UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-CSR/A
CERTIFIED SHAREHOLDER REPORT OF REGISTERED MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number: 811-07589
THE HARTFORD MUTUAL FUNDS, INC.
(Exact name of registrant as specified in charter)
P.O. Box 2999, Hartford, Connecticut 06104-2999
(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: (860) 843-9934
Date of fiscal year end: October 31
Date of reporting period: November 1, 2012 - April 30, 2013
Form N-CSR is to be used by management investment companies to file reports with the Commission not later than 10 days after the transmission to stockholders of any report that is required to be transmitted to stockholders under Rule 30e-1 under the Investment Company Act of 1940 (17 CFR 270.30e-1). The Commission may use the information provided on Form N-CSR in its regulatory, disclosure review, inspection, and policymaking roles.
A registrant is required to disclose the information specified by Form N-CSR, and the Commission will make this information public. A registrant is not required to respond to the collection of information contained in Form N-CSR 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 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.
Explanatory Note:
The Registrant is filing this amendment to its Form N-CSR (the “Amendment”) for the period ended April 30, 2013, originally filed with the U.S. Securities and Exchange Commission on July 3, 2013 (Accession Number 0001144204-13-038036) (“Original Filing”), to amend Item 1, “Reports to Stockholders.” The purpose of the Amendment is to correct certain bank loan rates that were included within the security description for certain investments listed in the Schedule of Investments for The Hartford Short Duration Fund and The Hartford Strategic Income Fund. Other than the aforementioned revision, the Amendment does not reflect events occurring after the Original Filing, or modify or update the disclosures therein in any way.
Item 1 (as supplemented further herein) to the Amendment is incorporated by reference to the semi-annual reports for The Hartford Short Duration Fund and The Hartford Strategic Income Fund contained in Item 1 of the Original Filing. Item 2 through Item 5 and Item 7 through Item 12(a)(1) to the Amendment are incorporated by reference to the Original Filing.
Item 1. Reports to Stockholders
SUPPLEMENT
DATED OCTOBER 8, 2013 TO THE FOLLOWING SEMI-ANNUAL REPORTS DATED APRIL 30, 2013:
THE HARTFORD SHORT DURATION FUND
THE HARTFORD STRATEGIC INCOME FUND
(EACH OF THE ABOVE IS A SERIES OF THE HARTFORD MUTUAL FUNDS, INC.)
This Supplement revises information contained in the Semi-Annual Reports to shareholders listed above and should be read in conjunction with the Semi-Annual Reports to shareholders.
| 1. | The following replaces in its entirety the Schedule of Investments appearing under the heading “Schedule of Investments, April 30, 2013 (Unaudited)” starting on page 5 of the Semi-Annual Report for The Hartford Short Duration Fund. |
The Hartford Short Duration Fund |
Schedule of Investments |
April 30, 2013 (Unaudited) |
(000’s Omitted) |
Shares or Principal Amount | | Market Value ╪ | |
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 20.4% | | | | |
Finance and Insurance - 19.2% | | | | |
| | | | Captive Auto Finance - 5.3% | | | | |
| | | | Ally Automotive Receivables Trust | | | | |
$ | 1,700 | | | 0.70%, 12/21/2015 | | $ | 1,702 | |
| 1,000 | | | 2.29%, 11/16/2015 ■ | | | 1,017 | |
| 1,500 | | | 3.29%, 03/15/2015 ■ | | | 1,528 | |
| | | | Ally Master Owner Trust | | | | |
| 1,280 | | | 1.00%, 02/15/2018 | | | 1,284 | |
| 1,975 | | | 1.21%, 06/15/2017 | | | 1,992 | |
| 2,695 | | | 1.54%, 09/15/2019 | | | 2,717 | |
| | | | AmeriCredit Automobile Receivables Trust | | | | |
| 2,775 | | | 0.62%, 06/08/2017 | | | 2,777 | |
| | | | Carmax Automotive Owner Trust | | | | |
| 395 | | | 1.50%, 08/15/2018 | | | 396 | |
| | | | Credit Acceptance Automotive Loan Trust | | | | |
| 1,115 | | | 2.20%, 09/16/2019 ■ | | | 1,132 | |
| | | | Ford Credit Automotive Owner Trust | | | | |
| 2,500 | | | 2.62%, 10/15/2016 | | | 2,586 | |
| | | | Ford Credit Floorplan Master Owner Trust | | | | |
| 2,300 | | | 0.74%, 09/15/2016 | | | 2,306 | |
| | | | Harley-Davidson Motorcycle Trust | | | | |
| 500 | | | 1.99%, 01/15/2016 | | | 503 | |
| | | | Hyundai Automotive Receivables Trust | | | | |
| 650 | | | 1.65%, 02/15/2017 | | | 661 | |
| 2,100 | | | 2.27%, 02/15/2017 ‡ | | | 2,158 | |
| | | | Mercedes-Benz Master Owner Trust | | | | |
| 1,560 | | | 0.79%, 11/15/2017 ■ | | | 1,563 | |
| | | | Motor plc | | | | |
| 345 | | | 1.29%, 02/25/2020 ■ | | | 346 | |
| | | | Prestige Automotive Receivables Trust | | | | |
| 876 | | | 1.23%, 12/15/2015 ■ | | | 879 | |
| | | | SNAAC Automotive Receivables Trust | | | | |
| 725 | | | 1.14%, 07/16/2018 ■ | | | 725 | |
| | | | Volvo Financial Equipment LLC | | | | |
| 1,836 | | | 0.91%, 08/17/2015 ■ | | | 1,842 | |
| | | | World Omni Automotive Receivables Trust | | | | |
| 1,500 | | | 2.33%, 09/15/2016 ‡ | | | 1,530 | |
| | | | | | | 29,644 | |
| | | | Credit Card Issuing - 0.6% | | | | |
| | | | American Express Credit Account Master Trust | | | | |
| 2,072 | | | 0.77%, 05/15/2018 | | | 2,078 | |
| | | | Master Credit Card Trust | | | | |
| 1,365 | | | 0.78%, 04/21/2017 ■ | | | 1,370 | |
| | | | | | | 3,448 | |
| | | | Other Financial Investment Activities - 0.6% | | | | |
| | | | Apidos CDO | | | | |
| 2,250 | | | 1.38%, 04/15/2025 ■Δ | | | 2,250 | |
| | | | Carlyle Global Market Strategies | | | | |
| 870 | | | 1.46%, 04/18/2025 ■Δ | | | 870 | |
| | | | | | | 3,120 | |
| | | | Real Estate Credit (Mortgage Banking) - 12.7% | | | | |
| | | | Atrium CDO Corp. | | | | |
| 1,860 | | | 1.40%, 07/16/2025 ■☼Δ | | | 1,857 | |
| | | | Avis Budget Rental Car Funding AESOP LLC | | | | |
| 1,800 | | | 1.85%, 11/20/2013 ■ | | | 1,811 | |
| | | | Bayview Commercial Asset Trust | | | | |
| 6,450 | | | 3.00%, 01/25/2037 ■► | | | 229 | |
| 6,736 | | | 7.37%, 09/25/2037 ■► | | | 620 | |
| | | | CBA Commercial Small Balance Commercial Mortgage | | | | |
| 5,818 | | | 8.52%, 01/25/2039 ■► | | | 29 | |
| | | | CFCRE Commercial Mortgage Trust | | | | |
| 1,500 | | | 3.76%, 04/15/2044 ■ | | | 1,604 | |
| | | | Chesapeake Funding LLC | | | | |
| 1,185 | | | 0.95%, 11/07/2023 ■Δ | | | 1,190 | |
| | | | CIFC Funding Ltd. | | | | |
| 2,125 | | | 1.44%, 04/16/2025 ■Δ | | | 2,125 | |
| | | | Citigroup Commercial Mortgage Trust | | | | |
| 2,115 | | | 0.69%, 09/10/2045 | | | 2,114 | |
| | | | Commercial Mortgage Pass-Through Certificates | | | | |
| 1,120 | | | 0.67%, 11/15/2045 | | | 1,121 | |
| 1,503 | | | 0.70%, 10/15/2045 | | | 1,505 | |
| 1,148 | | | 0.82%, 08/15/2045 | | | 1,152 | |
| 2,454 | | | 3.16%, 11/01/2015 ■ | | | 2,576 | |
| | | | DBUBS Mortgage Trust | | | | |
| 3,056 | | | 2.05%, 01/01/2021 ■► | | | 139 | |
| 1,345 | | | 3.64%, 08/10/2044 | | | 1,455 | |
| 2,500 | | | 3.74%, 11/10/2046 ■ | | | 2,682 | |
| | | | Equity One ABS, Inc. | | | | |
| 20 | | | 2.70%, 07/25/2034 Δ | | | — | |
| | | | GE Dealer Floorplan Master Note Trust | | | | |
| 2,000 | | | 0.64%, 10/20/2017 Δ | | | 2,004 | |
| | | | GMAC Commercial Mortgage Securities, Inc. | | | | |
| 519 | | | 6.50%, 05/15/2035 ■ | | | 518 | |
| | | | Goldman Sachs Mortgage Securities Corp. II | | | | |
| 886 | | | 5.28%, 08/10/2038 | | | 893 | |
| 145 | | | 5.48%, 11/10/2039 | | | 147 | |
| 1,500 | | | 5.55%, 04/10/2038 | | | 1,665 | |
| | | | Goldman Sachs Mortgage Securities Trust | | | | |
| 1,521 | | | 0.66%, 11/10/2045 | | | 1,520 | |
| | | | Hasco HIM Trust | | | | |
| 46 | | | 0.00%, 12/26/2035 ■● | | | — | |
| | | | HLSS Servicer Advance Receivables Backed Notes | | | | |
| 695 | | | 1.99%, 10/15/2015 ■ | | | 708 | |
| 885 | | | 2.29%, 01/15/2048 ■ | | | 911 | |
| | | | JP Morgan Chase Commercial Mortgage Securities Corp. | | | | |
| 902 | | | 0.71%, 10/15/2045 Δ | | | 902 | |
| 950 | | | 3.36%, 11/13/2044 ■ | | | 1,019 | |
| 2,819 | | | 3.85%, 06/15/2043 ■ | | | 2,978 | |
| 33 | | | 4.30%, 01/15/2038 | | | 33 | |
| 427 | | | 4.93%, 09/12/2037 | | | 429 | |
| 51 | | | 4.96%, 08/15/2042 | | | 51 | |
| 1,442 | | | 5.59%, 06/12/2041 Δ | | | 1,510 | |
| | | | LB-UBS Commercial Mortgage Trust | | | | |
| 106 | | | 5.30%, 02/15/2040 | | | 106 | |
| | | | Long Beach Asset Holdings Corp. | | | | |
| 180 | | | 0.00%, 04/25/2046 ■● | | | — | |
| | | | Merrill Lynch Mortgage Trust | | | | |
| 1,000 | | | 5.85%, 06/12/2050 Δ | | | 1,055 | |
| | | | Merrill Lynch/Countrywide Commercial Mortgage Trust | | | | |
| 129 | | | 5.11%, 12/12/2049 | | | 129 | |
The accompanying notes are an integral part of these financial statements.
The Hartford Short Duration Fund |
Schedule of Investments – (continued) |
April 30, 2013 (Unaudited) |
(000’s Omitted) |
Shares or Principal Amount | | Market Value ╪ | |
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 20.4% - (continued) | | | | |
Finance and Insurance - 19.2% - (continued) | | | | |
| | | | Real Estate Credit (Mortgage Banking) - 12.7% - (continued) | | | | |
| | | | Morgan Stanley BAML Trust | | | | |
$ | 722 | | | 0.66%, 11/15/2045 | | $ | 721 | |
| | | | Morgan Stanley Capital I | | | | |
| 1,400 | | | 3.22%, 07/15/2049 | | | 1,500 | |
| 1,500 | | | 3.88%, 09/15/2047 ■ | | | 1,613 | |
| 2,500 | | | 4.97%, 04/14/2040 | | | 2,587 | |
| 2,328 | | | 5.11%, 06/15/2040 | | | 2,409 | |
| | | | Morgan Stanley Re-Remic Trust | | | | |
| 2,513 | | | 1.00%, 03/27/2051 ■ | | | 2,482 | |
| | | | National Credit Union Administration | | | | |
| 724 | | | 1.60%, 10/29/2020 | | | 736 | |
| | | | OHA Intrepid Leveraged Loan Fund Ltd. | | | | |
| 2,000 | | | 1.18%, 04/20/2021 ■†Δ | | | 2,000 | |
| | | | Renaissance Home Equity Loan Trust | | | | |
| 108 | | | 0.00%, 04/25/2037 ■● | | | — | |
| | | | SBA Tower Trust | | | | |
| 1,310 | | | 2.93%, 12/15/2017 ■ | | | 1,357 | |
| | | | Silverstone Master Issuer plc | | | | |
| 415 | | | 1.83%, 01/21/2055 ■Δ | | | 425 | |
| | | | Springleaf Mortgage Loan Trust | | | | |
| 870 | | | 1.27%, 06/25/2058 ■ | | | 872 | |
| | | | UBS Commercial Mortgage Trust | | | | |
| 1,874 | | | 1.03%, 05/10/2045 ‡ | | | 1,885 | |
| | | | UBS-Barclays Commercial Mortgage Trust | | | | |
| 2,472 | | | 0.73%, 08/10/2049 ‡ | | | 2,476 | |
| | | | Voyager Countrywide Delaware Trust | | | | |
| 317 | | | 66.14%, 11/26/2035 ■Δ | | | 282 | |
| | | | Wachovia Bank Commercial Mortgage Trust | | | | |
| 275 | | | 4.50%, 10/15/2041 | | | 278 | |
| 2,000 | | | 4.80%, 10/15/2041 ‡ | | | 2,100 | |
| 1,105 | | | 4.94%, 04/15/2042 | | | 1,181 | |
| 2,575 | | | 5.28%, 12/15/2044 ‡Δ | | | 2,827 | |
| 1,500 | | | 5.48%, 04/15/2047 ‡ | | | 1,574 | |
| | | | WF-RBS Commercial Mortgage Trust | | | | |
| 2,526 | | | 0.67%, 11/15/2045 ‡ | | | 2,526 | |
| | | | | | | 70,618 | |
| | | | | | | 106,830 | |
Real Estate, Rental and Leasing - 0.7% | | | | |
| | | | Automotive Equipment Rental and Leasing - 0.7% | | | | |
| | | | ARI Fleet Lease Trust | | | | |
| 1,102 | | | 0.50%, 01/15/2021 ■Δ | | | 1,099 | |
| | | | Enterprise Fleet Financing LLC | | | | |
| 725 | | | 0.72%, 04/20/2018 ■ | | | 726 | |
| 1,894 | | | 1.90%, 10/20/2016 ■ | | | 1,912 | |
| | | | | | | 3,737 | |
Transportation Equipment Manufacturing - 0.5% | | | | |
| | | | Railroad Rolling Stock Manufacturing - 0.5% | | | | |
| | | | GE Equipment Transportation LLC | | | | |
| 2,051 | | | 0.62%, 07/25/2016 | | | 2,051 | |
| 730 | | | 0.99%, 11/23/2015 | | | 733 | |
| | | | | | | 2,784 | |
| | | | Total asset & commercial mortgage backed securities | | | | |
| | | | (cost $113,220) | | $ | 113,351 | |
| | | | | | | | |
CORPORATE BONDS - 55.1% | | | | |
Arts, Entertainment and Recreation - 1.8% | | | | |
| | | | Cable and Other Subscription Programming - 1.3% | | | | |
| | | | Comcast Corp. | | | | |
$ | 1,000 | | | 5.85%, 11/15/2015 | | $ | 1,128 | |
| | | | DirecTV Holdings LLC | | | | |
| 915 | | | 1.75%, 01/15/2018 | | | 916 | |
| 1,681 | | | 2.40%, 03/15/2017 | | | 1,740 | |
| 1,100 | | | 3.50%, 03/01/2016 | | | 1,171 | |
| | | | Echostar DBS Corp. | | | | |
| 725 | | | 7.13%, 02/01/2016 | | | 801 | |
| | | | Viacom, Inc. | | | | |
| 1,650 | | | 1.25%, 02/27/2015 | | | 1,662 | |
| | | | | | | 7,418 | |
| | | | Data Processing, Hosting and Related Services - 0.5% | | | | |
| | | | Fidelity National Information Services, Inc. | | | | |
| 2,500 | | | 7.63%, 07/15/2017 | | | 2,672 | |
| | | | | | | | |
| | | | | | | 10,090 | |
Beverage and Tobacco Product Manufacturing - 1.6% | | | | |
| | | | Beverage Manufacturing - 1.2% | | | | |
| | | | Anheuser-Busch InBev Worldwide, Inc. | | | | |
| 1,730 | | | 1.38%, 07/15/2017 | | | 1,753 | |
| | | | Constellation Brands, Inc. | | | | |
| 1,210 | | | 7.25%, 09/01/2016 | | | 1,392 | |
| | | | Diageo Capital plc | | | | |
| 2,275 | | | 1.50%, 05/11/2017 | | | 2,319 | |
| | | | Molson Coors Brewing Co. | | | | |
| 311 | | | 2.00%, 05/01/2017 | | | 320 | |
| | | | Pernod-Ricard S.A. | | | | |
| 1,000 | | | 2.95%, 01/15/2017 ■ | | | 1,052 | |
| | | | | | | 6,836 | |
| | | | Tobacco Manufacturing - 0.4% | | | | |
| | | | Altria Group, Inc. | | | | |
| 500 | | | 7.75%, 02/06/2014 | | | 527 | |
| | | | Lorillard Tobacco Co. | | | | |
| 180 | | | 2.30%, 08/21/2017 | | | 182 | |
| | | | Reynolds American, Inc. | | | | |
| 1,300 | | | 1.05%, 10/30/2015 | | | 1,302 | |
| | | | | | | 2,011 | |
| | | | | | | 8,847 | |
Chemical Manufacturing - 0.9% | | | | |
| | | | Agricultural Chemical Manufacturing - 0.3% | | | | |
| | | | Yara International ASA | | | | |
| 1,750 | | | 5.25%, 12/15/2014 ■ | | | 1,862 | |
| | | | | | | | |
| | | | Basic Chemical Manufacturing - 0.5% | | | | |
| | | | Airgas, Inc. | | | | |
| 1,000 | | | 2.85%, 10/01/2013 | | | 1,009 | |
| | | | PPG Industries, Inc. | | | | |
| 1,500 | | | 1.90%, 01/15/2016 | | | 1,540 | |
| | | | | | | 2,549 | |
| | | | Other Chemical and Preparation Manufacturing - 0.1% | | | | |
| | | | Ecolab, Inc. | | | | |
| 375 | | | 1.45%, 12/08/2017 | | | 374 | |
| | | | | | | | |
| | | | | | | 4,785 | |
The accompanying notes are an integral part of these financial statements.
Shares or Principal Amount | | Market Value ╪ | |
CORPORATE BONDS - 55.1% - (continued) | | | | |
Computer and Electronic Product Manufacturing - 0.9% | | | | |
| | | | Computer and Peripheral Equipment Manufacturing - 0.9% | | | | |
| | | | Hewlett-Packard Co. | | | | |
$ | 4,000 | | | 2.60%, 09/15/2017 | | $ | 4,070 | |
| | | | Seagate Technology plc | | | | |
| 1,140 | | | 10.00%, 05/01/2014 ■ | | | 1,197 | |
| | | | | | | 5,267 | |
Construction - 0.2% | | | | |
| | | | Residential Building Construction - 0.2% | | | | |
| | | | CRH America, Inc. | | | | |
| 1,340 | | | 5.30%, 10/15/2013 | | | 1,366 | |
| | | | | | | | |
Finance and Insurance - 34.2% | | | | |
| | | | Activities Related To Credit Banking - 0.1% | | | | |
| | | | Western Union Co | | | | |
| 430 | | | 2.38%, 12/10/2015 | | | 438 | |
| | | | | | | | |
| | | | Captive Auto Finance - 2.0% | | | | |
| | | | American Honda Finance Corp. | | | | |
| 675 | | | 1.60%, 02/16/2018 ■ | | | 683 | |
| | | | Ford Motor Credit Co. LLC | | | | |
| 1,500 | | | 2.38%, 01/16/2018 | | | 1,507 | |
| 1,700 | | | 2.75%, 05/15/2015 | | | 1,742 | |
| | | | Harley-Davidson Financial Services, Inc. | | | | |
| 1,385 | | | 1.15%, 09/15/2015 ■ | | | 1,391 | |
| 810 | | | 3.88%, 03/15/2016 ■ | | | 869 | |
| | | | Hyundai Capital America | | | | |
| 2,500 | | | 2.13%, 10/02/2017 ■ | | | 2,506 | |
| | | | Nissan Motor Co., Ltd. | | | | |
| 2,695 | | | 1.95%, 09/12/2017 ■ | | | 2,754 | |
| | | | | | | 11,452 | |
| | | | Commercial Banking - 5.3% | | | | |
| | | | Banco Santander Brasil S.A. | | | | |
| 980 | | | 4.25%, 01/14/2016 ■ | | | 1,028 | |
| | | | Barclays Bank plc | | | | |
| 2,500 | | | 6.05%, 12/04/2017 ■ | | | 2,830 | |
| | | | BNP Paribas | | | | |
| 1,650 | | | 2.38%, 09/14/2017 | | | 1,692 | |
| | | | Commonwealth Bank of Australia | | | | |
| 1,500 | | | 2.13%, 03/17/2014 ■ | | | 1,521 | |
| | | | Credit Suisse New York | | | | |
| 1,000 | | | 1.24%, 01/14/2014 Δ | | | 1,006 | |
| 630 | | | 2.20%, 01/14/2014 | | | 637 | |
| | | | DNB ASA | | | | |
| 2,000 | | | 3.20%, 04/03/2017 ■ | | | 2,135 | |
| | | | ING Bank N.V. | | | | |
| 1,500 | | | 2.00%, 09/25/2015 ■ | | | 1,525 | |
| | | | Intesa Sanpaolo | | | | |
| 1,500 | | | 3.13%, 01/15/2016 | | | 1,499 | |
| | | | Key Bank NA | | | | |
| 1,000 | | | 1.65%, 02/01/2018 | | | 1,016 | |
| 2,000 | | | 4.95%, 09/15/2015 | | | 2,174 | |
| | | | Manufacturers & Traders Trust Co. | | | | |
| 1,045 | | | 5.59%, 12/28/2020 | | | 1,051 | |
| | | | National Australia Bank Ltd. | | | | |
| 1,000 | | | 1.00%, 04/11/2014 ■Δ | | | 1,007 | |
| | | | Nordea Bank AB | | | | |
| 833 | | | 1.18%, 01/14/2014 ■Δ | | | 838 | |
| 1,420 | | | 2.25%, 03/20/2015 ■ | | | 1,459 | |
| | | | State Street Bank & Trust Co. | | | | |
| 800 | | | 0.48%, 12/08/2015 Δ | | | 794 | |
| | | | Svenska Handelsbanken AB | | | | |
| 1,000 | | | 3.13%, 07/12/2016 | | | 1,067 | |
| 1,000 | | | 4.88%, 06/10/2014 ■ | | | 1,049 | |
| | | | Swedbank AB | | | | |
| 1,800 | | | 1.75%, 03/12/2018 ■ | | | 1,815 | |
| | | | Union Bank NA | | | | |
| 2,000 | | | 5.95%, 05/11/2016 ‡ | | | 2,274 | |
| | | | Westpac Banking Corp. | | | | |
| 1,000 | | | 1.01%, 03/31/2014 ■Δ | | | 1,006 | |
| | | | | | | 29,423 | |
| | | | Depository Credit Banking - 7.5% | | | | |
| | | | Bank of America Corp. | | | | |
| 5,000 | | | 1.50%, 10/09/2015 | | | 5,030 | |
| 3,000 | | | 2.00%, 01/11/2018 | | | 3,009 | |
| | | | Bank of Montreal | | | | |
| 1,500 | | | 0.88%, 04/09/2018 Δ | | | 1,504 | |
| | | | Bank of New York Mellon Corp. | | | | |
| 1,500 | | | 1.97%, 06/20/2017 ‡Δ | | | 1,552 | |
| | | | Bank of Nova Scotia | | | | |
| 1,500 | | | 1.38%, 12/18/2017 | | | 1,509 | |
| | | | BB&T Corp. | | | | |
| 815 | | | 1.60%, 08/15/2017 | | | 826 | |
| | | | Citigroup, Inc. | | | | |
| 1,250 | | | 1.25%, 01/15/2016 | | | 1,254 | |
| 2,479 | | | 3.95%, 06/15/2016 | | | 2,684 | |
| 2,000 | | | 4.59%, 12/15/2015 | | | 2,179 | |
| 2,000 | | | 5.50%, 02/15/2017 | | | 2,243 | |
| | | | Fifth Third Bancorp | | | | |
| 636 | | | 3.63%, 01/25/2016 | | | 680 | |
| 1,000 | | | 4.75%, 02/01/2015 | | | 1,066 | |
| | | | HSBC Bank plc | | | | |
| 950 | | | 0.94%, 08/12/2013 ■Δ | | | 952 | |
| | | | HSBC USA, Inc. | | | | |
| 3,590 | | | 1.63%, 01/16/2018 ‡ | | | 3,614 | |
| | | | PNC Funding Corp. | | | | |
| 907 | | | 2.70%, 09/19/2016 | | | 958 | |
| | | | Santander Holdings USA, Inc. | | | | |
| 715 | | | 3.00%, 09/24/2015 | | | 740 | |
| 738 | | | 4.63%, 04/19/2016 | | | 792 | |
| | | | SunTrust Banks, Inc. | | | | |
| 2,500 | | | 0.58%, 04/01/2015 Δ | | | 2,474 | |
| | | | Toronto-Dominion Bank | | | | |
| 2,000 | | | 2.50%, 07/14/2016 ‡ | | | 2,103 | |
| | | | U.S. Bancorp | | | | |
| 2,250 | | | 1.65%, 05/15/2017 ‡ | | | 2,304 | |
| | | | Wells Fargo & Co. | | | | |
| 2,035 | | | 1.50%, 01/16/2018 | | | 2,042 | |
| 1,000 | | | 2.10%, 05/08/2017 | | | 1,037 | |
| | | | Wells Fargo Bank NA | | | | |
| 1,000 | | | 0.50%, 05/16/2016 Δ | | | 988 | |
| | | | | | | 41,540 | |
| | | | Insurance Carriers - 4.0% | | | | |
| | | | Aetna, Inc. | | | | |
| 635 | | | 1.50%, 11/15/2017 | | | 640 | |
| | | | American International Group, Inc. | | | | |
| 1,500 | | | 3.65%, 01/15/2014 | | | 1,532 | |
The accompanying notes are an integral part of these financial statements.
