
 2   UnitedHealth Group, Inc.    169 
    Universal Health Services, Inc. Class B    5 

 

2
 

  

The Hartford Global Research Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
COMMON STOCKS - 96.9% - (continued)     
     Health Care Equipment and Services - 3.3% - (continued)     
 1   Zimmer Holdings, Inc.   $114 
         2,662 
     Household and Personal Products - 0.6%     
 2   Beiersdorf AG    236 
 3   Colgate-Palmolive Co.    168 
    Coty, Inc.    5 
 31   Jyothy Laboratories Ltd.    108 
         517 
     Insurance - 2.7%     
 3   ACE Ltd.    235 
 4   Ageas    172 
 15   AXA S.A.    405 
 18   Delta Lloyd N.V.    462 
 73   Direct Line Insurance Group plc    315 
 7   Sony Financial Holdings, Inc.    115 
 20   Storebrand ASA    118 
 12   XL Group plc    353 
         2,175 
     Materials - 4.7%     
 2   Akzo Nobel N.V.    148 
 2   Allegheny Technologies, Inc.    71 
 4   Anglo American plc    90 
 3   ArcelorMittal ADR    51 
 4   Asahi Kasei Corp.    28 
 10   AuRico Gold, Inc.    47 
 5   AZ Electronic Materials S.A.    34 
 3   Ball Corp.    140 
 3   Billerud    33 
 2   Boise Cascade Co. ●    59 
 1   Cabot Corp.    47 
 1   Celanese Corp.    55 
 68   China Shanshui Cement Group    22 
 4   Constellium N.V. ●    116 
 2   Crown Holdings, Inc. ●    87 
 8   Detour Gold Corp. ●    51 
 5   Dow Chemical Co.    210 
 9   EcoSynthetix, Inc. ●    22 
 61   Fosun International    66 
 11   Graphic Packaging Holding Co. ●    104 
 2   HeidelbergCement AG    135 
 133   Huabao International Holdings Ltd.    67 
 2   International Paper Co.    99 
 5   JSR Corp.    83 
 3   Lafarge S.A.    196 
 1   Lanxess    67 
 2   Louisiana-Pacific Corp. ●    38 
 2   LyondellBasell Industries Class A    171 
 1   MeadWestvaco Corp.    19 
 2   Methanex Corp. ADR    118 
 6   Mitsubishi Chemical Holdings    27 
 483   Mongolian Mining Corp. ●    52 
 2   Monsanto Co.    162 
 1   Mosaic Co.    27 
 15   Nine Dragons Paper Holdings    13 
 3   Nippon Shokubai Co., Ltd.    29 
 8   NuFarm Ltd.    27 
 6   Omnova Solutions, Inc. ●    50 
 3   Owens-Illinois, Inc. ●    82 
 51   Platinum Group Metals Ltd. ●    60 
 1   Posco ADR    71 
 6   Rexam plc    46 
 2   Rio Tinto plc    107 
 1   Sherwin-Williams Co.    93 
 1   Shin-Etsu Chemical Co., Ltd.    56 
 4   Smurfit Kappa Group plc    94 
 10   Synthomer plc    44 
 2   Tikkurila Oyj    52 
 8   Ube Industries Ltd.    16 
 1   Umicore S.A.    58 
 5   Universal Stainless & Alloy Products, Inc. ●    156 
    Westlake Chemical Corp.    34 
         3,830 
     Media - 4.8%     
 10   British Sky Broadcasting Group plc    149 
 2   Charter Communications, Inc. ●    217 
 5   Comcast Corp. Class A    261 
 3   Comcast Corp. Special Class A    172 
 3   CyberAgent, Inc.    126 
 2   Dentsu, Inc.    96 
 4   DirecTV ●    295 
 2   DreamWorks Animation SKG, Inc. ●    84 
 2   Fuji Media Holdings, Inc.    37 
 7   Havas S.A.    56 
 1   Imax Corp. ●    26 
 6   Interpublic Group of Cos., Inc.    98 
 1   Liberty Global plc ●    101 
 18   Megacable Holdings - CPO    66 
 10   Pandora Media, Inc. ●    368 
 10   Reed Elsevier Capital, Inc.    142 
 4   SES Global    136 
 4   SES Global S.A.    124 
 2   Thomson Reuters Corp.    90 
 2   Time Warner Cable, Inc.    271 
 4   Time Warner, Inc.    251 
 3   TV Asahi Corp.    55 
 9   TVA S.A.    45 
 6   United Business Media Ltd.    67 
 8   Walt Disney Co.    562 
         3,895 
     Pharmaceuticals, Biotechnology and Life Sciences - 7.5%     
 1   Acorda Therapeutics, Inc. ●    32 
 1   Actavis plc ●    160 
 1   Actelion Ltd.    53 
 1   Agilent Technologies, Inc.    56 
 4   Alkermes plc ●    200 
 3   Almirall S.A.    43 
 1   Alnylam Pharmaceuticals, Inc. ●    62 
 17   Arena Pharmaceuticals, Inc. ●    106 
 1   Astellas Pharma, Inc.    86 
 4   AstraZeneca plc ADR    274 
 2   Auxilium Pharmaceuticals, Inc. ●    49 
 1   Biogen Idec, Inc. ●    181 
 11   Bristol-Myers Squibb Co.    565 
 1   Celgene Corp. ●    131 
 1   Covance, Inc. ●    69 
 1   Cubist Pharmaceuticals, Inc. ●    59 
 6   Daiichi Sankyo Co., Ltd.    97 
 2   Eisai Co., Ltd.    86 

 

3
 

 

The Hartford Global Research Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
COMMON STOCKS - 96.9% - (continued)     
     Pharmaceuticals, Biotechnology and Life Sciences - 7.5% - (continued)     
 7   Eli Lilly & Co.   $376 
 12   Exelixis, Inc. ●    79 
 5   Forest Laboratories, Inc. ●    322 
 5   Gilead Sciences, Inc. ●    404 
 2   H. Lundbeck A/S    46 
 1   Hospira, Inc. ●    26 
 2   Immunogen, Inc. ●    24 
 1   Incyte Corp. ●    89 
 4   Ironwood Pharmaceuticals, Inc. ●    54 
 2   Johnson & Johnson    148 
 3   Medicines Co. ●    94 
 9   Merck & Co., Inc.    467 
 2   Mylan, Inc. ●    77 
 5   NPS Pharmaceuticals, Inc. ●    173 
 1   Ono Pharmaceutical Co., Ltd.    55 
 1   Regeneron Pharmaceuticals, Inc. ●    394 
 1   Roche Holding AG    138 
    Salix Pharmaceuticals Ltd. ●    20 
 1   Seattle Genetics, Inc. ●    66 
 9   Shionogi & Co., Ltd.    178 
 6   Teva Pharmaceutical Industries Ltd. ADR    280 
 2   UCB S.A.    127 
 1   Vertex Pharmaceuticals, Inc. ●    95 
         6,041 
     Real Estate - 2.2%     
    Alexander & Baldwin, Inc.    16 
 1   Alstria Office REIT AG    7 
 1   American Assets Trust, Inc. REIT    22 
    American Tower Corp. REIT    29 
    AvalonBay Communities, Inc. REIT    50 
 17   Ayala Land, Inc.    10 
 16   Beni Stabili S.p.A.    12 
 3   Big Yellow Group REIT    27 
    Boston Properties, Inc. REIT    39 
    Camden Property Trust REIT    16 
 3   Cheung Kong Holdings Ltd.    41 
 6   Corporacion Inmobiliaria Vesta S. de RL de C.V.    11 
 2   Cousins Properties, Inc. REIT    18 
    Daito Trust Construction Co., Ltd.    38 
 1   DDR Corp. REIT    20 
 1   Derwent London plc REIT    41 
 1   Deutsche Annington Immobile ●    21 
 1   Deutsche Wohnen A.G.    9 
 22   Dexus Property Group REIT    19 
 1   Douglas Emmett, Inc. REIT    36 
    EastGroup Properties, Inc. REIT    22 
 1   Equity Lifestyle Properties, Inc. REIT    29 
    Essex Property Trust, Inc. REIT    56 
 2   EuroBank Properties REIT ●    22 
    Extra Space Storage, Inc. REIT    17 
 2   Fastighets AB Balder ●    24 
    Federal Realty Investment Trust REIT    16 
 1   First Industrial Realty Trust, Inc. REIT    20 
 2   Forest City Enterprises, Inc. REIT ●    34 
 1   Gagfah S.A. ●    19 
 3   General Growth Properties, Inc. REIT    58 
 9   Goodman Group REIT    36 
 2   Hammerson plc REIT    21 
 1   Health Care, Inc. REIT    51 
 6   Hibernia REIT ●    10 
 1   Host Hotels & Resorts, Inc. REIT    11 
 7   Hysan Development Co., Ltd.    29 
    Industrial & Infrastructure Fund Investment Corp. REIT    41 
 1   Kennedy-Wilson Holdings, Inc.    16 
    Kilroy Realty Corp. REIT    13 
 2   Land Securities Group plc REIT    42 
 3   Link (The) REIT    13 
 4   Londonmetric Property plc    9 
 21   Mirvac Group REIT    30 
 2   Mitsubishi Estate Co., Ltd.    49 
 2   Mitsui Fudosan Co., Ltd.    78 
    Orix Jreit Inc    23 
    Public Storage REIT    52 
 1   Retail Opportunity Investments Corp. REIT    10 
 1   RLJ Lodging Trust REIT    22 
 43   Robinsons Land Corp.    19 
 1   Simon Property Group, Inc. REIT    82 
    SL Green Realty Corp. REIT    38 
 8   Stockland REIT    27 
 2   Sun Hung Kai Properties Ltd.    28 
    Taubman Centers, Inc. REIT    21 
 1   UDR, Inc. REIT    12 
    Unibail Rodamco REIT    65 
 4   Unite Group plc    24 
    Wereldhave N.V. REIT    8 
 3   Westfield Group REIT    27 
 1   Weyerhaeuser Co. REIT    15 
 1   Wihlborgs Fastigheter A.B.    22 
         1,743 
     Retailing - 6.3%     
 3   Amazon.com, Inc. ●    1,068 
    AutoZone, Inc. ●    196 
 8   Carphone Warehouse Group plc    38 
 37   Dick Smith Holdings Ltd. ●    72 
 4   Dollar Tree, Inc. ●    190 
 2   DSW, Inc.    62 
 3   Five Below, Inc. ●    106 
 3   GNC Holdings, Inc.    136 
 569   GOME Electrical Appliances Holdings Ltd.    99 
 6   Hennes & Mauritz Ab    237 
 2   HSN, Inc.    115 
 97   Intime Retail Group Co., Ltd.    97 
 11   Lowe's Cos., Inc.    514 
 28   Marks & Spencer Group plc    215 
 10   Moncler S.p.A. ●    182 
 1   Netflix, Inc. ●    210 
 1   PetSmart, Inc.    80 
 4   Pier 1 Imports, Inc.    82 
    Priceline.com, Inc. ●    332 
 19   Rakuten, Inc.    315 
 2   Ross Stores, Inc.    163 
 3   TJX Cos., Inc.    198 
 1   TripAdvisor, Inc. ●    95 
 4   Tuesday Morning Corp. ●    51 
 11   World Duty Free S.p.A. ●    156 

 

4
 

 

The Hartford Global Research Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
COMMON STOCKS - 96.9% - (continued)     
     Retailing - 6.3% - (continued)     
 3   Zale Corp. ●   $51 
         5,060 
     Semiconductors and Semiconductor Equipment - 1.4%     
 4   ASM Pacific Technology Ltd.    38 
 3   Broadcom Corp. Class A    89 
 4   First Solar, Inc. ●    210 
 1   Freescale Semiconductor Holdings Ltd. ●    13 
 4   Hynix Semiconductor, Inc. ●    138 
 1   International Rectifier Corp. ●    22 
 2   Maxim Integrated Products, Inc.    52 
 1   Montage Technology Group Ltd. ●    22 
 10   NXP Semiconductors N.V. ●    477 
 1   Silicon Laboratories, Inc. ●    52 
 16   Taiwan Semiconductor Manufacturing Co., Ltd.    56 
         1,169 
     Software and Services - 8.1%     
 3   Accenture plc    269 
 7   Activision Blizzard, Inc. ‡    121 
 4   Akamai Technologies, Inc. ●    176 
 1   Alliance Data Systems Corp. ●    202 
 4   Autodesk, Inc. ●    192 
 2   Automatic Data Processing, Inc.    141 
    Baidu, Inc. ADR ●    52 
 1   CACI International, Inc. Class A ●    42 
 6   Cadence Design Systems, Inc. ●    87 
 3   Cognizant Technology Solutions Corp. ●    324 
 7   Dropbox, Inc. ⌂●†    121 
 8   eBay, Inc. ●    417 
 8   Facebook, Inc. ●    497 
 7   FireEye, Inc. ⌂●†    527 
 7   Genpact Ltd. ●    114 
 1   Google, Inc. ●    1,229 
 3   Heartland Payment Systems, Inc.    112 
 21   Higher One Holdings, Inc. ●    166 
 1   LinkedIn Corp. Class A ●    169 
 5   Mavenir Systems, Inc. ●    63 
 2   Micros Systems, Inc. ●    111 
 4   Microsoft Corp.    163 
 3   Oracle Corp.    114 
 3   Salesforce.com, Inc. ●    200 
 4   Sumisho Computer Systems Corp.    118 
 2   Tencent Holdings Ltd.    123 
 2   Visa, Inc.    379 
    WEX, Inc. ●    35 
 7   Yahoo!, Inc. ●    256 
         6,520 
     Technology Hardware and Equipment - 2.2%     
 24   AAC Technologies Holdings, Inc.    101 
 14   Advantech Co., Ltd.    85 
 1   Allegion plc ●    41 
 6   Aruba Networks, Inc. ●    116 
 10   Delta Electronics, Inc.    54 
 2   F5 Networks, Inc. ●    190 
 7   Juniper Networks, Inc. ●    177 
 1   National Instruments Corp.    19 
 3   Palo Alto Networks, Inc. ●    159 
    QIWI plc ADR    9 
 9   Qualcomm, Inc.    677 
 1   Rogers Corp. ●    74 
 1   Stratasys Ltd. ●    92 
         1,794 
     Telecommunication Services - 2.6%     
 27   Axiata Group Berhad    53 
 1   BCE, Inc.    57 
 50   Bezeq Israeli Telecommunication Corp., Ltd.    77 
 11   Bharti Airtel Ltd.    55 
 13   China Mobile Ltd.    127 
 4   Deutsche Telekom AG    57 
 3   Elisa Oyj    78 
 11   Hellenic Telecommunications Organization S.A.    157 
 21   Idea Cellular Ltd.    47 
 4   Intelsat S.A. ●    74 
 1   KDDI Corp.    77 
 19   Koninklijke (Royal) KPN N.V.    71 
 3   Nippon Telegraph & Telephone Corp. ADR    91 
 1   Philippine Long Distance Telephone Co. ADR    50 
 258   Safaricom Ltd.    33 
 2   SK Telecom Co., Ltd. ADR    54 
    Swisscom AG    98 
 9   Telefonica Deutschland Holdings    72 
 5   Telefonica S.A.    79 
 6   Telenor ASA    130 
 8   Telia Ab    58 
 2   Telus Corp.    62 
 4   T-Mobile US, Inc.    108 
 6   Turkcell Iletisim Hizmetleri A.S. ADR ●    69 
 82   Vodafone Group plc    303 
         2,137 
     Transportation - 3.3%     
 19   Air France ●    217 
 682   AirAsia Berhad    461 
 10   American Airlines Group, Inc. ●    335 
 1   Avianca Holdings S.A. ADR ●    22 
 8   Covenant Transport ●    72 
 2   DSV A/S    76 
 3   FedEx Corp.    339 
    Flughafen Zuerich AG    133 
 1   Genesee & Wyoming, Inc. Class A ●    130 
 2   J.B. Hunt Transport Services, Inc.    184 
 2   Kansas City Southern    179 
    Norbert Dentressangle S.A.    48 
 11   United Continental Holdings, Inc. ●    498 
         2,694 
     Utilities - 3.6%     
 2   Alliant Energy Corp.    101 
 15   Cheung Kong Infrastructure Holdings Ltd.    88 
 8   Cia de Saneamento Basico do Estado de Sao Paulo    73 
 2   Dominion Resources, Inc.    160 
 3   Duke Energy Corp.    221 
 6   E.On SE    115 
 2   Endesa S.A.    71 
 38   Enel Green Power S.p.A.    95 
 4   ENN Energy Holdings Ltd.    24 
 6   GDF Suez    126 
 141   Guangdong Investment Ltd.    130 

 

5
 

 

The Hartford Global Research Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
COMMON STOCKS - 96.9% - (continued)     
     Utilities - 3.6% - (continued)     
 9   Iberdrola S.A.   $57 
 15   National Grid plc    198 
 5   NextEra Energy, Inc.    464 
 3   Northeast Utilities    148 
 4   NRG Yield, Inc.    148 
 5   OGE Energy Corp.    169 
 15   Osaka Gas Co., Ltd.    61 
 3   Pattern Energy Group, Inc.    93 
 1   PG&E Corp.    46 
 13   Snam S.p.A.    70 
 7   Suez Environment S.A.    132 
 15   Tokyo Gas Co., Ltd.    73 
         2,863 
     Total common stocks     
     (cost $67,957)   $78,173 
           
PREFERRED STOCKS - 0.5%     
     Automobiles and Components - 0.4%     
 1   Volkswagen AG N.V.   $335 
           
     Utilities - 0.1%     
 4   Cia Paranaense de Energie    45 
           
     Total preferred stocks     
     (cost $328)   $380 
           
WARRANTS - 0.0%     
     Diversified Financials - 0.0%     
 17   Atlas Mara Co-Nvest Ltd. †   $10 
           
     Total warrants     
     (cost $–)   $10 
           
EXCHANGE TRADED FUNDS - 0.3%     
     Other Investment Pools and Funds - 0.3%     
 4   Industrial Select Sector SPDR Fund   $208 
           
     Total exchange traded funds     
     (cost $204)   $208 
           
     Total long-term investments     
     (cost $68,489)  $78,771 
           
SHORT-TERM INVESTMENTS – 1.9%     
Repurchase Agreements - 1.9%     
     Bank of  Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $209, collateralized by U.S.
Treasury Bill 0.07% - 0.14%, 2014, U.S.
Treasury Bond 2.75% - 11.25%, 2015 -
2043, U.S. Treasury Note 0.25% - 4.25%,
2014 - 2023, value of $213)
     
$209    0.02%, 1/31/2014  $209 
     Bank of America Merrill Lynch TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $69,
collateralized by FHLMC 3.50% - 4.00%,
2042 - 2043, FNMA 2.81% - 4.50%, 2041 -
2042, value of $70)
     
 69    0.02%, 1/31/2014    69 
     Bank of Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $180, collateralized by FHLB
0.88%, 2017, FHLMC 0.05% - 5.50%, 2014
- 2043, FNMA 2.00% - 3.50%, 2025 - 2028,
GNMA 3.50%, 2042 - 2043, U.S. Treasury
Note 2.38%, 2014, value of $183)
     
 180    0.03%, 1/31/2014    180 
     Barclays Capital TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $190, collateralized by U.S.
Treasury Note 0.25% - 2.38%, 2014 - 2015,
value of $194)
     
 190    0.02%, 1/31/2014    190 
     Citigroup Global Markets, Inc. TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $418,
collateralized by U.S. Treasury Bill 0.06% -
0.10%, 2014, U.S. Treasury Bond 3.00% -
8.75%, 2017 - 2042, U.S. Treasury Note
0.25% - 3.75%, 2015 - 2023, value of $426)
     
 418    0.02%, 1/31/2014    418 
     Deutsche Bank Securities TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $56, collateralized by FHLMC
3.00% - 5.50%, 2019 - 2043, FNMA 3.00%
- 6.50%, 2021 - 2043, GNMA 3.00% -
6.00%, 2037 - 2053, value of $57)
     
 56    0.03%, 1/31/2014    56 
     RBS Securities, Inc. TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $46, collateralized by U.S.
Treasury Note 2.63%, 2014, value of $47)
     
 46    0.02%, 1/31/2014    46 
     TD Securities TriParty Repurchase Agreement
(maturing on 02/03/2014 in the amount of
$397, collateralized by FFCB 0.14%, 2015,
FHLB 0.55%, 2017, FHLMC 3.00% -
4.38%, 2015 - 2043, FNMA 2.50% - 4.50%,
2025 - 2043, value of $405)
     
 397    0.03%, 1/31/2014    397 

 

6
 

 

The Hartford Global Research Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount          Market Value ╪ 
SHORT-TERM INVESTMENTS - 1.9% - (continued) 
Repurchase Agreements - 1.9% - (continued)          
     UBS Securities, Inc. Repurchase Agreement
(maturing on 02/03/2014 in the amount of
$4, collateralized by U.S. Treasury Note
2.38%, 2015, value of $4)
          
$4    0.01%, 1/31/2014       $4 
              1,569 
     Total short-term investments          
     (cost $1,569)       $1,569 
                
     Total investments          
     (cost $70,058) ▲    99.6%  $80,340 
     Other assets and liabilities    0.4%   320 
     Total net assets    100.0%  $80,660 

 

7
 

 

The Hartford Global Research Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

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 may 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.

 

At January 31, 2014, the cost of securities for federal income tax purposes was $71,053 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation   $12,254 
Unrealized Depreciation    (2,967)
Net Unrealized Appreciation   $9,287 

 

These securities were 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 January 31, 2014, the aggregate value of these securities was $658, which represents 0.8% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.  

 

Non-income producing.    

 

§These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933.  The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid.  At January 31, 2014, the aggregate value of these securities was $88, which represents 0.1% of total net assets.  

 

This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $1 at January 31, 2014.

 

This security, or a portion of this security, has been segregated to cover funding requirements on investment transactions settling in the future.

 

The following securities are considered illiquid.  Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933 and may have contractual restrictions on resale.  A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

 

Period Acquired  Shares/ Par   Security  Cost Basis 
05/2012   7   Dropbox, Inc.  $64 
12/2012   7   FireEye, Inc.   78 

 

At January 31, 2014, the aggregate value of these securities was $648, which represents 0.8% of total net assets.  

 

Foreign Currency Contracts Outstanding at January 31, 2014

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
AUD  Buy  02/04/2014  BOA  $1   $1   $   $ 
AUD  Buy  02/05/2014  BOA   85    85         
AUD  Buy  02/03/2014  MSC   1    1         
CAD  Buy  02/04/2014  CSFB                
CHF  Sell  02/03/2014  JPM   6    6         
EUR  Buy  02/03/2014  BNP   58    57        (1)
EUR  Buy  02/05/2014  SSG   51    51         
EUR  Sell  02/04/2014  BNP   21    21         
EUR  Sell  02/05/2014  SSG   14    14         
GBP  Buy  02/04/2014  JPM   123    123         
GBP  Sell  02/03/2014  GSC   29    28    1     
HKD  Sell  02/04/2014  NAB   5    5         
JPY  Buy  02/05/2014  BOA   7    7         
JPY  Sell  02/04/2014  BOA   11    11         
JPY  Sell  02/05/2014  BOA   118    119        (1)

 

8
 

 

The Hartford Global Research Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Foreign Currency Contracts Outstanding at January 31, 2014 - (continued)

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
JPY  Sell  03/20/2014  DEUT  $146   $147   $   $(1)
JPY  Sell  02/03/2014  MSC   6    6         
SGD  Buy  02/05/2014  BOA   1    1         
                      $1   $(3)

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Counterparty Abbreviations:
BNP BNP Paribas Securities  
BOA Banc of America Securities LLC
CSFB Credit Suisse First Boston Corp.
DEUT Deutsche Bank Securities, Inc.
GSC Goldman Sachs & Co.
JPM JP Morgan Chase & Co.  
MSC Morgan Stanley  
NAB National Australia Bank
SSG State Street Global Markets LLC
   
Currency Abbreviations:
AUD Australian Dollar  
CAD Canadian Dollar  
CHF Swiss Franc  
EUR EURO  
GBP British Pound  
HKD Hong Kong Dollar  
JPY Japanese Yen  
SGD Singapore Dollar  
 
Other Abbreviations:
ADR American Depositary Receipt
FFCB Federal Farm Credit Bank
FHLB Federal Home Loan Bank
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
GNMA Government National Mortgage Association
NVDR Non-Voting Depositary Receipt
REIT Real Estate Investment Trust
SPDR Standard & Poor's Depositary Receipt

 

Diversification by Country
as of January 31, 2014
   Percentage of 
Country  Net Assets 
Australia   2.2%
Austria   0.3 
Belgium   2.2 
Brazil   1.2 
British Virgin Islands   0.3 
Canada   4.5 
Cayman Islands   0.1 
China   1.2 
Cyprus   0.0 
Denmark   0.6 
Finland   0.2 
France   4.8 
Germany   2.1 
Greece   0.2 
Hong Kong   1.2 
India   0.8 
Ireland   0.2 
Israel   0.6 
Italy   0.6 
Japan   4.0 
Kenya   0.0 
Luxembourg   0.6 
Malaysia   0.6 
Mexico   0.1 
Netherlands   2.4 
Norway   1.3 
Panama   0.0 
Papua New Guinea   0.0 
Philippines   0.3 
Poland   0.1 
Portugal   0.2 
Singapore   0.0 
South Korea   1.8 
Spain   0.7 
Sweden   0.6 
Switzerland   1.6 
Taiwan   0.2 
Thailand   0.3 
Turkey   0.3 
United Kingdom   8.2 
United States   51.1 
Short-Term Investments   1.9 
Other Assets and Liabilities   0.4 
Total   100.0%

 

9
 

 

The Hartford Global Research Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary
January 31, 2014
 

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks                    
Automobiles and Components   $1,027   $244   $783   $ 
Banks    7,523    2,293    5,230     
Capital Goods    6,235    4,900    1,335     
Commercial and Professional Services    537    537         
Consumer Durables and Apparel    1,524    449    1,075     
Consumer Services    891    405    486     
Diversified Financials    2,967    1,185    1,782     
Energy    6,763    4,543    2,220     
Food and Staples Retailing    1,263    562    701     
Food, Beverage and Tobacco    6,343    3,024    3,319     
Health Care Equipment and Services    2,662    2,271    391     
Household and Personal Products    517    173    344     
Insurance    2,175    588    1,587     
Materials    3,830    2,240    1,590     
Media    3,895    3,147    748     
Pharmaceuticals, Biotechnology and Life Sciences    6,041    5,132    909     
Real Estate    1,743    933    810     
Retailing    5,060    4,059    1,001     
Semiconductors and Semiconductor Equipment    1,169    937    232     
Software and Services    6,520    5,631    241    648 
Technology Hardware and Equipment    1,794    1,554    240     
Telecommunication Services    2,137    565    1,572     
Transportation    2,694    1,807    887     
Utilities    2,863    1,623    1,240     
Total    78,173    48,802    28,723    648 
Exchange Traded Funds    208    208         
Preferred Stocks    380    45    335     
Warrants    10    10         
Short-Term Investments    1,569        1,569     
Total   $80,340   $49,065   $30,627   $648 
Foreign Currency Contracts*    1        1     
Total   $1   $   $1   $ 
Liabilities:                    
Foreign Currency Contracts*    3        3     
Total   $3   $   $3   $ 

 

For the three-month period ended January 31, 2014, investments valued at $514 were transferred from Level 1 to Level 2, and investments valued at $195 were transferred from Level 2 to Level 1. Investments are transferred between Level 1 and Level 2 for a variety of reasons including, but not limited to:
1)Foreign equities for which a fair value price is more representative of exit value than the local market close (transfer into Level 2). Foreign equities for which the local market close is more representative of exit value (transfer into Level 1).
2)U.S. Treasury securities that no longer represent the most recent issue (transfer into Level 2).
3)Equity investments with no observable trading but a bid or close price is used (transfer into Level 2). Equity investments using observable quoted prices in an active market (transfer into Level 1).  
*Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

 

Note:For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

10
 

 

The Hartford Global Research Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:

 

   Balance
as of
October
31, 2013
   Realized
Gain
(Loss)
   Change in
Unrealized
Appreciation
(Depreciation)
   Net
Amortization
   Purchases   Sales   Transfers
Into
Level 3
   Transfers
Out of
Level 3
   Balance
as of
January
31, 2014
 
Assets:                                             
Common Stocks   $340   $   $308*  $   $   $   $   $   $648 
Total   $340   $   $308   $   $   $   $   $   $648 

 

*Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2014 was $308.

 

11
 

 

 

The Hartford Growth Allocation Fund
Schedule of Investments
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount        Market Value ╪ 
AFFILIATED INVESTMENT COMPANIES - 97.0%
Alternative Strategy Funds - 10.1%
 5,902   Hartford Real Total Return Fund, Class Y●     $61,025 
 3,230   The Hartford Alternative Strategies Fund, Class Y        32,072 
              93,097 
     Total alternative strategy funds          
     (cost $94,178)       $93,097 
                
Domestic Equity Funds - 41.5%
 2,344   The Hartford Capital Appreciation Fund, Class Y       $115,135 
 7,885   The Hartford Dividend and Growth Fund, Class Y        193,744 
 2,281   The Hartford MidCap Value Fund, Class Y        37,155 
 1,393   The Hartford Small Company Fund, Class Y        36,927 
              382,961 
     Total domestic equity funds          
     (cost $293,591)       $382,961 
                
International/Global Equity Funds - 38.4%
 11,081   The Hartford Emerging Markets Research Fund, Class Y       $92,750 
 11,177   The Hartford International Opportunities Fund, Class Y        192,133 
 3,859   The Hartford International Small Company Fund, Class Y        68,962 
              353,845 
     Total international/global equity funds          
     (cost $303,384)       $353,845 
                
Taxable Fixed Income Funds - 7.0%
 7,089   The Hartford Strategic Income Fund, Class Y       $64,508 
                
     Total taxable fixed income fund          
     (cost $66,066)       $64,508 
                
     Total investments in affiliated investment companies          
     (cost $757,219)       $894,411 
                
EXCHANGE TRADED FUNDS - 3.0%
 1,112   Powershares DB Commodity Index Tracking Fund       $27,657 
                
     Total exchange traded funds          
     (cost $25,913)       $27,657 
                
     Total long-term investments          
     (cost $783,132)       $922,068 
                
     Total investments          
     (cost $783,132) ▲   100.0%  $922,068 
     Other assets and liabilities    —%   (363)
     Total net assets   100.0%  $921,705 

  

1
 

 

The Hartford Growth Allocation Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

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

 

At January 31, 2014, the cost of securities for federal income tax purposes was $790,482 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation   $134,226 
Unrealized Depreciation    (2,640)
Net Unrealized Appreciation   $131,586 

 

Non-income producing.    

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

Investment Valuation Hierarchy Level Summary

January 31, 2014

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Affiliated Investment Companies   $894,411   $894,411   $   $ 
Exchange Traded Funds    27,657    27,657         
Total   $922,068   $922,068   $   $ 

 

For the three-month period ended January 31, 2014, there were no transfers between Level 1 and Level 2.  

 

Note:For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

Composition by Investments
as of January 31, 2014    
Fund Name  Percentage of
Net Assets
 
Hartford Real Total Return Fund, Class Y   6.6%
Powershares DB Commodity Index Tracking Fund   3.0 
The Hartford Alternative Strategies Fund, Class Y   3.5 
The Hartford Capital Appreciation Fund, Class Y   12.5 
The Hartford Dividend and Growth Fund, Class Y   21.0 
The Hartford Emerging Markets Research Fund, Class Y   10.1 
The Hartford International Opportunities Fund, Class Y   20.8 
The Hartford International Small Company Fund, Class Y   7.5 
The Hartford MidCap Value Fund, Class Y   4.0 
The Hartford Small Company Fund, Class Y   4.0 
The Hartford Strategic Income Fund, Class Y   7.0 
Other Assets and Liabilities   0.0 
Total   100.0%

 

2
 

 

 

The Hartford Healthcare Fund
Schedule of Investments
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
COMMON STOCKS - 95.0%     
     Biotechnology - 24.1%     
 58   Acorda Therapeutics, Inc. ●   $1,708 
 385   Alkermes plc ●    18,737 
 114   Alnylam Pharmaceuticals, Inc. ●    9,537 
 368   Anacor Pharmaceuticals, Inc. ●    7,014 
 1,076   Arena Pharmaceuticals, Inc. ●    6,824 
 577   BioCryst Pharmaceuticals, Inc. ●    5,881 
 21   Biogen Idec, Inc. ●    6,695 
 66   Cubist Pharmaceuticals, Inc. ●    4,791 
 727   Exelixis, Inc. ●    5,000 
 567   Gilead Sciences, Inc. ●    45,750 
 281   Glycomimetics, Inc. ●    2,798 
 140   Incyte Corp. ●    9,195 
 120   Innate Pharma S.A. ●    1,138 
 213   Ironwood Pharmaceuticals, Inc. ●    2,960 
 417   NPS Pharmaceuticals, Inc. ●    14,909 
 23   Puma Biotechnology, Inc. ●    2,764 
 71   Regeneron Pharmaceuticals, Inc. ●    20,357 
 605   Rigel Pharmaceuticals, Inc. ●    1,834 
 100   Seattle Genetics, Inc. ●    4,503 
 202   Tesaro, Inc. ●    6,365 
 277   Tetraphase Pharmaceuticals, Inc. ●    4,297 
 53   Trevena Inc ●    346 
 4   Ultragenyx Pharmaceutical Inc ●    169 
 77   Vertex Pharmaceuticals, Inc. ●    6,116 
         189,688 
     Drug Retail - 3.0%     
 192   CVS Caremark Corp.    12,981 
 189   Walgreen Co.    10,856 
         23,837 
     Health Care Distributors - 5.6%     
 217   Cardinal Health, Inc.    14,779 
 166   McKesson Corp.    28,884 
         43,663 
     Health Care Equipment - 16.9%     
 339   Abbott Laboratories    12,420 
 1,072   Boston Scientific Corp. ●    14,500 
 337   Covidien plc    22,997 
 290   Globus Medical, Inc. ●    6,796 
 61   Heartware International, Inc. ●    6,005 
 103   Hologic, Inc. ●    2,202 
 293   Medtronic, Inc.    16,595 
 247   Orthofix International N.V. ●    5,072 
 193   St. Jude Medical, Inc.    11,727 
 151   Stryker Corp.    11,694 
 326   Tornier N.V. ●    5,923 
 230   Volcano Corp. ●    4,828 
 135   Zimmer Holdings, Inc.    12,639 
         133,398 
     Health Care Facilities - 4.2%     
 92   Community Health Systems, Inc. ●    3,797 
 313   HCA Holdings, Inc. ●    15,755 
 589   NMC Health plc    4,724 
 2,954   Phoenix Healthcare Group Co., Ltd. ●    4,877 
 45   Universal Health Services, Inc. Class B    3,691 
         32,844 
     Health Care Services - 1.9%     
 236   Al Noor Hospitals Group ●    3,260 
 117   Envision Healthcare Holdings ●    3,852 
 109   Express Scripts Holding Co. ●    8,119 
         15,231 
     Health Care Supplies - 0.6%     
 103   Dentsply International, Inc.    4,760 
           
     Health Care Technology - 0.2%     
 98   Allscripts Healthcare Solutions, Inc. ●    1,626 
           
     Life Sciences Tools and Services - 2.2%     
 121   Agilent Technologies, Inc.    7,042 
 64   Covance, Inc. ●    6,052 
 50   MorphoSys AG ●    4,350 
         17,444 
     Managed Health Care - 7.2%     
 220   Aetna, Inc.    15,005 
 171   CIGNA Corp.    14,758 
 178   Qualicorp S.A. ●    1,513 
 352   UnitedHealth Group, Inc.    25,439 
         56,715 
     Pharmaceuticals - 27.6%     
 90   Actavis plc ●    17,076 
 236   Aerie Pharmaceuticals, Inc. ●    4,360 
 94   Almirall S.A.    1,501 
 226   AstraZeneca plc ADR    14,370 
 879   Bristol-Myers Squibb Co.    43,929 
 154   Cadence Pharmaceuticals, Inc. ●    1,689 
 321   Daiichi Sankyo Co., Ltd.    5,350 
 89   Dr. Reddy's Laboratories Ltd. ADR    3,720 
 129   Eisai Co., Ltd.    4,938 
 244   Eli Lilly & Co.    13,178 
 335   Forest Laboratories, Inc. ●    22,243 
 59   H. Lundbeck A/S    1,463 
 87   Hospira, Inc. ●    3,820 
 92   Johnson & Johnson    8,130 
 229   Medicines Co. ●    7,953 
 259   Merck & Co., Inc.    13,730 
 235   Mylan, Inc. ●    10,690 
 37   Ono Pharmaceutical Co., Ltd.    3,181 
 23   Salix Pharmaceuticals Ltd. ●    2,249 
 493   Shionogi & Co., Ltd.    10,040 
 323   Teva Pharmaceutical Industries Ltd. ADR    14,408 
 110   UCB S.A.    7,775 
 295   Xenoport, Inc. ●    1,698 
         217,491 
     Research and Consulting Services - 1.5%     
 250   Quintiles Transnational Holdings ●    11,884 
           
     Total common stocks     
     (cost $503,920)   $748,581 
           
     Total long-term investments     
     (cost $503,920)   $748,581 

 

1
 

 

The Hartford Healthcare Fund
Schedule of Investments – (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

  

Shares or Principal Amount      Market Value ╪ 
SHORT-TERM INVESTMENTS - 5.3%          
     Repurchase Agreements - 5.3%          
     Bank of  Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $5,565, collateralized by U.S.
Treasury Bill 0.07% - 0.14%, 2014, U.S.
Treasury Bond 2.75% - 11.25%, 2015 -
2043, U.S. Treasury Note 0.25% - 4.25%,
2014 - 2023, value of $5,676)
          
$5,565    0.02%, 1/31/2014      $5,565 
     Bank of America Merrill Lynch TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $1,836,
collateralized by FHLMC 3.50% - 4.00%,
2042 - 2043, FNMA 2.81% - 4.50%, 2041 -
2042, value of $1,873)
          
 1,836    0.02%, 1/31/2014         1,836 
     Bank of Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $4,782, collateralized by FHLB
0.88%, 2017, FHLMC 0.05% - 5.50%, 2014
- 2043, FNMA 2.00% - 3.50%, 2025 - 2028,
GNMA 3.50%, 2042 - 2043, U.S. Treasury
Note 2.38%, 2014, value of $4,878)
          
 4,782    0.03%, 1/31/2014         4,782 
     Barclays Capital TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $5,066, collateralized by U.S.
Treasury Note 0.25% - 2.38%, 2014 - 2015,
value of $5,167)
          
 5,065    0.02%, 1/31/2014         5,065 
     Citigroup Global Markets, Inc. TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $11,124,
collateralized by U.S. Treasury Bill 0.06% -
0.10%, 2014, U.S. Treasury Bond 3.00% -
8.75%, 2017 - 2042, U.S. Treasury Note
0.25% - 3.75%, 2015 - 2023, value of
$11,346)
          
 11,124    0.02%, 1/31/2014         11,124 
     Deutsche Bank Securities TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $1,478, collateralized by
FHLMC 3.00% - 5.50%, 2019 - 2043,
FNMA 3.00% - 6.50%, 2021 - 2043,
GNMA 3.00% - 6.00%, 2037 - 2053, value
of $1,508)
          
 1,478    0.03%, 1/31/2014         1,478 
     RBS Securities, Inc. TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $1,236, collateralized by U.S.
Treasury Note 2.63%, 2014, value of
$1,261)
          
 1,236    0.02%, 1/31/2014         1,236 
     TD Securities TriParty Repurchase Agreement
(maturing on 02/03/2014 in the amount of
$10,561, collateralized by FFCB 0.14%,
2015, FHLB 0.55%, 2017, FHLMC 3.00% -
4.38%, 2015 - 2043, FNMA 2.50% - 4.50%,
2025 - 2043, value of $10,772)
          
 10,561    0.03%, 1/31/2014         10,561 
    UBS Securities, Inc. Repurchase Agreement
(maturing on 02/03/2014 in the amount of
$97, collateralized by U.S. Treasury Note
2.38%, 2015, value of $99)
        
 97    0.01%, 1/31/2014       97 
              41,744 
     Total short-term investments          
     (cost $41,744)        $41,744 
                
     Total investments          
     (cost $545,664) ▲    100.3%  $790,325 
     Other assets and liabilities    (0.3)%   (2,680)
     Total net assets    100.0%  $787,645 

 

2
 

  

The Hartford Healthcare Fund
Schedule of Investments – (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

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 may 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.

 

At January 31, 2014, the cost of securities for federal income tax purposes was $551,292 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation   $253,381 
Unrealized Depreciation    (14,348)
Net Unrealized Appreciation   $239,033 

 

Non-income producing.

 

Foreign Currency Contracts Outstanding at January 31, 2014

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
EUR  Sell  02/04/2014  BNP  $54   $54   $   $ 
EUR  Sell  02/03/2014  GSC   68    67    1     
EUR  Sell  02/05/2014  SSG   85    85         
JPY  Sell  03/20/2014  DEUT   11,463    11,551        (88)
                      $1   $(88)

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Counterparty Abbreviations:
BNP BNP Paribas Securities  
DEUT Deutsche Bank Securities, Inc.
GSC Goldman Sachs & Co.
SSG State Street Global Markets LLC
   
Currency Abbreviations:
EUR EURO  
JPY Japanese Yen  
 
Other Abbreviations:
ADR American Depositary Receipt
FFCB Federal Farm Credit Bank
FHLB Federal Home Loan Bank
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
GNMA Government National Mortgage Association

 

Diversification by Sector
as of January 31, 2014
Sector  Percentage of
Net Assets
 
Equity Securities     
Consumer Staples   3.0%
Health Care   90.5 
Industrials   1.5 
Total   95.0%
Short-Term Investments   5.3 
Other Assets and Liabilities   (0.3)
Total   100.0%

 

A sector may be comprised of several industries.  For Fund compliance purposes, the Fund may not use the same classification system and these sector classifications are used for reporting ease.

 

3
 

 

The Hartford Healthcare Fund
Schedule of Investments – (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary

January 31, 2014

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks ‡  $748,581   $708,845   $39,736   $ 
Short-Term Investments   41,744        41,744     
Total  $790,325   $708,845   $81,480   $ 
Foreign Currency Contracts *   1        1     
Total  $1   $   $1   $ 
Liabilities:                    
Foreign Currency Contracts *   88        88     
Total  $88   $   $88   $ 

 

For the three-month period ended January 31, 2014, investments valued at $1,243 were transferred from Level 1 to Level 2, and there were no transfers from Level 2 to Level 1. Investments are transferred between Level 1 and Level 2 for a variety of reasons including, but not limited to:
1)Foreign equities for which a fair value price is more representative of exit value than the local market close (transfer into Level 2). Foreign equities for which the local market close is more representative of exit value (transfer into Level 1).
2)U.S. Treasury securities that no longer represent the most recent issue (transfer into Level 2).
3)Equity investments with no observable trading but a bid or close price is used (transfer into Level 2). Equity investments using observable quoted prices in an active market (transfer into Level 1).  
The Fund has all or primarily all of the equity securities categorized in a particular level.  Refer to the Schedule of Investments for further industry breakout.
*Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

 

Note:For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

4
 

 

 

The Hartford High Yield Fund
Schedule of Investments
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 0.0%     
     Finance and Insurance - 0.0%     
     Soundview NIM Trust     
$920    0.00%, 12/25/2036 ■●   $ 
           
     Total asset & commercial mortgage backed securities     
      (cost $916)  $ 
           
CORPORATE BONDS - 89.1%     
     Administrative Waste Management and Remediation - 1.1%     
     Casella Waste Systems, Inc.     
$1,770   7.75%, 02/15/2019   $1,814 
     Servicemaster Co.     
 3,000   7.00%, 08/15/2020    3,038 
         4,852 
     Arts, Entertainment and Recreation - 8.1%     
     AMC Entertainment, Inc.     
 3,811   8.75%, 06/01/2019    4,059 
 1,764   9.75%, 12/01/2020    2,024 
     Carlson Wagonlit B.V.     
 936   6.88%, 06/15/2019 ■    977 
     CCO Holdings LLC     
 2,920   7.38%, 06/01/2020    3,176 
 780   8.13%, 04/30/2020    848 
     Emdeon, Inc.     
 1,625   11.00%, 12/31/2019    1,871 
     Gannett Co., Inc.     
 4,630   5.13%, 10/15/2019 ■    4,780 
     GLP Capital L.P./Finance II     
 360   4.38%, 11/01/2018 ■    369 
 1,510   4.88%, 11/01/2020 ■    1,529 
 350   5.38%, 11/01/2023 ■    346 
     Gray Television, Inc.     
 4,625   7.50%, 10/01/2020    4,937 
     Greektown Superholdings, Inc.     
 2,840   13.00%, 07/01/2015    2,925 
     NBC Universal Enterprise     
 1,980   5.25%, 12/19/2049 ■    1,990 
     Nexstar Broadcasting, Inc.     
 1,955   6.88%, 11/15/2020    2,087 
     Regal Entertainment Group     
 336   5.75%, 02/01/2025    319 
 1,423   9.13%, 08/15/2018    1,537 
     Sirius XM Radio, Inc.     
 65   4.25%, 05/15/2020 ■    61 
 180   4.63%, 05/15/2023 ■    161 
 1,070   5.25%, 08/15/2022 ■    1,106 
     Univision Communications, Inc.     
 2,090   6.75%, 09/15/2022 ■    2,294 
         37,396 
     Beverage and Tobacco Product Manufacturing - 0.8%     
     Constellation Brands, Inc.     
 380   4.25%, 05/01/2023    359 
 2,830   6.00%, 05/01/2022    3,085 
         3,444 
     Chemical Manufacturing - 2.7%     
     Ferro Corp.     
 2,632   7.88%, 08/15/2018    2,790 
     Hexion Specialty Chemicals     
 2,145   8.88%, 02/01/2018    2,231 
     Hexion U.S. Finance Corp.     
 2,915   6.63%, 04/15/2020    3,024 
     Ineos Group Holdings plc     
 4,445   6.13%, 08/15/2018 ■    4,523 
         12,568 
     Computer and Electronic Product Manufacturing - 3.0%     
     Alcatel-Lucent USA Inc.     
 2,230   6.75%, 11/15/2020 ■    2,286 
     CDW Escrow Corp.     
 3,495   8.50%, 04/01/2019    3,836 
     Freescale Semiconductor, Inc.     
 2,000   6.00%, 01/15/2022 ■    2,080 
     Lucent Technologies, Inc.     
 2,430   6.45%, 03/15/2029    2,187 
 660   6.50%, 01/15/2028    587 
     NXP B.V./NXP Funding LLC     
 1,815   3.75%, 06/01/2018 ■    1,815 
     ON Semiconductor Corp.     
 887   2.63%, 12/15/2026 ۞    998 
         13,789 
     Construction - 3.3%     
     K Hovnanian Enterprises, Inc.     
 220   7.00%, 01/15/2019 ■    223 
 2,426   9.13%, 11/15/2020 ■    2,699 
     KB Home     
 610   7.00%, 12/15/2021    647 
 1,895   7.50%, 09/15/2022    2,018 
 2,660   8.00%, 03/15/2020    2,959 
     Lennar Corp.     
 4,525   4.75%, 12/15/2017 - 11/15/2022    4,509 
     M/I Homes, Inc.     
 543   3.00%, 03/01/2018 ۞    595 
     Poly Gem Industries, Inc.     
 1,340   6.50%, 02/01/2022 ■    1,320 
         14,970 
     Fabricated Metal Product Manufacturing - 0.6%     
     BOE Intermediate Holdings Corp.     
 1,903   9.00%, 11/01/2017 ■Þ    2,031 
     Masco Corp.     
 795   5.95%, 03/15/2022    845 
         2,876 
     Finance and Insurance - 12.6%     
     Ally Financial, Inc.     
 3,765   5.50%, 02/15/2017    4,061 
     Barclays Bank plc     
 3,385   8.25%, 12/15/2018 ۞♠    3,488 
     BBVA International PFD Uniperson     
 1,085   5.92%, 04/18/2017 ♠    1,050 
     CIT Group, Inc.     
 2,674   5.50%, 02/15/2019 ■    2,848 
     Community Choice Financial, Inc.     
 2,680   10.75%, 05/01/2019    2,238 
     Credit Agricole S.A.     
 945   7.88%, 01/23/2024 ■♠    959 

 

1
 

 

The Hartford High Yield Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
CORPORATE BONDS - 89.1% - (continued)     
     Finance and Insurance - 12.6% - (continued)     
     Credit Suisse Group AG     
$1,320   7.50%, 12/11/2023 ■♠   $1,389 
     Fibria Overseas Finance Ltd.     
 1,118   7.50%, 05/04/2020 ■    1,230 
     Ineos Finance plc     
 821   7.50%, 05/01/2020 ■    897 
 691   8.38%, 02/15/2019 ■    762 
     ING US, Inc.     
 1,255   5.65%, 05/15/2053    1,205 
     Ladder Capital Finance Holdings LLC     
 580   7.38%, 10/01/2017    609 
     Nationstar Mortgage LLC     
 2,740   6.50%, 08/01/2018    2,767 
 2,496   7.88%, 10/01/2020    2,546 
     Nuveen Investments, Inc.     
 4,980   9.13%, 10/15/2017 ■    5,104 
 1,730   9.50%, 10/15/2020 ■    1,786 
     Provident Funding Associates L.P.     
 2,675   6.75%, 06/15/2021 ■    2,642 
     Royal Bank of Scotland Group plc     
 2,355   6.99%, 10/05/2017 ■♠    2,496 
 800   7.64%, 09/27/2017 ♠Δ    784 
     SLM Corp.     
 2,075   5.50%, 01/15/2019    2,122 
 1,354   7.25%, 01/25/2022    1,435 
     Societe Generale     
 3,565   7.88%, 12/18/2023 ■♠    3,618 
 1,475   8.25%, 11/29/2018 §♠    1,572 
     Softbank Corp.     
 4,790   4.50%, 04/15/2020 ■    4,712 
     TMX Finance LLC     
 3,355   8.50%, 09/15/2018 ■    3,590 
     UBS AG Stamford CT     
 1,885   7.63%, 08/17/2022    2,167 
         58,077 
     Food Manufacturing - 0.6%     
     Pinnacle Foods Finance LLC     
 2,695   4.88%, 05/01/2021    2,547 
           
     Furniture and Related Product Manufacturing - 0.1%     
     Tempur-Pedic International, Inc.     
 410   6.88%, 12/15/2020    448 
           
     Health Care and Social Assistance - 9.0%     
     Alere, Inc.     
 2,260   6.50%, 06/15/2020    2,322 
     Biomet, Inc.     
 2,605   6.50%, 08/01/2020 - 10/01/2020    2,738 
     Community Health Systems, Inc.     
 1,975   5.13%, 08/15/2018    2,086 
 2,370   6.88%, 02/01/2022 ■    2,429 
 1,985   7.13%, 07/15/2020    2,114 
     Cubist Pharmaceuticals     
 489   1.13%, 09/01/2018 ۞■    577 
 681   1.88%, 09/01/2020 ۞■    805 
     Exelixis, Inc.     
 1,200   4.25%, 08/15/2019 ۞    1,654 
     HCA Holdings, Inc.     
 4,000   6.25%, 02/15/2021    4,260 
     HCA, Inc.     
 5,526   7.50%, 11/15/2095    4,780 
     Hologic, Inc.     
 310   6.25%, 08/01/2020    324 
     Pinnacle Merger Sub, Inc.     
 2,280   9.50%, 10/01/2023 ■    2,462 
     Salix Pharmaceuticals Ltd.     
 4,301   6.00%, 01/15/2021 ■    4,484 
     Savient Pharmaceuticals, Inc.     
 2,815   4.75%, 02/01/2018 ۞Ψ    28 
     Tenet Healthcare Corp.     
 4,060   4.75%, 06/01/2020    4,050 
 2,545   8.13%, 04/01/2022    2,777 
     VPII Escrow Corp.     
 2,145   6.75%, 08/15/2018 ■    2,351 
     Wellcare Health Plans, Inc.     
 1,160   5.75%, 11/15/2020    1,201 
         41,442 
     Information - 23.5%     
     Activision Blizzard     
 5,575   5.63%, 09/15/2021 ■    5,770 
     Altice Financing S.A.     
 235   6.50%, 01/15/2022 ■    238 
 2,785   7.88%, 12/15/2019 ■    3,022 
 250   8.13%, 01/15/2024 ■    261 
 925   9.88%, 12/15/2020 ■    1,036 
     DISH DBS Corp.     
 1,770   5.00%, 03/15/2023    1,659 
 1,305   5.88%, 07/15/2022    1,307 
 2,640   6.75%, 06/01/2021    2,818 
 3,572   7.88%, 09/01/2019    4,077 
     First Data Corp.     
 1,525   6.75%, 11/01/2020 ■    1,605 
 3,525   7.38%, 06/15/2019 ■    3,763 
 6,770   8.25%, 01/15/2021 ■    7,176 
 1,185   14.50%, 09/24/2019 ■Þ    1,096 
     Intelsat Jackson Holdings S.A.     
 190   6.63%, 12/15/2022 ■    196 
 1,855   7.50%, 04/01/2021    2,043 
     Intelsat Luxembourg S.A.     
 1,940   6.75%, 06/01/2018 ■    2,061 
 5,840   7.75%, 06/01/2021 ■    6,263 
     Lawson Software, Inc.     
 880   9.38%, 04/01/2019    990 
     Level 3 Escrow, Inc.     
 1,641   8.13%, 07/01/2019    1,801 
     Level 3 Financing, Inc.     
 890   6.13%, 01/15/2021 ■    910 
 2,794   7.00%, 06/01/2020    2,969 
     MetroPCS Wireless, Inc.     
 3,425   6.63%, 11/15/2020    3,622 
     Nara Cable Funding Ltd.     
 5,015   8.88%, 12/01/2018 ■    5,415 
     NII Capital Corp.     
 1,590   7.63%, 04/01/2021    672 

 

2
 

 

The Hartford High Yield Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value 
CORPORATE BONDS - 89.1% - (continued)     
     Information - 23.5% - (continued)     
     NII International Telecom S.a.r.l.     
$1,780   7.88%, 08/15/2019 ■   $1,335 
     Paetec Holding Corp.     
 1,361   9.88%, 12/01/2018    1,504 
     Softbrands, Inc.     
 1,840   11.50%, 07/15/2018    2,125 
     Sprint Corp.     
 4,900   7.25%, 09/15/2021 ■    5,280 
 3,685   7.88%, 09/15/2023 ■    3,934 
     Sprint Nextel Corp.     
 3,470   7.00%, 03/01/2020 ■    3,912 
 2,103   9.00%, 11/15/2018 ■    2,539 
     Syniverse Holdings, Inc.     
 4,315   9.13%, 01/15/2019    4,709 
     T-Mobile USA, Inc.     
 225   6.13%, 01/15/2022    230 
 1,880   6.46%, 04/28/2019    1,979 
 330   6.50%, 01/15/2024    337 
 775   6.63%, 04/28/2021    816 
 2,155   6.73%, 04/28/2022    2,263 
 305   6.84%, 04/28/2023    318 
     Unitymedia Hessen GmbH & Co.     
 3,570   5.50%, 01/15/2023 ■    3,570 
     UPCB Finance III Ltd.     
 2,015   6.63%, 07/01/2020 ■    2,136 
     UPCB Finance VI Ltd.     
 1,310   6.88%, 01/15/2022 ■    1,402 
     Videotron Ltee     
 773   9.13%, 04/15/2018    808 
     Wind Acquisition Finance S.A.     
 1,185   6.50%, 04/30/2020 ■    1,292 
 4,760   7.25%, 02/15/2018 ■    4,986 
     Windstream Corp.     
 2,050   7.50%, 04/01/2023    2,050 
         108,295 
     Machinery Manufacturing - 1.2%     
     Case New Holland, Inc.     
 4,344   7.88%, 12/01/2017    5,088 
     Weekley Homes LLC     
 395   6.00%, 02/01/2023 ■    384 
         5,472 
     Mining - 0.8%     
     AK Steel Corp.     
 1,560   7.63%, 05/15/2020    1,540 
 1,460   8.38%, 04/01/2022    1,447 
     American Rock Salt Co. LLC     
 756   8.25%, 05/01/2018 ■    781 
         3,768 
     Miscellaneous Manufacturing - 0.5%     
     DigitalGlobe, Inc.     
 2,190   5.25%, 02/01/2021 ■    2,152 
           
     Nonmetallic Mineral Product Manufacturing - 0.9%     
     Ardagh Packaging Finance plc     
 323   7.38%, 10/15/2017 ■    345 
 1,987   9.13%, 10/15/2020 ■    2,171 
     Cemex S.A.B. de C.V.     
 1,085   3.75%, 03/15/2018 ۞    1,530 
         4,046 
     Other Services - 1.7%     
     Abengoa Finance     
 2,125   7.75%, 02/01/2020 ■    2,231 
     Service Corp. International     
 290   5.38%, 01/15/2022 ■    294 
 4,565   7.63%, 10/01/2018    5,261 
         7,786 
     Petroleum and Coal Products Manufacturing - 6.5%     
     Antero Resources Corp.     
 470   5.38%, 11/01/2021 ■    473 
     Antero Resources Finance Corp.     
 1,520   6.00%, 12/01/2020    1,602 
 1,658   7.25%, 08/01/2019    1,778 
     Bonanza Creek Energy, Inc.     
 1,805   6.75%, 04/15/2021    1,886 
     Cobalt International Energy, Inc.     
 1,645   2.63%, 12/01/2019 ۞    1,464 
     Diamondback Energy, Inc.     
 2,215   7.63%, 10/01/2021 ■    2,331 
     Endeavour International Corp.     
 2,947   12.00%, 03/01/2018    3,043 
     EPE Holding/EP Energy Bond     
 1,318   8.88%, 12/15/2017 ■Þ    1,364 
     Everest Acquisition LLC     
 405   6.88%, 05/01/2019    436 
 2,840   9.38%, 05/01/2020    3,266 
     Ferrellgas Partners L.P.     
 2,060   6.50%, 05/01/2021    2,122 
 460   6.75%, 01/15/2022 ■    474 
     Harvest Operations Corp.     
 1,336   6.88%, 10/01/2017    1,456 
     Rosetta Resources, Inc.     
 2,910   5.63%, 05/01/2021    2,903 
 1,120   5.88%, 06/01/2022    1,112 
 1,406   9.50%, 04/15/2018    1,490 
     Seadrill Ltd.     
 1,250   5.63%, 09/15/2017 ■    1,287 
     Tullow Oil plc     
 1,590   6.00%, 11/01/2020 ■    1,626 
         30,113 
     Pipeline Transportation - 1.4%     
     El Paso Corp.     
 1,020   7.00%, 06/15/2017    1,154 
 1,243   7.80%, 08/01/2031    1,288 
     Energy Transfer Equity L.P.     
 1,757   7.50%, 10/15/2020    1,979 
     Kinder Morgan Finance Co.     
 2,025   6.00%, 01/15/2018 ■    2,207 
         6,628 
     Plastics and Rubber Products Manufacturing - 0.8%     
     Associated Materials LLC     
 930   9.13%, 11/01/2017    980 

 

3
 

 

The Hartford High Yield Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
CORPORATE BONDS - 89.1% - (continued)     
     Plastics and Rubber Products Manufacturing - 0.8% - (continued)     
     Nortek, Inc.     
$2,520   8.50%, 04/15/2021   $2,784 
         3,764 
     Primary Metal Manufacturing - 0.2%     
     United States Steel Corp.     
 921   7.38%, 04/01/2020    995 
           
     Printing and Related Support Activities - 0.3%     
     Quebecor Media, Inc.     
 1,540   5.75%, 01/15/2023    1,497 
           
     Professional, Scientific and Technical Services - 0.8%     
     SunGard Data Systems, Inc.     
 710   6.63%, 11/01/2019    743 
 2,615   7.38%, 11/15/2018    2,772 
         3,515 
     Real Estate, Rental and Leasing - 2.7%     
     CBRE Services, Inc.     
 2,665   5.00%, 03/15/2023    2,548 
     International Lease Finance Corp.     
 6,990   5.88%, 04/01/2019 - 08/15/2022    7,305 
 2,270   8.88%, 09/01/2017    2,693 
         12,546 
     Retail Trade - 3.4%     
     99 Cents Only Stores     
 1,060   11.00%, 12/15/2019    1,198 
     AmeriGas Partners L.P.     
 2,266   6.25%, 08/20/2019    2,419 
     ARAMARK Corp.     
 3,440   5.75%, 03/15/2020 ■    3,569 
     GRD Holding III Corp.     
 2,560   10.75%, 06/01/2019 ■    2,829 
     Party City Holdings, Inc.     
 1,755   8.88%, 08/01/2020    1,952 
     Party City Nextco Holdings     
 2,585   8.75%, 08/15/2019 ■    2,662 
     Sally Holdings LLC     
 985   5.75%, 06/01/2022    1,000 
         15,629 
     Transportation Equipment Manufacturing - 0.8%     
     Huntington Ingalls Industries, Inc.     
 3,200   7.13%, 03/15/2021    3,528 
           
     Utilities - 1.6%     
     AES (The) Corp.     
 2,915   8.00%, 10/15/2017    3,396 
     Dolphin Subsidiary II, Inc.     
 990   7.25%, 10/15/2021    985 
     EDP Finance B.V.     
 1,465   5.25%, 01/14/2021 ■    1,493 
     Texas Competitive Electric Co.     
 1,785   11.50%, 10/01/2020 ■    1,316 
         7,190 
     Wholesale Trade - 0.1%     
     Blueline Rental Finance     
 560   7.00%, 02/01/2019 ■    579 
           
     Total corporate bonds     
     (cost $398,122)   $409,912 
           
SENIOR FLOATING RATE INTERESTS ♦ - 6.0%     
     Arts, Entertainment and Recreation - 0.6%     
     Tribune Co.     
$2,605   4.00%, 12/27/2020   $2,598 
           
     Computer and Electronic Product Manufacturing - 0.4%     
     Freescale Semiconductor, Inc.     
 1,761   5.00%, 01/15/2021    1,782 
           
     Finance and Insurance - 1.1%     
     Asurion LLC     
 4,955   3.50%, 07/08/2020    4,899 
           
     Other Services - 1.3%     
     Gardner Denver     
 2,608   4.25%, 07/30/2020    2,604 
     Rexnord LLC     
 3,227   4.00%, 08/21/2020    3,241 
         5,845 
     Petroleum and Coal Products Manufacturing - 0.4%     
     Crosby Worldwide, Ltd.     
 1,985   4.00%, 11/23/2020    1,993 
           
     Retail Trade - 1.2%     
     EB Sports Corp.     
 3,694   11.50%, 12/31/2015 Þ    3,676 
     Neiman Marcus Group, Inc.     
 1,800   5.00%, 10/25/2020    1,820 
         5,496 
     Soap, Cleaning Compound and Toilet Manufacturing - 0.2%     
     Spotless Group     
 1,152   5.00%, 10/02/2018    1,167 
           
     Utilities - 0.8%     
     Calpine Corp.     
 475   4.00%, 10/31/2020    480 
     Texas Competitive Electric Holdings Co. LLC     
 5,000   4.73%, 10/10/2017    3,477 
         3,957 
     Total senior floating rate interests     
     (cost $27,464)   $27,737 
           
COMMON STOCKS - 0.1%     
     Energy - 0.1%     
 104,555   KCA Deutag ⌂●†   $598 
           

 

4
 

 

The Hartford High Yield Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount          Market Value ╪ 
COMMON STOCKS - 0.1% - (continued)          
     Software and Services - 0.0%          
 16   Stratus Technologies, Inc. ⌂●†      $2 
                
     Total common stocks          
     (cost $1,417)       $600 
                
PREFERRED STOCKS - 1.3%          
     Diversified Financials - 0.9%          
 1   Citigroup Capital XIII        $32 
 159   GMAC Capital Trust I ۞         4,343 
              4,375 
     Software and Services - 0.0%          
 4   Stratus Technologies, Inc. ⌂†        70 
                
     Telecommunication Services - 0.4%          
 33   Intelsat S.A. ۞        1,755 
                
     Total preferred stocks          
     (cost $5,504)       $6,200 
                
     Total long-term investments          
     (cost $433,423)       $444,449 
                
SHORT-TERM INVESTMENTS - 1.4%          
Repurchase Agreements - 1.4%          
     Bank of  Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $842, collateralized by U.S.
Treasury Bill 0.07% - 0.14%, 2014, U.S.
Treasury Bond 2.75% - 11.25%, 2015 -
2043, U.S. Treasury Note 0.25% - 4.25%,
2014 - 2023, value of $859)
          
$842    0.02%, 1/31/2014        $842 
     Bank of America Merrill Lynch TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $278,
collateralized by FHLMC 3.50% - 4.00%,
2042 - 2043, FNMA 2.81% - 4.50%, 2041 -
2042, value of $283)
          
 278    0.02%, 1/31/2014         278 
     Bank of Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $724, collateralized by FHLB
0.88%, 2017, FHLMC 0.05% - 5.50%,
2014 - 2043, FNMA 2.00% - 3.50%, 2025 -
2028, GNMA 3.50%, 2042 - 2043, U.S.
Treasury Note 2.38%, 2014, value of $738)
          
 724    0.03%, 1/31/2014         724 
     Barclays Capital TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $766, collateralized by U.S.
Treasury Note 0.25% - 2.38%, 2014 - 2015,
value of $782)
          
 766    0.02%, 1/31/2014         766 
     Citigroup Global Markets, Inc. TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $1,683,
collateralized by U.S. Treasury Bill 0.06%
- 0.10%, 2014, U.S. Treasury Bond 3.00% -
8.75%, 2017 - 2042, U.S. Treasury Note
0.25% - 3.75%, 2015 - 2023, value of
$1,717)
          
 1,683    0.02%, 1/31/2014       1,683 
     Deutsche Bank Securities TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $224,
collateralized by FHLMC 3.00% - 5.50%,
2019 - 2043, FNMA 3.00% - 6.50%, 2021 -
2043, GNMA 3.00% - 6.00%, 2037 - 2053,
value of $228)
          
 224    0.03%, 1/31/2014         224 
     RBS Securities, Inc. TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $187, collateralized by U.S.
Treasury Note 2.63%, 2014, value of $191)
          
 187    0.02%, 1/31/2014         187 
     TD Securities TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $1,598, collateralized by FFCB
0.14%, 2015, FHLB 0.55%, 2017, FHLMC
3.00% - 4.38%, 2015 - 2043, FNMA 2.50%
- 4.50%, 2025 - 2043, value of $1,630)
          
 1,598    0.03%, 1/31/2014         1,598 
     UBS Securities, Inc. Repurchase Agreement
(maturing on 02/03/2014 in the amount of
$15, collateralized by U.S. Treasury Note
2.38%, 2015, value of $15)
          
 15    0.01%, 1/31/2014         15 
              6,317 
     Total short-term investments          
     (cost $6,317)        $6,317 
                
     Total investments          
     (cost $439,740) ▲    97.9%  $450,766 
     Other assets and liabilities    2.1%   9,558 
     Total net assets    100.0%  $460,324 

 

5
 

 

The Hartford High Yield Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

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

At January 31, 2014, the cost of securities for federal income tax purposes was $440,205 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation   $17,232 
Unrealized Depreciation    (6,671)
Net Unrealized Appreciation   $10,561 

 

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 January 31, 2014, the aggregate value of these securities was $670, which represents 0.1% of total net assets.  

 

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

 

ΨThe company is in bankruptcy. The investment held by the Fund is current with respect to interest payments.

 

ΔVariable rate securities; the rate reported is the coupon rate in effect at January 31, 2014.

 

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.  These base lending rates are generally (i) the lending rate offered by one or more major European banks, such as the LIBOR, (ii) the prime rate offered by one or more major United States banks, or (iii) the bank's certificate of deposit 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.  Unless otherwise noted, the interest rate disclosed for these securities represents the average coupon as of January 31, 2014.

 

Securities issued within terms of a private placement memorandum, exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2014, the aggregate value of these securities was $175,497, which represents 38.1% of total net assets.  

 

§These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933.  The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid.  At January 31, 2014, the aggregate value of these securities was $1,572, which represents 0.3% of total net assets.  

 

۞Convertible security.

 

Perpetual maturity security.  Maturity date shown is the next call date.

 

The following securities are considered illiquid.  Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933 and may have contractual restrictions on resale.  A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

 

Period Acquired  Shares/ Par   Security  Cost Basis 
03/2011   104,555   KCA Deutag  $1,417 
03/2010 - 07/2010   4   Stratus Technologies, Inc. Preferred    
03/2010 - 07/2010   16   Stratus Technologies, Inc.    

 

At January 31, 2014, the aggregate value of these securities was $670, which represents 0.1% of total net assets.  

 

ÞThis security may pay interest in additional principal instead of cash.

 

6
 

 

The Hartford High Yield Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Foreign Currency Contracts Outstanding at January 31, 2014

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
CAD  Buy  02/20/2014  RBC  $69   $68   $   $(1)
CAD  Sell  02/20/2014  DEUT   69    68    1     
                      $1   $(1)

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Counterparty Abbreviations:
DEUT Deutsche Bank Securities, Inc.
RBC RBC Dominion Securities
   
Currency Abbreviations:
CAD Canadian Dollar  
 
Other Abbreviations:
FFCB Federal Farm Credit Bank
FHLB Federal Home Loan Bank
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
GNMA Government National Mortgage Association
LIBOR London Interbank Offered Rate

 

Credit Exposure
as of January 31, 2014
Credit Rating *  Percentage of
Net Assets
 
Baa / BBB   0.9%
Ba / BB   27.4 
B   39.8 
Caa / CCC or Lower   23.6 
Not Rated   3.4 
Non-Debt Securities and Other Short-Term Instruments   2.8 
Other Assets and Liabilities   2.1 
Total   100.0%

 

*Credit exposure is the long-term credit ratings for the Fund's holdings, as of the date noted, as provided by Standard and Poor's (S&P) or Moody's Investors Service and typically range from AAA/Aaa (highest) to C/D (lowest). If Moody's and S&P assign different ratings, the lower rating is used. Fixed income securities that are not rated by either agency are listed as "Not Rated." Ratings do not apply to the Fund itself or to Fund shares. Ratings may change.

 

7
 

 

The Hartford High Yield Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary

January 31, 2014

 

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Asset & Commercial Mortgage Backed Securities   $   $   $   $ 
Common Stocks ‡    600            600 
Corporate Bonds    409,912        409,912     
Preferred Stocks    6,200    4,375    1,755    70 
Senior Floating Rate Interests    27,737        27,737     
Short-Term Investments    6,317        6,317     
Total   $450,766   $4,375   $445,721   $670 
Foreign Currency Contracts *    1        1     
Total   $1   $   $1   $ 
Liabilities:                    
Foreign Currency Contracts *    1        1     
Total   $1   $   $1   $ 

 

For the three-month period ended January 31, 2014, there were no transfers between Level 1 and Level 2.
The Fund has all or primarily all of the equity securities categorized in a particular level.  Refer to the Schedule of Investments for further industry breakout.
*Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

 

Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:

 

   Balance
as of
October
31, 2013
   Realized
Gain
(Loss)
   Change in
Unrealized
Appreciation
(Depreciation)
   Net
Amortization
   Purchases   Sales   Transfers
Into
Level 3
   Transfers
Out of
Level 3
   Balance
as of
January
31, 2014
 
Assets:                                             
Asset & Commercial Mortgage Backed Securities  $   $    *  $   $   $   $   $   $ 
Common Stocks   725        (125)†                       600 
Preferred Stocks   64        6                       70 
Total  $789   $   $(119)  $   $   $   $   $   $670 

 

*Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2014 was zero.
Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2014 was $(125).
Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2014 was $6.

 

Note:For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

8
 

 

The Hartford Inflation Plus Fund
Schedule of Investments
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
FOREIGN GOVERNMENT OBLIGATIONS - 3.3%     
     Japan - 3.3%     
     Japan (Government of)     
JPY   3,879,468   0.10%, 09/10/2023 ◄   $40,543 
           
     Total foreign government obligations     
     (cost $41,508)   $40,543 
           
SENIOR FLOATING RATE INTERESTS ♦ - 3.9%     
     Administrative Waste Management and Remediation - 0.1%     
     ADS Waste Holdings, Inc.     
$832   4.25%, 10/09/2019   $834 
           
     Air Transportation - 0.2%     
     AWAS Finance Luxembourg S.aár.l.     
 364   3.50%, 07/16/2018    365 
     Delta Air Lines, Inc., Term Loan     
 2,456   3.50%, 04/20/2017    2,469 
         2,834 
     Apparel Manufacturing - 0.0%     
     PVH Corp.     
 348   3.25%, 02/13/2020    350 
           
     Arts, Entertainment and Recreation - 0.1%     
     Univision Communications, Inc.     
 1,017   4.00%, 03/01/2020    1,023 
           
     Chemical Manufacturing - 0.1%     
     Ineos US Finance LLC     
 1,301   4.00%, 05/04/2018    1,306 
           
     Computer and Electronic Product Manufacturing - 0.1%     
     Freescale Semiconductor, Inc.     
 1,985   5.00%, 02/28/2020    2,000 
           
     Educational Services - 0.0%     
     Bright Horizons Family Solutions, Inc.     
 257   4.00%, 01/30/2020    259 
           
     Finance and Insurance - 0.5%     
     Asurion LLC     
 2,227   4.50%, 05/24/2019    2,226 
     Chrysler Group LLC     
 968   3.50%, 05/24/2017    970 
     Nuveen Investments, Inc.     
 500   4.17%, 05/13/2017    499 
     Ocwen Financial Corp.     
 213   5.00%, 02/15/2018    215 
     RPI Finance Trust     
 2,339   3.25%, 11/09/2018    2,354 
         6,264 
     Food Manufacturing - 0.1%     
     H.J. Heinz Co.     
 930   3.50%, 06/05/2020    939 
           
     Food Services - 0.0%     
     ARAMARK Corp.     
 400   4.00%, 09/09/2019    402 
     Health Care and Social Assistance - 0.6%     
     Alkermes, Inc.     
 370   3.50%, 09/25/2019    372 
     American Renal Holdings, Inc.     
 665   4.50%, 08/20/2019    665 
     Community Health Systems, Inc.     
 320   01/27/2021 ◊☼    323 
     DaVita, Inc.     
 450   4.00%, 11/01/2019    453 
     HCA, Inc.     
 1,995   3.00%, 05/01/2018    1,996 
     Hologic, Inc.     
 1,020   3.75%, 08/01/2019    1,026 
     IMS Health, Inc.     
 242   3.75%, 09/01/2017    244 
     MultiPlan, Inc.     
 1,483   4.00%, 08/26/2017    1,493 
     Truven Health Analytics, Inc.     
 493   4.50%, 06/06/2019    493 
         7,065 
     Information - 0.8%     
     Charter Communications Operating LLC     
 2,581   3.00%, 12/31/2020    2,568 
     First Data Corp.     
 515   4.16%, 09/24/2018    515 
     Kronos, Inc.     
 1,031   4.50%, 10/30/2019    1,040 
     Lawson Software, Inc.     
 1,217   3.75%, 06/03/2020    1,220 
     MISYS plc     
 1,733   5.00%, 12/12/2018    1,749 
     Telesat Canada     
 2,135   3.50%, 03/28/2019    2,146 
     Virgin Media Finance plc     
 1,000   3.50%, 06/08/2020    1,002 
         10,240 
     Mining - 0.2%     
     Arch Coal, Inc.     
 998   6.25%, 05/16/2018    987 
     Fortescue Metals Group Ltd.     
 1,017   4.25%, 06/28/2019    1,028 
         2,015 
     Miscellaneous Manufacturing - 0.1%     
     DigitalGlobe, Inc.     
 591   3.75%, 01/31/2020    592 
     Reynolds Group Holdings, Inc.     
 1,089   4.00%, 12/01/2018    1,101 
         1,693 
     Other Services - 0.2%     
     Rexnord LLC     
 2,196   4.00%, 08/21/2020    2,205 
           
     Petroleum and Coal Products Manufacturing - 0.2%     
     Everest Acquisition LLC     
 833   3.50%, 05/24/2018    835 
     MEG Energy Corp.     
 866   3.75%, 03/31/2020    873 
     Samson Investment Co.     
 510   5.00%, 09/25/2018    514 
         2,222 

 

1
 

 

The Hartford Inflation Plus Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
SENIOR FLOATING RATE INTERESTS ♦ - 3.9% - (continued)     
     Plastics and Rubber Products Manufacturing - 0.2%     
     Berry Plastics Group, Inc.     
$1,017   3.50%, 02/08/2020   $1,013 
     Goodyear (The) Tire & Rubber Co.     
 2,000   4.75%, 04/30/2019    2,018 
         3,031 
     Retail Trade - 0.1%     
     Michaels Stores, Inc.     
 417   3.75%, 01/28/2020    419 
     Rite Aid Corp.     
 352   4.00%, 02/21/2020    354 
         773 
     Utilities - 0.3%     
     Calpine Corp.     
 1,210   4.00%, 10/09/2019    1,219 
     Energy Transfer Equity L.P.     
 2,000   3.25%, 12/02/2019    2,001 
     LSP Madison Funding LLC     
 245   5.50%, 06/28/2019    248 
         3,468 
     Total senior floating rate interests     
     (cost $48,598)   $48,923 
           
U.S. GOVERNMENT AGENCIES - 0.0%     
     FNMA - 0.0%     
$2   10.50%, 12/01/2018   $2 
           
     GNMA - 0.0%     
 2   11.00%, 12/20/2015 - 12/20/2018    3 
           
     Total U.S. government agencies     
     (cost $5)  $5 
           
U.S. GOVERNMENT SECURITIES - 93.3%     
U.S. Treasury Securities - 93.3%     
     U.S. Treasury Notes - 93.3%     
$591,190    0.13%, 04/15/2016 - 01/15/2023 □◄   $611,129 
 69,080    0.38%, 07/15/2023 ◄    68,811 
 108,550    0.63%, 07/15/2021 - 01/15/2024 ◄    114,380 
 86,400    1.13%, 01/15/2021 ◄    98,707 
 59,415    1.25%, 07/15/2020 ◄    69,237 
 37,675    1.38%, 01/15/2020 ◄    44,378 
 12,825    1.63%, 01/15/2018 ◄╦‡    15,652 
 24,350    1.88%, 07/15/2019 ◄    29,948 
 29,830    2.13%, 01/15/2019 ◄    36,610 
 39,600    2.38%, 01/15/2017 ◄    50,583 
 20,875    2.50%, 07/15/2016 ◄    26,491 
         1,165,926 
     Total U.S. government securities     
     (cost $1,180,518)   $1,165,926 
           
     Total long-term investments     
     (cost $1,270,629)   $1,255,397 
           
SHORT-TERM INVESTMENTS - 0.1%      
Repurchase Agreements - 0.1%     
     Bank of  Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in
the amount of $247, collateralized by
U.S. Treasury Bill 0.07% - 0.14%, 2014,
U.S. Treasury Bond 2.75% - 11.25%,
2015 - 2043, U.S. Treasury Note 0.25% -
4.25%, 2014 - 2023, value of $252)
     
$247    0.02%, 1/31/2014   $247 
     Bank of America Merrill Lynch TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $82,
collateralized by FHLMC 3.50% -
4.00%, 2042 - 2043, FNMA 2.81% -
4.50%, 2041 - 2042, value of $83)
     
 82    0.02%, 1/31/2014    82 
     Bank of Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in
the amount of $212, collateralized by
FHLB 0.88%, 2017, FHLMC 0.05% -
5.50%, 2014 - 2043, FNMA 2.00% -
3.50%, 2025 - 2028, GNMA 3.50%,
2042 - 2043, U.S. Treasury Note 2.38%,
2014, value of $217)
     
 212    0.03%, 1/31/2014    212 
     Barclays Capital TriParty Repurchase
Agreement (maturing on 02/03/2014 in
the amount of $225, collateralized by
U.S. Treasury Note 0.25% - 2.38%, 2014
- 2015, value of $229)
     
 225    0.02%, 1/31/2014    225 
     Citigroup Global Markets, Inc. TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $494,
collateralized by U.S. Treasury Bill
0.06% - 0.10%, 2014, U.S. Treasury
Bond 3.00% - 8.75%, 2017 - 2042, U.S.
Treasury Note 0.25% - 3.75%, 2015 -
2023, value of $504)
     
 494    0.02%, 1/31/2014    494 
     Deutsche Bank Securities TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $66,
collateralized by FHLMC 3.00% -
5.50%, 2019 - 2043, FNMA 3.00% -
6.50%, 2021 - 2043, GNMA 3.00% -
6.00%, 2037 - 2053, value of $67)
     
 66    0.03%, 1/31/2014    66 
     RBS Securities, Inc. TriParty Repurchase
Agreement (maturing on 02/03/2014 in
the amount of $55, collateralized by U.S.
Treasury Note 2.63%, 2014, value of
$56)
     
 55    0.02%, 1/31/2014    55 
     TD Securities TriParty Repurchase
Agreement (maturing on 02/03/2014 in
the amount of $469, collateralized by
FFCB 0.14%, 2015, FHLB 0.55%, 2017,
FHLMC 3.00% - 4.38%, 2015 - 2043,
FNMA 2.50% - 4.50%, 2025 - 2043,
value of $478)
     
 469    0.03%, 1/31/2014    469 

2
 

 

The Hartford Inflation Plus Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬          Market Value ╪ 
SHORT-TERM INVESTMENTS - 0.1% - (continued) 
Repurchase Agreements - 0.1% - (continued)
     UBS Securities, Inc. Repurchase
Agreement (maturing on 02/03/2014 in
the amount of $4, collateralized by U.S.
Treasury Note 2.38%, 2015, value of $4)
          
$4    0.01%, 1/31/2014      $4 
              1,854 
     Total short-term investments          
     (cost $1,854)        $1,854 
                
     Total investments          
     (cost $1,272,483) ▲    100.6%  $1,257,251 
     Other assets and liabilities    (0.6)%   (7,797)
     Total net assets    100.0%  $1,249,454 

 

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

 

At January 31, 2014, the cost of securities for federal income tax purposes was $1,278,961 and the aggregate gross unrealized appreciation and depreciation based on that cost were:                    

 

Unrealized Appreciation   $2,132 
Unrealized Depreciation    (23,842)
Net Unrealized Depreciation   $(21,710)

 

The principal amount for this security is adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

 

All or a portion of this position represents an unsettled loan commitment.  The coupon rate will be determined at time of settlement.

 

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.  These base lending rates are generally (i) the lending rate offered by one or more major European banks, such as the LIBOR, (ii) the prime rate offered by one or more major United States banks, or (iii) the bank's certificate of deposit 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.  Unless otherwise noted, the interest rate disclosed for these securities represents the average coupon as of January 31, 2014.

 

All principal or contract amounts are in U.S. dollars unless otherwise indicated.

 

This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $318 at January 31, 2014.

 

This security, or a portion of this security, has been segregated to cover funding requirements on investment transactions settling in the future.

 

This security, or a portion of this security, has been pledged as collateral in connection with over-the-counter swap contracts.

 

This security, or a portion of this security, is pledged as initial margin deposit and collateral for daily variation margin loss on open futures contracts held at January 31, 2014, as listed in the table below:   Futures Contracts Outstanding at January 31, 2014

 

Futures Contracts Outstanding at January 31, 2014

 

   Number of   Expiration  Notional   Market   Unrealized
Appreciation/
(Depreciation)
   Variation Margin 
Description  Contracts*   Date  Amount   Value ╪   Asset   Liability   Asset   Liability 
Short position contracts:
10-Year U.S. Treasury Note Future   510   03/20/2014   63,801   $64,133   $   $(332)  $   $(151)

 

* The number of contracts does not omit 000's.

 

3
 

 

The Hartford Inflation Plus Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Foreign Currency Contracts Outstanding at January 31, 2014

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
AUD  Buy  02/28/2014  JPM  $3,447   $3,356   $   $(91)
AUD  Buy  02/28/2014  NAB   9,535    9,403        (132)
AUD  Buy  02/28/2014  RBS   3,445    3,356        (89)
CAD  Buy  02/28/2014  RBC   2,831    2,765        (66)
CHF  Sell  02/28/2014  BOA   7,188    7,228        (40)
EUR  Buy  02/28/2014  SSG   6,332    6,258        (74)
EUR  Sell  02/28/2014  GSC   6,347    6,258    89     
GBP  Sell  02/28/2014  CBK   5,147    5,141    6     
JPY  Sell  03/19/2014  BNP   39,181    39,563        (382)
JPY  Sell  02/28/2014  NAB   14,808    15,185        (377)
JPY  Sell  02/28/2014  SSG   669    670        (1)
                      $95   $(1,252)

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

Over-the-Counter Interest Rate Swap Contracts Outstanding at January 31, 2014

 

   Payments made  Payments received  Notional   Expiration  Upfront
Premiums
   Upfront
Premiums
   Market   Unrealized
Appreciation/(Depreciation)
 
Counterparty  by Fund  by Fund  Amount (a)   Date  Paid   Received   Value ╪   Asset   Liability 
DEUT  2.02% Fixed  CPURNSA 233.44  $50,000   04/15/18  $   $   $(43)  $   $(43)

 

(a)Notional shown in U.S. dollars unless otherwise noted.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Counterparty Abbreviations:
BNP BNP Paribas Securities Services
BOA Banc of America Securities LLC
CBK Citibank NA
DEUT Deutsche Bank Securities, Inc.
GSC Goldman Sachs & Co.
JPM JP Morgan Chase & Co.  
NAB National Australia Bank Limited
RBC RBC Dominion Securities, Inc.
RBS RBS Greenwich Capital
SSG State Street Global Markets LLC
 
Currency Abbreviations:
AUD Australian Dollar  
CAD Canadian Dollar  
CHF Swiss Franc  
EUR EURO  
GBP British Pound  
JPY Japanese Yen  
 
Index Abbreviations:
CPURNSA Consumer Price All Urban Non-Seasonally Adjusted

 

Other Abbreviations:
FFCB Federal Farm Credit Bank
FHLB Federal Home Loan Bank
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
GNMA Government National Mortgage Association
LIBOR London Interbank Offered Rate
     

 

4
 

 

The Hartford Inflation Plus Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary
January 31, 2014
 

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Foreign Government Obligations    40,543        40,543     
Senior Floating Rate Interests    48,923        48,923     
U.S. Government Agencies    5        5     
U.S. Government Securities    1,165,926    214,936    950,990     
Short-Term Investments    1,854        1,854     
Total   $1,257,251   $214,936   $1,042,315   $ 
Foreign Currency Contracts *    95        95     
Total   $95   $   $95   $ 
Liabilities:                    
Foreign Currency Contracts *    1,252        1,252     
Futures *    332    332         
Interest Rate Swaps *    43        43     
Total   $1,627   $332   $1,295   $ 

 

For the three-month period ended January 31, 2014, investments valued at $49,501 were transferred from Level 1 to Level 2, and there were no transfers from Level 2 to Level 1. Investments are transferred between Level 1 and Level 2 for a variety of reasons including, but not limited to:
1)Foreign equities for which a fair value price is more representative of exit value than the local market close (transfer into Level 2). Foreign equities for which the local market close is more representative of exit value (transfer into Level 1).
2)U.S. Treasury securities that no longer represent the most recent issue (transfer into Level 2).
3)Equity investments with no observable trading but a bid or close price is used (transfer into Level 2). Equity investments using observable quoted prices in an active market (transfer into Level 1).
*Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

 

Note:For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

Credit Exposure
as of January 31, 2014
Credit Rating *  Percentage
of Net Assets
 
Aaa / AAA   0.0%
Aa / AA   96.6 
Baa / BBB   0.3 
Ba / BB   1.7 
B   1.9 
Non-Debt Securities and Other Short-Term Instruments   0.1 
Other Assets and Liabilities   (0.6)
Total   100.0%

 

*Credit exposure is the long-term credit ratings for the Fund's holdings, as of the date noted, as provided by Standard and Poor's (S&P) or Moody's Investors Service and typically range from AAA/Aaa (highest) to C/D (lowest). If Moody's and S&P assign different ratings, the lower rating is used. Fixed income securities that are not rated by either agency are listed as "Not Rated." Ratings do not apply to the Fund itself or to Fund shares. Ratings may change.

 

5
 

 

 

The Hartford International Growth Fund
Schedule of Investments
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
COMMON STOCKS - 95.9%     
     Australia - 1.2%     
 653   Alumina Ltd.   $724 
 74   Seek Ltd.    806 
         1,530 
     Belgium - 2.0%     
 16   Anheuser-Busch InBev N.V.    1,551 
 12   UCB S.A.    843 
         2,394 
     Canada - 2.7%     
 25   Methanex Corp.    1,503 
 161   Trican Well Service Ltd.    1,842 
         3,345 
     China - 4.7%     
 3,636   Greatview Aseptic Packaging Co., Ltd.    2,014 
 15   Tencent Holdings Ltd.    1,073 
 76   WuXi PharmaTech Cayman, Inc. ●    2,641 
         5,728 
     Colombia - 0.8%     
 75   Almacenes Exito S.A.    973 
           
     Denmark - 4.6%     
 14   Coloplast A/S Class B    1,087 
 114   DSV A/S    3,648 
 16   Pandora A/S    941 
         5,676 
     Finland - 1.5%     
 25   Kone Oyj Class B    1,019 
 18   Sampo Oyj Class A    820 
         1,839 
     France - 12.9%     
 90   Air France ●    1,038 
 97   AXA S.A.    2,542 
 21   Cie Generale d'Optique Essilor International S.A.    2,145 
 50   Edenred    1,406 
 31   Rexel S.A.    788 
 61   Safran S.A.    4,361 
 14   Valeo S.A.    1,546 
 40   Vallourec S.A.    1,979 
         15,805 
     Germany - 5.7%     
 15   Brenntag AG    2,608 
 5   Continental AG    1,178 
 7   Hugo Boss AG    833 
 64   Tom Tailor Holding AG ●    1,323 
 25   United Internet AG    1,090 
         7,032 
     Hong Kong - 6.4%     
 158   AAC Technologies Holdings, Inc.    677 
 916   AIA Group Ltd.    4,223 
 16   Melco PBL Entertainment Ltd. ADR ●    635 
 285   Samsonite International S.A.    781 
 105   Sands China Ltd.    808 
 263   Techtronic Industries Co., Ltd.    676 
         7,800 
     India - 1.4%     
 42   HCL Technologies Ltd.    968 
 84   Sun Pharmaceutical Industries Ltd.    788 
         1,756 
     Ireland - 0.8%     
 59   Experian plc    1,015 
           
     Israel - 1.5%     
 41   Teva Pharmaceutical Industries Ltd. ADR    1,847 
           
     Italy - 2.3%     
 61   Salvatore Ferragamo Italia S.p.A.    1,900 
 121   Unicredit S.p.A.    908 
         2,808 
     Japan - 6.8%     
 60   Bridgestone Corp.    2,168 
 28   Nomura Research Institute Ltd.    904 
 13   Ono Pharmaceutical Co., Ltd.    1,130 
 51   Rakuten, Inc.    841 
 42   Shionogi & Co., Ltd.    847 
 516   Taiheyo Cement Corp.    1,907 
 19   Tokio Marine Holdings, Inc.    566 
         8,363 
     Malaysia - 1.3%     
 2,272   AirAsia Berhad    1,534 
           
     Netherlands - 0.8%     
 11   ASML Holding N.V.    957 
           
     Norway - 1.2%     
 102   Orkla ASA    792 
 35   Telenor ASA    737 
         1,529 
     Panama - 1.6%     
 15   Copa Holdings S.A. Class A    1,931 
           
     South Africa - 1.7%     
 106   Discovery Ltd.    718 
 409   Life Healthcare Group Holdings Pte Ltd.    1,308 
         2,026 
     South Korea - 0.6%     
 3   SK Telecom Co., Ltd.    696 
           
     Sweden - 3.7%     
 17   Assa Abloy Ab    824 
 105   Electrolux AB Series B    2,229 
 27   SKF AB Class B    702 
 40   Trelleborg AB    792 
         4,547 
     Switzerland - 8.7%     
 11   Actelion Ltd.    1,022 
 15   Compagnie Financiere Richemont S.A.    1,363 
 19   Julius Baer Group Ltd.    897 
 19   Novartis AG    1,505 
 4   Partners Group    856 
 9   Roche Holding AG    2,424 
 2   Swatch Group AG    1,089 
 74   UBS AG    1,462 
         10,618 

 

1
 

 

The Hartford International Growth Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
COMMON STOCKS - 95.9% - (continued)     
     Taiwan - 1.9%     
 22   Largan Precision Co., Ltd.   $844 
 434   Taiwan Semiconductor Manufacturing Co., Ltd.    1,496 
         2,340 
     United Kingdom - 17.0%     
 108   Arm Holdings plc    1,652 
 154   Ashtead Group plc    1,997 
 46   Babcock International Group plc    1,043 
 91   Burberry Group plc    2,162 
 81   Compass Group plc    1,214 
 51   Diageo Capital plc    1,514 
 197   Henderson Group plc    711 
 28   London Stock Exchange Group    854 
 113   Meggitt plc    961 
 4   National Grid plc    50 
 10   Next plc    1,010 
 44   Persimmon plc    939 
 68   Prudential plc    1,372 
 18   Reckitt Benckiser Group plc    1,372 
 50   Rolls-Royce Holdings plc    983 
 74   St. James's Place Capital plc    931 
 18   Whitbread plc    1,086 
 45   WPP plc    937 
         20,788 
     United States - 2.1%     
 23   Amdocs Ltd.    999 
 8   SouFun Holdings Ltd.    642 
 11   Wabco Holdings, Inc. ●    976 
         2,617 
     Total common stocks     
     (cost $99,785)   $117,494 
           
PREFERRED STOCKS - 0.8%     
     Germany - 0.8%     
 21   ProSieben Sat.1 Media AG   $945 
           
     Total preferred stocks     
     (cost $728)   $945 
           
     Total long-term investments     
     (cost $100,513)   $118,439 
           
SHORT-TERM INVESTMENTS - 1.8%     
     Repurchase Agreements - 1.8%     
     Bank of  Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $291, collateralized by U.S.
Treasury Bill 0.07% - 0.14%, 2014, U.S.
Treasury Bond 2.75% - 11.25%, 2015 -
2043, U.S. Treasury Note 0.25% - 4.25%,
2014 - 2023, value of $296)
     
$291    0.02%, 1/31/2014   $291 
    Bank of America Merrill Lynch TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $96,
collateralized by FHLMC 3.50% - 4.00%,
2042 - 2043, FNMA 2.81% - 4.50%, 2041 -
2042, value of $98)
    
 96    0.02%, 1/31/2014    96 
     Bank of Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $250, collateralized by FHLB
0.88%, 2017, FHLMC 0.05% - 5.50%, 2014
- 2043, FNMA 2.00% - 3.50%, 2025 - 2028,
GNMA 3.50%, 2042 - 2043, U.S. Treasury
Note 2.38%, 2014, value of $255)
     
 250    0.03%, 1/31/2014    250 
     Barclays Capital TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $265, collateralized by U.S.
Treasury Note 0.25% - 2.38%, 2014 - 2015,
value of $270)
     
 264    0.02%, 1/31/2014    264 
     Citigroup Global Markets, Inc. TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $581,
collateralized by U.S. Treasury Bill 0.06% -
0.10%, 2014, U.S. Treasury Bond 3.00% -
8.75%, 2017 - 2042, U.S. Treasury Note
0.25% - 3.75%, 2015 - 2023, value of $593)
     
 581    0.02%, 1/31/2014    581 
     Deutsche Bank Securities TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $77, collateralized by FHLMC
3.00% - 5.50%, 2019 - 2043, FNMA 3.00%
- 6.50%, 2021 - 2043, GNMA 3.00% -
6.00%, 2037 - 2053, value of $79)
     
 77    0.03%, 1/31/2014    77 
     RBS Securities, Inc. TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $65, collateralized by U.S.
Treasury Note 2.63%, 2014, value of $66)
     
 65    0.02%, 1/31/2014    65 
     TD Securities TriParty Repurchase Agreement
(maturing on 02/03/2014 in the amount of
$552, collateralized by FFCB 0.14%, 2015,
FHLB 0.55%, 2017, FHLMC 3.00% -
4.38%, 2015 - 2043, FNMA 2.50% - 4.50%,
2025 - 2043, value of $563)
     
 551    0.03%, 1/31/2014    551 

 

2
 

 

The Hartford International Growth Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount          Market Value ╪ 
SHORT-TERM INVESTMENTS - 1.8% - (continued) 
     Repurchase Agreements - 1.8% - (continued)          
     UBS Securities, Inc. Repurchase Agreement
(maturing on 02/03/2014 in the amount of
$5, collateralized by U.S. Treasury Note
2.38%, 2015, value of $5)
          
$5    0.01%, 1/31/2014      $5 
              2,180 
     Total short-term investments          
     (cost $2,180)        $2,180 
                
     Total investments          
     (cost $102,693) ▲    98.5%  $120,619 
     Other assets and liabilities    1.5%   1,879 
     Total net assets    100.0%  $122,498 

 

3
 

 

The Hartford International Growth Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

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 may 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.

