N-Q 1 v404603_nq.htm N-Q

 

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

 

FORM N-Q

 

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY

 

Investment Company Act file number: 811-00558

 

THE HARTFORD MUTUAL FUNDS II, INC.

(Exact name of registrant as specified in charter)

 

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

(Address of Principal Executive Offices) (Zip Code)

 

Edward P. Macdonald, Esquire

Hartford Funds Management Company, LLC

5 Radnor Corporate Center, Suite 300

100 Matsonford Road

Radnor, PA 19087

(Name and Address of Agent for Service)

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

 

Date of fiscal year end: October 31

 

Date of reporting period: January 31, 2015

 

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

 

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

 

 
 

 

Item 1. Schedule of Investments. 

 

 

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

 

Shares or Principal Amount Market Value ╪ 
Common Stocks - 93.7% 
     Automobiles and Components - 0.9%     
 579   Harley-Davidson, Inc.   $35,738 
           
     Capital Goods - 8.2%     
 377   Acuity Brands, Inc.    56,503 
 900   AECOM ●    22,875 
 787   Danaher Corp.    64,815 
 919   DigitalGlobe, Inc. ●    24,718 
 1,248   Fastenal Co.    55,422 
 1,497   HD Supply Holdings, Inc. ●    43,145 
 1,072   Textron, Inc.    45,632 
         313,110 
     Commercial and Professional Services - 1.3%     
 438   IHS, Inc. ●    50,421 
           
     Consumer Durables and Apparel - 5.0%     
 669   GoPro, Inc. ●    33,271 
 389   Harman International Industries, Inc.    50,419 
 502   Jarden Corp. ●    24,118 
 9,319   Samsonite International S.A.    28,283 
 284   Whirlpool Corp.    56,475 
         192,566 
     Consumer Services - 7.1%     
 62   Chipotle Mexican Grill, Inc. ●    43,927 
 1,660   Diamond Resorts International, Inc. ●    47,108 
 1,650   Hilton Worldwide Holdings, Inc. ●    42,840 
 224   Panera Bread Co. Class A ●    38,534 
 699   Starbucks Corp.    61,151 
 457   Wyndham Worldwide Corp.    38,252 
         271,812 
     Diversified Financials - 5.1%     
 154   BlackRock, Inc.    52,315 
 843   Julius Baer Group Ltd.    34,296 
 1,479   Nomad Holdings Ltd. ●†    14,749 
 577   Northern Trust Corp.    37,696 
 2,676   Platform Specialty Products Corp. ●    56,203 
         195,259 
     Energy - 0.7%     
 164   Pioneer Natural Resources Co.    24,730 
           
     Food and Staples Retailing - 1.0%     
 758   Whole Foods Market, Inc.    39,500 
           
     Food, Beverage and Tobacco - 1.0%     
 329   Monster Beverage Corp. ●    38,499 
           
     Health Care Equipment and Services - 3.2%     
 404   Becton, Dickinson & Co.    55,848 
 494   Cerner Corp. ●    32,796 
 992   Envision Healthcare Holdings ●    34,094 
         122,738 
     Insurance - 1.2%     
 976   American International Group, Inc.    47,697 
           
     Materials - 1.2%     
 419   Martin Marietta Materials, Inc.    45,134 
           
     Media - 1.3%     
 1,508   Twenty-First Century Fox, Inc.   49,994 
           
     Pharmaceuticals, Biotechnology and Life Sciences - 13.9%     
 208   Actavis plc ●    55,329 
 152   Alnylam Pharmaceuticals, Inc. ●    14,286 
 725   AstraZeneca plc    51,645 
 2,101   Bristol-Myers Squibb Co.    126,611 
 529   Celgene Corp. ●    63,041 
 301   Incyte Corp. ●    23,965 
 845   Merck & Co., Inc.    50,966 
 397   Novartis AG    38,707 
 498   Ono Pharmaceutical Co., Ltd.    52,454 
 107   Regeneron Pharmaceuticals, Inc. ●    44,629 
 122   Vertex Pharmaceuticals, Inc. ●    13,395 
         535,028 
     Real Estate - 2.4%     
 1,425   CBRE Group, Inc. ●    46,084 
 81   WeWork Companies, Inc. Class A ⌂●†    1,219 
 467   Zillow, Inc. ●    45,267 
         92,570 
     Retailing - 9.5%     
 400   Advance Automotive Parts, Inc.    63,641 
 359   Amazon.com, Inc. ●    127,118 
 117   Honest (The) Co. ⌂●†    3,173 
 696   Lowe's Cos., Inc.    47,156 
 186   Netflix, Inc. ●    82,156 
 418   Tory Burch LLC ⌂●†    24,720 
 256   TripAdvisor, Inc. ●    17,162 
         365,126 
     Semiconductors and Semiconductor Equipment - 3.3%     
 273   ASML Holding N.V.    28,377 
 195   Freescale Semiconductor Holdings Ltd. ●    6,253 
 570   NXP Semiconductors N.V. ●    45,214 
 10,253   Taiwan Semiconductor Manufacturing Co., Ltd.    45,089 
         124,933 
     Software and Services - 13.9%     
 959   Akamai Technologies, Inc. ●    55,753 
 558   Alibaba Group Holding Ltd. ●    49,737 
 191   Baidu, Inc. ADR ●    41,578 
 2,167   Cadence Design Systems, Inc. ●    38,987 
 88   CoStar Group, Inc. ●    16,293 
 1,521   Facebook, Inc. ●    115,426 
 273   Factset Research Systems, Inc.    39,241 
 178   Google, Inc. Class A ●    95,861 
 159   New Relic, Inc. ⌂●†    4,567 
 2,261   Tencent Holdings Ltd. ●    38,142 
 521   Yelp, Inc. ●    27,313 
 3,195   Zuora, Inc. ⌂●†    10,924 
         533,822 
     Technology Hardware and Equipment - 11.6%     
 2,579   Apple, Inc.    302,100 
 656   Arista Networks, Inc. ●    41,428 
 278   F5 Networks, Inc. ●    31,029 
 635   Mobileye N.V. ●    25,002 
 697   TE Connectivity Ltd.    46,291 
         445,850 
     Transportation - 1.9%     
 214   FedEx Corp.    36,218 

 

1
 

 

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

  

Shares or Principal Amount Market Value ╪ 
Common Stocks - 93.7% - (continued) 
     Transportation - 1.9% - (continued)     
 344   Kansas City Southern   $37,890 
         74,108 
     Total Common Stocks     
     ( Cost $3,203,735)   $3,598,635 
           

Preferred Stocks - 5.7%

     
     Capital Goods - 0.4%     
 3,149   Lithium Technology Corp. ⌂●†   $16,656 
           
     Consumer Durables and Apparel - 0.7%     
 388   Cloudera, Inc. ⌂●†    11,513 
 924   One Kings Lane, Inc. ⌂●†    13,645 
         25,158 
     Consumer Services - 0.1%     
 2,429   Draftkings, Inc. ⌂●†    3,938 
           
     Real Estate - 0.5%     
 2,437   Redfin Corp. ⌂●†    7,233 
 404   WeWork Companies, Inc., Class D-1 ⌂●†    6,058 
 318   WeWork Companies, Inc., Class D-2 ⌂●†    4,760 
         18,051 
     Retailing - 0.5%     
 443   Forward Ventures LLC ⌂●†    11,295 
 272   Honest (The) Co. Series C ⌂●†β    7,405 
         18,700 
     Software and Services - 3.1%     
 3,330   Apigee Corp. ⌂●†    10,722 
 5,669   Essence Holding Group ⌂●†    9,467 
 743   Lookout, Inc. ⌂●†    9,353 
 610   Nutanix, Inc. ⌂●†    9,555 
 2,312   Uber Technologies, Inc. ⌂●†    69,325 
 566   Veracode, Inc. ⌂●†    12,276 
         120,698 
     Technology Hardware and Equipment - 0.2%     
 655   Pure Storage, Inc. ⌂●†    9,640 
           
     Telecommunication Services - 0.2%     
 395   DocuSign, Inc. ⌂●†    6,285 
         6,285 
     Total Preferred Stocks     
     (Cost $177,963)   $219,126 
           

Warrants - 0.0%

     
     Diversified Financials - 0.0%     
 1,484   Nomad Holdings Ltd. †   $453 
           
     Total Warrants     
     (Cost $15)   $453 
           
     Total Long-Term Investments     
     (Cost $3,381,713)   $3,818,214 
           
Short-Term Investments - 0.9% 
Repurchase Agreements - 0.9%     
     Bank of America Merrill Lynch Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $34, collateralized by U.S. Treasury
Note 0.88%, 2017, value of $35)
     
$34    0.04%, 1/31/15   $34 
     Bank of America Merrill Lynch TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $1,474, collateralized by FHLMC
3.50% - 4.00%, 2032 - 2045, FNMA 1.83% -
4.50%, 2025 - 2045, value of $1,504)
     
 1,474    0.06%, 1/31/15    1,474 
     Bank of Montreal  TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$10,695, collateralized by U.S. Treasury Bill
0.04% - 0.25%, 2015 - 2016, U.S. Treasury
Bond 3.00% - 9.88%, 2015 - 2044, U.S.
Treasury Note 0.25% - 4.63%, 2015 - 2022,
value of $10,909)
     
 10,695    0.05%, 1/31/15    10,695 
     Bank of Montreal TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$2,490, collateralized by FHLMC 2.00% -
5.50%, 2022 - 2044, FNMA 3.00% - 4.00%,
2022 - 2042, GNMA 3.00%, 2043, U.S. Treasury
Bill 0.25%, 2016, U.S. Treasury Note 0.75% -
2.50%, 2017 - 2024, value of $2,540)
     
 2,490    0.06%, 1/31/15    2,490 
     Barclays Capital TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$7,124, collateralized by U.S. Treasury Note
1.50% - 2.00%, 2016 - 2023, value of $7,267)
     
 7,124    0.04%, 1/31/15    7,124 
     Citigroup Global Markets, Inc. TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $4,631, collateralized by U.S.
Treasury Bond 3.75% - 4.50%, 2038 - 2043,
value of $4,724)
     