The Hartford Short Duration Fund |
Schedule of Investments – (continued) |
April 30, 2013 (Unaudited) |
(000’s Omitted) |
Shares or Principal Amount | | Market Value ╪ | |
CORPORATE BONDS - 55.1% - (continued) | |
Finance and Insurance - 34.2% - (continued) | | | | |
| | | | Insurance Carriers - 4.0% - (continued) | | | | |
| | | | Cigna Corp. | | | | |
$ | 503 | | | 2.75%, 11/15/2016 | | $ | 533 | |
| | | | CNA Financial Corp. | | | | |
| 2,000 | | | 6.50%, 08/15/2016 | | | 2,301 | |
| | | | ING US, Inc. | | | | |
| 2,250 | | | 2.90%, 02/15/2018 ■ | | | 2,303 | |
| | | | Jackson National Life Global Funding | | | | |
| 2,500 | | | 5.38%, 05/08/2013 ■‡ | | | 2,502 | |
| | | | MetLife Global Funding I | | | | |
| 1,480 | | | 1.50%, 01/10/2018 ■ | | | 1,492 | |
| | | | MetLife Institutional Funding II | | | | |
| 3,500 | | | 1.63%, 04/02/2015 ■ | | | 3,561 | |
| | | | New York Life Global Funding | | | | |
| 2,000 | | | 2.45%, 07/14/2016 ■ | | | 2,101 | |
| | | | Principal Financial Group, Inc. | | | | |
| 365 | | | 1.85%, 11/15/2017 | | | 371 | |
| | | | Principal Life Global Funding II | | | | |
| 1,390 | | | 1.00%, 12/11/2015 ■ | | | 1,395 | |
| | | | Prudential Financial, Inc. | | | | |
| 2,000 | | | 6.20%, 01/15/2015 | | | 2,174 | |
| | | | QBE Insurance Group Ltd. | | | | |
| 390 | | | 2.40%, 05/01/2018 ■☼ | | | 392 | |
| | | | Wellpoint, Inc. | | | | |
| 1,000 | | | 2.38%, 02/15/2017 | | | 1,040 | |
| | | | | | | 22,337 | |
| | | | International Trade Financing (Foreign Banks) - 2.4% | | | | |
| | | | Corpoacion Andina De Fomento | | | | |
| 1,500 | | | 3.75%, 01/15/2016 | | | 1,593 | |
| 1,000 | | | 5.20%, 05/21/2013 | | | 1,002 | |
| | | | Royal Bank of Canada | | | | |
| 1,500 | | | 1.50%, 01/16/2018 | | | 1,519 | |
| | | | Royal Bank of Scotland plc | | | | |
| 1,260 | | | 2.55%, 09/18/2015 | | | 1,298 | |
| | | | Skandinaviska Enskilda Banken AB | | | | |
| 1,250 | | | 1.75%, 03/19/2018 ■ | | | 1,262 | |
| | | | Standard Chartered plc | | | | |
| 3,570 | | | 3.20%, 05/12/2016 ■ | | | 3,790 | |
| | | | TSMC Global LTD | | | | |
| 2,800 | | | 1.63%, 04/03/2018 ■ | | | 2,821 | |
| | | | | | | 13,285 | |
| | | | Monetary Authorities - Central Bank - 1.0% | | | | |
| | | | ABN Amro Bank N.V. | | | | |
| 1,500 | | | 1.38%, 01/22/2016 ■ | | | 1,503 | |
| 1,429 | | | 4.25%, 02/02/2017 ■ | | | 1,570 | |
| | | | Lloyds Banking Group plc | | | | |
| 1,500 | | | 4.38%, 01/12/2015 ■ | | | 1,584 | |
| | | | Lloyds TSB Bank plc | | | | |
| 820 | | | 4.20%, 03/28/2017 | | | 907 | |
| | | | | | | 5,564 | |
| | | | Nondepository Credit Banking - 4.1% | | | | |
| | | | American Express Credit Corp. | | | | |
| 2,000 | | | 2.80%, 09/19/2016 | | | 2,121 | |
| | | | Capital One Bank | | | | |
| 2,441 | | | 6.50%, 06/13/2013 | | | 2,458 | |
| | | | Capital One Financial Corp. | | | | |
| 1,455 | | | 2.15%, 03/23/2015 | | | 1,486 | |
| 750 | | | 6.25%, 11/15/2013 | | | 773 | |
| | | | CIT Group, Inc. | | | | |
| 1,000 | | | 4.75%, 02/15/2015 ■ | | | 1,052 | |
| | | | General Electric Capital Corp. | | | | |
| 3,000 | | | 0.99%, 04/02/2018 Δ | | | 3,007 | |
| 2,000 | | | 1.00%, 01/08/2016 | | | 2,010 | |
| 1,250 | | | 1.60%, 11/20/2017 | | | 1,266 | |
| 3,000 | | | 2.30%, 04/27/2017 | | | 3,121 | |
| | | | General Motors Financial Co., Inc. | | | | |
| 1,500 | | | 4.75%, 08/15/2017 ■ | | | 1,582 | |
| | | | SLM Corp. | | | | |
| 750 | | | 3.88%, 09/10/2015 | | | 779 | |
| 610 | | | 6.00%, 01/25/2017 | | | 660 | |
| | | | Toyota Motor Credit Corp. | | | | |
| 900 | | | 1.25%, 10/05/2017 | | | 903 | |
| 1,750 | | | 1.75%, 05/22/2017 | | | 1,799 | |
| | | | | | | 23,017 | |
| | | | Other Financial Investment Activities - 1.1% | | | | |
| | | | BP Capital Markets plc | | | | |
| 2,250 | | | 1.85%, 05/05/2017 ‡ | | | 2,319 | |
| | | | Xstrata Canada Finance Corp. | | | | |
| 2,000 | | | 2.85%, 11/10/2014 ■ | | | 2,049 | |
| | | | Xstrata Finance (Canada) Ltd. | | | | |
| 2,000 | | | 1.80%, 10/23/2015 ■ | | | 2,025 | |
| | | | | | | 6,393 | |
| | | | Real Estate Credit (Mortgage Banking) - 0.2% | | | | |
| | | | SBA Tower Trust | | | | |
| 1,300 | | | 2.24%, 04/16/2043 ■ | | | 1,300 | |
| | | | | | | | |
| | | | Real Estate Investment Trust (REIT) - 1.6% | | | | |
| | | | Health Care, Inc. | | | | |
| 1,010 | | | 2.25%, 03/15/2018 | | | 1,030 | |
| 688 | | | 3.63%, 03/15/2016 | | | 732 | |
| | | | Host Hotels & Resorts L.P. | | | | |
| 1,250 | | | 6.00%, 11/01/2020 | | | 1,398 | |
| | | | Host Marriott L.P. | | | | |
| 501 | | | 6.75%, 06/01/2016 | | | 509 | |
| | | | Simon Property Group, Inc. | | | | |
| 1,965 | | | 1.50%, 02/01/2018 ■ | | | 1,972 | |
| | | | Ventas Realty L.P. | | | | |
| 3,000 | | | 2.00%, 02/15/2018 | | | 3,034 | |
| | | | | | | 8,675 | |
| | | | Sales Financing - 0.4% | | | | |
| | | | Imperial Tobacco Finance plc | | | | |
| 2,000 | | | 2.05%, 02/11/2018 ■ | | | 2,027 | |
| | | | | | | | |
| | | | Securities and Commodity Contracts and Brokerage - 4.5% | | | | |
| | | | Goldman Sachs Group, Inc. | | | | |
| 2,250 | | | 1.60%, 11/23/2015 ‡ | | | 2,280 | |
| 2,500 | | | 2.38%, 01/22/2018 ‡ | | | 2,548 | |
| 1,279 | | | 3.63%, 02/07/2016 | | | 1,362 | |
| | | | JP Morgan Chase & Co. | | | | |
| 3,000 | | | 0.61%, 06/13/2016 ‡Δ | | | 2,948 | |
| 1,100 | | | 1.13%, 02/26/2016 | | | 1,105 | |
| 3,000 | | | 1.80%, 01/25/2018 | | | 3,038 | |
| 1,500 | | | 2.00%, 08/15/2017 ‡ | | | 1,539 | |
| | | | Merrill Lynch & Co., Inc. | | | | |
| 2,000 | | | 6.05%, 05/16/2016 | | | 2,225 | |
The accompanying notes are an integral part of these financial statements.
Shares or Principal Amount | | Market Value ╪ | |
CORPORATE BONDS - 55.1% - (continued) | | | | |
Finance and Insurance - 34.2% - (continued) | | | | |
| | | | Securities and Commodity Contracts and Brokerage - 4.5% - (continued) | | | | |
| | | | Morgan Stanley | | | | |
$ | 1,000 | | | 1.60%, 04/25/2018 Δ | | $ | 1,000 | |
| 1,935 | | | 1.75%, 02/25/2016 | | | 1,949 | |
| 2,000 | | | 3.80%, 04/29/2016 | | | 2,128 | |
| | | | UBS AG Stamford CT | | | | |
| 2,500 | | | 5.88%, 07/15/2016 | | | 2,807 | |
| | | | | | | 24,929 | |
| | | | | | | 190,380 | |
Food Manufacturing - 0.3% | | | | |
| | | | Animal Slaughtering and Processing - 0.1% | | | | |
| | | | ConAgra Foods, Inc. | | | | |
| 345 | | | 1.90%, 01/25/2018 | | | 352 | |
| | | | JBS USA LLC | | | | |
| 483 | | | 11.63%, 05/01/2014 | | | 527 | |
| | | | | | | 879 | |
| | | | Sugar and Confectionery Product Manufacturing - 0.2% | | | | |
| | | | Wrigley Jr., William Co. | | | | |
| 1,000 | | | 3.05%, 06/28/2013 ■ | | | 1,003 | |
| | | | | | | | |
| | | | | | | 1,882 | |
Furniture and Related Product Manufacturing - 0.7% | | | | |
| | | | Household, Institution Furniture, Kitchen Cabinet - 0.7% | | | | |
| | | | Masco Corp. | | | | |
| 1,450 | | | 4.80%, 06/15/2015 | | | 1,524 | |
| | | | Newell Rubbermaid, Inc. | | | | |
| 2,000 | | | 2.00%, 06/15/2015 | | | 2,033 | |
| 355 | | | 2.05%, 12/01/2017 | | | 358 | |
| | | | | | | 3,915 | |
Health Care and Social Assistance - 2.5% | | | | |
| | | | Drugs and Druggists' Sundries Merchant Wholesalers - 0.1% | | | | |
| | | | Cardinal Health Inc. | | | | |
| 370 | | | 1.70%, 03/15/2018 | | | 371 | |
| | | | | | | | |
| | | | General Medical and Surgical Hospitals - 0.0% | | | | |
| | | | Catholic Health Initiatives | | | | |
| 195 | | | 1.60%, 11/01/2017 | | | 198 | |
| | | | | | | | |
| | | | Medical Equipment and Supplies Manufacturing - 0.3% | | | | |
| | | | Covidien International Finance S.A. | | | | |
| 1,500 | | | 1.88%, 06/15/2013 | | | 1,503 | |
| | | | | | | | |
| | | | Pharmaceutical and Medicine Manufacturing - 1.9% | | | | |
| | | | AbbVie, Inc. | | | | |
| 2,500 | | | 1.20%, 11/06/2015 ■ | | | 2,520 | |
| | | | Express Scripts, Inc. | | | | |
| 4,000 | | | 2.10%, 02/12/2015 | | | 4,085 | |
| | | | GlaxoSmithKline Capital, Inc. | | | | |
| 1,000 | | | 1.50%, 05/08/2017 | | | 1,020 | |
| | | | Mylan, Inc. | | | | |
| 2,000 | | | 6.00%, 11/15/2018 ■ | | | 2,193 | |
| | | | Valeant Pharmaceuticals International | | | | |
| 790 | | | 6.50%, 07/15/2016 ■ | | | 823 | |
| | | | | | | 10,641 | |
| | | | Scientific Research and Development Services - 0.2% | | | | |
| | | | Laboratory Corp. of America Holdings | | | | |
| 1,411 | | | 2.20%, 08/23/2017 | | | 1,431 | |
| | | | | | | | |
| | | | | | | 14,144 | |
Information - 2.1% | | | | |
| | | | Data Processing Services - 0.2% | | | | |
| | | | Affiliated Computer Services, Inc. | | | | |
| 1,000 | | | 5.20%, 06/01/2015 | | | 1,071 | |
| | | | | | | | |
| | | | Satellite Telecommunications - 0.0% | | | | |
| | | | Inmarsat Finance plc | | | | |
| 210 | | | 7.38%, 12/01/2017 ■ | | | 223 | |
| | | | | | | | |
| | | | Telecommunications - Other - 0.4% | | | | |
| | | | Vivendi S.A. | | | | |
| 2,005 | | | 2.40%, 04/10/2015 ■ | | | 2,043 | |
| | | | | | | | |
| | | | Telecommunications - Wired Carriers - 1.0% | | | | |
| | | | AT&T, Inc. | | | | |
| 1,500 | | | 2.40%, 08/15/2016 | | | 1,565 | |
| | | | British Telecommunications plc | | | | |
| 505 | | | 2.00%, 06/22/2015 | | | 519 | |
| | | | Deutsche Telekom International Finance B.V. | | | | |
| 2,000 | | | 3.13%, 04/11/2016 ■ | | | 2,120 | |
| | | | Videotron Ltee | | | | |
| 1,195 | | | 9.13%, 04/15/2018 | | | 1,257 | |
| | | | | | | 5,461 | |
| | | | Telecommunications - Wireless Carriers - 0.2% | | | | |
| | | | America Movil S.A.B. de C.V. | | | | |
| 1,200 | | | 2.38%, 09/08/2016 | | | 1,247 | |
| | | | | | | | |
| | | | Wireless Communications Services - 0.3% | | | | |
| | | | Verizon Communications, Inc. | | | | |
| 1,500 | | | 0.89%, 03/28/2014 ‡Δ | | | 1,506 | |
| | | | | | | | |
| | | | | | | 11,551 | |
Machinery Manufacturing - 0.8% | | | | |
| | | | Agriculture, Construction, Mining and Machinery - 0.5% | | | | |
| | | | Case New Holland, Inc. | | | | |
| 1,240 | | | 7.75%, 09/01/2013 | | | 1,263 | |
| | | | Ingersoll-Rand Global Holding Co. | | | | |
| 1,385 | | | 6.00%, 08/15/2013 | | | 1,407 | |
| | | | | | | 2,670 | |
| | | | Commercial and Service Industry Machinery Manufacturing - 0.3% | | | | |
| | | | Xerox Corp. | | | | |
| 1,960 | | | 1.68%, 09/13/2013 Δ | | | 1,966 | |
| | | | | | | | |
| | | | | | | 4,636 | |
Mining - 1.3% | | | | |
| | | | Metal Ore Mining - 1.0% | | | | |
| | | | Barrick Gold Corp. | | | | |
| 835 | | | 2.50%, 05/01/2018 ■ | | | 839 | |
| | | | Freeport-McMoRan Copper & Gold, Inc. | | | | |
| 1,015 | | | 2.38%, 03/15/2018 ■ | | | 1,022 | |
| | | | Rio Tinto Finance USA Ltd. | | | | |
| 2,050 | | | 2.00%, 03/22/2017 | | | 2,104 | |
The accompanying notes are an integral part of these financial statements.
The Hartford Short Duration Fund |
Schedule of Investments – (continued) |
April 30, 2013 (Unaudited) |
(000’s Omitted) |
Shares or Principal Amount | | Market Value ╪ | |
CORPORATE BONDS - 55.1% - (continued) | | | | |
Mining - 1.3% - (continued) | | | | |
| | | | Metal Ore Mining - 1.0% - (continued) | | | | |
| | | | Teck Resources Ltd. | | | | |
$ | 1,500 | | | 2.50%, 02/01/2018 | | $ | 1,524 | |
| | | | | | | 5,489 | |
| | | | Nonmetallic Mineral Mining and Quarrying - 0.3% | | | | |
| | | | Vale Overseas Ltd. | | | | |
| 1,720 | | | 6.25%, 01/23/2017 | | | 1,986 | |
| | | | | | | | |
| | | | | | | 7,475 | |
Miscellaneous Manufacturing - 0.3% | | | | |
| | | | Aerospace Product and Parts Manufacturing - 0.3% | | | | |
| | | | Textron, Inc. | | | | |
| 1,500 | | | 4.63%, 09/21/2016 | | | 1,638 | |
| | | | | | | | |
Motor Vehicle and Parts Manufacturing - 0.7% | | | | |
| | | | Motor Vehicle Manufacturing - 0.7% | | | | |
| | | | Daimler Finance NA LLC | | | | |
| 3,800 | | | 1.88%, 09/15/2014 - 01/11/2018 ■ | | | 3,848 | |
| | | | | | | | |
Petroleum and Coal Products Manufacturing - 1.8% | | | | |
| | | | Oil and Gas Extraction - 0.9% | | | | |
| | | | Chesapeake Energy Corp. | | | | |
| 660 | | | 9.50%, 02/15/2015 | | | 746 | |
| | | | Petrobras International Finance Co. | | | | |
| 1,100 | | | 3.88%, 01/27/2016 | | | 1,155 | |
| 1,000 | | | 6.13%, 10/06/2016 | | | 1,122 | |
| | | | Total Capital Canada Ltd. | | | | |
| 685 | | | 1.45%, 01/15/2018 | | | 694 | |
| | | | Total Capital International S.A. | | | | |
| 1,155 | | | 1.55%, 06/28/2017 | | | 1,178 | |
| | | | | | | 4,895 | |
| | | | Petroleum and Coal Products Manufacturing - 0.8% | | | | |
| | | | Hess Corp. | | | | |
| 500 | | | 7.00%, 02/15/2014 | | | 523 | |
| | | | Schlumberger Norge AS | | | | |
| 925 | | | 1.25%, 08/01/2017 ■ | | | 930 | |
| 1,400 | | | 1.95%, 09/14/2016 ■ | | | 1,451 | |
| | | | Valero Energy Corp. | | | | |
| 1,500 | | | 4.75%, 06/15/2013 | | | 1,508 | |
| | | | | | | 4,412 | |
| | | | Support Activities For Mining - 0.1% | | | | |
| | | | Transocean, Inc. | | | | |
| 565 | | | 2.50%, 10/15/2017 | | | 576 | |
| | | | | | | | |
| | | | | | | 9,883 | |
Pipeline Transportation - 0.2% | | | | |
| | | | Pipeline Transportation of Natural Gas - 0.2% | | | | |
| | | | Enterprise Products Operating LLC | | | | |
| 235 | | | 1.25%, 08/13/2015 | | | 237 | |
| | | | Kinder Morgan Energy Partners L.P. | | | | |
| 790 | | | 3.50%, 03/01/2016 | | | 844 | |
| | | | | | | 1,081 | |
Primary Metal Manufacturing - 0.7% | | | | |
| | | | Iron and Steel Mills and Ferroalloy Manufacturing - 0.7% | | | | |
| | | | ArcelorMittal | | | | |
| 1,380 | | | 4.25%, 02/25/2015 - 03/01/2016 | | | 1,429 | |
| 1,228 | | | 5.38%, 06/01/2013 | | | 1,232 | |
| 1,000 | | | 9.50%, 02/15/2015 | | | 1,129 | |
| | | | | | | 3,790 | |
Real Estate, Rental and Leasing - 0.9% | | | | |
| | | | Automotive Equipment Rental and Leasing - 0.4% | | | | |
| | | | Enterprise Rent-a-Car Finance Corp. | | | | |
| 1,050 | | | 1.40%, 04/15/2016 ■ | | | 1,057 | |
| | | | Ryder System, Inc. | | | | |
| 1,070 | | | 3.15%, 03/02/2015 | | | 1,110 | |
| | | | | | | 2,167 | |
| | | | General Rental Centers - 0.1% | | | | |
| | | | ERAC USA Finance Co. | | | | |
| 564 | | | 2.75%, 07/01/2013 ■ | | | 566 | |
| | | | | | | | |
| | | | Industrial Machinery and Equipment Rental and Leasing - 0.4% | | | | |
| | | | International Lease Finance Corp. | | | | |
| 1,750 | | | 6.75%, 09/01/2016 ■ | | | 1,990 | |
| | | | | | | | |
| | | | | | | 4,723 | |
| Retail Trade - 1.3% | | | | |
| | | | Automotive Parts, Accessories and Tire Stores - 0.4% | | | | |
| | | | Turlock Corp. | | | | |
| 2,000 | | | 1.50%, 11/02/2017 ■ | | | 2,012 | |
| | | | | | | | |
| | | | Grocery Stores - 0.3% | | | | |
| | | | Kroger (The) Co. | | | | |
| 1,250 | | | 7.00%, 05/01/2018 | | | 1,534 | |
| | | | | | | | |
| | | | Other General Merchandise Stores - 0.4% | | | | |
| | | | Dollar General Corp. | | | | |
| 2,000 | | | 1.88%, 04/15/2018 | | | 2,011 | |
| | | | | | | | |
| | | | Other Miscellaneous Store Retailers - 0.2% | | | | |
| | | | Amazon.com, Inc. | | | | |
| 1,385 | | | 1.20%, 11/29/2017 | | | 1,383 | |
| | | | | | | | |
| | | | | | | 6,940 | |
| Truck Transportation - 0.4% | | | | |
| | | | Specialized Freight Trucking - 0.4% | | | | |
| | | | Penske Truck Leasing Co. | | | | |
| 2,000 | | | 2.50%, 03/15/2016 ■ | | | 2,070 | |
| 45 | | | 2.88%, 07/17/2018 ■ | | | 47 | |
| | | | | | | 2,117 | |
| Utilities - 0.7% | | | | |
| | | | Electric Generation, Transmission and Distribution - 0.7% | | | | |
| | | | American Electric Power Co., Inc. | | | | |
| 500 | | | 1.65%, 12/15/2017 | | | 505 | |
| | | | Duke Energy Corp. | | | | |
| 790 | | | 1.63%, 08/15/2017 | | | 801 | |
| | | | Pacific Gas & Electric Co. | | | | |
| 2,295 | | | 6.25%, 12/01/2013 ‡ | | | 2,371 | |
| | | | | | | 3,677 | |
| Wholesale Trade - 0.8% | | | | |
| | | | Beer, Wine, Distilled Alcoholic Beverage Wholesalers - 0.3% | | | | |
| | | | SABMiller Holdings, Inc. | | | | |
| 1,500 | | | 1.85%, 01/15/2015 ■ | | | 1,529 | |
| | | | | | | | |
| | | | Electrical Goods Wholesalers - 0.1% | | | | |
| | | | Arrow Electronics, Inc. | | | | |
| 630 | | | 3.00%, 03/01/2018 | | | 645 | |
The accompanying notes are an integral part of these financial statements.
Shares or Principal Amount | | Market Value ╪ | |
CORPORATE BONDS - 55.1% - (continued) | |
Wholesale Trade - 0.8% - (continued) | |
| | | | Machinery, Equipment and Supplies Wholesalers - 0.4% | | | | |
| | | | Pentair Finance S.A. | | | | |
$ | 2,265 | | | 1.35%, 12/01/2015 | | $ | 2,273 | |
| | | | | | | | |
| | | | | | | 4,447 | |
| | | | Total corporate bonds | | | | |
| | | | (cost $298,862) | | $ | 306,482 | |
| | | | | | | | |
MUNICIPAL BONDS - 0.9% | | | | |
| | | | General Obligations - 0.4% | | | | |
| | | | Illinois State GO | | | | |
$ | 2,200 | | | 4.96%, 03/01/2016 | | $ | 2,399 | |
| | | | | | | | |
| | | | Miscellaneous - 0.5% | | | | |
| | | | Florida Hurricane Catastrophe Fund | | | | |
| 2,775 | | | 1.30%, 07/01/2016 | | | 2,790 | |
| | | | | | | | |
| | | | Total municipal bonds | | | | |
| | | | (cost $5,146) | | $ | 5,189 | |
| | | | | | | | |
SENIOR FLOATING RATE INTERESTS♦ - 18.6% | | |
Accommodation and Food Services - 0.2% | | | | |
| | | | Traveler Accommodation - 0.2% | | | | |
| | | | Las Vegas Sands LLC, Extended Delayed Draw Term Loan | | | | |
$ | 209 | | | 2.70%, 11/23/2016 | | $ | 209 | |
| | | | Las Vegas Sands LLC, Extended Term Loan | | | | |
| 1,041 | | | 2.70%, 11/23/2016 | | | 1,042 | |
| | | | | | | 1,251 | |
Administrative Waste Management and Remediation - 0.3% | | | | |
| | | | Business Support Services - 0.2% | | | | |
| | | | Trans Union LLC | | | | |
| 1,221 | | | 4.25%, 02/08/2019 | | | 1,236 | |
| | | | | | | | |
| | | | Waste Treatment and Disposal - 0.1% | | | | |
| | | | ADS Waste Holdings, Inc. | | | | |
| 559 | | | 4.25%, 10/09/2019 | | | 565 | |
| | | | | | | | |
| | | | | | | 1,801 | |
Air Transportation - 0.5% | | | | |
| | | | Scheduled Air Transportation - 0.5% | | | | |
| | | | AWAS Finance Luxembourg S.A. | | | | |
| 310 | | | 3.50%, 06/10/2016 | | | 312 | |
| | | | Delta Air Lines, Inc. | | | | |
| 289 | | | 4.00%, 10/18/2018 | | | 292 | |
| | | | Delta Air Lines, Inc., Term Loan | | | | |
| 1,538 | | | 4.25%, 04/20/2017 | | | 1,558 | |
| | | | United Airlines, Inc. | | | | |
| 495 | | | 4.00%, 04/01/2019 | | | 500 | |
| | | | | | | 2,662 | |
Apparel Manufacturing - 0.1% | | | | |
| | | | Apparel Knitting Mills - 0.1% | | | | |
| | | | PVH Corp. | | | | |
| 515 | | | 3.25%, 02/13/2020 | | | 519 | |
| | | | | | | | |
Arts, Entertainment and Recreation - 1.2% | |
| | | | Amusement Parks and Arcades - 0.1% | | | | |
| | | | Cedar Fair L.P. | | | | |
| 520 | | | 3.25%, 03/06/2020 | | | 525 | |
| | | | | | | | |
| | | | Cable and Other Subscription Programming - 0.0% | | | | |
| | | | CSC Holdings, Inc. | | | | |
| 215 | | | 2.70%, 04/15/2020 | | | 215 | |
| | | | | | | | |
| | | | Gambling Industries - 0.3% | | | | |
| | | | Seminole (The) Tribe of Florida, Inc. | | | | |
| 545 | | | 04/11/2020 ◊☼ | | | 548 | |
| | | | Station Casinos LLC | | | | |
| 940 | | | 5.00%, 03/02/2020 | | | 951 | |
| | | | | | | 1,499 | |
| | | | Other Amusement and Recreation Industries - 0.3% | | | | |
| | | | ClubCorp Club Operations, Inc. | | | | |
| 1,871 | | | 5.00%, 11/30/2016 | | | 1,904 | |
| | | | | | | | |
| | | | Radio and Television Broadcasting - 0.4% | | | | |
| | | | Cumulus Media, Inc. | | | | |
| 2,057 | | | 4.50%, 09/17/2018 | | | 2,092 | |
| | | | Sinclair Television Group, Inc. | | | | |
| 185 | | | 3.00%, 10/28/2016 | | | 186 | |
| | | | | | | 2,278 | |
| | | | Spectator Sports - 0.1% | | | | |
| | | | Penn National Gaming, Inc. | | | | |
| 375 | | | 3.75%, 07/16/2018 | | | 379 | |
| | | | | | | | |
| | | | | | | 6,800 | |
Beverage and Tobacco Product Manufacturing - 0.1% | | | | |
| | | | Beverage Manufacturing - 0.1% | | | | |
| | | | Constellation Brands, Inc. | | | | |
| 470 | | | 04/25/2020 ◊☼ | | | 470 | |
| | | | | | | | |
Chemical Manufacturing - 0.7% |
| | | | Basic Chemical Manufacturing - 0.5% | | | | |
| | | | Huntsman International LLC, Term Loan C | | | | |
| 1,769 | | | 2.47%, 06/30/2016 | | | 1,774 | |
| | | | Pinnacle Operating Corp. | | | | |
| 830 | | | 04/29/2020 ◊☼ | | | 833 | |
| | | | | | | 2,607 | |
| | | | Other Chemical and Preparations Manufacturing - 0.2% | | | | |
| | | | Cytec Industries, Inc. | | | | |
| 38 | | | 09/20/2019 ◊ | | | 38 | |
| | | | DuPont Performance Coatings, Inc. | | | | |
| 105 | | | 4.75%, 02/01/2020 | | | 107 | |
| | | | Ineos US Finance LLC | | | | |
| 1,087 | | | 6.50%, 05/04/2018 | | | 1,099 | |
| | | | Monarch, Inc. | | | | |
| 72 | | | 6.00%, 09/12/2019 | | | 73 | |
| | | | | | | 1,317 | |
| | | | | | | 3,924 | |
Computer and Electronic Product Manufacturing - 0.4% | | | | |
| | | | Computer and Peripheral Equipment Manufacturing - 0.1% | | | | |
| | | | CDW LLC | | | | |
| 475 | | | 04/30/2020 ◊☼ | | | 476 | |
The accompanying notes are an integral part of these financial statements.