 

At January 31, 2014, the cost of securities for federal income tax purposes was $102,792 and the aggregate gross unrealized appreciation and depreciation based on that cost were:                    

 

Unrealized Appreciation   $20,985 
Unrealized Depreciation    (3,158)
Net Unrealized Appreciation   $17,827 

 

Non-income producing.    

 

Foreign Currency Contracts Outstanding at January 31, 2014

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
CHF  Sell  02/05/2014  SSG  $560   $559   $1   $ 
DKK  Sell  02/05/2014  DEUT   62    62         
EUR  Sell  02/04/2014  SSG   61    61         
GBP  Sell  02/05/2014  SSG   62    62         
JPY  Sell  02/05/2014  BOA   923    927        (4)
                      $1   $(4)

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Counterparty Abbreviations:
BOA Banc of America Securities LLC
DEUT Deutsche Bank Securities, Inc.
SSG State Street Global Markets LLC
   
Currency Abbreviations:
CHF Swiss Franc  
DKK Danish Krone  
EUR EURO  
GBP British Pound  
JPY Japanese Yen  
 
Other Abbreviations:
ADR American Depositary Receipt
FFCB Federal Farm Credit Bank
FHLB Federal Home Loan Bank
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
GNMA Government National Mortgage Association

 

Diversification by Sector
as of January 31, 2014
Sector  Percentage of
Net Assets
 
Equity Securities     
Consumer Discretionary   21.9%
Consumer Staples   4.4 
Energy   1.5 
Financials   13.8 
Health Care   14.5 
Industrials   25.3 
Information Technology   9.2 
Materials   4.9 
Services   1.2 
Utilities   0.0 
Total   96.7%
Short-Term Investments   1.8 
Other Assets and Liabilities   1.5 
Total   100.0%

 

A sector may be comprised of several industries.  For Fund compliance purposes, the Fund may not use the same classification system and these sector classifications are used for reporting ease. 

 

4
 

 

The Hartford International Growth Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary

January 31, 2014

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks                    
Australia  $1,530   $   $1,530   $ 
Belgium   2,394        2,394     
Canada   3,345    3,345         
China   5,728    4,655    1,073     
Colombia   973    973         
Denmark   5,676        5,676     
Finland   1,839        1,839     
France   15,805    788    15,017     
Germany   7,032    1,323    5,709     
Hong Kong   7,800    635    7,165     
India   1,756        1,756     
Ireland   1,015        1,015     
Israel   1,847    1,847         
Italy   2,808        2,808     
Japan   8,363        8,363     
Malaysia   1,534        1,534     
Netherlands   957        957     
Norway   1,529        1,529     
Panama   1,931    1,931         
South Africa   2,026        2,026     
South Korea   696        696     
Sweden   4,547        4,547     
Switzerland   10,618        10,618     
Taiwan   2,340        2,340     
United Kingdom   20,788        20,788     
United States   2,617    2,617         
Total   117,494    18,114    99,380     
Preferred Stocks   945        945     
Short-Term Investments   2,180        2,180     
Total  $120,619   $18,114   $102,505   $ 
Foreign Currency Contracts*   1        1     
Total  $1   $   $1   $ 
Liabilities:                    
Foreign Currency Contracts*   4        4     
Total  $4   $   $4   $ 

 

For the three-month period ended January 31, 2014, investments valued at $1,034 were transferred from Level 1 to Level 2, and investments valued at $2,291 were transferred from Level 2 to Level 1. Investments are transferred between Level 1 and Level 2 for a variety of reasons including, but not limited to:
1)Foreign equities for which a fair value price is more representative of exit value than the local market close (transfer into Level 2). Foreign equities for which the local market close is more representative of exit value (transfer into Level 1).
2)U.S. Treasury securities that no longer represent the most recent issue (transfer into Level 2).
3)Equity investments with no observable trading but a bid or close price is used (transfer into Level 2). Equity investments using observable quoted prices in an active market (transfer into Level 1).
*Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

 

Note:For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

5
 

 

 

The Hartford International Opportunities Fund
Schedule of Investments
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
COMMON STOCKS - 93.2%     
     Austria - 0.4%     
 170   Erste Group Bank AG   $6,182 
           
     Belgium - 3.4%     
 448   Anheuser-Busch InBev N.V.    42,936 
 198   Umicore S.A.    8,455 
         51,391 
     Brazil - 0.2%     
 213   Mills Estruturas e Servicos de Engenharia S.A.    2,469 
           
     Canada - 2.9%     
 1,219   Air Canada-Class B ●    8,545 
 299   Canadian National Railway Co.    15,998 
 368   Tim Hortons, Inc.    19,096 
         43,639 
     China - 1.1%     
 1,372   ENN Energy Holdings Ltd.    8,877 
 6,248   Lenovo Group Ltd.    8,058 
         16,935 
     Finland - 0.6%     
 218   Kone Oyj Class B    8,849 
           
     France - 15.3%     
 162   Accor S.A.    7,714 
 199   Air Liquide    24,913 
 177   AtoS    15,521 
 777   AXA S.A.    20,369 
 332   BNP Paribas    25,599 
 234   Capital Gemini S.A.    15,891 
 169   Cie Generale d'Optique Essilor International S.A.    16,910 
 447   Peugeot S.A.    6,861 
 941   Rexel S.A.    24,172 
 201   Safran S.A.    14,251 
 352   Schneider Electric S.A.    28,365 
 404   Societe Generale Class A    22,835 
 80   Technip S.A.    6,843 
 5   Unibail Rodamco REIT    1,172 
         231,416 
     Germany - 3.3%     
 49   Brenntag AG    8,457 
 84   Continental AG    17,989 
 692   Deutsche Lufthansa AG    16,447 
 109   Lanxess    7,151 
         50,044 
     Hong Kong - 0.5%     
 1,844   MGM China Holdings Ltd.    7,226 
           
     India - 0.4%     
 856   ITC Ltd.    4,447 
 60   United Spirits Ltd.    2,358 
         6,805 
     Ireland - 3.0%     
 1,063   CRH plc    27,356 
 1,033   Experian plc    17,625 
         44,981 
     Italy - 5.2%     
 1,346   Assicurazioni Generali S.p.A.    29,039 
 335   Banca Generali S.p.A.    10,235 
 305   Fiat S.p.A.    3,037 
 4,837   Intesa Sanpaolo S.p.A. ‡    13,036 
 4,334   Snam S.p.A.    23,761 
         79,108 
     Japan - 21.7%     
 517   AEON Co., Ltd.    6,444 
 116   AEON Mall Co., Ltd.    3,415 
 249   Aisin Seiki Co., Ltd.    9,154 
 571   Asahi Group Holdings Ltd.    15,517 
 852   Bank of Yokohama Ltd.    4,283 
 118   Daito Trust Construction Co., Ltd.    11,114 
 462   Daiwa House Industry Co., Ltd.    8,763 
 353   Dentsu, Inc.    13,847 
 234   Eisai Co., Ltd.    8,940 
 2,633   Isuzu Motors Ltd.    15,587 
 171   Japan Exchange Group, Inc.    4,139 
 199   Japan Tobacco, Inc.    6,142 
 344   KDDI Corp.    18,921 
 2   M3, Inc.    5,378 
 1,486   Mitsubishi Electric Corp.    16,785 
 5,024   Mitsubishi UFJ Financial Group, Inc.    30,206 
 296   Nippon Telegraph & Telephone Corp.    15,848 
 1,687   Nomura Holdings, Inc.    11,718 
 264   Nomura Research Institute Ltd.    8,660 
 290   Olympus Corp.    8,518 
 202   Ono Pharmaceutical Co., Ltd.    17,555 
 915   ORIX Corp.    13,882 
 984   Rakuten, Inc.    16,104 
 316   Rohm Co., Ltd.    15,743 
 974   T&D Holdings, Inc.    11,867 
 153   THK Co., Ltd.    3,323 
 531   Tokio Marine Holdings, Inc.    15,493 
 2,662   Toshiba Corp.    11,066 
         328,412 
     Mexico - 1.1%     
 904   Cemex S.A.B. de C.V. ADR ●    11,178 
 1,733   Fibra Uno Administracion S.A. REIT ☼    5,593 
         16,771 
     Netherlands - 2.6%     
 4,245   Koninklijke (Royal) KPN N.V.    15,884 
 497   NXP Semiconductors N.V. ●    24,023 
         39,907 
     Panama - 0.5%     
 157   Avianca Holdings S.A. ADR ●    2,487 
 41   Copa Holdings S.A. Class A    5,365 
         7,852 
     Portugal - 0.4%     
 388   Galp Energia SGPS S.A.    5,998 
           
     Russia - 0.8%     
 1,132   Sberbank of Russia ADR    12,225 
           
     South Korea - 1.0%     
 454   Hynix Semiconductor, Inc. ●    15,816 

 

1
 

 

The Hartford International Opportunities Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
COMMON STOCKS - 93.2% - (continued)     
     Sweden - 1.6%     
 497   Assa Abloy Ab   $24,732 
           
     Switzerland - 10.7%     
 106   Compagnie Financiere Richemont S.A.    9,765 
 732   Julius Baer Group Ltd.    35,493 
 515   Novartis AG    40,704 
 162   Roche Holding AG    44,508 
 1,562   UBS AG    30,985 
         161,455 
     Taiwan - 2.1%     
 9,102   Taiwan Semiconductor Manufacturing Co., Ltd.    31,342 
           
     United Kingdom - 13.8%     
 241   Al Noor Hospitals Group ●    3,327 
 695   AstraZeneca plc    44,049 
 1,039   BAE Systems plc    7,327 
 3,032   Barclays Bank plc ADR    13,534 
 1,757   BG Group plc    29,528 
 1,038   BP plc    8,134 
 72   Derwent London plc REIT    2,966 
 840   Diageo Capital plc    24,924 
 1,537   Direct Line Insurance Group plc    6,681 
 316   Great Portland Est    3,138 
 2,600   Kingfisher plc    15,766 
 848   NMC Health plc    6,802 
 1,634   Rolls-Royce Holdings plc    31,824 
 250   Schroders plc    10,136 
         208,136 
     United States - 0.6%     
 139   Covidien plc    9,492 
           
     Total common stocks     
     (cost $1,282,443)   $1,411,183 
           
PREFERRED STOCKS - 2.2%     
     Germany - 2.2%     
 338   ProSieben Sat.1 Media AG   $15,129 
 69   Volkswagen AG N.V.    17,487 
         32,616 
     Total preferred stocks     
     (cost $29,261)   $32,616 
           
EXCHANGE TRADED FUNDS - 0.9%     
     United States - 0.9%     
 172   iShares MSCI EAFE ETF   $10,954 
 254   iShares MSCI Japan ETF    2,877 
         13,831 
     Total exchange traded funds     
     (cost $14,395)   $13,831 
           
     Total long-term investments     
     (cost $1,326,099)   $1,457,630 
           
SHORT-TERM INVESTMENTS - 4.6%     
     Repurchase Agreements - 4.6%     
     Bank of  Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $9,317, collateralized by U.S.
Treasury Bill 0.07% - 0.14%, 2014, U.S.
Treasury Bond 2.75% - 11.25%, 2015 -
2043, U.S. Treasury Note 0.25% - 4.25%,
2014 - 2023, value of $9,503)
     
$9,317    0.02%, 1/31/2014   $9,317 
     Bank of America Merrill Lynch TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $3,074,
collateralized by FHLMC 3.50% - 4.00%,
2042 - 2043, FNMA 2.81% - 4.50%, 2041 -
2042, value of $3,136)
     
 3,074    0.02%, 1/31/2014    3,074 
     Bank of Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $8,007, collateralized by FHLB
0.88%, 2017, FHLMC 0.05% - 5.50%,
2014 - 2043, FNMA 2.00% - 3.50%, 2025 -
2028, GNMA 3.50%, 2042 - 2043, U.S.
Treasury Note 2.38%, 2014, value of
$8,167)
     
 8,006    0.03%, 1/31/2014    8,006 
     Barclays Capital TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $8,481, collateralized by U.S.
Treasury Note 0.25% - 2.38%, 2014 - 2015,
value of $8,651)
     
 8,481    0.02%, 1/31/2014    8,481 
     Citigroup Global Markets, Inc. TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $18,625,
collateralized by U.S. Treasury Bill 0.06% -
0.10%, 2014, U.S. Treasury Bond 3.00% -
8.75%, 2017 - 2042, U.S. Treasury Note
0.25% - 3.75%, 2015 - 2023, value of
$18,997)
     
 18,625    0.02%, 1/31/2014    18,625 
     Deutsche Bank Securities TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $2,475, collateralized by
FHLMC 3.00% - 5.50%, 2019 - 2043,
FNMA 3.00% - 6.50%, 2021 - 2043,
GNMA 3.00% - 6.00%, 2037 - 2053, value
of $2,524)
     
 2,475    0.03%, 1/31/2014    2,475 
     RBS Securities, Inc. TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $2,070, collateralized by U.S.
Treasury Note 2.63%, 2014, value of
$2,112)
     
 2,070    0.02%, 1/31/2014    2,070 

 

2
 

 

The Hartford International Opportunities Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount          Market Value ╪ 
SHORT-TERM INVESTMENTS - 4.6% - (continued)          
     Repurchase Agreements - 4.6% - (continued)          
     TD Securities TriParty Repurchase Agreement
(maturing on 02/03/2014 in the amount of
$17,681, collateralized by FFCB 0.14%,
2015, FHLB 0.55%, 2017, FHLMC 3.00%
- 4.38%, 2015 - 2043, FNMA 2.50% -
4.50%, 2025 - 2043, value of $18,035)
          
$17,681    0.03%, 1/31/2014      $17,681 
     UBS Securities, Inc. Repurchase Agreement
(maturing on 02/03/2014 in the amount of
$162, collateralized by U.S. Treasury Note
2.38%, 2015, value of $166)
          
 162    0.01%, 1/31/2014         162 
              69,891 
     Total short-term investments          
     (cost $69,891)        $69,891 
                
     Total investments          
     (cost $1,395,990) ▲    100.9%  $1,527,521 
     Other assets and liabilities    (0.9)%   (14,025)
     Total net assets    100.0%  $1,513,496 

 

3
 

 

The Hartford International Opportunities Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

  

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 may 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.

 

At January 31, 2014, the cost of securities for federal income tax purposes was $1,401,177 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation   $158,555 
Unrealized Depreciation    (32,211)
Net Unrealized Appreciation   $126,344 

 

Non-income producing.    
This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $119 at January 31, 2014.
  
This security, or a portion of this security, has been segregated to cover funding requirements on investment transactions settling in the future.

 

Foreign Currency Contracts Outstanding at January 31, 2014

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
BRL  Sell  02/03/2014  JPM  $186   $187   $   $(1)
CAD  Buy  02/03/2014  BCLY   530    531    1     
CHF  Buy  02/05/2014  SSG   3,203    3,197        (6)
EUR  Buy  02/04/2014  BNP   4,592    4,571        (21)
EUR  Buy  02/03/2014  GSC   162    160        (2)
EUR  Buy  02/04/2014  SSG   3,250    3,246        (4)
EUR  Buy  02/05/2014  SSG   7,343    7,333        (10)
GBP  Buy  02/04/2014  BCLY   413    412        (1)
GBP  Buy  02/04/2014  JPM   1,127    1,124        (3)
GBP  Buy  02/05/2014  SSG   6,872    6,870        (2)
HKD  Sell  02/05/2014  BOA   890    890         
JPY  Buy  02/05/2014  BOA   8,149    8,189    40     
JPY  Sell  02/04/2014  BOA   861    863        (2)
JPY  Sell  02/03/2014  MSC   305    307        (2)
MXN  Buy  02/06/2014  MSC   119    119         
SEK  Buy  02/05/2014  SSG   525    524        (1)
                      $41   $(55)

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

4
 

  

The Hartford International Opportunities Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Counterparty Abbreviations:
BCLY Barclays  
BNP BNP Paribas Securities  
BOA Banc of America Securities LLC
GSC Goldman Sachs & Co.
JPM JP Morgan Chase & Co.  
MSC Morgan Stanley  
SSG State Street Global Markets LLC
   
Currency Abbreviations:
BRL Brazilian Real  
CAD Canadian Dollar  
CHF Swiss Franc  
EUR EURO  
GBP British Pound  
HKD Hong Kong Dollar  
JPY Japanese Yen  
MXN Mexican New Peso  
SEK Swedish Krona  
 
Index Abbreviations:
EAFE Europe, Australasia and Far East
 
Other Abbreviations:
ADR American Depositary Receipt
ETF Exchange Traded Fund
FFCB Federal Farm Credit Bank
FHLB Federal Home Loan Bank
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
GNMA Government National Mortgage Association
MSCI Morgan Stanley Capital International
REIT Real Estate Investment Trust

 

Diversification by Sector
as of January 31, 2014
Sector  Percentage of
Net Assets
 
Equity Securities     
Consumer Discretionary   11.7%
Consumer Staples   6.7 
Energy   3.4 
Financials   24.9 
Health Care   13.7 
Industrials   15.6 
Information Technology   9.6 
Materials   5.2 
Services   3.3 
Utilities   2.2 
Total   96.3%
Short-Term Investments   4.6 
Other Assets and Liabilities   (0.9)
Total   100.0%

 

A sector may be comprised of several industries.  For Fund compliance purposes, the Fund may not use the same classification system and these sector classifications are used for reporting ease.

 

5
 

 

The Hartford International Opportunities Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary

January 31, 2014

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks ‡   $1,411,183   $138,547   $1,272,636   $ 
Exchange Traded Funds    13,831    13,831         
Preferred Stocks    32,616        32,616     
Short-Term Investments    69,891        69,891     
Total   $1,527,521   $152,378   $1,375,143   $ 
Foreign Currency Contracts *    41        41     
Total   $41   $   $41   $ 
Liabilities:                    
Foreign Currency Contracts *    55        55     
Total   $55   $   $55   $ 

 

For the three-month period ended January 31, 2014, investments valued at $7,310 were transferred from Level 1 to Level 2, and there were no transfers from Level 2 to Level 1. Investments are transferred between Level 1 and Level 2 for a variety of reasons including, but not limited to:
1)Foreign equities for which a fair value price is more representative of exit value than the local market close (transfer into Level 2). Foreign equities for which the local market close is more representative of exit value (transfer into Level 1).
2)U.S. Treasury securities that no longer represent the most recent issue (transfer into Level 2).
3)Equity investments with no observable trading but a bid or close price is used (transfer into Level 2). Equity investments using observable quoted prices in an active market (transfer into Level 1).
The Fund has all or primarily all of the equity securities categorized in a particular level.  Refer to the Schedule of Investments for further industry breakout.
*Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

 

Note:For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

6
 

 

 

The Hartford International Small Company Fund
Schedule of Investments
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
COMMON STOCKS - 96.8%     
     Australia - 4.3%     
 213   Domino's Pizza Enterprises Ltd.   $3,019 
 480   Karoon Gas Australia Ltd. ●    1,349 
 542   NuFarm Ltd.    1,842 
 767   SAI Global Ltd.    2,516 
 165   Seek Ltd.    1,792 
 771   Tox Free Solutions Ltd.    2,248 
 2,467   Transpacific Industries Group Ltd. ●    2,407 
         15,173 
     Austria - 2.9%     
 66   Andritz AG    3,647 
 29   Schoeller-Bleckmann Oilfield Equipment AG    3,072 
 160   Zumbotel AG    3,501 
         10,220 
     Belgium - 1.7%     
 26   CFE NPV    2,293 
 75   D'ieteren S.A.    3,588 
         5,881 
     Brazil - 0.6%     
 676   Magazine Luiza S.A. ●    2,226 
           
     Canada - 0.3%     
 71   Pacific Rubiales Energy Corp.    1,082 
           
     China - 0.8%     
 83   WuXi PharmaTech Cayman, Inc. ●    2,880 
           
     Denmark - 3.4%     
 123   DSV A/S    3,938 
 117   H. Lundbeck A/S    2,904 
 115   Matas A/S ●    3,101 
 12   Rockwool International A/S Class B    2,125 
         12,068 
     Finland - 0.6%     
 86   Tikkurila Oyj    2,146 
           
     France - 5.9%     
 43   AtoS    3,772 
 51   Eurazeo    3,673 
 104   Groupe FNAC S.A. ●    3,238 
 62   Imerys S.A.    5,055 
 36   Wendel S.A.    4,910 
         20,648 
     Germany - 3.6%     
 54   DMG Mori Seiki AG    1,737 
 41   ElringKlinger AG    1,494 
 36   Grenke Leasing    3,391 
 41   Rheinmetall AG    2,615 
 39   STRATEC Biomedical AG    1,716 
 15   Wacker Chemie AG    1,775 
         12,728 
     Hong Kong - 0.9%     
 1,813   Noble Group Ltd. ☼    1,345 
 622   Shanghai Fosun Pharmaceutical Co., Ltd. ☼    1,913 
         3,258 
     Indonesia - 0.3%     
 958   Matahari Department Store Tbk ●☼    913 
     Italy - 3.9%     
 156   Azimut Holding S.p.A.    4,510 
 42   Banca Generali S.p.A.    1,274 
 3,413   Beni Stabili S.p.A.    2,532 
 868   Immobiliare Grande Distribuzione REIT    1,148 
 211   Pirelli & Co. S.p.A.    3,386 
 33   Salvatore Ferragamo Italia S.p.A.    1,029 
         13,879 
     Japan - 34.3%     
 100   AEON Mall Co., Ltd.    2,947 
 400   Amada Co., Ltd.    3,236 
 78   Asahi Intecc Co., Ltd.    3,146 
 65   CyberAgent, Inc.    3,130 
 188   Denyo Co., Ltd.    2,560 
 65   Digital Garage, Inc.    1,748 
 151   DMG Mori Seiki Co., Ltd.    2,631 
 388   Ferrotec, Corp.    2,485 
 3   GLP J-REIT    3,294 
 51   GMO Payment Gateway, Inc.    2,449 
 222   Hitachi Metals Ltd.    3,497 
 100   Hoshizaki Electric Co., Ltd.    3,557 
 86   IBJ Leasing Co., Ltd.    2,238 
 94   Ichiyoshi Securities Co., Ltd.    1,422 
 683   Ihi Corp.    3,097 
 145   IIDA Group Holdings Co., Ltd. ●    2,572 
 93   Internet Initiative Japan, Inc.    2,291 
 294   Jaccs Co., Ltd.    1,305 
 116   Jamco Corp.    1,877 
 45   Japan Petroleum Exploration Co., Ltd.    1,675 
 262   Makino Milling Machine Co.    2,165 
 99   Matsui Securities Co., Ltd.    1,126 
 99   Message Co., Ltd.    3,298 
 395   Mitsubishi Gas Chemical Co.    2,774 
 853   Mitsubishi UFJ Lease & Finance Co., Ltd.    4,455 
 70   Musashi Seimitsu Industry Co., Ltd.    1,362 
 167   Nihon Nohyaku Co., Ltd.    2,330 
 246   Nikkiso Co., Ltd.    3,096 
 173   Nippon Shinyaku Co., Ltd.    3,384 
 115   Nippon Shokubai Co., Ltd.    1,207 
 139   Pocket Card Co., Ltd.    1,004 
 69   Sanrio Co., Ltd.    2,545 
 256   Sanwa Holdings Corp.    1,784 
 90   Sega Sammy Holdings, Inc.    2,147 
 1,754   Shinsei Bank Ltd.    3,546 
 141   Shionogi & Co., Ltd.    2,862 
 175   Shizuoka Gas Co., Ltd.    1,035 
 171   Sumisho Computer Systems Corp.    4,709 
 149   Tenma Corp.    2,048 
 103   THK Co., Ltd.    2,228 
 201   Tokyo Tomin Bank Ltd.    2,000 
 25   Tsuruha Holdings, Inc.    2,321 
 93   Yamato Kogyo Co.    2,738 
 140   Yaskawa Electric Corp.    1,904 
 195   Yokogawa Electric Corp.    3,019 
 184   Yumeshin Holdings Co., Ltd.    1,609 
 84   Zenkoku Hosho Co., Ltd.    3,893 
 58   Zuiko Corp.    3,096 
         120,842 

 

1
 

 

The Hartford International Small Company Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
COMMON STOCKS - 96.8% - (continued)     
     Luxembourg - 1.1%     
 185   AZ Electronic Materials S.A.   $1,207 
 156   Reinet Investments S.A. ●    2,817 
         4,024 
     Mexico - 1.1%     
 792   Fibra Uno Administracion S.A. REIT    2,556 
 696   Grupo Sanborns S.A. de C.V.    1,269 
         3,825 
     Netherlands - 1.3%     
 282   USG People N.V.    4,424 
           
     Norway - 1.5%     
 201   Kongsberg Gruppen ASA    4,112 
 120   Petroleum Geo-Services ASA    1,244 
         5,356 
     Russia - 0.6%     
 184   O'Key Group S.A. GDR ■    1,927 
           
     Singapore - 0.3%     
 1,603   Indofood Agri Resources Ltd.    963 
           
     South Korea - 2.2%     
 2   Amorepacific Corp. ●    1,752 
 6   CJ O Shopping Co., Ltd. ☼    2,227 
 20   Green Cross Corp. ●☼    2,419 
 7   Lotte Chemical Corp. ●☼    1,326 
         7,724 
     Switzerland - 6.6%     
 34   Aryzta AG    2,685 
 25   Dufry Group ●    3,856 
 152   Gategroup Holding AG    4,528 
 406   Informa plc    3,443 
 6   Kuoni Reisen Holding AG    2,872 
 12   Partners Group    2,803 
 27   Tecan Group AG    3,002 
         23,189 
     United Kingdom - 18.6%     
 230   Babcock International Group plc    5,243 
 41   Berkeley (The) Group Holdings plc    1,719 
 1,358   Booker Group plc    3,448 
 219   Chemring Group plc    867 
 177   Concentric AB    1,873 
 380   Crest Nicholson Holdings Ltd ●    2,286 
 163   De La Rue plc    2,094 
 880   Direct Line Insurance Group plc    3,825 
 254   Domino's Pizza Group plc    2,207 
 472   Elementis plc ‡    1,980 
 2,012   Hansteen Holdings plc REIT    3,505 
 1,442   Hays plc    3,142 
 366   Henderson Group plc    1,320 
 149   Hunting plc    1,845 
 239   IG Group Holdings plc    2,458 
 177   James Fisher & Sons plc    4,058 
 100   Keller Group plc    1,943 
 141   Kier Group plc    4,365 
 470   Mears Group plc    3,704 
 599   Mothercare plc ●    2,576 
 313   Ophilr Energy plc ●    1,441 
 307   Savills plc    3,151 
 680   Thomas Cook Group plc    2,011 
 687   Tyman plc    2,952 
 54   Ultra Electronics Holdings plc    1,737 
         65,750 
     Total common stocks     
     (cost $293,183)   $341,126 
           
     Total long-term investments     
     (cost $293,183)   $341,126 
           
SHORT-TERM INVESTMENTS - 3.3%     
     Repurchase Agreements - 3.3%     
     Bank of Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $1,564, collateralized by U.S.
Treasury Bill 0.07% - 0.14%, 2014, U.S.
Treasury Bond 2.75% - 11.25%, 2015 -
2043, U.S. Treasury Note 0.25% - 4.25%,
2014 - 2023, value of $1,595)
     
$1,564    0.02%, 1/31/2014   $1,564 
     Bank of America Merrill Lynch TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $516,
collateralized by FHLMC 3.50% - 4.00%,
2042 - 2043, FNMA 2.81% - 4.50%, 2041 -
2042, value of $526)
     
 516    0.02%, 1/31/2014    516 
     Bank of Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $1,344, collateralized by FHLB
0.88%, 2017, FHLMC 0.05% - 5.50%, 2014
- 2043, FNMA 2.00% - 3.50%, 2025 - 2028,
GNMA 3.50%, 2042 - 2043, U.S. Treasury
Note 2.38%, 2014, value of $1,370)
     
 1,344    0.03%, 1/31/2014    1,344 
     Barclays Capital TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $1,423, collateralized by U.S.
Treasury Note 0.25% - 2.38%, 2014 - 2015,
value of $1,452)
     
 1,423    0.02%, 1/31/2014    1,423 
     Citigroup Global Markets, Inc. TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $3,125,
collateralized by U.S. Treasury Bill 0.06% -
0.10%, 2014, U.S. Treasury Bond 3.00% -
8.75%, 2017 - 2042, U.S. Treasury Note
0.25% - 3.75%, 2015 - 2023, value of
$3,188)
     
 3,125    0.02%, 1/31/2014    3,125 
     Deutsche Bank Securities TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $415, collateralized by FHLMC
3.00% - 5.50%, 2019 - 2043, FNMA 3.00%
- 6.50%, 2021 - 2043, GNMA 3.00% -
6.00%, 2037 - 2053, value of $424)
     
 415    0.03%, 1/31/2014    415 

 

2
 

 

The Hartford International Small Company Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount          Market Value ╪ 
SHORT-TERM INVESTMENTS - 3.3% - (continued)
     Repurchase Agreements - 3.3% - (continued)          
     RBS Securities, Inc. TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $347, collateralized by U.S.
Treasury Note 2.63%, 2014, value of $354)
          
$347    0.02%, 1/31/2014      $347 
     TD Securities TriParty Repurchase Agreement
(maturing on 02/03/2014 in the amount of
$2,967, collateralized by FFCB 0.14%,
2015, FHLB 0.55%, 2017, FHLMC 3.00% -
4.38%, 2015 - 2043, FNMA 2.50% - 4.50%,
2025 - 2043, value of $3,026)
          
 2,967    0.03%, 1/31/2014         2,967 
     UBS Securities, Inc. Repurchase Agreement
(maturing on 02/03/2014 in the amount of
$27, collateralized by U.S. Treasury Note
2.38%, 2015, value of $28)
          
 27    0.01%, 1/31/2014         27 
              11,728 
     Total short-term investments          
     (cost $11,728)        $11,728 
                
     Total investments          
     (cost $304,911) ▲    100.1%  $352,854 
     Other assets and liabilities    (0.1)%   (202)
     Total net assets    100.0%  $352,652 

 

3
 

 

The Hartford International Small Company Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

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 may 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.

 

At January 31, 2014, the cost of securities for federal income tax purposes was $308,018 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation   $59,493 
Unrealized Depreciation    (14,657)
Net Unrealized Appreciation   $44,836 

 

Non-income producing.

 

Securities issued within terms of a private placement memorandum, exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2014, the aggregate value of these securities was $1,927, which represents 0.5% of total net assets.

 

This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $324 at January 31, 2014.

 

This security, or a portion of this security, has been segregated to cover funding requirements on investment transactions settling in the future.

 

Foreign Currency Contracts Outstanding at January 31, 2014
 
                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
AUD  Sell  02/05/2014  BOA  $58   $58   $   $ 
CHF  Buy  02/03/2014  JPM   537    530        (7)
EUR  Buy  02/03/2014  GSC   18    17        (1)
GBP  Buy  02/03/2014  GSC   356    353        (3)
GBP  Buy  02/04/2014  JPM   26    26         
GBP  Buy  02/05/2014  SSG   50    50         
HKD  Buy  02/04/2014  NAB   59    59         
IDR  Buy  02/03/2014  JPM   29    29         
JPY  Buy  02/03/2014  MSC   338    341    3     
SGD  Buy  02/03/2014  SCB   44    44         
                      $3   $(11)

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

4
 

 

The Hartford International Small Company Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Counterparty Abbreviations:
BOA Banc of America Securities LLC
GSC Goldman Sachs & Co.
JPM JP Morgan Chase & Co.  
MSC Morgan Stanley
NAB National Australia Bank Limited
SCB Standard Chartered Bank
SSG State Street Global Markets LLC
 
Currency Abbreviations:
AUD Australian Dollar  
CHF Swiss Franc  
EUR EURO  
GBP British Pound  
HKD Hong Kong Dollar  
IDR Indonesian New Rupiah  
JPY Japanese Yen  
SGD Singapore Dollar  
 
Other Abbreviations:
FFCB Federal Farm Credit Bank
FHLB Federal Home Loan Bank
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
GDR Global Depositary Receipt  
GNMA Government National Mortgage Association
J-REIT Japanese Real Estate Investment Trust
REIT Real Estate Investment Trust

  

Diversification by Sector
as of January 31, 2014
Sector  Percentage of
Net Assets
 
Equity Securities     
Consumer Discretionary   15.7%
Consumer Staples   3.9 
Energy   4.5 
Financials   20.3 
Health Care   8.6 
Industrials   28.6 
Information Technology   6.4 
Materials   8.5 
Utilities   0.3 
Total   96.8%
Short-Term Investments   3.3 
Other Assets and Liabilities   (0.1)
Total   100.0%

 

A sector may be comprised of several industries.  For Fund compliance purposes, the Fund may not use the same classification system and these sector classifications are used for reporting ease.

 

Currency Concentration of Securities
as of January 31, 2014
   Percentage of 
Description  Net Assets 
Australian Dollar   4.3%
Brazilian Real   0.6 
British Pound   19.4 
Canadian Dollar   0.3 
Danish Kroner   3.4 
Euro   20.7 
Hong Kong Dollar   0.5 
Indonesian New Rupiah   0.3 
Japanese Yen   34.3 
Mexican New Peso   1.1 
Norwegian Krone   1.5 
Republic of Korea Won   2.2 
Singapore Dollar   0.7 
Swedish Krona   0.5 
Swiss Franc   5.6 
United States Dollar   4.7 
Other Assets and Liabilities   (0.1)
Total   100.0%

 

5
 

 

The Hartford International Small Company Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary

January 31, 2014

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks                    
Australia   $15,173   $   $15,173   $ 
Austria    10,220        10,220     
Belgium    5,881    2,293    3,588     
Brazil    2,226    2,226         
Canada    1,082    1,082         
China    2,880    2,880         
Denmark    12,068    3,101    8,967     
Finland    2,146        2,146     
France    20,648    3,238    17,410     
Germany    12,728    1,716    11,012     
Hong Kong    3,258        3,258     
Indonesia    913        913     
Italy    13,879    3,680    10,199     
Japan    120,842    2,572    118,270     
Luxembourg    4,024    2,817    1,207     
Mexico    3,825    3,825         
Netherlands    4,424        4,424     
Norway    5,356    4,112    1,244     
Russia    1,927    1,927         
Singapore    963        963     
South Korea    7,724        7,724     
Switzerland    23,189        23,189     
United Kingdom    65,750    27,556    38,194     
Total    341,126    63,025    278,101     
Short-Term Investments    11,728        11,728     
Total   $352,854   $63,025   $289,829   $ 
Foreign Currency Contracts*    3        3     
Total   $3   $   $3   $ 
Liabilities:                    
Foreign Currency Contracts*    11        11     
Total   $11   $   $11   $ 

 

For the three-month period ended January 31, 2014, investments valued at $13,782 were transferred from Level 1 to Level 2, and investments valued at $11,367 were transferred from Level 2 to Level 1. Investments are transferred between Level 1 and Level 2 for a variety of reasons including, but not limited to:
1)Foreign equities for which a fair value price is more representative of exit value than the local market close (transfer into Level 2). Foreign equities for which the local market close is more representative of exit value (transfer into Level 1).
2)U.S. Treasury securities that no longer represent the most recent issue (transfer into Level 2).
3)Equity investments with no observable trading but a bid or close price is used (transfer into Level 2). Equity investments using observable quoted prices in an active market (transfer into Level 1).  
*Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

 

Note:For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

6
 

 

 

The Hartford International Value Fund
Schedule of Investments
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
COMMON STOCKS - 88.9%     
     Australia - 0.7%     
 35   Energy Resources of Australia Ltd. ●   $38 
 435   Qantas Airways Ltd. ●    417 
         455 
     Austria - 0.6%     
 17   Zumbotel AG    364 
           
     Belgium - 1.8%     
 15   Ageas    629 
 104   Agfa Gevaert N.V. ●    306 
 4   Delhaize-Le Lion S.A.    236 
         1,171 
     Brazil - 0.8%     
 46   Banco Santander Brasil S.A.    209 
 32   HRT Participacoes em Petroleo S.A. ●    15 
 29   Petroleo Brasileiro S.A. ADR    328 
         552 
     Canada - 1.5%     
 8   Barrick Gold Corp.    158 
 23   EnCana Corp.    410 
 13   Northern Dynasty Minerals Ltd. ●    17 
 34   Painted Pony Petroleum Ltd. ●    226 
 31   Uranium Participation Corp. ●    154 
         965 
     China - 1.2%     
 394   AMVIG Holdings Ltd.    162 
 238   Daphne International Holdings Ltd.    121 
 368   New World Department Store China ☼    187 
 46   Sinovac Biotech Ltd. ●    288 
         758 
     Denmark - 0.7%     
 19   H. Lundbeck A/S    471 
           
     France - 14.8%     
 7   Alten Ltd.    301 
 9   BNP Paribas    682 
 11   Capital Gemini S.A.    755 
 4   Ciments Francais S.A.    332 
 14   Compagnie De Saint-Gobain    728 
 9   Devoteam S.A.    173 
 26   GDF Suez    569 
 22   GFI Informatique S.A.    148 
 3   Groupe FNAC S.A. ●    101 
 18   Groupe Steria SCA    361 
 15   Lagardere S.C.A.    513 
 11   Metropole Television S.A.    235 
 25   Orange S.A.    312 
 40   Peugeot S.A.    621 
 6   Renault S.A.    536 
 2   S.p.A.Group S.A.    235 
 8   Saft Groupe S.A.    263 
 12   Societe Generale Class A    698 
 11   Thales S.A.    698 
 20   Total S.A.    1,157 
 13   Vivendi S.A.    362 
         9,780 
     Germany - 3.5%     
 1   Allianz SE    128 
 17   Deutsche Lufthansa AG    409 
 18   E.On SE    324 
 10   Elmos Semiconductor AG    164 
 27   Kontron AG    185 
 7   Rheinmetall AG    427 
 9   RWE AG    335 
 8   Salzgitter AG    361 
         2,333 
     Hong Kong - 0.7%     
 142   Clear Media Ltd.    130 
 28   Dah Sing Financial Group    136 
 560   Kingboard Laminates Holdings ☼    208 
         474 
     India - 1.5%     
 142   Allahabad Bank Ltd.    181 
 48   Canara Bank Ltd.    168 
 27   Corp. Bank    107 
 400   Manappuram Finance Ltd.    126 
 94   NTPC Ltd.    189 
 26   Oil India Ltd.    196 
         967 
     Ireland - 1.3%     
 134   AER Lingus Group plc    260 
 19   CRH plc    499 
 13   Grafton Group plc    129 
         888 
     Israel - 0.5%     
 22   Orbotech Ltd. ●    295 
           
     Italy - 4.3%     
 21   Banca Popolare dell'Emilia Tomagna Scrl    200 
 20   Buzzi Unicem S.p.A.    362 
 29   Eni S.p.A.    652 
 87   Geox S.p.A.    353 
 167   Intesa Sanpaolo S.p.A. ‡    449 
 82   Saras S.p.A. ●    99 
 66   Unicredit S.p.A.    496 
 32   Unione di Banche Italiane S.p.A.    235 
         2,846 
     Japan - 29.2%     
 5   Adastria Holdings Co Ltd    124 
 10   AEON Delight Co., Ltd.    208 
 9   Alpha Systems, Inc.    111 
 23   Alpine Electronics, Inc.    319 
 20   Canon, Inc.    575 
 12   Cawachi Ltd.    218 
 28   Chubu Steel Plate Co., Ltd.    125 
 3   CMIC Holdings Co Ltd    40 
 34   Daiichi Sankyo Co., Ltd.    570 
 18   Dai-Ichi Seiko Co., Ltd.    220 
 61   Dainippon Screen Manufacturing Co., Ltd.    287 
 12   DeNa Co., Ltd.    229 
 14   Doshisha Co., Ltd.    189 
 9   DTS Corp.    166 
 55   Eighteenth (The) Bank Ltd.    121 
 11   Eisai Co., Ltd.    430 
 6   En-Japan, Inc.    127 

 

1
 

 

The Hartford International Value Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
COMMON STOCKS - 88.9% - (continued)     
     Japan - 29.2% - (continued)     
 11   Exedy Corp.   $346 
 27   Fuji Machine Manufacturing Co.    239 
 25   Fujimi, Inc.    311 
 149   Fujitsu Ltd.    833 
 27   Funai Electric Co., Ltd.    332 
 24   Futaba Corp.    301 
 10   Gendai Agency, Inc.    61 
 49   Higashi-Nippon Bank Ltd.    125 
 23   Hisaka Works Ltd.    226 
 22   Hitachi Chemical Co., Ltd.    310 
 25   Honeys Co., Ltd.    221 
 43   Hosiden Corp.    215 
 41   Inpex Corp.    481 
 10   Itochu Techno-Solutions Corp.    401 
 22   Japan Digital Laboratory Co., Ltd.    331 
 5   Japan Petroleum Exploration Co., Ltd.    200 
 9   JSR Corp.    151 
 23   Keihin Corp.    337 
 21   Melco Holdings, Inc.    348 
 22   Mimasu Semiconductor Industry Co., Ltd.    180 
 14   Miraial Co., Ltd.    205 
 108   Mitsubishi UFJ Financial Group, Inc.    647 
 100   Mitsui Chemicals, Inc.    240 
 18   Mitsumi Electric Co., Ltd.    124 
 33   Net One Systems Co., Ltd.    208 
 3   Nintendo Co., Ltd.    333 
 29   Nishimatsuya Chain Co., Ltd.    227 
 5   Nitto Denko Corp.    200 
 26   Nok Corp.    412 
 10   NSD Co., Ltd.    141 
 52   Oita Bank Ltd.    210 
 6   Pal Co., Ltd.    117 
 12   Proto Corp.    166 
 11   Rohm Co., Ltd.    568 
 16   Roland Corp.    208 
 39   Shin-Etsu Polymer Co., Ltd.    144 
 36   Shinkawa Ltd.    212 
 23   Shinko Electric Industries Co., Ltd.    175 
 21   Shionogi & Co., Ltd.    428 
 12   Star Micronics Co., Ltd.    142 
 93   Sumitomo Bakelite Co., Ltd.    347 
 13   Sumitomo Mitsui Financial Group, Inc.    588 
 45   T&D Holdings, Inc.    545 
 49   Tochigi (The) Bank Ltd.    191 
 11   Tokai Rika Co., Ltd.    204 
 31   Tokai Rubber Industries Ltd.    325 
 11   Tokyo Electron Ltd.    563 
 16   Tokyo Seimitsu Co., Ltd.    304 
 17   Toyota Boshoku Corp.    198 
 5   Tri-Stage, Inc.    62 
 26   Ushio, Inc.    313 
 12   XEBIO Co., Ltd.    239 
 46   Yamanashi (The) Chuo Bank Ltd.    195 
 12   Zuken, Inc.    95 
         19,284 
     Netherlands - 3.8%     
 22   Delta Lloyd N.V.    571 
 51   ING Groep N.V. ●    673 
 19   Koninklijke Philips N.V.    660 
 30   USG People N.V.    467 
 5   Wolters Kluwer N.V.    129 
         2,500 
     Norway - 1.1%     
 14   Statoil ASA    322 
 69   Storebrand ASA    410 
         732 
     Portugal - 0.3%     
 147   Banco Espirito Santo S.A. ●    224 
           
     Russia - 0.5%     
 36   OAO Gazprom Class S ADR    297 
           
     South Africa - 0.3%     
 94   Raubex Group Ltd. ☼    193 
           
     South Korea - 1.5%     
 10   KB Financial Group, Inc. ●    328 
 13   Korea Telecom Corp.    372 
 5   Shinhan Financial Group Co., Ltd. ●    219 
 5   Tongyang Life Insurance ☼    55 
         974 
     Spain - 1.7%     
 23   Almirall S.A.    367 
 31   Banco Popular Espanol    214 
 31   Banco Popular Espanol Rights    2 
 36   Telefonica S.A.    552 
         1,135 
     Switzerland - 5.1%     
 7   Adecco S.A.    579 
 5   Holcim Ltd.    331 
 7   Julius Baer Group Ltd.    319 
 29   Micronas Semiconductor Holding AG    231 
 4   Roche Holding AG    1,031 
 5   Swiss Re Ltd.    424 
 24   UBS AG    475 
         3,390 
     Taiwan - 1.1%     
 42   Asustek Computer, Inc.    384 
 415   Compal Electronics, Inc.    308 
         692 
     United Kingdom - 10.4%     
 12   Anglo American plc    277 
 22   AstraZeneca plc    1,376 
 89   Barclays Bank plc ADR    397 
 190   BP plc    1,491 
 23   Catlin Group Ltd.    199 
 155   Hays plc    338 
 62   Home Retail Group    182 
 117   HSBC Holdings plc    1,197 
 83   Lonmin plc    414 
 37   Mothercare plc ●    161 
 98   SIG plc    316 
 25   Standard Chartered plc    511 
         6,859 

 

2
 

 

The Hartford International Value Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount          Market Value ╪ 
COMMON STOCKS - 88.9% - (continued)
     Total common stocks          
   (cost $56,306)     $58,599 
                
     Total long-term investments          
     (cost $56,306)       $58,599 
                
SHORT-TERM INVESTMENTS - 8.4%
     Repurchase Agreements - 8.4%          
     Bank of  Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $739, collateralized by U.S.
Treasury Bill 0.07% - 0.14%, 2014, U.S.
Treasury Bond 2.75% - 11.25%, 2015 -
2043, U.S. Treasury Note 0.25% - 4.25%,
2014 - 2023, value of $754)
          
$739    0.02%, 1/31/2014        $739 
     Bank of America Merrill Lynch TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $244,
collateralized by FHLMC 3.50% - 4.00%,
2042 - 2043, FNMA 2.81% - 4.50%, 2041 -
2042, value of $249)
          
 244    0.02%, 1/31/2014         244 
     Bank of Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $635, collateralized by FHLB
0.88%, 2017, FHLMC 0.05% - 5.50%, 2014
- 2043, FNMA 2.00% - 3.50%, 2025 - 2028,
GNMA 3.50%, 2042 - 2043, U.S. Treasury
Note 2.38%, 2014, value of $648)
          
 635    0.03%, 1/31/2014         635 
     Barclays Capital TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $673, collateralized by U.S.
Treasury Note 0.25% - 2.38%, 2014 - 2015,
value of $686)
          
 673    0.02%, 1/31/2014         673 
     Citigroup Global Markets, Inc. TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $1,478,
collateralized by U.S. Treasury Bill 0.06% -
0.10%, 2014, U.S. Treasury Bond 3.00% -
8.75%, 2017 - 2042, U.S. Treasury Note
0.25% - 3.75%, 2015 - 2023, value of
$1,507)
          
 1,478    0.02%, 1/31/2014         1,478 
     Deutsche Bank Securities TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $197, collateralized by FHLMC
3.00% - 5.50%, 2019 - 2043, FNMA 3.00%
- 6.50%, 2021 - 2043, GNMA 3.00% -
6.00%, 2037 - 2053, value of $200)
          
 197    0.03%, 1/31/2014         197 
     RBS Securities, Inc. TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $164, collateralized by U.S.
Treasury Note 2.63%, 2014, value of $168)
          
 164    0.02%, 1/31/2014         164 
     TD Securities TriParty Repurchase Agreement
(maturing on 02/03/2014 in the amount of
$1,403, collateralized by FFCB 0.14%,
2015, FHLB 0.55%, 2017, FHLMC 3.00% -
4.38%, 2015 - 2043, FNMA 2.50% - 4.50%,
2025 - 2043, value of $1,431)
          
 1,403    0.03%, 1/31/2014       1,403 
     UBS Securities, Inc. Repurchase Agreement
(maturing on 02/03/2014 in the amount of
$13, collateralized by U.S. Treasury Note
2.38%, 2015, value of $13)
          
 13    0.01%, 1/31/2014         13 
              5,546 
     Total short-term investments          
     (cost $5,546)        $5,546 
                
     Total investments          
     (cost $61,852) ▲    97.3%  $64,145 
     Other assets and liabilities    2.7%   1,812 
     Total net assets    100.0%  $65,957 

 

3
 

 

The Hartford International Value Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

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 may 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.

 

At January 31, 2014, the cost of securities for federal income tax purposes was $62,038 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation   $3,496 
Unrealized Depreciation    (1,389)
Net Unrealized Appreciation   $2,107 

 

Non-income producing.

 

This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $168 at January 31, 2014.

 

This security, or a portion of this security, has been segregated to cover funding requirements on investment transactions settling in the future.

 

Foreign Currency Contracts Outstanding at January 31, 2014

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
AUD  Buy  02/04/2014  BOA  $59   $59   $   $ 
CHF  Buy  02/04/2014  GSC   48    48         
CHF  Buy  02/03/2014  JPM   60    59        (1)
DKK  Buy  02/03/2014  GSC   60    59        (1)
EUR  Buy  02/04/2014  BNP   394    392        (2)
EUR  Buy  02/03/2014  GSC   520    513        (7)
EUR  Buy  02/04/2014  SSG   49    49         
EUR  Buy  02/05/2014  SSG   393    392        (1)
GBP  Buy  02/03/2014  GSC   299    297        (2)
GBP  Buy  02/04/2014  JPM   48    48         
GBP  Buy  02/05/2014  SSG   124    124         
HKD  Buy  02/04/2014  NAB   93    93         
JPY  Buy  02/04/2014  BOA   405    406    1     
JPY  Buy  02/05/2014  BOA   238    239    1     
JPY  Buy  02/03/2014  MSC   396    399    3     
JPY  Sell  04/10/2014  BCLY   495    508        (13)
JPY  Sell  02/14/2014  BOA   190    191        (1)
JPY  Sell  03/17/2014  BOA   536    522    14     
JPY  Sell  03/17/2014  BOA   292    293        (1)
JPY  Sell  04/10/2014  BOA   79    79         
JPY  Sell  02/14/2014  JPM   183    183         
JPY  Sell  02/14/2014  SSG   478    453    25     
NOK  Buy  02/04/2014  BNP   48    48         
NOK  Buy  02/05/2014  DEUT   49    49         
ZAR  Buy  02/03/2014  GSC   20    20         
                      $44   $(29)

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

4
 

 

The Hartford International Value Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Counterparty Abbreviations:
BCLY Barclays  
BNP BNP Paribas Securities  
BOA Banc of America Securities LLC
DEUT Deutsche Bank Securities, Inc.
GSC Goldman Sachs & Co.
JPM JP Morgan Chase & Co.  
MSC Morgan Stanley  
NAB National Australia Bank
SSG State Street Global Markets LLC
   
Currency Abbreviations:
AUD Australian Dollar  
CHF Swiss Franc  
DKK Danish Krone  
EUR EURO  
GBP British Pound  
HKD Hong Kong Dollar  
JPY Japanese Yen  
NOK Norwegian Krone  
ZAR South African Rand  
 
Other Abbreviations:
ADR American Depositary Receipt
FFCB Federal Farm Credit Bank
FHLB Federal Home Loan Bank
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
GNMA Government National Mortgage Association

 

Diversification by Sector
as of January 31, 2014
Sector  Percentage of
Net Assets
 
Equity Securities     
Consumer Discretionary   11.0%
Consumer Staples   0.7 
Energy   9.0 
Financials   20.3 
Health Care   8.2 
Industrials   11.7 
Information Technology   16.3 
Materials   7.1 
Services   2.4 
Utilities   2.2 
Total   88.9%
Short-Term Investments   8.4 
Other Assets and Liabilities   2.7 
Total   100.0%

 

A sector may be comprised of several industries.  For Fund compliance purposes, the Fund may not use the same classification system and these sector classifications are used for reporting ease.

 

Currency Concentration of Securities
as of January 31, 2014
   Percentage of 
Description  Net Assets 
Australian Dollar   0.7%
Brazilian Real   0.0 
British Pound   11.3 
Canadian Dollar   1.5 
Danish Kroner   0.7 
Euro   31.2 
Hong Kong Dollar   1.5 
Indian Rupee   1.5 
Japanese Yen   29.2 
Norwegian Krone   1.1 
Republic of Korea Won   1.5 
South African Rand   0.3 
Swiss Franc   5.1 
Taiwanese Dollar   1.1 
United States Dollar   10.6 
Other Assets and Liabilities   2.7 
Total   100.0%

 

5
 

 

The Hartford International Value Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary

January 31, 2014

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks ‡   $58,599   $5,309   $53,290   $ 
Short-Term Investments    5,546        5,546     
Total   $64,145   $5,309   $58,836   $ 
Foreign Currency Contracts *    44        44     
Total   $44   $   $44   $ 
Liabilities:                    
Foreign Currency Contracts *    29        29     
Total   $29   $   $29   $ 

 

For the three-month period ended January 31, 2014, investments valued at $407 were transferred from Level 1 to Level 2, and investments valued at $431 were transferred from Level 2 to Level 1. Investments are transferred between Level 1 and Level 2 for a variety of reasons including, but not limited to:
1)Foreign equities for which a fair value price is more representative of exit value than the local market close (transfer into Level 2). Foreign equities for which the local market close is more representative of exit value (transfer into Level 1).
2)U.S. Treasury securities that no longer represent the most recent issue (transfer into Level 2).
3)Equity investments with no observable trading but a bid or close price is used (transfer into Level 2). Equity investments using observable quoted prices in an active market (transfer into Level 1).
The Fund has all or primarily all of the equity securities categorized in a particular level.  Refer to the Schedule of Investments for further industry breakout.
*Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

 

Note:For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

6
 

 

 

The Hartford MidCap Fund
Schedule of Investments
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
COMMON STOCKS - 99.8%     
     Automobiles and Components - 2.9%     
 1,775   Allison Transmission Holdings, Inc.   $51,004 
 992   Harley-Davidson, Inc.    61,201 
         112,205 
     Banks - 3.6%     
 228   Cullen/Frost Bankers, Inc.    16,876 
 482   East West Bancorp, Inc.    16,143 
 774   First Republic Bank    37,571 
 609   M&T Bank Corp.    67,952 
         138,542 
     Capital Goods - 8.6%     
 622   IDEX Corp.    44,758 
 896   Jacobs Engineering Group, Inc. ●    54,366 
 918   Lennox International, Inc.    79,474 
 650   MSC Industrial Direct Co., Inc.    54,616 
 803   PACCAR, Inc.    44,993 
 420   Pall Corp.    33,656 
 266   Wabco Holdings, Inc. ●    22,970 
         334,833 
     Commercial and Professional Services - 8.2%     
 856   Clean Harbors, Inc. ●    48,032 
 1,256   Equifax, Inc. ●    88,020 
 671   Manpowergroup, Inc.    52,276 
 1,809   Robert Half International, Inc.    75,562 
 1,367   Waste Connections, Inc.    55,903 
         319,793 
     Consumer Durables and Apparel - 1.7%     
 57   NVR, Inc. ●    65,906 
           
     Diversified Financials - 4.2%     
 378   Greenhill & Co., Inc.    19,640 
 679   Invesco Ltd.    22,562 
 466   Moody's Corp.    34,730 
 1,665   SEI Investments Co.    56,695 
 393   T. Rowe Price Group, Inc.    30,823 
         164,450 
     Energy - 9.2%     
 648   Cabot Oil & Gas Corp.    25,896 
 1,891   Cobalt International Energy, Inc. ●    30,948 
 1,012   Consol Energy, Inc.    37,809 
 1,558   Denbury Resources, Inc. ●    25,037 
 380   Energen Corp.    26,906 
 424   EQT Corp.    39,310 
 310   Laredo Petroleum, Inc. ●    7,669 
 404   Oceaneering International, Inc.    27,536 
 1,489   Patterson-UTI Energy, Inc.    38,249 
 94   Pioneer Natural Resources Co.    15,859 
 500   Range Resources Corp.    43,087 
 1,678   Superior Energy Services, Inc.    39,671 
         357,977 
     Food and Staples Retailing - 0.5%     
 203   PriceSmart, Inc.    18,440 
           
     Food, Beverage and Tobacco - 1.9%     
 651   Molson Coors Brewing Co.    34,267 
 570   Monster Beverage Corp. ●    38,704 
         72,971 
     Health Care Equipment and Services - 5.3%     
 1,949   Allscripts Healthcare Solutions, Inc. ●    32,277 
 414   Envision Healthcare Holdings ●    13,684 
 254   MEDNAX, Inc. ●    14,144 
 209   Omnicare, Inc.    13,048 
 1,036   Patterson Cos., Inc.    41,391 
 492   Sirona Dental Systems, Inc. ●    35,400 
 253   Team Health Holdings ●    10,926 
 560   Universal Health Services, Inc. Class B    45,899 
         206,769 
     Insurance - 3.9%     
 117   Alleghany Corp. ●    43,518 
 69   Fairfax Financial Holdings Ltd.    26,742 
 98   Markel Corp. ●    52,698 
 683   W.R. Berkley Corp.    26,467 
         149,425 
     Materials - 1.9%     
 491   Packaging Corp. of America    31,686 
 127   Sherwin-Williams Co.    23,186 
 425   Silgan Holdings, Inc.    19,462 
         74,334 
     Media - 1.6%     
 880   DreamWorks Animation SKG, Inc. ●    29,699 
 900   Pandora Media, Inc. ●    32,468 
         62,167 
     Pharmaceuticals, Biotechnology and Life Sciences - 14.2%     
 241   Actavis plc ●    45,497 
 1,899   Alkermes plc ●    92,465 
 355   Alnylam Pharmaceuticals, Inc. ●    29,683 
 677   Cubist Pharmaceuticals, Inc. ●    49,490 
 177   Illumina, Inc. ●    26,944 
 673   Incyte Corp. ●    44,111 
 1,425   Ironwood Pharmaceuticals, Inc. ●    19,761 
 516   Medivation, Inc. ●    41,054 
 1,585   Mylan, Inc. ●    71,953 
 481   Salix Pharmaceuticals Ltd. ●    46,842 
 563   Vertex Pharmaceuticals, Inc. ●    44,491 
 381   Waters Corp. ●    41,248 
         553,539 
     Real Estate - 0.4%     
 163   Zillow, Inc. ●    13,380 
           
     Retailing - 7.0%     
 744   Advance Automotive Parts, Inc.    85,384 
 1,259   CarMax, Inc. ●    56,797 
 1,030   HomeAway, Inc. ●    42,091 
 146   Joseph A. Bank Clothiers, Inc. ●    8,194 
 238   Tiffany & Co.    19,770 
 789   TripAdvisor, Inc. ●    60,866 
         273,102 
     Semiconductors and Semiconductor Equipment - 2.6%     
 1,386   Maxim Integrated Products, Inc.    41,929 
 1,235   NXP Semiconductors N.V. ●    59,710 
         101,639 
     Software and Services - 13.2%     
 1,002   Akamai Technologies, Inc. ●    47,793 
 401   ANSYS, Inc. ●    31,475 
 910   Autodesk, Inc. ●    46,623 

 

1
 

 

The Hartford MidCap Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount          Market Value ╪ 
COMMON STOCKS - 99.8% - (continued)
     Software and Services - 13.2% - (continued)          
 228   Factset Research Systems, Inc.      $24,148 
 345   Gartner, Inc. Class A ●         24,268 
 4,612   Genpact Ltd. ●         78,270 
 535   Informatica Corp. ●         21,584 
 876   Micros Systems, Inc. ●         48,659 
 370   Solera Holdings, Inc.         24,753 
 2,339   Vantiv, Inc. ●         70,968 
 558   VeriSign, Inc. ●         32,799 
 496   WEX, Inc. ●         40,830 
 286   Yelp, Inc. ●         21,685 
              513,855 
     Technology Hardware and Equipment - 4.1%          
 432   Amphenol Corp. Class A         37,535 
 208   FEI Co.         19,463 
 1,305   National Instruments Corp.         37,858 
 1,971   Trimble Navigation Ltd. ●         63,731 
              158,587 
     Transportation - 2.7%          
 1,141   Expeditors International of Washington, Inc.         46,603 
 337   Genesee & Wyoming, Inc. Class A ●         30,473 
 386   J.B. Hunt Transport Services, Inc.         28,966 
              106,042 
     Utilities - 2.1%          
 338   Northeast Utilities         14,811 
 1,118   UGI Corp.         48,490 
 420   Wisconsin Energy Corp.         17,914 
              81,215 
     Total common stocks          
     (cost $2,831,119)        $3,879,171 
                
     Total long-term investments          
     (cost $2,831,119)        $3,879,171 
                
SHORT-TERM INVESTMENTS - 0.2%
Repurchase Agreements - 0.2%
     Bank of  Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $1,097, collateralized by U.S.
Treasury Bill 0.07% - 0.14%, 2014, U.S.
Treasury Bond 2.75% - 11.25%, 2015 -
2043, U.S. Treasury Note 0.25% - 4.25%,
2014 - 2023, value of $1,119)
          
$1,097    0.02%, 1/31/2014        $1,097 
     Bank of America Merrill Lynch TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $362,
collateralized by FHLMC 3.50% - 4.00%,
2042 - 2043, FNMA 2.81% - 4.50%, 2041 -
2042, value of $369)
          
 362    0.02%, 1/31/2014         362 
     Bank of Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $943, collateralized by FHLB
0.88%, 2017, FHLMC 0.05% - 5.50%,
2014 - 2043, FNMA 2.00% - 3.50%, 2025 -
2028, GNMA 3.50%, 2042 - 2043, U.S.
Treasury Note 2.38%, 2014, value of $962)
          
 943    0.03%, 1/31/2014         943 
     Barclays Capital TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $999, collateralized by U.S.
Treasury Note 0.25% - 2.38%, 2014 -
2015, value of $1,019)
          
 999    0.02%, 1/31/2014       999 
     Citigroup Global Markets, Inc. TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $2,194,
collateralized by U.S. Treasury Bill 0.06%
- 0.10%, 2014, U.S. Treasury Bond 3.00%
- 8.75%, 2017 - 2042, U.S. Treasury Note
0.25% - 3.75%, 2015 - 2023, value of
$2,238)
          
 2,194    0.02%, 1/31/2014         2,194 
     Deutsche Bank Securities TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $291,
collateralized by FHLMC 3.00% - 5.50%,
2019 - 2043, FNMA 3.00% - 6.50%, 2021 -
2043, GNMA 3.00% - 6.00%, 2037 - 2053,
value of $297)
          
 291    0.03%, 1/31/2014         291 
     RBS Securities, Inc. TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $244, collateralized by U.S.
Treasury Note 2.63%, 2014, value of $249)
          
 244    0.02%, 1/31/2014         244 
     TD Securities TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $2,083, collateralized by FFCB
0.14%, 2015, FHLB 0.55%, 2017, FHLMC
3.00% - 4.38%, 2015 - 2043, FNMA 2.50%
- 4.50%, 2025 - 2043, value of $2,124)
          
 2,083    0.03%, 1/31/2014         2,083 
     UBS Securities, Inc. Repurchase Agreement
(maturing on 02/03/2014 in the amount of
$19, collateralized by U.S. Treasury Note
2.38%, 2015, value of $20)
          
 19    0.01%, 1/31/2014         19 
              8,232 
     Total short-term investments          
     (cost $8,232)        $8,232 
                
     Total investments          
     (cost $2,839,351) ▲    100.0%  $3,887,403 
     Other assets and liabilities     —%   1,621 
     Total net assets    100.0%  $3,889,024 

 

2
 

 

The Hartford MidCap Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

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

 

At January 31, 2014, the cost of securities for federal income tax purposes was $2,848,285 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation   $1,066,238 
Unrealized Depreciation    (27,120)
Net Unrealized Appreciation   $1,039,118 

 

Non-income producing.

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Other Abbreviations:
FFCB Federal Farm Credit Bank
FHLB Federal Home Loan Bank
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
GNMA Government National Mortgage Association

 

Diversification by Sector
as of January 31, 2014
Sector  Percentage of
Net Assets
 
Equity Securities     
Consumer Discretionary   13.2%
Consumer Staples   2.4 
Energy   9.2 
Financials   12.1 
Health Care   19.5 
Industrials   19.5 
Information Technology   19.9 
Materials   1.9 
Utilities   2.1 
Total   99.8%
Short-Term Investments   0.2 
Other Assets and Liabilities   0.0 
Total   100.0%

 

A sector may be comprised of several industries.  For Fund compliance purposes, the Fund may not use the same classification system and these sector classifications are used for reporting ease.

 

3
 

 

The Hartford MidCap Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary

January 31, 2014

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks ‡   $3,879,171   $3,879,171   $   $ 
Short-Term Investments   8,232        8,232     
Total   $3,887,403   $3,879,171   $8,232   $ 

 

For the three-month period ended January 31, 2014, there were no transfers between Level 1 and Level 2.
The Fund has all or primarily all of the equity securities categorized in a particular level.  Refer to the Schedule of Investments for further industry breakout.

 

Note:For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

4
 

 

 

The Hartford MidCap Value Fund
Schedule of Investments
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
COMMON STOCKS - 98.3% 
     Automobiles and Components - 0.9%     
 171   Goodyear (The) Tire & Rubber Co.   $4,053 
           
     Banks - 6.8%     
 154   BankUnited, Inc.    4,784 
 161   Comerica, Inc.    7,374 
 264   EverBank Financial Corp.    4,696 
 71   First Midwest Bancorp, Inc.    1,140 
 75   Iberiabank Corp.    4,958 
 236   Zions Bancorporation    6,788 
         29,740 
     Capital Goods - 15.5%     
 229   Barnes Group, Inc.    8,581 
 80   Chicago Bridge & Iron Co. N.V.    5,977 
 79   Curtis-Wright Corp.    4,877 
 79   Esterline Technologies Corp. ●    8,167 
 70   Hubbell, Inc. Class B    8,183 
 170   KBR, Inc.    5,324 
 116   Moog, Inc. Class A ●    6,961 
 15   Orbital Sciences Corp. ●    364 
 34   Pentair Ltd.    2,557 
 217   Rexel S.A.    5,567 
 22   Teledyne Technologies, Inc. ●    1,984 
 111   WESCO International, Inc. ●    9,242 
         67,784 
     Consumer Durables and Apparel - 5.5%     
 127   Lennar Corp.    5,101 
 258   Newell Rubbermaid, Inc.    7,963 
 1,868   Samsonite International S.A.    5,121 
 164   Toll Brothers, Inc. ●    6,038 
         24,223 
     Consumer Services - 1.3%     
 169   Norwegian Cruise Line Holdings Ltd. ●    5,911 
           
     Diversified Financials - 2.4%     
 148   LPL Financial Holdings, Inc.    7,912 
 101   Santander Consumer USA Holdings, Inc. ●    2,588 
 182   Solar Cayman Ltd. ⌂■●†    13 
         10,513 
     Energy - 5.2%     
 350   Cobalt International Energy, Inc. ●    5,725 
 67   Diamondback Energy, Inc. ●    3,493 
 46   HollyFrontier Corp.    2,139 
 120   Newfield Exploration Co. ●    2,975 
 142   QEP Resources, Inc.    4,390 
 344   Trican Well Service Ltd.    3,936 
         22,658 
     Food, Beverage and Tobacco - 3.1%     
 206   Ebro Foods S.A.    4,560 
 89   Ingredion, Inc.    5,532 
 1,042   Treasury Wine Estates Ltd.    3,335 
         13,427 
     Health Care Equipment and Services - 3.6%     
 266   Brookdale Senior Living, Inc. ●    7,293 
 51   Community Health Systems, Inc. ●    2,129 
 97   Wellcare Health Plans, Inc. ●    6,335 
         15,757 
     Insurance - 8.7%     
 89   Argo Group International Holdings Ltd.   4,000 
 125   Hanover Insurance Group, Inc.    6,936 
 33   Principal Financial Group, Inc.    1,425 
 136   Reinsurance Group of America, Inc.    10,128 
 308   Unum Group    9,908 
 206   XL Group plc    5,920 
         38,317 
     Materials - 9.0%     
 134   Cabot Corp.    6,517 
 104   Celanese Corp.    5,251 
 303   Louisiana-Pacific Corp. ●    5,306 
 176   Methanex Corp. ADR    10,528 
 111   Owens-Illinois, Inc. ●    3,556 
 95   Packaging Corp. of America    6,150 
 246   Rexam plc    1,988 
         39,296 
     Media - 1.6%     
 83   AMC Entertainment Holdings ●    1,782 
 332   Interpublic Group of Cos., Inc.    5,422 
         7,204 
     Pharmaceuticals, Biotechnology and Life Sciences - 4.5%     
 572   Almirall S.A.    9,126 
 70   Ono Pharmaceutical Co., Ltd.    6,075 
 63   UCB S.A.    4,467 
         19,668 
     Real Estate - 7.2%     
 140   American Assets Trust, Inc. REIT    4,696 
 211   Blackstone Mortgage Trust, Inc. REIT    5,932 
 153   Equity Lifestyle Properties, Inc. REIT    5,995 
 95   Extra Space Storage, Inc. REIT    4,328 
 237   Forest City Enterprises, Inc. REIT ●    4,305 
 63   Hatteras Financial Corp. REIT    1,136 
 126   Plum Creek Timber Co., Inc. REIT    5,410 
         31,802 
     Retailing - 2.1%     
 190   Express, Inc. ●    3,296 
 96   GNC Holdings, Inc.    4,896 
 13   Ross Stores, Inc.    849 
         9,041 
     Semiconductors and Semiconductor Equipment - 8.7%     
 183   Avago Technologies Ltd.    9,994 
 138   Maxim Integrated Products, Inc.    4,179 
 283   Microsemi Corp. ●    6,626 
 199   NXP Semiconductors N.V. ●    9,602 
 251   Skyworks Solutions, Inc. ●    7,587 
         37,988 
     Software and Services - 3.9%     
 199   Booz Allen Hamilton Holding Corp.    3,632 
 82   Check Point Software Technologies Ltd. ADR ●    5,352 
 178   Verint Systems, Inc. ●    8,066 
         17,050 
     Technology Hardware and Equipment - 2.5%     
 183   Arrow Electronics, Inc. ●    9,423 
 25   SanDisk Corp.    1,711 
         11,134 

 

1
 

 

The Hartford MidCap Value Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
COMMON STOCKS - 98.3% - (continued)     
     Transportation - 0.9%     
 107   Avis Budget Group, Inc. ●   $4,039 
           
     Utilities - 4.9%     
 95   Alliant Energy Corp.    4,921 
 130   Great Plains Energy, Inc.    3,198 
 157   UGI Corp.    6,808 
 134   Westar Energy, Inc.    4,438 
 46   Wisconsin Energy Corp.    1,971 
         21,336 
     Total common stocks     
     (cost $340,888)   $430,941 
           
     Total long-term investments     
     (cost $340,888)   $430,941 
           
SHORT-TERM INVESTMENTS - 1.2%     
Repurchase Agreements - 1.2%     
     Bank of  Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $694, collateralized by U.S.
Treasury Bill 0.07% - 0.14%, 2014, U.S.
Treasury Bond 2.75% - 11.25%, 2015 -
2043, U.S. Treasury Note 0.25% - 4.25%,
2014 - 2023, value of $708)
     
$694    0.02%, 1/31/2014   $694 
     Bank of America Merrill Lynch TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $229,
collateralized by FHLMC 3.50% - 4.00%,
2042 - 2043, FNMA 2.81% - 4.50%, 2041 -
2042, value of $234)
     
 229    0.02%, 1/31/2014    229 
     Bank of Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $597, collateralized by FHLB
0.88%, 2017, FHLMC 0.05% - 5.50%, 2014
- 2043, FNMA 2.00% - 3.50%, 2025 - 2028,
GNMA 3.50%, 2042 - 2043, U.S. Treasury
Note 2.38%, 2014, value of $609)
     
 597    0.03%, 1/31/2014    597 
     Barclays Capital TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $632, collateralized by U.S.
Treasury Note 0.25% - 2.38%, 2014 - 2015,
value of $645)
     
 632    0.02%, 1/31/2014    632 
     Citigroup Global Markets, Inc. TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $1,388,
collateralized by U.S. Treasury Bill 0.06% -
0.10%, 2014, U.S. Treasury Bond 3.00% -
8.75%, 2017 - 2042, U.S. Treasury Note
0.25% - 3.75%, 2015 - 2023, value of
$1,416)
     
 1,388    0.02%, 1/31/2014    1,388 
     Deutsche Bank Securities TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $184, collateralized by FHLMC
3.00% - 5.50%, 2019 - 2043, FNMA 3.00%
- 6.50%, 2021 - 2043, GNMA 3.00% -
6.00%, 2037 - 2053, value of $188)
     
184    0.03%, 1/31/2014   184 
     RBS Securities, Inc. TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $154, collateralized by U.S.
Treasury Note 2.63%, 2014, value of $157)
     
 154    0.02%, 1/31/2014    154 
     TD Securities TriParty Repurchase Agreement
(maturing on 02/03/2014 in the
amount of $1,318, collateralized by FFCB 0.14%,
2015, FHLB 0.55%, 2017, FHLMC 3.00% -
4.38%, 2015 - 2043, FNMA 2.50% - 4.50%,
2025 - 2043, value of $1,344)
     
 1,318    0.03%, 1/31/2014    1,318 
     UBS Securities, Inc. Repurchase Agreement
(maturing on 02/03/2014 in the amount of
$12, collateralized by U.S. Treasury Note
2.38%, 2015, value of $12)
     
 12    0.01%, 1/31/2014    12 
         5,208 
     Total short-term investments     
     (cost $5,208)   $5,208 
           
     Total investments     
     (cost $346,096) ▲   99.5 %  $

436,149

 
     Other assets and liabilities   0.5 %   

2,292 

 
     Total net assets   100.0 %  $

438,441

 

  

2
 

 

The Hartford MidCap Value Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

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 may 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.

 

At January 31, 2014, the cost of securities for federal income tax purposes was $345,609 and the aggregate gross unrealized appreciation and depreciation based on that cost were:  

 

Unrealized Appreciation  $97,355 
Unrealized Depreciation   (6,815)
Net Unrealized Appreciation  $90,540 

 

These securities were 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 January 31, 2014, the aggregate value of these securities was $13, which rounds to zero percent 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.

 

Non-income producing.

 

Securities issued within terms of a private placement memorandum, exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2014, the aggregate value of these securities was $13, which rounds to zero percent of total net assets.

 

The following securities are considered illiquid.  Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933 and may have contractual restrictions on resale.  A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

 

Period Acquired  Shares/ Par   Security  Cost Basis 
03/2007   182   Solar Cayman Ltd.  - 144A  $53 

 

At January 31, 2014, the aggregate value of these securities was $13, which rounds to zero percent of total net assets.

 

Foreign Currency Contracts Outstanding at January 31, 2014

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
AUD  Buy  02/04/2014  BOA  $430   $430   $   $ 
EUR  Buy  02/03/2014  GSC   81    80        (1)
GBP  Buy  02/03/2014  GSC   8    8         
HKD  Sell  02/05/2014  BOA   112    112         
HKD  Sell  02/05/2014  UBS   775    775         
JPY  Buy  02/03/2014  MSC   27    27         
                      $   $(1)

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.
 
3
 

 

The Hartford MidCap Value Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Counterparty Abbreviations:
BOA Banc of America Securities LLC
GSC Goldman Sachs & Co.
MSC Morgan Stanley  
UBS UBS AG  
   
Currency Abbreviations:
AUD Australian Dollar  
EUR EURO  
GBP British Pound  
HKD Hong Kong Dollar  
JPY Japanese Yen  
 
Other Abbreviations:
ADR American Depositary Receipt
FFCB Federal Farm Credit Bank
FHLB Federal Home Loan Bank
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
GNMA Government National Mortgage Association
REIT Real Estate Investment Trust

 

Diversification by Sector
as of January 31, 2014
Sector  Percentage of
Net Assets
 
Equity Securities     
Consumer Discretionary   11.4%
Consumer Staples   3.1 
Energy   5.2 
Financials   25.1 
Health Care   8.1 
Industrials   16.4 
Information Technology   15.1 
Materials   9.0 
Utilities   4.9 
Total   98.3%
Short-Term Investments   1.2 
Other Assets and Liabilities   0.5 
Total   100.0%

 

A sector may be comprised of several industries.  For Fund compliance purposes, the Fund may not use the same classification system and these sector classifications are used for reporting ease.

 

4
 

 

The Hartford MidCap Value Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary
January 31, 2014

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks ‡  $430,941   $396,256   $34,672   $13 
Short-Term Investments   5,208        5,208     
Total  $436,149   $396,256   $39,880   $13 
Foreign Currency Contracts *                
Total  $   $   $   $ 
Liabilities:                    
Foreign Currency Contracts *   1        1     
Total  $1   $   $1   $ 

 

For the three-month period ended January 31, 2014, there were no transfers between Level 1 and Level 2.  
The Fund has all or primarily all of the equity securities categorized in a particular level.  Refer to the Schedule of Investments for further industry breakout.
* Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

 

Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:

 

   Balance
as of
October
31, 2013
   Realized
Gain
(Loss)
   Change in
Unrealized
Appreciation
(Depreciation)
   Net
Amortization
   Purchases   Sales   Transfers
Into
Level 3
   Transfers
Out of
Level 3
   Balance
as of
January
31, 2014
 
Assets:                                             
Common Stocks   $280   $245   $(202)*  $   $   $(310)  $   $   $13 
Total   $280   $245   $(202)  $   $   $(310)  $   $   $13 

 

* Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2014 was zero.

 

Note: For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

5
 

 

 

The Hartford Municipal Opportunities Fund
Schedule of Investments
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
MUNICIPAL BONDS - 93.2%     
     Alabama - 1.6%     
     County of Jefferson AL Sewer Rev     
$2,000   5.00%, 10/01/2017   $2,176 
     Mobile, AL, Industrial Development Board Pollution     
 2,540   1.65%, 06/01/2034    2,548 
         4,724 
     Arizona - 1.7%     
     Estrella Mountain Ranch, AZ, Community Fac Dist GO     
 265   6.20%, 07/15/2032    263 
     Pima County, AZ, Industrial DA Education Rev Obligor: Legacy Traditional Charter School     
 1,460   8.50%, 07/01/2039    1,598 
     Salt River, AZ, Agricultural Improvement     
 3,000   5.00%, 12/01/2027    3,393 
         5,254 
     California - 11.0%     
     California State Communities DA Rev     
 955   0.94%, 04/01/2036 Δ    715 
 1,000   5.63%, 10/01/2032    951 
     California State GO     
 4,985   6.50%, 04/01/2033    6,019 
     California State Public Works Board Lease Rev     
 2,000   5.25%, 10/01/2023    2,294 
     California State Public Works Board, Correctional Facilities Improvement     
 1,000   6.00%, 03/01/2035    1,147 
     California State Public Works Board, State University Trustees     
 2,000   6.25%, 04/01/2034    2,299 
     Foothill-Eastern Transportation Corridor Agency     
 660   5.00%, 01/15/2053 Δ    718 
     Irvine, CA, Improvement Bond Act     
 1,065   4.00%, 09/02/2016    1,123 
     Oakland, CA, Airport Rev     
 1,000   5.00%, 05/01/2026    1,077 
     Port of Oakland, CA     
 500   5.00%, 05/01/2023    559 
     San Bernardino City CA Unif School Dist GO     
 1,150   5.00%, 08/01/2021    1,327 
     San Buenaventura, CA, Obligor: Community Memorial Health System     
 1,000   7.50%, 12/01/2041    1,118 
     San Diego, CA, Redev Agency Tax Allocation     
 3,000   7.00%, 11/01/2039    3,400 
     San Jose, CA, Redev Agency     
 2,575   5.00%, 08/01/2022    2,667 
 500   6.50%, 08/01/2023    547 
     Santa Cruz County, CA, Redev Agency     
 1,250   5.00%, 09/01/2024    1,385 
 1,335   6.63%, 09/01/2029    1,498 
     Santa Margarita, CA, Water Dist Special Tax     
 500   4.25%, 09/01/2021    499 
 1,000   5.00%, 09/01/2022 - 09/01/2023    1,028 
     Twin Rivers, CA, Unif School Dist Cops     
 3,000   3.45%, 07/01/2037    3,005 
         33,376 
     Colorado - 0.6%     
     Baptist Road Rural Transportation Auth, Sales & Use Tax Rev     
630   5.00%, 12/01/2026    533 
     Denver, CO, City & County Special Fac Airport Rev     
 1,000   5.00%, 11/15/2018    1,132 
         1,665 
     Connecticut - 2.2%     
     Bridgeport, CT, GO     
 860   4.00%, 08/15/2014    874 
     Hamden, CT, Facilities Rev, Whitney Center Proj Ser A     
 1,250   7.63%, 01/01/2030    1,319 
 2,250   7.75%, 01/01/2043    2,319 
     Hartford, CT, GO     
 1,850   5.00%, 04/01/2026    2,049 
         6,561 
     District of Columbia - 1.3%     
     Metropolitan Washington, DC, Airport Auth System Rev     
 3,450   5.00%, 10/01/2020 - 10/01/2022    3,970 
           
     Florida - 8.3%     
     Arlington of Naples     
 500   6.50%, 05/15/2020 ■    499 
 500   7.00%, 05/15/2024 ■    509 
     Florida Village Community Development Dist No 8     
 2,280   6.38%, 05/01/2038    2,559 
     Greater Orlando, FL, Aviation Auth     
 4,340   5.00%, 10/01/2021 - 10/01/2024    4,872 
     Highlands County, FL, Adventist Health (Prerefunded with US Gov't Securities)     
 125   5.25%, 11/15/2036    141 
     Highlands County, FL, Health Fac Auth     
 1,905   5.25%, 11/15/2036    1,987 
     Jacksonville, FL, Econ Development Commission Obligor: Florida Proton Therapy Institute, Inc     
 2,000   6.25%, 09/01/2027    2,155 
     Jacksonville, FL, Sales Tax Rev     
 2,700   5.00%, 10/01/2021    3,065 
     Lakeland, FL, Retirement Community Rev     
 1,750   6.38%, 01/01/2043    1,764 
     Lee County, FL, School Board     
 1,000   4.00%, 08/01/2016    1,074 
     Magnolia Creek, FL, Community Development Dist Capital Improvement     
 500   0.00%, 05/01/2039 ●    175 
     Miami-Dade County, FL, Aviation Rev     
 3,500   5.00%, 10/01/2024 - 10/01/2026    3,699 
     Orange County, FL, School Board     
 2,130   5.00%, 08/01/2026    2,341 
     River Bend Community Development Dist, Capital Improvement Rev     
 1,560   0.00%, 11/01/2015 ●    201 
         25,041 
     Georgia - 1.7%     
     Clayton County, GA, DA     
 2,000   9.00%, 06/01/2035    2,132 

 

1
 

 

The Hartford Municipal Opportunities Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
MUNICIPAL BONDS - 93.2% - (continued)     
     Georgia - 1.7% - (continued)     
     Dekalb Newton & Gwinnett Counties, GA, Joint DA     
$1,500   6.00%, 07/01/2034   $1,614 
     Marietta, GA, DA Life University Inc Proj     
 1,500   7.00%, 06/15/2030    1,541 
         5,287 
     Hawaii - 0.4%     
     Hawaii State Dept of Transportation     
 1,000   5.00%, 08/01/2022    1,092 
           
     Illinois - 6.5%     
     Aurora, IL, Tax Increment Rev     
 870   6.75%, 12/30/2027    882 
     Chicago, IL, O'Hare International Airport Rev     
 345   5.00%, 01/01/2015    359 
 855   5.25%, 01/01/2027    857 
     Hampshire, IL, Special Service Area #13, Tuscany Woods Proj     
 192   0.00%, 03/01/2037 ●    86 
     Illinois FA Rev, Art Institute of Chicago Ser A     
 1,400   6.00%, 03/01/2038    1,511 
     Illinois FA Rev, Silver Cross Hospital & Medicine     
 3,000   5.50%, 08/15/2030    3,037 
     Illinois State GO     
 1,085   4.00%, 08/01/2014    1,104 
 1,500   5.00%, 01/01/2022    1,646 
 1,500   5.25%, 01/01/2021    1,716 
     Illinois State Sales Tax Rev     
 3,550   5.00%, 06/15/2026    3,611 
 2,000   6.50%, 06/15/2022    2,375 
     Illinois State Unemployment Insurance Fund     
 2,500   5.00%, 06/15/2019 - 12/15/2019    2,649 
         19,833 
     Indiana - 0.6%     
     Vigo County, IN, Hospital Auth     
 2,000   5.75%, 09/01/2042 ■    1,838 
           
     Kentucky - 1.3%     
     Kentucky Public Transportation Inf Auth     
 350   5.00%, 07/01/2017    390 
     Louisville & Jefferson County, KY     
 1,710   1.65%, 10/01/2033 Δ    1,733 
     Louisville & Jefferson County, KY, Metropolitan Government Rev     
 1,515   5.00%, 12/01/2023    1,703 
         3,826 
     Louisiana - 1.8%     
     LA, Tobacco Settlement Financing Corp     
 2,500   5.00%, 05/15/2026    2,683 
     New Orleans, LA, Aviation Board     
 2,500   6.00%, 01/01/2023    2,793 
         5,476 
     Massachusetts - 2.2%     
     Massachusetts St Health & Education Facs Auth Rev     
 1,000   5.00%, 07/01/2016    1,063 
     Massachusetts State Development Fin Agency Rev     
 1,200   8.00%, 04/15/2031    1,400 
     Massachusetts State Health & Educational Fac Auth     
2,355   8.00%, 10/01/2039    2,586 
     Massachusetts State PA     
 455   4.00%, 07/01/2022    482 
 1,035   5.00%, 07/01/2021 - 07/01/2023    1,176 
         6,707 
     Michigan - 2.5%     
     Kent, MI, Hospital FA     
 4,000   6.00%, 07/01/2035    4,089 
     Royal Oak, MI, Hospital FA     
 2,000   8.25%, 09/01/2039    2,405 
     Wayne County, MI, Airport Auth Rev     
 1,000   5.00%, 12/01/2015    1,074 
         7,568 
     Mississippi - 1.0%     
     Mississippi State Business Fin Corp     
 3,000   1.63%, 12/01/2040    2,974 
           
     Missouri - 1.9%     
     Kirkwood, MO, Industrial DA Retirement Community     
 3,500   8.25%, 05/15/2045    3,891 
     St Loius, MO, Bi-State Development Agency     
 2,000   4.75%, 10/01/2052    1,979 
         5,870 
     Nebraska - 0.5%     
     Washington County, NE, Wastewater Solid Waste Disposal Facilities Rev     
 1,545   1.38%, 09/01/2030    1,552 
           
     Nevada - 3.2%     
     Clark County, NV, School Dist GO     
 1,625   5.00%, 06/15/2020    1,727 
     Mesquite, NV, Special Improvement Dist 07-01     
 450   6.00%, 08/01/2027    416 
     Nevada St Natural Resources, GO     
 1,110   5.00%, 03/01/2026    1,263 
     Nevada St Open Space Parks & Cultural Res, GO     
 2,860   5.00%, 06/01/2026    3,255 
     Nevada State GO     
 2,500   5.00%, 08/01/2019    2,959 
         9,620 
     New Jersey - 3.6%     
     New Jersey Health Care Facilities FA, Hospital Asset Transformation     
 2,855   5.75%, 10/01/2031    3,196 
     New Jersey State Econ DA     
 1,760   4.88%, 09/15/2019    1,734 
     New Jersey State Educational FA Rev, University of Medicine & Dentistry     
 2,000   7.50%, 12/01/2032    2,636 
     New Jersey State Int Turnpike Auth Rev     
 3,000   5.00%, 01/01/2025    3,414 
         10,980 

 

2
 

 

The Hartford Municipal Opportunities Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
MUNICIPAL BONDS - 93.2% - (continued)     
     New Mexico - 1.5%     
     Los Alamos County, NM, Tax Improvement Rev     
$3,000   5.88%, 06/01/2027   $3,614 
     Montecito Estates, NM, Public Improvement Dist     
 925   7.00%, 10/01/2037    952 
         4,566 
     New York - 9.1%     
     Metropolitan Transportation Auth, NY, Rev     
 2,100   5.00%, 11/15/2020    2,445 
     New York & New Jersey PA     
 2,000   5.00%, 12/01/2023    2,095 
     New York State Dormitory Auth Rev     
 1,670   5.00%, 03/15/2022    1,943 
     New York State Thruway Auth     
 3,250   5.00%, 01/01/2019 - 03/15/2021    3,808 
     New York State Urban Development Corp Rev     
 1,000   5.00%, 03/15/2026    1,140 
     New York, NY, GO     
 4,000   6.25%, 10/15/2028    4,715 
     New York, NY, IDA Terminal One Group Assoc Proj AMT     
 2,000   5.50%, 01/01/2024    2,104 
     Newburth, NY, GO     
 1,145   5.00%, 06/15/2019    1,233 
     TSASC, Inc     
 2,500   5.00%, 06/01/2034    1,966 
     Ulster County, NY, IDA     
 1,750   6.00%, 09/15/2037    1,366 
     Ulster County, NY, IDA Kingston Regional Senior Living Proj     
 3,000   6.00%, 09/15/2027    2,444 
     Ulster County, NY, Industrial Development Agency Obligor: Kingston Regional Senior Living Corp     
 2,000   6.00%, 09/15/2042    1,542 
     Yonkers, NY, GO     
 885   3.00%, 08/15/2019    919 
         27,720 
     North Carolina - 1.3%     
     North Carolina Eastern Municipal Power     
 1,325   4.00%, 01/01/2020    1,446 
     North Carolina Medical Care Commission Retirement FA Rev, First Mortgage Galloway Ridge     
 1,555   5.88%, 01/01/2031    1,571 
     North Carolina State Medical Care Commission Obligor: Galloway Ridge, Inc     
 1,000   6.00%, 01/01/2039    1,008 
         4,025 
     Ohio - 3.2%     
     Allen County, OH, Hospital Fac Rev     
 2,000   5.00%, 05/01/2023    2,218 
     Buckeye, OH, Tobacco Settlement FA     
 4,580   6.00%, 06/01/2042    3,652 
     Cultural Sports Fac Building Projects     
 2,115   5.00%, 04/01/2023    2,470 
     Ohio State Cultural Sports Fac Building Projects     
 1,235   5.00%, 04/01/2020    1,453 
         9,793 
     Other U.S. Territories - 0.2%     
     Puerto Rico Highway & Transportation     
 750   5.50%, 07/01/2015    706 
           
     Pennsylvania - 3.9%     
     Allegheny County, PA, Industrial DA Charter School     
 1,090   6.75%, 08/15/2035    1,152 
     Pennsylvania State GO     
 1,000   7.00%, 07/15/2028    1,160 
     Pennsylvania State IDA     
 2,250   5.00%, 07/01/2021    2,610 
     Pennsylvania State Turnpike Commission Rev     
 1,335   6.00%, 06/01/2028    1,508 
     Philadelphia, PA, Municipal Auth     
 750   6.38%, 04/01/2029    833 
 800   6.50%, 04/01/2034    886 
     Pittsburgh, PA, School Dist GO     
 2,325   5.00%, 09/01/2021 - 09/01/2023    2,641 
     Susquehanna, PA, Regional Airport Auth System Rev     
 1,000   5.00%, 01/01/2019    1,062 
         11,852 
     Rhode Island - 1.7%     
     Cranston, RI GO     
 1,415   5.00%, 07/01/2019    1,603 
     Rhode Island ST & Providence Plantations     
 1,500   4.00%, 10/01/2018    1,649 
     Rhode Island St Health & Educational Bldg Corp     
 1,655   4.00%, 05/15/2017    1,796 
         5,048 
     South Carolina - 0.3%     
     Lancaster County, SC, Sun City Assessment     
 1,987   0.00%, 11/01/2017 ●    934 
           
     South Dakota - 0.4%     
     South Dakota State Education Enhancement     
 1,000   5.00%, 06/01/2026    1,054 
     South Dakota State Housing DA     
 185   6.13%, 05/01/2033    186 
         1,240 
     Texas - 9.4%     
     Brazos Harbor, TX, Industrial Development Corp     
 1,500   5.90%, 05/01/2038    1,577 
     Clifton, TX, Higher Education Fin Corp     
 2,000   8.75%, 02/15/2028    2,067 
     Dallas-Fort Worth, TX, International Airport Fac Improvement Corp     
 2,000   6.15%, 01/01/2016    1,989 
     Frisco ISD GO     
 2,210   4.00%, 08/15/2016    2,406 
     Grand Parkway Transportation Corp, TX, Toll Rev     
 4,000   2.00%, 10/01/2017    4,002 

 

3
 

 

The Hartford Municipal Opportunities Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount          Market Value ╪ 
MUNICIPAL BONDS - 93.2% - (continued)             
     Texas - 9.4% - (continued)             
     Lewisville, TX, Combination Contract Rev (Prerefunded with US Gov't Securities)             
$45   6.13%, 09/01/2029           $46 
     Lower Colorado River, TX, Auth Rev             
 55   7.25%, 05/15/2037            58 
     Midland TX ISD, GO             
 1,000   5.00%, 02/15/2025            1,152 
     North, TX, Tollway Auth Rev             
 2,995   5.00%, 01/01/2022            3,432 
     San Antonio, TX, Airport System Rev             
 1,985   5.00%, 07/01/2023            2,203 
     Texas State Public FA Charter School             
 3,555   5.38%, 02/15/2037            3,555 
     Travis County, TX, Health Fac Development             
 2,000   7.13%, 11/01/2040            2,187 
     Travis County, TX, Health Fac, Querencia Barton Creek Project             
 600   5.65%, 11/15/2035            577 
     Wylie TX ISD, GO             
 3,500   1.55%, 08/15/2018 ○            3,280 
                 28,531 
     Vermont - 0.3%             
     Vermont State Econ DA Waste             
 900   4.75%, 04/01/2036 ■            867 
                   
     Virginia - 1.7%             
     Norfolk, VA, Redev & Housing Auth Rev Obligor: Fort Norfolk Retirement Community, Inc             
 1,005   6.13%, 01/01/2035            993 
     Virginia State Small Business FA Rev Obligor: Hamptons Road Pronton Beam Therapy             
 2,000   9.00%, 07/01/2039            2,106 
     Washington County, VA, Industrial DA Hospital             
 1,750   7.75%, 07/01/2038            2,003 
                 5,102 
     Washington - 3.2%             
     Grant County, WA, Utility Dist #2             
 3,730   5.00%, 01/01/2022 - 01/01/2023            4,196 
     Washington State Health Care Facilities Auth, VA Mason Medical             
 3,600   6.13%, 08/15/2037            3,694 
     Washington State, Health Care Fac Auth             
 1,650   5.00%, 10/01/2042            1,897 
                 9,787 
     West Virginia - 0.8%             
     West Virginia State Hospital FA             
 2,000   9.13%, 10/01/2041            2,401 
                   
     Wisconsin - 2.3%             
     Wisconsin State GO             
 2,685   5.75%, 05/01/2033            2,999 
 1,295   6.00%, 05/01/2036            1,453 
     Wisconsin State Health & Educational Fac Auth Rev          
 2,465   5.25%, 08/15/2024       2,564 
              7,016 
     Total municipal bonds          
     (cost $273,289)       $282,802 
                
     Total long-term investments          
     (cost $273,289)       $282,802 
                
SHORT-TERM INVESTMENTS - 5.5%          
     Investment Pools and Funds - 5.5%          
$16,595    JP Morgan Tax Free Money Market Fund        $16,595 
                
     Total short-term investments          
     (cost $16,595)       $16,595 
                
     Total investments          
     (cost $289,884) ▲    98.7%  $299,397 
     Other assets and liabilities    1.3%   4,054 
     Total net assets    100.0%  $303,451 

 

 

4
 

 

The Hartford Municipal Opportunities Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

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

 

At January 31, 2014, the cost of securities for federal income tax purposes was 289,884 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation   $14,706 
Unrealized Depreciation    (5,193)
Net Unrealized Appreciation   $9,513 

 

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

 

ΔVariable rate securities; the rate reported is the coupon rate in effect at January 31, 2014.