 4,631    0.05%, 1/31/15    4,631 
     Deutsche Bank Securities TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $406, collateralized by FHLMC 2.50%
- 6.50%, 2020 - 2041, FNMA 2.50% - 6.50%,
2016 - 2047, GNMA 3.50%, 2045, U.S. Treasury
Bill 0.07% - 0.25%, 2015 - 2016, U.S. Treasury
Bond 2.38% - 5.38%, 2027 - 2043, U.S.
Treasury Note 0.13% - 4.63%, 2015 - 2024,
value of $414)
     
 406    0.05%, 1/31/15    406 
     Royal Bank of Scotland TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $1,703, collateralized by U.S.
Treasury Bond 8.13%, 2019, U.S. Treasury
Note 2.38% - 3.63%, 2020 - 2024, value of
$1,737)
     
 1,703    0.06%, 1/31/15    1,703 

 

2
 

 

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

 

Shares or Principal Amount Market Value ╪
Short-Term Investments - 0.9% - (continued)     
Repurchase Agreements - 0.9% - (continued)     
     Societe Generale TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $105,
collateralized by U.S. Treasury Note 0.75% -
2.63%, 2016 - 2017, value of $107)
     
$105    0.06%, 1/31/15   $105 
     TD Securities TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$6,357, collateralized by FHLMC 3.00% -
4.00%, 2026 - 2043, FNMA 2.50% - 5.00%,
2025 - 2044, value of $6,484)
     
 6,357    0.07%, 1/31/15    6,357 
        35,019 
     Total Short-Term Investments     
     (Cost $35,019)   $35,019 
           

     Total Investments          
    (Cost $3,416,732) ▲    100.3%  $3,853,233 
     Other Assets and Liabilities    (0.3)%   (9,967)
     Total Net Assets    100.0%  $3,843,266 

 

3
 

 

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

 

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

 

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

 

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

 

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

 

At January 31, 2015, the cost of securities for federal income tax purposes was $3,417,721 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $517,778 
Unrealized Depreciation   (82,266)
Net Unrealized Appreciation  $435,512 

 

These securities were valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At January 31, 2015, the aggregate fair value of these securities was $278,931, which represents 7.3% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

 

Non-income producing.

 

βConvertible security.

The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale.  Illiquid securities may lack a readily available market or their valuation has not changed for a certain period of time.

 

Period Acquired  Shares/ Par   Security  Cost Basis 
04/2014   3,330   Apigee Corp. Preferred  $9,690 
02/2014   388   Cloudera, Inc. Preferred   5,644 
02/2014   395   DocuSign, Inc. Preferred   5,191 
12/2014   2,429   Draftkings, Inc. Preferred   4,375 
05/2014   5,669   Essence Holding Group Preferred   8,964 
11/2014   443   Forward Ventures LLC Preferred   13,805 
08/2014   117   Honest (The) Co.   3,154 
08/2014   272   Honest (The) Co. Series C Preferred   7,360 
08/2013   3,149   Lithium Technology Corp. Preferred   15,347 
07/2014   743   Lookout, Inc. Preferred   8,493 
04/2014   159   New Relic, Inc.   4,502 
08/2014   610   Nutanix, Inc. Preferred   8,174 
01/2014   924   One Kings Lane, Inc. Preferred   14,243 
04/2014   655   Pure Storage, Inc. Preferred   10,299 
12/2014   2,437   Redfin Corp. Preferred   8,037 
11/2013   418   Tory Burch LLC   32,762 
06/2014   2,312   Uber Technologies, Inc. Preferred   35,865 
08/2014   566   Veracode, Inc. Preferred   10,456 
12/2014   81   WeWork Companies, Inc. Class A   1,354 
12/2014   404   WeWork Companies, Inc., Class D-1 Preferred   6,732 
12/2014   318   WeWork Companies, Inc., Class D-2 Preferred   5,289 
01/2015   3,195   Zuora, Inc.   12,138 

 

At January 31, 2015, the aggregate value of these securities was $263,729, which represents 6.9% of total net assets.

 

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

 

4
 

 

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

 

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

 

Diversification by Sector

as of January 31, 2015

 

Sector  Percentage of
Net Assets
 
Equity Securities     
Consumer Discretionary   25.1%
Consumer Staples   2.0 
Energy   0.7 
Financials   9.2 
Health Care   17.1 
Industrials   11.8 
Information Technology   32.1 
Materials   1.2 
Services   0.2 
Total   99.4%
Short-Term Investments   0.9 
Other Assets and Liabilities   (0.3)
Total   100.0%

 

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

 

5
 

 

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

 

Investment Valuation Hierarchy Level Summary

January 31, 2015

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks ‡  $3,598,635   $3,265,416   $288,616   $44,603 
Preferred Stocks   219,126            219,126 
Warrants   453    453         
Short-Term Investments   35,019        35,019     
Total  $3,853,233   $3,265,869   $323,635   $263,729 

 

For the three-month period ended January 31, 2015, there were no transfers between Level 1 and Level 2. 

The Fund has all or primarily all of the equity securities categorized in a particular level.  Refer to the Schedule of Investments for further industry breakout.

 

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

 

   Balance as
of October
31, 2014
   Realized
Gain
(Loss)
   Change in
Unrealized
Appreciation
(Depreciation)
   Net
Amortization
   Purchases   Sales   Transfers
Into
Level 3 *
   Transfers
Out of
Level 3 *
   Balance as
of January
31, 2015
 
Assets:                                             
Common Stocks  $61,848   $   $(3,176)†  $   $13,492   $   $4,052   $(31,613)  $44,603 
Preferred Stocks   156,380    9,912    43,053       38,238    (24,405)       (4,052)   219,126 
Total  $218,228   $9,912   $39,877   $   $51,730   $(24,405)  $4,052   $(35,665)  $263,729 

 

*Investments are transferred into and out of Level 3 for a variety of reasons including, but not limited to:
1)Investments where trading has been halted (transfer into Level 3) or investments where trading has resumed (transfer out of Level 3).
2)Broker quoted investments (transfer into Level 3) or quoted prices in active markets (transfer out of Level 3).
3)Investments that have certain restrictions on trading (transfer into Level 3) or investments where trading restrictions have expired (transfer out of Level 3).
Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2015 was $(3,176).
Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2015 was $41,603.

 

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

 

6
 

 

 

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

 

Shares or Principal Amount  Market Value ╪ 
Municipal Bonds - 98.2%     
     Alabama - 0.9%     
     County of Jefferson, AL, Sewer Rev     
$1,500    5.00%, 10/01/2018   $1,658 
           
     Alaska - 0.6%     
     Alaska Municipal Bond Bank Auth GO     
 375    5.75%, 09/01/2033    438 
     Anchorage, AK, GO     
 610    5.25%, 08/01/2028    700 
         1,138 
     Arizona - 1.0%     
     Arizona State Health Fac Auth Hospital System Rev     
 1,000    5.00%, 02/01/2020    1,166 
     Estrella Mountain Ranch, AZ, Community Fac Dist GO     
 265    6.20%, 07/15/2032    280 
     Sundance, AZ, Community Fac Dist     
 249    7.13%, 07/01/2027 ■    249 
     Vistancia, AZ, Community Fac Dist GO     
 185    6.75%, 07/15/2022    185 
         1,880 
     California - 17.9%     
     California State Communities DA Rev     
 250    0.00%, 07/01/2037 ●     
 570    0.94%, 04/01/2036 Δ    489 
 1,000    5.00%, 10/01/2022    1,093 
     California State Dept Water Resources Supply Rev     
 500    5.00%, 05/01/2022 ╦    568 
     California State GO     
 3,515    6.50%, 04/01/2033 ‡    4,325 
     California State Health Facilities     
 1,000    6.00%, 07/01/2029    1,191 
     California State Public Works Board, State University Trustees     
 170    6.13%, 04/01/2029 ╦    204 
     Corona-Norco California University     
 1,530    4.00%, 09/01/2019    1,696 
     El Dorado, CA, Irrigation Dist     
 300    5.38%, 08/01/2024    351 
     Foothill-Eastern Transportation Corridor Agency     
 435    5.00%, 01/15/2053 Δ    474 
     Golden State Tobacco Securitization Agency     
 425    5.00%, 06/01/2017    466 
     Hemet, CA Unif School Dist FA     
 1,000    5.00%, 09/01/2031 ☼    1,149 
     Huntington Park, CA, Public FA Rev     
 400    5.25%, 09/01/2019    409 
     Irvine, CA, Improvement Bond Act     
 1,000    4.00%, 09/02/2019    1,093 
     Los Angeles, CA, Airport Rev     
 1,100    5.00%, 01/01/2020    1,268 
     Oakland, CA, Airport Rev     
 1,000    5.00%, 05/01/2026    1,148 
     San Bernardino City, CA, Unif School Dist GO     
 725    5.00%, 08/01/2020    863 
     San Bernardino, CA, Community College Dist GO     
 500    6.38%, 08/01/2026    598 
     San Buenaventura, CA, Rev     
 500    5.25%, 12/01/2017    546 
     San Diego, CA, Redev Agency, Centre City Sub Pkg     
 200    5.25%, 09/01/2026    200 
     San Francisco City & County, CA, Redev FA     
 1,120    6.50%, 08/01/2032    1,344 
     San Joaquin Hills, CA, Transporation Auth     
 290    5.00%, 01/15/2029    335 
     San Jose, CA, Redev Agency     
 1,000    6.50%, 08/01/2019    1,164 
     Santa Cruz County, CA, Redev Agency     
 1,360    5.00%, 09/01/2022    1,659 
 665    6.63%, 09/01/2029    782 
     Santa Margarita, CA, Water Dist Special Tax     
 500    5.00%, 09/01/2024    575 
 500    5.00%, 09/01/2025    564 
 1,000    5.00%, 09/01/2028    1,152 
     Southern California State Public Power Auth     
 500    5.00%, 07/01/2023    573 
     Temecula, CA, Redev Agency Tax Allocation Rev     
 230    5.63%, 12/15/2038    238 
     Torrance, CA, USD GO     
 1,500    5.50%, 08/01/2025    1,783 
     Tuolumne, CA, Wind Proj Auth Rev     
 1,000    5.88%, 01/01/2029    1,174 
     Twin Rivers, CA, Unif School Dist Cops     
 700    3.20%, 06/01/2035    701 
     Ventura County, CA, Certificates of Participation     
 1,250    5.63%, 08/15/2027    1,485 
     Washington Township, CA, Health Care Dist Rev     
 1,000    6.00%, 07/01/2029    1,149 
         32,809 
     Colorado - 0.4%     
     University of Colorado Enterprise Rev     
 600    5.75%, 06/01/2028    723 
           
