N-Q 1 v404602_nq.htm FORM N-Q

 

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

 

FORM N-Q

 

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY

 

Investment Company Act file number: 811-07589

 

THE HARTFORD MUTUAL FUNDS, INC.

(Exact name of registrant as specified in charter)

 

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

(Address of Principal Executive Offices) (Zip Code)

 

Edward P. Macdonald, Esquire

Hartford Funds Management Company, LLC

5 Radnor Corporate Center, Suite 300

100 Matsonford Road

Radnor, PA 19087

(Name and Address of Agent for Service)

 

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

 

Date of fiscal year end: October 31

 

Date of reporting period: January 31, 2015

 

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 Fund
Schedule of Investments
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Common Stocks - 65.6% 
     Automobiles and Components - 0.5%     
 269   Ford Motor Co.   $3,954 
           
     Banks - 3.6%     
 30   M&T Bank Corp.    3,361 
 101   PNC Financial Services Group, Inc.    8,522 
 288   Wells Fargo & Co.    14,942 
         26,825 
     Capital Goods - 4.4%     
 62   3M Co.    10,046 
 92   Eaton Corp. plc    5,798 
 115   Fortune Brands Home & Security, Inc.    5,169 
 93   Ingersoll-Rand plc    6,182 
 46   United Technologies Corp.    5,245 
         32,440 
     Consumer Durables and Apparel - 0.5%     
 34   PVH Corp.    3,793 
           
     Diversified Financials - 6.1%     
 36   Ameriprise Financial, Inc.    4,548 
 23   BlackRock, Inc.    7,695 
 165   Citigroup, Inc.    7,733 
 30   Goldman Sachs Group, Inc.    5,207 
 165   Invesco Ltd.    6,046 
 247   JP Morgan Chase & Co.    13,426 
         44,655 
     Energy - 5.0%     
 65   Anadarko Petroleum Corp.    5,289 
 230   BG Group plc    3,066 
 58   Chevron Corp.    5,957 
 45   EOG Resources, Inc.    4,006 
 97   Exxon Mobil Corp.    8,515 
 106   Halliburton Co.    4,231 
 53   Occidental Petroleum Corp.    4,232 
 69   Southwestern Energy Co. ●    1,708 
         37,004 
     Food and Staples Retailing - 1.2%     
 89   CVS Health Corp.    8,766 
           
     Food, Beverage and Tobacco - 3.2%     
 32   Anheuser-Busch InBev N.V. ADR    3,943 
 122   Coca-Cola Co.    5,031 
 35   Diageo plc ADR    4,181 
 86   Kraft Foods Group, Inc.    5,605 
 137   Mondelez International, Inc.    4,842 
         23,602 
     Health Care Equipment and Services - 3.0%     
 64   Baxter International, Inc.    4,514 
 149   Medtronic plc    10,664 
 68   UnitedHealth Group, Inc.    7,246 
         22,424 
     Insurance - 2.2%     
 107   American International Group, Inc.    5,205 
 162   Marsh & McLennan Cos., Inc.    8,700 
 74   Unum Group    2,288 
         16,193 
     Materials - 1.8%     
 119   Dow Chemical Co.    5,374 
 98   International Paper Co.    5,145 
 60   Nucor Corp.    2,614 
         13,133 
     Media - 2.9%     
 76   CBS Corp. Class B    4,176 
 107   Comcast Corp. Class A    5,708 
 112   Thomson Reuters Corp.    4,297 
 76   Walt Disney Co.    6,904 
         21,085 
     Pharmaceuticals, Biotechnology and Life Sciences - 10.0%     
 74   Agilent Technologies, Inc.    2,784 
 44   Amgen, Inc.    6,669 
 79   AstraZeneca plc ADR    5,605 
 155   Bristol-Myers Squibb Co.    9,318 
 52   Celgene Corp. ●    6,184 
 89   Gilead Sciences, Inc. ●    9,303 
 28   Johnson & Johnson    2,774 
 223   Merck & Co., Inc.    13,460 
 20   Roche Holding AG    5,513 
 90   UCB S.A.    6,959 
 45   Vertex Pharmaceuticals, Inc. ●    4,967 
         73,536 
     Real Estate - 0.2%     
 75   Paramount Group, Inc. ●    1,453 
           
     Retailing - 2.8%     
 2,007   Allstar Co. ⌂●†    1,854 
 7   AutoZone, Inc. ●    4,238 
 75   Home Depot, Inc.    7,832 
 67   Nordstrom, Inc.    5,105 
 32   Tory Burch LLC ⌂●†    1,916 
         20,945 
     Semiconductors and Semiconductor Equipment - 4.2%     
 115   Analog Devices, Inc.    5,966 
 276   Intel Corp.    9,103 
 442   Marvell Technology Group Ltd.    6,843 
 277   Maxim Integrated Products, Inc.    9,163 
         31,075 
     Software and Services - 6.4%     
 78   Accenture plc    6,513 
 95   eBay, Inc. ●    5,040 
 20   Google, Inc. Class C ●    10,797 
 300   Microsoft Corp.    12,136 
 139   Oracle Corp.    5,823 
 282   Symantec Corp.    6,993 
         47,302 
     Technology Hardware and Equipment - 5.0%     
 145   Apple, Inc.    17,035 
 487   Cisco Systems, Inc.    12,834 
 281   EMC Corp.    7,297 
         37,166 
     Telecommunication Services - 0.4%     
 56   Verizon Communications, Inc.    2,566 
           
     Transportation - 0.9%     
 41   FedEx Corp.    6,849 

 

1
 

 

The Hartford Balanced Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Common Stocks - 65.6% - (continued) 
     Utilities - 1.3%     
 85   NextEra Energy, Inc.   $9,253 
           
     Total Common Stocks     
     ( Cost $340,548)   $484,019 
           

Asset and Commercial Mortgage Backed Securities - 0.9%

     
     Finance and Insurance - 0.9%     
     Ally Master Owner Trust     
$900    1.54%, 09/15/2019   $901 
 975    1.60%, 10/15/2019    981 
     AmeriCredit Automobile Receivables Trust     
 130    2.72%, 09/09/2019    133 
     First Investors Automotive Owner Trust     
 320    1.67%, 11/16/2020 ■    321 
     Ford Credit Automotive Owner Trust     
 100    1.36%, 10/15/2018    100 
     Ford Credit Floorplan Master Owner Trust     
 100    2.09%, 03/15/2022 ■    101 
     Hilton USA Trust     
 345    2.66%, 11/05/2030 ■    347 
     Hyundai Automotive Receivables Trust     
 100    2.48%, 03/15/2019    103 
     JP Morgan Chase Commercial Mortgage Securities Corp.     
 360    5.70%, 02/12/2049 Δ    387 
     LB-UBS Commercial Mortgage Trust     
 144    6.15%, 04/15/2041 Δ    159 
     Merrill Lynch/Countrywide Commercial Mortgage Trust     
 740    5.74%, 06/12/2050 Δ    801 
     Prestige Automotive Receivables Trust     
 120    1.91%, 04/15/2020 ■    120 
     Santander Drive Automotive Receivables Trust     
 742    2.25%, 06/17/2019    751 
 85    2.33%, 11/15/2019    85 
 491    2.36%, 04/15/2020    496 
 140    2.57%, 03/15/2019    143 
     SBA Tower Trust     
 310    2.90%, 10/15/2044 ■Δ    315 
     Wachovia Bank Commercial Mortgage Trust     
 452    5.31%, 11/15/2048    478 
     Westlake Automobile Receivables Trust     
 360    0.97%, 10/16/2017 ■    360 
         7,082 
           
     Total Asset and Commercial Mortgage Backed Securities     
     (Cost $7,058)   $7,082 
           

Corporate Bonds - 11.3%

     
     Accommodation and Food Services - 0.0%     
     Sysco Corp.     
$85    3.00%, 10/02/2021   $89 
 50    3.50%, 10/02/2024    52 
         141 
     Air Transportation - 0.2%     
     Continental Airlines, Inc.     
 623    5.98%, 04/19/2022    679 
     Southwest Airlines Co.     
 400    5.75%, 12/15/2016    433 
 514    6.15%, 08/01/2022    588 
         1,700 
     Arts, Entertainment and Recreation - 0.6%     
     21st Century Fox America     
 180    4.00%, 10/01/2023    197 
 300    4.75%, 09/15/2044    353 
     Comcast Corp.     
 1,000    5.90%, 03/15/2016    1,059 
 150    6.40%, 05/15/2038    211 
     DirecTV Holdings LLC     
 65    3.95%, 01/15/2025    68 
 460    4.45%, 04/01/2024    500 
     Discovery Communications, Inc.     
 55    3.25%, 04/01/2023    55 
     News America, Inc.     
 220    4.50%, 02/15/2021    247 
     Sky plc     
 645    3.75%, 09/16/2024 ■    675 
     Time Warner Cable, Inc.     
 780    5.85%, 05/01/2017    854 
 80    6.55%, 05/01/2037    105 
 60    7.30%, 07/01/2038    84 
     Viacom, Inc.     
 145    3.88%, 12/15/2021    154 
         4,562 
     Beverage and Tobacco Product Manufacturing - 0.5%     
     Altria Group, Inc.     
 330    4.50%, 05/02/2043    350 
 420    4.75%, 05/05/2021    472 
     Anheuser-Busch InBev Worldwide, Inc.     
 610    7.75%, 01/15/2019    748 
     BAT International Finance plc     
 565    3.25%, 06/07/2022 ■    587 
     Coca-Cola Femsa S.A.B. de C.V.     
 222    2.38%, 11/26/2018    226 
 250    3.88%, 11/26/2023    271 
     Molson Coors Brewing Co.     
 12    2.00%, 05/01/2017    12 
 180    3.50%, 05/01/2022    189 
 85    5.00%, 05/01/2042    98 
     Philip Morris International, Inc.     
 300    2.63%, 03/06/2023    302 
         3,255 
     Chemical Manufacturing - 0.0%     
     Monsanto Co.     
 65    4.70%, 07/15/2064    75 
           
     Computer and Electronic Product Manufacturing - 0.1%     
     Apple, Inc.     
 300    2.85%, 05/06/2021    315 
 270    3.45%, 05/06/2024    294 
 35    4.45%, 05/06/2044    42 
     EMC Corp.     
 366    1.88%, 06/01/2018    370 
         1,021 

 

2
 

 

The Hartford Balanced Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Corporate Bonds - 11.3% - (continued) 
     Couriers and Messengers - 0.1%     
     FedEx Corp.     
$50    2.63%, 08/01/2022   $50 
 80    2.70%, 04/15/2023    81 
 180    4.90%, 01/15/2034    210 
 300    5.10%, 01/15/2044    360 
         701 
     Finance and Insurance - 4.9%     
     ACE INA Holdings, Inc.     
 185    3.35%, 05/15/2024    196 
     American Express Centurion Bank     
 1,200    6.00%, 09/13/2017    1,341 
     American International Group, Inc.     
 330    3.88%, 01/15/2035    338 
     American Tower Corp.     
 450    3.45%, 09/15/2021    460 
     AvalonBay Communities, Inc.     
 150    3.63%, 10/01/2020    159 
     Bank of America Corp.     
 750    4.20%, 08/26/2024    779 
 560    5.00%, 05/13/2021    636 
 1,200    5.42%, 03/15/2017    1,291 
     Barclays Bank plc     
 200    2.50%, 02/20/2019    206 
 350    3.75%, 05/15/2024    377 
 150    6.05%, 12/04/2017 ■    166 
     BNP Paribas     
 425    2.40%, 12/12/2018    435 
 65    3.25%, 03/03/2023    68 
     BP Capital Markets plc     
 25    3.99%, 09/26/2023    27 
 575    4.75%, 03/10/2019    636 
     BPCE S.A.     
 375    2.50%, 12/10/2018    384 
 250    4.00%, 04/15/2024    272 
 200    5.15%, 07/21/2024 ■    214 
     Brandywine Operating Partnership L.P.     
 350    5.70%, 05/01/2017    378 
     Capital One Bank     
 345    2.15%, 11/21/2018    349 
     Capital One Financial Corp.     
 445    2.15%, 03/23/2015    446 
 615    3.75%, 04/24/2024    647 
     Caterpillar Financial Services Corp.     
 400    3.30%, 06/09/2024    424 
     CDP Financial, Inc.     
 575    4.40%, 11/25/2019 ■    644 
     Citigroup, Inc.     
 255    2.50%, 07/29/2019    259 
 300    4.95%, 11/07/2043    354 
 140    5.30%, 05/06/2044    159 
 550    5.85%, 08/02/2016    588 
 300    6.13%, 05/15/2018    340 
 105    8.13%, 07/15/2039    163 
     Credit Agricole S.A.     
 405    2.50%, 04/15/2019 ■    417 
     Credit Suisse New York     
 250    2.30%, 05/28/2019    254 
 335    3.63%, 09/09/2024    352 
     Discover Financial Services     
 645    6.45%, 06/12/2017    713 
     Eaton Vance Corp.     
 99    6.50%, 10/02/2017    111 
     Fifth Third Bancorp     
 450    2.88%, 10/01/2021    463 
     Five Corners Funding Trust     
 215    4.42%, 11/15/2023 ■    235 
     Ford Motor Credit Co. LLC     
 615    2.38%, 03/12/2019    622 
     General Electric Capital Corp.     
 400    3.10%, 01/09/2023    414 
 800    4.63%, 01/07/2021    909 
 925    5.88%, 01/14/2038    1,226 
     Goldman Sachs Group, Inc.     
 655    2.38%, 01/22/2018    668 
 275    3.63%, 01/22/2023    287 
 250    3.70%, 08/01/2015    254 
 595    5.63%, 01/15/2017    640 
 470    6.25%, 02/01/2041    624 
     HCP, Inc.     
 335    6.00%, 01/30/2017    366 
     HSBC Holdings plc     
 650    6.10%, 01/14/2042    910 
     ING Bank N.V.     
 900    3.75%, 03/07/2017 ■    946 
     JP Morgan Chase & Co.     
 650    3.25%, 09/23/2022    670 
 180    3.38%, 05/01/2023    180 
 230    5.40%, 01/06/2042    287 
 100    6.30%, 04/23/2019    117 
     Korea Development Bank     
 550    2.50%, 03/11/2020    562 
     Liberty Mutual Group, Inc.     
 100    4.25%, 06/15/2023 ■    107 
     Loews Corp.     
 165    2.63%, 05/15/2023    161 
     Macquarie Bank Ltd.     
 100    2.40%, 01/21/2020 ■    101 
     Merrill Lynch & Co., Inc.     
 300    6.40%, 08/28/2017    335 
     MetLife, Inc.     
 60    1.90%, 12/15/2017    61 
 485    3.60%, 04/10/2024    518 
 195    4.88%, 11/13/2043    234 
     Morgan Stanley     
 425    2.50%, 01/24/2019    433 
 625    3.70%, 10/23/2024    658 
 550    5.75%, 01/25/2021    644 
     National City Corp.     
 125    6.88%, 05/15/2019    149 
     Nationwide Building Society     
 345    2.35%, 01/21/2020 ■    349 
     Nissan Motor Acceptance Corp.     
 700    1.80%, 03/15/2018 ■    701 
     Prudential Financial, Inc.     
 200    3.50%, 05/15/2024    210 
 300    4.50%, 11/15/2020    335 
     Rabobank Nederland     
 750    3.20%, 03/11/2015 ■    752 
     Republic New York Capital I     
 250    7.75%, 11/15/2026    252 

 

3
 

 

The Hartford Balanced Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Corporate Bonds - 11.3% - (continued) 
     Finance and Insurance - 4.9% - (continued)     
     Scentre Group     
$345    2.38%, 11/05/2019 ■   $350 
     Sovereign Bancorp, Inc.     
 1,000    8.75%, 05/30/2018    1,196 
     State Grid Overseas Investment     
 380    2.75%, 05/07/2019 ■    387 
     Synchrony Financial     
 115    2.70%, 02/03/2020 ☼    116 
 75    3.00%, 08/15/2019    77 
     Teachers Insurance & Annuity Association of America     
 100    4.90%, 09/15/2044 ■    120 
     U.S. Bancorp     
 165    3.70%, 01/30/2024    179 
     Wachovia Corp.     
 100    5.75%, 06/15/2017    111 
     Wellpoint, Inc.     
 631    3.30%, 01/15/2023    645 
     Wells Fargo & Co.     
 1,794    4.48%, 01/16/2024    1,972 
         36,116 
     Food Manufacturing - 0.2%     
     ConAgra Foods, Inc.     
 50    1.90%, 01/25/2018    50 
     Kraft Foods Group, Inc.     
 145    2.25%, 06/05/2017    148 
 25    3.50%, 06/06/2022    26 
     Mondelez International, Inc.     
 40    4.00%, 02/01/2024    43 
 700    4.13%, 02/09/2016    722 
     Tyson Foods, Inc.     
 65    2.65%, 08/15/2019    67 
         1,056 
     Health Care and Social Assistance - 0.9%     
     Actavis Funding SCS     
 250    4.85%, 06/15/2044    261 
     Bayer Finance LLC     
 700    3.00%, 10/08/2021 ■    734 
     Cardinal Health, Inc.     
 195    2.40%, 11/15/2019    199 
 180    3.50%, 11/15/2024    187 
 200    4.50%, 11/15/2044    221 
     Catholic Health Initiatives     
 155    2.60%, 08/01/2018    159 
     Celgene Corp.     
 55    2.25%, 05/15/2019    56 
 125    3.63%, 05/15/2024    132 
     CVS Caremark Corp.     
 470    4.00%, 12/05/2023    518 
     Dignity Health     
 35    2.64%, 11/01/2019    36 
 80    3.81%, 11/01/2024    86 
     Eli Lilly & Co.     
 215    4.65%, 06/15/2044    257 
     Express Scripts Holding Co.     
 315    2.25%, 06/15/2019    318 
 460    3.50%, 06/15/2024    476 
     Forest Laboratories, Inc.     
 260    4.88%, 02/15/2021 ■    284 
     Gilead Sciences, Inc.     
 180    3.50%, 02/01/2025    193 
 195    3.70%, 04/01/2024    213 
 75    4.50%, 02/01/2045    86 
     Kaiser Foundation Hospitals     
 60    3.50%, 04/01/2022    62 
 115    4.88%, 04/01/2042    140 
     McKesson Corp.     
 25    2.85%, 03/15/2023    25 
 205    3.80%, 03/15/2024    219 
     Medtronic, Inc.     
 110    2.50%, 03/15/2020 ■    113 
 155    3.15%, 03/15/2022 ■    163 
 245    3.50%, 03/15/2025 ■    259 
 65    3.63%, 03/15/2024    70 
 190    4.38%, 03/15/2035 ■    211 
 55    4.63%, 03/15/2045 ■    64 
     Merck & Co., Inc.     
 315    2.80%, 05/18/2023    324 
 125    4.15%, 05/18/2043    142 
     New York and Presbyterian (The) Hospital     
 205    4.02%, 08/01/2045 ☼    205 
         6,413 
     Information - 0.7%     
     America Movil S.A.B. de C.V.     
 250    3.13%, 07/16/2022    252 
     AT&T, Inc.     
 25    5.35%, 09/01/2040    28 
 175    6.55%, 02/15/2039    224 
     Cox Communications, Inc.     
 620    4.80%, 02/01/2035 ■    682 
     Orange S.A.     
 650    4.13%, 09/14/2021    716 
     Verizon Communications, Inc.     
 45    3.45%, 03/15/2021    47 
 490    3.50%, 11/01/2021    510 
 880    4.50%, 09/15/2020    971 
 130    4.75%, 11/01/2041    140 
 1,180    6.40%, 09/15/2033    1,527 
         5,097 
     Machinery Manufacturing - 0.1%     
     Caterpillar, Inc.     
 170    3.40%, 05/15/2024    181 
 100    4.30%, 05/15/2044    111 
     Hutchison Whampoa International Ltd.     
 200    3.63%, 10/31/2024 ■    206 
     Parker-Hannifin Corp.     
 90    4.45%, 11/21/2044    105 
         603 
     Mining - 0.1%     
     BHP Billiton Finance USA Ltd.     
 335    3.85%, 09/30/2023    360 
     Rio Tinto Finance USA Ltd.     
 365    3.75%, 09/20/2021    383 
         743 
     Miscellaneous Manufacturing - 0.0%     
     United Technologies Corp.     
 65    3.10%, 06/01/2022    68 

 

4
 

 

The Hartford Balanced Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Corporate Bonds - 11.3% - (continued) 
     Motor Vehicle and Parts Manufacturing - 0.2%     
     Daimler Finance NA LLC     
$1,000    2.63%, 09/15/2016 ■   $1,026 
           
     Petroleum and Coal Products Manufacturing - 1.0%     
     Atmos Energy Corp.     
 1,160    6.35%, 06/15/2017    1,298 
     BG Energy Capital plc     
 525    4.00%, 10/15/2021 ■    554 
     ConocoPhillips     
 35    2.88%, 11/15/2021    36 
 65    4.30%, 11/15/2044    71 
     Devon Energy Corp.     
 77    3.25%, 05/15/2022    78 
     EnCana Corp.     
 685    6.50%, 05/15/2019    752 
     EOG Resources, Inc.     
 570    2.63%, 03/15/2023    567 
     Petroleos Mexicanos     
 655    3.50%, 07/23/2020 ■    658 
     Phillips 66     
 395    4.88%, 11/15/2044    429 
     Pioneer Natural Resources Co.     
 755    7.50%, 01/15/2020    900 
     Schlumberger Investment S.A.     
 330    3.65%, 12/01/2023    359 
     Shell International Finance B.V.     
 200    4.38%, 03/25/2020    226 
     Statoil ASA     
 70    2.25%, 11/08/2019    72 
 30    2.45%, 01/17/2023    30 
 30    2.65%, 01/15/2024    30 
 95    2.75%, 11/10/2021    99 
 355    2.90%, 11/08/2020    372 
 35    3.25%, 11/10/2024    37 
 5    3.70%, 03/01/2024    5 
     Suncor Energy, Inc.     
 125    3.60%, 12/01/2024    128 
     Total Capital S.A.     
 325    2.70%, 01/25/2023    327 
     Western Gas Partners     
 530    4.00%, 07/01/2022    551 
         7,579 
     Pipeline Transportation - 0.2%     
     Enterprise Products Operating LLC     
 200    5.10%, 02/15/2045    228 
     Kinder Morgan Energy Partners L.P.     
 1,000    6.95%, 01/15/2038    1,225 
     Plains All American Pipeline L.P.     
 190    4.90%, 02/15/2045    207 
         1,660 
     Real Estate, Rental and Leasing - 0.2%     
     ERAC USA Finance Co.     
 140    2.35%, 10/15/2019 ■    142 
 70    2.75%, 03/15/2017 ■    72 
 510    4.50%, 08/16/2021 ■    566 
 250    5.63%, 03/15/2042 ■    305 
     WEA Finance, LLC / Westfiled UK & Europe Finance plc     
 650    2.70%, 09/17/2019 ■    662 
         1,747 
     Retail Trade - 0.3%     
     Amazon.com, Inc.     
 285    2.50%, 11/29/2022    279 
 100    4.80%, 12/05/2034    111 
 120    4.95%, 12/05/2044    132 
     AutoZone, Inc.     
 200    3.13%, 07/15/2023    202 
 355    3.70%, 04/15/2022    376 
     Home Depot, Inc.     
 75    4.40%, 03/15/2045    87 
     Kroger (The) Co.     
 125    3.30%, 01/15/2021    131 
 230    4.00%, 02/01/2024    250 
     Lowe's Cos., Inc.     
 600    4.63%, 04/15/2020    674 
         2,242 
     Soap, Cleaning Compound and Toilet Manufacturing - 0.2%     
     Procter & Gamble Co.     
 1,374    9.36%, 01/01/2021    1,708 
           
     Utilities - 0.8%     
     Berkshire Hathaway Energy Co.     
 335    4.50%, 02/01/2045 ■    381 
     Consolidated Edison Co. of NY     
 655    5.30%, 12/01/2016    709 
     Dominion Resources, Inc.     
 550    3.63%, 12/01/2024    581 
     Electricitie De France     
 525    4.88%, 01/22/2044 ■    631 
 525    5.63%, 01/22/2024 ■♠    565 
     Indianapolis Power and Light     
 750    6.60%, 06/01/2037 ■    1,142 
     NiSource Finance Corp.     
 70    4.80%, 02/15/2044    83 
     Northeast Utilities     
 60    3.15%, 01/15/2025    61 
     Pacific Gas & Electric Co.     
 135    3.85%, 11/15/2023    147 
 285    5.13%, 11/15/2043    355 
     Southern California Edison Co.     
 750    5.55%, 01/15/2037    999 
         5,654 
     Wholesale Trade - 0.0%     
     Heineken N.V.     
 245    2.75%, 04/01/2023 ■    247 
 10    4.00%, 10/01/2042 ■    10 
         257 
     Total Corporate Bonds     
     (Cost $76,522)   $83,424 
           

Foreign Government Obligations - 0.1%

     
     Mexico - 0.1%     
     Mexico (United Mexican States)     
$372    3.50%, 01/21/2021   $384 

 

5
 

 

The Hartford Balanced Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Foreign Government Obligations - 0.1% - (continued) 
     Mexico - 0.1% - (continued)     
     Mexico (United Mexican States) - (continued)     
$450    3.60%, 01/30/2025   $463 
        $847 
     Total Foreign Government Obligations     
     (Cost $817)   $847 
           

Municipal Bonds - 1.0%

     
     General Obligations - 0.2%     
     California State GO, Taxable,     
$250    7.55%, 04/01/2039   $403 
     Chicago, IL, Metropolitan Water Reclamation GO,     
 130    5.72%, 12/01/2038    172 
     Illinois State, GO,     
 150    5.10%, 06/01/2033    156 
     Los Angeles, CA, USD GO,     
 800    5.75%, 07/01/2034    1,060 
         1,791 
     Health Care/Services - 0.1%     
     University of California,     
 100    6.55%, 05/15/2048    144 
     University of California, Regents MedCenter Pooled Rev,     
 375    6.58%, 05/15/2049    535 
         679 
     Higher Education (Univ., Dorms, etc.) - 0.1%     
     University of California, Build America Bonds Rev,     
 370    5.77%, 05/15/2043    503 
           
     Tax Allocation - 0.1%     
     Dallas, TX, Area Rapid Transit Sales Tax Rev,     
 425    6.00%, 12/01/2044    615 
           
     Transportation - 0.5%     
     Bay Area, CA, Toll Auth Bridge Rev,     
 650    6.26%, 04/01/2049    959 
     Illinois State Toll Highway Auth, Taxable Rev,     
 350    6.18%, 01/01/2034    473 
     Maryland State Transportation Auth,     
 255    5.89%, 07/01/2043    355 
     New York & New Jersey PA,     
 185    5.86%, 12/01/2024    234 
 115    6.04%, 12/01/2029    150 
     North Texas Tollway Auth Rev,     
 730    6.72%, 01/01/2049    1,125 
         3,296 
     Utilities - Combined - 0.0%     
     New York Utility Debt Securitization Auth,     
 100    3.44%, 12/15/2025    109 
           
     Utilities - Electric - 0.0%     
     Municipal Elec Auth Georgia,     
 150    6.64%, 04/01/2057    213 
           
     Total Municipal Bonds     
     (Cost $5,325)   $7,206 
           

U.S. Government Agencies - 1.6%

     
     FHLMC - 0.4%     
$66    4.00%, 03/01/2041   $71 
 630    4.50%, 08/01/2033    684 
 14    4.50%, 09/01/2033    16 
 5    4.50%, 08/01/2034    5 
 457    4.50%, 08/01/2035    499 
 79    4.50%, 09/01/2035    86 
 9    4.50%, 11/01/2035    10 
 645    4.50%, 03/01/2036    702 
 859    4.50%, 11/01/2043    930 
         3,003 
     FNMA - 0.9%     
 931    4.50%, 06/01/2040    1,013 
 32    4.50%, 07/01/2040    34 
 8    4.50%, 09/01/2040    8 
 517    4.50%, 11/01/2040    563 
 21    4.50%, 02/01/2041    23 
 56    4.50%, 03/01/2041    61 
 72    4.50%, 04/01/2041    78 
 451    4.50%, 06/01/2041    491 
 154    4.50%, 07/01/2041    168 
 956    4.50%, 08/01/2041    1,041 
 951    4.50%, 09/01/2041    1,035 
 235    4.50%, 12/01/2041    257 
 16    4.50%, 09/01/2043    17 
 692    4.50%, 11/01/2043    751 
 100    4.50%, 12/01/2043    109 
 556    4.50%, 03/01/2044    606 
 298    4.50%, 06/01/2044    324 
         6,579 
     GNMA - 0.3%     
 1    6.00%, 11/20/2023    2 
 2    6.00%, 12/20/2023    2 
     6.00%, 01/20/2024     
 4    6.00%, 02/20/2024    4 
 8    6.00%, 06/20/2024    9 
     6.00%, 02/20/2026     
 1    6.00%, 10/20/2026    1 
 1    6.00%, 02/20/2027    1 
     6.00%, 01/20/2028     
 10    6.00%, 02/20/2028    12 
 16    6.00%, 04/20/2028    18 
 7    6.00%, 06/15/2028    8 
 47    6.00%, 07/20/2028    53 
 38    6.00%, 08/20/2028    44 
 12    6.00%, 10/15/2028    14 
 68    6.00%, 11/15/2028    78 
 43    6.00%, 03/20/2029    48 
 36    6.00%, 09/20/2029    41 
 13    6.00%, 03/20/2030    14 
 85    6.00%, 04/20/2030    96 
 23    6.00%, 06/20/2030    26 
 5    6.00%, 08/15/2034    6 
 2    6.00%, 09/15/2034    2 
 1    6.50%, 04/15/2026    1 
 5    6.50%, 02/15/2028    6 
 55    6.50%, 03/15/2028    62 
 6    6.50%, 05/15/2028    7 
 46    6.50%, 07/15/2028    53 
 36    6.50%, 10/15/2028    42 
 2    6.50%, 12/15/2028    2 
 80    6.50%, 01/15/2029    92 

 

6
 

 

The Hartford Balanced Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
U.S. Government Agencies - 1.6% - (continued)    
     GNMA - 0.3% - (continued)      
$16   6.50%, 02/15/2029  $19 
 207   6.50%, 03/15/2029   237 
 32   6.50%, 04/15/2029   36 
 18   6.50%, 05/15/2029   20 
 18   6.50%, 06/15/2029   22 
 28   6.50%, 02/15/2035   34 
 73   7.00%, 11/15/2031   87 
 46   7.00%, 03/15/2032   54 
 294   7.00%, 11/15/2032   361 
 9   7.00%, 01/15/2033   11 
 30   7.00%, 05/15/2033   36 
 62   7.00%, 07/15/2033   74 
 87   7.00%, 11/15/2033   107 
 5   8.00%, 12/15/2029   5 
 4   8.00%, 04/15/2030   4 
 8   8.00%, 05/15/2030   9 
 1   8.00%, 07/15/2030   1 
 18   8.00%, 08/15/2030   18 
 15   8.00%, 11/15/2030   17 
 86   8.00%, 02/15/2031   95 
         1,991 
     Total U.S. Government Agencies     
     (Cost $11,158)  $11,573 
           
U.S. Government Securities - 15.9%
Other Direct Federal Obligations - 0.9%
     FFC - 0.9%      
$5,000   9.80%, 04/06/2018  $6,366 
           
U.S. Treasury Securities - 15.0%     
     U.S. Treasury Bonds - 2.3%      
 865   2.75%, 11/15/2042   953 
 5,420   2.88%, 05/15/2043   6,122 
 2,168   3.13%, 02/15/2043   2,562 
 2,825   3.13%, 08/15/2044   3,352 
 1,705   3.38%, 05/15/2044   2,118 
 1,400   6.00%, 02/15/2026 ‡   1,995 
         17,102 
     U.S. Treasury Notes - 12.7%      
 600   0.38%, 06/30/2015 □   601 
 3,750   0.38%, 05/31/2016   3,754 
 15,000   0.50%, 08/31/2016   15,034 
 4,500   0.50%, 11/30/2016   4,507 
 4,205   0.63%, 12/31/2016   4,219 
 1,500   0.63%, 05/31/2017   1,502 
 534   0.88%, 01/31/2017   538 
 5,400   1.00%, 09/30/2016   5,456 
 2,500   1.00%, 12/15/2017   2,518 
 3,900   1.00%, 05/31/2018   3,914 
 1,525   1.25%, 11/30/2018   1,539 
 9,400   1.38%, 09/30/2018   9,541 
 3,000   1.50%, 06/30/2016   3,050 
 2,000   1.50%, 11/30/2019   2,030 
 8,280   1.63%, 07/31/2019   8,460 
 9,745   1.75%, 09/30/2019   10,005 
 3,190   2.25%, 11/15/2024   3,353 
 2,520   2.38%, 08/15/2024   2,677 
 1,850   2.75%, 02/15/2024   2,024 
 955   3.50%, 05/15/2020   1,065 
 1,950   3.88%, 05/15/2018    2,140 
 5,200   4.50%, 05/15/2017    5,663 
         93,590 
         110,692 
     Total U.S. Government Securities     
     (Cost $110,726)   $117,058 
           
     Total Long-Term Investments     
     (Cost $552,154)   $711,209 
           
Short-Term Investments - 3.4%     
Repurchase Agreements - 3.4%     
     Bank of America Merrill Lynch Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $25, collateralized by U.S. Treasury
Note 0.88%, 2017, value of $25)
     
$25    0.04%, 1/31/15   $25 
     Bank of America Merrill Lynch TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $1,070, collateralized by FHLMC
3.50% - 4.00%, 2032 - 2045, FNMA 1.83% -
4.50%, 2025 - 2045, value of $1,092)
     
 1,070    0.06%, 1/31/15    1,070 
     Bank of Montreal  TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$7,765, collateralized by U.S. Treasury Bill
0.04% - 0.25%, 2015 - 2016, U.S. Treasury
Bond 3.00% - 9.88%, 2015 - 2044, U.S.
Treasury Note 0.25% - 4.63%, 2015 - 2022,
value of $7,920)
     
 7,765    0.05%, 1/31/15    7,765 
     Bank of Montreal TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$1,808, collateralized by FHLMC 2.00% - 5.50%,
2022 - 2044, FNMA 3.00% - 4.00%, 2022 -
2042, GNMA 3.00%, 2043, U.S. Treasury Bill
0.25%, 2016, U.S. Treasury Note 0.75% -
2.50%, 2017 - 2024, value of $1,844)
     
 1,808    0.06%, 1/31/15    1,808 
     Barclays Capital TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$5,172, collateralized by U.S. Treasury Note
1.50% - 2.00%, 2016 - 2023, value of $5,276)
     
 5,172    0.04%, 1/31/15    5,172 
     Citigroup Global Markets, Inc. TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $3,363, collateralized by U.S.
Treasury Bond 3.75% - 4.50%, 2038 - 2043,
value of $3,430)
     
 3,363    0.05%, 1/31/15    3,363 

 

7
 

 

The Hartford Balanced Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Short-Term Investments - 3.4% - (continued)          
Repurchase Agreements - 3.4% - (continued)          
     Deutsche Bank Securities TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $295, collateralized by FHLMC 2.50%
- 6.50%, 2020 - 2041, FNMA 2.50% - 6.50%,
2016 - 2047, GNMA 3.50%, 2045, U.S. Treasury
Bill 0.07% - 0.25%, 2015 - 2016, U.S. Treasury
Bond 2.38% - 5.38%, 2027 - 2043, U.S.
Treasury Note 0.13% - 4.63%, 2015 - 2024,
value of $301)
          
$295   0.05%, 1/31/15       $295 
     Royal Bank of Scotland TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $1,237, collateralized by U.S.
Treasury Bond 8.13%, 2019, U.S. Treasury Note
2.38% - 3.63%, 2020 - 2024, value of $1,261)
          
 1,236   0.06%, 1/31/15        1,236 
     Societe Generale TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $76,
collateralized by U.S. Treasury Note 0.75% -
2.63%, 2016 - 2017, value of $77)
          
 76   0.06%, 1/31/15        76 
     TD Securities TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$4,615, collateralized by FHLMC 3.00% - 4.00%,
2026 - 2043, FNMA 2.50% - 5.00%, 2025 -
2044, value of $4,708)
          
 4,615   0.07%, 1/31/15        4,615 
              25,425 
     Total Short-Term Investments          
     (Cost $25,425)       $25,425 
                
     Total Investments          
     (Cost $577,579) ▲   99.8%  $736,634 
     Other Assets and Liabilities   0.2%   1,221 
     Total Net Assets   100.0%  $737,855 

 

8
 

 

The Hartford Balanced Fund
Schedule of Investments – (continued)
January 31, 2015 (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 Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group indices and/or as defined by Fund management. Industry classifications may not be identical across all security types.

 

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

 

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for reporting ease. 

 

At January 31, 2015, the cost of securities for federal income tax purposes was $580,555 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation   $164,544 
Unrealized Depreciation    (8,465)
Net Unrealized Appreciation   $156,079 

 

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, 2015, the aggregate fair value of these securities was $3,770, which represents 0.5% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

 

Non-income producing.

 

ΔVariable rate securities; the rate reported is the coupon rate in effect at January 31, 2015.

 

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 noted, these holdings are determined to be liquid. At January 31, 2015, the aggregate value of these securities was $17,992, which represents 2.4% 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, as amended, and may have contractual restrictions on resale.  Illiquid securities may lack a readily available market or their valuation has not changed for a certain period of time.

 

Period Acquired  Shares/ Par   Security  Cost Basis 
08/2011   2,007   Allstar Co.  $873 
11/2013   32   Tory Burch LLC  $2,539 

 

At January 31, 2015, the aggregate value of these securities was $3,770, which represents 0.5% of total net assets.

 

Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

 

This security, or a portion of this security, was purchased on a when-issued or delayed-delivery basis. The cost of these securities was $320 at January 31, 2015.

 

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 futures contracts.

  

9
 

 

The Hartford Balanced Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

  

Futures Contracts Outstanding at January 31, 2015

 

   Number of  Expiration  Notional   Market   Unrealized
Appreciation/(Depreciation)
   Variation Margin 
Description  Contracts*  Date  Amount   Value ╪   Asset   Liability   Asset   Liability 
Long position contracts:
U.S. Treasury 10-Year Note Future  103  03/20/2015  $13,198   $13,480   $282   $   $71   $ 
                                     
Short position contracts:                                    
U.S. Treasury 5-Year Note Future  51  03/31/2015  $6,055   $6,188   $   $(133)  $   $(24)
                                     
Total futures contracts                  $282   $(133)  $71   $(24)

 

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

 

TBA Sale Commitments Outstanding at January 31, 2015

 

Description  Principal
Amount
   Maturity Date  Market Value ╪   Unrealized
Appreciation/
Depreciation
 
FNMA, 4.50%  $2,300   02/15/2045  $2,496   $(3)

 

At January 31, 2015, the aggregate market value of these securities represents 0.3% 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)
 
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.  
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
GNMA Government National Mortgage Association
TBA To Be Announced
 
10
 

 

The Hartford Balanced Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Credit Exposure
as of January 31, 2015
Credit Rating *  Percentage of
Net Assets
 
Aaa/ AAA   2.1%
Aa/ AA   17.4 
A   5.1 
Baa/ BBB   6.0 
Ba/ BB   0.2 
Non-Debt Securities and Other Short-Term Instruments   69.0 
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 (Moody's) and typically range from AAA/Aaa (highest) to C/D (lowest). Presentation of S&P and Moody's credit ratings in this report have been selected for informational purposes for shareholders, as well as the Fund's consideration of industry practice. 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 the Fund's shares. Ratings may change.

 

11
 

 

The Hartford Balanced Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary
January 31, 2015

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Asset and Commercial Mortgage Backed Securities  $7,082   $   $7,082   $ 
Common Stocks ‡   484,019    464,711    15,538    3,770 
Corporate Bonds   83,424        81,952    1,472 
Foreign Government Obligations   847        847     
Municipal Bonds   7,206        7,206     
U.S. Government Agencies   11,573        11,573     
U.S. Government Securities   117,058    4,219    112,839     
Short-Term Investments   25,425        25,425     
Total  $736,634   $468,930   $262,462   $5,242 
Futures *  $282   $282   $   $ 
Total  $282   $282   $   $ 
Liabilities:                    
TBA Sale Commitments  $2,496   $   $2,496   $ 
Total  $2,496   $   $2,496   $ 
Futures *  $133   $133   $   $ 
Total  $133   $133   $   $ 

 

For the three-month period ended January 31, 2015, investments valued at $4,217 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 mean 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.

 

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

 

   Balance as
of October
31, 2014
   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, 2015
 
Assets:                                             
Common Stocks   $3,826   $   $(56)*  $   $   $   $   $   $3,770 
Corporate Bonds    1,279        (12)†       205                1,472 
Total   $5,105   $   $(68)  $   $205   $   $   $   $5,242 

 

*Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2015 was $(56).
Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2015 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.

  

12
 

 

 

The Hartford Balanced Income Fund
Schedule of Investments
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
Common Stocks - 44.5%     
     Banks - 4.6%     
 781   BB&T Corp.  $27,550 
 656   M&T Bank Corp.   74,248 
 736   National Bank of Canada   25,593 
 735   US Bancorp   30,808 
 2,238   Wells Fargo & Co.   116,180 
         274,379 
     Capital Goods - 3.5%     
 246   Caterpillar, Inc.   19,665 
 993   Eaton Corp. plc   62,678 
 2,904   General Electric Co.   69,374 
 130   Lockheed Martin Corp.   24,565 
 420   Schneider Electric S.A.   31,576 
         207,858 
     Commercial and Professional Services - 0.4%     
 420   Waste Management, Inc.   21,618 
           
     Consumer Services - 0.6%     
 413   McDonald's Corp.   38,192 
           
     Diversified Financials - 2.6%     
 207   BlackRock, Inc.   70,598 
 1,564   JP Morgan Chase & Co.   85,051 
         155,649 
     Energy - 5.3%     
 769   Chevron Corp.   78,850 
 220   ConocoPhillips Holding Co.   13,869 
 557   Enbridge, Inc.   26,985 
 951   Exxon Mobil Corp.   83,102 
 413   Occidental Petroleum Corp.   33,040 
 339   Phillips 66   23,867 
 617   Royal Dutch Shell plc Class B   19,545 
 1,100   Suncor Energy, Inc.   32,800 
         312,058 
     Food and Staples Retailing - 0.5%     
 758   Sysco Corp.   29,701 
           
     Food, Beverage and Tobacco - 4.1%     
 397   Altria Group, Inc.   21,057 
 469   British American Tobacco plc   26,477 
 496   Coca-Cola Co.   20,424 
 212   Diageo plc ADR   25,091 
 1,225   Kraft Foods Group, Inc.   80,050 
 135   PepsiCo, Inc.   12,699 
 444   Philip Morris International, Inc.   35,646 
 542   Unilever N.V. NY Shares ADR   23,505 
         244,949 
     Health Care Equipment and Services - 0.3%     
 278   Baxter International, Inc.   19,527 
           
     Household and Personal Products - 0.8%     
 175   Kimberly-Clark Corp.   18,859 
 358   Procter & Gamble Co.   30,207 
         49,066 
     Insurance - 1.8%     
 306   ACE Ltd.   33,012 
 285   Marsh & McLennan Cos., Inc.   15,336 
 713   MetLife, Inc.   33,155 
 480   Principal Financial Group, Inc.   22,517 
         104,020 
     Materials - 1.7%     
 245   Agrium U.S., Inc.   26,140 
 711   Dow Chemical Co.   32,122 
 337   E.I. du Pont de Nemours & Co.   23,992 
 414   Nucor Corp.   18,079 
         100,333 
     Media - 0.7%     
 549   Thomson Reuters Corp.   21,076 
 1,034   WPP plc   22,741 
         43,817 
     Pharmaceuticals, Biotechnology and Life Sciences - 6.9%     
 419   AstraZeneca plc ADR   29,756 
 531   Bristol-Myers Squibb Co.   31,997 
 514   Eli Lilly & Co.   37,037 
 961   Johnson & Johnson   96,272 
 1,635   Merck & Co., Inc.   98,543 
 170   Novartis AG   16,546 
 2,320   Pfizer, Inc.   72,501 
 101   Roche Holdings AG   27,355 
         410,007 
     Semiconductors and Semiconductor Equipment - 2.6%     
 1,000   Analog Devices, Inc.   52,083 
 1,907   Intel Corp.   62,992 
 666   Maxim Integrated Products, Inc.   22,048 
 328   Texas Instruments, Inc.   17,522 
         154,645 
     Software and Services - 1.6%     
 2,342   Microsoft Corp.   94,635 
           
     Technology Hardware and Equipment - 1.1%     
 2,382   Cisco Systems, Inc.   62,812 
           
     Telecommunication Services - 2.0%     
 709   BCE, Inc.   32,576 
 1,857   Verizon Communications, Inc.   84,881 
         117,457 
     Transportation - 0.4%     
 247   United Parcel Service, Inc. Class B   24,426 
           
     Utilities - 3.0%     
 401   Duke Energy Corp.   34,934 
 3,128   National Grid plc   43,979 
 663   Northeast Utilities   36,852 
 783   UGI Corp.   28,961 
 932   Xcel Energy, Inc.   34,996 
         179,722 
     Total Common Stocks     
     ( Cost $2,300,944)  $2,644,871 
           
Preferred Stocks - 0.1%     
     Diversified Financials - 0.1%     
    Citigroup Capital XIII  $3 
 9   Discover Financial Services   229 
 77   GMAC Capital Trust I β   2,034 
         2,266 
     Insurance - 0.0%     
 9   Allstate (The) Corp.   224 

 

1
 

 

The Hartford Balanced Income Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
Preferred Stocks - 0.1% - (continued)     
     Telecommunication Services - 0.0%     
 17   Intelsat S.A., 5.75%  β  $762 
           
     Total Preferred Stocks     
     (Cost $3,422)  $3,252 
           
Asset and Commercial Mortgage Backed Securities - 1.6%     
     Finance and Insurance - 1.6%     
     Adjustable Rate Mortgage Trust     
$792   0.44%, 11/25/2035 Δ  $721 
     American Home Mortgage Assets Trust     
 328   1.05%, 10/25/2046 Δ   237 
     Asset Backed Funding Certificates     
 288   0.39%, 01/25/2037 Δ   178 
     Banc of America Funding Corp.     
 1,898   0.40%, 02/20/2047 Δ   1,628 
 1,032   0.47%, 05/20/2047 Δ   857 
 1,078   5.77%, 05/25/2037   954 
 256   5.85%, 01/25/2037   205 
     BCAP LLC Trust     
 525   0.34%, 01/25/2037 Δ   417 
     Bear Stearns Adjustable Rate Mortgage Trust     
 831   2.29%, 08/25/2035 Δ   836 
 1,279   2.43%, 10/25/2035 Δ   1,262 
 565   4.90%, 06/25/2047 Δ   506 
     Bear Stearns Alt-A Trust     
 2,456   0.49%, 08/25/2036 Δ   1,863 
 361   0.55%, 05/25/2036 Δ   284 
 1,543   0.65%, 02/25/2036 Δ   1,269 
     Bear Stearns Commercial Mortgage Securities, Inc.     
 455   5.20%, 12/11/2038   482 
 255   5.54%, 09/11/2041   268 
 259   5.54%, 10/12/2041   273 
     Capital One Multi-Asset Execution Trust     
 8,430   0.22%, 11/15/2019 ╦Δ   8,392 
     Chase Mortgage Finance Corp.     
 585   5.50%, 11/25/2035   576 
     CHL Mortgage Pass-Through Trust     
 2,439   0.51%, 03/25/2035 Δ   1,999 
 3,333   2.42%, 06/20/2035 Δ   3,178 
 724   2.66%, 04/25/2037 Δ   647 
     Citigroup Mortgage Loan Trust, Inc.     
 671   2.51%, 07/25/2036 Δ   447 
     Commercial Mortgage Pass-Through Certificates     
 815   4.26%, 07/10/2045 ■Δ   790 
 1,100   4.58%, 10/15/2045 ■Δ   1,127 
 1,130   4.77%, 11/15/2045 ■Δ   1,172 
 93   5.76%, 06/10/2046 Δ   97 
     Commercial Mortgage Trust     
 970   4.58%, 10/15/2045 ■Δ   794 
     Community or Commercial Mortgage Trust     
 380   4.34%, 12/10/2045 ■Δ   382 
     Connecticut Avenue Securities Series     
 375   2.77%, 05/25/2024 Δ   336 
 1,545   3.07%, 07/25/2024 Δ   1,398 
 1,420   3.17%, 07/25/2024 Δ   1,273 
 875   5.07%, 11/25/2024 Δ   892 
     Countrywide Alternative Loan Trust     
 499   0.44%, 01/25/2036 Δ   443 
 284   0.49%, 11/25/2035 Δ   225 
 3,969   0.61%, 04/25/2037 Δ   2,641 
 817   0.67%, 12/25/2035 Δ   587 
 1,214   5.75%, 05/25/2036   1,029 
 259   6.00%, 05/25/2036   220 
 761   6.00%, 12/25/2036   599 
 1,345   6.50%, 08/25/2037   950 
     Countrywide Asset-Backed Certificates     
 1,000   0.56%, 06/25/2036 Δ   852 
     Countrywide Home Loans, Inc.     
 748   2.54%, 09/25/2047 Δ   667 
 327   2.71%, 04/20/2036 Δ   230 
 3,714   4.83%, 11/20/2035 Δ   3,331 
 1,266   5.75%, 08/25/2037   1,207 
     CS First Boston Mortgage Securities Corp.     
 601   5.50%, 06/25/2035   571 
     Deutsche Alt-A Securities, Inc. Mortgage     
 627   0.32%, 03/25/2037 Δ   452 
     Downey S & L Association Mortgage Loan Trust     
 712   1.03%, 03/19/2046 Δ   548 
     First Franklin Mortgage Loan Trust     
 1,602   0.41%, 04/25/2036 Δ   1,035 
     GMAC Mortgage Corp. Loan Trust     
 284   2.97%, 04/19/2036 Δ   251 
     GS Mortgage Securities Trust     
 855   4.85%, 11/10/2045 ■Δ   870 
 1,000   4.87%, 04/10/2047 ■Δ   981 
     GSAA Home Equity Trust     
 2,211   0.25%, 02/25/2037 Δ   1,199 
 1,329   0.26%, 12/25/2036 Δ   663 
 1,054   0.26%, 03/25/2037 Δ   556 
 842   0.40%, 04/25/2047 Δ   555 
 1,206   0.49%, 04/25/2047 Δ   801 
 1,543   5.98%, 06/25/2036   923 
     GSR Mortgage Loan Trust     
 294   0.67%, 11/25/2035 Δ   216 
 2,308   2.63%, 01/25/2036 Δ   2,135 
     Harborview Mortgage Loan Trust     
 411   0.35%, 01/19/2038 Δ   348 
 2,543   0.40%, 12/19/2036 Δ   1,807 
 485   0.49%, 09/19/2035 Δ   376 
 538   0.51%, 01/19/2035 Δ   376 
     Home Equity Loan Trust     
 2,100   0.33%, 04/25/2037 Δ   1,510 
     IndyMac Index Mortgage Loan Trust     
 392   0.37%, 10/25/2036 Δ   333 
 435   0.41%, 07/25/2035 Δ   393 
 670   0.45%, 07/25/2035 Δ   561 
 233   0.46%, 01/25/2036 Δ   161 
 796   0.57%, 07/25/2046 Δ   442 
 334   2.45%, 01/25/2036 Δ   311 
 502   2.48%, 08/25/2035 Δ   402 
 541   2.56%, 09/25/2036 Δ   458 
 1,045   2.56%, 12/25/2036 Δ   912 
 622   4.49%, 02/25/2036 Δ   532 
     JP Morgan Chase Commercial Mortgage Securities Corp.     
 1,000   4.00%, 08/15/2046 ■   895 
 1,248   4.67%, 10/15/2045 ■Δ   1,283 
 850   5.32%, 08/15/2046 ■Δ   929 

 

2
 

 

The Hartford Balanced Income Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
Asset and Commercial Mortgage Backed Securities - 1.6% - (continued)     
     Finance and Insurance - 1.6% - (continued)     
     JP Morgan Chase Commercial Mortgage Securities Corp. - (continued)     
$264   5.47%, 04/15/2043 Δ  $272 
     JP Morgan Mortgage Trust     
 340   2.54%, 04/25/2037 Δ   304 
 1,289   2.78%, 05/25/2036 Δ   1,171 
     Lehman XS Trust     
 345   0.38%, 07/25/2046 Δ   274 
 1,357   0.41%, 06/25/2047 Δ   924 
 1,088   0.43%, 11/25/2035 Δ   777 
 476   1.02%, 09/25/2047 Δ   380 
     Merrill Lynch Mortgage Investors Trust     
 400   2.52%, 07/25/2035 Δ   330 
 100   5.05%, 07/12/2038   101 
     Morgan Stanley BAML Trust     
 960   4.50%, 08/15/2045 ■   760 
     Morgan Stanley Capital I     
 17   0.32%, 06/25/2036 Δ   12 
 71   5.23%, 09/15/2042   72 
     Morgan Stanley Mortgage Loan Trust     
 1,755   0.34%, 05/25/2036 Δ   926 
 1,577   0.34%, 11/25/2036 Δ   765 
 734   2.59%, 05/25/2036 Δ   535 
     RBSGC Mortage Pass Through Certificates     
 1,112   6.25%, 01/25/2037   1,007 
     Residential Accredit Loans, Inc.     
 1,141   0.91%, 09/25/2046 Δ   780 
 2,982   1.41%, 11/25/2037 Δ   1,892 
     Residential Asset Securitization Trust     
 464   0.62%, 03/25/2035 Δ   358 
 1,620   6.25%, 11/25/2036   1,145 
     Residential Funding Mortgage Securities, Inc.     
 370   3.06%, 04/25/2037 Δ   321 
 1,258   6.00%, 07/25/2037   1,140 
     Securitized Asset Backed Receivables LLC     
 1,027   0.26%, 07/25/2036 Δ   502 
     Sequoia Mortgage Trust     
 752   0.44%, 01/20/2035 Δ   711 
 337   2.46%, 07/20/2037 Δ   284 
     Springleaf Funding Trust     
 525   2.41%, 12/15/2022 ■   525 
     Springleaf Mortgage Loan Trust     
 225   2.31%, 06/25/2058 ■   221 
     Structured Adjustable Rate Mortgage Loan Trust     
 1,199   0.36%, 07/25/2037 Δ   869 
 782   0.47%, 09/25/2034 Δ   693 
     Structured Asset Mortgage Investments, Inc.     
 1,266   0.40%, 02/25/2036 Δ   1,022 
     UBS-Barclays Commercial Mortgage Trust     
 605   4.09%, 03/10/2046 ■Δ   510 
     WaMu Mortgage Pass Through Certificates     
 1,885   1.09%, 07/25/2046 Δ   1,575 
     Washington Mutual, Inc.     
 527   0.93%, 12/25/2046 Δ   422 
     Wells Fargo Commercial Mortgage Trust     
 360   4.78%, 10/15/2045 ■Δ   370 
     Westlake Automobile Receivables Trust     
 335   0.97%, 10/16/2017 ■   335 
     WF-RBS Commercial Mortgage Trust     
 1,086   3.02%, 11/15/2047 ■   768 
 441   5.00%, 04/15/2045 ■   349 
         95,908 
           
     Total Asset and Commercial Mortgage Backed Securities     
     (Cost $93,646)  $95,908 
           
Corporate Bonds - 43.7%     
     Accommodation and Food Services - 0.0%     
     Sysco Corp.     
$2,160   4.50%, 10/02/2044  $2,382 
     Wynn Las Vegas LLC     
 130   5.38%, 03/15/2022   133 
 250   7.75%, 08/15/2020   266 
 260   7.88%, 05/01/2020   273 
         3,054 
     Administrative, Support, Waste Management and Remediation Services - 0.6%     
     Casella Waste Systems, Inc.     
 815   7.75%, 02/15/2019   819 
     Clean Harbors, Inc.     
 120   5.13%, 06/01/2021   121 
 150   5.25%, 08/01/2020   152 
     Equinix, Inc.     
 45   4.88%, 04/01/2020   46 
 200   5.38%, 04/01/2023   207 
     Iron Mountain, Inc.     
 785   7.75%, 10/01/2019   839 
 134   8.38%, 08/15/2021   140 
     Republic Services, Inc.     
 6,550   3.55%, 06/01/2022   6,949 
 9,221   5.00%, 03/01/2020   10,402 
     ServiceMaster (The) Co.     
 3,068   7.00%, 08/15/2020   3,198 
     Waste Management, Inc.     
 11,390   3.50%, 05/15/2024   12,037 
 300   7.38%, 05/15/2029   426 
         35,336 
     Agriculture, Forestry, Fishing and Hunting - 0.0%     
     Weyerhaeuser Co.     
 175   7.38%, 10/01/2019   212 
           
     Air Transportation - 0.0%     
     Continental Airlines, Inc.     
 9   6.90%, 04/19/2022   10 
           
     Arts, Entertainment and Recreation - 2.3%     
     21st Century Fox America     
 4,810   4.75%, 09/15/2044   5,666 
     AMC Entertainment, Inc.     
 2,430   9.75%, 12/01/2020   2,643 
     BSKYB Finance UK plc     
 350   6.50%, 10/15/2035 ■   449 
     CBS Corp.     
 7,065   4.90%, 08/15/2044   7,776 
     CCO Holdings LLC     
 90   5.13%, 02/15/2023   88 
 275   5.25%, 09/30/2022   276 

 

3
 

 

The Hartford Balanced Income Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
Corporate Bonds - 43.7% - (continued)     
     Arts, Entertainment and Recreation - 2.3% - (continued)     
     CCO Holdings LLC - (continued)     
$3,870   5.75%, 09/01/2023  $3,919 
 45   6.50%, 04/30/2021   48 
 500   6.63%, 01/31/2022   529 
 309   7.25%, 10/30/2017   321 
 575   7.38%, 06/01/2020   615 
 215   8.13%, 04/30/2020   226 
     Cequel Communications Holdings I LLC     
 2,965   5.13%, 12/15/2021 ■   2,898 
     Comcast Corp.     
 4,975   4.25%, 01/15/2033   5,579 
 2,725   4.75%, 03/01/2044   3,292 
 975   5.65%, 06/15/2035   1,278 
 2,275   5.70%, 05/15/2018   2,584 
 2,550   5.70%, 07/01/2019   2,979 
 1,980   6.45%, 03/15/2037   2,782 
 4,200   6.95%, 08/15/2037   6,211 
 510   7.05%, 03/15/2033   742 
     DirecTV Holdings LLC     
 2,300   2.40%, 03/15/2017   2,352 
 3,500   3.13%, 02/15/2016   3,583 
 400   6.38%, 03/01/2041   499 
     Emdeon, Inc.     
 1,621   11.00%, 12/31/2019   1,769 
     Gannett Co., Inc.     
 1,425   4.88%, 09/15/2021 ■   1,425 
 1,880   5.13%, 10/15/2019   1,946 
 1,285   5.50%, 09/15/2024 ■   1,298 
 1,510   6.38%, 10/15/2023   1,608 
     Gray Television, Inc.     
 540   7.50%, 10/01/2020   555 
     NBC Universal Enterprise     
 600   5.25%, 12/19/2049 ■   637 
     NBC Universal Media LLC     
 1,350   5.95%, 04/01/2041   1,849 
     NCR Corp.     
 430   4.63%, 02/15/2021   421 
     News America, Inc.     
 850   6.15%, 02/15/2041   1,160 
 2,450   6.90%, 03/01/2019   2,927 
     Sirius XM Radio, Inc.     
 120   4.25%, 05/15/2020 ■   117 
 1,085   4.63%, 05/15/2023 ■   1,017 
 985   5.25%, 08/15/2022 ■   1,036 
     Sky plc     
 4,130   2.63%, 09/16/2019 ■   4,203 
     Time Warner Cable, Inc.     
 2,700   4.00%, 09/01/2021   2,937 
 400   4.50%, 09/15/2042   426 
 1,775   5.00%, 02/01/2020   1,999 
 1,300   5.50%, 09/01/2041   1,549 
 4,425   5.88%, 11/15/2040   5,524 
 14,780   6.75%, 07/01/2018   17,096 
 150   6.75%, 06/15/2039   202 
 2,450   8.25%, 04/01/2019   3,033 
     Time Warner Entertainment Co., L.P.     
 95   8.38%, 03/15/2023   131 
     Time Warner, Inc.     
 5,170   2.10%, 06/01/2019   5,211 
 600   4.00%, 01/15/2022   648 
 2,275   4.88%, 03/15/2020   2,563 
 7,145   5.35%, 12/15/2043   8,585 
 1,985   6.10%, 07/15/2040   2,577 
 1,010   7.63%, 04/15/2031   1,462 
     Viacom, Inc.     
 1,404   4.38%, 03/15/2043   1,364 
 500   4.50%, 03/01/2021   551 
 335   4.50%, 02/27/2042   333 
         135,494 
     Beverage and Tobacco Product Manufacturing - 0.7%     
     Altria Group, Inc.     
 3,800   2.85%, 08/09/2022   3,810 
 60   10.20%, 02/06/2039   108 
     Anheuser-Busch InBev Worldwide, Inc.     
 1,445   3.75%, 07/15/2042   1,436 
 2,000   4.63%, 02/01/2044   2,275 
 3,240   5.38%, 01/15/2020   3,751 
 500   8.20%, 01/15/2039   814 
     Constellation Brands, Inc.     
 190   4.25%, 05/01/2023   195 
 585   6.00%, 05/01/2022   661 
     Imperial Tobacco Finance plc     
 5,525   2.05%, 02/11/2018 ■   5,569 
     Japan Tobacco, Inc.     
 1,335   2.10%, 07/23/2018 ■   1,360 
     Molson Coors Brewing Co.     
 2,350   5.00%, 05/01/2042   2,705 
     Philip Morris International, Inc.     
 3,400   3.25%, 11/10/2024   3,557 
 3,085   3.60%, 11/15/2023   3,318 
 4,250   4.25%, 11/10/2044   4,596 
     Reynolds American, Inc.     
 1,345   3.25%, 11/01/2022   1,351 
 2,885   6.15%, 09/15/2043   3,563 
         39,069 
     Chemical Manufacturing - 0.4%     
     Agrium, Inc.     
 1,650   3.15%, 10/01/2022   1,678 
     CF Industries Holdings, Inc.     
 1,235   3.45%, 06/01/2023   1,258 
 3,000   5.15%, 03/15/2034   3,395 
 3,885   5.38%, 03/15/2044   4,461 
     Hexion Specialty Chemicals     
 145   8.88%, 02/01/2018   124 
     Ineos Group Holdings plc     
 775   5.88%, 02/15/2019 ■   736 
 4,290   6.13%, 08/15/2018 ■   4,140 
     Monsanto Co.     
 3,720   3.38%, 07/15/2024   3,936 
 2,900   4.20%, 07/15/2034   3,259 
         22,987 
     Computer and Electronic Product Manufacturing - 1.0%     
     Alcatel-Lucent USA, Inc.     
 1,550   6.75%, 11/15/2020 ■   1,608 
     Apple, Inc.     
 10,925   2.85%, 05/06/2021 ╦   11,477 
 1,500   4.45%, 05/06/2044   1,778 
     CDW Escrow Corp.     
 951   8.50%, 04/01/2019   1,000 

 

4
 

 

The Hartford Balanced Income Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
Corporate Bonds - 43.7% - (continued)     
     Computer and Electronic Product Manufacturing - 1.0% - (continued)     
     CDW LLC / CDW Finance Corp.     
$2,740   6.00%, 08/15/2022  $2,877 
     Cisco Systems, Inc.     
 4,395   2.13%, 03/01/2019   4,510 
 2,025   5.50%, 01/15/2040   2,607 
     EMC Corp.     
 6,925   1.88%, 06/01/2018   7,003 
     Freescale Semiconductor, Inc.     
 3,520   6.00%, 01/15/2022 ■   3,731 
 46   8.05%, 02/01/2020   49 
 44   10.75%, 08/01/2020   48 
     Hewlett-Packard Co.     
 320   1.19%, 01/14/2019 Δ   316 
 5,400   2.75%, 01/14/2019   5,550 
 1,000   4.05%, 09/15/2022   1,061 
 635   4.30%, 06/01/2021   688 
 1,475   4.65%, 12/09/2021   1,634 
     Lucent Technologies, Inc.     
 3,030   6.45%, 03/15/2029   2,924 
 315   6.50%, 01/15/2028   304 
     Raytheon Co.     
 2,815   3.15%, 12/15/2024   2,956 
 2,600   4.70%, 12/15/2041   3,122 
 1,250   4.88%, 10/15/2040   1,532 
     Semiconductor Manufacturing International     
 225   4.13%, 10/07/2019 ■   229 
     Thermo Fisher Scientific, Inc.     
 2,895   1.30%, 02/01/2017   2,896 
     YMobile Corp.     
 75   8.25%, 04/01/2018 ■   79 
         59,979 
     Construction - 0.3%     
     Aguila 3 S.A.     
 165   7.88%, 01/31/2018 ■   162 
     K Hovnanian Enterprises, Inc.     
 785   7.00%, 01/15/2019 ■   730 
 900   8.00%, 11/01/2019 ■   837 
 1,590   9.13%, 11/15/2020 ■   1,666 
     KB Home     
 340   4.75%, 05/15/2019   325 
 1,050   7.00%, 12/15/2021   1,050 
 1,095   7.50%, 09/15/2022   1,111 
 1,586   8.00%, 03/15/2020   1,663 
     Lennar Corp.     
 2,720   4.75%, 12/15/2017   2,792 
 455   4.75%, 11/15/2022   452 
 95   5.60%, 05/31/2015   96 
     M/I Homes, Inc.     
 180   3.00%, 03/01/2018 β   175 
     MPH Acquisition Holdings LLC     
 1,410   6.63%, 04/01/2022 ■   1,463 
     Paragon Offshore plc     
 2,800   6.75%, 07/15/2022 ■   1,344 
     Ply Gem Industries, Inc.     
 3,000   6.50%, 02/01/2022   2,899 
     Pulte Homes, Inc.     
 130   6.38%, 05/15/2033   135 
     Ryland Group, Inc.     
 150   5.38%, 10/01/2022   145 
     Toll Bros Finance Corp.     
 1,420   4.00%, 12/31/2018   1,438 
         18,483 
     Couriers and Messengers - 0.0%     
     FedEx Corp.     
 1,260   3.20%, 02/01/2025   1,300 
 2,015   4.10%, 02/01/2045   2,102 
         3,402 
     Electrical Equipment and Appliance Manufacturing - 0.1%     
     General Electric Co.     
 795   4.13%, 10/09/2042   877 
 4,000   4.50%, 03/11/2044   4,681 
     Sensata Technologies B.V.     
 530   5.63%, 11/01/2024 ■   560 
         6,118 
     Fabricated Metal Product Manufacturing - 0.1%     
     Ball Corp.     
 135   5.00%, 03/15/2022   142 
 240   5.75%, 05/15/2021   251 
     Entegris, Inc.     
 2,710   6.00%, 04/01/2022 ■   2,737 
     Masco Corp.     
 155   6.13%, 10/03/2016   165 
 775   6.50%, 08/15/2032   799 
 310   7.13%, 03/15/2020   358 
 160   7.75%, 08/01/2029   185 
         4,637 
     Finance and Insurance - 18.7%     
     Abbey National Treasury Services plc     
 6,630   2.35%, 09/10/2019   6,760 
     ACE Capital Trust II     
 1,905   9.70%, 04/01/2030   2,834 
     ACE INA Holdings, Inc.     
 4,000   3.35%, 05/15/2024   4,236 
     AerCap Ireland Capital Ltd.     
 1,180   4.50%, 05/15/2021 ■   1,219 
 1,235   5.00%, 10/01/2021 ■   1,312 
     Allstate (The) Corp.     
 1,175   5.75%, 08/15/2053   1,249 
     Ally Financial, Inc.     
 325   3.75%, 11/18/2019   323 
 4,895   5.13%, 09/30/2024   5,072 
 210   8.00%, 12/31/2018   238 
     American Express Co.     
 5,127   2.65%, 12/02/2022   5,196 
 4,700   7.00%, 03/19/2018   5,467 
     American Express Credit Corp.     
 6,165   0.55%, 09/22/2017 Δ   6,134 
     American International Group, Inc.     
 2,725   3.88%, 01/15/2035   2,793 
 1,795   4.13%, 02/15/2024   1,969 
 4,005   4.50%, 07/16/2044   4,390 
 3,350   6.40%, 12/15/2020   4,099 
 3,265   8.18%, 05/15/2058   4,473 
     American Tower Corp.     
 200   4.50%, 01/15/2018   214 
 9,500   5.00%, 02/15/2024   10,411 
     Ameriprise Financial, Inc.     
 3,310   4.00%, 10/15/2023   3,617 

 

5
 

 

The Hartford Balanced Income Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
Corporate Bonds - 43.7% - (continued)     
     Finance and Insurance - 18.7% - (continued)     
     Aon plc     
$4,775   3.50%, 06/14/2024  $4,929 
 2,300   4.25%, 12/12/2042   2,394 
     Aquarius Invest. plc Swiss Reinsurance Co., Ltd.     
 350   6.38%, 09/01/2024 §   370 
     AXA S.A.     
 180   6.46%, 12/14/2018 §♠   192 
     BAE Systems Holdings, Inc.     
 4,085   3.80%, 10/07/2024 ■   4,368 
     Banco Bilbao Vizcaya Argentaria S.A.     
EUR2,800   7.00%, 12/29/2049 §   3,263 
 800   9.00%, 05/09/2018 §♠   869 
     Banco Davivienda S.A.     
 335   2.95%, 01/29/2018 ■   332 
     Banco de Credito del Peru/Panama     
 652   2.75%, 01/09/2018 ■   652 
     Bank of America Corp.     
 3,010   2.60%, 01/15/2019   3,073 
 16,450   4.00%, 01/22/2025   16,749 
 4,260   4.10%, 07/24/2023   4,617 
 2,635   4.20%, 08/26/2024   2,736 
 800   4.88%, 04/01/2044   939 
 657   5.13%, 06/17/2019 ♠   642 
 5,425   5.63%, 07/01/2020   6,295 
 915   5.65%, 05/01/2018   1,022 
 2,990   5.75%, 12/01/2017   3,318 
 2,840   5.88%, 01/05/2021   3,346 
 4,960   6.00%, 09/01/2017   5,482 
 3,970   7.63%, 06/01/2019   4,855 
     Bank of Tokyo-Mitsubishi UFJ Ltd.     
 5,925   1.55%, 09/09/2016 ■   5,972 
     Bankia S.A.     
EUR200   4.00%, 05/22/2024 §Δ   223 
     Banque Centrale de Tunisie S.A.     
 365   5.75%, 01/30/2025 ■   370 
     Barclays Bank plc     
 2,200   2.50%, 02/20/2019   2,269 
 2,165   4.38%, 09/11/2024   2,194 
 15,756   6.05%, 12/04/2017 ■   17,427 
 2,815   8.25%, 12/15/2018 ♠β   2,934 
     BBVA Banco Continental S.A.     
 475   3.25%, 04/08/2018 ■   486 
     BBVA International PFD Uniperson     
 275   5.92%, 04/18/2017 ♠   280 
     Bear Stearns & Co., Inc.     
 1,210   7.25%, 02/01/2018   1,401 
     Blue Racer Midstream LLC     
 890   6.13%, 11/15/2022 ■   881 
     BNP Paribas     
 8,430   2.38%, 09/14/2017   8,623 
 3,650   2.40%, 12/12/2018   3,730 
     BP Capital Markets plc     
 7,975   2.24%, 09/26/2018   8,125 
 3,030   2.52%, 01/15/2020   3,088 
     BPCE S.A.     
 250   0.86%, 06/23/2017 Δ   250 
 2,385   2.50%, 12/10/2018   2,442 
 4,250   2.50%, 07/15/2019   4,347 
 3,840   5.15%, 07/21/2024 ■   4,113 
 4,430   5.70%, 10/22/2023 ■   4,913 
 425   5.70%, 10/22/2023 §   472 
     Brandywine Operating Partnership L.P.     
 3,550   3.95%, 02/15/2023   3,663 
 4,880   4.10%, 10/01/2024   5,085 
 1,100   4.95%, 04/15/2018   1,193 
     Brazil Minas SPE via State of Minas Gerais     
 1,775   5.33%, 02/15/2028 ■   1,748 
 1,605   5.33%, 02/15/2028 §   1,581 
     Camden Property Trust REIT     
 730   4.25%, 01/15/2024   794 
     Capital One Bank     
 5,000   1.30%, 06/05/2017   4,980 
 4,600   2.40%, 09/05/2019   4,651 
     Capital One Financial Corp.     
 2,800   1.00%, 11/06/2015   2,805 
 3,075   6.15%, 09/01/2016   3,303 
     CIGNA Corp.     
 785   5.38%, 02/15/2042   1,007 
 900   5.88%, 03/15/2041   1,197 
     CIT Group, Inc.     
 335   5.00%, 05/15/2017   345 
 686   5.25%, 03/15/2018   712 
 545   5.38%, 05/15/2020   582 
 1,555   5.50%, 02/15/2019 ■   1,649 
 70   6.63%, 04/01/2018 ■   75 
     Citigroup, Inc.     
 2,700   1.70%, 07/25/2016   2,724 
 6,275   2.50%, 09/26/2018   6,413 
 7,000   2.55%, 04/08/2019   7,142 
 3,400   3.88%, 10/25/2023   3,619 
 7,450   4.30%, 11/20/2026   7,680 
 170   5.30%, 05/06/2044   193 
 700   5.38%, 08/09/2020   808 
 7,960   5.50%, 09/13/2025   9,006 
 1,485   6.00%, 10/31/2033   1,770 
 4,850   6.13%, 05/15/2018   5,500 
 4,900   6.13%, 08/25/2036   5,995 
 1,620   6.68%, 09/13/2043   2,166 
     CNH Capital LLC     
 245   3.88%, 11/01/2015   246 
 1,070   6.25%, 11/01/2016   1,126 
     CNH Industrial Capital LLC     
 575   3.38%, 07/15/2019 ■   552 
     Compass Bank     
 5,550   1.85%, 09/29/2017   5,577 
     Coventry Health Care, Inc.     
 2,060   5.45%, 06/15/2021   2,428 
     Credit Agricole S.A.     
 890   7.88%, 01/23/2024 ■♠   919 
     Credit Suisse Group AG     
 1,475   7.50%, 12/11/2023 ■♠   1,549 
     Credit Suisse New York     
 3,115   2.30%, 05/28/2019   3,164 
 275   3.00%, 10/29/2021   282 
 2,680   3.63%, 09/09/2024   2,816 
 3,685   5.40%, 01/14/2020   4,181 
     DDR Corp.     
 6,925   3.50%, 01/15/2021   7,204 
 8,000   3.63%, 02/01/2025   8,102 

 

6
 

 

The Hartford Balanced Income Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
Corporate Bonds - 43.7% - (continued)     
     Finance and Insurance - 18.7% - (continued)     
     Deutsche Bank AG     
$4,910   4.30%, 05/24/2028  $4,904 
     Deutsche Bank AG London     
 4,380   2.50%, 02/13/2019   4,497 
     Discover Bank/Greenwood DE     
 6,520   4.20%, 08/08/2023   7,048 
     Discover Financial Services     
 960   5.20%, 04/27/2022   1,084 
     El Fondo Mivivienda S.A.     
 285   3.50%, 01/31/2023 ■   278 
     Fifth Third Bancorp     
 4,210   2.30%, 03/01/2019   4,276 
 2,750   2.88%, 10/01/2021   2,831 
 2,780   4.30%, 01/16/2024   3,012 
 325   4.90%, 09/30/2019 ♠   315 
 3,195   5.45%, 01/15/2017   3,439 
 1,300   8.25%, 03/01/2038   2,017 
     FMR LLC     
 3,825   4.95%, 02/01/2033 ■   4,391 
     Ford Motor Credit Co. LLC     
 6,000   1.68%, 09/08/2017   6,004 
 11,365   2.38%, 03/12/2019   11,495 
 4,220   2.60%, 11/04/2019   4,278 
 4,445   4.25%, 09/20/2022   4,850 
 240   5.00%, 05/15/2018   262 
 2,835   5.88%, 08/02/2021   3,353 
     General Electric Capital Corp.     
 7,500   3.45%, 05/15/2024   8,054 
 4,625   4.65%, 10/17/2021   5,307 
 725   5.55%, 05/04/2020   853 
 2,995   5.88%, 01/14/2038   3,971 
 1,000   6.25%, 12/15/2022 ♠   1,102 
 4,530   6.75%, 03/15/2032   6,387 
 2,000   6.88%, 01/10/2039   2,963 
     Goldman Sachs Group, Inc.     
 450   1.42%, 04/23/2020   454 
 1,925   2.38%, 01/22/2018   1,963 
 3,940   2.60%, 04/23/2020   3,991 
 2,500   2.90%, 07/19/2018   2,582 
 6,345   3.50%, 01/23/2025   6,514 
 3,180   3.63%, 02/07/2016   3,264 
 3,315   4.00%, 03/03/2024   3,548 
 2,800   4.80%, 07/08/2044   3,174 
 4,200   5.38%, 03/15/2020   4,807 
 4,740   5.75%, 01/24/2022   5,623 
 4,550   6.15%, 04/01/2018   5,142 
 3,149   6.25%, 02/01/2041   4,185 
 2,470   6.45%, 05/01/2036   3,106 
 8,645   6.75%, 10/01/2037   11,352 
 2,921   7.50%, 02/15/2019   3,520 
     Guardian Life Insurance Co.     
 250   7.38%, 09/30/2039 ■   373 
     Harley-Davidson Financial Services, Inc.     
 11,490   2.40%, 09/15/2019 ■   11,757 
     HBOS Capital Funding L.P.     
 750   6.85%, 03/23/2015 §♠   755 
     HCP, Inc.     
 4,525   3.88%, 08/15/2024   4,728 
 7,200   4.25%, 11/15/2023   7,822 
 1,000   6.70%, 01/30/2018   1,145 
     Health Care REIT, Inc.     
 2,500   3.63%, 03/15/2016   2,572 
 2,320   4.13%, 04/01/2019   2,504 
 4,350   4.50%, 01/15/2024   4,763 
 840   5.25%, 01/15/2022   960 
     HSBC Bank USA     
 1,050   4.88%, 08/24/2020   1,180 
     HSBC Holdings plc     
 7,655   4.25%, 03/14/2024   8,186 
 1,665   5.10%, 04/05/2021   1,921 
 1,000   6.50%, 09/15/2037   1,327 
 7,800   6.80%, 06/01/2038   10,760 
     HSBC USA, Inc.     
 1,295   1.63%, 01/16/2018   1,301 
     Humana, Inc.     
 5,475   3.85%, 10/01/2024   5,771 
 3,360   4.95%, 10/01/2044   3,790 
     Intesa Sanpaolo S.p.A.     
 7,025   5.25%, 01/12/2024   8,031 
     John Deere Capital Corp.     
 3,835   3.15%, 10/15/2021   4,044 
     JP Morgan Chase & Co.     
 3,375   1.63%, 05/15/2018   3,372 
 3,625   3.13%, 01/23/2025   3,654 
 2,270   3.25%, 09/23/2022   2,340 
 2,200   3.63%, 05/13/2024   2,312 
 2,350   3.88%, 02/01/2024   2,515 
 4,250   3.88%, 09/10/2024   4,388 
 5,300   4.35%, 08/15/2021   5,837 
 2,220   4.63%, 05/10/2021   2,489 
 4,205   4.85%, 02/01/2044   4,956 
 430   5.00%, 07/01/2019 ♠   426 
 785   5.50%, 10/15/2040   988 
 4,320   5.63%, 08/16/2043   5,251 
 1,886   6.00%, 07/05/2017   2,076 
 9,195   6.00%, 01/15/2018   10,322 
 1,000   6.40%, 05/15/2038   1,377 
     KeyCorp     
 10,750   2.30%, 12/13/2018   10,940 
     Kimco Realty Corp.     
 5,385   3.20%, 05/01/2021   5,584 
 1,380   4.30%, 02/01/2018   1,487 
     Liberty Mutual Group, Inc.     
 1,385   4.25%, 06/15/2023 ■   1,483 
     Liberty Property L.P.     
 635   3.38%, 06/15/2023   641 
 775   4.13%, 06/15/2022   828 
     Lincoln National Corp.     
 3,000   4.85%, 06/24/2021   3,382 
 1,035   6.15%, 04/07/2036   1,341 
 625   6.30%, 10/09/2037   846 
 2,000   8.75%, 07/01/2019   2,546 
     Lloyds Bank plc     
 5,650   2.35%, 09/05/2019   5,758 
     Lloyds Banking Group plc     
 165   6.50%, 09/14/2020 ■   196 
     Macquarie Group Ltd.     
 5,450   3.00%, 12/03/2018 ■   5,637 
     Marsh & McLennan Cos., Inc.     
 6,675   2.30%, 04/01/2017   6,806 

 

7
 

 

The Hartford Balanced Income Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
Corporate Bonds - 43.7% - (continued)     
     Finance and Insurance - 18.7% - (continued)     
     Marsh & McLennan Cos., Inc. - (continued)     
$3,875   2.35%, 09/10/2019  $3,960 
 3,900   4.05%, 10/15/2023   4,263 
     Massachusetts Mutual Life Insurance Co.     
 3,350   8.88%, 06/01/2039 ■   5,695 
     Massmutual Global Funding     
 2,625   2.10%, 08/02/2018 ■   2,685 
     MasterCard, Inc.     
 11,575   3.38%, 04/01/2024   12,361 
     Merrill Lynch & Co., Inc.     
 2,496   5.70%, 05/02/2017   2,710 
 4,890   6.05%, 05/16/2016   5,177 
 4,515   6.88%, 04/25/2018   5,201 
 11,230   7.75%, 05/14/2038   16,386 
     Mizuho Bank Ltd.     
 5,000   0.70%, 09/25/2017 ■Δ   5,004 
 5,340   2.45%, 04/16/2019 ■   5,436 
     Morgan Stanley     
 450   1.40%, 01/27/2020 Δ   453 
 5,030   1.75%, 02/25/2016   5,065 
 2,425   1.88%, 01/05/2018   2,439 
 5,735   2.13%, 04/25/2018   5,779 
 7,450   2.50%, 01/24/2019   7,581 
 4,585   2.65%, 01/27/2020   4,655 
 11,230   3.70%, 10/23/2024   11,830 
 1,000   3.75%, 02/25/2023   1,055 
 4,270   4.10%, 05/22/2023   4,419 
 1,725   4.30%, 01/27/2045   1,809 
 4,620   4.35%, 09/08/2026   4,834 
 1,770   4.88%, 11/01/2022   1,924 
 1,550   5.50%, 01/26/2020   1,773 
 2,371   5.55%, 04/27/2017   2,575 
 3,361   5.75%, 01/25/2021   3,937 
 1,250   6.38%, 07/24/2042   1,702 
 2,460   6.63%, 04/01/2018   2,811 
 2,600   7.30%, 05/13/2019   3,131 
     MSCI, Inc.     
 1,295   5.25%, 11/15/2024 ■   1,350 
     National Rural Utilities Cooperative Finance Corp.     
 3,500   2.00%, 01/27/2020   3,521 
     Nationstar Mortgage LLC     
 1,765   6.50%, 08/01/2018   1,637 
 285   6.50%, 07/01/2021   247 
     Nationwide Building Society     
 3,140   2.35%, 01/21/2020 ■   3,180 
     Nationwide Mutual Insurance Co.     
 4,975   9.38%, 08/15/2039 ■   8,282 
     Navient Corp.     
 2,340   5.88%, 10/25/2024   2,211 
 625   6.25%, 01/25/2016   647 
 465   8.00%, 03/25/2020   516 
 395   8.45%, 06/15/2018   447 
     NN Group N.V.     
EUR250   4.63%, 04/08/2044 §   308 
     Nordea Bank AB     
 760   4.88%, 05/13/2021 ■   844 
     Pacific Life Insurance Co.     
 2,075   9.25%, 06/15/2039 ■   3,460 
     PNC Bank NA     
 13,070   2.40%, 10/18/2019   13,424 
 2,465   2.70%, 11/01/2022   2,450 
     PNC Financial Services Group, Inc.     
 1,240   2.85%, 11/09/2022 Δ   1,264 
 4,310   3.90%, 04/29/2024   4,566 
     PNC Funding Corp.     
 3,000   5.25%, 11/15/2015   3,105 
     Principal Financial Group, Inc.     
 620   3.30%, 09/15/2022   639 
     Provident Companies, Inc.     
 4,435   7.00%, 07/15/2018   5,111 
     Provident Funding Associates L.P.     
 2,445   6.75%, 06/15/2021 ■   2,335 
     Prudential Financial, Inc.     
 550   4.60%, 05/15/2044   615 
 1,660   5.80%, 11/16/2041   2,137 
     Rabobank Nederland     
 5,925   2.25%, 01/14/2019 ‡   6,030 
 1,000   5.25%, 05/24/2041   1,253 
 3,835   5.75%, 12/01/2043   4,849 
     Realty Income Corp.     
 2,676   3.25%, 10/15/2022   2,720 
 615   4.13%, 10/15/2026   656 
 1,130   4.65%, 08/01/2023   1,253 
 1,085   6.75%, 08/15/2019   1,293 
     Royal Bank of Scotland Group plc     
 2,970   5.13%, 05/28/2024   3,138 
 1,260   6.99%, 10/05/2017 ■♠   1,449 
 1,400   7.64%, 09/27/2017 ♠Δ   1,498 
 725   9.50%, 03/16/2022 §   819 
     Santander Bank NA     
 4,840   2.00%, 01/12/2018   4,862 
     Santander UK plc     
 2,290   5.00%, 11/07/2023 ■   2,474 
     SBA Tower Trust     
 1,050   2.93%, 12/15/2017 ■   1,063 
     Skandinaviska Enskilda Banken AB     
 3,810   2.38%, 11/20/2018 ■   3,892 
     Societe Generale     
 2,535   2.63%, 10/01/2018   2,607 
 2,670   5.00%, 01/17/2024 ■   2,791 
 215   5.00%, 01/17/2024 §   225 
 875   6.00%, 01/27/2020 ■♠   805 
 250   6.00%, 01/27/2020 §♠   229 
 2,855   7.88%, 12/18/2023 ■♠   2,812 
 1,055   8.25%, 11/29/2018 §♠   1,092 
     SoftBank Corp.     
 2,610   4.50%, 04/15/2020 ■   2,610 
     Standard Bank plc     
 100   8.13%, 12/02/2019 §   109 
     Standard Chartered plc     
 225   0.58%, 09/08/2017 ■Δ   224 
 5,975   1.50%, 09/08/2017 ■   5,967 
 825   4.00%, 07/12/2022 §   841 
     State Street Capital Trust IV     
 100   1.24%, 06/15/2037 Δ   82 
     State Street Corp.     
 1,445   3.10%, 05/15/2023   1,479 
 4,840   3.70%, 11/20/2023   5,252 
 775   4.96%, 03/15/2018   847 

 

8
 

 

The Hartford Balanced Income Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
Corporate Bonds - 43.7% - (continued)     
     Finance and Insurance - 18.7% - (continued)     
     Sumitomo Mitsui Financial Group, Inc.     
$5,800   4.44%, 04/02/2024 ■  $6,250 
     SunTrust Banks, Inc.     
 4,940   2.35%, 11/01/2018   5,036 
 3,700   2.50%, 05/01/2019   3,779 
     Swedbank AB     
 7,071   2.38%, 02/27/2019 ■   7,226 
     Synchrony Financial     
 2,400   2.70%, 02/03/2020 ☼   2,418 
 3,810   3.00%, 08/15/2019   3,907 
 5,410   3.75%, 08/15/2021   5,658 
     Teachers Insurance & Annuity Association of America     
 3,000   6.85%, 12/16/2039 ■   4,336 
     TIAA Asset Management Finance LLC     
 2,015   2.95%, 11/01/2019 ■   2,068 
     TMX Finance LLC     
 1,645   8.50%, 09/15/2018 ■   1,250 
     Toyota Motor Credit Corp.     
 12,525   1.45%, 01/12/2018   12,627 
 3,500   2.13%, 07/18/2019   3,600 
     TSMC Global Ltd.     
 1,525   1.63%, 04/03/2018 ■   1,509 
     UBS AG Stamford CT     
 2,850   5.88%, 07/15/2016   3,048 
     UnitedHealth Group, Inc.     
 1,981   6.88%, 02/15/2038   2,936 
     Ventas Realty L.P.     
 1,000   1.25%, 04/17/2017   999 
 1,240   2.70%, 04/01/2020   1,259 
 3,975   3.25%, 08/15/2022   4,047 
 2,790   3.50%, 02/01/2025   2,849 
 1,280   3.75%, 05/01/2024   1,338 
     Voya Financial, Inc.     
 1,100   5.65%, 05/15/2053   1,105 
     Wachovia Capital Trust III     
 325   5.57%, 02/05/2015 ♠Δ   319 
     Wachovia Corp.     
 2,850   5.50%, 08/01/2035   3,455 
     Wellpoint, Inc.     
 1,365   3.13%, 05/15/2022   1,409 
 3,315   4.63%, 05/15/2042   3,707 
 1,000   5.85%, 01/15/2036   1,291 
 2,330   6.38%, 06/15/2037   3,145 
     Wells Fargo & Co.     
 9,560   2.13%, 04/22/2019   9,691 
 4,760   2.15%, 01/30/2020 ☼   4,789 
 3,710   3.00%, 01/22/2021   3,879 
 4,965   3.45%, 02/13/2023   5,123 
 8,225   4.10%, 06/03/2026   8,707 
 4,080   4.13%, 08/15/2023   4,385 
 759   4.48%, 01/16/2024   834 
 3,000   4.60%, 04/01/2021   3,399 
 3,055   4.65%, 11/04/2044   3,373 
 60   5.38%, 11/02/2043   73 
 4,868   5.61%, 01/15/2044   6,089 
     WPP Finance 2010     
 8,195   3.75%, 09/19/2024   8,639 
     XLIT Ltd.     
 5,220   2.30%, 12/15/2018   5,303 
     Xstrata Finance Canada Ltd.     
 4,200   2.70%, 10/25/2017 ■   4,245 
 800   3.60%, 01/15/2017 ■   825 
     YPF S.A.     
 685   8.75%, 04/04/2024 ■   690 
         1,111,967 
     Food Manufacturing - 0.3%     
     Cargill, Inc.     
 325   3.25%, 11/15/2021 ■   349 
 2,925   4.10%, 11/01/2042 ■   3,210 
 1,000   6.00%, 11/27/2017 ■   1,122 
     ConAgra Foods, Inc.     
 3,000   7.13%, 10/01/2026   3,903 
     Kellogg Co.     
 550   7.45%, 04/01/2031   742 
     Kraft Foods Group, Inc.     
 770   5.00%, 06/04/2042   870 
     Mondelez International, Inc.     
 4,150   4.00%, 02/01/2024   4,504 
     TreeHouse Foods, Inc.     
 2,340   4.88%, 03/15/2022   2,404 
         17,104 
     Food Services - 0.1%     
     ARAMARK Corp.     
 3,660   5.75%, 03/15/2020   3,807 
     CEC Entertainment, Inc.     
 1,190   8.00%, 02/15/2022   1,157 
     McDonald's Corp.     
 400   6.30%, 10/15/2037   542 
         5,506 
     Health Care and Social Assistance - 3.1%     
     AbbVie, Inc.     
 5,740   1.75%, 11/06/2017   5,785 
     Actavis Funding SCS     
 3,825   3.85%, 06/15/2024   3,917 
     Aetna, Inc.     
 1,600   4.50%, 05/15/2042   1,835 
     Alere, Inc.     
 2,815   6.50%, 06/15/2020   2,864 
     Amgen, Inc.     
 7,475   1.25%, 05/22/2017   7,475 
 5,070   3.63%, 05/22/2024   5,355 
 700   4.10%, 06/15/2021   764 
 4,340   5.15%, 11/15/2041   5,142 
 1,475   6.90%, 06/01/2038   2,073 
     AmSurg Corp.     
 1,860   5.63%, 07/15/2022 ■   1,923 
     Bayer Finance LLC     
 3,010   3.00%, 10/08/2021 ■   3,158 
     Biomet, Inc.     
 250   6.50%, 08/01/2020   267 
 755   6.50%, 10/01/2020   798 
     Cardinal Health, Inc.     
 4,505   3.50%, 11/15/2024   4,672 
     Catholic Health Initiatives     
 1,290   2.60%, 08/01/2018   1,327 
     Celgene Corp.     
 2,945   3.63%, 05/15/2024   3,111 
 6,190   4.63%, 05/15/2044   6,887 

 

9
 

 

The Hartford Balanced Income Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
Corporate Bonds - 43.7% - (continued)     
     Health Care and Social Assistance - 3.1% - (continued)     
     Community Health Systems, Inc.     
$545   5.13%, 08/15/2018  $564 
 5,740   6.88%, 02/01/2022   6,097 
 1,440   7.13%, 07/15/2020   1,534 
     CVS Caremark Corp.     
 1,730   2.75%, 12/01/2022   1,760 
 4,000   4.00%, 12/05/2023   4,412 
 33   6.94%, 01/10/2030   41 
     CVS Pass-Through Trust     
 15   6.04%, 12/10/2028   18 
     Dignity Health     
 1,515   2.64%, 11/01/2019   1,551 
 2,260   5.27%, 11/01/2064   2,605 
     Endo Finance LLC     
 3,685   6.00%, 02/01/2025 ■   3,766 
     Envision Healthcare Corp.     
 600   5.13%, 07/01/2022 ■   609 
     Express Scripts Holding Co.     
 10,645   3.50%, 06/15/2024   11,020 
     Gilead Sciences, Inc.     
 1,565   2.05%, 04/01/2019   1,599 
 1,405   2.35%, 02/01/2020   1,447 
 1,255   3.50%, 02/01/2025   1,347 
 1,765   3.70%, 04/01/2024   1,921 
 3,700   4.40%, 12/01/2021   4,198 
 2,835   4.50%, 02/01/2045   3,262 
     GlaxoSmithKline Capital, Inc.     
 1,090   2.80%, 03/18/2023   1,117 
     Grifols Worldwide Operations Ltd.     
 245   5.25%, 04/01/2022 ■   249 
     HCA Holdings, Inc.     
 2,785   6.25%, 02/15/2021   3,022 
 315   7.50%, 11/15/2095   308 
     HCA, Inc.     
 555   5.38%, 02/01/2025   570 
 175   5.88%, 03/15/2022   195 
 1,315   5.88%, 05/01/2023   1,427 
 490   6.50%, 02/15/2016   513 
 1,670   6.50%, 02/15/2020   1,879 
     InVentiv Health, Inc.     
 705   9.00%, 01/15/2018 ■   730 
     Laboratory Corp. of America Holdings     
 1,000   3.20%, 02/01/2022   1,017 
 2,725   4.70%, 02/01/2045   2,843 
     McKesson Corp.     
 1,390   4.88%, 03/15/2044   1,644 
     Medtronic, Inc.     
 225   1.30%, 03/15/2020 ■Δ   225 
 2,615   3.15%, 03/15/2022 ■   2,742 
 4,500   3.50%, 03/15/2025 ■   4,764 
 5,016   4.38%, 03/15/2035 ■   5,572 
 3,085   4.63%, 03/15/2045 ■   3,557 
     Memorial Sloan-Kettering Cancer Center     
 695   5.00%, 07/01/2042   877 
     Mylan, Inc.     
 5,073   2.55%, 03/28/2019   5,155 
 3,575   4.20%, 11/29/2023   3,827 
     Perrigo Co. plc     
 2,620   2.30%, 11/08/2018   2,653 
 1,565   5.30%, 11/15/2043   1,844 
     Pfizer, Inc.     
 1,000   4.30%, 06/15/2043   1,134 
 1,000   6.20%, 03/15/2019   1,186 
 1,450   7.20%, 03/15/2039   2,235 
     Pinnacle Merger Sub, Inc.     
 1,869   9.50%, 10/01/2023 ■   2,075 
     Roche Holdings, Inc.     
 7,030   0.34%, 09/29/2017 ■Δ   7,022 
 3,680   4.00%, 11/28/2044 ■   4,176 
     Salix Pharmaceuticals Ltd.     
 4,917   6.00%, 01/15/2021 ■   5,237 
     Tenet Healthcare Corp.     
 345   4.75%, 06/01/2020   354 
 1,660   5.00%, 03/01/2019 ■   1,664 
 315   6.25%, 11/01/2018   342 
 3,055   8.13%, 04/01/2022   3,444 
     Wellcare Health Plans, Inc.     
 1,055   5.75%, 11/15/2020   1,095 
         181,798 
     Information - 3.8%     
     Activision Blizzard, Inc.     
 4,290   5.63%, 09/15/2021 ■   4,596 
 1,960   6.13%, 09/15/2023 ■   2,136 
     Alibaba Group Holding     
 6,575   3.13%, 11/28/2021 ■   6,655 
     Altice Financing S.A.     
 800   6.50%, 01/15/2022 ■   816 
 540   6.63%, 02/15/2023 ■   540 
 765   7.88%, 12/15/2019 ■   809 
 925   9.88%, 12/15/2020 ■   1,018 
     American Tower Corp.     
 275   7.00%, 10/15/2017   312 
     AT&T, Inc.     
 6,070   4.30%, 12/15/2042   6,049 
 7,600   4.80%, 06/15/2044   8,117 
     Audatex North America, Inc.     
 2,357   6.00%, 06/15/2021 ■   2,451 
     CCOH Safari LLC     
 1,885   5.75%, 12/01/2024   1,911 
     Cox Communications, Inc.     
 1,485   2.95%, 06/30/2023 ■   1,483 
 3,755   4.50%, 06/30/2043 ■   3,917 
 395   8.38%, 03/01/2039 ■   590 
     Deutsche Telekom International Finance B.V.     
 1,130   4.88%, 03/06/2042 ■   1,293 
 1,470   8.75%, 06/15/2030   2,249 
     DISH DBS Corp.     
 940   5.00%, 03/15/2023   924 
 675   5.88%, 07/15/2022   682 
 880   5.88%, 11/15/2024 ■   884 
 3,620   6.75%, 06/01/2021   3,932 
 1,935   7.88%, 09/01/2019   2,196 
     First Data Corp.     
 298   6.75%, 11/01/2020 ■   319 
 2,335   7.38%, 06/15/2019 ■   2,449 
 5,315   8.25%, 01/15/2021 ■   5,667 
 36   8.75%, 01/15/2022 ■Þ   39 
 350   12.63%, 01/15/2021   415 
     Harron Communications L.P.     
 2,040   9.13%, 04/01/2020 ■   2,193 

 

10
 

 

The Hartford Balanced Income Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
Corporate Bonds - 43.7% - (continued)     
     Information - 3.8% - (continued)     
     Infor Software Parent LLC     
$2,555   7.13%, 05/01/2021 ■  $2,568 
     Infor US, Inc.     
 530   9.38%, 04/01/2019   570 
     Intelsat Jackson Holdings S.A.     
 985   6.63%, 12/15/2022   1,010 
 1,295   7.25%, 04/01/2019   1,345 
 2,115   7.50%, 04/01/2021   2,242 
     Intelsat Luxembourg S.A.     
 1,095   6.75%, 06/01/2018   1,114 
 3,265   7.75%, 06/01/2021   3,236 
     InterActiveCorp     
 250   4.75%, 12/15/2022   245 
     Level 3 Communications, Inc.     
 80   8.88%, 06/01/2019   85 
     Level 3 Escrow, Inc.     
 1,545   5.38%, 08/15/2022 ■   1,568 
 466   8.13%, 07/01/2019   495 
     Level 3 Financing, Inc.     
 490   5.63%, 02/01/2023 ■   498 
 1,480   6.13%, 01/15/2021   1,535 
 2,364   7.00%, 06/01/2020   2,518 
 415   8.63%, 07/15/2020   453 
     Mauritius Investments Ltd.     
 495   4.76%, 11/11/2024 ■   500 
     MetroPCS Wireless, Inc.     
 1,450   6.63%, 11/15/2020   1,508 
     Oracle Corp.     
 2,325   5.38%, 07/15/2040   2,943 
 890   6.13%, 07/08/2039   1,224 
     Softbrands, Inc.     
 140   11.50%, 07/15/2018   153 
     Sprint Communications, Inc.     
 2,110   7.00%, 03/01/2020 ■   2,300 
 1,300   9.00%, 11/15/2018 ■   1,498 
     Sprint Corp.     
 300   7.13%, 06/15/2024   292 
 3,410   7.25%, 09/15/2021   3,405 
 4,270   7.88%, 09/15/2023   4,328 
     Syniverse Holdings, Inc.     
 2,025   9.13%, 01/15/2019   2,111 
     Telefonica Emisiones SAU     
 2,875   7.05%, 06/20/2036   4,003 
     T-Mobile USA, Inc.     
 210   5.25%, 09/01/2018   218 
 180   6.13%, 01/15/2022   185 
 890   6.46%, 04/28/2019   922 
 835   6.50%, 01/15/2024   866 
 2,380   6.63%, 04/28/2021   2,471 
 1,030   6.73%, 04/28/2022   1,068 
 145   6.84%, 04/28/2023   151 
     Unitymedia Hessen GmbH & Co.     
 1,800   5.50%, 01/15/2023 ■   1,867 
     UPCB Finance V Ltd.     
 1,385   7.25%, 11/15/2021 ■   1,506 
     UPCB Finance VI Ltd.     
 470   6.88%, 01/15/2022 ■   506 
     Verizon Communications, Inc.     
 11,683   2.63%, 02/21/2020 ■   11,817 
 2,765   3.00%, 11/01/2021   2,805 
 4,575   3.45%, 03/15/2021   4,801 
 4,260   3.50%, 11/01/2024   4,372 
 9,825   4.15%, 03/15/2024   10,574 
 4,813   4.86%, 08/21/2046 ■   5,281 
 5,380   5.01%, 08/21/2054 ■   5,929 
 8,130   5.15%, 09/15/2023   9,322 
 1,150   6.35%, 04/01/2019   1,347 
 3,400   6.40%, 09/15/2033   4,398 
 2,970   6.40%, 02/15/2038   3,852 
 15,670   6.55%, 09/15/2043   21,168 
 2,300   6.90%, 04/15/2038   3,147 
     Videotron Ltd.     
 245   5.00%, 07/15/2022   252 
 2,340   5.38%, 06/15/2024 ■   2,398 
     Vodafone Group plc     
 2,000   1.25%, 09/26/2017   1,990 
 2,100   1.50%, 02/19/2018   2,087 
     Wind Acquisition Finance S.A.     
EUR3,855   4.00%, 07/15/2020 ■   4,313 
 225   6.50%, 04/30/2020 ■   234 
     Windstream Corp.     
 615   6.38%, 08/01/2023   567 
 280   7.50%, 06/01/2022   279 
 480   7.75%, 10/15/2020   498 
 165   8.13%, 09/01/2018   172 
     Zayo Group LLC     
 1,955   6.00%, 04/01/2023 ■   1,965 
 679   8.13%, 01/01/2020   720 
 631   10.13%, 07/01/2020   708 
         223,145 
     Leather and Allied Product Manufacturing - 0.0%     
     Nike, Inc.     
 1,940   3.63%, 05/01/2043   2,068 
           
     Machinery Manufacturing - 0.3%     
     Case New Holland Industrial, Inc.     
 965   7.88%, 12/01/2017   1,062 
     Hutchison Whampoa International Ltd.     
 9,650   1.63%, 10/31/2017 ■   9,574 
 2,800   2.00%, 11/08/2017 ■   2,803 
 965   3.50%, 01/13/2017 ■   1,000 
 900   5.75%, 09/11/2019 ■   1,036 
     Perusahaan Listrik Negara     
 200   5.50%, 11/22/2021 ■   216 
         15,691 
     Mining - 0.6%     
     AK Steel Corp.     
 1,685   7.63%, 05/15/2020   1,453 
 2,365   7.63%, 10/01/2021   1,987 
 1,095   8.38%, 04/01/2022   931 
     Barrick North America Finance LLC     
 1,625   4.40%, 05/30/2021   1,690 
 1,275   5.75%, 05/01/2043   1,360 
     BHP Billiton Finance USA Ltd.     
 1,850   5.00%, 09/30/2043   2,169 
     Codelco, Inc.     
 100   3.75%, 11/04/2020 ■   104 
 115   3.75%, 11/04/2020 §   119 
 235   3.88%, 11/03/2021 §   245 

 

11
 

 

The Hartford Balanced Income Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
Corporate Bonds - 43.7% - (continued)     
     Mining - 0.6% - (continued)     
     Falconbridge Ltd.     
$75   5.38%, 06/01/2015  $76 
 75   6.00%, 10/15/2015   77 
     FMG Resources Aug 2006     
 5,760   6.88%, 04/01/2022 ■   4,522 
     Freeport-McMoRan Copper & Gold, Inc.     
 6,350   5.45%, 03/15/2043   5,319 
     Freeport-McMoRan, Inc.     
 1,905   4.00%, 11/14/2021   1,801 
 2,750   5.40%, 11/14/2034   2,389 
     Glencore Funding LLC     
 2,225   2.50%, 01/15/2019 ■   2,191 
     Newmont Mining Corp.     
 150   4.88%, 03/15/2042   138 
     Rio Tinto Finance USA Ltd.     
 4,500   2.88%, 08/21/2022   4,453 
 1,100   3.50%, 11/02/2020   1,164 
     Steel Dynamics, Inc.     
 665   5.13%, 10/01/2021 ■   680 
 1,030   5.50%, 10/01/2024 ■   1,051 
         33,919 
     Miscellaneous Manufacturing - 0.1%     
     DigitalGlobe, Inc.     
 690   5.25%, 02/01/2021 ■   663 
     S.C. Johnson & Son, Inc.     
 2,520   4.00%, 05/15/2043 ■   2,682 
     United Technologies Corp.     
 1,925   4.50%, 06/01/2042   2,233 
 950   6.13%, 07/15/2038   1,322 
         6,900 
     Motor Vehicle and Parts Manufacturing - 0.6%     
     American Axle & Manufacturing Holdings, Inc.     
 295   6.63%, 10/15/2022   315 
     Chrysler Group LLC     
 1,790   8.00%, 06/15/2019   1,881 
 3,660   8.25%, 06/15/2021   4,072 
     Daimler Finance NA LLC     
 7,300   3.25%, 08/01/2024 ■   7,716 
     Ford Motor Co.     
 370   7.45%, 07/16/2031   524 
     General Motors Co.     
 1,405   4.88%, 10/02/2023   1,533 
 1,431   6.25%, 10/02/2043   1,782 
     General Motors Financial Co., Inc.     
 7,860   3.50%, 07/10/2019   8,054 
     TRW Automotive, Inc.     
 375   7.25%, 03/15/2017 ■   411 
     Volkswagen Group of America Finance LLC     
 8,215   1.60%, 11/20/2017 ■   8,260 
 2,345   2.45%, 11/20/2019 ■   2,404 
         36,952 
     Nonmetallic Mineral Product Manufacturing - 0.1%     
     Ardagh Finance Holdings S.A.     
 772   8.63%, 06/15/2019 ■   770 
     Ardagh Packaging Finance plc     
 1,015   6.00%, 06/30/2021 ■   954 
 72   7.00%, 11/15/2020 ■   71 
 1,020   9.13%, 10/15/2020 ■   1,081 
     Cemex Finance LLC     
 1,660   6.00%, 04/01/2024 ■   1,563 
     Cemex S.A.B. de C.V.     
 2,840   5.70%, 01/11/2025 ■   2,620 
     Silgan Holdings, Inc.     
 500   5.00%, 04/01/2020   511 
         7,570 
     Other Services - 0.2%     
     Abengoa Finance     
EUR1,545   6.00%, 03/31/2021 ■   1,589 
     Abengoa Greenfield S.A.     
 1,570   6.50%, 10/01/2019 ■   1,444 
     Delphi Corp.     
 1,875   4.15%, 03/15/2024   2,018 
 2,510   5.00%, 02/15/2023   2,673 
     Service Corp. International     
 960   4.50%, 11/15/2020   953 
 1,185   5.38%, 01/15/2022   1,226 
 120   6.75%, 04/01/2016   125 
 885   7.63%, 10/01/2018   996 
     Sonic Automotive, Inc.     
 590   7.00%, 07/15/2022   642 
         11,666 
     Petroleum and Coal Products Manufacturing - 3.3%     
     Anadarko Petroleum Corp.     
 2,610   3.45%, 07/15/2024   2,648 
 1,250   4.50%, 07/15/2044   1,333 
 1,650   5.95%, 09/15/2016   1,765 
 1,300   6.45%, 09/15/2036   1,657 
 2,110   8.70%, 03/15/2019   2,602 
     Antero Resources Corp.     
 340   5.38%, 11/01/2021   331 
     Antero Resources Finance Corp.     
 2,080   6.00%, 12/01/2020   2,070 
     Apache Corp.     
 1,670   3.25%, 04/15/2022   1,671 
 755   4.25%, 01/15/2044   707 
 1,045   4.75%, 04/15/2043   1,052 
     Bonanza Creek Energy, Inc.     
 1,880   6.75%, 04/15/2021   1,683 
     Canadian Natural Resources Ltd.     
 5,930   3.80%, 04/15/2024   5,882 
     Chesapeake Energy Corp.     
 160   6.63%, 08/15/2020   171 
 255   6.88%, 11/15/2020   276 
     CNPC General Capital     
 2,270   1.95%, 04/16/2018 ■   2,243 
 1,900   2.75%, 04/19/2017 ■   1,930 
     CNPC HK Overseas Capital Ltd.     
 315   4.50%, 04/28/2021 ■   342 
     Cobalt International Energy, Inc.     
 795   2.63%, 12/01/2019 β   532 
     Concho Resources, Inc.     
 550   5.50%, 10/01/2022   550 
 850   5.50%, 04/01/2023   850 
     ConocoPhillips     
 4,000   4.30%, 11/15/2044   4,369 
 1,775   6.50%, 02/01/2039   2,447 
     ConocoPhillips Holding Co.     
 2,950   3.35%, 11/15/2024   3,081 
     Continental Resources, Inc.     
 1,035   4.90%, 06/01/2044   887 

 

12
 

 

The Hartford Balanced Income Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
Corporate Bonds - 43.7% - (continued)     
     Petroleum and Coal Products Manufacturing - 3.3% - (continued)     
     Continental Resources, Inc. - (continued)     
$6,300   5.00%, 09/15/2022  $5,985 
     Devon Energy Corp.     
 2,085   3.25%, 05/15/2022   2,111 
 2,000   5.60%, 07/15/2041   2,367 
 260   7.95%, 04/15/2032   366 
     Devon Financing Corp.     
 350   7.88%, 09/30/2031   497 
     Diamondback Energy, Inc.     
 2,315   7.63%, 10/01/2021   2,373 
     Empresa Nacional del Petroleo     
 615   4.38%, 10/30/2024 ■   614 
 100   4.75%, 12/06/2021 §   104 
     Enable Midstream Partners L.P.     
 5,100   3.90%, 05/15/2024 ■   4,999 
 65   5.00%, 05/15/2044 ■   65 
     Enbridge, Inc.     
 3,385   3.50%, 06/10/2024   3,208 
 755   4.50%, 06/10/2044   696 
     EnCana Corp.     
 1,100   3.90%, 11/15/2021   1,098 
 725   5.15%, 11/15/2041   684 
 5,595   6.50%, 05/15/2019   6,144 
 3,000   6.50%, 08/15/2034   3,264 
     Everest Acquisition LLC     
 1,520   9.38%, 05/01/2020   1,531 
     Gaz Capital S.A.     
 550   9.25%, 04/23/2019 §   537 
     Harvest Operations Corp.     
 180   6.88%, 10/01/2017   162 
     Hess Corp.     
 1,735   1.30%, 06/15/2017   1,716 
 2,550   3.50%, 07/15/2024   2,509 
 4,425   5.60%, 02/15/2041   4,805 
 500   6.00%, 01/15/2040   578 
 1,325   7.30%, 08/15/2031   1,664 
     Kerr-McGee Corp.     
 6,680   6.95%, 07/01/2024   8,254 
     Kosmos Energy Ltd.     
 525   7.88%, 08/01/2021 §   452 
     Lukoil International Finance B.V.     
 3,035   3.42%, 04/24/2018 ■   2,549 
 525   3.42%, 04/24/2018 §   441 
     Marathon Oil Corp.     
 3,310   2.80%, 11/01/2022   3,153 
     MEG Energy Corp.     
 980   6.38%, 01/30/2023 ■   872 
     Nexen, Inc.     
 400   6.40%, 05/15/2037   517 
 1,450   7.50%, 07/30/2039   2,141 
     Petrobras Global Finance Co.     
 140   1.85%, 05/20/2016 Δ   130 
 135   2.00%, 05/20/2016   127 
 230   2.39%, 01/15/2019 Δ   196 
 265   6.25%, 03/17/2024   239 
     Petroleos de Venezuela S.A.     
 626   6.00%, 05/16/2024 §   197 
 4,880   6.00%, 11/15/2026 §   1,489 
     Petroleos Mexicanos     
 400   4.25%, 01/15/2025 ■   394 
 2,490   4.50%, 01/23/2026 ■   2,486 
 645   4.88%, 01/18/2024   671 
 1,445   5.50%, 06/27/2044 ■   1,452 
 1,630   5.63%, 01/23/2046 ■   1,666 
 1,930   6.38%, 01/23/2045   2,150 
 1,245   6.50%, 06/02/2041   1,393 
     Phillips 66     
 3,195   4.88%, 11/15/2044   3,468 
     Pioneer Natural Resources Co.     
 3,290   6.88%, 05/01/2018   3,722 
     Plains Exploration & Production Co.     
 10,813   6.63%, 05/01/2021   11,354 
 603   6.88%, 02/15/2023   665 
     Range Resources Corp.     
 205   5.00%, 08/15/2022   203 
 430   5.75%, 06/01/2021   441 
 15   6.75%, 08/01/2020   15 
     Ras Laffan Liquefied Natural Gas Co., Ltd.     
 758   5.83%, 09/30/2016 ■   787 
     Reliance Holdings USA, Inc.     
 255   5.40%, 02/14/2022 ■   279 
     Rosetta Resources, Inc.     
 1,320   5.63%, 05/01/2021   1,244 
 595   5.88%, 06/01/2022   559 
     San Diego Gas & Electric Co.     
 4,770   3.60%, 09/01/2023   5,200 
     Seadrill Ltd.     
 940   6.13%, 09/15/2017 ■   783 
     Sempra Energy     
 5,000   3.55%, 06/15/2024   5,303 
 3,135   4.05%, 12/01/2023   3,460 
     Shell International Finance B.V.     
 2,650   4.55%, 08/12/2043   3,179 
 2,400   6.38%, 12/15/2038   3,472 
     Statoil ASA     
 4,125   2.90%, 11/08/2020   4,326 
     Suncor Energy, Inc.     
 500   3.60%, 12/01/2024   511 
     Tosco Corp.     
 500   8.13%, 02/15/2030   740 
     Total Capital International S.A.     
 5,065   2.88%, 02/17/2022   5,230 
     Transocean, Inc.     
 1,900   2.50%, 10/15/2017   1,667 
     Tullow Oil plc     
 1,490   6.00%, 11/01/2020 ■   1,252 
 1,625   6.25%, 04/15/2022 ■   1,365 
     Williams Partners L.P.     
 2,295   3.35%, 08/15/2022   2,199 
 6,750   3.90%, 01/15/2025   6,531 
 2,330   4.30%, 03/04/2024   2,337 
 2,000   5.40%, 03/04/2044   2,030 
     WPX Energy, Inc.     
 1,865   5.25%, 09/15/2024   1,734 
 615   6.00%, 01/15/2022   597 
         194,778 

 

13
 

 

The Hartford Balanced Income Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
Corporate Bonds - 43.7% - (continued)     
     Pipeline Transportation - 0.8%     
     DCP Midstream LLC     
$600   4.75%, 09/30/2021 ■  $560 
     El Paso Corp.     
 255   6.50%, 09/15/2020   294 
 494   7.00%, 06/15/2017   544 
     El Paso Natural Gas Co.     
 15   7.25%, 06/01/2018   17 
     Energy Transfer Equity L.P.     
 3,655   3.60%, 02/01/2023   3,668 
 2,900   4.15%, 10/01/2020   3,055 
 660   5.20%, 02/01/2022   724 
 835   6.13%, 02/15/2017   903 
 125   6.63%, 10/15/2036   149 
 425   7.50%, 10/15/2020   473 
 1,000   7.50%, 07/01/2038   1,300 
     Enterprise Products Operating LLC     
 4,450   3.35%, 03/15/2023   4,551 
 2,050   4.85%, 03/15/2044   2,261 
 480   4.95%, 10/15/2054   534 
 1,300   5.95%, 02/01/2041   1,623 
     Kinder Morgan Energy Partners L.P.     
 4,500   5.00%, 08/15/2042   4,543 
     Kinder Morgan Finance Co.     
 110   5.70%, 01/05/2016   114 
 45   6.00%, 01/15/2018 ■   49 
     Kinder Morgan, Inc.     
 4,910   3.05%, 12/01/2019   4,955 
 3,800   4.30%, 06/01/2025   3,968 
 4,600   5.55%, 06/01/2045   4,933 
     MarkWest Energy Partners L.P.     
 175   5.50%, 02/15/2023   180 
 88   6.25%, 06/15/2022   92 
     Plains All American Pipeline L.P.     
 980   2.85%, 01/31/2023   957 
 1,375   3.85%, 10/15/2023   1,429 
 2,325   4.90%, 02/15/2045   2,534 
     Sunoco Logistics Partners Operations L.P.     
 1,890   4.25%, 04/01/2024   1,961 
 1,830   5.30%, 04/01/2044   1,942 
         48,313 
     Plastics and Rubber Products Manufacturing - 0.1%     
     Associated Materials LLC     
 1,450   9.13%, 11/01/2017   1,200 
     Continental Rubber of America Corp.     
 400   4.50%, 09/15/2019 ■   415 
     Nortek, Inc.     
 2,065   8.50%, 04/15/2021   2,194 
         3,809 
     Primary Metal Manufacturing - 0.2%     
     ArcelorMittal     
 540   7.25%, 03/01/2041   554 
 1,200   7.50%, 10/15/2039   1,242 
     Constellium N.V.     
 1,750   8.00%, 01/15/2023 ■   1,737 
     Goldcorp, Inc.     
 5,555   3.63%, 06/09/2021   5,737 
     Novelis, Inc.     
 125   8.38%, 12/15/2017   130 
    United States Steel Corp.    
 2,582   7.38%, 04/01/2020   2,660 
         12,060 
     Printing and Related Support Activities - 0.1%     
     Deluxe Corp.     
 640   6.00%, 11/15/2020   665 
     Quad Graphics, Inc.     
 2,605   7.00%, 05/01/2022 ■   2,475 
     Quebecor Media, Inc.     
 335   5.75%, 01/15/2023   345 
         3,485 
     Professional, Scientific and Technical Services - 0.1%     
     Getty Images, Inc.     
 1,310   7.00%, 10/15/2020 ■   917 
     Lamar Media Corp.     
 625   5.00%, 05/01/2023   630 
 95   5.88%, 02/01/2022   99 
     Lender Processing Services, Inc.     
 330   5.75%, 04/15/2023   349 
     SunGard Data Systems, Inc.     
 2,670   6.63%, 11/01/2019   2,683 
 486   7.38%, 11/15/2018   505 
 45   7.63%, 11/15/2020   48 
         5,231 
     Rail Transportation - 0.3%     
     Burlington Northern Santa Fe Corp.     
 2,131   3.00%, 03/15/2023   2,189 
 2,980   3.05%, 09/01/2022   3,093 
 3,825   3.85%, 09/01/2023   4,168 
     Canadian Pacific Railway Co.     
 1,000   4.45%, 03/15/2023   1,125 
 1,415   4.50%, 01/15/2022   1,593 
 1,596   6.50%, 05/15/2018   1,841 
     CSX Corp.     
 1,000   4.75%, 05/30/2042   1,165 
     Kazakhstan Temir Zholy Finance B.V.     
 1,460   6.95%, 07/10/2042 §   1,326 
     Union Pacific Corp.     
 765   4.85%, 06/15/2044   954 
         17,454 
     Real Estate, Rental and Leasing - 0.9%     
     Air Lease Corp.     
 425   2.13%, 01/15/2018   423 
 7,770   4.50%, 01/15/2016   7,955 
 5,495   5.63%, 04/01/2017 Δ   5,866 
     Boston Properties L.P.     
 2,580   3.13%, 09/01/2023   2,627 
     Duke Realty L.P.     
 2,200   3.63%, 04/15/2023   2,292 
 3,905   3.75%, 12/01/2024   4,101 
 5,250   3.88%, 02/15/2021   5,585 
 2,061   3.88%, 10/15/2022   2,197 
 420   6.50%, 01/15/2018   475 
     ERAC USA Finance Co.     
 925   2.80%, 11/01/2018 ■   959 
 1,370   3.30%, 10/15/2022 ■   1,410 
 1,000   5.63%, 03/15/2042 ■   1,223 
     ERP Operating L.P.     
 1,275   4.50%, 07/01/2044   1,417 

 

14
 

 

The Hartford Balanced Income Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
Corporate Bonds - 43.7% - (continued)     
     Real Estate, Rental and Leasing - 0.9% - (continued)     
     Hertz Corp.     
$275   6.75%, 04/15/2019  $283 
     Hertz Global Holdings, Inc.     
 195   5.88%, 10/15/2020   198 
 130   6.25%, 10/15/2022   133 
     International Lease Finance Corp.     
 455   5.88%, 04/01/2019   493 
 2,095   5.88%, 08/15/2022   2,315 
 3,350   6.25%, 05/15/2019   3,693 
 350   7.13%, 09/01/2018 ■   394 
 380   8.75%, 03/15/2017   423 
     Penske Automotive Group, Inc.     
 2,700   3.13%, 05/11/2015 ■   2,717 
     ProLogis L.P.     
 1,500   3.35%, 02/01/2021   1,569 
 6,500   4.25%, 08/15/2023   7,087 
     Realogy Corp.     
 673   7.63%, 01/15/2020 ■   723 
         56,558 
     Retail Trade - 1.1%     
     99 Cents Only Stores     
 1,757   11.00%, 12/15/2019   1,849 
     Albertson's Holdings LLC     
 1,245   7.75%, 10/15/2022 ■   1,281 
     American Builders & Contractors Supply Co., Inc.     
 190   5.63%, 04/15/2021 ■   192 
     AutoZone, Inc.     
 1,823   3.70%, 04/15/2022   1,931 
     Building Materials Corp.     
 4,120   5.38%, 11/15/2024 ■   4,182 
 200   6.75%, 05/01/2021 ■   214 
     Eaton Corp.     
 2,800   2.75%, 11/02/2022   2,850 
 1,575   5.60%, 05/15/2018   1,758 
     Energy Transfer Partners     
 2,000   6.70%, 07/01/2018   2,270 
     GRD Holding III Corp.     
 2,255   10.75%, 06/01/2019 ■   2,458 
     Home Depot, Inc.     
 220   4.20%, 04/01/2043   247 
 1,265   4.88%, 02/15/2044   1,565 
 2,050   5.88%, 12/16/2036   2,790 
     Jaguar Land Rover plc     
 375   8.13%, 05/15/2021 ■   414 
     Kroger (The) Co.     
 6,275   2.95%, 11/01/2021   6,419 
 360   3.85%, 08/01/2023   386 
 1,580   5.15%, 08/01/2043   1,904 
     Lowe's Cos., Inc.     
 1,510   5.00%, 09/15/2043   1,871 
     Macy's Retail Holdings, Inc.     
 20   6.70%, 09/15/2028   25 
 20   7.00%, 02/15/2028   26 
     Michaels Stores, Inc.     
 3,025   5.88%, 12/15/2020 ■   3,063 
     Party City Holdings, Inc.     
 1,920   8.88%, 08/01/2020   2,074 
     PC Nextco Holdings LLC/PC Nextco Finance, Inc.     
 2,150   8.75%, 08/15/2019   2,182 
     Sally Holdings LLC     
 135   5.75%, 06/01/2022   144 
 225   6.88%, 11/15/2019   239 
     Sotheby's     
 595   5.25%, 10/01/2022 ■   565 
     Wal-Mart Stores, Inc.     
 6,500   4.00%, 04/11/2043   7,127 
 6,170   4.30%, 04/22/2044   7,114 
 1,000   5.00%, 10/25/2040   1,251 
 600   5.25%, 09/01/2035   765 
 703   5.63%, 04/15/2041   950 
 2,000   6.20%, 04/15/2038   2,811 
 2,800   6.50%, 08/15/2037   4,059 
         66,976 
     Soap, Cleaning Compound and Toilet Manufacturing - 0.1%     
     Procter & Gamble Co.     
 1,200   5.55%, 03/05/2037   1,659 
     Sun Products Corp.     
 2,500   7.75%, 03/15/2021 ■   2,206 
         3,865 
     Support Activities For Transportation - 0.0%     
     GNL Quintero S.A.     
 380   4.63%, 07/31/2029 ■   393 
           
     Transportation Equipment Manufacturing - 0.0%     
     Huntington Ingalls Industries, Inc.     
 106   7.13%, 03/15/2021   114 
           
     Truck Transportation - 0.3%     
     Penske Truck Leasing Co.     
 1,135   2.50%, 03/15/2016 ■   1,151 
 3,865   2.50%, 06/15/2019 ■   3,892 
 225   2.88%, 07/17/2018 ■   231 
 3,575   3.05%, 01/09/2020 ■   3,651 
 9,895   4.88%, 07/11/2022 ■   10,991 
         19,916 
     Utilities - 2.6%     
     AES (The) Corp.     
 38   7.75%, 10/15/2015   39 
 123   8.00%, 10/15/2017   138 
     AES Panama S.A.     
 15   6.35%, 12/21/2016 §   16 
     Appalachian Power Co.     
 75   4.40%, 05/15/2044   86 
     Berkshire Hathaway Energy Co.     
 500   5.95%, 05/15/2037   665 
     Carolina Power & Light Co.     
 2,060   4.10%, 05/15/2042   2,337 
     Centrais Eletricas Brasileiras S.A.     
 960   5.75%, 10/27/2021 §   859 
     Comision Federal de Electricidad     
 370   4.88%, 01/15/2024 ■   392 
     Consolidated Edison Co. of NY     
 2,945   3.30%, 12/01/2024   3,136 
 1,400   4.20%, 03/15/2042   1,561 
     Dolphin Subsidiary II, Inc.     
 3,035   7.25%, 10/15/2021   3,095 
     Dominion Resources, Inc.     
 2,895   4.70%, 12/01/2044   3,394 
 3,390   7.00%, 06/15/2038   4,855 

 

15
 

 

The Hartford Balanced Income Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
Corporate Bonds - 43.7% - (continued)     
     Utilities - 2.6% - (continued)     
     Duke Energy Corp.     
$1,350   3.55%, 09/15/2021  $1,454 
 2,935   3.75%, 04/15/2024   3,199 
 3,000   3.95%, 10/15/2023   3,331 
 3,000   5.30%, 02/15/2040   3,995 
     Duke Energy Indiana, Inc.     
 1,870   4.90%, 07/15/2043   2,405 
     Duke Energy Ohio, Inc.     
 995   3.80%, 09/01/2023   1,095 
     Duke Energy Progress, Inc.     
 6,475   2.80%, 05/15/2022   6,722 
 2,005   4.15%, 12/01/2044   2,320 
     E CL S.A.     
 100   5.63%, 01/15/2021 §   110 
     EDP Finance B.V.     
 760   5.25%, 01/14/2021 ■   810 
     Electricitie De France     
 3,095   4.88%, 01/22/2044 ■   3,722 
 5,450   5.63%, 01/22/2024 ■♠   5,859 
     Exelon Generation Co. LLC     
 2,725   4.25%, 06/15/2022   2,911 
     FirstEnergy Transmission LLC     
 7,475   5.45%, 07/15/2044 ■   8,687 
     Florida Power & Light Co.     
 4,930   3.25%, 06/01/2024   5,274 
 1,300   4.13%, 02/01/2042   1,494 
     GenOn Americas Generation LLC     
 785   9.13%, 05/01/2031   667 
     Israel Electric Corp., Ltd.     
 1,180   5.00%, 11/12/2024 ■   1,192 
     MidAmerican Energy Co.     
 2,598   4.40%, 10/15/2044   3,084 
     National Power Corp.     
 15   9.63%, 05/15/2028   23 
     Nevada Power Co.     
 2,140   6.50%, 08/01/2018   2,496 
     NiSource Finance Corp.     
 1,450   3.85%, 02/15/2023   1,552 
 3,450   4.80%, 02/15/2044   4,115 
 1,450   5.25%, 02/15/2043   1,799 
     Northeast Utilities     
 2,775   2.80%, 05/01/2023   2,785 
 2,255   3.15%, 01/15/2025   2,297 
     Oncor Electric Delivery Co. LLC     
 2,000   4.10%, 06/01/2022   2,220 
 615   5.25%, 09/30/2040   799 
     Pacific Gas & Electric Co.     
 625   2.45%, 08/15/2022   624 
 2,285   3.75%, 02/15/2024   2,474 
 2,525   4.30%, 03/15/2045   2,838 
 2,400   6.05%, 03/01/2034   3,244 
 725   8.25%, 10/15/2018   880 
     PacifiCorp     
 840   4.10%, 02/01/2042   943 
 1,000   5.50%, 01/15/2019   1,149 
     Potomac Electric Power     
 2,700   4.15%, 03/15/2043   3,072 
     PPL Capital Funding, Inc.     
 4,495   3.95%, 03/15/2024   4,893 
     Progress Energy, Inc.     
 1,750   7.00%, 10/30/2031   2,475 
 3,051   7.05%, 03/15/2019   3,673 
 540   7.75%, 03/01/2031   810 
     PSEG Power LLC     
 975   8.63%, 04/15/2031   1,470 
     Public Service Co. of Colorado     
 1,930   3.60%, 09/15/2042   2,050 
     Southern California Edison Co.     
 745   3.60%, 02/01/2045   784 
 925   4.50%, 09/01/2040   1,096 
 500   6.00%, 01/15/2034   698 
 1,010   6.05%, 03/15/2039   1,422 
     Southern Power Co.     
 15,293   4.88%, 07/15/2015   15,577 
 1,615   5.25%, 07/15/2043   2,012 
     Tampa Electric Co.     
 2,095   2.60%, 09/15/2022   2,121 
     Texas Competitive Electric Holdings Co. LLC     
 1,075   11.50%, 10/01/2020 ■Ϫ   728 
     Virginia Electric & Power Co.     
 665   4.45%, 02/15/2044   790 
         152,813 
     Wholesale Trade - 0.4%     
     Dynegy, Inc.     
 1,075   5.88%, 06/01/2023   1,021 
 415   7.38%, 11/01/2022 ■   429 
 205   7.63%, 11/01/2024 ■   211 
     Heineken N.V.     
 3,585   3.40%, 04/01/2022 ■   3,775 
     International Paper Co.     
 12,650   3.65%, 06/15/2024   13,102 
 500   7.30%, 11/15/2039   696 
     J.M. Huber Corp.     
 962   9.88%, 11/01/2019 ■   1,046 
     SABMiller Holdings, Inc.     
 1,475   3.75%, 01/15/2022 ■   1,576 
 800   4.95%, 01/15/2042 ■   940 
         22,796 
     Total Corporate Bonds     
     (Cost $2,481,049)  $2,591,628 
           
Foreign Government Obligations - 5.1%     
     Argentina - 0.2%     
     Argentina (Republic of)     
$280   0.00%, 10/03/2015 ●  $281 
 3,235   0.00%, 04/17/2017 ●   3,114 
 685   0.00%, 05/07/2024 ●   683 
EUR303   0.00%, 12/31/2033 ●   305 
 3,605   0.00%, 12/31/2038 ●   1,866 
 3,470   8.28%, 12/31/2033   2,878 
        $9,127 
     Brazil - 0.3%     
     Brazil (Federative Republic of)     
 2,325   2.63%, 01/05/2023   2,095 
 11,235   5.00%, 01/27/2045   10,842 
BRL7,972   6.00%, 08/15/2050 ◄   2,979 
 1,925   8.00%, 01/15/2018   2,113 
 164   8.25%, 01/20/2034   226 

 

16
 

 

The Hartford Balanced Income Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
Foreign Government Obligations - 5.1% - (continued)     
     Brazil - 0.3% - (continued)     
     Brazil (Federative Republic of) - (continued)     
BRL3,888   10.00%, 01/01/2021  $1,335 
         19,590 
     Colombia - 0.5%     
     Colombia (Republic of)     
 1,350   2.63%, 03/15/2023   1,272 
COP633,201   3.50%, 03/10/2021 ◄   273 
 4,925   4.00%, 02/26/2024   5,110 
 5,690   4.38%, 07/12/2021   6,031 
COP486,747   4.75%, 02/23/2023 ◄   224 
 850   5.00%, 06/15/2045   899 
 6,410   5.63%, 02/26/2044   7,404 
 3,180   7.38%, 09/18/2037   4,293 
COP1,295,400   7.50%, 08/26/2026   560 
COP1,450,000   7.75%, 04/14/2021   662 
 2,144   8.13%, 05/21/2024   2,833 
COP10,000   9.85%, 06/28/2027   6 
 85   10.38%, 01/28/2033   135 
 1,536   11.75%, 02/25/2020   2,139 
COP108,000   12.00%, 10/22/2015   47 
         31,888 
     Croatia - 0.1%     
     Croatia (Republic of)     
 460   6.25%, 04/27/2017 ■   487 
 1,720   6.25%, 04/27/2017 §   1,820 
 520   6.63%, 07/14/2020 §   573 
 255   6.75%, 11/05/2019 §   281 
         3,161 
     Dominican Republic - 0.1%     
     Dominican (Republic of)     
 2,800   5.50%, 01/27/2025 ■   2,835 
 595   6.60%, 01/28/2024 ■   648 
 1,320   6.85%, 01/27/2045 ■   1,333 
 1,420   7.45%, 04/30/2044 ■   1,562 
 250   7.50%, 05/06/2021 §   281 
         6,659 
     Ecuador - 0.0%     
     Ecuador (Republic of)     
 1,700   9.38%, 12/15/2015 §   1,677 
           
     Hungary - 0.2%     
     Hungary (Republic of)     
 3,646   4.00%, 03/25/2019   3,828 
 1,518   4.13%, 02/19/2018   1,591 
EUR550   5.75%, 06/11/2018 §   713 
 570   5.75%, 11/22/2023   661 
 2,068   6.25%, 01/29/2020   2,374 
 1,498   7.63%, 03/29/2041   2,217 
         11,384 
     Iceland - 0.1%     
     Iceland (Republic of)     
 1,755   4.88%, 06/16/2016 §   1,830 
 226   5.88%, 05/11/2022 ■   257 
 1,150   5.88%, 05/11/2022 §   1,309 
         3,396 
     Indonesia - 0.6%     
     Indonesia (Republic of)     
 3,766   3.75%, 04/25/2022 §   3,804 
 3,020   4.13%, 01/15/2025 ■   3,103 
 6,515   4.88%, 05/05/2021 §   7,069 
 2,455   5.25%, 01/17/2042 §   2,608 
 465   5.38%, 10/17/2023 ■   520 
 260   5.38%, 10/17/2023 §   291 
 3,570   5.88%, 03/13/2020 §   4,025 
 3,991   6.63%, 02/17/2037 §   4,899 
 2,650   7.75%, 01/17/2038 §   3,650 
 5,037   8.50%, 10/12/2035 §   7,354 
         37,323 
     Ivory Coast - 0.1%     
     Cote d'Ivoire (Republic of)     
 2,055   5.38%, 07/23/2024 §   1,932 
     Ivory Coast (Republic of)     
 1,500   5.75%, 12/31/2032 §   1,410 
         3,342 
     Kazakhstan - 0.1%     
     Kazakhstan (Republic of)     
 2,015   3.88%, 10/14/2024 ■   1,826 
 715   4.88%, 10/14/2044 ■   627 
 1,395   4.88%, 10/14/2044 §   1,224 
         3,677 
     Kenya - 0.0%     
     Kenya (Republic of)     
 651   5.88%, 06/24/2019 ■   651 
 1,105   6.88%, 06/24/2024 ■   1,149 
         1,800 
     Latvia - 0.1%     
     Latvia (Republic of)     
 1,575   2.75%, 01/12/2020   1,600 
 2,340   2.75%, 01/12/2020 §   2,377 
         3,977 
     Lithuania - 0.1%     
     Lithuania (Republic of)     
 2,160   6.13%, 03/09/2021 §   2,578 
 4,751   7.38%, 02/11/2020 §   5,832 
         8,410 
     Mexico - 0.6%     
     Mexico (United Mexican States)     
MXN6,481   2.50%, 12/10/2020 ◄   445 
 3,821   3.50%, 01/21/2021   3,947 
 1,385   3.60%, 01/30/2025   1,423 
 4,528   3.63%, 03/15/2022   4,662 
MXN6,069   4.50%, 12/04/2025 ◄   484 
MXN3,964   4.50%, 11/22/2035 ◄   330 
 6,215   4.60%, 01/23/2046   6,635 
 4,576   4.75%, 03/08/2044   4,954 
 6,654   5.75%, 10/12/2110   7,519 
 4,452   6.05%, 01/11/2040   5,687 
MXN26,330   10.00%, 12/05/2024   2,392 
         38,478 
     Morocco - 0.0%     
     Morocco (Kingdom of)     
EUR1,325   3.50%, 06/19/2024 §   1,580 
EUR460   4.50%, 10/05/2020 §   579 
 800   5.50%, 12/11/2042 §   897 
         3,056 
     Panama - 0.1%     
     Panama (Republic of)     
 122   7.25%, 03/15/2015   123 
 1,199   8.88%, 09/30/2027   1,786 

 

17
 

 

The Hartford Balanced Income Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
Foreign Government Obligations - 5.1% - (continued)     
     Panama - 0.1% - (continued)     
     Panama (Republic of) - (continued)     
$1,647   9.38%, 04/01/2029  $2,582 
         4,491 
     Peru - 0.1%     
     Peru (Republic of)     
PEN3,325   5.20%, 09/12/2023   1,088 
PEN1,450   6.95%, 08/12/2031   537 
PEN75   7.84%, 08/12/2020   29 
 1,455   8.38%, 05/03/2016   1,582 
 25   9.88%, 02/06/2015   25 
         3,261 
     Philippines - 0.1%     
     Philippines (Republic of)     
 1,085   5.50%, 03/30/2026   1,343 
 1,165   8.38%, 06/17/2019   1,474 
 604   9.50%, 02/02/2030   1,025 
 1,080   10.63%, 03/16/2025   1,771 
         5,613 
     Romania - 0.2%     
     Romania (Republic of)     
EUR1,395   3.63%, 04/24/2024 §   1,793 
 1,372   4.38%, 08/22/2023 §   1,491 
EUR355   4.63%, 09/18/2020 §   470 
EUR510   4.88%, 11/07/2019 §   675 
 1,420   6.13%, 01/22/2044 §   1,894 
 894   6.13%, 01/22/2044 ■   1,192 
 4,786   6.75%, 02/07/2022 §   5,873 
         13,388 
     Russia - 0.5%     
     Russia (Federation of)     
 800   3.63%, 04/29/2015 §   799 
 200   3.63%, 04/29/2015 ■   200 
 1,600   4.88%, 09/16/2023 ■   1,349 
 5,600   4.88%, 09/16/2023 §   4,721 
 3,500   5.00%, 04/29/2020 §   3,099 
 20,144   7.50%, 03/31/2030 §   20,256 
         30,424 
     Slovenia - 0.1%     
     Slovenia (Republic of)     
 1,010   5.25%, 02/18/2024 §   1,159 
 1,210   5.25%, 02/18/2024 ■   1,388 
 1,715   5.50%, 10/26/2022 §   1,981 
 675   5.85%, 05/10/2023 §   798 
 1,045   5.85%, 05/10/2023 ■   1,236 
         6,562 
     South Africa - 0.1%     
     South Africa (Republic of)     
ZAR20,800     7.00%, 02/28/2031   1,696 
ZAR14,645     8.75%, 02/28/2048   1,392 
         3,088 
     Turkey - 0.5%     
     Turkey (Republic of)     
 4,130   4.88%, 04/16/2043   4,321 
 2,215   5.13%, 03/25/2022   2,403 
 4,960   5.63%, 03/30/2021   5,515 
 3,210   5.75%, 03/22/2024   3,675 
 725   6.25%, 09/26/2022   843 
 2,983   6.75%, 04/03/2018   3,339 
 2,970   7.00%, 09/26/2016   3,226 
 1,990   7.38%, 02/05/2025   2,537 
 4,125   7.50%, 07/14/2017   4,615 
         30,474 
     Ukraine - 0.0%     
     Ukraine (Government of)     
 350   6.25%, 06/17/2016 ■   190 
 740   6.25%, 06/17/2016 §   401 
 2,320   6.58%, 11/21/2016 §   1,250 
 105   6.88%, 09/23/2015 §   61 
         1,902 
     Uruguay - 0.1%     
     Uruguay (Republic of)     
 545   4.13%, 11/20/2045   530 
 4,749   4.50%, 08/14/2024   5,197 
 262   5.10%, 06/18/2050   285 
         6,012 
     Venezuela - 0.2%     
     Venezuela (Republic of)     
 2,590   7.00%, 03/31/2038 §   822 
 1,980   7.65%, 04/21/2025   639 
 3,110   7.75%, 10/13/2019 §   1,019 
 15,790   9.25%, 05/07/2028 §   5,290 
 3,440   9.38%, 01/13/2034   1,178 
 1,085   11.95%, 08/05/2031 §   393 
         9,341 
     Total Foreign Government Obligations     
     (Cost $300,108)  $301,501 
           
Municipal Bonds - 0.3%     
     General Obligations - 0.1%     
     California State GO,     
$725   7.30%, 10/01/2039  $1,108 
 1,730   7.60%, 11/01/2040   2,825 
 550   7.63%, 03/01/2040   879 
     California State GO, Taxable,     
 2,795   7.55%, 04/01/2039   4,509 
     Illinois State GO,     
 585   5.67%, 03/01/2018   642 
     Illinois State, GO,     
 155   5.10%, 06/01/2033   161 
         10,124 
     Higher Education (Univ., Dorms, etc.) - 0.0%     
     Massachusetts State Development Fin Agency Rev,     
 110   5.35%, 12/01/2028   130 
           
     Miscellaneous - 0.0%     
     California State Public Works Board Lease Rev,     
 50   8.36%, 10/01/2034   77 
           
     Transportation - 0.2%     
     Grand Parkway Transportation Corp TX, Toll Rev,     
 1,195   5.18%, 10/01/2042   1,564 
     New Jersey State Turnpike Auth, Taxable,     
 50   7.41%, 01/01/2040   78 
     New York & New Jersey PA,     
 1,850   4.46%, 10/01/2062   2,059 
 15   4.93%, 10/01/2051   18 
 900   4.96%, 08/01/2046   1,109 
 4,165   5.31%, 08/01/2046   4,708 

 

18
 

 

The Hartford Balanced Income Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
Municipal Bonds - 0.3% - (continued)     
     Transportation - 0.2% - (continued)     
     North Texas Tollway Auth Rev,     
$455   6.72%, 01/01/2049  $701 
         10,237 
     Total Municipal Bonds     
     (Cost $17,061)  $20,568 
           
Senior Floating Rate Interests ♦ - 0.2%     
     Computer and Electronic Product Manufacturing - 0.0%     
     Freescale Semiconductor, Inc.     
$834   5.00%, 01/15/2021  $835 
           
     Finance and Insurance - 0.0%     
     Asurion LLC     
 775   8.50%, 03/03/2021   765 
           
     Mining - 0.0%     
     Arch Coal, Inc.     
 1,671   6.25%, 05/16/2018   1,194 
           
     Other Services - 0.0%     
     Gardner Denver, Inc.     
 1,924   4.25%, 07/30/2020   1,795 
           
     Petroleum and Coal Products Manufacturing - 0.0%     
     Crosby Worldwide Ltd.     
 1,554   3.75%, 11/23/2020   1,398 
           
     Retail Trade - 0.1%     
     Lands' End, Inc.     
 1,139   4.25%, 04/04/2021   1,090 
     Neiman Marcus (The) Group, Inc.     
 1,833   4.25%, 10/25/2020   1,776 
         2,866 
     Utilities - 0.1%     
     Texas Competitive Electric Holdings Co. LLC     
 3,799   4.66%, 10/10/2017 Ψ   2,367 
           
     Total Senior Floating Rate Interests     
     (Cost $12,486)  $11,220 
           
U.S. Government Securities - 0.1%     
U.S. Treasury Securities - 0.1%     
     U.S. Treasury Bonds - 0.0%     
$2,090   3.13%, 08/15/2044 ‡  $2,480 
 115   3.38%, 05/15/2044   143 
         2,623 
     U.S. Treasury Notes - 0.1%     
 850   0.50%, 09/30/2016   852 
 375   1.63%, 12/31/2019   383 
 520   2.25%, 11/15/2024   546 
 1,250   2.38%, 08/15/2024 ‡   1,328 
         3,109 
         5,732 
     Total U.S. Government Securities     
     (Cost $5,234)  $5,732 
           
     Total Long-Term Investments     
     (Cost $5,213,950)  $5,674,680 
           
Short-Term Investments - 3.6%     
Repurchase Agreements - 3.6%     
     Bank of America Merrill Lynch Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $208, collateralized by U.S.
Treasury Note 0.88%, 2017, value of $213)
     
$208   0.04%, 1/31/15  $208 
     Bank of America Merrill Lynch TriParty
Repurchase Agreement (maturing on
02/02/2015 in the amount of $9,043,
collateralized by FHLMC 3.50% - 4.00%, 2032
- 2045, FNMA 1.83% - 4.50%, 2025 - 2045,
value of $9,224)
     
 9,043   0.06%, 1/31/15   9,043 
     Bank of Montreal TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$65,607, collateralized by U.S. Treasury Bill
0.04% - 0.25%, 2015 - 2016, U.S. Treasury
Bond 3.00% - 9.88%, 2015 - 2044, U.S.
Treasury Note 0.25% - 4.63%, 2015 - 2022,
value of $66,919)
     
 65,607   0.05%, 1/31/15   65,607 
     Bank of Montreal TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$15,275, collateralized by FHLMC 2.00% -
5.50%, 2022 - 2044, FNMA 3.00% - 4.00%,
2022 - 2042, GNMA 3.00%, 2043, U.S.
Treasury Bill 0.25%, 2016, U.S. Treasury Note
0.75% - 2.50%, 2017 - 2024, value of $15,581)
     
 15,275   0.06%, 1/31/15   15,275 
     Barclays Capital TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$43,702, collateralized by U.S. Treasury Note
1.50% - 2.00%, 2016 - 2023, value of $44,577)
     
 43,702   0.04%, 1/31/15   43,702 
     Citigroup Global Markets, Inc. TriParty
Repurchase Agreement (maturing on
02/02/2015 in the amount of $28,412,
collateralized by U.S. Treasury Bond 3.75% -
4.50%, 2038 - 2043, value of $28,980)
     
 28,412   0.05%, 1/31/15   28,412 
     Deutsche Bank Securities TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $2,490, collateralized by FHLMC
2.50% - 6.50%, 2020 - 2041, FNMA 2.50% -
6.50%, 2016 - 2047, GNMA 3.50%, 2045, U.S.
Treasury Bill 0.07% - 0.25%, 2015 - 2016, U.S.
Treasury Bond 2.38% - 5.38%, 2027 - 2043,
U.S. Treasury Note 0.13% - 4.63%, 2015 -
2024, value of $2,540)
     
 2,490   0.05%, 1/31/15   2,490 
     Royal Bank of Scotland TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $10,448, collateralized by U.S.
Treasury Bond 8.13%, 2019, U.S. Treasury
Note 2.38% - 3.63%, 2020 - 2024, value of
$10,658)
     
 10,448   0.06%, 1/31/15   10,448 

 

19
 

 

The Hartford Balanced Income Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬       Market Value ╪ 
Short-Term Investments - 3.6% - (continued)          
Repurchase Agreements - 3.6% - (continued)          
     Societe Generale TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$642, collateralized by U.S. Treasury Note
0.75% - 2.63%, 2016 - 2017, value of $654)
          
$642   0.06%, 1/31/15       $642 
     TD Securities TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$38,997, collateralized by FHLMC 3.00% -
4.00%, 2026 - 2043, FNMA 2.50% - 5.00%,
2025 - 2044, value of $39,778)
          
 38,997   0.07%, 1/31/15        38,997 
              214,824 
     Total Short-Term Investments          
     (Cost $214,824)       $214,824 
                
     Total Investments          
     (Cost $5,428,774) ▲   99.2%  $5,889,504 
     Other Assets and Liabilities   0.8%   48,201 
     Total Net Assets   100.0%  $5,937,705 

 

20
 

 

The Hartford Balanced Income Fund
Schedule of Investments – (continued)
January 31, 2015 (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 Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group indices and/or as defined by Fund management. Industry classifications may not be identical across all security types.

 

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

 

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for reporting ease. 

 

At January 31, 2015, the cost of securities for federal income tax purposes was $5,430,702 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $531,446 
Unrealized Depreciation    (72,644)
Net Unrealized Appreciation  $458,802 

 

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

 

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

 

ΨThe issuer is in bankruptcy. However, the investment held by the Fund is current with respect to interest payments.

 

ϪThe issuer is in bankruptcy. The investment held by the Fund has made partial interest payments.

 

ΔVariable rate securities; the rate reported is the coupon rate in effect at January 31, 2015.

 

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

 

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, 2015.

 

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 noted, these holdings are determined to be liquid. At January 31, 2015, the aggregate value of these securities was $529,120, which represents 8.9% 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, as amended. 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, 2015, the aggregate value of these securities was $132,081, which represents 2.2% of total net assets.

 

βConvertible security.

 

Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

 

ÞThis security may pay interest in the form of additional principal in lieu of cash.

 

This security, or a portion of this security, was purchased on a when-issued or delayed-delivery basis. The cost of these securities was $7,149 at January 31, 2015.

 

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 OTC swap contracts.

 

21
 

 

The Hartford Balanced Income Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Cash  pledged and received as collateral in connection with derivatives at January 31, 2015:

 

   Pledged ‡   Received 
OTC swap contracts  $   $1,085 
Futures contracts   4,561     
Centrally cleared swaps contracts   180     
Total  $4,741   $1,085 

 

As previously noted, certain securities, or a portion of these securities, are pledged as collateral in connection with certain derivative instruments. These securities are held by the Fund but are not represented in the table above.

 

Futures Contracts Outstanding at January 31, 2015

 

   Number of   Expiration  Notional   Market   Unrealized
Appreciation/(Depreciation)
   Variation Margin 
Description  Contracts*   Date  Amount   Value ╪   Asset   Liability   Asset   Liability 
Long position contracts:                                      
U.S. Treasury 2-Year Note Future   564   03/31/2015  $123,474   $123,948   $474   $   $123   $ 
U.S. Treasury 30-Year Bond Future   2,027   03/20/2015   290,118    306,647    16,529        1607    (18)
U.S. Treasury 5-Year Note Future   8,241   03/31/2015   982,270    999,994    17,724        3798     
Total                    $34,727   $   $5,528   $(18)
Short position contracts:                                      
Euro-BUND Future   16   03/06/2015  $2,762   $2,882   $   $(120)  $   $(12)
U.S. Treasury 10-Year Note Future   8,382   03/20/2015   1,062,230    1,096,994        (34,764)   15    (5,787)
U.S. Treasury CME Ultra Long Term Bond Future   260   03/20/2015   41,744    46,524        (4,780)       (512)
Total                    $   $(39,664)  $15   $(6,311)
Total futures contracts                    $34,727   $(39,664)  $5,543   $(6,329)

 

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

 

OTC Credit Default Swap Contracts Outstanding at January 31, 2015

 

   Counter-  Notional  (Pay)/ Receive Fixed
Rate/ Implied
  Expiration  Upfront
Premiums
   Upfront
Premiums
   Market   Unrealized Appreciation/
(Depreciation)
 
Reference Entity  party  Amount (a)  Credit Spread (b)  Date  Paid   Received   Value ╪   Asset   Liability 
Credit default swaps on single-name issues:                                       
Buy protection:                                       
Colombia (Republic of)  BCLY  USD  855  (1.00)% / 1.43%  03/20/19  $9   $   $15   $6   $ 
Colombia (Republic of)  BOA  USD  425  (1.00)% / 1.43%  03/20/19   3        7    4     
ConAgra Foods, Inc.  JPM  USD  1,100  (1.00)% / 0.61%  03/20/20       (26)   (21)   5     
Darden Restaurants, Inc.  GSC  USD  475  (1.00)% / 1.35%  03/20/20   9        8        (1)
E.I. du Pont de Nemours & Co.  BCLY  USD  550  (1.00)% / 0.48%  03/20/20       (16)   (14)   2     
Indonesia (Republic of)  BCLY  USD  320  (1.00)% / 1.44%  09/20/19   6        6         
Indonesia (Republic of)  BNP  USD  1,100  (1.00)% / 1.44%  09/20/19   25        22        (3)
Indonesia (Republic of)  GSC  USD  145  (1.00)% / 1.44%  09/20/19   3        3         
Pfizer, Inc.  CSI  USD  1,075  (1.00)% / 0.16%  03/20/20       (45)   (46)       (1)
Venezuela (Republic of)  BOA  USD  745  (5.00)% / 85.48%  03/20/19   139        502    363     
Venezuela (Republic of)  DEUT  USD  1,315  (5.00)% / 85.48%  03/20/19   248        885    637     
Total                $442   $(87)  $1,367   $1,017   $(5)
Sell protection:                                       
Enbridge, Inc.  CBK  USD  1,725  1.00% / 3.28%  03/20/20  $   $(158)  $(181)  $   $(23)
Hungary (Republic of)  BNP  USD  6,990  1.00% / 1.43%  12/20/19       (222)   (142)   80     
Illinois State GO  GSC  USD  900  1.00% / 1.37%  06/20/17   3        (8)       (11)
Kazakhstan (Republic of)  BCLY  USD  435  1.00% / 2.99%  06/20/19       (15)   (35)       (20)
Kazakhstan (Republic of)  DEUT  USD  90  1.00% / 2.99%  06/20/19       (3)   (7)       (4)
Kazakhstan (Republic of)  MSC  USD  140  1.00% / 2.99%  06/20/19       (5)   (11)       (6)
Peru (Republic of)  BCLY  USD  860  1.00% / 1.14%  03/20/19       (10)   (5)   5     
Peru (Republic of)  BOA  USD  420  1.00% / 1.14%  03/20/19       (5)   (3)   2     
Transocean, Inc.  MSC  USD  675  1.00% / 7.88%  03/20/20       (130)   (178)       (48)
Turkey (Republic of)  BNP  USD  760  1.00% / 1.78%  09/20/19       (26)   (26)        

 

22
 

 

The Hartford Balanced Income Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

OTC Credit Default Swap Contracts Outstanding at January 31, 2015 - (continued)

 

   Counter-  Notional   (Pay)/ Receive Fixed
Rate/ Implied
  Expiration  Upfront
Premiums
   Upfront
Premiums
   Market   Unrealized Appreciation/
(Depreciation)
 
Reference Entity  party  Amount (a)   Credit Spread (b)  Date  Paid   Received   Value ╪   Asset   Liability 
Credit default swaps on single-name issues: - (continued)                            
Sell protection: - (continued)                                    
Turkey (Republic of)  BNP  USD660   1.00% / 1.78%  09/20/19  $   $(23)  $(23)  $   $ 
Turkey (Republic of)  DEUT  USD1,655   1.00% / 1.85%  12/20/19       (72)   (65)   7     
Turkey (Republic of)  GSC  USD145   1.00% / 1.78%  09/20/19       (5)   (5)        
Total                $3   $(674)  $(689)  $94   $(112)
Total single-name issues                $445   $(761)  $678   $1,111   $(117)
Total OTC contracts                $445   $(761)  $678   $1,111   $(117)

 

(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.

 

(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, 2015. 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 Credit Default Swap Contracts Outstanding at January 31, 2015

 

   Clearing  Notional   (Pay)/ Receive
Fixed
  Expiration      Market   Unrealized
Appreciation/
(Depreciation)
   Variation Margin 
Reference Entity  House (a)  Amount (b)   Rate  Date  Cost Basis   Value ╪   Asset   Liability   Asset   Liability 
Credit default swaps on indices:
Sell protection:
CDX.NA.HY.22  CME  USD2,807   5.00%  06/20/19  $183   $174   $   $(9)  $   $(5)
CDX.NA.HY.23  CME  USD1,000   5.00%  12/20/19   62    56        (6)       (2)
Total                $245   $230   $   $(15)  $   $(7)
Total centrally cleared contracts         $245   $230   $   $(15)  $   $(7)

 

(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.

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at January 31, 2015

 

Clearing  Payments made  Payments received  Notional   Expiration  Upfront
Premiums Paid
   Market   Unrealized
Appreciation/
(Depreciation)
   Variation Margin 
House (a)  by Fund  by Fund  Amount   Date  (Received)   Value ╪   Asset   Liability   Asset   Liability 
LCH  0.43% Fixed  6M EURIBOR  EUR200   09/17/17  $   $(2)  $   $(2)  $   $ 

 

(a)The FCM to the contracts is GSC.

 

23
 

 

The Hartford Balanced Income Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Foreign Currency Contracts Outstanding at January 31, 2015

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
AUD  Sell  03/18/2015  BOA  $1,630   $1,572   $58   $ 
AUD  Sell  03/18/2015  CBA   1,631    1,572    59     
BRL  Buy  03/03/2015  MSC   3,835    3,643        (192)
BRL  Sell  03/03/2015  MSC   7,729    7,477    252     
BRL  Sell  03/03/2015  UBS   605    586    19     
CAD  Buy  02/02/2015  CBK   168    166        (2)
CAD  Buy  02/04/2015  RBC   311    311         
CHF  Buy  02/02/2015  BNP   177    178    1     
CHF  Buy  02/03/2015  JPM   4,679    4,683    4     
COP  Sell  03/18/2015  BNP   390    370    20     
COP  Sell  03/18/2015  BOA   425    421    4     
COP  Sell  03/18/2015  SCB   611    605    6     
COP  Sell  03/18/2015  UBS   401    376    25     
EUR  Buy  02/02/2015  MSC   89    89         
EUR  Buy  03/18/2015  MSC   242    232        (10)
EUR  Buy  03/18/2015  SCB   350    335        (15)
EUR  Buy  02/27/2015  UBS   362    362         
EUR  Sell  02/27/2015  BOA   9,998    9,552    446     
EUR  Sell  03/18/2015  CBK   164    164         
EUR  Sell  03/18/2015  NAB   8,121    7,410    711     
GBP  Sell  02/02/2015  BMO   3,668    3,673        (5)
GBP  Sell  02/03/2015  BNP   580    581        (1)
GBP  Sell  02/02/2015  MSC   830    830         
IDR  Buy  03/18/2015  BNP   1,430    1,409        (21)
IDR  Sell  03/18/2015  JPM   1,397    1,409        (12)
MXN  Buy  03/18/2015  CSFB   540    539        (1)
MXN  Buy  03/18/2015  MSC   2,500    2,409        (91)
PEN  Sell  03/18/2015  BNP   1,694    1,658    36     
ZAR  Sell  03/18/2015  UBS   2,762    2,763        (1)
Total                     $1,641   $(351)

 

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, 2015 (Unaudited)
(000’s Omitted)

 

GLOSSARY: (abbreviations used in preceding 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.
CSI Credit Suisse International
DEUT Deutsche Bank Securities, Inc.
FCM Futures Commission Merchant
GSC Goldman Sachs & Co.
JPM JP Morgan Chase & Co.
LCH LCH Clearnet
MSC Morgan Stanley
NAB National Australia Bank Limited
RBC RBC Dominion Securities, Inc.
SCB Standard Chartered Bank
UBS UBS AG
 
Currency Abbreviations:
AUD Australian Dollar
BRL Brazilian Real
CAD Canadian Dollar
CHF Swiss Franc
COP Colombian Peso
EUR EURO
GBP British Pound
IDR Indonesian New Rupiah
MXN Mexican New Peso
PEN Peruvian New Sol
USD U.S. Dollar
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
EURIBOR Euro Interbank Offered Rate
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
GNMA Government National Mortgage Association
LIBOR London Interbank Offered Rate
OTC Over-the-Counter
REIT Real Estate Investment Trust

 

Credit Exposure
as of January 31, 2015
Credit Rating *  Percentage of
Net Assets
 
Aaa/ AAA   0.2%
Aa/ AA   1.8 
A   10.5 
Baa/ BBB   28.5 
Ba/ BB   3.8 
B   3.2 
Caa/ CCC or Lower   2.5 
Not Rated   0.5 
Non-Debt Securities and Other Short-Term Instruments   48.2 
Other Assets and Liabilities   0.8 
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 (Moody's) and typically range from AAA/Aaa (highest) to C/D (lowest). Presentation of S&P and Moody's credit ratings in this report have been selected for informational purposes for shareholders, as well as the Fund's consideration of industry practice. 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 the Fund's shares. Ratings may change.

 

25
 

 

The Hartford Balanced Income Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary
January 31, 2015

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Asset and Commercial Mortgage Backed Securities  $95,908   $   $68,886   $27,022 
Common Stocks ‡   2,644,871    2,456,652    188,219     
Corporate Bonds   2,591,628        2,591,248    380 
Foreign Government Obligations   301,501        301,501     
Municipal Bonds   20,568        20,568     
Preferred Stocks   3,252    3,252         
Senior Floating Rate Interests   11,220        11,220     
U.S. Government Securities   5,732    383    5,349     
Short-Term Investments   214,824        214,824     
Total  $5,889,504   $2,460,287   $3,401,815   $27,402 
Foreign Currency Contracts *  $1,641   $   $1,641   $ 
Futures *   34,727    34,727         
Swaps - Credit Default *   1,111        1,111     
Total  $37,479   $34,727   $2,752   $ 
Liabilities:                    
Foreign Currency Contracts *  $351   $   $351   $ 
Futures *   39,664    39,664         
Swaps - Credit Default *   132        132     
Swaps - Interest Rate *   2        2     
Total  $40,149   $39,664   $485   $ 

 

For the three-month period ended January 31, 2015, investments valued at $2,622 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 mean 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.

 

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

 

   Balance as
of October
31, 2014
   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, 2015
 
Assets:                                             
Asset & Commercial Mortgage Backed Securities  $26,996   $207   $(233)*  $162   $2,983   $(3,093)  $   $   $27,022 
Corporate Bonds   10        9       361                380 
Total  $27,006   $207   $(224)  $162   $3,344   $(3,093)  $   $   $27,402 

 

*Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2015 was $(62).
Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2015 was $9.

 

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, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Common Stocks - 97.0% 
     Automobiles and Components - 1.6%     
 122   Delphi Automotive plc   $8,377 
 762   Fiat Chrysler Automobiles N.V. ●    10,056 
 4,914   Goodyear (The) Tire & Rubber Co.    119,127 
 413   Harley-Davidson, Inc.    25,492 
 246   Honda Motor Co., Ltd.    7,420 
         170,472 
     Banks - 2.1%     
 776   Axis Bank Ltd. ●    7,354 
 38,578   Bank of Ireland ●    11,611 
 169   First Republic Bank    8,622 
 3,204   ICICI Bank Ltd. ●    18,612 
 118   M&T Bank Corp.    13,302 
 44,404   Mizuho Financial Group, Inc.    72,606 
 821   PNC Financial Services Group, Inc.    69,439 
 73   South State Corp.    4,341 
 562   Wells Fargo & Co.    29,200 
         235,087 
     Capital Goods - 6.8%     
 96   3M Co.    15,500 
 72   Acuity Brands, Inc.    10,827 
 1,970   AECOM ●    50,076 
 104   Arcam AB ●    2,242 
 225   Assa Abloy Ab    12,284 
 420   Belden, Inc.    34,825 
 130   Danaher Corp.    10,686 
 321   DigitalGlobe, Inc. ●    8,643 
 453   Eaton Corp. plc    28,581 
 240   Fastenal Co.    10,664 
 150   Generac Holdings, Inc. ●    6,543 
 471   HD Supply Holdings, Inc. ●    13,575 
 142   Lockheed Martin Corp.    26,774 
 871   Nidec Corp.    59,283 
 180   Northrop Grumman Corp.    28,325 
 302   Owens Corning, Inc.    12,090 
 192   Polypore International, Inc. ●    8,577 
 1,376   Raytheon Co.    137,667 
 295   Rexel S.A.    5,521 
 1,223   Safran S.A.    81,460 
 40   Sulzer AG    4,250 
 80   Teledyne Technologies, Inc. ●    7,581 
 16   Textron, Inc.    689 
 357   TransDigm Group, Inc.    73,339 
 497   United Technologies Corp.    57,032 
 851   Vallourec S.A.    18,463 
 270   WESCO International, Inc. ●    18,040 
         743,537 
     Commercial and Professional Services - 0.8%     
 175   Clean Harbors, Inc. ●    8,272 
 335   Equifax, Inc.    28,292 
 424   Herman Miller, Inc.    12,304 
 63   IHS, Inc. ●    7,302 
 689   Knoll, Inc.    14,115 
 133   Manpowergroup, Inc.    9,708 
 122   Robert Half International, Inc.    7,109 
         87,102 
     Consumer Durables and Apparel - 2.7%     
 305   Asics Corp.    7,494 
 49   Compagnie Financiere Richemont S.A.    4,105 
 728   D.R. Horton, Inc.    17,851 
 791   Electrolux AB Series B    24,334 
 111   Fossil Group, Inc. ●    10,887 
 146   GoPro, Inc. ●    7,287 
 41   Harman International Industries, Inc.    5,307 
 316   Kate Spade & Co. ●    9,960 
 76   Lennar Corp.    3,430 
 264   Luxottica Group S.p.A.    15,696 
 43   Michael Kors Holdings Ltd. ●    3,041 
 3,498   Pulte Group, Inc.    72,020 
 67   PVH Corp.    7,377 
 1,308   Samsonite International S.A.    3,970 
 3,769   Sony Corp.    88,642 
 327   Vera Bradley, Inc. ●    6,242 
 58   Whirlpool Corp.    11,474 
         299,117 
     Consumer Services - 2.7%     
 619   American Public Education, Inc. ●    20,780 
 453   Grand Canyon Education, Inc. ●    19,846 
 582   Hilton Worldwide Holdings, Inc. ●    15,121 
 430   Las Vegas Sands Corp.    23,392 
 457   McDonald’s Corp.    42,258 
 185   Melco PBL Entertainment Ltd. ADR    4,435 
 1,612   Norwegian Cruise Line Holdings Ltd. ●    70,528 
 55   Outerwall, Inc. ●    3,410 
 914   Sands China Ltd.    4,448 
 1,153   Wyndham Worldwide Corp.    96,646 
         300,864 
     Diversified Financials - 5.2%     
 90   Ameriprise Financial, Inc.    11,216 
 328   Banca Generali S.p.A.    9,170 
 188   BlackRock, Inc.    63,955 
 2,042   Blackstone (The) Group L.P.    76,233 
 2,797   Citigroup, Inc.    131,341 
 554   Hong Kong Exchanges & Clearing Ltd.    12,753 
 3,024   JP Morgan Chase & Co.    164,472 
 396   Julius Baer Group Ltd.    16,098 
 275   Legg Mason, Inc.    15,260 
 167   Northern Trust Corp.    10,934 
 556   Platform Specialty Products Corp. ●    11,679 
 295   PRA Group, Inc. ●    14,613 
 194   Raymond James Financial, Inc.    10,187 
 198   Santander Consumer USA Holdings, Inc.    3,540 
 476   Waddell & Reed Financial, Inc. Class A    21,270 
         572,721 
     Energy - 4.9%     
 377   Atwood Oceanics, Inc.    10,765 
 43   Baker Hughes, Inc.    2,503 
 2,662   BG Group plc    35,508 
 678   Cabot Oil & Gas Corp.    17,978 
 1,609   Cameco Corp.    22,566 
 434   Canadian Natural Resources Ltd. ADR    12,563 
 403   Chesapeake Energy Corp.    7,722 
 196   Chevron Corp.    20,064 
 999   Cobalt International Energy, Inc. ●    9,108 
 134   Continental Resources, Inc. ●    6,091 
 98   Diamondback Energy, Inc. ●    6,731 
 140   Energen Corp.    8,860 

 

1
 

 

The Hartford Capital Appreciation Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Common Stocks - 97.0% - (continued) 
     Energy - 4.9% - (continued)     
 114   EQT Corp.   $8,458 
 246   Exxon Mobil Corp.    21,535 
 2,750   Halliburton Co.    109,974 
 267   HollyFrontier Corp.    9,601 
 882   Imperial Oil Ltd.    32,713 
 946   Karoon Gas Australia Ltd. ●    1,539 
 2,257   McDermott International, Inc. ●    5,079 
 165   National Oilwell Varco, Inc.    8,993 
 185   Occidental Petroleum Corp.    14,803 
 629   Patterson-UTI Energy, Inc.    10,786 
 1,243   Petroleo Brasileiro S.A. ADR    7,469 
 584   Pioneer Natural Resources Co.    87,846 
 212   QEP Resources, Inc.    4,287 
 276   Rice Energy, Inc. ●    4,719 
 757   Southwestern Energy Co. ●    18,772 
 637   Suncor Energy, Inc.    18,982 
 35   Superior Energy Services, Inc.    708 
 2,836   Trican Well Service Ltd.    10,936 
 171   Whiting Petroleum Corp. ●    5,144 
         542,803 
     Food and Staples Retailing - 1.2%     
 995   CVS Health Corp.    97,626 
 368   Seven & I Holdings Co., Ltd.    13,463 
 254   Wal-Mart Stores, Inc.    21,564 
         132,653 
     Food, Beverage and Tobacco - 3.7%     
 257   Anheuser-Busch InBev N.V.    31,285 
 237   Anheuser-Busch InBev N.V. ADR    28,932 
 1,723   Coca-Cola Co.    70,953 
 106   Diageo plc ADR    12,546 
 2,029   Freshpet, Inc. ●    31,030 
 1,534   Greencore Group plc    7,113 
 471   Imperial Tobacco Group plc    22,113 
 365   Kraft Foods Group, Inc.    23,869 
 2,878   Mondelez International, Inc.    101,405 
 424   Monster Beverage Corp. ●    49,573 
 118   Philip Morris International, Inc.    9,491 
 221   Post Holdings, Inc. ●    10,459 
 1,409   Treasury Wine Estates Ltd.    5,357 
 55   TreeHouse Foods, Inc. ●    4,967 
         409,093 
     Health Care Equipment and Services - 3.3%     
 251   Aetna, Inc.    23,002 
 85   Anthem, Inc.    11,455 
 673   Becton, Dickinson & Co.    92,944 
 393   Cardinal Health, Inc.    32,678 
 534   CareView Communications, Inc. ●†    240 
 220   Envision Healthcare Holdings ●    7,548 
 678   Express Scripts Holding Co. ●    54,713 
 750   HCA Holdings, Inc. ●    53,083 
 474   IMS Health Holdings, Inc. ●    11,674 
 379   Medtronic plc    27,088 
 350   UnitedHealth Group, Inc.    37,154 
 134   Universal Health Services, Inc. Class B    13,724 
         365,303 
     Household and Personal Products - 0.7%     
 160   Procter & Gamble Co.    13,503 
 2,400   Svenska Cellulosa AB Class B    57,850 
         71,353 
     Insurance - 4.6%     
 470   ACE Ltd.    50,736 
 2,823   AIA Group Ltd.    16,385 
 3,368   American International Group, Inc.    164,572 
 573   Assicurazioni Generali S.p.A.    12,084 
 451   Assured Guaranty Ltd.    11,014 
 24   Fairfax Financial Holdings Ltd.    12,516 
 329   Lincoln National Corp.    16,461 
 21   Markel Corp. ●    14,635 
 1,036   Marsh & McLennan Cos., Inc.    55,696 
 991   MetLife, Inc.    46,095 
 341   Principal Financial Group, Inc.    15,992 
 957   Prudential Financial, Inc.    72,640 
 362   Tokio Marine Holdings, Inc.    12,645 
         501,471 
     Materials - 4.5%     
 149   Air Liquide    18,830 
 68   Allegheny Technologies, Inc.    1,937 
 2,110   Barrick Gold Corp.    26,969 
 7   Berry Plastics Group, Inc. ●    241 
 121   Cabot Corp.    5,119 
 246   Celanese Corp.    13,217 
 390   Constellium N.V. ●    7,177 
 354   Continental Gold Ltd. ●    591 
 272   Dow Chemical Co.    12,294 
 1   Givaudan    2,177 
 1,326   Gold Resource Corp.    4,641 
 1,371   Holcim Ltd.    95,844 
 265   Huntsman Corp.    5,808 
 12,896   Ivanhoe Mines Ltd. ●    7,713 
 1,193   JSR Corp.    21,031 
 81   Lafarge S.A.    5,570 
 509   Louisiana-Pacific Corp. ●    8,334 
 120   Martin Marietta Materials, Inc.    12,945 
 232   Methanex Corp. ADR    10,226 
 464   Norbord, Inc.    10,325 
 1,246   Packaging Corp. of America    94,521 
 335   Praxair, Inc.    40,368 
 267   Reliance Steel & Aluminum    13,967 
 160   Rio Tinto plc ADR    7,081 
 579   Wacker Chemie AG    62,022 
         488,948 
     Media - 1.1%     
 248   CBS Corp. Class B    13,592 
 736   DHX Media Ltd.    4,955 
 152   DISH Network Corp. ●    10,722 
 25   Harvey Weinstein Co. Holdings Class A-1 ⌂●†∞     
 438   McGraw Hill Financial, Inc.    39,145 
 1,070   Pandora Media, Inc. ●    17,756 
 334   Quebecor, Inc.    8,366 
 5   Time Warner Cable, Inc.    736 
 108   Tribune Media Co. - Class A ●    6,385 
 592   Twenty-First Century Fox, Inc.    19,642 
         121,299 
     Pharmaceuticals, Biotechnology and Life Sciences - 14.5%     
 918   Actavis plc ●    244,766 

 

2
 

 

The Hartford Capital Appreciation Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Common Stocks - 97.0% - (continued) 
     Pharmaceuticals, Biotechnology and Life Sciences - 14.5% - (continued)     
 30   Agios Pharmaceuticals, Inc. ●   $3,462 
 189   Alkermes plc ●    13,619 
 250   Almirall S.A. ●    4,360 
 72   Alnylam Pharmaceuticals, Inc. ●    6,720 
 76   Amgen, Inc.    11,646 
 795   Arena Pharmaceuticals, Inc. ●    3,425 
 2,790   AstraZeneca plc    198,601 
 217   AstraZeneca plc ADR    15,424 
 379   Biogen Idec, Inc. ●    147,406 
 100   Biomarin Pharmaceutical, Inc. ●    9,696 
 7,008   Bristol-Myers Squibb Co.    422,346 
 193   Celgene Corp. ●    23,004 
 60   Five Prime Therapeutics, Inc. ●    1,576 
 172   Gilead Sciences, Inc. ●    18,007 
 211   Icon plc ADR ●    11,912 
 40   Illumina, Inc. ●    7,801 
 321   Incyte Corp. ●    25,591 
 193   Innate Pharma S.A. ●    1,993 
 478   Johnson & Johnson    47,858 
 294   Medivation, Inc. ●    31,953 
 2,690   Merck & Co., Inc.    162,145 
 103   Ono Pharmaceutical Co., Ltd.    10,857 
 757   Pfizer, Inc.    23,659 
 191   Portola Pharmaceuticals, Inc. ●    5,421 
 61   PTC Therapeutics, Inc. ●    3,327 
 19   Receptos, Inc. ●    2,073 
 102   Regeneron Pharmaceuticals, Inc. ●    42,418 
 82   Regulus Therapeutics, Inc. ●    1,575 
 87   Roche Holding AG    23,398 
 256   Tesaro, Inc. ●    10,282 
 1,141   TherapeuticsMD, Inc. ●    4,632 
 352   Vertex Pharmaceuticals, Inc. ●    38,725 
 173   Zoetis, Inc.    7,398 
         1,587,076 
     Real Estate - 1.1%     
 83   AvalonBay Communities, Inc. REIT    14,437 
 84   Boston Properties, Inc. REIT    11,662 
 346   CBRE Group, Inc. ●    11,200 
 351   Columbia Property Trust, Inc.    8,599 
 462   Deutsche Annington Immobile    16,057 
 17,338   Macquarie Mexico Real Estate Management S.A. de C. V. REIT    28,535 
 441   Mitsui Fudosan Co., Ltd.    11,142 
 36   Paramount Group, Inc. ●    693 
 137   Plum Creek Timber Co., Inc. REIT    6,104 
 144   Realogy Holdings Corp. ●    6,704 
 153   WeWork Companies, Inc. Class A ⌂●†    2,299 
 194   Weyerhaeuser Co. REIT    6,948 
         124,380 
     Retailing - 7.2%     
 699   Advance Automotive Parts, Inc.    111,097 
 286   Amazon.com, Inc. ●    101,514 
 301   CarMax, Inc. ●    18,713 
 756   Coupons.com, Inc. ●    10,822 
 134   CST Brands, Inc.    5,777 
 15   Dollar General Corp. ●    974 
 204   Dollar Tree, Inc. ●    14,475 
 273   GameStop Corp. Class A    9,630 
 176   GNC Holdings, Inc.    7,817 
 3,624   Groupon, Inc. ●    25,947 
 374   Home Depot, Inc.    39,003 
 12   Honest (The) Co. ⌂●†    327 
 91   HSN, Inc.    7,037 
 853   L Brands, Inc.    72,168 
 553   Lowe’s Cos., Inc.    37,455 
 527   Michaels (The) Cos., Inc. ●    13,591 
 135   Netflix, Inc. ●    59,640 
 1,131   Office Depot, Inc. ●    8,599 
 11   Priceline (The) Group, Inc. ●    10,660 
 2   Restoration Hardware Holdings, Inc. ●    193 
 601   Signet Jewelers Ltd.    72,795 
 1,521   TJX Cos., Inc.    100,274 
 771   Tory Burch LLC ⌂●†    45,575 
 143   TripAdvisor, Inc. ●    9,550 
 228   Tuesday Morning Corp. ●    4,038 
 188   Wayfair, Inc. ●    3,670 
         791,341 
     Semiconductors and Semiconductor Equipment - 7.4%     
 6,004   Applied Materials, Inc.    137,131 
 149,753   GCL-Poly Energy Holdings Ltd. ●    32,517 
 247   Hynix Semiconductor, Inc.    10,654 
 5,597   Intel Corp.    184,920 
 635   Maxim Integrated Products, Inc.    21,004 
 4,536   Micron Technology, Inc. ●    132,740 
 1,807   NXP Semiconductors N.V. ●    143,341 
 35   Qorvo, Inc. ●    2,570 
 7   Samsung Electronics Co., Ltd.    8,186 
 173   Spansion, Inc. Class A ●    6,140 
 1,350   Sumco Corp.    22,653 
 332   SunEdison Semiconductor Ltd. ●    6,488 
 1,329   SunEdison, Inc. ●    24,888 
 3,320   SunPower Corp. ●    80,088 
         813,320 
     Software and Services - 10.2%     
 513   Accenture plc    43,142 
 8,520   Activision Blizzard, Inc.    178,031 
 559   Adobe Systems, Inc. ●    39,216 
 478   Akamai Technologies, Inc. ●    27,823 
 194   Alibaba Group Holding Ltd. ●    17,303 
 116   Angie’s List, Inc. ●    531 
 381   AOL, Inc. ●    16,491 
 296   Automatic Data Processing, Inc.    24,399 
 313   Baidu, Inc. ADR ●    68,144 
 464   Cadence Design Systems, Inc. ●    8,350 
 250   Cognizant Technology Solutions Corp. ●    13,543 
 269   CoStar Group, Inc. ●    49,701 
 175   Everyday Health, Inc. ●    2,430 
 1,704   Facebook, Inc. ●    129,383 
 243   Genpact Ltd. ●    4,881 
 27   Google, Inc. Class A ●    14,460 
 351   Google, Inc. Class C ●    187,572 
 160   IAC/InterActiveCorp.    9,749 
 297   iGate Corp. ●    10,524 
 177   Intuit, Inc.    15,399 
 47   LendingClub Corp. ⌂●†    810 

  

3
 

 

The Hartford Capital Appreciation Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Common Stocks - 97.0% - (continued) 
     Software and Services - 10.2% - (continued)     
 3,800   Microsoft Corp.   $153,527 
 2   New Relic, Inc. ●    53 
 28   New Relic, Inc. Private Placement ⌂●†    821 
 2,332   Optimal Payments plc ●    12,069 
 164   Rovi Corp. ●    3,789 
 168   Salesforce.com, Inc. ●    9,481 
 465   Symantec Corp.    11,509 
 133   Teradata Corp. ●    5,941 
 95   Twitter, Inc. ●    3,583 
 208   Verint Systems, Inc. ●    11,087 
 237   VeriSign, Inc. ●    12,890 
 14   Visa, Inc.    3,605 
 1,001   Web.com Group, Inc. ●    15,120 
 35   Yahoo!, Inc. ●    1,544 
 234   Yelp, Inc. ●    12,267 
 307   Zuora, Inc. ⌂●†    1,049 
         1,120,217 
     Technology Hardware and Equipment - 5.5%     
 818   Alcatel - Lucent ADR ●    2,821 
 274   Amphenol Corp. Class A    14,729 
 2,089   Apple, Inc.    244,740 
 265   Arris Group, Inc. ●    6,939 
 2,034   Aruba Networks, Inc. ●    33,727 
 1,630   Brocade Communications Systems, Inc.    18,127 
 659   CDW Corp. of Delaware    22,571 
 3,783   Cisco Systems, Inc.    99,737 
 405   EMC Corp.    10,509 
 87   F5 Networks, Inc. ●    9,742 
 1,564   Hewlett-Packard Co.    56,497 
 71   Loral Space & Communications, Inc. ●    5,080 
 101   Motorola Solutions, Inc.    6,301 
 7,573   NEC Corp.    21,391 
 1,140   ParkerVision, Inc. ●    1,163 
 174   Qualcomm, Inc.    10,899 
 55   Stratasys Ltd. ●    4,368 
 226   TE Connectivity Ltd.    14,992 
 397   Trimble Navigation Ltd. ●    9,453 
 89   Western Digital Corp.    8,637 
         602,423 
     Telecommunication Services - 0.6%     
 1,357   Gogo, Inc. ●    19,724 
 689   NTT DoCoMo, Inc.    11,626 
 427   Orange S.A.    7,512 
 170   SoftBank Corp.    9,980 
 407   Verizon Communications, Inc.    18,611 
         67,453 
     Transportation - 3.5%     
 42,097   AirAsia Berhad    32,490 
 190   Canadian National Railway Co.    12,566 
 1,330   CSX Corp.    44,299 
 437   FedEx Corp.    73,840 
 3,741   Hertz Global Holdings, Inc. ●    76,766 
 44   Landstar System, Inc.    2,820 
 126   Norfolk Southern Corp.    12,864 
 2,187   Swift Transportation Co. ●    53,766 
 111   United Continental Holdings, Inc. ●    7,678 
 621   United Parcel Service, Inc. Class B    61,411 
 387   UTI Worldwide, Inc. ●    4,597 
         383,097 
     Utilities - 1.1%     
 27,187   China Longyuan Power Group Corp.    29,179 
 391   Duke Energy Corp.    34,090 
 2,442   ENN Energy Holdings Ltd.    14,435 
 188   PG&E Corp.    11,050 
 1,562   Snam S.p.A.    7,641 
 509   Xcel Energy, Inc.    19,089 
         115,484 
     Total Common Stocks     
     ( Cost $10,221,397)   $10,646,614 
           

Preferred Stocks - 1.1%

     
     Capital Goods - 0.0%     
 266   Lithium Technology Corp. ⌂●†   $1,409 
           
     Consumer Durables and Apparel - 0.0%     
 26   Cloudera, Inc. ⌂●†    768 
 83   One Kings Lane, Inc. ⌂●†    1,231 
         1,999 
     Consumer Services - 0.0%     
 244   Draftkings, Inc. ⌂●†    396 
           
     Pharmaceuticals, Biotechnology and Life Sciences - 0.1%     
 96   Moderna Therapeutics, Inc. Series E ⌂●†    5,311 
           
     Real Estate - 0.2%     
 246   Redfin Corp. ⌂●†    730 
 762   WeWork Companies, Inc., Class D-1 ⌂●†    11,426 
 599   WeWork Companies, Inc., Class D-2 ⌂●†    8,978 
         21,134 
     Retailing - 0.0%     
 45   Forward Ventures LLC ⌂●†    1,143 
 28   Honest (The) Co. Series C ⌂●†β    763 
         1,906 
     Software and Services - 0.6%     
 371   Apigee Corp. ⌂●†    1,194 
 18   Dropbox, Inc. ⌂●†    316 
 567   Essence Holding Group ⌂●†    946 
 78   Lookout, Inc. ⌂●†    978 
 118   Nutanix, Inc. ⌂●†    1,850 
 2,001   Uber Technologies, Inc. ⌂●†    59,996 
 58   Veracode, Inc. ⌂●†    1,262 
         66,542 
     Technology Hardware and Equipment - 0.2%     
 1,220   Pure Storage, Inc. ⌂●†    17,953 
           
     Telecommunication Services - 0.0%     
 40   DocuSign, Inc. ⌂●†    630 
         630 
     Total Preferred Stocks     
     (Cost $91,549)   $117,280 
           
     Total Long-Term Investments     
     (Cost $10,312,946)   $10,763,894 

 

4
 

 

The Hartford Capital Appreciation Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount     Market Value ╪ 
Short-Term Investments - 1.7%         
Other Direct Federal Obligations - 0.3%          
   FHLB          
$25,000   0.08%, 5/1/2015  ○        $24,996 
 17,045   0.13%, 2/20/2015  ○        17,044 
              42,040 
Repurchase Agreements - 1.4%          
     Bank of America Merrill Lynch Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $144, collateralized by U.S. Treasury
Note 0.88%, 2017, value of $147)
          
$144   0.04%, 1/31/15       $144 
     Bank of America Merrill Lynch TriParty
Repurchase Agreement (maturing on
02/02/2015 in the amount of $6,244,
collateralized by FHLMC 3.50% - 4.00%, 2032 -
2045, FNMA 1.83% - 4.50%, 2025 - 2045,
value of $6,369)
          
 6,244   0.06%, 1/31/15        6,244 
     Bank of Montreal TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$45,300, collateralized by U.S. Treasury Bill
0.04% - 0.25%, 2015 - 2016, U.S. Treasury
Bond 3.00% - 9.88%, 2015 - 2044, U.S.
Treasury Note 0.25% - 4.63%, 2015 - 2022,
value of $46,206)
          
 45,300   0.05%, 1/31/15        45,300 
     Bank of Montreal TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$10,547, collateralized by FHLMC 2.00% -
5.50%, 2022 - 2044, FNMA 3.00% - 4.00%,
2022 - 2042, GNMA 3.00%, 2043, U.S.
Treasury Bill 0.25%, 2016, U.S. Treasury Note
0.75% - 2.50%, 2017 - 2024, value of $10,758)
          
 10,547   0.06%, 1/31/15        10,547 
     Barclays Capital TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$30,175, collateralized by U.S. Treasury Note
1.50% - 2.00%, 2016 - 2023, value of $30,779)
          
 30,175   0.04%, 1/31/15        30,175 
     Citigroup Global Markets, Inc. TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $19,618, collateralized by U.S.
Treasury Bond 3.75% - 4.50%, 2038 - 2043,
value of $20,010)
          
 19,618   0.05%, 1/31/15        19,618 
     Deutsche Bank Securities TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $1,719, collateralized by FHLMC
2.50% - 6.50%, 2020 - 2041, FNMA 2.50% -
6.50%, 2016 - 2047, GNMA 3.50%, 2045, U.S.
Treasury Bill 0.07% - 0.25%, 2015 - 2016, U.S.
Treasury Bond 2.38% - 5.38%, 2027 - 2043,
U.S. Treasury Note 0.13% - 4.63%, 2015 -
2024, value of $1,754)
          
 1,719   0.05%, 1/31/15        1,719 
     Royal Bank of Scotland TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $7,214, collateralized by U.S.
Treasury Bond 8.13%, 2019, U.S. Treasury
Note 2.38% - 3.63%, 2020 - 2024, value of
$7,359)
          
7,214   0.06%, 1/31/15       7,214 
     Societe Generale TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $443,
collateralized by U.S. Treasury Note 0.75% -
2.63%, 2016 - 2017, value of $452)
          
 443   0.06%, 1/31/15        443 
     TD Securities TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$26,927, collateralized by FHLMC 3.00% -
4.00%, 2026 - 2043, FNMA 2.50% - 5.00%,
2025 - 2044, value of $27,466)
          
 26,927   0.07%, 1/31/15        26,927 
              148,331 
     Total Short-Term Investments          
     (Cost $190,370)       $190,371 
                
     Total Investments          
     (Cost $10,503,316) ▲   99.8%  $10,954,265 
     Other Assets and Liabilities   0.2%   19,844 
     Total Net Assets   100.0%  $10,974,109 

 

5
 

 

The Hartford Capital Appreciation Fund
Schedule of Investments – (continued)
January 31, 2015 (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. 

