UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-CSR
CERTIFIED SHAREHOLDER REPORT OF REGISTERED MANAGEMENT INVESTMENT
COMPANIES
Investment Company Act file number: 811-08629
HARTFORD SERIES FUND, INC.
(Exact name of registrant as specified in charter)
690 Lee Road, Wayne, Pennsylvania 19087
(Address of Principal Executive Offices) (Zip Code)
Thomas R. Phillips, Esquire
Hartford Funds Management Company, LLC
690 Lee Road
Wayne, Pennsylvania 19087
(Name and Address of Agent for Service)
Registrant’s telephone number, including area code: (610) 386-4068
Date of fiscal year end: December 31
Date of reporting period: June 30, 2020
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.
Item 1. Reports to Stockholders.
A MESSAGE FROM THE PRESIDENT
Dear Shareholders:
Thank you for investing in Hartford HLS Funds. The following is the Funds’ Semi-Annual Report covering the period from January 1, 2020 to June 30, 2020.
Market Review
During the six months ended June 30, 2020, U.S. stocks, as measured by the S&P 500 Index,1 lost 3.08%. The uncertainty surrounding the ongoing coronavirus
(COVID-19) pandemic continued to whipsaw markets throughout the period. As world leaders grappled with a changed world of social distancing measures, business closures, and other mitigation efforts, investors endured alternating cycles of fear, guarded optimism, and renewed uncertainty.
In mid-March, investors fled equity and fixed-income markets as rising infection and unemployment rates spurred a global recession and an end to the longest bull market in U.S. economic history. Then, starting in late April 2020, U.S. markets staged a surprising recovery, as many investors seemed to think the worst of the pandemic had peaked. By mid-spring, many state and local governments began to gradually lift stay-at-home orders and allow shuttered businesses to re-open, all of which helped fuel the market comeback.
The mid-spring market bounce-back seemed supported, in no small part, by the unprecedented rescue efforts launched by central banks, including the U.S. Federal Reserve (Fed). In adopting a vigorous “whatever-it-takes” strategy, the Fed acted to inject liquidity into markets by reducing interest rates to near zero, and by pledging nearly $2.3 trillion in purchases of a wide range of U.S. securities.
On the fiscal side, the U.S. government unveiled a series of policy initiatives, including a $2 trillion economic stimulus package enacted on March 27, 2020. A multi-billion-dollar small-business loan program included within the package was quickly depleted by a crush of applicants, requiring a subsequent second round of small-business loan financing.
As the period ended, efforts by U.S. lawmakers to extend or expand fiscal stimulus support appeared to stall from a lack of consensus. For his part, Fed Chair Jerome Powell pledged continued central bank support, but his somewhat pessimistic year-end projection of 9.3% for the nation’s unemployment rate also weighed heavily on late-period market sentiment.
By late May, the U.S. passed the grim milestone of 100,000 coronavirus deaths, more than any other single nation. Racial injustice protests in the U.S. and abroad added to a sense of widespread civic unease. And a late June 2020 COVID-19 post- Memorial Day surge particularly in Latin America and across the U.S. Sun Belt states, triggered a return of market volatility.
With a COVID-19 vaccine still thought to be months away at best, and with a volatile U.S. presidential election looming, the road ahead may seem daunting. In these unprecedented times, it’s more important than ever to maintain a strong relationship with your financial professional.
Thank you again for investing in Hartford HLS Funds. For the most up-to-date information on our funds, please take advantage of all the resources available at hartfordfunds.com.
James Davey
President
Hartford HLS Funds
1 | S&P 500 Index is a market capitalization-weighted price index composed of 500 widely held common stocks. |
| The index is unmanaged and not available for direct investment. Past performance is not indicative of future results. |
Hartford HLS Funds
Table of Contents
|
Hartford Balanced HLS Fund |
Fund Overview
June 30, 2020 (Unaudited)
| | |
Inception 03/31/1983 Sub-advised by Wellington Management Company LLP | | Investment objective – The Fund seeks long-term total return. |
Average Annual Total Returns
for the Periods Ending 06/30/2020
| | | | | | | | | | | | | | | | |
| | Six Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class IA | | | -2.81% | | | | 5.18% | | | | 6.53% | | | | 9.43% | |
Class IB | | | -2.92% | | | | 4.88% | | | | 6.26% | | | | 9.16% | |
60% S&P 500 Index/ 35% Bloomberg Barclays Government/Credit Bond Index/ 5% ICE BofAML US 3-Month Treasury Bill Index2 | | | 1.06% | | | | 8.65% | | | | 8.41% | | | | 10.02% | |
S&P 500 Index | | | -3.08% | | | | 7.51% | | | | 10.73% | | | | 13.99% | |
Bloomberg Barclays Government/Credit Bond Index | | | 7.21% | | | | 10.02% | | | | 4.74% | | | | 4.13% | |
ICE BofAML US 3-Month Treasury Bill Index | | | 0.60% | | | | 1.64% | | | | 1.19% | | | | 0.64% | |
2 | Calculated by Hartford Funds Management Company, LLC |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on June 30, 2020, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
Performance information may reflect historical or current waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.
As shown in the Fund’s current prospectus, the gross expense ratios are as follows: 0.66% (Class IA) and 0.91% (Class IB). The net expense ratios as shown in the Fund’s current prospectus are as follows: 0.63% (Class IA) and 0.88% (Class IB). Gross expenses do not reflect fee waiver arrangements. Net expenses reflect such arrangements, which remain in effect until April 30, 2021 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2020.
The Fund is closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.
Important Risks
Investing involves risk, including the possible loss of principal. The Fund seeks to achieve its investment objective by allocating assets among different asset classes. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •Fixed income security risks include credit, liquidity, call, duration, event, and interest-rate risk. As interest rates rise, bond prices generally fall. •Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. •Obligations of
U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. •Mortgage-related and asset-backed securities’ risks include credit, interest-rate, prepayment, and extension risk.
Composition by Security Type(1)
as of 06/30/2020
| | | | |
Category | | Percentage of Net Assets | |
Equity Securities | |
Common Stocks | | | 67.4 | % |
| | | | |
Total | | | 67.4 | % |
| | | | |
Fixed Income Securities | | | | |
Asset & Commercial Mortgage-Backed Securities | | | 2.7 | % |
Corporate Bonds | | | 17.4 | |
Foreign Government Obligations | | | 0.5 | |
Municipal Bonds | | | 1.0 | |
U.S. Government Agencies(2) | | | 1.1 | |
U.S. Government Securities | | | 8.5 | |
| | | | |
Total | | | 31.2 | % |
| | | | |
Short-Term Investments | | | 1.4 | |
Other Assets & Liabilities | | | 0.0 | * |
| | | | |
Total | | | 100.0 | % |
| | | | |
* | Percentage rounds to zero. |
(1) | For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
(2) | All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage-backed securities as of June 30, 2020. |
|
Hartford Capital Appreciation HLS Fund |
Fund Overview
June 30, 2020 (Unaudited)
| | |
Inception 04/02/1984 Sub-advised by Wellington Management Company LLP | | Investment objective – The Fund seeks growth of capital. |
Average Annual Total Returns
for the Periods Ending 06/30/2020
| | | | | | | | | | | | | | | | |
| | Six Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class IA | | | -3.47% | | | | 4.31% | | | | 8.07% | | | | 11.88% | |
Class IB | | | -3.58% | | | | 4.07% | | | | 7.80% | | | | 11.60% | |
Class IC | | | -3.70% | | | | 3.80% | | | | 7.54% | | | | 11.32% | |
Russell 3000 Index | | | -3.48% | | | | 6.53% | | | | 10.03% | | | | 13.72% | |
S&P 500 Index | | | -3.08% | | | | 7.51% | | | | 10.73% | | | | 13.99% | |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on June 30, 2020, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
Class IC shares commenced operations on April 30, 2014. Class IC shares performance prior to that date reflects Class IA shares performance adjusted to reflect the 12b-1 fee of 0.25% and the administrative services fee of 0.25% applicable to Class IC shares. The performance after such date reflects actual Class IC shares performance.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
As shown in the Fund’s current prospectus, the total annual fund operating expense ratios for Class IA, Class IB and Class IC were 0.67%, 0.92% and 1.17%, respectively. Gross and net expenses are the same. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2020.
The Fund is closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.
Important Risks
Investing involves risk, including the possible loss of principal. The Fund’s strategy for allocating assets among portfolio management teams may not work as intended. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •Small- and mid-cap securities can have greater risks and volatility than large-cap securities. •Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks are generally greater for investments in emerging markets. •The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur.
Composition by Sector(1)
as of 06/30/2020
| | | | |
Sector | | Percentage of Net Assets | |
Equity Securities | |
Communication Services | | | 7.8 | % |
Consumer Discretionary | | | 12.9 | |
Consumer Staples | | | 11.7 | |
Energy | | | 0.9 | |
Financials | | | 9.7 | |
Health Care | | | 15.2 | |
Industrials | | | 10.5 | |
Information Technology | | | 21.4 | |
Materials | | | 2.7 | |
Real Estate | | | 3.5 | |
Utilities | | | 1.4 | |
| | | | |
Total | | | 97.7 | % |
| | | | |
Short-Term Investments | | | 2.2 | |
Other Assets & Liabilities | | | 0.1 | |
| | | | |
Total | | | 100.0 | % |
| | | | |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
|
Hartford Disciplined Equity HLS Fund |
Fund Overview
June 30, 2020 (Unaudited)
| | |
Inception 05/29/1998 Sub-advised by Wellington Management Company LLP | | Investment objective – The Fund seeks growth of capital. |
Average Annual Total Returns
for the Periods Ending 06/30/2020
| | | | | | | | | | | | | | | | |
| | Six Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class IA | | | -4.20% | | | | 7.20% | | | | 10.63% | | | | 14.96% | |
Class IB | | | -4.31% | | | | 6.91% | | | | 10.35% | | | | 14.67% | |
S&P 500 Index | | | -3.08% | | | | 7.51% | | | | 10.73% | | | | 13.99% | |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on June 30, 2020, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
As shown in the Fund’s current prospectus, the total annual fund operating expense ratios for Class IA and Class IB were 0.73% and 0.98%, respectively. Gross and net expenses are the same. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2020.
The Fund is closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies.
Composition by Sector(1)
as of 06/30/2020
| | | | |
Sector | | Percentage of Net Assets | |
Equity Securities | |
Communication Services | | | 8.5 | % |
Consumer Discretionary | | | 9.5 | |
Consumer Staples | | | 10.8 | |
Energy | | | 0.7 | |
Financials | | | 10.8 | |
Health Care | | | 15.5 | |
Industrials | | | 9.1 | |
Information Technology | | | 26.9 | |
Materials | | | 1.7 | |
Real Estate | | | 2.3 | |
Utilities | | | 3.5 | |
| | | | |
Total | | | 99.3 | % |
| | | | |
Short-Term Investments | | | 0.5 | |
Other Assets & Liabilities | | | 0.2 | |
| | | | |
Total | | | 100.0 | % |
| | | | |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
|
Hartford Dividend and Growth HLS Fund |
Fund Overview
June 30, 2020 (Unaudited)
| | |
Inception 03/09/1994 Sub-advised by Wellington Management Company LLP | | Investment objective – The Fund seeks a high level of current income consistent with growth of capital. |
Average Annual Total Returns
for the Periods Ending 06/30/2020
| | | | | | | | | | | | | | | | |
| | Six Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class IA | | | -11.23% | | | | -1.22% | | | | 7.76% | | | | 11.77% | |
Class IB | | | -11.38% | | | | -1.47% | | | | 7.49% | | | | 11.48% | |
S&P 500 Index | | | -3.08% | | | | 7.51% | | | | 10.73% | | | | 13.99% | |
Russell 1000 Value Index | | | -16.26% | | | | -8.84% | | | | 4.64% | | | | 10.41% | |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on June 30, 2020, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
As shown in the Fund’s current prospectus, the total annual fund operating expense ratios for Class IA and Class IB were 0.68% and 0.93%, respectively. Gross and net expenses are the same. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2020.
The Fund is closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •For dividend-paying stocks, dividends are not guaranteed and may decrease without notice. •Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments.
Composition by Sector(1)
as of 06/30/2020
| | | | |
Sector | | Percentage of Net Assets | |
Equity Securities | |
Communication Services | | | 9.2 | % |
Consumer Discretionary | | | 5.9 | |
Consumer Staples | | | 6.0 | |
Energy | | | 5.3 | |
Financials | | | 18.3 | |
Health Care | | | 16.0 | |
Industrials | | | 8.5 | |
Information Technology | | | 19.4 | |
Materials | | | 3.4 | |
Real Estate | | | 2.1 | |
Utilities | | | 3.8 | |
| | | | |
Total | | | 97.9 | % |
| | | | |
Short-Term Investments | | | 1.5 | |
Other Assets & Liabilities | | | 0.6 | |
| | | | |
Total | | | 100.0 | % |
| | | | |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
|
Hartford Global Growth HLS Fund |
Fund Overview
June 30, 2020 (Unaudited)
| | |
Inception 09/30/1998 Sub-advised by Wellington Management Company LLP | | Investment objective – The Fund seeks growth of capital. |
Average Annual Total Returns
for the Periods Ending 06/30/2020
| | | | | | | | | | | | | | | | |
| | Six Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class IA | | | 8.26% | | | | 16.97% | | | | 13.49% | | | | 15.04% | |
Class IB | | | 8.14% | | | | 16.67% | | | | 13.20% | | | | 14.76% | |
MSCI World Growth Index (Net) | | | 6.46% | | | | 17.50% | | | | 11.40% | | | | 12.88% | |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on June 30, 2020, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
As shown in the Fund’s current prospectus, the total annual fund operating expense ratios for Class IA and Class IB were 0.80% and 1.05%, respectively. Gross and net expenses are the same. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2020.
The Fund is closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.
Important Risks
Investing involves risk, including the possible loss of principal. The Fund’s strategy for allocating assets among portfolio management teams may not work as intended. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •Mid-cap securities can have greater risks and volatility than large-cap securities. •Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets. •Different investment styles may go in and out favor, which may cause the Fund to underperform the broader stock market.
Composition by Country(1)
as of 06/30/2020
| | | | |
Country | | Percentage of Net Assets | |
Australia | | | 0.5 | % |
Bermuda | | | 1.3 | |
Brazil | | | 0.3 | |
Canada | | | 1.5 | |
China | | | 5.9 | |
France | | | 2.2 | |
Hong Kong | | | 0.5 | |
Ireland | | | 1.4 | |
Italy | | | 1.1 | |
Japan | | | 2.5 | |
Netherlands | | | 2.1 | |
Russia | | | 0.5 | |
South Korea | | | 0.5 | |
Spain | | | 1.6 | |
Sweden | | | 2.0 | |
Switzerland | | | 3.4 | |
Taiwan | | | 1.9 | |
United Kingdom | | | 2.2 | |
United States | | | 68.2 | |
Short-Term Investments | | | 0.8 | |
Other Assets & Liabilities | | | (0.4 | ) |
| | | | |
Total | | | 100.0 | % |
| | | | |
(1) | The table above is based on Bloomberg’s country of risk classifications. For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
|
Hartford Growth Opportunities HLS Fund |
Fund Overview
June 30, 2020 (Unaudited)
| | |
Inception 03/24/1987 Sub-advised by Wellington Management Company LLP | | Investment objective – The Fund seeks capital appreciation. |
Average Annual Total Returns
for the Periods Ending 06/30/2020
| | | | | | | | | | | | | | | | |
| | Six Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class IA | | | 21.14% | | | | 23.14% | | | | 15.83% | | | | 18.18% | |
Class IB | | | 20.97% | | | | 22.81% | | | | 15.54% | | | | 17.88% | |
Class IC | | | 20.81% | | | | 22.51% | | | | 15.25% | | | | 17.59% | |
Russell 3000 Growth Index | | | 8.98% | | | | 21.94% | | | | 15.23% | | | | 16.92% | |
Russell 1000 Growth Index | | | 9.81% | | | | 23.28% | | | | 15.89% | | | | 17.23% | |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on June 30, 2020, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
Class IC shares commenced operations on April 30, 2014. Class IC shares performance prior to that date reflects Class IA shares performance adjusted to reflect the 12b-1 fee of 0.25% and the administrative services fee of 0.25% applicable to Class IC shares. The performance after such date reflects actual Class IC shares performance.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
As shown in the Fund’s current prospectus, the total annual fund operating expense ratios for Class IA, Class IB and Class IC were 0.65%, 0.90% and 1.15%, respectively. Gross and net expenses are the same. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2020.
The Fund is closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •Mid-cap securities can have greater risks and volatility than large-cap securities. •Different investment styles may go in and out favor, which may cause the Fund to underperform the broader stock market. •The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur. •Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments.
Composition by Sector(1)
as of 06/30/2020
| | | | |
Sector | | Percentage of Net Assets | |
Equity Securities | |
Communication Services | | | 12.1 | % |
Consumer Discretionary | | | 21.5 | |
Consumer Staples | | | 3.3 | |
Financials | | | 2.5 | |
Health Care | | | 16.4 | |
Industrials | | | 5.5 | |
Information Technology | | | 36.1 | |
Real Estate | | | 0.1 | |
| | | | |
Total | | | 97.5 | % |
| | | | |
Short-Term Investments | | | 2.7 | |
Other Assets & Liabilities | | | (0.2 | ) |
| | | | |
Total | | | 100.0 | % |
| | | | |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
|
Hartford Healthcare HLS Fund |
Fund Overview
June 30, 2020 (Unaudited)
| | |
Inception 05/01/2000 Sub-advised by Wellington Management Company LLP | | Investment objective – The Fund seeks long-term capital appreciation. |
Average Annual Total Returns
for the Periods Ending 06/30/2020
| | | | | | | | | | | | | | | | |
| | Six Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class IA | | | 4.73% | | | | 20.73% | | | | 8.45% | | | | 17.49% | |
Class IB | | | 4.61% | | | | 20.45% | | | | 8.19% | | | | 17.19% | |
S&P Composite 1500 Health Care Index | | | -0.62% | | | | 10.80% | | | | 8.43% | | | | 15.97% | |
S&P 500 Index | | | -3.08% | | | | 7.51% | | | | 10.73% | | | | 13.99% | |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on June 30, 2020, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
As shown in the Fund’s current prospectus, the total annual fund operating expense ratios for Class IA and Class IB were 0.92% and 1.17%, respectively. Gross and net expenses are the same. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2020.
The Fund is closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •Risks of focusing investments on the healthcare related sector include regulatory and legal developments, patent considerations, intense competitive pressures, rapid technological changes, potential product obsolescence, and liquidity risk. •Small- and mid-cap securities can have greater risks and volatility than large-cap securities. •Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets.
Composition by Subsector(1)
as of 06/30/2020
| | | | |
Sector | | Percentage of Net Assets | |
Equity Securities | |
Biotechnology | | | 22.4 | % |
Health Care Equipment & Supplies | | | 21.3 | |
Health Care Providers & Services | | | 15.7 | |
Health Care Technology | | | 2.0 | |
Life Sciences Tools & Services | | | 9.8 | |
Pharmaceuticals | | | 26.6 | |
| | | | |
Total | | | 97.8 | % |
| | | | |
Short-Term Investments | | | 2.3 | |
Other Assets & Liabilities | | | (0.1 | ) |
| | | | |
Total | | | 100.0 | % |
| | | | |
(1) | For Fund compliance purposes, the Fund may not use the same classification system. These subsector classifications are used for financial reporting purposes. |
|
Hartford High Yield HLS Fund |
Fund Overview
June 30, 2020 (Unaudited)
| | |
Inception 09/30/1998 Sub-advised by Wellington Management Company LLP | | Investment objective – The Fund seeks to provide high current income, and long-term total return. |
Average Annual Total Returns
for the Periods Ending 06/30/2020
| | | | | | | | | | | | | | | | |
| | Six Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class IA | | | -4.23% | | | | 0.12% | | | | 4.10% | | | | 6.11% | |
Class IB | | | -4.31% | | | | -0.17% | | | | 3.84% | | | | 5.85% | |
Bloomberg Barclays U.S. Corporate High Yield Bond Index | | | -3.80% | | | | 0.03% | | | | 4.79% | | | | 6.68% | |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on June 30, 2020, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
Performance information prior to March 5, 2012 represents performance of the Fund’s previous sub-adviser, Hartford Investment Management Company (“HIMCO”). As of March 5, 2012, HIMCO no longer served as the sub-adviser to the Fund.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
As shown in the Fund’s current prospectus, the total annual fund operating expense ratios for Class IA and Class IB were 0.78% and 1.03%, respectively. Gross and net expenses are the same. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2020.
The Fund is closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •Fixed income security risks include credit, liquidity, call, duration, event, and interest-rate risk. As interest rates rise, bond prices generally fall. •Investments in high-yield (“junk”) bonds involve greater risks of price volatility, illiquidity, and default than higher-rated debt securities. •Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets. •Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. •Restricted securities may be more difficult to sell and price than other securities.
Composition by Security Type(1)
as of 06/30/2020
| | | | |
Category | | Percentage of Net Assets | |
Equity Securities | | | | |
Common Stocks | | | 0.6 | % |
Escrows | | | 0.8 | |
| | | | |
Total | | | 1.4 | % |
| | | | |
Fixed Income Securities | | | | |
Convertible Bonds | | | 3.7 | % |
Corporate Bonds | | | 89.7 | |
Senior Floating Rate Interests | | | 1.8 | |
| | | | |
Total | | | 95.2 | % |
| | | | |
Short-Term Investments | | | 1.5 | |
Other Assets & Liabilities | | | 1.9 | |
| | | | |
Total | | | 100.0 | % |
| | | | |
(1) | For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
|
Hartford International Opportunities HLS Fund |
Fund Overview
June 30, 2020 (Unaudited)
| | |
Inception 07/02/1990 Sub-advised by Wellington Management Company LLP | | Investment objective – The Fund seeks long-term growth of capital. |
Average Annual Total Returns
for the Periods Ending 06/30/2020
| | | | | | | | | | | | | | | | |
| | Six Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class IA | | | -5.86% | | | | 0.22% | | | | 3.16% | | | | 6.86% | |
Class IB | | | -6.01% | | | | -0.03% | | | | 2.91% | | | | 6.59% | |
MSCI ACWI ex USA Index (Net) | | | -11.00% | | | | -4.80% | | | | 2.26% | | | | 4.97% | |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on June 30, 2020, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
As shown in the Fund’s current prospectus, the total annual fund operating expense ratios for Class IA and Class IB were 0.74% and 0.99%, respectively. Gross and net expenses are the same. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2020.
The Fund is closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets. •Mid-cap securities can have greater risks and volatility than large-cap securities. •The Fund’s focus on investments in particular sectors, geographic regions or countries may increase its volatility and risk of loss if adverse developments occur.
Composition by Sector(1)
as of 06/30/2020
| | | | |
Sector | | Percentage of Net Assets | |
Equity Securities | | | | |
Communication Services | | | 10.1 | % |
Consumer Discretionary | | | 12.5 | |
Consumer Staples | | | 6.4 | |
Energy | | | 1.3 | |
Financials | | | 14.2 | |
Health Care | | | 12.2 | |
Industrials | | | 15.9 | |
Information Technology | | | 13.0 | |
Materials | | | 5.8 | |
Real Estate | | | 2.0 | |
Utilities | | | 4.8 | |
| | | | |
Total | | | 98.2 | % |
| | | | |
Short-Term Investments | | | 2.4 | |
Other Assets & Liabilities | | | (0.6 | ) |
| | | | |
Total | | | 100.0 | % |
| | | | |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
Fund Overview
June 30, 2020 (Unaudited)
| | |
Inception 07/14/1997 Sub-advised by Wellington Management Company LLP | | Investment objective – The Fund seeks long-term growth of capital. |
Average Annual Total Returns
for the Periods Ending 06/30/2020
| | | | | | | | | | | | | | | | |
| | Six Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class IA | | | -5.06% | | | | 0.09% | | | | 9.38% | | | | 13.45% | |
Class IB | | | -5.18% | | | | -0.17% | | | | 9.11% | | | | 13.16% | |
S&P MidCap 400 Index | | | -12.78% | | | | -6.70% | | | | 5.22% | | | | 11.34% | |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on June 30, 2020, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
As shown in the Fund’s current prospectus, the total annual fund operating expense ratios for Class IA and Class IB were 0.70% and 0.95%, respectively. Gross and net expenses are the same. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2020.
The Fund is closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •Mid-cap securities can have greater risks and volatility than large-cap securities. •The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur.
Composition by Sector(1)
as of 06/30/2020
| | | | |
Sector | | Percentage of Net Assets | |
Equity Securities | |
Communication Services | | | 3.2 | % |
Consumer Discretionary | | | 11.7 | |
Consumer Staples | | | 1.7 | |
Energy | | | 0.5 | |
Financials | | | 10.6 | |
Health Care | | | 19.6 | |
Industrials | | | 16.1 | |
Information Technology | | | 28.7 | |
Materials | | | 2.9 | |
Real Estate | | | 3.0 | |
Utilities | | | 2.0 | |
| | | | |
Total | | | 100.0 | % |
| | | | |
Short-Term Investments | | | 1.7 | |
Other Assets & Liabilities | | | (1.7 | ) |
| | | | |
Total | | | 100.0 | % |
| | | | |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
|
Hartford MidCap Growth HLS Fund |
Fund Overview
June 30, 2020 (Unaudited)
| | |
Inception 05/01/1998 Sub-advised by Wellington Management Company LLP | | Investment objective – The Fund seeks long-term growth of capital. |
Average Annual Total Returns
for the Periods Ending 06/30/2020
| | | | | | | | | | | | | | | | |
| | Six Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class IA | | | 2.45% | | | | 12.10% | | | | 9.57% | | | | 13.35% | |
Class IB | | | 2.22% | | | | 11.86% | | | | 9.27% | | | | 13.06% | |
Russell Midcap Growth Index | | | 4.16% | | | | 11.91% | | | | 11.60% | | | | 15.09% | |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on June 30, 2020, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
Performance information prior to June 4, 2012 represents performance of the Fund’s previous sub-adviser, Hartford Investment Management Company (“HIMCO”). As of June 4, 2012, HIMCO no longer served as the sub-adviser to the Fund.
Performance information prior to November 1, 2018, includes the Fund’s performance when it pursued different strategies. For more information, please see the Fund’s statutory prospectus.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
As shown in the Fund’s current prospectus, the total annual fund operating expense ratios for Class IA and Class IB were 0.92% and 1.17%, respectively. Gross and net expenses are the same. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2020.
The Fund is closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •Mid-cap securities can have greater risks and volatility than large-cap securities. •Different investment styles may go in and out favor, which may cause the Fund to underperform the broader stock market. •Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. •The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur.
Composition by Sector(1)
as of 06/30/2020
| | | | |
Sector | | Percentage of Net Assets | |
Equity Securities | |
Communication Services | | | 5.9 | % |
Consumer Discretionary | | | 16.0 | |
Consumer Staples | | | 2.0 | |
Financials | | | 3.9 | |
Health Care | | | 18.0 | |
Industrials | | | 15.5 | |
Information Technology | | | 35.1 | |
Real Estate | | | 2.6 | |
| | | | |
Total | | | 99.0 | % |
| | | | |
Short-Term Investments | | | 0.6 | |
Other Assets & Liabilities | | | 0.4 | |
| | | | |
Total | | | 100.0 | % |
| | | | |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
|
Hartford MidCap Value HLS Fund |
Fund Overview
June 30, 2020 (Unaudited)
| | |
Inception 04/30/2001 Sub-advised by Wellington Management Company LLP | | Investment objective – The Fund seeks long-term capital appreciation. |
Average Annual Total Returns
for the Periods Ending 06/30/2020
| | | | | | | | | | | | | | | | |
| | Six Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class IA | | | -20.38% | | | | -11.03% | | | | 1.48% | | | | 9.28% | |
Class IB | | | -20.41% | | | | -11.13% | | | | 1.23% | | | | 9.02% | |
Russell Midcap Value Index | | | -18.09% | | | | -11.81% | | | | 3.32% | | | | 10.29% | |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on June 30, 2020, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
Performance information may reflect historical or current waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.
As shown in the Fund’s current prospectus, the total annual fund operating expense ratios for Class IA and Class IB were 0.86% and 1.11%, respectively. Gross and net expenses are the same. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2020.
The Fund is closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •Mid-cap securities can have greater risks and volatility than large-cap securities. •Different investment styles may go in and out favor, which may cause the Fund to underperform the broader stock market. •Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. •The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur.
Composition by Sector(1)
as of 06/30/2020
| | | | |
Sector | | Percentage of Net Assets | |
Equity Securities | | | | |
Communication Services | | | 1.8 | % |
Consumer Discretionary | | | 10.0 | |
Consumer Staples | | | 2.5 | |
Energy | | | 2.3 | |
Financials | | | 19.5 | |
Health Care | | | 12.0 | |
Industrials | | | 14.4 | |
Information Technology | | | 12.4 | |
Materials | | | 8.2 | |
Real Estate | | | 11.3 | |
Utilities | | | 5.4 | |
| | | | |
Total | | | 99.8 | % |
| | | | |
Short-Term Investments | | | 0.3 | |
Other Assets & Liabilities | | | (0.1 | ) |
| | | | |
Total | | | 100.0 | % |
| | | | |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
|
Hartford Small Cap Growth HLS Fund |
Fund Overview
June 30, 2020 (Unaudited)
| | |
Inception 05/02/1994 Sub-advised by Wellington Management Company LLP | | Investment objective – The Fund seeks long-term capital appreciation. |
Average Annual Total Returns
for the Periods Ending 06/30/2020
| | | | | | | | | | | | | | | | |
| | Six Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class IA | | | -4.78% | | | | 4.52% | | | | 7.23% | | | | 14.29% | |
Class IB | | | -4.91% | | | | 4.22% | | | | 6.96% | | | | 14.00% | |
Russell 2000 Growth Index | | | -3.06% | | | | 3.48% | | | | 6.86% | | | | 12.92% | |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on June 30, 2020, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
Performance information prior to July 21, 2010 represents performance of the Fund’s previous additional sub-adviser, Hartford Investment Management Company (“HIMCO”). As of July 21, 2010, HIMCO no longer serves as an additional sub-adviser to the Fund.
As shown in the Fund’s current prospectus, the total annual fund operating expense ratios for Class IA and Class IB were 0.66% and 0.91%, respectively. Gross and net expenses are the same. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2020.
The Fund is closed to new investors, subject to certain exceptions. For more information, please see the Fund’s statutory prospectus.
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •Small-cap securities can have greater risks and volatility than large-cap securities. •Different investment styles may go in and out favor, which may cause the Fund to underperform the broader stock market. •The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur.
Composition by Sector(1)
as of 06/30/2020
| | | | |
Sector | | Percentage of Net Assets | |
Equity Securities | |
Communication Services | | | 1.5 | % |
Consumer Discretionary | | | 12.7 | |
Consumer Staples | | | 4.1 | |
Financials | | | 5.5 | |
Health Care | | | 33.9 | |
Industrials | | | 15.4 | |
Information Technology | | | 20.7 | |
Materials | | | 3.1 | |
Real Estate | | | 3.0 | |
| | | | |
Total | | | 99.9 | % |
| | | | |
Short-Term Investments | | | 1.2 | |
Other Assets & Liabilities | | | (1.1 | ) |
| | | | |
Total | | | 100.0 | % |
| | | | |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
|
Hartford Small Company HLS Fund |
Fund Overview
June 30, 2020 (Unaudited)
| | |
Inception 08/09/1996 Sub-advised by Wellington Management Company LLP | | Investment objective – The Fund seeks growth of capital. |
Average Annual Total Returns
for the Periods Ending 06/30/2020
| | | | | | | | | | | | | | | | |
| | Six Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class IA | | | 4.74% | | | | 12.09% | | | | 9.02% | | | | 13.71% | |
Class IB | | | 4.56% | | | | 11.79% | | | | 8.75% | | | | 13.42% | |
Russell 2000 Growth Index | | | -3.06% | | | | 3.48% | | | | 6.86% | | | | 12.92% | |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on June 30, 2020, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
Performance information prior to July 21, 2010 represents performance of the Fund’s previous additional sub-adviser, Hartford Investment Management Company (“HIMCO”). As of July 21, 2010, HIMCO no longer serves as an additional sub-adviser to the Fund.
As shown in the Fund’s current prospectus, the total annual fund operating expense ratios for Class IA and Class IB were 0.79% and 1.04%, respectively. Gross and net expenses are the same. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2020.
The Fund is closed to new investors, subject to certain exceptions. For more information, please see the Fund’s statutory prospectus.
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •Small-cap securities can have greater risks and volatility than large-cap securities. •Different investment styles may go in and out favor, which may cause the Fund to underperform the broader stock market. •Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. •The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur.
Composition by Sector(1)
as of 06/30/2020
| | | | |
Sector | | Percentage of Net Assets | |
Equity Securities | | | | |
Communication Services | | | 2.1 | % |
Consumer Discretionary | | | 20.3 | |
Consumer Staples | | | 1.1 | |
Financials | | | 6.9 | |
Health Care | | | 29.1 | |
Industrials | | | 15.7 | |
Information Technology | | | 22.8 | |
Materials | | | 0.7 | |
Real Estate | | | 1.5 | |
| | | | |
Total | | | 100.2 | % |
| | | | |
Short-Term Investments | | | 1.2 | |
Other Assets & Liabilities | | | (1.4 | ) |
| | | | |
Total | | | 100.0 | % |
| | | | |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
Fund Overview
June 30, 2020 (Unaudited)
| | |
Inception 08/31/1977 Sub-advised by Wellington Management Company LLP | | Investment objective – The Fund seeks long-term growth of capital. |
Average Annual Total Returns
for the Periods Ending 06/30/2020
| | | | | | | | | | | | | | | | |
| | Six Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class IA | | | -6.99% | | | | 0.95% | | | | 10.19% | | | | 12.92% | |
Class IB | | | -7.11% | | | | 0.70% | | | | 9.92% | | | | 12.64% | |
Russell 1000 Index | | | -2.81% | | | | 7.48% | | | | 10.47% | | | | 13.97% | |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on June 30, 2020, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
As shown in the Fund’s current prospectus, the total annual fund operating expense ratios for Class IA and Class IB were 0.51% and 0.76%, respectively. Gross and net expenses are the same. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2020.
The Fund is closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •For dividend-paying stocks, dividends are not guaranteed and may decrease without notice. •Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments.
Composition by Sector(1)
as of 06/30/2020
| | | | |
Sector | | Percentage of Net Assets | |
Equity Securities | | | | |
Communication Services | | | 1.0 | % |
Consumer Discretionary | | | 12.4 | |
Consumer Staples | | | 16.4 | |
Financials | | | 9.9 | |
Health Care | | | 19.2 | |
Industrials | | | 19.9 | |
Information Technology | | | 10.2 | |
Materials | | | 5.4 | |
Real Estate | | | 3.8 | |
| | | | |
Total | | | 98.2 | % |
| | | | |
Short-Term Investments | | | 1.2 | |
Other Assets & Liabilities | | | 0.6 | |
| | | | |
Total | | | 100.0 | % |
| | | | |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
|
Hartford Total Return Bond HLS Fund |
Fund Overview
June 30, 2020 (Unaudited)
| | |
Inception 08/31/1977 Sub-advised by Wellington Management Company LLP | | Investment objective – The Fund seeks a competitive total return, with income as a secondary objective. |
Average Annual Total Returns
for the Periods Ending 06/30/2020
| | | | | | | | | | | | | | | | |
| | Six Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class IA | | | 5.42% | | | | 8.76% | | | | 4.85% | | | | 4.45% | |
Class IB | | | 5.27% | | | | 8.53% | | | | 4.58% | | | | 4.19% | |
Bloomberg Barclays U.S. Aggregate Bond Index | | | 6.14% | | | | 8.74% | | | | 4.30% | | | | 3.82% | |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on June 30, 2020, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
Performance information prior to March 5, 2012 represents performance of the Fund’s previous sub-adviser, Hartford Investment Management Company (“HIMCO”). As of March 5, 2012, HIMCO no longer served as the sub-adviser to the Fund.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
As shown in the Fund’s current prospectus, the total annual fund operating expense ratios for Class IA and Class IB were 0.51% and 0.76%, respectively. Gross and net expenses are the same. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2020.
The Fund is closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. The Fund may allocate a portion of its assets to specialist portfolio managers, which may not work as intended. •Fixed income security risks include credit, liquidity, call, duration, event, and interest-rate risk. As interest rates rise, bond prices generally fall. •The risks associated with mortgage-related and asset-backed securities as well as collateralized loan obligations (CLOs) include credit, interest-rate, prepayment, liquidity, default and extension risk. •The purchase of securities in the To-Be-Announced (TBA) market can result in additional price and counterparty risk. •Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. •Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets. •Investments in high-yield (“junk”) bonds involve greater risks of price volatility, illiquidity, and default than higher-rated debt securities. •Obligations of
U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. •Restricted securities may be more difficult to sell and price than other securities.
Composition by Security Type(1)
as of 06/30/2020
| | | | |
Category | | Percentage of Net Assets | |
Equity Securities | |
Common Stocks | | | 0.0 | %* |
Preferred Stocks | | | 0.1 | |
Warrants | | | 0.0 | * |
| | | | |
Total | | | 0.1 | % |
| | | | |
Fixed Income Securities | |
Asset & Commercial Mortgage-Backed Securities | | | 24.2 | % |
Convertible Bonds | | | 0.0 | * |
Corporate Bonds | | | 39.8 | |
Foreign Government Obligations | | | 2.4 | |
Municipal Bonds | | | 1.3 | |
Senior Floating Rate Interests | | | 2.4 | |
U.S. Government Agencies(2) | | | 48.6 | |
U.S. Government Securities | | | 5.9 | |
| | | | |
Total | | | 124.6 | % |
| | | | |
Short-Term Investments | | | 4.2 | |
Purchased Options | | | 0.1 | |
Other Assets & Liabilities | | | (29.0 | ) |
| | | | |
Total | | | 100.0 | % |
| | | | |
* | Percentage rounds to zero. |
(1) | For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
(2) | All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage-backed securities as of June 30, 2020. |
|
Hartford Ultrashort Bond HLS Fund |
Fund Overview
June 30, 2020 (Unaudited)
| | |
Inception 06/30/1980 Sub-advised by Wellington Management Company LLP | | Investment objective – The Fund seeks total return and income consistent with preserving capital and maintaining liquidity. |
Average Annual Total Returns
for the Periods Ending 06/30/2020
| | | | | | | | | | | | | | | | |
| | Six Months1 | | | 1 Year | | | 5 Years | | | Since Inception2 | |
Class IA | | | 1.28% | | | | 2.40% | | | | 1.51% | | | | 1.17% | |
Class IB | | | 1.18% | | | | 2.13% | | | | 1.25% | | | | 0.92% | |
Bloomberg Barclays Short Treasury 9-12 Month Index | | | 1.57% | | | | 2.76% | | | | 1.56% | | | | 1.22% | |
2 | On October 21, 2013, the Fund converted from a money market fund to an ultrashort bond fund. Since Inception returns are from conversion date (October 21, 2013) to June 30, 2020. |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on June 30, 2020, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
Prior to October 21, 2013, the Fund was managed as a money market fund. Accordingly, performance of the Fund prior to October 21, 2013 is not shown. Past performance information for when the Fund was managed as a money market fund is available upon request by calling 1-888-843-7824.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
As shown in the Fund’s current prospectus, the total annual fund operating expense ratios for Class IA and Class IB were 0.45% and 0.70%, respectively. Gross and net expenses are the same. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2020.
The Fund is closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. •The risks associated with mortgage-related and asset-backed securities include credit, interest-rate, prepayment, liquidity, default and extension risk. •Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. •Restricted securities may be more difficult to sell and price than other securities. •Repurchase agreements may increase the Fund’s risk and volatility.
Composition by Security Type(1)
as of 06/30/2020
| | | | |
Category | | Percentage of Net Assets | |
Fixed Income Securities | |
Asset & Commercial Mortgage-Backed Securities | | | 38.7 | % |
Corporate Bonds | | | 23.8 | |
Municipal Bonds | | | 0.5 | |
U.S. Government Agencies(2) | | | 3.6 | |
U.S. Government Securities | | | 25.4 | |
| | | | |
Total | | | 92.0 | % |
| | | | |
Short-Term Investments | | | 8.4 | |
Other Assets & Liabilities | | | (0.4 | ) |
| | | | |
Total | | | 100.0 | % |
| | | | |
(1) | For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
(2) | All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage-backed securities as of June 30, 2020. |
|
Hartford U.S. Government Securities HLS Fund |
Fund Overview
June 30, 2020 (Unaudited)
| | |
Inception 03/24/1987 Sub-advised by Wellington Management Company LLP | | Investment objective – The Fund seeks to maximize total return while providing shareholders with a high level of current income consistent with prudent investment risk. |
Average Annual Total Returns
for the Periods Ending 06/30/2020
| | | | | | | | | | | | | | | | |
| | Six Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class IA | | | 5.33% | | | | 6.59% | | | | 2.93% | | | | 2.48% | |
Class IB | | | 5.24% | | | | 6.30% | | | | 2.68% | | | | 2.23% | |
Bloomberg Barclays U.S. Intermediate Government Index | | | 5.75% | | | | 7.01% | | | | 2.97% | | | | 2.51% | |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on June 30, 2020, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
Performance information prior to March 5, 2012 represents performance of the Fund’s previous sub-adviser, Hartford Investment Management Company (“HIMCO”). As of March 5, 2012, HIMCO no longer served as the sub-adviser to the Fund.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
As shown in the Fund’s current prospectus, the total annual fund operating expense ratios for Class IA and Class IB were 0.52% and 0.77%, respectively. Gross and net expenses are the same. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2020.
The Fund is closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. As interest rates rise, bond prices generally fall. •The risks associated with mortgage-related and asset-backed securities include credit, interest-rate, prepayment, liquidity, default and extension risk. •Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. •The purchase of securities in the To-Be-Announced (TBA) market can result in additional price and counterparty risk. •Restricted securities may be more difficult to sell and price than other securities.
Composition by Security Type(1)
as of 06/30/2020
| | | | |
Category | | Percentage of Net Assets | |
Fixed Income Securities | |
Asset & Commercial Mortgage-Backed Securities | | | 15.7 | % |
U.S. Government Agencies(2) | | | 47.3 | |
U.S. Government Securities | | | 33.8 | |
| | | | |
Total | | | 96.8 | % |
| | | | |
Short-Term Investments | | | 5.5 | |
Other Assets & Liabilities | | | (2.3 | ) |
| | | | |
Total | | | 100.0 | % |
| | | | |
(1) | For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
(2) | All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage-backed securities as of June 30, 2020. |
Fund Overview
June 30, 2020 (Unaudited)
| | |
Inception 04/30/2001 Sub-advised by Wellington Management Company LLP | | Investment objective – The Fund seeks long-term total return. |
Average Annual Total Returns
for the Periods Ending 06/30/2020
| | | | | | | | | | | | | | | | |
| | Six Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class IA | | | -15.53% | | | | -7.44% | | | | 4.06% | | | | 9.87% | |
Class IB | | | -15.69% | | | | -7.75% | | | | 3.79% | | | | 9.58% | |
Russell 1000 Value Index | | | -16.26% | | | | -8.84% | | | | 4.64% | | | | 10.41% | |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on June 30, 2020, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
As shown in the Fund’s current prospectus, the total annual fund operating expense ratios for Class IA and Class IB were 0.72% and 0.97%, respectively. Gross and net expenses are the same. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2020.
The Fund is closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •Different investment styles may go in and out favor, which may cause the Fund to underperform the broader stock market. •Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. •The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur.
Composition by Sector(1)
as of 06/30/2020
| | | | |
| |
Sector | | Percentage of Net Assets | |
Equity Securities | |
Communication Services | | | 2.6 | % |
Consumer Discretionary | | | 10.2 | |
Consumer Staples | | | 3.9 | |
Energy | | | 1.6 | |
Financials | | | 20.0 | |
Health Care | | | 18.4 | |
Industrials | | | 12.3 | |
Information Technology | | | 13.9 | |
Materials | | | 4.4 | |
Real Estate | | | 4.5 | |
Utilities | | | 7.1 | |
| | | | |
Total | | | 98.9 | % |
| | | | |
Short-Term Investments | | | 0.9 | |
Other Assets & Liabilities | | | 0.2 | |
| | | | |
Total | | | 100.0 | % |
| | | | |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
Benchmark Glossary (Unaudited)
Bloomberg Barclays Government/Credit Bond Index (reflects no deduction for fees, expenses or taxes) is designed to measure the non-securitized component of the U.S. Aggregate Index. It includes investment grade, U.S. dollar-denominated, fixed-rate Treasuries, government-related and corporate securities.
Bloomberg Barclays U.S. Intermediate Government Index (reflects no deduction for fees, expenses or taxes) is an unmanaged index of government bonds with maturities of between one and ten years.
Bloomberg Barclays Short Treasury 9-12 Month Index (reflects no deduction for fees, expenses or taxes) includes aged U.S. Treasury bills, notes and bonds with a remaining maturity from 1 up to (but not including) 12 months. It excludes zero coupon strips.
Bloomberg Barclays U.S. Aggregate Bond Index (reflects no deduction for fees, expenses or taxes) is composed of securities that are Securities and Exchange Commission registered, taxable, and dollar denominated. The index covers the U.S. investment grade fixed rate bond market, with index components for government and corporate securities, mortgage pass-through securities, and asset-backed securities. These major sectors are subdivided into more specific indices that are calculated and reported on a regular basis.
Bloomberg Barclays U.S. Corporate High Yield Bond Index (reflects no deduction for fees, expenses or taxes) is a market-value-weighted index that tracks the total return performance of non-investment grade, fixed-rate, publicly placed, dollar denominated and nonconvertible debt registered with the Securities and Exchange Commission.
ICE BofAML US 3-Month Treasury Bill Index (reflects no deduction for fees, expenses or taxes) is comprised of a single issue purchased at the beginning of the month and held for a full month. At the end of the month that issue is sold and rolled into a newly selected issue. The issue selected at each month-end rebalancing is the outstanding Treasury Bill that matures closest to, but not beyond, three months from the rebalancing date. To qualify for selection, an issue must have settled on or before the month-end rebalancing date.
MSCI All Country World (ACWI) ex USA Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap representation across developed markets (excluding the United States) and emerging market countries.
MSCI World Growth Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap securities exhibiting overall growth style characteristics across developed markets.
Russell Midcap Growth Index (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of the mid-cap growth segment of the U.S. equity universe. It includes those Russell Midcap Index companies with higher price-to-book ratios and higher forecasted growth values.
Russell MidCap Value Index (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of the mid-cap value segment of the U.S. equity universe. It includes those Russell MidCap Index companies with lower price-to-book ratios and lower forecasted growth values.
Russell 1000 Index (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of the 1,000 largest companies in the Russell 3000 Index which is designed to measure the performance of the 3,000 largest U.S. companies based on total market capitalizations.
Russell 3000 Index (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of the 3,000 largest U.S. companies based on total market capitalization.
Russell 1000 Growth Index (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of those Russell 1000 Index companies with higher price-to-book ratios and higher forecasted growth values. The Russell 1000 Index is designed to measure the performance of the 1,000 largest companies in the Russell 3000 Index based on their market capitalization and current index membership.
Russell 2000 Growth Index (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of those Russell 2000 Index companies with higher price-to-book ratios and higher forecasted growth values. The Russell 2000 Index is an index comprised of 2,000 of the smallest U.S.-domiciled company common stocks based on a combination of their market capitalization and current index membership.
Russell 3000 Growth Index (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of those Russell 3000 Index companies with higher price-to-book ratios and higher forecasted growth values. The Russell 3000 Index is designed to measure the performance of the 3,000 largest U.S. companies based on total market capitalization.
Russell 1000 Value Index (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of those Russell 1000 Index companies with lower price-to-book ratios and lower forecasted growth values. The Russell 1000 Index is designed to measure the performance of the 1,000 largest companies in the Russell 3000 Index based on their market capitalization and current index membership.
S&P Composite 1500 Health Care Index (reflects no deduction for fees, expenses or taxes) is a float-adjusted market capitalization-weighted index comprised of those companies included in the S&P Composite 1500 that are classified as members of the Global Industry Classification Standard (GICS®) health care sector.
S&P MidCap 400 Index (reflects no deduction for fees, expenses or taxes) is a float-adjusted market capitalization-weighted index designed to measure the performance of the mid-cap segment of the market. The index is composed of 400 constituent companies.
S&P 500 Index (reflects no deduction for fees, expenses or taxes) is a float-adjusted market capitalization-weighted index composed of 500 widely held common stocks.
BLOOMBERG® is a trademark and service mark of Bloomberg Finance L.P. and its affiliates (collectively “Bloomberg”). BARCLAYS® is a trademark and service mark of Barclays Bank Plc (collectively with its affiliates, “Barclays”), used under license. Bloomberg or Bloomberg’s licensors, including Barclays, own all proprietary rights in the Bloomberg Barclays Indices. Neither Bloomberg nor Barclays approves or endorses this material, or guarantees the accuracy or completeness of any information herein, or makes any warranty, express or implied, as to the results to be obtained therefrom and, to the maximum extent allowed by law, neither shall have any liability or responsibility for injury or damages arising in connection therewith.
Benchmark Glossary (Unaudited) – (continued)
Neither MSCI nor any other party involved in or related to compiling, computing or creating the MSCI data makes any express or implied warranties or representations with respect to such data (or the results to be obtained by the use thereof), and all such parties hereby expressly disclaim all warranties of originality, accuracy, completeness, merchantability or fitness for a particular purpose with respect to any of such data. Without limiting any of the foregoing, in no event shall MSCI, any of its affiliates or any third party involved in or related to compiling, computing or creating the data have any liability for any direct, indirect, special, punitive, consequential or any other damages (including lost profits) even if notified of the possibility of such damages. No further distribution or dissemination of the MSCI data is permitted without MSCI’s express written consent.
Expense Examples (Unaudited)
Your Fund’s Expenses
As a shareholder of a Fund, you incur two types of costs: (1) transaction costs and (2) ongoing costs, including investment management fees, distribution and/or service (12b-1) fees, if any, and other fund expenses. This example is intended to help you understand your ongoing costs (in dollars) of investing in a Fund and to compare these costs with the ongoing costs of investing in other mutual funds. The example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period of January 1, 2020 through June 30, 2020. To the extent a Fund was subject to acquired fund fees and expenses during the period, acquired fund fees and expenses are not included in the annualized expense ratios below.
Actual Expenses
The first set of columns of the table below provides information about actual account values and actual expenses. You may use this information, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number in the line under the heading entitled “Expenses Paid During The Period” to estimate the expenses you paid on your account during this period.
Hypothetical Example for Comparison Purposes
The second set of columns of the table below provides information about hypothetical account values and hypothetical expenses based on a Fund’s actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the Fund’s actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in a Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds.
Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transactional costs, such as sales charges (loads) or fees which may be applied at the variable life insurance, variable annuity, or qualified retirement plan product level. Therefore, the second set of columns of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would be higher. Expenses for a class of a Fund are equal to the class’ annualized expense ratio multiplied by average account value over the period, multiplied by 182/366 (to reflect the one-half year period).