     Connecticut - 0.6%     
     City of New Haven, CT, GO     
 1,000    5.00%, 11/01/2017    1,096 
           
     Delaware - 0.7%     
     Delaware State Transportation Auth     
 1,180    5.00%, 07/01/2025    1,353 
           
     District of Columbia - 3.2%     
     District of Columbia University Rev     
 3,000    5.25%, 04/01/2034    3,406 
     Metropolitan Washington, DC, Airport Auth System Rev     
 1,035    5.00%, 10/01/2022    1,266 
 1,000    5.00%, 10/01/2027    1,205 
         5,877 
     Florida - 7.9%     
     Arlington of Naples     
 500    6.50%, 05/15/2020 ■    503 
 500    7.00%, 05/15/2024 ■    566 
     Broward County, FL School Board     
 675    5.00%, 07/01/2027 ☼    822 
     Broward County, FL, Airport System Rev     
 145    5.00%, 10/01/2019 ╦    169 

 

1
 

  

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

 

Shares or Principal Amount  Market Value ╪ 
Municipal Bonds - 98.2% - (continued)     
     Florida - 7.9% - (continued)     
     Broward County, FL, Airport System Rev - (continued)     
$120    5.00%, 10/01/2020 ╦   $142 
 285    5.00%, 10/01/2021 ╦    342 
     Broward Cty Florida School Board     
 325    5.00%, 07/01/2027 ☼    396 
     Greater Orlando, FL, Aviation Auth     
 1,500    5.00%, 10/01/2021    1,806 
 1,000    5.00%, 10/01/2024    1,167 
     Jacksonville, FL, Econ Development Commission Obligor: Florida Proton Therapy Institute, Inc     
 2,000    6.25%, 09/01/2027    2,177 
     Miami Beach, FL, Health Fac Auth     
 190    5.00%, 11/15/2020    222 
     Miami-Dade County Expressway Auth     
 625    5.00%, 07/01/2024    774 
     Miami-Dade County, FL, Aviation Rev     
 530    5.00%, 10/01/2027    633 
     Miami-Dade County, FL, Educational Fac Auth     
 2,000    5.75%, 04/01/2028    2,116 
     Palm Beach County Health     
 1,000    6.80%, 06/01/2025    1,146 
     River Bend Community Development Dist, Capital Improvement Rev     
 780    0.00%, 11/01/2015 ●    101 
     Village, FL, Community Development Dist #11     
 250    3.25%, 05/01/2019    252 
     Volusia County, FL, School Board     
 1,000    5.00%, 08/01/2025    1,224 
         14,558 
     Georgia - 2.4%     
     Atlanta, GA, Airport Passenger Fac Charge Rev     
 2,000    5.00%, 01/01/2023 ╦    2,355 
     Atlanta, GA, Water & Wastewater Rev     
 1,500    6.00%, 11/01/2022 ╦    1,841 
     Georgia Municipal Electric Auth, Power Rev (Prerefunded with US Gov't Securities)     
 10    6.50%, 01/01/2017    10 
     Georgia State Municipal Elec Auth     
 245    6.50%, 01/01/2017    262 
         4,468 
     Hawaii - 0.9%     
     Hawaii State Dept of Transportation     
 1,000    5.00%, 08/01/2022    1,214 
     Hawaii State Harbor System Rev     
 500    5.38%, 01/01/2020    502 
         1,716 
     Idaho - 0.9%     
     Idaho State Bond Bank Auth Rev     
 1,470    5.63%, 09/15/2026    1,713 
           
     Illinois - 11.9%     
     Chicago, IL, Board of Education     
 825    6.00%, 01/01/2020    932 
     Chicago, IL, O'Hare International Airport Rev     
 825    5.00%, 01/01/2023    971 
 1,500    5.00%, 01/01/2026    1,756 
 850    5.25%, 01/01/2027    853 
     Chicago, IL, Park Dist, GO     
 2,370    5.00%, 01/01/2025    2,834 
     City of Chicago, IL, GO     
 785    4.00%, 01/01/2018    822 
     Hampshire, IL, Special Service Area #13, Tuscany Woods Proj     
 867    0.00%, 03/01/2037 ●    633 
     Huntley, IL, Special Service #9     
 1,500    5.10%, 03/01/2028    1,629 
     Illinois State FA Rev     
 1,000    5.00%, 10/01/2023    1,216 
 1,000    5.00%, 11/15/2031 ☼    1,190 
     Illinois State GO     
 1,000    5.00%, 01/01/2022    1,125 
 2,000    5.25%, 01/01/2021    2,314 
     Illinois State Toll Highway Auth     
 60    5.00%, 01/01/2023    61 
 1,000    5.00%, 01/01/2027    1,190 
     Kane Cook & DuPage Counties GO     
 1,400    5.00%, 01/01/2031 ☼    1,628 
     Railsplitter, IL, Tobacco Settlement Auth     
 1,000    5.50%, 06/01/2023    1,196 
     Springfield, IL, Water Rev     
 500    5.25%, 03/01/2026    564 
     Wauconda, IL, Special Service Area #1 Special Tax Liberty Lakes Proj     
 947    6.63%, 03/01/2033    949 
         21,863 
     Indiana - 1.3%     
     Indiana State Housing and Community DA     
 1,120    4.55%, 07/01/2027 ‡    1,139 
     University of Southern Indiana     
 820    5.00%, 10/01/2022    968 
 250    5.00%, 10/01/2023    295 
         2,402 
     Kentucky - 0.8%     
     Kentucky Public Transportation Inf Auth     
 230    5.00%, 07/01/2017    252 
     Louisville & Jefferson County, KY     
 1,085    5.00%, 12/01/2023    1,301 
         1,553 
     Louisiana - 0.9%     
     LA, Tobacco Settlement Financing Corp.     
 1,500    5.00%, 05/15/2026    1,617 
           
     Maryland - 0.6%     
     Westminster Maryland Rev     
 1,000    3.88%, 07/01/2019    1,033 
           
     Massachusetts - 0.5%     
     Massachusetts State Development Fin Agency Rev     
 925    5.00%, 01/01/2017    993 
           
     Michigan - 1.1%     
     Detroit, MI, Water Supply System Ref Rev     
 915    6.50%, 07/01/2015    936 
     Michigan FA     
 600    5.00%, 07/01/2018    666 

 

2
 

  

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

 

Shares or Principal Amount  Market Value ╪ 
Municipal Bonds - 98.2% - (continued)     
     Michigan - 1.1% - (continued)     
     Michigan FA - (continued)     
$350    5.00%, 07/01/2029   $395 
         1,997 
     Missouri - 0.3%     
     Stone Canyon, MO, Community Improvement Dist Rev     
 1,000    0.00%, 04/01/2027 ⌂●    480 
           
     Nebraska - 0.6%     
     Central Plains, NE, Energy Proj Gas Rev     
 1,000    5.00%, 09/01/2015    1,022 
           
     Nevada - 0.8%     
     Clark County, NV, School Dist GO     
 1,000    5.00%, 06/15/2020    1,026 
     Las Vegas, NV Spl Impt Dist     
 400    5.00%, 06/01/2028    417 
         1,443 
     New Jersey - 1.1%     
     New Jersey State Econ DA     
 760    4.88%, 09/15/2019    804 
     New Jersey State Econ DA Lease Rev     
 1,000    5.00%, 09/01/2021    1,151 
         1,955 
     New Mexico - 0.1%     
     Cabezon, NM, Public Improvement Dist     
 125    5.20%, 09/01/2015    128 
           
     New York - 8.2%     
     Liberty, NY, Corp. Development Goldman Sachs Headquarters     
 1,000    5.25%, 10/01/2035    1,246 
     Metropolitan Transportation Auth, NY, Rev     
 3,000    5.25%, 11/15/2023 ╦    3,611 
     New York City Housing Development Corp     
 395    4.50%, 02/15/2048    409 
     New York State Dormitory Auth Rev     
 970    5.00%, 03/15/2028    1,084 
     New York State Dormitory Auth Rev Obligor: Teacher's College     
 2,000    5.38%, 03/01/2029    2,321 
     New York State Liberty Development Corp. Rev     
 765    5.15%, 11/15/2034 ■    859 
     New York, NY, GO     
 1,000    6.25%, 10/15/2028    1,191 
     Newburth, NY, GO     
 610    5.00%, 06/15/2017    655 
 645    5.00%, 06/15/2018    707 
     PA of New York and New Jersey     
 1,250    5.00%, 10/15/2025    1,526 
     Ulster County, NY, Capital Resource Corp. Rev     
 575    3.72%, 09/15/2044 ■○    427 
     Ulster County, NY, Industrial Development Agency     
 1,000    6.00%, 09/15/2027    1,006 
         15,042 
           
     North Carolina - 0.5%     
     Mecklenburg County, NC, Certificate of Participation School Improvements     
 795    5.00%, 02/01/2024    913 
           
     Ohio - 2.1%     
     Cuyahoga, OH, Community College Dist     
 1,200    5.00%, 08/01/2027    1,385 
     Dayton, OH City School Dist GO     
 2,000    5.00%, 11/01/2027    2,520 
         3,905 
     Oklahoma - 1.4%     
     Norman, OK, Regional Hospital Auth Rev     
 2,310    5.25%, 09/01/2019    2,522 
           
     Other U.S. Territories - 2.5%     
     Guam Government Business Privilege Tax Rev     
 1,500    5.00%, 01/01/2027    1,715 
     Guam Government Power Auth Rev     
 1,000    5.00%, 10/01/2021    1,204 
 1,000    5.00%, 10/01/2023    1,214 
     Puerto Rico Highway and Transportation Auth     
 380    4.95%, 07/01/2026    390 
         4,523 
     Pennsylvania - 3.8%     
     Montgomery County, PA, Higher Education and Health     
 1,000    5.00%, 10/01/2023    1,147 
     Pennsylvania State Turnpike Commission Rev     
 665    6.00%, 06/01/2028    768 
     Philadelphia, PA, GO     
 1,000    5.25%, 08/01/2019    1,166 
     Pittsburgh, PA, School Dist GO     
 1,570    5.00%, 09/01/2021    1,870 
 750    5.00%, 09/01/2023    880 
     Susquehanna, PA, Regional Airport Auth System Rev     
 1,000    5.00%, 01/01/2018    1,081 
         6,912 
     Rhode Island - 1.6%     
     Cranston, RI, GO     
 1,410    5.00%, 07/01/2018    1,574 
     Rhode Island State Health and Educational Bldg Corp.     
 1,215    5.00%, 05/15/2018    1,343 
         2,917 
     South Carolina - 0.7%     
     South Carolina St Jobs-Econ Development Auth Hospital Rev     
 1,000    5.25%, 08/01/2024    1,198 
           