 

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

 

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for reporting ease. 

 

At January 31, 2015, the cost of securities for federal income tax purposes was $10,521,122 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation   $1,059,806 
Unrealized Depreciation    (626,663)
Net Unrealized Appreciation   $433,143 

 

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, 2015, the aggregate fair value of these securities was $168,401, which represents 1.5% 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 interest rate disclosed for these securities represents the effective yield on the date of the acquisition.

βConvertible security.

 

Securities exempt from registration under Regulation D of the Securities Act of 1933, as amended. 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, 2015, the aggregate value and percentage of net assets of these securities rounds to zero.

 

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, as amended, and may have contractual restrictions on resale.  Illiquid securities may lack a readily available market or their valuation has not changed for a certain period of time.

 

Period Acquired  Shares/ Par   Security  Cost Basis 
04/2014   371   Apigee Corp. Preferred  $1,079 
02/2014   26   Cloudera, Inc. Preferred   377 
02/2014   40   DocuSign, Inc. Preferred   521 
12/2014   244   Draftkings, Inc. Preferred   440 
01/2014   18   Dropbox, Inc. Preferred   351 
05/2014   567   Essence Holding Group Preferred   896 
11/2014   45   Forward Ventures LLC Preferred   1,397 
10/2005   25   Harvey Weinstein Co. Holdings Class A-1  - Reg D   23,636 
08/2014   12   Honest (The) Co.   325 
08/2014   28   Honest (The) Co. Series C Preferred   758 
04/2014   47   LendingClub Corp.   473 
08/2014   266   Lithium Technology Corp. Preferred   1,299 
07/2014   78   Lookout, Inc. Preferred   888 
12/2014   96   Moderna Therapeutics, Inc. Series E Preferred   5,901 
04/2014   28   New Relic, Inc. Private Placement   809 
08/2014   118   Nutanix, Inc. Preferred   1,582 
01/2014   83   One Kings Lane, Inc. Preferred   1,285 
04/2014   1,220   Pure Storage, Inc. Preferred   19,180 
12/2014   246   Redfin Corp. Preferred   811 
11/2013   771   Tory Burch LLC   60,400 
06/2014   2,001   Uber Technologies, Inc. Preferred   31,039 
08/2014   58   Veracode, Inc. Preferred   1,075 
12/2014   153   WeWork Companies, Inc. Class A   2,555 
12/2014   762   WeWork Companies, Inc., Class D-1 Preferred   12,696 
12/2014   599   WeWork Companies, Inc., Class D-2 Preferred   9,976 
01/2015   307   Zuora, Inc.   1,166 

 

At January 31, 2015, the aggregate value of these securities was $168,161, which represents 1.5% of total net assets.

  

6
 

 

The Hartford Capital Appreciation Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Foreign Currency Contracts Outstanding at January 31, 2015

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
CAD  Buy  02/02/2015  CBK  $403   $397   $   $(6)
CAD  Buy  02/03/2015  MSC   38    38         
CAD  Sell  02/03/2015  MSC   198    197    1     
CAD  Sell  02/04/2015  RBC   351    351         
CHF  Buy  02/03/2015  JPM   11    11         
EUR  Buy  02/03/2015  BCLY   15    15         
EUR  Buy  03/18/2015  BOA   23,655    22,800        (855)
EUR  Sell  02/03/2015  BCLY   860    861        (1)
EUR  Sell  03/18/2015  BCLY   8,862    8,903        (41)
EUR  Sell  03/18/2015  CBK   153,059    138,636    14,423     
EUR  Sell  02/02/2015  MSC   1,008    1,007    1     
EUR  Sell  03/18/2015  NAB   42,467    38,751    3,716     
HKD  Buy  02/03/2015  JPM   1,050    1,050         
JPY  Buy  02/04/2015  WEST   1,762    1,764    2     
JPY  Sell  03/18/2015  BCLY   195,848    196,623        (775)
JPY  Sell  03/18/2015  GSC   9,335    9,512        (177)
SEK  Sell  02/02/2015  GSC   3,819    3,820        (1)
Total                     $18,143   $(1,856)

 

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
GSC Goldman Sachs & Co.
JPM JP Morgan Chase & Co.  
MSC Morgan Stanley
NAB National Australia Bank Limited
RBC RBC Dominion Securities, Inc.
WEST Westpac International
 
Currency Abbreviations:
CAD Canadian Dollar  
CHF Swiss Franc  
EUR EURO  
HKD Hong Kong Dollar  
JPY Japanese Yen  
SEK Swedish Krona  
 
Other Abbreviations:
ADR American Depositary Receipt
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, 2015
Sector  Percentage of
Net Assets
 
Equity Securities     
Consumer Discretionary   15.3%
Consumer Staples   5.6 
Energy   4.9 
Financials   13.2 
Health Care   17.9 
Industrials   11.1 
Information Technology   23.9 
Materials   4.5 
Services   0.6 
Utilities   1.1 
Total   98.1%
Short-Term Investments   1.7 
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.

 

7
 

 

The Hartford Capital Appreciation Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary
January 31, 2015

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks                    
Automobiles and Components  $170,472   $152,996   $17,476   $ 
Banks   235,087    124,904    110,183     
Capital Goods   743,537    560,034    183,503     
Commercial and Professional Services   87,102    87,102         
Consumer Durables and Apparel   299,117    154,876    144,241     
Consumer Services   300,864    296,416    4,448     
Diversified Financials   572,721    534,700    38,021     
Energy   542,803    505,756    37,047     
Food and Staples Retailing   132,653    119,190    13,463     
Food, Beverage and Tobacco   409,093    343,225    65,868     
Health Care Equipment and Services   365,303    365,303         
Household and Personal Products   71,353    13,503    57,850     
Insurance   501,471    460,357    41,114     
Materials   488,948    283,474    205,474     
Media   121,299    121,299         
Pharmaceuticals, Biotechnology and Life Sciences   1,587,076    1,347,867    239,209     
Real Estate   124,380    94,882    27,199    2,299 
Retailing   791,341    745,439        45,902 
Semiconductors and Semiconductor Equipment   813,320    739,310    74,010     
Software and Services   1,120,217    1,105,468    12,069    2,680 
Technology Hardware and Equipment   602,423    581,032    21,391     
Telecommunication Services   67,453    38,335    29,118     
Transportation   383,097    383,097         
Utilities   115,484    64,229    51,255     
Total   10,646,614    9,222,794    1,372,939    50,881 
Preferred Stocks   117,280            117,280 
Short-Term Investments   190,371        190,371     
Total  $10,954,265   $9,222,794   $1,563,310   $168,161 
Foreign Currency Contracts*  $18,143   $   $18,143   $ 
Total  $18,143   $   $18,143   $ 
Liabilities:                    
Foreign Currency Contracts*  $1,856   $   $1,856   $ 
Total  $1,856   $   $1,856   $ 

 

For the three-month period ended January 31, 2015, investments valued at $32,000 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 mean 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 Fund
Schedule of Investments – (continued)
January 31, 2015 (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, 2014
   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, 2015
 
Assets:                                             
Common Stocks   $56,636   $   $(4,793)†  $   $3,721   $   $1,154   $(5,837)  $50,881 
Preferred Stocks    57,996    1,010    30,694       31,221    (2,487)       (1,154)   117,280 
Total   $114,632   $1,010   $25,901   $   $34,942   $(2,487)  $1,154   $(6,991)  $168,161 

 

*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, 2015 was $(4,793).
Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2015 was $30,546.

 

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 Checks and Balances Fund
Schedule of Investments
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount Market Value ╪
Affiliated Investment Companies - 99.9%          
 Domestic Equity Funds - 66.1%          
 15,421   The Hartford Capital Appreciation Fund        $625,956 
 25,301   The Hartford Dividend and Growth Fund        623,660 
              1,249,616 
     Total Domestic Equity Funds          
     (Cost $1,078,609)        $1,249,616 
                
 Taxable Fixed Income Funds - 33.8%          
 58,929   The Hartford Total Return Bond Fund        $638,790 
                
     Total Taxable Fixed Income Funds          
     (Cost $636,123)        $638,790 
                
     Total Investments in Affiliated Investment Companies          
     (Cost $1,714,732)        $1,888,406 
                
     Total Long-Term Investments          
     (Cost $1,714,732)        $1,888,406 
                
     Total Investments          
    (Cost $1,714,732) ▲    99.9%  $1,888,406 
     Other Assets and Liabilities    0.1%   2,060 
     Total Net Assets    100.0%  $1,890,466 

 

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

 

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for reporting ease. 

 

At January 31, 2015, the cost of securities for federal income tax purposes was $1,780,065 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $108,341 
Unrealized Depreciation    
Net Unrealized Appreciation  $108,341 

 

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.

 

Composition by Investments

as of January 31, 2015

Fund Name  Percentage of
Net Assets
 
The Hartford Capital Appreciation Fund   33.1%
The Hartford Dividend and Growth Fund   33.0 
The Hartford Total Return Bond Fund   33.8 
Other Assets and Liabilities   0.1 
Total   100.0%

 

1
 

 

The Hartford Checks and Balances Fund
Schedule of Investments (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary

January 31, 2015

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Affiliated Investment Companies  $1,888,406   $1,888,406   $   $ 
Total  $1,888,406   $1,888,406   $   $ 

 

For the three-month period ended January 31, 2015, 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.

 

2
 

 

 

The Hartford Conservative Allocation Fund
Schedule of Investments
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount        Market Value ╪ 
Affiliated Investment Companies - 100.0%           
Alternative Strategy Funds - 22.3%           
 1,318   Hartford Real Total Return Fund        $12,702 
 678   The Hartford Alternative Strategies Fund        6,528 
 2,643   The Hartford Global Real Asset Fund        23,654 
              42,884 
     Total Alternative Strategy Funds          
     (Cost $47,508)       $42,884 
                 
Domestic Equity Funds - 8.6%           
 125   The Hartford Capital Appreciation Fund       $5,087 
 329   The Hartford Dividend and Growth Fund        8,110 
 109   The Hartford MidCap Value Fund        1,706 
 71   The Hartford Small Company Fund        1,695 
              16,598 
     Total Domestic Equity Funds          
     (Cost $15,908)       $16,598 
                 
International/Global Equity Funds - 10.1%           
 539   The Hartford Emerging Markets Research Fund       $4,197 
 229   The Hartford International Growth Fund        2,941 
 382   The Hartford International Opportunities Fund        5,839 
 263   The Hartford International Small Company Fund        3,574 
 205   The Hartford International Value Fund        2,909 
              19,460 
     Total International/Global Equity Funds          
     (Cost $21,102)       $19,460 
                 
Taxable Fixed Income Funds - 59.0%           
 3,969   The Hartford Inflation Plus Fund       $43,856 
 440   The Hartford Strategic Income Fund        3,926 
 2,500   The Hartford Total Return Bond Fund        27,098 
 3,686   The Hartford World Bond Fund        38,782 
              113,662 
     Total Taxable Fixed Income Funds          
     (Cost $117,722)       $113,662 
                
     Total Investments in Affiliated Investment Companies          
     (Cost $202,240)       $192,604 
                
     Total Long-Term Investments          
     (Cost $202,240)       $192,604 
                
     Total Investments          
     (Cost $202,240) ▲   100.0%  $192,604 
     Other Assets and Liabilities   %   (53)
     Total Net Assets   100.0%  $192,551 

 

1
 

  

The Hartford Conservative Allocation Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

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

 

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for reporting ease. 

  

At January 31, 2015, the cost of securities for federal income tax purposes was $202,897 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation   $695 
Unrealized Depreciation    (10,988)
Net Unrealized Depreciation   $(10,293)

 

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.

 

Composition by Investments
as of January 31, 2015   

 

Fund Name  Percentage of
Net Assets
 
Hartford Real Total Return Fund   6.6%
The Hartford Alternative Strategies Fund   3.4 
The Hartford Capital Appreciation Fund   2.6 
The Hartford Dividend and Growth Fund   4.2 
The Hartford Emerging Markets Research Fund   2.2 
The Hartford Global Real Asset Fund   12.3 
The Hartford Inflation Plus Fund   22.8 
The Hartford International Growth Fund   1.5 
The Hartford International Opportunities Fund   3.0 
The Hartford International Small Company Fund   1.9 
The Hartford International Value Fund   1.5 
The Hartford MidCap Value Fund   0.9 
The Hartford Small Company Fund   0.9 
The Hartford Strategic Income Fund   2.0 
The Hartford Total Return Bond Fund   14.1 
The Hartford World Bond Fund   20.1 
Other Assets and Liabilities   0.0 
Total   100.0%

 

Investment Valuation Hierarchy Level Summary
January 31, 2015

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Affiliated Investment Companies   $192,604   $192,604   $   $ 
Total   $192,604   $192,604   $   $ 

 

For the three-month period ended January 31, 2015, 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.

  

2
 

 

The Hartford Disciplined Equity Fund
Schedule of Investments
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount Market Value ╪
Common Stocks - 93.3% 
     Banks - 3.2%     
 137   EverBank Financial Corp.   $2,394 
 38   PNC Financial Services Group, Inc.    3,219 
         5,613 
     Capital Goods - 3.1%     
 29   AMETEK, Inc.    1,383 
 2   Dover Corp.    137 
 20   Honeywell International, Inc.    1,986 
 21   Illinois Tool Works, Inc.    1,965 
         5,471 
     Commercial and Professional Services - 3.2%     
 28   Equifax, Inc.    2,405 
 31   Nielsen N.V.    1,366 
 29   Verisk Analytics, Inc. ●    1,892 
         5,663 
     Consumer Durables and Apparel - 2.7%     
 21   PVH Corp.    2,290 
 15   Ralph Lauren Corp.    2,448 
         4,738 
     Consumer Services - 0.9%     
 21   Starwood Hotels & Resorts, Inc.    1,516 
           
     Diversified Financials - 2.5%     
 81   JP Morgan Chase & Co.    4,404 
           
     Energy - 4.5%     
 22   Anadarko Petroleum Corp.    1,816 
 31   Chevron Corp.    3,179 
 18   EOG Resources, Inc.    1,579 
 36   Halliburton Co.    1,438 
         8,012 
     Food and Staples Retailing - 4.6%     
 26   Costco Wholesale Corp.    3,649 
 46   CVS Health Corp.    4,537 
         8,186 
     Food, Beverage and Tobacco - 4.5%     
 54   Altria Group, Inc.    2,852 
 85   Mondelez International, Inc.    3,011 
 18   Monster Beverage Corp. ●    2,116 
         7,979 
     Health Care Equipment and Services - 10.4%     
 23   Aetna, Inc.    2,121 
 27   Cerner Corp. ●    1,824 
 45   Envision Healthcare Holdings ●    1,538 
 18   McKesson Corp.    3,772 
 37   Omnicare, Inc.    2,739 
 21   Team Health Holdings ●    1,075 
 32   UnitedHealth Group, Inc.    3,392 
 17   Zimmer Holdings, Inc.    1,867 
         18,328 
     Household and Personal Products - 2.3%     
 80   Coty, Inc.    1,528 
 35   Estee Lauder Co., Inc.    2,451 
         3,979 
     Insurance - 3.4%     
 30   ACE Ltd.    3,203 
 50   American International Group, Inc.    2,429 
 4   Aon plc    383 
         6,015 
     Materials - 3.0%     
 12   Airgas, Inc.   1,399 
 36   Crown Holdings, Inc. ●    1,576 
 9   Sherwin-Williams Co.    2,362 
         5,337 
     Media - 1.6%     
 54   Comcast Corp. Special Class A    2,852 
           
     Pharmaceuticals, Biotechnology and Life Sciences - 8.5%     
 12   Actavis plc ●    3,149 
 56   Bristol-Myers Squibb Co.    3,359 
 47   Eli Lilly & Co.    3,374 
 15   Gilead Sciences, Inc. ●    1,615 
 59   Merck & Co., Inc.    3,554 
         15,051 
     Retailing - 8.9%     
 6   AutoZone, Inc. ●    3,749 
 47   Dollar Tree, Inc. ●    3,311 
 48   Lowe's Cos., Inc.    3,281 
 28   Ross Stores, Inc.    2,587 
 41   TJX Cos., Inc.    2,674 
         15,602 
     Semiconductors and Semiconductor Equipment - 1.1%     
 56   Intel Corp.    1,861 
           
     Software and Services - 14.2%     
 26   Accenture plc    2,201 
 70   Activision Blizzard, Inc.    1,464 
 37   Automatic Data Processing, Inc.    3,048 
 16   Fiserv, Inc. ●    1,195 
 73   Genpact Ltd. ●    1,474 
 4   Google, Inc. Class A ●    2,263 
 4   Google, Inc. Class C ●    2,082 
 30   Intuit, Inc.    2,618 
 29   Jack Henry & Associates, Inc.    1,797 
 22   MasterCard, Inc.    1,783 
 87   Microsoft Corp.    3,515 
 30   Solera Holdings, Inc.    1,537 
         24,977 
     Technology Hardware and Equipment - 5.1%     
 40   Apple, Inc.    4,727 
 78   Cisco Systems, Inc.    2,063 
 36   Qualcomm, Inc.    2,259 
         9,049 
     Transportation - 0.9%     
 9   FedEx Corp.    1,503 
           
     Utilities - 4.7%     
 49   American Electric Power Co., Inc.    3,057 
 29   NextEra Energy, Inc.    3,179 
 29   Pinnacle West Capital Corp.    2,019 
         8,255 
     Total Common Stocks     
     ( Cost $134,160)   $164,391 
           
     Total Long-Term Investments     
     (Cost $134,160)   $164,391 

 

1
 

 

The Hartford Disciplined Equity Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount Market Value ╪
Short-Term Investments - 6.3%          
Repurchase Agreements - 6.3%          
     Bank of America Merrill Lynch Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $11, collateralized by U.S. Treasury
Note 0.88%, 2017, value of $11)
          
$11    0.04%, 1/31/15       $11 
     Bank of America Merrill Lynch TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $466, collateralized by FHLMC 3.50%
- 4.00%, 2032 - 2045, FNMA 1.83% - 4.50%,
2025 - 2045, value of $475)
          
 466    0.06%, 1/31/15         466 
     Bank of Montreal  TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$3,377, collateralized by U.S. Treasury Bill
0.04% - 0.25%, 2015 - 2016, U.S. Treasury
Bond 3.00% - 9.88%, 2015 - 2044, U.S.
Treasury Note 0.25% - 4.63%, 2015 - 2022,
value of $3,444)
          
 3,377    0.05%, 1/31/15         3,377 
     Bank of Montreal TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $786,
collateralized by FHLMC 2.00% - 5.50%, 2022 -
2044, FNMA 3.00% - 4.00%, 2022 - 2042,
GNMA 3.00%, 2043, U.S. Treasury Bill 0.25%,
2016, U.S. Treasury Note 0.75% - 2.50%, 2017 -
2024, value of $802)
          
 786    0.06%, 1/31/15         786 
     Barclays Capital TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$2,249, collateralized by U.S. Treasury Note
1.50% - 2.00%, 2016 - 2023, value of $2,294)
          
 2,249    0.04%, 1/31/15         2,249 
     Citigroup Global Markets, Inc. TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $1,462, collateralized by U.S.
Treasury Bond 3.75% - 4.50%, 2038 - 2043,
value of $1,492)
          
 1,462    0.05%, 1/31/15         1,462 
     Deutsche Bank Securities TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $128, collateralized by FHLMC 2.50%
- 6.50%, 2020 - 2041, FNMA 2.50% - 6.50%,
2016 - 2047, GNMA 3.50%, 2045, U.S. Treasury
Bill 0.07% - 0.25%, 2015 - 2016, U.S. Treasury
Bond 2.38% - 5.38%, 2027 - 2043, U.S.
Treasury Note 0.13% - 4.63%, 2015 - 2024,
value of $131)
          
 128    0.05%, 1/31/15         128 
     Royal Bank of Scotland TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $538, collateralized by U.S. Treasury
Bond 8.13%, 2019, U.S. Treasury Note 2.38% -
3.63%, 2020 - 2024, value of $549)
          
 538    0.06%, 1/31/15         538 
     Societe Generale TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $33,
collateralized by U.S. Treasury Note 0.75% -
2.63%, 2016 - 2017, value of $34)
          
 33    0.06%, 1/31/15         33 
    TD Securities TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$2,007, collateralized by FHLMC 3.00% - 4.00%,
2026 - 2043, FNMA 2.50% - 5.00%, 2025 -
2044, value of $2,047)
        
 2,007   0.07%, 1/31/15       2,007 
             11,057 
     Total Short-Term Investments          
     (Cost $11,057)       $11,057 
                
     Total Investments          
    (Cost $145,217) ▲    99.6%  $175,448 
     Other Assets and Liabilities    0.4%   705 
     Total Net Assets    100.0%  $176,153 

 

2
 

 

The Hartford Disciplined Equity Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

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

 

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

 

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for reporting ease. 

 

At January 31, 2015, the cost of securities for federal income tax purposes was $145,328 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $32,067 
Unrealized Depreciation   (1,947)
Net Unrealized Appreciation  $30,120 

 

Non-income producing.

 

Cash pledged and received as collateral in connection with derivatives at January 31, 2015:

 

   Pledged   Received 
Futures contracts  $354   $ 
Total  $354   $ 

 

Futures Contracts Outstanding at January 31, 2015

 

   Number of  Expiration  Notional   Market   Unrealized
Appreciation/(Depreciation)
   Variation Margin 
Description  Contracts*  Date  Amount   Value ╪   Asset   Liability   Asset   Liability 
Long position contracts:
S&P 500 (E-Mini) Future  77  03/20/2015  $7,809   $7,655   $   $(154)  $   $(116)

 

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

 

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)
 
Index Abbreviations:
S&P Standard & Poors
 
Other Abbreviations:
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
GNMA Government National Mortgage Association

 

3
 

  

The Hartford Disciplined Equity Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Diversification by Sector

as of January 31, 2015

Sector  Percentage of
Net Assets
 
Equity Securities     
Consumer Discretionary   14.1%
Consumer Staples   11.4 
Energy   4.5 
Financials   9.1 
Health Care   18.9 
Industrials   7.2 
Information Technology   20.4 
Materials   3.0 
Utilities   4.7 
Total   93.3%
Short-Term Investments   6.3 
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.

 

Investment Valuation Hierarchy Level Summary

January 31, 2015

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks ‡  $164,391   $164,391   $   $ 
Short-Term Investments   11,057        11,057     
Total  $175,448   $164,391   $11,057   $ 
Liabilities:                    
Futures *   154    154         
Total  $154   $154   $   $ 

 

For the three-month period ended January 31, 2015, 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 Dividend and Growth Fund

Schedule of Investments

January 31, 2015 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Common Stocks - 96.1% 
     Automobiles and Components - 1.7%     
 6,726   Ford Motor Co.   $98,941 
 1,050   Honda Motor Co., Ltd. ADR    31,716 
         130,657 
     Banks - 7.1%     
 900   Bank of Nova Scotia    43,224 
 1,451   PNC Financial Services Group, Inc.    122,705 
 1,165   US Bancorp    48,814 
 6,532   Wells Fargo & Co.    339,143 
         553,886 
     Capital Goods - 6.9%     
 752   Caterpillar, Inc.    60,107 
 1,072   Eaton Corp. plc    67,657 
 2,999   General Electric Co.    71,651 
 1,000   Honeywell International, Inc.    97,775 
 132   Lockheed Martin Corp.    24,902 
 773   Raytheon Co.    77,300 
 1,013   Textron, Inc.    43,097 
 814   United Technologies Corp.    93,410 
         535,899 
     Commercial and Professional Services - 2.3%     
 1,003   Equifax, Inc.    84,736 
 2,246   Nielsen N.V.    97,843 
         182,579 
     Consumer Services - 1.1%     
 815   Las Vegas Sands Corp.    44,308 
 543   Starwood Hotels & Resorts, Inc.    39,044 
         83,352 
     Diversified Financials - 5.9%     
 262   Ameriprise Financial, Inc.    32,775 
 4,196   Bank of America Corp.    63,577 
 341   BlackRock, Inc.    116,192 
 1,761   Citigroup, Inc.    82,679 
 3,095   JP Morgan Chase & Co.    168,291 
         463,514 
     Energy - 8.8%     
 1,050   Anadarko Petroleum Corp.    85,858 
 1,798   Chevron Corp.    184,390 
 369   EOG Resources, Inc.    32,826 
 2,000   Exxon Mobil Corp.    174,875 
 819   Halliburton Co.    32,753 
 1,345   Imperial Oil Ltd.    49,909 
 1,910   Marathon Oil Corp.    50,811 
 496   Schlumberger Ltd.    40,831 
 624   Total S.A. ADR    32,120 
         684,373 
     Food and Staples Retailing - 3.5%     
 1,713   CVS Health Corp.    168,177 
 252   Walgreens Boots Alliance Inc.    18,570 
 1,010   Wal-Mart Stores, Inc.    85,823 
         272,570 
     Food, Beverage and Tobacco - 2.6%     
 1,102   Coca-Cola Co.    45,351 
 1,408   Mondelez International, Inc.    49,622 
 666   Philip Morris International, Inc.    53,429 
 1,198   Unilever N.V. NY Shares ADR    51,958 
         200,360 
     Health Care Equipment and Services - 4.4%     
 1,347   Cardinal Health, Inc.    112,064 
 1,881   Medtronic plc    134,277 
 885   UnitedHealth Group, Inc.    94,001 
         340,342 
     Household and Personal Products - 1.0%     
 905   Procter & Gamble Co.    76,274 
            
     Insurance - 6.5%     
 1,352   ACE Ltd.    145,992 
 459   Aflac, Inc.    26,208 
 1,140   Marsh & McLennan Cos., Inc.    61,305 
 1,419   MetLife, Inc.    65,997 
 1,771   Principal Financial Group, Inc.    83,098 
 1,667   Prudential Financial, Inc.    126,461 
         509,061 
     Materials - 2.3%     
 1,492   Dow Chemical Co.    67,392 
 1,495   Goldcorp, Inc.    35,934 
 1,414   International Paper Co.    74,464 
         177,790 
     Media - 3.2%     
 3,612   Comcast Corp. Class A    191,953 
 665   Walt Disney Co.    60,469 
         252,422 
     Pharmaceuticals, Biotechnology and Life Sciences - 12.7%     
 1,516   AstraZeneca plc ADR    107,708 
 2,330   Bristol-Myers Squibb Co.    140,407 
 1,707   Eli Lilly & Co.    122,917 
 1,507   Johnson & Johnson    150,884 
 4,827   Merck & Co., Inc.    290,951 
 4,356   Pfizer, Inc.    136,123 
 955   Zoetis, Inc.    40,789 
         989,779 
     Retailing - 1.5%     
 1,671   Lowe's Cos., Inc.    113,218 
           
     Semiconductors and Semiconductor Equipment - 3.5%     
 1,334   Altera Corp.    43,929 
 1,089   Analog Devices, Inc.    56,737 
 4,173   Intel Corp.    137,882 
 584   Texas Instruments, Inc.    31,239 
         269,787 
     Software and Services - 6.9%     
 1,459   Accenture plc    122,617 
 191   Google, Inc. Class A ●    102,554 
 4,714   Microsoft Corp.    190,460 
 1,443   Oracle Corp.    60,450 
 2,609   Symantec Corp.    64,632 
         540,713 
     Technology Hardware and Equipment - 4.4%     
 1,252   Apple, Inc.    146,631 
 745   Avnet, Inc.    30,996 
 4,601   Cisco Systems, Inc.    121,298 
 736   Qualcomm, Inc.    45,991 
         344,916 

 

1
 

 

The Hartford Dividend and Growth Fund

Schedule of Investments – continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Common Stocks - 96.1% - (continued) 
     Telecommunication Services - 2.5%     
 4,212   Verizon Communications, Inc.  $192,549 
           
     Transportation - 4.0%     
 1,737   CSX Corp.   57,851 
 1,357   Delta Air Lines, Inc.   64,185 
 450   FedEx Corp.   76,152 
 1,171   United Parcel Service, Inc. Class B   115,699 
         313,887 
     Utilities - 3.3%     
 907   Dominion Resources, Inc.   69,735 
 1,404   Exelon Corp.   50,599 
 967   NextEra Energy, Inc.   105,669 
 1,330   NRG Energy, Inc.   32,797 
         258,800 
     Total Common Stocks     
     ( Cost $5,516,769)  $7,486,728 
           
     Total Long-Term Investments     
     (Cost $5,516,769)  $7,486,728 
           
Short-Term Investments - 3.7%     
 Other Direct Federal Obligations - 0.8%     
     FHLB     
$65,710   0.13%, 2/20/2015   ○   $65,705 
           
 Repurchase Agreements - 2.9%     
     Bank of America Merrill Lynch Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $218, collateralized by U.S. Treasury
Note 0.88%, 2017, value of $223)
     
$218    0.04%, 1/31/15   $218 
     Bank of America Merrill Lynch TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $9,472, collateralized by FHLMC
3.50% - 4.00%, 2032 - 2045, FNMA 1.83% -
4.50%, 2025 - 2045, value of $9,662)
     
 9,472    0.06%, 1/31/15    9,472 
     Bank of Montreal  TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$68,720, collateralized by U.S. Treasury Bill
0.04% - 0.25%, 2015 - 2016, U.S. Treasury
Bond 3.00% - 9.88%, 2015 - 2044, U.S.
Treasury Note 0.25% - 4.63%, 2015 - 2022,
value of $70,095)
     
 68,720    0.05%, 1/31/15    68,720 
     Bank of Montreal TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$16,000, collateralized by FHLMC 2.00% -
5.50%, 2022 - 2044, FNMA 3.00% - 4.00%,
2022 - 2042, GNMA 3.00%, 2043, U.S. Treasury
Bill 0.25%, 2016, U.S. Treasury Note 0.75% -
2.50%, 2017 - 2024, value of $16,320)
     
 16,000    0.06%, 1/31/15    16,000 

     Barclays Capital TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$45,776, collateralized by U.S. Treasury Note
1.50% - 2.00%, 2016 - 2023, value of $46,692)
      
 45,776    0.04%, 1/31/15         45,776 
     Citigroup Global Markets, Inc. TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $29,760, collateralized by U.S.
Treasury Bond 3.75% - 4.50%, 2038 - 2043,
value of $30,355)
      
 29,760    0.05%, 1/31/15         29,760 
     Deutsche Bank Securities TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $2,608, collateralized by FHLMC
2.50% - 6.50%, 2020 - 2041, FNMA 2.50% -
6.50%, 2016 - 2047, GNMA 3.50%, 2045, U.S.
Treasury Bill 0.07% - 0.25%, 2015 - 2016, U.S.
Treasury Bond 2.38% - 5.38%, 2027 - 2043,
U.S. Treasury Note 0.13% - 4.63%, 2015 -
2024, value of $2,660)
      
 2,608    0.05%, 1/31/15         2,608 
     Royal Bank of Scotland TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $10,944, collateralized by U.S.
Treasury Bond 8.13%, 2019, U.S. Treasury
Note 2.38% - 3.63%, 2020 - 2024, value of
$11,164)
      
 10,944    0.06%, 1/31/15         10,944 
     Societe Generale TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $672,
collateralized by U.S. Treasury Note 0.75% -
2.63%, 2016 - 2017, value of $685)
      
 672    0.06%, 1/31/15         672 
     TD Securities TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$40,848, collateralized by FHLMC 3.00% -
4.00%, 2026 - 2043, FNMA 2.50% - 5.00%,
2025 - 2044, value of $41,665)
      
 40,848    0.07%, 1/31/15         40,848 
              225,018 
     Total Short-Term Investments          
     (Cost $290,723)        $290,723 
                
     Total Investments          
     (Cost $5,807,492) ▲    99.8%  $7,777,451 
     Other Assets and Liabilities    0.2%   12,222 
     Total Net Assets    100.0%  $7,789,673 

 

2
 

 

The Hartford Dividend and Growth Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

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

 

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

 

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for reporting ease. 

 

At January 31, 2015, the cost of securities for federal income tax purposes was $5,825,614 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $2,093,209 
Unrealized Depreciation   (141,372)
Net Unrealized Appreciation  $1,951,837 

 

Non-income producing.

 

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

 

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
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, 2015

Sector  Percentage of
Net Assets
 
Equity Securities     
Consumer Discretionary   7.5%
Consumer Staples   7.1 
Energy   8.8 
Financials   19.5 
Health Care   17.1 
Industrials   13.2 
Information Technology   14.8 
Materials   2.3 
Services   2.5 
Utilities   3.3 
Total   96.1%
Short-Term Investments   3.7 
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.

 

3
 

 

The Hartford Dividend and Growth Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary

January 31, 2015

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks ‡  $7,486,728   $7,486,728   $   $ 
Short-Term Investments   290,723        290,723     
Total  $7,777,451   $7,486,728   $290,723   $ 

 

For the three-month period ended January 31, 2015, 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
 

 

Hartford Duration-Hedged Strategic Income Fund
Schedule of Investments
January 31, 2015 (Unaudited)
(000’s Omitted)

  

Shares or Principal Amount  Market Value ╪ 
Affiliated Investment Companies - 96.2%           
Taxable Fixed Income Funds - 96.2%           
 1,296   The Hartford Strategic Income Fund        $11,558 
                
     Total Taxable Fixed Income Funds          
     (Cost $11,988)        $11,558 
                
     Total Investments in Affiliated Investment Companies          
     (Cost $11,988)        $11,558 
                
     Total Long-Term Investments          
     (Cost $11,988)        $11,558 
                 
Short-Term Investments - 1.7%           
Other Investment Pools and Funds - 1.7%           
 209   JP Morgan Prime Money Market Fund       $209 
                
     Total Short-Term Investments          
     (Cost $209)        $209 
                
     Total Investments          
     (Cost $12,197) ▲    97.9%  $11,767 
     Other Assets and Liabilities    2.1%   253 
     Total Net Assets    100.0%  $12,020 

  

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

 

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for reporting ease. 

 

At January 31, 2015, the cost of securities for federal income tax purposes was $12,197 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $ 
Unrealized Depreciation   (430)
Net Unrealized Depreciation  $(430)

 

Cash  pledged and received as collateral in connection with derivatives at January 31, 2015:

   Pledged   Received 
Futures contracts  $93   $ 
Total  $93   $ 

 

1
 

Hartford Duration-Hedged Strategic Income Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Futures Contracts Outstanding at January 31, 2015

   Number of  Expiration  Notional   Market   Unrealized
Appreciation/(Depreciation)
   Variation Margin 
Description  Contracts*  Date  Amount   Value ╪   Asset   Liability   Asset   Liability 
Short position contracts:                                    
U.S. Treasury 10-Year Note Future  20  03/20/2015  $2,525   $2,618   $   $(93)  $   $(14)
U.S. Treasury 2-Year Note Future  13  03/31/2015   2,847    2,857        (10)       (3)
U.S. Treasury 30-Year Bond Future  12  03/20/2015   1,691    1,815        (124)       (10)
U.S. Treasury 5-Year Note Future  24  03/31/2015   2,855    2,912        (57)       (11)
U.S. Treasury CME Ultra Long Term
Bond Future
  2  03/20/2015   325    358        (33)       (4)
Total                   $   $(317)  $   $(42)

 

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

 

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.

 

Composition by Investments
as of January 31, 2015   

Fund Name  Percentage of
Net Assets
 
JP Morgan Prime Money Market Fund   1.7%
The Hartford Strategic Income Fund   96.2 
Other Assets and Liabilities   2.1 
Total   100.0%

 

Investment Valuation Hierarchy Level Summary
January 31, 2015

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Affiliated Investment Companies  $11,558   $11,558   $   $ 
Short-Term Investments   209    209         
Total   $11,767   $11,767   $   $ 
Liabilities:                    
Futures *   $317   $317   $   $ 
Total   $317   $317   $   $ 

 

For the period ended January 31, 2015, 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.

 

2
 

 

The Hartford Emerging Markets Local Debt Fund
Schedule of Investments
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬ Market Value ╪
Corporate Bonds - 31.6% 
     Barbados - 0.3%     
     Columbus International, Inc.     
$1,000    7.38%, 03/30/2021 §   $1,029 
           
     Bermuda - 0.5%     
     GCX Ltd.     
 1,295    7.00%, 08/01/2019 ■    1,321 
 200    7.00%, 08/01/2019 §    204 
         1,525 
     Brazil - 0.8%     
     Banco do Brasil S.A.     
 570    9.00%, 06/18/2024 §♠    496 
     Odbrcht Offshore Drilling Finance Ltd.     
 707    6.75%, 10/01/2022 §    507 
     Petrobras Global Finance Co.     
 520    6.25%, 03/17/2024    470 
     Votorantim Cimentos S.A.     
 1,035    7.25%, 04/05/2041 §    1,045 
         2,518 
     British Virgin Islands - 0.8%     
     HLP Finance Ltd.     
 1,485    4.75%, 06/25/2022 §    1,565 
     Star Energy Geothermal     
 940    6.13%, 03/27/2020 §    943 
         2,508 
     Cayman Islands - 0.9%     
     Alliance Global Group, Inc.     
 805    6.50%, 08/18/2017 §    856 
     KWG Property Holding Ltd.     
 550    8.98%, 01/14/2019 §    509 
     Marfrig Overseas Ltd.     
 525    9.50%, 05/04/2020 §    490 
     UOB Cayman Ltd.     
 800    5.80%, 03/15/2016 §‡♠    823 
         2,678 
     Chile - 0.6%     
     E CL S.A.     
 825    5.63%, 01/15/2021 §    911 
     Empresa Electrica Angamos S.A.     
 655    4.88%, 05/25/2029 ■    660 
 350    4.88%, 05/25/2029 §    352 
         1,923 
     China - 2.1%     
     Bank of China Ltd.     
CNY 6,350    6.75%, 10/23/2019 §♠    1,076 
     CNPC General Capital     
 1,000    3.95%, 04/19/2022 §‡    1,035 
     CRCC Yupeng Ltd.     
 1,040    3.95%, 08/01/2019 §♠    1,050 
     Hero Asia Investment Ltd.     
 1,000    5.25%, 12/07/2015 §♠    1,012 
     Industrial & Commercial Bk of China Ltd.     
 965    6.00%, 12/10/2019 ■♠    999 
     Semiconductor Manufacturing International Corp.     
 200    4.13%, 10/07/2019 §    203 
     Sinopec Group Overseas Development 2013 Ltd.     
 350    4.38%, 10/17/2023 ■    379 
 635    4.38%, 10/17/2023 §    688 
         6,442 
     Colombia - 1.3%     
     Baco de Bogota S.A.     
975    5.38%, 02/19/2023 §   998 
     Emgesa S.A.     
COP 2,406,000    8.75%, 01/25/2021 §    1,058 
     Empresa de Energia de Bogota     
 910    6.13%, 11/10/2021 §    969 
     Empresa de Telecomunicaciones de Bogota S.A.     
COP 280,000    7.00%, 01/17/2023 ■    111 
     Empresas Publicas de Medellin E.S.P.     
COP 448,000    8.38%, 02/01/2021 §    195 
     Pacific Rubiales Energy Corp.     
 1,090    5.63%, 01/19/2025 ■    621 
         3,952 
     Hong Kong - 2.7%     
     Bank of East Asia Ltd.     
 1,105    4.25%, 11/20/2024 §    1,109 
     CLP Power HK Finance Ltd.     
 1,000    4.25%, 11/07/2019 §♠    1,008 
     First Pacific Co., Ltd.     
 1,030    4.50%, 04/16/2023 §    994 
     MIE Holdings Corp.     
 200    6.88%, 02/06/2018 §    127 
 1,440    7.50%, 04/25/2019 ■    864 
     New World China Land Ltd.     
 1,480    5.38%, 11/06/2019 §    1,513 
     PCCW Capital Ltd.     
 915    5.75%, 04/17/2022 §    1,007 
     Smartone Finance Ltd.     
 1,700    3.88%, 04/08/2023 §    1,622 
         8,244 
     India - 2.7%     
     ABJA Investment Co. Pte Ltd.     
 1,025    5.95%, 07/31/2024 §    1,044 
     Bharti Airtel International     
 1,085    5.13%, 03/11/2023 §    1,198 
     ICICI Bank Ltd.     
 1,505    6.38%, 04/30/2022 §    1,558 
     Indian Oil Corp., Ltd.     
 960    5.75%, 08/01/2023 §    1,072 
     NTPC Ltd.     
 200    4.38%, 11/26/2024 §    207 
 920    4.75%, 10/03/2022 §    981 
     ONGC Videsh Ltd.     
 1,060    3.75%, 05/07/2023 ╦§    1,055 
     Reliance Industries Ltd.     
 1,055    4.13%, 01/28/2025 ■    1,067 
         8,182 
     Indonesia - 0.5%     
     Theta Capital Pte Ltd.     
 1,400    6.13%, 11/14/2020 §    1,421 
           
     Israel - 1.3%     
     Inkia Energy, Inc.     
 1,180    8.38%, 04/04/2021 §    1,239 
     Israel Electric Corp., Ltd.     
 2,085    9.38%, 01/28/2020 §    2,586 
         3,825 

 

1
 

 

The Hartford Emerging Markets Local Debt Fund
Schedule of Investments (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬ Market Value ╪
Corporate Bonds - 31.6% - (continued) 
     Jamaica - 0.6%     
     Digicel Group Ltd.     
$1,690    7.13%, 04/01/2022 ■   $1,531 
 405    7.13%, 04/01/2022 §    367 
         1,898 
     Kazakhstan - 0.5%     
     Kazakhstan Temir Zholy Finance B.V.     
 755    6.38%, 10/06/2020 §    728 
     Nostrum Oil & Gas Finance B.V.     
 575    6.38%, 02/14/2019 ■    460 
 425    6.38%, 02/14/2019 §    340 
         1,528 
     Luxembourg - 0.9%     
     Altice Financing S.A.     
 1,905    8.13%, 01/15/2024 §    1,976 
     European Investment Bank     
ZAR 475    8.76%, 12/31/2018 ○    32 
     Offshore Drilling Holding     
 1,230    8.63%, 09/20/2020 §    851 
         2,859 
     Malaysia - 0.2%     
     Public Bank Bhd     
 535    6.84%, 08/22/2036    541 
           
     Mauritius - 0.3%     
     Mauritius Investments Ltd.     
 820    4.76%, 11/11/2024 ■    828 
           
     Mexico - 2.6%     
     Alpek S.A. de C.V.     
 345    5.38%, 08/08/2023 ■    367 
 450    5.38%, 08/08/2023 §    478 
     BBVA Bancomer S.A./Grand Cayman     
 1,650    6.01%, 05/17/2022 §    1,708 
     Cemex Finance LLC     
 1,105    9.38%, 10/12/2022 §    1,216 
     Credito Real S.A. de C.V.     
 1,020    7.50%, 03/13/2019 §    1,020 
     Empresas ICA S.A.B de C.V.     
 1,140    8.88%, 05/29/2024 ■    800 
 230    8.88%, 05/29/2024 §    161 
     Mexichem S.A.B. de C.V.     
 1,000    6.75%, 09/19/2042 §    1,066 
     Tenedora Nemak S.A.     
 970    5.50%, 02/28/2023 §    982 
         7,798 
     Morocco - 0.3%     
     Office Cherifien des Phosphates S.A.     
 920    6.88%, 04/25/2044 §    1,040 
           
     Netherlands - 1.6%     
     Cimpor Financial Operations B.V.     
 1,015    5.75%, 07/17/2024 ■    769 
     FBN Finance Co. B.V.     
 1,005    8.00%, 07/23/2021 ■    819 
     Listrindo Capital B.V.     
 890    6.95%, 02/21/2019 §    938 
     VimpelCom Holdings B.V.     
 900    7.50%, 03/01/2022 §    748 
     VTR Finance B.V.     
700    6.88%, 01/15/2024 ■   702 
 850    6.88%, 01/15/2024 §    852 
         4,828 
     Peru - 1.6%     
     Banco de Credito del Peru/Panama     
 786    6.88%, 09/16/2026 §Θ    868 
     Banco Internacional del Peru SAA     
 585    6.63%, 03/19/2029 ■    626 
 1,235    6.63%, 03/19/2029 §    1,321 
     Cia Minera Milpo SAA     
 960    4.63%, 03/28/2023 §    943 
     Union Andina de Cementos SAA     
 850    5.88%, 10/30/2021 ■    841 
 150    5.88%, 10/30/2021 §    149 
         4,748 
     Philippines - 0.3%     
     SM Investments Corp.     
 1,020    4.88%, 06/10/2024 §    1,016 
           
     Russia - 0.8%     
     Gazprom Neft OAO via GPN Capital S.A.     
 700    4.38%, 09/19/2022 §    496 
     Gazprom Via Gaz Capital S.A.     
 525    8.15%, 04/11/2018 §    507 
     Lukoil International Finance B.V.     
 985    4.56%, 04/24/2023 §    750 
     Sberbank of Russia Via SB Capital S.A.     
 1,065    5.13%, 10/29/2022 §    739 
         2,492 
     Singapore - 0.4%     
     United Overseas Bank Ltd.     
 1,195    3.75%, 09/19/2024 ╦§    1,238 
           
     South Africa - 0.1%     
     Eskom Holdings Ltd.     
ZAR2,060    10.63%, 08/18/2027 ○    51 
ZAR700    10.73%, 12/31/2032 ○    10 
     Transnet Ltd.     
ZAR1,000    10.00%, 03/30/2029 §    89 
         150 
     South Korea - 0.9%     
     SK E&S Co., Ltd.     
 650    4.88%, 11/26/2019 ■♠    637 
 410    4.88%, 11/26/2019 §♠    402 
     Woori Bank     
 1,305    4.75%, 04/30/2024 ■    1,410 
 200    4.75%, 04/30/2024 §    216 
         2,665 
     Thailand - 0.9%     
     Krung Thai Bank PCL/Cayman Islands     
 700    5.20%, 12/26/2024 §    727 
     Krung Thai Bank Public Co., Ltd.     
 450    7.38%, 10/10/2016 ♠    461 
     PTT Exploration & Production PCL     
 1,350    4.88%, 06/18/2019 ■♠    1,318 
 200    4.88%, 06/18/2019 §♠    195 
         2,701 

 

2
 

 

The Hartford Emerging Markets Local Debt Fund
Schedule of Investments (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬ Market Value ╪
Corporate Bonds - 31.6% - (continued) 
     Turkey - 2.4%     
     Turk Telekomunikasyon A.S.     
$855    4.88%, 06/19/2024 ■   $868 
     Turk Vise Ve Cam Fabrika     
 975    4.25%, 05/09/2020 §    955 
     Turkiye Is Bankasi     
 1,425    6.00%, 10/24/2022 §    1,436 
     Turkiye Sinai Kalkinma Bankasi     
 1,125    5.38%, 10/30/2019 §    1,158 
     Turkiye Vakiflar Bankasi Tao     
 1,510    6.88%, 02/03/2025 ■☼    1,491 
     Yasar Holdings     
 1,470    8.88%, 05/06/2020 ■    1,507 
         7,415 
     United Arab Emirates - 0.4%     
     Emirates NBD Tier 1 Ltd.     
 1,240    5.75%, 05/30/2019 §♠    1,198 
           
     United Kingdom - 0.5%     
     European Bank for Reconstruction & Development     
ZAR 550    8.76%, 12/31/2020 ○    32 
     Standard Bank plc     
 700    8.13%, 12/02/2019 §    760 
     Tullow Oil plc     
 975    6.25%, 04/15/2022 §    819 
         1,611 
     United States - 1.8%     
     Comcel Trust     
 605    6.88%, 02/06/2024 ■    626 
 800    6.88%, 02/06/2024 §    828 
     ICTSI Treasury B.V.     
 1,385    5.88%, 09/17/2025 §    1,465 
     Kosmos Energy Ltd.     
 860    7.88%, 08/01/2021 ■    740 
     Semiconductor Manufacturing International     
 940    4.13%, 10/07/2019 ■    955 
     Yuzhou Properties Co., Ltd.     
 790    8.63%, 01/24/2019 §    772 
         5,386 
     Total Corporate Bonds     
     (Cost $99,770)   $96,187 
           

Foreign Government Obligations - 64.1%

     
     Brazil - 9.7%     
     Brazil (Federative Republic of)     
BRL 4,786    6.00%, 05/15/2015 ◄    1,813 
BRL270    6.00%, 08/15/2016 ◄    102 
BRL689    6.00%, 08/15/2022 ◄    261 
BRL4,052    6.00%, 08/15/2030 ◄    1,520 
BRL3,080    6.00%, 08/15/2050 ◄    1,151 
BRL5,694    10.00%, 01/01/2017    2,040 
BRL10,718    10.00%, 01/01/2018    3,794 
BRL35,159    10.00%, 01/01/2021    12,072 
BRL12,400    10.00%, 01/01/2023    4,193 
BRL3,298    11.41%, 04/01/2015 ○    1,206 
BRL4,139    12.08%, 01/01/2016 ○    1,382 
         29,534 
     Bulgaria - 0.3%     
     Bulgaria (Republic of)     
EUR 680    2.95%, 09/03/2024 §   804 
           
     Chile - 1.0%     
     Chile (Republic of)     
CLP 712,618    3.00%, 01/01/2034 ◄    1,394 
CLP82,500    5.50%, 08/05/2020    138 
CLP810,000    6.00%, 01/01/2024    1,457 
         2,989 
     Colombia - 7.3%     
     Colombia (Republic of)     
COP 8,759,500    3.50%, 03/10/2021 ◄    3,783 
COP1,098,410    4.25%, 05/17/2017 ◄    482 
COP5,671,700    6.00%, 04/28/2028    2,118 
COP1,129,900    7.00%, 05/04/2022    481 
COP6,859,300    7.25%, 06/15/2016    2,908 
COP4,499,500    7.50%, 08/26/2026    1,946 
COP2,969,100    7.75%, 09/18/2030    1,259 
COP 16,861,500    10.00%, 07/24/2024    8,562 
COP1,114,600    11.25%, 10/24/2018    544 
         22,083 
     Hungary - 1.3%     
     Hungary (Republic of)     
HUF   147,830    5.50%, 02/12/2016    559 
HUF456,440    5.50%, 12/22/2016    1,787 
HUF310,550    6.75%, 02/24/2017    1,245 
HUF123,300    7.75%, 08/24/2015    463 
         4,054 
     Indonesia - 7.1%     
     Indonesia (Republic of)     
IDR 19,412,000    6.63%, 05/15/2033    1,403 
IDR22,065,000    7.00%, 05/15/2027    1,720 
IDR14,669,000    8.25%, 06/15/2032    1,249 
IDR141,734,000    8.38%, 03/15/2024    12,136 
IDR30,485,000    8.38%, 03/15/2034    2,630 
IDR26,893,000    9.00%, 03/15/2029    2,452 
         21,590 
     Malaysia - 5.6%     
     Malaysia (Government of)     
MYR 3,625    3.20%, 10/15/2015    999 
MYR3,920    3.58%, 09/28/2018    1,077 
MYR6,770    3.65%, 10/31/2019    1,865 
MYR7,209    3.74%, 02/27/2015    1,987 
MYR7,300    3.84%, 08/12/2015    2,017 
MYR5,765    3.84%, 04/15/2033    1,502 
MYR745    3.89%, 07/31/2020    206 
MYR16,725    4.05%, 09/30/2021    4,690 
MYR3,911    4.26%, 09/15/2016    1,093 
MYR5,675    4.50%, 04/15/2030    1,630 
         17,066 
     Mexico - 4.8%     
     Mexico (United Mexican States)     
MXN 9,869    2.00%, 06/09/2022 ◄    650 
MXN75,806    2.50%, 12/10/2020 ◄    5,199 
MXN32,003    4.00%, 06/13/2019 ◄    2,340 
MXN32,148    4.00%, 11/15/2040 ◄    2,515 
MXN13,859    4.50%, 12/04/2025 ◄    1,106 
MXN20,492    4.50%, 11/22/2035 ◄    1,707 
MXN8,545    7.50%, 06/03/2027    673 

 

3
 

 

The Hartford Emerging Markets Local Debt Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬ Market Value ╪
Foreign Government Obligations - 64.1% - (continued) 
     Mexico - 4.8% - (continued)     
     Mexico (United Mexican States) - (continued)     
MXN 3,009    10.00%, 11/20/2036   $303 
         14,493 
     Peru - 1.4%     
     Peru (Republic of)     
PEN 870    5.70%, 08/12/2024    291 
PEN2,143    6.85%, 02/12/2042    764 
PEN2,490    6.90%, 08/12/2037    910 
PEN5,443    6.95%, 08/12/2031    2,017 
PEN684    8.20%, 08/12/2026    275 
         4,257 
     Poland - 5.5%     
     Poland (Republic of)     
PLN565    2.00%, 01/25/2018 Δ    153 
PLN5,430    2.00%, 01/25/2019 Δ    1,464 
PLN600    2.50%, 07/25/2018    167 
PLN 10,125    3.25%, 07/25/2025    3,060 
PLN4,475    4.00%, 10/25/2023    1,410 
PLN25,700     4.75%, 10/25/2016    7,317 
PLN7,845    5.50%, 04/25/2015    2,135 
PLN1,615    5.75%, 09/23/2022    557 
PLN1,325    5.75%, 04/25/2029    516 
         16,779 
     Romania - 3.7%     
     Romania (Republic of)     
EUR105    2.88%, 10/28/2024 §    128 
EUR345    3.63%, 04/24/2024 §    444 
EUR 590    4.63%, 09/18/2020 §    781 
RON3,780    4.75%, 08/29/2016    1,008 
RON3,235    4.75%, 02/24/2025    971 
RON6,820    5.80%, 10/26/2015    1,799 
RON1,640    5.80%, 07/26/2027    532 
RON9,290    5.85%, 04/26/2023    2,913 
RON6,430    5.95%, 06/11/2021    1,976 
RON 2,700    6.75%, 06/11/2017    765 
         11,317 
     Russia - 1.4%     
     Russia (Federation of)     
RUB   9,635    7.00%, 01/25/2023 Δ    95 
RUB17,105    7.00%, 08/16/2023 Δ    169 
RUB45,315    7.05%, 01/19/2028 Δ    412 
 2,872    7.50%, 03/31/2030 §    2,888 
RUB18,650    7.60%, 07/20/2022 Δ    193 
RUB54,666   8.15%, 02/03/2027 Δ    563 
         4,320 
     Slovenia - 0.9%     
     Slovenia (Republic of)     
EUR530    4.13%, 01/26/2020 §    692 
EUR 990    4.63%, 09/09/2024 §    1,430 
 525    5.85%, 05/10/2023 §    621 
         2,743 
     South Africa - 6.6%     
     South Africa (Republic of)     
ZAR 27,517    6.25%, 03/31/2036    2,009 
ZAR12,190   6.50%, 02/28/2041    898 
ZAR13,930    6.75%, 03/31/2021    1,199 
ZAR42,500   7.00%, 02/28/2031    3,465 
ZAR28,600    7.75%, 02/28/2023    2,589 
ZAR70,895    8.00%, 01/31/2030    6,390 
ZAR 22,200    8.25%, 03/31/2032   2,027 
ZAR14,765    8.75%, 02/28/2048    1,404 
         19,981 
     Thailand - 1.4%     
     Thailand (Kingdom of)     
THB 81,185    3.63%, 06/16/2023    2,680 
THB11,370    3.78%, 06/25/2032    365 
THB32,000    3.85%, 12/12/2025    1,089 
THB5,055    4.88%, 06/22/2029    190 
         4,324 
     Turkey - 6.1%     
     Turkey (Republic of)     
TRY 4,161    2.50%, 05/04/2016    1,714 
TRY1,437    2.80%, 11/08/2023 ◄    630 
TRY491    3.00%, 01/06/2021    214 
TRY3,895    3.00%, 02/23/2022    1,711 
TRY5,949    4.00%, 04/29/2015 ◄    2,411 
TRY1,126    4.00%, 04/01/2020    510 
TRY5,280    8.80%, 09/27/2023    2,391 
TRY305    9.00%, 01/27/2016    127 
TRY3,630    9.00%, 07/24/2024    1,681 
TRY5,990    10.00%, 06/17/2015    2,471 
TRY7,010   10.40%, 03/20/2024    3,487 
TRY 2,560    10.65%, 01/15/2020    1,203 
         18,550 
     Total Foreign Government Obligations     
     (Cost $212,949)   $194,884 
           
     Total Long-Term Investments Excluding Purchased Options     
     (Cost $312,719)   $291,071 
           
Short-Term Investments - 6.2%     
     Repurchase Agreements - 6.2%     
     Bank of America Merrill Lynch Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $18, collateralized by U.S. Treasury
Note 0.88%, 2017, value of $19)
     
$18    0.04%, 1/31/15   $18 
     Bank of America Merrill Lynch TriParty
Repurchase Agreement (maturing on
02/02/2015 in the amount of $788,
collateralized by FHLMC 3.50% - 4.00%, 2032
- 2045, FNMA 1.83% - 4.50%, 2025 - 2045,
value of $804)
     
 788    0.06%, 1/31/15    788 
     Bank of Montreal  TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $5,718, collateralized by U.S.
Treasury Bill 0.04% - 0.25%, 2015 - 2016, U.S.
Treasury Bond 3.00% - 9.88%, 2015 - 2044,
U.S. Treasury Note 0.25% - 4.63%, 2015 -
2022, value of $5,832)
     
 5,718    0.05%, 1/31/15    5,718 

 

4
 

 

The Hartford Emerging Markets Local Debt Fund
Schedule of Investments (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬ Market Value ╪
Short-Term Investments - 6.2% - (continued)          
     Repurchase Agreements - 6.2% - (continued)          
     Bank of Montreal TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$1,331, collateralized by FHLMC 2.00% -
5.50%, 2022 - 2044, FNMA 3.00% - 4.00%,
2022 - 2042, GNMA 3.00%, 2043, U.S.
Treasury Bill 0.25%, 2016, U.S. Treasury Note
0.75% - 2.50%, 2017 - 2024, value of $1,358)
          
$1,331    0.06%, 1/31/15        $1,331 
     Barclays Capital TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$3,809, collateralized by U.S. Treasury Note
1.50% - 2.00%, 2016 - 2023, value of $3,885)
          
 3,809    0.04%, 1/31/15         3,809 
     Citigroup Global Markets, Inc. TriParty
Repurchase Agreement (maturing on
02/02/2015 in the amount of $2,476,
collateralized by U.S. Treasury Bond 3.75% -
4.50%, 2038 - 2043, value of $2,526)
          
 2,476    0.05%, 1/31/15         2,476 
     Deutsche Bank Securities TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $217, collateralized by FHLMC
2.50% - 6.50%, 2020 - 2041, FNMA 2.50% -
6.50%, 2016 - 2047, GNMA 3.50%, 2045, U.S.
Treasury Bill 0.07% - 0.25%, 2015 - 2016, U.S.
Treasury Bond 2.38% - 5.38%, 2027 - 2043,
U.S. Treasury Note 0.13% - 4.63%, 2015 -
2024, value of $221)
          
 217    0.05%, 1/31/15         217 
     Royal Bank of Scotland TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $911, collateralized by U.S.
Treasury Bond 8.13%, 2019, U.S. Treasury
Note 2.38% - 3.63%, 2020 - 2024, value of
$929)
          
 910    0.06%, 1/31/15         910 
     Societe Generale TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $56, collateralized by U.S. Treasury
Note 0.75% - 2.63%, 2016 - 2017, value of
$57)
          
 56    0.06%, 1/31/15        56 
    TD Securities TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$3,399, collateralized by FHLMC 3.00% -
4.00%, 2026 - 2043, FNMA 2.50% - 5.00%,
2025 - 2044, value of $3,467)
        
 3,399    0.07%, 1/31/15        3,399 
              18,722 
     Total Short-Term Investments          
     (Cost $18,722)        $18,722 
                
     Total Investments Excluding Purchased Options          
    (Cost $331,441)    101.9%  $309,793 
     Total Purchased Options          
     (Cost $503)    0.4%   1,228 
                
     Total Investments          
    (Cost $331,944) ▲    102.3%  $311,021 
     Other Assets and Liabilities    (2.3)%   (6,861)
     Total Net Assets    100.0%  $304,160 

 

5
 

 

The Hartford Emerging Markets Local Debt Fund
Schedule of Investments (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

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

 

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

 

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for reporting ease. 

 

At January 31, 2015, the cost of securities for federal income tax purposes was $332,686 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $3,526 
Unrealized Depreciation   (25,191)
Net Unrealized Depreciation  $(21,665)

 

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

 

ΔVariable rate securities; the rate reported is the coupon rate in effect at January 31, 2015.

 

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 noted, these holdings are determined to be liquid. At January 31, 2015, the aggregate value of these securities was $23,317, which represents 7.7% 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, as amended. 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, 2015, the aggregate value of these securities was $79,061, which represents 26.0% of total net assets.

 

Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

 

This security, or a portion of this security, was purchased on a when-issued or delayed-delivery basis. The cost of these securities was $1,505 at January 31, 2015.

 

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 OTC swap contracts.

 

ΘThis security, or a portion of this security, has been pledged as collateral in connection with OTC option and/or swaption contracts.

 

Cash pledged and received as collateral in connection with derivatives at January 31, 2015:

 

   Pledged ‡   Received 
OTC option and/or OTC swap contracts  $1,325   $ 
Futures contracts   148     
Total  $1,473   $ 

 

As previously noted, certain securities, or a portion of these securities, are pledged as collateral in connection with certain derivative instruments. These securities are held by the Fund but are not represented in the table above.

 

6
 

 

The Hartford Emerging Markets Local Debt Fund
Schedule of Investments (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

OTC Option Contracts Outstanding at January 31, 2015

 

Description  Counter -
party
  Risk
Exposure
Category
  Exercise Price/ FX Rate/
Rate
  Expiration
Date
  Number of
Contracts *
   Market
Value ╪
   Premiums
Received/
Paid by
Fund Δ
   Unrealized
Appreciation
(Depreciation)
 
Purchased Option contracts:
Calls                                
EUR Call/USD Put  CBK  FX  1.19 USD per EUR  03/06/15  EUR2,655,000   $3   $19   $(16)
USD Call/CLP Put  MSC  FX  642.70 CLP per USD  03/26/15  USD4,928,000    62    62     
USD Call/COP Put  CBK  FX  2,187.25 COP per USD  04/23/15  USD6,660,000    739    76    663 
USD Call/PEN Put  CBK  FX  3.30 PEN per USD  01/20/16  USD3,087,000    44    34    10 
Total Calls               17,330,000   $848   $191   $657 
Puts                                
EUR Put/MXN Call  JPM  FX  16.55 MXN per EUR  05/04/15 EUR5,080,000   $88   $62   $26 
EUR Put/MXN Call  JPM  FX  16.75 MXN per EUR  05/04/15  EUR5,080,000    116    75    41 
EUR Put/PLN Call  DEUT  FX  4.04 PLN per EUR  05/06/15  EUR2,298,000    7    27    (20)
EUR Put/PLN Call  DEUT  FX  4.13 PLN per EUR  05/06/15  EUR2,217,000    19    29    (10)
Total Puts               14,675,000   $230   $193   $37 
Total purchased option contracts               32,005,000   $1,078   $384   $694 
Written option contracts:                                
Calls                                
USD Call/BRL Put  JPM  FX  2.83 BRL per USD  03/02/15  USD2,690,000   $13   $29   $16 
USD Call/COP Put  JPM  FX  2,314.00 COP per USD  04/23/15  USD1,070,683    69    28    (41)
USD Call/COP Put  GSC  FX  2,317.00 COP per USD  04/23/15  USD5,594,317    355    145    (210)
Total Calls               9,355,000   $437   $202   $(235)
Puts                                
EUR Put/MXN Call  JPM  FX  16.15 MXN per EUR  05/04/15  EUR5,080,000   $46   $24   $(22)
EUR Put/MXN Call  JPM  FX  16.35 MXN per EUR  05/04/15  EUR5,080,000    64    32    (32)
USD Put/BRL Call  GSC  FX  2.50 BRL per USD  03/02/15  USD3,330,470    1    20    19 
USD Put/BRL Call  JPM  FX  2.50 BRL per USD  03/02/15  USD3,330,530    2    20    18 
USD Put/CLP Call  MSC  FX  581.50 CLP per USD  03/26/15  USD4,928,000    1    48    47 
USD Put/COP Call  CBK  FX  2,007.50 COP per USD  04/23/15  USD6,660,000        57    57 
USD Put/COP Call  GSC  FX  2,300.00 COP per USD  02/12/15  USD6,352,000    2    48    46 
USD Put/PEN Call  CBK  FX  3.05 PEN per USD  01/20/16  USD3,087,000    20    20     
USD Put/TRY Call  JPM  FX  2.25 TRY per USD  03/13/15  USD3,070,000    1    16    15 
Total Puts               40,918,000   $137   $285   $148 
Total written option contracts               50,273,000   $574   $487   $(87)

 

*The number of contracts does not omit 000's.
ΔFor purchased options, premiums are paid by the Fund, for written options, premiums are received.

 

OTC Swaption Contracts Outstanding at January 31, 2015

 

Description  Counter -
party
  Risk
Exposure
Category
  Exercise Price/ FX
Rate/ Rate
   Expiration
Date
  Number of Contracts *   Market
Value ╪
   Premiums
Paid by
Fund
   Unrealized
Appreciation
(Depreciation)
 
Purchased swaption contracts:                                  
Calls                                  
Interest Rate Swaption KRW  BOA  IR   2.60%  11/25/16  KRW1,034,545,000   $42   $20   $22 
Interest Rate Swaption KRW  CBK  IR   2.56%  12/05/16  KRW2,069,095,000    78    41    37 
Total Calls                3,103,640,000   $120   $61   $59 
Puts                                  
Interest Rate Swaption KRW  CBK  IR   2.60%  11/25/16  KRW1,034,545,000   $9   $18   $(9)
Interest Rate Swaption KRW  CBK  IR   2.56%  12/05/16  KRW2,069,095,000    21    40    (19)
Total Puts                 3,103,640,000   $30   $58   $(28)
Total purchased swaption contracts                 6,207,280,000   $150   $119   $31 

 

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

 

7
 

 

The Hartford Emerging Markets Local Debt Fund
Schedule of Investments (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Futures Contracts Outstanding at January 31, 2015

 

   Number of  Expiration  Notional   Market   Unrealized
Appreciation/(Depreciation)
   Variation Margin 
Description  Contracts*  Date  Amount   Value ╪   Asset   Liability   Asset   Liability 
Short position contracts:
U.S. Treasury 10-Year Note Future  94  03/20/2015  $12,123   $12,303   $   $(180)  $   $(65)
U.S. Treasury 30-Year Bond Future  8  03/20/2015   1,150    1,210        (60)       (7)
Total                  $   $(240)  $   $(72)

 

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

 

OTC Interest Rate Swap Contracts Outstanding at January 31, 2015

 

    Payments made   Payments received   Notional     Expiration   Upfront
Premiums
    Upfront
Premiums
    Market     Unrealized
Appreciation/(Depreciation)
 
Counterparty   by Fund   by Fund   Amount     Date   Paid     Received     Value ╪     Asset     Liability  
BCLY   4.12% Fixed   6M WIBOR PLN   PLN 175     03/19/24   $     $     $ (10 )   $     $ (10 )
BOA   4.11% Fixed   6M WIBOR PLN   PLN 285     03/19/24                 (16 )           (16 )
BOA   4.15% Fixed   6M WIBOR PLN   PLN 315     03/19/24                 (17 )           (17 )
BOA   5.19% Fixed   3M Banco Central De La Republica   COP 1,202,275     12/16/19                 (12 )           (12 )
BOA   BZDIOVRA   12.01% Fixed   BRL 9,688     01/02/18                 (4 )           (4 )
BOA   BZDIOVRA   12.32% Fixed   BRL 9,539     01/02/18                 30       30        
BOA   BZDIOVRA   8.95% Fixed   BRL 1,873     01/02/23                 (171 )           (171 )
BOA   MXIBTIIE   6.65% Fixed   MXN 15,975     12/06/23                 104       104        
CBK   2.37% Fixed   6M WIBOR PLN   PLN 6,005     12/17/19                 (61 )           (61 )
CBK   6M WIBOR PLN   2.01% Fixed   PLN 14,455     12/17/16                 33       33        
DEUT   2.33% Fixed   KRW CD KSDA   KRW 1,078,525     01/20/27                 (10 )           (10 )
DEUT   4.11% Fixed   6M WIBOR PLN   PLN 325     03/19/24                 (18 )           (18 )
DEUT   4.16% Fixed   6M WIBOR PLN   PLN 325     03/19/24                 (18 )           (18 )
DEUT   5.18% FIXED   3M Banco Central Del La Republica   COP 1,354,240     12/16/19                 (13 )           (13 )
DEUT   6M THBFIX   3.60% Fixed   THB 92,225     09/17/24                 260       260        
DEUT   BZDIOVRA   10.50% Fixed   BRL 333     01/02/17                 1       1        
DEUT   BZDIOVRA   10.55% Fixed   BRL 692     01/02/17                 2       2        
DEUT   BZDIOVRA   10.61% Fixed   BRL 347     01/02/17                 2       2        
DEUT   BZDIOVRA   9.12% Fixed   BRL 7,875     01/02/17                 (238 )           (238 )
GSC   1.38% Fixed   6M CZK PRIBOR   CZK 20,820     03/20/23                 (54 )           (54 )
GSC   1.45% Fixed   6M CZK PRIBOR   CZK 2,035     03/20/23                 (6 )           (6 )
GSC   1.56% Fixed   6M CZK PRIBOR   CZK 5,925     03/20/23                 (19 )           (19 )
GSC   2.23% Fixed   6M CZK PRIBOR   CZK 40,358     09/07/22                 (127 )           (127 )
GSC   2.37% Fixed   6M WIBOR PLN   PLN 9,870     12/17/19                 (100 )           (100 )
GSC   3M JIBAR   7.00% Fixed   ZAR 7,109     08/21/27                 (14 )           (14 )
GSC   4.10% Fixed   6M WIBOR PLN   PLN 165     03/19/24                 (9 )           (9 )
GSC   4.16% Fixed   6M WIBOR PLN   PLN 330     03/19/24                 (18 )           (18 )
GSC   6M WIBOR PLN   2.00% Fixed   PLN 23,595     12/17/16                 53       53        
GSC   BZDIOVRA   10.64% Fixed   BRL 2,177     01/02/17                 (60 )           (60 )
JPM   2.08% Fixed   6M CZK PRIBOR   CZK 53,650     12/19/22                 (147 )           (147 )
JPM   2.12% Fixed   6M CZK PRIBOR   CZK 46,075     03/21/23                 (126 )           (126 )
JPM   2.18% Fixed   6M CZK PRIBOR   CZK 12,640     08/21/22                 (39 )           (39 )
JPM   2.23% Fixed   6M CZK PRIBOR   CZK 12,645     08/21/22                 (40 )           (40 )
JPM   2.25% Fixed   6M CZK PRIBOR   CZK 18,965     08/21/22                 (61 )           (61 )
JPM   2.30% Fixed   6M CZK PRIBOR   CZK 33,954     08/21/22                 (112 )           (112 )
JPM   2.32% Fixed   6M CZK PRIBOR   CZK 6,940     08/21/22                 (23 )           (23 )
JPM   2.34% Fixed   6M CZK PRIBOR   CZK 15,650     05/21/22                 (55 )           (55 )
JPM   2.39% Fixed   6M CZK PRIBOR   CZK 11,440     05/21/22                 (41 )           (41 )
JPM   3M TELBOR   1.93% Fixed   ILS 4,590     03/18/25                 18       18        
JPM   3M ZAR JIBAR   8.03% Fixed   ZAR 2,185     09/18/23                 14       14        
JPM   5.19% Fixed   3M Banco Central De La Republica   COP 1,806,225     12/16/19                 (18 )           (18 )

 

 

8
 

 

The Hartford Emerging Markets Local Debt Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

OTC Interest Rate Swap Contracts Outstanding at January 31, 2015 - (continued)

 

   Payments made  Payments received  Notional   Expiration  Upfront
Premiums
   Upfront
Premiums
   Market   Unrealized
Appreciation/(Depreciation)
 
Counterparty  by Fund  by Fund  Amount   Date  Paid   Received   Value ╪   Asset   Liability 
JPM  5.24% Fixed  3M Banco Central De La Republica  COP2,106,949   12/18/19  $   $   $(23)  $   $(23)
JPM  5.25% Fixed  3M Banco Central Del La Republica  COP 2,197,870   12/16/19           (24)       (24)
JPM  6M CZK PRIBOR  0.92% Fixed  CZK 39,210   11/06/17           26    26     
JPM  6M WIBOR PLN  2.04% Fixed  PLN 4,525   03/18/25           (27)       (27)
MSC  11.46% Fixed  BZDIOVRA  BRL 5,356   01/04/21           23    23     
MSC  2.58% Fixed  6M CZK PRIBOR  CZK 8,000  05/09/22           (32)       (32)
MSC  2.60% Fixed  6M CZK PRIBOR  CZK 34,520   05/09/22           (139)       (139)
Total                $   $   $(1,336)  $566   $(1,902)

 

Foreign Currency Contracts Outstanding at January 31, 2015

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
AUD  Buy  03/18/2015  CBK  $2,449   $2,375   $   $(74)
AUD  Buy  03/18/2015  WEST   348    334        (14)
AUD  Sell  03/18/2015  BNP   236    229    7     
AUD  Sell  03/18/2015  CBK   1,033    978    55     
AUD  Sell  03/18/2015  JPM   1,505    1,448    57     
AUD  Sell  03/18/2015  RBC   1,456    1,370    86     
AUD  Sell  03/18/2015  WEST   1,505    1,448    57     
BRL  Buy  03/03/2015  BCLY   309    298        (11)
BRL  Buy  03/03/2015  BOA   321    316        (5)
BRL  Buy  03/03/2015  CBK   847    834        (13)
BRL  Buy  03/03/2015  DEUT   726    708        (18)
BRL  Buy  03/03/2015  JPM   1,150    1,148        (2)
BRL  Buy  03/04/2015  JPM   724    735    11     
BRL  Buy  03/04/2015  JPM   647    628        (19)
BRL  Buy  02/04/2015  MSC   489    488        (1)
BRL  Buy  03/03/2015  MSC   10,669    10,340        (329)
BRL  Buy  04/01/2015  MSC   1,503    1,461        (42)
BRL  Buy  02/03/2015  UBS   167    161        (6)
BRL  Buy  03/03/2015  UBS   750    750         
BRL  Buy  03/03/2015  UBS   4,742    4,732        (10)
BRL  Sell  03/03/2015  JPM   1,718    1,719        (1)
BRL  Sell  04/01/2015  JPM   1,538    1,461    77     
BRL  Sell  02/03/2015  MSC   161    161         
BRL  Sell  03/03/2015  MSC   11,658    11,403    255     
BRL  Sell  03/03/2015  MSC   8,289    8,370        (81)
BRL  Sell  03/03/2015  UBS   166    160    6     
CAD  Buy  03/18/2015  CBK   622    602        (20)
CAD  Buy  03/18/2015  JPM   240    220        (20)
CAD  Buy  03/18/2015  MSC   853    783        (70)
CAD  Sell  03/18/2015  BNP   266    248    18     
CAD  Sell  03/18/2015  BOA   822    755    67     
CAD  Sell  03/18/2015  CBK   1,038    944    94     
CAD  Sell  03/18/2015  JPM   349    319    30     
CAD  Sell  03/18/2015  RBC   4,136    3,736    400     
CLP  Buy  03/18/2015  BOA   1,982    1,943        (39)
CLP  Buy  03/18/2015  JPM   1,260    1,211        (49)
CLP  Buy  03/30/2015  MSC   2,422    2,312        (110)
CLP  Buy  03/18/2015  SSG   1,667    1,609        (58)
CLP  Sell  03/18/2015  BOA   2,437    2,376    61     
CLP  Sell  03/18/2015  SCB   8,333    8,097    236     
CLP  Sell  03/18/2015  UBS   237    231    6     
COP  Buy  03/18/2015  BNP   2,093    1,983        (110)

 

9
 

 

The Hartford Emerging Markets Local Debt Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Foreign Currency Contracts Outstanding at January 31, 2015 - (continued)

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
COP  Buy  03/18/2015  BOA  $2,279   $2,257   $   $(22)
COP  Buy  04/27/2015  CBK   2,752    2,337        (415)
COP  Buy  02/17/2015  GSC   1,355    1,332        (23)
COP  Buy  03/18/2015  JPM   913    887        (26)
COP  Buy  03/18/2015  SCB   3,675    3,638        (37)
COP  Buy  03/18/2015  SSG   1,709    1,611        (98)
COP  Buy  03/18/2015  UBS   2,149    2,017        (132)
COP  Sell  03/18/2015  BNP   1,370    1,298    72     
COP  Sell  03/18/2015  BOA   5,119    5,023    96     
COP  Sell  03/18/2015  CBK   362    354    8     
COP  Sell  04/27/2015  GSC   2,559    2,411    148     
COP  Sell  04/27/2015  JPM   457    430    27     
COP  Sell  03/18/2015  MSC   2,029    2,007    22     
COP  Sell  03/18/2015  SCB   4,761    4,632    129     
COP  Sell  03/18/2015  SSG   537    543        (6)
COP  Sell  03/18/2015  UBS   1,406    1,320    86     
CZK  Buy  03/18/2015  RBS   2,804    2,559        (245)
CZK  Sell  03/18/2015  RBS   1,779    1,624    155     
EUR  Buy  03/18/2015  BOA   2,351    2,131        (220)
EUR  Buy  05/08/2015  DEUT   1,573    1,278        (295)
EUR  Buy  02/10/2015  GSC   2,457    2,040        (417)
EUR  Buy  03/18/2015  HSBC   373    338        (35)
EUR  Buy  02/10/2015  JPM   186    169        (17)
EUR  Buy  03/18/2015  JPM   2,929    2,820        (109)
EUR  Buy  04/13/2015  JPM   843    749        (94)
EUR  Buy  05/06/2015  JPM   1,759    1,592        (167)
EUR  Buy  03/18/2015  UBS   947    899        (48)
EUR  Buy  03/18/2015  WEST   238    220        (18)
EUR  Sell  03/18/2015  BCLY   370    355    15     
EUR  Sell  03/18/2015  BNP   444    424    20     
EUR  Sell  03/18/2015  BOA   1,542    1,503    39     
EUR  Sell  03/10/2015  CBK   694    677    17     
EUR  Sell  03/18/2015  CSFB   1,006    927    79     
EUR  Sell  02/10/2015  DEUT   78    71    7     
EUR  Sell  03/18/2015  DEUT   1,887    1,735    152     
EUR  Sell  05/08/2015  DEUT   471    390    81     
EUR  Sell  02/10/2015  GSC   1,924    1,627    297     
EUR  Sell  02/10/2015  JPM   2,272    2,153    119     
EUR  Sell  03/10/2015  JPM   77    75    2     
EUR  Sell  03/18/2015  JPM   725    673    52     
EUR  Sell  04/13/2015  JPM   839    749    90     
EUR  Sell  03/18/2015  MSC   1,258    1,207    51     
EUR  Sell  03/18/2015  NAB   13,050    11,908    1,142     
EUR  Sell  03/18/2015  UBS   617    600    17     
GBP  Buy  03/18/2015  CBK   1,809    1,732        (77)
GBP  Buy  03/18/2015  RBC   2,241    2,161        (80)
GBP  Sell  03/18/2015  BOA   2,548    2,530    18     
GBP  Sell  03/18/2015  CBK   2,257    2,161    96     
GBP  Sell  03/18/2015  RBC   1,796    1,732    64     
HUF  Buy  03/18/2015  JPM   1,009    950        (59)
HUF  Buy  03/18/2015  UBS   11,463    10,429        (1,034)
HUF  Sell  03/18/2015  UBS   1,042    1,019    23     
HUF  Sell  03/18/2015  WEST   1,007    948    59     
IDR  Buy  03/18/2015  BCLY   3,646    3,667    21     
IDR  Buy  03/18/2015  BCLY   1,791    1,770        (21)
IDR  Buy  03/18/2015  BNP   8,691    8,563        (128)
IDR  Buy  03/18/2015  CSFB   1,361    1,361         
IDR  Buy  03/18/2015  JPM   1,114    1,098        (16)
IDR  Buy  03/18/2015  WEST   883    874        (9)

 

10
 

 

The Hartford Emerging Markets Local Debt Fund
Schedule of Investments (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Foreign Currency Contracts Outstanding at January 31, 2015 - (continued)

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
IDR  Sell  03/18/2015  BCLY  $1,664   $1,652   $12   $ 
IDR  Sell  03/18/2015  BCLY   2,469    2,486        (17)
IDR  Sell  03/18/2015  BNP   2,693    2,653    40     
IDR  Sell  03/18/2015  CSFB   1,265    1,256    9     
IDR  Sell  03/18/2015  CSFB   3,046    3,053        (7)
IDR  Sell  03/18/2015  JPM   859    895        (36)
IDR  Sell  03/18/2015  SCB   463    460    3     
ILS  Buy  03/18/2015  CBK   601    609    8     
ILS  Buy  04/13/2015  JPM   828    780        (48)
ILS  Buy  03/18/2015  UBS   2,982    3,013    31     
ILS  Sell  03/18/2015  BOA   291    289    2     
ILS  Sell  03/18/2015  BOA   145    146        (1)
ILS  Sell  03/18/2015  CBK   1,105    1,108        (3)
ILS  Sell  04/13/2015  JPM   815    780    35     
INR  Buy  03/18/2015  BOA   2,266    2,323    57     
INR  Buy  03/18/2015  JPM   373    383    10     
INR  Buy  03/18/2015  SCB   214    215    1     
INR  Buy  03/18/2015  UBS   2,945    2,959    14     
INR  Sell  03/18/2015  BOA   356    361        (5)
KRW  Buy  03/18/2015  CBK   1,823    1,845    22     
KRW  Buy  03/18/2015  JPM   936    942    6     
KRW  Buy  03/18/2015  UBS   2,099    2,132    33     
KRW  Sell  03/18/2015  UBS   4,961    5,040        (79)
MXN  Buy  03/18/2015  BOA   1,645    1,638        (7)
MXN  Buy  03/18/2015  CBK   2,541    2,467        (74)
MXN  Buy  03/18/2015  CSFB   1,700    1,660        (40)
MXN  Buy  03/18/2015  JPM   2,218    2,179        (39)
MXN  Buy  03/18/2015  MSC   24,958    24,125        (833)
MXN  Buy  03/18/2015  SCB   215    209        (6)
MXN  Sell  03/18/2015  BOA   2,789    2,744    45     
MXN  Sell  03/18/2015  CBK   2,823    2,758    65     
MXN  Sell  03/18/2015  JPM   1,859    1,822    37     
MXN  Sell  03/18/2015  JPM   292    292         
MXN  Sell  05/06/2015  JPM   1,728    1,574    154     
MXN  Sell  02/03/2015  MSC   755    745    10     
MXN  Sell  03/18/2015  RBS   1,257    1,209    48     
MXN  Sell  03/18/2015  UBS   1,998    1,949    49     
MYR  Buy  03/18/2015  BCLY   1,324    1,329    5     
MYR  Buy  03/26/2015  BCLY   1,459    1,299        (160)
MYR  Buy  03/18/2015  BOA   583    563        (20)
MYR  Buy  03/26/2015  BOA   2,847    2,530        (317)
MYR  Buy  03/26/2015  HSBC   2,190    1,948        (242)
MYR  Buy  03/18/2015  JPM   2,861    2,768        (93)
MYR  Buy  03/18/2015  MSC   282    273        (9)
MYR  Buy  03/18/2015  SCB   366    360        (6)
MYR  Buy  03/18/2015  UBS   14,327    13,843        (484)
MYR  Buy  03/26/2015  UBS   2,984    2,657        (327)
MYR  Sell  03/18/2015  BOA   4,033    3,956    77     
MYR  Sell  03/18/2015  CBA   920    913    7     
MYR  Sell  03/18/2015  JPM   500    494    6     
MYR  Sell  03/26/2015  JPM   9,422    8,434    988     
MYR  Sell  03/18/2015  MSC   3,534    3,494    40     
MYR  Sell  03/18/2015  SCB   627    607    20     
MYR  Sell  03/18/2015  UBS   1,770    1,710    60     
MYR  Sell  03/18/2015  WEST   1,384    1,332    52     
NZD  Buy  03/18/2015  BCLY   400    377        (23)
NZD  Buy  03/18/2015  CSFB   691    659        (32)
NZD  Sell  03/18/2015  CBK   1,502    1,408    94     
NZD  Sell  03/18/2015  WEST   1,453    1,376    77     

 

11
 

 

The Hartford Emerging Markets Local Debt Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Foreign Currency Contracts Outstanding at January 31, 2015 - (continued)

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
PEN  Buy  03/18/2015  BNP  $2,510   $2,457   $   $(53)
PEN  Buy  01/22/2016  CBK   1,484    1,457        (27)
PEN  Buy  03/18/2015  JPM   283    272        (11)
PEN  Sell  03/18/2015  BNP   4,334    4,251    83     
PEN  Sell  03/18/2015  SCB   674    671    3     
PEN  Sell  03/18/2015  SSG   1,049    1,028    21     
PHP  Buy  03/18/2015  CBK   2,897    2,934    37     
PHP  Buy  03/18/2015  SCB   1,315    1,345    30     
PHP  Sell  03/18/2015  CBK   1,708    1,730        (22)
PLN  Buy  03/18/2015  BOA   1,539    1,551    12     
PLN  Buy  03/18/2015  BOA   1,837    1,730        (107)
PLN  Buy  03/18/2015  CBK   1,027    1,034    7     
PLN  Buy  03/18/2015  DEUT   959    960    1     
PLN  Buy  03/18/2015  DEUT   2,377    2,225        (152)
PLN  Buy  05/08/2015  DEUT   464    382        (82)
PLN  Buy  03/18/2015  HSBC   1,068    1,019        (49)
PLN  Buy  03/18/2015  JPM   3,070    2,901        (169)
PLN  Buy  03/18/2015  RBS   11,877    10,870        (1,007)
PLN  Buy  03/18/2015  SCB   307    299        (8)
PLN  Buy  03/18/2015  UBS   1,122    1,031        (91)
PLN  Sell  03/18/2015  BCLY   1,092    1,030    62     
PLN  Sell  03/18/2015  CBK   185    168    17     
PLN  Sell  03/18/2015  CSFB   1,067    977    90     
PLN  Sell  05/08/2015  DEUT   1,542    1,281    261     
PLN  Sell  03/18/2015  GSC   1,836    1,670    166     
PLN  Sell  03/18/2015  JPM   2,229    2,207    22     
PLN  Sell  03/18/2015  RBC   203    184    19     
PLN  Sell  03/18/2015  RBS   403    368    35     
RON  Buy  03/18/2015  JPM   929    869        (60)
RON  Sell  03/18/2015  BCLY   400    374    26     
RON  Sell  03/18/2015  BNP   3,926    3,628    298     
RON  Sell  03/18/2015  CBK   691    633    58     
RUB  Buy  03/18/2015  CSFB   96    86        (10)
RUB  Buy  03/18/2015  GSC   815    761        (54)
RUB  Buy  03/18/2015  HSBC   4,283    3,492        (791)
RUB  Buy  02/02/2015  JPM   430    431    1     
RUB  Buy  03/18/2015  JPM   7,402    6,190        (1,212)
RUB  Sell  03/18/2015  BCLY   516    468    48     
RUB  Sell  02/02/2015  JPM   796    431    365     
RUB  Sell  03/18/2015  JPM   1,383    1,193    190     
RUB  Sell  03/18/2015  JPM   420    422        (2)
RUB  Sell  03/18/2015  SCB   298    247    51     
SGD  Buy  03/18/2015  BOA   315    306        (9)
SGD  Buy  03/18/2015  CBK   2,821    2,713        (108)
SGD  Buy  03/18/2015  CSFB   2,819    2,712        (107)
SGD  Buy  03/18/2015  RBS   2,928    2,858        (70)
SGD  Sell  03/18/2015  CBK   1,486    1,429    57     
SGD  Sell  03/18/2015  CSFB   1,485    1,429    56     
SGD  Sell  03/18/2015  RBS   5,872    5,731    141     
THB  Buy  03/18/2015  BCLY   1,881    1,892    11     
THB  Buy  03/18/2015  BCLY   690    686        (4)
THB  Buy  03/18/2015  CBK   7,329    7,405    76     
THB  Buy  03/18/2015  JPM   1,852    1,873    21     
THB  Buy  03/18/2015  JPM   1,565    1,564        (1)
THB  Buy  03/18/2015  SCB   264    264         
THB  Sell  03/18/2015  BOA   1,315    1,333        (18)
THB  Sell  03/18/2015  JPM   729    745        (16)
THB  Sell  03/18/2015  SCB   473    479        (6)
TRY  Buy  03/18/2015  BCLY   1,328    1,249        (79)

 

12
 

 

The Hartford Emerging Markets Local Debt Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Foreign Currency Contracts Outstanding at January 31, 2015 - (continued)

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
TRY  Buy  03/18/2015  BNP  $818   $773   $   $(45)
TRY  Buy  03/16/2015  BOA   14    13        (1)
TRY  Buy  03/18/2015  BOA   294    282        (12)
TRY  Buy  03/18/2015  CBK   970    919        (51)
TRY  Buy  03/18/2015  CSFB   2,601    2,450        (151)
TRY  Buy  03/18/2015  DEUT   4,590    4,389        (201)
TRY  Buy  03/18/2015  GSC   624    584        (40)
TRY  Buy  03/16/2015  JPM   752    704        (48)
TRY  Buy  03/18/2015  JPM   5,573    5,353        (220)
TRY  Buy  03/18/2015  SCB   303    285        (18)
TRY  Buy  03/18/2015  UBS   21,742    20,392        (1,350)
TRY  Sell  03/18/2015  BCLY   2,526    2,431    95     
TRY  Sell  03/18/2015  BOA   10,238    9,730    508     
TRY  Sell  03/18/2015  HSBC   485    465    20     
TRY  Sell  03/18/2015  JPM   2,417    2,316    101     
TRY  Sell  03/18/2015  SSG   820    786    34     
TRY  Sell  03/18/2015  UBS   12,330    11,626    704     
UYU  Buy  04/08/2015  CBK   688    702    14     
UYU  Sell  04/08/2015  CBK   338    351        (13)
UYU  Sell  04/08/2015  JPM   336    351        (15)
ZAR  Buy  03/18/2015  BCLY   312    309        (3)
ZAR  Buy  03/18/2015  DEUT   960    957        (3)
ZAR  Buy  03/18/2015  JPM   933    933         
ZAR  Buy  03/18/2015  JPM   3,041    3,039        (2)
ZAR  Buy  03/18/2015  SCB   306    303        (3)
ZAR  Buy  03/18/2015  UBS   14,207    14,213    6     
ZAR  Sell  03/18/2015  BCLY   1,132    1,137        (5)
ZAR  Sell  03/18/2015  BOA   2,225    2,205    20     
ZAR  Sell  02/27/2015  CBK   531    531         
ZAR  Sell  03/18/2015  DEUT   3,768    3,796        (28)
ZAR  Sell  03/18/2015  HSBC   474    478        (4)
ZAR  Sell  03/18/2015  SCB   778    784        (6)
ZAR  Sell  03/18/2015  UBS   3,743    3,745        (2)
Total                     $10,611   $(14,404)

 

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 Services
BOA Banc of America Securities LLC
CBA Commonwealth Bank of Australia
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
NAB National Australia Bank Limited
RBC RBC Dominion Securities, Inc.
RBS RBS Greenwich Capital

 

Counterparty Abbreviations: - (continued)

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  
GBP British Pound  
HUF Hungarian Forint  
IDR Indonesian New Rupiah  

 

13
 

 

The Hartford Emerging Markets Local Debt Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Currency Abbreviations: - (continued)
ILS Israeli New Shekel  
INR Indian Rupee  
KRW South Korean Won  
MXN Mexican New Peso  
MYR Malaysian Ringgit  
NZD New Zealand Dollar  
PEN Peruvian New Sol  
PHP Philippine Peso  
PLN Polish New Zloty  
RON New Romanian Leu  
RUB Russian New Ruble  
SGD Singapore Dollar  
THB Thai Baht  
TRY Turkish New Lira  
USD U.S. Dollar  
UYU Uruguayan Peso  
ZAR South African Rand  
 
Other Abbreviations:
BZDIOVRA Brazil Cetip Interbank Deposit Rate
CD Certificate of Deposit
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
FX Foreign Exchange
GNMA Government National Mortgage Association
IR Interest Rate
JIBAR Johannesburg Interbank Agreed Rate
KSDA Korea Securities Dealers Association
MXIBTIIE Mexico Interbank Equilibrium Interest Rate
OTC Over-the-Counter
PRIBOR Prague Interbank Offered Rate
TELBOR Tel Aviv Interbank Offered Rate
THBFIX Thai Baht Interest Rate Fixing
WIBOR Warsaw Interbank Offered Rate

 

Credit Exposure

as of January 31, 2015

Credit Rating *  Percentage of
Net Assets
 
Aaa/ AAA   0.0%
Aa/ AA   0.4 
A   14.7 
Baa/ BBB   42.0 
Ba/ BB   10.7 
B   5.6 
Caa/ CCC or Lower   0.9 
Not Rated   21.4 
Non-Debt Securities and Other Short-Term Instruments   6.6 
Other Assets and Liabilities   (2.3)
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 (Moody's) and typically range from AAA/Aaa (highest) to C/D (lowest). Presentation of S&P and Moody's credit ratings in this report have been selected for informational purposes for shareholders, as well as the Fund's consideration of industry practice. 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 the Fund's shares. Ratings may change.

  

14
 

 

The Hartford Emerging Markets Local Debt Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary

January 31, 2015

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Corporate Bonds  $96,187   $   $93,629   $2,558 
Foreign Government Obligations   194,884        194,884     
Short-Term Investments   18,722        18,722     
Purchased Options   1,228        1,228     
Total  $311,021   $   $308,463   $2,558 
Foreign Currency Contracts *  $10,611   $   $10,611   $ 
Swaps - Interest Rate *   566        566     
Total  $11,177   $   $11,177   $ 
Liabilities:                    
Written Options  $574   $   $574   $ 
Total  $574   $   $574   $ 
Foreign Currency Contracts *  $14,404   $   $14,404   $ 
Futures *   240    240         
Swaps - Interest Rate *   1,902        1,902     
Total  $16,546   $240   $16,306   $ 

 

For the three-month period ended January 31, 2015, 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, 2014
   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, 2015
 
Assets:                                             
Corporate Bonds and Foreign Government Obligations  $2,048   $   $9  $   $1,971   $   $   $(1,470)  $2,558 
Total  $2,048   $   $9   $   $1,971   $   $   $(1,470)  $2,558 

 

*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, 2015 was $8.

 

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 Emerging Markets Research Fund
Schedule of Investments
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Common Stocks - 96.6%     
     Brazil - 3.6%     
 101   CETIP S.A. - Mercados Organizado   $1,292 
 92   Hypermarcas S.A. ●    622 
 37   Itau Unibanco Banco Multiplo S.A. ADR    447 
 26   Localiza Rent a Car S.A.    332 
 790   Petroleo Brasileiro S.A.    2,407 
 75   Raia Drogasil S.A.    718 
 62   Telefonica Brasil S.A.    1,147 
         6,965 
     Canada - 0.1%     
 360   Ivanhoe Mines Ltd. ●    215 
           
     Cayman Islands - 0.1%     
 392   HC International, Inc. ●    291 
           
     China - 18.8%     
 25   21Vianet Group, Inc. ADR ●    414 
 9   Alibaba Group Holding Ltd. ●    775 
 6,092   AMVIG Holdings Ltd.    3,018 
 205   Anta Sports Products Ltd.    361 
 2   Baidu, Inc. ADR ●    545 
 5,529   China Construction Bank    4,426 
 534   China Life Insurance Co., Ltd.    2,069 
 469   China Pacific Insurance Co., Ltd.    2,251 
 1,746   China Petroleum & Chemical Corp. Class H    1,381 
 221   China Shenhua Energy Co., Ltd.    607 
 826   China Shipping Development ●    588 
 4,397   China Suntien Green Energy    984 
 355   ENN Energy Holdings Ltd.    2,096 
 4,527   Greatview Aseptic Packaging Co., Ltd.    2,064 
 1,136   Guangdong Investment Ltd.    1,525 
 450   Huabao International Holdings Ltd.    355 
 5,586   Industrial & Commercial Bank of China Ltd.    3,983 
 856   Intime Retail Group Co., Ltd.    526 
 1,008   Lenovo Group Ltd.    1,298 
 353   Longfor Properties    464 
 2,819   PetroChina Co., Ltd.    3,061 
 380   Shandong Weigao Group Medical Polymer Co., Ltd.    299 
 232   Sinopharm Medicine Holding Co., Ltd.    846 
 1,098   Sunny Optical Technology Group    1,666 
 300   Tingyi Holding Corp.    738 
         36,340 
     Czech Republic - 0.8%     
 7   Komercni Banka A.S.    1,480 
           
     Greece - 4.5%     
 5,871   Alpha Bank A.E. ●    2,145 
 144   Hellenic Exchanges - Athens Stock Exchange S.A.    771 
 353   Hellenic Telecommunications Organization S.A. ●    2,908 
 295   Motor Oil Hellas Corinth Refineries S.A.    1,997 
 1,679   Piraeus Bank S.A. ●    977 
         8,798 
     Hong Kong - 10.3%     
 200   AAC Technologies Holdings, Inc.    1,276 
 362   AIA Group Ltd.    2,099 
 350   China Mengniu Dairy Co.    1,597 
 629   China Overseas Land & Investment Ltd.    1,814 
 2,961   Fosun International    4,135 
 2,080   MMT Ltd.    595 
 3,833   Sinotrans Shipping Ltd. ●   867 
 397   Tencent Holdings Ltd. ●    6,691 
 744   Towngas China Co., Ltd.    650 
 1,506   Trinity Ltd.    295 
         20,019 
     India - 11.7%     
 67   Alstom India Ltd.    752 
 165   Alstom T&D India Ltd.    1,265 
 220   Bharti Airtel Ltd.    1,327 
 23   Dr. Reddy's Laboratories Ltd. ADR    1,148 
 4,924   GMR Infrastructure Ltd.    1,527 
 51   HCL Technologies Ltd.    1,472 
 534   ICICI Bank Ltd. ●    3,103 
 368   Idea Cellular Ltd.    917 
 551   Infrastructure Development Finance Co., Ltd.    1,526 
 477   ITC Ltd.    2,830 
 116   J.K. Lakshmi Cement Ltd. ●    726 
 274   Marico Ltd.    1,592 
 489   Power Grid Corp. of India Ltd.    1,166 
 45   Reliance Industries Ltd.    657 
 65   Sun Pharmaceutical Industries Ltd.    965 
 44   Tata Consultancy Services Ltd.    1,749 
         22,722 
     Indonesia - 2.2%     
 3,050   Bank Tabungan Pensiunan Nasional Tbk ●    963 
 618   Matahari Department Store Tbk    755 
 5,544   P.T. Telekomunikasi Indonesia Tbk    1,231 
 124   PT Gudang Garam Tbk    564 
 9,242   Sumber Alfaria Trijaya Tbk ●    345 
 1,413   Vale Indonesia Tbk PT    383 
         4,241 
     Kenya - 1.0%     
 955   Equity Group Holdings Ltd. ●    563 
 8,805   Safaricom Ltd.    1,360 
         1,923 
     Malaysia - 3.0%     
 1,358   7-Eleven Malaysia Holdings ●    505 
 1,426   AMMB Holdings Berhad    2,460 
 74   British American Tobacco Malaysia Bhd    1,351 
 2,117   MY EG Services BHD    1,489 
         5,805 
     Mexico - 2.4%     
 60   America Movil S.A.B. de C.V. ADR    1,275 
 70   Concentradora Fibra Hotelera    92 
 441   Corporacion Inmobiliaria Vesta S. de RL de C.V.    852 
 174   Grupo Financiero Santander Mexico S.A.B. de C.V.    1,836 
 303   Wal-Mart de Mexico S.A.B. de C.V.    585 
         4,640 
     Nigeria - 0.3%     
 6,974   Zenith Bank plc    587 
           
     Peru - 1.4%     
 100   Southern Copper Corp.    2,715 
           
     Philippines - 2.8%     
 180   Jollibee Foods Corp.    943 
 1,319   LT Group, Inc.    407 
 651   Metropolitan Bank & Trust Co.    1,402 

 

1
 

 

The Hartford Emerging Markets Research Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Common Stocks - 96.6% - (continued)     
     Philippines - 2.8% - (continued)     
 320   Puregold Price Club, Inc.   $304 
 969   Robinsons Land Corp.    610 
 384   Universal Robina Corp.    1,800 
         5,466 
     Romania - 0.4%     
 59   Electrica S.A. ■●    716 
           
     Russia - 3.6%     
 72   Lukoil ADR    2,835 
 35   MMC Norilsk Nickel OJSC ADR    571 
 191   OAO Gazprom Class S ADR    767 
 304   OAO Rosneft Oil Co. GDR §    989 
 480   Sberbank of Russia ADR    1,767 
         6,929 
     Singapore - 0.2%     
 133   Petra Foods Ltd.    391 
           
     South Africa - 5.8%     
 73   Adcock Ingram Holdings Ltd. ●    270 
 349   Discovery Ltd.    3,434 
 299   Growthpoint Properties Ltd. ●    751 
 69   Hyprop Investments Ltd. ●    623 
 23   Imperial Holdings Ltd.    399 
 29   Naspers Ltd.    4,131 
 78   Pick n Pay Stores Ltd.    383 
 179   Woolworths Holdings Ltd.    1,326 
         11,317 
     South Korea - 9.8%     
 7   BGF Retail Co., Ltd. ●    492 
 15   Doosan Corp.    1,443 
 45   GS Holdings Corp.    1,689 
 99   Hana Financial Holdings    2,903 
 91   Hynix Semiconductor, Inc.    3,930 
 6   Hyundai Mobis Co., Ltd.    1,365 
 4   Hyundai Motor Co., Ltd.    604 
 10   Korea Electric Power Corp.    386 
 17   Korea Electric Power Corp. ADR    324 
 13   LG Chem Ltd.    2,261 
 2   Posco Ltd.    381 
 78   Shinhan Financial Group Co., Ltd.    3,192 
 2   Shinhan Financial Group Co., Ltd. ADR    90 
         19,060 
     Sri Lanka - 0.2%     
 39   Ceylon Tobacco Co. plc    318 
           
     Taiwan - 8.6%     
 163   AirTac International Group    1,415 
 89   Catcher Technology Co., Ltd.    775 
 136   Delta Electronics, Inc.    829 
 541   Globalwafers Co., Ltd. ●    1,579 
 16   Hermes Microvision, Inc.    755 
 12   Largan Precision Co., Ltd.    990 
 123   Pchome Online, Inc.    1,377 
 130   President Chain Store Corp.    999 
 29   Silergy Corp.    210 
 1,606   Taiwan Semiconductor Manufacturing Co., Ltd.    7,063 
 381   Vanguard International Semiconductor Corp.    645 
         16,637 
     Thailand - 3.7%     
 41   Big C Supercenter PCL ●   304 
 3,370   Precious Shipping Public Co., Ltd.    1,438 
 1,618   PTT Chemical Public Co., Ltd.    2,792 
 470   Robinson Department Store, PCL ●    642 
 669   Total Access Communication Public Co., Ltd.    1,921 
         7,097 
     Turkey - 1.3%     
 42   Coca-Cola Icecek    837 
 206   Turkcell Iletisim Hizmetleri AS ●    1,183 
 55   Ulker Biskuvi Sanayi AS ●    434 
         2,454 
     Total Common Stocks     
     (Cost $184,923)   $187,126 
           
Preferred Stocks - 0.6%     
     Brazil - 0.6%     
 101   Banco Itau Holding   $1,236 
           
     Total Preferred Stocks     
     (Cost $1,262)   $1,236 
           
Warrants - 1.0%     
     Greece - 0.1%     
 412   Alpha Bank A.E.   $177 
           
     Russia - 0.5%     
 933   Micex AP Generis ⌂■    947 
           
     United Kingdom - 0.4%     
 23   British American Tobacco ⌂†    873 
           
     Total Warrants     
     (Cost $2,798)   $1,997 
           
Exchange Traded Funds - 1.1%     
     United States - 1.1%     
 45   iShares Core MSCI Emerging Markets ETF   $2,116 
           
     Total Exchange Traded Funds     
     (Cost $2,184)   $2,116 
           
     Total Long-Term Investments
(Cost $191,167)
  $192,475 
           
Short-Term Investments - 0.3%     
     Repurchase Agreements - 0.3%     
     Bank of America Merrill Lynch Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $-, collateralized by U.S. Treasury
Note 0.88%, 2017, value of $-)
     
$    0.04%, 1/31/15   $ 

 

2
 

 

The Hartford Emerging Markets Research Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount          Market Value ╪ 
Short-Term Investments - 0.3% - (continued)             
     Repurchase Agreements - 0.3% - (continued)             
     Bank of America Merrill Lynch TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $21, collateralized by FHLMC 3.50% -
4.00%, 2032 - 2045, FNMA 1.83% - 4.50%,
2025 - 2045, value of $21)
            
$21    0.06%, 1/31/15          $21 
     Bank of Montreal  TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $151,
collateralized by U.S. Treasury Bill 0.04% -
0.25%, 2015 - 2016, U.S. Treasury Bond 3.00%
- 9.88%, 2015 - 2044, U.S. Treasury Note 0.25%
- 4.63%, 2015 - 2022, value of $154)
            
 151    0.05%, 1/31/15           151 
     Bank of Montreal TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $35,
collateralized by FHLMC 2.00% - 5.50%, 2022 -
2044, FNMA 3.00% - 4.00%, 2022 - 2042,
GNMA 3.00%, 2043, U.S. Treasury Bill 0.25%,
2016, U.S. Treasury Note 0.75% - 2.50%, 2017
- 2024, value of $36)
            
 35    0.06%, 1/31/15           35 
     Barclays Capital TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $101,
collateralized by U.S. Treasury Note 1.50% -
2.00%, 2016 - 2023, value of $103)
            
 101    0.04%, 1/31/15           101 
     Citigroup Global Markets, Inc. TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $65, collateralized by U.S. Treasury
Bond 3.75% - 4.50%, 2038 - 2043, value of $67)
            
 65    0.05%, 1/31/15           65 
     Deutsche Bank Securities TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $6, collateralized by FHLMC 2.50% -
6.50%, 2020 - 2041, FNMA 2.50% - 6.50%,
2016 - 2047, GNMA 3.50%, 2045, U.S. Treasury
Bill 0.07% - 0.25%, 2015 - 2016, U.S. Treasury
Bond 2.38% - 5.38%, 2027 - 2043, U.S.
Treasury Note 0.13% - 4.63%, 2015 - 2024,
value of $6)
            
 6    0.05%, 1/31/15           6 
     Royal Bank of Scotland TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $24, collateralized by U.S. Treasury
Bond 8.13%, 2019, U.S. Treasury Note 2.38% -
3.63%, 2020 - 2024, value of $25)
            
 24    0.06%, 1/31/15           24 
     Societe Generale TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $1,
collateralized by U.S. Treasury Note 0.75% -
2.63%, 2016 - 2017, value of $2)
            
 1    0.06%, 1/31/15           1 
     TD Securities TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $90,
collateralized by FHLMC 3.00% - 4.00%, 2026 -
2043, FNMA 2.50% - 5.00%, 2025 - 2044, value
of $91)
          
90   0.07%, 1/31/15       90 
              494 
     Total Short-Term Investments          
     (Cost $494)       $494 
                
     Total Investments          
     (Cost $191,661) ▲   99.6%  $192,969 
     Other Assets and Liabilities   0.4%   724 
     Total Net Assets   100.0%  $193,693 

 

3
 

 

The Hartford Emerging Markets Research Fund
Schedule of Investments – (continued)
January 31, 2015 (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. 

 

Other than the industry classifications "Other Investment Pools and Funds" and "Exchange Traded Funds," equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

 

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for reporting ease. 

 

At January 31, 2015, the cost of securities for federal income tax purposes was $193,886 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $23,411 
Unrealized Depreciation   (24,328)
Net Unrealized Depreciation  $(917)

 

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, 2015, the aggregate fair value of these securities was $873, which represents 0.5% 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 noted, these holdings are determined to be liquid. At January 31, 2015, the aggregate value of these securities was $1,663, which represents 0.9% 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, as amended. 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, 2015, the aggregate value of these securities was $989, 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, as amended, and may have contractual restrictions on resale. Illiquid securities may lack a readily available market or their valuation has not changed for a certain period of time.

 

Period Acquired  Shares/ Par   Security  Cost Basis 
06/2013 - 07/2013   23   British American Tobacco Warrants  $341 
06/2013 - 12/2014   933   Micex AP Generis Warrants - 144A  $1,497 

 

At January 31, 2015, the aggregate value of these securities was $1,820, which represents 0.9% of total net assets.

 

Foreign Currency Contracts Outstanding at January 31, 2015

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
HKD  Buy  02/02/2015  JPM  $2   $2   $   $ 
INR  Sell  02/02/2015  JPM   400    400         
MXN  Sell  02/03/2015  CBK   98    96    2     
MXN  Sell  02/05/2015  JPM   51    51         
MXN  Sell  02/04/2015  MSC   178    176    2     
PHP  Buy  02/02/2015  JPM   303    303         
ZAR  Sell  02/03/2015  BCLY   630    626    4     
Total                     $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.

 

4
 

 

The Hartford Emerging Markets Research Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Counterparty Abbreviations:
BCLY Barclays
CBK Citibank NA
JPM JP Morgan Chase & Co.  
MSC Morgan Stanley
 
Currency Abbreviations:
HKD Hong Kong Dollar  
INR Indian Rupee  
MXN Mexican New Peso  
PHP Philippine Peso  
ZAR South African Rand  
 
Other Abbreviations:
ADR American Depositary Receipt
ETF Exchange Traded Fund
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
GDR Global Depositary Receipt  
GNMA Government National Mortgage Association

 

Diversification by Sector

as of January 31, 2015

 

Sector  Percentage of
Net Assets
 
Equity Securities     
Consumer Discretionary   6.0%
Consumer Staples   9.9 
Energy   8.9 
Financials   28.5 
Health Care   1.7 
Industrials   4.9 
Information Technology   18.5 
Materials   10.4 
Services   6.9 
Utilities   3.6 
Total   99.3%
Short-Term Investments   0.3 
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.

  

Currency Concentration of Securities

as of January 31, 2015

 

   Percentage of 
Description  Net Assets 
Brazilian Real   4.0%
Canadian Dollar   0.1 
Czech Koruna   0.8 
Euro   4.6 
Hong Kong Dollar   28.3 
Indian Rupee   11.1 
Indonesian New Rupiah   2.2 
Kenyan Shilling   1.0 
Malaysian Ringgit   3.0 
Mexican New Peso   0.7 
Nigerian Naira   0.3 
Philippine Peso   2.8 
Republic of Korea Won   9.6 
Singapore Dollar   0.2 
South African Rand   5.8 
Sri Lankan Rupee   0.2 
Taiwanese Dollar   8.6 
Thai Bhat   3.7 
Turkish New Lira   1.3 
United States Dollar   11.3 
Other Assets and Liabilities   0.4 
Total   100.0%

 

5
 

 

The Hartford Emerging Markets Research Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary
January 31, 2015
 

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks                    
Brazil  $6,965   $6,965   $   $ 
Canada   215    215         
Cayman Islands   291    291         
China   36,340    5,412    30,928     
Czech Republic   1,480        1,480     
Greece   8,798    1,997    6,801     
Hong Kong   20,019        20,019     
India   22,722    2,897    19,825     
Indonesia   4,241    963    3,278     
Kenya   1,923    1,360    563     
Malaysia   5,805        5,805     
Mexico   4,640    4,640         
Nigeria   587        587     
Peru   2,715    2,715         
Philippines   5,466        5,466     
Romania   716    716         
Russia   6,929    6,929         
Singapore   391        391     
South Africa   11,317    893    10,424     
South Korea   19,060    906    18,154     
Sri Lanka   318    318         
Taiwan   16,637    1,579    15,058     
Thailand   7,097        7,097     
Turkey   2,454        2,454     
Total  $187,126   $38,796   $148,330   $ 
Exchange Traded Funds   2,116    2,116         
Preferred Stocks   1,236    1,236         
Warrants   1,997    1,997         
Short-Term Investments   494        494     
Total  $192,969   $44,145   $148,824   $ 
Foreign Currency Contracts*  $8   $   $8   $ 
Total  $8   $   $8   $ 
Liabilities:                    
Foreign Currency Contracts*  $   $   $   $ 
Total  $   $   $   $ 

 

For the three-month period ended January 31, 2015, investments valued at $4,488 were transferred from Level 1 to Level 2, and investments valued at $3,835 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 mean 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, 2015 (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, 2014
   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, 2015
 
Assets:                                    
Warrants   $817   $   $   $   $   $   $   $(817)  $ 
Total   $817   $   $   $   $   $   $   $(817)  $ 

 

*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).

 

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.

 

7
 

 

 

The Hartford Equity Income Fund
Schedule of Investments
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Common Stocks - 99.1%     
     Banks - 9.9%     
 1,065   BB&T Corp.   $37,600 
 525   M&T Bank Corp.    59,364 
 1,043   PNC Financial Services Group, Inc.    88,166 
 1,018   US Bancorp    42,677 
 2,697   Wells Fargo & Co.    140,007 
         367,814 
     Capital Goods - 11.1%     
 354   3M Co.    57,453 
 119   Caterpillar, Inc.    9,485 
 1,278   Eaton Corp. plc    80,628 
 2,927   General Electric Co.    69,923 
 363   Illinois Tool Works, Inc.    33,821 
 356   Raytheon Co.    35,578 
 384   Schneider Electric S.A.    28,880 
 855   United Technologies Corp.    98,155 
         413,923 
     Commercial and Professional Services - 0.7%     
 524   Waste Management, Inc.    26,926 
           
     Consumer Services - 0.9%     
 355   McDonald's Corp.    32,775 
           
     Diversified Financials - 5.8%     
 285   Ameriprise Financial, Inc.    35,665 
 206   BlackRock, Inc.    70,297 
 1,978   JP Morgan Chase & Co.    107,549 
         213,511 
     Energy - 11.3%     
 1,047   Chevron Corp.    107,351 
 775   Enbridge, Inc.    37,538 
 1,155   Exxon Mobil Corp.    100,969 
 1,122   Marathon Oil Corp.    29,848 
 614   Occidental Petroleum Corp.    49,083 
 308   Phillips 66    21,666 
 532   Royal Dutch Shell plc Class B    16,854 
 1,943   Suncor Energy, Inc.    57,912 
         421,221 
     Food and Staples Retailing - 1.2%     
 165   Sysco Corp.    6,475 
 443   Wal-Mart Stores, Inc.    37,611 
         44,086 
     Food, Beverage and Tobacco - 6.5%     
 296   Anheuser-Busch InBev N.V. ADR    36,084 
 697   Coca-Cola Co.    28,692 
 281   Diageo plc ADR    33,205 
 1,121   Kraft Foods Group, Inc.    73,257 
 460   Philip Morris International, Inc.    36,876 
 753   Unilever N.V. NY Shares ADR    32,674 
         240,788 
     Health Care Equipment and Services - 0.8%     
 433   Baxter International, Inc.    30,453 
           
     Household and Personal Products - 1.0%     
 423   Procter & Gamble Co.    35,655 
           
     Insurance - 7.2%     
 740   ACE Ltd.    79,891 
 2,049   Marsh & McLennan Cos., Inc.    110,173 
 972   MetLife, Inc.    45,175 
 667   Principal Financial Group, Inc.    31,293 
         266,532 
     Materials - 3.2%     
 485   Akzo Nobel N.V.    34,963 
 726   Dow Chemical Co.    32,776 
 420   E.I. DuPont de Nemours & Co.    29,913 
 517   Nucor Corp.    22,554 
         120,206 
     Media - 2.0%     
 866   Thomson Reuters Corp.    33,264 
 1,787   WPP plc    39,298 
         72,562 
     Pharmaceuticals, Biotechnology and Life Sciences - 13.0%     
 469   AstraZeneca plc ADR    33,351 
 523   Bristol-Myers Squibb Co.    31,497 
 425   Eli Lilly & Co.    30,586 
 1,189   Johnson & Johnson    119,021 
 2,067   Merck & Co., Inc.    124,618 
 232   Novartis AG    22,594 
 2,656   Pfizer, Inc.    82,996 
 138   Roche Holding AG    37,214 
         481,877 
     Retailing - 3.2%     
 1,153   Home Depot, Inc.    120,423 
           
     Semiconductors and Semiconductor Equipment - 5.2%     
 1,270   Analog Devices, Inc.    66,172 
 2,284   Intel Corp.    75,451 
 949   Maxim Integrated Products, Inc.    31,401 
 381   Texas Instruments, Inc.    20,387 
         193,411 
     Software and Services - 3.4%     
 2,190   Microsoft Corp.    88,472 
 1,455   Symantec Corp.    36,043 
         124,515 
     Technology Hardware and Equipment - 2.2%     
 3,134   Cisco Systems, Inc.    82,619 
           
     Telecommunication Services - 3.4%     
 845   BCE, Inc.    38,818 
 1,925   Verizon Communications, Inc.    87,979 
         126,797 
     Transportation - 0.9%     
 338   United Parcel Service, Inc. Class B    33,425 
           
     Utilities - 6.2%     
 3,866   National Grid plc    54,346 
 321   NextEra Energy, Inc.    35,029 
 820   Northeast Utilities    45,577 
 1,214   UGI Corp.    44,919 

  

1
 

 

The Hartford Equity Income Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount       Market Value ╪ 
Common Stocks - 99.1% - (continued)          
     Utilities - 6.2% - (continued)          
 1,353   Xcel Energy, Inc.          $50,759 
              230,630 
     Total Common Stocks           
     ( Cost $3,013,609)        $3,680,149 
                
     Total Long-Term Investments          
     (Cost $3,013,609)        $3,680,149 
                
Short-Term Investments - 1.1%          
Repurchase Agreements - 1.1%          
     Bank of America Merrill Lynch Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $41, collateralized by U.S. Treasury
Note 0.88%, 2017, value of $42)
          
$41    0.04%, 1/31/15        $41 
     Bank of America Merrill Lynch TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $1,793, collateralized by FHLMC
3.50% - 4.00%, 2032 - 2045, FNMA 1.83% -
4.50%, 2025 - 2045, value of $1,829)
          
 1,793    0.06%, 1/31/15         1,793 
     Bank of Montreal  TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$13,009, collateralized by U.S. Treasury Bill
0.04% - 0.25%, 2015 - 2016, U.S. Treasury Bond
3.00% - 9.88%, 2015 - 2044, U.S. Treasury Note
0.25% - 4.63%, 2015 - 2022, value of $13,270)
          
 13,009    0.05%, 1/31/15         13,009 
     Bank of Montreal TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $3,029,
collateralized by FHLMC 2.00% - 5.50%, 2022 -
2044, FNMA 3.00% - 4.00%, 2022 - 2042, GNMA
3.00%, 2043, U.S. Treasury Bill 0.25%, 2016,
U.S. Treasury Note 0.75% - 2.50%, 2017 - 2024,
value of $3,090)
          
 3,029    0.06%, 1/31/15         3,029 
     Barclays Capital TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $8,666,
collateralized by U.S. Treasury Note 1.50% -
2.00%, 2016 - 2023, value of $8,839)
          
 8,666    0.04%, 1/31/15         8,666 
     Citigroup Global Markets, Inc. TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $5,634, collateralized by U.S.
Treasury Bond 3.75% - 4.50%, 2038 - 2043,
value of $5,747)
          
 5,634    0.05%, 1/31/15         5,634 
     Deutsche Bank Securities TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $494, collateralized by FHLMC 2.50%
- 6.50%, 2020 - 2041, FNMA 2.50% - 6.50%,
2016 - 2047, GNMA 3.50%, 2045, U.S. Treasury
Bill 0.07% - 0.25%, 2015 - 2016, U.S. Treasury
Bond 2.38% - 5.38%, 2027 - 2043, U.S. Treasury
Note 0.13% - 4.63%, 2015 - 2024, value of $504)
          
 494    0.05%, 1/31/15         494 
     Royal Bank of Scotland TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $2,072, collateralized by U.S.
Treasury Bond 8.13%, 2019, U.S. Treasury Note
2.38% - 3.63%, 2020 - 2024, value of $2,113)
          
 2,072    0.06%, 1/31/15         2,072 
     Societe Generale TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $127,
collateralized by U.S. Treasury Note 0.75% -
2.63%, 2016 - 2017, value of $130)
          
 127    0.06%, 1/31/15         127 
     TD Securities TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $7,733,
collateralized by FHLMC 3.00% - 4.00%, 2026 -
2043, FNMA 2.50% - 5.00%, 2025 - 2044, value
of $7,888)
          
 7,733    0.07%, 1/31/15         7,733 
              42,598 
     Total Short-Term Investments          
     (Cost $42,598)        $42,598 
                
     Total Investments          
     (Cost $3,056,207) ▲    100.2%  $3,722,747 
     Other Assets and Liabilities    (0.2)%   (8,328)
     Total Net Assets    100.0%  $3,714,419 

 

2
 

  

The Hartford Equity Income Fund
Schedule of Investments – (continued)
January 31, 2015 (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. 

 

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

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for reporting ease. 

 

At January 31, 2015, the cost of securities for federal income tax purposes was $3,064,354 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $704,658 
Unrealized Depreciation   (46,265)
Net Unrealized Appreciation  $658,393 

 

Foreign Currency Contracts Outstanding at January 31, 2015

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
CHF  Buy  02/02/2015  BNP  $243   $244   $1   $ 
CHF  Buy  02/03/2015  JPM   9,931    9,939    8     
GBP  Sell  02/02/2015  BMO   5,477    5,484        (7)
GBP  Sell  02/03/2015  BNP   791    793        (2)
GBP  Sell  02/02/2015  MSC   1,135    1,135         
Total                       $9   $(9)

 

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 Services
JPM JP Morgan Chase & Co.  
MSC Morgan Stanley
 
Currency Abbreviations:
CHF Swiss Franc  
GBP British Pound  
 
Other Abbreviations:
ADR American Depositary Receipt
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
GNMA Government National Mortgage Association

 

3
 

  

The Hartford Equity Income Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Diversification by Sector
as of January 31, 2015

 

Sector  Percentage of
Net Assets
 
Equity Securities     
Consumer Discretionary   6.1%
Consumer Staples   8.7 
Energy   11.3 
Financials   22.9 
Health Care   13.8 
Industrials   12.7 
Information Technology   10.8 
Materials   3.2 
Services   3.4 
Utilities   6.2 
Total   99.1%
Short-Term Investments   1.1 
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, 2015

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks ‡   $3,680,149   $3,446,000   $234,149   $ 
Short-Term Investments   42,598        42,598     
Total   $3,722,747   $3,446,000   $276,747   $ 
Foreign Currency Contracts *   $9   $   $9   $ 
Total   $9   $   $9   $ 
Liabilities:                    
Foreign Currency Contracts *   $9   $   $9   $ 
Total   $9   $   $9   $ 

 

For the three-month period ended January 31, 2015, 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 Floating Rate Fund
Schedule of Investments
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
Corporate Bonds - 7.6%     
     Accommodation and Food Services - 0.1%     
     Sugarhouse HSP Gaming Prop Mezz L.P.     
$8,075   6.38%, 06/01/2021 ■  $7,590 
           
     Agriculture, Forestry, Fishing and Hunting - 0.1%     
     Tembec Industries, Inc.     
 5,685   9.00%, 12/15/2019 ■   5,614 
           
     Arts, Entertainment and Recreation - 0.4%     
     Bougeot Bidco plc     
GBP5,000   7.88%, 07/15/2020 §   7,908 
     Chester Downs & Marina LLC     
 10,189   9.25%, 02/01/2020 ■   7,285 
     Gray Television, Inc.     
 4,030   7.50%, 10/01/2020   4,141 
         19,334 
     Chemical Manufacturing - 0.3%     
     Hexion Specialty Chemicals     
 9,000   8.88%, 02/01/2018   7,717 
     Hexion U.S. Finance Corp.     
 6,816   6.63%, 04/15/2020   6,403 
     Momentive Performance Materials, Inc.     
 4,050   3.88%, 10/24/2021   3,493 
         17,613 
     Construction - 0.2%     
     Empresas ICA S.A.B de C.V.     
 7,715   8.88%, 05/29/2024 ■   5,410 
     Paragon Offshore plc     
 8,570   7.25%, 08/15/2024 ■   4,114 
         9,524 
     Finance and Insurance - 2.7%     
     Access Bank plc     
 7,000   9.25%, 06/24/2021 ■   5,776 
     Banco Bilbao Vizcaya Argentaria S.A.     
EUR7,400   7.00%, 12/29/2049 §   8,624 
     Banco do Brasil S.A.     
 6,990   9.00%, 06/18/2024 ■♠   6,079 
     Banco Santander S.A.     
EUR7,300   6.25%, 03/12/2049 §   8,208 
     Bank of Ireland     
EUR4,925   10.00%, 07/30/2016 §   6,033 
     Barclays Bank plc     
 8,825   8.25%, 12/15/2018 ♠β   9,198 
     BC Mountain LLC     
 4,393   7.00%, 02/01/2021 ■   3,822 
     Cimpor Financial Operations B.V.     
 4,000   5.75%, 07/17/2024 ■   3,030 
     Credit Agricole S.A.     
 4,600   6.63%, 09/23/2019 ■♠Δ   4,514 
 5,150   7.88%, 01/23/2024 ■♠   5,317 
     Credit Suisse Group AG     
 5,490   6.25%, 12/18/2024 ■♠Δ   5,291 
 9,000   7.50%, 12/11/2023 ■♠   9,452 
     Marfrig Holding Europe B.V.     
 4,000   8.38%, 05/09/2018 ■   3,768 
     Marfrig Holding Europe, B.V.     
 10,000   6.88%, 06/24/2019 ■   8,675 
     Nationstar Mortgage LLC     
 9,795   6.50%, 07/01/2021   8,473 
     Nationwide Building Society     
GBP7,600   6.88%, 03/11/2049 §   11,290 
     Societe Generale     
 4,415   6.00%, 01/27/2020 ■♠   4,060 
 17,150   8.25%, 11/29/2018 §♠   17,750 
     TMK OAO Via TMK Capital S.A.     
 8,000   6.75%, 04/03/2020 §   4,480 
     UniCredit S.p.A.     
 9,200   8.00%, 06/03/2024 §♠   9,027 
     YPF S.A.     
 6,000   8.88%, 12/19/2018 §   6,150 
         149,017 
     Food Manufacturing - 0.1%     
     Galapagos S.A.     
EUR4,000   4.83%, 06/15/2021 ■Δ   4,452 
     R&R Ice Cream plc     
GBP1,631   5.50%, 05/15/2020 ■   2,386 
         6,838 
     Food Services - 0.1%     
     Brakes Capital     
EUR4,665   5.08%, 12/15/2018 ■Δ   5,245 
           
     Information - 1.1%     
     Altice Financing S.A.     
 2,875   6.63%, 02/15/2023 ■   2,875 
     Ancestry.com, Inc.     
 9,100   9.63%, 10/15/2018 ■   8,554 
     Equiniti Bondco plc     
GBP7,000   6.31%, 12/15/2018 ■Δ   9,990 
     First Data Corp.     
 2,110   8.25%, 01/15/2021 ■   2,250 
 6,492   11.75%, 08/15/2021   7,474 
     Infor Software Parent LLC     
 5,165   7.13%, 05/01/2021 ■‡   5,191 
     VimpelCom Holdings B.V.     
 5,000   5.20%, 02/13/2019 §   4,125 
     Wind Acquisition Finance S.A.     
EUR9,730   4.07%, 07/15/2020 ■Δ   10,721 
EUR8,375   5.30%, 04/30/2019 ■Δ   9,513 
         60,693 
     Machinery Manufacturing - 0.1%     
     Titan International, Inc.     
 9,000   6.88%, 10/01/2020   7,751 
           
     Nonmetallic Mineral Product Manufacturing - 0.2%     
     Ardagh Finance Holdings S.A.     
EUR3,201   8.38%, 06/15/2019 ■   3,506 
 5,762   8.63%, 06/15/2019 ■   5,740 
         9,246 
     Other Services - 0.2%     
     Abengoa Finance     
EUR3,630   6.00%, 03/31/2021 ■   3,733 
     Abengoa Greenfield S.A.     
 10,000   6.50%, 10/01/2019 ■   9,200 
         12,933 
     Petroleum and Coal Products Manufacturing - 0.6%     
     American Energy - Permian Basin LLC     
 18,600   6.73%, 08/01/2019 ■‡Δ   13,578 

 

1
 

 

The Hartford Floating Rate Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
Corporate Bonds - 7.6% - (continued)     
     Petroleum and Coal Products Manufacturing - 0.6% - (continued)     
     Borets Finance Ltd.     
$6,500   7.63%, 09/26/2018 §  $4,421 
     KCA Deutag     
 6,065   7.25%, 05/15/2021 ■   4,200 
     Kosmos Energy Ltd.     
 2,500   7.88%, 08/01/2021 §   2,150 
     Shelf Drilling Holdings Ltd.     
 4,775   8.63%, 11/01/2018 ■   3,772 
     Ultra Petroleum Corp.     
 2,180   6.13%, 10/01/2024 ■   1,864 
         29,985 
     Primary Metal Manufacturing - 0.1%     
     Constellium N.V.     
EUR4,000   4.63%, 05/15/2021 ■   3,955 
           
     Retail Trade - 1.0%     
     Albertson's Holdings LLC     
 680   7.75%, 10/15/2022 ■   700 
     Claire's Stores, Inc.     
 11,000   9.00%, 03/15/2019 ■   10,285 
     Galaxy Bidco Ltd.     
GBP12,500   5.56%, 11/15/2019 ■‡Δ   18,310 
     Matalan Finance plc     
GBP7,550   6.88%, 06/01/2019   11,144 
     Michaels Stores, Inc.     
 1,167   7.50%, 08/01/2018 ■   1,193 
     Stretford 79 plc     
GBP2,000   4.81%, 07/15/2020 ■Δ   2,174 
GBP8,335   4.81%, 12/29/2049 ■Δ   9,059 
         52,865 
     Utilities - 0.2%     
     Genon Energy, Inc.     
 8,000   7.88%, 06/15/2017   7,840 
           
     Wholesale Trade - 0.1%     
     Dynegy, Inc.     
 5,710   6.75%, 11/01/2019 ■   5,867 
           
     Total Corporate Bonds     
     (Cost $471,225)  $411,910 
           
Senior Floating Rate Interests ♦ - 85.9%     
     Accommodation and Food Services - 0.6%     
     CityCenter Holdings LLC     
$25,073   4.25%, 10/16/2020  $24,916 
     ESH Hospitality, Inc.     
 1,305   5.00%, 06/24/2019   1,307 
     Four Seasons Holdings, Inc.     
 4,690   6.25%, 12/27/2020   4,661 
         30,884 
     Administrative, Support, Waste Management and Remediation Services - 4.3%     
     Acosta Holdco, Inc.     
 36,000   5.00%, 09/26/2021   36,045 
     ADS Waste Holdings, Inc.     
 30,372   3.75%, 10/09/2019   29,461 
     Audio Visual Services Group, Inc.     
 11,081   4.50%, 01/25/2021   10,957 
     Brickman Group Holdings, Inc.     
 40,695   4.00%, 12/18/2020   39,658 
 11,912   7.50%, 12/17/2021   11,659 
     Filtration Group, Inc.     
 4,608   4.50%, 11/20/2020   4,574 
 2,070   8.25%, 11/22/2021   2,034 
     Ipreo Holdings LLC     
 8,593   4.25%, 08/06/2021   8,436 
     Nets Holding A/S     
EUR13,150   4.25%, 07/09/2021   14,621 
     PRA Holdings, Inc.     
 24,374   4.50%, 09/23/2020   24,145 
     ServiceMaster (The) Co.     
 33,597   4.25%, 07/01/2021   33,146 
     TransUnion LLC     
 17,118   4.00%, 04/09/2021   16,866 
         231,602 
     Agriculture, Construction, Mining and Machinery - 1.1%     
     International Equipment Solutions LLC     
 10,792   6.75%, 08/16/2019   10,765 
     Minimax     
EUR10,225   4.25%, 08/14/2020   10,536 
     Signode Industrial Group US, Inc.     
 36,752   3.75%, 05/01/2021   35,649 
EUR2,652   4.00%, 05/01/2021   2,981 
         59,931 
     Air Transportation - 0.7%     
     AMR Corp.     
 22,030   3.75%, 06/27/2019   21,824 
     Landmark Aviation     
 663   4.75%, 10/25/2019   654 
     Landmark Aviation, Term Loan B     
 16,695   4.75%, 10/25/2019   16,479 
         38,957 
     Apparel Manufacturing - 0.1%     
     Bauer Performance Sports Ltd.     
 5,751   4.00%, 04/15/2021   5,650 
           
     Arts, Entertainment and Recreation - 9.9%     
     24 Hour Fitness Worldwide, Inc.     
 22,060   4.75%, 05/28/2021   21,299 
     Aristocrat Leisure Ltd.     
 38,745   4.75%, 10/20/2021   38,091 
     Caesars Entertainment Operating Co., Inc.     
 5,100   7.01%, 03/01/2017   4,549 
 30,855   9.75%, 01/28/2018   27,480 
     Caesars Entertainment Resort Properties LLC     
 36,759   7.00%, 10/11/2020 ☼   35,000 
     Caesars Growth Property Holdings LLC     
 34,294   6.25%, 05/08/2021   31,281 
     Dex Media West LLC     
 6,236   8.00%, 12/30/2016   5,447 
     Formula One Holdings     
 52,299   4.75%, 07/30/2021   50,548 
 19,285   7.75%, 07/29/2022 ☼   18,666 
     Hoyts Group Holdings LLC     
 6,678   4.00%, 05/29/2020   6,536 
 6,212   8.25%, 11/30/2020   6,088 

 

2
 

 

The Hartford Floating Rate Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
Senior Floating Rate Interests ♦ - 85.9% - (continued)     
     Arts, Entertainment and Recreation - 9.9% - (continued)     
     ION Media Networks, Inc.     
$8,947   4.75%, 12/18/2020  $8,850 
     MGM Resorts International     
 34,865   3.50%, 12/20/2019   34,299 
     Numericable, Term Loan B     
 4,643   4.50%, 05/21/2020   4,618 
     Numericable, Term Loan B-2     
 4,017   4.50%, 05/21/2020   3,995 
     Quebecor Media, Inc.     
 21,676   3.25%, 08/17/2020   20,978 
     R.H. Donnelley, Inc.     
 3,939   9.75%, 12/31/2016   2,992 
     Salem Communications Corp.     
 10,925   4.50%, 03/13/2020   10,734 
     Scientific Games International, Inc.     
 30,820   6.00%, 10/01/2021   30,388 
     Station Casinos LLC     
 32,076   4.25%, 03/02/2020   31,560 
     Templar Energy     
 16,045   8.50%, 11/25/2020   9,787 
     Tribune Co.     
 36,965   4.00%, 12/27/2020   36,456 
     Univision Communications, Inc., Term Loan C-3     
 17,906   4.00%, 03/01/2020   17,625 
     Univision Communications, Inc., Term Loan C-4     
 64,978   4.00%, 03/01/2020   63,963 
     Warner Music Group Corp.     
 7,144   3.75%, 07/01/2020   6,899 
     XO Communications LLC     
 11,247   4.25%, 03/20/2021   11,126 
         539,255 
     Beverage and Tobacco Product Manufacturing - 0.4%     
     DE Master Blenders 1753 N.V.     
 24,250   3.50%, 07/23/2021   24,008 
           
     Chemical Manufacturing - 3.8%     
     Arysta LifeScience Corp.     
 11,260   4.50%, 05/29/2020   11,244 
     Axil Coating Systems     
 17,926   3.75%, 02/01/2020   17,545 
     Cytec Industries, Inc.     
 1,933   4.50%, 10/03/2019   1,915 
     Exopack LLC     
 12,915   5.25%, 05/08/2019   12,886 
     Ferro Corp.     
 7,112   4.00%, 07/30/2021   6,988 
     Houghton International, Inc.     
 13,223   4.00%, 12/20/2019   12,975 
     Ineos US Finance LLC     
 41,495   3.75%, 05/04/2018   40,363 
     Monarch, Inc.     
 3,725   4.50%, 10/03/2019   3,690 
     Pinnacle Operating Corp.     
 15,475   4.75%, 11/15/2018   15,340 
     PQ Corp.     
 14,655   4.00%, 08/07/2017   14,413 
     Solenis International L.P.     
 10,010   4.25%, 07/31/2021   9,694 
EUR2,993   4.50%, 07/31/2021   3,374 
     Univar, Inc.     
 45,780   5.00%, 06/30/2017   44,099 
     Utex Industries, Inc.     
 9,487   5.00%, 05/21/2021   8,633 
 3,000   8.25%, 05/20/2022   2,670 
         205,829 
     Computer and Electronic Product Manufacturing - 2.8%     
     Avago Technologies Ltd.     
 17,967   3.75%, 05/06/2021   17,927 
     CDW LLC     
 33,877   3.25%, 04/29/2020   33,106 
     Ceridian LLC     
 18,505   4.50%, 05/09/2017   18,135 
     Freescale Semiconductor, Inc.     
 36,025   4.25%, 02/28/2020   35,485 
 12,393   5.00%, 01/15/2021   12,396 
     Micro Focus International     
 29,500   5.25%, 11/19/2021   28,443 
     Vantiv LLC     
 8,726   3.75%, 06/13/2021   8,643 
         154,135 
     Construction - 1.3%     
     Brand Energy & Infrastructure Services, Inc.     
 24,458   4.75%, 11/26/2020   23,025 
     Brock Holdings III, Inc.     
 15,975   6.00%, 03/16/2017   15,016 
 5,898   10.00%, 03/16/2018   4,807 
     Pike Corp.     
 13,560   5.50%, 12/22/2021   13,526 
 5,125   9.50%, 06/22/2022   5,040 
     Summit Materials LLC     
 10,734   5.00%, 01/30/2019   10,716 
         72,130 
     Fabricated Metal Product Manufacturing - 0.2%     
     Ameriforge Group, Inc.     
 10,443   5.00%, 12/19/2019   9,033 
           
     Finance and Insurance - 6.7%     
     Asurion LLC     
 7,318   4.25%, 07/08/2020   7,154 
 35,008   5.00%, 05/24/2019   34,745 
 5,715   8.50%, 03/03/2021   5,644 
     Capital Automotive L.P.     
 5,986   4.00%, 04/10/2019   5,952 
 3,805   6.00%, 04/30/2020   3,781 
     Cooper Gay Swett & Crawford Ltd.     
 9,284   5.00%, 04/16/2020   8,510 
 5,140   8.25%, 10/16/2020   4,472 
     Evertec LLC     
 13,579   3.50%, 04/17/2020   13,257 
     Grosvenor Capital Management L.P.     
 9,703   3.75%, 01/04/2021   9,436 
     Guggenheim Partners LLC     
 15,109   4.25%, 07/22/2020   15,033 
     Hub International Ltd.     
 33,206   4.25%, 10/02/2020   32,155 
     Interactive Data Corp.     
 19,400   4.75%, 05/02/2021   19,307 

 

3
 

 

The Hartford Floating Rate Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
Senior Floating Rate Interests ♦ - 85.9% - (continued)     
     Finance and Insurance - 6.7% - (continued)     
     ION Trading Technologies Ltd.     
EUR15,456   4.50%, 06/10/2021  $17,482 
 10,815   7.25%, 06/10/2022   10,382 
     National Financial Partners Corp.     
 5,917   4.50%, 07/01/2020   5,824 
     Santander Asset Management S.A.     
 31,363   4.25%, 12/17/2020   31,191 
EUR7,920   4.50%, 12/17/2020   8,953 
     Sedgwick CMS Holdings, Inc.     
 47,881   3.75%, 03/01/2021   46,145 
 16,125   6.75%, 02/28/2022   15,117 
     USI Insurance Services LLC     
 25,898   4.25%, 12/27/2019   25,413 
     Walter Investment Management Corp.     
 50,239   4.75%, 12/18/2020   43,833 
         363,786 
     Food Manufacturing - 2.9%     
     Burton's Foods Ltd.     
GBP6,300   5.56%, 11/27/2020   8,804 
     Del Monte Foods Co.     
 46,053   3.50%, 03/09/2020   44,167 
     Hearthside Food Solutions     
 11,995   4.50%, 06/02/2021   11,935 
     Hostess Brands, Inc.     
 14,625   6.75%, 04/09/2020   14,845 
     JBS USA LLC     
 19,389   3.75%, 05/25/2018   19,195 
 9,016   3.75%, 09/18/2020   8,903 
     Milk Specialties Co.     
 8,691   7.50%, 11/09/2018   8,561 
     Roundy's Supermarkets, Inc.     
 23,918   5.75%, 03/03/2021   22,065 
     U.S. Foodservice, Inc.     
 21,821   4.50%, 03/31/2019   21,733 
         160,208 
     Furniture and Related Product Manufacturing - 0.9%     
     AOT Bedding Super Holdings LLC     
 30,992   4.25%, 10/01/2019   30,695 
     Wilsonart International Holdings LLC     
 15,997   4.00%, 10/31/2019   15,667 
         46,362 
     Health Care and Social Assistance - 6.8%     
     AccentCare, Inc.     
 5,845   6.50%, 12/22/2016   5,056 
     Alere, Inc.     
 21,298   4.25%, 06/30/2017   21,266 
     American Renal Holdings, Inc.     
 19,957   4.50%, 08/20/2019   19,658 
 11,235   8.50%, 03/20/2020   11,122 
     Ardent Medical Services, Inc.     
 6,357   6.75%, 07/02/2018   6,351 
     DJO Finance LLC     
 18,029   4.25%, 09/15/2017   17,967 
     DSI Renal, Inc.     
 5,647   4.50%, 04/23/2021   5,569 
 6,200   7.75%, 10/22/2021   6,138 
     Healogics, Inc.     
 7,471   5.25%, 07/01/2021   7,334 
     Iasis Healthcare LLC     
 18,115   4.50%, 05/03/2018 ☼   18,083 
     Ikaria Acquisition, Inc.     
 6,383   5.00%, 02/12/2021   6,358 
 4,075   8.75%, 02/14/2022   4,080 
     Immucor, Inc.     
 17,221   5.00%, 08/19/2018   17,070 
     IMS Health, Inc.     
 12,283   3.50%, 03/17/2021   12,037 
     inVentiv Health, Inc.     
 32,729   7.75%, 05/15/2018 ☼   32,439 
     One Call Medical, Inc.     
 26,820   5.00%, 11/27/2020   26,474 
     Ortho-Clinical Diagnostics, Inc.     
 35,410   4.75%, 06/30/2021   33,958 
     Pharmaceutical Product Development, Inc.     
 4,275   4.00%, 12/05/2018   4,253 
     Pharmedium Healthcare Corp.     
 4,062   4.25%, 01/28/2021   3,966 
 3,280   7.75%, 01/28/2022   3,227 
     STHI Holding Corp.     
 13,122   4.50%, 08/06/2021   13,018 
     Surgery Center Holdings, Inc.     
 12,930   5.25%, 11/03/2020   12,590 
 11,200   8.50%, 11/03/2021   10,794 
     Truven Health Analytics, Inc.     
 12,235   4.50%, 06/06/2019   11,807 
     US Renal Care, Inc.     
 21,347   4.25%, 07/03/2019   21,027 
 3,510   8.50%, 01/03/2020   3,501 
 2,666   10.25%, 01/03/2020   2,679 
     Valeant Pharmaceuticals International, Inc.     
 8,738   3.50%, 12/11/2019   8,671 
 21,966   3.50%, 08/05/2020   21,804 
         368,297 
     Health Care Providers and Services - 0.5%     
     CRC Health Corp.     
 12,704   5.25%, 03/29/2021   12,651 
     Multiplan, Inc.     
 16,648   3.75%, 03/31/2021   16,217 
         28,868 
     Information - 9.1%     
     Altice Financing S.A.     
 5,090   5.25%, 01/28/2022 ☼   5,039 
EUR1,390   5.26%, 01/01/2022 ☼   1,563 
     Ancestry.com, Inc.     
 22,756   4.50%, 12/28/2018   22,552 
     Cabovisao-Televisao Por Cabo S.A.     
 37,545   5.50%, 07/02/2019   37,498 
     Charter Communications Operating LLC     
 5,581   3.00%, 01/03/2021   5,482 
     Eagle Parent, Inc.     
 34,133   4.00%, 05/16/2018   34,005 
     First Data Corp.     
 63,764   3.67%, 03/23/2018   62,548 
 3,060   3.67%, 09/24/2018   3,003 
 14,744   4.17%, 03/24/2021   14,564 
     Hyland Software, Inc.     
 10,261   4.75%, 02/19/2021   10,227 

 

4
 

 

The Hartford Floating Rate Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
Senior Floating Rate Interests ♦ - 85.9% - (continued)     
     Information - 9.1% - (continued)     
     Infor US, Inc.     
$3,991   3.75%, 06/03/2020  $3,878 
EUR3,537   4.00%, 06/03/2020   3,927 
     Intelsat Jackson Holdings S.A.     
 26,503   3.75%, 06/28/2019   26,178 
     Kronos, Inc.     
 18,042   4.50%, 10/30/2019   17,970 
 4,034   9.75%, 04/30/2020   4,115 
     Lawson Software, Inc.     
 24,571   3.75%, 06/03/2020   23,962 
     Level 3 Communications, Inc.     
 32,045   4.00%, 08/01/2019   31,740 
 27,443   4.00%, 01/15/2020   27,180 
     Level 3 Financing, Inc.     
 11,685   4.50%, 01/31/2022   11,691 
     Light Tower Fiber LLC     
 17,353   4.00%, 04/13/2020   16,950 
 2,078   8.00%, 04/12/2021   2,030 
     Mediacom Communications Corp.     
 11,221   3.25%, 01/29/2021   10,962 
     MISYS plc     
 25,720   5.00%, 12/12/2018   25,729 
     NexTag, Inc.     
 774   0.00%, 06/04/2019 ●   542 
     Peak 10, Inc.     
 2,806   5.00%, 06/17/2021   2,758 
 4,310   8.25%, 06/17/2022   4,148 
     RedPrairie Corp.     
 15,606   6.00%, 12/21/2018   14,800 
     Syniverse Holdings, Inc.     
 5,429   4.00%, 04/23/2019   5,243 
     TransFirsT, Inc.     
 5,500   5.50%, 11/12/2021   5,493 
 2,225   9.00%, 11/11/2022   2,194 
     Virgin Media Finance plc     
 15,280   3.50%, 06/07/2020   15,025 
     Virgin Media Investment Holdings Ltd.     
GBP18,800   4.25%, 06/30/2023   28,099 
     Zayo Group LLC     
 12,823   4.00%, 07/02/2019   12,683 
         493,778 
     Media - 0.6%     
     Entravision Communications Corp.     
 15,241   3.50%, 05/31/2020   14,734 
     Media General, Inc.     
 20,821   4.25%, 07/31/2020   20,691 
         35,425 
     Mining - 3.1%     
     Alpha Natural Resources, Inc.     
 20,883   3.50%, 05/22/2020   14,957 
     American Rock Salt Holdings LLC     
 23,880   4.75%, 05/20/2021   23,335 
 6,550   8.00%, 05/20/2022   6,477 
     Arch Coal, Inc.     
 79,094   6.25%, 05/16/2018   56,496 
     BWAY Holding Co.     
 27,328   5.50%, 08/14/2020   27,362 
     Dynacast International LLC     
 7,500   5.75%, 01/28/2022 ☼   7,462 
    Fortescue Metals Group Ltd.    
 35,227   3.75%, 06/30/2019   30,824 
         166,913 
     Miscellaneous Manufacturing - 2.2%     
     Bombardier Recreational Products, Inc.     
 12,675   4.00%, 01/30/2019   12,351 
     Hamilton Sundstrand Corp.     
 49,272   4.00%, 12/13/2019   46,039 
     Provo Craft & Novelty, Inc.     
 8,023   0.00%, 03/22/2016 ⌂●†    
     Reynolds Group Holdings, Inc.     
 28,024   4.00%, 12/01/2018   27,697 
     Sequa Corp.     
 12,134   5.25%, 06/19/2017   11,608 
     TransDigm Group, Inc.     
 12,784   3.75%, 02/28/2020   12,590 
 9,353   3.75%, 06/04/2021   9,215 
         119,500 
     Motor Vehicle and Parts Manufacturing - 0.7%     
     Navistar, Inc.     
 33,677   5.75%, 08/17/2017   33,677 
     Tower Automotive Holdings USA LLC     
 6,926   4.00%, 04/23/2020   6,778 
         40,455 
     Nonmetallic Mineral Product Manufacturing - 0.2%     
     Ardagh Holdings USA, Inc.     
 8,898   4.00%, 12/17/2019   8,731 
           
     Other Services - 2.6%     
     Alliance Laundry Systems LLC     
 12,879   4.25%, 12/10/2018   12,724 
     Apex Tool Group LLC     
 17,989   4.50%, 01/31/2020   17,464 
     Gardner Denver, Inc.     
 51,459   4.25%, 07/30/2020   48,024 
EUR15,720   4.75%, 07/30/2020   16,857 
     Husky Injection Molding Systems Ltd.     
 8,677   4.25%, 06/30/2021   8,507 
     Husky International Ltd.     
 4,465   7.25%, 06/30/2022   4,242 
     Rexnord LLC     
 33,054   4.00%, 08/21/2020   32,475 
         140,293 
     Petroleum and Coal Products Manufacturing - 5.0%     
     American Energy - Marcellus LLC     
 21,880   5.25%, 08/04/2020   17,942 
 3,335   8.50%, 08/04/2021   2,493 
     Callon Petroleum Co.     
 7,195   8.50%, 10/08/2021   6,655 
     Chief Exploration & Development     
 17,650   7.50%, 05/16/2021   15,414 
     Crosby Worldwide Ltd.     
 21,968   3.75%, 11/23/2020   19,771 
     Drillships Ocean Ventures, Inc.     
 20,371   5.50%, 07/25/2021   16,948 
     Fieldwood Energy LLC     
 10,571   3.88%, 09/28/2018   9,673 
     Jefferson Gulf Coast Energy Partners LLC     
 7,481   9.00%, 02/27/2018   7,107 

 

5
 

 

The Hartford Floating Rate Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
Senior Floating Rate Interests ♦ - 85.9% - (continued)     
     Petroleum and Coal Products Manufacturing - 5.0% - (continued)     
     KCA Deutag     
$22,034   6.25%, 05/15/2020  $15,975 
     Macquarie Infrastructure Co., Inc.     
 12,676   3.25%, 06/01/2020   12,403 
     Ocean Rig ASA     
 25,191   6.00%, 03/31/2021   19,402 
     Pacific Drilling S.A.     
 10,564   4.50%, 06/03/2018   8,068 
     Paragon Offshore Finance Co.     
 15,955   3.75%, 06/19/2021   12,066 
     Peabody Energy Corp.     
 18,473   4.25%, 09/24/2020   15,456 
     Samson Investment Co.     
 41,075   5.00%, 09/25/2018   25,459 
     Seadrill Ltd.     
 43,326   4.00%, 02/21/2021   34,221 
     Shelf Drilling International Holdings Ltd.     
 21,820   10.00%, 10/08/2018   15,274 
     Western Refining, Inc.     
 18,563   4.25%, 11/15/2020   17,977 
         272,304 
     Pipeline Transportation - 0.4%     
     EMG Utica LLC     
 4,800   4.75%, 03/27/2020   4,224 
     Philadelphia Energy Solutions LLC     
 20,091   6.25%, 04/04/2018   18,082 
         22,306 
     Plastics and Rubber Products Manufacturing - 0.7%     
     Berry Plastics Group, Inc.     
 22,418   3.50%, 02/08/2020   21,928 
     Consolidated Container Co.     
 6,843   5.00%, 07/03/2019   6,599 
     Tricorbraun, Inc.     
 7,113   4.00%, 05/03/2018   6,986 
         35,513 
     Primary Metal Manufacturing - 0.3%     
     Novelis, Inc.     
 16,787   3.75%, 03/10/2017   16,620 
           
     Professional, Scientific and Technical Services - 2.8%     
     Advantage Sales & Marketing, Inc.     
 26,237   4.25%, 07/23/2021   25,913 
 7,580   7.50%, 07/25/2022   7,409 
     Affinion Group, Inc.     
 64,431   6.75%, 04/30/2018   60,001 
     AlixPartners LLP     
 14,254   4.00%, 07/10/2020   13,982 
 4,575   9.00%, 07/10/2021   4,602 
     MoneyGram International, Inc.     
 18,901   4.25%, 03/27/2020   17,493 
     Paradigm Ltd.     
 13,652   4.75%, 07/30/2019   12,355 
     RBS Holding Co. LLC     
 11,709   9.50%, 03/23/2016   7,962 
         149,717 
     Real Estate, Rental and Leasing - 1.4%     
     DTZ U.S. Borrower LLC     
 11,134   5.50%, 11/04/2021   11,113 
 5,330   9.25%, 11/04/2022   5,257 
     Fly Leasing Ltd.     
 8,919   4.50%, 08/09/2019   8,863 
     Neff Corp.     
 10,805   7.25%, 06/09/2021   10,562 
     Realogy Corp.     
 3,932   4.42%, 10/10/2016   3,864 
     Realogy Group LLC     
 37,289   3.75%, 03/05/2020   36,674 
         76,333 
     Retail Trade - 7.2%     
     99 Cents Only Stores     
 7,918   4.50%, 01/11/2019   7,833 
     Albertson's LLC     
 31,395   4.50%, 08/25/2021   31,313 
     American Tire Distributors, Inc.     
 19,418   5.75%, 06/01/2018   19,406 
     Amscan Holdings, Inc.     
 24,639   4.00%, 07/27/2019   24,081 
     Armored AutoGroup, Inc.     
 8,294   6.00%, 11/05/2016   8,253 
     Cooper-Standard Automotive, Inc.     
 11,836   4.00%, 04/02/2021   11,669 
     FleetPride, Inc.     
 15,680   5.25%, 11/19/2019   15,327 
     Hillman (The) Cos., Inc.     
 12,457   4.50%, 06/30/2021 ☼   12,387 
     Lands' End, Inc.     
 36,891   4.25%, 04/04/2021   35,323 
     Mauser-Werke GmbH     
 13,227   4.50%, 07/31/2021   12,896 
 12,725   8.25%, 07/31/2022   12,343 
     Michaels Stores, Inc.     
 18,104   3.75%, 01/28/2020   17,756 
 17,149   4.00%, 01/28/2020   16,951 
     Neiman Marcus (The) Group, Inc.     
 46,182   4.25%, 10/25/2020   44,725 
     Quikrete (The) Companies, Inc.     
 17,121   4.00%, 09/28/2020   16,885 
 7,105   7.00%, 03/26/2021   7,087 
     Rite Aid Corp.     
 23,330   4.88%, 06/21/2021   23,315 
 7,755   5.75%, 08/21/2020   7,770 
     Sports (The) Authority, Inc.     
 23,672   7.50%, 11/16/2017   20,161 
     Supervalu, Inc.     
 23,345   4.50%, 03/20/2019   23,112 
     Weight Watchers International, Inc.     
 36,689   4.00%, 04/02/2020   24,605 
         393,198 
     Soap, Cleaning Compound and Toilet Manufacturing - 0.3%     
     Revlon Consumer Products Corp.     
 18,993   4.00%, 10/08/2019   18,716 
           
     Transit and Ground Passenger Transportation - 0.6%     
     Emergency Medical Services Corp.     
 30,335   4.00%, 05/25/2018   30,153 

 

6
 

 

The Hartford Floating Rate Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬          Market Value ╪ 
Senior Floating Rate Interests ♦ - 85.9% - (continued)          
     Truck Transportation - 0.4%          
     Nexeo Solutions LLC, Term Loan B-1          
$11,070   5.00%, 09/08/2017       $10,535 
     Nexeo Solutions LLC, Term Loan B-2          
 10,709   5.00%, 09/08/2017        10,191 
              20,726 
     Utilities - 3.9%          
     Calpine Corp.          
 21,670   3.00%, 05/03/2020        20,948 
 33,255   3.25%, 01/31/2022        32,282 
 18,461   4.00%, 04/01/2018        18,323 
 12,880   4.00%, 10/09/2019        12,720 
 4,232   4.00%, 10/31/2020        4,179 
     Energy Future Holdings          
 14,205   4.25%, 06/19/2016        14,183 
     Exgen Texas Power LLC          
 13,961   5.75%, 09/18/2021        13,798 
     La Frontera Generation LLC          
 10,944   4.50%, 09/30/2020        10,707 
     PowerTeam Services LLC          
 2,665   8.25%, 11/06/2020        2,575 
     PowerTeam Services LLC, Delayed Draw Term Loan          
 838   4.25%, 05/06/2020        813 
     PowerTeam Services LLC, Term Loan 1          
 15,686   4.25%, 05/06/2020        15,228 
     Sandy Creek Energy Associates L.P.          
 12,464   5.00%, 11/09/2020 ☼        12,168 
     Star West Generation LLC          
 9,960   4.25%, 03/13/2020        9,802 
     Texas Competitive Electric Holdings Co. LLC          
 75,000   4.66%, 10/10/2017 ☼Ψ        46,730 
              214,456 
     Wholesale Trade - 1.4%          
     Gates Global LLC          
 50,364   4.25%, 07/05/2021        49,054 
     Harbor Freight Tools          
 9,219   4.75%, 07/26/2019        9,203 
     HD Supply, Inc.          
 19,298   4.00%, 06/28/2018        19,105 
              77,362 
     Total Senior Floating Rate Interests          
     (Cost $4,907,245)       $4,671,434 
                
Common Stocks - 0.1%          
     Consumer Durables and Apparel - 0.0%          
 3   Provo Craft & Novelty, Inc. ⌂●†       $ 
                
     Consumer Services - 0.0%          
 3,835   NexTag, Inc. ⌂●†         
    NTI Holdings Tax Refund ●†         
    NTI Lender Tax Refund ●†         
               
     Energy - 0.0%          
 418,220   KCA Deutag ⌂●†        585 
                
     Media - 0.0%          
 16   F & W Publications, Inc. ●        1,091 
                
     Software and Services - 0.1%          
 138   Momentive Performance Materials, Inc. ⌂●†        3,562 
              3,562 
     Total Common Stocks          
     (Cost $10,663)       $5,238 
                
Exchange Traded Funds - 1.7%          
     Other Investment Pools and Funds - 1.7%          
                
 46   iShares 1-3 Year Credit Bond ETF       $4,825 
 407   iShares Mortgage Real Estate Capped ETF        4,751 
 408   iShares U.S. Preferred Stock ETF        16,292 
 2,191   Powershares Preferred Portfolio ETF        35,495 
 689   SPDR Barclays Short Term High Yield Bond ETF        19,955 
 215   SPDR S&P International Dividend ETF        9,045 
              90,363 
     Total Exchange Traded Funds          
     (Cost $90,817)       $90,363 
                
     Total Long-Term Investments          
     (Cost $5,479,950)       $5,178,945 
                
Short-Term Investments - 2.7%          
Other Investment Pools and Funds - 2.7%          
 149,468   JP Morgan U.S. Government Money Market Fund       $149,468 
                
     Total Short-Term Investments          
     (Cost $149,468)       $149,468 
                
     Total Investments          
     (Cost $5,629,418) ▲   98.0%  $5,328,413 
     Other Assets and Liabilities   2.0%   110,062 
     Total Net Assets   100.0%  $5,438,475 

 

7
 

 

The Hartford Floating Rate Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

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

 

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

 

Other than the industry classifications "Other Investment Pools and Funds" and "Exchange Traded Funds," equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

 

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for reporting ease. 

 

At January 31, 2015, the cost of securities for federal income tax purposes was $5,634,079 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $8,062 
Unrealized Depreciation   (313,728)
Net Unrealized Depreciation  $(305,666)

 

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

 

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, 2015, the aggregate fair value of these securities was $4,147, 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.  

 

ΨThe issuer is in bankruptcy. However, the investment held by the Fund is current with respect to interest payments.

 

ΔVariable rate securities; the rate reported is the coupon rate in effect at January 31, 2015.

 

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, 2015.

 

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 noted, these holdings are determined to be liquid. At January 31, 2015, the aggregate value of these securities was $248,110, which represents 4.6% 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, as amended. 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, 2015, the aggregate value of these securities was $90,166, which represents 1.7% 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, as amended, and may have contractual restrictions on resale. Illiquid securities may lack a readily available market or their 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 
04/2014   138   Momentive Performance Materials, Inc.  4,994 
06/2014   3,835   NexTag, Inc.   
09/2011   3   Provo Craft & Novelty, Inc.   
09/2013 - 01/2015   8,023   Provo Craft & Novelty, Inc., 0.00%, 03/22/2016  2,131 

 

At January 31, 2015, the aggregate value of these securities was $4,147, which represents 0.1% of total net assets.

 

βConvertible security.

 

Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

 

8
 

 

The Hartford Floating Rate Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

This security, or a portion of this security, was purchased on a when-issued or delayed-delivery basis. The cost of these securities was $36,807 at January 31, 2015.

 

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, 2015

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
CAD  Buy  02/27/2015  RBC  $258   $241   $   $(17)
EUR  Buy  02/04/2015  BCLY   1,562    1,563    1     
EUR  Buy  02/27/2015  BNP   2,311    2,261        (50)
EUR  Sell  02/27/2015  BCLY   1,562    1,563        (1)
EUR  Sell  02/27/2015  BOA   28,682    27,497    1,185     
EUR  Sell  02/27/2015  CBK   28,689    27,492    1,197     
EUR  Sell  02/27/2015  CSFB   28,661    27,497    1,164     
EUR  Sell  02/27/2015  DEUT   28,803    27,495    1,308     
EUR  Sell  02/27/2015  MSC   1,364    1,338    26     
EUR  Sell  02/27/2015  UBS   31,342    30,080    1,262     
GBP  Sell  02/27/2015  DEUT   115,734    115,262    472     
Total                     $6,615   $(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:
BCLY Barclays
BNP BNP Paribas Securities Services
BOA Banc of America Securities LLC
CBK Citibank NA
CSFB Credit Suisse First Boston Corp.
DEUT Deutsche Bank Securities, Inc.
MSC Morgan Stanley
RBC RBC Dominion Securities, Inc.
UBS UBS AG
 
Currency Abbreviations:
CAD Canadian Dollar
EUR EURO
GBP British Pound
 
Index Abbreviations:
S&P Standard & Poors
 
Other Abbreviations:
ETF Exchange Traded Fund
LIBOR London Interbank Offered Rate
SPDR Standard & Poor's Depositary Receipt

 

Credit Exposure
as of January 31, 2015
Credit Rating *  Percentage of
Net Assets
 
Baa/ BBB   0.6%
Ba/ BB   17.4 
B   65.3 
Caa/ CCC or Lower   8.1 
Not Rated   2.1 
Non-Debt Securities and Other Short-Term Instruments   4.5 
Other Assets and Liabilities   2.0 
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 (Moody's) and typically range from AAA/Aaa (highest) to C/D (lowest). Presentation of S&P and Moody's credit ratings in this report have been selected for informational purposes for shareholders, as well as the Fund's consideration of industry practice. 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 the Fund's shares. Ratings may change.

 

9
 

 

The Hartford Floating Rate Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary
January 31, 2015

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks                    
Consumer Durables and Apparel  $   $   $   $ 
Consumer Services                
Energy   585            585 
Media   1,091        1,091     
Software and Services   3,562            3,562 
Total   5,238        1,091    4,147 
Corporate Bonds   411,910        411,910     
Exchange Traded Funds   90,363    90,363         
Senior Floating Rate Interests   4,671,434        4,671,434     
Short-Term Investments   149,468    149,468         
Total  $5,328,413   $239,831   $5,084,435   $4,147 
Foreign Currency Contracts*  $6,615   $   $6,615   $ 
Total  $6,615   $   $6,615   $ 
Liabilities:                    
Foreign Currency Contracts*  $68   $   $68   $ 
Total  $68   $   $68   $ 

 

For the three-month period ended January 31, 2015, 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, 2014
   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, 2015
 
Assets:                                             
Common Stocks  $6,746   $   $(2,599)*  $   $   $   $   $   $4,147 
Senior Floating Rate Interests           (421)†   421                     
Total  $6,746   $   $(3,020)  $421   $   $   $   $   $4,147 

 

*Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2015 was $(2,599).
Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2015 was $(421).

 

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 Floating Rate High Income Fund
Schedule of Investments
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

Corporate Bonds - 17.2%

     
     Accommodation and Food Services - 0.2%     
     Sugarhouse HSP Gaming Prop Mezz L.P.     
$990   6.38%, 06/01/2021 ■  $931 
           
     Agriculture, Forestry, Fishing and Hunting - 0.3%     
     Tembec Industries, Inc.     
 1,420   9.00%, 12/15/2019 ■   1,402 
           
     Arts, Entertainment and Recreation - 0.3%     
     Chester Downs & Marina LLC     
 2,340   9.25%, 02/01/2020 ■   1,673 
           
     Chemical Manufacturing - 0.7%     
     Hexion Specialty Chemicals     
 1,300   8.88%, 02/01/2018   1,115 
     Momentive Performance Materials, Inc.     
 2,740   3.88%, 10/24/2021   2,363 
         3,478 
     Construction - 0.6%     
     Empresas ICA S.A.B de C.V.     
 1,425   8.88%, 05/29/2024 ■   999 
     Paragon Offshore plc     
 3,430   7.25%, 08/15/2024 ■   1,647 
         2,646 
     Finance and Insurance - 5.9%     
     Access Bank plc     
 1,500   9.25%, 06/24/2021 ■   1,238 
     Banco do Brasil S.A.     
 1,995   9.00%, 06/18/2024 ■♠   1,735 
     Banco Santander S.A.     
EUR 1,400   6.25%, 03/12/2049 §   1,574 
     Bank of Ireland     
EUR650   10.00%, 07/30/2016 §   796 
     Barclays Bank plc     
 925   8.25%, 12/15/2018 ♠β   964 
     BC Mountain LLC     
 1,320   7.00%, 02/01/2021 ■   1,148 
     Cimpor Financial Operations B.V.     
 500   5.75%, 07/17/2024 ■   379 
     Credit Agricole S.A.     
 1,650   6.63%, 09/23/2019 ■♠Δ   1,619 
 1,585   7.88%, 01/23/2024 ■♠   1,637 
     Credit Suisse Group AG     
 1,100   6.25%, 12/18/2024 ■♠Δ   1,060 
 1,800   7.50%, 12/11/2023 ■♠   1,890 
     Marfrig Holding Europe B.V.     
 1,000   8.38%, 05/09/2018 ■   942 
     Marfrig Holding Europe, B.V.     
 3,000   6.88%, 06/24/2019 ■   2,603 
     Nationstar Mortgage LLC     
 1,960   6.50%, 07/01/2021   1,695 
     Nationwide Building Society     
GBP 1,200   6.88%, 03/11/2049 §   1,783 
     Societe Generale     
 1,470   6.00%, 01/27/2020 ■♠   1,352 
 2,725   8.25%, 11/29/2018 §♠   2,820 
     TMK OAO Via TMK Capital S.A.     
 2,000   6.75%, 04/03/2020 §   1,120 
     UniCredit S.p.A.     
1,850   8.00%, 06/03/2024 §♠  1,815 
         28,170 
     Food Manufacturing - 0.2%     
     Galapagos S.A.     
EUR 1,000   4.83%, 06/15/2021 ■Δ   1,113 
           
     Food Services - 0.1%     
     Brakes Capital     
EUR 335   5.08%, 12/15/2018 ■Δ   377 
           
     Information - 2.3%     
     Altice Financing S.A.     
 575   6.63%, 02/15/2023 ■   575 
     Ancestry.com, Inc.     
 3,150   9.63%, 10/15/2018 ■‡   2,961 
     Equiniti Bondco plc     
GBP 1,000   6.31%, 12/15/2018 ■Δ   1,427 
     First Data Corp.     
 973   11.75%, 08/15/2021   1,120 
     Infor Software Parent LLC     
 1,555   7.13%, 05/01/2021 ■   1,563 
     VimpelCom Holdings B.V.     
 2,000   5.20%, 02/13/2019 §   1,650 
     Wind Acquisition Finance S.A.     
EUR 1,685   4.07%, 07/15/2020 ■Δ   1,857 
         11,153 
     Machinery Manufacturing - 0.4%     
     Titan International, Inc.     
 2,000   6.88%, 10/01/2020   1,722 
           
     Nonmetallic Mineral Product Manufacturing - 0.6%     
     Ardagh Finance Holdings S.A.     
EUR1,522    8.38%, 06/15/2019 ■   1,667 
 1,289   8.63%, 06/15/2019 ■   1,284 
         2,951 
     Other Services - 0.2%     
     Abengoa Finance     
EUR905   6.00%, 03/31/2021 ■   931 
           
     Petroleum and Coal Products Manufacturing - 1.5%     
     American Energy - Permian Basin LLC     
 5,400   6.73%, 08/01/2019 ■‡Δ   3,942 
     Borets Finance Ltd.     
 2,000   7.63%, 09/26/2018 §   1,360 
     KCA Deutag     
 935   7.25%, 05/15/2021 ■   648 
     Kosmos Energy Ltd.     
 750   7.88%, 08/01/2021 §   645 
     Shelf Drilling Holdings Ltd.     
 695   8.63%, 11/01/2018 ■   549 
         7,144 
     Primary Metal Manufacturing - 0.2%     
     Constellium N.V.     
EUR1,000   4.63%, 05/15/2021 ■   989 

 

1
 

 

The Hartford Floating Rate High Income Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

Corporate Bonds - 17.2% - (continued)

     
     Retail Trade - 2.9%     
     Claire's Stores, Inc.     
$3,500   9.00%, 03/15/2019 ■‡  $3,272 
     Galaxy Bidco Ltd.     
GBP 2,500   5.56%, 11/15/2019 ■Δ   3,662 
     Matalan Finance plc     
GBP 1,385   6.88%, 06/01/2019 ■   2,044 
GBP1,000   6.88%, 06/01/2019   1,476 
     Michaels Stores, Inc.     
 306   7.50%, 08/01/2018 ■   313 
     Stretford 79 plc     
GBP1,000   4.81%, 07/15/2020 ■Δ   1,087 
GBP1,665   4.81%, 12/29/2049 ■Δ   1,810 
         13,664 
     Utilities - 0.4%     
     Genon Energy, Inc.     
 2,000   7.88%, 06/15/2017   1,960 
           
     Wholesale Trade - 0.4%     
     Dynegy, Inc.     
 1,905   6.75%, 11/01/2019 ■   1,957 
           
     Total Corporate Bonds     
     (Cost $95,235)  $82,261 
           

Senior Floating Rate Interests ♦ - 77.1%

     
     Accommodation and Food Services - 0.4%     
     CityCenter Holdings LLC     
$1,478   4.25%, 10/16/2020  $1,469 
     Four Seasons Holdings, Inc.     
 640   6.25%, 12/27/2020   636 
         2,105 
     Administrative, Support, Waste Management and Remediation Services - 4.4%     
     Acosta Holdco, Inc.     
 2,855   5.00%, 09/26/2021   2,859 
     Audio Visual Services Group, Inc.     
 1,231   4.50%, 01/25/2021   1,217 
     Brickman Group Holdings, Inc.     
 2,475   4.00%, 12/18/2020   2,412 
 3,587   7.50%, 12/17/2021   3,511 
     Filtration Group, Inc.     
 421   4.50%, 11/20/2020   417 
 520   8.25%, 11/22/2021   511 
     Ipreo Holdings LLC     
 1,431   4.25%, 08/06/2021   1,405 
     PRA Holdings, Inc.     
 2,657   4.50%, 09/23/2020   2,632 
     ServiceMaster (The) Co.     
 5,884   4.25%, 07/01/2021   5,805 
         20,769 
     Agriculture, Construction, Mining and Machinery - 1.9%     
     International Equipment Solutions LLC     
 1,408   6.75%, 08/16/2019   1,404 
     Minimax     
EUR 892   4.25%, 08/14/2020   920 
     Signode Industrial Group US, Inc.     
 2,064   3.75%, 05/01/2021   2,002 
     Veyance Technologies, Inc.     
4,792   5.25%, 09/08/2017 ☼  4,778 
         9,104 
     Air Transportation - 0.4%     
     Landmark Aviation     
 1,826   4.75%, 10/25/2019   1,802 
         1,802 
     Arts, Entertainment and Recreation - 10.2%     
     24 Hour Fitness Worldwide, Inc.     
 2,485   4.75%, 05/28/2021   2,399 
     Aristocrat Leisure Ltd.     
 3,525   4.75%, 10/20/2021   3,466 
     Caesars Entertainment Operating Co., Inc.     
 678   7.01%, 03/01/2017   605 
 5,476   9.75%, 01/28/2018   4,877 
     Caesars Entertainment Resort Properties LLC     
 4,974   7.00%, 10/11/2020 ☼   4,736 
     Caesars Growth Property Holdings LLC     
 1,545   6.25%, 05/08/2021   1,409 
     Formula One Holdings     
 6,917   4.75%, 07/30/2021 ☼   6,686 
 2,830   7.75%, 07/29/2022   2,739 
     Hoyts Group Holdings LLC     
 2,719   4.00%, 05/29/2020   2,661 
 1,140   8.25%, 11/30/2020   1,117 
     ION Media Networks, Inc.     
 893   4.75%, 12/18/2020   884 
     Numericable     
 930   4.50%, 05/21/2020   925 
     Numericable, Term Loan B-2     
 805   4.50%, 05/21/2020   800 
     Salem Communications Corp.     
 3,786   4.50%, 03/13/2020   3,720 
     Scientific Games International, Inc.     
 3,260   6.00%, 10/01/2021   3,214 
     Station Casinos LLC     
 3,049   4.25%, 03/02/2020   3,000 
     Templar Energy     
 3,240   8.50%, 11/25/2020   1,976 
     Tribune Co.     
 3,565   4.00%, 12/27/2020   3,516 
         48,730 
     Beverage and Tobacco Product Manufacturing - 0.6%     
     DE Master Blenders 1753 N.V.     
 2,915   3.50%, 07/23/2021   2,886 
           
     Chemical Manufacturing - 2.4%     
     Arysta LifeScience Corp.     
 592   4.50%, 05/29/2020   591 
     Cytec Industries, Inc.     
 103   4.50%, 10/03/2019   102 
     Exopack LLC     
 767   5.25%, 05/08/2019   766 
     Monarch, Inc.     
 198   4.50%, 10/03/2019   196 
     Pinnacle Operating Corp.     
 816   4.75%, 11/15/2018   809 

 

2
 

 

The Hartford Floating Rate High Income Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

Senior Floating Rate Interests ♦ - 77.1% - (continued)

     
     Chemical Manufacturing - 2.4% - (continued)     
     Solenis International L.P.     
$1,431   4.25%, 07/31/2021  $1,386 
EUR 1,496   4.50%, 07/31/2021   1,687 
     Univar, Inc.     
 4,434   5.00%, 06/30/2017   4,271 
     Utex Industries, Inc.     
 1,294   5.00%, 05/21/2021   1,177 
 750   8.25%, 05/20/2022   668 
         11,653 
     Computer and Electronic Product Manufacturing - 2.2%     
     Ceridian LLC     
 2,073   4.50%, 05/09/2017   2,032 
     Freescale Semiconductor, Inc.     
 2,277   4.25%, 02/28/2020   2,243 
 2,627   5.00%, 01/15/2021   2,627 
     Micro Focus International     
 3,500   5.25%, 11/19/2021   3,375 
         10,277 
     Construction - 1.6%     
     Brand Energy & Infrastructure Services, Inc.     
 2,745   4.75%, 11/26/2020   2,584 
     Brock Holdings III, Inc.     
 455   6.00%, 03/16/2017   428 
 402   10.00%, 03/16/2018   328 
     Pike Corp.     
 2,640   5.50%, 12/22/2021   2,633 
 1,875   9.50%, 06/22/2022   1,844 
         7,817 
     Fabricated Metal Product Manufacturing - 0.4%     
     Ameriforge Group, Inc.     
 2,019   5.00%, 12/19/2019   1,747 
           
     Finance and Insurance - 7.1%     
     Asurion LLC     
 2,321   5.00%, 05/24/2019   2,303 
 1,430   8.50%, 03/03/2021   1,412 
     Capital Automotive L.P.     
 470   6.00%, 04/30/2020   467 
     Cooper Gay Swett & Crawford Ltd.     
 1,266   5.00%, 04/16/2020   1,160 
 2,430   8.25%, 10/16/2020   2,114 
     Evertec LLC     
 2,023   3.50%, 04/17/2020   1,975 
     Guggenheim Partners LLC     
 894   4.25%, 07/22/2020   889 
     Hub International Ltd.     
 3,901   4.25%, 10/02/2020   3,777 
     Interactive Data Corp.     
 1,107   4.75%, 05/02/2021   1,102 
     ION Trading Technologies Ltd.     
EUR2,944   4.50%, 06/10/2021   3,330 
 2,210   7.25%, 06/10/2022   2,122 
     National Financial Partners Corp.     
 1,429   4.50%, 07/01/2020   1,407 
     Santander Asset Management S.A.     
EUR1,980   4.50%, 12/17/2020   2,238 
     Sedgwick CMS Holdings, Inc.     
 3,087   3.75%, 03/01/2021   2,975 
2,500   6.75%, 02/28/2022  2,344 
     USI Insurance Services LLC     
 1,365   4.25%, 12/27/2019   1,339 
     Walter Investment Management Corp.     
 3,499   4.75%, 12/18/2020   3,053 
         34,007 
     Food Manufacturing - 2.3%     
     Burton's Foods Ltd.     
GBP 1,500   5.56%, 11/27/2020   2,096 
     Hearthside Food Solutions     
 2,000   4.50%, 06/02/2021   1,990 
     Hostess Brands, Inc.     
 2,427   6.75%, 04/09/2020   2,463 
     Milk Specialties Co.     
 484   7.50%, 11/09/2018   477 
     Roundy's Supermarkets, Inc.     
 4,379   5.75%, 03/03/2021   4,040 
         11,066 
     Furniture and Related Product Manufacturing - 0.5%     
     Wilsonart International Holdings LLC     
 2,391   4.00%, 10/31/2019   2,342 
           
     Health Care and Social Assistance - 7.4%     
     American Renal Holdings, Inc.     
 1,050   4.50%, 08/20/2019   1,034 
 1,430   8.50%, 03/20/2020   1,415 
     Ardent Medical Services, Inc.     
 456   6.75%, 07/02/2018   455 
     DJO Finance LLC     
 799   4.25%, 09/15/2017   796 
     DSI Renal, Inc.     
 771   4.50%, 04/23/2021   761 
 1,050   7.75%, 10/22/2021   1,039 
     Healogics, Inc.     
 933   5.25%, 07/01/2021   916 
     Ikaria Acquisition, Inc.     
 638   5.00%, 02/12/2021   636 
 385   8.75%, 02/14/2022   385 
     Immucor, Inc.     
 486   5.00%, 08/19/2018   482 
     inVentiv Health, Inc.     
 5,734   7.75%, 05/15/2018   5,686 
     One Call Medical, Inc.     
 3,986   5.00%, 11/27/2020 ☼   3,935 
     Ortho-Clinical Diagnostics, Inc.     
 3,030   4.75%, 06/30/2021   2,906 
     Pharmedium Healthcare Corp.     
 379   4.25%, 01/28/2021   370 
 580   7.75%, 01/28/2022   571 
     STHI Holding Corp.     
 2,284   4.50%, 08/06/2021   2,266 
     Surgery Center Holdings, Inc.     
 995   5.25%, 11/03/2020   969 
 3,300   8.50%, 11/03/2021   3,180 
     Truven Health Analytics, Inc.     
 3,423   4.50%, 06/06/2019   3,303 

 

3
 

 

The Hartford Floating Rate High Income Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

Senior Floating Rate Interests ♦ - 77.1% - (continued)

     
     Health Care and Social Assistance - 7.4% - (continued)     
     US Renal Care, Inc.     
$2,387   4.25%, 07/03/2019  $2,352 
 1,140   8.50%, 01/03/2020   1,137 
 666   10.25%, 01/03/2020   669 
         35,263 
     Health Care Providers and Services - 0.4%     
     CRC Health Corp.     
 1,687   5.25%, 03/29/2021   1,680 
           
     Information - 6.4%     
     Altice Financing S.A.     
 1,390   5.25%, 01/28/2022 ☼   1,376 
EUR 275   5.26%, 01/01/2022 ☼   309 
     Cabovisao-Televisao Por Cabo S.A.     
 4,017   5.50%, 07/02/2019 ☼   4,012 
     First Data Corp.     
 2,323   4.17%, 03/24/2021   2,294 
     Hyland Software, Inc.     
 655   4.75%, 02/19/2021   653 
     Kronos, Inc.     
 2,379   4.50%, 10/30/2019   2,370 
 2,257   9.75%, 04/30/2020   2,302 
     Level 3 Financing, Inc.     
 1,270   4.50%, 01/31/2022   1,271 
     Light Tower Fiber LLC     
 635   4.00%, 04/13/2020   621 
 1,319   8.00%, 04/12/2021   1,288 
     MISYS plc     
 1,784   5.00%, 12/12/2018   1,784 
     Peak 10, Inc.     
 701   5.00%, 06/17/2021   689 
 1,845   8.25%, 06/17/2022   1,776 
     RedPrairie Corp.     
 1,520   6.00%, 12/21/2018   1,442 
     TransFirsT, Inc.     
 1,100   5.50%, 11/12/2021   1,099 
 1,115   9.00%, 11/11/2022   1,099 
     Virgin Media Investment Holdings Ltd.     
GBP 3,200   4.25%, 06/30/2023   4,783 
     Zayo Group LLC     
 1,473   4.00%, 07/02/2019   1,457 
         30,625 
     Media - 0.5%     
     Media General, Inc.     
 2,489   4.25%, 07/31/2020   2,474 
           
     Mining - 2.9%     
     American Rock Salt Holdings LLC     
 2,652   4.75%, 05/20/2021   2,591 
 1,635   8.00%, 05/20/2022   1,617 
     Arch Coal, Inc.     
 6,523   6.25%, 05/16/2018   4,659 
     BWAY Holding Co.     
 3,418   5.50%, 08/14/2020   3,422 
     Dynacast International LLC     
 1,500   5.75%, 01/28/2022 ☼   1,493 
         13,782 
     Miscellaneous Manufacturing - 0.7%     
     Hamilton Sundstrand Corp.     
3,114   4.00%, 12/13/2019  2,909 
     Sequa Corp.     
 641   5.25%, 06/19/2017   614 
         3,523 
     Motor Vehicle and Parts Manufacturing - 0.4%     
     Navistar, Inc.     
 915   5.75%, 08/17/2017   914 
     Tower Automotive Holdings USA LLC     
 993   4.00%, 04/23/2020   972 
         1,886 
     Nonmetallic Mineral Product Manufacturing - 0.2%     
     Ardagh Holdings USA, Inc.     
 988   4.00%, 12/17/2019   969 
           
     Other Services - 2.4%     
     Alliance Laundry Systems LLC     
 953   4.25%, 12/10/2018   942 
     Apex Tool Group LLC     
 3,767   4.50%, 01/31/2020   3,658 
     Gardner Denver, Inc.     
 6,231   4.25%, 07/30/2020   5,815 
     Husky International Ltd.     
 900   7.25%, 06/30/2022   855 
         11,270 
     Petroleum and Coal Products Manufacturing - 6.6%     
     American Energy - Marcellus LLC     
 3,560   5.25%, 08/04/2020   2,919 
 830   8.50%, 08/04/2021   621 
     Callon Petroleum Co.     
 1,800   8.50%, 10/08/2021   1,665 
     Chief Exploration & Development     
 3,115   7.50%, 05/16/2021   2,720 
     Crosby Worldwide Ltd.     
 3,218   3.75%, 11/23/2020   2,896 
     Drillships Ocean Ventures, Inc.     
 3,689   5.50%, 07/25/2021   3,069 
     Fieldwood Energy LLC     
 1,995   3.88%, 09/28/2018   1,825 
     Jefferson Gulf Coast Energy Partners LLC     
 1,995   9.00%, 02/27/2018   1,895 
     KCA Deutag     
 2,841   6.25%, 05/15/2020   2,060 
     Ocean Rig ASA     
 3,677   6.00%, 03/31/2021   2,832 
     Pacific Drilling S.A.     
 512   4.50%, 06/03/2018   391 
     Samson Investment Co.     
 3,785   5.00%, 09/25/2018   2,346 
     Seadrill Ltd.     
 5,120   4.00%, 02/21/2021   4,044 
     Shelf Drilling International Holdings Ltd.     
 3,435   10.00%, 10/08/2018   2,405 
         31,688 
     Pipeline Transportation - 0.6%     
     EMG Utica LLC     
 535   4.75%, 03/27/2020   471 

 

4
 

 

The Hartford Floating Rate High Income Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

Senior Floating Rate Interests ♦ - 77.1% - (continued)

     
     Pipeline Transportation - 0.6% - (continued)     
     Philadelphia Energy Solutions LLC     
$2,891   6.25%, 04/04/2018  $2,602 
         3,073 
     Professional, Scientific and Technical Services - 2.7%     
     Advantage Sales & Marketing, Inc.     
 3,252   4.25%, 07/23/2021   3,212 
 1,895   7.50%, 07/25/2022   1,852 
     Affinion Group, Inc., Tranche B Term Loan     
 5,860   6.75%, 04/30/2018   5,457 
     AlixPartners LLP     
 293   4.00%, 07/10/2020   288 
 141   9.00%, 07/10/2021   142 
     MoneyGram International, Inc.     
 1,170   4.25%, 03/27/2020   1,083 
     Paradigm Ltd.     
 975   4.75%, 07/30/2019   882 
         12,916 
     Real Estate, Rental and Leasing - 1.5%     
     DTZ U.S. Borrower LLC     
 2,784   5.50%, 11/04/2021   2,778 
 1,775   9.25%, 11/04/2022   1,751 
     Neff Corp.     
 2,699   7.25%, 06/09/2021   2,638 
     Realogy Corp., Extended Credit Linked Deposit     
 38   4.42%, 10/10/2016   38 
         7,205 
     Retail Trade - 6.2%     
     Albertson's LLC     
 2,210   4.50%, 08/25/2021   2,204 
     American Tire Distributors, Inc.     
 1,183   5.75%, 06/01/2018   1,182 
     Amscan Holdings, Inc.     
 1,788   4.00%, 07/27/2019   1,747 
     Cooper-Standard Automotive, Inc.     
 886   4.00%, 04/02/2021   873 
     Hillman (The) Cos., Inc.     
 3,007   4.50%, 06/30/2021 ☼   2,991 
     Lands' End, Inc.     
 3,097   4.25%, 04/04/2021   2,965 
     Mauser-Werke GmbH     
 1,177   4.50%, 07/31/2021   1,148 
 2,570   8.25%, 07/31/2022   2,493 
     Neiman Marcus (The) Group, Inc.     
 4,215   4.25%, 10/25/2020   4,082 
     Quikrete (The) Companies, Inc.     
 473   7.00%, 03/26/2021   472 
     Rite Aid Corp.     
 725   5.75%, 08/21/2020   726 
     Sports (The) Authority, Inc.     
 3,653   7.50%, 11/16/2017   3,111 
     Supervalu, Inc.     
 2,659   4.50%, 03/20/2019   2,633 
     Weight Watchers International, Inc.     
 4,481   4.00%, 04/02/2020   3,005 
         29,632 
     Truck Transportation - 0.4%     
     Nexeo Solutions LLC     
2,247   5.00%, 09/08/2017  2,138 
         2,138 
     Utilities - 2.4%     
     Exgen Texas Power LLC     
 3,490   5.75%, 09/18/2021   3,450 
     La Frontera Generation LLC     
 679   4.50%, 09/30/2020   664 
     PowerTeam Services LLC     
 443   4.25%, 05/06/2020   430 
 665   8.25%, 11/06/2020   642 
     Sandy Creek Energy Associates L.P.     
 1,778   5.00%, 11/09/2020   1,736 
     Texas Competitive Electric Holdings Co. LLC     
 7,000   4.66%, 10/10/2017 Ψ   4,361 
         11,283 
     Wholesale Trade - 1.0%     
     Gates Global LLC     
 4,579   4.25%, 07/05/2021   4,460 
     Harbor Freight Tools     
 348   4.75%, 07/26/2019   347 
         4,807 
     Total Senior Floating Rate Interests     
     (Cost $389,509)  $368,519 
           

Common Stocks - 0.4%

     
     Software and Services - 0.4%     
 69   Momentive Performance Materials, Inc. ⌂●†  $1,781 
         1,781 
     Total Common Stocks     
     (Cost $2,497)  $1,781 
           

Exchange Traded Funds - 1.9%

     
     Other Investment Pools and Funds - 1.9%     
 75   iShares U.S. Preferred Stock ETF  $3,009 
 191   Powershares Preferred Portfolio   3,042 
 69   SPDR Barclays Short Term High Yield Bond ETF   2,003 
 22   SPDR S&P International Dividend ETF   928 
         8,982 
     Total Exchange Traded Funds     
     (Cost $9,026)  $8,982 
           
     Total Long-Term Investments     
     (Cost $496,267)  $461,543 

 

5
 

 

The Hartford Floating Rate High Income Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬      Market Value ╪ 
Short-Term Investments - 4.0%          
 Other Investment Pools and Funds - 4.0%          
 18,908   JP Morgan U.S. Government Money Market Fund      $18,908 
                
     Total Short-Term Investments          
     (Cost $18,908)       $18,908 
                
     Total Investments          
     (Cost $515,175) ▲   100.6%  $480,451 
     Other Assets and Liabilities   (0.6)%   (2,820)
     Total Net Assets   100.0%  $477,631 

 

6
 

 

The Hartford Floating Rate High Income Fund
Schedule of Investments
January 31, 2015 (Unaudited)
(000’s Omitted)

 

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

 

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

 

Other than the industry classifications "Other Investment Pools and Funds" and "Exchange Traded Funds," equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

 

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for reporting ease. 