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Actual Return | | | Hypothetical (5% return before expenses) | |
| | Beginning Account Value January 1, 2020 | | | Ending Account Value June 30, 2020 | | | Expenses paid during the period January 1, 2020 through June 30, 2020 | | | Beginning Account Value January 1, 2020 | | | Ending Account Value June 30, 2020 | | | Expenses paid during the period January 1, 2020 through June 30, 2020 | | | Annualized expense ratio | |
Hartford Balanced HLS Fund | |
| | | | | | | |
Class IA | | $ | 1,000.00 | | | $ | 971.90 | | | $ | 3.09 | | | $ | 1,000.00 | | | $ | 1,021.73 | | | $ | 3.17 | | | | 0.63 | % |
Class IB | | $ | 1,000.00 | | | $ | 970.80 | | | $ | 4.31 | | | $ | 1,000.00 | | | $ | 1,020.49 | | | $ | 4.42 | | | | 0.88 | % |
| | | | | | |
Hartford Capital Appreciation HLS Fund | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Class IA | | $ | 1,000.00 | | | $ | 965.30 | | | $ | 3.32 | | | $ | 1,000.00 | | | $ | 1,021.48 | | | $ | 3.42 | | | | 0.68 | % |
Class IB | | $ | 1,000.00 | | | $ | 964.20 | | | $ | 4.54 | | | $ | 1,000.00 | | | $ | 1,020.24 | | | $ | 4.67 | | | | 0.93 | % |
Class IC | | $ | 1,000.00 | | | $ | 963.00 | | | $ | 5.76 | | | $ | 1,000.00 | | | $ | 1,019.00 | | | $ | 5.92 | | | | 1.18 | % |
| | | | | | |
Hartford Disciplined Equity HLS Fund | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Class IA | | $ | 1,000.00 | | | $ | 958.00 | | | $ | 3.60 | | | $ | 1,000.00 | | | $ | 1,021.18 | | | $ | 3.72 | | | | 0.74 | % |
Class IB | | $ | 1,000.00 | | | $ | 956.90 | | | $ | 4.82 | | | $ | 1,000.00 | | | $ | 1,019.94 | | | $ | 4.97 | | | | 0.99 | % |
| | | | | | |
Hartford Dividend and Growth HLS Fund | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Class IA | | $ | 1,000.00 | | | $ | 887.70 | | | $ | 3.24 | | | $ | 1,000.00 | | | $ | 1,021.43 | | | $ | 3.47 | | | | 0.69 | % |
Class IB | | $ | 1,000.00 | | | $ | 886.20 | | | $ | 4.41 | | | $ | 1,000.00 | | | $ | 1,020.19 | | | $ | 4.72 | | | | 0.94 | % |
| | | | | | |
Hartford Global Growth HLS Fund | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Class IA | | $ | 1,000.00 | | | $ | 1,082.60 | | | $ | 4.19 | | | $ | 1,000.00 | | | $ | 1,020.84 | | | $ | 4.07 | | | | 0.81 | % |
Class IB | | $ | 1,000.00 | | | $ | 1,081.40 | | | $ | 5.49 | | | $ | 1,000.00 | | | $ | 1,019.59 | | | $ | 5.32 | | | | 1.06 | % |
| | | | | | |
Hartford Growth Opportunities HLS Fund | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Class IA | | $ | 1,000.00 | | | $ | 1,211.40 | | | $ | 3.57 | | | $ | 1,000.00 | | | $ | 1,021.63 | | | $ | 3.27 | | | | 0.65 | % |
Class IB | | $ | 1,000.00 | | | $ | 1,209.70 | | | $ | 4.94 | | | $ | 1,000.00 | | | $ | 1,020.39 | | | $ | 4.52 | | | | 0.90 | % |
Class IC | | $ | 1,000.00 | | | $ | 1,208.10 | | | $ | 6.31 | | | $ | 1,000.00 | | | $ | 1,019.15 | | | $ | 5.77 | | | | 1.15 | % |
| | | | | | |
Hartford Healthcare HLS Fund | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Class IA | | $ | 1,000.00 | | | $ | 1,047.30 | | | $ | 4.63 | | | $ | 1,000.00 | | | $ | 1,020.34 | | | $ | 4.57 | | | | 0.91 | % |
Class IB | | $ | 1,000.00 | | | $ | 1,046.10 | | | $ | 5.90 | | | $ | 1,000.00 | | | $ | 1,019.10 | | | $ | 5.82 | | | | 1.16 | % |
Expense Examples (Unaudited) – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Actual Return | | | Hypothetical (5% return before expenses) | |
| | Beginning Account Value January 1, 2020 | | | Ending Account Value June 30, 2020 | | | Expenses paid during the period January 1, 2020 through June 30, 2020 | | | Beginning Account Value January 1, 2020 | | | Ending Account Value June 30, 2020 | | | Expenses paid during the period January 1, 2020 through June 30, 2020 | | | Annualized expense ratio | |
Hartford High Yield HLS Fund | |
| | | | | | | |
Class IA | | $ | 1,000.00 | | | $ | 957.70 | | | $ | 3.65 | | | $ | 1,000.00 | | | $ | 1,021.13 | | | $ | 3.77 | | | | 0.75 | % |
Class IB | | $ | 1,000.00 | | | $ | 956.90 | | | $ | 4.87 | | | $ | 1,000.00 | | | $ | 1,019.89 | | | $ | 5.02 | | | | 1.00 | % |
| | | | | | |
Hartford International Opportunities HLS Fund | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Class IA | | $ | 1,000.00 | | | $ | 941.40 | | | $ | 3.67 | | | $ | 1,000.00 | | | $ | 1,021.08 | | | $ | 3.82 | | | | 0.76 | % |
Class IB | | $ | 1,000.00 | | | $ | 939.90 | | | $ | 4.87 | | | $ | 1,000.00 | | | $ | 1,019.84 | | | $ | 5.07 | | | | 1.01 | % |
| | | | | | |
Hartford MidCap HLS Fund | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Class IA | | $ | 1,000.00 | | | $ | 949.40 | | | $ | 3.39 | | | $ | 1,000.00 | | | $ | 1,021.38 | | | $ | 3.52 | | | | 0.70 | % |
Class IB | | $ | 1,000.00 | | | $ | 948.20 | | | $ | 4.60 | | | $ | 1,000.00 | | | $ | 1,020.14 | | | $ | 4.77 | | | | 0.95 | % |
| | | | | | |
Hartford MidCap Growth HLS Fund | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Class IA | | $ | 1,000.00 | | | $ | 1,024.50 | | | $ | 4.63 | | | $ | 1,000.00 | | | $ | 1,020.29 | | | $ | 4.62 | | | | 0.92 | % |
Class IB | | $ | 1,000.00 | | | $ | 1,022.20 | | | $ | 5.88 | | | $ | 1,000.00 | | | $ | 1,019.05 | | | $ | 5.87 | | | | 1.17 | % |
| | | | | | |
Hartford MidCap Value HLS Fund | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Class IA | | $ | 1,000.00 | | | $ | 796.20 | | | $ | 3.75 | | | $ | 1,000.00 | | | $ | 1,020.69 | | | $ | 4.22 | | | | 0.84 | % |
Class IB | | $ | 1,000.00 | | | $ | 795.90 | | | $ | 4.87 | | | $ | 1,000.00 | | | $ | 1,019.44 | | | $ | 5.47 | | | | 1.09 | % |
| | | | | | |
Hartford Small Cap Growth HLS Fund | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Class IA | | $ | 1,000.00 | | | $ | 952.20 | | | $ | 3.11 | | | $ | 1,000.00 | | | $ | 1,021.68 | | | $ | 3.22 | | | | 0.64 | % |
Class IB | | $ | 1,000.00 | | | $ | 950.90 | | | $ | 4.32 | | | $ | 1,000.00 | | | $ | 1,020.44 | | | $ | 4.47 | | | | 0.89 | % |
| | | | | | |
Hartford Small Company HLS Fund | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Class IA | | $ | 1,000.00 | | | $ | 1,047.40 | | | $ | 4.07 | | | $ | 1,000.00 | | | $ | 1,020.89 | | | $ | 4.02 | | | | 0.80 | % |
Class IB | | $ | 1,000.00 | | | $ | 1,045.60 | | | $ | 5.39 | | | $ | 1,000.00 | | | $ | 1,019.59 | | | $ | 5.32 | | | | 1.06 | % |
| | | | | | |
Hartford Stock HLS Fund | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Class IA | | $ | 1,000.00 | | | $ | 930.10 | | | $ | 2.50 | | | $ | 1,000.00 | | | $ | 1,022.28 | | | $ | 2.61 | | | | 0.52 | % |
Class IB | | $ | 1,000.00 | | | $ | 928.90 | | | $ | 3.69 | | | $ | 1,000.00 | | | $ | 1,021.03 | | | $ | 3.87 | | | | 0.77 | % |
| | | | | | |
Hartford Total Return Bond HLS Fund | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Class IA | | $ | 1,000.00 | | | $ | 1,054.20 | | | $ | 2.60 | | | $ | 1,000.00 | | | $ | 1,022.33 | | | $ | 2.56 | | | | 0.51 | % |
Class IB | | $ | 1,000.00 | | | $ | 1,052.70 | | | $ | 3.88 | | | $ | 1,000.00 | | | $ | 1,021.08 | | | $ | 3.82 | | | | 0.76 | % |
| | | | | | |
Hartford Ultrashort Bond HLS Fund | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Class IA | | $ | 1,000.00 | | | $ | 1,012.80 | | | $ | 2.25 | | | $ | 1,000.00 | | | $ | 1,022.63 | | | $ | 2.26 | | | | 0.45 | % |
Class IB | | $ | 1,000.00 | | | $ | 1,011.80 | | | $ | 3.50 | | | $ | 1,000.00 | | | $ | 1,021.38 | | | $ | 3.52 | | | | 0.70 | % |
| | | | | | |
Hartford U.S. Government Securities HLS Fund | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Class IA | | $ | 1,000.00 | | | $ | 1,053.30 | | | $ | 2.65 | | | $ | 1,000.00 | | | $ | 1,022.28 | | | $ | 2.61 | | | | 0.52 | % |
Class IB | | $ | 1,000.00 | | | $ | 1,052.40 | | | $ | 3.93 | | | $ | 1,000.00 | | | $ | 1,021.03 | | | $ | 3.87 | | | | 0.77 | % |
| | | | | | |
Hartford Value HLS Fund
| | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Class IA | | $ | 1,000.00 | | | $ | 844.70 | | | $ | 3.35 | | | $ | 1,000.00 | | | $ | 1,021.23 | | | $ | 3.67 | | | | 0.73 | % |
Class IB | | $ | 1,000.00 | | | $ | 843.10 | | | $ | 4.49 | | | $ | 1,000.00 | | | $ | 1,019.99 | | | $ | 4.92 | | | | 0.98 | % |
|
Hartford Balanced HLS Fund |
Schedule of Investments
June 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 67.4% | | | |
| | | Automobiles & Components - 0.7% | |
| 479,365 | | | Gentex Corp. | | $ | 12,353,236 | |
| | | | | | | | |
| | | Banks - 4.7% | |
| 1,062,668 | | | Bank of America Corp. | | | 25,238,365 | |
| 312,340 | | | JP Morgan Chase & Co. | | | 29,378,700 | |
| 148,397 | | | PNC Financial Services Group, Inc. | | | 15,612,848 | |
| 494,141 | | | Truist Financial Corp. | | | 18,554,995 | |
| | | | | | | | |
| | | | | | | 88,784,908 | |
| | | | | | | | |
| | | Capital Goods - 6.5% | |
| 102,621 | | | Deere & Co. | | | 16,126,890 | |
| 205,116 | | | Fortune Brands Home & Security, Inc. | | | 13,113,066 | |
| 105,032 | | | General Dynamics Corp. | | | 15,698,083 | |
| 92,134 | | | L3Harris Technologies, Inc. | | | 15,632,376 | |
| 49,557 | | | Lockheed Martin Corp. | | | 18,084,340 | |
| 727,883 | | | nVent Electric plc | | | 13,633,249 | |
| 264,376 | | | Raytheon Technologies Corp. | | | 16,290,849 | |
| 156,132 | | | Trane Technologies plc | | | 13,892,625 | |
| | | | | | | | |
| | | | | | | 122,471,478 | |
| | | | | | | | |
| | | Consumer Durables & Apparel - 2.0% | |
| 340,876 | | | Lennar Corp. Class A | | | 21,004,779 | |
| 270,451 | | | VF Corp. | | | 16,481,284 | |
| | | | | | | | |
| | | | | | | 37,486,063 | |
| | | | | | | | |
| | | Consumer Services - 1.1% | |
| 107,611 | | | McDonald’s Corp. | | | 19,851,001 | |
| | | | | | | | |
| | | Diversified Financials - 1.6% | |
| 25,903 | | | BlackRock, Inc. | | | 14,093,563 | |
| 289,988 | | | Blackstone Group, Inc. Class A | | | 16,430,720 | |
| | | | | | | | |
| | | | | | | 30,524,283 | |
| | | | | | | | |
| | | Energy - 0.9% | |
| 128,088 | | | Concho Resources, Inc. | | | 6,596,532 | |
| 99,031 | | | Pioneer Natural Resources Co. | | | 9,675,329 | |
| | | | | | | | |
| | | | | | | 16,271,861 | |
| | | | | | | | |
| | | Food & Staples Retailing - 0.9% | |
| 301,885 | | | Sysco Corp. | | | 16,501,034 | |
| | | | | | | | |
| | | Food, Beverage & Tobacco - 1.5% | |
| 454,322 | | | Keurig Dr Pepper, Inc.(1) | | | 12,902,745 | |
| 308,878 | | | Mondelez International, Inc. Class A | | | 15,792,932 | |
| | | | | | | | |
| | | | | | | 28,695,677 | |
| | | | | | | | |
| | | Health Care Equipment & Services - 5.8% | |
| 86,189 | | | Anthem, Inc. | | | 22,665,983 | |
| 62,921 | | | Becton Dickinson and Co. | | | 15,055,108 | |
| 235,794 | | | Centene Corp.* | | | 14,984,709 | |
| 230,750 | | | Medtronic plc | | | 21,159,775 | |
| 123,768 | | | UnitedHealth Group, Inc. | | | 36,505,371 | |
| | | | | | | | |
| | | | | | | 110,370,946 | |
| | | | | | | | |
| | | Insurance - 2.2% | |
| 131,950 | | | Assurant, Inc. | | | 13,629,115 | |
| 76,772 | | | Intact Financial Corp. | | | 7,306,799 | |
| 263,380 | | | Progressive Corp. | | | 21,099,372 | |
| | | | | | | | |
| | | | | | | 42,035,286 | |
| | | | | | | | |
| | | Materials - 2.5% | |
| 199,341 | | | Celanese Corp. | | | 17,211,102 | |
| 167,602 | | | FMC Corp. | | | 16,696,511 | |
| 430,857 | | | Sealed Air Corp. | | | 14,153,653 | |
| | | | | | | | |
| | | | | | | 48,061,266 | |
| | | | | | | | |
| | | Media & Entertainment - 7.1% | |
| 43,607 | | | Alphabet, Inc. Class C* | | | 61,643,291 | |
| 707,643 | | | Comcast Corp. Class A | | | 27,583,924 | |
| 199,568 | | | Facebook, Inc. Class A* | | | 45,315,906 | |
| | | | | | | | |
| | | | | | | 134,543,121 | |
| | | | | | | | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 67.4% - (continued) | | | |
| | | Pharmaceuticals, Biotechnology & Life Sciences - 6.8% | |
| 386,635 | | | AstraZeneca plc ADR | | $ | 20,449,125 | |
| 31,250 | | | Biogen, Inc.* | | | 8,360,938 | |
| 132,134 | | | Eli Lilly & Co. | | | 21,693,760 | |
| 174,123 | | | Novartis AG | | | 15,169,772 | |
| 871,058 | | | Pfizer, Inc. | | | 28,483,597 | |
| 55,160 | | | Roche Holding AG | | | 19,110,156 | |
| 55,116 | | | Vertex Pharmaceuticals, Inc.* | | | 16,000,726 | |
| | | | | | | | |
| | | | | | | 129,268,074 | |
| | | | | | | | |
| | | Real Estate - 0.8% | |
| 95,700 | | | Crown Castle International Corp. REIT | | | 16,015,395 | |
| | | | | | | | |
| | | Retailing - 3.2% | |
| 11,702,200 | | | Allstar Co.*(2)(3)(4) | | | 1,521,286 | |
| 7,881 | | | Booking Holdings, Inc.* | | | 12,549,231 | |
| 108,517 | | | Home Depot, Inc. | | | 27,184,594 | |
| 340,016 | | | TJX Cos., Inc. | | | 17,191,209 | |
| 67,006 | | | Tory Burch LLC*(2)(3)(4) | | | 2,478,558 | |
| | | | | | | | |
| | | | | | | 60,924,878 | |
| | | | | | | | |
| | | Semiconductors & Semiconductor Equipment - 4.4% | |
| 161,007 | | | Analog Devices, Inc. | | | 19,745,898 | |
| 504,178 | | | Intel Corp. | | | 30,164,970 | |
| 86,802 | | | KLA Corp. | | | 16,881,253 | |
| 305,934 | | | Micron Technology, Inc.* | | | 15,761,720 | |
| | | | | | | | |
| | | | | | | 82,553,841 | |
| | | | | | | | |
| | | Software & Services - 9.4% | |
| 59,076 | | | Adobe, Inc.* | | | 25,716,374 | |
| 243,150 | | | Amdocs Ltd. | | | 14,802,972 | |
| 111,906 | | | Automatic Data Processing, Inc. | | | 16,661,684 | |
| 130,561 | | | Fidelity National Information Services, Inc. | | | 17,506,924 | |
| 452,011 | | | Microsoft Corp. | | | 91,988,759 | |
| 75,100 | | | VMware, Inc. Class A* | | | 11,629,986 | |
| | | | | | | | |
| | | | | | | 178,306,699 | |
| | | | | | | | |
| | | Technology Hardware & Equipment - 2.7% | |
| 697,502 | | | Cisco Systems, Inc. | | | 32,531,494 | |
| 716,358 | | | Corning, Inc. | | | 18,553,672 | |
| | | | | | | | |
| | | | | | | 51,085,166 | |
| | | | | | | | |
| | | Transportation - 1.8% | |
| 315,828 | | | Knight-Swift Transportation Holdings, Inc. | | | 13,173,186 | |
| 124,589 | | | Union Pacific Corp. | | | 21,064,262 | |
| | | | | | | | |
| | | | | | | 34,237,448 | |
| | | | | | | | |
| | | Utilities - 0.8% | |
| 412,481 | | | Exelon Corp. | | | 14,968,936 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks (cost $941,865,051) | | $ | 1,275,310,597 | |
| | | | | | | | |
|
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 2.7% | |
| | | Asset-Backed - Automobile - 0.0% | |
$ | 1,229 | | | ARI Fleet Lease Trust 1.91%, 04/15/2026(5) | | $ | 1,230 | |
| | | | Chesapeake Funding LLC | |
| 178,089 | | | 0.64%, 05/15/2029, 1 mo. USD LIBOR + 0.450%(5)(6) | | | 177,761 | |
| 290,762 | | | 1.91%, 08/15/2029(5) | | | 291,763 | |
| 112,055 | | | Enterprise Fleet Financing LLC 2.13%, 05/22/2023(5) | | | 112,368 | |
| 313 | | | Securitized Term Auto Receivables Trust 2.04%, 04/26/2021(5) | | | 313 | |
| | | | | | | | |
| | | | | | | 583,435 | |
| | | | | | | | |
| | | Asset-Backed - Finance & Insurance - 1.4% | |
| 1,853,278 | | | Ajax Mortgage Loan Trust 3.16%, 09/25/2056(5)(7) | | | 1,841,441 | |
| 3,480,000 | | | Atlas Senior Loan Fund Ltd. 2.48%, 01/16/2030, 3 mo. USD LIBOR + 1.300%(5)(6) | | | 3,403,165 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Balanced HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 2.7% - (continued) | |
| | | Asset-Backed - Finance & Insurance - 1.4% - (continued) | |
| | | | Bayview Koitere Fund Trust | |
$ | 801,403 | | | 3.50%, 07/28/2057(5)(7) | | $ | 827,340 | |
| 419,303 | | | 4.00%, 11/28/2053(5)(7) | | | 434,097 | |
| | | | Bayview Opportunity Master Fund Trust | |
| 415,631 | | | 3.50%, 01/28/2055(5)(7) | | | 423,657 | |
| 442,244 | | | 3.50%, 06/28/2057(5)(7) | | | 455,650 | |
| 587,177 | | | 4.00%, 10/28/2064(5)(7) | | | 608,433 | |
| 1,705,000 | | | CIFC Funding Ltd. 2.07%, 04/24/2030, 3 mo. USD LIBOR + 1.050%(5)(6) | | | 1,670,036 | |
| | | | DB Master Finance LLC | |
| 312,638 | | | 3.79%, 05/20/2049(5) | | | 322,639 | |
| 277,900 | | | 4.02%, 05/20/2049(5) | | | 292,426 | |
| 505,000 | | | Ford Credit Floorplan Master Owner Trust 2.44%, 09/15/2026 | | | 509,530 | |
| | | | GreatAmerica Leasing Receivables Funding LLC | |
| 517,075 | | | 2.36%, 01/20/2023(5) | | | 518,304 | |
| 176,882 | | | 2.60%, 06/15/2021(5) | | | 177,606 | |
| 332,000 | | | 2.83%, 06/17/2024(5) | | | 335,131 | |
| | | | Horizon Aircraft Finance Ltd. | |
| 295,923 | | | 3.43%, 11/15/2039(5) | | | 255,869 | |
| 236,272 | | | 3.72%, 07/15/2039(5) | | | 207,831 | |
| 1,465,000 | | | KKR CLO Ltd. 2.56%, 04/15/2029, 3 mo. USD LIBOR + 1.340%(5)(6) | | | 1,441,318 | |
| 2,635,000 | | | Madison Park Funding Ltd. 1.97%, 04/15/2029, 3 mo. USD LIBOR + 0.750%(5)(6) | | | 2,570,635 | |
| 2,690,000 | | | Magnetite VII Ltd. 2.02%, 01/15/2028, 3 mo. USD LIBOR + 0.800%(5)(6) | | | 2,636,232 | |
| 1,615,000 | | | Magnetite XVIII Ltd. 1.89%, 11/15/2028, 3 mo. USD LIBOR + 1.500%(5)(6) | | | 1,573,504 | |
| | | | MMAF Equipment Finance LLC | |
| 337,603 | | | 2.21%, 10/17/2022(5) | | | 340,268 | |
| 1,000,000 | | | 2.21%, 12/15/2032(5) | | | 1,023,919 | |
| 603,971 | | | Springleaf Funding Trust 3.48%, 05/15/2028(5) | | | 602,429 | |
| 2,635,000 | | | Treman Park CLO Ltd. 2.21%, 10/20/2028, 3 mo. USD LIBOR + 1.070%(5)(6) | | | 2,602,310 | |
| | | | Vantage Data Centers Issuer LLC | |
| 337,167 | | | 3.19%, 07/15/2044(5) | | | 342,316 | |
| 795,983 | | | 4.07%, 02/16/2043(5) | | | 817,979 | |
| | | | | | | | |
| | | | | | | 26,234,065 | |
| | | | | | | | |
| | | Commercial Mortgage - Backed Securities - 0.5% | |
| 840,000 | | | BAMLL Commercial Mortgage Securities Trust 4.23%, 08/10/2038(5)(7) | | | 972,627 | |
| 2,220,000 | | | CSMC Trust 2.76%, 04/05/2033(5) | | | 2,211,934 | |
| | | | FREMF Mortgage Trust | |
| 790,000 | | | 3.54%, 02/25/2052(5)(7) | | | 850,982 | |
| 160,000 | | | 3.62%, 11/25/2045(5)(7) | | | 166,037 | |
| 810,000 | | | 3.77%, 10/25/2052(5)(7) | | | 885,504 | |
| 285,000 | | | 3.81%, 01/25/2048(5)(7) | | | 303,381 | |
| 160,000 | | | 3.82%, 04/25/2048(5)(7) | | | 170,748 | |
| 200,000 | | | 3.91%, 10/25/2048(5)(7) | | | 213,901 | |
| 160,000 | | | 4.01%, 02/25/2050(5)(7) | | | 167,631 | |
| 1,015,000 | | | 4.22%, 09/25/2025(5)(7) | | | 1,090,088 | |
| 260,000 | | | 4.30%, 04/25/2049(5)(7) | | | 280,265 | |
| 1,000,000 | | | SFAVE Commercial Mortgage Securities Trust 4.14%, 01/05/2043(5)(7) | | | 900,499 | |
| | | | | | | | |
| | | | | | | 8,213,597 | |
| | | | | | | | |
| | | Other Asset - Backed Securities - 0.4% | |
| 274,961 | | | AASET Trust 3.84%, 05/15/2039(5) | | | 248,430 | |
| 1,073,887 | | | AASET U.S. Ltd. 4.45%, 11/18/2038(5) | | | 957,622 | |
| 1,225,000 | | | BlueMountain CLO Ltd. 1.83%, 11/20/2028, 3 mo. USD LIBOR + 1.450%(5)(6) | | | 1,184,813 | |
| 526,716 | | | Castlelake Aircraft Securitization Trust 3.97%, 04/15/2039(5) | | | 460,738 | |
| 1,406,746 | | | Hertz Fleet Lease Funding L.P. 2.70%, 01/10/2033(5) | | | 1,414,844 | |
| 236,979 | | | Mach I 3.47%, 10/15/2039(5) | | | 195,731 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 2.7% - (continued) | |
| | | Other Asset Backed Securities - 0.4% - (continued) | |
$ | 225,646 | | | MAPS Ltd. 4.46%, 03/15/2044(5) | | $ | 198,533 | |
| 462,901 | | | SoFi Consumer Loan Program Trust 3.54%, 11/26/2027(5) | | | 467,585 | |
| | | | START Ireland | |
| 229,115 | | | 3.54%, 11/15/2044(5) | | | 188,573 | |
| 201,194 | | | 4.09%, 03/15/2044(5) | | | 178,000 | |
| | | | Towd Point Mortgage Trust | |
| 441,381 | | | 2.25%, 04/25/2056(5)(7) | | | 443,894 | |
| 743,918 | | | 2.75%, 10/25/2056(5)(7) | | | 761,184 | |
| 184,933 | | | 2.75%, 04/25/2057(5)(7) | | | 188,184 | |
| 585,903 | | | 2.75%, 06/25/2057(5)(7) | | | 603,170 | |
| 282,668 | | | 3.00%, 01/25/2058(5)(7) | | | 292,810 | |
| | | | | | | | |
| | | | | | | 7,784,111 | |
| | | | | | | | |
| | | Whole Loan Collateral CMO - 0.4% | |
| | | | Angel Oak Mortgage Trust LLC | |
| 500,961 | | | 2.62%, 11/25/2059(5)(7) | | | 504,602 | |
| 98,199 | | | 2.71%, 11/25/2047(5)(7) | | | 98,131 | |
| 209,784 | | | 3.63%, 03/25/2049(5)(7) | | | 214,940 | |
| 191,168 | | | COLT Mortgage Loan Trust 3.69%, 10/26/2048(5)(7) | | | 194,711 | |
| | | | Deephaven Residential Mortgage Trust | |
| 187,646 | | | 2.45%, 06/25/2047(5)(7) | | | 187,511 | |
| 124,917 | | | 2.58%, 10/25/2047(5)(7) | | | 126,145 | |
| 60,387 | | | 2.73%, 12/26/2046(5)(7) | | | 60,209 | |
| 249,133 | | | 2.98%, 12/25/2057(5)(7) | | | 251,529 | |
| 192,202 | | | 3.56%, 04/25/2059(5)(7) | | | 192,897 | |
| 428,605 | | | Fannie Mae Connecticut Avenue Securities 6.09%, 10/25/2028, 1 mo. USD LIBOR + 5.900%(6) | | | 445,522 | |
| 570,562 | | | MetLife Securitization Trust 3.00%, 04/25/2055(5)(7) | | | 593,723 | |
| | | | Mill City Mortgage Loan Trust | |
| 178,345 | | | 2.50%, 04/25/2057(5)(7) | | | 180,406 | |
| 577,367 | | | 2.75%, 01/25/2061(5)(7) | | | 590,733 | |
| 727,749 | | | New Residential Mortgage Loan Trust 4.00%, 04/25/2057(5)(7) | | | 778,344 | |
| | | | Seasoned Credit Risk Transfer Trust | |
| 782,340 | | | 3.50%, 03/25/2058 | | | 849,358 | |
| 760,091 | | | 3.50%, 07/25/2058 | | | 827,204 | |
| 1,002,122 | | | 3.50%, 10/25/2058 | | | 1,083,281 | |
| 581,382 | | | Verus Securitization Trust 3.21%, 05/25/2059(5)(7) | | | 592,812 | |
| | | | | | | | |
| | | | | | | 7,772,058 | |
| | | | | | | | |
| | |
| | | | Total Asset & Commercial Mortgage-Backed Securities (cost $50,904,075) | | $ | 50,587,266 | |
| | | | | | | | |
|
CORPORATE BONDS - 17.4% | |
| | | Aerospace/Defense - 0.4% | |
$ | 850,000 | | | BAE Systems Holdings, Inc. 3.85%, 12/15/2025(5) | | $ | 941,196 | |
| 220,000 | | | BAE Systems plc 3.40%, 04/15/2030(5) | | | 239,617 | |
| | | | Boeing Co. | |
| 540,000 | | | 2.70%, 02/01/2027 | | | 527,455 | |
| 289,000 | | | 2.95%, 02/01/2030 | | | 284,826 | |
| 911,000 | | | 3.25%, 03/01/2028 | | | 904,186 | |
| 375,000 | | | 3.45%, 11/01/2028 | | | 366,384 | |
| 400,000 | | | 3.95%, 08/01/2059 | | | 350,528 | |
| | | | Lockheed Martin Corp. | |
| 500,000 | | | 4.07%, 12/15/2042 | | | 634,198 | |
| 256,000 | | | 4.50%, 05/15/2036 | | | 332,453 | |
| 560,000 | | | 4.85%, 09/15/2041 | | | 737,532 | |
| | | | United Technologies Corp. | |
| 685,000 | | | 3.95%, 08/16/2025 | | | 779,420 | |
| 1,500,000 | | | 4.13%, 11/16/2028 | | | 1,766,826 | |
| | | | | | | | |
| | | | | | | 7,864,621 | |
| | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Balanced HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 17.4% - (continued) | |
| | | Agriculture - 0.5% | |
| | | | Altria Group, Inc. | |
$ | 560,000 | | | 4.50%, 05/02/2043 | | $ | 603,295 | |
| 280,000 | | | 5.80%, 02/14/2039 | | | 346,267 | |
| 3,160,000 | | | BAT Capital Corp. 3.56%, 08/15/2027 | | | 3,405,974 | |
| | | | BAT International Finance plc | |
| 2,775,000 | | | 3.25%, 06/07/2022(5) | | | 2,890,466 | |
| 290,000 | | | 3.50%, 06/15/2022(5) | | | 304,026 | |
| 1,065,000 | | | Imperial Brands Finance plc 3.75%, 07/21/2022(5) | | | 1,111,509 | |
| 325,000 | | | Philip Morris International, Inc. 4.88%, 11/15/2043 | | | 416,530 | |
| | | | | | | | |
| | | | | | | 9,078,067 | |
| | | | | | | | |
| | | Airlines - 0.2% | |
| 2,513,554 | | | Continental Airlines, Inc. 5.98%, 10/19/2023 | | | 2,357,500 | |
| 1,201,444 | | | Southwest Airlines Co. 6.15%, 02/01/2024 | | | 1,202,284 | |
| 148,096 | | | United Airlines Class B Pass -Through Trust 4.60%, 09/01/2027 | | | 110,953 | |
| | | | | | | | |
| | | | | | | 3,670,737 | |
| | | | | | | | |
| | | Apparel - 0.1% | |
| | | | VF Corp. | |
| 300,000 | | | 2.80%, 04/23/2027 | | | 317,574 | |
| 937,000 | | | 2.95%, 04/23/2030 | | | 1,001,873 | |
| | | | | | | | |
| | | | | | | 1,319,447 | |
| | | | | | | | |
| | | Auto Manufacturers - 0.5% | |
| 1,440,000 | | | Daimler Finance North America LLC 2.30%, 02/12/2021(5) | | | 1,449,974 | |
| 3,190,000 | | | Ford Motor Credit Co. LLC 4.27%, 01/09/2027 | | | 2,973,678 | |
| | | | General Motors Financial Co., Inc. | |
| 3,185,000 | | | 3.70%, 05/09/2023 | | | 3,273,160 | |
| 1,245,000 | | | 3.95%, 04/13/2024 | | | 1,287,955 | |
| 920,000 | | | Volkswagen Group of America Finance LLC 3.35%, 05/13/2025(5) | | | 981,857 | |
| | | | | | | | |
| | | | | | | 9,966,624 | |
| | | | | | | | |
| | | Beverages - 0.3% | |
| | | | Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc. | | | | |
| 310,000 | | | 4.70%, 02/01/2036 | | | 365,203 | |
| 280,000 | | | 4.90%, 02/01/2046 | | | 342,632 | |
| | | | Anheuser-Busch InBev Worldwide, Inc. | |
| 1,125,000 | | | 3.50%, 01/12/2024 | | | 1,225,789 | |
| 220,000 | | | 4.38%, 04/15/2038 | | | 249,822 | |
| 535,000 | | | 4.60%, 04/15/2048 | | | 626,280 | |
| 580,000 | | | 4.60%, 06/01/2060 | | | 691,487 | |
| 275,000 | | | Constellation Brands, Inc. 2.88%, 05/01/2030 | | | 291,372 | |
| 2,725,000 | | | Molson Coors Brewing Co. 3.00%, 07/15/2026 | | | 2,835,000 | |
| | | | | | | | |
| | | | | | | 6,627,585 | |
| | | | | | | | |
| | | Chemicals - 0.1% | |
| 925,000 | | | Syngenta Finance N.V. 5.18%, 04/24/2028(5) | | | 986,694 | |
| | | | | | | | |
| | | Commercial Banks - 4.1% | |
| | | | Banco Santander S.A. | |
| 1,200,000 | | | 3.13%, 02/23/2023 | | | 1,249,956 | |
| 600,000 | | | 3.85%, 04/12/2023 | | | 638,808 | |
| | | | Bank of America Corp. | |
| 1,220,000 | | | 2.63%, 10/19/2020 | | | 1,228,292 | |
| 1,799,000 | | | 3.42%, 12/20/2028, (3.42% fixed rate until 12/20/2027; 3 mo. USD LIBOR + 1.040% thereafter)(8) | | | 2,003,820 | |
| 1,610,000 | | | 3.59%, 07/21/2028, (3.59% fixed rate until 07/21/2027; 3 mo. USD LIBOR + 1.370% thereafter)(8) | | | 1,804,538 | |
| 4,225,000 | | | 4.20%, 08/26/2024 | | | 4,690,588 | |
| 2,380,000 | | | Bank of Nova Scotia 2.70%, 08/03/2026 | | | 2,602,985 | |
| | | | Barclays plc | |
| 2,740,000 | | | 3.20%, 08/10/2021 | | | 2,800,938 | |
| 1,000,000 | | | 3.93%, 05/07/2025, (3.93% fixed rate until 05/07/2024; 3 mo. USD LIBOR + 1.610% thereafter)(8) | | | 1,080,369 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 17.4% - (continued) | |
| | | Commercial Banks - 4.1% - (continued) | |
| | | | BNP Paribas S.A. | |
$ | 830,000 | | | 2.82%, 11/19/2025, (2.82% fixed rate until 11/19/2024; 3 mo. USD LIBOR + 1.111% thereafter)(5)(8) | | $ | 869,207 | |
| 1,000,000 | | | 3.38%, 01/09/2025(5) | | | 1,080,839 | |
| | | | BPCE S.A. | |
| 2,225,000 | | | 5.15%, 07/21/2024(5) | | | 2,483,106 | |
| 3,625,000 | | | 5.70%, 10/22/2023(5) | | | 4,039,497 | |
| 1,875,000 | | | Capital One Financial Corp. 3.75%, 04/24/2024 | | | 2,031,640 | |
| 290,000 | | | Citigroup, Inc. 8.13%, 07/15/2039 | | | 502,227 | |
| 1,695,000 | | | Citizens Bank NA 2.55%, 05/13/2021 | | | 1,722,729 | |
| | | | Credit Agricole S.A. | |
| 1,025,000 | | | 3.25%, 10/04/2024(5) | | | 1,100,534 | |
| 535,000 | | | 3.75%, 04/24/2023(5) | | | 572,524 | |
| 790,000 | | | 4.38%, 03/17/2025(5) | | | 872,960 | |
| | | | Credit Suisse Group AG | |
| 530,000 | | | 3.57%, 01/09/2023(5) | | | 549,775 | |
| 250,000 | | | 3.63%, 09/09/2024 | | | 276,146 | |
| | | | Credit Suisse Group Funding Guernsey Ltd. | |
| 1,425,000 | | | 3.75%, 03/26/2025 | | | 1,570,838 | |
| 1,885,000 | | | 3.80%, 09/15/2022 | | | 2,002,750 | |
| | | | Danske Bank A/S | |
| 775,000 | | | 3.88%, 09/12/2023(5) | | | 821,503 | |
| 440,000 | | | 5.00%, 01/12/2022(5) | | | 462,268 | |
| 575,000 | | | 5.38%, 01/12/2024(5) | | | 639,873 | |
| 785,000 | | | Deutsche Bank AG 4.25%, 10/14/2021 | | | 805,420 | |
| 825,000 | | | Fifth Third Bancorp 2.55%, 05/05/2027 | | | 883,803 | |
| 1,600,000 | | | Goldman Sachs Group, Inc. 6.25%, 02/01/2041 | | | 2,398,903 | |
| 2,625,000 | | | HSBC Holdings plc 3.60%, 05/25/2023 | | | 2,817,057 | |
| | | | ING Groep N.V. | |
| 345,000 | | | 3.15%, 03/29/2022 | | | 358,665 | |
| 1,100,000 | | | 3.95%, 03/29/2027 | | | 1,265,790 | |
| | | | JP Morgan Chase & Co. | |
| 390,000 | | | 3.11%, 04/22/2041, (3.11% fixed rate until 04/22/2040; 3 mo. USD SOFR + 2.460% thereafter)(8) | | | 421,235 | |
| 2,240,000 | | | 3.25%, 09/23/2022 | | | 2,365,340 | |
| 705,000 | | | 3.70%, 05/06/2030, (3.70% fixed rate until 05/06/2029; 3 mo. USD LIBOR + 1.160% thereafter)(8) | | | 809,862 | |
| 2,775,000 | | | 4.45%, 12/05/2029, (4.45% fixed rate until 12/05/2028; 3 mo. USD LIBOR + 1.330% thereafter)(8) | | | 3,323,356 | |
| 1,500,000 | | | Macquarie Group Ltd. 4.15%, 03/27/2024, (4.15% fixed rate until 03/27/2023; 3 mo. USD LIBOR + 1.330% thereafter)(5)(8) | | | 1,610,243 | |
| | | | Morgan Stanley | |
| 1,450,000 | | | 3.13%, 07/27/2026 | | | 1,598,336 | |
| 1,095,000 | | | 3.63%, 01/20/2027 | | | 1,236,300 | |
| 1,000,000 | | | 3.70%, 10/23/2024 | | | 1,108,887 | |
| 4,905,000 | | | NBK SPC Ltd. 2.75%, 05/30/2022(5) | | | 5,001,923 | |
| 1,755,000 | | | Santander Holdings USA, Inc. 3.40%, 01/18/2023 | | | 1,825,530 | |
| 1,660,000 | | | Truist Financial Corp. 3.20%, 09/03/2021 | | | 1,710,309 | |
| | | | UBS Group Funding Switzerland AG | |
| 1,665,000 | | | 2.95%, 09/24/2020(5) | | | 1,674,347 | |
| 1,900,000 | | | 3.00%, 04/15/2021(5) | | | 1,937,532 | |
| 4,344,000 | | | Wells Fargo & Co. 4.48%, 01/16/2024 | | | 4,820,015 | |
| | | | | | | | |
| | | | | | | 77,671,563 | |
| | | | | | | | |
| | | Commercial Services - 0.2% | |
| | | | CommonSpirit Health | |
| 1,854,000 | | | 2.95%, 11/01/2022 | | | 1,915,867 | |
| 245,000 | | | 4.35%, 11/01/2042 | | | 254,803 | |
| 1,500,000 | | | ERAC USA Finance LLC 5.63%, 03/15/2042(5) | | | 1,743,711 | |
| | | | | | | | |
| | | | | | | 3,914,381 | |
| | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Balanced HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 17.4% - (continued) | |
| | | Construction Materials - 0.1% | |
| | | | Carrier Global Corp. | |
$ | 972,000 | | | 2.72%, 02/15/2030(5) | | $ | 976,221 | |
| 370,000 | | | 3.38%, 04/05/2040(5) | | | 361,269 | |
| 996,000 | | | Johnson Controls International plc 4.95%, 07/02/2064(9) | | | 1,182,182 | |
| | | | | | | | |
| | | | | | | 2,519,672 | |
| | | | | | | | |
| | | Diversified Financial Services - 0.4% | |
| 1,195,000 | | | Charles Schwab Corp. 4.63%, 03/22/2030 | | | 1,491,035 | |
| 3,767,180 | | | Postal Square L.P. 8.95%, 06/15/2022 | | | 4,145,533 | |
| 1,220,000 | | | Societe Generale S.A. 3.25%, 01/12/2022(5) | | | 1,256,187 | |
| | | | | | | | |
| | | | | | | 6,892,755 | |
| | | | | | | | |
| | | Electric - 1.7% | |
| | | | Cleco Corporate Holdings LLC | |
| 650,000 | | | 3.38%, 09/15/2029(5) | | | 676,583 | |
| 2,000,000 | | | 3.74%, 05/01/2026 | | | 2,118,620 | |
| 875,000 | | | 4.97%, 05/01/2046 | | | 923,643 | |
| 1,960,000 | | | Cleveland Electric Illuminating Co. 3.50%, 04/01/2028(5) | | | 2,147,007 | |
| | | | Dominion Energy South Carolina, Inc. | |
| 1,180,000 | | | 6.05%, 01/15/2038 | | | 1,714,217 | |
| 360,000 | | | 6.63%, 02/01/2032 | | | 517,766 | |
| 1,200,000 | | | Duke Energy Carolinas LLC 6.10%, 06/01/2037 | | | 1,712,117 | |
| 370,000 | | | Evergy Metro, Inc. 2.25%, 06/01/2030 | | | 386,827 | |
| 500,000 | | | FirstEnergy Corp. 3.90%, 07/15/2027 | | | 565,636 | |
| 2,405,000 | | | Fortis, Inc. 3.06%, 10/04/2026 | | | 2,594,961 | |
| 245,000 | | | Georgia Power Co. 4.75%, 09/01/2040 | | | 301,113 | |
| 1,275,000 | | | Indianapolis Power and Light Co. 6.60%, 06/01/2037(5) | | | 1,760,480 | |
| 315,000 | | | Infraestructura Energetica Nova S.A.B. de C.V. 4.88%, 01/14/2048(5) | | | 298,462 | |
| 1,445,000 | | | ITC Holdings Corp. 2.95%, 05/14/2030(5) | | | 1,539,031 | |
| | | | NextEra Energy Capital Holdings, Inc. | |
| 2,400,000 | | | 2.25%, 06/01/2030 | | | 2,471,753 | |
| 215,000 | | | 3.25%, 04/01/2026 | | | 240,667 | |
| 335,000 | | | 3.50%, 04/01/2029 | | | 378,956 | |
| | | | Niagara Mohawk Power Corp. | |
| 370,000 | | | 3.03%, 06/27/2050(5) | | | 380,917 | |
| 645,000 | | | 4.28%, 12/15/2028(5) | | | 751,462 | |
| 1,325,000 | | | Oglethorpe Power Corp. 5.25%, 09/01/2050 | | | 1,544,810 | |
| | | | Oncor Electric Delivery Co. LLC | |
| 385,000 | | | 2.95%, 04/01/2025 | | | 419,013 | |
| 1,185,000 | | | 4.10%, 06/01/2022 | | | 1,251,557 | |
| 165,000 | | | PacifiCorp 4.13%, 01/15/2049 | | | 204,243 | |
| 2,300,000 | | | PPL Capital Funding, Inc. 3.10%, 05/15/2026 | | | 2,489,941 | |
| | | | San Diego Gas & Electric Co. | |
| 90,000 | | | 3.75%, 06/01/2047 | | | 103,839 | |
| 25,000 | | | 4.15%, 05/15/2048 | | | 30,177 | |
| | | | Southern California Edison Co. | |
| 145,000 | | | 2.25%, 06/01/2030 | | | 146,406 | |
| 45,000 | | | 3.65%, 02/01/2050 | | | 49,385 | |
| 2,000,000 | | | 5.55%, 01/15/2037 | | | 2,535,764 | |
| | | | Southern Co. | |
| 1,050,000 | | | 2.95%, 07/01/2023 | | | 1,109,569 | |
| 385,000 | | | 4.40%, 07/01/2046 | | | 456,880 | |
| 350,000 | | | Tucson Electric Power Co. 4.00%, 06/15/2050 | | | 408,402 | |
| 248,000 | | | Union Electric Co. 4.00%, 04/01/2048 | | | 303,534 | |
| | | | | | | | |
| | | | | | | 32,533,738 | |
| | | | | | | | |
| | | Electronics - 0.1% | |
| 1,270,000 | | | Fortive Corp. 4.30%, 06/15/2046 | | | 1,430,429 | |
| | | | | | | | |
| | | Engineering & Construction - 0.1% | |
| | | | SBA Tower Trust | |
| 1,235,000 | | | 2.88%, 07/15/2046(5) | | | 1,237,036 | |
| 225,000 | | | 3.45%, 03/15/2048(5) | | | 234,045 | |
| | | | | | | | |
| | | | | | | 1,471,081 | |
| | | | | | | | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 17.4% - (continued) | |
| | | Environmental Control - 0.1% | |
$ | 1,480,000 | | | Republic Services, Inc. 2.30%, 03/01/2030 | | $ | 1,543,425 | |
| | | | | | | | |
| | | Food - 0.2% | |
| | | | Conagra Brands, Inc. | |
| 455,000 | | | 4.60%, 11/01/2025 | | | 524,452 | |
| 510,000 | | | 5.30%, 11/01/2038 | | | 666,934 | |
| 1,255,000 | | | Danone S.A. 2.95%, 11/02/2026(5) | | | 1,375,071 | |
| 1,065,000 | | | Kroger Co. 4.00%, 02/01/2024 | | | 1,175,218 | |
| 285,000 | | | McCormick & Co., Inc. 2.50%, 04/15/2030 | | | 297,302 | |
| 480,000 | | | Sigma Alimentos S.A. de C.V. 4.13%, 05/02/2026(5) | | | 503,995 | |
| | | | | | | | |
| | | | | | | 4,542,972 | |
| | | | | | | | |
| | | Gas - 0.1% | |
| 330,000 | | | Boston Gas Co. 3.15%, 08/01/2027(5) | | | 360,066 | |
| 1,870,000 | | | KeySpan Gas East Corp. 2.74%, 08/15/2026(5) | | | 1,998,933 | |
| 350,000 | | | Sempra Energy 3.40%, 02/01/2028 | | | 382,908 | |
| | | | | | | | |
| | | | | | | 2,741,907 | |
| | | | | | | | |
| | | Healthcare-Products - 0.2% | |
| 2,725,000 | | | Alcon Finance Corp. 3.00%, 09/23/2029(5) | | | 2,880,230 | |
| 135,000 | | | Boston Scientific Corp. 4.00%, 03/01/2029 | | | 154,471 | |
| 835,000 | | | Zimmer Biomet Holdings, Inc. 3.05%, 01/15/2026 | | | 897,216 | |
| | | | | | | | |
| | | | | | | 3,931,917 | |
| | | | | | | | |
| | | Healthcare-Services - 0.7% | |
| | | | Anthem, Inc. | |
| 1,510,000 | | | 2.25%, 05/15/2030 | | | 1,549,090 | |
| 421,000 | | | 3.30%, 01/15/2023 | | | 448,295 | |
| | | | CommonSpirit Health | |
| 125,000 | | | 4.19%, 10/01/2049 | | | 127,301 | |
| 590,000 | | | 4.20%, 08/01/2023 | | | 628,977 | |
| 280,000 | | | Cottage Health Obligated Group 3.30%, 11/01/2049 | | | 306,795 | |
| | | | Dignity Health | |
| 714,000 | | | 3.81%, 11/01/2024 | | | 750,123 | |
| 1,353,000 | | | 4.50%, 11/01/2042(1) | | | 1,408,550 | |
| 425,000 | | | HCA, Inc. 5.25%, 06/15/2049 | | | 509,178 | |
| 420,000 | | | Memorial Sloan-Kettering Cancer Center 2.96%, 01/01/2050 | | | 450,951 | |
| | | | Mercy Health | |
| 1,400,000 | | | 3.56%, 08/01/2027 | | | 1,555,829 | |
| 1,210,000 | | | 4.30%, 07/01/2028 | | | 1,426,699 | |
| | | | Toledo Hospital | |
| 900,000 | | | 5.33%, 11/15/2028 | | | 963,690 | |
| 330,000 | | | 5.75%, 11/15/2038 | | | 385,460 | |
| | | | UnitedHealth Group, Inc. | |
| 355,000 | | | 2.00%, 05/15/2030 | | | 371,660 | |
| 125,000 | | | 2.90%, 05/15/2050 | | | 132,003 | |
| 1,440,000 | | | 3.75%, 07/15/2025 | | | 1,640,630 | |
| | | | | | | | |
| | | | | | | 12,655,231 | |
| | | | | | | | |
| | | Household Products - 0.1% | |
| 1,529,088 | | | Procter & Gamble - Esop 9.36%, 01/01/2021 | | | 1,555,012 | |
| | | | | | | | |
| | | Insurance - 0.4% | |
| 420,000 | | | AIA Group Ltd. 3.38%, 04/07/2030(5) | | | 456,634 | |
| 840,000 | | | Chubb INA Holdings, Inc. 3.35%, 05/15/2024 | | | 923,368 | |
| 200,000 | | | Five Corners Funding Trust 4.42%, 11/15/2023(5) | | | 222,794 | |
| | | | Liberty Mutual Group, Inc. | |
| 122,000 | | | 4.25%, 06/15/2023(5) | | | 132,420 | |
| 428,000 | | | 4.57%, 02/01/2029(5) | | | 501,331 | |
| 705,000 | | | Marsh & McLennan Cos., Inc. 4.38%, 03/15/2029 | | | 839,455 | |
| 605,000 | | | Massachusetts Mutual Life Insurance Co. 3.38%, 04/15/2050(5) | | | 621,981 | |
| 1,000,000 | | | MetLife, Inc. 3.60%, 04/10/2024 | | | 1,108,897 | |
| 132,000 | | | Northwestern Mutual Life Insurance Co. 3.63%, 09/30/2059(5) | | | 146,028 | |
| 870,000 | | | Prudential plc 3.13%, 04/14/2030 | | | 935,512 | |
| 2,220,000 | | | Trinity Acquisition plc 4.40%, 03/15/2026 | | | 2,528,982 | |
| | | | | | | | |
| | | | | | | 8,417,402 | |
| | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Balanced HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 17.4% - (continued) | |
| | | Internet - 0.2% | |
$ | 1,020,000 | | | Amazon.com, Inc. 4.80%, 12/05/2034 | | $ | 1,397,108 | |
| | | | Tencent Holdings Ltd. | |
| 1,095,000 | | | 3.60%, 01/19/2028(5) | | | 1,193,512 | |
| 470,000 | | | 3.98%, 04/11/2029(5) | | | 526,802 | |
| | | | | | | | |
| | | | | | | 3,117,422 | |
| | | | | | | | |
| | | IT Services - 0.3% | |
| | | | Apple, Inc. | |
| 546,000 | | | 3.25%, 02/23/2026 | | | 611,557 | |
| 1,360,000 | | | 3.45%, 05/06/2024 | | | 1,500,608 | |
| | | | International Business Machines Corp. | |
| 2,260,000 | | | 1.95%, 05/15/2030 | | | 2,311,627 | |
| 1,675,000 | | | 3.30%, 05/15/2026 | | | 1,882,150 | |
| | | | | | | | |
| | | | | | | 6,305,942 | |
| | | | | | | | |
| | | Machinery-Diversified - 0.1% | |
| | | | Otis Worldwide Corp. | |
| 140,000 | | | 2.57%, 02/15/2030(5) | | | 147,093 | |
| 295,000 | | | 3.11%, 02/15/2040(5) | | | 300,613 | |
| 525,000 | | | 3.36%, 02/15/2050(1)(5) | | | 555,957 | |
| | | | | | | | |
| | | | | | | 1,003,663 | |
| | | | | | | | |
| | | Media - 0.8% | |
| | | | Comcast Corp. | |
| 1,140,000 | | | 3.95%, 10/15/2025 | | | 1,306,380 | |
| 1,500,000 | | | 4.40%, 08/15/2035 | | | 1,857,427 | |
| 585,000 | | | 4.60%, 10/15/2038 | | | 743,913 | |
| 2,000,000 | | | Cox Communications, Inc. 4.80%, 02/01/2035(5) | | | 2,515,624 | |
| 585,000 | | | Discovery Communications LLC 4.65%, 05/15/2050 | | | 667,463 | |
| 365,000 | | | Fox Corp. 4.03%, 01/25/2024 | | | 404,585 | |
| 2,386,000 | | | Sky Ltd. 3.75%, 09/16/2024(5) | | | 2,656,857 | |
| | | | Time Warner Cable LLC | |
| 395,000 | | | 6.55%, 05/01/2037 | | | 519,638 | |
| 250,000 | | | 7.30%, 07/01/2038 | | | 344,111 | |
| 130,000 | | | Time Warner Entertainment Co., L.P. 8.38%, 03/15/2023 | | | 152,330 | |
| | | | Walt Disney Co. | |
| 2,575,000 | | | 2.65%, 01/13/2031 | | | 2,728,621 | |
| 385,000 | | | 4.00%, 10/01/2023 | | | 421,328 | |
| | | | | | | | |
| | | | | | | 14,318,277 | |
| | | | | | | | |
| | | Mining - 0.1% | |
| 1,575,000 | | | Glencore Finance Canada Ltd. 4.25%, 10/25/2022(5) | | | 1,665,011 | |
| | | | | | | | |
| | | Oil & Gas - 0.8% | |
| 1,545,000 | | | Aker BP ASA 3.75%, 01/15/2030(5) | | | 1,451,101 | |
| 1,200,000 | | | BG Energy Capital plc 4.00%, 10/15/2021(5) | | | 1,244,205 | |
| 2,380,000 | | | BP Capital Markets plc 4.88%, 03/22/2030, (4.88% fixed rate until 03/22/2030; 5 year USD CMT + 4.398% thereafter)(8)(10) | | | 2,457,350 | |
| 2,080,000 | | | Cimarex Energy Co. 4.38%, 06/01/2024 | | | 2,194,140 | |
| 100,000 | �� | | ConocoPhillips Co. 4.95%, 03/15/2026 | | | 119,928 | |
| | | | Equinor ASA | |
| 160,000 | | | 2.45%, 01/17/2023 | | | 167,350 | |
| 2,470,000 | | | 3.00%, 04/06/2027 | | | 2,714,924 | |
| 210,000 | | | 3.25%, 11/10/2024 | | | 233,054 | |
| 1,290,000 | | | Hess Corp. 7.30%, 08/15/2031 | | | 1,503,928 | |
| 1,326,000 | | | Occidental Petroleum Corp. 4.85%, 03/15/2021 | | | 1,316,055 | |
| 615,000 | | | Saudi Arabian Oil Co. 3.50%, 04/16/2029(5) | | | 663,426 | |
| 1,375,000 | | | Total Capital International S.A. 2.70%, 01/25/2023 | | | 1,447,520 | |
| | | | | | | | |
| | | | | | | 15,512,981 | |
| | | | | | | | |
| | | Pharmaceuticals - 0.9% | |
| | | | AbbVie, Inc. | |
| 645,000 | | | 3.45%, 03/15/2022(5) | | | 670,839 | |
| 975,000 | | | 3.80%, 03/15/2025(5) | | | 1,081,778 | |
| 845,000 | | | 4.45%, 05/14/2046 | | | 1,031,092 | |
| 600,000 | | | 4.85%, 06/15/2044(5) | | | 748,206 | |
| 800,000 | | | 5.00%, 12/15/2021(5) | | | 840,481 | |
| 955,000 | | | Bayer U.S. Finance LLC 3.38%, 10/08/2024(5) | | | 1,041,606 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 17.4% - (continued) | |
| | | Pharmaceuticals - 0.9% - (continued) | |
$ | 770,000 | | | Bristol-Myers Squibb Co. 3.55%, 08/15/2022(5) | | $ | 817,605 | |
| 955,000 | | | Cigna Corp. 4.38%, 10/15/2028 | | | 1,130,232 | |
| | | | CVS Health Corp. | |
| 3,130,000 | | | 4.10%, 03/25/2025 | | | 3,539,849 | |
| 511,000 | | | 4.30%, 03/25/2028 | | | 597,650 | |
| 2,015,000 | | | EMD Finance LLC 2.95%, 03/19/2022(5) | | | 2,079,619 | |
| 1,175,000 | | | Merck & Co., Inc. 2.80%, 05/18/2023 | | | 1,252,010 | |
| 410,000 | | | Pfizer, Inc. 1.70%, 05/28/2030 | | | 416,777 | |
| | | | Takeda Pharmaceutical Co., Ltd. | |
| 520,000 | | | 3.03%, 07/09/2040 | | | 523,828 | |
| 650,000 | | | 3.18%, 07/09/2050 | | | 647,891 | |
| 820,000 | | | Upjohn, Inc. 3.85%, 06/22/2040(5) | | | 881,217 | |
| | | | | | | | |
| | | | | | | 17,300,680 | |
| | | | | | | | |
| | | Pipelines - 0.6% | |
| | | | Energy Transfer Operating L.P. | |
| 125,000 | | | 5.00%, 05/15/2050 | | | 118,720 | |
| 872,000 | | | 7.60%, 02/01/2024 | | | 995,680 | |
| 375,000 | | | Energy Transfer Partners L.P. 4.50%, 11/01/2023 | | | 402,586 | |
| | | | Enterprise Products Operating LLC | |
| 100,000 | | | 3.70%, 01/31/2051 | | | 104,736 | |
| 145,000 | | | 3.95%, 01/31/2060 | | | 149,423 | |
| | | | MPLX L.P. | |
| 485,000 | | | 4.00%, 03/15/2028 | | | 511,088 | |
| 1,280,000 | | | 4.13%, 03/01/2027 | | | 1,363,483 | |
| 2,425,000 | | | Phillips 66 Partners L.P. 3.61%, 02/15/2025 | | | 2,588,193 | |
| | | | Sunoco Logistics Partners Operations L.P. | |
| 509,000 | | | 4.40%, 04/01/2021 | | | 518,957 | |
| 1,075,000 | | | 5.35%, 05/15/2045 | | | 1,052,907 | |
| 425,000 | | | TransCanada PipeLines Ltd. 4.10%, 04/15/2030 | | | 484,008 | |
| 2,470,000 | | | Western Midstream Operating L.P. 4.00%, 07/01/2022 | | | 2,462,096 | |
| | | | | | | | |
| | | | | | | 10,751,877 | |
| | | | | | | | |
| | | Real Estate - 0.1% | |
| 1,170,000 | | | WEA Finance LLC 4.13%, 09/20/2028(5) | | | 1,187,009 | |
| 1,400,000 | | | WEA Finance LLC / Westfield UK & Europe Finance plc 3.25%, 10/05/2020(5) | | | 1,401,792 | |
| | | | | | | | |
| | | | | | | 2,588,801 | |
| | | | | | | | |
| | | Real Estate Investment Trusts - 0.5% | |
| | | | American Tower Corp. | |
| 975,000 | | | 3.45%, 09/15/2021 | | | 1,008,700 | |
| 375,000 | | | 4.40%, 02/15/2026 | | | 433,175 | |
| 400,000 | | | 5.00%, 02/15/2024 | | | 456,178 | |
| 1,950,000 | | | Brandywine Operating Partnership L.P. 3.95%, 11/15/2027 | | | 2,002,206 | |
| 985,000 | | | Equinix, Inc. 3.00%, 07/15/2050 | | | 953,884 | |
| | | | Healthpeak Properties, Inc. | |
| 980,000 | | | 3.00%, 01/15/2030 | | | 1,024,366 | |