 

The interest rate disclosed for these securities represents the effective yield on the date of the acquisition.

 

Securities issued within terms of a private placement memorandum, exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2014, the aggregate value of these securities was $3,713, which represents 1.2% of total net assets.  

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Municipal Bond Abbreviations:
AMT Alternative Minimum Tax
DA Development Authority  
FA Finance Authority  
GO General Obligation  
IDA Industrial Development Authority
ISD Independent School District
PA Port Authority  
Rev Revenue  
VA Veterans Administration  

 

Credit Exposure
as of January 31, 2014
Credit Rating *  Percentage
of Net Assets
 
Aaa / AAA   3.7%
Aa / AA   16.9 
A   38.3 
Baa / BBB   10.7 
Ba / BB   4.6 
B   4.1 
Not Rated   14.9 
Non-Debt Securities and Other Short-Term Instruments   5.5 
Other Assets and Liabilities   1.3 
Total   100.0%

 

*Credit exposure is the long-term credit ratings for the Fund's holdings, as of the date noted, as provided by Standard and Poor's (S&P) or Moody's Investors Service and typically range from AAA/Aaa (highest) to C/D (lowest). If Moody's and S&P assign different ratings, the lower rating is used. Fixed income securities that are not rated by either agency are listed as "Not Rated." Ratings do not apply to the Fund itself or to Fund shares. Ratings may change.

 

5
 

 

The Hartford Municipal Opportunities Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary

January 31, 2014

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Municipal Bonds   $282,802   $   $282,802   $ 
Short-Term Investments   16,595    16,595         
Total  $299,397   $16,595   $282,802   $ 

 

For the three-month period ended January 31, 2014, there were no transfers between Level 1 and Level 2.  

 

Note:For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

6
 

 

 

The Hartford Quality Bond Fund
Schedule of Investments
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 26.8%     
Finance and Insurance - 26.1%     
     Captive Auto Finance - 6.1%     
     Ally Automotive Receivables Trust     
$60    3.38%, 09/15/2017 ■   $61 
     Ally Master Owner Trust     
 250    1.72%, 07/15/2019    251 
     American Credit Acceptance Receivables     
 145    1.64%, 11/15/2016 ■    145 
     AmeriCredit Automobile Receivables Trust     
 60    2.76%, 05/09/2016 ‡    61 
 250    3.38%, 04/09/2018 ‡    260 
 250    4.98%, 01/08/2018 ‡    260 
     CarMax Automotive Owner Trust     
 65    3.96%, 06/15/2016    66 
     Residential Funding Mortgage Securities     
 199    5.75%, 01/25/2036 ‡    166 
     Santander Drive Automotive Receivables Trust     
 91    2.50%, 12/15/2015 ‡    92 
 153    2.90%, 05/16/2016 ‡    154 
 100    3.82%, 08/15/2017 ‡    103 
         1,619 
     Real Estate Credit (Mortgage Banking) - 20.0%     
     Bear Stearns Commercial Mortgage Securities, Inc.     
 200    4.67%, 06/11/2041 ‡    208 
     Cent CLO L.P.     
 300    1.70%, 01/25/2026 ■    299 
     CFC LLC     
 51    1.65%, 07/17/2017 ■    50 
     Commercial Mortgage Pass-Through Certificates     
 230    5.12%, 06/10/2044 ‡    242 
     First Horizon Mortgage Pass-Through Trust     
 264    2.53%, 08/25/2037 Δ    221 
     First Investors Automotive Owner Trust     
 150    2.47%, 05/15/2018 ■    153 
     FREMF Mortgage Trust     
 153    3.49%, 11/25/2046 ■‡Δ    152 
 200    4.53%, 10/25/2030 ■‡Δ    210 
     Goldman Sachs Mortgage Securities Corp.     
 230    3.38%, 05/10/2045 ‡    232 
     Greenwich Capital Commercial Funding Corp.     
 241    5.44%, 03/10/2039 ‡Δ    266 
     GSR Mortgage Loan Trust     
 218    2.75%, 04/25/2036 Δ    185 
     HLSS Servicer Advance Receivables     
 210    1.99%, 10/15/2045 ■    212 
     Indymac Index Mortgage Loan Trust     
 112    2.94%, 06/25/2036 ‡Δ    84 
 84    5.22%, 08/25/2036 ‡Δ    84 
     LB-UBS Commercial Mortgage Trust     
 90    5.37%, 09/15/2039 ‡Δ    98 
     Morgan Stanley Dean Witter Capital I     
 102    1.67%, 03/25/2033 ‡Δ    102 
     Morgan Stanley Re-Remic Trust     
 450    5.80%, 08/15/2045 ■‡Δ    494 
     Residential Accredit Loans, Inc.     
 277    3.53%, 09/25/2035 ‡Δ    231 
     RFMSI Trust     
 210    2.94%, 09/25/2035 ‡Δ    198 
 271    3.29%, 02/25/2036 ‡Δ    240 
     Sequoia Mortgage Trust     
 119    0.39%, 02/20/2035 ‡Δ    113 
     Springleaf Mortgage Loan Trust     
 200    2.31%, 06/25/2058 ■    194 
 155    3.52%, 12/25/2065 ■    153 
     Washington Mutual Mortgage Pass-Through     
 47    0.32%, 02/25/2037 ‡Δ    33 
 228    5.50%, 03/25/2035    213 
     Wells Fargo Mortgage Backed Securities Trust     
 177    2.61%, 10/25/2036 Δ    162 
 244    2.62%, 10/25/2036 ‡Δ    226 
 246    2.68%, 10/25/2036 ‡Δ    229 
         5,284 
         6,903 
Transportation Equipment Manufacturing - 0.7%     
     Other Transportation Equipment Manufacturing - 0.7%     
     TAL Advantage LLC     
 204    2.83%, 02/22/2038 ■    199 
           
     Total asset & commercial mortgage backed securities     
     (cost $6,980)   $7,102 
           
MUNICIPAL BONDS - 0.4%     
     Utilities - Combined - 0.4%     
     Utility Debt Securitization Auth, New York     
$110   3.44%, 12/15/2025 ‡   $111 
           
     Total municipal bonds     
     (cost $110)   $111 
           
U.S. GOVERNMENT AGENCIES - 66.4%     
     FHLMC - 15.7%     
$3,700   1.62%, 08/25/2040 ►   $280 
 695   1.66%, 07/25/2041 ►    81 
 2,250   1.75%, 11/25/2040 ►    263 
 1,000   3.00%, 02/15/2043 ☼    970 
 810   3.50%, 02/15/2041 ☼    820 
 1,670   4.00%, 02/15/2040 ☼    1,744 
         4,158 
     FNMA - 33.3%     
 491   2.71%, 12/01/2027 ‡    439 
 369   2.95%, 01/01/2028 ‡    338 
 2,465   3.00%, 02/15/2026 - 02/15/2044 ☼    2,426 
 3,100   3.50%, 02/15/2026 - 02/15/2041 ☼    3,208 
 660   4.00%, 02/15/2025 - 03/01/2041 ‡☼    701 

 

1
 

 

The Hartford Quality Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount          Market Value ╪ 
U.S. GOVERNMENT AGENCIES - 66.4% - (continued)             
     FNMA - 33.3% - (continued)             
$913   4.50%, 08/01/2041 - 02/15/2044 ‡☼           $980 
 400   5.00%, 03/15/2040 ☼            436 
 270   5.50%, 02/15/2040 ☼            297 
                 8,825 
     GNMA - 17.4%             
 900   3.50%, 02/15/2041 - 02/15/2042 ☼            927 
 700   4.00%, 02/15/2040 ☼            742 
 640   4.50%, 02/15/2040 - 09/20/2041 ‡☼            695 
 800   5.00%, 02/15/2044 ☼            878 
 100   5.50%, 02/15/2040 ☼            110 
 1,119   6.00%, 07/15/2037 - 09/15/2040 ‡            1,244 
                 4,596 
     Total U.S. government agencies             
     (cost $17,549)          $17,579 
                   
U.S. GOVERNMENT SECURITIES - 1.1%             
U.S. Treasury Securities - 1.1%             
     U.S. Treasury Notes - 1.1%             
$100    1.38%, 09/30/2018 ‡           $100 
 200    1.75%, 05/15/2023 ‡            186 
                 286 
     Total U.S. government securities             
     (cost $285)          $286 
                   
     Total long-term investments             
     (cost $24,924)           $25,078 
                   
SHORT-TERM INVESTMENTS - 56.8%             
Repurchase Agreements - 56.8%             
     Bank of Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $2,008, collateralized by U.S.
Treasury Bill 0.07% - 0.14%, 2014, U.S.
Treasury Bond 2.75% - 11.25%, 2015 -
2043, U.S. Treasury Note 0.25% - 4.25%,
2014 - 2023, value of $2,048)
             
$2,008    0.02%, 1/31/2014           $2,008 
     Bank of America Merrill Lynch TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $663,
collateralized by FHLMC 3.50% - 4.00%,
2042 - 2043, FNMA 2.81% - 4.50%, 2041 -
2042, value of $676)
             
 663    0.02%, 1/31/2014            663 
     Bank of Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $1,725, collateralized by FHLB
0.88%, 2017, FHLMC 0.05% - 5.50%, 2014
- 2043, FNMA 2.00% - 3.50%, 2025 - 2028,
GNMA 3.50%, 2042 - 2043, U.S. Treasury
Note 2.38%, 2014, value of $1,760)
             
 1,725    0.03%, 1/31/2014            1,725 
     Barclays Capital TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $1,828, collateralized by U.S.
Treasury Note 0.25% - 2.38%, 2014 - 2015,
value of $1,864)
          
 1,828    0.02%, 1/31/2014‡       1,828 
     Citigroup Global Markets, Inc. TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $4,013,
collateralized by U.S. Treasury Bill 0.06% -
0.10%, 2014, U.S. Treasury Bond 3.00% -
8.75%, 2017 - 2042, U.S. Treasury Note
0.25% - 3.75%, 2015 - 2023, value of
$4,094)
          
 4,013    0.02%, 1/31/2014‡         4,013 
     Deutsche Bank Securities TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $533, collateralized by FHLMC
3.00% - 5.50%, 2019 - 2043, FNMA 3.00%
- 6.50%, 2021 - 2043, GNMA 3.00% -
6.00%, 2037 - 2053, value of $544)
          
 533    0.03%, 1/31/2014‡         533 
     RBS Securities, Inc. TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $446, collateralized by U.S.
Treasury Note 2.63%, 2014, value of $455)
          
 446    0.02%, 1/31/2014         446 
     TD Securities TriParty Repurchase Agreement
(maturing on 02/03/2014 in the amount of
$3,810, collateralized by FFCB 0.14%,
2015, FHLB 0.55%, 2017, FHLMC 3.00% -
4.38%, 2015 - 2043, FNMA 2.50% - 4.50%,
2025 - 2043, value of $3,886)
          
 3,810    0.03%, 1/31/2014         3,810 
     UBS Securities, Inc. Repurchase Agreement
(maturing on 02/03/2014 in the amount of
$35, collateralized by U.S. Treasury Note
2.38%, 2015, value of $36)
          
 35    0.01%, 1/31/2014         35 
              15,061 
     Total short-term investments          
     (cost $15,061)        $15,061 
                
     Total investments          
     (cost $39,985) ▲    151.5%  $40,139 
     Other assets and liabilities    (51.5)%   (13,642)
     Total net assets    100.0%  $26,497 

 

2
 

 

The Hartford Quality Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

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

 

At January 31, 2014, the cost of securities for federal income tax purposes was $39,987 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

  

Unrealized Appreciation   $342 
Unrealized Depreciation    (190)
Net Unrealized Appreciation   $152 

 

ΔVariable rate securities; the rate reported is the coupon rate in effect at January 31, 2014.
  
Securities disclosed are interest-only strips.  The interest rates represent effective yields based upon estimated future cash flows at January 31, 2014.
  
Securities issued within terms of a private placement memorandum, exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2014, the aggregate value of these securities was $2,322, which represents 8.8% of total net assets.  
  
This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $13,965 at January 31, 2014.
  
This security, or a portion of this security, has been segregated to cover funding requirements on investment transactions settling in the future.

 

Futures Contracts Outstanding at January 31, 2014

 

   Number of   Expiration  Notional   Market   Unrealized
Appreciation/(Depreciation)
   Variation Margin 
Description  Contracts*   Date  Amount   Value ╪   Asset   Liability   Asset   Liability 
Long position contracts:
5-Year U.S. Treasury Note Future   21   03/31/2014  $2,518   $2,533   $15   $   $3   $ 
U.S. Treasury Ultra Long Term Bond Future   5   03/20/2014   692    719    27        2     
Total          $3,210   $3,252   $42   $   $5   $ 
Short position contracts:
10-Year U.S. Treasury Note Future   2   03/20/2014  $251   $251   $   $   $   $ 
                                       
Total futures contracts          $2,959   $3,001   $42   $   $5   $ 

 

* The number of contracts does not omit 000's.

 

Cash of $36 was pledged as initial margin deposit and collateral for daily variation margin loss on open futures contracts at January 31, 2014.

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Other Abbreviations:
FFCB Federal Farm Credit Bank
FHLB Federal Home Loan Bank
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
GNMA Government National Mortgage Association

 

3
 

 

The Hartford Quality Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Credit Exposure
as of January 31, 2014
Credit Rating *  Percentage
of Net Assets
 
Aaa / AAA   73.3%
Aa / AA   8.2 
A   2.5 
Baa / BBB   1.8 
B   0.7 
Caa / CCC or Lower   6.8 
Not Rated   1.4 
Non-Debt Securities and Other Short-Term Instruments   56.8 
Other Assets and Liabilities   (51.5)
Total   100.0%

 

*Credit exposure is the long-term credit ratings for the Fund's holdings, as of the date noted, as provided by Standard and Poor's (S&P) or Moody's Investors Service and typically range from AAA/Aaa (highest) to C/D (lowest). If Moody's and S&P assign different ratings, the lower rating is used. Fixed income securities that are not rated by either agency are listed as "Not Rated." Ratings do not apply to the Fund itself or to Fund shares. Ratings may change.

 

4
 

 

The Hartford Quality Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary

January 31, 2014

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Asset & Commercial Mortgage Backed Securities   $7,102   $   $6,472   $630 
Municipal Bonds    111        111     
U.S. Government Agencies    17,579        17,579     
U.S. Government Securities    286        286     
Short-Term Investments    15,061        15,061     
Total   $40,139   $   $39,509   $630 
Futures *    42    42         
Total   $42   $42   $   $ 
Liabilities:                    
Futures *                 
Total   $   $   $   $ 

 

For the three-month period ended January 31, 2014, there were no transfers between Level 1 and Level 2.  
*Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

 

Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:

 

   Balance
as of
October
31, 2013
   Realized
Gain
(Loss)
   Change in
Unrealized
Appreciation
(Depreciation)
   Net
Amortization
   Purchases   Sales   Transfers
Into
Level 3
   Transfers
Out of
Level 3
   Balance
as of
January
31, 2014
 
Assets:                                             
Asset & Commercial Mortgage Backed Securities  $621   $   $12*  $1   $   $(5)  $   $1   $630 
Total  $621   $   $12   $1   $   $(5)  $   $1   $630 

 

*Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2014 was $12.

 

Note:For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

5
 

 

 

Hartford Real Total Return Fund
Schedule of Investments
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

COMMON STOCKS - 41.5%

     
     Automobiles and Components - 2.4%     
 1   Daihatsu Motor Co., Ltd.   $20 
 12   Dana Holding Corp.    219 
 10   Fiat S.p.A.    103 
 1   Fuji Heavy Industries Ltd.    30 
 6   General Motors Co. ●    200 
 4   Goodyear (The) Tire & Rubber Co.    86 
 17   Hi-Lex Corp.    398 
 8   Isuzu Motors Ltd.    48 
 24   Nissin Kogyo Co., Ltd.    482 
 14   Suzuki Motor Corp.    351 
 41   Tachi-S Co., Ltd.    552 
 12   Toyota Industries Corp.    535 
         3,024 
     Banks - 1.5%     
 6   Mitsubishi UFJ Financial Group, Inc.    38 
 2   PacWest Bancorp    96 
 71   San-In Godo Bank Ltd.    494 
 49   Shizuoka Bank Ltd.    490 
 1   Sumitomo Mitsui Financial Group, Inc.    67 
 1   SVB Financial Group ●    96 
 1   Texas Capital Bankshares, Inc. ●    84 
 4   Umpqua Holdings Corp.    72 
 101   Yamanashi (The) Chuo Bank Ltd.    428 
 3   Zions Bancorporation    82 
         1,947 
     Capital Goods - 3.7%     
 2   Armstrong World Industries, Inc. ●    95 
 2   Doosan Corp.    262 
 1   Dover Corp.    79 
 1   Eaton Corp. plc    78 
 1   Esterline Technologies Corp. ●    88 
 2   Fortune Brands Home & Security, Inc.    111 
 32   Fuji Machine Manufacturing Co.    286 
 6   HD Supply Holdings, Inc. ●    132 
 1   Illinois Tool Works, Inc.    85 
 21   Inaba Denki Sangyo, Co.    679 
 24   Kinden Corp.    232 
 6   Masco Corp.    124 
 14   Obara Group, Inc.    448 
 8   Owens Corning, Inc. ●    295 
 4   Polypore International, Inc. ●    131 
 1   Rockwell Automation, Inc.    79 
 18   Taikisha Ltd.    400 
 9   Textron, Inc.    317 
 6   Toshiba Machine Co., Ltd.    30 
 2   Watts Water Technologies, Inc.    86 
 10   Westport Innovations, Inc. ●    176 
 97   Yamazen Corp.    566 
         4,779 
     Commercial and Professional Services - 1.0%     
 5   ADT (The) Corp.    159 
 26   AEON Delight Co., Ltd.    516 
 1   Dun & Bradstreet Corp.    127 
 4   Enernoc, Inc. ●    83 
 4   Heidrick & Struggles International, Inc.    71 
 4   Korn/Ferry International ●    85 
 2   Robert Half International, Inc.   98 
 4   TrueBlue, Inc. ●    104 
         1,243 
     Consumer Durables and Apparel - 2.7%     
 23   Alpine Electronics, Inc.    326 
 4   D.R. Horton, Inc.    87 
 1   Deckers Outdoor Corp. ●    101 
 11   Fifth & Pacific Cos., Inc. ●    316 
 2   Garmin Ltd.    88 
 1   Harman International Industries, Inc.    110 
 2   Iconix Brand Group, Inc. ●    73 
 2   iRobot Corp. ●    88 
    NVR, Inc. ●    89 
 107   PanaHome Corp.    743 
 14   Pulte Group, Inc.    286 
 23   Roland Corp.    303 
 6   Sankyo Co., Ltd.    279 
 10   Sega Sammy Holdings, Inc.    243 
 1   Under Armour, Inc. Class A ●    104 
 15   Yondoshi Holdings, Inc.    239 
         3,475 
     Consumer Services - 0.6%     
 6   H.I.S. Co., Ltd.    346 
 3   Outerwall, Inc. ●    176 
 2   Papa John's International, Inc.    85 
 1   Red Robin Gourmet Burgers, Inc. ●    67 
 5   Scientific Games Corp. Class A ●    76 
         750 
     Diversified Financials - 2.2%     
 58   Aizawa Securities Co., Ltd.    476 
    BlackRock, Inc.    104 
 2   CME Group, Inc.    126 
 2   Discover Financial Services, Inc.    99 
 2   Encore Capital Group, Inc. ●    110 
 2   Evercore Partners, Inc.    107 
 3   Green Dot Corp. ●    70 
 75   Hellenic Exchanges S.A. Holdings    735 
 1   IntercontinentalExchange Group, Inc.    113 
 6   Investment Technology Group, Inc. ●    97 
 22   Kyokuto Securities, Co, Ltd.    407 
 3   MSCI, Inc. ●    110 
 3   Nasdaq OMX Group, Inc.    114 
 3   SEI Investments Co.    91 
         2,759 
     Energy - 6.8%     
 3   Cameco Corp.    62 
 17   Cobalt International Energy, Inc. ●    282 
 1   EQT Corp.    128 
 782   Esso Thailand PCL    132 
 8   GS Holdings Corp. ●    369 
 2   Gulfport Energy Corp. ●    100 
 1   Helmerich & Payne, Inc.    92 
 45   Japan Petroleum Exploration Co., Ltd.    1,651 
 51   JX Holdings, Inc.    247 
 21   K&O Energy Group, Inc. ●   308 

 

1
 

 

Hartford Real Total Return Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

COMMON STOCKS - 41.5% - (continued)

     
     Energy - 6.8% - (continued)     
 23   Karoon Gas Australia Ltd. ●   $65 
 15   McDermott International, Inc. ●    124 
 58   Motor Oil Hellas Corinth Refineries S.A.    673 
 1   Oceaneering International, Inc.    59 
 4   Patterson-UTI Energy, Inc.    96 
 1   Phillips 66    76 
 4   Pioneer Natural Resources Co.    723 
 62   Superior Energy Services, Inc.    1,468 
 30   Tonengeneral Sekiyu KK    257 
 123   Trican Well Service Ltd.    1,411 
 8   Tupras-Turkiye Petrol Rafinerileri A.S.    132 
 2   Valero Energy Corp.    91 
 5   YPF Sociedad Anonima ADR    102 
         8,648 
     Food and Staples Retailing - 0.6%     
 1   Andersons (The), Inc.    85 
 1   Costco Wholesale Corp. ╦    100 
 2   CVS Caremark Corp.    120 
 12   Kato Sangyo Co., Ltd.    210 
    Tsuruha Holdings, Inc.    45 
 3   Walgreen Co. Θ    144 
         704 
     Food, Beverage and Tobacco - 0.3%     
 1   Asahi Group Holdings Ltd.    32 
 1   Hain Celestial Group, Inc. ●    125 
 2   Japan Tobacco, Inc.    54 
 2   Kirin Brewery Co., Ltd.    21 
 5   Mondelez International, Inc.    152 
         384 
     Health Care Equipment and Services - 0.8%     
 1   Becton, Dickinson & Co.    131 
 9   Boston Scientific Corp. ●Ø    128 
 2   LifePoint Hospitals, Inc. ●    130 
 25   Medipal Holdings Corp.    369 
 2   Medtronic, Inc.    105 
 2   UnitedHealth Group, Inc.    130 
         993 
     Insurance - 0.4%     
 1   Aon plc    106 
 2   Lincoln National Corp.    74 
 9   Prudential plc    190 
 2   Tokio Marine Holdings, Inc.    64 
 4   Unum Group    114 
         548 
     Materials - 3.2%     
 29   Allied Nevada Gold Corp. ●    143 
 41   AuRico Gold, Inc.    187 
 37   Continental Gold Ltd. ●    116 
 8   Louisiana-Pacific Corp. ●    143 
 2   LyondellBasell Industries Class A    136 
 29   Maruichi Steel Tube Ltd.    752 
 3   Methanex Corp. ADR    174 
 112   Mitsui Chemicals, Inc.    267 
 28   Neturen Co., Ltd    208 
 1   Nitto Denko Corp.    34 
 10   Norbord, Inc.    268 
    OCI Co., Ltd. ●   57 
 1   Quaker Chemical Corp.    92 
 37   Tenma Corp.    516 
 21   Tokyo Ohka Kogyo Co., Ltd.    426 
 2   Wacker Chemie AG    205 
 13   Yamato Kogyo Co.    388 
         4,112 
     Media - 0.7%     
 3   Cinemark Holdings, Inc.    94 
 3   DirecTV ●    183 
 1   DISH Network Corp. ●    68 
 4   Live Nation Entertainment, Inc. ●    75 
 1   Scripps Networks Interactive Class A    65 
 15   TV Asahi Corp.    314 
 2   Walt Disney Co.    128 
         927 
     Pharmaceuticals, Biotechnology and Life Sciences - 2.9%     
 1   Amgen, Inc.    154 
 33   Arena Pharmaceuticals, Inc. ●    209 
 3   AstraZeneca plc ADR    171 
    Biogen Idec, Inc. ●    126 
 9   Bristol-Myers Squibb Co.    430 
 1   Celgene Corp. ●    86 
 2   Cubist Pharmaceuticals, Inc. ●    116 
 1   Endo Health Solutions, Inc. ●    85 
 2   Gilead Sciences, Inc. ●    121 
 2   Medivation, Inc. ●    131 
 10   Merck & Co., Inc.    507 
 2   Ono Pharmaceutical Co., Ltd.    179 
 4   Pfizer, Inc.    110 
 8   Portola Pharmaceuticals, Inc. ●    222 
 1   Regeneron Pharmaceuticals, Inc. ●    163 
 97   TherapeuticsMD, Inc. ●    635 
 3   Vertex Pharmaceuticals, Inc. ●    225 
         3,670 
     Real Estate - 1.1%     
    Daito Trust Construction Co., Ltd.    40 
 106   EuroBank Properties REIT ●    1,083 
    GLP J-REIT    52 
    Industrial & Infrastructure Fund Investment Corp. REIT ☼    107 
 2   Realogy Holdings Corp. ●    76 
         1,358 
     Retailing - 2.1%     
 1   Advance Automotive Parts, Inc.    71 
    Amazon.com, Inc. ●    116 
 2   Blue Nile, Inc. ●    106 
 18   Doshisha Co., Ltd.    241 
 10   Francescas Holding Corp. ●    195 
 10   GameStop Corp. Class A    353 
 52   Groupon, Inc. ●    545 
 6   Marinemax, Inc. ●    87 
    Netflix, Inc. ●    103 
 29   Office Depot, Inc. ●    144 
 23   Pal Co., Ltd.    432 
    Priceline.com, Inc. ●    88 

 

2
 

 

Hartford Real Total Return Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

COMMON STOCKS - 41.5% - (continued)

     
     Retailing - 2.1% - (continued)     
    Restoration Hardware Holdings, Inc. ●   $5 
 2   TJX Cos., Inc.    99 
 1   TripAdvisor, Inc. ●    98 
         2,683 
     Semiconductors and Semiconductor Equipment - 1.4%     
 417   GCL-Poly Energy Holdings Ltd. ●    141 
 27   GT Advanced Technologies, Inc. ●    282 
 21   Micron Technology, Inc. ●    480 
 1   NXP Semiconductors N.V. ●    68 
 2   Power Integrations, Inc.    121 
 20   Sumco Corp.    150 
 42   SunEdison, Inc. ●    586 
         1,828 
     Software and Services - 2.8%     
 12   Activision Blizzard, Inc.    206 
 2   Adobe Systems, Inc. ●    92 
 5   Akamai Technologies, Inc. ●    219 
 5   Angie's List, Inc. ●    88 
 2   Autodesk, Inc. ●    92 
 2   Automatic Data Processing, Inc.    129 
 3   Bottomline Technologies, Inc. ●‡    91 
 2   Facebook, Inc. ●    94 
 1   Global Payments, Inc.    91 
    Google, Inc. ●    152 
 2   Informatica Corp. ●    92 
 10   Itochu Techno-Solutions Corp.    397 
 48   NSD Co., Ltd.    658 
 12   OBIC Co., Ltd.    376 
 2   Opentable, Inc. ●    124 
 2   Salesforce.com, Inc. ●    104 
 1   Solera Holdings, Inc.    98 
 12   UbiSoft Entertainment S.A. ●    162 
 10   Yahoo!, Inc. ●    371 
         3,636 
     Technology Hardware and Equipment - 3.7%     
 1   3D Systems Corp. ●    112 
 51   Amano, Corp.    534 
 2   Canon, Inc.    48 
 4   Ciena Corp. ●    97 
 1   FEI Co.    92 
 17   Hitachi High-Technologies Co.    398 
 57   Japan Digital Laboratory Co., Ltd.    852 
 8   JDS Uniphase Corp. ●    103 
 7   Kyocera Corp.    297 
 20   Melco Holdings, Inc.    324 
 2   NetApp, Inc.    79 
 34   Nippon Ceramic Co., Ltd.    523 
 84   ParkerVision, Inc. ●    385 
 1   Qualcomm, Inc.    92 
 1   SanDisk Corp.    98 
 2   Seagate Technology plc    84 
 33   Star Micronics Co., Ltd.    377 
 2   Synaptics, Inc. ●    98 
 2   Trimble Navigation Ltd. ●    78 
 1   Western Digital Corp.    79 
         4,750 
     Telecommunication Services - 0.1%     
 1   Nippon Telegraph & Telephone Corp.    75 
           
     Transportation - 0.4%     
 1   Japan Airlines Co., Ltd.   49 
 1   Kintetsu World Express, Inc.    43 
 84   Orient Overseas International Ltd.    350 
 209   Precious Shipping Public Co., Ltd.    127 
         569 
     Utilities - 0.1%     
 7   NRG Energy, Inc.    192 
           
     Total common stocks     
     (cost $53,142)   $53,054 
           

WARRANTS - 0.2%

     
     Materials - 0.1%     
 124   Oriental Union Chemical Corp.   $124 
           
     Transportation - 0.1%     
 113   Wisdom Marine Lines Co., Ltd.    128 
           
     Total warrants     
     (cost $261)   $252 
           

EXCHANGE TRADED FUNDS - 1.6%

     
     Other Investment Pools and Funds - 1.6%     
 9   iShares FTSE/Xinhua China 25 Index Fund   $324 
 37   iShares MSCI Japan ETF    421 
 51   Powershares DB Commodity Index Tracking Fund    1,272 
           
     Total exchange traded funds     
     (cost $2,075)   $2,017 
           

CORPORATE BONDS - 0.6%

     
     Computer and Electronic Product Manufacturing - 0.6%     
     SunEdison Inc     
$328   2.00%, 10/01/2018 ■   $391 
 328   2.75%, 01/01/2021 ■    391 
         782 
     Total corporate bonds     
     (cost $656)   $782 
           

FOREIGN GOVERNMENT OBLIGATIONS - 5.7%

   
     Brazil - 0.9%     
     Brazil (Republic of)     
BRL2,778   6.00%, 08/15/2022 ◄   $1,089 
           
     Mexico - 4.8%     
     Mexican Udibonos     
MXN76,590   4.50%, 11/22/2035 ◄    6,184 
           
     Total foreign government obligations     
     (cost $7,568)   $7,273 
           

U.S. GOVERNMENT SECURITIES - 18.2%

     
 U.S. Treasury Securities - 18.2%     
     U.S. Treasury Bonds - 6.5%     
$9,875    0.63%, 02/15/2043 ◄   $8,272 
           

  

3
 

  

Hartford Real Total Return Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬   Market Value ╪ 
U.S. GOVERNMENT SECURITIES - 18.2% - (continued)    
U.S. Treasury Securities - 18.2% - (continued)    
     U.S. Treasury Notes - 11.7%     
$14,350   0.13%, 04/15/2018 □◄  $14,933 
           
         23,205 
     Total U.S. government securities     
     (cost $22,720)  $23,205 
           
Contracts╬     
CALL OPTIONS PURCHASED - 0.1%  
Equity Contracts - 0.1%     
     Health Care SPDR     
    Expiration: 03/22/2014, Exercise Price: $58.00  $12 
     HollyFrontier Corp     
 11   Expiration: 04/17/2014, Exercise Price: $51.73   9 
     JX Holdings, Inc.     
JPY52   Expiration: 04/28/2014, Exercise Price: 566.50 JPY   2 
     KOSPI 200 Index     
KRW  27,416   Expiration: 02/13/2014, Exercise Price: 256.81 KRW   27 
KRW  21,002   Expiration: 03/17/2014, Exercise Price: 268.22 KRW   12 
     Materials Select     
    Expiration: 03/24/2014, Exercise Price: $48.00    
     Metlife, Inc.     
    Expiration: 03/22/2014, Exercise Price: $60.00   1 
     Mitsui Chemicals, Inc.     
JPY  108   Expiration: 03/14/2014, Exercise Price: 304.80 JPY    
     S&P 500 Index     
    Expiration: 06/21/2014, Exercise Price: $1,875.00   33 
     Taiwan Stock Exchange Index     
TWD  17   Expiration: 02/19/2014, Exercise Price: 8,800.00 TWD   1 
         97 
     Total call options purchased     
     (cost $233)  $97 
           
PUT OPTIONS PURCHASED - 0.1%     
Equity Contracts - 0.1%     
     AS51 Index     
AUD   Expiration: 04/30/2014, Exercise Price: 4,913.40 AUD   13 
AUD   Expiration: 04/30/2014, Exercise Price: 4,927.60 AUD   13 
AUD  1   Expiration: 02/20/2014, Exercise Price: 5,106.50 AUD   38 
     AS51BANX Index     
AUD   Expiration: 07/24/2014, Exercise Price: 7,455.00 AUD    19 
     Hutchison Whampoa Ltd.     
HKD42   Expiration: 03/28/2014, Exercise Price: 81.94 HKD    1 
     iShares MSCI Emerging     
 1   Expiration: 03/22/2014, Exercise Price: $36.00   83 
     KOSPI 200 Index     
KRW2,281   Expiration: 04/28/2014, Exercise Price: 235.41 KRW    4 
KRW4,476   Expiration: 04/28/2014, Exercise Price: 236.31 KRW    8 
KRW3,328   Expiration: 04/24/2014, Exercise Price: 239.64 KRW    8 
     McCormick & Co., Inc.     
    Expiration: 03/22/2014, Exercise Price: $60.00    5 
     S&P 500 Index     
    Expiration: 04/17/2014, Exercise Price: $1,710.60    8 
     Taiwan Stock Exchange Index     
TWD2   Expiration: 04/28/2014, Exercise Price: 8,054.10 TWD    6 
TWD2   Expiration: 04/16/2014, Exercise Price: 8,191.90 TWD    7 
         213 
     Total put options purchased     
     (cost $199)   $213 
           
     Total long-term investments     
     (cost $86,854)   $86,893 

  

Shares or Principal Amount ╬

 

 
SHORT-TERM INVESTMENTS - 28.5%     

Repurchase Agreements - 28.5%

     
     Bank of  Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $4,856, collateralized by U.S.
Treasury Bill 0.07% - 0.14%, 2014, U.S.
Treasury Bond 2.75% - 11.25%, 2015 -
2043, U.S. Treasury Note 0.25% - 4.25%,
2014 - 2023, value of $4,953)
     
$4,856    0.02%, 1/31/2014   $4,856 
     Bank of America Merrill Lynch TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $1,603,
collateralized by FHLMC 3.50% - 4.00%,
2042 - 2043, FNMA 2.81% - 4.50%, 2041
- 2042, value of $1,634)
     
 1,603    0.02%, 1/31/2014    1,603 

 

4
 

 

Hartford Real Total Return Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
SHORT-TERM INVESTMENTS - 28.5% - (continued)     
 Repurchase Agreements - 28.5% - (continued)     
     Bank of Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $4,173, collateralized by FHLB
0.88%, 2017, FHLMC 0.05% - 5.50%,
2014 - 2043, FNMA 2.00% - 3.50%, 2025
 - 2028, GNMA 3.50%, 2042 - 2043, U.S.
Treasury Note 2.38%, 2014, value of
$4,256)
     
$4,173    0.03%, 1/31/2014   $4,173 
     Barclays Capital TriParty Repurchase
 Agreement (maturing on 02/03/2014 in
the amount of $4,420, collateralized by U.S.
Treasury Note 0.25% - 2.38%, 2014 -
2015, value of $4,509)
     
 4,420    0.02%, 1/31/2014    4,420 
     Citigroup Global Markets, Inc. TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $9,707,
collateralized by U.S. Treasury Bill 0.06%
- 0.10%, 2014, U.S. Treasury Bond 3.00%
- 8.75%, 2017 - 2042, U.S. Treasury Note
0.25% - 3.75%, 2015 - 2023, value of
$9,901)
     
 9,707    0.02%, 1/31/2014    9,707 
     Deutsche Bank Securities TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $1,290,
collateralized by FHLMC 3.00% - 5.50%,
2019 - 2043, FNMA 3.00% - 6.50%, 2021
- 2043, GNMA 3.00% - 6.00%, 2037 -
2053, value of $1,316)
     
 1,290    0.03%, 1/31/2014    1,290 
     RBS Securities, Inc. TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $1,079, collateralized by U.S.
Treasury Note 2.63%, 2014, value of
$1,101)
     
 1,079    0.02%, 1/31/2014    1,079 
     TD Securities TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $9,215, collateralized by FFCB
0.14%, 2015, FHLB 0.55%, 2017, FHLMC
3.00% - 4.38%, 2015 - 2043, FNMA
2.50% - 4.50%, 2025 - 2043, value of
$9,400)
     
 9,215    0.03%, 1/31/2014    9,215 
     UBS Securities, Inc. Repurchase Agreement
(maturing on 02/03/2014 in the amount of
$84, collateralized by U.S. Treasury Note
2.38%, 2015, value of $86)
     
 84    0.01%, 1/31/2014    84 
         36,427 
     Total short-term investments     
     (cost $36,427)   $36,427 
           
     Total investments     
     (cost $123,281) ▲ 96.5 %    $

123,320

 
     Other assets and liabilities 3.5 %     

4,424

 
     Total net assets 100.0 %  $

127,744

 

 

5
 

 

Hartford Real Total Return Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

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 may 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.

  

At January 31, 2014, the cost of securities for federal income tax purposes was $123,281 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $2,450 
Unrealized Depreciation   (2,411)
Net Unrealized Appreciation  $39 

 

Non-income producing.

 

The principal amount for this security is adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

 

Securities issued within terms of a private placement memorandum, exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2014, the aggregate value of these securities was $782, which represents 0.6% of total net assets.

 

All principal or contract amounts are in U.S. dollars unless otherwise indicated.

 

This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $81 at January 31, 2014.

 

This security, or a portion of this security, has been segregated to cover funding requirements on investment transactions settling in the future.

 

This security, or a portion of this security, has been pledged as collateral in connection with over-the-counter swap contracts.  In addition, cash of $330 was received from broker(s) as collateral in connection with over-the-counter swap contracts.  Securities valued at $409, held on behalf of the Fund at the custody bank, were designated by broker(s) as collateral in connection with over-the-counter swap contracts. Since the broker retains legal title to the securities, the securities are not considered an asset of the Fund and are not included in the Statement of Assets and Liabilities.

 

6
 

 

Hartford Real Total Return Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

This security, or a portion of this security, is pledged as initial margin deposit and collateral for daily variation margin loss on open futures contracts held at January 31, 2014, as listed in the table below:

 

Futures Contracts Outstanding at January 31, 2014
 
   Number of   Expiration  Notional   Market   Unrealized
Appreciation/
(Depreciation)
   Variation Margin 
Description  Contracts*   Date  Amount   Value ╪   Asset   Liability   Asset   Liability 
Long position contracts:
10-Year U.S. Treasury Note Future   210   03/20/2014  $26,016   $26,408   $392   $   $70   $(4)
Australian 10-Year Bond Future   202   03/17/2014   20,146    20,672    526        8     
CAC 40 10 EURO Future   11   02/21/2014   636    618        (18)       (2)
Euro STOXX 50 Future   392   03/21/2014   15,761    15,956    195            (12)
Euro-BOBL Future   16   03/06/2014   2,692    2,735    43        7     
Euro-BUND Future   43   03/06/2014   8,193    8,344    151        29     
FTSE 100 Index Futures   124   03/21/2014   13,163    13,165    2        9    (3)
FTSE/JSE Top 40 Index Future   17   03/20/2014   637    621        (16)       (1)
FTSE/MIB Index Future   5   03/21/2014   611    654    43            (1)
German Stock Exchange Future   10   03/21/2014   3,186    3,144        (42)       (12)
IBEX 35 Index Future   1   02/21/2014   133    134    1             
KOSPI 200 Index Future   81   03/13/2014   9,527    9,630    103             
MSCI Taiwan Stock Index Future   270   02/26/2014   8,209    7,995        (214)        
Stockholm Stock Exchange Future   16   02/21/2014   329    318        (11)       (2)
TDX ISE National-30 Index Future   86   02/28/2014   318    287        (31)       (4)
U.S. Treasury Ultra Long Term Bond Future   12   03/20/2014   1,648    1,726    78        4     
Total          $111,205   $112,407   $1,534   $(332)  $127   $(41)
Short position contracts:
5-Year U.S. Treasury Note Future   123   03/31/2014  $14,825   $14,837   $   $(12)  $   $(18)
Australian SPI 200 Index Future   26   03/20/2014   2,920    2,926        (6)       (3)
Canadian Government 10-Year Bond Future   119   03/20/2014   13,653    14,043        (390)       (32)
Euro BUXL 30-Year Bond Future   4   03/06/2014   662    692        (30)       (6)
Hang Seng Index Future   31   02/27/2014   4,350    4,394        (44)        
Japan 10-Year Bond Future   19   03/11/2014   26,782    26,917        (135)       (4)
Long Gilt Future   149   03/27/2014   26,480    27,039        (559)       (96)
Mexican Stock Exchange Index Future   186   03/21/2014   5,826    5,696    130        29     
NIKKEI 225 Index Future   15   03/13/2014   2,264    2,180    84        20     
Russell 2000 Mini Index Future   162   03/21/2014   17,904    18,262        (358)   31     
S&P 400 (E-Mini) Future   13   03/21/2014   1,700    1,703        (3)        
S&P 500 (E-Mini) Future   80   03/21/2014   7,202    7,106    96        21    (9)
S&P/TSX 60 Index Future   9   03/20/2014   1,271    1,267    4        5     
SGX FTSE China A50 Index Future   94   02/27/2014   633    623    10             
SGX S&P CNX NIFTY Future   372   02/26/2014   4,554    4,541    13            (5)
Tokyo Price Index Future   114   03/13/2014   13,973    13,557    416        95     
Total          $144,999   $(145,783)  $753   $(1,537)  $201   $(173)
Total futures contracts          $33,794   $33,376   $2,287   $(1,869)  $328   $(214)

 

* The number of contracts does not omit 000's.

 

ΘAt January 31, 2014, this security, or a portion of this security, is designated to cover written call options in the table below:

 

Written Call Options Outstanding at January 31, 2014

 

Description  Option Type  Exercise
Price/ Rate
   Expiration
Date
  Number of
Contracts*
   Market
Value ╪
   Premiums
Received
   Unrealized
Appreciation
(Depreciation)
 
Barnes & Noble, Inc.  Equity  $17.00   02/22/2014   508   $8   $18   $10 
Kinder Morgan, Inc.  Equity  $35.00   02/22/2014   232    8    10    2 
               740   $16   $28   $12 

 

* The number of contracts does not omit 000's.  Number of contracts shown in  U.S. dollars unless otherwise noted.

 

7
 

 

Hartford Real Total Return Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Ø

At January 31, 2014, this security, or a portion of this security, and cash of $1,468 collateralized the written put options in the table below:

 

 Written Put Options Outstanding at January 31, 2014

 

Description  Option Type  Exercise
Price/ Rate
   Expiration
Date
  Number of
Contracts*
   Market
Value ╪
   Premiums
Received
   Unrealized
Appreciation
(Depreciation)
 
Health Care SPDR  Equity  $53.00   03/22/2014   235   $12   $12   $ 
HollyFrontier Corp  Equity  $42.32   04/17/2014   11,123    13    13     
iShares MSCI Emerging ETF  Equity  $32.50   03/22/2014   1,173    27    26    (1)
JX Holdings, Inc.  Equity 

463.50 JPY

   04/28/2014  JPY52,000   $6   $3   $(3)
Micron Technology, Inc.  Equity  $21.00   02/22/2014   342    10    10     
Philadelphia Semiconductor Index  Equity  $500.00   03/24/2014   20    14    16    2 
               64,893   $82   $80   $(2)

 

* The number of contracts does not omit 000's.  Number of contracts shown in U.S. dollars unless otherwise noted.

 

8
 

 

Hartford Real Total Return Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Foreign Currency Contracts Outstanding at January 31, 2014

 

                              Unrealized Appreciation/(Depreciation)  
Currency   Buy / Sell   Delivery Date   Counterparty     Contract Amount     Market Value ╪     Asset     Liability  
AUD   Buy   02/28/2014   BCLY     $ 2,357     $ 2,326     $     $ (31 )
AUD   Buy   02/28/2014   BNP       2,357       2,327             (30 )
AUD   Buy   02/04/2014   BOA       14       14              
AUD   Buy   02/05/2014   BOA       32       32              
AUD   Buy   02/28/2014   CBA       4,175       4,204       29        
AUD   Buy   02/28/2014   CBA       1,668       1,663             (5 )
AUD   Buy   02/28/2014   DEUT       3,822       3,825       3        
AUD   Buy   02/28/2014   HSBC       2,904       2,809             (95 )
AUD   Buy   02/28/2014   JPM       3,344       3,256             (88 )
AUD   Buy   02/28/2014   NAB       11,556       11,391             (165 )
AUD   Buy   03/19/2014   NAB       1,281       1,234             (47 )
AUD   Buy   02/28/2014   RBS       3,343       3,256             (87 )
AUD   Sell   02/28/2014   BOA       16,928       16,873       55        
AUD   Sell   03/19/2014   CBK       1,257       1,234       23        
AUD   Sell   02/28/2014   NAB       4,572       4,481       91        
AUD   Sell   03/19/2014   NAB       1,804       1,737       67        
AUD   Sell   02/28/2014   UBS       2,295       2,235       60        
BRL   Buy   02/04/2014   MSC       2,341       2,361       20        
BRL   Buy   02/04/2014   SCB       1,112       1,117       5        
BRL   Buy   02/04/2014   UBS       1,239       1,244       5        
BRL   Buy   02/04/2014   UBS       1,320       1,292             (28 )
BRL   Sell   02/04/2014   MSC       2,351       2,361             (10 )
BRL   Sell   03/06/2014   MSC       2,324       2,343             (19 )
BRL   Sell   02/04/2014   SCB       1,113       1,117             (4 )
BRL   Sell   02/04/2014   UBS       2,561       2,536       25        
CAD   Buy   03/19/2014   BMO       2,590       2,484             (106 )
CAD   Buy   03/19/2014   JPM       2,541       2,420             (121 )
CAD   Buy   03/19/2014   MSC       3,588       3,500             (88 )
CAD   Buy   02/28/2014   RBC       2,888       2,821             (67 )
CAD   Buy   03/19/2014   SSG       2,577       2,456             (121 )
CAD   Sell   03/19/2014   CBK       4,924       4,809       115        
CAD   Sell   03/19/2014   RBC       2,592       2,550       42        
CAD   Sell   03/19/2014   SSG       3,672       3,500       172        
CHF   Buy   03/19/2014   CSFB       649       634             (15 )
CHF   Sell   02/28/2014   BOA       7,144       7,184             (40 )
CHF   Sell   03/19/2014   JPM       647       634       13        
EUR   Buy   03/19/2014   BCLY       16       16              
EUR   Buy   02/28/2014   BOA       15,568       15,402             (166 )
EUR   Buy   03/19/2014   BOA       1,330       1,312             (18 )
EUR   Buy   03/19/2014   CSFB       621       618             (3 )
EUR   Buy   03/19/2014   JPM       1,334       1,308             (26 )
EUR   Buy   02/28/2014   MSC       15,623       15,416             (207 )
EUR   Buy   03/19/2014   MSC       1,170       1,161             (9 )
EUR   Buy   03/19/2014   RBC       2,621       2,585             (36 )
EUR   Buy   03/19/2014   RBS       1,988       1,964             (24 )
EUR   Buy   02/28/2014   SSG       6,377       6,303             (74 )
EUR   Buy   03/19/2014   UBS       105       103             (2 )
EUR   Sell   02/28/2014   BOA       15,575       15,446       129        
EUR   Sell   02/28/2014   CBK       7,606       7,522       84        
EUR   Sell   03/19/2014   CBK       887       881       6        
EUR   Sell   03/19/2014   DEUT       75       73       2        
EUR   Sell   02/28/2014   GSC       6,392       6,302       90        
EUR   Sell   03/19/2014   GSC       99       98       1        
EUR   Sell   03/19/2014   HSBC       664       655       9        
EUR   Sell   03/19/2014   JPM       1,228       1,206       22        
EUR   Sell   02/28/2014   MSC       7,948       7,880       68        

 

9
 

 

Hartford Real Total Return Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Foreign Currency Contracts Outstanding at January 31, 2014 - (continued)

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
EUR  Sell  03/19/2014  MSC  $15,381   $15,056   $325   $ 
EUR  Sell  02/28/2014  SSG   7,740    7,650    90     
GBP  Buy  03/19/2014  SSG   5    5         
GBP  Sell  03/19/2014  BNP   650    651        (1)
GBP  Sell  02/28/2014  CBK   4,669    4,664    5     
GBP  Sell  03/19/2014  CBK   655    654    1     
GBP  Sell  03/19/2014  CSFB   651    651         
GBP  Sell  03/19/2014  DEUT   199    197    2     
GBP  Sell  03/19/2014  RBS   673    675        (2)
GBP  Sell  03/19/2014  SSG   1,295    1,300        (5)
GBP  Sell  02/03/2014  UBS   2,490    2,476    14     
HKD  Buy  02/04/2014  BOA   1    1         
HKD  Buy  03/19/2014  DEUT   247    247         
HKD  Sell  02/28/2014  HSBC   253    253         
INR  Buy  03/19/2014  BOA   3,989    3,948        (41)
INR  Buy  03/19/2014  DEUT   149    149         
INR  Buy  03/19/2014  DEUT   608    598        (10)
INR  Sell  03/19/2014  DEUT   299    299         
JPY  Buy  02/28/2014  BCLY   5,234    5,348    114     
JPY  Buy  03/19/2014  BCLY   1,262    1,268    6     
JPY  Buy  03/19/2014  BMO   622    634    12     
JPY  Buy  02/28/2014  BNP   1,393    1,394    1     
JPY  Buy  02/28/2014  BOA   18,647    18,970    323     
JPY  Buy  03/19/2014  BOA   391    392    1     
JPY  Buy  03/19/2014  CBK   653    667    14     
JPY  Buy  02/28/2014  DEUT   7,582    7,679    97     
JPY  Buy  02/04/2014  GSC   471    472    1     
JPY  Buy  03/19/2014  HSBC   1,277    1,277         
JPY  Buy  02/28/2014  JPM   4,752    4,854    102     
JPY  Buy  02/03/2014  MSC   23    23         
JPY  Buy  03/19/2014  MSC   404    407    3     
JPY  Sell  03/19/2014  BMO   1,251    1,266        (15)
JPY  Sell  02/28/2014  BNP   9,142    9,365        (223)
JPY  Sell  03/19/2014  BNP   24,135    24,370        (235)
JPY  Sell  02/04/2014  BOA   299    300        (1)
JPY  Sell  02/05/2014  BOA   175    175         
JPY  Sell  02/28/2014  DEUT   6,656    6,794        (138)
JPY  Sell  03/19/2014  DEUT   20    20         
JPY  Sell  02/28/2014  GSC   4,509    4,595        (86)
JPY  Sell  03/19/2014  GSC   471    472        (1)
JPY  Sell  02/03/2014  MSC   22    22         
JPY  Sell  02/28/2014  NAB   21,645    22,197        (552)
JPY  Sell  02/28/2014  RBS   4,173    4,212        (39)
KRW  Buy  03/19/2014  CBK   10,452    10,283        (169)
KRW  Sell  03/19/2014  DEUT   1,501    1,493    8     
MXN  Buy  02/28/2014  BCLY   4,907    4,938    31     
MXN  Buy  02/28/2014  DEUT   6,457    6,300        (157)
MXN  Buy  02/28/2014  HSBC   6,346    6,301        (45)
MXN  Buy  03/19/2014  HSBC   3,869    3,745        (124)
MXN  Buy  02/28/2014  JPM   4,912    4,938    26     
MXN  Buy  02/28/2014  JPM   6,530    6,358        (172)
MXN  Sell  02/28/2014  BCLY   6,484    6,358    126     
MXN  Sell  03/19/2014  CBK   1,225    1,208    17     
MXN  Sell  02/28/2014  DEUT   4,871    4,803    68     
MXN  Sell  02/28/2014  HSBC   4,958    4,943    15     
MXN  Sell  02/28/2014  JPM   7,495    7,418    77     

  

10
 

 

Hartford Real Total Return Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Foreign Currency Contracts Outstanding at January 31, 2014 - (continued)

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
MXN  Sell  03/19/2014  JPM  $1,269   $1,276   $   $(7)
MXN  Sell  02/28/2014  MSC   693    690    3     
MXN  Sell  02/28/2014  RBC   11,379    11,244    135     
NOK  Buy  03/19/2014  RBS   1,283    1,253        (30)
NOK  Sell  03/19/2014  HSBC   1,275    1,253    22     
NOK  Sell  03/19/2014  JPM   1,266    1,253    13     
PHP  Sell  03/19/2014  CBK   5,106    4,965    141     
PLN  Buy  02/28/2014  BCLY   1,497    1,453        (44)
PLN  Buy  02/28/2014  BNP   791    771        (20)
PLN  Buy  02/28/2014  JPM   273    266        (7)
PLN  Buy  02/28/2014  UBS   1,929    1,920        (9)
PLN  Sell  02/28/2014  BCLY   1,335    1,303    32     
PLN  Sell  02/28/2014  BOA   816    799    17     
PLN  Sell  02/28/2014  DEUT   2,025    1,981    44     
SEK  Sell  03/19/2014  BOA   2,594    2,551    43     
SGD  Buy  03/19/2014  CSFB   1,925    1,917        (8)
SGD  Buy  03/19/2014  RBS   1,965    1,946        (19)
SGD  Buy  03/19/2014  SCB   1,210    1,200        (10)
SGD  Sell  03/19/2014  DEUT   1,299    1,271    28     
SGD  Sell  03/19/2014  JPM   3,833    3,792    41     
TWD  Sell  03/19/2014  BOA   7,815    7,579    236     
ZAR  Buy  02/28/2014  BCLY   4,398    4,324        (74)
ZAR  Buy  02/28/2014  DEUT   4,597    4,486        (111)
ZAR  Buy  02/28/2014  MSC   4,355    4,421    66     
ZAR  Sell  02/28/2014  BCLY   4,586    4,486    100     
ZAR  Sell  02/28/2014  CBK   4,468    4,324    144     
ZAR  Sell  02/28/2014  DEUT   4,434    4,421    13     
                      $3,693   $(4,087)

 

Cash of $167 was pledged as initial margin deposit and collateral for daily variation margin loss on open centrally cleared swap contracts at January 31, 2014.

 

Centrally Cleared Credit Default Swap Contracts Outstanding at January 31, 2014

 

   Clearing  Notional   (Pay)/ Receive Fixed   Expiration  Upfront
Premiums
  Market   Unrealized
Appreciation/
(Depreciation)
   Variation Margin 
Reference Entity  House (a)  Amount (b)   Rate   Date  Paid (Received)  Value ╪   Asset   Liability   Asset   Liability 
Credit default swaps on traded indices:                                     
Buy protection:                                         
CDX.NA.HY.21  CME  $3,605    (5.00)%  12/20/18  $ (246)  $(234)  $12   $   $   $(1)

 

(a)The FCM to the contracts is MSC.

 

(b)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.  Notional shown in U.S. dollars unless otherwise noted.

 

11
 

 

Hartford Real Total Return Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Over-the-Counter Credit Default Swap Contracts Outstanding at January 31, 2014
 
      Notional   (Pay)/ Receive Fixed
Rate/ Implied
  Expiration  Upfront 
Premiums
   Upfront
Premiums
   Market   Unrealized
Appreciation/(Depreciation)
 
Reference Entity  Counterparty  Amount (a)   Credit Spread (b)  Date  Paid   Received   Value ╪   Asset   Liability 
Credit default swaps on single-name issues:                                       
Buy protection:                                       
National Australia Bank  DEUT  $2,600   (1.00)% / 1.25%  03/20/19  $   $(13)  $(16)  $   $(3)
Republic of Chile  MSC   2,600   (1.00)% / 0.89%  03/20/19       (17)   (15)   2     
Total                $   $(30)  $(31)  $2   $(3)

 

(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.  Notional shown in U.S. dollars unless otherwise noted.

 

(b)Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues, U.S. municipal issues or sovereign government issues as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood of risk of default for the credit derivative.  The implied credit spread of a particular entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement.  Wider credit spreads represent a deterioration of the reference entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement.  The percentage shown is the implied credit spread on January 31, 2014.  For credit default swap agreements on indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk.

 

Over-the-Counter Interest Rate Swap Contracts Outstanding at January 31, 2014
 
   Payments made  Payments received  Notional  Expiration   Upfront
Premiums
   Upfront
Premiums
   Market   Unrealized
Appreciation/(Depreciation)
 
Counterparty  by Fund  by Fund  Amount (a)  Date   Paid   Received   Value ╪   Asset   Liability 
GSC  1.49% Fixed  6M CHF LIBOR  CHF 3,970   

12/18/23

   $   $   $(68)  $   $(68)
JPM  1.65% Fixed  6M CHF LIBOR  CHF   10,240   

03/19/24

            (301)       (301)
                 $   $   $(369)  $   $(369)

 

(a)

Notional shown in U.S. dollars unless otherwise noted.

 

 

Over-the-Counter Total Return Swap Contracts Outstanding at January 31, 2014
 
      Notional   Payments received  Expiration  Upfront
Premiums
   Upfront 
Premiums
   Market   Unrealized
Appreciation/(Depreciation)
 
Reference Entity  Counterparty  Amount (a)   (paid) by Fund  Date  Paid   Received   Value ╪   Asset   Liability 
S&P 500 Consumer Discretionary Sector  BOA  $7,151   1M LIBOR + 0.30%  04/30/14  $   $   $423   $423   $ 
Swiss Market Index Future  GSC   CHF1,173     SMH4, 7,822.82 CHF
Fixed
  03/21/14           44    44     
                 $   $   $467   $467   $ 

 

(a)Notional shown in U.S. dollars unless otherwise noted.

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

12
 

 

Hartford Real Total Return Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Counterparty Abbreviations:
BCLY Barclays
BMO Bank of Montreal
BNP BNP Paribas Securities
BOA Banc of America Securities LLC
CBA Commonwealth Bank of Australia
CBK Citibank NA
CME Chicago Mercantile Exchange
CSFB Credit Suisse First Boston Corp.
DEUT Deutsche Bank Securities, Inc.
FCM Futures Commission Merchant
GSC Goldman Sachs & Co.
HSBC HSBC Bank USA
JPM JP Morgan Chase & Co.
MSC Morgan Stanley
NAB National Australia Bank
RBC RBC Dominion Securities
RBS RBS Greenwich Capital
SCB Standard Chartered Bank
SSG State Street Global Markets LLC
UBS UBS AG
 
Currency Abbreviations:
AUD Australian Dollar
BRL Brazilian Real
CAD Canadian Dollar
CHF Swiss Franc
EUR EURO
GBP British Pound
HKD Hong Kong Dollar
INR Indian Rupee
JPY Japanese Yen
KRW South Korean Won
MXN Mexican New Peso
NOK Norwegian Krone
PHP Philippine Peso
PLN Polish New Zloty
SEK Swedish Krona
SGD Singapore Dollar
TWD Taiwan Dollar
ZAR South African Rand
 
Index Abbreviations:
CAC Cotation Assistee en Continu
CDX.NA.HY Credit Derivatives North American High Yield
CNX National Stock Exchange of India
FTSE Financial Times and Stock Exchange
IBEX Spanish Stock Index
ISE International Security Exchange
JSE Johannesburg Stock Exhange
KOSPI Korea Composite Stock Price
MIB Milano Italia Borsa
S&P Standard & Poors
SGX Singapore Exchange
SPI Share Price Index
TDX db-X In-Target Date Fund
TSX Toronto Stock Exchange
 
Other Abbreviations:
ADR American Depositary Receipt
ETF Exchange Traded Fund
FFCB Federal Farm Credit Bank
FHLB Federal Home Loan Bank
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
GNMA Government National Mortgage Association
J-REIT Japanese Real Estate Investment Trust
LIBOR London Interbank Offered Rate
MSCI Morgan Stanley Capital International
REIT Real Estate Investment Trust
SPDR Standard & Poor's Depositary Receipt

 

Credit Exposure
as of January 31, 2014
Credit Rating *  Percentage
of Net Assets
 
Aa / AA   18.2%
Baa / BBB   5.7 
Not Rated   0.6 
Non-Debt Securities and Other Short-Term Instruments   72.0 
Other Assets and Liabilities   3.5 
Total   100.0%

 

*       Credit exposure is the long-term credit ratings for the Fund's holdings, as of the date noted, as provided by Standard and Poor's (S&P) or Moody's Investors Service and typically range from AAA/Aaa (highest) to C/D (lowest). If Moody's and S&P assign different ratings, the lower rating is used. Fixed income securities that are not rated by either agency are listed as "Not Rated." Ratings do not apply to the Fund itself or to Fund shares. Ratings may change.
 
13
 

 

Hartford Real Total Return Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary
January 31, 2014

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks                    
Automobiles and Components   $3,024   $505   $2,519   $ 
Banks    1,947    430    1,517     
Capital Goods    4,779    1,876    2,903     
Commercial and Professional Services    1,243    727    516     
Consumer Durables and Apparel    3,475    1,342    2,133     
Consumer Services    750    404    346     
Diversified Financials    2,759    1,141    1,618     
Energy    8,648    5,795    2,853     
Food and Staples Retailing    704    449    255     
Food, Beverage and Tobacco    384    277    107     
Health Care Equipment and Services    993    624    369     
Insurance    548    294    254     
Materials    4,112    1,259    2,853     
Media    927    613    314     
Pharmaceuticals, Biotechnology and Life Sciences    3,670    3,491    179     
Real Estate    1,358    1,159    199     
Retailing    2,683    2,010    673     
Semiconductors and Semiconductor Equipment    1,828    1,537    291     
Software and Services    3,636    2,043    1,593     
Technology Hardware and Equipment    4,750    1,397    3,353     
Telecommunication Services    75        75     
Transportation    569        569     
Utilities    192    192         
Total    53,054    27,565    25,489     
Call Options Purchased    97    46    51     
Corporate Bonds    782        782     
Exchange Traded Funds    2,017    2,017         
Foreign Government Obligations    7,273        7,273     
Put Options Purchased    213    120    93     
U.S. Government Securities    23,205    23,205         
Warrants    252    252         
Short-Term Investments    36,427        36,427     
Total   $123,320   $53,205   $70,115   $ 
Credit Default Swaps*    14        14     
Foreign Currency Contracts*    3,693        3,693     
Futures*    2,287    2,287         
Total Return Swaps*    467        467     
Total   $6,461   $2,287   $4,174   $ 
Liabilities:                    
Written Options    98    79    19     
Total   $98   $79   $19   $ 
Credit Default Swaps*    3        3     
Foreign Currency Contracts*    4,087        4,087     
Futures*    1,869    1,869         
Interest Rate Swaps*    369        369     
Total   $6,328   $1,869   $4,459   $ 

 

For the period ended January 31, 2014, there were no transfers between Level 1 and Level 2.  
* Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

 

Note: For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

14
 

 

 

The Hartford Short Duration Fund
Schedule of Investments
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount   Market Value ╪ 
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 18.5%    
Computer and Electronic Product Manufacturing - 0.2%    
    Computer and Peripheral Equipment Manufacturing - 0.2%    
    SBA Tower Trust    
$1,310    2.93%, 12/15/2017 ■  $1,338 
           
 Finance and Insurance - 17.7%     
     Captive Auto Finance - 3.6%     
     Ally Automotive Receivables Trust     
 1,000    2.29%, 11/16/2015 ■   1,006 
 329    3.29%, 03/15/2015 ■   329 
     Ally Master Owner Trust     
 1,280    1.00%, 02/15/2018   1,284 
 1,975    1.21%, 06/15/2017   1,986 
 2,695    1.54%, 09/15/2019   2,691 
     AmeriCredit Automobile Receivables Trust     
 2,775    0.62%, 06/08/2017   2,778 
     Carmax Automotive Owner Trust     
 395    1.50%, 08/15/2018   399 
     Credit Acceptance Automotive Loan Trust     
 1,650    1.50%, 04/15/2021 ■   1,652 
 1,115    2.20%, 09/16/2019 ■   1,122 
     Ford Credit Automotive Owner Trust     
 2,500    2.62%, 10/15/2016   2,561 
     Harley-Davidson Motorcycle Trust     
 500    1.99%, 01/15/2016   500 
     Hyundai Automotive Receivables Trust     
 2,100    2.27%, 02/15/2017   2,141 
     M&T Bank Automotive Receivables Trust     
 1,595    1.57%, 01/15/2017 ■   1,621 
     Mercedes-Benz Master Owner Trust     
 1,560    0.79%, 11/15/2017 ■   1,564 
     Motor plc     
 345    1.29%, 02/25/2020 ■   345 
     Nissan Automotive Lease Trust     
 770    0.75%, 06/15/2016   771 
     Prestige Automotive Receivables Trust     
 177    1.23%, 12/15/2015 ■   177 
     SNAAC Automotive Receivables Trust     
 374    1.14%, 07/16/2018 ■   373 
     World Omni Automotive Receivables Trust     
 1,500    2.33%, 09/15/2016   1,521 
         24,821 
     Credit Card Issuing - 0.6%     
     American Express Credit Account Master Trust     
 2,072    0.77%, 05/15/2018   2,071 
 455    0.98%, 05/15/2019   455 
     Master Credit Card Trust     
 1,365    0.78%, 04/21/2017 ■   1,367 
         3,893 
     Other Financial Investment Activities - 0.5%     
     Apidos CLO     
 2,250    1.34%, 04/15/2025 ■Δ   2,211 
     Carlyle Global Market Strategies     
 870    1.40%, 04/18/2025 ■Δ   858 
         3,069 
     Other Investment Pools and Funds - 0.1%     
     New York City Tax Lien     
 833    1.19%, 11/10/2026 ■   833 
           
     Real Estate Credit (Mortgage Banking) - 12.7%     
     Accredited Mortgage Loan Trust     
 1,151    0.50%, 01/25/2035 Δ   1,123 
     Aegis Asset Backed Securities Trust     
 1,181    1.26%, 09/25/2034 Δ   1,167 
     Atrium CDO Corp.     
 1,860    1.40%, 07/16/2025 ■Δ   1,829 
     Babson CLO Ltd.     
 2,750    1.34%, 04/20/2025 ■Δ   2,701 
     Bayview Commercial Asset Trust     
 5,682    3.32%, 01/25/2037 ■►   14 
 5,887    3.85%, 09/25/2037 ■►   353 
     CBA Commercial Small Balance Commercial Mortgage     
 4,906    5.90%, 01/25/2039 ■►   31 
     Cent CLO L.P.     
 1,500    1.70%, 01/25/2026 ■   1,495 
     CFCRE Commercial Mortgage Trust     
 1,500    3.76%, 04/15/2044 ■   1,574 
     Chesapeake Funding LLC     
 975    0.61%, 01/07/2025 ■Δ   972 
     Chrysler Capital Automotive Rec Trust     
 975    0.91%, 04/16/2018 ■   978 
     CIFC Funding Ltd.     
 2,125    1.39%, 04/16/2025 ■Δ   2,088 
     Citigroup Commercial Mortgage Trust     
 1,803    0.69%, 09/10/2045   1,796 
     Commercial Mortgage Pass-Through Certificates     
 959    0.67%, 11/15/2045   954 
 1,300    0.70%, 10/15/2045   1,293 
 961    0.82%, 08/15/2045   959 
 1,208    1.34%, 07/10/2045   1,213 
 2,406    3.16%, 07/10/2046 ■   2,473 
     Community or Commercial Mortgage Trust     
 1,373    1.28%, 08/10/2046   1,376 
     Countrywide Asset-Backed Certificates     
 2,113    0.79%, 03/25/2035 Δ   2,106 
     DBUBS Mortgage Trust     
 2,989    1.72%, 01/01/2021 ■►   106 
 1,345    3.64%, 08/10/2044   1,412 
 2,412    3.74%, 11/10/2046 ■   2,529 
     First Franklin Mortgage Loan Trust     
 632    0.59%, 05/25/2035 Δ   621 
     First Investors Automotive Owner Trust     
 2,095    1.23%, 03/15/2019 ■   2,100 
     Ford Credit Automotive Lease Trust     
 560    0.76%, 09/15/2016   562 
     Ford Credit Floorplan Master Owner Trust     
 1,070    0.71%, 06/15/2020 Δ   1,072 
     GE Dealer Floorplan Master Note Trust     
 2,000    0.60%, 10/20/2017 Δ   2,004 

 

1
 

 

The Hartford Short Duration Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount   Market Value ╪ 
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 18.5% - (continued)     
Finance and Insurance - 17.7% - (continued)     
     Real Estate Credit (Mortgage Banking) - 12.7% - (continued)     
     Goldman Sachs Mortgage Securities Corp. II     
$1,500    5.55%, 04/10/2038  $1,612 
     Goldman Sachs Mortgage Securities Trust     
 1,289    0.66%, 11/10/2045   1,282 
     Granite Master Issuer plc     
 1,505    0.24%, 12/20/2054 Δ   1,486 
     GS Mortgage Securities Trust     
 841    1.21%, 07/10/2046   843 
     Hasco HIM Trust     
 48    0.00%, 12/26/2035 ■●    
     Hilton USA Trust     
 1,320    1.17%, 11/05/2030 ■Δ   1,322 
     HLSS Servicer Advance Receivables     
 1,645    1.98%, 11/15/2046 ■   1,636 
 695    1.99%, 10/15/2045 ■   701 
 885    2.29%, 01/15/2048 ■   872 
     JP Morgan Chase Commercial Mortgage Securities Corp.     
 535    0.71%, 10/15/2045 Δ   534 
 1,609    1.30%, 01/15/2046   1,615 
 950    3.36%, 11/13/2044 ■   996 
 2,767    3.85%, 06/15/2043 ■   2,858 
 381    4.93%, 09/12/2037   381 
 1,197    5.57%, 06/12/2041 Δ   1,214 
     Long Beach Asset Holdings Corp.     
 180    0.00%, 04/25/2046 ■●    
     Merrill Lynch Mortgage Trust     
 763    5.86%, 06/12/2050 Δ   786 
     Merrill Lynch/Countrywide Commercial Mortgage Trust     
 122    5.11%, 12/12/2049   122 
     Morgan Stanley ABS Capital I     
 1,395    0.92%, 01/25/2035 Δ   1,371 
     Morgan Stanley BAML Trust     
 614    0.66%, 11/15/2045   611 
     Morgan Stanley Capital I     
 1,340    3.22%, 07/15/2049   1,402 
 1,500    3.88%, 09/15/2047 ■   1,574 
 1,931    4.97%, 04/14/2040   1,944 
 1,597    5.11%, 06/15/2040   1,616 
     Morgan Stanley Re-Remic Trust     
 2,128    1.00%, 03/29/2051 ■   2,138 
     National Credit Union Administration     
 583    1.60%, 10/29/2020   588 
     Octagon Investment Partners     
 2,500    1.39%, 07/17/2025 ■Δ   2,457 
     OHA Intrepid Leveraged Loan Fund Ltd.     
 1,561    1.16%, 04/20/2021 ■Δ   1,557 
     Renaissance Home Equity Loan Trust     
 108    0.00%, 04/25/2037 ■●    
     Residential Asset Securities Corp.     
 177    0.39%, 01/25/2036 Δ   175 
     Silverstone Master Issuer plc     
 415    1.79%, 01/21/2055 ■Δ   421 
     Springleaf Mortgage Loan Trust     
 707    1.27%, 06/25/2058 ■   705 
     Structured Asset Investment Loan Trust     
 575    0.73%, 04/25/2035 Δ   568 
     UBS Commercial Mortgage Trust     
 1,542    1.03%, 05/10/2045   1,550 
     UBS-Barclays Commercial Mortgage Trust     
 2,093    0.73%, 08/10/2049   2,090 
     Voyager Countrywide Delaware Trust     
 38    7.72%, 11/26/2035 ■○   42 
     Wachovia Bank Commercial Mortgage Trust     
 86    4.50%, 10/15/2041   87 
 2,000    4.80%, 10/15/2041   2,041 
 1,105    4.94%, 04/15/2042   1,140 
 2,575    5.29%, 12/15/2044 Δ   2,737 
 1,500    5.48%, 04/15/2047   1,537 
     Westlake Automobile Receivables Trust     
 1,200    1.12%, 07/15/2015 ■   1,201 
     WF-RBS Commercial Mortgage Trust     
 2,166    0.67%, 11/15/2045   2,157 
         86,870 
     Whole Loan Residential - 0.2%     
     Dryden Senior Loan Fund     
 1,460    1.59%, 04/18/2026 ■☼Δ   1,449 
           
         120,935 
Real Estate, Rental and Leasing - 0.3%     
     Automotive Equipment Rental and Leasing - 0.3%     
     ARI Fleet Lease Trust     
 713    0.46%, 01/15/2021 ■Δ   712 
     Hertz Fleet Lease Funding L.P.     
 1,140    0.71%, 12/10/2027 ■Δ   1,142 
         1,854 
Transportation Equipment Manufacturing - 0.3%     
     Railroad Rolling Stock Manufacturing - 0.3%     
     GE Equipment Transportation LLC     
 2,500    0.92%, 09/25/2017   2,502 
           
     Total asset & commercial mortgage backed securities     
     (cost $127,848)  $126,629 
           
CORPORATE BONDS - 53.2%      
Arts, Entertainment and Recreation - 1.6%      
     Cable and Other Subscription Programming - 1.6%     
     Comcast Corp.     
$1,000   5.85%, 11/15/2015  $1,090 
 1,250   5.90%, 03/15/2016   1,379 
     DirecTV Holdings LLC     
 915   1.75%, 01/15/2018   908 
 2,681   2.40%, 03/15/2017   2,749 
     Echostar DBS Corp.     
 725   7.13%, 02/01/2016   797 

 

2
 

 

The Hartford Short Duration Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount   Market Value ╪ 
CORPORATE BONDS - 53.2% - (continued)     
Arts, Entertainment and Recreation - 1.6% - (continued)     
     Cable and Other Subscription Programming - 1.6% - (continued)     
     Time Warner Cable, Inc.     
$2,000   5.85%, 05/01/2017  $2,197 
     Viacom, Inc.     
 1,650   1.25%, 02/27/2015   1,660 
         10,780 
Beverage and Tobacco Product Manufacturing - 1.7%      
     Beverage Manufacturing - 1.4%     
     Anheuser-Busch InBev Worldwide, Inc.     
 3,730   1.38%, 07/15/2017   3,729 
     Constellation Brands, Inc.     
 1,210   7.25%, 09/01/2016   1,372 
     Diageo Capital plc     
 3,275   1.50%, 05/11/2017   3,292 
     Molson Coors Brewing Co.     
 311   2.00%, 05/01/2017   314 
     Pernod-Ricard S.A.     
 1,000   2.95%, 01/15/2017 ■   1,041 
         9,748 
     Tobacco Manufacturing - 0.3%     
     Altria Group, Inc.     
 500   7.75%, 02/06/2014   501 
     Lorillard Tobacco Co.     
 180   2.30%, 08/21/2017   183 
     Reynolds American, Inc.     
 1,300   1.05%, 10/30/2015   1,304 
         1,988 
         11,736 
Chemical Manufacturing - 0.3%      
     Agricultural Chemical Manufacturing - 0.3%     
     Yara International ASA     
 1,750   5.25%, 12/15/2014 ■   1,809 
           
     Other Chemical and Preparation Manufacturing - 0.0%     
     Ecolab, Inc.     
 375   1.45%, 12/08/2017   370 
           
         2,179 
Computer and Electronic Product Manufacturing - 0.6%      
     Computer and Peripheral Equipment Manufacturing - 0.4%     
     Hewlett-Packard Co.     
 2,000   1.18%, 01/14/2019 Δ   1,999 
 1,090   2.75%, 01/14/2019   1,098 
         3,097 
     Navigational, Measuring, and Control Instruments - 0.2%     
     Thermo Fisher Scientific, Inc.     
 1,225   1.30%, 02/01/2017   1,223 
           
         4,320 
Fabricated Metal Product Manufacturing - 0.2%      
     Other Fabricated Metal Product Manufacturing - 0.2%     
     Masco Corp.     
 1,450   4.80%, 06/15/2015   1,501 
           
Finance and Insurance - 34.0%     
     Activities Related To Credit Banking - 0.4%     
     Total System Services, Inc.     
 725   2.38%, 06/01/2018   722 
     Western Union Co.     
 1,250   1.24%, 08/21/2015 Δ   1,254 
 430   2.38%, 12/10/2015   441 
         2,417 
     Agencies, Brokerages and Other Insurance - 0.1%     
     Marsh & McLennan Cos., Inc.     
 770   2.55%, 10/15/2018   780 
           
     Captive Auto Finance - 1.5%     
     American Honda Finance Corp.     
 2,000   1.13%, 10/07/2016   2,009 
 675   1.60%, 02/16/2018 ■   674 
     Harley-Davidson Financial Services, Inc.     
 1,385   1.15%, 09/15/2015 ■   1,391 
 810   3.88%, 03/15/2016 ■   858 
     Hyundai Capital America     
 2,500   2.13%, 10/02/2017 ■   2,506 
     Nissan Motor Co., Ltd.     
 2,695   1.95%, 09/12/2017 ■   2,697 
         10,135 
     Commercial Banking - 4.7%     
     Banco Santander Brasil S.A.     
 980   4.25%, 01/14/2016 ■   1,008 
     Barclays Bank plc     
 2,500   6.05%, 12/04/2017 ■   2,812 
     BNP Paribas     
 1,650   2.38%, 09/14/2017   1,687 
 1,600   2.70%, 08/20/2018   1,628 
     Commonwealth Bank of Australia     
 2,000   0.75%, 09/20/2016 ■Δ   2,005 
     DNB ASA     
 2,000   3.20%, 04/03/2017 ■   2,102 
     HSBC Bank plc     
 1,775   0.88%, 05/15/2018 ■Δ   1,783 
     Huntington National Bank     
 1,500   1.35%, 08/02/2016   1,509 
     ING Bank N.V.     
 1,500   2.00%, 09/25/2015 ■   1,525 
     Intesa Sanpaolo S.p.A.     
 1,500   3.13%, 01/15/2016   1,530 
 2,000   3.88%, 01/15/2019   2,023 
     Key Bank NA     
 1,000   1.65%, 02/01/2018   996 
 2,000   4.95%, 09/15/2015   2,127 
     Manufacturers & Traders Trust Co.     
 1,045   5.59%, 12/28/2020   1,080 
     Santander Holdings USA, Inc.     
 715   3.00%, 09/24/2015   740 
 738   4.63%, 04/19/2016   790 
     Svenska Handelsbanken AB     
 2,000   0.72%, 09/23/2016 Δ   2,005 
 1,000   3.13%, 07/12/2016   1,049 
     Swedbank AB     
 1,800   1.75%, 03/12/2018 ■   1,782 

 

3
 

 

The Hartford Short Duration Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount   Market Value ╪ 
CORPORATE BONDS - 53.2% - (continued)     
Finance and Insurance - 34.0% - (continued)     
     Commercial Banking - 4.7% - (continued)     
     Union Bank NA     
$2,000   5.95%, 05/11/2016  $2,219 
         32,400 
     Depository Credit Banking - 8.3%     
     Bank of America Corp.     
 2,200   1.32%, 03/22/2018 Δ   2,229 
 4,375   2.00%, 01/11/2018   4,379 
 5,000   3.63%, 03/17/2016   5,264 
     Bank of Montreal     
 1,500   0.76%, 07/15/2016 Δ   1,507 
 1,500   0.84%, 04/09/2018 Δ   1,510 
 1,500   2.38%, 01/25/2019   1,516 
     Bank of New York Mellon Corp.     
 1,500   1.97%, 06/20/2017 Δ   1,537 
     Bank of Nova Scotia     
 1,000   0.76%, 07/15/2016 Δ   1,004 
 1,500   1.38%, 12/18/2017   1,488 
     BB&T Corp.     
 2,000   0.90%, 02/01/2019 ☼Δ   1,996 
 1,245   1.10%, 06/15/2018 Δ   1,262 
 815   1.60%, 08/15/2017   818 
     Citigroup, Inc.     
 1,250   1.25%, 01/15/2016   1,256 
 2,479   3.95%, 06/15/2016   2,640 
 2,000   4.59%, 12/15/2015   2,133 
 2,000   5.50%, 02/15/2017   2,223 
     Fifth Third Bancorp     
 2,250   0.75%, 11/18/2016 Δ   2,257 
 636   3.63%, 01/25/2016   668 
     HSBC USA, Inc.     
 3,590   1.63%, 01/16/2018   3,578 
     PNC Bank NA     
 2,500   1.15%, 11/01/2016   2,508 
     PNC Funding Corp.     
 907   2.70%, 09/19/2016   946 
     Skandinaviska Enskilda Banken AB     
 1,250   1.75%, 03/19/2018 ■   1,239 
 1,545   2.38%, 11/20/2018 ■   1,552 
     SunTrust Banks, Inc.     
 2,500   0.55%, 04/01/2015 Δ   2,489 
     Toronto-Dominion Bank     
 2,000   2.50%, 07/14/2016   2,080 
     U.S. Bancorp     
 2,250   1.65%, 05/15/2017   2,283 
     Wells Fargo & Co.     
 2,035   1.50%, 01/16/2018   2,030 
 1,000   2.10%, 05/08/2017   1,027 
     Wells Fargo Bank NA     
 1,000   0.45%, 05/16/2016 Δ   994 
         56,413 
     Insurance Carriers - 2.6%     
     Aetna, Inc.     
 2,135   1.50%, 11/15/2017   2,119 
     Cigna Corp.     
 503   2.75%, 11/15/2016   525 
     CNA Financial Corp.     
 2,000   6.50%, 08/15/2016   2,248 
     ING US, Inc.     
 2,250   2.90%, 02/15/2018   2,320 
     MetLife Global Funding I     
 1,480   1.50%, 01/10/2018 ■   1,454 
     MetLife Institutional Funding II     
 1,500   1.63%, 04/02/2015 ■   1,518 
     New York Life Global Funding     
 2,000   2.45%, 07/14/2016 ■   2,081 
     Principal Financial Group, Inc.     
 365   1.85%, 11/15/2017   363 
     Principal Life Global Funding II     
 1,390   1.00%, 12/11/2015 ■   1,395 
     Prudential Financial, Inc.     
 2,000   1.02%, 08/15/2018 Δ   2,007 
     QBE Insurance Group Ltd.     
 390   2.40%, 05/01/2018 ■   378 
     Wellpoint, Inc.     
 1,000   2.38%, 02/15/2017   1,029 
         17,437 
     International Trade Financing (Foreign Banks) - 3.0%     
     BPCE S.A.     
 3,500   1.49%, 04/25/2016 Δ   3,545 
 1,390   2.50%, 12/10/2018   1,391 
     Corporacion Andina De Fomento     
 1,500   3.75%, 01/15/2016   1,565 
     Credit Agricole S.A.     
 2,500   1.10%, 10/03/2016 ■Δ   2,512 
     Royal Bank of Canada     
 1,500   1.50%, 01/16/2018   1,496 
     Royal Bank of Scotland Group plc     
 1,260   2.55%, 09/18/2015   1,289 
     Societe Generale     
 2,395   2.63%, 10/01/2018   2,420 
     Standard Chartered plc     
 3,570   3.20%, 05/12/2016 ■   3,734 
     TSMC Global LTD     
 2,800   1.63%, 04/03/2018 ■   2,700 
         20,652 
     Monetary Authorities - Central Bank - 1.0%     
     ABN Amro Bank N.V.     
 1,500   1.38%, 01/22/2016 ■   1,512 
 1,429   4.25%, 02/02/2017 ■   1,539 
     Lloyds Bank plc     
 980   2.30%, 11/27/2018   985 
 820   4.20%, 03/28/2017   891 
     Lloyds Banking Group plc     
 1,500   4.38%, 01/12/2015 ■   1,552 
         6,479 
     Nondepository Credit Banking - 5.0%     
     American Express Credit Corp.     
 1,000   0.75%, 07/29/2016 Δ   1,005 
 2,000   2.80%, 09/19/2016   2,089 
     Capital One Bank     
 2,800   1.15%, 11/21/2016   2,797 

 

4
 

 

The Hartford Short Duration Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount   Market Value ╪ 
CORPORATE BONDS - 53.2% - (continued)     
Finance and Insurance - 34.0% - (continued)     
     Nondepository Credit Banking - 5.0% - (continued)     
     CIT Group, Inc.     
$2,500   4.25%, 08/15/2017  $2,594 
 1,250   5.00%, 05/15/2017   1,331 
     Ford Motor Credit Co. LLC     
 1,700   1.49%, 05/09/2016 Δ   1,728 
 3,500   2.38%, 01/16/2018   3,542 
     General Electric Capital Corp.     
 3,000   0.96%, 04/02/2018 Δ   3,030 
 2,000   1.00%, 01/08/2016   2,013 
 3,000   2.30%, 04/27/2017   3,094 
 1,250   2.90%, 01/09/2017   1,315 
     General Motors Financial Co., Inc.     
 2,250   4.75%, 08/15/2017 ■   2,377 
     General Motors, Inc.     
 2,500   3.50%, 10/02/2018 ■   2,553 
     SLM Corp.     
 750   3.88%, 09/10/2015   772 
     Toyota Motor Credit Corp.     
 900   1.25%, 10/05/2017   896 
 1,750   1.75%, 05/22/2017   1,782 
 1,500   2.00%, 10/24/2018   1,512 
         34,430 
     Other Financial Investment Activities - 0.7%     
     BP Capital Markets plc     
 1,750   0.88%, 09/26/2018 Δ   1,760 
 2,250   1.85%, 05/05/2017   2,292 
     Xstrata Canada Finance Corp.     
 1,000   2.85%, 11/10/2014 ■   1,014 
         5,066 
     Real Estate Credit (Mortgage Banking) - 0.3%     
     Abbey National Treasury Services plc     
 2,300   3.05%, 08/23/2018   2,376 
           
     Real Estate Investment Trust (REIT) - 1.5%     
     Health Care, Inc.     
 1,010   2.25%, 03/15/2018   1,014 
 688   3.63%, 03/15/2016   725 
     Host Hotels & Resorts L.P.     
 1,250   6.00%, 11/01/2020   1,365 
     Host Marriott L.P.     
 137   6.75%, 06/01/2016   139 
     Simon Property Group, Inc.     
 1,965   1.50%, 02/01/2018 ■   1,940 
     Ventas Realty L.P.     
 1,750   1.55%, 09/26/2016   1,766 
 3,000   2.00%, 02/15/2018   2,996 
         9,945 
     Sales Financing - 0.3%     
     Imperial Tobacco Finance plc     
 2,000   2.05%, 02/11/2018 ■   1,989 
           
     Securities and Commodity Contracts and Brokerage - 4.6%     
     Goldman Sachs Group, Inc.     
 4,000   1.34%, 11/15/2018 Δ   4,009 
 2,500   2.38%, 01/22/2018   2,519 
 1,279   3.63%, 02/07/2016   1,341 
     JP Morgan Chase & Co.     
 3,000   0.57%, 06/13/2016 Δ   2,981 
 1,100   1.63%, 05/15/2018   1,085 
 3,000   1.80%, 01/25/2018   2,995 
 1,500   2.00%, 08/15/2017   1,519 
     Macquarie Group Ltd.     
 2,500   3.00%, 12/03/2018 ■   2,511 
     Merrill Lynch & Co., Inc.     
 2,000   6.05%, 05/16/2016   2,200 
     Morgan Stanley     
 2,000   1.09%, 01/24/2019 Δ   1,987 
 3,500   1.52%, 04/25/2018 Δ   3,555 
 2,000   3.80%, 04/29/2016   2,114 
     UBS AG Stamford CT     
 2,500   5.88%, 07/15/2016   2,785 
         31,601 
         232,120 
Food Manufacturing - 0.6%      
     Animal Slaughtering and Processing - 0.1%     
     ConAgra Foods, Inc.     
 345   1.90%, 01/25/2018   344 
           
     Other Food Manufacturing - 0.4%     
     Mondelez International, Inc.     
 3,000   0.76%, 02/01/2019 Δ   2,982 
           
     Sugar and Confectionery Product Manufacturing - 0.1%     
     Wrigley Jr., William Co.     
 720   1.40%, 10/21/2016 ■   724 
           
         4,050 
Furniture and Related Product Manufacturing - 0.1%      
     Household, Institution Furniture, Kitchen Cabinet - 0.1%     
     Newell Rubbermaid, Inc.     
 355   2.05%, 12/01/2017   357 
           
Health Care and Social Assistance - 1.6%      
     Drugs and Druggists' Sundries Merchant Wholesalers - 0.1%     
     Cardinal Health, Inc.     
 370   1.70%, 03/15/2018   371 
           
     General Medical and Surgical Hospitals - 0.0%     
     Catholic Health Initiatives     
 195   1.60%, 11/01/2017   192 
           
     Health and Personal Care Stores - 0.3%     
     CVS Caremark Corp.     
 1,980   1.20%, 12/05/2016   1,989 
           
     Pharmaceutical and Medicine Manufacturing - 1.0%     
     Express Scripts Holding Co.     
 1,465   2.10%, 02/12/2015   1,487 

 

5
 

 

The Hartford Short Duration Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount   Market Value ╪ 
CORPORATE BONDS - 53.2% - (continued)     
Health Care and Social Assistance - 1.6% - (continued)     
     Pharmaceutical and Medicine Manufacturing - 1.0% - (continued)     
     Mylan, Inc.     
$2,500   1.35%, 11/29/2016  $2,503 
 2,000   6.00%, 11/15/2018 ■   2,127 
     Perrigo Co Ltd     
 800   1.30%, 11/08/2016 ■   799 
         6,916 
     Scientific Research and Development Services - 0.2%     
     Laboratory Corp. of America Holdings     
 1,411   2.20%, 08/23/2017   1,434 
           
         10,902 
Information - 2.4%      
     Data Processing Services - 0.2%     
     Affiliated Computer Services, Inc.     
 1,000   5.20%, 06/01/2015   1,054 
           
     Satellite Telecommunications - 0.0%     
     Inmarsat Finance plc     
 210   7.38%, 12/01/2017 ■   217 
           
     Telecommunications - Wired Carriers - 1.2%     
     AT&T, Inc.     
 1,500   2.40%, 08/15/2016   1,547 
     British Telecommunications plc     
 3,000   1.63%, 06/28/2016   3,034 
     Deutsche Telekom International Finance B.V.     
 3,000   3.13%, 04/11/2016 ■   3,134 
     Videotron Ltee     
 560   9.13%, 04/15/2018   585 
         8,300 
     Telecommunications - Wireless Carriers - 0.6%     
     America Movil S.A.B. de C.V.     
 1,200   2.38%, 09/08/2016   1,239 
     MetroPCS Wireless, Inc.     
 1,500   7.88%, 09/01/2018   1,602 
     SBA Tower Trust     
 1,300   2.24%, 04/15/2043 ■   1,284 
         4,125 
     Wireless Communications Services - 0.4%     
     Verizon Communications, Inc.     
 2,355   3.65%, 09/14/2018   2,505 
           
         16,201 
Media - 0.4%      
     Other Information Services - 0.4%     
     Thomson Reuters Corp.     
 2,500   1.30%, 02/23/2017   2,495 
           
Mining - 1.4%       
     Metal Ore Mining - 1.1%     
     Freeport-McMoRan Copper & Gold, Inc.     
 1,015   2.38%, 03/15/2018   1,018 
     Glencore Funding LLC     
 3,000   1.40%, 05/27/2016 ■Δ   2,991 
     Rio Tinto Finance USA Ltd.     
 2,050   2.00%, 03/22/2017    2,093 
     Teck Resources Ltd.     
 1,500   2.50%, 02/01/2018   1,518 
         7,620 
     Nonmetallic Mineral Mining and Quarrying - 0.3%     
     Vale Overseas Ltd.     
 1,720   6.25%, 01/23/2017   1,907 
           
         9,527 
Miscellaneous Manufacturing - 0.2%      
     Aerospace Product and Parts Manufacturing - 0.2%     
     Textron, Inc.     
 1,500   4.63%, 09/21/2016   1,623 
           
