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. |
Δ | Variable 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 | Upfront | Market | Unrealized | ||||||||||||||||||||||||||
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 | Realized | Change in | Net | Purchases | Sales | Transfers | Transfers | Balance | ||||||||||||||||||||||||||||
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 | |||||
COP | 1,450,000 | 7.75%, 04/14/2021 | 777 | |||||
695 | 8.13%, 05/21/2024 | 879 | ||||||
COP | 10,000 | 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 | |||||
RUB | 9,875 | 7.05%, 01/19/2028 Δ | 251 | |||||
8,431 | 7.50%, 03/31/2030 § | 9,708 | ||||||
RUB | 44,845 | 7.60%, 04/14/2021 - 07/20/2022 Δ | 1,236 | |||||
RUB | 11,340 | 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 | |||||
ZAR | 4,045 | 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 |
Ψ | The company is in bankruptcy. The investment held by the Fund is current with respect to interest payments. |
Δ | Variable 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. |
Þ | This 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 | Realized | Change in | Net | Purchases | Sales | Transfers | Transfers | Balance as | ||||||||||||||||||||||||||||
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. |
Ђ | As 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. |
Θ | At 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 | Expiration | Number of | Market | Premiums | Unrealized | |||||||||||||||||
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 | Expiration | Number of | Market | Premiums | Unrealized | |||||||||||||||||
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 | 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 | Realized | Change in | Net | Purchases | Sales | Transfers | Transfers | Balance | ||||||||||||||||||||||||||||
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 | Realized | Change in | Net | Purchases | Sales | Transfers | Transfers | Balance | ||||||||||||||||||||||||||||
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 | 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 | |||||
ZAR | 700 | 10.73%, 12/31/2032 ○ | 9 | |||||
Transnet Ltd. | ||||||||
ZAR | 1,000 | 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 | |||||
BRL | 35,375 | 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 | |||||
COP | 5,649,300 | 6.00%, 04/28/2028 | 2,421 | |||||
COP | 5,315,600 | 7.25%, 06/15/2016 | 2,735 | |||||
COP | 4,733,300 | 7.50%, 08/26/2026 | 2,322 | |||||
COP | 4,237,400 | 11.00%, 07/24/2020 | 2,538 | |||||
Titulos De Tesoreria B | ||||||||
COP | 6,350,600 | 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 | |||||
HUF | 284,750 | 6.50%, 06/24/2019 | 1,295 | |||||
HUF | 703,580 | 6.75%, 08/22/2014 - 02/24/2017 | 3,145 | |||||
HUF | 101,370 | 7.75%, 08/24/2015 | 464 | |||||
HUF | 867,930 | 8.00%, 02/12/2015 ‡ | 3,913 | |||||
13,296 | ||||||||
Indonesia - 3.8% | ||||||||
Indonesia (Republic of) | ||||||||
IDR | 7,171,000 | 5.25%, 05/15/2018 | 526 | |||||
IDR | 37,099,000 | 5.63%, 05/15/2023 | 2,405 | |||||
IDR | 22,384,000 | 6.63%, 05/15/2033 | 1,357 | |||||
IDR | 22,065,000 | 7.00%, 05/15/2027 | 1,475 | |||||
IDR | 18,423,000 | 8.25%, 06/15/2032 | 1,331 | |||||
IDR | 26,206,000 | 8.38%, 03/15/2024 - 03/15/2034 | 2,060 | |||||
IDR | 13,693,000 | 9.00%, 03/15/2029 | 1,078 | |||||
10,232 | ||||||||
Malaysia - 4.3% | ||||||||
Malaysia (Government of) | ||||||||
MYR | 7,465 | 3.43%, 08/15/2014 | 2,237 | |||||
MYR | 12,059 | 3.74%, 02/27/2015 | 3,630 | |||||
MYR | 2,211 | 4.26%, 09/15/2016 | 676 | |||||
MYR | 1,525 | 4.39%, 04/15/2026 | 453 | |||||
MYR | 15,450 | 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 | ||||||||
MXN | 19,891 | 4.00%, 11/15/2040 ◄ | $ | 1,487 | ||||
MXN | 15,208 | 6.50%, 06/10/2021 | 1,152 | |||||
MXN | 59,427 | 7.00%, 06/19/2014 | 4,500 | |||||
MXN | 29,382 | 8.00%, 12/07/2023 | 2,415 | |||||
MXN | 32,897 | 8.50%, 05/31/2029 - 11/18/2038 | 2,708 | |||||
MXN | 34,761 | 9.50%, 12/18/2014 | 2,726 | |||||
MXN | 20,624 | 10.00%, 12/05/2024 | 1,935 | |||||