| 2,000,000 | | | 4.00%, 06/01/2025 | | | 2,215,019 | |
| 470,000 | | | SBA Tower Trust 2.84%, 01/15/2025(5) | | | 484,584 | |
| 500,000 | | | Simon Property Group L.P. 2.45%, 09/13/2029 | | | 494,250 | |
| 780,000 | | | VEREIT Operating Partnership L.P. 3.40%, 01/15/2028 | | | 786,020 | |
| | | | | | | | |
| | | | | | | 9,858,382 | |
| | | | | | | | |
| | | Retail - 0.3% | |
| 1,000,000 | | | AutoZone, Inc. 3.25%, 04/15/2025 | | | 1,090,185 | |
| | | | CVS Health Corp. | |
| 2,100,000 | | | 4.00%, 12/05/2023 | | | 2,303,536 | |
| 685,000 | | | 4.88%, 07/20/2035 | | | 865,439 | |
| 355,000 | | | Lowe’s Cos., Inc. 4.55%, 04/05/2049 | | | 446,766 | |
| 350,000 | | | McDonald’s Corp. 3.63%, 09/01/2049 | | | 384,032 | |
| 315,000 | | | Starbucks Corp. 3.35%, 03/12/2050 | | | 320,819 | |
| 340,000 | | | TJX Cos., Inc. 4.50%, 04/15/2050 | | | 436,908 | |
| | | | | | | | |
| | | | | | | 5,847,685 | |
| | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Balanced HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 17.4% - (continued) | |
| | | Semiconductors - 0.3% | |
$ | 625,000 | | | Broadcom Corp. / Broadcom Cayman Finance Ltd. 3.88%, 01/15/2027 | | $ | 675,385 | |
| | | | Broadcom, Inc. | |
| 1,952,000 | | | 4.11%, 09/15/2028(5) | | | 2,126,750 | |
| 110,000 | | | 4.25%, 04/15/2026(5) | | | 122,419 | |
| 2,430,000 | | | 4.70%, 04/15/2025(5) | | | 2,738,062 | |
| | | | | | | | |
| | | | | | | 5,662,616 | |
| | | | | | | | |
| | | Software - 0.3% | |
| 1,820,000 | | | Fiserv, Inc. 3.20%, 07/01/2026 | | | 2,014,394 | |
| | | | Microsoft Corp. | |
| 1,605,000 | | | 2.40%, 08/08/2026 | | | 1,751,783 | |
| 1,000,000 | | | 3.70%, 08/08/2046 | | | 1,245,285 | |
| 510,000 | | | Oracle Corp. 3.60%, 04/01/2050 | | | 567,569 | |
| | | | | | | | |
| | | | | | | 5,579,031 | |
| | | | | | | | |
| | | Telecommunications - 1.1% | |
| | | | AT&T, Inc. | |
| 1,865,000 | | | 2.30%, 06/01/2027 | | | 1,930,779 | |
| 2,325,000 | | | 3.60%, 07/15/2025 | | | 2,582,789 | |
| 2,185,000 | | | 4.45%, 04/01/2024 | | | 2,454,897 | |
| 1,125,000 | | | British Telecommunications plc 3.25%, 11/08/2029(5) | | | 1,226,651 | |
| | | | Deutsche Telekom International Finance B.V. | |
| 450,000 | | | 3.60%, 01/19/2027(5) | | | 503,689 | |
| 665,000 | | | 4.38%, 06/21/2028(5) | | | 788,261 | |
| 576,000 | | | Orange S.A. 9.00%, 03/01/2031 | | | 939,739 | |
| 2,440,000 | | | Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC 4.74%, 09/20/2029(5) | | | 2,647,937 | |
| 2,535,000 | | | T-Mobile USA, Inc. 2.05%, 02/15/2028(5) | | | 2,536,192 | |
| | | | Telefonica Emisiones S.A. | |
| 1,035,000 | | | 5.21%, 03/08/2047 | | | 1,289,121 | |
| 300,000 | | | 5.52%, 03/01/2049 | | | 394,541 | |
| | | | Verizon Communications, Inc. | |
| 781,000 | | | 4.52%, 09/15/2048 | | | 1,033,115 | |
| 222,000 | | | 4.67%, 03/15/2055 | | | 301,783 | |
| 715,000 | | | 4.75%, 11/01/2041 | | | 945,324 | |
| 283,000 | | | 4.81%, 03/15/2039 | | | 369,676 | |
| | | | | | | | |
| | | | | | | 19,944,494 | |
| | | | | | | | |
| | | Transportation - 0.4% | |
| | | | FedEx Corp. | |
| 62,000 | | | 4.05%, 02/15/2048 | | | 63,719 | |
| 155,000 | | | 4.10%, 02/01/2045 | | | 157,505 | |
| 211,000 | | | 4.55%, 04/01/2046 | | | 227,486 | |
| 425,000 | | | 4.75%, 11/15/2045 | | | 468,606 | |
| 397,000 | | | 4.95%, 10/17/2048 | | | 460,606 | |
| | | | Penske Truck Leasing Co. L.P. / PTL Finance Corp. | |
| 155,000 | | | 2.70%, 11/01/2024(5) | | | 159,467 | |
| 1,100,000 | | | 3.38%, 02/01/2022(5) | | | 1,128,411 | |
| 2,850,000 | | | 3.95%, 03/10/2025(5) | | | 3,089,229 | |
| | | | Union Pacific Corp. | |
| 795,000 | | | 3.25%, 02/05/2050 | | | 871,001 | |
| 465,000 | | | 3.75%, 02/05/2070 | | | 517,967 | |
| | | | | | | | |
| | | | | | | 7,143,997 | |
| | | | | | | | |
| | | Water - 0.0% | |
| 625,000 | | | American Water Capital Corp. 2.95%, 09/01/2027 | | | 688,114 | |
| | | | | | | | |
| | |
| | | | Total Corporate Bonds (cost $304,663,220) | | $ | 328,624,233 | |
| | | | | | | | |
|
FOREIGN GOVERNMENT OBLIGATIONS - 0.5% | |
| | | Qatar - 0.5% | |
| | | | Qatar Government International Bond | |
$ | 4,990,000 | | | 2.38%, 06/02/2021(5) | | $ | 5,049,880 | |
| 1,260,000 | | | 3.75%, 04/16/2030(5) | | | 1,434,752 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
FOREIGN GOVERNMENT OBLIGATIONS - 0.5% - (continued) | |
| | | Qatar - 0.5% - (continued) | |
$ | 1,680,000 | | | 3.88%, 04/23/2023(5) | | $ | 1,801,565 | |
| 636,000 | | | 4.00%, 03/14/2029(5) | | | 731,325 | |
| | | | | | | | |
| | | | | | | 9,017,522 | |
| | | | | | | | |
| | | Saudi Arabia - 0.0% | |
| 800,000 | | | Saudi Government International Bond 2.88%, 03/04/2023(5) | | | 834,029 | |
| | | | | | | | |
| | |
| | | | Total Foreign Government Obligations (cost $9,318,805) | | $ | 9,851,551 | |
| | | | | | | | |
|
MUNICIPAL BONDS - 1.0% | |
| | | Airport - 0.0% | |
$ | 190,000 | | | Broward County, FL, Airport System Rev 3.48%, 10/01/2043 | | $ | 189,671 | |
| | | | | | | | |
| | | Education - 0.0% | |
| 310,000 | | | Massachusetts School Building Auth 3.40%, 10/15/2040 | | | 316,184 | |
| | | | | | | | |
| | | General - 0.4% | |
| | | | Chicago, IL, Transit Auth | |
| 140,000 | | | 6.30%, 12/01/2021 | | | 145,387 | |
| 1,000,000 | | | 6.90%, 12/01/2040 | | | 1,377,130 | |
| 365,000 | | | City of Sacramento, CA 6.42%, 08/01/2023 | | | 413,746 | |
| 375,000 | | | Metropolitan Transportation Auth, NY, Rev 6.67%, 11/15/2039 | | | 481,552 | |
| 1,485,000 | | | New York State Urban Dev Corp. Rev 2.10%, 03/15/2022 | | | 1,502,761 | |
| 1,250,000 | | | Philadelphia, PA, Auth for Industrial Dev 6.55%, 10/15/2028 | | | 1,615,625 | |
| 1,335,000 | | | Sales Tax Securitization Corp., IL 4.79%, 01/01/2048 | | | 1,646,389 | |
| | | | | | | | |
| | | | | | | 7,182,590 | |
| | | | | | | | |
| | | General Obligation - 0.2% | |
| | | | California State, GO Taxable | |
| 420,000 | | | 7.35%, 11/01/2039 | | | 706,511 | |
| 5,000 | | | 7.55%, 04/01/2039(1) | | | 8,904 | |
| 685,000 | | | Chicago, IL, Metropolitan Water Reclamation Dist, GO 5.72%, 12/01/2038 | | | 989,791 | |
| 1,180,000 | | | State of Illinois, GO 5.10%, 06/01/2033 | | | 1,197,051 | |
| | | | | | | | |
| | | | | | | 2,902,257 | |
| | | | | | | | |
| | | Higher Education - 0.0% | |
| 245,000 | | | Pennsylvania State University 2.84%, 09/01/2050 | | | 255,366 | |
| | | | | | | | |
| | | Power - 0.0% | |
| 485,000 | | | New York Utility Debt Securitization Auth 3.44%, 12/15/2025 | | | 505,714 | |
| | | | | | | | |
| | | Transportation - 0.2% | |
| 225,000 | | | Bay Area Toll Auth, CA 2.57%, 04/01/2031 | | | 242,057 | |
| | | | Foothill-Eastern Transportation Corridor Agency, CA | |
| 705,000 | | | 3.92%, 01/15/2053 | | | 738,276 | |
| 95,000 | | | 4.09%, 01/15/2049 | | | 97,546 | |
| 875,000 | | | Illinois State Toll Highway Auth 6.18%, 01/01/2034 | | | 1,254,041 | |
| | | | Metropolitan Transportation Auth | |
| 640,000 | | | 5.18%, 11/15/2049 | | | 746,573 | |
| 35,000 | | | 6.20%, 11/15/2026 | | | 39,956 | |
| 570,000 | | | New York and New Jersey Port Auth, Taxable Rev 6.04%, 12/01/2029 | | | 772,128 | |
| | | | | | | | |
| | | | | | | 3,890,577 | |
| | | | | | | | |
| | | Utility - Electric - 0.2% | |
| 785,000 | | | Illinois Municipal Electric Agency 6.83%, 02/01/2035 | | | 1,072,318 | |
| | | | Municipal Electric Auth, GA | |
| 1,580,000 | | | 6.64%, 04/01/2057 | | | 2,297,762 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Balanced HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
MUNICIPAL BONDS - 1.0% - (continued) | |
| | | Utility - Electric - 0.2% - (continued) | |
$ | 408,000 | | | 6.66%, 04/01/2057 | | $ | 597,949 | |
| | | | | | | | |
| | | | | | | 3,968,029 | |
| | | | | | | | |
| | |
| | | | Total Municipal Bonds (cost $16,622,426) | | $ | 19,210,388 | |
| | | | | | | | |
|
U.S. GOVERNMENT AGENCIES - 1.1% | |
| | | Mortgage-Backed Agencies - 1.1% | |
| | | FHLMC - 0.0% | |
$ | 570,000 | | | 2.28%, 07/25/2026 | | $ | 616,676 | |
| 13,368 | | | 3.80%, 04/01/2029, 12 mo. USD CMT + 2.253%(6) | | | 13,499 | |
| 24,204 | | | 4.00%, 03/01/2041 | | | 26,527 | |
| | | | | | | | |
| | | | | | | 656,702 | |
| | | | | | | | |
| | | FNMA - 0.4% | |
| 387,160 | | | 1.12%, 10/25/2024, 1 mo. USD LIBOR + 0.400%(6) | | | 386,163 | |
| 650,000 | | | 2.78%, 06/01/2026 | | | 711,715 | |
| 1,414,127 | | | 3.00%, 03/25/2053 | | | 1,470,677 | |
| 325,000 | | | 3.07%, 02/01/2025 | | | 355,338 | |
| 2,978,791 | | | 3.50%, 06/25/2059 | | | 3,311,883 | |
| 29,971 | | | 4.50%, 11/01/2023 | | | 32,146 | |
| 97,118 | | | 4.50%, 03/01/2038 | | | 107,086 | |
| 54,013 | | | 4.50%, 11/01/2039 | | | 60,052 | |
| 33,903 | | | 4.50%, 04/01/2040 | | | 37,410 | |
| 75,296 | | | 4.50%, 08/01/2040 | | | 83,222 | |
| 31,235 | | | 4.50%, 02/01/2041 | | | 34,768 | |
| 416,851 | | | 4.50%, 04/01/2041 | | | 460,526 | |
| 301,613 | | | 4.50%, 06/01/2041 | | | 335,570 | |
| 367,699 | | | 4.50%, 07/01/2041 | | | 408,853 | |
| 96,085 | | | 4.50%, 09/01/2041 | | | 105,301 | |
| 58,317 | | | 4.50%, 07/01/2044 | | | 63,371 | |
| | | | | | | | |
| | | | | | | 7,964,081 | |
| | | | | | | | |
| | | GNMA - 0.2% | |
| 68,377 | | | 5.00%, 07/15/2037 | | | 78,152 | |
| 6,122 | | | 6.00%, 06/15/2024 | | | 6,796 | |
| 3,908 | | | 6.00%, 07/15/2026 | | | 4,338 | |
| 1,588 | | | 6.00%, 01/15/2028 | | | 1,763 | |
| 1,600 | | | 6.00%, 03/15/2028 | | | 1,802 | |
| 27,337 | | | 6.00%, 04/15/2028 | | | 30,427 | |
| 57,622 | | | 6.00%, 05/15/2028 | | | 64,031 | |
| 16,634 | | | 6.00%, 06/15/2028 | | | 18,481 | |
| 35,275 | | | 6.00%, 07/15/2028 | | | 39,232 | |
| 10,678 | | | 6.00%, 08/15/2028 | | | 11,866 | |
| 38,890 | | | 6.00%, 09/15/2028 | | | 43,212 | |
| 82,151 | | | 6.00%, 10/15/2028 | | | 91,305 | |
| 69,419 | | | 6.00%, 11/15/2028 | | | 77,101 | |
| 77,592 | | | 6.00%, 12/15/2028 | | | 86,222 | |
| 1,880 | | | 6.00%, 12/15/2031 | | | 2,167 | |
| 18,509 | | | 6.00%, 09/15/2032 | | | 21,847 | |
| 7,337 | | | 6.00%, 11/15/2032 | | | 8,452 | |
| 1,835 | | | 6.00%, 04/15/2033 | | | 2,041 | |
| 75,564 | | | 6.00%, 06/15/2033 | | | 86,715 | |
| 25,777 | | | 6.00%, 10/15/2033 | | | 30,721 | |
| 3,215 | | | 6.00%, 11/15/2033 | | | 3,764 | |
| 48,910 | | | 6.00%, 10/15/2034 | | | 55,096 | |
| 54,721 | | | 6.00%, 01/15/2035 | | | 61,163 | |
| 6,818 | | | 6.00%, 05/15/2035 | | | 7,581 | |
| 10,782 | | | 6.00%, 06/15/2035 | | | 12,184 | |
| 435 | | | 6.50%, 03/15/2026 | | | 478 | |
| 3,513 | | | 6.50%, 01/15/2028 | | | 3,867 | |
| 30,521 | | | 6.50%, 03/15/2028 | | | 33,595 | |
| 87,991 | | | 6.50%, 04/15/2028 | | | 96,867 | |
| 26,343 | | | 6.50%, 05/15/2028 | | | 28,997 | |
| 127,374 | | | 6.50%, 06/15/2028 | | | 140,332 | |
| 5,935 | | | 6.50%, 10/15/2028 | | | 6,587 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
|
U.S. GOVERNMENT AGENCIES - 1.1% - (continued) | |
| |
| | | Mortgage-Backed Agencies - 1.1% - (continued) | |
| | | GNMA - 0.2% - (continued) | |
$ | 2,165 | | | 6.50%, 02/15/2035 | | $ | 2,541 | |
| 11,226 | | | 7.00%, 11/15/2031 | | | 12,646 | |
| 5,644 | | | 7.00%, 03/15/2032 | | | 6,372 | |
| 908,767 | | | 7.00%, 11/15/2032 | | | 1,101,145 | |
| 119,677 | | | 7.00%, 01/15/2033 | | | 142,067 | |
| 127,827 | | | 7.00%, 05/15/2033 | | | 150,953 | |
| 21,137 | | | 7.00%, 07/15/2033 | | | 24,601 | |
| 148,077 | | | 7.00%, 11/15/2033 | | | 175,553 | |
| 58,835 | | | 7.50%, 09/16/2035 | | | 68,217 | |
| 105 | | | 8.00%, 09/15/2026 | | | 116 | |
| 39 | | | 8.00%, 11/15/2026 | | | 40 | |
| 6,492 | | | 8.00%, 12/15/2026 | | | 7,436 | |
| 104 | | | 8.00%, 09/15/2027 | | | 108 | |
| 4,194 | | | 8.00%, 07/15/2029 | | | 4,905 | |
| 8,511 | | | 8.00%, 12/15/2029 | | | 8,857 | |
| 3,731 | | | 8.00%, 01/15/2030 | | | 3,860 | |
| 3,381 | | | 8.00%, 02/15/2030 | | | 3,411 | |
| 798 | | | 8.00%, 03/15/2030 | | | 810 | |
| 19,821 | | | 8.00%, 04/15/2030 | | | 20,058 | |
| 4,160 | | | 8.00%, 05/15/2030 | | | 4,344 | |
| 31,973 | | | 8.00%, 06/15/2030 | | | 33,475 | |
| 1,971 | | | 8.00%, 07/15/2030 | | | 2,063 | |
| 57,233 | | | 8.00%, 08/15/2030 | | | 59,117 | |
| 14,219 | | | 8.00%, 09/15/2030 | | | 14,695 | |
| 6,398 | | | 8.00%, 11/15/2030 | | | 6,485 | |
| 88,017 | | | 8.00%, 12/15/2030 | | | 99,851 | |
| | | | | | | | |
| | | | | | | 3,110,908 | |
| | | | | | | | |
| | | UMBS - 0.5% | |
| 4,600,000 | | | 2.50%, 07/14/2050(11) | | | 4,795,500 | |
| 4,500,000 | | | 2.50%, 08/13/2050(11) | | | 4,683,955 | |
| | | | | | | | |
| | | | | | | 9,479,455 | |
| | | | | | | | |
| | |
| | | | Total U.S. Government Agencies (cost $20,342,242) | | $ | 21,211,146 | |
| | | | | | | | |
|
U.S. GOVERNMENT SECURITIES - 8.5% | |
| | | U.S. Treasury Securities - 8.5% | |
| | | U.S. Treasury Bonds - 5.3% | |
$ | 3,385,000 | | | 1.25%, 05/15/2050 | | $ | 3,252,377 | |
| 1,450,000 | | | 2.00%, 02/15/2050 | | | 1,660,590 | |
| 19,250,000 | | | 2.50%, 02/15/2045(12) | | | 23,745,176 | |
| 6,214,000 | | | 2.75%, 11/15/2047 | | | 8,130,145 | |
| 9,735,800 | | | 2.88%, 05/15/2043 | | | 12,718,530 | |
| 1,030,000 | | | 3.00%, 08/15/2048 | | | 1,416,491 | |
| 7,895,000 | | | 3.13%, 08/15/2044 | | | 10,765,264 | |
| 4,630,000 | | | 3.38%, 05/15/2044 | | | 6,548,556 | |
| 21,300,000 | | | 4.38%, 02/15/2038 | | | 33,107,356 | |
| | | | | | | | |
| | | | | | | 101,344,485 | |
| | | | | | | | |
| | | U.S. Treasury Notes - 3.2% | |
| 7,155,000 | | | 0.13%, 05/31/2022 | | | 7,149,690 | |
| 4,260,000 | | | 0.13%, 06/30/2022 | | | 4,257,338 | |
| 1,715,000 | | | 0.13%, 05/15/2023 | | | 1,712,454 | |
| 18,525,000 | | | 0.25%, 05/31/2025 | | | 18,502,567 | |
| 2,415,000 | | | 0.63%, 05/15/2030 | | | 2,408,302 | |
| 2,730,000 | | | 1.13%, 02/28/2025 | | | 2,839,413 | |
| 2,505,000 | | | 1.50%, 02/15/2030 | | | 2,707,944 | |
| 8,520,000 | | | 1.63%, 10/31/2026 | | | 9,151,345 | |
| 1,300,000 | | | 1.63%, 08/15/2029 | | | 1,418,473 | |
| 1,420,000 | | | 1.75%, 11/15/2029 | | | 1,567,769 | |
| 8,205,000 | | | 2.13%, 03/31/2024 | | | 8,790,888 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Balanced HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
U.S. GOVERNMENT SECURITIES - 8.5% - (continued) | |
| | | U.S. Treasury Securities - 8.5% - (continued) | |
| | | U.S. Treasury Notes - 3.2% - (continued) | |
$ | 80,000 | | | 2.38%, 05/15/2029 | | $ | 92,325 | |
| | | | | | | | |
| | | | | | | 60,598,508 | |
| | | | | | | | |
| | |
| | | | Total U.S. Government Securities (cost $131,033,613) | | $ | 161,942,993 | |
| | | | | | | | |
| | |
| | | | Total Long-Term Investments (cost $1,474,749,432) | | $ | 1,866,738,174 | |
| | | | | | | | |
|
SHORT-TERM INVESTMENTS - 1.4% | |
| | | Repurchase Agreements - 1.4% | |
| 25,462,280 | | | Fixed Income Clearing Corp. Repurchase Agreement dated 06/30/2020 at 0.060%, due on 07/01/2020 with a maturity value of $25,462,322; collateralized by U.S. Treasury Bond at 3.625%, maturing 02/15/2044, with a market value of $25,971,590 | | $ | 25,462,280 | |
| | | | | | | | |
| | | Securities Lending Collateral - 0.0% | |
| 34,288 | | | Citibank NA DDCA, 0.08%, 07/01/2020(13) | | | 34,288 | |
| 251,010 | | | Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.09%(13) | | | 251,010 | |
| 400,462 | | | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.16%(13) | | | 400,462 | |
| | | | | | | | |
| | | | | | | 685,760 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments (cost $26,148,040) | | $ | 26,148,040 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | |
| | | | Total Investments (cost $1,500,897,472) | | | 100.0 | % | | $ | 1,892,886,214 | |
| | | | Other Assets and Liabilities | | | 0.0 | % | | | (295,597 | ) |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 1,892,590,617 | |
| | | | | | | | | | | | |
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 will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. |
| The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types. |
| Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. |
| For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
| See “Glossary” for abbreviation descriptions. |
(1) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(2) | Investment valued using significant unobservable inputs. |
(3) | These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At June 30, 2020, the aggregate fair value of these securities was $3,999,844, which represented 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. |
(4) | Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $3,999,844 or 0.2% of net assets. |
| | | | | | | | | | | | | | | | |
Period Acquired | | | Security Name | | Shares/ Par Value | | | Base Total Cost | | | Base Market Value | |
| 08/2011 | | | Allstar Co. | | | 11,702,200 | | | $ | 5,090,681 | | | $ | 1,521,286 | |
| 11/2013 | | | Tory Burch LLC | | | 67,006 | | | | 5,251,707 | | | | 2,478,558 | |
| | | | | | | | | | | | | | | | |
| | | | | | | | | | $ | 10,342,388 | | | $ | 3,999,844 | |
| | | | | | | | | | | | | | | | |
(5) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At June 30, 2020, the aggregate value of these securities was $153,129,291, representing 8.1% of net assets. |
(6) | Variable rate securities; the rate reported is the coupon rate in effect at June 30, 2020. Base lending rates may be subject to a floor or cap. |
(7) | Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end. |
(8) | Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at June 30, 2020. Rate will reset at a future date. Base lending rates may be subject to a floor or cap. |
(9) | Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate. |
(10) | Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first. |
(11) | Represents or includes a TBA transaction. |
(12) | All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of June 30, 2020, the market value of securities pledged was $684,601. |
(13) | Current yield as of period end. |
The accompanying notes are an integral part of these financial statements.
|
Hartford Balanced HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
| | | | | | | | | | | | | | | | |
Futures Contracts Outstanding at June 30, 2020 | |
Description | | Number of Contracts | | | Expiration Date | | | Current Notional Amount | | | Value and Unrealized Appreciation/ (Depreciation) | |
Long position contracts: | |
U.S. Treasury 5-Year Note Future | | | 33 | | | | 09/30/2020 | | | $ | 4,149,492 | | | $ | 7,216 | |
| | | | | | | | | | | | | | | | |
Short position contracts: | |
U.S. Treasury 10-Year Note Future | | | 18 | | | | 09/21/2020 | | | $ | 2,505,094 | | | $ | (9,017 | ) |
U.S. Treasury Long Bond Future | | | 20 | | | | 09/21/2020 | | | | 3,571,250 | | | | (53,162 | ) |
| | | | | | | | | | | | | | | | |
Total | | | $ | (62,179 | ) |
| | | | | | | | | | | | | | | | |
Total futures contracts | | | $ | (54,963 | ) |
| | | | | | | | | | | | | | | | |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2020 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Automobiles & Components | | $ | 12,353,236 | | | $ | 12,353,236 | | | $ | — | | | $ | — | |
Banks | | | 88,784,908 | | | | 88,784,908 | | | | — | | | | — | |
Capital Goods | | | 122,471,478 | | | | 122,471,478 | | | | — | | | | — | |
Consumer Durables & Apparel | | | 37,486,063 | | | | 37,486,063 | | | | — | | | | — | |
Consumer Services | | | 19,851,001 | | | | 19,851,001 | | | | — | | | | — | |
Diversified Financials | | | 30,524,283 | | | | 30,524,283 | | | | — | | | | — | |
Energy | | | 16,271,861 | | | | 16,271,861 | | | | — | | | | — | |
Food & Staples Retailing | | | 16,501,034 | | | | 16,501,034 | | | | — | | | | — | |
Food, Beverage & Tobacco | | | 28,695,677 | | | | 28,695,677 | | | | — | | | | — | |
Health Care Equipment & Services | | | 110,370,946 | | | | 110,370,946 | | | | — | | | | — | |
Insurance | | | 42,035,286 | | | | 42,035,286 | | | | — | | | | — | |
Materials | | | 48,061,266 | | | | 48,061,266 | | | | — | | | | — | |
Media & Entertainment | | | 134,543,121 | | | | 134,543,121 | | | | — | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 129,268,074 | | | | 94,988,146 | | | | 34,279,928 | | | | — | |
Real Estate | | | 16,015,395 | | | | 16,015,395 | | | | — | | | | — | |
Retailing | | | 60,924,878 | | | | 56,925,034 | | | | — | | | | 3,999,844 | |
Semiconductors & Semiconductor Equipment | | | 82,553,841 | | | | 82,553,841 | | | | — | | | | — | |
Software & Services | | | 178,306,699 | | | | 178,306,699 | | | | — | | | | — | |
Technology Hardware & Equipment | | | 51,085,166 | | | | 51,085,166 | | | | — | | | | — | |
Transportation | | | 34,237,448 | | | | 34,237,448 | | | | — | | | | — | |
Utilities | | | 14,968,936 | | | | 14,968,936 | | | | — | | | | — | |
Asset & Commercial Mortgage-Backed Securities | | | 50,587,266 | | | | — | | | | 50,587,266 | | | | — | |
Corporate Bonds | | | 328,624,233 | | | | — | | | | 328,624,233 | | | | — | |
Foreign Government Obligations | | | 9,851,551 | | | | — | | | | 9,851,551 | | | | — | |
Municipal Bonds | | | 19,210,388 | | | | — | | | | 19,210,388 | | | | — | |
U.S. Government Agencies | | | 21,211,146 | | | | — | | | | 21,211,146 | | | | — | |
U.S. Government Securities | | | 161,942,993 | | | | — | | | | 161,942,993 | | | | — | |
Short-Term Investments | | | 26,148,040 | | | | 685,760 | | | | 25,462,280 | | | | — | |
Futures Contracts(2) | | | 7,216 | | | | 7,216 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 1,892,893,430 | | | $ | 1,237,723,801 | | | $ | 651,169,785 | | | $ | 3,999,844 | |
| | | | | | | | | | | | | | | | |
Liabilities | |
Futures Contracts(2) | | $ | (62,179 | ) | | $ | (62,179 | ) | | $ | — | | | $ | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | (62,179 | ) | | $ | (62,179 | ) | | $ | — | | | $ | — | |
| | | | | | | | | | | | | | | | |
(1) | For the six-month period ended June 30, 2020, there were no transfers in and out of Level 3. |
(2) | Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments. |
Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for period ended June 30, 2020 is not presented.
The accompanying notes are an integral part of these financial statements.
|
Hartford Capital Appreciation HLS Fund |
Schedule of Investments
June 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 96.9% | | | |
| | | Automobiles & Components - 0.7% | |
| 17,273 | | | Ferrari N.V. | | $ | 2,958,782 | |
| 567,101 | | | General Motors Co. | | | 14,347,656 | |
| 4,909 | | | Tesla, Inc.* | | | 5,300,787 | |
| 27,736 | | | Thor Industries, Inc. | | | 2,954,716 | |
| | | | | | | | |
| | | | | | | 25,561,941 | |
| | | | | | | | |
| | | Banks - 1.4% | |
| 222,477 | | | Atlantic Union Bankshares Corp. | | | 5,152,567 | |
| 619,306 | | | Bank of America Corp. | | | 14,708,517 | |
| 323,872 | | | Bank OZK | | | 7,601,276 | |
| 106,216 | | | BNP Paribas S.A.* | | | 4,243,754 | |
| 120,341 | | | Citizens Financial Group, Inc. | | | 3,037,407 | |
| 109,695 | | | PNC Financial Services Group, Inc. | | | 11,541,011 | |
| 247,190 | | | Zions Bancorp NA | | | 8,404,460 | |
| | | | | | | | |
| | | | | | | 54,688,992 | |
| | | | | | | | |
| | | Capital Goods - 5.4% | |
| 109,910 | | | 3M Co. | | | 17,144,861 | |
| 147,839 | | | A.O. Smith Corp. | | | 6,966,174 | |
| 101,517 | | | Airbus SE* | | | 7,274,078 | |
| 108,745 | | | Deere & Co. | | | 17,089,277 | |
| 111,475 | | | Dover Corp. | | | 10,764,026 | |
| 271,056 | | | Emerson Electric Co. | | | 16,813,604 | |
| 97,100 | | | Fortive Corp. | | | 6,569,786 | |
| 174,063 | | | General Dynamics Corp. | | | 26,015,456 | |
| 350,600 | | | HF Global, Inc.(1)(2)(3) | | | 5,017,086 | |
| 223,557 | | | Johnson Controls International plc | | | 7,632,236 | |
| 43,859 | | | Lockheed Martin Corp. | | | 16,005,026 | |
| 124,512 | | | Middleby Corp.* | | | 9,828,977 | |
| 43,932 | | | Northrop Grumman Corp. | | | 13,506,454 | |
| 146,150 | | | Pentair plc | | | 5,552,238 | |
| 170,331 | | | Raytheon Technologies Corp. | | | 10,495,796 | |
| 11,821 | | | Rockwell Automation, Inc. | | | 2,517,873 | |
| 17,354 | | | Safran S.A.* | | | 1,745,661 | |
| 851,330 | | | Sanwa Holdings Corp. | | | 7,650,554 | |
| 119,777 | | | Trane Technologies plc | | | 10,657,757 | |
| 246,540 | | | Westinghouse Air Brake Technologies Corp. | | | 14,193,308 | |
| | | | | | | | |
| | | | | | | 213,440,228 | |
| | | | | | | | |
| | | Commercial & Professional Services - 2.3% | |
| 350,466 | | | Copart, Inc.* | | | 29,183,304 | |
| 46,891 | | | CoStar Group, Inc.* | | | 33,324,027 | |
| 14,940 | | | Equifax, Inc. | | | 2,567,887 | |
| 190,679 | | | Herman Miller, Inc. | | | 4,501,931 | |
| 95,810 | | | Recruit Holdings Co., Ltd. | | | 3,294,922 | |
| 64,599 | | | TransUnion | | | 5,622,697 | |
| 119,946 | | | Waste Connections, Inc. | | | 11,249,736 | |
| | | | | | | | |
| | | | | | | 89,744,504 | |
| | | | | | | | |
| | | Consumer Durables & Apparel - 3.1% | |
| 14,768 | | | adidas AG* | | | 3,893,606 | |
| 234,952 | | | Carter’s, Inc. | | | 18,960,626 | |
| 399,328 | | | NIKE, Inc. Class B | | | 39,154,110 | |
| 196,509 | | | Peloton Interactive, Inc. Class A* | | | 11,352,325 | |
| 84,673 | | | Polaris Industries, Inc. | | | 7,836,486 | |
| 241,692 | | | Steven Madden Ltd. | | | 5,967,376 | |
| 575,393 | | | VF Corp. | | | 35,064,449 | |
| | | | | | | | |
| | | | | | | 122,228,978 | |
| | | | | | | | |
| | | Consumer Services - 2.4% | |
| 304,736 | | | Aramark | | | 6,877,891 | |
| 585,251 | | | Compass Group plc | | | 8,052,152 | |
| 7,774 | | | Domino’s Pizza, Inc. | | | 2,872,027 | |
| 159,022 | | | DraftKings, Inc.*(2)(3) | | | 5,126,869 | |
| 2,703 | | | DraftKings, Inc. Class A* | | | 89,902 | |
| 167,907 | | | Las Vegas Sands Corp. | | | 7,646,485 | |
| 241,134 | | | McDonald’s Corp. | | | 44,481,989 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 96.9% - (continued) | | | |
| | | Consumer Services - 2.4% - (continued) | |
| 16,301 | | | New Oriental Education & Technology Group, Inc. ADR* | | $ | 2,122,879 | |
| 44,307 | | | Vail Resorts, Inc. | | | 8,070,520 | |
| 99,504 | | | Yum! Brands, Inc. | | | 8,647,893 | |
| | | | | | | | |
| | | | | | | 93,988,607 | |
| | | | | | | | |
| | | Diversified Financials - 3.9% | |
| 351,229 | | | American Express Co. | | | 33,437,001 | |
| 489,795 | | | Bank of New York Mellon Corp. | | | 18,930,577 | |
| 23,951 | | | BlackRock, Inc. | | | 13,031,500 | |
| 205,626 | | | Blackstone Group, Inc. Class A | | | 11,650,769 | |
| 61,788 | | | Brookfield Asset Management, Inc. Class A | | | 2,033,506 | |
| 304,539 | | | Charles Schwab Corp. | | | 10,275,146 | |
| 335,874 | | | Equitable Holdings, Inc. | | | 6,479,009 | |
| 53,974 | | | London Stock Exchange Group plc | | | 5,613,035 | |
| 278,939 | | | Raymond James Financial, Inc. | | | 19,199,371 | |
| 1,224,068 | | | SLM Corp. | | | 8,605,198 | |
| 393,163 | | | TD Ameritrade Holding Corp. | | | 14,303,270 | |
| 195,340 | | | Voya Financial, Inc. | | | 9,112,611 | |
| | | | | | | | |
| | | | | | | 152,670,993 | |
| | | | | | | | |
| | | Energy - 0.9% | |
| 674,349 | | | Canadian Natural Resources Ltd. | | | 11,753,903 | |
| 162,941 | | | Concho Resources, Inc. | | | 8,391,462 | |
| 172,198 | | | Diamondback Energy, Inc. | | | 7,201,320 | |
| 320,917 | | | Halliburton Co. | | | 4,165,503 | |
| 305,841 | | | Tenaris S.A. ADR | | | 3,954,524 | |
| | | | | | | | |
| | | | | | | 35,466,712 | |
| | | | | | | | |
| | | Food & Staples Retailing - 1.2% | |
| 317,533 | | | Sysco Corp. | | | 17,356,354 | |
| 232,992 | | | Walmart, Inc. | | | 27,907,782 | |
| | | | | | | | |
| | | | | | | 45,264,136 | |
| | | | | | | | |
| | | Food, Beverage & Tobacco - 8.0% | |
| 797,363 | | | Altria Group, Inc. | | | 31,296,498 | |
| 211,303 | | | Archer-Daniels-Midland Co. | | | 8,430,990 | |
| 138,327 | | | Campbell Soup Co. | | | 6,865,169 | |
| 845,019 | | | Coca-Cola Co. | | | 37,755,449 | |
| 89,954 | | | Constellation Brands, Inc. Class A | | | 15,737,452 | |
| 846,504 | | | Diageo plc | | | 28,135,546 | |
| 327,345 | | | General Mills, Inc. | | | 20,180,819 | |
| 139,067 | | | JM Smucker Co. | | | 14,714,679 | |
| 154,177 | | | Kellogg Co. | | | 10,184,933 | |
| 684,341 | | | Keurig Dr Pepper, Inc.(4) | | | 19,435,284 | |
| 330,968 | | | Mondelez International, Inc. Class A | | | 16,922,394 | |
| 494,730 | | | Monster Beverage Corp.* | | | 34,294,684 | |
| 265,484 | | | PepsiCo., Inc. | | | 35,112,914 | |
| 353,965 | | | Philip Morris International, Inc. | | | 24,798,788 | |
| 217,574 | | | Tyson Foods, Inc. Class A | | | 12,991,343 | |
| | | | | | | | |
| | | | | | | 316,856,942 | |
| | | | | | | | |
| | | Health Care Equipment & Services - 9.5% | |
| 47,929 | | | ABIOMED, Inc.* | | | 11,577,729 | |
| 11,100 | | | Align Technology, Inc.* | | | 3,046,284 | |
| 25,896 | | | Anthem, Inc. | | | 6,810,130 | |
| 221,865 | | | Baxter International, Inc. | | | 19,102,576 | |
| 314,649 | | | Centene Corp.* | | | 19,995,944 | |
| 434,726 | | | CVS Health Corp. | | | 28,244,148 | |
| 220,861 | | | Danaher Corp. | | | 39,054,851 | |
| 344,860 | | | Dentsply Sirona, Inc. | | | 15,194,532 | |
| 44,990 | | | DexCom, Inc.* | | | 18,238,946 | |
| 180,997 | | | Insulet Corp.* | | | 35,160,477 | |
| 57,891 | | | Intuitive Surgical, Inc.* | | | 32,988,029 | |
| 476,080 | | | Medtronic plc | | | 43,656,536 | |
| 71,175 | | | Quest Diagnostics, Inc. | | | 8,111,103 | |
| 56,311 | | | Teleflex, Inc. | | | 20,496,078 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Capital Appreciation HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 96.9% - (continued) | | | |
| | | Health Care Equipment & Services - 9.5% - (continued) | |
| 166,167 | | | UnitedHealth Group, Inc. | | $ | 49,010,957 | |
| 96,046 | | | Veeva Systems, Inc. Class A* | | | 22,515,103 | |
| | | | | | | | |
| | | | | | | 373,203,423 | |
| | | | | | | | |
| | | Household & Personal Products - 2.5% | |
| 49,660 | | | Clorox Co. | | | 10,893,914 | |
| 526,971 | | | Colgate-Palmolive Co. | | | 38,605,895 | |
| 228,612 | | | Kimberly-Clark Corp. | | | 32,314,306 | |
| 130,252 | | | Procter & Gamble Co. | | | 15,574,232 | |
| | | | | | | | |
| | | | | | | 97,388,347 | |
| | | | | | | | |
| | | Insurance - 3.8% | |
| 919,754 | | | Aflac, Inc. | | | 33,138,737 | |
| 133,079 | | | American International Group, Inc. | | | 4,149,403 | |
| 353,729 | | | Athene Holding Ltd. Class A* | | | 11,032,807 | |
| 321,829 | | | Chubb Ltd. | | | 40,749,988 | |
| 614,754 | | | CNO Financial Group, Inc. | | | 9,571,720 | |
| 104,290 | | | Globe Life, Inc. | | | 7,741,447 | |
| 197,204 | | | Marsh & McLennan Cos., Inc. | | | 21,173,793 | |
| 485,690 | | | MetLife, Inc. | | | 17,737,399 | |
| 271,935 | | | Unum Group | | | 4,511,402 | |
| | | | | | | | |
| | | | | | | 149,806,696 | |
| | | | | | | | |
| | | Materials - 2.7% | |
| 120,255 | | | Celanese Corp. | | | 10,382,817 | |
| 228,035 | | | CRH plc | | | 7,825,569 | |
| 85,249 | | | Ecolab, Inc. | | | 16,960,289 | |
| 192,867 | | | FMC Corp. | | | 19,213,411 | |
| 159,640 | | | Linde plc | | | 33,861,240 | |
| 124,612 | | | Nutrien Ltd. | | | 4,003,812 | |
| 144,613 | | | Reliance Steel & Aluminum Co. | | | 13,728,112 | |
| | | | | | | | |
| | | | | | | 105,975,250 | |
| | | | | | | | |
| | | Media & Entertainment - 6.6% | |
| 298,052 | | | Activision Blizzard, Inc. | | | 22,622,147 | |
| 7,213 | | | Alphabet, Inc. Class A* | | | 10,228,395 | |
| 4,166 | | | Charter Communications, Inc. Class A* | | | 2,124,827 | |
| 878,556 | | | Comcast Corp. Class A | | | 34,246,113 | |
| 60,569 | | | Electronic Arts, Inc.* | | | 7,998,136 | |
| 110,703 | | | Facebook, Inc. Class A* | | | 25,137,330 | |
| 35,642 | | | Live Nation Entertainment, Inc.* | | | 1,580,010 | |
| 196,281 | | | Match Group, Inc.*(4) | | | 21,011,881 | |
| 51,850 | | | Match Group, Inc.* | | | 5,550,542 | |
| 70,645 | | | Netflix, Inc.* | | | 32,146,301 | |
| 406,807 | | | Omnicom Group, Inc. | | | 22,211,662 | |
| 768,370 | | | Pinterest, Inc. Class A* | | | 17,034,763 | |
| 165,912 | | | Roku, Inc.* | | | 19,333,725 | |
| 393,454 | | | Snap, Inc. Class A* | | | 9,242,234 | |
| 63,582 | | | Spotify Technology S.A.* | | | 16,416,237 | |
| 88,547 | | | Tencent Holdings Ltd. | | | 5,673,903 | |
| 72,735 | | | Walt Disney Co. | | | 8,110,680 | |
| | | | | | | | |
| | | | | | | 260,668,886 | |
| | | | | | | | |
| | | Pharmaceuticals, Biotechnology & Life Sciences - 5.7% | |
| 130,923 | | | Alnylam Pharmaceuticals, Inc.* | | | 19,391,005 | |
| 291,039 | | | AstraZeneca plc ADR | | | 15,393,053 | |
| 98,853 | | | Bristol-Myers Squibb Co. | | | 5,812,556 | |
| 40,927 | | | ChemoCentryx, Inc.* | | | 2,354,940 | |
| 310,773 | | | Elanco Animal Health, Inc.* | | | 6,666,081 | |
| 29,851 | | | Eli Lilly & Co. | | | 4,900,937 | |
| 135,454 | | | Exact Sciences Corp.* | | | 11,776,371 | |
| 1,181 | | | Galapagos N.V. ADR*(4) | | | 232,999 | |
| 42,840 | | | Galapagos N.V.* | | | 8,455,656 | |
| 7,266 | | | Illumina, Inc.* | | | 2,690,963 | |
| 276,853 | | | Johnson & Johnson | | | 38,933,837 | |
| 22,540 | | | Mettler-Toledo International, Inc.* | | | 18,157,097 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 96.9% - (continued) | | | |
| | | Pharmaceuticals, Biotechnology & Life Sciences - 5.7% - (continued) | |
| 155,744 | | | Pfizer, Inc. | | $ | 5,092,829 | |
| 106,724 | | | PTC Therapeutics, Inc.* | | | 5,415,176 | |
| 46,707 | | | Regeneron Pharmaceuticals, Inc.* | | | 29,128,821 | |
| 115,679 | | | Seattle Genetics, Inc.* | | | 19,656,176 | |
| 52,717 | | | Thermo Fisher Scientific, Inc. | | | 19,101,478 | |
| 48,856 | | | Waters Corp.* | | | 8,813,622 | |
| 165,427 | | | Wuxi Biologics Cayman, Inc.*(5) | | | 3,036,512 | |
| | | | | | | | |
| | | | | | | 225,010,109 | |
| | | | | | | | |
| | | Real Estate - 3.5% | |
| 91,646 | | | Alexandria Real Estate Equities, Inc. REIT | | | 14,869,564 | |
| 55,984 | | | American Tower Corp. REIT | | | 14,474,103 | |
| 461,568 | | | Americold Realty Trust REIT | | | 16,754,918 | |
| 82,062 | | | Camden Property Trust REIT | | | 7,485,696 | |
| 60,213 | | | Crown Castle International Corp. REIT | | | 10,076,646 | |
| 73,336 | | | Digital Realty Trust, Inc. REIT | | | 10,421,779 | |
| 34,801 | | | Equinix, Inc. REIT | | | 24,440,742 | |
| 119,604 | | | Prologis, Inc. REIT | | | 11,162,641 | |
| 76,234 | | | Public Storage REIT | | | 14,628,542 | |
| 751,530 | | | VICI Properties, Inc. REIT | | | 15,173,391 | |
| | | | | | | | |
| | | | | | | 139,488,022 | |
| | | | | | | | |
| | | Retailing - 6.6% | |
| 112,939 | | | Alibaba Group Holding Ltd. ADR* | | | 24,360,942 | |
| 8,451,700 | | | Allstar Co.*(1)(2)(3) | | | 1,098,721 | |
| 29,589 | | | Amazon.com, Inc.* | | | 81,630,725 | |
| 8,986 | | | AutoZone, Inc.* | | | 10,137,286 | |
| 10,336 | | | Booking Holdings, Inc.* | | | 16,458,426 | |
| 56,184 | | | Dollar General Corp. | | | 10,703,614 | |
| 179,850 | | | Dollar Tree, Inc.* | | | 16,668,498 | |
| 87,619 | | | Expedia Group, Inc. | | | 7,202,282 | |
| 159,807 | | | Lowe’s Cos., Inc. | | | 21,593,122 | |
| 101,000 | | | Meituan Dianping Class B* | | | 2,256,982 | |
| 1,264,019 | | | TJX Cos., Inc. | | | 63,908,801 | |
| 115,140 | | | Tory Burch LLC*(1)(2)(3) | | | 4,259,017 | |
| | | | | | | | |
| | | | | | | 260,278,416 | |
| | | | | | | | |
| | | Semiconductors & Semiconductor Equipment - 3.6% | |
| 365,178 | | | Advanced Micro Devices, Inc.* | | | 19,212,015 | |
| 10,217 | | | ASML Holding N.V. | | | 3,737,510 | |
| 48,244 | | | Broadcom, Inc. | | | 15,226,289 | |
| 127,212 | | | Infineon Technologies AG | | | 2,980,854 | |
| 386,364 | | | Intel Corp. | | | 23,116,158 | |
| 56,033 | | | KLA Corp. | | | 10,897,298 | |
| 455,131 | | | Marvell Technology Group Ltd. | | | 15,956,893 | |
| 235,164 | | | Micron Technology, Inc.* | | | 12,115,649 | |
| 98,731 | | | NVIDIA Corp. | | | 37,508,894 | |
| | | | | | | | |
| | | | | | | 140,751,560 | |
| | | | | | | | |
| | | Software & Services - 13.7% | |
| 107,811 | | | Accenture plc Class A | | | 23,149,178 | |
| 136,100 | | | Amdocs Ltd. | | | 8,285,768 | |
| 170,377 | | | CDK Global, Inc. | | | 7,057,015 | |
| 45,327 | | | Citrix Systems, Inc. | | | 6,704,317 | |
| 12,161 | | | DocuSign, Inc.* | | | 2,094,246 | |
| 16,880 | | | Fair Isaac Corp.* | | | 7,056,515 | |
| 31,411 | | | Fidelity National Information Services, Inc. | | | 4,211,901 | |
| 120,567 | | | FleetCor Technologies, Inc.* | | | 30,326,217 | |
| 839,938 | | | Genpact Ltd. | | | 30,674,536 | |
| 172,480 | | | Global Payments, Inc. | | | 29,256,058 | |
| 458,000 | | | GoDaddy, Inc. Class A* | | | 33,585,140 | |
| 137,086 | | | Guidewire Software, Inc.* | | | 15,195,983 | |
| 350,255 | | | International Business Machines Corp. | | | 42,300,296 | |
| 11,363 | | | Intuit, Inc. | | | 3,365,607 | |
| 56,269 | | | Leidos Holdings, Inc. | | | 5,270,717 | |
| 182,363 | | | Microsoft Corp. | | | 37,112,694 | |
| 610,156 | | | Oracle Corp. | | | 33,723,322 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Capital Appreciation HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 96.9% - (continued) | | | |
| | | Software & Services - 13.7% - (continued) | |
| 4,737 | | | Paycom Software, Inc.* | | $ | 1,467,191 | |
| 154,225 | | | PayPal Holdings, Inc.* | | | 26,870,622 | |
| 14,488 | | | RingCentral, Inc. Class A* | | | 4,129,225 | |
| 18,795 | | | salesforce.com, Inc.* | | | 3,520,867 | |
| 26,018 | | | ServiceNow, Inc.* | | | 10,538,851 | |
| 605,948 | | | Slack Technologies, Inc. Class A*(4) | | | 18,838,923 | |
| 126,967 | | | Splunk, Inc.* | | | 25,228,343 | |
| 271,088 | | | Square, Inc. Class A* | | | 28,447,975 | |
| 90,469 | | | VeriSign, Inc.* | | | 18,711,703 | |
| 78,874 | | | Visa, Inc. Class A | | | 15,236,091 | |
| 69,631 | | | VMware, Inc. Class A*(4) | | | 10,783,057 | |
| 122,072 | | | WEX, Inc.* | | | 20,143,101 | |
| 180,039 | | | Workday, Inc. Class A* | | | 33,732,107 | |
| 43,112 | | | Worldline S.A.*(5) | | | 3,758,911 | |
| | | | | | | | |
| | | | | | | 540,776,477 | |
| | | | | | | | |
| | | Technology Hardware & Equipment - 4.0% | |
| 203,910 | | | Apple, Inc. | | | 74,386,368 | |
| 158,089 | | | CDW Corp. | | | 18,366,780 | |
| 390,939 | | | Cisco Systems, Inc. | | | 18,233,395 | |
| 57,349 | | | Coherent, Inc.* | | | 7,511,572 | |
| 9,170 | | | Keyence Corp. | | | 3,842,795 | |
| 175,712 | | | Lumentum Holdings, Inc.* | | | 14,308,228 | |
| 22,330 | | | Motorola Solutions, Inc. | | | 3,129,103 | |
| 276,160 | | | Samsung Electronics Co., Ltd. | | | 12,224,949 | |
| 122,028 | | | Western Digital Corp. | | | 5,387,536 | |
| | | | | | | | |
| | | | | | | 157,390,726 | |
| | | | | | | | |
| | | Telecommunication Services - 1.2% | |
| 52,086 | | | Cellnex Telecom S.A.(5) | | | 3,181,295 | |
| 124,900 | | | KDDI Corp. | | | 3,726,659 | |
| 307,014 | | | T-Mobile U.S., Inc.* | | | 31,975,508 | |
| 170,923 | | | Verizon Communications, Inc. | | | 9,422,985 | |
| | | | | | | | |
| | | | | | | 48,306,447 | |
| | | | | | | | |
| | | Transportation - 2.8% | |
| 269,216 | | | Canadian National Railway Co. | | | 23,818,160 | |
| 28,774 | | | J.B. Hunt Transport Services, Inc. | | | 3,462,663 | |
| 314,200 | | | Localiza Rent a Car S.A. | | | 2,363,679 | |
| 267,233 | | | Southwest Airlines Co. | | | 9,134,024 | |
| 706,321 | | | Uber Technologies, Inc.* | | | 21,952,457 | |
| 177,816 | | | Union Pacific Corp. | | | 30,063,351 | |
| 179,263 | | | United Parcel Service, Inc. Class B | | | 19,930,460 | |
| | | | | | | | |
| | | | | | | 110,724,794 | |
| | | | | | | | |
| | | Utilities - 1.4% | |
| 105,464 | | | Consolidated Edison, Inc. | | | 7,586,026 | |
| 103,641 | | | Duke Energy Corp. | | | 8,279,879 | |
| 496,687 | | | Exelon Corp. | | | 18,024,771 | |
| 1,339,445 | | | Iberdrola S.A. | | | 15,637,591 | |
| 89,859 | | | Pinnacle West Capital Corp. | | | 6,585,766 | |
| | | | | | | | |
| | | | | | | 56,114,033 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks (cost $3,249,513,748) | | $ | 3,815,795,219 | |
| | | | | | | | |
|
EXCHANGE-TRADED FUNDS - 0.6% | |
| | | Other Investment Pools & Funds - 0.6% | |
| 119,376 | | | iShares Russell 1000 Growth ETF | | $ | 22,914,223 | |
| | | | | | | | |
| | |
| | | | Total Exchange-Traded Funds (cost $20,020,754) | | $ | 22,914,223 | |
| | | | | | | | |
|
CONVERTIBLE PREFERRED STOCKS - 0.2% | |
| | | Consumer Services - 0.0% | |
| 16,619 | | | Airbnb, Inc. Series E*(1)(2)(3) | | $ | 1,260,551 | |
| | | | | | | | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CONVERTIBLE PREFERRED STOCKS - 0.2% - (continued) | |
| | | Diversified Financials - 0.0% | |
| 85,350 | | | Social Finance, Inc. Series F*(1)(2)(3) | | $ | 1,310,966 | |
| | | | | | | | |
| | | Retailing - 0.1% | |
| 40,566 | | | Honest Co., Inc. Series C*(1)(2)(3) | | | 1,384,112 | |
| | | | | | | | |
| | | Software & Services - 0.1% | |
| 50,200 | | | Nanigans, Inc. Series D*(1)(2)(3) | | | 29,116 | |
| 20,891 | | | Sharecare, Inc. Series B2*(1)(2)(3) | | | 4,607,093 | |
| 29,504 | | | Magic Leap, Inc. Series C*(1)(2)(3) | | | 339,886 | |
| | | | | | | | |
| | | | | | | 4,976,095 | |
| | | | | | | | |
| | |
| | | | Total Convertible Preferred Stocks (cost $10,438,958) | | $ | 8,931,724 | |
| | | | | | | | |
|
ESCROWS - 0.0%(6) | |
| | | Consumer Durables & Apparel - 0.0% | |
| 127,917 | | | One Kings Lane, Inc.*(1)(2)(3) | | $ | 20,467 | |
| | | | | | | | |
| | |
| | | | Total Escrows (cost $—) | | $ | 20,467 | |
| | | | | | | | |
|
WARRANTS - 0.0% | |
| | | Consumer Services - 0.0% | | | |
| 1,115 | | | DraftKings, Inc. Expires 04/23/25*(2)(3) | | $ | 23,515 | |
| | | | | | | | |
| | |
| | | | Total Warrants (cost $—) | | $ | 23,515 | |
| | | | | | | | |
| | |
| | | | Total Long-Term Investments (cost $3,279,973,460) | | $ | 3,847,685,148 | |
| | | | | | | | |
|
SHORT-TERM INVESTMENTS - 2.2% | |
| | | Repurchase Agreements - 0.9% | |
| 36,448,414 | | | Fixed Income Clearing Corp. Repurchase Agreement dated 06/30/2020 at 0.060%, due on 07/01/2020 with a maturity value of $36,448,475; collateralized by U.S. Treasury Bond at 3.625%, maturing 02/15/2044, with a market value of $37,177,504 | | $ | 36,448,414 | |
| | | | | | | | |
| | | Securities Lending Collateral - 1.3% | |
| 2,415,316 | | | Citibank NA DDCA, 0.08%, 07/01/2020(7) | | | 2,415,316 | |
| 17,681,660 | | | Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.09%(7) | | | 17,681,660 | |
| 28,209,334 | | | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.16%(7) | | | 28,209,334 | |
| | | | | | | | |
| | | | | | | 48,306,310 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments (cost $84,754,724) | | $ | 84,754,724 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | |
| | | | Total Investments (cost $3,364,728,184) | | | 99.9 | % | | $ | 3,932,439,872 | |
| | | | Other Assets and Liabilities | | | 0.1 | % | | | 5,385,838 | |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 3,937,825,710 | |
| | | | | | | | | | | | |
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 will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. |
The accompanying notes are an integral part of these financial statements.