Motor Vehicle and Parts Manufacturing - 1.0%      
     Motor Vehicle Manufacturing - 1.0%     
     Daimler Finance NA LLC     
 2,500   1.10%, 08/01/2018 ■Δ   2,513 
 2,000   1.88%, 01/11/2018 ■   2,003 
     TRW Automotive, Inc.     
 1,980   7.25%, 03/15/2017 ■   2,262 
         6,778 
Petroleum and Coal Products Manufacturing - 1.7%      
     Oil and Gas Extraction - 1.4%     
     Chesapeake Energy Corp.     
 660   9.50%, 02/15/2015   711 
     Devon Energy Corp.     
 3,500   0.78%, 12/15/2016 Δ   3,504 
     Petrobras Global Finance Co.     
 1,250   2.00%, 05/20/2016   1,239 
     Petrobras International Finance Co.     
 1,100   3.88%, 01/27/2016   1,127 
 1,000   6.13%, 10/06/2016   1,078 
     Total Capital Canada Ltd.     
 685   1.45%, 01/15/2018   686 
     Total Capital International S.A.     
 1,155   1.55%, 06/28/2017   1,169 
         9,514 
     Petroleum and Coal Products Manufacturing - 0.2%     
     Hess Corp.     
 500   7.00%, 02/15/2014   501 
     Schlumberger Norge AS     
 925   1.25%, 08/01/2017 ■   919 
         1,420 
     Support Activities For Mining - 0.1%     
     Transocean, Inc.     
 565   2.50%, 10/15/2017   573 
           
         11,507 
Pipeline Transportation - 0.5%      
     Pipeline Transportation of Crude Oil - 0.4%     
     Enbridge, Inc.     
 2,500   0.90%, 10/01/2016 Δ   2,507 

 

6
 

 

The Hartford Short Duration Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount   Market Value ╪ 
CORPORATE BONDS - 53.2% - (continued)     
Pipeline Transportation - 0.5% - (continued)     
     Pipeline Transportation of Natural Gas - 0.1%     
     Enterprise Products Operating LLC     
$235   1.25%, 08/13/2015  $237 
     Kinder Morgan Energy Partners L.P.     
 790   3.50%, 03/01/2016   829 
         1,066 
         3,573 
Primary Metal Manufacturing - 0.4%     
     Iron and Steel Mills and Ferroalloy Manufacturing - 0.4%     
     ArcelorMittal     
 1,380   4.25%, 02/25/2015 - 03/01/2016   1,411 
 1,000   9.50%, 02/15/2015   1,075 
         2,486 
Real Estate, Rental and Leasing - 1.2%     
     Automotive Equipment Rental and Leasing - 0.3%     
     Enterprise Rent-a-Car Finance Corp.     
 1,050   1.40%, 04/15/2016 ■   1,052 
     Ryder System, Inc.     
 1,070   3.15%, 03/02/2015   1,098 
         2,150 
     Industrial Machinery and Equipment Rental and Leasing - 0.9%     
     Air Lease Corp.     
 2,500   4.50%, 01/15/2016   2,631 
     International Lease Finance Corp.     
 3,250   6.75%, 09/01/2016 ■   3,620 
         6,251 
         8,401 
Retail Trade - 1.3%     
     Automotive Parts, Accessories and Tire Stores - 0.3%     
     Eaton Corp.     
 2,000   1.50%, 11/02/2017   1,999 
           
     Grocery Stores - 0.5%     
     Kroger (The) Co.     
 1,750   0.80%, 10/17/2016 Δ   1,754 
 1,250   7.00%, 05/01/2018   1,494 
         3,248 
     Other General Merchandise Stores - 0.3%     
     Dollar General Corp.     
 2,000   1.88%, 04/15/2018   1,983 
           
     Other Miscellaneous Store Retailers - 0.2%     
     Amazon.com, Inc.     
 1,385   1.20%, 11/29/2017   1,373 
           
         8,603 
Transportation Equipment Manufacturing - 0.1%     
     Railroad Rolling Stock Manufacturing - 0.1%     
     Kansas City Southern de Mexico S.A. de C.V.     
 1,025   0.94%, 10/28/2016 Δ   1,025 
           
Truck Transportation - 0.3%     
     Specialized Freight Trucking - 0.3%     
     Penske Truck Leasing Co.     
 2,000   2.50%, 03/15/2016 ■   2,056 
 45   2.88%, 07/17/2018 ■   46 
         2,102 
Utilities - 0.8%     
     Electric Generation, Transmission and Distribution - 0.8%     
     Ameren Illinois, Co.     
 1,000   9.75%, 11/15/2018   1,333 
     American Electric Power Co., Inc.     
 500   1.65%, 12/15/2017   495 
     Dominion Resources, Inc.     
 2,500   1.05%, 11/01/2016 ■   2,497 
     Duke Energy Corp.     
 790   1.63%, 08/15/2017   793 
     Duke Energy Indiana, Inc.     
 570   0.59%, 07/11/2016 Δ   570 
         5,688 
Wholesale Trade - 0.8%     
     Beer, Wine, Distilled Alcoholic Beverage Wholesalers - 0.4%     
     SABMiller Holdings, Inc.     
 2,500   0.93%, 08/01/2018 ■Δ   2,512 
           
     Electrical Goods Wholesalers - 0.1%     
     Arrow Electronics, Inc.     
 630   3.00%, 03/01/2018   643 
           
     Machinery, Equipment and Supplies Wholesalers - 0.3%     
     Pentair Finance S.A.     
 2,265   1.35%, 12/01/2015   2,281 
           
         5,436 
     Total corporate bonds     
     (cost $358,143)  $363,390 
           

MUNICIPAL BONDS - 0.9%

     
     General Obligations - 0.3%     
     Illinois State GO     
$2,200   4.96%, 03/01/2016  $2,358 
           
     Miscellaneous - 0.4%     
     Florida ST Hurricane Catastrophe Fund     
 2,775   1.30%, 07/01/2016   2,785 
           
     Waste Disposal - 0.2%     
     Gloucester County New Jersey Import Auth     
 1,300   2.50%, 12/01/2029 Δ   1,307 
           
     Total municipal bonds     
     (cost $6,408)  $6,450 
           

SENIOR FLOATING RATE INTERESTS♦ - 20.9%

     
Accommodation and Food Services - 0.3%     
     Traveler Accommodation - 0.3%     
     Four Seasons Holdings, Inc.     
$294   3.50%, 06/29/2020  $296 

 

7
 

 

The Hartford Short Duration Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount   Market Value ╪ 
SENIOR FLOATING RATE INTERESTS♦ - 20.9% - (continued)     
Accommodation and Food Services - 0.3% - (continued)     
     Traveler Accommodation - 0.3% - (continued)     
     Hilton Worldwide Holdings, Inc.     
$1,938   3.75%, 10/26/2020  $1,949 
         2,245 
Administrative Waste Management and Remediation - 0.6%     
     Business Support Services - 0.5%     
     Acosta, Inc.     
 1,995   4.25%, 03/03/2018   2,009 
     Filtration Group, Inc.     
 300   4.50%, 11/20/2020   303 
     Trans Union LLC     
 1,426   4.25%, 02/08/2019   1,442 
         3,754 
     Waste Treatment and Disposal - 0.1%     
     ADS Waste Holdings, Inc.     
 554   4.25%, 10/09/2019   556 
           
         4,310 
Air Transportation - 0.6%     
     Scheduled Air Transportation - 0.6%     
     AMR Corp.     
 1,614   3.75%, 06/27/2019   1,623 
     AWAS Finance Luxembourg S.A.     
 286   3.50%, 06/10/2016   287 
     Delta Air Lines, Inc.     
 287   4.00%, 10/18/2018   288 
     Delta Air Lines, Inc., Term Loan     
 1,526   3.50%, 04/20/2017   1,534 
     United Airlines, Inc.     
 491   4.00%, 04/01/2019   496 
         4,228 
Apparel Manufacturing - 0.1%     
     Apparel Knitting Mills - 0.1%     
     PVH Corp.     
 352   3.25%, 02/13/2020   353 
           
Arts, Entertainment and Recreation - 2.1%     
     Amusement Parks and Arcades - 0.1%     
     Cedar Fair L.P.     
 511   3.25%, 03/06/2020   513 
           
     Cable and Other Subscription Programming - 0.0%     
     CSC Holdings, Inc.     
 214   2.67%, 04/17/2020   213 
           
     Gambling Industries - 0.5%     
     MGM Resorts International     
 1,920   3.50%, 12/20/2019   1,920 
     Seminole (The) Tribe of Florida, Inc.     
 516   3.00%, 04/29/2020   516 
     Station Casinos LLC     
 933   5.00%, 03/02/2020   942 
         3,378 
    Newspaper, Periodical, Book and Database Publisher - 0.3%    
    Tribune Co.    
 2,120   4.00%, 12/27/2020   2,114 
           
     Other Amusement and Recreation Industries - 0.3%     
     ClubCorp Club Operations, Inc.     
 1,866   4.00%, 07/24/2020   1,877 
     Warner Music Group Corp.     
 409   3.75%, 07/01/2020   410 
         2,287 
     Radio and Television Broadcasting - 0.6%     
     Sinclair Television Group, Inc.     
 1,680   3.00%, 04/09/2020   1,681 
     Univision Communications, Inc.     
 2,288   4.00%, 03/01/2020   2,299 
         3,980 
     Spectator Sports - 0.3%     
     Formula One Holdings     
 785   4.50%, 04/30/2019   793 
     Penn National Gaming, Inc.     
 1,090   3.25%, 10/30/2020   1,093 
         1,886 
         14,371 
Beverage and Tobacco Product Manufacturing - 0.1%     
     Beverage Manufacturing - 0.1%     
     Constellation Brands, Inc.     
 466   2.75%, 06/05/2020   468 
           
Chemical Manufacturing - 0.7%     
     Basic Chemical Manufacturing - 0.4%     
     Chemtura Corp.     
 413   3.50%, 08/29/2016   416 
     Huntsman International LLC     
 915   10/15/2020 ◊☼   916 
     Huntsman International LLC, Term Loan C     
 213   2.46%, 06/30/2016   213 
     Pinnacle Operating Corp.     
 824   3.25%, 04/29/2020   825 
         2,370 
     Other Chemical and Preparations Manufacturing - 0.2%     
     Cytec Industries, Inc.     
 37   4.50%, 10/04/2019   38 
     Ineos US Finance LLC     
 1,235   4.00%, 05/04/2018   1,239 
     MacDermid, Inc.     
 294   4.00%, 06/07/2020   296 
     Monarch, Inc.     
 72   4.50%, 10/04/2019   72 
         1,645 
     Resin, Synthetic Rubber & Filaments - 0.1%     
     Exopack LLC     
 450   5.25%, 05/08/2019   456 
           
         4,471 

 

8
 

 

The Hartford Short Duration Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount   Market Value ╪ 
SENIOR FLOATING RATE INTERESTS♦ - 20.9% - (continued)     
Computer and Electronic Product Manufacturing - 0.5%     
     Computer and Peripheral - 0.2%     
     Bally Technologies, Inc.     
$494   4.25%, 11/25/2020  $497 
     CDW LLC     
 1,049   3.25%, 04/29/2020   1,049 
         1,546 
     Semiconductor, Electronic Components - 0.3%     
     Freescale Semiconductor, Inc.     
 2,116   5.00%, 02/28/2020 - 01/15/2021   2,134 
           
         3,680 
Educational Services - 0.1%     
     Educational Support Services - 0.1%     
     Bright Horizons Family Solutions, Inc.     
 510   4.00%, 01/30/2020   512 
           
Finance and Insurance - 1.6%     
     Agencies, Brokerages and Other Insurance - 0.1%     
     Hub International Ltd.     
 773   4.75%, 10/02/2020   781 
           
     Captive Auto Finance - 0.3%     
     Chrysler Group LLC     
 2,191   3.50%, 05/24/2017   2,195 
           
     Insurance Carriers - 0.3%     
     Asurion LLC     
 2,089   4.50%, 05/24/2019   2,088 
           
     Other Financial Investment Activities - 0.6%     
     EFS Cogen Holdings I LLC     
 360   3.75%, 12/17/2020   362 
     Guggenheim Partners LLC     
 334   4.25%, 07/22/2020   338 
     Nuveen Investments, Inc.     
 2,000   4.17%, 05/13/2017   1,995 
     Ocwen Financial Corp.     
 347   5.00%, 02/15/2018   350 
     Santander Asset Management S.A.     
 1,070   4.25%, 12/17/2020   1,074 
         4,119 
     Real Estate Investment Trust (REIT) - 0.1%     
     Walter Investment Management Corp.     
 421   4.75%, 12/18/2020   424 
           
     Securities, Commodities and Brokerage - 0.2%     
     RPI Finance Trust     
 1,559   3.25%, 11/09/2018   1,569 
           
         11,176 
Food Manufacturing - 0.7%     
     Animal Slaughtering and Processing - 0.2%     
     JBS USA LLC     
 1,481   3.75%, 09/18/2020   1,476 
           
     Other Food Manufacturing - 0.5%     
     Darling International, Inc.     
 970   3.25%, 01/06/2021   973 
     H.J. Heinz Co.     
 1,373   3.50%, 06/05/2020   1,386 
     U.S. Foodservice, Inc.     
 811   4.50%, 03/31/2019   818 
         3,177 
         4,653 
Food Services - 0.3%     
     Full-Service Restaurants - 0.3%     
     ARAMARK Corp.     
 62   3.67%, 07/26/2016   62 
 515   3.75%, 07/26/2016   517 
 610   4.00%, 09/09/2019   614 
     Pinnacle Foods Group LLC     
 1,197   3.25%, 04/29/2020   1,198 
         2,391 
Furniture and Related Product Manufacturing - 0.2%     
     Household, Institution Furniture, Kitchen Cabinet - 0.2%     
     AOT Bedding Super Holdings LLC     
 1,191   4.25%, 10/01/2019   1,200 
           
Health Care and Social Assistance - 2.3%     
     General Medical and Surgical Hospitals - 0.2%     
     Community Health Systems, Inc.     
 475   01/27/2021 ◊☼   480 
     HCA, Inc.     
 1,003   2.92%, 03/31/2017   1,004 
 294   3.00%, 05/01/2018   294 
         1,778 
     Medical and Diagnostic Laboratories - 0.2%     
     American Renal Holdings, Inc.     
 1,270   4.50%, 08/20/2019   1,270 
           
     Medical Equipment and Supplies Manufacturing - 0.2%     
     Biomet, Inc.     
 328   3.66%, 07/25/2017   330 
     DJO Finance LLC     
 381   4.75%, 09/15/2017   384 
     Hologic, Inc.     
 492   3.75%, 08/01/2019   495 
         1,209 
     Outpatient Care Centers - 0.1%     
     DaVita, Inc.     
 302   4.00%, 11/01/2019   304 
     US Renal Care, Inc.     
 200   4.25%, 07/03/2019   201 
         505 
     Pharmaceutical and Medicine Manufacturing - 1.4%     
     Alere, Inc.     
 1,715   4.25%, 06/30/2017   1,726 
     Alkermes, Inc.     
 2,970   3.50%, 09/25/2019   2,983 
     Capsugel Holdings US, Inc.     
 1,718   3.50%, 08/01/2018   1,720 

 

9
 

 

The Hartford Short Duration Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount   Market Value ╪ 
SENIOR FLOATING RATE INTERESTS♦ - 20.9% - (continued)     
Health Care and Social Assistance - 2.3% - (continued)     
     Pharmaceutical and Medicine Manufacturing - 1.4% - (continued)     
     Immucor, Inc.     
$1,610   5.00%, 08/19/2018  $1,622 
     NBTY, Inc.     
 974   3.50%, 10/01/2017   980 
     Salix Pharmaceuticals, Ltd.     
 810   4.25%, 01/02/2020   819 
         9,850 
     Scientific Research and Development Services - 0.2%     
     IMS Health, Inc.     
 242   3.75%, 09/01/2017   244 
     Valeant Pharmaceuticals International     
 963   4.50%, 08/05/2020   972 
         1,216 
         15,828 
Information - 3.6%     
     Cable and Other Program Distribution - 0.9%     
     Cabovisao-Televisao Por Cabo S.A.     
 1,020   5.50%, 07/15/2019   1,038 
     Charter Communications Operating LLC     
 1,822   3.00%, 07/01/2020 - 12/31/2020   1,813 
     TWCC Holding Corp.     
 1,356   3.50%, 02/13/2017   1,351 
     UPC Financing Partnership     
 155   3.25%, 06/30/2021   155 
     Virgin Media Finance plc     
 2,025   3.50%, 06/08/2020   2,029 
         6,386 
     Data Processing Services - 0.3%     
     Emdeon, Inc.     
 1,575   3.75%, 11/02/2018   1,579 
     First Data Corp.     
 515   4.16%, 09/24/2018   514 
         2,093 
     Satellite Telecommunications - 0.3%     
     Telesat Canada     
 1,616   3.50%, 03/28/2019   1,625 
           
     Software Publishers - 0.8%     
     Activision Blizzard, Inc.     
 1,995   3.25%, 10/12/2020   2,008 
     Kronos, Inc.     
 1,031   4.50%, 10/30/2019   1,041 
     Lawson Software, Inc.     
 813   3.75%, 06/03/2020   815 
     MISYS plc     
 1,733   5.00%, 12/12/2018   1,749 
         5,613 
     Telecommunications - Other - 0.7%     
     Intelsat Jackson Holdings S.A.     
 2,128   3.75%, 06/30/2019   2,144 
     Level 3 Communications, Inc.     
 1,739   4.00%, 08/01/2019 - 01/15/2020   1,748 
     Nine Entertainment Group Ltd.     
 526   3.25%, 02/05/2020   524 
         4,416 
     Telecommunications - Wireless Carriers - 0.5%     
     Alcatel-Lucent     
 821   5.75%, 01/30/2019   828 
     Crown Castle International Corp.     
 600   3.25%, 01/31/2021   602 
     Syniverse Holdings, Inc.     
 2,051   4.00%, 04/23/2019   2,060 
         3,490 
     Wireless Communications Services - 0.1%     
     Leap Wireless International, Inc.     
 861   4.75%, 03/08/2020   861 
           
         24,484 
Media - 0.1%     
     Broadcasting - 0.1%     
     Media General, Inc.     
 350   4.25%, 07/31/2020   353 
           
Mining - 0.7%     
     Metal Ore Mining - 0.5%     
     Fortescue Metals Group Ltd.     
 3,471   4.25%, 06/28/2019   3,507 
           
     Mining and Quarrying Nonmetallic Mineral - 0.2%     
     Arch Coal, Inc.     
 1,093   6.25%, 05/16/2018   1,082 
           
         4,589 
Miscellaneous Manufacturing - 0.5%     
     Aerospace Product and Parts Manufacturing - 0.4%     
     DigitalGlobe, Inc.     
 1,032   3.75%, 01/31/2020   1,035 
     Hamilton Sundstrand Corp.     
 982   4.00%, 12/13/2019   986 
     TransDigm Group, Inc.     
 754   3.75%, 02/28/2020   758 
         2,779 
     Miscellaneous Manufacturing - 0.1%     
     Reynolds Group Holdings, Inc.     
 906   4.00%, 12/01/2018   916 
           
         3,695 
Motor Vehicle and Parts Manufacturing - 0.1%     
     Motor Vehicle Parts Manufacturing - 0.1%     
     Tomkins LLC     
 988   3.75%, 09/29/2016   995 
           
Other Services - 0.7%     
     Commercial/Industrial Machine and Equipment - 0.7%     
     Gardner Denver     
 1,995   4.25%, 07/30/2020   1,992 
     Rexnord LLC     
 2,655   4.00%, 08/21/2020   2,666 
         4,658 

 

10
 

 

The Hartford Short Duration Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount   Market Value ╪ 
SENIOR FLOATING RATE INTERESTS♦ - 20.9% - (continued)     
Petroleum and Coal Products Manufacturing - 0.9%     
     Oil and Gas Extraction - 0.9%     
     Crosby Worldwide, Ltd.     
$2,030   4.00%, 11/23/2020  $2,038 
     Everest Acquisition LLC     
 490   3.50%, 05/24/2018   491 
     Fieldwood Energy LLC     
 668   3.88%, 09/28/2018   672 
     MEG Energy Corp.     
 1,732   3.75%, 03/31/2020   1,746 
     Pacific Drilling S.A.     
 284   4.50%, 06/03/2018   287 
     Ruby Western Pipeline Holdings LLC     
 252   3.50%, 03/27/2020   253 
     Samson Investment Co.     
 410   5.00%, 09/25/2018   413 
         5,900 
Plastics and Rubber Products Manufacturing - 0.6%     
     Plastics Product Manufacturing - 0.5%     
     Berry Plastics Group, Inc.     
 3,126   3.50%, 02/08/2020   3,114 
           
     Rubber Manufacturing - 0.1%     
     Goodyear (The) Tire & Rubber Co.     
 1,000   4.75%, 04/30/2019   1,009 
           
         4,123 
Primary Metal Manufacturing - 0.4%     
     Alumina and Aluminum Production and Processing - 0.4%     
     Novelis, Inc.     
 2,863   3.75%, 03/10/2017   2,878 
           
Professional, Scientific and Technical Services - 0.1%     
     Advertising and Related Services - 0.1%     
     CBS Outdoor Americas Capital     
 345   01/15/2021 ◊☼   346 
           
Real Estate, Rental and Leasing - 0.1%     
     Activities Related To Real Estate - 0.0%     
     Realogy Corp., Extended 1st Lien Term Loan B     
 169   4.50%, 03/05/2020   170 
           
     Consumer Goods Rental - 0.1%     
     Fly Leasing Ltd.     
 565   4.50%, 08/09/2019   571 
           
         741 
Retail Trade - 1.5%     
     Building Material and Supplies Dealers - 0.3%     
     American Builders & Contractors Supply Co.     
 234   3.50%, 04/16/2020   235 
     Quikrete (The) Companies, Inc.     
 1,057   4.00%, 09/26/2020   1,065 
     Southwire Co.     
 810   02/11/2021 ◊☼   808 
         2,108 
    Department Stores - 0.3%    
    Neiman Marcus Group, Inc.    
 2,209   5.00%, 10/25/2020   2,234 
           
     Grocery Stores - 0.0%     
     Supervalu, Inc.     
 371   5.00%, 03/21/2019   373 
           
     Home Furnishing Stores - 0.2%     
     Armstrong World Industries, Inc.     
 1,439   3.50%, 03/15/2020   1,440 
           
     Other General Merchandise Stores - 0.4%     
     99 Cents Only Stores     
 434   4.50%, 01/11/2019   438 
     BJ's Wholesale Club, Inc.     
 2,000   4.50%, 09/26/2019   2,017 
         2,455 
     Other Miscellaneous Store Retailers - 0.2%     
     KAR Auction Services, Inc.     
 302   3.75%, 05/19/2017   304 
     Rite Aid Corp.     
 839   4.00%, 02/21/2020   843 
         1,147 
     Sporting Goods, Hobby and Musical Instrument Store - 0.1%     
     Michaels Stores, Inc.     
 437   3.75%, 01/28/2020   438 
           
         10,195 
Soap, Cleaning Compound and Toilet Manufacturing - 0.1%     
     Soap, Cleaning Compound and Toilet Manufacturing - 0.1%     
     Spotless Group     
 693   5.00%, 10/02/2018   702 
           
Utilities - 1.3%     
     Electric Generation, Transmission and Distribution - 1.3%     
     AES Corp.     
 1,510   3.75%, 06/01/2018   1,521 
     Calpine Corp.     
 348   3.00%, 05/03/2020   347 
 1,535   4.00%, 10/09/2019 - 10/31/2020   1,547 
     Energy Transfer Equity L.P.     
 1,257   3.25%, 12/02/2019   1,258 
     NRG Energy, Inc.     
 2,367   2.75%, 07/01/2018   2,357 
     Sandy Creek Energy Associates, L.P.     
 1,500   5.00%, 11/09/2020   1,504 
     Star West Generation LLC     
 427   4.25%, 03/13/2020   429 
         8,963 
     Total senior floating rate interests     
     (cost $141,459)  $142,508 

 

11
 

 

The Hartford Short Duration Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount          Market Value ╪ 
U.S. GOVERNMENT AGENCIES - 5.5%             
     FHLMC - 0.8%             
$14,163   2.03%, 08/25/2018 ►          $1,114 
 2,590   3.50%, 04/01/2027 ‡           2,731 
 12,634   3.78%, 07/25/2021 ►           1,248 
                 5,093 
     FNMA - 4.5%             
 14,000   3.00%, 02/15/2026 ☼           14,449 
 15,437   3.50%, 02/15/2026 - 12/01/2026 ‡☼           16,282 
                 30,731 
     GNMA - 0.2%             
 845   5.00%, 08/20/2039           915 
 580   6.50%, 05/16/2031           657 
                 1,572 
     Total U.S. government agencies             
      (cost $36,723)          $37,396 
              
U.S. GOVERNMENT SECURITIES - 2.7%             
Other Direct Federal Obligations - 2.7%             
     FHLB - 2.7%             
$18,700    0.38%, 08/28/2015 ‡          $18,729 
                   
     Total U.S. government securities             
     (cost $18,710)          $18,729 
                   
     Total long-term investments
(cost $689,291)
         $695,102 
                   
SHORT-TERM INVESTMENTS - 0.7%             
Repurchase Agreements - 0.7%             
     Bank of  Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $650, collateralized by U.S.
Treasury Bill 0.07% - 0.14%, 2014, U.S.
Treasury Bond 2.75% - 11.25%, 2015 -
2043, U.S. Treasury Note 0.25% - 4.25%,
2014 - 2023, value of $663)
            
$650    0.02%, 1/31/2014          $650 
     Bank of America Merrill Lynch TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $214,
collateralized by FHLMC 3.50% - 4.00%,
2042 - 2043, FNMA 2.81% - 4.50%, 2041 -
2042, value of $219)
            
 214    0.02%, 1/31/2014           214 
     Bank of Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $558, collateralized by FHLB
0.88%, 2017, FHLMC 0.05% - 5.50%,
2014 - 2043, FNMA 2.00% - 3.50%, 2025 -
2028, GNMA 3.50%, 2042 - 2043, U.S.
Treasury Note 2.38%, 2014, value of $569)
            
 558    0.03%, 1/31/2014           558 
    Barclays Capital TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $591, collateralized by U.S.
Treasury Note 0.25% - 2.38%, 2014 - 2015,
value of $603)
           
 591    0.02%, 1/31/2014           591 
     Citigroup Global Markets, Inc. TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $1,299,
collateralized by U.S. Treasury Bill 0.06%
- 0.10%, 2014, U.S. Treasury Bond 3.00% -
8.75%, 2017 - 2042, U.S. Treasury Note
0.25% - 3.75%, 2015 - 2023, value of
$1,325)
            
 1,299    0.02%, 1/31/2014           1,299 
     Deutsche Bank Securities TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $173,
collateralized by FHLMC 3.00% - 5.50%,
2019 - 2043, FNMA 3.00% - 6.50%, 2021 -
2043, GNMA 3.00% - 6.00%, 2037 - 2053,
value of $176)
            
 173    0.03%, 1/31/2014           173 
     RBS Securities, Inc. TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $144, collateralized by U.S.
Treasury Note 2.63%, 2014, value of $147)
            
 144    0.02%, 1/31/2014           144 
     TD Securities TriParty Repurchase Agreement
(maturing on 02/03/2014 in the amount of
$1,233, collateralized by FFCB 0.14%,
2015, FHLB 0.55%, 2017, FHLMC 3.00%
- 4.38%, 2015 - 2043, FNMA 2.50% -
4.50%, 2025 - 2043, value of $1,257)
            
 1,233    0.03%, 1/31/2014           1,233 
     UBS Securities, Inc. Repurchase Agreement
(maturing on 02/03/2014 in the amount of
$11, collateralized by U.S. Treasury Note
2.38%, 2015, value of $12)
            
 11    0.01%, 1/31/2014           11 
                 4,873 
     Total short-term investments             
     (cost $4,873)          $4,873 
                   
     Total investments          
     (cost $694,164) ▲   102.4%  $699,975 
     Other assets and liabilities   (2.4)%   (16,717)
     Total net assets   100.0%  $683,258 

 

12
 

 

The Hartford Short Duration Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

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

 

At January 31, 2014, the cost of securities for federal income tax purposes was $694,164 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $8,309 
Unrealized Depreciation   (2,498)
Net Unrealized Appreciation  $5,811 

 

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

 

ΔVariable rate securities; the rate reported is the coupon rate in effect at January 31, 2014.

 

The interest rate disclosed for these securities represents the effective yield on the date of the acquisition.

 

Securities disclosed are interest-only strips.  The interest rates represent effective yields based upon estimated future cash flows at January 31, 2014.

 

All or a portion of this position represents an unsettled loan commitment.  The coupon rate will be determined at time of settlement.

 

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.  These base lending rates are generally (i) the lending rate offered by one or more major European banks, such as the LIBOR, (ii) the prime rate offered by one or more major United States banks, or (iii) the bank's certificate of deposit 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.  Unless otherwise noted, the interest rate disclosed for these securities represents the average coupon as of January 31, 2014.

 

Securities issued within terms of a private placement memorandum, exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2014, the aggregate value of these securities was $146,121, which represents 21.4% of total net assets.

 

This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $26,206 at January 31, 2014.

 

This security, or a portion of this security, has been segregated to cover funding requirements on investment transactions settling in the future.

 

Futures Contracts Outstanding at January 31, 2014
 
   Number of   Expiration   Notional   Market  

Unrealized
Appreciation/(Depreciation)

  

Variation Margin

 

Description

 

Contracts*

  

Date

  

Amount

  

Value ╪

  

Asset

  

Liability

  

Asset

  

Liability

 
Long position contracts:
2-Year U.S. Treasury Note Future   160    03/31/2014   $35,235   $35,233   $   $(2)  $8   $ 
                                         
Short position contracts:                                        
10-Year U.S. Treasury Note Future   93    03/20/2014   $11,683   $11,695   $   $(12)  $   $(28)
5-Year U.S. Treasury Note Future   379    03/31/2014    45,766    45,717    49            (56)
U.S. Treasury Long Bond Future   15    03/20/2014    1,969    2,004        (35)       (5)
Total            $59,418   $59,416   $49   $(47)  $   $(89)
Total futures contracts            $24,183   $24,183   $49   $(49)  $8   $(89)

 

* The number of contracts does not omit 000's.

 

Cash of $498 was pledged as initial margin deposit and collateral for daily variation margin loss on open futures contracts at January 31, 2014.

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

13
 

 

The Hartford Short Duration Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Municipal Bond Abbreviations:
GO General Obligation  
   
Other Abbreviations:
FFCB Federal Farm Credit Bank
FHLB Federal Home Loan Bank
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
GNMA Government National Mortgage Association
LIBOR London Interbank Offered Rate

 

Credit Exposure
as of January 31, 2014
Credit Rating *  Percentage
of Net Assets
 
Aaa / AAA   21.3%
Aa / AA   8.2 
A   19.8 
Baa / BBB   29.0 
Ba / BB   13.4 
B   9.8 
Caa / CCC or Lower   0.1 
Not Rated   0.1 
Non-Debt Securities and Other Short-Term Instruments   0.7 
Other Assets and Liabilities   (2.4)
Total   100.0%

 

*Credit exposure is the long-term credit ratings for the Fund's holdings, as of the date noted, as provided by Standard and Poor's (S&P) or Moody's Investors Service and typically range from AAA/Aaa (highest) to C/D (lowest). If Moody's and S&P assign different ratings, the lower rating is used. Fixed income securities that are not rated by either agency are listed as "Not Rated." Ratings do not apply to the Fund itself or to Fund shares. Ratings may change.

 

14
 

 

The Hartford Short Duration Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary

January 31, 2014

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Asset & Commercial Mortgage Backed Securities  $126,629   $   $113,825   $12,804 
Corporate Bonds   363,390        363,390     
Municipal Bonds   6,450        6,450     
Senior Floating Rate Interests   142,508        142,508     
U.S. Government Agencies   37,396        37,396     
U.S. Government Securities   18,729        18,729     
Short-Term Investments   4,873        4,873     
Total  $699,975   $   $687,171   $12,804 
Futures *   49    49         
Total  $49   $49   $   $ 
Liabilities:                    
Futures *   49    49         
Total  $49   $49   $   $ 

 

For the three-month period ended January 31, 2014, there were no transfers between Level 1 and Level 2.
*Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

 

Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:

 

  

Balance
as of
October
31, 2013

  

Realized
Gain
(Loss)

  

Change in
Unrealized
Appreciation
(Depreciation)

  

Net
Amortization

  

Purchases

  

Sales

  

Transfers
Into
Level 3 *

  

Transfers
Out of

Level 3 *

  

Balance
as of

January
31, 2014

 
Assets:                                             
Asset & Commercial Mortgage Backed Securities  $18,258   $14   $(64)†  $(73)  $1,334   $(1,185)  $   $(5,480)  $12,804 
Corporate Bonds   1,025                            (1,025)    
Total  $19,283   $14   $(64)  $(73)  $1,334   $(1,185)  $   $(6,505)  $12,804 

 

*Investments are transferred into and out of Level 3 for a variety of reasons including, but not limited to:
1)Investments where trading has been halted (transfer into Level 3) or investments where trading has resumed (transfer out of Level 3).
2)Broker quoted investments (transfer into Level 3) or quoted prices in active markets (transfer out of Level 3).
3)Investments that have certain restrictions on trading (transfer into Level 3) or investments where trading restrictions have expired (transfer out of Level 3).
Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2014 was $(64).

 

Note:For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

15
 

 

 

The Hartford Small Company Fund

Schedule of Investments

January 31, 2014 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
COMMON STOCKS - 98.0% 
     Aerospace and Defense - 3.3%     
 21   Astronics Corp. ●   $1,288 
 1   Astronics Corp. Class B ●    71 
 269   DigitalGlobe, Inc. ●    10,268 
 7   Esterline Technologies Corp. ●    681 
 17   Heico Corp.    891 
 154   Moog, Inc. Class A ●    9,279 
 88   Teledyne Technologies, Inc. ●    8,062 
         30,540 
     Agricultural Products - 0.1%     
 52   Darling International, Inc. ●    1,016 
           
     Air Freight and Logistics - 0.0%     
 5   Park-Ohio Holdings Corp. ●    225 
           
     Airlines - 1.1%     
 218   Spirit Airlines, Inc. ●    10,220 
           
     Apparel Retail - 0.7%     
 9   Cato Corp.    252 
 7   Destination Maternity Corp.    188 
 18   DSW, Inc.    671 
 12   Finish Line (The), Inc.    300 
 13   Shoe Carnival, Inc.    321 
 66   Tory Burch LLC ⌂●†    4,941 
         6,673 
     Apparel, Accessories and Luxury Goods - 0.8%     
 41   Fifth & Pacific Cos., Inc. ●    1,184 
 2,101   Samsonite International S.A.    5,761 
 24   Vince Holding Corp. ●    571 
         7,516 
     Application Software - 6.7%     
 40   Actuate Corp. ●    306 
 29   Aspen Technology, Inc. ●    1,306 
 427   Cadence Design Systems, Inc. ●    6,033 
 93   Concur Technologies, Inc. ●    11,301 
 1   Digimarc Corp.    40 
 38   Ellie Mae, Inc. ●    992 
 6   ePlus, Inc. ●    334 
 21   Fair Isaac, Inc.    1,154 
 28   Kofax, Ltd. ●    210 
 47   Manhattan Associates, Inc. ●    1,579 
 69   Mitek Systems, Inc. ●    415 
 33   Model N, Inc. ●    329 
 24   Netscout Systems, Inc. ●    847 
 21   Nuance Communications, Inc. ●    314 
 247   PTC, Inc. ●    8,805 
 126   Solera Holdings, Inc.    8,388 
 75   Tyler Corp. ●    7,868 
 243   Verint Systems, Inc. ●    11,045 
         61,266 
     Asset Management and Custody Banks - 2.5%     
 9   Alaris Royalty Corp.    198 
 38   Artisan Partners Asset Management, Inc.    2,407 
 30   Fifth Street Finance Corp.    282 
 126   Financial Engines, Inc.    7,661 
 715   Henderson Group plc    2,574 
 34   Virtus Investment Partners, Inc. ●    6,123 
 224   Wisdomtree Investment, Inc. ●    3,167 
         22,412 
     Auto Parts and Equipment - 1.2%     
 50   Dana Holding Corp.   938 
 8   Standard Motor Products, Inc.    265 
 167   Tenneco Automotive, Inc. ●    9,519 
         10,722 
     Automobile Manufacturers - 0.0%     
 1   Tesla Motors, Inc. ●    236 
           
     Automotive Retail - 0.1%     
 9   Group 1 Automotive, Inc.    534 
           
     Biotechnology - 6.3%     
 19   Acorda Therapeutics, Inc. ●    566 
 26   Agios Pharmaceuticals, Inc. ●    681 
 24   Alkermes plc ●    1,174 
 66   Alnylam Pharmaceuticals, Inc. ●    5,517 
 56   Arena Pharmaceuticals, Inc. ●    352 
 21   Cara Therapeutics Inc ●    271 
 99   Cubist Pharmaceuticals, Inc. ●    7,268 
 35   Durata Therapeutics, Inc. ●    379 
 681   Exelixis, Inc. ●    4,689 
 8   Foundation Medicine, Inc. ●    239 
 146   Hyperion Therapeutics, Inc. ●    4,092 
 264   Immunogen, Inc. ●    3,961 
 22   Infinity Pharmaceuticals, Inc. ●    287 
 289   Ironwood Pharmaceuticals, Inc. ●    4,003 
 225   NPS Pharmaceuticals, Inc. ●    8,060 
 237   Portola Pharmaceuticals, Inc. ●    6,322 
 6   Puma Biotechnology, Inc. ●    752 
 111   Seattle Genetics, Inc. ●    4,994 
 118   Tesaro, Inc. ●    3,719 
 5   Ultragenyx Pharmaceutical Inc ●    190 
         57,516 
     Broadcasting - 0.5%     
 137   Pandora Media, Inc. ●    4,952 
           
     Building Products - 2.3%     
 15   A.O. Smith Corp.    719 
 20   AAON, Inc.    595 
 172   Armstrong World Industries, Inc. ●    9,565 
 13   Lennox International, Inc.    1,084 
 248   Owens Corning, Inc. ●    9,467 
         21,430 
     Catalog Retail - 0.8%     
 142   HSN, Inc.    7,761 
         7,761 
     Commercial Printing - 0.1%     
 23   Deluxe Corp.    1,112 
           
     Commodity Chemicals - 0.1%     
 13   Cabot Corp.    636 
           
     Communications Equipment - 1.3%     
 12   Arris Group, Inc. ●    318 
 39   Mitel Networks Corp. ●    342 
 22   Oplink Communications, Inc. ●    371 
 140   Palo Alto Networks, Inc. ●    8,298 
 98   ParkerVision, Inc. ●    450 
 23   Plantronics, Inc.    999 

 

1
 

 

The Hartford Small Company Fund

Schedule of Investments ― (continued)

January 31, 2014 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 

COMMON STOCKS - 98.0% - (continued)

   
     Communications Equipment - 1.3% - (continued)     
 21   Ubiquiti Networks, Inc. ●   $859 
         11,637 
     Construction and Engineering - 0.0%     
 7   EMCOR Group, Inc.    295 
           
     Construction Materials - 0.1%     
 75   Headwaters, Inc. ●    832 
           
     Construction, Farm Machinery and Heavy Trucks - 0.1%     
 4   AGCO Corp.    187 
 8   Lindsay Corp.    694 
 21   Titan International, Inc.    347 
         1,228 
     Consumer Finance - 0.1%     
 41   DFC Global Corp. ●    310 
 10   Portfolio Recovery Associates, Inc. ●    494 
 10   Regional Management Corp. ●    322 
         1,126 
     Data Processing and Outsourced Services - 4.0%     
 16   Blackhawk Network Holdings, Inc. ●    430 
 19   Cass Information Systems, Inc.    1,032 
 11   CSG Systems International, Inc.    321 
 36   Exlservice Holdings, Inc. ●    909 
 149   Global Payments, Inc.    9,857 
 206   Heartland Payment Systems, Inc.    8,871 
 65   Higher One Holdings, Inc. ●    505 
 96   WEX, Inc. ●    7,921 
 322   WNS Holdings Ltd. ADR ●    6,930 
         36,776 
     Distributors - 0.1%     
 16   Core-Mark Holding Co., Inc.    1,210 
           
     Diversified Capital Markets - 0.3%     
 89   HFF, Inc.    2,646 
         2,646 
     Diversified Chemicals - 0.1%     
 8   LSB Industries, Inc. ●    268 
 13   Olin Corp.    322 
         590 
     Diversified Support Services - 0.0%     
 10   Gategroup Holding AG    297 
           
     Electric Utilities - 0.0%     
 6   ALLETE, Inc.    280 
           
     Electrical Components and Equipment - 1.4%     
 52   Acuity Brands, Inc.    6,599 
 9   Belden, Inc.    568 
 101   Generac Holdings, Inc.    4,846 
 48   GrafTech International Ltd. ●    492 
         12,505 
     Electronic Equipment and Instruments - 0.5%     
 67   Cognex Corp. ●    2,623 
 5   Coherent, Inc. ●    347 
 12   FEI Co.    1,166 
         4,136 
     Environmental and Facilities Services - 0.9%     
 149   Clean Harbors, Inc. ●    8,370 
     Food Retail - 0.2%     
 21   Casey's General Stores, Inc.   1,413 
 15   Natural Grocers by Vitamin Cottage, Inc. ●    580 
         1,993 
     Footwear - 1.3%     
 259   Skechers USA, Inc. Class A ●    7,470 
 126   Steven Madden Ltd. ●    4,095 
         11,565 
     General Merchandise Stores - 0.3%     
 211   Tuesday Morning Corp. ●    2,775 
           
     Gold - 0.0%     
 43   New Gold, Inc. ●    246 
 216   Romarco Minerals, Inc. ●    103 
         349 
     Health Care Equipment - 3.5%     
 15   Cyberonics, Inc. ●    970 
 283   Dexcom, Inc. ●    11,460 
 70   Globus Medical, Inc. ●    1,636 
 7   Greatbatch, Inc. ●    302 
 85   Heartware International, Inc. ●    8,448 
 207   Insulet Corp. ●    8,894 
 12   Natus Medical, Inc. ●    319 
         32,029 
     Health Care Facilities - 1.0%     
 131   Acadia Healthcare Co., Inc. ●    6,670 
 6   AmSurg Corp. ●    242 
 8   Ensign Group, Inc.    331 
 37   HealthSouth Corp.    1,157 
 27   U.S. Physical Therapy, Inc.    866 
         9,266 
     Health Care Services - 2.5%     
 21   Corvel Corp. ●    999 
 217   Envision Healthcare Holdings ●    7,182 
 199   Examworks Group, Inc. ●    6,140 
 5   MEDNAX, Inc. ●    295 
 186   Team Health Holdings ●    8,038 
         22,654 
     Health Care Supplies - 0.3%     
 2   Atrion Corp.    621 
 17   ICU Medical, Inc. ●    1,107 
 46   Vascular Solutions, Inc. ●    1,092 
         2,820 
     Health Care Technology - 0.1%     
 22   Omnicell, Inc. ●    560 
           
     Heavy Electrical Equipment - 0.1%     
 18   AZZ, Inc.    764 
           
     Home Improvement Retail - 0.8%     
 79   Lumber Liquidators Holdings, Inc. ●    7,000 
           
     Homebuilding - 1.9%     
 18   LGI Homes, Inc. ●    307 
 13   M/I Schottenstein Homes, Inc. ●    318 
 21   New Home Co. LLC ●    256 
 1,042   Standard-Pacific Corp. ●    9,168 
 329   Taylor Morrison Home Corp. ●    6,961 
         17,010 

 

2
 

 

The Hartford Small Company Fund

Schedule of Investments ― (continued)

January 31, 2014 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 

COMMON STOCKS - 98.0% - (continued)

   
     Homefurnishing Retail - 0.9%     
 418   Pier 1 Imports, Inc.   $7,996 
         7,996 
     Hotels, Resorts and Cruise Lines - 0.1%     
 22   Marriott Vacations Worldwide Corp. ●    1,036 
           
     Household Products - 0.9%     
 106   Spectrum Brands Holdings, Inc.    8,010 
           
     Human Resource and Employment Services - 2.1%     
 27   GP Strategies Corp. ●    748 
 58   On Assignment, Inc. ●    1,722 
 305   TrueBlue, Inc. ●    7,480 
 156   Wageworks, Inc. ●    9,674 
         19,624 
     Independent Power Producers and Energy Traders - 0.0%     
 9   Pattern Energy Group, Inc.    254 
           
     Industrial Conglomerates - 0.0%     
 4   Carlisle Cos., Inc.    265 
           
     Industrial Machinery - 1.5%     
 350   Altra Industrial Motion Corp.    10,961 
 14   Chart Industries, Inc. ●    1,197 
 4   Crane Co.    269 
 10   John Bean Technologies Corp.    309 
 15   Luxfer Holdings plc    322 
 15   Sun Hydraulics Corp.    556 
 15   Trimas Corp. ●    530 
         14,144 
     Industrial REITs - 0.0%     
 10   Stag Industrial, Inc. REIT    215 
           
     Insurance Brokers - 0.0%     
 26   Partnership Assurance Group ●    137 
           
     Internet Software and Services - 10.3%     
 399   Angie's List, Inc. ●    7,166 
 597   Bankrate, Inc. ●    9,902 
 55   Carbonite, Inc. ●    552 
 326   Constant Contact, Inc. ●    8,814 
 131   Cornerstone OnDemand, Inc. ●    7,470 
 56   CoStar Group, Inc. ●    9,701 
 13   Cvent, Inc. ●    508 
 210   DealerTrack Technologies, Inc. ●    9,816 
 65   Demandware, Inc. ●    4,107 
 13   Digital River, Inc. ●    236 
 93   Envestnet, Inc. ●    3,968 
 33   j2 Global, Inc.    1,474 
 6   Marketo, Inc. ●    266 
 84   Opentable, Inc. ●    6,349 
 7   Textura Corp. ●    211 
 63   Trulia, Inc. ●    2,172 
 485   Web.com Group, Inc. ●    16,395 
 18   WebMD Health Corp. ●    845 
 165   Wix.com Ltd. ●    4,717 
         94,669 
     Investment Banking and Brokerage - 0.8%     
 129   LPL Financial Holdings, Inc.    6,902 
 22   Marcus & Millichap, Inc. ●   373 
         7,275 
     IT Consulting and Other Services - 2.3%     
 176   Acxiom Corp. ●    6,312 
 130   MAXIMUS, Inc.    5,516 
 69   Sapient Corp. ●    1,108 
 254   ServiceSource International LLC ●    2,028 
 182   Virtusa Corp. ●    6,242 
         21,206 
     Leisure Products - 0.1%     
 18   Arctic Cat, Inc.    751 
 3   Leapfrog Enterprises, Inc. ●    24 
         775 
     Life and Health Insurance - 0.8%     
 4   Phoenix Cos., Inc. ●    184 
 143   Protective Life Corp.    7,021 
         7,205 
     Life Sciences Tools and Services - 1.4%     
 31   Albany Molecular Research, Inc. ●    332 
 47   Bruker Corp. ●    948 
 108   Covance, Inc. ●    10,223 
 22   PAREXEL International Corp. ●    1,068 
         12,571 
     Managed Health Care - 0.6%     
 90   Wellcare Health Plans, Inc. ●    5,848 
         5,848 
     Metal and Glass Containers - 0.1%     
 16   Myers Industries, Inc.    310 
 18   Silgan Holdings, Inc.    805 
         1,115 
     Mortgage REITs - 0.1%     
 38   Arbor Realty Trust    260 
 16   Capstead Mortgage Corp. REIT    202 
         462 
     Movies and Entertainment - 1.3%     
 115   DreamWorks Animation SKG, Inc. ●    3,879 
 278   Imax Corp. ●    7,695 
 44   Speed Commerce, Inc. ●    177 
         11,751 
     Office REITs - 0.1%     
 20   Coresite Realty Corp. REIT    604 
           
     Oil and Gas Equipment and Services - 0.0%     
 13   C&J Energy Services, Inc. ●    299 
           
     Oil and Gas Exploration and Production - 2.4%     
 216   Athlon Energy, Inc. ●    6,584 
 189   BPZ Resources, Inc. ●    379 
 136   Diamondback Energy, Inc. ●    7,089 
 33   Energy XXI (Bermuda) Ltd.    759 
 29   EPL Oil & Gas, Inc. ●    777 
 63   Jones Energy, Inc. ●    993 
 74   Karoon Gas Australia Ltd. ●    207 
 43   Rex Energy Corp. ●    816 
 72   Rosetta Resources, Inc. ●    3,076 
 34   RSP Permian, Inc. ●    701 
 31   Synergy Resources Corp. ●    264 
         21,645 

 

3
 

 

The Hartford Small Company Fund

Schedule of Investments ― (continued)

January 31, 2014 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 

COMMON STOCKS - 98.0% - (continued)

     
     Oil and Gas Refining and Marketing - 0.1%     
 25   PBF Energy, Inc.   $637 
           
     Oil and Gas Storage and Transportation - 0.1%     
 15   SemGroup Corp.    897 
           
     Packaged Foods and Meats - 1.4%     
 13   Alliance Grain Traders, Inc.    205 
 13   TreeHouse Foods, Inc. ●    885 
 479   WhiteWave Foods Co. Class A ●    11,603 
         12,693 
     Paper Packaging - 0.1%     
 113   Graphic Packaging Holding Co. ●    1,075 
           
     Paper Products - 1.1%     
 359   KapStone Paper & Packaging Corp. ●    10,050 
           
     Personal Products - 0.2%     
 22   Elizabeth Arden, Inc. ●    585 
 31   Prestige Brands Holdings, Inc. ●    953 
         1,538 
     Pharmaceuticals - 2.3%     
 69   Cadence Pharmaceuticals, Inc. ●    761 
 181   Medicines Co. ●    6,299 
 77   Pacira Pharmaceuticals, Inc. ●    5,249 
 83   Salix Pharmaceuticals Ltd. ●    8,066 
 104   Xenoport, Inc. ●    598 
         20,973 
     Property and Casualty Insurance - 0.1%     
 19   Amerisafe, Inc.    794 
           
     Publishing - 0.9%     
 107   Shutterstock, Inc. ●    8,586 
           
     Real Estate Development - 0.0%     
 25   Armada Hoffler Properties, Inc.    226 
           
     Real Estate Operating Companies - 0.1%     
 17   Altisource Residential Corp.    497 
           
     Real Estate Services - 1.3%     
 191   Kennedy-Wilson Holdings, Inc.    4,582 
 94   Zillow, Inc. ●    7,690 
         12,272 
     Regional Banks - 1.2%     
 6   Bank of Marin Bancorp    243 
 34   First Merchants Corp.    718 
 8   Heritage Financial Corp.    136 
 184   PacWest Bancorp    7,394 
 12   Trico Bancshares    285 
 34   Umpqua Holdings Corp.    592 
 8   Washington Banking Co.    133 
 23   Wintrust Financial Corp.    1,012 
         10,513 
     Research and Consulting Services - 0.2%     
 14   Exponent, Inc.    1,039 
 23   RPX Corp. ●    371 
         1,410 
     Restaurants - 3.0%     
 445   Bloomin' Brands, Inc. ●    10,215 
 22   Brinker International, Inc.   1,059 
 39   Buffalo Wild Wings, Inc. ●    5,475 
 47   Del Frisco's Restaurant Group, Inc. ●    1,079 
 63   Ignite Restaurant Group, Inc. ●    771 
 53   Panera Bread Co. Class A ●    8,910 
 3   Red Robin Gourmet Burgers, Inc. ●    180 
         27,689 
     Retail REITs - 0.1%     
 52   Glimcher Realty Trust REIT    441 
 30   Ramco-Gershenson Properties Trust REIT    479 
         920 
     Semiconductor Equipment - 0.7%     
 70   GT Advanced Technologies, Inc. ●    715 
 138   Montage Technology Group Ltd. ●    3,040 
 34   Nanometrics, Inc. ●    582 
 103   SunEdison, Inc. ●    1,428 
 25   Ultratech Stepper, Inc. ●    622 
         6,387 
     Semiconductors - 1.5%     
 27   Exar Corp. ●    301 
 111   First Solar, Inc. ●    5,604 
 26   Inphi Corp. ●    293 
 15   Integrated Silicon Solution, Inc. ●    181 
 1,086   Lattice Semiconductor Corp. ●    6,278 
 19   PLX Technology, Inc. ●    116 
 23   SunPower Corp. ●    758 
 11   Supertex, Inc. ●    294 
         13,825 
     Specialized Consumer Services - 0.1%     
 22   Sotheby's Holdings    1,046 
           
     Specialized Finance - 0.0%     
 2   Marlin Business Services Corp.    51 
           
     Specialized REITs - 0.2%     
 23   Medical Properties Trust, Inc. REIT    304 
 9   Pebblebrook Hotel Trust REIT    265 
 32   Summit Hotel Properties, Inc. REIT    283 
 58   Sunstone Hotel Investors, Inc. REIT    743 
         1,595 
     Specialty Chemicals - 0.3%     
 6   Advanced Emissions Solutions, Inc. ●    305 
 7   Innospec, Inc.    287 
 74   Omnova Solutions, Inc. ●    665 
 40   PolyOne Corp.    1,439 
         2,696 
     Specialty Stores - 0.7%     
 3,137   Allstar Co. ⌂●†    5,690 
 21   Five Below, Inc. ●    753 
         6,443 
     Systems Software - 2.4%     
 354   Fleetmatics Group Ltd. ●    14,150 
 14   Imperva, Inc. ●    773 
 88   Tableau Software, Inc. ●    7,104 
         22,027 
     Technology Distributors - 0.5%     
 26   CDW Corp. of Delaware    604 
 94   Mobileye N.V. ⌂●†    3,545 
         4,149 

 

4
 

 

The Hartford Small Company Fund

Schedule of Investments ― (continued)

January 31, 2014 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 

COMMON STOCKS - 98.0% - (continued)

     
     Thrifts and Mortgage Finance - 0.3%     
 62   EverBank Financial Corp.   $1,099 
 38   Flushing Financial Corp.    774 
 14   Home Loan Servicing Solutions Ltd.    289 
 3   WSFS Financial Corp.    215 
         2,377 
     Trading Companies and Distributors - 3.0%     
 218   Applied Industrial Technologies, Inc.    11,003 
 14   CAI International, Inc. ●    296 
 7   Cervus Equipment Corp.    138 
 10   H & E Equipment Services, Inc. ●    297 
 318   HD Supply Holdings, Inc. ●    6,818 
 7   Textainer Group Holdings Ltd.    265 
 106   WESCO International, Inc. ●    8,828 
         27,645 
     Trucking - 2.8%     
 177   Avis Budget Group, Inc. ●    6,686 
 39   Celadon Group, Inc.    819 
 211   Con-way, Inc.    8,103 
 28   Marten Transport Ltd.    542 
 158   Old Dominion Freight Line, Inc. ●    8,586 
 668   Telogis, Inc. ⌂●†    1,002 
         25,738 
     Total common stocks     
     (cost $712,638)   $897,335 
           

PREFERRED STOCKS - 0.4%

  
     Trucking - 0.4%     
 909   Telogis, Inc. ⌂●†   $4,001 
           
     Total preferred stocks     
     (cost $2,001)   $4,001 
           

EXCHANGE TRADED FUNDS - 0.6%

     
     Other Investment Pools and Funds - 0.6%     
 39   iShares Russell 2000 Growth Index Fund    5,231 
           
     Total exchange traded funds     
     (cost $5,207)  $5,231 
           
     Total long-term investments     
     (cost $719,846)   $906,567 
           
SHORT-TERM INVESTMENTS - 1.0%     
     Repurchase Agreements - 1.0%     
     Bank of  Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $1,190, collateralized by U.S.
Treasury Bill 0.07% - 0.14%, 2014, U.S.
Treasury Bond 2.75% - 11.25%, 2015 -
2043, U.S. Treasury Note 0.25% - 4.25%,
2014 - 2023, value of $1,213)
     
$1,190    0.02%, 1/31/2014   $1,190 
     Bank of America Merrill Lynch TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $393,
collateralized by FHLMC 3.50% - 4.00%,
2042 - 2043, FNMA 2.81% - 4.50%, 2041 -
2042, value of $400)
     
 392    0.02%, 1/31/2014    392 
     Bank of Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $1,022, collateralized by FHLB
0.88%, 2017, FHLMC 0.05% - 5.50%, 2014
- 2043, FNMA 2.00% - 3.50%, 2025 - 2028,
GNMA 3.50%, 2042 - 2043, U.S. Treasury
Note 2.38%, 2014, value of $1,043)
     
1,022    0.03%, 1/31/2014   1,022 
    

Barclays Capital TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $1,083, collateralized by U.S.
Treasury Note 0.25% - 2.38%, 2014 - 2015,
value of $1,105)

     
 1,083    0.02%, 1/31/2014    1,083 
     Citigroup Global Markets, Inc. TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $2,378,
collateralized by U.S. Treasury Bill 0.06% -
0.10%, 2014, U.S. Treasury Bond 3.00% -
8.75%, 2017 - 2042, U.S. Treasury Note
0.25% - 3.75%, 2015 - 2023, value of
$2,426)
     
 2,378    0.02%, 1/31/2014    2,378 
     Deutsche Bank Securities TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $316, collateralized by FHLMC
3.00% - 5.50%, 2019 - 2043, FNMA 3.00%
- 6.50%, 2021 - 2043, GNMA 3.00% -
6.00%, 2037 - 2053, value of $322)
     
 316    0.03%, 1/31/2014    316 
     RBS Securities, Inc. TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $264, collateralized by U.S.
Treasury Note 2.63%, 2014, value of $270)
     
 264    0.02%, 1/31/2014    264 
     TD Securities TriParty Repurchase Agreement
(maturing on 02/03/2014 in the amount of
$2,258, collateralized by FFCB 0.14%,
2015, FHLB 0.55%, 2017, FHLMC 3.00% -
4.38%, 2015 - 2043, FNMA 2.50% - 4.50%,
2025 - 2043, value of $2,303)
     
 2,258    0.03%, 1/31/2014    2,258 
    

UBS Securities, Inc. Repurchase Agreement
(maturing on 02/03/2014 in the amount of
$21, collateralized by U.S. Treasury Note
2.38%, 2015, value of $21)

     
 21    0.01%, 1/31/2014    21 
         8,924 
     Total short-term investments     
     (cost $8,924)   $8,924 
           
     Total investments     
     (cost $728,770) ▲ 100.0 %  $915,491 
     Other assets and liabilities

%   142 
     Total net assets 100.0 %  $915,633 

 

5
 

 

The Hartford Small Company Fund

Schedule of Investments ― (continued)

January 31, 2014 (Unaudited)

(000’s Omitted)

 

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 may 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.

  

At January 31, 2014, the cost of securities for federal income tax purposes was $730,995 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation   $202,931 
Unrealized Depreciation    (18,435)
Net Unrealized Appreciation   $184,496 

 

These securities were 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 January 31, 2014, the aggregate value of these securities was $19,179, which represents 2.1% 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.
   

Non-income producing.  

 

The following securities are considered illiquid.  Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933 and may have contractual restrictions on resale.  A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

 

Period Acquired  Shares/ Par   Security  Cost Basis 
08/2011   3,137   Allstar Co.  $1,853 
08/2013   94   Mobileye N.V.   3,293 
09/2013   909   Telogis, Inc. Preferred   2,002 
09/2013   668   Telogis, Inc.   1,323 
11/2013   66   Tory Burch LLC   5,138 

 

At January 31, 2014, the aggregate value of these securities was $19,179, which represents 2.1% of total net assets.

 

Foreign Currency Contracts Outstanding at January 31, 2014

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
AUD  Buy  02/04/2014  BOA  $8   $8   $   $ 

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

6
 

 

The Hartford Small Company Fund

Schedule of Investments ― (continued)

January 31, 2014 (Unaudited)

(000’s Omitted)

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Counterparty Abbreviations:
BOA Banc of America Securities LLC
 
Currency Abbreviations:
AUD Australian Dollar  
 
Other Abbreviations:
ADR American Depositary Receipt
FFCB Federal Farm Credit Bank
FHLB Federal Home Loan Bank
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
GNMA Government National Mortgage Association
REIT Real Estate Investment Trust

 

Diversification by Sector
as of January 31, 2014
Sector  Percentage of
Net Assets
 
Equity Securities     
Consumer Discretionary   15.6%
Consumer Staples   2.8 
Energy   2.6 
Financials   8.6 
Health Care   18.0 
Industrials   19.3 
Information Technology   30.2 
Materials   1.9 
Utilities   0.0 
Total   99.0%
Short-Term Investments   1.0 
Other Assets and Liabilities   0.0 
Total   100.0%

 

A sector may be comprised of several industries.  For Fund compliance purposes, the Fund may not use the same classification system and these sector classifications are used for reporting ease.

 

7
 

 

The Hartford Small Company Fund

Schedule of Investments ― (continued)

January 31, 2014 (Unaudited)

(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary
January 31, 2014

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks ‡   $897,335   $873,318   $8,839   $15,178 
Exchange Traded Funds    5,231    5,231         
Preferred Stocks    4,001            4,001 
Short-Term Investments    8,924        8,924     
Total   $915,491   $878,549   $17,763   $19,179 
Foreign Currency Contracts *                 
Total   $   $   $   $ 

 

For the three-month period ended January 31, 2014, there were no transfers between Level 1 and Level 2.

The Fund has all or primarily all of the equity securities categorized in a particular level.  Refer to the Schedule of Investments for further industry breakout.
*Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

 

Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:

 

   Balance as
of
October
31, 2013
   Realized
Gain
(Loss)
   Change in
Unrealized
Appreciation
(Depreciation)
   Net
Amortization
   Purchases   Sales   Transfers
Into
Level 3
   Transfers
Out of
Level 3
   Balance as
of
January
31, 2014
 
Assets:                                             
Common Stocks   $9,923   $   $117*  $   $5,138   $   $   $   $15,178 
Preferred Stocks    1,801        2,200                       4,001 
Total   $11,724   $   $2,317   $   $5,138   $   $   $   $19,179 

 

* Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2014 was $117.
Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2014 was $2,200.

 

Note:For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

8
 

 

 

The Hartford Small/Mid Cap Equity Fund

Schedule of Investments

January 31, 2014 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 

COMMON STOCKS - 99.0%

     
     Automobiles and Components - 1.0%     
 15   Goodyear (The) Tire & Rubber Co.   $348 
 3   Lear Corp.    195 
 8   Superior Industries International, Inc.    144 
         687 
     Banks - 5.9%     
 7   Banco Latinoamericano De Comercio Exterior S.A. ADR    178 
 42   Fifth Third Bancorp    881 
 9   First Interstate Bancsystem, Inc.    221 
 20   First Niagara Financial Group, Inc.    174 
 56   Huntington Bancshares, Inc.    503 
 10   MainSource Financial Group, Inc.    163 
 19   MGIC Investment Corp. ●    157 
 2   Nationstar Mortgage Holdings, Inc. ●    67 
 4   Ocwen Financial Corp. ●    163 
 6   Popular, Inc. ●    156 
 44   Regions Financial Corp.    442 
 20   United Community Banks, Inc. ●    339 
 11   Webster Financial Corp.    318 
 9   Western Alliance Bancorp ●    202 
 2   WSFS Financial Corp.    136 
 5   Zions Bancorporation    138 
         4,238 
     Capital Goods - 9.2%     
 7   A.O. Smith Corp.    321 
 5   AAON, Inc.    157 
 5   Aceto Corp.    116 
 2   AGCO Corp.    128 
 13   Aircastle Ltd.    242 
 6   Albany International Corp. Class A    204 
 3   Alliant Techsystems, Inc.    460 
 6   Altra Industrial Motion Corp.    172 
 4   American Railcar Industries, Inc.    191 
 2   American Science & Engineering, Inc.    137 
 14   Ampco-Pittsburgh Corp.    245 
 5   Argan, Inc.    153 
 6   Barnes Group, Inc.    217 
 2   CIRCOR International, Inc.    130 
 1   DXP Enterprises, Inc. ●    115 
 4   Enpro Industries, Inc. ●    276 
 3   Gorman Rupp Co.    83 
 7   John Bean Technologies Corp.    213 
 20   Meritor, Inc. ●    217 
 2   Moog, Inc. Class A ●    132 
 5   MRC Global, Inc. ●    131 
 3   National Presto Industries, Inc. ●    236 
 6   Oshkosh Corp.    309 
 2   Proto Laboratories, Inc. ●    135 
 42   Taser International, Inc. ●    673 
 4   Teledyne Technologies, Inc. ●    404 
 6   Trex Co., Inc. ●    408 
 3   Trinity Industries, Inc.    198 
 4   URS Corp.    176 
         6,579 
     Commercial and Professional Services - 5.1%     
 7   Avery Dennison Corp.    360 
 10   Barrett Business Services, Inc.    774 
 5   Deluxe Corp.    252 
 4   Dun & Bradstreet Corp.    385 
 7   Geo Group, Inc.    244 
 3   Manpowergroup, Inc.   257 
 4   Multi-Color Corp.    144 
 9   Pitney Bowes, Inc.    224 
 9   RPX Corp. ●    141 
 3   Towers Watson & Co.    362 
 3   UniFirst Corp.    360 
 5   Viad Corp.    137 
         3,640 
     Consumer Durables and Apparel - 4.8%     
 4   Brunswick Corp.    149 
 6   CSS Industries, Inc.    162 
 3   Fossil Group, Inc. ●    280 
 10   Hanesbrands, Inc.    719 
 4   Harman International Industries, Inc.    414 
 7   Iconix Brand Group, Inc. ●    264 
 10   La-Z-Boy, Inc.    266 
 8   Libbey, Inc. ●    166 
 3   Nacco Industries, Inc. Class A    163 
 6   Polaris Industries, Inc.    749 
 4   Steven Madden Ltd. ●    121 
         3,453 
     Consumer Services - 4.2%     
 4   American Public Education, Inc. ●    148 
 2   Bally Technologies, Inc. ●    139 
 3   Bob Evans Farms, Inc.    156 
 8   Brinker International, Inc.    397 
 6   Capella Education Co.    349 
 4   Cheesecake Factory, Inc.    187 
 4   DeVry Education Group, Inc.    152 
 5   Domino's Pizza, Inc.    320 
 14   International Speedway Corp. Class A    460 
 11   Krispy Kreme Doughnuts, Inc. ●    186 
 4   Multimedia Games Holding Co., Inc. ●    121 
 9   Ruth's Hospitality Group, Inc.    116 
 3   Sotheby's Holdings    129 
 5   Weight Watchers International, Inc.    124 
         2,984 
     Diversified Financials - 1.9%     
 21   Apollo Investment Corp.    178 
 5   Eaton Vance Corp.    171 
 16   New Mountain Finance Corp.    229 
 2   Portfolio Recovery Associates, Inc. ●    89 
 33   Prospect Capital Corp.    355 
 11   Wisdomtree Investment, Inc. ●    153 
 2   World Acceptance Corp. ●    153 
         1,328 
     Energy - 5.9%     
 12   Alon USA Energy, Inc.    182 
 2   Bristow Group, Inc.    136 
 1   Core Laboratories N.V.    197 
 3   CVR Energy, Inc.    122 
 9   Delek U.S. Holdings, Inc.    261 
 7   Goodrich Petroleum Corp. ●    128 
 9   Green Plains Renewable Energy, Inc.    194 
 5   Helmerich & Payne, Inc.    423 
 11   HollyFrontier Corp.    487 
 6   Matrix Service Co. ●    158 
 2   Oil States International, Inc. ●    197 
 25   Sandridge Energy, Inc. ●    156 
 3   Seacor Holdings, Inc. ●    269 

 

1
 

 

The Hartford Small/Mid Cap Equity Fund

Schedule of Investments ― (continued)

January 31, 2014 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 

COMMON STOCKS - 99.0% - (continued)

     
     Energy - 5.9% - (continued)     
 2   SM Energy Co.   $132 
 31   Vaalco Energy, Inc. ●    189 
 11   Valero Energy Corp.    579 
 11   Western Refining, Inc.    417 
         4,227 
     Food and Staples Retailing - 0.6%     
 43   Rite Aid Corp. ●    240 
 3   Spartan Stores, Inc.    70 
 21   Supervalu, Inc. ●    121 
         431 
     Food, Beverage and Tobacco - 0.9%     
 8   Dean Foods Co. ●    123 
 3   Green Mountain Coffee Roasters, Inc.    202 
 18   Pilgrim's Pride Corp. ●    293 
 1   Universal Corp.    67 
         685 
     Health Care Equipment and Services - 7.3%     
 4   Aetna, Inc.    246 
 3   Align Technology, Inc. ●    202 
 5   Anika Therapeutics, Inc. ●    173 
 3   Centene Corp. ●    188 
 4   Community Health Systems, Inc. ●    174 
 4   Cyberonics, Inc. ●    287 
 17   Gentiva Health Services, Inc. ●    191 
 5   Health Net, Inc. ●    174 
 6   HealthSouth Corp.    184 
 9   Hill-Rom Holdings, Inc.    319 
 3   Magellan Health Services, Inc. ●    156 
 4   Medidata Solutions, Inc. ●    265 
 5   MEDNAX, Inc. ●    289 
 5   Molina Healthcare, Inc. ●    176 
 7   Omnicare, Inc.    456 
 18   Owens & Minor, Inc.    634 
 7   Quality Systems, Inc.    131 
 15   Select Medical Holdings Corp.    160 
 9   Teleflex, Inc.    805 
         5,210 
     Household and Personal Products - 1.1%     
 2   Herbalife Ltd.    154 
 4   Inter Parfums, Inc.    143 
 4   Nu Skin Enterprises, Inc. Class A    347 
 4   Prestige Brands Holdings, Inc. ●    121 
         765 
     Insurance - 4.3%     
 7   American Equity Investment Life Holding Co.    147 
 5   Argo Group International Holdings Ltd.    220 
 7   Assurant, Inc.    451 
 3   Everest Re Group Ltd.    426 
 4   FBL Financial Group Class A    166 
 18   Genworth Financial, Inc. ●    264 
 11   Greenlight Capital Re Ltd. Class A ●    350 
 8   Hilltop Holdings, Inc. ●    181 
 7   Montpelier Re Holdings Ltd.    206 
 6   Protective Life Corp.    304 
 19   Symetra Financial Corp.    368 
         3,083 
     Materials - 5.3%     
 24   A. M. Castle & Co. ●    328 
 4   Advanced Emissions Solutions, Inc. ●    175 
 3   AEP Industries, Inc. ●   128 
 6   Cliff's Natural Resources, Inc.    108 
 3   Domtar Corp.    365 
 11   Ferro Corp. ●    133 
 9   FutureFuel Corp.    147 
 11   Gold Resource Corp.    50 
 9   Huntsman Corp.    202 
 3   Innospec, Inc.    129 
 8   Kraton Performance Polymers, Inc. ●    205 
 7   Myers Industries, Inc.    138 
 8   Olin Corp.    213 
 5   OM Group, Inc. ●    149 
 18   Resolute Forest Products ●    338 
 4   Rock Tenn Co. Class A    416 
 8   Sealed Air Corp.    234 
 12   United States Steel Corp.    305 
         3,763 
     Media - 1.1%     
 4   Gannett Co., Inc.    100 
 31   Global Sources Ltd. ●    207 
 7   Morningstar, Inc.    517 
         824 
     Pharmaceuticals, Biotechnology and Life Sciences - 5.6%     
 4   Charles River Laboratories International, Inc. ●    215 
 13   Emergent Biosolutions, Inc. ●    321 
 4   Endo Health Solutions, Inc. ●    263 
 5   Genomic Health, Inc. ●    135 
 6   Impax Laboratories, Inc. ●    148 
 4   Isis Pharmaceuticals, Inc. ●    225 
 5   Luminex Corp. ●    99 
 12   Myriad Genetics, Inc. ●    341 
 2   PAREXEL International Corp. ●    83 
 61   PDL Biopharma, Inc.    554 
 18   Pozen, Inc.    141 
 2   Questcor Pharmaceuticals, Inc.    141 
 13   Repligen Corp. ●    204 
 4   Salix Pharmaceuticals Ltd. ●    341 
 4   Sarepta Therapeutics, Inc. ●    90 
 24   Sciclone Pharmaceuticals, Inc. ●    112 
 6   United Therapeutics Corp. ●    575 
         3,988 
     Real Estate - 8.6%     
 17   American Capital Mortgage Investment Corp. REIT    323 
 24   Brandywine Realty Trust REIT    342 
 26   Capstead Mortgage Corp. REIT    331 
 10   CBL & Associates Properties, Inc. REIT    161 
 12   DDR Corp. REIT    194 
 22   Franklin Street Properties Corp. REIT    267 
 25   Hatteras Financial Corp. REIT    452 
 69   Lexington Realty Trust REIT    748 
 30   Mack-Cali Realty Corp. REIT    600 
 16   Omega Healthcare Investors, Inc. REIT    495 
 47   Piedmont Office Realty Trust, Inc.    782 
 11   Redwood Trust, Inc. REIT    202 
 51   Retail Properties of America, Inc.    675 
 16   RLJ Lodging Trust REIT    405 
 5   Sabra Healthcare REIT, Inc.    142 
         6,119 

  

2
 

 

The Hartford Small/Mid Cap Equity Fund

Schedule of Investments ― (continued)

January 31, 2014 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 

COMMON STOCKS - 99.0% - (continued)

     
     Retailing - 4.1%     
 6   ANN, Inc. ●   $184 
 3   Children's Place Retail Stores, Inc. ●    137 
 4   Dillard's, Inc.    384 
 6   Express, Inc. ●    107 
 8   Francescas Holding Corp. ●    143 
 4   GameStop Corp. Class A    126 
 5   Guess?, Inc.    140 
 2   Liberty Ventures - Series A ●    232 
 4   Lumber Liquidators Holdings, Inc. ●    320 
 4   Men's Wearhouse, Inc.    183 
 7   Nutrisystem, Inc.    98 
 28   Office Depot, Inc. ●    138 
 8   Overstock.com, Inc. ●    160 
 16   PetMed Express, Inc.    208 
 7   Rent-A-Center, Inc.    165 
 4   Williams-Sonoma, Inc.    207 
         2,932 
     Semiconductors and Semiconductor Equipment - 1.0%     
 8   Cirrus Logic, Inc. ●    131 
 2   First Solar, Inc. ●    111 
 11   Kulicke & Soffa Industries, Inc. ●    126 
 33   Silicon Image, Inc. ●    182 
 5   SunPower Corp. ●    146 
         696 
     Software and Services - 8.6%     
 5   Advent Software, Inc.    148 
 6   AOL, Inc. ●    258 
 17   AVG Technologies N.V. ●    279 
 6   Blucora, Inc. ●    149 
 7   Booz Allen Hamilton Holding Corp.    132 
 10   Brightcove, Inc. ●    111 
 21   CA, Inc.    674 
 4   CACI International, Inc. Class A ●    303 
 12   Carbonite, Inc. ●    117 
 5   CSG Systems International, Inc.    147 
 10   Digital River, Inc. ●    172 
 6   DST Systems, Inc.    500 
 12   Egain Communications Corp. ●    116 
 6   Euronet Worldwide, Inc. ●    236 
 14   Global Cash Access, Inc. ●    121 
 4   Heartland Payment Systems, Inc.    168 
 8   Mentor Graphics Corp.    158 
 6   Netscout Systems, Inc. ●    219 
 5   Neustar, Inc. ●    159 
 2   Opentable, Inc. ●    128 
 3   Pegasystems, Inc.    141 
 3   Splunk, Inc. ●    208 
 26   Synacor, Inc. ●    60 
 8   Take-Two Interactive Software, Inc. ●    159 
 25   TiVo, Inc. ●    304 
 7   Travelzoo, Inc. ●    154 
 3   Unisys Corp. ●    96 
 9   ValueClick, Inc. ●    185 
 9   Verint Systems, Inc. ●    391 
 5   Web.com Group, Inc. ●    172 
         6,165 
     Technology Hardware and Equipment - 5.0%     
 4   Arrow Electronics, Inc. ●    205 
 7   Aruba Networks, Inc. ●    146 
 8   Benchmark Electronics, Inc. ●    173 
 47   Brocade Communications Systems, Inc. ●    444 
 14   Calix, Inc. ●    112 
 13   Comtech Telecommunications Corp.    386 
 25   Extreme Networks, Inc. ●    185 
 8   Ingram Micro, Inc. ●    205 
 4   Lexmark International, Inc.    161 
 4   Plexus Corp. ●    141 
 13   Polycom, Inc. ●    160 
 4   SYNNEX Corp. ●    208 
 6   Technology Data Corp. ●    323 
 4   Ubiquiti Networks, Inc. ●    156 
 6   Western Digital Corp.    543 
         3,548 
     Telecommunication Services - 0.7%     
 11   Telephone & Data Systems, Inc.    308 
 42   Vonage Holdings Corp. ●    193 
         501 
     Transportation - 2.0%     
 12   Alaska Air Group, Inc.    981 
 2   Allegiant Travel Co.    162 
 12   Swift Transportation Co. ●    259 
         1,402 
     Utilities - 4.8%     
 60   Atlantic Power Corp.    159 
 4   El Paso Electric Co.    149 
 17   Great Plains Energy, Inc.    415 
 8   Laclede Group, Inc.    362 
 16   Pinnacle West Capital Corp.    853 
 16   Portland General Electric Co.    471 
 7   Vectren Corp.    266 
 24   Westar Energy, Inc.    783 
         3,458 
     Total common stocks     
     (cost $59,387)   $70,706 
           
     Total long-term investments     
     (cost $59,387)   $70,706 
           
SHORT-TERM INVESTMENTS - 0.7% 
Repurchase Agreements - 0.7%     
     Bank of  Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $65, collateralized by U.S.
Treasury Bill 0.07% - 0.14%, 2014, U.S.
Treasury Bond 2.75% - 11.25%, 2015 -
2043, U.S. Treasury Note 0.25% - 4.25%,
2014 - 2023, value of $66)
     
$65    0.02%, 1/31/2014   $65 
     Bank of America Merrill Lynch TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $22,
collateralized by FHLMC 3.50% - 4.00%,
2042 - 2043, FNMA 2.81% - 4.50%, 2041 -
2042, value of $22)
     
 22    0.02%, 1/31/2014    22 

 

 

3
 

 

The Hartford Small/Mid Cap Equity Fund

Schedule of Investments ― (continued)

January 31, 2014 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
SHORT-TERM INVESTMENTS - 0.7% - (continued)     
Repurchase Agreements - 0.7% - (continued)     
     Bank of Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $56, collateralized by FHLB
0.88%, 2017, FHLMC 0.05% - 5.50%, 2014 
- 2043, FNMA 2.00% - 3.50%, 2025 - 2028,
GNMA 3.50%, 2042 - 2043, U.S. Treasury
Note 2.38%, 2014, value of $57)
     
$56    0.03%, 1/31/2014   $56 
     Barclays Capital TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $59, collateralized by U.S.
Treasury Note 0.25% - 2.38%, 2014 - 2015,
value of $61)
     
 59    0.02%, 1/31/2014    59 
     Citigroup Global Markets, Inc. TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $130,
collateralized by U.S. Treasury Bill 0.06% -
0.10%, 2014, U.S. Treasury Bond 3.00% -
8.75%, 2017 - 2042, U.S. Treasury Note
0.25% - 3.75%, 2015 - 2023, value of $133)
     
 130    0.02%, 1/31/2014    130 
     Deutsche Bank Securities TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $17, collateralized by FHLMC
3.00% - 5.50%, 2019 - 2043, FNMA 3.00%
- 6.50%, 2021 - 2043, GNMA 3.00% -
6.00%, 2037 - 2053, value of $18)
     
 17    0.03%, 1/31/2014    17 
     RBS Securities, Inc. TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $15, collateralized by U.S.
Treasury Note 2.63%, 2014, value of $15)
     
 15    0.02%, 1/31/2014    15 
     TD Securities TriParty Repurchase Agreement
(maturing on 02/03/2014 in the amount of
$124, collateralized by FFCB 0.14%, 2015,
FHLB 0.55%, 2017, FHLMC 3.00% -
4.38%, 2015 - 2043, FNMA 2.50% - 4.50%,
2025 - 2043, value of $126)
     
 124    0.03%, 1/31/2014    124 
     UBS Securities, Inc. Repurchase Agreement
(maturing on 02/03/2014 in the amount of
$1, collateralized by U.S. Treasury Note
2.38%, 2015, value of $1)
     
 1    0.01%, 1/31/2014    1 
         489 
     Total short-term investments     
     (cost $489)   $489 
           
     Total investments     
     (cost $59,876) ▲ 99.7 %  $71,195 
     Other assets and liabilities 0.3 %   185 
     Total net assets 100.0 %  $71,380 

 

4
 

 

The Hartford Small/Mid Cap Equity Fund

Schedule of Investments ― (continued)

January 31, 2014 (Unaudited)

(000’s Omitted)

 

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

 

At January 31, 2014, the cost of securities for federal income tax purposes was $59,981 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation   $13,529 
Unrealized Depreciation    (2,315)
Net Unrealized Appreciation   $11,214 

 

Non-income producing.

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Other Abbreviations:
ADR American Depositary Receipt
FFCB Federal Farm Credit Bank
FHLB Federal Home Loan Bank
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
GNMA Government National Mortgage Association
REIT Real Estate Investment Trust

  

Diversification by Sector
as of January 31, 2014
Sector  Percentage of
Net Assets
 
Equity Securities     
Consumer Discretionary   15.2% 
Consumer Staples   2.6 
Energy   5.9 
Financials   20.7 
Health Care   12.9 
Industrials   16.3 
Information Technology   14.6 
Materials   5.3 
Services   0.7 
Utilities   4.8 
Total   99.0%
Short-Term Investments   0.7 
Other Assets and Liabilities   0.3 
Total   100.0%

 

A sector may be comprised of several industries.  For Fund compliance purposes, the Fund may not use the same classification system and these sector classifications are used for reporting ease.

  

Investment Valuation Hierarchy Level Summary
January 31, 2014

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks ‡   $70,706   $70,706   $   $ 
Short-Term Investments    489        489     
Total   $71,195   $70,706   $489   $ 

 

For the three-month period ended January 31, 2014, there were no transfers between Level 1 and Level 2.
The Fund has all or primarily all of the equity securities categorized in a particular level.  Refer to the Schedule of Investments for further industry breakout.