Mexican Bonos De Desarrollo | ||||||||
MXN | 16,528 | 8.00%, 06/11/2020 | 1,367 | |||||
MXN | 2,907 | 10.00%, 11/20/2036 | 270 | |||||
United Mexican States | ||||||||
MXN | 9,528 | 6.50%, 06/09/2022 | 715 | |||||
19,275 | ||||||||
Nigeria - 1.6% | ||||||||
Nigeria (Federal Republic of) | ||||||||
NGN | 630,855 | 4.00%, 04/23/2015 | 3,491 | |||||
NGN | 103,335 | 7.00%, 10/23/2019 | 470 | |||||
NGN | 45,345 | 16.00%, 06/29/2019 | 302 | |||||
4,263 | ||||||||
Peru - 2.0% | ||||||||
Peru (Republic of) | ||||||||
PEN | 3,665 | 5.20%, 09/12/2023 | 1,206 | |||||
PEN | 2,143 | 6.85%, 02/12/2042 | 687 | |||||
PEN | 2,490 | 6.90%, 08/12/2037 | 815 | |||||
PEN | 7,073 | 6.95%, 08/12/2031 | 2,369 | |||||
PEN | 684 | 8.20%, 08/12/2026 | 275 | |||||
5,352 | ||||||||
Poland - 5.8% | ||||||||
Poland (Republic of) | ||||||||
PLN | 7,125 | 4.75%, 10/25/2016 | 2,333 | |||||
PLN | 2,675 | 5.00%, 04/25/2016 | 879 | |||||
PLN | 8,866 | 5.25%, 10/25/2017 - 10/25/2020 | 2,936 | |||||
PLN | 9,630 | 5.50%, 04/25/2015 - 10/25/2019 | 3,164 | |||||
PLN | 19,166 | 5.75%, 04/25/2014 - 04/25/2029 | 6,362 | |||||
15,674 | ||||||||
Romania - 2.3% | ||||||||
Romania (Republic of) | ||||||||
RON | 6,390 | 5.80%, 10/26/2015 | 2,004 | |||||
RON | 11,810 | 5.85%, 07/28/2014 | 3,573 | |||||
RON | 2,120 | 5.95%, 06/11/2021 | 652 | |||||
6,229 | ||||||||
Russia - 5.5% | ||||||||
Russia (Federation of) | ||||||||
RUB | 9,545 | 6.80%, 12/11/2019 | 258 | |||||
RUB | 7,230 | 6.90%, 08/03/2016 Δ | 205 | |||||
RUB | 45,150 | 7.00%, 08/16/2023 Δ | 1,182 | |||||
RUB | 70,250 | 7.05%, 01/19/2028 Δ | 1,789 | |||||
RUB | 38,125 | 7.10%, 03/13/2014 Δ | 1,085 | |||||
RUB | 9,600 | 7.35%, 01/20/2016 Δ | 277 | |||||
RUB | 86,765 | 7.60%, 07/20/2022 Δ | 2,376 | |||||
RUB | 95,000 | 7.85%, 03/10/2018 § | 2,703 | |||||
RUB | 183,696 | 8.15%, 02/03/2027 Δ | 5,186 | |||||
15,061 | ||||||||
Slovenia - 1.5% | ||||||||
Slovenia (Republic of) | ||||||||
EUR | 530 | 4.13%, 01/26/2020 | 712 | |||||
EUR | 650 | 4.38%, 01/18/2021 § | 871 | |||||
EUR | 1,465 | 4.63%, 09/09/2024 § | 1,935 | |||||
525 | 5.85%, 05/10/2023 § | 535 | ||||||
4,053 | ||||||||
South Africa - 4.1% | ||||||||
South Africa (Republic of) | ||||||||
ZAR | 35,117 | 6.25%, 03/31/2036 | 2,257 | |||||
ZAR | 12,340 | 6.50%, 02/28/2041 | 793 | |||||
ZAR | 38,560 | 7.00%, 02/28/2031 | 2,785 | |||||
ZAR | 11,730 | 7.75%, 02/28/2023 | 990 | |||||
ZAR | 12,085 | 8.00%, 12/21/2018 | 1,075 | |||||
ZAR | 12,395 | 8.75%, 02/28/2048 | 1,039 | |||||
ZAR | 22,610 | 10.50%, 12/21/2026 | 2,273 | |||||
11,212 | ||||||||
South Korea - 2.1% | ||||||||
Korea (Republic of) | ||||||||
KRW | 2,748,580 | 3.25%, 12/10/2014 | 2,580 | |||||
KRW | 1,441,680 | 3.50%, 06/10/2014 | 1,351 | |||||
KRW | 1,970,990 | 4.50%, 03/10/2015 | 1,877 | |||||
5,808 | ||||||||
Thailand - 0.4% | ||||||||
Thailand (Government of) | ||||||||
THB | 39,650 | 3.63%, 06/16/2023 | 1,171 | |||||
Turkey - 3.7% | ||||||||
Turkey (Republic of) | ||||||||
TRY | 3,813 | 2.50%, 05/04/2016 ◄ | 1,645 | |||||
TRY | 4,148 | 3.00%, 02/23/2022 ◄ | 1,763 | |||||
TRY | 5,428 | 4.00%, 04/29/2015 - 04/01/2020 ◄ | 2,439 | |||||
TRY | 1,304 | 4.50%, 02/11/2015 | 584 | |||||
TRY | 6,345 | 9.00%, 03/05/2014 - 01/27/2016 | 2,805 | |||||
TRY | 1,635 | 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) | ||||||||
NGN | 113,300 | 12.28%, 5/8/2014 ○ | $ | 675 | ||||
NGN | 101,243 | 12.30%, 3/6/2014 ○ | 616 | |||||
NGN | 14,877 | 12.31%, 4/10/2014 ○ | 89 | |||||
NGN | 26,660 | 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 | ) |
Ω | Debt security in default due to bankruptcy. |
Δ | Variable 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 | 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 | Expiration | Upfront | Upfront | Market | Unrealized | ||||||||||||||||||||||||
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 | Expiration | Upfront | Upfront | Market | Unrealized | ||||||||||||||||||||||||
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 | |||||||||||||||||||||||
Counterparty | by Fund | by Fund | Amount (a) | Date | Paid | Received | Value ╪ | Asset | Liability | |||||||||||||||||||||