     South Dakota - 0.3%     
     South Dakota State Health & Educational FA     
 415    5.00%, 11/01/2029    498 

 

3
 

  

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

 

Shares or Principal Amount  Market Value ╪ 
Municipal Bonds - 98.2% - (continued)     
     Tennessee - 0.6%     
     Johnson City, TN, Health & Educational Fac Board Hospital Rev     
$1,000    5.50%, 07/01/2031   $1,053 
           
     Texas - 10.2%     
     Dallas-Fort Worth, TX, International Airport Rev     
 750    5.00%, 11/01/2023    877 
     El Paso, TX, ISD, GO     
 2,000    5.00%, 08/15/2026    2,226 
     Harris County - Houston, TX     
 250    5.00%, 11/15/2032    292 
     Houston, TX, Utility System Rev     
 2,000    6.00%, 11/15/2036    2,404 
     Kerrville, TX, Health Fac Development Corp Hospital Rev     
 935    5.00%, 08/15/2015    953 
     Love Field, TX, Airport Modernization Corp Special Fac Rev     
 1,000    5.00%, 11/01/2015    1,031 
     North Texas Tollway Auth Rev     
 1,055    1.95%, 01/01/2038    1,078 
 1,000    5.00%, 01/01/2030    1,167 
 3,000    6.00%, 01/01/2025    3,451 
     Tarrant County, TX, Cultural Education Fac     
 550    5.00%, 10/01/2034    605 
 1,000    6.25%, 11/15/2029    1,186 
     Texas State Municipal Gas Acquisition & Supply Cor     
 1,000    5.25%, 12/15/2017    1,107 
     Texas State Transportation Commission Turnpike System     
 550    5.00%, 08/15/2032 ☼    632 
     Texas State Transportation Commission Turnpike System Rev     
 635    1.25%, 08/15/2042    635 
     Travis County, TX, Health Fac, Querencia Barton Creek Project     
 1,000    5.65%, 11/15/2035    1,011 
         18,655 
     Vermont - 0.3%     
     Vermont State Econ DA Waste     
 600    4.75%, 04/01/2036 ■    603 
           
     Virginia - 0.3%     
     Virginia State Resources Auth Infrastructure     
 500    5.00%, 11/01/2024 ‡    571 
           
     Washington - 3.6%     
     FYI Properties, WA, Lease Rev     
 2,285    5.50%, 06/01/2034    2,684 
     Tobacco Settlement Auth, WA, Rev     
 1,500    5.00%, 06/01/2023    1,776 
     Washington State Health Care Fac Auth     
 1,820    5.00%, 03/01/2029    2,159 
         6,619 

     West Virginia - 0.8%          
     West Virginia State Econ DA Solid Waste Disposal Fac          
 1,500    2.25%, 01/01/2041         1,524 
                
     Wisconsin - 3.9%          
     Milwaukee County, WI, Airport Rev          
 1,705    5.00%, 12/01/2024         2,044 
     Wisconsin State          
 125    5.75%, 05/01/2033         148 
 865    6.00%, 05/01/2036         1,026 
     Wisconsin State Health & Educational Fac Auth Rev          
 2,265    5.00%, 02/15/2026         2,634 
 1,000    5.00%, 11/15/2027         1,211 
              7,063 
     Total Municipal Bonds          
     (Cost $168,380)       $179,993 
                
     Total Long-Term Investments          
     (Cost $168,380)        $179,993 
                
Short-Term Investments - 3.4%          
     Other Investment Pools and Funds - 3.4%          
 6,271    JP Morgan Tax Free Money Market Fund       $6,271 
                
     Total Short-Term Investments          
     (Cost $6,271)        $6,271 
                
     Total Investments          
     (Cost $174,651) ▲  101.6%  $186,264 
     Other Assets and Liabilities   (1.6)%   (3,023)
     Total Net Assets   100.0%  $183,241 

 

4
 

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

 

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

 

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

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

 

At January 31, 2015, the cost of securities for federal income tax purposes was $174,651 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $13,310 
Unrealized Depreciation   (1,697)
Net Unrealized Appreciation  $11,613 

 

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

 

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

 

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

 

Securities issued within terms of a private placement memorandum, exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise noted, these holdings are determined to be liquid. At January 31, 2015, the aggregate value of these securities was $3,207, which represents 1.8% of total net assets.

 

The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. Illiquid securities may lack a readily available market or their valuation has not changed for a certain period of time.

 

Period Acquired  Shares/ Par   Security  Cost Basis 
04/2007  $1,000   Stone Canyon, MO, Community Improvement Dist Rev, 0.00%, 04/01/2027  $990 

 

At January 31, 2015, the aggregate value of these securities was $480, which represents 0.3% of total net assets.

 

This security, or a portion of this security, was purchased on a when-issued or delayed-delivery basis. The cost of these securities was $5,763 at January 31, 2015.

 

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

 

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

 

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

 

   Pledged ‡   Received 
OTC swap contracts  $8,556   $ 
Total  $8,556   $ 

 

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

 

5
 

  

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

 

OTC Total Return Swap Contracts Outstanding at January 31, 2015

 

      Notional   Payments received  Expiration  Upfront
Premiums
   Upfront
Premiums
   Market   Unrealized
Appreciation/(Depreciation)
 
Reference Entity  Counterparty  Amount   (paid) by Fund  Date  Paid   Received   Value ╪   Asset   Liability 
CPURNSA  BCLY  USD7,550   (2.12)% Fixed  01/15/19  $   $   $(302)  $   $(302)
CPURNSA  BCLY  USD3,600   (1.86)% Fixed  01/15/20           (81)       (81)
CPURNSA  BCLY  USD7,000   (2.75)% Fixed  03/03/21           (786)       (786)
CPURNSA  BCLY  USD5,750   (2.98)% Fixed  03/08/26           (1,093)       (1,093)
CPURNSA  BNP  USD6,275   (1.07)% Fixed  02/03/17                    
CPURNSA  BNP  USD5,425   (1.53)% Fixed  01/15/18           (94)       (94)
CPURNSA  BOA  USD7,800   (2.45)% Fixed  03/22/17           (472)       (472)
CPURNSA  CBK  USD525   (2.34)% Fixed  04/15/18           (30)       (30)
CPURNSA  CBK  USD950   (2.45)% Fixed  11/07/34           (97)       (97)
CPURNSA  DEUT  USD7,450   (1.97)% Fixed  11/12/19           (186)       (186)
CPURNSA  DEUT  USD2,300   (2.48)% Fixed  07/15/23           (180)       (180)
CPURNSA  DEUT  USD1,850   (2.02)% Fixed  12/11/24           (39)       (39)
CPURNSA  JPM  USD8,925   0.05% Fixed  12/22/15           (24)       (24)
CPURNSA  JPM  USD7,000   (2.75)% Fixed  03/03/21           (786)       (786)
CPURNSA  JPM  USD7,000   (2.33)% Fixed  09/30/21           (515)       (515)
CPURNSA  JPM  USD6,800   (2.97)% Fixed  04/14/26           (1,282)       (1,282)
CPURNSA  MSC  USD1,525   (2.60)% Fixed  08/09/23           (139)       (139)
CPURNSA  UBS  USD5,250   (2.65)% Fixed  03/04/18           (407)       (407)
CPURNSA  UBS  USD7,800   (2.79)% Fixed  04/13/18           (704)       (704)
CPURNSA  UBS  USD7,000   (2.75)% Fixed  03/03/21           (786)       (786)
CPURNSA  UBS  USD5,750   (2.95)% Fixed  03/07/26           (1,051)       (1,051)
Total                $   $   $(9,054)  $   $(9,054)

  

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Counterparty Abbreviations:
BCLY Barclays
BNP BNP Paribas Securities Services
BOA Banc of America Securities LLC
CBK Citibank NA
DEUT Deutsche Bank Securities, Inc.
JPM JP Morgan Chase & Co.  
MSC Morgan Stanley
UBS UBS AG
 
Currency Abbreviations:
USD U.S. Dollar  
 
Index Abbreviations:
CPURNSA Consumer Price All Urban Non-Seasonally Adjusted
 
Municipal Bond Abbreviations:
DA Development Authority  
FA Finance Authority  
GO General Obligation  
ISD Independent School District
PA Port Authority  
Rev Revenue  
USD United School District  
   
Other Abbreviations:
OTC Over-the-Counter

 

Credit Exposure
as of January 31, 2015
     
Credit Rating *  Percentage of
Net Assets
 
Aaa/ AAA   2.5%
Aa/ AA   20.7 
A   46.6 
Baa/ BBB   15.5 
Ba/ BB   2.3 
B   0.8 
Not Rated   9.8 
Short-Term Instruments   3.4 
Other Assets and Liabilities   (1.6)
Total   100.0%

 

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

 

6
 

  

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

 

Investment Valuation Hierarchy Level Summary
January 31, 2015

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Municipal Bonds  $179,993   $   $179,993   $ 
Short-Term Investments   6,271    6,271         
Total  $186,264   $6,271   $179,993   $ 
Swaps - Total Return *  $   $   $   $ 
Total  $   $   $   $ 
Liabilities:                    
Swaps - Total Return *  $9,054   $   $9,054   $ 
Total  $9,054   $   $9,054   $ 

 

For the three-month period ended January 31, 2015, there were no transfers between Level 1 and Level 2.  
* Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

 

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

 

7
 

 

 

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

 