|
Hartford Capital Appreciation HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
| 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. These classifications are used for financial reporting purposes. |
| See “Glossary” for abbreviation descriptions. |
(1) | Investment valued using significant unobservable inputs. |
(2) | These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At June 30, 2020, the aggregate fair value of these securities was $24,477,399, which represented 0.6% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors. |
(3) | Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $24,477,399 or 0.6% of net assets. |
| | | | | | | | | | | | | | | | |
Period Acquired | | | Security Name | | Shares/ Par Value | | | Base Total Cost | | | Base Market Value | |
| 06/2015 | | | Airbnb, Inc. Series E Convertible Preferred | | | 16,619 | | | $ | 1,547,136 | | | $ | 1,260,551 | |
| 08/2011 | | | Allstar Co. | | | 8,451,700 | | | | 3,676,649 | | | | 1,098,721 | |
| 07/2015 | | | DraftKings, Inc. | | | 159,022 | | | | 1,671,692 | | | | 5,126,869 | |
| 04/2020 | | | DraftKings, Inc. Warrants | | | 1,115 | | | | — | | | | 23,515 | |
| 06/2015 | | | HF Global, Inc. | | | 350,600 | | | | 4,713,607 | | | | 5,017,086 | |
| 08/2014 | | | Honest Co., Inc. Series C Convertible Preferred | | | 40,566 | | | | 1,097,606 | | | | 1,384,112 | |
| | | | | | | | | | | | | | | | |
Period Acquired | | | Security Name | | Shares/ Par Value | | | Base Total Cost | | | Base Market Value | |
| 12/2015 | | | Magic Leap, Inc. Series C Convertible Preferred | | | 29,504 | | | $ | 679,566 | | | $ | 339,886 | |
| 03/2015 | | | Nanigans, Inc. Series D Convertible Preferred | | | 50,200 | | | | 548,109 | | | | 29,116 | |
| 01/2014 | | | One Kings Lane, Inc. | | | 127,917 | | | | — | | | | 20,467 | |
| 03/2015 | | | Sharecare, Inc. Series B2 Convertible Preferred | | | 20,891 | | | | 5,220,034 | | | | 4,607,093 | |
| 09/2015 | | | Social Finance, Inc. Series F Convertible Preferred | | | 85,350 | | | | 1,346,507 | | | | 1,310,966 | |
| 11/2013 | | | Tory Burch LLC | | | 115,140 | | | | 9,024,247 | | | | 4,259,017 | |
| | | | | | | | | | | | | | | | |
| | | | | | | | | | $ | 29,525,153 | | | $ | 24,477,399 | |
| | | | | | | | | | | | | | | | |
(4) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(5) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At June 30, 2020, the aggregate value of these securities was $9,976,718, representing 0.3% of net assets. |
(6) | Share amount represents shares of the issuer previously held that resulted in receipt of the escrow. |
(7) | Current yield as of period end. |
| | | | | | | | | | | | | | | | |
Futures Contracts Outstanding at June 30, 2020 | |
Description | | Number of Contracts | | | Expiration Date | | | Current Notional Amount | | | Value and Unrealized Appreciation/ (Depreciation) | |
Long position contracts: | | | | | | | | | | | | |
S&P 500 (E-Mini) Future | | | 141 | | | | 09/18/2020 | | | $ | 21,785,910 | | | $ | (75,947 | ) |
| | | | | | | | | | | | | | | | |
Total futures contracts | | | | | | | | | | | | | | $ | (75,947) | |
| | | | | | | | | | | | | | | | |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
The accompanying notes are an integral part of these financial statements.
|
Hartford Capital Appreciation HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2020 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Automobiles & Components | | $ | 25,561,941 | | | $ | 22,603,159 | | | $ | 2,958,782 | | | $ | — | |
Banks | | | 54,688,992 | | | | 50,445,238 | | | | 4,243,754 | | | | — | |
Capital Goods | | | 213,440,228 | | | | 191,752,849 | | | | 16,670,293 | | | | 5,017,086 | |
Commercial & Professional Services | | | 89,744,504 | | | | 86,449,582 | | | | 3,294,922 | | | | — | |
Consumer Durables & Apparel | | | 122,228,978 | | | | 118,335,372 | | | | 3,893,606 | | | | — | |
Consumer Services | | | 93,988,607 | | | | 80,809,586 | | | | 13,179,021 | | | | — | |
Diversified Financials | | | 152,670,993 | | | | 147,057,958 | | | | 5,613,035 | | | | — | |
Energy | | | 35,466,712 | | | | 35,466,712 | | | | — | | | | — | |
Food & Staples Retailing | | | 45,264,136 | | | | 45,264,136 | | | | — | | | | — | |
Food, Beverage & Tobacco | | | 316,856,942 | | | | 288,721,396 | | | | 28,135,546 | | | | — | |
Health Care Equipment & Services | | | 373,203,423 | | | | 373,203,423 | | | | — | | | | — | |
Household & Personal Products | | | 97,388,347 | | | | 97,388,347 | | | | — | | | | — | |
Insurance | | | 149,806,696 | | | | 149,806,696 | | | | — | | | | — | |
Materials | | | 105,975,250 | | | | 98,149,681 | | | | 7,825,569 | | | | — | |
Media & Entertainment | | | 260,668,886 | | | | 249,444,441 | | | | 11,224,445 | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 225,010,109 | | | | 213,517,941 | | | | 11,492,168 | | | | — | |
Real Estate | | | 139,488,022 | | | | 139,488,022 | | | | — | | | | — | |
Retailing | | | 260,278,416 | | | | 252,663,696 | | | | 2,256,982 | | | | 5,357,738 | |
Semiconductors & Semiconductor Equipment | | | 140,751,560 | | | | 134,033,196 | | | | 6,718,364 | | | | — | |
Software & Services | | | 540,776,477 | | | | 537,017,566 | | | | 3,758,911 | | | | — | |
Technology Hardware & Equipment | | | 157,390,726 | | | | 141,322,982 | | | | 16,067,744 | | | | — | |
Telecommunication Services | | | 48,306,447 | | | | 41,398,493 | | | | 6,907,954 | | | | — | |
Transportation | | | 110,724,794 | | | | 110,724,794 | | | | — | | | | — | |
Utilities | | | 56,114,033 | | | | 40,476,442 | | | | 15,637,591 | | | | — | |
Exchange-Traded Funds | | | 22,914,223 | | | | 22,914,223 | | | | — | | | | — | |
Convertible Preferred Stocks | | | 8,931,724 | | | | — | | | | — | | | | 8,931,724 | |
Escrows | | | 20,467 | | | | — | | | | — | | | | 20,467 | |
Warrants | | | 23,515 | | | | — | | | | 23,515 | | | | — | |
Short-Term Investments | | | 84,754,724 | | | | 48,306,310 | | | | 36,448,414 | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 3,932,439,872 | | | $ | 3,716,762,241 | | | $ | 196,350,616 | | | $ | 19,327,015 | |
| | | | | | | | | | | | | | | | |
Liabilities | | | | | | | | | | | | | | | | |
Futures Contracts(2) | | $ | (75,947 | ) | | $ | (75,947 | ) | | $ | — | | | $ | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | (75,947 | ) | | $ | (75,947 | ) | | $ | — | | | $ | — | |
| | | | | | | | | | | | | | | | |
(1) | For the six-month period ended June 30, 2020, investments valued at $1,760,386 were transferred out of Level 3 due to the initiation of a vendor providing prices that are based on market activity which has been determined to be significant observable input and there were no transfers in to Level 3. |
(2) | Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments. |
Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for period ended June 30, 2020 is not presented.
The accompanying notes are an integral part of these financial statements.
|
Hartford Disciplined Equity HLS Fund |
Schedule of Investments
June 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 99.3% | |
| | | Banks - 5.1% | |
| 458,006 | | | Bank of America Corp. | | $ | 10,877,642 | |
| 124,614 | | | JP Morgan Chase & Co. | | | 11,721,193 | |
| 67,661 | | | PNC Financial Services Group, Inc. | | | 7,118,614 | |
| | | | | | | | |
| | | | | | | 29,717,449 | |
| | | | | | | | |
| | | Capital Goods - 5.6% | |
| 74,530 | | | AMETEK, Inc. | | | 6,660,746 | |
| 101,881 | | | Fortune Brands Home & Security, Inc. | | | 6,513,252 | |
| 31,104 | | | IDEX Corp. | | | 4,915,676 | |
| 46,202 | | | Illinois Tool Works, Inc. | | | 8,078,420 | |
| 101,524 | | | Raytheon Technologies Corp. | | | 6,255,909 | |
| | | | | | | | |
| | | | | | | 32,424,003 | |
| | | | | | | | |
| | | Commercial & Professional Services - 2.1% | |
| 35,459 | | | Equifax, Inc. | | | 6,094,693 | |
| 74,533 | | | Republic Services, Inc. | | | 6,115,433 | |
| | | | | | | | |
| | | | | | | 12,210,126 | |
| | | | | | | | |
| | | Consumer Durables & Apparel - 2.1% | |
| 68,775 | | | NIKE, Inc. Class B | | | 6,743,389 | |
| 90,238 | | | VF Corp. | | | 5,499,103 | |
| | | | | | | | |
| | | | | | | 12,242,492 | |
| | | | | | | | |
| | | Consumer Services - 1.5% | |
| 47,806 | | | McDonald’s Corp. | | | 8,818,773 | |
| | | | | | | | |
| | | Diversified Financials - 3.3% | |
| 65,981 | | | American Express Co. | | | 6,281,391 | |
| 11,346 | | | BlackRock, Inc. | | | 6,173,245 | |
| 139,385 | | | Morgan Stanley | | | 6,732,296 | |
| | | | | | | | |
| | | | | | | 19,186,932 | |
| | | | | | | | |
| | | Energy - 0.7% | |
| 76,922 | | | EOG Resources, Inc. | | | 3,896,869 | |
| | | | | | | | |
| | | Food & Staples Retailing - 3.0% | |
| 26,703 | | | Costco Wholesale Corp. | | | 8,096,617 | |
| 80,467 | | | Walmart, Inc. | | | 9,638,337 | |
| | | | | | | | |
| | | | | | | 17,734,954 | |
| | | | | | | | |
| | | Food, Beverage & Tobacco - 3.8% | |
| 46,045 | | | Constellation Brands, Inc. Class A | | | 8,055,573 | |
| 105,126 | | | Kellogg Co. | | | 6,944,623 | |
| 100,581 | | | Monster Beverage Corp.* | | | 6,972,275 | |
| | | | | | | | |
| | | | | | | 21,972,471 | |
| | | | | | | | |
| | | Health Care Equipment & Services - 9.6% | |
| 55,491 | | | Abbott Laboratories | | | 5,073,542 | |
| 101,204 | | | Baxter International, Inc. | | | 8,713,664 | |
| 24,662 | | | Becton Dickinson and Co. | | | 5,900,877 | |
| 41,821 | | | Danaher Corp. | | | 7,395,208 | |
| 118,771 | | | Hologic, Inc.* | | | 6,769,947 | |
| 28,237 | | | Laboratory Corp. of America Holdings* | | | 4,690,448 | |
| 57,712 | | | Medtronic plc | | | 5,292,190 | |
| 41,121 | | | UnitedHealth Group, Inc. | | | 12,128,639 | |
| | | | | | | | |
| | | | | | | 55,964,515 | |
| | | | | | | | |
| | | Household & Personal Products - 4.0% | |
| 120,998 | | | Colgate-Palmolive Co. | | | 8,864,314 | |
| 119,311 | | | Procter & Gamble Co. | | | 14,266,016 | |
| | | | | | | | |
| | | | | | | 23,130,330 | |
| | | | | | | | |
| | | Insurance - 2.4% | |
| 56,214 | | | Allstate Corp. | | | 5,452,196 | |
| 93,966 | | | Athene Holding Ltd. Class A* | | | 2,930,800 | |
| 44,002 | | | Chubb Ltd. | | | 5,571,533 | |
| | | | | | | | |
| | | | | | | 13,954,529 | |
| | | | | | | | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 99.3% - (continued) | |
| | | Materials - 1.7% | |
| 20,701 | | | Ecolab, Inc. | | $ | 4,118,464 | |
| 55,007 | | | PPG Industries, Inc. | | | 5,834,042 | |
| | | | | | | | |
| | | | | | | 9,952,506 | |
| | | | | | | | |
| | | Media & Entertainment - 6.9% | |
| 11,742 | | | Alphabet, Inc. Class A* | | | 16,650,743 | |
| 66,051 | | | Facebook, Inc. Class A* | | | 14,998,201 | |
| 76,354 | | | Walt Disney Co. | | | 8,514,234 | |
| | | | | | | | |
| | | | | | | 40,163,178 | |
| | | | | | | | |
| | | Pharmaceuticals, Biotechnology & Life Sciences - 5.9% | |
| 79,981 | | | Eli Lilly & Co. | | | 13,131,280 | |
| 30,174 | | | Incyte Corp.* | | | 3,137,191 | |
| 104,107 | | | Merck & Co., Inc. | | | 8,050,594 | |
| 27,493 | | | Thermo Fisher Scientific, Inc. | | | 9,961,814 | |
| | | | | | | | |
| | | | | | | 34,280,879 | |
| | | | | | | | |
| | | Real Estate - 2.3% | |
| 32,322 | | | American Tower Corp. REIT | | | 8,356,530 | |
| 54,753 | | | Boston Properties, Inc. REIT | | | 4,948,576 | |
| | | | | | | | |
| | | | | | | 13,305,106 | |
| | | | | | | | |
| | | Retailing - 5.9% | |
| 9,802 | | | Amazon.com, Inc.* | | | 27,041,954 | |
| 148,127 | | | TJX Cos., Inc. | | | 7,489,301 | |
| | | | | | | | |
| | | | | | | 34,531,255 | |
| | | | | | | | |
| | | Semiconductors & Semiconductor Equipment - 5.5% | |
| 29,630 | | | KLA Corp. | | | 5,762,443 | |
| 96,056 | | | Micron Technology, Inc.* | | | 4,948,805 | |
| 56,910 | | | QUALCOMM, Inc. | | | 5,190,761 | |
| 94,483 | | | Teradyne, Inc. | | | 7,984,758 | |
| 65,996 | | | Texas Instruments, Inc. | | | 8,379,512 | |
| | | | | | | | |
| | | | | | | 32,266,279 | |
| | | | | | | | |
| | | Software & Services - 13.6% | |
| 43,568 | | | Fidelity National Information Services, Inc. | | | 5,842,033 | |
| 40,291 | | | Global Payments, Inc. | | | 6,834,160 | |
| 56,113 | | | GoDaddy, Inc. Class A* | | | 4,114,766 | |
| 79,625 | | | Leidos Holdings, Inc. | | | 7,458,474 | |
| 37,511 | | | Mastercard, Inc. Class A | | | 11,092,003 | |
| 124,337 | | | Microsoft Corp. | | | 25,303,823 | |
| 51,725 | | | salesforce.com, Inc.* | | | 9,689,644 | |
| 69,582 | | | SS&C Technologies Holdings, Inc. | | | 3,929,991 | |
| 26,342 | | | Workday, Inc. Class A* | | | 4,935,437 | |
| | | | | | | | |
| | | | | | | 79,200,331 | |
| | | | | | | | |
| | | Technology Hardware & Equipment - 7.8% | |
| 76,008 | | | Apple, Inc. | | | 27,727,718 | |
| 41,108 | | | CDW Corp. | | | 4,775,928 | |
| 241,508 | | | Corning, Inc. | | | 6,255,057 | |
| 50,035 | | | Motorola Solutions, Inc. | | | 7,011,405 | |
| | | | | | | | |
| | | | | | | 45,770,108 | |
| | | | | | | | |
| | | Telecommunication Services - 1.6% | |
| 166,815 | | | Verizon Communications, Inc. | | | 9,196,511 | |
| | | | | | | | |
| | | Transportation - 1.4% | |
| 31,964 | | | Norfolk Southern Corp. | | | 5,611,919 | |
| 83,872 | | | Uber Technologies, Inc.* | | | 2,606,742 | |
| | | | | | | | |
| | | | | | | 8,218,661 | |
| | | | | | | | |
| | | Utilities - 3.5% | |
| 107,524 | | | American Electric Power Co., Inc. | | | 8,563,211 | |
| 48,242 | | | NextEra Energy, Inc. | | | 11,586,281 | |
| | | | | | | | |
| | | | | | | 20,149,492 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks (cost $385,276,820) | | $ | 578,287,749 | |
| | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Disciplined Equity HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
SHORT-TERM INVESTMENTS - 0.5% | |
| | | Repurchase Agreements - 0.5% | |
| 3,113,991 | | | Fixed Income Clearing Corp. Repurchase Agreement dated 06/30/2020 at 0.060%, due on 07/01/2020 with a maturity value of $3,113,996; collateralized by U.S. Treasury Bond at 1.875%, maturing 07/31/2026, with a market value of $3,176,303 | | $ | 3,113,991 | |
| | | | | | | | |
| | | | Total Short-Term Investments (cost $3,113,991) | | $ | 3,113,991 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | |
| | | | Total Investments (cost $388,390,811) | | | 99.8 | % | | $ | 581,401,740 | |
| | | | Other Assets and Liabilities | | | 0.2 | % | | | 1,198,821 | |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 582,600,561 | |
| | | | | | | | | | | | |
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. These classifications are used for financial reporting purposes. |
| See “Glossary” for abbreviation descriptions. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2020 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Banks | | $ | 29,717,449 | | | $ | 29,717,449 | | | $ | — | | | $ | — | |
Capital Goods | | | 32,424,003 | | | | 32,424,003 | | | | — | | | | — | |
Commercial & Professional Services | | | 12,210,126 | | | | 12,210,126 | | | | — | | | | — | |
Consumer Durables & Apparel | | | 12,242,492 | | | | 12,242,492 | | | | — | | | | — | |
Consumer Services | | | 8,818,773 | | | | 8,818,773 | | | | — | | | | — | |
Diversified Financials | | | 19,186,932 | | | | 19,186,932 | | | | — | | | | — | |
Energy | | | 3,896,869 | | | | 3,896,869 | | | | — | | | | — | |
Food & Staples Retailing | | | 17,734,954 | | | | 17,734,954 | | | | — | | | | — | |
Food, Beverage & Tobacco | | | 21,972,471 | | | | 21,972,471 | | | | — | | | | — | |
Health Care Equipment & Services | | | 55,964,515 | | | | 55,964,515 | | | | — | | | | — | |
Household & Personal Products | | | 23,130,330 | | | | 23,130,330 | | | | — | | | | — | |
Insurance | | | 13,954,529 | | | | 13,954,529 | | | | — | | | | — | |
Materials | | | 9,952,506 | | | | 9,952,506 | | | | — | | | | — | |
Media & Entertainment | | | 40,163,178 | | | | 40,163,178 | | | | — | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 34,280,879 | | | | 34,280,879 | | | | — | | | | — | |
Real Estate | | | 13,305,106 | | | | 13,305,106 | | | | — | | | | — | |
Retailing | | | 34,531,255 | | | | 34,531,255 | | | | — | | | | — | |
Semiconductors & Semiconductor Equipment | | | 32,266,279 | | | | 32,266,279 | | | | — | | | | — | |
Software & Services | | | 79,200,331 | | | | 79,200,331 | | | | — | | | | — | |
Technology Hardware & Equipment | | | 45,770,108 | | | | 45,770,108 | | | | — | | | | — | |
Telecommunication Services | | | 9,196,511 | | | | 9,196,511 | | | | — | | | | — | |
Transportation | | | 8,218,661 | | | | 8,218,661 | | | | — | | | | — | |
Utilities | | | 20,149,492 | | | | 20,149,492 | | | | — | | | | — | |
Short-Term Investments | | | 3,113,991 | | | | — | | | | 3,113,991 | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 581,401,740 | | | $ | 578,287,749 | | | $ | 3,113,991 | | | $ | — | |
| | | | | | | | | | | | | | | | |
(1) | For the six-month period ended June 30, 2020, there were no transfers in and out of Level 3. |
The accompanying notes are an integral part of these financial statements.
|
Hartford Dividend and Growth HLS Fund |
Schedule of Investments
June 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 97.9% | |
| | | Banks - 9.6% | |
| 3,733,913 | | | Bank of America Corp. | | $ | 88,680,434 | |
| 398,287 | | | Bank of Nova Scotia | | | 16,425,356 | |
| 659,155 | | | Citigroup, Inc. | | | 33,682,821 | |
| 1,023,771 | | | JP Morgan Chase & Co. | | | 96,295,900 | |
| 330,725 | | | PNC Financial Services Group, Inc. | | | 34,795,577 | |
| | | | | | | | |
| | | | | | | 269,880,088 | |
| | | | | | | | |
| | | Capital Goods - 7.1% | |
| 232,449 | | | Deere & Co. | | | 36,529,360 | |
| 138,917 | | | Eaton Corp. plc | | | 12,152,459 | |
| 129,816 | | | General Dynamics Corp. | | | 19,402,299 | |
| 449,520 | | | Ingersoll Rand, Inc.* | | | 12,640,503 | |
| 1,204,898 | | | Johnson Controls International plc | | | 41,135,218 | |
| 62,423 | | | Lockheed Martin Corp. | | | 22,779,401 | |
| 286,490 | | | Otis Worldwide Corp. | | | 16,289,822 | |
| 604,231 | | | Raytheon Technologies Corp. | | | 37,232,714 | |
| | | | | | | | |
| | | | | | | 198,161,776 | |
| | | | | | | | |
| | | Consumer Services - 1.8% | |
| 305,714 | | | Hilton Worldwide Holdings, Inc.(1) | | | 22,454,693 | |
| 145,270 | | | McDonald’s Corp. | | | 26,797,957 | |
| | | | | | | | |
| | | | | | | 49,252,650 | |
| | | | | | | | |
| | | Diversified Financials - 4.5% | |
| 387,185 | | | American Express Co. | | | 36,860,012 | |
| 73,760 | | | BlackRock, Inc. | | | 40,132,078 | |
| 630,947 | | | Charles Schwab Corp. | | | 21,288,152 | |
| 340,818 | | | Northern Trust Corp. | | | 27,040,500 | |
| | | | | | | | |
| | | | | | | 125,320,742 | |
| | | | | | | | |
| | | Energy - 5.3% | |
| 606,122 | | | Chevron Corp. | | | 54,084,266 | |
| 919,490 | | | ConocoPhillips | | | 38,636,970 | |
| 342,983 | | | Hess Corp. | | | 17,769,949 | |
| 556,281 | | | Marathon Petroleum Corp. | | | 20,793,784 | |
| 473,077 | | | Total S.A. ADR | | | 18,194,541 | |
| | | | | | | | |
| | | | | | | 149,479,510 | |
| | | | | | | | |
| | | Food & Staples Retailing - 2.6% | |
| 507,374 | | | Sysco Corp. | | | 27,733,063 | |
| 385,068 | | | Walmart, Inc. | | | 46,123,445 | |
| | | | | | | | |
| | | | | | | 73,856,508 | |
| | | | | | | | |
| | | Food, Beverage & Tobacco - 3.4% | |
| 951,985 | | | Coca-Cola Co. | | | 42,534,690 | |
| 414,619 | | | Kellogg Co. | | | 27,389,731 | |
| 184,493 | | | PepsiCo., Inc. | | | 24,401,044 | |
| | | | | | | | |
| | | | | | | 94,325,465 | |
| | | | | | | | |
| | | Health Care Equipment & Services - 7.6% | |
| 262,765 | | | Abbott Laboratories | | | 24,024,604 | |
| 138,424 | | | Becton Dickinson and Co. | | | 33,120,710 | |
| 319,940 | | | CVS Health Corp. | | | 20,786,502 | |
| 278,543 | | | HCA Healthcare, Inc. | | | 27,035,384 | |
| 446,802 | | | Medtronic plc | | | 40,971,743 | |
| 230,578 | | | UnitedHealth Group, Inc. | | | 68,008,981 | |
| | | | | | | | |
| | | | | | | 213,947,924 | |
| | | | | | | | |
| | | Insurance - 4.2% | |
| 803,207 | | | American International Group, Inc. | | | 25,043,994 | |
| 214,125 | | | Chubb Ltd. | | | 27,112,508 | |
| 633,559 | | | Principal Financial Group, Inc. | | | 26,318,041 | |
| 616,598 | | | Prudential Financial, Inc. | | | 37,550,818 | |
| | | | | | | | |
| | | | | | | 116,025,361 | |
| | | | | | | | |
| | | Materials - 3.4% | |
| 340,551 | | | Celanese Corp. | | | 29,403,173 | |
| 253,929 | | | FMC Corp. | | | 25,296,407 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 97.9% - (continued) | |
| | | Materials - 3.4% - (continued) | |
| 608,291 | | | International Paper Co. | | $ | 21,417,926 | |
| 183,527 | | | PPG Industries, Inc. | | | 19,464,874 | |
| | | | | | | | |
| | | | | | | 95,582,380 | |
| | | | | | | | |
| | | Media & Entertainment - 5.7% | |
| 64,830 | | | Alphabet, Inc. Class A* | | | 91,932,181 | |
| 1,720,611 | | | Comcast Corp. Class A | | | 67,069,417 | |
| | | | | | | | |
| | | | | | | 159,001,598 | |
| | | | | | | | |
| | | Pharmaceuticals, Biotechnology & Life Sciences - 8.4% | |
| 290,786 | | | Agilent Technologies, Inc. | | | 25,696,759 | |
| 854,631 | | | AstraZeneca plc ADR | | | 45,201,433 | |
| 320,968 | | | Bristol-Myers Squibb Co. | | | 18,872,918 | |
| 534,285 | | | Merck & Co., Inc. | | | 41,316,259 | |
| 399,585 | | | Novartis AG ADR | | | 34,899,754 | |
| 2,132,651 | | | Pfizer, Inc. | | | 69,737,688 | |
| | | | | | | | |
| | | | | | | 235,724,811 | |
| | | | | | | | |
| | | Real Estate - 2.1% | |
| 121,036 | | | American Tower Corp. REIT | | | 31,292,647 | |
| 1,243,002 | | | Host Hotels & Resorts, Inc. REIT | | | 13,411,992 | |
| 75,623 | | | Public Storage REIT | | | 14,511,297 | |
| | | | | | | | |
| | | | | | | 59,215,936 | |
| | | | | | | | |
| | | Retailing - 4.1% | |
| 174,548 | | | Home Depot, Inc. | | | 43,726,020 | |
| 312,505 | | | Lowe’s Cos., Inc. | | | 42,225,676 | |
| 562,549 | | | TJX Cos., Inc. | | | 28,442,477 | |
| | | | | | | | |
| | | | | | | 114,394,173 | |
| | | | | | | | |
| | | Semiconductors & Semiconductor Equipment - 5.3% | |
| 154,640 | | | Broadcom, Inc. | | | 48,805,931 | |
| 703,778 | | | Intel Corp. | | | 42,107,038 | |
| 78,690 | | | KLA Corp. | | | 15,303,631 | |
| 265,173 | | | Micron Technology, Inc.* | | | 13,661,713 | |
| 231,291 | | | Texas Instruments, Inc. | | | 29,367,018 | |
| | | | | | | | |
| | | | | | | 149,245,331 | |
| | | | | | | | |
| | | Software & Services - 6.8% | |
| 113,150 | | | Accenture plc Class A | | | 24,295,568 | |
| 112,336 | | | International Business Machines Corp. | | | 13,566,819 | |
| 748,281 | | | Microsoft Corp. | | | 152,282,666 | |
| | | | | | | | |
| | | | | | | 190,145,053 | |
| | | | | | | | |
| | | Technology Hardware & Equipment - 7.3% | |
| 196,771 | | | Apple, Inc. | | | 71,782,061 | |
| 1,190,742 | | | Cisco Systems, Inc. | | | 55,536,207 | |
| 1,176,635 | | | Corning, Inc. | | | 30,474,846 | |
| 1,730,195 | | | HP, Inc. | | | 30,157,299 | |
| 107,562 | | | Motorola Solutions, Inc. | | | 15,072,663 | |
| | | | | | | | |
| | | | | | | 203,023,076 | |
| | | | | | | | |
| | | Telecommunication Services - 3.5% | |
| 1,789,114 | | | Verizon Communications, Inc. | | | 98,633,855 | |
| | | | | | | | |
| | | Transportation - 1.4% | |
| 227,540 | | | Union Pacific Corp. | | | 38,470,188 | |
| | | | | | | | |
| | | Utilities - 3.8% | |
| 514,536 | | | Dominion Energy, Inc. | | | 41,770,033 | |
| 874,246 | | | Exelon Corp. | | | 31,726,387 | |
| 278,026 | | | Sempra Energy | | | 32,592,988 | |
| | | | | | | | |
| | | | | | | 106,089,408 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks (cost $2,077,477,165) | | $ | 2,739,775,833 | |
| | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Dividend and Growth HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
SHORT-TERM INVESTMENTS - 1.5% | |
| | | Repurchase Agreements - 1.5% | |
| 41,527,930 | | | Fixed Income Clearing Corp. Repurchase Agreement dated 06/30/2020 at 0.060%, due on 07/01/2020 with a maturity value of $41,527,999; collateralized by U.S. Treasury Bond at 3.625%, maturing 02/15/2044, with a market value of $42,358,553 | | $ | 41,527,930 | |
| | | | | | | | |
| | | Securities Lending Collateral - 0.0% | | | |
| 62,385 | | | Citibank NA DDCA, 0.08%, 07/01/2020(2) | | | 62,385 | |
| 456,695 | | | Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.09%(2) | | | 456,695 | |
| 728,612 | | | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.16%(2) | | | 728,612 | |
| | | | | | | | |
| | | | | | | 1,247,692 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments (cost $42,775,622) | | $ | 42,775,622 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | | Total Investments (cost $2,120,252,787) | | | 99.4 | % | | $ | 2,782,551,455 | |
| | | | Other Assets and Liabilities | | | 0.6 | % | | | 17,780,839 | |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 2,800,332,294 | |
| | | | | | | | | | | | |
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. These classifications are used for financial reporting purposes. |
| See “Glossary” for abbreviation descriptions. |
(1) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(2) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2020 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Banks | | $ | 269,880,088 | | | $ | 269,880,088 | | | $ | — | | | $ | — | |
Capital Goods | | | 198,161,776 | | | | 198,161,776 | | | | — | | | | — | |
Consumer Services | | | 49,252,650 | | | | 49,252,650 | | | | — | | | | — | |
Diversified Financials | | | 125,320,742 | | | | 125,320,742 | | | | — | | | | — | |
Energy | | | 149,479,510 | | | | 149,479,510 | | | | — | | | | — | |
Food & Staples Retailing | | | 73,856,508 | | | | 73,856,508 | | | | — | | | | — | |
Food, Beverage & Tobacco | | | 94,325,465 | | | | 94,325,465 | | | | — | | | | — | |
Health Care Equipment & Services | | | 213,947,924 | | | | 213,947,924 | | | | — | | | | — | |
Insurance | | | 116,025,361 | | | | 116,025,361 | | | | — | | | | — | |
Materials | | | 95,582,380 | | | | 95,582,380 | | | | — | | | | — | |
Media & Entertainment | | | 159,001,598 | | | | 159,001,598 | | | | — | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 235,724,811 | | | | 235,724,811 | | | | — | | | | — | |
Real Estate | | | 59,215,936 | | | | 59,215,936 | | | | — | | | | — | |
Retailing | | | 114,394,173 | | | | 114,394,173 | | | | — | | | | — | |
Semiconductors & Semiconductor Equipment | | | 149,245,331 | | | | 149,245,331 | | | | — | | | | — | |
Software & Services | | | 190,145,053 | | | | 190,145,053 | | | | — | | | | — | |
Technology Hardware & Equipment | | | 203,023,076 | | | | 203,023,076 | | | | — | | | | — | |
Telecommunication Services | | | 98,633,855 | | | | 98,633,855 | | | | — | | | | — | |
Transportation | | | 38,470,188 | | | | 38,470,188 | | | | — | | | | — | |
Utilities | | | 106,089,408 | | | | 106,089,408 | | | | — | | | | — | |
Short-Term Investments | | | 42,775,622 | | | | 1,247,692 | | | | 41,527,930 | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 2,782,551,455 | | | $ | 2,741,023,525 | | | $ | 41,527,930 | | | $ | — | |
| | | | | | | | | | | | | | | | |
(1) | For the six-month period ended June 30, 2020, there were no transfers in and out of Level 3. |
The accompanying notes are an integral part of these financial statements.
|
Hartford Global Growth HLS Fund |
Schedule of Investments
June 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 99.6% | |
| | | Automobiles & Components - 1.1% | |
| 18,592 | | | Ferrari N.V. | | $ | 3,184,720 | |
| 2,422 | | | Tesla, Inc.* | | | 2,615,300 | |
| | | | | | | | |
| | | | | | | 5,800,020 | |
| | | | | | | | |
| | | Capital Goods - 5.5% | |
| 39,253 | | | Airbus SE* | | | 2,812,626 | |
| 115,966 | | | Assa Abloy AB Class B | | | 2,373,532 | |
| 51,138 | | | Atlas Copco AB Class A | | | 2,177,734 | |
| 19,101 | | | Lockheed Martin Corp. | | | 6,970,337 | |
| 10,185 | | | Northrop Grumman Corp. | | | 3,131,276 | |
| 130,987 | | | Sandvik AB* | | | 2,465,929 | |
| 29,684 | | | Schneider Electric SE | | | 3,301,947 | |
| 10,900 | | | SMC Corp. | | | 5,601,738 | |
| | | | | | | | |
| | | | | | | 28,835,119 | |
| | | | | | | | |
| | | Commercial & Professional Services - 0.5% | |
| 80,062 | | | Experian plc | | | 2,810,084 | |
| | | | | | | | |
| | | Consumer Durables & Apparel - 0.9% | |
| 272,000 | | | ANTA Sports Products Ltd. | | | 2,420,004 | |
| 33,227 | | | Sony Corp. | | | 2,293,664 | |
| | | | | | | | |
| | | | | | | 4,713,668 | |
| | | | | | | | |
| | | Consumer Services - 1.0% | |
| 604,886 | | | Sands China Ltd. | | | 2,382,789 | |
| 39,193 | | | TAL Education Group ADR* | | | 2,680,018 | |
| | | | | | | | |
| | | | | | | 5,062,807 | |
| | | | | | | | |
| | | Diversified Financials - 4.0% | |
| 36,159 | | | American Express Co. | | | 3,442,337 | |
| 64,206 | | | Ares Management Corp. Class A | | | 2,548,978 | |
| 115,757 | | | Blackstone Group, Inc. Class A | | | 6,558,791 | |
| 54,817 | | | Julius Baer Group Ltd. | | | 2,302,181 | |
| 32,285 | | | LPL Financial Holdings, Inc. | | | 2,531,144 | |
| 3,600 | | | Partners Group Holding AG | | | 3,278,494 | |
| | | | | | | | |
| | | | | | | 20,661,925 | |
| | | | | | | | |
| | | Food, Beverage & Tobacco - 4.6% | |
| 18,399 | | | Constellation Brands, Inc. Class A | | | 3,218,905 | |
| 286,259 | | | Davide Campari-Milano S.p.A.(1) | | | 2,420,879 | |
| 89,191 | | | Diageo plc | | | 2,964,472 | |
| 33,080 | | | Heineken N.V. | | | 3,049,790 | |
| 12,900 | | | Kweichow Moutai Co., Ltd. Class A | | | 2,678,911 | |
| 45,963 | | | Monster Beverage Corp.* | | | 3,186,155 | |
| 57,712 | | | Nestle S.A. | | | 6,398,565 | |
| | | | | | | | |
| | | | | | | 23,917,677 | |
| | | | | | | | |
| | | Health Care Equipment & Services - 4.2% | |
| 21,022 | | | Anthem, Inc. | | | 5,528,366 | |
| 32,020 | | | Baxter International, Inc. | | | 2,756,922 | |
| 37,473 | | | Edwards Lifesciences Corp.* | | | 2,589,759 | |
| 6,538 | | | IDEXX Laboratories, Inc.* | | | 2,158,586 | |
| 5,417 | | | Intuitive Surgical, Inc.* | | | 3,086,769 | |
| 19,962 | | | UnitedHealth Group, Inc. | | | 5,887,792 | |
| | | | | | | | |
| | | | | | | 22,008,194 | |
| | | | | | | | |
| | | Insurance - 1.1% | |
| 224,750 | | | Ping An Insurance Group Co., of China Ltd. Class H | | | 2,240,530 | |
| 39,745 | | | Progressive Corp. | | | 3,183,972 | |
| | | | | | | | |
| | | | | | | 5,424,502 | |
| | | | | | | | |
| | | Materials - 1.0% | |
| 26,364 | | | FMC Corp. | | | 2,626,382 | |
| 22,724 | | | Shin-Etsu Chemical Co., Ltd. | | | 2,666,922 | |
| | | | | | | | |
| | | | | | | 5,293,304 | |
| | | | | | | | |
| | | Media & Entertainment - 11.2% | |
| 10,589 | | | Alphabet, Inc. Class C* | | | 14,968,716 | |
| 6,480 | | | Charter Communications, Inc. Class A* | | | 3,305,059 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 99.6% - (continued) | |
| | | Media & Entertainment - 11.2% - (continued) | |
| 25,985 | | | Electronic Arts, Inc.* | | $ | 3,431,319 | |
| 70,287 | | | Facebook, Inc. Class A* | | | 15,960,069 | |
| 7,698 | | | Netflix, Inc.* | | | 3,502,898 | |
| 13,169 | | | Spotify Technology S.A.* | | | 3,400,104 | |
| 124,114 | | | Tencent Holdings Ltd. | | | 7,952,961 | |
| 28,065 | | | Walt Disney Co. | | | 3,129,528 | |
| 48,895 | | | Yandex N.V. Class A* | | | 2,445,728 | |
| | | | | | | | |
| | | | | | | 58,096,382 | |
| | | | | | | | |
| | | Pharmaceuticals, Biotechnology & Life Sciences - 7.0% | |
| 34,209 | | | Agilent Technologies, Inc. | | | 3,023,049 | |
| 80,594 | | | AstraZeneca plc | | | 8,387,773 | |
| 10,251 | | | Biogen, Inc.* | | | 2,742,655 | |
| 1,435,702 | | | CSPC Pharmaceutical Group Ltd. | | | 2,719,055 | |
| 29,100 | | | Eli Lilly & Co. | | | 4,777,638 | |
| 15,402 | | | ICON plc* | | | 2,594,621 | |
| 70,652 | | | Novartis AG | | | 6,155,274 | |
| 14,466 | | | Seattle Genetics, Inc.* | | | 2,458,063 | |
| 11,884 | | | Vertex Pharmaceuticals, Inc.* | | | 3,450,044 | |
| | | | | | | | |
| | | | | | | 36,308,172 | |
| | | | | | | | |
| | | Real Estate - 2.5% | |
| 32,180 | | | American Tower Corp. REIT | | | 8,319,817 | |
| 260,324 | | | Goodman Group REIT | | | 2,686,082 | |
| 21,108 | | | Prologis, Inc. REIT | | | 1,970,010 | |
| | | | | | | | |
| | | | | | | 12,975,909 | |
| | | | | | | | |
| | | Retailing - 12.0% | |
| 33,513 | | | Alibaba Group Holding Ltd. ADR* | | | 7,228,754 | |
| 11,565 | | | Amazon.com, Inc.* | | | 31,905,754 | |
| 157,009 | | | Dollarama, Inc. | | | 5,222,839 | |
| 25,377 | | | Home Depot, Inc. | | | 6,357,192 | |
| 98,186 | | | Industria de Diseno Textil S.A. | | | 2,605,213 | |
| 33,726 | | | Ross Stores, Inc. | | | 2,874,804 | |
| 124,736 | | | TJX Cos., Inc. | | | 6,306,652 | |
| | | | | | | | |
| | | | | | | 62,501,208 | |
| | | | | | | | |
| | | Semiconductors & Semiconductor Equipment - 7.9% | |
| 72,398 | | | Advanced Micro Devices, Inc.* | | | 3,808,859 | |
| 20,760 | | | ASML Holding N.V. | | | 7,594,274 | |
| 15,726 | | | KLA Corp. | | | 3,058,392 | |
| 190,445 | | | Marvell Technology Group Ltd. | | | 6,677,002 | |
| 332,095 | | | MediaTek, Inc. | | | 6,565,724 | |
| 27,087 | | | Microchip Technology, Inc. | | | 2,852,532 | |
| 298,000 | | | Taiwan Semiconductor Manufacturing Co., Ltd. | | | 3,182,495 | |
| 40,403 | | | Teradyne, Inc. | | | 3,414,458 | |
| 30,759 | | | Texas Instruments, Inc. | | | 3,905,470 | |
| | | | | | | | |
| | | | | | | 41,059,206 | |
| | | | | | | | |
| | | Software & Services - 22.2% | |
| 16,313 | | | Accenture plc Class A | | | 3,502,727 | |
| 21,043 | | | Adobe, Inc.* | | | 9,160,228 | |
| 10,333 | | | DocuSign, Inc.* | | | 1,779,446 | |
| 59,750 | | | Edenred(1) | | | 2,620,522 | |
| 23,673 | | | Fidelity National Information Services, Inc. | | | 3,174,313 | |
| 13,396 | | | FleetCor Technologies, Inc.* | | | 3,369,496 | |
| 18,400 | | | Global Payments, Inc. | | | 3,121,008 | |
| 11,382 | | | Intuit, Inc. | | | 3,371,235 | |
| 34,515 | | | Mastercard, Inc. Class A | | | 10,206,086 | |
| 163,532 | | | Microsoft Corp. | | | 33,280,397 | |
| 40,974 | | | Pagseguro Digital Ltd. Class A* | | | 1,448,021 | |
| 63,230 | | | PayPal Holdings, Inc.* | | | 11,016,563 | |
| 53,977 | | | salesforce.com, Inc.* | | | 10,111,511 | |
| 8,133 | | | ServiceNow, Inc.* | | | 3,294,353 | |
| 103,543 | | | Slack Technologies, Inc. Class A*(1) | | | 3,219,152 | |
| 19,878 | | | Splunk, Inc.* | | | 3,949,759 | |
| 32,705 | | | Visa, Inc. Class A | | | 6,317,625 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Global Growth HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 99.6% - (continued) | |
| | | Software & Services - 22.2% - (continued) | |
| 32,733 | | | Worldline S.A.*(2) | | $ | 2,853,972 | |
| | | | | | | | |
| | | | | | | 115,796,414 | |
| | | | | | | | |
| | | Technology Hardware & Equipment - 8.5% | |
| 92,004 | | | Apple, Inc. | | | 33,563,059 | |
| 25,567 | | | CDW Corp. | | | 2,970,374 | |
| 6,500 | | | Keyence Corp. | | | 2,723,900 | |
| 58,544 | | | Samsung Electronics Co., Ltd. | | | 2,591,605 | |
| 149,364 | | | Sunny Optical Technology Group Co., Ltd. | | | 2,403,936 | |
| | | | | | | | |
| | | | | | | 44,252,874 | |
| | | | | | | | |
| | | Telecommunication Services - 2.2% | |
| 96,831 | | | Cellnex Telecom S.A.(2) | | | 5,914,219 | |
| 53,175 | | | T-Mobile U.S., Inc.* | | | 5,538,176 | |
| | | | | | | | |
| | | | | | | 11,452,395 | |
| | | | | | | | |
| | | Transportation - 2.2% | |
| 30,698 | | | Canadian National Railway Co. | | | 2,715,923 | |
| 28,636 | | | J.B. Hunt Transport Services, Inc. | | | 3,446,056 | |
| 34,580 | | | Ryanair Holdings plc ADR* | | | 2,294,037 | |
| 99,375 | | | Uber Technologies, Inc.* | | | 3,088,575 | |
| | | | | | | | |
| | | | | | | 11,544,591 | |
| | | | | | | | |
| | | | Total Common Stocks (cost $345,496,530) | | $ | 518,514,451 | |
| | | | | | | | |
|
RIGHTS - 0.0% | |
| | | Telecommunication Services - 0.0% | | | |
| 53,175 | | | T-Mobile U.S., Inc.* | | $ | 8,934 | |
| | | | | | | | |
| | |
| | | | Total Rights (cost $19,675) | | $ | 8,934 | |
| | | | | | | | |
| | |
| | | | Total Long-Term Investments (cost $345,516,205) | | $ | 518,523,385 | |
| | | | | | | | |
|
SHORT-TERM INVESTMENTS - 0.8% | |
| | | Repurchase Agreements - 0.0% | |
| 150,878 | | | Fixed Income Clearing Corp. Repurchase Agreement dated 06/30/2020 at 0.060%, due on 07/01/2020 with a maturity value of $150,878; collateralized by U.S. Treasury Bond at 2,875%, maturing 11/15/2046, with a market value of $153,988 | | $ | 150,878 | |
| | | | | | | | |
| | | Securities Lending Collateral - 0.8% | | | |
| 212,932 | | | Citibank NA DDCA, 0.08%, 07/01/2020(3) | | | 212,932 | |
| 1,558,802 | | | Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.90%(3) | | | 1,558,802 | |
| 2,486,914 | | | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.16%(3) | | | 2,486,914 | |
| | | | | | | | |
| | | | | | | 4,258,648 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments (cost $4,409,526) | | $ | 4,409,526 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | |
| | | | Total Investments (cost $349,925,731) | | | 100.4 | % | | $ | 522,932,911 | |
| | | | Other Assets and Liabilities | | | (0.4 | )% | | | (2,255,717 | ) |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 520,677,194 | |
| | | | | | | | | | | | |
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 will generally 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. These classifications are used for financial reporting purposes. |
| See “Glossary” for abbreviation descriptions. |
(1) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(2) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At June 30, 2020, the aggregate value of these securities was $8,768,191, representing 1.7% of net assets. |
(3) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
The accompanying notes are an integral part of these financial statements.
|
Hartford Global Growth HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2020 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Automobiles & Components | | $ | 5,800,020 | | | $ | 2,615,300 | | | $ | 3,184,720 | | | $ | — | |
Capital Goods | | | 28,835,119 | | | | 10,101,613 | | | | 18,733,506 | | | | — | |
Commercial & Professional Services | | | 2,810,084 | | | | — | | | | 2,810,084 | | | | — | |
Consumer Durables & Apparel | | | 4,713,668 | | | | — | | | | 4,713,668 | | | | — | |
Consumer Services | | | 5,062,807 | | | | 2,680,018 | | | | 2,382,789 | | | | — | |
Diversified Financials | | | 20,661,925 | | | | 15,081,250 | | | | 5,580,675 | | | | — | |
Food, Beverage & Tobacco | | | 23,917,677 | | | | 9,454,850 | | | | 14,462,827 | | | | — | |
Health Care Equipment & Services | | | 22,008,194 | | | | 22,008,194 | | | | — | | | | — | |
Insurance | | | 5,424,502 | | | | 3,183,972 | | | | 2,240,530 | | | | — | |
Materials | | | 5,293,304 | | | | 2,626,382 | | | | 2,666,922 | | | | — | |
Media & Entertainment | | | 58,096,382 | | | | 50,143,421 | | | | 7,952,961 | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 36,308,172 | | | | 19,046,070 | | | | 17,262,102 | | | | — | |
Real Estate | | | 12,975,909 | | | | 10,289,827 | | | | 2,686,082 | | | | — | |
Retailing | | | 62,501,208 | | | | 59,895,995 | | | | 2,605,213 | | | | — | |
Semiconductors & Semiconductor Equipment | | | 41,059,206 | | | | 23,716,713 | | | | 17,342,493 | | | | — | |
Software & Services | | | 115,796,414 | | | | 110,321,920 | | | | 5,474,494 | | | | — | |
Technology Hardware & Equipment | | | 44,252,874 | | | | 36,533,433 | | | | 7,719,441 | | | | — | |
Telecommunication Services | | | 11,452,395 | | | | 5,538,176 | | | | 5,914,219 | | | | — | |
Transportation | | | 11,544,591 | | | | 11,544,591 | | | | — | | | | — | |
Rights | | | 8,934 | | | | 8,934 | | | | — | | | | — | |
Short-Term Investments | | | 4,409,526 | | | | 4,258,648 | | | | 150,878 | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 522,932,911 | | | $ | 399,049,307 | | | $ | 123,883,604 | | | $ | — | |
| | | | | | | | | | | | | | | | |
(1) | For the six-month period ended June 30, 2020, there were no transfers in and out of Level 3. |
The accompanying notes are an integral part of these financial statements.