The Hartford Short Duration Fund |
Schedule of Investments – (continued) |
April 30, 2013 (Unaudited) |
(000’s Omitted) |
Shares or Principal Amount | | Market Value ╪ | |
SENIOR FLOATING RATE INTERESTS♦ - 18.6% - (continued) | |
Computer and Electronic Product Manufacturing - 0.4% - (continued) | |
| | | | Semiconductor, Electronic Components - 0.3% | | | | |
| | | | Freescale Semiconductor, Inc. | | | | |
$ | 1,750 | | | 5.00%, 03/01/2020 | | $ | 1,774 | |
| | | | Spectrum Brands Holdings, Inc. | | | | |
| 140 | | | 4.50%, 12/17/2019 | | | 142 | |
| | | | | | | 1,916 | |
| | | | | | | 2,392 | |
Educational Services - 0.1% | | | | |
| | | | Educational Support Services - 0.1% | | | | |
| | | | Bright Horizons Family Solutions, Inc. | | | | |
| 514 | | | 4.00%, 01/30/2020 | | | 518 | |
| | | | | | | | |
Finance and Insurance - 1.2% | | | | |
| | | | Captive Auto Finance - 0.4% | | | | |
| | | | Chrysler Group LLC | | | | |
| 2,208 | | | 6.00%, 05/24/2017 | | | 2,236 | |
| | | | | | | | |
| | | | Insurance Carriers - 0.4% | | | | |
| | | | Asurion LLC | | | | |
| 2,105 | | | 4.50%, 05/24/2019 | | | 2,128 | |
| | | | | | | | |
| | | | Other Financial Investment Activities - 0.1% | | | | |
| | | | Nuveen Investments, Inc. | | | | |
| 500 | | | 4.20%, 05/13/2017 | | | 506 | |
| | | | Ocwen Financial Corp. | | | | |
| 350 | | | 5.00%, 02/15/2018 | | | 355 | |
| | | | | | | 861 | |
| | | | Securities, Commodities and Brokerage - 0.3% | | | | |
| | | | RPI Finance Trust | | | | |
| 1,582 | | | 4.00%, 11/09/2018 | | | 1,592 | |
| | | | | | | | |
| | | | | | | 6,817 | |
Food Manufacturing - 0.3% | | | | |
| | | | Fruits, Vegetable Preserving, Specialty Foods - 0.1% | | | | |
| | | | Dole Food Co., Inc. | | | | |
| 490 | | | 04/25/2020 ◊☼ | | | 493 | |
| | | | | | | | |
| | | | Other Food Manufacturing - 0.2% | | | | |
| | | | H. J. Heinz Co. | | | | |
| 1,380 | | | 03/27/2020 ◊☼ | | | 1,392 | |
| | | | | | | | |
| | | | | | | 1,885 | |
Food Services - 0.4% | | | | |
| | | | Full-Service Restaurants - 0.2% | | | | |
| | | | ARAMARK Corp. | | | | |
| 1,000 | | | 3.46%, 07/26/2016 | | | 1,011 | |
| | | | | | | | |
| | | | Limited-Service Eating Places - 0.2% | | | | |
| | | | Wendy's International, Inc. | | | | |
| 871 | | | 4.51%, 05/15/2019 | | | 875 | |
| | | | | | | | |
| | | | | | | 1,886 | |
Health Care and Social Assistance - 2.5% | | | |
| | | | General Medical and Surgical Hospitals - 0.3% | | | | |
| | | | HCA, Inc., Tranche B-2 Term Loan | | | | |
| 1,006 | | | 3.53%, 03/31/2017 | | | 1,006 | |
| | | | HCA, Inc., Tranche B-3 Term Loan | | | | |
| 294 | | | 2.95%, 05/01/2018 | | | 294 | |
| | | | Health Management Associates, Inc. | | | | |
| 194 | | | 3.50%, 11/16/2018 | | | 196 | |
| | | | | | | 1,496 | |
| | | | Health Care Services - 0.1% | | | | |
| | | | InVentiv Health, Inc., 1st Lien Consolidated Term Loan | | | | |
| 150 | | | 7.50%, 08/04/2016 | | | 149 | |
| | | | InVentiv Health, Inc., Term Loan B2 | | | | |
| 465 | | | 7.75%, 05/15/2018 | | | 460 | |
| | | | | | | 609 | |
| | | | Medical and Diagnostic Laboratories - 0.2% | | | | |
| | | | American Renal Holdings, Inc. | | | | |
| 1,280 | | | 4.50%, 08/20/2019 | | | 1,283 | |
| | | | | | | | |
| | | | Medical Equipment and Supplies Manufacturing - 0.4% | | | | |
| | | | Bausch & Lomb, Inc. | | | | |
| 988 | | | 5.25%, 05/17/2019 | | | 998 | |
| | | | DJO Finance LLC | | | | |
| 384 | | | 4.75%, 09/15/2017 | | | 390 | |
| | | | Hologic, Inc. | | | | |
| 610 | | | 4.50%, 08/01/2019 | | | 619 | |
| | | | | | | 2,007 | |
| | | | Outpatient Care Centers - 0.0% | | | | |
| | | | DaVita, Inc. | | | | |
| 304 | | | 4.00%, 11/01/2019 | | | 307 | |
| | | | | | | | |
| | | | Pharmaceutical and Medicine Manufacturing - 1.4% | | | | |
| | | | Alere, Inc. | | | | |
| 1,729 | | | 4.25%, 06/30/2017 | | | 1,752 | |
| | | | Alkermes, Inc. | | | | |
| 2,992 | | | 3.50%, 09/25/2019 | | | 2,996 | |
| | | | Immucor, Inc. | | | | |
| 1,622 | | | 5.00%, 08/19/2018 | | | 1,644 | |
| | | | NBTY, Inc. | | | | |
| 974 | | | 3.50%, 10/01/2017 | | | 984 | |
| | | | Warner Chilcott Corp., Term Loan B-1 | | | | |
| 218 | | | 4.25%, 03/15/2018 | | | 221 | |
| | | | Warner Chilcott Corp., Term Loan B-2 | | | | |
| 77 | | | 4.25%, 03/15/2018 | | | 78 | |
| | | | Warner Chilcott Corp., Term Loan B-3 | | | | |
| 171 | | | 4.25%, 03/15/2018 | | | 174 | |
| | | | Warner Chilcott plc | | | | |
| 95 | | | 4.25%, 03/15/2018 | | | 96 | |
| | | | | | | 7,945 | |
| | | | Scientific Research and Development Services - 0.1% | | | | |
| | | | IMS Health, Inc. | | | | |
| 242 | | | 3.75%, 09/01/2017 | | | 244 | |
| | | | Jazz Pharmaceuticals, Inc. | | | | |
| 193 | | | 5.25%, 06/12/2018 | | | 195 | |
| | | | | | | 439 | |
| | | | | | | 14,086 | |
Information - 4.4% | | | | |
| | | | Cable and Other Program Distribution - 1.5% | | | | |
| | | | Charter Communications Operating LLC | | | | |
| 415 | | | 04/10/2020 ◊☼ | | | 414 | |
| 1,416 | | | 4.00%, 05/15/2019 | | | 1,419 | |
The accompanying notes are an integral part of these financial statements.
Shares or Principal Amount | | Market Value ╪ | |
SENIOR FLOATING RATE INTERESTS♦ - 18.6% - (continued) | |
Information - 4.4% - (continued) | |
| | | | Cable and Other Program Distribution - 1.5% - (continued) | | | | |
| | | | Mediacom Broadband LLC, Tranche F Term Loan | | | | |
$ | 1,305 | | | 4.50%, 10/23/2017 | | $ | 1,312 | |
| | | | TWCC Holding, Corp. | | | | |
| 1,356 | | | 3.50%, 02/13/2017 | | | 1,375 | |
| | | | UPC Financing Partnership | | | | |
| 155 | | | 06/10/2021 ◊☼ | | | 155 | |
| | | | Virgin Media Finance plc | | | | |
| 3,525 | | | 02/15/2020 ◊☼ | | | 3,527 | |
| | | | | | | 8,202 | |
| | | | Data Processing Services - 0.1% | | | | |
| | | | First Data Corp. | | | | |
| 515 | | | 4.20%, 09/30/2018 | | | 513 | |
| | | | | | | | |
| | | | Satellite Telecommunications - 0.3% | | | | |
| | | | Telesat Canada | | | | |
| 1,629 | | | 3.50%, 03/28/2019 | | | 1,641 | |
| | | | | | | | |
| | | | Software Publishers - 0.9% | | | | |
| | | | Emdeon, Inc. | | | | |
| 1,587 | | | 3.75%, 11/02/2018 | | | 1,600 | |
| | | | Kronos, Inc. | | | | |
| 1,047 | | | 4.50%, 10/30/2019 | | | 1,060 | |
| | | | Lawson Software, Inc. | | | | |
| 898 | | | 5.25%, 04/05/2018 | | | 912 | |
| | | | MISYS plc | | | | |
| 1,746 | | | 7.25%, 12/12/2018 | | | 1,775 | |
| | | | | | | 5,347 | |
| | | | Telecommunications - Other - 0.7% | | | | |
| | | | Integra Telecom, Inc. | | | | |
| 220 | | | 6.00%, 02/22/2019 | | | 224 | |
| | | | Intelsat Jackson Holdings S.A. | | | | |
| 2,208 | | | 4.50%, 04/02/2018 | | | 2,236 | |
| | | | Level 3 Financing, Inc. | | | | |
| 402 | | | 4.75%, 08/01/2019 | | | 406 | |
| 510 | | | 5.25%, 08/01/2019 | | | 517 | |
| | | | Nine Entertainment Group Ltd | | | | |
| 385 | | | 3.50%, 02/05/2020 | | | 386 | |
| | | | | | | 3,769 | |
| | | | Telecommunications - Wireless Carriers - 0.7% | | | | |
| | | | Metro PCS Wireless, Inc., Tranche B-2 Term Loan | | | | |
| 2,180 | | | 4.73%, 11/03/2016 | | | 2,180 | |
| | | | Syniverse Holdings, Inc. | | | | |
| 1,520 | | | 5.00%, 04/23/2019 | | | 1,531 | |
| | | | | | | 3,711 | |
| | | | Wireless Communications Services - 0.2% | | | | |
| | | | Leap Wireless International, Inc. | | | | |
| 865 | | | 4.75%, 03/01/2020 | | | 869 | |
| | | | Windstream Corp. | | | | |
| 140 | | | 3.50%, 01/23/2020 | | | 140 | |
| | | | | | | 1,009 | |
| | | | | | | 24,192 | |
Media - 0.4% | | | | |
| | | | Broadcasting - 0.4% | | | | |
| | | | Gray Television, Inc. | | | | |
| 366 | | | 4.75%, 10/12/2019 | | | 371 | |
| | | | Univision Communications, Inc. | | | | |
| 2,000 | | | 4.75%, 03/01/2020 | | | 2,019 | |
| | | | | | | 2,390 | |
Mining - 0.4% | | | | |
| | | | Metal Ore Mining - 0.2% | | | | |
| | | | Fortescue Metals Group Ltd. | | | | |
| 1,025 | | | 5.25%, 10/18/2017 | | | 1,043 | |
| | | | | | | | |
| | | | Mining and Quarrying Nonmetallic Mineral - 0.2% | | | | |
| | | | Arch Coal, Inc. | | | | |
| 1,102 | | | 5.75%, 05/16/2018 | | | 1,116 | |
| | | | | | | | |
| | | | | | | 2,159 | |
Miscellaneous Manufacturing - 0.4% | | | |
| | | | Aerospace Product and Parts Manufacturing - 0.3% | | | | |
| | | | DigitalGlobe, Inc. | | | | |
| 1,040 | | | 3.75%, 01/31/2020 | | | 1,051 | |
| | | | TransDigm Group, Inc. | | | | |
| 453 | | | 3.75%, 02/28/2020 | | | 459 | |
| | | | | | | 1,510 | |
| | | | Miscellaneous Manufacturing - 0.1% | | | | |
| | | | Reynolds Group Holdings, Inc. | | | | |
| 910 | | | 4.75%, 09/28/2018 | | | 925 | |
| | | | | | | | |
| | | | | | | 2,435 | |
Motor Vehicle and Parts Manufacturing - 0.2% | | | |
| | | | Motor Vehicle Parts Manufacturing - 0.2% | | | | |
| | | | Allison Transmission, Inc. | | | | |
| 289 | | | 4.25%, 08/23/2019 | | | 292 | |
| | | | Tomkins LLC | | | | |
| 995 | | | 3.75%, 09/29/2016 | | | 1,008 | |
| | | | | | | 1,300 | |
Other Services - 0.2% | | | |
| | | | Commercial/Industrial Machine and Equipment - 0.2% | | | | |
| | | | Rexnord LLC | | | | |
| 884 | | | 3.75%, 04/01/2018 | | | 892 | |
| | | | | | | | |
Petroleum and Coal Products Manufacturing - 0.5% | | | | |
| | | | Oil and Gas Extraction - 0.5% | | | | |
| | | | MEG Energy Corp. | | | | |
| 1,746 | | | 3.75%, 03/31/2020 | | | 1,763 | |
| | | | Plains Exploration & Production Co. | | | | |
| 481 | | | 4.00%, 11/30/2019 | | | 481 | |
| | | | Ruby Western Pipeline Holdings LLC | | | | |
| 275 | | | 3.50%, 03/31/2020 | | | 278 | |
| | | | Samson Investment Co. | | | | |
| 410 | | | 6.00%, 09/25/2018 | | | 415 | |
| | | | | | | 2,937 | |
Pipeline Transportation - 0.1% | | | | |
| | | | Pipeline Transportation of Natural Gas - 0.1% | | | | |
| | | | EP Energy LLC | | | | |
| 625 | | | 5.00%, 05/24/2018 | | | 628 | |
| | | | | | | | |
Plastics and Rubber Products Manufacturing - 0.8% | | | | |
| | | | Plastics Product Manufacturing - 0.6% | | | | |
| | | | Berry Plastics Group, Inc. | | | | |
| 3,150 | | | 3.50%, 02/10/2020 | | | 3,145 | |
The accompanying notes are an integral part of these financial statements.
The Hartford Short Duration Fund |
Schedule of Investments – (continued) |
April 30, 2013 (Unaudited) |
(000’s Omitted) |
Shares or Principal Amount | | Market Value ╪ | |
SENIOR FLOATING RATE INTERESTS♦ - 18.6% - (continued) | |
Plastics and Rubber Products Manufacturing - 0.8% - (continued) | |
| | | | Rubber Manufacturing - 0.2% | | | | |
| | | | Goodyear (The) Tire & Rubber Co. | | | | |
$ | 1,000 | | | 4.75%, 04/30/2019 | | $ | 1,007 | |
| | | | | | | | |
| | | | | | | 4,152 | |
Primary Metal Manufacturing - 0.5% | | | | |
| | | | Alumina and Aluminum Production and Processing - 0.5% | | | | |
| | | | Novelis, Inc. | | | | |
| 2,885 | | | 3.75%, 03/10/2017 | | | 2,932 | |
| | | | | | | | |
Professional, Scientific and Technical Services - 0.2% | | | | |
| | | | Professional, Scientific and Technical Service Other - 0.2% | | | | |
| | | | Getty Images, Inc. | | | | |
| 938 | | | 4.75%, 10/18/2019 | | | 951 | |
| | | | | | | | |
Real Estate, Rental and Leasing - 0.1% | | | | |
| | | | Activities Related To Real Estate - 0.0% | | | | |
| | | | Realogy Corp., Extended 1st Lien Term Loan B | | | | |
| 170 | | | 4.01%, 03/05/2020 | | | 172 | |
| | | | | | | | |
| | | | Industrial Machinery, Equipment Rental and Leasing - 0.1% | | | | |
| | | | Delos Aircraft, Inc. | | | | |
| 400 | | | 4.75%, 04/12/2016 | | | 402 | |
| | | | | | | | |
| | | | | | | 574 | |
Retail Trade - 1.4% | | | | |
| | | | Building Material and Supplies Dealers - 0.1% | | | | |
| | | | American Builders & Contractors Supply Co. | | | | |
| 235 | | | 3.50%, 04/05/2020 | | | 237 | |
| | | | | | | | |
| | | | Department Stores - 0.4% | | | | |
| | | | Neiman (The) Marcus Group, Inc. | | | | |
| 2,425 | | | 4.00%, 05/16/2018 | | | 2,442 | |
| | | | | | | | |
| | | | Grocery Stores - 0.1% | | | | |
| | | | Supervalu, Inc. | | | | |
| 375 | | | 6.25%, 03/21/2019 | | | 380 | |
| | | | | | | | |
| | | | Home Furnishing Stores - 0.3% | | | | |
| | | | Armstrong World Industries, Inc. | | | | |
| 1,450 | | | 3.50%, 02/26/2020 | | | 1,458 | |
| | | | | | | | |
| | | | Other Miscellaneous Store Retailers - 0.3% | | | | |
| | | | Aramark Corp. | | | | |
| 610 | | | 4.00%, 08/22/2019 | | | 617 | |
| | | | KAR Auction Services, Inc. | | | | |
| 303 | | | 3.75%, 05/19/2017 | | | 307 | |
| | | | Rite Aid Corp. | | | | |
| 845 | | | 4.00%, 02/21/2020 | | | 855 | |
| | | | | | | 1,779 | |
| | | | Specialty Food Stores - 0.1% | | | | |
| | | | Weight Watchers International, Inc. | | | | |
| 715 | | | 3.75%, 04/02/2020 | | | 713 | |
| | | | | | | | |
| | | | Sporting Goods, Hobby and Musical Instrument Store - 0.1% | | | | |
| | | | Michaels Stores, Inc. | | | | |
| 440 | | | 3.75%, 01/28/2020 | | | 444 | |
| | | | | | | | |
| | | | | | | 7,453 | |
Soap, Cleaning Compound and Toilet Manufacturing - 0.1% | | | | |
| | | | Soap, Cleaning Compound and Toilet Manufacturing - 0.1% | | | | |
| | | | Yankee (The) Candle Co., Inc. | | | | |
| 569 | | | 5.25%, 04/02/2019 | | | 571 | |
| | | | | | | | |
Utilities - 0.9% | | | | |
| | | | Electric Generation, Transmission and Distribution - 0.9% | | | | |
| | | | AES Corp. | | | | |
| 1,522 | | | 3.75%, 06/01/2018 | | | 1,545 | |
| | | | Calpine Corp. | | | | |
| 1,219 | | | 4.00%, 10/09/2019 | | | 1,234 | |
| | | | Energy Transfer Equity L.P. | | | | |
| 576 | | | 3.75%, 03/24/2017 | | | 578 | |
| | | | NRG Energy, Inc. | | | | |
| 957 | | | 3.25%, 07/01/2018 | | | 968 | |
| | | | Star West Generation LLC | | | | |
| 430 | | | 5.00%, 03/13/2020 | | | 438 | |
| | | | TPF Generation Holdings LLC, Letter of Credit | | | | |
| 174 | | | 2.28%, 12/15/2013 | | | 174 | |
| | | | | | | 4,937 | |
| | | | Total senior floating rate interests | | | | |
| | | | (cost $102,270) | | $ | 103,514 | |
| | | | | | | | |
U.S. GOVERNMENT AGENCIES - 11.3% | | | | |
| | | | FHLMC - 2.4% | | | | |
$ | 7,700 | | | 0.50%, 08/28/2015 | | $ | 7,729 | |
| 14,257 | | | 2.23%, 08/25/2018 ► | | | 1,309 | |
| 12,744 | | | 2.78%, 07/25/2021 ► | | | 1,422 | |
| 2,914 | | | 3.50%, 04/01/2027 | | | 3,110 | |
| | | | | | | 13,570 | |
| | | | FNMA - 8.5% | | | | |
| 12,600 | | | 2.50%, 05/12/2028 ☼ | | | 13,175 | |
| 16,000 | | | 3.00%, 05/15/2027 ☼ | | | 16,897 | |
| 16,486 | | | 3.50%, 12/01/2026 - 05/15/2041 ☼ | | | 17,539 | |
| | | | | | | 47,611 | |
| | | | GNMA - 0.4% | | | | |
| 1,157 | | | 5.00%, 08/20/2039 | | | 1,278 | |
| 687 | | | 6.50%, 05/16/2031╦ | | | 788 | |
| | | | | | | 2,066 | |
| | | | Total U.S. government agencies | | | | |
| | | | (cost $62,374) | | $ | 63,247 | |
| | | | | | | | |
| | | | Total long-term investments | | | | |
| | | | (cost $581,872) | | $ | 591,783 | |
The accompanying notes are an integral part of these financial statements.
Shares or Principal Amount | | Market Value ╪ | |
SHORT-TERM INVESTMENTS - 1.6% | |
Repurchase Agreements - 1.6% | | | | |
| | | | Bank of America Merrill Lynch TriParty Repurchase Agreement (maturing on 05/01/2013 in the amount of $345, collateralized by FHLB 1.93%, 2021, FHLMC 0.38%, 2013, FNMA 3.00%, 2028, value of $351) | | | | |
$ | 344 | | | 0.17%, 4/30/2013 | | $ | 344 | |
| | | | Bank of Montreal TriParty Repurchase Agreement (maturing on 05/01/2013 in the amount of $939, collateralized by FHLMC 3.50%, 2042, FNMA 0.80% - 2.13%, 2015 - 2018, U.S. Treasury Bond 11.25%, 2015, U.S. Treasury Note 0.75%, 2013, value of $958) | | | | |
| 939 | | | 0.15%, 4/30/2013 | | | 939 | |
| | | | Barclays Capital TriParty Repurchase Agreement (maturing on 05/01/2013 in the amount of $1,808, collateralized by U.S. Treasury Note 0.88% - 3.13%, 2017 - 2021, value of $1,844) | | | | |
| 1,808 | | | 0.15%, 4/30/2013 | | | 1,808 | |
| | | | Citigroup Global Markets, Inc. TriParty Repurchase Agreement (maturing on 05/01/2013 in the amount of $2,511, collateralized by U.S. Treasury Note 0.75% - 2.13%, 2015 - 2019, value of $2,561) | | | | |
| 2,511 | | | 0.14%, 4/30/2013 | | | 2,511 | |
| | | | Deutsche Bank Securities TriParty Repurchase Agreement (maturing on 05/01/2013 in the amount of $452, collateralized by FHLMC 3.00% - 5.50%, 2037 - 2043, FNMA 3.00%, 2043, value of $461) | | | | |
| 452 | | | 0.17%, 4/30/2013 | | | 452 | |
| | | | RBS Securities, Inc. TriParty Repurchase Agreement (maturing on 05/01/2013 in the amount of $1,530, collateralized by U.S. Treasury Note 1.00% - 2.25%, 2016 - 2022, value of $1,561) | | | | |
| 1,530 | | | 0.14%, 4/30/2013 | | | 1,530 | |
| | | | TD Securities TriParty Repurchase Agreement (maturing on 05/01/2013 in the amount of $1,076, collateralized by U.S. Treasury Note 0.25% - 1.88%, 2014 - 2019, value of $1,097) | | | | |
| 1,076 | | | 0.17%, 4/30/2013 | | | 1,076 | |
| | | | UBS Securities, Inc. Repurchase Agreement (maturing on 05/01/2013 in the amount of $19, collateralized by U.S. Treasury Note 3.88%, 2018, value of $20) | | | | |
| 19 | | | 0.13%, 4/30/2013 | | | 19 | |
| | | | | | | 8,679 | |
| | | | Total short-term investments | | | | |
| | | | (cost $8,679) | | $ | 8,679 | |
| | | | | | | | |
| | | | Total investments | | | | |
| | | | (cost $590,551) ▲ | 107.9 | % | | $ | 600,462 | |
| | | | Other assets and liabilities | (7.9 | )% | | | (43,946 | ) |
| | | | Total net assets | 100.0 | % | | $ | 556,516 | |
| Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
| ▲ | At April 30, 2013, the cost of securities for federal income tax purposes was $590,625 and the aggregate gross unrealized appreciation and depreciation based on that cost were: |
Unrealized Appreciation | | $ | 11,363 | |
Unrealized Depreciation | | | (1,526 | ) |
Net Unrealized Appreciation | | $ | 9,837 | |
| † | 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 April 30, 2013, the aggregate value of these securities was $2,000, which represents 0.4% 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. |
| ‡ | This security, or a portion of this security, has been segregated to cover funding requirements on investment transactions settling in the future. |
| Δ | Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2013. |
| ■ | Securities issued within terms of a private placement memorandum, exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2013, the aggregate value of these securities was $143,334, which represents 25.8% of total net assets. |
The accompanying notes are an integral part of these financial statements.
The Hartford Short Duration Fund |
Schedule of Investments – (continued) |
April 30, 2013 (Unaudited) |
(000’s Omitted) |
| ► | Securities disclosed are interest-only strips. The interest rates represent effective yields based upon estimated future cash flows at April 30, 2013. |
| ☼ | This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $46,842 at April 30, 2013. |
| ◊ | All or a portion of this position represents unsettled loan commitment. The coupon rate will be determined at time of settlement. |
| ♦ | Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. These base lending rates are generally (i) the lending rate offered by one or more major European banks, such as the LIBOR, (ii) the prime rate offered by one or more major United States Banks, or (iii) the bank's certificate of deposit rate. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the average coupon as of April 30, 2013. |
| ╦ | This security, or a portion of this security, has been pledged as collateral in connection with swap contracts. |
Futures Contracts Outstanding at April 30, 2013
Description | | Number of Contracts* | | Expiration Date | | Notional Amount | | | Market Value ╪ | | | Unrealized Appreciation/ (Depreciation) | |
Long position contracts: | | | | | | | | | | | | | | | | |
U.S. Treasury 10-Year Note Future | | 21 | | 06/19/2013 | | $ | 2,768 | | | $ | 2,801 | | | $ | 33 | |
Short position contracts: | | | | | | | | | | | | | | | | |
Euro-BUND Future | | 37 | | 06/06/2013 | | $ | 7,011 | | | $ | 7,143 | | | $ | (132 | ) |
U.S. Treasury 5-Year Note Future | | 208 | | 06/28/2013 | | | 25,772 | | | | 25,925 | | | | (153 | ) |
| | | | | | | | | | | | | | $ | (285 | ) |
| | | | | | | | | | | | | | $ | (252 | ) |
* The number of contracts does not omit 000's.
Cash of $198 was pledged as initial margin deposit and collateral for daily variation margin loss on open futures contracts at April 30, 2013.
Foreign Currency Contracts Outstanding at April 30, 2013
Currency | | Buy / Sell | | Delivery Date | | Counterparty | | Contract Amount | | | Market Value ╪ | | | Unrealized Appreciation/ (Depreciation) | |
EUR | | Sell | | 05/01/2013 | | JPM | | $ | 4 | | | $ | 4 | | | $ | – | |
|
Interest Rate Swap Contracts Outstanding at April 30, 2013
Counterparty | | Payments made by Fund | | Payments received by Fund | | Notional Amount * | | | Expiration Date | | Upfront Premiums Paid/ (Received) | | | Market Value ╪ | | | Unrealized Appreciation/ (Depreciation) | |
BOA | | 3M CAD BA CDOR | | 1.58% Fixed | | CAD | 6,000 | | | 04/29/18 | | $ | – | | | $ | – | | | $ | – | |
JPM | | 0.90% Fixed | | 6M LIBOR GBP | | GBP | 4,000 | | | 04/29/18 | | | – | | | | – | | | | – | |
| | | | | | | | | | | | $ | – | | | $ | – | | | $ | – | |
* Notional shown in U.S. dollars unless otherwise noted.
| ╪ | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of securities. |
The accompanying notes are an integral part of these financial statements.
GLOSSARY: (abbreviations used in preceding Schedule of Investments) |
Counterparty Abbreviations: |
BOA | Banc of America Securities LLC |
JPM | JP Morgan Chase & Co. |
Currency Abbreviations: |
CAD | Canadian Dollar |
EUR | EURO |
GBP | British Pound |
Municipal Bond Abbreviations: |
GO | General Obligation |
Other Abbreviations: |
CAD BA CDOR | Canadian Bankers Acceptance Dealer Offered Rate |
FHLB | Federal Home Loan Bank |
FHLMC | Federal Home Loan Mortgage Corp. |
FNMA | Federal National Mortgage Association |
GNMA | Government National Mortgage Association |
LIBOR | London Interbank Offered Rate |
The accompanying notes are an integral part of these financial statements.