Shares or Principal Amount Market Value ╪
Common Stocks - 98.6% 
     Automobiles and Components - 1.5%     
 14   Cooper Tire & Rubber Co.   $501 
 238   Dana Holding Corp.    4,973 
 20   Gentherm, Inc. ●    732 
 150   Tenneco Automotive, Inc. ●    7,705 
 19   Tower International, Inc. ●    446 
         14,357 
     Banks - 2.6%     
 293   EverBank Financial Corp.    5,109 
 238   First Merchants Corp.    5,195 
 114   Flushing Financial Corp.    2,071 
 116   Great Western Bancorp, Inc. ●    2,340 
 410   MGIC Investment Corp. ●    3,495 
 74   Sandy Spring Bancorp, Inc.    1,824 
 99   Wintrust Financial Corp.    4,295 
         24,329 
     Capital Goods - 8.9%     
 85   A.O. Smith Corp.    5,075 
 219   AAON, Inc.    4,785 
 22   Aegion Corp. ●    340 
 165   Altra Industrial Motion Corp.    4,210 
 15   American Railcar Industries, Inc.    740 
 8   American Woodmark Corp. ●    319 
 9   Argan, Inc.    283 
 110   Astronics Corp. ●    6,103 
 125   AZZ, Inc.    5,260 
 45   Blount International, Inc. ●    704 
 86   Chart Industries, Inc. ●    2,455 
 22   Douglas Dynamics, Inc.    446 
 95   Enphase Energy, Inc. ●    1,172 
 39   Esterline Technologies Corp. ●    4,356 
 163   Generac Holdings, Inc. ●    7,134 
 17   Global Brass & Copper Holdings, Inc.    218 
 12   H & E Equipment Services, Inc.    205 
 96   Heico Corp.    5,822 
 22   Hyster-Yale Materials Handling, Inc.    1,372 
 72   Lennox International, Inc.    7,081 
 11   Lindsay Corp.    967 
 77   Meritor, Inc. ●    986 
 98   Moog, Inc. Class A ●    6,910 
 25   Polypore International, Inc. ●    1,122 
 8   Proto Laboratories, Inc. ●    489 
 3   Standex International Corp.    197 
 47   Taser International, Inc. ●    1,259 
 61   Teledyne Technologies, Inc. ●    5,755 
 81   Toro Co.    5,274 
 26   Trex Co., Inc. ●    1,089 
 10   Woodward, Inc.    450 
         82,578 
     Commercial and Professional Services - 3.6%     
 21   Barrett Business Services, Inc.    638 
 39   Brink's Co.    863 
 121   Deluxe Corp.    7,838 
 81   Exponent, Inc.    6,493 
 159   GP Strategies Corp. ●    5,294 
 34   Korn/Ferry International ●    981 
 6   Multi-Color Corp.    373 
 161   On Assignment, Inc. ●    5,661 
 21   Performant Financial Corp. ●    103 
 60   RPX Corp. ●   736 
 54   Sykes Enterprises, Inc. ●    1,226 
 7   UniFirst Corp.    841 
 52   Wageworks, Inc. ●    2,841 
         33,888 
     Consumer Durables and Apparel - 4.1%     
 125   Arctic Cat, Inc.    4,219 
 19   Ethan Allen Interiors, Inc.    517 
 23   Helen of Troy Ltd. ●    1,706 
 226   Kate Spade & Co. ●    7,127 
 52   Nautilus Group, Inc. ●    744 
 89   Oxford Industries, Inc.    5,002 
 7   Polaris Industries, Inc.    1,067 
 224   Quiksilver, Inc. ●    418 
 16   Skechers USA, Inc. Class A ●    935 
 203   Steven Madden Ltd. ●    6,979 
 160   Taylor Morrison Home Corp. ●    2,843 
 17   Vera Bradley, Inc. ●    325 
 277   Vince Holding Corp. ●    6,492 
         38,374 
     Consumer Services - 4.5%     
 24   American Public Education, Inc. ●    796 
 349   Bloomin' Brands, Inc. ●    8,636 
 9   Bridgepoint Education, Inc. ●    86 
 89   Brinker International, Inc.    5,191 
 40   Buffalo Wild Wings, Inc. ●    7,078 
 15   Capella Education Co.    992 
 188   Del Frisco's Restaurant Group, Inc. ●    3,728 
 18   Domino's Pizza, Inc.    1,743 
 10   Grand Canyon Education, Inc. ●    416 
 23   Hillenbrand, Inc.    729 
 220   Ignite Restaurant Group, Inc. ●    1,506 
 39   ITT Educational Services, Inc. ●    280 
 88   Marriott Vacations Worldwide Corp.    6,717 
 19   Outerwall, Inc. ●    1,204 
 13   Strayer Education, Inc. ●    851 
 31   Texas Roadhouse, Inc.    1,028 
 39   Weight Watchers International, Inc. ●    641 
         41,622 
     Diversified Financials - 1.4%     
 80   BGC Partners, Inc.    630 
 6   Credit Acceptance Corp. ●    977 
 80   Evercore Partners, Inc.    3,820 
 170   HFF, Inc.    5,790 
 9   Marcus & Millichap, Inc. ●    319 
 8   PRA Group, Inc. ●    376 
 16   World Acceptance Corp. ●    1,146 
         13,058 
     Energy - 2.3%     
 29   Alon USA Energy, Inc.    344 
 7   Carrizo Oil & Gas, Inc. ●    311 
 13   CVR Energy, Inc.    483 
 52   Diamondback Energy, Inc. ●    3,614 
 115   Forum Energy Technologies, Inc. ●    1,782 
 12   Geospace Technologies Corp. ●    284 
 7   Green Plains, Inc.    152 
 102   ION Geophysical Corp. ●    229 
 163   Jones Energy, Inc. ●    1,663 

 

1
 

 

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

 

Shares or Principal Amount Market Value ╪
Common Stocks - 98.6% - (continued) 
     Energy - 2.3% - (continued)     
 12   Matrix Service Co. ●   $227 
 53   Pacific Ethanol, Inc. ●    453 
 98   PBF Energy, Inc.    2,748 
 5   REX American Resources Corp. ●    255 
 96   Rosetta Resources, Inc. ●    1,633 
 212   RSP Permian, Inc. ●    5,694 
 136   Vaalco Energy, Inc. ●    753 
 30   Western Refining, Inc.    1,114 
         21,739 
     Food and Staples Retailing - 2.6%     
 10   Andersons (The), Inc.    427 
 119   Casey's General Stores, Inc.    10,853 
 56   Diplomat Pharmacy, Inc. ●    1,385 
 10   Fresh Market, Inc. ●    377 
 194   Natural Grocers by Vitamin Cottage, Inc. ●    5,975 
 63   PriceSmart, Inc.    5,125 
 53   Rite Aid Corp. ●    367 
         24,509 
     Food, Beverage and Tobacco - 1.6%     
 20   Cal-Maine Foods, Inc.    688 
 4   Diamond Foods, Inc. ●    88 
 35   Pilgrim's Pride Corp.    945 
 74   Post Holdings, Inc. ●    3,496 
 11   Sanderson Farms, Inc.    872 
 94   TreeHouse Foods, Inc. ●    8,513 
         14,602 
     Health Care Equipment and Services - 10.0%     
 14   Align Technology, Inc. ●    722 
 20   Anika Therapeutics, Inc. ●    793 
 14   Atrion Corp.    4,571 
 19   Centene Corp. ●    2,077 
 15   Computer Programs & Systems, Inc.    759 
 113   Corvel Corp. ●    3,737 
 92   Cyberonics, Inc. ●    5,117 
 202   Dexcom, Inc. ●    12,102 
 9   Ensign Group, Inc.    353 
 319   Globus Medical, Inc. ●    7,533 
 217   HealthSouth Corp.    9,569 
 35   Heartware International, Inc. ●    2,934 
 20   HMS Holdings Corp. ●    404 
 73   ICU Medical, Inc. ●    6,135 
 21   Magellan Health, Inc. ●    1,250 
 33   Meridian Bioscience, Inc.    566 
 23   Molina Healthcare, Inc. ●    1,176 
 6   Natus Medical, Inc. ●    226 
 160   Omnicell, Inc. ●    5,091 
 30   Orthofix International N.V. ●    912 
 83   Quality Systems, Inc.    1,347 
 30   Radnet, Inc. ●    237 
 144   Team Health Holdings ●    7,451 
 28   Triple-S Management Corp., Class B ●    662 
 156   U.S. Physical Therapy, Inc.    6,036 
 234   Vascular Solutions, Inc. ●    6,378 
 70   Wellcare Health Plans, Inc. ●    5,063 
         93,201 
     Household and Personal Products - 0.8%     
 8   Medifast, Inc. ●    250 
 193   Prestige Brands Holdings, Inc. ●    6,623 
 6   Usana Health Sciences, Inc. ●   628 
         7,501 
     Insurance - 1.4%     
 144   Amerisafe, Inc.    5,848 
 13   AmTrust Financial Services, Inc.    657 
 27   Greenlight Capital Re Ltd. Class A ●    835 
 142   James River Group Holdings Ltd. ●    3,043 
 70   Maiden Holdings Ltd.    880 
 24   Montpelier Re Holdings Ltd.    825 
 20   United Insurance Holdings Corp.    496 
 28   Universal Insurance Holdings, Inc.    655 
         13,239 
     Materials - 4.9%     
 14   Boise Cascade Co. ●    554 
 91   Cabot Corp.    3,841 
 17   Clearwater Paper Corp. ●    1,229 
 77   Gold Resource Corp.    270 
 788   Graphic Packaging Holding Co. ●    11,404 
 456   Headwaters, Inc. ●    6,426 
 477   Omnova Solutions, Inc. ●    3,272 
 93   Orion Engineered Carbons S. A.    1,511 
 11   P.H. Glatfelter Co.    258 
 246   PolyOne Corp.    8,759 
 100   Silgan Holdings, Inc.    5,156 
 6   Stepan Co.    223 
 126   Stillwater Mining Co. ●    1,717 
 30   US Silica Holdings, Inc.    747 
         45,367 
     Media - 0.1%     
 29   McClatchy Co. Class A ●    73 
 11   Shutterstock, Inc. ●    619 
         692 
     Pharmaceuticals, Biotechnology and Life Sciences - 13.3%     
 336   Achillion Pharmaceuticals, Inc. ●    4,986 
 175   Acorda Therapeutics, Inc. ●    7,279 
 129   Aerie Pharmaceuticals, Inc. ●    3,615 
 92   Affymetrix, Inc. ●    1,017 
 45   Agios Pharmaceuticals, Inc. ●    5,202 
 135   Alkermes plc ●    9,767 
 63   Alnylam Pharmaceuticals, Inc. ●    5,905 
 149   Anacor Pharmaceuticals, Inc. ●    5,603 
 11   ANI Pharmaceuticals, Inc. ●    597 
 7   Avalanche Biotechnologies, Inc. ●    262 
 196   BioCryst Pharmaceuticals, Inc. ●    2,000 
 268   Bruker Corp. ●    5,059 
 17   Cambrex Corp. ●    379 
 8   Cumberland Pharmaceuticals, Inc. ●    48 
 51   DepoMed, Inc. ●    939 
 57   Dyax Corp. ●    854 
 30   Emergent Biosolutions, Inc. ●    827 
 17   Enanta Pharmaceuticals, Inc. ●    756 
 127   Five Prime Therapeutics, Inc. ●    3,342 
 124   Glycomimetics, Inc. ●    911 
 165   Hyperion Therapeutics, Inc. ●    4,166 
 36   Impax Laboratories, Inc. ●    1,329 
 96   Infinity Pharmaceuticals, Inc. ●    1,478 
 14   Insys Therapeutics, Inc. ●    669 
 147   Ironwood Pharmaceuticals, Inc. ●    2,295 