|
Hartford Growth Opportunities HLS Fund |
Schedule of Investments
June 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 94.4% | |
| | | Automobiles & Components - 1.2% | |
| 15,009 | | | Tesla, Inc.* | | $ | 16,206,868 | |
| 57,600 | | | Thor Industries, Inc. | | | 6,136,128 | |
| | | | | | | | |
| | | | | | | 22,342,996 | |
| | | | | | | | |
| | | Capital Goods - 1.8% | |
| 213,609 | | | Fortive Corp. | | | 14,452,785 | |
| 200,026 | | | Trane Technologies plc | | | 17,798,313 | |
| | | | | | | | |
| | | | | | | 32,251,098 | |
| | | | | | | | |
| | | Commercial & Professional Services - 3.1% | |
| 198,962 | | | Copart, Inc.* | | | 16,567,566 | |
| 49,530 | | | CoStar Group, Inc.* | | | 35,199,485 | |
| 18,785 | | | Klarna Holding AB(1)(2)(3) | | | 4,981,406 | |
| | | | | | | | |
| | | | | | | 56,748,457 | |
| | | | | | | | |
| | | Consumer Durables & Apparel - 2.3% | |
| 440,487 | | | Peloton Interactive, Inc. Class A* | | | 25,446,934 | |
| 186,682 | | | Polaris Industries, Inc. | | | 17,277,419 | |
| | | | | | | | |
| | | | | | | 42,724,353 | |
| | | | | | | | |
| | | Consumer Services - 2.7% | |
| 672,993 | | | Aramark | | | 15,189,452 | |
| 481,177 | | | DraftKings, Inc.*(2)(3) | | | 15,513,147 | |
| 8,179 | | | DraftKings, Inc. Class A* | | | 272,034 | |
| 96,563 | | | Vail Resorts, Inc. | | | 17,588,950 | |
| | | | | | | | |
| | | | | | | 48,563,583 | |
| | | | | | | | |
| | | Diversified Financials - 1.0% | |
| 327,583 | | | Blackstone Group, Inc. Class A | | | 18,560,853 | |
| | | | | | | | |
| | | Food, Beverage & Tobacco - 3.3% | |
| 198,033 | | | Constellation Brands, Inc. Class A | | | 34,645,873 | |
| 367,984 | | | Monster Beverage Corp.* | | | 25,508,651 | |
| | | | | | | | |
| | | | | | | 60,154,524 | |
| | | | | | | | |
| | | Health Care Equipment & Services - 9.2% | |
| 89,916 | | | ABIOMED, Inc.* | | | 21,720,109 | |
| 21,000 | | | Align Technology, Inc.* | | | 5,763,240 | |
| 155,164 | | | Danaher Corp. | | | 27,437,650 | |
| 86,236 | | | DexCom, Inc.* | | | 34,960,074 | |
| 171,545 | | | Insulet Corp.* | | | 33,324,332 | |
| 59,238 | | | Intuitive Surgical, Inc.* | | | 33,755,590 | |
| 194,198 | | | Novocure Ltd.* | | | 11,515,941 | |
| | | | | | | | |
| | | | | | | 168,476,936 | |
| | | | | | | | |
| | | Media & Entertainment - 12.0% | |
| 92,525 | | | Activision Blizzard, Inc. | | | 7,022,647 | |
| 187,257 | | | Facebook, Inc. Class A* | | | 42,520,447 | |
| 78,885 | | | Live Nation Entertainment, Inc.* | | | 3,496,972 | |
| 85,516 | | | Match Group, Inc.* | | | 9,154,488 | |
| 208,377 | | | Match Group, Inc.*(4) | | | 22,306,758 | |
| 147,281 | | | Netflix, Inc.* | | | 67,018,746 | |
| 789,820 | | | Snap, Inc. Class A* | | | 18,552,872 | |
| 132,078 | | | Spotify Technology S.A.* | | | 34,101,219 | |
| 141,026 | | | Walt Disney Co. | | | 15,725,809 | |
| | | | | | | | |
| | | | | | | 219,899,958 | |
| | | | | | | | |
| | | Pharmaceuticals, Biotechnology & Life Sciences - 7.2% | |
| 54,429 | | | Argenx SE ADR* | | | 12,259,044 | |
| 54,568 | | | Ascendis Pharma A/S ADR* | | | 8,070,607 | |
| 34,783 | | | Biogen, Inc.* | | | 9,306,192 | |
| 689,886 | | | Elanco Animal Health, Inc.* | | | 14,798,055 | |
| 302,711 | | | Exact Sciences Corp.* | | | 26,317,694 | |
| 104,872 | | | Galapagos N.V.* | | | 20,699,382 | |
| 5,016 | | | Galapagos N.V. ADR*(4) | | | 989,606 | |
| 39,988 | | | Reata Pharmaceuticals, Inc. Class A* | | | 6,238,928 | |
| 93,061 | | | Thermo Fisher Scientific, Inc. | | | 33,719,723 | |
| | | | | | | | |
| | | | | | | 132,399,231 | |
| | | | | | | | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 94.4% - (continued) | |
| | | Real Estate - 0.0% | | | |
| 10,657 | | | We Co. Class A*(1)(2)(3) | | $ | 54,351 | |
| | | | | | | | |
| | | Retailing - 14.1% | | | |
| 58,160 | | | Amazon.com, Inc.* | | | 160,452,971 | |
| 19,911 | | | Booking Holdings, Inc.* | | | 31,705,082 | |
| 41,578 | | | JAND, Inc. Class A(1)(2)(3) | | | 682,711 | |
| 291,220 | | | Lowe’s Cos., Inc. | | | 39,349,646 | |
| 468,950 | | | TJX Cos., Inc. | | | 23,710,112 | |
| 38,805 | | | Tory Burch LLC*(1)(2)(3) | | | 1,435,398 | |
| | | | | | | | |
| | | | | | | 257,335,920 | |
| | | | | | | | |
| | | Semiconductors & Semiconductor Equipment - 7.4% | |
| 686,716 | | | Advanced Micro Devices, Inc.* | | | 36,128,129 | |
| 790,035 | | | Marvell Technology Group Ltd. | | | 27,698,627 | |
| 186,192 | | | NVIDIA Corp. | | | 70,736,203 | |
| | | | | | | | |
| | | | | | | 134,562,959 | |
| | | | | | | | |
| | | Software & Services - 20.1% | | | |
| 296,529 | | | 2U, Inc.* | | | 11,256,241 | |
| 36,795 | | | Fair Isaac Corp.* | | | 15,381,782 | |
| 420,280 | | | GoDaddy, Inc. Class A* | | | 30,819,132 | |
| 240,245 | | | Guidewire Software, Inc.* | | | 26,631,158 | |
| 123,864 | | | Leidos Holdings, Inc. | | | 11,602,341 | |
| 10,500 | | | Paycom Software, Inc.* | | | 3,252,165 | |
| 343,481 | | | PayPal Holdings, Inc.* | | | 59,844,694 | |
| 32,269 | | | RingCentral, Inc. Class A* | | | 9,196,988 | |
| 53,694 | | | ServiceNow, Inc.* | | | 21,749,292 | |
| 282,377 | | | Splunk, Inc.* | | | 56,108,310 | |
| 600,843 | | | Square, Inc. Class A* | | | 63,052,464 | |
| 315,897 | | | Workday, Inc. Class A* | | | 59,186,462 | |
| | | | | | | | |
| | | | | | | 368,081,029 | |
| | | | | | | | |
| | | Technology Hardware & Equipment - 8.0% | | | |
| 403,615 | | | Apple, Inc. | | | 147,238,752 | |
| | | | | | | | |
| | | Telecommunication Services - 0.1% | | | |
| 182,167 | | | Digital Landscape Group, Inc.* | | | 1,344,392 | |
| | | | | | | | |
| | | Transportation - 0.9% | | | |
| 510,694 | | | Uber Technologies, Inc.* | | | 15,872,370 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks (cost $1,254,936,525) | | $ | 1,726,611,762 | |
| | | | | | | | |
|
EXCHANGE-TRADED FUNDS - 1.5% | |
| | | Other Investment Pools & Funds - 1.5% | | | |
| 136,238 | | | iShares Russell 1000 Growth ETF | | $ | 26,150,884 | |
| | | | | | | | |
| | |
| | | | Total Exchange-Traded Funds (cost $23,506,671) | | $ | 26,150,884 | |
| | | | | | | | |
|
CONVERTIBLE PREFERRED STOCKS - 1.6% | |
| | | Real Estate - 0.1% | | | |
| 145,709 | | | We Co. Series D1*(1)(2)(3) | | $ | 1,137,987 | |
| 114,486 | | | We Co. Series D2*(1)(2)(3) | | | 894,136 | |
| | | | | | | | |
| | | | | | | 2,032,123 | |
| | | | | | | | |
| | | Retailing - 0.9% | | | |
| 1,605,750 | | | Coupang LLC*(1)(2)(3) | | | 11,914,665 | |
| 102,040 | | | Honest Co., Inc. Series C*(1)(2)(3) | | | 3,481,605 | |
| 92,843 | | | JAND, Inc. Series D*(1)(2)(3) | | | 1,572,760 | |
| | | | | | | | |
| | | | | | | 16,969,030 | |
| | | | | | | | |
| | | Software & Services - 0.6% | | | |
| 1,871,878 | | | Essence Group Holdings Corp. Series 3*(1)(2)(3) | | | 4,735,851 | |
| 287,204 | | | Lookout, Inc. Series F*(1)(2)(3) | | | 2,438,362 | |
| 366,944 | | | MarkLogic Corp. Series F*(1)(2)(3) | | | 3,408,910 | |
| | | | | | | | |
| | | | | | | 10,583,123 | |
| | | | | | | | |
| | |
| | | | Total Convertible Preferred Stocks (cost $23,661,221) | | $ | 29,584,276 | |
| | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Growth Opportunities HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ESCROWS - 0.0%(5) | |
| | | Software & Services - 0.0% | | | |
| 210,735 | | | Veracode, Inc.*(1)(2)(3) | | $ | 114,640 | |
| | | | | | | | |
| | |
| | | | Total Escrows (cost $—) | | $ | 114,640 | |
| | | | | | | | |
|
WARRANTS - 0.0% | |
| | | Consumer Services - 0.0% | | | |
| 3,374 | | | DraftKings, Inc. Expires 04/23/25*(2)(3) | | $ | 71,158 | |
| | | | | | | | |
| | | Diversified Financials - 0.0% | | | |
| 516,400 | | | Digital Landscape Group, Inc. Expires 02/10/23* | | | 77,460 | |
| | | | | | | | |
| | |
| | | | Total Warrants (cost $5,164) | | $ | 148,618 | |
| | | | | | | | |
| | |
| | | | Total Long-Term Investments (cost $1,302,109,581) | | $ | 1,782,610,180 | |
| | | | | | | | |
|
SHORT-TERM INVESTMENTS - 2.7% | |
| | | Repurchase Agreements - 1.4% | | | |
| 26,064,953 | | | Fixed Income Clearing Corp. Repurchase Agreement dated 06/30/2020 at 0.060%, due on 07/01/2020 with a maturity value of $26,064,996; collateralized by U.S. Treasury Note at 1.875%, maturing 07/31/2026, with a market value of $26,586,326 | | $ | 26,064,953 | |
| | | | | | | | |
| | | Securities Lending Collateral - 1.3% | | | |
| 1,164,669 | | | Citibank NA DDCA, 0.08%, 07/01/2020(6) | | | 1,164,669 | |
| 8,526,124 | | | Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.09%(6) | | | 8,526,123 | |
| 13,602,584 | | | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.16%(6) | | | 13,602,584 | |
| | | | | | | | |
| | | | | | | 23,293,376 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments (cost $49,358,329) | | $ | 49,358,329 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | |
| | | | Total Investments (cost $1,351,467,910) | | | 100.2 | % | | $ | 1,831,968,509 | |
| | | | Other Assets and Liabilities | | | (0.2 | )% | | | (3,481,337 | ) |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 1,828,487,172 | |
| | | | | | | | | | | | |
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 will generally 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. These classifications are used for financial reporting purposes. |
| See “Glossary” for abbreviation descriptions. |
(1) | Investment valued using significant unobservable inputs. |
(2) | Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $52,437,087 or 2.9% of net assets. |
| | | | | | | | | | | | | | | | |
Period Acquired | | | Security Name | | Shares/ Par Value | | | Base Total Cost | | | Base Market Value | |
| 11/2014 | | | Coupang LLC Convertible Preferred | | | 1,605,750 | | | $ | 4,998,894 | | | $ | 11,914,665 | |
| 12/2014 | | | DraftKings, Inc. | | | 481,177 | | | | 1,959,283 | | | | 15,513,147 | |
| 04/2020 | | | DraftKings, Inc. Warrants | | | 3,374 | | | | — | | | | 71,158 | |
| 05/2014 | | | Essence Group Holdings Corp. Series 3 Convertible Preferred | | | 1,871,878 | | | | 2,960,001 | | | | 4,735,851 | |
| 08/2014 | | | Honest Co., Inc. Series C Convertible Preferred | | | 102,040 | | | | 2,760,927 | | | | 3,481,605 | |
| 04/2015 | | | JAND, Inc. Class A | | | 41,578 | | | | 477,536 | | | | 682,711 | |
| 04/2015 | | | JAND, Inc. Series D Convertible Preferred | | | 92,843 | | | | 1,066,330 | | | | 1,572,760 | |
| 08/2015 | | | Klarna Holding AB | | | 18,785 | | | | 2,060,349 | | | | 4,981,406 | |
| 07/2014 | | | Lookout, Inc. Series F Convertible Preferred | | | 287,204 | | | | 3,280,760 | | | | 2,438,362 | |
| 04/2015 | | | MarkLogic Corp. Series F Convertible Preferred | | | 366,944 | | | | 4,261,761 | | | | 3,408,910 | |
| 11/2013 | | | Tory Burch LLC | | | 38,805 | | | | 3,041,403 | | | | 1,435,398 | |
| 04/2017 | | | Veracode, Inc. | | | 210,735 | | | | — | | | | 114,640 | |
| 12/2014 | | | We Co. Class A | | | 10,657 | | | | 177,451 | | | | 54,351 | |
| 12/2014 | | | We Co. Series D1 Convertible Preferred | | | 145,709 | | | | 2,426,224 | | | | 1,137,987 | |
| 12/2014 | | | We Co. Series D2 Convertible Preferred | | | 114,486 | | | | 1,906,324 | | | | 894,136 | |
| | | | | | | | | | | | | | | | |
| | | | | | | | | | $ | 31,377,243 | | | $ | 52,437,087 | |
| | | | | | | | | | | | | | | | |
(3) | These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At June 30, 2020, the aggregate fair value of these securities was $52,437,087, which represented 2.9% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors. |
(4) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(5) | Share amount represents shares of the issuer previously held that resulted in receipt of the escrow. |
(6) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
The accompanying notes are an integral part of these financial statements.
|
Hartford Growth Opportunities HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2020 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Automobiles & Components | | $ | 22,342,996 | | | $ | 22,342,996 | | | $ | — | | | $ | — | |
Capital Goods | | | 32,251,098 | | | | 32,251,098 | | | | — | | | | — | |
Commercial & Professional Services | | | 56,748,457 | | | | 51,767,051 | | | | — | | | | 4,981,406 | |
Consumer Durables & Apparel | | | 42,724,353 | | | | 42,724,353 | | | | — | | | | — | |
Consumer Services | | | 48,563,583 | | | | 33,050,436 | | | | 15,513,147 | | | | — | |
Diversified Financials | | | 18,560,853 | | | | 18,560,853 | | | | — | | | | — | |
Food, Beverage & Tobacco | | | 60,154,524 | | | | 60,154,524 | | | | — | | | | — | |
Health Care Equipment & Services | | | 168,476,936 | | | | 168,476,936 | | | | — | | | | — | |
Media & Entertainment | | | 219,899,958 | | | | 210,745,470 | | | | 9,154,488 | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 132,399,231 | | | | 111,699,849 | | | | 20,699,382 | | | | — | |
Real Estate | | | 54,351 | | | | — | | | | — | | | | 54,351 | |
Retailing | | | 257,335,920 | | | | 255,217,811 | | | | — | | | | 2,118,109 | |
Semiconductors & Semiconductor Equipment | | | 134,562,959 | | | | 134,562,959 | | | | — | | | | — | |
Software & Services | | | 368,081,029 | | | | 368,081,029 | | | | — | | | | — | |
Technology Hardware & Equipment | | | 147,238,752 | | | | 147,238,752 | | | | — | | | | — | |
Telecommunication Services | | | 1,344,392 | | | | 1,344,392 | | | | — | | | | — | |
Transportation | | | 15,872,370 | | | | 15,872,370 | | | | — | | | | — | |
Exchange-Traded Funds | | | 26,150,884 | | | | 26,150,884 | | | | — | | | | — | |
Convertible Preferred Stocks | | | 29,584,276 | | | | — | | | | — | | | | 29,584,276 | |
Escrows | | | 114,640 | | | | — | | | | — | | | | 114,640 | |
Warrants | | | 148,618 | | | | 77,460 | | | | 71,158 | | | | — | |
Short-Term Investments | | | 49,358,329 | | | | 23,293,376 | | | | 26,064,953 | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 1,831,968,509 | | | $ | 1,723,612,599 | | | $ | 71,503,128 | | | $ | 36,852,782 | |
| | | | | | | | | | | | | | | | |
(1) | For the six-month period ended June 30, 2020, investments valued at $5,326,671 were transferred out of Level 3 due to the initiation of a vendor providing prices that are based on market activity which has been determined to be significant observable input. There were no transfers into Level 3. |
The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the six-month period ended June 30, 2020:
| | | | | | | | | | | | | | | | | | | | |
| | Common Stocks | | | Convertible Preferred Stocks | | | Escrows | | | Warrants | | | Total | |
Beginning balance | | $ | 28,496,099 | | | $ | 28,498,506 | | | $ | 129,224 | | | $ | 25,820 | | | $ | 57,149,649 | |
Conversions | | | — | | | | — | | | | — | | | | (5,164 | ) | | | (5,164 | ) |
Purchases | | | — | | | | — | | | | — | | | | — | | | | — | |
Sales | | | (11,795,723 | ) | | | — | | | | (11,183 | ) | | | — | | | | (11,806,906 | ) |
Total realized gain/(loss) | | | (25,942 | ) | | | — | | | | 11,183 | | | | — | | | | (14,759 | ) |
Net change in unrealized appreciation/depreciation | | | (4,193,897 | ) | | | 1,085,770 | | | | (14,584 | ) | | | (20,656 | ) | | | (3,143,367 | ) |
Transfers into Level 3 | | | — | | | | — | | | | — | | | | — | | | | — | |
Transfers out of Level 3 | | | (5,326,671 | ) | | | — | | | | — | | | | — | | | | (5,326,671 | ) |
| | | | | | | | | | | | | | | | | | | | |
Ending balance | | $ | 7,153,866 | | | $ | 29,584,276 | | | $ | 114,640 | | | $ | — | | | $ | 36,852,782 | |
| | | | | | | | | | | | | | | | | | | | |
The change in net unrealized appreciation/(depreciation) relating to the Level 3 investments held at June 30, 2020 was $372,145.
The accompanying notes are an integral part of these financial statements.
|
Hartford Healthcare HLS Fund |
Schedule of Investments
June 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 97.8% | |
| | | Biotechnology - 22.4% | |
| 18,193 | | | 89bio, Inc.* | | $ | 362,587 | |
| 12,379 | | | Aimmune Therapeutics, Inc.*(1) | | | 206,853 | |
| 4,500 | | | Akouos, Inc.* | | | 101,250 | |
| 110,527 | | | Alkermes plc* | | | 2,144,776 | |
| 16,387 | | | Alnylam Pharmaceuticals, Inc.* | | | 2,427,079 | |
| 44,427 | | | Apellis Pharmaceuticals, Inc.* | | | 1,450,986 | |
| 27,982 | | | Arena Pharmaceuticals, Inc.* | | | 1,761,467 | |
| 2,750 | | | Argenx SE ADR* | | | 619,383 | |
| 25,276 | | | Assembly Biosciences, Inc.* | | | 589,436 | |
| 12,400 | | | Avidity Biosciences, Inc.* | | | 350,424 | |
| 20,395 | | | Biohaven Pharmaceutical Holding Co., Ltd.* | | | 1,491,078 | |
| 6,843 | | | Black Diamond Therapeutics, Inc.* | | | 288,501 | |
| 38,927 | | | Coherus Biosciences, Inc.* | | | 695,236 | |
| 27,346 | | | Constellation Pharmaceuticals, Inc.* | | | 821,747 | |
| 32,990 | | | Cytokinetics, Inc.* | | | 777,574 | |
| 8,500 | | | Forma Therapeutics Holdings, Inc.* | | | 395,165 | |
| 50,636 | | | G1 Therapeutics, Inc.* | | | 1,228,429 | |
| 5,162 | | | Galapagos N.V.* | | | 1,018,863 | |
| 8,000 | | | Generation Bio Co.* | | | 168,000 | |
| 6,093 | | | Genmab A/S* | | | 2,054,517 | |
| 22,931 | | | Genus plc | | | 1,003,812 | |
| 29,309 | | | Global Blood Therapeutics, Inc.* | | | 1,850,277 | |
| 60,237 | | | GlycoMimetics, Inc.* | | | 226,491 | |
| 151,544 | | | ImmunoGen, Inc.* | | | 697,102 | |
| 146,426 | | | Ironwood Pharmaceuticals, Inc.* | | | 1,511,116 | |
| 14,268 | | | Kodiak Sciences, Inc.*(1) | | | 772,184 | |
| 4,900 | | | Legend Biotech Corp. ADR* | | | 208,544 | |
| 12,806 | | | Madrigal Pharmaceuticals, Inc.* | | | 1,450,280 | |
| 88,437 | | | Momenta Pharmaceuticals, Inc.* | | | 2,942,299 | |
| 33,150 | | | Myovant Sciences Ltd.* | | | 683,553 | |
| 26,700 | | | Oyster Point Pharma, Inc.* | | | 771,096 | |
| 89,149 | | | PhaseBio Pharmaceuticals, Inc.*(1) | | | 410,085 | |
| 20,238 | | | Radius Health, Inc.* | | | 275,844 | |
| 2,887 | | | Regeneron Pharmaceuticals, Inc.* | | | 1,800,478 | |
| 264,953 | | | Rigel Pharmaceuticals, Inc.* | | | 484,864 | |
| 18,562 | | | Seattle Genetics, Inc.* | | | 3,154,055 | |
| 135,757 | | | Syndax Pharmaceuticals, Inc.* | | | 2,011,919 | |
| 14,737 | | | Turning Point Therapeutics, Inc.* | | | 951,863 | |
| 20,152 | | | Twist Bioscience Corp.* | | | 912,886 | |
| 33,240 | | | UroGen Pharma Ltd.* | | | 868,229 | |
| 12,683 | | | Vertex Pharmaceuticals, Inc.* | | | 3,682,002 | |
| 31,072 | | | Zai Lab Ltd. ADR* | | | 2,551,943 | |
| 9,372 | | | Zealand Pharma A/S ADR*(1) | | | 328,020 | |
| | | | | | | | |
| | | | | | | 48,502,293 | |
| | | | | | | | |
| | | Health Care Equipment - 20.8% | |
| 70,070 | | | Abbott Laboratories | | | 6,406,500 | |
| 45,190 | | | Baxter International, Inc. | | | 3,890,859 | |
| 7,100 | | | Becton Dickinson and Co. | | | 1,698,817 | |
| 152,787 | | | Boston Scientific Corp.* | | | 5,364,352 | |
| 38,468 | | | Danaher Corp. | | | 6,802,296 | |
| 73,728 | | | Edwards Lifesciences Corp.* | | | 5,095,342 | |
| 8,825 | | | Hill-Rom Holdings, Inc. | | | 968,809 | |
| 33,800 | | | Hologic, Inc.* | | | 1,926,600 | |
| 6,924 | | | Integer Holdings Corp.* | | | 505,798 | |
| 6,368 | | | Intuitive Surgical, Inc.* | | | 3,628,677 | |
| 15,000 | | | Kangji Medical Holdings Ltd.* | | | 57,674 | |
| 3,209 | | | Masimo Corp.* | | | 731,620 | |
| 18,825 | | | NuVasive, Inc.* | | | 1,047,800 | |
| 23,437 | | | Shockwave Medical, Inc.* | | | 1,110,211 | |
| 126,433 | | | Smith & Nephew plc | | | 2,355,906 | |
| 9,042 | | | Teleflex, Inc. | | | 3,291,107 | |
| | | | | | | | |
| | | | | | | 44,882,368 | |
| | | | | | | | |
| | | Health Care Facilities - 2.5% | |
| 44,096 | | | Acadia Healthcare Co., Inc.* | | | 1,107,691 | |
| 26,746 | | | Encompass Health Corp. | | | 1,656,380 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 97.8% - (continued) | |
| | | Health Care Facilities - 2.5% - (continued) | |
| 27,909 | | | HCA Healthcare, Inc. | | $ | 2,708,848 | |
| | | | | | | | |
| | | | | | | 5,472,919 | |
| | | | | | | | |
| | | Health Care Services - 1.8% | |
| 5,957 | | | Amedisys, Inc.* | | | 1,182,703 | |
| 22,670 | | | Fresenius SE & Co. KGaA | | | 1,126,763 | |
| 5,500 | | | LHC Group, Inc.* | | | 958,760 | |
| 60,147 | | | R1 RCM, Inc.* | | | 670,639 | |
| | | | | | | | |
| | | | | | | 3,938,865 | |
| | | | | | | | |
| | | Health Care Supplies - 0.5% | |
| 453,964 | | | ConvaTec Group plc(2) | | | 1,096,366 | |
| | | | | | | | |
| | | Health Care Technology - 2.0% | |
| 190,000 | | | Alibaba Health Information Technology Ltd.* | | | 558,729 | |
| 45,537 | | | HMS Holdings Corp.* | | | 1,474,943 | |
| 26,000 | | | Omnicell, Inc.* | | | 1,836,120 | |
| 2,615 | | | Teladoc Health, Inc.* | | | 499,047 | |
| | | | | | | | |
| | | | | | | 4,368,839 | |
| | | | | | | | |
| | | Life Sciences Tools & Services - 9.8% | |
| 6,040 | | | Bio-Techne Corp. | | | 1,594,983 | |
| 11,725 | | | ICON plc* | | | 1,975,193 | |
| 30,748 | | | NanoString Technologies, Inc.* | | | 902,454 | |
| 90,562 | | | PPD, Inc.* | | | 2,427,062 | |
| 19,521 | | | PRA Health Sciences, Inc.* | | | 1,899,198 | |
| 6,500 | | | Repligen Corp.* | | | 803,465 | |
| 4,205 | | | Tecan Group AG | | | 1,490,292 | |
| 22,414 | | | Thermo Fisher Scientific, Inc. | | | 8,121,489 | |
| 89,462 | | | WuXi AppTec Co., Ltd. Class H(2) | | | 1,168,343 | |
| 42,500 | | | Wuxi Biologics Cayman, Inc.*(2) | | | 780,113 | |
| | | | | | | | |
| | | | | | | 21,162,592 | |
| | | | | | | | |
| | | Managed Health Care - 11.4% | |
| 36,165 | | | Centene Corp.* | | | 2,298,286 | |
| 9,056 | | | Humana, Inc. | | | 3,511,464 | |
| 6,132 | | | Molina Healthcare, Inc.* | | | 1,091,373 | |
| 72,100 | | | Notre Dame Intermedica Participacoes S.A. | | | 901,698 | |
| 56,995 | | | UnitedHealth Group, Inc. | | | 16,810,675 | |
| | | | | | | | |
| | | | | | | 24,613,496 | |
| | | | | | | | |
| | | Pharmaceuticals - 26.6% | |
| 77,733 | | | Amneal Pharmaceuticals, Inc.* | | | 370,009 | |
| 110,241 | | | AstraZeneca plc ADR | | | 5,830,646 | |
| 137,890 | | | Bristol-Myers Squibb Co. | | | 8,107,932 | |
| 26,985 | | | Chugai Pharmaceutical Co., Ltd. | | | 1,444,775 | |
| 28,645 | | | Daiichi Sankyo Co., Ltd. | | | 2,342,921 | |
| 34,009 | | | Eisai Co., Ltd. | | | 2,701,977 | |
| 42,481 | | | Elanco Animal Health, Inc.* | | | 911,217 | |
| 54,193 | | | Eli Lilly & Co. | | | 8,897,407 | |
| 7,221 | | | Hikma Pharmaceuticals plc | | | 198,152 | |
| 15,994 | | | Hutchison China MediTech Ltd. ADR* | | | 441,115 | |
| 18,318 | | | Laboratorios Farmaceuticos Rovi S.A. | | | 520,681 | |
| 87,244 | | | Mylan N.V.* | | | 1,402,883 | |
| 18,463 | | | MyoKardia, Inc.* | | | 1,783,895 | |
| 13,299 | | | Novartis AG | | | 1,158,622 | |
| 39,526 | | | Odonate Therapeutics, Inc.* | | | 1,673,531 | |
| 41,576 | | | Ono Pharmaceutical Co., Ltd. | | | 1,213,459 | |
| 356,808 | | | Pfizer, Inc. | | | 11,667,622 | |
| 39,305 | | | Revance Therapeutics, Inc.* | | | 959,828 | |
| 21,420 | | | Royalty Pharma plc Class A* | | | 1,039,941 | |
| 18,752 | | | Satsuma Pharmaceuticals, Inc.* | | | 539,308 | |
| 10,919 | | | Takeda Pharmaceutical Co., Ltd. | | | 392,297 | |
| 28,163 | | | Theravance Biopharma, Inc.* | | | 591,141 | |
| 35,279 | | | Tricida, Inc.* | | | 969,467 | |
| 16,381 | | | UCB S.A. | | | 1,900,956 | |
| 31,061 | | | WaVe Life Sciences Ltd.*(1) | | | 323,345 | |
| | | | | | | | |
| | | | | | | 57,383,127 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks (cost $162,980,282) | | $ | 211,420,865 | |
| | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Healthcare HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
RIGHTS - 0.0% | |
| | | Pharmaceuticals, Biotechnology & Life Sciences - 0.0% | |
| 11,725 | | | Clementia Pharmaceuticals, Inc.*(3)(4) | | $ | 12,546 | |
| | | | | | | | |
| | |
| | | | Total Rights (cost $15,829) | | $ | 12,546 | |
| | | | | | | | |
| | |
| | | | Total Long-Term Investments (cost $162,996,111) | | $ | 211,433,411 | |
| | | | | | | | |
|
SHORT-TERM INVESTMENTS - 2.3% | |
| | | Repurchase Agreements - 1.8% | |
| 3,868,920 | | | Fixed Income Clearing Corp. Repurchase Agreement dated 06/30/2020 at 0.060%, due on 07/01/2020 with a maturity value of $3,868,926; collateralized by U.S. Treasury Note at 1.875%, maturing 07/31/2026, with a market value of $3,946,313 | | $ | 3,868,920 | |
| | | | | | | | |
| | | Securities Lending Collateral - 0.5% | |
| 51,900 | | | Citibank NA DDCA, 0.08%, 07/01/2020(5) | | | 51,900 | |
| 379,943 | | | Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.09%(5) | | | 379,943 | |
| 606,162 | | | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.16%(5) | | | 606,162 | |
| | | | | | | | |
| | | | | | | 1,038,005 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments (cost $4,906,925) | | $ | 4,906,925 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | |
| | | | Total Investments (cost $167,903,036) | | | 100.1 | % | | $ | 216,340,336 | |
| | | | Other Assets and Liabilities | | | (0.1 | )% | | | (136,435 | ) |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 216,203,901 | |
| | | | | | | | | | | | |
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 will generally 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. These classifications are used for financial reporting purposes. |
| See “Glossary” for abbreviation descriptions. |
(1) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(2) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At June 30, 2020, the aggregate value of these securities was $3,044,822, representing 1.4% of net assets. |
(3) | Investment valued using significant unobservable inputs. |
(4) | This security is 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 June 30, 2020, the aggregate fair value of this security was $12,546, which represented 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors. |
(5) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2020 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Biotechnology | | $ | 48,502,293 | | | $ | 44,425,101 | | | $ | 4,077,192 | | | $ | — | |
Health Care Equipment | | | 44,882,368 | | | | 42,526,462 | | | | 2,355,906 | | | | — | |
Health Care Facilities | | | 5,472,919 | | | | 5,472,919 | | | | — | | | | — | |
Health Care Services | | | 3,938,865 | | | | 2,812,102 | | | | 1,126,763 | | | | — | |
Health Care Supplies | | | 1,096,366 | | | | — | | | | 1,096,366 | | | | — | |
Health Care Technology | | | 4,368,839 | | | | 3,810,110 | | | | 558,729 | | | | — | |
Life Sciences Tools & Services | | | 21,162,592 | | | | 17,723,844 | | | | 3,438,748 | | | | — | |
Managed Health Care | | | 24,613,496 | | | | 24,613,496 | | | | — | | | | — | |
Pharmaceuticals | | | 57,383,127 | | | | 46,029,968 | | | | 11,353,159 | | | | — | |
Rights | | | 12,546 | | | | — | | | | — | | | | 12,546 | |
Short-Term Investments | | | 4,906,925 | | | | 1,038,005 | | | | 3,868,920 | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 216,340,336 | | | $ | 188,452,007 | | | $ | 27,875,783 | | | $ | 12,546 | |
| | | | | | | | | | | | | | | | |
(1) | For the six-month period ended June 30, 2020, there were no transfers in and out of Level 3. |
Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for period ended June 30, 2020 is not presented.
The accompanying notes are an integral part of these financial statements.
|
Hartford High Yield HLS Fund |
Schedule of Investments
June 30, 2020 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 0.6% | | | |
| | | | | Consumer Services - 0.3% | | | |
| | | 58,800 | | | Caesars Entertainment Corp.* | | $ | 713,244 | |
| | | | | | | | | | |
| | | | | Energy - 0.3% | | | |
| | | 206,275,142 | | | KCA Deutag*(1)(2)(3) | | | 546,835 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Common Stocks (cost $3,582,392) | | $ | 1,260,079 | |
| | | | | | | | | | |
| |
CORPORATE BONDS - 89.7% | | | |
| | | | | Advertising - 0.4% | | | |
$ | | | 325,000 | | | Lamar Media Corp. 3.75%, 02/15/2028(4) | | $ | 306,410 | |
| | | 630,000 | | | Outfront Media Capital LLC 4.63%, 03/15/2030(4) | | | 570,150 | |
| | | | | | | | | | |
| | | | | | | | | 876,560 | |
| | | | | | | | | | |
| | | | | Aerospace/Defense - 2.0% | | | |
| | | | | | DAE Funding LLC | | | | |
| | | 370,000 | | | 4.50%, 08/01/2022(4) | | | 352,425 | |
| | | 760,000 | | | 5.00%, 08/01/2024(4) | | | 712,500 | |
| | | | | | TransDigm, Inc. | | | | |
| | | 1,265,000 | | | 5.50%, 11/15/2027 | | | 1,103,965 | |
| | | 2,205,000 | | | 6.25%, 03/15/2026(4) | | | 2,199,532 | |
| | | | | | | | | | |
| | | | | | | | | 4,368,422 | |
| | | | | | | | | | |
| | | | | Airlines - 0.9% | | | |
| | | | | | Bombardier, Inc. | | | | |
| | | 2,025,000 | | | 6.13%, 01/15/2023(4) | | | 1,392,795 | |
| | | 1,095,000 | | | 7.88%, 04/15/2027(4) | | | 717,225 | |
| | | | | | | | | | |
| | | | | | | | | 2,110,020 | |
| | | | | | | | | | |
| | | | | Auto Manufacturers - 2.7% | | | |
| | | | | | Ford Motor Co. | | | | |
| | | 1,595,000 | | | 4.75%, 01/15/2043 | | | 1,256,541 | |
| | | 550,000 | | | 8.50%, 04/21/2023 | | | 581,625 | |
| | | 550,000 | | | 9.00%, 04/22/2025 | | | 595,210 | |
| | | | | | Ford Motor Credit Co. LLC | | | | |
| | | 2,865,000 | | | 4.54%, 08/01/2026 | | | 2,714,587 | |
| | | 575,000 | | | 5.13%, 06/16/2025 | | | 575,230 | |
| | | | | | General Motors Co. | | | | |
| | | 200,000 | | | 6.13%, 10/01/2025 | | | 224,737 | |
| | | 145,000 | | | 6.80%, 10/01/2027 | | | 168,963 | |
| | | | | | | | | | |
| | | | | | | | | 6,116,893 | |
| | | | | | | | | | |
| | | | | Auto Parts & Equipment - 0.9% | | | |
| | | | | | Adient Global Holdings Ltd. | | | | |
EUR | | | 950,000 | | | 3.50%, 08/15/2024(5) | | | 942,245 | |
$ | | | 400,000 | | | 4.88%, 08/15/2026(4) | | | 327,920 | |
| | | 625,000 | | | Clarios Global L.P. / Clarios U.S. Finance Co. 8.50%, 05/15/2027(4) | | | 628,094 | |
| | | 170,000 | | | Dana, Inc. 5.63%, 06/15/2028 | | | 168,759 | |
| | | | | | | | | | |
| | | | | | | | | 2,067,018 | |
| | | | | | | | | | |
| | | | | Chemicals - 0.5% | | | |
| | | | | | CF Industries, Inc. | | | | |
| | | 140,000 | | | 4.95%, 06/01/2043 | | | 150,892 | |
| | | 767,000 | | | 5.15%, 03/15/2034 | | | 820,161 | |
| | | 220,000 | | | 5.38%, 03/15/2044 | | | 237,886 | |
| | | | | | | | | | |
| | | | | | | | | 1,208,939 | |
| | | | | | | | | | |
| | | | | Coal - 0.0% | | | |
| | | 1,520,000 | | | Foresight Energy LLC / Foresight Energy Finance Corp. 11.50%, 04/01/2023(4)(6) | | | 1,900 | |
| | | | | | | | | | |
| | | | | Commercial Banks - 1.2% | | | |
EUR | | | 400,000 | | | Banco de Sabadell S.A. 6.50%, 05/18/2022, (6.50% fixed rate until 05/18/2022; 5 year EUR Swap + 6.414% thereafter)(5)(7)(8) | | | 367,204 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| |
CORPORATE BONDS - 89.7% - (continued) | | | |
| | | | | Commercial Banks - 1.2% - (continued) | | | |
$ | | | 2,135,000 | | | Credit Suisse Group AG 6.25%, 12/18/2024, (6.25% fixed rate until 12/18/2024; 5 year USD Swap + 3.455% thereafter)(5)(7)(8) | | $ | 2,223,987 | |
| | | | | | | | | | |
| | | | | | | | | 2,591,191 | |
| | | | | | | | | | |
| | | | | Commercial Services - 2.5% | | | |
| | | | | | APX Group, Inc. | | | | |
| | | 640,000 | | | 7.63%, 09/01/2023 | | | 588,800 | |
| | | 647,000 | | | 7.88%, 12/01/2022 | | | 643,765 | |
| | | 1,190,000 | | | Ashtead Capital, Inc. 4.00%, 05/01/2028(4) | | | 1,184,050 | |
| | | 75,000 | | | Cardtronics, Inc. / Cardtronics USA, Inc. 5.50%, 05/01/2025(4) | | | 72,750 | |
| | | 1,240,000 | | | Herc Holdings, Inc. 5.50%, 07/15/2027(4) | | | 1,242,666 | |
| | | 140,000 | | | Jaguar Holding Co. 5.00%, 06/15/2028(4) | | | 143,325 | |
| | | | | | Service Corp. International | | | | |
| | | 385,000 | | | 4.63%, 12/15/2027 | | | 401,363 | |
| | | 270,000 | | | 5.13%, 06/01/2029 | | | 290,520 | |
| | | | | | United Rentals North America, Inc. | | | | |
| | | 440,000 | | | 4.63%, 10/15/2025 | | | 442,200 | |
| | | 555,000 | | | 5.88%, 09/15/2026 | | | 581,640 | |
| | | | | | | | | | |
| | | | | | | | | 5,591,079 | |
| | | | | | | | | | |
| | | | | Construction Materials - 1.2% | | | |
| | | 440,000 | | | Builders FirstSource, Inc. 5.00%, 03/01/2030(4) | | | 413,600 | |
| | | 615,000 | | | Norbord, Inc. 5.75%, 07/15/2027(4) | | | 627,300 | |
| | | 1,605,000 | | | Standard Industries, Inc. 5.38%, 11/15/2024(4) | | | 1,649,138 | |
| | | | | | | | | | |
| | | | | | | | | 2,690,038 | |
| | | | | | | | | | |
| | | | | Distribution/Wholesale - 1.1% | | | |
| | | 853,000 | | | American Builders & Contractors Supply Co., Inc. 4.00%, 01/15/2028(4) | | | 828,920 | |
| | | 735,000 | | | Core & Main Holdings L.P. (8.63% Cash, 9.38% PIK) 8.63%, 09/15/2024(4)(9) | | | 736,176 | |
| | | 465,000 | | | IAA, Inc. 5.50%, 06/15/2027(4) | | | 479,703 | |
| | | 395,000 | | | Performance Food Group, Inc. 5.50%, 10/15/2027(4) | | | 381,175 | |
| | | | | | | | | | |
| | | | | | | | | 2,425,974 | |
| | | | | | | | | | |
| | | | | Diversified Financial Services - 3.4% | | | |
| | | | | | AerCap Ireland Capital DAC / AerCap Global Aviation Trust | | | | |
| | | 245,000 | | | 4.50%, 09/15/2023 | | | 245,029 | |
| | | 685,000 | | | 6.50%, 07/15/2025 | | | 718,226 | |
| | | | | | Credit Acceptance Corp. | | | | |
| | | 685,000 | | | 5.13%, 12/31/2024(4) | | | 661,504 | |
| | | 655,000 | | | 6.63%, 03/15/2026 | | | 657,653 | |
| | | 840,000 | | | Fly Leasing Ltd. 5.25%, 10/15/2024 | | | 680,400 | |
| | | 935,000 | | | goeasy Ltd. 5.38%, 12/01/2024(4) | | | 906,950 | |
| | | 740,000 | | | Navient Corp. 6.50%, 06/15/2022 | | | 727,050 | |
| | | | | | Springleaf Finance Corp. | | | | |
| | | 625,000 | | | 5.38%, 11/15/2029 | | | 584,375 | |
| | | 300,000 | | | 6.13%, 03/15/2024 | | | 304,875 | |
| | | 410,000 | | | 6.88%, 03/15/2025 | | | 420,634 | |
| | | 315,000 | | | 8.25%, 12/15/2020 | | | 325,395 | |
| | | 1,260,000 | | | Tempo Acquisition LLC / Tempo Acquisition Finance Corp. 6.75%, 06/01/2025(4) | | | 1,275,750 | |
| | | | | | | | | | |
| | | | | | | | | 7,507,841 | |
| | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford High Yield HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| |
CORPORATE BONDS - 89.7% - (continued) | | | |
| | | | | Electric - 0.6% | | | |
$ | | | 555,000 | | | Clearway Energy Operating LLC 4.75%, 03/15/2028(4) | | $ | 566,067 | |
| | | 700,000 | | | NextEra Energy Operating Partners L.P. 4.25%, 07/15/2024(4) | | | 707,875 | |
| | | | | | | | | | |
| | | | | | | | | 1,273,942 | |
| | | | | | | | | | |
| | | | | Entertainment - 3.2% | | | |
| | | 895,000 | | | Caesars Resort Collection LLC / CRC Finco, Inc. 5.25%, 10/15/2025(4) | | | 778,650 | |
| | | | | | Colt Merger Sub, Inc. | |
| | | 295,000 | | | 5.75%, 07/01/2025(4) | | | 296,682 | |
| | | 890,000 | | | 6.25%, 07/01/2025(4) | | | 884,438 | |
| | | 640,000 | | | 8.13%, 07/01/2027(4) | | | 618,400 | |
| | | | | | Eldorado Resorts, Inc. | |
| | | 1,090,000 | | | 6.00%, 04/01/2025 | | | 1,140,140 | |
| | | 195,000 | | | 6.00%, 09/15/2026 | | | 210,662 | |
| | | 1,655,000 | | | Jacobs Entertainment, Inc. 7.88%, 02/01/2024(4) | | | 1,458,055 | |
| | | 1,880,000 | | | Penn National Gaming, Inc. 5.63%, 01/15/2027(4) | | | 1,753,814 | |
| | | | | | | | | | |
| | | | | | | | | 7,140,841 | |
| | | | | | | | | | |
| | | | | Environmental Control - 0.9% | | | |
| | | 745,000 | | | Stericycle, Inc. 5.38%, 07/15/2024(4) | | | 763,625 | |
| | | 1,512,000 | | | Tervita Corp. 7.63%, 12/01/2021(4) | | | 1,186,920 | |
| | | | | | | | | | |
| | | | | | | | | 1,950,545 | |
| | | | | | | | | | |
| | | | | Food - 3.1% | | | |
| | | 535,000 | | | B&G Foods, Inc. 5.25%, 09/15/2027 | | | 536,338 | |
| | | | | | Kraft Heinz Foods Co. | |
| | | 610,000 | | | 3.75%, 04/01/2030(4) | | | 629,866 | |
| | | 830,000 | | | 4.25%, 03/01/2031(4) | | | 880,043 | |
| | | | | | Post Holdings, Inc. | |
| | | 270,000 | | | 4.63%, 04/15/2030(4) | | | 264,276 | |
| | | 1,705,000 | | | 5.00%, 08/15/2026(4) | | | 1,711,394 | |
| | | 1,151,000 | | | 5.63%, 01/15/2028(4) | | | 1,191,285 | |
| | | 660,000 | | | 5.75%, 03/01/2027(4) | | | 681,450 | |
| | | 1,115,000 | | | TreeHouse Foods, Inc. 4.88%, 03/15/2022 | | | 1,115,000 | |
| | | | | | | | | | |
| | | | | | | | | 7,009,652 | |
| | | | | | | | | | |
| | | | | Food Service - 0.4% | | | |
| | | | | | Aramark Services, Inc. | |
| | | 305,000 | | | 5.00%, 04/01/2025(4) | | | 300,425 | |
| | | 670,000 | | | 5.00%, 02/01/2028(4) | | | 636,500 | |
| | | | | | | | | | |
| | | | | | | | | 936,925 | |
| | | | | | | | | | |
| | | | | Gas - 0.9% | | | |
| | | | | | AmeriGas Partners L.P. / AmeriGas Finance Corp. | |
| | | 307,000 | | | 5.50%, 05/20/2025 | | | 316,210 | |
| | | 364,000 | | | 5.75%, 05/20/2027 | | | 384,930 | |
| | | 1,219,000 | | | 5.88%, 08/20/2026 | | | 1,286,045 | |
| | | | | | | | | | |
| | | | | | | | | 1,987,185 | |
| | | | | | | | | | |
| | | | | Healthcare-Products - 0.8% | | | |
| | | 1,080,000 | | | Avantor, Inc. 6.00%, 10/01/2024(4) | | | 1,128,600 | |
| | | 750,000 | | | Hill-Rom Holdings, Inc. 4.38%, 09/15/2027(4) | | | 767,813 | |
| | | | | | | | | | |
| | | | | | | | | 1,896,413 | |
| | | | | | | | | | |
| | | | | Healthcare-Services - 4.1% | | | |
| | | 195,000 | | | Catalent Pharma Solutions, Inc. 5.00%, 07/15/2027(4) | | | 202,435 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| |
CORPORATE BONDS - 89.7% - (continued) | | | |
| | | | | Healthcare-Services - 4.1% - (continued) | | | |
| | | Centene Corp. | |
$ | | | 655,000 | | | 3.38%, 02/15/2030 | | $ | 661,360 | |
| | | 340,000 | | | 4.25%, 12/15/2027 | | | 350,850 | |
| | | CHS/Community Health Systems, Inc. | |
| | | 1,465,000 | | | 6.63%, 02/15/2025(4) | | | 1,377,100 | |
| | | 270,000 | | | 6.88%, 02/01/2022 | | | 216,000 | |
| | | 1,175,000 | | | 8.13%, 06/30/2024(4) | | | 787,250 | |
| | | HCA, Inc. | |
| | | 1,415,000 | | | 3.50%, 09/01/2030 | | | 1,362,888 | |
| | | 670,000 | | | 5.25%, 06/15/2026 | | | 774,066 | |
| | | 1,085,000 | | | 5.38%, 02/01/2025 | | | 1,162,306 | |
| | | 1,275,000 | | | 5.38%, 09/01/2026 | | | 1,388,156 | |
| | | 130,000 | | | 5.63%, 09/01/2028 | | | 145,113 | |
| | | 105,000 | | | 5.88%, 02/01/2029 | | | 118,817 | |
| | | 474,000 | | | 7.50%, 11/15/2095 | | | 556,950 | |
| | | | | | | | | | |
| | | 9,103,291 | |
| | | | | | | | | | |
| | | | | Home Builders - 1.6% | | | |
| | | 200,000 | | | Adams Homes, Inc. 7.50%, 02/15/2025(4) | | | 196,500 | |
| | | 875,000 | | | Ashton Woods USA LLC / Ashton Woods Finance Co. 6.63%, 01/15/2028(4) | | | 859,687 | |
| | | 290,000 | | | KB Home 4.80%, 11/15/2029 | | | 284,925 | |
| | | M/I Homes, Inc. | |
| | | 785,000 | | | 4.95%, 02/01/2028 | | | 780,094 | |
| | | 150,000 | | | 5.63%, 08/01/2025 | | | 151,500 | |
| | | 1,325,000 | | | Taylor Morrison Communities, Inc. 5.75%, 01/15/2028(4) | | | 1,364,750 | |
| | | | | | | | | | |
| | | 3,637,456 | |
| | | | | | | | | | |
| | | | | Household Products/Wares - 0.8% | | | |
EUR | | | 1,320,000 | | | Diamond (BC) B.V. 5.63%, 08/15/2025(5) | | | 1,397,004 | |
$ | | | 465,000 | | | Prestige Brands, Inc. 5.13%, 01/15/2028(4) | | | 458,025 | |
| | | | | | | | | | |
| | | 1,855,029 | |
| | | | | | | | | | |
| | | | | Insurance - 2.1% | | | |
| | | Acrisure LLC / Acrisure Finance, Inc. | |
| | | 1,625,000 | | | 7.00%, 11/15/2025(4) | | | 1,553,906 | |
| | | 724,000 | | | 8.13%, 02/15/2024(4) | | | 752,743 | |
| | | 415,000 | | | 10.13%, 08/01/2026(4) | | | 446,125 | |
| | | Genworth Holdings, Inc. | |
| | | 110,000 | | | 4.80%, 02/15/2024 | | | 87,725 | |
| | | 770,000 | | | 4.90%, 08/15/2023 | | | 616,000 | |
| | | 500,000 | | | 6.50%, 06/15/2034 | | | 362,500 | |
| | | 440,000 | | | 7.20%, 02/15/2021 | | | 411,400 | |
| | | 245,000 | | | 7.63%, 09/24/2021 | | | 229,406 | |
| | | 285,000 | | | NMI Holdings, Inc. 7.38%, 06/01/2025(4) | | | 298,218 | |
| | | | | | | | | | |
| | | 4,758,023 | |
| | | | | | | | | | |
| | | | | Internet - 0.7% | | | |
| | | Booking Holdings, Inc. | |
| | | 570,000 | | | 4.50%, 04/13/2027 | | | 654,682 | |
| | | 725,000 | | | 4.63%, 04/13/2030 | | | 855,732 | |
| | | | | | | | | | |
| | | 1,510,414 | |
| | | | | | | | | | |
| | | | | Iron/Steel - 0.1% | | | |
| | | 230,000 | | | Steel Dynamics, Inc. 4.13%, 09/15/2025 | | | 235,232 | |
| | | | | | | | | | |
| | | | | IT Services - 0.6% | | | |
| | | Presidio Holdings, Inc. | |
| | | 745,000 | | | 4.88%, 02/01/2027(4) | | | 728,238 | |
| | | 590,000 | | | 8.25%, 02/01/2028(4) | | | 590,000 | |
| | | | | | | | | | |
| | | 1,318,238 | |
| | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford High Yield HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| |
CORPORATE BONDS - 89.7% - (continued) | | | |
| | | | | Leisure Time - 0.7% | | | |
$ | | | 1,065,000 | | | Carnival Corp. 11.50%, 04/01/2023(4) | | $ | 1,155,525 | |
| | | 375,000 | | | Royal Caribbean Cruises Ltd. 9.13%, 06/15/2023(4) | | | 371,716 | |
| | | | | | | | | | |
| | | 1,527,241 | |
| | | | | | | | | | |
| | | | | Lodging - 3.4% | | | |
| | | Boyd Gaming Corp. | |
| | | 105,000 | | | 4.75%, 12/01/2027(4) | | | 90,300 | |
| | | 790,000 | | | 6.00%, 08/15/2026 | | | 738,413 | |
| | | 645,000 | | | 6.38%, 04/01/2026 | | | 612,750 | |
| | | 1,935,000 | | | FelCor Lodging L.P. 6.00%, 06/01/2025 | | | 1,876,950 | |
| | | Hilton Domestic Operating Co., Inc. | |
| | | 1,587,000 | | | 4.25%, 09/01/2024 | | | 1,539,708 | |
| | | 125,000 | | | 5.38%, 05/01/2025(4) | | | 125,000 | |
| | | 365,000 | | | Marriott International, Inc. 5.75%, 05/01/2025 | | | 396,520 | |
| | | 1,210,000 | | | Sugarhouse HSP Gaming Prop Mezz L.P. / Sugarhouse HSP Gaming Finance Corp. 5.88%, 05/15/2025(4) | | | 1,179,750 | |
| | | 1,025,000 | | | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp. 5.50%, 03/01/2025(4) | | | 937,875 | |
| | | | | | | | | | |
| | | 7,497,266 | |
| | | | | | | | | | |
| | | | | Media - 9.6% | | | |
| | | Altice Financing S.A. | |
| | | 990,000 | | | 5.00%, 01/15/2028(4) | | | 983,426 | |