 

At January 31, 2015, the cost of securities for federal income tax purposes was $515,176 and the aggregate gross unrealized appreciation and depreciation based on that cost were:     Unrealized

 

Appreciation  $727 
Unrealized Depreciation   (35,452)
Net Unrealized Depreciation  $(34,725)

 

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

 

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, 2015, the aggregate fair value of these securities was $1,781, which represents 0.4% of total net assets.

 

Non-income producing.  

 

ΨThe issuer is in bankruptcy. However, the investment held by the Fund is current with respect to interest payments.

 

ΔVariable rate securities; the rate reported is the coupon rate in effect at January 31, 2015.

 

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, 2015.

 

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 noted, these holdings are determined to be liquid. At January 31, 2015, the aggregate value of these securities was $56,283, which represents 11.8% 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, as amended. 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, 2015, the aggregate value of these securities was $13,563, which represents 2.8% 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, as amended, and may have contractual restrictions on resale. Illiquid securities may lack a readily available market or their valuation has not changed for a certain period of time.  

 

Period Acquired  Shares/ Par  Security  Cost Basis 
04/2014  69     Momentive Performance Materials, Inc.  $2,497 

 

At January 31, 2015, the aggregate value of these securities was $1,781, which represents 0.4% of total net assets.

 

βConvertible security.

 

Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

 

This security, or a portion of this security, was purchased on a when-issued or delayed-delivery basis. The cost of these securities was $8,097 at January 31, 2015.

 

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

 

7
 

 

The Hartford Floating Rate High Income Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Foreign Currency Contracts Outstanding at January 31, 2015
 
                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
CAD  Buy  02/27/2015  RBC  $28   $26   $   $(2)
EUR  Buy  02/04/2015  BCLY   309    309         
EUR  Buy  02/27/2015  BNP   1,155    1,130        (25)
EUR  Buy  02/27/2015  DEUT   595    592        (3)
EUR  Sell  02/27/2015  BCLY   309    309         
EUR  Sell  02/27/2015  BOA   18,646    17,814    832     
EUR  Sell  02/27/2015  MSC   341    334    7     
EUR  Sell  02/27/2015  UBS   663    645    18     
GBP  Sell  02/27/2015  DEUT   20,673    20,588    85     
Total                    $942   $(30)

 

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 Services
BOA Banc of America Securities LLC
DEUT Deutsche Bank Securities, Inc.
MSC Morgan Stanley
RBC RBC Dominion Securities, Inc.
UBS UBS AG
 
Currency Abbreviations:
CAD Canadian Dollar  
EUR EURO  
GBP British Pound  
 
Index Abbreviations:
S&P Standard & Poors
 
Other Abbreviations:
ETF Exchange Traded Fund
LIBOR London Interbank Offered Rate
SPDR Standard & Poor's Depositary Receipt

 

 

8
 

 

The Hartford Floating Rate High Income Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Credit Exposure

as of January 31, 2015

Credit Rating *  Percentage of
Net Assets
 
Ba/ BB   10.4%
B   64.8 
Caa/ CCC or Lower   16.6 
Not Rated   2.5 
Non-Debt Securities and Other Short-Term Instruments   6.3 
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 (Moody's) and typically range from AAA/Aaa (highest) to C/D (lowest). Presentation of S&P and Moody's credit ratings in this report have been selected for informational purposes for shareholders, as well as the Fund's consideration of industry practice. 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 the Fund's shares. Ratings may change.

 

9
 

 

The Hartford Floating Rate High Income Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary

January 31, 2015

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks ‡  $1,781   $   $   $1,781 
Corporate Bonds   82,261        82,261     
Exchange Traded Funds   8,982    8,982         
Senior Floating Rate Interests   368,519        368,519     
Short-Term Investments   18,908    18,908         
Total  $480,451   $27,890   $450,780   $1,781 
Foreign Currency Contracts *  $942   $   $942   $ 
Total  $942   $   $942   $ 
Liabilities:                    
Foreign Currency Contracts *  $30   $   $30   $ 
Total  $30   $   $30   $ 

 

For the three-month period ended January 31, 2015, 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, 2014
   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, 2015
 
Assets:                                             
Common Stocks  $2,352   $   $(571)*  $   $   $   $   $   $1,781 
Total  $2,352   $   $(571)  $   $   $   $   $   $1,781 

 

*Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2015 was $(571).

 

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 All-Asset Fund
Consolidated Schedule of Investments
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

Asset and Commercial Mortgage Backed Securities - 5.8%

     
     Cayman Islands - 0.4%     
     Ares CLO Ltd.     
$255   1.68%, 04/20/2023 ■Δ  $249 
     Carlyle Global Market Strategies     
 250   1.75%, 04/17/2025 ■Δ   250 
     CIFC Funding Ltd.     
 275   1.38%, 08/14/2024 ■Δ   275 
     Madison Park Funding Ltd.     
 250   2.64%, 01/27/2026 ■Δ   249 
     Magnetite CLO Ltd.     
 250   2.23%, 07/25/2026 ■Δ   245 
     OZLM Funding Ltd.     
 285   1.78%, 04/17/2026 ■Δ   284 
         1,552 
     United Kingdom - 0.1%     
     Granite Master Issuer plc     
 200   0.31%, 12/20/2054 Δ   199 
 41   0.35%, 12/20/2054 Δ   41 
         240 
     United States - 5.3%     
     Ally Automotive Receivables Trust     
 75   1.14%, 06/15/2016   75 
     Ally Master Owner Trust     
 100   1.54%, 09/15/2019   100 
     American Credit Acceptance Receivables     
 80   1.33%, 07/10/2018 ■   80 
     AmeriCredit Automobile Receivables Trust     
 425   2.64%, 10/10/2017   432 
 280   2.67%, 01/08/2018   283 
     ARI Fleet Lease Trust     
 244   0.47%, 01/15/2021 ■Δ   244 
     Asset Backed Securities Corp Home Equity     
 283   0.68%, 08/25/2034 Δ   253 
     Banc of America Commercial Mortgage, Inc.     
 311   5.75%, 02/10/2051 Δ   339 
     Banc of America Mortgage Securities     
 83   2.69%, 04/25/2034 Δ   83 
     Bear Stearns Adjustable Rate Mortgage Trust     
 32   2.29%, 08/25/2035 Δ   33 
 374   2.57%, 07/25/2036 Δ   310 
     Bear Stearns Asset Backed Securities     
 573   6.00%, 11/25/2035   509 
     Bear Stearns Commercial Mortgage Securities, Inc.     
 368   5.43%, 03/11/2039 Δ   379 
 350   5.71%, 06/11/2040 Δ   378 
     Cabela's Master Credit Card Trust     
 230   0.61%, 07/15/2022 Δ   229 
 425   0.82%, 08/16/2021 ■Δ   428 
     Citigroup/Deutsche Bank Commercial Mortgage Trust     
 280   5.23%, 07/15/2044 Δ   283 
     Commercial Mortgage Pass-Through Certificates     
 305   5.76%, 06/10/2046 Δ   319 
     Connecticut Avenue Securities Series     
 299   1.77%, 01/25/2024 Δ   299 
 1,220   2.77%, 05/25/2024 Δ   1,091 
 350   3.17%, 07/25/2024 Δ   314 
 825   4.57%, 01/25/2024 Δ   853 
330   5.42%, 10/25/2023 Δ  359 
     Countrywide Alternative Loan Trust     
 536   5.25%, 08/25/2035   490 
     Countrywide Home Loans, Inc.     
 371   2.54%, 09/25/2047 Δ   330 
     Credit Acceptance Automotive Loan Trust     
 250   1.83%, 04/15/2021 ■   249 
 265   2.21%, 09/15/2020 ■   267 
 300   2.26%, 10/15/2021 ■   302 
 250   2.29%, 04/15/2022 ■   250 
     Dryden Senior Loan Fund     
 350   1.71%, 07/15/2026 ■Δ   349 
     Fifth Third Automotive Trust     
 350   0.88%, 08/15/2016   351 
     First Investors Automotive Owner Trust     
 205   1.06%, 11/15/2018 ■   205 
 213   1.23%, 03/15/2019 ■   214 
     FREMF Mortgage Trust     
 160   3.46%, 11/25/2046 ■Δ   164 
 105   3.82%, 06/25/2047 ■Δ   110 
 500   3.94%, 07/25/2045 ■Δ   529 
 215   4.22%, 06/25/2047 ■Δ   232 
     GE Capital Commercial Mortgage Corp.     
 500   4.95%, 06/10/2048   500 
     GE Dealer Floorplan Master Note Trust     
 425   0.66%, 06/20/2017 Δ   425 
     GE Equipment Transportation LLC     
 100   1.31%, 09/24/2020   100 
     Goldman Sachs Mortgage Securities Corp. II     
 300   5.16%, 12/10/2043 ■   347 
     Granite Master Issuer plc     
 217   0.37%, 12/20/2054 Δ   216 
     GSR Mortgage Loan Trust     
 123   2.24%, 01/25/2035 Δ   121 
 392   2.61%, 03/25/2047 Δ   343 
 206   2.67%, 09/25/2035 Δ   207 
     JP Morgan Chase Commercial Mortgage Securities Corp.     
 348   5.24%, 12/15/2044 Δ   354 
 375   5.87%, 04/15/2045 Δ   390 
     JP Morgan Mortgage Acquisition Corp.     
 247   5.08%, 11/25/2036 Δ   249 
     JP Morgan Mortgage Trust     
 201   3.00%, 09/25/2044 ■   203 
     LB-UBS Commercial Mortgage Trust     
 368   5.43%, 02/15/2040   394 
 372   6.15%, 04/15/2041 Δ   411 
     LSTAR Securities Investment Trust     
 219   2.15%, 11/01/2016 ■Δ   216 
 210   2.17%, 01/01/2017 ■Δ   207 
     Mastr Asset Backed Securities Trust     
 370   0.80%, 03/25/2035 Δ   361 
     Morgan Stanley Capital I     
 16   0.80%, 03/25/2035 Δ   15 
 348   5.66%, 10/15/2042 Δ   356 
     MortgageIT Trust     
 332   0.47%, 08/25/2035 Δ   316 

 

1
 

 

The Hartford Global All-Asset Fund
Consolidated Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

Asset and Commercial Mortgage Backed Securities - 5.8% - (continued)

     
     United States - 5.3% - (continued)     
     MortgageIT Trust - (continued)     
$311   0.81%, 02/25/2035 Δ  $303 
     Nationstar Agency Advance Funding Trust     
 200   1.89%, 02/18/2048 ■   197 
     New York City Tax Lien     
 46   1.03%, 11/10/2027 ■   46 
     Opteum Mortgage Acceptance Corp.     
 410   0.60%, 04/25/2035 Δ   379 
     Option One Mortgage Loan Trust     
 114   0.67%, 02/25/2035 Δ   113 
     Oscar US Funding Trust     
 160   1.00%, 08/15/2017 ■   160 
     Prestige Automotive Receivables Trust     
 285   1.33%, 05/15/2019 ■   286 
 150   3.25%, 07/15/2019 ■   153 
     Residential Asset Mortgage Products, Inc.     
 96   0.58%, 11/25/2035 Δ   95 
     Residential Asset Securities Corp.     
 85   0.46%, 03/25/2036 Δ   84 
     Residential Funding Mortgage Securities, Inc.     
 379   3.22%, 02/25/2036 Δ   338 
     Santander Drive Automotive Receivables Trust     
 100   1.82%, 05/15/2019   101 
 44   1.94%, 12/15/2016   44 
 425   3.01%, 04/16/2018   431 
 345   3.78%, 11/15/2017   349 
 289   3.82%, 08/15/2017   292 
     Soundview Home Equity Loan Trust     
 78   0.58%, 11/25/2035 Δ   77 
     Springleaf Funding Trust     
 155   2.41%, 12/15/2022 ■   155 
     Structured Agency Credit Risk Debt Notes     
 350   4.42%, 11/25/2023 Δ   357 
     Structured Asset Securities Corp.     
 137   0.32%, 02/25/2036 Δ   135 
     Thornburg Mortgage Securities Trust     
 290   2.25%, 04/25/2045 Δ   291 
     Wachovia Bank Commercial Mortgage Trust     
 170   5.24%, 10/15/2044 ■Δ   170 
 380   5.40%, 03/15/2042 ■Δ   381 
     Wells Fargo Home Equity Trust     
 100   0.58%, 08/25/2035 Δ   100 
     Westlake Automobile Receivables Trust     
 250   2.24%, 04/15/2020 ■   251 
     World Omni Automotive Receivables Trust     
 340   1.06%, 09/16/2019   340 
         23,074 
     Total Asset and Commercial Mortgage Backed Securities     
     (Cost $24,870)  $24,866 
           

Corporate Bonds - 4.6%

     
     Austria - 0.1%     
     BAWAG PSK Bank     
EUR   200   8.13%, 10/30/2023 §   270 
     UNIQA Insurance Group AG     
EUR100   6.88%, 07/31/2043 §   122 
         392 
     Belgium - 0.1%     
     KBC Groep N.V.     
EUR250   5.63%, 03/19/2019 §♠  279 
           
     Bermuda - 0.0%     
     Digicel Ltd.     
 200   8.25%, 09/01/2017 §   203 
           
     Brazil - 0.1%     
     Cosan Overseas Ltd.     
 225   8.25%, 11/05/2015 §♠   212 
     Odebrecht Finance Ltd.     
 242   7.50%, 09/14/2015 §♠   183 
         395 
     British Virgin Islands - 0.1%     
     Studio City Finance Ltd.     
 350   8.50%, 12/01/2020 §   355 
           
     Cayman Islands - 0.0%     
     Aquarius Invest. plc Swiss Reinsurance Co., Ltd.     
 200   6.38%, 09/01/2024 §   211 
           
     Chile - 0.1%     
     Cencosud S.A.     
 250   5.50%, 01/20/2021 §   262 
           
     China - 0.1%     
     CNOOC Finance 2012 Ltd.     
 350   3.88%, 05/02/2022 §   365 
           
     Colombia - 0.2%     
     Bancolombia S.A.     
 337   6.13%, 07/26/2020   361 
     Empresa de Energia de Bogota     
 300   6.13%, 11/10/2021 §   319 
     Pacific Rubiales Energy Corp.     
 395   5.63%, 01/19/2025 ■   225 
         905 
     Denmark - 0.0%     
     Danske Bank A/S     
EUR 200   5.75%, 04/06/2020 §♠   231 
           
     France - 0.5%     
     BNP Paribas     
 175   3.25%, 03/03/2023   183 
     BPCE S.A.     
 200   5.15%, 07/21/2024 §   214 
     Credit Agricole S.A.     
EUR150   6.50%, 06/23/2049 §   177 
 200   6.63%, 09/23/2019 §♠   196 
GBP175   7.50%, 04/29/2049 §   262 
 200   8.13%, 09/19/2033 §   227 
     Natixis S.A.     
 125   10.00%, 04/30/2018 §♠   146 
     Scor SE     
EUR 300   3.88%, 10/01/2025 §♠   352 
     Societe Generale     
 200   6.00%, 01/27/2020 §♠   183 
EUR100   6.75%, 04/07/2049 §   112 
         2,052 

 

2
 

 

The Hartford Global All-Asset Fund
Consolidated Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

Corporate Bonds - 4.6% - (continued)

     
     Germany - 0.1%     
     Commerzbank AG     
$350   8.13%, 09/19/2023 §  $417 
           
     Hong Kong - 0.1%     
     Hongkong (The) Land Finance Co., Ltd.     
 165   4.50%, 10/07/2025   181 
     Hutchison Whampoa International Ltd.     
 232   6.00%, 10/28/2015 ■♠   238 
     Li & Fung Ltd.     
 168   5.25%, 05/13/2020 §   184 
         603 
     India - 0.2%     
     ICICI Bank Ltd.     
 275   5.75%, 11/16/2020 §   312 
     Reliance Holdings USA, Inc.     
 325   5.40%, 02/14/2022 §   356 
         668 
     Ireland - 0.1%     
     Allied Irish Banks plc     
EUR150   2.75%, 04/16/2019 §   180 
     Baggot Securities Ltd.     
EUR250   10.24%, 12/29/2049 §   297 
     MTS International Funding Ltd.     
 175   8.63%, 06/22/2020 §   169 
         646 
     Israel - 0.1%     
     Teva Pharmaceuticals Finance LLC     
 300   6.15%, 02/01/2036 ╦   391 
           
     Italy - 0.3%     
     Banca Popolare di Lodi Investors Trust III     
EUR150   6.74%, 06/29/2049   170 
     Banca Popolare di Milano Scarl     
EUR150   4.25%, 01/30/2019 §   186 
     Intesa Sanpaolo S.p.A.     
 200   5.25%, 01/12/2024   229 
EUR250   9.50%, 10/29/2049 §   307 
     UniCredit S.p.A.     
 250   8.00%, 06/03/2024 §♠   245 
     Veneto Banca SCPA     
EUR100   4.00%, 05/20/2019 §   118 
         1,255 
     Japan - 0.1%     
     Sumitomo Life Insurance Co.     
 350   6.50%, 09/20/2073 §   401 
           
     Kazakhstan - 0.1%     
     HSBK Europe B.V.     
 377   7.25%, 05/03/2017 §   372 
           
     Luxembourg - 0.1%     
     Gaz Capital S.A.     
 225   9.25%, 04/23/2019 §   220 
     VTB Capital S.A.     
 294   6.88%, 05/29/2018 §   248 
         468 
     Mexico - 0.1%     
     Banco Santander S.A.     
400   4.13%, 11/09/2022 §  404 
           
     Netherlands - 0.2%     
     ABN Amro Bank N.V.     
 225   6.25%, 04/27/2022 §   260 
     Indosat Palapa Co. B.V.     
 230   7.38%, 07/29/2020 §   241 
     ING Bank N.V.     
 275   4.13%, 11/21/2023 §   282 
     NN Group N.V.     
EUR 150   4.63%, 04/08/2044 §   185 
         968 
     Peru - 0.1%     
     Banco de Credito del Peru/Panama     
 391   5.38%, 09/16/2020 §   429 
           
     Portugal - 0.0%     
     Banco Espirito Santo S.A.     
EUR100   4.00%, 01/21/2019 §   114 
           
     Qatar (State of) - 0.0%     
     CBQ Finance Ltd.     
 189   7.50%, 11/18/2019 ■   228 
           
     Russia - 0.0%     
     Gazprombank OJSC Via GPB Eurobond     
 250   7.88%, 04/25/2018 §♠Δ   156 
           
     Singapore - 0.1%     
     DBS Bank Ltd.     
 400   3.63%, 09/21/2022 ╦§   414 
           
     South Korea - 0.2%     
     Korea Hydro & Nuclear Power Co., Ltd.     
 225   4.75%, 07/13/2021 §   255 
     Posco     
 402   4.25%, 10/28/2020 ■   436 
         691 
     Spain - 0.3%     
     Banco Bilbao Vizcaya Argentaria S.A.     
EUR400   7.00%, 12/29/2049 §   466 
     Banco Santander S.A.     
EUR400   6.25%, 03/12/2049 §   450 
     Bankia S.A.     
EUR200   4.00%, 05/22/2024 §Δ   223 
     BBVA International PFD Uniperson     
 100   5.92%, 04/18/2017 ♠   102 
         1,241 
     Switzerland - 0.2%     
     Credit Suisse Group AG     
EUR200   5.75%, 09/18/2025 §   260 
     UBS AG     
 275   4.75%, 05/22/2023 §   284 
 250   5.13%, 05/15/2024 §   256 
         800 

 

3
 

 

The Hartford Global All-Asset Fund
Consolidated Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

Corporate Bonds - 4.6% - (continued)

     
     Thailand - 0.1%     
     PTT plc     
$300   3.38%, 10/25/2022 ■  $297 
           
     Turkey - 0.1%     
     Yapi ve Kredi Bankasi     
 275   4.00%, 01/22/2020 §   267 
           
     United Arab Emirates - 0.1%     
     DP World Ltd.     
 200   6.85%, 07/02/2037 ■   234 
     Taqa Abu Dhabi National Energy Co.     
 138   5.88%, 10/27/2016 ■   148 
         382 
     United Kingdom - 0.6%     
     Barclays Bank plc     
 200   7.63%, 11/21/2022   223 
EUR 350   8.00%, 12/15/2049   424 
     Coventry Building Society     
GBP200    6.38%, 11/01/2019 §♠   294 
     HSBC Holdings plc     
 525   5.63%, 01/17/2020 ╦♠   532 
     Lloyds Banking Group plc     
 350   7.50%, 06/27/2024 ♠   358 
     Nationwide Building Society     
GBP 200   6.88%, 03/11/2049 §   297 
     Royal Bank of Scotland Group plc     
 200   5.63%, 08/24/2020   235 
     Standard Bank plc     
 130   8.13%, 12/02/2019 §   141 
     Vedanta Resources plc     
 168   9.50%, 07/18/2018 §   166 
         2,670 
     Total Corporate Bonds     
     (Cost $20,817)  $19,932 
           

Foreign Government Obligations - 10.1%

     
     Brazil - 0.7%     
     Brazil (Federative Republic of)     
BRL 4,746   6.00%, 08/15/2022 ◄   1,798 
BRL1,787   6.00%, 08/15/2040 ◄   671 
BRL1,590   6.00%, 08/15/2050 ◄   594 
         3,063 
     Germany - 2.7%     
     Germany (Federal Republic of)     
EUR 9,752   0.10%, 04/15/2023 ◄   11,750 
           
     Greece - 0.4%     
     Greece (Republic of)     
EUR300   2.00%, 02/24/2028 §   168 
EUR550   2.00%, 02/24/2032 §   304 
EUR350   2.00%, 02/24/2035 §   192 
EUR425   2.00%, 02/24/2037 §   237 
EUR345   2.00%, 02/24/2042 §   191 
EUR75,450   19.01%, 10/15/2042 ○   529 
         1,621 
     Italy - 0.8%     
     Italy (Republic of)     
EUR 1,336   2.10%, 09/15/2017 ◄§   1,568 
EUR624   2.55%, 09/15/2041 ◄§   890 
EUR650   4.75%, 05/01/2017  805 
         3,263 
     Japan - 1.5%     
     Japan (Government of)     
JPY 381,501   0.10%, 09/10/2023 ◄   3,429 
JPY316,917   0.10%, 09/10/2024 ◄   2,862 
         6,291 
     Mexico - 0.2%     
     Mexico (United Mexican States)     
MXN 4,637   4.50%, 11/22/2035 ◄   386 
 426   6.05%, 01/11/2040 ╦   544 
         930 
     New Zealand - 1.8%     
     New Zealand (Government of)     
NZD 3,649   2.00%, 09/20/2025 ◄§   2,731 
NZD2,266   3.00%, 09/20/2030 ◄§   1,922 
NZD4,481   4.50%, 02/15/2016 ◄§   3,327 
         7,980 
     Portugal - 1.0%     
     Portugal (Republic of)     
EUR 1,525   3.85%, 04/15/2021 ■   1,917 
EUR275   3.88%, 02/15/2030 ■   340 
EUR475   4.10%, 04/15/2037 ■   598 
EUR625   4.75%, 06/14/2019 ■   806 
EUR350   5.65%, 02/15/2024 ■   498 
         4,159 
     South Korea - 0.8%     
     Korea (Republic of)     
KRW 4,003,112   1.13%, 06/10/2023 ◄   3,556 
           
     Sweden - 0.2%     
     Sweden (Kingdom of)     
SEK 4,958   3.50%, 12/01/2028 ◄   921 
           
     Total Foreign Government Obligations     
     (Cost $48,202)  $43,534 
           

U.S. Government Agencies - 3.3%

     
     United States - 3.3%     
     FHLMC     
$1,600   4.50%, 02/15/2045 ☼Р $1,733 
           
     FNMA     
 5   2.29%, 10/01/2022   5 
 5   2.44%, 01/01/2023   5 
 300   2.50%, 02/15/2030 ☼Р  310 
 5   2.66%, 09/01/2022   5 
 30   2.76%, 05/01/2021   32 
 5   2.78%, 04/01/2022   5 
 286   2.83%, 06/01/2022   301 
 5   2.98%, 01/01/2022   5 
 800   3.00%, 02/15/2045 ☼Р  827 
 5   3.20%, 04/01/2022   5 
 30   3.21%, 05/01/2023   32 
 20   3.34%, 04/01/2024   22 
 343   3.37%, 07/01/2025   373 
 134   3.42%, 04/01/2024   147 
 5   3.45%, 01/01/2024   5 

 

4
 

 

The Hartford Global All-Asset Fund
Consolidated Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

U.S. Government Agencies - 3.3% - (continued)

     
     FNMA - (continued)     
$5   3.47%, 01/01/2024  $5 
 800   3.50%, 02/15/2030 ☼Р  849 
 2,000   3.50%, 02/15/2045 ☼Р  2,113 
 195   3.65%, 08/01/2023   217 
 15   3.67%, 08/01/2023   17 
 5   3.70%, 10/01/2023   6 
 5   3.76%, 03/01/2024   6 
 295   3.78%, 10/01/2023   331 
 197   3.81%, 11/01/2023   221 
 5   3.86%, 11/01/2023   6 
 10   3.86%, 12/01/2025   11 
 20   3.87%, 10/01/2025   22 
 30   3.89%, 05/01/2030   34 
 25   3.93%, 10/01/2023   28 
 10   3.96%, 05/01/2034   12 
 5   3.97%, 05/01/2029   6 
 15   4.06%, 10/01/2028   17 
 900   4.50%, 02/15/2045 ☼Р  977 
 280   5.14%, 10/01/2024   341 
 1,000   5.50%, 02/15/2045 ☼Р  1,118 
 100   6.00%, 02/15/2044 ☼Р  113 
 264   7.27%, 02/01/2031   352 
         8,881 
     GNMA     
 2,600   3.50%, 02/15/2045 ☼Р  2,748 
 1,000   6.00%, 02/15/2045 ☼Р  1,129 
         3,877 
     Total U.S. Government Agencies     
     (Cost $14,294)  $14,491 
           

U.S. Government Securities - 1.9%

     
     United States - 1.9%     
     U.S. Treasury Bonds     
$625   0.63%, 02/15/2043 ◄╦  $657 
 1,900   3.38%, 04/15/2032 ◄‡   3,778 
         4,435 
     U.S. Treasury Notes     
 3,500   0.13%, 01/15/2023 ◄‡   3,625 
           
     Total U.S. Government Securities     
     (Cost $7,947)  $8,060 
           

Common Stocks - 55.8%

     
     Australia - 0.5%     
 4   Austbrokers Holdings Ltd.  $26 
 110   Beach Energy Ltd.   82 
 1   BHP Billiton Ltd. ADR   57 
 27   Buru Energy Ltd. ●   8 
 5   Dexus Property Group REIT   27 
 28   Dick Smith Holdings Ltd.   44 
 5   Domino's Pizza Enterprises Ltd.   96 
 860   Evolution Mining Ltd.   619 
 12   Federation Centres   27 
 9   Goodman Group REIT   41 
 3   GrainCorp Ltd.   21 
 350   Kingsgate Consolidated Ltd. ⌂●†   194 
 25   Mirvac Group REIT   37 
 20   National Storage REIT   22 
 14   NuFarm Ltd.   62 
 31   Orora Ltd.  51 
 11   Santos Ltd.   69 
 15   Seek Ltd.   209 
 8   Stockland REIT   27 
 70   Treasury Wine Estates Ltd.   265 
 4   Woolworths Ltd.   101 
         2,085 
     Austria - 0.4%     
 402   OceanaGold Corp. ●   886 
 64   Wienerberger AG   899 
         1,785 
     Belgium - 0.2%     
 4   Anheuser-Busch InBev N.V.   493 
 1   Anheuser-Busch InBev N.V. ADR   118 
 2   UCB S.A.   117 
 3   Umicore S.A.   106 
         834 
     Brazil - 0.1%     
 35   Ambev S.A.   231 
 5   BRF Brasil Foods S.A. ADR   117 
 10   Cosan Ltd.   66 
 3   Minerva S.A. ●   9 
 6   Petroleo Brasileiro S.A. ADR   37 
 4   SLC Agricola S.A.   21 
         481 
     British Virgin Islands - 0.2%     
 84   Atlas Mara Ltd. ●   661 
           
     Canada - 1.3%     
 2   Agrium, Inc.   197 
 34   Alamos Gold, Inc.   179 
 30   AuRico Gold, Inc.   119 
 2   BCE, Inc.   107 
    Brookfield Asset Management, Inc.   14 
 16   Cameco Corp.   227 
 1   Canadian Apartment Properties REIT   21 
 13   Canadian Imperial Bank of Commerce   888 
 3   Canadian Natural Resources Ltd.   87 
 90   Centerra Gold, Inc.   541 
 16   Cott Corp.   125 
 13   EcoSynthetix, Inc. ●   13 
 15   First National Financial Corp.   261 
 2   Gildan Activewear, Inc. ●   101 
 2   Goldcorp, Inc.   52 
 5   Imax Corp. ●   155 
 3   Imperial Oil Ltd.   121 
 21   Lundin Mining Corp. ●   71 
 2   Methanex Corp. ADR   83 
 28   National Bank of Canada   975 
 5   Potash Corp. of Saskatchewan, Inc.   166 
 6   Quebecor, Inc.   152 
 65   Rio Alto Mining Ltd. ●   185 
 12   Sunopta, Inc. ●   128 
 2   Telus Corp.   65 
 269   Timmins Gold Corp. ●   294 
 28   Trican Well Service Ltd.   107 
 29   Trinidad Drilling   96 
 4   Veresen, Inc.   47 
         5,577 

 

5
 

 

The Hartford Global All-Asset Fund
Consolidated Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

Common Stocks - 55.8% - (continued)

     
     Cayman Islands - 0.0%     
 114   HC International, Inc. ●  $85 
           
     Chile - 0.0%     
 1   Sociedad Quimica y Minera de Chile S.A. ADR   26 
           
     China - 2.2%     
 27   21Vianet Group, Inc. ADR ●   451 
 142   Air China Ltd.   136 
 3   Alibaba Group Holding Ltd. ●   235 
 3   Baidu, Inc. ADR ●   592 
 26   China Bluechemical Ltd.   9 
 827   China Construction Bank   662 
 40   China Longyuan Power Group Corp.   43 
 212   China Unicom Ltd.   317 
 43   ChinaCache International Holdings Ltd. ADR ●   457 
 361   Dongfeng Motor Group Co., Ltd.   522 
 69   E-House China Holdings Ltd.   471 
 9   ENN Energy Holdings Ltd.   54 
 326   Guangdong Investment Ltd.   437 
 505   Huabao International Holdings Ltd.   398 
 1,004   Huadian Fuxin Energy Corp., Ltd.   473 
 546   Industrial & Commercial Bank of China Ltd.   390 
 568   Intime Retail Group Co., Ltd.   349 
 8   Leju Holdings Ltd. ADR ●   82 
 320   Lenovo Group Ltd. ╦   412 
 1,606   Maoye International Holdings   242 
 2   NetEase, Inc. ADR   266 
 41   New Oriental Education & Technology Group, Inc. ADR ●   749 
 6   NQ Mobile, Inc. ADR ●   20 
 352   PetroChina Co., Ltd.   382 
 49   Phoenix New Media Ltd. ADR ●   378 
 16   Sky-Mobi Ltd. ADR ●   58 
 250   Sunny Optical Technology Group   380 
 721   Zhaojin Mining Industry Co., Ltd.   440 
         9,405 
     Denmark - 0.2%     
 9   DSV AS   277 
 1   Gronlandsbanken   84 
 65   Spar Nord Bank A/S   586 
         947 
     Egypt - 0.2%     
 752   Centamin plc   760 
           
     Finland - 0.1%     
 3   Elisa Oyj   85 
 2   Kemira OYJ   20 
 2   Kone Oyj Class B   80 
 2   Tikkurila Oyj   30 
         215 
     France - 2.2%     
 29   Air France ●   257 
 1   Arkema S.A.   40 
 24   AXA S.A.   571 
 9   BNP Paribas   453 
 5   Carrefour S.A.   170 
 1   Cie Generale d'Optique Essilor International S.A.   97 
 35   Compagnie De Saint-Gobain   1,498 
 79   Credit Agricole S.A.   935 
    Dassault Aviation S.A. ●  55 
 5   GDF Suez   117 
 88   Groupe Eurotunnel S.E.   1,182 
 3   Havas S.A.   23 
    Hermes International   13 
 2   Lafarge S.A.   152 
 1   Legrand S.A.   80 
 1   LVMH Moet Hennessy Louis Vuitton S.A.   131 
 2   Naturex   80 
    Norbert Dentressangle S.A.   37 
 8   Rexel S.A.   142 
 2   Safran S.A.   114 
 1   Sanofi-Aventis S.A.   112 
 10   Societe Generale Class A   421 
 56   Suez Environment S.A.   1,038 
 2   Technip S.A.   128 
 2   Total S.A. ADR   96 
    Unibail Rodamco REIT   68 
 18   Vallourec S.A.   381 
 19   Vinci S.A.   1,008 
         9,399 
     Germany - 1.4%     
 4   Bayerische Motoren Werke (BMW) AG   476 
 3   Brenntag AG   144 
 2   Deutsche Annington Immobile   55 
 4   Deutsche Telekom AG   64 
 51   Deutsche Wohnen AG   1,324 
 6   E.On SE   90 
 18   Freenet AG   537 
 1   Gagfah S.A. ●   29 
 1   HeidelbergCement AG   67 
 6   Hornbach Holding AG   526 
 1   K&S AG   30 
 13   Leg Immobilien GmbH   1,028 
 1   Linde AG   122 
 14   Rheinmetall AG   598 
 5   Suedzucker AG   69 
 17   ThyssenKrupp AG   448 
 30   TUI AG   520 
    Zalando SE ●   5 
         6,132 
     Greece - 1.3%     
 1,619   Alpha Bank A.E. ●   592 
 250   Ellaktor S.A. ●   478 
 4,377   Eurobank Ergasias S.A. ●   541 
 112   Frigoglass S.A. ●   206 
 120   Grivalia Properties REIC   1,068 
 47   Hellenic Exchanges - Athens Stock Exchange S.A.   251 
 119   Hellenic Telecommunications Organization S.A. ●   980 
 122   Opap S.A.   1,031 
 1,084   Piraeus Bank S.A. ●   631 
         5,778 
     Hong Kong - 1.8%     
 50   AAC Technologies Holdings, Inc.   319 
 38   AIA Group Ltd.   222 
 115   Asian Citrus Holdings Ltd. ●   12 
 20   ASM Pacific Technology Ltd.   185 
 201   Baoxin Automotive Group Ltd.   115 
 4   Cheung Kong Holdings Ltd.   83 
 14   Cheung Kong Infrastructure Holdings Ltd. ╦   113 

 

6
 

 

The Hartford Global All-Asset Fund
Consolidated Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

Common Stocks - 55.8% - (continued)

     
     Hong Kong - 1.8% - (continued)     
 548   China Lesso Group Holdings Ltd.  $268 
 85   China Mengniu Dairy Co.   386 
 36   China Merchants Holdings International Co., Ltd.   132 
 50   China Modern Dairy Holdings Ltd. ●   16 
 638   China Resources Cement   379 
 177   China Resources Gas Group LT ╦   431 
 48   China Resources Land Ltd.   124 
 93   Fosun International   130 
 165   Goldpac Group Ltd.   120 
 7,572   G-Resources Group Ltd. ●   217 
 55   Hong Kong & China Gas Co., Ltd.   126 
 8   Link (The) REIT   55 
 80   MGM China Holdings Ltd.   195 
 1,151   Mongolian Mining Corp. ●   45 
 36   Nine Dragons Paper Holdings   26 
 1,053   Pacific Basin Ship   388 
 23   Phoenix Healthcare Group Co., Ltd.   39 
 119   Samsonite International S.A.   362 
 73   Sands China Ltd.   356 
 71   Shanghai Industrial Holdings Ltd.   210 
 2   Swire Pacific Ltd.   31 
 140   TCL Communication Technology Holdings   124 
 114   Tencent Holdings Ltd. ●   1,919 
 1,222   Tongda Group Holdings Ltd.   161 
 547   Xingda International Holdings   172 
 326   Xinyi Glass Holdings Co., Ltd.   171 
         7,632 
     India - 3.3%     
 169   Apollo Tyres Ltd. ●   658 
 141   Arvind Ltd. ●   661 
 10   Bajaj Automotive Ltd.   390 
 164   Bharat Heavy Electricals Ltd.   767 
 59   Bharat Petroleum Corp., Ltd.   707 
 12   Bharti Airtel Ltd.   69 
 36   Ceat Ltd. ●   469 
 129   Coal India Ltd. ●   748 
 2   Container Corp. of India Ltd.   42 
 14   Engineers India Ltd. ●   50 
 123   Exide Industries Ltd. ●   367 
 56   Gail India Ltd. ●   382 
 25   Gateway Distriparks Ltd. ●   154 
 229   Gujarat State Fertilizers & Chemicals Ltd. ●   370 
 37   HCL Technologies Ltd.   1,053 
 22   Idea Cellular Ltd.   55 
 54   Indian Oil Corp., Ltd. ●   300 
 19   Indraprastha Gas Ltd. ●   141 
 20   Infosys Technologies Ltd.   701 
 18   Ipca Laboratories Ltd. ●   185 
 6   IRB Infrastructure Developers Ltd. ●   26 
 40   ITC Ltd.   238 
 1   MRF Ltd.   375 
 304   NTPC Ltd.   704 
 114   Oil & Natural Gas Corp., Ltd.   645 
 16   Oil India Ltd.   141 
 3   Oracle Financial Services Software Ltd. ●   137 
 42   PC Jeweller Ltd. ●   181 
 87   Redington India   170 
 29   Sun TV Network, Ltd.   191 
 24   Tata Chemicals Ltd. ●   180 
 13   Tata Consultancy Services Ltd.   512 
 83   Tata Motors Ltd.  779 
 286   Tata Power Co., Ltd. ●   416 
 3   Technology Mahindra, Ltd. ●   127 
 56   UPL, Ltd. ●   332 
 76   Wipro Ltd.   741 
         14,164 
     Indonesia - 0.1%     
 1,273   Bank Tabungan Pensiunan Nasional Tbk ●   402 
 374   P.T. Telekomunikasi Indonesia Tbk   83 
         485 
     Ireland - 1.3%     
 3,095   Bank of Ireland ●   929 
 282   C&C Group plc ╦   1,098 
 54   CRH plc   1,305 
 11   FBD Holdings   135 
 4   Fleetmatics Group Ltd. ●   146 
 15   Greencore Group plc   69 
 364   Hibernia REIT plc   458 
    Paddy Power plc   31 
 10   Ryanair Holdings plc ADR ●   645 
 39   Smurfit Kappa Group plc   953 
         5,769 
     Israel - 0.9%     
 15   Azrieli Group   511 
 56   Bezeq Israeli Telecommunication Corp., Ltd.   90 
 28   Delek Automotive Systems Ltd.   265 
 160   Harel Insurance Investements   711 
 809   Israel Discount Bank ●   1,264 
 31   Mizrahi Tefahot Bank Ltd. ●   343 
 13   Teva Pharmaceutical Industries Ltd. ADR   716 
         3,900 
     Italy - 1.3%     
 44   Assicurazioni Generali S.p.A.   933 
 11   Banca Generali S.p.A.   303 
 64   Banca Popolare dell-Emilia Romagna Scrl ●   433 
 30   De'Longhi S.p.A.   533 
 35   Enel Green Power S.p.A.   69 
 19   Eni S.p.A.   327 
 109   FinecoBank Banca Fineco S.p.A. ●   588 
 57   Finmeccanica S.p.A. ●   623 
 391   Piccolo Credito Valtellinese ●   440 
 59   Pirelli & Co. S.p.A. ╦   842 
 33   Salini Impregilo S.p.A ●   121 
 12   Snam S.p.A.   58 
 60   Unipol Gruppo Finanziario S.p.A. ●   301 
         5,571 
     Japan - 4.6%     
 19   Amada Co., Ltd.   170 
 31   Anritsu Corp.   203 
 6   Asahi Diamond Industrial Co., Ltd.   64 
 28   Asahi Glass Co., Ltd.   146 
 5   Asahi Kasei Corp.   53 
 4   Cookpad, Inc.   156 
 3   CyberAgent, Inc.   150 
 17   Daifuku Co., Ltd.   190 
 5   Daiichi Sankyo Co., Ltd.   68 
    Daito Trust Construction Co., Ltd.   21 
 8   Denso Corp.   371 
 5   Digital Garage, Inc.   76 

 

7
 

 

The Hartford Global All-Asset Fund
Consolidated Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

Common Stocks - 55.8% - (continued)

     
     Japan - 4.6% - (continued)     
 5   DTS Corp.  $108 
 2   East Japan Railway Co.   139 
 2   Eisai Co., Ltd.   110 
    Fast Retailing Co., Ltd.   87 
 4   Fuji Heavy Industries Ltd.   159 
 7   Fuji Media Holdings, Inc.   89 
 57   Fujitsu Ltd.   301 
    GLP J-REIT   37 
 8   GMO Payment Gateway, Inc.   146 
 5   Hakuhodo DY Holdings, Inc.   48 
 14   Hitachi Metals Ltd.   233 
 7   Honda Motor Co., Ltd.   211 
 18   Infomart Corp.   151 
 24   Inpex Corp.   267 
 4   Iriso Electronics Co., Ltd.   244 
 10   Isuzu Motors Ltd. ╦   138 
 46   Japan Display, Inc. ●   162 
    Japan Retail Fund Investment REIT   30 
 2   JSR Corp.   40 
 17   Kakaku.com, Inc.   239 
 3   Kansai Electric Power Co., Inc. ●   28 
 4   KDDI Corp.   261 
 4   Kenedix, Inc.   19 
 19   Kubota Corp.   284 
 6   Kyushu Electric Power Co., Inc. ●   62 
 61   Leopalace21 Corp. ●   392 
 20   M3, Inc.   404 
 29   Makino Milling Machine Co.   249 
 11   Minebea Co., Ltd.   167 
 5   Mitsubishi Chemical Holdings   27 
 54   Mitsubishi Electric Corp.   621 
 13   Mitsubishi Estate Co., Ltd.   257 
 54   Mitsubishi Gas Chemical Co.   244 
 12   Mitsubishi Heavy Industries Ltd.   66 
 160   Mitsubishi Materials Corp.   505 
 127   Mitsubishi UFJ Financial Group, Inc.   674 
 5   Mitsui Fudosan Co., Ltd.   131 
 38   Mitsui O.S.K. Lines Ltd.   128 
 6   Murata Manufacturing Co., Ltd.   638 
 5   Nidec Corp.   323 
    Nippon Building Fund, Inc. REIT   39 
 6   Nippon Ceramic Co., Ltd.   93 
 2   Nippon Paint Holdings Co., Ltd.   76 
 3   Nippon Shokubai Co., Ltd.   43 
 13   Nippon Telegraph & Telephone Corp.   782 
 4   Nippon Telegraph & Telephone Corp. ADR   105 
 32   Nippon Television Network Corp.   516 
 45   Nissan Motor Co., Ltd.   379 
 8   NSD Co., Ltd.   120 
 11   NTT DoCoMo, Inc.   183 
 3   Obara Group, Inc.   149 
 3   OBIC Co., Ltd.   107 
 17   Okuma Corp.   145 
 1   Olympus Corp. ●   48 
 1   Ono Pharmaceutical Co., Ltd.   74 
    ORIX JREIT, Inc.   30 
 42   Rakuten, Inc.   575 
 4   Recruit Holdings Co., Ltd.   105 
 3   Roland Corp.   77 
 12   Sanken Electric Co., Ltd.   97 
 4   Sata Holdings, Corp.  100 
 2   Sekisui House Ltd.   26 
 8   Seven & I Holdings Co., Ltd.   300 
 11   Shikoku Electric Power Co. ●   141 
 1   Shin-Etsu Chemical Co., Ltd.   72 
 149   Shinsei Bank Ltd.   270 
 8   Shionogi & Co., Ltd.   246 
 4   SoftBank Corp.   209 
 21   Sony Financial Holdings, Inc.   289 
 12   Sumco Corp.   205 
 3   Sumisho Computer Systems Corp.   82 
 21   Sumitomo Electric Industries Ltd.   267 
 8   Sumitomo Mitsui Financial Group, Inc.   252 
 1   Sysmex Corp.   25 
 31   T&D Holdings, Inc.   352 
 9   Takeda Pharmaceutical Co., Ltd.   450 
 5   TDK Corp.   289 
 6   THK Co., Ltd.   153 
 15   Tokio Marine Holdings, Inc.   531 
 11   Tokyo Gas Co., Ltd.   65 
 105   Toshiba Corp.   420 
 8   Toyota Industries Corp.   437 
 7   Toyota Motor Corp.   432 
 15   TS Technology Co., Ltd.   368 
 11   Tsugami Corp.   63 
 5   TV Asahi Holdings Corp.   72 
         19,946 
     Jersey - 0.2%     
 11   Randgold Resources Ltd. ADR   899 
           
     Kenya - 0.0%     
 273   Safaricom Ltd.   42 
           
     Luxembourg - 0.3%     
 48   Braas Monier Building Group ●   971 
 5   SES Global   189 
 3   SES Global S.A.   113 
         1,273 
     Malaysia - 0.6%     
 1,817   AirAsia Berhad ╦   1,402 
 332   AMMB Holdings Berhad   573 
 467   MY EG Services BHD   328 
 31   Telekom Malaysia Berhad   60 
         2,363 
     Mauritius - 0.1%     
 46   MCB Group Ltd.   282 
 9,087   S.B.M. Holdings Ltd.   284 
         566 
     Mexico - 0.0%     
 10   Corporacion Inmobiliaria Vesta S. de RL de C.V. ☼   19 
 7   Mexichem S.A.B. de C.V. ●   20 
         39 
     Netherlands - 1.5%     
 13   Akzo Nobel N.V.   923 
 1   ASML Holding N.V.   145 
 14   Constellium N.V. ●   261 
 60   Delta Lloyd N.V.   1,130 
 7   Heineken N.V.   542 

 

8
 

 

The Hartford Global All-Asset Fund
Consolidated Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

Common Stocks - 55.8% - (continued)

     
     Netherlands - 1.5% - (continued)     
 1   IMCD Group B.V. ●  $29 
 78   ING Groep N.V. ●   970 
 56   Koninklijke (Royal) KPN N.V.   173 
 5   NXP Semiconductors N.V. ●   399 
 19   Royal Dutch Shell plc   564 
 23   Van Lanschot N.V. ●   461 
    Vastned Retail N.V. ●   15 
 34   Wolters Kluwer N.V.   1,019 
         6,631 
     Norway - 0.4%     
 25   DNB ASA   355 
 3   DNO International ASA ●   8 
 41   SpareBank 1 SR Bank ASA   260 
 7   Statoil ASA   110 
 180   Storebrand ASA ●   545 
 9   Telenor ASA   190 
 2   Yara International ASA   111 
         1,579 
     Panama - 0.0%     
 4   Avianca Holdings S.A. ADR   50 
           
     Poland - 0.0%     
 9   TVN S.A. ●   42 
           
     Portugal - 0.0%     
 8   Galp Energia SGPS S.A.   89 
           
     Puerto Rico - 0.0%     
 3   Evertec, Inc.   58 
           
     Romania - 0.0%     
 2   Electrica S.A. ■●   26 
           
     Singapore - 1.1%     
 17   ARA Asset Management   22 
 124   Ascendas REIT   225 
 17   Bumitama Agri Ltd.   12 
 512   Capitacommercial Trust REIT   670 
 9   First Resources Ltd.   12 
 43   Keppel DC REIT ●   33 
 434   Keppel REIT   396 
 155   Mapletree Commercial Trust REIT   173 
 276   Singapore Exchange Ltd.   1,586 
 2   SunEdison Semiconductor Ltd. ●   42 
 130   Suntec REIT   180 
 84   United Overseas Bank Ltd.   1,431 
 55   Wilmar International Ltd.   132 
         4,914 
     South Africa - 0.1%     
 40   Discovery Ltd.   396 
 1   Naspers Ltd.   160 
         556 
     South Korea - 1.6%     
 28   BS Financial Group, Inc.   352 
 5   Doosan Corp.   441 
 9   Doosan Heavy Industrions and Construction Co.   183 
 16   Hana Financial Holdings   456 
 23   Hynix Semiconductor, Inc.   991 
 11   Hyundai Development Co.   438 
 5   Hyundai Home Shopping Network Corp.  560 
 3   Hyundai Motor Co., Ltd.   478 
 6   Koh Young Technology, Inc.   257 
 2   Kona I Co., Ltd.   69 
 40   Korea Electric Power Corp.   1,548 
 1   LG Chem Ltd.   187 
 43   LG Telecom Ltd.   472 
 1   Lotte Chemical Corp.   90 
 2   Posco ADR   112 
 1   Posco Ltd.   185 
 4   Suprema, Inc. ●   86 
         6,905 
     Spain - 0.5%     
 2   Almirall S.A. ●   40 
 6   Endesa S.A.   123 
 98   Iberdrola S.A.   673 
 14   Tecnicas Reunidas S.A.   537 
 53   Telefonica S.A.   796 
         2,169 
     Sweden - 0.2%     
 1   Arcam AB ●   29 
 8   Avanza Bank Holding AB   266 
 3   Billerud   47 
 9   Boliden Ab   135 
 2   Electrolux AB Series B   60 
 2   Fastighets AB Balder ●   32 
 5   Hennes & Mauritz Ab   212 
 6   Lundin Petroleum Ab ●   76 
 8   Telia Ab   51 
         908 
     Switzerland - 1.0%     
 11   ABB Ltd. ADR   206 
 1   Actelion Ltd.   63 
 1   Compagnie Financiere Richemont S.A.   49 
 65   EFG International AG   699 
 37   Evolva Holding S.A. ●   58 
 25   Gategroup Holding AG   691 
 1   Geberit AG   369 
 16   Julius Baer Group Ltd.   637 
 2   Mobimo Holding AG   354 
 4   PSP Swiss Property AG   456 
    Roche Holding AG   108 
    Swisscom AG   110 
 1   Syngenta AG   205 
 28   UBS AG ●   467 
         4,472 
     Taiwan - 2.3%     
 40   Advantech Co., Ltd.   296 
 111   Aerospace Industrial Development Corp. ●   128 
 16   AIC, Inc.   73 
 33   AirTac International Group   283 
 137   Asia Cement Corp.   166 
 54   Catcher Technology Co., Ltd.   474 
 70   Chroma Ate, Inc.   173 
 78   Delta Electronics, Inc.   475 
 7   Ememory Technology, Inc.   69 
 133   Far Eastern New Century Corp. ╦   134 
 9   Giant Manufacturing   79 
 7   Hermes Microvision, Inc.   330 

 

9
 

 

The Hartford Global All-Asset Fund
Consolidated Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

Common Stocks - 55.8% - (continued)

     
     Taiwan - 2.3% - (continued)     
 10   Hiwin Technologies Corp.  $84 
 50   Holtek Semiconductor, Inc.   90 
 44   Hota Industrial Manufacturing Co., Ltd.   80 
 17   King Slide Works Co., Ltd.   243 
 163   King Yuan Electronics Co., Ltd.   136 
 64   Kinik Co.   128 
 7   Largan Precision Co., Ltd.   566 
 36   MediaTek, Inc.   544 
 22   Merida Industry Co., Ltd.   151 
 27   Pchome Online, Inc.   307 
 63   Primax Electronics Ltd. ●   84 
 64   Promise Technology, Inc.   74 
 78   Ruentex Industries Ltd.   169 
 28   Silergy Corp.   204 
 26   Sporton International, Inc.   139 
 37   Standard Foods Corp.   79 
 27   Superalloy Industrial Co., Ltd. ●   92 
 143   Taiwan Cement   193 
 62   Taiwan Fertilizer Co., Ltd.   108 
 642   Taiwan Semiconductor Manufacturing Co., Ltd.   2,825 
 96   TECO Electric & Machinery Co., Ltd. ╦   90 
 168   Uni-President Enterprises Corp.   268 
 144   Vanguard International Semiconductor Corp.   244 
 71   WT Microelectronics Co., Ltd.   103 
 9   WT Microelectronics Co., Ltd. Rights   2 
 23   Yageo Corp.   42 
 66   Yulon Motor Co.   96 
         9,821 
     Thailand - 0.1%     
 25   Delta Electronics Thailand PCL ●   56 
 273   Precious Shipping Public Co., Ltd.   116 
 36   Total Access Communication Public Co., Ltd.   104 
         276 
     Turkey - 0.2%     
 6   Turkcell Iletisim Hizmetleri AS ●   84 
 630   Turkiye Sinai Kalkinma Bankasi A.S.   524 
 29   Ulker Biskuvi Sanayi AS ●   229 
         837 
     United Arab Emirates - 0.0%     
 10   Emaar Malls Group PJSC ●   8 
           
     United Kingdom - 2.5%     
 117   Acacia Mining plc   497 
 2   Al Noor Hospitals Group   32 
 3   Antofagasta plc   25 
 4   Arm Holdings plc ╦   57 
 17   AstraZeneca plc ╦   1,214 
 4   AstraZeneca plc ADR   260 
 5   B&M European Value Retail S.A.   21 
 375   Balfour Beatty plc   1,253 
 33   BG Group plc   442 
 5   Big Yellow Group REIT   42 
 38   BP plc   245 
 9   British American Tobacco plc ╦   511 
 2   Burberry Group plc   49 
 1   Derwent London plc REIT   41 
 6   Dixons Carphone plc   39 
 3   Hammerson plc REIT   32 
 22   Hargreaves Lansdown plc   332 
 15   Home Retail Group   45 
 70   HSBC Holdings plc ╦  642 
 14   Imperial Tobacco Group plc   649 
 200   Intu Properties plc   1,096 
    Kennedy Wilson Europe Real Estate plc    
 27   Marks & Spencer Group plc   199 
 14   National Grid plc   199 
 5   NMC Health plc   35 
 34   OM Asset Management plc ●   517 
 19   Ophilr Energy plc ●   38 
 131   Petra Diamonds Ltd. ●   302 
 4   PureCircle Ltd. ●   35 
 159   Qinetiq Group plc   447 
 3   Reckitt Benckiser Group plc   261 
 5   Reed Elsevier Capital, Inc.   95 
 2   Rio Tinto plc   66 
 1   Shaftesbury plc REIT   15 
 13   Sky plc   184 
 3   Smith & Nephew plc   55 
 8   Spire Healthcare Group plc ●   40 
 31   Standard Chartered plc ╦   410 
 5   Tate & Lyle plc   46 
 12   Tullow Oil plc   68 
 4   Unite Group plc   27 
 10   United Business Media Ltd.   83 
    Vodafone Group plc    
    Whitbread plc   28 
 2   Workspace Group plc   28 
 9   WPP plc   190 
         10,892 
     United States - 19.5%     
 2   Abbott Laboratories ╦   78 
 1   Acadia Healthcare Co., Inc. ●   47 
    Acadia Realty Trust REIT   15 
 3   Accenture plc   232 
 139   ACCO Brands Corp. ●   1,100 
 5   Achillion Pharmaceuticals, Inc. ●   80 
 1   Acorda Therapeutics, Inc. ●   50 
 2   Actavis plc ●   520 
 2   Activision Blizzard, Inc.   38 
    Acuity Brands, Inc.   70 
 17   Adecoagro S.A. ●   132 
 26   Advance Automotive Parts, Inc.   4,169 
 3   AECOM ●╦   75 
 1   Aetna, Inc.   115 
 1   Agilent Technologies, Inc. ╦   54 
 1   Agios Pharmaceuticals, Inc. ●   90 
 2   Akamai Technologies, Inc. ●   113 
 297   Alacer Gold Corp.   696 
 4   Alkermes plc ●   300 
 4   Alleghany Corp. ●╦   1,839 
 16   Allegheny Technologies, Inc. ╦   457 
 1   Allegion plc   56 
 1   Alliance Data Systems Corp. ●   168 
 2   Alliant Energy Corp.   112 
 1   Alnylam Pharmaceuticals, Inc. ●   103 
 11   Altria Group, Inc.   573 
 2   Amazon.com, Inc. ●   816 
    American Tower Corp. REIT ╦   37 
 3   AMETEK, Inc.   161 
 1   Anadarko Petroleum Corp.   112 

 

10
 

 

The Hartford Global All-Asset Fund
Consolidated Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

Common Stocks - 55.8% - (continued)

     
     United States - 19.5% - (continued)     
 1   Andersons (The), Inc.  $29 
 2   Apache Corp.   153 
 15   Apple, Inc.   1,736 
 8   Applied Materials, Inc.   174 
 4   Archer-Daniels-Midland Co.   170 
 23   Arena Pharmaceuticals, Inc. ●   97 
 1   Arista Networks, Inc. ●   57 
 1   athenahealth, Inc. ●   98 
 2   Automatic Data Processing, Inc.   144 
    AutoZone, Inc. ●   136 
 1   AvalonBay Communities, Inc. REIT   105 
 5   Avon Products, Inc.   37 
 4   Baker Hughes, Inc.   228 
 2   Ball Corp.   98 
 1   Becton, Dickinson & Co.   83 
 30   Belden, Inc.   2,482 
 1   Biogen Idec, Inc. ●   230 
 28   Bizlink Holding, Inc.   94 
 2   Boeing Co.   296 
 2   Boise Cascade Co. ●   71 
 1   Boston Properties, Inc. REIT   77 
 11   Boston Scientific Corp. ●   166 
 11   Bristol-Myers Squibb Co.   675 
 1   Cabot Corp.   43 
 2   Cabot Oil & Gas Corp.   62 
 1   CACI International, Inc. Class A ●   57 
 2   Cadence Design Systems, Inc. ●   35 
 2   Cameron International Corp. ●   104 
 1   Cardinal Health, Inc.   87 
 2   Cardtronics, Inc. ●   70 
 27   Carlisle Cos., Inc.   2,446 
 1   Caterpillar, Inc. ╦   74 
 2   Celanese Corp.   84 
 2   Celgene Corp. ●╦   263 
    CF Industries Holdings, Inc.   147 
 2   Charter Communications, Inc. ●   269 
 4   Chevron Corp.   380 
    Churchill Downs, Inc.   39 
 4   Ciena Corp. ●   82 
 1   CIGNA Corp.   98 
 1   Cimarex Energy Co.   57 
 24   Cisco Systems, Inc.   643 
 21   Citigroup, Inc. ╦   978 
 6   Cobalt International Energy, Inc. ●   57 
 17   Coca-Cola Co.   684 
 5   Cognizant Technology Solutions Corp. ●   277 
 5   Colfax Corp. ●   234 
 5   Comcast Corp. Class A   273 
 3   Comcast Corp. Special Class A   182 
 8   ConocoPhillips Holding Co.   505 
 2   Costco Wholesale Corp.   292 
 10   Coty, Inc.   199 
 2   Crown Holdings, Inc. ●   84 
 44   CST Brands, Inc.   1,884 
 5   CSX Corp.   170 
 5   CVS Health Corp.   471 
 1   D.R. Horton, Inc.   22 
 4   Danaher Corp. ╦   353 
 2   Dean Foods Co.   38 
 8   Deltic Timber Corp. ╦   513 
 51   Dorian LPG Ltd. ●  578 
 1   Douglas Emmett, Inc. REIT   28 
 1   Dover Corp.   85 
 3   Dow Chemical Co.   149 
 3   DSW, Inc.   94 
 3   Duke Energy Corp.   227 
 1   Duke Realty, Inc. REIT   14 
 3   Eaton Corp. plc   165 
 1   eBay, Inc. ●   60 
 3   Echo Global Logistics, Inc. ●   92 
 1   Edison International   35 
 6   Eli Lilly & Co.   466 
 1   Energen Corp.   64 
 1   Energizer Holdings, Inc.   143 
 3   Envision Healthcare Holdings ●   99 
 1   EOG Resources, Inc.   68 
 2   Equifax, Inc.   136 
 1   Equity Lifestyle Properties, Inc. REIT ╦   44 
 1   Equity Residential Properties Trust REIT   68 
 28   ERA Group, Inc. ●╦   635 
    Essex Property Trust, Inc. REIT   81 
    Esterline Technologies Corp. ●   39 
 1   Expedia, Inc.   94 
 1   Extra Space Storage, Inc. REIT   35 
 8   Exxon Mobil Corp.   687 
 1   F5 Networks, Inc. ●   147 
 5   Facebook, Inc. ●   391 
 4   Federal Agricultural Mortgage Corp.   113 
    Federal Realty Investment Trust REIT   43 
 4   FedEx Corp.   655 
 8   Financial Engines, Inc.   270 
 2   First Solar, Inc. ●   66 
 45   Fiserv, Inc. ●   3,262 
 31   Ford Motor Co.   461 
 2   Forest City Enterprises, Inc. REIT ●   49 
 1   Fortune Brands Home & Security, Inc.   55 
 7   Freescale Semiconductor Holdings Ltd. ●   220 
 29   GATX Corp. ╦   1,633 
 1   General Dynamics Corp.   158 
 4   General Growth Properties, Inc. REIT   106 
 11   Genpact Ltd. ●   212 
 4   Gilead Sciences, Inc. ●   404 
 1   Google, Inc. Class A ●   282 
 3   GoPro, Inc. ●   129 
 17   Graphic Packaging Holding Co. ●   243 
 15   Great Western Bancorp, Inc. ●   311 
 2   GrubHub, Inc. ●   59 
 6   Halliburton Co.   244 
 6   Harley-Davidson, Inc.   380 
 3   HCA Holdings, Inc. ●   236 
 2   HD Supply Holdings, Inc. ●   47 
 1   Health Care REIT, Inc.   112 
 1   Healthcare Trust of Ame-CL A   26 
 3   Heartland Payment Systems, Inc.   157 
 2   Heico Corp. Class A   93 
 2   Hertz Global Holdings, Inc. ●   49 
 6   Hewlett-Packard Co.   221 
 128   Higher One Holdings, Inc. ●   423 
 1   Hilton Worldwide Holdings, Inc. ●   27 
 12   Homeinns Hotel Group ●   304 

 

11
 

 

The Hartford Global All-Asset Fund
Consolidated Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

Common Stocks - 55.8% - (continued)

     
     United States - 19.5% - (continued)     
 3   Honeywell International, Inc.  $314 
 1   Hospira, Inc. ●   54 
 2   Huron Consulting Group, Inc. ●   148 
 3   IDEX Corp.   237 
 4   Illinois Tool Works, Inc.   331 
 2   IMS Health Holdings, Inc. ●   52 
 1   Incyte Corp. ●   109 
 5   InfraREIT, Inc. ●   131 
 3   Ingersoll-Rand plc   198 
 1   Ingredion, Inc.   98 
 19   Intel Corp.   622 
 4   Intelsat S.A. ●   62 
 7   International Paper Co.   342 
 3   Interpublic Group of Cos., Inc.   52 
 5   Ironwood Pharmaceuticals, Inc. ●   78 
 1   J.B. Hunt Transport Services, Inc.   100 
 2   Johnson & Johnson ╦   238 
 12   JP Morgan Chase & Co.   636 
 1   Kansas City Southern   103 
 7   KBR, Inc.   109 
 1   Kennedy-Wilson Holdings, Inc.   27 
    Kilroy Realty Corp. REIT   30 
 3   Kinder Morgan, Inc.   134 
 1   Kite Realty Group Trust REIT   30 
 1   Kraft Foods Group, Inc.   54 
 2   Kroger (The) Co.   114 
 1   L Brands, Inc.   105 
 2   Landstar System, Inc.   159 
 2   Las Vegas Sands Corp.   115 
 5   Liberty Global plc ●   222 
 61   Liberty Global plc Class C ●   2,761 
 1   Lockheed Martin Corp.   202 
 3   Lorillard, Inc.   226 
 3   Louisiana-Pacific Corp. ●   55 
 7   Lowe's Cos., Inc.   468 
 3   LyondellBasell Industries Class A   205 
    Macerich Co. REIT   38 
 3   Marketo, Inc. ●   93 
 47   Mattel, Inc.   1,277 
 5   Mavenir Systems, Inc. ●   60 
 55   Maxim Integrated Products, Inc.   1,806 
 1   McGraw Hill Financial, Inc.   47 
 1   McKesson Corp.   287 
 1   MeadWestvaco Corp.   40 
 4   Medicines Co. ●   115 
 6   Medtronic plc   415 
 7   Merck & Co., Inc.   438 
 5   Microsoft Corp.   216 
 1   MKS Instruments, Inc.   37 
 1   Mohawk Industries, Inc. ●   91 
 19   Mondelez International, Inc.   669 
 4   Monsanto Co. ╦   425 
 3   Monster Beverage Corp. ●   335 
 4   Mosaic Co.   184 
 16   Motorola Solutions, Inc.   1,018 
 1   Mylan, Inc. ●   50 
 2   Nacco Industries, Inc. Class A   87 
 2   National Cinemedia, Inc.   31 
 1   National Oilwell Varco, Inc.   68 
 1   Netflix, Inc. ●   319 
 3   NextEra Energy, Inc.  380 
 3   Nielsen N.V.   127 
 6   Nimble Storage, Inc. ●   123 
 3   Northeast Utilities   156 
 2   Norwegian Cruise Line Holdings Ltd. ●   78 
 3   NPS Pharmaceuticals, Inc. ●   155 
 3   Nu Skin Enterprises, Inc. Class A   117 
 4   OGE Energy Corp.   146 
 4   Omnova Solutions, Inc. ●   29 
 2   Owens-Illinois, Inc. ●   38 
    Packaging Corp. of America   30 
 2   Paramount Group, Inc. ●   29 
 7   Patterson-UTI Energy, Inc.   128 
 1   Pebblebrook Hotel Trust REIT   29 
 4   Pentair plc   256 
 1   PG&E Corp.   54 
 3   Phillips 66   208 
 2   Physicians Realty Trust   29 
 1   Pioneer Natural Resources Co.   82 
 44   Post Holdings, Inc. ●‡   2,080 
 1   Power Integrations, Inc.   64 
 4   Prestige Brands Holdings, Inc. ●   129 
    Public Storage REIT   86 
 12   Qihoo 360 Technology Co., Ltd. ●   708 
 1   Quintiles Transnational Holdings ●   70 
 1   Raytheon Co.   50 
 1   Regeneron Pharmaceuticals, Inc. ●   546 
 2   Reliance Steel & Aluminum   115 
 2   Retail Properties of America, Inc.   30 
 1   RLJ Lodging Trust REIT   34 
 5   Rock Tenn Co. Class A   327 
 1   Rogers Corp. ●   65 
 1   Ross Stores, Inc.   93 
 5   Schlumberger Ltd.   389 
 158   Scorpio Tankers, Inc.   1,245 
 14   Seacor Holdings, Inc. ●╦   972 
 1   Seattle Genetics, Inc. ●   26 
    Sherwin-Williams Co.   100 
 1   Signet Jewelers Ltd.   104 
 1   Simon Property Group, Inc. REIT   103 
 1   SL Green Realty Corp. REIT   71 
 5   Sonus Networks, Inc. ●   94 
 1   Spansion, Inc. Class A ●   34 
 11   Spirit Aerosystems Holdings, Inc. ●   514 
 2   St. Jude Medical, Inc.   147 
 3   Starbucks Corp.   247 
    Starwood Hotels & Resorts, Inc.   17 
 1   Stryker Corp.   119 
 2   Swift Transportation Co. ●   60 
 15   Symantec Corp.   377 
    Synageva BioPharma Corp. ●   31 
 1   Tesla Motors, Inc. ●   146 
 12   Textron, Inc.   510 
 1   Thermo Fisher Scientific, Inc.   111 
 3   TJX Cos., Inc.   203 
 2   Transocean, Inc.   32 
 3   Tuesday Morning Corp. ●   45 
 8   Twenty-First Century Fox, Inc.   258 
 2   Tyson Foods, Inc. Class A   68 
 2   UGI Corp.   75 

 

12
 

 

The Hartford Global All-Asset Fund
Consolidated Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

Common Stocks - 55.8% - (continued)

     
     United States - 19.5% - (continued)     
 1   Ultragenyx Pharmaceutical, Inc. ●  $59 
 7   United Continental Holdings, Inc. ●╦   511 
 2   United Technologies Corp.   235 
 1   UnitedHealth Group, Inc.   141 
 2   Vantiv, Inc. ●   73 
    Ventas, Inc. REIT   18 
 3   VeriFone Systems, Inc. ●   85 
 3   Verizon Communications, Inc.   134 
 2   Vertex Pharmaceuticals, Inc. ●   184 
 2   Visa, Inc.   489 
 1   Wageworks, Inc. ●   73 
 2   Walgreens Boots Alliance Inc.   153 
 4   Walt Disney Co.   360 
 4   Wayfair, Inc. ●   71 
 41   Wells Fargo & Co. ‡   2,148 
 2   WESCO International, Inc. ●   120 
 1   Western Digital Corp.   111 
 1   Westlake Chemical Corp.   30 
 1   WEX, Inc. ●   130 
 1   Weyerhaeuser Co. REIT   28 
    Whirlpool Corp.   58 
 2   Whiting Petroleum Corp. ●   58 
 2   Wyndham Worldwide Corp.   189 
 26   XL Group plc   896 
 1   Yelp, Inc. ●   40 
 1   Zimmer Holdings, Inc.   74 
 3   Zoetis, Inc.   132 
 4   Zulily, Inc. ●   78 
         84,308 
     Total Common Stocks     
     (Cost $230,978)  $241,360 
           

Exchange Traded Funds - 4.4%

     
     United States - 4.4%     
 11   iShares MSCI EAFE ETF  $645 
 638   PowerShares Senior Loan Portfolio   15,296 
 3   S&P 500 Depositary Receipt   627 
 57   SPDR Barclays Convertible Securities ETF   2,616 
         19,184 
     Total Exchange Traded Funds     
     (Cost $19,428)  $19,184 
           

Preferred Stocks - 0.4%

     
     Germany - 0.4%     
 7   Volkswagen AG N.V.  $1,557 
           
     United States - 0.0%     
 5   Nutanix, Inc. ⌂●†   74 
 5   Uber Technologies, Inc. ⌂●†   136 
         210 
     Total Preferred Stocks     
     (Cost $1,709)  $1,767 
           

Warrants - 0.1%

     
     British Virgin Islands - 0.0%     
 77   Atlas Mara Ltd.  $38 
           
     China - 0.1%     
 26   Hangzhou HIK-Vision Digital-A Technology Co., Ltd. ⌂  112 
           
     Greece - 0.0%     
 198   Alpha Bank A.E.   85 
           
     Total Warrants     
     (Cost $489)  $235 
           
     Total Long-Term Investments Excluding Purchased Options     
     (Cost $368,734)  $373,429 
           
Short-Term Investments - 10.4%     
     Repurchase Agreements - 10.4%     
     Bank of America Merrill Lynch Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $43, collateralized by U.S. Treasury
Note 0.88%, 2017, value of $44)
     
$43   0.04%, 1/31/15  $43 
     Bank of America Merrill Lynch TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $1,885, collateralized by FHLMC
3.50% - 4.00%, 2032 - 2045, FNMA 1.83% -
4.50%, 2025 - 2045, value of $1,923)
     
 1,885   0.06%, 1/31/15   1,885 
     Bank of Montreal  TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$13,678, collateralized by U.S. Treasury Bill
0.04% - 0.25%, 2015 - 2016, U.S. Treasury
Bond 3.00% - 9.88%, 2015 - 2044, U.S.
Treasury Note 0.25% - 4.63%, 2015 - 2022,
value of $13,952)
     
 13,678   0.05%, 1/31/15   13,678 
     Bank of Montreal TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$3,185, collateralized by FHLMC 2.00% -
5.50%, 2022 - 2044, FNMA 3.00% - 4.00%,
2022 - 2042, GNMA 3.00%, 2043, U.S.
Treasury Bill 0.25%, 2016, U.S. Treasury Note
0.75% - 2.50%, 2017 - 2024, value of $3,248)
     
 3,185   0.06%, 1/31/15   3,185 
     Barclays Capital TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$9,111, collateralized by U.S. Treasury Note
1.50% - 2.00%, 2016 - 2023, value of $9,294)
     
 9,111   0.04%, 1/31/15   9,111 
     Citigroup Global Markets, Inc. TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $5,924, collateralized by U.S.
Treasury Bond 3.75% - 4.50%, 2038 - 2043,
value of $6,042)
     
 5,924   0.05%, 1/31/15   5,924 

 

13
 

 

The Hartford Global All-Asset Fund
Consolidated Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬      Market Value ╪ 
Short-Term Investments - 10.4% - (continued)          
     Repurchase Agreements - 10.4% - (continued)          
     Deutsche Bank Securities TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $519, collateralized by FHLMC
2.50% - 6.50%, 2020 - 2041, FNMA 2.50% -
6.50%, 2016 - 2047, GNMA 3.50%, 2045, U.S.
Treasury Bill 0.07% - 0.25%, 2015 - 2016, U.S.
Treasury Bond 2.38% - 5.38%, 2027 - 2043,
U.S. Treasury Note 0.13% - 4.63%, 2015 -
2024, value of $529)
          
$519   0.05%, 1/31/15      $519 
     Royal Bank of Scotland TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $2,178, collateralized by U.S.
Treasury Bond 8.13%, 2019, U.S. Treasury
Note 2.38% - 3.63%, 2020 - 2024, value of
$2,222)
          
 2,178   0.06%, 1/31/15        2,178 
     Societe Generale TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $134,
collateralized by U.S. Treasury Note 0.75% -
2.63%, 2016 - 2017, value of $136)
          
 134   0.06%, 1/31/15        134 
     TD Securities TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$8,131, collateralized by FHLMC 3.00% -
4.00%, 2026 - 2043, FNMA 2.50% - 5.00%,
2025 - 2044, value of $8,293)
          
 8,131   0.07%, 1/31/15        8,131 
              44,788 
     Total Short-Term Investments          
     (Cost $44,788)       $44,788 
                
     Total Investments Excluding Purchased Options          
     (Cost $413,522)   96.8%  $418,217 
     Total Purchased Options          
     (Cost $783)   0.1%   541 
     Total Investments          
     (Cost $414,305) ▲   96.9%  $418,758 
     Other Assets and Liabilities   3.1%   13,477 
     Total Net Assets   100.0%  $432,235 

 

14
 

 

The Hartford Global All-Asset Fund
Consolidated Schedule of Investments – (continued)
January 31, 2015 (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, 2015, the Fund invested 3.7% of its total assets in the Subsidiary. 

 

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

 

Other than the industry classifications "Other Investment Pools and Funds" and "Exchange Traded Funds," equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

 

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for reporting ease. 

 

At January 31, 2015, the cost of securities for federal income tax purposes was $416,172 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $33,461 
Unrealized Depreciation      (30,875)
Net Unrealized Appreciation  $2,586 

 

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

 

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, 2015, the aggregate fair value of these securities was $404, which represents 0.1% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

 

Non-income producing.

 

ΔVariable rate securities; the rate reported is the coupon rate in effect at January 31, 2015.

 

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 noted, these holdings are determined to be liquid. At January 31, 2015, the aggregate value of these securities   was $13,938, which represents 3.2% 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, as amended. 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, 2015, the aggregate value of these securities was $26,267, which represents 6.1% 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, as amended, and may have contractual restrictions on resale. Illiquid securities may lack a readily available market or their valuation has not changed for a certain period of time.    

 

Period Acquired  Shares/ Par  Security  Cost Basis 
07/2014  26    Hangzhou HIK-Vision Digital-A Technology Co., Ltd. Warrants  $70 
10/2012 - 10/2014  350     Kingsgate Consolidated Ltd.   693 
08/2014  5    Nutanix, Inc. Preferred   63 
06/2014  5    Uber Technologies, Inc. Preferred   71 

 

    At January 31, 2015, the aggregate value of these securities was $516, which represents 0.1% of total net assets.

 

15
 

 

The Hartford Global All-Asset Fund
Consolidated Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

 

ÐRepresents or includes a TBA transaction.

 

This security, or a portion of this security, was purchased on a when-issued or delayed-delivery basis. The cost of these securities was $10,299 at January 31, 2015.

 

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 OTC swap contracts.

 

Cash  pledged and received as collateral in connection with derivatives at January 31, 2015:

 

   Pledged ‡   Received 
OTC option and/or OTC swap contracts  $1,760   $ 
Futures contracts   7,920     
Centrally cleared swaps contracts   209     
Total  $9,889   $ 

 

As previously noted, certain securities, or a portion of these securities, are pledged as collateral in connection with certain derivative instruments. These securities are held by the Fund but are not represented in the table above.

 

OTC Option Contracts Outstanding at January 31, 2015

 

Description  Counter -
party
  Risk
Exposure
Category
  Exercise Price/ FX Rate/
Rate
  Expiration
Date
  Number of
Contracts *
   Market
Value ╪
   Premiums
Paid by
Fund
   Unrealized
Appreciation
(Depreciation)
 
Purchased Option contracts:                                
Calls                                
Brent Oil Option Φ  DEUT  CO  140.00 USD  02/09/15  USD 1,355,000   $   $54   $(54)
Brent Oil Option Φ  DEUT  CO  150.00 USD  11/10/15   USD1,407,900        40    (40)
Brent Oil Option Φ  JPM  CO  150.00 USD  08/11/15   USD1,355,000        41    (41)
Platinum Option  GSC  CO  1,300.00 USD  06/15/15   USD1,147    40    56    (16)
Total Calls                   4,119,047   $40   $191   $(151)
Puts                                
USD Put/CNY Call  DEUT  FX  6.15 CNY per USD  11/17/16   USD18,308,748   $55   $120   $(65)
                                     
Total purchased option contracts                   22,427,795   $95   $311   $(216)

 

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

 

ΦThis 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.

 

16
 

  

The Hartford Global All-Asset Fund
Consolidated Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

OTC Swaption Contracts Outstanding at January 31, 2015

 

Description  Counter -
party
  Risk
Exposure
Category
  Exercise Price/ FX Rate/
Rate
   Expiration
Date
  Number of Contracts *   Market
Value ╪
   Premiums
Paid by
Fund
   Unrealized
Appreciation
(Depreciation)
 
Purchased swaption contracts:                                  
Calls                                  
Interest Rate Swaption USD  JPM  IR   2.52%  01/23/25  USD 370,000   $62   $55   $7 
Interest Rate Swaption USD  JPM  IR   2.38%  01/30/25  USD370,000    57    57     
Total Calls                       740,000   $119   $112   $7 
Puts                                  
Interest Rate Swaption JPY  BOA  IR   0.68%  01/24/17   JPY1,002,640,000   $206   $183   $23 
Interest Rate Swaption USD  JPM  IR   2.13%  01/23/25   USD370,000    52    55    (3)
Interest Rate Swaption USD  JPM  IR   2.38%  01/30/25   USD370,000    58    58     
Total Puts                       1,003,380,000   $316   $296   $20 
Total purchased swaption contracts              1,004,120,000   $435   $408   $27 

 

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

 

Exchange Traded Option Contracts Outstanding at January 31, 2015

 

Description  Risk
Exposure
Category
  Exercise Price/ FX Rate/
Rate
  Expiration
Date
  Number of
Contracts *
   Market
Value ╪
   Premiums Paid
by Fund
   Unrealized
Appreciation
(Depreciation)
 
Purchased option contracts:                             
Calls                             
Cocoa Future Option  CO  3,150.00 USD  08/10/15   USD38   $11   $64   $(53)

 

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

 

Futures Contracts Outstanding at January 31, 2015

 

   Number of  Expiration  Notional   Market   Unrealized
Appreciation/(Depreciation)
   Variation Margin 
Description  Contracts*  Date  Amount   Value ╪   Asset   Liability   Asset   Liability 
Long position contracts:                                    
Euro BUXL 30-Year Bond Future  1  03/06/2015  $165   $190   $25   $   $3   $ 
Euro-BOBL Future  14  03/06/2015   2,048    2,071    23        3     
Euro-BUND Future  130  03/06/2015   22,648    23,414    766        99     
Euro-Schatz Future  9  03/06/2015   1,129    1,131    2             
German Stock Exchange Future  6  03/20/2015   1,792    1,813    21            (8)
Japan 10-Year Bond Future  18  03/11/2015   22,546    22,706    160        29     
KOSPI 200 Index Future  1  03/12/2015   115    115                 
S&P 500 (E-Mini) Future  202  03/20/2015   20,105    20,083        (22)   63    (48)
Short Gilt Future  1  03/27/2015   156    156                 
U.S. Treasury 5-Year Note Future  126  03/31/2015   14,994    15,289    295        58     
U.S. Treasury CME Ultra Long Term Bond Future  34  03/20/2015   5,525    6,084    559        69     
Total                    $1,851   $(22)  $324   $(56)
Short position contracts:
Australian 10-Year Bond Future  99  03/16/2015  $9,733   $10,157   $   $(424)  $   $(32)
Australian SPI 200 Index Future  61  03/19/2015   6,105    6,579        (474)       (43)
Canadian Government 10-Year Bond Future  42  03/20/2015   4,475    4,815        (340)       (33)
Long Gilt Future  59  03/27/2015   10,321    11,008        (687)       (76)
U.S. Treasury 10-Year Note Future  25  03/20/2015   3,217    3,272        (55)       (18)
U.S. Treasury 2-Year Note Future  35  03/31/2015   7,688    7,692        (4)       (10)
Total                    $   $(1,984)  $   $(212)
Total futures contracts                    $1,851   $(2,006)  $324   $(268)

 

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

 

17
 

 

The Hartford Global All-Asset Fund
Consolidated Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

OTC Credit Default Swap Contracts Outstanding at January 31, 2015

 

   Counter-  Notional   (Pay)/ Receive Fixed
Rate/ Implied
  Expiration  Upfront
Premiums
   Upfront
Premiums
   Market   Unrealized Appreciation/
(Depreciation)
 
Reference Entity  party  Amount (a)   Credit Spread (b)  Date  Paid   Received   Value ╪   Asset   Liability 
Credit default swaps on indices:                                       
Sell protection:                                       
CDX.EM.22  GSC  USD 17,425   1.00%  12/20/19  $   $(1,199)  $(2,247)  $   $(1,048)
Credit default swaps on single-name issues:
Sell protection:
Italy (Republic of)  JPM   USD775     1.00% / 0.93%  09/20/19  $   $(5)  $3   $8   $ 
                                        
Total OTC contracts         $   $(1,204)  $(2,244)  $8   $(1,048)

  

(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.

 

(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, 2015. 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 Credit Default Swap Contracts Outstanding at January 31, 2015

 

   Clearing  Notional   (Pay)/ Receive
Fixed
   Expiration      Market   Unrealized
Appreciation/
(Depreciation)
   Variation
Margin
 
Reference Entity  House (a)  Amount (b)   Rate   Date  Cost Basis   Value ╪   Asset   Liability   Asset   Liability 
Credit default swaps on indices:
Sell protection:
CDX.NA.HY.23  CME  USD4,350    5.00%  12/20/19  $238   $241   $3   $   $   $(10)

 

(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.

 

18
 

 

The Hartford Global All-Asset Fund
Consolidated Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

OTC Total Return Swap Contracts Outstanding at January 31, 2015

 

        Notional     Payments received   Expiration   Upfront
Premiums
    Upfront
Premiums
    Market     Unrealized
Appreciation/(Depreciation)
 
Reference Entity   Counterparty   Amount     (paid) by Fund   Date   Paid     Received     Value ╪     Asset     Liability  
AK Holdings   GSC   USD 120     (1M LIBOR)   10/30/15   $     $     $ 32     $ 32     $  
BGF Retail Co. LTD   GSC   USD 275     (1M LIBOR + 0.55%)   10/30/15                 29       29        
Bukwang Pharmaceutical Co.   GSC   USD 129     (1M LIBOR + 0.55%)   10/30/15                 14       14        
Bukwang Pharmaceutical Co.   GSC   USD 139     (1M LIBOR)   10/30/15                 22       22        
CJ Hellovision Co.   GSC   USD 186     (1M LIBOR + 0.55%)   10/30/15                 (12 )           (12 )
CJ Hellovision Co.   GSC   USD 157     (1M LIBOR)   10/30/15                 (11 )           (11 )
CJ Shopping Co.   GSC   USD 421     (1M LIBOR + 0.55%)   10/30/15                 (48 )           (48 )
CJ Shopping Co.   GSC   USD 266     (1M LIBOR)   10/30/15                 (39 )           (39 )
Daesang Corp.   GSC   USD 272     (1M LIBOR + 0.55%)   10/30/15                 36       36        
Daesang Corp.   GSC   USD 266     (1M LIBOR)   10/30/15                 38       38        
Dongsuh Co.   GSC   USD 7     (1M LIBOR + 0.55%)   10/30/15                              
Dongsuh Co.   GSC   USD 238     (1M LIBOR + 0.55%)   10/30/15                 8       8        
Dongsuh Co.   GSC   USD 177     (1M LIBOR)   10/30/15                 5       5        
E-Mart Co.   GSC   USD 74     (1M LIBOR + 0.55%)   10/30/15                 (3 )           (3 )
E-Mart Co.   GSC   USD 276     (1M LIBOR + 0.55%)   10/30/15                 8       8        
E-Mart Co.   GSC   USD 410     (1M LIBOR)   10/30/15                 11       11        
Grand Korea Leisure Co. LTD   GSC   USD 322     (1M LIBOR + 0.55%)   10/30/15                 (8 )           (8 )
Grand Korea Leisure Co. LTD   GSC   USD 513     (1M LIBOR + 0.55%)   10/30/15                 73       73        
Green Cross Corp   GSC   USD 171     (1M LIBOR + 0.55%)   10/30/15                 2       2        
Green Cross Corp   GSC   USD 146     (1M LIBOR)   10/30/15                 1       1        
GS Home Shopping Inc.   GSC   USD 203     (1M LIBOR + 0.55%)   10/30/15                 (10 )           (10 )
GS Home Shopping Inc.   GSC   USD 173     (1M LIBOR)   10/30/15                 (9 )           (9 )
Hanmi Pharmaceutical Co.   GSC   USD 216     (1M LIBOR + 0.55%)   10/30/15                 (7 )           (7 )
Hanmi Pharmaceutical Co.   GSC   USD 95     (1M LIBOR)   10/30/15                 (4 )           (4 )
Hyundai Dept. Store Co.   GSC   USD 383     (1M LIBOR + 0.55%)   10/30/15                 (10 )           (10 )
Hyundai Dept. Store Co.   GSC   USD 430     (1M LIBOR)   10/30/15                 (11 )           (11 )
Kolon Industries, Inc.   GSC   USD 288     (1M LIBOR + 0.55%)   10/30/15                 (9 )           (9 )
Kolon Industries, Inc.   GSC   USD 36     (1M LIBOR + 0.55%)   10/30/15                 1       1        
Kolon Industries, Inc.   GSC   USD 219     (1M LIBOR)   10/30/15                 (8 )           (8 )
Korea Zinc Co.   GSC   USD 300     (1M LIBOR + 0.55%)   10/30/15                 20       20        
Korea Zinc Co.   GSC   USD 448     (1M LIBOR)   10/30/15                 31       31        
KT Skylife Co.   GSC   USD 136     (1M LIBOR + 0.55%)   10/30/15                 (14 )           (14 )
KT Skylife Co.   GSC   USD 143     (1M LIBOR)   10/30/15                 (16 )           (16 )
LG Chemical Ltd.   GSC   USD 98     (1M LIBOR + 0.55%)   10/30/15                 1       1        
LG Corp   GSC   USD 37     (1M LIBOR + 0.55%)   10/30/15                 (2 )           (2 )
LG Corp   GSC   USD 438     (1M LIBOR + 0.55%)   10/30/15                 7       7        
LG Corp   GSC   USD 211     (1M LIBOR)   10/30/15                 3       3        
Lock & Lock Co.   GSC   USD 105     (1M LIBOR + 0.55%)   10/30/15                 (9 )           (9 )
Lock & Lock Co.   GSC   USD 149     (1M LIBOR)   10/30/15                 (12 )           (12 )
MSCI Daily TR Gross EM Poland   GSC   USD 481     1M LIBOR + 0.30%   06/30/15                 18       18        
MSCI Daily TR Gross EM S Africa   DEUT   USD 2,082     1M LIBOR - 0.20%   10/30/15                 (95 )           (95 )
MSCI Daily TR Net EM Chile   DEUT   USD 1,519     1M LIBOR + 0.10%   02/27/15                 60       60        
MSCI United Arab Emirates   DEUT   USD 843     1M LIBOR - 0.69%   10/30/15                 48       48        
Nongshim Co.   GSC   USD 220     (1M LIBOR + 0.55%)   10/30/15                 (16 )           (16 )
Nongshim Co.   GSC   USD 187     (1M LIBOR)   10/30/15                 (15 )           (15 )
S&P US Real Estate Select Industry TR   GSC   USD 5,513     1M LIBOR - 0.90%   01/29/16                              
Shinsegae Co.   GSC   USD 238     (1M LIBOR + 0.55%)   10/30/15                 (24 )           (24 )
Shinsegae Co.   GSC   USD 292     (1M LIBOR)   10/30/15                 (31 )           (31 )
SK Telecom Co.   GSC   USD 404     (1M LIBOR + 0.55%)   10/30/15                 33       33        
SK Telecom Co.   GSC   USD 267     (1M LIBOR)   10/30/15                 22       22        
SKC Co.   GSC   USD 345     (1M LIBOR + 0.55%)   10/30/15                 48       48        
SKC Co.   GSC   USD 248     (1M LIBOR)   10/30/15                 28       28        
Yuhan Corp.   GSC   USD 135     (1M LIBOR + 0.55%)   10/30/15                 2       2        
Yuhan Corp.   GSC   USD 307     (1M LIBOR)   10/30/15                 3       3        
Total                       $     $     $ 181     $ 604     $ (423 )

 

19
 

 

The Hartford Global All-Asset Fund
Consolidated Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

TBA Sale Commitments Outstanding at January 31, 2015

 

Description  Principal
Amount
   Maturity Date  Market Value ╪   Unrealized
Appreciation/
Depreciation
 
FHLMC, 5.00%  $800   02/15/2044  $882   $(1)
FNMA, 3.00%   200   02/15/2030   210    (1)
FNMA, 4.00%   1,600   02/15/2045   1,714    (5)
GNMA, 3.00%   500   02/15/2045   519     
GNMA, 3.50%   1,500   03/15/2044   1,580    (1)
GNMA, 3.50%   1,500   02/15/2045   1,584    (5)
GNMA, 4.50%   200   02/15/2040   218     
GNMA, 4.50%   700   02/15/2045   760    (2)
GNMA, 5.00%   300   02/15/2045   331    (2)
Total          $7,798   $(17)

 

At January 31, 2015, the aggregate market value of these securities represents 1.8% of total net assets.

 

Foreign Currency Contracts Outstanding at January 31, 2015

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
AUD  Buy  03/18/2015  BCLY  $368   $355   $   $(13)
AUD  Buy  02/27/2015  CBA   2,491    2,386        (105)
AUD  Buy  03/18/2015  CBA   769    771    2     
AUD  Buy  02/27/2015  GSC   4,699    4,422        (277)
AUD  Buy  02/03/2015  JPM   25    25         
AUD  Buy  03/18/2015  JPM   1,551    1,552    1     
AUD  Buy  03/18/2015  RBC   5,532    5,204        (328)
AUD  Buy  02/27/2015  SSG   4,699    4,422        (277)
AUD  Sell  03/18/2015  CBA   2,362    2,322    40     
AUD  Sell  03/18/2015  JPM   1,922    1,807    115     
AUD  Sell  03/18/2015  RBC   8,382    7,884    498     
AUD  Sell  02/02/2015  WEST   15    15         
AUD  Sell  02/04/2015  WEST   91    91         
BRL  Buy  02/03/2015  UBS   3,390    3,264        (126)
BRL  Sell  02/03/2015  JPM   39    38    1     
BRL  Sell  02/03/2015  UBS   3,269    3,264    5     
BRL  Sell  03/03/2015  UBS   3,365    3,240    125     
CAD  Buy  02/04/2015  RBC   251    251         
CAD  Buy  02/27/2015  RBC   12,419    11,603        (816)
CAD  Buy  03/18/2015  RBC   4,214    3,806        (408)
CAD  Sell  02/27/2015  BCLY   2,265    2,210    55     
CAD  Sell  03/18/2015  BMO   1,931    1,741    190     
CAD  Sell  02/27/2015  BOA   5,948    5,801    147     
CAD  Sell  03/18/2015  BOA   135    124    11     
CAD  Sell  02/27/2015  DEUT   5,232    5,111    121     
CAD  Sell  02/02/2015  RBC   46    46         
CAD  Sell  02/04/2015  RBC   97    97         
CAD  Sell  02/27/2015  TDS   2,969    2,901    68     
CHF  Buy  03/18/2015  CSFB   3,069    3,277    208     
CHF  Buy  03/18/2015  JPM   5,138    5,700    562     
CHF  Buy  03/18/2015  RBC   3,092    3,025        (67)
CHF  Sell  03/18/2015  BCLY   172    189        (17)
CHF  Sell  02/27/2015  CSFB   15,871    17,657        (1,786)
CHF  Sell  03/18/2015  DEUT   1,741    1,690    51     
CHF  Sell  02/02/2015  JPM   97    97         
CHF  Sell  02/03/2015  JPM   116    116         
CHF  Sell  03/18/2015  JPM   2,683    2,611    72     
CLP  Sell  03/18/2015  BOA   928    915    13     
CNY  Buy  03/18/2015  BCLY   551    543        (8)
CNY  Sell  03/18/2015  DEUT   6,033    5,928    105     

 

20
 

 

The Hartford Global All-Asset Fund
Consolidated Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Foreign Currency Contracts Outstanding at January 31, 2015 - (continued)

  

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
CNY  Sell  03/18/2015  JPM  $1,936   $1,907   $29   $ 
CNY  Sell  03/18/2015  UBS   7,484    7,379    105     
DKK  Buy  03/18/2015  BOA   2,267    2,202        (65)
DKK  Sell  02/03/2015  BCLY   34    34         
EUR  Buy  02/03/2015  BCLY   47    47         
EUR  Buy  03/18/2015  BCLY   708    670        (38)
EUR  Buy  02/27/2015  BOA   4,621    4,431        (190)
EUR  Buy  03/18/2015  BOA   480    451        (29)
EUR  Buy  03/18/2015  DEUT   2,011    2,016    5     
EUR  Buy  03/18/2015  GSC   517    479        (38)
EUR  Buy  03/18/2015  JPM   2,688    2,593        (95)
EUR  Buy  03/18/2015  MSC   682    629        (53)
EUR  Buy  03/18/2015  NAB   321    293        (28)
EUR  Buy  02/27/2015  UBS   245    245         
EUR  Sell  02/02/2015  BCLY   1,322    1,323        (1)
EUR  Sell  02/03/2015  BCLY   692    692         
EUR  Sell  02/04/2015  BCLY   29    29         
EUR  Sell  02/27/2015  BCLY   278    277    1     
EUR  Sell  03/18/2015  BCLY   877    841    36     
EUR  Sell  02/27/2015  BNP   23    23         
EUR  Sell  02/27/2015  BOA   16,778    16,029    749     
EUR  Sell  03/18/2015  BOA   1,358    1,320    38     
EUR  Sell  02/27/2015  DEUT   34    34         
EUR  Sell  02/27/2015  GSC   3,522    3,538        (16)
EUR  Sell  02/27/2015  HSBC   4,820    4,606    214     
EUR  Sell  02/27/2015  JPM   2,661    2,595    66     
EUR  Sell  03/18/2015  JPM   5,155    4,934    221     
EUR  Sell  04/27/2015  JPM   5,516    5,506    10     
EUR  Sell  02/02/2015  MSC   380    380         
EUR  Sell  03/18/2015  NAB   50,174    45,784    4,390     
EUR  Sell  02/27/2015  SCB   282    270    12     
EUR  Sell  02/27/2015  UBS   240    232    8     
GBP  Buy  03/18/2015  BOA   403    394        (9)
GBP  Buy  02/27/2015  DEUT   12,470    12,419        (51)
GBP  Buy  03/18/2015  RBC   4,481    4,321        (160)
GBP  Sell  02/02/2015  BNP   338    339        (1)
GBP  Sell  02/03/2015  BNP   409    409         
GBP  Sell  03/18/2015  BOA   903    896    7     
GBP  Sell  02/27/2015  DEUT   777    774    3     
GBP  Sell  02/27/2015  JPM   10,107    9,998    109     
GBP  Sell  02/27/2015  UBS   298    298         
HKD  Buy  02/03/2015  JPM   6    6         
HKD  Buy  02/04/2015  JPM   16    16         
HKD  Sell  03/18/2015  DEUT   3,610    3,611        (1)
HKD  Sell  02/02/2015  JPM   626    626         
HKD  Sell  02/03/2015  JPM   274    274         
IDR  Buy  03/18/2015  DEUT   2,143    2,131        (12)
INR  Buy  03/18/2015  UBS   5,485    5,511    26     
INR  Sell  03/18/2015  BCLY   1,904    1,916        (12)
JPY  Buy  03/18/2015  BOA   470    482    12     
JPY  Buy  02/27/2015  GSC   4,729    4,811    82     
JPY  Buy  02/27/2015  JPM   5,858    5,926    68     
JPY  Buy  03/18/2015  JPM   6,667    6,729    62     
JPY  Buy  02/02/2015  NAB   171    171         
JPY  Buy  02/04/2015  WEST   32    32         
JPY  Sell  02/27/2015  BOA   9,346    9,377        (31)
JPY  Sell  02/03/2015  DEUT   50    50         
JPY  Sell  03/18/2015  GSC   23,121    23,559        (438)
JPY  Sell  02/27/2015  NAB   12,459    12,577        (118)

 

21
 

 

The Hartford Global All-Asset Fund
Consolidated Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Foreign Currency Contracts Outstanding at January 31, 2015 - (continued)

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
JPY  Sell  02/27/2015  TDS  $2,421   $2,442   $   $(21)
JPY  Sell  02/02/2015  WEST   887    888        (1)
JPY  Sell  02/04/2015  WEST   481    481         
KRW  Buy  03/18/2015  UBS   11,127    11,304    177     
KRW  Sell  03/18/2015  JPM   2,774    2,793        (19)
KRW  Sell  03/18/2015  UBS   20,957    21,272        (315)
MUR  Buy  02/02/2015  JPM   20    20         
MUR  Buy  02/04/2015  JPM   27    27         
MXN  Buy  02/04/2015  MSC   7    7         
MXN  Sell  02/05/2015  JPM   1    1         
MXN  Sell  03/18/2015  MSC   966    931    35     
MXN  Sell  02/04/2015  RBC   537    530    7     
MYR  Sell  03/18/2015  DEUT   895    882    13     
NOK  Sell  03/18/2015  GSC   379    352    27     
NOK  Sell  02/02/2015  JPM   25    25         
NOK  Sell  02/03/2015  JPM   40    40         
NOK  Sell  03/18/2015  JPM   898    892    6     
NZD  Sell  03/18/2015  WEST   7,923    7,502    421     
PEN  Sell  03/18/2015  SSG   534    526    8     
PLN  Buy  03/18/2015  JPM   899    904    5     
PLN  Sell  02/03/2015  JPM   5    5         
PLN  Sell  03/18/2015  RBS   1,972    1,805    167     
SEK  Buy  03/18/2015  JPM   1,779    1,628        (151)
SEK  Sell  02/02/2015  JPM   6    6         
SEK  Sell  02/03/2015  JPM   69    69         
SEK  Sell  03/18/2015  JPM   725    711    14     
SGD  Buy  02/03/2015  JPM   3    3         
SGD  Buy  03/18/2015  RBS   4,031    3,934        (97)
SGD  Sell  03/18/2015  BCLY   1,841    1,844        (3)
SGD  Sell  03/18/2015  BOA   388    382    6     
SGD  Sell  02/02/2015  WEST   40    40         
SGD  Sell  02/04/2015  WEST   194    194         
TRY  Sell  02/03/2015  BNP   38    38         
TWD  Buy  03/18/2015  BCLY   1,832    1,828        (4)
TWD  Buy  03/18/2015  BOA   243    245    2     
TWD  Sell  03/18/2015  CBK   5,789    5,719    70     
TWD  Sell  02/02/2015  JPM   29    29         
ZAR  Buy  03/18/2015  UBS   2,066    2,067    1     
ZAR  Sell  02/06/2015  BNP   34    34         
ZAR  Sell  02/02/2015  TDS   199    196    3     
ZAR  Sell  03/18/2015  UBS   966    967        (1)
Total                     $9,605   $(6,226)

 

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.

 

22
 

 

The Hartford Global All-Asset Fund
Consolidated Schedule of Investments – (continued)
January 31, 2015 (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  
CLP Chilean Peso  
CNY Chinese Yuan Renminbi  
DKK Danish Krone  
EUR EURO  
GBP British Pound  
HKD Hong Kong Dollar  
IDR Indonesian New Rupiah  
INR Indian Rupee  
JPY Japanese Yen  
KRW South Korean Won  
MXN Mexican New Peso  
MUR Mauritian Rupee  
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  
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
KOSPI Korea Composite Stock Price
MSCI Morgan Stanley Capital International
S&P Standard & Poors
SPI Share Price Index
 
Other Abbreviations:
ADR American Depositary Receipt
CLO Collateralized Loan Obligation
CO Commodity
EM Emerging Markets
ETF Exchange Traded Fund
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
FX Foreign Exchange
GNMA Government National Mortgage Association
IR Interest Rate
J-REIT Japanese Real Estate Investment Trust
LIBOR London Interbank Offered Rate
OTC Over-the-Counter
REIT Real Estate Investment Trust
SPDR Standard & Poor's Depositary Receipt
TBA To Be Announced

 

Credit Exposure

as of January 31, 2015

 

Credit Rating *  Percentage of
Net Assets
 
Aaa/ AAA   8.4%
Aa/ AA   5.5 
A   2.7 
Baa/ BBB   3.8 
Ba/ BB   2.3 
B   0.9 
Caa/ CCC or Lower   0.6 
Not Rated   1.5 
Non-Debt Securities and Other Short-Term Instruments   71.2 
Other Assets and Liabilities   3.1 
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 (Moody's) and typically range from AAA/Aaa (highest) to C/D (lowest). Presentation of S&P and Moody's credit ratings in this report have been selected for informational purposes for shareholders, as well as the Fund's consideration of industry practice. 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 the Fund's shares. Ratings may change.

 

23
 

 

The Hartford Global All-Asset Fund
Consolidated Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary

January 31, 2015

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks                    
Australia  $2,085   $57   $1,834   $194 
Austria   1,785    886    899     
Belgium   834    118    716     
Brazil   481    481         
British Virgin Islands   661    661         
Canada   5,577    5,506    71     
Cayman Islands   85    85         
Chile   26    26         
China   9,405    3,759    5,646     
Denmark   947    84    863     
Egypt   760        760     
Finland   215        215     
France   9,399    231    9,168     
Germany   6,132    531    5,601     
Greece   5,778        5,778     
Hong Kong   7,632    57    7,575     
India   14,164    834    13,330     
Indonesia   485    402    83     
Ireland   5,769    1,415    4,354     
Israel   3,900    981    2,919     
Italy   5,571        5,571     
Japan   19,946    105    19,841     
Jersey   899    899         
Kenya   42    42         
Luxembourg   1,273    189    1,084     
Malaysia   2,363    1,402    961     
Mauritius   566    566         
Mexico   39    39         
Netherlands   6,631    1,295    5,336     
Norway   1,579    260    1,319     
Panama   50    50         
Poland   42    42         
Portugal   89        89     
Puerto Rico   58    58         
Romania   26    26         
Singapore   4,914    1,366    3,548     
South Africa   556        556     
South Korea   6,905    112    6,793     
Spain   2,169        2,169     
Sweden   908        908     
Switzerland   4,472    673    3,799     
Taiwan   9,821        9,821     
Thailand   276        276     
Turkey   837    84    753     
United Arab Emirates   8        8     
United Kingdom   10,892    2,696    8,196     
United States   84,308    84,214    94     
Total  $241,360   $110,232   $130,934   $194 
Asset and Commercial Mortgage Backed Securities   24,866        21,564    3,302 
Corporate Bonds   19,932        19,932     
Exchange Traded Funds   19,184    19,184         
Foreign Government Obligations   43,534        43,534     
Preferred Stocks   1,767        1,557    210 
U.S. Government Agencies   14,491        14,491     
U.S. Government Securities   8,060        8,060     

 

24
 

 

The Hartford Global All-Asset Fund
Consolidated Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary - (continued)

January 31, 2015

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets: - (continued)                    
Warrants   235    235         
Short-Term Investments   44,788        44,788     
Purchased Options   541    126    415     
Total  $418,758   $129,777   $285,275   $3,706 
Foreign Currency Contracts*  $9,605   $   $9,605   $ 
Futures*   1,851    1,851         
Swaps - Credit Default*   11        11     
Swaps - Total Return*   604        604     
Total  $12,071   $1,851   $10,220   $ 
Liabilities:                    
TBA Sale Commitments  $7,798   $   $7,798   $ 
Total  $7,798   $   $7,798   $ 
Foreign Currency Contracts*  $6,226   $   $6,226   $ 
Futures*   2,006    2,006         
Swaps - Credit Default*   1,048        1,048     
Swaps - Total Return*   423        423     
Total  $9,703   $2,006   $7,697   $ 

 

For the three-month period ended January 31, 2015, investments valued at $4,053 were transferred from Level 1 to Level 2, and investments valued at $7,039 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 mean 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, 2014
   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, 2015
 
Assets:                                             
Asset & Commercial Mortgage Backed Securities   $3,015   $(5)  $(10)†  $2   $428   $(128)  $   $   $3,302 
Common Stocks        (278)   245           (28)   255        194 
Preferred Stocks    120        90§                       210 
Total   $3,135   $(283)  $325   $2   $428   $(156)  $255   $   $3,706 

 

*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, 2015 was $(10).
Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2015 was $245.
§Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2015 was $90.

 

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.

  

25
 

 

The Hartford Global Alpha Fund
Schedule of Investments
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
Asset and Commercial Mortgage Backed Securities - 5.5% 
     Finance and Insurance - 5.5%     
     CHL Mortgage Pass-Through Trust     
$21    6.25%, 09/25/2036   $21 
     Connecticut Avenue Securities Series     
 115    3.07%, 07/25/2024 Δ    104 
     Countrywide Alternative Loan Trust     
 13    0.36%, 09/25/2046 Δ    11 
 16    0.49%, 11/25/2035 Δ    13 
 26    6.50%, 09/25/2036    23 
     Dryden Senior Loan Fund     
 250    1.71%, 07/15/2026 ■Δ    249 
     GMAC Mortgage Corp. Loan Trust     
 30    2.93%, 09/19/2035 Δ    28 
     GSAA Home Equity Trust     
 118    0.29%, 04/25/2047 Δ    91 
     JP Morgan Chase Commercial Mortgage Securities Corp.     
 100    2.75%, 10/15/2045 ■    79 
 115    4.42%, 12/15/2047 ■Δ    102 
     Magnetite CLO Ltd.     
 250    1.70%, 07/25/2026 ■Δ    248 
     OZLM Funding Ltd.     
 250    1.78%, 04/17/2026 ■Δ    249 
     Residential Accredit Loans, Inc.     
 93    0.38%, 04/25/2046 Δ    47 
     UBS-Barclays Commercial Mortgage Trust     
 50    4.09%, 03/10/2046 ■Δ    42 
     WaMu Mortgage Pass Through Certificates     
 16    1.82%, 01/25/2037 Δ    14 
 29    2.16%, 09/25/2046 Δ    26 
     Wells Fargo Mortgage Backed Securities Trust     
 10    2.49%, 10/25/2036 Δ    9 
     WF-RBS Commercial Mortgage Trust     
 70    3.02%, 11/15/2047 ■    50 
         1,406 
           
     Total Asset and Commercial Mortgage Backed Securities     
     (Cost $1,369)   $1,406 
           

Corporate Bonds - 8.7%

     
     Administrative, Support, Waste Management and Remediation Services - 0.1%     
     Clean Harbors, Inc.     
$25    5.13%, 06/01/2021   $25 
           
     Construction - 0.1%     
     MDC Holdings, Inc.     
 30    5.50%, 01/15/2024    29 
           
     Finance and Insurance - 5.6%     
     Ally Financial, Inc.     
 50    3.75%, 11/18/2019    50 
 40    5.13%, 09/30/2024    41 
     American International Group, Inc.     
GBP   50    5.75%, 03/15/2067    78 
     Bank of America Corp.     
EUR   50    0.77%, 05/23/2017 Δ    56 
     Banque PSA Finance S.A.     
EUR   100    4.00%, 06/24/2015 §    115 
     Barclays Bank plc     
 210    4.38%, 09/11/2024    213 
     CIT Group, Inc.     
 5    5.25%, 03/15/2018    5 
     CNH Capital LLC     
 75    3.63%, 04/15/2018    74 
     CNH Industrial Finance Europe S.A.     
EUR   100    2.75%, 03/18/2019 §    115 
     Conti-Gummi Finance B.V.     
EUR   100    2.50%, 03/20/2017 §    118 
     Ford Motor Credit Co. LLC     
 125    5.63%, 09/15/2015    129 
     HSBC Holdings plc     
EUR   50    0.38%, 09/30/2020 Δ    56 
     Navient Corp.     
 165    5.50%, 01/15/2019    171 
 20    6.25%, 01/25/2016    21 
     Royal Bank of Scotland Group plc     
 115    6.00%, 12/19/2023    129 
 50    9.50%, 03/16/2022 §    56 
         1,427 
     Health Care and Social Assistance - 0.6%     
     AbbVie, Inc.     
 25    1.75%, 11/06/2017    25 
     DaVita, Inc.     
 45    5.75%, 08/15/2022    48 
     Fresenius Medical Care U.S. Finance II, Inc.     
 70    5.63%, 07/31/2019 ■    76 
         149 
     Information - 1.6%     
     Deutsche Telekom International Finance B.V.     
 175    5.75%, 03/23/2016    184 
     First Data Corp.     
 35    7.38%, 06/15/2019 ■    37 
 20    8.25%, 01/15/2021 ■    21 
     Verizon Communications, Inc.     
 27    5.01%, 08/21/2054 ■    30 
 103    6.55%, 09/15/2043    139 
         411 
     Petroleum and Coal Products Manufacturing - 0.2%     
     Petrobras Global Finance     
 45    3.25%, 03/17/2017    41 
           
     Utilities - 0.3%     
     American Electric Power Co., Inc.     
 25    1.65%, 12/15/2017    25 
 50    2.95%, 12/15/2022    51 
         76 
     Wholesale Trade - 0.2%     
     Spectrum Brands, Inc.     
 60    6.38%, 11/15/2020    64 
           
     Total Corporate Bonds     
     (Cost $2,266)   $2,222 
           

Foreign Government Obligations - 8.5%

     
     Cyprus - 1.2%     
     Cyprus (Republic of)     
EUR   85    4.63%, 02/03/2020 ■    95 

 

1
 

 

The Hartford Global Alpha Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
Foreign Government Obligations - 8.5% - (continued) 
     Cyprus - 1.2% - (continued)     
     Cyprus (Republic of) - (continued)     
EUR  193   4.75%, 06/25/2019 §  $218 
         313 
     France - 0.5%     
     France (Government of)     
EUR   93   2.10%, 07/25/2023   130 
           
     Italy - 3.1%     
     Italy (Republic of)     
EUR   121   2.35%, 09/15/2024 ■◄   156 
EUR   185   2.50%, 03/01/2015   210 
EUR   360   3.00%, 04/15/2015   409 
         775 
     Portugal - 0.6%     
     Portugal (Republic of)     
EUR   120   3.88%, 02/15/2030 ■   148 
           
     South Africa - 0.3%     
     South Africa (Republic of)     
ZAR   630   10.50%, 12/21/2026   69 
           
     United Kingdom - 2.8%     
     United Kingdom (Government of)     
GBP   300   2.00%, 07/22/2020 §   475 
GBP   125   3.50%, 01/22/2045 §   248 
         723 
     Total Foreign Government Obligations     
     (Cost $2,212)  $2,158 
           
U.S. Government Securities - 52.3%     
U.S. Treasury Securities - 52.3%     
     U.S. Treasury Notes - 52.3%     
$565   0.13%, 04/30/2015  $565 
 2,550   0.25%, 02/15/2015   2,550 
 3,800   0.25%, 02/28/2015 ╦   3,801 
 3,080   0.25%, 03/31/2015 Є   3,081 
 85   0.25%, 05/15/2015   85 
 440   0.38%, 03/15/2015   440 
 540   0.38%, 04/15/2015   540 
 740   0.38%, 06/30/2015   741 
 270   1.88%, 06/30/2015   272 
 1,195   4.13%, 05/15/2015   1,209 
         13,284 
     Total U.S. Government Securities     
     (Cost $13,284)  $13,284 
           
     Total Long-Term Investments Excluding Purchased Options     
     (Cost $19,131)  $19,070 
           
Short-Term Investments - 19.9%     
Foreign Government Obligations - 2.0%     
     Quebec (Province of)     
$500   0.09%, 2/12/2015 ○  $500 
           
Other Direct Federal Obligations - 9.9%     
     FHLB     
$1,000   0.06%, 3/30/2015  $999 
 1,000   0.09%, 3/20/2015 ○   1,000 
 500   0.11%, 4/9/2015   500 
         2,499 
Commercial Paper - 3.9%     
     Finance and Insurance - 2.9%     
     Bell Canada     
$250   0.41%, 2/24/2015 ○  $250 
     Nissan Motor Acceptance Corp.     
 250   0.32%, 2/19/2015 ○   250 
     United Health Group     
 250   0.21%, 2/6/2015 ○   250 
         750 
     Health Care and Social Assistance - 1.0%     
     Merck & Co., Inc.     
 250   0.13%, 2/10/2015 ○   250 
           
         1,000 
Repurchase Agreements - 4.1%     
     Bank of America Merrill Lynch Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $1, collateralized by U.S. Treasury
Note 0.88%, 2017, value of $1)
     
$1   0.04%, 1/31/15  $1 
     Bank of America Merrill Lynch TriParty
Repurchase Agreement (maturing on
02/02/2015 in the amount of $44,
collateralized by FHLMC 3.50% - 4.00%, 2032
- 2045, FNMA 1.83% - 4.50%, 2025 - 2045,
value of $45)
     
 44   0.06%, 1/31/15   44 
     Bank of Montreal  TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $320, collateralized by U.S.
Treasury Bill 0.04% - 0.25%, 2015 - 2016,
U.S. Treasury Bond 3.00% - 9.88%, 2015 -
2044, U.S. Treasury Note 0.25% - 4.63%,
2015 - 2022, value of $326)
     
 320   0.05%, 1/31/15   320 
     Bank of Montreal TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $74, collateralized by FHLMC
2.00% - 5.50%, 2022 - 2044, FNMA 3.00% -
4.00%, 2022 - 2042, GNMA 3.00%, 2043,
U.S. Treasury Bill 0.25%, 2016, U.S. Treasury
Note 0.75% - 2.50%, 2017 - 2024, value of
$76)
     
 74   0.06%, 1/31/15   74 
     Barclays Capital TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$213, collateralized by U.S. Treasury Note
1.50% - 2.00%, 2016 - 2023, value of $217)
     
 213   0.04%, 1/31/15   213 
     Citigroup Global Markets, Inc. TriParty
Repurchase Agreement (maturing on
02/02/2015 in the amount of $139,
collateralized by U.S. Treasury Bond 3.75% -
4.50%, 2038 - 2043, value of $141)
     
 139   0.05%, 1/31/15   139 

 

2
 

 

The Hartford Global Alpha Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬      Market Value ╪ 
Short-Term Investments - 19.9% - (continued)          
     Repurchase Agreements - 4.1% - (continued)          
     Deutsche Bank Securities TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $12, collateralized by FHLMC
2.50% - 6.50%, 2020 - 2041, FNMA 2.50% -
6.50%, 2016 - 2047, GNMA 3.50%, 2045,
U.S. Treasury Bill 0.07% - 0.25%, 2015 -
2016, U.S. Treasury Bond 2.38% - 5.38%,
2027 - 2043, U.S. Treasury Note 0.13% -
4.63%, 2015 - 2024, value of $12)
          
$12   0.05%, 1/31/15       $12 
     Royal Bank of Scotland TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $51, collateralized by U.S. Treasury
Bond 8.13%, 2019, U.S. Treasury Note 2.38%
- 3.63%, 2020 - 2024, value of $52)
          
 51   0.06%, 1/31/15        51 
     Societe Generale TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $3, collateralized by U.S. Treasury
Note 0.75% - 2.63%, 2016 - 2017, value of $3)
          
 3   0.06%, 1/31/15        3 
     TD Securities TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$190, collateralized by FHLMC 3.00% -
4.00%, 2026 - 2043, FNMA 2.50% - 5.00%,
2025 - 2044, value of $194)
          
 190   0.07%, 1/31/15        190 
              1,047 
     Total Short-Term Investments          
     (Cost $5,047)       $5,046 
                
     Total Investments Excluding Purchased Options          
     (Cost $24,178)   94.9%  $24,116 
     Total Purchased Options          
     (Cost $57)   0.3%   77 
     Total Investments          
     (Cost $24,235) ▲   95.2%  $24,193 
     Other Assets and Liabilities   4.8%   1,215 
     Total Net Assets   100.0%  $25,408 

 

3
 

 

The Hartford Global Alpha Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

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

 

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

 

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for reporting ease. 

 

At January 31, 2015, the cost of securities for federal income tax purposes was $24,237 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation   $129 
Unrealized Depreciation    (173)
Net Unrealized Depreciation   $(44)

 

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

 

ΔVariable rate securities; the rate reported is the coupon rate in effect at January 31, 2015.

 

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 noted, these holdings are determined to be liquid. At January 31, 2015, the aggregate value of these securities was $1,582, 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, as amended. 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, 2015, the aggregate value of these securities was $1,345, which represents 5.3% of total net assets.

 

This security, or a portion of this security, has been pledged as collateral in connection with OTC swap contracts.

 

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

 

Cash pledged and received as collateral in connection with derivatives at January 31, 2015:

  

   Pledged ‡   Received 
Futures contracts  $84   $ 
Total  $84   $ 

 

‡ As previously noted, certain securities, or a portion of these securities, are pledged as collateral in connection with certain derivative instruments. These securities are held by the Fund but are not represented in the table above.

 

4
 

 

The Hartford Global Alpha Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

OTC Option Contracts Outstanding at January 31, 2015

 

Description  Counter -
party
  Risk
Exposure
Category
  Exercise Price/ FX Rate/
Rate
  Expiration
Date
  Number of
Contracts *
  Market
Value ╪
   Premiums
Paid by
Fund
   Unrealized
Appreciation
(Depreciation)
 
Purchased Option contracts:                                   
Calls                                   
EUR Call/USD Put  GSC  FX  1.29 USD per EUR  04/15/15  EUR   255,000   $   $6   $(6)
USD Call/CHF  Put Ҹ  CBK  FX  1.10 CHF per USD  07/02/15  USD   36,000    2    5    (3)
USD Call/CHF Put  BOA  FX  0.92 CHF per USD  04/24/15  USD   338,000    8    5    3 
USD Call/CNH Put  SCB  FX  6.50 CNH per USD  04/16/15  USD   717,000    3    5    (2)
USD Call/CNY Put  JPM  FX  6.30 CNY per USD  06/15/15  USD   580,000    5    3    2 
USD Call/KRW Put  GSC  FX  1,200.00 KRW per USD  09/10/15  USD   23,000    3    4    (1)
USD Call/SGD Put  GSC  FX  1.35 SGD per USD  06/10/15  USD   18,000    9    5    4 
Total Calls                  1,967,000   $30   $33   $(3)
Puts                                   
AUD Put/CAD Call  BOA  FX  0.89 CAD per AUD  09/11/15  AUD   30,000   $3   $5   $(2)
AUD Put/USD Call  GSC  FX  0.75 USD per AUD  12/10/15  AUD   30,891    8    5    3 
EUR Put/BRL Call  GSC  FX  3.05 BRL per EUR  06/20/15  EUR   85,000    2        2 
EUR Put/TRY Call  DEUT  FX  2.57 TRY per EUR  06/20/15  EUR   165,000    1    1     
EUR Put/USD Call  JPM  FX  1.26 USD per EUR  03/05/15  EUR   100,250    13    1    12 
EUR Put/ZAR Call  GSC  FX  12.72 ZAR per EUR  06/20/15  EUR   165,000    2    1    1 
GBP Put/USD Call ₪  JPM  FX  1.50 USD per GBP  07/02/15  GBP   26,000    16    5    11 
Total Puts                  602,141   $45   $18   $27 
Total purchased option contracts         2,569,141   $75   $51   $24 

 

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

 

Ҹ This security has limitations.  If the USD per CHF exchange rate is greater than or equal to 1.10 at expiration date, the Fund will receive the equivalent of par on the number of contracts traded.
This security has limitations.  If the USD per GBP exchange rate is greater than or equal to 1.50 at expiration date, the Fund will receive the equivalent of par on the number of contracts traded.

 

OTC Swaption Contracts Outstanding at January 31, 2015

 

Description  Counter -
party
  Risk
Exposure
Category
  Exercise Price/ FX Rate/
Rate
   Expiration
Date
  Number of
Contracts *
  Market
Value ╪
   Premiums
Paid by
Fund
   Unrealized
Appreciation
(Depreciation)
 
Purchased swaption contracts:
Calls
Credit Default Swaption CDX.NA.HY.23  CSI  CR  1.07 %  02/18/15  USD   1,500,000   $1   $4   $(3)
Credit Default Swaption ITRAXX.EUR.22  BNP  CR  0.55 %  03/18/15  EUR   210,000             
Total Calls                    1,710,000   $1   $4   $(3)
Puts                                     
Credit Default Swaption ITRAXX.EUR.22  BNP  CR  0.65 %  03/18/15  EUR   215,000   $1   $2   $(1)
Credit Default Swaption ITRAXX.EUR.22  BNP  CR  0.75 %  03/18/15  EUR   215,000             
Total Puts                    430,000   $1   $2   $(1)
Total purchased swaption contracts             2,140,000   $2   $6   $(4)

 

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

 

5
 

 

The Hartford Global Alpha Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Futures Contracts Outstanding at January 31, 2015

 

   Number of  Expiration  Notional   Market   Unrealized
Appreciation/(Depreciation)
   Variation Margin 
Description  Contracts*  Date  Amount   Value ╪   Asset   Liability   Asset   Liability 
Long position contracts:
Euro-BUND Future  5  03/06/2015  $895   $900   $5   $   $4   $ 
Long Gilt Future  3  03/27/2015   554    560    6        11    (3)
U.S. Treasury 30-Year Bond Future  6  03/20/2015   904    908    4        3     
U.S. Treasury CME Ultra Long Term Bond Future  4  03/20/2015   698    716    18        8     
Total                  $33   $   $26   $(3)
Short position contracts:                                    
Australian 10-Year Bond Future  1  03/16/2015  $102   $103   $   $(1)  $2   $(2)
Australian 3-Year Bond Future  2  03/16/2015   173    174        (1)        
Canadian Government 10-Year Bond Future  5  03/20/2015   569    573        (4)       (4)
Euro BUXL 30-Year Bond Future  1  03/06/2015   186    190        (4)       (3)
Euro-BOBL Future  12  03/06/2015   1,770    1,775        (5)       (2)
Euro-OAT Future  1  03/06/2015   169    170        (1)       (1)
Japan 10-Year Mini Bond Future  29  03/10/2015   3,629    3,659        (30)       (5)
U.S. Treasury 10-Year Note Future  12  03/20/2015   1,557    1,571        (14)   1    (10)
U.S. Treasury 2-Year Note Future  3  03/31/2015   656    659        (3)       (1)
U.S. Treasury 5-Year Note Future  12  03/31/2015   1,444    1,456        (12)       (5)
Total                  $   $(75)  $3   $(33)
Total futures contracts                  $33   $(75)  $29   $(36)

 

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

  

6
 

 

The Hartford Global Alpha Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

OTC Credit Default Swap Contracts Outstanding at January 31, 2015

  

    Counter-   Notional     (Pay)/ Receive Fixed
Rate/ Implied
    Expiration   Upfront
Premiums
    Upfront
Premiums
    Market     Unrealized Appreciation/
(Depreciation)
 
Reference Entity   party   Amount (a)     Credit Spread (b)     Date   Paid     Received     Value ╪     Asset     Liability  
Credit default swaps on indices:
Buy protection:
ABX.HE.AA.06-1   JPM   USD 19       (0.32 )%   07/25/45   $ 5     $     $ 4     $     $ (1 )
ABX.HE.AAA.06-1   JPM   USD 27       (0.18 )%   07/25/45     1             1              
ABX.HE.AAA.06-2   BOA   USD 181       (0.11 )%   05/25/46     38             36             (2 )
ABX.HE.AAA.07-1   GSC   USD 25       (0.09 )%   08/25/37     7             7              
ABX.HE.AAA.07-1   MSC   USD 58       (0.09 )%   08/25/37     14             15       1        
ABX.HE.PENAAA.06-2   JPM   USD 151       (0.11 )%   05/25/46     21             21              
CMBX.NA.A.7   JPM   USD 65       (2.00 )%   01/17/47           (2 )           2        
CMBX.NA.AA.2   CSI   USD 38       (0.15 )%   03/15/49     11             12       1        
CMBX.NA.AA.2   DEUT   USD 123       (0.15 )%   03/15/49     43             40             (3 )
CMBX.NA.AA.2   MSC   USD 156       (0.15 )%   03/15/49     57             50             (7 )
CMBX.NA.AA.7   CSI   USD 180       (1.50 )%   01/17/47                              
CMBX.NA.AA.7   CSI   USD 60       (1.50 )%   01/17/47           (1 )           1        
CMBX.NA.AA.7   MSC   USD 65       (1.50 )%   01/17/47           (1 )           1        
CMBX.NA.AJ.1   CSI   USD 90       (0.84 )%   10/12/52     5             2             (3 )
CMBX.NA.AJ.2   CSI   USD 84       (1.09 )%   03/15/49     13             7             (6 )
CMBX.NA.AJ.2   DEUT   USD 104       (1.09 )%   03/15/49     10             9             (1 )
CMBX.NA.AJ.4   CBK   USD 50       (0.96 )%   02/17/51     9             10       1        
CMBX.NA.AJ.4   CSI   USD 184       (0.96 )%   02/17/51     36             37       1        
CMBX.NA.AJ.4   CSI   USD 95       (0.96 )%   02/17/51     24             19             (5 )
CMBX.NA.AJ.4   DEUT   USD 70       (0.96 )%   02/17/51     13             14       1        
CMBX.NA.AJ.4   GSC   USD 50       (0.96 )%   02/17/51     8             10       2        
CMBX.NA.AJ.4   JPM   USD 10       (0.96 )%   02/17/51     3             2             (1 )
CMBX.NA.AJ.4   MSC   USD 60       (0.96 )%   02/17/51     12             12              
CMBX.NA.AM.2   CSI   USD 365       (0.50 )%   03/15/49     24             3             (21 )
CMBX.NA.AM.4   GSC   USD 55       (0.50 )%   02/17/51     5             2             (3 )
CMBX.NA.AS.6   CSI   USD 135       (1.00 )%   05/11/63     1             1              
CMBX.NA.AS.7   CBK   USD 60       (1.00 )%   01/17/47     1             1              
CMBX.NA.AS.7   CSI   USD 85       (1.00 )%   01/17/47     2             2              
ITRAXX.EUR.Senior Financials Series 21   DEUT   EUR 140       (1.00 )%   06/20/19           (2 )     (3 )           (1 )
ITRAXX.EUR.Senior Financials Series 22   BNP   EUR   90       (1.00 )%   12/20/19           (2 )     (2 )            
ITRAXX.EUR.Senior Financials Series 22   GSC   EUR 450       (1.00 )%   12/20/19           (10 )     (8 )     2        
Total                           $ 363     $ (18 )   $ 304     $ 13     $ (54 )
Sell protection:
CMBX.NA.A.2   BOA   USD 36       0.25 %   03/15/49   $     $ (21 )   $ (24 )   $     $ (3 )
CMBX.NA.AAA.6   BOA   USD 140       0.50 %   05/11/63           (3 )     (3 )            
CMBX.NA.AAA.6   CSI   USD 175       0.50 %   05/11/63           (3 )     (4 )           (1 )
CMBX.NA.AAA.6   CSI   USD 645       0.50 %   05/11/63           (20 )     (15 )     5        
CMBX.NA.AAA.6   DEUT   USD 260       0.50 %   05/11/63           (6 )     (6 )            
CMBX.NA.AAA.6   JPM   USD 50       0.50 %   05/11/63           (2 )     (1 )     1        
CMBX.NA.AAA.6   UBS   USD 70       0.50 %   05/11/63           (2 )     (2 )            
CMBX.NA.BB.6   BOA   USD 75       5.00 %   05/11/63                              
CMBX.NA.BB.6   CSI   USD 335       5.00 %   05/11/63           (16 )     (1 )     15        
CMBX.NA.BB.6   CSI   USD 137       5.00 %   05/11/63     1             (1 )           (2 )
CMBX.NA.BB.6   GSC   USD 10       5.00 %   05/11/63                              
CMBX.NA.BB.6   UBS   USD 15       5.00 %   05/11/63                              
CMBX.NA.BB.7   BOA   USD 30       5.00 %   01/17/47           (1 )     (1 )            
CMBX.NA.BB.7   CSI   USD 110       5.00 %   01/17/47           (5 )     (3 )     2        
CMBX.NA.BB.7   DEUT   USD 50       5.00 %   01/17/47           (1 )     (1 )            
CMBX.NA.BB.7   GSC   USD 85       5.00 %   01/17/47           (5 )     (2 )     3        
CMBX.NA.BB.8   BOA   USD 45       5.00 %   10/17/57           (3 )     (3 )            
CMBX.NA.BB.8   CSI   USD 15       5.00 %   10/17/57           (1 )     (1 )            
CMBX.NA.BBB-.7   CSI   USD 35       3.00 %   01/17/47           (2 )     (1 )     1        
CMBX.NA.BBB-.7   UBS   USD 45       3.00 %   01/17/47           (2 )     (1 )     1        

 

7
 

 

The Hartford Global Alpha Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

OTC Credit Default Swap Contracts Outstanding at January 31, 2015 - (continued)

 

    Counter-   Notional     (Pay)/ Receive Fixed
Rate/ Implied
  Expiration   Upfront
Premiums
    Upfront
Premiums
    Market     Unrealized Appreciation/
(Depreciation)
 
Reference Entity   party   Amount (a)     Credit Spread (b)   Date   Paid     Received     Value ╪     Asset     Liability  
Credit default swaps on indices: - (continued)
Sell protection: - (continued)
PrimeX.ARM.2   MSC    USD 114     4.58%   12/25/37   $ 3     $     $ 4     $ 1     $  
PrimeX.ARM.2   MSC    USD 5     4.58%   12/25/37                              
Total                       $ 4     $ (93 )   $ (66 )   $ 29     $ (6 )
Total traded indices                       $ 367     $ (111 )   $ 238     $ 42     $ (60 )
Credit default swaps on single-name issues:
Buy protection:
Ally Financial, Inc.   MSC   USD 30     (5.00)% / 1.69%   12/20/19   $     $ (4 )   $ (4 )   $     $  
CIT Group, Inc.   GSC   USD  5     (5.00)% / 1.56%   12/20/17           (1 )     (1 )            
First Data Corp.   MSC   USD  100     (5.00)% / 1.33%   09/20/17           (8 )     (10 )           (2 )
Freescale Semiconductors, Inc.   JPM   USD  100     (5.00)% / 1.13%   12/20/17           (9 )     (11 )           (2 )
MDC Holdings, Inc.   JPM   USD  30     (1.00)% / 1.75%   03/20/20     1             1              
Ryland Group, Inc.   DEUT   USD  75     (5.00)% / 1.12%   09/20/17           (7 )     (8 )           (1 )
Ryland Group, Inc.   DEUT   USD  50     (5.00)% / 1.24%   12/20/17           (5 )     (5 )            
Telefonica S.A.   CSI   EUR   60     (1.00)% / 0.61%   06/20/19                 (1 )           (1 )
Tenet Healthcare Corp.   MSC   USD  50     (5.00)% / 1.74%   12/20/17           (5 )     (5 )            
ThyssenKrupp, AG.   CSI   EUR   45     (1.00)% / 1.71%   03/20/20     2             2              
ThyssenKrupp, AG.   GSC   EUR   30     (1.00)% / 1.71%   03/20/20     1             1              
Total                       $ 4     $ (39 )   $ (41 )   $     $ (6 )
Sell protection:
ArcelorMittal   CSI   EUR   45     1.00% / 3.44%   03/20/20   $     $ (5 )   $ (6 )   $     $ (1 )
ArcelorMittal   GSC   EUR 30     1.00% / 3.44%   03/20/20           (3 )     (4 )           (1 )
First Data Corp.   JPM   USD    100     5.00% / 2.91%   12/20/19     6             9       3        
Freescale Semiconductors, Inc.   GSC   USD 40     5.00% / 2.35%   12/20/19     4             5       1        
Freescale Semiconductors, Inc.   JPM   USD   75     5.00% / 2.35%   12/20/19     6             9       3        
Gannett Co., Inc.   GSC   USD   50     5.00% / 2.42%   12/20/19     6             6              
Koninklijke KPN, N.V.   CSI   EUR   60     1.00% / 0.72%   06/20/19                 1       1        
Liberty Interactive LLC   GSC   USD   50     5.00% / 2.55%   03/20/20     6             6              
Ryland Group, Inc.   BOA   USD 15     5.00% / 2.46%   03/20/20     2             2              
Ryland Group, Inc.   DEUT   USD 50     5.00% / 2.35%   12/20/19     4             6       2        
Ryland Group, Inc.   JPM   USD   10     5.00% / 2.46%   03/20/20     1             1              
Tenet Healthcare Corp.   MSC   USD   50     5.00% / 3.71%   12/20/19     4             3             (1 )
United Rents, Inc.   GSC   USD    10     5.00% / 2.66%   03/20/20     1             1              
Total                       $ 40     $ (8 )   $ 39     $ 10     $ (3 )
Total single-name issues                       $ 44     $ (47 )   $ (2 )   $ 10     $ (9 )
Total OTC contracts                       $ 411     $ (158 )   $ 236     $ 52     $ (69 )

 

(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.

 

(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, 2015. 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.

 

8
 

 

The Hartford Global Alpha Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

Centrally Cleared Credit Default Swap Contracts Outstanding at January 31, 2015

 

   Clearing  Notional   (Pay)/ Receive
Fixed
   Expiration      Market  

Unrealized
Appreciation/
(Depreciation)

  

Variation Margin

 

Reference Entity

 

House (a)

 

Amount (b)

  

Rate

  

Date

 

Cost Basis

  

Value ╪

  

Asset

  

Liability

  

Asset

  

Liability

 
Credit default swaps on indices:
Buy protection:
ITRAXX.EUR.22  ICE  EUR   565    (1.00)%  12/20/19  $(14)  $(12)  $2   $   $2   $ 
ITRAXX.XOV.22  ICE  EUR285    (5.00)%  12/20/19   (27)   (25)   2        1     
Total                  $(41)  $(37)  $4   $   $3   $ 
Sell protection:
CDX.NA.HY.23  CME  USD  605    5.00%  12/20/19  $35   $34   $   $(1)  $   $(2)
CDX.NA.IG.23  CME  USD  665    1.00%  12/20/19   10    9        (1)       (1)
ITRAXX.EUR.22  ICE  EUR  445    1.00%  12/20/19   12    10        (2)        
Total                  $57   $53   $   $(4)  $   $(3)
Total traded indices           $16   $16   $4   $(4)  $3   $(3)
Total centrally cleared contracts       $16   $16   $4   $(4)  $3   $(3)

 

(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.

 

OTC Interest Rate Swap Contracts Outstanding at January 31, 2015

 

    Payments made   Payments received   Notional     Expiration   Upfront
Premiums
    Upfront
Premiums
    Market    

Unrealized
Appreciation/(Depreciation)

 

Counterparty

 

by Fund

 

by Fund

 

Amount

   

Date

 

Paid

   

Received

   

Value ╪

   

Asset

   

Liability

 
BOA   3.59% Fixed   CLICP Camara   CLP 123,125     03/18/20   $     $     $ (2 )   $     $ (2 )
CBK   2.06% Fixed   KRW CD KSDA   KRW 396,250     03/18/20                 (2 )           (2 )
CBK   3.09% Fixed   6M BUBOR HUF   HUF 10,650     03/18/25                              
CBK   3M STIBOR   0.49% Fixed   SEK 850     03/18/20                              
CBK   7.36% Fixed   3M JIBAR   ZAR 850     03/18/25     1             (1 )           (2 )
CBK   7.79% Fixed   3M JIBAR   ZAR 1,575     03/18/25                              
CBK   7.93% Fixed   3M JIBAR   ZAR 795     03/18/25                              
DEUT   6M WIBOR PLN   1.68% Fixed   PLN 365     03/18/20                 1       1        
DEUT   KRW CD KSDA   2.11% Fixed   KRW 122,445     03/18/25                              
DEUT   MXIBTIIE   6.32% Fixed   MXN 1,225     03/12/25                              
GSC   2.09% Fixed   KRW CD KSDA   KRW 69,425     03/18/20                              
GSC   6M WIBOR PLN   1.55% Fixed   PLN 155     03/18/20                              
GSC   6M WIBOR PLN   1.67% Fixed   PLN 510     03/18/20                 1       1        
JPM   3.17% Fixed   6M BUBOR HUF   HUF 16,070     03/18/25                              
JPM   6.98% Fixed   3M JIBAR   ZAR 830     03/18/25                              
JPM   6M NIBOR   1.17% Fixed   NOK 785     03/18/20                              
JPM   6M WIBOR PLN   1.65% Fixed   PLN 680     03/18/20                 1       1        
JPM   6M WIBOR PLN   1.67% Fixed   PLN 850     12/17/16                 1       1        
JPM   6M WIBOR PLN   1.68% Fixed   PLN 1,810     03/18/20                 2       2        
JPM   6M WIBOR PLN   1.69% Fixed   PLN 1,040     03/18/20                 2       2        
JPM   6M WIBOR PLN   1.73% Fixed   PLN 525     03/18/20                 1       1        
JPM   6M WIBOR PLN   2.03% Fixed   PLN 360     12/17/19                 2       2        
JPM   6M WIBOR PLN   2.06% Fixed   PLN 690     03/18/25                              
JPM   7.04% Fixed   3M JIBAR   ZAR 830     03/18/25                              
JPM   7.29% Fixed   3M JIBAR   ZAR 850     03/18/25                 (1 )           (1 )
JPM   KRW CD KSDA   2.11% Fixed   KRW 122,445     03/18/25                              
JPM   KRW CD KSDA   2.11% Fixed   KRW 244,880     03/18/25                              
JPM   MXIBTIIE   5.19% Fixed   MXN 765     03/11/20                 1       1        
JPM   MXIBTIIE   5.23% Fixed   MXN 1,575     03/11/20                 (2 )           (2 )
MSC   MXIBTIIE   4.91% Fixed   MXN 680     03/11/20                              
MSC   MXIBTIIE   5.22% Fixed   MXN 880     03/11/20                 (1 )           (1 )
Total                       $ 1     $     $ 3     $ 12     $ (10 )

 

9
 

 

The Hartford Global Alpha Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

  

Centrally Cleared Interest Rate Swap Contracts Outstanding at January 31, 2015

 

Clearing  Payments made  Payments received  Notional   Expiration  Upfront
Premiums Paid
   Market  

Unrealized
Appreciation/
(Depreciation)

  

Variation
Margin

 

House (a)

 

by Fund

 

by Fund

 

Amount

  

Date

 

(Received)

  

Value ╪

  

Asset

  

Liability

  

Asset

  

Liability

 
LCH  3M LIBOR  2.47% Fixed  USD  65   03/18/25  $   $   $   $   $   $ 
LCH  3M LIBOR  2.57% Fixed  USD    135   03/18/25       2    2        1     
LCH  3M LIBOR  2.62% Fixed  USD    90   03/18/25       1    1             
LCH  3M LIBOR  2.72% Fixed  USD    205   03/18/25       4    4        1     
LCH  6M EURIBOR  1.14% Fixed  EUR  45   03/18/25                        
LCH  6M EURIBOR  1.18% Fixed  EUR  30   03/18/25                        
Total                $   $7   $7   $   $2   $ 

 

(a)The FCM to the contracts is GSC.

 

Foreign Currency Contracts Outstanding at January 31, 2015

 

                   

Unrealized Appreciation/(Depreciation)

 

Currency

 

Buy / Sell

 

Delivery Date

 

Counterparty

 

Contract Amount

  

Market Value ╪

  

Asset

  

Liability

 
AUD  Buy  02/27/2015  BNP  $75   $72   $   $(3)
AUD  Buy  02/27/2015  BOA   756    722        (34)
AUD  Buy  02/27/2015  CBA   331    315        (16)
AUD  Buy  02/27/2015  DEUT   174    169        (5)
AUD  Buy  02/27/2015  GSC   232    220        (12)
AUD  Buy  02/27/2015  JPM   440    421        (19)
AUD  Buy  02/27/2015  NAB   95    93        (2)
AUD  Buy  02/27/2015  UBS   31    31         
AUD  Buy  02/27/2015  WEST   101    96        (5)
AUD  Sell  02/27/2015  BCLY   72    70    2     
AUD  Sell  02/27/2015  BOA   374    365    9     
AUD  Sell  02/27/2015  CBA   758    730    28     
AUD  Sell  02/27/2015  GSC   24    23    1     
AUD  Sell  02/27/2015  HSBC   150    143    7     
AUD  Sell  02/27/2015  JPM   306    296    10     
AUD  Sell  02/27/2015  MSC   75    72    3     
AUD  Sell  02/27/2015  NAB   101    97    4     
AUD  Sell  02/27/2015  RBC   74    71    3     
AUD  Sell  02/27/2015  SSG   51    50    1     
AUD  Sell  02/27/2015  UBS   51    50    1     
BRL  Buy  02/03/2015  BCLY   13    13         
BRL  Buy  02/03/2015  GSC   13    13         
BRL  Buy  02/03/2015  JPM   94    93        (1)
BRL  Buy  02/03/2015  UBS   288    279        (9)
BRL  Buy  03/03/2015  UBS   111    107        (4)
BRL  Sell  03/03/2015  BCLY   206    205    1     
BRL  Sell  02/03/2015  BOA   22    22         
BRL  Sell  03/03/2015  GSC   81    81         
BRL  Sell  02/03/2015  JPM   110    110         
BRL  Sell  02/03/2015  UBS   250    244    6     
BRL  Sell  02/03/2015  UBS   22    22         
BRL  Sell  03/03/2015  UBS   80    80         
CAD  Buy  02/27/2015  DEUT   76    71        (5)
CAD  Buy  02/27/2015  GSC   194    181        (13)
CAD  Buy  02/27/2015  HSBC   101    94        (7)
CAD  Buy  02/27/2015  JPM   81    78        (3)
CAD  Buy  02/27/2015  MSC   76    71        (5)
CAD  Buy  02/27/2015  RBC   1,031    964        (67)
CAD  Buy  02/27/2015  TDS   33    31        (2)
CAD  Sell  02/27/2015  BOA   477    460    17     
CAD  Sell  02/27/2015  DEUT   148    145    3     
CAD  Sell  02/27/2015  GSC   93    87    6     
CAD  Sell  02/27/2015  JPM   825    777    48     

 

10
 

 

The Hartford Global Alpha Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

Foreign Currency Contracts Outstanding at January 31, 2015 - (continued)

 

                   

Unrealized Appreciation/(Depreciation)

 

Currency

 

Buy / Sell

 

Delivery Date

 

Counterparty

 

Contract Amount

  

Market Value ╪

  

Asset

  

Liability

 
CAD  Sell  02/27/2015  RBC  $135   $129   $6   $ 
CAD  Sell  02/27/2015  UBS   92    87    5     
CAD  Sell  02/27/2015  WEST   99    94    5     
CHF  Buy  02/27/2015  BOA   52    49        (3)
CHF  Buy  02/27/2015  JPM   151    151         
CHF  Buy  02/27/2015  MSC   153    169    16     
CHF  Sell  02/27/2015  CSFB   237    264        (27)
CLP  Buy  02/27/2015  BOA   112    110        (2)
CLP  Sell  02/27/2015  BOA   58    57    1     
CLP  Sell  02/27/2015  JPM   41    40    1     
CLP  Sell  02/27/2015  SCB   42    41    1     
CNH  Buy  02/27/2015  BCLY   45    45         
CNH  Buy  02/27/2015  HSBC   181    179        (2)
CNH  Buy  02/27/2015  UBS   25    25         
CNH  Sell  02/27/2015  BNP   80    79    1     
CNH  Sell  02/27/2015  CBK                
CNH  Sell  02/27/2015  GSC   37    37         
CNH  Sell  02/27/2015  HSBC   100    100         
CNH  Sell  02/27/2015  JPM   293    290    3     
CNH  Sell  02/27/2015  JPM   101    101         
COP  Buy  02/27/2015  JPM   51    49        (2)
COP  Sell  02/27/2015  JPM   61    60    1     
COP  Sell  02/27/2015  SCB   74    74         
CZK  Buy  02/27/2015  SSG   13    12        (1)
EUR  Buy  02/27/2015  BCLY   121    118        (3)
EUR  Buy  02/27/2015  BNP   76    77    1     
EUR  Buy  02/27/2015  BNP   96    96         
EUR  Buy  02/27/2015  BOA   419    406        (13)
EUR  Buy  02/27/2015  CBA   536    539    3     
EUR  Buy  02/27/2015  CBK   294    294         
EUR  Buy  02/27/2015  DEUT   90    90         
EUR  Buy  02/27/2015  DEUT   206    198        (8)
EUR  Buy  02/27/2015  GSC   147    148    1     
EUR  Buy  02/27/2015  HSBC   98    98         
EUR  Buy  02/27/2015  JPM   119    119         
EUR  Buy  02/27/2015  JPM   799    780        (19)
EUR  Buy  02/27/2015  MSC   37    35        (2)
EUR  Buy  02/03/2015  RBC   2    2         
EUR  Buy  02/27/2015  RBC   146    145        (1)
EUR  Buy  02/27/2015  SCB   143    137        (6)
EUR  Buy  02/27/2015  SSG   18    17        (1)
EUR  Buy  02/27/2015  TDS   497    474        (23)
EUR  Buy  02/27/2015  UBS   128    128         
EUR  Buy  02/27/2015  UBS   229    223        (6)
EUR  Sell  02/27/2015  BCLY   253    247    6     
EUR  Sell  03/02/2015  BCLY   221    209    12     
EUR  Sell  04/15/2015  BCLY   136    130    6     
EUR  Sell  02/27/2015  BOA   3,009    2,886    123     
EUR  Sell  02/27/2015  CBA   102    99    3     
EUR  Sell  02/27/2015  CBA   34    34         
EUR  Sell  02/27/2015  CBK   384    378    6     
EUR  Sell  02/27/2015  CBK   668    672        (4)
EUR  Sell  04/15/2015  CBK   274    277        (3)
EUR  Sell  02/03/2015  DEUT   2    2         
EUR  Sell  02/04/2015  DEUT   90    90         
EUR  Sell  02/27/2015  DEUT   661    645    16     
EUR  Sell  02/27/2015  DEUT   151    151         
EUR  Sell  02/27/2015  GSC   297    289    8     
EUR  Sell  02/27/2015  GSC   101    101         
EUR  Sell  02/27/2015  HSBC   149    143    6     

 

11
 

 

The Hartford Global Alpha Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

Foreign Currency Contracts Outstanding at January 31, 2015 - (continued)

 

                   

Unrealized Appreciation/(Depreciation)

 

Currency

 

Buy / Sell

 

Delivery Date

 

Counterparty

 

Contract Amount

  

Market Value ╪

  

Asset

  

Liability

 
EUR  Sell  02/27/2015  JPM  $1,272   $1,255   $17   $ 
EUR  Sell  02/27/2015  JPM   584    586        (2)
EUR  Sell  02/27/2015  MSC   405    387    18     
EUR  Sell  02/27/2015  MSC   77    77         
EUR  Sell  02/27/2015  RBC   40    40         
EUR  Sell  02/27/2015  RBS   28    28         
EUR  Sell  02/27/2015  SSG   56    56         
EUR  Sell  02/27/2015  UBS   171    165    6     
GBP  Buy  02/27/2015  BOA   454    452        (2)
GBP  Buy  02/27/2015  CBA   152    151        (1)
GBP  Buy  02/27/2015  CBK   301    298        (3)
GBP  Buy  02/27/2015  DEUT   68    68         
GBP  Buy  02/27/2015  GSC   98    99    1     
GBP  Buy  02/27/2015  GSC   246    246         
GBP  Buy  02/27/2015  HSBC   12    12         
GBP  Buy  02/27/2015  JPM   252    253    1     
GBP  Buy  02/27/2015  JPM   521    519        (2)
GBP  Buy  02/27/2015  UBS   91    91         
GBP  Sell  02/27/2015  BCLY   38    38         
GBP  Sell  02/27/2015  BOA   204    204         
GBP  Sell  02/27/2015  BOA   23    23         
GBP  Sell  02/27/2015  CBK   150    151        (1)
GBP  Sell  02/27/2015  DEUT   1,712    1,705    7     
GBP  Sell  02/27/2015  GSC   250    250         
GBP  Sell  02/27/2015  JPM   190    189    1     
GBP  Sell  02/27/2015  MSC   255    253    2     
GBP  Sell  02/27/2015  SSG   256    256         
GBP  Sell  02/27/2015  TDS   60    60         
GBP  Sell  02/27/2015  UBS   289    289         
HUF  Buy  02/27/2015  CBK   27    27         
HUF  Buy  02/27/2015  DEUT   50    51    1     
HUF  Buy  02/27/2015  GSC   56    55        (1)
HUF  Buy  02/27/2015  SSG   51    51         
HUF  Buy  02/27/2015  UBS   23    23         
HUF  Sell  02/27/2015  BOA   40    40         
HUF  Sell  02/27/2015  DEUT   100    100         
HUF  Sell  02/27/2015  GSC   39    39         
HUF  Sell  02/27/2015  JPM   33    32    1     
IDR  Sell  02/27/2015  SSG   20    20         
ILS  Buy  02/27/2015  BCLY   25    25         
ILS  Buy  02/27/2015  BNP   15    15         
ILS  Buy  02/27/2015  GSC   51    51         
ILS  Buy  02/27/2015  JPM   79    79         
ILS  Buy  02/27/2015  UBS   15    15         
ILS  Sell  02/27/2015  BOA   35    36        (1)
ILS  Sell  02/27/2015  GSC   13    13         
ILS  Sell  02/27/2015  SSG   36    36         
ILS  Sell  02/27/2015  UBS   18    18         
ILS  Sell  02/27/2015  UBS   13    13         
INR  Buy  02/27/2015  BCLY   23    23         
INR  Buy  02/27/2015  HSBC   75    76    1     
INR  Buy  02/27/2015  JPM   76    76         
INR  Buy  02/27/2015  UBS   76    77    1     
INR  Sell  02/27/2015  CBK   76    77        (1)
INR  Sell  02/27/2015  JPM   157    158        (1)
JPY  Buy  02/27/2015  BCLY   38    38         
JPY  Buy  02/27/2015  BOA   366    368    2     
JPY  Buy  02/27/2015  BOA   331    331         
JPY  Buy  02/27/2015  CBK   268    266        (2)
JPY  Buy  02/27/2015  GSC   46    46         

 

12
 

  

The Hartford Global Alpha Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

Foreign Currency Contracts Outstanding at January 31, 2015 - (continued)

 

                   

Unrealized Appreciation/(Depreciation)

 

Currency

 

Buy / Sell

 

Delivery Date

 

Counterparty

 

Contract Amount

  

Market Value ╪

  

Asset

  

Liability

 
JPY  Buy  02/27/2015  HSBC  $207   $206   $   $(1)
JPY  Buy  02/27/2015  JPM   457    461    4     
JPY  Buy  02/27/2015  JPM   206    204        (2)
JPY  Buy  02/27/2015  MSC   857    853        (4)
JPY  Buy  02/27/2015  NAB   178    181    3     
JPY  Buy  02/27/2015  UBS   26    26         
JPY  Sell  02/27/2015  CBA   102    102         
JPY  Sell  02/27/2015  CBK   138    138         
JPY  Sell  02/27/2015  CBK   1,097    1,107        (10)
JPY  Sell  02/27/2015  GSC   101    103        (2)
JPY  Sell  02/27/2015  HSBC   101    101         
JPY  Sell  02/27/2015  JPM   871    878        (7)
JPY  Sell  02/27/2015  MSC   298    304        (6)
JPY  Sell  02/27/2015  RBS   254    256        (2)
JPY  Sell  02/27/2015  UBS   23    23         
KRW  Buy  02/27/2015  BCLY   176    175        (1)
KRW  Buy  02/27/2015  HSBC   35    35         
KRW  Sell  02/27/2015  BCLY   13    13         
KRW  Sell  02/27/2015  HSBC   250    250         
KRW  Sell  02/27/2015  JPM   173    172    1     
KRW  Sell  02/27/2015  JPM   123    123         
MXN  Buy  02/27/2015  CBK   5    5         
MXN  Buy  02/27/2015  JPM   202    197        (5)
MXN  Buy  02/27/2015  MSC   169    164        (5)
MXN  Buy  02/27/2015  RBC   77    74        (3)
MXN  Buy  02/27/2015  SCB   52    51        (1)
MXN  Buy  02/27/2015  SSG   19    19         
MXN  Buy  02/27/2015  UBS   63    62        (1)
MXN  Sell  02/27/2015  BCLY   41    40    1     
MXN  Sell  02/27/2015  GSC   28    27    1     
MXN  Sell  02/04/2015  MSC   3    3         
MXN  Sell  02/27/2015  MSC   206    201    5     
MXN  Sell  02/03/2015  RBC   3    3         
MXN  Sell  02/27/2015  SCB   100    98    2     
MXN  Sell  02/27/2015  UBS   26    25    1     
MYR  Sell  02/27/2015  HSBC   61    60    1     
MYR  Sell  02/27/2015  JPM   61    60    1     
NOK  Buy  02/27/2015  BCLY   57    56        (1)
NOK  Buy  02/27/2015  BOA   35    35         
NOK  Buy  02/27/2015  DEUT   22    22         
NOK  Buy  02/27/2015  JPM   110    110         
NOK  Buy  02/27/2015  JPM   213    211        (2)
NOK  Buy  02/27/2015  SSG   285    282        (3)
NOK  Buy  02/27/2015  UBS   34    34         
NOK  Sell  02/27/2015  GSC   74    73    1     
NOK  Sell  02/27/2015  GSC   58    58         
NOK  Sell  02/27/2015  JPM   316    312    4     
NOK  Sell  02/27/2015  JPM   83    83         
NOK  Sell  02/27/2015  RBS   18    18         
NOK  Sell  02/27/2015  UBS   15    15         
NZD  Buy  02/27/2015  BCLY   81    80        (1)
NZD  Buy  02/27/2015  BOA   16    15        (1)
NZD  Buy  02/27/2015  CBA   54    51        (3)
NZD  Buy  02/27/2015  GSC   31    29        (2)
NZD  Buy  02/27/2015  JPM   65    62        (3)
NZD  Buy  02/27/2015  NAB   26    25        (1)
NZD  Buy  02/27/2015  SSG   23    22        (1)
NZD  Buy  02/27/2015  UBS   27    25        (2)
NZD  Sell  02/27/2015  BOA   60    58    2     
NZD  Sell  02/27/2015  CBA   47    44    3     

 

13
 

 

The Hartford Global Alpha Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

Foreign Currency Contracts Outstanding at January 31, 2015 - (continued)

 

                   

Unrealized Appreciation/(Depreciation)

 

Currency

 

Buy / Sell

 

Delivery Date

 

Counterparty

 

Contract Amount

  

Market Value ╪

  

Asset

  

Liability

 
NZD  Sell  02/27/2015  GSC  $38   $36   $2   $ 
NZD  Sell  02/27/2015  NAB   143    135    8     
NZD  Sell  02/27/2015  SCB   52    51    1     
NZD  Sell  02/27/2015  SSG   124    116    8     
PEN  Sell  02/27/2015  BNP   50    49    1     
PEN  Sell  02/27/2015  JPM   101    99    2     
PEN  Sell  02/27/2015  SCB   24    24         
PLN  Buy  02/27/2015  BNP   32    31        (1)
PLN  Buy  02/27/2015  BOA   32    32         
PLN  Buy  02/27/2015  GSC   15    15         
PLN  Buy  02/27/2015  JPM   139    139         
PLN  Buy  02/27/2015  SSG   32    31        (1)
PLN  Sell  02/27/2015  DEUT   99    98    1     
PLN  Sell  02/27/2015  DEUT   103    103         
PLN  Sell  02/27/2015  GSC   29    28    1     
PLN  Sell  02/03/2015  JPM   1    1         
PLN  Sell  02/27/2015  JPM   16    16         
RUB  Buy  02/27/2015  GSC   24    24         
RUB  Sell  02/27/2015  JPM   100    91    9     
SEK  Buy  02/27/2015  DEUT   76    75        (1)
SEK  Buy  02/27/2015  GSC   109    106        (3)
SEK  Buy  02/27/2015  JPM   116    117    1     
SEK  Buy  02/27/2015  JPM   205    201        (4)
SEK  Buy  02/27/2015  MSC   544    527        (17)
SEK  Buy  02/27/2015  SSG   254    248        (6)
SEK  Sell  02/27/2015  BCLY   17    17         
SEK  Sell  02/27/2015  BOA   31    31         
SEK  Sell  02/27/2015  GSC   212    208    4     
SEK  Sell  02/27/2015  HSBC   12    12         
SEK  Sell  02/27/2015  JPM   421    415    6     
SEK  Sell  02/27/2015  RBS   30    30         
SEK  Sell  02/27/2015  UBS   79    79         
SGD  Buy  02/27/2015  JPM   44    44         
SGD  Buy  02/27/2015  SSG   30    30         
SGD  Buy  02/27/2015  UBS   86    85        (1)
SGD  Sell  02/27/2015  BOA   26    26         
SGD  Sell  02/27/2015  CBK   26    26         
THB  Buy  02/27/2015  JPM   45    45         
THB  Sell  02/27/2015  BNP   45    45         
THB  Sell  02/27/2015  SSG   69    69         
TRY  Buy  02/27/2015  BOA   50    47        (3)
TRY  Buy  02/27/2015  DEUT   88    83        (5)
TRY  Buy  02/27/2015  JPM   25    24        (1)
TRY  Buy  02/27/2015  MSC   9    8        (1)
TRY  Buy  02/27/2015  RBS   13    12        (1)
TRY  Buy  02/27/2015  SSG   6    6         
TRY  Buy  02/27/2015  UBS   13    12        (1)
TRY  Sell  02/27/2015  CBK   15    14    1     
TRY  Sell  02/27/2015  DEUT   51    49    2     
TRY  Sell  02/27/2015  JPM   91    91         
TRY  Sell  02/27/2015  SSG   45    43    2     
TWD  Buy  02/27/2015  JPM   26    26         
TWD  Buy  02/27/2015  JPM   51    51         
TWD  Sell  02/27/2015  JPM   75    77        (2)
ZAR  Buy  02/27/2015  BCLY   58    58         
ZAR  Buy  02/27/2015  BOA   13    13         
ZAR  Buy  02/27/2015  DEUT   27    27         
ZAR  Buy  02/27/2015  DEUT   25    25         
ZAR  Buy  02/27/2015  SSG   22    22         
ZAR  Buy  02/27/2015  UBS   32    32         

 

14
 

 

The Hartford Global Alpha Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

Foreign Currency Contracts Outstanding at January 31, 2015 - (continued)

 

                   

Unrealized Appreciation/(Depreciation)

 

Currency

 

Buy / Sell

 

Delivery Date

 

Counterparty

 

Contract Amount

  

Market Value ╪

  

Asset

  

Liability

 
ZAR  Sell  02/27/2015  BOA  $13   $13   $   $ 
ZAR  Sell  02/27/2015  CBK   124    124         
ZAR  Sell  02/27/2015  DEUT   72    72         
ZAR  Sell  02/27/2015  DEUT   50    50         
ZAR  Sell  02/27/2015  JPM   15    15         
ZAR  Sell  02/27/2015  SSG   32    32         
Total                     $519   $(473)

 

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.

 

15
 

 

The Hartford Global Alpha Fund

Schedule of Investments – (continued)

January 31, 2015 (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  
CNH Chinese Yuan Renminbi - Hong Kong
CNY Chinese Yuan Renminbi  
COP Colombian Peso  
CZK Czech Koruna  
EUR EURO  
GBP British Pound  
HUF Hungarian Forint  
IDR Indonesian New Rupiah  
ILS Israeli New Shekel  
INR Indian Rupee  
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  
RUB Russian New Ruble  
SEK Swedish Krona  
SGD Singapore Dollar  
THB Thai Baht  
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
ABX.HE.PEN Markit Asset Backed Security Home Equity Penultimate
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
ITRAXX.EUR Markit iTraxx - Europe
ITRAXX.XOV Markit iTraxx Index - Europe Crossover
PrimeX.ARM Markit PrimeX Adjustable Rate Mortgage Backed Security
 
Other Abbreviations:
BUBOR Budapest Interbank Offered Rate
CD Certificate of Deposit
CLICP Sinacofi Chile Interbank Offered Rate
CLO Collateralized Loan Obligation
CR Credit
EURIBOR Euro Interbank Offered Rate
FHLB Federal Home Loan Bank
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
FX Foreign Exchange
GNMA Government National Mortgage Association
JIBAR Johannesburg Interbank Agreed Rate
KSDA Korea Securities Dealers Association
LIBOR London Interbank Offered Rate
MXIBTIIE Mexico Interbank Equilibrium Interest Rate
NIBOR Norwegian Interbank Offered rate
OTC Over-the-Counter
STIBOR Stockholm Interbank Offered Rate
WIBOR Warsaw Interbank Offered Rate

 

Credit Exposure
as of January 31, 2015

 

Credit Rating *

 

Percentage of
Net Assets

 
Aaa/ AAA   4.7%
Aa/ AA   53.8 
A   0.2 
Baa/ BBB   6.8 
Ba/ BB   5.5 
B   2.3 
Caa/ CCC or Lower   1.1 
Not Rated   0.6 
Non-Debt Securities and Other Short-Term Instruments   20.2 
Other Assets and Liabilities   4.8 
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 (Moody's) and typically range from AAA/Aaa (highest) to C/D (lowest). Presentation of S&P and Moody's credit ratings in this report have been selected for informational purposes for shareholders, as well as the Fund's consideration of industry practice. 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 the Fund's shares. Ratings may change.

 

16
 

 

The Hartford Global Alpha Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary
January 31, 2015

 

  

Total

  

Level 1 ♦

  

Level 2 ♦

  

Level 3

 
Assets:                    
Asset and Commercial Mortgage Backed Securities   $1,406   $   $1,312   $94 
Corporate Bonds    2,222        2,222     
Foreign Government Obligations    2,158        2,158     
U.S. Government Securities    13,284        13,284     
Short-Term Investments    5,046        5,046     
Purchased Options    77        77     
Total   $24,193   $   $24,099   $94 
Foreign Currency Contracts *   $519   $   $519   $ 
Futures *    33    33         
Swaps - Credit Default *    56        56     
Swaps - Interest Rate *    19        19     
Total   $627   $33   $594   $ 
Liabilities:                    
Foreign Currency Contracts *   $473   $   $473   $ 
Futures *    75    75         
Swaps - Credit Default *    73        73     
Swaps - Interest Rate *    10        10     
Total   $631   $75   $556   $ 

 

For the three-month period ended January 31, 2015, 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, 2014

  

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, 2015

 
Assets:                                             
Asset & Commercial Mortgage Backed Securities   $87   $2   $(1)*  $   $10   $(4)  $   $   $94 
Total   $87   $2   $(1)  $   $10   $(4)  $   $   $94 

 

* Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2015 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.

 

17
 

 

Hartford Global Capital Appreciation Fund
Schedule of Investments
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Common Stocks - 97.4%     
     Automobiles and Components - 0.9%     
 817   Chongqing Changan Automobile Co., Ltd. ●   $2,043 
 25   Delphi Automotive plc    1,734 
 15   Denso Corp.    668 
 441   Dongfeng Motor Group Co., Ltd.    638 
 191   Fiat Chrysler Automobiles N.V. ●    2,514 
 49   Honda Motor Co., Ltd.    1,488 
 7   Hyundai Motor Co., Ltd.    1,092 
 28   Isuzu Motors Ltd.    372 
 69   Musashi Seimitsu Industry Co., Ltd.    1,303 
 12   Toyota Industries Corp.    662 
 485   Xingda International Holdings    152 
         12,666 
     Banks - 4.1%     
 4,610   Alpha Bank A.E. ●    1,684 
 130   Axis Bank Ltd. ●    1,235 
 260   Banca Popolare dell-Emilia Romagna Scrl ●    1,757 
 214   Banco Bilbao Vizcaya Argentaria S.A.    1,828 
 100   Banco Santander Central Hispano S.A.    674 
 230   Bangkok Bank Public Co. NVDR    1,338 
 12,462   Bank of Ireland ●    3,751 
 80   Bank of Nova Scotia    3,855 
 183   Barclays Bank plc ADR    642 
 2,451   China Construction Bank    1,962 
 2,672   Eurobank Ergasias S.A. ●    330 
 45   HDFC Bank Ltd. ADR    2,560 
 351   HSBC Holdings plc    3,213 
 658   ICICI Bank Ltd. ●    3,821 
 2,835   Industrial & Commercial Bank of China Ltd.    2,022 
 705   Mitsubishi UFJ Financial Group, Inc.    3,745 
 3,805   Mizuho Financial Group, Inc.    6,221 
 3,435   Piraeus Bank S.A. ●    1,999 
 71   PNC Financial Services Group, Inc.    6,016 
 162   Sberbank of Russia ADR    596 
 32   Standard Chartered plc    426 
 34   Svenska Handelsbanken AB Class A    1,602 
 82   Wells Fargo & Co.    4,275 
         55,552 
     Capital Goods - 7.3%     
 23   Acuity Brands, Inc.    3,486 
 196   AECOM ●    4,970 
 95   Arcam AB ●    2,054 
 47   Assa Abloy Ab    2,543 
 164   Atlas Copco Ab    4,843 
 546   Balfour Beatty plc    1,824 
 15   Belden, Inc.    1,246 
 30   Braas Monier Building Group ●    608 
 1,811   Capstone Turbine Corp. ●    1,123 
 557   China Lesso Group Holdings Ltd.    272 
 618   China Machinery Engineering Corp.    524 
 77   Compagnie De Saint-Gobain    3,274 
 45   Danaher Corp.    3,699 
 76   Denyo Co., Ltd.    1,255 
 121   DigitalGlobe, Inc. ●    3,241 
 13   Doosan Corp.    1,215 
 11   Eaton Corp. plc    719 
 164   Ellaktor S.A. ●    315 
 63   Fastenal Co.    2,808 
 37   Generac Holdings, Inc. ●    1,610 
 67   General Electric Co.    1,591 
 96   HD Supply Holdings, Inc. ●    2,759 
 83   Kone Oyj Class B    3,764 
 29   Lockheed Martin Corp.    5,470 
 143   Masco Corp.    3,551 
 33   Mitsubishi Corp.    577 
 12   Nidec Corp.    783 
 152   Okuma Corp.    1,293 
 27   Owens Corning, Inc.    1,069 
 3   Polypore International, Inc. ●    140 
 413   Qinetiq Group plc    1,160 
 54   Raytheon Co.    5,400 
 166   Rexel S.A.    3,101 
 17   Rheinmetall AG    748 
 15   Safran S.A.    1,023 
 298   Sanwa Holdings Corp.    2,059 
 106   Schneider Electric S.A.    7,979 
 20   Siemens AG    2,143 
 18   Sulzer AG    1,953 
 17   Teledyne Technologies, Inc. ●    1,592 
 201   Toshiba Corp.    804 
 8   TransDigm Group, Inc.    1,553 
 44   United Technologies Corp.    4,999 
 40   Wienerberger AG    564 
 92   Zumtobel Group AG    2,105 
         99,809 
     Commercial and Professional Services - 1.3%     
 39   ACCO Brands Corp. ●    306 
 25   Clean Harbors, Inc. ●    1,206 
 132   Edenred    3,806 
 171   Enernoc, Inc. ●    2,946 
 31   Equifax, Inc.    2,633 
 27   IHS, Inc. ●    3,088 
 117   Knoll, Inc.    2,402 
 25   Robert Half International, Inc.    1,454 
         17,841 
     Consumer Durables and Apparel - 2.5%     
 61   Asics Corp.    1,499 
 70   Brunello Cucinelli S.p.A.    1,448 
 10   Compagnie Financiere Richemont S.A.    824 
 170   Crocs, Inc. ●    1,799 
 166   Electrolux AB Series B    5,100 
 31   GoPro, Inc. ●    1,523 
 35   Kate Spade & Co. ●    1,116 
 14   Lululemon Athletica, Inc. ●    912 
 52   Luxottica Group S.p.A.    3,116 
 6   Michael Kors Holdings Ltd. ●    393 
 18   Persimmon plc    437 
 52   Pulte Group, Inc.    1,063 
 1,230   Samsonite International S.A.    3,732 
 271   Sony Corp.    6,369 
 44   Vera Bradley, Inc. ●    843 
 18   Whirlpool Corp.    3,489 
         33,663 
     Consumer Services - 1.8%     
 233   Compass Group plc    4,022 
 116   Hilton Worldwide Holdings, Inc. ●    3,002 
 54   Homeinns Hotel Group ●    1,346 
 304   Kroton Educacional S.A.    1,394 
 844   Mandarin Oriental International Ltd.    1,382 
 56   McDonald's Corp.    5,217 
 42   Melco PBL Entertainment Ltd. ADR    1,013 

  

1
 

 

Hartford Global Capital Appreciation Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Common Stocks - 97.4% - (continued)     
     Consumer Services - 1.8% - (continued)     
 107   New Oriental Education & Technology Group, Inc. ADR ●   $1,956 
 17   Norwegian Cruise Line Holdings Ltd. ●    726 
 103   Opap S.A.    868 
 515   Sands China Ltd.    2,506 
 9   Wyndham Worldwide Corp.    773 
         24,205 
     Diversified Financials - 4.1%     
 358   Anima Holding S.p.A. ●    1,790 
 115   Ares Capital Corp.    1,907 
 121   Banca Generali S.p.A.    3,375 
 15   BlackRock, Inc.    5,032 
 183   Blackstone (The) Group L.P.    6,830 
 319   BM & F Bovespa S.A.    1,082 
 38   Bolsas Y Mercados Espanoles    1,581 
 31   Citigroup, Inc.    1,467 
 147   EFG International AG    1,591 
 50   Fairfax India Holdings Corp. ●    490 
 612   Henderson Group plc    2,182 
 105   Hong Kong Exchanges & Clearing Ltd.    2,412 
 213   Ichiyoshi Securities Co., Ltd.    2,159 
 107   JP Morgan Chase & Co.    5,801 
 185   Julius Baer Group Ltd.    7,525 
 52   Legg Mason, Inc.    2,870 
 84   Matsui Securities Co., Ltd.    712 
 178   Mitsubishi UFJ Lease & Finance Co., Ltd.    769 
 64   Nomad Holdings Ltd. ●†    638 
 183   Platform Specialty Products Corp. ●    3,846 
 59   Solar Cayman Ltd. ⌂■●†    4 
 131   UBS AG ●    2,198 
         56,261 
     Energy - 6.2%     
 23   Anadarko Petroleum Corp.    1,908 
 11   Baker Hughes, Inc.    646 
 305   BG Group plc    4,061 
 88   Cabot Oil & Gas Corp.    2,328 
 140   Cameco Corp.    1,971 
 27   Canadian Natural Resources Ltd.    784 
 90   Canadian Natural Resources Ltd. ADR    2,596 
 71   Chevron Corp.    7,235 
 6,382   China Suntien Green Energy    1,428 
 435   Cobalt International Energy, Inc. ●    3,971 
 15   Diamondback Energy, Inc. ●    1,021 
 61   Enbridge, Inc.    2,941 
 20   Energen Corp.    1,253 
 238   Halliburton Co.    9,511 
 5,116   Hilong Holdings Ltd.    1,579 
 29   HollyFrontier Corp.    1,025 
 139   Imperial Oil Ltd.    5,151 
 622   Karoon Gas Australia Ltd. ●    1,011 
 46   Marathon Oil Corp.    1,224 
 241   McDermott International, Inc. ●    543 
 33   National Oilwell Varco, Inc.    1,795 
 136   Patterson-UTI Energy, Inc.    2,335 
 2,000   PetroChina Co., Ltd.    2,172 
 249   Petroleo Brasileiro S.A. ADR    1,498 
 107   Petroleum Geo-Services ASA    580 
 46   Pioneer Natural Resources Co.    6,956 
 18   Range Resources Corp.    818 
 69   Rice Energy, Inc. ●    1,186 
 65   Royal Dutch Shell plc Class B    2,058 
 166   Southwestern Energy Co. ●    4,112 
 48   Total S.A.    2,481 
 663   Trican Well Service Ltd.    2,558 
 424   Tsakos Energy Navigation Ltd.    2,929 
 36   Whiting Petroleum Corp. ●    1,073 
         84,738 
     Food and Staples Retailing - 1.2%     
 26   Alimentation Couche-Tard, Inc.    1,019 
 8   CVS Health Corp.    824 
 6   E-Mart Co., Ltd.    1,206 
 124   Seven & I Holdings Co., Ltd.    4,527 
 18   Walgreens Boots Alliance Inc.    1,313 
 83   Wal-Mart Stores, Inc.    7,043 
         15,932 
     Food, Beverage and Tobacco - 5.4%     
 96   Anheuser-Busch InBev N.V.    11,748 
 119   British American Tobacco plc    6,731 
 1,029   C&C Group plc    4,011 
 232   Coca-Cola Co.    9,538 
 172   Diageo Capital plc    5,106 
 289   Greencore Group plc    1,342 
 102   Imperial Tobacco Group plc    4,771 
 15   Japan Tobacco, Inc.    411 
 23   Kraft Foods Group, Inc.    1,483 
 2,888   LT Group, Inc.    891 
 117   Mondelez International, Inc.    4,137 
 50   Monster Beverage Corp. ●    5,904 
 66   Nestle S.A.    5,013 
 58   Post Holdings, Inc. ●    2,751 
 496   Treasury Wine Estates Ltd.    1,886 
 11   TreeHouse Foods, Inc. ●    958 
 31   Unilever N.V.    1,344 
 106   Unilever N.V. NY Shares ADR    4,581 
 531   Vina Concha Y Tora S.A.    958 
         73,564 
     Health Care Equipment and Services - 1.9%     
 30   Aetna, Inc.    2,754 
 32   Becton, Dickinson & Co.    4,440 
 53   Cardinal Health, Inc.    4,392 
 1,848   CareView Communications, Inc. ●†    831 
 69   Envision Healthcare Holdings ●    2,383 
 54   Medtronic plc    3,886 
 131   Nikkiso Co., Ltd.    1,152 
 17   Olympus Corp. ●    602 
 50   UnitedHealth Group, Inc.    5,280 
         25,720 
     Household and Personal Products - 0.4%     
 61   Procter & Gamble Co.    5,108 
 31   Svenska Cellulosa AB Class B    759 
         5,867 
     Insurance - 4.4%     
 48   ACE Ltd.    5,136 
 37   Ageas    1,266 
 1,092   AIA Group Ltd.    6,340 
 288   American International Group, Inc.    14,091 
 381   Assicurazioni Generali S.p.A.    8,048 
 130   Delta Lloyd N.V.    2,461 
 489   Direct Line Insurance Group plc    2,291 
 34   Marsh & McLennan Cos., Inc.    1,812 

  

2
 

 

  Hartford Global Capital Appreciation Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Common Stocks - 97.4% - (continued)     
     Insurance - 4.4% - (continued)     
 110   MetLife, Inc.   $5,110 
 46   Principal Financial Group, Inc.    2,140 
 326   T&D Holdings, Inc.    3,667 
 73   Tokio Marine Holdings, Inc.    2,559 
 15   Zurich Financial Services AG    5,005 
         59,926 
     Materials - 5.2%     
 32   Air Liquide    4,004 
 29   Akzo Nobel N.V.    2,091 
 29   Barrick Gold Corp.    375 
 23   BASF SE    2,028 
 51   BHP Billiton plc    1,107 
 42   Cabot Corp.    1,786 
 43   Celanese Corp.    2,330 
 1,082   China Resources Cement    642 
 85   Constellium N.V. ●    1,572 
 105   CRH plc    2,543 
 29   Crown Holdings, Inc. ●    1,294 
 59   E.I. du Pont de Nemours & Co.    4,223 
 88   Eldorado Gold Corp.    421 
    Givaudan    396 
 324   Glencore plc    1,209 
 165   Harmony Gold Mining Co., Ltd. ●    496 
 85   Headwaters, Inc. ●    1,198 
 101   Holcim Ltd.    7,089 
 685   Huabao International Holdings Ltd.    540 
 121   International Paper Co.    6,379 
 850   Ivanhoe Mines Ltd. ●    509 
 22   Lafarge S.A.    1,523 
 30   Martin Marietta Materials, Inc.    3,275 
 58   Methanex Corp. ADR    2,570 
 144   Norbord, Inc.    3,213 
 27   Packaging Corp. of America    2,024 
 45   Praxair, Inc.    5,408 
 978   PTT Chemical Public Co., Ltd.    1,687 
 50   Reliance Steel & Aluminum    2,632 
 51   Rio Tinto plc ADR    2,250 
 81   Smurfit Kappa Group plc    1,994 
 24   Wacker Chemie AG    2,616 
         71,424 
     Media - 1.8%     
 77   Avex, Inc.    1,302 
 11   Comcast Corp. Class A    574 
 131   DHX Media Ltd.    883 
 24   DISH Network Corp. ●    1,668 
 8   DreamWorks Animation SKG, Inc. ●    148 
 15   McGraw Hill Financial, Inc.    1,381 
 74   Pandora Media, Inc. ●    1,236 
 69   Quebecor, Inc.    1,724 
 111   SES Global S.A.    4,031 
 109   Sky plc    1,517 
 1,688   Solocal Group ●    1,417 
 16   Tribune Media Co. - Class A ●    928 
 181   TVN S.A. ●    863 
 166   Twenty-First Century Fox, Inc.    5,506 
 53   Wolters Kluwer N.V.    1,593 
         24,771 
     Pharmaceuticals, Biotechnology and Life Sciences - 12.6%     
 54   Actavis plc ●    14,508 
 5   Agios Pharmaceuticals, Inc. ●    619 
 23   Alkermes plc ●    1,691 
 57   Almirall S.A. ●    994 
 13   Alnylam Pharmaceuticals, Inc. ●    1,228 
 203   Arena Pharmaceuticals, Inc. ●    873 
 278   AstraZeneca plc    19,757 
 129   AstraZeneca plc ADR    9,194 
 1   Avalanche Biotechnologies, Inc. ●    28 
 23   Biogen Idec, Inc. ●    8,969 
 523   Bristol-Myers Squibb Co.    31,545 
 12   Celgene Corp. ●    1,478 
 490   China Shineway Pharmaceutical Group Ltd.    768 
 82   Eisai Co., Ltd.    4,108 
 22   Eli Lilly & Co.    1,617 
 12   Five Prime Therapeutics, Inc. ●    306 
 8   Illumina, Inc. ●    1,494 
 15   Incyte Corp. ●    1,188 
 34   Innate Pharma S.A. ●    355 
 62   Johnson & Johnson    6,172 
 1   Juno Therapeutics, Inc. ●    51 
 316   Merck & Co., Inc.    19,060 
 28   Novartis AG    2,687 
 75   Ono Pharmaceutical Co., Ltd.    7,907 
 22   Portola Pharmaceuticals, Inc. ●    615 
 11   PTC Therapeutics, Inc. ●    586 
 3   Receptos, Inc. ●    384 
 12   Regeneron Pharmaceuticals, Inc. ●    5,110 
 16   Regulus Therapeutics, Inc. ●    306 
 37   Roche Holding AG    10,084 
 68   Takeda Pharmaceutical Co., Ltd.    3,387 
 55   Tesaro, Inc. ●    2,217 
 976   TherapeuticsMD, Inc. ●    3,965 
 49   UCB S.A.    3,790 
 31   Vertex Pharmaceuticals, Inc. ●    3,402 
 35   Zoetis, Inc.    1,509 
         171,952 
     Real Estate - 2.5%     
 12   AvalonBay Communities, Inc. REIT    2,117 
 115   Castellum AB    1,809 
 71   CBRE Group, Inc. ●    2,280 
 130   City Developments Ltd.    964 
 47   Columbia Property Trust, Inc.    1,150 
 169   Deutsche Annington Immobile    5,854 
 66   Deutsche Wohnen AG    1,724 
 125   E-House China Holdings Ltd.    859 
 121   Grivalia Properties REIC    1,077 
 529   Hibernia REIT    667 
 17   Icade REIT    1,450 
 5   Leju Holdings Ltd. ADR ●    53 
 383   Leopalace21 Corp. ●    2,478 
 193   Mitsui Fudosan Co., Ltd.    4,877 
 1,181   National Storage REIT    1,347 
 80   Realogy Holdings Corp. ●    3,738 
 151   Two Harbors Investment Corp. REIT    1,560 
 4   WeWork Companies, Inc. Class A ⌂●†    61 
         34,065 
     Retailing - 6.0%     
 65   Advance Automotive Parts, Inc.    10,268 
 727   Allstar Co. ⌂●†    672 
 33   Amazon.com, Inc. ●    11,835 

  

3
 

 

  Hartford Global Capital Appreciation Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Common Stocks - 97.4% - (continued)     
     Retailing - 6.0% - (continued)     
 1,908   Baoxin Automotive Group Ltd.   $1,092 
 239   Coupons.com, Inc. ●    3,424 
 25   CST Brands, Inc.    1,063 
 33   GNC Holdings, Inc.    1,476 
 618   Groupon, Inc. ●    4,428 
 6   Honest (The) Co. ⌂●†    163 
 17   HSN, Inc.    1,355 
 9   Hyundai Home Shopping Network Corp.    985 
 7,135   Intime Retail Group Co., Ltd.    4,389 
 14   L Brands, Inc.    1,154 
 92   Lowe's Cos., Inc.    6,225 
 553   Luk Fook Holdings International Ltd.    2,052 
 3,134   Maoye International Holdings    472 
 184   Marks & Spencer Group plc    1,339 
 16   Netflix, Inc. ●    7,283 
 92   Office Depot, Inc. ●    702 
 117   Rakuten, Inc.    1,614 
 57   Rent-A-Center, Inc.    1,961 
 24   Restoration Hardware Holdings, Inc. ●    2,076 
 9   Signet Jewelers Ltd.    1,045 
 138   TJX Cos., Inc.    9,076 
 39   Tory Burch LLC ⌂●†    2,332 
 41   Tuesday Morning Corp. ●    729 
 41   Urban Outfitters, Inc. ●    1,433 
 33   Wayfair, Inc. ●    652 
 679   Zhongsheng Group Holdings Ltd.    591 
         81,886 
     Semiconductors and Semiconductor Equipment - 6.0%     
 304   Applied Materials, Inc.    6,945 
 22,208   GCL-Poly Energy Holdings Ltd. ●    4,822 
 109   Hynix Semiconductor, Inc.    4,703 
 237   Intel Corp.    7,821 
 239   Maxim Integrated Products, Inc.    7,895 
 208   Micron Technology, Inc. ●    6,101 
 117   NXP Semiconductors N.V. ●    9,246 
 2   Samsung Electronics Co., Ltd.    1,893 
 40   Spansion, Inc. Class A ●    1,426 
 695   Sumco Corp.    11,667 
 75   SunEdison Semiconductor Ltd. ●    1,463 
 213   SunEdison, Inc. ●    3,987 
 278   SunPower Corp. ●    6,710 
 955   Taiwan Semiconductor Manufacturing Co., Ltd.    4,200 
 102   Taiwan Semiconductor Manufacturing Co., Ltd. ADR    2,323 
         81,202 
     Software and Services - 8.8%     
 85   21Vianet Group, Inc. ADR ●    1,410 
 105   Accenture plc    8,854 
 521   Activision Blizzard, Inc.    10,892 
 14   Adobe Systems, Inc. ●    996 
 55   Akamai Technologies, Inc. ●    3,223 
 57   Alibaba Group Holding Ltd. ●    5,115 
 62   AOL, Inc. ●    2,662 
 47   Automatic Data Processing, Inc.    3,902 
 45   Baidu, Inc. ADR ●    9,817 
 159   Cadence Design Systems, Inc. ●    2,866 
 32   ChinaCache International Holdings Ltd. ADR ●    345 
 98   Comverse, Inc. ●    1,695 
 473   Corindus Vascular Robotics, Inc. ●†    1,973 
 5   CoStar Group, Inc. ●    968 
 106   Facebook, Inc. ●    8,072 
 13   Google, Inc. Class A ●    6,739 
 21   Google, Inc. Class C ●    10,984 
 15   IAC/InterActiveCorp.    912 
 129   Kakaku.com, Inc.    1,826 
 18   LendingClub Corp. ⌂●†    315 
 328   Microsoft Corp.    13,260 
 548   Monster Worldwide, Inc. ●    2,262 
 6   NetEase, Inc. ADR    708 
 11   New Relic, Inc. ⌂●†    316 
 918   Optimal Payments plc ●    4,751 
 105   Oracle Corp.    4,397 
 15   Qihoo 360 Technology Co., Ltd. ●    858 
 36   Salesforce.com, Inc. ●    2,024 
 70   Tangoe, Inc. ●    801 
 233   Tencent Holdings Ltd. ●    3,921 
 19   Twitter, Inc. ●    719 
 27   Verint Systems, Inc. ●    1,446 
 3   Xero Ltd. ●    30 
 161   Zuora, Inc. ⌂●†    550 
         119,609 
     Technology Hardware and Equipment - 4.3%     
 386   Alcatel - Lucent ADR ●    1,330 
 179   Apple, Inc.    20,933 
 60   Arris Group, Inc. ●    1,575 
 201   Aruba Networks, Inc. ●    3,329 
 329   Cisco Systems, Inc.    8,683 
 77   EMC Corp.    2,001 
 162   Hewlett-Packard Co.    5,839 
 32   Largan Precision Co., Ltd.    2,661 
 13   Loral Space & Communications, Inc. ●    944 
 1,107   ParkerVision, Inc. ●    1,129 
 11   Qualcomm, Inc.    680 
 10   Stratasys Ltd. ●    775 
 64   TE Connectivity Ltd.    4,280 
 18   Western Digital Corp.    1,760 
 1,761   WPG Holdings Co., Ltd.    2,186 
         58,105 
     Telecommunication Services - 2.7%     
 265   Gogo, Inc. ●    3,857 
 141   Hellenic Telecommunications Organization S.A. ●    1,160 
 347   Koninklijke (Royal) KPN N.V.    1,071 
 23   Level 3 Communications, Inc. ●    1,159 
 114   Nippon Telegraph & Telephone Corp.    6,747 
 351   NTT DoCoMo, Inc.    5,919 
 86   Orange S.A.    1,506 
 48   SoftBank Corp.    2,809 
 1,087   Telecom Italia S.p.A. ●    1,263 
 352   Telenor ASA    7,568 
 471   Total Access Communication Public Co., Ltd.    1,352 
 37   Verizon Communications, Inc.    1,673 
         36,084 
     Transportation - 2.9%     
 4,579   AirAsia Berhad    3,534 
 75   Canadian National Railway Co.    4,921 
 28   CSX Corp.    939 
 44   Deutsche Post AG    1,415 
 139   DSV AS    4,385 
 109   Groupe Eurotunnel S.E.    1,459 
 310   Hertz Global Holdings, Inc. ●    6,369 

  

4
 

 

Hartford Global Capital Appreciation Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Common Stocks - 97.4% - (continued)     
     Transportation - 2.9% - (continued)     
 123   Hitachi Transport System Ltd.   $1,608 
 2,498   Jiangsu Express Co., Ltd.    3,100 
 15   Kuehne & Nagel International AG    2,027 
 26   Norfolk Southern Corp.    2,610 
 609   Pacific Basin Ship    225 
 60   United Parcel Service, Inc. Class B    5,953 
 66   UTI Worldwide, Inc. ●    787 
         39,332 
     Utilities - 3.1%     
 361   Centrica plc    1,591 
 371   Cheung Kong Infrastructure Holdings Ltd.    3,048 
 8,772   China Longyuan Power Group Corp.    9,414 
 270   China Resources Gas Group LT    657 
 29   Edison International    1,976 
 1,113   ENN Energy Holdings Ltd.    6,579 
 2,491   Guangdong Investment Ltd.    3,344 
 282   Hokkaido Electric Power Co. ●    2,280 
 2,060   Huadian Fuxin Energy Corp., Ltd.    971 
 130   Kyushu Electric Power Co., Inc. ●    1,251 
 115   National Grid plc    1,618 
 1,398   NTPC Ltd.    3,235 
 489   Snam S.p.A.    2,394 
 19   Southern Co.    969 
 1,319   Towngas China Co., Ltd.    1,152 
 28   Xcel Energy, Inc.    1,032 
         41,511 
     Total Common Stocks      
     ( Cost $1,338,830)   $1,325,685 
           
Preferred Stocks - 1.1%     
     Capital Goods - 0.0%     
 132   Lithium Technology Corp. ⌂●†   $699 
           
     Consumer Durables and Apparel - 0.1%     
 15   Cloudera, Inc. ⌂●†    445 
 47   One Kings Lane, Inc. ⌂●†    691 
         1,136 
     Consumer Services - 0.0%     
 122   Draftkings, Inc. ⌂●†    198 
           
     Media - 0.2%     
 55   ProSieben Sat.1 Media AG    2,436 
           
     Real Estate - 0.1%     
 123   Redfin Corp. ⌂●†    365 
 20   WeWork Companies, Inc., Class D-1 ⌂●†    304 
 16   WeWork Companies, Inc., Class D-2 ⌂●†    239 
         908 
     Retailing - 0.1%     
 23   Forward Ventures LLC ⌂●†    573 
 14   Honest (The) Co. Series C ⌂●†β    379 
         952 
           
     Software and Services - 0.6%     
 143   Apigee Corp. ⌂●†    461 
 11   Dropbox, Inc. ⌂●†    183 
 243   Essence Holding Group ⌂●†    407 
 39   Lookout, Inc. ⌂●†    487 
 46   Nutanix, Inc. ⌂●†    725 
 168   Uber Technologies, Inc. ⌂●†    5,050 
 29   Veracode, Inc. ⌂●†    625 
         7,938 
     Technology Hardware and Equipment - 0.0%     
 60   Pure Storage, Inc. ⌂●†    880 
           
     Telecommunication Services - 0.0%     
 19   DocuSign, Inc. ⌂●†    309 
         309 
     Total Preferred Stocks     
     (Cost $12,759)   $15,456 
           
Warrants - 0.0%     
     Banks - 0.0%     
 175   Alpha Bank A.E.   $75 
           
     Diversified Financials - 0.0%     
 64   Nomad Holdings Ltd. †    20 
           
     Total Warrants     
     (Cost $353)   $95 
           
     Total Long-Term Investments     
     (Cost $1,351,942)   $1,341,236 
           
Short-Term Investments - 1.3%     
Repurchase Agreements - 1.3%     
     Bank of America Merrill Lynch Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $17, collateralized by U.S. Treasury
Note 0.88%, 2017, value of $17)
     
$17    0.04%, 1/31/15   $17 
     Bank of America Merrill Lynch TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $721, collateralized by FHLMC 3.50%
- 4.00%, 2032 - 2045, FNMA 1.83% - 4.50%,
2025 - 2045, value of $736)
     
 721    0.06%, 1/31/15    721 
     Bank of Montreal  TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$5,234, collateralized by U.S. Treasury Bill
0.04% - 0.25%, 2015 - 2016, U.S. Treasury
Bond 3.00% - 9.88%, 2015 - 2044, U.S.
Treasury Note 0.25% - 4.63%, 2015 - 2022,
value of $5,339)
     
 5,234    0.05%, 1/31/15    5,234 
     Bank of Montreal TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$1,219, collateralized by FHLMC 2.00% -
5.50%, 2022 - 2044, FNMA 3.00% - 4.00%,
2022 - 2042, GNMA 3.00%, 2043, U.S. Treasury
Bill 0.25%, 2016, U.S. Treasury Note 0.75% -
2.50%, 2017 - 2024, value of $1,243)
     
 1,219    0.06%, 1/31/15    1,219 

 

5
 

 

Hartford Global Capital Appreciation Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

  

Shares or Principal Amount       Market Value ╪ 
Short-Term Investments - 1.3% - (continued)          
Repurchase Agreements - 1.3% - (continued)          
      Barclays Capital TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$3,487, collateralized by U.S. Treasury Note
1.50% - 2.00%, 2016 - 2023, value of $3,556)
            
$3,487    0.04%, 1/31/15        $3,487 
     Citigroup Global Markets, Inc. TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $2,267, collateralized by U.S.
Treasury Bond 3.75% - 4.50%, 2038 - 2043,
value of $2,312)
          
 2,267    0.05%, 1/31/15         2,267 
     Deutsche Bank Securities TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $199, collateralized by FHLMC 2.50%
- 6.50%, 2020 - 2041, FNMA 2.50% - 6.50%,
2016 - 2047, GNMA 3.50%, 2045, U.S. Treasury
Bill 0.07% - 0.25%, 2015 - 2016, U.S. Treasury
Bond 2.38% - 5.38%, 2027 - 2043, U.S.
Treasury Note 0.13% - 4.63%, 2015 - 2024,
value of $203)
          
 199    0.05%, 1/31/15         199 
     Royal Bank of Scotland TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $834, collateralized by U.S. Treasury
Bond 8.13%, 2019, U.S. Treasury Note 2.38% -
3.63%, 2020 - 2024, value of $850)
          
 833    0.06%, 1/31/15         833 
     Societe Generale TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $51,
collateralized by U.S. Treasury Note 0.75% -
2.63%, 2016 - 2017, value of $52)
          
 51    0.06%, 1/31/15         51 
     TD Securities TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$3,111, collateralized by FHLMC 3.00% -
4.00%, 2026 - 2043, FNMA 2.50% - 5.00%,
2025 - 2044, value of $3,174)
          
 3,111    0.07%, 1/31/15         3,111 
              17,139 
     Total Short-Term Investments          
     (Cost $17,139)        $17,139 
                
     Total Investments           
     (Cost $1,369,081) ▲   99.8%  $1,358,375 
     Other Assets and Liabilities   0.2%   2,717 
     Total Net Assets   100.0%  $1,361,092 

 

6
 

 

Hartford Global Capital Appreciation Fund
Schedule of Investments – (continued)
January 31, 2015 (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. 