BCLY | 3.05% Fixed | KRW CD KSDA | KRW | 1,085,714 | 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 | KRW | 99,625 | 08/12/31 | – | – | (2 | ) | – | (2 | ) | ||||||||||||||||||
BOA | 3.27% Fixed | KRW CD KSDA | KRW | 2,449,505 | 12/04/22 | – | – | 36 | 36 | – | ||||||||||||||||||||
BOA | BZDIOVRA | 10.00% Fixed | BRL | 2,644 | 01/04/21 | – | – | (232 | ) | – | (232 | ) | ||||||||||||||||||
BOA | BZDIOVRA | 8.23% Fixed | BRL | 7,941 | 01/02/15 | – | – | (91 | ) | – | (91 | ) | ||||||||||||||||||
BOA | BZDIOVRA | 8.95% Fixed | BRL | 1,873 | 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 | CLP | 115,895 | 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 | KRW | 1,591,985 | 12/04/22 | – | – | 25 | 25 | – | ||||||||||||||||||||
DEUT | 3.27% Fixed | KRW CD KSDA | KRW | 7,547,086 | 08/23/22 | – | – | 103 | 103 | – | ||||||||||||||||||||
DEUT | 3.71% Fixed | KRW CD KSDA | KRW | 275,100 | 11/03/31 | – | – | (7 | ) | – | (7 | ) | ||||||||||||||||||
DEUT | 3.79% Fixed | KRW CD KSDA | KRW | 598,543 | 04/03/22 | – | – | (19 | ) | – | (19 | ) | ||||||||||||||||||
DEUT | BZDIOVRA | 10.50% Fixed | BRL | 333 | 01/02/17 | – | – | (3 | ) | – | (3 | ) | ||||||||||||||||||
DEUT | BZDIOVRA | 10.55% Fixed | BRL | 692 | 01/02/17 | – | – | (6 | ) | – | (6 | ) | ||||||||||||||||||
DEUT | BZDIOVRA | 10.61% Fixed | BRL | 347 | 01/02/17 | – | – | (3 | ) | – | (3 | ) | ||||||||||||||||||
DEUT | BZDIOVRA | 9.12% Fixed | BRL | 7,875 | 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 | CLP | 115,895 | 12/07/17 | – | – | 7 | 7 | – | ||||||||||||||||||||
DEUT | KRW CD KSDA | 2.65% Fixed | KRW | 4,961,760 | 09/06/15 | – | – | (6 | ) | – | (6 | ) | ||||||||||||||||||
DEUT | KRW CD KSDA | 2.73% Fixed | KRW | 4,961,445 | 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 | CZK | 21,335 | 03/20/23 | – | – | 31 | 31 | – | ||||||||||||||||||||
GSC | 1.56% Fixed | 6M CZK PRIBOR | CZK | 47,600 | 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 | CLP | 244,290 | 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 | CLP | 244,440 | 11/23/17 | – | – | (23 | ) | – | (23 | ) | ||||||||||||||||||
GSC | 2.23% Fixed | 6M CZK PRIBOR | CZK | 40,358 | 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 | |||||||||||||||||||||||
Counterparty | by Fund | by Fund | Amount (a) | Date | Paid | Received | Value ╪ | Asset | Liability | |||||||||||||||||||||
GSC | CLICP Camara | 5.02% Fixed | CLP | 120,700 | 09/10/17 | $ | – | $ | – | $ | 5 | $ | 5 | $ | – | |||||||||||||||
GSC | CLICP Camara | 5.15% Fixed | CLP | 261,610 | 11/20/17 | – | – | 13 | 13 | – | ||||||||||||||||||||
GSC | CLICP Camara | 5.22% Fixed | CLP | 261,605 | 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 | CZK | 46,075 | 03/21/23 | – | – | 43 | 43 | – | ||||||||||||||||||||
JPM | 2.18% Fixed | 6M CZK PRIBOR | CZK | 12,640 | 08/21/22 | – | – | 5 | 5 | – | ||||||||||||||||||||
JPM | 2.23% Fixed | 6M CZK PRIBOR | CZK | 12,645 | 08/21/22 | – | – | 4 | 4 | – | ||||||||||||||||||||
JPM | 2.25% Fixed | 6M CZK PRIBOR | CZK | 18,965 | 08/21/22 | – | – | 5 | 5 | – | ||||||||||||||||||||
JPM | 2.30% Fixed | 6M CZK PRIBOR | CZK | 33,954 | 08/21/22 | – | – | 6 | 6 | – | ||||||||||||||||||||
JPM | 2.32% Fixed | 6M CZK PRIBOR | CZK | 6,940 | 08/21/22 | – | – | 1 | 1 | – | ||||||||||||||||||||
JPM | 2.34% Fixed | 6M CZK PRIBOR | CZK | 15,650 | 05/21/22 | – | – | (2 | ) | – | (2 | ) | ||||||||||||||||||
JPM | 2.39% Fixed | 6M CZK PRIBOR | CZK | 11,440 | 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 | CZK | 39,210 | 11/06/17 | – | – | 1 | 1 | – | ||||||||||||||||||||
MSC | 2.58% Fixed | 6M CZK PRIBOR | CZK | 8,000 | 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 | Realized | Change in | Net | Purchases | Sales | Transfers | Transfers | Balance | ||||||||||||||||||||||||||||
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 | 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. | ||||||||
EUR | 5,545 | 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. | ||||||||
EUR | 5,000 | 8.75%, 05/15/2018 ■ | 6,811 | |||||
Gray Television, Inc. | ||||||||
4,785 | 7.50%, 10/01/2020 | 5,108 | ||||||