| 2. | The following replaces in its entirety the Schedule of Investments appearing under the heading “Schedule of Investments, April 30, 2013 (Unaudited)” starting on page 6 of the Semi-Annual Report for The Hartford Strategic Income Fund. |
The Hartford Strategic Income Fund |
Schedule of Investments |
April 30, 2013 (Unaudited) |
(000’s Omitted) |
Shares or Principal Amount ╬ | | Market Value ╪ | |
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 19.0% | | | | |
| | | | Finance and Insurance - 19.0% | | | | |
| | | | Asset Backed Funding Certificates | | | | |
$ | 1,353 | | | 0.42%, 01/25/2037 Δ | | $ | 781 | |
| | | | Banc of America Commercial Mortgage, Inc. | | | | |
| 1,885 | | | 5.17%, 11/10/2042 Δ | | | 2,013 | |
| 945 | | | 5.19%, 09/10/2047 ‡Δ | | | 1,037 | |
| 830 | | | 5.63%, 07/10/2046 Δ | | | 933 | |
| | | | Banc of America Mortgage Securities | | | | |
| 550 | | | 3.13%, 09/25/2035 Δ | | | 510 | |
| | | | BB-UBS Trust | | | | |
| 430 | | | 3.43%, 11/05/2036 ■ | | | 441 | |
| | | | BCAP LLC Trust | | | | |
| 970 | | | 0.37%, 01/25/2037 Δ | | | 738 | |
| 933 | | | 0.38%, 03/25/2037 Δ | | | 781 | |
| | | | Bear Stearns Adjustable Rate Mortgage Trust | | | | |
| 1,248 | | | 2.47%, 10/25/2035 Δ | | | 1,212 | |
| | | | Bear Stearns Alt-A Trust | | | | |
| 464 | | | 0.58%, 05/25/2036 Δ | | | 295 | |
| | | | Bear Stearns Commercial Mortgage Securities, Inc. | | | | |
| 174 | | | 4.93%, 02/13/2042 | | | 186 | |
| 1,085 | | | 5.15%, 10/12/2042 ‡Δ | | | 1,187 | |
| 345 | | | 5.41%, 12/11/2040 | | | 380 | |
| 286 | | | 5.54%, 10/12/2041 ‡ | | | 323 | |
| 825 | | | 5.58%, 04/12/2038 ‡Δ | | | 920 | |
| | | | Citigroup Commercial Mortgage Trust, Inc. | | | | |
| 1,467 | | | 0.55%, 03/25/2037 Δ | | | 786 | |
| | | | Citigroup/Deutsche Bank Commercial Mortgage Trust | | | | |
| 1,650 | | | 5.32%, 12/11/2049 ‡ | | | 1,879 | |
| 545 | | | 5.89%, 11/15/2044 ‡ | | | 637 | |
| | | | Commercial Mortgage Loan Trust | | | | |
| 1,320 | | | 6.00%, 12/10/2049 Δ | | | 1,557 | |
| | | | Commercial Mortgage Pass-Through Certificates | | | | |
| 430 | | | 2.77%, 12/10/2045 ‡ | | | 439 | |
| 900 | | | 3.15%, 08/15/2045 | | | 950 | |
| 3,320 | | | 4.34%, 12/10/2045 ■‡Δ | | | 2,511 | |
| 570 | | | 4.75%, 11/15/2045 ■ | | | 475 | |
| 1,480 | | | 4.77%, 11/15/2045 ■‡Δ | | | 1,478 | |
| 125 | | | 5.02%, 08/15/2022 ■ | | | 128 | |
| 300 | | | 5.94%, 06/10/2046 Δ | | | 339 | |
| | | | Commercial Mortgage Trust | | | | |
| 705 | | | 3.21%, 04/10/2023 ‡ | | | 740 | |
| 475 | | | 3.42%, 03/10/2031 ■ | | | 499 | |
| | | | Countrywide Alternative Loan Trust | | | | |
| 850 | | | 0.52%, 11/25/2035 Δ | | | 664 | |
| | | | Countrywide Home Loans, Inc. | | | | |
| 1,549 | | | 3.08%, 09/25/2047 Δ | | | 1,295 | |
| | | | CS First Boston Mortgage Securities Corp. | | | | |
| 2,225 | | | 4.83%, 04/15/2037 ‡ | | | 2,359 | |
| | | | CW Capital Cobalt Ltd. | | | | |
| 1,065 | | | 5.22%, 08/15/2048 | | | 1,188 | |
| | | | First Franklin Mortgage Loan Trust | | | | |
| 1,805 | | | 0.44%, 04/25/2036 Δ | | | 1,095 | |
| | | | First Horizon Alternative Mortgage Securities | | | | |
| 2,502 | | | 2.33%, 04/25/2036 Δ | | | 2,035 | |
| 2,542 | | | 2.36%, 09/25/2035 Δ | | | 2,259 | |
| | | | First Horizon Mortgage Pass-through Trust | | | | |
| 201 | | | 2.52%, 08/25/2037 Δ | | | 168 | |
| | | | GE Commercial Mortgage Corp. Trust | | | | |
| 1,100 | | | 5.47%, 03/10/2044 Δ | | | 1,217 | |
| | | | GMAC Commercial Mortgage Securities, Inc. | | | | |
| 220 | | | 5.24%, 11/10/2045 Δ | | | 238 | |
| | | | GMAC Mortgage Corp. Loan Trust | | | | |
| 1,435 | | | 3.70%, 09/19/2035 Δ | | | 1,385 | |
| 181 | | | 3.87%, 04/19/2036 Δ | | | 158 | |
| | | | Goldman Sachs Mortgage Securities Corp. II | | | | |
| 570 | | | 2.95%, 11/05/2034 ■╦ | | | 580 | |
| 255 | | | 3.38%, 05/10/2045 | | | 274 | |
| 195 | | | 4.75%, 07/10/2039 | | | 207 | |
| | | | Goldman Sachs Mortgage Securities Trust | | | | |
| 765 | | | 2.77%, 11/10/2045 ╦ | | | 778 | |
| 650 | | | 3.55%, 04/10/2034 ■ | | | 697 | |
| 2,520 | | | 4.86%, 11/10/2045 ■Δ | | | 2,544 | |
| 1,765 | | | 5.00%, 05/10/2045 ■Δ | | | 1,487 | |
| | | | Greenwich Capital Commercial Funding Corp. | | | | |
| 1,750 | | | 5.44%, 03/10/2039 Δ | | | 2,000 | |
| 1,175 | | | 5.74%, 12/10/2049 | | | 1,369 | |
| 1,550 | | | 6.06%, 07/10/2038 Δ | | | 1,755 | |
| | | | GSAA Home Equity Trust | | | | |
| 2,141 | | | 0.27%, 12/25/2046 - 03/25/2047 Δ | | | 1,248 | |
| 4,262 | | | 0.28%, 02/25/2037 Δ | | | 2,344 | |
| 670 | | | 0.29%, 12/25/2036 Δ | | | 371 | |
| 1,203 | | | 0.30%, 03/25/2037 Δ | | | 642 | |
| 533 | | | 0.36%, 07/25/2036 Δ | | | 285 | |
| 1,203 | | | 0.37%, 03/25/2047 Δ | | | 622 | |
| 348 | | | 0.43%, 04/25/2047 Δ | | | 220 | |
| | | | GSAMP Trust | | | | |
| 2,638 | | | 0.29%, 01/25/2037 Δ | | | 1,484 | |
| 404 | | | 0.30%, 12/25/2046 Δ | | | 220 | |
| 717 | | | 0.40%, 11/25/2036 Δ | | | 409 | |
| 1,308 | | | 0.43%, 12/25/2046 Δ | | | 728 | |
| | | | GSR Mortgage Loan Trust | | | | |
| 1,724 | | | 2.78%, 01/25/2036 Δ | | | 1,479 | |
| 1,613 | | | 2.82%, 04/25/2035 Δ | | | 1,508 | |
| 197 | | | 2.95%, 10/25/2035 Δ | | | 175 | |
| | | | Harborview Mortgage Loan Trust | | | | |
| 1,399 | | | 0.39%, 01/19/2038 Δ | | | 1,151 | |
| 1,782 | | | 0.42%, 05/19/2047 Δ | | | 882 | |
| 1,043 | | | 0.56%, 09/19/2035 Δ | | | 834 | |
| | | | Home Equity Loan Trust | | | | |
| 781 | | | 2.87%, 11/25/2035 Δ | | | 702 | |
| | | | Impac Commercial Mortgage Backed Trust | | | | |
| 141 | | | 1.70%, 02/25/2036 Δ | | | 132 | |
| | | | Impac Secured Assets Trust | | | | |
| 2,568 | | | 0.48%, 08/25/2036 Δ | | | 1,755 | |
| | | | IndyMac Index Mortgage Loan Trust | | | | |
| 407 | | | 0.49%, 01/25/2036 Δ | | | 265 | |
| 2,018 | | | 0.60%, 07/25/2046 Δ | | | 1,031 | |
| 1,078 | | | 2.68%, 03/25/2036 Δ | | | 809 | |
| 160 | | | 2.91%, 12/25/2036 Δ | | | 135 | |
| | | | JP Morgan Chase Commercial Mortgage Securities Corp. | | | | |
| 471 | | | 2.75%, 10/15/2045 ■ | | | 307 | |
The accompanying notes are an integral part of these financial statements.
Shares or Principal Amount ╬ | | Market Value ╪ | |
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 19.0% - (continued) |
| | | | Finance and Insurance - 19.0% - (continued) | | | | |
| | | | JP Morgan Chase Commercial Mortgage Securities Corp. - (continued) | | | | |
$ | 1,400 | | | 2.83%, 10/15/2045 | | $ | 1,429 | |
| 1,430 | | | 2.84%, 12/15/2047 ╦ | | | 1,459 | |
| 450 | | | 3.91%, 05/05/2030 ■Δ | | | 489 | |
| 1,810 | | | 4.67%, 10/15/2045 ■Δ | | | 1,783 | |
| 1,325 | | | 5.20%, 12/15/2044 ╦Δ | | | 1,453 | |
| 932 | | | 5.30%, 01/12/2043 Δ | | | 1,023 | |
| 300 | | | 5.31%, 08/15/2046 ■Δ | | | 322 | |
| 1,755 | | | 5.34%, 08/12/2037 | | | 1,881 | |
| 810 | | | 5.71%, 02/12/2049 Δ | | | 937 | |
| 1,060 | | | 6.07%, 02/12/2051 | | | 1,176 | |
| | | | JP Morgan Mortgage Trust | | | | |
| 648 | | | 3.02%, 08/25/2036 Δ | | | 549 | |
| 530 | | | 3.10%, 09/25/2035 Δ | | | 512 | |
| 2,451 | | | 4.13%, 05/25/2036 Δ | | | 2,232 | |
| | | | LB-UBS Commercial Mortgage Trust | | | | |
| 970 | | | 4.74%, 07/15/2030 Δ | | | 1,035 | |
| 1,075 | | | 4.95%, 09/15/2030 | | | 1,158 | |
| 945 | | | 5.20%, 11/15/2030 Δ | | | 1,027 | |
| 1,085 | | | 5.43%, 02/15/2040 | | | 1,234 | |
| 1,107 | | | 5.87%, 09/15/2045 ☼ | | | 1,278 | |
| 200 | | | 5.87%, 06/15/2038 Δ | | | 227 | |
| 1,200 | | | 6.15%, 04/15/2041 Δ | | | 1,445 | |
| | | | Lehman XS Trust | | | | |
| 682 | | | 0.41%, 07/25/2046 Δ | | | 513 | |
| | | | Merrill Lynch Mortgage Investors Trust | | | | |
| 508 | | | 2.88%, 07/25/2035 Δ | | | 428 | |
| 290 | | | 4.75%, 06/12/2043 | | | 309 | |
| 98 | | | 5.29%, 01/12/2044 Δ | | | 107 | |
| | | | Morgan Stanley ABS Capital I | | | | |
| 2,194 | | | 0.26%, 12/25/2036 Δ | | | 1,207 | |
| | | | Morgan Stanley Capital I | | | | |
| 1,150 | | | 4.99%, 08/13/2042 | | | 1,239 | |
| 470 | | | 5.68%, 10/15/2042 Δ | | | 522 | |
| 900 | | | 5.69%, 04/15/2049 ╦Δ | | | 1,035 | |
| | | | Morgan Stanley Capital I Trust | | | | |
| 610 | | | 5.16%, 10/12/2052 Δ | | | 667 | |
| | | | Morgan Stanley Mortgage Loan Trust | | | | |
| 2,047 | | | 0.37%, 05/25/2036 - 11/25/2036 Δ | | | 1,035 | |
| | | | Option One Mortgage Loan Trust | | | | |
| 216 | | | 0.45%, 03/25/2037 Δ | | | 109 | |
| | | | Residential Accredit Loans, Inc. | | | | |
| 1,684 | | | 2.99%, 11/25/2037 Δ | | | 940 | |
| 2,268 | | | 4.24%, 04/25/2035 Δ | | | 1,981 | |
| | | | Residential Asset Securitization Trust | | | | |
| 1,067 | | | 0.65%, 03/25/2035 Δ | | | 820 | |
| | | | RFMSI Trust | | | | |
| 168 | | | 3.22%, 04/25/2037 Δ | | | 145 | |
| | | | Sequoia Mortgage Trust | | | | |
| 329 | | | 0.47%, 01/20/2035 Δ | | | 307 | |
| 90 | | | 2.60%, 07/20/2037 Δ | | | 74 | |
| | | | Soundview Home Equity Loan Trust, Inc. | | | | |
| 3,766 | | | 0.44%, 07/25/2036 Δ | | | 2,117 | |
| 2,480 | | | 1.30%, 09/25/2037 Δ | | | 1,596 | |
| | | | Structured Adjustable Rate Mortgage Loan Trust | | | | |
| 2,680 | | | 2.53%, 02/25/2036 Δ | | | 2,154 | |
| | | | Structured Asset Mortgage Investments Trust | | | | |
| 788 | | | 0.42%, 05/25/2046 Δ | | | 457 | |
| | | | UBS-Barclays Commercial Mortgage Trust | | | | |
| 810 | | | 2.97%, 02/10/2023 | | | 818 | |
| 1,425 | | | 3.18%, 03/10/2046 Δ | | | 1,492 | |
| 1,015 | | | 3.53%, 05/10/2063 | | | 1,093 | |
| | | | Wachovia Bank Commercial Mortgage Trust | | | | |
| 525 | | | 4.94%, 04/15/2042 | | | 561 | |
| 809 | | | 5.24%, 10/15/2044 ‡Δ | | | 882 | |
| 209 | | | 5.42%, 01/15/2045 Δ | | | 229 | |
| | | | Wells Fargo Alternative Loan Trust | | | | |
| 350 | | | 6.25%, 11/25/2037 | | | 337 | |
| | | | Wells Fargo Commercial Mortgage Trust | | | | |
| 1,374 | | | 2.92%, 10/15/2045 ‡ | | | 1,411 | |
| 270 | | | 4.78%, 10/15/2045 ■Δ | | | 269 | |
| | | | Wells Fargo Mortgage Backed Securities Trust | | | | |
| 1,880 | | | 2.72%, 04/25/2036 Δ | | | 1,771 | |
| 610 | | | 3.04%, 09/25/2036 Δ | | | 538 | |
| 230 | | | 5.15%, 10/25/2035 Δ | | | 228 | |
| | | | WF-RBS Commercial Mortgage Trust | | | | |
| 8,569 | | | 2.67%, 11/15/2044 ■► | | | 1,011 | |
| 795 | | | 2.88%, 12/15/2045 ‡ | | | 814 | |
| 1,700 | | | 3.07%, 03/15/2045 | | | 1,765 | |
| 535 | | | 3.20%, 03/15/2048 | | | 561 | |
| 550 | | | 4.19%, 03/15/2045 ■Δ | | | 433 | |
| 2,661 | | | 4.46%, 12/15/2045 ■Δ | | | 2,123 | |
| 3,565 | | | 4.80%, 11/15/2045 ■Δ | | | 3,287 | |
| 290 | | | 4.87%, 02/15/2044 ■‡ | | | 341 | |
| 445 | | | 4.90%, 06/15/2044 ■‡ | | | 525 | |
| 635 | | | 5.00%, 06/15/2044 ■ | | | 552 | |
| 710 | | | 5.56%, 04/15/2045 ■Δ | | | 762 | |
| | | | | | | 131,859 | |
| | | | | | | | |
| | | | Total asset & commercial mortgage backed securities | | | | |
| | | | (cost $123,544) | | $ | 131,859 | |
| | | | | | | | |
CORPORATE BONDS - 19.0% |
| | | | Accommodation and Food Services - 0.4% | | | | |
| | | | Caesars Operating Escrow | | | | |
$ | 500 | | | 9.00%, 02/15/2020 ■ | | $ | 492 | |
| | | | Choice Hotels International, Inc. | | | | |
| 621 | | | 5.75%, 07/01/2022 | | | 696 | |
| | | | Wynn Las Vegas LLC | | | | |
| 1,135 | | | 7.75%, 08/15/2020 | | | 1,300 | |
| | | | | | | 2,488 | |
| | | | Administrative Waste Management and Remediation - 0.2% | | | | |
| | | | Casella Waste Systems, Inc. | | | | |
| 140 | | | 7.75%, 02/15/2019 | | | 135 | |
| | | | Clean Harbors, Inc. | | | | |
| 60 | | | 5.13%, 06/01/2021 ■ | | | 63 | |
| 191 | | | 5.25%, 08/01/2020 | | | 202 | |
| | | | Equinix, Inc. | | | | |
| 50 | | | 4.88%, 04/01/2020 | | | 52 | |
| 305 | | | 5.38%, 04/01/2023 | | | 320 | |
The accompanying notes are an integral part of these financial statements.
The Hartford Strategic Income Fund |
Schedule of Investments – (continued) |
April 30, 2013 (Unaudited) |
(000’s Omitted) |
Shares or Principal Amount ╬ | | Market Value ╪ | |
CORPORATE BONDS - 19.0% - (continued) |
| | | | Administrative Waste Management and Remediation - 0.2% - (continued) | | | | |
| | | | Iron Mountain, Inc. | | | | |
$ | 140 | | | 5.75%, 08/15/2024 | | $ | 144 | |
| 240 | | | 7.75%, 10/01/2019 | | | 271 | |
| | | | | | | 1,187 | |
| | | | Agriculture, Forestry, Fishing and Hunting - 0.0% | | | | |
| | | | Ainsworth Lumber Ltd. | | | | |
| 90 | | | 7.50%, 12/15/2017 ■ | | | 98 | |
| | | | | | | | |
| | | | Apparel Manufacturing - 0.1% | | | | |
| | | | Hanesbrands, Inc. | | | | |
| 480 | | | 6.38%, 12/15/2020 | | | 531 | |
| | | | Phillips Van-Heusen Corp. | | | | |
| 270 | | | 7.38%, 05/15/2020 | | | 303 | |
| | | | PVH Corp. | | | | |
| 160 | | | 4.50%, 12/15/2022 | | | 165 | |
| | | | | | | 999 | |
| | | | Arts, Entertainment and Recreation - 1.3% | | | | |
| | | | AMC Entertainment, Inc. | | | | |
| 131 | | | 8.75%, 06/01/2019 | | | 144 | |
| 195 | | | 9.75%, 12/01/2020 | | | 227 | |
| | | | Carlson Wagonlit B.V. | | | | |
| 200 | | | 6.88%, 06/15/2019 ■ | | | 212 | |
| | | | CCO Holdings LLC | | | | |
| 2,505 | | | 5.25%, 09/30/2022 ‡ | | | 2,552 | |
| 270 | | | 5.75%, 01/15/2024 ☼ | | | 281 | |
| | | | Cedar Fair L.P. | | | | |
| 150 | | | 5.25%, 03/15/2021 ■ | | | 153 | |
| | | | Cinemark USA, Inc. | | | | |
| 30 | | | 5.13%, 12/15/2022 ■ | | | 31 | |
| | | | Emdeon, Inc. | | | | |
| 355 | | | 11.00%, 12/31/2019 | | | 414 | |
| | | | Fidelity National Information Services, Inc. | | | | |
| 750 | | | 5.00%, 03/15/2022 | | | 827 | |
| | | | Great Canadian Gaming Co. | | | | |
CAD | 120 | | | 6.63%, 07/25/2022 ■ | | | 125 | |
| | | | Greektown Superholdings, Inc. | | | | |
| 380 | | | 13.00%, 07/01/2015 | | | 408 | |
| | | | Isle of Capri Casinos, Inc. | | | | |
| 361 | | | 8.88%, 06/15/2020 | | | 397 | |
| | | | Liberty Media Corp. | | | | |
| 650 | | | 8.50%, 07/15/2029 | | | 734 | |
| | | | NAI Entertainment Holdings LLC | | | | |
| 267 | | | 8.25%, 12/15/2017 ■ | | | 290 | |
| | | | National CineMedia LLC | | | | |
| 75 | | | 6.00%, 04/15/2022 | | | 82 | |
| | | | NBC Universal Enterprise | | | | |
| 440 | | | 5.25%, 12/19/2049 ■ | | | 444 | |
| | | | NCR Corp. | | | | |
| 565 | | | 4.63%, 02/15/2021 ■ | | | 565 | |
| 60 | | | 5.00%, 07/15/2022 ■ | | | 61 | |
| | | | Regal Entertainment Group | | | | |
| 72 | | | 5.75%, 02/01/2025 | | | 73 | |
| | | | Sirius XM Radio, Inc. | | | | |
| 115 | | | 5.25%, 08/15/2022 ■ | | | 119 | |
| | | | Starz Financial Corp | | | | |
| 120 | | | 5.00%, 09/15/2019 | | | 125 | |
| | | | Univision Communications, Inc. | | | | |
| 310 | | | 6.75%, 09/15/2022 ■ | | | 344 | |
| | | | Videotron Ltee | | | | |
| 557 | | | 5.00%, 07/15/2022 | | | 574 | |
| | | | | | | 9,182 | |
| | | | Beverage and Tobacco Product Manufacturing - 0.2% | | | | |
| | | | Constellation Brands, Inc. | | | | |
| 120 | | | 4.25%, 05/01/2023 ☼ | | | 120 | |
| 740 | | | 6.00%, 05/01/2022 | | | 854 | |
| 415 | | | 7.25%, 05/15/2017 | | | 483 | |
| | | | | | | 1,457 | |
| | | | Chemical Manufacturing - 0.3% | | | | |
| | | | Ashland, Inc. | | | | |
| 235 | | | 4.75%, 08/15/2022 ■ | | | 246 | |
| | | | Ferro Corp. | | | | |
| 180 | | | 7.88%, 08/15/2018 | | | 189 | |
| | | | Hexion Specialty Chemicals | | | | |
| 265 | | | 8.88%, 02/01/2018 | | | 281 | |
| | | | Hexion U.S. Finance Corp. | | | | |
| 125 | | | 6.63%, 04/15/2020 | | | 130 | |
| | | | Ineos Group Holdings plc | | | | |
| 505 | | | 8.50%, 02/15/2016 ■ | | | 513 | |
| | | | LyondellBasell Industries N.V. | | | | |
| 300 | | | 6.00%, 11/15/2021 | | | 364 | |
| | | | | | | 1,723 | |
| | | | Computer and Electronic Product Manufacturing - 0.5% | | | | |
| | | | CDW Escrow Corp. | | | | |
| 800 | | | 8.50%, 04/01/2019 | | | 897 | |
| | | | Esterline Technologies Corp. | | | | |
| 530 | | | 7.00%, 08/01/2020 | | | 586 | |
| | | | Freescale Semiconductor, Inc. | | | | |
| 135 | | | 8.05%, 02/01/2020 | | | 145 | |
| | | | Jabil Circuit, Inc. | | | | |
| 180 | | | 4.70%, 09/15/2022 | | | 183 | |
| | | | Micron Technology, Inc. | | | | |
| 100 | | | 1.63%, 02/15/2033 ۞■ | | | 113 | |
| 83 | | | 2.13%, 02/15/2033 ۞■ | | | 93 | |
| | | | ON Semiconductor Corp. | | | | |
| 87 | | | 2.63%, 12/15/2026 ۞ | | | 99 | |
| | | | Seagate HDD Cayman | | | | |
| 725 | | | 6.88%, 05/01/2020 | | | 787 | |
| 490 | | | 7.00%, 11/01/2021 | | | 540 | |
| | | | | | | 3,443 | |
| | | | Construction - 0.3% | | | | |
| | | | K Hovnanian Enterprises, Inc. | | | | |
| 486 | | | 9.13%, 11/15/2020 ■ | | | 552 | |
| | | | KB Home | | | | |
| 181 | | | 1.38%, 02/01/2019 ۞ | | | 210 | |
| 371 | | | 7.50%, 09/15/2022 | | | 423 | |
| | | | Lennar Corp. | | | | |
| 475 | | | 4.75%, 12/15/2017 | | | 503 | |
| 200 | | | 4.75%, 11/15/2022 ■ | | | 201 | |
| | | | Pulte Homes, Inc. | | | | |
| 90 | | | 6.38%, 05/15/2033 | | | 91 | |
| | | | Ryland Group, Inc. | | | | |
| 255 | | | 5.38%, 10/01/2022 | | | 265 | |
| | | | | | | 2,245 | |
The accompanying notes are an integral part of these financial statements.
Shares or Principal Amount ╬ | | Market Value ╪ | |
CORPORATE BONDS - 19.0% - (continued) |
| | | | Fabricated Metal Product Manufacturing - 0.3% | | | | |
| | | | Anixter International, Inc. | | | | |
$ | 105 | | | 5.63%, 05/01/2019 | | $ | 112 | |
| | | | Ball Corp. | | | | |
| 230 | | | 5.00%, 03/15/2022 | | | 244 | |
| 640 | | | 6.75%, 09/15/2020 | | | 706 | |
| | | | Crown Americas, Inc. | | | | |
| 175 | | | 4.50%, 01/15/2023 ■ | | | 179 | |
| | | | Masco Corp. | | | | |
| 520 | | | 5.95%, 03/15/2022 | | | 589 | |
| | | | Ply Gem Industries, Inc. | | | | |
| 130 | | | 9.38%, 04/15/2017 | | | 144 | |
| | | | | | | 1,974 | |
| | | | Finance and Insurance - 3.3% | | | | |
| | | | Ally Financial, Inc. | | | | |
| 495 | | | 5.50%, 02/15/2017 | | | 540 | |
| | | | CIT Group, Inc. | | | | |
| 1,222 | | | 5.50%, 02/15/2019 ■‡ | | | 1,378 | |
| | | | Community Choice Financial, Inc. | | | | |
| 300 | | | 10.75%, 05/01/2019 | | | 292 | |
| | | | Credit Acceptance Corp. | | | | |
| 471 | | | 9.13%, 02/01/2017 | | | 513 | |
| | | | DuPont Fabros Technology L.P. | | | | |
| 260 | | | 8.50%, 12/15/2017 | | | 280 | |
| | | | Felcor Lodging L.P. | | | | |
| 130 | | | 5.63%, 03/01/2023 ■ | | | 135 | |
| | | | Fibria Overseas Finance Ltd. | | | | |
| 830 | | | 6.75%, 03/03/2021 ■ | | | 927 | |
| | | | Host Hotels & Resorts L.P. | | | | |
| 700 | | | 6.00%, 11/01/2020 | | | 783 | |
| | | | Ineos Finance plc | | | | |
| 481 | | | 8.38%, 02/15/2019 ■ | | | 542 | |
| 300 | | | 9.00%, 05/15/2015 ■ | | | 314 | |
| | | | ING US, Inc. | | | | |
| 591 | | | 5.50%, 07/15/2022 ■ | | | 672 | |
| | | | Ladder Capital Finance Holdings LLC | | | | |
| 836 | | | 7.38%, 10/01/2017 ■ | | | 868 | |
| | | | Lloyds Banking Group plc | | | | |
| 520 | | | 6.50%, 09/14/2020 ■ | | | 594 | |
| 1,000 | | | 7.88%, 11/01/2020 ■ | | | 1,092 | |
| | | | Mapfre S.A. | | | | |
EUR | 1,450 | | | 5.92%, 07/24/2037 | | | 1,783 | |
| | | | Minerva Luxembourg S.A. | | | | |
| 560 | | | 7.75%, 01/31/2023 ■ | | | 598 | |
| | | | National Money Mart Co. | | | | |
| 230 | | | 10.38%, 12/15/2016 | | | 248 | |
| | | | Nationstar Mortgage LLC | | | | |
| 310 | | | 7.88%, 10/01/2020 ■ | | | 347 | |
| | | | Natixis | | | | |
| 4,900 | | | 0.53%, 01/15/2019 Δ | | | 4,729 | |
| | | | Nuveen Investments, Inc. | | | | |
| 160 | | | 9.13%, 10/15/2017 ■ | | | 171 | |
| 351 | | | 9.50%, 10/15/2020 ■ | | | 378 | |
| | | | Provident Funding Associates L.P. | | | | |
| 571 | | | 10.25%, 04/15/2017 ■ | | | 638 | |
| | | | Royal Bank of Scotland plc | | | | |
| 1,480 | | | 6.13%, 12/15/2022 | | | 1,592 | |
| | | | SLM Corp. | | | | |
| 100 | | | 6.00%, 01/25/2017 | | | 108 | |
| 545 | | | 6.25%, 01/25/2016 | | | 593 | |
| 840 | | | 8.45%, 06/15/2018 | | | 986 | |
| | | | Softbank Corp. | | | | |
| 605 | | | 4.50%, 04/15/2020 ■ | | | 627 | |
| | | | TitleMax, Inc. | | | | |
| 460 | | | 13.25%, 07/15/2015 | | | 501 | |
| | | | UBS AG Stamford CT | | | | |
| 515 | | | 7.63%, 08/17/2022 | | | 597 | |
| | | | | | | 22,826 | |
| | | | Food Manufacturing - 0.0% | | | | |
| | | | Pinnacle Foods Finance LLC | | | | |
| 250 | | | 4.88%, 05/01/2021 ■ | | | 257 | |
| | | | | | | | |
| | | | Food Services - 0.1% | | | | |
| | | | ARAMARK Corp. | | | | |
| 335 | | | 5.75%, 03/15/2020 ■ | | | 351 | |
| | | | | | | | |
| | | | Furniture and Related Product Manufacturing - 0.0% | | | | |
| | | | Tempur-Pedic International, Inc. | | | | |
| 40 | | | 6.88%, 12/15/2020 ■ | | | 44 | |
| | | | | | | | |
| | | | Health Care and Social Assistance - 1.3% | | | | |
| | | | Alere, Inc. | | | | |
| 485 | | | 9.00%, 05/15/2016 | | | 509 | |
| | | | Biomet, Inc. | | | | |
| 425 | | | 6.50%, 08/01/2020 - 10/01/2020 ■ | | | 450 | |
| | | | BioScrip, Inc. | | | | |
| 305 | | | 10.25%, 10/01/2015 | | | 322 | |
| | | | Community Health Systems, Inc. | | | | |
| 1,371 | | | 5.13%, 08/15/2018 ‡ | | | 1,467 | |
| 265 | | | 7.13%, 07/15/2020 | | | 296 | |
| | | | Exelixis, Inc. | | | | |
| 110 | | | 4.25%, 08/15/2019 ۞ | | | 115 | |
| | | | Fresenius Medical Care U.S. Finance II, Inc. | | | | |
| 340 | | | 5.63%, 07/31/2019 ■ | | | 380 | |
| 250 | | | 9.00%, 07/15/2015 ■ | | | 288 | |
| | | | HCA, Inc. | | | | |
| 360 | | | 4.75%, 05/01/2023 | | | 375 | |
| 260 | | | 5.88%, 05/01/2023 | | | 283 | |
| 340 | | | 6.25%, 02/15/2021 | | | 372 | |
| 800 | | | 6.50%, 02/15/2020 | | | 924 | |
| 905 | | | 7.50%, 11/15/2095 ‡ | | | 840 | |
| 1,225 | | | 8.50%, 04/15/2019 | | | 1,351 | |
| | | | Health Management Associates, Inc. | | | | |
| 155 | | | 7.38%, 01/15/2020 | | | 172 | |
| | | | Hologic, Inc. | | | | |
| 275 | | | 2.00%, 03/01/2042 ۞ | | | 280 | |
| 65 | | | 6.25%, 08/01/2020 | | | 70 | |
| | | | Radiation Therapy Services, Inc. | | | | |
| 86 | | | 8.88%, 01/15/2017 | | | 82 | |
| | | | Savient Pharmaceuticals, Inc. | | | | |
| 350 | | | 4.75%, 02/01/2018 ۞ | | | 84 | |
| | | | Tenet Healthcare Corp. | | | | |
| 85 | | | 4.50%, 04/01/2021 ■ | | | 87 | |
| | | | | | | 8,747 | |
The accompanying notes are an integral part of these financial statements.