 

2
 

 

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

 

Shares or Principal Amount Market Value ╪
Common Stocks - 98.6% - (continued) 
     Pharmaceuticals, Biotechnology and Life Sciences - 13.3% - (continued)     
 18   Isis Pharmaceuticals, Inc. ●   $1,247 
 20   Lannet, Inc. ●    963 
 16   Ligand Pharmaceuticals, Inc. Class B ●    929 
 185   Medicines Co. ●    5,297 
 140   Merrimack Pharmaceuticals, Inc. ●    1,316 
 43   Mimedx Group, Inc. ●    351 
 77   Nektar Therapeutics ●    1,130 
 31   Omeros Corp. ●    694 
 33   Ophthotech Corp. ●    1,868 
 157   PAREXEL International Corp. ●    9,566 
 280   PDL Biopharma, Inc.    2,039 
 132   Portola Pharmaceuticals, Inc. ●    3,760 
 76   Pozen, Inc. ●    524 
 85   PTC Therapeutics, Inc. ●    4,687 
 30   Puma Biotechnology, Inc. ●    6,436 
 15   Repligen Corp. ●    360 
 44   Sagent Pharmaceuticals, Inc. ●    1,124 
 126   Sciclone Pharmaceuticals, Inc. ●    928 
 63   Sucampo Pharmaceuticals, Inc. Class A ●    950 
 93   Tesaro, Inc. ●    3,761 
 64   Ultragenyx Pharmaceutical, Inc. ●    3,707 
 305   Xenoport, Inc. ●    2,540 
         123,462 
     Real Estate - 2.6%     
 89   Altisource Residential Corp.    1,597 
 89   Apollo Residential Mortgage, Inc. REIT    1,395 
 27   AVIV REIT, Inc.    1,070 
 116   Coresite Realty Corp. REIT    5,072 
 18   Forestar Group, Inc. ●    237 
 13   InfraREIT, Inc. ●    348 
 19   Inland Real Estate Corp. REIT    212 
 7   National Health Investors, Inc. REIT    486 
 35   Potlatch Corp. REIT    1,387 
 165   Ramco-Gershenson Properties Trust REIT    3,230 
 50   Sabra Healthcare REIT, Inc.    1,625 
 48   St. Joe Co. ●    775 
 368   Sunstone Hotel Investors, Inc. REIT    6,279 
         23,713 
     Retailing - 5.5%     
 32   ANN, Inc. ●    1,066 
 36   Buckle (The), Inc.    1,818 
 25   Build-A-Bear Workshop, Inc. ●    509 
 24   Burlington Stores, Inc. ●    1,177 
 20   Cato Corp.    860 
 108   Core-Mark Holding Co., Inc.    7,211 
 165   DSW, Inc.    5,866 
 20   Finish Line (The), Inc.    472 
 143   Five Below, Inc. ●    4,766 
 72   Francescas Holding Corp. ●    1,136 
 4   Hibbett Sports, Inc. ●    183 
 123   HSN, Inc.    9,517 
 10   Kirklands, Inc. ●    242 
 85   Nutrisystem, Inc.    1,508 
 34   Overstock.com, Inc. ●    768 
 423   Pier 1 Imports, Inc.    7,116 
 41   Select Comfort Corp. ●    1,226 
 135   Wayfair, Inc. ●    2,643 
 126   Zulily, Inc. ●    2,339 
 10   Zumiez, Inc. ●   375 
         50,798 
     Semiconductors and Semiconductor Equipment - 3.2%     
 24   Ambarella, Inc. ●    1,333 
 82   Amkor Technology, Inc. ●    523 
 19   Cypress Semiconductor Corp.    275 
 105   Integrated Device Technology, Inc. ●    1,929 
 84   Kulicke & Soffa Industries, Inc. ●    1,280 
 148   Nanometrics, Inc. ●    2,303 
 82   Qorvo, Inc. ●    6,038 
 84   Rambus, Inc. ●    940 
 131   SunEdison Semiconductor Ltd. ●    2,556 
 329   SunEdison, Inc. ●    6,158 
 181   SunPower Corp. ●    4,360 
 11   Synaptics, Inc. ●    876 
 16   Tessera Technologies, Inc.    611 
 64   Ultratech Stepper, Inc. ●    1,026 
         30,208 
     Software and Services - 18.2%     
 35   Angie's List, Inc. ●    159 
 175   Aspen Technology, Inc. ●    6,179 
 74   AVG Technologies N.V. ●    1,470 
 181   Bankrate, Inc. ●    2,263 
 10   Barracuda Networks, Inc. ●    328 
 20   Blackhawk Network Holdings, Inc. ●    678 
 62   CACI International, Inc. Class A ●    5,256 
 73   Carbonite, Inc. ●    1,095 
 106   Cass Information Systems, Inc.    4,630 
 25   Cimpress N.V. ●    1,974 
 53   comScore, Inc. ●    2,191 
 14   Constant Contact, Inc. ●    523 
 60   CSG Systems International, Inc.    1,471 
 47   Cvent, Inc. ●    1,162 
 47   Demandware, Inc. ●    2,516 
 32   Dice Holdings, Inc. ●    268 
 156   Ellie Mae, Inc. ●    6,891 
 20   Envestnet, Inc. ●    1,005 
 22   EPAM Systems, Inc. ●    1,098 
 95   ePlus, Inc. ●    6,387 
 6   Euronet Worldwide, Inc. ●    268 
 263   Everyday Health, Inc. ●    3,646 
 198   Exlservice Holdings, Inc. ●    5,816 
 110   Fair Isaac, Inc.    7,871 
 512   Five9, Inc. ●    2,013 
 221   Fleetmatics Group Ltd. ●    7,828 
 41   Global Cash Access, Inc. ●    268 
 154   Heartland Payment Systems, Inc.    7,666 
 37   Infoblox, Inc. ●    684 
 122   j2 Global, Inc.    6,986 
 27   Logmein, Inc. ●    1,274 
 182   Manhattan Associates, Inc. ●    8,127 
 129   Marketo, Inc. ●    4,440 
 31   MAXIMUS, Inc.    1,739 
 361   Model N, Inc. ●    3,863 
 164   Netscout Systems, Inc. ●    5,889 
 10   NIC, Inc.    166 
 72   Pegasystems, Inc.    1,411 
 211   PTC, Inc. ●    7,056 
 125   Q2 Holdings, Inc. ●    2,229 

 

3
 

 

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

 

Shares or Principal Amount Market Value ╪
Common Stocks - 98.6% - (continued) 
     Software and Services - 18.2% - (continued)     
 114   Qualys, Inc. ●   $4,335 
 21   Science Applications International Corp.    1,010 
 32   Solarwinds, Inc. ●    1,541 
 102   Solera Holdings, Inc.    5,282 
 47   SS&C Technologies Holdings, Inc.    2,607 
 6   Stamps.com, Inc. ●    269 
 8   Syntel, Inc. ●    337 
 56   Take-Two Interactive Software, Inc. ●    1,664 
 105   Tyler Corp. ●    11,094 
 65   VASCO Data Security International, Inc. ●    1,400 
 55   Verint Systems, Inc. ●    2,915 
 123   WebMD Health Corp. ●    4,776 
 61   WEX, Inc. ●    5,614 
         169,628 
     Technology Hardware and Equipment - 3.2%     
 23   Alliance Fiber Optic Product, Inc.    326 
 283   Aruba Networks, Inc. ●    4,695 
 164   CDW Corp. of Delaware    5,614 
 159   Ciena Corp. ●    2,950 
 16   Clearfield, Inc. ●    191 
 22   Comtech Telecommunications Corp.    722 
 13   DTS, Inc. ●    363 
 61   FEI Co.    5,014 
 23   Infinera Corp. ●    366 
 27   Methode Electronics, Inc.    962 
 4   Osi Systems, Inc. ●    299 
 29   Polycom, Inc. ●    390 
 208   Quantum Corp. ●    328 
 248   Sonus Networks, Inc. ●    4,727 
 106   Ubiquiti Networks, Inc.    2,776 
         29,723 
     Telecommunication Services - 0.2%     
 117   Cincinnati Bell, Inc. ●    344 
 22   IDT Corp. Class B    468 
 50   Inteliquent, Inc.    842 
         1,654 
     Transportation - 2.1%     
 8   Alaska Air Group, Inc.    543 
 5   Allegiant Travel Co.    852 
 20   ArcBest Corp.    753 
 172   Celadon Group, Inc.    4,087 
 43   Hawaiian Holdings, Inc. ●    836 
 21   JetBlue Airways Corp. ●    353 
 141   Marten Transport Ltd.    2,881 
 10   Matson, Inc.    354 
 19   Spirit Airlines, Inc. ●    1,416 
 300   Swift Transportation Co. ●    7,364 
         19,439 
     Total Common Stocks     
     ( Cost $813,128)   $917,681 
           
Warrants - 0.0% 
     Diversified Financials - 0.0%     
 2   Imperial Holdings, Inc. ⌂   $ 
           
     Total Warrants     
     (Cost $–)   $ 
           
     Total Long-Term Investments     
     (Cost $813,128)   $917,681 
           
Short-Term Investments - 1.5%     
Repurchase Agreements - 1.5%    
     Bank of America Merrill Lynch Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $14, collateralized by U.S. Treasury
Note 0.88%, 2017, value of $14)
     