Great Canadian Gaming Co. | ||||||||
CAD | 6,615 | 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. | ||||||||
EUR | 4,845 | 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 | ||||||||
EUR | 4,925 | 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 | ||||||||
EUR | 4,800 | 9.50%, 10/29/2049 § | 7,056 | |||||
Kion Finance S.A. | ||||||||
EUR | 4,000 | 4.72%, 02/15/2020 ■Δ | 5,476 | |||||
EUR | 8,580 | 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. | ||||||||
EUR | 2,500 | 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. | ||||||||
EUR | 6,550 | 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. | ||||||||
EUR | 6,500 | 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. | ||||||||
EUR | 13,375 | 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. | ||||||||
GBP | 12,500 | 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. | ||||||||
EUR | 5,220 | 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 | ||||||||
EUR | 7,475 | 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 | ||||||
EUR | 1,108 | 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 | ||||||
EUR | 3,642 | 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. | ||||||||
GBP | 5,000 | 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 | ||||||
EUR | 3,625 | 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 | ||||||
GBP | 13,800 | 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 | ||||||
EUR | 17,268 | 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. |
Δ | Variable 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. |
Þ | This 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) |
Б | This 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 | 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. | ||||||||
EUR | 1,630 | 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. | ||||||||
EUR | 2,000 | 8.75%, 05/15/2018 ■ | 2,724 | |||||
Gray Television, Inc. | ||||||||
955 | 7.50%, 10/01/2020 | 1,020 | ||||||
Great Canadian Gaming Co. | ||||||||
CAD | 1,295 | 6.63%, 07/25/2022 ■‡ | 1,231 | |||||
Sinclair Television Group, Inc. | ||||||||
1,000 | 5.38%, 04/01/2021 | 990 | ||||||
Snai S.p.A. | ||||||||
EUR | 2,515 | 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. | ||||||||
EUR | 2,655 | 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 | ||||||||
EUR | 650 | 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 | ||||||||
EUR | 650 | 9.50%, 10/29/2049 § | 955 | |||||
Kion Finance S.A. | ||||||||
EUR | 1,000 | 4.72%, 02/15/2020 ■Δ | 1,369 | |||||
EUR | 450 | 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 | ||||||||
EUR | 1,105 | 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. | ||||||||
EUR | 580 | 6.75%, 04/01/2020 ■ | 820 | |||||
Cerved Technologies S.p.A. | ||||||||
EUR | 500 | 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 | ||||||||
GBP | 1,000 | 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. | ||||||||
EUR | 725 | 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. | ||||||||
EUR | 1,000 | 6.75%, 03/15/2023 ■ | 1,393 | |||||
Wind Acquisition Finance S.A. | ||||||||
EUR | 1,625 | 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. | ||||||||
GBP | 2,500 | 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. | ||||||||
EUR | 580 | 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 | ||||||||
EUR | 525 | 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 | ||||||||
EUR | 920 | 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 | ||||||
EUR | 1,737 | 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 | ||||||
EUR | 560 | 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. | ||||||||
EUR | 2,000 | 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. | ||||||||
GBP | 1,000 | 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. | ||||||||
EUR | 1,589 | 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 | ||||||||
GBP | 1,200 | 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 | ||||||
EUR | 1,875 | 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 |
Δ | Variable 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. |