The Hartford Strategic Income Fund |
Schedule of Investments – (continued) |
April 30, 2013 (Unaudited) |
(000’s Omitted) |
Shares or Principal Amount ╬ | | Market Value ╪ | |
CORPORATE BONDS - 19.0% - (continued) |
| | | | Information - 3.1% | | | | |
| | | | Altice Financing S.A. | | | | |
$ | 330 | | | 7.88%, 12/15/2019 ■ | | $ | 365 | |
| | | | Audatex North America, Inc. | | | | |
| 605 | | | 6.75%, 06/15/2018 ■ | | | 651 | |
| | | | Brocade Communications Systems, Inc. | | | | |
| 475 | | | 4.63%, 01/15/2023 ■ | | | 467 | |
| | | | CSC Holdings LLC | | | | |
| 305 | | | 7.63%, 07/15/2018 | | | 358 | |
| | | | DISH DBS Corp. | | | | |
| 140 | | | 5.00%, 03/15/2023 ■ | | | 136 | |
| 2,250 | | | 5.88%, 07/15/2022 ‡ | | | 2,295 | |
| 835 | | | 6.75%, 06/01/2021 | | | 902 | |
| 425 | | | 7.88%, 09/01/2019 | | | 484 | |
| | | | First Data Corp. | | | | |
| 410 | | | 6.75%, 11/01/2020 ■ | | | 440 | |
| 595 | | | 8.25%, 01/15/2021 ■ | | | 632 | |
| | | | Harron Communications L.P. | | | | |
| 185 | | | 9.13%, 04/01/2020 ■ | | | 210 | |
| | | | Hughes Satellite Systems Corp. | | | | |
| 630 | | | 6.50%, 06/15/2019 | | | 701 | |
| | | | Intelsat Jackson Holdings S.A. | | | | |
| 280 | | | 6.63%, 12/15/2022 ■ | | | 303 | |
| 250 | | | 7.50%, 04/01/2021 | | | 282 | |
| | | | Intelsat Luxembourg S.A. | | | | |
| 60 | | | 6.75%, 06/01/2018 ■ | | | 63 | |
| 560 | | | 7.75%, 06/01/2021 ■ | | | 591 | |
| | | | InterActiveCorp | | | | |
| 130 | | | 4.75%, 12/15/2022 ■ | | | 131 | |
| | | | Lawson Software, Inc. | | | | |
| 147 | | | 9.38%, 04/01/2019 | | | 168 | |
| | | | Level 3 Communications, Inc. | | | | |
| 105 | | | 8.88%, 06/01/2019 ■ | | | 116 | |
| | | | Level 3 Escrow, Inc. | | | | |
| 75 | | | 8.13%, 07/01/2019 | | | 83 | |
| | | | Level 3 Financing, Inc. | | | | |
| 527 | | | 10.00%, 02/01/2018 | | | 580 | |
| | | | MetroPCS Wireless, Inc. | | | | |
| 640 | | | 7.88%, 09/01/2018 | | | 705 | |
| | | | Netflix, Inc. | | | | |
| 255 | | | 5.38%, 02/01/2021 ■ | | | 263 | |
| | | | NII Capital Corp. | | | | |
| 240 | | | 7.63%, 04/01/2021 | | | 212 | |
| | | | NII International Telecom Sarl | | | | |
| 55 | | | 11.38%, 08/15/2019 ■ | | | 63 | |
| | | | SBA Communications Corp. | | | | |
| 265 | | | 5.63%, 10/01/2019 ■ | | | 279 | |
| | | | SBA Telecommunications, Inc. | | | | |
| 180 | | | 5.75%, 07/15/2020 ■ | | | 192 | |
| | | | SBA Tower Trust | | | | |
| 1,355 | | | 3.60%, 04/16/2043 ■ | | | 1,355 | |
| | | | Softbrands, Inc. | | | | |
| 103 | | | 11.50%, 07/15/2018 | | | 121 | |
| | | | Sprint Nextel Corp. | | | | |
| 799 | | | 7.00%, 03/01/2020 ■ | | | 909 | |
| 451 | | | 9.00%, 11/15/2018 ■ | | | 555 | |
| | | | Syniverse Holdings, Inc. | | | | |
| 480 | | | 9.13%, 01/15/2019 | | | 532 | |
| | | | TW Telecom Holdings, Inc. | | | | |
| 130 | | | 5.38%, 10/01/2022 | | | 136 | |
| | | | Unitymedia Hessen GmbH & Co. | | | | |
| 330 | | | 5.50%, 01/15/2023 ■ | | | 341 | |
| 490 | | | 7.50%, 03/15/2019 ■ | | | 538 | |
| | | | UPCB Finance III Ltd. | | | | |
| 1,125 | | | 6.63%, 07/01/2020 ■ | | | 1,223 | |
| | | | Vimpelcom Holdings | | | | |
| 1,285 | | | 5.95%, 02/13/2023 ■ | | | 1,304 | |
| | | | Wind Acquisition Finance S.A. | | | | |
| 720 | | | 7.25%, 02/15/2018 ■ | | | 757 | |
| | | | Windstream Corp. | | | | |
| 125 | | | 6.38%, 08/01/2023 | | | 129 | |
| 1,515 | | | 7.75%, 10/15/2020 | | | 1,663 | |
| 225 | | | 7.88%, 11/01/2017 | | | 263 | |
| | | | Zayo Group LLC | | | | |
| 10 | | | 8.13%, 01/01/2020 | | | 11 | |
| 5 | | | 10.13%, 07/01/2020 | | | 6 | |
| | | | | | | 21,515 | |
| | | | Machinery Manufacturing - 0.3% | | | | |
| | | | Case New Holland, Inc. | | | | |
| 1,700 | | | 7.88%, 12/01/2017 ‡ | | | 2,023 | |
| | | | Gibraltar Industries, Inc. | | | | |
| 65 | | | 6.25%, 02/01/2021 ■ | | | 70 | |
| | | | Weekley Homes LLC | | | | |
| 35 | | | 6.00%, 02/01/2023 ■ | | | 36 | |
| | | | | | | 2,129 | |
| | | | Media - 0.1% | | | | |
| | | | Gray Television, Inc. | | | | |
| 425 | | | 7.50%, 10/01/2020 | | | 461 | |
| | | | | | | | |
| | | | Mining - 0.6% | | | | |
| | | | American Rock Salt Co. LLC | | | | |
| 81 | | | 8.25%, 05/01/2018 ■ | | | 78 | |
| | | | Consol Energy, Inc. | | | | |
| 130 | | | 8.00%, 04/01/2017 | | | 141 | |
| | | | FMG Resources Pty Ltd. | | | | |
| 980 | | | 6.00%, 04/01/2017 ■ | | | 1,019 | |
| | | | Peabody Energy Corp. | | | | |
| 575 | | | 6.25%, 11/15/2021 | | | 613 | |
| 855 | | | 6.50%, 09/15/2020 | | | 932 | |
| 900 | | | 7.38%, 11/01/2016 | | | 1,031 | |
| | | | Vulcan Materials Co. | | | | |
| 60 | | | 7.15%, 11/30/2037 | | | 62 | |
| 100 | | | 7.50%, 06/15/2021 | | | 118 | |
| | | | | | | 3,994 | |
| | | | Miscellaneous Manufacturing - 0.4% | | | | |
| | | | BE Aerospace, Inc. | | | | |
| 1,525 | | | 5.25%, 04/01/2022 | | | 1,624 | |
| | | | Bombardier, Inc. | | | | |
| 300 | | | 7.75%, 03/15/2020 ■ | | | 355 | |
| | | | DigitalGlobe, Inc. | | | | |
| 250 | | | 5.25%, 02/01/2021 ■ | | | 253 | |
| | | | Owens-Brockway Glass Container, Inc. | | | | |
| 35 | | | 7.38%, 05/15/2016 | | | 40 | |
The accompanying notes are an integral part of these financial statements.
Shares or Principal Amount ╬ | | Market Value ╪ | |
CORPORATE BONDS - 19.0% - (continued) |
| | | | Miscellaneous Manufacturing - 0.4% - (continued) | | | | |
| | | | TransDigm Group, Inc. | | | | |
$ | 490 | | | 7.75%, 12/15/2018 | | $ | 543 | |
| | | | | | | 2,815 | |
| | | | Motor Vehicle and Parts Manufacturing - 0.3% | | | | |
| | | | Meritor, Inc. | | | | |
| 350 | | | 10.63%, 03/15/2018 | | | 386 | |
| | | | Tenneco, Inc. | | | | |
| 645 | | | 6.88%, 12/15/2020 | | | 712 | |
| | | | TRW Automotive, Inc. | | | | |
| 950 | | | 7.25%, 03/15/2017 ■ | | | 1,098 | |
| | | | | | | 2,196 | |
| | | | Nonmetallic Mineral Product Manufacturing - 0.4% | | | | |
| | | | Ardagh Packaging Finance plc | | | | |
| 275 | | | 7.38%, 10/15/2017 ■ | | | 303 | |
| 200 | | | 9.13%, 10/15/2020 ■ | | | 226 | |
| | | | Cemex S.A.B. de C.V. | | | | |
| 105 | | | 3.75%, 03/15/2018 | | | 138 | |
| | | | Grupo Cementos Chihuahua | | | | |
| 1,180 | | | 8.13%, 02/08/2020 ■ | | | 1,254 | |
| | | | Silgan Holdings, Inc. | | | | |
| 730 | | | 5.00%, 04/01/2020 | | | 759 | |
| | | | | | | 2,680 | |
| | | | Other Services - 0.1% | | | | |
| | | | Service Corp. International | | | | |
| 530 | | | 4.50%, 11/15/2020 | | | 541 | |
| | | | | | | | |
| | | | Paper Manufacturing - 0.3% | | | | |
| | | | Boise Cascade LLC | | | | |
| 90 | | | 6.38%, 11/01/2020 ■ | | | 96 | |
| | | | Cascades, Inc. | | | | |
| 275 | | | 7.88%, 01/15/2020 | | | 297 | |
| | | | Clearwater Paper Corp. | | | | |
| 120 | | | 4.50%, 02/01/2023 ■ | | | 120 | |
| | | | P.H. Glatfelter Co. | | | | |
| 420 | | | 5.38%, 10/15/2020 | | | 443 | |
| | | | Rock-Tenn Co. | | | | |
| 40 | | | 3.50%, 03/01/2020 | | | 42 | |
| 300 | | | 4.00%, 03/01/2023 | | | 312 | |
| | | | Smurfit Kappa Acquisitions | | | | |
| 410 | | | 4.88%, 09/15/2018 ■ | | | 425 | |
| | | | | | | 1,735 | |
| | | | Petroleum and Coal Products Manufacturing - 1.1% | | | | |
| | | | Antero Resources Finance Corp. | | | | |
| 320 | | | 7.25%, 08/01/2019 | | | 347 | |
| | | | Chesapeake Energy Corp. | | | | |
| 521 | | | 2.50%, 05/15/2037 ۞ | | | 503 | |
| | | | Continental Resources, Inc. | | | | |
| 360 | | | 5.00%, 09/15/2022 | | | 392 | |
| | | | Denbury Resources, Inc. | | | | |
| 435 | | | 4.63%, 07/15/2023 | | | 439 | |
| | | | EDC Finance Ltd. | | | | |
| 1,115 | | | 4.88%, 04/17/2020 ■ | | | 1,125 | |
| | | | Endeavour International Corp. | | | | |
| 300 | | | 12.00%, 03/01/2018 | | | 284 | |
| | | | EPE Holding/EP Energy Bond | | | | |
| 120 | | | 8.13%, 12/15/2017 ■Þ | | | 124 | |
| | | | Everest Acquisition LLC | | | | |
| 165 | | | 6.88%, 05/01/2019 | | | 181 | |
| 373 | | | 9.38%, 05/01/2020 | | | 435 | |
| | | | Ferrellgas Partners L.P. | | | | |
| 90 | | | 6.50%, 05/01/2021 | | | 95 | |
| | | | Harvest Operations Corp. | | | | |
| 81 | | | 6.88%, 10/01/2017 | | | 91 | |
| | | | Hornbeck Offshore Services, Inc. | | | | |
| 75 | | | 5.88%, 04/01/2020 | | | 79 | |
| | | | MEG Energy Corp. | | | | |
| 305 | | | 6.38%, 01/30/2023 ■ | | | 322 | |
| | | | Newfield Exploration Co. | | | | |
| 625 | | | 5.75%, 01/30/2022 | | | 691 | |
| 600 | | | 6.88%, 02/01/2020 | | | 654 | |
| | | | Range Resources Corp. | | | | |
| 250 | | | 5.75%, 06/01/2021 | | | 273 | |
| 550 | | | 6.75%, 08/01/2020 | | | 610 | |
| | | | Rosetta Resources, Inc. | | | | |
| 160 | | | 5.63%, 05/01/2021 ☼ | | | 167 | |
| 305 | | | 9.50%, 04/15/2018 | | | 338 | |
| | | | Seadrill Ltd. | | | | |
| 640 | | | 5.63%, 09/15/2017 ■ | | | 654 | |
| | | | | | | 7,804 | |
| | | | Pipeline Transportation - 0.7% | | | | |
| | | | El Paso Corp. | | | | |
| 520 | | | 7.00%, 06/15/2017 | | | 598 | |
| 630 | | | 7.80%, 08/01/2031 | | | 713 | |
| | | | Energy Transfer Equity L.P. | | | | |
| 1,250 | | | 7.50%, 10/15/2020 | | | 1,463 | |
| | | | Kinder Morgan Finance Co. | | | | |
| 1,615 | | | 6.00%, 01/15/2018 ■╦ | | | 1,794 | |
| | | | MarkWest Energy Partners L.P. | | | | |
| 170 | | | 5.50%, 02/15/2023 | | | 187 | |
| 182 | | | 6.25%, 06/15/2022 | | | 202 | |
| | | | | | | 4,957 | |
| | | | Plastics and Rubber Products Manufacturing - 0.1% | | | | |
| | | | Associated Materials LLC | | | | |
| 10 | | | 9.13%, 11/01/2017 | | | 11 | |
| 75 | | | 9.13%, 11/01/2017 ■☼ | | | 81 | |
| | | | Continental Rubber of America Corp. | | | | |
| 445 | | | 4.50%, 09/15/2019 ■ | | | 462 | |
| | | | Nortek, Inc. | | | | |
| 125 | | | 8.50%, 04/15/2021 | | | 140 | |
| 110 | | | 8.50%, 04/15/2021 ■ | | | 122 | |
| | | | | | | 816 | |
| | | | Printing and Related Support Activities - 0.2% | | | | |
| | | | Deluxe Corp. | | | | |
| 185 | | | 6.00%, 11/15/2020 ■ | | | 192 | |
| 465 | | | 7.00%, 03/15/2019 | | | 509 | |
| | | | Quebecor Media, Inc. | | | | |
| 60 | | | 5.75%, 01/15/2023 ■ | | | 63 | |
| | | | Valassis Communications, Inc. | | | | |
| 690 | | | 6.63%, 02/01/2021 | | | 732 | |
| | | | | | | 1,496 | |
| | | | Professional, Scientific and Technical Services - 0.2% | | | | |
| | | | Flextronics International Ltd. | | | | |
| 115 | | | 4.63%, 02/15/2020 ■ | | | 118 | |
| 170 | | | 5.00%, 02/15/2023 ■ | | | 173 | |
| | | | Lamar Media Corp. | | | | |
| 405 | | | 5.88%, 02/01/2022 | | | 443 | |
The accompanying notes are an integral part of these financial statements.
The Hartford Strategic Income Fund |
Schedule of Investments – (continued) |
April 30, 2013 (Unaudited) |
(000’s Omitted) |
Shares or Principal Amount ╬ | | Market Value ╪ | |
CORPORATE BONDS - 19.0% - (continued) |
| | | | Professional, Scientific and Technical Services - 0.2% - (continued) | | | | |
| | | | Lender Processing Services, Inc. | | | | |
$ | 205 | | | 5.75%, 04/15/2023 | | $ | 219 | |
| | | | SunGard Data Systems, Inc. | | | | |
| 475 | | | 7.38%, 11/15/2018 | | | 513 | |
| 155 | | | 7.63%, 11/15/2020 | | | 171 | |
| | | | | | | 1,637 | |
| | | | Real Estate, Rental and Leasing - 1.0% | | | | |
| | | | Air Lease Corp. | | | | |
| 395 | | | 4.50%, 01/15/2016 | | | 411 | |
| 755 | | | 6.13%, 04/01/2017 | | | 827 | |
| | | | CBRE Services, Inc. | | | | |
| 575 | | | 5.00%, 03/15/2023 | | | 589 | |
| | | | Hertz Global Holdings, Inc. | | | | |
| 135 | | | 5.88%, 10/15/2020 | | | 147 | |
| 85 | | | 6.25%, 10/15/2022 | | | 95 | |
| | | | International Lease Finance Corp. | | | | |
| 500 | | | 5.65%, 06/01/2014 | | | 522 | |
| 375 | | | 5.75%, 05/15/2016 | | | 408 | |
| 1,960 | | | 5.88%, 04/01/2019 ╦ | | | 2,151 | |
| 100 | | | 6.25%, 05/15/2019 | | | 112 | |
| 760 | | | 6.75%, 09/01/2016 ■ | | | 864 | |
| | | | United Rentals North America, Inc. | | | | |
| 575 | | | 5.75%, 07/15/2018 | | | 627 | |
| | | | | | | 6,753 | |
| | | | Retail Trade - 1.0% | | | | |
| | | | 99 Cents Only Stores | | | | |
| 360 | | | 11.00%, 12/15/2019 | | | 416 | |
| | | | AmeriGas Finance LLC | | | | |
| 715 | | | 7.00%, 05/20/2022 | | | 799 | |
| | | | Arcelik AS | | | | |
| 995 | | | 5.00%, 04/03/2023 ■ | | | 1,022 | |
| | | | AutoNation, Inc. | | | | |
| 325 | | | 5.50%, 02/01/2020 | | | 357 | |
| | | | Building Materials Corp. | | | | |
| 644 | | | 6.75%, 05/01/2021 ■ | | | 713 | |
| 141 | | | 7.50%, 03/15/2020 ■ | | | 156 | |
| | | | GRD Holding III Corp. | | | | |
| 250 | | | 10.75%, 06/01/2019 ■ | | | 268 | |
| | | | JC Penney Corp., Inc. | | | | |
| 105 | | | 5.65%, 06/01/2020 | | | 90 | |
| 85 | | | 6.38%, 10/15/2036 | | | 68 | |
| 170 | | | 7.40%, 04/01/2037 | | | 143 | |
| 20 | | | 7.95%, 04/01/2017 | | | 20 | |
| | | | Ltd. Brands, Inc. | | | | |
| 1,145 | | | 5.63%, 02/15/2022 | | | 1,235 | |
| 95 | | | 6.95%, 03/01/2033 | | | 100 | |
| | | | Michaels Stores, Inc. | | | | |
| 445 | | | 7.75%, 11/01/2018 | | | 489 | |
| | | | PC Merger Sub, Inc. | | | | |
| 395 | | | 8.88%, 08/01/2020 ■ | | | 446 | |
| | | | Sally Holdings LLC | | | | |
| 530 | | | 5.75%, 06/01/2022 | | | 571 | |
| | | | Sotheby's | | | | |
| 365 | | | 5.25%, 10/01/2022 ■ | | | 374 | |
| | | | | | | 7,267 | |
| | | | Soap, Cleaning Compound and Toilet Manufacturing - 0.0% | | | | |
| | | | Avon Products, Inc. | | | | |
| 50 | | | 4.60%, 03/15/2020 | | | 53 | |
| 190 | | | 5.00%, 03/15/2023 | | | 207 | |
| | | | | | | 260 | |
| | | | Transportation Equipment Manufacturing - 0.1% | | | | |
| | | | Huntington Ingalls Industries, Inc. | | | | |
| 150 | | | 6.88%, 03/15/2018 | | | 166 | |
| 575 | | | 7.13%, 03/15/2021 | | | 640 | |
| | | | | | | 806 | |
| | | | Utilities - 0.7% | | | | |
| | | | AES (The) Corp. | | | | |
| 1,100 | | | 8.00%, 06/01/2020 | | | 1,334 | |
| | | | Calpine Corp. | | | | |
| 1,404 | | | 7.50%, 02/15/2021 ■ | | | 1,587 | |
| | | | Dolphin Subsidiary II, Inc. | | | | |
| 1,005 | | | 7.25%, 10/15/2021 | | | 1,070 | |
| | | | EDP Finance B.V. | | | | |
| 645 | | | 4.90%, 10/01/2019 ■ | | | 655 | |
| | | | Texas Competitive Electric Co. | | | | |
| 410 | | | 11.50%, 10/01/2020 ■ | | | 323 | |
| | | | | | | 4,969 | |
| | | | Water Transportation - 0.0% | | | | |
| | | | Royal Caribbean Cruises Ltd. | | | | |
| 100 | | | 5.25%, 11/15/2022 | | | 103 | |
| | | | | | | | |
| | | | Total corporate bonds | | | | |
| | | | (cost $126,098) | | $ | 131,955 | |
| | | | | | | | |
FOREIGN GOVERNMENT OBLIGATIONS - 32.4% |
| | | | Argentina - 0.9% | | | | |
| | | | Argentina (Republic of) | | | | |
$ | 4,225 | | | 7.00%, 04/17/2017 | | $ | 3,443 | |
| 4,643 | | | 8.28%, 12/31/2033 | | | 2,673 | |
| | | | | | | 6,116 | |
| | | | Austria - 0.3% | | | | |
| | | | Austria (Republic of) | | | | |
EUR | 630 | | | 3.50%, 09/15/2021 ■ | | $ | 976 | |
EUR | 860 | | | 4.65%, 01/15/2018 ■ | | | 1,349 | |
| | | | | | | 2,325 | |
| | | | Belgium - 0.6% | | | | |
| | | | Belgium (Kingdom of) | | | | |
EUR | 430 | | | 3.75%, 09/28/2020 | | | 663 | |
EUR | 525 | | | 4.00%, 03/28/2022 | | | 824 | |
EUR | 1,180 | | | 4.00%, 03/28/2017 ■ | | | 1,761 | |
EUR | 480 | | | 4.25%, 09/28/2014 | | | 669 | |
| | | | | | | 3,917 | |
| | | | Brazil - 2.4% | | | | |
| | | | Brazil (Republic of) | | | | |
| 1,750 | | | 5.63%, 01/07/2041 ‡ | | | 2,194 | |
| 3,500 | | | 5.88%, 01/15/2019 ‡ | | | 4,280 | |
| 895 | | | 7.88%, 03/07/2015 ‡ | | | 1,008 | |
| 3,450 | | | 8.25%, 01/20/2034 ‡ | | | 5,534 | |
| 2,075 | | | 11.00%, 08/17/2040 ‡ | | | 2,540 | |
| 715 | | | 12.25%, 03/06/2030 ‡ | | | 1,426 | |
| | | | | | | 16,982 | |
The accompanying notes are an integral part of these financial statements.
Shares or Principal Amount ╬ | | Market Value ╪ | |
FOREIGN GOVERNMENT OBLIGATIONS - 32.4% - (continued) |
| | | | Bulgaria - 0.1% | | | | |
| | | | Bulgaria (Republic of) | | | | |
$ | 400 | | | 8.25%, 01/15/2015 § | | $ | 449 | |
| | | | | | | | |
| | | | Colombia - 1.1% | | | | |
| | | | Colombia (Republic of) | | | | |
| 1,800 | | | 7.38%, 09/18/2037 ‡ | | | 2,725 | |
| 700 | | | 8.13%, 05/21/2024 ‡ | | | 1,032 | |
COP | 56,000 | | | 9.85%, 06/28/2027 | | | 48 | |
| 2,430 | | | 11.75%, 02/25/2020 ‡ | | | 3,869 | |
COP | 103,000 | | | 12.00%, 10/22/2015 | | | 67 | |
| | | | | | | 7,741 | |
| | | | Croatia - 0.3% | | | | |
| | | | Croatia (Republic of) | | | | |
| 1,940 | | | 6.38%, 03/24/2021 § | | | 2,192 | |
| | | | | | | | |
| | | | Denmark - 0.1% | | | | |
| | | | Denmark (Kingdom of) | | | | |
DKK | 3,915 | | | 4.00%, 11/15/2019 | | | 842 | |
| | | | | | | | |
| | | | Ecuador - 0.0% | | | | |
| | | | Ecuador (Republic of) | | | | |
| 220 | | | 9.38%, 12/15/2015 § | | | 231 | |
| | | | | | | | |
| | | | Finland - 0.1% | | | | |
| | | | Finland (Republic of) | | | | |
EUR | 350 | | | 3.38%, 04/15/2020 | | | 537 | |
EUR | 200 | | | 3.88%, 09/15/2017 | | | 303 | |
| | | | | | | 840 | |
| | | | France - 1.2% | | | | |
| | | | France (Government of) | | | | |
EUR | 1,040 | | | 3.00%, 07/12/2014 | | | 1,417 | |
EUR | 4,445 | | | 3.75%, 04/25/2017 | | | 6,608 | |
EUR | 40 | | | 4.50%, 04/25/2041 | | | 70 | |
| | | | | | | 8,095 | |
| | | | Hungary - 0.5% | | | | |
| | | | Hungary (Republic of) | | | | |
| 330 | | | 4.75%, 02/03/2015 | | | 339 | |
| 1,284 | | | 5.38%, 02/21/2023 | | | 1,324 | |
| 580 | | | 6.25%, 01/29/2020 | | | 644 | |
HUF | 123,980 | | | 6.75%, 02/24/2017 | | | 581 | |
HUF | 21,650 | | | 7.50%, 11/12/2020 | | | 108 | |
| 700 | | | 7.63%, 03/29/2041 | | | 822 | |
| | | | | | | 3,818 | |
| | | | Indonesia - 1.3% | | | | |
| | | | Indonesia (Republic of) | | | | |
| 750 | | | 6.75%, 03/10/2014 § | | | 784 | |
| 3,515 | | | 6.88%, 01/17/2018 § | | | 4,240 | |
| 2,590 | | | 7.75%, 01/17/2038 § | | | 3,846 | |
| 275 | | | 8.50%, 10/12/2035 § | | | 427 | |
| | | | | | | 9,297 | |
| | | | Ireland - 0.2% | | | | |
| | | | Ireland (Republic of) | | | | |
EUR | 775 | | | 4.50%, 10/18/2018 - 04/18/2020 | | | 1,113 | |
| | | | | | | 1,113 | |
| | | | Italy - 1.3% | | | | |
| | | | Italy (Republic of) | | | | |
EUR | 1,975 | | | 4.25%, 08/01/2014 | | | 2,705 | |
EUR | 530 | | | 5.00%, 03/01/2022 | | | 768 | |
| | | | Italy Buoni Poliennali del Tesoro | | | | |
EUR | 4,150 | | | 3.50%, 11/01/2017 | | | 5,667 | |
| | | | | | | 9,140 | |
| | | | Japan - 3.0% | | | | |
| | | | Japan (Government of) | | | | |
JPY | 141,750 | | | 0.30%, 03/20/2017 | | | 1,458 | |
JPY | 701,150 | | | 0.40%, 09/20/2016 | | | 7,243 | |
JPY | 458,250 | | | 0.50%, 03/20/2016 | | | 4,746 | |
JPY | 140,000 | | | 0.60%, 03/20/2016 - 03/20/2023 ☼ | | | 1,451 | |
JPY | 75,000 | | | 0.80%, 12/20/2022 | | | 785 | |
JPY | 277,300 | | | 1.10%, 03/20/2021 | | | 2,982 | |
JPY | 85,850 | | | 1.30%, 12/20/2018 | | | 930 | |
JPY | 92,350 | | | 1.40%, 09/20/2019 | | | 1,010 | |
| | | | | | | 20,605 | |
| | | | Malaysia - 0.4% | | | | |
| | | | Malaysia (Government of) | | | | |
MYR | 3,060 | | | 4.26%, 09/15/2016 | | | 1,046 | |
MYR | 3,065 | | | 4.38%, 11/29/2019 | | | 1,070 | |
MYR | 1,020 | | | 5.09%, 04/30/2014 | | | 342 | |
| | | | | | | 2,458 | |
| | | | Mexico - 3.4% | | | | |
| | | | Mexican Bonos De Desarrollo | | | | |
MXN | 7,236 | | | 6.50%, 06/10/2021 - 06/09/2022 | | | 681 | |
MXN | 13,313 | | | 7.25%, 12/15/2016 | | | 1,213 | |
MXN | 14,971 | | | 10.00%, 12/05/2024 | | | 1,837 | |
| | | | United Mexican States | | | | |
| 7,322 | | | 3.63%, 03/15/2022 | | | 7,981 | |
| 6,998 | | | 4.75%, 03/08/2044 | | | 7,743 | |
| 2,226 | | | 5.75%, 10/12/2110 | | | 2,622 | |
| 476 | | | 5.88%, 02/17/2014 | | | 494 | |
MXN | 2,125 | | | 7.75%, 12/14/2017 | | | 202 | |
MXN | 6,916 | | | 9.50%, 12/18/2014 | | | 619 | |
| | | | | | | 23,392 | |
| | | | Netherlands - 0.5% | | | | |
| | | | Netherlands (Kingdom of) | | | | |
EUR | 655 | | | 2.25%, 07/15/2022 | | | 927 | |
EUR | 1,180 | | | 4.00%, 07/15/2018 | | | 1,820 | |
EUR | 500 | | | 4.50%, 07/15/2017 | | | 770 | |
| | | | | | | 3,517 | |
| | | | Norway - 0.0% | | | | |
| | | | Norway (Kingdom of) | | | | |
NOK | 1,545 | | | 3.75%, 05/25/2021 | | | 306 | |
| | | | | | | | |
| | | | Panama - 0.7% | | | | |
| | | | Panama (Republic of) | | | | |
| 875 | | | 7.25%, 03/15/2015 ╦ | | | 974 | |
| 1,770 | | | 8.88%, 09/30/2027 ╦ | | | 2,829 | |
| 440 | | | 9.38%, 04/01/2029 | | | 747 | |
| | | | | | | 4,550 | |
| | | | Peru - 0.9% | | | | |
| | | | Peru (Republic of) | | | | |
PEN | 650 | | | 7.84%, 08/12/2020 | | | 308 | |
| 2,800 | | | 8.75%, 11/21/2033 ╦ | | | 4,788 | |
| 900 | | | 9.88%, 02/06/2015 ╦ | | | 1,040 | |
| | | | | | | 6,136 | |
The accompanying notes are an integral part of these financial statements.