$14    0.04%, 1/31/15   $14 
     Bank of America Merrill Lynch TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $590, collateralized by FHLMC 3.50%
- 4.00%, 2032 - 2045, FNMA 1.83% - 4.50%,
2025 - 2045, value of $601)
     
 590    0.06%, 1/31/15    590 
     Bank of Montreal TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$4,277, collateralized by U.S. Treasury Bill
0.04% - 0.25%, 2015 - 2016, U.S. Treasury
Bond 3.00% - 9.88%, 2015 - 2044, U.S.
Treasury Note 0.25% - 4.63%, 2015 - 2022,
value of $4,363)
     
 4,277    0.05%, 1/31/15    4,277 
     Bank of Montreal TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $996,
collateralized by FHLMC 2.00% - 5.50%, 2022 -
2044, FNMA 3.00% - 4.00%, 2022 - 2042,
GNMA 3.00%, 2043, U.S. Treasury Bill 0.25%,
2016, U.S. Treasury Note 0.75% - 2.50%, 2017 -
2024, value of $1,016)
     
 996    0.06%, 1/31/15    996 
     Barclays Capital TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$2,849, collateralized by U.S. Treasury Note
1.50% - 2.00%, 2016 - 2023, value of $2,906)
     
 2,849    0.04%, 1/31/15    2,849 
     Citigroup Global Markets, Inc. TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $1,852, collateralized by U.S.
Treasury Bond 3.75% - 4.50%, 2038 - 2043,
value of $1,889)
     
 1,852    0.05%, 1/31/15    1,852 
     Deutsche Bank Securities TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $162, collateralized by FHLMC 2.50%
- 6.50%, 2020 - 2041, FNMA 2.50% - 6.50%,
2016 - 2047, GNMA 3.50%, 2045, U.S. Treasury
Bill 0.07% - 0.25%, 2015 - 2016, U.S. Treasury
Bond 2.38% - 5.38%, 2027 - 2043, U.S.
Treasury Note 0.13% - 4.63%, 2015 - 2024,
value of $166)
     
 162    0.05%, 1/31/15    162 

 

4
 

 

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

 

Shares or Principal Amount Market Value ╪
Short-Term Investments - 1.5% - (continued)          
Repurchase Agreements - 1.5% - (continued)          
     Royal Bank of Scotland TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $681, collateralized by U.S. Treasury
Bond 8.13%, 2019, U.S. Treasury Note 2.38% -
3.63%, 2020 - 2024, value of $695)
          
$681    0.06%, 1/31/15       $681 
     Societe Generale TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $42,
collateralized by U.S. Treasury Note 0.75% -
2.63%, 2016 - 2017, value of $43)
          
 42    0.06%, 1/31/15         42 
     TD Securities TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of
$2,543, collateralized by FHLMC 3.00% - 4.00%,
2026 - 2043, FNMA 2.50% - 5.00%, 2025 -
2044, value of $2,593)
          
 2,543    0.07%, 1/31/15         2,543 
             14,006 
     Total Short-Term Investments          
     (Cost $14,006)        $14,006 
                
     Total Investments          
    (Cost $827,134) ▲    100.1%  $931,687 
     Other Assets and Liabilities    (0.1)%   (501)
     Total Net Assets    100.0%  $931,186 

 

5
 

 

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

 

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

 

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

 

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

 

At January 31, 2015, the cost of securities for federal income tax purposes was $829,781 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

 

Unrealized Appreciation  $137,648 
Unrealized Depreciation   (35,742)
Net Unrealized Appreciation  $101,906 

 

Non-income producing.

 

The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale.  Illiquid securities may lack a readily available market or their valuation has not changed for a certain period of time.

 

Period Acquired  Shares/ Par   Security  Cost Basis 
12/2015   2   Imperial Holdings, Inc. Warrants  $ 

 

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

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Other Abbreviations:
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
GNMA Government National Mortgage Association
REIT Real Estate Investment Trust

 

Diversification by Sector

as of January 31, 2015

Sector  Percentage of
Net Assets
 
Equity Securities     
Consumer Discretionary   15.7%
Consumer Staples   5.0 
Energy   2.3 
Financials   8.0 
Health Care   23.3 
Industrials   14.6 
Information Technology   24.6 
Materials   4.9 
Services   0.2 
Total   98.6%
Short-Term Investments   1.5 
Other Assets and Liabilities   (0.1)
Total   100.0%

 

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

  

6
 

 

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

 

Investment Valuation Hierarchy Level Summary

January 31, 2015

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks ‡  $917,681   $917,681   $   $ 
Warrants                
Short-Term Investments   14,006        14,006     
Total  $931,687   $917,681   $14,006   $ 

 

For the three-month period ended January 31, 2015, there were no transfers between Level 1 and Level 2.

The Fund has all or primarily all of the equity securities categorized in a particular level.  Refer to the Schedule of Investments for further industry breakout.

 

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

 

7
 

 

 

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

 

Shares or Principal Amount  Market Value ╪ 

Common Stocks - 99.1%

     
     Banks - 2.8%     
 83   PNC Financial Services Group, Inc.   $7,020 
 28   South State Corp.    1,678 
         8,698 
     Capital Goods - 5.9%     
 18   Alliant Techsystems, Inc.    2,280 
 49   Eaton Corp. plc    3,066 
 68   Generac Holdings, Inc. ●    2,970 
 18   Raytheon Co.    1,761 
 132   Rexel S.A.    2,470 
 16   Sulzer AG    1,730 
 59   WESCO International, Inc. ●    3,920 
         18,197 
     Commercial and Professional Services - 1.6%     
 246   Knoll, Inc.    5,042 
           
     Consumer Durables and Apparel - 3.2%     
 75   D.R. Horton, Inc.    1,832 
 123   Electrolux AB Series B    3,800 
 37   Lennar Corp.    1,639 
 136   Vera Bradley, Inc. ●    2,599 
         9,870 
     Consumer Services - 2.8%     
 71   Las Vegas Sands Corp.    3,882 
 74   Melco PBL Entertainment Ltd. ADR    1,764 
 27   Norwegian Cruise Line Holdings Ltd. ●    1,195 
 357   Sands China Ltd.    1,739 
         8,580 
     Diversified Financials - 9.7%     
 145   Citigroup, Inc.    6,820 
 211   JP Morgan Chase & Co.    11,479 
 80   Julius Baer Group Ltd.    3,273 
 64   Northern Trust Corp.    4,192 
 76   Raymond James Financial, Inc.    4,004 
 74   Solar Cayman Ltd. ⌂■●†    5 
         29,773 
     Energy - 13.3%     
 46   Baker Hughes, Inc.    2,685 
 176   Cabot Oil & Gas Corp.    4,671 
 113   Cameco Corp.    1,584 
 140   Canadian Natural Resources Ltd. ADR    4,066 
 17   Chevron Corp.    1,692 
 238   Cobalt International Energy, Inc. ●    2,167 
 25   Diamondback Energy, Inc. ●    1,732 
 110   Halliburton Co.    4,391 
 85   HollyFrontier Corp.    3,050 
 60   National Oilwell Varco, Inc.    3,243 
 20   Pioneer Natural Resources Co.    3,059 
 82   QEP Resources, Inc.    1,654 
 235   Southwestern Energy Co. ●    5,821 
 267   Trican Well Service Ltd.    1,031 
         40,846 
     Food and Staples Retailing - 2.6%     
 95   Wal-Mart Stores, Inc.    8,031 
           
     Food, Beverage and Tobacco - 3.8%     
 170   Imperial Tobacco Group plc    8,001 
 21   Ingredion, Inc.    1,672 
 567   Treasury Wine Estates Ltd.    2,156 
         11,829 
     Health Care Equipment and Services - 0.8%     
 28   Aetna, Inc.    2,613 
           
     Insurance - 8.4%     
 145   American International Group, Inc.    7,063 
 248   MetLife, Inc.    11,543 
 156   Principal Financial Group, Inc.    7,328 
         25,934 
     Materials - 7.2%     
 27   Allegheny Technologies, Inc.    776 
 56   Cabot Corp.    2,384 
 96   Celanese Corp.    5,141 
 149   Constellium N.V. ●    2,736 
 107   Huntsman Corp.    2,354 
 113   Reliance Steel & Aluminum    5,897 
 68   Rio Tinto plc ADR    3,004 
         22,292 
     Media - 1.1%     
 136   Quebecor, Inc.    3,419 
           
     Pharmaceuticals, Biotechnology and Life Sciences - 9.1%     
 101   Almirall S.A. ●    1,770 
 32   AstraZeneca plc ADR    2,273 
 119   Bristol-Myers Squibb Co.    7,143 
 214   Merck & Co., Inc.    12,893 
 64   Tesaro, Inc. ●    2,563 
 13   Vertex Pharmaceuticals, Inc. ●    1,454 
         28,096 
     Real Estate - 7.9%     
 25   AvalonBay Communities, Inc. REIT    4,341 
 26   Boston Properties, Inc. REIT    3,562 
 136   Columbia Property Trust, Inc.    3,331 
 77   Equity Lifestyle Properties, Inc. REIT    4,188 
 57   Plum Creek Timber Co., Inc. REIT    2,519 
 26   Realogy Holdings Corp. ●    1,202 
 9   SL Green Realty Corp. REIT    1,185 
 157   Two Harbors Investment Corp. REIT    1,617 
 67   Weyerhaeuser Co. REIT    2,389 
         24,334 
     Retailing - 1.1%     
 572   Allstar Co. ⌂●†    529 
 65   GNC Holdings, Inc.    2,893 
         3,422 
     Semiconductors and Semiconductor Equipment - 2.3%     
 108   Maxim Integrated Products, Inc.    3,577 
 3   Samsung Electronics Co., Ltd.    3,448 
         7,025 
     Software and Services - 3.5%     
 137   Activision Blizzard, Inc.    2,856 
 10   Google, Inc. Class A ●    5,483 
 54   Teradata Corp. ●    2,397 
         10,736 
     Technology Hardware and Equipment - 5.2%     
 106   Arris Group, Inc. ●    2,785 
 343   Cisco Systems, Inc.    9,035 

 

1
 

 

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

 