 

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

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for reporting ease. 

 

At January 31, 2015, the cost of securities for federal income tax purposes was $1,378,144 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation   $92,598 
Unrealized Depreciation    (112,367)
Net Unrealized Depreciation   $(19,769)

 

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, 2015, the aggregate fair value of these securities was $20,895, which represents 1.5% 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 noted, these holdings are determined to be liquid. At January 31, 2015, 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, as amended, and may have contractual restrictions on resale.  Illiquid securities may lack a readily available market or their valuation has not changed for a certain period of time.

 

Period Acquired  Shares/ Par   Security  Cost Basis 
08/2011   727   Allstar Co.  $316 
04/2014   143   Apigee Corp. Preferred   416 
02/2014   15   Cloudera, Inc. Preferred   218 
02/2014   19   DocuSign, Inc. Preferred   255 
12/2014   122   Draftkings, Inc. Preferred   220 
01/2014   11   Dropbox, Inc. Preferred   204 
05/2014   243   Essence Holding Group Preferred   385 
11/2014   23   Forward Ventures LLC Preferred   701 
08/2014   6   Honest (The) Co.   161 
08/2014   14   Honest (The) Co. Series C Preferred   377 
04/2014   18   LendingClub Corp.   184 
08/2014   132   Lithium Technology Corp. Preferred   644 
07/2014   39   Lookout, Inc. Preferred   442 
04/2014   11   New Relic, Inc.   311 
08/2014   46   Nutanix, Inc. Preferred   621 
01/2014   47   One Kings Lane, Inc. Preferred   721 
04/2014   60   Pure Storage, Inc. Preferred   940 
12/2014   123   Redfin Corp. Preferred   406 
03/2007   59   Solar Cayman Ltd.  - 144A   17 
11/2013   39   Tory Burch LLC   3,091 
06/2014   168   Uber Technologies, Inc. Preferred   2,613 
08/2014   29   Veracode, Inc. Preferred   532 
12/2014   4   WeWork Companies, Inc. Class A   68 
12/2014   20   WeWork Companies, Inc., Class D-1 Preferred   338 
12/2014   16   WeWork Companies, Inc., Class D-2 Preferred   265 
01/2015   161   Zuora, Inc.   611 

 

At January 31, 2015, the aggregate value of these securities was $17,433, which represents 1.3% of total net assets.

 

βConvertible security.

 

7
 

 

Hartford Global Capital Appreciation Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

  

Foreign Currency Contracts Outstanding at January 31, 2015 

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
AUD  Buy  02/03/2015  JPM  $35   $35   $   $ 
AUD  Buy  02/02/2015  NAB   16    16         
AUD  Buy  02/04/2015  WEST   26    26         
AUD  Sell  02/03/2015  JPM   12    12         
CAD  Buy  02/02/2015  CBK   417    411        (6)
CAD  Sell  02/02/2015  CBK   82    81    1     
CAD  Sell  02/03/2015  MSC   51    51         
CAD  Sell  02/04/2015  RBC   91    91         
CHF  Buy  02/02/2015  BNP   105    106    1     
EUR  Buy  02/03/2015  BCLY   288    288         
EUR  Buy  03/18/2015  BOA   2,092    2,037        (55)
EUR  Buy  02/02/2015  MSC   312    312         
EUR  Buy  03/18/2015  UBS   3,992    3,632        (360)
EUR  Sell  02/03/2015  BCLY   282    282         
EUR  Sell  03/18/2015  BCLY   389    391        (2)
EUR  Sell  03/18/2015  CBK   14,544    13,628    916     
EUR  Sell  02/02/2015  MSC   1,121    1,120    1     
EUR  Sell  03/18/2015  NAB   9,247    8,438    809     
GBP  Buy  02/02/2015  BMO   514    515    1     
GBP  Buy  02/03/2015  BNP   646    648    2     
GBP  Sell  02/02/2015  BMO   414    415        (1)
HKD  Buy  02/03/2015  JPM   263    263         
HKD  Sell  02/02/2015  JPM   666    666         
JPY  Buy  02/02/2015  NAB   24    24         
JPY  Buy  02/04/2015  WEST   351    351         
JPY  Sell  03/18/2015  BCLY   7,987    8,019        (32)
JPY  Sell  02/03/2015  DEUT   89    89         
JPY  Sell  03/18/2015  GSC   16,036    16,340        (304)
NOK  Buy  02/02/2015  GSC   139    141    2     
NOK  Sell  02/02/2015  GSC   5    5         
SEK  Sell  02/02/2015  GSC   349    349         
SEK  Sell  02/03/2015  JPM   89    89         
Total                      $1,733   $(760)

 

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.

 

8
 

 

Hartford Global Capital Appreciation Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

  

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Counterparty Abbreviations:
BCLY Barclays
BMO Bank of Montreal
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.  
MSC Morgan Stanley
NAB National Australia Bank Limited
RBC RBC Dominion Securities, Inc.
UBS UBS AG
WEST Westpac International
 
Currency Abbreviations:
AUD Australian Dollar  
CAD Canadian Dollar  
CHF Swiss Franc  
EUR EURO  
GBP British Pound  
HKD Hong Kong Dollar  
JPY Japanese Yen  
NOK Norwegian Krone  
SEK Swedish Krona  
 
Other Abbreviations:
ADR American Depositary Receipt
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
GNMA Government National Mortgage Association
NVDR Non-Voting Depositary Receipt
REIC Real Estate Investment Company
REIT Real Estate Investment Trust

 

Diversification by Sector
as of January 31, 2015

Sector  Percentage of
Net Assets
 
Equity Securities     
Consumer Discretionary   13.4%
Consumer Staples   7.0 
Energy   6.2 
Financials   15.2 
Health Care   14.5 
Industrials   11.5 
Information Technology   19.7 
Materials   5.2 
Services   2.7 
Utilities   3.1 
Total   98.5%
Short-Term Investments   1.3 
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.

 

Diversification by Country
as of January 31, 2015

   Percentage of 
Country  Net Assets 
Australia   0.3%
Austria   0.2 
Belgium   1.2 
Brazil   0.3 
Canada   2.7 
Cayman Islands   0.1 
Chile   0.1 
China   5.0 
Denmark   0.3 
Finland   0.3 
France   2.5 
Germany   1.4 
Greece   0.8 
Hong Kong   2.1 
India   0.8 
Ireland   1.1 
Italy   1.7 
Japan   7.7 
Jersey   0.1 
Luxembourg   0.3 
Malaysia   0.3 
Netherlands   2.1 
New Zealand   0.0 
Norway   0.6 
Philippines   0.1 
Poland   0.1 
Russia   0.0 
Singapore   0.2 
South Africa   0.0 
South Korea   0.8 
Spain   0.4 
Sweden   1.4 
Switzerland   3.4 
Taiwan   0.8 
Thailand   0.3 
United Kingdom   5.9 
United States   53.1 
Short-Term Investments   1.3 
Other Assets and Liabilities   0.2 
Total   100.0%

 

9
 

 

Hartford Global Capital Appreciation Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary
January 31, 2015

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks                    
Automobiles and Components   $12,666   $1,734   $10,932   $ 
Banks    55,552    17,302    38,250     
Capital Goods    99,809    52,850    46,959     
Commercial and Professional Services    17,841    14,035    3,806     
Consumer Durables and Apparel    33,663    12,586    21,077     
Consumer Services    24,205    16,809    7,396     
Diversified Financials    56,261    32,161    24,096    4 
Energy    84,738    69,368    15,370     
Food and Staples Retailing    15,932    10,199    5,733     
Food, Beverage and Tobacco    73,564    30,310    43,254     
Health Care Equipment and Services    25,720    23,966    1,754     
Household and Personal Products    5,867    5,108    759     
Insurance    59,926    28,289    31,637     
Materials    71,424    41,459    29,965     
Media    24,771    14,911    9,860     
Pharmaceuticals, Biotechnology and Life Sciences    171,952    118,115    53,837     
Real Estate    34,065    11,757    22,247    61 
Retailing    81,886    66,185    12,534    3,167 
Semiconductors and Semiconductor Equipment    81,202    53,917    27,285     
Software and Services    119,609    107,900    10,528    1,181 
Technology Hardware and Equipment    58,105    53,258    4,847     
Telecommunication Services    36,084    6,689    29,395     
Transportation    39,332    25,113    14,219     
Utilities    41,511    3,977    37,534     
Total    1,325,685    817,998    503,274    4,413 
Preferred Stocks    15,456        2,436    13,020 
Warrants    95    95         
Short-Term Investments    17,139        17,139     
Total   $1,358,375   $818,093   $522,849   $17,433 
Foreign Currency Contracts*   $1,733   $   $1,733   $ 
Total   $1,733   $   $1,733   $ 
Liabilities:                    
Foreign Currency Contracts*   $760   $   $760   $ 
Total   $760   $   $760   $ 

 

For the three-month period ended January 31, 2015, investments valued at $13,442 were transferred from Level 1 to Level 2, and investments valued at $5,663 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 mean 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.

 

10
 

 

Hartford Global Capital Appreciation Fund
Schedule of Investments – (continued)
January 31, 2015 (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, 2014
   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, 2015
 
Assets:                                             
Common Stocks  $7,063   $   $(63)†  $   $679   $   $445   $(3,711)  $4,413 
Preferred Stocks   9,155    431    3,010       1,930    (1,061)       (445)   13,020 
Total  $16,218   $431   $2,947   $   $2,609   $(1,061)  $445   $(4,156)  $17,433 

 

* 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, 2015 was $(63).
Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2015 was $2,947.

 

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
 

 

 

Hartford Global Equity Income Fund
Schedule of Investments
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Common Stocks - 96.5%     
     China - 3.2%     
 4,214   Jiangsu Express Co., Ltd.   $5,230 
 3,346   PetroChina Co., Ltd.    3,634 
         8,864 
     France - 4.8%     
 29   Icade REIT    2,491 
 89   Schneider Electric S.A.    6,683 
 85   Total S.A.    4,358 
         13,532 
     Germany - 5.6%     
 186   Deutsche Annington Immobile    6,456 
 75   Deutsche Post AG    2,431 
 114   Deutsche Wohnen AG    2,966 
 35   Siemens AG    3,750 
         15,603 
     Italy - 1.5%     
 201   Assicurazioni Generali S.p.A.    4,232 
           
     Japan - 8.1%     
 72   Eisai Co., Ltd.    3,614 
 57   Mitsubishi Corp.    993 
 749   Mitsubishi UFJ Financial Group, Inc.    3,979 
 162   Nippon Telegraph & Telephone Corp.    9,559 
 267   NTT DoCoMo, Inc.    4,514 
         22,659 
     Netherlands - 4.6%     
 42   Akzo Nobel N.V.    3,017 
 186   Delta Lloyd N.V.    3,513 
 128   Royal Dutch Shell plc Class B    4,046 
 50   Unilever N.V.    2,183 
         12,759 
     Norway - 1.8%     
 233   Telenor ASA    5,005 
           
     Spain - 1.2%     
 361   Banco Bilbao Vizcaya Argentaria S.A.    3,083 
 3   Bolsas Y Mercados Espanoles    131 
         3,214 
     Sweden - 2.1%     
 198   Castellum AB    3,109 
 58   Svenska Handelsbanken AB Class A    2,753 
         5,862 
     Switzerland - 6.9%     
 33   Roche Holding AG    8,771 
 31   Zurich Financial Services AG    10,400 
         19,171 
     Taiwan - 1.4%     
 887   Taiwan Semiconductor Manufacturing Co., Ltd.    3,901 
           
     Thailand - 1.0%     
 1,681   PTT Chemical Public Co., Ltd.    2,900 
           
     United Kingdom - 12.9%     
 73   AstraZeneca plc    5,190 
 17   AstraZeneca plc ADR    1,207 
 316   Barclays Bank plc ADR    1,111 
 87   BHP Billiton plc    1,880 
 202   British American Tobacco plc    11,370 
 654   Centrica plc    2,887 
 1,034   Henderson Group plc    3,686 
 661   HSBC Holdings plc    6,044 
 198   National Grid plc    2,780 
         36,155 
     United States - 41.4%     
 22   Apple, Inc.    2,557 
 8   BlackRock, Inc.    2,554 
 63   Bristol-Myers Squibb Co.    3,802 
 35   Chevron Corp.    3,598 
 115   Cisco Systems, Inc.    3,019 
 6   Dropbox, Inc. ⌂●†    108 
 33   Duke Energy Corp.    2,876 
 92   E.I. du Pont de Nemours & Co.    6,537 
 21   Eaton Corp. plc    1,293 
 50   Edison International    3,373 
 114   General Electric Co.    2,732 
 336   Intel Corp.    11,096 
 205   International Paper Co.    10,794 
 23   Johnson & Johnson    2,254 
 82   JP Morgan Chase & Co.    4,454 
 39   Kraft Foods Group, Inc.    2,548 
 94   Marathon Oil Corp.    2,487 
 57   Marsh & McLennan Cos., Inc.    3,043 
 271   Maxim Integrated Products, Inc.    8,973 
 208   Merck & Co., Inc.    12,524 
 50   MetLife, Inc.    2,311 
 191   Microsoft Corp.    7,700 
 79   PNC Financial Services Group, Inc.    6,704 
 25   Procter & Gamble Co.    2,073 
 33   Southern Co.    1,669 
 62   Verizon Communications, Inc.    2,850 
 47   Xcel Energy, Inc.    1,771 
         115,700 
     Total Common Stocks     
     (Cost $276,707)   $269,557 
           
Preferred Stocks - 1.4%     
     Germany - 1.4%     
 87   ProSieben Sat.1 Media AG   $3,868 
           
     United States - 0.0%     
 2   Pure Storage, Inc. ⌂●†    37 
           
     Total Preferred Stocks     
     (Cost $3,966)   $3,905 
           
Warrants - 0.0%    
     United States - 0.0%     
 1   Imperial Holdings, Inc. ⌂   $ 
           
     Total Warrants     
     (Cost $–)   $ 
           
     Total Long-Term Investments      
     (Cost $280,673)   $273,462 

 

1
 

 

Hartford Global Equity Income Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount          Market Value ╪ 
Short-Term Investments - 1.2%             
     Repurchase Agreements - 1.2%             
     Bank of America Merrill Lynch Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $3, collateralized by U.S. Treasury
Note 0.88%, 2017, value of $3)
            
$3    0.04%, 1/31/15          $3 
     Bank of America Merrill Lynch TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $139, collateralized by FHLMC 3.50%
- 4.00%, 2032 - 2045, FNMA 1.83% - 4.50%,
2025 - 2045, value of $142)
            
 139    0.06%, 1/31/15           139 
     Bank of Montreal  TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$1,009, collateralized by U.S. Treasury Bill
0.04% - 0.25%, 2015 - 2016, U.S. Treasury
Bond 3.00% - 9.88%, 2015 - 2044, U.S.
Treasury Note 0.25% - 4.63%, 2015 - 2022,
value of $1,030)
            
 1,009    0.05%, 1/31/15           1,009 
     Bank of Montreal TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $235,
collateralized by FHLMC 2.00% - 5.50%, 2022 -
2044, FNMA 3.00% - 4.00%, 2022 - 2042,
GNMA 3.00%, 2043, U.S. Treasury Bill 0.25%,
2016, U.S. Treasury Note 0.75% - 2.50%, 2017
- 2024, value of $240)
            
 235    0.06%, 1/31/15           235 
     Barclays Capital TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $673,
collateralized by U.S. Treasury Note 1.50% -
2.00%, 2016 - 2023, value of $686)
            
 673    0.04%, 1/31/15           673 
     Citigroup Global Markets, Inc. TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $437, collateralized by U.S. Treasury
Bond 3.75% - 4.50%, 2038 - 2043, value of
$446)
            
 437    0.05%, 1/31/15           437 
     Deutsche Bank Securities TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $38, collateralized by FHLMC 2.50%
- 6.50%, 2020 - 2041, FNMA 2.50% - 6.50%,
2016 - 2047, GNMA 3.50%, 2045, U.S. Treasury
Bill 0.07% - 0.25%, 2015 - 2016, U.S. Treasury
Bond 2.38% - 5.38%, 2027 - 2043, U.S.
Treasury Note 0.13% - 4.63%, 2015 - 2024,
value of $39)
            
 38    0.05%, 1/31/15           38 
     Royal Bank of Scotland TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $161, collateralized by U.S. Treasury
Bond 8.13%, 2019, U.S. Treasury Note 2.38% -
3.63%, 2020 - 2024, value of $164)
            
 161    0.06%, 1/31/15           161 
     Societe Generale TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $10,
collateralized by U.S. Treasury Note 0.75% -
2.63%, 2016 - 2017, value of $10)
            
 10    0.06%, 1/31/15           10 
    TD Securities TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $600,
collateralized by FHLMC 3.00% - 4.00%, 2026 -
2043, FNMA 2.50% - 5.00%, 2025 - 2044, value
of $612)
        
 600   0.07%, 1/31/15        600 
              3,305 
     Total Short-Term Investments          
     (Cost $3,305)       $3,305 
                
     Total Investments          
     (Cost $283,978) ▲   99.1%  $276,767 
     Other Assets and Liabilities   0.9%   2,621 
     Total Net Assets   100.0%  $279,388 

 

2
 

 

Hartford Global Equity Income Fund
Schedule of Investments – (continued)
January 31, 2015 (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. 

 

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

 

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for reporting ease. 

 

At January 31, 2015, the cost of securities for federal income tax purposes was $283,996 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

  

Unrealized Appreciation   $11,120 
Unrealized Depreciation    (18,349)
Net Unrealized Depreciation   $(7,229)

 

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, 2015, the aggregate fair value of these securities was $145, 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.  

 

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, as amended, and may have contractual restrictions on resale. Illiquid securities may also lack a readily available market or their valuation has not changed for a certain period of time.

 

Period Acquired  Shares/ Par   Security  Cost Basis 
05/2012   6   Dropbox, Inc.  $57 
12/2014   1   Imperial Holdings, Inc. Warrants    
04/2014   2   Pure Storage, Inc. Preferred   39 

 

At January 31, 2015, the aggregate value of these securities was $145, which represents 0.1% of total net assets.

 

Foreign Currency Contracts Outstanding at January 31, 2015

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
EUR  Sell  03/18/2015  CBK  $13,914   $13,435   $479   $ 
GBP  Buy  02/02/2015  BMO   932    933    1     
GBP  Buy  02/03/2015  BNP   1,172    1,175    3     
Total                     $483   $ 

 

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
 

 

Hartford Global Equity Income Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Counterparty Abbreviations:
BMO Bank of Montreal
BNP BNP Paribas Securities Services
CBK Citibank NA
 
Currency Abbreviations:
EUR EURO
GBP British Pound
 
Other Abbreviations:
ADR American Depositary Receipt
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, 2015

 

Sector  Percentage of
Net Assets
 
Equity Securities     
Consumer Discretionary   1.4%
Consumer Staples   6.5 
Energy   6.4 
Financials   26.2 
Health Care   13.4 
Industrials   8.4 
Information Technology   13.4 
Materials   9.0 
Services   7.8 
Utilities   5.4 
Total   97.9%
Short-Term Investments   1.2 
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.

  

4
 

 

Hartford Global Equity Income Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary

January 31, 2015

  

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks                    
China  $8,864   $   $8,864   $ 
France   13,532        13,532     
Germany   15,603        15,603     
Italy   4,232        4,232     
Japan   22,659        22,659     
Netherlands   12,759        12,759     
Norway   5,005        5,005     
Spain   3,214        3,214     
Sweden   5,862        5,862     
Switzerland   19,171        19,171     
Taiwan   3,901        3,901     
Thailand   2,900        2,900     
United Kingdom   36,155    1,207    34,948     
United States   115,700    115,592        108 
Total  $269,557   $116,799   $152,650   $108 
Preferred Stocks   3,905        3,868    37 
Warrants                
Short-Term Investments   3,305        3,305     
Total  $276,767   $116,799   $159,823   $145 
Foreign Currency Contracts*  $483   $   $483   $ 
Total  $483   $   $483   $ 

 

For the three-month period ended January 31, 2015, investments valued at $2,271 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 mean 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.

 

5
 

 

Hartford Global Equity Income Fund
Schedule of Investments – (continued)
January 31, 2015 (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, 2014
   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, 2015
 
Assets:                                             
Common Stocks   $97   $8   $18*  $   $   $(15)  $   $   $108 
Preferred Stocks    35        2                       37 
Total   $132   $8   $20   $   $   $(15)  $   $   $145 

 

* Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2015 was $18.
Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2015 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.

 

6
 

 

 

The Hartford Global Real Asset Fund
Consolidated Schedule of Investments
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
Common Stocks - 60.5%     
     Automobiles and Components - 0.1%     
 22   Toyoda Gosei Co., Ltd.  $489 
           
     Banks - 0.9%     
 28   Banca Popolare dell-Emilia Romagna Scrl ●   186 
 22   Dah Sing Financial Group   125 
 56   HSBC Holdings plc   512 
 13   KB Financial Group, Inc.   448 
 96   Mitsubishi UFJ Financial Group, Inc.   508 
 174   Mizuho Financial Group, Inc.   284 
 31   Standard Chartered plc   409 
 15   Sumitomo Mitsui Financial Group, Inc.   493 
 55   UniCredit S.p.A.   323 
         3,288 
     Capital Goods - 1.4%     
 125   Beijing Enterprises Holdings Ltd.   953 
 1   Caterpillar, Inc.   112 
 2   CNH Industrial N.V.   14 
 12   Compagnie De Saint-Gobain   492 
 63   Cosco Corp. Singapore Ltd.   25 
    Cummins, Inc.   18 
 2   Deere & Co.   161 
 9   Hino Motors Ltd.   131 
    Hitachi Construction Machine Co., Ltd.   6 
 81   Japan Steel Works Ltd.   324 
 2   John Bean Technologies Corp.   59 
 93   KBR, Inc.   1,536 
 1   Komatsu Ltd.   22 
 27   Kubota Corp.   396 
 1   Man AG   80 
 2   PACCAR, Inc.   117 
 25   Sembcorp Marine Ltd.   56 
 18   Vinci S.A.   943 
 16   Yangzigiang Shipbuilding Holdings Ltd.   14 
         5,459 
     Commercial and Professional Services - 0.2%     
 8   Ceres Global AG Corp. ●   31 
 8   En-Japan, Inc.   115 
 103   Hays plc   241 
 16   USG People N.V.   181 
         568 
     Diversified Financials - 0.5%     
 10   Groupe Bruxelles Lambert S.A.   860 
 4   Julius Baer Group Ltd.   183 
 5   Pico Holdings, Inc. ●   75 
 25   UBS AG ●   415 
 37   Uranium Participation Corp. ●   156 
         1,689 
     Energy - 31.5%     
 34   Anadarko Petroleum Corp.   2,755 
 26   Antero Resources Corp. ●   904 
 30   Apache Corp.   1,893 
 1   Baker Hughes, Inc.   74 
 1   Baytex Energy Corp.   14 
 1,316   Beach Energy Ltd.   980 
 430   BG Group plc   5,738 
 837   BP plc   5,377 
 11   BP plc ADR   428 
 501   Buru Energy Ltd. ●   145 
 66   Cabot Oil & Gas Corp.   1,762 
 2   California Resources Corp. ●   10 
 3   Cameco Corp.   49 
 19   Cameron International Corp. ●   849 
 65   Canadian Natural Resources Ltd.   1,884 
 5   Canadian Natural Resources Ltd. ADR   145 
 3   Cenovus Energy, Inc.   65 
 5   Chesapeake Energy Corp.   95 
 65   Chevron Corp.   6,687 
 1,574   China Petroleum & Chemical Corp. Class H   1,245 
 3,652   China Suntien Green Energy   817 
 9   Cimarex Energy Co.   980 
 91   Cobalt International Energy, Inc. ●   826 
 1   Concho Resources, Inc. ●   64 
 96   ConocoPhillips Holding Co.   6,046 
 115   Crew Energy, Inc. ●   473 
 3   Denbury Resources, Inc.   20 
 2   Devon Energy Corp.   123 
 1   Diamond Offshore Drilling, Inc.   24 
 21   Diamondback Energy, Inc. ●   1,461 
 77   DNO International ASA ●   170 
 52   Eclipse Resources Corp. ●   320 
 33   Enbridge Energy Management   1,232 
 34   Enbridge, Inc.   1,637 
 32   EnCana Corp.   385 
 30   Energen Corp.   1,918 
 66   Energy Resources of Australia Ltd. ●   67 
 270   Eni S.p.A.   4,549 
 5   Eni S.p.A. ADR   179 
 1   Ensco plc   38 
 36   EOG Resources, Inc.   3,176 
 10   EQT Corp.   734 
 170   Exxon Mobil Corp.   14,863 
 105   Galp Energia SGPS S.A.   1,108 
 21   Halliburton Co.   857 
 729   Harum Energy Tbk PT   87 
 1   Hess Corp.   90 
 1   HollyFrontier Corp.   38 
 3   Husky Energy, Inc.   69 
 41   Imperial Oil Ltd.   1,525 
 89   Indo Tambangraya Megah PT   117 
 50   Inpex Corp.   556 
 10   Interoil Corp. ●   381 
 14   Japan Petroleum Exploration Co., Ltd.   413 
 8   Keyera Corp.   494 
 39   Kinder Morgan, Inc.   1,592 
 55   Laredo Petroleum, Inc. ●   538 
 38   Legacy Oil + Gas, Inc. ●   46 
 14   Lukoil ADR   538 
 78   Lundin Petroleum Ab ●   1,008 
 4   Marathon Oil Corp.   118 
 2   Marathon Petroleum Corp.   140 
 2   Murphy Oil Corp.   74 
 1   Murphy USA, Inc. ●   44 
 3   Nabors Industries Ltd.   38 
 2   National Oilwell Varco, Inc.   82 
 1   Noble Corp. plc   23 
 2   Noble Energy, Inc.   89 

 

1
 

 

The Hartford Global Real Asset Fund
Consolidated Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬ Market Value ╪ 
Common Stocks - 60.5% - (continued)     
     Energy - 31.5% - (continued)     
 9   NovaTek OAO ●§  $644 
    NOW, Inc. ●   9 
 348   OAO Gazprom Class S ADR   1,397 
 183   OAO Rosneft Oil Co. GDR §   595 
 4   Occidental Petroleum Corp.   308 
 287   Ophilr Energy plc ●   581 
 2   Pacific Rubiales Energy Corp.   4 
 17   Painted Pony Petroleum Ltd. ●   91 
    Paragon Offshore plc   1 
 43   Paramount Resources Ltd. ●   958 
 3   Pembina Pipeline Corp.   101 
 278   Petroleo Brasileiro S.A. ADR   1,698 
 25   Phillips 66   1,743 
 13   Pioneer Natural Resources Co.   1,915 
 24   Prairiesky Royalty Ltd.   526 
 2   QEP Resources, Inc.   36 
 43   Raging River Exploration, Inc. ●   247 
 31   Range Resources Corp.   1,456 
 47   Rice Energy, Inc. ●   795 
 308   Royal Dutch Shell plc   9,397 
 15   Royal Dutch Shell plc ADR   949 
 172   Santos Ltd.   1,048 
 6   Schlumberger Ltd.   486 
 3   Seadrill Ltd.   30 
 57   Seven Generations Energy Ltd. ●   729 
    Seventy Seven Energy, Inc. ●   1 
 3   Spectra Energy Corp.   95 
 106   Statoil ASA   1,774 
 7   Statoilhydro ASA ADR   112 
 8   Suncor Energy, Inc.   242 
 12   Synergy Resources Corp. ●   147 
 1   Talisman Energy, Inc.   10 
 11   Targa Resources Corp.   928 
 16   Technip S.A.   937 
 2   Tenaris S.A. ADR   61 
 35   Total S.A.   1,772 
 46   Total S.A. ADR   2,367 
 27   Transcanada Corp.   1,220 
 2   Transocean, Inc.   29 
 176   Tullow Oil plc   967 
 2   Valero Energy Corp.   124 
 2   Vermilion Energy, Inc.   87 
 4   Weatherford International plc ●   43 
 28   Whiting Petroleum Corp. ●   834 
         118,760 
     Food and Staples Retailing - 0.0%     
 2   Andersons (The), Inc.   87 
           
     Food, Beverage and Tobacco - 1.6%     
 14   Adecoagro S.A. ●   110 
 2   Anheuser-Busch InBev N.V. ADR   255 
 37   Archer-Daniels-Midland Co.   1,732 
 12   BRF Brasil Foods S.A. ADR   295 
 4   BRF S.A.   103 
 9   Bunge Ltd. Finance Corp.   789 
 160   Charoen Pokphand Foods Ltd.   123 
 61   China Agri-Industries Holdings   25 
 132   China Foods Ltd. ●   44 
 2   Coca-Cola Co.   86 
 30   Cosan Ltd.   209 
 5   Dean Foods Co.   92 
 352   Golden Agri Resources Ltd.   109 
 2   Ingredion, Inc.   177 
 4   Limoneira Co.   85 
 5   McLeod Russel India Ltd.   18 
 1   MHP S.A. §   14 
 27   Minerva S.A. ●   87 
    Monster Beverage Corp. ●   41 
 10   PureCircle Ltd. ●   79 
 1   S&W Seed Co. ●   7 
 9   SLC Agricola S.A.   47 
 14   Suedzucker AG   171 
 12   Tate & Lyle plc   122 
 44   Treasury Wine Estates Ltd.   166 
 6   Tyson Foods, Inc. Class A   230 
 267   Wilmar International Ltd.   634 
 45   Zambeef Products plc ●   6 
         5,856 
     Insurance - 0.6%     
 30   Dai-ichi Life Insurance Co., Ltd.   406 
 15   Delta Lloyd N.V.   282 
 13   Hanwha Life Insurance Co., Ltd.   96 
 28   QBE Insurance Group Ltd.   227 
 854   Shin Kong Financial Holding Co., Ltd.   238 
 67   Storebrand ASA ●   203 
 46   T&D Holdings, Inc.   515 
 13   Tongyang Life Insurance   135 
         2,102 
     Materials - 13.5%     
 8   Acacia Mining plc   34 
 4   African Rainbow Minerals Ltd.   37 
 12   Agnico Eagle Mines Ltd.   421 
 10   Agrium, Inc.   1,043 
 26   Aichi Steel Corp.   108 
 13   Alacer Gold Corp.   32 
 8   Alamos Gold, Inc.   40 
 32   Alcoa, Inc.   508 
 5   Alexco Resource ●   2 
    Allegheny Technologies, Inc.   12 
 5   Allied Nevada Gold Corp. ●   5 
 83   Alumina Ltd. ●   124 
 66   Aluminum Corp. of China Ltd. ●   30 
 16   Anglo American Platinum Ltd. ●   480 
 91   Anglo American plc   1,519 
 22   AngloGold Ltd. ADR   267 
 12   Antofagasta plc   121 
 399   Aquarius Platinum Ltd. ●   87 
 30   ArcelorMittal   287 
 3   ArcelorMittal South Africa Ltd. ●   6 
 8   Argonaut Gold, Inc. ●   15 
 1   Asahi Holdings, Inc.   18 
 7   Asanko Gold, Inc. ●   10 
 1   Assore Ltd.   17 
 13   AuRico Gold, Inc.   53 
 16   Avocet Mining plc ●   2 
 45   B2Gold Corp. ●   89 
 17   Banro Corp. ●   2 
 105   Barrick Gold Corp.   1,347 
 42   Beadell Resources Ltd. ●   10 
 13   Belo Sun Mining Corp. ●   2 

 

2
 

 

The Hartford Global Real Asset Fund
Consolidated Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
Common Stocks - 60.5% - (continued)     
     Materials - 13.5% - (continued)     
 102   BHP Billiton Ltd.  $2,344 
 65   BHP Billiton plc   1,409 
 8   Boliden Ab   132 
 7   Bradespar S.A.   32 
 27   Buzzi Unicem S.p.A.   336 
 2   Capital S.A.   6 
 63   Centamin plc   64 
 50   Centerra Gold, Inc.   302 
 4   CF Industries Holdings, Inc.   1,103 
 8   China Gold International Resources Corp. ●   14 
 191   China Precious Metal Resources Holdings Co., Ltd. ●   17 
 374   China Steel Corp.   317 
 4   CNK International Co., Ltd. ⌂●†   5 
 5   Coeur Mining, Inc. ●   34 
    Colossus Minerals, Inc. ●†    
 24   Companhia Sider·rgica Nacional   37 
 11   Compania De Minas Buenaventur ADR   127 
 4   Continental Gold Ltd. ●   7 
 14   CRH plc   344 
 9   Daido Steel Co., Ltd.   36 
 7   Detour Gold Corp. ●   72 
 5   Dominion Diamond Corp. ●   85 
 37   DRDGOLD Ltd.   9 
 6   Dundee Precious Metals, Inc. ●   18 
 4   EcoSynthetix, Inc. ●   4 
 130   Eldorado Gold Corp.   622 
 7   Endeavor Silver Corp. ●   19 
 29   Endeavour Mining Corp. ●   14 
 49   Eregli Demir ve Celik Fabrikalari T.A.S.   88 
 5   Feng Hsin Iron & Steel Co.   7 
 7   First Majestic Silver Corp. ●   44 
 20   First Quantum Minerals Ltd.   179 
 47   Fortescue Metals Group Ltd.   85 
 7   Fortuna Silver Mines, Inc. ●   35 
 32   Fosun International   45 
 9   Franco-Nevada Corp.   527 
 34   Freeport-McMoRan, Inc.   568 
 11   Fresnillo plc   152 
 9   Fujimi, Inc.   141 
 16   Gabriel Resources Ltd. ●   9 
 8   Gem Diamonds Ltd. ●   17 
 29   Gerdau S.A.   99 
 319   Glencore plc   1,191 
 45   Gold Fields Ltd.   261 
 2   Gold Resource Corp.   7 
 49   Goldcorp, Inc.   1,192 
 16   Golden Star Resources Ltd. ●   5 
 6,411   G-Resources Group Ltd. ●   184 
 128   Grupo Mexico S.A.B. de C.V.   339 
 24   Gryphon Minerals Ltd. ●   1 
 7   Guyana Goldfields, Inc. ●   15 
 25   Harmony Gold Mining Co., Ltd. ●   75 
 20   Hecla Mining Co.   65 
 13   Highland Gold Mining Ltd.   8 
 32   Hindalco Industries Ltd.   72 
 23   Hitachi Chemical Co., Ltd.   467 
 6   Hitachi Metals Ltd.   98 
 11   Hochschild Mining plc ●   15 
 4   Holcim Ltd.   280 
 5   Holmen AB Class B  187 
    Hyundai Hysco   21 
 2   Hyundai Steel Co.   135 
 23   IAMGOLD Corp. ●   61 
 15   Iluka Resources Ltd.   80 
 93   Impala Platinum Holdings Ltd. ●   604 
 5   Industrias CH S.A. ●   22 
 9   Industrias Penoles S.A.B. de C.V.   171 
 3   International Paper Co.   153 
 22   Israel Chemicals Ltd.   156 
    Israel Corp., Ltd.   70 
 64   Ivanhoe Mines Ltd. ●   38 
 1   Jastrzebska Spolka Weglowa S.A. ●   8 
 16   JFE Holdings, Inc.   354 
 45   Jiangxi Copper Co., Ltd.   74 
 12   Jindal Steel & Power Ltd.   30 
 27   JSR Corp.   472 
 2   JSW Steel Ltd.   31 
 9   K&S AG   289 
 2   Kenon Holdings Ltd. ●   26 
 5   KGHM Polska Miedz S.A.   130 
 11   Kingsgate Consolidated Ltd. ⌂●†   6 
 19   Kingsrose Mining Ltd. ●   4 
 251   Kinross Gold Corp. ●   849 
 84   Kobe Steel Ltd.   147 
    Korea Zinc Co., Ltd.   107 
 3   Koza Altin Isletmeleri A.S.   25 
 3   Kumba Iron Ore Ltd.   52 
 4   Lafarge S.A.   282 
 752   Lepanto Consolidated Mining Co. ●   5 
 36   LionGold Corp. Ltd. ●    
 133   Lonmin plc ●   325 
 18   LyondellBasell Industries Class A   1,405 
 3   MAG Silver Corp. ●   20 
 12   Maruichi Steel Tube Ltd.   294 
 10   McEwen Mining, Inc. ●   13 
 5   MeadWestvaco Corp.   274 
 10   Medusa Mining Ltd. ●   7 
 9   Metalurgica Gerdau S.A.   34 
 7   Midas Gold Corp. ●   3 
 21   Minera Frisco S.A.B. de C.V. ●   27 
 35   Mitsubishi Materials Corp.   111 
 163   Mitsui Chemicals, Inc.   477 
 9   MMC Norilsk Nickel OJSC ADR   149 
 18,582   Mongolian Mining Corp. ●   719 
 22   Monsanto Co.   2,585 
 18   Mosaic Co.   865 
 8   Neturen Co., Ltd.   61 
 11   Nevsun Resources Ltd.   39 
 29   New Gold, Inc. ●   129 
 47   Newcrest Mining Ltd. ●   507 
 47   Newmont Mining Corp.   1,190 
 9   NGEx Resources, Inc. ●   7 
 239   Nippon Steel & Sumitomo Metal Corp.   558 
 6   Nitto Denko Corp.   370 
 31   Norsk Hydro ASA   182 
 13   North American Palladium Ltd. ●   2 
 19   Northern Platinum Ltd. ●   61 
 20   Northern Star Resources Ltd.   28 
 13   NovaGold Resources, Inc. ●   50 
           

 

3
 

 

The Hartford Global Real Asset Fund
Consolidated Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
Common Stocks - 60.5% - (continued)     
     Materials - 13.5% - (continued)     
 2   Novolipetsk Steel §  $24 
 10   Nucor Corp.   448 
 18   OceanaGold Corp. ●   40 
 17   Oji Holdings Corp.   66 
 3   Osisko Gold Royalties Ltd.   36 
 3   OZ Minerals Ltd.   8 
 78   Pan African Resources plc   15 
 10   Pan American Silver Corp.   116 
 9   Paramount Gold & Silver Corp. ●   11 
 28   Perseus Mining Ltd. ●   8 
 22   Petra Diamonds Ltd. ●   51 
 11   Petropavlovsk plc ●   2 
 2   Posco Ltd.   504 
 42   Potash Corp. of Saskatchewan, Inc.   1,511 
 8   Premier Gold Mines Ltd. ●   13 
 4   Pretium Resources, Inc. ●   29 
 5   Primero Mining Corp. ●   19 
 5   Randgold Resources Ltd.   464 
 19   Regis Resources Ltd. ●   28 
 334   Resolute Mining Ltd. ●   100 
 14   Rio Tinto Ltd.   627 
 40   Rio Tinto plc   1,746 
 6   Royal Bafokeng Platinum Ltd. ●   30 
 4   Royal Gold, Inc.   270 
 16   Rubicon Minerals Corp. ●   18 
 12   Salzgitter AG   325 
 24   San Gold Corp. ⌂●†   1 
 3   Sandstorm Gold Ltd. ●   13 
 2   Seabridge Gold, Inc. ●   19 
 16   Semafo, Inc. ●   58 
 32   Sesa Sterlite Ltd.   102 
 5   Severstal GDR §   42 
 86   Shougang Fushan Resources Group Ltd.   18 
 44   Sibanye Gold Ltd.   120 
 20   Silver Lake Resources Ltd. ●   4 
 5   Silver Standard Resources, Inc. ●   31 
 22   Silver Wheaton Corp.   503 
 10   Silvercorp Metals, Inc.   14 
 2   Sims Metal Management Ltd.   16 
 4   Sociedad Quimica y Minera de Chile S.A. ADR   91 
 5   Southern Copper Corp.   132 
 2   SSAB AB ●   9 
 29   St. Barbara Ltd. ●   5 
 6   Stillwater Mining Co. ●   87 
 74   Sumitomo Bakelite Co., Ltd.   306 
 17   Sumitomo Metal Mining Co., Ltd.   239 
 6   Syngenta AG   2,015 
 5   Tahoe Resources, Inc.   73 
 5   Tanzanian Royalty Exploration Corp. ●   3 
 10   Tata Steel Ltd.   66 
 18   Teck Cominco Ltd. Class B   235 
 12   ThyssenKrupp AG   311 
 7   Timmins Gold Corp. ●   7 
 47   Tokyo Steel Manufacturing Co., Ltd.   353 
 36   Torex Gold Resources, Inc. ●   41 
 15   Turquoise Hill Resources Ltd. ●   43 
 29   Umicore S.A.   1,211 
 1   United States Steel Corp.   13 
 12   Usinas Siderurgicas De Minas Gerais S.A. ●   15 
 142   Vale S.A.   905 
 3   Vedanta Resources plc  19 
    Veritiv Corp. ●   3 
 4   Voestalpine AG   127 
 53   Yamana Gold, Inc.   220 
 11   Yamato Kogyo Co.   292 
 13   Yara International ASA   701 
 34   Yodogawa Steel Works Ltd.   122 
 51   Zhaojin Mining Industry Co., Ltd.   31 
 358   Zijin Mining Group Co., Ltd.   109 
         50,823 
     Media - 0.3%     
 23   Comcast Corp. Class A   1,228 
           
     Pharmaceuticals, Biotechnology and Life Sciences - 0.0%     
 2   Evogene Ltd. ●   18 
 7   Genus plc   124 
 1   Ouro Fino Saude Animal Participacoes S.A.   7 
         149 
     Real Estate - 0.4%     
 30   Equity Lifestyle Properties, Inc. REIT   1,632 
           
     Retailing - 0.2%     
 11   Adastria Holdings Co., Ltd.   298 
    CST Brands, Inc.   20 
 3   Shimamura Co., Ltd.   240 
 14   XEBIO Co., Ltd.   215 
         773 
     Semiconductors and Semiconductor Equipment - 0.5%     
 20   First Solar, Inc. ●   838 
 64   SCREEN Holdings Co., Ltd.   380 
 55   Shinko Electric Industries Co., Ltd.   387 
 15   Tokyo Seimitsu Co., Ltd.   313 
         1,918 
     Software and Services - 0.2%     
 93   Fujitsu Ltd.   491 
 6   Itochu Techno-Solutions Corp.   225 
         716 
     Telecommunication Services - 0.8%     
 16   Korea Telecom Corp.   438 
 83   NTT DoCoMo, Inc.   1,400 
 55   Telenor ASA   1,179 
         3,017 
     Transportation - 0.8%     
 21   Canadian National Railway Co.   1,405 
 1   Flughafen Zuerich AG   857 
 7   Hamburger Hafen und Logistik   148 
 113   PostNL ●   408 
 112   Qantas Airways Ltd. ●   226 
         3,044 
     Utilities - 7.0%     
 197   Cheung Kong Infrastructure Holdings Ltd.   1,617 
 1,229   China Longyuan Power Group Corp.   1,319 
 42   Cia de Saneamento Basico do Estado de Sao Paulo   208 
 48   Endesa S.A.   966 
 512   Enel Green Power S.p.A.   1,013 
 212   ENN Energy Holdings Ltd.   1,250 
 22   GDF Suez   487 
 1,260   Guangdong Investment Ltd.   1,691 

 

4
 

 

The Hartford Global Real Asset Fund
Consolidated Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
Common Stocks - 60.5% - (continued)     
     Utilities - 7.0% - (continued)     
 265   Hong Kong & China Gas Co., Ltd.  $606 
 25   Korea Electric Power Corp.   962 
 125   National Grid plc   1,755 
 16   NextEra Energy, Inc.   1,769 
 95   NTPC Ltd.   219 
 183   Osaka Gas Co., Ltd.   721 
 25   PG&E Corp.   1,456 
 118   Power Assets Holdings Ltd.   1,234 
 13   Red Electrica Corporacion S.A.   1,083 
 39   Severn Trent plc   1,271 
 210   Snam S.p.A.   1,025 
 47   SSE plc   1,140 
 81   Suez Environment S.A.   1,492 
 53   UGI Corp.   1,943 
 23   Wisconsin Energy Corp.   1,259 
         26,486 
     Total Common Stocks     
     ( Cost $265,649)  $228,084 
           
Preferred Stocks - 0.1%     
     Utilities - 0.1%     
 27   Cia Paranaense de Energie  $315 
           
     Total Preferred Stocks     
     (Cost $398)  $315 
           
Warrants - 0.0%     
     Materials - 0.0%     
 10   Shandong Denghai ⌂  $56 
           
     Total Warrants     
     (Cost $31)  $56 
           
Exchange Traded Funds - 3.0%     
     Other Investment Pools and Funds - 3.0%     
 101   Energy Select Sector SPDR  $7,642 
 1   Platinum Trust ETF ●   96 
 139   SPDR Metals & Mining   3,774 
           
     Total Exchange Traded Funds     
     (Cost $11,571)  $11,512 
           
Foreign Government Obligations - 3.2%     
     Brazil - 0.8%     
     Brazil (Federative Republic of)     
BRL   3,721   6.00%, 08/15/2016 ◄  $1,398 
BRL4,453    6.00%, 08/15/2030 ◄   1,671 
         3,069 
     Israel - 0.6%     
     Israel (State of)     
ILS   2,840   1.00%, 05/30/2017 ◄   742 
ILS  2,696   2.75%, 09/30/2022 ◄   829 
ILS  2,383   2.75%, 08/30/2041 ◄   816 
         2,387 
     Mexico - 0.7%     
     Mexico (United Mexican States)     
MXN   11,417   2.00%, 06/09/2022 ◄   752 
MXN17,708    4.00%, 11/15/2040 ◄   1,385 
MXN   8,990   5.00%, 06/16/2016 ◄   633 
         2,770 
     South Africa - 0.4%     
     South Africa (Republic of)     
ZAR   5,726   2.75%, 01/31/2022 ◄   522 
ZAR   7,517   3.45%, 12/07/2033 ◄   820 
         1,342 
     South Korea - 0.1%     
     Korea (Republic of)     
KRW   350,779   1.13%, 06/10/2023 ◄   312 
           
     Thailand - 0.1%     
     Thailand (Kingdom of)     
THB   13,604   1.20%, 07/14/2021 ◄§   391 
           
     Turkey - 0.5%     
     Turkey (Republic of)     
TRY   4,094   2.80%, 11/08/2023 ◄   1,795 
           
     Total Foreign Government Obligations     
     (Cost $13,013)  $12,066 
           
U.S. Government Securities - 20.6%     
U.S. Treasury Securities - 20.6%     
     U.S. Treasury Bonds - 0.1%     
$325   2.38%, 01/15/2025 ◄  $501 
           
     U.S. Treasury Notes - 20.5%     
 3,000   0.13%, 04/15/2016 ◄   3,222 
 5,150   0.13%, 04/15/2017 □◄   5,424 
 7,510   0.13%, 04/15/2018 ◄   7,799 
 2,875   0.13%, 04/15/2019 ◄   2,947 
 5,324   0.13%, 01/15/2022 ◄   5,634 
 5,870   0.13%, 07/15/2022 ◄   6,130 
 5,725   0.13%, 01/15/2023 ◄   5,929 
 3,825   0.13%, 07/15/2024 ◄   3,855 
 2,975   0.25%, 01/15/2025 ◄   3,029 
 3,075   0.38%, 07/15/2023 ◄   3,233 
 4,944   0.63%, 07/15/2021 ◄   5,450 
 4,825   0.63%, 01/15/2024 ◄╦Ø   5,145 
 1,984   1.13%, 01/15/2021 ◄   2,304 
 1,404   1.25%, 07/15/2020 ◄   1,650 
 4,548   1.38%, 01/15/2020 ◄   5,375 
 3,475   1.88%, 07/15/2019 ◄   4,241 
 730   2.13%, 01/15/2019 ◄   884 
 3,075   2.38%, 01/15/2017 ◄   3,810 
 475   2.50%, 07/15/2016 ◄   582 
 500   2.63%, 07/15/2017 ◄   618 
         77,261 
         77,762 
     Total U.S. Government Securities     
     (Cost $76,804)  $77,762 
           
     Total Long-Term Investments     
     (Cost $367,466)  $329,795 

 

5
 

 

The Hartford Global Real Asset Fund
Consolidated Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬          Market Value ╪ 
Short-Term Investments - 13.7%             
Repurchase Agreements - 13.7%             
     Bank of America Merrill Lynch Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $50, collateralized by U.S. Treasury
Note 0.88%, 2017, value of $51)
            
$50    0.04%, 1/31/15          $50 
     Bank of America Merrill Lynch TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $2,174, collateralized by FHLMC
3.50% - 4.00%, 2032 - 2045, FNMA 1.83% -
4.50%, 2025 - 2045, value of $2,217)
            
 2,174    0.06%, 1/31/15           2,174 
     Bank of Montreal  TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$15,769, collateralized by U.S. Treasury Bill
0.04% - 0.25%, 2015 - 2016, U.S. Treasury
Bond 3.00% - 9.88%, 2015 - 2044, U.S.
Treasury Note 0.25% - 4.63%, 2015 - 2022,
value of $16,085)
            
 15,769    0.05%, 1/31/15           15,769 
     Bank of Montreal TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$3,672, collateralized by FHLMC 2.00% -
5.50%, 2022 - 2044, FNMA 3.00% - 4.00%,
2022 - 2042, GNMA 3.00%, 2043, U.S.
Treasury Bill 0.25%, 2016, U.S. Treasury Note
0.75% - 2.50%, 2017 - 2024, value of $3,745)
            
 3,672    0.06%, 1/31/15           3,672 
     Barclays Capital TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$10,504, collateralized by U.S. Treasury Note
1.50% - 2.00%, 2016 - 2023, value of $10,714)
            
 10,504    0.04%, 1/31/15           10,504 
     Citigroup Global Markets, Inc. TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $6,829, collateralized by U.S.
Treasury Bond 3.75% - 4.50%, 2038 - 2043,
value of $6,966)
            
 6,829    0.05%, 1/31/15           6,829 
     Deutsche Bank Securities TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $599, collateralized by FHLMC
2.50% - 6.50%, 2020 - 2041, FNMA 2.50% -
6.50%, 2016 - 2047, GNMA 3.50%, 2045, U.S.
Treasury Bill 0.07% - 0.25%, 2015 - 2016, U.S.
Treasury Bond 2.38% - 5.38%, 2027 - 2043,
U.S. Treasury Note 0.13% - 4.63%, 2015 -
2024, value of $610)
            
 599    0.05%, 1/31/15           599 
     Royal Bank of Scotland TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $2,511, collateralized by U.S.
Treasury Bond 8.13%, 2019, U.S. Treasury
Note 2.38% - 3.63%, 2020 - 2024, value of
$2,562)
            
 2,511    0.06%, 1/31/15           2,511 
     Societe Generale TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $154,
collateralized by U.S. Treasury Note 0.75% -
2.63%, 2016 - 2017, value of $157)
            
 154    0.06%, 1/31/15           154 
    TD Securities TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$9,373, collateralized by FHLMC 3.00% -
4.00%, 2026 - 2043, FNMA 2.50% - 5.00%,
2025 - 2044, value of $9,561)
        
9,373   0.07%, 1/31/15       9,373 
              51,635 
     Total Short-Term Investments          
     (Cost $51,635)       $51,635 
                
     Total Investments          
     (Cost $419,101) ▲   101.1%   $381,430 
     Other Assets and Liabilities   (1.1)%    (4,223)
     Total Net Assets   100.0%   $377,207 

 

6
 

 

The Hartford Global Real Asset Fund
Consolidated Schedule of Investments – (continued)
January 31, 2015 (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, 2015, the Fund invested 18.5% of its total assets in the Subsidiary. 

 

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

 

Other than the industry classifications "Other Investment Pools and Funds" and "Exchange Traded Funds," equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

 

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for reporting ease. 

 

At January 31, 2015, the cost of securities for federal income tax purposes was $432,089 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation   $8,088 
Unrealized Depreciation    (58,747)
Net Unrealized Depreciation   $(50,659)

 

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

 

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, 2015, the aggregate fair value of these securities was $12, 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.

 

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

 

§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, as amended. 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, 2015, the aggregate value of these securities was $1,710, 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, as amended, and may have contractual restrictions on resale.  Illiquid securities may lack a readily available market or their valuation has not changed for a certain period of time.

 

Period Acquired  Shares/ Par   Security  Cost Basis 
01/2013 - 05/2013   4   CNK International Co., Ltd.  $20 
09/2012 - 03/2014   11   Kingsgate Consolidated Ltd.   36 
09/2012 - 05/2013   24   San Gold Corp.   16 
09/2012   10   Shandong Denghai Warrants   31 

 

At January 31, 2015, the aggregate value of these securities was $68, which rounds to zero percent of total net assets.

 

This security, or a portion of this security, has been pledged as collateral in connection with OTC swap contracts.

 

ØThis security, or a portion of this security, has been pledged as collateral in connection with exchange traded option and/or swaption contracts.

 

This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.

 

7
 

 

The Hartford Global Real Asset Fund
Consolidated Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Cash pledged and received as collateral in connection with derivatives at January 31, 2015:

 

   Pledged ‡   Received 
Futures contracts  $5,667   $ 
Total  $5,667   $ 

 

As previously noted, certain securities, or a portion of these securities, are pledged as collateral in connection with certain derivative instruments. These securities are held by the Fund but are not represented in the table above.

 

 

Futures Contracts Outstanding at January 31, 2015

 

   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   23   02/12/2015  $1,414   $1,219   $   $(195)  $89   $ 
Brent Oil Future   30   05/14/2015   1,993    1,682        (311)   109     
Brent Oil Future   23   11/13/2015   1,503    1,408        (95)   77     
Brent Oil Future   6   10/31/2016   421    403        (18)   16     
Corn Future   39   12/14/2015   808    782        (26)       (4)
Cotton No. 2 Future   22   03/09/2015   677    653        (24)       (2)
Electrolytic Copper Future   5   03/16/2015   820    690        (130)   224    (361)
Gas Oil Futures   27   02/12/2015   1,318    1,291        (27)   13     
Gold 100oz Future   26   04/28/2015   3,129    3,326    197        60     
Hard Red Winter Wheat Future   13   07/14/2015   360    355        (5)       (5)
Henry Hub Natural Gas Future   10   12/28/2016   110    92        (18)       (1)
Henry Hub Natural Gas Future   10   01/27/2017   110    92        (18)       (1)
Henry Hub Natural Gas Future   10   02/24/2017   110    91        (19)        
Henry Hub Natural Gas Future   11   03/29/2017   121    95        (26)        
Henry Hub Natural Gas Future   11   04/26/2017   121    95        (26)        
Henry Hub Natural Gas Future   11   05/26/2017   121    96        (25)        
Henry Hub Natural Gas Future   11   06/28/2017   121    97        (24)        
Henry Hub Natural Gas Future   11   07/27/2017   120    97        (23)        
Henry Hub Natural Gas Future   11   08/29/2017   121    97        (24)        
Henry Hub Natural Gas Future   11   09/27/2017   121    98        (23)        
Henry Hub Natural Gas Future   11   10/27/2017   120    99        (21)        
Henry Hub Natural Gas Future   10   11/28/2017   109    94        (15)        
Henry Hub Natural Gas Future   4   12/27/2017   45    39        (6)        
Henry Hub Natural Gas Future   4   01/29/2018   46    39        (7)        
Henry Hub Natural Gas Future   4   02/26/2018   45    38        (7)        
Henry Hub Natural Gas Future   5   03/27/2018   56    44        (12)        
Henry Hub Natural Gas Future   5   04/26/2018   56    44        (12)        
Henry Hub Natural Gas Future   4   05/29/2018   46    36        (10)        
Henry Hub Natural Gas Future   4   06/27/2018   45    36        (9)        
Henry Hub Natural Gas Future   4   07/27/2018   45    36        (9)        
Henry Hub Natural Gas Future   4   08/29/2018   45    36        (9)        
Henry Hub Natural Gas Future   4   09/26/2018   45    36        (9)        
Henry Hub Natural Gas Future   4   10/29/2018   45    37        (8)        
Henry Hub Natural Gas Future   4   11/28/2018   46    39        (7)        
Lead Future   15   02/16/2015   749    694        (55)   129    (197)
Live Cattle Future   3   06/30/2015   189    174        (15)   1     
Natural Gas Future   100   02/25/2015   3,038    2,691        (347)       (28)
Natural Gas Future   82   12/29/2015   3,081    2,695        (386)       (30)
Palladuim Future   39   03/27/2015   3,028    3,012        (16)   3     
Platinum Future   62   04/28/2015   3,747    3,838    91        65     
Primary Aluminum Future   27   12/14/2015   1,358    1,275        (83)   418    (520)
Primary Nickel Future   29   03/16/2015   2,850    2,634        (216)   598    (862)
Silver Future   13   03/27/2015   1,079    1,119    40        28     

  

8
 

 

The Hartford Global Real Asset Fund
Consolidated Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Futures Contracts Outstanding at January 31, 2015 - (continued)

 

   Number of   Expiration  Notional   Market   Unrealized
Appreciation/(Depreciation)
   Variation Margin 
Description  Contracts*   Date  Amount   Value ╪   Asset   Liability   Asset   Liability 
Long position contracts: - (continued)
Soybean Future   27   03/13/2015  $1,412   $1,297   $   $(115)  $   $(10)
Soybean Oil Future   25   05/26/2015   483    454        (29)   7     
Sugar No. 11 Future   64   02/27/2015   1,162    1,060        (102)       (4)
Wheat Future   16   05/14/2015   411    405        (6)       (5)
WTI Crude Future   44   05/19/2015   2,649    2,254        (395)   159     
WTI Crude Future   5   11/20/2015   460    284        (176)   16     
WTI Crude Future   6   11/21/2016   357    376    19        17     
Zinc Future   35   02/16/2015   1,877    1,854        (23)   191    (214)
Total                    $347   $(3,162)  $2,220   $(2,244)
Short position contracts:
Brent Oil Future   12   10/31/2017  $817   $848   $   $(31)  $   $(27)
Cocoa Future   15   03/16/2015   431    404    27            (1)
Copper Future   16   03/27/2015   1,107    998    109            (17)
Crude Oil Future Option   4   10/26/2017   49    36    13        5     
Feeder Cattle Future   3   03/26/2015   326    308    18            (3)
Live Cattle Future   6   03/16/2015   386    372    14            (3)
Natural Gas Future   30   05/27/2015   862    827    35        10     
Natural Gas Future   23   09/28/2015   717    654    63        8     
Prime Aluminum Future   12   03/16/2015   545    557        (12)   33    (45)
Soybean Future   11   05/14/2015   578    532    46        4     
Wheat Future   16   03/13/2015   432    402    30        4     
Total                    $355   $(43)  $64   $(96)
Total futures contracts                    $702   $(3,205)  $2,284   $(2,340)

 

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

  

Exchange Traded Option Contracts Outstanding at January 31, 2015

 

Description  Risk
Exposure
Category
  Exercise Price/ FX Rate/
Rate
  Expiration
Date
  Number of
Contracts *
  Market
Value ╪
   Premiums
Received by
Fund
   Unrealized
Appreciation
(Depreciation)
 
Written option contracts:
Puts
Gold Option  CO  1,100.00 USD  05/26/15  USD   4   $3   $13   $10 

 

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

  

OTC Interest Rate Swap Contracts Outstanding at January 31, 2015

 

   Payments made  Payments received  Notional  Expiration  Upfront
Premiums
   Upfront
Premiums
   Market   Unrealized
Appreciation/(Depreciation)
 
Counterparty  by Fund  by Fund  Amount  Date  Paid   Received   Value ╪   Asset   Liability 
BOA  CLICP Camara  2.09% Fixed  CLP   184,550  09/28/17  $   $   $38   $38   $ 

 

OTC Total Return Swap Contracts Outstanding at January 31, 2015

 

       Notional   Payments received  Expiration  Upfront
Premiums
   Upfront
Premiums
   Market   Unrealized
Appreciation/(Depreciation)
 
Reference Entity  Counterparty   Amount   (paid) by Fund  Date  Paid   Received   Value ╪   Asset   Liability 
Platinum Spot   GSC  USD   389   Platinum Spot  10/30/15  $   $   $(9)  $   $(9)
S&P GSCI Industrial Metals   GSC  USD378   (0.10)% Fixed  05/20/15           (21)       (21)
Total                  $   $   $(30)  $   $(30)

 

9
 

 

The Hartford Global Real Asset Fund
Consolidated Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Foreign Currency Contracts Outstanding at January 31, 2015

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
AUD  Sell  02/03/2015  JPM  $27   $27   $   $ 
BRL  Buy  02/03/2015  BCLY   4,162    4,203    41     
BRL  Buy  02/03/2015  UBS   3,828    3,686        (142)
BRL  Sell  02/03/2015  UBS   7,899    7,888    11     
BRL  Sell  03/03/2015  UBS   3,800    3,659    141     
CAD  Buy  02/02/2015  CBK   156    154        (2)
CAD  Buy  02/04/2015  MSC   64    63        (1)
CAD  Buy  02/04/2015  RBC   104    104         
CAD  Sell  02/03/2015  MSC   197    196    1     
CLP  Buy  03/18/2015  SCB   409    398        (11)
CLP  Sell  03/18/2015  BOA   110    108    2     
EUR  Sell  02/27/2015  BOA   5,310    5,178    132     
EUR  Sell  02/27/2015  UBS   5,145    5,122    23     
JPY  Buy  02/03/2015  DEUT   14    14         
JPY  Sell  02/27/2015  CSFB   1,744    1,752        (8)
JPY  Sell  02/02/2015  NAB   6    6         
JPY  Sell  02/27/2015  NAB   8,928    9,013        (85)
JPY  Sell  02/04/2015  WEST   41    41         
NOK  Sell  02/02/2015  GSC   94    95        (1)
ZAR  Sell  02/02/2015  TDS   50    49    1     
Total                     $352   $(250)

 

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
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
NAB National Australia Bank Limited
RBC RBC Dominion Securities, Inc.
SCB Standard Chartered Bank
TDS TD Securities, Inc.
UBS UBS AG
WEST Westpac International
 
Currency Abbreviations:
AUD Australian Dollar
BRL Brazilian Real
CAD Canadian Dollar
CLP Chilean Peso
EUR EURO
ILS Israeli New Shekel
JPY Japanese Yen
KRW South Korean Won
MXN Mexican New Peso
NOK Norwegian Krone
THB Thai Baht
TRY Turkish New Lira
USD U.S. Dollar
ZAR South African Rand
   
Index Abbreviations:
GSCI Goldman Sachs Commodity Index
S&P Standard & Poors
 
Other Abbreviations:
ADR American Depositary Receipt
CLICP Sinacofi Chile Interbank Offered Rate
CO Commodity
ETF Exchange Traded Fund
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
FX Foreign Exchange
GDR Global Depositary Receipt
GNMA Government National Mortgage Association
OTC Over-the-Counter
REIT Real Estate Investment Trust
SPDR Standard & Poor's Depositary Receipt

 

10
 

 

The Hartford Global Real Asset Fund
Consolidated Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Diversification by Country

as of January 31, 2015 

   Percentage of 
Country  Net Assets 
Australia   1.8%
Austria   0.0 
Belgium   0.6 
Brazil   1.9 
Canada   6.2 
Chile   0.0 
China   1.8 
Colombia   0.0 
Egypt   0.0 
France   2.3 
Germany   0.4 
Hong Kong   1.5 
India   0.1 
Indonesia   0.1 
Ireland   0.1 
Israel   0.7 
Italy   2.0 
Japan   3.8 
Jersey   0.4 
Luxembourg   0.1 
Mauritius   0.0 
Mexico   0.9 
Netherlands   2.7 
Norway   1.2 
Peru   0.1 
Philippines   0.0 
Poland   0.0 
Portugal   0.3 
Russia   0.9 
Singapore   0.2 
South Africa   0.9 
South Korea   0.8 
Spain   0.5 
Sweden   0.4 
Switzerland   1.0 
Taiwan   0.2 
Thailand   0.1 
Turkey   0.5 
United Kingdom   6.7 
Zambia   0.0 
United States   46.2 
Short-Term Investments   13.7 
Other Assets and Liabilities   (1.1)
Total   100.0%

 

Credit Exposure

as of January 31, 2015 

Credit Rating *  Percentage of
Net Assets
 
Aa/ AA   20.7%
A   0.7 
Baa/ BBB   1.3 
Not Rated   1.1 
Non-Debt Securities and Other Short-Term Instruments   77.3 
Other Assets and Liabilities   (1.1)
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 (Moody's) and typically range from AAA/Aaa (highest) to C/D (lowest). Presentation of S&P and Moody's credit ratings in this report have been selected for informational purposes for shareholders, as well as the Fund's consideration of industry practice. 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 the Fund's shares. Ratings may change.

 

 

11
 

 

The Hartford Global Real Asset Fund
Consolidated Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

  

Investment Valuation Hierarchy Level Summary

January 31, 2015

 

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks                    
Automobiles and Components  $489   $   $489   $ 
Banks   3,288        3,288     
Capital Goods   5,459    2,003    3,456     
Commercial and Professional Services   568    31    537     
Diversified Financials   1,689    646    1,043     
Energy   118,760    79,974    38,786     
Food and Staples Retailing   87    87         
Food, Beverage and Tobacco   5,856    4,444    1,412     
Insurance   2,102        2,102     
Materials   50,823    23,426    27,385    12 
Media   1,228    1,228         
Pharmaceuticals, Biotechnology and Life Sciences   149    149         
Real Estate   1,632    1,632         
Retailing   773    20    753     
Semiconductors and Semiconductor Equipment   1,918    838    1,080     
Software and Services   716        716     
Telecommunication Services   3,017        3,017     
Transportation   3,044    1,405    1,639     
Utilities   26,486    6,635    19,851     
Total   228,084    122,518    105,554    12 
Exchange Traded Funds   11,512    11,512         
Foreign Government Obligations   12,066        12,066     
Preferred Stocks   315    315         
U.S. Government Securities   77,762    5,976    71,786     
Warrants   56    56         
Short-Term Investments   51,635        51,635     
Total  $381,430   $140,377   $241,041   $12 
Foreign Currency Contracts*  $352   $   $352   $ 
Futures*   702    702         
Swaps - Interest Rate*   38        38     
Total  $1,092   $702   $390   $ 
Liabilities:                    
Written Options   3    3         
Total  $3   $3   $   $ 
Foreign Currency Contracts*  $250   $   $250   $ 
Futures*   3,205    3,205         
Swaps - Total Return*   30        30     
Total  $3,485   $3,205   $280   $ 

 

For the three-month period ended January 31, 2015, investments valued at $1,598 were transferred from Level 1 to Level 2, and investments valued at $182 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 mean 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.

 

12
 

 

The Hartford Global Real Asset Fund
Consolidated Schedule of Investments – (continued)
January 31, 2015 (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, 2014
   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, 2015
 
Assets:                                             
Common Stocks  $7   $(104)  $101  $   $   $   $8   $   $12 
Total  $7   $(104)  $101   $   $   $   $8   $   $12 

 

*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, 2015 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.

 

13
 

 

 

The Hartford Growth Allocation Fund
Schedule of Investments
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount      Market Value ╪ 
Affiliated Investment Companies - 100.0%          
Alternative Strategy Funds - 5.0%          
 4,653   Hartford Real Total Return Fund       $44,859 
                
     Total Alternative Strategy Funds          
     (Cost $48,001)       $44,859 
                
Domestic Equity Funds - 21.0%          
 2,176   The Hartford MidCap Fund       $61,940 
 3,964   The Hartford MidCap Value Fund        62,151 
 2,581   The Hartford Small Company Fund        61,721 
              185,812 
     Total Domestic Equity Funds          
     (Cost $188,958)       $185,812 
                
International/Global Equity Funds - 51.9%          
 11,293   Hartford Global Capital Appreciation Fund       $195,146 
 15,932   Hartford Global Equity Income Fund        176,685 
 11,273   The Hartford Emerging Markets Research Fund        87,701 
              459,532 
     Total International/Global Equity Funds          
     (Cost $514,712)       $459,532 
                
Mixed-Asset Funds - 12.0%          
 11,057   Hartford Multi-Asset Income Fund       $106,259 
                
     Total Mixed-Asset Funds          
     (Cost $112,215)       $106,259 
                
Taxable Fixed Income Funds - 10.1%          
 8,472   The Hartford World Bond Fund       $89,127 
                
     Total Taxable Fixed Income Funds          
     (Cost $91,196)       $89,127 
                
     Total Investments in Affiliated Investment Companies          
     (Cost $955,082)       $885,589 
                
     Total Long-Term Investments          
     (Cost $955,082)       $885,589 
                
     Total Investments          
     (Cost $955,082) ▲   100.0%  $885,589 
     Other Assets and Liabilities   %   (231)
     Total Net Assets   100.0%  $885,358 

 

1
 

 

The Hartford Growth Allocation Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

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

 

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for reporting ease. 

 

At January 31, 2015, the cost of securities for federal income tax purposes was $956,813 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $2,560 
Unrealized Depreciation   (73,784)
Net Unrealized Depreciation  $(71,224)

 

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.

 

Composition by Investments
as of January 31, 2015
Fund Name  Percentage of
Net Assets
 
Hartford Global Capital Appreciation Fund   22.0%
Hartford Global Equity Income Fund   20.0 
Hartford Multi-Asset Income Fund   12.0 
Hartford Real Total Return Fund   5.0 
The Hartford Emerging Markets Research Fund   9.9 
The Hartford MidCap Fund   7.0 
The Hartford MidCap Value Fund   7.0 
The Hartford Small Company Fund   7.0 
The Hartford World Bond Fund   10.1 
Other Assets and Liabilities   0.0 
Total   100.0%

 

Investment Valuation Hierarchy Level Summary

January 31, 2015

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                
Affiliated Investment Companies  $885,589   $885,589   $   $ 
Total  $885,589   $885,589   $   $ 

 

For the three-month period ended January 31, 2015, 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.

 

2
 

 

 

The Hartford Healthcare Fund
Schedule of Investments
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount Market Value ╪
Common Stocks - 94.9% 
     Biotechnology - 27.1%     
 558   Achillion Pharmaceuticals, Inc. ●   $8,282 
 99   Acorda Therapeutics, Inc. ●    4,120 
 430   Alkermes plc ●    31,049 
 145   Alnylam Pharmaceuticals, Inc. ●    13,594 
 226   Anacor Pharmaceuticals, Inc. ●    8,501 
 1,877   Arena Pharmaceuticals, Inc. ●    8,088 
 6   Bellicum Pharmaceuticals, Inc. ●    146 
 657   BioCryst Pharmaceuticals, Inc. ●    6,687 
 24   Biogen Idec, Inc. ●    9,516 
 203   Cepheid, Inc. ●    11,494 
 321   Dicerna Pharmaceuticals, Inc. ●    6,851 
 213   Five Prime Therapeutics, Inc. ●    5,591 
 85   Foundation Medicine, Inc. ●    4,059 
 577   Gilead Sciences, Inc. ●    60,443 
 372   Glycomimetics, Inc. ●    2,735 
 203   Incyte Corp. ●    16,208 
 134   Innate Pharma S.A. ●    1,387 
 330   Ironwood Pharmaceuticals, Inc. ●    5,140 
 9   Juno Therapeutics, Inc. ●    389 
 9   Kite Pharma, Inc. ●    636 
 338   NPS Pharmaceuticals, Inc. ●    15,493 
 174   Otonomy, Inc. ●    5,081 
 172   Portola Pharmaceuticals, Inc. ●    4,887 
 77   PTC Therapeutics, Inc. ●    4,218 
 79   Regeneron Pharmaceuticals, Inc. ●    32,734 
 377   Regulus Therapeutics, Inc. ●    7,222 
 688   Rigel Pharmaceuticals, Inc. ●    1,425 
 64   Seattle Genetics, Inc. ●    2,007 
 24   Synageva BioPharma Corp. ●    2,799 
 277   Tesaro, Inc. ●    11,160 
 285   Tetraphase Pharmaceuticals, Inc. ●    10,354 
 355   Trevana, Inc. ●    1,937 
 126   Vertex Pharmaceuticals, Inc. ●    13,854 
         318,087 
     Drug Retail - 3.0%     
 221   CVS Health Corp.    21,715 
 39   Diplomat Pharmacy, Inc. ●    947 
 176   Walgreens Boots Alliance Inc.    12,963 
         35,625 
     Health Care Distributors - 5.1%     
 251   Cardinal Health, Inc.    20,871 
 181   McKesson Corp.    38,466 
         59,337 
     Health Care Equipment - 16.8%     
 391   Abbott Laboratories    17,514 
 261   AtriCure, Inc. ●    5,179 
 74   Becton, Dickinson & Co.    10,225 
 1,465   Boston Scientific Corp. ●    21,695 
 249   Globus Medical, Inc. ●    5,867 
 80   Heartware International, Inc. ●    6,648 
 590   K2M Group Holdings, Inc. ●    11,160 
 798   Medtronic plc    56,989 
 150   Ocular Therapeutix, Inc. ●    4,567 
 286   St. Jude Medical, Inc.    18,816 
 174   Stryker Corp.    15,845 
 157   T2 Biosystems, Inc. ●    3,387 
 184   Tornier N.V. ●    4,459 
 341   TriVascular Techonologies, Inc. ●    3,338 
 99   Zimmer Holdings, Inc.    11,084 
         196,773 
     Health Care Facilities - 4.6%     
 90   Acadia Healthcare Co., Inc. ●   5,179 
 379   HCA Holdings, Inc. ●    26,822 
 544   NMC Health plc    4,155 
 2,487   Phoenix Healthcare Group Co., Ltd.    4,225 
 777   Spire Healthcare Group plc ●    3,758 
 96   Universal Health Services, Inc. Class B    9,854 
         53,993 
     Health Care Services - 1.4%     
 254   Al Noor Hospitals Group    3,477 
 365   Envision Healthcare Holdings ●    12,548 
         16,025 
     Health Care Supplies - 0.6%     
 105   Dentsply International, Inc.    5,238 
 178   Endologix, Inc. ●    2,483 
         7,721 
     Health Care Technology - 1.6%     
 314   Allscripts Healthcare Solutions, Inc. ●    3,743 
 66   athenahealth, Inc. ●    9,246 
 242   IMS Health Holdings, Inc. ●    5,962 
         18,951 
     Internet Software and Services - 0.3%     
 229   Everyday Health, Inc. ●    3,174 
           
     Life Sciences Tools and Services - 2.4%     
 149   Agilent Technologies, Inc.    5,625 
 36   MorphoSys AG ●    3,093 
 210   Pra Health Sciences, Inc. ●    5,475 
 113   Thermo Fisher Scientific, Inc.    14,167 
         28,360 
     Managed Health Care - 6.1%     
 342   Aetna, Inc.    31,358 
 214   CIGNA Corp.    22,854 
 204   Qualicorp S.A. ●    2,023 
 140   UnitedHealth Group, Inc.    14,865 
         71,100 
     Pharmaceuticals - 25.5%     
 201   Actavis plc ●    53,592 
 397   Aerie Pharmaceuticals, Inc. ●    11,104 
 107   Almirall S.A. ●    1,873 
 261   AstraZeneca plc ADR    18,559 
 1,115   Bristol-Myers Squibb Co.    67,207 
 293   Daiichi Sankyo Co., Ltd.    4,254 
 147   Eisai Co., Ltd.    7,304 
 276   Eli Lilly & Co.    19,886 
 106   Hospira, Inc. ●    6,699 
 67   Johnson & Johnson    6,704 
 286   Medicines Co. ●    8,199 
 255   MediWound Ltd. ●    2,238 
 299   Merck & Co., Inc.    18,045 
 148   Mylan, Inc. ●    7,882 
 42   Ono Pharmaceutical Co., Ltd.    4,410 
 116   Sanofi-Aventis S.A.    10,677 
 556   Shionogi & Co., Ltd.    16,684 
 262   Teva Pharmaceutical Industries Ltd. ADR    14,879 
 126   UCB S.A.    9,831 
 412   Xenoport, Inc. ●    3,430 
 118   Zoetis, Inc.    5,031 
         298,488 

 

1
 

 

The Hartford Healthcare Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount Market Value ╪
Common Stocks - 94.9% - (continued)          
     Research and Consulting Services - 0.4%          
 82   Quintiles Transnational Holdings ●       $4,965 
                
     Total Common Stocks          
     (Cost $752,931)       $1,112,599 
                
     Total Long-Term Investments          
     (Cost $752,931)        $1,112,599 
                
Short-Term Investments - 6.2%          
     Other Direct Federal Obligations - 1.5%          
     FHLB          
$17,523    0.13%, 2/20/2015 ○        $17,522 
                
     Repurchase Agreements - 4.7%          
     Bank of America Merrill Lynch Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $53, collateralized by U.S. Treasury
Note 0.88%, 2017, value of $55)
          
$53    0.04%, 1/31/15        $53 
     Bank of America Merrill Lynch TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $2,317, collateralized by FHLMC
3.50% - 4.00%, 2032 - 2045, FNMA 1.83% -
4.50%, 2025 - 2045, value of $2,363)
          
 2,317    0.06%, 1/31/15         2,317 
     Bank of Montreal  TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$16,808, collateralized by U.S. Treasury Bill
0.04% - 0.25%, 2015 - 2016, U.S. Treasury
Bond 3.00% - 9.88%, 2015 - 2044, U.S.
Treasury Note 0.25% - 4.63%, 2015 - 2022,
value of $17,144)
          
 16,807    0.05%, 1/31/15         16,807 
     Bank of Montreal TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$3,913, collateralized by FHLMC 2.00% -
5.50%, 2022 - 2044, FNMA 3.00% - 4.00%,
2022 - 2042, GNMA 3.00%, 2043, U.S. Treasury
Bill 0.25%, 2016, U.S. Treasury Note 0.75% -
2.50%, 2017 - 2024, value of $3,992)
          
 3,913    0.06%, 1/31/15         3,913 
     Barclays Capital TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$11,196, collateralized by U.S. Treasury Note
1.50% - 2.00%, 2016 - 2023, value of $11,420)
          
 11,196    0.04%, 1/31/15         11,196 
     Citigroup Global Markets, Inc. TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $7,279, collateralized by U.S.
Treasury Bond 3.75% - 4.50%, 2038 - 2043,
value of $7,424)
          
 7,279    0.05%, 1/31/15         7,279 
    Deutsche Bank Securities TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $638, collateralized by FHLMC 2.50%
- 6.50%, 2020 - 2041, FNMA 2.50% - 6.50%,
2016 - 2047, GNMA 3.50%, 2045, U.S. Treasury
Bill 0.07% - 0.25%, 2015 - 2016, U.S. Treasury
Bond 2.38% - 5.38%, 2027 - 2043, U.S.
Treasury Note 0.13% - 4.63%, 2015 - 2024,
value of $651)
        
638    0.05%, 1/31/15        638 
     Royal Bank of Scotland TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $2,677, collateralized by U.S.
Treasury Bond 8.13%, 2019, U.S. Treasury
Note 2.38% - 3.63%, 2020 - 2024, value of
$2,730)
          
 2,677    0.06%, 1/31/15         2,677 
     Societe Generale TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $164,
collateralized by U.S. Treasury Note 0.75% -
2.63%, 2016 - 2017, value of $168)
          
 164    0.06%, 1/31/15         164 
     TD Securities TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$9,991, collateralized by FHLMC 3.00% -
4.00%, 2026 - 2043, FNMA 2.50% - 5.00%,
2025 - 2044, value of $10,191)
          
 9,991    0.07%, 1/31/15        9,991 
              55,035 
     Total Short-Term Investments          
     (Cost $72,557)        $72,557 
                
     Total Investments          
    (Cost $825,488) ▲    101.1%  $1,185,156 
     Other Assets and Liabilities    (1.1)%   (12,913)
     Total Net Assets    100.0%  $1,172,243 

 

2
 

 

The Hartford Healthcare Fund
Schedule of Investments – (continued)
January 31, 2015 (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. 

 

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

 

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for reporting ease. 

 

At January 31, 2015, the cost of securities for federal income tax purposes was $829,883 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation   $372,126 
Unrealized Depreciation    (16,853)
Net Unrealized Appreciation   $355,273 

 

Non-income producing.

 

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

 

Foreign Currency Contracts Outstanding at January 31, 2015

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
BRL  Buy  02/03/2015  JPM  $24   $24   $   $ 
EUR  Buy  02/03/2015  BCLY   315    315         
EUR  Buy  02/04/2015  BCLY   23    23         
GBP  Buy  02/03/2015  BNP   43    43         
JPY  Buy  02/04/2015  WEST   405    406    1     
JPY  Sell  03/18/2015  GSC   11,596    11,816        (220)
Total                     $1   $(220)

 

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 Services
GSC Goldman Sachs & Co.
JPM JP Morgan Chase & Co.  
WEST Westpac International
 
Currency Abbreviations:
BRL Brazilian Real  
EUR EURO  
GBP British Pound  
JPY Japanese Yen  
 
Other Abbreviations:
ADR American Depositary Receipt
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
GNMA Government National Mortgage Association

  

Diversification by Sector

as of January 31, 2015

Sector  Percentage of
Net Assets
 
Equity Securities     
Consumer Staples   3.0%
Health Care   91.2 
Industrials   0.4 
Information Technology   0.3 
Total   94.9%
Short-Term Investments   6.2 
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.

 

3
 

 

The Hartford Healthcare Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary

January 31, 2015

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks ‡  $1,112,599   $1,048,861   $63,738   $ 
Short-Term Investments   72,557        72,557     
Total  $1,185,156   $1,048,861   $136,295   $ 
Foreign Currency Contracts *   1        1     
Total  $1   $   $1   $ 
Liabilities:                    
Foreign Currency Contracts *   220        220     
Total  $220   $   $220   $ 

 

For the three-month period ended January 31, 2015, 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 High Yield Fund
Schedule of Investments
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
Asset and Commercial Mortgage Backed Securities - 0.0%     
     Finance and Insurance - 0.0%     
     Soundview NIM Trust     
$920    0.00%, 12/25/2036 ■●   $ 
           
     Total Asset and Commercial Mortgage Backed Securities     
     (Cost $916)   $ 
           
Corporate Bonds - 84.8%     
     Administrative, Support, Waste Management and Remediation Services - 1.1%     
     Casella Waste Systems, Inc.     
$895    7.75%, 02/15/2019   $899 
     ServiceMaster (The) Co.     
 3,522    7.00%, 08/15/2020    3,672 
         4,571 
     Arts, Entertainment and Recreation - 4.4%     
     CCO Holdings LLC     
 105    5.13%, 02/15/2023    103 
 495    5.75%, 09/01/2023    501 
 2,920    7.38%, 06/01/2020    3,125 
     Cequel Communications Holdings I LLC     
 3,535    5.13%, 12/15/2021 ■    3,455 
     Emdeon, Inc.     
 1,625    11.00%, 12/31/2019    1,773 
     Gannett Co., Inc.     
 2,415    4.88%, 09/15/2021 ■    2,415 
 2,380    5.13%, 10/15/2019    2,463 
 270    5.50%, 09/15/2024 ■    273 
 800    6.38%, 10/15/2023    852 
     Gray Television, Inc.     
 895    7.50%, 10/01/2020    920 
     NBC Universal Enterprise     
 1,980    5.25%, 12/19/2049 ■    2,104 
         17,984 
     Chemical Manufacturing - 1.4%     
     Ineos Group Holdings plc     
 2,285    5.88%, 02/15/2019 ■    2,171 
 3,695    6.13%, 08/15/2018 ■    3,565 
         5,736 
     Computer and Electronic Product Manufacturing - 3.3%     
     Alcatel-Lucent USA, Inc.     
 1,810    6.75%, 11/15/2020 ■    1,878 
     CDW LLC / CDW Finance Corp.     
 3,330    6.00%, 08/15/2022    3,496 
     Freescale Semiconductor, Inc.     
 4,225    6.00%, 01/15/2022 ■    4,479 
     Lucent Technologies, Inc.     
 3,070    6.45%, 03/15/2029    2,962 
 660    6.50%, 01/15/2028    637 
         13,452 
     Construction - 4.4%     
     K Hovnanian Enterprises, Inc.     
 570    7.00%, 01/15/2019 ■    530 
 245    8.00%, 11/01/2019 ■    228 
 2,426    9.13%, 11/15/2020 ■    2,541 
     KB Home     
 1,030    7.00%, 12/15/2021    1,030 
 1,895    7.50%, 09/15/2022    1,923 
 1,510    8.00%, 03/15/2020    1,584 
     Lennar Corp.     
 1,005    4.75%, 12/15/2017    1,031 
 2,095    4.75%, 11/15/2022    2,083 
     M/I Homes, Inc.     
 543    3.00%, 03/01/2018 β    529 
     MPH Acquisition Holdings LLC     
 1,390    6.63%, 04/01/2022 ■    1,442 
     Paragon Offshore plc     
 3,345    6.75%, 07/15/2022 ■    1,606 
     Ply Gem Industries, Inc.     
 3,330    6.50%, 02/01/2022    3,218 
         17,745 
     Electrical Equipment, Appliance Manufacturing - 0.2%     
     Sensata Technologies B.V.     
 685    5.63%, 11/01/2024 ■    724 
           
     Fabricated Metal Product Manufacturing - 0.7%     
     Entegris, Inc.     
 2,775    6.00%, 04/01/2022 ■    2,803 
           
     Finance and Insurance - 8.9%     
     AerCap Ireland Capital Ltd.     
 1,670    4.50%, 05/15/2021 ■    1,724 
     Banco Bilbao Vizcaya Argentaria S.A.     
EUR  2,600    7.00%, 12/29/2049 §    3,030 
 800    9.00%, 05/09/2018 §♠    869 
     Barclays Bank plc     
 525    6.63%, 09/15/2019 ♠    506 
 2,525    8.25%, 12/15/2018 ♠β    2,632 
     Blue Racer Midstream LLC     
 1,040    6.13%, 11/15/2022 ■    1,030 
     CIT Group, Inc.     
 2,554    5.50%, 02/15/2019 ■    2,709 
     Credit Agricole S.A.     
 945    7.88%, 01/23/2024 ■♠    976 
     Credit Suisse Group AG     
 1,320    7.50%, 12/11/2023 ■♠    1,386 
     HBOS Capital Funding L.P.     
 1,250    6.85%, 03/23/2015 §♠    1,258 
     MSCI, Inc.     
 1,585    5.25%, 11/15/2024 ■    1,652 
     Nationstar Mortgage LLC     
 2,270    6.50%, 08/01/2018    2,105 
 366    7.88%, 10/01/2020    339 
     Provident Funding Associates L.P.     
 2,180    6.75%, 06/15/2021 ■    2,082 
     Royal Bank of Scotland Group plc     
 2,700    6.99%, 10/05/2017 ■♠    3,105 
 1,800    7.64%, 09/27/2017 ♠Δ    1,926 
     Societe Generale     
 1,075    6.00%, 01/27/2020 ■♠    989 
 745    7.88%, 12/18/2023 ■♠    734 
 2,525    8.25%, 11/29/2018 §♠    2,613 
     SoftBank Corp.     
 2,940    4.50%, 04/15/2020 ■    2,940 
     TMX Finance LLC     
 2,285    8.50%, 09/15/2018 ■    1,737 
         36,342 

 

1
 

  

The Hartford High Yield Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
Corporate Bonds - 84.8% - (continued)     
     Food Services - 1.1%     
     ARAMARK Corp.     
$2,875    5.75%, 03/15/2020   $2,990 
     CEC Entertainment, Inc.     
 1,415    8.00%, 02/15/2022    1,376 
         4,366 
     Health Care and Social Assistance - 10.9%     
     Alere, Inc.     
 2,645    6.50%, 06/15/2020    2,691 
     AmSurg Corp.     
 2,380    5.63%, 07/15/2022 ■    2,460 
     Biomet, Inc.     
 1,205    6.50%, 08/01/2020    1,285 
     Community Health Systems, Inc.     
 615    5.13%, 08/15/2018    637 
 4,105    6.88%, 02/01/2022    4,360 
 3,320    7.13%, 07/15/2020    3,536 
     Endo Finance LLC     
 2,645    6.00%, 02/01/2025 ■    2,703 
     Envision Healthcare Corp.     
 970    5.13%, 07/01/2022 ■    985 
     Grifols Worldwide Operations Ltd.     
 1,015    5.25%, 04/01/2022 ■    1,030 
     HCA Holdings, Inc.     
 2,645    6.25%, 02/15/2021    2,870 
 4,626    7.50%, 11/15/2095    4,533 
     HCA, Inc.     
 1,180    5.38%, 02/01/2025    1,213 
     InVentiv Health, Inc.     
 1,070    9.00%, 01/15/2018 ■    1,107 
     Pinnacle Merger Sub, Inc.     
 1,692    9.50%, 10/01/2023 ■    1,878 
     Salix Pharmaceuticals Ltd.     
 5,356    6.00%, 01/15/2021 ■    5,704 
     Tenet Healthcare Corp.     
 2,565    4.75%, 06/01/2020    2,629 
 1,640    5.00%, 03/01/2019 ■    1,644 
 1,585    8.13%, 04/01/2022    1,787 
     Wellcare Health Plans, Inc.     
 1,160    5.75%, 11/15/2020    1,204 
         44,256 
     Information - 21.8%     
     Activision Blizzard, Inc.     
 4,802    5.63%, 09/15/2021 ■    5,144 
 1,465    6.13%, 09/15/2023 ■    1,597 
     Altice Financing S.A.     
 235    6.50%, 01/15/2022 ■    240 
 530    6.63%, 02/15/2023 ■    530 
 2,100    7.88%, 12/15/2019 ■    2,222 
 250    8.13%, 01/15/2024 ■    259 
 925    9.88%, 12/15/2020 ■    1,017 
     Audatex North America, Inc.     
 3,841    6.00%, 06/15/2021 ■    3,995 
     DISH DBS Corp.     
 1,250    5.00%, 03/15/2023    1,228 
 3,270    6.75%, 06/01/2021    3,552 
 2,812    7.88%, 09/01/2019    3,192 
     First Data Corp.     
 990    6.75%, 11/01/2020 ■    1,059 
 1,960    7.38%, 06/15/2019 ■    2,056 
 4,350    8.25%, 01/15/2021 ■    4,638 
     Harron Communications L.P.     
 950    9.13%, 04/01/2020 ■    1,021 
     Infor Software Parent LLC     
 3,315    7.13%, 05/01/2021 ■    3,332 
     Infor US, Inc.     
 520    9.38%, 04/01/2019    559 
     Intelsat Jackson Holdings S.A.     
 190    6.63%, 12/15/2022    195 
 1,140    7.50%, 04/01/2021    1,208 
     Intelsat Luxembourg S.A.     
 1,940    6.75%, 06/01/2018    1,974 
 5,245    7.75%, 06/01/2021    5,199 
     Level 3 Escrow, Inc.     
 2,380    5.38%, 08/15/2022 ■    2,416 
     Level 3 Financing, Inc.     
 890    6.13%, 01/15/2021    923 
 2,319    7.00%, 06/01/2020    2,470 
     MetroPCS Wireless, Inc.     
 3,125    6.63%, 11/15/2020    3,249 
     Paetec Holding Corp.     
 961    9.88%, 12/01/2018    1,014 
     Softbrands, Inc.     
 855    11.50%, 07/15/2018    932 
     Sprint Communications, Inc.     
 3,470    7.00%, 03/01/2020 ■    3,782 
 1,533    9.00%, 11/15/2018 ■    1,767 
     Sprint Corp.     
 4,070    7.25%, 09/15/2021    4,064 
 2,935    7.88%, 09/15/2023    2,975 
     Syniverse Holdings, Inc.     
 3,945    9.13%, 01/15/2019    4,113 
     T-Mobile USA, Inc.     
 225    6.13%, 01/15/2022    231 
 795    6.46%, 04/28/2019    824 
 330    6.50%, 01/15/2024    342 
 2,440    6.63%, 04/28/2021    2,533 
 1,505    6.73%, 04/28/2022    1,560 
     Unitymedia Hessen GmbH & Co.     
 3,045    5.50%, 01/15/2023 ■    3,159 
     Videotron Ltd.     
 170    9.13%, 04/15/2018    175 
     Wind Acquisition Finance S.A.     
EUR  3,080      4.00%, 07/15/2020 ■    3,446 
 770    6.50%, 04/30/2020 ■    801 
     Windstream Corp.     
 2,050    7.50%, 04/01/2023    2,032 
     Zayo Group LLC     
 1,970    6.00%, 04/01/2023 ■    1,980 
         89,005 
     Machinery Manufacturing - 0.8%     
     Case New Holland Industrial, Inc.     
 3,104    7.88%, 12/01/2017    3,417 
           
     Mining - 2.5%     
     AK Steel Corp.     
 1,880    7.63%, 05/15/2020    1,621 
 2,100    7.63%, 10/01/2021    1,764 

 

2
 

  

The Hartford High Yield Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
Corporate Bonds - 84.8% - (continued)     
     Mining - 2.5% - (continued)     
     AK Steel Corp. - (continued)     
$1,460    8.38%, 04/01/2022   $1,241 
     FMG Resources Aug 2006     
 5,800    6.88%, 04/01/2022 ■    4,553 
     Steel Dynamics, Inc.     
 1,095    5.50%, 10/01/2024 ■    1,117 
         10,296 
     Miscellaneous Manufacturing - 0.5%     
     DigitalGlobe, Inc.     
 2,190    5.25%, 02/01/2021 ■    2,103 
           
     Motor Vehicle and Parts Manufacturing - 2.1%     
     Chrysler Group LLC     
 690    8.00%, 06/15/2019    726 
 3,745    8.25%, 06/15/2021    4,166 
     General Motors Co.     
 2,315    4.88%, 10/02/2023    2,526 
 820    6.25%, 10/02/2043    1,021 
         8,439 
     Nonmetallic Mineral Product Manufacturing - 1.8%     
     Ardagh Finance Holdings S.A.     
 1,253    8.63%, 06/15/2019 ■    1,248 
     Ardagh Packaging Finance plc     
 685    6.00%, 06/30/2021 ■    644 
 1,457    9.13%, 10/15/2020 ■    1,544 
     Cemex Finance LLC     
 1,990    6.00%, 04/01/2024 ■    1,874 
     Cemex S.A.B. de C.V.     
 1,995    5.70%, 01/11/2025 ■    1,840 
         7,150 
     Other Services - 0.8%     
     Abengoa Finance     
EUR  630    6.00%, 03/31/2021 §    648 
EUR  745    6.00%, 03/31/2021 ■    766 
 530    7.75%, 02/01/2020 ■    499 
     Abengoa Greenfield S.A.     
 1,485    6.50%, 10/01/2019 ■    1,366 
         3,279 
     Petroleum and Coal Products Manufacturing - 5.0%     
     Antero Resources Corp.     
 470    5.38%, 11/01/2021    458 
     Antero Resources Finance Corp.     
 2,510    6.00%, 12/01/2020    2,498 
     Bonanza Creek Energy, Inc.     
 2,395    6.75%, 04/15/2021    2,144 
     Cobalt International Energy, Inc.     
 1,645    2.63%, 12/01/2019 β    1,100 
     Concho Resources, Inc.     
 925    5.50%, 10/01/2022    925 
     Diamondback Energy, Inc.     
 2,215    7.63%, 10/01/2021    2,270 
     Everest Acquisition LLC     
 1,800    9.38%, 05/01/2020    1,814 
     Harvest Operations Corp.     
 330    6.88%, 10/01/2017    297 
     Range Resources Corp.     
 455    5.00%, 08/15/2022    450 
     Rosetta Resources, Inc.     
 1,590    5.63%, 05/01/2021    1,498 
 1,120    5.88%, 06/01/2022    1,053 
     Tullow Oil plc     
 2,270    6.00%, 11/01/2020 ■    1,907 
 2,030    6.25%, 04/15/2022 ■    1,705 
     WPX Energy, Inc.     
 1,380    5.25%, 09/15/2024    1,283 
 920    6.00%, 01/15/2022    893 
         20,295 
     Pipeline Transportation - 0.6%     
     El Paso Corp.     
 595    7.00%, 06/15/2017    656 
     Energy Transfer Equity L.P.     
 1,757    7.50%, 10/15/2020    1,955 
         2,611 
     Plastics and Rubber Products Manufacturing - 1.0%     
     Associated Materials LLC     
 1,210    9.13%, 11/01/2017    1,001 
     Nortek, Inc.     
 2,760    8.50%, 04/15/2021    2,933 
         3,934 
     Primary Metal Manufacturing - 1.4%     
     ArcelorMittal     
 210    7.25%, 03/01/2041    216 
 1,175    7.50%, 10/15/2039    1,216 
     Constellium N.V.     
 475    5.75%, 05/15/2024 ■    417 
 1,340    8.00%, 01/15/2023 ■    1,330 
     United States Steel Corp.     
 2,526    7.38%, 04/01/2020    2,602 
         5,781 
     Printing and Related Support Activities - 1.1%     
     Quad Graphics, Inc.     
 3,265    7.00%, 05/01/2022 ■    3,102 
     Quebecor Media, Inc.     
 1,540    5.75%, 01/15/2023    1,586 
         4,688 
     Professional, Scientific and Technical Services - 1.2%     
     Getty Images, Inc.     
 1,505    7.00%, 10/15/2020 ■    1,054 
     SunGard Data Systems, Inc.     
 3,190    6.63%, 11/01/2019    3,206 
 783    7.38%, 11/15/2018    813 
         5,073 
     Real Estate, Rental and Leasing - 1.6%     
     International Lease Finance Corp.     
 4,065    5.88%, 04/01/2019    4,405 
 2,075    5.88%, 08/15/2022    2,293 
         6,698 
     Retail Trade - 3.9%     
     99 Cents Only Stores     
 2,010    11.00%, 12/15/2019    2,115 
     Albertson's Holdings LLC     
 1,200    7.75%, 10/15/2022 ■    1,235 
     Building Materials Corp.     
 3,265    5.38%, 11/15/2024 ■    3,314 
     GRD Holding III Corp.     
 2,210    10.75%, 06/01/2019 ■    2,409 

 

3
 

  

The Hartford High Yield Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬   Market Value ╪  
Corporate Bonds - 84.8% - (continued)        
        Retail Trade - 3.9% - (continued)        
        Michaels Stores, Inc.        
$ 2,240      5.88%, 12/15/2020 ■   $ 2,268  
        Party City Holdings, Inc.        
  1,755      8.88%, 08/01/2020     1,895  
        PC Nextco Holdings LLC/PC Nextco Finance, Inc.        
  2,585      8.75%, 08/15/2019     2,624  
              15,860  
        Soap, Cleaning Compound and Toilet Manufacturing - 0.6%        
        Sun Products Corp.        
  2,760      7.75%, 03/15/2021 ■     2,436  
                 
        Utilities - 1.3%        
        Dolphin Subsidiary II, Inc.        
  3,170      7.25%, 10/15/2021     3,233  
        GenOn Americas Generation LLC        
  1,100      9.13%, 05/01/2031     935  
        Texas Competitive Electric Holdings Co. LLC        
  1,460      11.50%, 10/01/2020 ■Ϫ     989  
              5,157  
        Wholesale Trade - 0.4%        
        Dynegy, Inc.        
  755      5.88%, 06/01/2023     717  
  485      7.38%, 11/01/2022 ■     501  
  235      7.63%, 11/01/2024 ■     242  
              1,460  
        Total Corporate Bonds        
        (Cost $350,556)   $ 345,661  
                 
Senior Floating Rate Interests ♦ - 2.2%        
        Finance and Insurance - 0.2%        
        Asurion LLC        
$ 830      8.50%, 03/03/2021   $ 820  
                 
        Mining - 0.4%        
        Arch Coal, Inc.        
  2,047      6.25%, 05/16/2018     1,462  
                 
        Other Services - 0.5%        
        Gardner Denver, Inc.        
  2,034      4.25%, 07/30/2020     1,898  
                 
        Retail Trade - 0.5%        
        Neiman Marcus (The) Group, Inc.        
  1,976      4.25%, 10/25/2020     1,913  
                 
        Utilities - 0.6%        
        Texas Competitive Electric Holdings Co. LLC        
  4,200      4.66%, 10/10/2017 Ψ     2,617  
                 
        Total Senior Floating Rate Interests        
        (Cost $9,901)   $ 8,710  
 
Common Stocks - 0.0%
        Energy - 0.0%        
  104,555     KCA Deutag ⌂●†   $ 146  
                 
        Total Common Stocks        
        (Cost $1,417)   $ 146  
 
Preferred Stocks - 1.0%
        Diversified Financials - 0.7%        
      Citigroup Capital XIII   $ 2  
  109     GMAC Capital Trust I β     2,857  
              2,859  
        Telecommunication Services - 0.3%        
  29     Intelsat S.A., 5.75%  β     1,259  
                 
        Total Preferred Stocks        
        (Cost $4,087)   $ 4,118  
 
        Total Long-Term Investments        
        (Cost $366,877)   $ 358,635  
 
Short-Term Investments - 12.0%        
 Repurchase Agreements - 12.0%        
        Bank of America Merrill Lynch Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $48, collateralized by U.S. Treasury
Note 0.88%, 2017, value of $49)
       
$ 48      0.04%, 1/31/15   $ 48  
        Bank of America Merrill Lynch TriParty
Repurchase Agreement (maturing on
02/02/2015 in the amount of $2,063,
collateralized by FHLMC 3.50% - 4.00%, 2032 -
2045, FNMA 1.83% - 4.50%, 2025 - 2045,
value of $2,104)
       
  2,063      0.06%, 1/31/15     2,063  
        Bank of Montreal  TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $14,968, collateralized by U.S.
Treasury Bill 0.04% - 0.25%, 2015 - 2016,
U.S. Treasury Bond 3.00% - 9.88%, 2015 -
2044, U.S. Treasury Note 0.25% - 4.63%,
2015 - 2022, value of $15,267)
       
  14,968      0.05%, 1/31/15     14,968  
        Bank of Montreal TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $3,485, collateralized by FHLMC
2.00% - 5.50%, 2022 - 2044, FNMA 3.00% -
4.00%, 2022 - 2042, GNMA 3.00%, 2043,
U.S. Treasury Bill 0.25%, 2016, U.S. Treasury
Note 0.75% - 2.50%, 2017 - 2024, value of
$3,555)
       
  3,485      0.06%, 1/31/15     3,485  
        Barclays Capital TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$9,970, collateralized by U.S. Treasury Note
1.50% - 2.00%, 2016 - 2023, value of
$10,170)
       
  9,970      0.04%, 1/31/15     9,970  

 

4
 

  

The Hartford High Yield Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬       Market Value ╪ 
Short-Term Investments - 12.0% - (continued)           
Repurchase Agreements - 12.0% - (continued)           
     Citigroup Global Markets, Inc. TriParty
Repurchase Agreement (maturing on
02/02/2015 in the amount of $6,482,
collateralized by U.S. Treasury Bond 3.75% -
4.50%, 2038 - 2043, value of $6,612)
          
$6,482    0.05%, 1/31/15    $6,482 
     Deutsche Bank Securities TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $568, collateralized by FHLMC
2.50% - 6.50%, 2020 - 2041, FNMA 2.50% -
6.50%, 2016 - 2047, GNMA 3.50%, 2045,
U.S. Treasury Bill 0.07% - 0.25%, 2015 -
2016, U.S. Treasury Bond 2.38% - 5.38%,
2027 - 2043, U.S. Treasury Note 0.13% -
4.63%, 2015 - 2024, value of $579)
          
 568    0.05%, 1/31/15         568 
     Royal Bank of Scotland TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $2,384, collateralized by U.S.
Treasury Bond 8.13%, 2019, U.S. Treasury
Note 2.38% - 3.63%, 2020 - 2024, value of
$2,432)
          
 2,384    0.06%, 1/31/15         2,384 
     Societe Generale TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $146, collateralized by U.S.
Treasury Note 0.75% - 2.63%, 2016 - 2017,
value of $149)
          
 146   0.06%, 1/31/15         146 
     TD Securities TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$8,897, collateralized by FHLMC 3.00% -
4.00%, 2026 - 2043, FNMA 2.50% - 5.00%,
2025 - 2044, value of $9,075)
          
 8,897    0.07%, 1/31/15         8,897 
              49,011 
     Total Short-Term Investments          
     (Cost $49,011)        $49,011 
                
     Total Investments          
     (Cost $415,888) ▲    100.0%  $407,646 
     Other Assets and Liabilities     –%   (7)
     Total Net Assets    100.0%  $407,639 

  

5
 

  

The Hartford High Yield Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

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

 

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

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

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for reporting ease. 

 

At January 31, 2015, the cost of securities for federal income tax purposes was $416,096 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation   $7,779 
Unrealized Depreciation    (16,229)
Net Unrealized Depreciation   $(8,450)

 

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

 

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, 2015, the aggregate fair value of these securities was $146, 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.

 

ΨThe issuer is in bankruptcy. However, the investment held by the Fund is current with respect to interest payments.

 

ϪThe issuer is in bankruptcy. The investment held by the Fund has made partial interest payments.

 

ΔVariable rate securities; the rate reported is the coupon rate in effect at January 31, 2015.

 

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, 2015.

 

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 noted, these holdings are determined to be liquid. At January 31, 2015, the aggregate value of these securities was $153,713, which represents 37.7% 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, as amended. 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, 2015, the aggregate value of these securities was $8,418, which represents 2.1% 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, as amended, and may have contractual restrictions on resale. Illiquid securities may lack a readily available market or their 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 

 

At January 31, 2015, the aggregate value of these securities was $146, which rounds to zero percent of total net assets.

 

βConvertible security.

 

Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

 

6
 

  

The Hartford High Yield Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Cash  pledged and received as collateral in connection with derivatives at January 31, 2015:

 

   Pledged   Received 
Centrally cleared swaps contracts  $568   $ 
Total  $568   $ 

 

Centrally Cleared Credit Default Swap Contracts Outstanding at January 31, 2015

 

   Clearing  Notional   (Pay)/ Receive
Fixed
   Expiration      Market   Unrealized
Appreciation/
(Depreciation)
   Variation Margin 
Reference Entity  House (a)  Amount (b)   Rate   Date  Cost Basis   Value ╪   Asset   Liability   Asset   Liability 
Credit default swaps on indices:
Sell protection:
CDX.NA.HY.22  CME  USD8,494    5.00%  06/20/19  $556   $527   $   $(29)  $   $(15)
CDX.NA.HY.23  CME  USD 7,385    5.00%  12/20/19   428    410        (18)       (11)
Total                  $984   $937   $   $(47)  $   $(26)
Total centrally cleared contracts                  $984   $937   $   $(47)  $   $(26)

 

(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.

 

Foreign Currency Contracts Outstanding at January 31, 2015

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
EUR  Sell  02/27/2015  BOA  $8,626   $8,241   $385   $ 

 

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
CME Chicago Mercantile Exchange
FCM Futures Commission Merchant
GSC Goldman Sachs & Co.
 
Currency Abbreviations:
EUR EURO  
USD U.S. Dollar  
 
Index Abbreviations:
CDX.NA.HY Credit Derivatives North American High Yield
 
Other Abbreviations:
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, 2015
Credit Rating *  Percentage of
Net Assets
 
Baa/ BBB   0.7%
Ba/ BB   25.1 
B   40.5 
Caa/ CCC or Lower   19.3 
Not Rated   1.4 
Non-Debt Securities and Other Short-Term Instruments   13.0 
Other Assets and Liabilities   0.0 
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 (Moody's) and typically range from AAA/Aaa (highest) to C/D (lowest). Presentation of S&P and Moody's credit ratings in this report have been selected for informational purposes for shareholders, as well as the Fund's consideration of industry practice. 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 the Fund's shares. Ratings may change.

 

7
 

 

The Hartford High Yield Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary
January 31, 2015

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Asset and Commercial Mortgage Backed Securities  $   $   $   $ 
Common Stocks ‡    146            146 
Corporate Bonds   345,661        345,661     
Preferred Stocks   4,118    4,118         
Senior Floating Rate Interests    8,710        8,710     
Short-Term Investments   49,011        49,011     
Total   $407,646   $4,118   $403,382   $146 
Foreign Currency Contracts *   $385   $   $385   $ 
Total   $385   $   $385   $ 
Liabilities:                    
Swaps - Credit Default *   $47   $   $47   $ 
Total   $47   $   $47   $ 

 

For the three-month period ended January 31, 2015, 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, 2014
   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, 2015
 
Assets:                                    
Asset & Commercial Mortgage Backed Securities   $   $    $   —*   $   $   $   $   $   $ 
Common Stocks    511        (365)†                       146 
Total   $511   $   $(365)  $   $   $   $   $   $146 

 

* Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2015 was zero.
Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2015 was $(365).

 

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, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬ Market Value ╪
Foreign Government Obligations - 4.7% 
     Brazil - 0.3%     
     Brazil (Federative Republic of)     
BRL 11,820    9.67%, 09/01/2020 ○   $2,907 
           
     France - 1.0%     
     France (Government of)     
EUR 7,816    0.25%, 07/25/2024 ◄    9,446 
           
     Italy - 1.0%     
     Italy (Republic of)     
EUR7,155    2.35%, 09/15/2024 ■◄    9,256 
           
     Mexico - 0.2%     
     Mexico (United Mexican States)     
MXN 25,387    4.00%, 06/13/2019 ◄    1,857 
           
     Spain - 1.9%     
     Spain (Kingdom of)     
EUR 16,160    0.55%, 11/30/2019 ■◄    18,438 
           
     Uruguay - 0.3%     
     Uruguay (Republic of)     
UYU 59,916    4.25%, 04/05/2027 ◄    2,484 
           
     Total Foreign Government Obligations     
     (Cost $45,951)   $44,388 
           

Senior Floating Rate Interests ♦ - 4.4%

     
     Air Transportation - 0.1%     
     Delta Air Lines, Inc., Term Loan     
$1,309    3.25%, 04/20/2017   $1,304 
           
     Apparel Manufacturing - 0.1%     
     PVH Corp.     
 714    3.25%, 02/13/2020    716 
           
     Arts, Entertainment and Recreation - 0.2%     
     Numericable     
 295    4.50%, 05/21/2020    293 
     Numericable, Term Loan B-2     
 255    4.50%, 05/21/2020    254 
     Univision Communications, Inc.     
 1,007    4.00%, 03/01/2020    991 
         1,538 
     Chemical Manufacturing - 0.2%     
     Ineos US Finance LLC     
 998    3.75%, 05/04/2018    971 
     Minerals Technologies, Inc.     
 672    4.00%, 05/07/2021    665 
         1,636 
     Computer and Electronic Product Manufacturing - 0.4%     
     Avago Technologies Ltd.     
 1,338    3.75%, 05/06/2021    1,335 
     Freescale Semiconductor, Inc.     
 1,965    4.25%, 02/28/2020    1,936 
     Vantiv LLC     
 349    3.75%, 06/13/2021    346 
         3,617 
     Finance and Insurance - 0.6%     
     Asurion LLC     
 1,513    5.00%, 05/24/2019    1,502 
     Chrysler Group LLC     
 1,451    3.50%, 05/24/2017    1,445 
    RPI Finance Trust    
2,294    3.25%, 11/09/2018   2,293 
         5,240 
     Food Manufacturing - 0.1%     
     H.J. Heinz Co.     
 800    3.50%, 06/05/2020    798 
           
     Health Care and Social Assistance - 0.6%     
     Community Health Systems, Inc.     
 317    4.25%, 01/27/2021    316 
     Grifols Worldwide Operations USA, Inc.     
 868    3.17%, 02/27/2021    857 
     HCA, Inc.     
 1,975    3.01%, 05/01/2018    1,970 
     IMS Health, Inc.     
 1,481    3.50%, 03/17/2021    1,451 
     Ortho-Clinical Diagnostics, Inc.     
 433    4.75%, 06/30/2021    415 
     Truven Health Analytics, Inc.     
 488    4.50%, 06/06/2019    471 
         5,480 
     Health Care Providers and Services - 0.0%     
     Multiplan, Inc.     
 401    3.75%, 03/31/2021    390 
           
     Information - 0.9%     
     Charter Communications Operating LLC     
 964    3.00%, 01/03/2021    947 
     Kronos, Inc.     
 1,020    4.50%, 10/30/2019    1,016 
     Lawson Software, Inc.     
 1,182    3.75%, 06/03/2020    1,152 
     Level 3 Financing, Inc.     
 630    4.50%, 01/31/2022    630 
     MISYS plc     
 1,716    5.00%, 12/12/2018    1,716 
     Telesat Canada     
 1,517    3.50%, 03/28/2019    1,500 
     Virgin Media Finance plc     
 1,000    3.50%, 06/07/2020    983 
     Ziggo B.V.     
 825    3.50%, 01/15/2022    804 
         8,748 
     Mining - 0.1%     
     Fortescue Metals Group Ltd.     
 1,007    3.75%, 06/30/2019    881 
           
     Miscellaneous Manufacturing - 0.2%     
     BE Aerospace, Inc.     
 540    4.00%, 12/16/2021    540 
     DigitalGlobe, Inc.     
 585    3.75%, 01/15/2020    582 
     Reynolds Group Holdings, Inc.     
 1,078    4.00%, 12/01/2018    1,065 
         2,187 
     Other Services - 0.2%     
     Rexnord LLC     
 2,174    4.00%, 08/21/2020    2,136 

 

1
 

 

The Hartford Inflation Plus Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬ Market Value ╪
Senior Floating Rate Interests ♦ - 4.4% - (continued) 
     Petroleum and Coal Products Manufacturing - 0.1%     
     MEG Energy Corp.     
$857    3.75%, 03/31/2020   $805 
           
     Plastics and Rubber Products Manufacturing - 0.3%     
     Berry Plastics Group, Inc.     
 1,007    3.50%, 02/08/2020    985 
     Goodyear (The) Tire & Rubber Co.     
 2,000    4.75%, 04/30/2019    2,004 
         2,989 
     Real Estate, Rental and Leasing - 0.1%     
     International Lease Finance Corp.     
 685    3.50%, 03/06/2021    682 
           
     Retail Trade - 0.0%     
     Michaels Stores, Inc.     
 398    4.00%, 01/28/2020    393 
           
     Utilities - 0.2%     
     Calpine Corp.     
 1,197    4.00%, 10/09/2019    1,183 
     Energy Transfer Equity L.P.     
 1,200    3.25%, 12/02/2019    1,133 
         2,316 
     Total Senior Floating Rate Interests     
     (Cost $42,344)   $41,856 
           
U.S. Government Agencies - 0.0%    
     FNMA - 0.0%     
$2    10.50%, 12/01/2018   $2 
           
     GNMA - 0.0%     
 1    11.00%, 12/20/2015    1 
 1    11.00%, 12/20/2018     
         1 
     Total U.S. Government Agencies     
      (Cost $3)  $3 
           
U.S. Government Securities - 92.4%     
U.S. Treasury Securities - 92.4%     
     U.S. Treasury Bonds - 1.2%     
$9,600    1.38%, 02/15/2044 ◄   $11,959 
           
     U.S. Treasury Notes - 91.2%     
 26,800    0.13%, 04/15/2016 ◄    28,787 
 18,225    0.13%, 04/15/2017 ◄    19,194 
 65,025    0.13%, 04/15/2018 ◄    67,529 
 70,150    0.13%, 04/15/2019 ◄    71,914 
 75,275    0.13%, 01/15/2022 ◄    79,650 
 61,175    0.13%, 07/15/2022 ◄    63,881 
 61,000    0.13%, 01/15/2023 ◄    63,174 
 58,700    0.13%, 07/15/2024 ◄    59,165 
 9,740    0.25%, 01/15/2025 ◄    9,916 
 55,405    0.38%, 07/15/2023 ◄    58,252 
 40,125    0.63%, 07/15/2021 ◄    44,233 
 60,175    0.63%, 01/15/2024 ◄    64,166 
 43,925    1.13%, 01/15/2021 ◄    51,012 
 52,115    1.25%, 07/15/2020 ◄    61,256 
 16,700    1.38%, 07/15/2018 ◄    19,547 
 24,525    1.38%, 01/15/2020 ◄    28,984 
 7,875    2.00%, 01/15/2016 ◄    9,539 
 10,000    2.13%, 01/15/2019 ◄    12,109 
 20,475    2.25%, 11/15/2024    21,524 
15,425    2.38%, 01/15/2017 ◄   19,111 
 15,425    2.50%, 07/15/2016 ◄    18,898 
         871,841 
         883,800 
     Total U.S. Government Securities     
     (Cost $870,619)   $883,800 
           
     Total Long-Term Investments     
     (Cost $958,917)   $970,047 
           
Short-Term Investments - 1.6%     
Repurchase Agreements - 1.6%     
     Bank of America Merrill Lynch Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $15, collateralized by U.S. Treasury
Note 0.88%, 2017, value of $16)
     
$15    0.04%, 1/31/15   $15 
     Bank of America Merrill Lynch TriParty
Repurchase Agreement (maturing on
02/02/2015 in the amount of $662,
collateralized by FHLMC 3.50% - 4.00%, 2032
- 2045, FNMA 1.83% - 4.50%, 2025 - 2045,
value of $675)
     
 662    0.06%, 1/31/15    662 
     Bank of Montreal  TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $4,803, collateralized by U.S.
Treasury Bill 0.04% - 0.25%, 2015 - 2016,
U.S. Treasury Bond 3.00% - 9.88%, 2015 -
2044, U.S. Treasury Note 0.25% - 4.63%,
2015 - 2022, value of $4,899)
     
 4,803    0.05%, 1/31/15    4,803 
     Bank of Montreal TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $1,118, collateralized by FHLMC
2.00% - 5.50%, 2022 - 2044, FNMA 3.00% -
4.00%, 2022 - 2042, GNMA 3.00%, 2043,
U.S. Treasury Bill 0.25%, 2016, U.S. Treasury
Note 0.75% - 2.50%, 2017 - 2024, value of
$1,141)
     
 1,118    0.06%, 1/31/15    1,118 
     Barclays Capital TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$3,200, collateralized by U.S. Treasury Note
1.50% - 2.00%, 2016 - 2023, value of $3,263)
     
 3,200    0.04%, 1/31/15    3,200 
     Citigroup Global Markets, Inc. TriParty
Repurchase Agreement (maturing on
02/02/2015 in the amount of $2,080,
collateralized by U.S. Treasury Bond 3.75% -
4.50%, 2038 - 2043, value of $2,122)
     
 2,080    0.05%, 1/31/15    2,080 

 

2
 

 

The Hartford Inflation Plus Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬ Market Value ╪
Short-Term Investments - 1.6% - (continued)          
Repurchase Agreements - 1.6% - (continued)          
     Deutsche Bank Securities TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $182, collateralized by FHLMC
2.50% - 6.50%, 2020 - 2041, FNMA 2.50% -
6.50%, 2016 - 2047, GNMA 3.50%, 2045,
U.S. Treasury Bill 0.07% - 0.25%, 2015 -
2016, U.S. Treasury Bond 2.38% - 5.38%,
2027 - 2043, U.S. Treasury Note 0.13% -
4.63%, 2015 - 2024, value of $186)
          
$182    0.05%, 1/31/15       $182 
     Royal Bank of Scotland TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $765, collateralized by U.S.
Treasury Bond 8.13%, 2019, U.S. Treasury
Note 2.38% - 3.63%, 2020 - 2024, value of
$780)
          
 765    0.06%, 1/31/15         765 
     Societe Generale TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $47, collateralized by U.S. Treasury
Note 0.75% - 2.63%, 2016 - 2017, value of
$48)
          
 47    0.06%, 1/31/15         47 
     TD Securities TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$2,855, collateralized by FHLMC 3.00% -
4.00%, 2026 - 2043, FNMA 2.50% - 5.00%,
2025 - 2044, value of $2,912)
          
 2,855    0.07%, 1/31/15         2,855 
              15,727 
     Total Short-Term Investments          
     (Cost $15,727)        $15,727 
                
     Total Investments          
    (Cost $974,644) ▲    103.1%  $985,774 
     Other Assets and Liabilities    (3.1)%   (29,456)
     Total Net Assets    100.0%  $956,318 

 

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

 

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

 

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for reporting ease.

 

At January 31, 2015, the cost of securities for federal income tax purposes was $981,870 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $13,988 
Unrealized Depreciation   (10,084)
Net Unrealized Appreciation  $3,904 

 

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

 

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.

  

3
 

 

The Hartford Inflation Plus Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

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, 2015.

 

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 noted, these holdings are determined to be liquid. At January 31, 2015, the aggregate value of these securities was $27,694, which represents 2.9% of total net assets.

 

Foreign Currency Contracts Outstanding at January 31, 2015

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
AUD  Buy  02/27/2015  CBA  $2,094   $2,006   $   $(88)
AUD  Buy  02/27/2015  GSC   4,445    4,184        (261)
AUD  Buy  02/27/2015  SSG   4,446    4,184        (262)
CAD  Buy  02/27/2015  RBC   10,441    9,755        (686)
CAD  Sell  02/27/2015  BCLY   2,103    2,052    51     
CAD  Sell  02/27/2015  BOA   5,001    4,877    124     
CAD  Sell  02/27/2015  DEUT   4,598    4,491    107     
CAD  Sell  02/27/2015  TDS   2,497    2,440    57     
CHF  Sell  02/27/2015  CSFB   13,359    14,862        (1,503)
EUR  Buy  02/27/2015  BOA   4,267    4,091        (176)
EUR  Sell  02/27/2015  BOA   10,914    10,427    487     
EUR  Sell  02/27/2015  GSC   3,285    3,300        (15)
EUR  Sell  02/27/2015  HSBC   4,451    4,254    197     
EUR  Sell  02/27/2015  JPM   2,527    2,464    63     
EUR  Sell  03/18/2015  RBC   38,029    37,776    253     
GBP  Buy  02/27/2015  DEUT   10,479    10,436        (43)
GBP  Sell  02/27/2015  JPM   8,293    8,203    90     
JPY  Buy  02/27/2015  GSC   4,361    4,437    76     
JPY  Buy  02/27/2015  JPM   5,382    5,444    62     
JPY  Sell  02/27/2015  BOA   8,667    8,696        (29)
JPY  Sell  02/27/2015  NAB   11,504    11,613        (109)
JPY  Sell  02/27/2015  TDS   2,237    2,256        (19)
Total                     $1,567   $(3,191)

 

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
CSFB Credit Suisse First Boston Corp.
DEUT Deutsche Bank Securities, Inc.
GSC Goldman Sachs & Co.
HSBC HSBC Bank USA
JPM JP Morgan Chase & Co.  
NAB National Australia Bank Limited
RBC RBC Dominion Securities, Inc.
SSG State Street Global Markets LLC
TDS TD Securities, Inc.

 

Currency Abbreviations:
AUD Australian Dollar  
BRL Brazilian Real  
CAD Canadian Dollar  
CHF Swiss Franc  
EUR EURO  
GBP British Pound  
JPY Japanese Yen  
MXN Mexican New Peso  
UYU Uruguayan Peso  
 
Other Abbreviations:
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, 2015 (Unaudited)
(000’s Omitted)

 

Credit Exposure

as of January 31, 2015

Credit Rating *  Percentage of
Net Assets
 
Aaa/ AAA   0.0%
Aa/ AA   93.5 
A   0.2 
Baa/ BBB   3.5 
Ba/ BB   2.4 
B   1.6 
Not Rated   0.3 
Short-Term Instruments   1.6 
Other Assets and Liabilities   (3.1)
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 (Moody's) and typically range from AAA/Aaa (highest) to C/D (lowest). Presentation of S&P and Moody's credit ratings in this report have been selected for informational purposes for shareholders, as well as the Fund's consideration of industry practice. 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 the Fund's shares. Ratings may change.

 

Investment Valuation Hierarchy Level Summary

January 31, 2015

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Foreign Government Obligations   44,388        44,388     
Senior Floating Rate Interests   41,856        41,856     
U.S. Government Agencies   3        3     
U.S. Government Securities   883,800    93,789    790,011     
Short-Term Investments   15,727        15,727     
Total  $985,774   $93,789   $891,985   $ 
Foreign Currency Contracts *  $1,567   $   $1,567   $ 
Total  $1,567   $   $1,567   $ 
Liabilities:                    
Foreign Currency Contracts *  $3,191   $   $3,191   $ 
Total  $3,191   $   $3,191   $ 

 

For the three-month period ended January 31, 2015, investments valued at $53,676 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 mean 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
 

 

Hartford International Capital Appreciation Fund
Schedule of Investments
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 

Common Stocks - 94.3%

     
     Argentina - 0.4%     
 1   Banco Macro S.A.   $38 
 3   Empresa Distribuidora y Comercializadora Norte S.A ●    34 
 2   Grupo Financiero Galicia S.A.    40 
         112 
     Australia - 2.7%     
 15   Ale Property Group    39 
 97   Alumina Ltd. ●    144 
 36   Aquarius Platinum Ltd. ●    8 
 5   Austbrokers Holdings Ltd.    33 
 8   Challenger Financial Services Group Ltd.    38 
 24   Dick Smith Holdings Ltd.    38 
 2   Domino's Pizza Enterprises Ltd.    40 
 5   Energy Resources of Australia Ltd. ●    5 
 17   Federation Centres    40 
 20   Karoon Gas Australia Ltd. ●    33 
 33   National Storage REIT    37 
 10   NuFarm Ltd.    45 
 25   Orora Ltd.    42 
 14   Qantas Airways Ltd. ●    29 
 35   Resolute Mining Ltd. ●    10 
 3   Seek Ltd.    40 
 94   Spotless Group Holdings Ltd. ●    136 
 10   Treasury Wine Estates Ltd.    40 
 13   Western Areas Ltd.    39 
         836 
     Austria - 0.0%     
 1   Zumtobel Group AG    16 
           
     Belgium - 2.1%     
 2   Ageas    54 
 5   Agfa Gevaert N.V. ●    13 
 4   Anheuser-Busch InBev N.V.    458 
    Delhaize-Le Lion S.A.    26 
 1   UCB S.A.    109 
         660 
     Brazil - 0.9%     
 2   Cia Brasileira de Meios de Pagamentos    36 
    HRT Participacoes em Petroleo S.A. ●    1 
 2   Itau Unibanco Banco Multiplo S.A. ADR    27 
 1   Linx S.A.    23 
 4   Petroleo Brasileiro S.A. ADR    25 
 4   Raia Drogasil S.A.    42 
 2   Smiles S.A.    33 
 14   Suzano Papel E Celulose S.A.    57 
 2   Valid Solucoes S.A.    33 
         277 
     Canada - 2.4%     
 6   Alimentation Couche-Tard, Inc.    238 
 2   Barrick Gold Corp.    29 
 9   CAE, Inc.    112 
 5   Centerra Gold, Inc.    31 
 6   Eldorado Gold Corp.    28 
 2   EnCana Corp.    20 
 8   Ivanhoe Mines Ltd. ●    5 
 13   Kinross Gold Corp. ●    43 
 5   Legacy Oil + Gas, Inc. ●    6 
 3   Methanex Corp.    136 
 2   Northern Dynasty Minerals Ltd. ●    1 
 2   Painted Pony Petroleum Ltd. ●    10 
 18   Trican Well Service Ltd.    70 
 5   Uranium Participation Corp. ●    22 
         751 
     Cayman Islands - 0.1%     
 44   HC International, Inc. ●    33 
           
     Chile - 0.1%     
 63   Colbun S.A.    17 
           
     China - 7.1%     
 6   21Vianet Group, Inc. ADR ●    97 
 25   Air China Ltd.    24 
 126   AMVIG Holdings Ltd.    62 
 1   Baidu, Inc. ADR ●    132 
 147   China Construction Bank    118 
 37   China Unicom Ltd.    55 
 8   ChinaCache International Holdings Ltd. ADR ●‡    82 
 62   Daphne International Holdings Ltd.    20 
 64   Dongfeng Motor Group Co., Ltd.    93 
 12   E-House China Holdings Ltd.    84 
 15   ENN Energy Holdings Ltd.    89 
 424   Greatview Aseptic Packaging Co., Ltd.    193 
 41   Guangdong Investment Ltd.    55 
 79   Huabao International Holdings Ltd.    62 
 178   Huadian Fuxin Energy Corp., Ltd.    84 
 97   Industrial & Commercial Bank of China Ltd.    69 
 142   Intime Retail Group Co., Ltd.    87 
 55   Kingboard Laminates Holdings Ltd. ●    23 
 1   Leju Holdings Ltd. ADR ●    14 
 22   Mandarin Oriental International Ltd.    36 
 282   Maoye International Holdings    42 
    NetEase, Inc. ADR    47 
 7   New Oriental Education & Technology Group, Inc. ADR ●    133 
 28   New World Department Store China    8 
 1   NQ Mobile, Inc. ADR ●    3 
 62   PetroChina Co., Ltd.    67 
 9   Phoenix New Media Ltd. ADR ●    71 
 3   Sinovac Biotech Ltd. ●    16 
 26   Sunny Optical Technology Group    39 
 8   WuXi PharmaTech Cayman, Inc. ●    323 
         2,228 
     Denmark - 1.9%     
    D/S Norden A/S    8 
 12   DSV AS    380 
 8   H. Lundbeck A/S    153 
    Royal Unibrew A/S ●    12 
 3   Spar Nord Bank A/S    29 
         582 
     Finland - 1.0%     
 5   Kone Oyj Class B    216 
 2   Sampo Oyj Class A    99 
         315 
     France - 9.8%     
 2   Air Liquide    193 
 1   Alten Ltd.    23 
 1   BNP Paribas    54 
 2   Bureau Veritas S.A.    51 
 1   Capital Gemini S.A.    54 
 3   Cie Generale d'Optique Essilor International S.A.    340 

 

1
 

 

Hartford International Capital Appreciation Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 

Common Stocks - 94.3% - (continued)

     
     France - 9.8% - (continued)     
 2   Compagnie De Saint-Gobain   $78 
    Devoteam S.A.    6 
 9   Edenred    266 
 3   GDF Suez    69 
 1   GFI Informatique S.A.    4 
    Lafarge S.A.    34 
 4   Legrand S.A.    190 
 1   L'Oreal S.A.    182 
 2   Metropole Television S.A.    28 
 10   Orange S.A.    176 
 1   Pernod-Ricard S.A.    166 
 4   Peugeot S.A. ●    55 
 3   Renault S.A.    225 
 1   S.p.A.Steria Group    46 
 1   Saft Groupe S.A.    19 
 2   Sanofi-Aventis S.A.    187 
 2   Schneider Electric S.A.    115 
 1   Societe Generale Class A    53 
 1   Thales S.A.    51 
 2   Total S.A.    101 
 2   Valeo S.A.    212 
 5   Vallourec S.A.    100 
         3,078 
     Germany - 3.2%     
 1   Bayer AG    195 
 4   Deutsche Annington Immobile    122 
 3   Deutsche Lufthansa AG    45 
 2   E.On SE    35 
    Gerry Weber International AG    15 
 1   Hamburger Hafen und Logistik    17 
    Hugo Boss AG    57 
 13   Infineon Technologies AG    150 
    Koenig & Bauer AG ●    5 
 2   Kontron AG ●    13 
 1   Norma Group SE    38 
 1   Osram Licht AG ●    36 
 1   Rheinmetall AG    53 
 1   RWE AG    29 
 1   Salzgitter AG    26 
 2   Suedzucker AG    24 
 6   Tom Tailor Holding AG ●    70 
 1   United Internet AG    62 
         992 
     Greece - 0.4%     
 181   Alpha Bank A.E. ●    66 
 6   Hellenic Telecommunications Organization S.A. ●    51 
 26   Piraeus Bank S.A. ●    15 
         132 
     Hong Kong - 3.0%     
 7   AAC Technologies Holdings, Inc.    44 
 7   AIA Group Ltd.    41 
 35   Baoxin Automotive Group Ltd.    20 
 11   CafT de Coral Holdings Ltd.    42 
 80   China High Precision Automation Group Ltd. ⌂●†     
 73   China Lesso Group Holdings Ltd.    36 
 6   China Merchants Holdings International Co., Ltd.    23 
 112   China Resources Cement    66 
 31   China Resources Gas Group LT    76 
 9   China Resources Land Ltd.    22 
 6   Clear Media Ltd.    6 
 3   Dah Sing Financial Group    14 
 201   Global Brands Group Holding Ltd. ●    38 
 636   G-Resources Group Ltd. ●    18 
 3   Hong Kong Exchanges & Clearing Ltd.    78 
 34   MGM China Holdings Ltd.    83 
 97   Pacific Basin Ship    36 
 15   Samsonite International S.A.    46 
 11   Sands China Ltd.    53 
 13   Shanghai Industrial Holdings Ltd.    38 
 12   Techtronic Industries Co., Ltd.    40 
 38   Towngas China Co., Ltd.    33 
 207   Trinity Ltd.    41 
 96   Xingda International Holdings    30 
 58   Xinyi Glass Holdings Co., Ltd.    30 
         954 
     Hungary - 0.1%     
 19   Magyar Tavkozlesi Rt ●    24 
 1   OTP Bank plc ●    20 
         44 
     India - 0.6%     
 7   Allahabad Bank Ltd. ●    12 
 2   Canara Bank Ltd.    18 
 9   Corp. Bank ●    10 
 9   ICICI Bank Ltd.    108 
 44   Manappuram Finance Ltd.    23 
 7   NTPC Ltd.    17 
         188 
     Ireland - 0.7%     
 195   Bank of Ireland ●    59 
 7   CRH plc    157 
         216 
     Israel - 0.8%     
 4   Teva Pharmaceutical Industries Ltd. ADR    254 
           
     Italy - 2.4%     
 8   Assicurazioni Generali S.p.A.    177 
 2   Banca Generali S.p.A.    55 
 4   Banca Popolare dell-Emilia Romagna Scrl ●    24 
 3   Buzzi Unicem S.p.A.    40 
 1   DiaSorin S.p.A.    43 
 4   Eni S.p.A.    72 
 33   Intesa Sanpaolo S.p.A.    96 
 2   Luxottica Group S.p.A.    115 
 21   Snam S.p.A.    100 
 6   UniCredit S.p.A.    38 
         760 
     Japan - 19.3%     
 1   Adastria Holdings Co., Ltd.    38 
 1   AEON Delight Co., Ltd.    18 
 4   AEON Mall Co., Ltd.    72 
 4   Aichi Steel Corp.    17 
 2   Aisan Industry Co., Ltd.    18 
    Alpha Systems, Inc.    4 
 5   Anritsu Corp.    35 
 5   Asahi Glass Co., Ltd.    25 
 1   Avex, Inc.    24 
 6   Bridgestone Corp.    249 
 2   Canon, Inc.    66 
 1   Cawachi Ltd.    18 
 1   Chubu Steel Plate Co., Ltd.    7 

 

2
 

 

Hartford International Capital Appreciation Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 

Common Stocks - 94.3% - (continued)

     
     Japan - 19.3% - (continued)     
 1   CMIC Holdings Co., Ltd.   $17 
 3   Dai-ichi Life Insurance Co., Ltd.    39 
 2   Daiichi Sankyo Co., Ltd.    24 
 1   Dai-Ichi Seiko Co., Ltd.    11 
 2   DeNa Co., Ltd.    28 
 2   Denso Corp.    77 
    East Japan Railway Co.    23 
 3   Eighteenth (The) Bank Ltd.    9 
 1   Eisai Co., Ltd.    65 
 1   En-Japan, Inc.    14 
 1   Exedy Corp.    24 
 1   Fuji Heavy Industries Ltd.    28 
 1   Fuji Machine Manufacturing Co.    14 
 1   Fujimi, Inc.    14 
 21   Fujitsu Ltd.    111 
 3   Funai Electric Co., Ltd.    30 
    Futaba Corp.    6 
 1   Gendai Agency, Inc.    4 
 3   Gree, Inc.    15 
 2   Higashi-Nippon Bank Ltd.    6 
 1   Hisaka Works Ltd.    11 
 2   Hitachi Chemical Co., Ltd.    42 
 15   Hitachi Ltd.    116 
 3   Hitachi Metals Ltd.    43 
 4   Honda Motor Co., Ltd.    109 
 2   Honeys Co., Ltd.    17 
 4   Hosiden Corp.    23 
 8   Inpex Corp.    83 
 2   Isuzu Motors Ltd.    25 
 1   Itochu Techno-Solutions Corp.    32 
 1   Japan Digital Laboratory Co., Ltd.    7 
 8   Japan Display, Inc. ●    28 
 1   Japan Petroleum Exploration Co., Ltd.    30 
 9   Japan Steel Works Ltd.    36 
 2   JSR Corp.    39 
 3   KDDI Corp.    190 
 2   Keihin Corp.    38 
 2   Kubota Corp.    31 
 2   Kuroda Electric Co., Ltd.    24 
 8   Kyushu Electric Power Co., Inc. ●    80 
 11   Leopalace21 Corp. ●    69 
 2   Makino Milling Machine Co.    14 
 1   Maruichi Steel Tube Ltd.    26 
 1   Melco Holdings, Inc.    20 
 2   Mimasu Semiconductor Industry Co., Ltd.    17 
 1   Miraial Co., Ltd.    13 
 8   Mitsubishi Electric Corp.    93 
 2   Mitsubishi Estate Co., Ltd.    47 
 10   Mitsubishi Gas Chemical Co.    43 
 28   Mitsubishi Materials Corp.    89 
 61   Mitsubishi UFJ Financial Group, Inc.    324 
 16   Mitsubishi UFJ Lease & Finance Co., Ltd.    70 
 15   Mitsui Chemicals, Inc.    44 
 1   Mitsumi Electric Co., Ltd.    7 
 33   Mizuho Financial Group, Inc.    55 
 2   Moshi Moshi Hotline, Inc.    17 
 29   NEC Corp.    82 
 4   Net One Systems Co., Ltd.    21 
 1   Neturen Co., Ltd.    6 
 4   Nichicon Corp.    33 
    Nintendo Co., Ltd.    29 
 2   Nippon Telegraph & Telephone Corp.    139 
 6   Nippon Television Network Corp.    93 
 3   Nishimatsuya Chain Co., Ltd.    24 
 1   Nissin Kogyo Co., Ltd.    9 
 1   Nitto Denko Corp.    36 
    NSD Co., Ltd.    5 
 2   Oita Bank Ltd.    7 
 3   Ono Pharmaceutical Co., Ltd.    346 
 1   Pal Co., Ltd.    24 
 1   Proto Corp.    13 
 7   Rakuten, Inc.    97 
 1   Recruit Holdings Co., Ltd.    17 
 1   Rohm Co., Ltd.    45 
 7   SCREEN Holdings Co., Ltd.    42 
 1   Seven & I Holdings Co., Ltd.    24 
    Shimamura Co., Ltd.    27 
 2   Shinkawa Ltd. ●    13 
 6   Shinko Electric Industries Co., Ltd.    38 
 27   Shinsei Bank Ltd.    49 
 1   SoftBank Corp.    37 
 4   Sony Financial Holdings, Inc.    52 
 8   Sumitomo Bakelite Co., Ltd.    33 
 4   Sumitomo Electric Industries Ltd.    48 
 3   Sumitomo Mitsui Financial Group, Inc.    108 
 3   Sumitomo Riko Co., Ltd.    23 
 1   Suzuken Co., Ltd.    20 
 21   T&D Holdings, Inc.    233 
 55   Taiheyo Cement Corp.    162 
 2   Takata Corp.    20 
 6   Takeda Pharmaceutical Co., Ltd.    311 
 3   Tochigi (The) Bank Ltd.    14 
 2   Tokai Rika Co., Ltd.    31 
 3   Tokio Marine Holdings, Inc.    95 
 2   Tokyo Seimitsu Co., Ltd.    35 
 4   Tokyo Steel Manufacturing Co., Ltd.    32 
 1   Topre Corp.    10 
 19   Toshiba Corp.    76 
 6   Toshiba Machine Co., Ltd.    23 
 2   Toyoda Gosei Co., Ltd.    53 
 3   Toyota Boshoku Corp.    39 
 1   Toyota Industries Corp.    76 
 3   TS Technology Co., Ltd.    67 
 3   Ushio, Inc.    31 
 2   XEBIO Co., Ltd.    23 
 3   Yamanashi (The) Chuo Bank Ltd.    12 
 1   Yamato Kogyo Co.    28 
 5   Yodogawa Steel Works Ltd.    18 
         6,031 
     Jersey - 0.3%     
 26   Glencore plc    99 
           
     Luxembourg - 0.1%     
 2   Oriflame Cosmetics S.A. ADR    21 
           
     Malaysia - 1.0%     
 369   AirAsia Berhad    285 
 52   MY EG Services BHD    36 
         321 
           

 

3
 

 

Hartford International Capital Appreciation Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 

Common Stocks - 94.3% - (continued)

     
     Mexico - 1.3%     
 1   America Movil S.A.B. de C.V. ADR   $30 
 22   Compartamos S.A.B. de C.V. ●    41 
 22   Corporacion Inmobiliaria Vesta S. de RL de C.V. ☼    43 
 13   Credito Real S.A. de C.V., SOFOM E.R.    26 
 1   Fomento Economico Mexicano S.A.B. de C.V. ADR ●    52 
 5   Gruma S.A.B de C.V.    49 
 9   Grupo Financiero Banorte S.A.B. de C.V.    44 
 1   Grupo Televisa S.A. ADR ●    48 
 27   Hoteles City Express S.A.B. de C.V. ●    39 
 2   Promotora Y Operadora de Inf ●    25 
         397 
     Netherlands - 2.4%     
 1   ASML Holding N.V.    140 
 2   Delta Lloyd N.V.    45 
 2   Heineken N.V.    128 
 13   ING Groep N.V. ●    166 
 32   Koninklijke (Royal) KPN N.V.    99 
 1   Koninklijke Philips N.V.    33 
 1   NXP Semiconductors N.V. ●    87 
 14   PostNL ●    51 
 2   USG People N.V.    19 
         768 
     Norway - 0.1%     
 9   Storebrand ASA ●    26 
           
     Panama - 0.6%     
 2   Copa Holdings S.A. Class A    190 
           
     Portugal - 0.2%     
 5   Galp Energia SGPS S.A.    54 
           
     Russia - 0.2%     
 1   Lukoil ADR    29 
 7   OAO Gazprom Class S ADR    27 
         56 
     Singapore - 1.1%     
 31   ARA Asset Management    39 
 84   Biosensors International Group Ltd. ●    40 
 38   Fortune REIT    42 
 52   Keppel DC REIT ●    39 
 34   Singapore Exchange Ltd.    197 
         357 
     South Africa - 0.2%     
 1   Anglo American Platinum Ltd. ●    25 
 5   Impala Platinum Holdings Ltd. ●    31 
 9   Raubex Group Ltd.    16 
         72 
     South Korea - 2.4%     
 1   Coway Co., Ltd.    44 
 1   Doosan Corp.    65 
 2   Doosan Heavy Industrions and Construction Co.    32 
 1   Hana Financial Holdings    40 
 1   Hyundai Home Shopping Network Corp.    99 
 1   Hyundai Motor Co., Ltd.    85 
 1   KB Financial Group, Inc.    30 
 2   Korea Electric Power Corp.    68 
 1   Korea Telecom Corp.    40 
    LG Chem Ltd.    33 
 8   LG Telecom Ltd.    83 
    Lotte Chemical Corp.    15 
    Posco Ltd.    31 
 1   Shinhan Financial Group Co., Ltd.    21 
 2   Suprema, Inc. ●    41 
 1   Tongyang Life Insurance    15 
         742 
     Spain - 0.4%     
 2   Almirall S.A. ●    35 
 4   Telefonica S.A.    63 
 1   Viscofan S.A.    32 
         130 
     Sweden - 3.3%     
 5   Alfa Laval Ab    102 
 4   Assa Abloy Ab    234 
 6   Atlas Copco Ab    186 
 1   Axis Communications Ab    32 
 8   Electrolux AB Series B    252 
 8   Nordea Bank Ab    98 
 7   Trelleborg AB    134 
         1,038 
     Switzerland - 5.7%     
 1   Adecco S.A.    51 
    Belimon Holding AG    32 
 2   Compagnie Financiere Richemont S.A.    133 
    Daetwyler Holding AG    14 
    Geberit AG    130 
    Givaudan    40 
 1   Holcim Ltd.    35 
    Inficon Holdings AG    23 
 6   Julius Baer Group Ltd.    262 
    Kuehne & Nagel International AG    54 
    LEM Holdings S.A.    19 
    Lindt & Spruengli AG    31 
 2   Micronas Semiconductor Holding AG    14 
 3   Novartis AG    267 
 1   Roche Holding AG    250 
 1   Tecan Group AG    53 
 22   UBS AG ●    369 
         1,777 
     Taiwan - 2.6%     
 6   Advantech Co., Ltd.    42 
 4   AirTac International Group    38 
 17   Catcher Technology Co., Ltd.    145 
 21   Compal Electronics, Inc.    15 
 15   Globalwafers Co., Ltd. ●    44 
 1   Hermes Microvision, Inc.    40 
 4   Pchome Online, Inc.    40 
 5   Silergy Corp.    36 
 91   Taiwan Semiconductor Manufacturing Co., Ltd.    403 
         803 
     Thailand - 0.5%     
 96   Precious Shipping Public Co., Ltd.    41 
 43   PTT Chemical Public Co., Ltd.    75 
 14   Total Access Communication Public Co., Ltd.    39 
         155 
     United Kingdom - 11.9%     
 3   Anglo American plc    53 
 14   Arm Holdings plc    211 
 8   Ashtead Group plc    132 
 5   AstraZeneca plc    337 

 

4
 

 

Hartford International Capital Appreciation Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 

Common Stocks - 94.3% - (continued)

     
     United Kingdom - 11.9% - (continued)     
 3   Berendsen plc   $52 
 7   BG Group plc    88 
 31   Booker Group plc    70 
 19   BP plc    123 
 5   British American Tobacco plc    303 
 9   Burberry Group plc    245 
 8   Compass Group plc    136 
 6   Diageo Capital plc    188 
 5   Halma plc    54 
 13   Hays plc    31 
 8   Home Retail Group    23 
 15   HSBC Holdings plc    140 
 10   International Consolidated Airlines Group S.A. ●    79 
 7   J. Sainsbury plc    29 
 3   Jardine Lloyd Thompson Group plc    45 
 10   Lonmin plc ●    23 
 13   National Grid plc    187 
 8   Prudential plc    200 
 2   Reckitt Benckiser Group plc    201 
 12   Saga plc ●    33 
 7   SIG plc    20 
 9   Smith & Nephew plc    153 
 4   Spectris plc    113 
 2   Spirax-Sarco Engineering plc    91 
 2   SSP Group plc ●    10 
 4   Standard Chartered plc    56 
 3   SuperGroup plc ●    36 
 1   Victrex plc    35 
 3   WH Smith plc    65 
 1   Whitbread plc    50 
 6   WPP plc    122 
         3,734 
     United States - 1.0%     
 2   Homeinns Hotel Group ●    55 
 3   Markit Ltd. ●    85 
 2   Qihoo 360 Technology Co., Ltd. ●    103 
 2   XL Group plc    75 
         318 
     Total Common Stocks     
     (Cost $29,348)   $29,534 
           

Preferred Stocks - 0.4%

     
     Germany - 0.4%     
 3   ProSieben Sat.1 Media AG   $136 
           
     Total Preferred Stocks     
     (Cost $131)   $136 
           

Exchange Traded Funds - 1.8%

     
     United States - 1.8%     
 2   iShares MSCI ACWI ex US ETF   $81 
 8   iShares MSCI EAFE ETF    480 
         561 
     Total Exchange Traded Funds     
     (Cost $555)   $561 
           
     Total Long-Term Investments
(Cost $30,034)
  $30,231 
           
Short-Term Investments - 2.8%     
     Repurchase Agreements - 2.8%     
     Bank of America Merrill Lynch Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $1, collateralized by U.S. Treasury
Note 0.88%, 2017, value of $1)
     
$1    0.04%, 1/31/15   $1 
     Bank of America Merrill Lynch TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $36, collateralized by FHLMC 3.50% -
4.00%, 2032 - 2045, FNMA 1.83% - 4.50%,
2025 - 2045, value of $37)
     
 36    0.06%, 1/31/15    36 
     Bank of Montreal  TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $264,
collateralized by U.S. Treasury Bill 0.04% -
0.25%, 2015 - 2016, U.S. Treasury Bond 3.00%
- 9.88%, 2015 - 2044, U.S. Treasury Note 0.25%
- 4.63%, 2015 - 2022, value of $270)
     
 264    0.05%, 1/31/15    264 
     Bank of Montreal TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $62,
collateralized by FHLMC 2.00% - 5.50%, 2022 -
2044, FNMA 3.00% - 4.00%, 2022 - 2042,
GNMA 3.00%, 2043, U.S. Treasury Bill 0.25%,
2016, U.S. Treasury Note 0.75% - 2.50%, 2017 -
2024, value of $63)
     
 62    0.06%, 1/31/15    62 
     Barclays Capital TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $176,
collateralized by U.S. Treasury Note 1.50% -
2.00%, 2016 - 2023, value of $180)
     
 176    0.04%, 1/31/15    176 
     Citigroup Global Markets, Inc. TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $115, collateralized by U.S. Treasury
Bond 3.75% - 4.50%, 2038 - 2043, value of
$117)
     
 115    0.05%, 1/31/15    115 
     Deutsche Bank Securities TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $10, collateralized by FHLMC 2.50% -
6.50%, 2020 - 2041, FNMA 2.50% - 6.50%,
2016 - 2047, GNMA 3.50%, 2045, U.S. Treasury
Bill 0.07% - 0.25%, 2015 - 2016, U.S. Treasury
Bond 2.38% - 5.38%, 2027 - 2043, U.S.
Treasury Note 0.13% - 4.63%, 2015 - 2024,
value of $10)
     
 10    0.05%, 1/31/15    10 
     Royal Bank of Scotland TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $42, collateralized by U.S. Treasury
Bond 8.13%, 2019, U.S. Treasury Note 2.38% -
3.63%, 2020 - 2024, value of $43)
     
 42    0.06%, 1/31/15    42 
     Societe Generale TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $3,
collateralized by U.S. Treasury Note 0.75% -
2.63%, 2016 - 2017, value of $3)
     
 3    0.06%, 1/31/15    3 

 

5
 

 

Hartford International Capital Appreciation Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount          Market Value ╪ 
Short-Term Investments - 2.8% - (continued) 
     Repurchase Agreements - 2.8% - (continued)          
     TD Securities TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $157,
collateralized by FHLMC 3.00% - 4.00%, 2026 -
2043, FNMA 2.50% - 5.00%, 2025 - 2044, value
of $160)
          
$157    0.07%, 1/31/15      $157 
              866 
     Total Short-Term Investments          
     (Cost $866)       $866 
                
     Total Investments          
     (Cost $30,900) ▲    99.3%  $31,097 
     Other Assets and Liabilities    0.7%   207 
     Total Net Assets    100.0%  $31,304 

 

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. 

 

Other than the industry classifications "Other Investment Pools and Funds" and "Exchange Traded Funds," equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

 

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for reporting ease. 

 

At January 31, 2015, the cost of securities for federal income tax purposes was $31,127 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation   $2,538 
Unrealized Depreciation    (2,568)
Net Unrealized Depreciation   $(30)

 

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, 2015, the aggregate fair value and percentage of net assets of these securities rounds to zero. 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, as amended, and may have contractual restrictions on resale. Illiquid securities may lack a readily available market or their 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 

 

The aggregate value and percentage of net assets of these securities at January 31, 2015, rounds to zero.

 

This security, or a portion of this security, was purchased on a when-issued or delayed-delivery basis. The cost of these securities was $5 at January 31, 2015.

 

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

6
 

 

Hartford International Capital Appreciation Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Foreign Currency Contracts Outstanding at January 31, 2015

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
AUD  Sell  02/03/2015  JPM  $6   $6   $   $ 
CHF  Sell  02/02/2015  BNP   24    24         
EUR  Buy  02/02/2015  MSC   4    4         
EUR  Buy  02/03/2015  MSC   32    32         
EUR  Sell  02/03/2015  BCLY   15    15         
GBP  Buy  02/02/2015  BMO   11    11         
GBP  Buy  02/03/2015  BNP   24    24         
JPY  Buy  02/03/2015  DEUT   1    1         
JPY  Buy  02/02/2015  NAB   29    29         
JPY  Sell  02/03/2015  DEUT   5    5         
JPY  Sell  02/02/2015  NAB   5    5         
JPY  Sell  02/04/2015  WEST   5    5         
MXN  Buy  02/04/2015  MSC   5    5         
MXN  Sell  02/05/2015  JPM   3    3         
SEK  Buy  02/03/2015  JPM   6    6         
Total                     $   $ 

 

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 Services
DEUT Deutsche Bank Securities, Inc.
JPM JP Morgan Chase & Co.  
MSC Morgan Stanley
NAB National Australia Bank Limited
WEST Westpac International
 
Currency Abbreviations:
AUD Australian Dollar  
CHF Swiss Franc  
EUR EURO  
GBP British Pound  
JPY Japanese Yen  
MXN Mexican New Peso  
SEK Swedish Krona  
 
Index Abbreviations:
ACWI All Country World
EAFE Europe, Australasia and Far East
MSCI Morgan Stanley Capital International
 
Other Abbreviations:
ADR American Depositary Receipt
ETF Exchange Traded Fund
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
GNMA Government National Mortgage Association
REIT Real Estate Investment Trust
   
 
7
 

 

 

Hartford International Capital Appreciation Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Diversification by Sector
as of January 31, 2015
Sector  Percentage of
Net Assets
 
Equity Securities     
Consumer Discretionary   15.5%
Consumer Staples   7.7 
Energy   2.7 
Financials   17.9 
Health Care   11.4 
Industrials   14.9 
Information Technology   11.3 
Materials   8.5 
Services   3.4 
Utilities   3.2 
Total   96.5%
Short-Term Investments   2.8 
Other Assets and Liabilities   0.7 
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.

 

8
 

 

Hartford International Capital Appreciation Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary

January 31, 2015

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks                    
Argentina   $112   $112   $   $ 
Australia    836    44    792     
Austria    16        16     
Belgium    660    13    647     
Brazil    277    277         
Canada    751    751         
Cayman Islands    33    33         
Chile    17    17         
China    2,228    1,108    1,120     
Denmark    582        582     
Finland    315        315     
France    3,078    10    3,068     
Germany    992    5    987     
Greece    132        132     
Hong Kong    954    6    948     
Hungary    44        44     
India    188    108    80     
Ireland    216        216     
Israel    254    254         
Italy    760    43    717     
Japan    6,031        6,031     
Jersey    99        99     
Luxembourg    21        21     
Malaysia    321    285    36     
Mexico    397    397         
Netherlands    768    87    681     
Norway    26        26     
Panama    190    190         
Portugal    54        54     
Russia    56    56         
Singapore    357    81    276     
South Africa    72    16    56     
South Korea    742        742     
Spain    130        130     
Sweden    1,038        1,038     
Switzerland    1,777    443    1,334     
Taiwan    803    44    759     
Thailand    155        155     
United Kingdom    3,734    46    3,688     
United States    318    318         
Total   $29,534   $4,744   $24,790   $ 
Exchange Traded Funds    561    561         
Preferred Stocks    136        136     
Short-Term Investments    866        866     
Total   $31,097   $5,305   $25,792   $ 
Foreign Currency Contracts*   $   $   $   $ 
Total   $   $   $   $ 
Liabilities:                    
Foreign Currency Contracts*   $   $   $   $ 
Total   $   $   $   $ 

 

9
 

 

Hartford International Capital Appreciation Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

For the three-month period ended January 31, 2015, investments valued at $528 were transferred from Level 1 to Level 2, and investments valued at $324 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 mean 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, 2014
   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, 2015
 
Assets:                                             
Common Stocks   $   $(11)  $6  $   $   $(18)  $23   $   $ 
Total   $   $(11)  $6   $   $   $(18)  $23   $   $ 

 

*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, 2015 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.

 

10
 

 

 

The Hartford International Growth Fund
Schedule of Investments
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 

Common Stocks - 97.6%

     
     Australia - 2.5%     
 1,131   Alumina Ltd. ●   $1,693 
 79   Seek Ltd.    1,085 
 1,139   Spotless Group Holdings Ltd. ●    1,644 
         4,422 
     Belgium - 1.3%     
 19   Anheuser-Busch InBev N.V.    2,281 
           
     Canada - 6.0%     
 99   Alimentation Couche-Tard, Inc.    3,865 
 151   CAE, Inc.    1,854 
 14   Magna International, Inc.    1,312 
 51   Methanex Corp.    2,276 
 297   Trican Well Service Ltd.    1,147 
         10,454 
     China - 7.8%     
 5   Baidu, Inc. ADR ●    1,086 
 1,409   China Construction Bank    1,128 
 5,639   Greatview Aseptic Packaging Co., Ltd.    2,570 
 948   Guangdong Investment Ltd.    1,273 
 848   Lenovo Group Ltd.    1,092 
 697   PICC Property and Casualty Co., Ltd.    1,359 
 131   WuXi PharmaTech Cayman, Inc. ●    5,259 
         13,767 
     Denmark - 4.2%     
 133   DSV AS    4,203 
 46   Novo Nordisk A/S    2,033 
 16   Pandora A/S    1,172 
         7,408 
     Finland - 1.3%     
 24   Kone Oyj Class B    1,077 
 25   Sampo Oyj Class A    1,219 
         2,296 
     France - 8.3%     
 37   Cie Generale d'Optique Essilor International S.A.    4,126 
 89   Edenred    2,553 
 39   Renault S.A.    2,968 
 24   Valeo S.A.    3,385 
 75   Vallourec S.A.    1,634 
         14,666 
     Germany - 1.4%     
 92   Tom Tailor Holding AG ●    1,129 
 30   United Internet AG    1,320 
         2,449 
     Hong Kong - 3.0%     
 214   AAC Technologies Holdings, Inc.    1,364 
 334   AIA Group Ltd.    1,938 
 117   Tencent Holdings Ltd. ●    1,981 
         5,283 
     India - 3.6%     
 117   Axis Bank Ltd. ●    1,105 
 45   HCL Technologies Ltd.    1,312 
 81   HDFC Bank Ltd.    1,405 
 106   ICICI Bank Ltd.    1,268 
 211   ITC Ltd.    1,253 
         6,343 
     Israel - 3.0%     
 16   Check Point Software Technologies Ltd. ADR ●    1,267 
 72   Teva Pharmaceutical Industries Ltd. ADR    4,077 
         5,344 
     Japan - 8.3%     
 100   Astellas Pharma, Inc.    1,537 
 101   Bridgestone Corp.    4,023 
 11   Daito Trust Construction Co., Ltd.    1,213 
 49   Ono Pharmaceutical Co., Ltd.    5,204 
 893   Taiheyo Cement Corp.    2,622 
         14,599 
     Jersey - 0.9%     
 433   Glencore plc    1,613 
           
     Malaysia - 2.1%     
 4,771   AirAsia Berhad    3,683 
           
     Netherlands - 2.0%     
 23   AerCap Holdings N.V. ●    909 
 14   ASML Holding N.V.    1,466 
 13   NXP Semiconductors N.V. ●    1,044 
         3,419 
     Norway - 0.5%     
 65   DNB ASA    947 
           
     Panama - 1.7%     
 28   Copa Holdings S.A. Class A    3,026 
           
     Singapore - 1.9%     
 571   Singapore Exchange Ltd.    3,276 
           
     Sweden - 3.5%     
 170   Electrolux AB Series B    5,223 
 74   Skandinaviska Enskilda Banken Ab    894 
         6,117 
     Switzerland - 6.4%     
 11   Actelion Ltd.    1,219 
 1   Givaudan    1,172 
 35   Novartis AG    3,383 
 5   Partners Group    1,246 
 11   Roche Holding AG    2,918 
 4   Zurich Financial Services AG    1,336 
         11,274 
     Taiwan - 7.2%     
 412   Catcher Technology Co., Ltd.    3,603 
 193   Delta Electronics, Inc.    1,179 
 17   Largan Precision Co., Ltd.    1,380 
 71   MediaTek, Inc.    1,079 
 1,247   Taiwan Semiconductor Manufacturing Co., Ltd.    5,485 
         12,726 
     Thailand - 0.7%     
 176   Kasikornbank Public Co., Ltd.    1,203 
           
     Turkey - 0.7%     
 290   Turkiye Garanti Bankasi A.S.    1,221 
           
     United Kingdom - 14.8%     
 220   Arm Holdings plc    3,427 
 133   Ashtead Group plc    2,168 
 18   AstraZeneca plc    1,268 
 412   Booker Group plc    925 

 

1
 

 

The Hartford International Growth Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount          Market Value ╪ 

Common Stocks - 97.6% - (continued)

          
     United Kingdom - 14.8% - (continued)          
 42   British American Tobacco plc      $2,379 
 154   Burberry Group plc         4,000 
 93   Compass Group plc         1,600 
 250   Direct Line Insurance Group plc         1,174 
 111   IG Group Holdings plc         1,200 
 28   Imperial Tobacco Group plc         1,322 
 13   Next plc         1,454 
 19   Reckitt Benckiser Group plc         1,620 
 144   Sage (The) Group plc         1,040 
 99   Sky plc         1,381 
 62   Smith & Nephew plc         1,111 
              26,069 
     United States - 4.5%          
 4   Actavis plc ●         1,042 
 21   Amdocs Ltd.         988 
 14   Aon plc         1,240 
 13   Medtronic plc         945 
 24   Sensata Technologies Holding N.V. ●         1,200 
 13   Wabco Holdings, Inc. ●         1,212 
 36   XL Group plc         1,229 
              7,856 
     Total Common Stocks          
     (Cost $163,191)        $171,742 
                

Preferred Stocks - 0.6%

          
     Germany - 0.6%          
 23   ProSieben Sat.1 Media AG        $1,039 
                
     Total Preferred Stocks          
     (Cost $1,003)        $1,039 
                
     Total Long-Term Investments
(Cost $164,194)
       $172,781 
                
Short-Term Investments - 2.0%          
     Repurchase Agreements - 2.0%          
     Bank of America Merrill Lynch Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $4, collateralized by U.S. Treasury
Note 0.88%, 2017, value of $4)
          
$4    0.04%, 1/31/15        $4 
     Bank of America Merrill Lynch TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $149, collateralized by FHLMC 3.50%
- 4.00%, 2032 - 2045, FNMA 1.83% - 4.50%,
2025 - 2045, value of $152)
          
 149    0.06%, 1/31/15         149 
     Bank of Montreal  TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$1,082, collateralized by U.S. Treasury Bill
0.04% - 0.25%, 2015 - 2016, U.S. Treasury
Bond 3.00% - 9.88%, 2015 - 2044, U.S.
Treasury Note 0.25% - 4.63%, 2015 - 2022,
value of $1,104)
          
 1,082    0.05%, 1/31/15         1,082 
     Bank of Montreal TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $252,
collateralized by FHLMC 2.00% - 5.50%, 2022 -
2044, FNMA 3.00% - 4.00%, 2022 - 2042,
GNMA 3.00%, 2043, U.S. Treasury Bill 0.25%,
2016, U.S. Treasury Note 0.75% - 2.50%, 2017 -
2024, value of $257)
          
 252    0.06%, 1/31/15       252 
     Barclays Capital TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $721,
collateralized by U.S. Treasury Note 1.50% -
2.00%, 2016 - 2023, value of $735)
          
 721    0.04%, 1/31/15         721 
     Citigroup Global Markets, Inc. TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $469, collateralized by U.S. Treasury
Bond 3.75% - 4.50%, 2038 - 2043, value of
$478)
          
 469    0.05%, 1/31/15         469 
     Deutsche Bank Securities TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $41, collateralized by FHLMC 2.50% -
6.50%, 2020 - 2041, FNMA 2.50% - 6.50%,
2016 - 2047, GNMA 3.50%, 2045, U.S. Treasury
Bill 0.07% - 0.25%, 2015 - 2016, U.S. Treasury
Bond 2.38% - 5.38%, 2027 - 2043, U.S.
Treasury Note 0.13% - 4.63%, 2015 - 2024,
value of $42)
          
 41    0.05%, 1/31/15         41 
     Royal Bank of Scotland TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $172, collateralized by U.S. Treasury
Bond 8.13%, 2019, U.S. Treasury Note 2.38% -
3.63%, 2020 - 2024, value of $176)
          
 172    0.06%, 1/31/15         172 
     Societe Generale TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $11,
collateralized by U.S. Treasury Note 0.75% -
2.63%, 2016 - 2017, value of $11)
          
 11    0.06%, 1/31/15         11 
     TD Securities TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $643,
collateralized by FHLMC 3.00% - 4.00%, 2026 -
2043, FNMA 2.50% - 5.00%, 2025 - 2044, value
of $656)
          
 643    0.07%, 1/31/15         643 
              3,544 
     Total Short-Term Investments          
     (Cost $3,544)        $3,544 
                
     Total Investments          
     (Cost $167,738) ▲    100.2%  $176,325 
     Other Assets and Liabilities    (0.2)%   (410)
     Total Net Assets    100.0%  $175,915 

 

2
 

 

The Hartford International Growth Fund
Schedule of Investments – (continued)
January 31, 2015 (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.

 

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

 

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for reporting ease.

 

At January 31, 2015, the cost of securities for federal income tax purposes was $168,113 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation   $19,088 
Unrealized Depreciation    (10,876)
Net Unrealized Appreciation   $8,212 

 

Non-income producing.

 

Foreign Currency Contracts Outstanding at January 31, 2015

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
CHF  Sell  02/03/2015  JPM  $131   $131   $   $ 
EUR  Buy  02/03/2015  BCLY   1,071    1,072    1     
GBP  Sell  02/03/2015  BNP   219    220        (1)
Total                     $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:
BCLY Barclays
BNP BNP Paribas Securities Services
JPM JP Morgan Chase & Co.  
 
Currency Abbreviations:
CHF Swiss Franc  
EUR EURO  
GBP British Pound  
 
Other Abbreviations:
ADR American Depositary Receipt
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
GNMA Government National Mortgage Association

 

Diversification by Sector
as of January 31, 2015
Sector  Percentage of
Net Assets
 
Equity Securities     
Consumer Discretionary   17.2%
Consumer Staples   7.8 
Energy   0.7 
Financials   14.6 
Health Care   19.1 
Industrials   14.0 
Information Technology   17.2 
Materials   6.9 
Utilities   0.7 
Total   98.2%
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.

 

 

3
 

 

The Hartford International Growth Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks                    
Australia   $4,422   $   $4,422   $ 
Belgium    2,281        2,281     
Canada    10,454    10,454         
China    13,767    6,345    7,422     
Denmark    7,408        7,408     
Finland    2,296        2,296     
France    14,666        14,666     
Germany    2,449        2,449     
Hong Kong    5,283        5,283     
India    6,343    1,268    5,075     
Israel    5,344    5,344         
Japan    14,599        14,599     
Jersey    1,613        1,613     
Malaysia    3,683    3,683         
Netherlands    3,419    1,953    1,466     
Norway    947        947     
Panama    3,026    3,026         
Singapore    3,276        3,276     
Sweden    6,117        6,117     
Switzerland    11,274        11,274     
Taiwan    12,726        12,726     
Thailand    1,203        1,203     
Turkey    1,221        1,221     
United Kingdom    26,069        26,069     
United States    7,856    7,856         
Total   $171,742   $39,929   $131,813   $ 
Preferred Stocks    1,039        1,039     
Short-Term Investments    3,544        3,544     
Total   $176,325   $39,929   $136,396   $ 
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, 2015, investments valued at $3,318 were transferred from Level 1 to Level 2, and investments valued at $3,186 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 mean 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.