| | | 1,725,000 | | | 7.50%, 05/15/2026(4) | | | 1,806,937 | |
| | | CCO Holdings LLC / CCO Holdings Capital Corp. | |
| | | 340,000 | | | 4.50%, 08/15/2030(4) | | | 346,800 | |
| | | 395,000 | | | 4.50%, 05/01/2032(4) | | | 399,938 | |
| | | 3,200,000 | | | 5.75%, 02/15/2026(4) | | | 3,309,888 | |
| | | CSC Holdings LLC | |
| | | 415,000 | | | 4.13%, 12/01/2030(4) | | | 411,369 | |
| | | 1,195,000 | | | 5.25%, 06/01/2024 | | | 1,257,737 | |
| | | 585,000 | | | 5.50%, 04/15/2027(4) | | | 608,693 | |
| | | 1,490,000 | | | 6.50%, 02/01/2029(4) | | | 1,629,687 | |
| | | DISH DBS Corp. | |
| | | 905,000 | | | 5.00%, 03/15/2023 | | | 902,828 | |
| | | 595,000 | | | 5.88%, 07/15/2022 | | | 604,996 | |
| | | 435,000 | | | 5.88%, 11/15/2024 | | | 432,825 | |
| | | 670,000 | | | 6.75%, 06/01/2021 | | | 682,563 | |
| | | 835,000 | | | 7.38%, 07/01/2028(4) | | | 833,956 | |
| | | 380,000 | | | 7.75%, 07/01/2026 | | | 402,800 | |
| | | Gray Television, Inc. | |
| | | 1,255,000 | | | 5.13%, 10/15/2024(4) | | | 1,255,000 | |
| | | 380,000 | | | 5.88%, 07/15/2026(4) | | | 378,241 | |
| | | 520,000 | | | Sirius XM Radio, Inc. 4.63%, 07/15/2024(4) | | | 533,000 | |
| | | 550,000 | | | Vertical U.S Newco, Inc. 5.25%, 07/15/2027 | | | 550,000 | |
| | | 1,510,000 | | | Virgin Media Secured Finance plc 4.50%, 08/15/2030(4) | | | 1,511,887 | |
| | | 817,000 | | | WMG Acquisition Corp. 5.50%, 04/15/2026(4) | | | 845,350 | |
| | | 1,644,000 | | | Ziggo B.V. 5.50%, 01/15/2027(4) | | | 1,664,649 | |
| | | | | | | | | | |
| | | 21,352,570 | |
| | | | | | | | | | |
| | | | | Metal Fabricate/Hardware - 0.7% | |
| | | 215,000 | | | Advanced Drainage Systems, Inc. 5.00%, 09/30/2027(4) | | | 216,612 | |
| | | | | | Novelis Corp. | |
| | | 745,000 | | | 4.75%, 01/30/2030(4) | | | 711,475 | |
| | | 605,000 | | | 5.88%, 09/30/2026(4) | | | 604,244 | |
| | | | | | | | | | |
| | | | | | | | | 1,532,331 | |
| | | | | | | | | | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| |
CORPORATE BONDS - 89.7% - (continued) | | | |
| | | | | Mining - 0.2% | |
$ | | | 520,000 | | | Constellium SE 5.88%, 02/15/2026(4) | | $ | 521,388 | |
| | | | | | | | | | |
| | | | | Office/Business Equipment - 1.1% | |
| | | 360,000 | | | CDW LLC / CDW Finance Corp. 4.13%, 05/01/2025 | | | 360,450 | |
| | | | | | Xerox Corp. | |
| | | 1,600,000 | | | 4.13%, 03/15/2023 | | | 1,597,600 | |
| | | 65,000 | | | 4.80%, 03/01/2035 | | | 60,599 | |
| | | 525,000 | | | 6.75%, 12/15/2039 | | | 544,162 | |
| | | | | | | | | | |
| | | | | | | | | 2,562,811 | |
| | | | | | | | | | |
| | | | | Oil & Gas - 7.7% | |
| | | 1,300,000 | | | Apache Corp. 4.38%, 10/15/2028 | | | 1,147,979 | |
| | | 725,000 | | | Centennial Resource Production LLC 5.38%, 01/15/2026(4) | | | 384,250 | |
| | | 2,041,000 | | | Chesapeake Energy Corp. 11.50%, 01/01/2025(4)(6) | | | 233,082 | |
| | | | | | Continental Resources, Inc. | |
| | | 1,560,000 | | | 4.38%, 01/15/2028 | | | 1,373,143 | |
| | | 350,000 | | | 4.90%, 06/01/2044 | | | 278,688 | |
| | | 1,205,000 | | | EQT Corp. 3.90%, 10/01/2027 | | | 978,810 | |
| | | 1,355,000 | | | Jagged Peak Energy LLC 5.88%, 05/01/2026 | | | 1,314,350 | |
| | | 1,120,000 | | | Matador Resources Co. 5.88%, 09/15/2026 | | | 828,800 | |
| | | 750,000 | | | Noble Holding International Ltd. 7.88%, 02/01/2026(4) | | | 195,000 | |
| | | | | | Occidental Petroleum Corp. | |
| | | 780,000 | | | 3.00%, 02/15/2027 | | | 604,656 | |
| | | 270,000 | | | 3.40%, 04/15/2026 | | | 219,375 | |
| | | 2,587,000 | | | 4.20%, 03/15/2048 | | | 1,751,916 | |
| | | 448,000 | | | 4.40%, 04/15/2046 | | | 312,489 | |
| | | | | | Parsley Energy LLC / Parsley Finance Corp. | |
| | | 330,000 | | | 4.13%, 02/15/2028(4) | | | 298,650 | |
| | | 139,000 | | | 5.38%, 01/15/2025(4) | | | 135,219 | |
| | | | | | QEP Resources, Inc. | |
| | | 1,895,000 | | | 5.25%, 05/01/2023 | | | 1,250,700 | |
| | | 205,000 | | | 5.38%, 10/01/2022 | | | 155,800 | |
| | | 150,000 | | | 5.63%, 03/01/2026 | | | 95,250 | |
| | | | | | SM Energy Co. | |
| | | 1,340,000 | | | 5.00%, 01/15/2024 | | | 723,600 | |
| | | 275,000 | | | 5.63%, 06/01/2025 | | | 145,750 | |
| | | 240,000 | | | 6.13%, 11/15/2022 | | | 175,200 | |
| | | 420,000 | | | 6.63%, 01/15/2027 | | | 205,800 | |
| | | 945,000 | | | Sunoco L.P. / Sunoco Finance Corp. 6.00%, 04/15/2027 | | | 935,550 | |
| | | 2,570,000 | | | Transocean, Inc. 6.80%, 03/15/2038 | | | 738,721 | |
| | | 1,275,000 | | | Vine Oil & Gas L.P. / Vine Oil & Gas Finance Corp. 8.75%, 04/15/2023(4) | | | 765,000 | |
| | | | | | WPX Energy, Inc. | |
| | | 1,225,000 | | | 5.25%, 09/15/2024 | | | 1,206,625 | |
| | | 355,000 | | | 5.88%, 06/15/2028 | | | 341,137 | |
| | | 295,000 | | | 8.25%, 08/01/2023 | | | 327,450 | |
| | | | | | | | | | |
| | | | | | | | | 17,122,990 | |
| | | | | | | | | | |
| | | Packaging & Containers - 4.3% | |
| | | 1,450,000 | | | ARD Finance S.A. (6.50% Cash, 7.25% PIK) 6.50%, 06/30/2027(4)(9) | | | 1,434,594 | |
| | | Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc. | |
| | | 495,000 | | | 4.13%, 08/15/2026(4) | | | 487,006 | |
| | | 200,000 | | | 5.25%, 04/30/2025(4) | | | 204,998 | |
| | | 1,840,000 | | | 5.25%, 08/15/2027(4) | | | 1,807,579 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford High Yield HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| |
CORPORATE BONDS - 89.7% - (continued) | | | |
| | | Packaging & Containers - 4.3% - (continued) | |
| | | Berry Global, Inc. | |
$ | | | 305,000 | | | 5.63%, 07/15/2027(4) | | $ | 312,625 | |
| | | 633,000 | | | 6.00%, 10/15/2022 | | | 634,582 | |
| | | 1,015,000 | | | Crown Americas LLC / Crown Americas Capital Corp. 4.75%, 02/01/2026 | | | 1,034,315 | |
| | | Flex Acquisition Co., Inc. | |
| | | 1,270,000 | | | 6.88%, 01/15/2025(4) | | | 1,225,550 | |
| | | 575,000 | | | 7.88%, 07/15/2026(4) | | | 557,750 | |
| | | 535,000 | | | OI European Group B.V. 4.00%, 03/15/2023(4) | | | 526,938 | |
| | | 590,000 | | | Owens-Brockway Glass Container, Inc. 6.63%, 05/13/2027(4) | | | 613,600 | |
EUR | | | 515,000 | | | Silgan Holdings, Inc. 2.25%, 06/01/2028(4) | | | 555,111 | |
$ | | | 200,000 | | | Trivium Packaging Finance B.V. 5.50%, 08/15/2026(4) | | | 201,750 | |
| | | | | | | | | | |
| | | 9,596,398 | |
| | | | | | | | | | |
| | | Pharmaceuticals - 3.8% | |
| | | Bausch Health Cos., Inc. | |
| | | 1,340,000 | | | 5.00%, 01/30/2028(4) | | | 1,261,596 | |
| | | 518,000 | | | 5.50%, 03/01/2023(4) | | | 518,000 | |
| | | 214,000 | | | 5.88%, 05/15/2023(4) | | | 213,465 | |
| | | 700,000 | | | 6.13%, 04/15/2025(4) | | | 709,989 | |
| | | 1,225,000 | | | 7.00%, 01/15/2028(4) | | | 1,261,750 | |
| | | 280,000 | | | Catalent Pharma Solutions, Inc. 4.88%, 01/15/2026(4) | | | 284,256 | |
| | | Endo Dac / Endo Finance LLC / Endo Finco, Inc. | |
| | | 1,454,000 | | | 6.00%, 06/30/2028(4) | | | 937,830 | |
| | | 997,000 | | | 9.50%, 07/31/2027(4) | | | 1,054,527 | |
| | | 406,000 | | | Par Pharmaceutical, Inc. 7.50%, 04/01/2027(4) | | | 416,637 | |
| | | Teva Pharmaceutical Finance Netherlands B.V. | |
| | | 860,000 | | | 3.15%, 10/01/2026 | | | 767,877 | |
| | | 900,000 | | | 6.75%, 03/01/2028 | | | 951,192 | |
| | | | | | | | | | |
| | | 8,377,119 | |
| | | | | | | | | | |
| | | Pipelines - 5.4% | |
| | | 1,260,000 | | | Antero Midstream Partners L.P. / Antero Midstream Finance Corp. 5.75%, 01/15/2028(4) | | | 995,400 | |
| | | Buckeye Partners L.P. | |
| | | 430,000 | | | 4.13%, 03/01/2025(4) | | | 412,486 | |
| | | 435,000 | | | 4.50%, 03/01/2028(4) | | | 406,725 | |
| | | 1,034,000 | | | Cheniere Corpus Christi Holdings LLC 5.13%, 06/30/2027 | | | 1,136,233 | |
| | | 1,660,000 | | | DCP Midstream Operating L.P. 5.38%, 07/15/2025 | | | 1,647,550 | |
| | | EQM Midstream Partners L.P. | |
| | | 295,000 | | | 6.00%, 07/01/2025(4) | | | 298,811 | |
| | | 300,000 | | | 6.50%, 07/01/2027(4) | | | 307,266 | |
| | | 620,000 | | | 6.50%, 07/15/2048 | | | 565,936 | |
| | | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp. | | | | |
| | | 765,000 | | | 4.75%, 10/01/2023(4) | | | 703,800 | |
| | | 870,000 | | | 6.00%, 03/01/2027(4) | | | 772,125 | |
| | | 2,280,000 | | | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp. 6.50%, 07/15/2027 | | | 2,285,700 | |
| | | Western Midstream Operating L.P. | |
| | | 2,025,000 | | | 4.05%, 02/01/2030 | | | 1,949,245 | |
| | | 625,000 | | | 5.25%, 02/01/2050 | | | 540,812 | |
| | | | | | | | | | |
| | | 12,022,089 | |
| | | | | | | | | | |
| | | | | Real Estate Investment Trusts - 1.3% | | | |
| | | 1,735,000 | | | Iron Mountain, Inc. 4.88%, 09/15/2029(4) | | | 1,687,287 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| |
CORPORATE BONDS - 89.7% - (continued) | | | |
| | | | | Real Estate Investment Trusts - 1.3% - (continued) | |
| | | VICI Properties L.P. / VICI Note Co., Inc. | |
$ | | | 125,000 | | | 3.50%, 02/15/2025(4) | | $ | 117,500 | |
| | | 85,000 | | | 3.75%, 02/15/2027(4) | | | 79,900 | |
| | | 545,000 | | | 4.25%, 12/01/2026(4) | | | 521,838 | |
| | | 455,000 | | | 4.63%, 12/01/2029(4) | | | 443,625 | |
| | | | | | | | | | |
| | | 2,850,150 | |
| | | | | | | | | | |
| | | | | Retail - 3.2% | | | |
| | | 1011778 BC ULC / New Red Finance, Inc. | |
| | | 90,000 | | | 3.88%, 01/15/2028(4) | | | 87,315 | |
| | | 450,000 | | | 4.38%, 01/15/2028(4) | | | 441,086 | |
| | | 2,885,000 | | | 5.00%, 10/15/2025(4) | | | 2,868,007 | |
| | | Asbury Automotive Group, Inc. | |
| | | 67,000 | | | 4.50%, 03/01/2028(4) | | | 64,990 | |
| | | 69,000 | | | 4.75%, 03/01/2030(4) | | | 67,275 | |
| | | KFC Holding Co. / Pizza Hut Holdings LLC / Taco Bell of America LLC | | | | |
| | | 620,000 | | | 4.75%, 06/01/2027(4) | | | 635,500 | |
| | | 750,000 | | | 5.25%, 06/01/2026(4) | | | 768,750 | |
| | | 75,000 | | | L Brands, Inc. 6.88%, 07/01/2025(4) | | | 77,438 | |
| | | 620,000 | | | Lithia Motors, Inc. 4.63%, 12/15/2027(4) | | | 613,800 | |
| | | 590,000 | | | Party City Holdings, Inc. 6.63%, 08/01/2026(4) | | | 118,000 | |
| | | 415,000 | | | PetSmart, Inc. 5.88%, 06/01/2025(4) | | | 415,778 | |
| | | 590,000 | | | United Rentals North America, Inc. 4.88%, 01/15/2028 | | | 604,750 | |
| | | 300,000 | | | Yum! Brands, Inc. 4.75%, 01/15/2030(4) | | | 304,500 | |
| | | | | | | | | | |
| | | 7,067,189 | |
| | | | | | | | | | |
| | | | | Semiconductors - 2.8% | | | |
| | | 1,345,000 | | | Entegris, Inc. 4.63%, 02/10/2026(4) | | | 1,365,175 | |
| | | 910,000 | | | Micron Technology, Inc. 4.98%, 02/06/2026 | | | 1,044,088 | |
| | | Qorvo, Inc. | |
| | | 795,000 | | | 4.38%, 10/15/2029(4) | | | 814,144 | |
| | | 1,400,000 | | | 5.50%, 07/15/2026 | | | 1,456,000 | |
| | | Sensata Technologies B.V. | |
| | | 1,221,000 | | | 5.00%, 10/01/2025(4) | | | 1,299,999 | |
| | | 235,000 | | | 5.63%, 11/01/2024(4) | | | 249,100 | |
| | | | | | | | | | |
| | | 6,228,506 | |
| | | | | | | | | | |
| | | | | Software - 3.2% | | | |
| | | 595,000 | | | CDK Global, Inc. 5.25%, 05/15/2029(4) | | | 617,860 | |
| | | 750,000 | | | Change Healthcare Holdings LLC / Change Healthcare Finance, Inc. 5.75%, 03/01/2025(4) | | | 740,625 | |
| | | IQVIA, Inc. | |
EUR | | | 390,000 | | | 2.25%, 01/15/2028(4) | | | 420,112 | |
$ | | | 680,000 | | | 5.00%, 05/15/2027(4) | | | 696,787 | |
| | | 1,460,000 | | | MSCI, Inc. 4.00%, 11/15/2029(4) | | | 1,489,200 | |
| | | 800,000 | | | Open Text Corp. 3.88%, 02/15/2028(4) | | | 770,248 | |
| | | 685,000 | | | Open Text Holdings, Inc. 4.13%, 02/15/2030(4) | | | 673,013 | |
| | | PTC, Inc. | |
| | | 160,000 | | | 3.63%, 02/15/2025(4) | | | 158,800 | |
| | | 175,000 | | | 4.00%, 02/15/2028(4) | | | 173,271 | |
| | | 1,370,000 | | | SS&C Technologies, Inc. 5.50%, 09/30/2027(4) | | | 1,390,057 | |
| | | | | | | | | | |
| | | 7,129,973 | |
| | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford High Yield HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| |
CORPORATE BONDS - 89.7% - (continued) | | | |
| | | | | Telecommunications - 4.3% | | | |
EUR | | | 545,000 | | | Altice France Holding S.A. 8.00%, 05/15/2027(4) | | $ | 645,292 | |
| | | Altice France S.A. | |
$ | | | 215,000 | | | 5.50%, 01/15/2028(4) | | | 217,150 | |
| | | 2,370,000 | | | 7.38%, 05/01/2026(4) | | | 2,471,436 | |
| | | 1,040,000 | | | 8.13%, 02/01/2027(4) | | | 1,137,500 | |
| | | 855,000 | | | Embarq Corp. 8.00%, 06/01/2036 | | | 960,165 | |
| | | Frontier Communications Corp. | |
| | | 940,000 | | | 6.88%, 01/15/2025(6) | | | 279,847 | |
| | | 1,110,000 | | | 8.50%, 04/01/2026(4) | | | 1,048,950 | |
| | | 570,000 | | | 10.50%, 09/15/2022(6) | | | 196,650 | |
| | | 550,000 | | | Sprint Capital Corp. 8.75%, 03/15/2032 | | | 787,187 | |
| | | Sprint Corp. | |
| | | 10,000 | | | 7.63%, 02/15/2025 | | | 11,538 | |
| | | 1,307,000 | | | 7.88%, 09/15/2023 | | | 1,472,009 | |
| | | 380,000 | | | Telecom Italia Capital S.A. 7.20%, 07/18/2036 | | | 452,200 | |
| | | | | | | | | | |
| | | 9,679,924 | |
| | | | | | | | | | |
| | | | | Toys/Games/Hobbies - 0.8% | | | |
| | | Mattel, Inc. | |
| | | 420,000 | | | 5.88%, 12/15/2027(4) | | | 432,600 | |
| | | 1,250,000 | | | 6.75%, 12/31/2025(4) | | | 1,296,875 | |
| | | | | | | | | | |
| | | 1,729,475 | |
| | | | | | | | | | |
| | | | | Trucking & Leasing - 0.5% | | | |
| | | Avolon Holdings Funding Ltd. | |
| | | 335,000 | | | 3.95%, 07/01/2024(4) | | | 291,054 | |
| | | 945,000 | | | 5.25%, 05/15/2024(4) | | | 862,822 | |
| | | | | | | | | | |
| | | 1,153,876 | |
| | | | | | | | | | |
| | |
| | | Total Corporate Bonds (cost $207,345,129) | | $ | 200,120,357 | |
| | | | | | | | | | |
|
SENIOR FLOATING RATE INTERESTS - 1.8%(10) | |
| | | | | Auto Parts & Equipment - 0.3% | | | |
$ | | | 784,075 | | | Panther BF Aggregator L.P. 3.68%, 04/30/2026, 1 mo. USD LIBOR + 3.500% | | $ | 744,871 | |
| | | | | | | | | | |
| | | Commercial Services - 0.9% | |
| | | 2,119,688 | | | Dun & Bradstreet Corp. 4.18%, 02/06/2026, 1 mo. USD LIBOR + 4.000% | | | 2,061,396 | |
| | | | | | | | | | |
| | | | | Food Service - 0.1% | | | |
| | | 100,000 | | | Froneri International plc 5.93%, 01/31/2028, 1 mo. USD LIBOR + 5.750% | | | 94,750 | |
| | | | | | | | | | |
| | | | | Household Products - 0.2% | | | |
| | | 468,000 | | | Diamond (BC) B.V. 3.76%, 09/06/2024, 2 mo. USD LIBOR + 3.000% | | | 429,002 | |
| | | | | | | | | | |
| | | | | Insurance - 0.3% | | | |
| | | 774,200 | | | Hub International Ltd. 4.02%, 04/25/2025, 2 mo. USD LIBOR + 3.000% | | | 734,847 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Senior Floating Rate Interests (cost $4,219,750) | | $ | 4,064,866 | |
| | | | | | | | | | |
|
CONVERTIBLE BONDS - 3.7% | |
| | | | | Commercial Services - 0.3% | | | |
$ | | | 575,000 | | | Square, Inc. 0.13%, 03/01/2025(4) | | $ | 651,379 | |
| | | | | | | | | | |
| | | | | Engineering & Construction - 0.4% | | | |
EUR | | | 400,000 | | | Cellnex Telecom S.A. 1.50%, 01/16/2026(5) | | | 759,842 | |
| | | | | | | | | | |
| | | | | Healthcare-Products - 0.4% | | | |
$ | | | 454,000 | | | Integra LifeSciences Holdings Corp. 0.50%, 08/15/2025(4) | | | 412,718 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
|
CONVERTIBLE BONDS - 3.7% - (continued) | |
| | | | | Healthcare-Products - 0.4% - (continued) | | | |
$ | | | 620,000 | | | NuVasive, Inc. 0.38%, 03/15/2025(4) | | $ | 542,840 | |
| | | | | | | | | | |
| | | | | | | | | 955,558 | |
| | | | | | | | | | |
| | | | | Leisure Time - 0.0% | | | |
| | | 26,000 | | | Royal Caribbean Cruises Ltd. 4.25%, 06/15/2023(4) | | | 24,180 | |
| | | | | | | | | | |
| | | | | Media - 0.4% | | | |
| | | 985,000 | | | Scripps Escrow, Inc. 5.88%, 07/15/2027(4) | | | 933,288 | |
| | | | | | | | | | |
| | | | | Oil & Gas - 0.4% | | | |
| | | 675,000 | | | Pioneer Natural Resources Co. 0.25%, 05/15/2025(4) | | | 796,356 | |
| | | | | | | | | | |
| | | | | Pipelines - 0.2% | | | |
| | | 530,000 | | | Cheniere Energy, Inc. 4.88%, 05/28/2021(4)(9) | | | 535,141 | |
| | | | | | | | | | |
| | | | | Semiconductors - 0.3% | | | |
| | | 440,000 | | | Microchip Technology, Inc. 2.25%, 02/15/2037 | | | 641,090 | |
| | | | | | | | | | |
| | | | | Software - 1.3% | | | |
| | | 1,052,000 | | | Western Digital Corp. 1.50%, 02/01/2024 | | | 988,916 | |
| | | 240,000 | | | Splunk, Inc. 1.13%, 09/15/2025 | | | 352,589 | |
| | | 331,000 | | | 1.13%, 06/15/2027(4) | | | 352,632 | |
| | | 855,000 | | | Workday, Inc. 0.25%, 10/01/2022 | | | 1,175,186 | |
| | | | | | | | | | |
| | | | | | | | | 2,869,323 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Convertible Bonds (cost $7,945,538) | | $ | 8,166,157 | |
| | | | | | | | | | |
| |
ESCROWS - 0.8%(11) | | | |
| | | | | Media - 0.8% | | | |
$ | | | 1,785,000 | | | Nexstar Broadcasting, Inc. 5.63%, 07/15/2027*(4) | | $ | 1,771,720 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Escrows (cost $1,829,513) | | $ | 1,771,720 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Long-Term Investments (cost $224,922,322) | | $ | 215,383,179 | |
| | | | | | | | | | |
| |
SHORT-TERM INVESTMENTS - 1.5% | | | |
| | | | | Repurchase Agreements - 1.5% | | | |
| | | 3,277,092 | | | Fixed Income Clearing Corp. Repurchase Agreement dated 06/30/2020 at 0.060%, due on 07/01/2020 with a maturity value of $3,277,097; collateralized by U.S. Treasury Bond at 2.875%, maturing 11/15/2046, with a market value of $3,342,716 | | $ | 3,277,092 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Short-Term Investments (cost $3,277,092) | | $ | 3,277,092 | |
| | | | | | | | | | |
| | | | | | | | | | | | | | |
| | | | |
| | | | | | Total Investments (cost $228,199,414) | | | 98.1 | % | | $ | 218,660,271 | |
| | | | | | Other Assets and Liabilities | | | 1.9 | % | | | 4,303,062 | |
| | | | | | | | | | | | | | |
| | | | | | Total Net Assets | | | 100.0 | % | | $ | 222,963,333 | |
| | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford High Yield HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
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 and/or as defined by Fund management. Industry classifications may not be identical across all security types. |
| Equity Industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. |
| For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
| See “Glossary” for abbreviation descriptions. |
(1) | Investment valued using significant unobservable inputs. |
(2) | This security is 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 June 30, 2020, the aggregate fair value of this security was $546,835, which represented 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. |
(3) | Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $546,835 or 0.2% of net assets. |
| | | | | | | | | | | | | | | | |
Period Acquired | | | Security Name | | Shares/ Par Value | | | Base Total Cost | | | Base Market Value | |
| 03/2011 | | | KCA Deutag | | | 206,275,142 | | | $ | 2,795,441 | | | $ | 546,835 | |
(4) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At June 30, 2020, the aggregate value of these securities was $122,154,097, representing 54.8% of net assets. |
(5) | Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At June 30, 2020, the aggregate value of these securities was $5,690,282, representing 2.6% of net assets. |
(6) | Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal. |
(7) | Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first. |
(8) | Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at June 30, 2020. Rate will reset at a future date. Base lending rates may be subject to a floor or cap. |
(9) | Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed. |
(10) | Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Base lending rates may be subject to a floor or cap. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of June 30, 2020. |
(11) | Share amount represents shares of the issuer previously held that resulted in receipt of the escrow. |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Credit Default Swap Contracts Outstanding at June 30, 2020 | |
Reference Entity | | Notional Amount(a) | | | (Pay)/Receive Fixed Rate | | | Expiration Date | | | Periodic Payment Frequency | | | Cost Basis | | | Value† | | | Unrealized Appreciation/ (Depreciation) | |
Credit default swaps on indices: | | | | | | | | | | | | | | | | | | | | | | | | |
Sell protection: | | | | | | | | | | | | | | | | | | | | | | | | |
CDX.NA.HY.34.V6 | | | USD | | | | 2,161,250 | | | | 5.00 | % | | | 06/20/25 | | | | Quarterly | | | $ | (109,902 | ) | | $ | (13,042 | ) | | $ | 96,860 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total centrally cleared credit default swap contracts | | | | | | | | | | | | | | | | | | | | | | $ | (109,902 | ) | | $ | (13,042 | ) | | $ | 96,860 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
(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. |
| | | | | | | | | | | | | | | | | | | | | | | | |
Foreign Currency Contracts Outstanding at June 30, 2020 | |
Amount and Description of Currency to be Purchased | | Amount and Description of Currency to be Sold | | Counterparty | | Settlement Date | | | Appreciation | | | Depreciation | |
| 4,166,147 | | | USD | | | 3,685,000 | | | EUR | | SSG | | | 07/31/20 | | | $ | 23,177 | | | $ | — | |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
The accompanying notes are an integral part of these financial statements.
|
Hartford High Yield HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2020 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Consumer Services | | $ | 713,244 | | | $ | 713,244 | | | $ | — | | | $ | — | |
Energy | | | 546,835 | | | | — | | | | — | | | | 546,835 | |
Corporate Bonds | | | 200,120,357 | | | | — | | | | 200,120,357 | | | | — | |
Senior Floating Rate Interests | | | 4,064,866 | | | | — | | | | 4,064,866 | | | | — | |
Convertible Bonds | | | 8,166,157 | | | | — | | | | 8,166,157 | | | | — | |
Escrows | | | 1,771,720 | | | | — | | | | 1,771,720 | | | | — | |
Short-Term Investments | | | 3,277,092 | | | | — | | | | 3,277,092 | | | | — | |
Foreign Currency Contracts(2) | | | 23,177 | | | | — | | | | 23,177 | | | | — | |
Swaps - Credit Default(2) | | | 96,860 | | | | — | | | | 96,860 | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 218,780,308 | | | $ | 713,244 | | | $ | 217,520,229 | | | $ | 546,835 | |
| | | | | | | | | | | | | | | | |
(1) | For the six-month period ended June 30, 2020, there were no transfers in and out of Level 3. |
(2) | Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments. |
Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for period ended June 30, 2020 is not presented.
The accompanying notes are an integral part of these financial statements.
|
Hartford International Opportunities HLS Fund |
Schedule of Investments
June 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 97.9% | |
| | | Argentina - 0.8% | |
| 7,887 | | | MercadoLibre, Inc.* | | $ | 7,774,768 | |
| | | | | | | | |
| | | Australia - 1.7% | |
| 550,745 | | | Australia & New Zealand Banking Group Ltd. | | | 7,145,998 | |
| 2,678,694 | | | Sydney Airport | | | 10,571,704 | |
| | | | | | | | |
| | | | | | | 17,717,702 | |
| | | | | | | | |
| | | Belgium - 1.2% | |
| 71,035 | | | KBC Group N.V. | | | 4,081,045 | |
| 68,063 | | | UCB S.A. | | | 7,898,466 | |
| | | | | | | | |
| | | | | | | 11,979,511 | |
| | | | | | | | |
| | | Brazil - 1.2% | |
| 1,142,312 | | | Localiza Rent a Car S.A. | | | 8,593,440 | |
| 95,717 | | | XP, Inc. Class A* | | | 4,021,071 | |
| | | | | | | | |
| | | | | | | 12,614,511 | |
| | | | | | | | |
| | | Canada - 3.9% | |
| 336,796 | | | Alimentation Couche-Tard, Inc. Class B | | | 10,560,847 | |
| 397,093 | | | Barrick Gold Corp. | | | 10,684,890 | |
| 296,929 | | | Brookfield Asset Management, Inc. Class A | | | 9,772,236 | |
| 107,303 | | | Canadian National Railway Co. | | | 9,493,344 | |
| | | | | | | | |
| | | | | | | 40,511,317 | |
| | | | | | | | |
| | | China - 16.2% | |
| 155,597 | | | Alibaba Group Holding Ltd. ADR* | | | 33,562,273 | |
| 157,900 | | | Autobio Diagnostics Co., Ltd. Class A | | | 3,626,203 | |
| 326,200 | | | China International Travel Service Corp. Ltd. Class A | | | 7,149,098 | |
| 1,076,626 | | | ENN Energy Holdings Ltd. | | | 12,166,392 | |
| 989,800 | | | Han’s Laser Technology Industry Group Co., Ltd. Class A | | | 5,062,391 | |
| 377,420 | | | Hangzhou Tigermed Consulting Co., Ltd. Class A | | | 5,432,919 | |
| 821,200 | | | Hualan Biological Engineering, Inc. Class A | | | 5,832,084 | |
| 3,683,993 | | | Kingdee International Software Group Co., Ltd.* | | | 8,620,109 | |
| 381,000 | | | Meituan Dianping Class B* | | | 8,513,962 | |
| 72,374 | | | New Oriental Education & Technology Group, Inc. ADR* | | | 9,425,266 | |
| 842,500 | | | Shanghai International Airport Co., Ltd. Class A | | | 8,602,428 | |
| 229,800 | | | Shenzhen Kangtai Biological Products Co., Ltd. Class A | | | 5,269,583 | |
| 69,848 | | | TAL Education Group ADR* | | | 4,776,206 | |
| 646,565 | | | Tencent Holdings Ltd. | | | 41,430,507 | |
| 209,045 | | | WuXi AppTec Co., Ltd. Class H(1) | | | 2,730,057 | |
| 286,000 | | | Wuxi Biologics Cayman, Inc.*(1) | | | 5,249,703 | |
| | | | | | | | |
| | | | | | | 167,449,181 | |
| | | | | | | | |
| | | Denmark - 2.1% | |
| 85,231 | | | DSV Panalpina A/S | | | 10,469,342 | |
| 58,738 | | | Orsted A/S(1) | | | 6,778,449 | |
| 39,592 | | | Vestas Wind Systems A/S | | | 4,054,330 | |
| | | | | | | | |
| | | | | | | 21,302,121 | |
| | | | | | | | |
| | | France - 12.1% | |
| 224,418 | | | Airbus SE* | | | 16,080,400 | |
| 733,019 | | | AXA S.A.(2) | | | 15,424,858 | |
| 212,251 | | | BNP Paribas S.A.* | | | 8,480,276 | |
| 813,630 | | | Engie S.A.* | | | 10,090,577 | |
| 46,135 | | | L’Oreal S.A.* | | | 14,889,903 | |
| 75,538 | | | Safran S.A.* | | | 7,598,463 | |
| 90,145 | | | Schneider Electric SE | | | 10,027,424 | |
| 346,732 | | | Total S.A.(2) | | | 13,369,434 | |
| 128,943 | | | Vinci S.A. | | | 11,956,009 | |
| 203,640 | | | Worldline S.A.*(1)(2) | | | 17,755,256 | |
| | | | | | | | |
| | | | | | | 125,672,600 | |
| | | | | | | | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 97.9% - (continued) | |
| | | Germany - 6.5% | |
| 66,044 | | | adidas AG* | | $ | 17,412,601 | |
| 95,620 | | | Allianz SE | | | 19,539,207 | |
| 777,842 | | | Infineon Technologies AG | | | 18,226,534 | |
| 176,309 | | | Zalando SE*(1) | | | 12,507,447 | |
| | | | | | | | |
| | | | | | | 67,685,789 | |
| | | | | | | | |
| | | Hong Kong - 3.3% | |
| 1,492,577 | | | AIA Group Ltd. | | | 13,966,939 | |
| 832,341 | | | Link REIT | | | 6,833,654 | |
| 1,354,181 | | | Techtronic Industries Co., Ltd. | | | 13,399,009 | |
| | | | | | | | |
| | | | | | | 34,199,602 | |
| | | | | | | | |
| | | Ireland - 1.8% | |
| 309,041 | | | CRH plc | | | 10,605,485 | |
| 219,131 | | | Experian plc | | | 7,691,247 | |
| | | | | | | | |
| | | | | | | 18,296,732 | |
| | | | | | | | |
| | | Italy - 1.1% | |
| 69,205 | | | Ferrari N.V. | | | 11,854,485 | |
| | | | | | | | |
| | | Japan - 13.5% | |
| 50,500 | | | Daiichi Sankyo Co., Ltd. | | | 4,130,476 | |
| 42,925 | | | Daikin Industries Ltd. | | | 6,945,264 | |
| 78,600 | | | Eisai Co., Ltd. | | | 6,244,681 | |
| 391,000 | | | KDDI Corp. | | | 11,666,323 | |
| 47,302 | | | Keyence Corp. | | | 19,822,449 | |
| 430,640 | | | Nexon Co., Ltd. | | | 9,713,701 | |
| 61,800 | | | Oriental Land Co., Ltd. | | | 8,166,624 | |
| 381,815 | | | Recruit Holdings Co., Ltd. | | | 13,130,683 | |
| 59,753 | | | Shiseido Co., Ltd. | | | 3,807,498 | |
| 230,400 | | | SoftBank Group Corp. | | | 11,618,532 | |
| 90,987 | | | Sysmex Corp. | | | 6,984,315 | |
| 118,750 | | | Terumo Corp. | | | 4,519,954 | |
| 392,446 | | | Tokio Marine Holdings, Inc. | | | 17,178,540 | |
| 38,800 | | | Tokyo Electron Ltd. | | | 9,573,659 | |
| 164,200 | | | Unicharm Corp. | | | 6,734,250 | |
| | | | | | | | |
| | | | | | | 140,236,949 | |
| | | | | | | | |
| | | Netherlands - 2.7% | |
| 221,673 | | | AerCap Holdings N.V.* | | | 6,827,529 | |
| 58,327 | | | ASML Holding N.V. | | | 21,336,765 | |
| | | | | | | | |
| | | | | | | 28,164,294 | |
| | | | | | | | |
| | | Russia - 0.7% | |
| 140,127 | | | Yandex N.V. Class A* | | | 7,009,153 | |
| | | | | | | | |
| | | South Korea - 1.3% | |
| 314,996 | | | Samsung Electronics Co., Ltd. | | | 13,944,127 | |
| | | | | | | | |
| | | Spain - 4.6% | |
| 4,813,491 | | | CaixaBank S.A. | | | 10,297,439 | |
| 277,590 | | | Cellnex Telecom S.A.(1) | | | 16,954,569 | |
| 1,704,356 | | | Iberdrola S.A. | | | 19,897,810 | |
| | | | | | | | |
| | | | | | | 47,149,818 | |
| | | | | | | | |
| | | Sweden - 1.6% | |
| 580,536 | | | Sandvik AB* | | | 10,929,026 | |
| 23,821 | | | Spotify Technology S.A.* | | | 6,150,344 | |
| | | | | | | | |
| | | | | | | 17,079,370 | |
| | | | | | | | |
| | | Switzerland - 6.6% | |
| 24,450 | | | Lonza Group AG | | | 12,951,098 | |
| 132,108 | | | Nestle S.A. | | | 14,646,896 | |
| 219,566 | | | Novartis AG | | | 19,128,813 | |
| 8,248 | | | Partners Group Holding AG | | | 7,511,394 | |
| 41,196 | | | Roche Holding AG | | | 14,272,335 | |
| | | | | | | | |
| | | | | | | 68,510,536 | |
| | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford International Opportunities HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 97.9% - (continued) | |
| | | Taiwan - 2.7% | |
| 600,585 | | | MediaTek, Inc. | | $ | 11,873,938 | |
| 1,515,144 | | | Taiwan Semiconductor Manufacturing Co., Ltd. | | | 16,180,998 | |
| | | | | | | | |
| | | | | | | 28,054,936 | |
| | | | | | | | |
| | | United Kingdom - 12.0% | | | |
| 980,809 | | | Anglo American plc | | | 22,610,794 | |
| 172,228 | | | AstraZeneca plc | | | 17,924,527 | |
| 6,430,072 | | | Barclays plc | | | 9,071,539 | |
| 153,786 | | | Berkeley Group Holdings plc | | | 7,920,011 | |
| 506,114 | | | Diageo plc | | | 16,821,886 | |
| 329,025 | | | Intermediate Capital Group plc | | | 5,249,204 | |
| 51,689 | | | Intertek Group plc | | | 3,481,309 | |
| 109,459 | | | London Stock Exchange Group plc | | | 11,383,206 | |
| 293,156 | | | Rio Tinto plc | | | 16,497,809 | |
| 1,224,222 | | | Segro plc REIT | | | 13,539,877 | |
| | | | | | | | |
| | | | | | | 124,500,162 | |
| | | | | | | | |
| | | United States - 0.3% | | | |
| 53,670 | | | Royalty Pharma plc Class A* | | | 2,605,678 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks (cost $845,365,954) | | $ | 1,014,313,342 | |
| | | | | | | | |
|
PREFERRED STOCKS - 0.3% | |
| | | Brazil - 0.3% | | | |
| 696,900 | | | Itau Unibanco Holding S.A.* | | $ | 3,261,453 | |
| | | | | | | | |
| | |
| | | | Total Preferred Stocks (cost $3,206,587) | | $ | 3,261,453 | |
| | | | | | | | |
| | |
| | | | Total Long-Term Investments (cost $848,572,541) | | $ | 1,017,574,795 | |
| | | | | | | | |
|
SHORT-TERM INVESTMENTS - 2.4% | |
| | | Repurchase Agreements - 1.0% | | | |
| 10,404,232 | | | Fixed Income Clearing Corp. Repurchase Agreement dated 06/30/2020 at 0.060%, due on 07/01/2020 with a maturity value of $10,404,249; collateralized by U.S. Treasury Bond at 3.625%, maturing 02/15/2044, with a market value of $10,612,348 | | $ | 10,404,232 | |
| | | | | | | | |
| | | Securities Lending Collateral - 1.4% | | | |
| 719,448 | | | Citibank NA DDCA, 0.08%, 07/01/2020(3) | | | 719,448 | |
| 5,266,823 | | | Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.09%(3) | | | 5,266,823 | |
| 8,402,694 | | | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.16%(3) | | | 8,402,694 | |
| | | | | | | | |
| | | | | | | 14,388,965 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments (cost $24,793,197) | | $ | 24,793,197 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | |
| | | | Total Investments (cost $873,365,738) | | | 100.6 | % | | $ | 1,042,367,992 | |
| | | | Other Assets and Liabilities | | | (0.6 | )% | | | (5,897,852 | ) |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 1,036,470,140 | |
| | | | | | | | | | | | |
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 will generally 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. These classifications are used for financial reporting purposes. |
| See “Glossary” for abbreviation descriptions. |
(1) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At June 30, 2020, the aggregate value of these securities was $61,975,481, representing 6.0% of net assets. |
(2) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(3) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
The accompanying notes are an integral part of these financial statements.
|
Hartford International Opportunities HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2020 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Argentina | | $ | 7,774,768 | | | $ | 7,774,768 | | | $ | — | | | $ | — | |
Australia | | | 17,717,702 | | | | — | | | | 17,717,702 | | | | — | |
Belgium | | | 11,979,511 | | | | — | | | | 11,979,511 | | | | — | |
Brazil | | | 12,614,511 | | | | 12,614,511 | | | | — | | | | — | |
Canada | | | 40,511,317 | | | | 40,511,317 | | | | — | | | | — | |
China | | | 167,449,181 | | | | 47,763,745 | | | | 119,685,436 | | | | — | |
Denmark | | | 21,302,121 | | | | 6,778,449 | | | | 14,523,672 | | | | — | |
France | | | 125,672,600 | | | | — | | | | 125,672,600 | | | | — | |
Germany | | | 67,685,789 | | | | — | | | | 67,685,789 | | | | — | |
Hong Kong | | | 34,199,602 | | | | — | | | | 34,199,602 | | | | — | |
Ireland | | | 18,296,732 | | | | — | | | | 18,296,732 | | | | — | |
Italy | | | 11,854,485 | | | | — | | | | 11,854,485 | | | | — | |
Japan | | | 140,236,949 | | | | — | | | | 140,236,949 | | | | — | |
Netherlands | | | 28,164,294 | | | | 6,827,529 | | | | 21,336,765 | | | | — | |
Russia | | | 7,009,153 | | | | 7,009,153 | | | | — | | | | — | |
South Korea | | | 13,944,127 | | | | — | | | | 13,944,127 | | | | — | |
Spain | | | 47,149,818 | | | | — | | | | 47,149,818 | | | | — | |
Sweden | | | 17,079,370 | | | | 6,150,344 | | | | 10,929,026 | | | | — | |
Switzerland | | | 68,510,536 | | | | — | | | | 68,510,536 | | | | — | |
Taiwan | | | 28,054,936 | | | | — | | | | 28,054,936 | | | | — | |
United Kingdom | | | 124,500,162 | | | | — | | | | 124,500,162 | | | | — | |
United States | | | 2,605,678 | | | | 2,605,678 | | | | — | | | | — | |
Preferred Stocks | | | 3,261,453 | | | | 3,261,453 | | | | — | | | | — | |
Short-Term Investments | | | 24,793,197 | | | | 14,388,965 | | | | 10,404,232 | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 1,042,367,992 | | | $ | 155,685,912 | | | $ | 886,682,080 | | | $ | — | |
| | | | | | | | | | | | | | | | |
(1) | For the six-month period ended June 30, 2020, there were no transfers in and out of Level 3. |
The accompanying notes are an integral part of these financial statements.
Schedule of Investments
June 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 100.0% | |
| | | Banks - 4.7% | |
| 197,471 | | | Cullen/Frost Bankers, Inc.(1) | | $ | 14,753,058 | |
| 31,297 | | | First Citizens BancShares, Inc. Class A | | | 12,675,911 | |
| 203,780 | | | First Republic Bank | | | 21,598,642 | |
| 114,844 | | | M&T Bank Corp. | | | 11,940,331 | |
| 271,442 | | | Prosperity Bancshares, Inc. | | | 16,118,226 | |
| 184,631 | | | South State Corp. | | | 8,799,514 | |
| | | | | | | | |
| | | | | | | 85,885,682 | |
| | | | | | | | |
| | | Capital Goods - 10.2% | |
| 181,242 | | | Axon Enterprise, Inc.* | | | 17,785,278 | |
| 485,156 | | | Fastenal Co. | | | 20,784,083 | |
| 119,581 | | | HEICO Corp. Class A | | | 9,714,760 | |
| 189,146 | | | IDEX Corp. | | | 29,892,634 | |
| 1,135,191 | | | Ingersoll Rand, Inc.* | | | 31,921,571 | |
| 116,422 | | | Lennox International, Inc. | | | 27,125,162 | |
| 221,721 | | | Lincoln Electric Holdings, Inc. | | | 18,677,777 | |
| 202,311 | | | PACCAR, Inc. | | | 15,142,978 | |
| 82,539 | | | Watsco, Inc. | | | 14,667,180 | |
| | | | | | | | |
| | | | | | | 185,711,423 | |
| | | | | | | | |
| | | Commercial & Professional Services - 4.1% | |
| 15,686 | | | CoStar Group, Inc.* | | | 11,147,570 | |
| 718,049 | | | GFL Environmental, Inc.(1) | | | 13,477,780 | |
| 378,516 | | | Healthcare Services Group, Inc. | | | 9,258,501 | |
| 518,573 | | | IAA, Inc.* | | | 20,001,360 | |
| 1,495,704 | | | KAR Auction Services, Inc. | | | 20,580,887 | |
| | | | | | | | |
| | | | | | | 74,466,098 | |
| | | | | | | | |
| | | Consumer Durables & Apparel - 5.5% | |
| 217,072 | | | Carter’s, Inc. | | | 17,517,710 | |
| 8,657 | | | NVR, Inc.* | | | 28,210,999 | |
| 431,083 | | | PVH Corp. | | | 20,713,538 | |
| 802,991 | | | Under Armour, Inc. Class C* | | | 7,098,440 | |
| 630,646 | | | YETI Holdings, Inc.* | | | 26,947,504 | |
| | | | | | | | |
| | | | | | | 100,488,191 | |
| | | | | | | | |
| | | Consumer Services - 2.5% | |
| 311,054 | | | Choice Hotels International, Inc. | | | 24,542,160 | |
| 137,675 | | | Hyatt Hotels Corp. Class A | | | 6,923,676 | |
| 356,828 | | | Service Corp. International | | | 13,877,041 | |
| | | | | | | | |
| | | | | | | 45,342,877 | |
| | | | | | | | |
| | | Diversified Financials - 1.6% | |
| 55,155 | | | Credit Acceptance Corp.*(1) | | | 23,110,497 | |
| 15,166 | | | FactSet Research Systems, Inc. | | | 4,981,576 | |
| 24,763 | | | Hamilton Lane, Inc. Class A | | | 1,668,283 | |
| | | | | | | | |
| | | | | | | 29,760,356 | |
| | | | | | | | |
| | | Energy - 0.5% | |
| 483,777 | | | Cabot Oil & Gas Corp. | | | 8,311,289 | |
| | | | | | | | |
| | | Food & Staples Retailing - 1.0% | |
| 618,860 | | | Performance Food Group Co.* | | | 18,033,580 | |
| | | | | | | | |
| | | Food, Beverage & Tobacco - 0.7% | |
| 200,347 | | | Lamb Weston Holdings, Inc. | | | 12,808,184 | |
| | | | | | | | |
| | | Health Care Equipment & Services - 11.3% | |
| 36,238 | | | Amedisys, Inc.* | | | 7,194,693 | |
| 385,282 | | | Encompass Health Corp. | | | 23,860,514 | |
| 280,937 | | | Hill-Rom Holdings, Inc. | | | 30,841,264 | |
| 419,626 | | | Integra LifeSciences Holdings Corp.* | | | 19,718,226 | |
| 10,633 | | | LHC Group, Inc.* | | | 1,853,545 | |
| 78,338 | | | Masimo Corp.* | | | 17,860,281 | |
| 89,753 | | | Molina Healthcare, Inc.* | | | 15,974,239 | |
| 357,875 | | | NuVasive, Inc.* | | | 19,919,322 | |
| 17,703 | | | STERIS plc | | | 2,716,348 | |
| 232,050 | | | Tandem Diabetes Care, Inc.* | | | 22,954,386 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 100.0% - (continued) | |
| | | Health Care Equipment & Services - 11.3% - (continued) | |
| 49,089 | | | Teleflex, Inc. | | $ | 17,867,414 | |
| 204,712 | | | Varian Medical Systems, Inc.* | | | 25,081,314 | |
| | | | | | | | |
| | | | | | | 205,841,546 | |
| | | | | | | | |
| | | Insurance - 4.3% | |
| 18,943 | | | Alleghany Corp. | | | 9,265,779 | |
| 48,691 | | | Erie Indemnity Co. Class A | | | 9,343,803 | |
| 320,706 | | | Fidelity National Financial, Inc. | | | 9,832,846 | |
| 27,160 | | | Markel Corp.* | | | 25,073,297 | |
| 14,965 | | | White Mountains Insurance Group Ltd. | | | 13,288,471 | |
| 188,950 | | | WR Berkley Corp. | | | 10,824,946 | |
| | | | | | | | |
| | | | | | | 77,629,142 | |
| | | | | | | | |
| | | Materials - 2.9% | |
| 255,119 | | | Ball Corp. | | | 17,728,219 | |
| 794,758 | | | Element Solutions, Inc.* | | | 8,623,124 | |
| 142,651 | | | Packaging Corp. of America | | | 14,236,570 | |
| 376,633 | | | Silgan Holdings, Inc. | | | 12,199,143 | |
| | | | | | | | |
| | | | | | | 52,787,056 | |
| | | | | | | | |
| | | Media & Entertainment - 3.2% | |
| 14,200 | | | Cable One, Inc. | | | 25,202,870 | |
| 457,161 | | | Cargurus, Inc.* | | | 11,589,031 | |
| 156,586 | | | Roku, Inc.* | | | 18,246,967 | |
| 421,511 | | | Zynga, Inc. Class A* | | | 4,021,215 | |
| | | | | | | | |
| | | | | | | 59,060,083 | |
| | | | | | | | |
| | | Pharmaceuticals, Biotechnology & Life Sciences - 8.3% | |
| 357,071 | | | Apellis Pharmaceuticals, Inc.*(1) | | | 11,661,939 | |
| 69,514 | | | Bio-Techne Corp. | | | 18,356,562 | |
| 292,792 | | | ChemoCentryx, Inc.* | | | 16,847,252 | |
| 154,875 | | | Ionis Pharmaceuticals, Inc.* | | | 9,131,430 | |
| 14,787 | | | Mettler-Toledo International, Inc.* | | | 11,911,668 | |
| 231,785 | | | PRA Health Sciences, Inc.* | | | 22,550,362 | |
| 469,789 | | | PTC Therapeutics, Inc.* | | | 23,837,094 | |
| 167,120 | | | Reata Pharmaceuticals, Inc. Class A* | | | 26,074,062 | |
| 90,362 | | | Repligen Corp.* | | | 11,169,647 | |
| | | | | | | | |
| | | | | | | 151,540,016 | |
| | | | | | | | |
| | | Real Estate - 3.0% | |
| 360,091 | | | Douglas Emmett, Inc. REIT | | | 11,040,390 | |
| 408,172 | | | Equity Commonwealth REIT | | | 13,143,138 | |
| 40,195 | | | PS Business Parks, Inc. REIT | | | 5,321,818 | |
| 610,389 | | | Redfin Corp.* | | | 25,581,403 | |
| | | | | | | | |
| | | | | | | 55,086,749 | |
| | | | | | | | |
| | | Retailing - 3.7% | |
| 196,814 | | | CarMax, Inc.* | | | 17,624,693 | |
| 316,091 | | | Etsy, Inc.* | | | 33,578,347 | |
| 85,190 | | | Wayfair, Inc. Class A* | | | 16,834,396 | |
| | | | | | | | |
| | | | | | | 68,037,436 | |
| | | | | | | | |
| | | Semiconductors & Semiconductor Equipment - 5.8% | |
| 440,455 | | | First Solar, Inc.* | | | 21,802,522 | |
| 246,249 | | | MKS Instruments, Inc. | | | 27,885,237 | |
| 141,120 | | | Monolithic Power Systems, Inc. | | | 33,445,440 | |
| 225,354 | | | Silicon Laboratories, Inc.* | | | 22,596,246 | |
| | | | | | | | |
| | | | | | | 105,729,445 | |
| | | | | | | | |
| | | Software & Services - 11.8% | |
| 136,194 | | | Aspen Technology, Inc.* | | | 14,111,061 | |
| 237,495 | | | Black Knight, Inc.* | | | 17,232,637 | |
| 270,887 | | | Blackbaud, Inc. | | | 15,462,230 | |
| 4,176 | | | EPAM Systems, Inc.* | | | 1,052,394 | |
| 63,104 | | | Fair Isaac Corp.* | | | 26,379,996 | |
| 1,116,466 | | | Genpact Ltd. | | | 40,773,338 | |
The accompanying notes are an integral part of these financial statements.