The Hartford Strategic Income Fund |
Schedule of Investments – (continued) |
April 30, 2013 (Unaudited) |
(000’s Omitted) |
Shares or Principal Amount ╬ | | Market Value ╪ | |
FOREIGN GOVERNMENT OBLIGATIONS - 32.4% - (continued) |
| | | | Philippines - 1.9% | | | | |
| | | | Philippines (Republic of) | | | | |
$ | 1,760 | | | 6.38%, 01/15/2032 ╦ | | $ | 2,381 | |
| 6,315 | | | 10.63%, 03/16/2025 ╦ | | | 10,822 | |
| | | | | | | 13,203 | |
| | | | Poland - 0.5% | | | | |
| | | | Poland (Republic of) | | | | |
PLN | 3,445 | | | 4.66%, 01/25/2014 ○ | | | 1,068 | |
PLN | 6,005 | | | 5.25%, 10/25/2017 - 10/25/2020 | | | 2,127 | |
PLN | 1,555 | | | 5.75%, 10/25/2021 | | | 587 | |
| | | | | | | 3,782 | |
| | | | Russia - 2.4% | | | | |
| | | | Russia (Federation of) | | | | |
| 1,400 | | | 3.25%, 04/04/2017 § | | | 1,480 | |
| 3,400 | | | 3.63%, 04/29/2015 § | | | 3,562 | |
| 3,100 | | | 5.00%, 04/29/2020 § | | | 3,577 | |
| 2,861 | | | 7.50%, 03/31/2030 § | | | 3,599 | |
| | | | Russian Federation | | | | |
| 2,360 | | | 12.75%, 06/24/2028 § | | | 4,625 | |
| | | | | | | 16,843 | |
| | | | Singapore - 0.1% | | | | |
| | | | Singapore (Republic of) | | | | |
SGD | 940 | | | 3.75%, 09/01/2016 | | | 852 | |
| | | | | | | | |
| | | | South Africa - 0.9% | | | | |
| | | | South Africa (Republic of) | | | | |
| 205 | | | 6.50%, 06/02/2014 | | | 217 | |
| 2,855 | | | 6.88%, 05/27/2019 ╦ | | | 3,562 | |
ZAR | 1,000 | | | 7.00%, 02/28/2031 | | | 108 | |
ZAR | 7,230 | | | 8.00%, 12/21/2018 | | | 890 | |
ZAR | 1,730 | | | 8.25%, 09/15/2017 | | | 212 | |
ZAR | 6,160 | | | 10.50%, 12/21/2026 | | | 913 | |
| | | | | | | 5,902 | |
| | | | Spain - 0.9% | | | | |
| | | | Spain (Kingdom of) | | | | |
EUR | 1,025 | | | 3.30%, 10/31/2014 | | | 1,388 | |
EUR | 280 | | | 3.80%, 01/31/2017 | | | 384 | |
EUR | 2,000 | | | 4.50%, 01/31/2018 | | | 2,815 | |
EUR | 1,340 | | | 5.50%, 04/30/2021 | | | 1,977 | |
| | | | | | | 6,564 | |
| | | | Sweden - 0.3% | | | | |
| | | | Sweden (Kingdom of) | | | | |
SEK | 3,940 | | | 1.50%, 11/13/2023 | | | 602 | |
SEK | 6,690 | | | 3.75%, 08/12/2017 | | | 1,149 | |
SEK | 2,810 | | | 4.25%, 03/12/2019 | | | 508 | |
| | | | | | | 2,259 | |
| | | | Switzerland - 0.1% | | | | |
| | | | Switzerland (Republic of) | | | | |
CHF | 160 | | | 2.00%, 05/25/2022 | | | 195 | |
CHF | 270 | | | 3.00%, 01/08/2018 | | | 330 | |
| | | | | | | 525 | |
| | | | Turkey - 3.0% | | | | |
| | | | Turkey (Republic of) | | | | |
| 5,225 | | | 5.13%, 03/25/2022 | | | 5,970 | |
| 530 | | | 5.63%, 03/30/2021 | | | 621 | |
| 4,260 | | | 6.00%, 01/14/2041 | | | 5,123 | |
| 3,140 | | | 7.25%, 03/15/2015 | | | 3,462 | |
| 3,440 | | | 7.50%, 07/14/2017 | | | 4,149 | |
TRY | 1,000 | | | 10.00%, 06/17/2015 | | | 610 | |
TRY | 785 | | | 10.50%, 01/15/2020 | | | 544 | |
| | | | | | | 20,479 | |
| | | | Ukraine - 0.3% | | | | |
| | | | Ukraine (Government of) | | | | |
| 1,990 | | | 6.25%, 06/17/2016 § | | | 1,945 | |
| | | | | | | | |
| | | | United Kingdom - 0.4% | | | | |
| | | | United Kingdom (Government of) | | | | |
GBP | 580 | | | 1.00%, 09/07/2017 | | | 916 | |
GBP | 115 | | | 1.75%, 09/07/2022 | | | 180 | |
GBP | 1,005 | | | 2.00%, 01/22/2016 | | | 1,632 | |
| | | | | | | 2,728 | |
| | | | Venezuela - 2.3% | | | | |
| | | | Venezuela (Republic of) | | | | |
| 5,170 | | | 7.00%, 12/01/2018 § | | | 4,808 | |
| 2,380 | | | 8.25%, 10/13/2024 § | | | 2,146 | |
| 4,320 | | | 11.95%, 08/05/2031 § | | | 4,758 | |
| 3,615 | | | 12.75%, 08/23/2022 § | | | 4,127 | |
| | | | | | | 15,839 | |
| | | | Total foreign government obligations | | | | |
| | | | (cost $217,206) | | $ | 224,983 | |
| | | | | | | | |
SENIOR FLOATING RATE INTERESTS ♦ - 19.3% |
| | | | Accommodation and Food Services - 0.5% | | | | |
| | | | Caesars Entertainment Operating Co., Inc. | | | | |
$ | 1,397 | | | 4.45%, 01/28/2018 | | $ | 1,248 | |
| 1,935 | | | 9.50%, 10/31/2016 | | | 1,962 | |
| | | | | | | 3,210 | |
| | | | Administrative Waste Management and Remediation - 0.5% | | | | |
| | | | Acosta, Inc. | | | | |
| 1,107 | | | 5.00%, 03/02/2018 | | | 1,123 | |
| | | | ADS Waste Holdings, Inc. | | | | |
| 434 | | | 4.25%, 10/09/2019 | | | 439 | |
| | | | Affinia Group, Inc. | | | | |
| 115 | | | 04/11/2016 ◊☼ | | | 116 | |
| | | | Audio Visual Services Group, Inc. | | | | |
| 1,264 | | | 6.75%, 11/09/2018 | | | 1,283 | |
| | | | Brickman Group Holdings, Inc. | | | | |
| 698 | | | 5.50%, 10/14/2016 | | | 707 | |
| | | | | | | 3,668 | |
| | | | Agriculture, Construction, Mining and Machinery - 0.1% | | | | |
| | | | Pro Mach, Inc. | | | | |
| 410 | | | 5.00%, 07/06/2017 | | | 412 | |
| | | | | | | | |
| | | | Air Transportation - 0.3% | | | | |
| | | | AWAS Finance Luxembourg S.aár.l. | | | | |
| 565 | | | 4.75%, 07/16/2018 | | | 568 | |
| | | | Delta Air Lines, Inc. | | | | |
| 613 | | | 4.00%, 10/18/2018 | | | 620 | |
The accompanying notes are an integral part of these financial statements.
Shares or Principal Amount ╬ | | Market Value ╪ | |
SENIOR FLOATING RATE INTERESTS ♦ - 19.3% - (continued) |
| | | | Air Transportation - 0.3% - (continued) | | | | |
| | | | Delta Air Lines, Inc., Term Loan | | | | |
$ | 990 | | | 4.25%, 04/20/2017 | | $ | 1,003 | |
| | | | | | | 2,191 | |
| | | | Apparel Manufacturing - 0.1% | | | | |
| | | | J. Crew Group, Inc. | | | | |
| 990 | | | 4.00%, 03/07/2018 | | | 1,000 | |
| | | | | | | | |
| | | | Arts, Entertainment and Recreation - 1.2% | | | | |
| | | | Affinity Gaming LLC | | | | |
| 564 | | | 5.50%, 11/09/2017 | | | 573 | |
| | | | Formula One Holdings | | | | |
| 921 | | | 6.00%, 04/30/2019 | | | 935 | |
| | | | FoxCo Acquisition LLC | | | | |
| 264 | | | 5.50%, 07/14/2017 | | | 268 | |
| | | | Golden Nugget, Inc. | | | | |
| 289 | | | 3.20%, 06/22/2014 Þ | | | 279 | |
| | | | Golden Nugget, Inc., Delayed Draw | | | | |
| 161 | | | 3.20%, 06/22/2014 Þ | | | 156 | |
| | | | Kabel Deutschland Holding AG | | | | |
| 1,550 | | | 3.25%, 02/01/2019 | | | 1,557 | |
| | | | MGM Resorts International | | | | |
| 918 | | | 4.25%, 12/20/2019 | | | 931 | |
| | | | Penn National Gaming, Inc. | | | | |
| 414 | | | 3.75%, 07/16/2018 | | | 418 | |
| | | | ROC Finance LLC | | | | |
| 422 | | | 8.28%, 08/19/2017 Б | | | 433 | |
| | | | Rock Ohio Caesars LLC | | | | |
| 96 | | | 8.28%, 08/19/2017 ☼ | | | 98 | |
| | | | Salem Communications Corp. | | | | |
| 165 | | | 4.50%, 03/13/2020 | | | 167 | |
| | | | Seminole (The) Tribe of Florida, Inc. | | | | |
| 310 | | | 04/11/2020 ◊☼ | | | 312 | |
| | | | Town Sports International LLC | | | | |
| 1,214 | | | 5.75%, 04/27/2018 | | | 1,234 | |
| | | | Tribune Co. | | | | |
| 978 | | | 4.00%, 12/31/2019 | | | 989 | |
| | | | | | | 8,350 | |
| | | | Chemical Manufacturing - 0.6% | | | | |
| | | | Chemtura Corp. | | | | |
| 184 | | | 5.50%, 08/29/2016 | | | 186 | |
| | | | Cytec Industries, Inc. | | | | |
| 34 | | | 09/20/2019 ◊ | | | 35 | |
| | | | DuPont Performance Coatings, Inc. | | | | |
| 165 | | | 4.75%, 02/01/2020 | | | 167 | |
| | | | Ineos US Finance LLC | | | | |
| 1,014 | | | 6.50%, 05/04/2018 | | | 1,025 | |
| | | | Monarch, Inc. | | | | |
| 191 | | | 8.25%, 09/12/2019 - 03/12/2020 | | | 195 | |
| | | | Pinnacle Operating Corp. | | | | |
| 510 | | | 04/29/2020 ◊☼ | | | 511 | |
| 905 | | | 6.75%, 11/15/2018 | | | 917 | |
| | | | PQ Corp. | | | | |
| 1,027 | | | 4.50%, 08/07/2017 | | | 1,038 | |
| | | | | | | 4,074 | |
| | | | Computer and Electronic Product Manufacturing - 0.9% | | | | |
| | | | Aeroflex, Inc. | | | | |
| 462 | | | 5.75%, 05/09/2018 | | | 466 | |
| | | | CDW LLC | | | | |
| 110 | | | 04/30/2020 ◊☼ | | | 111 | |
| 1,940 | | | 4.00%, 07/15/2017 ☼ | | | 1,941 | |
| | | | Ceridian Corp. | | | | |
| 986 | | | 5.95%, 05/09/2017 | | | 1,003 | |
| | | | Freescale Semiconductor, Inc. | | | | |
| 1,500 | | | 5.00%, 03/01/2020 | | | 1,521 | |
| | | | NXP Semiconductors N.V. | | | | |
| 1,017 | | | 4.75%, 01/10/2020 | | | 1,040 | |
| | | | | | | 6,082 | |
| | | | Construction - 0.1% | | | | |
| | | | Aluma Systems, Inc. | | | | |
| 189 | | | 10/23/2018 ◊ | | | 191 | |
| | | | Brand Energy & Infrastructure Services, Inc. | | | | |
| 786 | | | 6.25%, 10/23/2018 | | | 796 | |
| | | | | | | 987 | |
| | | | Educational Services - 0.0% | | | | |
| | | | Bright Horizons Family Solutions, Inc. | | | | |
| 175 | | | 4.00%, 01/30/2020 | | | 176 | |
| | | | | | | | |
| | | | Electrical Equipment, Appliance Manufacturing - 0.3% | | | | |
| | | | WESCO Distribution, Inc. | | | | |
| 1,995 | | | 4.50%, 12/12/2019 | | | 2,015 | |
| | | | | | | | |
| | | | Finance and Insurance - 1.3% | | | | |
| | | | Asurion LLC | | | | |
| 844 | | | 4.50%, 05/24/2019 | | | 853 | |
| | | | Chrysler Group LLC | | | | |
| 1,292 | | | 6.00%, 05/24/2017 | | | 1,308 | |
| | | | Cooper Gay Swett & Crawford Ltd. | | | | |
| 340 | | | 04/05/2020 ◊☼ | | | 343 | |
| | | | Evertec LLC | | | | |
| 405 | | | 04/11/2020 ◊☼ | | | 404 | |
| | | | Macquarie Aircraft Leasing Finance S.A., Second Lien Term Loan | | | | |
| 1,528 | | | 4.20%, 11/29/2013 | | | 1,498 | |
| | | | Nuveen Investments, Inc. | | | | |
| 2,041 | | | 4.20%, 05/13/2017 | | | 2,064 | |
| | | | Ocwen Financial Corp. | | | | |
| 350 | | | 5.00%, 02/15/2018 | | | 355 | |
| | | | USI Insurance Services LLC | | | | |
| 419 | | | 5.25%, 12/27/2019 | | | 424 | |
| | | | Walter Investment Management | | | | |
| 1,412 | | | 5.75%, 11/28/2017 | | | 1,435 | |
| | | | | | | 8,684 | |
| | | | Food Manufacturing - 0.3% | | | | |
| | | | Advance Pierre Foods, Inc. | | | | |
| 400 | | | 5.75%, 07/10/2017 | | | 406 | |
| | | | Dole Food Co., Inc. | | | | |
| 360 | | | 04/25/2020 ◊☼ | | | 362 | |
| 250 | | | 12/07/2018 ◊ | | | 252 | |
| | | | H. J. Heinz Co. | | | | |
| 610 | | | 03/27/2020 ◊☼ | | | 615 | |
| | | | Hostess Brands, Inc. | | | | |
| 185 | | | 6.75%, 03/21/2020 | | | 189 | |
| | | | U.S. Foodservice, Inc. | | | | |
| 268 | | | 5.75%, 03/31/2017 | | | 271 | |
| | | | | | | 2,095 | |
The accompanying notes are an integral part of these financial statements.
The Hartford Strategic Income Fund |
Schedule of Investments – (continued) |
April 30, 2013 (Unaudited) |
(000’s Omitted) |
Shares or Principal Amount ╬ | | Market Value ╪ | |
SENIOR FLOATING RATE INTERESTS ♦ - 19.3% - (continued) | | | | |
| | | | Food Services - 0.5% | | | | |
| | | | Dunkin' Brands, Inc. | | | | |
$ | 735 | | | 3.75%, 02/14/2020 | | $ | 742 | |
| | | | Landry's, Inc. | | | | |
| 713 | | | 4.75%, 04/24/2018 | | | 723 | |
| | | | OSI Restaurant Partners, Inc. | | | | |
| 1,297 | | | 3.50%, 10/23/2019 | | | 1,304 | |
| | | | Wendy's International, Inc. | | | | |
| 746 | | | 4.51%, 05/15/2019 | | | 750 | |
| | | | | | | 3,519 | |
| | | | Furniture and Related Product Manufacturing - 0.3% | | | | |
| | | | AOT Bedding Super Holdings LLC | | | | |
| 519 | | | 5.00%, 10/01/2019 | | | 525 | |
| | | | Tempur-Pedic International, Inc. | | | | |
| 968 | | | 5.00%, 03/18/2020 | | | 983 | |
| | | | Wilsonart International Holding LLC | | | | |
| 808 | | | 4.00%, 10/31/2019 ☼ | | | 811 | |
| | | | | | | 2,319 | |
| | | | Health Care and Social Assistance - 1.9% | | | | |
| | | | Alkermes, Inc. | | | | |
| 443 | | | 3.50%, 09/25/2019 | | | 443 | |
| | | | American Renal Holdings, Inc. | | | | |
| 520 | | | 8.50%, 02/14/2020 | | | 524 | |
| | | | Aptalis Pharma, Inc. | | | | |
| 2,228 | | | 5.50%, 02/10/2017 | | | 2,248 | |
| | | | Bausch & Lomb, Inc. | | | | |
| 908 | | | 5.25%, 05/17/2019 | | | 918 | |
| | | | Catalent Pharma Solutions, Inc. | | | | |
| 260 | | | 12/31/2017 ◊☼ | | | 263 | |
| 302 | | | 4.25%, 09/15/2017 | | | 305 | |
| | | | Convatec, Inc. | | | | |
| 180 | | | 5.00%, 12/22/2016 | | | 183 | |
| | | | DaVita, Inc. | | | | |
| 434 | | | 4.00%, 11/01/2019 | | | 438 | |
| | | | HCA, Inc., Tranche B-3 Term Loan | | | | |
| 1,000 | | | 2.95%, 05/01/2018 | | | 1,000 | |
| | | | Health Management Associates, Inc. | | | | |
| 975 | | | 3.50%, 11/16/2018 | | | 983 | |
| | | | Hologic, Inc. | | | | |
| 243 | | | 4.50%, 08/01/2019 | | | 246 | |
| | | | IMS Health, Inc. | | | | |
| 390 | | | 3.75%, 09/01/2017 | | | 394 | |
| | | | Jazz Pharmaceuticals, Inc. | | | | |
| 284 | | | 5.25%, 06/12/2018 | | | 288 | |
| | | | Kinetic Concepts, Inc. | | | | |
| 483 | | | 5.50%, 05/04/2018 | | | 490 | |
| | | | MultiPlan, Inc. | | | | |
| 863 | | | 4.00%, 08/26/2017 | | | 871 | |
| | | | Par Pharmeceutical Cos., Inc. | | | | |
| 423 | | | 4.25%, 09/30/2019 | | | 427 | |
| | | | Sheridan Healthcare, Inc. | | | | |
| 591 | | | 4.50%, 06/29/2018 | | | 598 | |
| | | | Sheridan Holdings, Inc. | | | | |
| 286 | | | 9.00%, 07/01/2019 | | | 291 | |
| | | | Truven Health Analytics, Inc. | | | | |
| 278 | | | 4.50%, 06/06/2019 | | | 281 | |
| | | | US Renal Care, Inc. | | | | |
| 918 | | | 6.25%, 07/03/2019 | | | 932 | |
| 616 | | | 10.25%, 01/03/2020 | | | 628 | |
| | | | Warner Chilcott Corp., Term Loan B-1 | | | | |
| 159 | | | 4.25%, 03/15/2018 | | | 161 | |
| | | | Warner Chilcott Corp., Term Loan B-2 | | | | |
| 56 | | | 4.25%, 03/15/2018 | | | 57 | |
| | | | Warner Chilcott Corp., Term Loan B-3 | | | | |
| 125 | | | 4.25%, 03/15/2018 | | | 127 | |
| | | | Warner Chilcott plc | | | | |
| 69 | | | 4.25%, 03/15/2018 | | | 70 | |
| | | | | | | 13,166 | |
| | | | Information - 4.1% | | | | |
| | | | Alcatel-Lucent | | | | |
| 100 | | | 6.25%, 06/29/2016 | | | 101 | |
| 100 | | | 7.25%, 01/30/2019 | | | 102 | |
| | | | Charter Communications Operating LLC | | | | |
| 510 | | | 04/10/2020 ◊☼ | | | 509 | |
| 941 | | | 4.00%, 05/15/2019 | | | 944 | |
| | | | Crown Castle International Corp. | | | | |
| 445 | | | 3.25%, 01/31/2019 | | | 448 | |
| | | | Decision Insight Information Group I, Inc. | | | | |
| 1,718 | | | 7.00%, 01/04/2017 | | | 1,736 | |
| | | | Emdeon, Inc. | | | | |
| 115 | | | 3.75%, 11/02/2018 ☼ | | | 116 | |
| 247 | | | 3.75%, 11/02/2018 | | | 250 | |
| | | | Epicor Software Corp. | | | | |
| 742 | | | 4.50%, 05/16/2018 | | | 754 | |
| | | | First Data Corp. | | | | |
| 623 | | | 4.20%, 03/24/2017 - 09/30/2018 | | | 621 | |
| | | | First Data Corp., Extended 1st Lien Term Loan | | | | |
| 2,000 | | | 4.20%, 03/23/2018 | | | 1,992 | |
| | | | Integra Telecom, Inc. | | | | |
| 245 | | | 6.00%, 02/22/2019 | | | 250 | |
| | | | Intelsat Jackson Holdings S.A. | | | | |
| 1,241 | | | 4.50%, 04/02/2018 | | | 1,256 | |
| | | | Kronos, Inc. | | | | |
| 2,374 | | | 4.50%, 10/30/2019 | | | 2,403 | |
| 670 | | | 9.75%, 04/30/2020 | | | 707 | |
| | | | Lawson Software, Inc. | | | | |
| 993 | | | 5.25%, 04/05/2018 | | | 1,008 | |
| | | | Leap Wireless International, Inc. | | | | |
| 515 | | | 4.75%, 03/01/2020 | | | 517 | |
| | | | Level 3 Financing, Inc. | | | | |
| 960 | | | 5.25%, 08/01/2019 | | | 972 | |
| | | | MetroPCS Wireless, Inc., Term Loan B3 | | | | |
| 792 | | | 4.88%, 03/17/2018 | | | 792 | |
| | | | MISYS plc | | | | |
| 896 | | | 7.25%, 12/12/2018 | | | 910 | |
| | | | MModal, Inc. | | | | |
| 746 | | | 6.75%, 08/16/2019 | | | 729 | |
| | | | Nine Entertainment Group Ltd | | | | |
| 410 | | | 3.50%, 02/05/2020 | | | 411 | |
| | | | Northland Cable Television, Inc. | | | | |
| 1,913 | | | 7.75%, 12/30/2016 | | | 1,865 | |
| | | | Novell, Inc. | | | | |
| 555 | | | 7.25%, 11/22/2017 | | | 561 | |
| | | | RedPrairie Corp. | | | | |
| 324 | | | 6.75%, 12/21/2018 | | | 331 | |
The accompanying notes are an integral part of these financial statements.
Shares or Principal Amount ╬ | | Market Value ╪ | |
SENIOR FLOATING RATE INTERESTS ♦ - 19.3% - (continued) | | | | |
| | | | Information - 4.1% - (continued) | | | | |
| | | | Sorenson Communications, Inc. | | | | |
$ | 1,010 | | | 9.50%, 10/31/2014 | | $ | 1,026 | |
| | | | Syniverse Holdings, Inc. | | | | |
| 913 | | | 5.00%, 04/23/2019 | | | 920 | |
| | | | UPC Financing Partnership | | | | |
| 355 | | | 4.00%, 01/31/2021 | | | 359 | |
| | | | Virgin Media Finance plc | | | | |
| 3,275 | | | 02/15/2020 ◊☼ | | | 3,276 | |
| | | | Warner Music Group Corp. | | | | |
| 514 | | | 5.25%, 11/01/2018 | | | 520 | |
| | | | Web.com Group, Inc. | | | | |
| 1,226 | | | 4.50%, 10/27/2017 | | | 1,236 | |
| | | | West Corp. | | | | |
| 853 | | | 4.25%, 06/30/2018 | | | 866 | |
| | | | WideOpenWest Finance LLC | | | | |
| 263 | | | 4.75%, 03/26/2019 | | | 266 | |
| | | | | | | 28,754 | |
| | | | Media - 0.4% | | | | |
| | | | Gray Television, Inc. | | | | |
| 323 | | | 4.75%, 10/12/2019 | | | 328 | |
| | | | Primedia, Inc. | | | | |
| 1,965 | | | 7.50%, 01/13/2018 | | | 1,955 | |
| | | | Univision Communications, Inc. | | | | |
| 640 | | | 4.75%, 03/01/2020 | | | 645 | |
| | | | | | | 2,928 | |
| | | | Mining - 0.6% | | | | |
| | | | American Rock Salt Co. LLC | | | | |
| 545 | | | 5.50%, 04/25/2017 | | | 546 | |
| | | | Arch Coal, Inc. | | | | |
| 2,027 | | | 5.75%, 05/16/2018 | | | 2,053 | |
| | | | Fortescue Metals Group Ltd. | | | | |
| 1,547 | | | 5.25%, 10/18/2017 | | | 1,574 | |
| | | | | | | 4,173 | |
| | | | Miscellaneous Manufacturing - 0.6% | | | | |
| | | | DigitalGlobe, Inc. | | | | |
| 340 | | | 3.75%, 01/31/2020 | | | 343 | |
| | | | Hamilton Sundstrand Corp. | | | | |
| 499 | | | 4.00%, 12/13/2019 | | | 502 | |
| | | | Reynolds Group Holdings, Inc. | | | | |
| 1,692 | | | 4.75%, 09/28/2018 | | | 1,718 | |
| | | | Sequa Automotive Group | | | | |
| 499 | | | 6.25%, 11/15/2018 | | | 504 | |
| | | | Sequa Corp. | | | | |
| 261 | | | 5.25%, 06/19/2017 | | | 265 | |
| | | | TransDigm Group, Inc. | | | | |
| 495 | | | 3.75%, 02/28/2020 | | | 502 | |
| | | | | | | 3,834 | |
| | | | Motor Vehicle and Parts Manufacturing - 0.3% | | | | |
| | | | Allison Transmission, Inc. | | | | |
| 541 | | | 4.25%, 08/23/2019 | | | 548 | |
| | | | Federal Mogul Corp., Tranche B Term Loan | | | | |
| 459 | | | 2.14%, 12/29/2014 | | | 435 | |
| | | | Federal Mogul Corp., Tranche C Term Loan | | | | |
| 234 | | | 2.14%, 12/28/2015 | | | 222 | |
| | | | Navistar, Inc. | | | | |
| 206 | | | 5.75%, 08/17/2017 | | | 210 | |
| | | | SRAM LLC | | | | |
| 671 | | | 4.00%, 06/07/2018 | | | 676 | |
| | | | Tower International, Inc. | | | | |
| 190 | | | 04/16/2020 ◊☼ | | | 192 | |
| | | | | | | 2,283 | |
| | | | Other Services - 0.1% | | | | |
| | | | Alliance Laundry Systems LLC | | | | |
| 517 | | | 4.50%, 12/10/2018 | | | 522 | |
| | | | | | | | |
| | | | Petroleum and Coal Products Manufacturing - 0.2% | | | | |
| | | | Dynegy Midwest Generation LLC | | | | |
| 106 | | | 08/05/2016 ◊ | | | 106 | |
| | | | Dynegy Power LLC | | | | |
| 212 | | | 04/16/2020 ◊☼ | | | 212 | |
| | | | Dynegy, Inc. | | | | |
| 133 | | | 04/15/2020 ◊☼ | | | 133 | |
| | | | Plains Exploration & Production Co. | | | | |
| 375 | | | 4.00%, 11/30/2019 | | | 375 | |
| | | | Samson Investment Co. | | | | |
| 410 | | | 6.00%, 09/25/2018 | | | 415 | |
| | | | | | | 1,241 | |
| | | | Pipeline Transportation - 0.3% | | | | |
| | | | EP Energy LLC | | | | |
| 1,135 | | | 4.50%, 04/30/2019 | | | 1,148 | |
| 670 | | | 5.00%, 05/24/2018 | | | 673 | |
| | | | NGPL Pipeco LLC | | | | |
| 583 | | | 6.75%, 09/15/2017 | | | 591 | |
| | | | | | | 2,412 | |
| | | | Plastics and Rubber Products Manufacturing - 0.4% | | | | |
| | | | Berry Plastics Holding Corp. | | | | |
| 495 | | | 2.20%, 04/03/2015 | | | 497 | |
| | | | Consolidated Container Co. | | | | |
| 960 | | | 5.00%, 07/03/2019 | | | 973 | |
| | | | Goodyear (The) Tire & Rubber Co. | | | | |
| 900 | | | 4.75%, 04/30/2019 | | | 907 | |
| | | | Tricorbraun, Inc. | | | | |
| 382 | | | 5.50%, 05/03/2018 | | | 383 | |
| | | | | | | 2,760 | |
| | | | Primary Metal Manufacturing - 0.3% | | | | |
| | | | Novelis, Inc. | | | | |
| 1,194 | | | 3.75%, 03/10/2017 | | | 1,213 | |
| | | | WireCo WorldGroup, Inc. | | | | |
| 567 | | | 6.00%, 02/15/2017 | | | 574 | |
| | | | | | | 1,787 | |
| | | | Professional, Scientific and Technical Services - 0.6% | | | | |
| | | | Advantage Sales & Marketing, Inc. | | | | |
| 1,226 | | | 8.25%, 06/17/2018 | | | 1,229 | |
| | | | AlixPartners LLP | | | | |
| 591 | | | 4.50%, 06/30/2019 | | | 597 | |
| 236 | | | 10.75%, 12/27/2019 | | | 242 | |
| | | | Getty Images, Inc. | | | | |
| 539 | | | 4.75%, 10/18/2019 | | | 546 | |
| | | | Paradigm Ltd., Term Loan B1 | | | | |
| 647 | | | 4.75%, 07/30/2019 | | | 653 | |
| | | | Paradigm Ltd., Term Loan B2 | | | | |
| 270 | | | 10.50%, 07/30/2020 | | | 274 | |
| | | | SunGard Data Systems, Inc. | | | | |
| 160 | | | 4.50%, 01/31/2020 | | | 161 | |
The accompanying notes are an integral part of these financial statements.