Shares or Principal Amount      Market Value ╪ 
Common Stocks - 99.1% - (continued)          
     Technology Hardware and Equipment - 5.2% - (continued)          
 162   EMC Corp.        $4,197 
              16,017 
     Telecommunication Services - 1.6%          
 283   NTT DoCoMo, Inc.         4,774 
                
     Transportation - 1.1%          
 33   United Parcel Service, Inc. Class B         3,233 
                
     Utilities - 4.1%          
 81   PG&E Corp.         4,769 
 513   Snam S.p.A.         2,508 
 144   Xcel Energy, Inc.         5,420 
              12,697 
     Total Common Stocks          
     (Cost $303,497)        $305,458 
                
     Total Long-Term Investments          
     (Cost $303,497)        $305,458 
                
Short-Term Investments - 0.1%          
Repurchase Agreements - 0.1%          
     Bank of America Merrill Lynch Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $–, collateralized by U.S. Treasury
Note 0.88%, 2017, value of $–)
          
$    0.04%, 1/31/15        $ 
     Bank of America Merrill Lynch TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $16, collateralized by FHLMC 3.50% -
4.00%, 2032 - 2045, FNMA 1.83% - 4.50%,
2025 - 2045, value of $16)
          
 16    0.06%, 1/31/15         16 
     Bank of Montreal TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $115,
collateralized by U.S. Treasury Bill 0.04% -
0.25%, 2015 - 2016, U.S. Treasury Bond 3.00%
- 9.88%, 2015 - 2044, U.S. Treasury Note 0.25%
- 4.63%, 2015 - 2022, value of $117)
          
 115    0.05%, 1/31/15         115 
     Bank of Montreal TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $27,
collateralized by FHLMC 2.00% - 5.50%, 2022 -
2044, FNMA 3.00% - 4.00%, 2022 - 2042,
GNMA 3.00%, 2043, U.S. Treasury Bill 0.25%,
2016, U.S. Treasury Note 0.75% - 2.50%, 2017 -
2024, value of $27)
          
 27    0.06%, 1/31/15         27 
     Barclays Capital TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $76,
collateralized by U.S. Treasury Note 1.50% -
2.00%, 2016 - 2023, value of $78)
          
 76    0.04%, 1/31/15         76 
     Citigroup Global Markets, Inc. TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $50, collateralized by U.S. Treasury
Bond 3.75% - 4.50%, 2038 - 2043, value of $51)
          
 50    0.05%, 1/31/15         50 
     Deutsche Bank Securities TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $4, collateralized by FHLMC 2.50% -
6.50%, 2020 - 2041, FNMA 2.50% - 6.50%,
2016 - 2047, GNMA 3.50%, 2045, U.S. Treasury
Bill 0.07% - 0.25%, 2015 - 2016, U.S. Treasury
Bond 2.38% - 5.38%, 2027 - 2043, U.S.
Treasury Note 0.13% - 4.63%, 2015 - 2024,
value of $4)
          
 4    0.05%, 1/31/15         4 
     Royal Bank of Scotland TriParty Repurchase
Agreement (maturing on 02/02/2015 in the
amount of $18, collateralized by U.S. Treasury
Bond 8.13%, 2019, U.S. Treasury Note 2.38% -
3.63%, 2020 - 2024, value of $19)
          
 18    0.06%, 1/31/15         18 
     Societe Generale TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $1,
collateralized by U.S. Treasury Note 0.75% -
2.63%, 2016 - 2017, value of $1)
          
 1    0.06%, 1/31/15         1 
     TD Securities TriParty Repurchase Agreement
(maturing on 02/02/2015 in the amount of $68,
collateralized by FHLMC 3.00% - 4.00%, 2026 -
2043, FNMA 2.50% - 5.00%, 2025 - 2044, value
of $69)
          
 68   0.07%, 1/31/15         68 
              375 
     Total Short-Term Investments          
     (Cost $375)        $375 
                
     Total Investments          
     (Cost $303,872) ▲   99.2%  $305,833 
     Other Assets and Liabilities   0.8%   2,422 
     Total Net Assets   100.0%  $308,255 

 

2
 

 

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

  

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

 

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

 

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


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

 

At January 31, 2015, the cost of securities for federal income tax purposes was $304,881 and the aggregate gross unrealized appreciation and depreciation based on that cost were:

  

Unrealized Appreciation   $24,740 
Unrealized Depreciation    (23,788)
Net Unrealized Appreciation   $952 

  

These securities were valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At January 31, 2015, the aggregate fair value of these securities was $534, which represents 0.2% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

 

Non-income producing.

 

Securities issued within terms of a private placement memorandum, exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise noted, these holdings are determined to be liquid. At January 31, 2015, the aggregate value of these securities was $5, which rounds to zero percent of total net assets.

 

The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale.  Illiquid securities may lack a readily available market or their valuation has not changed for a certain period of time.

 

Period Acquired  Shares/ Par   Security  Cost Basis 
08/2011   572   Allstar Co.  $249 
03/2007   74   Solar Cayman Ltd.  - 144A  22 

 

At January 31, 2015, the aggregate value of these securities was $534, which represents 0.2% of total net assets.

 

Foreign Currency Contracts Outstanding at January 31, 2015

 

                    Unrealized Appreciation/(Depreciation) 
Currency  Buy / Sell  Delivery Date  Counterparty  Contract Amount   Market Value ╪   Asset   Liability 
CAD  Sell  02/02/2015  RBC  $14   $14   $   $ 
EUR  Buy  03/18/2015  BOA   4,318    4,205        (113)
EUR  Sell  03/18/2015  NAB   16,573    15,123    1,450     
JPY  Sell  03/18/2015  GSC   3,999    4,075        (76)
Total                      $1,450   $(189)

 

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

 

3
 

  

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
 
Counterparty Abbreviations:
BOA Banc of America Securities LLC
GSC Goldman Sachs & Co.
NAB National Australia Bank Limited
RBC RBC Dominion Securities, Inc.
 
Currency Abbreviations:
CAD Canadian Dollar  
EUR EURO  
JPY Japanese Yen  
 
Other Abbreviations:
ADR American Depositary Receipt
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
GNMA Government National Mortgage Association
REIT Real Estate Investment Trust

  

Diversification by Sector
as of January 31, 2015

 

Sector  Percentage of
Net Assets
 
Equity Securities     
Consumer Discretionary   8.2%
Consumer Staples   6.4 
Energy   13.3 
Financials   28.8 
Health Care   9.9 
Industrials   8.6 
Information Technology   11.0 
Materials   7.2 
Services   1.6 
Utilities   4.1 
Total   99.1%
Short-Term Investments   0.1 
Other Assets and Liabilities   0.8 
Total   100.0%

 

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

 

4
 

  

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

 

Investment Valuation Hierarchy Level Summary
January 31, 2015

 

   Total   Level 1 ♦   Level 2 ♦   Level 3 
Assets:                    
Common Stocks                    
Banks   $8,698   $8,698   $   $ 
Capital Goods    18,197    13,997    4,200     
Commercial and Professional Services    5,042    5,042         
Consumer Durables and Apparel    9,870    6,070    3,800     
Consumer Services    8,580    6,841    1,739     
Diversified Financials    29,773    26,495    3,273    5 
Energy    40,846    40,846         
Food and Staples Retailing    8,031    8,031         
Food, Beverage and Tobacco    11,829    1,672    10,157     
Health Care Equipment and Services    2,613    2,613         
Insurance    25,934    25,934         
Materials    22,292    22,292         
Media    3,419    3,419         
Pharmaceuticals, Biotechnology and Life Sciences    28,096    26,326    1,770     
Real Estate    24,334    24,334         
Retailing    3,422    2,893        529 
Semiconductors and Semiconductor Equipment    7,025    3,577    3,448     
Software and Services    10,736    10,736         
Technology Hardware and Equipment    16,017    16,017         
Telecommunication Services    4,774        4,774     
Transportation    3,233    3,233         
Utilities    12,697    10,189    2,508     
Total    305,458    269,255    35,669    534 
Short-Term Investments   375        375     
Total   $305,833   $269,255   $36,044   $534 
Foreign Currency Contracts*   $1,450   $   $1,450   $ 
Total   $1,450   $   $1,450   $ 
Liabilities:                    
Foreign Currency Contracts*   $189   $   $189   $ 
Total   $189   $   $189   $ 

 

For the three-month period ended January 31, 2015, there were no transfers between Level 1 and Level 2.  
* Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

 

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

 

   Balance as
of October
31, 2014
   Realized
Gain (Loss)
   Change in
Unrealized
Appreciation
(Depreciation)
   Net
Amortization
   Purchases   Sales   Transfers
Into
Level 3
   Transfers
Out of
Level 3
   Balance as
of January 31,
2015
 
Assets:                                             
Common Stocks   $490   $   $44*  $   $   $   $   $   $534 
Total   $490   $   $44   $   $   $   $   $   $534 

 

*Change in unrealized appreciation (depreciation) in the current period relating to assets still held at January 31, 2015 was $44.

 

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

 

5
 

 

Item 2. Controls and Procedures.

 

(a) The registrant’s principal executive and principal financial officers, or persons performing similar functions, have concluded that the registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the “1940 Act”) (17 CFR 270.30a-3(c))) are generally effective to provide reasonable assurance, as of a date within 90 days of the filing date of the report that includes the disclosure required by this paragraph, based on their evaluation of these controls and procedures required by Rule 30a-3(b) under the 1940 Act (17 CFR 270.30a-3(b)) and Rules 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934, as amended (17 CFR 240.13a-15(b) or 240.15d-15(b)).

 

(b) There were no changes in the registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act (17 CFR 270.30a-3(d)) that occurred during the registrant’s last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the registrant’s internal control over financial reporting.

 

Item 3. Exhibits.

 

(a)Separate certifications for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the 1940 Act (17 CFR 270.30a-2(a)) are attached herewith.

 

 
 

 

SIGNATURES

 

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

 

  THE HARTFORD MUTUAL FUNDS II, INC.
     
Date:  March 13, 2015 By: /s/ James E. Davey
    James E. Davey
    President and Chief Executive Officer

 

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

 

Date:  March 13, 2015 By: /s/ James E. Davey
    James E. Davey
    President and Chief Executive Officer
     
Date:  March 13, 2015 By: /s/ Mark A. Annoni
    Mark A. Annoni
    Vice President, Treasurer and Controller