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 100.0% - (continued) | |
| | | Software & Services - 11.8% - (continued) | |
| 210,266 | | | Guidewire Software, Inc.* | | $ | 23,307,986 | |
| 224,810 | | | Q2 Holdings, Inc.* | | | 19,286,450 | |
| 986,976 | | | Teradata Corp.* | | | 20,529,101 | |
| 229,907 | | | WEX, Inc.* | | | 37,936,954 | |
| | | | | | | | |
| | | | | | | 216,072,147 | |
| | | | | | | | |
| | | Technology Hardware & Equipment - 11.1% | | | |
| 174,525 | | | CDW Corp. | | | 20,276,315 | |
| 201,009 | | | Coherent, Inc.* | | | 26,328,159 | |
| 1,915,640 | | | CommScope Holding Co., Inc.* | | | 15,957,281 | |
| 179,036 | | | F5 Networks, Inc.* | | | 24,971,941 | |
| 2,069,760 | | | Flex Ltd.* | | | 21,215,040 | |
| 835,279 | | | II-VI, Inc.* | | | 39,441,874 | |
| 404,712 | | | Lumentum Holdings, Inc.* | | | 32,955,698 | |
| 544,090 | | | National Instruments Corp. | | | 21,061,724 | |
| | | | | | | | |
| | | | | | | 202,208,032 | |
| | | | | | | | |
| | | Transportation - 1.8% | | | |
| 48,603 | | | AMERCO | | | 14,687,341 | |
| 440,210 | | | Knight-Swift Transportation Holdings, Inc. | | | 18,361,159 | |
| | | | | | | | |
| | | | | | | 33,048,500 | |
| | | | | | | | |
| | | Utilities - 2.0% | | | |
| 140,792 | | | Black Hills Corp. | | | 7,977,275 | |
| 268,697 | | | NiSource, Inc. | | | 6,110,170 | |
| 725,917 | | | UGI Corp. | | | 23,084,160 | |
| | | | | | | | |
| | | | | | | 37,171,605 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks (cost $1,497,680,152) | | $ | 1,825,019,437 | |
| | | | | | | | |
|
SHORT-TERM INVESTMENTS - 1.7% | |
| | | Repurchase Agreements - 0.1% | | | |
| 2,170,378 | | | Fixed Income Clearing Corp. Repurchase Agreement dated 06/30/2020 at 0.060%, due on 07/01/2020 with a maturity value of $2,170,381; collateralized by U.S. Treasury Bond at 0.125%, maturing 07/15/2026, with a market value of $2,213,866 | | $ | 2,170,378 | |
| | | | | | | | |
| | | Securities Lending Collateral - 1.6% | | | |
| 1,432,399 | | | Citibank NA DDCA, 0.08%, 7/1/2020(2) | | | 1,432,399 | |
| 10,486,077 | | | Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.09%(2) | | | 10,486,077 | |
| 16,729,496 | | | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.16%(2) | | | 16,729,496 | |
| | | | | | | | |
| | | | | | | 28,647,972 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments (cost $30,818,350) | | $ | 30,818,350 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | |
| | | | Total Investments (cost $1,528,498,502) | | | 101.7 | % | | $ | 1,855,837,787 | |
| | | | Other Assets and Liabilities | | | (1.7 | )% | | | (30,639,948 | ) |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 1,825,197,839 | |
| | | | | | | | | | | | |
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 will generally 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. These classifications are used for financial reporting purposes. |
| See “Glossary” for abbreviation descriptions. |
(1) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(2) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
The accompanying notes are an integral part of these financial statements.
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2020 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Banks | | $ | 85,885,682 | | | $ | 85,885,682 | | | $ | — | | | $ | — | |
Capital Goods | | | 185,711,423 | | | | 185,711,423 | | | | — | | | | — | |
Commercial & Professional Services | | | 74,466,098 | | | | 74,466,098 | | | | — | | | | — | |
Consumer Durables & Apparel | | | 100,488,191 | | | | 100,488,191 | | | | — | | | | — | |
Consumer Services | | | 45,342,877 | | | | 45,342,877 | | | | — | | | | — | |
Diversified Financials | | | 29,760,356 | | | | 29,760,356 | | | | — | | | | — | |
Energy | | | 8,311,289 | | | | 8,311,289 | | | | — | | | | — | |
Food & Staples Retailing | | | 18,033,580 | | | | 18,033,580 | | | | — | | | | — | |
Food, Beverage & Tobacco | | | 12,808,184 | | | | 12,808,184 | | | | — | | | | — | |
Health Care Equipment & Services | | | 205,841,546 | | | | 205,841,546 | | | | — | | | | — | |
Insurance | | | 77,629,142 | | | | 77,629,142 | | | | — | | | | — | |
Materials | | | 52,787,056 | | | | 52,787,056 | | | | — | | | | — | |
Media & Entertainment | | | 59,060,083 | | | | 59,060,083 | | | | — | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 151,540,016 | | | | 151,540,016 | | | | — | | | | — | |
Real Estate | | | 55,086,749 | | | | 55,086,749 | | | | — | | | | — | |
Retailing | | | 68,037,436 | | | | 68,037,436 | | | | — | | | | — | |
Semiconductors & Semiconductor Equipment | | | 105,729,445 | | | | 105,729,445 | | | | — | | | | — | |
Software & Services | | | 216,072,147 | | | | 216,072,147 | | | | — | | | | — | |
Technology Hardware & Equipment | | | 202,208,032 | | | | 202,208,032 | | | | — | | | | — | |
Transportation | | | 33,048,500 | | | | 33,048,500 | | | | — | | | | — | |
Utilities | | | 37,171,605 | | | | 37,171,605 | | | | — | | | | — | |
Short-Term Investments | | | 30,818,350 | | | | 28,647,972 | | | | 2,170,378 | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 1,855,837,787 | | | $ | 1,853,667,409 | | | $ | 2,170,378 | | | $ | — | |
| | | | | | | | | | | | | | | | |
(1) | For the six-month period ended June 30, 2020, there were no transfers in and out of Level 3. |
The accompanying notes are an integral part of these financial statements.
|
Hartford MidCap Growth HLS Fund |
Schedule of Investments
June 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 99.0% | |
| | | Capital Goods - 8.8% | |
| 18,628 | | | Albany International Corp. Class A | | $ | 1,093,650 | |
| 48,701 | | | BWX Technologies, Inc. | | | 2,758,425 | |
| 47,079 | | | Hexcel Corp. | | | 2,128,912 | |
| 8,056 | | | IDEX Corp. | | | 1,273,170 | |
| 13,967 | | | Lincoln Electric Holdings, Inc. | | | 1,176,580 | |
| | | | | | | | |
| | | | | | | 8,430,737 | |
| | | | | | | | |
| | | Commercial & Professional Services - 3.8% | |
| 21,965 | | | Copart, Inc.* | | | 1,829,025 | |
| 20,694 | | | TransUnion | | | 1,801,206 | |
| | | | | | | | |
| | | | | | | 3,630,231 | |
| | | | | | | | |
| | | Consumer Durables & Apparel - 2.6% | |
| 59,273 | | | YETI Holdings, Inc.* | | | 2,532,735 | |
| | | | | | | | |
| | | Consumer Services - 8.7% | |
| 77,561 | | | Aramark | | | 1,750,552 | |
| 15,673 | | | Bright Horizons Family Solutions, Inc.* | | | 1,836,876 | |
| 3,473 | | | Domino’s Pizza, Inc. | | | 1,283,065 | |
| 16,312 | | | Grand Canyon Education, Inc.* | | | 1,476,725 | |
| 10,925 | | | Vail Resorts, Inc. | | | 1,989,989 | |
| | | | | | | | |
| | | | | | | 8,337,207 | |
| | | | | | | | |
| | | Diversified Financials - 3.9% | |
| 30,514 | | | Hamilton Lane, Inc. Class A | | | 2,055,728 | |
| 2,150 | | | MarketAxess Holdings, Inc. | | | 1,076,978 | |
| 1,767 | | | MSCI, Inc. | | | 589,860 | |
| | | | | | | | |
| | | | | | | 3,722,566 | |
| | | | | | | | |
| | | Food & Staples Retailing - 1.2% | |
| 39,170 | | | Performance Food Group Co.* | | | 1,141,414 | |
| | | | | | | | |
| | | Food, Beverage & Tobacco - 0.8% | |
| 8,908 | | | Freshpet, Inc.* | | | 745,243 | |
| | | | | | | | |
| | | Health Care Equipment & Services - 7.7% | |
| 7,938 | | | ABIOMED, Inc.* | | | 1,917,503 | |
| 12,182 | | | IDEXX Laboratories, Inc.* | | | 4,022,009 | |
| 7,996 | | | Penumbra, Inc.* | | | 1,429,845 | |
| | | | | | | | |
| | | | | | | 7,369,357 | |
| | | | | | | | |
| | | Media & Entertainment - 5.9% | |
| 11,426 | | | Electronic Arts, Inc.* | | | 1,508,803 | |
| 11,657 | | | Roku, Inc.* | | | 1,358,390 | |
| 19,566 | | | Take-Two Interactive Software, Inc.* | | | 2,730,827 | |
| | | | | | | | |
| | | | | | | 5,598,020 | |
| | | | | | | | |
| | | Pharmaceuticals, Biotechnology & Life Sciences - 10.3% | |
| 27,618 | | | Bluebird Bio, Inc.* | | | 1,685,803 | |
| 11,987 | | | ICON plc* | | | 2,019,330 | |
| 16,847 | | | Incyte Corp.* | | | 1,751,583 | |
| 3,510 | | | Mettler-Toledo International, Inc.* | | | 2,827,480 | |
| 9,316 | | | Seattle Genetics, Inc.* | | | 1,582,975 | |
| | | | | | | | |
| | | | | | | 9,867,171 | |
| | | | | | | | |
| | | Real Estate - 2.6% | |
| 8,221 | | | SBA Communications Corp. REIT | | | 2,449,200 | |
| | | | | | | | |
| | | Retailing - 4.7% | |
| 12,347 | | | Burlington Stores, Inc.* | | | 2,431,495 | |
| 12,826 | | | Etsy, Inc.* | | | 1,362,506 | |
| 1,744 | | | O’Reilly Automotive, Inc.* | | | 735,392 | |
| | | | | | | | |
| | | | | | | 4,529,393 | |
| | | | | | | | |
| | | Semiconductors & Semiconductor Equipment - 8.3% | |
| 16,553 | | | First Solar, Inc.* | | | 819,374 | |
| 14,662 | | | KLA Corp. | | | 2,851,466 | |
| 7,771 | | | Microchip Technology, Inc. | | | 818,364 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 99.0% - (continued) | |
| | | Semiconductors & Semiconductor Equipment - 8.3% - (continued) | |
| 7,758 | | | Monolithic Power Systems, Inc. | | $ | 1,838,646 | |
| 18,993 | | | Teradyne, Inc. | | | 1,605,098 | |
| | | | | | | | |
| | | | | | | 7,932,948 | |
| | | | | | | | |
| | | Software & Services - 23.0% | | | |
| 12,664 | | | Avalara, Inc.* | | | 1,685,452 | |
| 22,898 | | | Black Knight, Inc.* | | | 1,661,479 | |
| 19,620 | | | Blackbaud, Inc. | | | 1,119,910 | |
| 21,469 | | | Ceridian HCM Holding, Inc.* | | | 1,701,848 | |
| 8,386 | | | DocuSign, Inc.* | | | 1,444,153 | |
| 2,541 | | | FleetCor Technologies, Inc.* | | | 639,138 | |
| 27,856 | | | GoDaddy, Inc. Class A* | | | 2,042,680 | |
| 19,695 | | | Guidewire Software, Inc.* | | | 2,183,191 | |
| 39,505 | | | Slack Technologies, Inc. Class A* | | | 1,228,210 | |
| 11,597 | | | Splunk, Inc.* | | | 2,304,324 | |
| 15,811 | | | Square, Inc. Class A* | | | 1,659,206 | |
| 47,271 | | | SS&C Technologies Holdings, Inc. | | | 2,669,866 | |
| 4,919 | | | Tyler Technologies, Inc.* | | | 1,706,303 | |
| | | | | | | | |
| | | | | | | 22,045,760 | |
| | | | | | | | |
| | | Technology Hardware & Equipment - 3.8% | | | |
| 16,720 | | | CDW Corp. | | | 1,942,530 | |
| 7,081 | | | Coherent, Inc.* | | | 927,469 | |
| 10,975 | | | Itron, Inc.* | | | 727,094 | |
| | | | | | | | |
| | | | | | | 3,597,093 | |
| | | | | | | | |
| | | Transportation - 2.9% | | | |
| 23,433 | | | J.B. Hunt Transport Services, Inc. | | | 2,819,927 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks (cost $75,684,634) | | $ | 94,749,002 | |
| | | | | | | | |
|
SHORT-TERM INVESTMENTS - 0.6% | |
| | | Repurchase Agreements - 0.6% | | | |
| 629,937 | | | Fixed Income Clearing Corp. Repurchase Agreement dated 06/30/2020 at 0.060%, due on 07/01/2020 with a maturity value of $629,938; collateralized by U.S. Treasury Bond at 3.625%, maturing 02/15/2044, with a market value of $642,547 | | $ | 629,937 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments (cost $629,937) | | $ | 629,937 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | |
| | | | Total Investments (cost $76,314,571) | | | 99.6 | % | | $ | 95,378,939 | |
| | | | Other Assets and Liabilities | | | 0.4 | % | | | 345,755 | |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 95,724,694 | |
| | | | | | | | | | | | |
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. These classifications are used for financial reporting purposes. |
| See “Glossary” for abbreviation descriptions. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
The accompanying notes are an integral part of these financial statements.
|
Hartford MidCap Growth HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2020 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Capital Goods | | $ | 8,430,737 | | | $ | 8,430,737 | | | $ | — | | | $ | — | |
Commercial & Professional Services | | | 3,630,231 | | | | 3,630,231 | | | | — | | | | — | |
Consumer Durables & Apparel | | | 2,532,735 | | | | 2,532,735 | | | | — | | | | — | |
Consumer Services | | | 8,337,207 | | | | 8,337,207 | | | | — | | | | — | |
Diversified Financials | | | 3,722,566 | | | | 3,722,566 | | | | — | | | | — | |
Food & Staples Retailing | | | 1,141,414 | | | | 1,141,414 | | | | — | | | | — | |
Food, Beverage & Tobacco | | | 745,243 | | | | 745,243 | | | | — | | | | — | |
Health Care Equipment & Services | | | 7,369,357 | | | | 7,369,357 | | | | — | | | | — | |
Media & Entertainment | | | 5,598,020 | | | | 5,598,020 | | | | — | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 9,867,171 | | | | 9,867,171 | | | | — | | | | — | |
Real Estate | | | 2,449,200 | | | | 2,449,200 | | | | — | | | | — | |
Retailing | | | 4,529,393 | | | | 4,529,393 | | | | — | | | | — | |
Semiconductors & Semiconductor Equipment | | | 7,932,948 | | | | 7,932,948 | | | | — | | | | — | |
Software & Services | | | 22,045,760 | | | | 22,045,760 | | | | — | | | | — | |
Technology Hardware & Equipment | | | 3,597,093 | | | | 3,597,093 | | | | — | | | | — | |
Transportation | | | 2,819,927 | | | | 2,819,927 | | | | — | | | | — | |
Short-Term Investments | | | 629,937 | | | | — | | | | 629,937 | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 95,378,939 | | | $ | 94,749,002 | | | $ | 629,937 | | | $ | — | |
| | | | | | | | | | | | | | | | |
(1) | For the six-month period ended June 30, 2020, there were no transfers in and out of Level 3. |
The accompanying notes are an integral part of these financial statements.
|
Hartford MidCap Value HLS Fund |
Schedule of Investments
June 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 99.8% | |
| | | Automobiles & Components - 1.0% | |
| 91,013 | | | Gentex Corp. | | $ | 2,345,405 | |
| | | | | | | | |
| | | Banks - 7.0% | |
| 30,730 | | | M&T Bank Corp. | | | 3,194,998 | |
| 39,891 | | | South State Corp. | | | 1,901,205 | |
| 250,527 | | | Sterling Bancorp | | | 2,936,177 | |
| 118,178 | | | Synovus Financial Corp. | | | 2,426,194 | |
| 89,203 | | | Western Alliance Bancorp | | | 3,378,118 | |
| 87,321 | | | Zions Bancorp NA | | | 2,968,914 | |
| | | | | | | | |
| | | | | | | 16,805,606 | |
| | | | | | | | |
| | | Capital Goods - 12.6% | |
| 140,240 | | | Colfax Corp.* | | | 3,912,696 | |
| 33,558 | | | EnerSys | | | 2,160,464 | |
| 61,294 | | | Fortune Brands Home & Security, Inc. | | | 3,918,526 | |
| 169,208 | | | Ingersoll Rand, Inc.* | | | 4,758,129 | |
| 112,112 | | | JELD-WEN Holding, Inc.* | | | 1,806,124 | |
| 20,011 | | | L3Harris Technologies, Inc. | | | 3,395,266 | |
| 27,525 | | | Moog, Inc. Class A | | | 1,458,275 | |
| 98,455 | | | Rexnord Corp. | | | 2,869,963 | |
| 77,889 | | | SPX FLOW, Inc.* | | | 2,916,164 | |
| 53,392 | | | Westinghouse Air Brake Technologies Corp. | | | 3,073,778 | |
| | | | | | | | |
| | | | | | | 30,269,385 | |
| | | | | | | | |
| | | Commercial & Professional Services - 1.8% | |
| 73,098 | | | Clean Harbors, Inc.* | | | 4,384,418 | |
| | | | | | | | |
| | | Consumer Durables & Apparel - 5.5% | |
| 37,028 | | | Carter’s, Inc. | | | 2,988,160 | |
| 38,487 | | | Columbia Sportswear Co. | | | 3,101,282 | |
| 56,048 | | | Lennar Corp. Class A | | | 3,453,678 | |
| 151,506 | | | Steven Madden Ltd. | | | 3,740,683 | |
| | | | | | | | |
| | | | | | | 13,283,803 | |
| | | | | | | | |
| | | Consumer Services - 1.4% | |
| 78,845 | | | Wyndham Hotels & Resorts, Inc. | | | 3,360,374 | |
| | | | | | | | |
| | | Diversified Financials - 2.8% | |
| 332,352 | | | SLM Corp. | | | 2,336,435 | |
| 93,959 | | | Voya Financial, Inc. | | | 4,383,187 | |
| | | | | | | | |
| | | | | | | 6,719,622 | |
| | | | | | | | |
| | | Energy - 2.3% | |
| 86,582 | | | Delek U.S. Holdings, Inc. | | | 1,507,393 | |
| 75,411 | | | Diamondback Energy, Inc. | | | 3,153,688 | |
| 74,478 | | | Viper Energy Partners L.P. | | | 771,592 | |
| | | | | | | | |
| | | | | | | 5,432,673 | |
| | | | | | | | |
| | | Food & Staples Retailing - 1.5% | |
| 182,289 | | | U.S. Foods Holding Corp.* | | | 3,594,739 | |
| | | | | | | | |
| | | Food, Beverage & Tobacco - 1.0% | |
| 27,594 | | | Post Holdings, Inc.* | | | 2,417,786 | |
| | | | | | | | |
| | | Health Care Equipment & Services - 12.0% | |
| 66,177 | | | Acadia Healthcare Co., Inc.* | | | 1,662,366 | |
| 93,595 | | | Centene Corp.* | | | 5,947,962 | |
| 88,979 | | | Dentsply Sirona, Inc. | | | 3,920,415 | |
| 54,746 | | | Encompass Health Corp. | | | 3,390,420 | |
| 26,941 | | | Hill-Rom Holdings, Inc. | | | 2,957,583 | |
| 53,011 | | | Hologic, Inc.* | | | 3,021,627 | |
| 20,744 | | | Molina Healthcare, Inc.* | | | 3,692,017 | |
| 35,375 | | | Zimmer Biomet Holdings, Inc. | | | 4,222,360 | |
| | | | | | | | |
| | | | | | | 28,814,750 | |
| | | | | | | | |
| | | Insurance - 9.7% | |
| 44,298 | | | Arthur J Gallagher & Co. | | | 4,318,612 | |
| 36,744 | | | Assurant, Inc. | | | 3,795,288 | |
| 210,271 | | | CNO Financial Group, Inc. | | | 3,273,919 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 99.8% - (continued) | |
| | | Insurance - 9.7% - (continued) | |
| 37,749 | | | Hanover Insurance Group, Inc. | | $ | 3,825,106 | |
| 52,413 | | | Kemper Corp. | | | 3,800,991 | |
| 207,254 | | | Lancashire Holdings Ltd. | | | 2,078,302 | |
| 13,472 | | | RenaissanceRe Holdings Ltd. | | | 2,304,116 | |
| | | | | | | | |
| | | | | | | 23,396,334 | |
| | | | | | | | |
| | | Materials - 8.2% | | | |
| 67,278 | | | Buzzi Unicem S.p.A. | | | 1,453,723 | |
| 65,710 | | | Carpenter Technology Corp. | | | 1,595,439 | |
| 56,953 | | | Celanese Corp. | | | 4,917,322 | |
| 61,744 | | | Crown Holdings, Inc.* | | | 4,021,386 | |
| 35,240 | | | FMC Corp. | | | 3,510,609 | |
| 43,160 | | | Reliance Steel & Aluminum Co. | | | 4,097,179 | |
| | | | | | | | |
| | | | | | | 19,595,658 | |
| | | | | | | | |
| | | Media & Entertainment - 1.8% | | | |
| 18,872 | | | Electronic Arts, Inc.* | | | 2,492,047 | |
| 164,740 | | | TEGNA, Inc. | | | 1,835,204 | |
| | | | | | | | |
| | | | | | | 4,327,251 | |
| | | | | | | | |
| | | Real Estate - 11.3% | | | |
| 58,813 | | | American Campus Communities, Inc. REIT | | | 2,056,103 | |
| 50,257 | | | Americold Realty Trust REIT | | | 1,824,329 | |
| 34,806 | | | Boston Properties, Inc. REIT | | | 3,145,766 | |
| 114,551 | | | Corporate Office Properties Trust REIT | | | 2,902,722 | |
| 68,788 | | | First Industrial Realty Trust, Inc. REIT | | | 2,644,211 | |
| 129,339 | | | Gaming and Leisure Properties, Inc. REIT | | | 4,475,130 | |
| 83,716 | | | Highwoods Properties, Inc. REIT | | | 3,125,118 | |
| 150,467 | | | Host Hotels & Resorts, Inc. REIT | | | 1,623,539 | |
| 32,039 | | | Life Storage, Inc. REIT | | | 3,042,103 | |
| 125,141 | | | Physicians Realty Trust REIT | | | 2,192,470 | |
| | | | | | | | |
| | | | | | | 27,031,491 | |
| | | | | | | | |
| | | Retailing - 2.1% | | | |
| 36,894 | | | Dollar Tree, Inc.* | | | 3,419,336 | |
| 21,229 | | | Expedia Group, Inc. | | | 1,745,024 | |
| | | | | | | | |
| | | | | | | 5,164,360 | |
| | | | | | | | |
| | | Semiconductors & Semiconductor Equipment - 3.4% | |
| 7,544 | | | KLA Corp. | | | 1,467,157 | |
| 7,203 | | | Lam Research Corp. | | | 2,329,882 | |
| 38,161 | | | MKS Instruments, Inc. | | | 4,321,352 | |
| | | | | | | | |
| | | | | | | 8,118,391 | |
| | | | | | | | |
| | | Software & Services - 3.2% | | | |
| 52,023 | | | Amdocs Ltd. | | | 3,167,160 | |
| 31,892 | | | Leidos Holdings, Inc. | | | 2,987,324 | |
| 27,640 | | | SS&C Technologies Holdings, Inc. | | | 1,561,107 | |
| | | | | | | | |
| | | | | | | 7,715,591 | |
| | | | | | | | |
| | | Technology Hardware & Equipment - 5.8% | | | |
| 46,715 | | | Ciena Corp.* | | | 2,530,085 | |
| 17,342 | | | Coherent, Inc.* | | | 2,271,455 | |
| 6,079 | | | F5 Networks, Inc.* | | | 847,899 | |
| 54,531 | | | Lumentum Holdings, Inc.* | | | 4,440,459 | |
| 13,107 | | | Rogers Corp.* | | | 1,633,132 | |
| 51,996 | | | Western Digital Corp. | | | 2,295,623 | |
| | | | | | | | |
| | | | | | | 14,018,653 | |
| | | | | | | | |
| | | Utilities - 5.4% | | | |
| 75,814 | | | Alliant Energy Corp. | | | 3,626,942 | |
| 46,471 | | | Evergy, Inc. | | | 2,755,265 | |
| 61,300 | | | Portland General Electric Co. | | | 2,562,953 | |
| 33,926 | | | Sempra Energy | | | 3,977,145 | |
| | | | | | | | |
| | | | | | | 12,922,305 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks (cost $235,665,378) | | $ | 239,718,595 | |
| | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford MidCap Value HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
SHORT-TERM INVESTMENTS - 0.3% | |
| | | Repurchase Agreements - 0.3% | | | |
| 813,155 | | | Fixed Income Clearing Corp. Repurchase Agreement dated 06/30/2020 at 0.060%, due on 07/01/2020 with a maturity value of $813,156; collateralized by U.S. Treasury Note at 1.875%, maturing 07/31/2026, with a market value of $829,435 | | $ | 813,155 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments (cost $813,155) | | $ | 813,155 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | |
| | | | Total Investments (cost $236,478,533) | | | 100.1 | % | | $ | 240,531,750 | |
| | | | Other Assets and Liabilities | | | (0.1 | )% | | | (337,473 | ) |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 240,194,277 | |
| | | | | | | | | | | | |
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 will generally 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. These classifications are used for financial reporting purposes. |
| See “Glossary” for abbreviation descriptions. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2020 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Automobiles & Components | | $ | 2,345,405 | | | $ | 2,345,405 | | | $ | — | | | $ | — | |
Banks | | | 16,805,606 | | | | 16,805,606 | | | | — | | | | — | |
Capital Goods | | | 30,269,385 | | | | 30,269,385 | | | | — | | | | — | |
Commercial & Professional Services | | | 4,384,418 | | | | 4,384,418 | | | | — | | | | — | |
Consumer Durables & Apparel | | | 13,283,803 | | | | 13,283,803 | | | | — | | | | — | |
Consumer Services | | | 3,360,374 | | | | 3,360,374 | | | | — | | | | — | |
Diversified Financials | | | 6,719,622 | | | | 6,719,622 | | | | — | | | | — | |
Energy | | | 5,432,673 | | | | 5,432,673 | | | | — | | | | — | |
Food & Staples Retailing | | | 3,594,739 | | | | 3,594,739 | | | | — | | | | — | |
Food, Beverage & Tobacco | | | 2,417,786 | | | | 2,417,786 | | | | — | | | | — | |
Health Care Equipment & Services | | | 28,814,750 | | | | 28,814,750 | | | | — | | | | — | |
Insurance | | | 23,396,334 | | | | 21,318,032 | | | | 2,078,302 | | | | — | |
Materials | | | 19,595,658 | | | | 18,141,935 | | | | 1,453,723 | | | | — | |
Media & Entertainment | | | 4,327,251 | | | | 4,327,251 | | | | — | | | | — | |
Real Estate | | | 27,031,491 | | | | 27,031,491 | | | | — | | | | — | |
Retailing | | | 5,164,360 | | | | 5,164,360 | | | | — | | | | — | |
Semiconductors & Semiconductor Equipment | | | 8,118,391 | | | | 8,118,391 | | | | — | | | | — | |
Software & Services | | | 7,715,591 | | | | 7,715,591 | | | | — | | | | — | |
Technology Hardware & Equipment | | | 14,018,653 | | | | 14,018,653 | | | | — | | | | — | |
Utilities | | | 12,922,305 | | | | 12,922,305 | | | | — | | | | — | |
Short-Term Investments | | | 813,155 | | | | — | | | | 813,155 | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 240,531,750 | | | $ | 236,186,570 | | | $ | 4,345,180 | | | $ | — | |
| | | | | | | | | | | | | | | | |
(1) | For the six-month period ended June 30, 2020, there were no transfers in and out of Level 3. |
The accompanying notes are an integral part of these financial statements.
|
Hartford Small Cap Growth HLS Fund |
Schedule of Investments
June 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 99.9% | | | |
| | | Automobiles & Components - 1.6% | |
| 103,581 | | | Fox Factory Holding Corp.* | | $ | 8,556,826 | |
| 101,920 | | | Thor Industries, Inc. | | | 10,857,538 | |
| | | | | | | | |
| | | | | | | 19,414,364 | |
| | | | | | | | |
| | | Banks - 2.7% | |
| 269,394 | | | First Hawaiian, Inc. | | | 4,644,353 | |
| 827,764 | | | MGIC Investment Corp. | | | 6,779,387 | |
| 84,509 | | | Seacoast Banking Corp. of Florida* | | | 1,723,984 | |
| 423,702 | | | Sterling Bancorp | | | 4,965,787 | |
| 236,706 | | | Synovus Financial Corp. | | | 4,859,574 | |
| 219,125 | | | Triumph Bancorp, Inc.* | | | 5,318,164 | |
| 127,452 | | | Western Alliance Bancorp | | | 4,826,607 | |
| | | | | | | | |
| | | | | | | 33,117,856 | |
| | | | | | | | |
| | | Capital Goods - 11.1% | |
| 237,734 | | | Aerojet Rocketdyne Holdings, Inc.* | | | 9,423,776 | |
| 189,438 | | | Altra Industrial Motion Corp. | | | 6,035,494 | |
| 182,942 | | | Applied Industrial Technologies, Inc. | | | 11,413,751 | |
| 66,429 | | | Armstrong World Industries, Inc. | | | 5,178,805 | |
| 66,057 | | | Axon Enterprise, Inc.* | | | 6,482,173 | |
| 161,345 | | | BWX Technologies, Inc. | | | 9,138,581 | |
| 59,906 | | | Curtiss-Wright Corp. | | | 5,348,408 | |
| 108,123 | | | EnerSys | | | 6,960,959 | |
| 129,832 | | | Hexcel Corp. | | | 5,871,003 | |
| 152,152 | | | ITT, Inc. | | | 8,937,408 | |
| 133,035 | | | John Bean Technologies Corp. | | | 11,443,671 | |
| 96,538 | | | Mercury Systems, Inc.* | | | 7,593,679 | |
| 179,136 | | | Patrick Industries, Inc. | | | 10,972,080 | |
| 283,445 | | | Rexnord Corp. | | | 8,262,422 | |
| 232,839 | | | SPX Corp.* | | | 9,581,325 | |
| 185,063 | | | SPX FLOW, Inc.* | | | 6,928,759 | |
| 46,522 | | | Trex Co., Inc.* | | | 6,051,116 | |
| | | | | | | | |
| | | | | | | 135,623,410 | |
| | | | | | | | |
| | | Commercial & Professional Services - 3.8% | |
| 153,141 | | | ASGN, Inc.* | | | 10,211,442 | |
| 123,648 | | | Clean Harbors, Inc.* | | | 7,416,407 | |
| 158,077 | | | Exponent, Inc. | | | 12,793,172 | |
| 86,118 | | | Huron Consulting Group, Inc.* | | | 3,810,721 | |
| 99,984 | | | Insperity, Inc. | | | 6,471,964 | |
| 52,124 | | | MSA Safety, Inc. | | | 5,965,071 | |
| | | | | | | | |
| | | | | | | 46,668,777 | |
| | | | | | | | |
| | | Consumer Durables & Apparel - 6.6% | |
| 68,944 | | | Carter’s, Inc. | | | 5,563,781 | |
| 64,347 | | | Deckers Outdoor Corp.* | | | 12,637,107 | |
| 131,854 | | | PVH Corp. | | | 6,335,585 | |
| 340,460 | | | Smith & Wesson Brands, Inc.* | | | 7,326,699 | |
| 345,901 | | | Steven Madden Ltd. | | | 8,540,296 | |
| 123,005 | | | TopBuild Corp.* | | | 13,994,279 | |
| 772,552 | | | Under Armour, Inc. Class C* | | | 6,829,360 | |
| 346,447 | | | Wolverine World Wide, Inc. | | | 8,248,903 | |
| 257,746 | | | YETI Holdings, Inc.* | | | 11,013,486 | |
| | | | | | | | |
| | | | | | | 80,489,496 | |
| | | | | | | | |
| | | Consumer Services - 3.1% | |
| 80,781 | | | Churchill Downs, Inc. | | | 10,755,990 | |
| 91,350 | | | Dunkin’ Brands Group, Inc. | | | 5,958,760 | |
| 245,077 | | | Penn National Gaming, Inc.* | | | 7,484,652 | |
| 95,176 | | | Wingstop, Inc. | | | 13,226,609 | |
| | | | | | | | |
| | | | | | | 37,426,011 | |
| | | | | | | | |
| | | Diversified Financials - 1.3% | |
| 141,150 | | | OneMain Holdings, Inc. | | | 3,463,821 | |
| 903,195 | | | SLM Corp. | | | 6,349,461 | |
| 129,474 | | | Stifel Financial Corp. | | | 6,140,952 | |
| | | | | | | | |
| | | | | | | 15,954,234 | |
| | | | | | | | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 99.9% - (continued) | | | |
| | | Food & Staples Retailing - 0.8% | |
| 321,459 | | | Performance Food Group Co.* | | $ | 9,367,315 | |
| | | | | | | | |
| | | Food, Beverage & Tobacco - 2.8% | |
| 15,283 | | | Boston Beer Co., Inc. Class A* | | | 8,201,622 | |
| 127,396 | | | Freshpet, Inc.* | | | 10,657,949 | |
| 681,332 | | | Hostess Brands, Inc.* | | | 8,325,877 | |
| 353,808 | | | Simply Good Foods Co.* | | | 6,573,753 | |
| | | | | | | | |
| | | | | | | 33,759,201 | |
| | | | | | | | |
| | | Health Care Equipment & Services - 12.3% | |
| 71,360 | | | Addus HomeCare Corp.* | | | 6,605,082 | |
| 25,500 | | | Akouos, Inc.* | | | 573,750 | |
| 36,290 | | | Amedisys, Inc.* | | | 7,205,017 | |
| 163,268 | | | AtriCure, Inc.* | | | 7,338,897 | |
| 153,623 | | | Cardiovascular Systems, Inc.* | | | 4,846,806 | |
| 223,834 | | | Globus Medical, Inc. Class A* | | | 10,679,120 | |
| 65,945 | | | Haemonetics Corp.* | | | 5,906,034 | |
| 345,208 | | | HMS Holdings Corp.* | | | 11,181,287 | |
| 18,450 | | | ICU Medical, Inc.* | | | 3,400,520 | |
| 140,894 | | | Integer Holdings Corp.* | | | 10,292,307 | |
| 155,295 | | | Integra LifeSciences Holdings Corp.* | | | 7,297,312 | |
| 55,587 | | | iRhythm Technologies, Inc.* | | | 6,441,977 | |
| 73,241 | | | LHC Group, Inc.* | | | 12,767,371 | |
| 117,736 | | | NuVasive, Inc.* | | | 6,553,186 | |
| 197,236 | | | Omnicell, Inc.* | | | 13,928,806 | |
| 347,725 | | | OraSure Technologies, Inc.* | | | 4,044,042 | |
| 113,985 | | | Providence Service Corp.* | | | 8,994,556 | |
| 881,409 | | | R1 RCM, Inc.* | | | 9,827,710 | |
| 124,945 | | | Tandem Diabetes Care, Inc.* | | | 12,359,559 | |
| | | | | | | | |
| | | | | | | 150,243,339 | |
| | | | | | | | |
| | | Household & Personal Products - 0.5% | |
| 320,533 | | | BellRing Brands, Inc. Class A* | | | 6,391,428 | |
| | | | | | | | |
| | | Insurance - 1.5% | |
| 223,003 | | | James River Group Holdings Ltd. | | | 10,035,135 | |
| 112,681 | | | Kemper Corp. | | | 8,171,626 | |
| | | | | | | | |
| | | | | | | 18,206,761 | |
| | | | | | | | |
| | | Materials - 3.1% | |
| 274,723 | | | Axalta Coating Systems Ltd.* | | | 6,195,004 | |
| 207,823 | | | Boise Cascade Co. | | | 7,816,223 | |
| 587,480 | | | Graphic Packaging Holding Co. | | | 8,218,845 | |
| 114,473 | | | Ingevity Corp.* | | | 6,017,845 | |
| 344,961 | | | Louisiana-Pacific Corp. | | | 8,848,250 | |
| | | | | | | | |
| | | | | | | 37,096,167 | |
| | | | | | | | |
| | | Media & Entertainment - 1.1% | |
| 141,892 | | | Cardlytics, Inc.* | | | 9,929,602 | |
| 152,891 | | | Cargurus, Inc.* | | | 3,875,787 | |
| | | | | | | | |
| | | | | | | 13,805,389 | |
| | | | | | | | |
| | | Pharmaceuticals, Biotechnology & Life Sciences - 21.6% | |
| 100,192 | | | ACADIA Pharmaceuticals, Inc.* | | | 4,856,306 | |
| 32,735 | | | Acceleron Pharma, Inc.* | | | 3,118,663 | |
| 242,687 | | | Adverum Biotechnologies, Inc.* | | | 5,067,305 | |
| 525,222 | | | Akebia Therapeutics, Inc.* | | | 7,132,515 | |
| 99,448 | | | Allakos, Inc.*(1) | | | 7,146,333 | |
| 668,446 | | | Amicus Therapeutics, Inc.* | | | 10,080,166 | |
| 204,812 | | | Apellis Pharmaceuticals, Inc.* | | | 6,689,160 | |
| 79,014 | | | Arena Pharmaceuticals, Inc.* | | | 4,973,931 | |
| 132,255 | | | Biohaven Pharmaceutical Holding Co., Ltd.* | | | 9,669,163 | |
| 42,548 | | | Blueprint Medicines Corp.* | | | 3,318,744 | |
| 147,702 | | | ChemoCentryx, Inc.* | | | 8,498,773 | |
| 177,555 | | | Constellation Pharmaceuticals, Inc.* | | | 5,335,528 | |
| 271,023 | | | Cytokinetics, Inc.* | | | 6,388,012 | |
| 327,304 | | | Dicerna Pharmaceuticals, Inc.* | | | 8,313,522 | |
| 66,992 | | | Emergent BioSolutions, Inc.* | | | 5,297,727 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Small Cap Growth HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 99.9% - (continued) | | | |
| | | Pharmaceuticals, Biotechnology & Life Sciences - 21.6% - (continued) | |
| 49,100 | | | Forma Therapeutics Holdings, Inc.* | | $ | 2,282,659 | |
| 45,500 | | | Generation Bio Co.* | | | 955,500 | |
| 15,648 | | | Global Blood Therapeutics, Inc.* | | | 987,858 | |
| 361,134 | | | Heron Therapeutics, Inc.*(1) | | | 5,312,281 | |
| 454,320 | | | ImmunoGen, Inc.* | | | 2,089,872 | |
| 304,613 | | | Karyopharm Therapeutics, Inc.* | | | 5,769,370 | |
| 112,307 | | | Kodiak Sciences, Inc.*(1) | | | 6,078,055 | |
| 42,005 | | | Madrigal Pharmaceuticals, Inc.*(1) | | | 4,757,066 | |
| 189,975 | | | Mersana Therapeutics, Inc.* | | | 4,445,415 | |
| 92,551 | | | Mirati Therapeutics, Inc.* | | | 10,566,548 | |
| 292,092 | | | Momenta Pharmaceuticals, Inc.* | | | 9,717,901 | |
| 112,203 | | | MyoKardia, Inc.* | | | 10,841,054 | |
| 204,366 | | | NanoString Technologies, Inc.* | | | 5,998,142 | |
| 108,210 | | | Oyster Point Pharma, Inc.* | | | 3,125,105 | |
| 105,050 | | | Pacira BioSciences, Inc.* | | | 5,511,973 | |
| 120,030 | | | Principia Biopharma, Inc.* | | | 7,176,594 | |
| 183,423 | | | PTC Therapeutics, Inc.* | | | 9,306,883 | |
| 287,321 | | | Radius Health, Inc.* | | | 3,916,185 | |
| 159,444 | | | RAPT Therapeutics, Inc.* | | | 4,627,065 | |
| 31,347 | | | Reata Pharmaceuticals, Inc. Class A* | | | 4,890,759 | |
| 87,114 | | | REGENXBIO, Inc.* | | | 3,208,409 | |
| 52,562 | | | Repligen Corp.* | | | 6,497,189 | |
| 250,037 | | | Revance Therapeutics, Inc.* | | | 6,105,903 | |
| 228,667 | | | Rhythm Pharmaceuticals, Inc.* | | | 5,099,274 | |
| 274,692 | | | Theravance Biopharma, Inc.* | | | 5,765,785 | |
| 170,816 | | | Tricida, Inc.* | | | 4,694,024 | |
| 104,939 | | | Turning Point Therapeutics, Inc.* | | | 6,778,010 | |
| 81,883 | | | Ultragenyx Pharmaceutical, Inc.* | | | 6,404,069 | |
| 266,423 | | | Veracyte, Inc.* | | | 6,900,356 | |
| 167,628 | | | Y-mAbs Therapeutics, Inc.* | | | 7,241,530 | |
| | | | | | | | |
| | | | | | | 262,936,682 | |
| | | | | | | | |
| | | Real Estate - 3.0% | |
| 298,772 | | | Columbia Property Trust, Inc. REIT | | | 3,925,864 | |
| 61,454 | | | Coresite Realty Corp. REIT | | | 7,439,621 | |
| 227,697 | | | Corporate Office Properties Trust REIT | | | 5,769,842 | |
| 348,807 | | | Essential Properties Realty Trust, Inc. REIT | | | 5,176,296 | |
| 562,905 | | | Independence Realty Trust, Inc. REIT | | | 6,467,779 | |
| 57,121 | | | PS Business Parks, Inc. REIT | | | 7,562,820 | |
| | | | | | | | |
| | | | | | | 36,342,222 | |
| | | | | | | | |
| | | Retailing - 1.4% | |
| 30,080 | | | Core-Mark Holding Co., Inc. | | | 750,646 | |
| 174,964 | | | Floor & Decor Holdings, Inc. Class A* | | | 10,086,675 | |
| 220,213 | | | Foot Locker, Inc. | | | 6,421,411 | |
| | | | | | | | |
| | | | | | | 17,258,732 | |
| | | | | | | | |
| | | Semiconductors & Semiconductor Equipment - 4.1% | |
| 307,228 | | | Cohu, Inc. | | | 5,327,334 | |
| 113,802 | | | Entegris, Inc. | | | 6,720,008 | |
| 193,366 | | | First Solar, Inc.* | | | 9,571,617 | |
| 323,404 | | | FormFactor, Inc.* | | | 9,485,439 | |
| 53,083 | | | MKS Instruments, Inc. | | | 6,011,119 | |
| 178,645 | | | Onto Innovation, Inc.* | | | 6,081,076 | |
| 58,349 | | | Power Integrations, Inc. | | | 6,892,767 | |
| | | | | | | | |
| | | | | | | 50,089,360 | |
| | | | | | | | |
| | | Software & Services - 13.6% | |
| 110,973 | | | Blackbaud, Inc. | | | 6,334,339 | |
| 36,912 | | | CACI International, Inc. Class A* | | | 8,005,475 | |
| 93,148 | | | Everbridge, Inc.* | | | 12,887,957 | |
| 98,423 | | | ExlService Holdings, Inc.* | | | 6,240,018 | |
| 133,916 | | | Five9, Inc.* | | | 14,820,484 | |
| 182,347 | | | LiveRamp Holdings, Inc.* | | | 7,744,277 | |
| 80,088 | | | Manhattan Associates, Inc.* | | | 7,544,290 | |
| 364,640 | | | Medallia, Inc.* | | | 9,203,514 | |
| 259,018 | | | Mimecast Ltd.* | | | 10,790,690 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 99.9% - (continued) | | | |
| | | Software & Services - 13.6% - (continued) | |
| 42,496 | | | Paylocity Holding Corp.* | | $ | 6,199,741 | |
| 70,742 | | | Pegasystems, Inc. | | | 7,156,968 | |
| 259,839 | | | Perficient, Inc.* | | | 9,297,039 | |
| 141,704 | | | Q2 Holdings, Inc.* | | | 12,156,786 | |
| 220,517 | | | Rapid7, Inc.* | | | 11,250,777 | |
| 159,152 | | | Science Applications International Corp. | | | 12,362,927 | |
| 123,554 | | | Sprout Social, Inc. Class A*(1) | | | 3,335,958 | |
| 609,403 | | | SVMK, Inc.* | | | 14,345,347 | |
| 584,832 | | | Verra Mobility Corp.* | | | 6,012,073 | |
| | | | | | | | |
| | | | 165,688,660 | |
| | | | | | | | |
| | | Technology Hardware & Equipment - 3.0% | |
| 258,470 | | | CTS Corp. | | | 5,179,739 | |
| 144,800 | | | Itron, Inc.* | | | 9,593,000 | |
| 129,950 | | | Lumentum Holdings, Inc.* | | | 10,581,829 | |
| 320,692 | | | Pure Storage, Inc. Class A* | | | 5,557,592 | |
| 48,852 | | | Rogers Corp.* | | | 6,086,959 | |
| | | | | | | | |
| | | | 36,999,119 | |
| | | | | | | | |
| | | Telecommunication Services - 0.4% | |
| 33,546 | | | Bandwidth, Inc. Class A* | | | 4,260,342 | |
| | | | | | | | |
| | | Transportation - 0.5% | |
| 231,828 | | | Marten Transport Ltd. | | | 5,832,792 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks (cost $1,016,022,607) | | $ | 1,216,971,657 | |
| | | | | | | | |
| |
SHORT-TERM INVESTMENTS - 1.2% | | | |
| | | Repurchase Agreements - 0.7% | |
| 8,766,096 | | | Fixed Income Clearing Corp. Repurchase Agreement dated 06/30/2020 at 0.060%, due on 07/01/2020 with a maturity value of $8,766,111; collateralized by U.S. Treasury Note at 1.875%, maturing 07/31/2026, with a market value of $8,941,452 | | $ | 8,766,096 | |
| | | | | | | | |
| | | Securities Lending Collateral - 0.5% | |
| 290,725 | | | Citibank NA DDCA, 0.08%, 07/01/2020(2) | | | 290,725 | |
| 2,128,297 | | | Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.09%(2) | | | 2,128,297 | |
| 3,395,486 | | | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.16%(2) | | | 3,395,486 | |
| | | | | | | | |
| | | | 5,814,508 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments (cost $14,580,604) | | $ | 14,580,604 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | |
| | | | Total Investments (cost $1,030,603,211) | | | 101.1 | % | | $ | 1,231,552,261 | |
| | | | Other Assets and Liabilities | | | (1.1 | )% | | | (13,600,801 | ) |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 1,217,951,460 | |
| | | | | | | | | | | | |
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. These classifications are used for financial reporting purposes. |
| See “Glossary” for abbreviation descriptions. |
(1) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
The accompanying notes are an integral part of these financial statements.
|
Hartford Small Cap Growth HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
(2) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2020 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Automobiles & Components | | $ | 19,414,364 | | | $ | 19,414,364 | | | $ | — | | | $ | — | |
Banks | | | 33,117,856 | | | | 33,117,856 | | | | — | | | | — | |
Capital Goods | | | 135,623,410 | | | | 135,623,410 | | | | — | | | | — | |
Commercial & Professional Services | | | 46,668,777 | | | | 46,668,777 | | | | — | | | | — | |
Consumer Durables & Apparel | | | 80,489,496 | | | | 80,489,496 | | | | — | | | | — | |
Consumer Services | | | 37,426,011 | | | | 37,426,011 | | | | — | | | | — | |
Diversified Financials | | | 15,954,234 | | | | 15,954,234 | | | | — | | | | — | |
Food & Staples Retailing | | | 9,367,315 | | | | 9,367,315 | | | | — | | | | — | |
Food, Beverage & Tobacco | | | 33,759,201 | | | | 33,759,201 | | | | — | | | | — | |
Health Care Equipment & Services | | | 150,243,339 | | | | 150,243,339 | | | | — | | | | — | |
Household & Personal Products | | | 6,391,428 | | | | 6,391,428 | | | | — | | | | — | |
Insurance | | | 18,206,761 | | | | 18,206,761 | | | | — | | | | — | |
Materials | | | 37,096,167 | | | | 37,096,167 | | | | — | | | | — | |
Media & Entertainment | | | 13,805,389 | | | | 13,805,389 | | | | — | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 262,936,682 | | | | 262,936,682 | | | | — | | | | — | |
Real Estate | | | 36,342,222 | | | | 36,342,222 | | | | — | | | | — | |
Retailing | | | 17,258,732 | | | | 17,258,732 | | | | — | | | | — | |
Semiconductors & Semiconductor Equipment | | | 50,089,360 | | | | 50,089,360 | | | | — | | | | — | |
Software & Services | | | 165,688,660 | | | | 165,688,660 | | | | — | | | | — | |
Technology Hardware & Equipment | | | 36,999,119 | | | | 36,999,119 | | | | — | | | | — | |
Telecommunication Services | | | 4,260,342 | | | | 4,260,342 | | | | — | | | | — | |
Transportation | | | 5,832,792 | | | | 5,832,792 | | | | — | | | | — | |
Short-Term Investments | | | 14,580,604 | | | | 5,814,508 | | | | 8,766,096 | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 1,231,552,261 | | | $ | 1,222,786,165 | | | $ | 8,766,096 | | | $ | — | |
| | | | | | | | | | | | | | | | |
(1) | For the six-month period ended June 30, 2020, there were no transfers in and out of Level 3. |
The accompanying notes are an integral part of these financial statements.