The Hartford Strategic Income Fund |
Schedule of Investments – (continued) |
April 30, 2013 (Unaudited) |
(000’s Omitted) |
Shares or Principal Amount ╬ | | Market Value ╪ | |
SENIOR FLOATING RATE INTERESTS ♦ - 19.3% - (continued) | | | | |
| | | | Professional, Scientific and Technical Services - 0.6% - (continued) | | | | |
| | | | Visant Corp. | | | | |
$ | 486 | | | 5.25%, 12/22/2016 | | $ | 472 | |
| | | | | | | 4,174 | |
| | | | Real Estate, Rental and Leasing - 0.4% | | | | |
| | | | Avis Budget Car Rental LLC | | | | |
| 499 | | | 3.75%, 03/15/2019 | | | 505 | |
| | | | Delos Aircraft, Inc. | | | | |
| 240 | | | 4.75%, 04/12/2016 | | | 241 | |
| | | | Fly Leasing Ltd. | | | | |
| 858 | | | 5.75%, 08/08/2018 | | | 869 | |
| | | | Realogy Corp. | | | | |
| 156 | | | 3.20%, 10/05/2013 | | | 156 | |
| | | | Realogy Corp., Extended 1st Lien Term Loan B | | | | |
| 742 | | | 4.01%, 03/05/2020 | | | 750 | |
| | | | Realogy Corp., Extended Credit Linked Deposit | | | | |
| 48 | | | 4.49%, 10/10/2016 | | | 49 | |
| | | | | | | 2,570 | |
| | | | Retail Trade - 1.5% | | | | |
| | | | American Builders & Contractors Supply Co. | | | | |
| 180 | | | 3.50%, 04/05/2020 | | | 181 | |
| | | | August LUXUK Holding Co. | | | | |
| 129 | | | 6.25%, 04/27/2018 | | | 130 | |
| 113 | | | 10.50%, 04/26/2019 | | | 114 | |
| | | | August U.S. Holding Co., Inc. | | | | |
| 100 | | | 6.25%, 04/27/2018 | | | 100 | |
| 87 | | | 10.50%, 04/26/2019 | | | 88 | |
| | | | BJ's Wholesale Club, Inc. | | | | |
| 648 | | | 4.25%, 09/26/2019 | | | 653 | |
| | | | EB Sports Corp. | | | | |
| 3,845 | | | 11.50%, 12/31/2015 Þ | | | 3,806 | |
| | | | FleetPride, Inc. | | | | |
| 798 | | | 5.25%, 11/19/2019 | | | 794 | |
| | | | Michaels Stores, Inc. | | | | |
| 525 | | | 3.75%, 01/28/2020 | | | 530 | |
| | | | Neiman (The) Marcus Group, Inc. | | | | |
| 1,065 | | | 4.00%, 05/16/2018 | | | 1,073 | |
| | | | Party City Holdings, Inc. | | | | |
| 547 | | | 4.25%, 07/27/2019 | | | 551 | |
| | | | Rite Aid Corp. | | | | |
| 290 | | | 4.00%, 02/21/2020 | | | 293 | |
| 325 | | | 5.75%, 08/21/2020 | | | 337 | |
| | | | Sports (The) Authority, Inc. | | | | |
| 825 | | | 7.50%, 11/16/2017 | | | 829 | |
| | | | Sprouts Farmers Markets Holdings LLC | | | | |
| 315 | | | 04/12/2020 ◊☼ | | | 316 | |
| | | | Supervalu, Inc. | | | | |
| 435 | | | 6.25%, 03/21/2019 | | | 442 | |
| | | | | | | 10,237 | |
| | | | Truck Transportation - 0.2% | | | | |
| | | | Nexeo Solutions LLC | | | | |
| 1,060 | | | 5.00%, 09/09/2017 | | | 1,065 | |
| | | | Swift Transportation Co., Inc. | | | | |
| 637 | | | 4.00%, 12/21/2017 | | | 647 | |
| | | | | | | 1,712 | |
| | | | Utilities - 0.4% | | | | |
| | | | Calpine Corp. | | | | |
| 608 | | | 4.00%, 10/09/2019 | | | 615 | |
| | | | Energy Transfer Equity L.P. | | | | |
| 450 | | | 3.75%, 03/24/2017 | | | 452 | |
| | | | LSP Madison Funding LLC | | | | |
| 335 | | | 5.50%, 06/28/2019 | | | 339 | |
| | | | Star West Generation LLC | | | | |
| 540 | | | 5.00%, 03/13/2020 | | | 550 | |
| | | | Texas Competitive Electric Holdings Co. LLC | | | | |
| 900 | | | 4.73%, 10/10/2017 | | | 662 | |
| | | | TPF Generation Holdings LLC, Second Lien Term Loan | | | | |
| 146 | | | 4.45%, 12/21/2014 | | | 146 | |
| | | | | | | 2,764 | |
| | | | Total senior floating rate interests | | | | |
| | | | (cost $131,809) | | $ | 134,099 | |
| | | | | | | | |
U.S. GOVERNMENT AGENCIES - 13.4% | | | | |
| | | | FHLMC - 3.8% | | | | |
$ | 9,004 | | | 2.23%, 08/25/2018 ► | | $ | 827 | |
| 2,051 | | | 2.50%, 08/25/2020 ► | | | 165 | |
| 6,334 | | | 2.53%, 10/25/2020 ► | | | 123 | |
| 5,000 | | | 3.50%, 05/15/2043 ☼ | | | 5,315 | |
| 7,900 | | | 4.00%, 05/15/2043 ☼ | | | 8,434 | |
| 3,500 | | | 4.50%, 05/15/2043 ☼ | | | 3,748 | |
| 2,401 | | | 4.77%, 05/15/2037 ► | | | 416 | |
| 2,200 | | | 5.00%, 05/15/2043 ☼ | | | 2,361 | |
| 4,152 | | | 5.50%, 10/01/2036 - 12/01/2038 ╦ | | | 4,484 | |
| 1,613 | | | 7.23%, 12/15/2036 ► | | | 255 | |
| | | | | | | 26,128 | |
| | | | FNMA - 2.7% | | | | |
| 765 | | | 2.14%, 11/01/2022 ╦ | | | 771 | |
| 545 | | | 2.15%, 10/01/2022 ╦ | | | 551 | |
| 268 | | | 2.20%, 12/01/2022 | | | 271 | |
| 154 | | | 2.28%, 11/01/2022 ‡ | | | 157 | |
| 129 | | | 2.34%, 11/01/2022 | | | 132 | |
| 116 | | | 2.40%, 10/01/2022 ╦ | | | 119 | |
| 104 | | | 2.42%, 11/01/2022 | | | 107 | |
| 104 | | | 2.47%, 11/01/2022 ‡ | | | 108 | |
| 2,000 | | | 2.50%, 05/12/2028 ☼ | | | 2,091 | |
| 747 | | | 2.72%, 06/25/2042 ► | | | 123 | |
| 2,300 | | | 3.50%, 05/15/2028 - 05/15/2043 ☼ | | | 2,447 | |
| 2,635 | | | 4.00%, 05/15/2028 - 01/01/2042 ╦☼ | | | 2,817 | |
| 3,013 | | | 5.00%, 08/01/2037 ╦ | | | 3,280 | |
| 3,357 | | | 5.50%, 04/01/2038 - 05/15/2043 ╦ | | | 3,688 | |
| 2,483 | | | 5.69%, 09/25/2040 ► | | | 419 | |
| 1,247 | | | 6.00%, 09/01/2039 - 05/15/2043 ╦☼ | | | 1,363 | |
| 2,368 | | | 9.81%, 10/25/2036 ► | | | 416 | |
| | | | | | | 18,860 | |
| | | | GNMA - 6.9% | | | | |
| 8,500 | | | 3.00%, 05/15/2043 ☼ | | | 9,045 | |
| 16,200 | | | 3.50%, 05/15/2043 ☼ | | | 17,636 | |
| 3,032 | | | 4.00%, 10/20/2040 - 05/15/2043 ☼ | | | 3,323 | |
| 8,569 | | | 4.50%, 09/15/2033 - 05/15/2043 ☼ | | | 9,450 | |
| 2,500 | | | 5.00%, 05/15/2043 ☼ | | | 2,732 | |
The accompanying notes are an integral part of these financial statements.
Shares or Principal Amount ╬ | | | Market Value ╪ | |
U.S. GOVERNMENT AGENCIES - 13.4% - (continued) | | | | |
| | | | GNMA - 6.9% - (continued) | | | | |
$ | 5,193 | | | 6.00%, 03/15/2032 - 04/15/2043 | | $ | 5,882 | |
| | | | | | | 48,068 | |
| | | | Total U.S. government agencies | | | | |
| | | | (cost $92,535) | | $ | 93,056 | |
| | | | | | | | |
U.S. GOVERNMENT SECURITIES - 4.1% | | | | |
U.S. Treasury Securities - 4.1% | |
| | | | U.S. Treasury Bonds - 0.5% | | | | |
$ | 170 | | | 3.13%, 02/15/2043 ‡ | | $ | 178 | |
| 2,295 | | | 5.38%, 02/15/2031 ‡ | | | 3,280 | |
| | | | | | | 3,458 | |
| | | | U.S. Treasury Notes - 3.6% | | | | |
| 650 | | | 0.38%, 04/15/2015 □ | | | 652 | |
| 13,949 | | | 0.88%, 12/31/2016 - 01/31/2018 □‡Θ | | | 14,129 | |
| 760 | | | 1.00%, 08/31/2016 ‡ | | | 776 | |
| 7,715 | | | 1.88%, 09/30/2017 ‡ | | | 8,158 | |
| 1,010 | | | 2.13%, 08/15/2021 □ | | | 1,069 | |
| | | | | | | 24,784 | |
| | | | | | | 28,242 | |
| | | | Total U.S. government securities | | | | |
| | | | (cost $27,867) | | $ | 28,242 | |
Contracts | | Market Value ╪ | |
CALL OPTIONS PURCHASED - 0.0% | | | | |
Foreign Exchange Contracts - 0.0% | | |
| | | | USD Call/CNY Put | | | | |
| 1,452 | | | Expiration: 06/26/2013 | | $ | — | |
| | | | | | | | |
Interest Rate Contracts - 0.0% | | |
| | | | U.S. Treasury 30-Year Bond Future Option | | | | |
| — | | | Expiration: 05/28/2013, Exercise Price: $150.00 | | | 8 | |
| | | | | | | | |
| | | | Total call options purchased | | | | |
| | | | (cost $19) | | $ | 8 | |
Contracts | | Market Value ╪ | |
PUT OPTIONS PURCHASED - 0.0% | | | | |
Foreign Exchange Contracts - 0.0% | | |
| | | | AUD Put/USD Call | | | | |
AUD | 427 | | | Expiration: 05/09/2013 | | $ | — | |
| | | | EUR Put/USD Call | | | | |
EUR | 242 | | | Expiration: 08/01/2013 | | | 5 | |
| | | | GBP Put/USD Call | | | | |
GBP | 11 | | | Expiration: 09/17/2013æ | | | 1 | |
GBP | 11 | | | Expiration: 09/24/2013Ð | | | 1 | |
| | | | | | | 7 | |
| | | | Total put options purchased | | | | |
| | | | (cost $13) | | $ | 7 | |
| | | | | | | | |
COMMON STOCKS - 0.0% | | | | |
| | | | Energy - 0.0% | | | | |
| 83,644 | | | KCA Deutag ⌂●† | | $ | 395 | |
| | | | | | | | |
| | | | Materials - 0.0% | | | | |
| — | | | LyondellBasell Industries Class A | | | 2 | |
| | | | | | | | |
| | | | Total common stocks | | | | |
| | | | (cost $1,135) | | $ | 397 | |
| | | | | | | | |
PREFERRED STOCKS - 0.2% | | | | |
| | | | Diversified Financials - 0.2% | | | | |
| 12 | | | Citigroup Capital XIII | | $ | 330 | |
| 10 | | | GMAC Capital Trust I ۞ | | | 274 | |
| | | | | | | 604 | |
| | | | Telecommunication Services - 0.0% | | | | |
| 3 | | | Intelsat S.A., 5.75% ۞ | | | 148 | |
| | | | | | | | |
| | | | Total preferred stocks | | | | |
| | | | (cost $710) | | $ | 752 | |
| | | | | | | | |
| | | | Total long-term investments | | | | |
| | | | (cost $720,936) | | $ | 745,358 | |
Shares or Principal Amount ╬ | | | Market Value ╪ | |
SHORT-TERM INVESTMENTS - 2.3% | | | | |
Repurchase Agreements - 2.3% | | |
| | | | Bank of America Merrill Lynch TriParty Repurchase Agreement (maturing on 05/01/2013 in the amount of $628, collateralized by FHLB 1.93%, 2021, FHLMC 0.38%, 2013, FNMA 3.00%, 2028, value of $641) | | | | |
$ | 628 | | | 0.17%, 4/30/2013 | | $ | 628 | |
| | | | Bank of Montreal TriParty Repurchase Agreement (maturing on 05/01/2013 in the amount of $1,713, collateralized by FHLMC 3.50%, 2042, FNMA 0.80% - 2.13%, 2015 - 2018, U.S. Treasury Bond 11.25%, 2015, U.S. Treasury Note 0.75%, 2013, value of $1,747) | | | | |
| 1,713 | | | 0.15%, 4/30/2013 | | | 1,713 | |
| | | | Barclays Capital TriParty Repurchase Agreement (maturing on 05/01/2013 in the amount of $3,298, collateralized by U.S. Treasury Note 0.88% - 3.13%, 2017 - 2021, value of $3,364) | | | | |
| 3,298 | | | 0.15%, 4/30/2013 | | | 3,298 | |
| | | | Citigroup Global Markets, Inc. TriParty Repurchase Agreement (maturing on 05/01/2013 in the amount of $4,581, collateralized by U.S. Treasury Note 0.75% - 2.13%, 2015 - 2019, value of $4,673) | | | | |
| 4,581 | | | 0.14%, 4/30/2013 | | | 4,581 | |
| | | | Deutsche Bank Securities TriParty Repurchase Agreement (maturing on 05/01/2013 in the amount of $824, collateralized by FHLMC 3.00% - 5.50%, 2037 - 2043, FNMA 3.00%, 2043, value of $840) | | | | |
| 824 | | | 0.17%, 4/30/2013 | | | 824 | |
The accompanying notes are an integral part of these financial statements.
The Hartford Strategic Income Fund |
Schedule of Investments – (continued) |
April 30, 2013 (Unaudited) |
(000’s Omitted) |
Shares or Principal Amount ╬ | | | | | | Market Value ╪ | |
SHORT-TERM INVESTMENTS - 2.3% - (continued) | | | | | | | | |
Repurchase Agreements - 2.3% - (continued) | | | | | | |
| | | | RBS Securities, Inc. TriParty Repurchase Agreement (maturing on 05/01/2013 in the amount of $2,791, collateralized by U.S. Treasury Note 1.00% - 2.25%, 2016 - 2022, value of $2,847) | | | | | | | | |
$ | 2,791 | | | 0.14%, 4/30/2013 | | | | | | $ | 2,791 | |
| | | | TD Securities TriParty Repurchase Agreement (maturing on 05/01/2013 in the amount of $1,963, collateralized by U.S. Treasury Note 0.25% - 1.88%, 2014 - 2019, value of $2,002) | | | | | | | | |
| 1,963 | | | 0.17%, 4/30/2013 | | | | | | | 1,963 | |
| | | | UBS Securities, Inc. Repurchase Agreement (maturing on 05/01/2013 in the amount of $35, collateralized by U.S. Treasury Note 3.88%, 2018, value of $36) | | | | | | | | |
| 35 | | | 0.13%, 4/30/2013 | | | | | | | 35 | |
| | | | | | | | | | | 15,833 | |
| | | | Total short-term investments | | | | | | | | |
| | | | (cost $15,833) | | | | | | $ | 15,833 | |
| | | | | | | | | | | | |
| | | | Total investments | | | | | | | | |
| | | | (cost $736,769) ▲ | | | 109.7 | % | | $ | 761,191 | |
| | | | Other assets and liabilities | | | (9.7 | )% | | | (67,341 | ) |
| | | | Total net assets | | | 100.0 | % | | $ | 693,850 | |
| Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
| ▲ | At April 30, 2013, the cost of securities for federal income tax purposes was $737,674 and the aggregate gross unrealized appreciation and depreciation based on that cost were: |
Unrealized Appreciation | | $ | 30,284 | |
Unrealized Depreciation | | | (6,767 | ) |
Net Unrealized Appreciation | | $ | 23,517 | |
| † | These securities are 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 April 30, 2013, the aggregate value of these securities was $395, which represents 0.1% of total net assets. |
| ‡ | This security, or a portion of this security, has been segregated to cover funding requirements on investment transactions settling in the future. |
| ╦ | This security, or a portion of this security, has been pledged as collateral in connection with swap contracts. The Fund has also pledged $3,405 of cash as collateral in connection with swap contracts. In addition, cash of $9,240 was received from broker(s) as collateral in connection with swap contracts. Securities valued at $8,201, held on behalf of the Fund at the custody bank, were designated by broker(s) as collateral in connection with swap contracts. |
| Δ | Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2013. |
| Þ | This security may pay interest in additional principal instead of cash. |
| ■ | Securities issued within terms of a private placement memorandum, exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2013, the aggregate value of these securities was $72,017, which represents 10.4% of total net assets. |
The accompanying notes are an integral part of these financial statements.
| § | These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2013, the aggregate value of these securities was $46,796, which represents 6.7% 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 and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time. |
Period Acquired | | Shares/ Par | | | Security | | Cost Basis | |
03/2011 | | | 83,644 | | | KCA Deutag | | $ | 1,134 | |
At April 30, 2013, the aggregate value of these securities was $395, which represents 0.1% of total net assets.
| ► | Securities disclosed are interest-only strips. The interest rates represent effective yields based upon estimated future cash flows at April 30, 2013. |
| ○ | The interest rate disclosed for these securities represents the effective yield on the date of the acquisition. |
| ☼ | This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $69,661 at April 30, 2013. |
| Б | This security, or a portion of this security, has unfunded loan commitments. As of April 30, 2013, the aggregate value of the unfunded commitment was $3,852 , which represents 0.6% of total net assets. |
| ◊ | All or a portion of this position represents unsettled loan commitment. The coupon rate will be determined at time of settlement. |
| æ | This security has limitations. If the U.S. Dollar per British Pound exchange rate is less than or equal to the barrier level of 1.39 at any point during the contract period, the counterparty will be required to pay the Fund the equivalent of par on the number of contracts traded. |
| Ð | This security has limitations. If the U.S. Dollar per British Pound exchange rate is less than or equal to the barrier level of 1.41 at any point during the contract period, the counterparty will be required to pay the Fund the equivalent of par on the number of contracts traded. |
| ♦ | Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. These base lending rates are generally (i) the lending rate offered by one or more major European banks, such as the LIBOR, (ii) the prime rate offered by one or more major United States Banks, or (iii) the bank's certificate of deposit rate. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the average coupon as of April 30, 2013. |
| ╬ | All principal or contract amounts are in U.S. dollars unless otherwise indicated. |
The accompanying notes are an integral part of these financial statements.
The Hartford Strategic Income Fund |
Schedule of Investments – (continued) |
April 30, 2013 (Unaudited) |
(000’s Omitted) |
| □ | This security, or a portion of this security, is pledged as initial margin deposit and collateral for daily variation margin loss on open futures contracts held at April 30, 2013 as listed in the table below: |
Description | | Number of Contracts* | | | Expiration Date | | Notional Amount | | | Market Value ╪ | | | Unrealized Appreciation/ (Depreciation) | |
Long position contracts: | | | | | | | | | | | | | | | | | | |
Australian 10-Year Bond Future | | | 23 | | | 06/17/2013 | | $ | 2,928 | | | $ | 2,979 | | | $ | 51 | |
Australian 3-Year Bond Future | | | 25 | | | 06/17/2013 | | | 2,822 | | | | 2,848 | | | | 26 | |
Canadian Government 10-Year Bond Future | | | 14 | | | 06/19/2013 | | | 1,842 | | | | 1,900 | | | | 58 | |
Euro-BOBL Future | | | 4 | | | 06/06/2013 | | | 668 | | | | 668 | | | | – | |
Euro-BTP Future | | | 18 | | | 06/06/2013 | | | 2,610 | | | | 2,749 | | | | 139 | |
Euro-BUND Future | | | 3 | | | 06/06/2013 | | | 579 | | | | 579 | | | | – | |
Euro-OAT Future | | | 14 | | | 06/06/2013 | | | 2,544 | | | | 2,577 | | | | 33 | |
Euro-Schatz Future | | | 26 | | | 06/06/2013 | | | 3,791 | | | | 3,792 | | | | 1 | |
U.S. Treasury 2-Year Note Future | | | 202 | | | 06/28/2013 | | | 44,529 | | | | 44,566 | | | | 37 | |
U.S. Treasury 30-Year Bond Future | | | 136 | | | 06/19/2013 | | | 20,059 | | | | 20,179 | | | | 120 | |
U.S. Treasury 5-Year Note Future | | | 751 | | | 06/28/2013 | | | 93,149 | | | | 93,605 | | | | 456 | |
U.S. Treasury CME Ultra Long Term Bond Future | | | 37 | | | 06/19/2013 | | | 6,083 | | | | 6,081 | | | | (2 | ) |
| | | | | | | | | | | | | | | | $ | 919 | |
Short position contracts: | | | | | | | | | | | | | | | | | | |
Euro BUXL 30-Year Bond Future | | | 7 | | | 06/06/2013 | | $ | 1,260 | | | $ | 1,278 | | | $ | (18 | ) |
Japan 10-Year Bond Future | | | 21 | | | 06/11/2013 | | | 31,172 | | | | 31,134 | | | | 38 | |
Japan 10-Year Mini Bond Future | | | 2 | | | 06/10/2013 | | | 297 | | | | 297 | | | | – | |
Long Gilt Future | | | 7 | | | 06/26/2013 | | | 1,302 | | | | 1,305 | | | | (3 | ) |
U.S. Treasury 10-Year Note Future | | | 711 | | | 06/19/2013 | | | 94,849 | | | | 94,818 | | | | 31 | |
| | | | | | | | | | | | | | | | $ | 48 | |
| | | | | | | | | | | | | | | | $ | 967 | |
* The number of contracts does not omit 000's.
| Θ | At April 30, 2013, this security, or a portion of this security, is designated to cover written call options in the table below: |
Description (Counterparty) | | Option Type | | Exercise Price/ Rate | | | Expiration Date | | Number of Contracts* | | | Market Value ╪ | | | Premiums Received | | | Unrealized Appreciation (Depreciation) | |
USD Call/CNY Put (SCB) | | Foreign Exchange | | | 6.78 CNY | | | 06/26/2013 | | CNY | 1,452,000 | | | $ | – | | | $ | 5 | | | $ | 5 | |
* The number of contracts does not omit 000's. Number of contracts shown in U.S. dollars unless otherwise noted.
Securities Sold Short Outstanding at April 30, 2013
Description | | Principal Amount | | | Maturity Date | | Market Value ╪ | | | Unrealized Appreciation/ Depreciation | |
FHLMC TBA, 5.50% | | $ | 2,800 | | | 05/15/2043 | | $ | 3,023 | | | $ | 12 | |
FNMA TBA, 3.00% | | | 29,000 | | | 05/15/2043 | | | 30,332 | | | | (152 | ) |
FNMA TBA, 4.00% | | | 24,300 | | | 05/15/2043 | | | 26,008 | | | | (21 | ) |
FNMA TBA, 5.50% | | | 2,300 | | | 05/15/2043 | | | 2,501 | | | | 5 | |
GNMA TBA, 3.00% | | | 4,400 | | | 05/15/2042 | | | 4,676 | | | | (46 | ) |
| | | | | | | | $ | 66,540 | | | $ | (202 | ) |
At April 30, 2013, the aggregate value of these securities represents 9.6% of total net assets.
The accompanying notes are an integral part of these financial statements.
Credit Default Swap Contracts Outstanding at April 30, 2013
Reference Entity | | Counterparty | | Notional Amount (a) | | | (Pay)/Receive Fixed Rate / Implied Credit Spread (b) | | | Expiration Date | | Upfront Premiums Paid/ (Received) | | | Market Value ╪ | | | Unrealized Appreciation/ (Depreciation) | |
Credit default swaps on traded indices: |
Buy protection: | | | | | | | | | | | | | | | | | | | | | | | | |
ABX.HE.AA.06 | | BCLY | | $ | 430 | | | | (0.32 | )% | | 07/25/45 | | $ | 243 | | | $ | 112 | | | $ | (131 | ) |
ABX.HE.AAA.06 | | BCLY | | | 2,199 | | | | (0.18 | )% | | 07/25/45 | | | 223 | | | | 35 | | | | (188 | ) |
ABX.HE.AAA.06 | | GSC | | | 5,845 | | | | (0.18 | )% | | 07/25/45 | | | 524 | | | | 94 | | | | (430 | ) |
ABX.HE.AAA.06 | | MSC | | | 2,509 | | | | (0.18 | )% | | 07/25/45 | | | 262 | | | | 40 | | | | (222 | ) |
ABX.HE.AAA.06-1 | | MSC | | | 1,261 | | | | (0.18 | )% | | 07/25/45 | | | 25 | | | | 20 | | | | (5 | ) |
ABX.HE.PENAAA.06 | | BOA | | | 348 | | | | (0.11 | )% | | 05/25/46 | | | 79 | | | | 59 | | | | (20 | ) |
ABX.HE.PENAAA.06 | | CSI | | | 1,738 | | | | (0.11 | )% | | 05/25/46 | | | 523 | | | | 293 | | | | (230 | ) |
ABX.HE.PENAAA.06 | | JPM | | | 17 | | | | (0.11 | )% | | 05/25/46 | | | 5 | | | | 3 | | | | (2 | ) |
ABX.HE.PENAAA.06-2 | | JPM | | | 313 | | | | (0.11 | )% | | 05/25/46 | | | 56 | | | | 53 | | | | (3 | ) |
ABX.HE.PENAAA.07 | | BCLY | | | 1,594 | | | | (0.09 | )% | | 08/25/37 | | | 669 | | | | 524 | | | | (145 | ) |
ABX.HE.PENAAA.07-1 | | JPM | | | 398 | | | | (0.09 | )% | | 08/25/37 | | | 138 | | | | 131 | | | | (7 | ) |
CDX.NA.HY.20 | | BCLY | | | 4,265 | | | | (5.00 | )% | | 06/20/18 | | | (200 | ) | | | (262 | ) | | | (62 | ) |
CDX.NA.HY.20 | | GSC | | | 3,405 | | | | (5.00 | )% | | 06/20/18 | | | (145 | ) | | | (210 | ) | | | (65 | ) |
CDX.NA.HY.20 | | JPM | | | 6,205 | | | | (5.00 | )% | | 06/20/18 | | | (270 | ) | | | (381 | ) | | | (111 | ) |
CDX.NA.HY.20 | | MSC | | | 7,300 | | | | (5.00 | )% | | 06/20/18 | | | (302 | ) | | | (449 | ) | | | (147 | ) |
CMBX.NA.A.1 | | DEUT | | | 1,230 | | | | (0.35 | )% | | 10/12/52 | | | 562 | | | | 467 | | | | (95 | ) |
CMBX.NA.A.1 | | GSC | | | 435 | | | | (0.35 | )% | | 10/12/52 | | | 197 | | | | 166 | | | | (31 | ) |
CMBX.NA.A.1 | | MSC | | | 1,470 | | | | (0.35 | )% | | 10/12/52 | | | 608 | | | | 559 | | | | (49 | ) |
CMBX.NA.AA.1 | | CSI | | | 1,165 | | | | (0.25 | )% | | 10/12/52 | | | 266 | | | | 207 | | | | (59 | ) |
CMBX.NA.AA.1 | | DEUT | | | 1,400 | | | | (0.25 | )% | | 10/12/52 | | | 296 | | | | 249 | | | | (47 | ) |
CMBX.NA.AA.1 | | JPM | | | 2,465 | | | | (0.25 | )% | | 10/12/52 | | | 488 | | | | 439 | | | | (49 | ) |
CMBX.NA.AA.1 | | UBS | | | 3,190 | | | | (0.25 | )% | | 10/12/52 | | | 689 | | | | 567 | | | | (122 | ) |
CMBX.NA.AA.2 | | BOA | | | 1,665 | | | | (0.15 | )% | | 03/15/49 | | | 632 | | | | 554 | | | | (78 | ) |
CMBX.NA.AA.2 | | JPM | | | 1,470 | | | | (0.15 | )% | | 03/15/49 | | | 554 | | | | 490 | | | | (64 | ) |
CMBX.NA.AJ.1 | | DEUT | | | 300 | | | | (0.84 | )% | | 10/12/52 | | | 21 | | | | 17 | | | | (4 | ) |
CMBX.NA.AJ.1 | | JPM | | | 735 | | | | (0.84 | )% | | 10/12/52 | | | 52 | | | | 41 | | | | (11 | ) |
CMBX.NA.AJ.1 | | MSC | | | 535 | | | | (0.84 | )% | | 10/12/52 | | | 37 | | | | 30 | | | | (7 | ) |
CMBX.NA.AJ.4 | | MSC | | | 1,470 | | | | (0.96 | )% | | 02/17/51 | | | 528 | | | | 392 | | | | (136 | ) |
CMBX.NA.AM.2 | | CSI | | | 1,665 | | | | (0.50 | )% | | 03/15/49 | | | 102 | | | | 65 | | | | (37 | ) |
CMBX.NA.AM.2 | | DEUT | | | 1,665 | | | | (0.50 | )% | | 03/15/49 | | | 96 | | | | 65 | | | | (31 | ) |
CMBX.NA.AM.2 | | MSC | | | 2,945 | | | | (0.50 | )% | | 03/15/49 | | | 145 | | | | 115 | | | | (30 | ) |
CMBX.NA.AM.3 | | CSI | | | 1,560 | | | | (0.50 | )% | | 12/13/49 | | | 156 | | | | 112 | | | | (44 | ) |
CMBX.NA.AM.3 | | MSC | | | 1,380 | | | | (0.50 | )% | | 12/13/49 | | | 125 | | | | 99 | | | | (26 | ) |
CMBX.NA.AM.4 | | BCLY | | | 275 | | | | (0.50 | )% | | 02/17/51 | | | 45 | | | | 23 | | | | (22 | ) |
CMBX.NA.AM.4 | | MSC | | | 2,670 | | | | (0.50 | )% | | 02/17/51 | | | 428 | | | | 221 | | | | (207 | ) |
ITRX.EUR.19 | | GSC | | EUR | 28,040 | | | | (1.00 | )% | | 06/20/23 | | | 1,849 | | | | 1,349 | | | | (500 | ) |
ITRX.XOV.19 | | DEUT | | EUR | 815 | | | | (5.00 | )% | | 06/20/18 | | | (28 | ) | | | (48 | ) | | | (20 | ) |
ITRX.XOV.19 | | GSC | | EUR | 1,950 | | | | (5.00 | )% | | 06/20/18 | | | (10 | ) | | | (115 | ) | | | (105 | ) |
ITRX.XOV.19 | | MSC | | EUR | 9,390 | | | | (5.00 | )% | | 06/20/18 | | | (219 | ) | | | (554 | ) | | | (335 | ) |
Total | | | | | | | | | | | | | | $ | 9,449 | | | $ | 5,572 | | | $ | (3,877 | ) |
Sell protection: | | | | | | | | | | | | | | | | | | | | | | | | |
ABX.HE.AAA.06 | | CSI | | $ | 472 | | | | 0.11 | % | | 05/25/46 | | $ | (154 | ) | | $ | (124 | ) | | $ | 30 | |
ABX.HE.AAA.06 | | JPM | | | 472 | | | | 0.11 | % | | 05/25/46 | | | (153 | ) | | | (124 | ) | | | 29 | |
ABX.HE.AAA.06-2 | | JPM | | | 838 | | | | 0.11 | % | | 05/25/46 | | | (245 | ) | | | (220 | ) | | | 25 | |
CDX.EM.19 | | DEUT | | | 10,200 | | | | 5.00 | % | | 06/20/18 | | | 1,301 | | | | 1,307 | | | | 6 | |
CDX.EM.19 | | DEUT | | | 22,625 | | | | 5.00 | % | | 06/20/18 | | | 2,973 | | | | 2,900 | | | | (73 | ) |
CDX.EM.19 | | GSC | | | 3,875 | | | | 5.00 | % | | 06/20/18 | | | 515 | | | | 496 | | | | (19 | ) |
CDX.NA.HY.20 | | GSC | | | 20,830 | | | | 1.00 | % | | 06/20/18 | | | 115 | | | | 254 | | | | 139 | |
CDX.NA.IG.19 | | GSC | | | 27,380 | | | | 1.00 | % | | 12/20/17 | | | 14 | | | | 423 | | | | 409 | |
CMBX.NA.AA.4 | | CSI | | | 415 | | | | 1.65 | % | | 02/17/51 | | | (265 | ) | | | (252 | ) | | | 13 | |
CMBX.NA.AA.4 | | MSC | | | 4,020 | | | | 1.65 | % | | 02/17/51 | | | (2,507 | ) | | | (2,441 | ) | | | 66 | |
CMBX.NA.AAA.3 | | JPM | | | 2,545 | | | | 0.08 | % | | 12/13/49 | | | (111 | ) | | | (52 | ) | | | 59 | |
CMBX.NA.AAA.5 | | MSC | | | 2,500 | | | | 0.35 | % | | 02/15/51 | | | (134 | ) | | | (62 | ) | | | 72 | |
CMBX.NA.AAA.6 | | BOA | | | 865 | | | | 0.50 | % | | 05/11/63 | | | (30 | ) | | | (22 | ) | | | 8 | |
The accompanying notes are an integral part of these financial statements.