 

4
 

 

 

The Hartford International Opportunities Fund
Schedule of Investments
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 

Common Stocks - 96.3%

     
     Belgium - 3.4%     
 390   Anheuser-Busch InBev N.V.   $47,626 
           
     Brazil - 1.0%     
 583   BB Seguridade Participacoes    6,390 
 1,382   Petroleo Brasileiro S.A. ADR    8,305 
         14,695 
     Canada - 4.7%     
 293   Canadian National Railway Co.    19,285 
 502   Imperial Oil Ltd.    18,655 
 156   Restaurant Brands International, Inc. ●    6,057 
 489   Transcanada Corp.    21,755 
         65,752 
     China - 4.0%     
 57   Alibaba Group Holding Ltd. ●    5,064 
 69   Baidu, Inc. ADR ●    15,119 
 18,410   China Construction Bank    14,737 
 1,980   ENN Energy Holdings Ltd.    11,704 
 4,668   PICC Property and Casualty Co., Ltd.    9,104 
         55,728 
     Denmark - 0.2%     
 156   H. Lundbeck A/S    3,173 
           
     Finland - 0.9%     
 282   Kone Oyj Class B    12,732 
           
     France - 8.9%     
 271   Air Liquide    34,164 
 191   Cie Generale d'Optique Essilor International S.A.    21,233 
 269   Groupe Eurotunnel S.E.    3,608 
 299   Legrand S.A.    16,038 
 760   Orange S.A.    13,367 
 159   Rexel S.A.    2,978 
 98   Schneider Electric S.A.    7,380 
 95   Unibail Rodamco REIT    26,728 
         125,496 
     Germany - 3.9%     
 151   Brenntag AG    8,221 
 100   Continental AG    22,481 
 713   Deutsche Annington Immobile    24,776 
         55,478 
     Greece - 0.6%     
 13,603   Alpha Bank A.E. ●    4,970 
 458   Hellenic Telecommunications Organization S.A. ●    3,775 
         8,745 
     Hong Kong - 1.3%     
 813   Hong Kong Exchanges & Clearing Ltd.    18,704 
           
     India - 3.4%     
 196   Bharti Infratel Ltd.    1,143 
 79   Divi's Laboratories Ltd. ●    2,217 
 4,135   ICICI Bank Ltd. ●    24,022 
 545   ITC Ltd.    3,234 
 197   Mahindra & Mahindra Ltd.    4,015 
 970   Power Grid Corp. of India Ltd.    2,314 
 805   Punjab National Bank ●    2,453 
 1,741   State Bank of India ●    8,660 
         48,058 
     Ireland - 2.6%     
 36,182   Bank of Ireland ●    10,889 
 1,057   CRH plc    25,530 
         36,419 
     Italy - 6.7%     
 968   Assicurazioni Generali S.p.A.    20,426 
 283   Banca Generali S.p.A.    7,915 
 1,295   FinecoBank Banca Fineco S.p.A. ●    6,969 
 3,512   Intesa Sanpaolo S.p.A.    10,270 
 450   Luxottica Group S.p.A.    26,749 
 4,335   Snam S.p.A.    21,212 
         93,541 
     Japan - 20.2%     
 171   Aisin Seiki Co., Ltd.    5,962 
 365   Asahi Group Holdings Ltd.    11,963 
 330   Asics Corp.    8,092 
 89   Daito Trust Construction Co., Ltd.    9,891 
 576   Daiwa House Industry Co., Ltd.    10,615 
 243   Eisai Co., Ltd.    12,131 
 1,409   Hitachi Ltd.    10,641 
 386   Honda Motor Co., Ltd.    11,660 
 685   Isuzu Motors Ltd.    9,115 
 245   Kansai Electric Power Co., Inc. ●    2,364 
 263   Kyushu Electric Power Co., Inc. ●    2,536 
 479   M3, Inc.    9,639 
 183   Mitsubishi Estate Co., Ltd.    3,682 
 2,429   Mitsubishi UFJ Financial Group, Inc.    12,907 
 696   Mitsui Fudosan Co., Ltd.    17,588 
 3,690   NEC Corp.    10,423 
 382   Nippon Telegraph & Telephone Corp.    22,605 
 358   Olympus Corp. ●    12,375 
 267   Ono Pharmaceutical Co., Ltd.    28,134 
 472   Rakuten, Inc.    6,530 
 634   Seven & I Holdings Co., Ltd.    23,183 
 173   Shikoku Electric Power Co. ●    2,178 
 626   T&D Holdings, Inc.    7,048 
 348   Takeda Pharmaceutical Co., Ltd.    17,409 
 446   Tokio Marine Holdings, Inc.    15,567 
         284,238 
     Luxembourg - 0.4%     
 59   Altice N.A. ●    4,942 
           
     Mexico - 0.2%     
 1,320   Corporacion Inmobiliaria Vesta S. de RL de C.V. ☼    2,553 
           
     Netherlands - 5.8%     
 111   ASML Holding N.V.    11,586 
 1,748   ING Groep N.V. ●    21,733 
 4,174   Koninklijke (Royal) KPN N.V.    12,882 
 201   NXP Semiconductors N.V. ●    15,947 
 639   Royal Dutch Shell plc    19,466 
         81,614 
     Romania - 0.2%     
 284   Electrica S.A. ■●‡    3,449 
           
     South Korea - 1.2%     
 323   Hynix Semiconductor, Inc.    13,932 
 80   Korea Electric Power Corp.    3,122 
         17,054 

 

1
 

 

The Hartford International Opportunities Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 

Common Stocks - 96.3% - (continued)

     
     Sweden - 4.0%     
 426   Assa Abloy Ab   $23,289 
 624   Electrolux AB Series B    19,203 
 587   SKF AB Class B    13,841 
         56,333 
     Switzerland - 9.6%     
 138   Adecco S.A.    10,346 
 72   Compagnie Financiere Richemont S.A.    6,005 
 492   Julius Baer Group Ltd.    20,002 
 524   Novartis AG    51,084 
 86   Roche Holding AG    23,114 
 1,442   UBS AG ●    24,173 
         134,724 
     Taiwan - 1.9%     
 5,932   Taiwan Semiconductor Manufacturing Co., Ltd.    26,088 
           
     Turkey - 0.4%     
 1,282   Turkiye Garanti Bankasi A.S.    5,389 
           
     United Kingdom - 10.3%     
 684   AstraZeneca plc    48,717 
 61   Derwent London plc REIT    2,986 
 657   Diageo Capital plc    19,440 
 1,276   Direct Line Insurance Group plc    5,984 
 1,070   International Consolidated Airlines Group S.A. ●    8,714 
 120   Schroders plc    5,198 
 1,741   Sky plc    24,273 
 1,318   WPP plc    28,980 
         144,292 
     United States - 0.5%     
 282   Markit Ltd. ●    7,414 
           
     Total Common Stocks     
     (Cost $1,302,202)   $1,354,237 
           
     Total Long-Term Investments     
     (Cost $1,302,202)   $1,354,237 
           
Short-Term Investments - 3.7%     
     Other Direct Federal Obligations - 0.6%     
     FHLB     
$8,761    0.13%, 2/20/2015 ○   $8,760 
           
     Repurchase Agreements - 3.1%     
     Bank of America Merrill Lynch Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $42, collateralized by U.S. Treasury
Note 0.88%, 2017, value of $44)
     
$42    0.04%, 1/31/15   $42 
     Bank of America Merrill Lynch TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $1,849, collateralized by FHLMC
3.50% - 4.00%, 2032 - 2045, FNMA 1.83% -
4.50%, 2025 - 2045, value of $1,886)
     
 1,849    0.06%, 1/31/15    1,849 
     Bank of Montreal  TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$13,411, collateralized by U.S. Treasury Bill
0.04% - 0.25%, 2015 - 2016, U.S. Treasury
Bond 3.00% - 9.88%, 2015 - 2044, U.S.
Treasury Note 0.25% - 4.63%, 2015 - 2022,
value of $13,680)
     
 13,411    0.05%, 1/31/15    13,411 
     Bank of Montreal TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$3,122, collateralized by FHLMC 2.00% -
5.50%, 2022 - 2044, FNMA 3.00% - 4.00%,
2022 - 2042, GNMA 3.00%, 2043, U.S. Treasury
Bill 0.25%, 2016, U.S. Treasury Note 0.75% -
2.50%, 2017 - 2024, value of $3,185)
     
 3,122    0.06%, 1/31/15    3,122 
     Barclays Capital TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$8,934, collateralized by U.S. Treasury Note
1.50% - 2.00%, 2016 - 2023, value of $9,112)
     
 8,934    0.04%, 1/31/15    8,934 
     Citigroup Global Markets, Inc. TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $5,808, collateralized by U.S.
Treasury Bond 3.75% - 4.50%, 2038 - 2043,
value of $5,924)
     
 5,808    0.05%, 1/31/15    5,808 
     Deutsche Bank Securities TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $509, collateralized by FHLMC 2.50%
- 6.50%, 2020 - 2041, FNMA 2.50% - 6.50%,
2016 - 2047, GNMA 3.50%, 2045, U.S. Treasury
Bill 0.07% - 0.25%, 2015 - 2016, U.S. Treasury
Bond 2.38% - 5.38%, 2027 - 2043, U.S.
Treasury Note 0.13% - 4.63%, 2015 - 2024,
value of $519)
     
 509    0.05%, 1/31/15    509 
     Royal Bank of Scotland TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $2,136, collateralized by U.S.
Treasury Bond 8.13%, 2019, U.S. Treasury Note
2.38% - 3.63%, 2020 - 2024, value of $2,179)
     
 2,136    0.06%, 1/31/15    2,136 
     Societe Generale TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $131,
collateralized by U.S. Treasury Note 0.75% -
2.63%, 2016 - 2017, value of $134)
     
 131    0.06%, 1/31/15    131 

 

2
 

 

The Hartford International Opportunities Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount          Market Value ╪ 
Short-Term Investments - 3.7% - (continued)
     Repurchase Agreements - 3.1% - (continued)          
     TD Securities TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$7,972, collateralized by FHLMC 3.00% -
4.00%, 2026 - 2043, FNMA 2.50% - 5.00%,
2025 - 2044, value of $8,131)
          
$7,972    0.07%, 1/31/15      $7,972 
              43,914 
     Total Short-Term Investments          
     (Cost $52,674)        $52,674 
                
     Total Investments          
     (Cost $1,354,876) ▲    100.0%  $1,406,911 
     Other Assets and Liabilities     —%   146 
     Total Net Assets    100.0%  $1,407,057 

3
 

 

The Hartford International Opportunities Fund
Schedule of Investments – (continued)
January 31, 2015 (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.

 

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

 

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for reporting ease.

 

At January 31, 2015, the cost of securities for federal income tax purposes was $1,359,596 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation   $111,088 
Unrealized Depreciation    (63,773)
Net Unrealized Appreciation   $47,315 

 

Non-income producing.

 

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 noted, these holdings are determined to be liquid. At January 31, 2015, the aggregate value of these securities was $3,449, which represents 0.2% of total net assets.

 

This security, or a portion of this security, was purchased on a when-issued or delayed-delivery basis. The cost of these securities was $2,431 at January 31, 2015.

 

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, 2015

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
CAD  Buy  02/03/2015  MSC  $1,997   $1,983   $   $(14)
EUR  Buy  02/02/2015  MSC   5,328    5,323        (5)
EUR  Sell  02/03/2015  BCLY   320    320         
EUR  Sell  02/02/2015  JPM   3,826    3,808    18     
EUR  Sell  02/03/2015  MSC   1,637    1,635    2     
GBP  Buy  02/02/2015  BMO   23    23         
HKD  Buy  02/03/2015  JPM   3,560    3,560         
HKD  Sell  02/02/2015  JPM   2,708    2,708         
JPY  Buy  02/03/2015  DEUT   4,669    4,687    18     
JPY  Buy  02/04/2015  WEST   3,363    3,367    4     
JPY  Sell  02/02/2015  NAB   2,092    2,098        (6)
MXN  Buy  02/05/2015  JPM   200    200         
MXN  Buy  02/04/2015  MSC   2,261    2,232        (29)
Total                     $42   $(54)

 

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, 2015 (Unaudited)
(000’s Omitted)

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

 
Counterparty Abbreviations:
BCLY Barclays
BMO Bank of Montreal
DEUT Deutsche Bank Securities, Inc.
JPM JP Morgan Chase & Co.  
MSC Morgan Stanley
NAB National Australia Bank Limited
WEST Westpac International
 
Currency Abbreviations:
CAD Canadian Dollar  
EUR EURO  
GBP British Pound  
HKD Hong Kong Dollar  
JPY Japanese Yen  
MXN Mexican New Peso  
 
Other Abbreviations:
ADR American Depositary Receipt

FHLB

FHLMC

Federal Home Loan Bank

Federal Home Loan Martgage Corp.

FNMA Federal National Mortgage Association
GNMA Government National Mortgage Association
REIT Real Estate Investment Trust

 

Diversification by Sector
as of January 31, 2015
Sector  Percentage of
Net Assets
 
Equity Securities     
Consumer Discretionary   13.1%
Consumer Staples   7.4 
Energy   4.9 
Financials   25.7 
Health Care   16.3 
Industrials   9.0 
Information Technology   8.3 
Materials   4.2 
Services   3.9 
Utilities   3.5 
Total   96.3%
Short-Term Investments   3.7 
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.

 

5
 

 

The Hartford International Opportunities Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Currency Concentration of Securities
as of January 31, 2015
   Percentage of 
Description  Net Assets 
Brazilian Real   0.4%
British Pound   13.5 
Canadian Dollar   4.7 
Danish Kroner   0.2 
Euro   28.9 
Hong Kong Dollar   3.8 
Indian Rupee   3.4 
Japanese Yen   20.2 
Mexican New Peso   0.2 
Republic of Korea Won   1.2 
Swedish Krona   4.0 
Swiss Franc   9.6 
Taiwanese Dollar   1.9 
Turkish New Lira   0.4 
United States Dollar   7.6 
Other Assets and Liabilities   0.0 
Total   100.0%

 

6
 

 

The Hartford International Opportunities Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary

January 31, 2015

  

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks                    
Belgium   $47,626   $   $47,626   $ 
Brazil    14,695    14,695         
Canada    65,752    65,752         
China    55,728    20,183    35,545     
Denmark    3,173        3,173     
Finland    12,732        12,732     
France    125,496        125,496     
Germany    55,478        55,478     
Greece    8,745        8,745     
Hong Kong    18,704        18,704     
India    48,058    1,143    46,915     
Ireland    36,419        36,419     
Italy    93,541        93,541     
Japan    284,238        284,238     
Luxembourg    4,942    4,942         
Mexico    2,553    2,553         
Netherlands    81,614    15,947    65,667     
Romania    3,449    3,449         
South Korea    17,054        17,054     
Sweden    56,333        56,333     
Switzerland    134,724    24,173    110,551     
Taiwan    26,088        26,088     
Turkey    5,389        5,389     
United Kingdom    144,292        144,292     
United States    7,414    7,414         
Total   $1,354,237   $160,251   $1,193,986   $ 
Short-Term Investments    52,674        52,674     
Total   $1,406,911   $160,251   $1,246,660   $ 
Foreign Currency Contracts*   $42   $   $42   $ 
Total   $42   $   $42   $ 
Liabilities:                    
Foreign Currency Contracts*   $54   $   $54   $ 
Total   $54   $   $54   $ 

 

For the three-month period ended January 31, 2015, investments valued at $4,730 were transferred from Level 1 to Level 2, and investments valued at $3,824 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 mean 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.

 

7
 

 

 

The Hartford International Small Company Fund
Schedule of Investments
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 

Common Stocks - 91.9%

     
     Australia - 4.7%     
 296   Challenger Financial Services Group Ltd.   $1,442 
 547   Karoon Gas Australia Ltd. ●    889 
 478   NuFarm Ltd.    2,102 
 498   SAI Global Ltd.    1,515 
 1,570   Spotless Group Holdings Ltd. ●    2,267 
 283   Super Retail Group Ltd.    1,910 
 724   Tox Free Solutions Ltd.    1,635 
 2,232   Transpacific Industries Group Ltd.    1,433 
 665   Vocation Ltd. ⌂†    116 
         13,309 
     Austria - 1.3%     
 46   Andritz AG    2,486 
 20   Schoeller-Bleckmann Oilfield Equipment AG    1,158 
         3,644 
     Belgium - 2.3%     
 19   Ackermans & van Haaren N.V.    2,207 
 27   Compagnie d'Entreprises CFE    2,587 
 54   D'ieteren S.A.    1,759 
         6,553 
     Brazil - 0.4%     
 405   Magazine Luiza S.A.    1,024 
           
     China - 1.2%     
 84   WuXi PharmaTech Cayman, Inc. ●    3,372 
           
     Colombia - 0.1%     
 89   Pacific Rubiales Energy Corp.    205 
           
     Denmark - 2.9%     
 99   DSV AS    3,132 
 138   H. Lundbeck A/S    2,811 
 104   Matas A/S    2,251 
         8,194 
     Finland - 0.2%     
 39   Tikkurila Oyj    700 
           
     France - 2.6%     
 29   Eurazeo    2,032 
 39   Imerys S.A.    2,811 
 6   Virbac S.A.    1,368 
 10   Wendel S.A.    1,096 
         7,307 
     Germany - 3.5%     
 35   ElringKlinger AG    1,236 
 33   Grenke Leasing    3,533 
 47   Rheinmetall AG    2,053 
 74   SAF-Holland S.A.    1,099 
 36   STRATEC Biomedical AG    1,931 
         9,852 
     Greece - 0.5%     
 159   Grivalia Properties REIC    1,416 
           
     Hong Kong - 0.6%     
 445   Shanghai Fosun Pharmaceutical Co., Ltd.    1,604 
           
     Indonesia - 0.3%     
 8,043   Gajah Tunggal Tbk PT    923 
           
     Italy - 5.8%     
 415   Anima Holding S.p.A. ●    2,073 
 149   Autogrill S.p.A. ●    1,273 
 47   Banca Generali S.p.A.    1,300 
 2,544   Beni Stabili S.p.A.    1,902 
 121   Brunello Cucinelli S.p.A.    2,500 
 40   DiaSorin S.p.A.    1,607 
 36   EI Towers S.p.A. ●    1,770 
 795   Immobiliare Grande Distribuzione REIT    653 
 62   Moncler S.p.A.    928 
 250   RAI Way S.p.A. ●    974 
 53   Salvatore Ferragamo Italia S.p.A.    1,526 
         16,506 
     Japan - 34.8%     
 68   Asahi Intecc Co., Ltd.    3,583 
 36   CyberAgent, Inc.    1,576 
    DA Office Investment Corp.    1,027 
 159   Denyo Co., Ltd.    2,621 
 98   DMG Mori Seiki Co., Ltd.    1,274 
 43   Exedy Corp.    950 
 334   Ferrotec Corp.    1,678 
 2   GLP J-REIT    2,575 
 59   Hoshizaki Electric Co., Ltd.    2,986 
 75   IBJ Leasing Co., Ltd.    1,413 
 94   Ichiyoshi Securities Co., Ltd.    947 
 656   IHI Corp.    3,418 
 161   IIDA Group Holdings Co., Ltd.    1,999 
 74   Internet Initiative Japan, Inc.    1,544 
 32   Jaccs Co., Ltd.    149 
 93   Jamco Corp.    2,522 
 488   Kawasaki Heavy Industries Ltd.    2,338 
 267   Kenedix, Inc.    1,199 
 1,475   Kobe Steel Ltd.    2,587 
 231   Makino Milling Machine Co.    1,985 
 89   Message Co., Ltd.    2,387 
 406   Mitsubishi Gas Chemical Co.    1,836 
 475   Mitsubishi Materials Corp.    1,498 
 771   Mitsubishi UFJ Lease & Finance Co., Ltd.    3,337 
 222   Nikkiso Co., Ltd.    1,956 
 86   Nippon Shinyaku Co., Ltd.    2,841 
 141   Nippon Shokubai Co., Ltd.    1,894 
 161   Pocket Card Co., Ltd.    715 
 221   Sanken Electric Co., Ltd.    1,807 
 289   Sanwa Holdings Corp.    2,000 
 1,917   Shinsei Bank Ltd.    3,475 
 150   Shizuoka Gas Co., Ltd.    960 
 1,363   Showa Denko K.K.    1,742 
 175   Sumco Corp.    2,939 
 87   Sumisho Computer Systems Corp.    2,156 
 42   TDK Corp.    2,592 
 599   Teijin Ltd.    1,784 
 127   Tenma Corp.    1,687 
 57   THK Co., Ltd.    1,394 
 478   Tokyo Steel Manufacturing Co., Ltd.    3,590 
 63   Tokyo TY Financial Group, Inc. ●    1,816 
 23   Tsuruha Holdings, Inc.    1,566 
 61   Welcia Holdings Co., Ltd. ●    2,242 
 84   Yamato Kogyo Co.    2,154 
 221   Yaskawa Electric Corp.    2,826 
 90   Yokogawa Electric Corp.    937 
 115   Zenkoku Hosho Co., Ltd.    3,655 

 

1
 

 

The Hartford International Small Company Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 

Common Stocks - 91.9% - (continued)

     
     Japan - 34.8% - (continued)     
 59   Zuiko Corp.   $2,308 
         98,465 
     Luxembourg - 1.8%     
 138   Braas Monier Building Group ●    2,819 
 96   Reinet Investments S.A.    2,133 
         4,952 
     Netherlands - 1.6%     
 71   Constellium N.V. ●    1,309 
 287   USG People N.V.    3,305 
         4,614 
     Norway - 1.1%     
 183   Kongsberg Gruppen ASA    3,098 
           
     Panama - 0.5%     
 14   Copa Holdings S.A. Class A    1,472 
           
     Russia - 0.2%     
 154   O'Key Group S.A. GDR ■    515 
           
     South Africa - 0.7%     
 362   Gold Fields Ltd.    2,086 
           
     South Korea - 2.0%     
 7   CJ O Shopping Co., Ltd.    1,379 
 18   Green Cross Corp.    2,270 
 72   Nexen Tire Corp.    1,021 
 21   Samsung Securities Co., Ltd.    925 
         5,595 
     Sweden - 1.0%     
 266   Bufab Holding AB ●    1,912 
 78   Haldex AB    1,053 
         2,965 
     Switzerland - 5.3%     
 19   Dufry Group ●    2,824 
 151   Gategroup Holding AG    4,188 
 9   Kuoni Reisen Holding AG    2,934 
 82   Oc Oerlikon Corp. Ag-Reg    929 
 9   Partners Group    2,360 
 17   Tecan Group AG    1,721 
         14,956 
     United Kingdom - 16.5%     
 626   B&M European Value Retail S.A.    2,973 
 35   Berkeley (The) Group Holdings plc    1,294 
 222   Big Yellow Group REIT    2,041 
 872   Booker Group plc    1,958 
 181   Chemring Group plc    588 
 157   Concentric AB    2,000 
 419   Crest Nicholson Holdings Ltd.    2,583 
 160   De La Rue plc    1,245 
 580   Direct Line Insurance Group plc    2,719 
 427   Elementis plc    1,774 
 856   Hansteen Holdings plc REIT    1,455 
 1,304   Hays plc    3,039 
 65   Hunting plc    388 
 176   IG Group Holdings plc    1,915 
 65   James Fisher & Sons plc    1,081 
 110   Keller Group plc    1,466 
 113   Kennedy Wilson Europe Real Estate plc    1,765 
 72   Kier Group plc    1,698 
 426   Mears Group plc    2,660 
 324   Michael Page International plc    2,266 
 483   Ophilr Energy plc ●    978 
 263   Polypipe Group plc ●    960 
 135   Savills plc    1,478 
 291   TSB Banking Group plc ●    1,167 
 668   Tyman plc    3,130 
 282   Unite Group plc    2,082 
         46,703 
     Total Common Stocks     
     (Cost $267,943)   $260,030 
           
     Total Long-Term Investments
(Cost $267,943)
  $260,030 
           
Short-Term Investments - 2.1%     
     Repurchase Agreements - 2.1%     
     Bank of America Merrill Lynch Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $6, collateralized by U.S. Treasury
Note 0.88%, 2017, value of $6)
     
$6    0.04%, 1/31/15   $6 
     Bank of America Merrill Lynch TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $249, collateralized by FHLMC 3.50%
- 4.00%, 2032 - 2045, FNMA 1.83% - 4.50%,
2025 - 2045, value of $254)
     
 249    0.06%, 1/31/15    249 
     Bank of Montreal  TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$1,805, collateralized by U.S. Treasury Bill
0.04% - 0.25%, 2015 - 2016, U.S. Treasury
Bond 3.00% - 9.88%, 2015 - 2044, U.S.
Treasury Note 0.25% - 4.63%, 2015 - 2022,
value of $1,841)
     
 1,805    0.05%, 1/31/15    1,805 
     Bank of Montreal TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $420,
collateralized by FHLMC 2.00% - 5.50%, 2022 -
2044, FNMA 3.00% - 4.00%, 2022 - 2042,
GNMA 3.00%, 2043, U.S. Treasury Bill 0.25%,
2016, U.S. Treasury Note 0.75% - 2.50%, 2017 -
2024, value of $429)
     
 420    0.06%, 1/31/15    420 
     Barclays Capital TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$1,202, collateralized by U.S. Treasury Note
1.50% - 2.00%, 2016 - 2023, value of $1,227)
     
 1,202    0.04%, 1/31/15    1,202 
     Citigroup Global Markets, Inc. TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $782, collateralized by U.S. Treasury
Bond 3.75% - 4.50%, 2038 - 2043, value of
$797)
     
 782    0.05%, 1/31/15    782 

 

2
 

 

The Hartford International Small Company Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount          Market Value ╪ 
Short-Term Investments - 2.1% - (continued)
     Repurchase Agreements - 2.1% - (continued)          
     Deutsche Bank Securities TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $69, collateralized by FHLMC 2.50% -
6.50%, 2020 - 2041, FNMA 2.50% - 6.50%,
2016 - 2047, GNMA 3.50%, 2045, U.S. Treasury
Bill 0.07% - 0.25%, 2015 - 2016, U.S. Treasury
Bond 2.38% - 5.38%, 2027 - 2043, U.S.
Treasury Note 0.13% - 4.63%, 2015 - 2024,
value of $70)
          
$69    0.05%, 1/31/15      $69 
     Royal Bank of Scotland TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $287, collateralized by U.S. Treasury
Bond 8.13%, 2019, U.S. Treasury Note 2.38% -
3.63%, 2020 - 2024, value of $293)
          
 287    0.06%, 1/31/15         287 
     Societe Generale TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $18,
collateralized by U.S. Treasury Note 0.75% -
2.63%, 2016 - 2017, value of $18)
          
 18    0.06%, 1/31/15         18 
     TD Securities TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$1,073, collateralized by FHLMC 3.00% - 4.00%,
2026 - 2043, FNMA 2.50% - 5.00%, 2025 -
2044, value of $1,095)
          
 1,073    0.07%, 1/31/15         1,073 
              5,911 
     Total Short-Term Investments          
     (Cost $5,911)        $5,911 
                
     Total Investments          
     (Cost $273,854) ▲    94.0%  $265,941 
     Other Assets and Liabilities    6.0%   16,874 
     Total Net Assets    100.0%  $282,815 

 

3
 

 

The Hartford International Small Company Fund
Schedule of Investments – (continued)
January 31, 2015 (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.

 

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

 

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for reporting ease.

 

At January 31, 2015, the cost of securities for federal income tax purposes was $278,268 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation   $22,224 
Unrealized Depreciation    (34,551)
Net Unrealized Depreciation   $(12,327)

 

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, 2015, the aggregate fair value of these securities was $116, 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 noted, these holdings are determined to be liquid. At January 31, 2015, the aggregate value of these securities was $515, which represents 0.2% 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, as amended, and may have contractual restrictions on resale. Illiquid securities may lack a readily available market or their valuation has not changed for a certain period of time.

 

Period Acquired 

Shares/ Par

   Security 

Cost Basis

 
08/2014 - 10/2014   665   Vocation Ltd.  $1,653 

 

At January 31, 2015, the aggregate value of these securities was $116, which rounds to zero percent of total net assets.

 

Foreign Currency Contracts Outstanding at January 31, 2015

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
CHF  Buy  02/02/2015  BNP  $30   $30   $   $ 
EUR  Buy  02/03/2015  BCLY   373    373         
GBP  Sell  02/02/2015  BMO   443    444        (1)
JPY  Sell  02/03/2015  DEUT   95    95         
JPY  Sell  02/02/2015  NAB   68    68         
JPY  Sell  02/04/2015  WEST   141    141         
Total                     $   $(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.

 

4
 

 

The Hartford International Small Company Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Counterparty Abbreviations:
BCLY Barclays
BMO Bank of Montreal
BNP BNP Paribas Securities Services
DEUT Deutsche Bank Securities, Inc.
NAB National Australia Bank Limited
WEST Westpac International
 
Currency Abbreviations:
CHF Swiss Franc  
EUR EURO  
GBP British Pound  
JPY Japanese Yen  
 
Other Abbreviations:
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
REIC Real Estate Investment Company
REIT Real Estate Investment Trust

 

Diversification by Sector
as of January 31, 2015
Sector  Percentage of
Net Assets
 
Equity Securities     
Consumer Discretionary   12.2%
Consumer Staples   3.4 
Energy   1.7 
Financials   20.5 
Health Care   9.8 
Industrials   27.3 
Information Technology   6.3 
Materials   10.4 
Utilities   0.3 
Total   91.9%
Short-Term Investments   2.1 
Other Assets and Liabilities   6.0 
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.

 

Currency Concentration of Securities
as of January 31, 2015
   Percentage of 
Description  Net Assets 
Australian Dollar   4.7%
Brazilian Real   0.4 
British Pound   15.8 
Canadian Dollar   0.1 
Danish Kroner   2.9 
Euro   19.2 
Hong Kong Dollar   0.6 
Indonesian New Rupiah   0.3 
Japanese Yen   34.8 
Norwegian Krone   1.1 
Republic of Korea Won   2.0 
South African Rand   0.7 
Swedish Krona   1.7 
Swiss Franc   5.3 
United States Dollar   4.4 
Other Assets and Liabilities   6.0 
Total   100.0%

 

5
 

 

The Hartford International Small Company Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary

January 31, 2015

  

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks                    
Australia   $13,309   $1,433   $11,760   $116 
Austria    3,644        3,644     
Belgium    6,553    1,759    4,794     
Brazil    1,024    1,024         
China    3,372    3,372         
Colombia    205    205         
Denmark    8,194        8,194     
Finland    700        700     
France    7,307        7,307     
Germany    9,852        9,852     
Greece    1,416        1,416     
Hong Kong    1,604        1,604     
Indonesia    923        923     
Italy    16,506    8,753    7,753     
Japan    98,465        98,465     
Luxembourg    4,952        4,952     
Netherlands    4,614    1,309    3,305     
Norway    3,098        3,098     
Panama    1,472    1,472         
Russia    515    515         
South Africa    2,086        2,086     
South Korea    5,595        5,595     
Sweden    2,965    1,912    1,053     
Switzerland    14,956    2,934    12,022     
United Kingdom    46,703    7,962    38,741     
Total   $260,030   $32,650   $227,264   $116 
Short-Term Investments    5,911        5,911     
Total   $265,941   $32,650   $233,175   $116 
Foreign Currency Contracts*   $   $   $   $ 
Total   $   $   $   $ 
Liabilities:                    
Foreign Currency Contracts*   $1   $   $1   $ 
Total   $1   $   $1   $ 

 

For the three-month period ended January 31, 2015, investments valued at $14,522 were transferred from Level 1 to Level 2, and investments valued at $8,999 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 mean 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 International Small Company Fund
Schedule of Investments – (continued)
January 31, 2015 (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, 2014
   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, 2015
 
Assets:                                             
Common Stocks   $   $   $(414)†  $   $   $   $530   $   $116 
Total   $   $   $(414)  $   $   $   $530   $   $116 

 

*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, 2015 was $(414).

 

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.

 

7
 

 

The Hartford International Value Fund
Schedule of Investments
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 

Common Stocks - 97.4%

     
     Australia - 0.9%     
 5,407   Aquarius Platinum Ltd. ●   $1,177 
 764   Energy Resources of Australia Ltd. ●    776 
 1,991   Qantas Airways Ltd. ●    4,012 
 5,093   Resolute Mining Ltd. ●    1,528 
         7,493 
     Austria - 0.3%     
 101   Zumtobel Group AG    2,316 
           
     Belgium - 1.6%     
 207   Ageas    7,094 
 762   Agfa Gevaert N.V. ●    1,781 
 43   Delhaize-Le Lion S.A.    3,566 
         12,441 
     Brazil - 0.4%     
 63   HRT Participacoes em Petroleo S.A. ●    92 
 563   Petroleo Brasileiro S.A. ADR    3,385 
         3,477 
     Canada - 3.3%     
 311   Barrick Gold Corp.    3,973 
 661   Centerra Gold, Inc.    3,966 
 812   Eldorado Gold Corp.    3,881 
 216   EnCana Corp.    2,647 
 1,116   Ivanhoe Mines Ltd. ●    667 
 1,667   Kinross Gold Corp. ●    5,650 
 716   Legacy Oil + Gas, Inc. ●    868 
 165   Northern Dynasty Minerals Ltd. ●    74 
 267   Painted Pony Petroleum Ltd. ●    1,442 
 673   Uranium Participation Corp. ●    2,883 
         26,051 
     China - 1.5%     
 5,191   AMVIG Holdings Ltd.    2,571 
 8,857   Daphne International Holdings Ltd.    2,829 
 7,358   Kingboard Laminates Holdings Ltd. ●    3,117 
 4,237   New World Department Store China    1,170 
 490   Sinovac Biotech Ltd. ●    2,363 
         12,050 
     Denmark - 0.5%     
 15   D/S Norden A/S    318 
 168   H. Lundbeck A/S    3,414 
         3,732 
     France - 13.0%     
 78   Alten Ltd.    3,271 
 135   BNP Paribas    7,090 
 98   Capital Gemini S.A.    7,078 
 240   Compagnie De Saint-Gobain    10,231 
 36   Devoteam S.A.    698 
 408   GDF Suez    9,058 
 81   GFI Informatique S.A.    544 
 64   Lafarge S.A.    4,387 
 214   Metropole Television S.A.    3,915 
 430   Orange S.A.    7,556 
 522   Peugeot S.A. ●    7,529 
 74   Renault S.A.    5,678 
 77   S.p.A.Steria Group    6,000 
 86   Saft Groupe S.A.    2,734 
 172   Societe Generale Class A    6,917 
 126   Thales S.A.    6,639 
 271   Total S.A.    13,888 
         103,213 
     Germany - 4.8%     
 348   Deutsche Lufthansa AG    5,882 
 301   E.On SE    4,661 
 120   Hamburger Hafen und Logistik    2,469 
 45   Koenig & Bauer AG ●    594 
 314   Kontron AG ●    1,854 
 108   Osram Licht AG ●    4,978 
 160   Rheinmetall AG    6,922 
 146   RWE AG    4,042 
 132   Salzgitter AG    3,610 
 238   Suedzucker AG    2,990 
         38,002 
     Greece - 0.5%     
 5,660   Alpha Bank A.E. ●    2,068 
 3,705   Piraeus Bank S.A. ●    2,156 
         4,224 
     Hong Kong - 0.7%     
 674   Clear Media Ltd.    669 
 350   Dah Sing Financial Group    2,024 
 93,164   G-Resources Group Ltd. ●    2,668 
 1,757   Pacific Basin Ship    648 
         6,009 
     Hungary - 0.8%     
 2,730   Magyar Tavkozlesi Rt ●    3,542 
 218   OTP Bank plc ●    2,895 
         6,437 
     India - 1.4%     
 957   Allahabad Bank Ltd. ●    1,786 
 303   Canara Bank Ltd.    2,159 
 1,401   Corp. Bank ●    1,566 
 5,818   Manappuram Finance Ltd.    2,988 
 1,109   NTPC Ltd.    2,568 
         11,067 
     Ireland - 0.8%     
 314   AER Lingus Group plc    759 
 229   CRH plc    5,526 
         6,285 
     Italy - 3.0%     
 511   Banca Popolare dell-Emilia Romagna Scrl ●    3,450 
 434   Buzzi Unicem S.p.A.    5,332 
 597   Eni S.p.A.    10,049 
 834   UniCredit S.p.A.    4,918 
         23,749 
     Japan - 39.5%     
 199   Adastria Holdings Co., Ltd.    5,241 
 101   AEON Delight Co., Ltd.    2,262 
 466   Aichi Steel Corp.    1,931 
 307   Aisan Industry Co., Ltd.    2,676 
 32   Alpha Systems, Inc.    423 
 157   Avex, Inc.    2,650 
 276   Canon, Inc.    8,734 
 162   Cawachi Ltd.    2,576 
 194   Chubu Steel Plate Co., Ltd.    904 
 145   CMIC Holdings Co., Ltd.    2,468 
 380   Dai-ichi Life Insurance Co., Ltd.    5,092 
 238   Daiichi Sankyo Co., Ltd.    3,453 
 83   Dai-Ichi Seiko Co., Ltd.    1,510 
 275   DeNa Co., Ltd.    3,616 
 415   Eighteenth (The) Bank Ltd.    1,200 
 178   Eisai Co., Ltd.    8,862 

 

1
 

 

The Hartford International Value Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 

Common Stocks - 97.4% - (continued)

     
     Japan - 39.5% - (continued)     
 141   En-Japan, Inc.   $2,047 
 141   Exedy Corp.    3,093 
 189   Fuji Machine Manufacturing Co.    1,824 
 165   Fujimi, Inc.    2,563 
 1,519   Fujitsu Ltd.    8,026 
 339   Funai Electric Co., Ltd.    4,081 
 101   Futaba Corp.    1,625 
 95   Gendai Agency, Inc.    543 
 404   Gree, Inc.    2,303 
 392   Higashi-Nippon Bank Ltd.    1,102 
 204   Hisaka Works Ltd.    1,674 
 301   Hitachi Chemical Co., Ltd.    6,058 
 314   Honda Motor Co., Ltd.    9,462 
 285   Honeys Co., Ltd.    2,538 
 615   Hosiden Corp.    3,302 
 454   Inpex Corp.    5,029 
 117   Itochu Techno-Solutions Corp.    4,186 
 80   Japan Digital Laboratory Co., Ltd.    1,104 
 130   Japan Petroleum Exploration Co., Ltd.    3,940 
 1,216   Japan Steel Works Ltd.    4,864 
 306   JSR Corp.    5,386 
 321   Keihin Corp.    5,109 
 252   Kuroda Electric Co., Ltd.    3,614 
 163   Maruichi Steel Tube Ltd.    3,845 
 179   Melco Holdings, Inc.    2,828 
 219   Mimasu Semiconductor Industry Co., Ltd.    2,473 
 149   Miraial Co., Ltd.    1,925 
 1,918   Mitsubishi UFJ Financial Group, Inc.    10,190 
 2,015   Mitsui Chemicals, Inc.    5,897 
 227   Mitsumi Electric Co., Ltd.    1,728 
 4,675   Mizuho Financial Group, Inc.    7,645 
 219   Moshi Moshi Hotline, Inc.    2,418 
 468   Net One Systems Co., Ltd.    2,798 
 119   Neturen Co., Ltd.    889 
 576   Nichicon Corp.    4,381 
 42   Nintendo Co., Ltd.    4,004 
 397   Nishimatsuya Chain Co., Ltd.    3,164 
 65   Nissin Kogyo Co., Ltd.    987 
 82   Nitto Denko Corp.    4,881 
 43   NSD Co., Ltd.    663 
 361   Oita Bank Ltd.    1,265 
 119   Pal Co., Ltd.    3,094 
 117   Proto Corp.    1,829 
 94   Rohm Co., Ltd.    6,026 
 918   SCREEN Holdings Co., Ltd.    5,451 
 46   Shimamura Co., Ltd.    4,058 
 342   Shinkawa Ltd. ●    1,994 
 731   Shinko Electric Industries Co., Ltd.    5,120 
 1,065   Sumitomo Bakelite Co., Ltd.    4,406 
 254   Sumitomo Mitsui Financial Group, Inc.    8,514 
 402   Sumitomo Riko Co., Ltd.    3,277 
 33   Suzuken Co., Ltd.    930 
 703   T&D Holdings, Inc.    7,913 
 249   Takata Corp.    2,904 
 240   Takeda Pharmaceutical Co., Ltd.    11,974 
 392   Tochigi (The) Bank Ltd.    1,808 
 209   Tokai Rika Co., Ltd.    4,302 
 236   Tokyo Seimitsu Co., Ltd.    4,791 
 592   Tokyo Steel Manufacturing Co., Ltd.    4,445 
 104   Topre Corp.    1,431 
 767   Toshiba Machine Co., Ltd.    2,940 
 314   Toyoda Gosei Co., Ltd.    6,923 
 404   Toyota Boshoku Corp.    5,335 
 20   Tri-Stage, Inc.    255 
 391   Ushio, Inc.    4,530 
 213   XEBIO Co., Ltd.    3,300 
 369   Yamanashi (The) Chuo Bank Ltd.    1,473 
 148   Yamato Kogyo Co.    3,803 
 614   Yodogawa Steel Works Ltd.    2,209 
         314,087 
     Luxembourg - 0.4%     
 225   Oriflame Cosmetics S.A. ADR    3,013 
           
     Netherlands - 3.5%     
 313   Delta Lloyd N.V.    5,916 
 648   ING Groep N.V. ●    8,056 
 165   Koninklijke Philips N.V.    4,543 
 1,866   PostNL ●    6,750 
 230   USG People N.V.    2,651 
         27,916 
     Norway - 0.5%     
 1,219   Storebrand ASA ●    3,684 
           
     Russia - 1.0%     
 100   Lukoil ADR ‡    3,920 
 921   OAO Gazprom Class S ADR    3,697 
         7,617 
     South Africa - 1.3%     
 113   Anglo American Platinum Ltd. ●☼    3,466 
 678   Impala Platinum Holdings Ltd. ●☼    4,398 
 1,332   Raubex Group Ltd. ☼    2,326 
         10,190 
     South Korea - 1.9%     
 129   KB Financial Group, Inc.    4,337 
 193   Korea Telecom Corp.    5,251 
 72   Shinhan Financial Group Co., Ltd.    2,925 
 223   Tongyang Life Insurance    2,242 
         14,755 
     Spain - 1.6%     
 264   Almirall S.A. ●    4,609 
 545   Telefonica S.A.    8,174 
         12,783 
     Switzerland - 3.4%     
 90   Adecco S.A.    6,739 
 66   Holcim Ltd.    4,589 
 94   Julius Baer Group Ltd.    3,816 
 334   Micronas Semiconductor Holding AG    1,996 
 603   UBS AG ●    10,108 
         27,248 
     Taiwan - 0.3%     
 3,240   Compal Electronics, Inc.    2,363 
           
     United Kingdom - 10.5%     
 436   Anglo American plc    7,278 
 232   AstraZeneca plc    16,491 
 2,503   BP plc    16,082 
 1,907   Hays plc    4,444 
 1,099   Home Retail Group    3,174 
 2,000   HSBC Holdings plc    18,296 

 

2
 

 

The Hartford International Value Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount          Market Value ╪ 

Common Stocks - 97.4% - (continued)

          
     United Kingdom - 10.5% - (continued)          
 1,043   J. Sainsbury plc      $3,996 
 1,328   Lonmin plc ●         3,252 
 1,051   SIG plc         2,914 
 552   Standard Chartered plc         7,364 
              83,291 
     Total Common Stocks          
     (Cost $851,654)        $773,493 
                
     Total Long-Term Investments
(Cost $851,654)
       $773,493 
                
Short-Term Investments - 2.0%          
     Repurchase Agreements - 2.0%          
     Bank of America Merrill Lynch Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $15, collateralized by U.S. Treasury
Note 0.88%, 2017, value of $16)
          
$15    0.04%, 1/31/15        $15 
     Bank of America Merrill Lynch TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $668, collateralized by FHLMC 3.50%
- 4.00%, 2032 - 2045, FNMA 1.83% - 4.50%,
2025 - 2045, value of $681)
          
 668    0.06%, 1/31/15         668 
     Bank of Montreal  TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$4,845, collateralized by U.S. Treasury Bill
0.04% - 0.25%, 2015 - 2016, U.S. Treasury
Bond 3.00% - 9.88%, 2015 - 2044, U.S.
Treasury Note 0.25% - 4.63%, 2015 - 2022,
value of $4,942)
          
 4,845    0.05%, 1/31/15         4,845 
     Bank of Montreal TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$1,128, collateralized by FHLMC 2.00% - 5.50%,
2022 - 2044, FNMA 3.00% - 4.00%, 2022 -
2042, GNMA 3.00%, 2043, U.S. Treasury Bill
0.25%, 2016, U.S. Treasury Note 0.75% -
2.50%, 2017 - 2024, value of $1,151)
          
 1,128    0.06%, 1/31/15         1,128 
     Barclays Capital TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$3,228, collateralized by U.S. Treasury Note
1.50% - 2.00%, 2016 - 2023, value of $3,292)
          
 3,228    0.04%, 1/31/15         3,228 
     Citigroup Global Markets, Inc. TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $2,098, collateralized by U.S.
Treasury Bond 3.75% - 4.50%, 2038 - 2043,
value of $2,140)
          
 2,098    0.05%, 1/31/15         2,098 
     Deutsche Bank Securities TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $184, collateralized by FHLMC 2.50%
- 6.50%, 2020 - 2041, FNMA 2.50% - 6.50%,
2016 - 2047, GNMA 3.50%, 2045, U.S. Treasury
Bill 0.07% - 0.25%, 2015 - 2016, U.S. Treasury
Bond 2.38% - 5.38%, 2027 - 2043, U.S.
Treasury Note 0.13% - 4.63%, 2015 - 2024,
value of $188)
          
 184    0.05%, 1/31/15       184 
     Royal Bank of Scotland TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $772, collateralized by U.S. Treasury
Bond 8.13%, 2019, U.S. Treasury Note 2.38% -
3.63%, 2020 - 2024, value of $787)
          
 772    0.06%, 1/31/15         772 
     Societe Generale TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $47,
collateralized by U.S. Treasury Note 0.75% -
2.63%, 2016 - 2017, value of $48)
          
 47    0.06%, 1/31/15         47 
     TD Securities TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$2,880, collateralized by FHLMC 3.00% - 4.00%,
2026 - 2043, FNMA 2.50% - 5.00%, 2025 -
2044, value of $2,938)
          
 2,880    0.07%, 1/31/15         2,880 
              15,865 
     Total Short-Term Investments          
     (Cost $15,865)        $15,865 
                
     Total Investments          
     (Cost $867,519) ▲    99.4%  $789,358 
     Other Assets and Liabilities    0.6%   4,661 
     Total Net Assets    100.0%  $794,019 

 

3
 

 

The Hartford International Value Fund
Schedule of Investments – (continued)
January 31, 2015 (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. 

 

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

 

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for reporting ease. 

 

At January 31, 2015, the cost of securities for federal income tax purposes was $869,265 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation   $23,886 
Unrealized Depreciation    (103,793)
Net Unrealized Depreciation   $(79,907)

 

Non-income producing.

 

This security, or a portion of this security, was purchased on a when-issued or delayed-delivery basis. The cost of these securities was $154 at January 31, 2015.

 

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

 

Cash pledged and received as collateral in connection with derivatives at January 31, 2015:

 

   Pledged   Received 
Futures contracts  $581   $ 
Total  $581   $ 

 

Futures Contracts Outstanding at January 31, 2015

 

   Number of   Expiration  Notional   Market   Unrealized
Appreciation/(Depreciation)
   Variation Margin 
Description  Contracts*   Date  Amount   Value ╪   Asset   Liability   Asset   Liability 
Long position contracts:
EAFE (mini MSCI) Index Future   87   03/20/2015  $7,746   $7,685   $   $(61)  $48   $(272)

 

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

 

Foreign Currency Contracts Outstanding at January 31, 2015

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
AUD  Sell  02/03/2015  JPM  $574   $573   $1   $ 
CAD  Sell  02/04/2015  RBC   320    320         
CHF  Buy  02/02/2015  BNP   7    7         
CHF  Sell  02/03/2015  JPM   469    470        (1)
DKK  Sell  02/03/2015  BCLY   72    72         
EUR  Buy  02/02/2015  MSC   152    152         
EUR  Sell  02/03/2015  BCLY   4,237    4,241        (4)
EUR  Sell  02/04/2015  BCLY   268    268         
GBP  Sell  02/03/2015  BNP   1,891    1,896        (5)
HKD  Buy  02/02/2015  JPM   31    31         
HKD  Buy  02/03/2015  JPM   101    101         
HUF  Sell  02/03/2015  JPM   135    135         

 

 

4
 

 

The Hartford International Value Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Foreign Currency Contracts Outstanding at January 31, 2015 - (continued)

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
INR  Sell  02/02/2015  JPM  $489   $487   $2   $ 
JPY  Sell  02/03/2015  DEUT   28    28         
JPY  Sell  02/02/2015  NAB   164    165        (1)
JPY  Sell  02/04/2015  WEST   187    187         
NOK  Sell  02/03/2015  JPM   78    78         
SEK  Sell  02/03/2015  JPM   63    63         
ZAR  Buy  02/03/2015  BCLY   77    76        (1)
ZAR  Buy  02/02/2015  TDS   258    254        (4)
ZAR  Sell  02/06/2015  BNP   176    176         
Total                     $3   $(16)

 

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 Services
DEUT Deutsche Bank Securities, Inc.
JPM JP Morgan Chase & Co.  
MSC Morgan Stanley
NAB National Australia Bank Limited
RBC RBC Dominion Securities, Inc.
TDS TD Securities, Inc.
WEST Westpac International
 
Currency Abbreviations:
AUD Australian Dollar  
CAD Canadian Dollar  
CHF Swiss Franc  
DKK Danish Krone  
EUR EURO  
GBP British Pound  
HKD Hong Kong Dollar  
HUF Hungarian Forint  
INR Indian Rupee  
JPY Japanese Yen  
NOK Norwegian Krone  
SEK Swedish Krona  
ZAR South African Rand  
 
Index Abbreviations:
EAFE Europe, Australasia and Far East
MSCI Morgan Stanley Capital International
 
Other Abbreviations:
ADR American Depositary Receipt
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
GNMA Government National Mortgage Association
 

 

5
 

 

The Hartford International Value Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Diversification by Sector
as of January 31, 2015
Sector  Percentage of
Net Assets
 
Equity Securities     
Consumer Discretionary   12.6%
Consumer Staples   2.1 
Energy   8.2 
Financials   20.5 
Health Care   7.0 
Industrials   13.6 
Information Technology   13.2 
Materials   14.6 
Services   3.1 
Utilities   2.5 
Total   97.4%
Short-Term Investments   2.0 
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.

 

Currency Concentration of Securities
as of January 31, 2015
   Percentage of 
Description  Net Assets 
Australian Dollar   0.8%
Brazilian Real   0.0 
British Pound   11.3 
Canadian Dollar   2.1 
Danish Kroner   0.5 
Euro   28.4 
Hong Kong Dollar   1.9 
Hungarian Forint   0.8 
Indian Rupee   1.4 
Japanese Yen   39.5 
Norwegian Krone   0.5 
Republic of Korea Won   1.9 
South African Rand   1.3 
Swedish Krona   0.4 
Swiss Franc   3.4 
Taiwanese Dollar   0.3 
United States Dollar   4.9 
Other Assets and Liabilities   0.6 
Total   100.0%

 

6
 

 

The Hartford International Value Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary

January 31, 2015

  

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks ‡   $773,493   $60,745   $712,748   $ 
Short-Term Investments    15,865        15,865     
Total   $789,358   $60,745   $728,613   $ 
Foreign Currency Contracts *   $3   $   $3   $ 
Total   $3   $   $3   $ 
Liabilities:                    
Foreign Currency Contracts *   $16   $   $16   $ 
Futures *    61    61         
Total   $77   $61   $16   $ 

 

For the three-month period ended January 31, 2015, investments valued at $4,276 were transferred from Level 1 to Level 2, and investments valued at $515 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 mean 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.

 

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

 

   Balance as
of October
31, 2014
   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, 2015
 
Assets:                                             
Common Stocks   $21   $(1,057)  $1,677   $   $   $(2,808)  $2,167   $   $ 
Total   $21   $(1,057)  $1,677   $   $   $(2,808)  $2,167   $   $ 

 

*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).

 

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.

 

7
 

 

Hartford Long/Short Global Equity Fund
Schedule of Investments
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 

Long Positions -  117.7%

     

Common Stocks - 110.9%

     
     Automobiles and Components - 2.1%     
 10   Keihin Corp.   $163 
 4   Tenneco Automotive, Inc. ●    203 
         366 
     Banks - 4.8%     
 32   77 Bank Ltd.    177 
 239   Alpha Bank A.E. ●    87 
 276   Banca Popolare di Milano Scarl ●    221 
 7   DGB Financial Group, Inc.    66 
 5   Grupo Financiero Galicia S.A.    85 
 5   Wintrust Financial Corp.    197 
         833 
     Capital Goods - 6.5%     
 1   Acuity Brands, Inc.    120 
 3   Canadian Solar, Inc. ●    58 
 121   China Machinery Engineering Corp.    103 
 2   Esterline Technologies Corp. ●    239 
 4   Meritor, Inc. ●    55 
 6   Orbital Sciences Corp. ●    177 
 2   Teledyne Technologies, Inc. ●    226 
 2   Wabco Holdings, Inc. ●    145 
         1,123 
     Consumer Durables and Apparel - 3.0%     
 55   Anta Sports Products Ltd.    97 
 6   Arctic Cat, Inc.    206 
 172   Truly International Holdings    62 
 7   Tumi Holdings, Inc. ●    154 
         519 
     Consumer Services - 5.0%     
 5   Brinker International, Inc.    274 
 1   Buffalo Wild Wings, Inc. ●    210 
 3   Cheesecake Factory, Inc.    179 
 19   Domino's Pizza Group plc    197 
    Shake Shack, Inc. ●    5 
         865 
     Diversified Financials - 6.9%     
 11   American Capital Ltd. ●    147 
 5   Bolsas Y Mercados Espanoles    204 
 10   Investment Technology Group, Inc. ●    200 
 12   Janus Capital Group, Inc.    219 
 31   Mitsubishi UFJ Lease & Finance Co., Ltd.    132 
 3   Nelnet, Inc.    136 
 8   Solar Capital Ltd.    153 
         1,191 
     Energy - 4.2%     
 4   Carrizo Oil & Gas, Inc. ●    178 
 417   China Suntien Green Energy    93 
 5   Newfield Exploration Co. ●    156 
 10   Patterson-UTI Energy, Inc.    170 
 4   Western Refining, Inc.    137 
         734 
     Food, Beverage and Tobacco - 3.6%     
 24   Cott Corp.    182 
 69   Greencore Group plc    321 
 14   Ulker Biskuvi Sanayi AS ●    113 
         616 
     Health Care Equipment and Services - 9.4%     
 2   athenahealth, Inc. ●    221 
 10   Kindred Healthcare, Inc.    189 
 5   LifePoint Hospitals, Inc. ●    296 
 4   Molina Healthcare, Inc. ●    222 
 38   Netcare Ltd.    126 
 38   Spire Healthcare Group plc ●    183 
 3   Suzuken Co., Ltd.    96 
 9   Synergy Health plc ●    302 
         1,635 
     Insurance - 4.3%     
 4   Assurant, Inc.    232 
 8   Assured Guaranty Ltd.    206 
 9   Delta Lloyd N.V.    179 
 40   Storebrand ASA ●    120 
         737 
     Materials - 11.3%     
 11   Constellium N.V. ●    200 
 27   Graphic Packaging Holding Co. ●    394 
 6   KapStone Paper & Packaging Corp.    182 
 4   Methanex Corp. ADR    170 
 61   PTT Chemical Public Co., Ltd.    105 
 3   Reliance Steel & Aluminum    152 
 10   Smurfit Kappa Group plc    254 
 8   Tokyo Ohka Kogyo Co., Ltd.    265 
 2   Wacker Chemie AG    219 
         1,941 
     Media - 2.1%     
 11   Quebecor, Inc.    271 
 20   TVN S.A. ●    95 
         366 
     Pharmaceuticals, Biotechnology and Life Sciences - 3.6%     
 4   Anacor Pharmaceuticals, Inc. ●    144 
 9   BioCryst Pharmaceuticals, Inc. ●    87 
 4   Charles River Laboratories International, Inc. ●    248 
    Spark Therapeutics, Inc. ●    5 
 4   WuXi PharmaTech Cayman, Inc. ●    144 
         628 
     Real Estate - 10.0%     
 24   Big Yellow Group REIT    220 
 63   Corporacion Inmobiliaria Vesta S. de RL de C.V.    121 
 4   Equity Lifestyle Properties, Inc. REIT    235 
 9   Gagfah S.A. ●    209 
    InfraREIT, Inc. ●    8 
 46   Kenedix, Inc.    206 
 34   Leopalace21 Corp. ●    221 
 82   Longfor Properties    107 
 25   MFA Mortgage Investments, Inc. REIT    196 
 9   Starwood Property Trust, Inc. REIT    212 
         1,735 
     Retailing - 6.5%     
 72   Dick Smith Holdings Ltd.    114 
 11   Francescas Holding Corp. ●    170 
 7   Haverty Furniture Cos., Inc.    167 
 6   K's Holdings Corp.    170 
 8   Urban Outfitters, Inc. ●    270 
 12   WH Smith plc    242 
         1,133 
     Semiconductors and Semiconductor Equipment - 4.6%     
 3   First Solar, Inc. ●    114 
 113   King Yuan Electronics Co., Ltd.    94 

 

1
 

 

Hartford Long/Short Global Equity Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount          Market Value ╪ 

Long Positions -  117.7% - (continued)

             

Common Stocks - 110.9% - (continued)

             
     Semiconductors and Semiconductor Equipment - 4.6% - (continued)             
 15   Lattice Semiconductor Corp. ●           $104 
 6   Microsemi Corp. ●            171 
 21   ON Semiconductor Corp. ●            207 
 4   SunPower Corp. ●            100 
                 790 
     Software and Services - 4.8%             
 10   Cadence Design Systems, Inc. ●            177 
 14   Convergys Corp.            260 
 7   Sumisho Computer Systems Corp.            164 
 11   UbiSoft Entertainment S.A. ●            228 
                 829 
     Technology Hardware and Equipment - 3.3%             
 7   Arris Group, Inc. ●            195 
 4   Hollysys Automation Technology ●            105 
 8   Sonus Networks, Inc. ●            148 
 85   Sunny Optical Technology Group            129 
                 577 
     Telecommunication Services - 2.4%             
 88   Bezeq Israeli Telecommunication Corp., Ltd.            141 
 65   Vonage Holdings Corp. ●            275 
                 416 
     Transportation - 9.0%             
 5   DSV AS            172 
 19   GOL Linhas Aereas Inteligentes S.A. ADR            87 
 33   Grupo Aeroportuario del Centro Norte            151 
 17   JetBlue Airways Corp. ●            288 
 3   Landstar System, Inc.            162 
 60   PostNL ●            217 
 119   Qantas Airways Ltd. ●            239 
 10   Swift Transportation Co. ●            247 
                 1,563 
     Utilities - 3.5%             
 5   El Paso Electric Co.            220 
 122   Guangdong Investment Ltd.            164 
 18   Tohoku Electric Power Co., Inc.            222 
                 606 
     Total Common Stocks             
     ( Cost $19,706)           $19,203 
                   

Exchange Traded Funds - 6.8%

             
     Other Investment Pools and Funds - 6.8%             
 5   iShares MSCI EAFE ETF           $291 
 3   iShares Russell 2000            308 
 25   WisdomTree India Earnings            579 
                   
     Total Exchange Traded Funds             
     (Cost $1,147)           $1,178 
                   
     Total Long-Term Investments             
     (Cost $20,853)           $20,381 
                   
Short-Term Investments - 0.0%
     Other Investment Pools and Funds - 0.0%          
 8    JP Morgan U.S. Government Money Market Fund      $8 
                
     Total Short-Term Investments          
     (Cost $8)        $8 
                
     Total Long Positions          
     (Cost $20,861) ▲    117.7%  $20,389 
     Total Securities Sold Short          
     (Proceeds $10,213) ▲    (54.7)%   (9,485)
     Other Assets and Liabilities    37.0%   6,426 
     Total Net Assets    100.0%  $17,330 

 

Shares or Principal Amount  Market Value ╪ 

Securities Sold Short - 54.7%

     

Common Stocks - 53.5%

     
     Automobiles and Components - 1.0%     
 44   Avichina Industry & Technology   $29 
 2   Nokian Rendaat Oyj    57 
 3   Plastic Omnium S.A. ●    94 
         180 
     Banks - 2.9%     
 7   Banco Popolare Societa Cooperativa ●    88 
 20   Banregio Grupo Financiero S.A. ●    104 
 12   First Niagara Financial Group, Inc.    98 
 3   OTP Bank plc ●    40 
 5   Suruga Bank Ltd.    91 
 2   Westamerica Bancorporation    84 
         505 
     Capital Goods - 5.5%     
 1   Chicago Bridge & Iron Co. N.V.    43 
 1   Clarcor, Inc.    94 
 3   DigitalGlobe, Inc. ●    91 
 55   Empresas ICA S.A.B. de C.V. ●    57 
 16   Furukawa Co., Ltd. ●    26 
 3   MasTec, Inc. ●    62 
 45   Melco International Development Ltd.    90 
 3   SHO-BOND Holdings Co., Ltd.    105 
 2   Spirax-Sarco Engineering plc    96 
 35   Sumitomo Mitsui Construction C ●    49 
 1   TAL International Group, Inc.    55 
 3   Terex Corp.    77 
 4   USG Corp. ●    106 
         951 
     Commercial and Professional Services - 1.5%     
 2   Advisory (The) Board Co. ●    86 
 13   ALS Ltd.    50 
 1   Mobile Mini, Inc.    28 
 5   Moshi Moshi Hotline, Inc.    51 
 1   Wageworks, Inc. ●    47 
         262 
     Consumer Durables and Apparel - 0.7%     
 2   Columbia Sportswear Co.    89 
 1   Ryland Group, Inc.    32 
         121 
     Consumer Services - 2.0%     
 1   Ascent Capital Group, Inc. ●    44 
 2   Dunkin' Brands Group, Inc.    99 
 8   Scientific Games Corp. Class A ●    98 

 

2
 

 

Hartford Long/Short Global Equity Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 

Securities Sold Short - 54.7% - (continued)

     

Common Stocks - 53.5% - (continued)

     
     Consumer Services - 2.0% - (continued)     
 2   Six Flags Entertainment Corp.   $103 
         344 
     Diversified Financials - 6.4%     
 4   AEON Financial Service Co., Ltd.    80 
 2   Artisan Partners Asset Management, Inc.    99 
 3   Azimut Holding S.p.A.    58 
 4   Banca Generali S.p.A.    104 
 10   Coronation Fund Managers Ltd.    89 
 3   Federated Investors, Inc.    96 
 28   FlexiGroup Ltd./Australia    64 
 2   Greenhill & Co., Inc.    75 
 14   ICAP plc    96 
 2   LPL Financial Holdings, Inc.    91 
 1   MarketAxess Holdings, Inc.    108 
 32   Monex Group, Inc.    66 
 1   Wendel S.A.    88 
         1,114 
     Energy - 1.6%     
 1   AltaGas Ltd.    47 
 1   Gulfport Energy Corp. ●    35 
 5   Lundin Petroleum Ab ●    71 
 27   Ophilr Energy plc ●    55 
 6   Petrofac Ltd.    61 
         269 
     Food and Staples Retailing - 1.1%     
 45   Booker Group plc    101 
 1   PriceSmart, Inc.    90 
         191 
     Food, Beverage and Tobacco - 2.3%     
 3   B&G Foods, Inc. Class A    101 
 5   Maruha Nichiro Corp. ●    67 
 2   Post Holdings, Inc. ●    90 
 3   Snyders-Lance, Inc.    98 
 58   Uni-President China Holdings    50 
         406 
     Health Care Equipment and Services - 4.5%     
 3   Cardiovascular Systems, Inc. ●    88 
 2   Dexcom, Inc. ●    110 
 3   Elekta Ab    34 
    Heartware International, Inc. ●    33 
 2   Medidata Solutions, Inc. ●    97 
 3   NxStage Medical, Inc. ●    55 
 51   Shandong Weigao Group Medical Polymer Co., Ltd.    40 
 3   Spectranetics Corp. ●    94 
 3   Tornier N.V. ●    64 
 1   William Demant Holding ●    65 
 3   Zeltiq Aesthetics, Inc. ●    108 
         788 
     Household and Personal Products - 0.2%     
 22   Kimberly-Clark de Mexico, S.A.B. de C.V.    43 
           
     Insurance - 2.3%     
 3   Brown & Brown, Inc.    98 
 6   Jardine Lloyd Thompson Group plc    85 
 14   Mediolanum S.p.A.    98 
 2   Mercury General Corp.    110 
         391 
     Materials - 4.5%     
 1   Balchem Corp.    60 
 4   Daio Paper Corp.    35 
 7   Essentra plc    89 
 2   H.B. Fuller Co.    95 
 12   Iluka Resources Ltd.    66 
 14   Impala Platinum Holdings Ltd. ●    88 
 6   Louisiana-Pacific Corp. ●    99 
 25   Nampak Ltd.    92 
 2   Silgan Holdings, Inc.    93 
 24   UACJ Corp.    59 
         776 
     Retailing - 2.9%     
 13   Groupon, Inc. ●    96 
 3   HomeAway, Inc. ●    73 
 56   Intime Retail Group Co., Ltd.    34 
 1   Men's Wearhouse, Inc.    40 
 4   SuperGroup plc ●    64 
 7   USS Co., Ltd.    101 
 5   Yoox S.p.A. ●    98 
         506 
     Semiconductors and Semiconductor Equipment - 1.5%     
 3   Cree, Inc. ●    110 
 5   SunEdison, Inc. ●    93 
 2   Veeco Instruments, Inc. ●    63 
         266 
     Software and Services - 5.8%     
 3   Cornerstone OnDemand, Inc. ●    91 
    CoStar Group, Inc. ●    38 
 2   DealerTrack Technologies, Inc. ●    85 
 3   GMO Payment Gateway, Inc.    60 
 2   Interactive Intelligence Group ●    89 
 3   Marketo, Inc. ●    106 
 5   RealPage, Inc. ●    81 
 5   RetailMeNot, Inc. ●    76 
 1   SPS Commerce, Inc. ●    38 
 2   Wirecard AG    106 
 3   Xoom Corp. ●    43 
 2   Yelp, Inc. ●    85 
 39   Zynga, Inc. ●    99 
         997 
     Technology Hardware and Equipment - 1.1%     
 5   Finisar Corp. ●    93 
 3   Topcon Corp.    57 
 1   ViaSat, Inc. ●    33 
         183 
     Telecommunication Services - 1.2%     
 6   8x8, Inc. ●    47 
 20   TalkTalk Telecom Group plc    95 
 4   Telecom Plus plc    67 
         209 
     Transportation - 2.9%     
 22   Auckland International Airport Ltd.    72 
 5   Grupo Aeroportuario del Sureste S.A.B. de C.V. ●    70 
 38   Pacific Basin Ship    14 
    Panalpina Welttransport Holding AG    52 
 25   Sotetsu Holdings, Inc. ●    114 
 7   Wesco Aircraft Holdings, Inc. ●    89 

 

3
 

 

Hartford Long/Short Global Equity Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount          Market Value ╪ 
Securities Sold Short - 54.7% - (continued)          
Common Stocks - 53.5% - (continued)          
     Transportation - 2.9% - (continued)          
 3   XPO Logistics, Inc. ●      $96 
              507 
     Utilities - 1.6%          
 118   Beijing Enterprises Water Group Ltd.         77 
 2   Rubis SCA ●         98 
 11   TransAlta Corp. ●         99 
              274 
     Total Common Stocks          
     (Proceeds $9,965)        $9,283 
                
Exchange Traded Funds - 1.2%          
     Other Investment Pools and Funds - 1.2%          
 6   iShares MSCI Brazil Index Fund        $202 
                
     Total Exchange Traded Funds          
     (Cost $248)        $202 
           
     Total Securities Sold Short          
     (Proceeds $10,213)    54.7%  $9,485 

 

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. 

 

Other than the industry classifications "Other Investment Pools and Funds" and "Exchange Traded Funds," equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

 

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for reporting ease. 

 

At January 31, 2015, the cost of securities for federal income tax purposes was $10,671, net of short proceeds of $10,213, and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation   $2,166 
Unrealized Depreciation    (1,933)
Net Unrealized Appreciation   $233 

 

Non-income producing.

 

4
 

 

Hartford Long/Short Global Equity Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Foreign Currency Contracts Outstanding at January 31, 2015

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
DKK  Buy  02/03/2015  BCLY  $90   $90   $   $ 
DKK  Buy  02/02/2015  BMO   82    82         
HKD  Buy  02/02/2015  JPM   29    29         
JPY  Buy  02/04/2015  WEST   211    211         
MXN  Buy  02/04/2015  MSC   115    114        (1)
Total                     $   $(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:
BCLY Barclays
BMO Bank of Montreal
JPM JP Morgan Chase & Co.  
MSC Morgan Stanley
WEST Westpac International
 
Currency Abbreviations:
DKK Danish Krone  
HKD Hong Kong Dollar  
JPY Japanese Yen  
MXN Mexican New Peso  
 
Index Abbreviations:
EAFE Europe, Australasia and Far East
MSCI Morgan Stanley Capital International
 
Other Abbreviations:
ADR American Depositary Receipt
ETF Exchange Traded Fund
REIT Real Estate Investment Trust
 

 

Diversification by Sector
as of January 31, 2015
Sector  Percentage of
Net Assets
 
Long Positions     
Equity Securities     
Consumer Discretionary   18.7%
Consumer Staples   3.6 
Energy   4.2 
Financials   32.8 
Health Care   13.0 
Industrials   15.5 
Information Technology   12.7 
Materials   11.3 
Services   2.4 
Utilities   3.5 
Total   117.7%
Short-Term Investments   0.0 
Securities Sold Short     
Equity Securities     
Consumer Discretionary   (6.6)%
Consumer Staples   (3.6)
Energy   (1.6)
Financials   (12.8)
Health Care   (4.5)
Industrials   (9.9)
Information Technology   (8.4)
Materials   (4.5)
Services   (1.2)
Utilities   (1.6)
Total   (54.7)%
Other Assets and Liabilities   37.0 
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.

 

5
 

 

Hartford Long/Short Global Equity Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Diversification by Country - Long Positions
as of January 31, 2015
Country  Percentage of
Net Assets
 
Argentina   0.5%
Australia   2.1 
Brazil   0.5 
Canada   4.0 
China   4.7 
Denmark   1.0 
France   1.3 
Germany   2.5 
Greece   0.5 
Hong Kong   0.4 
Ireland   3.3 
Israel   0.8 
Italy   1.3 
Japan   10.5 
Mexico   1.6 
Netherlands   3.5 
Norway   0.7 
Poland   0.5 
South Africa   0.7 
South Korea   0.4 
Spain   1.2 
Taiwan   0.5 
Thailand   0.6 
Turkey   0.7 
United Kingdom   6.6 
United States   67.3 
Short-Term Investments   0.0 
Total Long Positions   117.7 
Short Positions   (54.7)
Other Assets and Liabilities   37.0 
Total   100.0%

 

Diversification by Country - Securities Sold Short
as of January 31, 2015
Country  Percentage of
Net Assets
 
Australia   1.1%
Brazil   1.2 
Canada   0.9 
China   0.6 
Denmark   0.4 
Finland   0.3 
France   1.6 
Germany   0.7 
Hong Kong   1.3 
Hungary   0.2 
Italy   2.6 
Japan   5.4 
Mexico   1.5 
New Zealand   0.4 
South Africa   1.5 
Sweden   0.6 
Switzerland   0.3 
United Kingdom   4.8 
United States   29.3 
Total   54.7%

 

6
 

 

Hartford Long/Short Global Equity Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary

January 31, 2015

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Long Positions                    
Common Stocks                    
Automobiles and Components   $366   $203   $163   $ 
Banks    833    282    551     
Capital Goods    1,123    1,020    103     
Consumer Durables and Apparel    519    457    62     
Consumer Services    865    668    197     
Diversified Financials    1,191    855    336     
Energy    734    641    93     
Food, Beverage and Tobacco    616    182    434     
Health Care Equipment and Services    1,635    1,413    222     
Insurance    737    438    299     
Materials    1,941    1,098    843     
Media    366    366         
Pharmaceuticals, Biotechnology and Life Sciences    628    628         
Real Estate    1,735    772    963     
Retailing    1,133    607    526     
Semiconductors and Semiconductor Equipment    790    696    94     
Software and Services    829    437    392     
Technology Hardware and Equipment    577    448    129     
Telecommunication Services    416    275    141     
Transportation    1,563    935    628     
Utilities    606    220    386     
Total   $19,203   $12,641   $6,562   $ 
Exchange Traded Funds    1,178    1,178         
Short-Term Investments    8    8         
Total Long Positions   $20,389   $13,827   $6,562   $ 
Foreign Currency Contracts*   $   $   $   $ 
Total   $   $   $   $ 
Liabilities:                    
Securities Sold Short                    
Common Stocks                    
Automobiles and Components   $180   $   $180   $ 
Banks    505    286    219     
Capital Goods    951    585    366     
Commercial and Professional Services    262    161    101     
Consumer Durables and Apparel    121    121         
Consumer Services    344    344         
Diversified Financials    1,114    469    645     
Energy    269    35    234     
Food and Staples Retailing    191    90    101     
Food, Beverage and Tobacco    406    289    117     
Health Care Equipment and Services    788    788         
Household and Personal Products    43        43     
Insurance    391    208    183     
Materials    776    347    429     
Retailing    506    273    233     
Semiconductors and Semiconductor Equipment    266    266         
Software and Services    997    831    166     
Technology Hardware and Equipment    183    126    57     
Telecommunication Services    209    142    67     
Transportation    507    255    252     
Utilities    274        274     
Total   $9,283   $5,616   $3,667   $ 

 

7
 

 

Hartford Long/Short Global Equity Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary - (continued)

January 31, 2015

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Liabilities: - (continued)                    
Securities Sold Short - (continued)                    
Exchange Traded Funds   $202   $202   $   $ 
Total Securities Sold Short   $9,485   $5,818   $3,667   $ 
Foreign Currency Contracts*   $1   $   $1   $ 
Total   $1   $   $1   $ 

 

For the three-month period ended January 31, 2015, investments sold short valued at $92 were transferred from Level 1 to Level 2, and investments valued at $17 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 mean 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.

 

8
 

 

 

The Hartford MidCap Fund
Schedule of Investments
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Common Stocks - 99.8% 
     Automobiles and Components - 2.7%     
 1,765   Allison Transmission Holdings, Inc.  $55,283 
 1,075   Harley-Davidson, Inc.   66,313 
         121,596 
     Banks - 3.5%     
 227   Cullen/Frost Bankers, Inc.   14,129 
 477   East West Bancorp, Inc.   17,275 
 847   First Republic Bank   43,134 
 708   M&T Bank Corp.   80,076 
         154,614 
     Capital Goods - 7.0%     
 416   Colfax Corp. ●   18,862 
 639   IDEX Corp.   46,237 
 870   Jacobs Engineering Group, Inc. ●   33,150 
 815   Lennox International, Inc.   80,137 
 674   MSC Industrial Direct Co., Inc.   50,611 
 749   PACCAR, Inc.   45,046 
 376   Pall Corp.   36,352 
         310,395 
     Commercial and Professional Services - 9.4%     
 773   Clean Harbors, Inc. ●   36,559 
 1,356   Equifax, Inc.   114,501 
 906   Manpowergroup, Inc.   66,032 
 1,957   Robert Half International, Inc.   113,619 
 667   Trinet Group, Inc. ●   22,115 
 1,440   Waste Connections, Inc.   62,226 
         415,052 
     Consumer Durables and Apparel - 1.9%     
 53   Harman International Industries, Inc.   6,871 
 61   NVR, Inc. ●   76,644 
         83,515 
     Consumer Services - 1.5%     
 1,338   Apollo Education Group, Inc. ●   33,798 
 728   DeVry Education Group, Inc.   30,864 
         64,662 
     Diversified Financials - 4.0%     
 630   Invesco Ltd.   23,158 
 376   Moody's Corp.   34,381 
 705   MSCI, Inc.   37,930 
 561   Northern Trust Corp.   36,706 
 1,100   SEI Investments Co.   44,170 
         176,345 
     Energy - 6.3%     
 282   Cimarex Energy Co.   29,121 
 2,515   Cobalt International Energy, Inc. ●   22,937 
 898   Consol Energy, Inc.   26,000 
 292   Diamondback Energy, Inc. ●   20,151 
 535   Energen Corp.   33,900 
 368   EQT Corp.   27,393 
 589   Gulfport Energy Corp. ●   22,672 
 1,392   Memorial Resource Development Corp. ●   26,665 
 2,134   Patterson-UTI Energy, Inc.   36,620 
 1,368   QEP Resources, Inc.   27,652 
 140   World Fuel Services Corp.   6,852 
         279,963 
     Food and Staples Retailing - 0.6%     
 319   PriceSmart, Inc.   26,071 
           
     Food, Beverage and Tobacco - 2.4%     
 477   Molson Coors Brewing Co.   36,203 
 608   Monster Beverage Corp. ●   71,129 
         107,332 
     Health Care Equipment and Services - 8.1%     
 1,264   Envision Healthcare Holdings ●   43,463 
 1,500   IMS Health Holdings, Inc. ●   36,914 
 550   MEDNAX, Inc. ●   37,365 
 663   Omnicare, Inc.   49,678 
 910   Patterson Cos., Inc.   45,604 
 543   Sirona Dental Systems, Inc. ●   48,993 
 670   Team Health Holdings ●   34,646 
 627   Universal Health Services, Inc. Class B   64,240 
         360,903 
     Insurance - 5.8%     
 116   Alleghany Corp. ●   51,356 
 96   Fairfax Financial Holdings Ltd.   50,908 
 130   Markel Corp. ●   88,580 
 682   W.R. Berkley Corp.   33,407 
 53   White Mountains Insurance Group Ltd.   33,908 
         258,159 
     Materials - 2.5%     
 594   Packaging Corp. of America   45,063 
 128   Sherwin-Williams Co.   34,714 
 644   Silgan Holdings, Inc.   33,128 
         112,905 
     Media - 0.6%     
 1,501   Pandora Media, Inc. ●   24,919 
           
     Pharmaceuticals, Biotechnology and Life Sciences - 12.5%     
 110   Agios Pharmaceuticals, Inc. ●   12,785 
 1,817   Alkermes plc ●   131,261 
 372   Alnylam Pharmaceuticals, Inc. ●   34,938 
 599   Hospira, Inc. ●   38,007 
 761   Incyte Corp. ●   60,676 
 1,847   Ironwood Pharmaceuticals, Inc. ●   28,780 
 211   Jazz Pharmaceuticals plc ●   35,671 
 482   Medivation, Inc. ●   52,466 
 130   Mettler-Toledo International, Inc. ●   39,541 
 568   Salix Pharmaceuticals Ltd. ●   76,484 
 390   Waters Corp. ●   46,381 
         556,990 
     Retailing - 6.9%     
 801   Advance Automotive Parts, Inc.   127,361 
 1,328   CarMax, Inc. ●   82,473 
 1,724   HomeAway, Inc. ●   43,942 
 240   Tiffany & Co.   20,826 
 493   TripAdvisor, Inc. ●   33,025 
         307,627 
     Semiconductors and Semiconductor Equipment - 0.9%     
 359   First Solar, Inc. ●   15,185 
 112   NXP Semiconductors N.V. ●   8,892 
 665   SunPower Corp. ●   16,039 
         40,116 
     Software and Services - 11.5%     
 1,221   Akamai Technologies, Inc. ●   70,994 
 487   Factset Research Systems, Inc.   69,962 
 5,573   Genpact Ltd. ●   111,857 
 643   Solera Holdings, Inc.   33,183 

 

1
 

 

The Hartford MidCap Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Common Stocks - 99.8% - (continued) 
     Software and Services - 11.5% - (continued)     
 2,832   Vantiv, Inc. ●  $97,408 
 660   VeriSign, Inc. ●   35,961 
 544   WEX, Inc. ●   50,044 
 790   Yelp, Inc. ●   41,433 
         510,842 
     Technology Hardware and Equipment - 6.4%     
 817   Amphenol Corp. Class A   43,872 
 1,005   CDW Corp. of Delaware   34,429 
 354   F5 Networks, Inc. ●   39,501 
 269   FEI Co.   22,105 
 2,217   National Instruments Corp.   66,677 
 1,101   Nimble Storage, Inc. ●   24,685 
 2,212   Trimble Navigation Ltd. ●   52,726 
         283,995 
     Transportation - 3.0%     
 83   AMERCO, Inc.   23,691 
 530   Genesee & Wyoming, Inc. Class A ●   43,699 
 553   J.B. Hunt Transport Services, Inc.   43,990 
 1,338   JetBlue Airways Corp. ●   22,469 
         133,849 
     Utilities - 2.3%     
 336   Northeast Utilities   18,698 
 1,606   UGI Corp.   59,402 
 418   Wisconsin Energy Corp.   23,292 
         101,392 
     Total Common Stocks     
     ( Cost $3,407,725)  $4,431,242 
           
     Total Long-Term Investments     
     (Cost $3,407,725)  $4,431,242 

  
Short-Term Investments - 0.1% 
Repurchase Agreements - 0.1% 
     Bank of America Merrill Lynch Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $4, collateralized by U.S. Treasury
Note 0.88%, 2017, value of $4)
          
$4   0.04%, 1/31/15       $4 
     Bank of America Merrill Lynch TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $153, collateralized by FHLMC 3.50%
- 4.00%, 2032 - 2045, FNMA 1.83% - 4.50%,
2025 - 2045, value of $156)
          
 152   0.06%, 1/31/15        152 
     Bank of Montreal  TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$1,106, collateralized by U.S. Treasury Bill
0.04% - 0.25%, 2015 - 2016, U.S. Treasury
Bond 3.00% - 9.88%, 2015 - 2044, U.S.
Treasury Note 0.25% - 4.63%, 2015 - 2022,
value of $1,129)
          
 1,106   0.05%, 1/31/15        1,106 
     Bank of Montreal TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $258,
collateralized by FHLMC 2.00% - 5.50%, 2022 -
2044, FNMA 3.00% - 4.00%, 2022 - 2042,
GNMA 3.00%, 2043, U.S. Treasury Bill 0.25%,
2016, U.S. Treasury Note 0.75% - 2.50%, 2017 -
2024, value of $263)
          
 258   0.06%, 1/31/15        258 
     Barclays Capital TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $737,
collateralized by U.S. Treasury Note 1.50% -
2.00%, 2016 - 2023, value of $752)
          
 737   0.04%, 1/31/15        737 
     Citigroup Global Markets, Inc. TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $479, collateralized by U.S. Treasury
Bond 3.75% - 4.50%, 2038 - 2043, value of
$489)
          
 479   0.05%, 1/31/15        479 
     Deutsche Bank Securities TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $42, collateralized by FHLMC 2.50% -
6.50%, 2020 - 2041, FNMA 2.50% - 6.50%,
2016 - 2047, GNMA 3.50%, 2045, U.S. Treasury
Bill 0.07% - 0.25%, 2015 - 2016, U.S. Treasury
Bond 2.38% - 5.38%, 2027 - 2043, U.S.
Treasury Note 0.13% - 4.63%, 2015 - 2024,
value of $42)
          
 42   0.05%, 1/31/15        42 
     Royal Bank of Scotland TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $176, collateralized by U.S. Treasury
Bond 8.13%, 2019, U.S. Treasury Note 2.38% -
3.63%, 2020 - 2024, value of $180)
          
 176   0.06%, 1/31/15        176 
     Societe Generale TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $11,
collateralized by U.S. Treasury Note 0.75% -
2.63%, 2016 - 2017, value of $11)
          
 11   0.06%, 1/31/15        11 
     TD Securities TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $658,
collateralized by FHLMC 3.00% - 4.00%, 2026 -
2043, FNMA 2.50% - 5.00%, 2025 - 2044, value
of $671)
          
 658   0.07%, 1/31/15        658 
              3,623 
     Total Short-Term Investments          
     (Cost $3,623)       $3,623 
                
     Total Investments          
     (Cost $3,411,348) ▲   99.9%  $4,434,865 
     Other Assets and Liabilities   0.1%   4,686 
     Total Net Assets   100.0%  $4,439,551 

 

2
 

  

The Hartford MidCap Fund
Schedule of Investments – (continued)
January 31, 2015 (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. 

 

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

 

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for reporting ease.

 

At January 31, 2015, the cost of securities for federal income tax purposes was $3,418,058 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $1,178,252 
Unrealized Depreciation   (161,445)
Net Unrealized Appreciation  $1,016,807 

 

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:
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
GNMA Government National Mortgage Association

 

Diversification by Sector

as of January 31, 2015

 

Sector  Percentage of
Net Assets
 
Equity Securities     
Consumer Discretionary   13.6%
Consumer Staples   3.0 
Energy   6.3 
Financials   13.3 
Health Care   20.6 
Industrials   19.4 
Information Technology   18.8 
Materials   2.5 
Utilities   2.3 
Total   99.8%
Short-Term Investments   0.1 
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.

 

3
 

 

The Hartford MidCap Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary
January 31, 2015

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks ‡  $4,431,242   $4,431,242   $   $ 
Short-Term Investments   3,623        3,623     
Total  $4,434,865   $4,431,242   $3,623   $ 

 

For the three-month period ended January 31, 2015, 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, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Common Stocks - 98.7% 
     Automobiles and Components - 1.0%     
 199   Goodyear (The) Tire & Rubber Co.  $4,819 
           
     Banks - 6.8%     
 206   BankUnited, Inc.   5,710 
 102   CIT Group, Inc.   4,487 
 177   Comerica, Inc.   7,362 
 138   EverBank Financial Corp.   2,403 
 100   Iberiabank Corp.   5,477 
 319   Zions Bancorporation   7,641 
         33,080 
     Capital Goods - 14.7%     
 257   Barnes Group, Inc.   8,825 
 76   Curtis-Wright Corp.   5,030 
 68   Esterline Technologies Corp. ●   7,569 
 144   Generac Holdings, Inc. ●   6,294 
 79   Hubbell, Inc. Class B   8,345 
 124   Moog, Inc. Class A ●   8,717 
 246   Orbital Sciences Corp. ●   6,902 
 141   Rexel S.A.   2,641 
 111   Sanwa Holdings Corp.   768 
 131   Sensata Technologies Holding N.V. ●   6,461 
 24   Teledyne Technologies, Inc. ●   2,262 
 119   WESCO International, Inc. ●   7,918 
         71,732 
     Consumer Durables and Apparel - 8.5%     
 169   D.R. Horton, Inc.   4,149 
 187   Lennar Corp.   8,380 
 297   Newell Rubbermaid, Inc.   10,965 
 387   Performance Sports Group Ltd. ●   7,167 
 1,574   Samsonite International S.A.   4,777 
 178   Toll Brothers, Inc. ●   6,163 
         41,601 
     Consumer Services - 1.5%     
 162   Norwegian Cruise Line Holdings Ltd. ●   7,093 
           
     Diversified Financials - 2.0%     
 113   LPL Financial Holdings, Inc.   4,650 
 90   MSCI, Inc.   4,865 
 182   Solar Cayman Ltd. ⌂■●†   13 
         9,528 
     Energy - 4.6%     
 452   Cobalt International Energy, Inc. ●   4,125 
 119   Diamondback Energy, Inc. ●   8,237 
 88   HollyFrontier Corp.   3,143 
 51   Newfield Exploration Co. ●   1,510 
 193   QEP Resources, Inc.   3,900 
 338   Trican Well Service Ltd.   1,303 
         22,218 
     Food, Beverage and Tobacco - 3.0%     
 135   Ebro Foods S.A.   2,300 
 85   Ingredion, Inc.   6,863 
 1,425   Treasury Wine Estates Ltd.   5,416 
         14,579 
     Health Care Equipment and Services - 2.9%     
 265   Brookdale Senior Living, Inc. ●   8,950 
 74   Wellcare Health Plans, Inc. ●   5,398 
         14,348 
     Insurance - 7.6%     
 102   Argo Group International Holdings Ltd.   5,456 
 117   Hanover Insurance Group, Inc.   8,039 
 73   Reinsurance Group of America, Inc.   6,024 
 17   StanCorp Financial Group, Inc.   1,036 
 284   Unum Group   8,823 
 214   XL Group plc   7,391 
         36,769 
     Materials - 8.2%     
 145   Cabot Corp.   6,162 
 118   Celanese Corp.   6,333 
 226   Huntsman Corp.   4,965 
 325   Louisiana-Pacific Corp. ●   5,316 
 229   Methanex Corp. ADR   10,098 
 40   Packaging Corp. of America   3,034 
 74   Reliance Steel & Aluminum   3,886 
         39,794 
     Media - 2.9%     
 112   AMC Entertainment Holdings   3,158 
 300   Interpublic Group of Cos., Inc.   5,980 
 201   Quebecor, Inc.   5,045 
         14,183 
     Pharmaceuticals, Biotechnology and Life Sciences - 4.5%     
 613   Almirall S.A. ●   10,702 
 84   Ono Pharmaceutical Co., Ltd.   8,872 
 32   UCB S.A.   2,498 
         22,072 
     Real Estate - 9.8%     
 161   American Assets Trust, Inc. REIT   7,145 
 239   Blackstone Mortgage Trust, Inc. REIT   6,976 
 173   Equity Lifestyle Properties, Inc. REIT   9,463 
 136   Extra Space Storage, Inc. REIT   8,943 
 259   Forest City Enterprises, Inc. REIT ●   6,350 
 39   Plum Creek Timber Co., Inc. REIT   1,750 
 57   SL Green Realty Corp. REIT   7,232 
         47,859 
     Retailing - 1.4%     
 191   DSW, Inc.   6,785 
           
     Semiconductors and Semiconductor Equipment - 5.6%     
 297   Microsemi Corp. ●   8,274 
 96   NXP Semiconductors N.V. ●   7,641 
 119   Qorvo, Inc. ●   8,759 
 5   Skyworks Solutions, Inc.   390 
 32   Synaptics, Inc. ●   2,421 
         27,485 
     Software and Services - 4.1%     
 178   Booz Allen Hamilton Holding Corp.   5,167 
 77   Check Point Software Technologies Ltd. ADR ●   5,950 
 163   Verint Systems, Inc. ●   8,682 
         19,799 
     Technology Hardware and Equipment - 3.3%     
 258   Arris Group, Inc. ●   6,770 
 173   Arrow Electronics, Inc. ●   9,537 
         16,307 
     Utilities - 6.3%     
 48   Alliant Energy Corp.   3,300 
 169   Great Plains Energy, Inc.   5,009 
 194   Portland General Electric Co.   7,710 
 238   UGI Corp.   8,808 

 

1
 

  

The Hartford MidCap Value Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount         Market Value ╪  
Common Stocks - 98.7% - (continued)                
        Utilities - 6.3% - (continued)                
  132     Westar Energy, Inc.           $ 5,643  
                      30,470  
        Total Common Stocks                
        (Cost $404,250)           $ 480,521  
                         
        Total Long-Term Investments                
        (Cost $404,250)           $ 480,521  
                         
Short-Term Investments - 0.9%                
Repurchase Agreements - 0.9%                
        Bank of America Merrill Lynch Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $4, collateralized by U.S. Treasury
Note 0.88%, 2017, value of $4)
               
$ 4     0.04%, 1/31/15           $ 4  
        Bank of America Merrill Lynch TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $187, collateralized by FHLMC 3.50%
- 4.00%, 2032 - 2045, FNMA 1.83% - 4.50%,
2025 - 2045, value of $191)
               
  187     0.06%, 1/31/15             187  
        Bank of Montreal  TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$1,355, collateralized by U.S. Treasury Bill
0.04% - 0.25%, 2015 - 2016, U.S. Treasury
Bond 3.00% - 9.88%, 2015 - 2044, U.S.
Treasury Note 0.25% - 4.63%, 2015 - 2022,
value of $1,382)
               
  1,355     0.05%, 1/31/15             1,355  
        Bank of Montreal TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $316,
collateralized by FHLMC 2.00% - 5.50%, 2022 -
2044, FNMA 3.00% - 4.00%, 2022 - 2042,
GNMA 3.00%, 2043, U.S. Treasury Bill 0.25%,
2016, U.S. Treasury Note 0.75% - 2.50%, 2017 -
2024, value of $322)
               
  316     0.06%, 1/31/15             316  
        Barclays Capital TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $903,
collateralized by U.S. Treasury Note 1.50% -
2.00%, 2016 - 2023, value of $921)
               
  903     0.04%, 1/31/15             903  
        Citigroup Global Markets, Inc. TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $587, collateralized by U.S. Treasury
Bond 3.75% - 4.50%, 2038 - 2043, value of
$599)
               
  587     0.05%, 1/31/15             587  
        Deutsche Bank Securities TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $51, collateralized by FHLMC 2.50% -
6.50%, 2020 - 2041, FNMA 2.50% - 6.50%,
2016 - 2047, GNMA 3.50%, 2045, U.S. Treasury
Bill 0.07% - 0.25%, 2015 - 2016, U.S. Treasury
Bond 2.38% - 5.38%, 2027 - 2043, U.S.
Treasury Note 0.13% - 4.63%, 2015 - 2024,
value of $52)
               
  51     0.05%, 1/31/15             51  
        Royal Bank of Scotland TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $216, collateralized by U.S. Treasury
Bond 8.13%, 2019, U.S. Treasury Note 2.38% -
3.63%, 2020 - 2024, value of $220)
               
  216     0.06%, 1/31/15             216  
        Societe Generale TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $13,
collateralized by U.S. Treasury Note 0.75% -
2.63%, 2016 - 2017, value of $14)
               
  13     0.06%, 1/31/15             13  
        TD Securities TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $806,
collateralized by FHLMC 3.00% - 4.00%, 2026 -
2043, FNMA 2.50% - 5.00%, 2025 - 2044, value
of $822)
               
  806     0.07%, 1/31/15             806  
                      4,438  
        Total Short-Term Investments                
        (Cost $4,438)           $ 4,438  
                         
        Total Investments                
        (Cost $408,688) ▲     99.6 %   $ 484,959  
        Other Assets and Liabilities     0.4 %     2,126  
        Total Net Assets     100.0 %   $ 487,085  

 

2
 

  

The Hartford MidCap Value Fund
Schedule of Investments – (continued)
January 31, 2015 (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. 

 

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

 

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for reporting ease. 

 

At January 31, 2015, the cost of securities for federal income tax purposes was $410,506 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $91,868 
Unrealized Depreciation   (17,415)
Net Unrealized Appreciation  $74,453 

 

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, 2015, the aggregate fair 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 noted, these holdings are determined to be liquid. At January 31, 2015, 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, as amended, and may have contractual restrictions on resale.  Illiquid securities may lack a readily available market or their 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, 2015, the aggregate value of these securities was $13, which rounds to zero percent of total net assets.

  

Foreign Currency Contracts Outstanding at January 31, 2015

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
AUD  Sell  02/03/2015  JPM  $22   $22   $   $ 
AUD  Sell  02/04/2015  WEST   7    7         
CAD  Sell  02/02/2015  CBK   26    26         
CAD  Sell  02/03/2015  MSC   7    7         
EUR  Sell  02/03/2015  BCLY   3    3         
EUR  Sell  02/04/2015  BCLY   15    15         
EUR  Sell  02/02/2015  MSC   10    10         
EUR  Sell  02/03/2015  MSC   53    53         
HKD  Sell  02/02/2015  JPM   20    20         
HKD  Sell  02/03/2015  JPM   5    5         
JPY  Buy  02/04/2015  WEST   14    14         
JPY  Sell  02/03/2015  DEUT   32    32         
Total                     $   $ 

 

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, 2015 (Unaudited)
(000’s Omitted)

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Counterparty Abbreviations:
BCLY Barclays
CBK Citibank NA
DEUT Deutsche Bank Securities, Inc.
JPM JP Morgan Chase & Co.
MSC Morgan Stanley
WEST Westpac International
 
Currency Abbreviations:
AUD Australian Dollar
CAD Canadian Dollar
EUR EURO
HKD Hong Kong Dollar
JPY Japanese Yen
 
Other Abbreviations:
ADR American Depositary Receipt
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, 2015

 

Sector  Percentage of
Net Assets
 
Equity Securities     
Consumer Discretionary   15.3%
Consumer Staples   3.0 
Energy   4.6 
Financials   26.2 
Health Care   7.4 
Industrials   14.7 
Information Technology   13.0 
Materials   8.2 
Utilities   6.3 
Total   98.7%
Short-Term Investments   0.9 
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
 

 

The Hartford MidCap Value Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary

January 31, 2015

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks ‡  $480,521   $442,534   $37,974   $13 
Short-Term Investments   4,438        4,438     
Total  $484,959   $442,534   $42,412   $13 
Foreign Currency Contracts *  $   $   $   $ 
Total  $   $   $   $ 
Liabilities:                    
Foreign Currency Contracts *  $   $   $   $ 
Total  $   $   $   $ 

 

For the three-month period ended January 31, 2015, 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, 2014
   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, 2015
 
Assets:                                    
Common Stocks  $13   $   *  $   $   $   $   $   $13 
Total  $13   $   $   $   $   $   $   $   $13 

 

*Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2015 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
 

 

Hartford Moderate Allocation Fund
Schedule of Investments
January 31, 2015 (Unaudited)
(000’s Omitted)

 

 

Shares or Principal Amount      Market Value ╪ 
Affiliated Investment Companies - 100.1%        
Alternative Strategy Funds - 17.0%       
 4,714   Hartford Real Total Return Fund       $45,443 
 2,471   The Hartford Alternative Strategies Fund        23,794 
 5,365   The Hartford Global Real Asset Fund        48,019 
              117,256 
     Total Alternative Strategy Funds          
     (Cost $127,411)       $117,256 
                
Domestic Equity Funds - 23.7%
 1,161   The Hartford Capital Appreciation Fund       $47,130 
 3,490   The Hartford Dividend and Growth Fund        86,033 
 966   The Hartford MidCap Value Fund        15,148 
 637   The Hartford Small Company Fund        15,232 
              163,543 
     Total Domestic Equity Funds          
     (Cost $144,002)       $163,543 
                
International/Global Equity Funds - 23.0%
 4,767   The Hartford Emerging Markets Research Fund       $37,089 
 1,773   The Hartford International Growth Fund        22,807 
 2,927   The Hartford International Opportunities Fund        44,728 
 2,317   The Hartford International Small Company Fund        31,492 
 1,584   The Hartford International Value Fund        22,529 
              158,645 
     Total International/Global Equity Funds          
     (Cost $166,891)       $158,645 
                
Taxable Fixed Income Funds - 36.4%
 8,207   The Hartford Inflation Plus Fund       $90,690 
 3,135   The Hartford Strategic Income Fund        27,964 
 5,154   The Hartford Total Return Bond Fund        55,866 
 7,251   The Hartford World Bond Fund        76,285 
              250,805 
     Total Taxable Fixed Income Funds          
     (Cost $259,112)       $250,805 
                
     Total Investments in Affiliated Investment Companies          
     (Cost $697,416)       $690,249 
                
     Total Long-Term Investments          
     (Cost $697,416)       $690,249 
                
     Total Investments          
     (Cost $697,416) ▲   100.1%  $690,249 
     Other Assets and Liabilities   (0.1)%   (624)
     Total Net Assets   100.0%  $689,625 

 

1
 

 

Hartford Moderate Allocation Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

  

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

 

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for reporting ease. 

 

At January 31, 2015, the cost of securities for federal income tax purposes was $699,937 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $20,908 
Unrealized Depreciation   (30,596)
Net Unrealized Depreciation  $(9,688)

 

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.

 

Composition by Investments

as of January 31, 2015

 

Fund Name  Percentage of
Net Assets
 
Hartford Real Total Return Fund   6.6%
The Hartford Alternative Strategies Fund   3.4 
The Hartford Capital Appreciation Fund   6.8 
The Hartford Dividend and Growth Fund   12.5 
The Hartford Emerging Markets Research Fund   5.4 
The Hartford Global Real Asset Fund   7.0 
The Hartford Inflation Plus Fund   13.1 
The Hartford International Growth Fund   3.3 
The Hartford International Opportunities Fund   6.5 
The Hartford International Small Company Fund   4.5 
The Hartford International Value Fund   3.3 
The Hartford MidCap Value Fund   2.2 
The Hartford Small Company Fund   2.2 
The Hartford Strategic Income Fund   4.1 
The Hartford Total Return Bond Fund   8.1 
The Hartford World Bond Fund   11.1 
Other Assets and Liabilities   (0.1)
Total   100.0%

 

Investment Valuation Hierarchy Level Summary

January 31, 2015

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                
Affiliated Investment Companies  $690,249   $690,249   $   $ 
Total  $690,249   $690,249   $   $ 

 

For the three-month period ended January 31, 2015, 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.

 

2
 

 

Hartford Multi-Asset Income Fund

Schedule of Investments

January 31, 2015 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

Asset and Commercial Mortgage Backed Securities - 11.1%

     
     Finance and Insurance - 11.1%     
     Adjustable Rate Mortgage Trust     
$77   0.44%, 11/25/2035 Δ  $70 
     Banc of America Funding Corp.     
 710   0.40%, 02/20/2047 Δ   609 
     Bear Stearns Adjustable Rate Mortgage Trust     
 436   4.90%, 06/25/2047 Δ   391 
     Bear Stearns Alt-A Trust     
 102   0.49%, 08/25/2036 Δ   77 
 457   0.65%, 02/25/2036 Δ   376 
 85   0.69%, 11/25/2035 Δ   71 
 68   2.66%, 09/25/2035 Δ   62 
 223   2.68%, 08/25/2036 Δ   163 
     CHL Mortgage Pass-Through Trust     
 576   0.51%, 03/25/2035 Δ   472 
 708   2.42%, 06/20/2035 Δ   675 
     Citigroup Commercial Mortgage Trust     
 70   4.40%, 03/10/2047 ■Δ   58 
     Commercial Mortgage Trust     
 175   4.58%, 10/15/2045 ■Δ   143 
     Connecticut Avenue Securities Series     
 65   2.77%, 05/25/2024 Δ   58 
 280   3.07%, 07/25/2024 Δ   254 
 345   3.17%, 07/25/2024 Δ   309 
 165   5.07%, 11/25/2024 Δ   168 
     Countrywide Alternative Loan Trust     
 40   0.31%, 04/25/2047 Δ   33 
 266   0.44%, 01/25/2036 Δ   237 
 934   0.61%, 04/25/2037 Δ   622 
 463   0.67%, 12/25/2035 Δ   332 
 185   6.00%, 05/25/2036   157 
     Countrywide Home Loans, Inc.     
 781   4.83%, 11/20/2035 Δ   700 
 178   5.75%, 08/25/2037   170 
     Downey S & L Association Mortgage Loan Trust     
 92   1.03%, 03/19/2046 Δ   71 
     GSAA Home Equity Trust     
 1,084   0.24%, 12/25/2046 Δ   585 
 156   0.26%, 12/25/2036 Δ   78 
 926   0.40%, 04/25/2047 Δ   610 
 929   0.47%, 03/25/2036 Δ   667 
 70   0.49%, 04/25/2047 Δ   46 
 489   5.98%, 06/25/2036   293 
     GSR Mortgage Loan Trust     
 655   2.63%, 01/25/2036 Δ   606 
     Harborview Mortgage Loan Trust     
 94   0.41%, 03/19/2036 Δ   69 
 478   0.51%, 01/19/2035 Δ   334 
     Home Equity Loan Trust     
 625   0.33%, 04/25/2037 Δ   450 
 322   2.35%, 11/25/2035 Δ   306 
     IndyMac Index Mortgage Loan Trust     
 85   0.37%, 10/25/2036 Δ   72 
 192   0.41%, 07/25/2035 Δ   174 
     JP Morgan Chase Commercial Mortgage Securities Corp.     
 100   4.00%, 08/15/2046 ■   90 
     JP Morgan Mortgage Trust     
 117   2.78%, 05/25/2036 Δ   104 
     Lehman XS Trust     
 45   0.43%, 11/25/2035 Δ   32 
     Luminent Mortgage Trust     
 92   0.37%, 02/25/2046 Δ   70 
     Master Adjustable Rate Mortgages Trust     
 355   0.41%, 05/25/2037 Δ   239 
     Morgan Stanley BAML Trust     
 90   4.50%, 08/15/2045 ■   71 
     Morgan Stanley Mortgage Loan Trust     
 593   2.59%, 05/25/2036 Δ   432 
     RBSGC Mortage Pass Through Certificates     
 343   6.25%, 01/25/2037   310 
     Residential Accredit Loans, Inc.     
 363   0.39%, 02/25/2046 Δ   174 
 574   1.41%, 11/25/2037 Δ   364 
     Residential Funding Mortgage Securities, Inc.     
 566   6.00%, 07/25/2037   512 
     Sequoia Mortgage Trust     
 231   0.44%, 01/20/2035 ╦Δ   218 
     Structured Adjustable Rate Mortgage Loan Trust     
 96   0.36%, 07/25/2037 Δ   69 
     Structured Agency Credit Risk Debt Notes     
 250   4.67%, 02/25/2024 Δ   252 
     UBS-Barclays Commercial Mortgage Trust     
 60   4.09%, 03/10/2046 ■Δ   51 
     WaMu Mortgage Pass-Through Certificates     
 439   1.09%, 07/25/2046 Δ   367 
 560   4.51%, 08/25/2036 Δ   509 
     Washington Mutual, Inc.     
 521   0.93%, 12/25/2046 Δ   417 
     Wells Fargo Alternative Loan Trust     
 162   2.58%, 12/28/2037 Δ   139 
     Wells Fargo Mortgage Backed Securities Trust     
 144   2.49%, 10/25/2036 Δ   134 
     WF-RBS Commercial Mortgage Trust     
 251   3.02%, 11/15/2047 ■   178 
 46   5.00%, 04/15/2045 ■   36 
         15,336 
           
     Total Asset and Commercial Mortgage Backed Securities     
     (Cost $15,653)  $15,336 
           

Corporate Bonds - 17.2%

     
     Accommodation and Food Services - 0.1%     
     NH Hoteles S.A.     
EUR 100     6.88%, 11/15/2019 ■  $123 
           
     Administrative, Support, Waste Management and Remediation Services - 0.5%     
     ADT (The) Corp.     
 350   6.25%, 10/15/2021 ╦   371 
     Casella Waste Systems, Inc.     
 35   7.75%, 02/15/2019   35 
     Clean Harbors, Inc.     
 120   5.25%, 08/01/2020   121 
     Equinix, Inc.     
 79   5.38%, 04/01/2023   82 
     ServiceMaster (The) Co.     
 76   7.00%, 08/15/2020   79 
         688 

 

1
 

 

Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

Corporate Bonds - 17.2% - (continued)

     
     Arts, Entertainment and Recreation - 0.4%     
     AMC Entertainment, Inc.     
$40   9.75%, 12/01/2020  $43 
     CCO Holdings LLC     
 80   5.25%, 09/30/2022   80 
 70   5.75%, 09/01/2023   71 
 65   6.63%, 01/31/2022   69 
     Cequel Communications Holdings I LLC     
 80   5.13%, 12/15/2021 ■   78 
     Emdeon, Inc.     
 45   11.00%, 12/31/2019   49 
     Gannett Co., Inc.     
 30   4.88%, 09/15/2021 ■   30 
 70   5.13%, 10/15/2019   73 
 5   5.50%, 09/15/2024 ■   5 
 20   6.38%, 10/15/2023   21 
     Gray Television, Inc.     
 20   7.50%, 10/01/2020   21 
     Sirius XM Radio, Inc.     
 40   4.25%, 05/15/2020 ■   39 
         579 
     Chemical Manufacturing - 0.2%     
     Faenza Acquisition Gmbh     
EUR 100    8.25%, 08/15/2021 §   122 
     Ineos Group Holdings plc     
EUR 100    6.50%, 08/15/2018 §   113 
         235 
     Computer and Electronic Product Manufacturing - 0.2%     
     CDW Escrow Corp.     
 12   8.50%, 04/01/2019   13 
     CDW LLC / CDW Finance Corp.     
 20   5.50%, 12/01/2024   20 
 65   6.00%, 08/15/2022   69 
     Freescale Semiconductor, Inc.     
 105   6.00%, 01/15/2022 ■   111 
     Lucent Technologies, Inc.     
 110   6.45%, 03/15/2029   106 
         319 
     Construction - 0.2%     
     K Hovnanian Enterprises, Inc.     
 50   7.00%, 01/15/2019 ■   46 
 35   8.00%, 11/01/2019 ■   33 
     KB Home     
 95   7.00%, 12/15/2021   95 
     Lennar Corp.     
 40   4.75%, 11/15/2022   40 
     M/I Homes, Inc.     
 20   3.00%, 03/01/2018 β   19 
     MPH Acquisition Holdings LLC     
 30   6.63%, 04/01/2022 ■   31 
     Paragon Offshore plc     
 70   6.75%, 07/15/2022 ■   34 
     Ply Gem Industries, Inc.     
 40   6.50%, 02/01/2022   39 
         337 
     Electrical Equipment and Appliance Manufacturing - 0.0%     
     Sensata Technologies B.V.     
 20   5.63%, 11/01/2024 ■   21 
           
     Fabricated Metal Product Manufacturing - 0.0%     
     Entegris, Inc.     
 60   6.00%, 04/01/2022 ■   61 
           
     Finance and Insurance - 7.5%     
     Ally Financial, Inc.     
 30   3.75%, 11/18/2019   30 
 85   5.13%, 09/30/2024   88 
     Banco Bilbao Vizcaya Argentaria S.A.     
EUR 600    7.00%, 12/29/2049 §   699 
 400   9.00%, 05/09/2018 §♠   435 
     Banco Del Estado de Chile     
 150   3.88%, 02/08/2022 ╦§   154 
     Banco do Brasil     
 221   6.25%, 04/15/2024 §♠   156 
     Banco Santander S.A.     
EUR 900    6.25%, 03/12/2049 §‡   1,012 
     Bank of Ireland     
EUR 100    10.00%, 07/30/2016 §   123 
     Barclays Bank plc     
EUR 400    8.00%, 12/15/2049   485 
 425   8.25%, 12/15/2018 ♠β   443 
     Blue Racer Midstream LLC     
 20   6.13%, 11/15/2022 ■   20 
     Brazil Minas SPE via State of Minas Gerais     
 200   5.33%, 02/15/2028 §   197 
     CIT Group, Inc.     
 500   5.50%, 02/15/2019 ■   530 
     Credit Agricole S.A.     
EUR 175   6.50%, 06/23/2049 §   206 
 200   8.13%, 09/19/2033 ■   227 
     Credit Suisse Group AG     
EUR 200   5.75%, 09/18/2025 §   260 
     Development Bank of Kazakhstan JSC     
 200   4.13%, 12/10/2022 §   163 
     European Bank for Reconstruction & Dev     
INR 5,900    5.10%, 02/02/2017 ☼   95 
     Export-Import Bank of China     
 375   3.63%, 07/31/2024 ╦§   397 
     HSBC Holdings plc     
 325   5.63%, 01/17/2020 ╦♠   329 
     International Finance Corp.     
INR 5,180    8.25%, 06/10/2021   96 
     Lloyds Banking Group plc     
EUR 325    6.38%, 06/27/2049 §   382 
GBP 200    7.00%, 12/29/2049 §   300 
     MSCI, Inc.     
 55   5.25%, 11/15/2024 ■   57 
     Nationstar Mortgage LLC     
 55   7.88%, 10/01/2020   51 
     Nationwide Building Society     
GBP 385    6.88%, 03/11/2049 §   572 
     Navient Corp.     
 350   8.45%, 06/15/2018   396 
     Provident Funding Associates L.P.     
 75   6.75%, 06/15/2021 ■   72 
     Royal Bank of Scotland Group plc     
 270   6.13%, 12/15/2022   304 
 100   7.64%, 09/27/2017 ♠Δ   107 
     RZD Capital Ltd.     
 525   5.70%, 04/05/2022 ╦§   425 

 

2
 

 

Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

Corporate Bonds - 17.2% - (continued)

     
     Finance and Insurance - 7.5% - (continued)     
     Societe Generale     
$225   6.00%, 01/27/2020 ■♠  $207 
EUR125    6.75%, 04/07/2049 §   139 
 820   8.25%, 11/29/2018 §‡♠   849 
     SoftBank Corp.     
EUR100    4.63%, 04/15/2020 §   121 
     TMX Finance LLC     
 55   8.50%, 09/15/2018 ■   42 
     UniCredit S.p.A.     
 200   8.00%, 06/03/2024 §♠   196 
         10,365 
     Food Manufacturing - 0.4%     
     ESAL GmbH     
 200   6.25%, 02/05/2023 §   189 
     Grupo Bimbo S.A.B. de C.V.     
 405   4.88%, 06/27/2044 ■   421 
         610 
     Food Services - 0.1%     
     ARAMARK Corp.     
 70   5.75%, 03/15/2020   73 
     CEC Entertainment, Inc.     
 20   8.00%, 02/15/2022   19 
         92 
     Health Care and Social Assistance - 1.0%     
     Alere, Inc.     
 80   6.50%, 06/15/2020   81 
 11   7.25%, 07/01/2018   12 
     AmSurg Corp.     
 65   5.63%, 07/15/2022 ■   67 
     Biomet, Inc.     
 40   6.50%, 08/01/2020   43 
     Community Health Systems, Inc.     
 145   5.13%, 08/01/2021   151 
 40   6.88%, 02/01/2022   42 
 140   7.13%, 07/15/2020   149 
     Envision Healthcare Corp.     
 10   5.13%, 07/01/2022 ■   10 
     HCA Holdings, Inc.     
 85   6.25%, 02/15/2021   92 
 20   7.50%, 11/15/2095   20 
     HCA, Inc.     
 10   5.38%, 02/01/2025   10 
 340   6.50%, 02/15/2020 ╦   383 
     InVentiv Health, Inc.     
 25   9.00%, 01/15/2018 ■   26 
     Pinnacle Merger Sub, Inc.     
 36   9.50%, 10/01/2023 ■   40 
     Salix Pharmaceuticals Ltd.     
 110   6.00%, 01/15/2021 ■   117 
     Tenet Healthcare Corp.     
 70   5.00%, 03/01/2019 ■   70 
 50   8.13%, 04/01/2022   56 
     Wellcare Health Plans, Inc.     
 75   5.75%, 11/15/2020   78 
         1,447 
     Information - 2.1%     
     Activision Blizzard, Inc.     
 132   5.63%, 09/15/2021 ■   141 
 10   6.13%, 09/15/2023 ■   11 
     Altice Financing S.A.     
EUR100    6.50%, 01/15/2022 §   121 
     Audatex North America, Inc.     
 80   6.00%, 06/15/2021 ■   83 
 40   6.13%, 11/01/2023 ■   42 
     DISH DBS Corp.     
 380   6.75%, 06/01/2021   413 
 25   7.88%, 09/01/2019   28 
     Empresa de Telecomunicaciones de Bogota S.A.     
COP270,000    7.00%, 01/17/2023 §   106 
     First Data Corp.     
 60   6.75%, 11/01/2020 ■   64 
 55   8.25%, 01/15/2021 ■   59 
 45   8.25%, 01/15/2021 §   48 
     Harron Communications L.P.     
 30   9.13%, 04/01/2020 ■   32 
     Infor Software Parent LLC     
 85   7.13%, 05/01/2021 ■   85 
     Infor US, Inc.     
 25   9.38%, 04/01/2019   27 
     Intelsat Jackson Holdings S.A.     
 60   7.50%, 04/01/2021   64 
     Intelsat Luxembourg S.A.     
 130   7.75%, 06/01/2021   129 
     Level 3 Escrow, Inc.     
 50   5.38%, 08/15/2022 ■   51 
     Level 3 Financing, Inc.     
 80   7.00%, 06/01/2020   85 
     MetroPCS Wireless, Inc.     
 70   6.63%, 11/15/2020   73 
     Open Text Corp.     
 20   5.63%, 01/15/2023 ■   21 
     Sprint Communications, Inc.     
 90   9.00%, 11/15/2018 ■   104 
     Sprint Corp.     
 110   7.25%, 09/15/2021   110 
     Syniverse Holdings, Inc.     
 30   9.13%, 01/15/2019   31 
     T-Mobile USA, Inc.     
 230   6.46%, 04/28/2019   239 
 215   6.63%, 04/28/2021   223 
     Unitymedia Hessen GmbH & Co.     
EUR100    5.75%, 01/15/2023 §   123 
     UPCB Finance V Ltd.     
 150   7.25%, 11/15/2021 ■   163 
     Wind Acquisition Finance S.A.     
EUR100    4.00%, 07/15/2020 ■   112 
     Windstream Corp.     
 50   7.75%, 10/15/2020   52 
 30   7.88%, 11/01/2017   32 
     Zayo Group LLC     
 50   6.00%, 04/01/2023 ■   50 
         2,922 
     Machinery Manufacturing - 0.2%     
     Case New Holland Industrial, Inc.     
 290   7.88%, 12/01/2017   319 
           
     Mining - 0.6%     
     ABJA Investment Co. Pte Ltd.     
 215   5.95%, 07/31/2024 §   219 

 

3
 

 

Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

Corporate Bonds - 17.2% - (continued)

     
     Mining - 0.6% - (continued)     
     AK Steel Corp.     
$90   7.63%, 05/15/2020  $78 
 40   7.63%, 10/01/2021   33 
     FMG Resources Aug 2006     
 240   6.88%, 04/01/2022 ■   188 
     Peabody Energy Corp.     
 210   6.50%, 09/15/2020   161 
     Steel Dynamics, Inc.     
 40   5.13%, 10/01/2021 ■   41 
 105   5.50%, 10/01/2024 ■   107 
         827 
     Motor Vehicle and Parts Manufacturing - 0.1%     
     General Motors Co.     
 25   4.88%, 10/02/2023   27 
 110   6.25%, 10/02/2043   137 
         164 
     Nonmetallic Mineral Product Manufacturing - 0.5%     
     Ardagh Packaging Finance plc     
EUR100    9.25%, 10/15/2020 §   120 
     Cemex Finance LLC     
 200   7.25%, 01/15/2021 ■   207 
     Cemex S.A.B. de C.V.     
EUR100    4.75%, 01/11/2022 §   114 
     HeidelbergCement Finance Luxembourg S.A.     
EUR30    8.50%, 10/31/2019 §   45 
     Union Andina de Cementos SAA     
 155   5.88%, 10/30/2021 ■   153 
         639 
     Other Services - 0.1%     
     Abengoa Finance     
EUR100    6.00%, 03/31/2021 §   103 
     Cardtronics, Inc.     
 65   5.13%, 08/01/2022 ■   63 
     Service Corp. International     
 20   7.63%, 10/01/2018   23 
         189 
     Paper Manufacturing - 0.2%     
     Cascades, Inc.     
 5   5.50%, 07/15/2022 ■   5 
     Clearwater Paper Corp.     
 60   5.38%, 02/01/2025 ■   60 
     Graphic Packaging International     
 60   4.88%, 11/15/2022   62 
     Smurfit Kappa Acquisitions     
EUR100    4.13%, 01/30/2020 §   124 
         251 
     Petroleum and Coal Products Manufacturing - 0.7%     
     Antero Resources Finance Corp.     
 70   6.00%, 12/01/2020   70 
     Bonanza Creek Energy, Inc.     
 25   6.75%, 04/15/2021   22 
     California Resources Corp.     
 5   5.00%, 01/15/2020 ■   4 
 40   6.00%, 11/15/2024 ■   33 
     Cobalt International Energy, Inc.     
 20   2.63%, 12/01/2019 β   13 
     Concho Resources, Inc.     
 5   5.50%, 10/01/2022   5 
     Denbury Resources, Inc.     
 77   5.50%, 05/01/2022   68 
     Diamondback Energy, Inc.     
 50   7.63%, 10/01/2021   51 
     Everest Acquisition LLC     
 45   9.38%, 05/01/2020   45 
     Petrobras Global Finance     
GBP250    5.38%, 10/01/2029 ╦   290 
     Petroleos de Venezuela S.A.     
 50   6.00%, 11/15/2026 §   15 
     Rosetta Resources, Inc.     
 40   5.63%, 05/01/2021   38 
     SM Energy Co.     
 15   6.13%, 11/15/2022 ■   15 
     Tesoro Corp.     
 75   5.13%, 04/01/2024   75 
     Tesoro Logistics L.P.     
 35   5.50%, 10/15/2019 ■   35 
 55   6.25%, 10/15/2022 ■   56 
     WPX Energy, Inc.     
 90   5.25%, 09/15/2024   84 
 75   6.00%, 01/15/2022   73 
         992 
     Pipeline Transportation - 0.1%     
     El Paso Corp.     
 25   7.00%, 06/15/2017   28 
     Energy Transfer Equity L.P.     
 40   7.50%, 10/15/2020   44 
     MarkWest Energy Partners L.P.     
 30   4.88%, 12/01/2024   30 
 30   6.75%, 11/01/2020   32 
     Southern Star Central Corp.     
 10   5.13%, 07/15/2022 ■   10 
         144 
     Plastics and Rubber Products Manufacturing - 0.1%     
     Associated Materials LLC     
 40   9.13%, 11/01/2017   33 
     Nortek, Inc.     
 50   8.50%, 04/15/2021   53 
         86 
     Primary Metal Manufacturing - 0.2%     
     ArcelorMittal     
 15   7.25%, 03/01/2041   15 
 25   7.50%, 10/15/2039   26 
     United States Steel Corp.     
 200   7.38%, 04/01/2020   206 
         247 
     Printing and Related Support Activities - 0.1%     
     Quad Graphics, Inc.     
 70   7.00%, 05/01/2022 ■   67 
           
     Professional, Scientific and Technical Services - 0.1%     
     Getty Images, Inc.     
 30   7.00%, 10/15/2020 ■   21 
     SunGard Data Systems, Inc.     
 50   6.63%, 11/01/2019   50 
         71 
     Real Estate, Rental and Leasing - 0.3%     
     International Lease Finance Corp.     
 200   5.88%, 04/01/2019   217 

 

4
 

 

Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

Corporate Bonds - 17.2% - (continued)

     
     Real Estate, Rental and Leasing - 0.3% - (continued)     
     International Lease Finance Corp. - (continued)     
$155   6.25%, 05/15/2019  $171 
         388 
     Retail Trade - 0.5%     
     99 Cents Only Stores     
 50   11.00%, 12/15/2019   53 
     Albertson's Holdings LLC     
 40   7.75%, 10/15/2022 ■   41 
     Building Materials Corp.     
 205   5.38%, 11/15/2024 ■   208 
     GRD Holding III Corp.     
 50   10.75%, 06/01/2019 ■   54 
     Group 1 Automotive, Inc.     
 55   5.00%, 06/01/2022 ■   54 
     Michaels Stores, Inc.     
 40   5.88%, 12/15/2020 ■   41 
     Party City Holdings, Inc.     
 40   8.88%, 08/01/2020   43 
     PC Nextco Holdings LLC/PC Nextco Finance, Inc.     
 50   8.75%, 08/15/2019   51 
     Sotheby's     
 125   5.25%, 10/01/2022 §   119 
         664 
     Soap, Cleaning Compound and Toilet Manufacturing - 0.0%     
     Sun Products Corp.     
 60   7.75%, 03/15/2021 ■   53 
           
     Support Activities For Transportation - 0.0%     
     Aircastle Ltd.     
 15   5.50%, 02/15/2022   15 
           
     Transportation Equipment Manufacturing - 0.1%     
     Huntington Ingalls Industries, Inc.     
 170   7.13%, 03/15/2021   183 
           
     Utilities - 0.6%     
     Dolphin Subsidiary II, Inc.     
 150   7.25%, 10/15/2021   153 
     Empresa Electrica Angamos S.A.     
 210   4.88%, 05/25/2029 ■╦   212 
     Eskom Holdings Ltd.     
 275   5.75%, 01/26/2021 ■   274 
     National Power Corp.     
 70   9.63%, 05/15/2028 ╦   107 
     Texas Competitive Electric Holdings Co. LLC     
 70   11.50%, 10/01/2020 §Ϫ   47 
         793 
     Wholesale Trade - 0.0%     
     Dynegy, Inc.     
 15   7.38%, 11/01/2022 ■   16 
 10   7.63%, 11/01/2024 ■   10 
         26 
     Total Corporate Bonds     
     (Cost $25,544)  $23,917 
           

Foreign Government Obligations - 10.4%

     
     Angola - 0.2%     
     Angola (Republic of)     
$250   7.00%, 08/16/2019 §  $243 
           
     Argentina - 0.1%     
     Argentina (Republic of)     
 179   0.00%, 06/02/2017 ●   166 
           
     Azerbaijan - 0.3%     
     Azerbaijan (Republic of)     
 400   4.75%, 03/13/2023 §   362 
           
     Brazil - 0.8%     
     Brazil (Federative Republic of)     
 200   5.00%, 01/27/2045   193 
BRL2,140    9.70%, 09/01/2020 ○   526 
BRL1,154    12.69%, 04/01/2016 ○   375 
         1,094 
     Colombia - 0.4%     
     Colombia (Republic of)     
COP283,100    5.00%, 11/21/2018   116 
COP1,292,500    6.00%, 04/28/2028   482 
         598 
     Costa Rica - 0.2%     
     Costa Rica (Republic of)     
 300   5.63%, 04/30/2043 §   248 
           
     Croatia - 0.2%     
     Croatia (Republic of)     
 225   5.50%, 04/04/2023 §   238 
           
     Dominican Republic - 0.5%     
     Dominican (Republic of)     
 400   5.50%, 01/27/2025 ■   405 
DOP10,000    11.50%, 05/10/2024 ■   234 
         639 
     Ethiopia - 0.2%     
     Ethiopia (Federal Republic of)     
 200   6.63%, 12/11/2024 ■   196 
           
     Greece - 1.5%     
     Greece (Republic of)     
EUR250    2.00%, 02/24/2032 §   138 
EUR1,235    2.00%, 02/24/2035 §   678 
EUR2,000    2.00%, 02/24/2037 §   1,118 
EUR330    2.00%, 02/24/2042 §   183 
         2,117 
     Hungary - 0.2%     
     Hungary (Republic of)     
 200   4.00%, 03/25/2019   210 
 75   6.25%, 01/29/2020   86 
         296 
     Indonesia - 0.6%     
     Indonesia (Republic of)     
 275   6.63%, 02/17/2037 §   338 
IDR3,400,000    8.38%, 03/15/2024   291 
 175   8.50%, 10/12/2035 §   255 
         884 

 

5
 

 

Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

Foreign Government Obligations - 10.4% - (continued)

     
     Kazakhstan - 0.1%     
     Kazakhstan (Republic of)     
$200   4.88%, 10/14/2044 ■  $175 
           
     Kenya - 0.2%     
     Kenya (Republic of)     
 200   6.88%, 06/24/2024 §   208 
           
     Lithuania - 0.3%     
     Lithuania (Republic of)     
 125   5.13%, 09/14/2017 §   136 
 100   6.13%, 03/09/2021 §   119 
 150   7.38%, 02/11/2020 §   184 
         439 
     Mexico - 1.1%     
     Mexico (United Mexican States)     
 450   3.63%, 03/15/2022   463 
MXN9,107    4.00%, 06/13/2019 ◄   666 
MXN5,132    4.00%, 11/08/2046 ◄   410 
         1,539 
     Nigeria - 0.1%     
     Nigeria (Federal Republic of)     
 200   5.13%, 07/12/2018 §   194 
           
     Panama - 0.1%     
     Panama (Republic of)     
 100   9.38%, 04/01/2029   157 
           
     Peru - 0.3%     
     Peru (Republic of)     
 75   6.55%, 03/14/2037   99 
 100   8.38%, 05/03/2016   109 
 85   8.75%, 11/21/2033   135 
         343 
     Philippines - 0.3%     
     Philippines (Republic of)     
 50   9.50%, 10/21/2024   75 
 225   10.63%, 03/16/2025   369 
         444 
     Romania - 0.3%     
     Romania (Republic of)     
 152   6.13%, 01/22/2044 §   203 
 218   6.75%, 02/07/2022 §   267 
         470 
     Russia - 0.7%     
     Russia (Federation of)     
RUB11,100    7.50%, 02/27/2019 Δ   127 
 524   7.50%, 03/31/2030 §   527 
 250   12.75%, 06/24/2028 §   339 
         993 
     South Africa - 0.3%     
     South Africa (Republic of)     
ZAR4,200    7.75%, 02/28/2023   380 
           
     Turkey - 0.6%     
     Turkey (Republic of)     
TRY457    4.00%, 04/29/2015 ◄   185 
 200   5.75%, 03/22/2024   229 
 135   7.38%, 02/05/2025   172 
TRY550   8.50%, 09/14/2022   243 
         829 
     Uruguay - 0.7%     
     Uruguay (Republic of)     
UYU15,972    4.25%, 04/05/2027 ◄   662 
UYU3,710    4.38%, 12/15/2028 ◄   155 
 45   4.50%, 08/14/2024   49 
 100   5.10%, 06/18/2050   109 
         975 
     Venezuela - 0.1%     
     Venezuela (Republic of)     
 525   7.00%, 03/31/2038 §   167 
           
     Total Foreign Government Obligations     
     (Cost $16,349)  $14,394 
           

Municipal Bonds - 0.4%

     
     Miscellaneous - 0.4%     
     Puerto Rico Government Employees Retirement System     
$905   6.15%, 07/01/2038  $405 
 300   6.20%, 07/01/2039   134 
 120   6.55%, 07/01/2058   54 
         593 
     Total Municipal Bonds     
     (Cost $671)  $593 
           

Senior Floating Rate Interests ♦ - 27.1%

     
     Accommodation and Food Services - 0.2%     
     Hilton Worldwide Holdings, Inc.     
$216   3.50%, 08/07/2020  $213 
           
     Administrative, Support, Waste Management and Remediation Services - 1.7%     
     Acosta Holdco, Inc.     
 285   5.00%, 09/26/2021   285 
     Brickman Group Holdings, Inc.     
 726   4.00%, 12/18/2020   708 
     Ipreo Holdings LLC     
 160   4.25%, 08/06/2021   157 
     PRA Holdings, Inc.     
 823   4.50%, 09/23/2020   815 
     ServiceMaster (The) Co.     
 347   4.25%, 07/01/2021   343 
         2,308 
     Agriculture, Forestry, Fishing and Hunting - 0.3%     
     U.S. Ecology, Inc.     
 357   3.75%, 06/17/2021   355 
           
     Arts, Entertainment and Recreation - 1.6%     
     Aristocrat Leisure Ltd.     
 295   4.75%, 10/20/2021   290 
     Formula One Holdings     
 1,312   4.75%, 07/30/2021 ☼   1,268 
 200   7.75%, 07/29/2022   193 
     Scientific Games International, Inc.     
 180   6.00%, 10/01/2021   177 

 

6
 

 

Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

Senior Floating Rate Interests ♦ - 27.1% - (continued)

     
     Arts, Entertainment and Recreation - 1.6% - (continued)     
     Templar Energy     
$100   8.50%, 11/25/2020  $61 
     Univision Communications, Inc.     
 273   4.00%, 03/01/2020   269 
         2,258 
     Beverage and Tobacco Product Manufacturing - 0.2%     
     DE Master Blenders 1753 N.V.     
 265   3.50%, 07/23/2021   262 
           
     Chemical Manufacturing - 1.1%     
     Exopack LLC     
 351   5.25%, 05/08/2019   351 
     Ferro Corp.     
 224   4.00%, 07/30/2021   221 
     Ineos US Finance LLC     
 397   3.75%, 05/04/2018   386 
     PQ Corp.     
 397   4.00%, 08/07/2017   390 
     Solenis International L.P.     
 224   4.25%, 07/31/2021   217 
         1,565 
     Computer and Electronic Product Manufacturing - 1.3%     
     CDW LLC     
 571   3.25%, 04/29/2020   558 
     Ceridian LLC     
 153   4.50%, 05/09/2017   150 
     Freescale Semiconductor, Inc.     
 496   4.25%, 02/28/2020   489 
     Vantiv LLC     
 673   3.75%, 06/13/2021   667 
         1,864 
     Finance and Insurance - 1.9%     
     Asurion LLC     
 248   4.25%, 07/08/2020   243 
     Chrysler Group LLC     
 819   3.50%, 05/24/2017   815 
     EFS Cogen Holdings I LLC     
 286   3.75%, 12/17/2020   284 
     Interactive Data Corp.     
 507   4.75%, 05/02/2021   505 
     ION Trading Technologies Ltd.     
 240   7.25%, 06/10/2022   230 
     Sedgwick CMS Holdings, Inc.     
 462   3.75%, 03/01/2021   445 
     Walter Investment Management Corp.     
 197   4.75%, 12/18/2020   172 
         2,694 
     Food Manufacturing - 1.2%     
     Burger King Co.     
 210   4.50%, 12/12/2021   210 
     Dole Food Co., Inc.     
 335   4.50%, 11/01/2018   332 
     Roundy's Supermarkets, Inc.     
 367   5.75%, 03/03/2021   339 
     U.S. Foodservice, Inc.     
 744   4.50%, 03/31/2019   742 
         1,623 
           
     Furniture and Related Product Manufacturing - 0.3%     
     AOT Bedding Super Holdings LLC     
 476   4.25%, 10/01/2019   472 
           
     Health Care and Social Assistance - 2.6%     
     AmSurg Corp.     
 612   3.75%, 07/08/2021   609 
     Catalent Pharma Solutions, Inc.     
 463   4.25%, 05/20/2021   461 
     DaVita HealthCare Partners, Inc.     
 900   3.50%, 06/24/2021   896 
     HCA, Inc.     
 397   3.01%, 05/01/2018   396 
     Healogics, Inc.     
 160   5.25%, 07/01/2021   157 
     IMS Health, Inc.     
 387   3.50%, 03/17/2021   379 
     One Call Medical, Inc.     
 208   5.00%, 11/27/2020   206 
     Ortho-Clinical Diagnostics, Inc.     
 239   4.75%, 06/30/2021   229 
     STHI Holding Corp.     
 105   4.50%, 08/06/2021   104 
     Surgery Center Holdings, Inc.     
 145   5.25%, 11/03/2020   141 
         3,578 
     Health Care Providers and Services - 0.4%     
     Multiplan, Inc.     
 631   3.75%, 03/31/2021   614 
           
     Information - 3.9%     
     Cabovisao-Televisao Por Cabo S.A.     
 695   5.50%, 07/02/2019   694 
     Charter Communications Operating LLC     
 298   3.00%, 01/03/2021   292 
 205   4.25%, 09/10/2021   206 
     Emdeon, Inc.     
 358   3.75%, 11/02/2018   353 
     First Data Corp.     
 1,240   3.67%, 03/23/2018   1,217 
     Gray Television, Inc.     
 151   3.75%, 06/13/2021   149 
     Intelsat Jackson Holdings S.A.     
 400   3.75%, 06/28/2019   395 
     Kronos, Inc.     
 890   4.50%, 10/30/2019   886 
     Level 3 Communications, Inc.     
 400   4.00%, 08/01/2019   396 
     Level 3 Financing, Inc.     
 235   4.50%, 01/31/2022   235 
     RedPrairie Corp.     
 219   6.00%, 12/21/2018   208 
     West Corp.     
 220   3.25%, 06/30/2018   217 
     Zayo Group LLC     
 129   4.00%, 07/02/2019   128 
         5,376 
     Mining - 1.1%     
     American Rock Salt Holdings LLC     
 488   4.75%, 05/20/2021   476 

 

7
 

 

Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

Senior Floating Rate Interests ♦ - 27.1% - (continued)

     
     Mining - 1.1% - (continued)     
     Arch Coal, Inc.     
$520   6.25%, 05/16/2018  $372 
     BWAY Holding Co.     
 224   5.50%, 08/14/2020   224 
     Fortescue Metals Group Ltd.     
 496   3.75%, 06/30/2019   434 
         1,506 
     Miscellaneous Manufacturing - 0.7%     
     Reynolds Group Holdings, Inc.     
 645   4.00%, 12/01/2018   638 
     TransDigm Group, Inc.     
 323   3.75%, 06/04/2021   318 
         956 
     Motor Vehicle and Parts Manufacturing - 0.5%     
     SRAM LLC     
 679   4.02%, 04/10/2020   663 
           
     Other Services - 0.7%     
     Apex Tool Group LLC     
 223   4.50%, 01/31/2020   217 
     Gardner Denver, Inc.     
 405   4.25%, 07/30/2020   378 
     Husky Injection Molding Systems Ltd.     
 219   4.25%, 06/30/2021   215 
     Husky International Ltd.     
 135   7.25%, 06/30/2022   128 
         938 
     Petroleum and Coal Products Manufacturing - 1.5%     
     American Energy - Marcellus LLC     
 375   5.25%, 08/04/2020   307 
     Drillships Ocean Ventures, Inc.     
 189   5.50%, 07/25/2021   157 
     Pacific Drilling S.A.     
 443   4.50%, 06/03/2018   339 
     Paragon Offshore Finance Co.     
 464   3.75%, 06/19/2021   351 
     Samson Investment Co.     
 410   5.00%, 09/25/2018   254 
     Seadrill Ltd.     
 923   4.00%, 02/21/2021   729 
         2,137 
     Pipeline Transportation - 0.3%     
     EP Energy LLC     
 426   4.50%, 04/30/2019   399 
           
     Plastics and Rubber Products Manufacturing - 0.5%     
     Berry Plastics Group, Inc.     
 445   3.75%, 01/06/2021   438 
     Consolidated Container Co.     
 323   5.00%, 07/03/2019   311 
         749 
     Professional, Scientific and Technical Services - 0.4%     
     Advantage Sales & Marketing, Inc.     
 549   4.25%, 07/23/2021   542 
           
     Real Estate, Rental and Leasing - 0.3%     
     International Lease Finance Corp.     
 345   3.50%, 03/06/2021   343 
     Neff Corp.     
 104   7.25%, 06/09/2021   102 
         445 
     Retail Trade - 2.7%     
     Albertson's LLC     
 440   4.50%, 08/25/2021   439 
     American Tire Distributors, Inc.     
 124   5.75%, 06/01/2018   124 
     BJ's Wholesale Club, Inc.     
 447   4.50%, 09/26/2019   439 
     Hillman (The) Cos., Inc.     
 199   4.50%, 06/30/2021   198 
     Lands' End, Inc.     
 432   4.25%, 04/04/2021   414 
     Mauser-Werke GmbH     
 100   4.50%, 07/31/2021   97 
     Metaldyne Performance Group, Inc.     
 194   4.25%, 10/20/2021   193 
     Michaels Stores, Inc.     
 766   4.00%, 01/28/2020   757 
     Neiman Marcus (The) Group, Inc.     
 794   4.25%, 10/25/2020   769 
     Rite Aid Corp.     
 275   4.88%, 06/21/2021   275 
         3,705 
     Truck Transportation - 0.4%     
     Nexeo Solutions LLC     
 298   5.00%, 09/08/2017   284 
     Swift Transportation Co., Inc.     
 223   3.75%, 06/09/2021   222 
         506 
     Utilities - 0.8%     
     Energy Future Holdings     
 315   4.25%, 06/19/2016   315 
     La Frontera Generation LLC     
 189   4.50%, 09/30/2020   185 
     NRG Energy, Inc.     
 397   2.75%, 07/01/2018   392 
     Texas Competitive Electric Holdings Co. LLC     
 254   3.75%, 05/05/2016   255 
         1,147 
     Wholesale Trade - 0.5%     
     Gates Global LLC     
 783   4.25%, 07/05/2021   763 
           
     Total Senior Floating Rate Interests     
     (Cost $39,092)  $37,638 
           

U.S. Government Agencies - 5.5%

     
     FHLMC - 0.5%     
$200   3.00%, 02/15/2045 ☼Р $206 
 400   5.00%, 02/15/2044 ☼Р  441 
         647 
     FNMA - 3.8%     
 600   3.00%, 02/15/2030 ☼Р  631 
 200   3.50%, 02/15/2030 ☼Р  212 
 3,500   3.50%, 02/15/2045 ☼Р  3,698 
 100   4.00%, 02/15/2029 ☼Р  106 
 400   5.00%, 02/15/2044 ☼Р  442 

 

8
 

 

Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

U.S. Government Agencies - 5.5% - (continued)

     
     FNMA - 3.8% - (continued)     
$200   5.50%, 02/15/2045 ☼Р $224 
         5,313 
     GNMA - 1.2%     
 100   3.00%, 02/15/2045 ☼Р  104 
 100   3.50%, 02/15/2045 ☼Р  105 
 400   4.00%, 03/15/2045 ☼Р  426 
 900   4.50%, 03/15/2045 ☼Р  976 
         1,611 
     Total U.S. Government Agencies     
     (Cost $7,549)  $7,571 
           

Common Stocks - 26.9%

     
     Automobiles and Components - 0.1%     
 2   General Motors Co.  $69 
           
     Banks - 0.8%     
 106   Bank of China Ltd.   59 
 69   Bank of Communications Co.   58 
 301   China CITIC Bank   223 
 32   HSBC Holdings plc   293 
 1   Industrial Bank of Korea   13 
 13   National Bank of Canada   462 
 5   Raiffeisen Bank International AG   56 
         1,164 
     Capital Goods - 0.3%     
 26   Asahi Glass Co., Ltd.   137 
 17   Mitsui & Co., Ltd. ╦   212 
 5   Sumitomo Corp.   45 
 1   Vinci S.A.   67 
         461 
     Commercial and Professional Services - 0.2%     
 32   Dai Nippon Printing Co., Ltd.   288 
           
     Consumer Durables and Apparel - 0.2%     
 8   Coach, Inc. ╦   316 
           
     Consumer Services - 0.1%     
 2   InterContinental Hotels Group plc   76 
           
     Energy - 6.7%     
 6   Antero Midstream Partners L.P. ●╦   146 
 17   Boardwalk Pipeline Partners L.P. ╦   257 
 42   BP plc   268 
 4   Buckeye Partners L.P. ╦   280 
 40   CNOOC Ltd.   53 
 5   CVR Energy, Inc. ╦   203 
 4   Delek Logistics Partners L.P. ╦   154 
 10   Enbridge Energy Partners L.P. ╦   403 
 4   Enbridge, Inc. ╦   194 
 13   Energy Transfer Partners L.P. ‡   815 
 15   Ensco plc ╦   429 
 33   Enterprise Products Partners L.P. ‡   1,135 
 2   HollyFrontier Corp.   54 
 11   Kinder Morgan, Inc. ╦   447 
    Lukoil ADR   14 
 4   Magellan Midstream Partners L.P. ╦   341 
 1   Marathon Petroleum Corp.   55 
 3   MarkWest Energy Partners L.P. ╦   168 
 3   NGL Energy Partners L.P.   89 
 7   ONEOK Partners L.P. ╦   286 
 4   Pembina Pipeline Corp.   114 
 7   Plains All American Pipeline L.P. ╦   348 
 10   PTT Public Co., Ltd. ╦   104 
 13   Repsol S.A. ╦   225 
 6   Rice Midstream Partners L.P. ●   79 
 9   Royal Dutch Shell plc Class B ╦   289 
 2   Seadrill Ltd.   26 
 4   SemGroup Corp. ╦   285 
 10   Sunoco Logistics Partners L.P. ╦   404 
 5   Tallgrass Energy Partners L.P. ╦   230 
 5   Targa Resources Partners L.P. ╦   225 
 3   Teekay Shipping Corp. ╦   115 
 1   Tesoro Corp.   49 
 4   Transcanada Corp.   178 
 37   Veresen, Inc.   467 
 5   Viper Energy Partners L.P.   91 
 5   Williams Cos., Inc. ╦   210 
         9,230 
     Food and Staples Retailing - 0.3%     
 7   Koninklijke Ahold N.V. ╦   130 
 3   Wal-Mart Stores, Inc. ╦   263 
         393 
     Food, Beverage and Tobacco - 0.3%     
 13   British American Tobacco Malaysia Bhd ╦   238 
    Bunge Ltd. Finance Corp.   9 
 3   Imperial Tobacco Group plc   143 
         390 
     Health Care Equipment and Services - 0.1%     
    Aetna, Inc.   24 
 1   Anthem, Inc. ╦   117 
         141 

 

9
 

 

Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

Common Stocks - 26.9% - (continued)

     
     Insurance - 1.5%     
 1   Baloise Holding AG  $77 
 1   CNA Financial Corp.   47 
 11   CNP Assurances ╦   196 
 13   Direct Line Insurance Group plc   59 
 2   MS & AD Insurance Group Holdings   56 
 2   Scor SE   67 
 14   Suncorp-Metway Ltd. ╦   154 
 8   Swiss Re Ltd.   678 
 4   Talanx AG   125 
 2   Zurich Financial Services AG   673 
         2,132 
     Materials - 0.7%     
    CF Industries Holdings, Inc.   61 
 125   Fortescue Metals Group Ltd.   227 
 9   Kumba Iron Ore Ltd.   166 
 2   LyondellBasell Industries Class A ╦   126 
 26   Mitsubishi Chemical Holdings   136 
 6   MMC Norilsk Nickel OJSC ADR   90 
 17   Severstal GDR ╦§   154 
         960 
     Media - 0.7%     
 1   Axel Springer SE   49 
 4   Comcast Corp. Class A ╦   190 
 70   John Fairfax Holdings Ltd.   49 
 4   Liberty Global plc ●╦   165 
 6   SES Global ╦   203 
 126   Seven West Media Ltd. ●╦   128 
 15   Sky plc Θ   209 
         993 
     Pharmaceuticals, Biotechnology and Life Sciences - 1.6%     
 1   AbbVie, Inc.   66 
 2   AstraZeneca plc   114 
 9   Eli Lilly & Co. ╦   683 
 6   Johnson & Johnson ╦   614 
    Otsuka Holdings Co., Ltd.   15 
 7   Pfizer, Inc. ╦   225 
 7   Teva Pharmaceutical Industries Ltd. ADR ╦   398 
 1   United Therapeutics Corp. ●   99 
         2,214 
     Real Estate - 3.2%     
 29   American Capital Agency Corp. ╦   628 
 32   Annaly Capital Management, Inc. ╦   343 
 192   Chimera Investment Corp. REIT ╦   604 
 1,362   Evergrande Real Estate Group Ltd. ╦   565 
 62   GPT Group REIT ╦   219 
 11   HongKong Land Holdings Ltd.   81 
    InfraREIT, Inc. ●   3 
 7   Lend Lease Group   84 
 11   Link (The) REIT   71 
 76   MFA Mortgage Investments, Inc. REIT ╦   593 
 42   New World Development Co., Ltd.   50 
 218   Sino Land Co., Ltd. ╦   365 
 1   Sun Hung Kai Properties Ltd.   24 
 11   Swire Pacific Ltd. ╦   145 
 15   Swire Properties Ltd.   49 
 59   Two Harbors Investment Corp. REIT ╦   613 
 4   Wheelock & Co., Ltd.   24 
         4,461 
           
     Retailing - 0.9%     
 2   Best Buy Co., Inc.   74 
 2   Expedia, Inc. ╦   165 
 3   Foot Locker, Inc. ╦   149 
 3   Gap, Inc. ╦   135 
 9   Kohl's Corp. ╦   544 
 1   Macy's, Inc.   51 
    Ulta Salon, Cosmetics & Fragrances, Inc. ●   40 
 1   Williams-Sonoma, Inc.   78 
         1,236 
     Semiconductors and Semiconductor Equipment - 0.1%     
 3   Intel Corp.   86 
 1   Rohm Co., Ltd.   51 
         137 
     Software and Services - 0.3%     
 2   Computer Sciences Corp. ╦   109 
 8   Microsoft Corp. ╦   307 
         416 
     Technology Hardware and Equipment - 1.0%     
 4   Apple, Inc. ╦   518 
 58   Asustek Computer, Inc.   610 
 39   Gigabyte Technology Co., Ltd.   48 
 2   Qualcomm, Inc. ╦   156 
         1,332 
     Telecommunication Services - 3.8%     
 16   AT&T, Inc. ╦   533 
 4   BCE, Inc.   198 
 18   Belgacom S.A. ╦   653 
 482   Bezeq Israeli Telecommunication Corp., Ltd. ‡   769 
 16   CenturyLink, Inc. ╦   599 
 31   DiGi.com Berhad   55 
 7   Elisa Oyj ╦   185 
 25   Frontier Communications Co. ╦   167 
 10   Hellenic Telecommunications Organization S.A. ●   79 
 36   Koninklijke (Royal) KPN N.V.   112 
 2   Korea Telecom Corp.   55 
    Nippon Telegraph & Telephone Corp.   21 
 9   NTT DoCoMo, Inc.   149 
 3   Orange S.A.   49 
 448   P.T. Telekomunikasi Indonesia Tbk   99 
 76   PCCW Ltd.   51 
 514   Safaricom Ltd.   79 
    SK Telecom Co., Ltd.   117 
 49   Spark New Zealand Ltd. ╦   117 
    Swisscom AG ╦   107 
 24   TDC AS ╦   178 
 5   Telefonica Brasil S.A.   95 
 18   Telekom Malaysia Berhad   34 
 10   Telenor ASA   216 
 19   Telia Ab   118 
 10   Telstra Corp., Ltd.   51 
 3   Telus Corp. ╦   117 
 51   Total Access Communication Public Co., Ltd.   146 
 2   Verizon Communications, Inc.   95 
 23   Vodafone Group plc   80 
         5,324 

 

10
 

 

Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
Common Stocks - 26.9% - (continued)      
     Transportation - 0.6%      
 5   Abertis Infraestructuras S.A.  $103 
 4   Air New Zealand Ltd.   8 
 324   Hutchinson Port Holdings Trust ╦   231 
 5   Japan Airlines Co., Ltd.   173 
 7   West Japan Railway Co. ╦   376 
         891 
     Utilities - 3.4%     
 15   CESP - Companhia Energetica de Sao Paulo   129 
 5   CEZ AS ●╦   124 
 26   Cheung Kong Infrastructure Holdings Ltd.   213 
 10   Cia de Saneamento Basico do Estado de Sao Paulo ADR   51 
 2   Consolidated Edison, Inc. ╦   162 
 1   DTE Energy Co. ╦   121 
 2   Duke Energy Corp. ╦   162 
 3   E.On SE   42 
 8   Electrica S.A. ■●   100 
 32   Endesa S.A.   635 
 7   Entergy Corp. ╦   645 
    Exelon Corp.   8 
 18   GDF Suez   391 
 190   Guangdong Investment Ltd. ╦   255 
 17   Iberdrola S.A.   116 
 12   National Grid plc   165 
 3   PG&E Corp. ╦   179 
 38   PGE S.A.   200 
 4   Pinnacle West Capital Corp. ╦   267 
 28   Snam S.p.A. ╦   136 
 2   Southern Co. ╦   106 
 8   SSE plc   183 
 8   Suez Environment S.A. ╦   156 
 4   UGI Corp. ╦   131 
         4,677 
     Total Common Stocks     
     (Cost $38,981)  $37,301 
            
Preferred Stocks - 0.2%      
     Media - 0.2%     
 6   ProSieben Sat.1 Media AG  $272 
           
     Total Preferred Stocks     
     (Cost $258)  $272 
            
     Total Long-Term Investments Excluding Purchased Options     
     (Cost $144,097)  $137,022 
            
Short-Term Investments - 4.2%      
 Repurchase Agreements - 4.2%     
     Bank of America Merrill Lynch Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $6, collateralized by U.S. Treasury
Note 0.88%, 2017, value of $6)
     
$6   0.04%, 1/31/15  $6 
     Bank of America Merrill Lynch TriParty
Repurchase Agreement (maturing on
02/02/2015 in the amount of $244,
collateralized by FHLMC 3.50% - 4.00%, 2032
 - 2045, FNMA 1.83% - 4.50%, 2025 - 2045,
value of $249)
     
 244   0.06%, 1/31/15   244 
     Bank of Montreal  TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $1,773, collateralized by U.S.
Treasury Bill 0.04% - 0.25%, 2015 - 2016,
U.S. Treasury Bond 3.00% - 9.88%, 2015 -
2044, U.S. Treasury Note 0.25% - 4.63%,
2015 - 2022, value of $1,808)
     
 1,772   0.05%, 1/31/15   1,772 
     Bank of Montreal TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $413, collateralized by FHLMC
2.00% - 5.50%, 2022 - 2044, FNMA 3.00% -
4.00%, 2022 - 2042, GNMA 3.00%, 2043,
U.S. Treasury Bill 0.25%, 2016, U.S. Treasury
Note 0.75% - 2.50%, 2017 - 2024, value of
$421)
     
 413   0.06%, 1/31/15   413 
     Barclays Capital TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$1,181, collateralized by U.S. Treasury Note
 1.50% - 2.00%, 2016 - 2023, value of $1,204)
     
 1,181   0.04%, 1/31/15   1,181 
     Citigroup Global Markets, Inc. TriParty
Repurchase Agreement (maturing on
02/02/2015 in the amount of $768,
collateralized by U.S. Treasury Bond 3.75% -
4.50%, 2038 - 2043, value of $783)
     
 768   0.05%, 1/31/15   768 
     Deutsche Bank Securities TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $67, collateralized by FHLMC
2.50% - 6.50%, 2020 - 2041, FNMA 2.50% -
6.50%, 2016 - 2047, GNMA 3.50%, 2045,
U.S. Treasury Bill 0.07% - 0.25%, 2015 -
2016, U.S. Treasury Bond 2.38% - 5.38%,
2027 - 2043, U.S. Treasury Note 0.13% -
4.63%, 2015 - 2024, value of $69)
     
 67   0.05%, 1/31/15   67 
     Royal Bank of Scotland TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $282, collateralized by U.S.
Treasury Bond 8.13%, 2019, U.S. Treasury
Note 2.38% - 3.63%, 2020 - 2024, value of
$288)
     
 282   0.06%, 1/31/15   282 
     Societe Generale TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $17, collateralized by U.S.
Treasury Note 0.75% - 2.63%, 2016 - 2017,
value of $18)
     
 17   0.06%, 1/31/15   17 

 

11
 

 

Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
Short-Term Investments - 4.2% - (continued)          
 Repurchase Agreements - 4.2% - (continued)          
     TD Securities TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$1,054, collateralized by FHLMC 3.00% -
4.00%, 2026 - 2043, FNMA 2.50% - 5.00%,
2025 - 2044, value of $1,075)
          
$1,054   0.07%, 1/31/15       $1,054 
              5,804 
     Total Short-Term Investments          
     (Cost $5,804)       $5,804 
                
     Total Investments Excluding Purchased Options          
     (Cost $149,901)   103.0%  $142,826 
     Total Purchased Options          
     (Cost $38)   %   18 
     Total Investments          
     (Cost $149,939) ▲   103.0%  $142,844 
     Other Assets and Liabilities   (3.0)%   (4,232)
     Total Net Assets   100.0%  $138,612 

 

12
 

 

Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

January 31, 2015 (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 Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group indices and/or as defined by Fund management. Industry classifications may not be identical across all security types.

 

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

 

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for reporting ease. 

 

At January 31, 2015, the cost of securities for federal income tax purposes was $149,919 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $2,079 
Unrealized Depreciation   (9,154)
Net Unrealized Depreciation  $(7,075)

 

Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.    
   
Ϫ The issuer is in bankruptcy. The investment held by the Fund has made partial interest payments.
   
Δ Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2015.
   
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.
   
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, 2015.
   
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 noted, these holdings are determined to be liquid. At January 31, 2015, the aggregate value of these securities was $7,301, which represents 5.3% 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, as amended. 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, 2015, the aggregate value of these securities was $14,813, which represents 10.7% of total net assets.

 

Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.
   
β Convertible security.
   
Ð Represents or includes a TBA transaction.
   
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 or delayed-delivery basis. The cost of these securities was $4,091 at January 31, 2015.
   
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 OTC swap contracts.
   
Θ This security, or a portion of this security, has been pledged as collateral in connection with OTC option and/or swaption contracts.

 

13
 

 

Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

Cash and securities pledged and received as collateral in connection with derivatives at January 31, 2015:

 

   Pledged ‡   Received * 
OTC option and/or OTC swap contracts  $540   $1,312 
Exchange traded options contracts   1,000     
Futures contracts   205     
Centrally cleared swaps contracts   652     
Total  $2,397   $1,312 

 

‡ As previously noted, certain securities, or a portion of these securities, are pledged as collateral in connection with certain derivative instruments. These securities are held by the Fund but are not represented in the table above.
*  Securities valued at $487, held on behalf of the Fund at the custodian, were designated by broker(s) as collateral in connection with OTC option and/or OTC swap contracts. Since the broker retains legal title to the securities, the securities are not considered an asset of the Fund.

 

OTC Option Contracts Outstanding at January 31, 2015
 
Description  Counter -
party
  Risk
Exposure
Category
  Exercise Price/ FX Rate/
Rate
  Expiration 
Date
  Number of
Contracts *
  Market
Value ╪
   Premiums
Paid by
Fund
   Unrealized
Appreciation
(Depreciation)
 
Purchased Option contracts:                                                    
Calls
BRL Call/USD Put  JPM  FX  2.41 BRL per USD  09/28/15  BRL   600,000   $1   $5   $(4)
CNY Call/USD Put  BOA  FX  6.15 CNY per USD  02/17/15  CNY   5,000,000    1    1     
EUR Call/USD Put  BOA  FX  1.27 USD per EUR  01/07/16  EUR   1,845,000    12    27    (15)
RUB Call/USD Put  GSC  FX  36.97 RUB per USD  09/02/15  RUB   9,000,000        3    (3)
Total Calls                  16,445,000   $14   $36   $(22)
Puts                                   
PEN Put/USD Call  JPM  FX  3.01 PEN per USD  03/10/15  PEN   580,000   $4   $2   $2 
                                    
Total purchased option contracts      17,025,000   $18   $38   $(20)

 

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

 

OTC Swaption Contracts Outstanding at January 31, 2015
 
Description  Counter -
party
  Risk
Exposure
Category
  Exercise Price/ FX Rate/
Rate
   Expiration 
Date
  Number of Contracts *  Market
Value ╪
   Premiums
Received
by Fund
   Unrealized
Appreciation
(Depreciation)
 
Written swaption contracts:                                     
Calls                                     
Credit Default Swaption ITRAXX.EUR.22  CSI  CR   0.65%  02/18/15  EUR   19,995,000   $73   $70   $(3)
Credit Default Swaption ITRAXX.XOV.22  BNP  CR   3.00%  02/18/15  EUR   5,990,000    16    48    32 
Total Calls                    25,985,000   $89   $118   $29 
Puts                                     
Credit Default Swaption ITRAXX.EUR.22  BNP  CR   0.65%  02/18/15  EUR   19,995,000   $24   $48   $24 
Credit Default Swaption ITRAXX.XOV.22  BNP  CR   3.00%  02/18/15  EUR   5,990,000    100    47    (53)
Total Puts                    25,985,000   $124   $95   $(29)
Total written swaption contracts         51,970,000   $213   $213   $ 

  

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

 

14
 

 

Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

Exchange Traded Option Contracts Outstanding at January 31, 2015
 
Description  Risk
Exposure
Category
  Exercise Price/ FX Rate/
Rate
  Expiration
Date
  Number of
Contracts *
  Market
Value ╪
   Premiums
Received by
Fund
   Unrealized
Appreciation
(Depreciation)
 
Written option contracts:                                
Puts                                
S&P 500 Index Option  EQ  1,950.00 USD  03/20/15  USD   33   $129   $73   $(56)

 

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

 

Futures Contracts Outstanding at January 31, 2015
 
   Number of   Expiration  Notional   Market   Unrealized
Appreciation/(Depreciation)
   Variation Margin 
Description  Contracts*   Date  Amount   Value ╪   Asset   Liability   Asset   Liability 
Long position contracts:                                      
U.S. Treasury 10-Year Note Future   5   03/20/2015  $645   $654   $9   $   $3   $ 
U.S. Treasury 30-Year Bond Future   42   03/20/2015   6,067    6,354    287        37     
U.S. Treasury 5-Year Note Future   79   03/31/2015   9,551    9,586    35        36     
U.S. Treasury CME Ultra Long Term Bond Future   9   03/20/2015   1,505    1,611    106        16    (1)
Total                    $437   $   $92   $(1)
Short position contracts:                                      
U.S. Treasury 2-Year Note Future   19   03/31/2015  $4,173   $4,176   $   $(3)  $   $(4)
                                       
Total futures contracts                    $437   $(3)  $92   $(5)

 

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

 

15
 

 

Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

OTC Credit Default Swap Contracts Outstanding at January 31, 2015
 
   Counter-  Notional  (Pay)/ Receive Fixed
Rate/ Implied
   Expiration  Upfront
Premiums
   Upfront
Premiums
   Market   Unrealized Appreciation/
(Depreciation)
 
Reference Entity  party  Amount (a)  Credit Spread (b)   Date  Paid   Received   Value ╪   Asset   Liability 
Credit default swaps on indices:                                            
Buy protection:                                            
ABX.HE.AAA.06-1  JPM  USD   9    (0.18)%   07/25/45  $   $   $   $   $ 
ABX.HE.AAA.06-2  CSI  USD   126    (0.11)%   05/25/46   24        25    1     
ABX.HE.AAA.06-2  JPM  USD   424    (0.11)%   05/25/46   85        85         
ABX.HE.AAA.06-2  MSC  USD   162    (0.11)%   05/25/46   32        32         
ABX.HE.AAA.07  MSC  USD   436    (0.09)%   08/25/37   112        113    1     
ABX.HE.AAA.07-1  GSC  USD   382    (0.09)%   08/25/37   95        99    4     
ABX.HE.AAA.07-1  MSC  USD   466    (0.09)%   08/25/37   114        121    7     
CDX.EM.22  BNP  USD   100    (1.00)%   12/20/19   12        13    1     
CDX.EM.22  CBK  USD   1,240    (1.00)%   12/20/19   152        160    8     
CDX.EM.22  DEUT  USD   105    (1.00)%   12/20/19   13        14    1     
CDX.EM.22  GSC  USD   280    (1.00)%   12/20/19   33        36    3     
CMBX.NA.A.7  JPM  USD   170    (2.00)%   01/17/47       (4)       4     
CMBX.NA.AA.2  CSI  USD   570    (0.15)%   03/15/49   158        185    27     
CMBX.NA.AA.7  CSI  USD   630    (1.50)%   01/17/47       (6)   2    8     
CMBX.NA.AA.7  CSI  USD   230    (1.50)%   01/17/47   1        1         
CMBX.NA.AJ.1  JPM  USD   255    (0.84)%   10/12/52   5        5         
CMBX.NA.AJ.2  JPM  USD   238    (1.09)%   03/15/49   19        21    2     
CMBX.NA.AJ.4  CSI  USD   737    (0.96)%   02/17/51   143        148    5     
CMBX.NA.AJ.4  GSC  USD   264    (0.96)%   02/17/51   45        53    8     
CMBX.NA.AJ.4  JPM  USD   647    (0.96)%   02/17/51   117        130    13     
CMBX.NA.AJ.4  MSC  USD   169    (0.96)%   02/17/51   34        34         
CMBX.NA.AM.2  JPM  USD   1,025    (0.50)%   03/15/49   13        8        (5)
CMBX.NA.AM.4  JPM  USD   155    (0.50)%   02/17/51   7        5        (2)
CMBX.NA.AS.6  CSI  USD   385    (1.00)%   05/11/63   1        4    3     
CMBX.NA.AS.7  CSI  USD   440    (1.00)%   01/17/47   6        9    3     
Total                     $1,221   $(10)  $1,303   $99   $(7)
Sell protection:
CMBX.NA.A.2  BOA  USD   97    0.25%   03/15/49  $   $(56)  $(64)  $   $(8)
CMBX.NA.AAA.6  BCLY  USD   10,035    0.50%   05/11/63       (145)   (237)       (92)
CMBX.NA.AAA.6  BOA  USD   80    0.50%   05/11/63       (2)   (2)        
CMBX.NA.AAA.6  BOA  USD   400    0.50%   05/11/63       (9)   (9)        
CMBX.NA.AAA.6  CSI  USD   590    0.50%   05/11/63       (14)   (14)        
CMBX.NA.AAA.6  CSI  USD   3,310    0.50%   05/11/63       (56)   (78)       (22)
CMBX.NA.BB.6  BCLY  USD   25    5.00%   05/11/63                    
CMBX.NA.BB.6  BOA  USD   250    5.00%   05/11/63       (2)   (2)        
CMBX.NA.BB.6  CSI  USD   160    5.00%   05/11/63       (1)   (1)        
CMBX.NA.BB.6  CSI  USD   1,130    5.00%   05/11/63   16        (4)       (20)
CMBX.NA.BB.7  BOA  USD   80    5.00%   01/17/47       (3)   (2)   1     
CMBX.NA.BB.7  CSI  USD   65    5.00%   01/17/47       (4)   (2)   2     
CMBX.NA.BB.7  JPM  USD   625    5.00%   01/17/47   1        (15)       (16)
CMBX.NA.BB.8  BOA  USD   120    5.00%   10/17/57       (8)   (8)        
CMBX.NA.BB.8  CSI  USD   40    5.00%   10/17/57       (3)   (3)        
CMBX.NA.BBB-.7  CSI  USD   213    3.00%   01/17/47       (1)   (5)       (4)
PrimeX.ARM.2  JPM  USD   332    4.58%   12/25/37   11        10        (1)
Total                     $28   $(304)  $(436)  $3   $(163)
Total traded indices                     $1,249   $(314)  $867   $102   $(170)
Credit default swaps on single-name issues:                             
Buy protection:                                            
Brazil (Federative Republic of)  GSC  USD   350    (1.00)% / 2.21%    12/20/19  $14   $   $19   $5   $ 
Brazil (Federative Republic of)  JPM  USD   350    (1.00)% / 2.21%    12/20/19   17        19    2     
Darden Restaurants, Inc.  BCLY  USD   280    (1.00)% / 1.30%    12/20/19   9        3        (6)
Russia (Federation of)  GSC  USD   365    (1.00)% / 6.29%    12/20/19   77        77         
Total                     $117   $   $118   $7   $(6)

 

16
 

 

Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

OTC Credit Default Swap Contracts Outstanding at January 31, 2015 - (continued)
 
   Counter-  Notional   (Pay)/ Receive Fixed
Rate/ Implied
  Expiration  Upfront
Premiums
   Upfront
Premiums
   Market   Unrealized Appreciation/
(Depreciation)
 
Reference Entity  party  Amount (a)   Credit Spread (b)  Date  Paid   Received   Value ╪   Asset   Liability 
Credit default swaps on single-name issues: - (continued)                            
Sell protection:                                       
Bank of America Corp.  BCLY  USD500   1.00% / 0.63%  06/20/19  $7   $   $8   $1   $ 
Bank of America Corp.  GSC  USD1,425   1.00% / 0.66%  09/20/19   23        22        (1)
Citigroup, Inc.  GSC  USD500   1.00% / 0.76%  06/20/19   6        5        (1)
Citigroup, Inc.  GSC  USD1,425   1.00% / 0.79%  09/20/19   24        13        (11)
Goldman Sachs Group, Inc.  BCLY  USD250   1.00% / 0.84%  06/20/19   2        2         
Goldman Sachs Group, Inc.  CSI  USD725   1.00% / 0.88%  09/20/19   11        4        (7)
Morgan Stanley  BCLY  USD725   1.00% / 0.78%  09/20/19   11        7        (4)
Morgan Stanley  GSC  USD250   1.00% / 0.74%  06/20/19   3        3         
Total                $87   $   $64   $1   $(24)
Total single-name issues     $204   $   $182   $8   $(30)
Total OTC contracts     $1,453   $(314)  $1,049   $110   $(200)

 

(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.
   
(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, 2015. 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 Credit Default Swap Contracts Outstanding at January 31, 2015
 
   Clearing  Notional   (Pay)/ Receive
Fixed
  Expiration      Market   Unrealized
Appreciation/
(Depreciation)
   Variation Margin 
Reference Entity  House (a)  Amount (b)   Rate  Date  Cost Basis   Value ╪   Asset   Liability   Asset   Liability 
Credit default swaps on indices:                                            
Buy protection:                                            
CDX.NA.IG.23  CME  USD7,620    (1.00)%  12/20/19  $(109)  $(106)  $3   $   $8   $ 
ITRAXX.XOV.22  ICE  EUR2,055    (5.00)%  12/20/19   (189)   (178)   11        10     
Total                $(298)  $(284)  $14   $   $18   $ 
Sell protection:                                            
CDX.NA.HY.23  CME  USD  11,925    5.00%  12/20/19  $735   $662   $   $(73)  $   $(27)
                                             
Total traded indices     $437   $378   $14   $(73)  $18   $(27)
Total centrally cleared contracts  $437   $378   $14   $(73)  $18   $(27)

 

(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.

                       

17
 

 

Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

OTC Total Return Swap Contracts Outstanding at January 31, 2015
 
      Notional   Payments received  Expiration  Upfront
Premiums
   Upfront
Premiums
   Market   Unrealized
Appreciation/(Depreciation)
 
Reference Entity  Counterparty  Amount   (paid) by Fund  Date  Paid   Received   Value ╪   Asset   Liability 
CPURNSA  JPM  USD5,400     (1.84)% Fixed  01/15/25  $   $   $5   $5   $ 
JPM CORP EMBI †  JPM  USD2,900     3M LIBOR - 1.25%  06/24/15           (20)       (20)
JPM EMBI Plus  JPM  USD9,750     3M LIBOR  06/22/15           2    2     
Total                $   $   $(13)  $7   $(20)

 

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, 2015, the aggregate market value of these securities was $(20), which rounds to zero percent of total net assets.

 

TBA Sale Commitments Outstanding at January 31, 2015
 
Description  Principal
Amount
   Maturity Date  Market Value ╪   Unrealized
Appreciation/
Depreciation
 
FNMA, 3.50%  $3,500   02/15/2045  $3,697   $(26)
GNMA, 3.00%   500   02/15/2045   519    (1)
Total          $4,216   $(27)

 

At January 31, 2015, the aggregate market value of these securities represents 3.0% of total net assets.

 

18
 

 

Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

Foreign Currency Contracts Outstanding at January 31, 2015

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
BRL  Buy  03/03/2015  UBS  $265   $257   $   $(8)
BRL  Sell  03/03/2015  MSC   259    257    2     
CHF  Sell  03/18/2015  UBS   1,385    1,538        (153)
COP  Buy  03/18/2015  CBK   173    171        (2)
COP  Sell  03/18/2015  BOA   559    552    7     
COP  Sell  03/16/2015  HSBC   116    112    4     
COP  Sell  03/16/2015  UBS   117    113    4     
EUR  Buy  03/18/2015  BCLY   558    535        (23)
EUR  Buy  02/27/2015  BOA   141    135        (6)
EUR  Buy  02/27/2015  CBA   803    807    4     
EUR  Buy  03/18/2015  MSC   283    261        (22)
EUR  Buy  03/18/2015  NAB   21    19        (2)
EUR  Buy  03/18/2015  UBS   422    391        (31)
EUR  Sell  02/27/2015  BNP   23    23         
EUR  Sell  02/27/2015  BOA   2,816    2,690    126     
EUR  Sell  09/18/2015  CBK   194    170    24     
EUR  Sell  02/19/2015  DEUT   118    113    5     
EUR  Sell  03/18/2015  GSC   535    496    39     
EUR  Sell  03/18/2015  MSC   2    2         
EUR  Sell  03/18/2015  NAB   6,724    6,136    588     
EUR  Sell  03/18/2015  UBS   6,921    6,630    291     
GBP  Buy  02/06/2015  DEUT   266    264        (2)
GBP  Sell  02/06/2015  BOA   110    105    5     
GBP  Sell  02/27/2015  DEUT   443    440    3     
GBP  Sell  02/06/2015  MSC   165    158    7     
GBP  Sell  03/18/2015  RBC   759    732    27     
INR  Buy  03/18/2015  UBS   1,340    1,346    6     
MYR  Buy  02/13/2015  BCLY   359    355        (4)
MYR  Sell  02/13/2015  BCLY   384    355    29     
MYR  Sell  03/18/2015  BCLY   189    187    2     
NOK  Sell  03/18/2015  UBS   276    273    3     
RON  Buy  03/16/2015  BNP   388    357        (31)
RSD  Buy  09/18/2015  CBK   181    157        (24)
RUB  Sell  03/18/2015  JPM   76    71    5     
TRY  Sell  03/18/2015  BCLY   194    186    8     
Total                     $1,189   $(308)

 

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.

 

19
 

 

Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

January 31, 2015 (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
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.  
MSC Morgan Stanley
NAB National Australia Bank Limited
RBC RBC Dominion Securities, Inc.
UBS UBS AG

 

Currency Abbreviations:
BRL Brazilian Real  
CHF Swiss Franc  
CNY Chinese Yuan Renminbi  
COP Colombian Peso  
DOP Dominican Peso  
EUR EURO  
GBP British Pound  
IDR Indonesian New Rupiah  
INR Indian Rupee  
MXN Mexican New Peso  
MYR Malaysian Ringgit  
NOK Norwegian Krone  
PEN Peruvian New Sol  
RON New Romanian Leu  
RSD Serbian Dinar  
RUB Russian New Ruble  
TRY Turkish New Lira  
USD U.S. Dollar  
UYU Uruguayan Peso  
ZAR South African Rand  

 

Index Abbreviations:
ABX.HE Markit Asset Backed Security Home Equity
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
CPURNSA Consumer Price All Urban Non-Seasonally Adjusted
EMBI Emerging Markets Bond Index
ITRAXX.EUR Markit iTraxx - Europe
ITRAXX.XOV Markit iTraxx Index - Europe Crossover
PrimeX.ARM Markit PrimeX Adjustable Rate Mortgage Backed Security
S&P Standard & Poors

 

Other Abbreviations:
ADR American Depositary Receipt
CR Credit
EQ Equity
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
FX Foreign Exchange
GDR Global Depositary Receipt  
GNMA Government National Mortgage Association
LIBOR London Interbank Offered Rate
OTC Over-the-Counter
REIT Real Estate Investment Trust
TBA To Be Announced

 

Credit Exposure

as of January 31, 2015

 

Credit Rating *  Percentage of
Net Assets
 
Aaa/ AAA   5.5%
Aa/ AA   0.4 
A   0.8 
Baa/ BBB   6.8 
Ba/ BB   17.9 
B   25.0 
Caa/ CCC or Lower   11.1 
Not Rated   4.2 
Non-Debt Securities and Other Short-Term Instruments   31.3 
Other Assets and Liabilities   (3.0)
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 (Moody's) and typically range from AAA/Aaa (highest) to C/D (lowest). Presentation of S&P and Moody's credit ratings in this report have been selected for informational purposes for shareholders, as well as the Fund's consideration of industry practice. 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 the Fund's shares. Ratings may change.

 

20
 

 

Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary

January 31, 2015

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks                    
Automobiles and Components  $69   $69   $   $ 
Banks   1,164    462    702     
Capital Goods   461        461     
Commercial and Professional Services   288        288     
Consumer Durables and Apparel   316    316         
Consumer Services   76        76     
Energy   9,230    8,291    939     
Food and Staples Retailing   393    263    130     
Food, Beverage and Tobacco   390    9    381     
Health Care Equipment and Services   141    141         
Insurance   2,132    47    2,085     
Materials   960    431    529     
Media   993    558    435     
Pharmaceuticals, Biotechnology and Life Sciences   2,214    2,085    129     
Real Estate   4,461    2,865    1,596     
Retailing   1,236    1,236         
Semiconductors and Semiconductor Equipment   137    86    51     
Software and Services   416    416         
Technology Hardware and Equipment   1,332    674    658     
Telecommunication Services   5,324    1,883    3,441     
Transportation   891    231    660     
Utilities   4,677    2,061    2,616     
Total   37,301    22,124    15,177     
Asset and Commercial Mortgage Backed Securities   15,336        10,349    4,987 
Corporate Bonds   23,917        23,822    95 
Foreign Government Obligations   14,394        14,394     
Municipal Bonds   593        593     
Preferred Stocks   272        272     
Senior Floating Rate Interests   37,638        37,638     
U.S. Government Agencies   7,571        7,571     
Short-Term Investments   5,804        5,804     
Purchased Options   18        18     
Total  $142,844   $22,124   $115,638   $5,082 
Foreign Currency Contracts*  $1,189   $   $1,189   $ 
Futures*   437    437         
Swaps - Credit Default*   124        124     
Swaps - Total Return*   7        7     
Total  $1,757   $437   $1,320   $ 
Liabilities:                    
TBA Sale Commitments  $4,216   $   $4,216   $ 
Written Options   342    129    213     
Total  $4,558   $129   $4,429   $ 
Foreign Currency Contracts*  $308   $   $308   $ 
Futures*   3    3         
Swaps - Credit Default*   273        273     
Swaps - Total Return*   20            20 
Total  $604   $3   $581   $20 

 

For the three-month period ended January 31, 2015, investments valued at $4 were transferred from Level 1 to Level 2, and investments valued at $111 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 mean 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.

 

21
 

 

Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

January 31, 2015 (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, 2014
   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, 2015
 
Assets:                                             
Asset & Commercial Mortgage Backed Securities  $5,134   $12   $30  $29   $318   $(536)  $   $   $4,987 
Corporate Bonds   220          —        95            (220)   95 
Total  $5,354   $12   $30   $29   $413   $(536)  $   $(220)  $5,082 
                                              
Liabilities:                                             
Swaps§  $9    $ **   $11††  $   $   $   $   $   $20 
Total  $9   $   $11   $   $   $   $   $   $20 

 

*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, 2015 was $31.

Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2015 rounds to zero.

§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, 2015 was $45.

†† Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2015 was $(20).

 

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 Municipal Opportunities Fund

Schedule of Investments

January 31, 2015 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Municipal Bonds - 94.4%     
     Alabama - 1.3%     
     Birmingham, AL, Baptist Medical Center Special Care Fac     
$1,855   5.25%, 11/15/2016  $1,920 
     Jefferson County, AL, Sewer Rev     
 2,000   5.00%, 10/01/2017   2,166 
     Mobile, AL, Industrial Development Board Pollution     
 1,540   1.65%, 06/01/2034   1,565 
         5,651 
     Arizona - 2.4%     
     Arizona State Health Fac Auth     
 2,000   5.00%, 12/01/2029   2,385 
 2,000   5.00%, 12/01/2030   2,376 
     Estrella Mountain Ranch, AZ, Community Fac Dist GO     
 265   6.20%, 07/15/2032   280 
     Pima County, AZ, IDA Education Rev, Legacy Traditional Charter School     
 1,435   8.50%, 07/01/2039   1,635 
     Salt River, AZ, Agricultural Improvement     
 3,000   5.00%, 12/01/2027   3,648 
         10,324 
     California - 12.2%     
     Bay Area, CA, Toll Auth Bridge Rev     
 1,450   1.50%, 04/01/2047 Δ   1,470 
     California County, CA, Tobacco Securitization     
 1,000   5.00%, 06/01/2022   1,184 
     California State Communities DA Rev     
 955   0.94%, 04/01/2036 Δ   820 
 1,000   5.63%, 10/01/2032   1,083 
     California State GO     
 4,985   6.50%, 04/01/2033   6,134 
     California State Health Facilities     
 1,500   6.00%, 07/01/2029   1,786 
     California State Public Works Board, Correctional Facilities Improvement     
 1,000   6.00%, 03/01/2035   1,203 
     California State Public Works Board, Lease Rev     
 2,000   5.25%, 10/01/2023   2,472 
     California State Public Works Board, State University Trustees     
 2,000   6.25%, 04/01/2034   2,393 
     Foothill-Eastern Transportation Corridor Agency     
 660   5.00%, 01/15/2053 Δ   719 
     Hemet, CA Unif School Dist FA     
 1,440   5.00%, 09/01/2030 ☼   1,659 
 535   5.00%, 09/01/2031 ☼   615 
     Irvine, CA, Improvement Bond Act     
 1,065   4.00%, 09/02/2016   1,114 
     Long Beach, CA, FA Natural Gas     
 425   1.61%, 11/15/2027 Δ   394 
     Oakland, CA, Airport Rev     
 1,000   5.00%, 05/01/2026   1,148 
     Port of Oakland, CA     
 985   5.00%, 05/01/2021   1,181 
 500   5.00%, 05/01/2023   597 
     Rancho Cucamonga, CA, Redev Agency Tax     
 1,000   5.00%, 09/01/2029   1,200 
     San Bernardino, CA, USD GO     
 1,150   5.00%, 08/01/2021   1,390 
     San Buenaventura, CA, Community Memorial Health System     
1,000   7.50%, 12/01/2041   1,247 
     San Diego, CA, Redev Agency Tax Allocation     
 3,000   7.00%, 11/01/2039   3,603 
     San Joaquin Hills, CA, Transporation Auth     
 875   5.00%, 01/15/2029   1,009 
     San Jose, CA, Redev Agency     
 2,575   5.00%, 08/01/2022   2,781 
 500   6.50%, 08/01/2023   564 
     San Mateo Joint Powers Financing Auth     
 1,250   5.00%, 06/15/2029   1,517 
 1,250   5.00%, 06/15/2030   1,512 
     Santa Cruz County, CA, Redev Agency     
 1,250   5.00%, 09/01/2024   1,545 
 1,335   6.63%, 09/01/2029   1,570 
     Santa Margarita, CA, Water Dist Special Tax     
 500   4.25%, 09/01/2021   550 
 500   5.00%, 09/01/2022   582 
 500   5.00%, 09/01/2023   581 
 1,130   5.00%, 09/01/2028   1,301 
     Successor Agy to the Richmond County Redev Agency     
 640   4.00%, 09/01/2016   671 
     Twin Rivers, CA, Unif School Dist Cops     
 3,000   3.45%, 07/01/2037   3,006 
     University of California     
 1,595   5.00%, 05/15/2025   2,011 
         52,612 
     Colorado - 0.3%     
     Denver, CO, City and County Special Fac Airport Rev     
 1,000   5.00%, 11/15/2018   1,147 
           
     Connecticut - 1.5%     
     City of New Haven, CT, GO     
 2,600   5.00%, 08/01/2024   3,188 
     Connecticut Housing FA     
 995   4.00%, 11/15/2044   1,087 
     Hartford, CT, GO     
 1,850   5.00%, 04/01/2026   2,185 
         6,460 
     District of Columbia - 0.7%     
     Metropolitan Washington, DC, Airport Auth System Rev     
 1,450   5.00%, 10/01/2022   1,773 
     Washington, DC, Metropolitan Airport Auth System Rev     
 1,000   5.00%, 10/01/2020   1,193 
         2,966 
     Florida - 7.9%     
     Arlington of Naples     
 500   6.50%, 05/15/2020 ■   503 
 500   7.00%, 05/15/2024 ■   566 
     Broward County, FL School Board     
 1,350   5.00%, 07/01/2027 ☼   1,645 
     Broward Cty Florida School Board     
 650   5.00%, 07/01/2027 ☼   792 
     Florida Village Community Development Dist No 8     
 2,195   6.38%, 05/01/2038   2,482 

 

1
 

  

The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount   Market Value ╪  
Municipal Bonds - 94.4% - (continued)        
        Florida - 7.9% - (continued)        
        Greater Orlando, FL, Aviation Auth        
$ 3,300     5.00%, 10/01/2021   $ 3,974  
  1,040     5.00%, 10/01/2024     1,213  
        Highlands County, FL, Adventist Health (Prerefunded with US Gov't Securities)        
  125     5.25%, 11/15/2036     135  
        Highlands County, FL, Health Fac Auth        
  1,905     5.25%, 11/15/2036     2,045  
        Jacksonville, FL, Econ Development Commission Obligor: Florida Proton Therapy Institute, Inc        
  2,000     6.25%, 09/01/2027     2,177  
        Jacksonville, FL, Sales Tax Rev        
  2,700     5.00%, 10/01/2021     3,295  
        Lake County, FL, School Board        
  2,000     5.00%, 06/01/2026     2,408  
        Lakeland, FL, Retirement Community Rev        
  1,750     6.38%, 01/01/2043     1,880  
        Lee County, FL, School Board        
  1,000     4.00%, 08/01/2016     1,053  
        Magnolia Creek, FL, Community Development Dist Capital Improvement        
  500     0.00%, 05/01/2039 ●     175  
        Miami-Dade County, FL, Aviation Rev        
  1,000     5.00%, 10/01/2024     1,183  
  2,500     5.00%, 10/01/2026     2,926  
        Orange County, FL, School Board        
  2,130     5.00%, 08/01/2026     2,567  
        Palm Beach County, FL, Health System        
  1,000     6.75%, 06/01/2024     1,150  
        River Bend Community Development Dist, Capital Improvement Rev        
  1,560     0.00%, 11/01/2015 ●     201  
        Village, FL, Community Development Dist #11        
  500     3.25%, 05/01/2019     503  
        Volusia County, FL, School Board        
  775     5.00%, 08/01/2025     949  
              33,822  
        Georgia - 1.2%        
        Clayton County, GA, DA        
  1,965     9.00%, 06/01/2035     2,005  
        Dekalb Newton and Gwinnett Counties, GA, Joint DA        
  1,500     6.00%, 07/01/2034     1,724  
        Marietta, GA, DA Life University, Inc. Proj        
  1,500     7.00%, 06/15/2030     1,616  
              5,345  
        Hawaii - 0.3%        
        Hawaii State Dept of Transportation        
  1,000     5.00%, 08/01/2022     1,214  
                 
        Idaho - 0.3%        
        Idaho State Helath Facilities Auth Rev        
  1,000     5.00%, 03/01/2032     1,160  
                 
        Illinois - 8.3%        
        Aurora, IL, Tax Increment Rev        
  830     6.75%, 12/30/2027     917  
        Chicago, IL, Board of Education        
  1,625     6.00%, 01/01/2020 ‡     1,836  
        Chicago, IL, O'Hare International Airport Rev        
  855     5.25%, 01/01/2027     858  
        Chicago, IL, Park Dist, GO        
  2,750     5.00%, 01/01/2026     3,272  
        City of Chicago, IL, GO        
  1,700     4.00%, 01/01/2018     1,781  
        Hampshire, IL, Special Service Area #13, Tuscany Woods Proj        
  96     0.00%, 03/01/2037 ●     71  
        Illinois FA Rev, Art Institute of Chicago Ser A        
  1,400     6.00%, 03/01/2038     1,659  
        Illinois FA Rev, Silver Cross Hospital and Medicine        
  3,000     5.50%, 08/15/2030     3,312  
        Illinois Metropolitan Pier & Exposition Auth        
  4,000     4.32%, 12/15/2024 ○     2,976  
        Illinois State FA Rev        
  1,650     5.00%, 11/15/2031 ☼     1,963  
  1,250     7.75%, 08/15/2034     1,570  
        Illinois State GO        
  1,500     5.00%, 01/01/2022     1,688  
  1,500     5.00%, 08/01/2025     1,687  
  1,500     5.25%, 01/01/2021     1,735  
        Illinois State Sales Tax Rev        
  1,830     6.50%, 06/15/2022     2,121  
        Illinois State Toll Highway Auth        
  2,000     5.00%, 01/01/2030     2,407  
        Illinois State Unemployment Insurance Fund        
  1,000     5.00%, 06/15/2019     1,017  
  1,500     5.00%, 12/15/2019     1,526  
        Kane Cook & DuPage Counties GO        
  2,800     5.00%, 01/01/2031 ☼     3,256  
              35,652  
        Indiana - 1.3%        
        Indiana State FA Hospital Rev        
  1,000     5.00%, 12/01/2029     1,209  
        Indianapolis, IN Airport Auth Rev        
  1,000     5.00%, 01/01/2029     1,160  
        Vigo County, IN, Hospital Auth        
  2,000     5.75%, 09/01/2042 ■     2,033  
        Whiting, IN, Environmental Facilities Rev        
  1,000     1.85%, 06/01/2044 Δ     1,013  
              5,415  
        Kansas - 0.3%        
        Wyandotte County-Kansas City, KS        
  1,000     5.00%, 09/01/2025     1,222  
                 
        Kentucky - 0.9%        
        Kentucky Public Transportation Inf Auth        
  350     5.00%, 07/01/2017     384  
        Louisville & Jefferson County, KY        
  1,515     5.00%, 12/01/2023     1,816  
        Louisville & Jefferson County, KY, Metropolitan        
  1,710     1.65%, 10/01/2033 Δ     1,738  
              3,938  
        Louisiana - 1.3%        
        Louisiana Tobacco Settlement Financing Corp.        
  2,500     5.00%, 05/15/2026     2,695  

 

2
 

  

The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Municipal Bonds - 94.4% - (continued)     
     Louisiana - 1.3% - (continued)     
     New Orleans, LA, Aviation Board     
$2,500   6.00%, 01/01/2023  $2,936 
         5,631 
     Maryland - 0.4%     
     Westminster Maryland Rev     
 1,500   4.38%, 07/01/2021   1,556 
           
     Massachusetts - 1.9%     
     Massachusetts State Development Fin Agency Rev     
 1,200   8.00%, 04/15/2031   1,434 
     Massachusetts State Health and Education Fac Auth     
 1,000   5.00%, 07/01/2016   1,020 
 2,355   8.00%, 10/01/2039   2,475 
     Massachusetts State PA     
 455   4.00%, 07/01/2022   518 
 385   5.00%, 07/01/2021   462 
 650   5.00%, 07/01/2023   781 
     Tufts Medical Center, Inc     
 1,200   5.00%, 01/01/2019   1,354 
         8,044 
     Michigan - 4.2%     
     Kent, MI, Hospital FA     
 4,000   6.00%, 07/01/2035   4,073 
     Michigan FA     
 1,000   5.00%, 07/01/2018   1,108 
 650   5.00%, 07/01/2029   735 
 2,700   5.00%, 10/01/2030   3,192 
     Michigan St FA     
 2,555   5.00%, 06/01/2033   2,964 
 1,000   5.00%, 06/01/2034   1,156 
     Royal Oak, MI, Hospital FA     
 2,000   8.25%, 09/01/2039 ‡   2,530 
     Wayne County, MI, Airport Auth Rev     
 1,000   5.00%, 12/01/2015   1,036 
 1,000   5.00%, 12/01/2030   1,188 
         17,982 
     Mississippi - 0.7%     
     Mississippi State Business Fin Corp.     
 3,000   1.63%, 12/01/2040   3,044 
           
     Missouri - 0.9%     
     Kirkwood, MO, Industrial DA Retirement Community     
 3,500   8.25%, 05/15/2045   4,064 
           
     Nevada - 1.7%     
     Clark County, NV, School Dist GO     
 1,625   5.00%, 06/15/2020   1,668 
     Las Vegas, NV Spl Impt Dist     
 365   5.00%, 06/01/2027   382 
 700   5.00%, 06/01/2029   726 
     Mesquite, NV, Special Improvement Dist 07-01     
 440   6.00%, 08/01/2027   450 
     Nevada State GO     
 2,500   5.00%, 08/01/2019   2,937 
     Nevada State Natural Resources GO     
 1,110   5.00%, 03/01/2026   1,360 
         7,523 
     New Jersey - 3.8%     
     New Jersey Health Care Facilities FA, Hospital Asset Transformation     
 2,855   5.75%, 10/01/2031   3,395 
     New Jersey State Econ DA     
 1,510   4.88%, 09/15/2019   1,597 
 1,590   5.00%, 03/01/2023   1,854 
     New Jersey State Educational FA Rev, University of Medicine & Dentistry     
 2,000   7.50%, 12/01/2032   2,553 
     New Jersey State Interstate Turnpike Auth Rev     
 3,000   5.00%, 01/01/2025 ‡   3,594 
     New Jersey State Transportation Trust FU     
 5,000   4.80%, 12/15/2032 ○   2,270 
 1,000   5.00%, 09/15/2017   1,095 
         16,358 
     New Mexico - 1.0%     
     Los Alamos County, NM, Tax Improvement Rev     
 3,000   5.88%, 06/01/2027   3,506 
     Montecito Estates, NM, Public Improvement Dist     
 905   7.00%, 10/01/2037   950 
         4,456 
     New York - 10.7%     
     Liberty, NY, Corp. Development Goldman Sachs Headquarters     
 2,000   5.25%, 10/01/2035   2,491 
     New York City Housing Development Corp     
 940   4.50%, 02/15/2048   974 
     New York City, NY, Transitional FA Rev     
 5,000   5.00%, 08/01/2031   6,055 
     New York Metropolitan Transportation Auth Rev     
 2,100   5.00%, 11/15/2020   2,518 
     New York State Dormitory Auth Rev     
 1,670   5.00%, 03/15/2022   2,019 
 2,000   5.00%, 12/15/2027   2,438 
 970   5.00%, 03/15/2028   1,085 
 1,000   5.00%, 03/15/2030   1,226 
     New York State Liberty Development Corp. Rev     
 1,535   5.15%, 11/15/2034 ■   1,723 
     New York State Thruway Auth     
 1,000   5.00%, 01/01/2019   1,154 
 1,250   5.00%, 05/01/2019   1,449 
 1,000   5.00%, 03/15/2021   1,212 
     New York State Urban Development Corp. Rev     
 1,000   5.00%, 03/15/2026   1,221 
     New York, NY, GO     
 4,000   6.25%, 10/15/2028   4,765 
     New York, NY, IDA Terminal One Group Assoc Proj AMT     
 2,000   5.50%, 01/01/2024   2,089 
     Newburth, NY, GO     
 1,145   5.00%, 06/15/2019   1,277 
     PA of New York and New Jersey     
 2,750   5.00%, 10/15/2025   3,357 
     Town of Oyster Bay, NY, GO     
 2,340   5.00%, 08/15/2024   2,860 
     TSASC, Inc.     
 2,500   5.00%, 06/01/2034   2,261 
     Ulster County, NY, Capital Resource Corp. Rev     
 940   3.72%, 09/15/2044 ■○   698 

 

3
 

  

The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Municipal Bonds - 94.4% - (continued)     
     New York - 10.7% - (continued)     
     Ulster County, NY, IDA Kingston Regional Senior Living     
$2,000   6.00%, 09/15/2042  $1,984 
     Yonkers, NY, GO     
 885   3.00%, 08/15/2019   934 
         45,790 
     North Carolina - 1.0%     
     North Carolina Eastern Municipal Power     
 1,325   4.00%, 01/01/2020   1,491 
     North Carolina Medical Care Commission Retirement FA Rev, First Mortgage Galloway Ridge     
 1,555   5.88%, 01/01/2031   1,753 
     North Carolina State Medical Care Commission, Galloway Ridge, Inc.     
 1,000   6.00%, 01/01/2039   1,109 
         4,353 
     Ohio - 4.1%     
     Allen County, OH, Hospital Fac Rev     
 2,000   5.00%, 05/01/2023   2,397 
     Buckeye Tobacco Settlement FA     
 4,000   5.88%, 06/01/2047   3,395 
     Buckeye, OH, Tobacco Settlement FA     
 6,680   6.00%, 06/01/2042   5,678 
     Dayton, OH City School Dist GO     
 2,000   5.00%, 11/01/2027   2,520 
     Lancaster, OH, Gas Rev     
 2,275   0.70%, 02/01/2019 Δ   2,284 
     Ohio State Cultural Sports Fac Building Projects     
 1,235   5.00%, 04/01/2020   1,457 
         17,731 
     Oregon - 0.5%     
     Port of Portland, Oregon Airport Rev     
 1,000   5.00%, 07/01/2031   1,181 
 750   5.00%, 07/01/2032   881 
         2,062 
     Other U.S. Territories - 0.2%     
     Puerto Rico Highway and Transportation Auth     
 705   4.95%, 07/01/2026   723 
           
     Pennsylvania - 3.4%     
     Allegheny County, PA, Industrial DA Charter School     
 985   6.75%, 08/15/2035   1,092 
     Montgomery County, PA, Higher Education and Health     
 1,165   5.00%, 10/01/2023   1,336 
     Pennsylvania State GO     
 1,000   7.00%, 07/15/2028   1,097 
     Pennsylvania State IDA     
 2,250   5.00%, 07/01/2021   2,690 
     Pennsylvania State Turnpike Commission Rev     
 575   0.90%, 12/01/2020 Δ   576 
 575   1.00%, 12/01/2021 Δ   576 
 1,335   6.00%, 06/01/2028   1,542 
     Philadelphia, PA, Municipal Auth     
 750   6.38%, 04/01/2029   895 
 800   6.50%, 04/01/2034   955 
     Pittsburgh, PA, School Dist GO     
 1,575   5.00%, 09/01/2021   1,876 
     Pittsburgh, PA, School Dist GO - (continued)     
 750   5.00%, 09/01/2023   880 
     Susquehanna, PA, Regional Airport Auth System Rev     
 1,000   5.00%, 01/01/2019   1,099 
         14,614 
     Rhode Island - 1.2%     
     Cranston, RI, GO     
 1,415   5.00%, 07/01/2019   1,614 
     Rhode Island State & Providence Plantations     
 1,500   4.00%, 10/01/2018   1,647 
     Rhode Island State Health & Educational Bldg Corp.     
 1,655   4.00%, 05/15/2017   1,749 
         5,010 
     South Carolina - 0.1%     
     Lancaster County, SC, Sun City Assessment     
 1,987   0.00%, 11/01/2017 ●   397 
           
     South Dakota - 0.6%     
     South Dakota State Education Enhancement     
 1,000   5.00%, 06/01/2026   1,141 
     South Dakota State Health & Educational FA     
 1,000   5.00%, 11/01/2029   1,200 
     South Dakota State Housing DA     
 185   6.13%, 05/01/2033   187 
         2,528 
     Texas - 9.2%     
     Arlington, TX, Higher Education Fin     
 1,000   5.00%, 08/15/2027   1,225 
     Brazos Harbor, TX, Industrial Development Corp.     
 1,500   5.90%, 05/01/2038   1,683 
     Dallas, TX, Ind School Dist GO     
 1,350   5.00%, 08/15/2034   1,385 
     Dallas-Fort Worth, TX, International Airport Fac Improvement Corp.     
 2,000   6.15%, 01/01/2016   2,005 
     El Paso, TX, ISD, GO     
 2,860   5.00%, 08/15/2026   3,183 
     Harris County - Houston, TX     
 250   5.00%, 11/15/2032   292 
 350   5.00%, 11/15/2034   405 
     Lower Colorado River, TX, Auth Rev     
 55   7.25%, 05/15/2037   56 
     North East TX ISD, GO     
 1,000   5.00%, 08/01/2028   1,224 
     North Texas Tollway Auth Rev     
 2,995   5.00%, 01/01/2022   3,572 
 2,500   5.00%, 01/01/2030   2,918 
     San Antonio, TX, Airport System Rev     
 1,985   5.00%, 07/01/2023   2,366 
     San Antonio, TX, Water Rev     
 2,200   5.00%, 05/15/2026   2,719 
     Tarrant County, TX, Cultural Education Fac     
 1,000   5.00%, 10/01/2034   1,100 
     Texas State Public FA Charter School     
 3,555   5.38%, 02/15/2037   3,561 
     Texas State Transportation Commission     
 1,500   0.37%, 04/01/2032 ‡Δ   1,503 

 

4
 

  

The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount      Market Value ╪ 
Municipal Bonds - 94.4% - (continued)          
     Texas - 9.2% - (continued)          
     Texas State Transportation Commission Turnpike System          
$1,250   5.00%, 08/15/2032 ☼      $1,436 
     Texas State Transportation Commission, GO          
 2,500   0.40%, 10/01/2041 Δ        2,500 
     Travis County, TX, Health Fac Development          
 2,000   7.13%, 11/01/2040        2,348 
     Travis County, TX, Health Fac, Querencia Barton Creek Project          
 600   5.65%, 11/15/2035        607 
     Wylie, TX, ISD, GO          
 3,500   1.55%, 08/15/2018 ○‡        3,380 
              39,468 
     Vermont - 0.2%          
     Vermont State Econ DA Waste          
 900   4.75%, 04/01/2036 ■        904 
                
     Virginia - 1.6%          
     Virginia Public Building Auth          
 4,000   5.00%, 08/01/2023        5,025 
     Washington County, VA, Industrial DA Hospital          
 1,750   7.75%, 07/01/2038        2,076 
              7,101 
     Washington - 3.1%          
     Grant County, WA, Utility Dist #2          
 1,825   5.00%, 01/01/2022        2,208 
 1,905   5.00%, 01/01/2023        2,305 
     Washington State Health Care Fac Auth          
 500   4.00%, 11/15/2015        514 
 2,000   5.00%, 03/01/2029        2,372 
 1,650   5.00%, 10/01/2042        1,999 
     Washington State Health Care Fac Auth, VA Mason Medical          
 3,600   6.13%, 08/15/2037        3,957 
              13,355 
     West Virginia - 0.5%          
     West Virginia State Hospital FA          
 1,900   9.13%, 10/01/2041        2,245 
                
     Wisconsin - 3.2%          
     Milwaukee County, WI, Airport Rev          
 1,790   5.00%, 12/01/2025        2,136 
     Wisconsin Health and Educational Fac, Iowa Health System Obligated Group          
 1,700   5.00%, 12/01/2028        2,066 
     Wisconsin State GO          
 2,685   5.75%, 05/01/2033        3,167 
 1,295   6.00%, 05/01/2036        1,536 
     Wisconsin State Health & Educational Fac Auth Rev          
 2,000   5.00%, 11/15/2027        2,422 
     Wisconsin State Health and Educational Fac Auth Rev          
 2,465   5.25%, 08/15/2024        2,612 
              13,939 
     Total Municipal Bonds          
     (Cost $380,881)       $405,806 
                
     Total Long-Term Investments
(Cost $380,881)
       $405,806 
                
Short-Term Investments - 6.4%          
     Other Investment Pools and Funds - 6.4%          
$27,301   JP Morgan Tax Free Money Market Fund       $27,301 
                
     Total Short-Term Investments          
     (Cost $27,301)       $27,301 
                
     Total Investments          
     (Cost $408,182) ▲   100.8%  $433,107 
     Other Assets and Liabilities   (0.8)%   (3,512)
     Total Net Assets   100.0%  $429,595 

  

5
 

  

The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

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

 

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

 

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for reporting ease. 