 

Note: For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

5
 

 

 

The Hartford Strategic Income Fund
Schedule of Investments
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 18.2%

     Computer and Electronic Product Manufacturing - 0.2%     
     SBA Tower Trust     
$1,355    3.60%, 04/15/2043 ■╦   $1,326 
           
     Finance and Insurance - 18.0%     
     American Home Mortgage Assets Trust     
 657    0.28%, 03/25/2047 ‡Δ    508 
 893    1.07%, 10/25/2046 ‡Δ    651 
     Amortizing Residential Collateral Trust     
 62    0.80%, 08/25/2032 ╦Δ    57 
     Asset Backed Funding Certificates     
 1,281    0.38%, 01/25/2037 ‡Δ    756 
     Banc of America Commercial Mortgage, Inc.     
 45    5.18%, 09/10/2047 ‡Δ    48 
 1,051    5.27%, 11/10/2042 Δ    1,085 
 830    5.63%, 07/10/2046 ‡Δ    901 
     Banc of America Funding Corp.     
 721    0.35%, 10/20/2036 ‡Δ    514 
 253    5.85%, 01/25/2037 ‡    205 
     Banc of America Mortgage Securities     
 462    2.77%, 09/25/2035 Δ    440 
     BB-UBS Trust     
 270    3.43%, 11/05/2036 ■‡    255 
     BCAP LLC Trust     
 850    0.33%, 01/25/2037 ‡Δ    627 
 841    0.34%, 03/25/2037 ‡Δ    682 
 710    0.37%, 05/25/2047 ‡Δ    498 
     Bear Stearns Adjustable Rate Mortgage Trust     
 1,092    2.43%, 10/25/2035 ‡Δ    1,073 
     Bear Stearns Alt-A Trust     
 1,328    0.54%, 05/25/2036 ‡Δ    871 
     Bear Stearns Commercial Mortgage Securities, Inc.     
 345    5.41%, 12/11/2040    365 
 246    5.47%, 01/12/2045    274 
 285    5.54%, 10/12/2041 ‡    311 
 822    5.58%, 04/12/2038 ‡Δ    886 
     Chase Mortgage Finance Corp.     
 1,050    5.50%, 11/25/2035 ╦    1,036 
     Citigroup Commercial Mortgage Trust     
 1,396    0.51%, 03/25/2037 ╦Δ    750 
 490    4.25%, 09/10/2046 ■    360 
 145    5.11%, 09/10/2046 ╦    149 
     Citigroup Commercial Mortgage Trust, Inc.     
 615    6.13%, 12/10/2049 ╦Δ    698 
     Citigroup/Deutsche Bank Commercial Mortgage Trust     
 537    5.89%, 11/15/2044 ‡    603 
     Commercial Mortgage Loan Trust     
 570    4.75%, 11/15/2045 ■╦    472 
 394    6.01%, 12/10/2049 ╦Δ    439 
     Commercial Mortgage Pass-Through Certificates     
 900    3.15%, 08/15/2045 ╦    884 
 240    3.96%, 02/10/2047    247 
 125    5.02%, 08/17/2045 ■╦    118 
 51    5.75%, 06/10/2046 Δ    56 
     Community or Commercial Mortgage Trust     
 705    3.21%, 03/10/2046 ╦    688 
     Countrywide Alternative Loan Trust     
 792    0.48%, 11/25/2035 ╦Δ    630 
 1,926    5.75%, 05/25/2036    1,612 
     Countrywide Home Loans, Inc.     
 1,406    2.73%, 09/25/2047 Δ    1,181 
 916    5.05%, 11/20/2035 ╦Δ    796 
 1,550    5.75%, 08/25/2037    1,480 
     CS First Boston Mortgage Securities Corp.     
 610    4.88%, 04/15/2037    617 
     Deutsche Alt-A Securities, Inc. Mortgage     
 922    0.28%, 08/25/2036 ╦Δ    649 
 485    0.31%, 03/25/2037 ╦Δ    297 
     Downey S & L Assoc Mortgage Loan Trust     
 423    1.06%, 03/19/2046 Δ    326 
     First Franklin Mortgage Loan Trust     
 1,805    0.40%, 04/25/2036 ╦Δ    1,059 
     First Horizon Alternative Mortgage Securities     
 2,288    2.21%, 04/25/2036 ╦Δ    1,911 
 2,048    2.24%, 09/25/2035 ╦Δ    1,785 
     First Horizon Mortgage Pass-through Trust     
 187    2.53%, 08/25/2037 Δ    156 
     FREMF Mortgage Trust     
 330    3.60%, 05/25/2046 ■    304 
 155    3.63%, 07/25/2046 ■╦Δ    133 
 70    3.95%, 08/25/2023 ■Δ    61 
 85    4.18%, 05/25/2045 ■    84 
     Fremont Home Loan Trust     
 636    0.31%, 10/25/2036 ╦Δ    320 
     GE Capital Commercial Mortgage Corp.     
 70    5.31%, 11/10/2045 Δ    74 
     GMAC Commercial Mortgage Securities, Inc.     
 220    5.24%, 11/10/2045 Δ    231 
     GMAC Mortgage Corp. Loan Trust     
 166    3.00%, 04/19/2036 ╦Δ    145 
 1,208    3.12%, 09/19/2035 Δ    1,150 
     Goldman Sachs Mortgage Securities Trust     
 375    4.07%, 01/10/2024 ☼Δ    386 
 1,795    4.86%, 11/10/2045 ■╦Δ    1,690 
 2,340    5.00%, 05/10/2045 ■╦Δ    1,912 
     Greenwich Capital Commercial Funding Corp.     
 1,175    5.74%, 12/10/2049    1,314 
     GSAA Home Equity Trust     
 1,053    0.21%, 03/25/2047 ╦Δ    626 
 984    0.23%, 12/25/2046 ╦Δ    556 
 4,842    0.24%, 02/25/2037 ╦Δ    2,626 
 632    0.25%, 12/25/2036 ╦Δ    335 
 1,567    0.26%, 03/25/2037 ╦Δ    793 
 509    0.32%, 07/25/2036 ╦Δ    244 
 1,157    0.33%, 03/25/2047 ╦Δ    571 
 327    0.39%, 04/25/2047 ╦Δ    189 
 829    0.40%, 11/25/2036 ╦Δ    486 
     GSAMP Trust     
 2,526    0.25%, 01/25/2037 ╦Δ    1,346 
 385    0.26%, 12/25/2046 ╦Δ    208 
 686    0.36%, 11/25/2036 ╦Δ    373 
     GSR Mortgage Loan Trust     
 1,695    2.63%, 01/25/2036 Δ    1,527 

 

1
 

 

The Hartford Strategic Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 18.2% - (continued)

     Finance and Insurance - 18.0% - (continued)     
     GSR Mortgage Loan Trust - (continued)     
$1,405    2.78%, 04/25/2035 ╦Δ   $1,358 
 182    2.79%, 10/25/2035 Δ    160 
     Harborview Mortgage Loan Trust     
 660    0.32%, 05/25/2038 ╦Δ    494 
 1,268    0.35%, 01/19/2038 ╦Δ    1,061 
 1,688    0.38%, 05/19/2047 ╦Δ    748 
 4,844    0.40%, 12/19/2036 ╦Δ    3,173 
 989    0.49%, 09/19/2035 ╦Δ    758 
     Hilton USA Trust     
 245    2.66%, 11/05/2030 ■    247 
 110    2.92%, 11/05/2030 ■╦    110 
 1,395    3.92%, 11/05/2030 ■╦Δ    1,395 
     Home Equity Loan Trust     
 652    2.43%, 11/25/2035 ╦Δ    616 
     IMPAC Commercial Mortgage Backed Trust     
 127    1.66%, 02/25/2036 ╦Δ    120 
     Impac Secured Assets Trust     
 2,432    0.44%, 08/25/2036 ╦Δ    1,620 
     IndyMac Index Mortgage Loan Trust     
 594    0.44%, 07/25/2035 ╦Δ    504 
 375    0.45%, 01/25/2036 ╦Δ    242 
 1,985    0.56%, 07/25/2046 ╦Δ    1,050 
 973    2.57%, 03/25/2036 ╦Δ    717 
 614    2.61%, 12/25/2036 Δ    534 
     JP Morgan Chase Commercial Mortgage Securities Corp.     
 800    1.66%, 02/12/2051 Δ    765 
 681    2.75%, 10/15/2045 ■    452 
 670    2.83%, 10/15/2045    641 
 625    3.91%, 05/05/2030 ■Δ    626 
 100    4.67%, 10/15/2045 ■Δ    94 
 506    5.24%, 01/12/2043 ╦Δ    538 
 300    5.31%, 08/15/2046 ■╦Δ    305 
 1,034    5.34%, 08/12/2037 ╦    1,073 
     JP Morgan Mortgage Trust     
 2,195    2.73%, 05/25/2036 ╦Δ    2,020 
 467    2.74%, 09/25/2035 Δ    454 
 555    2.75%, 08/25/2036 ╦Δ    476 
     LB-UBS Commercial Mortgage Trust     
 269    5.86%, 07/15/2040    289 
 197    5.86%, 06/15/2038 ╦Δ    215 
 869    5.87%, 09/15/2045    977 
 193    6.15%, 04/15/2041 ╦Δ    222 
     Lehman XS Trust     
 600    0.37%, 07/25/2046 Δ    466 
     Merrill Lynch Mortgage Investors Trust     
 490    2.77%, 07/25/2035 ╦Δ    421 
     Morgan Stanley Capital I     
 453    4.99%, 08/13/2042    473 
 610    5.16%, 10/12/2052 ╦Δ    649 
     Morgan Stanley Capital Investments     
 294    5.81%, 12/12/2049    331 
     Morgan Stanley Mortgage Loan Trust     
 2,944    0.33%, 05/25/2036 - 11/25/2036 ╦Δ    1,401 
     Morgan Stanley Re-Remic Trust     
 185    5.80%, 08/12/2045 ■Δ    203 
     Residential Accredit Loans, Inc.     
 2,786    1.42%, 11/25/2037 ╦Δ    1,699 
 2,179    3.86%, 04/25/2035 ╦Δ    1,954 
     Residential Asset Securitization Trust     
 955    0.61%, 03/25/2035 Δ    747 
     RFMSI Trust     
 146    3.15%, 04/25/2037 ╦Δ    127 
     Sequoia Mortgage Trust     
 315    0.43%, 01/20/2035 ╦Δ    289 
 84    2.46%, 07/20/2037 Δ    68 
     Soundview Home Equity Loan Trust, Inc.     
 3,766    0.40%, 07/25/2036 ╦Δ    1,882 
     Springleaf Mortgage Loan Trust     
 1,035    3.52%, 12/25/2065 ■    1,018 
     Structured Adjustable Rate Mortgage Loan Trust     
 569    0.31%, 02/25/2037 ╦Δ    405 
 2,426    2.36%, 02/25/2036 Δ    1,808 
     Structured Asset Mortgage Investments, Inc.     
 750    0.38%, 05/25/2046 ╦Δ    424 
 1,781    0.39%, 02/25/2036 ╦Δ    1,408 
     UBS-Barclays Commercial Mortgage Trust     
 810    2.97%, 04/10/2046 ╦    776 
 788    3.18%, 03/10/2046 ╦Δ    767 
     VNO Mortgage Trust     
 710    3.95%, 12/13/2029 ■Δ    697 
     Wachovia Bank Commercial Mortgage Trust     
 525    4.94%, 04/15/2042 ╦    541 
 196    5.42%, 01/15/2045 ╦Δ    209 
     Wells Fargo Alternative Loan Trust     
 268    2.67%, 12/28/2037 Δ    215 
 302    6.25%, 11/25/2037    279 
     Wells Fargo Mortgage Backed Securities Trust     
 1,614    2.63%, 04/25/2036 Δ    1,533 
 515    2.74%, 09/25/2036 ╦Δ    478 
 190    5.16%, 10/25/2035 ╦Δ    189 
     WF-RBS Commercial Mortgage Trust     
 8,447    3.87%, 11/15/2044 ■►    853 
 55    4.28%, 03/01/2048 Δ    54 
 1,750    4.80%, 11/15/2045 ■╦Δ    1,462 
 445    4.90%, 06/15/2044 ■╦    491 
 635    5.00%, 06/15/2044 ■╦    544 
 65    5.56%, 04/15/2045 ■╦Δ    64 
         96,669 
     Total asset & commercial mortgage backed securities     
     (cost $94,282)   $97,995 
           

CORPORATE BONDS - 10.6%

     Accommodation and Food Services - 0.1%     
     Choice Hotels International, Inc.     
$420   5.75%, 07/01/2022 ╦   $437 
           
     Administrative Waste Management and Remediation - 0.3%     
     ADT Corp.     
 1,180   6.25%, 10/15/2021 ■‡    1,220 

 

2
 

 

The Hartford Strategic Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

CORPORATE BONDS - 10.6% - (continued)

     Administrative Waste Management and Remediation - 0.3% - (continued)     
     Clean Harbors, Inc.     
$60   5.13%, 06/01/2021 ╦   $60 
 191   5.25%, 08/01/2020 ╦    195 
     Equinix, Inc.     
 50   4.88%, 04/01/2020 ╦    50 
 305   5.38%, 04/01/2023 ╦    299 
         1,824 
     Apparel Manufacturing - 0.1%     
     Hanesbrands, Inc.     
 480   6.38%, 12/15/2020 ╦    523 
           
     Arts, Entertainment and Recreation - 0.4%     
     Gannett Co., Inc.     
 1,100   5.13%, 10/15/2019 - 07/15/2020 ■╦    1,127 
     NBC Universal Enterprise     
 440   5.25%, 12/19/2049 ■╦    442 
     NCR Corp.     
 565   4.63%, 02/15/2021 ╦    552 
 60   5.00%, 07/15/2022 ╦    59 
         2,180 
     Computer and Electronic Product Manufacturing - 0.0%     
     Seagate HDD Cayman     
 205   6.88%, 05/01/2020 ╦    221 
           
     Construction - 0.1%     
     Toll Bros Finance Corp     
 265   4.00%, 12/31/2018    269 
           
     Finance and Insurance - 2.8%     
     Ally Financial, Inc.     
 495   5.50%, 02/15/2017 ‡    534 
     AXA S.A.     
 1,330   6.46%, 12/14/2018 ■♠Δ    1,363 
     CIT Group, Inc.     
 1,517   5.50%, 02/15/2019 ■╦    1,616 
     Citigroup, Inc.     
 310   6.68%, 09/13/2043 ╦    355 
     JP Morgan Chase & Co.     
 2,345   5.63%, 08/16/2043 ╦    2,489 
     Ladder Capital Finance Holdings LLC     
 171   7.38%, 10/01/2017 ╦    179 
     Mapfre S.A.     
EUR1,450   5.92%, 07/24/2037    1,985 
     Minerva Luxembourg S.A.     
 560   7.75%, 01/31/2023 ■╦    545 
     Prudential Financial, Inc.     
 1,240   5.10%, 08/15/2043 ╦    1,270 
     Royal Bank of Scotland Group plc     
 975   6.13%, 12/15/2022 ╦    1,004 
     SLM Corp.     
 340   5.50%, 01/15/2019 ╦    348 
 100   6.00%, 01/25/2017 ╦    108 
 545   6.25%, 01/25/2016 ╦    586 
 840   8.45%, 06/15/2018 ╦    973 
     Societe Generale     
 400   8.25%, 11/29/2018 ╦§♠    426 
     Softbank Corp.     
 605   4.50%, 04/15/2020 ■╦    595 
     UBS AG Stamford CT     
 515   7.63%, 08/17/2022    592 
         14,968 
     Health Care and Social Assistance - 0.9%     
     Community Health Systems, Inc.     
 275   5.13%, 08/01/2021 ■    277 
     HCA, Inc.     
 305   4.75%, 05/01/2023 ╦    299 
 800   6.50%, 02/15/2020 ╦    882 
 700   7.50%, 11/15/2095 ╦    605 
 1,225   8.50%, 04/15/2019 ╦    1,292 
     Tenet Healthcare Corp.     
 1,380   6.00%, 10/01/2020 ■╦    1,452 
     Wellcare Health Plans, Inc.     
 225   5.75%, 11/15/2020    233 
         5,040 
     Information - 1.9%     
     Activision Blizzard     
 1,390   5.63%, 09/15/2021 ■‡    1,439 
     Audatex North America, Inc.     
 585   6.00%, 06/15/2021 ■‡    610 
     DISH DBS Corp.     
 600   6.75%, 06/01/2021 ╦    640 
 425   7.88%, 09/01/2019 ╦    485 
     MetroPCS Wireless, Inc.     
 65   7.88%, 09/01/2018 ╦    69 
     MTS International Funding Ltd.     
 1,040   5.00%, 05/30/2023 ■╦    957 
     Sprint Nextel Corp.     
 799   7.00%, 03/01/2020 ■╦    901 
 451   9.00%, 11/15/2018 ■╦    545 
     T-Mobile USA, Inc.     
 315   5.25%, 09/01/2018 ■╦    332 
 85   6.13%, 01/15/2022    87 
 630   6.46%, 04/28/2019 ╦    663 
 260   6.63%, 04/28/2021 ╦    274 
 195   6.73%, 04/28/2022 ╦    205 
     Unitymedia Hessen GmbH & Co.     
 330   5.50%, 01/15/2023 ■╦    330 
 490   7.50%, 03/15/2019 ■╦    535 
     Vimpelcom Holdings     
 1,285   5.95%, 02/13/2023 ■╦    1,205 
     Wind Acquisition Finance S.A.     
 1,090   7.25%, 02/15/2018 ■╦    1,141 
         10,418 
     Machinery Manufacturing - 0.4%     
     Case New Holland, Inc.     
 1,700   7.88%, 12/01/2017 ╦    1,991 
     Weekley Homes LLC     
 35   6.00%, 02/01/2023 ■╦    34 
         2,025 
     Mining - 0.1%     
     Peabody Energy Corp.     
 450   6.50%, 09/15/2020    471 
           
     Nonmetallic Mineral Product Manufacturing - 0.2%     
     Grupo Cementos Chihuahua     
 1,180   8.13%, 02/08/2020 ■    1,232 

 

3
 

 

The Hartford Strategic Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

CORPORATE BONDS - 10.6% - (continued)

     Petroleum and Coal Products Manufacturing - 0.5%     
     Continental Resources, Inc.     
$390   5.00%, 09/15/2022 ╦   $402 
     EDC Finance Ltd.     
 1,115   4.88%, 04/17/2020 ■    1,057 
     Harvest Operations Corp.     
 181   6.88%, 10/01/2017 ╦    197 
     Newfield Exploration Co.     
 625   5.75%, 01/30/2022 ╦    645 
 600   6.88%, 02/01/2020 ╦    642 
         2,943 
     Pipeline Transportation - 0.9%     
     El Paso Corp.     
 520   7.00%, 06/15/2017 ╦    588 
     Energy Transfer Equity L.P.     
 2,125   5.95%, 10/01/2043 ╦    2,192 
 1,005   7.50%, 10/15/2020 ╦    1,132 
     Kinder Morgan Finance Co.     
 950   6.00%, 01/15/2018 ■╦    1,036 
         4,948 
     Primary Metal Manufacturing - 0.0%     
     United States Steel Corp.     
 170   7.38%, 04/01/2020    184 
           
     Printing and Related Support Activities - 0.1%     
     Valassis Communications, Inc.     
 340   6.63%, 02/01/2021 ╦    345 
           
     Real Estate, Rental and Leasing - 0.4%     
     International Lease Finance Corp.     
 180   5.65%, 06/01/2014 ╦    183 
 375   5.75%, 05/15/2016 ╦    402 
 590   5.88%, 04/01/2019 ╦    634 
 760   6.75%, 09/01/2016 ■╦    846 
         2,065 
     Retail Trade - 0.6%     
     Arcelik AS     
 995   5.00%, 04/03/2023 ■    851 
     Building Materials Corp.     
 174   6.75%, 05/01/2021 ■‡    187 
 141   7.50%, 03/15/2020 ■‡    151 
     Carter's, Inc.     
 950   5.25%, 08/15/2021 ■╦    962 
     Sally Holdings LLC     
 530   5.75%, 06/01/2022 ╦    538 
     Sotheby's     
 365   5.25%, 10/01/2022 ■╦    343 
         3,032 
     Transportation Equipment Manufacturing - 0.2%     
     Huntington Ingalls Industries, Inc.     
 185   6.88%, 03/15/2018 ╦    199 
 575   7.13%, 03/15/2021 ╦    634 
         833 
     Utilities - 0.6%     
     AES (The) Corp.     
 1,100   8.00%, 06/01/2020 ‡    1,273 
     Calpine Corp.     
 1,022   7.50%, 02/15/2021 ■╦    1,117 
     Dolphin Subsidiary II, Inc.     
 370   7.25%, 10/15/2021 ╦    368 
     EDP Finance B.V.     
 270   5.25%, 01/14/2021 ■    275 
         3,033 
     Total corporate bonds     
     (cost $55,700)   $56,991 
           

FOREIGN GOVERNMENT OBLIGATIONS - 27.6%

     Argentina - 0.7%     
     Argentina (Republic of)     
$2,125   7.00%, 04/17/2017   $1,626 
 3,849   8.28%, 12/31/2033    2,371 
         3,997 
     Austria - 0.2%     
     Austria (Republic of)     
EUR465   1.15%, 10/19/2018 ■    637 
EUR180   1.75%, 10/20/2023 ■    239 
         876 
     Belgium - 0.3%     
     Belgium (Kingdom of)     
EUR435   4.00%, 03/28/2022 ╦    681 
EUR620   4.00%, 03/28/2017 ■╦    928 
         1,609 
     Brazil - 2.1%     
     Brazil (Republic of)     
 1,750   5.63%, 01/07/2041 ‡    1,662 
 2,125   5.88%, 01/15/2019 ‡    2,359 
 2,850   8.25%, 01/20/2034 ‡    3,563 
 2,075   11.00%, 08/17/2040 ‡    2,357 
 715   12.25%, 03/06/2030 ‡    1,201 
         11,142 
     Bulgaria - 0.1%     
     Bulgaria (Republic of)     
 400   8.25%, 01/15/2015 ╦§    427 
           
     Canada - 0.0%     
     Canada (Government of)     
CAD300   1.75%, 03/01/2019    270 
           
     Colombia - 1.1%     
     Colombia (Republic of)     
 1,800   7.38%, 09/18/2037 ╦    2,164 
 700   8.13%, 05/21/2024 ╦    885 
COP56,000   9.85%, 06/28/2027 ╦    34 
 2,105   11.75%, 02/25/2020 ╦    3,000 
COP103,000  12.00%, 10/22/2015 ╦    57 
         6,140 
     Croatia - 0.3%     
     Croatia (Republic of)     
 1,590   6.38%, 03/24/2021 ╦§    1,646 
           
     Denmark - 0.1%     
     Denmark (Kingdom of)     
DKK 1,745   4.00%, 11/15/2019 ╦    371 
           
     Ecuador - 0.0%     
     Ecuador (Republic of)     
 220   9.38%, 12/15/2015 ╦§    229 

 

4
 

 

The Hartford Strategic Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

FOREIGN GOVERNMENT OBLIGATIONS - 27.6% - (continued)

     Finland - 0.1%     
     Finland (Republic of)     
EUR150   1.13%, 09/15/2018 ■   $206 
EUR90   1.50%, 04/15/2023 §    118 
         324 
     France - 0.5%     
     France (Government of)     
EUR1,850   1.00%, 11/25/2018    2,507 
           
     Germany - 0.0%     
     Bundesobligation     
EUR185   0.25%, 04/13/2018    247 
           
     Hungary - 0.5%     
     Hungary (Republic of)     
 808   5.38%, 02/21/2023 ╦    790 
 580   6.25%, 01/29/2020 ╦    620 
HUF123,980   6.75%, 02/24/2017 ╦    567 
HUF21,650   7.50%, 11/12/2020 ╦    103 
 600   7.63%, 03/29/2041 ╦    636 
         2,716 
     Indonesia - 1.3%     
     Indonesia (Republic of)     
 3,515   6.88%, 01/17/2018 ╦§    3,915 
 2,590   7.75%, 01/17/2038 ╦§    2,881 
 275   8.50%, 10/12/2035 ╦§    328 
         7,124 
     Ireland - 0.1%     
     Ireland (Republic of)     
EUR365   4.50%, 10/18/2018 - 04/18/2020 ╦    553 
           
     Italy - 0.8%     
     Italy (Republic of)     
EUR100   3.00%, 11/01/2015    140 
EUR120   4.50%, 07/15/2015    170 
     Italy Buoni Poliennali del Tesoro     
EUR2,625   3.50%, 11/01/2017 ╦    3,734 
         4,044 
     Japan - 4.2%     
     Japan (Government of)     
JPY1,671,620   0.10%, 09/10/2023 ◄╦    17,470 
JPY141,750   0.30%, 03/20/2017 ╦    1,395 
JPY82,700   0.50%, 03/20/2016 ╦    816 
JPY290,000   1.30%, 12/20/2018    2,990 
         22,671 
     Malaysia - 0.3%     
     Malaysia (Government of)     
MYR1,620   4.26%, 09/15/2016 ╦    496 
MYR3,065   4.38%, 11/29/2019 ╦    932 
MYR1,020   5.09%, 04/30/2014 ╦    306 
         1,734 
     Mexico - 1.9%     
     Mexican Bonos     
MXN4,998     6.50%, 06/10/2021 ╦    378 
MXN2,125   7.75%, 12/14/2017 ╦    174 
MXN1,749   8.00%, 06/11/2020 ☼    145 
MXN6,916   9.50%, 12/18/2014 ╦    542 
MXN14,971   10.00%, 12/05/2024 ╦    1,405 
     United Mexican States     
 5,972   4.75%, 03/08/2044 ╦    5,255 
 2,076   5.75%, 10/12/2110 ╦    1,889 
MXN2,238   6.50%, 06/09/2022 ╦    168 
         9,956 
     Netherlands - 0.3%     
     Netherlands (Kingdom of)     
EUR345   2.25%, 07/15/2022 ■    486 
EUR575   4.00%, 07/15/2018 ■╦    887 
         1,373 
     Norway - 0.0%     
     Norway (Kingdom of)     
NOK955   3.75%, 05/25/2021 ╦    165 
           
     Panama - 0.5%     
     Panama (Republic of)     
 65   7.25%, 03/15/2015 ╦    69 
 1,420   8.88%, 09/30/2027 ╦    1,896 
 440   9.38%, 04/01/2029 ╦    607 
         2,572 
     Peru - 0.8%     
     Peru (Republic of)     
PEN650   7.84%, 08/12/2020 ╦    256 
 2,400   8.75%, 11/21/2033 ╦    3,372 
 475   9.88%, 02/06/2015 ╦    517 
         4,145 
     Philippines - 1.7%     
     Philippines (Republic of)     
 1,760   6.38%, 01/15/2032 ╦    2,072 
 4,665   10.63%, 03/16/2025 ╦    7,155 
         9,227 
     Poland - 0.3%     
     Poland (Republic of)     
PLN3,785   5.25%, 10/25/2017 - 10/25/2020 ╦    1,253 
PLN1,555   5.75%, 10/25/2021 ╦    530 
         1,783 
     Russia - 2.9%     
     Russia (Federation of)     
 1,400   3.25%, 04/04/2017 ╦§    1,465 
 3,400   3.63%, 04/29/2015 ╦§    3,508 
 3,100   5.00%, 04/29/2020 ╦§    3,290 
 2,746   7.50%, 03/31/2030 ╦§    3,162 
 2,360   12.75%, 06/24/2028 ╦§    3,977 
         15,402 
     Singapore - 0.1%     
     Singapore (Republic of)     
SGD400   3.75%, 09/01/2016 ╦    339 
           
     South Africa - 0.8%     
     South Africa (Republic of)     
 2,855   6.88%, 05/27/2019 ╦    3,212 
ZAR1,000   7.00%, 02/28/2031 ╦    72 
ZAR7,230   8.00%, 12/21/2018 ╦    643 
ZAR1,730   8.25%, 09/15/2017 ╦    157 
ZAR4,600   10.50%, 12/21/2026 ╦    463 
         4,547 

 

5
 

 

The Hartford Strategic Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

FOREIGN GOVERNMENT OBLIGATIONS - 27.6% - (continued)

     Spain - 0.5%     
     Spain (Kingdom of)     
EUR1,215   4.50%, 01/31/2018 ╦   $1,796 
EUR650   5.50%, 04/30/2021 ╦    1,010 
         2,806 
     Sweden - 0.1%     
     Sweden (Kingdom of)     
SEK535   1.50%, 11/13/2023    76 
SEK2,615   3.75%, 08/12/2017 ╦    434 
         510 
     Switzerland - 0.0%     
     Switzerland (Republic of)     
CHF50   2.00%, 05/25/2022 ╦§    61 
CHF145   3.00%, 01/08/2018 ╦§    179 
         240 
     Turkey - 2.7%     
     Turkey (Republic of)     
 4,600   5.13%, 03/25/2022 ╦    4,395 
 530   5.63%, 03/30/2021 ╦    529 
 3,560   6.00%, 01/14/2041 ╦    3,177 
 1,865   7.25%, 03/15/2015 ╦    1,968 
 3,440   7.50%, 07/14/2017 ╦    3,819 
TRY1,000   10.00%, 06/17/2015    439 
TRY785   10.50%, 01/15/2020    352 
         14,679 
     Ukraine - 0.4%     
     Ukraine (Government of)     
 2,240   6.25%, 06/17/2016 ╦§    2,017 
           
     United Kingdom - 0.3%     
     United Kingdom (Government of)     
GBP580   1.00%, 09/07/2017 §    944 
GBP250   1.25%, 07/22/2018 ╦§    404 
GBP255   2.00%, 01/22/2016 ╦§    430 
         1,778 
     Venezuela - 1.6%     
     Venezuela (Republic of)     
 2,845   7.00%, 12/01/2018 ╦§    1,935 
 1,955   8.25%, 10/13/2024 ╦§    1,173 
 3,845   11.95%, 08/05/2031 ╦§    2,845 
 3,190   12.75%, 08/23/2022 ╦§    2,616 
         8,569 
     Total foreign government obligations     
     (cost $158,148)   $148,735 
           

MUNICIPAL BONDS - 0.7%

     Higher Education (Univ., Dorms, etc.) - 0.2%     
     University of California     
$835   4.60%, 05/15/2031 ╦   $879 
           
     Miscellaneous - 0.3%     
     Employees Retire System Govt of Cmwlth Puerto Rico     
 1,085   6.20%, 07/01/2039 ╦    511 
     Puerto Rico Commonwealth Govt Retirement System     
 2,365   6.30%, 07/01/2043 ╦    1,104 
 550   6.55%, 07/01/2058    251 
         1,866 
     Tax Allocation - 0.2%     
     New York City, NY, Transitional FA Rev     
860   5.00%, 11/01/2038 ╦   920 
           
     Total municipal bonds     
     (cost $3,982)   $3,665 
           

SENIOR FLOATING RATE INTERESTS ♦ - 24.9%

     Accommodation and Food Services - 0.7%     
     Caesars Entertainment Operating Co., Inc.     
$1,397   4.49%, 01/28/2018 ╦   $1,327 
 1,920   9.50%, 10/31/2016 ╦    1,940 
     Four Seasons Holdings, Inc.     
 309   3.50%, 06/29/2020    311 
 275   6.25%, 12/28/2020    281 
         3,859 
     Administrative Waste Management and Remediation - 0.5%     
     Acosta, Inc.     
 1,104   4.25%, 03/03/2018    1,112 
     ADS Waste Holdings, Inc.     
 431   4.25%, 10/09/2019    432 
     Audio Visual Services Group, Inc.     
 255   01/25/2021 ◊☼    256 
     Brickman Group Holdings, Inc.     
 255   4.00%, 12/18/2020    256 
     Filtration Group, Inc.     
 250   4.50%, 11/20/2020    252 
 105   8.25%, 11/22/2021    108 
     Harland Clarke Holdings Corp.     
 190   5.74%, 05/22/2018 ☼    192 
     ServiceMaster (The) Co.     
 349   4.42%, 01/31/2017    349 
         2,957 
     Agriculture, Construction, Mining and Machinery - 0.1%     
     Pro Mach, Inc.     
 408   4.50%, 07/06/2017    410 
           
     Air Transportation - 0.4%     
     AWAS Finance Luxembourg S.aár.l.     
 539   3.50%, 07/16/2018    541 
     Delta Air Lines, Inc.     
 609   4.00%, 10/18/2018    610 
     Delta Air Lines, Inc., Term Loan     
 982   3.50%, 04/20/2017 ╦    988 
         2,139 
     Apparel Manufacturing - 0.2%     
     J. Crew Group, Inc.     
 980   4.00%, 03/07/2018    986 
           
     Arts, Entertainment and Recreation - 1.6%     
     Formula One Holdings     
 2,175   4.50%, 04/30/2019    2,200 
     Hoyts Group Holdings LLC     
 756   4.00%, 05/29/2020 Θ    762 
     ION Media Networks, Inc.     
 475   5.00%, 12/18/2020    479 
     MGM Resorts International     
 911   3.50%, 12/20/2019    911 

 

6
 

 

The Hartford Strategic Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

SENIOR FLOATING RATE INTERESTS ♦ - 24.9% - (continued)

     Arts, Entertainment and Recreation - 1.6% - (continued)     
     Salem Communications Corp.     
$160   4.50%, 03/13/2020   $161 
     Town Sports International Holdings, Inc.     
 415   4.50%, 11/15/2020    417 
     Tribune Co.     
 1,180   4.00%, 12/27/2020    1,177 
     Univision Communications, Inc.     
 1,662   4.00%, 03/01/2020    1,669 
     Warner Music Group Corp.     
 673   3.75%, 07/01/2020    675 
         8,451 
     Chemical Manufacturing - 1.1%     
     Arysta LifeScience Corp.     
 791   4.50%, 05/29/2020    795 
     CeramTec     
 128   4.25%, 08/28/2020    130 
     Cytec Industries, Inc.     
 34   4.50%, 10/04/2019    34 
     DuPont Performance Coatings, Inc.     
 164   4.75%, 02/01/2020    165 
     Exopack LLC     
 355   5.25%, 05/08/2019    360 
     Faenza Acquisition Gmbh     
 52   4.25%, 08/28/2020    52 
     Ineos US Finance LLC     
 1,107   4.00%, 05/04/2018 ╦    1,111 
     MacDermid, Inc.     
 637   4.00%, 06/07/2020    641 
     Monarch, Inc.     
 66   4.50%, 10/04/2019    66 
 125   8.25%, 04/03/2020    129 
     Pinnacle Operating Corp.     
 506   3.25%, 04/29/2020    507 
 899   4.75%, 11/15/2018    903 
     PQ Corp.     
 1,020   4.50%, 08/07/2017 ╦    1,027 
         5,920 
     Computer and Electronic Product Manufacturing - 1.0%     
     Bally Technologies, Inc.     
 369   4.25%, 11/25/2020    372 
     CDW LLC     
 1,073   3.25%, 04/29/2020 ╦    1,073 
     Ceridian Corp.     
 986   4.41%, 05/09/2017    990 
     Freescale Semiconductor, Inc.     
 1,489   5.00%, 02/28/2020 ╦    1,500 
     NXP Semiconductors Netherlands B.V.     
 1,010   3.25%, 01/11/2020    1,010 
     Verint Systems, Inc.     
 575   09/06/2019 ◊☼    575 
         5,520 
     Construction - 0.1%     
     Brand Energy & Infrastructure Services, Inc.     
 822   4.75%, 11/26/2020    825 
           
     Educational Services - 0.0%     
     Bright Horizons Family Solutions, Inc.     
 173   4.00%, 01/30/2020    174 
           
     Finance and Insurance - 1.9%     
     Asurion LLC     
318   3.50%, 07/08/2020   315 
 838   4.50%, 05/24/2019    837 
     Chrysler Group LLC     
 1,550   3.50%, 05/24/2017    1,553 
     Cooper Gay Swett & Crawford Ltd.     
 338   5.00%, 04/16/2020    333 
     EFS Cogen Holdings I LLC     
 340   3.75%, 12/17/2020    342 
     Evertec LLC     
 403   3.50%, 04/17/2020    392 
     Guggenheim Partners LLC     
 224   4.25%, 07/22/2020    227 
     ION Trading Technologies Ltd.     
 343   4.50%, 05/22/2020    346 
 270   8.25%, 05/22/2021    273 
     National Financial Partners Corp.     
 667   5.25%, 07/01/2020    672 
     Nuveen Investments, Inc.     
 2,041   4.17%, 05/13/2017 ╦    2,036 
     Ocwen Financial Corp.     
 347   5.00%, 02/15/2018    350 
     Santander Asset Management     
 1,000   4.25%, 12/17/2020    1,003 
     USI Insurance Services LLC     
 416   4.25%, 12/27/2019    419 
     Walter Investment Management Corp.     
 1,210   4.75%, 12/18/2020    1,218 
         10,316 
     Food Manufacturing - 0.7%     
     Advance Pierre Foods, Inc.     
 397   5.75%, 07/10/2017    397 
     Dole Food Co., Inc.     
 345   4.50%, 11/01/2018    347 
     H.J. Heinz Co.     
 607   3.50%, 06/05/2020    613 
     Hostess Brands, Inc.     
 185   6.75%, 04/09/2020    192 
     U.S. Foodservice, Inc.     
 2,013   4.50%, 03/31/2019    2,031 
         3,580 
     Food Services - 0.0%     
     Arby's Restaurant Group, Inc.     
 195   5.00%, 11/15/2020    197 
           
     Furniture and Related Product Manufacturing - 0.4%     
     AOT Bedding Super Holdings LLC     
 504   4.25%, 10/01/2019    508 
     Tempur-Pedic International, Inc.     
 822   3.50%, 03/18/2020    824 
     Wilsonart International Holding LLC     
 802   4.00%, 10/31/2019    802 
         2,134 
     Health Care and Social Assistance - 2.0%     
     Alkermes, Inc.     
 439   3.50%, 09/25/2019    441 
     American Renal Holdings, Inc.     
 520   8.50%, 03/20/2020    521 

 

7
 

 

The Hartford Strategic Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

SENIOR FLOATING RATE INTERESTS ♦ - 24.9% - (continued)

     Health Care and Social Assistance - 2.0% - (continued)     
     Catalent Pharma Solutions, Inc.     
$300   4.25%, 09/15/2017   $302 
 260   6.50%, 12/31/2017    263 
     Community Health Systems, Inc.     
 765   01/27/2021 ◊☼    773 
     DaVita, Inc.     
 431   4.00%, 11/01/2019    433 
     HCA, Inc.     
 998   3.00%, 05/01/2018    998 
     IMS Health, Inc.     
 390   3.75%, 09/01/2017    393 
     MultiPlan, Inc.     
 742   4.00%, 08/26/2017 ╦    747 
     One Call Medical, Inc.     
 265   5.00%, 11/27/2020    266 
     Par Pharmeceutical Cos., Inc.     
 420   4.25%, 09/30/2019    421 
     Pharmedium Healthcare Corp.     
 230   01/28/2021 - 01/28/2022 ◊☼    232 
     Salix Pharmaceuticals, Ltd.     
 680   4.25%, 01/02/2020    688 
     Sheridan Healthcare, Inc.     
 586   4.50%, 06/29/2018    590 
     Truven Health Analytics, Inc.     
 276   4.50%, 06/06/2019    276 
     US Renal Care, Inc.     
 913   4.25%, 07/03/2019    920 
 616   10.25%, 01/03/2020    630 
     Valeant Pharmaceuticals International     
 1,633   4.50%, 08/05/2020    1,649 
         10,543 
     Information - 4.8%     
     Alcatel-Lucent     
 795   5.75%, 01/30/2019    802 
     Cabovisao-Televisao Por Cabo S.A.     
 2,130   5.50%, 07/15/2019    2,167 
     Charter Communications Operating LLC     
 1,444   3.00%, 07/01/2020 - 12/31/2020    1,437 
     Crown Castle International Corp.     
 442   3.25%, 01/31/2021    443 
     Decision Insight Information Group I, Inc.     
 1,322   7.00%, 01/04/2017 ╦    1,318 
     Eagle Parent, Inc.     
 727   4.00%, 05/16/2018    731 
     Emdeon, Inc.     
 360   3.75%, 11/02/2018    361 
     First Data Corp.     
 500   4.16%, 09/24/2018    500 
     First Data Corp., Extended 1st Lien Term Loan     
 2,000   4.16%, 03/23/2018 ╦    1,998 
     Infor US, Inc.     
 284   3.75%, 06/03/2020    285 
     Intelsat Jackson Holdings S.A.     
 1,196   3.75%, 06/30/2019    1,204 
     Kronos, Inc.     
 2,338   4.50%, 10/30/2019 ╦    2,358 
 669   9.75%, 04/30/2020    696 
     Lawson Software, Inc.     
 898   3.75%, 06/03/2020    900 
     Leap Wireless International, Inc.     
 512   4.75%, 03/08/2020    513 
     Level 3 Communications, Inc.     
 960   4.00%, 08/01/2019    965 
     Mediacom Communications Corp.     
 711   3.25%, 01/29/2021    710 
     MISYS plc     
 889   5.00%, 12/12/2018 ╦    897 
     Nine Entertainment Group Ltd.     
 834   3.25%, 02/05/2020    830 
     Novell, Inc.     
 533   7.25%, 11/22/2017    540 
     RedPrairie Corp.     
 323   6.00%, 12/21/2018    326 
     Sorenson Communications, Inc.     
 653   9.50%, 10/31/2014    661 
     Syniverse Holdings, Inc.     
 883   4.00%, 04/23/2019 ╦    887 
     TWCC Holding Corp.     
 115   7.00%, 06/26/2020    116 
     UPC Financing Partnership     
 355   4.00%, 01/31/2021    357 
     Virgin Media Finance plc     
 1,525   3.50%, 06/08/2020 ╦    1,528 
     Web.com Group, Inc.     
 667   4.50%, 10/27/2017    672 
     West Corp.     
 842   3.25%, 06/30/2018    843 
     Zayo Group LLC     
 838   4.00%, 07/02/2019    842 
         25,887 
     Media - 0.2%     
     Entravision Communications Corp.     
 1,015   3.50%, 05/31/2020    1,006 
     Media General, Inc.     
 250   4.25%, 07/31/2020    252 
         1,258 
     Mining - 0.9%     
     Alpha Natural Resources, Inc.     
 943   3.50%, 05/22/2020    919 
     American Rock Salt Co. LLC     
 541   4.75%, 04/25/2017    546 
     Arch Coal, Inc.     
 1,607   6.25%, 05/16/2018 ╦    1,590 
     Fortescue Metals Group Ltd.     
 1,536   4.25%, 06/28/2019    1,551 
         4,606 
     Miscellaneous Manufacturing - 0.8%     
     DigitalGlobe, Inc.     
 337   3.75%, 01/31/2020    338 
     Hamilton Sundstrand Corp.     
 488   4.00%, 12/13/2019    489 
     Reynolds Group Holdings, Inc.     
 1,683   4.00%, 12/01/2018    1,701 
     Sequa Automotive Group     
 495   6.25%, 11/15/2018    498 

 

8
 

 

The Hartford Strategic Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

SENIOR FLOATING RATE INTERESTS ♦ - 24.9% - (continued)

     Miscellaneous Manufacturing - 0.8% - (continued)     
     Sequa Corp.     
$259   5.25%, 06/19/2017   $256 
     TransDigm Group, Inc.     
 830   3.75%, 02/28/2020    835 
         4,117 
     Motor Vehicle and Parts Manufacturing - 0.4%     
     Federal Mogul Corp., Tranche B Term Loan     
 395   2.11%, 12/29/2014    392 
     Federal Mogul Corp., Tranche C Term Loan     
 233   2.11%, 12/28/2015    231 
     Navistar, Inc.     
 206   5.75%, 08/17/2017    209 
     SRAM LLC     
 887   4.02%, 04/10/2020    890 
     Tower Automotive Holdings USA LLC     
 189   4.75%, 04/23/2020    189 
         1,911 
     Nonmetallic Mineral Product Manufacturing - 0.1%     
     Ardagh Holdings USA, Inc.     
 135   12/17/2019 ◊☼    135 
 205   4.25%, 12/17/2019    206 
         341 
     Other Services - 0.4%     
     Alliance Laundry Systems LLC     
 467   4.25%, 12/10/2018    470 
     Gardner Denver     
 409   4.25%, 07/30/2020    408 
     Generac Power Systems, Inc.     
 483   3.50%, 05/29/2020    483 
     Rexnord LLC     
 833   4.00%, 08/21/2020    837 
         2,198 
     Petroleum and Coal Products Manufacturing - 0.7%     
     Crosby Worldwide, Ltd.     
 915   4.00%, 11/23/2020    919 
     Everest Acquisition LLC     
 527   3.50%, 05/24/2018    528 
     Pacific Drilling S.A.     
 448   4.50%, 06/03/2018    453 
     Samson Investment Co.     
 410   5.00%, 09/25/2018    413 
     Shelf Drilling International Holdings Ltd.     
 305   10.00%, 10/08/2018    309 
     Templar Energy, LLC     
 605   8.00%, 11/25/2020    610 
     Western Refining, Inc.     
 535   4.25%, 11/12/2020    540 
         3,772 
     Pipeline Transportation - 0.2%     
     EP Energy LLC     
 426   4.50%, 04/30/2019    428 
     NGPL Pipeco LLC     
 561   6.75%, 09/15/2017    531 
         959 
     Plastics and Rubber Products Manufacturing - 0.5%     
     Berry Plastics Group, Inc.     
 491   3.75%, 01/06/2021    490 
     Consolidated Container Co.     
 953   5.00%, 07/03/2019 ╦    963 
     Goodyear (The) Tire & Rubber Co.     
 900   4.75%, 04/30/2019    908 
     Tricorbraun, Inc.     
 366   4.00%, 05/03/2018    366 
         2,727 
     Primary Metal Manufacturing - 0.2%     
     Novelis, Inc.     
 687   3.75%, 03/10/2017    691 
     WireCo WorldGroup, Inc.     
 563   6.00%, 02/15/2017    566 
         1,257 
     Professional, Scientific and Technical Services - 0.9%     
     Advantage Sales & Marketing, Inc.     
 1,226   8.25%, 06/17/2018    1,242 
     AlixPartners LLP     
 582   4.00%, 07/10/2020    585 
 236   9.00%, 07/10/2021    241 
     Getty Images, Inc.     
 535   4.75%, 10/18/2019    502 
     Paradigm Ltd., Term Loan B1     
 642   4.75%, 07/30/2019    643 
     Paradigm Ltd., Term Loan B2     
 480   10.50%, 07/30/2020 ☼    482 
     SunGard Data Systems, Inc.     
 158   4.50%, 01/31/2020    159 
     Valleycrest Companies LLC     
 473   5.50%, 06/13/2019    475 
     Visant Corp.     
 486   5.25%, 12/22/2016    480 
         4,809 
     Real Estate, Rental and Leasing - 0.4%     
     Avis Budget Car Rental LLC     
 728   3.00%, 03/15/2019    729 
     Fly Leasing Ltd.     
 825   4.50%, 08/09/2019    834 
     Realogy Corp., Extended 1st Lien Term Loan B     
 736   4.50%, 03/05/2020    741 
     Realogy Corp., Extended Credit Linked Deposit     
 48   4.41%, 10/10/2016    48 
         2,352 
     Retail Trade - 2.3%     
     Affinia Group, Inc.     
 114   4.75%, 04/25/2020    115 
     American Builders & Contractors Supply Co.     
 180   3.50%, 04/16/2020    180 
     August LUXUK Holding Co.     
 113   10.50%, 04/26/2019    116 
     August U.S. Holding Co., Inc.     
 227   5.00%, 04/27/2018    228 
 37   10.50%, 04/26/2019    38 
     BJ's Wholesale Club, Inc.     
 995   4.50%, 09/26/2019    1,003 
     EB Sports Corp.     
 3,845   11.50%, 12/31/2015 Þ    3,826 
     FleetPride, Inc.     
 792   5.25%, 11/19/2019    782 

 

9
 

 

The Hartford Strategic Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

SENIOR FLOATING RATE INTERESTS ♦ - 24.9% - (continued)

     Retail Trade - 2.3% - (continued)     
     J. C. Penney Co., Inc.     
$600   6.00%, 05/22/2018   $581 
     Michaels Stores, Inc.     
 521   3.75%, 01/28/2020    523 
     Neiman Marcus Group, Inc.     
 1,012   5.00%, 10/25/2020    1,024 
     Party City Holdings, Inc.     
 543   4.25%, 07/27/2019    546 
     Rite Aid Corp.     
 288   4.00%, 02/21/2020    289 
 1,020   4.88%, 06/21/2021    1,036 
 325   5.75%, 08/21/2020    332 
     Southwire Co.     
 145   02/11/2021 ◊☼    145 
     Sports (The) Authority, Inc.     
 819   7.50%, 11/16/2017    817 
     Sprouts Farmers Markets Holdings LLC     
 142   4.00%, 04/23/2020    143 
     Supervalu, Inc.     
 430   5.00%, 03/21/2019    433 
         12,157 
     Truck Transportation - 0.3%     
     Nexeo Solutions LLC     
 1,052   5.00%, 09/09/2017 ╦    1,047 
     Swift Transportation Co., Inc.     
 637   4.00%, 12/21/2017    644 
         1,691 
     Utilities - 1.1%     
     Calpine Corp.     
 199   3.00%, 05/03/2020    199 
 603   4.00%, 10/09/2019    608 
     Dynegy Power LLC     
 211   4.00%, 04/23/2020    212 
     Energy Transfer Equity L.P.     
 450   3.25%, 12/02/2019    450 
     La Frontera Generation LLC     
 434   4.50%, 09/30/2020    439 
     LSP Madison Funding LLC     
 249   5.50%, 06/28/2019    252 
     NRG Energy, Inc.     
 1,712   2.75%, 07/01/2018    1,705 
     PowerTeam Services LLC     
 37   3.69%, 05/06/2020 ☼Б    37 
 296   4.25%, 05/06/2020    296 
     Sandy Creek Energy Associates, L.P.     
 790   5.00%, 11/09/2020    792 
     Star West Generation LLC     
 536   4.25%, 03/13/2020    539 
     Texas Competitive Electric Holdings Co. LLC     
 500   4.73%, 10/10/2017    348 
         5,877 
     Total senior floating rate interests     
     (cost $132,595)   $133,930 
           

U.S. GOVERNMENT AGENCIES - 11.8%

     FHLMC - 2.6%     
$8,944   2.03%, 08/25/2018 ►   $704 
 3,000   3.00%, 02/15/2043 ☼    2,910 
 5,959   3.25%, 10/25/2020 ►    102 
 1,945   3.36%, 08/25/2020 ►    142 
 4,800   4.00%, 02/15/2040 ☼    5,015 
 600   4.50%, 03/15/2040 ☼    640 
 1,100   5.00%, 02/15/2040 ☼    1,196 
 2,495   5.50%, 10/01/2036 - 12/01/2038 ╦    2,729 
 1,963   13.72%, 05/15/2037 ►    323 
 1,316   14.84%, 12/15/2036 ►    240 
         14,001 
     FNMA - 5.4%     
 754   2.14%, 11/01/2022 ╦    713 
 535   2.15%, 10/01/2022 ╦    509 
 264   2.20%, 12/01/2022 ╦    250 
 152   2.28%, 11/01/2022 ╦    145 
 128   2.34%, 11/01/2022 ╦    122 
 116   2.40%, 10/01/2022 ╦    112 
 103   2.42%, 11/01/2022 ╦    99 
 103   2.47%, 11/01/2022 ╦    100 
 2,030   2.50%, 02/12/2029 ☼    2,036 
 8,769   3.00%, 02/15/2026 - 02/15/2044 ☼    8,645 
 1,400   3.50%, 02/15/2026 ☼    1,476 
 4,857   4.00%, 02/15/2025 - 02/15/2044 ☼    5,106 
 200   4.02%, 11/01/2028    205 
 3,200   4.50%, 02/15/2040 ☼    3,433 
 1,800   5.00%, 03/15/2040 ☼    1,962 
 2,528   5.50%, 04/01/2038 ╦    2,782 
 516   6.00%, 09/01/2039 ╦    571 
 590   10.11%, 06/25/2042 ►    98 
 1,831   17.30%, 10/25/2036 ►    294 
 1,922   19.21%, 09/25/2040 ►    291 
         28,949 
     GNMA - 3.8%     
 500   3.00%, 03/15/2043 ☼    495 
 4,767   3.50%, 02/15/2042 - 02/15/2043 ╦☼    4,911 
 3,173   4.00%, 02/15/2040 - 10/20/2040 ╦☼    3,367 
 4,629   4.50%, 09/15/2033 - 06/15/2041 ╦☼    5,025 
 3,200   5.00%, 02/15/2044 ☼    3,510 
 2,743   6.00%, 03/15/2032 - 08/15/2039 ╦    3,066 
         20,374 
     Total U.S. government agencies     
     (cost $63,085)  $63,324 
           
U.S. GOVERNMENT SECURITIES - 4.8%
U.S. Treasury Securities - 4.8%
     U.S. Treasury Bonds - 1.0%     
$4,125    0.63%, 02/15/2043 ◄‡   $3,455 
 165    2.88%, 05/15/2043 Ө    142 
 170    3.13%, 02/15/2043 Ө    155 
 1,835    3.75%, 11/15/2043 Ө    1,878 
 50    5.38%, 02/15/2031 □    64 
         5,694 

 

10
 

 

The Hartford Strategic Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
U.S. GOVERNMENT SECURITIES - 4.8% - (continued)
U.S. Treasury Securities - 4.8% - (continued)
     U.S. Treasury Notes - 3.8%     
$550    0.38%, 04/15/2015 □   $551 
 155    0.38%, 07/15/2023 ◄‡    155 
 17,050    0.63%, 01/15/2024 ◄‡    17,159 
 1,400    0.88%, 01/31/2018 □Ө    1,384 
 80    1.88%, 09/30/2017 □    82 
 910    2.13%, 08/15/2021 □    901 
         20,232 
         25,926 
     Total U.S. government securities     
     (cost $25,510)   $25,926 
           
Contracts     
CALL OPTIONS PURCHASED - 0.1%
Foreign Exchange Contracts - 0.0%
     USD Call/KRW Put     
 337   Expiration: 05/19/2014   $1 
     USD Call/SGD Put     
 13   Expiration: 05/16/2014    2 
         3 
Interest Rate Contracts - 0.1%
     Interest Rate Swaption USD     
 510   Expiration: 01/23/2024, Exercise Rate: 4.30%    59 
 1,080   Expiration: 11/27/2023, Exercise Rate: 4.42%    134 
 450   Expiration: 01/09/2024, Exercise Rate: 4.49%    58 
 550   Expiration: 01/08/2024, Exercise Rate: 4.51%    72 
         323 
     Total call options purchased     
     (cost $281)   $326 
           
PUT OPTIONS PURCHASED - 0.1%
Foreign Exchange Contracts - 0.0%
     EUR Put/USD Call     
EUR   50   Expiration: 05/02/2014и   $3 
           
Interest Rate Contracts - 0.1%
     Interest Rate Swaption USD     
 18,915   Expiration: 01/20/2015, Exercise Rate: 3.67%   $308 
 510   Expiration: 01/23/2024, Exercise Rate: 4.30%    52 
 1,080   Expiration: 11/27/2023, Exercise Rate: 4.42%    104 
 450   Expiration: 01/09/2024, Exercise Rate: 4.49%    41 
 550   Expiration: 01/08/2024, Exercise Rate: 4.51%    50 
         555 
     Total put options purchased     
     (cost $669)   $558 
           
Shares or Principal Amount ╬     
COMMON STOCKS - 0.1%
     Energy - 0.1%     
 83,644   KCA Deutag ⌂●†   $479 
           
     Total common stocks      
     (cost $1,134)   $479 
           

PREFERRED STOCKS - 0.1%

     Diversified Financials - 0.1%     
 1   Citigroup Capital XIII   $16 
 20   GMAC Capital Trust I ۞    548 
         564 
     Total preferred stocks     
     (cost $530)   $564 
           
     Total long-term investments     
     (cost $535,916)   $532,493 
           
SHORT-TERM INVESTMENTS - 6.9%
 Repurchase Agreements - 6.9%
     Bank of  Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $4,968, collateralized by U.S.
Treasury Bill 0.07% - 0.14%, 2014, U.S.
Treasury Bond 2.75% - 11.25%, 2015 -
2043, U.S. Treasury Note 0.25% - 4.25%,
2014 - 2023, value of $5,067)
     
$4,968    0.02%, 1/31/2014   $4,968 
     Bank of America Merrill Lynch TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $1,640,
collateralized by FHLMC 3.50% - 4.00%,
2042 - 2043, FNMA 2.81% - 4.50%, 2041
- 2042, value of $1,672)
     
 1,640    0.02%, 1/31/2014    1,640 
     Bank of Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $4,269, collateralized by FHLB
0.88%, 2017, FHLMC 0.05% - 5.50%,
2014 - 2043, FNMA 2.00% - 3.50%, 2025
- 2028, GNMA 3.50%, 2042 - 2043, U.S.
Treasury Note 2.38%, 2014, value of
$4,355)
     
 4,269    0.03%, 1/31/2014    4,269 
     Barclays Capital TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $4,523, collateralized by U.S.
Treasury Note 0.25% - 2.38%, 2014 -
2015, value of $4,613)
     
 4,523    0.02%, 1/31/2014    4,523 
     Citigroup Global Markets, Inc. TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $9,931,
collateralized by U.S. Treasury Bill 0.06%
- 0.10%, 2014, U.S. Treasury Bond 3.00%
- 8.75%, 2017 - 2042, U.S. Treasury Note
0.25% - 3.75%, 2015 - 2023, value of
$10,130)
     
 9,931    0.02%, 1/31/2014    9,931 
     Deutsche Bank Securities TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $1,320,
collateralized by FHLMC 3.00% - 5.50%,
2019 - 2043, FNMA 3.00% - 6.50%, 2021
- 2043, GNMA 3.00% - 6.00%, 2037 -
2053, value of $1,346)
     
 1,320    0.03%, 1/31/2014    1,320 

  

11
 

 

The Hartford Strategic Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬          Market Value ╪ 
SHORT-TERM INVESTMENTS - 6.9% - (continued)
Repurchase Agreements - 6.9% - (continued)
     RBS Securities, Inc. TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $1,104, collateralized by U.S.
Treasury Note 2.63%, 2014, value of
$1,126)
            
$1,104    0.02%, 1/31/2014          $1,104 
     TD Securities TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $9,428, collateralized by FFCB
0.14%, 2015, FHLB 0.55%, 2017,
FHLMC 3.00% - 4.38%, 2015 - 2043,
FNMA 2.50% - 4.50%, 2025 - 2043, value
of $9,617)
            
 9,428    0.03%, 1/31/2014           9,428 
     UBS Securities, Inc. Repurchase Agreement
(maturing on 02/03/2014 in the amount of
$86, collateralized by U.S. Treasury Note
2.38%, 2015, value of $88)
            
 86    0.01%, 1/31/2014           86 
                 37,269 
     Total short-term investments             
     (cost $37,269)          $37,269 
                   
    Total investments        
     (cost $573,185) ▲    105.9%  $569,762 
     Other assets and liabilities    (5.9)%   (31,760)
     Total net assets    100.0%  $538,002 

 

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

 

At January 31, 2014, the cost of securities for federal income tax purposes was $573,359 and the aggregate gross unrealized appreciation and depreciation based on that cost were: 

 

Unrealized Appreciation  $12,371 
Unrealized Depreciation   (15,968)
Net Unrealized Depreciation  $(3,597)

 

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 January 31, 2014, the aggregate value of these securities was $479, which represents 0.1% of total net assets.

 

Non-income producing.

 

This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $46,276 at January 31, 2014.

 

This security, or a portion of this security, has been segregated to cover funding requirements on investment transactions settling in the future.

 

This security, or a portion of this security, has been pledged as collateral in connection with over-the-counter swap contracts. The Fund has also pledged $6,785 of cash as collateral in connection with over-the-counter swap contracts.  In addition, cash of $11,220 was received from broker(s) as collateral in connection with over-the-counter swap contracts. Securities valued at $18,091, held on behalf of the Fund at the custody bank, were designated by broker(s) as collateral in connection with over-the-counter swap contracts. Since the broker retains legal title to the securities, the securities are not considered an asset of the Fund and are not included in the Statement of Assets and Liabilities.

 

ӨThis security, or a portion of this security, has been pledged as collateral in connection with centrally cleared swap contracts. Cash of $2,311 was also pledged as initial margin deposit and collateral for daily variation margin loss on open centrally cleared swap contracts at January 31, 2014.

 

ΔVariable rate securities; the rate reported is the coupon rate in effect at January 31, 2014.

 

12
 

 

The Hartford Strategic Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Securities disclosed are interest-only strips. The interest rates represent effective yields based upon estimated future cash flows at January 31, 2014.

 

The principal amount for this security is adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

 

All or a portion of this position represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

 

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. These base lending rates are generally (i) the lending rate offered by one or more major European banks, such as the LIBOR, (ii) the prime rate offered by one or more major United States banks, or (iii) the bank's certificate of deposit 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.  Unless otherwise noted, the interest rate disclosed for these securities represents the average coupon as of January 31, 2014.

 

БThis security, or a portion of this security, has unfunded loan commitments. As of January 31, 2014, the aggregate value of the unfunded commitment was $21, which rounds to zero percent of total net assets.

 

Securities issued within terms of a private placement memorandum, exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2014, the aggregate value of these securities was $43,382, which represents 8.1% of total net assets.

 

§These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2014, the aggregate value of these securities was $37,976, which represents 7.1% of total net assets.

 

The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933 and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

 

Period Acquired  Shares/ Par   Security  Cost Basis 
03/2011   83,644   KCA Deutag  $1,134 

 

At January 31, 2014, the aggregate value of these securities was $479, which represents 0.1% of total net assets.

 

۞Convertible security.

 

Perpetual maturity security. Maturity date shown is the next call date.

 

ÞThis security may pay interest in additional principal instead of cash.

 

иThis security has limitations. If the U.S. Dollar per EURO exchange rate is greater than or equal to 1.38 and then less than or equal to 1.24 between trade date and expiration date, the Fund will receive the equivalent of par on the number of contracts traded.

 

All principal or contract amounts are in U.S. dollars unless otherwise indicated.

 

13
 

 

The Hartford Strategic Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

This security, or a portion of this security, is pledged as initial margin deposit and collateral for daily variation margin loss on open futures contracts held at January 31, 2014, as listed in the table below:

 

Futures Contracts Outstanding at January 31, 2014

 

    

Number of

  

Expiration

 

Notional

  

Market

  

Unrealized
Appreciation/
(Depreciation)

  

Variation Margin

 

Description

 

Contracts*

  

Date

 

Amount

  

Value ╪

  

Asset

  

Liability

  

Asset

  

Liability

 
Long position contracts:                                      

10-Year U.S. Treasury Note Future

   174  

03/20/2014

  $21,745   $21,881   $136   $   $   $(2)

2-Year U.S. Treasury Note Future

   102  

03/31/2014

   22,456    22,461    5        60     

5-Year U.S. Treasury Note Future

   18  

03/31/2014

   2,163    2,171    8        3     

Australian 10-Year Bond Future

   11  

03/17/2014

   1,106    1,126    20        1     

Australian 3-Year Bond Future

   2  

03/17/2014

   190    191    1             

Canadian Government 10-Year Bond Future

   6  

03/20/2014

   693    708    15        2     

Euro BUXL 30-Year Bond Future

   1  

03/06/2014

   166    173    7        2     

Euro-BTP Future

   9  

03/06/2014

   1,383    1,428    45        6     

Euro-BUND Future

   7  

03/06/2014

   1,344    1,358    14        8    (1)

Euro-OAT Future

   10  

03/06/2014

   1,794    1,831    37        12     

Euro-Schatz Future

   28  

03/06/2014

   4,169    4,178    9        2     

Japan 10-Year Bond Future

   5  

03/11/2014

   7,062    7,083    21        1     

Japan 10-Year Mini Bond Future

   4  

03/10/2014

   565    567    2             

Long Gilt Future

   8  

03/27/2014

   1,442    1,452    10        5     

U.S. Treasury Long Bond Future

   196  

03/20/2014

   25,559    26,184    625        61     

U.S. Treasury Ultra Long Term Bond Future

   44  

03/20/2014

   6,258    6,328    70        13     
Total          $98,095   $99,120   $1,025   $   $176   $(3)
Short position contracts:                                      

Euro-BOBL Future

   2  

03/06/2014

  $340   $342   $   $(2)  $   $(1)
                                       
Total futures contracts          $97,755   $98,778   $1,025   $(2)  $176   $(4)

 

* The number of contracts does not omit 000's.

 

ΘAt January 31, 2014, this security, or a portion of this security, is designated to cover written call options in the table below:

 

Written Call Options Outstanding at January 31, 2014

 

Description (Counterparty)

 

Option Type

 

Exercise Price/
Rate

 

Expiration
Date

 

Number of
Contracts*

  

Market
Value ╪

  

Premiums
Received

  

Unrealized
Appreciation
(Depreciation)

 
USD Call/KRW Put (JPM)  Foreign Exchange 

1225.00 KRW

 

05/19/2014

   337,000   $1   $8   $7 

 

* The number of contracts does not omit 000's.  Number of contracts shown in  U.S. dollars unless otherwise noted.

 

14
 

 

The Hartford Strategic Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Foreign Currency Contracts Outstanding at January 31, 2014

                   

Unrealized Appreciation/(Depreciation)

 

Currency

 

Buy / Sell

 

Delivery Date

 

Counterparty

 

Contract Amount

  

Market Value ╪

  

Asset

  

Liability

 

AUD

 

Buy

 

02/28/2014

 

CBK

  $20   $20   $   $ 

AUD

 

Buy

 

02/28/2014

 

MSC

   19    19         

AUD

 

Buy

 

02/28/2014

 

NAB

   1,091    1,076        (15)

AUD

 

Sell

 

02/28/2014

 

BOA

   19    19         

AUD

 

Sell

 

02/28/2014

 

CBA

   19    19         

AUD

 

Sell

 

02/28/2014

 

GSC

   33    33         

AUD

 

Sell

 

02/28/2014

 

JPM

   27    26    1     

AUD

 

Sell

 

02/28/2014

 

JPM

   39    39         

AUD

 

Sell

 

02/28/2014

 

UBS

   13    13         

AUD

 

Sell

 

02/28/2014

 

UBS

   20    20         

BRL

 

Buy

 

02/04/2014

 

MSC

   40    40         

BRL

 

Buy

 

03/06/2014

 

MSC

   40    40         

BRL

 

Buy

 

02/04/2014

 

SCB

   28    28         

BRL

 

Buy

 

02/04/2014

 

UBS

   13    13         

BRL

 

Sell

 

02/04/2014

 

MSC

   41    41         

BRL

 

Sell

 

02/04/2014

 

SCB

   27    27         

BRL

 

Sell

 

02/04/2014

 

UBS

   13    13         

CAD

 

Buy

 

02/28/2014

 

HSBC

   5    5         

CAD

 

Buy

 

02/28/2014

 

RBC

   1,382    1,350        (32)

CAD

 

Sell

 

02/28/2014

 

CBK

   40    40         

CAD

 

Sell

 

02/28/2014

 

RBC

   271    269    2     

CHF

 

Buy

 

02/28/2014

 

BOA

   39    39         

CHF

 

Buy

 

02/28/2014

 

CBK

   83    83         

CHF

 

Sell

 

02/28/2014

 

BOA

   223    224        (1)

CLP

 

Sell

 

02/28/2014

 

SCB

   70    66    4     

CLP

 

Sell

 

02/28/2014

 

UBS

   14    13    1     

CZK

 

Sell

 

02/28/2014

 

JPM

   9    9         

DKK

 

Buy

 

02/28/2014

 

BOA

   60    59        (1)

EUR

 

Buy

 

02/28/2014

 

CBA

   161    159        (2)

EUR

 

Buy

 

02/28/2014

 

CBK

   75    74        (1)

EUR

 

Buy

 

02/28/2014

 

JPM

   219    216        (3)

EUR

 

Buy

 

02/28/2014

 

MSC

   35    34        (1)

EUR

 

Buy

 

02/28/2014

 

SSG

   11,388    11,255        (133)

EUR

 

Buy

 

02/28/2014

 

WEST

   143    142        (1)

EUR

 

Sell

 

02/28/2014

 

CBK

   54    54         

EUR

 

Sell

 

02/28/2014

 

CSFB

   101    101         

EUR

 

Sell

 

02/28/2014

 

JPM

   55    54    1     

EUR

 

Sell

 

03/19/2014

 

MSC

   1,837    1,798    39     

EUR

 

Sell

 

02/28/2014

 

SCB

   96    95    1     

EUR

 

Sell

 

02/28/2014

 

SSG

   716    708    8     

EUR

 

Sell

 

02/28/2014

 

UBS

   130    128    2     

GBP

 

Buy

 

02/28/2014

 

BOA

   16    16         

GBP

 

Buy

 

02/28/2014

 

CBK

   1,810    1,808        (2)

GBP

 

Buy

 

02/28/2014

 

DEUT

   192    192         

GBP

 

Buy

 

02/28/2014

 

GSC

   41    41         

GBP

 

Buy

 

02/28/2014

 

JPM

   41    41         

GBP

 

Buy

 

02/28/2014

 

JPM

   136    135        (1)

GBP

 

Buy

 

02/28/2014

 

TDS

   224    224         

GBP

 

Buy

 

02/28/2014

 

WEST

   179    179         

GBP

 

Sell

 

02/28/2014

 

BCLY

   23    23         

GBP

 

Sell

 

02/28/2014

 

CBK

   798    797    1     

GBP

 

Sell

 

02/28/2014

 

DEUT

   58    58         

GBP

 

Sell

 

02/28/2014

 

DEUT

   255    255         

GBP

 

Sell

 

02/28/2014

 

HSBC

   23    23         

GBP

 

Sell

 

02/03/2014

 

JPM

   136    135    1     

GBP

 

Sell

 

02/28/2014

 

JPM

   82    82         

GBP

 

Sell

 

02/28/2014

 

MSC

   66    66         

GBP

 

Sell

 

02/05/2014

 

WEST

   179    179         

JPY

 

Buy

 

02/28/2014

 

BOA

   81    82    1     

 

15
 

 

The Hartford Strategic Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Foreign Currency Contracts Outstanding at January 31, 2014 - (continued)

 

                   

Unrealized Appreciation/(Depreciation)

 

Currency

 

Buy / Sell

 

Delivery Date

 

Counterparty

 

Contract Amount

  

Market Value ╪

  

Asset

  

Liability

 

JPY

 

Buy

 

02/28/2014

 

JPM

  $54   $55   $1   $ 

JPY

 

Buy

 

02/28/2014

 

MSC

   54    54         

JPY

 

Buy

 

02/28/2014

 

NAB

   12,528    12,847    319     

JPY

 

Sell

 

03/19/2014

 

CBA

   16,777    17,208        (431)

JPY

 

Sell

 

02/28/2014

 

CBK

   34    34         

JPY

 

Sell

 

02/28/2014

 

DEUT

   52    52         

JPY

 

Sell

 

02/28/2014

 

DEUT

   34    34         

JPY

 

Sell

 

02/28/2014

 

JPM

   83    83         

JPY

 

Sell

 

02/28/2014

 

MSC

   34    34         

JPY

 

Sell

 

02/28/2014

 

SCB

   86    88        (2)

KRW

 

Sell

 

02/28/2014

 

MSC

   27    27         

MXN

 

Buy

 

02/28/2014

 

MSC

   51    50        (1)

MXN

 

Buy

 

02/28/2014

 

UBS

   27    27         

MXN

 

Buy

 

02/28/2014

 

WEST

   120    120         

MXN

 

Sell

 

02/28/2014

 

BNP

   7    7         

MXN

 

Sell

 

02/28/2014

 

CBK

   27    26    1     

MXN

 

Sell

 

02/28/2014

 

HSBC

   7    7         

MXN

 

Sell

 

02/28/2014

 

MSC

   67    66    1     

MXN

 

Sell

 

02/06/2014

 

WEST

   121    121         

MYR

 

Sell

 

02/28/2014

 

WEST

   150    146    4     

NOK

 

Buy

 

02/28/2014

 

DEUT

   94    92        (2)

NOK

 

Sell

 

02/28/2014

 

DEUT

   79    77    2     

NZD

 

Buy

 

02/28/2014

 

CBA

   21    20        (1)

NZD

 

Buy

 

02/28/2014

 

CBK

   28    27        (1)

NZD

 

Buy

 

02/28/2014

 

CSFB

   21    20        (1)

NZD

 

Buy

 

02/28/2014

 

DEUT

   16    15        (1)

NZD

 

Buy

 

02/28/2014

 

GSC

   14    13        (1)

NZD

 

Buy

 

02/28/2014

 

JPM

   69    67        (2)

NZD

 

Buy

 

02/28/2014

 

UBS

   14    13        (1)

NZD

 

Sell

 

02/28/2014

 

GSC

   21    20    1     

NZD

 

Sell

 

02/28/2014

 

JPM

   70    68    2     

NZD

 

Sell

 

02/28/2014

 

MSC

   21    20    1     

PLN

 

Sell

 

02/28/2014

 

JPM

   50    49    1     

SEK

 

Sell

 

02/28/2014

 

CBK

   20    20         

SEK

 

Sell

 

02/28/2014

 

GSC

   20    20         

SEK

 

Sell

 

02/28/2014

 

JPM

   46    45    1     

SEK

 

Sell

 

02/28/2014

 

JPM

   152    153        (1)

SGD

 

Sell

 

02/28/2014

 

JPM

   188    187    1     

ZAR

 

Buy

 

02/28/2014

 

RBS

   68    66        (2)
                      $397   $(640)

 

16
 

 

The Hartford Strategic Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Centrally Cleared Credit Default Swap Contracts Outstanding at January 31, 2014

 

  

Clearing

 

Notional

  

(Pay)/ Receive Fixed

  

Expiration

 

Upfront
Premiums

  

Market 

  

Unrealized
Appreciation/
(Depreciation)

  

Variation Margin

 

Reference Entity

 

House (a)

 

Amount (b)

  

Rate

  

Date

 

Paid (Received)

  

Value ╪

  

Asset

  

Liability

  

Asset

  

Liability

 
Credit default swaps on traded indices:                                              
Buy protection:                                              
CDX.NA.IG.20 

CME

  $71,580    (1.00)%  12/20/18  $(983)  $(967)  $16   $   $   $(11)
ITRX.EUR.20 

ICE

  EUR1,930    (1.00)%  12/20/18   (19)   (22)       (3)   1     
ITRX.XOV.20 

ICE

  EUR13,220    (5.00)%  12/20/18   (1,602)   (1,411)   191        55     
Total                  $(2,604)  $(2,400)  $207   $(3)  $56   $(11)
Sell protection:                                              
CDX.NA.HY.21 

CME

  $55,430    5.00%  12/20/18  $3,294   $3,605   $311   $   $16   $ 
CDX.NA.IG.21 

CME

   13,350    1.00%  12/20/23   (273)   (190)   83             
Total                  $3,021   $3,415   $394   $   $16   $ 
Total traded indices                  $417   $1,015   $601   $(3)  $72   $(11)

 

(a)The FCM to the contracts is GSC.

 

(b)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.  Notional shown in U.S. dollars unless otherwise noted.

 

Over-the-Counter Credit Default Swap Contracts Outstanding at January 31, 2014

 

     

Notional 

  

(Pay)/ Receive Fixed
Rate/ Implied 

  

Expiration 

 

Upfront 
Premiums

  

Upfront
Premiums 

  

Market 

  

Unrealized
Appreciation/(Depreciation)

 

Reference Entity

 

Counterparty 

 

Amount (a)

  

Credit Spread (b)

  

Date

 

Paid

  

Received

  

Value ╪

  

Asset

  

Liability

 
Credit default swaps on traded indices:                                         
Buy protection:                                       
ABX.HE.AA.06 

BCLY

  $601    (0.32)%  07/25/45  $287   $   $155   $   $(132)
ABX.HE.AA.06 

JPM

   1,930    (0.32)%  07/25/45   507        500        (7)
ABX.HE.AAA.06 

BCLY

   1,639    (0.18)%  07/25/45   175        64        (111)
ABX.HE.AAA.06 

DEUT

   824    (0.11)%  05/25/46   197        213    16     
ABX.HE.AAA.06 

GSC

   4,914    (0.18)%  07/25/45   441        191        (250)
ABX.HE.AAA.06 

JPM

   325    (0.18)%  07/25/45   14        13        (1)
ABX.HE.AAA.06 

JPM

   5,147    (0.18)%  07/25/45   117        200    83     
ABX.HE.AAA.06 

MSC

   1,216    (0.18)%  07/25/45   26        47    21     
ABX.HE.AAA.06 

MSC

   2,109    (0.18)%  07/25/45   220        82        (138)
ABX.HE.PENAAA.06 

BOA

   9    (0.11)%  05/25/46   2        2         
ABX.HE.PENAAA.06 

CSI

   1,490    (0.11)%  05/25/46   449        282        (167)
ABX.HE.PENAAA.06 

JPM

   531    (0.11)%  05/25/46   103        101        (2)
ABX.HE.PENAAA.07 

BCLY

   1,063    (0.09)%  08/25/37   460        334        (126)
CMBX.NA.A.1 

BOA

   1,015    (0.35)%  10/12/52   324        372    48     
CMBX.NA.A.1 

DEUT

   550    (0.35)%  10/12/52   254        201        (53)
CMBX.NA.A.1 

GSC

   400    (0.35)%  10/12/52   182        147        (35)
CMBX.NA.A.1 

JPM

   410    (0.35)%  10/12/52   155        150        (5)
CMBX.NA.A.1 

MSC

   1,470    (0.35)%  10/12/52   608        538        (70)
CMBX.NA.AA.1 

CSI

   845    (0.25)%  10/12/52   193        163        (30)
CMBX.NA.AA.1 

DEUT

   1,400    (0.25)%  10/12/52   296        271        (25)
CMBX.NA.AA.1 

JPM

   520    (0.25)%  10/12/52   99        100    1     
CMBX.NA.AA.1 

JPM

   2,835    (0.25)%  10/12/52   560        548        (12)
CMBX.NA.AA.1 

UBS

   3,190    (0.25)%  10/12/52   689        616        (73)
CMBX.NA.AA.2 

BOA

   1,615    (0.15)%  03/15/49   613        501        (112)
CMBX.NA.AA.2 

CSI

   1,615    (0.15)%  03/15/49   532        501        (31)
CMBX.NA.AA.2 

GSC

   485    (0.15)%  03/15/49   169        151        (18)
CMBX.NA.AA.2 

JPM

   1,877    (0.15)%  03/15/49   696        583        (113)
CMBX.NA.AA.2 

MSC

   1,222    (0.15)%  03/15/49   463        379        (84)
CMBX.NA.AJ.1 

DEUT

   30    (0.84)%  10/12/52   2        1        (1)
CMBX.NA.AJ.1 

JPM

   890    (0.84)%  10/12/52   60        38        (22)

 

17
 

 

The Hartford Strategic Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Over-the-Counter Credit Default Swap Contracts Outstanding at January 31, 2014 - (continued)

 

      Notional   (Pay)/ Receive Fixed
Rate/ Implied
   Expiration  Upfront
 Premiums
   Upfront
Premiums
   Market  

Unrealized
Appreciation/(Depreciation)

 

Reference Entity

 

Counterparty 

 

Amount (a)

  

Credit Spread (b)

  

Date

 

Paid

  

Received

  

Value ╪

  

Asset

  

Liability

 
Credit default swaps on traded indices: - (continued)                                         
Buy protection: - (continued)                                         
CMBX.NA.AJ.1  MSC  $535    (0.84)%  10/12/52  $37   $   $22   $   $(15)
CMBX.NA.AJ.4  JPM   144    (0.96)%  02/17/51   36        34        (2)
CMBX.NA.AJ.4  MSC   1,210    (0.96)%  02/17/51   450        284        (166)
CMBX.NA.AM.2  CSI   1,665    (0.50)%  03/15/49   102        46        (56)
CMBX.NA.AM.2  DEUT   575    (0.50)%  03/15/49   33        16        (17)
CMBX.NA.AM.2  JPM   620    (0.50)%  03/15/49   21        17        (4)
CMBX.NA.AM.2  MSC   2,945    (0.50)%  03/15/49   145        81        (64)
CMBX.NA.AM.4  BOA   200    (0.50)%  02/17/51   24        14        (10)
CMBX.NA.AM.4  CSI   130    (0.50)%  02/17/51   15        9        (6)
CMBX.NA.AM.4  GSC   115    (0.50)%  02/17/51   14        8        (6)
CMBX.NA.AM.4  JPM   95    (0.50)%  02/17/51   8        7        (1)
CMBX.NA.AM.4  MSC   995    (0.50)%  02/17/51   146        70        (76)
Total                  $9,924   $   $8,052   $169   $(2,041)
Sell protection:                                         
CDX.EM.20  DEUT  $19,000    5.00%  12/20/18  $2,029   $   $1,314   $   $(715)
CDX.EM.20  GSC   111,780    5.00%  12/20/18   12,284        7,729        (4,555)
CMBX.NA.AAA.6  CSI   8,799    0.50%  05/11/63       (207)   (246)       (39)
CMBX.NA.AAA.6  DEUT   4,265    0.50%  05/11/63       (104)   (119)       (15)
CMBX.NA.AAA.6  DEUT   36,800    0.50%  05/11/63       (1,857)   (1,028)   829     
CMBX.NA.AAA.6  JPM   7,325    0.50%  05/11/63       (244)   (204)   40     
CMBX.NA.AAA.6  UBS   3,305    0.50%  05/11/63       (88)   (92)       (4)
CMBX.NA.AAA.6  UBS   9,825    0.50%  05/11/63       (385)   (274)   111     
CMBX.NA.BB.6  BOA   1,665    5.00%  05/11/63       (16)   (43)       (27)
CMBX.NA.BB.6  MSC   3,355    5.00%  05/11/63       (215)   (86)   129     
CMBX.NA.BB.7  CSI   460    5.00%  01/17/47       (30)   (30)        
CMBX.NA.BB.7  GSC   1,135    5.00%  01/17/47       (70)   (73)       (3)
CMBX.NA.BBB-.6  CSI   1,295    3.00%  05/11/63   2        (36)       (38)
CMBX.NA.BBB-.6  CSI   917    3.00%  05/11/63       (68)   (25)   43     
CMBX.NA.BBB-.7  CSI   920    3.00%  01/17/47       (56)   (56)        
CMBX.NA.BBB-.7  CSI   920    3.00%  01/17/47       (62)   (56)   6     
PrimeX.ARM.1  JPM   36    4.42%  06/25/36   4        4         
PrimeX.ARM.1  MSC   300    4.42%  06/25/36   9        31    22     
PrimeX.ARM.2  JPM   314    4.58%  12/25/37   9        9         
PrimeX.ARM.2  MSC   1,141    4.58%  06/25/36       (84)   34    118     
PrimeX.ARM.2  MSC   1,497    4.58%  12/25/37   50        44        (6)
PrimeX.FRM.1  JPM   259    4.42%  07/25/36   26        26         
PrimeX.FRM.1  JPM   31    4.42%  07/25/36   3        3         
Total                  $14,416   $(3,486)  $6,826   $1,298   $(5,402)
Total traded indices                  $24,340   $(3,486)  $14,878   $1,467   $(7,443)
Credit default swaps on single-name issues:                                         
Sell protection:                                         
Bank of America Corp.  CSI  $5,180    1.00% / 0.73 %  12/20/17  $   $(111)  $54   $165   $ 
Bank of America Corp.  GSC   9,200    1.00% / 0.69 %  09/20/17       (639)   102    741     
Citigroup, Inc.  GSC   4,450    1.00% / 0.72 %  12/20/17       (81)   47    128     
Citigroup, Inc.  GSC   9,850    1.00% / 0.69 %  09/20/17       (642)   110    752     
Goldman Sachs Group, Inc.  CSI   2,665    1.00% / 0.84 %  12/20/17       (81)   17    98     
Goldman Sachs Group, Inc.  UBS   4,600    1.00% / 0.80 %  09/20/17       (339)   34    373     
Morgan Stanley  BCLY   4,600    1.00% / 0.81 %  09/20/17       (515)   32    547     
Morgan Stanley  GSC   2,810    1.00% / 0.85 %  12/20/17       (143)   16    159     
Total                  $   $(2,551)  $412   $2,963   $ 
                   $24,340   $(6,037)  $15,290   $4,430   $(7,443)

 

(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.  Notional shown in U.S. dollars unless otherwise noted.

 

18
 

 

The Hartford Strategic Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

(b)Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues, U.S. municipal issues or sovereign government issues as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood of risk of default for the credit derivative.  The implied credit spread of a particular entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement.  Wider credit spreads represent a deterioration of the reference entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement.  The percentage shown is the implied credit spread on January 31, 2014.  For credit default swap agreements on indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk.

  

Centrally Cleared Interest Rate Swap Contracts Outstanding at January 31, 2014

 

Clearing

 

Payments made

 

Payments received

 

Notional 

 

Expiration

 

Upfront 
Premiums

 

Market

 

Unrealized
Appreciation/
(Depreciation)

 

Variation Margin

House (a)

 

by Fund

 

by Fund

 

Amount (b)

 

Date

 

Paid  (Received)

 

Value ╪

 

Asset

 

Liability

 

Asset

 

Liability

LCH

 

2.59% Fixed

 

6M GBP LIBOR

  GBP   930 

03/16/18

  $     $(3)  $     $(3)  $     $(1)

LCH

 

2.71% Fixed

 

6M GBP LIBOR

  GBP 435 

03/16/18

   –      (3)   –      (3)   –         
                 $     $(6)  $–     $(6)  $–     $(1)

 

(a)The FCM to the contracts is GSC.

 

(b)Notional shown in U.S. dollars unless otherwise noted.

  

Over-the-Counter Interest Rate Swap Contracts Outstanding at January 31, 2014

 

  

Payments made

 

Payments received

 

Notional 

  

Expiration

 

Upfront
Premiums

  

Upfront
Premiums

  

Market

  

Unrealized
Appreciation/(Depreciation)

 

Counterparty

 

by Fund

 

by Fund

 

Amount (a)

  

Date

 

Paid

  

Received

  

Value ╪

  

Asset

  

Liability

 

CSI

 

0.82% Fixed

 

6M JPY LIBOR

  JPY16,740  

02/18/23

  $   $   $(2)  $   $(2)

DEUT

 

0.82% Fixed

 

6M JPY LIBOR

  JPY16,735  

02/18/23

           (2)       (2)

DEUT

 

MXIBTIIE

 

8.41% Fixed

  MXN  220  

12/13/23

                    

JPM

 

0.18% Fixed

 

6M CHF LIBOR

  CHF  480  

03/19/16

           (1)       (1)

JPM

 

0.91% Fixed

 

6M GBP LIBOR

  GBP  200  

09/17/15

                    

MSC

 

MXIBTIIE

 

8.40% Fixed

  MXN  505  

12/13/23

                    
                 $   $   $(5)  $   $(5)

 

(a)Notional shown in U.S. dollars unless otherwise noted.

  

Over-the-Counter Spreadlock Swap Contracts Outstanding at January 31, 2014

 

     

Notional

  

Determination

 

Upfront
Premiums

  

Upfront
Premiums

      

Unrealized
Appreciation/(Depreciation)

 

Counterparty

 

Strike

 

Amount

  

Date

 

Paid

  

Received

  

Market Value ╪

  

Asset

  

Liability

 

JPM†

 

75.0 BPS Fixed*

  $16,000  

03/26/14

  $   $   $19   $19   $ 

JPM†

 

78.0 BPS Fixed*

   26,500  

07/07/14

           22    22     
              $   $   $41   $41   $ 

 

These securities were valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Company's Board of Directors.  At January 31, 2014,  the aggregate market value of these securities was $41, which rounds to zero percent of total net assets.  

 

*This is a spreadlock swap between the 10-Year constant maturity swap curve ("CMS") and the yield to maturity on a 30-Year FNMA.  If the yield to maturity on the 30-Year FNMA minus the 10-Year CMS rate is greater than the strike, the Fund will receive money from the counterparty based on this differential on the determination date.  If the yield to maturity on the 30-Year FNMA minus the 10-Year CMS rate is less than the strike, the Fund will pay the counterparty on the determination date.

 

19
 

 

The Hartford Strategic Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Securities Sold Short Outstanding at January 31, 2014

 

Description  Principal
Amount
   Maturity Date  Market Value ╪   Unrealized
Appreciation/
Depreciation
 
FHLMC, 3.50%  $1,000   02/15/2041  $1,012   $(19)
FHLMC, 4.50%   1,400   02/15/2040   1,498     
FHLMC, 5.50%   1,700   02/15/2040   1,862    (4)
FNMA, 3.50%   868   02/15/2041   881     
FNMA, 5.00%   200   02/15/2044   218     
GNMA, 3.00%   700   02/15/2042   694    (10)
GNMA, 3.50%   1,500   02/15/2041   1,543    (29)
GNMA, 4.00%   2,150   02/15/2040   2,279    (13)
GNMA, 4.50%   700   02/15/2040   760    (9)
           $10,747   $(84)

 

At January 31, 2014, the aggregate market value of these securities represents 2.0% of total net assets.

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

20
 

 

The Hartford Strategic Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Counterparty Abbreviations:
BCLY Barclays
BNP BNP Paribas Securities Services
BOA Banc of America Securities LLC
CBA Commonwealth Bank of Australia
CBK Citibank NA
CME Chicago Mercantile Exchange
CSFB Credit Suisse First Boston Corp.
CSI Credit Suisse International
DEUT Deutsche Bank Securities, Inc.
FCM Futures Commission Merchant
GSC Goldman Sachs & Co.
HSBC HSBC Bank USA
ICE Intercontinental Exchange
JPM JP Morgan Chase & Co.  
LCH LCH Clearnet
MSC Morgan Stanley
NAB National Australia Bank Limited
RBC RBC Dominion Securities, Inc.
RBS RBS Greenwich Capital
SCB Standard Chartered Bank
SSG State Street Global Markets LLC
TDS TD Securities, Inc.
UBS UBS AG
WEST Westpac International
 
Currency Abbreviations:
AUD Australian Dollar  
BRL Brazilian Real  
CAD Canadian Dollar  
CHF Swiss Franc  
CLP Chilean Peso  
COP Colombian Peso  
CZK Czech Koruna  
DKK Danish Krone  
EUR EURO  
GBP British Pound  
HUF Hungarian Forint  
JPY Japanese Yen  
KRW South Korean Won  
MXN Mexican New Peso  
MYR Malaysian Ringgit  
NOK Norwegian Krone  
NZD New Zealand Dollar  
PEN Peruvian New Sol  
PLN Polish New Zloty  
SEK Swedish Krona  
SGD Singapore Dollar  
TRY Turkish New Lira  
USD U.S. Dollar  
ZAR South African Rand  
 
Index Abbreviations:
ABX.HE Markit Asset Backed Security Home Equity
ABX.HE.PEN Markit Asset Backed Security Home Equity Penultimate
CDX.EM Credit Derivatives Emerging Markets
CDX.NA.HY Credit Derivatives North American High Yield
CDX.NA.IG Credit Derivatives North American Investment Grade
CMBX.NA Markit Commercial Mortgage Backed North American
ITRX.EUR Markit iTraxx - Europe
ITRX.XOV Markit iTraxx Index - Europe Crossover
PrimeX.ARM Markit PrimeX Adjustable Rate Mortgage Backed Security
PrimeX.FRM Markit PrimeX Fixed Rate Mortgage Backed Security
 
Municipal Bond Abbreviations:
FA Finance Authority  
Rev Revenue  
   
Other Abbreviations:
BPS Basis Points
FFCB Federal Farm Credit Bank
FHLB Federal Home Loan Bank
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
GNMA Government National Mortgage Association
LIBOR London Interbank Offered Rate
MXIBTIIE Mexico Interbank Equilibrium Interest Rate
 

 

Credit Exposure

as of January 31, 2014

 

Credit Rating *  Percentage
of Net Assets
 
Aaa / AAA   15.3%
Aa / AA   11.5 
A   0.7 
Baa / BBB   19.0 
Ba / BB   18.1 
B   17.2 
Caa / CCC or Lower   14.5 
Not Rated   2.3 
Non-Debt Securities and Other Short-Term Instruments   7.3 
Other Assets and Liabilities   (5.9)
Total   100.0%

 

*Credit exposure is the long-term credit ratings for the Fund's holdings, as of the date noted, as provided by Standard and Poor's (S&P) or Moody's Investors Service and typically range from AAA/Aaa (highest) to C/D (lowest). If Moody's and S&P assign different ratings, the lower rating is used. Fixed income securities that are not rated by either agency are listed as "Not Rated." Ratings do not apply to the Fund itself or to Fund shares. Ratings may change.

 

21
 

 

The Hartford Strategic Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary

January 31, 2014 

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Asset & Commercial Mortgage Backed Securities  $97,995   $   $75,144   $22,851 
Call Options Purchased   326        326     
Common Stocks ‡   479            479 
Corporate Bonds   56,991        56,991     
Foreign Government Obligations   148,735        148,735     
Municipal Bonds   3,665        3,665     
Preferred Stocks   564    564         
Put Options Purchased   558        558     
Senior Floating Rate Interests   133,930        133,930     
U.S. Government Agencies   63,324        63,324     
U.S. Government Securities   25,926    22,492    3,434     
Short-Term Investments   37,269        37,269     
Total  $569,762   $23,056   $523,376   $23,330 
Credit Default Swaps *   5,031        5,031     
Foreign Currency Contracts *   397        397     
Futures *   1,025    1,025         
Interest Rate Swaps *                
Spreadlock Swaps *   41            41 
Total  $6,494   $1,025   $5,428   $41 
Liabilities:                    
Securities Sold Short  $10,747   $   $10,747   $ 
Written Options   1        1     
Total  $10,748   $   $10,748   $ 
Credit Default Swaps *   7,446        7,446     
Foreign Currency Contracts *   640        640     
Futures *   2    2         
Interest Rate Swaps *   11        11     
Total  $8,099   $2   $8,097   $ 

 

For the three-month period ended January 31, 2014, investments valued at $557 were transferred from Level 1 to Level 2, and there were no transfers from Level 2 to Level 1. Investments are transferred between Level 1 and Level 2 for a variety of reasons including, but not limited to:
1)Foreign equities for which a fair value price is more representative of exit value than the local market close (transfer into Level 2). Foreign equities for which the local market close is more representative of exit value (transfer into Level 1).
2)U.S. Treasury securities that no longer represent the most recent issue (transfer into Level 2).
3)Equity investments with no observable trading but a bid or close price is used (transfer into Level 2). Equity investments using observable quoted prices in an active market (transfer into Level 1).
The Fund has all or primarily all of the equity securities categorized in a particular level.  Refer to the Schedule of Investments for further industry breakout.
*Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

22
 

 

The Hartford Strategic Income Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:

 

  

Balance
as of
October
31, 2013

  

Realized
Gain
(Loss)

  

Change in
Unrealized
Appreciation
(Depreciation)

  

Net
Amortization

  

Purchases

  

Sales

  

Transfers
Into
Level 3 *

  

Transfers
 Out of

Level 3 *

  

Balance
as of
January
31, 2014

 
Assets:                                             
Asset & Commercial Mortgage Backed Securities   $23,507   $302   $183  $390   $857   $(2,047)  $   $(341)  $22,851 
Common Stocks    580        (101)‡                       479 
U.S. Government Agencies    204                            (204)    
Total   $24,291   $302   $82   $390   $857   $(2,047)  $   $(545)  $23,330 
Swaps§   $   $   $41**  $   $   $   $   $   $41 
Total   $   $   $41   $   $   $   $   $   $41 

 

*Investments are transferred into and out of Level 3 for a variety of reasons including, but not limited to:

1) Investments where trading has been halted (transfer into Level 3) or investments where trading has resumed (transfer out of Level 3).

2) Broker quoted investments (transfer into Level 3) or quoted prices in active markets (transfer out of Level 3).

3) Investments that have certain restrictions on trading (transfer into Level 3) or investments where trading restrictions have expired (transfer out of Level 3).

Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2014 was $391.
Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2014 was $(101).
§Derivative instruments not reflected in the Schedule of Investments are valued at the unrealized appreciation/ depreciation on the investment.
**Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2014 was $41.

 

Note:For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

  

23
 

 

 

The Hartford Target Retirement 2010 Fund
Schedule of Investments
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
AFFILIATED INVESTMENT COMPANIES - 99.9%     
Alternative Strategy Funds - 21.9%     
 495   The Hartford Alternative Strategies Fund, Class Y   $4,918 
 329   The Hartford Global Real Asset Fund, Class Y   3,269 
         8,187 
     Total alternative strategy funds     
     (cost $8,497)  $8,187 
           
Domestic Equity Funds - 18.9%     
 40   The Hartford Capital Appreciation Fund, Class Y  $1,967 
 155   The Hartford Dividend and Growth Fund, Class Y   3,808 
 39   The Hartford MidCap Value Fund, Class Y   639 
 24   The Hartford Small Company Fund, Class Y   640 
         7,054 
     Total domestic equity funds     
     (cost $5,621)  $7,054 
           
International/Global Equity Funds - 15.7%     
 170   The Hartford Emerging Markets Research Fund, Class Y  $1,426 
 193   The Hartford International Opportunities Fund, Class Y   3,318 
 64   The Hartford International Small Company Fund, Class Y   1,138 
         5,882 
     Total international/global equity funds     
     (cost $5,017)  $5,882 
           
Taxable Fixed Income Funds - 43.4%     
 457   The Hartford Inflation Plus Fund, Class Y  $4,989 
 38   The Hartford Short Duration Fund, Class Y   379 
 162   The Hartford Strategic Income Fund, Class Y   1,474 
 352   The Hartford Total Return Bond Fund, Class Y   3,769 
 528   The Hartford World Bond Fund, Class Y   5,623 
         16,234 
     Total taxable fixed income funds     
     (cost $16,948)  $16,234 
           
     Total investments in affiliated investment companies     
     (cost $36,083)  $37,357 
           
     Total long-term investments     
     (cost $36,083)  $37,357 
           

     Total investments          
   (cost $36,083) ▲    99.9%  $37,357 
     Other assets and liabilities    0.1%   56 
     Total net assets    100.0%  $37,413 

 

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

 

1
 

 

The Hartford Target Retirement 2010 Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

  

At January 31, 2014, the cost of securities for federal income tax purposes was $36,140 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation   $2,349 
Unrealized Depreciation    (1,132)
Net Unrealized Appreciation   $1,217 

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

Investment Valuation Hierarchy Level Summary

January 31, 2014

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Affiliated Investment Companies   $37,357   $37,357   $   $ 
Total   $37,357   $37,357   $   $ 

 

For the three-month period ended January 31, 2014, there were no transfers between Level 1 and Level 2.  

 

Note:For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

Composition by Investments
as of January 31, 2014    
Fund Name  Percentage of
Net Assets
 
The Hartford Alternative Strategies Fund, Class Y   13.2%
The Hartford Capital Appreciation Fund, Class Y   5.3 
The Hartford Dividend and Growth Fund, Class Y   10.2 
The Hartford Emerging Markets Research Fund, Class Y   3.8 
The Hartford Global Real Asset Fund, Class Y   8.7 
The Hartford Inflation Plus Fund, Class Y   13.3 
The Hartford International Opportunities Fund, Class Y   8.9 
The Hartford International Small Company Fund, Class Y   3.0 
The Hartford MidCap Value Fund, Class Y   1.7 
The Hartford Short Duration Fund, Class Y   1.0 
The Hartford Small Company Fund, Class Y   1.7 
The Hartford Strategic Income Fund, Class Y   4.0 
The Hartford Total Return Bond Fund, Class Y   10.1 
The Hartford World Bond Fund, Class Y   15.0 
Other Assets and Liabilities   0.1 
Total   100.0%

 

2
 

 

 

The Hartford Target Retirement 2015 Fund
Schedule of Investments
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
AFFILIATED INVESTMENT COMPANIES - 99.9%     
Alternative Strategy Funds - 20.7%     
 691   The Hartford Alternative Strategies Fund, Class Y   $6,864 
 401   The Hartford Global Real Asset Fund, Class Y    3,981 
         10,845 
     Total alternative strategy funds     
     (cost $11,138)  $10,845 
           
Domestic Equity Funds - 23.0%     
 69   The Hartford Capital Appreciation Fund, Class Y   $3,382 
 262   The Hartford Dividend and Growth Fund, Class Y    6,430 
 68   The Hartford MidCap Value Fund, Class Y    1,103 
 41   The Hartford Small Company Fund, Class Y    1,099 
         12,014 
     Total domestic equity funds     
     (cost $9,668)   $12,014 
           
International/Global Equity Funds - 19.1%     
 291   The Hartford Emerging Markets Research Fund, Class Y   $2,435 
 327   The Hartford International Opportunities Fund, Class Y    5,620 
 108   The Hartford International Small Company Fund, Class Y    1,928 
         9,983 
     Total international/global equity funds     
     (cost $8,551)   $9,983 
           
Taxable Fixed Income Funds - 37.1%     
 539   The Hartford Inflation Plus Fund, Class Y   $5,884 
 274   The Hartford Strategic Income Fund, Class Y    2,490 
 416   The Hartford Total Return Bond Fund, Class Y    4,451 
 620   The Hartford World Bond Fund, Class Y    6,606 
         19,431 
     Total taxable fixed income funds     
     (cost $20,211)   $19,431 
           
     Total investments in affiliated investment companies     
     (cost $49,568)   $52,273 
           
     Total long-term investments     
     (cost $49,568)   $52,273 
           

     Total investments          
   (cost $49,568) ▲   99.9%  $52,273 
     Other assets and liabilities    0.1%   48 
     Total net assets    100.0%  $52,321 

 

1
 

 

The Hartford Target Retirement 2015 Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

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

 

At January 31, 2014, the cost of securities for federal income tax purposes was $49,661 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

     
Unrealized Appreciation   $3,827 
Unrealized Depreciation    (1,215)
Net Unrealized Appreciation   $2,612 

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

Investment Valuation Hierarchy Level Summary

January 31, 2014

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Affiliated Investment Companies   $52,273   $52,273   $   $ 
Total   $52,273   $52,273   $   $ 

 

For the three-month period ended January 31, 2014, there were no transfers between Level 1 and Level 2.  

 

Note:For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

Composition by Investments
as of January 31, 2014    
Fund Name  Percentage of
Net Assets
 
The Hartford Alternative Strategies Fund, Class Y   13.1%
The Hartford Capital Appreciation Fund, Class Y   6.5 
The Hartford Dividend and Growth Fund, Class Y   12.3 
The Hartford Emerging Markets Research Fund, Class Y   4.7 
The Hartford Global Real Asset Fund, Class Y   7.6 
The Hartford Inflation Plus Fund, Class Y   11.2 
The Hartford International Opportunities Fund, Class Y   10.7 
The Hartford International Small Company Fund, Class Y   3.7 
The Hartford MidCap Value Fund, Class Y   2.1 
The Hartford Small Company Fund, Class Y   2.1 
The Hartford Strategic Income Fund, Class Y   4.8 
The Hartford Total Return Bond Fund, Class Y   8.5 
The Hartford World Bond Fund, Class Y   12.6 
Other Assets and Liabilities   0.1 
Total   100.0%

 

2
 

 

 

The Hartford Target Retirement 2020 Fund
Schedule of Investments
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
AFFILIATED INVESTMENT COMPANIES - 100.0%     
Alternative Strategy Funds - 19.4%     
 2,100   The Hartford Alternative Strategies Fund, Class Y  $20,855 
 981   The Hartford Global Real Asset Fund, Class Y   9,740 
         30,595 
     Total alternative strategy funds     
     (cost $31,158)  $30,595 
           
Domestic Equity Funds - 27.3%     
 243   The Hartford Capital Appreciation Fund, Class Y  $11,919 
 944   The Hartford Dividend and Growth Fund, Class Y   23,183 
 240   The Hartford MidCap Value Fund, Class Y   3,908 
 148   The Hartford Small Company Fund, Class Y   3,914 
         42,924 
     Total domestic equity funds     
     (cost $33,769)  $42,924 
           
International/Global Equity Funds - 22.8%     
 1,045   The Hartford Emerging Markets Research Fund, Class Y  $8,750 
 1,175   The Hartford International Opportunities Fund, Class Y   20,203 
 390   The Hartford International Small Company Fund, Class Y   6,967 
         35,920 
     Total international/global equity funds     
     (cost $30,443)  $35,920 
           
Taxable Fixed Income Funds - 30.5%     
 1,247   The Hartford Inflation Plus Fund, Class Y  $13,622 
 992   The Hartford Strategic Income Fund, Class Y   9,024 
 945   The Hartford Total Return Bond Fund, Class Y   10,114 
 1,433   The Hartford World Bond Fund, Class Y   15,264 
         48,024 
     Total taxable fixed income funds     
     (cost $49,774)  $48,024 
           
     Total investments in affiliated investment companies     
     (cost $145,144)  $157,463 
           
     Total long-term investments     
     (cost $145,144)  $157,463 
           

     Total investments          
   (cost $145,144) ▲    100.0%  $157,463 
     Other assets and liabilities    %   72 
     Total net assets    100.0%  $157,535 

 

1
 

 

The Hartford Target Retirement 2020 Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

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

 

At January 31, 2014, the cost of securities for federal income tax purposes was $145,439 and the aggregate gross unrealized appreciation and depreciation based on that cost were:                    

 

Unrealized Appreciation   $14,728 
Unrealized Depreciation    (2,704)
Net Unrealized Appreciation   $12,024 

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

Investment Valuation Hierarchy Level Summary
January 31, 2014
 

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Affiliated Investment Companies  $157,463   $157,463   $   $ 
Total  $157,463   $157,463   $   $ 

 

For the three-month period ended January 31, 2014, there were no transfers between Level 1 and Level 2.  