Þ | This security may pay interest in additional principal instead of cash. |
Б | This 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 | ||||||||
EUR | 425 | 2.00%, 02/24/2028 § | 328 | |||||
2,071 | ||||||||
Ireland - 0.6% | ||||||||
Ireland (Republic of) | ||||||||
EUR | 1,545 | 4.50%, 10/18/2018 | 2,342 | |||||
EUR | 725 | 5.90%, 10/18/2019 | 1,174 | |||||
3,516 | ||||||||
Italy - 0.8% | ||||||||
Italy Buoni Poliennali del Tesoro | ||||||||
EUR | 1,332 | 2.10%, 09/15/2017 ◄§ | 1,850 | |||||
EUR | 1,700 | 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 | |||||
NZD | 2,006 | 3.00%, 09/20/2030 ◄ | 1,652 | |||||
New Zealand (Government of) | ||||||||
NZD | 1,916 | 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 | |||||
EUR | 350 | 4.75%, 06/14/2019 ■ | 488 | |||||
2,453 | ||||||||
South Korea - 0.4% | ||||||||
Korea (Republic of) | ||||||||
KRW | 2,422,100 | 1.13%, 06/10/2023 ◄ | 2,139 | |||||
Sweden - 0.7% | ||||||||
Sweden (Kingdom of) | ||||||||
SEK | 16,700 | 3.50%, 06/01/2022 | 2,827 | |||||
SEK | 4,967 | 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 | ||||||||
HKD | 5 | 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. |
Δ | Variable 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. |
β | This 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 | 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 | Market | Unrealized | 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 | Upfront | Market | Unrealized | ||||||||||||||||||||||||||
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 | |||||||||||||||||||||||
Counterparty | by Fund | by Fund | Amount (a) | Date | Paid | Received | Value ╪ | Asset | Liability | |||||||||||||||||||||
GSC | 1.62% Fixed | 6M CHF LIBOR | CHF | 8,270 | 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 | ||||||||||||||||||||||||
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 | Realized | Change in | Net | Purchases | Sales | Transfers | Transfers | Balance | ||||||||||||||||||||||||||||
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 | ||||||||
NZD | 50 | 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 | ||||||||
JPY | 80,000 | Expiration: 05/14/2019, Exercise Rate: 0.45% | 1 | |||||
JPY | 77,625 | Expiration: 05/12/2014, Exercise Rate: 0.46% | 1 | |||||
JPY | 50,815 | 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 |
Δ | Variable 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) |
и | This 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. |
Ҹ | This 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. |
æ | This 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. |
Ð | This 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. |
Ө | This security, or a portion of this security, has been pledged as collateral in connection with centrally cleared swap contracts. |
Θ | At 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 | |||||
TRY | 6,009 | 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. |
Ψ | The company is in bankruptcy. The investment held by the Fund is current with respect to interest payments. |
Δ | Variable 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.
Þ | This 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. |
Δ | Variable 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 |
Δ | Variable 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) | ||||||||
BRL | 2,778 | 6.00%, 08/15/2022 ◄ | $ | 1,089 | ||||
Mexico - 4.8% | ||||||||
Mexican Udibonos | ||||||||
MXN | 76,590 | 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. | ||||||||
JPY | 52 | 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. | ||||||||
HKD | 42 | 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 | ||||||||
KRW | 2,281 | Expiration: 04/28/2014, Exercise Price: 235.41 KRW | 4 | |||||
KRW | 4,476 | Expiration: 04/28/2014, Exercise Price: 236.31 KRW | 8 | |||||
KRW | 3,328 | 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 | ||||||||
TWD | 2 | Expiration: 04/28/2014, Exercise Price: 8,054.10 TWD | 6 | |||||
TWD | 2 | 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.