 

At January 31, 2015, the cost of securities for federal income tax purposes was $408,182 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $28,324 
Unrealized Depreciation   (3,399)
Net Unrealized Appreciation  $24,925 

 

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

 

ΔVariable rate securities; the rate reported is the coupon rate in effect at January 31, 2015.

 

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 noted, these holdings are determined to be liquid. At January 31, 2015, the aggregate value of these securities was $6,427, which represents 1.5% of total net assets.  

 

This security, or a portion of this security, was purchased on a when-issued or delayed-delivery basis. The cost of these securities was $11,260 at January 31, 2015.

 

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

 

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
USD United School District
VA Veterans Administration

  

Credit Exposure

as of January 31, 2015

 

Credit Rating *  Percentage of
Net Assets
 
Aaa/ AAA   3.6%
Aa/ AA   24.3 
A   36.4 
Baa/ BBB   11.8 
Ba/ BB   3.3 
B   3.7 
Not Rated   11.3 
Short-Term Instruments   6.4 
Other Assets and Liabilities   (0.8)
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 (Moody's) and typically range from AAA/Aaa (highest) to C/D (lowest). Presentation of S&P and Moody's credit ratings in this report have been selected for informational purposes for shareholders, as well as the Fund's consideration of industry practice. 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 the Fund's shares. Ratings may change.

 

6
 

  

The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary

January 31, 2015

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Municipal Bonds   405,806        405,806     
Short-Term Investments   27,301    27,301         
Total  $433,107   $27,301   $405,806   $ 

 

For the three-month period ended January 31, 2015, 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.

 

7
 

 

The Hartford Quality Bond Fund
Schedule of Investments
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 

Asset and Commercial Mortgage Backed Securities - 26.8%

     
     Finance and Insurance - 26.2%     
     Ally Automotive Receivables Trust     
$60    3.38%, 09/15/2017 ■   $60 
     Ally Master Owner Trust     
 250    1.72%, 07/15/2019    252 
     American Credit Acceptance Receivables     
 23    1.64%, 11/15/2016 ■    23 
     AmeriCredit Automobile Receivables Trust     
 250    3.38%, 04/09/2018    257 
 250    4.98%, 01/08/2018    251 
     Asset Backed Securities Corp Home Equity     
 212    0.68%, 08/25/2034 ‡Δ    189 
     Baclays Dryrock Issuance Trust     
 300    0.50%, 03/16/2020 Δ    300 
     Bank of America Credit Card Trust     
 125    0.45%, 01/15/2020 Δ    125 
     Cabela's Master Credit Card Trust     
 170    0.61%, 07/15/2022 Δ    169 
     Carfinance Capital Automotive Trust     
 13    1.65%, 07/17/2017 ■    12 
     Carlyle Global Market Strategies     
 250    1.75%, 04/17/2025 ■Δ    250 
     CIFC Funding Ltd.     
 225    1.38%, 08/14/2024 ■‡Δ    225 
     Connecticut Avenue Securities Series     
 50    2.77%, 05/25/2024 Δ    44 
 300    4.57%, 01/25/2024 Δ    310 
 100    5.42%, 10/25/2023 Δ    109 
     Dryden Senior Loan Fund     
 250    1.71%, 07/15/2026 ■Δ    249 
     First Horizon Mortgage Pass-Through Trust     
 243    2.58%, 08/25/2037 Δ    200 
     First Investors Automotive Owner Trust     
 150    2.47%, 05/15/2018 ■    151 
     FREMF Mortgage Trust     
 153    3.46%, 11/25/2046 ■‡Δ    156 
 165    4.22%, 06/25/2047 ■‡Δ    177 
 200    4.53%, 10/25/2030 ■‡Δ    214 
     Greenwich Capital Commercial Funding Corp.     
 241    5.44%, 03/10/2039 Δ    257 
     GSR Mortgage Loan Trust     
 199    2.56%, 04/25/2036 Δ    169 
     IndyMac Index Mortgage Loan Trust     
 102    2.80%, 06/25/2036 ‡Δ    78 
 75    4.95%, 08/25/2036 ‡Δ    74 
     JP Morgan Mortgage Trust     
 160    3.00%, 09/25/2044 ■    162 
     LB-UBS Commercial Mortgage Trust     
 90    5.37%, 09/15/2039 ‡Δ    95 
     Magnetite CLO Ltd.     
 250    1.71%, 04/15/2026 ■‡Δ    249 
 250    2.23%, 07/25/2026 ■‡Δ    245 
     Morgan Stanley Dean Witter Capital I     
 77    1.70%, 03/25/2033 ‡Δ    72 
     Morgan Stanley Re-Remic Trust     
 389    5.80%, 08/15/2045 ■‡Δ    418 
     MortgageIT Trust     
 219    0.81%, 02/25/2035 ‡Δ    214 
     Residential Accredit Loans, Inc.     
 250    3.54%, 09/25/2035 ‡Δ    213 
     Residential Funding Mortgage Securities, Inc.     
 172    2.78%, 09/25/2035 ‡Δ    160 
 256    3.22%, 02/25/2036 ‡Δ    228 
 173    5.75%, 01/25/2036 ‡    141 
     Santander Drive Automotive Receivables Trust     
 68    3.82%, 08/15/2017    69 
     Sequoia Mortgage Trust     
 100    0.40%, 02/20/2035 Δ    96 
     SpringCastle America Funding LLC     
 181    2.70%, 05/25/2023 ■    181 
     Springleaf Funding Trust     
 110    2.41%, 12/15/2022 ■    110 
     Springleaf Mortgage Loan Trust     
 200    2.31%, 06/25/2058 ■    197 
 155    3.52%, 12/25/2065 ■    158 
     Washington Mutual Mortgage Pass-Through     
 43    0.33%, 02/25/2037 ‡Δ    30 
 228    5.50%, 03/25/2035    222 
     Wells Fargo Mortgage Backed Securities Trust     
 210    2.62%, 10/25/2036 Δ    198 
     Westlake Automobile Receivables Trust     
 200    2.24%, 04/15/2020 ■    201 
         7,960 
           
     Transportation Equipment Manufacturing - 0.6%     
     TAL Advantage LLC     
 182    2.83%, 02/22/2038 ■    182 
           
     Total Asset and Commercial Mortgage Backed Securities     
     (Cost $8,039)   $8,142 
           

Municipal Bonds - 0.4%

     
     Utilities - Combined - 0.4%     
     New York Utility Debt Securitization Auth     
$110    3.44%, 12/15/2025 ‡   $119 
           
     Total Municipal Bonds     
     (Cost $110)   $119 
           

U.S. Government Agencies - 61.7%

     
     FHLMC - 15.9%     
$3,700    1.62%, 08/25/2040 ►   $242 
 695    1.66%, 07/25/2041 ►    80 
 2,250    1.75%, 11/25/2040 ►    257 
 200    3.00%, 02/15/2029 ☼Ð    210 
 700    3.00%, 02/15/2045 ☼Ð    723 
 200    3.50%, 02/15/2029 ☼Ð    213 
 810    3.50%, 02/15/2045 ☼Ð    854 
 470    4.00%, 02/15/2045 ☼Ð    503 
 500    4.00%, 03/15/2045 ☼Ð    534 
 1,100    4.50%, 02/15/2045 ☼Ð    1,191 
         4,807 
           

 

1
 

 

The Hartford Quality Bond Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 

U.S. Government Agencies - 61.7% - (continued)

     
     FNMA - 30.4%     
$229    0.42%, 02/25/2043 Δ   $229 
 5    2.29%, 10/01/2022    5 
 257    2.48%, 08/01/2022    265 
 100    2.50%, 02/15/2030 ☼Ð    103 
 482    2.71%, 12/01/2027    496 
 25    2.76%, 05/01/2021    26 
 5    2.78%, 04/01/2022    5 
 363    2.95%, 01/01/2028    381 
 5    2.98%, 01/01/2022    5 
 465    3.00%, 02/15/2045 ☼Ð    481 
 5    3.20%, 04/01/2022    5 
 25    3.21%, 05/01/2023    27 
 15    3.34%, 04/01/2024    16 
 5    3.45%, 01/01/2024    5 
 5    3.47%, 01/01/2024    5 
 3,500    3.50%, 02/15/2045 ☼Ð    3,698 
 250    3.54%, 02/01/2024    276 
 15    3.67%, 08/01/2023    16 
 5    3.76%, 03/01/2024    6 
 5    3.86%, 12/01/2025    6 
 15    3.87%, 10/01/2025    17 
 15    3.89%, 05/01/2030    17 
 15    3.93%, 10/01/2023    17 
 5    3.96%, 05/01/2034    6 
 10    3.97%, 05/01/2029    11 
 200    4.00%, 02/15/2029 ☼Ð    212 
 320    4.00%, 03/01/2041    343 
 10    4.06%, 10/01/2028    12 
 500    4.06%, 03/01/2030    584 
 195    4.50%, 08/01/2041    216 
 78    4.50%, 09/01/2041    84 
 1,520    4.50%, 02/15/2045 ☼Ð    1,650 
         9,225 
     GNMA - 15.4%     
 300    3.00%, 02/15/2045 ☼Ð    311 
 1,600    3.50%, 02/15/2045 ☼Ð    1,691 
 1,100    4.00%, 03/15/2045 ☼Ð    1,172 
 139    4.50%, 09/20/2041    151 
 93    5.00%, 07/15/2039    105 
 93    5.00%, 06/15/2041    102 
 94    5.00%, 03/15/2044    105 
 100    5.00%, 02/15/2045 ☼Ð    110 
 100    5.50%, 02/15/2044 ☼Ð    112 
 225    6.00%, 07/15/2037    255 
 59    6.00%, 01/15/2039    66 
 447    6.00%, 09/15/2040    505 
         4,685 
     Total U.S. Government Agencies     
     (Cost $18,501)   $18,717 
           
U.S. Government Securities - 3.3%     
U.S. Treasury Securities - 3.3%     
     U.S. Treasury Notes - 3.3%     
$975    2.00%, 02/15/2022 ‡   $1,009 
           
     Total U.S. Government Securities     
     (Cost $966)   $1,009 
           
     Total Long-Term Investments     
     (Cost $27,616)   $27,987 
           
Short-Term Investments - 52.4%     
Repurchase Agreements - 52.4%     
     Bank of America Merrill Lynch Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $15, collateralized by U.S. Treasury
Note 0.88%, 2017, value of $16)
     
$15    0.04%, 1/31/15   $15 
     Bank of America Merrill Lynch TriParty
Repurchase Agreement (maturing on
02/02/2015 in the amount of $669,
collateralized by FHLMC 3.50% - 4.00%, 2032
- 2045, FNMA 1.83% - 4.50%, 2025 - 2045,
value of $683)
     
 669    0.06%, 1/31/15    669 
     Bank of Montreal  TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $4,856, collateralized by U.S.
Treasury Bill 0.04% - 0.25%, 2015 - 2016, U.S.
Treasury Bond 3.00% - 9.88%, 2015 - 2044,
U.S. Treasury Note 0.25% - 4.63%, 2015 -
2022, value of $4,953)
     
 4,856    0.05%, 1/31/15 ‡    4,856 
     Bank of Montreal TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$1,131, collateralized by FHLMC 2.00% -
5.50%, 2022 - 2044, FNMA 3.00% - 4.00%,
2022 - 2042, GNMA 3.00%, 2043, U.S.
Treasury Bill 0.25%, 2016, U.S. Treasury Note
0.75% - 2.50%, 2017 - 2024, value of $1,153)
     
 1,131    0.06%, 1/31/15    1,131 
     Barclays Capital TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$3,234, collateralized by U.S. Treasury Note
1.50% - 2.00%, 2016 - 2023, value of $3,299)
     
 3,234    0.04%, 1/31/15 ‡    3,234 
     Citigroup Global Markets, Inc. TriParty
Repurchase Agreement (maturing on
02/02/2015 in the amount of $2,103,
collateralized by U.S. Treasury Bond 3.75% -
4.50%, 2038 - 2043, value of $2,145)
     
 2,103    0.05%, 1/31/15 ‡    2,103 

 

2
 

 

The Hartford Quality Bond Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount          Market Value ╪ 
Short-Term Investments - 52.4% - (continued)
Repurchase Agreements - 52.4% - (continued)
     Deutsche Bank Securities TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $184, collateralized by FHLMC
2.50% - 6.50%, 2020 - 2041, FNMA 2.50% -
6.50%, 2016 - 2047, GNMA 3.50%, 2045, U.S.
Treasury Bill 0.07% - 0.25%, 2015 - 2016, U.S.
Treasury Bond 2.38% - 5.38%, 2027 - 2043,
U.S. Treasury Note 0.13% - 4.63%, 2015 -
2024, value of $188)
          
 184    0.05%, 1/31/15       184 
     Royal Bank of Scotland TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $773, collateralized by U.S.
Treasury Bond 8.13%, 2019, U.S. Treasury
Note 2.38% - 3.63%, 2020 - 2024, value of
$789)
          
$773    0.06%, 1/31/15        $773 
     Societe Generale TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $48, collateralized by U.S. Treasury
Note 0.75% - 2.63%, 2016 - 2017, value of
$48)
          
 48    0.06%, 1/31/15         48 
     TD Securities TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$2,886, collateralized by FHLMC 3.00% -
4.00%, 2026 - 2043, FNMA 2.50% - 5.00%,
2025 - 2044, value of $2,944)
          
 2,886    0.07%, 1/31/15         2,886 
              15,899 
     Total Short-Term Investments          
     (Cost $15,899)        $15,899 
                
     Total Investments          
     (Cost $43,515) ▲    144.6%  $43,886 
     Other Assets and Liabilities    (44.6)%   (13,539)
     Total Net Assets    100.0%  $30,347 

 

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

 

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

 

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for reporting ease.

 

At January 31, 2015, the cost of securities for federal income tax purposes was $43,526 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation   $420 
Unrealized Depreciation    (60)
Net Unrealized Appreciation   $360 

 

ΔVariable rate securities; the rate reported is the coupon rate in effect at January 31, 2015.

 

Securities disclosed are interest-only strips.

 

3
 

 

The Hartford Quality Bond Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

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 noted, these holdings are determined to be liquid. At January 31, 2015, the aggregate value of these securities was $3,620, which represents 11.9% of total net assets.

 

This security, or a portion of this security, was purchased on a when-issued or delayed-delivery basis. The cost of these securities was $13,701 at January 31, 2015.

 

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

 

ÐRepresents or includes a TBA transaction.

 

Cash pledged and received as collateral in connection with derivatives at January 31, 2015:

 

   Pledged   Received 
Futures contracts  $46   $ 
Total  $46   $ 

 

Futures Contracts Outstanding at January 31, 2015

 

   Number of  Expiration  Notional   Market   Unrealized
Appreciation/(Depreciation)
   Variation Margin 
Description  Contracts*  Date  Amount   Value ╪   Asset   Liability   Asset   Liability 
Long position contracts:
U.S. Treasury 10-Year Note Future  17  03/20/2015  $2,174   $2,225   $51   $   $11   $ 
U.S. Treasury 5-Year Note Future    5  03/31/2015   595    607    12        2     
U.S. Treasury CME Ultra Long Term Bond Future    8  03/20/2015   1,262    1,431    169        16     
Total                  $232   $   $29   $ 
Short position contracts:
U.S. Treasury 30-Year Bond Future    7  03/20/2015  $1,061   $1,059   $2   $   $2   $(5)
                                     
Total futures contracts            $234   $   $31   $(5)

 

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

 

TBA Sale Commitments Outstanding at January 31, 2015

 

Description  Principal
Amount
   Maturity Date  Market Value ╪   Unrealized
Appreciation/
Depreciation
 
FHLMC, 5.00%  $200   02/15/2044  $221   $ 
FNMA, 3.00%   100   02/15/2030   105    (1)
FNMA, 3.50%   400   02/15/2030   425    (1)
FNMA, 4.00%   500   02/15/2045   535    (2)
GNMA, 3.50%   200   03/15/2044   211     
GNMA, 4.50%   200   02/15/2040   218     
GNMA, 4.50%   630   02/15/2045   684    (2)
Total          $2,399   $(6)

 

At January 31, 2015, the aggregate market value of these securities represents 7.9% 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.

 

4
 

 

The Hartford Quality Bond Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Other Abbreviations:
CLO Collateralized Loan Obligation
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
GNMA Government National Mortgage Association
TBA To Be Announced
     

Credit Exposure
as of January 31, 2015
Credit Rating *  Percentage of
Net Assets
 
Aaa/ AAA   70.3%
Aa/ AA   9.2 
A   2.5 
Baa/ BBB   2.2 
B   0.5 
Caa/ CCC or Lower   4.7 
Not Rated   2.8 
Short-Term Instruments   52.4 
Other Assets and Liabilities   (44.6)
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 (Moody's) and typically range from AAA/Aaa (highest) to C/D (lowest). Presentation of S&P and Moody's credit ratings in this report have been selected for informational purposes for shareholders, as well as the Fund's consideration of industry practice. 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 the Fund's shares. Ratings may change.

 

5
 

 

The Hartford Quality Bond Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary

January 31, 2015

  

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Asset and Commercial Mortgage Backed Securities   $8,142   $   $7,023   $1,119 
Municipal Bonds    119        119     
U.S. Government Agencies    18,717        18,717     
U.S. Government Securities    1,009        1,009     
Short-Term Investments    15,899        15,899     
Total   $43,886   $   $42,767   $1,119 
Futures *   $234   $234   $   $ 
Total   $234   $234   $   $ 
Liabilities:                    
TBA Sale Commitments   $2,399   $   $2,399   $ 
Total   $2,399   $   $2,399   $ 

 

For the three-month period ended January 31, 2015, 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, 2014
   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, 2015
 
Assets:                                             
Asset & Commercial Mortgage Backed Securities   $1,132   $   $(8)*  $1   $   $(6)  $   $   $1,119 
Total   $1,132   $   $(8)  $1   $   $(6)  $   $   $1,119 

 

*Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2015 was $(8).

 

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
 

 

 

Hartford Real Total Return Fund

Schedule of Investments

January 31, 2015 (Unaudited)

(000’s Omitted)

 

 

Shares or Principal Amount ╬  Market Value ╪ 
Common Stocks - 49.4%     
     Automobiles and Components - 2.8%     
 1   Aisin Seiki Co., Ltd.  $31 
 11   Fiat Chrysler Automobiles N.V. ●   151 
 1   Fuji Heavy Industries Ltd.   41 
 14   Hi-Lex Corp.   396 
 4   Isuzu Motors Ltd.   48 
 23   Nissin Kogyo Co., Ltd.   355 
 26   Tachi-S Co., Ltd.   373 
 20   Tokai Rika Co., Ltd.   419 
 10   Toyota Industries Corp.   550 
 20   TS Technology Co., Ltd.   515 
         2,879 
     Banks - 4.6%     
 740   Alpha Bank A.E. ●   270 
 25   BNP Paribas   1,292 
 675   Eurobank Ergasias S.A. ●   83 
 142   Mitsubishi UFJ Financial Group, Inc.   757 
 323   Piraeus Bank S.A. ●   188 
 73   San-In Godo Bank Ltd.   595 
 40   Shizuoka Bank Ltd.   369 
 31   Societe Generale Class A   1,235 
 2   Sumitomo Mitsui Financial Group, Inc.   64 
         4,853 
     Capital Goods - 4.4%     
 3   AECOM ●   78 
 2   Amada Co., Ltd.   21 
 137   Capstone Turbine Corp. ●   85 
 3   Doosan Corp.   300 
 4   Ellaktor S.A. ●   8 
 2   HD Supply Holdings, Inc. ●   63 
 1   Illinois Tool Works, Inc.   111 
 14   Inaba Denki Sangyo Co.   488 
 3   Itochu Corp.   35 
 15   Jgc Corp.   300 
 44   Kinden Corp.   519 
 32   Kuroda Electric Co., Ltd.   462 
 1   Moog, Inc. Class A ●   57 
 1   Northrop Grumman Corp.   114 
 4   Obara Group, Inc.   195 
 5   Owens Corning, Inc.   197 
 2   Polypore International, Inc. ●   107 
 1   Raytheon Co.   105 
 16   Taikisha Ltd.   370 
 3   Taser International, Inc. ●   78 
 9   Toshiba Machine Co., Ltd.   34 
 1   Trex Co., Inc. ●   61 
 30   Ushio, Inc.   351 
 61   Yamazen Corp.   427 
         4,566 
     Commercial and Professional Services - 1.5%     
 12   AEON Delight Co., Ltd.   266 
 3   Clean Harbors, Inc. ●   148 
 14   Enernoc, Inc. ●   242 
 3   Geo Group, Inc.   112 
 34   Heidrick & Struggles International, Inc.   747 
 2   Robert Half International, Inc.   94 
         1,609 
     Consumer Durables and Apparel - 2.8%     
 1   Columbia Sportswear Co.   57 
 1   G-III Apparel Group Ltd. ●   89 
 1   GoPro, Inc. ●   48 
 1   Helen of Troy Ltd. ●   79 
 5   Kate Spade & Co. ●   151 
 1   Michael Kors Holdings Ltd. ●   49 
 128   PanaHome Corp.   770 
 15   Sankyo Co., Ltd.   538 
 44   Sekisui House Ltd.   573 
 1   Under Armour, Inc. Class A ●   48 
 2   V.F. Corp.   114 
 26   Yondoshi Holdings, Inc.   401 
         2,917 
     Consumer Services - 0.8%     
 1   Brinker International, Inc.   64 
    Chipotle Mexican Grill, Inc. ●   77 
 1   DineEquity, Inc.   67 
 1   Domino's Pizza, Inc.   52 
 1   Fiesta Restaurant Group, Inc. ●   52 
 1   H.I.S. Co., Ltd.   40 
 1   Hyatt Hotels Corp. ●   44 
 1   Jack in the Box, Inc.   55 
 1   Marriott Vacations Worldwide Corp.   78 
 1   Opap S.A.   11 
 1   Popeyes Louisiana Kitchen, Inc. ●   66 
 1   Sonic Corp.   44 
 1   Starbucks Corp.   60 
 1   Wyndham Worldwide Corp.   76 
         786 
     Diversified Financials - 1.7%     
 60   Aizawa Securities Co., Ltd.   298 
    BlackRock, Inc.   78 
 1   CBOE Holdings, Inc.   82 
 3   E*Trade Financial Corp. ●   58 
 75   Hellenic Exchanges - Athens Stock Exchange S.A.   400 
 3   Interactive Brokers Group   95 
 21   Kyokuto Securities Co., Ltd.   299 
 1   MarketAxess Holdings, Inc.   88 
 1   MSCI, Inc.   56 
 4   Santander Consumer USA Holdings, Inc.   67 
 34   Uranium Participation Corp. ●   147 
 4   Wisdomtree Investment, Inc.   61 
         1,729 
     Energy - 4.3%     
 1   Baker Hughes, Inc.   49 
 19   Cobalt International Energy, Inc. ●   177 
    Diamondback Energy, Inc. ●   18 
 3   Energen Corp.   165 
 1   GS Holdings Corp.   21 
 4   HollyFrontier Corp.   158 
 52   Japan Petroleum Exploration Co., Ltd.   1,586 
 5   JX Holdings, Inc.   17 
 13   K&O Energy Group, Inc.   161 
 23   Karoon Gas Australia Ltd. ●   38 
 40   Knightsbridge Shipping Ltd.   160 
 1   Marathon Petroleum Corp.   70 
 36   McDermott International, Inc. ●   80 
 79   Motor Oil Hellas Corinth Refineries S.A.   539 
 12   Patterson-UTI Energy, Inc.   198 
 3   Pioneer Natural Resources Co.   400 
 6   Rice Energy, Inc. ●   96 
 2   Southwestern Energy Co. ●   50 
 36   Trican Well Service Ltd.   137 

  

1
 

  

Hartford Real Total Return Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

  

Shares or Principal Amount ╬  Market Value ╪ 
Common Stocks - 49.4% - (continued)     
     Energy - 4.3% - (continued)     
 35   Tsakos Energy Navigation Ltd.  $241 
 3   Whiting Petroleum Corp. ●   101 
         4,462 
     Food and Staples Retailing - 0.3%     
 1   CVS Health Corp.   89 
 8   Kato Sangyo Co., Ltd.   143 
 1   Tsuruha Holdings, Inc.   35 
         267 
     Food, Beverage and Tobacco - 0.8%     
 6   Altria Group, Inc.   297 
 1   Asahi Group Holdings Ltd.   40 
 2   Japan Tobacco, Inc.   45 
 1   Keurig Green Mountain, Inc.   146 
 2   Kirin Brewery Co., Ltd.   32 
 1   Monster Beverage Corp. ●   119 
 4   Post Holdings, Inc. ●   195 
         874 
     Health Care Equipment and Services - 1.9%     
 1   Anthem, Inc.   131 
 2   Cantel Medical Corp.   97 
 196   CareView Communications, Inc. ●†   88 
 1   CIGNA Corp.   116 
 2   Community Health Systems, Inc. ●   88 
 1   HCA Holdings, Inc. ●   94 
 1   Humana, Inc.   115 
 1   LifePoint Hospitals, Inc. ●   91 
 24   Medipal Holdings Corp.   283 
 2   Medtronic plc   118 
 2   Molina Healthcare, Inc. ●   113 
 2   Natus Medical, Inc. ●   92 
 12   Paramount Bed Holdings Co., Ltd.   338 
 1   Sirona Dental Systems, Inc. ●   120 
 1   Universal Health Services, Inc. Class B   92 
 2   Zeltiq Aesthetics, Inc. ●   62 
         2,038 
     Insurance - 0.6%     
 37   Sony Financial Holdings, Inc.   519 
 2   Tokio Marine Holdings, Inc.   77 
         596 
     Materials - 3.0%     
 885   AMVIG Holdings Ltd.   438 
 9   Graphic Packaging Holding Co. ●   126 
 273   Greatview Aseptic Packaging Co., Ltd.   125 
 9   Headwaters, Inc. ●   120 
 1   Lafarge S.A.   90 
    LG Chem Ltd.   70 
 1   Lotte Chemical Corp.   139 
 5   Louisiana-Pacific Corp. ●   89 
 15   Maruichi Steel Tube Ltd.   356 
 4   Methanex Corp. ADR   159 
 31   Mitsui Chemicals, Inc.   91 
 9   Norbord, Inc.   198 
 67   PTT Chemical Public Co., Ltd.   116 
 31   Tenma Corp.   410 
 7   Tokyo Ohka Kogyo Co., Ltd.   239 
 2   Wacker Chemie AG   177 
 9   Yamato Kogyo Co.   243 
         3,186 
     Media - 1.5%     
 1   DISH Network Corp. ●   48 
 35   Nippon Television Network Corp.   578 
 9   Pandora Media, Inc. ●   145 
 1   Time Warner, Inc.   82 
 2   Tribune Media Co. - Class A ●   130 
 32   TV Asahi Holdings Corp. Θ   505 
 1   Walt Disney Co.   122 
         1,610 
     Pharmaceuticals, Biotechnology and Life Sciences - 2.8%     
 1   AbbVie, Inc.   54 
 4   Achillion Pharmaceuticals, Inc. ●   66 
 1   Actavis plc ●   170 
 1   Alexion Pharmaceuticals, Inc. ●   109 
 1   Alkermes plc ●   82 
 24   Arena Pharmaceuticals, Inc. ●   105 
    Biogen Idec, Inc. ●   121 
 1   Biomarin Pharmaceutical, Inc. ●   76 
 2   Bristol-Myers Squibb Co.   107 
 1   Celgene Corp. ●   81 
 4   Dyax Corp. ●   57 
 2   Eli Lilly & Co.   167 
 1   Endo International plc ●   55 
 1   Gilead Sciences, Inc. ●   70 
 1   Illumina, Inc. ●   111 
 1   Incyte Corp. ●   101 
    Jazz Pharmaceuticals plc ●   76 
 1   Medivation, Inc. ●   74 
 3   Mylan, Inc. ●   137 
    Pharmacyclics, Inc. ●   63 
 3   Portola Pharmaceuticals, Inc. ●   93 
    Regeneron Pharmaceuticals, Inc. ●   135 
 100   TherapeuticsMD, Inc. ●   408 
 1   Thermo Fisher Scientific, Inc.   77 
    United Therapeutics Corp. ●   54 
 1   Vertex Pharmaceuticals, Inc. ●   157 
 1   WuXi PharmaTech Cayman, Inc. ●   56 
 3   Zoetis, Inc.   108 
         2,970 
     Real Estate - 2.0%     
 1   American Tower Corp. REIT   55 
 3   CBRE Group, Inc. ●   98 
 3   Chesapeake Lodging Trust REIT   94 
 3   Corrections Corp. of America REIT   104 
    Daito Trust Construction Co., Ltd.   36 
 9   Deutsche Annington Immobile   305 
 2   DuPont Fabros Technology, Inc. REIT   79 
    GLP J-REIT   64 
 143   Grivalia Properties REIC   1,270 
         2,105 
     Retailing - 2.6%     
 1   Advance Automotive Parts, Inc.   84 
 1   Amazon.com, Inc. ●   252 
 18   Coupons.com, Inc. ●   260 
 20   Doshisha Co., Ltd.   317 
 62   Groupon, Inc. ●   446 
 1   HSN, Inc.   100 
 1   L Brands, Inc.   79 
 2   Liberty Media - Interactive A ●   65 
 14   Office Depot, Inc. ●   108 
    O'Reilly Automotive, Inc. ●   87 
 16   Pal Co., Ltd.   409 

 

2
 

  

Hartford Real Total Return Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

 

Shares or Principal Amount ╬  Market Value ╪ 
Common Stocks - 49.4% - (continued)     
     Retailing - 2.6% - (continued)     
    Shimamura Co., Ltd.  $29 
 3   Tuesday Morning Corp. ●   57 
 5   Vipshop Holdings Ltd. ●   110 
 3   Wayfair, Inc. ●   66 
 15   XEBIO Co., Ltd.   234 
         2,703 
     Semiconductors and Semiconductor Equipment - 2.1%     
 1   Ambarella, Inc. ●   75 
 1   Avago Technologies Ltd.   76 
 635   GCL-Poly Energy Holdings Ltd. ●   138 
 14   Globalwafers Co., Ltd. ●   41 
 4   Integrated Device Technology, Inc. ●   64 
 8   Micron Technology, Inc. ●   247 
 1   NXP Semiconductors N.V. ●   81 
 5   Pericom Semiconductor Corp. ●   77 
    Qorvo, Inc. ●   35 
 3   Spansion, Inc. Class A ●   105 
 29   Sumco Corp.   490 
 8   SunEdison Semiconductor Ltd. ●   158 
 20   SunEdison, Inc. ●   370 
 5   SunPower Corp. ●   128 
 2   Tessera Technologies, Inc.   71 
 1   Tokyo Seimitsu Co., Ltd.   28 
         2,184 
     Software and Services - 3.9%     
 6   AOL, Inc. ●   241 
 1   Automatic Data Processing, Inc.   84 
    Baidu, Inc. ADR ●   55 
 2   Barracuda Networks, Inc. ●   64 
 54   Corindus Vascular Robotics, Inc. ●†   224 
 2   Cyber-Ark Software Ltd. ●   62 
 2   Facebook, Inc. ●   120 
 2   FireEye, Inc. ●   68 
 1   FleetCor Technologies, Inc. ●   72 
 2   Fortinet, Inc. ●   65 
 1   Global Payments, Inc.   97 
    Google, Inc. Class A ●   142 
 1   Heartland Payment Systems, Inc.   71 
 2   IAC/InterActiveCorp.   127 
 2   Logmein, Inc. ●   86 
 2   MAXIMUS, Inc.   90 
 3   Microsoft Corp.   112 
 42   Monster Worldwide, Inc. ●   175 
 23   NSD Co., Ltd.   362 
 50   Optimal Payments plc ●   260 
 1   Proofpoint, Inc. ●   68 
 2   Qualys, Inc. ●   65 
 3   Rovi Corp. ●   60 
 2   ServiceNow, Inc. ●   113 
 1   Solarwinds, Inc. ●   65 
 6   Tangoe, Inc. ●   70 
 20   Tencent Holdings Ltd. ●   341 
 3   Total System Services, Inc.   94 
 2   Twitter, Inc. ●   70 
 3   VASCO Data Security International, Inc. ●   63 
 1   Verint Systems, Inc. ●   65 
    Visa, Inc.   81 
 21   WELLNET Corp.   392 
         4,124 
     Technology Hardware and Equipment - 3.0%     
 14   Alcatel - Lucent ADR ●   50 
 32   Amano Corp.   339 
 3   Apple, Inc.   399 
 1   Canon, Inc.   32 
 7   Hitachi High-Technologies Co.   228 
 40   Hosiden Corp.   213 
 39   Japan Digital Laboratory Co., Ltd.   542 
 13   Melco Holdings, Inc.   211 
 41   Nichicon Corp.   313 
 18   Nippon Ceramic Co., Ltd.   273 
 1   Palo Alto Networks, Inc. ●   69 
 123   ParkerVision, Inc. ●   126 
 19   Star Micronics Co., Ltd.   238 
 2   Super Micro Computer, Inc. ●   74 
         3,107 
     Telecommunication Services - 0.6%     
 22   Gogo, Inc. ●   316 
 1   Nippon Telegraph & Telephone Corp.   89 
 1   SBA Communications Corp. ●   59 
 3   SoftBank Corp.   168 
         632 
     Transportation - 1.4%     
    Alaska Air Group, Inc.   30 
 42   China Shipping Development ●   30 
 2   CSX Corp.   82 
 1   Delta Air Lines, Inc.   28 
 1   FedEx Corp.   124 
 1   Hawaiian Holdings, Inc. ●   17 
 4   Hertz Global Holdings, Inc. ●   90 
 1   Japan Airlines Co., Ltd.   43 
 2   JetBlue Airways Corp. ●   31 
 1   Old Dominion Freight Line, Inc. ●   75 
 816   Pacific Basin Ship   301 
 51   Paragon Shipping, Inc. ●   89 
 2   Republic Airways Holdings, Inc. ●   22 
 47   Safe Bulkers, Inc.   168 
 106   Scorpio Bulkers, Inc. ●   157 
    Spirit Airlines, Inc. ●   28 
 8   Star Bulk Carriers Corp. ●   30 
    United Continental Holdings, Inc. ●   35 
 6   UTI Worldwide, Inc. ●   68 
         1,448 
     Total Common Stocks     
     ( Cost $56,466)  $51,645 
           
Warrants - 0.2%     
     Banks - 0.2%     
 384   Alpha Bank A.E.  $165 
           
     Total Warrants     
     (Cost $735)  $165 

 

3
 

 

Hartford Real Total Return Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

 

Shares or Principal Amount ╬  Market Value ╪ 
Exchange Traded Funds - 3.0%     
     Other Investment Pools and Funds - 3.0%     
 3   Health Care Select Sector SPDR Fund  $190 
 16   iShares MSCI Japan ETF   181 
 162   PowerShares DB Commodity Index Tracking Fund ●   2,821 
           
     Total Exchange Traded Funds     
     (Cost $4,535)  $3,192 
           
Corporate Bonds - 6.0%     
     Computer and Electronic Product Manufacturing - 1.2%     
     SunEdison, Inc.     
$352   0.25%, 01/15/2020 ■β  $328 
 328   2.00%, 10/01/2018 ■   467 
 328   2.75%, 01/01/2021 ■   477 
         1,272 
     Finance and Insurance - 0.2%     
     CIT Group, Inc.     
 143   3.88%, 02/19/2019   143 
           
     Information - 1.4%     
     Altice Financing S.A.     
 320   6.63%, 02/15/2023 ■   320 
     Altice S.A.     
EUR   396     6.25%, 02/15/2025 ■   447 
 360   7.63%, 02/15/2025 ■   360 
     T-Mobile USA, Inc.     
 356   6.46%, 04/28/2019   369 
         1,496 
     Motor Vehicle and Parts Manufacturing - 2.4%     
     Chrysler Group LLC     
 1,580   8.00%, 06/15/2019 ╦   1,661 
     General Motors Co.     
 725   5.20%, 04/01/2045   809 
         2,470 
     Petroleum and Coal Products Manufacturing - 0.8%     
     Cobalt International Energy, Inc.     
 1,192   3.13%, 05/15/2024 β   855 
           
     Total Corporate Bonds     
     (Cost $6,220)  $6,236 
           
Foreign Government Obligations - 14.1%     
     Brazil - 0.7%     
     Brazil (Federative Republic of)     
BRL   2,022     6.00%, 08/15/2022 ◄  $766 
           
     Greece - 3.6%     
     Greece (Republic of)     
EUR  1,545     2.00%, 02/24/2023 §   1,008 
EUR1,435     2.00%, 02/24/2024 §   927 
EUR1,360     2.00%, 02/24/2025 §   860 
EUR1,050     2.00%, 02/24/2028 §   587 
EUR575     2.00%, 02/24/2029 §   319 
        $3,701 
     Mexico - 9.8%     
     Mexico (United Mexican States)     
MXN  122,964   4.50%, 11/22/2035 ◄  10,242 
           
     Total Foreign Government Obligations     
     (Cost $17,280)  $14,709 
           
U.S. Government Securities - 8.0%     
U.S. Treasury Securities - 8.0%     
     U.S. Treasury Bonds - 8.0%     
$7,925   0.63%, 02/15/2043 □◄  $8,333 
           
     Total U.S. Government Securities     
     (Cost $6,439)  $8,333 
           
     Total Long-Term Investments Excluding Purchased Options     
     (Cost $91,675)  $84,280 
           
Short-Term Investments - 14.4%     
Repurchase Agreements - 14.4%     
    

Bank of America Merrill Lynch Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $15, collateralized by U.S. Treasury
Note 0.88%, 2017, value of $15)

     
$15   0.04%, 1/31/15  $15 
    

Bank of America Merrill Lynch TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $634, collateralized by FHLMC
3.50% - 4.00%, 2032 - 2045, FNMA 1.83% -
4.50%, 2025 - 2045, value of $647)

     
 634   0.06%, 1/31/15   634 
    

Bank of Montreal  TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$4,603, collateralized by U.S. Treasury Bill
0.04% - 0.25%, 2015 - 2016, U.S. Treasury
Bond 3.00% - 9.88%, 2015 - 2044, U.S.
Treasury Note 0.25% - 4.63%, 2015 - 2022,
value of $4,695)

     
 4,603   0.05%, 1/31/15   4,603 
    

Bank of Montreal TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$1,072, collateralized by FHLMC 2.00% -
5.50%, 2022 - 2044, FNMA 3.00% - 4.00%,
2022 - 2042, GNMA 3.00%, 2043, U.S.
Treasury Bill 0.25%, 2016, U.S. Treasury Note
0.75% - 2.50%, 2017 - 2024, value of $1,093)

     
 1,072   0.06%, 1/31/15   1,072 
    

Barclays Capital TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$3,066, collateralized by U.S. Treasury Note
1.50% - 2.00%, 2016 - 2023, value of $3,127)

     
 3,066   0.04%, 1/31/15   3,066 
    

Citigroup Global Markets, Inc. TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $1,993, collateralized by U.S.
Treasury Bond 3.75% - 4.50%, 2038 - 2043,
value of $2,033)

     
 1,993   0.05%, 1/31/15   1,993 

  

4
 

  

Hartford Real Total Return Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

  

Shares or Principal Amount ╬      Market Value ╪ 
Short-Term Investments - 14.4% - (continued)          
Repurchase Agreements - 14.4% - (continued)          
    

Deutsche Bank Securities TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $175, collateralized by FHLMC
2.50% - 6.50%, 2020 - 2041, FNMA 2.50% -
6.50%, 2016 - 2047, GNMA 3.50%, 2045, U.S.
Treasury Bill 0.07% - 0.25%, 2015 - 2016, U.S.
Treasury Bond 2.38% - 5.38%, 2027 - 2043,
U.S. Treasury Note 0.13% - 4.63%, 2015 -
2024, value of $178)

          
$175   0.05%, 1/31/15      $175 
    

Royal Bank of Scotland TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $733, collateralized by U.S. Treasury
Bond 8.13%, 2019, U.S. Treasury Note 2.38% -
3.63%, 2020 - 2024, value of $748)

          
 733   0.06%, 1/31/15        733 
    

Societe Generale TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $45,
collateralized by U.S. Treasury Note 0.75% -
2.63%, 2016 - 2017, value of $46)

          
 45   0.06%, 1/31/15        45 
    

TD Securities TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$2,736, collateralized by FHLMC 3.00% -
4.00%, 2026 - 2043, FNMA 2.50% - 5.00%,
2025 - 2044, value of $2,791)

          
 2,736   0.07%, 1/31/15        2,736 
              15,072 
     Total Short-Term Investments          
     (Cost $15,072)       $15,072 
                
     Total Investments Excluding Purchased Options          
     (Cost $106,747)   95.1%  $99,352 
     Total Purchased Options          
     (Cost $306)   0.1%   90 
     Total Investments          
     (Cost $107,053) ▲   95.2%  $99,442 
     Other Assets and Liabilities   4.8%   5,003 
     Total Net Assets   100.0%  $104,445 

 

5
 

  

Hartford Real Total Return Fund

Schedule of Investments – (continued)

January 31, 2015 (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 Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group indices and/or as defined by Fund management. Industry classifications may not be identical across all security types.

 

Other than the industry classifications "Other Investment Pools and Funds" and "Exchange Traded Funds," equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

 

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for reporting ease. 

 

At January 31, 2015, the cost of securities for federal income tax purposes was $107,648 and the aggregate gross unrealized appreciation and depreciation based on that cost were:     Unrealized

 

Appreciation  $5,629 
Unrealized Depreciation   (13,835)
Net Unrealized Depreciation  $(8,206)

 

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

 

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, 2015, the aggregate fair value of these securities was $312, which represents 0.3% 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 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 noted, these holdings are determined to be liquid. At January 31, 2015, the aggregate value of these securities was $2,399, which represents 2.3% 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, as amended. 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, 2015, the aggregate value of these securities was $3,701, which represents 3.5% of total net assets.  

 

βConvertible security.

 

This security, or a portion of this security, has been pledged as collateral in connection with OTC swap contracts.

 

ΘThis security, or a portion of this security, has been pledged as collateral in connection with OTC option and/or swaption contracts.

 

This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.

 

Cash  pledged and received as collateral in connection with derivatives at January 31, 2015:

 

   Pledged ‡   Received 
OTC option and/or OTC swap contracts  $   $636 
Exchange traded options contracts   4,058     
Futures contracts   1,628     
Total  $5,686   $636 

 

As previously noted, certain securities, or a portion of these securities, are pledged as collateral in connection with certain derivative instruments. These securities are held by the Fund but are not represented in the table above.

 

6
 

  

Hartford Real Total Return Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

   

OTC Option Contracts Outstanding at January 31, 2015

 

Description  Counter -
party
  Risk
Exposure
Category
  Exercise Price/ FX Rate/
Rate
   Expiration
Date
  Number of
Contracts *
   Market
Value ╪
   Premiums
Received/
Paid by
Fund Δ
   Unrealized
Appreciation
(Depreciation)
 
Purchased Option contracts:                                  
Calls                                  
DAX Option  JPM  EQ   12,000.00 EUR   06/19/15  EUR240   $22   $21   $1 
Mitsui O.S.K. Lines Ltd. Option  JPM  EQ   390.50 JPY   02/06/15  JPY125,900    13    16    (3)
Total Calls                 126,140   $35   $37   $(2)
Puts                                  
KOSPI 200 Index Option  JPM  EQ   229.81 KRW   04/16/15  KRW2,736,660   $2   $6   $(4)
                                   
Total purchased option contracts                 2,862,800   $37   $43   $(6)
Written option contracts:                                  
Puts                                  
Mitsui O.S.K. Lines Ltd. Option  JPM  EQ   319.50 JPY   02/06/15  JPY125,900   $   $14   $14 

 

*The number of contracts does not omit 000's.
ΔFor purchased options, premiums are paid by the Fund, for written options, premiums are received.

 

Exchange Traded Option Contracts Outstanding at January 31, 2015

 

Description  Risk
Exposure
Category
  Exercise Price/ FX Rate/
Rate
   Expiration
Date
  Number of
Contracts *
   Market
Value ╪
   Premiums
Received/Paid
by Fund Δ
   Unrealized
Appreciation
(Depreciation)
 
Purchased option contracts:                               
Calls                               
Financial Select Sector SPDR Option  EQ   25.00 USD   03/20/15  USD 970   $6   $11   $(5)
S&P 500 Index Option  EQ   2,050.00 USD   03/20/15  USD4    9    19    (10)
S&P 500 Index Option  EQ   2,150.00 USD   03/20/15  USD152    29    203    (174)
S&P 500 Index Option  EQ   2,200.00 USD   06/19/15  USD12    9    30    (21)
Total Calls              1,138   $53   $263   $(210)
Total purchased option contracts              1,138   $53   $263   $(210)
Written option contracts:                               
Calls                               
Energy Select SPDR Option  EQ   80.00 USD   02/20/15  USD156   $8   $12   $4 
iPath S&P 500 VIX Short Term Option  EQ   37.00 USD   02/20/15  USD122    32    12    (20)
iPath S&P 500 VIX Short-Term Option  EQ   37.00 USD   03/20/15  USD189    78    35    (43)
Total Calls              467   $118   $59   $(59)
Puts                               
Health Care SPDR Option  EQ   67.00 USD   02/20/15  USD329   $18   $23   $5 
iShares Biotech Option  EQ   310.00 USD   03/20/15  USD35    27    29    2 
S&P 500 Index Option  EQ   1,900.00 USD   02/20/15  USD2    2    3    1 
S&P 500 Index Option  EQ   1,950.00 USD   02/20/15  USD7    15    18    3 
S&P 500 Index Option  EQ   1,850.00 USD   03/20/15  USD91    174    177    3 
S&P 500 Index Option  EQ   1,975.00 USD   03/20/15  USD10    47    30    (17)
Total put option contracts              474   $283   $280   $(3)
Total written option contracts              941   $401   $339   $(62)

 

*The number of contracts does not omit 000's.
ΔFor purchased options, premiums are paid by the Fund, for written options, premiums are received.

 

7
 

 

Hartford Real Total Return Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

 

Futures Contracts Outstanding at January 31, 2015

 

   Number of   Expiration  Notional   Market   Unrealized
Appreciation/(Depreciation)
   Variation Margin 
Description  Contracts*   Date  Amount   Value ╪   Asset   Liability   Asset   Liability 
Long position contracts:                                      
Euro STOXX 50 Future   387   03/20/2015  $13,583   $14,646   $1,063   $   $   $(101)
Euro-BUND Future   81   03/06/2015   14,385    14,589    204        61     
FTSE/MIB Index Future   2   03/20/2015   234    232        (2)       (1)
German Stock Exchange Future   26   03/20/2015   7,856    7,856                (31)
Hang Seng Index Future   6   02/26/2015   958    949        (9)       (5)
IBEX 35 Index Future   6   02/20/2015   703    704    1            (7)
MSCI Taiwan Stock Index Future   210   02/25/2015   7,391    7,306        (85)       (19)
NIKKEI 225 Index Future   67   03/12/2015   10,006    10,082    76        34     
S&P 500 (E-Mini) Future   84   03/20/2015   8,460    8,351        (109)   1    (181)
SGX FTSE China A50 Index Future   158   02/26/2015   1,736    1,658        (78)       (23)
SGX S&P CNX NIFTY Future   100   02/26/2015   1,797    1,776        (21)       (21)
Stockholm Stock Exchange Future   49   02/20/2015   861    931    70        2     
TDX ISE National-30 Index Future   46   02/27/2015   214    208        (6)        
U.S. Treasury 10-Year Note Future   48   03/20/2015   6,235    6,282    47        33     
U.S. Treasury 30-Year Bond Future   37   03/20/2015   5,603    5,597        (6)       (47)
U.S. Treasury CME Ultra Long Term Bond Future   46   03/20/2015   7,878    8,231    353        91     
Total                    $1,814   $(316)  $222   $(436)
Short position contracts:                                      
Australian 10-Year Bond Future   125   03/16/2015  $12,372   $12,824   $   $(452)  $   $(40)
Australian SPI 200 Index Future   106   03/19/2015   10,920    11,433        (513)   1    (59)
CAC 40 10 EURO Future   41   02/20/2015   1,992    2,135        (143)   12     
Canadian Government 10-Year Bond Future   28   03/20/2015   3,129    3,210        (81)       (20)
FTSE 100 Index Future   10   03/20/2015   977    1,010        (33)   7     
FTSE/JSE Top 40 Future Index   109   03/19/2015   4,046    4,233        (187)       (28)
Japan 10-Year Bond Future   5   03/11/2015   6,321    6,307    14            (8)
Long Gilt Future   45   03/27/2015   8,053    8,396        (343)       (58)
Mexican Stock Exchange Index Future   300   03/20/2015   8,263    8,186    77        192     
Russell 2000 Mini Index Future   73   03/20/2015   8,543    8,477    66        136     
S&P/TSX 60 Index Future   45   03/19/2015   5,833    6,059        (226)   6     
Tokyo Price Index Future   140   03/12/2015   17,150    16,864    286            (12)
Total                    $443   $(1,978)  $354   $(225)
Total futures contracts                    $2,257   $(2,294)  $576   $(661)

 

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

 

OTC Total Return Swap Contracts Outstanding at January 31, 2015

 

      Notional   Payments received  Expiration  Upfront
Premiums
   Upfront
Premiums
   Market   Unrealized
Appreciation/(Depreciation)
 
Reference Entity  Counterparty  Amount   (paid) by Fund  Date  Paid   Received   Value ╪   Asset   Liability 
Eurex Stoxx Bank  GSC   EUR  492   CAH5  03/20/15  $   $   $(29)  $   $(29)
iPath S&P 500 VIX  MSC   USD  89   1M LIBOR - 2.90%  11/19/15           (4)       (4)
iPath S&P 500 VIX  MSC   USD  149   1M LIBOR - 2.90%  12/02/15           (28)       (28)
iPath S&P 500 VIX  MSC   USD  307   1M LIBOR - 2.90%  12/09/15           (47)       (47)
iPath S&P 500 VIX  MSC   USD  322   1M LIBOR - 2.90%  12/11/15           (33)       (33)
iPath S&P 500 VIX  MSC   USD  2,694   1M LIBOR - 2.90%  12/21/15           (134)       (134)
iPath S&P 500 VIX  MSC   USD  249   1M LIBOR - 2.90%  12/24/15           (70)       (70)
S&P 500 Energy Sector Index  BOA   USD  138   1M LIBOR - 0.45%  01/29/16           4    4     
S&P 500 High Beta Index  DEUT   USD  10,005   1M LIBOR + 0.22%  04/30/15           447    447     
S&P 500 Materials Sector Index  BOA   USD  6,293   1M LIBOR + 0.45%  12/31/15           78    78     
S&P 500 Utilities Select Sector SPDR  BOA   USD  280   1M LIBOR  01/29/16           4    4     
Technology Select Sector Index  BCLY   USD  406   (1M LIBOR + 0.45%)  06/30/15           (1)       (1)
Utilities Select Sector Index  BCLY   USD  269   1M LIBOR + 0.25%  06/30/15           (10)       (10)
VelocityShares Inverse VIX  MSC   USD  99   1M LIBOR - 2.15%  11/19/15           9    9     
VelocityShares Inverse VIX  MSC   USD  114   1M LIBOR - 2.15%  12/02/15           24    24     

 

8
 

  

Hartford Real Total Return Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

  

OTC Total Return Swap Contracts Outstanding at January 31, 2015 - (continued)

 

       Notional   Payments received  Expiration  Upfront
Premiums
   Upfront
Premiums
   Market   Unrealized
Appreciation/(Depreciation)
 
Reference Entity  Counterparty   Amount   (paid) by Fund  Date  Paid   Received   Value ╪   Asset   Liability 
VelocityShares Inverse VIX   MSC    USD  218   1M LIBOR - 2.15%  12/09/15  $   $   $39   $39   $ 
VelocityShares Inverse VIX   MSC    USD  208   1M LIBOR - 2.15%  12/11/15           28    28     
VelocityShares Inverse VIX   MSC    USD  128   1M LIBOR - 2.90%  12/11/15           17    17     
VelocityShares Inverse VIX   MSC    USD  1,925   1M LIBOR - 2.15%  12/21/15           176    176     
VelocityShares Inverse XIV   MSC    USD  1,191   1M LIBOR - 2.15%  01/13/16           93    93     
WIG20 Index   GSC    PLN  10,810   KRSU5  03/20/15           52    52     
Total                  $   $   $615   $971   $(356)

 

Foreign Currency Contracts Outstanding at January 31, 2015

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
AUD  Buy  03/18/2015  BNP  $642   $617   $   $(25)
AUD  Buy  02/27/2015  CBA   3,126    2,995        (131)
AUD  Buy  02/27/2015  DEUT   2,569    2,573    4     
AUD  Buy  02/27/2015  GSC   2,568    2,573    5     
AUD  Buy  02/27/2015  GSC   3,693    3,476        (217)
AUD  Buy  02/27/2015  JPM   3,410    3,234        (176)
AUD  Buy  02/27/2015  SSG   3,693    3,475        (218)
AUD  Buy  03/18/2015  SSG   519    499        (20)
AUD  Buy  02/27/2015  UBS   2,040    1,962        (78)
AUD  Sell  02/27/2015  BCLY   1,606    1,540    66     
AUD  Sell  02/27/2015  BNP   1,606    1,540    66     
AUD  Sell  03/18/2015  BOA   848    834    14     
AUD  Sell  02/27/2015  CSFB   1,605    1,540    65     
AUD  Sell  02/27/2015  GSC   4,017    3,836    181     
AUD  Sell  03/18/2015  MSC   147    147         
AUD  Sell  03/18/2015  RBC   1,924    1,810    114     
AUD  Sell  03/18/2015  TDS   505    494    11     
AUD  Sell  02/27/2015  UBS   2,035    1,965    70     
AUD  Sell  02/27/2015  WEST   1,605    1,540    65     
BRL  Buy  02/03/2015  BCLY   555    560    5     
BRL  Buy  02/03/2015  MSC   855    849        (6)
BRL  Buy  02/03/2015  SCB   1,630    1,605        (25)
BRL  Buy  02/03/2015  UBS   506    515    9     
BRL  Buy  02/03/2015  UBS   3,246    3,123        (123)
BRL  Buy  03/03/2015  UBS   416    401        (15)
BRL  Sell  02/03/2015  BCLY   1,279    1,235    44     
BRL  Sell  02/03/2015  MSC   3,494    3,511        (17)
BRL  Sell  03/03/2015  MSC   834    813    21     
BRL  Sell  02/03/2015  UBS   1,074    1,057    17     
BRL  Sell  02/03/2015  UBS   836    849        (13)
BRL  Sell  03/03/2015  UBS   2,381    2,293    88     
CAD  Buy  03/18/2015  BNP   443    411        (32)
CAD  Buy  03/18/2015  MSC   518    474        (44)
CAD  Buy  02/27/2015  RBC   9,117    8,518        (599)
CAD  Buy  03/18/2015  RBC   271    245        (26)
CAD  Sell  02/27/2015  BCLY   1,760    1,718    42     
CAD  Sell  02/27/2015  BOA   4,367    4,259    108     
CAD  Sell  03/18/2015  BOA   212    207    5     
CAD  Sell  03/18/2015  CBA   731    715    16     
CAD  Sell  02/27/2015  DEUT   3,938    3,847    91     
CAD  Sell  02/03/2015  MSC   4    4         
CAD  Sell  03/18/2015  MSC   338    337    1     
CAD  Sell  02/04/2015  RBC   7    7         
CAD  Sell  02/27/2015  TDS   2,179    2,129    50     
CHF  Sell  02/27/2015  CSFB   11,665    12,977        (1,312)

 

9
 

  

Hartford Real Total Return Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

 

Foreign Currency Contracts Outstanding at January 31, 2015 - (continued)

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
CHF  Sell  03/18/2015  CSFB  $535   $571   $   $(36)
CNY  Sell  03/18/2015  UBS   1,062    1,047    15     
EUR  Buy  03/18/2015  BCLY   994    973        (21)
EUR  Buy  02/27/2015  BOA   5,287    5,065        (222)
EUR  Buy  03/18/2015  BOA   1,063    1,071    8     
EUR  Buy  03/18/2015  BOA   325    311        (14)
EUR  Buy  03/18/2015  CBA   1,585    1,597    12     
EUR  Buy  02/27/2015  CBK   5,529    5,331        (198)
EUR  Buy  02/27/2015  JPM   3,648    3,697    49     
EUR  Buy  03/18/2015  JPM   324    294        (30)
EUR  Buy  03/18/2015  MSC   349    349         
EUR  Buy  02/27/2015  RBC   5,529    5,387        (142)
EUR  Buy  03/18/2015  SSG   1,537    1,461        (76)
EUR  Buy  03/18/2015  TDS   298    297        (1)
EUR  Buy  02/27/2015  UBS   606    589        (17)
EUR  Buy  03/18/2015  UBS   880    883    3     
EUR  Buy  03/18/2015  UBS   612    595        (17)
EUR  Sell  02/03/2015  BCLY   66    66         
EUR  Sell  02/27/2015  BOA   9,155    8,746    409     
EUR  Sell  03/18/2015  CBA   23    23         
EUR  Sell  02/27/2015  CBK   5,385    5,140    245     
EUR  Sell  02/27/2015  DEUT   6,202    6,086    116     
EUR  Sell  02/27/2015  GSC   3,718    3,628    90     
EUR  Sell  02/27/2015  GSC   2,746    2,758        (12)
EUR  Sell  02/27/2015  HSBC   3,735    3,569    166     
EUR  Sell  03/18/2015  HSBC   2,203    2,087    116     
EUR  Sell  02/27/2015  JPM   2,095    2,043    52     
EUR  Sell  03/18/2015  JPM   1,045    998    47     
EUR  Sell  02/02/2015  MSC   28    28         
EUR  Sell  03/18/2015  MSC   1,396    1,321    75     
EUR  Sell  03/18/2015  NAB   17,974    16,401    1,573     
EUR  Sell  02/27/2015  TDS   1,860    1,781    79     
EUR  Sell  03/18/2015  UBS   597    581    16     
GBP  Buy  02/27/2015  DEUT   9,136    9,099        (37)
GBP  Buy  03/18/2015  JPM   221    220        (1)
GBP  Buy  03/18/2015  MSC   422    422         
GBP  Buy  03/18/2015  MSC   261    251        (10)
GBP  Buy  03/18/2015  TDS   1,074    1,066        (8)
GBP  Sell  03/18/2015  BOA   636    640        (4)
GBP  Sell  03/18/2015  CBA   283    285        (2)
GBP  Sell  02/27/2015  JPM   7,303    7,224    79     
GBP  Sell  03/18/2015  JPM   228    220    8     
GBP  Sell  03/18/2015  RBC   272    262    10     
GBP  Sell  03/18/2015  SSG   1,041    1,033    8     
HKD  Buy  03/18/2015  GSC   18    18         
HKD  Buy  02/02/2015  JPM   15    15         
HKD  Sell  03/18/2015  HSBC   13    13         
HKD  Sell  03/18/2015  SSG   117    117         
HKD  Sell  03/18/2015  SSG   231    231         
IDR  Buy  03/18/2015  BNP   259    255        (4)
IDR  Sell  03/18/2015  JPM   113    118        (5)
IDR  Sell  03/18/2015  SCB   134    137        (3)
INR  Buy  03/18/2015  BCLY   2,104    2,158    54     
INR  Buy  02/27/2015  CBK   429    433    4     
INR  Buy  04/30/2015  JPM   458    452        (6)
INR  Buy  03/18/2015  UBS   3,811    3,829    18     
INR  Sell  03/18/2015  BCLY   1,063    1,099        (36)
INR  Sell  03/18/2015  MSC   1,072    1,062    10     
JPY  Buy  02/27/2015  BCLY   2,494    2,499    5     

 

10
 

  

Hartford Real Total Return Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

 

Foreign Currency Contracts Outstanding at January 31, 2015 - (continued)

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
JPY  Buy  03/18/2015  BNP  $415   $422   $7   $ 
JPY  Buy  02/27/2015  BOA   3,111    3,114    3     
JPY  Buy  02/27/2015  BOA   613    609        (4)
JPY  Buy  03/18/2015  BOA   318    320    2     
JPY  Buy  03/18/2015  BOA   71    71         
JPY  Buy  02/27/2015  DEUT   2,495    2,499    4     
JPY  Buy  02/27/2015  DEUT   1,555    1,549        (6)
JPY  Buy  02/27/2015  GSC   3,661    3,725    64     
JPY  Buy  03/18/2015  GSC   274    279    5     
JPY  Buy  02/27/2015  JPM   4,525    4,578    53     
JPY  Buy  03/18/2015  MSC   216    216         
JPY  Buy  02/02/2015  NAB   29    29         
JPY  Buy  02/27/2015  NAB   1,943    1,954    11     
JPY  Buy  03/18/2015  TDS   261    262    1     
JPY  Buy  02/27/2015  UBS   5,602    5,688    86     
JPY  Buy  02/27/2015  WEST   1,943    1,954    11     
JPY  Sell  02/27/2015  BOA   7,260    7,284        (24)
JPY  Sell  03/18/2015  CBA   274    275        (1)
JPY  Sell  02/03/2015  DEUT   32    32         
JPY  Sell  03/18/2015  GSC   25,356    25,836        (480)
JPY  Sell  02/27/2015  JPM   1,862    1,851    11     
JPY  Sell  02/27/2015  JPM   9,259    9,321        (62)
JPY  Sell  03/18/2015  MSC   100    100         
JPY  Sell  02/27/2015  NAB   15,287    15,432        (145)
JPY  Sell  02/27/2015  TDS   1,877    1,893        (16)
KRW  Buy  03/18/2015  UBS   60    59        (1)
KRW  Sell  03/18/2015  UBS   190    193        (3)
MXN  Buy  02/27/2015  CBK   4,902    4,773        (129)
MXN  Buy  02/27/2015  MSC   981    959        (22)
MXN  Buy  02/27/2015  RBC   1,778    1,778         
MXN  Buy  02/27/2015  RBC   4,856    4,747        (109)
MXN  Sell  02/27/2015  CBK   4,719    4,625    94     
MXN  Sell  03/18/2015  JPM   260    257    3     
MXN  Sell  03/18/2015  MSC   9,246    8,910    336     
MXN  Sell  02/27/2015  RBC   3,749    3,667    82     
MXN  Sell  02/27/2015  SCB   4,870    4,794    76     
MXN  Sell  02/27/2015  TDS   459    447    12     
NOK  Buy  03/18/2015  GSC   268    249        (19)
NOK  Sell  03/18/2015  JPM   261    249    12     
PLN  Buy  02/27/2015  BCLY   1,264    1,278    14     
PLN  Buy  02/27/2015  BNP   463    454        (9)
PLN  Buy  02/27/2015  BOA   2,190    2,142        (48)
PLN  Buy  02/27/2015  CBK   1,067    1,060        (7)
PLN  Buy  02/27/2015  GSC   1,697    1,713    16     
PLN  Buy  02/27/2015  JPM   1,106    1,108    2     
PLN  Sell  02/27/2015  BNP   1,233    1,247        (14)
PLN  Sell  02/27/2015  GSC   2,355    2,312    43     
PLN  Sell  02/27/2015  JPM   1,755    1,795        (40)
PLN  Sell  02/27/2015  TDS   821    804    17     
SEK  Buy  03/18/2015  HSBC   435    417        (18)
SEK  Buy  03/18/2015  JPM   544    498        (46)
SEK  Buy  03/18/2015  SSG   250    238        (12)
SEK  Sell  03/18/2015  CBA   191    192        (1)
SEK  Sell  03/18/2015  TDS   543    541    2     
SGD  Sell  03/18/2015  TDS   790    790         
TRY  Buy  03/18/2015  UBS   137    128        (9)
TWD  Buy  02/27/2015  JPM   3,109    3,149    40     
TWD  Sell  03/18/2015  BOA   1,995    2,005        (10)
TWD  Sell  03/18/2015  CBA   2,281    2,258    23     

 

11
 

  

Hartford Real Total Return Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

 

Foreign Currency Contracts Outstanding at January 31, 2015 - (continued)

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
TWD  Sell  03/18/2015  CBK  $6,425   $6,347   $78   $ 
ZAR  Buy  02/27/2015  BOA   3,273    3,264        (9)
ZAR  Sell  02/27/2015  CBK   1,056    1,056         
ZAR  Sell  02/27/2015  DEUT   1,129    1,119    10     
ZAR  Sell  02/27/2015  JPM   1,106    1,090    16     
ZAR  Sell  03/18/2015  UBS   3,079    3,080        (1)
Total                     $5,559   $(5,224)

 

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, 2015 (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
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
NAB National Australia Bank Limited
RBC RBC Dominion Securities, Inc.
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  
IDR Indonesian New Rupiah  
INR Indian Rupee  
JPY Japanese Yen  
KRW South Korean Won  
MXN Mexican New Peso  
NOK Norwegian Krone  
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:
CAC Cotation Assistee en Continu
CNX National Stock Exchange of India
DAX Deutscher Aktien Index
FTSE Financial Times and Stock Exchange
IBEX Spanish Stock Index
ISE International Security Exchange
JSE Johannesburg Stock Exhange
KOSPI Korea Composite Stock Price
KRSU5 WIG20 Index Future
MIB Milano Italia Borsa
MSCI Morgan Stanley Capital International
S&P Standard & Poors
SGX Singapore Exchange
TDX db-X In-Target Date Fund
TSX Toronto Stock Exchange
WIG20 Capitalization-weighted stock market index of the 20 largest companies on the Warsaw Stock Exchange

 

Other Abbreviations:
ADR American Depositary Receipt
EQ Equity
ETF Exchange Traded Fund
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
FX Foreign Exchange
GNMA Government National Mortgage Association
J-REIT Japanese Real Estate Investment Trust
LIBOR London Interbank Offered Rate
OTC Over-the-Counter
REIT Real Estate Investment Trust
SPDR Standard & Poor's Depositary Receipt

 

Credit Exposure

as of January 31, 2015

 

Credit Rating *  Percentage of
Net Assets
 
Aa/ AA   8.0%
A   9.8 
Baa/ BBB   0.7 
Ba/ BB   1.3 
B   6.3 
Caa/ CCC or Lower   0.8 
Not Rated   1.2 
Non-Debt Securities and Other Short-Term Instruments   67.1 
Other Assets and Liabilities   4.8 
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 (Moody's) and typically range from AAA/Aaa (highest) to C/D (lowest). Presentation of S&P and Moody's credit ratings in this report have been selected for informational purposes for shareholders, as well as the Fund's consideration of industry practice. 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 the Fund's shares. Ratings may change.

 

13
 

  

Hartford Real Total Return Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

 

Investment Valuation Hierarchy Level Summary

January 31, 2015

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks                    
Automobiles and Components  $2,879   $   $2,879   $ 
Banks   4,853        4,853     
Capital Goods   4,566    1,056    3,510     
Commercial and Professional Services   1,609    1,343    266     
Consumer Durables and Apparel   2,917    635    2,282     
Consumer Services   786    735    51     
Diversified Financials   1,729    732    997     
Energy   4,462    2,639    1,823     
Food and Staples Retailing   267    89    178     
Food, Beverage and Tobacco   874    757    117     
Health Care Equipment and Services   2,038    1,417    621     
Insurance   596        596     
Materials   3,186    1,130    2,056     
Media   1,610    527    1,083     
Pharmaceuticals, Biotechnology and Life Sciences   2,970    2,970         
Real Estate   2,105    430    1,675     
Retailing   2,703    1,714    989     
Semiconductors and Semiconductor Equipment   2,184    1,528    656     
Software and Services   4,124    2,769    1,355     
Technology Hardware and Equipment   3,107    718    2,389     
Telecommunication Services   632    375    257     
Transportation   1,448    1,074    374     
Total   51,645    22,638    29,007     
Corporate Bonds   6,236        6,236     
Exchange Traded Funds   3,192    3,192         
Foreign Government Obligations   14,709        14,709     
U.S. Government Securities   8,333        8,333     
Warrants   165    165         
Short-Term Investments   15,072        15,072     
Purchased Options   90    53    37     
Total  $99,442   $26,048   $73,394   $ 
Foreign Currency Contracts*  $5,559   $   $5,559   $ 
Futures*   2,257    2,257         
Swaps - Total Return*   971        971     
Total  $8,787   $2,257   $6,530   $ 
Liabilities:                    
Written Options   401    401         
Total  $401   $401   $   $ 
Foreign Currency Contracts*  $5,224   $   $5,224   $ 
Futures*   2,294    2,294         
Swaps - Total Return*   356        356     
Total  $7,874   $2,294   $5,580   $ 

 

For the three-month period ended January 31, 2015, investments valued at $454 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 mean 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.

 

14
 

  

Hartford Real Total Return Fund

Schedule of Investments – (continued)

January 31, 2015 (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, 2014
   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, 2015
 
Assets:                                             
Common Stocks  $196   $   $   $   $   $   $   $(196)  $ 
Total  $196   $   $   $   $   $   $   $(196)  $ 

 

*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).

 

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 Short Duration Fund
Schedule of Investments
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 

Asset and Commercial Mortgage Backed Securities - 19.7%

     
     Finance and Insurance - 19.3%     
     Accredited Mortgage Loan Trust     
$1,082    0.84%, 01/25/2035 Δ   $1,063 
     Aegis Asset Backed Securities Trust     
 939    1.27%, 09/25/2034 Δ    927 
     Ally Master Owner Trust     
 1,280    1.00%, 02/15/2018    1,283 
 3,900    1.43%, 06/17/2019    3,917 
 2,695    1.54%, 09/15/2019    2,699 
     American Credit Acceptance Receivables     
 668    1.45%, 04/16/2018 ■    669 
     American Express Credit Account Master Trust     
 455    0.98%, 05/15/2019    456 
     American Tower Trust I     
 3,000    1.55%, 03/15/2043 ■‡    2,985 
     AmeriCredit Automobile Receivables Trust     
 1,290    1.60%, 07/08/2019    1,291 
 2,000    2.72%, 09/09/2019    2,039 
     Apidos CLO     
 2,250    1.33%, 04/15/2025 ■Δ    2,197 
 1,495    1.73%, 04/17/2026 ■Δ    1,490 
     Bayview Commercial Asset Trust     
 4,619    3.32%, 01/25/2037 ■►    1 
 5,014    3.51%, 09/25/2037 ■►    237 
     Bear Stearns Commercial Mortgage Securities, Inc.     
 1,620    5.41%, 12/11/2040    1,659 
     Carlyle Global Market Strategies     
 870    1.38%, 04/18/2025 ■Δ    853 
 2,750    2.33%, 07/20/2023 ■Δ    2,660 
     CarMax Automotive Owner Trust     
 395    1.50%, 08/15/2018    396 
     CBA Commercial Small Balance Commercial Mortgage     
 4,041    2.18%, 01/25/2039 ■►     
     Cent CLO L.P.     
 1,500    1.71%, 01/25/2026 ■Δ    1,496 
     CFCRE Commercial Mortgage Trust     
 1,405    3.76%, 04/15/2044 ■    1,437 
     Chesapeake Funding LLC     
 770    0.61%, 01/07/2025 ■Δ    770 
     Chrysler Capital Automotive Rec Trust     
 975    0.91%, 04/16/2018 ■    977 
     CIFC Funding Ltd.     
 2,125    1.38%, 04/16/2025 ■Δ    2,080 
 2,180    2.33%, 08/14/2024 ■Δ    2,159 
     Citigroup Commercial Mortgage Trust     
 1,315    0.69%, 09/10/2045    1,315 
     Citigroup/Deutsche Bank Commercial Mortgage Trust     
 3,475    5.32%, 12/11/2049    3,678 
 2,839    5.89%, 11/15/2044 ‡    3,102 
     Commercial Mortgage Pass-Through Certificates     
 716    0.67%, 11/15/2045    714 
 795    0.70%, 10/15/2045    793 
 693    0.82%, 08/15/2045    693 
 1,474    1.30%, 03/10/2047    1,477 
 997    1.34%, 07/10/2045    1,004 
 1,727    3.16%, 07/10/2046 ■    1,743 
     Community or Commercial Mortgage Trust     
 1,133    1.28%, 08/10/2046    1,133 
     Connecticut Avenue Securities Series     
 2,309    1.12%, 05/25/2024 Δ    2,273 
 3,744    1.37%, 07/25/2024 Δ    3,713 
     Countrywide Asset-Backed Certificates     
 724    0.79%, 03/25/2035 Δ    725 
     Credit Acceptance Automotive Loan Trust     
 1,650    1.50%, 04/15/2021 ■    1,656 
 1,380    1.55%, 10/15/2021 ■    1,381 
     Credit Suisse Mortgage Capital Certificates     
 2,813    5.47%, 09/15/2039    2,956 
     DB Master Finance LLC     
 515    3.26%, 02/20/2045 ■    520 
     DBUBS Mortgage Trust     
 2,931    1.37%, 01/01/2021 ■►    67 
 1,345    3.64%, 08/10/2044    1,387 
 2,336    3.74%, 11/10/2046 ■    2,389 
     Dryden Senior Loan Fund     
 1,460    1.58%, 04/18/2026 ■Δ    1,447 
     First Franklin Mortgage Loan Trust     
 420    0.60%, 05/25/2035 Δ    417 
     First Investors Automotive Owner Trust     
 1,067    1.23%, 03/15/2019 ■    1,069 
     Ford Credit Automotive Owner Trust     
 2,500    2.62%, 10/15/2016    2,515 
     Ford Credit Floorplan Master Owner Trust     
 1,070    0.71%, 06/15/2020 Δ    1,076 
 435    1.40%, 02/15/2019    436 
     FREMF Mortgage Trust     
 2,320    3.01%, 10/25/2047 ■Δ    2,367 
     Gramercy Park CLO Ltd.     
 1,700    2.13%, 07/17/2023 ■Δ    1,688 
     GS Mortgage Securities Trust     
 940    0.66%, 11/10/2045    937 
 695    1.21%, 07/10/2046    698 
 1,500    5.55%, 04/10/2038    1,534 
     Hasco HIM Trust     
 51    0.00%, 12/26/2035 ■●†     
     Hilton USA Trust     
 1,301    1.16%, 11/05/2030 ■Δ    1,301 
     Home Equity Asset Trust     
 2,196    0.81%, 11/25/2034 Δ    2,182 
     ING Investment Management CLO Ltd.     
 1,455    1.73%, 04/18/2026 ■Δ    1,452 
 2,000    2.08%, 03/14/2022 ■Δ    1,975 
     JP Morgan Chase Commercial Mortgage Securities Corp.     
 345    0.71%, 10/15/2045 Δ    345 
 1,313    1.30%, 01/15/2046    1,322 
 950    3.36%, 11/13/2044 ■    986 
 1,112    3.85%, 06/15/2043 ■    1,115 
 113    4.93%, 09/12/2037    113 
 1,829    5.24%, 12/15/2044 Δ    1,861 
 1,745    5.87%, 04/15/2045 Δ    1,816 
     Limerock CLO     
 2,000    1.73%, 04/18/2026 ■Δ    1,990 

 

1
 

 

The Hartford Short Duration Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 

Asset and Commercial Mortgage Backed Securities - 19.7% - (continued)

     
     Finance and Insurance - 19.3% - (continued)     
     Long Beach Asset Holdings Corp.     
$180    0.00%, 04/25/2046 ■●   $ 
     M&T Bank Automotive Receivables Trust     
 1,595    1.57%, 01/15/2017 ■    1,610 
     Magnetite CLO Ltd.     
 4,680    2.23%, 07/25/2026 ■Δ    4,584 
     Merrill Lynch Mortgage Trust     
 287    5.83%, 06/12/2050 Δ    288 
     Merrill Lynch/Countrywide Commercial Mortgage Trust     
 630    5.38%, 08/12/2048    669 
     MMAF Equipment Finance LLC     
 2,670    1.59%, 02/08/2022 ■    2,671 
     Morgan Stanley BAML Trust     
 449    0.66%, 11/15/2045    447 
     Morgan Stanley Capital I     
 1,395    0.93%, 01/25/2035 Δ    1,375 
 1,284    3.22%, 07/15/2049    1,325 
 1,500    3.88%, 09/15/2047 ■    1,529 
 353    4.99%, 08/13/2042    353 
     Morgan Stanley Re-Remic Trust     
 1,602    1.00%, 03/29/2051 ■    1,602 
     National Credit Union Administration     
 348    1.60%, 10/29/2020    349 
     Neuberger Berman CLO XVI Ltd.     
 1,470    1.72%, 03/01/2026 ■Δ    1,461 
     New York City Tax Lien     
 183    1.19%, 11/10/2026 ■    183 
     Octagon Investment Partners     
 2,500    1.35%, 07/17/2025 ■Δ    2,444 
     OHA Intrepid Leveraged Loan Fund Ltd.     
 877    1.15%, 04/20/2021 ■Δ    878 
     Prestige Automotive Receivables Trust     
 920    1.52%, 04/15/2020 ■    923 
     Race Point CLO Ltd.     
 2,500    2.38%, 05/24/2023 ■Δ    2,455 
     Renaissance Home Equity Loan Trust     
 108    0.00%, 04/25/2037 ■●     
     Residential Asset Securities Corp.     
 20    0.40%, 01/25/2036 Δ    20 
 1,110    5.39%, 07/25/2034    1,144 
     Santander Drive Automotive Receivables Trust     
 1,960    3.64%, 05/15/2018    2,024 
     SBA Tower Trust     
 2,060    2.90%, 10/15/2044 ■Δ    2,097 
     Silverstone Master Issuer plc     
 138    1.81%, 01/21/2055 ■Δ    139 
     SNAAC Automotive Receivables Trust     
 53    1.14%, 07/16/2018 ■    54 
     Springleaf Funding Trust     
 2,125    2.41%, 12/15/2022 ■    2,126 
     Springleaf Mortgage Loan Trust     
 502    1.27%, 06/25/2058 ■    500 
     Structured Agency Credit Risk Debt Notes     
 1,273    1.02%, 04/25/2024 Δ    1,267 
 590    1.17%, 02/25/2024 Δ    588 
     Structured Asset Investment Loan Trust     
 329    0.74%, 04/25/2035 Δ    328 
     Structured Asset Securities Corp.     
 923    0.32%, 02/25/2036 Δ    911 
     Symphony CLO Ltd.     
 4,035    1.98%, 01/09/2023 ■Δ    4,037 
     UBS Commercial Mortgage Trust     
 754    1.03%, 05/10/2045    756 
     UBS-Barclays Commercial Mortgage Trust     
 1,547    0.73%, 08/10/2049    1,536 
     Wachovia Bank Commercial Mortgage Trust     
 91    4.94%, 04/15/2042    91 
 2,319    5.27%, 12/15/2044 Δ    2,359 
 2,918    5.31%, 11/15/2048    3,083 
 1,500    5.48%, 04/15/2047    1,519 
     Westlake Automobile Receivables Trust     
 522    1.12%, 01/15/2018 ■    522 
     WF-RBS Commercial Mortgage Trust     
 1,607    0.67%, 11/15/2045    1,604 
         150,953 
           
     Real Estate, Rental and Leasing - 0.1%     
     ARI Fleet Lease Trust     
 402    0.47%, 01/15/2021 ■Δ    402 
           
     Transportation Equipment Manufacturing - 0.3%     
     GE Equipment Transportation LLC     
 2,500    0.92%, 09/25/2017    2,508 
           
     Total Asset and Commercial Mortgage Backed Securities     
     (Cost $155,881)   $153,863 
           

Corporate Bonds - 56.5%

     
     Accommodation and Food Services - 0.1%     
     Sysco Corp.     
$1,090    2.35%, 10/02/2019   $1,115 
           
     Arts, Entertainment and Recreation - 1.9%     
     CBS Corp.     
 3,000    2.30%, 08/15/2019    3,023 
     DirecTV Holdings LLC     
 915    1.75%, 01/15/2018    919 
 2,681    2.40%, 03/15/2017    2,741 
     Echostar DBS Corp.     
 725    7.13%, 02/01/2016    761 
     Fidelity National Information Services, Inc.     
 750    1.45%, 06/05/2017    749 
     Sky plc     
 1,770    2.63%, 09/16/2019 ■    1,801 
     Time Warner Cable, Inc.     
 2,000    5.85%, 05/01/2017    2,190 
     Viacom, Inc.     
 955    2.20%, 04/01/2019    961 
 1,500    2.75%, 12/15/2019    1,537 
         14,682 
     Beverage and Tobacco Product Manufacturing - 1.7%     
     Anheuser-Busch InBev Worldwide, Inc.     
 3,730    1.38%, 07/15/2017    3,763 

 

2
 

 

The Hartford Short Duration Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 

Corporate Bonds - 56.5% - (continued)

     
     Beverage and Tobacco Product Manufacturing - 1.7% - (continued)     
     Constellation Brands, Inc.     
$1,210    7.25%, 09/01/2016   $1,313 
     Diageo Capital plc     
 3,275    1.50%, 05/11/2017    3,310 
     Imperial Tobacco Finance plc     
 2,000    2.05%, 02/11/2018 ■    2,016 
     Lorillard Tobacco Co.     
 180    2.30%, 08/21/2017    182 
     Molson Coors Brewing Co.     
 311    2.00%, 05/01/2017    315 
     Pernod-Ricard S.A.     
 1,000    2.95%, 01/15/2017 ■    1,030 
     Reynolds American, Inc.     
 1,300    1.05%, 10/30/2015    1,301 
         13,230 
     Chemical Manufacturing - 0.3%     
     Ecolab, Inc.     
 375    1.45%, 12/08/2017    375 
     Monsanto Co.     
 1,820    2.13%, 07/15/2019    1,850 
         2,225 
     Computer and Electronic Product Manufacturing - 0.6%     
     Hewlett-Packard Co.     
 2,000    1.19%, 01/14/2019 Δ    1,976 
 1,090    2.75%, 01/14/2019    1,120 
     Thermo Fisher Scientific, Inc.     
 1,225    1.30%, 02/01/2017    1,226 
     YMobile Corp.     
 500    8.25%, 04/01/2018 ■    524 
         4,846 
     Couriers and Messengers - 0.1%     
     FedEx Corp.     
 825    2.30%, 02/01/2020    839 
           
     Electrical Equipment, Appliance Manufacturing - 0.3%     
     Whirlpool Corp.     
 1,235    1.35%, 03/01/2017    1,237 
 1,400    2.40%, 03/01/2019    1,421 
         2,658 
     Fabricated Metal Product Manufacturing - 0.2%     
     Masco Corp.     
 1,450    4.80%, 06/15/2015    1,465 
           
     Finance and Insurance - 32.0%     
     Abbey National Treasury Services plc     
 2,300    3.05%, 08/23/2018    2,413 
     ABN Amro Bank N.V.     
 1,429    4.25%, 02/02/2017 ■    1,511 
     AerCap Ireland Capital Ltd.     
 1,665    2.75%, 05/15/2017 ■    1,652 
     American Express Credit Corp.     
 1,225    1.13%, 06/05/2017    1,228 
 2,000    2.25%, 08/15/2019    2,033 
     American Honda Finance Corp.     
 675    1.60%, 02/16/2018 ■    678 
     American International Group, Inc.     
 4,000    2.30%, 07/16/2019    4,068 
     Banco Santander Brasil S.A.     
 980    4.25%, 01/14/2016 ■    993 
     Bank of America Corp.     
 2,200    1.32%, 03/22/2018 Δ    2,217 
 2,500    1.70%, 08/25/2017    2,515 
 4,375    2.00%, 01/11/2018    4,403 
 2,500    2.65%, 04/01/2019    2,553 
     Bank of Montreal     
 1,500    2.38%, 01/25/2019    1,540 
     Bank of New York Mellon Corp.     
 1,750    2.20%, 05/15/2019    1,785 
 1,500    2.30%, 09/11/2019    1,536 
     Bank of Nova Scotia     
 1,000    1.30%, 07/21/2017    1,004 
 1,500    1.38%, 12/18/2017    1,505 
     Bank of Tokyo-Mitsubishi UFJ Ltd.     
 3,250    2.35%, 09/08/2019 ■    3,289 
     Barclays Bank plc     
 2,500    2.75%, 11/08/2019    2,552 
     BB&T Corp.     
 2,000    0.89%, 02/01/2019 Δ    2,004 
 1,245    1.10%, 06/15/2018 Δ    1,258 
 815    1.60%, 08/15/2017    822 
     BNP Paribas     
 1,650    2.38%, 09/14/2017    1,688 
 2,000    2.70%, 08/20/2018    2,064 
     BP Capital Markets plc     
 1,750    0.88%, 09/26/2018 Δ    1,734 
 2,250    1.85%, 05/05/2017    2,278 
     BPCE S.A.     
 1,390    2.50%, 12/10/2018    1,423 
 1,650    2.50%, 07/15/2019    1,688 
     Capital One Bank     
 2,500    2.30%, 06/05/2019    2,521 
     Capital One Financial Corp.     
 1,190    2.45%, 04/24/2019    1,206 
     CIGNA Corp.     
 503    2.75%, 11/15/2016    518 
     CIT Group, Inc.     
 2,500    4.25%, 08/15/2017    2,531 
 1,250    5.00%, 05/15/2017    1,286 
     Citigroup, Inc.     
 3,600    1.55%, 08/14/2017    3,608 
 965    2.50%, 07/29/2019    979 
 3,000    2.55%, 04/08/2019    3,061 
     Citizens Bank     
 3,250    2.45%, 12/04/2019    3,308 
     CNA Financial Corp.     
 2,000    6.50%, 08/15/2016    2,160 
     CNH Capital LLC     
 1,750    3.88%, 11/01/2015    1,757 
     Compass Bank     
 1,555    2.75%, 09/29/2019    1,580 
     Corporacion Andina De Fomento     
 1,500    3.75%, 01/15/2016    1,538 
     Credit Suisse New York     
 850    1.38%, 05/26/2017    852 
 2,250    2.30%, 05/28/2019    2,285 

 

3
 

 

The Hartford Short Duration Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 

Corporate Bonds - 56.5% - (continued)

     
     Finance and Insurance - 32.0% - (continued)     
     Deutsche Bank AG London     
$2,000    1.35%, 05/30/2017   $2,003 
     DNB Bank ASA     
 2,000    3.20%, 04/03/2017 ■    2,081 
     Fifth Third Bancorp     
 4,250    2.38%, 04/25/2019    4,329 
     Ford Motor Credit Co. LLC     
 2,000    1.72%, 12/06/2017    1,996 
 3,500    2.38%, 01/16/2018    3,559 
     General Electric Capital Corp.     
 3,000    2.20%, 01/09/2020    3,057 
 1,250    2.90%, 01/09/2017    1,301 
     Goldman Sachs Group, Inc.     
 4,000    1.33%, 11/15/2018 Δ    4,037 
 4,000    2.38%, 01/22/2018    4,078 
 1,000    2.55%, 10/23/2019    1,014 
 850    2.60%, 04/23/2020    861 
 1,279    3.63%, 02/07/2016    1,313 
     Harley-Davidson Financial Services, Inc.     
 840    2.40%, 09/15/2019 ■    860 
     Health Care REIT, Inc.     
 1,010    2.25%, 03/15/2018    1,024 
 688    3.63%, 03/15/2016    708 
     Host Hotels & Resorts L.P.     
 1,250    6.00%, 11/01/2020    1,327 
     HSBC Bank plc     
 1,775    0.87%, 05/15/2018 ■Δ    1,781 
     HSBC USA, Inc.     
 3,590    1.63%, 01/16/2018    3,606 
     Humana, Inc.     
 690    2.63%, 10/01/2019    705 
     Huntington National Bank     
 1,785    2.20%, 04/01/2019    1,808 
     Hyundai Capital America     
 2,500    2.13%, 10/02/2017 ■    2,518 
     ING Bank N.V.     
 2,395    2.50%, 10/01/2019 ■    2,461 
     Intesa Sanpaolo S.p.A.     
 1,500    3.13%, 01/15/2016    1,524 
 2,000    3.88%, 01/15/2019    2,112 
     JP Morgan Chase & Co.     
 3,000    1.35%, 02/15/2017    3,009 
 1,100    1.63%, 05/15/2018    1,099 
 3,000    1.80%, 01/25/2018    3,007 
 1,500    2.00%, 08/15/2017    1,520 
 3,000    2.25%, 01/23/2020    3,008 
     Key Bank NA     
 1,000    1.65%, 02/01/2018    1,004 
 2,000    2.50%, 12/15/2019    2,056 
     Lloyds Bank plc     
 980    2.30%, 11/27/2018    1,001 
 820    4.20%, 03/28/2017    870 
     Macquarie Group Ltd.     
 2,500    3.00%, 12/03/2018 ■    2,586 
     Manufacturers & Traders Trust Co.     
 2,500    2.25%, 07/25/2019    2,535 
 1,045    5.59%, 12/28/2020    1,085 
     Marsh & McLennan Cos., Inc.     
 985    2.35%, 09/10/2019    1,007 
 770    2.55%, 10/15/2018    796 
     Merrill Lynch & Co., Inc.     
 2,000    6.05%, 05/16/2016    2,117 
     MetLife Global Funding I     
 1,480    1.50%, 01/10/2018 ■    1,489 
     Morgan Stanley     
 2,000    1.11%, 01/24/2019 Δ    1,994 
 1,500    2.65%, 01/27/2020    1,523 
 1,750    5.63%, 09/23/2019    2,003 
 1,500    6.63%, 04/01/2018    1,714 
     Nationwide Building Society     
 885    2.35%, 01/21/2020 ■    896 
     Navient Corp.     
 750    3.88%, 09/10/2015    755 
     Nissan Motor Acceptance Corp.     
 2,500    2.35%, 03/04/2019 ■    2,556 
     PNC Bank NA     
 3,500    2.25%, 07/02/2019    3,561 
     Principal Financial Group, Inc.     
 365    1.85%, 11/15/2017    367 
     Principal Life Global Funding II     
 1,700    1.13%, 02/24/2017 ■    1,696 
     Prudential Financial, Inc.     
 2,000    1.01%, 08/15/2018 Δ    2,008 
 1,500    2.35%, 08/15/2019    1,530 
     QBE Insurance Group Ltd.     
 390    2.40%, 05/01/2018 ■    394 
     Royal Bank of Canada     
 1,500    1.50%, 01/16/2018    1,512 
     Royal Bank of Scotland Group plc     
 2,000    1.88%, 03/31/2017    2,016 
     Santander Bank NA     
 850    2.00%, 01/12/2018    854 
     Santander Holdings USA, Inc.     
 715    3.00%, 09/24/2015    722 
 738    4.63%, 04/19/2016    770 
     SBA Tower Trust     
 1,300    2.24%, 04/15/2043 ■    1,297 
 1,310    2.93%, 12/15/2017 ■    1,326 
     Scentre Group     
 1,870    2.38%, 11/05/2019 ■    1,897 
     Simon Property Group, Inc.     
 1,965    1.50%, 02/01/2018 ■    1,969 
     Skandinaviska Enskilda Banken AB     
 1,250    1.75%, 03/19/2018 ■    1,260 
 1,545    2.38%, 11/20/2018 ■    1,578 
     Societe Generale     
 2,395    2.63%, 10/01/2018    2,463 
     Standard Chartered plc     
 3,000    2.40%, 09/08/2019 ■    3,048 
     SunTrust Banks, Inc.     
 1,750    2.50%, 05/01/2019    1,787 
     Svenska Handelsbanken AB     
 2,000    2.25%, 06/17/2019    2,040 
     Swedbank AB     
 1,800    1.75%, 03/12/2018 ■    1,809 

 

4
 

 

The Hartford Short Duration Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 

Corporate Bonds - 56.5% - (continued)

     
     Finance and Insurance - 32.0% - (continued)     
     Synchrony Financial     
$610    2.70%, 02/03/2020 ☼   $614 
 2,255    3.00%, 08/15/2019    2,313 
     TIAA Asset Management Finance LLC     
 861    2.95%, 11/01/2019 ■    884 
     Total System Services, Inc.     
 2,075    2.38%, 06/01/2018    2,085 
     Toyota Motor Credit Corp.     
 900    1.25%, 10/05/2017    905 
 1,500    2.00%, 10/24/2018    1,531 
 2,000    2.13%, 07/18/2019    2,057 
     TSMC Global Ltd.     
 3,450    1.63%, 04/03/2018 ■    3,413 
     U.S. Bancorp     
 2,250    1.65%, 05/15/2017    2,281 
     UBS AG Stamford CT     
 3,250    5.88%, 12/20/2017    3,641 
     Union Bank NA     
 2,000    5.95%, 05/11/2016    2,119 
     Ventas Realty L.P.     
 570    1.25%, 04/17/2017    569 
 1,750    1.55%, 09/26/2016    1,763 
 3,000    2.00%, 02/15/2018    3,030 
     Voya Financial, Inc.     
 2,250    2.90%, 02/15/2018    2,319 
     Wellpoint, Inc.     
 4,000    2.25%, 08/15/2019    4,041 
 1,000    2.38%, 02/15/2017    1,024 
     Wells Fargo & Co.     
 2,035    1.50%, 01/16/2018    2,041 
 2,000    2.13%, 04/22/2019    2,027 
 1,875    2.15%, 01/30/2020 ☼    1,887 
     Western Union Co.     
 430    2.38%, 12/10/2015    435 
         250,200 
     Food Manufacturing - 0.7%     
     ConAgra Foods, Inc.     
 345    1.90%, 01/25/2018    345 
     Mondelez International, Inc.     
 3,000    0.75%, 02/01/2019 Δ    2,962 
     Tyson Foods, Inc.     
 1,195    2.65%, 08/15/2019    1,228 
     Wrigley Jr., William Co.     
 720    1.40%, 10/21/2016 ■    723 
         5,258 
     Furniture and Related Product Manufacturing - 0.1%     
     Newell Rubbermaid, Inc.     
 355    2.05%, 12/01/2017    358 
           
     Health Care and Social Assistance - 3.5%     
     Actavis Funding SCS     
 490    2.45%, 06/15/2019    490 
     Aetna, Inc.     
 2,135    1.50%, 11/15/2017    2,151 
     Bayer Finance LLC     
 1,300    2.38%, 10/08/2019 ■    1,333 
     Becton, Dickinson & Co.     
 2,250    1.80%, 12/15/2017    2,269 
 1,650    2.68%, 12/15/2019    1,694 
     Cardinal Health, Inc.     
 370    1.70%, 03/15/2018    372 
 1,435    2.40%, 11/15/2019    1,461 
     Catholic Health Initiatives     
 195    1.60%, 11/01/2017    195 
     CVS Caremark Corp.     
 1,980    1.20%, 12/05/2016    1,997 
 2,350    2.25%, 08/12/2019    2,400 
     Dignity Health     
 1,810    2.64%, 11/01/2019    1,853 
     Express Scripts Holding Co.     
 2,115    2.25%, 06/15/2019    2,135 
 2,000    2.65%, 02/15/2017    2,055 
     Laboratory Corp. of America Holdings     
 1,411    2.20%, 08/23/2017    1,429 
 590    2.63%, 02/01/2020    597 
     Medtronic, Inc.     
 1,680    2.50%, 03/15/2020 ■    1,728 
     Mylan, Inc.     
 2,500    1.35%, 11/29/2016    2,497 
     Perrigo Co., Ltd.     
 800    1.30%, 11/08/2016    800 
         27,456 
     Information - 2.3%     
     Affiliated Computer Services, Inc.     
 1,000    5.20%, 06/01/2015    1,014 
     America Movil S.A.B. de C.V.     
 1,200    2.38%, 09/08/2016    1,223 
     British Telecommunications plc     
 1,785    1.25%, 02/14/2017    1,785 
     Columbus International, Inc.     
 400    7.38%, 03/30/2021 ■    412 
     Deutsche Telekom International Finance B.V.     
 3,000    3.13%, 04/11/2016 ■    3,079 
     Oracle Corp.     
 3,000    2.25%, 10/08/2019    3,085 
     Thomson Reuters Corp.     
 2,500    1.30%, 02/23/2017    2,503 
     Verizon Communications, Inc.     
 2,350    1.35%, 06/09/2017    2,347 
 2,355    3.65%, 09/14/2018    2,505 
     Videotron Ltd.     
 123    9.13%, 04/15/2018    127 
         18,080 
     Machinery Manufacturing - 0.3%     
     Hutchison Whampoa International Ltd.     
 2,500    1.63%, 10/31/2017 ■    2,480 
           
     Mining - 1.3%     
     Freeport-McMoRan Copper & Gold, Inc.     
 1,015    2.38%, 03/15/2018    980 
     Glencore Funding LLC     
 3,000    1.40%, 05/27/2016 ■Δ    3,014 
 891    3.13%, 04/29/2019 ■    897 
     Rio Tinto Finance USA Ltd.     
 2,050    2.00%, 03/22/2017    2,085 

 

5
 

 

The Hartford Short Duration Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 

Corporate Bonds - 56.5% - (continued)

     
     Mining - 1.3% - (continued)     
     Teck Resources Ltd.     
$1,500    2.50%, 02/01/2018   $1,461 
     Vale Overseas Ltd.     
 1,720    6.25%, 01/23/2017    1,830 
         10,267 
     Miscellaneous Manufacturing - 0.2%     
     Textron, Inc.     
 1,500    4.63%, 09/21/2016    1,583 
           
     Motor Vehicle and Parts Manufacturing - 2.3%     
     Chrysler Group LLC     
 2,690    8.00%, 06/15/2019    2,828 
     Daimler Finance NA LLC     
 2,000    1.88%, 01/11/2018 ■    2,021 
 2,500    2.25%, 09/03/2019 ■    2,544 
     General Motors Financial Co., Inc.     
 3,500    2.63%, 07/10/2017    3,531 
     General Motors, Inc.     
 2,500    3.50%, 10/02/2018    2,562 
     Johnson Controls, Inc.     
 1,200    1.40%, 11/02/2017    1,195 
     TRW Automotive, Inc.     
 1,980    7.25%, 03/15/2017 ■    2,168 
     Volkswagen Group of America Finance LLC     
 750    2.45%, 11/20/2019 ■    769 
         17,618 
     Paper Manufacturing - 0.3%     
     Georgia-Pacific LLC     
 2,650    2.54%, 11/15/2019 ■    2,700 
           
     Petroleum and Coal Products Manufacturing - 1.4%     
     Enbridge, Inc.     
 2,250    0.68%, 06/02/2017 Δ    2,219 
     Hess Corp.     
 1,150    1.30%, 06/15/2017    1,137 
     Petrobras Global Finance Co.     
 1,250    2.00%, 05/20/2016    1,175 
     Petrobras International Finance Co.     
 1,100    3.88%, 01/27/2016    1,070 
 1,000    6.13%, 10/06/2016    989 
     Schlumberger Norge AS     
 925    1.25%, 08/01/2017 ■    924 
     Southwestern Energy Co.     
 1,250    3.30%, 01/23/2018    1,263 
     Total Capital Canada Ltd.     
 685    1.45%, 01/15/2018    689 
     Total Capital International S.A.     
 1,155    1.55%, 06/28/2017    1,167 
     Transocean, Inc.     
 565    2.50%, 10/15/2017    496 
         11,129 
     Pipeline Transportation - 0.5%     
     Enterprise Products Operating LLC     
 235    1.25%, 08/13/2015    235 
 1,195    2.55%, 10/15/2019    1,215 
     Kinder Morgan Energy Partners L.P.     
 790    3.50%, 03/01/2016    808 
     Kinder Morgan, Inc.     
 1,435    3.05%, 12/01/2019    1,448 
         3,706 
     Plastics and Rubber Products Manufacturing - 0.5%     
     Continental Rubber of America Corp.     
 4,000    4.50%, 09/15/2019 ■    4,150 
           
     Primary Metal Manufacturing - 0.0%     
     ArcelorMittal     
 280    4.25%, 03/01/2016    286 
           
     Real Estate, Rental and Leasing - 2.2%     
     Air Lease Corp.     
 2,705    2.13%, 01/15/2018    2,695 
     Enterprise Rent-a-Car Finance Corp.     
 1,050    1.40%, 04/15/2016 ■    1,055 
     ERAC USA Finance Co.     
 1,870    2.35%, 10/15/2019 ■    1,893 
     ERP Operating L.P.     
 2,580    2.38%, 07/01/2019    2,621 
     GATX Corp.     
 1,145    1.25%, 03/04/2017    1,140 
     International Lease Finance Corp.     
 1,750    6.75%, 09/01/2016 ■    1,868 
     Ryder System, Inc.     
 1,075    2.45%, 09/03/2019    1,087 
     United Rentals North America, Inc.     
 2,095    5.75%, 07/15/2018    2,163 
     WEA Finance, LLC / Westfiled UK & Europe Finance plc     
 2,480    2.70%, 09/17/2019 ■    2,526 
         17,048 
     Retail Trade - 0.8%     
     Amazon.com, Inc.     
 1,385    1.20%, 11/29/2017    1,382 
 1,250    2.60%, 12/05/2019    1,283 
     Eaton Corp.     
 2,000    1.50%, 11/02/2017    2,008 
     Kroger (The) Co.     
 1,250    7.00%, 05/01/2018    1,440 
         6,113 
     Toy Manufacturing - 0.3%     
     Mattel, Inc.     
 2,000    2.35%, 05/06/2019    2,013 
           
     Truck Transportation - 0.4%     
     Penske Truck Leasing Co.     
 1,000    2.50%, 03/15/2016 ■    1,014 
 2,050    2.50%, 06/15/2019 ■    2,065 
 45    2.88%, 07/17/2018 ■    46 
         3,125 
     Utilities - 1.3%     
     Ameren Illinois Co.     
 1,000    9.75%, 11/15/2018    1,291 
     American Electric Power Co., Inc.     
 500    1.65%, 12/15/2017    504 

 

6
 

 

The Hartford Short Duration Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 

Corporate Bonds - 56.5% - (continued)

     
     Utilities - 1.3% - (continued)     
     Commonwealth Edison Co.     
$2,400    6.95%, 07/15/2018   $2,797 
     Dominion Resources, Inc.     
 2,500    1.05%, 11/01/2016    2,505 
 2,500    2.50%, 12/01/2019    2,563 
     Duke Energy Corp.     
 790    1.63%, 08/15/2017    798 
         10,458 
     Water Transportation - 0.5%     
     A.P. Moeller-Maersk A/S     
 3,450    2.55%, 09/22/2019 ■‡    3,507 
           
     Wholesale Trade - 0.4%     
     Arrow Electronics, Inc.     
 630    3.00%, 03/01/2018    650 
     SABMiller Holdings, Inc.     
 2,500    0.92%, 08/01/2018 ■Δ    2,508 
         3,158 
     Total Corporate Bonds     
     (Cost $436,022)   $441,753 
           

Municipal Bonds - 0.5%

     
     General Obligations - 0.3%     
     Illinois State GO     
$2,200    4.96%, 03/01/2016   $2,287 
 265    5.88%, 03/01/2019    297 
         2,584 
     Miscellaneous - 0.0%     
     New Jersey State Econ DA Lease Rev     
 365    2.44%, 02/15/2018 ○    340 
           
     Waste Disposal - 0.2%     
     Gloucester County, NJ, Import Auth     
 1,300    2.50%, 12/01/2029 Δ    1,346 
           
     Total Municipal Bonds     
     (Cost $4,206)   $4,270 
           

Senior Floating Rate Interests ♦ - 19.5%

     
     Accommodation and Food Services - 0.2%     
     Four Seasons Holdings, Inc.     
$291    3.50%, 06/29/2020   $287 
     Hilton Worldwide Holdings, Inc.     
 1,615    3.50%, 08/07/2020    1,594 
         1,881 
     Administrative, Support, Waste Management and Remediation Services - 0.6%     
     Acosta Holdco, Inc.     
 1,715    5.00%, 09/26/2021    1,717 
     ADS Waste Holdings, Inc.     
 544    3.75%, 10/09/2019    528 
     AECOM Technology Corp.     
 710    3.75%, 10/15/2021    710 
     Filtration Group, Inc.     
 297    4.50%, 11/20/2020    295 
     TransUnion LLC     
 1,416    4.00%, 04/09/2021    1,395 
         4,645 
     Agriculture, Forestry, Fishing and Hunting - 0.1%     
     U.S. Ecology, Inc.     
 806    3.75%, 06/17/2021    799 
           
     Air Transportation - 0.6%     
     American Airlines, Inc.     
 1,000    4.25%, 10/10/2021    1,001 
     AMR Corp.     
 1,597    3.75%, 06/27/2019    1,583 
     AWAS Finance Luxembourg S.A.     
 254    3.50%, 06/10/2016    252 
     Delta Air Lines, Inc.     
 1,510    3.25%, 04/20/2017    1,505 
 284    3.25%, 10/18/2018    281 
         4,622 
     Apparel Manufacturing - 0.1%     
     PVH Corp.     
 1,188    3.25%, 02/13/2020    1,192 
           
     Arts, Entertainment and Recreation - 1.9%     
     Aristocrat Leisure Ltd.     
 1,360    4.75%, 10/20/2021    1,337 
     Cedar Fair L.P.     
 503    3.25%, 03/06/2020    501 
     Formula One Holdings     
 2,981    4.75%, 07/30/2021    2,881 
     MGM Resorts International     
 1,901    3.50%, 12/20/2019    1,870 
     Numericable     
 440    4.50%, 05/21/2020    437 
     Numericable, Term Loan B-2     
 380    4.50%, 05/21/2020    378 
     Penn National Gaming, Inc.     
 1,079    3.25%, 10/30/2020    1,054 
     Scientific Games International, Inc.     
 1,035    6.00%, 10/01/2021    1,020 
     Seminole (The) Tribe of Florida, Inc.     
 478    3.00%, 04/29/2020    476 
     Station Casinos LLC     
 894    4.25%, 03/02/2020    880 
     Tribune Co.     
 1,955    4.00%, 12/27/2020    1,928 
     Univision Communications, Inc., Term Loan C-3     
 300    4.00%, 03/01/2020    295 
     Univision Communications, Inc., Term Loan C-4     
 1,965    4.00%, 03/01/2020    1,934 
         14,991 
     Beverage and Tobacco Product Manufacturing - 0.1%     
     DE Master Blenders 1753 N.V.     
 800    3.50%, 07/23/2021    792 
           
     Chemical Manufacturing - 0.6%     
     Exopack LLC     
 446    5.25%, 05/08/2019    445 

 

7
 

 

The Hartford Short Duration Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 

Senior Floating Rate Interests ♦ - 19.5% - (continued)

     
     Chemical Manufacturing - 0.6% - (continued)     
     Huntsman International LLC     
$2,015    3.75%, 08/12/2021   $1,989 
     Ineos US Finance LLC     
 1,222    3.75%, 05/04/2018    1,189 
     Minerals Technologies, Inc.     
 672    4.00%, 05/07/2021    665 
     Solenis International L.P.     
 574    4.25%, 07/31/2021    555 
         4,843 
     Computer and Electronic Product Manufacturing - 0.9%     
     Avago Technologies Ltd.     
 1,338    3.75%, 05/06/2021    1,335 
     CDW LLC     
 1,038    3.25%, 04/29/2020    1,014 
     Freescale Semiconductor, Inc.     
 1,838    4.25%, 02/28/2020    1,811 
 375    5.00%, 01/15/2021    375 
     Sensata Technologies B.V.     
 1,995    3.50%, 10/14/2021    1,998 
     Vantiv LLC     
 814    3.75%, 06/13/2021    806 
         7,339 
     Educational Services - 0.1%     
     Bright Horizons Family Solutions, Inc.     
 505    3.75%, 01/30/2020    499 
           
     Finance and Insurance - 1.2%     
     Asurion LLC     
 2,018    5.00%, 05/24/2019    2,003 
     Chrysler Group LLC     
 620    3.25%, 12/31/2018    615 
 2,168    3.50%, 05/24/2017    2,159 
     EFS Cogen Holdings I LLC     
 303    3.75%, 12/17/2020    300 
     Hub International Ltd.     
 1,758    4.25%, 10/02/2020    1,702 
     RPI Finance Trust     
 1,529    3.25%, 11/09/2018    1,528 
     Santander Asset Management S.A.     
 1,059    4.25%, 12/17/2020    1,054 
         9,361 
     Food Manufacturing - 0.7%     
     Burger King Co.     
 960    4.50%, 12/12/2021    960 
     Darling International, Inc.     
 963    3.25%, 01/06/2021    953 
     H.J. Heinz Co.     
 1,180    3.50%, 06/05/2020    1,177 
     JBS USA LLC     
 1,466    3.75%, 09/18/2020    1,448 
     U.S. Foodservice, Inc.     
 803    4.50%, 03/31/2019    800 
         5,338 
     Food Services - 0.2%     
     ARAMARK Corp.     
 62    3.67%, 07/26/2016    61 
    Pinnacle Foods Group LLC    
 1,185    3.00%, 04/29/2020    1,159 
         1,220 
     Furniture and Related Product Manufacturing - 0.1%     
     AOT Bedding Super Holdings LLC     
 1,125    4.25%, 10/01/2019    1,114 
           
     Health Care and Social Assistance - 2.0%     
     Alere, Inc.     
 1,339    4.25%, 06/30/2017    1,337 
     Alkermes, Inc.     
 2,940    3.50%, 09/25/2019    2,910 
     American Renal Holdings, Inc.     
 1,233    4.50%, 08/20/2019    1,214 
     AmSurg Corp.     
 1,085    3.75%, 07/08/2021    1,080 
     Community Health Systems, Inc.     
 470    4.25%, 01/27/2021    470 
     DaVita HealthCare Partners, Inc.     
 1,502    3.50%, 06/24/2021    1,494 
     Grifols Worldwide Operations USA, Inc.     
 993    3.17%, 02/27/2021    980 
     HCA, Inc.     
 993    2.92%, 03/31/2017    992 
 291    3.01%, 05/01/2018    290 
     Immucor, Inc.     
 1,594    5.00%, 08/19/2018    1,580 
     IMS Health, Inc.     
 1,659    3.50%, 03/17/2021    1,626 
     Ortho-Clinical Diagnostics, Inc.     
 866    4.75%, 06/30/2021    830 
     Salix Pharmaceuticals Ltd.     
 770    4.25%, 01/02/2020    765 
     Surgery Center Holdings, Inc.     
 400    5.25%, 11/03/2020    390 
         15,958 
     Health Care Providers and Services - 0.1%     
     Multiplan, Inc.     
 539    3.75%, 03/31/2021    525 
           
     Information - 3.2%     
     Activision Blizzard, Inc.     
 1,695    3.25%, 10/12/2020    1,692 
     Altice Financing S.A.     
 275    5.25%, 01/28/2022 ☼    272 
     Cabovisao-Televisao Por Cabo S.A.     
 1,010    5.50%, 07/02/2019    1,008 
     Charter Communications Operating LLC     
 409    3.00%, 07/01/2020    401 
 995    3.00%, 01/03/2021    978 
 1,220    4.25%, 09/10/2021    1,225 
     Crown Castle International Corp.     
 594    3.00%, 01/31/2021    584 
     CSC Holdings, Inc.     
 125    2.67%, 04/12/2020    123 
     Emdeon, Inc.     
 1,569    3.75%, 11/02/2018    1,546 

 

8
 

 

The Hartford Short Duration Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 

Senior Floating Rate Interests ♦ - 19.5% - (continued)

     
     Information - 3.2% - (continued)     
     First Data Corp.     
$515    3.67%, 09/24/2018   $505 
     Gray Television, Inc.     
 459    3.75%, 06/13/2021    452 
     Intelsat Jackson Holdings S.A.     
 2,128    3.75%, 06/28/2019    2,102 
     Kronos, Inc.     
 1,020    4.50%, 10/30/2019    1,016 
     La Quinta Intermediate Holdings     
 889    4.00%, 04/14/2021    880 
     Lawson Software, Inc.     
 789    3.75%, 06/03/2020    770 
     Level 3 Communications, Inc.     
 510    4.00%, 08/01/2019    505 
 1,229    4.00%, 01/15/2020    1,217 
     Level 3 Financing, Inc.     
 1,255    4.50%, 01/31/2022    1,256 
     MISYS plc     
 1,716    5.00%, 12/12/2018    1,716 
     Syniverse Holdings, Inc.     
 2,051    4.00%, 04/23/2019    1,982 
     Telesat Canada     
 1,600    3.50%, 03/28/2019    1,582 
     TransFirsT, Inc.     
 330    5.50%, 11/12/2021    330 
     Virgin Media Finance plc     
 2,025    3.50%, 06/07/2020    1,991 
     Ziggo B.V., Term Loan B-1     
 305    3.50%, 01/15/2022    297 
     Ziggo B.V., Term Loan B-2     
 197    3.50%, 01/15/2022    191 
     Ziggo B.V., Term Loan B-3     
 323    3.50%, 01/15/2022    315 
         24,936 
     Media - 0.2%     
     Media General, Inc.     
 1,315    4.25%, 07/31/2020    1,306 
           
     Mining - 0.5%     
     BWAY Holding Co.     
 1,368    5.50%, 08/14/2020    1,370 
     Fortescue Metals Group Ltd.     
 2,987    3.75%, 06/30/2019    2,614 
         3,984 
     Miscellaneous Manufacturing - 0.5%     
     BE Aerospace, Inc.     
 1,020    4.00%, 12/16/2021    1,020 
     DigitalGlobe, Inc.     
 1,022    3.75%, 01/15/2020    1,017 
     Reynolds Group Holdings, Inc.     
 897    4.00%, 12/01/2018    886 
     TransDigm Group, Inc.     
 746    3.75%, 02/28/2020    734 
 572    3.75%, 06/04/2021    564 
         4,221 
     Other Services - 0.6%     
     Gardner Denver, Inc.     
 1,975    4.25%, 07/30/2020    1,843 
     Husky Injection Molding Systems Ltd.     
 254    4.25%, 06/30/2021    249 
     Rexnord LLC     
 2,628    4.00%, 08/21/2020    2,582 
         4,674 
     Petroleum and Coal Products Manufacturing - 0.9%     
     American Energy - Marcellus LLC     
 820    5.25%, 08/04/2020    673 
     Crosby Worldwide Ltd.     
 2,010    3.75%, 11/23/2020    1,809 
     Everest Acquisition LLC     
 490    3.50%, 05/24/2018    455 
     Fieldwood Energy LLC     
 662    3.88%, 09/28/2018    605 
     MEG Energy Corp.     
 1,715    3.75%, 03/31/2020    1,610 
     Pacific Drilling S.A.     
 281    4.50%, 06/03/2018    215 
     Paragon Offshore Finance Co.     
 1,242    3.75%, 06/19/2021    939 
     Seadrill Ltd.     
 1,221    4.00%, 02/21/2021    964 
         7,270 
     Plastics and Rubber Products Manufacturing - 0.6%     
     Berry Plastics Group, Inc.     
 3,095    3.50%, 02/08/2020    3,027 
     Entegris, Inc.     
 929    3.50%, 04/30/2021    909 
     Goodyear (The) Tire & Rubber Co.     
 1,000    4.75%, 04/30/2019    1,002 
         4,938 
     Primary Metal Manufacturing - 0.4%     
     Novelis, Inc.     
 2,833    3.75%, 03/10/2017    2,805 
           
     Professional, Scientific and Technical Services - 0.2%     
     Advantage Sales & Marketing, Inc.     
 1,302    4.25%, 07/23/2021    1,286 
           
     Real Estate, Rental and Leasing - 0.2%     
     Fly Leasing Ltd.     
 537    4.50%, 08/09/2019    533 
     International Lease Finance Corp.     
 685    3.50%, 03/06/2021    682 
     Realogy Group LLC     
 167    3.75%, 03/05/2020    164 
         1,379 
     Retail Trade - 1.5%     
     99 Cents Only Stores     
 430    4.50%, 01/11/2019    425 
     Albertson's LLC     
 2,015    4.50%, 08/25/2021    2,010 
     American Builders & Contractors Supply Co., Inc.     
 232    3.50%, 04/16/2020    226 
     Armstrong World Industries, Inc.     
 1,425    3.50%, 03/15/2020    1,410 
     BJ's Wholesale Club, Inc.     
 1,980    4.50%, 09/26/2019    1,947 

 

9
 

 

The Hartford Short Duration Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 

Senior Floating Rate Interests ♦ - 19.5% - (continued)

     
     Retail Trade - 1.5% - (continued)     
     Metaldyne Performance Group, Inc.     
$978    4.25%, 10/20/2021   $977 
     Michaels Stores, Inc.     
 432    3.75%, 01/28/2020    424 
 791    4.00%, 01/28/2020    782 
     Neiman Marcus (The) Group, Inc.     
 2,187    4.25%, 10/25/2020    2,118 
     Quikrete (The) Companies, Inc.     
 1,002    4.00%, 09/28/2020    988 
     Southwire Co.     
 804    3.25%, 02/10/2021    778 
         12,085 
     Truck Transportation - 0.1%     
     Swift Transportation Co., Inc.     
 571    3.75%, 06/09/2021    568 
           
     Utilities - 0.9%     
     Calpine Corp.     
 1,197    4.00%, 10/09/2019    1,183 
     Energy Transfer Equity L.P.     
 2,007    3.25%, 12/02/2019    1,895 
     NRG Energy, Inc.     
 2,343    2.75%, 07/01/2018    2,316 
     Sandy Creek Energy Associates L.P.     
 1,026    5.00%, 11/09/2020    1,002 
     Star West Generation LLC     
 398    4.25%, 03/13/2020    392 
         6,788 
     Wholesale Trade - 0.2%     
     Gates Global LLC     
 1,516    4.25%, 07/05/2021    1,477 
           
     Total Senior Floating Rate Interests     
     (Cost $155,630)   $152,836 
           

U.S. Government Agencies - 6.5%

     
     FHLMC - 0.6%     
$12,450    1.65%, 07/25/2021 ►   $1,101 
 13,983    2.00%, 08/25/2018 ►    852 
 2,249    3.50%, 04/01/2027    2,407 
         4,360 
     FNMA - 5.7%     
 15,000    1.00%, 09/27/2017 ‡    15,078 
 14,000    3.00%, 02/15/2030 ☼Ð    14,721 
 8,627    3.50%, 12/01/2026    9,170 
 5,600    3.50%, 02/15/2030 ☼Ð    5,945 
         44,914 
     GNMA - 0.2%     
 590    5.00%, 08/20/2039    637 
 478    6.50%, 05/16/2031    540 
         1,177 
     Total U.S. Government Agencies     
     (Cost $49,589)   $50,451 
           
     Total Long-Term Investments     
     (Cost $801,328)   $803,173 
           
Short-Term Investments - 0.3%     
Repurchase Agreements - 0.3%     
     Bank of America Merrill Lynch Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $2, collateralized by U.S. Treasury
Note 0.88%, 2017, value of $2)
     
$2    0.04%, 1/31/15   $2 
     Bank of America Merrill Lynch TriParty
Repurchase Agreement (maturing on
02/02/2015 in the amount of $82,
collateralized by FHLMC 3.50% - 4.00%, 2032
- 2045, FNMA 1.83% - 4.50%, 2025 - 2045,
value of $84)
     
 82    0.06%, 1/31/15    82 
     Bank of Montreal TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $598, collateralized by U.S.
Treasury Bill 0.04% - 0.25%, 2015 - 2016,
U.S. Treasury Bond 3.00% - 9.88%, 2015 -
2044, U.S. Treasury Note 0.25% - 4.63%,
2015 - 2022, value of $610)
     
 598    0.05%, 1/31/15    598 
     Bank of Montreal TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $139, collateralized by FHLMC
2.00% - 5.50%, 2022 - 2044, FNMA 3.00% -
4.00%, 2022 - 2042, GNMA 3.00%, 2043,
U.S. Treasury Bill 0.25%, 2016, U.S. Treasury
Note 0.75% - 2.50%, 2017 - 2024, value of
$142)
     
 139    0.06%, 1/31/15    139 
     Barclays Capital TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$398, collateralized by U.S. Treasury Note
1.50% - 2.00%, 2016 - 2023, value of $406)
     
 398    0.04%, 1/31/15    398 
     Citigroup Global Markets, Inc. TriParty
Repurchase Agreement (maturing on
02/02/2015 in the amount of $259,
collateralized by U.S. Treasury Bond 3.75% -
4.50%, 2038 - 2043, value of $264)
     
 259    0.05%, 1/31/15    259 
     Deutsche Bank Securities TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $23, collateralized by FHLMC
2.50% - 6.50%, 2020 - 2041, FNMA 2.50% -
6.50%, 2016 - 2047, GNMA 3.50%, 2045,
U.S. Treasury Bill 0.07% - 0.25%, 2015 -
2016, U.S. Treasury Bond 2.38% - 5.38%,
2027 - 2043, U.S. Treasury Note 0.13% -
4.63%, 2015 - 2024, value of $23)
     
 23    0.05%, 1/31/15    23 
     Royal Bank of Scotland TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $95, collateralized by U.S. Treasury
Bond 8.13%, 2019, U.S. Treasury Note 2.38%
- 3.63%, 2020 - 2024, value of $97)
     
 95    0.06%, 1/31/15    95 

 

10
 

 

The Hartford Short Duration Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount          Market Value ╪ 
Short-Term Investments - 0.3% - (continued)
Repurchase Agreements - 0.3% - (continued)
     Societe Generale TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $6, collateralized by U.S. Treasury
Note 0.75% - 2.63%, 2016 - 2017, value of $6)
          
$6    0.06%, 1/31/15      $6 
     TD Securities TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$356, collateralized by FHLMC 3.00% -
4.00%, 2026 - 2043, FNMA 2.50% - 5.00%,
2025 - 2044, value of $363)
          
 356    0.07%, 1/31/15         356 
              1,958 
     Total Short-Term Investments          
     (Cost $1,958)        $1,958 
                
     Total Investments          
     (Cost $803,286) ▲    103.0%  $805,131 
     Other Assets and Liabilities    (3.0)%   (23,168)
     Total Net Assets    100.0%  $781,963 

 

11
 

 

The Hartford Short Duration Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

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

 

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

 

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for reporting ease. 

 

At January 31, 2015, the cost of securities for federal income tax purposes was $803,286 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation   $8,040 
Unrealized Depreciation    (6,195)
Net Unrealized Appreciation   $1,845 

 

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, 2015, the aggregate fair value and percentage of net assets of these securities rounds to zero.

 

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

 

ΔVariable rate securities; the rate reported is the coupon rate in effect at January 31, 2015.

 

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

 

Securities disclosed are interest-only strips.

 

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, 2015.

 

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 noted, these holdings are determined to be liquid. At January 31, 2015, the aggregate value of these securities was $170,091, which represents 21.8% of total net assets.

 

This security, or a portion of this security, was purchased on a when-issued or delayed-delivery basis. The cost of these securities was $23,345 at January 31, 2015.

 

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

 

ÐRepresents or includes a TBA transaction.

 

Cash pledged and received as collateral in connection with derivatives at January 31, 2015:

 

   Pledged   Received 
Futures contracts  $959   $ 
Total  $959   $ 

 

12
 

 

The Hartford Short Duration Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Futures Contracts Outstanding at January 31, 2015

 

   Number of  Expiration  Notional   Market   Unrealized
Appreciation/(Depreciation)
   Variation Margin 
Description  Contracts*  Date  Amount   Value ╪   Asset   Liability   Asset   Liability 
Long position contracts:
U.S. Treasury 2-Year Note Future  573  03/31/2015  $125,444   $125,926   $482   $   $125   $ 
                                     
Short position contracts:
U.S. Treasury 10-Year Note Future  79  03/20/2015  $9,962   $10,339   $   $(377)  $   $(55)
U.S. Treasury 30-Year Bond Future  14  03/20/2015   1,973    2,118        (145)       (12)
U.S. Treasury 5-Year Note Future  1,152  03/31/2015   137,302    139,788        (2,486)       (531)
Total                  $   $(3,008)  $   $(598)
Total futures contracts                  $482   $(3,008)  $125   $(598)

 

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

 

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:
DA Development Authority  
GO General Obligation  
Rev Revenue  
   
Other Abbreviations:
CLO Collateralized Loan Obligation
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
TBA To Be Announced

 

Credit Exposure
as of January 31, 2015
Credit Rating *  Percentage of
Net Assets
 
Aaa/ AAA   17.4%
Aa/ AA   8.1 
A   21.7 
Baa/ BBB   32.6 
Ba/ BB   13.7 
B   8.6 
Caa/ CCC or Lower   0.0 
Not Rated   0.6 
Short-Term Instruments   0.3 
Other Assets and Liabilities   (3.0)
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 (Moody's) and typically range from AAA/Aaa (highest) to C/D (lowest). Presentation of S&P and Moody's credit ratings in this report have been selected for informational purposes for shareholders, as well as the Fund's consideration of industry practice. 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 the Fund's shares. Ratings may change.

 

13
 

 

The Hartford Short Duration Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary

January 31, 2015

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Asset and Commercial Mortgage Backed Securities   $153,863   $   $139,602   $14,261 
Corporate Bonds    441,753        441,753     
Municipal Bonds    4,270        4,270     
Senior Floating Rate Interests    152,836        152,836     
U.S. Government Agencies    50,451        50,451     
Short-Term Investments    1,958        1,958     
Total   $805,131   $   $790,870   $14,261 
Futures *   $482   $482   $   $ 
Total   $482   $482   $   $ 
Liabilities:                    
Futures *   $3,008   $3,008   $   $ 
Total   $3,008   $3,008   $   $ 

 

For the three-month period ended January 31, 2015, 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, 2014
   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, 2015
 
Assets:                                             
Asset & Commercial Mortgage Backed Securities   $14,716   $   $14*  $(50)  $515   $(934)  $   $   $14,261 
Total   $14,716   $   $14   $(50)  $515   $(934)  $   $   $14,261 

 

*Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2015 was $14.

 

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 Small Company Fund

Schedule of Investments

January 31, 2015 (Unaudited)

(000’s Omitted)

 

 

Shares or Principal Amount  Market Value ╪ 
Common Stocks - 95.1% 
     Automobiles and Components - 0.6%     
 20   Dana Holding Corp.   $423 
 106   Gentherm, Inc. ●    3,900 
 4   Standard Motor Products, Inc.    164 
 13   Tenneco Automotive, Inc. ●    650 
    Tesla Motors, Inc. ●    66 
         5,203 
     Banks - 1.5%     
 4   Bank of Marin Bancorp    184 
 22   Blue Hills Bancorp, Inc. ●    290 
 23   Clifton Bancorp, Inc.    302 
 38   EverBank Financial Corp.    655 
 21   First Merchants Corp.    464 
 21   Flushing Financial Corp.    389 
 11   Great Western Bancorp, Inc. ●    223 
 13   Heritage Financial Corp.    200 
 39   MGIC Investment Corp. ●    329 
 229   PacWest Bancorp    9,777 
 7   Sandy Spring Bancorp, Inc.    181 
 12   Trico Bancshares    272 
 13   Wintrust Financial Corp.    584 
 2   WSFS Financial Corp.    178 
         14,028 
     Capital Goods - 12.7%     
 8   A.O. Smith Corp.    453 
 17   AAON, Inc.    370 
 12   Aceto Corp.    241 
 75   Acuity Brands, Inc.    11,189 
 200   AECOM ●    5,095 
 3   Alamo Group, Inc.    117 
 349   Altra Industrial Motion Corp.    8,928 
 207   Applied Industrial Technologies, Inc.    8,361 
 136   Astronics Corp. ●    7,590 
 2   Astronics Corp. Class B    130 
 9   AZZ, Inc.    382 
 10   CAI International, Inc. ●    207 
 2   Carlisle Cos., Inc.    188 
 8   Chart Industries, Inc. ●    242 
 4   Crane Co.    225 
 339   DigitalGlobe, Inc. ●    9,120 
 6   EMCOR Group, Inc.    222 
 3   Esterline Technologies Corp. ●    388 
 217   Generac Holdings, Inc. ●    9,510 
 10   H & E Equipment Services, Inc.    183 
 400   HD Supply Holdings, Inc. ●    11,536 
 9   Heico Corp.    519 
 12   Insteel Industries, Inc.    237 
 6   Lennox International, Inc.    632 
 9   Luxfer Holdings plc    121 
 6   Lydall, Inc. ●    169 
 187   Masonite International Corp. ●    11,749 
 82   Moog, Inc. Class A ●    5,744 
 11   NN, Inc.    244 
 223   Orbital Sciences Corp. ●    6,264 
 5   Polypore International, Inc. ●    226 
 59   Teledyne Technologies, Inc. ●    5,576 
 6   Textainer Group Holdings Ltd.    200 
 23   Titan International, Inc.    204 
 7   Toro Co.    471 
 120   Watts Water Technologies, Inc.    7,052 
         114,085 
     Commercial and Professional Services - 2.8%     
 10   Deluxe Corp.    648 
 7   Exponent, Inc.    579 
 10   Gategroup Holding AG    285 
 14   GP Strategies Corp. ●    472 
 19   Heritage Crystal Clean, Inc. ●    248 
 14   On Assignment, Inc. ●    505 
 342   Trinet Group, Inc. ●    11,341 
 213   TrueBlue, Inc. ●    4,702 
 112   Wageworks, Inc. ●    6,166 
         24,946 
     Consumer Durables and Apparel - 3.1%     
 11   Arctic Cat, Inc.    376 
 27   Crocs, Inc. ●    288 
 38   GoPro, Inc. ●    1,876 
 8   iRobot Corp. ●    250 
 287   Kate Spade & Co. ●    9,041 
 9   M/I Schottenstein Homes, Inc. ●    190 
 25   New Home (The) Co., Inc. ●    347 
 8   Oxford Industries, Inc.    466 
 1,628   Samsonite International S.A.    4,941 
 71   Skechers USA, Inc. Class A ●    4,291 
 18   Steven Madden Ltd. ●    601 
 15   Taylor Morrison Home Corp. ●    265 
 200   Vince Holding Corp. ●    4,682 
         27,614 
     Consumer Services - 3.9%     
 32   Bloomin' Brands, Inc. ●    798 
 8   Brinker International, Inc.    462 
 20   Buffalo Wild Wings, Inc. ●    3,561 
 28   Del Frisco's Restaurant Group, Inc. ●    546 
 492   Diamond Resorts International, Inc. ●    13,952 
 22   Ignite Restaurant Group, Inc. ●    148 
 8   Marriott Vacations Worldwide Corp.    599 
 61   Panera Bread Co. Class A ●    10,552 
 53   Red Robin Gourmet Burgers, Inc. ●    4,090 
         34,708 
     Diversified Financials - 3.6%     
 7   Alaris Royalty Corp.    176 
 7   Evercore Partners, Inc.    341 
 88   Financial Engines, Inc.    3,143 
 306   HFF, Inc.    10,388 
 3   Marcus & Millichap, Inc. ●    115 
 509   Platform Specialty Products Corp. ●    10,681 
 1   PRA Group, Inc. ●    34 
 20   Regional Management Corp. ●    290 
 300   Wisdomtree Investment, Inc.    5,227 
 215   WL Ross Holding Corp. ●    2,216 
         32,611 
     Energy - 1.9%     
 46   Abraxas Petroleum Corp. ●    136 
 13   C&J Energy Services, Inc. ●    133 
 110   Diamondback Energy, Inc. ●    7,590 
 11   Forum Energy Technologies, Inc. ●    166 
 15   Jones Energy, Inc. ●    155 
 102   Karoon Gas Australia Ltd. ●    165 
 9   PBF Energy, Inc.    256 
 9   Rosetta Resources, Inc. ●    161 
 293   RSP Permian, Inc. ●    7,865 
 57   Superior Drilling Products I ●    199 

 

1
 

 

The Hartford Small Company Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

  

Shares or Principal Amount  Market Value ╪ 
Common Stocks - 95.1% - (continued) 
     Energy - 1.9% - (continued)     
 14   Synergy Resources Corp. ●   $171 
         16,997 
     Food and Staples Retailing - 0.2%     
 11   Casey's General Stores, Inc.    968 
 6   Diplomat Pharmacy, Inc. ●    136 
 17   Natural Grocers by Vitamin Cottage, Inc. ●    531 
 6   PriceSmart, Inc.    468 
         2,103 
     Food, Beverage and Tobacco - 0.6%     
 10   Darling Ingredients, Inc. ●    163 
 11   Freshpet, Inc. ●    170 
 7   Post Holdings, Inc. ●    335 
 431   Sunopta, Inc. ●    4,509 
 8   TreeHouse Foods, Inc. ●    759 
         5,936 
     Health Care Equipment and Services - 9.3%     
 174   Acadia Healthcare Co., Inc. ●    10,027 
 6   Anika Therapeutics, Inc. ●    227 
 1   Atrion Corp.    409 
 20   CareTrust REIT, Inc.    269 
 11   Corvel Corp. ●    357 
 7   Cyberonics, Inc. ●    414 
 256   Dexcom, Inc. ●    15,298 
 294   Endologix, Inc. ●    4,099 
 5   Ensign Group, Inc.    224 
 300   Envision Healthcare Holdings ●    10,307 
 184   Examworks Group, Inc. ●    6,812 
 37   Globus Medical, Inc. ●    874 
 20   HealthSouth Corp.    861 
 116   Heartware International, Inc. ●    9,656 
 6   ICU Medical, Inc. ●    517 
 252   Insulet Corp. ●    7,392 
 3   MEDNAX, Inc. ●    202 
 5   Natus Medical, Inc. ●    182 
 14   Omnicell, Inc. ●    454 
 13   Team Health Holdings ●    664 
 14   U.S. Physical Therapy, Inc.    541 
 21   Vascular Solutions, Inc. ●    579 
 440   Veeva Systems, Inc. ●    12,657 
 7   Wellcare Health Plans, Inc. ●    478 
         83,500 
     Household and Personal Products - 0.1%     
 17   Prestige Brands Holdings, Inc. ●    591 
           
     Insurance - 0.8%     
 13   Amerisafe, Inc.    522 
 254   Assured Guaranty Ltd.    6,204 
 22   James River Group Holdings Ltd. ●    460 
 3   Phoenix Cos., Inc. ●    166 
         7,352 
     Materials - 3.3%     
 14   Advanced Emissions Solutions, Inc. ●    151 
 8   Cabot Corp.    343 
 866   Graphic Packaging Holding Co. ●    12,540 
 2   Haynes International, Inc.    76 
 802   Headwaters, Inc. ●    11,288 
 107   KapStone Paper & Packaging Corp.    3,184 
 14   Myers Industries, Inc.    237 
 18   New Gold, Inc. ●    79 
 43   Omnova Solutions, Inc. ●    292 
 21   Orion Engineered Carbons S. A.    346 
 5   Philbro Animal Health Corp.-A    148 
 18   PolyOne Corp.    631 
 9   Silgan Holdings, Inc.    460 
         29,775 
     Media - 2.2%     
 384   Imax Corp. ●    12,815 
 115   Shutterstock, Inc. ●    6,471 
 86   Speed Commerce, Inc. ●    205 
         19,491 
     Pharmaceuticals, Biotechnology and Life Sciences - 11.0%     
 247   Achillion Pharmaceuticals, Inc. ●    3,662 
 15   Acorda Therapeutics, Inc. ●    618 
 134   Aerie Pharmaceuticals, Inc. ●    3,756 
 58   Agios Pharmaceuticals, Inc. ●    6,677 
 13   Albany Molecular Research, Inc. ●    208 
 12   Alkermes plc ●    871 
 68   Alnylam Pharmaceuticals, Inc. ●    6,350 
 203   Anacor Pharmaceuticals, Inc. ●    7,646 
 55   Arena Pharmaceuticals, Inc. ●    235 
 1   Avalanche Biotechnologies, Inc. ●    28 
    Bellicum Pharmaceuticals, Inc. ●    5 
 491   BioCryst Pharmaceuticals, Inc. ●    5,001 
 24   Bruker Corp. ●    451 
 23   Cara Therapeutics, Inc. ●    246 
 74   Cepheid, Inc. ●    4,186 
 11   Dicerna Pharmaceuticals, Inc. ●    235 
 13   Five Prime Therapeutics, Inc. ●    330 
 13   Glycomimetics, Inc. ●    97 
 12   Hyperion Therapeutics, Inc. ●    300 
 120   Intersect ENT, Inc. ●    2,534 
 270   Ironwood Pharmaceuticals, Inc. ●    4,211 
 82   Isis Pharmaceuticals, Inc. ●    5,616 
 17   Medicines Co. ●    500 
 475   Novavax, Inc. ●    3,709 
 94   Otonomy, Inc. ●    2,737 
 11   PAREXEL International Corp. ●    685 
 236   Portola Pharmaceuticals, Inc. ●    6,707 
 137   PTC Therapeutics, Inc. ●    7,527 
 2   Puma Biotechnology, Inc. ●    431 
 181   Regulus Therapeutics, Inc. ●    3,460 
 108   Relypsa, Inc. ●    3,792 
 29   Synageva BioPharma Corp. ●    3,351 
 204   Tesaro, Inc. ●    8,227 
 88   Tetraphase Pharmaceuticals, Inc. ●    3,194 
 33   Trevana, Inc. ●    181 
 6   Ultragenyx Pharmaceutical, Inc. ●    346 
 51   Xenoport, Inc. ●    423 
 6   Zafgen, Inc. ●    230 
         98,763 
     Real Estate - 4.2%     
 9   Altisource Residential Corp.    157 
 26   Arbor Realty Trust    181 
 17   Armada Hoffler Properties, Inc.    178 
 10   Coresite Realty Corp. REIT    453 
 1   InfraREIT, Inc. ●    32 
 367   Kennedy-Wilson Holdings, Inc.    9,752 
 14   Medical Properties Trust, Inc. REIT    221 
 521   Paramount Group, Inc. ●    10,091 
 147   Pebblebrook Hotel Trust REIT    6,836 

 

2
 

 

The Hartford Small Company Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

 

Shares or Principal Amount  Market Value ╪ 
Common Stocks - 95.1% - (continued) 
     Real Estate - 4.2% - (continued)     
 15   Ramco-Gershenson Properties Trust REIT   $301 
 8   Stag Industrial, Inc. REIT    220 
 14   Summit Hotel Properties, Inc. REIT    185 
 33   Sunstone Hotel Investors, Inc. REIT    562 
 86   Zillow, Inc. ●    8,379 
         37,548 
     Retailing - 3.9%     
 3,137   Allstar Co. ⌂●†    2,899 
 10   Core-Mark Holding Co., Inc.    669 
 162   CST Brands, Inc.    6,992 
 15   DSW, Inc.    523 
 13   Five Below, Inc. ●    431 
 56   HSN, Inc.    4,330 
 69   Lumber Liquidators Holdings, Inc. ●    4,372 
 38   Pier 1 Imports, Inc.    635 
 11   Shoe Carnival, Inc.    265 
 66   Tory Burch LLC ⌂●†    3,877 
 265   Tuesday Morning Corp. ●    4,685 
 13   Wayfair, Inc. ●    256 
 273   Zulily, Inc. ●    5,047 
         34,981 
     Semiconductors and Semiconductor Equipment - 3.8%     
 48   Ambarella, Inc. ●    2,646 
 21   Exar Corp. ●    185 
 194   Freescale Semiconductor Holdings Ltd. ●    6,234 
 12   Inphi Corp. ●    228 
 11   Integrated Silicon Solution, Inc.    171 
 14   Nanometrics, Inc. ●    216 
 138   Power Integrations, Inc.    7,108 
 8   Qorvo, Inc. ●    568 
 22   Rambus, Inc. ●    246 
 173   SunEdison Semiconductor Ltd. ●    3,388 
 407   SunEdison, Inc. ●    7,632 
 209   SunPower Corp. ●    5,045 
 8   Ultratech Stepper, Inc. ●    120 
         33,787 
     Software and Services - 16.9%     
 11   Aspen Technology, Inc. ●    388 
 17   Bankrate, Inc. ●    211 
 6   CACI International, Inc. Class A ●    469 
 7   Carbonite, Inc. ●    111 
 9   Cass Information Systems, Inc.    406 
 3   comScore, Inc. ●    145 
 277   Constant Contact, Inc. ●    10,460 
 4   Control4 Corp. ●    53 
 49   CoStar Group, Inc. ●    9,027 
 9   CSG Systems International, Inc.    218 
 5   Cvent, Inc. ●    114 
 127   DealerTrack Technologies, Inc. ●    5,115 
 111   Demandware, Inc. ●    5,950 
 3   Digimarc Corp.    92 
 19   Ellie Mae, Inc. ●    859 
 107   Envestnet, Inc. ●    5,504 
 11   ePlus, Inc. ●    747 
 23   Everyday Health, Inc. ●    325 
 27   Exlservice Holdings, Inc. ●    801 
 10   Fair Isaac, Inc.    702 
 48   Five9, Inc. ●    188 
 189   Fleetmatics Group Ltd. ●    6,696 
 46   Global Cash Access, Inc. ●    302 
 113   Heartland Payment Systems, Inc.    5,637 
 137   Hubspot, Inc. ●    4,603 
 15   j2 Global, Inc.    836 
 23   Kofax Ltd. ●    156 
 17   Manhattan Associates, Inc. ●    766 
 56   Marchex, Inc.    212 
 305   Marketo, Inc. ●    10,492 
 213   Markit Ltd. ●    5,589 
 130   MAXIMUS, Inc.    7,231 
 32   Model N, Inc. ●    345 
 10   Netscout Systems, Inc. ●    374 
    New Relic, Inc. ●    3 
 9   Nuance Communications, Inc. ●    124 
 13   Perficient, Inc. ●    230 
 19   PTC, Inc. ●    629 
 12   Q2 Holdings, Inc. ●    209 
 10   Qualys, Inc. ●    387 
 11   Sapiens International Corp. N.V. ●    68 
 9   SeaChange International, Inc. ●    67 
 10   Solera Holdings, Inc.    498 
 25   Tangoe, Inc. ●    291 
 6   Textura Corp. ●    151 
 427   TrueCar, Inc. ●    7,507 
 113   Tyler Corp. ●    12,015 
 147   Verint Systems, Inc. ●    7,851 
 257   Virtusa Corp. ●    9,618 
 10   WebMD Health Corp. ●    395 
 74   WEX, Inc. ●    6,821 
 450   WNS Holdings Ltd. ADR ●    10,129 
 124   Yelp, Inc. ●    6,530 
 18   Zendesk, Inc. ●    443 
 64   Zix Corp. ●    227 
 658   Zuora, Inc. ⌂●†    2,251 
         151,568 
     Technology Hardware and Equipment - 4.3%     
 106   Arista Networks, Inc. ●    6,660 
 18   Aruba Networks, Inc. ●    290 
 10   CalAmp Corp. ●    179 
 20   Calix, Inc. ●    195 
 15   CDW Corp. of Delaware    501 
 15   Ciena Corp. ●    276 
 175   Cognex Corp. ●    6,414 
 6   FEI Co.    473 
 28   Mitel Networks Corp. ●    246 
 364   Mobileye N.V. ●    14,339 
 217   Nimble Storage, Inc. ●    4,871 
 115   ParkerVision, Inc. ●    118 
 11   Radware Ltd. ●    218 
 17   Sonus Networks, Inc. ●    318 
 126   Ubiquiti Networks, Inc.    3,318 
         38,416 
     Telecommunication Services - 0.3%     
 59   Mellanox Technologies Ltd. ●    2,584 
 6   Shenandoah Telecommunications Co.    171 
         2,755 
     Transportation - 4.0%     
 25   Celadon Group, Inc.    588 
 161   Landstar System, Inc.    10,316 
 13   Marten Transport Ltd.    258 
 132   Old Dominion Freight Line, Inc. ●    9,230 

 

3
 

 

The Hartford Small Company Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

  

Shares or Principal Amount  Market Value ╪ 
Common Stocks - 95.1% - (continued)
     Transportation - 4.0% - (continued)     
 4   Park-Ohio Holdings Corp.   $188 
 56   Spirit Airlines, Inc. ●    4,169 
 447   Swift Transportation Co. ●    10,994 
 668   Telogis, Inc. ⌂●†    307 
         36,050 
     Utilities - 0.1%     
 3   ALLETE, Inc.    162 
 7   Pattern Energy Group, Inc.    197 
 17   Spark Energy, Inc.    264 
         623 
     Total Common Stocks     
     ( Cost $773,417)   $853,431 
           
Preferred Stocks - 1.9%     
     Consumer Durables and Apparel - 0.4%     
 106   Cloudera, Inc. ⌂●†   $3,152 
 2   William Lyon Homes, Inc. ●β    246 
         3,398 
     Pharmaceuticals, Biotechnology and Life Sciences - 0.0%     
 93   Sancilio & Co., Inc. ⌂●†    316 
           
     Software and Services - 0.8%     
 870   Apigee Corp. ⌂●†    2,802 
 129   Nutanix, Inc. ⌂●†    2,023 
 98   Veracode, Inc. ⌂●†    2,125 
         6,950 
     Technology Hardware and Equipment - 0.2%     
 123   Pure Storage, Inc. ⌂●†    1,811 
           
     Telecommunication Services - 0.1%     
 83   DocuSign, Inc. ⌂●†    1,325 
         1,325 
     Transportation - 0.4%     
 909   Telogis, Inc. ⌂●†    3,646 
           
     Total Preferred Stocks     
     (Cost $13,236)   $17,446 
           
Exchange Traded Funds - 0.2%     
     Other Investment Pools and Funds - 0.2%     
 15   iShares Russell 2000 Growth ETF   $2,027 
           
     Total Exchange Traded Funds     
     (Cost $2,034)   $2,027 
           
     Total Long-Term Investments     
     (Cost $788,687)   $872,904 
           
Short-Term Investments - 1.4%     
Repurchase Agreements - 1.4%     
    

Bank of America Merrill Lynch Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $12, collateralized by U.S. Treasury
Note 0.88%, 2017, value of $12)

     
$12    0.04%, 1/31/15   $12 
   

Bank of America Merrill Lynch TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $527, collateralized by FHLMC 3.50%
- 4.00%, 2032 - 2045, FNMA 1.83% - 4.50%,
2025 - 2045, value of $537)

    
 527    0.06%, 1/31/15    527 
    

Bank of Montreal  TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$3,823, collateralized by U.S. Treasury Bill
0.04% - 0.25%, 2015 - 2016, U.S. Treasury
Bond 3.00% - 9.88%, 2015 - 2044, U.S.
Treasury Note 0.25% - 4.63%, 2015 - 2022,
value of $3,899)

     
 3,823    0.05%, 1/31/15    3,823 
    

Bank of Montreal TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $890,
collateralized by FHLMC 2.00% - 5.50%, 2022 -
2044, FNMA 3.00% - 4.00%, 2022 - 2042,
GNMA 3.00%, 2043, U.S. Treasury Bill 0.25%,
2016, U.S. Treasury Note 0.75% - 2.50%, 2017 -
2024, value of $908)

     
 890    0.06%, 1/31/15    890 
    

Barclays Capital TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$2,547, collateralized by U.S. Treasury Note
1.50% - 2.00%, 2016 - 2023, value of $2,598)

     
 2,547    0.04%, 1/31/15    2,547 
    

Citigroup Global Markets, Inc. TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $1,656, collateralized by U.S.
Treasury Bond 3.75% - 4.50%, 2038 - 2043,
value of $1,689)

     
 1,656    0.05%, 1/31/15    1,656 
    

Deutsche Bank Securities TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $145, collateralized by FHLMC 2.50%
- 6.50%, 2020 - 2041, FNMA 2.50% - 6.50%,
2016 - 2047, GNMA 3.50%, 2045, U.S. Treasury
Bill 0.07% - 0.25%, 2015 - 2016, U.S. Treasury
Bond 2.38% - 5.38%, 2027 - 2043, U.S.
Treasury Note 0.13% - 4.63%, 2015 - 2024,
value of $148)

     
 145    0.05%, 1/31/15    145 
    

Royal Bank of Scotland TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $609, collateralized by U.S. Treasury
Bond 8.13%, 2019, U.S. Treasury Note 2.38% -
3.63%, 2020 - 2024, value of $621)

     
 609    0.06%, 1/31/15    609 
    

Societe Generale TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $37,
collateralized by U.S. Treasury Note 0.75% -
2.63%, 2016 - 2017, value of $38)

     
 37    0.06%, 1/31/15    37 

 

4
 

 

The Hartford Small Company Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

 

Shares or Principal Amount         Market Value ╪ 
Short-Term Investments - 1.4% - (continued)          
Repurchase Agreements - 1.4% - (continued)          
     TD Securities TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$2,272, collateralized by FHLMC 3.00% - 4.00%,
2026 - 2043, FNMA 2.50% - 5.00%, 2025 - 
2044, value of $2,318)
             
$2,272    0.07%, 1/31/15        $2,272 
              12,518 
     Total Short-Term Investments             
     (Cost $12,518)        $12,518 
                
     Total Investments          
     (Cost $801,205) ▲    98.6%  $885,422 
     Other Assets and Liabilities    1.4%   12,180 
     Total Net Assets    100.0%  $897,602 

 

5
 

 

The Hartford Small Company Fund

Schedule of Investments – (continued)

January 31, 2015 (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. 

 

Other than the industry classifications "Other Investment Pools and Funds" and "Exchange Traded Funds," equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

 

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for reporting ease. 

 

At January 31, 2015, the cost of securities for federal income tax purposes was $803,860 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation   $119,743 
Unrealized Depreciation    (38,181)
Net Unrealized Appreciation   $81,562 

 

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, 2015, the aggregate fair value of these securities was $26,534, which represents 3.0% 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, as amended, and may have contractual restrictions on resale.  Illiquid securities may lack a readily available market or their valuation has not changed for a certain period of time.

 

Period Acquired  Shares/ Par   Security  Cost Basis 
08/2011   3,137   Allstar Co.  $1,364 
04/2014   870   Apigee Corp. Preferred   2,532 
02/2014   106   Cloudera, Inc. Preferred   1,545 
02/2014   83   DocuSign, Inc. Preferred   1,094 
08/2014   129   Nutanix, Inc. Preferred   1,730 
04/2014   123   Pure Storage, Inc. Preferred   1,934 
05/2014   93   Sancilio & Co., Inc. Preferred   351 
09/2013   909   Telogis, Inc. Preferred   2,002 
09/2013   668   Telogis, Inc.   1,323 
11/2013   66   Tory Burch LLC   5,138 
08/2014   98   Veracode, Inc. Preferred   1,810 
01/2015   658   Zuora, Inc.   2,501 

 

At January 31, 2015, the aggregate value of these securities was $26,534, which represents 3.0% of total net assets.

 

βConvertible security.

 

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.

 

Foreign Currency Contracts Outstanding at January 31, 2015

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
CAD  Buy  02/03/2015  MSC  $13   $13   $   $ 
CAD  Sell  02/02/2015  RBC   8    8         
CHF  Sell  02/02/2015  BNP   25    25         
Total                     $   $ 

 

6
 

 

The Hartford Small Company Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

  

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Counterparty Abbreviations:
BNP BNP Paribas Securities Services
MSC Morgan Stanley
RBC RBC Dominion Securities, Inc.
 
Currency Abbreviations:
CAD Canadian Dollar
CHF Swiss Franc
 
Other Abbreviations:
ADR American Depositary Receipt
ETF Exchange Traded Fund
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, 2015

 

Sector  Percentage of
Net Assets
 
Equity Securities     
Consumer Discretionary   14.1%
Consumer Staples   0.9 
Energy   1.9 
Financials   10.3 
Health Care   20.3 
Industrials   19.9 
Information Technology   26.3 
Materials   3.3 
Services   0.1 
Utilities   0.1 
Total   97.2%
Short-Term Investments   1.4 
Other Assets and Liabilities   1.4 
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.

 

7
 

  

The Hartford Small Company Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

 

Investment Valuation Hierarchy Level Summary

January 31, 2015

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks ‡  $853,431   $838,706   $5,391   $9,334 
Exchange Traded Funds   2,027    2,027         
Preferred Stocks   17,446    246        17,200 
Short-Term Investments   12,518        12,518     
Total  $885,422   $840,979   $17,909   $26,534 
Liabilities:                    
Foreign Currency Contracts *  $   $   $   $ 
Total  $   $   $   $ 

 

For the three-month period ended January 31, 2015, 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, 2014
   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, 2015
 
Assets:                                             
Common Stocks  $32,843   $   $(667)†  $   $2,501   $   $   $(25,343)  $9,334 
Preferred Stocks   15,985        1,215                       17,200 
Total  $48,828   $   $548   $   $2,501   $   $   $(25,343)  $26,534 

 

*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, 2015 was $(667).
Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2015 was $1,215.

 

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, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Common Stocks - 99.5% 
     Automobiles and Components - 0.8%     
 5   Cooper Tire & Rubber Co.   $173 
 3   Lear Corp.    271 
 2   Strattec Strategy    107 
         551 
     Banks - 3.2%     
 5   Banco Latinoamericano de Comercio Exterior S.A. ADR    125 
 40   Fifth Third Bancorp    694 
 7   Hanmi Financial Corp.    137 
 12   Home Loan Servicing Solutions Ltd.    150 
 46   Huntington Bancshares, Inc.    458 
 10   MainSource Financial Group, Inc.    191 
 9   Oriental Financial Group, Inc.    148 
 44   Regions Financial Corp.    379 
         2,282 
     Capital Goods - 8.1%     
 7   AAON, Inc.    155 
 6   AGCO Corp.    277 
 4   American Railcar Industries, Inc.    196 
 5   American Woodmark Corp. ●    210 
 5   Argan, Inc.    164 
 6   Brady Corp. Class A    144 
 7   Douglas Dynamics, Inc.    133 
 5   Engility Holdings, Inc. ●    189 
 13   Enphase Energy, Inc. ●    165 
 2   Huntington Ingalls Industries, Inc.    268 
 3   Hyster-Yale Materials Handling, Inc.    175 
 4   Lindsay Corp.    306 
 20   Meritor, Inc. ●    254 
 2   Moog, Inc. Class A ●    155 
 1   Proto Laboratories, Inc. ●    75 
 4   Quanta Services, Inc. ●    98 
 4   Regal-Beloit Corp.    303 
 6   Spirit Aerosystems Holdings, Inc. ●    282 
 11   Taser International, Inc. ●    294 
 1   Teledyne Technologies, Inc. ●    133 
 3   Timken Co.    129 
 4   Toro Co.    268 
 8   Trex Co., Inc. ●    357 
 7   Trinity Industries, Inc.    180 
 3   United Rentals, Inc. ●    240 
 1   Valmont Industries, Inc.    68 
 4   Wabco Holdings, Inc. ●    333 
 5   Woodward, Inc.    217 
         5,768 
     Commercial and Professional Services - 4.1%     
 6   Barrett Business Services, Inc.    174 
 8   Brink's Co.    182 
 5   Deluxe Corp.    338 
 4   Dun & Bradstreet Corp.    403 
 5   Korn/Ferry International ●    137 
 13   Pitney Bowes, Inc.    314 
 7   Quad Graphics, Inc.    144 
 6   Quintiles Transnational Holdings ●    372 
 18   R.R. Donnelley & Sons Co.    293 
 3   Robert Half International, Inc.    145 
 9   RPX Corp. ●    107 
 2   UniFirst Corp.    279 
         2,888 
     Consumer Durables and Apparel - 3.8%     
 6   CSS Industries, Inc.    164 
 3   Fossil Group, Inc. ●    244 
 6   Helen of Troy Ltd. ●    419 
 13   Nautilus Group, Inc. ●    187 
 1   NVR, Inc. ●    727 
 2   Polaris Industries, Inc.    258 
 70   Quiksilver, Inc. ●    131 
 4   Skechers USA, Inc. Class A ●    259 
 4   Steven Madden Ltd. ●    148 
 5   Vince Holding Corp. ●    126 
         2,663 
     Consumer Services - 4.1%     
 5   American Public Education, Inc. ●    158 
 11   Bridgepoint Education, Inc. ●    111 
 8   Brinker International, Inc.    479 
 1   Buffalo Wild Wings, Inc. ●    205 
 2   Capella Education Co.    170 
 3   Choice Hotels International, Inc.    193 
 3   DeVry Education Group, Inc.    114 
 6   Domino's Pizza, Inc.    576 
 14   International Speedway Corp. Class A    399 
 3   Marriott Vacations Worldwide Corp.    191 
 3   Outerwall, Inc. ●    174 
 2   Strayer Education, Inc. ●    161 
         2,931 
     Diversified Financials - 2.5%     
 30   Apollo Investment Corp.    211 
 12   EZCORP, Inc. ●    125 
 10   Janus Capital Group, Inc.    173 
 5   Marcus & Millichap, Inc. ●    161 
 6   Nelnet, Inc.    245 
 25   New Mountain Finance Corp.    365 
 9   Solar Capital Ltd.    161 
 5   Springleaf Holdings, Inc. ●    152 
 3   World Acceptance Corp. ●    213 
         1,806 
     Energy - 3.1%     
 11   Alon USA Energy, Inc.    138 
 13   Bill Barrett Corp. ●    127 
 4   CVR Energy, Inc.    156 
 5   Geospace Technologies Corp. ●    112 
 1   Helmerich & Payne, Inc.    83 
 4   Matrix Service Co. ●    81 
 4   Newfield Exploration Co. ●    122 
 2   Oil States International, Inc. ●    64 
 10   Pacific Ethanol, Inc. ●    85 
 1   REX American Resources Corp. ●    78 
 3   Unit Corp. ●    77 
 31   Vaalco Energy, Inc. ●    173 
 11   Valero Energy Corp.    599 
 6   Western Refining, Inc.    212 
 10   WPX Energy, Inc. ●    111 
         2,218 
     Food and Staples Retailing - 0.5%     
 3   Andersons (The), Inc.    117 
 38   Rite Aid Corp. ●    262 
         379 
     Food, Beverage and Tobacco - 1.1%     
 1   Ingredion, Inc.    81 
 1   Keurig Green Mountain, Inc.    98 

 

1
 

 

The Hartford Small/Mid Cap Equity Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Common Stocks - 99.5% - (continued) 
     Food, Beverage and Tobacco - 1.1% - (continued)     
 18   Pilgrim's Pride Corp.   $475 
 3   Universal Corp.    108 
         762 
     Health Care Equipment and Services - 4.2%     
 4   Aetna, Inc.    331 
 5   Anika Therapeutics, Inc. ●    204 
 4   Centene Corp. ●    404 
 3   Computer Programs & Systems, Inc.    143 
 4   Ensign Group, Inc.    174 
 5   Health Net, Inc. ●    287 
 3   ICU Medical, Inc. ●    234 
 3   Magellan Health, Inc. ●    156 
 4   Orthofix International N.V. ●    134 
 21   Quality Systems, Inc.    334 
 6   SurModics, Inc. ●    133 
 6   Triple-S Management Corp., Class B ●    153 
 5   VCA, Inc. ●    281 
         2,968 
     Household and Personal Products - 0.4%     
 3   Herbalife Ltd.    98 
 2   Usana Health Sciences, Inc. ●    196 
         294 
     Insurance - 5.5%     
 3   AmTrust Financial Services, Inc.    172 
 5   Argo Group International Holdings Ltd.    262 
 7   Assurant, Inc.    438 
 3   Axis Capital Holdings Ltd.    151 
 6   Endurance Specialty Holdings Ltd.    342 
 3   Everest Re Group Ltd.    504 
 4   FBL Financial Group Class A    224 
 5   Federated National Holding Co.    131 
 11   Greenlight Capital Re Ltd. Class A ●    342 
 18   MBIA, Inc. ●    146 
 7   Montpelier Re Holdings Ltd.    260 
 2   Phoenix Cos., Inc. ●    143 
 19   Symetra Financial Corp.    390 
 9   United Insurance Holdings Corp.    225 
 4   Validus Holdings Ltd.    147 
         3,877 
     Materials - 6.7%     
 8   Albemarle Corp.    400 
 5   Ashland, Inc.    604 
 6   Boise Cascade Co. ●    243 
 8   Century Aluminum Co. ●    179 
 5   Clearwater Paper Corp. ●    366 
 5   Commercial Metals Co.    61 
 8   Domtar Corp.    299 
 3   Eagle Materials, Inc.    196 
 26   Gold Resource Corp.    90 
 11   Graphic Packaging Holding Co. ●    165 
 9   Huntsman Corp.    202 
 21   Kronos Worldwide, Inc.    236 
 6   PolyOne Corp.    203 
 4   Reliance Steel & Aluminum    183 
 18   Resolute Forest Products ●    297 
 8   Sonoco Products Co.    367 
 3   Steel Dynamics, Inc.    56 
 3   Stepan Co.    107 
 16   Stillwater Mining Co. ●    216 
 6   United States Steel Corp.    153 
 4   US Silica Holdings, Inc.    111 
         4,734 
     Media - 0.3%     
 12   Global Sources Ltd. ●    72 
 4   Scholastic Corp.    151 
         223 
     Pharmaceuticals, Biotechnology and Life Sciences - 8.0%     
 14   Achillion Pharmaceuticals, Inc. ●    209 
 19   Affymetrix, Inc. ●    210 
 9   Anacor Pharmaceuticals, Inc. ●    350 
 3   Bio-Rad Laboratories, Inc. Class A ●    355 
 4   BioSpecifics Technologies Corp. ●    150 
 4   Bruker Corp. ●    73 
 7   Cambrex Corp. ●    157 
 2   Charles River Laboratories International, Inc. ●    112 
 14   DepoMed, Inc. ●    252 
 6   Hyperion Therapeutics, Inc. ●    142 
 9   Impax Laboratories, Inc. ●    345 
 11   Infinity Pharmaceuticals, Inc. ●    173 
 4   Lannet, Inc. ●    180 
 2   Ligand Pharmaceuticals, Inc. Class B ●    125 
 21   Merrimack Pharmaceuticals, Inc. ●    195 
 2   Myriad Genetics, Inc. ●    80 
 15   Nektar Therapeutics ●    225 
 12   Omeros Corp. ●    258 
 7   Ophthotech Corp. ●    375 
 5   PAREXEL International Corp. ●    299 
 61   PDL Biopharma, Inc.    444 
 1   Puma Biotechnology, Inc. ●    148 
 6   Sagent Pharmaceuticals, Inc. ●    155 
 13   Sciclone Pharmaceuticals, Inc. ●    97 
 4   United Therapeutics Corp. ●    593 
         5,702 
     Real Estate - 12.0%     
 8   AG Mortgage Investment Trust, Inc. REIT    145 
 17   American Capital Mortgage Investment Corp. REIT    308 
 24   Brandywine Realty Trust REIT    399 
 26   Capstead Mortgage Corp. REIT    315 
 7   CBL & Associates Properties, Inc. REIT    151 
 33   Chambers Street Properties    277 
 7   Equity Commonwealth    195 
 10   Equity Lifestyle Properties, Inc. REIT    525 
 12   Franklin Street Properties Corp. REIT    148 
 11   Government Properties Income Trust REIT    260 
 8   Hatteras Financial Corp. REIT    140 
 10   Hospitality Properties Trust REIT    323 
 3   Jones Lang LaSalle, Inc.    456 
 30   Mack-Cali Realty Corp. REIT    579 
 18   MFA Mortgage Investments, Inc. REIT    140 
 15   New Residential Investment Corp.    186 
 13   NorthStar Realty Finance Corp.    248 
 11   Pennsylvania REIT    266 
 7   PennyMac Mortgage Investment Trust REIT    153 
 47   Piedmont Office Realty Trust, Inc.    916 
 9   Ramco-Gershenson Properties Trust REIT    180 
 50   Resource Capital Corp. REIT    243 
 51   Retail Properties of America, Inc.    906 
 5   Sabra Healthcare REIT, Inc.    160 
 11   Select Income REIT    283 
 12   St. Joe Co. ●    193 

 

2
 

 

The Hartford Small/Mid Cap Equity Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount  Market Value ╪ 
Common Stocks - 99.5% - (continued) 
     Real Estate - 12.0% - (continued)     
 26   Two Harbors Investment Corp. REIT   $270 
 10   Western Asset Mortgage Capital Corp. REIT    128 
         8,493 
     Retailing - 6.9%     
 7   ANN, Inc. ●    223 
 7   Big Lots, Inc.    321 
 6   Buckle (The), Inc.    300 
 5   Burlington Stores, Inc. ●    259 
 5   Cato Corp.    216 
 8   Chico's FAS, Inc.    130 
 4   Dillard's, Inc.    500 
 6   Finish Line (The), Inc.    137 
 6   Foot Locker, Inc.    341 
 15   Francescas Holding Corp. ●    241 
 19   Nutrisystem, Inc.    344 
 14   Overstock.com, Inc. ●    320 
 8   Select Comfort Corp. ●    236 
 3   Ulta Salon, Cosmetics & Fragrances, Inc. ●    383 
 7   Urban Outfitters, Inc. ●    247 
 7   Williams-Sonoma, Inc.    509 
 5   Zumiez, Inc. ●    195 
         4,902 
     Semiconductors and Semiconductor Equipment - 2.3%     
 3   Ambarella, Inc. ●    182 
 27   Amkor Technology, Inc. ●    171 
 10   Integrated Device Technology, Inc. ●    187 
 11   Kulicke & Soffa Industries, Inc. ●    164 
 13   Rambus, Inc. ●    146 
 8   Skyworks Solutions, Inc.    623 
 2   Synaptics, Inc. ●    146 
         1,619 
     Software and Services - 8.8%     
 10   Aspen Technology, Inc. ●    347 
 17   AVG Technologies N.V. ●    332 
 4   Booz Allen Hamilton Holding Corp.    114 
 18   CA, Inc.    535 
 12   Carbonite, Inc. ●    174 
 2   Constant Contact, Inc. ●    87 
 15   Convergys Corp.    278 
 5   CSG Systems International, Inc.    120 
 6   CyrusOne, Inc.    157 
 2   DST Systems, Inc.    232 
 4   EPAM Systems, Inc. ●    215 
 2   ePlus, Inc. ●    145 
 13   Global Cash Access, Inc. ●    88 
 10   Liquidity Services, Inc. ●    76 
 6   Logmein, Inc. ●    262 
 5   MAXIMUS, Inc.    273 
 23   Mentor Graphics Corp.    527 
 7   Netscout Systems, Inc. ●    269 
 6   Pegasystems, Inc.    121 
 6   Rovi Corp. ●    132 
 3   Science Applications International Corp.    146 
 3   Solarwinds, Inc. ●    142 
 2   SS&C Technologies Holdings, Inc.    94 
 20   Synopsys, Inc. ●    851 
 10   Take-Two Interactive Software, Inc. ●    294 
 12   VASCO Data Security International, Inc. ●    267 
         6,278 
     Technology Hardware and Equipment - 4.6%     
 7   Arris Group, Inc. ●    185 
 4   Arrow Electronics, Inc. ●    220 
 10   Aruba Networks, Inc. ●    163 
 7   Avnet, Inc.    287 
 3   Benchmark Electronics, Inc. ●    75 
 47   Brocade Communications Systems, Inc.    528 
 3   Comtech Telecommunications Corp.    105 
 7   Ingram Micro, Inc. ●    171 
 7   Jabil Circuit, Inc.    151 
 8   Lexmark International, Inc.    331 
 4   Methode Electronics, Inc.    145 
 4   Palo Alto Networks, Inc. ●    442 
 6   Sanmina Corp. ●    127 
 8   Sonus Networks, Inc. ●    157 
 2   Zebra Technologies Corp. Class A ●    208 
         3,295 
     Telecommunication Services - 0.9%     
 31   Frontier Communications Co.    208 
 11   Inteliquent, Inc.    182 
 11   Telephone & Data Systems, Inc.    265 
         655 
     Transportation - 3.2%     
 18   Alaska Air Group, Inc.    1,197 
 4   ArcBest Corp.    130 
 6   Avis Budget Group, Inc. ●    332 
 2   Spirit Airlines, Inc. ●    163 
 12   Swift Transportation Co. ●    288 
 6   Werner Enterprises, Inc.    168 
         2,278 
     Utilities - 4.4%     
 60   Atlantic Power Corp.    159 
 2   El Paso Electric Co.    84 
 6   Empire District Electric Co.    180 
 20   Great Plains Energy, Inc.    576 
 6   New Jersey Resources Corp.    390 
 10   Pinnacle West Capital Corp.    688 
 24   Westar Energy, Inc.    1,008 
         3,085 
     Total Common Stocks     
     ( Cost $62,177)  $70,651 
           
     Total Long-Term Investments     
     (Cost $62,177)  $70,651 
           
Short-Term Investments - 0.6%     
Repurchase Agreements - 0.6%     
     Bank of America Merrill Lynch Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $0, collateralized by U.S. Treasury
Note 0.88%, 2017, value of $0)
     
$    0.04%, 1/31/15   $ 
     Bank of America Merrill Lynch TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $17, collateralized by FHLMC 3.50% -
4.00%, 2032 - 2045, FNMA 1.83% - 4.50%,
2025 - 2045, value of $17)
     
 17    0.06%, 1/31/15    17 

 

3
 

 

 

The Hartford Small/Mid Cap Equity Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount      Market Value ╪ 
Short-Term Investments - 0.6% - (continued)        
Repurchase Agreements - 0.6% - (continued)       
     Bank of Montreal  TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $122,
collateralized by U.S. Treasury Bill 0.04% -
0.25%, 2015 - 2016, U.S. Treasury Bond 3.00%
- 9.88%, 2015 - 2044, U.S. Treasury Note 0.25%
- 4.63%, 2015 - 2022, value of $124)
          
$122   0.05%, 1/31/15       $122 
     Bank of Montreal TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $28,
collateralized by FHLMC 2.00% - 5.50%, 2022
- 2044, FNMA 3.00% - 4.00%, 2022 - 2042,
GNMA 3.00%, 2043, U.S. Treasury Bill 0.25%,
2016, U.S. Treasury Note 0.75% - 2.50%, 2017 -
2024, value of $29)
          
 28   0.06%, 1/31/15        28 
     Barclays Capital TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $81,
collateralized by U.S. Treasury Note 1.50% -
2.00%, 2016 - 2023, value of $83)
          
 81   0.04%, 1/31/15        81 
     Citigroup Global Markets, Inc. TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $53, collateralized by U.S. Treasury
Bond 3.75% - 4.50%, 2038 - 2043, value of $54)
          
 53   0.05%, 1/31/15        53 
     Deutsche Bank Securities TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $5, collateralized by FHLMC 2.50% -
6.50%, 2020 - 2041, FNMA 2.50% - 6.50%,
2016 - 2047, GNMA 3.50%, 2045, U.S. Treasury
Bill 0.07% - 0.25%, 2015 - 2016, U.S. Treasury
Bond 2.38% - 5.38%, 2027 - 2043, U.S.
Treasury Note 0.13% - 4.63%, 2015 - 2024,
value of $5)
          
 5   0.05%, 1/31/15        5 
     Royal Bank of Scotland TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $19, collateralized by U.S. Treasury
Bond 8.13%, 2019, U.S. Treasury Note 2.38% -
3.63%, 2020 - 2024, value of $20)
          
 19   0.06%, 1/31/15        19 
     Societe Generale TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $1,
collateralized by U.S. Treasury Note 0.75% -
2.63%, 2016 - 2017, value of $1)
          
 1   0.06%, 1/31/15        1 
     TD Securities TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $72,
collateralized by FHLMC 3.00% - 4.00%, 2026 -
2043, FNMA 2.50% - 5.00%, 2025 - 2044, value
of $74)
          
 72   0.07%, 1/31/15        72 
              398 
     Total Short-Term Investments          
     (Cost $398)       $398 
                
     Total Investments          
     (Cost $62,575) ▲   100.1%  $71,049 
     Other Assets and Liabilities   (0.1)%   (61)
     Total Net Assets   100.0%  $70,988 

 

4
 

 

The Hartford Small/Mid Cap Equity Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

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

 

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

 

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for reporting ease. 

 

At January 31, 2015, the cost of securities for federal income tax purposes was $62,609 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $12,114 
Unrealized Depreciation   (3,674)
Net Unrealized Appreciation  $8,440 

 

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
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, 2015

 

Sector  Percentage of
Net Assets
 
Equity Securities     
Consumer Discretionary   15.9%
Consumer Staples   2.0 
Energy   3.1 
Financials   23.2 
Health Care   12.2 
Industrials   15.4 
Information Technology   15.7 
Materials   6.7 
Services   0.9 
Utilities   4.4 
Total   99.5%
Short-Term Investments   0.6 
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.

 

5
 

 

The Hartford Small/Mid Cap Equity Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary

January 31, 2015

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks ‡  $70,651   $70,651   $   $ 
Short-Term Investments   398        398     
Total  $71,049   $70,651   $398   $ 

 

For the three-month period ended January 31, 2015, 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.