 

Note:For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

Composition by Investments
as of January 31, 2014    
Fund Name  Percentage of
Net Assets
 
The Hartford Alternative Strategies Fund, Class Y   13.2%
The Hartford Capital Appreciation Fund, Class Y   7.6 
The Hartford Dividend and Growth Fund, Class Y   14.7 
The Hartford Emerging Markets Research Fund, Class Y   5.6 
The Hartford Global Real Asset Fund, Class Y   6.2 
The Hartford Inflation Plus Fund, Class Y   8.7 
The Hartford International Opportunities Fund, Class Y   12.8 
The Hartford International Small Company Fund, Class Y   4.4 
The Hartford MidCap Value Fund, Class Y   2.5 
The Hartford Small Company Fund, Class Y   2.5 
The Hartford Strategic Income Fund, Class Y   5.7 
The Hartford Total Return Bond Fund, Class Y   6.4 
The Hartford World Bond Fund, Class Y   9.7 
Other Assets and Liabilities   0.0 
Total   100.0%

 

2
 

 

 

The Hartford Target Retirement 2025 Fund
Schedule of Investments
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
AFFILIATED INVESTMENT COMPANIES - 99.9%     
Alternative Strategy Funds - 18.0%     
 1,100   The Hartford Alternative Strategies Fund, Class Y  $10,920 
 397   The Hartford Global Real Asset Fund, Class Y   3,946 
         14,866 
     Total alternative strategy funds     
     (cost $15,477)  $14,866 
           
Domestic Equity Funds - 31.9%     
 150   The Hartford Capital Appreciation Fund, Class Y  $7,371 
 580   The Hartford Dividend and Growth Fund, Class Y   14,244 
 145   The Hartford MidCap Value Fund, Class Y   2,366 
 89   The Hartford Small Company Fund, Class Y   2,370 
         26,351 
     Total domestic equity funds     
     (cost $20,949)  $26,351 
           
International/Global Equity Funds - 26.3%     
 636   The Hartford Emerging Markets Research Fund, Class Y  $5,321 
 712   The Hartford International Opportunities Fund, Class Y   12,246 
 236   The Hartford International Small Company Fund, Class Y   4,223 
         21,790 
     Total international/global equity funds     
     (cost $18,527)  $21,790 
           
Taxable Fixed Income Funds - 23.7%     
 454   The Hartford Inflation Plus Fund, Class Y  $4,958 
 600   The Hartford Strategic Income Fund, Class Y   5,463 
 341   The Hartford Total Return Bond Fund, Class Y   3,649 
 516   The Hartford World Bond Fund, Class Y   5,497 
         19,567 
     Total taxable fixed income funds     
     (cost $20,254)  $19,567 
           
     Total investments in affiliated investment companies     
     (cost $75,207)  $82,574 
           
     Total long-term investments     
     (cost $75,207)  $82,574 
           

     Total investments          
   (cost $75,207) ▲   99.9%  $82,574 
     Other assets and liabilities    0.1%   43 
     Total net assets    100.0%  $82,617 

 

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

 

1
 

 

The Hartford Target Retirement 2025 Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

  

At January 31, 2014, the cost of securities for federal income tax purposes was $75,290 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation   $8,681 
Unrealized Depreciation    (1,397)
Net Unrealized Appreciation   $7,284 

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

Investment Valuation Hierarchy Level Summary
January 31, 2014
 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Affiliated Investment Companies   $82,574   $82,574   $   $ 
Total   $82,574   $82,574   $   $ 

 

For the three-month period ended January 31, 2014, there were no transfers between Level 1 and Level 2.  

 

Note:For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

  

Composition by Investments
as of January 31, 2014    
Fund Name  Percentage of
Net Assets
 
The Hartford Alternative Strategies Fund, Class Y   13.2%
The Hartford Capital Appreciation Fund, Class Y   8.9 
The Hartford Dividend and Growth Fund, Class Y   17.2 
The Hartford Emerging Markets Research Fund, Class Y   6.4 
The Hartford Global Real Asset Fund, Class Y   4.8 
The Hartford Inflation Plus Fund, Class Y   6.0 
The Hartford International Opportunities Fund, Class Y   14.8 
The Hartford International Small Company Fund, Class Y   5.1 
The Hartford MidCap Value Fund, Class Y   2.9 
The Hartford Small Company Fund, Class Y   2.9 
The Hartford Strategic Income Fund, Class Y   6.6 
The Hartford Total Return Bond Fund, Class Y   4.4 
The Hartford World Bond Fund, Class Y   6.7 
Other Assets and Liabilities   0.1 
Total   100.0%

 

2
 

 

 

 

The Hartford Target Retirement 2030 Fund
Schedule of Investments
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
AFFILIATED INVESTMENT COMPANIES - 100.0%     
Alternative Strategy Funds - 16.6%     
 2,515   The Hartford Alternative Strategies Fund, Class Y  $24,974 
 650   The Hartford Global Real Asset Fund, Class Y   6,456 
         31,430 
     Total alternative strategy funds     
     (cost $32,070)  $31,430 
           
Domestic Equity Funds - 36.2%     
 387   The Hartford Capital Appreciation Fund, Class Y  $19,029 
 1,507   The Hartford Dividend and Growth Fund, Class Y   37,019 
 381   The Hartford MidCap Value Fund, Class Y   6,211 
 235   The Hartford Small Company Fund, Class Y   6,221 
         68,480 
     Total domestic equity funds     
     (cost $53,541)  $68,480 
           
International/Global Equity Funds - 30.4%     
 1,698   The Hartford Emerging Markets Research Fund, Class Y  $14,210 
 1,879   The Hartford International Opportunities Fund, Class Y   32,292 
 621   The Hartford International Small Company Fund, Class Y   11,095 
         57,597 
     Total international/global equity funds     
     (cost $48,384)  $57,597 
           
Taxable Fixed Income Funds - 16.8%     
 587   The Hartford Inflation Plus Fund, Class Y  $6,412 
 1,544   The Hartford Strategic Income Fund, Class Y   14,048 
 427   The Hartford Total Return Bond Fund, Class Y   4,566 
 643   The Hartford World Bond Fund, Class Y   6,849 
         31,875 
     Total taxable fixed income funds     
     (cost $32,863)  $31,875 
           
     Total investments in affiliated investment companies     
     (cost $166,858)  $189,382 
           
     Total long-term investments     
     (cost $166,858)  $189,382 
           

     Total investments          
   (cost $166,858) ▲    100.0%  $189,382 
     Other assets and liabilities     —%   22 
     Total net assets    100.0%  $189,404 

 

1
 

 

The Hartford Target Retirement 2030 Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

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

 

At January 31, 2014, the cost of securities for federal income tax purposes was $167,066 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

  

Unrealized Appreciation   $24,168 
Unrealized Depreciation    (1,852)
Net Unrealized Appreciation   $22,316 

  

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

Investment Valuation Hierarchy Level Summary

January 31, 2014

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Affiliated Investment Companies   $189,382   $189,382   $   $ 
Total   $189,382   $189,382   $   $ 

 

For the three-month period ended January 31, 2014, there were no transfers between Level 1 and Level 2.  

 

Note:For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

Composition by Investments
as of January 31, 2014    
Fund Name  Percentage of
Net Assets
 
The Hartford Alternative Strategies Fund, Class Y   13.2%
The Hartford Capital Appreciation Fund, Class Y   10.1 
The Hartford Dividend and Growth Fund, Class Y   19.5 
The Hartford Emerging Markets Research Fund, Class Y   7.5 
The Hartford Global Real Asset Fund, Class Y   3.4 
The Hartford Inflation Plus Fund, Class Y   3.4 
The Hartford International Opportunities Fund, Class Y   17.0 
The Hartford International Small Company Fund, Class Y   5.9 
The Hartford MidCap Value Fund, Class Y   3.3 
The Hartford Small Company Fund, Class Y   3.3 
The Hartford Strategic Income Fund, Class Y   7.4 
The Hartford Total Return Bond Fund, Class Y   2.4 
The Hartford World Bond Fund, Class Y   3.6 
Other Assets and Liabilities   0.0 
Total   100.0%

 

2
 

 

 

The Hartford Target Retirement 2035 Fund

Schedule of Investments

January 31, 2014 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount      Market Value ╪ 
AFFILIATED INVESTMENT COMPANIES - 99.9%
Alternative Strategy Funds - 15.1%
 831   The Hartford Alternative Strategies Fund, Class Y       $8,257 
 129   The Hartford Global Real Asset Fund, Class Y        1,283 
              9,540 
     Total alternative strategy funds          
     (cost $9,863)       $9,540 
                
Domestic Equity Funds - 40.7%
                
 147   The Hartford Capital Appreciation Fund, Class Y       $7,207 
 563   The Hartford Dividend and Growth Fund, Class Y        13,824 
 144   The Hartford MidCap Value Fund, Class Y        2,353 
 89   The Hartford Small Company Fund, Class Y        2,348 
              25,732 
     Total domestic equity funds          
     (cost $20,696)       $25,732 
                
International/Global Equity Funds - 34.0%
 627   The Hartford Emerging Markets Research Fund, Class Y       $5,250 
 701   The Hartford International Opportunities Fund, Class Y        12,055 
 234   The Hartford International Small Company Fund, Class Y        4,182 
              21,487 
     Total international/global equity funds          
     (cost $18,335)       $21,487 
                
Taxable Fixed Income Funds - 10.1%
 45   The Hartford Inflation Plus Fund, Class Y       $491 
 582   The Hartford Strategic Income Fund, Class Y        5,299 
 24   The Hartford Total Return Bond Fund, Class Y        258 
 36   The Hartford World Bond Fund, Class Y        383 
              6,431 
     Total taxable fixed income funds          
     (cost $6,599)       $6,431 
                
     Total investments in affiliated investment companies          
     (cost $55,493)       $63,190 
                
     Total long-term investments          
     (cost $55,493)       $63,190 
                
     Total investments          
     (cost $55,493) ▲   99.9%  $63,190 
     Other assets and liabilities   0.1%   57 
     Total net assets   100.0%  $63,247 

 

1
 

 

The Hartford Target Retirement 2035 Fund

Schedule of Investments – (continued)

January 31, 2014 (Unaudited)

 (000’s Omitted)

 

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

 

At January 31, 2014, the cost of securities for federal income tax purposes was $55,530 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $8,189 
Unrealized Depreciation   (529)
Net Unrealized Appreciation  $7,660 

 

For information regarding the Fund’s policy for valuation of investments and other significant accounting policies, please refer to the Fund’s most recent shareholder report.

 

Investment Valuation Hierarchy Level Summary

January 31, 2014

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Affiliated Investment Companies  $63,190   $63,190   $   $ 
Total  $63,190   $63,190   $   $ 

 

For the three-month period ended January 31, 2014, there were no transfers between Level 1 and Level 2.

 

Note: For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

Composition by Investments    
as of January 31, 2014    
   Percentage of 
Fund Name  Net Assets 
The Hartford Alternative Strategies Fund, Class Y   13.1%
The Hartford Capital Appreciation Fund, Class Y   11.4 
The Hartford Dividend and Growth Fund, Class Y   21.9 
The Hartford Emerging Markets Research Fund, Class Y   8.3 
The Hartford Global Real Asset Fund, Class Y   2.0 
The Hartford Inflation Plus Fund, Class Y   0.7 
The Hartford International Opportunities Fund, Class Y   19.1 
The Hartford International Small Company Fund, Class Y   6.6 
The Hartford MidCap Value Fund, Class Y   3.7 
The Hartford Small Company Fund, Class Y   3.7 
The Hartford Strategic Income Fund, Class Y   8.4 
The Hartford Total Return Bond Fund, Class Y   0.4 
The Hartford World Bond Fund, Class Y   0.6 
Other Assets and Liabilities   0.1 
Total   100.0%

 

2
 

 

 

The Hartford Target Retirement 2040 Fund
Schedule of Investments
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
AFFILIATED INVESTMENT COMPANIES - 100.0%     
Alternative Strategy Funds - 14.8%     
 1,021   The Hartford Alternative Strategies Fund, Class Y   $10,140 
 137   The Hartford Global Real Asset Fund, Class Y    1,361 
         11,501 
     Total alternative strategy funds     
     (cost $11,937)  $11,501 
           
Domestic Equity Funds - 41.6%     
 183   The Hartford Capital Appreciation Fund, Class Y  $8,997 
 707   The Hartford Dividend and Growth Fund, Class Y   17,378 
 180   The Hartford MidCap Value Fund, Class Y   2,932 
 111   The Hartford Small Company Fund, Class Y   2,937 
         32,244 
     Total domestic equity funds     
     (cost $25,873)  $32,244 
           
International/Global Equity Funds - 34.8%     
 791   The Hartford Emerging Markets Research Fund, Class Y  $6,622 
 881   The Hartford International Opportunities Fund, Class Y   15,153 
 293   The Hartford International Small Company Fund, Class Y   5,239 
         27,014 
     Total international/global equity funds     
     (cost $23,050)  $27,014 
           
Taxable Fixed Income Funds - 8.8%     
 18   The Hartford Inflation Plus Fund, Class Y  $195 
 725   The Hartford Strategic Income Fund, Class Y   6,597 
         6,792 
     Total taxable fixed income funds     
     (cost $6,948)  $6,792 
           
     Total investments in affiliated investment companies     
     (cost $67,808)  $77,551 
           
     Total long-term investments     
     (cost $67,808)  $77,551 
           

     Total investments          
   (cost $67,808) ▲    100.0%  $77,551 
     Other assets and liabilities     —%   37 
     Total net assets    100.0%  $77,588 

 

1
 

 

The Hartford Target Retirement 2040 Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

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

 

At January 31, 2014, the cost of securities for federal income tax purposes was $67,955 and the aggregate gross unrealized appreciation and depreciation based on that cost were:                    

 

Unrealized Appreciation   $10,335 
Unrealized Depreciation    (739)
Net Unrealized Appreciation   $9,596 

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

Investment Valuation Hierarchy Level Summary

January 31, 2014

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Affiliated Investment Companies   $77,551   $77,551   $   $ 
Total   $77,551   $77,551   $   $ 

 

For the three-month period ended January 31, 2014, there were no transfers between Level 1 and Level 2.  

 

Note:For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

Composition by Investments
as of January 31, 2014    
Fund Name  Percentage of
Net Assets
 
The Hartford Alternative Strategies Fund, Class Y   13.1%
The Hartford Capital Appreciation Fund, Class Y   11.6 
The Hartford Dividend and Growth Fund, Class Y   22.4 
The Hartford Emerging Markets Research Fund, Class Y   8.5 
The Hartford Global Real Asset Fund, Class Y   1.7 
The Hartford Inflation Plus Fund, Class Y   0.3 
The Hartford International Opportunities Fund, Class Y   19.5 
The Hartford International Small Company Fund, Class Y   6.8 
The Hartford MidCap Value Fund, Class Y   3.8 
The Hartford Small Company Fund, Class Y   3.8 
The Hartford Strategic Income Fund, Class Y   8.5 
Other Assets and Liabilities   0.0 
Total   100.0%

 

2
 

 

 

The Hartford Target Retirement 2045 Fund
Schedule of Investments
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
AFFILIATED INVESTMENT COMPANIES - 99.9%     
Alternative Strategy Funds - 14.9%     
 433   The Hartford Alternative Strategies Fund, Class Y  $4,299 
 57   The Hartford Global Real Asset Fund, Class Y   567 
         4,866 
     Total alternative strategy funds     
     (cost $5,029)  $4,866 
           
Domestic Equity Funds - 41.6%     
 77   The Hartford Capital Appreciation Fund, Class Y  $3,781 
 298   The Hartford Dividend and Growth Fund, Class Y   7,312 
 76   The Hartford MidCap Value Fund, Class Y   1,236 
 46   The Hartford Small Company Fund, Class Y   1,225 
         13,554 
     Total domestic equity funds     
     (cost $10,966)  $13,554 
           
International/Global Equity Funds - 34.6%     
 329   The Hartford Emerging Markets Research Fund, Class Y  $2,752 
 368   The Hartford International Opportunities Fund, Class Y   6,325 
 122   The Hartford International Small Company Fund, Class Y   2,185 
         11,262 
     Total international/global equity funds     
     (cost $9,699)  $11,262 
           
Taxable Fixed Income Funds - 8.8%     
 7   The Hartford Inflation Plus Fund, Class Y  $82 
 306   The Hartford Strategic Income Fund, Class Y   2,780 
         2,862 
     Total taxable fixed income funds     
     (cost $2,929)  $2,862 
           
     Total investments in affiliated investment companies     
     (cost $28,623)  $32,544 
           
     Total long-term investments     
     (cost $28,623)  $32,544 
           

     Total investments          
   (cost $28,623) ▲    99.9%  $32,544 
     Other assets and liabilities    0.1%   44 
     Total net assets    100.0%  $32,588 

 

1
 

 

The Hartford Target Retirement 2045 Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

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

 

At January 31, 2014, the cost of securities for federal income tax purposes was $28,644 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation   $4,150 
Unrealized Depreciation    (250)
Net Unrealized Appreciation   $3,900 

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

Investment Valuation Hierarchy Level Summary
January 31, 2014

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Affiliated Investment Companies   $32,544   $32,544   $   $ 
Total  $32,544   $32,544   $   $ 

 

For the three-month period ended January 31, 2014, there were no transfers between Level 1 and Level 2.  

 

Note:For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

Composition by Investments
as of January 31, 2014    
Fund Name  Percentage of
Net Assets
 
The Hartford Alternative Strategies Fund, Class Y   13.2%
The Hartford Capital Appreciation Fund, Class Y   11.6 
The Hartford Dividend and Growth Fund, Class Y   22.4 
The Hartford Emerging Markets Research Fund, Class Y   8.5 
The Hartford Global Real Asset Fund, Class Y   1.7 
The Hartford Inflation Plus Fund, Class Y   0.3 
The Hartford International Opportunities Fund, Class Y   19.4 
The Hartford International Small Company Fund, Class Y   6.7 
The Hartford MidCap Value Fund, Class Y   3.8 
The Hartford Small Company Fund, Class Y   3.8 
The Hartford Strategic Income Fund, Class Y   8.5 
Other Assets and Liabilities   0.1 
Total   100.0%

 

2
 

 

 

The Hartford Target Retirement 2050 Fund
Schedule of Investments
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
AFFILIATED INVESTMENT COMPANIES - 99.9%     
Alternative Strategy Funds - 15.0%     
 518   The Hartford Alternative Strategies Fund, Class Y   $5,141 
 68   The Hartford Global Real Asset Fund, Class Y    673 
         5,814 
     Total alternative strategy funds     
     (cost $6,009)   $5,814 
           
Domestic Equity Funds - 41.5%     
 91   The Hartford Capital Appreciation Fund, Class Y   $4,459 
 354   The Hartford Dividend and Growth Fund, Class Y    8,694 
 89   The Hartford MidCap Value Fund, Class Y    1,454 
 55   The Hartford Small Company Fund, Class Y    1,456 
         16,063 
     Total domestic equity funds     
     (cost $13,053)   $16,063 
           
International/Global Equity Funds - 34.6%     
 392   The Hartford Emerging Markets Research Fund, Class Y   $3,278 
 438   The Hartford International Opportunities Fund, Class Y    7,525 
 145   The Hartford International Small Company Fund, Class Y    2,597 
         13,400 
     Total international/global equity funds     
     (cost $11,562)   $13,400 
           
Taxable Fixed Income Funds - 8.8%     
 9   The Hartford Inflation Plus Fund, Class Y   $100 
 364   The Hartford Strategic Income Fund, Class Y    3,309 
         3,409 
     Total taxable fixed income funds     
     (cost $3,489)   $3,409 
           
     Total investments in affiliated investment companies     
     (cost $34,113)   $38,686 
           
     Total long-term investments     
     (cost $34,113)  $38,686 
           

     Total investments          
   (cost $34,113) ▲   99.9%  $38,686 
     Other assets and liabilities    0.1%   43 
     Total net assets   100.0%  $38,729 

 

1
 

 

The Hartford Target Retirement 2050 Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

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

 

At January 31, 2014, the cost of securities for federal income tax purposes was $34,167 and the aggregate gross unrealized appreciation and depreciation based on that cost were:                    

 

Unrealized Appreciation   $4,849 
Unrealized Depreciation    (330)
Net Unrealized Appreciation   $4,519 

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

Investment Valuation Hierarchy Level Summary

January 31, 2014

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Affiliated Investment Companies   $38,686   $38,686   $   $ 
Total   $38,686   $38,686   $   $ 

 

For the three-month period ended January 31, 2014, there were no transfers between Level 1 and Level 2.  

 

Note:For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

Composition by Investments
as of January 31, 2014    
Fund Name  Percentage of
Net Assets
 
The Hartford Alternative Strategies Fund, Class Y   13.3%
The Hartford Capital Appreciation Fund, Class Y   11.5 
The Hartford Dividend and Growth Fund, Class Y   22.4 
The Hartford Emerging Markets Research Fund, Class Y   8.5 
The Hartford Global Real Asset Fund, Class Y   1.7 
The Hartford Inflation Plus Fund, Class Y   0.3 
The Hartford International Opportunities Fund, Class Y   19.4 
The Hartford International Small Company Fund, Class Y   6.7 
The Hartford MidCap Value Fund, Class Y   3.8 
The Hartford Small Company Fund, Class Y   3.8 
The Hartford Strategic Income Fund, Class Y   8.5 
Other Assets and Liabilities   0.1 
Total   100.0%

 

2
 

 

 

The Hartford Total Return Bond Fund
Schedule of Investments
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 17.0%
Computer and Electronic Product Manufacturing - 0.4%
     Computer and Peripheral Equipment Manufacturing - 0.4%     
     SBA Tower Trust     
$2,400    2.93%, 12/15/2017 ■   $2,450 
 3,435    3.60%, 04/15/2043 ■╦    3,363 
         5,813 
Finance and Insurance - 16.6%
     Captive Auto Finance - 1.7%     
     Ally Automotive Receivables Trust     
 2,420    3.38%, 09/15/2017 ■    2,458 
 2,440    3.61%, 08/15/2016 ■    2,442 
     CPS Automotive Trust     
 1,475    1.54%, 07/16/2018 ■    1,475 
 999    1.82%, 12/16/2019 ■    1,003 
 190    5.01%, 06/17/2019 ■    196 
     Credit Acceptance Automotive Loan Trust     
 2,380    1.21%, 10/15/2020 ■    2,383 
 1,595    1.50%, 04/15/2021 ■    1,597 
 805    2.21%, 09/15/2020 ■    809 
 2,240    3.12%, 03/16/2020 ■    2,248 
     Ford Credit Automotive Owner Trust     
 1,500    2.54%, 02/15/2016    1,525 
 1,560    3.21%, 07/15/2017    1,609 
 710    5.53%, 05/15/2016 ■    714 
     Harley-Davidson Motorcycle Trust     
 1,780    2.12%, 08/15/2017    1,791 
     Hyundai Automotive Receivables Trust     
 2,850    2.27%, 02/15/2017 ‡    2,906 
     Prestige Automotive Receivables Trust     
 1,685    2.49%, 04/16/2018 ■    1,699 
     Santander Drive Automotive Receivables Trust     
 2,146    3.89%, 07/17/2017    2,180 
     SNAAC Automotive Receivables Trust     
 99    1.78%, 06/15/2016 ■    100 
         27,135 
     Captive Retail Finance - 0.1%     
     CNH Equipment Trust     
 1,315    2.97%, 05/15/2017    1,359 
           
     Real Estate Credit (Mortgage Banking) - 14.5%     
     American Home Mortgage Assets Trust     
 1,106    1.07%, 10/25/2046 Δ    806 
     Asset Backed Funding Certificates     
 1,976    0.38%, 01/25/2037 Δ    1,166 
     Aventura Mall Trust     
 1,910    3.74%, 12/05/2032 ■‡Δ    1,994 
     Banc of America Commercial Mortgage, Inc.     
 2,975    5.18%, 09/10/2047 ‡Δ    3,162 
 3,375    5.27%, 11/10/2042 ‡Δ    3,485 
 1,515    5.63%, 07/10/2046 Δ    1,645 
 275    5.75%, 02/10/2051 Δ    302 
     Banc of America Funding Corp.     
 3,088    0.46%, 05/20/2047 ‡Δ    2,568 
 4,025    5.77%, 05/25/2037 ‡    3,421 
 184    5.85%, 01/25/2037    149 
     BB-UBS Trust     
 1,165    3.43%, 11/05/2036 ■    1,102 
     BCAP LLC Trust     
 639    0.33%, 01/25/2037 Δ    471 
 1,710    0.34%, 03/25/2037 Δ    1,386 
     Bear Stearns Adjustable Rate Mortgage Trust     
 2,848    2.25%, 08/25/2035 Δ    2,894 
 4,160    2.43%, 10/25/2035 Δ    4,086 
     Bear Stearns Alt-A Trust     
 2,238    0.54%, 05/25/2036 Δ    1,468 
 4,116    0.66%, 01/25/2036 Δ    2,556 
     Bear Stearns Commercial Mortgage Securities, Inc.     
 946    5.41%, 12/11/2040    1,001 
 490    5.47%, 01/12/2045    544 
 1,582    5.54%, 10/12/2041    1,728 
 2,940    5.58%, 04/12/2038 Δ    3,167 
 1,950    5.71%, 06/11/2040 Δ    2,193 
     Cal Funding II Ltd.     
 809    3.47%, 10/25/2027 ■    805 
     Cent CLO L.P.     
 3,995    1.70%, 01/25/2026 ■    3,981 
     Citigroup Commercial Mortgage Trust     
 1,303    0.51%, 03/25/2037 Δ    700 
 550    4.25%, 09/10/2046 ■    403 
 630    5.11%, 09/10/2046    648 
 270    5.11%, 09/12/2046 ■Δ    248 
 2,780    6.13%, 12/10/2049 Δ    3,154 
     Citigroup/Deutsche Bank Commercial Mortgage Trust     
 2,875    5.32%, 12/11/2049 ‡    3,159 
     Commercial Mortgage Loan Trust     
 1,175    4.75%, 11/15/2045 ■    973 
 1,800    6.01%, 12/10/2049 Δ    2,005 
     Commercial Mortgage Pass-Through Certificates     
 11,035    1.64%, 07/10/2046 ■►    663 
 1,160    2.85%, 10/15/2045    1,108 
 1,125    3.96%, 02/10/2047    1,156 
 1,425    4.02%, 07/10/2045    1,476 
 260    4.40%, 07/10/2045 ■    224 
 1,460    5.75%, 06/10/2046 Δ    1,593 
     Community or Commercial Mortgage Trust     
 145    4.24%, 07/10/2045 Δ    154 
 295    4.35%, 08/10/2030 ■    308 
     Countrywide Alternative Loan Trust     
 1,592    0.48%, 11/25/2035 Δ    1,266 
 3,365    5.75%, 05/25/2036    2,816 

 

1
 

 

The Hartford Total Return Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 17.0% - (continued)

Finance and Insurance - 16.6% - (continued)
     Real Estate Credit (Mortgage Banking) - 14.5% - (continued)     
     Countrywide Alternative Loan Trust - (continued)     
$842    6.50%, 08/25/2037   $605 
     Countrywide Home Loans, Inc.     
 2,982    2.73%, 09/25/2047 Δ    2,504 
 1,080    2.84%, 04/20/2036 Δ    763 
 1,715    5.05%, 11/20/2035 Δ    1,491 
 2,663    5.75%, 08/25/2037    2,542 
     CS First Boston Mortgage Securities Corp.     
 2,790    4.88%, 04/15/2037    2,821 
 2,186    5.50%, 06/25/2035    2,135 
     CW Capital Cobalt Ltd.     
 2,245    5.22%, 08/15/2048    2,421 
     DBUBS Mortgage Trust     
 11,288    1.72%, 01/01/2021 ■►    402 
     Downey S & L Assoc Mortgage Loan Trust     
 1,258    1.06%, 03/19/2046 Δ    969 
     Fieldstone Mortgage Investment Corp.     
 1,341    0.50%, 04/25/2047 Δ    845 
     First Franklin Mortgage Loan Trust     
 6,725    0.40%, 04/25/2036 Δ    3,945 
     First Horizon Alternative Mortgage Securities     
 5,751    2.21%, 04/25/2036 Δ    4,804 
 6,212    2.24%, 09/25/2035 Δ    5,413 
     FREMF Mortgage Trust     
 1,450    3.60%, 05/25/2046 ■    1,337 
 660    3.63%, 07/25/2046 ■Δ    565 
 390    3.95%, 08/25/2023 ■Δ    341 
 375    4.18%, 05/25/2045 ■    368 
     GE Business Loan Trust     
 1,071    1.16%, 05/15/2034 ■Δ    770 
     GE Capital Commercial Mortgage Corp.     
 325    5.31%, 11/10/2045 Δ    345 
     GMAC Commercial Mortgage Securities, Inc.     
 195    5.24%, 11/10/2045 Δ    205 
     GMAC Mortgage Corp. Loan Trust     
 243    3.00%, 04/19/2036 Δ    213 
 1,662    3.12%, 09/19/2035 Δ    1,582 
     Goldman Sachs Mortgage Securities Corp.     
 375    3.38%, 05/10/2045    379 
     Goldman Sachs Mortgage Securities Trust     
 1,480    2.95%, 11/05/2034 ■    1,405 
 1,745    4.07%, 01/10/2024 ☼Δ    1,797 
     Greenwich Capital Commercial Funding Corp.     
 2,025    5.74%, 12/10/2049    2,265 
 981    5.82%, 07/10/2038 Δ    1,070 
     GSAA Home Equity Trust     
 1,866    0.21%, 03/25/2047 Δ    1,109 
 7,631    0.24%, 02/25/2037 Δ    4,139 
 1,415    0.25%, 12/25/2036 Δ    751 
 4,853    0.26%, 03/25/2037 Δ    2,457 
 1,123    0.32%, 07/25/2036 Δ    538 
 683    0.39%, 04/25/2047 Δ    395 
 1,973    5.98%, 06/25/2036    1,160 
     GSAMP Trust     
 1,110    0.26%, 12/25/2046 Δ    600 
 1,639    0.36%, 11/25/2036 Δ    892 
     GSR Mortgage Loan Trust     
 397    0.66%, 11/25/2035 Δ    307 
 5,183    2.63%, 01/25/2036 Δ    4,669 
     Harborview Mortgage Loan Trust     
 2,413    0.35%, 01/19/2038 Δ    2,020 
 3,733    0.38%, 05/19/2047 Δ    1,654 
 2,928    0.40%, 12/19/2036 Δ    1,918 
 1,969    0.49%, 09/19/2035 Δ    1,509 
     Hilton USA Trust     
 3,100    2.66%, 11/05/2030 ■‡    3,119 
 510    2.92%, 11/05/2030 ■    512 
     IndyMac Index Mortgage Loan Trust     
 1,718    0.44%, 07/25/2035 Δ    1,458 
 319    0.45%, 01/25/2036 Δ    206 
 4,293    0.56%, 07/25/2046 Δ    2,270 
 772    2.44%, 08/25/2035 Δ    599 
 1,213    2.47%, 01/25/2036 Δ    1,126 
 4,894    2.57%, 03/25/2036 Δ    3,607 
 745    2.61%, 12/25/2036 Δ    647 
     JP Morgan Chase Commercial Mortgage Securities Corp.     
 3,665    1.66%, 02/12/2051 Δ    3,503 
 911    2.75%, 10/15/2045 ■    605 
 3,575    2.83%, 10/15/2045    3,422 
 1,150    3.91%, 05/05/2030 ■Δ    1,152 
 625    4.67%, 10/15/2045 ■Δ    587 
 3,575    5.20%, 12/15/2044 Δ    3,806 
 2,917    5.24%, 01/12/2043 Δ    3,104 
 795    5.31%, 08/15/2046 ■Δ    809 
 2,061    5.34%, 08/12/2037    2,138 
 1,004    5.40%, 05/15/2045    1,093 
 482    5.71%, 02/12/2049 Δ    538 
     JP Morgan Mortgage Trust     
 332    2.68%, 04/25/2037 Δ    286 
 260    2.73%, 05/25/2036 Δ    230 
 1,578    2.74%, 09/25/2035 Δ    1,534 
     LB-UBS Commercial Mortgage Trust     
 1,615    4.95%, 09/15/2030    1,682 
 2,411    5.43%, 02/15/2040    2,667 
 1,890    5.86%, 07/15/2040    2,033 
 360    5.86%, 06/15/2038 Δ    391 
 87    5.87%, 09/15/2045    98 
 880    6.15%, 04/15/2041 Δ    1,014 
     Lehman Brothers Small Balance Commercial     
 213    5.52%, 09/25/2030 ■Δ    205 

 

2
 

 

The Hartford Total Return Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 17.0% - (continued)

Finance and Insurance - 16.6% - (continued)
     Real Estate Credit (Mortgage Banking) - 14.5% - (continued)     
     Lehman XS Trust     
$1,274    0.37%, 07/25/2046 Δ   $990 
     Merrill Lynch Mortgage Investors Trust     
 753    2.77%, 07/25/2035 Δ    647 
 984    2.95%, 03/25/2036 Δ    688 
     Merrill Lynch Mortgage Trust     
 570    4.75%, 06/12/2043    591 
 2,284    5.20%, 09/12/2042    2,345 
     Merrill Lynch/Countrywide Commercial Mortgage Trust     
 13,001    1.92%, 07/12/2046 ►    58 
     Morgan Stanley Capital I     
 43,167    2.58%, 09/15/2047 ■►    1,018 
 2,050    5.16%, 10/12/2052 Δ    2,180 
 180    5.45%, 02/12/2044 Δ    199 
 799    5.67%, 10/15/2042 Δ    856 
 3,450    5.69%, 04/15/2049 ‡Δ    3,822 
     Morgan Stanley Capital Investments     
 1,370    5.81%, 12/12/2049    1,538 
     Morgan Stanley Mortgage Loan Trust     
 3,506    0.33%, 05/25/2036 - 11/25/2036 Δ    1,641 
     Morgan Stanley Re-Remic Trust     
 1,080    5.80%, 08/12/2045 - 08/15/2045 ■Δ    1,186 
     National Credit Union Administration     
 932    1.84%, 10/07/2020 Δ    940 
     Residential Accredit Loans, Inc.     
 2,837    1.42%, 11/25/2037 Δ    1,730 
     Residential Asset Securitization Trust     
 1,145    0.61%, 03/25/2035 Δ    896 
     RFMSI Trust     
 218    3.15%, 04/25/2037 Δ    190 
     Securitized Asset Backed Receivables LLC     
 1,403    0.25%, 07/25/2036 Δ    649 
     Sequoia Mortgage Trust     
 482    2.46%, 07/20/2037 Δ    392 
     Soundview Home Equity Loan Trust, Inc.     
 3,900    0.34%, 07/25/2037 Δ    2,318 
 4,705    0.40%, 07/25/2036 Δ    2,352 
 3,520    0.41%, 06/25/2036 Δ    2,367 
     Springleaf Mortgage Loan Trust     
 2,860    3.52%, 12/25/2065 ■    2,813 
     Structured Adjustable Rate Mortgage Loan Trust     
 738    0.46%, 09/25/2034 Δ    646 
     Structured Asset Mortgage Investments, Inc.     
 1,564    0.38%, 05/25/2046 Δ    884 
     UBS-Barclays Commercial Mortgage Trust     
 3,600    3.18%, 03/10/2046 Δ    3,503 
 140    4.23%, 03/10/2046 ■    121 
     Wells Fargo Alternative Loan Trust     
 1,871    6.25%, 11/25/2037    1,727 
     Wells Fargo Commercial Mortgage Trust     
 3,915    2.92%, 10/15/2045 ‡    3,777 
 60    4.78%, 10/15/2045 ■Δ    57 
     Wells Fargo Mortgage Backed Securities Trust     
 953    5.16%, 10/25/2035 Δ    949 
     WF-RBS Commercial Mortgage Trust     
 365    3.20%, 03/15/2048    356 
 225    4.28%, 03/01/2048 Δ    219 
 4,380    4.90%, 06/15/2044 ■    4,836 
 1,230    5.00%, 06/15/2044 ■    1,054 
 960    5.56%, 04/15/2045 ■Δ    951 
         232,481 
     Whole Loan Residential - 0.3%     
     Dryden Senior Loan Fund     
 4,695    1.59%, 04/18/2026 ■☼Δ    4,661 
           
         265,636 
     Total asset & commercial mortgage backed securities     
     (cost $262,043)   $271,449 
           
CORPORATE BONDS - 29.8%
Administrative Waste Management and Remediation - 0.1%
     Business Support Services - 0.1%     
     Equinix, Inc.     
$680   4.88%, 04/01/2020   $683 
 170   5.38%, 04/01/2023    167 
         850 
     Waste Treatment and Disposal - 0.0%     
     Clean Harbors, Inc.     
 150   5.13%, 06/01/2021    150 
 605   5.25%, 08/01/2020    617 
         767 
         1,617 
Air Transportation - 0.1%
     Scheduled Air Transportation - 0.1%     
     Continental Airlines, Inc.     
 2,200   4.00%, 10/29/2024 ‡    2,200 
           
Apparel Manufacturing - 0.0%
     Cut and Sew Apparel Manufacturing - 0.0%     
     Hanesbrands, Inc.     
 660   6.38%, 12/15/2020    719 
           
Arts, Entertainment and Recreation - 1.8%
     Cable and Other Subscription Programming - 1.2%     
     DirecTV Holdings LLC     
 2,195   3.80%, 03/15/2022 ‡    2,143 
 1,820   5.00%, 03/01/2021 ‡    1,958 
     Time Warner Cable, Inc.     
 2,925   4.00%, 09/01/2021    2,759 
 300   5.88%, 11/15/2040    264 
     Time Warner Entertainment Co., L.P.     
 3,190   8.38%, 07/15/2033    3,688 

  

3
 

 

The Hartford Total Return Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
CORPORATE BONDS - 29.8% - (continued)
Arts, Entertainment and Recreation - 1.8% - (continued)
     Cable and Other Subscription Programming - 1.2% - (continued)     
     Time Warner, Inc.     
$1,065   3.40%, 06/15/2022   $1,057 
 500   4.75%, 03/29/2021    548 
 1,650   6.10%, 07/15/2040    1,856 
 1,100   6.50%, 11/15/2036    1,284 
     Viacom, Inc.     
 3,000   5.63%, 09/15/2019 ‡    3,443 
         19,000 
     Data Processing, Hosting and Related Services - 0.1%     
     NCR Corp.     
 670   4.63%, 02/15/2021    655 
           
     Newspaper, Periodical, Book and Database Publisher - 0.3%     
     Gannett Co., Inc.     
 1,670   5.13%, 10/15/2019 ■    1,724 
     News America, Inc.     
 2,400   6.15%, 03/01/2037 ‡    2,720 
 750   6.20%, 12/15/2034    860 
         5,304 
     Radio and Television Broadcasting - 0.2%     
     NBC Universal Media LLC     
 1,790   5.15%, 04/30/2020    2,029 
 1,554   5.95%, 04/01/2041 ‡    1,758 
         3,787 
         28,746 
Beverage and Tobacco Product Manufacturing - 0.1%
     Beverage Manufacturing - 0.1%     
     Molson Coors Brewing Co.     
 865   3.50%, 05/01/2022    868 
           
     Tobacco Manufacturing - 0.0%     
     Altria Group, Inc.     
 534   10.20%, 02/06/2039    864 
           
         1,732 
Chemical Manufacturing - 0.2%
     Basic Chemical Manufacturing - 0.2%     
     Dow Chemical Co.     
 2,500   8.55%, 05/15/2019 ‡    3,217 
           
Computer and Electronic Product Manufacturing - 0.5%
     Communications Equipment Manufacturing - 0.0%     
     eAccess Ltd.     
 200   8.25%, 04/01/2018 ■    217 
           
     Computer and Peripheral Equipment Manufacturing - 0.4%     
     Hewlett-Packard Co.     
 1,340   2.65%, 06/01/2016    1,383 
 3,595   2.75%, 01/14/2019 ‡    3,620 
 1,500   4.65%, 12/09/2021    1,565 
         6,568 
     Navigational, Measuring and Control Instruments - 0.1%     
     Esterline Technologies Corp.     
 735   7.00%, 08/01/2020    794 
           
         7,579 
Construction - 0.1%
     Residential Building Construction - 0.1%     
     Ryland Group, Inc.     
 850   5.38%, 10/01/2022    816 
     Toll Bros Finance Corp     
 810   4.00%, 12/31/2018    822 
         1,638 
Fabricated Metal Product Manufacturing - 0.1%
     Other Fabricated Metal Product Manufacturing - 0.1%     
     Crown Americas, Inc.     
 1,040   6.25%, 02/01/2021    1,123 
           
Finance and Insurance - 15.9%
     Agencies, Brokerages and Other Insurance - 0.1%     
     Marsh & McLennan Cos., Inc.     
 1,285   2.55%, 10/15/2018    1,301 
           
     Captive Auto Finance - 0.0%     
     Credit Acceptance Corp.     
 155   9.13%, 02/01/2017    162 
           
     Commercial Banking - 1.6%     
     Barclays Bank plc     
 7,450   6.05%, 12/04/2017 ■‡    8,378 
     BNP Paribas     
 4,850   2.38%, 09/14/2017 ‡    4,961 
 1,300   2.40%, 12/12/2018    1,302 
     Credit Suisse New York     
 2,820   5.40%, 01/14/2020 ╦    3,188 
     Rabobank Nederland     
 4,740   2.25%, 01/14/2019 ‡    4,741 
     State Street Corp.     
 3,255   4.96%, 03/15/2018    3,563 
         26,133 
     Consumer Lending - 0.0%     
     Minerva Luxembourg S.A.     
 750   7.75%, 01/31/2023 ■    729 
           
     Depository Credit Banking - 3.1%     
     Bank of America Corp.     
 1,595   2.60%, 01/15/2019    1,604 
 2,850   5.63%, 07/01/2020 ‡    3,251 
 1,405   5.75%, 12/01/2017    1,600 
 1,470   5.88%, 01/05/2021 ‡    1,693 
 875   7.63%, 06/01/2019    1,084 

 

4
 

 

The Hartford Total Return Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
CORPORATE BONDS - 29.8% - (continued)
Finance and Insurance - 15.9% - (continued)
     Depository Credit Banking - 3.1% - (continued)     
     Citigroup, Inc.     
$1,350   1.30%, 04/01/2016   $1,355 
 1,350   1.70%, 07/25/2016    1,366 
 975   2.50%, 09/26/2018    981 
 935   3.88%, 10/25/2023    922 
 1,850   4.59%, 12/15/2015    1,973 
 600   4.88%, 05/07/2015    628 
 1,515   5.50%, 09/13/2025    1,597 
 1,835   6.13%, 08/25/2036    1,966 
 700   6.63%, 06/15/2032    793 
 3,525   6.68%, 09/13/2043 ╦    4,034 
 1,458   8.50%, 05/22/2019    1,876 
     HSBC Holdings plc     
 700   6.50%, 09/15/2037    833 
 3,650   6.80%, 06/01/2038 ‡    4,483 
     PNC Bank NA     
 905   6.00%, 12/07/2017    1,032 
 813   6.88%, 04/01/2018    967 
     PNC Funding Corp.     
 4,000   5.25%, 11/15/2015 ‡    4,287 
     Santander UK plc     
 1,070   5.00%, 11/07/2023 ■    1,081 
     Wells Fargo & Co.     
 1,740   3.45%, 02/13/2023    1,665 
 4,175   4.13%, 08/15/2023 ‡    4,165 
 4,385   5.38%, 11/02/2043 ‡    4,497 
         49,733 
     Insurance Carriers - 1.5%     
     American International Group, Inc.     
 1,980   2.38%, 08/24/2015 ‡    2,023 
 700   8.25%, 08/15/2018    879 
     Massachusetts Mutual Life Insurance Co.     
 1,172   8.88%, 06/01/2039 ■    1,754 
     MetLife, Inc.     
 2,870   4.37%, 09/15/2023    2,985 
     Nationwide Financial Services, Inc.     
 1,837   5.38%, 03/25/2021 ■    2,000 
     Nationwide Mutual Insurance Co.     
 2,650   9.38%, 08/15/2039 ■‡    3,860 
     Prudential Financial, Inc.     
 2,285   5.10%, 08/15/2043    2,340 
     Teachers Insurance & Annuity Association of America     
 2,558   6.85%, 12/16/2039 ■    3,283 
     Wellpoint, Inc.     
 1,100   1.88%, 01/15/2018    1,097 
 1,045   2.30%, 07/15/2018    1,051 
 3,350   5.10%, 01/15/2044 ‡    3,421 
         24,693 
     International Trade Financing (Foreign Banks) - 1.8%     
     BPCE S.A.     
 2,380   2.50%, 12/10/2018 ‡    2,381 
 2,780   5.15%, 07/21/2024 ■‡    2,733 
 2,775   5.70%, 10/22/2023 ■‡    2,866 
     Royal (The) Bank of Scotland plc     
 2,200   3.95%, 09/21/2015    2,301 
     Royal Bank of Scotland Group plc     
3,200   2.55%, 09/18/2015   3,273 
 1,665   6.13%, 12/15/2022    1,714 
     Santander U.S. Debt S.A.     
 3,400   3.72%, 01/20/2015 ■    3,475 
     Societe Generale     
 1,990   5.00%, 01/17/2024 ■    1,965 
 500   8.25%, 11/29/2018 §♠    533 
     Standard Chartered plc     
 5,630   5.20%, 01/26/2024 ■    5,690 
     TSMC Global LTD     
 2,210   0.95%, 04/03/2016 ■    2,193 
         29,124 
     Nondepository Credit Banking - 1.9%     
     Capital One Financial Corp.     
 3,550   2.15%, 03/23/2015 ‡    3,606 
 1,750   6.15%, 09/01/2016 ‡    1,963 
     CIT Group, Inc.     
 40   5.00%, 05/15/2017    43 
 1,044   5.50%, 02/15/2019 ■    1,112 
 485   6.63%, 04/01/2018 ■    543 
     Discover Financial Services, Inc.     
 2,600   5.20%, 04/27/2022    2,765 
     Ford Motor Credit Co. LLC     
 2,265   4.21%, 04/15/2016    2,412 
 1,025   5.00%, 05/15/2018    1,136 
 2,065   5.88%, 08/02/2021 ‡    2,354 
 215   6.63%, 08/15/2017    249 
     General Electric Capital Corp.     
 1,675   4.63%, 01/07/2021 ‡    1,846 
 5,150   5.30%, 02/11/2021 ‡    5,795 
 210   5.88%, 01/14/2038    242 
 1,700   6.25%, 12/15/2022 ♠    1,772 
     General Motors Financial Co., Inc.     
 1,300   4.75%, 08/15/2017    1,381 
     SLM Corp.     
 630   5.50%, 01/15/2019    644 
 395   7.25%, 01/25/2022    419 
 1,245   8.45%, 06/15/2018    1,442 
         29,724 
     Other Financial Investment Activities - 0.1%     
     Ladder Capital Finance Holdings LLC     
 285   7.38%, 10/01/2017    299 
     Softbank Corp.     
 1,230   4.50%, 04/15/2020 ■    1,210 
         1,509 
     Real Estate Investment Trust (REIT) - 1.9%     
     Brandywine Operating Partnership L.P.     
 2,900   3.95%, 02/15/2023 ╦    2,817 
     HCP, Inc.     
 1,300   2.63%, 02/01/2020    1,257 
 1,605   4.25%, 11/15/2023    1,615 
 2,175   6.00%, 01/30/2017    2,451 
     Health Care, Inc.     
 1,005   2.25%, 03/15/2018    1,009 
 1,000   4.13%, 04/01/2019    1,064 
 3,450   4.50%, 01/15/2024 ‡    3,505 

  

5
 

 

The Hartford Total Return Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
CORPORATE BONDS - 29.8% - (continued)
Finance and Insurance - 15.9% - (continued)
     Real Estate Investment Trust (REIT) - 1.9% - (continued)     
     Kimco Realty Corp.     
$3,850   3.13%, 06/01/2023 ‡   $3,568 
 615   4.30%, 02/01/2018    666 
     Liberty Property L.P.     
 950   3.38%, 06/15/2023    887 
 860   4.13%, 06/15/2022    860 
     Mid-America Apartments L.P.     
 1,540   4.30%, 10/15/2023    1,532 
     Realty Income Corp.     
 1,865   3.25%, 10/15/2022    1,752 
 1,420   4.65%, 08/01/2023    1,471 
     UDR, Inc.     
 785   3.70%, 10/01/2020    802 
     Ventas Realty L.P.     
 845   2.00%, 02/15/2018    844 
 1,520   2.70%, 04/01/2020    1,474 
 2,750   3.25%, 08/15/2022    2,607 
         30,181 
     Securities and Commodity Contracts and Brokerage - 3.9%     
     Bear Stearns & Co., Inc.     
 1,905   5.55%, 01/22/2017 ‡    2,125 
 155   7.25%, 02/01/2018    186 
     Goldman Sachs Group, Inc.     
 2,930   5.75%, 01/24/2022 ‡    3,310 
 2,821   6.00%, 06/15/2020 ‡    3,252 
 1,900   6.45%, 05/01/2036 ‡    2,034 
 5,275   6.75%, 10/01/2037 ‡    5,861 
     JP Morgan Chase & Co.     
 1,705   3.38%, 05/01/2023    1,601 
 5,125   4.35%, 08/15/2021 ‡    5,458 
 440   4.50%, 01/24/2022    470 
 500   4.63%, 05/10/2021    542 
 4,305   5.63%, 08/16/2043 ‡    4,570 
 2,745   6.00%, 01/15/2018 ‡    3,163 
     Merrill Lynch & Co., Inc.     
 1,316   5.70%, 05/02/2017    1,468 
 9,070   6.05%, 05/16/2016 ‡    9,979 
 2,560   7.75%, 05/14/2038 ╦    3,312 
     Morgan Stanley     
 2,000   1.75%, 02/25/2016    2,029 
 2,375   2.13%, 04/25/2018    2,370 
 2,425   2.50%, 01/24/2019    2,419 
 2,275   4.88%, 11/01/2022    2,363 
 3,590   5.75%, 01/25/2021    4,080 
 505   7.30%, 05/13/2019    617 
     UBS AG Stamford CT     
 680   7.63%, 08/17/2022    782 
         61,991 
         255,280 
Health Care and Social Assistance - 1.0%
     General Medical and Surgical Hospitals - 0.4%     
     Community Health Systems, Inc.     
 350   5.13%, 08/01/2021 ■    352 
     HCA, Inc.     
1,785   6.50%, 02/15/2020    1,968 
 1,336   7.50%, 11/15/2095    1,155 
     Memorial Sloan-Kettering Cancer Center     
 1,985   5.00%, 07/01/2042 ‡    2,070 
     Tenet Healthcare Corp.     
 1,575   6.00%, 10/01/2020 ■    1,658 
         7,203 
     Health and Personal Care Stores - 0.3%     
     CVS Caremark Corp.     
 3,591   8.35%, 07/10/2031 ■‡    4,670 
           
     Individual and Family Services - 0.0%     
     Wellcare Health Plans, Inc.     
 295   5.75%, 11/15/2020    305 
           
     Offices and Physicians - 0.1%     
     Partners Healthcare System, Inc.     
 1,180   3.44%, 07/01/2021    1,223 
           
     Pharmaceutical and Medicine Manufacturing - 0.1%     
     Mylan, Inc.     
 1,000   6.00%, 11/15/2018 ■    1,064 
           
     Specialty Hospital-Except Psychiatric & Drug Abuse - 0.1%     
     Fresenius Medical Care U.S. Finance II, Inc.     
 1,385   5.63%, 07/31/2019 ■    1,472 
           
         15,937 
Information - 2.4%
     Cable and Other Program Distribution - 0.4%     
     Cox Communications, Inc.     
 4,300   2.95%, 06/30/2023 ■‡    3,928 
     DISH DBS Corp.     
 1,450   7.88%, 09/01/2019 ‡    1,655 
     TCI Communications, Inc.     
 685   8.75%, 08/01/2015    766 
         6,349 
     Data Processing Services - 0.0%     
     Audatex North America, Inc.     
 795   6.00%, 06/15/2021 ■    829 
           
     Software Publishers - 0.1%     
     Activision Blizzard     
 1,235   5.63%, 09/15/2021 ■    1,278 
           
     Telecommunications - Other - 0.3%     
     Sprint Nextel Corp.     
 1,630   7.00%, 03/01/2020 ■    1,838 
 547   9.00%, 11/15/2018 ■    660 
     Telefonica Emisiones SAU     
 775   3.99%, 02/16/2016    816 

 

6
 

 

The Hartford Total Return Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
CORPORATE BONDS - 29.8% - (continued)
Information - 2.4% - (continued)
     Telecommunications - Other - 0.3% - (continued)     
     Wind Acquisition Finance S.A.     
$820   7.25%, 02/15/2018 ■   $859 
         4,173 
     Telecommunications - Wired Carriers - 0.1%     
     Unitymedia Hessen GmbH & Co.     
 1,655   7.50%, 03/15/2019 ■    1,806 
           
     Telecommunications - Wireless Carriers - 0.4%     
     Qwest Corp.     
 825   7.25%, 10/15/2035    828 
     T-Mobile USA, Inc.     
 95   6.13%, 01/15/2022    97 
 1,035   6.46%, 04/28/2019    1,089 
 425   6.63%, 04/28/2021    447 
 855   6.73%, 04/28/2022    898 
     Vimpelcom Holdings     
 1,810   5.95%, 02/13/2023 ■    1,697 
     Vodafone Group plc     
 1,630   4.15%, 06/10/2014 ‡    1,651 
         6,707 
     Wireless Communications Services - 1.1%     
     Cellco Partnership - Verizon Wireless Capital LLC     
 425   8.50%, 11/15/2018    544 
     Verizon Communications, Inc.     
 2,675   3.65%, 09/14/2018    2,846 
 4,490   5.15%, 09/15/2023    4,881 
 2,205   6.40%, 02/15/2038    2,551 
 5,900   6.55%, 09/15/2043 ‡    7,082 
         17,904 
         39,046 
Machinery Manufacturing - 0.2%
     Agriculture, Construction, Mining and Machinery - 0.2%     
     Case New Holland, Inc.     
 2,200   7.88%, 12/01/2017 ‡    2,577 
           
Mining - 0.1%
     Coal Mining - 0.0%     
     Peabody Energy Corp.     
 595   6.50%, 09/15/2020    623 
           
     Metal Ore Mining - 0.1%     
     Glencore Funding LLC     
 1,835   1.70%, 05/27/2016 ■‡    1,838 
           
         2,461 
Miscellaneous Manufacturing - 0.1%
     Aerospace Product and Parts Manufacturing - 0.1%     
     Rockwell Collins, Inc.     
 1,485   3.70%, 12/15/2023    1,512 
           
Petroleum and Coal Products Manufacturing - 2.2%
     Natural Gas Distribution - 0.1%     
     Ferrellgas Partners L.P.     
 1,204   6.50%, 05/01/2021    1,240 
           
     Oil and Gas Extraction - 1.8%     
     Anadarko Petroleum Corp.     
 1,495   6.38%, 09/15/2017 ‡    1,717 
     BG Energy Capital plc     
 875   4.00%, 10/15/2021 ■    909 
     Cenovus Energy, Inc.     
 5,025   5.20%, 09/15/2043 ‡    5,113 
     CNPC General Capital     
 4,000   1.45%, 04/16/2016 ■‡    4,006 
     Continental Resources, Inc.     
 575   5.00%, 09/15/2022    593 
     EDC Finance Ltd.     
 1,405   4.88%, 04/17/2020 ■    1,331 
     Gazprom Neft OAO via GPN Capital S.A.     
 1,215   4.38%, 09/19/2022 ■    1,097 
     Harvest Operations Corp.     
 736   6.88%, 10/01/2017    802 
     Lukoil International Finance B.V.     
 3,800   3.42%, 04/24/2018 ■‡    3,772 
     Newfield Exploration Co.     
 715   6.88%, 02/01/2020    765 
     Nexen, Inc.     
 1,210   7.50%, 07/30/2039    1,581 
     Pemex Project Funding Master Trust     
 2,575   6.63%, 06/15/2035    2,686 
     Petrobras Global Finance Co.     
 1,775   3.00%, 01/15/2019    1,673 
     Petrobras International Finance Co.     
 940   5.38%, 01/27/2021    928 
     Pioneer Natural Resources Co.     
 290   6.65%, 03/15/2017    334 
 910   7.50%, 01/15/2020    1,129 
         28,436 
     Petroleum and Coal Products Manufacturing - 0.2%     
     Rosneft Oil Co.     
 730   4.20%, 03/06/2022 ■    660 
     Valero Energy Corp.     
 2,086   9.38%, 03/15/2019 ‡    2,742 
         3,402 
     Support Activities For Mining - 0.1%     
     Transocean, Inc.     
 1,800   6.38%, 12/15/2021    2,007 
           
         35,085 
Pipeline Transportation - 1.1%
     Pipeline Transportation of Natural Gas - 1.1%     
     El Paso Corp.     
 900   7.00%, 06/15/2017    1,018 
 661   7.80%, 08/01/2031    685 
     Energy Transfer Equity L.P.     
 2,500   3.60%, 02/01/2023    2,364 
 3,975   5.95%, 10/01/2043    4,101 
 2,590   6.50%, 02/01/2042    2,836 
 1,138   7.50%, 10/15/2020    1,282 
     Kinder Morgan Finance Co.     
 4,555   6.00%, 01/15/2018 ■‡    4,965 
         17,251 

 

7
 

 

The Hartford Total Return Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
CORPORATE BONDS - 29.8% - (continued)
Primary Metal Manufacturing - 0.1%
     Iron and Steel Mills and Ferroalloy Manufacturing - 0.1%     
     ArcelorMittal     
$1,310   9.50%, 02/15/2015   $1,408 
     United States Steel Corp.     
 230   7.38%, 04/01/2020    249 
         1,657 
Printing and Related Support Activities - 0.0%
     Printing and Related Support Activities - 0.0%     
     Deluxe Corp.     
 760   7.00%, 03/15/2019    814 
           
Rail Transportation - 0.1%
     Rail Transportation - 0.1%     
     Canadian Pacific Railway     
 725   9.45%, 08/01/2021    979 
           
Real Estate, Rental and Leasing - 1.1%
     Activities Related To Real Estate - 0.1%     
     Duke Realty L.P.     
 1,750   3.63%, 04/15/2023    1,646 
           
     General Rental Centers - 0.1%     
     ERAC USA Finance Co.     
 1,700   6.38%, 10/15/2017 ■‡    1,972 
           
     Industrial Machinery and Equipment Rental and Leasing - 0.3%     
     International Lease Finance Corp.     
 2,405   5.88%, 04/01/2019 ‡    2,585 
 1,025   6.75%, 09/01/2016 ■    1,142 
 674   8.88%, 09/01/2017    799 
         4,526 
     Lessors of Real Estate - 0.6%     
     American Tower Corp.     
 1,780   5.00%, 02/15/2024 ‡    1,874 
     ProLogis L.P.     
 6,950   3.35%, 02/01/2021    6,867 
         8,741 
         16,885 
Retail Trade - 0.8%
     Automotive Parts, Accessories and Tire Stores - 0.2%     
     AutoZone, Inc.     
 3,699   3.70%, 04/15/2022 ‡    3,679 
           
     Building Material and Supplies Dealers - 0.1%     
     Building Materials Corp.     
 831   7.50%, 03/15/2020 ■    893 
           
     Clothing Stores - 0.1%     
     Carter's, Inc.     
 1,375   5.25%, 08/15/2021 ■    1,392 
           
     Electronics and Appliance Stores - 0.1%     
     Arcelik AS     
 1,265   5.00%, 04/03/2023 ■    1,082 
           
     Other Miscellaneous Store Retailers - 0.3%     
     Hutchison Whampoa International Ltd.     
 4,600   2.00%, 11/08/2017 ■‡    4,600 
     Sotheby's     
 910   5.25%, 10/01/2022 ■    856 
         5,456 
         12,502 
Transportation Equipment Manufacturing - 0.1%
     Railroad Rolling Stock Manufacturing - 0.1%     
     Kansas City Southern de Mexico S.A. de C.V.     
 1,385   3.00%, 05/15/2023    1,301 
           
     Ship and Boat Building - 0.0%     
     Huntington Ingalls Industries, Inc.     
 790   6.88%, 03/15/2018    850 
           
         2,151 
Truck Transportation - 0.3%
     Specialized Freight Trucking - 0.3%     
     Penske Truck Leasing Co.     
 3,475   2.88%, 07/17/2018 ■    3,536 
 1,265   4.88%, 07/11/2022 ■    1,328 
         4,864 
Utilities - 1.2%
     Electric Generation, Transmission and Distribution - 1.2%     
     AES (The) Corp.     
 375   9.75%, 04/15/2016    441 
     Calpine Corp.     
 1,055   7.50%, 02/15/2021 ■    1,152 
 104   7.50%, 02/15/2021 §    114 
     CenterPoint Energy, Inc.     
 1,700   6.85%, 06/01/2015 ‡    1,834 
     Dolphin Subsidiary II, Inc.     
 300   7.25%, 10/15/2021    299 
     EDP Finance B.V.     
 360   5.25%, 01/14/2021 ■    367 
     Electricitie De France     
 6,500   1.15%, 01/20/2017 ■╦    6,513 
     MidAmerican Energy Holdings Co.     
 3,385   8.48%, 09/15/2028 ‡    4,719 
     Pacific Gas & Electric Co.     
 1,500   8.25%, 10/15/2018    1,896 
     Xcel Energy, Inc.     
 1,340   6.50%, 07/01/2036    1,688 
         19,023 

  

8
 

 

The Hartford Total Return Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
CORPORATE BONDS - 29.8% - (continued)
Wholesale Trade - 0.1%
     Beer, Wine, Distilled Alcoholic Beverage Wholesalers - 0.1%     
     SABMiller Holdings, Inc.     
$1,000   3.75%, 01/15/2022 ■   $1,024 
           
     Total corporate bonds     
     (cost $462,874)   $477,619 
           
FOREIGN GOVERNMENT OBLIGATIONS - 2.5%
     Brazil - 0.2%     
     Brazil (Republic of)     
$1,150   4.25%, 01/07/2025   $1,073 
 2,550   4.88%, 01/22/2021    2,670 
         3,743 
     Japan - 2.1%     
     Japan (Government of)     
JPY3,240,929   0.10%, 09/10/2023 ◄    33,870 
           
     Mexico - 0.2%     
     United Mexican States     
 3,000   4.75%, 03/08/2044    2,640 
           
     Total foreign government obligations     
     (cost $39,282)   $40,253 
           
MUNICIPAL BONDS - 1.7%
     General Obligations - 0.5%     
     California State GO     
$1,300   7.50%, 04/01/2034   $1,751 
     California State GO, Taxable     
 4,400   7.55%, 04/01/2039    6,105 
         7,856 
     Higher Education (Univ., Dorms, etc.) - 0.4%     
     Curators University, System Facs Rev Build America Bonds     
 950   5.79%, 11/01/2041    1,161 
     University of California     
 2,365   4.60%, 05/15/2031    2,488 
 3,025   5.00%, 05/15/2038 ╦    3,252 
         6,901 
     Miscellaneous - 0.2%     
     Employees Retire System Govt of Cmwlth Puerto Rico     
 1,570   6.20%, 07/01/2039    740 
     Puerto Rico Commonwealth Govt Retirement System     
 3,350   6.30%, 07/01/2043    1,563 
 800   6.55%, 07/01/2058    366 
         2,669 
     Tax Allocation - 0.2%     
     New York City, NY, Transitional FA Rev     
 3,085   5.00%, 11/01/2038 - 05/01/2042    3,292 
           
     Utilities - Electric - 0.1%     
     Municipal Elec Auth Georgia     
 1,285   6.64%, 04/01/2057    1,423 
           
     Utilities - Water and Sewer - 0.3%     
     Baltimore MD Proj Rev     
1,270   5.00%, 07/01/2042 - 07/01/2043   1,356 
     San Francisco City & County, CA, Public Utilities     
 2,515   6.00%, 11/01/2040    2,982 
         4,338 
     Total municipal bonds     
     (cost $25,536)   $26,479 
           
SENIOR FLOATING RATE INTERESTS♦ - 5.0%
Accommodation and Food Services - 0.1%
     Traveler Accommodation - 0.1%     
     Caesars Entertainment Operating Co., Inc.     
$1,154   4.49%, 01/28/2018   $1,096 
 1,174   5.49%, 01/28/2018    1,128 
         2,224 
Administrative Waste Management and Remediation - 0.1%
     Business Support Services - 0.1%     
     Audio Visual Services Group, Inc.     
 540   01/25/2021 ◊☼    543 
     Harland Clarke Holdings Corp.     
 200   5.74%, 05/22/2018 ☼    202 
     ISS A/S     
 323   3.75%, 04/30/2018    324 
         1,069 
     Services to Buildings and Dwellings - 0.0%     
     ServiceMaster (The) Co.     
 425   4.42%, 01/31/2017 ☼    424 
           
         1,493 
Air Transportation - 0.1%
     Scheduled Air Transportation - 0.1%     
     Delta Air Lines, Inc.     
 450   4.00%, 10/18/2018    452 
     United Airlines, Inc.     
 640   4.00%, 04/01/2019    646 
         1,098 
Apparel Manufacturing - 0.0%
     Apparel Knitting Mills - 0.0%     
     PVH Corp.     
 229   3.25%, 02/13/2020    230 
           
Arts, Entertainment and Recreation - 0.2%
     Cable and Other Subscription Programming - 0.1%     
     Cequel Communications LLC     
 233   3.50%, 02/14/2019    234 
     CSC Holdings, Inc.     
 438   2.67%, 04/17/2020    435 
         669 
     Gambling Industries - 0.1%     
     MGM Resorts International     
 619   3.50%, 12/20/2019    618 
     Seminole (The) Tribe of Florida, Inc.     
 635   3.00%, 04/29/2020    635 
         1,253 

  

9
 

 

The Hartford Total Return Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
SENIOR FLOATING RATE INTERESTS♦ - 5.0% - (continued)
Arts, Entertainment and Recreation - 0.2% - (continued)
     Newspaper, Periodical, Book and Database Publisher - 0.0%     
     Tribune Co.     
$575   4.00%, 12/27/2020 ☼   $574 
           
     Radio and Television Broadcasting - 0.0%     
     Sinclair Television Group, Inc.     
 293   3.00%, 04/09/2020    293 
           
         2,789 
Beverage and Tobacco Product Manufacturing - 0.1%
     Beverage Manufacturing - 0.1%     
     Constellation Brands, Inc.     
 1,072   2.75%, 06/05/2020    1,076 
           
Chemical Manufacturing - 0.3%
     Basic Chemical Manufacturing - 0.2%     
     Huntsman International LLC, Extended Term Loan B     
 350   2.71%, 04/19/2017    350 
     Pinnacle Operating Corp.     
 1,166   3.25%, 04/29/2020    1,167 
 395   4.75%, 11/15/2018    397 
     PQ Corp.     
 594   4.50%, 08/07/2017    599 
     W.R. Grace & Co.     
 649   01/22/2021 ◊☼    651 
         3,164 
     Other Chemical and Preparations Manufacturing - 0.1%     
     Cytec Industries, Inc.     
 107   4.50%, 10/04/2019    108 
     DuPont Performance Coatings, Inc.     
 134   4.75%, 02/01/2020    135 
     Monarch, Inc.     
 206   4.50%, 10/04/2019    207 
     Univar, Inc.     
 190   5.00%, 06/30/2017 ☼    189 
     Utex Industries, Inc.     
 104   4.50%, 04/10/2020    105 
         744 
     Paint, Coating and Adhesive Manufacturing - 0.0%     
     Tronox Pigments BV     
 488   4.50%, 03/19/2020    493 
           
         4,401 
Computer and Electronic Product Manufacturing - 0.3%
     Computer and Peripheral - 0.2%     
     CDW LLC     
 1,280   3.25%, 04/29/2020    1,281 
     Verint Systems, Inc.     
 1,655   09/06/2019 ◊☼    1,657 
         2,938 
     Semiconductor, Electronic Components - 0.1%     
     Freescale Semiconductor, Inc.     
 850   5.00%, 02/28/2020 - 01/15/2021 ☼    859 
     NXP Semiconductors Netherlands B.V.     
 713   3.25%, 01/11/2020    713 
         1,572 
         4,510 
Educational Services - 0.0%
     Educational Support Services - 0.0%     
     Bright Horizons Family Solutions, Inc.     
 144   4.00%, 01/30/2020    144 
           
Finance and Insurance - 0.5%
     Activities Related To Credit Banking - 0.1%     
     Evertec LLC     
 950   3.50%, 04/17/2020    924 
           
     Agencies, Brokerages and Other Insurance - 0.0%     
     Cooper Gay Swett & Crawford Ltd.     
 363   5.00%, 04/16/2020    357 
     USI Insurance Services LLC     
 416   4.25%, 12/27/2019    419 
         776 
     Captive Auto Finance - 0.1%     
     Chrysler Group LLC     
 1,785   3.50%, 05/24/2017    1,789 
           
     Insurance Carriers - 0.1%     
     Asurion LLC     
 275   3.50%, 07/08/2020    272 
 505   4.50%, 05/24/2019    505 
     National Financial Partners Corp.     
 165   5.25%, 07/01/2020    166 
         943 
     Other Financial Investment Activities - 0.2%     
     Nuveen Investments, Inc.     
 2,577   4.17%, 05/13/2017    2,570 
     Ocwen Financial Corp.     
 189   5.00%, 02/15/2018    190 
         2,760 
     Real Estate Investment Trust (REIT) - 0.0%     
     Walter Investment Management Corp.     
 791   4.75%, 12/18/2020    796 
           
         7,988 
Food Manufacturing - 0.2%
     Other Food Manufacturing - 0.2%     
     H.J. Heinz Co.     
 2,269   3.50%, 06/05/2020    2,290 
     Hostess Brands, Inc.     
 160   6.75%, 04/09/2020    166 
     U.S. Foodservice, Inc.     
 460   4.50%, 03/31/2019    464 
         2,920 

  

10
 

 

The Hartford Total Return Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
SENIOR FLOATING RATE INTERESTS♦ - 5.0% - (continued)
Food Services - 0.2%
     Full-Service Restaurants - 0.2%     
     ARAMARK Corp.     
$1,120   3.75%, 07/26/2016   $1,125 
 340   4.00%, 09/09/2019    342 
     OSI Restaurant Partners, Inc.     
 1,664   3.50%, 10/28/2019    1,668 
         3,135 
Furniture and Related Product Manufacturing - 0.1%
     Household, Institution Furniture, Kitchen Cabinet - 0.1%     
     Tempur-Pedic International, Inc.     
 449   3.50%, 03/18/2020    450 
           
     Other Furniture Related Product Manufacturing - 0.0%     
     Wilsonart International Holding LLC     
 317   4.00%, 10/31/2019    317 
           
         767 
Health Care and Social Assistance - 0.2%
     General Medical and Surgical Hospitals - 0.1%     
     Community Health Systems, Inc.     
 610   01/27/2021 ◊☼    616 
     HCA, Inc.     
 574   2.92%, 03/31/2017    574 
 973   3.00%, 05/01/2018    973 
         2,163 
     Pharmaceutical and Medicine Manufacturing - 0.0%     
     Pharmedium Healthcare Corp.     
 380   01/28/2021 - 01/28/2022 ◊☼    383 
           
     Scientific Research and Development Services - 0.1%     
     IMS Health, Inc.     
 461   3.75%, 09/01/2017 ☼    465 
     Jazz Pharmaceuticals, Inc.     
 430   06/12/2018 ◊    431 
         896 
         3,442 
Information - 1.0%
     Cable and Other Program Distribution - 0.3%     
     Charter Communications Operating LLC, Term Loan E     
 1,373   3.00%, 07/01/2020    1,367 
     Charter Communications Operating LLC, Term Loan F     
 493   3.00%, 12/31/2020    490 
     UPC Financing Partnership     
 520   3.25%, 06/30/2021    521 
 335   4.00%, 01/31/2021    337 
     Virgin Media Finance plc     
 1,970   3.50%, 06/08/2020    1,974 
         4,689 
     Data Processing Services - 0.2%     
     Emdeon, Inc.     
 645   3.75%, 11/02/2018    647 
     First Data Corp.     
 450   4.16%, 09/24/2018    449 
 380   4.16%, 03/24/2017    380 
     First Data Corp., Extended 1st Lien Term Loan     
 2,555   4.16%, 03/23/2018    2,552 
         4,028 
     Software Publishers - 0.2%     
     Eagle Parent, Inc.     
 196   4.00%, 05/16/2018    197 
     Kronos, Inc.     
 928   4.50%, 10/30/2019    936 
 175   9.75%, 04/30/2020    182 
     Lawson Software, Inc.     
 900   3.75%, 06/03/2020    903 
     Web.com Group, Inc.     
 398   4.50%, 10/27/2017    401 
         2,619 
     Telecommunications - Other - 0.1%     
     Nine Entertainment Group Ltd.     
 561   3.25%, 02/05/2020    558 
     Sorenson Communications, Inc.     
 849   9.50%, 10/31/2014    859 
         1,417 
     Telecommunications - Wireless Carriers - 0.1%     
     Alcatel-Lucent     
 1,804   5.75%, 01/30/2019 ☼    1,819 
     Light Tower Fiber LLC     
 239   4.50%, 04/13/2020    239 
     Syniverse Holdings, Inc.     
 456   4.00%, 04/23/2019    458 
         2,516 
     Wireless Communications Services - 0.1%     
     Leap Wireless International, Inc.     
 1,204   4.75%, 03/08/2020    1,205 
           
         16,474 
Mining - 0.2%
     Metal Ore Mining - 0.1%     
     Fortescue Metals Group Ltd.     
 1,106   4.25%, 06/28/2019    1,118 
           
     Mining and Quarrying Nonmetallic Mineral - 0.1%     
     Arch Coal, Inc.     
 1,848   6.25%, 05/16/2018 ☼    1,828 
           
         2,946 
Miscellaneous Manufacturing - 0.2%
     Aerospace Product and Parts Manufacturing - 0.1%     
     DigitalGlobe, Inc.     
 362   3.75%, 01/31/2020    363 
     Doncasters plc     
 1,246   5.50%, 04/09/2020    1,259 
     Hamilton Sundstrand Corp.     
 341   4.00%, 12/13/2019    343 
         1,965 
     Miscellaneous Manufacturing - 0.1%     
     Reynolds Group Holdings, Inc.     
 762   4.00%, 12/01/2018    770 
           
         2,735 

  

11
 

 

The Hartford Total Return Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
SENIOR FLOATING RATE INTERESTS♦ - 5.0% - (continued)
Motor Vehicle and Parts Manufacturing - 0.1%
     Motor Vehicle Parts Manufacturing - 0.1%     
     Federal Mogul Corp., Tranche B Term Loan     
$567   2.11%, 12/29/2014   $562 
     Federal Mogul Corp., Tranche C Term Loan     
 333   2.11%, 12/28/2015    331 
     Tower Automotive Holdings USA LLC     
 1,110   4.75%, 04/23/2020 ☼    1,115 
         2,008 
Nonmetallic Mineral Product Manufacturing - 0.0%
     Glass and Glass Product Manufacturing - 0.0%     
     Ardagh Holdings USA, Inc.     
 210   12/17/2019 ◊☼    211 
           
Other Services - 0.1%
     Commercial/Industrial Machine and Equipment - 0.1%     
     Apex Tool Group LLC     
 104   4.50%, 01/31/2020    105 
     Rexnord LLC     
 873   4.00%, 08/21/2020    876 
         981 
Petroleum and Coal Products Manufacturing - 0.0%
     Oil and Gas Extraction - 0.0%     
     Ruby Western Pipeline Holdings LLC     
 573   3.50%, 03/27/2020    575 
           
Pipeline Transportation - 0.1%
     Pipeline Transportation of Crude Oil - 0.0%     
     Philadelphia Energy Solutions LLC     
 367   6.25%, 04/04/2018    331 
           
     Pipeline Transportation of Natural Gas - 0.1%     
     EP Energy LLC     
 645   4.50%, 04/30/2019    648 
           
         979 
Plastics and Rubber Products Manufacturing - 0.1%
     Plastics Product Manufacturing - 0.1%     
     Berry Plastics Group, Inc.     
 1,538   3.50%, 02/08/2020    1,532 
     Consolidated Container Co.     
 514   5.00%, 07/03/2019    519 
         2,051 
Primary Metal Manufacturing - 0.1%
     Alumina and Aluminum Production and Processing - 0.1%     
     Novelis, Inc.     
 2,280   3.75%, 03/10/2017    2,292 
           
Professional, Scientific and Technical Services - 0.1%
     Advertising and Related Services - 0.0%     
     CBS Outdoor Americas Capital     
 455   01/15/2021 ◊☼    457 
           
     Professional Services - Computer System Design and Related - 0.1%     
     MoneyGram International, Inc.     
 779   4.25%, 03/27/2020    786 
     Paradigm Ltd., Term Loan B2     
 305   10.50%, 07/30/2020 ☼    306 
     SunGard Data Systems, Inc.     
 351   4.50%, 01/31/2020    352 
         1,444 
         1,901 
Real Estate, Rental and Leasing - 0.0%
     Automotive Equipment Rental and Leasing - 0.0%     
     Hertz (The) Corp.     
 417   3.00%, 03/11/2018    417 
           
Retail Trade - 0.5%
     Automobile Dealers - 0.0%     
     TI Automotive Ltd.     
 407   5.50%, 03/28/2019    409 
           
     Automotive Parts, Accessories and Tire Stores - 0.0%     
     Affinia Group, Inc.     
 308   4.75%, 04/25/2020    310 
           
     Building Material and Supplies Dealers - 0.1%     
     American Builders & Contractors Supply Co.     
 424   3.50%, 04/16/2020    426 
     Ply Gem Industries, Inc.     
 130   01/17/2021 ◊☼    130 
     Southwire Co.     
 1,130   02/11/2021 ◊☼    1,127 
         1,683 
     Department Stores - 0.0%     
     J. C. Penney Co., Inc.     
 299   6.00%, 05/22/2018    290 
     Neiman Marcus Group, Inc.     
 274   5.00%, 10/25/2020    277 
         567 
     Grocery Stores - 0.0%     
     Sprouts Farmers Markets Holdings LLC     
 219   4.00%, 04/23/2020    220 
           
     Other Miscellaneous Store Retailers - 0.0%     
     Rite Aid Corp.     
 318   4.00%, 02/21/2020    319 
 115   5.75%, 08/21/2020    118 
         437 
     Specialty Food Stores - 0.2%     
     Weight Watchers International, Inc.     
 2,640   3.75%, 04/02/2020    2,355 
           
     Sporting Goods, Hobby and Musical Instrument Store - 0.2%     
     EB Sports Corp.     
 2,209   11.50%, 12/31/2015 Þ    2,198 

  

12
 

 

The Hartford Total Return Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
SENIOR FLOATING RATE INTERESTS♦ - 5.0% - (continued)
Retail Trade - 0.5% - (continued)
     Sporting Goods, Hobby and Musical Instrument Store - 0.2% - (continued)     
     Michaels Stores, Inc.     
$457   3.75%, 01/28/2020   $458 
         2,656 
         8,637 
Soap, Cleaning Compound and Toilet Manufacturing - 0.0%
     Soap, Cleaning Compound and Toilet Manufacturing - 0.0%     
     Spotless Group     
 275   5.00%, 10/02/2018    279 
           
Truck Transportation - 0.0%
     Freight Trucking - General - 0.0%     
     Nexeo Solutions LLC     
 291   5.00%, 09/09/2017    290 
           
Utilities - 0.1%
     Electric Generation, Transmission and Distribution - 0.1%     
     Dynegy Power LLC     
 245   4.00%, 04/23/2020    246 
     Star West Generation LLC     
 1,370   4.25%, 03/13/2020    1,378 
     Texas Competitive Electric Holdings Co. LLC     
 350   4.73%, 10/10/2017 ☼    244 
         1,868 
     Total senior floating rate interests     
     (cost $80,707)   $80,861 
           
U.S. GOVERNMENT AGENCIES - 35.0%
     FHLMC - 6.4%     
$14,002   2.03%, 08/25/2018 ►   $1,102 
 24,000   3.00%, 02/15/2043 ☼    23,280 
 30,517   3.25%, 10/25/2020 ►    523 
 47,017   4.00%, 08/01/2025 - 02/15/2040 ☼    49,326 
 4,900   4.50%, 03/15/2040 ☼    5,228 
 14,502   5.50%, 11/01/2037 - 06/01/2041    15,855 
 3,594   6.00%, 01/01/2023 - 06/01/2038    3,973 
 3,111   13.72%, 05/15/2037 ►    512 
 5,593   14.84%, 12/15/2036 ►    1,021 
 2,235   16.29%, 01/15/2039 ►    308 
 10,836   20.99%, 01/15/2041 ►    1,406 
         102,534 
     FNMA - 17.6%     
 3,211   2.14%, 11/01/2022    3,036 
 4,610   2.15%, 10/01/2022    4,389 
 2,200   2.20%, 12/01/2022    2,088 
 1,289   2.28%, 11/01/2022    1,231 
 1,090   2.34%, 11/01/2022    1,044 
 990   2.40%, 10/01/2022    954 
 856   2.42%, 11/01/2022    825 
 878   2.47%, 11/01/2022    849 
 25,912   2.50%, 02/12/2029 - 08/01/2043 ☼    25,244 
 69,110   3.00%, 02/15/2026 - 02/15/2044 ☼    68,164 
 54,000   3.50%, 02/15/2026 - 02/15/2041 ☼    55,196 
 33,223   4.00%, 06/01/2025 - 02/15/2044 ☼    34,861 
 1,272   4.02%, 11/01/2028    1,305 
 29,826   4.50%, 08/01/2024 - 08/01/2040 ☼    31,987 
 16,801   5.00%, 04/01/2018 - 03/15/2040 ☼    18,267 
 20,158   5.50%, 01/01/2017 - 02/15/2040 ☼    22,184 
 5,864   6.00%, 05/01/2016 - 10/01/2038    6,506 
 59   7.00%, 10/01/2037    61 
 72   7.50%, 12/01/2029 - 09/01/2031    81 
 3,452   10.11%, 06/25/2042 ►    577 
 5,476   14.18%, 11/25/2039 ►    901 
 5,774   17.30%, 10/25/2036 ►    927 
 8,178   19.21%, 09/25/2040 ►    1,238 
         281,915 
     GNMA - 11.0%     
 3,900   3.00%, 03/15/2043 ☼    3,862 
 43,378   3.50%, 02/15/2042 - 05/15/2043 ☼    44,688 
 28,079   4.00%, 02/15/2040 - 12/20/2040 ☼    29,774 
 33,114   4.50%, 07/15/2033 - 06/15/2041 ☼    35,943 
 34,000   5.00%, 02/15/2040 - 02/15/2044 ☼    37,262 
 5,729   5.50%, 05/15/2033 - 02/15/2040 ☼    6,346 
 14,655   6.00%, 02/15/2029 - 02/15/2043 ☼    16,383 
 827   6.50%, 09/15/2028 - 07/15/2032    939 
         175,197 
     Total U.S. government agencies     
     (cost $555,102)  $559,646 
           
U.S. GOVERNMENT SECURITIES - 25.6%
U.S. Treasury Securities - 25.6%
     U.S. Treasury Bonds - 4.7%     
$7,900    0.63%, 02/15/2043 ◄╦   $6,618 
 230    2.88%, 05/15/2043    198 
 9,340    3.63%, 08/15/2043 ‡    9,342 
 46,575    3.75%, 11/15/2043 ╦    47,659 
 252    4.38%, 05/15/2041    288 
 7,410    6.25%, 05/15/2030 ‡    10,268 
         74,373 
     U.S. Treasury Notes - 20.9%     
 104,500    0.13%, 04/15/2018 ◄‡    108,746 
 48,125    0.25%, 07/31/2015 Ө    48,151 
 44,000    0.63%, 07/15/2014 Ө    44,107 
 33,275    0.63%, 01/15/2024 ◄‡    33,487 
 55,615    0.88%, 04/30/2017 Ө    55,680 
 16,000    1.50%, 12/31/2018 ‡    16,010 
 4,700    3.13%, 04/30/2017 □    5,043 
 23,055    4.25%, 11/15/2014 Ө    23,792 
         335,016 
         409,389 
     Total U.S. government securities     
     (cost $406,551)   $409,389 

 

13
 

 

The Hartford Total Return Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Contracts  Market Value ╪ 
CALL OPTIONS PURCHASED - 0.1%
     Interest Rate Contracts - 0.1%     
     Interest Rate Swaption USD     
 3,990   Expiration: 01/23/2024, Exercise Rate: 4.30%     $460 
 8,320   Expiration: 11/27/2023, Exercise Rate: 4.42%      1,033 
 3,595   Expiration: 01/09/2024, Exercise Rate: 4.49%      464 
 4,405   Expiration: 01/08/2024, Exercise Rate: 4.51%      576 
         2,533 
     Total call options purchased     
     (cost $2,094)   $2,533 
           
PUT OPTIONS PURCHASED - 0.2%
     Interest Rate Contracts - 0.2%     
     Interest Rate Swaption USD     
 36,750   Expiration: 01/20/2015, Exercise Rate: 3.67%     $598 
 3,990   Expiration: 01/23/2024, Exercise Rate: 4.30%      411 
 8,320   Expiration: 11/27/2023, Exercise Rate: 4.42%      798 
 3,595   Expiration: 01/09/2024, Exercise Rate: 4.49%      330 
 4,405   Expiration: 01/08/2024, Exercise Rate: 4.51%      399 
         2,536 
     Total put options purchased     
     (cost $2,862)   $2,536 
           
Shares or Principal Amount ╬      
PREFERRED STOCKS - 0.1%
     Diversified Banks - 0.0%     
    U.S. Bancorp   $360 
           
     Other Diversified Financial Services - 0.0%     
 21   Citigroup Capital XIII    581 
           
     Thrifts and Mortgage Finance - 0.1%     
 85   Federal Home Loan Mortgage Corp.    854 
           
     Total preferred stocks     
     (cost $3,068)   $1,795 
           
     Total long-term investments     
     (cost $1,840,119)   $1,872,560 
           
SHORT-TERM INVESTMENTS - 9.3%
Repurchase Agreements - 9.3%
     Bank of  Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in
the amount of $19,806, collateralized by
U.S. Treasury Bill 0.07% - 0.14%, 2014,
U.S. Treasury Bond 2.75% - 11.25%,
2015 - 2043, U.S. Treasury Note 0.25%
- 4.25%, 2014 - 2023, value of $20,202)
     
$19,806    0.02%, 1/31/2014   $19,806 
     Bank of America Merrill Lynch TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $6,536,
collateralized by FHLMC 3.50% -
4.00%, 2042 - 2043, FNMA 2.81% -
4.50%, 2041 - 2042, value of $6,667)
     
 6,536    0.02%, 1/31/2014    6,536 
     Bank of Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in
the amount of $17,020, collateralized by
FHLB 0.88%, 2017, FHLMC 0.05% -
5.50%, 2014 - 2043, FNMA 2.00% -
3.50%, 2025 - 2028, GNMA 3.50%,
2042 - 2043, U.S. Treasury Note 2.38%,
2014, value of $17,361)
     
 17,020    0.03%, 1/31/2014    17,020 
     Barclays Capital TriParty Repurchase
Agreement (maturing on 02/03/2014 in
the amount of $18,029, collateralized by
U.S. Treasury Note 0.25% - 2.38%,
2014 - 2015, value of $18,391)
     
 18,029    0.02%, 1/31/2014    18,029 
     Citigroup Global Markets, Inc. TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $39,593,
collateralized by U.S. Treasury Bill
0.06% - 0.10%, 2014, U.S. Treasury
Bond 3.00% - 8.75%, 2017 - 2042, U.S.
Treasury Note 0.25% - 3.75%, 2015 -
2023, value of $40,385)
     
 39,593    0.02%, 1/31/2014    39,593 
     Deutsche Bank Securities TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $5,261,
collateralized by FHLMC 3.00% -
5.50%, 2019 - 2043, FNMA 3.00% -
6.50%, 2021 - 2043, GNMA 3.00% -
6.00%, 2037 - 2053, value of $5,366)
     
 5,261    0.03%, 1/31/2014    5,261 
     RBS Securities, Inc. TriParty Repurchase
Agreement (maturing on 02/03/2014 in
the amount of $4,401, collateralized by
U.S. Treasury Note 2.63%, 2014, value
of $4,489)
     
 4,401    0.02%, 1/31/2014    4,401 

  

14
 

 

The Hartford Total Return Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬          Market Value ╪ 
SHORT-TERM INVESTMENTS - 9.3% - (continued)
Repurchase Agreements - 9.3% - (continued)
     TD Securities TriParty Repurchase
Agreement (maturing on 02/03/2014 in
the amount of $37,587, collateralized by
FFCB 0.14%, 2015, FHLB 0.55%,
2017, FHLMC 3.00% - 4.38%, 2015 -
2043, FNMA 2.50% - 4.50%, 2025 -
2043, value of $38,339)
            
$37,587    0.03%, 1/31/2014          $37,587 
     UBS Securities, Inc. Repurchase
Agreement (maturing on 02/03/2014 in
the amount of $344, collateralized by
U.S. Treasury Note 2.38%, 2015, value
of $352)
            
 344    0.01%, 1/31/2014           344 
                 148,577 
     Total short-term investments             
     (cost $148,577)          $148,577 
                   
    Total investments        
     (cost $1,988,696) ▲    126.3%  $2,021,137 
     Other assets and liabilities    (26.3)%   (421,074)
     Total net assets    100.0%  $1,600,063 

 

15
 

 

The Hartford Total Return Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

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

 

At January 31, 2014, the cost of securities for federal income tax purposes was $1,989,404 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $45,744 
Unrealized Depreciation   (14,011)
Net Unrealized Appreciation  $31,733 

 

This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $417,169 at January 31, 2014.

 

This security, or a portion of this security, has been segregated to cover funding requirements on investment transactions settling in the future.

 

This security, or a portion of this security, has been pledged as collateral in connection with over-the-counter swap contracts.  In addition, cash of $9,754 was received from broker(s) as collateral in connection with over-the-counter swap contracts.  Securities valued at $5,548, held on behalf of the Fund at the custody bank, were designated by broker(s) as collateral in connection with over-the-counter swap contracts. Since the broker retains legal title to the securities, the securities are not considered an asset of the Fund.

 

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

 

ΔVariable rate securities; the rate reported is the coupon rate in effect at January 31, 2014.

 

Securities disclosed are interest-only strips.  The interest rates represent effective yields based upon estimated future cash flows at January 31, 2014.

 

The principal amount for this security is adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

 

All or a portion of this position represents an unsettled loan commitment.  The coupon rate will be determined at time of settlement.

 

Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the "Prime Rate") and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy.  As a result, the actual remaining maturity may be substantially less than the stated maturities shown.  Unless otherwise noted, the interest rate disclosed for these securities represents the average coupon as of January 31, 2014.

 

Securities issued within terms of a private placement memorandum, exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2014, the aggregate value of these securities was $173,871, which represents 10.9% of total net assets.

 

§These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933.  The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid.  At January 31, 2014, the aggregate value of these securities was $647, which rounds to zero percent of total net assets.

 

Perpetual maturity security.  Maturity date shown is the next call date.

 

ÞThis security may pay interest in additional principal instead of cash.

 

All principal or contracts amounts are in U.S. dollars unless otherwise indicated.

 

16
 

 

The Hartford Total Return Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

This security, or a portion of this security, is pledged as initial margin deposit and collateral for daily variation margin loss on open futures contracts held at January 31, 2014, as listed in the table below:

 

Futures Contracts Outstanding at January 31, 2014

 

  

Number of

  

Expiration

 

Notional

  

Market

  

Unrealized
Appreciation/
(Depreciation)

  

Variation Margin

 

Description

 

Contracts*

  

Date

 

Amount

  

Value ╪

  

Asset

  

Liability

  

Asset

  

Liability

 
Long position contracts:                                      

2-Year U.S. Treasury Note Future

   77  

03/31/2014

  $16,924   $16,956   $32   $   $4   $ 

5-Year U.S. Treasury Note Future

   762  

03/31/2014

   91,239    91,916    677        113     

U.S. Treasury Long Bond Future

   313  

03/20/2014

   41,122    41,815    693        94    (2)
Total          $149,285   $150,687   $1,402   $   $211   $(2)
Short position contracts:                                      

10-Year U.S. Treasury Note Future

   1,647  

03/20/2014

  $204,935   $207,110   $   $(2,175)  $21   $(525)

U.S. Treasury Ultra Long Term Bond Future

   75  

03/20/2014

   10,365    10,786        (421)       (23)
Total          $215,300   $(217,896)  $   $(2,596)  $21   $(548)
Total futures contracts          $66,015   $67,209   $1,402   $(2,596)  $232   $(550)

 

* The number of contracts does not omit 000's.

 

Foreign Currency Contracts Outstanding at January 31, 2014

 

                   

Unrealized Appreciation/(Depreciation)

 

Currency

 

Buy / Sell

 

Delivery Date

 

Counterparty

 

Contract Amount

  

Market Value ╪

  

Asset

  

Liability

 

JPY

 

Sell

 

03/19/2014

 

CBA

  $32,528   $33,364   $   $(836)

 

Centrally Cleared Credit Default Swap Contracts Outstanding at January 31, 2014

 

  

Clearing

 

Notional

  

(Pay)/ Receive Fixed

  

Expiration

 

Upfront
Premiums

  

Market 

  

Unrealized
Appreciation/
(Depreciation)

  

Variation Margin

 

Reference Entity

 

House (a)

 

Amount (b)

  

Rate

  

Date

 

Paid (Received)

  

Value ╪

  

Asset

  

Liability

  

Asset

  

Liability

 
Credit default swaps on traded indices:                                              
Buy protection:                                              
CDX.NA.HY.21 

CME

  $43,180    (5.00)%  12/20/18  $(2,926)  $(2,808)  $118   $   $   $(12)
CDX.NA.IG.20 

CME

   131,125    (1.00)%  12/20/18   (1,829)   (1,771)   58            (20)
ITRX.EUR.20 

ICE

  EUR  2,680    (1.00)%  12/20/18   (27)   (31)       (4)   1     
ITRX.XOV.20 

ICE

  EUR20,360    (5.00)%  12/20/18   (2,466)   (2,173)   293        85     
Total                  $(7,248)  $(6,783)  $469   $(4)  $86   $(32)

 

(a)The FCM to the contracts is GSC.

 

(b)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.  Notional shown in U.S. dollars unless otherwise noted.