Θ | At 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 | JPY | 52,000 | $ | 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 | CHF | 1,173 | 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. |
Δ | Variable 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 | 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 | Realized | Change
in | Net | Purchases | Sales | Transfers | Transfers | Balance | ||||||||||||||||||||||||||||
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 | ||||||||||
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 | ||||||||||
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. | ||||||||
EUR | 1,450 | 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) | ||||||||
EUR | 465 | 1.15%, 10/19/2018 ■ | 637 | |||||
EUR | 180 | 1.75%, 10/20/2023 ■ | 239 | |||||
876 | ||||||||
Belgium - 0.3% | ||||||||
Belgium (Kingdom of) | ||||||||
EUR | 435 | 4.00%, 03/28/2022 ╦ | 681 | |||||
EUR | 620 | 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) | ||||||||
CAD | 300 | 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 | ||||||
COP | 56,000 | 9.85%, 06/28/2027 ╦ | 34 | |||||
2,105 | 11.75%, 02/25/2020 ╦ | 3,000 | ||||||
COP | 103,000 | 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) | ||||||||
EUR | 150 | 1.13%, 09/15/2018 ■ | $ | 206 | ||||
EUR | 90 | 1.50%, 04/15/2023 § | 118 | |||||
324 | ||||||||
France - 0.5% | ||||||||
France (Government of) | ||||||||
EUR | 1,850 | 1.00%, 11/25/2018 | 2,507 | |||||
Germany - 0.0% | ||||||||
Bundesobligation | ||||||||
EUR | 185 | 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 | ||||||
HUF | 123,980 | 6.75%, 02/24/2017 ╦ | 567 | |||||
HUF | 21,650 | 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) | ||||||||
EUR | 365 | 4.50%, 10/18/2018 - 04/18/2020 ╦ | 553 | |||||
Italy - 0.8% | ||||||||
Italy (Republic of) | ||||||||
EUR | 100 | 3.00%, 11/01/2015 | 140 | |||||
EUR | 120 | 4.50%, 07/15/2015 | 170 | |||||
Italy Buoni Poliennali del Tesoro | ||||||||
EUR | 2,625 | 3.50%, 11/01/2017 ╦ | 3,734 | |||||
4,044 | ||||||||
Japan - 4.2% | ||||||||
Japan (Government of) | ||||||||
JPY | 1,671,620 | 0.10%, 09/10/2023 ◄╦ | 17,470 | |||||
JPY | 141,750 | 0.30%, 03/20/2017 ╦ | 1,395 | |||||
JPY | 82,700 | 0.50%, 03/20/2016 ╦ | 816 | |||||
JPY | 290,000 | 1.30%, 12/20/2018 | 2,990 | |||||
22,671 | ||||||||
Malaysia - 0.3% | ||||||||
Malaysia (Government of) | ||||||||
MYR | 1,620 | 4.26%, 09/15/2016 ╦ | 496 | |||||
MYR | 3,065 | 4.38%, 11/29/2019 ╦ | 932 | |||||
MYR | 1,020 | 5.09%, 04/30/2014 ╦ | 306 | |||||
1,734 | ||||||||
Mexico - 1.9% | ||||||||
Mexican Bonos | ||||||||
MXN | 4,998 | 6.50%, 06/10/2021 ╦ | 378 | |||||
MXN | 2,125 | 7.75%, 12/14/2017 ╦ | 174 | |||||
MXN | 1,749 | 8.00%, 06/11/2020 ☼ | 145 | |||||
MXN | 6,916 | 9.50%, 12/18/2014 ╦ | 542 | |||||
MXN | 14,971 | 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 | ||||||
MXN | 2,238 | 6.50%, 06/09/2022 ╦ | 168 | |||||
9,956 | ||||||||
Netherlands - 0.3% | ||||||||
Netherlands (Kingdom of) | ||||||||
EUR | 345 | 2.25%, 07/15/2022 ■ | 486 | |||||
EUR | 575 | 4.00%, 07/15/2018 ■╦ | 887 | |||||
1,373 | ||||||||
Norway - 0.0% | ||||||||
Norway (Kingdom of) | ||||||||
NOK | 955 | 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) | ||||||||
PEN | 650 | 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) | ||||||||
PLN | 3,785 | 5.25%, 10/25/2017 - 10/25/2020 ╦ | 1,253 | |||||
PLN | 1,555 | 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) | ||||||||
SGD | 400 | 3.75%, 09/01/2016 ╦ | 339 | |||||
South Africa - 0.8% | ||||||||
South Africa (Republic of) | ||||||||
2,855 | 6.88%, 05/27/2019 ╦ | 3,212 | ||||||
ZAR | 1,000 | 7.00%, 02/28/2031 ╦ | 72 | |||||
ZAR | 7,230 | 8.00%, 12/21/2018 ╦ | 643 | |||||
ZAR | 1,730 | 8.25%, 09/15/2017 ╦ | 157 | |||||
ZAR | 4,600 | 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) | ||||||||
EUR | 1,215 | 4.50%, 01/31/2018 ╦ | $ | 1,796 | ||||
EUR | 650 | 5.50%, 04/30/2021 ╦ | 1,010 | |||||
2,806 | ||||||||
Sweden - 0.1% | ||||||||
Sweden (Kingdom of) | ||||||||
SEK | 535 | 1.50%, 11/13/2023 | 76 | |||||
SEK | 2,615 | 3.75%, 08/12/2017 ╦ | 434 | |||||
510 | ||||||||
Switzerland - 0.0% | ||||||||
Switzerland (Republic of) | ||||||||
CHF | 50 | 2.00%, 05/25/2022 ╦§ | 61 | |||||
CHF | 145 | 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 | ||||||
TRY | 1,000 | 10.00%, 06/17/2015 | 439 | |||||
TRY | 785 | 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) | ||||||||
GBP | 580 | 1.00%, 09/07/2017 § | 944 | |||||
GBP | 250 | 1.25%, 07/22/2018 ╦§ | 404 | |||||
GBP | 255 | 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. |
Ө | This 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. |
Δ | Variable 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. |
Б | This 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. |
Þ | This security may pay interest in additional principal instead of cash. |
и | This 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
| 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.