 

6
 

 

 

The Hartford Strategic Income Fund
Schedule of Investments
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
Asset and Commercial Mortgage Backed Securities - 14.2%
     Finance and Insurance - 14.2%     
     American Home Mortgage Assets Trust     
$459    0.29%, 03/25/2047 ‡Δ   $369 
 830    1.05%, 10/25/2046 ‡Δ    600 
     Banc of America Funding Corp.     
 657    0.36%, 10/20/2036 ‡Δ    491 
 220    5.85%, 01/25/2037 ‡    176 
     Banc of America Mortgage Securities     
 394    2.69%, 09/25/2035 Δ    362 
     BCAP LLC Trust     
 783    0.34%, 01/25/2037 ‡Δ    621 
 763    0.35%, 03/25/2037 ‡Δ    647 
 647    0.38%, 05/25/2047 ‡Δ    480 
     Bear Stearns Adjustable Rate Mortgage Trust     
 913    2.43%, 10/25/2035 ‡Δ    900 
     Bear Stearns Alt-A Trust     
 275    0.49%, 08/25/2036 Δ    209 
     Cent CLO L.P.     
 1,235    1.71%, 08/01/2024 ■Δ    1,228 
     Chase Mortgage Finance Corp.     
 1,050    5.50%, 11/25/2035 ‡    1,034 
     Citigroup Commercial Mortgage Trust     
 180    4.40%, 03/10/2047 ■Δ    149 
     Commercial Mortgage Trust     
 2,685    4.35%, 03/10/2046 ■‡Δ    1,834 
 105    4.58%, 10/15/2045 ■Δ    86 
     Connecticut Avenue Securities Series     
 185    2.77%, 05/25/2024 Δ    166 
 880    3.07%, 07/25/2024 Δ    796 
 1,300    3.17%, 07/25/2024 Δ    1,165 
 475    5.07%, 11/25/2024 Δ    485 
     Countrywide Alternative Loan Trust     
 748    0.49%, 11/25/2035 ‡Δ    595 
 1,557    5.75%, 05/25/2036    1,319 
 1,148    6.00%, 05/25/2036    973 
     Countrywide Home Loans, Inc.     
 1,264    2.54%, 09/25/2047 Δ    1,126 
 1,243    5.75%, 08/25/2037    1,185 
     Deutsche Alt-A Securities, Inc. Mortgage     
 416    0.32%, 03/25/2037 ‡Δ    301 
     Downey S & L Association Mortgage Loan Trust     
 617    1.03%, 03/19/2046 ‡Δ    475 
     First Franklin Mortgage Loan Trust     
 1,155    0.41%, 04/25/2036 ╦Δ    746 
     First Horizon Mortgage Pass-Through Trust     
 172    2.58%, 08/25/2037 Δ    141 
     GMAC Mortgage Corp. Loan Trust     
 1,074    2.93%, 09/19/2035 Δ    1,003 
 145    2.97%, 04/19/2036 Δ    128 
     GS Mortgage Securities Trust     
 465    3.67%, 04/10/2047 ■Δ    327 
 1,795    4.85%, 11/10/2045 ■╦Δ    1,826 
     GSAA Home Equity Trust     
 925    0.24%, 12/25/2046 ╦Δ    499 
 1,975    0.25%, 02/25/2037 ╦Δ    1,071 
 683    0.34%, 03/25/2047 ╦Δ    353 
 1,433    0.40%, 04/25/2047 Δ    944 
 634    5.88%, 09/25/2036 ╦    361 
     GSAMP Trust     
 2,135    0.26%, 01/25/2037 ╦Δ    1,287 
     GSR Mortgage Loan Trust     
 1,673    2.63%, 01/25/2036 Δ    1,548 
 1,271    2.71%, 04/25/2035 ╦Δ    1,234 
 159    2.77%, 10/25/2035 Δ    140 
     Harborview Mortgage Loan Trust     
 3,756    0.40%, 12/19/2036 ╦Δ    2,668 
 931    0.49%, 09/19/2035 ╦Δ    723 
     Hilton USA Trust     
 1,375    3.91%, 11/05/2030 ■╦Δ    1,373 
     Home Equity Loan Trust     
 539    2.35%, 11/25/2035 ╦Δ    512 
     IMPAC Commercial Mortgage Backed Trust     
 95    1.67%, 02/25/2036 ╦Δ    91 
     Impac Secured Assets Trust     
 2,309    0.45%, 08/25/2036 ╦Δ    1,762 
     IndyMac Index Mortgage Loan Trust     
 559    0.45%, 07/25/2035 ╦Δ    467 
 347    0.46%, 01/25/2036 ╦Δ    240 
 1,949    0.57%, 07/25/2046 ╦Δ    1,083 
     JP Morgan Chase Commercial Mortgage Securities Corp.     
 206    2.75%, 10/15/2045 ■    162 
 485    4.42%, 12/15/2047 ■╦Δ    429 
     JP Morgan Mortgage Trust     
 376    2.54%, 09/25/2035 Δ    357 
 486    2.56%, 08/25/2036 ╦Δ    424 
 607    2.78%, 05/25/2036 ╦Δ    557 
     Lehman XS Trust     
 538    0.38%, 07/25/2046 Δ    427 
 205    0.41%, 06/25/2047 ╦Δ    140 
 110    1.02%, 09/25/2047 ╦Δ    88 
     Merrill Lynch Mortgage Investors Trust     
 446    2.52%, 07/25/2035 ╦Δ    368 
     Morgan Stanley ABS Capital I     
 199    0.32%, 06/25/2036 ╦Δ    180 
     Morgan Stanley BAML Trust     
 390    4.50%, 08/15/2045 ■    309 
     Morgan Stanley Mortgage Loan Trust     
 146    0.34%, 05/25/2036 ╦Δ    77 
 1,125    0.34%, 11/25/2036 ╦Δ    546 
     RBSGC Mortage Pass Through Certificates     
 657    6.25%, 01/25/2037 ╦    595 
     Residential Accredit Loans, Inc.     
 266    0.91%, 09/25/2046 Δ    182 
 2,397    1.41%, 11/25/2037 ╦Δ    1,521 
     Residential Asset Securitization Trust     
 842    0.62%, 03/25/2035 Δ    649 
     Residential Funding Mortgage Securities, Inc.     
 127    3.06%, 04/25/2037 ╦Δ    111 
     Sequoia Mortgage Trust     
 270    0.44%, 01/20/2035 ╦Δ    256 
 70    2.46%, 07/20/2037 Δ    59 
     Soundview Home Equity Loan Trust, Inc.     
 1,566    0.41%, 07/25/2036 ╦Δ    973 
     SpringCastle America Funding LLC     
 1,367    2.70%, 05/25/2023 ■    1,368 
     Springleaf Mortgage Loan Trust     
 1,035    3.52%, 12/25/2065 ■    1,056 
     Structured Adjustable Rate Mortgage Loan Trust     
 2,146    2.48%, 02/25/2036 Δ    1,718 

 

1
 

 

The Hartford Strategic Income Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
Asset and Commercial Mortgage Backed Securities - 14.2% - (continued) 
     Finance and Insurance - 14.2% - (continued)     
     Structured Agency Credit Risk Debt Notes     
$425    4.67%, 02/25/2024 Δ   $428 
 530    4.91%, 10/25/2024 Δ    531 
     Structured Asset Mortgage Investments, Inc.     
 1,684    0.40%, 02/25/2036 ╦Δ    1,360 
     UBS-Barclays Commercial Mortgage Trust     
 240    4.09%, 03/10/2046 ■Δ    202 
     VNO Mortgage Trust     
 710    3.95%, 12/13/2029 ■Δ    741 
     Wells Fargo Alternative Loan Trust     
 245    2.58%, 12/28/2037 Δ    210 
 247    6.25%, 11/25/2037    235 
     Wells Fargo Mortgage Backed Securities Trust     
 415    2.51%, 09/25/2036 ╦Δ    385 
     WF-RBS Commercial Mortgage Trust     
 875    3.02%, 11/15/2047 ■    619 
 1,750    4.80%, 11/15/2045 ■╦Δ    1,591 
 170    5.00%, 06/15/2044 ■╦    162 
 196    5.00%, 04/15/2045 ■    155 
         57,470 
           
     Total Asset and Commercial Mortgage Backed Securities     
     (Cost $54,565)   $57,470 
           
Corporate Bonds - 23.6% 
     Accommodation and Food Services - 0.1%     
     Choice Hotels International, Inc.     
$420    5.75%, 07/01/2022 ‡   $450 
           
     Administrative, Support, Waste Management and Remediation Services - 0.3%     
     ADT (The) Corp.     
 875    6.25%, 10/15/2021 ‡    927 
     Clean Harbors, Inc.     
 60    5.13%, 06/01/2021 ‡    61 
 121    5.25%, 08/01/2020 ‡    122 
     Equinix, Inc.     
 45    4.88%, 04/01/2020 ╦    46 
 105    5.38%, 04/01/2023 ╦    109 
         1,265 
     Arts, Entertainment and Recreation - 0.6%     
     CCO Holdings LLC     
 30    5.13%, 02/15/2023 ‡    29 
 335    5.25%, 09/30/2022 ‡    336 
 70    5.75%, 09/01/2023 ‡    71 
     Gannett Co., Inc.     
 200    4.88%, 09/15/2021 ■    200 
 825    5.13%, 10/15/2019    854 
 275    5.13%, 07/15/2020 ╦    283 
     NBC Universal Enterprise     
 440    5.25%, 12/19/2049 ■╦    468 
     Numericable Group S.A.     
 235    4.88%, 05/15/2019 ■    235 
         2,476 
     Chemical Manufacturing - 0.3%     
     Eagle Spinco, Inc.     
 400    4.63%, 02/15/2021    395 
     NOVA Chemicals Corp.     
 560    5.00%, 05/01/2025 ■    581 
         976 
     Construction - 0.2%     
     Lennar Corp.     
 600    4.50%, 06/15/2019 ╦    606 
     Ryland Group, Inc.     
 231    5.38%, 10/01/2022    224 
         830 
     Electrical Equipment and Appliance Manufacturing - 0.0%     
     Sensata Technologies B.V.     
 35    5.63%, 11/01/2024 ■    37 
           
     Finance and Insurance - 11.4%     
     AerCap Ireland Capital Ltd.     
 700    4.50%, 05/15/2021 ■‡    723 
     Ally Financial, Inc.     
 230    3.75%, 11/18/2019    228 
     AXA S.A.     
 1,330    6.46%, 12/14/2018 ■‡♠Δ    1,418 
     Banco Bilbao Vizcaya Argentaria S.A.     
EUR  2,200    7.00%, 12/29/2049 §    2,564 
 1,200    9.00%, 05/09/2018 §♠    1,304 
     Banco Del Estado de Chile     
 150    3.88%, 02/08/2022 §‡    154 
     Banco do Brasil     
 1,050    6.25%, 04/15/2024 §♠    742 
     Banco Santander S.A.     
EUR2,900    6.25%, 03/12/2049 §    3,261 
EUR100    6.25%, 09/11/2049 §    112 
     Bank of Ireland     
EUR775    10.00%, 07/30/2016 §    949 
     Banque Centrale de Tunisie S.A.     
 450    5.75%, 01/30/2025 ■    457 
     Barclays Bank plc     
EUR925    8.00%, 12/15/2049    1,121 
 1,050    8.25%, 12/15/2018 ♠β    1,094 
     CIT Group, Inc.     
 1,017    5.50%, 02/15/2019 ■‡    1,079 
     Citigroup, Inc.     
 310    6.68%, 09/13/2043 ‡    414 
     CNH Industrial Capital LLC     
 30    3.38%, 07/15/2019 ■    29 
     Credit Agricole S.A.     
EUR1,050    6.50%, 06/23/2049 §    1,234 
 435    6.63%, 09/23/2019 ■♠Δ    427 
     Credit Suisse Group AG     
EUR475    5.75%, 09/18/2025 §    617 
 990    6.25%, 12/18/2024 ■♠Δ    954 
 675    7.88%, 02/24/2041 §    714 
     Development Bank of Kazakhstan JSC     
 825    4.13%, 12/10/2022 §    670 
     European Bank for Reconstruction & Dev     
INR  25,100    5.10%, 02/02/2017 ☼    405 
     Export-Import Bank of China     
 1,150    3.63%, 07/31/2024 ╦§    1,217 
     Export-Import Bank of India     
 335    4.00%, 01/14/2023 ╦§    347 
     HSBC Holdings plc     
 450    5.25%, 03/14/2044 ╦    538 

 

2
 

 

The Hartford Strategic Income Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
Corporate Bonds - 23.6% - (continued) 
     Finance and Insurance - 11.4% - (continued)     
     HSBC Holdings plc - (continued)     
$675    5.63%, 01/17/2020 ╦♠   $684 
 600    6.38%, 09/17/2024 ╦♠    615 
     Industrial & Commercial Bk of China Ltd.     
 561    6.00%, 12/10/2019 ■♠    581 
     International Finance Corp.     
INR  21,750    8.25%, 06/10/2021    402 
     JP Morgan Chase & Co.     
 2,345    5.63%, 08/16/2043 ╦    2,850 
     KBC Groep N.V.     
EUR  575    5.63%, 03/19/2019 §♠    642 
     Lloyds Banking Group plc     
EUR  1,825    6.38%, 06/27/2049 §    2,145 
GBP  750    7.00%, 12/29/2049 §    1,127 
     Mapfre S.A.     
EUR  1,450    5.92%, 07/24/2037    1,772 
     Minerva Luxembourg S.A.     
 560    7.75%, 01/31/2023 ■╦    539 
     Morgan Stanley     
 360    4.30%, 01/27/2045    377 
     MSCI, Inc.     
 140    5.25%, 11/15/2024 ■    146 
     Nationwide Building Society     
GBP  1,525    6.88%, 03/11/2049 §    2,265 
     Navient Corp.     
 340    5.50%, 01/15/2019 ╦    352 
 400    7.25%, 01/25/2022    435 
 490    8.45%, 06/15/2018 ╦    554 
     SBA Tower Trust     
 1,355    3.60%, 04/15/2043 ■╦    1,360 
     Societe Generale     
 785    6.00%, 01/27/2020 ■♠    722 
EUR   650    6.75%, 04/07/2049 §    725 
 2,350    8.25%, 11/29/2018 ╦§♠    2,432 
     UniCredit S.p.A.     
 500    8.00%, 06/03/2024 §♠    491 
     Vnesheconombank Via VEB Finance plc     
 300    5.94%, 11/21/2023 §    200 
     VTB Capital S.A.     
 1,525    6.88%, 05/29/2018 ╦§    1,289 
     Yasar Holdings     
 455    8.88%, 05/06/2020 ■    466 
         45,943 
     Food Manufacturing - 0.7%     
     ESAL GmbH     
 825    6.25%, 02/05/2023 §    779 
     Grupo Bimbo S.A.B. de C.V.     
 2,125    4.88%, 06/27/2044 ■    2,210 
         2,989 
     Health Care and Social Assistance - 0.7%     
     Community Health Systems, Inc.     
 405    5.13%, 08/01/2021    421 
     HCA, Inc.     
 305    4.75%, 05/01/2023 ╦    319 
 500    6.50%, 02/15/2020 ╦    563 
     Tenet Healthcare Corp.     
 1,380    6.00%, 10/01/2020 ╦    1,494 
     Wellcare Health Plans, Inc.     
 175    5.75%, 11/15/2020 ╦    181 
         2,978 
     Information - 2.7%     
     Activision Blizzard, Inc.     
 1,390    5.63%, 09/15/2021 ■‡    1,489 
     Audatex North America, Inc.     
 620    6.00%, 06/15/2021 ■‡    645 
 45    6.13%, 11/01/2023 ■    47 
     DISH DBS Corp.     
 55    5.88%, 11/15/2024 ■    55 
 350    6.75%, 06/01/2021 ‡    380 
 425    7.88%, 09/01/2019 ‡    483 
     Empresa de Telecomunicaciones de Bogota S.A.     
COP 5,084,000    7.00%, 01/17/2023 §    2,005 
     MTS International Funding Ltd.     
 1,040    5.00%, 05/30/2023 ■╦    815 
     Open Text Corp.     
 130    5.63%, 01/15/2023 ■    134 
     Sprint Communications, Inc.     
 799    7.00%, 03/01/2020 ■╦    871 
 451    9.00%, 11/15/2018 ■╦    520 
     T-Mobile USA, Inc.     
 315    5.25%, 09/01/2018 ╦    326 
 85    6.13%, 01/15/2022 ╦    87 
 400    6.46%, 04/28/2019 ╦    415 
 160    6.63%, 04/28/2021 ╦    166 
 195    6.73%, 04/28/2022 ╦    202 
     Videotron Ltd.     
 750    5.38%, 06/15/2024 ■    769 
     VimpelCom Holdings B.V.     
 1,285    5.95%, 02/13/2023 ■╦    973 
     Wind Acquisition Finance S.A.     
 350    4.75%, 07/15/2020 ■    341 
         10,723 
     Machinery Manufacturing - 0.2%     
     Case New Holland Industrial, Inc.     
 585    7.88%, 12/01/2017 ‡    644 
           
     Mining - 0.6%     
     ABJA Investment Co. Pte Ltd.     
 1,160    5.95%, 07/31/2024 §    1,182 
     FMG Resources Aug 2006     
 396    6.88%, 04/01/2022 ■╦    311 
     Peabody Energy Corp.     
 40    6.00%, 11/15/2018    32 
 860    6.50%, 09/15/2020 ╦    658 
     Steel Dynamics, Inc.     
 145    5.13%, 10/01/2021 ■    148 
 155    5.50%, 10/01/2024 ■    158 
         2,489 
     Motor Vehicle and Parts Manufacturing - 0.1%     
     General Motors Co.     
 270    6.25%, 10/02/2043 ╦    336 
           
     Nonmetallic Mineral Product Manufacturing - 0.7%     
     Cemex S.A.B. de C.V.     
EUR  670    4.75%, 01/11/2022 §    764 
     Grupo Cementos Chihuahua     
 1,180    8.13%, 02/08/2020 ■    1,251 
     Union Andina de Cementos SAA     
 710    5.88%, 10/30/2021 ■    703 
         2,718 

 

3
 

 

The Hartford Strategic Income Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
Corporate Bonds - 23.6% - (continued) 
     Other Services - 0.1%     
     Cardtronics, Inc.     
$315    5.13%, 08/01/2022 ■‡   $307 
           
     Paper Manufacturing - 0.2%     
     Cascades, Inc.     
 30    5.50%, 07/15/2022 ■    30 
     Clearwater Paper Corp.     
 315    5.38%, 02/01/2025 ■‡    317 
     Graphic Packaging International     
 390    4.88%, 11/15/2022    401 
         748 
     Petroleum and Coal Products Manufacturing - 1.1%     
     California Resources Corp.     
 10    5.00%, 01/15/2020 ■    9 
 125    5.50%, 09/15/2021 ■    105 
 10    6.00%, 11/15/2024 ■    8 
     Concho Resources, Inc.     
 115    6.50%, 01/15/2022    120 
     Denbury Resources, Inc.     
 513    5.50%, 05/01/2022 ‡    451 
     Empresa Nacional del Petroleo     
 320    4.38%, 10/30/2024 §    320 
     Harvest Operations Corp.     
 181    6.88%, 10/01/2017 ╦    163 
     MEG Energy Corp.     
 251    7.00%, 03/31/2024 ■    227 
     Petrobras Global Finance     
GBP1,150    5.38%, 10/01/2029 ╦    1,335 
     SM Energy Co.     
 95    6.13%, 11/15/2022 ■    92 
     Tesoro Corp.     
 455    5.13%, 04/01/2024    452 
     Tesoro Logistics L.P.     
 230    5.50%, 10/15/2019 ■    233 
 350    6.25%, 10/15/2022 ■    355 
     WPX Energy, Inc.     
 260    5.25%, 09/15/2024    242 
 425    6.00%, 01/15/2022    412 
         4,524 
     Pipeline Transportation - 1.0%     
     Energy Transfer Equity L.P.     
 2,125    5.95%, 10/01/2043 ‡    2,437 
 1,005    7.50%, 10/15/2020 Θ    1,118 
     MarkWest Energy Partners L.P.     
 190    4.88%, 12/01/2024    191 
 190    6.75%, 11/01/2020    199 
     Southern Star Central Corp.     
 70    5.13%, 07/15/2022 ■    71 
         4,016 
     Primary Metal Manufacturing - 0.3%     
     ArcelorMittal     
 900    5.75%, 08/05/2020    929 
     United States Steel Corp.     
 260    7.38%, 04/01/2020 ╦    268 
         1,197 
     Rail Transportation - 0.1%     
     Kazakhstan Temir Zholy Finance B.V.     
 385    6.95%, 07/10/2042 §    350 
           
     Real Estate, Rental and Leasing - 0.1%     
     International Lease Finance Corp.     
 390    5.88%, 04/01/2019 ╦    423 
 100    5.88%, 08/15/2022 ╦    110 
         533 
     Retail Trade - 1.0%     
     Amazon.com, Inc.     
 1,275    4.95%, 12/05/2044 ‡    1,403 
     Building Materials Corp.     
 440    5.38%, 11/15/2024 ■    447 
 174    6.75%, 05/01/2021 ■‡    186 
     Group 1 Automotive, Inc.     
 285    5.00%, 06/01/2022 ■    281 
     Sally Holdings LLC     
 80    5.75%, 06/01/2022    86 
     Sotheby's     
 820    5.25%, 10/01/2022 ■╦    779 
     William Carter Co.     
 950    5.25%, 08/15/2021 ╦    983 
         4,165 
     Support Activities For Transportation - 0.0%     
     Aircastle Ltd.     
 95    5.50%, 02/15/2022    98 
           
     Transportation Equipment Manufacturing - 0.1%     
     Huntington Ingalls Industries, Inc.     
 405    7.13%, 03/15/2021 ╦    435 
           
     Utilities - 1.0%     
     AES (The) Corp.     
 1,100    8.00%, 06/01/2020 ‡    1,254 
     Dolphin Subsidiary II, Inc.     
 265    7.25%, 10/15/2021 ‡    270 
     Empresa Electrica Angamos S.A.     
 950    4.88%, 05/25/2029 ■‡    957 
     Eskom Holdings Ltd.     
 1,225    5.75%, 01/26/2021 ■╦    1,222 
     NRG Energy, Inc.     
 375    6.25%, 07/15/2022    385 
         4,088 
     Total Corporate Bonds     
     (Cost $98,768)   $95,315 
           
Foreign Government Obligations - 32.7% 
     Angola - 0.2%     
     Angola (Republic of)     
$775    7.00%, 08/16/2019 §   $752 
           
     Argentina - 0.8%     
     Argentina (Republic of)     
 3,350    0.00%, 06/02/2017 ●    3,115 
           
     Austria - 0.1%     
     Austria (Republic of)     
EUR220    1.65%, 10/21/2024 ■    278 
EUR   225    1.95%, 06/18/2019 ■    276 
         554 

 

4
 

 

The Hartford Strategic Income Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
Foreign Government Obligations - 32.7% - (continued) 
     Azerbaijan - 0.3%     
     Azerbaijan (Republic of)     
$1,140    4.75%, 03/13/2023 §   $1,032 
           
     Belgium - 0.3%     
     Belgium (Kingdom of)     
EUR 635    1.25%, 06/22/2018 §    749 
EUR250    2.60%, 06/22/2024 ■    336 
         1,085 
     Brazil - 2.8%     
     Brazil (Federative Republic of)     
 1,540    5.00%, 01/27/2045 ‡    1,486 
 571    5.63%, 01/07/2041 ‡    605 
 100    5.88%, 01/15/2019 ‡    112 
 2,195    8.25%, 01/20/2034 ‡    3,031 
BRL  9,190    9.70%, 09/01/2020 ○    2,260 
 1,295    12.25%, 03/06/2030 ‡    2,363 
BRL  4,386    12.69%, 04/01/2016 ○    1,423 
         11,280 
     Bulgaria - 0.1%     
     Bulgaria (Republic of)     
EUR  170    2.95%, 09/03/2024 §    201 
           
     Canada - 0.1%     
     Canada (Government of)     
CAD  675    1.75%, 09/01/2019    558 
           
     Colombia - 0.9%     
     Colombia (Republic of)     
COP  5,315,500    5.00%, 11/21/2018 ╦    2,174 
COP  3,483,400    6.00%, 04/28/2028 ╦    1,300 
         3,474 
     Costa Rica - 0.2%     
     Costa Rica (Republic of)     
 1,175    5.63%, 04/30/2043 §    972 
           
     Croatia - 1.1%     
     Croatia (Republic of)     
 4,150    5.50%, 04/04/2023 §    4,383 
           
     Denmark - 0.1%     
     Denmark (Kingdom of)     
DKK  1,745    4.00%, 11/15/2019    318 
           
     Dominican Republic - 1.2%     
     Dominican (Republic of)     
 3,925    5.50%, 01/27/2025 ■    3,974 
DOP  30,000    11.50%, 05/10/2024 ■    702 
         4,676 
     Ethiopia - 0.1%     
     Ethiopia (Federal Republic of)     
 475    6.63%, 12/11/2024 ■    465 
           
     Finland - 0.1%     
     Finland (Republic of)     
EUR  150    1.13%, 09/15/2018 ■    176 
EUR  90    1.50%, 04/15/2023 ■    112 
         288 
     France - 0.5%     
     France (Government of)     
EUR  750    0.50%, 11/25/2019    865 
EUR1,000    1.00%, 11/25/2018    1,174 
         2,039 
     Hungary - 0.9%     
     Hungary (Republic of)     
 784    5.38%, 02/21/2023 ╦    884 
 296    5.75%, 11/22/2023 ╦    343 
 360    6.25%, 01/29/2020 ╦    413 
 444    6.38%, 03/29/2021 ╦    521 
 966    7.63%, 03/29/2041 ╦    1,430 
         3,591 
     Iceland - 0.1%     
     Iceland (Republic of)     
 250    5.88%, 05/11/2022 §    285 
           
     Indonesia - 2.7%     
     Indonesia (Republic of)     
 1,440    4.88%, 05/05/2021 §    1,562 
 710    6.63%, 02/17/2037 §    872 
 965    6.75%, 01/15/2044 §    1,245 
 2,155    6.88%, 01/17/2018 §    2,438 
 1,800    7.75%, 01/17/2038 §    2,479 
IDR 14,400,000    8.38%, 03/15/2024    1,233 
 860    8.50%, 10/12/2035 §    1,256 
         11,085 
     Ireland - 0.1%     
     Ireland (Republic of)     
EUR  60    3.40%, 03/18/2024 §    82 
EUR230    4.50%, 10/18/2018 ╦    300 
         382 
     Italy - 0.5%     
     Italy (Republic of)     
EUR  610    1.15%, 05/15/2017    700 
EUR850    1.50%, 08/01/2019    990 
EUR350    3.75%, 09/01/2024    471 
         2,161 
     Japan - 0.7%     
     Japan (Government of)     
JPY  77,000    0.30%, 03/20/2017    660 
JPY  165,000    0.30%, 09/20/2018    1,419 
JPY  55,000    0.80%, 09/20/2023    492 
JPY  50,000    1.10%, 03/20/2021    453 
         3,024 
     Kazakhstan - 0.2%     
     Kazakhstan (Republic of)     
 700    4.88%, 10/14/2044 ■╦    614 
           
     Kenya - 0.2%     
     Kenya (Republic of)     
 800    6.88%, 06/24/2024 §    832 
           
     Latvia - 0.5%     
     Latvia (Republic of)     
 1,010    5.25%, 02/22/2017 §    1,086 
 890    5.25%, 06/16/2021 §    1,029 
         2,115 

 

5
 

 

The Hartford Strategic Income Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
Foreign Government Obligations - 32.7% - (continued) 
     Lithuania - 0.4%     
     Lithuania (Republic of)     
$1,305    6.13%, 03/09/2021 §   $1,558 
 150    7.38%, 02/11/2020 §    184 
         1,742 
     Malaysia - 0.1%     
     Malaysia (Government of)     
MYR  1,620    4.26%, 09/15/2016 ╦    453 
MYR325    5.73%, 07/30/2019    97 
         550 
     Mexico - 3.3%     
     Mexico (United Mexican States)     
 580    3.50%, 01/21/2021 ╦    599 
MXN  25,710    4.00%, 06/13/2019 ◄╦    1,880 
MXN22,624    4.00%, 11/08/2046 ◄    1,807 
 1,667    4.60%, 01/23/2046    1,780 
 3,126    4.75%, 03/08/2044 ╦    3,384 
 2,272    5.75%, 10/12/2110 ╦    2,567 
 834    6.05%, 01/11/2040 ╦    1,065 
MXN  2,238    6.50%, 06/09/2022    162 
MXN1,749    8.00%, 06/11/2020    135 
         13,379 
     Netherlands - 0.3%     
     Netherlands (Government of)     
EUR  700    1.25%, 01/15/2019 ■    831 
EUR195    2.00%, 07/15/2024    253 
         1,084 
     Nigeria - 0.4%     
     Nigeria (Federal Republic of)     
 825    5.13%, 07/12/2018 §    798 
NGN  180,950    13.05%, 08/16/2016    939 
         1,737 
     Norway - 0.0%     
     Norway (Kingdom of)     
NOK  955    3.75%, 05/25/2021 ╦    145 
           
     Panama - 0.3%     
     Panama (Republic of)     
 870    8.88%, 09/30/2027 ╦    1,296 
           
     Peru - 0.6%     
     Peru (Republic of)     
 1,450    8.75%, 11/21/2033 ╦    2,302 
           
     Philippines - 1.3%     
     Philippines (Republic of)     
 580    5.50%, 03/30/2026 ╦    718 
 945    6.38%, 01/15/2032 ╦    1,299 
 2,035    10.63%, 03/16/2025 ╦    3,338 
         5,355 
     Poland - 0.1%     
     Poland (Republic of)     
PLN  205    4.00%, 10/25/2023    65 
PLN1,100    5.25%, 10/25/2017 ╦    326 
         391 
     Romania - 0.8%     
     Romania (Republic of)     
 610    4.38%, 08/22/2023 ╦§    663 
 1,116    6.13%, 01/22/2044 ╦§    1,488 
 1,026    6.75%, 02/07/2022 ╦§    1,259 
         3,410 
     Russia - 3.3%     
     Russia (Federation of)     
 1,400    3.25%, 04/04/2017 §    1,316 
 3,400    3.63%, 04/29/2015 §    3,395 
 2,200    4.88%, 09/16/2023 §    1,855 
 1,100    5.00%, 04/29/2020 §    974 
RUB  47,200    7.50%, 02/27/2019 Δ    539 
 3,452    7.50%, 03/31/2030 ╦§    3,471 
 1,450    12.75%, 06/24/2028 §    1,967 
         13,517 
     Singapore - 0.1%     
     Singapore (Republic of)     
SGD  60    3.00%, 09/01/2024    49 
SGD400    3.75%, 09/01/2016 ╦    309 
         358 
     Slovenia - 0.1%     
     Slovenia (Republic of)     
 385    5.85%, 05/10/2023 §    455 
           
     South Africa - 0.4%     
     South Africa (Republic of)     
ZAR  18,175    7.75%, 02/28/2023    1,645 
ZAR790    8.00%, 01/31/2030    71 
         1,716 
     Spain - 0.7%     
     Spain (Kingdom of)     
EUR  400    2.10%, 04/30/2017    469 
EUR50    2.75%, 10/31/2024 ■    63 
EUR700    4.50%, 01/31/2018    884 
EUR915    5.50%, 04/30/2021 ╦    1,311 
         2,727 
     Sweden - 0.1%     
     Sweden (Kingdom of)     
SEK  350    1.50%, 11/13/2023    46 
SEK2,615    3.75%, 08/12/2017 ╦    347 
         393 
     Switzerland - 0.1%     
     Switzerland (Government of)     
CHF  50    2.00%, 05/25/2022 §    64 
CHF145    3.00%, 01/08/2018 ╦§    175 
         239 
     Turkey - 3.5%     
     Turkey (Republic of)     
TRY  1,865    4.00%, 04/29/2015 ◄    756 
 2,020    5.13%, 03/25/2022 ╦    2,192 
 2,184    6.00%, 01/14/2041 ╦    2,615 
 1,230    6.75%, 04/03/2018 ╦    1,377 
 1,242    6.75%, 05/30/2040 ╦    1,615 
 1,100    7.00%, 09/26/2016 ╦    1,195 
 640    7.25%, 03/15/2015 ╦    644 
 670    7.38%, 02/05/2025 ╦    854 
 1,785    7.50%, 07/14/2017 ╦    1,997 
TRY2,400    8.50%, 09/14/2022    1,059 
         14,304 

 

6
 

 

The Hartford Strategic Income Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
Foreign Government Obligations - 32.7% - (continued) 
     Ukraine - 0.4%     
     Ukraine (Government of)     
$3,280    6.25%, 06/17/2016 §   $1,776 
           
     United Kingdom - 0.4%     
     United Kingdom (Government of)     
GBP  220    1.00%, 09/07/2017 §    335 
GBP365    1.75%, 07/22/2019 §    570 
GBP255    2.00%, 01/22/2016 ╦§    390 
GBP60    2.00%, 07/22/2020 §    95 
GBP25    3.50%, 01/22/2045 §    50 
         1,440 
     Uruguay - 0.6%     
     Uruguay (Republic of)     
 460    4.13%, 11/20/2045 ╦    448 
UYU  36,778    4.25%, 04/05/2027 ◄╦    1,525 
UYU12,268    4.38%, 12/15/2028 ◄    512 
         2,485 
     Venezuela - 0.6%     
     Venezuela (Republic of)     
 2,225    7.00%, 03/31/2038 §    706 
 1,195    8.25%, 10/13/2024 §    391 
 2,355    11.95%, 08/05/2031 §    854 
 805    12.75%, 08/23/2022 §    302 
         2,253 
     Total Foreign Government Obligations     
     (Cost $137,897)   $132,335 
           
Municipal Bonds - 0.9% 
     Higher Education (Univ., Dorms, etc.) - 0.2%     
     University of California     
$835    4.60%, 05/15/2031 ╦   $960 
           
     Miscellaneous - 0.7%     
     Puerto Rico Government Employees Retirement System     
 1,900    6.15%, 07/01/2038 ‡    850 
 1,300    6.20%, 07/01/2039 ‡    582 
 2,365    6.30%, 07/01/2043 ‡    1,058 
 485    6.55%, 07/01/2058 ‡    217 
         2,707 
     Total Municipal Bonds     
     (Cost $4,117)   $3,667 
           
Senior Floating Rate Interests ♦ - 24.1% 
     Accommodation and Food Services - 0.1%     
     Four Seasons Holdings, Inc.     
$306    3.50%, 06/29/2020   $302 
 275    6.25%, 12/27/2020    273 
         575 
     Administrative, Support, Waste Management and Remediation Services - 0.7%     
     Acosta Holdco, Inc.     
 600    5.00%, 09/26/2021    601 
     ADS Waste Holdings, Inc.     
 423    3.75%, 10/09/2019    410 
     Audio Visual Services Group, Inc.     
 253    4.50%, 01/25/2021    250 
     Brickman Group Holdings, Inc.     
 252    4.00%, 12/18/2020    246 
     Filtration Group, Inc.     
 248    4.50%, 11/20/2020    246 
 105    8.25%, 11/22/2021    103 
     PRA Holdings, Inc.     
 903    4.50%, 09/23/2020    895 
         2,751 
     Agriculture, Construction, Mining and Machinery - 0.2%     
     Signode Industrial Group US, Inc.     
 855    3.75%, 05/01/2021    829 
           
     Air Transportation - 0.4%     
     Delta Air Lines, Inc.     
 972    3.25%, 04/20/2017    969 
 603    3.25%, 10/18/2018    596 
         1,565 
     Apparel Manufacturing - 0.4%     
     Bauer Performance Sports Ltd.     
 242    4.00%, 04/15/2021    238 
     J. Crew Group, Inc.     
 523    4.00%, 03/05/2021    472 
     Kate Spade & Co.     
 915    4.00%, 04/09/2021    895 
         1,605 
     Arts, Entertainment and Recreation - 2.9%     
     24 Hour Fitness Worldwide, Inc.     
 522    4.75%, 05/28/2021    504 
     Aristocrat Leisure Ltd.     
 725    4.75%, 10/20/2021    713 
     Caesars Entertainment Operating Co., Inc.     
 1,326    7.01%, 03/01/2017    1,182 
     Caesars Growth Property Holdings LLC     
 458    6.25%, 05/08/2021    417 
     Formula One Holdings     
 1,541    4.75%, 07/30/2021 ☼    1,490 
 810    7.75%, 07/29/2022    784 
     Hoyts Group Holdings LLC     
 749    4.00%, 05/29/2020    733 
     ION Media Networks, Inc.     
 571    4.75%, 12/18/2020    565 
     MGM Resorts International     
 902    3.50%, 12/20/2019    887 
     Numericable     
 550    4.50%, 05/21/2020    547 
     Salem Communications Corp.     
 151    4.50%, 03/13/2020    148 
     Scientific Games International, Inc.     
 360    6.00%, 10/01/2021    355 
     Templar Energy     
 605    8.50%, 11/25/2020    369 
     Town Sports International Holdings, Inc.     
 394    4.50%, 11/15/2020    315 
     Tribune Co.     
 1,088    4.00%, 12/27/2020    1,073 
     Univision Communications, Inc.     
 1,372    4.00%, 03/01/2020    1,351 
     XO Communications LLC     
 382    4.25%, 03/20/2021    378 
         11,811 

 

7
 

 

The Hartford Strategic Income Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
Senior Floating Rate Interests ♦ - 24.1% - (continued) 
     Chemical Manufacturing - 1.2%     
     Arysta LifeScience Corp.     
$783    4.50%, 05/29/2020   $782 
     Cytec Industries, Inc.     
 34    4.50%, 10/03/2019    33 
     Ferro Corp.     
 339    4.00%, 07/30/2021    333 
     Ineos US Finance LLC     
 699    3.75%, 05/04/2018    680 
     MacDermid, Inc.     
 630    4.00%, 06/07/2020    628 
     Minerals Technologies, Inc.     
 536    4.00%, 05/07/2021    530 
     Monarch, Inc.     
 65    4.50%, 10/03/2019    64 
     Pinnacle Operating Corp.     
 890    4.75%, 11/15/2018    882 
     PQ Corp.     
 612    4.00%, 08/07/2017    602 
     Solenis International L.P.     
 279    4.25%, 07/31/2021    271 
         4,805 
     Computer and Electronic Product Manufacturing - 1.0%     
     Avago Technologies Ltd.     
 905    3.75%, 05/06/2021    903 
     CDW LLC     
 1,139    3.25%, 04/29/2020    1,113 
     Ceridian LLC     
 334    4.50%, 05/09/2017    328 
     Freescale Semiconductor, Inc.     
 978    4.25%, 02/28/2020    963 
     NXP Semiconductors Netherlands B.V.     
 505    3.25%, 01/11/2020    498 
     Vantiv LLC     
 243    3.75%, 06/13/2021    240 
         4,045 
     Construction - 0.2%     
     Brand Energy & Infrastructure Services, Inc.     
 817    4.75%, 11/26/2020    769 
           
     Finance and Insurance - 1.7%     
     Asurion LLC     
 809    5.00%, 05/24/2019    803 
 980    8.50%, 03/03/2021    968 
     Chrysler Group LLC     
 1,210    3.50%, 05/24/2017    1,205 
     Cooper Gay Swett & Crawford Ltd.     
 335    5.00%, 04/16/2020    307 
     Evertec LLC     
 399    3.50%, 04/17/2020    389 
     ION Trading Technologies Ltd.     
 525    7.25%, 06/10/2022    504 
     National Financial Partners Corp.     
 662    4.50%, 07/01/2020    651 
     Santander Asset Management S.A.     
 990    4.25%, 12/17/2020    985 
     Sedgwick CMS Holdings, Inc.     
 375    6.75%, 02/28/2022    352 
     USI Insurance Services LLC     
 412    4.25%, 12/27/2019    404 
     Walter Investment Management Corp.     
 501    4.75%, 12/18/2020    437 
         7,005 
     Food Manufacturing - 0.7%     
     Burger King Co.     
 510    4.50%, 12/12/2021    510 
     H.J. Heinz Co.     
 522    3.50%, 06/05/2020    521 
     Hearthside Food Solutions     
 373    4.50%, 06/02/2021    371 
     Hostess Brands, Inc.     
 184    6.75%, 04/09/2020    186 
     U.S. Foodservice, Inc.     
 1,249    4.50%, 03/31/2019    1,244 
         2,832 
     Food Services - 0.1%     
     Arby's Restaurant Group, Inc.     
 193    4.75%, 11/15/2020    192 
           
     Furniture and Related Product Manufacturing - 0.2%     
     Wilsonart International Holdings LLC     
 794    4.00%, 10/31/2019    778 
           
     Health Care and Social Assistance - 1.9%     
     Alkermes, Inc.     
 435    3.50%, 09/25/2019    431 
     American Renal Holdings, Inc.     
 520    8.50%, 03/20/2020    515 
     Community Health Systems, Inc.     
 757    4.25%, 01/27/2021    757 
     DaVita HealthCare Partners, Inc.     
 567    3.50%, 06/24/2021    564 
     HCA, Inc.     
 591    3.01%, 05/01/2018    589 
     Healogics, Inc.     
 180    5.25%, 07/01/2021    176 
     Ikaria Acquisition, Inc.     
 113    5.00%, 02/12/2021    112 
     One Call Medical, Inc.     
 262    5.00%, 11/27/2020    259 
     Ortho-Clinical Diagnostics, Inc.     
 856    4.75%, 06/30/2021    821 
     Salix Pharmaceuticals Ltd.     
 646    4.25%, 01/02/2020    642 
     STHI Holding Corp.     
 244    4.50%, 08/06/2021    242 
     Surgery Center Holdings, Inc.     
 265    5.25%, 11/03/2020    258 
     Truven Health Analytics, Inc.     
 476    4.50%, 06/06/2019    460 
     US Renal Care, Inc.     
 1,167    4.25%, 07/03/2019    1,149 
 616    10.25%, 01/03/2020    619 
         7,594 
     Health Care Providers and Services - 0.1%     
     Medpace Holdings, Inc.     
 524    4.75%, 04/01/2021    519 

 

8
 

 

The Hartford Strategic Income Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
Senior Floating Rate Interests ♦ - 24.1% - (continued) 
     Information - 3.9%     
     Altice Financing S.A.     
$100    5.25%, 01/28/2022 ☼   $99 
     Cabovisao-Televisao Por Cabo S.A.     
 1,414    5.50%, 07/02/2019    1,412 
     Charter Communications Operating LLC     
 630    3.00%, 01/03/2021    619 
 350    4.25%, 09/10/2021    351 
     Crown Castle International Corp.     
 438    3.00%, 01/31/2021    430 
     Eagle Parent, Inc.     
 704    4.00%, 05/16/2018    702 
     First Data Corp.     
 1,200    3.67%, 03/23/2018    1,177 
 500    3.67%, 09/24/2018    491 
     Gray Television, Inc.     
 151    3.75%, 06/13/2021    149 
     Intelsat Jackson Holdings S.A.     
 796    3.75%, 06/28/2019    786 
     Kronos, Inc.     
 1,422    4.50%, 10/30/2019    1,416 
 668    9.75%, 04/30/2020    682 
     La Quinta Intermediate Holdings     
 505    4.00%, 04/14/2021    500 
     Lawson Software, Inc.     
 872    3.75%, 06/03/2020    851 
     Level 3 Communications, Inc.     
 860    4.00%, 08/01/2019    852 
     Level 3 Financing, Inc.     
 625    4.50%, 01/31/2022    625 
     MISYS plc     
 880    5.00%, 12/12/2018    880 
     Syniverse Holdings, Inc.     
 883    4.00%, 04/23/2019    853 
     TransFirsT, Inc.     
 215    5.50%, 11/12/2021    215 
 115    9.00%, 11/11/2022    113 
     Verint Systems, Inc.     
 251    3.50%, 09/06/2019    249 
     Virgin Media Finance plc     
 775    3.50%, 06/07/2020    762 
     West Corp.     
 608    3.25%, 06/30/2018    600 
     Zayo Group LLC     
 829    4.00%, 07/02/2019    820 
         15,634 
     Media - 0.4%     
     Entravision Communications Corp.     
 948    3.50%, 05/31/2020    917 
     Media General, Inc.     
 547    4.25%, 07/31/2020    543 
         1,460 
     Mining - 0.8%     
     American Rock Salt Holdings LLC     
 995    4.75%, 05/20/2021    972 
     Arch Coal, Inc.     
 1,194    6.25%, 05/16/2018    853 
     BWAY Holding Co.     
 358    5.50%, 08/14/2020    359 
     Fortescue Metals Group Ltd.     
 1,024    3.75%, 06/30/2019    896 
         3,080 
     Miscellaneous Manufacturing - 0.6%     
     DigitalGlobe, Inc.     
 334    3.75%, 01/15/2020    332 
     Reynolds Group Holdings, Inc.     
 1,021    4.00%, 12/01/2018    1,009 
     Sequa Corp.     
 257    5.25%, 06/19/2017    246 
     TransDigm Group, Inc.     
 821    3.75%, 02/28/2020    809 
         2,396 
     Motor Vehicle and Parts Manufacturing - 0.2%     
     SRAM LLC     
 802    4.02%, 04/10/2020    784 
           
     Nonmetallic Mineral Product Manufacturing - 0.0%     
     Ardagh Holdings USA, Inc.     
 134    4.00%, 12/17/2019    131 
           
     Other Services - 0.4%     
     Alliance Laundry Systems LLC     
 450    4.25%, 12/10/2018    444 
     Husky Injection Molding Systems Ltd.     
 110    4.25%, 06/30/2021    107 
     Husky International Ltd.     
 190    7.25%, 06/30/2022    181 
     Rexnord LLC     
 825    4.00%, 08/21/2020    810 
         1,542 
     Petroleum and Coal Products Manufacturing - 1.0%     
     American Energy - Marcellus LLC     
 270    5.25%, 08/04/2020    221 
     Callon Petroleum Co.     
 270    8.50%, 10/08/2021    250 
     Chief Exploration & Development     
 415    7.50%, 05/16/2021    362 
     Crosby Worldwide Ltd.     
 906    3.75%, 11/23/2020    815 
     Drillships Ocean Ventures, Inc.     
 274    5.50%, 07/25/2021    228 
     Everest Acquisition LLC     
 527    3.50%, 05/24/2018    489 
     Paragon Offshore Finance Co.     
 294    3.75%, 06/19/2021    223 
     Seadrill Ltd.     
 1,001    4.00%, 02/21/2021    791 
     Shelf Drilling International Holdings Ltd.     
 305    10.00%, 10/08/2018    214 
     Western Refining, Inc.     
 530    4.25%, 11/15/2020    513 
         4,106 
     Pipeline Transportation - 0.1%     
     NGPL Pipeco LLC     
 517    6.75%, 09/15/2017    484 

 

9
 

 

The Hartford Strategic Income Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
Senior Floating Rate Interests ♦ - 24.1% - (continued) 
     Plastics and Rubber Products Manufacturing - 0.4%     
     Consolidated Container Co.     
$621    5.00%, 07/03/2019   $599 
     Goodyear (The) Tire & Rubber Co.     
 900    4.75%, 04/30/2019    901 
         1,500 
     Primary Metal Manufacturing - 0.3%     
     Novelis, Inc.     
 680    3.75%, 03/10/2017    673 
     WireCo WorldGroup, Inc.     
 552    6.00%, 02/15/2017    551 
         1,224 
     Professional, Scientific and Technical Services - 0.7%     
     Advantage Sales & Marketing, Inc.     
 459    4.25%, 07/23/2021    453 
     AlixPartners LLP     
 582    4.00%, 07/10/2020    571 
 236    9.00%, 07/10/2021    237 
     Getty Images, Inc.     
 529    4.75%, 10/18/2019    478 
     MoneyGram International, Inc.     
 393    4.25%, 03/27/2020    363 
     Paradigm Ltd.     
 634    4.75%, 07/30/2019    574 
         2,676 
     Real Estate, Rental and Leasing - 0.6%     
     DTZ U.S. Borrower LLC     
 292    5.50%, 11/04/2021    292 
 265    9.25%, 11/04/2022    261 
     Fly Leasing Ltd.     
 784    4.50%, 08/09/2019    779 
     Neff Corp.     
 387    7.25%, 06/09/2021    378 
     Realogy Corp., Extended Credit Linked Deposit     
 22    4.42%, 10/10/2016    22 
     Realogy Group LLC     
 729    3.75%, 03/05/2020    717 
         2,449 
     Retail Trade - 1.6%     
     Albertson's LLC     
 1,045    4.50%, 08/25/2021    1,042 
     Amscan Holdings, Inc.     
 538    4.00%, 07/27/2019    526 
     BJ's Wholesale Club, Inc.     
 538    4.50%, 09/26/2019    529 
     FleetPride, Inc.     
 784    5.25%, 11/19/2019    766 
     Mauser-Werke GmbH     
 229    4.50%, 07/31/2021    224 
     Metaldyne Performance Group, Inc.     
 491    4.25%, 10/20/2021    491 
     Michaels Stores, Inc.     
 516    3.75%, 01/28/2020    506 
 204    4.00%, 01/28/2020    201 
     Neiman Marcus (The) Group, Inc.     
 1,060    4.25%, 10/25/2020    1,027 
     Rite Aid Corp.     
 745    4.88%, 06/21/2021    744 
 325    5.75%, 08/21/2020    326 
         6,382 
    Truck Transportation - 0.2%        
     Nexeo Solutions LLC     
 743    5.00%, 09/08/2017    707 
     Swift Transportation Co., Inc.     
 213    3.75%, 06/09/2021    213 
         920 
     Utilities - 0.9%     
     Calpine Corp.     
 597    4.00%, 10/09/2019    590 
     Energy Future Holdings     
 235    4.25%, 06/19/2016    235 
     NRG Energy, Inc.     
 603    2.75%, 07/01/2018    596 
     PowerTeam Services LLC     
 309    4.25%, 05/06/2020    300 
     Sandy Creek Energy Associates L.P.     
 749    5.00%, 11/09/2020    731 
     Star West Generation LLC     
 500    4.25%, 03/13/2020    492 
     Texas Competitive Electric Holdings Co. LLC     
 564    3.75%, 05/05/2016    565 
 500    4.66%, 10/10/2017 Ψ    312 
         3,821 
     Wholesale Trade - 0.2%     
     Gates Global LLC     
 958    4.25%, 07/05/2021    933 
           
     Total Senior Floating Rate Interests     
     (Cost $99,854)   $97,197 
           
U.S. Government Agencies - 8.3%    
     FHLMC - 2.6%     
$5,828    0.36%, 10/25/2020 ►   $82 
 3,200    4.00%, 02/15/2045 ☼Ð    3,426 
 3,200    4.00%, 03/15/2045 ☼Ð    3,418 
 1,500    4.50%, 02/15/2045 ☼Ð    1,624 
 1,400    5.00%, 02/15/2044 ☼Ð    1,543 
 100    5.50%, 02/15/2044 ☼Ð    112 
         10,205 
     FNMA - 5.0%     
 2,030    2.50%, 02/15/2030 ☼Ð    2,100 
 1,000    3.00%, 02/15/2030 ☼Ð    1,051 
 7,269    3.00%, 02/15/2045 ☼Ð    7,516 
 1,400    3.50%, 02/15/2030 ☼Ð    1,486 
 1,000    4.00%, 02/15/2029 ☼Ð    1,059 
 6,100    4.50%, 02/15/2045 ☼Ð    6,620 
 300    5.00%, 02/15/2044 ☼Ð    332 
 479    5.50%, 06/25/2042 ►    70 
         20,234 
     GNMA - 0.7%     
 500    3.00%, 02/15/2045 ☼Ð    519 
 1,700    4.00%, 03/15/2045 ☼Ð    1,810 
 400    5.00%, 02/15/2045 ☼Ð    441 
 100    6.00%, 02/15/2045 ☼Ð    113 
         2,883 
     Total U.S. Government Agencies     
     (Cost $33,162)   $33,322 

 

10
 

 

The Hartford Strategic Income Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
U.S. Government Securities - 1.1% 
U.S. Treasury Securities - 1.1% 
     U.S. Treasury Bonds - 0.5%     
$1,335    3.75%, 11/15/2043 □Є   $1,765 
 50    5.38%, 02/15/2031 □Є    73 
         1,838 
     U.S. Treasury Notes - 0.6%     
 550    0.38%, 04/15/2015 Є    550 
 900    0.88%, 01/31/2018 Є    902 
 80    1.88%, 09/30/2017 □Є    83 
 910    2.13%, 08/15/2021 □    948 
         2,483 
         4,321 
     Total U.S. Government Securities     
     (Cost $3,874)   $4,321 
           
Common Stocks - 0.0% 
     Energy - 0.0%     
 83,644   KCA Deutag ⌂●†   $117 
           
     Total Common Stocks     
     (Cost $1,133)   $117 
           
Preferred Stocks - 0.1% 
     Diversified Financials - 0.1%     
    Citigroup Capital XIII   $1 
 20   GMAC Capital Trust I β    526 
         527 
     Total Preferred Stocks     
     (Cost $515)   $527 
           
     Total Long-Term Investments Excluding Purchased Options     
     (Cost $433,885)   $424,271 
           
Short-Term Investments - 1.6% 
Repurchase Agreements - 1.6%    
     Bank of America Merrill Lynch Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $7, collateralized by U.S. Treasury
Note 0.88%, 2017, value of $7)
     
$7    0.04%, 1/31/15   $7 
     Bank of America Merrill Lynch TriParty
Repurchase Agreement (maturing on
02/02/2015 in the amount of $281,
collateralized by FHLMC 3.50% - 4.00%,
2032 - 2045, FNMA 1.83% - 4.50%, 2025 -
2045, value of $286)
     
 281    0.06%, 1/31/15    281 
     Bank of Montreal  TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $2,036, collateralized by U.S.
Treasury Bill 0.04% - 0.25%, 2015 - 2016,
U.S. Treasury Bond 3.00% - 9.88%, 2015 -
2044, U.S. Treasury Note 0.25% - 4.63%,
2015 - 2022, value of $2,077)
     
 2,036    0.05%, 1/31/15    2,036 
     Bank of Montreal TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $474, collateralized by FHLMC
2.00% - 5.50%, 2022 - 2044, FNMA 3.00% -
4.00%, 2022 - 2042, GNMA 3.00%, 2043,
U.S. Treasury Bill 0.25%, 2016, U.S. Treasury
Note 0.75% - 2.50%, 2017 - 2024, value of
$484)
     
 474    0.06%, 1/31/15    474 
     Barclays Capital TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$1,356, collateralized by U.S. Treasury Note
1.50% - 2.00%, 2016 - 2023, value of $1,383)
     
 1,356    0.04%, 1/31/15    1,356 
     Citigroup Global Markets, Inc. TriParty
Repurchase Agreement (maturing on
02/02/2015 in the amount of $882,
collateralized by U.S. Treasury Bond 3.75% -
4.50%, 2038 - 2043, value of $899)
     
 882    0.05%, 1/31/15    882 
     Deutsche Bank Securities TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $77, collateralized by FHLMC
2.50% - 6.50%, 2020 - 2041, FNMA 2.50% -
6.50%, 2016 - 2047, GNMA 3.50%, 2045,
U.S. Treasury Bill 0.07% - 0.25%, 2015 -
2016, U.S. Treasury Bond 2.38% - 5.38%,
2027 - 2043, U.S. Treasury Note 0.13% -
4.63%, 2015 - 2024, value of $79)
     
 77    0.05%, 1/31/15    77 
     Royal Bank of Scotland TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $324, collateralized by U.S.
Treasury Bond 8.13%, 2019, U.S. Treasury
Note 2.38% - 3.63%, 2020 - 2024, value of
$331)
     
 324    0.06%, 1/31/15    324 
     Societe Generale TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $20, collateralized by U.S.
Treasury Note 0.75% - 2.63%, 2016 - 2017,
value of $20)
     
 20    0.06%, 1/31/15    20 

 

11
 

 

The Hartford Strategic Income Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
Short-Term Investments - 1.6% - (continued) 
Repurchase Agreements - 1.6% - (continued) 
     TD Securities TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$1,210, collateralized by FHLMC 3.00% -
4.00%, 2026 - 2043, FNMA 2.50% - 5.00%,
2025 - 2044, value of $1,234)
     
 1,210    0.07%, 1/31/15    1,210 
         6,667 
     Total Short-Term Investments     
     (Cost $6,667)   $6,667 

 

     Total Investments Excluding Purchased Options          
    (Cost $440,552)    106.6%  $430,938 
     Total Purchased Options           
     (Cost $364)     —%   78 
               
     Total Investments           
     (Cost $440,916) ▲    106.6%  $431,016 
     Other Assets and Liabilities    (6.6)%   (26,785)
     Total Net Assets    100.0%  $404,231 

 

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

 

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

 

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

 

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for reporting ease. 

 

At January 31, 2015, the cost of securities for federal income tax purposes was $441,052 and the aggregate gross unrealized appreciation and depreciation based on that cost were:    

 

Unrealized Appreciation  $11,946 
Unrealized Depreciation   (21,982)
Net Unrealized Depreciation  $(10,036)

 

All principal amounts are in U.S. dollars unless otherwise indicated.
   
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, 2015, the aggregate fair value of these securities was $117, 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.    
   
Ψ The issuer is in bankruptcy. However, 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, 2015.
   
The interest rate disclosed for these securities represents the effective yield on the date of the acquisition.
   
Securities disclosed are interest-only strips.
   
The principal amount for this security is adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

 

12
 

 

The Hartford Strategic Income Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

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, 2015.
   
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 noted, these holdings are determined to be liquid. At January 31, 2015, the aggregate value of these securities was $48,932, which represents 12.1% 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, as amended. 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, 2015, the aggregate value of these securities was $76,947, which represents 19.0% 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, as amended, and may have contractual restrictions on resale. Illiquid securities may lack a readily available market or their 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, 2015, the aggregate value of these securities was $117, which rounds to zero percent of total net assets.

 

β Convertible security.
   
Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.
   
Ð Represents or includes a TBA transaction.
   
This security, or a portion of this security, was purchased on a when-issued or delayed-delivery basis. The cost of these securities was $33,639 at January 31, 2015.
   
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 OTC swap contracts.
   
Є This security, or a portion of this security, has been pledged as collateral in connection with centrally cleared swap contracts.
   
Θ This security, or a portion of this security, has been pledged as collateral in connection with OTC option and/or swaption contracts.
   
This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.

 

Cash and securities pledged and received as collateral in connection with derivatives at January 31, 2015:

 

   Pledged ‡   Received * 
OTC option and/or OTC swap contracts  $260   $5,117 
Centrally cleared swaps contracts   1,336     
Total  $1,596   $5,117 

 

As previously noted, certain securities, or a portion of these securities, are pledged as collateral in connection with certain derivative instruments. These securities are held by the Fund but are not represented in the table above.
*Securities valued at $2,857, held on behalf of the Fund at the custodian, were designated by broker(s) as collateral in connection with OTC option and/or OTC swap contracts. Since the broker retains legal title to the securities, the securities are not considered an asset of the Fund.

 

 

13
 

 

The Hartford Strategic Income Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

OTC Option Contracts Outstanding at January 31, 2015

 

Description  Counter -
party
  Risk
Exposure
Category
  Exercise Price/ FX Rate/
Rate
  Expiration
Date
  Number of
Contracts *
  Market
Value ╪
   Premiums
Paid by
Fund
   Unrealized
Appreciation
(Depreciation)
 
Purchased Option contracts:                                   
Calls                                   
BRL Call/USD Put  JPM  FX  2.41 BRL per USD  09/28/15  BRL   2,600,000   $2   $19   $(17)
CNY Call/USD Put  BOA  FX  6.15 CNY per USD  02/17/15  CNY   20,000,000    5    6    (1)
EUR Call/USD Put  BOA  FX  1.27 USD per EUR  01/07/16  EUR   8,000,000    53    119    (66)
RUB Call/USD Put  GSC  FX  36.97 RUB per USD   09/02/15  RUB   39,000,000        14    (14)
Total Calls                  69,600,000   $60   $158   $(98)
Puts                                   
PEN Put/USD Call  JPM  FX  3.01 PEN per USD  03/10/15  PEN   2,540,000   $18   $9   $9 
                                    
Total purchased option contracts                  72,140,000   $78   $167   $(89)

 

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

 

OTC Swaption Contracts Outstanding at January 31, 2015

 

Description  Counter -
party
  Risk
Exposure
Category
  Exercise Price/ FX Rate/
Rate
  Expiration
Date
  Number of Contracts *  Market
Value ╪
   Premiums
Received/
Paid by
Fund Δ
   Unrealized
Appreciation
(Depreciation)
 
Purchased swaption contracts:                                   
Puts                                   
Interest Rate Swaption USD  JPM  IR  3.50%  04/29/15  USD   11,210,000   $   $197   $(197)
                                    
Written swaption contracts:                                   
Calls                                   
Credit Default Swaption ITRAXX.XOV.22  BOA  CR  3.50%  02/18/15  EUR   24,010,000   $417   $357   $(60)
Credit Default Swaption ITRAXX.XOV.22  BNP  CR  3.00%  02/18/15  EUR   25,130,000    66    199    133 
Total Calls                  49,140,000   $483   $556   $73 
Puts                                   
Credit Default Swaption ITRAXX.XOV.22  BOA  CR  3.50%  02/18/15  EUR   24,010,000   $130   $313   $183 
Credit Default Swaption ITRAXX.XOV.22  BNP  CR  3.00%  02/18/15  EUR   25,130,000    422    200    (222)
Total Puts                  49,140,000   $552   $513   $(39)
Total written swaption contracts                  98,280,000   $1,035   $1,069   $34 

 

*The number of contracts does not omit 000's.
ΔFor purchased swaptions, premiums are paid by the Fund, for written swaptions, premiums are received.

 

 

14
 

 

The Hartford Strategic Income Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Futures Contracts Outstanding at January 31, 2015

 

   Number of  Expiration  Notional   Market   Unrealized
Appreciation/(Depreciation)
   Variation Margin 
Description  Contracts*  Date  Amount   Value ╪   Asset   Liability   Asset   Liability 
Long position contracts:                                    
Australian 10-Year Bond Future  4  03/16/2015  $405   $410   $5   $   $1   $ 
Australian 3-Year Bond Future  3  03/16/2015   260    261    1             
Euro-BOBL Future  1  03/06/2015   147    148    1             
Euro-BTP Future  8  03/06/2015   1,214    1,249    35        1     
Euro-BUND Future  8  03/06/2015   1,422    1,441    19        6     
Euro-OAT Future  9  03/06/2015   1,473    1,525    52        7     
Euro-Schatz Future  21  03/06/2015   2,631    2,639    8             
Japan 10-Year Bond Future  4  03/11/2015   5,004    5,046    42        7     
Japan 10-Year Mini Bond Future  3  03/10/2015   376    379    3        1     
Long Gilt Future  8  03/27/2015   1,469    1,493    24        10     
U.S. Treasury 10-Year Note Future  603  03/20/2015   77,120    78,918    1,798        415     
U.S. Treasury 30-Year Bond Future  79  03/20/2015   11,483    11,951    468        68     
U.S. Treasury 5-Year Note Future  361  03/31/2015   43,645    43,805    160        166     
Total                  $2,616   $   $682   $ 
Short position contracts:                                    
90-Day Eurodollar Future  3  03/16/2015  $748   $748   $   $   $   $ 
U.S. Treasury 2-Year Note Future  211  03/31/2015   46,240    46,370        (130)       (46)
U.S. Treasury CME Ultra Long Term Bond Future  70  03/20/2015   11,444    12,526        (1,082)       (138)
Total                  $   $(1,212)  $   $(184)
Total futures contracts                  $2,616   $(1,212)  $682   $(184)

  

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

 

15
 

 

The Hartford Strategic Income Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

OTC Credit Default Swap Contracts Outstanding at January 31, 2015

 

   Counter-  Notional  (Pay)/ Receive Fixed
Rate/ Implied
   Expiration  Upfront
Premiums
   Upfront
Premiums
   Market   Unrealized Appreciation/
(Depreciation)
 
Reference Entity  party  Amount (a)  Credit Spread (b)   Date  Paid   Received   Value ╪   Asset   Liability 
Credit default swaps on indices:
Buy protection:
ABX.HE.AA.06-1  BCLY  USD   398    (0.32)%  07/25/45  $190   $   $83   $   $(107)
ABX.HE.AA.06-1  JPM  USD   1,282    (0.32)%   07/25/45   337        268        (69)
ABX.HE.AAA.06-1  BCLY  USD   46    (0.18)%   07/25/45   5        1        (4)
ABX.HE.AAA.06-1  GSC  USD   208    (0.18)%   07/25/45   18        5        (13)
ABX.HE.AAA.06-1  JPM  USD   214    (0.18)%   07/25/45   4        5    1     
ABX.HE.AAA.06-1  JPM  USD   84    (0.18)%   07/25/45   3        3         
ABX.HE.AAA.06-1  MSC  USD   76    (0.18)%   07/25/45   9        2        (7)
ABX.HE.AAA.06-1  MSC  USD   49    (0.18)%   07/25/45   1        1         
ABX.HE.AAA.06-2  BOA  USD   1,442    (0.11)%   05/25/46   300        288        (12)
ABX.HE.AAA.06-2  DEUT  USD   149    (0.11)%   05/25/46   35        30        (5)
ABX.HE.AAA.06-2  MSC  USD   694    (0.11)%   05/25/46   134        139    5     
ABX.HE.AAA.07-1  CSI  USD   1,318    (0.09)%   08/25/37   380        342        (38)
ABX.HE.AAA.07-1  GSC  USD   461    (0.09)%   08/25/37   116        120    4     
ABX.HE.AAA.07-1  MSC  USD   1,413    (0.09)%   08/25/37   345        367    22     
ABX.HE.PENAAA.06-2  BOA  USD   7    (0.11)%   05/25/46   2        1        (1)
ABX.HE.PENAAA.06-2  CSI  USD   1,207    (0.11)%   05/25/46   364        168        (196)
ABX.HE.PENAAA.06-2  JPM  USD   430    (0.11)%   05/25/46   83        60        (23)
ABX.HE.PENAAA.06-2  JPM  USD   338    (0.11)%   05/25/46   46        47    1     
ABX.HE.PENAAA.07-1  BCLY  USD   942    (0.09)%   08/25/37   408        212        (196)
CDX.EM.22  BNP  USD   1,345    (1.00)%   12/20/19   161        173    12     
CDX.EM.22  DEUT  USD   1,415    (1.00)%   12/20/19   167        182    15     
CDX.EM.22  GSC  USD   3,665    (1.00)%   12/20/19   436        472    36     
CMBX.NA.A.7  JPM  USD   755    (2.00)%   01/17/47       (15)   2    17     
CMBX.NA.AA.2  BOA  USD   1,570    (0.15)%   03/15/49   594        510        (84)
CMBX.NA.AA.2  CSI  USD   1,028    (0.15)%   03/15/49   318        334    16     
CMBX.NA.AA.2  JPM  USD   1,386    (0.15)%   03/15/49   521        450        (71)
CMBX.NA.AA.2  MSC  USD   118    (0.15)%   03/15/49   46        38        (8)
CMBX.NA.AA.7  CSI  USD   2,055    (1.50)%   01/17/47   9        7        (2)
CMBX.NA.AA.7  CSI  USD   820    (1.50)%   01/17/47       (8)   3    11     
CMBX.NA.AA.7  MSC  USD   870    (1.50)%   01/17/47       (9)   3    12     
CMBX.NA.AJ.1  JPM  USD   735    (0.84)%   10/12/52   52        15        (37)
CMBX.NA.AJ.1  MSC  USD   390    (0.84)%   10/12/52   27        8        (19)
CMBX.NA.AJ.2  CSI  USD   878    (1.09)%   03/15/49   72        76    4     
CMBX.NA.AJ.2  DEUT  USD   1,061    (1.09)%   03/15/49   95        91        (4)
CMBX.NA.AJ.4  CSI  USD   2,211    (0.96)%   02/17/51   414        444    30     
CMBX.NA.AJ.4  DEUT  USD   891    (0.96)%   02/17/51   172        178    6     
CMBX.NA.AJ.4  GSC  USD   1,449    (0.96)%   02/17/51   251        291    40     
CMBX.NA.AJ.4  MSC  USD   369    (0.96)%   02/17/51   64        74    10     
CMBX.NA.AJ.4  MSC  USD   1,688    (0.96)%   02/17/51   523        339        (184)
CMBX.NA.AM.2  CSI  USD   1,545    (0.50)%   03/15/49   94        11        (83)
CMBX.NA.AM.2  MSC  USD   2,945    (0.50)%   03/15/49   146        22        (124)
CMBX.NA.AM.4  MSC  USD   675    (0.50)%   02/17/51   97        20        (77)
CMBX.NA.AS.6  CSI  USD   1,700    (1.00)%   05/11/63   22        18        (4)
CMBX.NA.AS.7  CSI  USD   1,080    (1.00)%   01/17/47   25        20        (5)
CMBX.NA.AS.7  GSC  USD   725    (1.00)%   01/17/47   17        14        (3)
Total                     $7,103   $(32)  $5,937   $242   $(1,376)

  

16
 

 

The Hartford Strategic Income Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

OTC Credit Default Swap Contracts Outstanding at January 31, 2015 - (continued)

 

 

 

   Counter-  Notional  (Pay)/ Receive Fixed
Rate/ Implied
   Expiration  Upfront
Premiums
   Upfront
|Premiums
   Market   Unrealized Appreciation/
(Depreciation)
 
Reference Entity  party  Amount (a)  Credit Spread (b)   Date  Paid   Received   Value ╪   Asset   Liability 
Credit default swaps on indices: - (continued) 
Sell protection: 
CMBX.NA.A.2  BOA  USD   429    0.25%  03/15/49  $   $(247)  $(282)  $   $(35)
CMBX.NA.AAA.6  BOA  USD   825    0.50%  05/11/63       (22)   (20)   2     
CMBX.NA.AAA.6  BOA  USD   1,760    0.50%  05/11/63       (40)   (42)       (2)
CMBX.NA.AAA.6  CSI  USD   2,155    0.50%  05/11/63       (52)   (51)   1     
CMBX.NA.AAA.6  CSI  USD   3,830    0.50%  05/11/63       (86)   (91)       (5)
CMBX.NA.AAA.6  DEUT  USD   41,065    0.50%  05/11/63       (1,960)   (972)   988     
CMBX.NA.AAA.6  GSC  USD   6,665    0.50%  05/11/63       (132)   (158)       (26)
CMBX.NA.AAA.6  JPM  USD   4,995    0.50%  05/11/63       (164)   (118)   46     
CMBX.NA.AAA.6  UBS  USD   885    0.50%  05/11/63       (20)   (21)       (1)
CMBX.NA.BB.6  BOA  USD   865    5.00%  05/11/63       (4)   (4)        
CMBX.NA.BB.6  BOA  USD   1,340    5.00%  05/11/63       (13)   (6)   7     
CMBX.NA.BB.6  CSI  USD   800    5.00%  05/11/63           (3)       (3)
CMBX.NA.BB.6  CSI  USD   710    5.00%  05/11/63       (5)   (3)   2     
CMBX.NA.BB.6  MSC  USD   3,355    5.00%  05/11/63       (215)   (15)   200     
CMBX.NA.BB.6  UBS  USD   98    5.00%  05/11/63   1                (1)
CMBX.NA.BB.7  BOA  USD   325    5.00%  01/17/47       (7)   (8)       (1)
CMBX.NA.BB.7  CSI  USD   1,490    5.00%  01/17/47       (62)   (39)   23     
CMBX.NA.BB.7  DEUT  USD   440    5.00%  01/17/47       (12)   (11)   1     
CMBX.NA.BB.7  GSC  USD   1,135    5.00%  01/17/47       (67)   (29)   38     
CMBX.NA.BB.8  BOA  USD   535    5.00%  10/17/57       (39)   (38)   1     
CMBX.NA.BB.8  CSI  USD   175    5.00%  10/17/57       (12)   (12)        
CMBX.NA.BBB-.7  CSI  USD   925    3.00%  01/17/47       (56)   (22)   34     
PrimeX.ARM.2  MSC  USD   1,304    4.58%  12/25/37   43        40        (3)
PrimeX.ARM.2  MSC  USD   143    4.58%  12/25/37       (11)   4    15     
Total  $44   $(3,226)  $(1,901)  $1,358   $(77)
Total traded indices  $7,147   $(3,258)  $4,036   $1,600   $(1,453)
Credit default swaps on single-name issues:                                         
Buy protection:                                            
Brazil (Federative Republic of)  GSC  USD   755    (1.00)% / 2.21%    12/20/19  $32   $   $42   $10   $ 
Brazil (Federative Republic of)  JPM  USD   770    (1.00)% / 2.21%    12/20/19   38        43    5     
Darden Restaurants, Inc.  BCLY  USD   1,225    (1.00)% / 1.30%    12/20/19   45        18        (27)
Russia (Federation of)  GSC  USD   1,605    (1.00)% / 6.29%    12/20/19   340        338        (2)
Total                        $455   $   $441   $15   $(29)
Sell protection:                                               
Bank of America Corp.  GSC  USD   7,600    1.00% / 0.43%    09/20/17  $   $(529)  $114   $643   $ 
Citigroup, Inc.  GSC  USD   7,225    1.00% / 0.50%    09/20/17       (470)   96    566     
Goldman Sachs Group, Inc.  UBS  USD   3,625    1.00% / 0.57%    09/20/17       (267)   41    308     
Morgan Stanley  BCLY  USD   3,625    1.00% / 0.52%    09/20/17       (406)   46    452     
Total                     $   $(1,672)  $297   $1,969   $ 
Total single-name issues  $455   $(1,672)  $738   $1,984   $(29)
Total OTC contracts  $7,602   $(4,930)  $4,774   $3,584   $(1,482)

 

(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.

 

(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, 2015. 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 Strategic Income Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Centrally Cleared Credit Default Swap Contracts Outstanding at January 31, 2015

 

   Clearing  Notional   (Pay)/ Receive
Fixed
   Expiration      Market   Unrealized
Appreciation/
(Depreciation)
   Variation Margin 
Reference Entity  House (a)  Amount (b)   Rate   Date  Cost Basis   Value ╪   Asset   Liability   Asset   Liability 
Credit default swaps on indices:
Buy protection:
CDX.NA.IG.23  CME  USD 31,950    (1.00)%   12/20/19  $(461)  $(447)  $14   $   $32   $ 
ITRAXX.XOV.22  ICE  EUR  8,630    (5.00)%   12/20/19   (795)   (747)   48        43     
Total  $(1,256)  $(1,194)  $62   $   $75   $ 
Sell protection:
CDX.NA.HY.23  CME  USD  42,325    5.00%   12/20/19  $2,598   $2,350   $   $(248)  $   $(97)
                                               
Total traded indices  $1,342   $1,156   $62   $(248)  $75   $(97)
Total centrally cleared contracts  $1,342   $1,156   $62   $(248)  $75   $(97)

 

(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.

 

OTC Interest Rate Swap Contracts Outstanding at January 31, 2015

 

   Payments made  Payments received  Notional   Expiration  Upfront
Premiums
   Upfront
Premiums
   Market   Unrealized
Appreciation/(Depreciation)
 
Counterparty  by Fund  by Fund (a)  Amount   Date  Paid   Received   Value ╪   Asset   Liability 
DEUT  6M WIBOR PLN  1.68% Fixed  PLN  70    03/18/20  $   $   $   $   $ 
DEUT  KRW CD KSDA  2.11% Fixed  KRW  23,240    03/18/25                    
GSC  6M WIBOR PLN  1.67% Fixed  PLN  100    03/18/20                    
JPM  6M WIBOR PLN  1.65% Fixed  PLN  135    03/18/20                    
JPM  6M WIBOR PLN  1.68% Fixed  PLN  350    03/18/20           1    1     
JPM  6M WIBOR PLN  1.73% Fixed  PLN  100    03/18/20                    
JPM  KRW CD KSDA  2.11% Fixed  KRW  69,730    03/18/25                    
Total                $   $   $1   $1   $ 

 

OTC Total Return Swap Contracts Outstanding at January 31, 2015

 

      Notional  Payments received  Expiration  Upfront
Premiums
   Upfront
Premiums
   Market   Unrealized
Appreciation/(Depreciation)
 
Reference Entity  Counterparty  Amount  (paid) by Fund  Date  Paid   Received   Value ╪   Asset   Liability 
CPURNSA  JPM  USD   22,700   (1.84)% Fixed  01/15/25  $   $   $23   $23   $ 
JPM CORP EMBI †  JPM  USD   12,625   3M LIBOR - 1.25%  06/24/15           (87)       (87)
Total                   $   $   $(64)  $23   $(87)

 

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, 2015, the aggregate market value of these securities was $(87), which rounds to zero percent of total net assets.

 

18
 

 

The Hartford Strategic Income Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

TBA Sale Commitments Outstanding at January 31, 2015

 

Description  Principal
Amount
   Maturity Date  Market Value ╪   Unrealized
Appreciation/
Depreciation
 
FHLMC, 3.50%  $1,700   02/15/2045  $1,793   $(13)
FNMA, 3.50%   4,800   02/15/2045   5,071    (46)
FNMA, 5.50%   400   02/15/2045   447     
GNMA, 3.00%   700   02/15/2045   727    (1)
GNMA, 4.50%   1,400   02/15/2040   1,528    (2)
GNMA, 4.50%   700   02/15/2045   760    (2)
Total          $10,326   $(64)

 

At January 31, 2015, the aggregate market value of these securities represents 2.6% of total net assets.

 

Foreign Currency Contracts Outstanding at January 31, 2015

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
AUD  Buy  02/27/2015  BNP  $14   $13   $   $(1)
AUD  Buy  02/27/2015  BOA   125    118        (7)
AUD  Buy  02/27/2015  CBA   940    899        (41)
AUD  Buy  02/27/2015  DEUT   33    32        (1)
AUD  Buy  02/27/2015  GSC   45    42        (3)
AUD  Buy  02/27/2015  JPM   37    35        (2)
AUD  Buy  02/27/2015  WEST   20    19        (1)
AUD  Sell  02/27/2015  BOA   74    72    2     
AUD  Sell  02/27/2015  CBA   143    137    6     
AUD  Sell  02/27/2015  HSBC   20    19    1     
AUD  Sell  02/27/2015  JPM   56    54    2     
AUD  Sell  02/27/2015  MSC   15    14    1     
AUD  Sell  02/27/2015  NAB   20    19    1     
AUD  Sell  02/27/2015  RBC   14    13    1     
AUD  Sell  02/27/2015  UBS   8    8         
BRL  Buy  03/03/2015  UBS   1,138    1,104        (34)
BRL  Sell  03/03/2015  MSC   1,112    1,103    9     
CAD  Buy  02/27/2015  DEUT   14    13        (1)
CAD  Buy  02/27/2015  GSC   30    28        (2)
CAD  Buy  02/27/2015  HSBC   20    19        (1)
CAD  Buy  02/27/2015  JPM   9    9         
CAD  Buy  02/27/2015  MSC   15    14        (1)
CAD  Buy  02/27/2015  RBC   681    636        (45)
CAD  Sell  02/27/2015  BOA   87    83    4     
CAD  Sell  02/27/2015  DEUT   29    28    1     
CAD  Sell  02/27/2015  GSC   15    14    1     
CAD  Sell  02/27/2015  JPM   94    89    5     
CAD  Sell  02/27/2015  RBC   8    8         
CAD  Sell  02/27/2015  WEST   20    19    1     
CHF  Buy  02/27/2015  JPM   28    28         
CHF  Buy  02/27/2015  MSC   30    33    3     
CHF  Sell  02/27/2015  CSFB   92    102        (10)
COP  Buy  03/18/2015  CBK   843    833        (10)
COP  Sell  03/18/2015  BOA   2,560    2,527    33     
COP  Sell  03/16/2015  HSBC   2,192    2,125    67     
COP  Sell  03/16/2015  SSG   2,226    2,116    110     
DKK  Sell  02/27/2015  WEST   7    7         
EUR  Buy  02/27/2015  BNP   185    185         
EUR  Buy  03/18/2015  BNP   17,059    16,273        (786)
EUR  Buy  02/27/2015  BOA   8,435    8,060        (375)
EUR  Buy  02/27/2015  CBK   57    57         
EUR  Buy  02/27/2015  GSC   29    29         
EUR  Buy  02/27/2015  HSBC   19    19         

 

19
 

 

The Hartford Strategic Income Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Foreign Currency Contracts Outstanding at January 31, 2015 - (continued)

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
EUR  Buy  02/27/2015  JPM  $126   $123   $   $(3)
EUR  Buy  02/27/2015  MSC   9    9         
EUR  Buy  03/18/2015  NAB   11    10        (1)
EUR  Buy  02/27/2015  RBC   1,051    1,044        (7)
EUR  Buy  02/27/2015  UBS   14    14         
EUR  Sell  02/27/2015  BOA   13,454    12,855    599     
EUR  Sell  02/27/2015  CBA   21    20    1     
EUR  Sell  02/27/2015  CBK   58    57    1     
EUR  Sell  02/27/2015  CBK   129    129         
EUR  Sell  09/18/2015  CBK   847    742    105     
EUR  Sell  02/19/2015  DEUT   666    639    27     
EUR  Sell  02/27/2015  DEUT   78    77    1     
EUR  Sell  02/27/2015  DEUT   29    29         
EUR  Sell  02/27/2015  GSC   157    151    6     
EUR  Sell  02/27/2015  GSC   19    19         
EUR  Sell  02/19/2015  JPM   119    107    12     
EUR  Sell  02/27/2015  JPM   209    208    1     
EUR  Sell  02/27/2015  JPM   116    116         
EUR  Sell  02/27/2015  MSC   81    78    3     
EUR  Sell  02/27/2015  MSC   15    15         
EUR  Sell  03/18/2015  MSC   10    10         
EUR  Sell  03/18/2015  NAB   2,171    1,981    190     
EUR  Sell  02/27/2015  TDS   143    136    7     
GBP  Buy  02/06/2015  BCLY   1,391    1,378        (13)
GBP  Buy  03/18/2015  BNP   4,063    4,035        (28)
GBP  Buy  02/27/2015  BOA   90    90         
GBP  Buy  02/27/2015  CBA   30    30         
GBP  Buy  02/27/2015  CBK   51    50        (1)
GBP  Buy  02/27/2015  DEUT   1,494    1,488        (6)
GBP  Buy  02/27/2015  GSC   20    20         
GBP  Buy  02/27/2015  GSC   32    32         
GBP  Buy  02/27/2015  HSBC   3    3         
GBP  Buy  02/27/2015  JPM   50    50         
GBP  Buy  02/27/2015  JPM   66    66         
GBP  Sell  03/18/2015  BCLY   1,391    1,378    13     
GBP  Sell  02/27/2015  BNP   143    143         
GBP  Sell  02/06/2015  BOA   876    835    41     
GBP  Sell  02/27/2015  BOA   30    30         
GBP  Sell  02/06/2015  DEUT   167    166    1     
GBP  Sell  02/27/2015  DEUT   3,699    3,684    15     
GBP  Sell  02/27/2015  GSC   50    50         
GBP  Sell  02/27/2015  JPM   30    30         
GBP  Sell  02/06/2015  MSC   394    377    17     
GBP  Sell  02/27/2015  MSC   50    50         
GBP  Sell  02/27/2015  UBS   48    48         
JPY  Buy  03/18/2015  BNP   19,194    19,368    174     
JPY  Buy  02/27/2015  BOA   54    54         
JPY  Buy  02/27/2015  BOA   65    65         
JPY  Buy  02/27/2015  CBK   53    53         
JPY  Buy  02/27/2015  HSBC   40    40         
JPY  Buy  02/27/2015  JPM   89    89         
JPY  Buy  02/27/2015  JPM   40    40         
JPY  Buy  02/27/2015  MSC   168    167        (1)
JPY  Buy  02/27/2015  NAB   9,263    9,351    88     
JPY  Sell  02/27/2015  BNP   86    86         
JPY  Sell  02/27/2015  CBA   19    19         
JPY  Sell  02/27/2015  CBK   20    20         
JPY  Sell  02/27/2015  CBK   216    218        (2)
JPY  Sell  02/27/2015  GSC   61    61         

 

20
 

 

The Hartford Strategic Income Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Foreign Currency Contracts Outstanding at January 31, 2015 - (continued)

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
JPY  Sell  02/27/2015  GSC  $20   $20   $   $ 
JPY  Sell  02/27/2015  HSBC   20    20         
JPY  Sell  02/27/2015  JPM   136    138        (2)
JPY  Sell  02/27/2015  MSC   59    59         
JPY  Sell  02/27/2015  RBS   49    49         
JPY  Sell  02/27/2015  TDS   92    94        (2)
KRW  Buy  02/27/2015  BCLY   30    30         
KRW  Sell  02/27/2015  HSBC   49    49         
KRW  Sell  02/27/2015  JPM   29    29         
MXN  Buy  02/27/2015  JPM   39    38        (1)
MXN  Buy  02/27/2015  MSC   211    206        (5)
MXN  Buy  02/27/2015  RBC   15    14        (1)
MXN  Sell  02/27/2015  CBK                
MXN  Sell  02/27/2015  MSC   38    37    1     
MXN  Sell  02/27/2015  SCB   9    9         
MYR  Buy  02/13/2015  BOA   810    779        (31)
MYR  Sell  02/13/2015  BCLY   1,693    1,567    126     
MYR  Sell  02/27/2015  HSBC   287    283    4     
NOK  Buy  02/27/2015  DEUT   4    4         
NOK  Buy  02/27/2015  GSC   36    36         
NOK  Buy  02/27/2015  JPM   14    14         
NOK  Buy  02/27/2015  JPM   10    10         
NZD  Buy  02/27/2015  CBA   10    9        (1)
NZD  Buy  02/27/2015  JPM   9    9         
NZD  Buy  02/27/2015  MSC   2    2         
NZD  Sell  02/27/2015  CBA   1    1         
NZD  Sell  02/27/2015  NAB   11    11         
NZD  Sell  02/27/2015  SCB   7    7         
PLN  Sell  02/27/2015  BNP   4    4         
PLN  Sell  02/27/2015  BNP   38    38         
RON  Buy  03/16/2015  BNP   1,302    1,197        (105)
RSD  Buy  09/18/2015  CBK   787    681        (106)
RUB  Sell  03/18/2015  JPM   338    314    24     
SEK  Buy  02/27/2015  DEUT   15    15         
SEK  Buy  02/27/2015  JPM   15    15         
SEK  Buy  02/27/2015  MSC   104    101        (3)
SEK  Sell  02/27/2015  GSC   32    32         
SEK  Sell  02/27/2015  HSBC   2    2         
SEK  Sell  02/27/2015  JPM   53    52    1     
SEK  Sell  02/27/2015  MSC   165    160    5     
SGD  Sell  02/27/2015  UBS   183    181    2     
TRY  Sell  03/18/2015  BCLY   792    758    34     
ZAR  Buy  02/27/2015  CBK   89    89         
Total                      $1,747   $(1,640)

 

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.

 

21
 

 

The Hartford Strategic Income Fund
Schedule of Investments – (continued)
January 31, 2015 (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.
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
COP Colombian Peso
DKK Danish Krone
DOP Dominican Peso
EUR EURO
GBP British Pound
IDR Indonesian New Rupiah
INR Indian Rupee
JPY Japanese Yen
KRW South Korean Won
MXN Mexican New Peso
MYR Malaysian Ringgit
NGN Nigerian Naira
NOK Norwegian Krone
NZD New Zealand Dollar
PEN Peruvian New Sol
PLN Polish New Zloty
RON New Romanian Leu
RSD Serbian Dinar
RUB Russian New Ruble
SEK Swedish Krona
SGD Singapore Dollar
TRY Turkish New Lira
USD U.S. Dollar
UYU Uruguayan Peso
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
CPURNSA Consumer Price All Urban Non-Seasonally Adjusted
EMBI Emerging Markets Bond Index
ITRAXX.XOV Markit iTraxx Index - Europe Crossover
PrimeX.ARM Markit PrimeX Adjustable Rate Mortgage Backed Security
 
Other Abbreviations:
CD Certificate of Deposit
CLO Collateralized Loan Obligation
CR Credit
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
FX Foreign Exchange
GNMA Government National Mortgage Association
IR Interest Rate
KSDA Korea Securities Dealers Association
LIBOR London Interbank Offered Rate
OTC Over-the-Counter
TBA To Be Announced
WIBOR Warsaw Interbank Offered Rate

 

Credit Exposure
as of January 31, 2015
 
Credit Rating *  Percentage of
Net Assets
 
Aaa/ AAA   9.1%
Aa/ AA   3.0 
A   2.0 
Baa/ BBB   22.9 
Ba/ BB   27.8 
B   20.7 
Caa/ CCC or Lower   11.7 
Not Rated   7.7 
Non-Debt Securities and Other Short-Term Instruments   1.7 
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 (Moody's) and typically range from AAA/Aaa (highest) to C/D (lowest). Presentation of S&P and Moody's credit ratings in this report have been selected for informational purposes for shareholders, as well as the Fund's consideration of industry practice. 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 the Fund's shares. Ratings may change.

 

 

22
 

 

The Hartford Strategic Income Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary

January 31, 2015

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Asset and Commercial Mortgage Backed Securities   $57,470   $   $42,050   $15,420 
Common Stocks ‡    117            117 
Corporate Bonds    95,315        94,453    862 
Foreign Government Obligations    132,335        132,335     
Municipal Bonds    3,667        3,667     
Preferred Stocks    527    527         
Senior Floating Rate Interests    97,197        97,197     
U.S. Government Agencies    33,322        33,322     
U.S. Government Securities    4,321        4,321     
Short-Term Investments    6,667        6,667     
Purchased Options    78        78     
Total   $431,016   $527   $414,090   $16,399 
Foreign Currency Contracts *   $1,747   $   $1,747   $ 
Futures *    2,616    2,616         
Swaps - Credit Default *    3,646        3,646     
Swaps - Interest Rate *    1        1     
Swaps - Total Return *    23        23     
Total   $8,033   $2,616   $5,417   $ 
Liabilities:                    
TBA Sale Commitments   $10,326   $   $10,326   $ 
Written Options    1,035        1,035     
Total   $11,361   $   $11,361   $ 
Foreign Currency Contracts *   $1,640   $   $1,640   $ 
Futures *    1,212    1,212         
Swaps - Credit Default *    1,730        1,730     
Swaps - Total Return *    87            87 
Total   $4,669   $1,212   $3,370   $87 

  

For the three-month period ended January 31, 2015, 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.

 

23
 

 

The Hartford Strategic Income Fund
Schedule of Investments – (continued)
January 31, 2015 (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, 2014
   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, 2015
 
Assets:                                             
Asset & Commercial Mortgage Backed Securities   $17,124   $607   $(641)†  $271   $1,989   $(3,650)  $   $(280)  $15,420 
Common Stocks    408        (291)‡                       117 
Corporate Bonds    930        11§       851            (930)   862 
Total   $18,462   $607   $(921)  $271   $2,840   $(3,650)  $   $(1,210)  $16,399 
                                              
Liabilities:                                             
Swaps**   $40   $  — ††  $47‡‡  $   $   $   $   $   $87 
Total   $40   $   $47   $   $   $   $   $   $87 

 

*

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, 2015 was $(90).
Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2015 was $(291).
§ Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2015 was $11.
** 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, 2015 was $194.
‡‡ Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2015 was $(87).

  

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.

 

24
 

 

 

 

The Hartford Total Return Bond Fund
Schedule of Investments
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

Asset and Commercial Mortgage Backed Securities - 26.6%

     
     Finance and Insurance - 26.6%     
     Adjustable Rate Mortgage Trust     
$502    0.44%, 11/25/2035 Δ   $457 
     American Home Mortgage Assets Trust     
 1,027    1.05%, 10/25/2046 Δ    743 
     American Money Management Corp.     
 4,200    1.71%, 07/27/2026 ■Δ    4,171 
     AmeriCredit Automobile Receivables Trust     
 2,030    2.72%, 09/09/2019    2,070 
     Apidos CLO     
 2,935    1.68%, 01/19/2025 ■Δ    2,914 
 4,775    1.73%, 04/17/2026 ■Δ    4,760 
     Ares CLO Ltd.     
 3,810    1.08%, 04/20/2023 ■Δ    3,790 
 4,460    1.75%, 04/17/2026 ■‡Δ    4,450 
     Atlas Senior Loan Fund Ltd.     
 3,775    1.78%, 10/15/2026 ■‡Δ    3,764 
 1,905    1.80%, 07/16/2026 ■‡Δ    1,903 
     Atrium CDO Corp.     
 1,740    1.99%, 11/16/2022 ■Δ    1,708 
 3,420    2.38%, 10/23/2025 ■Δ    3,390 
     Avalon IV Capital Ltd.     
 1,755    2.08%, 04/17/2023 ■Δ    1,732 
     Avery Point CLO Ltd.     
 4,375    1.78%, 04/25/2026 ■Δ    4,340 
     Babson CLO Ltd.     
 1,030    1.72%, 07/12/2025 ■‡Δ    1,027 
     Banc of America Commercial Mortgage, Inc.     
 1,403    5.15%, 09/10/2047 ‡Δ    1,426 
 735    5.26%, 11/10/2042 Δ    735 
 272    5.75%, 02/10/2051 Δ    298 
     Banc of America Funding Corp.     
 237    0.40%, 02/20/2047 Δ    203 
 2,832    0.47%, 05/20/2047 Δ    2,354 
 3,415    5.77%, 05/25/2037 ‡    3,020 
 160    5.85%, 01/25/2037    128 
     BCAP LLC Trust     
 588    0.34%, 01/25/2037 Δ    467 
 1,552    0.35%, 03/25/2037 Δ    1,315 
     Bear Stearns Adjustable Rate Mortgage Trust     
 1,651    2.43%, 10/25/2035 Δ    1,628 
     Bear Stearns Alt-A Trust     
 299    0.49%, 08/25/2036 Δ    227 
 1,638    0.55%, 05/25/2036 Δ    1,291 
 3,606    0.67%, 01/25/2036 ‡Δ    2,772 
     Bear Stearns Commercial Mortgage Securities, Inc.     
 1,289    5.13%, 10/12/2042 ‡Δ    1,301 
 1,291    5.33%, 02/11/2044    1,379 
 3,559    5.41%, 12/11/2040    3,645 
 480    5.47%, 01/12/2045    516 
 1,077    5.54%, 10/12/2041 ‡    1,135 
 3,491    5.69%, 06/11/2050    3,791 
 3,005    5.71%, 06/11/2040 ‡Δ    3,247 
     Cal Funding II Ltd.     
 717    3.47%, 10/25/2027 ■    731 
     Cent CLO L.P.     
 3,995    1.71%, 01/25/2026 ■‡Δ    3,985 
 2,865    1.72%, 07/27/2026 ■‡Δ    2,857 
     CHL Mortgage Pass-Through Trust     
 1,517    0.51%, 03/25/2035 Δ    1,243 
 727    2.42%, 06/20/2035 Δ    694 
     CIFC Funding Ltd.     
 4,175    1.73%, 05/24/2026 ■‡Δ    4,152 
 4,745    1.75%, 04/18/2025 ■‡Δ    4,724 
 3,940    2.33%, 08/14/2024 ■Δ    3,903 
     Citigroup Commercial Mortgage Trust     
 2,100    4.02%, 03/10/2047    2,320 
 415    4.40%, 03/10/2047 ■Δ    344 
 305    4.90%, 03/10/2047 ■Δ    303 
 1,136    5.77%, 03/15/2049 Δ    1,184 
 615    6.14%, 12/10/2049 ‡Δ    676 
     Citigroup/Deutsche Bank Commercial Mortgage Trust     
 2,334    5.30%, 01/15/2046 ‡Δ    2,394 
 5,185    5.32%, 12/11/2049 ‡    5,489 
     Cobalt CMBS Commercial Funding Corp.     
 575    5.25%, 08/15/2048    590 
     Commercial Mortgage Loan Trust     
 5,422    6.04%, 12/10/2049 ‡Δ    5,841 
     Commercial Mortgage Pass-Through Certificates     
 9,126    2.40%, 07/10/2046 ■►    423 
 1,160    2.85%, 10/15/2045 ‡    1,194 
 2,255    3.96%, 03/10/2047 ‡    2,494 
 1,425    4.02%, 07/10/2045    1,582 
 2,350    4.05%, 04/10/2047    2,612 
 1,351    5.76%, 06/10/2046 Δ    1,410 
     Commercial Mortgage Trust     
 3,050    3.42%, 03/10/2031 ■    3,234 
 1,105    4.35%, 03/10/2046 ■Δ    755 
 630    4.58%, 10/15/2045 ■Δ    516 
     Community or Commercial Mortgage Trust     
 1,155    3.69%, 08/10/2047    1,250 
 1,630    4.01%, 04/10/2047    1,808 
 2,060    4.24%, 07/10/2045 Δ    2,335 
     Connecticut Avenue Securities Series     
 335    2.77%, 05/25/2024 Δ    300 
 1,400    3.07%, 07/25/2024 Δ    1,266 
 2,375    3.17%, 07/25/2024 Δ    2,129 
 850    5.07%, 11/25/2024 Δ    867 
     Countrywide Alternative Loan Trust     
 2,870    0.44%, 01/25/2036 Δ    2,552 
 1,502    0.49%, 11/25/2035 Δ    1,194 
 264    0.67%, 12/25/2035 Δ    189 
 1,249    5.75%, 05/25/2036    1,059 
 430    6.00%, 05/25/2036    364 
 275    6.00%, 12/25/2036    217 
     Countrywide Home Loans, Inc.     
 2,679    2.54%, 09/25/2047 Δ    2,387 
 1,035    2.71%, 04/20/2036 Δ    728 
 1,514    4.83%, 11/20/2035 Δ    1,358 
 1,975    5.75%, 08/25/2037    1,884 
     CPS Automotive Trust     
 898    1.54%, 07/16/2018 ■    900 
 609    1.82%, 12/16/2019 ■    613 
 107    5.01%, 06/17/2019 ■    109 

 

1
 

 

The Hartford Total Return Bond Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

Asset and Commercial Mortgage Backed Securities - 26.6% - (continued)

     
     Finance and Insurance - 26.6% - (continued)     
     Credit Acceptance Automotive Loan Trust     
$2,380    1.21%, 10/15/2020 ■   $2,382 
 1,595    1.50%, 04/15/2021 ■    1,601 
 2,075    1.55%, 10/15/2021 ■    2,077 
 4,100    1.88%, 03/15/2022 ■    4,121 
 805    2.21%, 09/15/2020 ■    810 
 1,780    3.12%, 03/16/2020 ■    1,786 
     Credit Suisse Commercial Mortgage Trust     
 1,120    5.97%, 02/15/2041 Δ    1,235 
     Credit Suisse Mortgage Capital Certificates     
 1,245    5.70%, 06/15/2039 Δ    1,334 
     CS First Boston Mortgage Securities Corp.     
 1,375    4.77%, 07/15/2037    1,383 
 2,790    4.88%, 04/15/2037 ‡    2,793 
 1,904    5.50%, 06/25/2035    1,811 
     CW Capital Cobalt Ltd.     
 1,648    5.22%, 08/15/2048    1,737 
     DBUBS Mortgage Trust     
 11,072    1.37%, 01/01/2021 ■►    254 
     Downey S & L Association Mortgage Loan Trust     
 1,121    1.03%, 03/19/2046 Δ    863 
     Dryden Senior Loan Fund     
 4,695    1.58%, 04/18/2026 ■‡Δ    4,653 
 4,800    1.71%, 07/15/2026 ■Δ    4,785 
     First Franklin Mortgage Loan Trust     
 2,250    0.41%, 04/25/2036 Δ    1,454 
     First Investors Automotive Owner Trust     
 1,175    1.49%, 01/15/2020 ■    1,179 
 3,440    1.67%, 11/16/2020 ■    3,452 
 605    1.81%, 10/15/2018 ■    609 
 930    2.39%, 11/16/2020 ■    937 
     Flagship Credit Automotive Trust     
 900    1.21%, 04/15/2019 ■    899 
     Flatiron CLO Ltd.     
 1,015    2.14%, 07/17/2026 ■Δ    1,006 
     Ford Credit Floorplan Master Owner Trust     
 695    1.40%, 02/15/2019 Θ    697 
     Four Times Square Trust     
 1,710    5.40%, 12/13/2028 ■‡    1,983 
     FREMF Mortgage Trust     
 2,495    3.01%, 10/25/2047 ■Δ    2,545 
 2,710    5.24%, 09/25/2043 ■Δ    3,055 
     GE Business Loan Trust     
 914    1.17%, 05/15/2034 ■Δ    760 
     GE Capital Commercial Mortgage Corp.     
 950    5.31%, 11/10/2045 ‡Δ    964 
     GM Financial Automobile Leasing Trust     
 650    1.96%, 03/20/2018 ■    655 
     GMAC Commercial Mortgage Securities, Inc.     
 1,842    5.24%, 11/10/2045 Δ    1,872 
     GMAC Mortgage Corp. Loan Trust     
 1,477    2.93%, 09/19/2035 Δ    1,379 
 213    2.97%, 04/19/2036 Δ    188 
     Gramercy Park CLO Ltd.     
 4,250    1.53%, 07/17/2023 ■‡Δ    4,250 
     Greenwich Capital Commercial Funding Corp.     
 460    5.44%, 03/10/2039 Δ    490 
 4,350    5.74%, 12/10/2049    4,718 
962    5.82%, 07/10/2038 ‡Δ   1,003 
     GS Mortgage Securities Trust     
 27,393    0.31%, 07/10/2046 ►    311 
 5,202    1.69%, 08/10/2044 ■►    302 
 2,010    2.95%, 11/05/2034 ■    2,068 
 695    3.67%, 04/10/2047 ■Δ    489 
 1,920    3.68%, 04/12/2047 ‡Δ    2,058 
 3,305    3.86%, 06/10/2047    3,620 
 2,090    4.00%, 04/10/2047 ‡Δ    2,309 
 1,310    4.87%, 04/10/2047 ■Δ    1,285 
     GSAA Home Equity Trust     
 7,326    0.25%, 02/25/2037 Δ    3,971 
 1,349    0.26%, 12/25/2036 Δ    673 
 2,077    0.26%, 03/25/2037 Δ    1,097 
 676    0.47%, 03/25/2036 Δ    485 
 1,890    5.98%, 06/25/2036    1,130 
     GSR Mortgage Loan Trust     
 324    0.67%, 11/25/2035 Δ    238 
 5,115    2.63%, 01/25/2036 Δ    4,732 
     Harborview Mortgage Loan Trust     
 1,933    0.35%, 01/19/2038 Δ    1,639 
 2,112    0.40%, 12/19/2036 Δ    1,500 
 1,124    0.51%, 01/19/2035 Δ    785 
     Hilton USA Trust     
 3,260    2.66%, 11/05/2030 ■‡    3,279 
 503    2.91%, 11/05/2030 ■Δ    502 
     IndyMac Index Mortgage Loan Trust     
 658    0.41%, 07/25/2035 Δ    595 
 1,616    0.45%, 07/25/2035 Δ    1,351 
 295    0.46%, 01/25/2036 Δ    205 
 1,483    0.57%, 07/25/2046 Δ    823 
 1,065    2.45%, 01/25/2036 Δ    991 
 712    2.48%, 08/25/2035 Δ    570 
     ING Investment Management CLO Ltd.     
 2,300    1.43%, 03/14/2022 ■Δ    2,280 
 4,690    1.73%, 04/18/2026 ■╦Δ    4,680 
 1,565    2.08%, 03/14/2022 ■Δ    1,545 
     JP Morgan Chase Commercial Mortgage Securities Corp.     
 3,558    1.67%, 02/12/2051 Δ    3,413 
 811    2.75%, 10/15/2045 ■    641 
 1,435    2.83%, 10/15/2045    1,473 
 1,305    3.91%, 05/05/2030 ■Δ    1,401 
 2,740    4.17%, 12/15/2046    3,060 
 730    4.42%, 12/15/2047 ■Δ    645 
 625    4.67%, 10/15/2045 ■Δ    642 
 2,917    5.24%, 01/12/2043 Δ    2,969 
 3,270    5.24%, 12/15/2044 Δ    3,326 
 5,022    5.34%, 05/15/2047    5,324 
 4,193    5.70%, 02/12/2049 Δ    4,508 
 1,866    5.72%, 02/15/2051    2,007 
 1,110    5.87%, 04/15/2045 Δ    1,155 
 499    6.07%, 02/12/2051    548 
     JP Morgan Mortgage Trust     
 1,269    2.54%, 09/25/2035 Δ    1,207 
 309    2.54%, 04/25/2037 Δ    276 

 

2
 

 

The Hartford Total Return Bond Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

Asset and Commercial Mortgage Backed Securities - 26.6% - (continued)

     
     Finance and Insurance - 26.6% - (continued)     
     JP Morgan Mortgage Trust - (continued)     
$229    2.78%, 05/25/2036 Δ   $204 
     JPMBB Commercial Mortgage Securities Trust     
 15,467    0.89%, 09/15/2047 ►    805 
 1,180    3.49%, 01/15/2048    1,258 
 1,650    3.77%, 08/15/2047    1,801 
 1,665    3.80%, 09/15/2047    1,814 
 2,085    4.00%, 04/15/2047    2,299 
 1,250    4.20%, 01/15/2047    1,405 
     LB-UBS Commercial Mortgage Trust     
 347    5.43%, 02/15/2040    372 
 4,877    5.86%, 07/15/2040    5,150 
 918    6.15%, 04/15/2041 Δ    1,014 
     LCM Ltd.     
 615    2.13%, 04/15/2022 ■Δ    608 
     Lehman Brothers Small Balance Commercial     
 190    5.52%, 09/25/2030 ■Δ    193 
     Lehman XS Trust     
 1,142    0.38%, 07/25/2046 Δ    907 
     Limerock CLO     
 4,765    1.73%, 04/18/2026 ■Δ    4,742 
     Luminent Mortgage Trust     
 574    0.37%, 02/25/2046 Δ    438 
     Madison Park Funding Ltd.     
 2,800    1.71%, 01/19/2025 ■Δ    2,780 
 4,525    1.76%, 07/20/2026 ■Δ    4,504 
 415    2.46%, 04/22/2022 ■Δ    413 
 3,370    2.64%, 01/27/2026 ■Δ    3,349 
     Magnetite CLO Ltd.     
 3,890    1.70%, 07/25/2026 ■Δ    3,866 
 2,895    1.71%, 04/15/2026 ■Δ    2,886 
 3,115    2.23%, 07/25/2026 ■Δ    3,051 
     Merrill Lynch Mortgage Investors Trust     
 686    2.52%, 07/25/2035 Δ    566 
 935    5.14%, 07/12/2038    952 
     Merrill Lynch/Countrywide Commercial Mortgage Trust     
 4,177    5.38%, 08/12/2048    4,437 
 1,040    5.42%, 08/12/2048    1,090 
 2,185    5.70%, 09/12/2049    2,359 
 2,921    5.74%, 06/12/2050 Δ    3,161 
     Morgan Stanley ABS Capital I     
 362    0.32%, 06/25/2036 Δ    329 
     Morgan Stanley BAML Trust     
 2,315    3.74%, 08/15/2047 Δ    2,519 
 775    4.06%, 02/15/2047    864 
 775    4.50%, 08/15/2045 ■    614 
     Morgan Stanley Capital I     
 42,375    0.91%, 09/15/2047 ■►    659 
 2,605    3.47%, 08/11/2029 ■    2,770 
 399    4.99%, 08/13/2042    399 
 611    5.21%, 11/14/2042 Δ    620 
 425    5.40%, 10/12/2052 ■Δ    430 
 3,450    5.69%, 04/15/2049 Δ    3,714 
     Morgan Stanley Capital Investments     
 2,067    5.81%, 12/12/2049    2,256 
     Morgan Stanley Mortgage Loan Trust     
 1,655    0.34%, 05/25/2036 Δ    873 
 1,661    0.34%, 11/25/2036 Δ    806 
 1,130    2.59%, 05/25/2036 Δ    824 
     Morgan Stanley Re-Remic Trust     
 1,714    5.80%, 08/12/2045 ■Δ    1,842 
 1,560    5.80%, 08/15/2045 ■Δ    1,676 
     National Credit Union Administration     
 414    1.84%, 10/07/2020 Δ    417 
     Neuberger Berman CLO XVI Ltd.     
 3,510    1.72%, 03/01/2026 ■Δ    3,489 
     Neuberger Berman CLO XVII Ltd.     
 3,795    1.63%, 08/04/2025 ■Δ    3,772 
     Oak Hill Credit Partners     
 1,395    1.70%, 07/20/2026 ■Δ    1,390 
     Octagon Investment Partners     
 2,385    1.35%, 07/17/2025 ■Δ    2,332 
     OZLM Funding Ltd.     
 4,595    1.78%, 04/17/2026 ■Δ    4,585 
     Prestige Automotive Receivables Trust     
 1,685    2.49%, 04/16/2018 ■    1,707 
     RBSGC Mortage Pass Through Certificates     
 3,657    6.25%, 01/25/2037    3,310 
     Residential Accredit Loans, Inc.     
 270    0.39%, 02/25/2046 Δ    129 
 396    0.91%, 09/25/2046 Δ    271 
 3,954    1.41%, 11/25/2037 Δ    2,509 
     Residential Asset Securitization Trust     
 1,010    0.62%, 03/25/2035 Δ    778 
     Santander Drive Automotive Receivables Trust     
 2,610    1.55%, 10/15/2018    2,620 
 980    1.82%, 05/15/2019    985 
 715    2.25%, 06/17/2019    724 
 2,415    2.36%, 04/15/2020    2,441 
     SBA Tower Trust     
 2,710    2.90%, 10/15/2044 ■Δ    2,758 
     Seneca Park CLO Ltd.     
 3,320    1.70%, 07/17/2026 ■Δ    3,323 
     Sequoia Mortgage Trust     
 405    2.46%, 07/20/2037 Δ    341 
     Shackleton CLO Ltd.     
 3,430    1.72%, 07/17/2026 ■Δ    3,403 
     Soundview Home Equity Loan Trust, Inc.     
 3,500    0.35%, 07/25/2037 Δ    2,170 
 830    0.41%, 07/25/2036 Δ    516 
     SpringCastle America Funding LLC     
 3,891    2.70%, 05/25/2023 ■    3,893 
     Springleaf Funding Trust     
 4,030    2.41%, 12/15/2022 ■    4,032 
     Springleaf Mortgage Loan Trust     
 275    2.31%, 06/25/2058 ■    270 
 2,860    3.52%, 12/25/2065 ■    2,917 
     Structured Adjustable Rate Mortgage Loan Trust     
 681    0.47%, 09/25/2034 Δ    599 
     Structured Agency Credit Risk Debt Notes     
 840    4.67%, 02/25/2024 Δ    845 
 1,135    4.91%, 10/25/2024 Δ    1,138 
     Symphony CLO Ltd.     
 3,950    1.76%, 07/14/2026 ■Δ    3,950 
 4,090    1.98%, 01/09/2023 ■Δ    4,092 
     Thacher Park CLO     
 2,740    1.70%, 10/20/2026 ■Δ    2,729 
     UBS-Barclays Commercial Mortgage Trust     
 2,380    3.18%, 03/10/2046 Δ    2,489 

 

3
 

 

The Hartford Total Return Bond Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

Asset and Commercial Mortgage Backed Securities - 26.6% - (continued)

     
     Finance and Insurance - 26.6% - (continued)     
     UBS-Barclays Commercial Mortgage Trust - (continued)     
$4,120    3.24%, 04/10/2046   $4,327 
 485    4.09%, 03/10/2046 ■Δ    409 
     Voya CLO Ltd.     
 1,500    1.68%, 07/17/2026 ■Δ    1,497 
     Wachovia Bank Commercial Mortgage Trust     
 603    5.31%, 11/15/2048    637 
 1,025    5.40%, 03/15/2042 ■Δ    1,025 
     WaMu Mortgage Pass Through Certificates     
 837    1.09%, 07/25/2046 Δ    700 
     Wells Fargo Alternative Loan Trust     
 1,530    6.25%, 11/25/2037    1,456 
     Wells Fargo Commercial Mortgage Trust     
 1,420    2.92%, 10/15/2045    1,472 
 1,660    3.82%, 08/15/2050    1,815 
 60    4.78%, 10/15/2045 ■Δ    62 
     Westlake Automobile Receivables Trust     
 390    0.97%, 10/16/2017 ■    390 
 4,275    1.58%, 04/15/2020 ■    4,284 
     WF-RBS Commercial Mortgage Trust     
 1,180    2.92%, 08/15/2047    1,232 
 1,545    3.02%, 11/15/2047 ■    1,093 
 3,315    3.68%, 08/15/2047    3,592 
 2,570    4.00%, 05/15/2047    2,851 
 3,255    4.05%, 03/15/2047    3,616 
 1,625    4.10%, 03/15/2047    1,815 
 2,130    4.90%, 06/15/2044 ■    2,451 
 345    5.00%, 06/15/2044 ■    330 
 401    5.00%, 04/15/2045 ■    317 
 960    5.56%, 04/15/2045 ■Δ    1,048 
         482,046 
           
     Total Asset and Commercial Mortgage Backed Securities     
     (Cost $472,345)   $482,046 
           

Corporate Bonds - 28.6%

     
     Administrative, Support, Waste Management and Remediation Services - 0.1%     
     Clean Harbors, Inc.     
$150    5.13%, 06/01/2021   $151 
 605    5.25%, 08/01/2020    611 
     Equinix, Inc.     
 560    4.88%, 04/01/2020    571 
 95    5.38%, 04/01/2023    99 
         1,432 
     Agriculture, Forestry, Fishing and Hunting - 0.0%     
     Weyerhaeuser Co.     
 200    7.38%, 10/01/2019    242 
           
     Arts, Entertainment and Recreation - 1.7%     
     CCO Holdings LLC     
 35    5.13%, 02/15/2023    35 
 30    5.25%, 09/30/2022    30 
 170    5.75%, 09/01/2023    172 
     Comcast Corp.     
 1,740    4.75%, 03/01/2044 ‡    2,102 
 425    5.70%, 07/01/2019    497 
     DirecTV Holdings LLC     
 1,750    3.95%, 01/15/2025    1,837 
 1,420    5.00%, 03/01/2021    1,592 
     Gannett Co., Inc.     
 1,670    5.13%, 10/15/2019    1,728 
     NBC Universal Media LLC     
 1,379    5.95%, 04/01/2041    1,889 
     News America Holdings, Inc.     
 1,028    8.00%, 10/17/2016    1,147 
     News America, Inc.     
 2,400    6.15%, 03/01/2037    3,226 
 750    6.20%, 12/15/2034    1,004 
     Numericable Group S.A.     
 280    4.88%, 05/15/2019 ■    280 
     Sky plc     
 2,590    2.63%, 09/16/2019 ■‡    2,636 
     Time Warner Cable, Inc.     
 285    4.50%, 09/15/2042    304 
 300    5.88%, 11/15/2040    374 
     Time Warner Entertainment Co., L.P.     
 80    8.38%, 03/15/2023    110 
 3,190    8.38%, 07/15/2033    4,929 
     Time Warner, Inc.     
 1,065    3.40%, 06/15/2022    1,114 
 500    4.75%, 03/29/2021    562 
 1,650    5.88%, 11/15/2016    1,789 
 1,445    6.10%, 07/15/2040    1,875 
 1,100    6.50%, 11/15/2036    1,471 
         30,703 
     Beverage and Tobacco Product Manufacturing - 0.1%     
     Altria Group, Inc.     
 534    10.20%, 02/06/2039    959 
     Anheuser-Busch InBev Worldwide, Inc.     
 1,050    0.80%, 07/15/2015    1,052 
         2,011 
     Chemical Manufacturing - 0.3%     
     CF Industries Holdings, Inc.     
 3,165    5.15%, 03/15/2034 ‡    3,582 
     Dow Chemical Co.     
 1,500    8.55%, 05/15/2019    1,889 
         5,471 
     Computer and Electronic Product Manufacturing - 0.0%     
     Hewlett-Packard Co.     
 380    1.19%, 01/14/2019 Δ    375 
     Semiconductor Manufacturing International     
 250    4.13%, 10/07/2019 ■    254 
         629 
     Construction - 0.1%     
     Lennar Corp.     
 910    4.50%, 06/15/2019    919 
     Ryland Group, Inc.     
 850    5.38%, 10/01/2022    825 
         1,744 
     Couriers and Messengers - 0.1%     
     FedEx Corp.     
 405    3.20%, 02/01/2025    418 

 

4
 

 

The Hartford Total Return Bond Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

Corporate Bonds - 28.6% - (continued)

     
     Couriers and Messengers - 0.1% - (continued)     
     FedEx Corp. - (continued)     
$660    4.10%, 02/01/2045   $688 
         1,106 
     Finance and Insurance - 13.9%     
     Abbey National Treasury Services plc     
 250    2.35%, 09/10/2019    255 
     Ally Financial, Inc.     
 400    3.75%, 11/18/2019    397 
 125    8.00%, 12/31/2018    142 
     American Express Co.     
 1,175    3.63%, 12/05/2024    1,227 
     American International Group, Inc.     
 480    4.50%, 07/16/2044    526 
 335    8.18%, 05/15/2058    459 
     American Tower Corp.     
 2,160    3.40%, 02/15/2019    2,229 
 1,205    4.50%, 01/15/2018    1,290 
     Aquarius Invest. plc Swiss Reinsurance Co., Ltd.     
 400    6.38%, 09/01/2024 §    423 
     AXA S.A.     
 220    6.46%, 12/14/2018 §♠    235 
     Banco Bilbao Vizcaya Argentaria S.A.     
EUR 3,200    7.00%, 12/29/2049 §    3,730 
 2,400    9.00%, 05/09/2018 §♠    2,607 
     Banco Del Estado de Chile     
 300    3.88%, 02/08/2022 §    307 
     Banco do Brasil     
 2,175    6.25%, 04/15/2024 §♠    1,538 
     Banco Santander S.A.     
EUR 4,600     6.25%, 03/12/2049 §    5,172 
EUR700    6.25%, 09/11/2049 §    784 
     Bank of America Corp.     
 950    2.60%, 01/15/2019    970 
 900    4.00%, 01/22/2025    916 
 2,535    4.20%, 08/26/2024    2,632 
 500    4.88%, 04/01/2044    587 
 795    5.13%, 06/17/2019 ♠    777 
     Bank of Ireland     
EUR1,660    10.00%, 07/30/2016 §    2,033 
     Bankia S.A.     
EUR200    4.00%, 05/22/2024 §Δ    223 
     Banque Centrale de Tunisie S.A.     
 1,015    5.75%, 01/30/2025 ■    1,030 
     Barclays Bank plc     
 7,450    6.05%, 12/04/2017 ■‡    8,240 
EUR500    6.50%, 06/15/2049    563 
 600    7.75%, 04/10/2023    656 
EUR900    8.00%, 12/15/2049    1,091 
 1,605    8.25%, 12/15/2018 ♠β    1,673 
     BBVA International PFD Uniperson     
 250    5.92%, 04/18/2017 ♠    255 
     Bear Stearns & Co., Inc.     
 1,905    5.55%, 01/22/2017    2,051 
     BP Capital Markets plc     
 1,240    2.52%, 01/15/2020    1,264 
     BPCE S.A.     
 250    0.86%, 06/23/2017 Δ    250 
 2,380    2.50%, 12/10/2018 ‡    2,436 
 2,780    5.15%, 07/21/2024 ■‡    2,978 
 1,900    5.70%, 10/22/2023 ■    2,107 
 300    5.70%, 10/22/2023 §    333 
     Brandywine Operating Partnership L.P.     
 2,575    3.95%, 02/15/2023    2,657 
     Capital One Financial Corp.     
 1,750    6.15%, 09/01/2016    1,880 
     CIT Group, Inc.     
 40    5.00%, 05/15/2017    41 
 1,044    5.50%, 02/15/2019 ■    1,107 
 485    6.63%, 04/01/2018 ■    523 
     Citigroup, Inc.     
 1,350    1.70%, 07/25/2016    1,362 
 4,050    1.85%, 11/24/2017    4,079 
 975    2.50%, 09/26/2018    996 
 205    5.30%, 05/06/2044    233 
 1,835    6.13%, 08/25/2036    2,245 
 4,025    6.68%, 09/13/2043 ‡    5,381 
 683    8.50%, 05/22/2019    861 
     CNH Industrial Capital LLC     
 675    3.38%, 07/15/2019 ■    648 
     Credit Agricole S.A.     
EUR 1,440    6.50%, 06/23/2049 §    1,692 
 845    6.63%, 09/23/2019 ■♠Δ    829 
     Credit Suisse Group AG     
EUR 1,010    5.75%, 09/18/2025 §    1,313 
 955    6.25%, 12/18/2024 ■♠Δ    920 
 800    7.88%, 02/24/2041 §    846 
     Credit Suisse New York     
 320    3.00%, 10/29/2021    329 
     Development Bank of Kazakhstan JSC     
 900    4.13%, 12/10/2022 §    731 
     European Bank for Reconstruction & Dev     
INR55,600    5.10%, 02/02/2017 ☼    898 
     Export-Import Bank of China     
 2,575    3.63%, 07/31/2024 §    2,726 
     Export-Import Bank of India     
 910    4.00%, 01/14/2023 §    942 
     Fifth Third Bancorp     
 375    4.90%, 09/30/2019 ♠    364 
     General Electric Capital Corp.     
 7,000    0.53%, 01/09/2017 ‡Δ    7,000 
 1,800    5.30%, 02/11/2021 ‡    2,096 
 210    5.88%, 01/14/2038    279 
 1,700    6.25%, 12/15/2022 ♠    1,873 
     Goldman Sachs Group, Inc.     
 425    1.42%, 04/23/2020 Δ    428 
 1,725    2.38%, 01/22/2018    1,759 
 1,900    2.60%, 04/23/2020    1,925 
 200    4.80%, 07/08/2044    227 
 2,696    6.00%, 06/15/2020    3,177 
 1,410    6.25%, 02/01/2041    1,874 
 1,700    6.45%, 05/01/2036    2,138 
 3,585    6.75%, 10/01/2037    4,707 
     HCP, Inc.     
 1,605    4.25%, 11/15/2023    1,744 
     Health Care REIT, Inc.     
 2,950    4.50%, 01/15/2024 ‡    3,230 
     HSBC Holdings plc     
 800    5.25%, 03/14/2044    956 
EUR1,775    5.25%, 12/29/2049 §    2,059 

 

5
 

 

The Hartford Total Return Bond Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

Corporate Bonds - 28.6% - (continued)

   
     Finance and Insurance - 13.9% - (continued)     
     HSBC Holdings plc - (continued)     
$1,250    5.63%, 01/17/2020 ♠   $1,267 
 700    6.50%, 09/15/2037    929 
 1,800    6.80%, 06/01/2038 ‡    2,483 
     Industrial & Commercial Bk of China Ltd.     
 1,572    6.00%, 12/10/2019 ■♠    1,627 
     International Finance Corp.     
INR 48,350    8.25%, 06/10/2021    894 
     JP Morgan Chase & Co.     
 1,745    2.60%, 01/15/2016    1,775 
 755    3.38%, 05/01/2023    752 
 2,800    4.35%, 08/15/2021    3,083 
 500    4.63%, 05/10/2021    561 
 1,785    4.85%, 02/01/2044    2,104 
 510    5.00%, 07/01/2019 ♠    505 
 4,305    5.63%, 08/16/2043    5,233 
 2,745    6.00%, 01/15/2018    3,081 
     KBC Groep N.V.     
EUR 630    5.63%, 03/19/2019 §♠    703 
     Kimco Realty Corp.     
 2,975    3.13%, 06/01/2023    3,006 
     Liberty Property L.P.     
 950    3.38%, 06/15/2023    960 
 860    4.13%, 06/15/2022    919 
     Lloyds Banking Group plc     
EUR 2,860    6.38%, 06/27/2049 §    3,361 
GBP 915    7.00%, 12/29/2049 §    1,375 
     Marsh & McLennan Cos., Inc.     
 635    2.55%, 10/15/2018    656 
 1,535    3.50%, 03/10/2025    1,603 
     Massachusetts Mutual Life Insurance Co.     
 1,497    8.88%, 06/01/2039 ■    2,545 
     Merrill Lynch & Co., Inc.     
 1,316    5.70%, 05/02/2017    1,429 
 7,270    6.05%, 05/16/2016    7,696 
 2,235    7.75%, 05/14/2038    3,261 
     MetLife, Inc.     
 1,850    1.76%, 12/15/2017    1,872 
     Minerva Luxembourg S.A.     
 750    7.75%, 01/31/2023 ■    722 
     Morgan Stanley     
 360    1.40%, 01/27/2020 Δ    363 
 1,975    2.13%, 04/25/2018    1,990 
 1,175    2.50%, 01/24/2019    1,196 
 2,720    4.30%, 01/27/2045    2,852 
 1,410    4.35%, 09/08/2026    1,475 
 2,275    4.88%, 11/01/2022    2,473 
 4,950    5.55%, 04/27/2017    5,375 
 505    7.30%, 05/13/2019    608 
     Nationwide Building Society     
 710    2.35%, 01/21/2020 ■    719 
GBP 2,480    6.88%, 03/11/2049 §    3,684 
     Nationwide Mutual Insurance Co.     
 2,455    9.38%, 08/15/2039 ■    4,087 
     Navient Corp.     
 630    5.50%, 01/15/2019    652 
 395    7.25%, 01/25/2022    430 
 945    8.45%, 06/15/2018    1,068 
     NN Group N.V.     
EUR 300    4.63%, 04/08/2044 §   369 
     Pacific Life Insurance Co.     
 325    9.25%, 06/15/2039 ■    542 
     PNC Bank NA     
 813    6.88%, 04/01/2018    944 
     Prudential Financial, Inc.     
 650    4.60%, 05/15/2044    727 
     Realty Income Corp.     
 1,865    3.25%, 10/15/2022    1,896 
     Royal Bank of Scotland Group plc     
 1,695    5.13%, 05/28/2024    1,791 
 1,665    6.13%, 12/15/2022    1,877 
 850    9.50%, 03/16/2022 §    960 
     SBA Tower Trust     
 2,400    2.93%, 12/15/2017 ■    2,429 
 3,435    3.60%, 04/15/2043 ■    3,446 
     Societe Generale     
 200    5.00%, 01/17/2024 §    209 
 1,160    6.00%, 01/27/2020 ■♠    1,066 
 300    6.00%, 01/27/2020 §♠    275 
EUR 1,545    6.75%, 04/07/2049 §    1,724 
 3,740    8.25%, 11/29/2018 §♠    3,871 
     Standard Chartered plc     
 250    0.58%, 09/08/2017 ■Δ    249 
 975    4.00%, 07/12/2022 §    994 
     State Street Corp.     
 905    4.96%, 03/15/2018    988 
     Sumitomo Mitsui Financial Group, Inc.     
 2,945    4.44%, 04/02/2024 ■    3,173 
     TSMC Global Ltd.     
 2,265    1.63%, 04/03/2018 ■    2,241 
     UBS AG Stamford CT     
 680    7.63%, 08/17/2022    812 
     UDR, Inc.     
 785    3.70%, 10/01/2020    831 
     UniCredit S.p.A.     
 720    8.00%, 06/03/2024 §♠    706 
     UnitedHealth Group, Inc.     
 2,145    1.40%, 10/15/2017    2,161 
     Ventas Realty L.P.     
 1,520    2.70%, 04/01/2020    1,543 
 1,875    3.25%, 08/15/2022    1,909 
     Wells Fargo & Co.     
 1,740    3.45%, 02/13/2023    1,795 
 3,565    4.10%, 06/03/2026    3,774 
 1,975    4.13%, 08/15/2023    2,123 
 170    4.65%, 11/04/2044    188 
 74    5.38%, 11/02/2043    89 
     Yasar Holdings     
 650    8.88%, 05/06/2020 ■    666 
         251,203 
     Food Manufacturing - 0.4%     
     Cargill, Inc.     
 400    3.25%, 11/15/2021 ■    430 
     ESAL GmbH     
 1,725    6.25%, 02/05/2023 §    1,628 

 

6
 

 

The Hartford Total Return Bond Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

Corporate Bonds - 28.6% - (continued)

     
     Food Manufacturing - 0.4% - (continued)     
     Grupo Bimbo S.A.B. de C.V.     
$4,250    4.88%, 06/27/2044 ■   $4,420 
         6,478 
     Health Care and Social Assistance - 1.6%     
     Cardinal Health, Inc.     
 3,560    3.50%, 11/15/2024 ‡    3,692 
     Celgene Corp.     
 2,360    4.63%, 05/15/2044    2,625 
     Community Health Systems, Inc.     
 350    5.13%, 08/01/2021    364 
     CVS Caremark Corp.     
 3,095    8.35%, 07/10/2031 ■‡    4,335 
     Dignity Health     
 475    2.64%, 11/01/2019    486 
 135    5.27%, 11/01/2064    156 
     Gilead Sciences, Inc.     
 1,385    3.50%, 02/01/2025    1,487 
     HCA Holdings, Inc.     
 1,336    7.50%, 11/15/2095    1,309 
     HCA, Inc.     
 1,485    6.50%, 02/15/2020    1,671 
     Laboratory Corp. of America Holdings     
 1,155    3.20%, 02/01/2022    1,175 
     Medtronic, Inc.     
 265    1.30%, 03/15/2020 ■Δ    265 
 2,900    2.50%, 03/15/2020 ■    2,983 
 2,585    3.15%, 03/15/2022 ■    2,710 
 370    4.38%, 03/15/2035 ■    411 
 1,460    4.63%, 03/15/2045 ■    1,683 
     Perrigo Co., Ltd.     
 1,125    1.30%, 11/08/2016    1,125 
     Tenet Healthcare Corp.     
 1,575    6.00%, 10/01/2020    1,705 
     Wellcare Health Plans, Inc.     
 295    5.75%, 11/15/2020    306 
         28,488 
     Information - 2.3%     
     Activision Blizzard, Inc.     
 1,570    5.63%, 09/15/2021 ■    1,682 
     American Tower Corp.     
 860    7.00%, 10/15/2017    975 
     AT&T, Inc.     
 1,665    4.80%, 06/15/2044    1,778 
     Audatex North America, Inc.     
 825    6.00%, 06/15/2021 ■    858 
 40    6.13%, 11/01/2023 ■    42 
     Cox Communications, Inc.     
 20    2.95%, 06/30/2023 ■    20 
 1,750    3.85%, 02/01/2025 ■    1,824 
     DISH DBS Corp.     
 1,035    5.88%, 11/15/2024 ■    1,040 
 1,200    7.88%, 09/01/2019    1,362 
     First Data Corp.     
 162    6.75%, 11/01/2020 ■    173 
 400    12.63%, 01/15/2021    475 
     Inmarsat Finance plc     
 385    4.88%, 05/15/2022 ■    385 
     Open Text Corp.     
 170    5.63%, 01/15/2023 ■    175 
     Sprint Communications, Inc.     
1,055    7.00%, 03/01/2020 ■   1,150 
 862    9.00%, 11/15/2018 ■    993 
     T-Mobile USA, Inc.     
 1,035    6.46%, 04/28/2019    1,073 
 425    6.63%, 04/28/2021    441 
     Verizon Communications, Inc.     
 2,656    2.63%, 02/21/2020 ■    2,686 
 1,550    3.50%, 11/01/2024    1,591 
 2,610    4.40%, 11/01/2034    2,762 
 1,620    4.86%, 08/21/2046 ■    1,778 
 1,520    5.01%, 08/21/2054 ■    1,675 
 3,665    5.15%, 09/15/2023    4,202 
 2,030    6.40%, 02/15/2038    2,633 
 5,478    6.55%, 09/15/2043    7,400 
     VimpelCom Holdings B.V.     
 1,810    5.95%, 02/13/2023 ■    1,371 
     Wind Acquisition Finance S.A.     
 540    4.75%, 07/15/2020 ■    526 
         41,070 
     Machinery Manufacturing - 0.3%     
     Case New Holland Industrial, Inc.     
 995    7.88%, 12/01/2017    1,095 
     Hutchison Whampoa International Ltd.     
 525    1.63%, 10/31/2017 ■    521 
 4,025    2.00%, 11/08/2017 ■    4,029 
         5,645 
     Mining - 0.6%     
     ABJA Investment Co. Pte Ltd.     
 2,605    5.95%, 07/31/2024 §    2,654 
     Barrick North America Finance LLC     
 500    4.40%, 05/30/2021    520 
     FMG Resources Aug 2006     
 645    6.88%, 04/01/2022 ■    506 
     Freeport-McMoRan Copper & Gold, Inc.     
 225    5.45%, 03/15/2043    189 
     Freeport-McMoRan, Inc.     
 2,850    4.00%, 11/14/2021    2,694 
 100    5.40%, 11/14/2034    87 
     Glencore Funding LLC     
 1,735    1.70%, 05/27/2016 ■    1,743 
     Newmont Mining Corp.     
 175    4.88%, 03/15/2042    161 
     Peabody Energy Corp.     
 1,030    6.50%, 09/15/2020    788 
     Steel Dynamics, Inc.     
 300    5.13%, 10/01/2021 ■    307 
 325    5.50%, 10/01/2024 ■    331 
         9,980 
     Miscellaneous Manufacturing - 0.0%     
     Triumph Group, Inc.     
 485    5.25%, 06/01/2022    478 
           
     Motor Vehicle and Parts Manufacturing - 0.7%     
     Chrysler Group LLC     
 900    8.00%, 06/15/2019    946 
     General Motors Co.     
 1,545    6.25%, 10/02/2043    1,924 

 

7
 

 

The Hartford Total Return Bond Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

Corporate Bonds - 28.6% - (continued)

     
     Motor Vehicle and Parts Manufacturing - 0.7% - (continued)     
     General Motors Financial Co., Inc.     
$3,400    3.50%, 07/10/2019 ‡   $3,484 
 3,640    4.75%, 08/15/2017    3,853 
     TRW Automotive, Inc.     
 425    7.25%, 03/15/2017 ■    465 
     Volkswagen Group of America Finance LLC     
 2,715    1.60%, 11/20/2017 ■    2,730 
         13,402 
     Nonmetallic Mineral Product Manufacturing - 0.2%     
     Cemex S.A.B. de C.V.     
EUR 2,075    4.75%, 01/11/2022 §    2,368 
     Union Andina de Cementos SAA     
 1,805    5.88%, 10/30/2021 ■    1,787 
         4,155 
     Other Services - 0.0%     
     Cardtronics, Inc.     
 695    5.13%, 08/01/2022 ■    678 
           
     Paper Manufacturing - 0.1%     
     Cascades, Inc.     
 40    5.50%, 07/15/2022 ■    40 
     Clearwater Paper Corp.     
 700    5.38%, 02/01/2025 ■    703 
     Graphic Packaging International     
 535    4.88%, 11/15/2022    550 
         1,293 
     Petroleum and Coal Products Manufacturing - 2.5%     
     Anadarko Petroleum Corp.     
 650    3.45%, 07/15/2024    660 
 1,345    6.38%, 09/15/2017    1,495 
     California Resources Corp.     
 20    5.00%, 01/15/2020 ■    17 
 260    5.50%, 09/15/2021 ■    219 
 20    6.00%, 11/15/2024 ■    16 
     Cenovus Energy, Inc.     
 2,350    5.20%, 09/15/2043    2,263 
     CNPC General Capital     
 3,700    1.45%, 04/16/2016 ■‡    3,701 
     ConocoPhillips Holding Co.     
 1,745    3.35%, 11/15/2024    1,823 
     Continental Resources, Inc.     
 1,150    5.00%, 09/15/2022    1,092 
     Denbury Resources, Inc.     
 234    5.50%, 05/01/2022    206 
     Empresa Nacional del Petroleo     
 725    4.38%, 10/30/2024 §    724 
     Enable Midstream Partners L.P.     
 80    5.00%, 05/15/2044 ■    80 
     EnCana Corp.     
 2,655    6.50%, 05/15/2019 ‡    2,916 
     Harvest Operations Corp.     
 736    6.88%, 10/01/2017    662 
     Hess Corp.     
 635    5.60%, 02/15/2041    690 
     Kerr-McGee Corp.     
 1,945    6.95%, 07/01/2024    2,403 
     Kosmos Energy Ltd.     
 575    7.88%, 08/01/2021 §    495 
     Lukoil International Finance B.V.     
 3,300    3.42%, 04/24/2018 ■    2,772 
 625    3.42%, 04/24/2018 §    525 
     Nexen, Inc.     
 485    7.50%, 07/30/2039    716 
     Pemex Project Funding Master Trust     
 2,350    6.63%, 06/15/2035    2,696 
     Petrobras Global Finance     
 100    1.85%, 05/20/2016 Δ    93 
 100    2.00%, 05/20/2016    94 
 275    2.39%, 01/15/2019 Δ    234 
GBP 3,525    5.38%, 10/01/2029    4,093 
     Petrobras International Finance Co.     
 340    5.38%, 01/27/2021    306 
 1,650    7.88%, 03/15/2019    1,638 
     Petroleos Mexicanos     
 235    3.50%, 07/23/2020 ■    236 
     Pioneer Natural Resources Co.     
 290    6.65%, 03/15/2017    317 
     Plains Exploration & Production Co.     
 775    6.63%, 05/01/2021    814 
 713    6.88%, 02/15/2023    787 
     Statoil ASA     
 300    3.70%, 03/01/2024    326 
 1,855    3.95%, 05/15/2043    1,967 
     Tesoro Corp.     
 105    5.13%, 04/01/2024    104 
     Tesoro Logistics L.P.     
 320    5.50%, 10/15/2019 ■    325 
 480    6.25%, 10/15/2022 ■    487 
     Transocean, Inc.     
 225    6.38%, 12/15/2021    186 
     Tullow Oil plc     
 275    6.00%, 11/01/2020 ■    231 
     Valero Energy Corp.     
 1,911    9.38%, 03/15/2019    2,398 
     Williams Partners L.P.     
 2,925    3.90%, 01/15/2025    2,830 
 2,200    4.30%, 03/04/2024    2,207 
     WPX Energy, Inc.     
 95    5.25%, 09/15/2024    88 
         45,932 
     Pipeline Transportation - 0.7%     
     Energy Transfer Equity L.P.     
 3,975    5.95%, 10/01/2043 ‡    4,558 
 1,138    7.50%, 10/15/2020    1,266 
     Kinder Morgan Energy Partners L.P.     
 2,070    5.50%, 03/01/2044    2,235 
     Kinder Morgan, Inc.     
 665    3.05%, 12/01/2019    671 
 1,460    4.30%, 06/01/2025    1,524 
     MarkWest Energy Partners L.P.     
 235    4.88%, 12/01/2024    236 
 235    6.75%, 11/01/2020    247 
     Southern Star Central Corp.     
 75    5.13%, 07/15/2022 ■    76 

 

8
 

 

The Hartford Total Return Bond Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

Corporate Bonds - 28.6% - (continued)

     
     Pipeline Transportation - 0.7% - (continued)     
     Sunoco Logistics Partners Operations L.P.     
$1,355    4.25%, 04/01/2024   $1,406 
         12,219 
     Plastics and Rubber Products Manufacturing - 0.0%     
     Continental Rubber of America Corp.     
 475    4.50%, 09/15/2019 ■    493 
           
     Primary Metal Manufacturing - 0.0%     
     United States Steel Corp.     
 550    7.38%, 04/01/2020    566 
           
     Printing and Related Support Activities - 0.0%     
     Deluxe Corp.     
 760    7.00%, 03/15/2019    791 
           
     Rail Transportation - 0.1%     
     Canadian Pacific Railway Co.     
 725    9.45%, 08/01/2021    1,009 
           
     Real Estate, Rental and Leasing - 0.8%     
     Air Lease Corp.     
 500    2.13%, 01/15/2018    498 
     Duke Realty L.P.     
 1,625    3.63%, 04/15/2023    1,693 
 780    3.75%, 12/01/2024    819 
     International Lease Finance Corp.     
 2,105    5.88%, 04/01/2019    2,282 
 1,025    6.75%, 09/01/2016 ■    1,094 
     ProLogis L.P.     
 6,055    3.35%, 02/01/2021    6,332 
     Ryder System, Inc.     
 1,095    2.55%, 06/01/2019    1,116 
         13,834 
     Retail Trade - 0.5%     
     Amazon.com, Inc.     
 2,650    4.95%, 12/05/2044    2,916 
     Building Materials Corp.     
 190    5.38%, 11/15/2024 ■    193 
     Group 1 Automotive, Inc.     
 640    5.00%, 06/01/2022 ■    632 
     Home Depot, Inc.     
 260    4.20%, 04/01/2043    292 
     Jaguar Land Rover plc     
 450    8.13%, 05/15/2021 ■    497 
     Sotheby's     
 910    5.25%, 10/01/2022 ■    865 
     Wal-Mart Stores, Inc.     
 1,400    4.30%, 04/22/2044    1,614 
     William Carter Co.     
 1,375    5.25%, 08/15/2021    1,423 
         8,432 
     Support Activities For Transportation - 0.0%     
     Aircastle Ltd.     
 125    5.50%, 02/15/2022    129 
           
     Truck Transportation - 0.3%     
     Penske Truck Leasing Co.     
 565    2.50%, 06/15/2019 ■    569 
 3,700    2.88%, 07/17/2018 ■    3,793 
 915    4.88%, 07/11/2022 ■   1,016 
         5,378 
     Utilities - 1.2%     
     AES (The) Corp.     
 195    5.50%, 03/15/2024    196 
 166    9.75%, 04/15/2016    180 
     Appalachian Power Co.     
 95    4.40%, 05/15/2044    109 
     Berkshire Hathaway Energy Co.     
 3,385    8.48%, 09/15/2028 ‡    5,273 
     CenterPoint Energy, Inc.     
 1,700    6.85%, 06/01/2015    1,734 
     Consolidated Edison Co. of NY     
 1,270    3.30%, 12/01/2024    1,352 
     Dolphin Subsidiary II, Inc.     
 295    7.25%, 10/15/2021    301 
     Duke Energy Corp.     
 1,465    4.25%, 12/15/2041    1,701 
     Duke Energy Florida, Inc.     
 750    5.65%, 06/15/2018    856 
     Duke Energy Progress, Inc.     
 1,910    4.38%, 03/30/2044    2,286 
     EDP Finance B.V.     
 360    5.25%, 01/14/2021 ■    384 
     Empresa Electrica Angamos S.A.     
 2,640    4.88%, 05/25/2029 ■    2,658 
     Eskom Holdings Ltd.     
 3,350    5.75%, 01/26/2021 ■‡    3,342 
     Pacific Gas & Electric Co.     
 725    3.75%, 02/15/2024    785 
 675    8.25%, 10/15/2018    819 
         21,976 
     Total Corporate Bonds     
     (Cost $498,136)   $516,967 
           

Foreign Government Obligations - 3.0%

     
     Angola - 0.1%     
     Angola (Republic of)     
$1,625    7.00%, 08/16/2019 §   $1,576 
           
     Azerbaijan - 0.1%     
     Azerbaijan (Republic of)     
 1,745    4.75%, 03/13/2023 §    1,579 
           
     Brazil - 0.5%     
     Brazil (Federative Republic of)     
 2,300    4.88%, 01/22/2021    2,432 
BRL 18,750    9.70%, 09/01/2020 ○    4,611 
BRL 8,640    12.69%, 04/01/2016 ○    2,802 
         9,845 
     Bulgaria - 0.0%     
     Bulgaria (Republic of)     
EUR 340    2.95%, 09/03/2024 §    402 
           
     Colombia - 0.1%     
     Colombia (Republic of)     
COP 5,778,000    6.00%, 04/28/2028    2,158 

 

9
 

 

The Hartford Total Return Bond Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

Foreign Government Obligations - 3.0% - (continued)

     
     Costa Rica - 0.1%     
     Costa Rica (Republic of)     
$2,000    5.63%, 04/30/2043 §   $1,655 
           
     Dominican Republic - 0.3%     
     Dominican (Republic of)     
 1,800    5.50%, 01/27/2025 ■    1,822 
DOP 120,000    11.50%, 05/10/2024 ■    2,806 
         4,628 
     Ethiopia - 0.1%     
     Ethiopia (Federal Republic of)     
 970    6.63%, 12/11/2024 ■    951 
           
     Indonesia - 0.1%     
     Indonesia (Republic of)     
IDR 29,000,000    8.38%, 03/15/2024    2,483 
           
     Kazakhstan - 0.1%     
     Kazakhstan (Republic of)     
 2,075    4.88%, 10/14/2044 ■    1,820 
           
     Kenya - 0.1%     
     Kenya (Republic of)     
 1,675    6.88%, 06/24/2024 §    1,742 
           
     Mexico - 0.6%     
     Mexico (United Mexican States)     
MXN 42,525    4.00%, 06/13/2019 ◄    3,110 
MXN 36,022    4.00%, 11/08/2046 ◄    2,876 
 2,290    4.60%, 01/23/2046    2,445 
 2,350    4.75%, 03/08/2044    2,544 
 100    5.75%, 10/12/2110    113 
         11,088 
     Nigeria - 0.1%     
     Nigeria (Federal Republic of)     
 2,550    5.13%, 07/12/2018 §    2,467 
           
     Russia - 0.1%     
     Russia (Federation of)     
 500    3.63%, 04/29/2015 §    499 
RUB 96,950    7.50%, 02/27/2019 Δ    1,108 
         1,607 
     South Africa - 0.1%     
     South Africa (Republic of)     
ZAR 20,025    7.75%, 02/28/2023    1,812 
           
     Turkey - 0.2%     
     Turkey (Republic of)     
TRY 4,153    4.00%, 04/29/2015 ◄    1,683 
TRY 4,100    8.50%, 09/14/2022    1,810 
         3,493 
     Uruguay - 0.2%     
     Uruguay (Republic of)     
UYU 74,861    4.25%, 04/05/2027 ◄    3,104 
UYU 17,358    4.38%, 12/15/2028 ◄    725 
         3,829 
     Venezuela - 0.1%     
     Venezuela (Republic of)     
3,050    7.00%, 03/31/2038 §   968 
           
     Total Foreign Government Obligations     
     (Cost $58,326)   $54,103 
           

Municipal Bonds - 1.0%

   
     General Obligations - 0.6%     
     California State GO     
$1,300    7.50%, 04/01/2034 ‡   $1,993 
     California State GO, Taxable     
 3,625    7.55%, 04/01/2039 ‡    5,848 
     Illinois State GO     
 155    5.88%, 03/01/2019    174 
     Illinois State, GO     
 2,400    4.51%, 03/01/2015 ╦    2,408 
         10,423 
     Higher Education (Univ., Dorms, etc.) - 0.1%     
     Massachusetts State Development Fin Agency Rev     
 130    5.35%, 12/01/2028    153 
     University of California     
 2,365    4.60%, 05/15/2031    2,717 
         2,870 
     Miscellaneous - 0.2%     
     Puerto Rico Government Employees Retirement System     
 2,870    6.15%, 07/01/2038    1,284 
 750    6.20%, 07/01/2039    336 
 3,350    6.30%, 07/01/2043    1,499 
 975    6.55%, 07/01/2058    436 
         3,555 
     Utilities - Electric - 0.1%     
     Municipal Elec Auth Georgia     
 1,285    6.64%, 04/01/2057    1,823 
           
     Total Municipal Bonds     
     (Cost $17,151)   $18,671 
           

Senior Floating Rate Interests ♦ - 5.0%

     
     Accommodation and Food Services - 0.0%     
     Hilton Worldwide Holdings, Inc.     
$625    3.50%, 08/07/2020   $617 
           
     Administrative, Support, Waste Management and Remediation Services - 0.1%     
     Acosta Holdco, Inc.     
 485    5.00%, 09/26/2021    486 
     Audio Visual Services Group, Inc.     
 536    4.50%, 01/25/2021    530 
     ServiceMaster (The) Co.     
 847    4.25%, 07/01/2021    835 
         1,851 
     Agriculture, Construction, Mining and Machinery - 0.0%     
     Signode Industrial Group US, Inc.     
 622    3.75%, 05/01/2021    604 

 

10
 

 

The Hartford Total Return Bond Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

Senior Floating Rate Interests ♦ - 5.0% - (continued)

     
     Air Transportation - 0.0%     
     Delta Air Lines, Inc.     
$446    3.25%, 10/18/2018   $441 
           
     Arts, Entertainment and Recreation - 0.4%     
     24 Hour Fitness Worldwide, Inc.     
 231    4.75%, 05/28/2021    223 
     Aristocrat Leisure Ltd.     
 585    4.75%, 10/20/2021    575 
     Caesars Entertainment Operating Co., Inc.     
 2,096    7.01%, 03/01/2017    1,870 
     Caesars Growth Property Holdings LLC     
 333    6.25%, 05/08/2021    304 
     Formula One Holdings     
 1,425    4.75%, 07/30/2021 ☼    1,377 
 755    7.75%, 07/29/2022    731 
     MGM Resorts International     
 613    3.50%, 12/20/2019    603 
     Numericable     
 295    4.50%, 05/21/2020    293 
     Numericable, Term Loan B-2     
 255    4.50%, 05/21/2020    254 
     Scientific Games International, Inc.     
 270    6.00%, 10/01/2021    266 
     Station Casinos LLC     
 182    4.25%, 03/02/2020    179 
     Templar Energy     
 350    8.50%, 11/25/2020    213 
     Tribune Co.     
 1,180    4.00%, 12/27/2020    1,164 
         8,052 
     Chemical Manufacturing - 0.2%     
     Cytec Industries, Inc.     
 106    4.50%, 10/03/2019    105 
     Ferro Corp.     
 349    4.00%, 07/30/2021    343 
     Huntsman International LLC, Extended Term Loan B     
 346    2.71%, 04/19/2017    344 
     Ineos US Finance LLC     
 1,762    3.75%, 05/04/2018    1,714 
     Minerals Technologies, Inc.     
 418    4.00%, 05/07/2021    414 
     Monarch, Inc.     
 204    4.50%, 10/03/2019    202 
     Pinnacle Operating Corp.     
 391    4.75%, 11/15/2018    388 
     Univar, Inc.     
 188    5.00%, 06/30/2017    181 
         3,691 
     Computer and Electronic Product Manufacturing - 0.2%     
     Avago Technologies Ltd.     
 652    3.75%, 05/06/2021    650 
     CDW LLC     
 1,517    3.25%, 04/29/2020    1,482 
     Freescale Semiconductor, Inc.     
 447    4.25%, 02/28/2020    441 
 594    5.00%, 01/15/2021    594 
     NXP Semiconductors Netherlands B.V.     
706    3.25%, 01/11/2020   696 
         3,863 
     Finance and Insurance - 0.5%     
     Asurion LLC     
 959    5.00%, 05/24/2019    952 
 715    8.50%, 03/03/2021    706 
     Chrysler Group LLC     
 1,082    3.25%, 12/31/2018    1,073 
 1,369    3.50%, 05/24/2017    1,363 
     Cooper Gay Swett & Crawford Ltd.     
 360    5.00%, 04/16/2020    330 
     Evertec LLC     
 941    3.50%, 04/17/2020    918 
     Interactive Data Corp.     
 389    4.75%, 05/02/2021    387 
     National Financial Partners Corp.     
 164    4.50%, 07/01/2020    161 
     Sedgwick CMS Holdings, Inc.     
 1,736    3.75%, 03/01/2021    1,673 
 580    6.75%, 02/28/2022    544 
     USI Insurance Services LLC     
 888    4.25%, 12/27/2019    871 
     Walter Investment Management Corp.     
 584    4.75%, 12/18/2020    509 
         9,487 
     Food Manufacturing - 0.2%     
     Burger King Co.     
 415    4.50%, 12/12/2021    415 
     H.J. Heinz Co.     
 1,950    3.50%, 06/05/2020    1,945 
     Hearthside Food Solutions     
 289    4.50%, 06/02/2021    287 
     Hostess Brands, Inc.     
 159    6.75%, 04/09/2020    161 
     Roundy's Supermarkets, Inc.     
 256    5.75%, 03/03/2021    236 
     U.S. Foodservice, Inc.     
 455    4.50%, 03/31/2019    454 
         3,498 
     Food Services - 0.1%     
     ARAMARK Corp.     
 1,112    3.25%, 02/24/2021    1,091 
           
     Furniture and Related Product Manufacturing - 0.0%     
     Tempur Sealy International, Inc.     
 361    3.50%, 03/18/2020    355 
     Wilsonart International Holdings LLC     
 314    4.00%, 10/31/2019    307 
         662 
     Health Care and Social Assistance - 0.4%     
     American Renal Holdings, Inc.     
 509    4.50%, 08/20/2019    502 
     AmSurg Corp.     
 448    3.75%, 07/08/2021    446 
     Community Health Systems, Inc.     
 604    4.25%, 01/27/2021    603 

 

11
 

 

The Hartford Total Return Bond Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

Senior Floating Rate Interests ♦ - 5.0% - (continued)

     
     Health Care and Social Assistance - 0.4% - (continued)     
     DaVita HealthCare Partners, Inc.     
$871    3.50%, 06/24/2021   $866 
     HCA, Inc.     
 963    3.01%, 05/01/2018    961 
     Healogics, Inc.     
 190    5.25%, 07/01/2021    186 
     Ikaria Acquisition, Inc.     
 125    5.00%, 02/12/2021    124 
     IMS Health, Inc.     
 458    3.50%, 03/17/2021    449 
     Jazz Pharmaceuticals, Inc.     
 426    3.25%, 06/12/2018    425 
     Mallinckrodt International Finance S.A.     
 670    3.25%, 03/19/2021    656 
     One Call Medical, Inc.     
 829    5.00%, 11/27/2020    818 
     Ortho-Clinical Diagnostics, Inc.     
 866    4.75%, 06/30/2021    830 
     STHI Holding Corp.     
 160    4.50%, 08/06/2021    158 
     Surgery Center Holdings, Inc.     
 260    5.25%, 11/03/2020    253 
         7,277 
     Health Care Providers and Services - 0.0%     
     Multiplan, Inc.     
 841    3.75%, 03/31/2021    819 
           
     Information - 0.9%     
     Altice Financing S.A.     
 465    5.25%, 01/28/2022 ☼    460 
     Charter Communications Operating LLC     
 1,359    3.00%, 07/01/2020    1,335 
 488    3.00%, 01/03/2021    479 
 260    4.25%, 09/10/2021    261 
     Eagle Parent, Inc.     
 190    4.00%, 05/16/2018    189 
     First Data Corp.     
 3,005    3.67%, 03/23/2018    2,948 
 380    4.17%, 03/24/2021    375 
     Hyland Software, Inc.     
 155    4.75%, 02/19/2021    154 
     Kronos, Inc.     
 1,219    4.50%, 10/30/2019    1,214 
 314    9.75%, 04/30/2020    321 
     La Quinta Intermediate Holdings     
 569    4.00%, 04/14/2021    563 
     Lawson Software, Inc.     
 1,020    3.75%, 06/03/2020    995 
     Level 3 Financing, Inc.     
 1,090    4.50%, 01/31/2022    1,091 
     Syniverse Holdings, Inc.     
 456    4.00%, 04/23/2019    440 
     TransFirsT, Inc.     
 215    5.50%, 11/12/2021    215 
 135    9.00%, 11/11/2022    133 
     Verint Systems, Inc.     
 721    3.50%, 09/06/2019    716 
     Virgin Media Finance plc     
1,470    3.50%, 06/07/2020   1,445 
     Zayo Group LLC     
 973    4.00%, 07/02/2019    962 
     Ziggo B.V.     
 1,300    3.50%, 01/15/2022    1,266 
         15,562 
     Media - 0.0%     
     Media General, Inc.     
 615    4.25%, 07/31/2020    611 
           
     Mining - 0.2%     
     American Rock Salt Holdings LLC     
 975    4.75%, 05/20/2021    953 
     Arch Coal, Inc.     
 1,829    6.25%, 05/16/2018    1,306 
     BWAY Holding Co.     
 683    5.50%, 08/14/2020    684 
     Fortescue Metals Group Ltd.     
 1,095    3.75%, 06/30/2019    958 
         3,901 
     Miscellaneous Manufacturing - 0.2%     
     BE Aerospace, Inc.     
 1,020    4.00%, 12/16/2021    1,020 
     DigitalGlobe, Inc.     
 359    3.75%, 01/15/2020    357 
     Reynolds Group Holdings, Inc.     
 1,503    4.00%, 12/01/2018    1,485 
         2,862 
     Motor Vehicle and Parts Manufacturing - 0.1%     
     Tower Automotive Holdings USA LLC     
 1,099    4.00%, 04/23/2020    1,076 
           
     Nonmetallic Mineral Product Manufacturing - 0.0%     
     Ardagh Holdings USA, Inc.     
 208    4.00%, 12/17/2019    204 
           
     Other Services - 0.1%     
     Apex Tool Group LLC     
 599    4.50%, 01/31/2020    582 
     Husky Injection Molding Systems Ltd.     
 154    4.25%, 06/30/2021    151 
     Rexnord LLC     
 864    4.00%, 08/21/2020    849 
         1,582 
     Petroleum and Coal Products Manufacturing - 0.1%     
     American Energy - Marcellus LLC     
 325    5.25%, 08/04/2020    266 
     Chief Exploration & Development     
 330    7.50%, 05/16/2021    288 
     Drillships Ocean Ventures, Inc.     
 259    5.50%, 07/25/2021    215 
     Fieldwood Energy LLC     
 653    3.88%, 09/28/2018    598 
     Seadrill Ltd.     
 1,120    4.00%, 02/21/2021    885 
         2,252 

 

12
 

 

The Hartford Total Return Bond Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

Senior Floating Rate Interests ♦ - 5.0% - (continued)

     
     Pipeline Transportation - 0.1%     
     EP Energy LLC     
$645    4.50%, 04/30/2019   $605 
     Philadelphia Energy Solutions LLC     
 364    6.25%, 04/04/2018    327 
         932 
     Plastics and Rubber Products Manufacturing - 0.1%     
     Berry Plastics Group, Inc.     
 1,523    3.50%, 02/08/2020    1,490 
     Consolidated Container Co.     
 508    5.00%, 07/03/2019    490 
         1,980 
     Primary Metal Manufacturing - 0.1%     
     Novelis, Inc.     
 1,760    3.75%, 03/10/2017    1,742 
           
     Professional, Scientific and Technical Services - 0.1%     
     Advantage Sales & Marketing, Inc.     
 439    4.25%, 07/23/2021    433 
     MoneyGram International, Inc.     
 823    4.25%, 03/27/2020    762 
         1,195 
     Real Estate, Rental and Leasing - 0.2%     
     DTZ U.S. Borrower LLC     
 612    5.50%, 11/04/2021    611 
 235    9.25%, 11/04/2022    232 
     International Lease Finance Corp.     
 325    3.50%, 03/06/2021    323 
     Neff Corp.     
 317    7.25%, 06/09/2021    310 
     SBA Senior Finance II LLC     
 1,831    3.25%, 03/24/2021    1,797 
         3,273 
     Retail Trade - 0.4%     
     Affinia Group, Inc.     
 243    4.75%, 04/27/2020    241 
     Albertson's LLC     
 1,000    4.50%, 08/25/2021    997 
     American Builders & Contractors Supply Co., Inc.     
 420    3.50%, 04/16/2020    409 
     Cooper-Standard Automotive, Inc.     
 338    4.00%, 04/02/2021    334 
     Lands' End, Inc.     
 342    4.25%, 04/04/2021    328 
     Mauser-Werke GmbH     
 219    4.50%, 07/31/2021    214 
     Metaldyne Performance Group, Inc.     
 427    4.25%, 10/20/2021    426 
     Michaels Stores, Inc.     
 851    3.75%, 01/28/2020    835 
 602    4.00%, 01/28/2020    595 
     Neiman Marcus (The) Group, Inc.     
 682    4.25%, 10/25/2020    661 
     Rite Aid Corp.     
 115    5.75%, 08/21/2020    115 
     Weight Watchers International, Inc.     
 2,514    4.00%, 04/02/2020    1,686 
         6,841 
     Truck Transportation - 0.0%     
     Nexeo Solutions LLC     
 288    5.00%, 09/08/2017   274 
           
     Utilities - 0.2%     
     Calpine Corp.     
 1,015    3.25%, 01/31/2022    985 
     Energy Future Holdings     
 280    4.25%, 06/19/2016    280 
     Star West Generation LLC     
 1,279    4.25%, 03/13/2020    1,258 
     Texas Competitive Electric Holdings Co. LLC     
 350    4.66%, 10/10/2017 Ψ    218 
         2,741 
     Wholesale Trade - 0.1%     
     Gates Global LLC     
 958    4.25%, 07/05/2021    933 
           
     Total Senior Floating Rate Interests     
     (Cost $93,210)   $89,914 
           

U.S. Government Agencies - 24.7%

     
     FHLMC - 8.5%     
$29,845    0.36%, 10/25/2020 ►   $418 
 13,823    2.00%, 08/25/2018 ►    842 
 9,040    3.00%, 02/15/2029 ☼Ð    9,507 
 2,527    3.00%, 08/01/2029    2,685 
 18,300    3.00%, 02/15/2045 ☼Ð    18,889 
 4,600    3.50%, 02/15/2029 ☼Ð    4,885 
 5,428    3.50%, 08/01/2034    5,755 
 17,200    3.50%, 02/15/2045 ☼Ð    18,136 
 6,295    4.00%, 08/01/2025    6,735 
 1,214    4.00%, 08/01/2042    1,309 
 1,898    4.00%, 09/01/2042    2,047 
 697    4.00%, 07/01/2044    752 
 10,500    4.00%, 02/15/2045 ☼Ð    11,240 
 10,600    4.00%, 03/15/2045 ☼Ð    11,323 
 31,400    4.50%, 02/15/2045 ☼Ð    34,000 
 28    5.50%, 11/01/2037    32 
 2    5.50%, 02/01/2038    3 
 133    5.50%, 04/01/2038    148 
 113    5.50%, 06/01/2038    126 
 6,960    5.50%, 08/01/2038    7,785 
 334    5.50%, 05/01/2040    373 
 1,449    5.50%, 08/01/2040    1,620 
 1,159    5.50%, 06/01/2041    1,297 
 8,700    5.50%, 03/15/2045 ☼Ð    9,699 
 585    6.00%, 01/01/2023    651 
 113    6.00%, 11/01/2032    130 
 240    6.00%, 11/01/2033    275 
 187    6.00%, 02/01/2034    214 
 310    6.00%, 07/01/2034    355 
 102    6.00%, 08/01/2034    116 
 192    6.00%, 09/01/2034    219 
 63    6.00%, 01/01/2035    71 
 90    6.00%, 03/01/2035    103 
 51    6.00%, 05/01/2038    57 
 642    6.00%, 06/01/2038    725 
 200    6.00%, 02/15/2044 ☼Ð    226 
         152,748 

 

13
 

 

The Hartford Total Return Bond Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

U.S. Government Agencies - 24.7% - (continued)

     
     FNMA - 10.2%     
$3,144    2.14%, 11/01/2022   $3,187 
 4,492    2.15%, 10/01/2022    4,554 
 2,153    2.20%, 12/01/2022    2,191 
 1,265    2.28%, 11/01/2022    1,288 
 58    2.29%, 10/01/2022    59 
 1,070    2.34%, 11/01/2022    1,094 
 986    2.40%, 10/01/2022    1,011 
 839    2.42%, 11/01/2022    862 
 60    2.44%, 01/01/2023    62 
 48    2.45%, 08/01/2022    49 
 862    2.47%, 11/01/2022    889 
 13,450    2.50%, 02/15/2030 ☼Ð    13,914 
 595    2.50%, 01/01/2043    597 
 3,399    2.50%, 02/01/2043    3,414 
 2,564    2.50%, 03/01/2043    2,576 
 980    2.50%, 04/01/2043    985 
 477    2.50%, 06/01/2043    479 
 996    2.50%, 08/01/2043    1,001 
 600    2.50%, 02/15/2044 ☼Ð    602 
 58    2.66%, 09/01/2022    60 
 510    2.76%, 05/01/2021    536 
 2,175    2.78%, 01/30/2020 ☼    2,213 
 81    2.78%, 04/01/2022    85 
 2,029    2.78%, 03/01/2027 ☼    2,070 
 2,630    2.85%, 02/01/2027 ☼    2,682 
 350    2.94%, 06/01/2022    370 
 81    2.98%, 01/01/2022    86 
 3,710    3.00%, 02/15/2030 ☼Ð    3,901 
 19,500    3.00%, 02/15/2045 ☼Ð    20,163 
 1,958    3.10%, 09/01/2024    2,101 
 1,365    3.13%, 02/01/2027 ☼    1,436 
 285    3.16%, 12/01/2026    304 
 58    3.20%, 04/01/2022    62 
 1,465    3.21%, 05/01/2023    1,583 
 265    3.24%, 12/01/2026    285 
 495    3.26%, 05/01/2024    537 
 699    3.30%, 12/01/2026    759 
 255    3.34%, 04/01/2024    278 
 579    3.41%, 11/01/2024    632 
 1,964    3.42%, 04/01/2024    2,156 
 100    3.45%, 01/01/2024    110 
 104    3.47%, 01/01/2024    114 
 9,700    3.50%, 02/15/2030 ☼Ð    10,298 
 8,800    3.50%, 02/15/2045 ☼Ð    9,297 
 255    3.67%, 08/01/2023    284 
 70    3.70%, 10/01/2023    78 
 95    3.76%, 03/01/2024    106 
 70    3.86%, 11/01/2023    79 
 140    3.86%, 12/01/2025    159 
 241    3.87%, 10/01/2025    275 
 313    3.89%, 05/01/2030    357 
 325    3.93%, 10/01/2023    366 
 139    3.96%, 05/01/2034    162 
 85    3.97%, 05/01/2029    98 
 1,950    4.00%, 06/01/2025    2,089 
 708    4.00%, 08/01/2042    764 
 7,641    4.00%, 02/15/2045 ☼Ð    8,183 
 1,254    4.02%, 11/01/2028    1,451 
205    4.06%, 10/01/2028   237 
 1,021    4.50%, 08/01/2024    1,104 
 98    4.50%, 04/01/2025    106 
 489    4.50%, 08/01/2040    538 
 32,900    4.50%, 02/15/2045 ☼Ð    35,706 
 31    5.00%, 04/01/2018    32 
 76    5.00%, 05/01/2018    80 
 524    5.00%, 06/01/2018    552 
 36    5.00%, 07/01/2018    38 
 113    5.00%, 12/01/2019    120 
 543    5.00%, 01/01/2022    572 
 871    5.00%, 04/25/2038 ‡    950 
 9,400    5.00%, 02/15/2044 ☼Ð    10,393 
 19    5.50%, 01/01/2017    20 
 32    5.50%, 11/01/2018    34 
 114    5.50%, 08/01/2019    122 
 120    5.50%, 09/01/2019    129 
 177    5.50%, 10/01/2019    189 
 29    5.50%, 05/01/2020    31 
 929    5.50%, 06/01/2022    1,011 
 385    5.50%, 06/01/2033    433 
 1,431    5.50%, 07/01/2033    1,610 
 106    5.50%, 08/01/2033    119 
 5,194    5.50%, 11/01/2035    5,834 
 1,423    5.50%, 04/01/2036    1,591 
 2,506    5.50%, 11/01/2037    2,804 
 2,803    5.50%, 06/25/2042 ►    407 
 3    6.00%, 05/01/2016    3 
 38    6.00%, 05/01/2017    38 
 21    6.00%, 11/01/2031    24 
 285    6.00%, 12/01/2032    322 
 478    6.00%, 03/01/2033    546 
 1,304    6.00%, 02/01/2037    1,478 
 1,071    6.00%, 12/01/2037    1,214 
 427    6.00%, 03/01/2038    483 
 367    6.00%, 10/01/2038    416 
 57    7.00%, 10/01/2037    68 
 3    7.50%, 12/01/2029    3 
 23    7.50%, 03/01/2030    29 
 41    7.50%, 09/01/2031    48 
         184,817 
     GNMA - 6.0%     
 6,200    3.00%, 02/15/2045 ☼Ð    6,433 
 1,137    3.50%, 05/15/2042    1,212 
 2,456    3.50%, 12/15/2042    2,617 
 1,704    3.50%, 03/15/2043    1,816 
 1,844    3.50%, 04/15/2043    1,963 
 6,644    3.50%, 05/15/2043    7,072 
 21,750    3.50%, 02/15/2045 ☼Ð    22,993 
 6,128    4.00%, 09/20/2040    6,557 
 809    4.00%, 10/20/2040    878 
 1,258    4.00%, 12/20/2040    1,343 
 20,400    4.00%, 03/15/2045 ☼Ð    21,723 
 99    4.50%, 07/15/2033    109 
 276    4.50%, 05/15/2040    307 
 962    4.50%, 06/15/2041    1,066 
 2,322    5.00%, 06/15/2041    2,562 
 3,866    5.00%, 03/15/2044    4,300 

 

14
 

 

The Hartford Total Return Bond Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 
U.S. Government Agencies - 24.7% - (continued)     
     GNMA - 6.0% - (continued)     
$5,100   5.00%, 02/15/2045 ☼Р $5,626 
 904   5.50%, 05/15/2033   1,021 
 79   5.50%, 06/15/2035   89 
 615   5.50%, 04/15/2038   687 
 3,800   5.50%, 02/15/2044 ☼Р  4,239 
 87   6.00%, 02/15/2029   98 
 209   6.00%, 11/15/2032   236 
 314   6.00%, 02/15/2033   358 
 87   6.00%, 07/15/2033   101 
 199   6.00%, 10/15/2034   227 
 823   6.00%, 03/15/2036   955 
 9   6.00%, 05/15/2036   11 
 284   6.00%, 10/15/2036   325 
 140   6.00%, 01/15/2037   161 
 324   6.00%, 02/15/2037   374 
 611   6.00%, 06/15/2037   702 
 277   6.00%, 11/15/2037   314 
 3   6.00%, 03/15/2038   3 
 187   6.00%, 06/15/2038   217 
 428   6.00%, 08/15/2038   485 
 292   6.00%, 10/15/2038   330 
 474   6.00%, 11/15/2038   538 
 291   6.00%, 12/15/2038   334 
 285   6.00%, 01/15/2039   322 
 6   6.00%, 03/15/2039   7 
 1,256   6.00%, 04/15/2039   1,433 
 562   6.00%, 08/15/2039   635 
 56   6.00%, 09/15/2039   63 
 280   6.00%, 11/15/2039   316 
 103   6.00%, 03/15/2040   116 
 31   6.00%, 06/15/2040   35 
 415   6.00%, 12/15/2040   468 
 1,394   6.00%, 06/15/2041   1,573 
 2,200   6.00%, 02/15/2045 ☼Р  2,484 
 18   6.50%, 09/15/2028   21 
 3   6.50%, 10/15/2028   4 
 6   6.50%, 12/15/2028   7 
 91   6.50%, 05/15/2029   108 
 126   6.50%, 08/15/2031   146 
 18   6.50%, 09/15/2031   21 
 67   6.50%, 10/15/2031   77 
 217   6.50%, 11/15/2031   250 
 65   6.50%, 01/15/2032   76 
 42   6.50%, 03/15/2032   48 
 9   6.50%, 04/15/2032   10 
 52   6.50%, 07/15/2032   60 
         108,662 
     Total U.S. Government Agencies     
     (Cost $440,184)  $446,227 
           
U.S. Government Securities - 9.9%     
U.S. Treasury Securities - 9.9%     
     U.S. Treasury Bonds - 5.1%     
$12,650   3.00%, 11/15/2044 ‡  $14,678 
 10,790   3.13%, 08/15/2044 Є   12,805 
 16,050   3.38%, 05/15/2044 Є   19,933 
 4,355   3.63%, 08/15/2043 ‡   5,633 
13,735   3.63%, 02/15/2044 ‡  17,778 
         70,827 
     U.S. Treasury Notes - 4.8%     
 47,350   0.13%, 07/15/2024 ◄‡   47,725 
 21,635   0.25%, 01/15/2025 ◄‡   22,026 
 1,300   0.50%, 09/30/2016 ‡   1,303 
 12,740   0.88%, 04/30/2017 Є   12,834 
 1,030   1.00%, 09/15/2017 ‡   1,038 
 16,000   1.50%, 12/31/2018 ‡   16,292 
 450   2.25%, 11/15/2024 ‡   473 
 1,150   2.38%, 08/15/2024 ‡   1,221 
 4,700   3.13%, 04/30/2017 □Є   4,969 
         107,881 
         178,708 
     Total U.S. Government Securities     
     (Cost $162,970)  $178,708 
     
Preferred Stocks - 0.1%
     Banks - 0.0%     
    U.S. Bancorp  $393 
           
     Diversified Financials - 0.1%     
 20   Citigroup Capital XIII   532 
 7   Discover Financial Services   184 
         716 
     Insurance - 0.0%     
 7   Allstate (The) Corp.   181 
           
     Total Preferred Stocks     
     (Cost $1,240)  $1,290 
     
     Total Long-Term Investments Excluding Purchased Options     
     (Cost $1,743,562)  $1,787,926 
   
Short-Term Investments - 16.7%
Other Direct Federal Obligations - 11.9%
     FHLB     
$69,885   0.07%, 4/29/2015  $69,873 
 44,500   0.08%, 5/1/2015 ○   44,493 
 100,000   0.09%, 2/25/2015 ○╦   99,996 
         214,362 
Repurchase Agreements - 4.8%
     Bank of America Merrill Lynch Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $85, collateralized by U.S.
Treasury Note 0.88%, 2017, value of $87)
     
$85   0.04%, 1/31/15  $85 

 

15
 

  

The Hartford Total Return Bond Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Shares or Principal Amount ╬          Market Value ╪ 
Short-Term Investments - 16.7% - (continued)             
Repurchase Agreements - 4.8% - (continued)             
     Bank of America Merrill Lynch TriParty
Repurchase Agreement (maturing on
02/02/2015 in the amount of $3,679,
collateralized by FHLMC 3.50% - 4.00%,
2032 - 2045, FNMA 1.83% - 4.50%, 2025 -
2045, value of $3,753)
            
$3,679   0.06%, 1/31/15          $3,679 
     Bank of Montreal  TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $26,691, collateralized by U.S.
Treasury Bill 0.04% - 0.25%, 2015 - 2016,
U.S. Treasury Bond 3.00% - 9.88%, 2015 -
2044, U.S. Treasury Note 0.25% - 4.63%,
2015 - 2022, value of $27,225)
            
 26,691   0.05%, 1/31/15           26,691 
     Bank of Montreal TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $6,214, collateralized by FHLMC
2.00% - 5.50%, 2022 - 2044, FNMA 3.00% -
4.00%, 2022 - 2042, GNMA 3.00%, 2043,
U.S. Treasury Bill 0.25%, 2016, U.S.
Treasury Note 0.75% - 2.50%, 2017 - 2024,
value of $6,339)
            
 6,214   0.06%, 1/31/15           6,214 
     Barclays Capital TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $17,779, collateralized by U.S.
Treasury Note 1.50% - 2.00%, 2016 - 2023,
value of $18,135)
            
 17,779   0.04%, 1/31/15           17,779 
     Citigroup Global Markets, Inc. TriParty
Repurchase Agreement (maturing on
02/02/2015 in the amount of $11,559,
collateralized by U.S. Treasury Bond 3.75% -
4.50%, 2038 - 2043, value of $11,790)
            
 11,559   0.05%, 1/31/15           11,559 
     Deutsche Bank Securities TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $1,013, collateralized by FHLMC
2.50% - 6.50%, 2020 - 2041, FNMA 2.50% -
6.50%, 2016 - 2047, GNMA 3.50%, 2045,
U.S. Treasury Bill 0.07% - 0.25%, 2015 -
2016, U.S. Treasury Bond 2.38% - 5.38%,
2027 - 2043, U.S. Treasury Note 0.13% -
4.63%, 2015 - 2024, value of $1,033)
            
 1,013   0.05%, 1/31/15           1,013 
     Royal Bank of Scotland TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $4,251, collateralized by U.S.
Treasury Bond 8.13%, 2019, U.S. Treasury
Note 2.38% - 3.63%, 2020 - 2024, value of
$4,336)
            
 4,251   0.06%, 1/31/15           4,251 
     Societe Generale TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $261, collateralized by U.S.
Treasury Note 0.75% - 2.63%, 2016 - 2017,
value of $266)
            
261   0.06%, 1/31/15           261 
     TD Securities TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$15,865, collateralized by FHLMC 3.00% -
4.00%, 2026 - 2043, FNMA 2.50% - 5.00%,
2025 - 2044, value of $16,183)
            
 15,865   0.07%, 1/31/15           15,865 
                 87,397 
     Total Short-Term Investments             
     (Cost $301,763)          $301,759 
                   
    Total Investments Excluding Purchased Options          
    (Cost $2,045,325)   115.6%  $2,089,685 
     Total Purchased Options          
     (Cost $3,681)   0.2%   3,216 
     Total Investments          
     (Cost $2,049,006) ▲   115.8%  $2,092,901 
     Other Assets and Liabilities   (15.8)%   (285,063)
     Total Net Assets   100.0%  $1,807,838 

 

16
 

 

The Hartford Total Return Bond Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

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

 

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

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

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for reporting ease. 

 

At January 31, 2015, the cost of securities for federal income tax purposes was $2,051,012 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $66,019 
Unrealized Depreciation   (24,130)
Net Unrealized Appreciation  $41,889 

 

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

 

ΨThe issuer is in bankruptcy. However, the investment held by the Fund is current with respect to interest payments.

 

ΔVariable rate securities; the rate reported is the coupon rate in effect at January 31, 2015.

 

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

 

Securities disclosed are interest-only strips.

 

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

 

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, 2015.

 

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 noted, these holdings are determined to be liquid. At January 31, 2015, the aggregate value of these securities was $348,601, which represents 19.3% 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, as amended. 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, 2015, the aggregate value of these securities was $65,207, which represents 3.6% of total net assets.  

 

βConvertible security.

 

Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

 

ÐRepresents or includes a TBA transaction.

 

This security, or a portion of this security, was purchased on a when-issued or delayed-delivery basis. The cost of these securities was $289,274 at January 31, 2015.

 

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 OTC swap contracts.

 

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

 

ΘThis security, or a portion of this security, has been pledged as collateral in connection with OTC option and/or swaption contracts.

 

This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.

 

17
 

 

The Hartford Total Return Bond Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Cash and securities pledged and received as collateral in connection with derivatives at January 31, 2015:

 

   Pledged ‡   Received * 
OTC option and/or OTC swap contracts  $   $14,914 
Total  $   $14,914 

 

As previously noted, certain securities, or a portion of these securities, are pledged as collateral in connection with certain derivative instruments. These securities are held by the Fund but are not represented in the table above.
*Securities valued at $5,899, held on behalf of the Fund at the custodian, were designated by broker(s) as collateral in connection with OTC option and/or OTC swap contracts. Since the broker retains legal title to the securities, the securities are not considered an asset of the Fund.

 

OTC Option Contracts Outstanding at January 31, 2015

 

Description   Counter -
party
  Risk
Exposure
Category
  Exercise Price/ FX Rate/
Rate
  Expiration
Date
  Number of
Contracts *
    Market
Value ╪
    Premiums
Paid by
Fund
    Unrealized
Appreciation
(Depreciation)
 
Purchased Option contracts:                                                
Calls                                                
BRL Call/USD Put   JPM   FX   2.41 BRL per USD   09/28/15   BRL 10,500,000     $ 6     $ 74     $ (68 )
CNY Call/USD Put   BOA   FX   6.15 CNY per USD   02/17/15   CNY 45,000,000       11       13       (2 )
RUB Call/USD Put   GSC   FX   36.97 RUB per USD     09/02/15   RUB 159,000,000             57       (57 )
Total Calls                     214,500,000     $ 17     $ 144     $ (127 )
Puts                                                
PEN Put/USD Call   JPM   FX   3.01 PEN per USD   03/10/15   PEN 5,300,000     $ 38     $ 20     $ 18  
                                                 
Total purchased option contracts     219,800,000     $ 55     $ 164     $ (109 )
                                                 
*   The number of contracts does not omit 000's.
                                                 
OTC Swaption Contracts Outstanding at January 31, 2015
 
Description   Counter -
party
  Risk
Exposure
Category
  Exercise Price/ FX Rate/
Rate
  Expiration
Date
  Number of
Contracts *
    Market
Value ╪
    Premiums
Received/
Paid by
Fund Δ
    Unrealized
Appreciation
(Depreciation)
 
Purchased swaption contracts:                                                
Calls                                                
Interest Rate Swaption USD   JPM   IR   2.52 % 01/23/25   USD 5,100,000     $ 851     $ 765     $ 86  
Interest Rate Swaption USD   JPM   IR   2.38 % 01/30/25   USD 5,100,000       791       791        
Total Calls                     10,200,000     $ 1,642     $ 1,556     $ 86  
Puts                                                
Interest Rate Swaption USD   JPM   IR   3.50 % 04/29/15   USD 22,975,000     $ 1     $ 405     $ (404 )
Interest Rate Swaption USD   JPM   IR   2.13 % 01/23/25   USD 5,100,000       727       765       (38 )
Interest Rate Swaption USD   JPM   IR   2.38 % 01/30/25   USD 5,100,000       791       791        
Total Puts                     33,175,000     $ 1,519     $ 1,961     $ (442 )
Total purchased swaption contracts     43,375,000     $ 3,161     $ 3,517     $ (356 )
Written swaption contracts:                                                
Calls                                                
Credit Default Swaption CDX.NA.IG.23   CBK   CR   0.75 % 02/18/15   USD 134,355,000     $ 369     $ 383     $ 14  
                                                 
Puts                                                
Credit Default Swaption CDX.NA.IG.23   CBK   CR   0.75 % 02/18/15   USD 134,355,000     $ 121     $ 268     $ 147  
                                                 
Total written swaption contracts     268,710,000     $ 490     $ 651     $ 161  

 

*The number of contracts does not omit 000's.
ΔFor purchased swaptions, premiums are paid by the Fund, for written swaptions, premiums are received.