 

17
 

 

The Hartford Total Return Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Over-the-Counter Credit Default Swap Contracts Outstanding at January 31, 2014

 

     

Notional

  

(Pay)/ Receive Fixed 

  

Expiration 

 

Upfront
Premiums

  

Upfront
Premiums 

  

Market 

  

Unrealized
Appreciation/(Depreciation)

 

Reference Entity

 

Counterparty

 

Amount (a)

  

Rate

  

Date

 

Paid

  

Received

  

Value ╪

  

Asset

  

Liability

 
Credit default swaps on traded indices:                                         
Buy protection:                                         
ABX.HE.AA.06 

BCLY

  $2,959    (0.32)%  07/25/45  $1,079   $   $766   $   $(313)
ABX.HE.AAA.06 

BCLY

   5,024    (0.18)%  07/25/45   526        195        (331)
ABX.HE.AAA.06 

CSI

   1,764    (0.18)%  07/25/45   26        68    42     
ABX.HE.AAA.06 

DEUT

   385    (0.11)%  05/25/46   92        100    8     
ABX.HE.AAA.06 

GSC

   3,282    (0.18)%  07/25/45   295        127        (168)
ABX.HE.AAA.06 

JPM

   202    (0.18)%  07/25/45   8        8         
ABX.HE.AAA.06 

JPM

   1,022    (0.18)%  07/25/45   38        40    2     
ABX.HE.AAA.06 

MSC

   396    (0.18)%  07/25/45   32        15        (17)
ABX.HE.AAA.06 

MSC

   396    (0.18)%  07/25/45   13        15    2     
ABX.HE.PENAAA.06 

BCLY

   146    (0.11)%  05/25/46   24        28    4     
ABX.HE.PENAAA.06 

GSC

   2,359    (0.11)%  05/25/46   590        447        (143)
ABX.HE.PENAAA.06 

JPM

   2,532    (0.11)%  05/25/46   632        479        (153)
ABX.HE.PENAAA.06 

MSC

   1,236    (0.11)%  05/25/46   300        234        (66)
ABX.HE.PENAAA.07 

GSC

   1,138    (0.09)%  08/25/37   472        357        (115)
CMBX.NA.A.1 

BOA

   1,295    (0.35)%  10/12/52   413        474    61     
CMBX.NA.A.1 

DEUT

   2,490    (0.35)%  10/12/52   1,150        912        (238)
CMBX.NA.A.1 

GSC

   1,155    (0.35)%  10/12/52   523        423        (100)
CMBX.NA.A.1 

JPM

   255    (0.35)%  10/12/52   96        93        (3)
CMBX.NA.A.1 

MSC

   350    (0.35)%  10/12/52   145        128        (17)
CMBX.NA.AA.1 

CSI

   3,055    (0.25)%  10/12/52   698        590        (108)
CMBX.NA.AA.1 

DEUT

   3,050    (0.25)%  10/12/52   644        589        (55)
CMBX.NA.AA.1 

JPM

   325    (0.25)%  10/12/52   63        63         
CMBX.NA.AA.1 

JPM

   320    (0.25)%  10/12/52   61        62    1     
CMBX.NA.AA.1 

UBS

   7,940    (0.25)%  10/12/52   1,812        1,534        (278)
CMBX.NA.AA.2 

BOA

   3,904    (0.15)%  03/15/49   1,482        1,211        (271)
CMBX.NA.AA.2 

CSI

   2,231    (0.15)%  03/15/49   733        693        (40)
CMBX.NA.AA.2 

GSC

   975    (0.15)%  03/15/49   355        302        (53)
CMBX.NA.AA.2 

JPM

   281    (0.15)%  03/15/49   99        87        (12)
CMBX.NA.AA.2 

MSC

   1,208    (0.15)%  03/15/49   442        375        (67)
CMBX.NA.AJ.1 

DEUT

   655    (0.84)%  10/12/52   45        27        (18)
CMBX.NA.AJ.1 

JPM

   270    (0.84)%  10/12/52   16        11        (5)
CMBX.NA.AJ.1 

MSC

   1,170    (0.84)%  10/12/52   82        49        (33)
CMBX.NA.AJ.4 

JPM

   90    (0.96)%  02/17/51   23        21        (2)
CMBX.NA.AJ.4 

MSC

   1,867    (0.96)%  02/17/51   731        439        (292)
CMBX.NA.AM.2 

CSI

   3,645    (0.50)%  03/15/49   224        101        (123)
CMBX.NA.AM.2 

DEUT

   3,645    (0.50)%  03/15/49   210        101        (109)
CMBX.NA.AM.2 

JPM

   385    (0.50)%  03/15/49   13        11        (2)
CMBX.NA.AM.2 

MSC

   705    (0.50)%  03/15/49   35        20        (15)
CMBX.NA.AM.4 

BOA

   890    (0.50)%  02/17/51   107        63        (44)
CMBX.NA.AM.4 

CSI

   510    (0.50)%  02/17/51   59        36        (23)
CMBX.NA.AM.4 

GSC

   475    (0.50)%  02/17/51   60        34        (26)
CMBX.NA.AM.4 

JPM

   60    (0.50)%  02/17/51   5        4        (1)
CMBX.NA.AM.4 

MSC

   2,155    (0.50)%  02/17/51   369        152        (217)
Total                  $14,822   $   $11,484   $120   $(3,458)
Sell protection:                                         
CDX.EM.20 

GSC

  $4,650    5.00%  12/20/18  $512   $   $322   $   $(190)
CMBX.NA.AAA.6 

CSI

   6,365    0.50%  05/11/63       (231)   (178)   53     
CMBX.NA.AAA.6 

CSI

   12,760    0.50%  05/11/63       (307)   (356)       (49)
CMBX.NA.AAA.6 

DEUT

   5,425    0.50%  05/11/63       (132)   (151)       (19)
CMBX.NA.AAA.6 

JPM

   2,640    0.50%  05/11/63       (89)   (73)   16     
CMBX.NA.AAA.6 

UBS

   12,370    0.50%  05/11/63       (312)   (346)       (34)
CMBX.NA.BB.6 

BOA

   1,945    5.00%  05/11/63       (19)   (50)       (31)

 

18
 

 

The Hartford Total Return Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Over-the-Counter Credit Default Swap Contracts Outstanding at January 31, 2014 - (continued)

 

     

Notional

  

(Pay)/ Receive Fixed 

  

Expiration 

 

Upfront
Premiums

  

Upfront
Premiums 

  

Market 

  

Unrealized
Appreciation/(Depreciation)

 

Reference Entity

 

Counterparty

 

Amount (a)

  

Rate

  

Date

 

Paid

  

Received

  

Value ╪

  

Asset

  

Liability

 
Credit default swaps on traded indices: - (continued)                                         
Sell protection: - (continued)                                         
CMBX.NA.BB.6 

CBK

  $1,515    5.00%  05/11/63  $   $(12)  $(39)  $   $(27)
CMBX.NA.BB.6 

CSI

   1,280    5.00%  05/11/63       (23)   (33)       (10)
CMBX.NA.BB.6 

CSI

   845    5.00%  05/11/63       (72)   (22)   50     
CMBX.NA.BB.6 

CSI

   1,160    5.00%  05/11/63   6        (30)       (36)
CMBX.NA.BB.6 

MSC

   160    5.00%  05/11/63       (10)   (4)   6     
CMBX.NA.BB.6 

UBS

   920    5.00%  05/11/63   23        (24)       (47)
CMBX.NA.BB.7 

CSI

   655    5.00%  01/17/47       (42)   (42)        
CMBX.NA.BB.7 

GSC

   1,625    5.00%  01/17/47       (100)   (105)       (5)
CMBX.NA.BBB-.6 

CSI

   1,140    3.00%  05/11/63       (93)   (31)   62     
CMBX.NA.BBB-.6 

CSI

   1,640    3.00%  05/11/63   3        (45)       (48)
CMBX.NA.BBB-.6 

DEUT

   1,187    3.00%  05/11/63       (34)   (33)   1     
CMBX.NA.BBB-.7 

CSI

   1,315    3.00%  01/17/47       (79)   (79)        
CMBX.NA.BBB-.7 

CSI

   1,315    3.00%  01/17/47       (88)   (80)   8     
PrimeX.ARM.1 

JPM

   22    4.42%  06/25/36   2        2         
PrimeX.ARM.1 

MSC

   537    4.42%  06/25/36   16        55    39     
PrimeX.ARM.2 

JPM

   195    4.58%  12/25/37   6        6         
PrimeX.ARM.2 

MSC

   3,706    4.58%  06/25/36       (272)   110    382     
PrimeX.ARM.2 

MSC

   357    4.58%  12/25/37   12        11        (1)
PrimeX.FRM.1 

JPM

   399    4.42%  07/25/36   41        41         
PrimeX.FRM.1 

JPM

   19    4.42%  07/25/36   2        2         
Total                  $623   $(1,915)  $(1,172)  $617   $(497)
Total traded indices                  $15,445   $(1,915)  $10,312   $737   $(3,955)

 

(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.  Notional shown in U.S. dollars unless otherwise noted.

 

Over-the-Counter Spreadlock Swap Contracts Outstanding at January 31, 2014

 

      

Notional

  

Determination

 

Upfront
Premiums

  

Upfront
Premiums

      

Unrealized
Appreciation/(Depreciation)

 

Counterparty

 

Strike

  

Amount

  

Date

 

Paid

  

Received

  

Market Value ╪

  

Asset

  

Liability

 

CBK†

   0.73%*  $165,000  

04/21/14

  $   $   $236   $236   $ 

CBK†

   0.78%*   164,000  

07/07/14

           152    152     
                $   $   $388   $388   $ 

 

These securities were valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Company's Board of Directors.  At January 31, 2014,  the aggregate market value of these securities was $388, which rounds to zero percent of total net assets.

 

*This is a spreadlock swap between the 10-Year constant maturity swap curve ("CMS") and the yield to maturity on a 30-Year FNMA.  If the yield to maturity on the 30-Year FNMA minus the 10-Year CMS rate is greater than the strike, the Fund will receive money from the counterparty based on this differential on the determination date.  If the yield to maturity on the 30-Year FNMA minus the 10-Year CMS rate is less than the strike, the Fund will pay the counterparty on the determination date.

 

19
 

 

The Hartford Total Return Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Securities Sold Short Outstanding at January 31, 2014

 

Description  Principal
Amount
   Maturity Date  Market Value ╪   Unrealized
Appreciation/
Depreciation
 
FHLMC, 3.50%  $9,100   02/15/2041  $9,209   $(171)
FHLMC, 4.50%   11,200   02/15/2040   11,988    2 
FHLMC, 5.50%   14,500   02/15/2040   15,880    (39)
FNMA, 6.00%   2,700   02/15/2040   2,991    (1)
GNMA, 3.00%   5,700   02/15/2042   5,649    (84)
GNMA, 3.50%   16,500   02/15/2041   16,972    (319)
GNMA, 4.00%   20,500   02/15/2040   21,731    (133)
GNMA, 4.50%   800   02/15/2040   869    (10)
           $85,289   $(755)

 

At January 31, 2014, the aggregate market value of these securities represents 5.3% of total net assets.

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Counterparty Abbreviations:
BCLY Barclays
BOA Banc of America Securities LLC
CBA Commonwealth Bank of Australia
CBK Citibank NA
CME Chicago Mercantile Exchange
CSI Credit Suisse International
DEUT Deutsche Bank Securities, Inc.
FCM Futures Commission Merchant
GSC Goldman Sachs & Co.
ICE Intercontinental Exchange
JPM JP Morgan Chase & Co.  
MSC Morgan Stanley
UBS UBS AG
 
Currency Abbreviations:
EUR EURO  
JPY Japanese Yen  
USD U.S. Dollar  
 
Index Abbreviations:
ABX.HE Markit Asset Backed Security Home Equity
ABX.HE.PEN Markit Asset Backed Security Home Equity Penultimate
CDX.EM Credit Derivatives Emerging Markets
CDX.NA.HY Credit Derivatives North American High Yield
CDX.NA.IG Credit Derivatives North American Investment Grade
CMBX.NA Markit Commercial Mortgage Backed North American
ITRX.EUR Markit iTraxx - Europe
ITRX.XOV Markit iTraxx Index - Europe Crossover
PrimeX.ARM Markit PrimeX Adjustable Rate Mortgage Backed Security
PrimeX.FRM Markit PrimeX Fixed Rate Mortgage Backed Security
 
Municipal Bond Abbreviations:
FA Finance Authority  
GO General Obligation  
Rev Revenue  

 

Other Abbreviations:

FFCB Federal Farm Credit Bank
FHLB Federal Home Loan Bank
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
GNMA Government National Mortgage Association
LIBOR London Interbank Offered Rate
 

 

20
 

 

The Hartford Total Return Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Credit Exposure

as of January 31, 2014

Credit Rating *  Percentage
of Net Assets
 
Aaa / AAA   40.1%
Aa / AA   32.0 
A   6.7 
Baa / BBB   20.6 
Ba / BB   6.6 
B   3.4 
Caa / CCC or Lower   6.4 
Not Rated   0.8 
Non-Debt Securities and Other Short-Term Instruments   9.7 
Other Assets and Liabilities   (26.3)
Total   100.0%

 

*Credit exposure is the long-term credit ratings for the Fund's holdings, as of the date noted, as provided by Standard and Poor's (S&P) or Moody's Investors Service and typically range from AAA/Aaa (highest) to C/D (lowest). If Moody's and S&P assign different ratings, the lower rating is used. Fixed income securities that are not rated by either agency are listed as "Not Rated." Ratings do not apply to the Fund itself or to Fund shares. Ratings may change.
21
 

 

The Hartford Total Return Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary

January 31, 2014

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Asset & Commercial Mortgage Backed Securities  $271,449   $   $225,720   $45,729 
Call Options Purchased   2,533        2,533     
Corporate Bonds   477,619        474,038    3,581 
Foreign Government Obligations   40,253        40,253     
Municipal Bonds   26,479        26,479     
Preferred Stocks   1,795    1,795         
Put Options Purchased   2,536        2,536     
Senior Floating Rate Interests   80,861        80,861     
U.S. Government Agencies   559,646        559,646     
U.S. Government Securities   409,389    196,510    212,879     
Short-Term Investments   148,577        148,577     
Total  $2,021,137   $198,305   $1,773,522   $49,310 
Credit Default Swaps *   1,206        1,206     
Futures *   1,402    1,402         
Spreadlock Swaps *   388            388 
Total  $2,996   $1,402   $1,206   $388 
Liabilities:                    
Securities Sold Short  $85,289   $   $85,289   $ 
Total  $85,289   $   $85,289   $ 
Credit Default Swaps *   3,959        3,959     
Foreign Currency Contracts *   836        836     
Futures *   2,596    2,596         
Total  $7,391   $2,596   $4,795   $ 

 

For the three-month period ended January 31, 2014, investments valued at $27,730 were transferred from Level 1 to Level 2, and investments valued at $367 were transferred from Level 2 to Level 1. Investments are transferred between Level 1 and Level 2 for a variety of reasons including, but not limited to:
1)Foreign equities for which a fair value price is more representative of exit value than the local market close (transfer into Level 2). Foreign equities for which the local market close is more representative of exit value (transfer into Level 1).
2)U.S. Treasury securities that no longer represent the most recent issue (transfer into Level 2).
3)Equity investments with no observable trading but a bid or close price is used (transfer into Level 2). Equity investments using observable quoted prices in an active market (transfer into Level 1).
*Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

22
 

 

The Hartford Total Return Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:

 

  

Balance
as of
October
31, 2013

  

Realized
Gain
(Loss)

  

Change in
Unrealized
Appreciation
(Depreciation)

  

Net
Amortization

  

Purchases

  

Sales

  

Transfers
Into
Level 3 *

  

Transfers
 Out of

Level 3 *

  

Balance
as of
January
31, 2014

 
Assets:                                             
Asset & Commercial Mortgage Backed Securities  $44,890   $213   $1,109  $648   $2,401   $(1,086)  $607   $(3,053)  $45,729 
Corporate Bonds   2,538    10    59       1,384    (410)           3,581 
U.S. Government Agencies   1,301                            (1,301)    
Total  $48,729   $223   $1,168   $648   $3,785   $(1,496)  $607   $(4,354)  $49,310 
Swaps§  $39   $ **  $349††  $   $   $   $   $   $388 
Total  $39   $   $349   $   $   $   $   $   $388 

  

*Investments are transferred into and out of Level 3 for a variety of reasons including, but not limited to:

1) Investments where trading has been halted (transfer into Level 3) or investments where trading has resumed (transfer out of Level 3).

2) Broker quoted investments (transfer into Level 3) or quoted prices in active markets (transfer out of Level 3).

3) Investments that have certain restrictions on trading (transfer into Level 3) or investments where trading restrictions have expired (transfer out of Level 3).

Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2014 was $1,109.
Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2014 was $(3).
§Derivative instruments not reflected in the Schedule of Investments are valued at the unrealized appreciation/ depreciation on the investment.
**The realized gain (loss) earned for swaps during the period ended January 31, 2014 was $116.
††Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2014 was $351.

 

23
 

 

 

The Hartford Unconstrained Bond Fund
Schedule of Investments
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 25.1%
Computer and Electronic Product Manufacturing - 0.3%
     Computer and Peripheral Equipment Manufacturing - 0.3%     
     SBA Tower Trust     
$310    3.60%, 04/15/2043 ■‡   $303 
           
Finance and Insurance - 24.8%
     Real Estate Credit (Mortgage Banking) - 24.8%     
     American Home Mortgage Assets Trust     
 150    0.28%, 03/25/2047 ╦Δ    116 
 201    1.07%, 10/25/2046 ╦Δ    147 
     Amortizing Residential Collateral Trust     
 126    0.80%, 08/25/2032 ‡Δ    116 
     Asset Backed Funding Certificates     
 176    0.38%, 01/25/2037 ╦Δ    104 
     Banc of America Commercial Mortgage, Inc.     
 540    5.27%, 11/10/2042 Δ    558 
 235    5.63%, 07/10/2046 ╦Δ    255 
     Banc of America Funding Corp.     
 165    0.35%, 10/20/2036 ╦Δ    118 
 62    5.85%, 01/25/2037 ╦    51 
     Banc of America Mortgage Securities     
 131    2.77%, 09/25/2035 Δ    125 
     BB-UBS Trust     
 145    3.43%, 11/05/2036 ■╦    137 
     BCAP LLC Trust     
 191    0.33%, 01/25/2037 ╦Δ    141 
 240    0.34%, 03/25/2037 ╦Δ    195 
 162    0.37%, 05/25/2047 ╦Δ    114 
     Bear Stearns Adjustable Rate Mortgage Trust     
 64    2.38%, 02/25/2036 ╦Δ    64 
     Bear Stearns Alt-A Trust     
 461    0.48%, 08/25/2036 ╦Δ    315 
 305    0.54%, 05/25/2036 ╦Δ    200 
 316    0.66%, 01/25/2036 ╦Δ    196 
     Bear Stearns Commercial Mortgage Securities, Inc.     
 227    5.14%, 10/12/2042 ╦Δ    240 
 235    5.71%, 06/11/2040 ╦Δ    264 
     CFCRE Commercial Mortgage Trust     
 195    3.83%, 12/15/2047 ‡    200 
     Chase Mortgage Finance Corp.     
 350    5.50%, 11/25/2035 ‡    345 
     Citigroup Commercial Mortgage Trust     
 396    0.51%, 03/25/2037 ‡Δ    213 
 110    4.25%, 09/10/2046 ■    81 
 90    5.11%, 09/10/2046 ‡    93 
 100    5.11%, 09/12/2046 ■Δ    92 
 375    6.13%, 12/10/2049 ‡Δ    426 
     Citigroup/Deutsche Bank Commercial Mortgage Trust     
 450    5.32%, 12/11/2049 ‡    495 
     Commercial Mortgage Loan Trust     
 120    4.75%, 11/15/2045 ■‡    99 
 240    6.01%, 12/10/2049 ‡Δ    267 
     Commercial Mortgage Pass-Through Certificates     
 1,721    1.64%, 07/10/2046 ■►    103 
 20    2.85%, 10/15/2045 ‡    19 
 150    3.96%, 02/10/2047 ‡    154 
 210    4.02%, 07/10/2045 ‡    218 
 75    5.75%, 06/10/2046 Δ    82 
     Community or Commercial Mortgage Trust     
 195    3.21%, 03/10/2046 ‡    190 
 255    4.24%, 07/10/2045 Δ    270 
     Countrywide Alternative Loan Trust     
 174    0.48%, 11/25/2035 ‡Δ    138 
 450    5.75%, 05/25/2036    377 
     Countrywide Home Loans, Inc.     
 323    2.73%, 09/25/2047 Δ    271 
 205    5.05%, 11/20/2035 ‡Δ    178 
     CS First Boston Mortgage Securities Corp.     
 375    4.88%, 04/15/2037 ‡    379 
     CW Capital Cobalt Ltd.     
 260    5.22%, 08/15/2048    280 
     Deutsche Alt-A Securities, Inc. Mortgage     
 211    0.28%, 08/25/2036 ‡Δ    149 
 111    0.31%, 03/25/2037 ‡Δ    68 
     Downey S & L Assoc Mortgage Loan Trust     
 160    1.06%, 03/19/2046 Δ    123 
     Equity One ABS, Inc.     
 21    5.46%, 12/25/2033 ‡    14 
     First Horizon Alternative Mortgage Securities     
 485    2.21%, 04/25/2036 ‡Δ    405 
 571    2.24%, 09/25/2035 ‡Δ    498 
     First Horizon Mortgage Pass-through Trust     
 263    2.53%, 08/25/2037 Δ    220 
     FREMF Mortgage Trust     
 200    3.60%, 05/25/2046 ■    184 
 90    3.63%, 07/25/2046 ■‡Δ    77 
 50    3.95%, 08/25/2023 ■Δ    44 
 55    4.18%, 05/25/2045 ■    54 
     Fremont Home Loan Trust     
 145    0.31%, 10/25/2036 ‡Δ    73 
     GE Capital Commercial Mortgage Corp.     
 190    5.31%, 11/10/2045 Δ    202 
     GE Commercial Mortgage Corp. Trust     
 355    5.28%, 03/10/2044 Δ    379 
     GMAC Commercial Mortgage Securities, Inc.     
 55    5.24%, 11/10/2045 Δ    58 
     GMAC Mortgage Corp. Loan Trust     
 34    3.00%, 04/19/2036 ‡Δ    30 
 133    3.12%, 09/19/2035 Δ    126 
     Goldman Sachs Mortgage Securities Corp.     
 85    3.38%, 05/10/2045 ‡    86 
     Goldman Sachs Mortgage Securities Trust     
 150    2.95%, 11/05/2034 ■‡    142 
 230    4.07%, 01/10/2024 ☼Δ    237 
 395    4.86%, 11/10/2045 ■‡Δ    372 

  

1
 

 

The Hartford Unconstrained Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 25.1% - (continued)

Finance and Insurance - 24.8% - (continued)
     Real Estate Credit (Mortgage Banking) - 24.8% - (continued)     
     Goldman Sachs Mortgage Securities Trust - (continued)     
$525    5.00%, 05/10/2045 ■‡Δ   $429 
     Greenwich Capital Commercial Funding Corp.     
 300    5.74%, 12/10/2049    336 
 368    5.82%, 07/10/2038 ‡Δ    401 
     GSAA Home Equity Trust     
 25    0.21%, 12/25/2046 ‡Δ    18 
 1,079    0.24%, 02/25/2037 ‡Δ    585 
 136    0.25%, 12/25/2036 ‡Δ    72 
 433    0.26%, 03/25/2037 ‡Δ    219 
 285    0.32%, 07/25/2036 ‡Δ    136 
 35    0.33%, 03/25/2047 ‡Δ    17 
 74    0.39%, 04/25/2047 ‡Δ    43 
 189    0.40%, 11/25/2036 ‡Δ    111 
 204    0.48%, 04/25/2047 ‡Δ    119 
 418    5.98%, 06/25/2036 ‡    246 
     GSAMP Trust     
 183    0.25%, 01/25/2037 ‡Δ    98 
     GSR Mortgage Loan Trust     
 486    2.63%, 01/25/2036 Δ    438 
 432    2.78%, 04/25/2035 ‡Δ    418 
 121    2.79%, 10/25/2035 Δ    107 
     Harborview Mortgage Loan Trust     
 151    0.32%, 05/25/2038 ‡Δ    113 
 297    0.35%, 01/19/2038 ‡Δ    248 
 361    0.38%, 05/19/2047 ‡Δ    160 
 1,091    0.40%, 12/19/2036 ‡Δ    715 
 219    0.49%, 09/19/2035 ‡Δ    168 
 409    2.71%, 01/19/2035 ‡Δ    403 
     Hilton USA Trust     
 150    2.66%, 11/05/2030 ■‡    151 
 100    2.92%, 11/05/2030 ■‡    100 
 315    3.92%, 11/05/2030 ■‡Δ    315 
     Home Equity Loan Trust     
 188    2.43%, 11/25/2035 ‡Δ    178 
     IndyMac Index Mortgage Loan Trust     
 133    0.44%, 07/25/2035 ‡Δ    113 
 87    0.45%, 01/25/2036 ‡Δ    56 
 479    0.56%, 07/25/2046 ‡Δ    254 
 156    2.61%, 12/25/2036 ‡Δ    135 
     JP Morgan Chase Commercial Mortgage Securities Corp.     
 495    1.66%, 02/12/2051 ‡Δ    473 
 205    2.75%, 10/15/2045 ■    136 
 390    2.83%, 10/15/2045    373 
 200    3.91%, 05/05/2030 ■Δ    200 
 200    4.67%, 10/15/2045 ■Δ    188 
 300    5.20%, 12/15/2044 ‡Δ    319 
 316    5.34%, 08/12/2037 ‡    328 
 70    5.71%, 02/12/2049 ‡Δ    78 
     JP Morgan Mortgage Trust     
 142    2.68%, 04/25/2037 ‡Δ    123 
 512    2.73%, 05/25/2036 ‡Δ    467 
 132    2.74%, 09/25/2035 Δ    129 
     LB-UBS Commercial Mortgage Trust     
 215    4.95%, 09/15/2030    224 
 267    5.43%, 02/15/2040    295 
 164    5.86%, 07/15/2040 ‡    177 
 54    5.86%, 06/15/2038 ‡Δ    59 
 140    5.87%, 09/15/2045    157 
 120    6.15%, 04/15/2041 ‡Δ    138 
     Lehman XS Trust     
 132    0.37%, 07/25/2046 ‡Δ    102 
     Long Beach Asset Holdings Corp.     
 45    0.00%, 04/25/2046 ■●     
     Merrill Lynch Mortgage Investors Trust     
 116    2.77%, 07/25/2035 ‡Δ    99 
     Merrill Lynch Mortgage Trust     
 85    4.75%, 06/12/2043 ‡    88 
 91    5.28%, 11/12/2037 ‡Δ    96 
     Morgan Stanley Capital I     
 60    4.99%, 08/13/2042    63 
 55    5.16%, 10/12/2052 ‡Δ    59 
 113    5.67%, 10/15/2042 Δ    121 
 213    5.69%, 04/15/2049 ‡Δ    236 
     Morgan Stanley Capital Investments     
 155    5.81%, 12/12/2049    174 
     Morgan Stanley Mortgage Loan Trust     
 1,271    0.33%, 05/25/2036 - 11/25/2036 ‡Δ    602 
     Nationstar Home Equity Loan Trust     
 22    0.00%, 03/25/2037 ■●†     
     OBP Depositor LLC Trust     
 100    4.65%, 07/15/2045 ■    110 
     Residential Accredit Loans, Inc.     
 624    1.42%, 11/25/2037 ‡Δ    381 
     Residential Asset Securitization Trust     
 99    0.61%, 03/25/2035 Δ    77 
     RFMSI Trust     
 15    3.15%, 04/25/2037 ‡Δ    13 
     Securitized Asset Backed Receivables LLC     
 298    0.25%, 07/25/2036 ‡Δ    138 
     Sequoia Mortgage Trust     
 111    2.46%, 07/20/2037 Δ    91 
     Soundview Home Equity Loan Trust, Inc.     
 1,085    0.40%, 07/25/2036 ‡Δ    542 
     Springleaf Mortgage Loan Trust     
 240    3.52%, 12/25/2065 ■    236 
     Structured Adjustable Rate Mortgage Loan Trust     
 268    0.31%, 02/25/2037 ‡Δ    190 
 695    2.36%, 02/25/2036 Δ    518 
     Structured Asset Mortgage Investments, Inc.     
 167    0.38%, 05/25/2046 ‡Δ    94 
 410    0.39%, 02/25/2036 ‡Δ    324 

 

2
 

 

The Hartford Unconstrained Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 25.1% - (continued)
Finance and Insurance - 24.8% - (continued)
     Real Estate Credit (Mortgage Banking) - 24.8% - (continued)     
     UBS-Barclays Commercial Mortgage Trust     
$230    2.97%, 04/10/2046 ‡   $220 
 250    3.18%, 03/10/2046 ‡Δ    243 
 130    4.23%, 03/10/2046 ■‡    112 
     VNO Mortgage Trust     
 160    3.95%, 12/13/2029 ■Δ    157 
     Wachovia Bank Commercial Mortgage Trust     
 145    4.94%, 04/15/2042 ╦    150 
 142    5.29%, 07/15/2041 Δ    143 
 54    5.42%, 01/15/2045 ╦Δ    57 
     Wells Fargo Alternative Loan Trust     
 60    2.67%, 12/28/2037 Δ    48 
     Wells Fargo Commercial Mortgage Trust     
 489    2.92%, 10/15/2045 ╦    471 
     Wells Fargo Mortgage Backed Securities Trust     
 276    2.63%, 04/25/2036 Δ    262 
     WF-RBS Commercial Mortgage Trust     
 145    3.20%, 03/15/2048    142 
 4,800    3.87%, 11/15/2044 ■►    485 
 30    4.28%, 03/01/2048 Δ    29 
 375    4.80%, 11/15/2045 ■╦Δ    313 
 25    4.90%, 06/15/2044 ■╦    28 
 145    5.00%, 06/15/2044 ■╦    124 
 65    5.56%, 04/15/2045 ■╦Δ    64 
         30,135 
     Total asset & commercial mortgage backed securities     
     (cost $29,700)   $30,438 
           
CORPORATE BONDS - 8.1%
Administrative Waste Management and Remediation - 0.2%
     Investigation and Security Services - 0.1%     
     ADT Corp.     
$140   6.25%, 10/15/2021 ■╦   $145 
           
     Waste Treatment and Disposal - 0.1%     
     Clean Harbors, Inc.     
 95   5.25%, 08/01/2020 ‡    97 
           
         242 
Apparel Manufacturing - 0.1%
     Cut and Sew Apparel Manufacturing - 0.1%     
     Hanesbrands, Inc.     
 90   6.38%, 12/15/2020 ‡    98 
           
Arts, Entertainment and Recreation - 0.1%
     Data Processing, Hosting and Related Services - 0.1%     
     NCR Corp.     
 80   4.63%, 02/15/2021 ‡    78 
 5   5.00%, 07/15/2022 ‡    5 
         83 
     Newspaper, Periodical, Book and Database Publisher - 0.0%     
     Gannett Co., Inc.     
 35   5.13%, 10/15/2019 - 07/15/2020 ■‡    36 
           
         119 
Computer and Electronic Product Manufacturing - 0.0%
     Computer and Peripheral Equipment Manufacturing - 0.0%     
     Seagate HDD Cayman     
 10   6.88%, 05/01/2020 ‡    11 
           
Finance and Insurance - 2.6%
     Depository Credit Banking - 0.2%     
     Citigroup, Inc.     
 190   6.68%, 09/13/2043 ‡    218 
           
     Insurance Carriers - 0.9%     
     AXA S.A.     
 295   6.46%, 12/14/2018 ■╦♠Δ    302 
     Mapfre S.A.     
EUR300   5.92%, 07/24/2037    411 
     Prudential Financial, Inc.     
 380   5.10%, 08/15/2043 ‡    389 
         1,102 
     International Trade Financing (Foreign Banks) - 0.1%     
     Royal Bank of Scotland Group plc     
 80   6.13%, 12/15/2022 ‡    82 
           
     Nondepository Credit Banking - 0.4%     
     Ally Financial, Inc.     
 50   5.50%, 02/15/2017 ╦    54 
     CIT Group, Inc.     
 80   5.25%, 03/15/2018 ‡    85 
 104   5.50%, 02/15/2019 ■‡    111 
     SLM Corp.     
 150   5.50%, 01/15/2019 ‡    154 
 115   8.45%, 06/15/2018 ‡    133 
         537 
     Other Financial Investment Activities - 0.2%     
     Ladder Capital Finance Holdings LLC     
 26   7.38%, 10/01/2017 ‡    27 
     Softbank Corp.     
 200   4.50%, 04/15/2020 ■‡    197 
         224 
     Securities and Commodity Contracts and Brokerage - 0.8%     
     JP Morgan Chase & Co.     
 720   5.63%, 08/16/2043 ‡    764 
     UBS AG Jersey Branch     
 200   7.25%, 02/22/2022 §    217 
         981 
         3,144 

 

3
 

 

The Hartford Unconstrained Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
CORPORATE BONDS - 8.1% - (continued)
Health Care and Social Assistance - 0.5%
     General Medical and Surgical Hospitals - 0.5%     
     Community Health Systems, Inc.     
$35   5.13%, 08/01/2021 ■‡   $35 
     HCA, Inc.     
 205   6.50%, 02/15/2020 ‡    226 
 82   7.50%, 11/15/2095 ‡    71 
 65   8.50%, 04/15/2019 ‡    68 
     Tenet Healthcare Corp.     
 190   6.00%, 10/01/2020 ■‡    200 
         600 
     Individual and Family Services - 0.0%     
     Wellcare Health Plans, Inc.     
 20   5.75%, 11/15/2020 ╦    21 
           
         621 
Information - 1.8%
     Cable and Other Program Distribution - 0.7%     
     DISH DBS Corp.     
 121   5.88%, 07/15/2022 ‡    121 
 70   6.75%, 06/01/2021 ‡    75 
     Rogers Communications, Inc.     
 475   8.75%, 05/01/2032 ‡    640 
         836 
     Data Processing Services - 0.1%     
     Audatex North America, Inc.     
 95   6.00%, 06/15/2021 ■╦    99 
           
     Software Publishers - 0.1%     
     Activision Blizzard     
 140   5.63%, 09/15/2021 ■╦    145 
           
     Telecommunications - Other - 0.2%     
     Sprint Nextel Corp.     
 207   7.00%, 03/01/2020 ■‡    233 
 53   9.00%, 11/15/2018 ■‡    64 
         297 
     Telecommunications - Wireless Carriers - 0.7%     
     MetroPCS Wireless, Inc.     
 125   6.63%, 11/15/2020 ‡    132 
     MTS International Funding Ltd.     
 240   5.00%, 05/30/2023 ■‡    221 
     T-Mobile USA, Inc.     
 30   5.25%, 09/01/2018 ■‡    32 
 125   6.46%, 04/28/2019 ‡    131 
     Vimpelcom Holdings     
 285   5.95%, 02/13/2023 ■╦    267 
         783 
         2,160 
Machinery Manufacturing - 0.2%
     Agriculture, Construction, Mining and Machinery - 0.2%     
     Case New Holland, Inc.     
 170   7.88%, 12/01/2017 ‡    199 
 
Mining - 0.0%
     Coal Mining - 0.0%     
     Peabody Energy Corp.     
 50   6.50%, 09/15/2020 ‡    52 
           
Nonmetallic Mineral Product Manufacturing - 0.2%
     Cement and Concrete Product Manufacturing - 0.2%     
     Grupo Cementos Chihuahua     
 260   8.13%, 02/08/2020 ■    271 
           
Petroleum and Coal Products Manufacturing - 0.3%
     Oil and Gas Extraction - 0.3%     
     Continental Resources, Inc.     
 55   5.00%, 09/15/2022 ‡    56 
     EDC Finance Ltd.     
 250   4.88%, 04/17/2020 ■    237 
     Harvest Operations Corp.     
 21   6.88%, 10/01/2017 ‡    23 
     Newfield Exploration Co.     
 50   5.75%, 01/30/2022 ‡    52 
 45   6.88%, 02/01/2020 ‡    48 
         416 
Pipeline Transportation - 0.9%
     Pipeline Transportation of Natural Gas - 0.9%     
     El Paso Corp.     
 105   7.00%, 06/15/2017 ‡    119 
 70   7.80%, 08/01/2031 ‡    72 
     Energy Transfer Equity L.P.     
 650   5.95%, 10/01/2043 ‡    671 
 130   7.50%, 10/15/2020 ‡    146 
     Kinder Morgan Finance Co.     
 75   6.00%, 01/15/2018 ■‡    82 
         1,090 
Primary Metal Manufacturing - 0.0%
     Iron and Steel Mills and Ferroalloy Manufacturing - 0.0%     
     United States Steel Corp.     
 10   7.38%, 04/01/2020 ╦    11 
           
Printing and Related Support Activities - 0.0%
     Printing and Related Support Activities - 0.0%     
     Valassis Communications, Inc.     
 40   6.63%, 02/01/2021 ╦    41 
           
Real Estate, Rental and Leasing - 0.3%
     Industrial Machinery and Equipment Rental and Leasing - 0.3%     
     International Lease Finance Corp.     
 40   5.65%, 06/01/2014 ‡    41 
 160   5.88%, 04/01/2019 ‡    172 
 75   6.75%, 09/01/2016 ■‡    83 
         296 
Retail Trade - 0.4%
     Building Material and Supplies Dealers - 0.1%     
     Building Materials Corp.     
 75   6.75%, 05/01/2021 ■‡    81 
 15   7.50%, 03/15/2020 ■‡    16 
         97 

 

4
 

 

The Hartford Unconstrained Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
CORPORATE BONDS - 8.1% - (continued)
Retail Trade - 0.4% - (continued)
     Clothing Stores - 0.1%     
     Carter's, Inc.     
$170   5.25%, 08/15/2021 ■‡   $172 
           
     Electronics and Appliance Stores - 0.2%     
     Arcelik AS     
 230   5.00%, 04/03/2023 ■    197 
           
     Other Miscellaneous Store Retailers - 0.0%     
     Sotheby's     
 65   5.25%, 10/01/2022 ■‡    61 
           
         527 
Transportation Equipment Manufacturing - 0.1%
     Ship and Boat Building - 0.1%     
     Huntington Ingalls Industries, Inc.     
 25   6.88%, 03/15/2018 ‡    27 
 65   7.13%, 03/15/2021 ‡    71 
         98 
Utilities - 0.4%
     Electric Generation, Transmission and Distribution - 0.4%     
     AES (The) Corp.     
 190   8.00%, 06/01/2020 ╦    220 
     Calpine Corp.     
 133   7.50%, 02/15/2021 ■‡    145 
     Dolphin Subsidiary II, Inc.     
 30   7.25%, 10/15/2021 ‡    30 
     IPALCO Enterprises, Inc.     
 40   7.25%, 04/01/2016 ■‡    44 
         439 
     Total corporate bonds     
     (cost $9,598)   $9,835 
           
FOREIGN GOVERNMENT OBLIGATIONS - 8.2%
     Argentina - 0.3%     
     Argentina (Republic of)     
$475   7.00%, 04/17/2017   $363 
 105   8.28%, 12/31/2033    65 
         428 
     Brazil - 0.3%     
     Brazil (Republic of)     
 100   5.63%, 01/07/2041 ‡    95 
 100   5.88%, 01/15/2019 ‡    111 
 40   8.25%, 01/20/2034 ‡    50 
 50   11.00%, 08/17/2040 ‡    57 
         313 
     Colombia - 0.1%     
     Colombia (Republic of)     
 100   7.38%, 09/18/2037 ‡    120 
COP  9,000   9.85%, 06/28/2027 ╦    6 
 15   11.75%, 02/25/2020 ‡    21 
COP15,000   12.00%, 10/22/2015 ╦    8 
         155 
     Hungary - 0.2%     
     Hungary (Republic of)     
 36   5.38%, 02/21/2023 ‡    35 
 15   6.25%, 01/29/2020 ‡    16 
HUF  21,550   6.75%, 08/22/2014 - 02/24/2017 ╦    96 
HUF6,030   7.50%, 11/12/2020 ╦    29 
 24   7.63%, 03/29/2041 ‡    26 
         202 
     Indonesia - 0.2%     
     Indonesia (Republic of)     
 100   6.88%, 01/17/2018 ╦§    112 
 100   7.75%, 01/17/2038 ╦§    111 
         223 
     Japan - 4.2%     
     Japan (Government of)     
JPY492,020   0.10%, 09/10/2023 ◄╦    5,142 
           
     Malaysia - 0.2%     
     Malaysia (Government of)     
MYR  55   3.74%, 02/27/2015    17 
MYR335   4.26%, 09/15/2016 ╦    102 
MYR155   4.39%, 04/15/2026 ╦    46 
MYR125   5.09%, 04/30/2014 ╦    38 
MYR155   5.73%, 07/30/2019 ╦    50 
         253 
     Mexico - 0.7%     
     Mexican Bonos     
MXN  2,854   6.50%, 06/10/2021 ╦    216 
MXN834   7.75%, 12/14/2017 - 05/29/2031 ╦    65 
MXN673   8.50%, 11/18/2038 ╦    54 
MXN2,290   9.50%, 12/18/2014 ╦    180 
MXN8   10.00%, 12/05/2024 ╦    1 
     United Mexican States     
 190   3.63%, 03/15/2022 ‡    187 
 176   4.75%, 03/08/2044 ‡    155 
         858 
     Panama - 0.1%     
     Panama (Republic of)     
 4   7.25%, 03/15/2015 ‡    4 
 45   8.88%, 09/30/2027 ‡    60 
         64 
     Peru - 0.1%     
     Peru (Republic of)     
PEN  15   6.90%, 08/12/2037 ╦    5 
PEN  25   6.95%, 08/12/2031 ╦    9 
PEN65   7.84%, 08/12/2020 ╦    26 
 60   8.75%, 11/21/2033 ‡    84 
 25   9.88%, 02/06/2015 ‡    27 
         151 
     Philippines - 0.2%     
     Philippines (Republic of)     
 165   10.63%, 03/16/2025 ‡    253 

 

5
 

 

The Hartford Unconstrained Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
FOREIGN GOVERNMENT OBLIGATIONS - 8.2% - (continued)
     Poland - 0.4%     
     Poland (Republic of)     
PLN  425   5.25%, 10/25/2020 ╦   $140 
PLN510   5.50%, 04/25/2015 - 10/25/2019 ╦    168 
PLN400   5.75%, 04/25/2014 ╦    128 
         436 
     Russia - 0.3%     
     Russia (Federation of)     
 100   3.63%, 04/29/2015 ╦§    103 
 100   5.00%, 04/29/2020 ╦§    106 
 75   7.50%, 03/31/2030 §‡    87 
 35   12.75%, 06/24/2028 ╦§    59 
         355 
     South Africa - 0.3%     
     South Africa (Republic of)     
ZAR  325   6.25%, 03/31/2036 ╦    21 
ZAR1,760   6.75%, 03/31/2021 ╦    143 
 100   6.88%, 05/27/2019 ‡    112 
ZAR900   8.25%, 09/15/2017 ╦    82 
         358 
     Turkey - 0.4%     
     Turkey (Republic of)     
 200   5.13%, 03/25/2022 ‡    191 
 60   7.25%, 03/15/2015 ‡    63 
 100   7.50%, 07/14/2017 ‡    111 
TRY  100   10.50%, 01/15/2020    45 
TRY300   11.00%, 08/06/2014    133 
         543 
     Venezuela - 0.2%     
     Venezuela (Republic of)     
 125   7.00%, 12/01/2018 ╦§    85 
 90   11.95%, 08/05/2031 ╦§    66 
 85   12.75%, 08/23/2022 ╦§    70 
         221 
     Total foreign government obligations     
     (cost $10,265)   $9,955 
           
MUNICIPAL BONDS - 0.7%
     Higher Education (Univ., Dorms, etc.) - 0.2%     
     University of California     
$190   4.60%, 05/15/2031 ╦   $200 
           
     Miscellaneous - 0.3%     
     Employees Retire System Govt of Cmwlth Puerto Rico     
 245   6.20%, 07/01/2039 ‡    116 
     Puerto Rico Commonwealth Govt Retirement System     
 530   6.30%, 07/01/2043 ‡    247 
 125   6.55%, 07/01/2058 ‡    57 
         420 
     Tax Allocation - 0.2%     
     New York City, NY, Transitional FA Rev     
 190   5.00%, 11/01/2038 ‡    203 
           
     Total municipal bonds     
     (cost $894)   $823 
           
SENIOR FLOATING RATE INTERESTS♦ - 21.5%
Accommodation and Food Services - 0.4%
     Traveler Accommodation - 0.4%     
     Caesars Entertainment Operating Co., Inc.     
$519   4.49%, 01/28/2018 ╦   $493 
           
Administrative Waste Management and Remediation - 0.3%
     Business Support Services - 0.3%     
     Acosta, Inc.     
 235   4.25%, 03/03/2018 ╦    237 
     ISS A/S     
 114   3.75%, 04/30/2018    114 
         351 
Agriculture, Construction, Mining and Machinery - 0.1%
     Other General Purpose Machinery Manufacturing - 0.1%     
     Pro Mach, Inc.     
 99   4.50%, 07/06/2017    100 
           
Air Transportation - 0.5%
     Scheduled Air Transportation - 0.5%     
     AWAS Finance Luxembourg S.aár.l.     
 121   3.50%, 07/16/2018    121 
     Delta Air Lines, Inc., Term Loan     
 319   3.50%, 04/20/2017 ╦    321 
     United Airlines, Inc.     
 184   4.00%, 04/01/2019    185 
         627 
Apparel Manufacturing - 0.2%
     Apparel Knitting Mills - 0.2%     
     J. Crew Group, Inc.     
 245   4.00%, 03/07/2018 ╦    247 
           
Arts, Entertainment and Recreation - 1.1%
     Gambling Industries - 0.5%     
     MGM Resorts International     
 163   3.50%, 12/20/2019    163 
     Station Casinos LLC     
 496   5.00%, 03/02/2020 ╦    501 
         664 
     Radio and Television Broadcasting - 0.6%     
     ION Media Networks, Inc.     
 100   5.00%, 12/18/2020    101 
     Salem Communications Corp.     
 204   4.50%, 03/13/2020 ╦    205 
     Sinclair Television Group, Inc.     
 104   3.00%, 04/09/2020    104 

 

6
 

 

The Hartford Unconstrained Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
SENIOR FLOATING RATE INTERESTS♦ - 21.5% - (continued)
Arts, Entertainment and Recreation - 1.1% - (continued)
     Radio and Television Broadcasting - 0.6% - (continued)     
     Univision Communications, Inc.     
$303   4.00%, 03/01/2020 ╦   $304 
         714 
         1,378 
Chemical Manufacturing - 0.9%
     Basic Chemical Manufacturing - 0.4%     
     Huntsman International LLC, Extended Term Loan B     
 135   2.71%, 04/19/2017    135 
     Pinnacle Operating Corp.     
 173   4.75%, 11/15/2018 ╦    174 
     PQ Corp.     
 203   4.50%, 08/07/2017 ╦    204 
         513 
     Other Chemical and Preparations Manufacturing - 0.4%     
     Arysta LifeScience Corp.     
 124   4.50%, 05/29/2020    125 
     Cytec Industries, Inc.     
 39   4.50%, 10/04/2019    39 
     Ineos US Finance LLC     
 215   4.00%, 05/04/2018 ╦    216 
     Monarch, Inc.     
 75   4.50%, 10/04/2019    76 
         456 
     Paint, Coating and Adhesive Manufacturing - 0.1%     
     Tronox Pigments BV     
 174   4.50%, 03/19/2020 ╦    176 
           
         1,145 
Computer and Electronic Product Manufacturing - 1.2%
     Computer and Peripheral - 0.6%     
     Bally Technologies, Inc.     
 145   4.25%, 11/25/2020    146 
     CDW LLC     
 345   3.25%, 04/29/2020 ╦    345 
     Ceridian Corp.     
 249   4.41%, 05/09/2017 ╦    250 
         741 
     Semiconductor, Electronic Components - 0.6%     
     Freescale Semiconductor, Inc.     
 496   5.00%, 02/28/2020 ╦    500 
     NXP Semiconductors Netherlands B.V.     
 188   3.25%, 01/11/2020    188 
         688 
         1,429 
Finance and Insurance - 1.9%
     Activities Related To Credit Banking - 0.1%     
     Evertec LLC     
 109   3.50%, 04/17/2020    107 
           
     Agencies, Brokerages and Other Insurance - 0.1%     
     Cooper Gay Swett & Crawford Ltd.     
 100   5.00%, 04/16/2020    98 
           
     Captive Auto Finance - 0.2%     
     Chrysler Group LLC     
251   3.50%, 05/24/2017 ╦   252 
           
     Insurance Carriers - 0.3%     
     Asurion LLC     
 248   4.50%, 05/24/2019 ╦    248 
     National Financial Partners Corp.     
 100   5.25%, 07/01/2020    100 
         348 
     Other Financial Investment Activities - 0.8%     
     Nuveen Investments, Inc.     
 865   4.17%, 05/13/2017 ╦    863 
     Santander Asset Management S.A.     
 195   4.25%, 12/17/2020 ╦    195 
         1,058 
     Real Estate Investment Trust (REIT) - 0.3%     
     Capital Automotive L.P.     
 134   4.00%, 04/10/2019    134 
     Walter Investment Management Corp.     
 201   4.75%, 12/18/2020 ╦    202 
         336 
     Securities, Commodities and Brokerage - 0.1%     
     ION Trading Technologies Ltd.     
 100   4.50%, 05/22/2020    100 
           
         2,299 
Food Manufacturing - 0.7%
     Other Food Manufacturing - 0.7%     
     H.J. Heinz Co.     
 672   3.50%, 06/05/2020 ╦    678 
     U.S. Foodservice, Inc.     
 224   4.50%, 03/31/2019 ╦    226 
         904 
Furniture and Related Product Manufacturing - 0.1%
     Household, Institution Furniture, Kitchen Cabinet - 0.1%     
     Tempur-Pedic International, Inc.     
 157   3.50%, 03/18/2020    157 
           
Health Care and Social Assistance - 1.1%
     General Medical and Surgical Hospitals - 0.2%     
     Community Health Systems, Inc.     
 150   01/27/2021 ◊☼    151 
     Sheridan Healthcare, Inc.     
 123   4.50%, 06/29/2018    124 
         275 
     Medical and Diagnostic Laboratories - 0.1%     
     American Renal Holdings, Inc.     
 105   8.50%, 03/20/2020    105 
           
     Outpatient Care Centers - 0.4%     
     DaVita, Inc.     
 149   4.00%, 11/01/2019    150 

 

7
 

 

The Hartford Unconstrained Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
SENIOR FLOATING RATE INTERESTS♦ - 21.5% - (continued)
Health Care and Social Assistance - 1.1% - (continued)
     Outpatient Care Centers - 0.4% - (continued)     
     US Renal Care, Inc.     
$198   4.25%, 07/03/2019 ╦   $199 
 135   10.25%, 01/03/2020    138 
         487 
     Pharmaceutical and Medicine Manufacturing - 0.3%     
     Alkermes, Inc.     
 99   3.50%, 09/25/2019    99 
     Catalent Pharma Solutions, Inc.     
 123   4.25%, 09/15/2017    124 
     Salix Pharmaceuticals, Ltd.     
 140   4.25%, 01/02/2020    141 
         364 
     Scientific Research and Development Services - 0.1%     
     Truven Health Analytics, Inc.     
 99   4.50%, 06/06/2019    99 
           
         1,330 
Information - 3.7%
     Cable and Other Program Distribution - 0.5%     
     Cabovisao-Televisao Por Cabo S.A.     
 160   5.50%, 07/15/2019    163 
     Charter Communications Operating LLC     
 249   3.00%, 07/01/2020 ╦    248 
     UPC Financing Partnership     
 145   3.25%, 06/30/2021    145 
         556 
     Data Processing Services - 0.6%     
     First Data Corp., Extended 1st Lien Term Loan     
 750   4.16%, 03/23/2018 ╦    749 
           
     Software Publishers - 1.4%     
     Eagle Parent, Inc.     
 242   4.00%, 05/16/2018 ╦    243 
     Kronos, Inc.     
 447   4.50%, 10/30/2019 ╦    451 
 130   9.75%, 04/30/2020    135 
     Lawson Software, Inc.     
 202   3.75%, 06/03/2020 ╦    203 
     MISYS plc     
 291   5.00%, 12/12/2018 ╦    294 
     Novell, Inc.     
 285   7.25%, 11/22/2017 ╦    289 
     Web.com Group, Inc.     
 129   4.50%, 10/27/2017    130 
         1,745 
     Telecommunications - Other - 0.8%     
     Intelsat Jackson Holdings S.A.     
 191   3.75%, 06/30/2019    193 
     Level 3 Communications, Inc.     
 320   4.00%, 08/01/2019 ╦    321 
     Sorenson Communications, Inc.     
 138   9.50%, 10/31/2014    140 
     West Corp.     
282   3.25%, 06/30/2018   283 
         937 
     Telecommunications - Wireless Carriers - 0.2%     
     Alcatel-Lucent     
 149   5.75%, 01/30/2019    150 
     Crown Castle International Corp.     
 98   3.25%, 01/31/2021    99 
         249 
     Wireless Communications Services - 0.2%     
     Leap Wireless International, Inc.     
 279   4.75%, 03/08/2020 ╦    279 
           
         4,515 
Media - 0.1%
     Broadcasting - 0.1%     
     Entravision Communications Corp.     
 97   3.50%, 05/31/2020    96 
           
Mining - 0.8%
     Metal Ore Mining - 0.6%     
     Alpha Natural Resources, Inc.     
 99   3.50%, 05/22/2020    97 
     American Rock Salt Co. LLC     
 246   4.75%, 04/25/2017 ╦    248 
     Fortescue Metals Group Ltd.     
 301   4.25%, 06/28/2019 ╦    304 
         649 
     Mining and Quarrying Nonmetallic Mineral - 0.2%     
     Arch Coal, Inc.     
 281   6.25%, 05/16/2018 ╦    278 
           
         927 
Miscellaneous Manufacturing - 0.8%
     Aerospace Product and Parts Manufacturing - 0.5%     
     DigitalGlobe, Inc.     
 323   3.75%, 01/31/2020 ╦    323 
     Doncasters plc     
 159   5.50%, 04/09/2020    161 
     Sequa Automotive Group     
 99   6.25%, 11/15/2018    100 
         584 
     Miscellaneous Manufacturing - 0.3%     
     Reynolds Group Holdings, Inc.     
 327   4.00%, 12/01/2018 ╦    330 
           
         914 
Motor Vehicle and Parts Manufacturing - 0.6%
     Motor Vehicle Manufacturing - 0.3%     
     Navistar, Inc.     
 81   5.75%, 08/17/2017    82 
     SRAM LLC     
 316   4.02%, 04/10/2020 ╦    317 
         399 

 

8
 

 

The Hartford Unconstrained Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
SENIOR FLOATING RATE INTERESTS♦ - 21.5% - (continued)
Motor Vehicle and Parts Manufacturing - 0.6% - (continued)
     Motor Vehicle Parts Manufacturing - 0.3%     
     Federal Mogul Corp., Tranche B Term Loan     
$71   2.11%, 12/29/2014   $70 
     Federal Mogul Corp., Tranche C Term Loan     
 42   2.11%, 12/28/2015    42 
     Tower Automotive Holdings USA LLC     
 254   4.75%, 04/23/2020 ╦☼    255 
         367 
         766 
Other Services - 0.3%
     Commercial/Industrial Machine and Equipment - 0.2%     
     Generac Power Systems, Inc.     
 129   3.50%, 05/29/2020    130 
     Rexnord LLC     
 195   4.00%, 08/21/2020 ╦    195 
         325 
     Dry Cleaning and Laundry Services - 0.1%     
     Alliance Laundry Systems LLC     
 99   4.25%, 12/10/2018    99 
           
         424 
Petroleum and Coal Products Manufacturing - 0.2%
     Oil and Gas Extraction - 0.1%     
     Samson Investment Co.     
 100   5.00%, 09/25/2018    101 
           
     Support Activities For Mining - 0.1%     
     Shelf Drilling International Holdings Ltd.     
 100   10.00%, 10/08/2018    101 
           
         202 
Pipeline Transportation - 0.5%
     Pipeline Transportation of Crude Oil - 0.4%     
     EMG Utica LLC     
 130   4.75%, 03/27/2020    131 
     NGPL Pipeco LLC     
 298   6.75%, 09/15/2017 ╦    282 
     Philadelphia Energy Solutions LLC     
 99   6.25%, 04/04/2018    89 
         502 
     Pipeline Transportation of Natural Gas - 0.1%     
     EP Energy LLC     
 143   4.50%, 04/30/2019    143 
           
         645 
Plastics and Rubber Products Manufacturing - 0.6%
     Plastics Product Manufacturing - 0.4%     
     Consolidated Container Co.     
 281   5.00%, 07/03/2019 ╦    284 
     Tricorbraun, Inc.     
 181   4.00%, 05/03/2018    181 
         465 
     Rubber Manufacturing - 0.2%     
     Goodyear (The) Tire & Rubber Co.     
250   4.75%, 04/30/2019 ╦   253 
           
         718 
Primary Metal Manufacturing - 0.3%
     Alumina and Aluminum Production and Processing - 0.2%     
     Novelis, Inc.     
 158   3.75%, 03/10/2017    159 
           
     Product From Purchased Steel - 0.1%     
     WireCo WorldGroup, Inc.     
 143   6.00%, 02/15/2017    144 
           
         303 
Professional, Scientific and Technical Services - 1.1%
     Advertising and Related Services - 0.1%     
     Advantage Sales & Marketing, Inc.     
 123   8.25%, 06/17/2018    125 
           
     Management, Scientific and Technical Consulting Service - 0.3%     
     AlixPartners LLP     
 196   4.00%, 07/10/2020 ╦    197 
 105   9.00%, 07/10/2021    107 
         304 
     Professional Services - Computer System Design and Related - 0.6%     
     MoneyGram International, Inc.     
 442   4.25%, 03/27/2020 ╦    445 
     Paradigm Ltd., Term Loan B1     
 222   4.75%, 07/30/2019 ╦    223 
     Paradigm Ltd., Term Loan B2     
 106   10.50%, 07/30/2020    106 
         774 
     Professional, Scientific and Technical Service Other - 0.1%     
     Getty Images, Inc.     
 129   4.75%, 10/18/2019    121 
           
         1,324 
Real Estate, Rental and Leasing - 0.3%
     Activities Related To Real Estate - 0.1%     
     Realogy Corp., Extended 1st Lien Term Loan B     
 138   4.50%, 03/05/2020    139 
     Realogy Corp., Extended Credit Linked Deposit     
 9   4.41%, 10/10/2016    9 
         148 
     Consumer Goods Rental - 0.2%     
     Fly Leasing Ltd.     
 248   4.50%, 08/09/2019 ╦    251 
           
         399 

 

9
 

 

The Hartford Unconstrained Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
SENIOR FLOATING RATE INTERESTS♦ - 21.5% - (continued)
Retail Trade - 2.5%
     Automobile Dealers - 0.1%     
     TI Automotive Ltd.     
$114   5.50%, 03/28/2019   $115 
           
     Automotive Parts, Accessories and Tire Stores - 0.3%     
     August LUXUK Holding Co.     
 57   10.50%, 04/26/2019    58 
     August U.S. Holding Co., Inc.     
 99   5.00%, 04/27/2018    99 
 19   10.50%, 04/26/2019    19 
     FleetPride, Inc.     
 158   5.25%, 11/19/2019    157 
         333 
     Building Material and Supplies Dealers - 0.2%     
     Southwire Co.     
 220   02/11/2021 ◊╦☼    219 
           
     Department Stores - 0.1%     
     J. C. Penney Co., Inc.     
 174   6.00%, 05/22/2018    169 
           
     Grocery Stores - 0.0%     
     Sprouts Farmers Markets Holdings LLC     
 45   4.00%, 04/23/2020    45 
           
     Other Miscellaneous Store Retailers - 0.3%     
     KAR Auction Services, Inc.     
 118   3.75%, 05/19/2017    118 
     Party City Holdings, Inc.     
 193   4.25%, 07/27/2019    194 
         312 
     Specialty Food Stores - 0.2%     
     Weight Watchers International, Inc.     
 331   3.75%, 04/02/2020 ╦    295 
           
     Sporting Goods, Hobby and Musical Instrument Store - 1.3%     
     EB Sports Corp.     
 1,439   11.50%, 12/31/2015 Þ    1,432 
     Michaels Stores, Inc.     
 114   3.75%, 01/28/2020    114 
         1,546 
         3,034 
Truck Transportation - 0.3%
     Freight Trucking - General - 0.3%     
     Nexeo Solutions LLC     
 207   5.00%, 09/09/2017 ╦    206 
     Swift Transportation Co., Inc.     
 143   4.00%, 12/21/2017    145 
         351 
Utilities - 0.9%
     Electric Generation, Transmission and Distribution - 0.9%     
     Calpine Corp.     
 105   4.00%, 10/09/2019    105 
     Dynegy Power LLC     
 61   4.00%, 04/23/2020    61 
     La Frontera Generation LLC     
 117   4.50%, 09/30/2020    118 
     LSP Madison Funding LLC     
 85   5.50%, 06/28/2019    86 
     NRG Energy, Inc.     
 174   2.75%, 07/01/2018 ╦    173 
     PowerTeam Services LLC     
 11   3.69%, 05/06/2020 ☼Б    11 
 88   4.25%, 05/06/2020    89 
     Star West Generation LLC     
 318   4.25%, 03/13/2020 ╦    320 
     Texas Competitive Electric Holdings Co. LLC     
 100   4.73%, 10/10/2017    69 
         1,032 
     Total senior floating rate interests     
     (cost $25,936)   $26,110 
           
U.S. GOVERNMENT AGENCIES - 44.5%
     FHLMC - 10.2%     
$2,400   3.00%, 02/15/2043 ☼   $2,328 
 3,500   4.00%, 02/15/2040 ☼    3,656 
 500   4.50%, 03/15/2040 ☼    534 
 1,100   5.00%, 02/15/2040 ☼    1,196 
 4,095   5.50%, 10/01/2036 - 01/01/2039    4,479 
 1,189   15.08%, 05/15/2037 ►    192 
 350   16.29%, 01/15/2039 ►    48 
         12,433 
     FNMA - 23.4%     
 587   2.14%, 11/01/2022    555 
 438   2.15%, 10/01/2022    417 
 200   2.20%, 12/01/2022    190 
 118   2.28%, 11/01/2022    112 
 103   2.34%, 11/01/2022    99 
 91   2.40%, 10/01/2022    88 
 78   2.42%, 11/01/2022    75 
 83   2.47%, 11/01/2022    81 
 1,650   2.50%, 02/12/2029 ☼    1,655 
 7,385   3.00%, 02/15/2026 - 02/15/2044 ☼    7,281 
 5,400   3.50%, 02/15/2026 - 02/15/2041 ☼    5,522 
 4,300   4.00%, 02/15/2025 - 02/15/2044 ☼    4,521 
 150   4.02%, 11/01/2028    154 
 2,600   4.50%, 02/15/2040 ☼    2,789 
 1,400   5.00%, 03/15/2040 ☼    1,526 
 2,500   5.50%, 02/15/2040 ☼    2,753 
 352   6.00%, 09/01/2039    390 
 397   10.11%, 06/25/2042 ►    66 
 780   17.54%, 07/25/2040 ►    126 
         28,400 
     GNMA - 10.9%     
 400   3.00%, 03/15/2043 ☼    396 
 2,800   3.50%, 02/15/2042 ☼    2,884 
 1,400   4.00%, 02/15/2040 ☼    1,484 
 3,505   4.50%, 02/15/2040 - 09/20/2041 ‡☼    3,806 

 

10
 

 

The Hartford Unconstrained Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
U.S. GOVERNMENT AGENCIES - 44.5% - (continued)
     GNMA - 10.9% - (continued)     
$2,600   5.00%, 02/15/2044 ☼   $2,852 
 1,373   6.00%, 08/15/2032 - 12/15/2040 ‡    1,544 
 232   6.50%, 11/15/2038 ‡    261 
         13,227 
     Total U.S. government agencies     
     (cost $53,770)  $54,060 
           
U.S. GOVERNMENT SECURITIES - 24.2%
U.S. Treasury Securities - 24.2%
     U.S. Treasury Bonds - 1.2%     
$1,200    0.63%, 02/15/2043 ◄‡   $1,005 
 75    2.88%, 05/15/2043 ‡    65 
 175    3.13%, 02/15/2042 - 02/15/2043 ‡    159 
 125    3.50%, 02/15/2039 ‡    124 
 50    3.63%, 08/15/2043 ‡    50 
 75    5.38%, 02/15/2031 ‡    96 
 25    6.25%, 08/15/2023 ‡    33 
         1,532 
     U.S. Treasury Notes - 23.0%     
 3,350    0.13%, 04/15/2016 - 01/15/2023 ◄‡    3,499 
 300    0.38%, 07/15/2023 ◄‡    299 
 450    0.50%, 04/15/2015 ◄‡    495 
 5,310    0.63%, 07/15/2021 - 01/15/2024 ◄‡    5,349 
 125    0.63%, 04/30/2018 ‡    122 
 350    0.75%, 10/31/2017 - 03/31/2018 ‡    345 
 425    0.88%, 01/31/2018 ‡    420 
 2,775    1.00%, 05/31/2018 ╦Ө    2,742 
 300    1.13%, 01/15/2021 ◄‡    343 
 250    1.25%, 07/15/2020 ◄‡    291 
 175    1.38%, 01/15/2020 ◄‡    206 
 625    1.63%, 01/15/2015 - 01/15/2018 ◄‡    778 
 75    1.88%, 07/15/2019 ◄‡    92 
 450    2.00%, 11/15/2021 - 02/15/2022 ‡    438 
 475    2.00%, 07/15/2014 - 01/15/2016 ◄‡    596 
 225    2.13%, 01/15/2019 ◄‡    276 
 225    2.38%, 01/15/2017 ◄‡    287 
 8,280    2.50%, 04/30/2015 Ө    8,518 
 200    2.75%, 11/15/2023 ‡    202 
 2,065    3.25%, 03/31/2017 □    2,223 
 175    3.50%, 02/15/2018 ‡    191 
 175    4.25%, 11/15/2017 ‡    196 
         27,908 
         29,440 
     Total U.S. government securities     
     (cost $29,455)  $29,440 
Contracts    
CALL OPTIONS PURCHASED - 0.2%
     Interest Rate Contracts - 0.2%     
     Interest Rate Swaption USD     
 500   Expiration: 01/23/2024, Exercise Rate: 4.30%     $58 
 880   Expiration: 11/27/2023, Exercise Rate: 4.42%      110 
 380   Expiration: 01/09/2024, Exercise Rate: 4.49%      49 
 470   Expiration: 01/08/2024, Exercise Rate: 4.51%      61 
         278 
     Total call options purchased     
     (cost $230)   $278 
           
PUT OPTIONS PURCHASED - 0.3%
     Interest Rate Contracts - 0.3%     
     Interest Rate Swaption USD     
 5,610   Expiration: 01/20/2015, Exercise Rate: 3.67%     $91 
 500   Expiration: 01/23/2024, Exercise Rate: 4.30%      51 
 875   Expiration: 11/27/2023, Exercise Rate: 4.42%      84 
 380   Expiration: 01/09/2024, Exercise Rate: 4.49%      35 
 470   Expiration: 01/08/2024, Exercise Rate: 4.51%      43 
         304 
     Total put options purchased     
     (cost $346)   $304 
           
Shares or Principal Amount ╬  
PREFERRED STOCKS - 0.0%
     Multi-Sector Holdings - 0.0%     
 2   GMAC Capital Trust I ۞   $59 
           
     Other Diversified Financial Services - 0.0%     
    Citigroup Capital XIII    3 
           
     Total preferred stocks     
     (cost $57)   $62 
           
     Total long-term investments     
     (cost $160,251)   $161,305 

 

11
 

 

The Hartford Unconstrained Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬          Market Value ╪ 
SHORT-TERM INVESTMENTS - 3.9%
Repurchase Agreements - 3.9%
     Bank of  Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $630, collateralized by U.S.
Treasury Bill 0.07% - 0.14%, 2014, U.S.
Treasury Bond 2.75% - 11.25%, 2015 -
2043, U.S. Treasury Note 0.25% - 4.25%,
2014 - 2023, value of $642)
            
$630    0.02%, 1/31/2014          $630 
     Bank of America Merrill Lynch TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $208,
collateralized by FHLMC 3.50% - 4.00%,
2042 - 2043, FNMA 2.81% - 4.50%, 2041
- 2042, value of $212)
            
 208    0.02%, 1/31/2014           208 
     Bank of Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $541, collateralized by FHLB
0.88%, 2017, FHLMC 0.05% - 5.50%,
2014 - 2043, FNMA 2.00% - 3.50%, 2025
- 2028, GNMA 3.50%, 2042 - 2043, U.S.
Treasury Note 2.38%, 2014, value of $552)
            
 541    0.03%, 1/31/2014           541 
     Barclays Capital TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $574, collateralized by U.S.
Treasury Note 0.25% - 2.38%, 2014 -
2015, value of $585)
            
 574    0.02%, 1/31/2014           574 
     Citigroup Global Markets, Inc. TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $1,259,
collateralized by U.S. Treasury Bill 0.06%
- 0.10%, 2014, U.S. Treasury Bond 3.00%
- 8.75%, 2017 - 2042, U.S. Treasury Note
0.25% - 3.75%, 2015 - 2023, value of
$1,284)
            
 1,259    0.02%, 1/31/2014           1,259 
     Deutsche Bank Securities TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $167,
collateralized by FHLMC 3.00% - 5.50%,
2019 - 2043, FNMA 3.00% - 6.50%, 2021
- 2043, GNMA 3.00% - 6.00%, 2037 -
2053, value of $171)
            
 167    0.03%, 1/31/2014           167 
     RBS Securities, Inc. TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $140, collateralized by U.S.
Treasury Note 2.63%, 2014, value of $143)
            
 140    0.02%, 1/31/2014           140 
     TD Securities TriParty Repurchase
Agreement (maturing on 02/03/2014 in the
amount of $1,195, collateralized by FFCB
0.14%, 2015, FHLB 0.55%, 2017, FHLMC
3.00% - 4.38%, 2015 - 2043, FNMA
2.50% - 4.50%, 2025 - 2043, value of
$1,219)
            
1,195    0.03%, 1/31/2014          1,195 
     UBS Securities, Inc. Repurchase Agreement
(maturing on 02/03/2014 in the amount of
$11, collateralized by U.S. Treasury Note
2.38%, 2015, value of $11)
            
 11    0.01%, 1/31/2014           11 
                 4,725 
     Total short-term investments             
     (cost $4,725)          $4,725 
                   
    Total investments        
     (cost $164,976) ▲    136.7%  $166,030 
     Other assets and liabilities    (36.7)%   (44,557)
     Total net assets    100.0%  $121,473 

 

12
 

 

The Hartford Unconstrained Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

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

 

At January 31, 2014, the cost of securities for federal income tax purposes was $165,060 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation   $2,858 
Unrealized Depreciation    (1,888)
Net Unrealized Appreciation   $970 

 

These securities were 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 January 31, 2014, the aggregate value and percentage of net assets of these securities rounds to zero.

 

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

 

ΔVariable rate securities; the rate reported is the coupon rate in effect at January 31, 2014.

 

Securities disclosed are interest-only strips.  The interest rates represent effective yields based upon estimated future cash flows at January 31, 2014.

 

The principal amount for this security is adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

 

All or a portion of this position represents an unsettled loan commitment.  The coupon rate will be determined at time of settlement.

 

Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the "Prime Rate") and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy.  As a result, the actual remaining maturity may be substantially less than the stated maturities shown.  Unless otherwise noted, the interest rate disclosed for these securities represents the average coupon as of January 31, 2014.

 

Securities issued within terms of a private placement memorandum, exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2014, the aggregate value of these securities was $8,312, which represents 6.8% of total net assets.

 

§These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933.  The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid.  At January 31, 2014, the aggregate value of these securities was $1,016, which represents 0.8% of total net assets.

 

۞Convertible security.

 

Perpetual maturity security.  Maturity date shown is the next call date.

 

All principal or contracts amounts are in U.S. dollars unless otherwise indicated.

 

This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $44,105 at January 31, 2014.

 

ÞThis security may pay interest in additional principal instead of cash.

 

БThis security, or a portion of this security, has unfunded loan commitments.  As of January 31, 2014, the aggregate value of the unfunded commitment was $6, which represents 0.0% of total net assets.

 

This security, or a portion of this security, has been segregated to cover funding requirements on investment transactions settling in the future.

 

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

 

13
 

 

The Hartford Unconstrained Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

This security, or a portion of this security, has been pledged as collateral in connection with over-the-counter swap contracts.  In addition, cash of $1,660 was received from broker(s) as collateral in connection with over-the-counter swap contracts.  Securities valued at $809, held on behalf of the Fund at the custody bank, were designated by broker(s) as collateral in connection with over-the-counter swap contracts. Since the broker retains legal title to the securities, the securities are not considered an asset of the Fund.

This security, or a portion of this security, is pledged as initial margin deposit and collateral for daily variation margin loss on open futures contracts held at January 31, 2014, as listed in the table below:

 

Futures Contracts Outstanding at January 31, 2014

 

  

Number of

  

Expiration

 

Notional

  

Market

  

Unrealized
Appreciation/
(Depreciation)

  

Variation Margin

 

Description

 

Contracts*

  

Date

 

Amount

  

Value ╪

  

Asset

  

Liability

  

Asset

  

Liability

 
Long position contracts:                                      

2-Year U.S. Treasury Note Future

   5  

03/31/2014

  $1,099   $1,101   $2   $   $   $ 

U.S. Treasury Ultra Long Term Bond Future

   8  

03/20/2014

   1,137    1,150    13        3     
Total          $2,236   $2,251   $15   $   $3   $ 
Short position contracts:                                      

10-Year U.S. Treasury Note Future

   178  

03/20/2014

  $22,153   $22,383   $   $(230)  $3   $(59)

5-Year U.S. Treasury Note Future

   92  

03/31/2014

   10,974    11,098        (124)       (13)

U.S. Treasury Long Bond Future

   58  

03/20/2014

   7,573    7,748        (175)   1    (20)
Total          $40,700   $(41,229)  $   $(529)  $4   $(92)
Total futures contracts          $38,464   $38,978   $15   $(529)  $7   $(92)

 

* The number of contracts does not omit 000's.

 

Securities Sold Short Outstanding at January 31, 2014

 

Description  Principal
Amount
   Maturity Date  Market Value ╪   Unrealized
Appreciation/
Depreciation
 
FHLMC, 3.50%  $400   02/15/2041  $405   $(7)
FHLMC, 4.50%   1,200   02/15/2040   1,284     
FHLMC, 5.50%   3,800   02/15/2040   4,162    (10)
GNMA, 3.00%   600   02/15/2042   595    (9)
GNMA, 3.50%   100   02/15/2041   103    (1)
GNMA, 4.00%   600   02/15/2040   636    (4)
GNMA, 4.50%   100   02/15/2040   108    (2)
           $7,293   $(33)

 

At January 31, 2014, the aggregate market value of these securities represents 6.0% of total net assets.

 

14
 

 

The Hartford Unconstrained Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Foreign Currency Contracts Outstanding at January 31, 2014

                   

Unrealized Appreciation/(Depreciation)

 

Currency

 

Buy / Sell

 

Delivery Date

 

Counterparty

 

Contract Amount

  

Market Value ╪

  

Asset

  

Liability

 

AUD

 

Buy

 

02/28/2014

 

JPM

  $281   $273   $   $(8)

AUD

 

Buy

 

02/28/2014

 

NAB

   761    750        (11)

AUD

 

Buy

 

02/28/2014

 

RBS

   279    272        (7)

CAD

 

Buy

 

02/28/2014

 

RBC

   227    222        (5)

CHF

 

Sell

 

02/28/2014

 

BOA

   597    600        (3)

EUR

 

Buy

 

02/28/2014

 

SSG

   509    503        (6)

EUR

 

Sell

 

02/28/2014

 

GSC

   510    503    7     

EUR

 

Sell

 

03/19/2014

 

MSC

   380    372    8     

GBP

 

Sell

 

02/28/2014

 

CBK

   407    406    1     

JPY

 

Sell

 

03/19/2014

 

CBA

   4,938    5,065        (127)

JPY

 

Sell

 

02/28/2014

 

NAB

   1,191    1,221        (30)
                      $16   $(197)

 

Centrally Cleared Credit Default Swap Contracts Outstanding at January 31, 2014

 

  

Clearing

 

Notional

  

(Pay)/ Receive Fixed

  

Expiration

 

Upfront
Premiums

  

Market 

  

Unrealized
Appreciation/
(Depreciation)

  

Variation Margin

 

Reference Entity

 

House (a)

 

Amount (b)

  

Rate

  

Date

 

Paid (Received)

  

Value ╪

  

Asset

  

Liability

  

Asset

  

Liability

 
Credit default swaps on traded indices:                                              
Buy protection:                                              
CDX.NA.HY.21 

CME

  $11,540    (5.00)%  12/20/18  $(805)  $(750)  $55   $   $   $(3)
CDX.NA.IG.20 

CME

   16,145    (1.00)%  12/20/18   (222)   (218)   4            (3)
ITRX.EUR.20 

ICE

  EUR  435    (1.00)%  12/20/18   (4)   (5)       (1)        
ITRX.XOV.20 

ICE

  EUR2,980    (5.00)%  12/20/18   (361)   (318)   43        13     
Total                  $(1,392)  $(1,291)  $102   $(1)  $13   $(6)
Sell protection:                                              
CDX.NA.IG.21 

CME

  $2,975    1.00%  12/20/23  $(61)  $(42)  $19   $   $   $ 
                                               
Total traded indices                  $(1,453)  $(1,333)  $121   $(1)  $13   $(6)

 

(a)The FCM to the contracts is GSC.

 

(b)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.  Notional shown in U.S. dollars unless otherwise noted.

 

15
 

 

The Hartford Unconstrained Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Over-the-Counter Credit Default Swap Contracts Outstanding at January 31, 2014

 

     

Notional 

  

(Pay)/ Receive Fixed
Rate/ Implied 

  

Expiration 

 

Upfront
 Premiums

  

Upfront
Premiums 

  

Market 

  

Unrealized
Appreciation/(Depreciation)

 

Reference Entity

 

Counterparty 

 

Amount (a)

  

Credit Spread (b)

  

Date

 

Paid

  

Received

  

Value ╪

  

Asset

  

Liability

 
Credit default swaps on traded indices:                                         
Buy protection:                                         
ABX.HE.AA.06 

JPM

  $324    (0.32)%  07/25/45  $85   $   $84   $   $(1)
ABX.HE.AAA.06 

BCLY

   187    (0.18)%  07/25/45   17        7        (10)
ABX.HE.AAA.06 

BOA

   327    (0.18)%  07/25/45   18        13        (5)
ABX.HE.AAA.06 

CSI

   140    (0.18)%  07/25/45   2        5    3     
ABX.HE.AAA.06 

DEUT

   9    (0.11)%  05/25/46   2        2         
ABX.HE.AAA.06 

GSC

   687    (0.18)%  07/25/45   62        27        (35)
ABX.HE.AAA.06 

JPM

   67    (0.18)%  07/25/45   3        3         
ABX.HE.AAA.06 

JPM

   1,176    (0.18)%  07/25/45   26        46    20     
ABX.HE.AAA.06 

MSC

   302    (0.18)%  07/25/45   31        12        (19)
ABX.HE.AAA.06 

MSC

   760    (0.18)%  07/25/45   21        30    9     
ABX.HE.PENAAA.06 

BCLY

   40    (0.11)%  05/25/46   11        7        (4)
ABX.HE.PENAAA.06 

GSC

   220    (0.11)%  05/25/46   54        41        (13)
ABX.HE.PENAAA.06 

JPM

   297    (0.11)%  05/25/46   74        57        (17)
ABX.HE.PENAAA.06 

MSC

   238    (0.11)%  05/25/46   52        45        (7)
ABX.HE.PENAAA.07 

BCLY

   309    (0.09)%  08/25/37   135        97        (38)
CMBX.NA.A.1 

BOA

   230    (0.35)%  10/12/52   73        84    11     
CMBX.NA.A.1 

DEUT

   120    (0.35)%  10/12/52   55        44        (11)
CMBX.NA.A.1 

GSC

   135    (0.35)%  10/12/52   61        49        (12)
CMBX.NA.A.1 

JPM

   85    (0.35)%  10/12/52   32        31        (1)
CMBX.NA.A.1 

MSC

   290    (0.35)%  10/12/52   120        106        (14)
CMBX.NA.AA.1 

CSI

   320    (0.25)%  10/12/52   73        62        (11)
CMBX.NA.AA.1 

DEUT

   360    (0.25)%  10/12/52   76        69        (7)
CMBX.NA.AA.1 

JPM

   105    (0.25)%  10/12/52   20        20         
CMBX.NA.AA.1 

JPM

   570    (0.25)%  10/12/52   112        110        (2)
CMBX.NA.AA.1 

UBS

   590    (0.25)%  10/12/52   127        114        (13)
CMBX.NA.AA.2 

BOA

   524    (0.15)%  03/15/49   199        163        (36)
CMBX.NA.AA.2 

CSI

   359    (0.15)%  03/15/49   118        111        (7)
CMBX.NA.AA.2 

GSC

   112    (0.15)%  03/15/49   39        35        (4)
CMBX.NA.AA.2 

JPM

   373    (0.15)%  03/15/49   139        116        (23)
CMBX.NA.AA.2 

MSC

   204    (0.15)%  03/15/49   81        63        (18)
CMBX.NA.AJ.1 

DEUT

   5    (0.84)%  10/12/52                    
CMBX.NA.AJ.1 

JPM

   175    (0.84)%  10/12/52   11        7        (4)
CMBX.NA.AJ.1 

MSC

   140    (0.84)%  10/12/52   10        6        (4)
CMBX.NA.AJ.4 

JPM

   30    (0.96)%  02/17/51   8        7        (1)
CMBX.NA.AJ.4 

MSC

   274    (0.96)%  02/17/51   103        65        (38)
CMBX.NA.AM.2 

CSI

   425    (0.50)%  03/15/49   26        12        (14)
CMBX.NA.AM.2 

DEUT

   170    (0.50)%  03/15/49   10        5        (5)
CMBX.NA.AM.2 

JPM

   130    (0.50)%  03/15/49   5        4        (1)
CMBX.NA.AM.2 

MSC

   575    (0.50)%  03/15/49   29        16        (13)
CMBX.NA.AM.4 

BOA

   125    (0.50)%  02/17/51   15        9        (6)
CMBX.NA.AM.4 

CSI

   60    (0.50)%  02/17/51   7        4        (3)
CMBX.NA.AM.4 

GSC

   225    (0.50)%  02/17/51   33        15        (18)
CMBX.NA.AM.4 

JPM

   20    (0.50)%  02/17/51   1        1         
CMBX.NA.AM.4 

MSC

   155    (0.50)%  02/17/51   18        11        (7)
Total                  $2,194   $   $1,815   $43   $(422)
Sell protection:                                         
CDX.EM.20 

GSC

  $1,475    5.00%  12/20/18  $162   $   $102   $   $(60)
CMBX.NA.AAA.6 

CSI

   530    0.50%  05/11/63       (20)   (15)   5     
CMBX.NA.AAA.6 

CSI

   1,920    0.50%  05/11/63       (44)   (53)       (9)
CMBX.NA.AAA.6 

DEUT

   760    0.50%  05/11/63       (38)   (21)   17     
CMBX.NA.AAA.6 

DEUT

   965    0.50%  05/11/63       (24)   (27)       (3)
CMBX.NA.AAA.6 

JPM

   1,455    0.50%  05/11/63       (48)   (40)   8     
CMBX.NA.AAA.6 

UBS

   5,375    0.50%  05/11/63       (211)   (150)   61     

 

16
 

 

The Hartford Unconstrained Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Over-the-Counter Credit Default Swap Contracts Outstanding at January 31, 2014 - (continued)

 

      Notional   (Pay)/ Receive Fixed
Rate/ Implied
  Expiration  Upfront 
Premiums
   Upfront
Premiums
   Market  

Unrealized
Appreciation/(Depreciation)

 

Reference Entity

 

Counterparty 

 

Amount (a)

  

Credit Spread (b)

 

Date

 

Paid

  

Received

  

Value ╪

  

Asset

  

Liability

 
Credit default swaps on traded indices: - (continued)                                       
Sell protection: - (continued)                                       
CMBX.NA.AAA.6  UBS  $1,025   0.50%  05/11/63  $   $(27)  $(29)  $   $(2)
CMBX.NA.BB.6  BOA   430   5.00%  05/11/63       (4)   (11)       (7)
CMBX.NA.BB.6  CSI   25   5.00%  05/11/63       (3)   (1)   2     
CMBX.NA.BB.6  MSC   655   5.00%  05/11/63       (42)   (17)   25     
CMBX.NA.BB.7  CSI   100   5.00%  01/17/47       (7)   (7)        
CMBX.NA.BB.7  GSC   255   5.00%  01/17/47       (16)   (17)       (1)
CMBX.NA.BBB-.6  CSI   145   3.00%  05/11/63       (12)   (4)   8     
CMBX.NA.BBB-.6  CSI   290   3.00%  05/11/63           (8)       (8)
CMBX.NA.BBB-.6  DEUT   176   3.00%  05/11/63       (5)   (5)        
CMBX.NA.BBB-.7  CSI   205   3.00%  01/17/47       (13)   (12)   1     
CMBX.NA.BBB-.7  CSI   205   3.00%  01/17/47       (12)   (12)        
PrimeX.ARM.1  JPM   8   4.42%  06/25/36   1        1         
PrimeX.ARM.1  MSC   68   4.42%  06/25/36   2        7    5     
PrimeX.ARM.2  JPM   65   4.58%  12/25/37   2        2         
PrimeX.ARM.2  MSC   443   4.58%  12/25/37       (35)   13    48     
PrimeX.ARM.2  MSC   151   4.58%  12/25/37   5        4        (1)
PrimeX.FRM.1  JPM   6   4.42%  07/25/36   1        1         
PrimeX.FRM.1  JPM   58   4.42%  07/25/36   6        6         
Total                $179   $(561)  $(293)  $180   $(91)
Total traded indices                $2,373   $(561)  $1,522   $223   $(513)
Credit default swaps on single-name issues:                                       
Sell protection:                                       
Bank of America Corp.  CSI  $945   1.00% / 0.73%  12/20/17  $   $(20)  $10   $30   $ 
Bank of America Corp.  GSC   2,200   1.00% / 0.69%  09/20/17       (153)   24    177     
Citigroup, Inc.  GSC   785   1.00% / 0.72%  12/20/17       (15)   8    23     
Citigroup, Inc.  GSC   2,350   1.00% / 0.69%  09/20/17       (153)   26    179     
Goldman Sachs Group, Inc.  CSI   495   1.00% / 0.84%  12/20/17       (15)   3    18     
Goldman Sachs Group, Inc.  UBS   1,100   1.00% / 0.80%  09/20/17       (81)   8    89     
Morgan Stanley  BCLY   1,100   1.00% / 0.81%  09/20/17       (123)   8    131     
Morgan Stanley  GSC   520   1.00% / 0.85%  12/20/17       (26)   3    29     
Total                $   $(586)  $90   $676   $ 
                 $2,373   $(1,147)  $1,612   $899   $(513)

 

(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.  Notional shown in U.S. dollars unless otherwise noted.

 

(b)Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues, U.S. municipal issues or sovereign government issues as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood of risk of default for the credit derivative.  The implied credit spread of a particular entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement.  Wider credit spreads represent a deterioration of the reference entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement.  The percentage shown is the implied credit spread on January 31, 2014.  For credit default swap agreements on indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk.

 

17
 

 

The Hartford Unconstrained Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Over-the-Counter Spreadlock Swap Contracts Outstanding at January 31, 2014

 

     

Notional

  

Determination

 

Upfront
Premiums

  

Upfront
Premiums

      

Unrealized
Appreciation/(Depreciation)

 

Counterparty

 

Strike

 

Amount

  

Date

 

Paid

  

Received

  

Market Value ╪

  

Asset

  

Liability

 

JPM†

 

75.0 bps Fixed*

  $13,500  

03/26/14

  $   $   $16   $16   $ 

JPM†

 

78.0 bps Fixed*

   21,000  

07/07/14

           18    18     
              $   $   $34   $34   $ 

 

These securities were valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Company's Board of Directors.  At January 31, 2014,  the aggregate market value of these securities was $34, which rounds to zero percent of total net assets.

 

*This is a spreadlock swap between the 10-Year constant maturity swap curve ("CMS") and the yield to maturity on a 30-Year FNMA.  If the yield to maturity on the 30-Year FNMA minus the 10-Year CMS rate is greater than the strike, the Fund will receive money from the counterparty based on this differential on the determination date.  If the yield to maturity on the 30-Year FNMA minus the 10-Year CMS rate is less than the strike, the Fund will pay the counterparty on the determination date.

 

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Counterparty Abbreviations:
BCLY Barclays
BOA Banc of America Securities LLC
CBA Commonwealth Bank of Australia
CBK Citibank NA
CME Chicago Mercantile Exchange
CSI Credit Suisse International
DEUT Deutsche Bank Securities, Inc.
FCM Futures Commission Merchant
GSC Goldman Sachs & Co.
ICE Intercontinental Exchange
JPM JP Morgan Chase & Co.  
MSC Morgan Stanley
NAB National Australia Bank Limited
RBC RBC Dominion Securities, Inc.
RBS RBS Greenwich Capital
SSG State Street Global Markets LLC
UBS UBS AG
 
Currency Abbreviations:
AUD Australian Dollar  
CAD Canadian Dollar  
CHF Swiss Franc  
COP Colombian Peso  
EUR EURO  
GBP British Pound  
HUF Hungarian Forint  
JPY Japanese Yen  
MXN Mexican New Peso  
MYR Malaysian Ringgit  
PEN Peruvian New Sol  
PLN Polish New Zloty  
TRY Turkish New Lira  
USD U.S. Dollar  
ZAR South African Rand  

 

Index Abbreviations:

ABX.HE Markit Asset Backed Security Home Equity
ABX.HE.PEN Markit Asset Backed Security Home Equity Penultimate
CDX.EM Credit Derivatives Emerging Markets
CDX.NA.HY Credit Derivatives North American High Yield
CDX.NA.IG Credit Derivatives North American Investment Grade
CMBX.NA Markit Commercial Mortgage Backed North American
ITRX.EUR Markit iTraxx - Europe
ITRX.XOV Markit iTraxx Index - Europe Crossover
PrimeX.ARM Markit PrimeX Adjustable Rate Mortgage Backed Security
PrimeX.FRM Markit PrimeX Fixed Rate Mortgage Backed Security
 
Municipal Bond Abbreviations:
FA Finance Authority  
Rev Revenue  
   
Other Abbreviations:
FFCB Federal Farm Credit Bank
FHLB Federal Home Loan Bank
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
GNMA Government National Mortgage Association
LIBOR London Interbank Offered Rate

 

18
 

 

The Hartford Unconstrained Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Credit Exposure

as of January 31, 2014 

Credit Rating *  Percentage
of Net Assets
 
Aaa / AAA   51.1%
Aa / AA   30.7 
A   1.4 
Baa / BBB   6.8 
Ba / BB   13.8 
B   13.4 
Caa / CCC or Lower   12.0 
Not Rated   3.1 
Non-Debt Securities and Other Short-Term Instruments   4.4 
Other Assets and Liabilities   (36.7)
Total   100.0%

 

*Credit exposure is the long-term credit ratings for the Fund's holdings, as of the date noted, as provided by Standard and Poor's (S&P) or Moody's Investors Service and typically range from AAA/Aaa (highest) to C/D (lowest). If Moody's and S&P assign different ratings, the lower rating is used. Fixed income securities that are not rated by either agency are listed as "Not Rated." Ratings do not apply to the Fund itself or to Fund shares. Ratings may change.

  

19
 

 

The Hartford Unconstrained Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary

January 31, 2014

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Asset & Commercial Mortgage Backed Securities  $30,438   $   $25,070   $5,368 
Call Options Purchased   278        278     
Corporate Bonds   9,835        9,835     
Foreign Government Obligations   9,955        9,955     
Municipal Bonds   823        823     
Preferred Stocks   62    62         
Put Options Purchased   304        304     
Senior Floating Rate Interests   26,110        26,110     
U.S. Government Agencies   54,060        54,060     
U.S. Government Securities   29,440    7,230    22,210     
Short-Term Investments   4,725        4,725     
Total  $166,030   $7,292   $153,370   $5,368 
Credit Default Swaps *   1,020        1,020     
Foreign Currency Contracts *   16        16     
Futures *   15    15         
Spreadlock Swaps *   34            34 
Total  $1,085   $15   $1,036   $34 
Liabilities:                    
Securities Sold Short  $7,293   $   $7,293   $ 
Total  $7,293   $   $7,293   $ 
Credit Default Swaps *   514        514     
Foreign Currency Contracts *   197        197     
Futures *   529    529         
Total  $1,240   $529   $711   $ 

 

For the three-month period ended January 31, 2014, investments valued at $430 were transferred from Level 1 to Level 2, and there were no transfers from Level 2 to Level 1. Investments are transferred between Level 1 and Level 2 for a variety of reasons including, but not limited to:
1)Foreign equities for which a fair value price is more representative of exit value than the local market close (transfer into Level 2). Foreign equities for which the local market close is more representative of exit value (transfer into Level 1).
2)U.S. Treasury securities that no longer represent the most recent issue (transfer into Level 2).
3)Equity investments with no observable trading but a bid or close price is used (transfer into Level 2). Equity investments using observable quoted prices in an active market (transfer into Level 1).

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

20
 

 

The Hartford Unconstrained Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:

 

  

Balance
as of
October
31, 2013

  

Realized
Gain
(Loss)

  

Change in
Unrealized
Appreciation
(Depreciation)

  

Net
Amortization

  

Purchases

  

Sales

  

Transfers
Into
Level 3 *

  

Transfers Out of
Level 3 *

  

Balance
as of
January
31, 2014

 
Assets:                                             
Asset & Commercial Mortgage Backed Securities  $5,477   $86   $81  $74   $338   $(611)  $   $(77)  $5,368 
U.S. Government Agencies   153                            (153)    
Total  $5,630   $86   $81   $74   $338   $(611)  $   $(230)  $5,368 
Swaps‡  $   $   $34§  $   $   $   $   $   $34 
Total  $   $   $34   $   $   $   $   $   $34 
                                              
Liabilities:                                             
Swaps‡  $   $    $   —  §   $   $   $   $   $   $ 
Total  $   $   $   $   $   $   $   $   $ 

 

*Investments are transferred into and out of Level 3 for a variety of reasons including, but not limited to:

1) Investments where trading has been halted (transfer into Level 3) or investments where trading has resumed (transfer out of Level 3).

2) Broker quoted investments (transfer into Level 3) or quoted prices in active markets (transfer out of Level 3).

3) Investments that have certain restrictions on trading (transfer into Level 3) or investments where trading restrictions have expired (transfer out of Level 3).

Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2014 was $138.
Derivative instruments not reflected in the Schedule of Investments are valued at the unrealized appreciation/ depreciation on the investment.
§Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2014 was $34.