Θ | At 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/ | Expiration | Number of | Market | Premiums | Unrealized | |||||||||||||||
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 | Market | Unrealized | 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 | EUR | 1,930 | (1.00 | )% | 12/20/18 | (19 | ) | (22 | ) | – | (3 | ) | 1 | – | |||||||||||||||||||||
ITRX.XOV.20 | ICE | EUR | 13,220 | (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 | Expiration | Upfront | Upfront | Market | Unrealized | ||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||
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 | Market | Unrealized | 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 | Upfront | Market | Unrealized | |||||||||||||||||||||||
Counterparty | by Fund | by Fund | Amount (a) | Date | Paid | Received | Value ╪ | Asset | Liability | |||||||||||||||||||||
CSI | 0.82% Fixed | 6M JPY LIBOR | JPY | 16,740 | 02/18/23 | $ | – | $ | – | $ | (2 | ) | $ | – | $ | (2 | ) | |||||||||||||
DEUT | 0.82% Fixed | 6M JPY LIBOR | JPY | 16,735 | 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 | Upfront | Unrealized | ||||||||||||||||||||||||
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 | Realized | Change in | Net | Purchases | Sales | Transfers | Transfers | Balance | ||||||||||||||||||||||||||||
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) | ||||||||
JPY | 3,240,929 | 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. |
Ө | This security, or a portion of this security, has been pledged as collateral in connection with centrally cleared swap contracts. |
Δ | Variable 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. |
Þ | This 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 | 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 | Market | Unrealized | 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 | EUR | 20,360 | (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 | Upfront | Market | Unrealized | ||||||||||||||||||||||||||
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 | Upfront | Market | Unrealized | ||||||||||||||||||||||||||
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 | Upfront | Unrealized | ||||||||||||||||||||||||||
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 | Realized | Change in | Net | Purchases | Sales | Transfers | Transfers | Balance | ||||||||||||||||||||||||||||
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. | ||||||||
EUR | 300 | 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 | ||||||
COP | 15,000 | 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 | |||||
HUF | 6,030 | 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) | ||||||||
JPY | 492,020 | 0.10%, 09/10/2023 ◄╦ | 5,142 | |||||
Malaysia - 0.2% | ||||||||
Malaysia (Government of) | ||||||||
MYR | 55 | 3.74%, 02/27/2015 | 17 | |||||
MYR | 335 | 4.26%, 09/15/2016 ╦ | 102 | |||||
MYR | 155 | 4.39%, 04/15/2026 ╦ | 46 | |||||
MYR | 125 | 5.09%, 04/30/2014 ╦ | 38 | |||||
MYR | 155 | 5.73%, 07/30/2019 ╦ | 50 | |||||
253 | ||||||||
Mexico - 0.7% | ||||||||
Mexican Bonos | ||||||||
MXN | 2,854 | 6.50%, 06/10/2021 ╦ | 216 | |||||
MXN | 834 | 7.75%, 12/14/2017 - 05/29/2031 ╦ | 65 | |||||
MXN | 673 | 8.50%, 11/18/2038 ╦ | 54 | |||||
MXN | 2,290 | 9.50%, 12/18/2014 ╦ | 180 | |||||
MXN | 8 | 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 | |||||
PEN | 65 | 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 | ||||
PLN | 510 | 5.50%, 04/25/2015 - 10/25/2019 ╦ | 168 | |||||
PLN | 400 | 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 | |||||
ZAR | 1,760 | 6.75%, 03/31/2021 ╦ | 143 | |||||
100 | 6.88%, 05/27/2019 ‡ | 112 | ||||||
ZAR | 900 | 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 | |||||
TRY | 300 | 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. |
Δ | Variable 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. |