 

18
 

 

The Hartford Total Return Bond Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Futures Contracts Outstanding at January 31, 2015
 
   Number of   Expiration  Notional   Market   Unrealized
Appreciation/(Depreciation)
   Variation Margin 
Description  Contracts*   Date  Amount   Value ╪   Asset   Liability   Asset   Liability 
Long position contracts:
U.S. Treasury 30-Year Bond Future   558   03/20/2015  $83,041   $84,415   $1,374   $   $458   $(34)
U.S. Treasury 5-Year Note Future   2,472   03/31/2015   298,355    299,962    1,607        1,160     
Total                    $2,981   $   $1,618   $(34)
Short position contracts:
Euro-BUND Future   2   03/06/2015  $353   $360   $   $(7)  $   $(2)
U.S. Treasury 10-Year Note Future   1,251   03/20/2015   161,701    163,725        (2,024)       (909)
U.S. Treasury 2-Year Note Future   240   03/31/2015   52,707    52,744        (37)       (52)
U.S. Treasury CME Ultra Long Term Bond Future   75   03/20/2015   13,033    13,420        (387)   2    (120)
Total                    $   $(2,455)  $2   $(1,083)
Total futures contracts        $2,981   $(2,455)  $1,620   $(1,117)

 

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

 

OTC Credit Default Swap Contracts Outstanding at January 31, 2015

 

    Counter-   Notional   (Pay)/ Receive Fixed
Rate/ Implied
  Expiration   Upfront
Premiums
    Upfront
Premiums
    Market     Unrealized Appreciation/
(Depreciation)
 
Reference Entity   party   Amount (a)   Credit Spread (b)   Date   Paid     Received     Value ╪     Asset     Liability  
Credit default swaps on indices:
Buy protection:
ABX.HE.AA.06-1   BCLY   USD 1,957   (0.32)%   07/25/45   $ 714     $     $ 410     $     $ (304 )
ABX.HE.AAA.06-1   BCLY   USD 234   (0.18)%   07/25/45     25             6             (19 )
ABX.HE.AAA.06-1   CSI   USD 82   (0.18)%   07/25/45     1             2       1        
ABX.HE.AAA.06-1   GSC   USD 154   (0.18)%   07/25/45     14             4             (10 )
ABX.HE.AAA.06-1   JPM   USD 9   (0.18)%   07/25/45                              
ABX.HE.AAA.06-1   JPM   USD 3   (0.18)%   07/25/45                              
ABX.HE.AAA.06-1   MSC   USD 18   (0.18)%   07/25/45                              
ABX.HE.AAA.06-2   BOA   USD 3,118   (0.11)%   05/25/46     649             624             (25 )
ABX.HE.AAA.06-2   CSI   USD 81   (0.11)%   05/25/46     16             16              
ABX.HE.AAA.06-2   CSI   USD 1,050   (0.11)%   05/25/46     246             210             (36 )
ABX.HE.AAA.06-2   DEUT   USD 379   (0.11)%   05/25/46     88             76             (12 )
ABX.HE.AAA.06-2   JPM   USD 622   (0.11)%   05/25/46     125             124             (1 )
ABX.HE.AAA.06-2   JPM   USD 1,978   (0.11)%   05/25/46     395             396       1        
ABX.HE.AAA.06-2   MSC   USD 892   (0.11)%   05/25/46     180             178             (2 )
ABX.HE.AAA.07   JPM   USD 67   (0.09)%   08/25/37     17             17              
ABX.HE.AAA.07   MSC   USD 449   (0.09)%   08/25/37     116             117       1        
ABX.HE.AAA.07-1   CSI   USD 1,975   (0.09)%   08/25/37     570             513             (57 )
ABX.HE.AAA.07-1   GSC   USD 1,118   (0.09)%   08/25/37     280             290       10        
ABX.HE.AAA.07-1   JPM   USD 67   (0.09)%   08/25/37     19             17             (2 )
ABX.HE.AAA.07-1   MSC   USD 1,214   (0.09)%   08/25/37     296             315       19        
ABX.HE.PENAAA.06-2   BCLY   USD 118   (0.11)%   05/25/46     19             16             (3 )
ABX.HE.PENAAA.06-2   GSC   USD 1,911   (0.11)%   05/25/46     478             266             (212 )
ABX.HE.PENAAA.06-2   JPM   USD 2,051   (0.11)%   05/25/46     512             286             (226 )
ABX.HE.PENAAA.06-2   JPM   USD 318   (0.11)%   05/25/46     43             44       1        
ABX.HE.PENAAA.06-2   MSC   USD 1,002   (0.11)%   05/25/46     243             139             (104 )
ABX.HE.PENAAA.07-1   GSC   USD 1,007   (0.09)%   08/25/37     418             227             (191 )
CDX.EM.21   JPM   USD 3,825   (1.00)%   12/20/19     447             493       46        
CDX.EM.22   BNP   USD 2,065   (1.00)%   12/20/19     248             266       18        
CDX.EM.22   CBK   USD 25,180   (1.00)%   12/20/19     3,092             3,247       155        
CDX.EM.22   DEUT   USD 2,170   (1.00)%   12/20/19     257             280       23        
CDX.EM.22   GSC   USD 5,610   (1.00)%   12/20/19     669             724       55        
CMBX.NA.A.7   JPM   USD 35   (2.00)%   01/17/47                              
CMBX.NA.A.7   JPM   USD 1,520   (2.00)%   01/17/47           (32 )     3       35        
CMBX.NA.AA.2   BOA   USD 3,437   (0.15)%   03/15/49     1,302             1,117             (185 )
CMBX.NA.AA.2   CSI   USD 1,636   (0.15)%   03/15/49     508             531       23        
CMBX.NA.AA.2   GSC   USD 599   (0.15)%   03/15/49     209             195             (14 )

  

19
 

 

The Hartford Total Return Bond Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

OTC Credit Default Swap Contracts Outstanding at January 31, 2015 - (continued)

 

    Counter-   Notional   (Pay)/ Receive Fixed
Rate/ Implied
  Expiration   Upfront
Premiums
    Upfront
Premiums
    Market     Unrealized Appreciation/
(Depreciation)
 
Reference Entity   party   Amount (a)   Credit Spread (b)   Date   Paid     Received     Value ╪     Asset     Liability  
Credit default swaps on indices: - (continued)
Buy protection: - (continued)
CMBX.NA.AA.2   MSC   USD 66   (0.15)%   03/15/49   $ 22     $     $ 21     $     $ (1 )
CMBX.NA.AA.7   BOA   USD 350   (1.50)%   01/17/47           (4 )     1       5        
CMBX.NA.AA.7   CSI   USD 3,770   (1.50)%   01/17/47     19             13             (6 )
CMBX.NA.AA.7   CSI   USD 2,065   (1.50)%   01/17/47           (20 )     7       27        
CMBX.NA.AA.7   MSC   USD 1,565   (1.50)%   01/17/47           (16 )     6       22        
CMBX.NA.AJ.1   DEUT   USD 820   (0.84)%   10/12/52     49             16             (33 )
CMBX.NA.AJ.1   JPM   USD 340   (0.84)%   10/12/52     19             7             (12 )
CMBX.NA.AJ.1   MSC   USD 1,170   (0.84)%   10/12/52     82             24             (58 )
CMBX.NA.AJ.2   CSI   USD 1,750   (1.09)%   03/15/49     144             151       7        
CMBX.NA.AJ.2   DEUT   USD 159   (1.09)%   03/15/49     12             14       2        
CMBX.NA.AJ.2   DEUT   USD 2,043   (1.09)%   03/15/49     185             177             (8 )
CMBX.NA.AJ.2   GSC   USD 3,823   (1.09)%   03/15/49     286             329       43        
CMBX.NA.AJ.4   CBK   USD 1,021   (0.96)%   02/17/51     192             204       12        
CMBX.NA.AJ.4   CSI   USD 2,879   (0.96)%   02/17/51     536             577       41        
CMBX.NA.AJ.4   DEUT   USD 1,285   (0.96)%   02/17/51     249             257       8        
CMBX.NA.AJ.4   GSC   USD 3,172   (0.96)%   02/17/51     553             636       83        
CMBX.NA.AJ.4   JPM   USD 90   (0.96)%   02/17/51     22             18             (4 )
CMBX.NA.AJ.4   JPM   USD 642   (0.96)%   02/17/51     124             129       5        
CMBX.NA.AJ.4   MSC   USD 1,579   (0.96)%   02/17/51     281             316       35        
CMBX.NA.AJ.4   MSC   USD 3,367   (0.96)%   02/17/51     1,033             675             (358 )
CMBX.NA.AM.2   CSI   USD 3,645   (0.50)%   03/15/49     223             27             (196 )
CMBX.NA.AM.2   DEUT   USD 3,645   (0.50)%   03/15/49     210             27             (183 )
CMBX.NA.AM.2   JPM   USD 1,310   (0.50)%   03/15/49     26             10             (16 )
CMBX.NA.AM.2   MSC   USD 705   (0.50)%   03/15/49     35             5             (30 )
CMBX.NA.AM.4   JPM   USD 200   (0.50)%   02/17/51     11             6             (5 )
CMBX.NA.AM.4   MSC   USD 1,210   (0.50)%   02/17/51     258             36             (222 )
CMBX.NA.AS.6   CSI   USD 245   (1.00)%   05/11/63     1             3       2        
CMBX.NA.AS.6   CSI   USD 3,270   (1.00)%   05/11/63     44             35             (9 )
CMBX.NA.AS.7   CBK   USD 1,445   (1.00)%   01/17/47     33             27             (6 )
CMBX.NA.AS.7   CSI   USD 1,610   (1.00)%   01/17/47     38             31             (7 )
CMBX.NA.AS.7   CSI   USD 900   (1.00)%   01/17/47     15             17       2        
Total                     $ 16,898     $ (72 )   $ 14,951     $ 682     $ (2,557 )
Sell protection:
CMBX.NA.A.2   BOA   USD 867   0.25%   03/15/49   $     $ (499 )   $ (570 )   $     $ (71 )
CMBX.NA.A.2   DEUT   USD 28   0.25%   03/15/49           (18 )     (19 )           (1 )
CMBX.NA.A.6   MSC   USD 1,175   2.00%   05/11/63     10             7             (3 )
CMBX.NA.AAA.6   BOA   USD 4,775   0.50%   05/11/63           (108 )     (113 )           (5 )
CMBX.NA.AAA.6   BOA   USD 2,545   0.50%   05/11/63           (67 )     (60 )     7        
CMBX.NA.AAA.6   CSI   USD 10,025   0.50%   05/11/63           (210 )     (237 )           (27 )
CMBX.NA.AAA.6   CSI   USD 3,090   0.50%   05/11/63           (105 )     (73 )     32        
CMBX.NA.AAA.6   DEUT   USD 5,425   0.50%   05/11/63           (132 )     (128 )     4        
CMBX.NA.AAA.6   DEUT   USD 3,660   0.50%   05/11/63           (63 )     (86 )           (23 )
CMBX.NA.AAA.6   GSC   USD 1,210   0.50%   05/11/63           (27 )     (29 )           (2 )
CMBX.NA.AAA.6   MSC   USD 2,435   0.50%   05/11/63           (55 )     (58 )           (3 )
CMBX.NA.AAA.6   MSC   USD 1,390   0.50%   05/11/63           (37 )     (33 )     4        
CMBX.NA.AAA.6   UBS   USD 7,225   0.50%   05/11/63           (193 )     (171 )     22        
CMBX.NA.AAA.6   UBS   USD 4,615   0.50%   05/11/63           (106 )     (109 )           (3 )
CMBX.NA.AAA.7   BOA   USD 2,375   0.50%   01/17/47           (59 )     (82 )           (23 )
CMBX.NA.AAA.7   CSI   USD 2,430   0.50%   01/17/47           (66 )     (83 )           (17 )
CMBX.NA.AAA.8   CSI   USD 1,980   0.50%   10/17/57           (92 )     (92 )            
CMBX.NA.AAA.8   MSC   USD 340   0.50%   10/17/57           (16 )     (16 )            
CMBX.NA.BB.6   BCLY   USD 655   5.00%   05/11/63     4             (3 )           (7 )
CMBX.NA.BB.6   BOA   USD 1,945   5.00%   05/11/63           (18 )     (8 )     10        
CMBX.NA.BB.6   BOA   USD 1,915   5.00%   05/11/63           (7 )     (8 )           (1 )

 

20
 

 

The Hartford Total Return Bond Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

OTC Credit Default Swap Contracts Outstanding at January 31, 2015 - (continued)

 

    Counter-   Notional   (Pay)/ Receive Fixed
Rate/ Implied
  Expiration   Upfront
Premiums
    Upfront
Premiums
    Market     Unrealized Appreciation/
(Depreciation)
 
Reference Entity   party   Amount (a)   Credit Spread (b)   Date   Paid     Received     Value ╪     Asset     Liability  
Credit default swaps on indices: - (continued)
Sell protection: - (continued)
CMBX.NA.BB.6   CBK   USD 1,515   5.00%   05/11/63   $     $ (12 )   $ (7 )   $ 5     $  
CMBX.NA.BB.6   CSI   USD 2,750   5.00%   05/11/63           (33 )     (12 )     21        
CMBX.NA.BB.6   CSI   USD 5,175   5.00%   05/11/63     49             (23 )           (72 )
CMBX.NA.BB.6   GSC   USD 1,010   5.00%   05/11/63     7             (4 )           (11 )
CMBX.NA.BB.6   UBS   USD 110   5.00%   05/11/63     1                         (1 )
CMBX.NA.BB.7   BCLY   USD 360   5.00%   01/17/47           (11 )     (9 )     2        
CMBX.NA.BB.7   BOA   USD 685   5.00%   01/17/47           (32 )     (18 )     14        
CMBX.NA.BB.7   CSI   USD 2,275   5.00%   01/17/47           (125 )     (59 )     66        
CMBX.NA.BB.7   CSI   USD 705   5.00%   01/17/47     8             (18 )           (26 )
CMBX.NA.BB.7   DEUT   USD 575   5.00%   01/17/47           (6 )     (15 )           (9 )
CMBX.NA.BB.7   DEUT   USD 770   5.00%   01/17/47           (25 )     (20 )     5        
CMBX.NA.BB.7   GSC   USD 1,625   5.00%   01/17/47           (97 )     (42 )     55        
CMBX.NA.BB.8   BOA   USD 1,100   5.00%   10/17/57           (80 )     (78 )     2        
CMBX.NA.BB.8   CSI   USD 365   5.00%   10/17/57           (27 )     (26 )     1        
CMBX.NA.BBB-.7   CSI   USD 1,160   3.00%   01/17/47           (20 )     (28 )           (8 )
CMBX.NA.BBB-.7   CSI   USD 1,080   3.00%   01/17/47           (64 )     (26 )     38        
CMBX.NA.BBB-.7   UBS   USD 840   3.00%   01/17/47           (45 )     (20 )     25        
PrimeX.ARM.2   JPM   USD 210   4.58%   12/25/37     6             6              
PrimeX.ARM.2   JPM   USD 156   4.58%   12/25/37     5             5              
PrimeX.ARM.2   MSC   USD 2,509   4.58%   12/25/37           (184 )     77       261        
PrimeX.ARM.2   MSC   USD 124   4.58%   12/25/37     4             4              
Total                     $ 94     $ (2,639 )   $ (2,284 )   $ 574     $ (313 )
Total traded indices                     $ 16,992     $ (2,711 )   $ 12,667     $ 1,256     $ (2,870 )
Credit default swaps on single-name issues:
Buy protection:
Brazil (Federative Republic of)   GSC   USD 2,310   (1.00)% / 2.21%   12/20/19   $ 98     $     $ 129     $ 31     $  
Brazil (Federative Republic of)   JPM   USD 2,290   (1.00)% / 2.21%   12/20/19     113             127       14        
ConAgra Foods, Inc.   JPM   USD 775   (1.00)% / 0.61%   03/20/20           (19 )     (15 )     4        
Darden Restaurants, Inc.   BCLY   USD 3,325   (1.00)% / 1.30%   12/20/19     120             47             (73 )
Darden Restaurants, Inc.   GSC   USD 325   (1.00)% / 1.35%   03/20/20     7             6             (1 )
E L Du Pont De Nemours & Company   BCLY   USD 500   (1.00)% / 0.48%   03/20/20           (14 )     (13 )     1        
Pfizer, Inc.   CSI   USD 1,225   (1.00)% / 0.16%   03/20/20           (51 )     (52 )           (1 )
Russia (Federation of)   GSC   USD 3,895   (1.00)% / 6.29%   12/20/19     825             820             (5 )
Total                     $ 1,163     $ (84 )   $ 1,049     $ 50     $ (80 )
Sell protection:
Enbridge, Inc.   CBK   USD 1,650   1.00% / 3.28%   03/20/20   $     $ (151 )   $ (173 )   $     $ (22 )
Illinois State GO   GSC   USD 1,050   1.00% / 1.37%   06/20/17     3             (9 )           (12 )
Transocean, Inc.   MSC   USD 825   1.00% / 7.88%   03/20/20           (158 )     (217 )           (59 )
Total                     $ 3     $ (309 )   $ (399 )   $     $ (93 )
Total single-name issues                     $ 1,166     $ (393 )   $ 650     $ 50     $ (173 )
Total OTC contracts                     $ 18,158     $ (3,104 )   $ 13,317     $ 1,306     $ (3,043 )

 

(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.

 

(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, 2015. 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.

 

21
 

 

The Hartford Total Return Bond Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Centrally Cleared Credit Default Swap Contracts Outstanding at January 31, 2015

 

   Clearing  Notional   (Pay)/ Receive
Fixed
  Expiration      Market   Unrealized
Appreciation/
(Depreciation)
   Variation Margin 
Reference Entity  House (a)  Amount (b)   Rate  Date  Cost Basis   Value ╪   Asset   Liability   Asset   Liability 
Credit default swaps on indices:
Buy protection:
CDX.NA.HY.23  CME  USD73,150   (5.00)%  12/20/19  $(3,629)  $(4,061)  $   $(432)  $167   $ 
CDX.NA.IG.23  CME  USD75,015   (1.00)%  12/20/19   (1,070)   (1,048)   22        76     
ITRAXX.XOV.22  ICE  EUR16,105   (5.00)%  12/20/19   (1,465)   (1,395)   70        79     
Total                $(6,164)  $(6,504)  $92   $(432)  $322   $ 
Sell protection:
CDX.NA.HY.23  CME  USD1,050  5.00%  12/20/19  $64   $58   $   $(6)  $   $(2)
                                             
Total traded indices  $(6,100)  $(6,446)  $92   $(438)  $322   $(2)
Total centrally cleared contracts  $(6,100)  $(6,446)  $92   $(438)  $322   $(2)

 

(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.

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at January 31, 2015

 

Clearing  Payments made  Payments received  Notional   Expiration  Upfront
Premiums Paid
   Market   Unrealized
Appreciation/
(Depreciation)
   Variation Margin 
House (a)  by Fund  by Fund  Amount   Date  (Received)   Value ╪   Asset   Liability   Asset   Liability 
LCH  0.43% Fixed  6M EURIBOR  EUR250     09/17/17  $   $(2)  $   $(2)  $   $ 

 

(a)The FCM to the contracts is GSC.

 

TBA Sale Commitments Outstanding at January 31, 2015

 

Description  Principal
Amount
   Maturity Date  Market Value ╪   Unrealized
Appreciation/
Depreciation
 
FHLMC, 5.00%  $1,900   02/15/2044  $2,095   $(2)
FHLMC, 5.50%   10,500   02/15/2044   11,721    13 
FNMA, 3.50%   5,200   02/15/2030   5,521    (18)
FNMA, 5.50%   19,600   02/15/2045   21,920    (8)
FNMA, 6.00%   2,600   02/15/2044   2,944    2 
GNMA, 3.50%   7,300   02/15/2045   7,709    (28)
GNMA, 4.50%   1,650   02/15/2040   1,801    (2)
GNMA, 4.50%   1,300   02/15/2045   1,411    (3)
Total          $55,122   $(46)

 

At January 31, 2015, the aggregate market value of these securities represents 3.0% of total net assets. 

 

Foreign Currency Contracts Outstanding at January 31, 2015

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
BRL  Buy  03/03/2015  UBS  $2,325   $2,255   $   $(70)
BRL  Sell  03/03/2015  MSC   2,273    2,255    18     
COP  Buy  03/18/2015  CBK   1,766    1,745        (21)
COP  Sell  03/18/2015  BOA   5,079    5,014    65     
EUR  Buy  03/18/2015  MSC   242    232        (10)

 

22
 

 

The Hartford Total Return Bond Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

 

Foreign Currency Contracts Outstanding at January 31, 2015 - (continued)

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
EUR  Buy  03/18/2015  NAB  $13   $12   $   $(1)
EUR  Buy  02/02/2015  RBC   1,720    1,718        (2)
EUR  Buy  03/18/2015  SCB   350    335        (15)
EUR  Buy  02/27/2015  UBS   362    362         
EUR  Sell  02/19/2015  BNP   200    181    19     
EUR  Sell  02/19/2015  BOA   424    384    40     
EUR  Sell  02/27/2015  BOA   23,365    22,322    1,043     
EUR  Sell  09/18/2015  CBK   1,714    1,502    212     
EUR  Sell  02/19/2015  DEUT   1,631    1,565    66     
EUR  Sell  02/19/2015  JPM   194    175    19     
EUR  Sell  03/18/2015  MSC   12    12         
EUR  Sell  03/18/2015  NAB   1,696    1,548    148     
EUR  Sell  02/27/2015  RBC   1,721    1,719    2     
GBP  Buy  02/06/2015  BCLY   4,249    4,210        (39)
GBP  Buy  03/18/2015  RBC   401    387        (14)
GBP  Buy  02/02/2015  WEST   416    417    1     
GBP  Sell  03/18/2015  BCLY   4,247    4,208    39     
GBP  Sell  02/06/2015  BOA   3,381    3,215    166     
GBP  Sell  02/06/2015  DEUT   531    527    4     
GBP  Sell  02/27/2015  DEUT   5,066    5,045    21     
GBP  Sell  02/06/2015  MSC   488    467    21     
GBP  Sell  02/27/2015  WEST   416    417        (1)
MYR  Buy  02/13/2015  BOA   2,374    2,282        (92)
MYR  Sell  02/13/2015  BCLY   5,179    4,794    385     
NGN  Buy  10/08/2015  BNP   2,733    2,122        (611)
NGN  Sell  10/08/2015  CBK   2,260    2,123    137     
RON  Buy  03/16/2015  BNP   2,603    2,393        (210)
RSD  Buy  09/18/2015  CBK   1,583    1,370        (213)
RUB  Sell  03/18/2015  JPM   721    671    50     
TRY  Buy  03/31/2015  BOA   2,888    2,770        (118)
TRY  Sell  03/18/2015  BCLY   1,764    1,688    76     
TRY  Sell  03/31/2015  BCLY   2,940    2,770    170     
Total                     $2,702   $(1,417)

 

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.

 

23
 

 

The Hartford Total Return Bond Fund
Schedule of Investments – (continued)
January 31, 2015 (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
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.  
LCH LCH Clearnet
MSC Morgan Stanley
NAB National Australia Bank Limited
RBC RBC Dominion Securities, Inc.
SCB Standard Chartered Bank
UBS UBS AG
WEST Westpac International
 
Currency Abbreviations:
BRL Brazilian Real  
CNY Chinese Yuan Renminbi  
COP Colombian Peso  
DOP Dominican Peso  
EUR EURO  
GBP British Pound  
IDR Indonesian New Rupiah  
INR Indian Rupee  
MXN Mexican New Peso  
MYR Malaysian Ringgit  
NGN Nigerian Naira  
PEN Peruvian New Sol  
RON New Romanian Leu  
RSD Serbian Dinar  
RUB Russian New Ruble  
TRY Turkish New Lira  
USD U.S. Dollar  
UYU Uruguayan Peso  
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
ITRAXX.XOV Markit iTraxx Index - Europe Crossover
PrimeX.ARM Markit PrimeX Adjustable Rate Mortgage Backed Security
 
Municipal Bond Abbreviations:
GO General Obligation  
Rev Revenue  
   
Other Abbreviations:
CLO Collateralized Loan Obligation
CR Credit
EURIBOR Euro Interbank Offered Rate
FHLB Federal Home Loan Bank
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
FX Foreign Exchange
GNMA Government National Mortgage Association
IR Interest Rate
LIBOR London Interbank Offered Rate
OTC Over-the-Counter
REIT Real Estate Investment Trust
TBA To Be Announced
     

Credit Exposure

as of January 31, 2015

 

Credit Rating *  Percentage of
Net Assets
 
Aaa/ AAA   37.9%
Aa/ AA   15.6 
A   7.6 
Baa/ BBB   18.2 
Ba/ BB   7.8 
B   4.7 
Caa/ CCC or Lower   4.2 
Not Rated   2.8 
Non-Debt Securities and Other Short-Term Instruments   17.0 
Other Assets and Liabilities   (15.8)
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 (Moody's) and typically range from AAA/Aaa (highest) to C/D (lowest). Presentation of S&P and Moody's credit ratings in this report have been selected for informational purposes for shareholders, as well as the Fund's consideration of industry practice. 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 the Fund's shares. Ratings may change.

  

24
 

 

The Hartford Total Return Bond Fund
Schedule of Investments – (continued)
January 31, 2015 (Unaudited)
(000’s Omitted)

  

Investment Valuation Hierarchy Level Summary

January 31, 2015

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Asset and Commercial Mortgage Backed Securities  $482,046   $   $443,444   $38,602 
Corporate Bonds   516,967        515,039    1,928 
Foreign Government Obligations   54,103        54,103     
Municipal Bonds   18,671        18,671     
Preferred Stocks   1,290    897    393     
Senior Floating Rate Interests   89,914        89,914     
U.S. Government Agencies   446,227        437,826    8,401 
U.S. Government Securities   178,708    36,704    142,004     
Short-Term Investments   301,759        301,759     
Purchased Options   3,216    1,582    1,634     
Total  $2,092,901   $39,183   $2,004,787   $48,931 
Foreign Currency Contracts *  $2,702   $   $2,702   $ 
Futures *   2,981    2,981         
Swaps - Credit Default *   1,398        1,398     
Total  $7,081   $2,981   $4,100   $ 
Liabilities:                    
TBA Sale Commitments  $55,122   $   $55,122   $ 
Written Options   490        490     
Total  $55,612   $   $55,612   $ 
Foreign Currency Contracts *  $1,417   $   $1,417   $ 
Futures *   2,455    2,455         
Swaps - Credit Default *   3,481        3,481     
Swaps - Interest Rate *   2        2     
Total  $7,355   $2,455   $4,900   $ 

 

For the three-month period ended January 31, 2015, investments valued at $24,764 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 mean 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.

  

25
 

 

The Hartford Total Return Bond Fund
Schedule of Investments – (continued)
January 31, 2015 (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, 2014
   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, 2015
 
Assets:                                             
Asset & Commercial Mortgage Backed Securities  $47,162   $1,320   $(1,529)†  $301   $911   $(8,674)  $   $(889)  $38,602 
Corporate Bonds   1,250        26       1,902            (1,250)   1,928 
U.S. Government Agencies           §       8,401                8,401 
Total  $48,412   $1,320   $(1,503)  $301   $11,214   $(8,674)  $   $(2,139)  $48,931 

 

*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, 2015 was $(234).
Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2015 was $26.
§Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2015 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.

 

26
 

 

 

The Hartford Unconstrained Bond Fund

Schedule of Investments

January 31, 2015 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

Asset and Commercial Mortgage Backed Securities - 20.3%

     
     Arts, Entertainment and Recreation - 0.3%     
     Galaxy XIX CLO Ltd.     
$315    1.82%, 01/24/2027 ■○☼   $315 
           
     Finance and Insurance - 20.0%     
     Adjustable Rate Mortgage Trust     
 87    0.44%, 11/25/2035 ‡Δ    79 
     American Home Mortgage Assets Trust     
 90    0.29%, 03/25/2047 ‡Δ    72 
 187    1.05%, 10/25/2046 ‡Δ    135 
     Apidos CLO     
 390    1.80%, 01/16/2027 ■○☼    390 
     Asset Backed Funding Certificates     
 71    0.39%, 01/25/2037 ‡Δ    44 
     Atlas Senior Loan Fund Ltd.     
 395    1.78%, 10/15/2026 ■‡Δ    394 
 335    1.80%, 07/16/2026 ■‡Δ    335 
     Banc of America Funding Corp.     
 150    0.36%, 10/20/2036 ‡Δ    112 
 54    5.85%, 01/25/2037 ‡    44 
     Banc of America Mortgage Securities     
 112    2.69%, 09/25/2035 Δ    103 
     BCAP LLC Trust     
 176    0.34%, 01/25/2037 ‡Δ    139 
 218    0.35%, 03/25/2037 ‡Δ    185 
 148    0.38%, 05/25/2047 ‡Δ    110 
     Bear Stearns Adjustable Rate Mortgage Trust     
 55    2.36%, 02/25/2036 ‡Δ    55 
     Bear Stearns Alt-A Trust     
 424    0.49%, 08/25/2036 ‡Δ    321 
 91    0.67%, 01/25/2036 ‡Δ    70 
     Bear Stearns Commercial Mortgage Securities, Inc.     
 100    5.13%, 10/12/2042 ‡Δ    100 
     Carlyle Global Market Strategies     
 390    1.53%, 07/20/2023 ■‡Δ    387 
     Cent CLO L.P.     
 500    1.71%, 08/01/2024 ■Δ    497 
 360    1.72%, 07/27/2026 ■‡Δ    359 
     Chase Mortgage Finance Corp.     
 350    5.50%, 11/25/2035 ‡    345 
     CHL Mortgage Pass-Through Trust     
 21    0.51%, 03/25/2035 ‡Δ    17 
     CIFC Funding Ltd.     
 205    1.38%, 08/14/2024 ■‡Δ    205 
 395    1.73%, 05/24/2026 ■‡Δ    393 
     Citigroup Commercial Mortgage Trust     
 40    4.40%, 03/10/2047 ■Δ    33 
 30    4.90%, 03/10/2047 ■Δ    30 
     Cobalt CMBS Commercial Funding Corp.     
 40    5.25%, 08/15/2048    41 
     Commercial Mortgage Pass-Through Certificates     
 1,423    2.40%, 07/10/2046 ■►    66 
 15    3.96%, 03/10/2047 ‡    16 
     Commercial Mortgage Trust     
 595    4.35%, 03/10/2046 ■‡Δ    407 
 65    4.58%, 10/15/2045 ■Δ    53 
     Connecticut Avenue Securities Series     
 50    2.77%, 05/25/2024 Δ    45 
 235    3.07%, 07/25/2024 Δ    213 
 345    3.17%, 07/25/2024 Δ    309 
 125    5.07%, 11/25/2024 Δ    127 
     Countrywide Alternative Loan Trust     
 164    0.49%, 11/25/2035 ‡Δ    130 
 104    0.67%, 12/25/2035 ‡Δ    74 
 404    5.75%, 05/25/2036    343 
 328    6.00%, 05/25/2036    278 
     Countrywide Home Loans, Inc.     
 290    2.54%, 09/25/2047 Δ    258 
 107    5.75%, 08/25/2037    102 
     CS First Boston Mortgage Securities Corp.     
 170    4.77%, 07/15/2037    171 
 375    4.88%, 04/15/2037    375 
     Deutsche Alt-A Securities, Inc. Mortgage     
 96    0.32%, 03/25/2037 ‡Δ    69 
     Downey S & L Association Mortgage Loan Trust     
 507    1.03%, 03/19/2046 ‡Δ    390 
     Dryden Senior Loan Fund     
 275    2.58%, 11/09/2025 ■Δ    276 
     Equity One ABS, Inc.     
 21    5.46%, 12/25/2033    14 
     First Horizon Mortgage Pass-Through Trust     
 243    2.58%, 08/25/2037 Δ    199 
     GMAC Mortgage Corp. Loan Trust     
 118    2.93%, 09/19/2035 Δ    110 
 30    2.97%, 04/19/2036 ‡Δ    26 
     Gramercy Park CLO Ltd.     
 340    1.53%, 07/17/2023 ■‡Δ    340 
     GS Mortgage Securities Trust     
 4,815    0.31%, 07/10/2046 ►    55 
 624    1.69%, 08/10/2044 ■►    36 
 100    3.67%, 04/10/2047 ■Δ    70 
 395    4.85%, 11/10/2045 ■‡Δ    402 
 175    4.87%, 04/10/2047 ■Δ    172 
     GSAA Home Equity Trust     
 23    0.22%, 12/25/2046 ‡Δ    16 
 480    0.25%, 02/25/2037 ‡Δ    260 
 33    0.34%, 03/25/2047 ‡Δ    17 
 182    0.41%, 11/25/2036 ‡Δ    112 
 34    0.47%, 03/25/2036 Δ    24 
 192    0.49%, 04/25/2047 ‡Δ    128 
 400    5.98%, 06/25/2036 ‡    239 
     GSAMP Trust     
 174    0.26%, 01/25/2037 ‡Δ    105 
     GSR Mortgage Loan Trust     
 480    2.63%, 01/25/2036 Δ    444 
 391    2.71%, 04/25/2035 ‡Δ    380 
 106    2.77%, 10/25/2035 Δ    93 
     Harborview Mortgage Loan Trust     
 229    0.35%, 01/19/2038 ‡Δ    194 
 899    0.40%, 12/19/2036 ‡Δ    638 
 206    0.49%, 09/19/2035 ‡Δ    160 
 13    0.51%, 01/19/2035 Δ    9 
 397    2.69%, 01/19/2035 ‡Δ    372 
     Hilton USA Trust     
 99    2.91%, 11/05/2030 ■‡Δ    98 
 310    3.91%, 11/05/2030 ■‡Δ    310 
     Home Equity Loan Trust     
 156    2.35%, 11/25/2035 ‡Δ    148 

 

1
 

 

The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

Asset and Commercial Mortgage Backed Securities - 20.3% - (continued)

     
     Finance and Insurance - 20.0% - (continued)     
     IndyMac Index Mortgage Loan Trust     
$5    0.41%, 07/25/2035 Δ   $4 
 125    0.45%, 07/25/2035 ‡Δ    105 
 81    0.46%, 01/25/2036 ‡Δ    56 
 471    0.57%, 07/25/2046 ‡Δ    261 
     ING Investment Management CLO Ltd.     
 280    1.73%, 04/18/2026 ■‡Δ    279 
     JP Morgan Chase Commercial Mortgage Securities Corp.     
 105    2.75%, 10/15/2045 ■    83 
 111    4.42%, 12/15/2047 ■‡Δ    98 
 100    4.67%, 10/15/2045 ■Δ    103 
     JP Morgan Mortgage Trust     
 106    2.54%, 09/25/2035 Δ    101 
 132    2.54%, 04/25/2037 ‡Δ    119 
 453    2.78%, 05/25/2036 ‡Δ    413 
     JPMBB Commercial Mortgage Securities Trust     
 1,777    0.89%, 09/15/2047 ►    93 
     Lehman XS Trust     
 118    0.38%, 07/25/2046 ‡Δ    94 
     Long Beach Asset Holdings Corp.     
 45    0.00%, 04/25/2046 ■●     
     Luminent Mortgage Trust     
 89    0.37%, 02/25/2046 ‡Δ    68 
     Madison Park Funding Ltd.     
 325    2.64%, 01/27/2026 ■Δ    323 
     Magnetite CLO Ltd.     
 480    1.70%, 07/25/2026 ■‡Δ    477 
     Merrill Lynch Mortgage Investors Trust     
 105    2.52%, 07/25/2035 ‡Δ    87 
 100    5.14%, 07/12/2038    102 
     Merrill Lynch/Countrywide Commercial Mortgage Trust     
 130    5.42%, 08/12/2048    136 
     Morgan Stanley ABS Capital I     
 43    0.32%, 06/25/2036 ‡Δ    39 
     Morgan Stanley BAML Trust     
 105    4.50%, 08/15/2045 ■‡    83 
     Morgan Stanley Capital I     
 50    5.40%, 10/12/2052 ■Δ    51 
     Morgan Stanley Mortgage Loan Trust     
 33    0.34%, 05/25/2036 ‡Δ    18 
 512    0.34%, 11/25/2036 ‡Δ    248 
 86    2.59%, 05/25/2036 Δ    62 
     Nationstar Home Equity Loan Trust     
 22    0.00%, 03/25/2037 ■●†     
     Neuberger Berman CLO XVII Ltd.     
 400    1.63%, 08/04/2025 ■‡Δ    398 
     Oak Hill Credit Partners     
 200    1.65%, 11/20/2023 ■Δ    198 
     RBSGC Mortage Pass Through Certificates     
 128    6.25%, 01/25/2037 ‡    116 
     Residential Accredit Loans, Inc.     
 59    0.91%, 09/25/2046 ‡Δ    40 
 537    1.41%, 11/25/2037 ‡Δ    341 
     Residential Asset Securitization Trust     
 87    0.62%, 03/25/2035 Δ    67 
     Residential Funding Mortgage Securities, Inc.     
 13    3.06%, 04/25/2037 ‡Δ    12 
     Securitized Asset Backed Receivables LLC     
 284    0.26%, 07/25/2036 ‡Δ    139 
     Sequoia Mortgage Trust     
 94    2.46%, 07/20/2037 Δ    79 
     Soundview Home Equity Loan Trust, Inc.     
 685    0.41%, 07/25/2036 ‡Δ    426 
     SpringCastle America Funding LLC     
 371    2.70%, 05/25/2023 ■    371 
     Springleaf Mortgage Loan Trust     
 240    3.52%, 12/25/2065 ■    245 
     Structured Adjustable Rate Mortgage Loan Trust     
 615    2.48%, 02/25/2036 Δ    492 
     Structured Agency Credit Risk Debt Notes     
 270    4.67%, 02/25/2024 Δ    272 
     Structured Asset Mortgage Investments, Inc.     
 388    0.40%, 02/25/2036 ‡Δ    313 
     Symphony CLO XV Ltd.     
 395    1.65%, 10/17/2026 ■‡Δ    393 
     UBS-Barclays Commercial Mortgage Trust     
 65    4.09%, 03/10/2046 ■‡Δ    55 
     VNO Mortgage Trust     
 160    3.95%, 12/13/2029 ■Δ    167 
     Wachovia Bank Commercial Mortgage Trust     
 125    5.40%, 03/15/2042 ■Δ    125 
     Wells Fargo Alternative Loan Trust     
 55    2.58%, 12/28/2037 Δ    47 
     WF-RBS Commercial Mortgage Trust     
 236    3.02%, 11/15/2047 ■    167 
 375    4.80%, 11/15/2045 ■‡Δ    341 
 45    5.00%, 06/15/2044 ■‡    43 
 55    5.00%, 04/15/2045 ■    43 
 65    5.56%, 04/15/2045 ■Δ    71 
         22,332 
           
     Total Asset and Commercial Mortgage Backed Securities     
     (Cost $21,787)   $22,647 
           

Corporate Bonds - 18.7%

     
     Administrative, Support, Waste Management and Remediation Services - 0.2%     
     ADT (The) Corp.     
$155    6.25%, 10/15/2021 ‡   $164 
     Clean Harbors, Inc.     
 95    5.25%, 08/01/2020 ‡    96 
         260 
     Apparel Manufacturing - 0.1%     
     Hanesbrands, Inc.     
 90    6.38%, 12/15/2020 ‡    95 
           
     Arts, Entertainment and Recreation - 0.3%     
     CCO Holdings LLC     
 100    5.25%, 09/30/2022 ‡    101 
 10    5.75%, 09/01/2023    10 
     Gannett Co., Inc.     
 20    5.13%, 10/15/2019    21 
 115    5.13%, 07/15/2020 ‡    118 
     NCR Corp.     
 80    4.63%, 02/15/2021 ‡    78 

 

2
 

 

The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

Corporate Bonds - 18.7% - (continued)

     
     Arts, Entertainment and Recreation - 0.3% - (continued)     
     NCR Corp. - (continued)     
$5    5.00%, 07/15/2022 ‡   $5 
         333 
     Chemical Manufacturing - 0.2%     
     Eagle Spinco, Inc.     
 75    4.63%, 02/15/2021    74 
     NOVA Chemicals Corp.     
 100    5.00%, 05/01/2025 ■‡    104 
         178 
     Construction - 0.1%     
     Lennar Corp.     
 75    4.50%, 06/15/2019 ‡    76 
     Ryland Group, Inc.     
 42    5.38%, 10/01/2022    41 
         117 
     Electrical Equipment and Appliance Manufacturing - 0.0%     
     Sensata Technologies B.V.     
 5    5.63%, 11/01/2024 ■    5 
           
     Finance and Insurance - 9.7%     
     Ally Financial, Inc.     
 80    3.75%, 11/18/2019    79 
     AXA S.A.     
 295    6.46%, 12/14/2018 ■‡♠Δ    315 
     Banco Bilbao Vizcaya Argentaria S.A.     
EUR600    7.00%, 12/29/2049 §    699 
 400    9.00%, 05/09/2018 §♠    435 
     Banco Del Estado de Chile     
 150    3.88%, 02/08/2022 §‡    154 
     Banco do Brasil     
 245    6.25%, 04/15/2024 §♠    173 
     Banco Santander S.A.     
EUR900    6.25%, 03/12/2049 ╦§    1,012 
     Bank of Ireland     
EUR100    10.00%, 07/30/2016 §    122 
     Barclays Bank plc     
 200    7.75%, 04/10/2023    219 
EUR200    8.00%, 12/15/2049    242 
 200    8.25%, 12/15/2018 ♠β    209 
     CIT Group, Inc.     
 80    5.25%, 03/15/2018 ‡    83 
 104    5.50%, 02/15/2019 ■‡    110 
     Citigroup, Inc.     
 190    6.68%, 09/13/2043 ‡    254 
     Credit Agricole S.A.     
EUR225    6.50%, 06/23/2049 §    265 
 200    8.13%, 09/19/2033 ■    227 
     Credit Suisse Group AG     
EUR200    5.75%, 09/18/2025 §    260 
 100    7.88%, 02/24/2041 §    106 
     Development Bank of Kazakhstan JSC     
 200    4.13%, 12/10/2022 §‡    163 
     European Bank for Reconstruction & Dev     
INR5,200    5.10%, 02/02/2017 ☼    84 
     Export-Import Bank of China     
 250    3.63%, 07/31/2024 §‡    265 
     HSBC Holdings plc     
 375    5.63%, 01/17/2020 ‡♠    380 
     International Finance Corp.     
INR6,000    8.25%, 06/10/2021    111 
     JP Morgan Chase & Co.     
 720    5.63%, 08/16/2043 ‡    875 
     KBC Groep N.V.     
EUR125    5.63%, 03/19/2019 §♠    139 
     Lloyds Banking Group plc     
EUR375    6.38%, 06/27/2049 §    441 
GBP200    7.00%, 12/29/2049 §    300 
     Mapfre S.A.     
EUR300    5.92%, 07/24/2037    367 
     Morgan Stanley     
 90    4.30%, 01/27/2045    94 
     MSCI, Inc.     
 25    5.25%, 11/15/2024 ■    26 
     Nationwide Building Society     
GBP350    6.88%, 03/11/2049 §    520 
     Navient Corp.     
 150    5.50%, 01/15/2019 ‡    155 
 95    8.45%, 06/15/2018 ‡    108 
     Royal Bank of Scotland Group plc     
 80    6.13%, 12/15/2022 ‡    90 
     SBA Tower Trust     
 310    3.60%, 04/15/2043 ■‡    311 
     Societe Generale     
 200    6.00%, 01/27/2020 ■‡♠    184 
EUR275    6.75%, 04/07/2049 §    307 
 475    8.25%, 11/29/2018 ╦§♠    491 
     SoftBank Corp.     
 200    4.50%, 04/15/2020 ■‡    200 
     UniCredit S.p.A.     
 200    8.00%, 06/03/2024 §♠    196 
         10,771 
     Food Manufacturing - 0.6%     
     ESAL GmbH     
 225    6.25%, 02/05/2023 §    212 
     Grupo Bimbo S.A.B. de C.V.     
 445    4.88%, 06/27/2044 ■    463 
         675 
     Health Care and Social Assistance - 0.4%     
     Community Health Systems, Inc.     
 60    5.13%, 08/01/2021    62 
     HCA, Inc.     
 185    6.50%, 02/15/2020 ‡    208 
     Tenet Healthcare Corp.     
 145    6.00%, 10/01/2020 ‡    157 
     Wellcare Health Plans, Inc.     
 20    5.75%, 11/15/2020 ‡    21 
         448 
     Information - 2.2%     
     Activision Blizzard, Inc.     
 140    5.63%, 09/15/2021 ■‡    150 
     Audatex North America, Inc.     
 105    6.00%, 06/15/2021 ■‡    109 
 10    6.13%, 11/01/2023 ■    11 
     DISH DBS Corp.     
 121    5.88%, 07/15/2022 ‡    122 
 70    6.75%, 06/01/2021 ‡    76 
     Empresa de Telecomunicaciones de Bogota S.A.     
COP156,000    7.00%, 01/17/2023 §    61 
     MetroPCS Wireless, Inc.     
 125    6.63%, 11/15/2020 ‡    130 

 

3
 

 

The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

Corporate Bonds - 18.7% - (continued)

     
     Information - 2.2% - (continued)     
     MTS International Funding Ltd.     
$240    5.00%, 05/30/2023 ■‡   $188 
     Open Text Corp.     
 25    5.63%, 01/15/2023 ■    26 
     Rogers Communications, Inc.     
 475    8.75%, 05/01/2032 ‡    720 
     Sprint Communications, Inc.     
 147    7.00%, 03/01/2020 ■‡    160 
 53    9.00%, 11/15/2018 ■‡    61 
     Sprint Corp.     
 75    7.13%, 06/15/2024    73 
     T-Mobile USA, Inc.     
 125    6.46%, 04/28/2019 ‡    130 
 100    6.84%, 04/28/2023 ‡    104 
     Videotron Ltd.     
 125    5.38%, 06/15/2024 ■‡    128 
     VimpelCom Holdings B.V.     
 285    5.95%, 02/13/2023 ■‡    216 
         2,465 
     Machinery Manufacturing - 0.1%     
     Case New Holland Industrial, Inc.     
 100    7.88%, 12/01/2017 ‡    110 
           
     Mining - 0.6%     
     ABJA Investment Co. Pte Ltd.     
 420    5.95%, 07/31/2024 §    428 
     FMG Resources Aug 2006     
 90    6.88%, 04/01/2022 ■‡    70 
     Peabody Energy Corp.     
 15    6.00%, 11/15/2018    12 
 90    6.50%, 09/15/2020 ‡    69 
     Steel Dynamics, Inc.     
 15    5.13%, 10/01/2021 ■    15 
 20    5.50%, 10/01/2024 ■    21 
         615 
     Miscellaneous Manufacturing - 0.0%     
     Triumph Group, Inc.     
 50    5.25%, 06/01/2022    49 
           
     Motor Vehicle and Parts Manufacturing - 0.1%     
     General Motors Co.     
 70    6.25%, 10/02/2043 ‡    87 
           
     Nonmetallic Mineral Product Manufacturing - 0.4%     
     Grupo Cementos Chihuahua     
 260    8.13%, 02/08/2020 ■    276 
     Union Andina de Cementos SAA     
 175    5.88%, 10/30/2021 ■    173 
         449 
     Other Services - 0.1%     
     Cardtronics, Inc.     
 50    5.13%, 08/01/2022 ■‡    49 
           
     Paper Manufacturing - 0.1%     
     Cascades, Inc.     
 5    5.50%, 07/15/2022 ■    5 
     Clearwater Paper Corp.     
 50    5.38%, 02/01/2025 ■    50 
     Graphic Packaging International     
 70    4.88%, 11/15/2022    72 
         127 
     Petroleum and Coal Products Manufacturing - 0.7%     
     California Resources Corp.     
 5    5.00%, 01/15/2020 ■‡    4 
 20    5.50%, 09/15/2021 ■‡    17 
 5    6.00%, 11/15/2024 ■‡    4 
     Concho Resources, Inc.     
 25    6.50%, 01/15/2022    26 
     Denbury Resources, Inc.     
 64    5.50%, 05/01/2022 ‡    56 
     Harvest Operations Corp.     
 21    6.88%, 10/01/2017 ‡    19 
     MEG Energy Corp.     
 50    7.00%, 03/31/2024 ■    45 
     Petrobras Global Finance     
GBP300    5.38%, 10/01/2029 ╦    348 
     SM Energy Co.     
 15    6.13%, 11/15/2022 ■    15 
     Tesoro Corp.     
 75    5.13%, 04/01/2024 ‡    74 
     Tesoro Logistics L.P.     
 45    5.50%, 10/15/2019 ■    46 
 65    6.25%, 10/15/2022 ■    66 
     WPX Energy, Inc.     
 35    5.25%, 09/15/2024    33 
 60    6.00%, 01/15/2022 ╦    58 
         811 
     Pipeline Transportation - 0.9%     
     El Paso Corp.     
 45    7.80%, 08/01/2031 ‡    55 
     Energy Transfer Equity L.P.     
 650    5.95%, 10/01/2043 ‡    745 
 130    7.50%, 10/15/2020 ‡    145 
     MarkWest Energy Partners L.P.     
 35    4.88%, 12/01/2024    35 
 35    6.75%, 11/01/2020    37 
     Southern Star Central Corp.     
 15    5.13%, 07/15/2022 ■‡    15 
         1,032 
     Primary Metal Manufacturing - 0.2%     
     ArcelorMittal     
 160    5.75%, 08/05/2020 ‡    165 
     U.S. Steel Corp.     
 25    6.88%, 04/01/2021    25 
     United States Steel Corp.     
 46    7.38%, 04/01/2020 ‡    48 
         238 
     Real Estate, Rental and Leasing - 0.1%     
     International Lease Finance Corp.     
 140    5.88%, 04/01/2019 ‡    152 
           
     Retail Trade - 0.7%     
     Amazon.com, Inc.     
 350    4.95%, 12/05/2044 ‡    385 
     Building Materials Corp.     
 45    5.38%, 11/15/2024 ■‡    46 
 75    6.75%, 05/01/2021 ■‡    80 

 

4
 

 

The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

Corporate Bonds - 18.7% - (continued)

     
     Retail Trade - 0.7% - (continued)     
     Group 1 Automotive, Inc.     
$45    5.00%, 06/01/2022 ■   $45 
     Sotheby's     
 100    5.25%, 10/01/2022 ■‡    95 
     William Carter Co.     
 170    5.25%, 08/15/2021 ‡    176 
         827 
     Support Activities For Transportation - 0.0%     
     Aircastle Ltd.     
 15    5.50%, 02/15/2022    15 
           
     Transportation Equipment Manufacturing - 0.1%     
     Huntington Ingalls Industries, Inc.     
 65    7.13%, 03/15/2021 ‡    70 
           
     Utilities - 0.8%     
     AES (The) Corp.     
 190    8.00%, 06/01/2020 Θ    217 
     Empresa Electrica Angamos S.A.     
 265    4.88%, 05/25/2029 ■‡    267 
     Eskom Holdings Ltd.     
 325    5.75%, 01/26/2021 ■    324 
     NRG Energy, Inc.     
 75    6.25%, 07/15/2022    77 
         885 
     Total Corporate Bonds     
     (Cost $21,446)   $20,863 
           

Foreign Government Obligations - 6.6%

     
     Angola - 0.2%     
     Angola (Republic of)     
$250    7.00%, 08/16/2019 §‡   $242 
           
     Argentina - 0.1%     
     Argentina (Republic of)     
 102    0.00%, 06/02/2017 ●    95 
           
     Azerbaijan - 0.3%     
     Azerbaijan (Republic of)     
 350    4.75%, 03/13/2023 §‡    317 
           
     Brazil - 1.0%     
     Brazil (Federative Republic of)     
 240    5.00%, 01/27/2045 ‡    232 
BRL2,080    9.70%, 09/01/2020 ○    511 
BRL1,176    12.69%, 04/01/2016 ○    381 
         1,124 
     Colombia - 0.4%     
     Colombia (Republic of)     
COP163,200    5.00%, 11/21/2018 ╦    67 
COP933,500    6.00%, 04/28/2028 ╦    348 
         415 
     Costa Rica - 0.2%     
     Costa Rica (Republic of)     
 250    5.63%, 04/30/2043 §‡    207 
           
     Croatia - 0.1%     
     Croatia (Republic of)     
 125    6.63%, 07/14/2020 §    138 
           
     Dominican Republic - 0.5%     
     Dominican (Republic of)     
 325    5.50%, 01/27/2025 ■    329 
DOP10,000    11.50%, 05/10/2024 ■    234 
         563 
     Indonesia - 0.3%     
     Indonesia (Republic of)     
IDR4,000,000    8.38%, 03/15/2024 ╦    342 
           
     Kazakhstan - 0.2%     
     Kazakhstan (Republic of)     
 250    4.88%, 10/14/2044 ■‡    219 
           
     Kenya - 0.2%     
     Kenya (Republic of)     
 225    6.88%, 06/24/2024 §    234 
           
     Mexico - 1.0%     
     Mexico (United Mexican States)     
MXN5,606    4.00%, 06/13/2019 ◄╦    410 
MXN6,150    4.00%, 11/08/2046 ◄╦    491 
 200    4.60%, 01/23/2046    214 
         1,115 
     Nigeria - 0.4%     
     Nigeria (Federal Republic of)     
 225    5.13%, 07/12/2018 §    218 
NGN40,000    13.05%, 08/16/2016    207 
         425 
     Russia - 0.1%     
     Russia (Federation of)     
RUB13,125    7.50%, 02/27/2019 ╦Δ    150 
           
     South Africa - 0.3%     
     South Africa (Republic of)     
ZAR3,825    7.75%, 02/28/2023    346 
           
     Turkey - 0.4%     
     Turkey (Republic of)     
TRY528    4.00%, 04/29/2015 ◄    214 
TRY525    8.50%, 09/14/2022    232 
         446 
     Uruguay - 0.8%     
     Uruguay (Republic of)     
UYU16,332    4.25%, 04/05/2027 ◄╦    677 
UYU4,445    4.38%, 12/15/2028 ◄╦    186 
         863 
     Venezuela - 0.1%     
     Venezuela (Republic of)     
 400    7.00%, 03/31/2038 §‡    127 
           
     Total Foreign Government Obligations     
     (Cost $7,958)   $7,368 

 

5
 

 

The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

Municipal Bonds - 0.8%

     
     Higher Education (Univ., Dorms, etc.) - 0.2%     
     University of California     
$190    4.60%, 05/15/2031 ‡   $218 
           
     Miscellaneous - 0.6%     
     Puerto Rico Government Employees Retirement System     
 530    6.15%, 07/01/2038 ‡    237 
 350    6.20%, 07/01/2039 ‡    157 
 530    6.30%, 07/01/2043 ‡    237 
 120    6.55%, 07/01/2058 ‡    54 
         685 
     Total Municipal Bonds     
     (Cost $1,015)   $903 
           

Senior Floating Rate Interests ♦ - 16.9%

     
     Administrative, Support, Waste Management and Remediation Services - 0.3%     
     Acosta Holdco, Inc.     
$130    5.00%, 09/26/2021   $130 
     PRA Holdings, Inc.     
 164    4.50%, 09/23/2020 ╦    163 
         293 
     Agriculture, Construction, Mining and Machinery - 0.2%     
     Signode Industrial Group US, Inc.     
 178    3.75%, 05/01/2021    173 
           
     Air Transportation - 0.2%     
     Delta Air Lines, Inc., Term Loan     
 216    3.25%, 04/20/2017 ╦    215 
           
     Arts, Entertainment and Recreation - 2.1%     
     24 Hour Fitness Worldwide, Inc.     
 114    4.75%, 05/28/2021    111 
     Aristocrat Leisure Ltd.     
 135    4.75%, 10/20/2021    133 
     Caesars Entertainment Operating Co., Inc.     
 487    7.01%, 03/01/2017 ╦    434 
     Caesars Growth Property Holdings LLC     
 100    6.25%, 05/08/2021    91 
     Formula One Holdings     
 200    4.75%, 07/30/2021    193 
 130    7.75%, 07/29/2022    126 
     ION Media Networks, Inc.     
 99    4.75%, 12/18/2020 ╦    98 
     Numericable     
 161    4.50%, 05/21/2020    160 
     Numericable, Term Loan B-2     
 139    4.50%, 05/21/2020    138 
     Salem Communications Corp.     
 192    4.50%, 03/13/2020 ╦    188 
     Scientific Games International, Inc.     
 135    6.00%, 10/01/2021    133 
     Templar Energy     
 100    8.50%, 11/25/2020    61 
     Tribune Co.     
 200    4.00%, 12/27/2020    197 
     Univision Communications, Inc.     
 300    4.00%, 03/01/2020 ╦    295 
         2,358 
     Chemical Manufacturing - 0.8%     
     Arysta LifeScience Corp.     
 123    4.50%, 05/29/2020 ╦    123 
     Cytec Industries, Inc.     
 39    4.50%, 10/03/2019    38 
     Ineos US Finance LLC     
 213    3.75%, 05/04/2018 ╦    207 
     Minerals Technologies, Inc.     
 136    4.00%, 05/07/2021    135 
     Monarch, Inc.     
 75    4.50%, 10/03/2019 ╦    74 
     Pinnacle Operating Corp.     
 171    4.75%, 11/15/2018 ╦    170 
     PQ Corp.     
 201    4.00%, 08/07/2017    197 
         944 
     Computer and Electronic Product Manufacturing - 1.0%     
     Avago Technologies Ltd.     
 199    3.75%, 05/06/2021    199 
     CDW LLC     
 341    3.25%, 04/29/2020 ╦    334 
     Ceridian LLC     
 123    4.50%, 05/09/2017    120 
     Freescale Semiconductor, Inc.     
 491    4.25%, 02/28/2020 ╦    484 
         1,137 
     Finance and Insurance - 1.4%     
     Asurion LLC     
 239    5.00%, 05/24/2019 ╦    237 
 205    8.50%, 03/03/2021 ╦    203 
     Cooper Gay Swett & Crawford Ltd.     
 99    5.00%, 04/16/2020    90 
     Evertec LLC     
 108    3.50%, 04/17/2020 ╦    106 
     Interactive Data Corp.     
 114    4.75%, 05/02/2021    114 
     ION Trading Technologies Ltd.     
 150    7.25%, 06/10/2022    144 
     National Financial Partners Corp.     
 99    4.50%, 07/01/2020    97 
     Sedgwick CMS Holdings, Inc.     
 422    3.75%, 03/01/2021 ╦    407 
 140    6.75%, 02/28/2022 ╦    131 
     Walter Investment Management Corp.     
 99    4.75%, 12/18/2020 ╦    86 
         1,615 
     Food Manufacturing - 0.6%     
     Burger King Co.     
 100    4.50%, 12/12/2021    100 
     H.J. Heinz Co.     
 362    3.50%, 06/05/2020 ╦    361 
     U.S. Foodservice, Inc.     
 222    4.50%, 03/31/2019 ╦    221 
         682 
     Health Care and Social Assistance - 1.1%     
     Alkermes, Inc.     
 98    3.50%, 09/25/2019 ╦    97 
     American Renal Holdings, Inc.     
 105    8.50%, 03/20/2020 ╦    104 
     Catalent Pharma Solutions, Inc.     
 122    4.25%, 05/20/2021    122 

 

6
 

 

The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

Senior Floating Rate Interests ♦ - 16.9% - (continued)

     
     Health Care and Social Assistance - 1.1% - (continued)     
     Community Health Systems, Inc.     
$149    4.25%, 01/27/2021 ╦   $148 
     DaVita HealthCare Partners, Inc.     
 119    3.50%, 06/24/2021    119 
     Ortho-Clinical Diagnostics, Inc.     
 139    4.75%, 06/30/2021    134 
     Salix Pharmaceuticals Ltd.     
 133    4.25%, 01/02/2020 ╦    132 
     Truven Health Analytics, Inc.     
 98    4.50%, 06/06/2019 ╦    94 
     US Renal Care, Inc.     
 196    4.25%, 07/03/2019 ╦    192 
 135    10.25%, 01/03/2020 ╦    136 
         1,278 
     Health Care Providers and Services - 0.1%     
     Medpace Holdings, Inc.     
 121    4.75%, 04/01/2021    120 
           
     Information - 2.7%     
     Cabovisao-Televisao Por Cabo S.A.     
 158    5.50%, 07/02/2019    158 
     Charter Communications Operating LLC     
 100    4.25%, 09/10/2021    100 
     Eagle Parent, Inc.     
 235    4.00%, 05/16/2018 ╦    234 
     First Data Corp.     
 750    3.67%, 03/23/2018 ╦    736 
     Intelsat Jackson Holdings S.A.     
 191    3.75%, 06/28/2019 ╦    189 
     Kronos, Inc.     
 442    4.50%, 10/30/2019 ╦    440 
 130    9.75%, 04/30/2020 ╦    132 
     La Quinta Intermediate Holdings     
 99    4.00%, 04/14/2021 ╦    98 
     Lawson Software, Inc.     
 196    3.75%, 06/03/2020 ╦    192 
     Level 3 Communications, Inc.     
 320    4.00%, 08/01/2019 ╦    317 
     MISYS plc     
 288    5.00%, 12/12/2018 ╦    289 
     West Corp.     
 116    3.25%, 06/30/2018 ╦    115 
         3,000 
     Media - 0.1%     
     Entravision Communications Corp.     
 91    3.50%, 05/31/2020 ╦    88 
           
     Mining - 0.7%     
     American Rock Salt Holdings LLC     
 219    4.75%, 05/20/2021    214 
     Arch Coal, Inc.     
 278    6.25%, 05/16/2018 ╦    198 
     BWAY Holding Co.     
 134    5.50%, 08/14/2020    135 
     Fortescue Metals Group Ltd.     
 298    3.75%, 06/30/2019 ╦    261 
         808 
     Miscellaneous Manufacturing - 0.6%     
     DigitalGlobe, Inc.     
 319    3.75%, 01/15/2020 ╦    318 
     Reynolds Group Holdings, Inc.     
 323    4.00%, 12/01/2018 ╦    319 
         637 
     Motor Vehicle and Parts Manufacturing - 0.3%     
     Navistar, Inc.     
 81    5.75%, 08/17/2017    81 
     SRAM LLC     
 286    4.02%, 04/10/2020 ╦    279 
         360 
     Other Services - 0.2%     
     Alliance Laundry Systems LLC     
 95    4.25%, 12/10/2018 ╦    94 
     Rexnord LLC     
 193    4.00%, 08/21/2020 ╦    189 
         283 
     Petroleum and Coal Products Manufacturing - 0.4%     
     Chief Exploration & Development     
 100    7.50%, 05/16/2021    87 
     Samson Investment Co.     
 100    5.00%, 09/25/2018    62 
     Seadrill Ltd.     
 228    4.00%, 02/21/2021 ╦    180 
     Shelf Drilling International Holdings Ltd.     
 100    10.00%, 10/08/2018 ╦    70 
         399 
     Pipeline Transportation - 0.5%     
     EMG Utica LLC     
 130    4.75%, 03/27/2020 ╦    114 
     EP Energy LLC     
 143    4.50%, 04/30/2019 ╦    134 
     NGPL Pipeco LLC     
 274    6.75%, 09/15/2017 ╦    257 
     Philadelphia Energy Solutions LLC     
 98    6.25%, 04/04/2018 ╦    88 
         593 
     Plastics and Rubber Products Manufacturing - 0.5%     
     Consolidated Container Co.     
 279    5.00%, 07/03/2019 ╦    269 
     Goodyear (The) Tire & Rubber Co.     
 250    4.75%, 04/30/2019 ╦    250 
         519 
     Primary Metal Manufacturing - 0.3%     
     Novelis, Inc.     
 156    3.75%, 03/10/2017 ╦    155 
     WireCo WorldGroup, Inc.     
 140    6.00%, 02/15/2017 ╦    140 
         295 
     Professional, Scientific and Technical Services - 0.8%     
     Advantage Sales & Marketing, Inc.     
 100    4.25%, 07/23/2021    99 
     AlixPartners LLP     
 196    4.00%, 07/10/2020 ╦    192 
 105    9.00%, 07/10/2021 ╦    105 
     Getty Images, Inc.     
 127    4.75%, 10/18/2019 ╦    115 
     MoneyGram International, Inc.     
 175    4.25%, 03/27/2020 ╦    162 

 

7
 

 

The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

Senior Floating Rate Interests ♦ - 16.9% - (continued)

     
     Professional, Scientific and Technical Services - 0.8% - (continued)     
     Paradigm Ltd.     
$219    4.75%, 07/30/2019 ╦   $199 
         872 
     Real Estate, Rental and Leasing - 0.3%     
     Fly Leasing Ltd.     
 236    4.50%, 08/09/2019 ╦    235 
     Realogy Corp., Extended Credit Linked Deposit     
 4    4.42%, 10/10/2016    4 
     Realogy Group LLC     
 137    3.75%, 03/05/2020 ╦    134 
         373 
     Retail Trade - 1.0%     
     Albertson's LLC     
 180    4.50%, 08/25/2021    179 
     Amscan Holdings, Inc.     
 191    4.00%, 07/27/2019 ╦    186 
     FleetPride, Inc.     
 157    5.25%, 11/19/2019 ╦    153 
     Metaldyne Performance Group, Inc.     
 99    4.25%, 10/20/2021    99 
     Michaels Stores, Inc.     
 113    3.75%, 01/28/2020 ╦    111 
     Neiman Marcus (The) Group, Inc.     
 153    4.25%, 10/25/2020 ╦    149 
     Weight Watchers International, Inc.     
 328    4.00%, 04/02/2020 ╦    220 
         1,097 
     Truck Transportation - 0.2%     
     Nexeo Solutions LLC     
 205    5.00%, 09/08/2017 ╦    195 
           
     Utilities - 0.3%     
     Calpine Corp.     
 104    4.00%, 10/09/2019 ╦    102 
     PowerTeam Services LLC     
 92    4.25%, 05/06/2020    90 
     Texas Competitive Electric Holdings Co. LLC     
 85    3.75%, 05/05/2016    85 
 100    4.66%, 10/10/2017 Ψ    62 
         339 
     Wholesale Trade - 0.2%     
     Gates Global LLC     
 190    4.25%, 07/05/2021    185 
           
     Total Senior Floating Rate Interests     
     (Cost $19,517)   $18,858 
           

U.S. Government Agencies - 37.9%

     
     FHLMC - 12.3%     
$600    3.00%, 02/15/2029 ☼Ð   $631 
 187    3.00%, 08/01/2029    199 
 1,600    3.00%, 02/15/2045 ☼Ð    1,651 
 500    3.50%, 02/15/2029 ☼Ð    531 
 482    3.50%, 08/01/2034 ‡    511 
 1,600    3.50%, 02/15/2045 ☼Ð    1,687 
 107    4.00%, 08/01/2042    116 
 167    4.00%, 09/01/2042    181 
 100    4.00%, 07/01/2044    107 
 800    4.00%, 02/15/2045 ☼Ð    856 
 800    4.00%, 03/15/2045 ☼Ð    855 
 2,800    4.50%, 02/15/2045 ☼Ð    3,032 
 100    5.00%, 02/15/2044 ☼Ð    110 
 725    5.50%, 12/01/2037 ‡    811 
 821    5.50%, 01/01/2039 ‡    919 
 1,300    5.50%, 03/15/2045 ☼Ð    1,449 
         13,646 
     FNMA - 16.6%     
 575    2.14%, 11/01/2022 ‡    583 
 426    2.15%, 10/01/2022 ‡    432 
 196    2.20%, 12/01/2022    200 
 115    2.28%, 11/01/2022    118 
 10    2.29%, 10/01/2022    10 
 101    2.34%, 11/01/2022    103 
 91    2.40%, 10/01/2022    93 
 77    2.42%, 11/01/2022    79 
 5    2.44%, 01/01/2023    5 
 82    2.47%, 11/01/2022    84 
 1,150    2.50%, 02/15/2030 ☼Ð    1,190 
 5    2.66%, 09/01/2022    5 
 615    2.66%, 03/01/2027 ☼    619 
 55    2.76%, 05/01/2021    58 
 235    2.78%, 01/30/2020 ☼    239 
 10    2.78%, 04/01/2022    11 
 123    2.78%, 03/01/2027 ☼    125 
 9    2.98%, 01/01/2022    10 
 400    3.00%, 02/15/2030 ☼Ð    420 
 1,585    3.00%, 02/15/2045 ☼Ð    1,639 
 30    3.16%, 12/01/2026    32 
 5    3.20%, 04/01/2022    5 
 50    3.21%, 05/01/2023    54 
 105    3.24%, 12/01/2026 ‡    113 
 50    3.26%, 05/01/2024    54 
 275    3.30%, 11/01/2026    297 
 200    3.30%, 12/01/2026 ‡    217 
 25    3.34%, 04/01/2024    27 
 10    3.45%, 01/01/2024    11 
 10    3.47%, 01/01/2024    11 
 900    3.50%, 02/15/2030 ☼Ð    956 
 3,600    3.50%, 02/15/2045 ☼Ð    3,803 
 25    3.67%, 08/01/2023    27 
 5    3.70%, 10/01/2023    6 
 10    3.76%, 03/01/2024    11 
 5    3.86%, 11/01/2023    6 
 15    3.86%, 12/01/2025    17 
 25    3.87%, 10/01/2025    28 
 35    3.89%, 05/01/2030    40 
 35    3.93%, 10/01/2023    39 
 10    3.96%, 05/01/2034    11 
 10    3.97%, 05/01/2029    11 
 600    4.00%, 02/15/2029 ☼Ð    635 
 71    4.00%, 08/01/2042    77 
 1,100    4.00%, 02/15/2045 ☼Ð    1,178 
 148    4.02%, 11/01/2028    171 
 20    4.06%, 10/01/2028    23 
 3,000    4.50%, 02/15/2045 ☼Ð    3,256 
 600    5.00%, 02/15/2044 ☼Ð    663 
 322    5.50%, 06/25/2042 ►    47 
 300    5.50%, 02/15/2045 Ð    335 

 

8
 

 

The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount ╬  Market Value ╪ 

U.S. Government Agencies - 37.9% - (continued)

     
     FNMA - 16.6% - (continued)     
$297    6.00%, 09/01/2039 ‡   $335 
         18,519 
     GNMA - 9.0%     
 700    3.00%, 02/15/2045 ☼Ð    726 
 3,200    3.50%, 02/15/2045 ☼Ð    3,384 
 2,500    4.00%, 03/15/2045 ☼Ð    2,662 
 903    4.50%, 09/20/2041 ‡    983 
 186    5.00%, 06/15/2041 ‡    205 
 377    5.00%, 03/15/2044 ‡    419 
 500    5.00%, 02/15/2045 ☼Ð    552 
 3    6.00%, 08/15/2032    4 
 282    6.00%, 06/15/2036 ‡    323 
 94    6.00%, 08/15/2036    106 
 70    6.00%, 12/15/2038    80 
 191    6.00%, 01/15/2039    216 
 208    6.00%, 12/15/2040 ‡    235 
 100    6.00%, 02/15/2045 ☼Ð    113 
         10,008 
     Total U.S. Government Agencies     
     (Cost $41,840)   $42,173 
           

U.S. Government Securities - 16.1%

     
U.S. Treasury Securities - 16.1%     
     U.S. Treasury Bonds - 0.7%     
$50    2.38%, 01/15/2025 ◄   $77 
 103    2.88%, 05/15/2043 ‡    116 
 70    3.13%, 02/15/2042 ‡    83 
 125    3.13%, 08/15/2044 ╦    148 
 89    3.50%, 02/15/2039 ‡    111 
 53    5.38%, 02/15/2031 ‡    78 
 125    7.25%, 05/15/2016 ‡    136 
         749 
     U.S. Treasury Notes - 15.4%     
 225    0.13%, 04/15/2016 ◄╦    242 
 250    0.13%, 04/15/2017 ◄╦    263 
 250    0.13%, 04/15/2018 ◄╦    260 
 250    0.13%, 04/15/2019 ◄╦    256 
 195    0.13%, 01/15/2022 ◄╦    206 
 175    0.13%, 07/15/2022 ◄╦    183 
 250    0.13%, 01/15/2023 ◄╦    259 
 2,725    0.13%, 07/15/2024 ◄╦    2,746 
 90    0.25%, 01/15/2025 ◄╦    92 
 135    0.38%, 07/15/2023 ◄╦    142 
 350    0.50%, 09/30/2016 ╦    351 
 350    0.50%, 11/30/2016 ╦    350 
 240    0.63%, 04/30/2018 ╦    238 
 250    0.63%, 07/15/2021 ◄╦    276 
 260    0.63%, 01/15/2024 ◄╦    277 
 250    0.75%, 03/31/2018 ╦    249 
 375    0.88%, 07/31/2019 ╦    371 
 2,775    1.00%, 05/31/2018 ╦    2,785 
 100    1.13%, 01/15/2021 ◄╦    116 
 215    1.38%, 02/28/2019 ╦    218 
 125    1.38%, 01/15/2020 ◄╦    148 
 525    1.63%, 12/31/2019 ╦    536 
 150    1.88%, 11/30/2021 ╦    154 
 125    2.13%, 01/15/2019 ◄╦    151 
 75    2.25%, 11/15/2024 ╦    79 
 75    2.38%, 01/15/2017 ◄    93 
 3,230    2.50%, 04/30/2015 ╦    3,249 
 100    2.50%, 07/15/2016 ◄╦    123 
 200    2.50%, 05/15/2024 ╦    214 
 2,065    3.25%, 03/31/2017 □    2,186 
 325    4.63%, 11/15/2016 ╦    349 
         17,162 
         17,911 
     Total U.S. Government Securities     
     (Cost $17,590)   $17,911 
           

Preferred Stocks - 0.1%

     
     Diversified Financials - 0.1%     
    Citigroup Capital XIII   $1 
 2   GMAC Capital Trust I β    56 
         57 
     Total Preferred Stocks     
     (Cost $55)   $57 
           
     Total Long-Term Investments Excluding Purchased Options     
     (Cost $131,208)   $130,780 
           
Short-Term Investments - 11.9%     
Repurchase Agreements - 11.9%     
     Bank of America Merrill Lynch Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $13, collateralized by U.S.
Treasury Note 0.88%, 2017, value of $13)
     
$13    0.04%, 1/31/15   $13 
     Bank of America Merrill Lynch TriParty
Repurchase Agreement (maturing on
02/02/2015 in the amount of $558,
collateralized by FHLMC 3.50% - 4.00%, 2032
- 2045, FNMA 1.83% - 4.50%, 2025 - 2045,
value of $569)
     
 558    0.06%, 1/31/15    558 
     Bank of Montreal  TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $4,050, collateralized by U.S.
Treasury Bill 0.04% - 0.25%, 2015 - 2016,
U.S. Treasury Bond 3.00% - 9.88%, 2015 -
2044, U.S. Treasury Note 0.25% - 4.63%,
2015 - 2022, value of $4,131)
     
 4,049    0.05%, 1/31/15    4,049 
     Bank of Montreal TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $943, collateralized by FHLMC
2.00% - 5.50%, 2022 - 2044, FNMA 3.00% -
4.00%, 2022 - 2042, GNMA 3.00%, 2043,
U.S. Treasury Bill 0.25%, 2016, U.S. Treasury
Note 0.75% - 2.50%, 2017 - 2024, value of
$962)
     
 943    0.06%, 1/31/15    943 
     Barclays Capital TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$2,698, collateralized by U.S. Treasury Note
1.50% - 2.00%, 2016 - 2023, value of $2,751)
     
 2,697    0.04%, 1/31/15    2,697 

 

9
 

 

The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

Shares or Principal Amount ╬      Market Value ╪ 
Short-Term Investments - 11.9% - (continued)          
Repurchase Agreements - 11.9% - (continued)          
     Citigroup Global Markets, Inc. TriParty
Repurchase Agreement (maturing on
02/02/2015 in the amount of $1,754,
collateralized by U.S. Treasury Bond 3.75% -
4.50%, 2038 - 2043, value of $1,789)
          
$1,754   0.05%, 1/31/15       $1,754 
     Deutsche Bank Securities TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $154, collateralized by FHLMC
2.50% - 6.50%, 2020 - 2041, FNMA 2.50% -
6.50%, 2016 - 2047, GNMA 3.50%, 2045,
U.S. Treasury Bill 0.07% - 0.25%, 2015 -
2016, U.S. Treasury Bond 2.38% - 5.38%,
2027 - 2043, U.S. Treasury Note 0.13% -
4.63%, 2015 - 2024, value of $157)
          
 154   0.05%, 1/31/15        154 
     Royal Bank of Scotland TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $645, collateralized by U.S.
Treasury Bond 8.13%, 2019, U.S. Treasury
Note 2.38% - 3.63%, 2020 - 2024, value of
$658)
          
 645   0.06%, 1/31/15        645 
     Societe Generale TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $40, collateralized by U.S.
Treasury Note 0.75% - 2.63%, 2016 - 2017,
value of $40)
          
 40   0.06%, 1/31/15        40 
     TD Securities TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$2,407, collateralized by FHLMC 3.00% -
4.00%, 2026 - 2043, FNMA 2.50% - 5.00%,
2025 - 2044, value of $2,455)
          
 2,407   0.07%, 1/31/15        2,407 
              13,260 
     Total Short-Term Investments          
     (Cost $13,260)       $13,260 
                
     Total Investments Excluding Purchased Options          
     (Cost $144,468)   129.3%  $144,040 
     Total Purchased Options          
     (Cost $331)   0.2%   254 
     Total Investments          
     (Cost $144,799) ▲   129.5%  $144,294 
     Other Assets and Liabilities   (29.5)%   (32,899)
     Total Net Assets   100.0%  $111,395 

 

10
 

 

The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

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

 

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

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

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for reporting ease. 

 

At January 31, 2015, the cost of securities for federal income tax purposes was $144,811 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $2,666 
Unrealized Depreciation   (3,183)
Net Unrealized Depreciation  $(517)

 

All principal amounts are in U.S. dollars unless otherwise indicated.
   
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, 2015, the aggregate fair 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.
   
Ψ The issuer is in bankruptcy. However, 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, 2015.
   
The interest rate disclosed for these securities represents the effective yield on the date of the acquisition.
   
Securities disclosed are interest-only strips.
   
The principal amount for this security is adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.
   
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, 2015.
   
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 noted, these holdings are determined to be liquid. At January 31, 2015, the aggregate value of these securities was $15,186, which represents 13.6% 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, as amended. 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, 2015, the aggregate value of these securities was $8,232, which represents 7.4% of total net assets.
   
β Convertible security.
   
Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.
   
Ð Represents or includes a TBA transaction.
   
This security, or a portion of this security, was purchased on a when-issued or delayed-delivery basis. The cost of these securities was $32,338 at January 31, 2015.
   
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 OTC swap contracts.

 

11
 

 

The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

Θ This security, or a portion of this security, has been pledged as collateral in connection with OTC option and/or swaption contracts.
   
This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.

 

Cash and securities pledged and received as collateral in connection with derivatives at January 31, 2015:

 

   Pledged ‡   Received * 
OTC option and/or OTC swap contracts  $   $1,682 
Total  $   $1,682 

 

As previously noted, certain securities, or a portion of these securities, are pledged as collateral in connection with certain derivative instruments. These securities are held by the Fund but are not represented in the table above.
* Securities valued at $1,057, held on behalf of the Fund at the custodian, were designated by broker(s) as collateral in connection with OTC option and/or OTC swap contracts. Since the broker retains legal title to the securities, the securities are not considered an asset of the Fund.

 

OTC Option Contracts Outstanding at January 31, 2015

 

Description  Counter -
party
  Risk
Exposure
Category
  Exercise Price/ FX Rate/
Rate
  Expiration
Date
  Number of
Contracts *
   Market
Value ╪
   Premiums
Paid by
Fund
   Unrealized
Appreciation
(Depreciation)
 
Purchased Option contracts:                                
Calls                                
BRL Call/USD Put  JPM  FX  2.41 BRL per USD  09/28/15  BRL720,000   $   $1   $(1)
CNY Call/USD Put  BOA  FX  6.15 CNY per USD  02/17/15  CNY6,000,000    1    1     
EUR Call/USD Put  BOA  FX  1.27 USD per EUR  01/07/16  EUR2,190,000    15    33    (18)
RUB Call/USD Put  GSC  FX  36.97 RUB per USD  09/02/15  RUB11,000,000        4    (4)
Total Calls               19,910,000   $16   $39   $(23)
Puts                                
PEN Put/USD Call  JPM  FX  3.01 PEN per USD  03/10/15  PEN340,000   $2   $1   $1 
                                 
Total purchased option contracts            20,250,000   $18   $40   $(22)

 

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

 

12
 

 

The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

OTC Swaption Contracts Outstanding at January 31, 2015

 

Description  Counter -
party
  Risk
Exposure
Category
  Exercise Price/ FX Rate/
Rate
  Expiration
Date
  Number of
Contracts *
   Market
Value ╪
   Premiums
Received/
Paid by
Fund Δ
   Unrealized
Appreciation
(Depreciation)
 
Purchased swaption contracts:                                
Calls                                
Interest Rate Swaption USD  JPM  IR  2.52%     01/23/25  USD380,000   $64   $57   $7 
Interest Rate Swaption USD  JPM  IR  2.38 01/30/25  USD380,000    59    59     
Total Calls               760,000   $123   $116   $7 
Puts                                
Interest Rate Swaption USD  JPM  IR  3.50 04/29/15  USD3,340,000   $   $59   $(59)
Interest Rate Swaption USD  JPM  IR  2.13 01/23/25  USD380,000    54    57    (3)
Interest Rate Swaption USD  JPM  IR  2.38 01/30/25  USD380,000    59    59     
Total Puts               4,100,000   $113   $175   $(62)
Total purchased swaption contracts         4,860,000   $236   $291   $(55)
Written swaption contracts:                                
Calls                                
Credit Default Swaption ITRX.XOV.22  BOA  CR  3.50 02/18/15  EUR3,320,000   $57   $49   $(8)
Credit Default Swaption ITRX.XOV.22  BNP  CR  3.00 02/18/15  EUR6,935,000    18    55    37 
Total Calls               10,255,000   $75   $104   $29 
Puts                                
Credit Default Swaption ITRX.XOV.22  BOA  CR  3.50 02/18/15  EUR3,320,000   $18   $43   $25 
Credit Default Swaption ITRX.XOV.22  BNP  CR  3.00 02/18/15  EUR6,935,000    117    55    (62)
Total Puts               10,255,000   $135   $98   $(37)
Total written swaption contracts         20,510,000   $210   $202   $(8)

 

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

Δ For purchased swaptions, premiums are paid by the Fund, for written swaptions, premiums are received.

 

Futures Contracts Outstanding at January 31, 2015
 
   Number of   Expiration  Notional   Market   Unrealized
Appreciation/(Depreciation)
   Variation Margin 
Description  Contracts*   Date  Amount   Value ╪   Asset   Liability   Asset   Liability 
Long position contracts:
U.S. Treasury 5-Year Note Future   47   03/31/2015  $5,683   $5,703   $20   $   $22   $ 
U.S. Treasury CME Ultra Long Term Bond Future   7   03/20/2015   1,245    1,252    7        12    (1)
Total                    $27   $   $34   $(1)
Short position contracts:                                      
U.S. Treasury 10-Year Note Future   108   03/20/2015  $13,994   $14,134   $   $(140)  $   $(75)
U.S. Treasury 2-Year Note Future   78   03/31/2015   17,094    17,142        (48)       (17)
Total                    $   $(188)  $   $(92)
Total futures contracts                    $27   $(188)  $34   $(93)

 

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

 

13
 

 

The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

Centrally Cleared Credit Default Swap Contracts Outstanding at January 31, 2015

 

   Clearing  Notional   (Pay)/ Receive
Fixed
  Expiration      Market   Unrealized
Appreciation/
(Depreciation)
   Variation Margin 
Reference Entity  House (a)  Amount (b)   Rate  Date  Cost Basis   Value ╪   Asset   Liability   Asset   Liability 
Credit default swaps on indices:
Buy protection:
CDX.NA.HY.23  CME  USD 8,620   (5.00)%  12/20/19  $(436)  $(479)  $   $(43)  $20   $ 
CDX.NA.IG.23  CME  USD8,530   (1.00)%  12/20/19   (123)   (119)   4        8     
ITRAXX.XOV.22  ICE  EUR2,375   (5.00)%  12/20/19   (219)   (206)   13        12     
Total                $(778)  $(804)  $17   $(43)  $40   $ 
Total centrally cleared contracts         $(778)  $(804)  $17   $(43)  $40   $ 

 

(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.

 

OTC Credit Default Swap Contracts Outstanding at January 31, 2015

 

   Counter-  Notional   (Pay)/ Receive Fixed
Rate/ Implied
  Expiration  Upfront
Premiums
   Upfront
Premiums
   Market   Unrealized Appreciation/
(Depreciation)
 
Reference Entity  party  Amount (a)   Credit Spread (b)  Date  Paid   Received   Value ╪   Asset   Liability 
Credit default swaps on indices:
Buy protection:
ABX.HE.AA.06-1  JPM  USD213   (0.32)%  07/25/45  $55   $   $44   $   $(11)
ABX.HE.AAA.06-1  BCLY  USD9   (0.18)%  07/25/45   1                (1)
ABX.HE.AAA.06-1  BOA  USD15   (0.18)%  07/25/45                    
ABX.HE.AAA.06-1  GSC  USD27   (0.18)%  07/25/45   3        1        (2)
ABX.HE.AAA.06-1  JPM  USD9   (0.18)%  07/25/45                    
ABX.HE.AAA.06-1  JPM  USD52   (0.18)%  07/25/45   1        1         
ABX.HE.AAA.06-1  MSC  USD36   (0.18)%  07/25/45   2        1        (1)
ABX.HE.AAA.06-1  MSC  USD9   (0.18)%  07/25/45                    
ABX.HE.AAA.06-2  BOA  USD536   (0.11)%  05/25/46   111        107        (4)
ABX.HE.AAA.07  MSC  USD100   (0.09)%  08/25/37   26        26         
ABX.HE.AAA.07-1  CSI  USD295   (0.09)%  08/25/37   86        77        (9)
ABX.HE.AAA.07-1  GSC  USD116   (0.09)%  08/25/37   29        30    1     
ABX.HE.AAA.07-1  MSC  USD478   (0.09)%  08/25/37   116        124    8     
ABX.HE.PENAAA.06-2  BCLY  USD32   (0.11)%  05/25/46   9        4        (5)
ABX.HE.PENAAA.06-2  GSC  USD178   (0.11)%  05/25/46   45        25        (20)
ABX.HE.PENAAA.06-2  JPM  USD57   (0.11)%  05/25/46   8        8         
ABX.HE.PENAAA.06-2  JPM  USD241   (0.11)%  05/25/46   59        33        (26)
ABX.HE.PENAAA.06-2  MSC  USD192   (0.11)%  05/25/46   42        27        (15)
ABX.HE.PENAAA.07-1  BCLY  USD274   (0.09)%  08/25/37   120        62        (58)
CDX.EM.22  BNP  USD1,040   (1.00)%  12/20/19   125        134    9     
CDX.EM.22  DEUT  USD1,090   (1.00)%  12/20/19   129        140    11     
CDX.EM.22  GSC  USD2,820   (1.00)%  12/20/19   337        364    27     
CMBX.NA.A.7  JPM  USD205   (2.00)%  01/17/47       (4)   1    5     
CMBX.NA.AA.2  BOA  USD401   (0.15)%  03/15/49   152        130        (22)
CMBX.NA.AA.2  CSI  USD226   (0.15)%  03/15/49   69        73    4     
CMBX.NA.AA.2  JPM  USD273   (0.15)%  03/15/49   103        89        (14)
CMBX.NA.AA.2  MSC  USD127   (0.15)%  03/15/49   50        41        (9)
CMBX.NA.AA.7  CSI  USD255   (1.50)%  01/17/47       (2)   1    3     
CMBX.NA.AA.7  CSI  USD520   (1.50)%  01/17/47   3        3         
CMBX.NA.AA.7  MSC  USD225   (1.50)%  01/17/47       (3)   1    4     
CMBX.NA.AJ.1  JPM  USD155   (0.84)%  10/12/52   10        3        (7)
CMBX.NA.AJ.1  MSC  USD140   (0.84)%  10/12/52   10        3        (7)
CMBX.NA.AJ.2  CSI  USD243   (1.09)%  03/15/49   20        21    1     
CMBX.NA.AJ.2  DEUT  USD307   (1.09)%  03/15/49   27        26        (1)
CMBX.NA.AJ.2  GSC  USD99   (1.09)%  03/15/49   8        9    1     
CMBX.NA.AJ.4  CSI  USD538   (0.96)%  02/17/51   100        108    8     
CMBX.NA.AJ.4  DEUT  USD199   (0.96)%  02/17/51   39        40    1     

 

14
 

 

The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

OTC Credit Default Swap Contracts Outstanding at January 31, 2015 - (continued)

 

    Counter-   Notional     (Pay)/ Receive Fixed
Rate/ Implied
  Expiration   Upfront
Premiums
    Upfront
Premiums
    Market     Unrealized Appreciation/
(Depreciation)
 
Reference Entity   party   Amount (a)     Credit Spread (b)   Date   Paid     Received     Value ╪     Asset     Liability  
Credit default swaps on indices: - (continued)
Buy protection: - (continued)
CMBX.NA.AJ.4   GSC   USD 458     (0.96)%   02/17/51   $ 80     $     $ 92     $ 12     $  
CMBX.NA.AJ.4   MSC   USD 164     (0.96)%   02/17/51     29             33       4        
CMBX.NA.AJ.4   MSC   USD 453     (0.96)%   02/17/51     137             91             (46 )
CMBX.NA.AM.2   CSI   USD 425     (0.50)%   03/15/49     26             3             (23 )
CMBX.NA.AM.2   DEUT   USD 170     (0.50)%   03/15/49     10             1             (9 )
CMBX.NA.AM.2   JPM   USD 35     (0.50)%   03/15/49     1                         (1 )
CMBX.NA.AM.2   MSC   USD 575     (0.50)%   03/15/49     28             4             (24 )
CMBX.NA.AM.4   GSC   USD 160     (0.50)%   02/17/51     25             5             (20 )
CMBX.NA.AM.4   JPM   USD 20     (0.50)%   02/17/51     2             1             (1 )
CMBX.NA.AS.6   CSI   USD 455     (1.00)%   05/11/63     6             5             (1 )
CMBX.NA.AS.7   CSI   USD 240     (1.00)%   01/17/47     6             5             (1 )
CMBX.NA.AS.7   CSI   USD 45     (1.00)%   01/17/47     1             1              
CMBX.NA.AS.7   GSC   USD 195     (1.00)%   01/17/47     5             4             (1 )
Total                       $ 2,251     $ (9 )   $ 2,002     $ 99     $ (339 )
Sell protection:
CMBX.NA.A.2   BOA   USD 117     0.25%   03/15/49   $     $ (67 )   $ (77 )   $     $ (10 )
CMBX.NA.AAA.6   BOA   USD 615     0.50%   05/11/63           (13 )     (14 )           (1 )
CMBX.NA.AAA.6   BOA   USD 365     0.50%   05/11/63           (10 )     (9 )     1        
CMBX.NA.AAA.6   CSI   USD 1,380     0.50%   05/11/63           (29 )     (32 )           (3 )
CMBX.NA.AAA.6   CSI   USD 8,145     0.50%   05/11/63           (200 )     (193 )     7        
CMBX.NA.AAA.6   DEUT   USD 965     0.50%   05/11/63           (24 )     (23 )     1        
CMBX.NA.AAA.6   DEUT   USD 370     0.50%   05/11/63           (6 )     (9 )           (3 )
CMBX.NA.AAA.6   GSC   USD 130     0.50%   05/11/63           (3 )     (3 )            
CMBX.NA.AAA.6   JPM   USD 975     0.50%   05/11/63           (32 )     (23 )     9        
CMBX.NA.AAA.6   MSC   USD 280     0.50%   05/11/63           (7 )     (7 )            
CMBX.NA.AAA.6   MSC   USD 165     0.50%   05/11/63           (5 )     (4 )     1        
CMBX.NA.AAA.6   UBS   USD 3,165     0.50%   05/11/63           (124 )     (75 )     49        
CMBX.NA.AAA.6   UBS   USD 235     0.50%   05/11/63           (6 )     (6 )            
CMBX.NA.AAA.7   BOA   USD 290     0.50%   01/17/47           (7 )     (10 )           (3 )
CMBX.NA.AAA.7   CSI   USD 295     0.50%   01/17/47           (8 )     (10 )           (2 )
CMBX.NA.BB.6   BCLY   USD 104     5.00%   05/11/63     1                         (1 )
CMBX.NA.BB.6   BOA   USD 380     5.00%   05/11/63           (4 )     (2 )     2        
CMBX.NA.BB.6   BOA   USD 225     5.00%   05/11/63           (1 )     (1 )            
CMBX.NA.BB.6   CSI   USD 190     5.00%   05/11/63           (1 )     (1 )            
CMBX.NA.BB.6   CSI   USD 425     5.00%   05/11/63     6             (2 )           (8 )
CMBX.NA.BB.6   MSC   USD 655     5.00%   05/11/63           (42 )     (3 )     39        
CMBX.NA.BB.6   UBS   USD 5     5.00%   05/11/63                              
CMBX.NA.BB.7   BOA   USD 105     5.00%   01/17/47           (5 )     (3 )     2        
CMBX.NA.BB.7   BOA   USD 100     5.00%   01/17/47           (3 )     (3 )            
CMBX.NA.BB.7   CSI   USD 460     5.00%   01/17/47           (19 )     (12 )     7        
CMBX.NA.BB.7   DEUT   USD 155     5.00%   01/17/47           (4 )     (4 )            
CMBX.NA.BB.7   MSC   USD 80     5.00%   01/17/47           (1 )     (2 )           (1 )
CMBX.NA.BB.8   BOA   USD 145     5.00%   10/17/57           (10 )     (10 )            
CMBX.NA.BB.8   CSI   USD 45     5.00%   10/17/57           (3 )     (3 )            
CMBX.NA.BBB-.7   CSI   USD 109     3.00%   01/17/47           (7 )     (3 )     4        
CMBX.NA.BBB-.7   UBS   USD 135     3.00%   01/17/47           (7 )     (3 )     4        
PrimeX.ARM.2   MSC   USD 43     4.58%   12/25/37     1             1              
PrimeX.ARM.2   MSC   USD 343     4.58%   12/25/37           (26 )     11       37        
Total                       $ 8     $ (674 )   $ (535 )   $ 163     $ (32 )
Total traded indices                       $ 2,259     $ (683 )   $ 1,467     $ 262     $ (371 )
Credit default swaps on single-name issues:
Buy protection:
Brazil (Federative Republic of)   GSC   USD 210     (1.00)% / 2.21%   12/20/19   $ 9     $     $ 12     $ 3     $  
Brazil (Federative Republic of)   JPM   USD 215     (1.00)% / 2.21%   12/20/19     11             12       1        

  

15
 

 

The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

 

OTC Credit Default Swap Contracts Outstanding at January 31, 2015 - (continued)

 

   Counter-  Notional   (Pay)/ Receive Fixed
Rate/ Implied
  Expiration  Upfront
Premiums
   Upfront
Premiums
   Market   Unrealized Appreciation/
(Depreciation)
 
Reference Entity  party  Amount (a)   Credit Spread (b)  Date  Paid   Received   Value ╪   Asset   Liability 
Credit default swaps on single-name issues: - (continued)
Buy protection: - (continued)
Darden Restaurants, Inc.  BCLY  USD325   (1.00)% / 1.30%  12/20/19  $12   $   $4   $   $(8)
Russia (Federation of)  GSC  USD440   (1.00)% / 6.29%  12/20/19   94        93        (1)
Total                $126   $   $121   $4   $(9)
Sell protection:
Bank of America Corp.  CSI  USD945   1.00% / 0.45%  12/20/17  $   $(20)  $15   $35   $ 
Bank of America Corp.  GSC  USD2,200   1.00% / 0.43%  09/20/17       (153)   33    186     
Citigroup, Inc.  GSC  USD2,350   1.00% / 0.50%  09/20/17       (153)   31    184     
Citigroup, Inc.  GSC  USD785   1.00% / 0.53%  12/20/17       (14)   11    25     
Goldman Sachs Group, Inc.  CSI  USD495   1.00% / 0.60%  12/20/17       (15)   6    21     
Goldman Sachs Group, Inc.  UBS  USD1,100   1.00% / 0.57%  09/20/17       (82)   12    94     
Morgan Stanley  BCLY  USD1,100   1.00% / 0.52%  09/20/17       (123)   14    137     
Morgan Stanley  GSC  USD520   1.00% / 0.55%  12/20/17       (26)   7    33     
Total                $   $(586)  $129   $715   $ 
Total single-name issues                $126   $(586)  $250   $719   $(9)
Total OTC contracts                $2,385   $(1,269)  $1,717   $981   $(380)

 

(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.
   
(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, 2015. 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.

 

OTC Total Return Swap Contracts Outstanding at January 31, 2015

 

      Notional   Payments received  Expiration  Upfront
Premiums
   Upfront
Premiums
   Market   Unrealized
Appreciation/(Depreciation)
 
Reference Entity  Counterparty  Amount   (paid) by Fund  Date  Paid   Received   Value ╪   Asset   Liability 
CPURNSA  JPM  USD6,050   (1.84)% Fixed  01/15/25  $   $   $6   $6   $ 
JPM CORP EMBI †  JPM  USD3,400   3M LIBOR - 1.25%  06/24/15           (23)       (23)
Total                $   $   $(17)  $6   $(23)

 

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, 2015, the aggregate market value of these securities was $(23), which rounds to zero percent of total net assets.

 

16
 

 

The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

TBA Sale Commitments Outstanding at January 31, 2015

 

Description  Principal
Amount
   Maturity Date  Market Value ╪   Unrealized
Appreciation/
Depreciation
 
FHLMC, 5.50%  $1,600   02/15/2044  $1,786   $2 
FNMA, 3.50%   500   02/15/2030   531    (2)
FNMA, 5.50%   600   02/15/2045   671     
GNMA, 3.50%   700   02/15/2045   739    (2)
GNMA, 4.50%   200   02/15/2040   218     
GNMA, 4.50%   1,000   02/15/2045   1,086    (3)
Total          $5,031   $(5)

 

At January 31, 2015, the aggregate market value of these securities represents 4.5% of total net assets.

 

17
 

 

The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

Foreign Currency Contracts Outstanding at January 31, 2015

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
AUD  Buy  02/27/2015  CBA  $136   $130   $   $(6)
AUD  Buy  02/27/2015  GSC   279    263        (16)
AUD  Buy  02/27/2015  SSG   280    263        (17)
BRL  Buy  03/03/2015  UBS   258    250        (8)
BRL  Sell  03/03/2015  MSC   252    250    2     
CAD  Buy  02/27/2015  RBC   677    633        (44)
CAD  Sell  02/27/2015  BCLY   133    130    3     
CAD  Sell  02/27/2015  BOA   324    316    8     
CAD  Sell  02/27/2015  DEUT   295    288    7     
CAD  Sell  02/27/2015  TDS   163    159    4     
CHF  Sell  02/27/2015  CSFB   854    950        (96)
COP  Buy  03/18/2015  CBK   210    208        (2)
COP  Sell  03/18/2015  BOA   679    670    9     
COP  Sell  03/16/2015  HSBC   71    69    2     
COP  Sell  03/16/2015  SSG   68    65    3     
EUR  Buy  02/27/2015  BOA   270    259        (11)
EUR  Buy  03/18/2015  NAB   1    1         
EUR  Sell  02/27/2015  BOA   4,171    3,985    186     
EUR  Sell  09/18/2015  CBK   175    153    22     
EUR  Sell  02/27/2015  GSC   207    208        (1)
EUR  Sell  02/27/2015  HSBC   281    269    12     
EUR  Sell  02/27/2015  JPM   160    156    4     
EUR  Sell  03/18/2015  MSC   1    1         
EUR  Sell  03/18/2015  NAB   469    428    41     
GBP  Buy  02/06/2015  BCLY   364    361        (3)
GBP  Buy  02/27/2015  DEUT   684    681        (3)
GBP  Sell  03/18/2015  BCLY   364    361    3     
GBP  Sell  02/06/2015  BOA   126    120    6     
GBP  Sell  02/06/2015  DEUT   45    45         
GBP  Sell  02/27/2015  DEUT   822    819    3     
GBP  Sell  02/27/2015  JPM   545    539    6     
GBP  Sell  02/06/2015  MSC   205    196    9     
JPY  Buy  02/27/2015  GSC   276    281    5     
JPY  Buy  02/27/2015  JPM   341    345    4     
JPY  Sell  02/27/2015  BOA   548    550        (2)
JPY  Sell  02/27/2015  NAB   728    735        (7)
JPY  Sell  02/27/2015  TDS   142    143        (1)
MYR  Buy  02/13/2015  BOA   212    204        (8)
MYR  Sell  02/13/2015  BCLY   452    418    34     
RON  Buy  03/16/2015  BNP   305    280        (25)
RSD  Buy  09/18/2015  CBK   162    140        (22)
RUB  Sell  03/18/2015  JPM   92    86    6     
TRY  Sell  03/18/2015  BCLY   225    215    10     
Total                     $389   $(272)

 

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 Unconstrained Bond Fund

Schedule of Investments – (continued)

January 31, 2015 (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.  
MSC Morgan Stanley
NAB National Australia Bank Limited
RBC RBC Dominion Securities, Inc.
SSG State Street Global Markets LLC
TDS TD Securities, Inc.
UBS UBS AG
 
Currency Abbreviations:
AUD Australian Dollar  
BRL Brazilian Real  
CAD Canadian Dollar  
CHF Swiss Franc  
CNY Chinese Yuan Renminbi  
COP Colombian Peso  
DOP Dominican Peso  
EUR EURO  
GBP British Pound  
IDR Indonesian New Rupiah  
INR Indian Rupee  
JPY Japanese Yen  
MXN Mexican New Peso  
MYR Malaysian Ringgit  
NGN Nigerian Naira  
PEN Peruvian New Sol  
RON New Romanian Leu  
RSD Serbian Dinar  
RUB Russian New Ruble  
TRY Turkish New Lira  
USD U.S. Dollar  
UYU Uruguayan Peso  
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
CPURNSA Consumer Price All Urban Non-Seasonally Adjusted
EMBI Emerging Markets Bond Index
ITRAXX.XOV Markit iTraxx Index - Europe Crossover
PrimeX.ARM Markit PrimeX Adjustable Rate Mortgage Backed Security

 

Other Abbreviations:

CLO Collateralized Loan Obligation
CR Credit
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
FX Foreign Exchange
GNMA Government National Mortgage Association
IR Interest Rate
LIBOR London Interbank Offered Rate
OTC Over-the-Counter
TBA To Be Announced

 

Credit Exposure
as of January 31, 2015
Credit Rating *  Percentage of
Net Assets
 
Aaa/ AAA   41.8%
Aa/ AA   17.7 
A   0.8 
Baa/ BBB   9.6 
Ba/ BB   15.5 
B   14.9 
Caa/ CCC or Lower   10.1 
Not Rated   6.9 
Non-Debt Securities and Other Short-Term Instruments   12.2 
Other Assets and Liabilities   (29.5)
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 (Moody's) and typically range from AAA/Aaa (highest) to C/D (lowest). Presentation of S&P and Moody's credit ratings in this report have been selected for informational purposes for shareholders, as well as the Fund's consideration of industry practice. 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 the Fund's shares. Ratings may change.

 

19
 

 

The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

Investment Valuation Hierarchy Level Summary

January 31, 2015

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Asset and Commercial Mortgage Backed Securities  $22,647   $   $17,907   $4,740 
Corporate Bonds   20,863        20,779    84 
Foreign Government Obligations   7,368        7,368     
Municipal Bonds   903        903     
Preferred Stocks   57    57         
Senior Floating Rate Interests   18,858        18,858     
U.S. Government Agencies   42,173        41,190    983 
U.S. Government Securities   17,911    884    17,027     
Short-Term Investments   13,260        13,260     
Purchased Options   254    118    136     
Total  $144,294   $1,059   $137,428   $5,807 
Foreign Currency Contracts *  $389   $   $389   $ 
Futures *   27    27         
Swaps - Credit Default *   998        998     
Swaps - Total Return *   6        6     
Total  $1,420   $27   $1,393   $ 
Liabilities:                    
TBA Sale Commitments  $5,031   $   $5,031   $ 
Written Options   210        210     
Total  $5,241   $   $5,241   $ 
Foreign Currency Contracts *  $272   $   $272   $ 
Futures *   188    188         
Swaps - Credit Default *   423        423     
Swaps - Total Return *   23            23 
Total  $906   $188   $695   $23 

 

For the three-month period ended January 31, 2015, investments valued at $297 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 mean 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, 2015 (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, 2014
   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, 2015
 
Assets:                                             
Asset & Commercial Mortgage Backed Securities   $4,951   $161   $(134)†  $50   $645   $(933)  $   $   $4,740 
Corporate Bonds    282          —        84            (282)   84 
U.S. Government Agencies              —§        983                983 
Total   $5,233   $161   $(134)  $50   $1,712   $(933)  $   $(282)  $5,807 
                                              
Liabilities:                                             
Swaps**   $11   $  — ††  $13‡‡  $   $   $   $   $   $23 
Total   $11   $   $13   $   $   $   $   $   $23 

 

* 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, 2015 was $(16).
Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2015 rounds to zero.
§ Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2015 was zero.
** 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, 2015 was $53.
‡‡ Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2015 was $(23).

 

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 World Bond Fund

Schedule of Investments

January 31, 2015 (Unaudited)

(000’s Omitted)

 

 

Shares or Principal Amount ╬  Market Value ╪ 
Asset and Commercial Mortgage Backed Securities - 13.3%     
     Cayman Islands - 2.5%     
     A Voce CLO Ltd.     
$5,000   1.69%, 07/15/2026 ■Δ  $4,968 
     Apidos CLO XVIII     
 4,500   1.65%, 07/22/2026 ■Δ   4,471 
     Ares CLO Ltd.     
 2,599   1.08%, 04/20/2023 ■Δ   2,586 
 2,995   1.68%, 04/20/2023 ■Δ   2,924 
 3,845   1.75%, 04/17/2026 ■Δ   3,836 
     Atrium CDO Corp.     
 1,735   1.99%, 11/16/2022 ■Δ   1,704 
     Babson CLO Ltd.     
 2,725   1.33%, 04/20/2025 ■Δ   2,675 
     Cent CLO L.P.     
 2,780   1.72%, 07/27/2026 ■Δ   2,772 
     Dryden Senior Loan Fund     
 4,575   1.48%, 07/17/2023 ■Δ   4,533 
     Gramercy Park CLO Ltd.     
 2,235   1.53%, 07/17/2023 ■Δ   2,235 
     ING Investment Management CLO Ltd.     
 4,175   1.43%, 03/14/2022 ■Δ   4,138 
     Limerock CLO     
 4,130   1.73%, 04/18/2026 ■Δ   4,110 
     Madison Park Funding Ltd.     
 1,585   2.46%, 04/22/2022 ■Δ   1,576 
 2,245   2.64%, 01/27/2026 ■Δ   2,231 
     Magnetite CLO Ltd.     
 4,365   1.70%, 07/25/2026 ■Δ   4,338 
 2,290   1.71%, 04/15/2026 ■Δ   2,283 
     Neuberger Berman CLO XVII Ltd.     
 4,245   1.63%, 08/04/2025 ■Δ   4,220 
     OZLM Funding Ltd.     
 11,510   1.78%, 04/17/2026 ■Δ   11,485 
     Race Point CLO Ltd.     
 3,825   2.38%, 05/24/2023 ■Δ   3,756 
     Seneca Park CLO Ltd.     
 1,555   1.70%, 07/17/2026 ■Δ   1,556 
     Symphony CLO XV Ltd.     
 6,095   1.65%, 10/17/2026 ■Δ   6,065 
     Voya CLO Ltd.     
 1,725   1.68%, 07/17/2026 ■Δ   1,721 
         80,183 
     United Kingdom - 0.1%     
     Granite Master Issuer plc     
 1,211   0.24%, 12/20/2054 ■Δ   1,200 
 371   0.25%, 12/17/2054 Δ   368 
 771   0.25%, 12/20/2054 Δ   767 
 334   0.31%, 12/20/2054 Δ   332 
 416   0.35%, 12/17/2054 Δ   413 
         3,080 
     United States - 10.7%     
     Adjustable Rate Mortgage Trust     
 852   0.44%, 11/25/2035 Δ   775 
     Ally Master Owner Trust     
 1,245   1.54%, 09/15/2019   1,247 
     American Credit Acceptance Receivables     
 2,850   1.14%, 03/12/2018 ■   2,852 
 1,085   1.33%, 07/10/2018 ■   1,086 
 169   1.64%, 11/15/2016 ■   169 
 1,915   3.96%, 05/15/2019 ■   1,936 
     American Home Mortgage Assets Trust     
 139   0.29%, 03/25/2047 Δ   112 
 841   0.36%, 10/25/2046 Δ   593 
 622   1.05%, 10/25/2046 Δ   450 
     American Money Management Corp.     
 4,615   1.71%, 07/27/2026 ■Δ   4,583 
     AmeriCredit Automobile Receivables Trust     
 435   0.74%, 11/08/2016   435 
 465   1.69%, 11/08/2018   467 
 1,780   2.35%, 12/10/2018   1,800 
 31   3.34%, 04/08/2016   31 
     Apidos CLO     
 2,900   1.33%, 04/15/2025 ■Δ   2,831 
 3,840   1.68%, 01/19/2025 ■Δ   3,813 
 2,005   2.60%, 01/16/2027 ■○☼   2,005 
     Ares CLO Ltd.     
 4,040   1.73%, 10/12/2023 ■Δ   4,046 
     Banc of America Funding Corp.     
 2,188   0.40%, 02/20/2047 Δ   1,876 
 380   5.77%, 05/25/2037   336 
 501   5.85%, 01/25/2037   401 
     Bear Stearns Adjustable Rate Mortgage Trust     
 2,313   2.29%, 08/25/2035 Δ   2,327 
 1,546   2.74%, 07/25/2036 Δ   1,310 
 1,566   4.90%, 06/25/2047 Δ   1,405 
     Bear Stearns Alt-A Trust     
 794   0.49%, 08/25/2036 Δ   602 
 1,993   0.67%, 01/25/2036 Δ   1,532 
 889   2.66%, 09/25/2035 Δ   814 
 223   2.68%, 08/25/2036 Δ   162 
     Bear Stearns Mortgage Funding Trust     
 660   0.37%, 02/25/2037 Δ   492 
     Cabela's Master Credit Card Trust     
 1,805   0.82%, 08/16/2021 ■Δ   1,817 
     Cal Funding II Ltd.     
 512   3.47%, 10/25/2027 ■   521 
     Carlyle Global Market Strategies     
 3,390   1.35%, 07/15/2025 ■Δ   3,312 
 875   1.38%, 04/18/2025 ■Δ   858 
     Cent CLO L.P.     
 3,970   1.71%, 01/25/2026 ■Δ   3,960 
     CFCRE Commercial Mortgage Trust     
 1,935   3.83%, 12/15/2047   2,107 
     Chase Issuance Trust     
 4,700   0.60%, 09/15/2020 Δ   4,714 
     ChaseFlex Trust     
 254   5.50%, 06/25/2035   233 
     CHL Mortgage Pass-Through Trust     
 1,891   0.51%, 03/25/2035 Δ   1,549 
 3,062   2.42%, 06/20/2035 Δ   2,920 
 2,538   2.66%, 04/25/2037 Δ   2,267 
     CIFC Funding Ltd.     
 4,065   1.75%, 04/18/2025 ■Δ   4,047 

 

1
 

 

The Hartford World Bond Fund

Schedule of Investments(continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

 

Shares or Principal Amount ╬  Market Value ╪ 
Asset and Commercial Mortgage Backed Securities - 13.3% - (continued)  
     United States - 10.7% - (continued)     
     Citigroup Commercial Mortgage Trust     
$2,320   1.91%, 06/15/2033 ■Δ  $2,307 
 770   4.40%, 03/10/2047 ■Δ   638 
     Citigroup Mortgage Loan Trust, Inc.     
 720   2.51%, 07/25/2036 Δ   479 
     Citigroup/Deutsche Bank Commercial Mortgage Trust     
 8   5.89%, 11/15/2044   8 
     Cobalt CMBS Commercial Funding Corp.     
 1,175   5.25%, 08/15/2048   1,207 
     Commercial Mortgage Loan Trust     
 4,305   6.04%, 12/10/2049 Δ   4,638 
     Commercial Mortgage Pass-Through Certificates     
 2,605   2.85%, 10/15/2045   2,681 
 2,140   4.02%, 07/10/2045   2,376 
 2,950   4.05%, 04/10/2047   3,278 
     Commercial Mortgage Trust     
 1,680   4.35%, 03/10/2046 ■Δ   1,147 
 1,885   4.58%, 10/15/2045 ■Δ   1,544 
     Community or Commercial Mortgage Trust     
 1,880   4.24%, 07/10/2045 Δ   2,131 
     Connecticut Avenue Securities Series     
 2,930   2.12%, 11/25/2024 Δ   2,936 
 2,804   2.17%, 10/25/2023 Δ   2,822 
 4,630   3.17%, 07/25/2024 Δ   4,150 
     Consumer Portfolio Services, Inc.     
 57   2.78%, 06/17/2019 ■   58 
     Countrywide Alternative Loan Trust     
 861   0.31%, 04/25/2047 Δ   714 
 934   0.44%, 01/25/2036 Δ   830 
 584   0.49%, 11/25/2035 Δ   464 
 734   0.67%, 12/25/2035 Δ   527 
 1,128   0.97%, 12/25/2035 Δ   930 
 1,135   5.75%, 05/25/2036   962 
 510   6.00%, 05/25/2036   432 
 791   6.50%, 08/25/2037   559 
     Countrywide Home Loans, Inc.     
 1,021   2.54%, 09/25/2047 Δ   909 
 1,658   4.83%, 11/20/2035 Δ   1,487 
     CPS Automotive Trust     
 2,284   1.64%, 04/16/2018 ■   2,289 
 743   1.94%, 03/16/2020 ■   744 
     Credit Acceptance Automotive Loan Trust     
 1,360   1.21%, 10/15/2020 ■   1,361 
     Credit Suisse Commercial Mortgage Trust     
 3,319   3.50%, 08/25/2043 ■   3,397 
 70   5.97%, 02/15/2041 Δ   77 
     Credit Suisse Mortgage Trust     
 1,117   5.75%, 03/25/2036   1,014 
     CS First Boston Mortgage Securities Corp.     
 140   4.88%, 04/15/2037   140 
     DB Master Finance LLC     
 915   3.26%, 02/20/2045 ■   925 
     DBUBS Mortgage Trust     
 2,949   1.37%, 01/01/2021 ■►   68 
     Downey S & L Association Mortgage Loan Trust     
 2,134   1.03%, 03/19/2046 Δ   1,643 
     Dryden Senior Loan Fund     
3,990   1.58%, 04/18/2026 ■Δ  3,954 
 7,900   1.71%, 07/15/2026 ■Δ   7,875 
     Eaton Vance CLO Ltd.     
 2,455   1.68%, 07/15/2026 ■Δ   2,443 
     Enterprise Fleet Financing LLC     
 915   0.93%, 04/20/2018 ■   916 
 2,010   1.51%, 03/20/2019 ■   2,027 
     First Investors Automotive Owner Trust     
 364   0.90%, 10/15/2018 ■   364 
     Ford Credit Floorplan Master Owner Trust     
 500   1.69%, 09/15/2019 Δ   501 
     GMAC Mortgage Corp. Loan Trust     
 696   2.93%, 09/19/2035 Δ   650 
 1,024   2.97%, 04/19/2036 Δ   904 
     GreenPoint Mortgage Funding Trust     
 638   0.43%, 10/25/2045 Δ   527 
     Greenwich Capital Commercial Funding Corp.     
 735   5.44%, 03/10/2039 Δ   783 
 400   5.74%, 12/10/2049   434 
 144   5.82%, 07/10/2038 Δ   151 
     GS Mortgage Securities Trust     
 2,470   3.38%, 05/10/2045   2,624 
 615   3.67%, 04/10/2047 ■Δ   433 
 1,300   4.87%, 04/10/2047 ■Δ   1,275 
     GSAA Home Equity Trust     
 296   0.22%, 12/25/2046 Δ   198 
 2,143   0.24%, 12/25/2046 Δ   1,157 
 1,828   0.25%, 02/25/2037 Δ   991 
 48   0.26%, 03/25/2037 Δ   25 
 2,932   0.29%, 05/25/2047 Δ   2,092 
 2,010   0.40%, 04/25/2047 Δ   1,324 
 2,143   0.49%, 04/25/2047 Δ   1,423 
     GSR Mortgage Loan Trust     
 1,159   2.59%, 07/25/2035 Δ   1,122 
 2,832   2.63%, 01/25/2036 Δ   2,620 
 328   2.70%, 05/25/2037 Δ   270 
     Harborview Mortgage Loan Trust     
 986   0.35%, 01/19/2038 Δ   836 
 3,417   0.40%, 12/19/2036 Δ   2,428 
 265   0.49%, 09/19/2035 Δ   206 
 2,157   0.51%, 01/19/2035 Δ   1,507 
     Hilton USA Trust     
 966   2.91%, 11/05/2030 ■Δ   965 
     HLSS Servicer Advance Receivables     
 2,286   1.50%, 01/16/2046 ■   2,263 
 3,230   1.98%, 11/15/2046 ■   3,173 
 2,300   1.99%, 10/15/2045 ■   2,283 
 1,620   2.22%, 01/15/2047 ■   1,588 
 3,555   2.48%, 10/15/2045 ■   3,577 
     Home Equity Loan Trust     
 1,322   2.35%, 11/25/2035 Δ   1,255 
     IMPAC Commercial Mortgage Backed Trust     
 876   0.97%, 10/25/2034 Δ   835 
     IndyMac Index Mortgage Loan Trust     
 1,813   0.37%, 10/25/2036 Δ   1,541 
 95   0.41%, 07/25/2035 Δ   86 
 864   0.45%, 07/25/2035 Δ   722 

 

2
 

  

The Hartford World Bond Fund

Schedule of Investments(continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

 

Shares or Principal Amount ╬  Market Value ╪ 
Asset and Commercial Mortgage Backed Securities - 13.3% - (continued)    
     United States - 10.7% - (continued)     
     IndyMac Index Mortgage Loan Trust - (continued)     
$1,619   0.57%, 07/25/2046 Δ  $899 
 578   2.48%, 08/25/2035 Δ   463 
 359   2.56%, 09/25/2036 Δ   304 
 1,522   2.56%, 12/25/2036 Δ   1,329 
     ING Investment Management CLO Ltd.     
 3,970   1.73%, 04/18/2026 ■Δ   3,961 
     JP Morgan Chase Commercial Mortgage Securities Corp.     
 1,209   1.67%, 02/12/2051 Δ   1,160 
 2,124   2.75%, 10/15/2045 ■   1,678 
 950   2.83%, 10/15/2045   975 
 700   4.00%, 08/15/2046 ■   626 
 2,825   4.17%, 08/15/2046   3,127 
 1,536   4.42%, 12/15/2047 ■Δ   1,357 
 1,690   4.67%, 10/15/2045 ■Δ   1,737 
 90   5.24%, 01/12/2043 Δ   92 
 4,640   5.70%, 02/12/2049 Δ   4,989 
     JP Morgan Mortgage Trust     
 3,779   2.57%, 02/25/2035 Δ   3,830 
 1,212   2.78%, 05/25/2036 Δ   1,112 
 3,417   3.00%, 09/25/2044 ■   3,456 
 292   6.00%, 01/25/2037   265 
     JPMBB Commercial Mortgage Securities Trust     
 70,510   0.89%, 09/15/2047 ►   3,672 
     LB-UBS Commercial Mortgage Trust     
 253   5.43%, 02/15/2040   271 
     LCM Ltd.     
 1,100   2.13%, 04/15/2022 ■Δ   1,087 
     Lehman XS Trust     
 890   0.36%, 11/25/2046 Δ   715 
 1,160   1.02%, 09/25/2047 Δ   925 
     LSTAR Securities Investment Trust     
 3,874   2.15%, 11/01/2016 ■Δ   3,822 
 3,205   2.17%, 01/01/2017 ■Δ   3,157 
     Luminent Mortgage Trust     
 2,357   0.37%, 02/25/2046 Δ   1,796 
 1,061   0.43%, 11/25/2035 Δ   953 
     Madison Park Funding Ltd.     
 2,390   1.71%, 01/19/2025 ■Δ   2,373 
 3,760   1.76%, 07/20/2026 ■Δ   3,743 
     Master Adjustable Rate Mortgages Trust     
 1,173   0.41%, 05/25/2037 Δ   790 
     Merrill Lynch Mortgage Investors Trust     
 186   2.20%, 05/25/2033 Δ   180 
 1,421   2.52%, 07/25/2035 Δ   1,175 
 1,060   5.14%, 07/12/2038   1,079 
     Morgan Stanley ABS Capital I     
 2,501   0.32%, 06/25/2036 Δ   2,272 
     Morgan Stanley BAML Trust     
 2,930   4.08%, 07/15/2046 Δ   3,278 
 1,505   4.50%, 08/15/2045 ■   1,191 
     Morgan Stanley Capital I     
 2,990   3.24%, 03/15/2045   3,160 
 100   5.25%, 09/15/2047 ■Δ   116 
 50   5.65%, 06/11/2042 Δ   54 
 563   6.28%, 01/11/2043 Δ   629 
     Morgan Stanley Mortgage Loan Trust     
 1,986   0.34%, 05/25/2036 Δ   1,047 
 1,963   0.34%, 11/25/2036 Δ   953 
 638   2.50%, 06/25/2037 Δ   427 
 239   2.59%, 05/25/2036 Δ   174 
     Morgan Stanley Re-Remic Trust     
 950   5.80%, 08/15/2045 ■Δ   1,021 
     Nationstar Agency Advance Funding Trust     
 1,000   1.89%, 02/18/2048 ■   987 
 250   3.23%, 02/18/2048 ■Δ   252 
     Nationstar HECM Loan Trust     
 2,929   4.50%, 11/25/2017 ■   2,930 
     Neuberger Berman CLO XVI Ltd.     
 3,030   1.72%, 03/01/2026 ■Δ   3,012 
     OHA Intrepid Leveraged Loan Fund Ltd.     
 1,897   1.15%, 04/20/2021 ■Δ   1,899 
     OZLM Funding Ltd.     
 3,880   1.73%, 01/17/2026 ■Δ   3,827 
     Prestige Automotive Receivables Trust     
 771   1.09%, 02/15/2018 ■   772 
     Prime Mortgage Trust     
 677   5.50%, 06/25/2036   634 
     Race Point CLO Ltd.     
 2,290   1.48%, 02/20/2025 ■Δ   2,251 
     RBSGC Mortage Pass Through Certificates     
 1,021   6.25%, 01/25/2037   924 
     Renaissance Home Equity Loan Trust     
 3,641   0.69%, 03/25/2034 Δ   3,472 
     Residential Accredit Loans, Inc.     
 1,032   0.91%, 09/25/2046 Δ   705 
 2,375   1.41%, 11/25/2037 Δ   1,507 
 299   6.25%, 01/25/2037   245 
     Residential Funding Mortgage Securities, Inc.     
 876   3.06%, 04/25/2037 Δ   761 
 256   6.00%, 04/25/2037   228 
 338   6.00%, 07/25/2037   306 
     Sequoia Mortgage Trust     
 1,566   0.44%, 01/20/2035 Δ   1,482 
 2,842   0.83%, 06/20/2033 Δ   2,705 
 666   6.38%, 07/20/2037 Δ   633 
     Sheridan Square CLO     
 2,435   1.42%, 04/15/2025 ■Δ   2,388 
     SNAAC Automotive Receivables Trust     
 135   1.14%, 07/16/2018 ■   135 
     SpringCastle America Funding LLC     
 2,567   2.70%, 05/25/2023 ■   2,569 
     Springleaf Funding Trust     
 1,790   2.41%, 12/15/2022 ■   1,791 
     Springleaf Mortgage Loan Trust     
 421   1.57%, 12/25/2059 ■   420 
 2,276   1.78%, 12/25/2065 ■   2,273 
 3,065   2.31%, 06/25/2058 ■   3,005 
 510   2.66%, 12/25/2059 ■   510 
 1,725   3.14%, 06/25/2058 ■   1,728 
 920   3.52%, 12/25/2065 ■   938 
 2,770   3.79%, 09/25/2057 ■   2,790 
     Structured Adjustable Rate Mortgage Loan Trust     
 1,137   0.47%, 09/25/2034 Δ   1,008 
     Structured Agency Credit Risk Debt Notes     
 4,054   1.02%, 04/25/2024 Δ   4,035 
 9,552   1.17%, 02/25/2024 Δ   9,520 
 1,550   4.91%, 10/25/2024 Δ   1,553 

 

3
 

  

The Hartford World Bond Fund

Schedule of Investments(continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

 

Shares or Principal Amount ╬  Market Value ╪ 
Asset and Commercial Mortgage Backed Securities - 13.3% - (continued)    
     United States - 10.7% - (continued)     
     Structured Asset Mortgage Investments, Inc.     
$673   0.40%, 02/25/2036 Δ  $543 
     Structured Asset Securities Corp.     
 394   2.59%, 11/25/2033 Δ   386 
     Symphony CLO Ltd.     
 4,355   1.76%, 07/14/2026 ■Δ   4,355 
     TAL Advantage LLC     
 1,047   2.83%, 02/22/2038 ■   1,049 
     Terwin Mortgage Trust     
 1,944   1.11%, 12/25/2034 Δ   1,890 
     Thornburg Mortgage Securities Trust     
 1,516   2.25%, 04/25/2045 Δ   1,523 
     UBS-Barclays Commercial Mortgage Trust     
 5,950   3.18%, 03/10/2046 Δ   6,223 
 1,095   4.09%, 03/10/2046 ■Δ   924 
     Wachovia Bank Commercial Mortgage Trust     
 976   5.42%, 01/15/2045 Δ   999 
     WaMu Mortgage Pass-Through Certificates     
 1,186   4.51%, 08/25/2036 Δ   1,077 
     Wells Fargo Commercial Mortgage Trust     
 3,900   2.92%, 10/15/2045   4,043 
     Wells Fargo Mortgage Backed Securities Trust     
 493   2.49%, 10/25/2036 Δ   459 
 855   2.57%, 12/28/2037 Δ   787 
 1,745   2.61%, 10/25/2035 Δ   1,679 
     WF-RBS Commercial Mortgage Trust     
 15,862   1.46%, 03/15/2047 ►   1,345 
 4,135   3.02%, 11/15/2047 ■   2,927 
 830   4.90%, 06/15/2044 ■   955 
 515   5.00%, 06/15/2044 ■   493 
 810   5.00%, 04/15/2045 ■   642 
 935   5.56%, 04/15/2045 ■Δ   1,020 
         349,947 
     Total Asset and Commercial Mortgage Backed Securities     
     (Cost $430,416)  $433,210 
           
Corporate Bonds - 9.9%    
     Australia - 0.1%     
     FMG Resources Aug 2006     
$2,730   6.88%, 04/01/2022 ■  $2,143 
     FMG Resources Pty Ltd.     
 2,825   8.25%, 11/01/2019 ■   2,507 
         4,650 
     Brazil - 0.0%     
     Petrobras Global Finance     
 145   3.25%, 03/17/2017   134 
           
     Canada - 0.1%     
     Novelis, Inc.     
 475   8.75%, 12/15/2020   509 
     Telesat LLC     
 1,300   6.00%, 05/15/2017 ■   1,320 
     Videotron Ltd.     
 3   9.13%, 04/15/2018   3 
         1,832 
     France - 0.3%     
     Banque PSA Finance S.A.     
EUR   4,247   4.25%, 02/25/2016 §   4,965 
     BPCE S.A.     
EUR  1,250   9.00%, 03/17/2015 ♠Δ   1,423 
     Societe Generale     
 860   6.00%, 01/27/2020 ■♠   791 
EUR  1,200   6.75%, 04/07/2049 §   1,339 
 1,545   7.88%, 12/18/2023 ■♠   1,522 
         10,040 
     Ireland - 0.1%     
     AerCap Ireland Capital Ltd.     
 2,700   4.50%, 05/15/2021 ■   2,788 
     Ardagh Packaging Finance plc     
EUR  850   9.25%, 10/15/2020 §   1,023 
     Baggot Securities Ltd.     
EUR  100   10.24%, 12/29/2049 ■   119 
         3,930 
     Italy - 0.2%     
     Intesa Sanpaolo S.p.A.     
EUR  1,300   9.50%, 10/29/2049 §   1,596 
     Wind Acquisition Finance S.A.     
EUR  1,160   4.00%, 07/15/2020 ■   1,298 
EUR  3,525   4.07%, 07/15/2020 ■Δ   3,884 
         6,778 
     Japan - 0.0%     
     SoftBank Corp.     
 1,230   4.50%, 04/15/2020 ■   1,230 
           
     Luxembourg - 0.5%     
     Aguila 3 S.A.     
 1,455   7.88%, 01/31/2018 ■   1,433 
     Altice Financing S.A.     
EUR  1,185   6.50%, 01/15/2022 §   1,430 
 355   8.13%, 01/15/2024 ■   368 
 610   9.88%, 12/15/2020 ■   671 
     Altice Finco S.A.     
 4,586   7.63%, 02/15/2025 ■   4,586 
     Ardagh Finance Holdings S.A.     
EUR  490   8.38%, 06/15/2019 ■   537 
     CNH Industrial Finance Europe S.A.     
EUR  3,316   2.75%, 03/18/2019 §   3,806 
     Ineos Group Holdings plc     
EUR  2,955   5.75%, 02/15/2019 §   3,264 
         16,095 
     Netherlands - 0.2%     
     AerCap Aviation Solutions B.V.     
 200   6.38%, 05/30/2017   213 
     Constellium N.V.     
EUR  1,250   4.63%, 05/15/2021 §   1,236 
EUR  295   4.63%, 05/15/2021 ■   291 
     NXP B.V./NXP Funding LLC     
 440   3.75%, 06/01/2018 ■   440 
     UPC Holding B.V.     
EUR  2,075   8.38%, 08/15/2020 §   2,533 
         4,713 

 

4
 

 

The Hartford World Bond Fund

Schedule of Investments(continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

 

Shares or Principal Amount ╬  Market Value ╪ 
Corporate Bonds - 9.9% - (continued)    
     South Korea - 0.0%     
     Harvest Operations Corp.     
$16   6.88%, 10/01/2017  $14 
           
     Spain - 0.5%     
     Abengoa Greenfield, S.A.     
EUR   2,975   5.50%, 10/01/2019 ■   3,063 
     Banco Bilbao Vizcaya Argentaria S.A.     
EUR  2,400   7.00%, 12/29/2049 §   2,797 
 2,800   9.00%, 05/09/2018 §♠   3,042 
     Banco Santander S.A.     
EUR  3,800   6.25%, 03/12/2049 §   4,272 
     NH Hoteles S.A.     
EUR  3,390   6.88%, 11/15/2019 ■   4,184 
         17,358 
     Switzerland - 0.1%     
     Credit Suisse Group AG     
 3,725   7.88%, 02/24/2041 §   3,939 
           
     United Kingdom - 1.7%     
     Barclays Bank plc     
 2,180   0.56%, 02/19/2015 ♠Δ   1,363 
 14,260   4.38%, 09/11/2024   14,453 
 3,495   8.25%, 12/15/2018 ♠β   3,643 
GBP  550   14.00%, 06/15/2019 ♠   1,118 
     HSBC Holdings plc     
EUR   825   0.38%, 09/30/2020 Δ   927 
 2,620   0.75%, 09/30/2049 Δ   1,624 
     Lloyds Banking Group plc     
EUR   2,725   6.38%, 06/27/2049 §   3,203 
GBP   1,550   7.00%, 12/29/2049 §   2,329 
     National Westminster Bank plc     
 1,270   0.62%, 07/11/2015 ♠Δ   819 
EUR   725   2.23%, 10/29/2049 Δ   763 
     Nationwide Building Society     
GBP   2,400   6.88%, 03/11/2049 §   3,565 
     Paragon Offshore plc     
 2,345   6.75%, 07/15/2022 ■   1,126 
     Royal Bank of Scotland Group plc     
 5,070   6.00%, 12/19/2023   5,681 
 2,075   9.50%, 03/16/2022 §   2,344 
     Tesco Property Finance 2 plc     
GBP   2,923   6.05%, 10/13/2039 §   4,684 
     Tullow Oil plc     
 545   6.00%, 11/01/2020 ■   458 
 1,745   6.25%, 04/15/2022 ■   1,466 
     Virgin Media Finance plc     
 4,985   5.75%, 01/15/2025 ■   5,159 
         54,725 
     United States - 6.1%     
     99 Cents Only Stores     
 425   11.00%, 12/15/2019   447 
     AbbVie, Inc.     
 690   1.75%, 11/06/2017   695 
     Activision Blizzard, Inc.     
 6,820   6.13%, 09/15/2023 ■   7,434 
     AES (The) Corp.     
 65   7.75%, 10/15/2015   67 
 7   8.00%, 10/15/2017   8 
     AK Steel Corp.     
 940   7.63%, 05/15/2020   811 
 2,580   7.63%, 10/01/2021   2,167 
 440   8.38%, 04/01/2022   374 
     Albertson's Holdings LLC     
 975   7.75%, 10/15/2022 ■   1,003 
     Alcatel-Lucent USA, Inc.     
 3,525   4.63%, 07/01/2017 ■   3,582 
 610   6.75%, 11/15/2020 ■   633 
     Alere, Inc.     
 1,970   6.50%, 06/15/2020   2,004 
 1,050   7.25%, 07/01/2018   1,103 
     Ally Financial, Inc.     
 2,475   3.75%, 11/18/2019   2,457 
 2,480   5.13%, 09/30/2024   2,570 
 1,580   8.00%, 12/31/2018   1,789 
     AMC Entertainment, Inc.     
 734   9.75%, 12/01/2020   798 
     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   3,291 
     AmSurg Corp.     
 575   5.63%, 07/15/2022 ■   594 
     Antero Resources Corp.     
 380   5.38%, 11/01/2021   370 
     ARAMARK Corp.     
 1,505   5.75%, 03/15/2020   1,565 
     Ashtead Capital, Inc.     
 800   6.50%, 07/15/2022 ■   864 
     Associated Materials LLC     
 245   9.13%, 11/01/2017   203 
     Bank of America Corp.     
EUR   1,800   0.77%, 05/23/2017 Δ   2,019 
     Biomet, Inc.     
 1,145   6.50%, 08/01/2020   1,221 
 65   6.50%, 10/01/2020   69 
     Blue Racer Midstream LLC     
 775   6.13%, 11/15/2022 ■   767 
     CCO Holdings LLC     
 195   7.25%, 10/30/2017   203 
 1,300   7.38%, 06/01/2020   1,391 
 425   8.13%, 04/30/2020   447 
     CDW Escrow Corp.     
 1,559   8.50%, 04/01/2019   1,639 
     CEC Entertainment, Inc.     
 280   8.00%, 02/15/2022   272 
     Chrysler Group LLC     
 7,355   8.00%, 06/15/2019   7,732 
 3,935   8.25%, 06/15/2021   4,378 
     CIT Group, Inc.     
 30   5.00%, 05/15/2017   31 
 535   5.25%, 03/15/2018   555 
 525   5.50%, 02/15/2019 ■   557 
     Clean Harbors, Inc.     
 640   5.13%, 06/01/2021   645 
     CNH America LLC     
 95   7.25%, 01/15/2016   99 
     CNH Capital LLC     
 3,205   3.63%, 04/15/2018   3,165 
 205   3.88%, 11/01/2015   206 

 

5
 

 

The Hartford World Bond Fund

Schedule of Investments(continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

 

Shares or Principal Amount ╬  Market Value ╪ 
Corporate Bonds - 9.9% - (continued)    
     United States - 6.1% - (continued)     
     CNH Capital LLC - (continued)     
$230   6.25%, 11/01/2016  $242 
     Cobalt International Energy, Inc.     
 1,155   2.63%, 12/01/2019 β   772 
     Community Health Systems, Inc.     
 610   5.13%, 08/15/2018   632 
 4,350   6.88%, 02/01/2022   4,620 
 1,930   7.13%, 07/15/2020   2,055 
     DaVita, Inc.     
 1,120   5.75%, 08/15/2022   1,187 
     Deutsche Postbank IV     
EUR   200   5.98%, 06/29/2049 §Δ   238 
     DISH DBS Corp.     
 2,895   5.00%, 03/15/2023   2,844 
     Dolphin Subsidiary II, Inc.     
 1,495   7.25%, 10/15/2021   1,524 
     Emdeon, Inc.     
 25   11.00%, 12/31/2019   27 
     Endo Finance LLC     
 3,175   6.00%, 02/01/2025 ■   3,244 
     Entegris, Inc.     
 565   6.00%, 04/01/2022 ■   571 
     Envision Healthcare Corp.     
 435   5.13%, 07/01/2022 ■   442 
     Equinix, Inc.     
 55   4.88%, 04/01/2020   56 
     Everest Acquisition LLC     
 80   9.38%, 05/01/2020   81 
     First Data Corp.     
 2,845   7.38%, 06/15/2019 ■   2,984 
 1,180   8.25%, 01/15/2021 ■   1,258 
     Ford Motor Credit Co. LLC     
 5,450   5.63%, 09/15/2015   5,608 
     Fresenius Medical Care U.S. Finance II, Inc.     
 435   5.63%, 07/31/2019 ■   473 
 610   5.88%, 01/31/2022 ■   681 
 60   9.00%, 07/15/2015 ■   62 
     Gannett Co., Inc.     
 4,290   6.38%, 10/15/2023   4,569 
     General Motors Financial Co., Inc.     
 245   2.75%, 05/15/2016   248 
     GenOn Americas Generation LLC     
 605   9.13%, 05/01/2031   514 
     Getty Images, Inc.     
 1,170   7.00%, 10/15/2020 ■   819 
     GRD Holding III Corp.     
 1,750   10.75%, 06/01/2019 ■   1,907 
     H & E Equipment Services, Inc.     
 475   7.00%, 09/01/2022   452 
     Harron Communications L.P.     
 2,325   9.13%, 04/01/2020 ■   2,499 
     HCA Holdings, Inc.     
 2,530   7.50%, 11/15/2095   2,479 
     Hertz Corp.     
 946   7.38%, 01/15/2021 ■   998 
 430   7.50%, 10/15/2018   445 
     Homer City Generation, L.P.     
 2,900   8.73%, 10/01/2026   2,958 
     IMS Health, Inc.     
 2,845   6.00%, 11/01/2020 ■   2,962 
     Infor Software Parent LLC     
 2,885   7.13%, 05/01/2021 ■   2,899 
     Infor US, Inc.     
 380   9.38%, 04/01/2019   409 
     Intelsat Luxembourg S.A.     
 1,065   6.75%, 06/01/2018   1,084 
 1,940   7.75%, 06/01/2021   1,923 
     International Lease Finance Corp.     
 1,015   5.88%, 04/01/2019   1,100 
     InVentiv Health, Inc.     
 525   9.00%, 01/15/2018 ■   543 
     Iron Mountain, Inc.     
 30   7.75%, 10/01/2019   32 
 154   8.38%, 08/15/2021   161 
     Isle of Capri Casinos, Inc.     
 850   7.75%, 03/15/2019   880 
     J.M. Huber Corp.     
 10   9.88%, 11/01/2019 ■   11 
     K Hovnanian Enterprises, Inc.     
 1,305   7.00%, 01/15/2019 ■   1,214 
 176   9.13%, 11/15/2020 ■   184 
     KB Home     
 1,685   7.00%, 12/15/2021   1,685 
 75   7.50%, 09/15/2022   76 
 1,075   8.00%, 03/15/2020   1,128 
     KB Home & Broad Home Corp.     
 216   6.25%, 06/15/2015   218 
     Lennar Corp.     
 90   5.60%, 05/31/2015   91 
     Level 3 Financing, Inc.     
 700   8.63%, 07/15/2020   764 
 205   9.38%, 04/01/2019   217 
     Lin Television Corp.     
 3,625   6.38%, 01/15/2021   3,679 
     M/I Homes, Inc.     
 147   3.00%, 03/01/2018 β   143 
     Masco Corp.     
 140   4.80%, 06/15/2015   141 
     MDC Holdings, Inc.     
 3,075   5.50%, 01/15/2024   2,967 
     Michaels Stores, Inc.     
 1,100   5.88%, 12/15/2020 ■   1,114 
     Nationstar Mortgage LLC     
 1,045   6.50%, 08/01/2018   969 
 456   7.88%, 10/01/2020   422 
     Navient Corp.     
 6,870   5.50%, 01/15/2019   7,107 
 1,690   5.88%, 10/25/2024   1,597 
 840   6.25%, 01/25/2016   869 
     NBC Universal Enterprise     
 680   5.25%, 12/19/2049 ■   723 
     Nortek, Inc.     
 650   8.50%, 04/15/2021   691 
     Owens-Brockway Glass Container, Inc.     
 85   7.38%, 05/15/2016   91 

 

6
 

 

The Hartford World Bond Fund

Schedule of Investments(continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

 

Shares or Principal Amount ╬  Market Value ╪ 
Corporate Bonds - 9.9% - (continued)    
     United States - 6.1% - (continued)     
     Party City Holdings, Inc.     
$2,915   8.88%, 08/01/2020  $3,148 
     Pinnacle Merger Sub, Inc.     
 1,701   9.50%, 10/01/2023 ■   1,888 
     Ply Gem Industries, Inc.     
 1,600   6.50%, 02/01/2022   1,546 
     Provident Funding Associates L.P.     
 1,655   6.75%, 06/15/2021 ■   1,581 
     Range Resources Corp.     
 15   6.75%, 08/01/2020   16 
     Realogy Corp.     
 75   7.63%, 01/15/2020 ■   81 
     Salix Pharmaceuticals Ltd.     
 7,385   6.00%, 01/15/2021 ■   7,865 
     ServiceMaster (The) Co.     
 2,327   7.00%, 08/15/2020   2,426 
     Softbrands, Inc.     
 475   11.50%, 07/15/2018   518 
     Sovereign Capital Trust IV     
 125   7.91%, 06/13/2036   133 
     Spectrum Brands, Inc.     
 950   6.38%, 11/15/2020   1,007 
 940   6.63%, 11/15/2022   1,003 
     Sprint Communications, Inc.     
 75   9.00%, 11/15/2018 ■   86 
     Sprint Corp.     
 4,360   7.13%, 06/15/2024   4,240 
     Sun Products Corp.     
 1,310   7.75%, 03/15/2021 ■   1,156 
     SunGard Data Systems, Inc.     
 2,450   6.63%, 11/01/2019   2,462 
 2,150   7.38%, 11/15/2018   2,234 
     Swiss Re Capital I L.P.     
 690   6.85%, 05/25/2016 §♠   724 
     Syniverse Holdings, Inc.     
 3,215   9.13%, 01/15/2019   3,352 
     Tempur Sealy International, Inc.     
 395   6.88%, 12/15/2020   424 
     Texas Competitive Electric Holdings Co. LLC     
 925   11.50%, 10/01/2020 ■Ϫ   627 
     T-Mobile USA, Inc.     
 575   5.25%, 09/01/2018   595 
 785   6.46%, 04/28/2019   814 
     TMX Finance LLC     
 1,185   8.50%, 09/15/2018 ■   901 
     United States Steel Corp.     
 1,037   7.38%, 04/01/2020   1,068 
     Verizon Communications, Inc.     
 1,647   5.01%, 08/21/2054 ■   1,815 
 6,053   6.55%, 09/15/2043   8,177 
     WPX Energy, Inc.     
 500   5.25%, 09/15/2024   465 
 1,100   6.00%, 01/15/2022   1,067 
     Zayo Group LLC     
 1,600   6.00%, 04/01/2023 ■   1,608 
         199,057 
     Total Corporate Bonds     
     (Cost $335,397)  $324,495 
           
Foreign Government Obligations - 49.8%     
     Australia - 4.4%     
     Australia (Commonwealth of)     
AUD43,650   2.75%, 04/21/2024  $34,978 
AUD 72,670   4.50%, 04/15/2020   63,340 
AUD35,000   4.75%, 06/15/2016   28,247 
AUD18,000   5.25%, 03/15/2019   15,814 
         142,379 
     Brazil - 0.0%     
     Brazil (Federative Republic of)     
BRL2,555   10.00%, 01/01/2017   915 
           
     Cyprus - 0.4%     
     Cyprus (Republic of)     
EUR 3,855   4.63%, 02/03/2020 ■   4,313 
EUR8,090   4.75%, 06/25/2019 §   9,141 
         13,454 
     Denmark - 7.1%     
     Denmark (Kingdom of)     
DKK   455,305   1.50%, 11/15/2023   76,927 
DKK   182,280   2.50%, 11/15/2016   29,159 
DKK  85,535   3.00%, 11/15/2021   15,600 
DKK56,760   4.00%, 11/15/2017   9,665 
DKK558,945   4.00%, 11/15/2019   101,883 
         233,234 
     Finland - 7.2%     
     Finland (Republic of)     
EUR   140,540   1.13%, 09/15/2018 ■   165,565 
EUR55,585   1.50%, 04/15/2023 ■   69,018 
         234,583 
     France - 0.2%     
     France (Government of)     
EUR4,343   2.10%, 07/25/2023   6,067 
           
     Germany - 5.7%     
     Germany (Federal Republic of)     
EUR   74,580   1.00%, 02/22/2019   88,232 
EUR  7,825   1.00%, 08/15/2024   9,443 
EUR  34,200   1.50%, 05/15/2024   43,057 
EUR  36,585   2.25%, 09/04/2020   46,682 
         187,414 
     Italy - 1.4%     
     Italy (Republic of)     
EUR  5,680   2.35%, 09/15/2024 ■◄   7,347 
EUR  34,000   3.00%, 04/15/2015   38,634 
         45,981 
     Netherlands - 7.2%     
     Netherlands (Government of)     
EUR  42,000   0.50%, 04/15/2017   48,095 
EUR  44,610   1.25%, 01/15/2018 ■   52,406 
EUR  47,500   1.25%, 01/15/2019 ■   56,403 
EUR  29,210   2.00%, 07/15/2024   37,923 
EUR  30,230   3.25%, 07/15/2021 ■   40,986 
         235,813 
     Portugal - 0.3%     
     Portugal (Republic of)     
EUR  7,775   3.88%, 02/15/2030 ■   9,615 

 

7
 

 

The Hartford World Bond Fund

Schedule of Investments(continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

 

Shares or Principal Amount ╬  Market Value ╪ 
Foreign Government Obligations - 49.8% - (continued)    
     South Africa - 0.1%     
     South Africa (Republic of)     
ZAR   28,515   10.50%, 12/21/2026  $3,113 
           
     Sweden - 6.8%     
     Sweden (Kingdom of)     
SEK493,265   1.50%, 11/13/2023   64,551 
SEK1,108,915   4.25%, 03/12/2019   157,477 
         222,028 
     United Kingdom - 9.0%     
     United Kingdom (Government of)     
GBP   51,940   1.75%, 01/22/2017 §   80,286 
GBP87,255   1.75%, 07/22/2019 §   136,291 
GBP  14,280   2.00%, 07/22/2020 §   22,606 
GBP  26,595   2.75%, 09/07/2024 §   45,063 
GBP  5,985   3.50%, 01/22/2045 §   11,885 
         296,131 
     Total Foreign Government Obligations     
     (Cost $1,782,720)  $1,630,727 
           
Senior Floating Rate Interests ♦ - 2.7%    
     Canada - 0.1%     
     Burger King Co.     
$2,565   4.50%, 12/12/2021  $2,566 
           
     Germany - 0.0%     
     CeramTec     
EUR   103   4.75%, 08/30/2020   116 
     Faenza Acquisition Gmbh     
EUR  337   4.75%, 08/30/2020   383 
         499 
     Ireland - 0.0%     
     Ardagh Holdings USA, Inc.     
 1,275   4.00%, 12/17/2019   1,251 
           
     United States - 2.6%     
     99 Cents Only Stores     
 1,758   4.50%, 01/11/2019   1,739 
     Alliance Laundry Systems LLC     
 3,460   4.25%, 12/10/2018   3,418 
     AMC Entertainment, Inc.     
 865   3.50%, 04/30/2020   853 
     American Builders & Contractors Supply Co., Inc.     
 1,289   3.50%, 04/16/2020   1,256 
     Amscan Holdings, Inc.     
 3,401   4.00%, 07/27/2019   3,324 
     AmSurg Corp.     
 3,378   3.75%, 07/08/2021   3,364 
     Apex Tool Group LLC     
 2,444   4.50%, 01/31/2020   2,373 
     Arch Coal, Inc.     
 1,031   6.25%, 05/16/2018   736 
     Aristocrat Leisure Ltd.     
 4,345   4.75%, 10/20/2021   4,272 
     Asurion LLC     
 1,929   4.25%, 07/08/2020   1,885 
 2,251   5.00%, 05/24/2019   2,234 
 350   8.50%, 03/03/2021   346 
     Avago Technologies Ltd.     
1,438   3.75%, 05/06/2021  1,435 
     Bauer Performance Sports Ltd.     
 1,201   4.00%, 04/15/2021   1,180 
     Calpine Corp.     
 704   4.00%, 10/09/2019   695 
 322   4.00%, 10/31/2020   318 
     Chrysler Group LLC     
 97   3.50%, 05/24/2017   97 
     Community Health Systems, Inc.     
 564   4.25%, 01/27/2021   564 
     Crosby Worldwide Ltd.     
 673   3.75%, 11/23/2020   606 
     Darling International, Inc.     
EUR   1,861   3.50%, 01/06/2021   2,087 
     First Data Corp.     
 3,265   3.67%, 03/23/2018   3,203 
 2,685   3.67%, 09/24/2018   2,634 
     Fly Leasing Ltd.     
 1,236   4.50%, 08/09/2019   1,228 
     Freescale Semiconductor, Inc.     
 3,206   4.25%, 02/28/2020   3,158 
 1,442   5.00%, 01/15/2021   1,442 
     Gardner Denver, Inc.     
EUR  1,328   4.75%, 07/30/2020   1,424 
     Hilton Worldwide Holdings, Inc.     
 1,243   3.50%, 08/07/2020   1,227 
     Houghton International, Inc.     
 191   4.00%, 12/20/2019   188 
     Hyland Software, Inc.     
 834   4.75%, 02/19/2021   831 
     Interactive Data Corp.     
 2,434   4.75%, 05/02/2021   2,422 
     Lands' End, Inc.     
 3,210   4.25%, 04/04/2021   3,074 
     Level 3 Financing, Inc.     
 4,075   4.50%, 01/31/2022   4,077 
     Light Tower Fiber LLC     
 1,088   4.00%, 04/13/2020   1,063 
     MGM Resorts International     
 519   3.50%, 12/20/2019   511 
     MISYS plc     
 513   5.00%, 12/12/2018   514 
     Multiplan, Inc.     
 2,962   3.75%, 03/31/2021   2,885 
     Neiman Marcus (The) Group, Inc.     
 3,209   4.25%, 10/25/2020   3,108 
     Nortek, Inc.     
 2,070   3.75%, 10/30/2020   2,046 
     Ply Gem Industries, Inc.     
 948   4.00%, 02/01/2021   919 
     Realogy Group LLC     
 2,538   3.75%, 03/05/2020   2,496 
     Rexnord LLC     
 2,726   4.00%, 08/21/2020   2,678 
     ServiceMaster (The) Co.     
 2,928   4.25%, 07/01/2021   2,888 

 

8
 

 

The Hartford World Bond Fund

Schedule of Investments(continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

 

Shares or Principal Amount ╬  Market Value ╪ 
Senior Floating Rate Interests ♦ - 2.7% - (continued)    
     United States - 2.6% - (continued)     
     Signode Industrial Group US, Inc.     
EUR796   4.00%, 05/01/2021  $895 
     Sprouts Farmers Markets Holdings LLC     
 573   4.00%, 04/23/2020   571 
     Star West Generation LLC     
 723   4.25%, 03/13/2020   711 
     Syniverse Holdings, Inc.     
 4,483   4.00%, 04/23/2019   4,332 
     Tribune Co.     
 1,319   4.00%, 12/27/2020   1,301 
         84,608 
     Total Senior Floating Rate Interests     
     (Cost $91,124)  $88,924 
           
U.S. Government Agencies - 0.2%     
     United States - 0.2%     
     FHLMC     
$31,105   1.63%, 11/25/2042 ►  $2,915 
 1,198   1.68%, 08/25/2016 ►   21 
 3,691   1.73%, 09/25/2041 ►   449 
 11,435   2.02%, 02/25/2041 ►   1,240 
 2,200   2.11%, 12/25/2041 ►   330 
 6,088   2.21%, 01/25/2024 ►   992 
 10,140   2.21%, 12/25/2039 ►   1,315 
         7,262 
     Total U.S. Government Agencies     
     (Cost $6,868)  $7,262 
           
U.S. Government Securities - 13.1%     
     United States - 13.1%     
     U.S. Treasury Notes     
$94,775   0.25%, 05/15/2015 ╦  $94,827 
 115,085   0.38%, 03/15/2016   115,247 
 50,000   0.75%, 12/31/2017   49,977 
 35,000   0.88%, 12/31/2016   35,268 
 20,000   0.88%, 01/31/2017   20,150 
 88,365   1.25%, 01/31/2019 ‡   89,048 
 23,250   2.50%, 05/15/2024   24,939 
         429,456 
     Total U.S. Government Securities     
     (Cost $426,287)  $429,456 
           
Preferred Stocks - 0.1%     
     United States - 0.1%     
    Citigroup Capital XIII  $1 
 111   GMAC Capital Trust I β   2,919 
 7   Intelsat S.A., 5.75%  β   305 
         3,225 
     Total Preferred Stocks     
     (Cost $3,291)  $3,225 
           
     Total Long-Term Investments Excluding Purchased Options     
     (Cost $3,076,103)  $2,917,299 
           
Short-Term Investments - 7.5%     
     Repurchase Agreements - 2.9%     
     Bank of America Merrill Lynch Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $92, collateralized by U.S. Treasury
Note 0.88%, 2017, value of $94)
     
$92   0.04%, 1/31/15  $92 
     Bank of America Merrill Lynch TriParty
Repurchase Agreement (maturing on
02/02/2015 in the amount of $4,003,
collateralized by FHLMC 3.50% - 4.00%, 2032
- 2045, FNMA 1.83% - 4.50%, 2025 - 2045,
value of $4,083)
     
 4,003   0.06%, 1/31/15   4,003 
     Bank of Montreal  TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$29,040, collateralized by U.S. Treasury Bill
0.04% - 0.25%, 2015 - 2016, U.S. Treasury
Bond 3.00% - 9.88%, 2015 - 2044, U.S.
Treasury Note 0.25% - 4.63%, 2015 - 2022,
value of $29,621)
     
 29,040   0.05%, 1/31/15   29,040 
     Bank of Montreal TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$6,761, collateralized by FHLMC 2.00% -
5.50%, 2022 - 2044, FNMA 3.00% - 4.00%,
2022 - 2042, GNMA 3.00%, 2043, U.S.
Treasury Bill 0.25%, 2016, U.S. Treasury Note
0.75% - 2.50%, 2017 - 2024, value of $6,897)
     
 6,761   0.06%, 1/31/15   6,761 
     Barclays Capital TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$19,344, collateralized by U.S. Treasury Note
1.50% - 2.00%, 2016 - 2023, value of $19,731)
     
 19,344   0.04%, 1/31/15   19,344 
     Citigroup Global Markets, Inc. TriParty
Repurchase Agreement (maturing on
02/02/2015 in the amount of $12,576,
collateralized by U.S. Treasury Bond 3.75% -
4.50%, 2038 - 2043, value of $12,828)
     
 12,576   0.05%, 1/31/15   12,576 
     Deutsche Bank Securities TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $1,102, collateralized by FHLMC
2.50% - 6.50%, 2020 - 2041, FNMA 2.50% -
6.50%, 2016 - 2047, GNMA 3.50%, 2045, U.S.
Treasury Bill 0.07% - 0.25%, 2015 - 2016, U.S.
Treasury Bond 2.38% - 5.38%, 2027 - 2043,
U.S. Treasury Note 0.13% - 4.63%, 2015 -
2024, value of $1,124)
     
 1,102   0.05%, 1/31/15   1,102 
     Royal Bank of Scotland TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $4,625, collateralized by U.S.
Treasury Bond 8.13%, 2019, U.S. Treasury
Note 2.38% - 3.63%, 2020 - 2024, value of
$4,718)
     
 4,625   0.06%, 1/31/15   4,625 

 

9
 

 

The Hartford World Bond Fund

Schedule of Investments(continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

 

Shares or Principal Amount ╬   Market Value ╪ 
Short-Term Investments - 7.5% - (continued)          
     Repurchase Agreements - 2.9% - (continued)          
     Societe Generale TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$284, collateralized by U.S. Treasury Note
0.75% - 2.63%, 2016 - 2017, value of $290)
         
$284   0.06%, 1/31/15       $284 
     TD Securities TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$17,262, collateralized by FHLMC 3.00% -
4.00%, 2026 - 2043, FNMA 2.50% - 5.00%,
2025 - 2044, value of $17,607)
         
 17,261   0.07%, 1/31/15         17,261 
              95,088 
     U.S. Treasury Bills - 4.6%           
 90,000   0.02%, 04/30/2015 - 05/28/2015 ○        $89,996 
 60,000   0.06%, 7/23/2015 ○         59,984 
              149,980 
     Total Short-Term Investments           
     (Cost $245,065)        $245,068 
                
     Total Investments Excluding Purchased Options           
     (Cost $3,321,168)   96.6%  $3,162,367 
     Total Purchased Options           
     (Cost $2,741)   0.1%   3,245 
     Total Investments           
     (Cost $3,323,909) ▲   96.7%  $3,165,612 
     Other Assets and Liabilities   3.3%   106,879 
     Total Net Assets   100.0%  $3,272,491 

 

10
 

 

The Hartford World Bond Fund

Schedule of Investments(continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

 

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

 

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

 

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

 

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for reporting ease. 

 

At January 31, 2015, the cost of securities for federal income tax purposes was $3,324,679 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $15,179 
Unrealized Depreciation   (174,246)
Net Unrealized Depreciation  $(159,067)

 

All principal amounts are in U.S. dollars unless otherwise indicated.
   
Ϫ The issuer is in bankruptcy. The investment held by the Fund has made partial interest payments.
   
Δ Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2015.
   
The interest rate disclosed for these securities represents the effective yield on the date of the acquisition.
   
Securities disclosed are interest-only strips.
   
The principal amount for this security is adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.
   
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, 2015.
   
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 noted, these holdings are determined to be liquid. At January 31, 2015, the aggregate value of these securities   was $748,890, which represents 22.9% 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, as amended. 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, 2015, the aggregate value of these securities was $357,601, which represents 10.9% of total net assets.  
   
β Convertible security.
   
Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.
   
This security, or a portion of this security, was purchased on a when-issued or delayed-delivery basis. The cost of these securities was $2,005 at January 31, 2015.
   
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 OTC swap contracts.

 

11
 

 

The Hartford World Bond Fund

Schedule of Investments(continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

 

Cash and securities pledged and received as collateral in connection with derivatives at January 31, 2015:

 

   Pledged ‡   Received * 
OTC option and/or OTC swap contracts  $3,405   $1,918 
Futures contracts   5,318     
Centrally cleared swaps contracts   6,440     
Total  $15,163   $1,918 

 

As previously noted, certain securities, or a portion of these securities, are pledged as collateral in connection with certain derivative instruments. These securities are held by the Fund but are not represented in the table above.
*Securities valued at $768, held on behalf of the Fund at the custodian, were designated by broker(s) as collateral in connection with OTC option and/or OTC swap contracts. Since the broker retains legal title to the securities, the securities are not considered an asset of the Fund.

 

OTC Option Contracts Outstanding at January 31, 2015
 
Description  Counter -
party
  Risk
Exposure
Category
  Exercise Price/ FX Rate/
Rate
  Expiration
Date
  Number of
Contracts *
   Market
Value ╪
   Premiums
Paid by
Fund
   Unrealized
Appreciation
(Depreciation)
 
Purchased Option contracts:                                
Calls                                
EUR Call/USD Put  GSC  FX  1.29 USD per EUR  04/15/15  EUR11,330,000     $2   $268   $(266)
USD Call/CHF Put Ҹ  CBK  FX  1.10 CHF per USD  07/02/15  USD1,565,000      80    209    (129)
USD Call/CHF Put  BOA  FX  0.92 CHF per USD  04/24/15  USD16,125,000      389    251    138 
USD Call/CNH Put  SCB  FX  6.50 CNH per USD  04/16/15  USD18,785,000      89    145    (56)
USD Call/CNY Put  JPM  FX  6.30 CNY per USD  06/15/15  USD22,650,000      182    105    77 
USD Call/KRW Put  GSC  FX  1,200.00 KRW per USD  09/10/15  USD1,073,000      169    236    (67)
USD Call/SGD Put  GSC  FX  1.35 SGD per USD  06/10/15  USD828,000      405    240    165 
Total Calls               72,356,000     $1,316   $1,454   $(138)
Puts                                
AUD Put/CAD Call  BOA  FX  0.89 CAD per AUD  09/11/15  AUD1,375,000     $132   $240   $(108)
AUD Put/USD Call  GSC  FX  0.75 USD per AUD  12/10/15  AUD1,451,322      367    226    141 
EUR Put/BRL Call  GSC  FX  3.05 BRL per EUR  06/20/15  EUR4,045,000      109    30    79 
EUR Put/TRY Call  DEUT  FX  2.57 TRY per EUR  06/20/15  EUR7,725,000      34    16    18 
EUR Put/USD Call  JPM  FX  1.26 USD per EUR  03/05/15  EUR2,538,750      331    28    303 
EUR Put/ZAR Call  GSC  FX  12.72 ZAR per EUR  06/20/15  EUR7,725,000      78    13    65 
GBP Put/USD Call ₪  JPM  FX  1.50 USD per GBP  07/01/15  GBP1,140,000      695    227    468 
Total Puts               26,000,072     $1,746   $780   $966 
Total purchased option contracts           98,356,072     $3,062   $2,234   $828 

 

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

 

ҸThis security has limitations.  If the USD per CHF exchange rate is greater than or equal to 1.10 at expiration date, the Fund will receive the equivalent of par on the number of contracts traded.
This security has limitations.  If the USD per GBP exchange rate is greater than or equal to 1.50 at expiration date, the Fund will receive the equivalent of par on the number of contracts traded.

 

12
 

 

The Hartford World Bond Fund

Schedule of Investments(continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

 

OTC Swaption Contracts Outstanding at January 31, 2015

 

Description  Counter -
party
  Risk
Exposure
Category
  Exercise Price/ FX Rate/
Rate
  Expiration
Date
  Number of Contracts *   Market
Value ╪
   Premiums
Paid by
Fund
   Unrealized
Appreciation
(Depreciation)
 
Purchased swaption contracts:                                
Calls                                
Credit Default Swaption CDX.NA.HY.23  CSI  CR  1.07%  02/18/15  USD163,000,000   $90   $362   $(272)
Credit Default Swaption ITRAXX.EUR.22  BNP  CR  0.55%  03/18/15  EUR19,915,000    24    27    (3)
Total Calls               182,915,000   $114   $389   $(275)
Puts                                
Credit Default Swaption ITRAXX.EUR.22  BNP  CR  0.65%  03/18/15  EUR19,915,000   $47   $75   $(28)
Credit Default Swaption ITRAXX.EUR.22  BNP  CR  0.75%  03/18/15  EUR19,910,000    22    43    (21)
Total Puts               39,825,000   $69   $118   $(49)
Total purchased swaption contracts               222,740,000   $183   $507   $(324)

 

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

 

Futures Contracts Outstanding at January 31, 2015

 

   Number of   Expiration  Notional   Market   Unrealized
Appreciation/(Depreciation)
   Variation Margin 
Description  Contracts*   Date  Amount   Value ╪   Asset   Liability   Asset   Liability 
Long position contracts:                                      
Australian 10-Year Bond Future   187   03/16/2015  $19,078   $19,185   $107   $   $68   $ 
Australian 3-Year Bond Future   1,070   03/16/2015   92,873    93,161    288        52     
Euro-BUND Future   208   03/06/2015   37,276    37,463    187        154     
Long Gilt Future   113   03/27/2015   20,853    21,083    230        483    (126)
U.S. Treasury 30-Year Bond Future   244   03/20/2015   36,730    36,913    183        135     
U.S. Treasury CME Ultra Long Term Bond Future   205   03/20/2015   35,791    36,682    891        403     
Total                    $1,886   $   $1,295   $(126)
Short position contracts:                                      
Canadian Government 10-Year Bond Future   181   03/20/2015  $20,614   $20,751   $   $(137)  $   $(129)
Euro BUXL 30-Year Bond Future   44   03/06/2015   8,175    8,373        (198)       (124)
Euro FX Currency Future   220   03/16/2015   34,234    31,064    3,170        58     
Euro-BOBL Future   404   03/06/2015   59,567    59,754        (187)       (86)
Euro-OAT Future   72   03/06/2015   12,091    12,200        (109)       (53)
Japan 10-Year Bond Future   140   03/11/2015   175,299    176,600        (1,301)       (215)
U.S. Treasury 10-Year Note Future   894   03/20/2015   115,685    117,002        (1,317)   46    (692)
U.S. Treasury 2-Year Note Future   19   03/31/2015   4,159    4,175        (16)       (4)
U.S. Treasury 5-Year Note Future   750   03/31/2015   90,328    91,008        (680)   1    (347)
Total                    $3,170   $(3,945)  $105   $(1,650)
Total futures contracts                    $5,056   $(3,945)  $1,400   $(1,776)

 

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

 

OTC Credit Default Swap Contracts Outstanding at January 31, 2015

 

   Counter-   Notional   (Pay)/ Receive Fixed
Rate/ Implied
   Expiration  Upfront
Premiums
   Upfront
Premiums
   Market   Unrealized Appreciation/ 
(Depreciation)
 
Reference Entity  party   Amount (a)   Credit Spread (b)   Date  Paid   Received   Value ╪   Asset   Liability 
Credit default swaps on indices:                                           
Buy protection:                                           
CMBX.NA.A.7   JPM   USD  1,645      (2.00)%   01/17/47  $   $(34)  $4   $38   $ 
CMBX.NA.AJ.4   DEUT   USD  60      (0.96)%   02/17/51   11        12    1     
CMBX.NA.AJ.4   JPM   USD  1,250      (0.96)%   02/17/51   316        250        (66)
CMBX.NA.AS.7   CSI   USD  9,350      (1.00)%   01/17/47   83        177    94     
ITRAXX.EUR.Senior Financials Series 21   DEUT   EUR  6,060      (1.00)%   06/20/19       (89)   (122)       (33)
ITRAXX.EUR.Senior Financials Series 22   GSC   EUR  21,390      (1.00)%   12/20/19       (475)   (372)   103     

 

13
 

 

The Hartford World Bond Fund

Schedule of Investments(continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

 

OTC Credit Default Swap Contracts Outstanding at January 31, 2015 - (continued)

 

   Counter-  Notional   (Pay)/ Receive Fixed
Rate/ Implied
   Expiration  Upfront
Premiums
   Upfront
Premiums
   Market   Unrealized Appreciation/
(Depreciation)
 
Reference Entity  party  Amount (a)   Credit Spread (b)   Date  Paid   Received   Value ╪   Asset   Liability 
Credit default swaps on indices: - (continued)                                  
Buy protection: - (continued)                                         
ITRAXX.SUB.FIN.16  JPM  EUR  155      (5.00)%  12/20/16  $2   $   $(14)  $   $(16)
Total                  $412   $(598)  $(65)  $236   $(115)
Sell protection:                                         
CMBX.NA.AAA.6  CSI  USD  12,081      0.50%   05/11/63  $   $(399)  $(286)  $113   $ 
CMBX.NA.AAA.6  DEUT  USD  22,365      0.50%   05/11/63       (810)   (529)   281     
CMBX.NA.AAA.6  GSC  USD1,220      0.50%   05/11/63       (25)   (29)       (4)
CMBX.NA.AAA.7  CSI  USD  13,195      0.50%   01/17/47       (528)   (454)   74     
CMBX.NA.AAA.8  CSI  USD  6,260      0.50%   10/17/57       (293)   (291)   2     
Total                  $   $(2,055)  $(1,589)  $470   $(4)
Total traded indices                  $412   $(2,653)  $(1,654)  $706   $(119)
Credit default swaps on single-name issues:                                  
Buy protection:                                         
Ally Financial, Inc.  MSC  USD  1,970      (5.00)% / 1.69%    12/20/19  $   $(291)  $(297)  $   $(6)
Australia & New Zealand Banking Group Ltd.  DEUT  USD  3,350      (1.00)% / 0.86%    03/20/20       (23)   (23)        
Avis Budget Group, Inc.  BOA  USD75      (5.00)% / 0.77%    03/20/17   3        (7)       (10)
Beazer Homes USA, Inc.  BOA  USD  1,620      (5.00)% / 3.89%    12/20/18       (15)   (65)       (50)
CenturyLink. Inc.  DEUT  USD  2,970      (1.00)% / 1.65%    09/20/19   106        85        (21)
CIT Group, Inc.  GSC  USD  470      (5.00)% / 1.56%    12/20/17       (48)   (45)   3     
Commonwealth Bank of Australia  DEUT  USD  3,450      (1.00)% / 0.86%    03/20/20       (23)   (24)       (1)
Darden Restaurants, Inc.  CBK  USD  3,135      (1.00)% / 1.35%    03/20/20   72        55        (17)
Dish DBS Corp.  BCLY  USD  2,895      (5.00)% / 2.44%    12/20/19       (359)   (336)   23     
Domtar Corp.  GSC  USD  55      (1.00)% / 0.36%    12/20/16   3        (1)       (4)
First Data Corp.  MSC  USD  5,450      (5.00)% / 1.33%    09/20/17       (434)   (520)       (86)
Freescale Semiconductors, Inc.  JPM  USD  7,000      (5.00)% / 1.13%    12/20/17       (628)   (773)       (145)
Frontier Communications  CBK  USD  2,840      (5.00)% / 2.80%    12/20/19       (248)   (284)       (36)
MDC Holdings, Inc.  JPM  USD  3,075      (1.00)% / 1.75%    03/20/20   112        112         
National Australia Bank  DEUT  USD  3,350      (1.00)% / 0.86%    03/20/20       (22)   (23)       (1)
Peugeot S.A.  CBK  EUR  70      (1.00)% / 0.68%    12/20/16   18                (18)
Portugal Telecom, Int.  JPM  EUR  3,000      (5.00)% / 3.86%    03/20/20       (225)   (172)   53     
Rite Aid Corp.  GSC  USD  105      (5.00)% / 0.97%    06/20/17   8        (10)       (18)
Ryland Group, Inc.  DEUT  USD  4,000      (5.00)% / 1.12%    09/20/17       (356)   (407)       (51)
Ryland Group, Inc.  DEUT  USD  3,400      (5.00)% / 1.24%    12/20/17       (333)   (364)       (31)
Telefonica S.A.  CSI  EUR  2,925      (1.00)% / 0.61%    06/20/19   5        (55)       (60)
Tenet Healthcare Corp.  MSC  USD  3,275      (5.00)% / 1.74%    12/20/17       (287)   (302)       (15)
ThyssenKrupp, AG.  CSI  EUR  2,935      (1.00)% / 1.71%    03/20/20   124        116        (8)
ThyssenKrupp, AG.  GSC  EUR  1,990      (1.00)% / 1.71%    03/20/20   82        79        (3)
Westpac Banking Corp.  DEUT  USD  3,350      (1.00)% / 0.85%    03/20/20       (22)   (25)       (3)
Total                  $533   $(3,314)  $(3,286)  $79   $(584)
Sell protection:                                         
ArcelorMittal  CSI  EUR  2,930      1.00% / 3.44%    03/20/20  $   $(313)  $(380)  $   $(67)
ArcelorMittal  GSC  EUR  1,995      1.00% / 3.44%    03/20/20       (207)   (259)       (52)
First Data Corp.  JPM  USD  5,450      5.00% / 2.91%    12/20/19   344        514    170     
Freescale Semiconductors, Inc.  GSC  USD  2,600      5.00% / 2.35%    12/20/19   228        317    89     
Freescale Semiconductors, Inc.  JPM  USD  5,000      5.00% / 2.35%    12/20/19   406        610    204     
Gannett Co., Inc.  GSC  USD  3,225      5.00% / 2.42%    12/20/19   400        381        (19)
K Hovnanian Enterprises, Inc.  BOA  USD  1,650      5.00% / 5.71%    12/20/18       (39)   (41)       (2)
Koninklijke KPN, N.V.  CSI  EUR  2,925      1.00% / 0.72%    06/20/19       (11)   40    51     
Liberty Interactive LLC  BCLY  USD  850      5.00% / 2.55%    03/20/20   87        99    12     

 

14
 

 

The Hartford World Bond Fund

Schedule of Investments(continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

 

OTC Credit Default Swap Contracts Outstanding at January 31, 2015 - (continued)

 

   Counter-   Notional   (Pay)/ Receive Fixed
Rate/ Implied
  Expiration  Upfront
Premiums
   Upfront
Premiums
   Market   Unrealized Appreciation/
(Depreciation)
 
Reference Entity  party   Amount (a)   Credit Spread (b)  Date  Paid   Received   Value ╪   Asset   Liability 
Credit default swaps on single-name issues: - (continued)                            
Sell protection: - (continued)                                         
Liberty Interactive LLC   GSC   USD  4,200     5.00% / 2.55%  03/20/20  $500   $   $490   $   $(10)
Ryland Group, Inc.   BOA   USD  1,250     5.00% / 2.46%  03/20/20   145        151    6     
Ryland Group, Inc.   DEUT   USD  3,400     5.00% / 2.35%  12/20/19   300        412    112     
Ryland Group, Inc.   JPM   USD  1,250     5.00% / 2.46%  03/20/20   143        152    9     
Tenet Healthcare Corp.   MSC   USD  3,275     5.00% / 3.71%  12/20/19   231        188        (43)
United Rents, Inc.   GSC   USD  1,225     5.00% / 2.66%  03/20/20   123        136    13     
Total                  $2,907   $(570)  $2,810   $666   $(193)
Total single-name issues                  $3,440   $(3,884)  $(476)  $745   $(777)
Total OTC contracts                  $3,852   $(6,537)  $(2,130)  $1,451   $(896)

 

(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.

 

(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, 2015. 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 Credit Default Swap Contracts Outstanding at January 31, 2015

 

   Clearing  Notional   (Pay)/ Receive
Fixed
   Expiration      Market   Unrealized
Appreciation/
(Depreciation)
   Variation Margin 
Reference Entity  House (a)  Amount (b)   Rate   Date  Cost Basis   Value ╪   Asset   Liability   Asset   Liability 
Credit default swaps on indices:                                  
Buy protection:                                              
ITRAXX.EUR.22  ICE  EUR  31,890      (1.00)%   12/20/19  $(817)  $(697)  $120   $   $145   $(29)
ITRAXX.XOV.22  ICE  EUR  27,565      (5.00)%   12/20/19   (2,583)   (2,387)   196        135     
Total                  $(3,400)  $(3,084)  $316   $   $280   $(29)
Sell protection:                                              
CDX.NA.HY.23  CME  USD  56,755      5.00%   12/20/19  $3,243   $3,150   $   $(93)  $   $(130)
CDX.NA.IG.23  CME  USD  63,035      1.00%   12/20/19   977    881        (96)       (122)
Total                  $4,220   $4,031   $   $(189)  $   $(252)
Total traded indices          $820   $947   $316   $(189)  $280   $(281)
Total centrally cleared contracts          $820   $947   $316   $(189)  $280   $(281)

 

(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.

 

OTC Interest Rate Swap Contracts Outstanding at January 31, 2015

 

   Payments made  Payments received  Notional   Expiration  Upfront Premiums   Upfront Premiums   Market   Unrealized
Appreciation/(Depreciation)
 
Counterparty  by Fund  by Fund  Amount   Date  Paid   Received   Value ╪   Asset   Liability 
DEUT  6M WIBOR PLN  1.68% Fixed  PLN  17,205     03/18/20  $   $   $23   $23   $ 
DEUT  KRW CD KSDA  2.11% Fixed  KRW  5,847,945     03/18/25   9        1        (8)
GSC  6M WIBOR PLN  1.67% Fixed  PLN  24,230     03/18/20           32    32     
JPM  6M WIBOR PLN  1.65% Fixed  PLN  32,430     03/18/20           31    31     
JPM  6M WIBOR PLN  1.67% Fixed  PLN  37,790     12/17/16           22    22     
JPM  6M WIBOR PLN  1.68% Fixed  PLN  86,005     03/18/20           118    118     
JPM  6M WIBOR PLN  1.73% Fixed  PLN  25,000     03/18/20           50    50     

 

15
 

 

The Hartford World Bond Fund

Schedule of Investments(continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

 

OTC Interest Rate Swap Contracts Outstanding at January 31, 2015  - (continued)

 

   Payments made  Payments received  Notional   Expiration  Upfront
Premiums
   Upfront
Premiums
   Market   Unrealized
Appreciation/(Depreciation)
 
Counterparty  by Fund  by Fund  Amount   Date  Paid   Received   Value ╪   Asset   Liability 
JPM  6M WIBOR PLN  2.03% Fixed  PLN  16,540     12/17/19  $   $   $94   $94   $ 
JPM  KRW CD KSDA  2.11% Fixed  KRW  5,847,950     03/18/25   10        1        (9)
JPM  KRW CD KSDA  2.11% Fixed  KRW  11,695,895     03/18/25           2    2     
Total                $19   $   $374   $372   $(17)

 

Foreign Currency Contracts Outstanding at January 31, 2015

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
AUD  Buy  02/27/2015  BNP  $3,588   $3,433   $   $(155)
AUD  Buy  02/27/2015  BOA   63,527    60,315        (3,212)
AUD  Buy  02/27/2015  CBA   47,996    45,400        (2,596)
AUD  Buy  02/27/2015  DEUT   116,036    113,523        (2,513)
AUD  Buy  02/27/2015  GSC   13,677    13,010        (667)
AUD  Buy  02/27/2015  JPM   9,571    9,166        (405)
AUD  Buy  02/27/2015  WEST   4,826    4,590        (236)
AUD  Sell  02/27/2015  BOA   56,873    54,830    2,043     
AUD  Sell  02/27/2015  CBA   77,315    74,234    3,081     
AUD  Sell  02/27/2015  CSFB   44,182    42,337    1,845     
AUD  Sell  02/27/2015  HSBC   4,818    4,590    228     
AUD  Sell  02/27/2015  JPM   14,472    14,033    439     
AUD  Sell  02/27/2015  MSC   3,553    3,399    154     
AUD  Sell  02/27/2015  NAB   48,521    46,498    2,023     
AUD  Sell  02/27/2015  RBC   47,947    45,946    2,001     
AUD  Sell  02/27/2015  UBS   2,403    2,367    36     
AUD  Sell  02/27/2015  WEST   44,187    42,337    1,850     
BRL  Sell  03/03/2015  MSC   998    965    33     
CAD  Buy  02/27/2015  BMO   32,356    30,120        (2,236)
CAD  Buy  02/27/2015  DEUT   3,635    3,388        (247)
CAD  Buy  02/27/2015  GSC   7,198    6,699        (499)
CAD  Buy  02/27/2015  HSBC   4,757    4,443        (314)
CAD  Buy  02/27/2015  JPM   4,713    4,513        (200)
CAD  Buy  02/27/2015  MSC   3,563    3,338        (225)
CAD  Buy  02/27/2015  RBC   78,856    73,693        (5,163)
CAD  Sell  02/27/2015  BOA   21,313    20,524    789     
CAD  Sell  02/27/2015  DEUT   7,154    6,978    176     
CAD  Sell  02/27/2015  GSC   3,559    3,326    233     
CAD  Sell  02/27/2015  JPM   26,955    25,541    1,414     
CAD  Sell  02/27/2015  RBC   2,393    2,360    33     
CAD  Sell  02/27/2015  WEST   4,693    4,443    250     
CHF  Buy  02/27/2015  JPM   7,156    7,174    18     
CHF  Buy  02/27/2015  MSC   7,190    7,945    755     
CHF  Sell  02/27/2015  CSFB   10,682    11,884        (1,202)
CNH  Buy  02/27/2015  HSBC   4,786    4,721        (65)
CNH  Sell  02/27/2015  CBK   3    3         
CNH  Sell  02/27/2015  JPM   4,752    4,718    34     
CNH  Sell  02/27/2015  JPM   4,815    4,815         
DKK  Buy  02/27/2015  GSC   2,433    2,333        (100)
DKK  Buy  02/27/2015  JPM   117,462    114,771        (2,691)
DKK  Sell  02/27/2015  WEST   242,983    231,876    11,107     
EUR  Buy  02/27/2015  BCLY   9,035    8,724        (311)
EUR  Buy  02/27/2015  BNP   3,567    3,586    19     
EUR  Buy  02/27/2015  BNP   4,564    4,544        (20)
EUR  Buy  02/27/2015  BOA   19,001    18,430        (571)
EUR  Buy  02/27/2015  CBA   25,530    25,672    142     
EUR  Buy  02/27/2015  CBK   14,102    14,133    31     

 

16
 

 

The Hartford World Bond Fund

Schedule of Investments(continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

 

Foreign Currency Contracts Outstanding at January 31, 2015 - (continued)

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
EUR  Buy  02/27/2015  DEUT  $4,096   $4,102   $6   $ 
EUR  Buy  02/27/2015  GSC   7,044    7,066    22     
EUR  Buy  02/27/2015  HSBC   4,702    4,711    9     
EUR  Buy  02/27/2015  JPM   4,597    4,606    9     
EUR  Buy  02/27/2015  JPM   145,159    139,230        (5,929)
EUR  Buy  02/27/2015  MSC   1,717    1,647        (70)
EUR  Buy  02/27/2015  RBC   6,831    6,785        (46)
EUR  Buy  02/27/2015  SCB   6,421    6,152        (269)
EUR  Buy  02/27/2015  TDS   22,857    21,810        (1,047)
EUR  Buy  02/27/2015  UBS   6,162    6,190    28     
EUR  Buy  02/27/2015  UBS   10,193    9,911        (282)
EUR  Sell  02/27/2015  BCLY   11,842    11,585    257     
EUR  Sell  02/27/2015  BOA   302,276    289,666    12,610     
EUR  Sell  04/15/2015  BOA   40,269    38,446    1,823     
EUR  Sell  02/27/2015  CBA   4,730    4,609    121     
EUR  Sell  02/27/2015  CBA   2,121    2,125        (4)
EUR  Sell  02/27/2015  CBK   146,478    140,767    5,711     
EUR  Sell  02/27/2015  CBK   31,840    31,989        (149)
EUR  Sell  02/27/2015  CSFB   131,867    126,513    5,354     
EUR  Sell  02/03/2015  DEUT   114    114         
EUR  Sell  02/04/2015  DEUT   4,096    4,101        (5)
EUR  Sell  02/27/2015  DEUT   160,608    153,840    6,768     
EUR  Sell  02/27/2015  DEUT   7,117    7,135        (18)
EUR  Sell  02/27/2015  GSC   12,081    11,805    276     
EUR  Sell  02/27/2015  GSC   4,767    4,780        (13)
EUR  Sell  02/27/2015  HSBC   7,177    6,866    311     
EUR  Sell  02/27/2015  JPM   286,830    279,506    7,324     
EUR  Sell  02/27/2015  JPM   27,739    27,825        (86)
EUR  Sell  02/27/2015  MSC   19,051    18,229    822     
EUR  Sell  02/27/2015  MSC   3,632    3,645        (13)
EUR  Sell  02/27/2015  RBC   1,906    1,893    13     
EUR  Sell  02/27/2015  UBS   139,994    134,237    5,757     
GBP  Buy  02/27/2015  BOA   21,635    21,539        (96)
GBP  Buy  02/27/2015  CBA   7,234    7,194        (40)
GBP  Buy  02/27/2015  CBK   12,006    11,889        (117)
GBP  Buy  02/27/2015  GSC   4,732    4,754    22     
GBP  Buy  02/27/2015  GSC   8,031    7,998        (33)
GBP  Buy  02/27/2015  HSBC   573    571        (2)
GBP  Buy  02/27/2015  JPM   11,866    11,889    23     
GBP  Buy  02/27/2015  JPM   20,065    19,981        (84)
GBP  Sell  02/27/2015  BOA   7,179    7,173    6     
GBP  Sell  02/27/2015  CBK   7,184    7,221        (37)
GBP  Sell  02/27/2015  DEUT   322,244    320,928    1,316     
GBP  Sell  02/27/2015  GSC   38,293    38,008    285     
GBP  Sell  02/27/2015  JPM   10,087    10,030    57     
GBP  Sell  02/27/2015  MSC   11,965    11,889    76     
GBP  Sell  02/27/2015  SCB   1,741    1,736    5     
GBP  Sell  02/27/2015  UBS   11,721    11,704    17     
JPY  Buy  02/27/2015  BOA   13,273    13,356    83     
JPY  Buy  02/27/2015  BOA   15,772    15,750        (22)
JPY  Buy  02/27/2015  CBK   12,738    12,632        (106)
JPY  Buy  02/27/2015  HSBC   9,769    9,736        (33)
JPY  Buy  02/27/2015  JPM   21,690    21,860    170     
JPY  Buy  02/27/2015  JPM   9,742    9,656        (86)
JPY  Buy  02/27/2015  MSC   40,616    40,426        (190)
JPY  Buy  02/27/2015  NAB   6,688    6,800    112     
JPY  Sell  02/27/2015  CBA   4,842    4,850        (8)
JPY  Sell  02/27/2015  CBK   4,873    4,868    5     
JPY  Sell  02/27/2015  CBK   52,122    52,607        (485)

 

17
 

 

The Hartford World Bond Fund

Schedule of Investments(continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

 

Foreign Currency Contracts Outstanding at January 31, 2015 - (continued)

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
JPY  Sell  02/27/2015  GSC  $4,795   $4,868   $   $(73)
JPY  Sell  02/27/2015  HSBC   4,770    4,782        (12)
JPY  Sell  02/27/2015  JPM   33,642    33,977        (335)
JPY  Sell  02/27/2015  MSC   14,133    14,378        (245)
JPY  Sell  02/27/2015  RBS   12,097    12,161        (64)
KRW  Buy  02/27/2015  BCLY   7,253    7,212        (41)
KRW  Sell  02/27/2015  HSBC   11,760    11,750    10     
KRW  Sell  02/27/2015  JPM   7,170    7,121    49     
MXN  Buy  02/27/2015  JPM   9,663    9,401        (262)
MXN  Buy  02/27/2015  MSC   6,026    5,849        (177)
MXN  Buy  02/27/2015  RBC   3,623    3,497        (126)
MXN  Buy  02/27/2015  SCB   32,233    31,083        (1,150)
MXN  Buy  02/27/2015  TDS   32,203    31,083        (1,120)
MXN  Sell  02/27/2015  CBK   415    406    9     
MXN  Sell  02/27/2015  MSC   9,124    8,937    187     
MXN  Sell  02/27/2015  SCB   2,397    2,352    45     
NOK  Buy  02/27/2015  DEUT   1,088    1,077        (11)
NOK  Buy  02/27/2015  JPM   3,542    3,560    18     
NOK  Buy  02/27/2015  JPM   2,509    2,483        (26)
NZD  Buy  02/27/2015  CBA   34,871    32,402        (2,469)
NZD  Buy  02/27/2015  JPM   2,329    2,244        (85)
NZD  Buy  02/27/2015  MSC   31    30        (1)
NZD  Buy  02/27/2015  UBS   32,380    30,046        (2,334)
NZD  Sell  02/27/2015  NAB   2,361    2,275    86     
NZD  Sell  02/27/2015  SCB   2,377    2,355    22     
PLN  Buy  02/27/2015  BNP   96    94        (2)
SEK  Buy  02/27/2015  DEUT   3,610    3,576        (34)
SEK  Buy  02/27/2015  GSC   2,434    2,375        (59)
SEK  Buy  02/27/2015  JPM   3,555    3,576    21     
SEK  Buy  02/27/2015  MSC   24,454    23,716        (738)
SEK  Sell  02/27/2015  GSC   7,842    7,699    143     
SEK  Sell  02/27/2015  HSBC   561    550    11     
SEK  Sell  02/27/2015  JPM   12,615    12,431    184     
SEK  Sell  02/27/2015  MSC   233,684    227,235    6,449     
ZAR  Buy  02/27/2015  BCLY   2,659    2,639        (20)
ZAR  Sell  02/27/2015  CBK   5,551    5,550    1     
Total                     $85,367   $(42,282)

 

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, 2015 (Unaudited)

(000’s Omitted)

 

 

GLOSSARY: (abbreviations used in preceding 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.
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.  
MSC Morgan Stanley
NAB National Australia Bank Limited
RBC RBC Dominion Securities, Inc.
RBS RBS Greenwich Capital
SCB Standard Chartered Bank
TDS TD Securities, Inc.
UBS UBS AG
WEST Westpac International
 
Currency Abbreviations:
AUD Australian Dollar  
BRL Brazilian Real  
CAD Canadian Dollar  
CHF Swiss Franc  
CNH Chinese Yuan Renminbi - Hong Kong
CNY Chinese Yuan
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  
TRY Turkish Lira  
USD U.S. Dollar  
ZAR South African Rand  
 
Index Abbreviations:
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
ITRAXX.EUR Markit iTraxx - Europe
ITRAXX.SUB.FIN Markit iTraxx - Europe Sub Financials
ITRAXX.XOV Markit iTraxx Index - Europe Crossover
   
Other Abbreviations:
CD Certificate of Deposit
CLO Collateralized Loan Obligation
CR Credit
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
FX Foreign Exchange
GNMA Government National Mortgage Association
KSDA Korea Securities Dealers Association
LIBOR London Interbank Offered Rate
OTC Over-the-Counter
WIBOR Warsaw Interbank Offered Rate

 

Credit Exposure
as of January 31, 2015
Credit Rating *  Percentage of
Net Assets
 
Aaa/ AAA   33.3%
Aa/ AA   30.8 
A   1.1 
Baa/ BBB   2.9 
Ba/ BB   4.7 
B   6.8 
Caa/ CCC or Lower   3.3 
Not Rated   6.1 
Non-Debt Securities and Other Short-Term Instruments   7.7 
Other Assets and Liabilities   3.3 
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 (Moody's) and typically range from AAA/Aaa (highest) to C/D (lowest). Presentation of S&P and Moody's credit ratings in this report have been selected for informational purposes for shareholders, as well as the Fund's consideration of industry practice. 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 the Fund's shares. Ratings may change.

 

19
 

 

The Hartford World Bond Fund

Schedule of Investments(continued)

January 31, 2015 (Unaudited)

(000’s Omitted)

 

 

Investment Valuation Hierarchy Level Summary
January 31, 2015

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Asset and Commercial Mortgage Backed Securities  $433,210   $   $391,280   $41,930 
Corporate Bonds   324,495        324,495     
Foreign Government Obligations   1,630,727        1,630,727     
Preferred Stocks   3,225    3,225         
Senior Floating Rate Interests   88,924        88,924     
U.S. Government Agencies   7,262        7,262     
U.S. Government Securities   429,456        429,456     
Short-Term Investments   245,068        245,068     
Purchased Options   3,245        3,245     
Total  $3,165,612   $3,225   $3,120,457   $41,930 
Foreign Currency Contracts *  $85,367   $   $85,367   $ 
Futures *   5,056    5,056         
Swaps - Credit Default *   1,767        1,767     
Swaps - Interest Rate *   372        372     
Total  $92,562   $5,056   $87,506   $ 
Liabilities:                    
Foreign Currency Contracts *  $42,282   $   $42,282   $ 
Futures *   3,945    3,945         
Swaps - Credit Default *   1,085        1,085     
Swaps - Interest Rate *   17        17     
Total  $47,329   $3,945   $43,384   $ 

 

For the three-month period ended January 31, 2015, 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, 2014
   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, 2015
 
Assets:                                             
Asset & Commercial Mortgage                                             
Backed Securities  $30,935   $202   $(208)*  $134   $13,942   $(3,075)  $   $   $41,930 
Total  $30,935   $202   $(208)  $134   $13,942   $(3,075)  $   $   $41,930 

 

* Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2015 was $(76).

 

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.

 

20
 

 

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 1940 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, 2015 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, 2015 By: /s/ James E. Davey
    James E. Davey
    President and Chief Executive Officer
     
Date:  March 13, 2015 By: /s/ Mark A. Annoni
    Mark A. Annoni
    Vice President, Treasurer and Controller