 

Note:For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

21
 

 

 

The Hartford Value Fund

Schedule of Investments

January 31, 2014 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 

COMMON STOCKS - 98.2%

     
     Automobiles and Components - 0.5%     
 35   General Motors Co. ●   $1,246 
           
     Banks - 7.4%     
 89   BB&T Corp.    3,312 
 71   PNC Financial Services Group, Inc.    5,690 
 214   Wells Fargo & Co.    9,714 
         18,716 
     Capital Goods - 9.9%     
 20   3M Co.    2,544 
 14   Boeing Co.    1,748 
 50   Eaton Corp. plc    3,644 
 174   General Electric Co.    4,385 
 29   Illinois Tool Works, Inc.    2,268 
 40   Ingersoll-Rand plc    2,356 
 30   PACCAR, Inc.    1,695 
 84   Spirit Aerosystems Holdings, Inc. ●    2,852 
 30   United Technologies Corp.    3,451 
         24,943 
     Consumer Durables and Apparel - 3.3%     
 80   Newell Rubbermaid, Inc.    2,465 
 133   Pulte Group, Inc.    2,707 
 27   PVH Corp.    3,282 
         8,454 
     Diversified Financials - 11.7%     
 27   Ameriprise Financial, Inc.    2,874 
 13   BlackRock, Inc.    3,869 
 100   Citigroup, Inc.    4,728 
 42   Credit Suisse Group ADR    1,278 
 21   Goldman Sachs Group, Inc.    3,501 
 16   IntercontinentalExchange Group, Inc.    3,297 
 161   JP Morgan Chase & Co.    8,896 
 49   Santander Consumer USA Holdings, Inc. ●    1,256 
         29,699 
     Energy - 11.5%     
 26   Anadarko Petroleum Corp.    2,126 
 67   Chevron Corp.    7,464 
 16   EOG Resources, Inc.    2,641 
 50   Exxon Mobil Corp.    4,647 
 74   Halliburton Co.    3,614 
 82   Marathon Oil Corp.    2,677 
 34   Occidental Petroleum Corp.    2,976 
 70   Southwestern Energy Co. ●    2,842 
         28,987 
     Food and Staples Retailing - 1.4%     
 51   CVS Caremark Corp.    3,440 
           
     Food, Beverage and Tobacco - 3.6%     
 30   Anheuser-Busch InBev N.V. ADR    2,840 
 22   Diageo plc ADR    2,592 
 33   Kraft Foods Group, Inc.    1,724 
 26   Philip Morris International, Inc.    1,994 
         9,150 
     Health Care Equipment and Services - 4.4%     
 43   Baxter International, Inc.    2,908 
 52   Covidien plc    3,528 
 64   UnitedHealth Group, Inc.    4,626 
         11,062 
     Insurance - 6.7%     
 47   ACE Ltd.    4,427 
 59   American International Group, Inc.    2,848 
 17   Chubb Corp.    1,439 
 95   Marsh & McLennan Cos., Inc.    4,346 
 44   Principal Financial Group, Inc.    1,898 
 62   Unum Group    2,003 
         16,961 
     Materials - 4.0%     
 68   Dow Chemical Co.    3,083 
 26   E.I. DuPont de Nemours & Co.    1,575 
 49   International Paper Co.    2,329 
 28   Nucor Corp.    1,363 
 101   Steel Dynamics, Inc.    1,665 
         10,015 
     Media - 3.9%     
 33   CBS Corp. Class B    1,966 
 67   Comcast Corp. Class A    3,668 
 109   Interpublic Group of Cos., Inc.    1,779 
 65   Thomson Reuters Corp.    2,337 
         9,750 
     Pharmaceuticals, Biotechnology and Life Sciences - 8.2%     
 26   Amgen, Inc.    3,060 
 33   AstraZeneca plc ADR    2,121 
 34   Johnson & Johnson    3,003 
 130   Merck & Co., Inc.    6,872 
 41   Pfizer, Inc.    1,261 
 13   Roche Holding AG    3,501 
 32   Zoetis, Inc.    983 
         20,801 
     Real Estate - 0.8%     
 109   Host Hotels & Resorts, Inc. REIT    1,995 
           
     Retailing - 4.3%     
 7   AutoZone, Inc. ●    3,461 
 32   Home Depot, Inc.    2,428 
 65   Lowe's Cos., Inc.    3,004 
 33   Nordstrom, Inc.    1,903 
         10,796 
     Semiconductors and Semiconductor Equipment - 5.4%     
 50   Analog Devices, Inc.    2,421 
 182   Intel Corp.    4,470 
 121   Maxim Integrated Products, Inc.    3,647 
 69   Xilinx, Inc.    3,186 
         13,724 
     Software and Services - 2.7%     
 94   Microsoft Corp.    3,567 
 155   Symantec Corp.    3,320 
         6,887 
     Technology Hardware and Equipment - 4.3%     
 300   Cisco Systems, Inc.    6,577 
 177   EMC Corp.    4,286 
         10,863 
     Telecommunication Services - 1.7%     
 92   Verizon Communications, Inc.    4,430 
           
     Utilities - 2.5%     
 39   Edison International    1,869 
 17   NextEra Energy, Inc.    1,605 

 

1
 

 

The Hartford Value Fund

Schedule of Investments ― (continued)

January 31, 2014 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount   Market Value ╪ 

COMMON STOCKS - 98.2% - (continued)

     
     Utilities - 2.5% - (continued)     
 64   Northeast Utilities   $2,815 
         6,289 
     Total common stocks     
     (cost $204,414)   $248,208 
           
     Total long-term investments     
     (cost $204,414)   $248,208 
           
SHORT-TERM INVESTMENTS - 1.8%     
Repurchase Agreements - 1.8%    
     Bank of  Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in
the amount of $592, collateralized by U.S.
Treasury Bill 0.07% - 0.14%, 2014, U.S.
Treasury Bond 2.75% - 11.25%, 2015 -
2043, U.S. Treasury Note 0.25% - 4.25%,
2014 - 2023, value of $604)
     
$592    0.02%, 1/31/2014   $592 
     Bank of America Merrill Lynch TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $195,
collateralized by FHLMC 3.50% - 4.00%,
2042 - 2043, FNMA 2.81% - 4.50%, 2041
- 2042, value of $199)
     
 195    0.02%, 1/31/2014    195 
     Bank of Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in
the amount of $509, collateralized by
FHLB 0.88%, 2017, FHLMC 0.05% -
5.50%, 2014 - 2043, FNMA 2.00% -
3.50%, 2025 - 2028, GNMA 3.50%, 2042
- 2043, U.S. Treasury Note 2.38%, 2014,
value of $519)
     
 509    0.03%, 1/31/2014    509 
     Barclays Capital TriParty Repurchase
Agreement (maturing on 02/03/2014 in
the amount of $539, collateralized by U.S.
Treasury Note 0.25% - 2.38%, 2014 -
2015, value of $550)
     
 539    0.02%, 1/31/2014    539 
     Citigroup Global Markets, Inc. TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $1,183,
collateralized by U.S. Treasury Bill
0.06% - 0.10%, 2014, U.S. Treasury Bond
3.00% - 8.75%, 2017 - 2042, U.S.
Treasury Note 0.25% - 3.75%, 2015 -
2023, value of $1,207)
     
 1,183    0.02%, 1/31/2014    1,183 
     Deutsche Bank Securities TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $157,
collateralized by FHLMC 3.00% - 5.50%,
2019 - 2043, FNMA 3.00% - 6.50%, 2021
- 2043, GNMA 3.00% - 6.00%, 2037 -
2053, value of $160)
     
 157    0.03%, 1/31/2014    157 
     RBS Securities, Inc. TriParty Repurchase
Agreement (maturing on 02/03/2014 in
the amount of $132, collateralized by U.S.
Treasury Note 2.63%, 2014, value of
$134)
     
 132    0.02%, 1/31/2014    132 
     TD Securities TriParty Repurchase
Agreement (maturing on 02/03/2014 in
the amount of $1,124, collateralized by
FFCB 0.14%, 2015, FHLB 0.55%, 2017,
FHLMC 3.00% - 4.38%, 2015 - 2043,
FNMA 2.50% - 4.50%, 2025 - 2043,
value of $1,146)
     
1,124   0.03%, 1/31/2014  1,124 
     UBS Securities, Inc. Repurchase Agreement
(maturing on 02/03/2014 in the amount of
$10, collateralized by U.S. Treasury Note
2.38%, 2015, value of $11)
     
 10   0.01%, 1/31/2014   10 
        4,441 
     Total short-term investments     
     (cost $4,441)  $4,441 
           
     Total investments     
     (cost $208,855) ▲ 100.0 %  $

252,649

 
     Other assets and liabilities

%  (60)
     Total net assets 100.0 %  $252,589 

 

2
 

 

The Hartford Value Fund

Schedule of Investments― (continued)

January 31, 2014 (Unaudited)

(000’s Omitted)

 

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 may 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.

 

At January 31, 2014, the cost of securities for federal income tax purposes was $211,549 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $44,865 
Unrealized Depreciation   (3,765)
Net Unrealized Appreciation  $41,100 

 

Non-income producing.

  

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Other Abbreviations:
ADR American Depositary Receipt
FFCB Federal Farm Credit Bank
FHLB Federal Home Loan Bank
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
GNMA Government National Mortgage Association
REIT Real Estate Investment Trust

 

Diversification by Sector
as of January 31, 2014
Sector  Percentage of
Net Assets
 
Equity Securities     
Consumer Discretionary   12.0%
Consumer Staples   5.0 
Energy   11.5 
Financials   26.6 
Health Care   12.6 
Industrials   9.9 
Information Technology   12.4 
Materials   4.0 
Services   1.7 
Utilities   2.5 
Total   98.2%
Short-Term Investments   1.8 
Other Assets and Liabilities   0.0 
Total   100.0%

 

A sector may be comprised of several industries.  For Fund compliance purposes, the Fund may not use the same classification system and these sector classifications are used for reporting ease.

 

3
 

 

The Hartford Value Fund

Schedule of Investments ― (continued)

January 31, 2014 (Unaudited)

(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary
January 31, 2014

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks ‡  $248,208   $244,707   $3,501   $ 
Short-Term Investments   4,441        4,441     
Total  $252,649   $244,707   $7,942   $ 

 

For the three-month period ended January 31, 2014, there were no transfers between Level 1 and Level 2.  
The Fund has all or primarily all of the equity securities categorized in a particular level.  Refer to the Schedule of Investments for further industry breakout.

 

Note: For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.
 

 

4
 

 

 

The Hartford World Bond Fund

Schedule of Investments

January 31, 2014 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount ╬   Market Value ╪ 

ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 11.0%

     
     Cayman Islands - 0.1%     
     Babson CLO Ltd.     
$2,725    1.34%, 04/20/2025 ■Δ   $2,677 
           
     United Kingdom - 0.2%     
     Granite Master Issuer plc     
 1,790    0.23%, 12/20/2054 ■Δ    1,768 
 1,689    0.24%, 12/17/2054 - 12/20/2054 Δ    1,668 
 494    0.30%, 12/20/2054 Δ    489 
 614    0.34%, 12/17/2054 Δ    608 
     Motor plc     
 315    1.29%, 02/25/2020 ■    315 
         4,848 
     United States - 10.7%     
     Agate Bay Mortgage Trust     
 3,416    3.50%, 07/25/2043 ■Δ    3,298 
     Ally Master Owner Trust     
 1,775    0.68%, 09/17/2018 Δ    1,775 
 1,245    1.54%, 09/15/2019    1,243 
     American Credit Acceptance Receivables     
 1,535    1.14%, 03/12/2018 ■    1,535 
 1,082    1.64%, 11/15/2016 ■    1,083 
 1,915    3.96%, 05/15/2019 ■    1,922 
     American Home Mortgage Assets Trust     
 152    0.28%, 03/25/2047 Δ    118 
 948    0.35%, 10/25/2046 Δ    690 
 529    1.07%, 10/25/2046 Δ    385 
     AmeriCredit Automobile Receivables Trust     
 2,100    0.74%, 11/08/2016    2,102 
 235    1.31%, 11/08/2017    236 
 652    1.57%, 01/08/2019    647 
 465    1.69%, 11/08/2018    465 
 1,780    2.35%, 12/10/2018    1,784 
 170    3.34%, 04/08/2016    173 
     Apidos CLO     
 2,900    1.34%, 04/15/2025 ■Δ    2,849 
     Ares CLO Ltd.     
 4,040    1.74%, 10/12/2023 ■Δ    4,031 
     Banc of America Funding Corp.     
 448    5.77%, 05/25/2037    381 
 577    5.85%, 01/25/2037    467 
     BB-UBS Trust     
 2,350    3.43%, 11/05/2036 ■    2,223 
     Bear Stearns Adjustable Rate Mortgage Trust     
 341    2.25%, 08/25/2035 Δ    346 
     Bear Stearns Alt-A Trust     
 2,275    0.66%, 01/25/2036 Δ    1,413 
     Bear Stearns Alt-A Trust II     
 1,182    2.58%, 09/25/2047 Δ    817 
     Cabela's Master Credit Card Trust     
 1,805    0.81%, 08/16/2021 ■Δ    1,818 
     Cal Funding II Ltd.     
 578    3.47%, 10/25/2027 ■    574 
     Carlyle Global Market Strategies     
 3,390    1.39%, 07/15/2025 ■Δ    3,330 
 875    1.40%, 04/18/2025 ■Δ    863 
     Cent CLO L.P.     
 3,970    1.70%, 01/25/2026 ■    3,956 
     CFCRE Commercial Mortgage Trust     
 1,935    3.83%, 12/15/2047    1,987 
     Chase Issuance Trust     
 4,700    0.59%, 09/15/2020 Δ    4,709 
     Citigroup Commercial Mortgage Trust     
 1,800    3.09%, 04/10/2046 Δ    1,742 
 1,295    4.25%, 09/10/2046 ■    949 
 785    5.11%, 09/10/2046    807 
     Citigroup/Deutsche Bank Commercial Mortgage Trust     
 10    5.89%, 11/15/2044    11 
     CNH Equipment Trust     
 14    1.20%, 05/16/2016    14 
     Commercial Mortgage Loan Trust     
 1,060    4.75%, 11/15/2045 ■    878 
     Commercial Mortgage Pass-Through Certificates     
 2,605    2.85%, 10/15/2045    2,489 
 2,140    4.02%, 07/10/2045    2,216 
 1,935    4.40%, 07/10/2045 ■    1,669 
     Commercial Mortgage Trust     
 1,200    4.40%, 07/10/2045 ■    902 
     Community or Commercial Mortgage Trust     
 2,610    3.21%, 03/10/2046    2,545 
     Connecticut Avenue Securities Series     
 886    2.16%, 10/25/2023 Δ    893 
     Consumer Portfolio Services, Inc.     
 101    2.78%, 06/17/2019 ■    102 
     Countrywide Alternative Loan Trust     
 619    0.48%, 11/25/2035 Δ    492 
 1,171    5.75%, 05/25/2036    980 
 871    6.50%, 08/25/2037    626 
     Countrywide Home Loans, Inc.     
 1,136    2.73%, 09/25/2047 Δ    954 
     CPS Automotive Trust     
 3,977    1.64%, 08/15/2016 ■    3,993 
 1,207    1.94%, 03/16/2020 ■    1,203 
     Credit Acceptance Automotive Loan Trust     
 1,360    1.21%, 10/15/2020 ■    1,362 
 250    3.96%, 09/15/2019 ■    255 
     Credit Suisse Commercial Mortgage Trust     
 3,529    3.50%, 08/01/2043 ■    3,439 
     DBUBS Mortgage Trust     
 3,007    1.72%, 01/01/2021 ■►    107 
     Deutsche Alt-A Securities, Inc. Mortgage     
 680    0.28%, 08/25/2036 Δ    479 
     Downey S & L Assoc Mortgage Loan Trust     
 1,932    1.06%, 03/19/2046 Δ    1,487 
     Dryden Senior Loan Fund     
 3,990   1.59%, 04/18/2026 ■☼ Δ    3,961 

  

1
 

 

The Hartford World Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 11.0% - (continued)

   
     United States - 10.7% - (continued)     
     Enterprise Fleet Financing LLC     
$915    0.93%, 04/20/2018 ■   $914 
 2,010    1.51%, 03/20/2019 ■    2,022 
     Fieldstone Mortgage Investment Corp.     
 135    0.50%, 04/25/2047 Δ    85 
     First Horizon Alternative Mortgage Securities     
 454    2.21%, 04/25/2036 Δ    379 
     First Investors Automotive Owner Trust     
 845    0.90%, 10/15/2018 ■    846 
     Ford Credit Floorplan Master Owner Trust     
 500    1.69%, 09/15/2019 Δ    496 
 100    2.09%, 09/15/2016    101 
     FREMF Mortgage Trust     
 1,725    3.60%, 05/25/2046 ■    1,590 
 2,225    3.63%, 07/25/2046 ■Δ    1,907 
 1,090    3.87%, 05/25/2022 - 05/25/2045 ■Δ    1,036 
 365    4.42%, 12/25/2048 ■Δ    373 
     Fremont Home Loan Trust     
 204    0.31%, 10/25/2036 Δ    102 
     GMAC Mortgage Corp. Loan Trust     
 1,172    3.00%, 04/19/2036 Δ    1,024 
 783    3.12%, 09/19/2035 Δ    745 
     Goldman Sachs Mortgage Securities Corp.     
 3,725    3.38%, 05/10/2045    3,764 
     Goldman Sachs Mortgage Securities Trust     
 2,613    2.77%, 11/10/2045    2,490 
 2,360    2.95%, 11/05/2034 ■    2,240 
 510    4.86%, 11/10/2045 ■Δ    480 
     Greenwich Capital Commercial Funding Corp.     
 400    5.74%, 12/10/2049    447 
 147    5.82%, 07/10/2038 Δ    160 
     GSAA Home Equity Trust     
 321    0.21%, 12/25/2046 Δ    223 
 1,904    0.24%, 02/25/2037 Δ    1,033 
 50    0.26%, 03/25/2037 Δ    25 
 854    0.39%, 04/25/2047 Δ    494 
 2,276    0.48%, 04/25/2047 Δ    1,329 
     GSAMP Trust     
 3,035    0.26%, 12/25/2046 Δ    1,641 
 1,562    0.36%, 11/25/2036 Δ    850 
     GSR Mortgage Loan Trust     
 1,985    2.63%, 01/25/2036 Δ    1,788 
 361    2.85%, 05/25/2047 Δ    301 
     Harborview Mortgage Loan Trust     
 1,094    0.35%, 01/19/2038 Δ    915 
 709    0.38%, 05/19/2047 Δ    314 
 3,886    0.40%, 12/19/2036 Δ    2,546 
 281    0.49%, 09/19/2035 Δ    216 
     Hilton USA Trust     
 2,130    2.66%, 11/05/2030 ■    2,143 
 980    2.92%, 11/05/2030 ■    983 
     HLSS Servicer Advance Receivables     
 2,286    1.50%, 01/16/2046 ■    2,283 
 3,230    1.98%, 11/15/2046 ■    3,212 
 2,300    1.99%, 10/15/2045 ■    2,319 
 1,620    2.22%, 01/15/2047 ■    1,622 
 2,000    2.39%, 05/15/2046 ■    1,965 
 265    3.47%, 01/15/2048 ■    266 
 3,726    3.96%, 10/15/2045 ■    3,808 
     IMPAC Commercial Mortgage Backed Trust     
 1,046    0.96%, 10/25/2034 Δ    1,007 
     IndyMac Index Mortgage Loan Trust     
 918    0.44%, 07/25/2035 Δ    780 
 1,649    0.56%, 07/25/2046 Δ    872 
 626    2.44%, 08/25/2035 Δ    486 
 1,627    2.61%, 12/25/2036 Δ    1,414 
 384    2.71%, 09/25/2036 Δ    311 
     ING Investment Management CLO Ltd.     
 3,290    1.69%, 01/18/2026 ■Δ    3,272 
     JP Morgan Chase Commercial Mortgage Securities Corp.     
 1,285    1.66%, 02/12/2051 Δ    1,228 
 2,124    2.75%, 10/15/2045 ■    1,411 
 850    2.83%, 10/15/2045    814 
 2,225    3.91%, 05/05/2030 ■Δ    2,228 
 2,825    4.17%, 08/15/2046    3,004 
 1,690    4.67%, 10/15/2045 ■Δ    1,588 
     JP Morgan Mortgage Trust     
 1,366    2.73%, 05/25/2036 Δ    1,257 
 350    6.00%, 01/25/2037    299 
     LB-UBS Commercial Mortgage Trust     
 257    5.43%, 02/15/2040    284 
     Luminent Mortgage Trust     
 2,554    0.36%, 02/25/2046 Δ    1,856 
     M&T Bank Automotive Receivables Trust     
 1,170    1.57%, 01/15/2017 ■    1,189 
     Merrill Lynch Mortgage Investors Trust     
 864    2.77%, 07/25/2035 Δ    742 
     Merrill Lynch Mortgage Trust     
 100    5.68%, 05/12/2039 Δ    108 
     Merrill Lynch/Countrywide Commercial Mortgage Trust     
 105    5.89%, 06/12/2046 Δ    114 
     Morgan Stanley ABS Capital I     
 840    0.39%, 10/25/2036 Δ    458 
     Morgan Stanley Capital I     
 2,990    3.24%, 03/15/2045    2,972 
 40    5.16%, 10/12/2052 Δ    43 
 100    5.25%, 09/15/2047 ■Δ    111 
 50    5.65%, 06/11/2042 Δ    56 
 625    6.28%, 01/11/2043 Δ    724 
     Morgan Stanley Mortgage Loan Trust     
 4,174    0.33%, 05/25/2036 - 11/25/2036 Δ    1,955 
     Morgan Stanley Re-Remic Trust     
 1,100    5.80%, 08/15/2045 ■Δ    1,208 
     Nationstar Agency Advance Funding Trust     
 1,000    1.89%, 02/18/2048 ■    974 
 250    3.23%, 02/18/2048 ■Δ    252 

  

2
 

 

The Hartford World Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 11.0% - (continued)

     
     United States - 10.7% - (continued)     
     OBP Depositor LLC Trust     
$2,100    4.65%, 07/15/2045 ■   $2,307 
     Octagon Investment Partners     
 3,450    1.39%, 07/17/2025 ■Δ    3,390 
     OHA Intrepid Leveraged Loan Fund Ltd.     
 3,376    1.16%, 04/20/2021 ■Δ    3,368 
     OZLM Funding Ltd     
 3,880    1.74%, 01/17/2026 ■Δ    3,878 
     Prestige Automotive Receivables Trust     
 2,215    1.09%, 02/15/2018 ■    2,221 
 35    1.23%, 12/15/2015 ■    35 
 100    1.33%, 05/15/2019 ■    100 
     Race Point CLO Ltd.     
 2,040    1.51%, 02/20/2025 ■Δ    2,021 
     Residential Accredit Loans, Inc.     
 424    1.42%, 11/25/2037 Δ    258 
     RFMSI Trust     
 1,006    3.15%, 04/25/2037 Δ    874 
 297    6.00%, 04/25/2037    265 
     Sheridan Square CLO     
 2,435    1.41%, 04/15/2025 ■Δ    2,399 
     SMA Issuer LLC     
 168    3.50%, 08/20/2025 ■    168 
     SNAAC Automotive Receivables Trust     
 945    1.14%, 07/16/2018 ■    945 
     Soundview Home Equity Loan Trust, Inc.     
 1,750    0.34%, 07/25/2037 Δ    1,040 
 307    0.44%, 06/25/2037 Δ    169 
     Springleaf Mortgage Loan Trust     
 643    1.57%, 12/25/2059 ■    641 
 2,878    1.78%, 12/25/2065 ■    2,870 
 1,968    2.22%, 10/25/2057 ■    2,004 
 510    2.66%, 12/25/2059 ■    505 
 1,725    3.14%, 06/25/2058 ■    1,679 
 920    3.52%, 12/25/2065 ■    905 
 2,770    3.79%, 09/25/2057 ■    2,770 
     Structured Adjustable Rate Mortgage Loan Trust     
 1,232    0.46%, 09/25/2034 Δ    1,086 
     Structured Asset Mortgage Investments, Inc.     
 237    0.38%, 05/25/2046 Δ    134 
 711    0.39%, 02/25/2036 Δ    562 
     TAL Advantage LLC     
 1,176    2.83%, 02/22/2038 ■    1,145 
     UBS-Barclays Commercial Mortgage Trust     
 3,850    3.18%, 03/10/2046 Δ    3,747 
 3,461    3.24%, 04/10/2046    3,377 
 1,805    4.09%, 03/10/2046 ■Δ    1,399 
 685    4.23%, 03/10/2046 ■    590 
     VNO Mortgage Trust     
 2,350    3.00%, 11/15/2030 ■    2,248 
     Wells Fargo Commercial Mortgage Trust     
 3,900    2.92%, 10/15/2045    3,763 
     Wells Fargo Mortgage Backed Securities Trust     
 959    2.63%, 12/28/2037 Δ    875 
 108    5.16%, 10/25/2035 Δ    108 
     WF-RBS Commercial Mortgage Trust     
 285    4.28%, 03/01/2048 Δ    277 
830    4.90%, 06/15/2044 ■   916 
 515    5.00%, 06/15/2044 ■    441 
         221,749 
     Total asset & commercial mortgage backed securities     
     (cost $228,991)   $229,274 
           

CORPORATE BONDS - 9.2%

     
     Canada - 0.1%     
     Harvest Operations Corp.     
$41   6.88%, 10/01/2017   $45 
     Kinder Morgan Finance Co.     
 290   5.70%, 01/05/2016    309 
     Novelis, Inc.     
 475   8.75%, 12/15/2020    527 
     Quebecor Media, Inc.     
 98   7.75%, 03/15/2016    99 
     Telesat LLC     
 1,300   6.00%, 05/15/2017 ■    1,349 
     Videotron Ltee     
 18   9.13%, 04/15/2018    19 
         2,348 
     France - 0.2%     
     BPCE S.A.     
EUR   1,250   9.00%, 03/17/2015 ♠Δ    1,785 
     Credit Agricole S.A.     
 350   7.88%, 01/23/2024 ■♠    355 
     Societe Generale     
 1,545   7.88%, 12/18/2023 ■♠    1,568 
         3,708 
     Germany - 0.2%     
     Deutsche Bank AG     
 1,255   4.30%, 05/24/2028    1,148 
     Unitymedia Hessen GmbH & Co.     
EUR 2,000   9.63%, 12/01/2019 §    2,961 
         4,109 
     Ireland - 0.2%     
     Ardagh Glass Finance     
EUR 375   7.13%, 06/15/2017 §    518 
     Ardagh Packaging Finance plc     
EUR 850   9.25%, 10/15/2020 §    1,249 
     Baggot Securities, Ltd.     
EUR 100   10.24%, 12/29/2049 ■    144 
     Nara Cable Funding Ltd.     
 525   8.88%, 12/01/2018 ■    564 
EUR 700   8.88%, 12/01/2018 §    1,023 
         3,498 
     Italy - 0.1%     
     Intesa Sanpaolo     
EUR 850   9.50%, 10/29/2049 §    1,250 
           
     Japan - 0.1%     
     Softbank Corp.     
 1,230   4.50%, 04/15/2020 ■    1,210 

 

3
 

 

The Hartford World Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

CORPORATE BONDS - 9.2% - (continued)

     
     Luxembourg - 0.3%     
     Aguila 3 S.A.     
$1,455   7.88%, 01/31/2018 ■   $1,544 
     Altice Financing S.A.     
 355   8.13%, 01/15/2024 ■    371 
 610   9.88%, 12/15/2020 ■    683 
     Ontex IV S.A.     
EUR 625     7.50%, 03/17/2015 §    873 
EUR   245     7.50%, 04/15/2018 ■    342 
     Trionista Holdco GmbH     
EUR 330     5.00%, 04/30/2020 ■    454 
     Wind Acquisition Finance S.A.     
EUR 1,250     7.38%, 02/15/2018 ■    1,775 
         6,042 
     Mexico - 0.0%     
     Cemex S.A.B. de C.V.     
 185   3.75%, 03/15/2018 ۞    261 
           
     Netherlands - 0.3%     
     AerCap Aviation Solutions B.V.     
 200   6.38%, 05/30/2017    218 
     EDP Finance B.V.     
 465   5.25%, 01/14/2021 ■    474 
     ING Groep N.V.     
EUR 1,645     8.00%, 04/29/2049 §    2,297 
     NXP B.V./NXP Funding LLC     
 440   3.75%, 06/01/2018 ■    440 
     Sensata Technologies B.V.     
 550   6.50%, 05/15/2019 ■    591 
 300   6.50%, 05/15/2019 §    323 
     UPC Holding B.V.     
EUR 2,075     8.38%, 08/15/2020 §    3,069 
         7,412 
     Portugal - 0.0%     
     Banco Espirito Santo S.A.     
EUR 300     7.13%, 11/28/2023 §    405 
           
     Spain - 0.1%     
     NH Hoteles S.A.     
EUR 515     6.88%, 11/15/2019 ■    736 
     Santander Finance Preferred     
GBP 700     11.30%, 07/29/2049    1,190 
         1,926 
     Switzerland - 0.1%     
     Credit Suisse Group AG     
 630   7.50%, 12/11/2023 ■♠    663 
     Swiss Re Capital I L.P.     
 690   6.85%, 05/25/2016 §♠    738 
         1,401 
     United Kingdom - 1.2%     
     Bank of Scotland Capital Funding L.P.     
GBP 850     6.06%, 05/31/2015 §♠    1,436 
     Barclays Bank plc     
 2,180   0.49%, 04/04/2014 ♠Δ    1,417 
 2,320   8.25%, 12/15/2018 ۞♠    2,390 
GBP 550     14.00%, 06/15/2019 ♠    1,207 
     HSBC Holdings plc     
EUR 825     0.59%, 09/30/2020 Δ    1,090 
 2,620   0.62%, 09/30/2049 Δ    1,755 
     Ineos Group Holdings plc     
EUR 1,090     6.50%, 08/15/2018 ■   1,511 
EUR 758     7.88%, 02/15/2016 §    1,023 
     Intelsat Luxembourg S.A.     
 215   6.75%, 06/01/2018 ■    229 
 1,940   7.75%, 06/01/2021 ■    2,081 
     Lloyds Banking Group plc     
 2,860   0.49%, 08/29/2014 ♠Δ    1,888 
     National Westminster Bank plc     
 1,270   0.62%, 07/11/2014 ♠Δ    800 
EUR 725     2.43%, 10/29/2049 Δ    886 
     Royal Bank of Scotland Group plc     
 5,070   6.00%, 12/19/2023    5,108 
 2,075   9.50%, 03/16/2022 §    2,427 
     Tullow Oil plc     
 545   6.00%, 11/01/2020 ■    557 
         25,805 
     United States - 6.3%     
     99 Cents Only Stores     
 425   11.00%, 12/15/2019    480 
     AbbVie, Inc.     
 690   1.75%, 11/06/2017    693 
     AES (The) Corp.     
 152   7.75%, 10/15/2015    166 
 50   8.00%, 10/15/2017    58 
     AK Steel Corp.     
 470   7.63%, 05/15/2020    464 
 440   8.38%, 04/01/2022    436 
     Alcatel-Lucent USA Inc.     
 3,525   4.63%, 07/01/2017 ■    3,516 
 610   6.75%, 11/15/2020 ■    625 
     Alere, Inc.     
 1,095   6.50%, 06/15/2020    1,125 
     Ally Financial, Inc.     
 550   4.63%, 06/26/2015    570 
 185   6.75%, 12/01/2014    192 
 35   8.00%, 03/15/2020    42 
     AMC Entertainment, Inc.     
 686   8.75%, 06/01/2019    731 
 734   9.75%, 12/01/2020    842 
     American Builders & Contractors Supply Co., Inc.     
 220   5.63%, 04/15/2021 ■    222 
     American International Group, Inc.     
GBP 2,100    5.75%, 03/15/2067    3,435 
     American Rock Salt Co. LLC     
 10   8.25%, 05/01/2018 ■    10 
     Antero Resources Corp.     
 380   5.38%, 11/01/2021 ■    383 
     Antero Resources Finance Corp.     
 6   7.25%, 08/01/2019    6 
     ARAMARK Corp.     
 1,505   5.75%, 03/15/2020 ■    1,561 
     Associated Materials LLC     
 245   9.13%, 11/01/2017    258 
     Bank of America Corp.     
EUR 1,800     1.01%, 05/23/2017 Δ    2,364 

 

4
 

 

The Hartford World Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

CORPORATE BONDS - 9.2% - (continued)

   
     United States - 6.3% - (continued)     
     Bankrate, Inc.     
$1,675   6.13%, 08/15/2018 ■   $1,755 
     BE Aerospace, Inc.     
 275   6.88%, 10/01/2020    300 
     Biomet, Inc.     
 1,210   6.50%, 08/01/2020 - 10/01/2020    1,288 
     Blueline Rental Finance     
 335   7.00%, 02/01/2019 ■    346 
     BOE Intermediate Holdings Corp.     
 737   9.00%, 11/01/2017 ■Þ    787 
     Building Materials Corp.     
 430   6.88%, 08/15/2018 ■    454 
     Case Corp.     
 95   7.25%, 01/15/2016    104 
     CCO Holdings LLC     
 195   7.25%, 10/30/2017    207 
 1,300   7.38%, 06/01/2020    1,414 
 425   8.13%, 04/30/2020    462 
     CDW Escrow Corp.     
 3,705   8.50%, 04/01/2019    4,066 
     Chesapeake Energy Corp.     
 60   9.50%, 02/15/2015    65 
     Cinemark USA, Inc.     
 2,665   4.88%, 06/01/2023    2,518 
     CIT Group, Inc.     
 30   5.00%, 05/15/2017    32 
 30   5.25%, 04/01/2014 ■    30 
 65   5.25%, 03/15/2018    69 
     Clean Harbors, Inc.     
 640   5.13%, 06/01/2021    640 
     CNH Capital LLC     
 3,205   3.63%, 04/15/2018    3,241 
 205   3.88%, 11/01/2015    211 
 230   6.25%, 11/01/2016    253 
     Cobalt International Energy, Inc.     
 565   2.63%, 12/01/2019 ۞    503 
     Community Choice Financial, Inc.     
 225   10.75%, 05/01/2019    188 
     Community Health Systems, Inc.     
 610   5.13%, 08/15/2018    644 
 1,300   6.88%, 02/01/2022 ■    1,333 
 1,930   7.13%, 07/15/2020    2,056 
     Constellation Brands, Inc.     
 195   4.25%, 05/01/2023    184 
     Credit Acceptance Corp.     
 905   9.13%, 02/01/2017    949 
     Cubist Pharmaceuticals     
 169   1.13%, 09/01/2018 ۞■    199 
 235   1.88%, 09/01/2020 ۞■    278 
     DaVita, Inc.     
 1,120   5.75%, 08/15/2022    1,147 
     Deluxe Corp.     
 395   7.00%, 03/15/2019    423 
     Deutsche Postbank IV     
EUR 200     5.98%, 06/29/2049 §Δ    284 
     DISH DBS Corp.     
 785   6.75%, 06/01/2021    838 
     Easton-Bell Sports, Inc.     
 1,375   9.75%, 12/01/2016    1,432 
     Emdeon, Inc.     
25   11.00%, 12/31/2019   29 
     Endeavour International Corp.     
 1,330   12.00%, 03/01/2018    1,373 
     EPE Holding/EP Energy Bond     
 762   8.88%, 12/15/2017 ■Þ    789 
     Equinix, Inc.     
 70   4.88%, 04/01/2020    70 
     Everest Acquisition LLC     
 80   9.38%, 05/01/2020    92 
     Exelixis, Inc.     
 195   4.25%, 08/15/2019 ۞    269 
     Ferrellgas Partners L.P.     
 6   6.50%, 05/01/2021    6 
     Ferro Corp.     
 335   7.88%, 08/15/2018    355 
     Fresenius Medical Care U.S. Finance II, Inc.     
 435   5.63%, 07/31/2019 ■    462 
 610   5.88%, 01/31/2022 ■    648 
 60   9.00%, 07/15/2015 ■    66 
     General Motors Financial Co., Inc.     
 245   2.75%, 05/15/2016 ■    248 
     Gray Television, Inc.     
 1,360   7.50%, 10/01/2020    1,452 
     GRD Holding III Corp.     
 390   10.75%, 06/01/2019 ■    431 
     Greektown Superholdings, Inc.     
 425   13.00%, 07/01/2015    438 
     HCA, Inc.     
 286   5.88%, 05/01/2023    291 
 120   6.38%, 01/15/2015    125 
 220   7.50%, 11/15/2095    190 
     Hertz Corp.     
 946   7.38%, 01/15/2021 ■    1,029 
 430   7.50%, 10/15/2018    460 
     Hexion U.S. Finance Corp.     
 55   6.63%, 04/15/2020    57 
     Hologic, Inc.     
 2,250   6.25%, 08/01/2020    2,348 
     International Lease Finance Corp.     
 215   5.65%, 06/01/2014    218 
 75   6.50%, 09/01/2014 ■    77 
 190   8.63%, 09/15/2015    210 
     Iron Mountain, Inc.     
 30   7.75%, 10/01/2019    33 
 610   8.38%, 08/15/2021    653 
     Isle of Capri Casinos, Inc.     
 850   7.75%, 03/15/2019    927 
 255   8.88%, 06/15/2020    276 
     J.M. Huber Corp.     
 10   9.88%, 11/01/2019 ■    12 
     K Hovnanian Enterprises, Inc.     
 80   7.00%, 01/15/2019 ■    81 
 176   9.13%, 11/15/2020 ■    196 
     KB Home     
 75   7.50%, 09/15/2022    80 
 175   8.00%, 03/15/2020    195 
     KB Home & Broad Home Corp.     
 216   6.25%, 06/15/2015    227 

 

5
 

  

The Hartford World Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
CORPORATE BONDS - 9.2% - (continued) 
     United States - 6.3% - (continued)     
     Ladder Capital Finance Holdings LLC     
$90   7.38%, 10/01/2017   $95 
     Lawson Software, Inc.     
 380   9.38%, 04/01/2019    428 
     Lennar Corp.     
 90   5.60%, 05/31/2015    95 
     Level 3 Communications, Inc.     
 500   11.88%, 02/01/2019    575 
     Level 3 Financing, Inc.     
 700   8.63%, 07/15/2020    782 
     Lin Television Corp     
 2,000   6.38%, 01/15/2021    2,090 
     M/I Homes, Inc.     
 147   3.00%, 03/01/2018 ۞    161 
     Masco Corp.     
 140   4.80%, 06/15/2015    145 
     Mediacom LLC     
 315   9.13%, 08/15/2019    339 
     MetroPCS Wireless, Inc.     
 110   7.88%, 09/01/2018    117 
     Michaels Stores, Inc.     
 945   7.75%, 11/01/2018    1,009 
     Nationstar Mortgage LLC     
 1,625   6.50%, 08/01/2018    1,641 
 456   7.88%, 10/01/2020    465 
     NBC Universal Enterprise     
 680   5.25%, 12/19/2049 ■    683 
     NII Capital Corp.     
 260   7.63%, 04/01/2021    110 
 70   8.88%, 12/15/2019    33 
     Nortek, Inc.     
 650   8.50%, 04/15/2021    718 
     Northwoods Capital     
 3,570   1.70%, 11/04/2025 ■Δ    3,552 
     Nuveen Investments, Inc.     
 1,400   9.13%, 10/15/2017 ■    1,435 
     ON Semiconductor Corp.     
 620   2.63%, 12/15/2026 ۞    698 
     Owens-Brockway Glass Container, Inc.     
 85   7.38%, 05/15/2016    95 
     Party City Holdings, Inc.     
 290   8.88%, 08/01/2020    323 
     Pinnacle Merger Sub, Inc.     
 785   9.50%, 10/01/2023 ■    848 
     Ply Gem Industries, Inc.     
 840   6.50%, 02/01/2022 ■    827 
 1,410   8.25%, 02/15/2018    1,498 
     Provident Funding Associates L.P.     
 295   6.75%, 06/15/2021 ■    291 
     Pulte Homes, Inc.     
 45   6.38%, 05/15/2033    42 
     Range Resources Corp.     
 15   6.75%, 08/01/2020    16 
     Realogy Corp.     
 75   7.63%, 01/15/2020 ■    84 
     Rosetta Resources, Inc.     
 85   9.50%, 04/15/2018    90 
     Royal Caribbean Cruises Ltd.     
630   5.25%, 11/15/2022   638 
     Salix Pharmaceuticals Ltd.     
 1,960   6.00%, 01/15/2021 ■    2,043 
     Savient Pharmaceuticals, Inc.     
 205   4.75%, 02/01/2018 ۞Ψ    2 
     SBA Telecommunications, Inc.     
 170   8.25%, 08/15/2019    182 
     Service Corp. International     
 1,745   5.38%, 01/15/2022 ■    1,765 
 775   7.00%, 05/15/2019    825 
     Servicemaster Co.     
 1,310   7.00%, 08/15/2020    1,326 
     Sinclair Television Group, Inc.     
 400   8.38%, 10/15/2018    432 
     SLM Corp.     
 6,870   5.50%, 01/15/2019    7,025 
 840   6.25%, 01/25/2016    903 
     Softbrands, Inc.     
 475   11.50%, 07/15/2018    549 
     Sovereign Capital Trust IV     
 125   7.91%, 06/13/2036    125 
     Spectrum Brands Holdings, Inc.     
 950   6.38%, 11/15/2020 ■    1,009 
 940   6.63%, 11/15/2022 ■    1,000 
     Speedway Motorsports, Inc.     
 1,375   6.75%, 02/01/2019    1,458 
     Sprint Corp.     
 865   7.13%, 06/15/2024 ■    869 
 6,050   7.25%, 09/15/2021 ■    6,519 
     Sprint Nextel Corp.     
 75   9.00%, 11/15/2018 ■    91 
     Syniverse Holdings, Inc.     
 2,640   9.13%, 01/15/2019    2,881 
     Tempur-Pedic International, Inc.     
 395   6.88%, 12/15/2020    432 
     Tenet Healthcare Corp.     
 465   9.25%, 02/01/2015    500 
     Texas Competitive Electric Co.     
 925   11.50%, 10/01/2020 ■    682 
     T-Mobile USA, Inc.     
 575   5.25%, 09/01/2018 ■    607 
 785   6.46%, 04/28/2019    826 
     TMX Finance LLC     
 1,530   8.50%, 09/15/2018 ■    1,637 
     TransDigm Group, Inc.     
 50   7.75%, 12/15/2018    54 
     United States Steel Corp.     
 336   7.38%, 04/01/2020    363 
     Valassis Communications, Inc.     
 1,825   6.63%, 02/01/2021    1,852 
     Verizon Communications, Inc.     
 6,395   5.15%, 09/15/2023    6,952 
 5,450   6.55%, 09/15/2043    6,542 
     Warner Chilcott plc     
 745   7.75%, 09/15/2018    802 
     Weekley Homes LLC     
 50   6.00%, 02/01/2023 ■    49 

 

6
 

 

The Hartford World Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
CORPORATE BONDS - 9.2% - (continued) 
     United States - 6.3% - (continued)     
     Wellcare Health Plans, Inc.     
$395   5.75%, 11/15/2020  $409 
         131,926 
     Total corporate bonds     
     (cost $185,002)  $191,301 
           
FOREIGN GOVERNMENT OBLIGATIONS - 59.2%     
     Australia - 6.4%     
     Australia (Commonwealth of)     
AUD5,735   4.50%, 04/15/2020  $5,293 
AUD25,000   4.75%, 10/21/2015 - 06/15/2016   22,809 
AUD43,815   5.25%, 03/15/2019   41,817 
AUD46,860   5.50%, 01/21/2018 - 04/21/2023   45,731 
AUD6,020   6.00%, 02/15/2017   5,749 
AUD12,000   6.25%, 04/15/2015   10,980 
         132,379 
     Belgium - 6.0%     
     Belgium (Kingdom of)     
EUR40,000   1.25%, 06/22/2018 §   54,839 
EUR21,940   2.25%, 06/22/2023 §   29,821 
EUR15,000   2.75%, 03/28/2016 ■   21,297 
EUR11,275   4.25%, 09/28/2021 ■   17,945 
         123,902 
     Brazil - 0.0%     
     Brazil (Republic of)     
BRL2,555   10.00%, 01/01/2017   986 
           
     Canada - 1.5%     
     Canada (Government of)     
CAD34,600   1.75%, 03/01/2019   31,186 
           
     Denmark - 7.4%     
     Denmark (Kingdom of)     
DKK113,610   1.50%, 11/15/2023   20,194 
DKK91,035   2.50%, 11/15/2016   17,498 
DKK80,000   3.00%, 11/15/2021   16,265 
DKK440,370   4.00%, 11/15/2015 - 11/15/2019   88,669 
DKK41,355   7.00%, 11/10/2024   11,422 
         154,048 
     Finland - 6.5%     
     Finland (Republic of)     
EUR42,710   1.13%, 09/15/2018 ■   58,572 
EUR25,990   1.50%, 04/15/2023 §   34,247 
EUR18,000   1.75%, 04/15/2016 ■   25,122 
EUR11,405   3.88%, 09/15/2017 ■   17,246 
         135,187 
     France - 0.5%     
     France (Government of)     
EUR7,245   2.25%, 05/25/2024   9,783 
           
     Germany - 6.1%     
     Bundesobligation     
EUR23,070   0.25%, 04/13/2018   30,857 
EUR10,000   0.75%, 02/24/2017   13,715 
EUR15,000   1.75%, 10/09/2015   20,802 
     Bundesrepublik Deutschland     
EUR6,770   1.50%, 09/04/2022   9,209 
EUR18,200   2.00%, 01/04/2022 - 08/15/2023   25,616 
EUR8,750   3.75%, 01/04/2019   13,620 
     Bundesschatzanweisungen     
EUR10,005     0.19%, 12/11/2015 ○   13,476 
         127,295 
     Italy - 2.7%     
     Italy (Republic of)     
EUR7,020     3.00%, 11/01/2015    9,804 
EUR32,905     4.50%, 07/15/2015 - 03/01/2019    47,281 
         57,085 
     Mexico - 3.1%     
     Mexican Bonos     
MXN690,068     10.00%, 12/05/2024    64,739 
           
     Netherlands - 7.4%     
     Netherlands (Government of)     
EUR35,300     0.75%, 04/15/2015    47,959 
EUR  25,075     1.25%, 01/15/2018 ■    34,680 
EUR  18,255     1.75%, 07/15/2023 ■    24,352 
EUR  10,525     3.25%, 07/15/2021 ■    15,977 
EUR  19,900     4.50%, 07/15/2017 ■    30,526 
         153,494 
     Poland - 2.9%     
     Poland (Republic of)     
PLN  198,635     4.00%, 10/25/2023    59,553 
           
     Spain - 0.6%     
     Spain (Government of)     
EUR  8,905     2.75%, 04/30/2019    12,246 
           
     Sweden - 8.1%     
     Sweden (Kingdom of)     
SEK  182,820     1.50%, 11/13/2023    26,190 
SEK  114,900     3.00%, 07/12/2016    18,392 
SEK  204,645     3.50%, 06/01/2022    34,650 
SEK  149,930     3.75%, 08/12/2017    24,868 
SEK  220,945     4.25%, 03/12/2019    38,199 
SEK  165,035     4.50%, 08/12/2015    26,623 
         168,922 
     Venezuela - 0.0%     
     Venezuela (Republic of)     
 575   8.50%, 10/08/2014    563 
           
     Total foreign government obligations     
     (cost $1,229,969)   $1,231,368 
           

SENIOR FLOATING RATE INTERESTS ♦ - 2.3%

     
     Australia - 0.0%     
     Fortescue Metals Group Ltd.     
$281   4.25%, 06/28/2019   $284 
           
     Denmark - 0.1%     
     ISS A/S     
 1,174   3.75%, 04/30/2018    1,176 
           
     France - 0.1%     
     Spotless Group     
 1,551   5.00%, 10/02/2018    1,571 

 

7
 

 

The Hartford World Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
SENIOR FLOATING RATE INTERESTS ♦ - 2.3% - (continued) 
     Germany - 0.0%     
     CeramTec     
EUR 103   4.75%, 08/28/2020   $140 
     Faenza Acquisition Gmbh     
EUR 337   4.75%, 08/28/2020    459 
         599 
     Ireland - 0.1%     
     Ardagh Holdings USA, Inc.     
 1,285   12/17/2019 ◊☼    1,288 
 655   4.25%, 12/17/2019    657 
         1,945 
     United States - 2.0%     
     99 Cents Only Stores     
 1,776   4.50%, 01/11/2019    1,790 
     AMC Entertainment, Inc.     
 873   3.50%, 04/30/2020    875 
     American Builders & Contractors Supply Co.     
 1,302   3.50%, 04/16/2020    1,306 
     Apex Tool Group LLC     
 258   4.50%, 01/31/2020    259 
     Arch Coal, Inc.     
 1,041   6.25%, 05/16/2018    1,030 
     Asurion LLC     
 612   3.50%, 07/08/2020    605 
 1,140   4.50%, 05/24/2019    1,140 
     Calpine Corp.     
 1,036   4.00%, 10/09/2019 - 10/31/2020    1,044 
     Chrysler Group LLC     
 98   3.50%, 05/24/2017    98 
     Community Health Systems, Inc.     
 570   01/27/2021 ◊☼    576 
     Crosby Worldwide, Ltd.     
 680   4.00%, 11/23/2020    683 
     Darling International, Inc.     
EUR 1,875   01/06/2021◊☼    2,541 
     First Data Corp.     
 2,685   4.16%, 09/24/2018    2,683 
     First Data Corp., Extended 1st Lien Term Loan     
 290   4.16%, 03/23/2018    290 
     Fly Leasing Ltd.     
 1,301   4.50%, 08/09/2019    1,316 
     Freescale Semiconductor, Inc.     
 2,597   5.00%, 02/28/2020 - 01/15/2021    2,623 
     Gardner Denver     
EUR 1,342   4.75%, 07/30/2020    1,815 
     Hilton Worldwide Holdings, Inc.     
 1,492   3.75%, 10/26/2020    1,501 
     Houghton International, Inc.     
 193   4.00%, 12/20/2019    194 
     Leap Wireless International, Inc.     
 990   4.75%, 03/08/2020    991 
     Light Tower Fiber LLC     
 1,099   4.50%, 04/13/2020    1,102 
     MGM Resorts International     
 525   3.50%, 12/20/2019    525 
     MISYS plc     
 519   5.00%, 12/12/2018    523 
     Neiman Marcus Group, Inc.     
1,252   5.00%, 10/25/2020   1,266 
     Nuveen Investments, Inc.     
 1,736   4.17%, 05/13/2017    1,731 
     Party City Holdings, Inc.     
 1,646   4.25%, 07/27/2019    1,655 
     Ply Gem Industries, Inc.     
 955   01/17/2021 ◊☼    957 
     Realogy Corp., Extended 1st Lien Term Loan B     
 211   4.50%, 03/05/2020    213 
     Rexnord LLC     
 2,753   4.00%, 08/21/2020    2,765 
     ServiceMaster (The) Co.     
 2,943   4.42%, 01/31/2017    2,939 
     Sprouts Farmers Markets Holdings LLC     
 699   4.00%, 04/23/2020    702 
     Star West Generation LLC     
 774   4.25%, 03/13/2020    779 
     Syniverse Holdings, Inc.     
 1,958   4.00%, 04/23/2019    1,966 
     Tribune Co.     
 1,430   4.00%, 12/27/2020    1,426 
         41,909 
     Total senior floating rate interests     
     (cost $47,057)   $47,484 
           
U.S. GOVERNMENT AGENCIES - 0.1%     
     United States - 0.1%     
     FHLMC     
$1,462   1.05%, 08/25/2016 ►   $44 
 10,140   6.33%, 12/25/2039 ►    1,380 
 3,691   6.64%, 08/25/2041 ►    450 
         1,874 
     Total U.S. government agencies     
      (cost $1,864)   $1,874 
           
U.S. GOVERNMENT SECURITIES - 8.6%     
     United States - 8.6%     
     U.S. Treasury Bonds     
$230    3.63%, 08/15/2043   $230 
           
     U.S. Treasury Notes     
 72,275    0.25%, 01/15/2015 - 05/15/2015 ╦    72,343 
 21,235    0.38%, 07/15/2023 ◄    21,152 
 12,420    0.63%, 04/30/2018    12,102 
 44,115    0.75%, 12/31/2017 - 03/31/2018 ╦    43,474 
 10,340    1.25%, 01/31/2019 ‡    10,211 
 10,405    1.63%, 08/15/2022 ╦    9,699 
 1,600    1.75%, 05/15/2023    1,485 
 7,360    2.00%, 02/15/2022 - 02/15/2023 ╦    7,054 
         177,520 
     Total U.S. government securities     
     (cost $179,086)   $177,750 

 

8
 

 

The Hartford World Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

CALL OPTIONS PURCHASED - 0.0%

     
     Foreign Exchange Contracts - 0.0%     
     JPY Call/KRW Put     
JPY 53,276   Expiration: 04/24/2014Є   $100 
     USD Call/KRW Put     
 12,045   Expiration: 05/19/2014      53 
     USD Call/SGD Put     
 17,893   Expiration: 07/17/2014      227 
 480   Expiration: 05/16/2014      56 
         436 
     Total call options purchased     
     (cost $952)   $436 

 

Contracts╬       

PUT OPTIONS PURCHASED - 0.1%

     
     Foreign Exchange Contracts - 0.1%     
     EUR Put/USD Call     
EUR 1,722   Expiration: 05/02/2014 и   $109 
     NZD Put/USD Call     
NZD   1,234   Expiration: 04/22/2014 Ҹ    102 
     USD Put/JPY Call     
 1,514   Expiration: 03/06/2014 æ    490 
     Interest Rate Contracts - 0.0%     
     CMS Spread Option CMS10/CMS5     
 65,498   Expiration: 09/16/2014, Exercise Rate: 0.99%    74 
 93,630   Expiration: 08/07/2014, Exercise Rate: 1.03%    93 
     Interest Rate Swaption JPY     
JPY   1,645,000   Expiration: 05/14/2019, Exercise Rate: 0.45%    15 
JPY   1,596,120   Expiration: 05/12/2014, Exercise Rate: 0.46%    14 
JPY   1,047,695   Expiration: 05/14/2014, Exercise Rate: 0.95%    47 
         944 
     Total put options purchased     
     (cost $1,053)   $944 
           
Shares or Principal Amount ╬   

PREFERRED STOCKS - 0.1%

     
     United States - 0.1%     
    Citigroup Capital XIII   $11 
 61   GMAC Capital Trust I ۞    1,670 
 7   Intelsat S.A. ۞    366 
         2,047 
     Total preferred stocks     
     (cost $1,968)   $2,047 
           
     Total long-term investments     
     (cost $1,875,942)   $1,882,478 

 

SHORT-TERM INVESTMENTS - 5.4% 
     Repurchase Agreements - 5.4%     
     Bank of  Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in
the amount of $15,053, collateralized by
U.S. Treasury Bill 0.07% - 0.14%, 2014,
U.S. Treasury Bond 2.75% - 11.25%,
2015 - 2043, U.S. Treasury Note 0.25% -
4.25%, 2014 - 2023, value of $15,354)
     
$15,053    0.02%, 1/31/2014   $15,053 
     Bank of America Merrill Lynch TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $4,967,
collateralized by FHLMC 3.50% -
4.00%, 2042 - 2043, FNMA 2.81% -
4.50%, 2041 - 2042, value of $5,067)
     
 4,967    0.02%, 1/31/2014    4,967 
     Bank of Montreal TriParty Repurchase
Agreement (maturing on 02/03/2014 in
the amount of $12,936, collateralized by
FHLB 0.88%, 2017, FHLMC 0.05% -
5.50%, 2014 - 2043, FNMA 2.00% -
3.50%, 2025 - 2028, GNMA 3.50%,
2042 - 2043, U.S. Treasury Note 2.38%,
2014, value of $13,194)
     
 12,936    0.03%, 1/31/2014    12,936 
     Barclays Capital TriParty Repurchase
Agreement (maturing on 02/03/2014 in
the amount of $13,703, collateralized by
U.S. Treasury Note 0.25% - 2.38%, 2014
- 2015, value of $13,977)
     
 13,703    0.02%, 1/31/2014    13,703 
     Citigroup Global Markets, Inc. TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $30,091,
collateralized by U.S. Treasury Bill
0.06% - 0.10%, 2014, U.S. Treasury
Bond 3.00% - 8.75%, 2017 - 2042, U.S.
Treasury Note 0.25% - 3.75%, 2015 -
2023, value of $30,693)
     
 30,091    0.02%, 1/31/2014    30,091 
     Deutsche Bank Securities TriParty
Repurchase Agreement (maturing on
02/03/2014 in the amount of $3,998,
collateralized by FHLMC 3.00% -
5.50%, 2019 - 2043, FNMA 3.00% -
6.50%, 2021 - 2043, GNMA 3.00% -
6.00%, 2037 - 2053, value of $4,078)
     
 3,998    0.03%, 1/31/2014    3,998 
     RBS Securities, Inc. TriParty Repurchase
Agreement (maturing on 02/03/2014 in
the amount of $3,344, collateralized by
U.S. Treasury Note 2.63%, 2014,
value of $3,411)
     
 3,344    0.02%, 1/31/2014    3,344 

 

9
 

 

The Hartford World Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
SHORT-TERM INVESTMENTS - 5.4% - (continued) 
     Repurchase Agreements - 5.4% - (continued)     
     TD Securities TriParty Repurchase
Agreement (maturing on 02/03/2014 in
the amount of $28,567, collateralized by
FFCB 0.14%, 2015, FHLB 0.55%, 2017,
FHLMC 3.00% - 4.38%, 2015 - 2043,
FNMA 2.50% - 4.50%, 2025 - 2043,
value of $29,138)
     
$28,567    0.03%, 1/31/2014   $28,567 
     UBS Securities, Inc. Repurchase Agreement
(maturing on 02/03/2014 in the amount
of $261, collateralized by U.S. Treasury
Note 2.38%, 2015, value of $268)
     
 261    0.01%, 1/31/2014    261 
         112,920 
     Total short-term investments     
     (cost $112,920)   $112,920 
           
     Total investments     
     (cost $1,988,862) ▲ 96.0 %  $

1,995,398

 
     Other assets and liabilities 4.0 % 

83,775

 
     Total net assets 100.0 %  $

2,079,173

 

 

10
 

 

The Hartford World Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

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 may 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.

 

At January 31, 2014, the cost of securities for federal income tax purposes was $1,989,801 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation   $30,506 
Unrealized Depreciation    (24,909)
Net Unrealized Appreciation   $5,597 

 

ΨThe company is in bankruptcy.  The investment held by the Fund is current with respect to interest payments.

 

ΔVariable rate securities; the rate reported is the coupon rate in effect at January 31, 2014.

 

ÞThis security may pay interest in additional principal instead of cash.

 

The interest rate disclosed for these securities represents the effective yield on the date of the acquisition.

 

Securities disclosed are interest-only strips.  The interest rates represent effective yields based upon estimated future cash flows at January 31, 2014.

 

The principal amount for this security is adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

 

All or a portion of this position represents an unsettled loan commitment.  The coupon rate will be determined at time of settlement.

 

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.  These base lending rates are generally (i) the lending rate offered by one or more major European banks, such as the LIBOR, (ii) the prime rate offered by one or more major United States banks, or (iii) the bank's certificate of deposit 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.  Unless otherwise noted, the interest rate disclosed for these securities represents the average coupon as of January 31, 2014.

 

Securities issued within terms of a private placement memorandum, exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2014, the aggregate value of these securities was $435,136, which represents 20.9% of total net assets.

 

§These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933.  The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid.  At January 31, 2014, the aggregate value of these securities was $138,783, which represents 6.7% of total net assets.

 

۞Convertible security.

 

Perpetual maturity security.  Maturity date shown is the next call date.

 

иThis security has limitations. If the U.S. Dollar per EURO exchange rate is greater than or equal to 1.38 and then less than or equal to 1.24 between trade date and expiration date, the Fund will receive the equivalent of par on the number of contracts traded.

 

ҸThis security has limitations. If the New Zealand Dollar per U.S. Dollar exchange rate is greater than or equal to 0.875 and then less than or equal to 0.825 between trade date and expiration date, the Fund will receive the equivalent of par on the number of contracts traded.

 

æThis security has limitations.  If the Japanese Yen per U.S. Dollar exchange rate is less than or equal to the barrier level of 99.30 at any point during the contract period, the counterparty will be required to pay the Fund the equivalent of par on the number of contracts traded.

 

11
 

 

The Hartford World Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

ЄThis security has limitations.  If the South Korean Won per Japanese Yen exchange rate is greater than or equal to the barrier level of 11.56 at any point during the contract period, the counterparty will be required to pay the Fund the equivalent of par on the number of contracts traded.

 

All principal  or contract amounts are in U.S. dollars unless otherwise indicated.

 

This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $9,277 at January 31, 2014.

 

This security, or a portion of this security, has been segregated to cover funding requirements on investment transactions settling in the future.

 

This security, or a portion of this security, has been pledged as collateral in connection with over-the-counter swap contracts.  The Fund has also pledged $585 of cash as collateral in connection with over-the-counter swap contracts.  In addition, cash of $5,240 was received from broker(s) as collateral in connection with over-the-counter swap contracts.  Securities valued at $186, held on behalf of the Fund at the custody bank, were designated by broker(s) as collateral in connection with over-the-counter swap contracts. Since the broker retains legal title to the securities, the securities are not considered an asset of the Fund.

  

Futures Contracts Outstanding at January 31, 2014

 

   Number of   Expiration  Notional   Market   Unrealized
Appreciation/(Depreciation)
   Variation Margin 
Description  Contracts*   Date  Amount   Value ╪   Asset   Liability   Asset   Liability 
Long position contracts:
2-Year U.S. Treasury Note Future   19   03/31/2014  $4,184   $4,184   $   $   $1   $ 
5-Year U.S. Treasury Note Future   1,697   03/31/2014   203,948    204,701    753        252     
Australian 10-Year Bond Future   665   03/17/2014   67,268    68,054    786        49    (36)
Australian 3-Year Bond Future   265   03/17/2014   25,174    25,271    97            (7)
Canadian Government 10-Year Bond Future   5   03/20/2014   583    590    7        1     
Euro BUXL 30-Year Bond Future   113   03/06/2014   18,745    19,550    805        168     
Euro-BUND Future   157   03/06/2014   30,398    30,466    68        435    (183)
Euro-OAT Future   7   03/06/2014   1,248    1,282    34        8     
Euro-Schatz Future   1   03/06/2014   149    149                 
Japan 10-Year Mini Bond Future   3   03/10/2014   425    425                 
Long Gilt Future   169   03/27/2014   30,555    30,668    113        114     
Total          $382,677   $385,340   $2,663   $   $1,028   $(226)
Short position contracts:                                      
10-Year U.S. Treasury Note Future   199   03/20/2014  $24,961   $25,024   $   $(63)  $   $(59)
Euro-BOBL Future   582   03/06/2014   98,913    99,477        (564)       (243)
Euro-BTP Future   53   03/06/2014   8,406    8,411        (5)   31    (67)
Japan 10-Year Bond Future   132   03/11/2014   186,219    186,999        (780)       (26)
U.S. Treasury Long Bond Future   368   03/20/2014   48,311    49,162        (851)       (115)
U.S. Treasury Ultra Long Term Bond Future   63   03/20/2014   8,951    9,060        (109)       (20)
Total          $375,761   $378,133   $   $(2,372)  $31   $(530)
Total futures contracts          $6,916   $7,207   $2,663   $(2,372)  $1,059   $(756)

 

* The number of contracts does not omit 000's.

 

Cash of $5,127 was pledged as initial margin deposit and collateral for daily variation margin loss on open futures contracts at January 31, 2014.

 

Foreign Currency Contracts Outstanding at January 31, 2014

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
AUD  Buy  02/28/2014  BOA  $6,137   $6,115   $   $(22)
AUD  Buy  02/28/2014  CBK   2,263    2,252        (11)
AUD  Buy  02/28/2014  GSC   1,055    1,061    6     
AUD  Buy  02/28/2014  MSC   2,264    2,251        (13)
AUD  Buy  02/28/2014  NAB   88,442    87,222        (1,220)
AUD  Sell  02/28/2014  BCLY   11,405    11,150    255     
AUD  Sell  02/28/2014  BOA   2,315    2,321        (6)
AUD  Sell  02/28/2014  CBA   2,275    2,234    41     

 

12
 

 

The Hartford World Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Foreign Currency Contracts Outstanding at January 31, 2014 - (continued)
 
                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
AUD  Sell  02/28/2014  DEUT  $6,130   $6,115   $15   $ 
AUD  Sell  02/28/2014  GSC   3,784    3,706    78     
AUD  Sell  02/28/2014  JPM   3,044    2,970    74     
AUD  Sell  02/28/2014  JPM   4,638    4,643        (5)
AUD  Sell  02/28/2014  NAB   123,743    122,036    1,707     
AUD  Sell  02/28/2014  UBS   1,518    1,482    36     
AUD  Sell  02/28/2014  UBS   2,316    2,322        (6)
BRL  Buy  02/04/2014  MSC   6,088    6,115    27     
BRL  Buy  03/06/2014  MSC   6,018    6,068    50     
BRL  Buy  02/04/2014  SCB   3,053    3,028        (25)
BRL  Buy  02/04/2014  UBS   4,561    4,504        (57)
BRL  Sell  02/04/2014  MSC   6,063    6,115        (52)
BRL  Sell  03/06/2014  MSC   1,109    1,072    37     
BRL  Sell  02/04/2014  SCB   3,016    3,029        (13)
BRL  Sell  02/04/2014  UBS   4,487    4,504        (17)
CAD  Buy  02/28/2014  GSC   4,828    4,714        (114)
CAD  Buy  02/28/2014  HSBC   847    846        (1)
CAD  Buy  02/28/2014  RBC   141,865    141,050        (815)
CAD  Buy  02/28/2014  SSG   4,407    4,324        (83)
CAD  Sell  02/28/2014  BMO   9,285    9,124    161     
CAD  Sell  02/28/2014  CBK   4,575    4,585        (10)
CAD  Sell  02/28/2014  RBC   171,026    167,625    3,401     
CAD  Sell  02/28/2014  RBC   714    715        (1)
CHF  Buy  02/28/2014  CBK   9,129    9,137    8     
CHF  Buy  02/28/2014  DEUT   4,528    4,468        (60)
CHF  Sell  02/28/2014  BOA   24,405    24,534        (129)
CHF  Sell  02/28/2014  CSFB   1,311    1,313        (2)
CHF  Sell  02/28/2014  DEUT   1,527    1,523    4     
CLP  Sell  02/28/2014  SCB   7,565    7,250    315     
CLP  Sell  02/28/2014  UBS   4,304    4,181    123     
CZK  Sell  02/28/2014  JPM   65    64    1     
DKK  Sell  02/28/2014  BCLY   8,176    8,064    112     
DKK  Sell  02/28/2014  BOA   146,674    144,939    1,735     
DKK  Sell  02/28/2014  CSFB   1,902    1,902         
EUR  Buy  02/20/2014  BMO   1,599    1,592        (7)
EUR  Buy  02/28/2014  BNP   10,987    10,845        (142)
EUR  Buy  02/28/2014  BOA   9,273    9,231        (42)
EUR  Buy  02/28/2014  CBA   11,650    11,494        (156)
EUR  Buy  02/28/2014  CBK   8,520    8,420        (100)
EUR  Buy  02/28/2014  DEUT   25,627    25,427        (200)
EUR  Buy  02/28/2014  JPM   26,213    25,904        (309)
EUR  Buy  02/28/2014  MSC   45,305    44,936        (369)
EUR  Buy  02/03/2014  UBS   9,951    9,822        (129)
EUR  Buy  02/28/2014  UBS   20    20         
EUR  Buy  02/28/2014  WEST   41,798    41,466        (332)
EUR  Sell  02/28/2014  BCLY   35,378    34,890    488     
EUR  Sell  02/28/2014  BNP   4    4         
EUR  Sell  02/04/2014  BOA   9,272    9,230    42     
EUR  Sell  02/28/2014  BOA   198,511    196,044    2,467     
EUR  Sell  02/28/2014  CBK   138,306    136,718    1,588     
EUR  Sell  02/20/2014  CSFB   30,067    29,639    428     
EUR  Sell  02/28/2014  CSFB   6,163    6,164        (1)
EUR  Sell  02/28/2014  DEUT   3,017    3,008    9     
EUR  Sell  02/28/2014  JPM   6,269    6,174    95     
EUR  Sell  02/20/2014  MSC   141    139    2     
EUR  Sell  02/28/2014  MSC   6,642    6,551    91     
EUR  Sell  02/28/2014  SSG   415,855    411,005    4,850     
EUR  Sell  02/03/2014  UBS   21    21         
EUR  Sell  02/28/2014  UBS   24,797    24,588    209     

 

13
 

 

The Hartford World Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Foreign Currency Contracts Outstanding at January 31, 2014 - (continued)
 
                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
EUR  Sell  02/05/2014  WEST  $6,648   $6,640   $8   $ 
GBP  Buy  02/28/2014  CBK   5,024    5,019        (5)
GBP  Buy  02/28/2014  DEUT   23,135    23,089        (46)
GBP  Buy  02/28/2014  GSC   4,538    4,566    28     
GBP  Buy  02/28/2014  JPM   4,535    4,564    29     
GBP  Buy  02/28/2014  JPM   14,031    13,923        (108)
GBP  Buy  02/28/2014  MSC   4,604    4,595        (9)
GBP  Buy  02/28/2014  TDS   20,440    20,400        (40)
GBP  Sell  02/28/2014  BCLY   2,523    2,525        (2)
GBP  Sell  02/28/2014  CBK   61,897    61,829    68     
GBP  Sell  02/20/2014  CSFB   3,951    3,950    1     
GBP  Sell  02/28/2014  DEUT   6,124    6,089    35     
GBP  Sell  02/28/2014  DEUT   4,542    4,561        (19)
GBP  Sell  02/28/2014  HSBC   2,524    2,526        (2)
GBP  Sell  02/03/2014  JPM   14,034    13,926    108     
GBP  Sell  02/28/2014  JPM   8,989    9,006        (17)
GBP  Sell  02/28/2014  MSC   7,085    7,095        (10)
GBP  Sell  02/28/2014  RBS   1,515    1,514    1     
JPY  Buy  02/28/2014  BOA   9,297    9,438    141     
JPY  Buy  02/28/2014  DEUT   1,539    1,565    26     
JPY  Buy  02/28/2014  JPM   6,272    6,336    64     
JPY  Buy  02/28/2014  MSC   12,352    12,501    149     
JPY  Buy  02/28/2014  NAB   21,250    21,791    541     
JPY  Buy  02/28/2014  SCB   1,544    1,565    21     
JPY  Sell  02/28/2014  CBK   3,894    3,894         
JPY  Sell  02/28/2014  DEUT   3,882    3,894        (12)
JPY  Sell  02/28/2014  JPM   9,373    9,413        (40)
JPY  Sell  02/28/2014  MSC   3,896    3,894    2     
JPY  Sell  02/28/2014  MSC   3,124    3,136        (12)
KRW  Sell  02/28/2014  MSC   3,052    3,097        (45)
MXN  Buy  02/28/2014  BNP   1,055    1,055         
MXN  Buy  02/28/2014  CBK   3,003    2,950        (53)
MXN  Buy  02/28/2014  UBS   3,077    3,069        (8)
MXN  Sell  02/28/2014  BCLY   32,658    32,769        (111)
MXN  Sell  02/28/2014  BNP   34,445    34,286    159     
MXN  Sell  02/28/2014  CBK   3,051    2,972    79     
MXN  Sell  02/28/2014  HSBC   779    775    4     
MXN  Sell  02/28/2014  MSC   9,942    9,792    150     
MXN  Sell  02/28/2014  UBS   1,501    1,483    18     
NOK  Sell  02/28/2014  DEUT   6,905    6,748    157     
NOK  Sell  02/28/2014  JPM   3,051    3,008    43     
NZD  Buy  02/28/2014  CBA   2,285    2,224        (61)
NZD  Buy  02/28/2014  CBK   3,048    2,961        (87)
NZD  Buy  02/28/2014  CSFB   2,286    2,224        (62)
NZD  Buy  02/28/2014  DEUT   107    104        (3)
NZD  Buy  02/28/2014  GSC   1,527    1,471        (56)
NZD  Buy  02/28/2014  JPM   48,298    46,744        (1,554)
NZD  Buy  02/28/2014  UBS   1,538    1,482        (56)
NZD  Buy  02/28/2014  WEST   40,577    39,241        (1,336)
NZD  Sell  02/28/2014  GSC   2,276    2,206    70     
NZD  Sell  02/28/2014  JPM   6,289    6,149    140     
NZD  Sell  02/28/2014  MSC   2,273    2,205    68     
PLN  Buy  02/28/2014  BNP   1,295    1,295         
PLN  Buy  02/28/2014  DEUT   3,074    3,003        (71)
PLN  Buy  02/28/2014  JPM   2,971    2,900        (71)
PLN  Buy  02/28/2014  MSC   52    51        (1)
PLN  Sell  02/28/2014  BCLY   33,632    32,622    1,010     

 

14
 

 

The Hartford World Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Foreign Currency Contracts Outstanding at January 31, 2014 - (continued)

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
PLN  Sell  02/28/2014  BNP  $29,980   $29,258   $722   $ 
PLN  Sell  02/28/2014  DEUT   3,063    3,002    61     
PLN  Sell  02/28/2014  MSC   3,048    2,952    96     
SEK  Buy  02/28/2014  BOA   1,541    1,516        (25)
SEK  Buy  02/28/2014  DEUT   1,544    1,517        (27)
SEK  Buy  02/28/2014  JPM   3,062    3,053        (9)
SEK  Buy  02/28/2014  MSC   1,543    1,517        (26)
SEK  Sell  02/28/2014  BCLY   4,797    4,717    80     
SEK  Sell  02/28/2014  BNP   1,208    1,207    1     
SEK  Sell  02/28/2014  CBK   3,852    3,790    62     
SEK  Sell  02/28/2014  GSC   15,681    15,439    242     
SEK  Sell  02/28/2014  JPM   5,073    5,004    69     
SEK  Sell  02/28/2014  JPM   162,330    162,851        (521)
SGD  Sell  02/28/2014  JPM   8,953    8,914    39     
SGD  Sell  02/28/2014  UBS   1,073    1,073         
ZAR  Buy  02/28/2014  CSFB   533    518        (15)
ZAR  Buy  02/28/2014  RBS   5,395    5,264        (131)
ZAR  Sell  02/28/2014  CBK   2,965    2,891    74     
ZAR  Sell  02/28/2014  DEUT   2,965    2,891    74     
                      $23,095   $(9,100)

 

Cash of $4,969 was pledged as initial margin deposit and collateral for daily variation margin loss on open centrally cleared swap contracts at January 31, 2014.

 

15
 

 

The Hartford World Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Centrally Cleared Credit Default Swap Contracts Outstanding at January 31, 2014

 

 
   Clearing  Notional   (Pay)/ Receive Fixed   Expiration  Upfront
Premiums
   Market   Unrealized
Appreciation/
(Depreciation)
   Variation Margin 
Reference Entity  House (a)  Amount (b)   Rate   Date  Paid (Received)   Value ╪   Asset   Liability   Asset   Liability 
Credit default swaps on traded indices:                                              
Buy protection:                                              
CDX.NA.HY.21  CME  $25,710    (5.00)%  12/20/18  $(1,766)  $(1,672)  $94   $   $   $(7)
ITRX.XOV.20  ICE  EUR  14,870    (5.00)%  12/20/18   (1,472)   (1,587)       (115)   62     
Total                  $(3,238)  $(3,259)  $94   $(115)  $62   $(7)

 

(a) The FCM to the contracts is MSC.
 
(b) 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.  Notional shown in U.S. dollars unless otherwise noted.

 

Over-the-Counter Credit Default Swap Contracts Outstanding at January 31, 2014

 

      Notional   (Pay)/ Receive Fixed
Rate/ Implied
   Expiration  Upfront
Premiums
   Upfront
Premiums
   Market   Unrealized
Appreciation/(Depreciation)
 
Reference Entity  Counterparty  Amount (a)   Credit Spread (b)   Date  Paid   Received   Value ╪   Asset   Liability 
Credit default swaps on traded indices:                                                              
Buy protection:                                                              
ABX.HE.AAA.06  GSC  $1,468    (0.18)%   07/25/45  $135   $   $57   $   $(78)
ABX.HE.AAA.06  JPM   3,107    (0.18)%   07/25/45   120        120         
ABX.HE.AAA.06  MSC   60    (0.18)%   07/25/45   2        2         
CMBX.NA.A.1  DEUT   5,020    (0.35)%   10/12/52   1,987        1,838        (149)
CMBX.NA.A.1  MSC   835    (0.35)%   10/12/52   346        306        (40)
CMBX.NA.AA.1  DEUT   4,995    (0.25)%   10/12/52   949        965    16     
CMBX.NA.AA.1  DEUT   1,850    (0.25)%   10/12/52   391        358        (33)
CMBX.NA.AA.1  JPM   580    (0.25)%   10/12/52   114        112        (2)
CMBX.NA.AA.2  BOA   524    (0.15)%   03/15/49   199        163        (36)
CMBX.NA.AA.2  CSI   1,615    (0.15)%   03/15/49   514        501        (13)
CMBX.NA.AA.2  JPM   4,326    (0.15)%   03/15/49   1,536        1,343        (193)
CMBX.NA.AJ.1  DEUT   25    (0.84)%   10/12/52   1        1         
CMBX.NA.AJ.1  DEUT   1,485    (0.84)%   10/12/52   88        62        (26)
CMBX.NA.AJ.1  MSC   705    (0.84)%   10/12/52   50        30        (20)
CMBX.NA.AJ.4  CSI   652    (0.96)%   02/17/51   260        153        (107)
CMBX.NA.AJ.4  JPM   1,379    (0.96)%   02/17/51   359        324        (35)
CMBX.NA.AJ.4  MSC   25    (0.96)%   02/17/51   6        6         
CMBX.NA.AM.2  CSI   2,180    (0.50)%   03/15/49   133        60        (73)
CMBX.NA.AM.2  DEUT   125    (0.50)%   03/15/49   3        3         
CMBX.NA.AM.2  DEUT   635    (0.50)%   03/15/49   37        18        (19)
CMBX.NA.AM.2  JPM   5,930    (0.50)%   03/15/49   232        164        (68)
CMBX.NA.AM.4  GSC   440    (0.50)%   02/17/51   69        31        (38)
CMBX.NA.AM.4  JPM   940    (0.50)%   02/17/51   82        66        (16)
ITRX.SUB.FIN.16  JPM   EUR  155    (5.00)%   12/20/16   2        (22)       (24)
Total                  $7,615   $   $6,661   $16   $(970)
Sell protection:
CMBX.NA.AAA.6  CSI  $1,925    0.50%   05/11/63  $   $(46)  $(54)  $   $(8)
CMBX.NA.AAA.6  CSI   27,961    0.50%   05/11/63       (1,389)   (781)   608     
CMBX.NA.AAA.6  DEUT   4,685    0.50%   05/11/63       (114)   (131)       (17)
CMBX.NA.AAA.6  DEUT   22,365    0.50%   05/11/63       (827)   (625)   202     
CMBX.NA.AAA.6  UBS   4,340    0.50%   05/11/63       (115)   (121)       (6)
CMBX.NA.BB.6  CSI   4,640    5.00%   05/11/63       (377)   (119)   258     
CMBX.NA.BB.7  CSI   700    5.00%   01/17/47       (45)   (45)        
CMBX.NA.BB.7  GSC   1,730    5.00%   01/17/47       (107)   (112)       (5)
CMBX.NA.BBB-.6  CSI   2,945    3.00%   05/11/63       (189)   (81)   108     
CMBX.NA.BBB-.7  CSI   1,395    3.00%   01/17/47       (84)   (84)        

 

16
 

 

The Hartford World Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Over-the-Counter Credit Default Swap Contracts Outstanding at January 31, 2014 - (continued)

 

        Notional   (Pay)/ Receive Fixed
Rate/ Implied
  Expiration   Upfront
Premiums
    Upfront
Premiums
    Market     Unrealized
Appreciation/(Depreciation)
 
Reference Entity   Counterparty   Amount (a)   Credit Spread (b)   Date   Paid     Received     Value ╪     Asset     Liability  
Credit default swaps on traded indices: - (continued)                                              
Sell protection: - (continued)                                              
CMBX.NA.BBB-.7   CSI   $ 1,395     3.00%   01/17/47   $     $ (92 )   $ (84 )   $ 8     $  
PrimeX.ARM.1   CSI     492     4.42%   06/25/36     47             50       3        
PrimeX.ARM.1   JPM     6     4.42%   06/25/36     1             1              
PrimeX.ARM.2   BCLY     1,065     4.58%   12/25/37           (5 )     32       37        
PrimeX.ARM.2   CBK     291     4.58%   12/25/37           (52 )     9       61        
PrimeX.ARM.2   CSI     3,034     4.58%   12/25/37     91             90             (1 )
PrimeX.ARM.2   JPM     60     4.58%   12/25/37     2             2              
PrimeX.ARM.2   MSC     42     4.58%   12/25/37           (4 )     2       6        
PrimeX.FRM.1   JPM     140     4.42%   07/25/36     14             14              
PrimeX.FRM.1   JPM     303     4.42%   07/25/36     31             31              
Total                       $ 186     $ (3,446 )   $ (2,006 )   $ 1,291     $ (37 )
Total traded indices                       $ 7,801     $ (3,446 )    $ 4,665     $ 1,307     $ (1,007 )
Credit default swaps on single-name issues:                                                            
Buy protection:                                                            
Australia & New Zealand Banking Group Ltd.   DEUT   $ 3,450     (1.00)% / 1.25%   03/20/19   $ 47     $     $ 42     $     $ (5 )
Avis Budget Group, Inc.   BOA     75     (5.00)% / 1.17%   03/20/17     3             (9 )           (12 )
Beazer Homes USA Inc.   BOA     1,620     (5.00)% / 3.69%   12/20/18           (15 )     (95 )           (80 )
Commonwealth Bank of Australia   DEUT     3,450     (1.00)% / 1.25%   03/20/19     48             43             (5 )
Credit Agricole SA   BCLY   EUR 16,410     (3.00)% / 0.43%   12/20/15           (1,207 )     (1,079 )     128        
Credit Agricole SA   BOA   EUR 7,660     (3.00)% / 0.43%   12/20/15           (554 )     (504 )     50        
Credit Agricole SA   GSC   EUR 6,375     (3.00)% / 0.43%   12/20/15           (465 )     (419 )     46        
Credit Agricole SA   JPM   EUR 7,660     (3.00)% / 0.43%   12/20/15           (573 )     (504 )     69        
Domtar Corp.   GSC     55     (1.00)% / 0.63%   12/20/16     3             (1 )           (4 )
Frontier Communications   BOA     625     (5.00)% / 2.10%   09/20/17     19             (64 )           (83 )
Hertz Corp.   BOA     2,365     (5.00)% / 2.53%   03/20/19           (307 )     (279 )     28        
National Australia Bank   DEUT     3,450     (1.00)% / 1.25%   03/20/19     47             42             (5 )
Peugeot S.A.   CBK   EUR 70     (1.00)% / 1.90%   12/20/16     17             2             (15 )
Rite Aid Corp.   GSC     105     (5.00)% / 1.61%   06/20/17     8             (12 )           (20 )
Societe Generale   CBK   EUR 8,170     (3.00)% / 0.44%   12/20/15           (604 )     (535 )     69        
Societe Generale   CSI   EUR 7,875     (3.00)% / 0.44%   12/20/15           (597 )     (516 )     81        
Societe Generale   DEUT   EUR 3,150     (3.00)% / 0.44%   12/20/15           (242 )     (206 )     36        
Standard Chartered Bank   DEUT   EUR 870     (1.00)% / 1.27%   03/20/19                 16       16        
Standard Chartered Bank   JPM   EUR 2,230     (1.00)% / 1.27%   03/20/19     5             40       35        
Westpac Banking Corp.   DEUT     3,450     (1.00)% / 1.25%   03/20/19     48             43             (5 )
Total                       $ 245     $ (4,564 )   $ (3,995 )   $ 558     $ (234 )
Sell protection:                                                            
Australia & New Zealand Banking Group Ltd.   DEUT   $ 3,450     1.00% / 0.88%   03/20/19   $ 18     $     $ 20     $ 2     $  
Commonwealth Bank of Australia   DEUT     3,450     1.00% / 0.88%   03/20/19     19             21       2        
Credit Agricole SA   BCLY   EUR 8,200     3.00% / 0.99%   12/20/18     904           $ 1,062       158        
Credit Agricole SA   BOA   EUR 6,465     3.00% / 0.99%   12/20/18     728             837       109        
Credit Agricole SA   JPM   EUR 3,835     3.00% / 0.99%   12/20/18     443             497       54        
K Hovnanian Enterprise, Inc.   BOA     1,650     5.00% / 4.08%   12/20/18           (39 )     68       107        
National Australia Bank   DEUT     3,450     1.00% / 0.88%   03/20/19     19             21       2        
Societe Generale   CBK   EUR 4,090     3.00% / 1.09%   12/20/18     484             503       19        
Societe Generale   CSI   EUR 3,940     3.00% / 1.09%   12/20/18     479             484       5        
Societe Generale   DEUT   EUR 1,575     3.00% / 1.09%   12/20/18     190             194       4        
Westpac Banking Corp.   DEUT     3,450     1.00% / 0.88%   03/20/19     19             21       2        
Total                       $ 3,303     $ (39 )   $ 3,728     $ 464     $  
 Total single-name issues                       $ 3,548     $ (4,603 )   $ (267 )   $ 1,022     $ (234 )

 

17
 

 

The Hartford World Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

 

(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.  Notional shown in U.S. dollars unless otherwise noted.
 
(b) Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues, U.S. municipal issues or sovereign government issues as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood of risk of default for the credit derivative.  The implied credit spread of a particular entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement.  Wider credit spreads represent a deterioration of the reference entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement.  The percentage shown is the implied credit spread on January 31, 2014.  For credit default swap agreements on indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk.

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at January 31, 2014
 
Clearing  Payments made  Payments received  Notional   Expiration  Upfront
Premiums
   Market   Unrealized
Appreciation/ (Depreciation)
   Variation Margin 
House (a)  by Fund  by Fund  Amount (b)   Date  Paid (Received)   Value ╪   Asset   Liability   Asset   Liability 
LCH  2.59% Fixed  6M GBP LIBOR  GBP  91,285   03/16/18  $   $(312)  $   $(312)  $   $(59)
LCH  2.71% Fixed  6M GBP LIBOR  GBP  54,185   03/16/18       (391)       (391)       (35)
LCH  3M LIBOR  3.82% Fixed  $18,520   01/21/26       278    278        33     
LCH  4.13% Fixed  3M LIBOR   9,130   01/21/46       (268)       (268)       (15)
                 $   $(693)  $278   $(971)  $33   $(109)

 

(a)The FCM to the contracts is MSC.

 

(b)Notional shown in U.S. dollars unless otherwise noted.

          

Over-the-Counter Interest Rate Swap Contracts Outstanding at January 31, 2014
 
   Payments made  Payments received  Notional   Expiration  Upfront
Premiums
   Upfront
Premiums
   Market   Unrealized
Appreciation/(Depreciation)
 
Counterparty  by Fund  by Fund  Amount (a)   Date  Paid   Received   Value ╪   Asset   Liability 
CSI  0.82% Fixed  6M JPY LIBOR  JPY  494,415     02/18/23  $   $   $(45)  $   $(45)
DEUT  0.82% Fixed  6M JPY LIBOR  JPY  494,410     02/18/23           (43)       (43)
DEUT  MXIBTIIE  8.41% Fixed  MXN  22,075     12/13/23           (6)       (6)
JPM  0.18% Fixed  6M CHF LIBOR  CHF  65,180     03/19/16           (164)       (164)
JPM  0.91% Fixed  6M GBP LIBOR  GBP  17,160     09/17/15           15    15     
MSC  MXIBTIIE  8.40% Fixed  MXN  50,485     12/13/23           (16)       (16)
                 $   $   $(259)  $15   $(274)

 

(a)Notional shown in U.S. dollars unless otherwise noted.

              

For information regarding the Fund's policy for valuation of investments and other significant accounting policies, please refer to the Fund's most recent shareholder report.

 

18
 

 

The Hartford World Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Counterparty Abbreviations:
BCLY Barclays  
BMO Bank of Montreal
BNP BNP Paribas Securities  
BOA Banc of America Securities LLC
CBA Commonwealth Bank of Australia
CBK Citibank NA  
CME Chicago Mercantile Exchange
CSFB Credit Suisse First Boston Corp.
CSI Credit Suisse International
DEUT Deutsche Bank Securities, Inc.
FCM Futures Commission Merchant
GSC Goldman Sachs & Co.
HSBC HSBC Bank USA
ICE Intercontinental Exchange
JPM JP Morgan Chase & Co.  
LCH LCH Clearnet
MSC Morgan Stanley  
NAB National Australia Bank
RBC RBC Dominion Securities
RBS RBS Greenwich Capital
SCB Standard Chartered Bank
SSG State Street Global Markets LLC
TDS TD Securities, Inc.  
UBS UBS AG  
WEST Westpac International  
   
Currency Abbreviations:
AUD Australian Dollar  
BRL Brazilian Real  
CAD Canadian Dollar  
CHF Swiss Franc  
CLP Chilean Peso  
CZK Czech Koruna  
DKK Danish Krone  
EUR EURO  
GBP British Pound  
JPY Japanese Yen  
KRW South Korean Won  
MXN Mexican New Peso  
NOK Norwegian Krone  
NZD New Zealand Dollar  
PLN Polish New Zloty  
SEK Swedish Krona  
SGD Singapore Dollar  
USD U.S. Dollar  
ZAR South African Rand  
 
Index Abbreviations:
ABX.HE Markit Asset Backed Security Home Equity
CDX.NA.HY Credit Derivatives North American High Yield
CMBX.NA Markit Commercial Mortgage Backed North American
ITRX.SUB.FIN Markit iTraxx - Europe Sub Financials
ITRX.XOV Markit iTraxx Index - Europe Crossover
PrimeX.ARM Markit PrimeX Adjustable Rate Mortgage Backed Security
PrimeX.FRM Markit PrimeX Fixed Rate Mortgage Backed Security
 

Other Abbreviations:

FFCB Federal Farm Credit Bank
FHLB Federal Home Loan Bank
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
GNMA Government National Mortgage Association
LIBOR London Interbank Offered Rate
MXIBTIIE Mexico Interbank Equilibrium Interest Rate

 

Credit Exposure  
as of January 31, 2014  

Credit Rating *  Percentage
of  Net Assets
 
Aaa / AAA   48.9%
Aa / AA   11.6 
A   4.0 
Baa / BBB   8.2 
Ba / BB   3.3 
B   5.4 
Caa / CCC or Lower   3.2 
Not Rated   5.8 
Non-Debt Securities and Other Short-Term Instruments   5.6 
Other Assets and Liabilities   4.0 
Total   100.0%

 

*       Credit exposure is the long-term credit ratings for the Fund's holdings, as of the date noted, as provided by Standard and Poor's (S&P) or Moody's Investors Service and typically range from AAA/Aaa (highest) to C/D (lowest). If Moody's and S&P assign different ratings, the lower rating is used. Fixed income securities that are not rated by either agency are listed as "Not Rated." Ratings do not apply to the Fund itself or to Fund shares. Ratings may change.

 

19
 

 

The Hartford World Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary
January 31, 2014
 

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Asset & Commercial Mortgage Backed Securities  $229,274   $   $199,079   $30,195 
Call Options Purchased   436        436     
Corporate Bonds   191,301        187,749    3,552 
Foreign Government Obligations   1,231,368        1,231,368     
Preferred Stocks   2,047    1,681    366     
Put Options Purchased   944        944     
Senior Floating Rate Interests   47,484        47,484     
U.S. Government Agencies   1,874        1,874     
U.S. Government Securities   177,750        177,750     
Short-Term Investments   112,920        112,920     
Total  $1,995,398   $1,681   $1,959,970   $33,747 
Credit Default Swaps *   2,423        2,423     
Foreign Currency Contracts *   23,095        23,095     
Futures *   2,663    2,663         
Interest Rate Swaps *   293        293     
Total  $28,474   $2,663   $25,811   $ 
Liabilities:                    
Written Options   26        26     
Total  $26   $   $26   $ 
Credit Default Swaps *   1,356        1,356     
Foreign Currency Contracts *   9,100        9,100     
Futures *   2,372    2,372         
Interest Rate Swaps *   1,245        1,245     
Total  $14,073   $2,372   $11,701   $ 

 

For the three-month period ended January 31, 2014, investments valued at $14,731 were transferred from Level 1 to Level 2, and there were no transfers from Level 2 to Level 1. Investments are transferred between Level 1 and Level 2 for a variety of reasons including, but not limited to:

1)Foreign equities for which a fair value price is more representative of exit value than the local market close (transfer into Level 2). Foreign equities for which the local market close is more representative of exit value (transfer into Level 1).
2)U.S. Treasury securities that no longer represent the most recent issue (transfer into Level 2).
3)Equity investments with no observable trading but a bid or close price is used (transfer into Level 2). Equity investments using observable quoted prices in an active market (transfer into Level 1).

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

 

20
 

 

The Hartford World Bond Fund
Schedule of Investments ― (continued)
January 31, 2014 (Unaudited)
(000’s Omitted)

 

Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:

 

   Balance 
as of
 October
31, 2013
   Realized
Gain
(Loss)
   Change in
Unrealized
Appreciation
(Depreciation)
   Net
Amortization
   Purchases   Sales   Transfers
Into
Level 3 *
   Transfers Out of
Level 3 *
   Balance
 as of
January
31, 2014
 
Assets:                                             
Asset & Commercial Mortgage Backed Securities   $21,272   $107   $346  $115   $10,582   $(1,959)  $628   $(896)  $30,195 
Corporate Bonds    3,551        1                       3,552 
Total   $24,823   $107   $347   $115   $10,582   $(1,959)  $628   $(896)  $33,747 

  

*Investments are transferred into and out of Level 3 for a variety of reasons including, but not limited to:

1) Investments where trading has been halted (transfer into Level 3) or investments where trading has resumed (transfer out of Level 3).

2) Broker quoted investments (transfer into Level 3) or quoted prices in active markets (transfer out of Level 3).

3) Investments that have certain restrictions on trading (transfer into Level 3) or investments where trading restrictions have expired (transfer out of Level 3).

Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2014 was $383.
Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2014 was $1.

 

Note: For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

21
 

 

 

Item 2.Controls and Procedures.

 

(a) The registrant’s principal executive and principal financial officers, or persons performing similar functions, have concluded that the registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the “1940 Act”) (17 CFR 270.30a-3(c))) are generally effective to provide reasonable assurance, as of a date within 90 days of the filing date of the report that includes the disclosure required by this paragraph, based on their evaluation of these controls and procedures required by Rule 30a-3(b) under the 1940 Act (17 CFR 270.30a-3(b)) and Rules 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934, as amended (17 CFR 240.13a-15(b) or 240.15d-15(b)).

 

(b) There were no changes in the registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act (17 CFR 270.30a-3(d)) that occurred during the registrant’s last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the registrant’s internal control over financial reporting.

 

Item 3.Exhibits.

 

(a)Separate certifications for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the Act (17 CFR 270.30a-2(a)) are attached herewith.

 

 
 

 

SIGNATURES

 

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

 

  THE HARTFORD MUTUAL FUNDS, INC.
     
Date:  March 13, 2014 By: /s/ James E. Davey
    James E. Davey
    President and Chief Executive Officer

 

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

 

Date:  March 13, 2014 By: /s/ James E. Davey
    James E. Davey
    President and Chief Executive Officer
     
Date:  March 13, 2014 By: /s/ Mark A. Annoni
    Mark A. Annoni
    Vice President, Treasurer and Controller