Þ | This security may pay interest in additional principal instead of cash. |
Б | This 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. |
Ө | This 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 | 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 | Market | Unrealized | 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 | EUR | 2,980 | (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 | Expiration | Upfront | Upfront | Market | Unrealized | ||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||
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 | Upfront | Unrealized | ||||||||||||||||||||||||
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 | Realized | Change in | Net | Purchases | Sales | Transfers | Transfers Out of | Balance | ||||||||||||||||||||||||||||
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) | ||||||||
AUD | 5,735 | 4.50%, 04/15/2020 | $ | 5,293 | ||||
AUD | 25,000 | 4.75%, 10/21/2015 - 06/15/2016 | 22,809 | |||||
AUD | 43,815 | 5.25%, 03/15/2019 | 41,817 | |||||
AUD | 46,860 | 5.50%, 01/21/2018 - 04/21/2023 | 45,731 | |||||
AUD | 6,020 | 6.00%, 02/15/2017 | 5,749 | |||||
AUD | 12,000 | 6.25%, 04/15/2015 | 10,980 | |||||
132,379 | ||||||||
Belgium - 6.0% | ||||||||
Belgium (Kingdom of) | ||||||||
EUR | 40,000 | 1.25%, 06/22/2018 § | 54,839 | |||||
EUR | 21,940 | 2.25%, 06/22/2023 § | 29,821 | |||||
EUR | 15,000 | 2.75%, 03/28/2016 ■ | 21,297 | |||||
EUR | 11,275 | 4.25%, 09/28/2021 ■ | 17,945 | |||||
123,902 | ||||||||
Brazil - 0.0% | ||||||||
Brazil (Republic of) | ||||||||
BRL | 2,555 | 10.00%, 01/01/2017 | 986 | |||||
Canada - 1.5% | ||||||||
Canada (Government of) | ||||||||
CAD | 34,600 | 1.75%, 03/01/2019 | 31,186 | |||||
Denmark - 7.4% | ||||||||
Denmark (Kingdom of) | ||||||||
DKK | 113,610 | 1.50%, 11/15/2023 | 20,194 | |||||
DKK | 91,035 | 2.50%, 11/15/2016 | 17,498 | |||||
DKK | 80,000 | 3.00%, 11/15/2021 | 16,265 | |||||
DKK | 440,370 | 4.00%, 11/15/2015 - 11/15/2019 | 88,669 | |||||
DKK | 41,355 | 7.00%, 11/10/2024 | 11,422 | |||||
154,048 | ||||||||
Finland - 6.5% | ||||||||
Finland (Republic of) | ||||||||
EUR | 42,710 | 1.13%, 09/15/2018 ■ | 58,572 | |||||
EUR | 25,990 | 1.50%, 04/15/2023 § | 34,247 | |||||
EUR | 18,000 | 1.75%, 04/15/2016 ■ | 25,122 | |||||
EUR | 11,405 | 3.88%, 09/15/2017 ■ | 17,246 | |||||
135,187 | ||||||||
France - 0.5% | ||||||||
France (Government of) | ||||||||
EUR | 7,245 | 2.25%, 05/25/2024 | 9,783 | |||||
Germany - 6.1% | ||||||||
Bundesobligation | ||||||||
EUR | 23,070 | 0.25%, 04/13/2018 | 30,857 | |||||
EUR | 10,000 | 0.75%, 02/24/2017 | 13,715 | |||||
EUR | 15,000 | 1.75%, 10/09/2015 | 20,802 | |||||
Bundesrepublik Deutschland | ||||||||
EUR | 6,770 | 1.50%, 09/04/2022 | 9,209 | |||||
EUR | 18,200 | 2.00%, 01/04/2022 - 08/15/2023 | 25,616 | |||||
EUR | 8,750 | 3.75%, 01/04/2019 | 13,620 | |||||
Bundesschatzanweisungen | ||||||||
EUR | 10,005 | 0.19%, 12/11/2015 ○ | 13,476 | |||||
127,295 | ||||||||
Italy - 2.7% | ||||||||
Italy (Republic of) | ||||||||
EUR | 7,020 | 3.00%, 11/01/2015 | 9,804 | |||||
EUR | 32,905 | 4.50%, 07/15/2015 - 03/01/2019 | 47,281 | |||||
57,085 | ||||||||
Mexico - 3.1% | ||||||||
Mexican Bonos | ||||||||
MXN | 690,068 | 10.00%, 12/05/2024 | 64,739 | |||||
Netherlands - 7.4% | ||||||||
Netherlands (Government of) | ||||||||
EUR | 35,300 | 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 |
Ψ | The company is in bankruptcy. The investment held by the Fund is current with respect to interest payments. |
Δ | Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2014. |
Þ | This 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. |
и | This 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. |
Ҹ | This 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. |
æ | This 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) |
Є | This 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 |