The Hartford Strategic Income Fund |
Schedule of Investments – (continued) |
April 30, 2013 (Unaudited) |
(000’s Omitted) |
Credit Default Swap Contracts Outstanding at April 30, 2013 - (continued)
Reference Entity | | Counterparty | | Notional Amount (a) | | | (Pay)/Receive Fixed Rate / Implied Credit Spread (b) | | | Expiration Date | | Upfront Premiums Paid/ (Received) | | | Market Value ╪ | | | Unrealized Appreciation/ (Depreciation) | |
Credit default swaps on traded indices: - (continued) | | | | | | | | | | | | | | | | | | | |
Sell protection: - (continued) | | | | | | | | | | | | | | | | | | | |
CMBX.NA.AAA.6 | | CSI | | $ | 635 | | | | 0.50% | | | 05/11/63 | | $ | (22 | ) | | $ | (16 | ) | | $ | 6 | |
CMBX.NA.AAA.6 | | JPM | | | 4,995 | | | | 0.50% | | | 05/11/63 | | | (165 | ) | | | (124 | ) | | | 41 | |
CMBX.NA.AAA.6 | | UBS | | | 3,305 | | | | 0.50% | | | 05/11/63 | | | (88 | ) | | | (82 | ) | | | 6 | |
CMBX.NA.AAA.6 | | UBS | | | 2,355 | | | | 0.50% | | | 05/11/63 | | | (53 | ) | | | (58 | ) | | | (5 | ) |
CMBX.NA.AJ.3 | | BCLY | | | 210 | | | | 1.47% | | | 12/13/49 | | | (76 | ) | | | (54 | ) | | | 22 | |
CMBX.NA.AJ.3 | | CSI | | | 1,295 | | | | 1.47% | | | 12/13/49 | | | (407 | ) | | | (333 | ) | | | 74 | |
CMBX.NA.AJ.3 | | MSC | | | 2,695 | | | | 1.47% | | | 12/13/49 | | | (788 | ) | | | (692 | ) | | | 96 | |
CMBX.NA.AJ.3 | | UBS | | | 975 | | | | 1.47% | | | 12/13/49 | | | (383 | ) | | | (250 | ) | | | 133 | |
CMBX.NA.BB.6 | | CSI | | | 200 | | | | 5.00% | | | 05/11/63 | | | (10 | ) | | | (4 | ) | | | 6 | |
CMBX.NA.BB.6 | | CSI | | | 1,285 | | | | 5.00% | | | 05/11/63 | | | (4 | ) | | | (28 | ) | | | (24 | ) |
CMBX.NA.BB.6 | | GSC | | | 350 | | | | 5.00% | | | 05/11/63 | | | (17 | ) | | | (8 | ) | | | 9 | |
CMBX.NA.BB.6 | | JPM | | | 65 | | | | 5.00% | | | 05/11/63 | | | 2 | | | | (1 | ) | | | (3 | ) |
CMBX.NA.BB.6 | | MSC | | | 3,530 | | | | 5.00% | | | 05/11/63 | | | (225 | ) | | | (77 | ) | | | 148 | |
CMBX.NA.BB.6 | | MSC | | | 310 | | | | 5.00% | | | 05/11/63 | | | 8 | | | | (6 | ) | | | (14 | ) |
CMBX.NA.BB.6 | | UBS | | | 320 | | | | 5.00% | | | 05/11/63 | | | (16 | ) | | | (7 | ) | | | 9 | |
CMBX.NA.BB.6 | | UBS | | | 1,065 | | | | 5.00% | | | 05/11/63 | | | 13 | | | | (23 | ) | | | (36 | ) |
CMBX.NA.BBB-.6 | | CSI | | | 440 | | | | 3.00% | | | 05/11/63 | | | (25 | ) | | | (7 | ) | | | 18 | |
CMBX.NA.BBB-.6 | | MSC | | | 315 | | | | 3.00% | | | 05/11/63 | | | (18 | ) | | | (5 | ) | | | 13 | |
ITRX.EUR.19 | | GSC | | EUR | 28,305 | | | | 1.00% | | | 06/20/18 | | | (262 | ) | | | 29 | | | | 291 | |
PrimeX.ARM.1 | | CSI | | | 113 | | | | 4.42% | | | 06/25/36 | | | 10 | | | | 12 | | | | 2 | |
PrimeX.ARM.1 | | MSC | | | 914 | | | | 4.42% | | | 06/25/36 | | | 55 | | | | 98 | | | | 43 | |
PrimeX.ARM.2 | | BCLY | | | 346 | | | | 4.58% | | | 12/25/37 | | | (2 | ) | | | 12 | | | | 14 | |
PrimeX.ARM.2 | | MSC | | | 1,607 | | | | 4.58% | | | 06/25/36 | | | (118 | ) | | | 56 | | | | 174 | |
PrimeX.ARM.2 | | MSC | | | 1,721 | | | | 4.58% | | | 12/25/37 | | | 57 | | | | 60 | | | | 3 | |
Total | | | | | | | | | | | | | | $ | (1,215 | ) | | $ | 575 | | | $ | 1,790 | |
Total traded indices | | | | | | | | | | | | | | $ | 8,234 | | | $ | 6,147 | | | $ | (2,087 | ) |
Credit default swaps on single-name issues: | | | | | | | | | | | | | | | | | | | | | | |
Sell protection: | | | | | | | | | | | | | | | | | | | | | | | | |
Bank of America Corp. | | CSI | | $ | 5,180 | | | | 1.00% / 1.08% | | | 12/20/17 | | $ | (110 | ) | | $ | (19 | ) | | $ | 91 | |
Bank of America Corp. | | GSC | | | 9,200 | | | | 1.00% / 1.03% | | | 09/20/17 | | | (639 | ) | | | (10 | ) | | | 629 | |
Citigroup, Inc. | | GSC | | | 9,850 | | | | 1.00% / 0.88% | | | 09/20/17 | | | (642 | ) | | | 52 | | | | 694 | |
Citigroup, Inc. | | GSC | | | 4,450 | | | | 1.00% / 0.93% | | | 12/20/17 | | | (80 | ) | | | 14 | | | | 94 | |
Goldman Sachs Group, Inc. | | CSI | | | 2,665 | | | | 1.00% / 1.10% | | | 12/20/17 | | | (82 | ) | | | (13 | ) | | | 69 | |
Goldman Sachs Group, Inc. | | UBS | | | 4,600 | | | | 1.00% / 1.04% | | | 09/20/17 | | | (339 | ) | | | (8 | ) | | | 331 | |
Morgan Stanley | | BCLY | | | 4,600 | | | | 1.00% / 1.21% | | | 09/20/17 | | | (516 | ) | | | (41 | ) | | | 475 | |
Morgan Stanley | | GSC | | | 2,810 | | | | 1.00% / 1.27% | | | 12/20/17 | | | (143 | ) | | | (34 | ) | | | 109 | |
Total | | | | | | | | | | | | | | $ | (2,551 | ) | | $ | (59 | ) | | $ | 2,492 | |
| | | | | | | | | | | | | | $ | 5,683 | | | $ | 6,088 | | | $ | 405 | |
| (a) | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. Notional shown in U.S. dollars unless otherwise noted. |
| (b) | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues, U.S. municipal issues or sovereign government issues as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood of risk of default for the credit derivative. The implied credit spread of a particular entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the reference entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. The percentage shown is the implied credit spread on April 30, 2013. 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. |
The accompanying notes are an integral part of these financial statements.
Interest Rate Swap Contracts Outstanding at April 30, 2013
Counterparty | | Payments made by Fund | | Payments received by Fund | | Notional Amount * | | | Expiration Date | | Upfront Premiums Paid/ (Received) | | | Market Value ╪ | | | Unrealized Appreciation/ (Depreciation) | |
BCLY | | 1.77% Fixed | | 6M EURIBOR | | EUR | 7,650 | | | 01/22/23 | | $ | – | | | $ | (300 | ) | | $ | (300 | ) |
BCLY | | 1.88% Fixed | | 6M GBP LIBOR | | GBP | 125 | | | 11/08/22 | | | – | | | | (2 | ) | | | (2 | ) |
BCLY | | 3M STIBOR | | 2.25% Fixed | | SEK | 64,800 | | | 01/22/23 | | | – | | | | 179 | | | | 179 | |
BOA | | 2.65% Fixed | | 6M JPY LIBOR | | JPY | 14,465 | | | 03/08/43 | | | – | | | | (3 | ) | | | (3 | ) |
BOA | | 3M CAD BA CDOR | | 1.59% Fixed | | CAD | 7,750 | | | 04/29/18 | | | – | | | | 8 | | | | 8 | |
CSI | | 0.82% Fixed | | 6M JPY LIBOR | | JPY | 16,740 | | | 02/18/23 | | | 1 | | | | (1 | ) | | | (2 | ) |
DEUT | | 0.40% Fixed | | 3M USD LIBOR | | | 1,715 | | | 03/20/15 | | | – | | | | (2 | ) | | | (2 | ) |
DEUT | | 0.51% Fixed | | 3M USD LIBOR | | | 3,270 | | | 02/05/15 | | | – | | | | (5 | ) | | | (5 | ) |
DEUT | | 0.82% Fixed | | 6M JPY LIBOR | | JPY | 16,735 | | | 02/18/23 | | | – | | | | (1 | ) | | | (1 | ) |
GSC | | 0.54% Fixed | | 3M USD LIBOR | | | 1,570 | | | 02/05/15 | | | – | | | | (3 | ) | | | (3 | ) |
GSC | | 0.91% Fixed | | 6M LIBOR GBP | | GBP | 5,150 | | | 04/29/18 | | | – | | | | 4 | | | | 4 | |
GSC | | 2.75% Fixed | | 6M WIBOR PLN | | PLN | 550 | | | 06/19/15 | | | – | | | | – | | | | – | |
GSC | | 3.00% Fixed | | 3M LIBOR | | | 175 | | | 06/19/43 | | | 1 | | | | (7 | ) | | | (8 | ) |
GSC | | 3.15% Fixed | | 6M WIBOR PLN | | PLN | 575 | | | 06/19/15 | | | – | | | | (2 | ) | | | (2 | ) |
GSC | | 6M EURIBOR | | 0.39% Fixed | | EUR | 130 | | | 06/19/15 | | | – | | | | – | | | | – | |
JPM | | 0.40% Fixed | | 3M USD LIBOR | | | 1,780 | | | 03/20/15 | | | – | | | | (2 | ) | | | (2 | ) |
JPM | | 0.54% Fixed | | 3M USD LIBOR | | | 1,705 | | | 02/05/15 | | | – | | | | (3 | ) | | | (3 | ) |
JPM | | 2.00% Fixed | | 3M LIBOR | | | 2,000 | | | 03/20/23 | | | (12 | ) | | | (32 | ) | | | (20 | ) |
JPM | | 3.16% Fixed | | 6M WIBOR PLN | | PLN | 1,150 | | | 06/19/15 | | | – | | | | (4 | ) | | | (4 | ) |
JPM | | 6M EURIBOR | | 0.48% Fixed | | EUR | 270 | | | 06/19/15 | | | – | | | | – | | | | – | |
JPM | | 6M EURIBOR | | 0.51% Fixed | | EUR | 135 | | | 06/19/15 | | | – | | | | 1 | | | | 1 | |
MSC | | 2.59% Fixed | | 6M JPY LIBOR | | JPY | 18,190 | | | 03/22/43 | | | – | | | | (2 | ) | | | (2 | ) |
| | | | | | | | | | | | $ | (10 | ) | | $ | (177 | ) | | $ | (167 | ) |
* Notional shown in U.S. dollars unless otherwise noted.
Spreadlock Swap Contracts Outstanding at April 30, 2013
Counterparty | | Strike | | | Notional Amount | | | Determination Date | | Upfront Premiums Paid/ (Received) | | | Market Value ╪ | | | Unrealized Appreciation/ (Depreciation) | |
JPM | | | 0.80%* | | | | 20,000 | | | 09/20/13 | | $ | – | | | $ | (4 | ) | | $ | (4 | ) |
| * | This is a spreadlock swap between the 10-Year interest rate swap curve and the yield to maturity on a 30-Year FNMA. If the yield to maturity on the 30-Year FNMA minus the 10-Year CMS (constant maturity swap curve) rate is greater than 0.80%, the Fund will receive money from the counterparty based on this differential. If the yield to maturity on the 30-Year FNMA minus the 10-Year CMS rate is less than 0.80%, the Fund will pay the counterparty. |
The accompanying notes are an integral part of these financial statements.
The Hartford Strategic Income Fund |
Schedule of Investments – (continued) |
April 30, 2013 (Unaudited) |
(000’s Omitted) |
Foreign Currency Contracts Outstanding at April 30, 2013
Currency | | Buy / Sell | | Delivery Date | | Counterparty | | Contract Amount | | | Market Value ╪ | | | Unrealized Appreciation/ (Depreciation) | |
AUD | | Buy | | 05/31/2013 | | UBS | | $ | 191 | | | $ | 191 | | | $ | – | |
AUD | | Buy | | 05/31/2013 | | WEST | | | 2,556 | | | | 2,585 | | | | 29 | |
AUD | | Sell | | 05/31/2013 | | CBA | | | 33 | | | | 34 | | | | (1 | ) |
AUD | | Sell | | 05/31/2013 | | CBK | | | 140 | | | | 140 | | | | – | |
AUD | | Sell | | 05/01/2013 | | JPM | | | 4 | | | | 4 | | | | – | |
AUD | | Sell | | 05/31/2013 | | NAB | | | 33 | | | | 33 | | | | – | |
AUD | | Sell | | 05/31/2013 | | WEST | | | 260 | | | | 263 | | | | (3 | ) |
BRL | | Buy | | 08/02/2013 | | GSC | | | 853 | | | | 852 | | | | (1 | ) |
CAD | | Buy | | 05/31/2013 | | BCLY | | | 3,973 | | | | 4,047 | | | | 74 | |
CAD | | Buy | | 05/31/2013 | | UBS | | | 172 | | | | 172 | | | | – | |
CAD | | Sell | | 05/22/2013 | | BCLY | | | 117 | | | | 119 | | | | (2 | ) |
CAD | | Sell | | 05/31/2013 | | BCLY | | | 341 | | | | 347 | | | | (6 | ) |
CAD | | Sell | | 05/01/2013 | | JPM | | | 1 | | | | 1 | | | | – | |
CHF | | Buy | | 05/31/2013 | | CSFB | | | 19 | | | | 19 | | | | – | |
CHF | | Buy | | 05/31/2013 | | DEUT | | | 102 | | | | 102 | | | | – | |
CHF | | Sell | | 05/31/2013 | | CSFB | | | 69 | | | | 70 | | | | (1 | ) |
CHF | | Sell | | 05/31/2013 | | JPM | | | 75 | | | | 75 | | | | – | |
CZK | | Buy | | 05/31/2013 | | JPM | | | 5 | | | | 5 | | | | – | |
CZK | | Buy | | 05/31/2013 | | RBS | | | 64 | | | | 65 | | | | 1 | |
CZK | | Sell | | 05/31/2013 | | JPM | | | 10 | | | | 10 | | | | – | |
DKK | | Buy | | 05/31/2013 | | RBC | | | 206 | | | | 208 | | | | 2 | |
EUR | | Buy | | 05/31/2013 | | BCLY | | | 25,848 | | | | 26,205 | | | | 357 | |
EUR | | Buy | | 05/31/2013 | | BNP | | | 1,653 | | | | 1,673 | | | | 20 | |
EUR | | Buy | | 05/31/2013 | | CBK | | | 186 | | | | 187 | | | | 1 | |
EUR | | Buy | | 05/31/2013 | | DEUT | | | 123 | | | | 123 | | | | – | |
EUR | | Buy | | 05/31/2013 | | DEUT | | | 171 | | | | 171 | | | | – | |
EUR | | Buy | | 05/31/2013 | | GSC | | | 171 | | | | 171 | | | | – | |
EUR | | Buy | | 05/31/2013 | | JPM | | | 72 | | | | 72 | | | | – | |
EUR | | Sell | | 05/31/2013 | | BCLY | | | 138 | | | | 140 | | | | (2 | ) |
EUR | | Sell | | 05/31/2013 | | CBK | | | 33 | | | | 33 | | | | – | |
EUR | | Sell | | 05/31/2013 | | DEUT | | | 68 | | | | 69 | | | | (1 | ) |
EUR | | Sell | | 05/01/2013 | | JPM | | | 8 | | | | 8 | | | | – | |
EUR | | Sell | | 05/31/2013 | | JPM | | | 5 | | | | 5 | | | | – | |
EUR | | Sell | | 06/19/2013 | | JPM | | | 1,728 | | | | 1,756 | | | | (28 | ) |
EUR | | Sell | | 05/31/2013 | | RBS | | | 66 | | | | 67 | | | | (1 | ) |
EUR | | Sell | | 05/31/2013 | | UBS | | | 442 | | | | 447 | | | | (5 | ) |
GBP | | Buy | | 05/31/2013 | | CBK | | | 171 | | | | 172 | | | | 1 | |
GBP | | Buy | | 05/31/2013 | | UBS | | | 5,876 | | | | 5,984 | | | | 108 | |
GBP | | Buy | | 05/31/2013 | | UBS | | | 211 | | | | 210 | | | | (1 | ) |
GBP | | Sell | | 05/31/2013 | | CBK | | | 323 | | | | 325 | | | | (2 | ) |
GBP | | Sell | | 05/01/2013 | | JPM | | | – | | | | – | | | | – | |
GBP | | Sell | | 05/31/2013 | | UBS | | | 453 | | | | 461 | | | | (8 | ) |
HUF | | Buy | | 05/31/2013 | | CBK | | | 35 | | | | 35 | | | | – | |
HUF | | Sell | | 05/31/2013 | | BNP | | | 66 | | | | 67 | | | | (1 | ) |
INR | | Buy | | 05/31/2013 | | JPM | | | 68 | | | | 69 | | | | 1 | |
JPY | | Buy | | 05/07/2013 | | BCLY | | | 256 | | | | 256 | | | | – | |
JPY | | Buy | | 05/31/2013 | | BNP | | | 1,251 | | | | 1,276 | | | | 25 | |
JPY | | Buy | | 05/31/2013 | | CBK | | | 140 | | | | 140 | | | | – | |
JPY | | Buy | | 05/31/2013 | | NAB | | | 29,352 | | | | 29,934 | | | | 582 | |
JPY | | Sell | | 05/31/2013 | | BCLY | | | 257 | | | | 257 | | | | – | |
JPY | | Sell | | 05/31/2013 | | CBK | | | 68 | | | | 68 | | | | – | |
JPY | | Sell | | 05/31/2013 | | DEUT | | | 197 | | | | 197 | | | | – | |
JPY | | Sell | | 05/01/2013 | | JPM | | | 26 | | | | 26 | | | | – | |
JPY | | Sell | | 05/31/2013 | | JPM | | | 34 | | | | 34 | | | | – | |
KRW | | Buy | | 05/31/2013 | | JPM | | | 175 | | | | 175 | | | | – | |
KRW | | Sell | | 05/31/2013 | | BCLY | | | 291 | | | | 296 | | | | (5 | ) |
The accompanying notes are an integral part of these financial statements.
Foreign Currency Contracts Outstanding at April 30, 2013 - (continued)
Currency | | Buy / Sell | | Delivery Date | | Counterparty | | Contract Amount | | | Market Value ╪ | | | Unrealized Appreciation/ (Depreciation) | |
MXN | | Buy | | 05/31/2013 | | DEUT | | $ | 117 | | | $ | 117 | | | $ | – | |
MXN | | Buy | | 05/31/2013 | | RBC | | | 275 | | | | 279 | | | | 4 | |
MXN | | Sell | | 05/31/2013 | | RBC | | | 204 | | | | 207 | | | | (3 | ) |
MYR | | Buy | | 05/31/2013 | | UBS | | | 102 | | | | 102 | | | | – | |
MYR | | Sell | | 05/31/2013 | | JPM | | | 136 | | | | 136 | | | | – | |
NGN | | Buy | | 11/25/2013 | | CBK | | | 6,348 | | | | 6,633 | | | | 285 | |
NOK | | Buy | | 05/31/2013 | | DEUT | | | 99 | | | | 99 | | | | – | |
NOK | | Buy | | 05/31/2013 | | MSC | | | 8,181 | | | | 8,368 | | | | 187 | |
PLN | | Buy | | 05/31/2013 | | BNP | | | 371 | | | | 371 | | | | – | |
PLN | | Sell | | 05/31/2013 | | DEUT | | | 112 | | | | 112 | | | | – | |
PLN | | Sell | | 05/31/2013 | | UBS | | | 340 | | | | 343 | | | | (3 | ) |
SEK | | Buy | | 05/31/2013 | | CSFB | | | 71 | | | | 72 | | | | 1 | |
SEK | | Buy | | 05/31/2013 | | DEUT | | | 65 | | | | 66 | | | | 1 | |
SEK | | Sell | | 05/02/2013 | | CSFB | | | 71 | | | | 72 | | | | (1 | ) |
SEK | | Sell | | 05/31/2013 | | UBS | | | 9,826 | | | | 10,021 | | | | (195 | ) |
SGD | | Sell | | 05/31/2013 | | JPM | | | 397 | | | | 400 | | | | (3 | ) |
ZAR | | Buy | | 05/31/2013 | | CSFB | | | 480 | | | | 497 | | | | 17 | |
ZAR | | Sell | | 05/31/2013 | | CBK | | | 70 | | | | 70 | | | | – | |
| | | | | | | | | | | | | | | | $ | 1,423 | |
╪ | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of securities. |
The accompanying notes are an integral part of these financial statements.
The Hartford Strategic Income Fund |
Schedule of Investments – (continued) |
April 30, 2013 (Unaudited) |
(000’s Omitted) |
GLOSSARY: (abbreviations used in preceding Schedule of Investments) |
|
Counterparty Abbreviations: |
BCLY | Barclays |
BNP | BNP Paribas Securities |
BOA | Banc of America Securities LLC |
CBA | Commonwealth Bank of Australia |
CBK | Citibank NA |
CSFB | Credit Suisse First Boston Corp. |
CSI | Credit Suisse International |
DEUT | Deutsche Bank Securities, Inc. |
GSC | Goldman Sachs & Co. |
JPM | JP Morgan Chase & Co. |
MSC | Morgan Stanley |
NAB | National Australia Bank |
RBC | RBC Dominion Securities |
RBS | RBS Greenwich Capital |
SCB | Standard Chartered Bank |
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 |
CZK | Czech Koruna |
DKK | Danish Krone |
EUR | EURO |
GBP | British Pound |
HUF | Hungarian Forint |
INR | Indian Rupee |
JPY | Japanese Yen |
KRW | South Korean Won |
MXN | Mexican New Peso |
MYR | Malaysian Ringgit |
NGN | Nigerian Naira |
NOK | Norwegian Krone |
PEN | Peruvian New Sol |
PLN | Polish New Zloty |
SEK | Swedish Krona |
SGD | Singapore Dollar |
TRY | Turkish New Lira |
USD | U.S. Dollar |
ZAR | South African Rand |
|
Index Abbreviations: |
ABX.HE | Markit Asset Backed Security Home Equity |
ABX.HE.PEN | Markit Asset Backed Security Home Equity Penultimate |
CDX.EM | Credit Derivatives Emerging Markets |
CDX.NA.HY | Credit Derivatives North American High Yield |
CDX.NA.IG | Credit Derivatives North American Investment Grade |
CMBX.NA | Markit Commercial Mortgage Backed North American |
ITRX.EUR | Markit iTraxx - Europe |
ITRX.XOV | Markit iTraxx Index - Europe Crossover |
PrimeX.ARM | Markit PrimeX Mortgage Backed Security |
Other Abbreviations: |
CAD BA CDOR | Canadian Bankers Acceptance Dealer Offered Rate |
EURIBOR | Euro Interbank Offered Rate |
FHLB | Federal Home Loan Bank |
FHLMC | Federal Home Loan Mortgage Corp. |
FNMA | Federal National Mortgage Association |
GNMA | Government National Mortgage Association |
LIBOR | London Interbank Offered Rate |
STIBOR | Stockholm Interbank Offer Rate |
WIBOR | Warsaw Interbank Offered Rate |
The accompanying notes are an integral part of these financial statements.
Item 6. Investments.
(a) The Schedule of Investments is included as part of the supplement to the report to shareholders filed under Item 1 of this Form.
(b) Not applicable.
Item 12. Exhibits.
(a)(2) Section 302 certifications of the principal executive officer and principal financial officer of Registrant.
(a)(3) Not applicable.
(b) Section 906 certification.
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: October 7, 2013 | By: | /s/ James E. Davey |
| | James E. Davey |
| | President |
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: October 7, 2013 | By: | /s/ James E. Davey |
| | James E. Davey |
| | President |
| | |
| | |
Date: October 7, 2013 | By: | /s/ Mark A. Annoni |
| | Mark A. Annoni |
| | Vice President, Controller and Treasurer |