|
Hartford Small Company HLS Fund |
Schedule of Investments
June 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 98.6% | | | |
| | | Automobiles & Components - 2.4% | |
| 77,954 | | | Fox Factory Holding Corp.* | | $ | 6,439,780 | |
| 38,469 | | | Thor Industries, Inc. | | | 4,098,103 | |
| | | | | | | | |
| | | | | | | 10,537,883 | |
| | | | | | | | |
| | | Banks - 3.1% | |
| 68,188 | | | Ameris Bancorp | | | 1,608,555 | |
| 77,798 | | | BancorpSouth Bank | | | 1,769,127 | |
| 384,060 | | | Sterling Bancorp | | | 4,501,183 | |
| 140,676 | | | Western Alliance Bancorp | | | 5,327,400 | |
| | | | | | | | |
| | | | | | | 13,206,265 | |
| | | | | | | | |
| | | Capital Goods - 11.8% | |
| 136,150 | | | Advanced Drainage Systems, Inc. | | | 6,725,810 | |
| 90,218 | | | Argan, Inc. | | | 4,274,529 | |
| 27,068 | | | Axon Enterprise, Inc.* | | | 2,656,183 | |
| 170,480 | | | BMC Stock Holdings, Inc.* | | | 4,285,867 | |
| 47,800 | | | Chart Industries, Inc.* | | | 2,317,822 | |
| 112,158 | | | Comfort Systems USA, Inc. | | | 4,570,438 | |
| 73,643 | | | Curtiss-Wright Corp. | | | 6,574,847 | |
| 113,869 | | | ITT, Inc. | | | 6,688,665 | |
| 103,305 | | | Kennametal, Inc. | | | 2,965,887 | |
| 245,970 | | | Rexnord Corp. | | | 7,170,025 | |
| 64,952 | | | Rush Enterprises, Inc. Class A | | | 2,692,910 | |
| | | | | | | | |
| | | | | | | 50,922,983 | |
| | | | | | | | |
| | | Commercial & Professional Services - 2.8% | |
| 55,691 | | | Tetra Tech, Inc. | | | 4,406,272 | |
| 123,943 | | | TriNet Group, Inc.* | | | 7,553,086 | |
| | | | | | | | |
| | | | | | | 11,959,358 | |
| | | | | | | | |
| | | Consumer Durables & Apparel - 8.3% | |
| 134,377 | | | BRP, Inc. | | | 5,731,017 | |
| 27,210 | | | Cavco Industries, Inc.* | | | 5,247,448 | |
| 34,302 | | | Polaris Industries, Inc. | | | 3,174,650 | |
| 212,575 | | | Skyline Champion Corp.* | | | 5,174,076 | |
| 157,299 | | | Steven Madden Ltd. | | | 3,883,712 | |
| 252,771 | | | Wolverine World Wide, Inc. | | | 6,018,478 | |
| 151,758 | | | YETI Holdings, Inc.* | | | 6,484,619 | |
| | | | | | | | |
| | | | | | | 35,714,000 | |
| | | | | | | | |
| | | Consumer Services - 5.1% | |
| 118,924 | | | Chegg, Inc.* | | | 7,998,828 | |
| 281,225 | | | DraftKings, Inc.*(1)(2) | | | 9,066,694 | |
| 81,100 | | | Penn National Gaming, Inc.* | | | 2,476,794 | |
| 43,407 | | | Planet Fitness, Inc. Class A* | | | 2,629,162 | |
| | | | | | | | |
| | | | | | | 22,171,478 | |
| | | | | | | | |
| | | Diversified Financials - 2.9% | |
| 100,714 | | | Ares Management Corp. Class A | | | 3,998,346 | |
| 28,910 | | | Hamilton Lane, Inc. Class A | | | 1,947,667 | |
| 104,173 | | | Hannon Armstrong Sustainable Infrastructure Capital, Inc. REIT | | | 2,964,763 | |
| 91,791 | | | PRA Group, Inc.* | | | 3,548,640 | |
| | | | | | | | |
| | | | | | | 12,459,416 | |
| | | | | | | | |
| | | Food, Beverage & Tobacco - 1.1% | |
| 8,571 | | | Boston Beer Co., Inc. Class A* | | | 4,599,627 | |
| | | | | | | | |
| | | Health Care Equipment & Services - 11.7% | |
| 67,734 | | | 1Life Healthcare, Inc.*(3) | | | 2,460,099 | |
| 84,620 | | | Globus Medical, Inc. Class A* | | | 4,037,220 | |
| 130,852 | | | Health Catalyst, Inc. | | | 3,816,953 | |
| 27,997 | | | Hill-Rom Holdings, Inc. | | | 3,073,511 | |
| 22,754 | | | Insulet Corp.* | | | 4,420,192 | |
| 30,300 | | | Kangji Medical Holdings Ltd.* | | | 116,501 | |
| 32,768 | | | LHC Group, Inc.* | | | 5,712,118 | |
| 121,374 | | | Livongo Health, Inc.*(3) | | | 9,126,111 | |
| 55,304 | | | Novocure Ltd.* | | | 3,279,527 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 98.6% - (continued) | | | |
| | | Health Care Equipment & Services - 11.7% - (continued) | |
| 85,675 | | | Omnicell, Inc.* | | $ | 6,050,368 | |
| 86,158 | | | Tandem Diabetes Care, Inc.* | | | 8,522,749 | |
| | | | | | | | |
| | | | | | | 50,615,349 | |
| | | | | | | | |
| | | Insurance - 0.9% | |
| 83,133 | | | James River Group Holdings Ltd. | | | 3,740,985 | |
| | | | | | | | |
| | | Materials - 0.7% | |
| 57,948 | | | Ingevity Corp.* | | | 3,046,326 | |
| | | | | | | | |
| | | Media & Entertainment - 0.8% | |
| 47,363 | | | Cardlytics, Inc.* | | | 3,314,463 | |
| | | | | | | | |
| | | Pharmaceuticals, Biotechnology & Life Sciences - 17.4% | |
| 61,858 | | | ACADIA Pharmaceuticals, Inc.* | | | 2,998,257 | |
| 37,414 | | | Acceleron Pharma, Inc.* | | | 3,564,432 | |
| 28,139 | | | Allakos, Inc.* | | | 2,022,069 | |
| 293,053 | | | Amicus Therapeutics, Inc.* | | | 4,419,239 | |
| 58,857 | | | Apellis Pharmaceuticals, Inc.* | | | 1,922,270 | |
| 79,312 | | | Arena Pharmaceuticals, Inc.* | | | 4,992,690 | |
| 10,274 | | | Ascendis Pharma A/S ADR* | | | 1,519,525 | |
| 60,026 | | | Blueprint Medicines Corp.* | | | 4,682,028 | |
| 42,902 | | | ChemoCentryx, Inc.* | | | 2,468,581 | |
| 46,682 | | | Constellation Pharmaceuticals, Inc.* | | | 1,402,794 | |
| 27,401 | | | CRISPR Therapeutics AG* | | | 2,013,699 | |
| 37,886 | | | Global Blood Therapeutics, Inc.* | | | 2,391,743 | |
| 133,958 | | | Heron Therapeutics, Inc.*(3) | | | 1,970,522 | |
| 458,162 | | | ImmunoGen, Inc.* | | | 2,107,545 | |
| 82,266 | | | Iovance Biotherapeutics, Inc.* | | | 2,258,202 | |
| 104,825 | | | Karyopharm Therapeutics, Inc.* | | | 1,985,386 | |
| 35,843 | | | Kodiak Sciences, Inc.* | | | 1,939,823 | |
| 105,488 | | | Mersana Therapeutics, Inc.* | | | 2,468,419 | |
| 37,010 | | | Mirati Therapeutics, Inc.* | | | 4,225,432 | |
| 46,990 | | | MyoKardia, Inc.* | | | 4,540,174 | |
| 69,855 | | | NanoString Technologies, Inc.* | | | 2,050,244 | |
| 26,885 | | | Principia Biopharma, Inc.* | | | 1,607,454 | |
| 65,244 | | | PTC Therapeutics, Inc.* | | | 3,310,481 | |
| 41,944 | | | RAPT Therapeutics, Inc.*(3) | | | 1,217,215 | |
| 13,572 | | | Reata Pharmaceuticals, Inc. Class A* | | | 2,117,503 | |
| 123,569 | | | Revance Therapeutics, Inc.* | | | 3,017,555 | |
| 67,732 | | | UroGen Pharma Ltd.*(3) | | | 1,769,160 | |
| 92,815 | | | Y-mAbs Therapeutics, Inc.* | | | 4,009,608 | |
| | | | | | | | |
| | | | | | | 74,992,050 | |
| | | | | | | | |
| | | Real Estate - 1.5% | |
| 189,911 | | | Essential Properties Realty Trust, Inc. REIT | | | 2,818,279 | |
| 88,350 | | | Redfin Corp.* | | | 3,702,749 | |
| | | | | | | | |
| | | | | | | 6,521,028 | |
| | | | | | | | |
| | | Retailing - 3.9% | |
| 5,016,400 | | | Allstar Co.*(1)(2)(4) | | | 652,132 | |
| 47,737 | | | Five Below, Inc.* | | | 5,103,563 | |
| 97,568 | | | Floor & Decor Holdings, Inc. Class A* | | | 5,624,795 | |
| 41,573 | | | Ollie’s Bargain Outlet Holdings, Inc.* | | | 4,059,604 | |
| 43,094 | | | Tory Burch LLC*(1)(2)(4) | | | 1,594,048 | |
| | | | | | | | |
| | | | | | | 17,034,142 | |
| | | | | | | | |
| | | Semiconductors & Semiconductor Equipment - 5.2% | |
| 56,446 | | | ACM Research, Inc. Class A* | | | 3,519,973 | |
| 65,082 | | | Entegris, Inc. | | | 3,843,092 | |
| 92,664 | | | First Solar, Inc.* | | | 4,586,868 | |
| 29,343 | | | MKS Instruments, Inc. | | | 3,322,801 | |
| 374,257 | | | Tower Semiconductor Ltd.* | | | 7,144,566 | |
| | | | | | | | |
| | | | | | | 22,417,300 | |
| | | | | | | | |
| | | Software & Services - 13.6% | |
| 118,132 | | | 2U, Inc.* | | | 4,484,291 | |
| 23,548 | | | Avalara, Inc.* | | | 3,134,003 | |
| 54,873 | | | Endava plc ADR* | | | 2,650,366 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Small Company HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 98.6% - (continued) | | | |
| | | Software & Services - 13.6% - (continued) | |
| 37,645 | | | Five9, Inc.* | | $ | 4,166,172 | |
| 19,775 | | | HubSpot, Inc.* | | | 4,436,521 | |
| 41,779 | | | j2 Global, Inc. | | | 2,640,851 | |
| 122,609 | | | LiveRamp Holdings, Inc.* | | | 5,207,204 | |
| 55,057 | | | Manhattan Associates, Inc.* | | | 5,186,369 | |
| 79,279 | | | Mimecast Ltd.* | | | 3,302,763 | |
| 173,101 | | | PagerDuty, Inc.*(3) | | | 4,954,151 | |
| 35,327 | | | Paylocity Holding Corp.* | | | 5,153,856 | |
| 95,491 | | | Perficient, Inc.* | | | 3,416,668 | |
| 46,530 | | | Q2 Holdings, Inc.* | | | 3,991,809 | |
| 117,950 | | | Rapid7, Inc.* | | | 6,017,809 | |
| | | | | | | | |
| | | | | | | 58,742,833 | |
| | | | | | | | |
| | | Technology Hardware & Equipment - 3.1% | |
| 100,461 | | | II-VI, Inc.* | | | 4,743,768 | |
| 27,151 | | | Lumentum Holdings, Inc.* | | | 2,210,906 | |
| 58,440 | | | Novanta, Inc.* | | | 6,239,639 | |
| | | | | | | | |
| | | | | | | 13,194,313 | |
| | | | | | | | |
| | | Telecommunication Services - 1.3% | |
| 45,925 | | | Bandwidth, Inc. Class A* | | | 5,832,475 | |
| | | | | | | | |
| | | Transportation - 1.0% | |
| 42,600 | | | Saia, Inc.* | | | 4,736,269 | |
| | | | | | | | |
| | | | Total Common Stocks (cost $351,993,196) | | $ | 425,758,543 | |
| | | | | | | | |
|
CONVERTIBLE PREFERRED STOCKS - 1.6% | |
| | | Retailing - 0.7% | |
| 74,004 | | | Honest Co., Inc. Series E*(1)(2)(4) | | $ | 2,986,801 | |
| | | | | | | | |
| | | Software & Services - 0.9% | |
| 410,300 | | | MarkLogic Corp. Series F*(1)(2)(4) | | | 3,811,687 | |
| | | | | | | | |
| | | | Total Convertible Preferred Stocks (cost $8,151,359) | | $ | 6,798,488 | |
| | | | | | | | |
|
WARRANTS - 0.0% | |
| | | Consumer Services - 0.0% | |
| 1,972 | | | DraftKings, Inc. Expires 4/23/25*(1)(2) | | $ | 41,590 | |
| | | | | | | | |
|
ESCROWS - 0.0%(5) | |
| | | Software & Services - 0.0% | |
| 157,023 | | | Veracode, Inc.*(1)(2)(4) | | $ | 85,420 | |
| | | | | | | | |
| | |
| | | | Total Escrows (cost $—) | | $ | 85,420 | |
| | | | | | | | |
| | |
| | | | Total Long-Term Investments (cost $360,144,555) | | $ | 432,684,041 | |
| | | | | | | | |
|
SHORT-TERM INVESTMENTS - 1.2% | |
| | | Securities Lending Collateral - 1.2% | |
| 265,981 | | | Citibank NA DDCA, 0.08%, 7/1/2020(6) | | $ | 265,981 | |
| 1,947,149 | | | Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.09%(6) | | | 1,947,149 | |
| 3,106,483 | | | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.16%(6) | | | 3,106,483 | |
| | | | | | | | |
| | | | | | | 5,319,613 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments (cost $5,319,613) | | $ | 5,319,613 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | |
| | | | Total Investments (cost $365,464,168) | | | 101.4 | % | | $ | 438,003,654 | |
| | | | Other Assets and Liabilities | | | (1.4 | )% | | | (6,344,695 | ) |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 431,658,959 | |
| | | | | | | | | | | | |
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. These classifications are used for financial reporting purposes. |
| See “Glossary” for abbreviation descriptions. |
(1) | These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At June 30, 2020, the aggregate fair value of these securities was $18,238,372, which represented 4.2% 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. |
(2) | Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $18,238,372 or 4.2% of net assets. |
| | | | | | | | | | | | | | | | |
Period Acquired | | | Security Name | | Shares/ Par Value | | | Base Total Cost | | | Base Market Value | |
| 08/2011 | | | Allstar Co. | | | 5,016,400 | | | $ | 2,182,229 | | | $ | 652,132 | |
| 07/2015 | | | DraftKings, Inc. | | | 281,225 | | | | 2,958,837 | | | | 9,066,694 | |
| 04/2020 | | | DraftKings, Inc. Warrants | | | 1,972 | | | | — | | | | 41,590 | |
| 08/2015 | | | Honest Co., Inc. Series E Convertible Preferred | | | 74,004 | | | | 3,386,053 | | | | 2,986,801 | |
| 04/2015 | | | MarkLogic Corp. Series F Convertible Preferred | | | 410,300 | | | | 4,765,306 | | | | 3,811,687 | |
| 11/2013 | | | Tory Burch LLC | | | 43,094 | | | | 3,377,559 | | | | 1,594,048 | |
| 04/2017 | | | Veracode, Inc. | | | 157,023 | | | | — | | | | 85,420 | |
| | | | | | | | | | | | | | | | |
| | | | | | | $ | 16,669,984 | | | $ | 18,238,372 | |
| | | | | | | | | | | | | | | | |
(3) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(4) | Investment valued using significant unobservable inputs. |
(5) | Share amount represents shares of the issuer previously held that resulted in receipt of the escrow. |
(6) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
The accompanying notes are an integral part of these financial statements.
|
Hartford Small Company HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2020 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Automobiles & Components | | $ | 10,537,883 | | | $ | 10,537,883 | | | $ | — | | | $ | — | |
Banks | | | 13,206,265 | | | | 13,206,265 | | | | — | | | | — | |
Capital Goods | | | 50,922,983 | | | | 50,922,983 | | | | — | | | | — | |
Commercial & Professional Services | | | 11,959,358 | | | | 11,959,358 | | | | — | | | | — | |
Consumer Durables & Apparel | | | 35,714,000 | | | | 35,714,000 | | | | — | | | | — | |
Consumer Services | | | 22,171,478 | | | | 13,104,784 | | | | 9,066,694 | | | | — | |
Diversified Financials | | | 12,459,416 | | | | 12,459,416 | | | | — | | | | — | |
Food, Beverage & Tobacco | | | 4,599,627 | | | | 4,599,627 | | | | — | | | | — | |
Health Care Equipment & Services | | | 50,615,349 | | | | 50,615,349 | | | | — | | | | — | |
Insurance | | | 3,740,985 | | | | 3,740,985 | | | | — | | | | — | |
Materials | | | 3,046,326 | | | | 3,046,326 | | | | — | | | | — | |
Media & Entertainment | | | 3,314,463 | | | | 3,314,463 | | | | — | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 74,992,050 | | | | 74,992,050 | | | | — | | | | — | |
Real Estate | | | 6,521,028 | | | | 6,521,028 | | | | — | | | | — | |
Retailing | | | 17,034,142 | | | | 14,787,962 | | | | — | | | | 2,246,180 | |
Semiconductors & Semiconductor Equipment | | | 22,417,300 | | | | 22,417,300 | | | | — | | | | — | |
Software & Services | | | 58,742,833 | | | | 58,742,833 | | | | — | | | | — | |
Technology Hardware & Equipment | | | 13,194,313 | | | | 13,194,313 | | | | — | | | | — | |
Telecommunication Services | | | 5,832,475 | | | | 5,832,475 | | | | — | | | | — | |
Transportation | | | 4,736,269 | | | | 4,736,269 | | | | — | | | | — | |
Convertible Preferred Stocks | | | 6,798,488 | | | | — | | | | — | | | | 6,798,488 | |
Warrants | | | 41,590 | | | | — | | | | 41,590 | | | | — | |
Escrows | | | 85,420 | | | | — | | | | — | | | | 85,420 | |
Short-Term Investments | | | 5,319,613 | | | | 5,319,613 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 438,003,654 | | | $ | 419,765,282 | | | $ | 9,108,284 | | | $ | 9,130,088 | |
| | | | | | | | | | | | | | | | |
(1) | For the six-month period ended June 30, 2020, investments valued at $3,113,195 were transferred out of Level 3 due to the initiation of a vendor providing prices that are based on market activity which has been determined to be significant observable input and there were no transfers in to Level 3. |
| | | | | | | | | | | | | | | | |
| | Common Stocks | | | Convertible Preferred Stocks | | | Escrows | | | Total | |
Beginning balance | | $ | 7,916,558 | | | $ | 6,811,247 | | | $ | 85,420 | | | $ | 14,813,225 | |
Purchases | | | — | | | | — | | | | — | | | | — | |
Sales | | | — | | | | — | | | | — | | | | — | |
Accrued discounts/(premiums) | | | — | | | | — | | | | — | | | | — | |
Total realized gain/(loss) | | | — | | | | — | | | | — | | | | — | |
Net change in unrealized appreciation/depreciation | | | (2,557,183 | ) | | | (12,759 | ) | | | — | | | | (2,569,942 | ) |
Transfers into Level 3 | | | — | | | | — | | | | — | | | | — | |
Transfers out of Level 3 | | | (3,113,195 | ) | | | — | | | | — | | | | (3,113,195 | ) |
| | | | | | | | | | | | | | | | |
Ending balance | | $ | 2,246,180 | | | $ | 6,798,488 | | | $ | 85,420 | | | $ | 9,130,088 | |
| | | | | | | | | | | | | | | | |
The change in net unrealized appreciation/(depreciation) relating to the Level 3 investments held at June 30, 2020 was $(2,569,941).
The accompanying notes are an integral part of these financial statements.
Schedule of Investments
June 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 98.2% | | | |
| | | Banks - 1.8% | |
| 220,276 | | | PNC Financial Services Group, Inc. | | $ | 23,175,238 | |
| | | | | | | | |
| | | Capital Goods - 12.2% | |
| 132,880 | | | 3M Co. | | | 20,727,951 | |
| 139,396 | | | Deere & Co. | | | 21,906,081 | |
| 211,959 | | | General Dynamics Corp. | | | 31,679,392 | |
| 189,581 | | | Honeywell International, Inc. | | | 27,411,517 | |
| 66,889 | | | Lockheed Martin Corp. | | | 24,409,134 | |
| 75,024 | | | Northrop Grumman Corp. | | | 23,065,379 | |
| 198,730 | | | Raytheon Technologies Corp. | | | 12,245,743 | |
| | | | | | | | |
| | | | | | | 161,445,197 | |
| | | | | | | | |
| | | Consumer Durables & Apparel - 3.2% | |
| 429,165 | | | NIKE, Inc. Class B | | | 42,079,628 | |
| | | | | | | | |
| | | Consumer Services - 3.9% | |
| 276,661 | | | McDonald’s Corp. | | | 51,035,655 | |
| | | | | | | | |
| | | Diversified Financials - 2.8% | |
| 394,922 | | | American Express Co. | | | 37,596,574 | |
| | | | | | | | |
| | | Food & Staples Retailing - 1.4% | |
| 61,745 | | | Costco Wholesale Corp. | | | 18,721,701 | |
| | | | | | | | |
| | | Food, Beverage & Tobacco - 8.5% | |
| 1,030,920 | | | Coca-Cola Co. | | | 46,061,505 | |
| 964,173 | | | Diageo plc | | | 32,046,552 | |
| 262,227 | | | PepsiCo., Inc. | | | 34,682,143 | |
| | | | | | | | |
| | | | | | | 112,790,200 | |
| | | | | | | | |
| | | Health Care Equipment & Services - 11.4% | |
| 313,364 | | | Baxter International, Inc. | | | 26,980,640 | |
| 180,324 | | | Danaher Corp. | | | 31,886,693 | |
| 426,824 | | | Medtronic plc | | | 39,139,761 | |
| 179,325 | | | UnitedHealth Group, Inc. | | | 52,891,909 | |
| | | | | | | | |
| | | | | | | 150,899,003 | |
| | | | | | | | |
| | | Household & Personal Products - 6.5% | |
| 579,716 | | | Colgate-Palmolive Co. | | | 42,469,994 | |
| 358,958 | | | Procter & Gamble Co. | | | 42,920,608 | |
| | | | | | | | |
| | | | | | | 85,390,602 | |
| | | | | | | | |
| | | Insurance - 5.3% | |
| 261,643 | | | Chubb Ltd. | | | 33,129,237 | |
| 339,579 | | | Marsh & McLennan Cos., Inc. | | | 36,460,597 | |
| | | | | | | | |
| | | | | | | 69,589,834 | |
| | | | | | | | |
| | | Materials - 5.4% | |
| 181,518 | | | Ecolab, Inc. | | | 36,113,006 | |
| 169,295 | | | Linde plc | | | 35,909,163 | |
| | | | | | | | |
| | | | | | | 72,022,169 | |
| | | | | | | | |
| | | Media & Entertainment - 1.0% | |
| 339,143 | | | Comcast Corp. Class A | | | 13,219,794 | |
| | | | | | | | |
| | | Pharmaceuticals, Biotechnology & Life Sciences - 7.8% | |
| 96,284 | | | Amgen, Inc. | | | 22,709,544 | |
| 306,696 | | | Johnson & Johnson | | | 43,130,658 | |
| 474,535 | | | Merck & Co., Inc. | | | 36,695,792 | |
| | | | | | | | |
| | | | | | | 102,535,994 | |
| | | | | | | | |
| | | Real Estate - 3.8% | |
| 100,211 | | | American Tower Corp. REIT | | | 25,908,552 | |
| 130,105 | | | Public Storage REIT | | | 24,965,848 | |
| | | | | | | | |
| | | | | | | 50,874,400 | |
| | | | | | | | |
| | | Retailing - 5.3% | |
| 9,440,100 | | | Allstar Co.*(1)(2)(3) | | | 1,227,213 | |
| 124,417 | | | Home Depot, Inc. | | | 31,167,703 | |
| 747,234 | | | TJX Cos., Inc. | | | 37,780,151 | |
| | | | | | | | |
| | | | 70,175,067 | |
| | | | | | | | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 98.2% - (continued) | | | |
| | | Software & Services - 10.2% | |
| 147,173 | | | Accenture plc Class A | | $ | 31,600,986 | |
| 146,394 | | | Automatic Data Processing, Inc. | | | 21,796,603 | |
| 238,302 | | | Microsoft Corp. | | | 48,496,840 | |
| 172,146 | | | Visa, Inc. Class A | | | 33,253,443 | |
| | | | | | | | |
| | | | 135,147,872 | |
| | | | | | | | |
| | | Transportation - 7.7% | |
| 371,297 | | | Canadian National Railway Co. | | | 32,849,501 | |
| 238,453 | | | Union Pacific Corp. | | | 40,315,249 | |
| 251,306 | | | United Parcel Service, Inc. Class B | | | 27,940,201 | |
| | |
| | | | | | | | |
| | | | 101,104,951 | |
| | | | | | | | |
| | | | Total Common Stocks (cost $933,148,385) | | $ | 1,297,803,879 | |
| | | | | | | | |
|
SHORT-TERM INVESTMENTS - 1.2% | |
| | | Repurchase Agreements - 1.2% | |
$ | 15,731,492 | | | Fixed Income Clearing Corp. Repurchase Agreement dated 06/30/2020 at 0.060%, due on 07/01/2020 with a maturity value of $15,731,518; collateralized by U.S. Treasury Bond at 3.625%, maturing 02/15/2044, with a market value of $16,046,170 | | $ | 15,731,492 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments (cost $15,731,492) | | $ | 15,731,492 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | |
| | | | Total Investments (cost $948,879,877) | | | 99.4 | % | | $ | 1,313,535,371 | |
| | | | Other Assets and Liabilities | | | 0.6 | % | | | 7,848,157 | |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 1,321,383,528 | |
| | | | | | | | | | | | |
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 will generally 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. These classifications are used for financial reporting purposes. |
| See “Glossary” for abbreviation descriptions. |
(1) | Investment valued using significant unobservable inputs. |
(2) | This security is 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 June 30, 2020, the aggregate fair value of this security was $1,227,213, which represented 0.1% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors. |
The accompanying notes are an integral part of these financial statements.
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
(3) | Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $1,227,213 or 0.1% of net assets. |
| | | | | | | | | | | | | | | | |
Period Acquired | | | Security Name | | Shares/ Par Value | | | Base Total Cost | | | Base Market Value | |
| 08/2011 | | | Allstar Co. | | | 9,440,100 | | | $ | 4,106,619 | | | $ | 1,227,213 | |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2020 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Banks | | $ | 23,175,238 | | | $ | 23,175,238 | | | $ | — | | | $ | — | |
Capital Goods | | | 161,445,197 | | | | 161,445,197 | | | | — | | | | — | |
Consumer Durables & Apparel | | | 42,079,628 | | | | 42,079,628 | | | | — | | | | — | |
Consumer Services | | | 51,035,655 | | | | 51,035,655 | | | | — | | | | — | |
Diversified Financials | | | 37,596,574 | | | | 37,596,574 | | | | — | | | | — | |
Food & Staples Retailing | | | 18,721,701 | | | | 18,721,701 | | | | — | | | | — | |
Food, Beverage & Tobacco | | | 112,790,200 | | | | 80,743,648 | | | | 32,046,552 | | | | — | |
Health Care Equipment & Services | | | 150,899,003 | | | | 150,899,003 | | | | — | | | | — | |
Household & Personal Products | | | 85,390,602 | | | | 85,390,602 | | | | — | | | | — | |
Insurance | | | 69,589,834 | | | | 69,589,834 | | | | — | | | | — | |
Materials | | | 72,022,169 | | | | 72,022,169 | | | | — | | | | — | |
Media & Entertainment | | | 13,219,794 | | | | 13,219,794 | | | | — | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 102,535,994 | | | | 102,535,994 | | | | — | | | | — | |
Real Estate | | | 50,874,400 | | | | 50,874,400 | | | | — | | | | — | |
Retailing | | | 70,175,067 | | | | 68,947,854 | | | | — | | | | 1,227,213 | |
Software & Services | | | 135,147,872 | | | | 135,147,872 | | | | — | | | | — | |
Transportation | | | 101,104,951 | | | | 101,104,951 | | | | — | | | | — | |
Short-Term Investments | | | 15,731,492 | | | | — | | | | 15,731,492 | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 1,313,535,371 | | | $ | 1,264,530,114 | | | $ | 47,778,044 | | | $ | 1,227,213 | |
| | | | | | | | | | | | | | | | |
(1) | For the six-month period ended June 30, 2020, there were no transfers in and out of Level 3. |
Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for period ended June 30, 2020 is not presented.
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments
June 30, 2020 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 24.2% | |
| | | Asset-Backed - Automobile - 0.9% | |
$ | | | 2,375,000 | | | AmeriCredit Automobile Receivables Trust 2.58%, 09/18/2025 | | $ | 2,359,423 | |
| | | 67,465 | | | CIG Automobile Receivables Trust 2.71%, 05/15/2023(1) | | | 67,581 | |
| | | 683,382 | | | Credit Acceptance Auto Loan Trust 2.65%, 06/15/2026(1) | | | 685,306 | |
| | | 2,045,000 | | | Drive Auto Receivables Trust 2.70%, 02/16/2027 | | | 2,049,397 | |
| | | | | | Exeter Automobile Receivables Trust | |
| | | 4,595,000 | | | 2.58%, 09/15/2025(1) | | | 4,583,795 | |
| | | 1,390,000 | | | 2.73%, 12/15/2025(1) | | | 1,388,202 | |
| | | | | | Westlake Automobile Receivables Trust | |
| | | 3,365,000 | | | 2.72%, 11/15/2024(1) | | | 3,373,277 | |
| | | 4,810,000 | | | 3.28%, 12/15/2022(1) | | | 4,858,549 | |
| | | | | | | | | | |
| | | | | | | | | 19,365,530 | |
| | | | | | | | | | |
| | | | | Asset-Backed - Finance & Insurance - 4.4% | |
| | | 2,166,660 | | | Avery Point CLO Ltd. 2.09%, 04/25/2026, 3 mo. USD LIBOR + 1.100%(1)(2) | | | 2,155,041 | |
| | | 224,832 | | | Babson CLO Ltd. 2.29%, 07/20/2025, 3 mo. USD LIBOR + 1.150%(1)(2) | | | 224,052 | |
| | | | | | Bayview Koitere Fund Trust | |
| | | 4,512,802 | | | 3.50%, 07/28/2057(1)(3) | | | 4,658,857 | |
| | | 1,811,086 | | | 4.00%, 11/28/2053(1)(3) | | | 1,874,987 | |
| | | 3,078,883 | | | Bayview Mortgage Fund Trust 3.50%, 01/28/2058(1)(3) | | | 3,114,537 | |
| | | | | | Bayview Opportunity Master Fund Trust | |
| | | 1,983,913 | | | 3.50%, 01/28/2055(1)(3) | | | 2,022,221 | |
| | | 2,359,474 | | | 3.50%, 06/28/2057(1)(3) | | | 2,430,996 | |
| | | 3,648,702 | | | 4.00%, 10/28/2064(1)(3) | | | 3,780,784 | |
| | | 404,837 | | | Bellemeade Re Ltd. 1.29%, 07/25/2029, 1 mo. USD LIBOR + 1.100%(1)(2) | | | 403,344 | |
| | | 6,185,282 | | | Carlyle Global Market Strategies CLO Ltd. 1.77%, 04/27/2027, 3 mo. USD LIBOR + 0.780%(1)(2) | | | 6,116,471 | |
| | | 4,175,000 | | | Cirrus Funding Ltd. 4.80%, 01/25/2037(1) | | | 4,423,304 | |
| | | 3,217,688 | | | Domino’s Pizza Master Issuer LLC 4.12%, 07/25/2048(1) | | | 3,425,357 | |
| | | 1,015,179 | | | Eagle RE Ltd. 1.89%, 11/25/2028, 1 mo. USD LIBOR + 1.700%(1)(2) | | | 982,319 | |
| | | 1,124,539 | | | Fieldstone Mortgage Investment Trust 0.46%, 05/25/2036, 1 mo. USD LIBOR + 0.270%(2) | | | 839,384 | |
| | | 3,267,261 | | | First Franklin Mortgage Loan Trust 0.43%, 04/25/2036, 1 mo. USD LIBOR + 0.240%(2) | | | 2,676,283 | |
| | | 3,170,685 | | | GSAMP Trust 0.28%, 01/25/2037, 1 mo. USD LIBOR + 0.090%(2) | | | 1,981,105 | |
| | | 2,339,302 | | | Madison Park Funding Ltd. 2.40%, 07/20/2026, 3 mo. USD LIBOR + 1.260%(1)(2) | | | 2,337,407 | |
| | | 3,426,399 | | | MFA Trust 3.35%, 11/25/2047(1)(4) | | | 3,432,447 | |
| | | | | | NRZ Excess Spread-Collateralized Notes | |
| | | 2,998,165 | | | 3.19%, 01/25/2023(1) | | | 3,014,832 | |
| | | 1,895,217 | | | 3.27%, 02/25/2023(1) | | | 1,906,013 | |
| | | 2,602,592 | | | OCP CLO Ltd. 1.99%, 04/17/2027, 3 mo. USD LIBOR + 0.850%(1)(2) | | | 2,578,380 | |
| | | 3,601,968 | | | OneMain Financial Issuance Trust 2.37%, 09/14/2032(1) | | | 3,612,627 | |
| | | | | | Pretium Mortgage Credit Partners LLC | |
| | | 2,806,764 | | | 3.72%, 01/25/2059(1)(4) | | | 2,782,900 | |
| | | 598,567 | | | 3.72%, 02/27/2060(1)(4) | | | 599,147 | |
| | | 1,095,105 | | | Seasoned Credit Risk Transfer Trust 3.50%, 08/25/2058 | | | 1,260,203 | |
| | | 412,250 | | | Securitized Asset-Backed Receivables LLC Trust 0.28%, 07/25/2036, 1 mo. USD LIBOR + 0.090%(2) | | | 187,007 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 24.2% - (continued) | |
| | | | | Asset-Backed - Finance & Insurance - 4.5% - (continued) | |
| | | | | | SoFi Consumer Loan Program LLC | |
$ | | | 421,953 | | | 2.50%, 05/26/2026(1) | | $ | 425,996 | |
| | | 196,426 | | | 2.77%, 05/25/2026(1) | | | 197,583 | |
| | | 71,622 | | | 3.05%, 12/26/2025(1) | | | 71,699 | |
| | | 93,155 | | | 3.09%, 10/27/2025(1) | | | 93,322 | |
| | | 198,311 | | | 3.28%, 01/26/2026(1) | | | 199,023 | |
| | | 8,130,000 | | | Springleaf Funding Trust 2.68%, 07/15/2030(1) | | | 8,122,665 | |
| | | 7,467,351 | | | Symphony CLO Ltd. 2.26%, 07/14/2026, 3 mo. USD LIBOR + 0.950%(1)(2) | | | 7,382,455 | |
| | | 7,550,000 | | | Voya CLO Ltd. 2.04%, 01/18/2029, 3 mo. USD LIBOR + 0.900%(1)(2) | | | 7,417,807 | |
| | | 2,028,000 | | | Wendy’s Funding LLC 3.88%, 03/15/2048(1) | | | 2,141,893 | |
| | | 1,791,900 | | | Wingstop Funding LLC 4.97%, 12/05/2048(1) | | | 1,867,877 | |
| | | | | | | | | | |
| | | | | | | | | 90,740,325 | |
| | | | | | | | | | |
| | | | | | Asset-Backed - Home Equity - 1.2% | |
| | | 2,780,000 | | | CPT Mortgage Trust 2.87%, 11/13/2039(1) | | | 3,025,760 | |
| | | | | | GSAA Home Equity Trust | |
| | | 5,357,086 | | | 0.27%, 02/25/2037, 1 mo. USD LIBOR + 0.080%(2) | | | 2,220,872 | |
| | | 2,340,296 | | | 0.37%, 11/25/2036, 1 mo. USD LIBOR + 0.180%(2) | | | 892,570 | |
| | | 586,975 | | | 5.99%, 06/25/2036(3) | | | 240,933 | |
| | | | | | Legacy Mortgage Asset Trust | |
| | | 3,498,286 | | | 3.00%, 06/25/2059(1)(4) | | | 3,495,671 | |
| | | 4,366,516 | | | 3.25%, 11/25/2059(1)(4) | | | 4,343,027 | |
| | | 6,758,939 | | | 4.00%, 03/25/2058(1)(4) | | | 6,923,817 | |
| | | 81,009 | | | Morgan Stanley Asset-Backed Securities Capital, Inc. Trust 0.34%, 06/25/2036, 1 mo. USD LIBOR + 0.150%(2) | | | 68,753 | |
| | | 1,370,730 | | | Morgan Stanley Mortgage Loan Trust 0.36%, 11/25/2036, 1 mo. USD LIBOR + 0.170%(2) | | | 535,546 | |
| | | | | | Soundview Home Loan Trust | |
| | | 2,488,875 | | | 0.37%, 07/25/2037, 1 mo. USD LIBOR + 0.180%(2) | | | 2,296,193 | |
| | | 435,000 | | | 0.44%, 11/25/2036, 1 mo. USD LIBOR + 0.250%(2) | | | 383,096 | |
| | | | | | | | | | |
| | | | | | | | | 24,426,238 | |
| | | | | | | | | | |
| | | | | Commercial Mortgage - Backed Securities - 5.9% | |
| | | | | | Banc of America Commercial Mortgage Trust | |
| | | 39,679,267 | | | 0.88%, 11/15/2050(3)(5) | | | 1,700,800 | |
| | | 4,661,812 | | | 0.95%, 11/15/2054(3)(5) | | | 211,853 | |
| | | | | | BBCMS Mortgage Trust | |
| | | 8,553,000 | | | 1.04%, 08/15/2036, 1 mo. USD LIBOR + 0.850%(1)(2) | | | 8,167,644 | |
| | | 28,515,798 | | | 1.66%, 02/15/2050(3)(5) | | | 1,822,770 | |
| | | | | | Benchmark Mortgage Trust | |
| | | 11,934,045 | | | 0.66%, 01/15/2051(3)(5) | | | 357,398 | |
| | | 20,204,033 | | | 0.69%, 07/15/2051(3)(5) | | | 606,547 | |
| | | 8,969,204 | | | 1.21%, 08/15/2052(3)(5) | | | 589,687 | |
| | | 5,068,400 | | | BX Commercial Mortgage Trust 1.11%, 10/15/2036, 1 mo. USD LIBOR + 0.920%(1)(2) | | | 5,029,821 | |
| | | 2,920,000 | | | CAMB Commercial Mortgage Trust 2.74%, 12/15/2037, 1 mo. USD LIBOR + 2.550%(1)(2) | | | 2,759,984 | |
| | | 3,855,000 | | | CD Commercial Mortgage Trust 2.46%, 08/10/2049 | | | 4,021,358 | |
| | | | | | Citigroup Commercial Mortgage Trust | |
| | | 19,965,440 | | | 1.09%, 07/10/2047(3)(5) | | | 635,177 | |
| | | 21,764,910 | | | 1.19%, 04/10/2048(3)(5) | | | 909,593 | |
| | | | | | Commercial Mortgage Trust | |
| | | 7,138,842 | | | 0.73%, 02/10/2047(3)(5) | | | 127,173 | |
| | | 3,934,414 | | | 0.82%, 08/10/2046(3)(5) | | | 70,707 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 24.2% - (continued) | |
| | | | | Commercial Mortgage - Backed Securities - 5.9% - (continued) | |
$ | | | 4,475,000 | | | 1.09%, 10/15/2036, 1 mo. USD LIBOR + 0.900%(1)(2) | | $ | 4,371,719 | |
| | | 519,192 | | | 1.85%, 07/10/2046(1)(3)(5) | | | 23 | |
| | | 948,544 | | | 2.82%, 10/15/2045 | | | 964,341 | |
| | | 1,659,863 | | | 2.85%, 10/15/2045 | | | 1,692,407 | |
| | | 1,145,000 | | | 3.10%, 03/10/2046 | | | 1,174,479 | |
| | | 568,061 | | | 3.21%, 03/10/2046 | | | 591,613 | |
| | | 6,780,000 | | | 3.42%, 03/10/2031(1) | | | 7,203,530 | |
| | | 1,260,000 | | | 3.61%, 06/10/2046(3) | | | 1,336,265 | |
| | | 1,032,661 | | | 4.02%, 07/10/2045 | | | 1,094,317 | |
| | | 630,000 | | | 4.07%, 02/10/2047(3) | | | 686,013 | |
| | | 1,045,000 | | | 4.21%, 08/10/2046(3) | | | 1,130,747 | |
| | | 535,000 | | | 4.24%, 02/10/2047(3) | | | 580,713 | |
| | | 615,085 | | | 4.36%, 07/10/2045(3) | | | 656,713 | |
| | | 720,000 | | | 4.75%, 10/15/2045(1)(3) | | | 36,000 | |
| | | 1,920,000 | | | 4.75%, 10/15/2045(1)(3) | | | 1,019,078 | |
| | | 47,661 | | | Credit Suisse First Boston Mortgage Securities Corp. 4.88%, 04/15/2037 | | | 46,441 | |
| | | | | | CSAIL Commercial Mortgage Trust | |
| | | 59,114,040 | | | 0.89%, 06/15/2057(3)(5) | | | 1,665,047 | |
| | | 3,230,929 | | | 1.07%, 11/15/2048(3)(5) | | | 103,927 | |
| | | 8,690,183 | | | 2.06%, 01/15/2049(3)(5) | | | 644,858 | |
| | | 4,637,261 | | | DBUBS Mortgage Trust 0.87%, 11/10/2046(1)(3)(5) | | | 583 | |
| | | 2,904,211 | | | Four Times Square Trust Commercial Mortgage Pass-Through Certificates 5.40%, 12/13/2028(1) | | | 2,930,087 | |
| | | 4,340,000 | | | GS Mortgage Securities Corp. 2.95%, 11/05/2034(1) | | | 4,313,847 | |
| | | | | | GS Mortgage Securities Trust | |
| | | 44,165,973 | | | 0.11%, 07/10/2046(3)(5) | | | 103,609 | |
| | | 6,262,910 | | | 1.49%, 08/10/2044(1)(3)(5) | | | 58,859 | |
| | | 1,580,166 | | | 3.67%, 04/10/2047(1) | | | 559,695 | |
| | | 785,121 | | | 4.07%, 01/10/2047 | | | 848,361 | |
| | | 2,215,000 | | | 5.13%, 04/10/2047(1)(3) | | | 1,750,803 | |
| | | | | | JP Morgan Chase Commercial Mortgage Securities Trust | |
| | | 2,185,000 | | | 2.73%, 10/15/2045(1)(3) | | | 1,140,483 | |
| | | 1,400,000 | | | 2.81%, 01/16/2037(1) | | | 1,422,593 | |
| | | 608,397 | | | 2.84%, 12/15/2047 | | | 623,344 | |
| | | 1,290,924 | | | 4.57%, 12/15/2047(1)(3) | | | 983,715 | |
| | | | | | JPMBB Commercial Mortgage Securities Trust | |
| | | 20,611,234 | | | 0.78%, 09/15/2047(3)(5) | | | 434,458 | |
| | | 5,615,877 | | | 0.84%, 05/15/2048(3)(5) | | | 129,969 | |
| | | 855,054 | | | 3.36%, 07/15/2045 | | | 893,100 | |
| | | | | | Morgan Stanley Bank of America Merrill Lynch Trust | |
| | | 10,881,974 | | | 1.15%, 12/15/2047(3)(5) | | | 362,568 | |
| | | 1,500,885 | | | 1.17%, 10/15/2048(3)(5) | | | 60,030 | |
| | | 1,530,000 | | | 3.13%, 12/15/2048 | | | 1,581,833 | |
| | | 1,320,000 | | | 3.18%, 08/15/2045 | | | 1,349,146 | |
| | | 795,172 | | | 4.26%, 10/15/2046(3) | | | 850,983 | |
| | | | | | Morgan Stanley Capital Trust | |
| | | 9,933,044 | | | 0.65%, 09/15/2047(1)(3)(5) | | | 3,806 | |
| | | 8,118,507 | | | 1.59%, 06/15/2050(3)(5) | | | 518,451 | |
| | | 4,920,000 | | | 3.47%, 08/11/2033(1) | | | 5,029,822 | |
| | | 1,460,000 | | | 5.42%, 07/15/2049(1)(3) | | | 921,245 | |
| | | 82,680 | | | 5.77%, 10/12/2052(1)(3) | | | 18,630 | |
| | | 2,475,000 | | | MTRO Commercial Mortgage Trust 1.99%, 12/15/2033, 1 mo. USD LIBOR + 1.800%(1)(2) | | | 2,332,575 | |
| | | 1,370,000 | | | Natixis Commercial Mortgage Securities Trust 2.91%, 10/15/2036(1) | | | 1,337,239 | |
| | | 791,098 | | | Oaktown Re II Ltd. 1.74%, 07/25/2028, 1 mo. USD LIBOR + 1.550%(1)(2) | | | 787,096 | |
| | | 790,000 | | | SFAVE Commercial Mortgage Securities Trust 3.87%, 01/05/2043(1)(3) | | | 845,089 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 24.2% - (continued) | |
| | | | | Commercial Mortgage - Backed Securities - 5.9% - (continued) | |
$ | | | 5,410,000 | | | SG Commercial Mortgage Securities Trust 2.63%, 03/15/2037(1) | | $ | 5,413,679 | |
| | | 5,750,228 | | | Stanwich Mortgage Loan Trust 3.48%, 11/16/2024(1)(4) | | | 5,771,251 | |
| | | 4,611,958 | | | UBS Commercial Mortgage Trust 1.23%, 08/15/2050(3)(5) | | | 259,689 | |
| | | | | | UBS-Barclays Commercial Mortgage Trust | |
| | | 790,000 | | | 2.85%, 12/10/2045 | | | 812,788 | |
| | | 2,260,736 | | | 3.09%, 08/10/2049 | | | 2,329,729 | |
| | | 2,065,000 | | | 3.19%, 03/10/2046 | | | 2,138,069 | |
| | | 775,000 | | | 3.24%, 04/10/2046 | | | 804,297 | |
| | | | | | Wells Fargo Commercial Mortgage Trust | |
| | | 16,709,361 | | | 1.25%, 05/15/2048(3)(5) | | | 679,337 | |
| | | 1,036,612 | | | 2.92%, 10/15/2045 | | | 1,065,846 | |
| | | 3,085,000 | | | 2.94%, 10/15/2049 | | | 3,311,568 | |
| | | 430,000 | | | 4.30%, 05/15/2048(3) | | | 334,323 | |
| | | | | | Wells Fargo N.A. | |
| | | 20,134,482 | | | 0.72%, 11/15/2062(3)(5) | | | 944,186 | |
| | | 9,813,031 | | | 0.77%, 11/15/2062(3)(5) | | | 479,614 | |
| | | 35,540,132 | | | 0.89%, 01/15/2063(3)(5) | | | 2,306,242 | |
| | | 19,828,343 | | | 0.96%, 09/15/2062(3)(5) | | | 1,258,356 | |
| | | 12,813,436 | | | 1.05%, 05/15/2062(3)(5) | | | 839,115 | |
| | | | | | WF-RBS Commercial Mortgage Trust | |
| | | 255,115 | | | 2.88%, 12/15/2045 | | | 261,574 | |
| | | 1,215,000 | | | 3.00%, 08/15/2045 | | | 1,237,516 | |
| | | 1,150,000 | | | 3.07%, 03/15/2045 | | | 1,188,554 | |
| | | 450,000 | | | 3.35%, 05/15/2045 | | | 460,034 | |
| | | 977,717 | | | 3.72%, 05/15/2047 | | | 1,034,266 | |
| | | 230,000 | | | 4.05%, 03/15/2047 | | | 247,393 | |
| | | 1,095,000 | | | 4.15%, 08/15/2046(3) | | | 1,158,719 | |
| | | 710,000 | | | 5.00%, 06/15/2044(1)(3) | | | 348,254 | |
| | | 790,000 | | | 5.77%, 04/15/2045(1)(3) | | | 764,765 | |
| | | | | | | | | | |
| | | | | | | | | 119,649,926 | |
| | | | | | | | | | |
| | | | | Other Asset - Backed Securities - 3.2% | |
| | | 946,434 | | | AASET Trust 3.35%, 01/16/2040(1) | | | 833,645 | |
| | | 1,442,750 | | | Domino’s Pizza Master Issuer LLC 3.67%, 10/25/2049(1) | | | 1,511,411 | |
| | | 5,615,424 | | | Galaxy CLO Ltd. 1.18%, 11/15/2026, 3 mo. USD LIBOR + 0.790%(1)(2) | | | 5,521,562 | |
| | | 2,976,704 | | | OnDeck Asset Securitization Trust LLC 2.65%, 11/18/2024(1) | | | 2,977,394 | |
| | | | | | Pretium Mortgage Credit Partners LLC | |
| | | 4,415,152 | | | 2.86%, 05/27/2059(1)(4) | | | 4,342,271 | |
| | | 3,457,508 | | | 3.11%, 07/27/2059(1)(4) | | | 3,436,283 | |
| | | 583,117 | | | Sapphire Aviation Finance Ltd. 3.23%, 03/15/2040(1) | | | 482,111 | |
| | | 5,527,329 | | | Seasoned Credit Risk Transfer Trust 3.50%, 03/25/2058 | | | 6,255,879 | |
| | | | | | Towd Point Mortgage Trust | |
| | | 4,164,834 | | | 0.79%, 02/25/2057, 1 mo. USD LIBOR + 0.600%(1)(2) | | | 4,127,420 | |
| | | 2,134,086 | | | 2.25%, 04/25/2056(1)(3) | | | 2,146,234 | |
| | | 480,402 | | | 2.75%, 02/25/2055(1)(3) | | | 486,103 | |
| | | 2,047,041 | | | 2.75%, 08/25/2055(1)(3) | | | 2,094,099 | |
| | | 5,564,863 | | | 2.75%, 10/25/2056(1)(3) | | | 5,694,025 | |
| | | 1,420,523 | | | 2.75%, 04/25/2057(1)(3) | | | 1,445,495 | |
| | | 4,176,422 | | | 2.75%, 06/25/2057(1)(3) | | | 4,299,502 | |
| | | 2,734,692 | | | 2.75%, 07/25/2057(1)(3) | | | 2,799,943 | |
| | | 272,830 | | | 3.00%, 03/25/2054(1)(3) | | | 274,887 | |
| | | 2,148,865 | | | Vericrest Opportunity Loan Trust 3.35%, 08/25/2049(1)(4) | | | 2,149,269 | |
| | | 2,230,732 | | | VOLT LXIV LLC 3.38%, 10/25/2047(1)(4) | | | 2,229,389 | |
| | | 4,178,070 | | | VOLT LXXX LLC 3.23%, 10/25/2049(1)(4) | | | 4,158,590 | |
| | | 1,723,731 | | | VOLT LXXXIII LLC 3.33%, 11/26/2049(1)(4) | | | 1,720,693 | |
| | | 5,963,660 | | | VOLT LXXXIV LLC 3.43%, 12/27/2049(1)(4) | | | 5,947,675 | |
| | | | | | | | | | |
| | | | | | | | | 64,933,880 | |
| | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 24.2% - (continued) | |
| | | | | Whole Loan Collateral CMO - 8.6% | |
| | | | | | Alternative Loan Trust | |
$ | | | 880,401 | | | 0.51%, 11/25/2035, 1 mo. USD LIBOR + 0.320%(2) | | $ | 750,178 | |
| | | 198,364 | | | 0.73%, 01/25/2036, 1 mo. USD LIBOR + 0.540%(2) | | | 184,200 | |
| | | 847,076 | | | 5.75%, 05/25/2036 | | | 583,183 | |
| | | 1,140,943 | | | Angel Oak Mortgage Trust LLC 3.63%, 03/25/2049(1)(3) | | | 1,168,981 | |
| | | 5,567,221 | | | Arroyo Mortgage Trust 3.35%, 04/25/2049(1)(3) | | | 5,697,955 | |
| | | | | | Banc of America Funding Trust | |
| | | 1,055,429 | | | 0.49%, 05/20/2047, 1 mo. USD LIBOR + 0.300%(2) | | | 1,074,526 | |
| | | 3,369,904 | | | 5.77%, 05/25/2037(3) | | | 3,276,440 | |
| | | 132,885 | | | 5.85%, 01/25/2037(4) | | | 137,289 | |
| | | 813,520 | | | BCAP LLC Trust 0.37%, 03/25/2037, 1 mo. USD LIBOR + 0.180%(2) | | | 725,309 | |
| | | 246,130 | | | Bear Stearns Adjustable Rate Mortgage Trust 4.27%, 10/25/2035, 12 mo. USD CMT + 2.300%(2) | | | 242,494 | |
| | | 935,330 | | | Bear Stearns Alt-A Trust 0.69%, 01/25/2036, 1 mo. USD LIBOR + 0.500%(2) | | | 1,068,630 | |
| | | 379,006 | | | Bear Stearns Mortgage Funding Trust 0.37%, 10/25/2036, 1 mo. USD LIBOR + 0.180%(2) | | | 338,234 | |
| | | | | | Bellemeade Re Ltd. | |
| | | 210,576 | | | 1.49%, 03/25/2029, 1 mo. USD LIBOR + 1.300%(1)(2) | | | 209,703 | |
| | | 1,851,116 | | | 1.59%, 10/25/2029, 1 mo. USD LIBOR + 1.400%(1)(2) | | | 1,844,732 | |
| | | | | | CHL Mortgage Pass-Through Trust | |
| | | 432,219 | | | 3.40%, 11/20/2035(3) | | | 358,411 | |
| | | 1,719,825 | | | 3.77%, 09/25/2047(3) | | | 1,555,387 | |
| | | 4,024,849 | | | CIM Trust 3.00%, 04/25/2057(1)(3) | | | 4,087,370 | |
| | | 1,696,043 | | | Citigroup Mortgage Loan Trust 3.23%, 11/25/2070(1)(4) | | | 1,700,039 | |
| | | 4,485,000 | | | Colombia Cent CLO Ltd. 2.14%, 10/25/2028, 3 mo. USD LIBOR + 1.150%(1)(2) | | | 4,424,466 | |
| | | 1,884,048 | | | COLT Mortgage Loan Trust 3.34%, 05/25/2049(1)(3) | | | 1,906,318 | |
| | | | | | Connecticut Avenue Securities Trust | |
| | | 2,409,494 | | | 2.19%, 07/25/2039, 1 mo. USD LIBOR + 2.000%(1)(2) | | | 2,356,683 | |
| | | 2,767,645 | | | 2.29%, 06/25/2039, 1 mo. USD LIBOR + 2.100%(1)(2) | | | 2,686,797 | |
| | | 1,555,510 | | | 2.34%, 09/25/2031, 1 mo. USD LIBOR + 2.150%(1)(2) | | | 1,536,012 | |
| | | 1,335,374 | | | 2.34%, 11/25/2039, 1 mo. USD LIBOR + 2.150%(1)(2) | | | 1,223,202 | |
| | | 1,615,435 | | | 2.49%, 08/25/2031, 1 mo. USD LIBOR + 2.300%(1)(2) | | | 1,591,135 | |
| | | 1,678,753 | | | Credit Suisse First Boston Mortgage Securities Corp. 5.50%, 06/25/2035 | | | 1,556,594 | |
| | | 2,200,325 | | | CSMC Trust 3.25%, 04/25/2047(1)(3) | | | 2,268,326 | |
| | | 585,124 | | | Deephaven Residential Mortgage Trust 2.45%, 06/25/2047(1)(3) | | | 584,702 | |
| | | | | | Fannie Mae Connecticut Avenue Securities | |
| | | 1,776,808 | | | 3.74%, 07/25/2029, 1 mo. USD LIBOR + 3.550%(2) | | | 1,806,428 | |
| | | 2,696,278 | | | 4.54%, 05/25/2029, 1 mo. USD LIBOR + 4.350%(2) | | | 2,789,230 | |
| | | 1,001,402 | | | 5.09%, 11/25/2024, 1 mo. USD LIBOR + 4.900%(2) | | | 1,028,323 | |
| | | 500,076 | | | 5.89%, 04/25/2028, 1 mo. USD LIBOR + 5.700%(2) | | | 525,546 | |
| | | 409,704 | | | 6.19%, 09/25/2028, 1 mo. USD LIBOR + 6.000%(2) | | | 424,849 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 24.2% - (continued) | |
| | | | | Whole Loan Collateral CMO - 8.6% - (continued) | |
$ | | | 25,347 | | | GMACM Mortgage Loan Trust 3.74%, 04/19/2036(3) | | $ | 21,377 | |
| | | | | | GSR Mortgage Loan Trust | |
| | | 1,032,502 | | | 0.49%, 01/25/2037, 1 mo. USD LIBOR + 0.300%(2) | | | 322,491 | |
| | | 1,527,549 | | | 3.85%, 01/25/2036(3) | | | 1,480,197 | |
| | | | | | HarborView Mortgage Loan Trust | |
| | | 931,504 | | | 0.38%, 01/19/2038, 1 mo. USD LIBOR + 0.190%(2) | | | 818,770 | |
| | | 3,209,100 | | | 0.43%, 12/19/2036, 1 mo. USD LIBOR + 0.240%(2) | | | 2,851,527 | |
| | | 905,561 | | | Home Re Ltd. 1.79%, 10/25/2028, 1 mo. USD LIBOR + 1.600%(1)(2) | | | 902,938 | |
| | | 1,057,409 | | | IndyMac Index Mortgage Loan Trust 3.50%, 03/25/2036(3) | | | 893,594 | |
| | | 223,985 | | | JP Morgan Mortgage Trust 3.94%, 04/25/2037(3) | | | 196,384 | |
| | | 2,735,000 | | | LCM XX L.P. 2.18%, 10/20/2027, 3 mo. USD LIBOR + 1.040%(1)(2) | | | 2,693,031 | |
| | | 1,045,800 | | | Lehman XS Trust 0.40%, 07/25/2046, 1 mo. USD LIBOR + 0.210%(2) | | | 989,160 | |
| | | | | | LSTAR Securities Investment Ltd. | |
| | | 1,881,274 | | | 1.67%, 04/01/2024, 1 mo. USD LIBOR + 1.500%(1)(2) | | | 1,789,115 | |
| | | 4,414,849 | | | 1.67%, 05/01/2024, 1 mo. USD LIBOR + 1.500%(1)(2) | | | 4,071,920 | |
| | | | | | LSTAR Securities Investment Trust | |
| | | 590,497 | | | 1.67%, 04/01/2024, 1 mo. USD LIBOR + 1.500%(1)(2) | | | 580,784 | |
| | | 1,954,660 | | | 1.87%, 03/01/2024, 1 mo. USD LIBOR + 1.700%(1)(2) | | | 1,946,806 | |
| | | 320,331 | | | MASTR Adjustable Rate Mortgages Trust 4.09%, 11/21/2034(3) | | | 319,900 | |
| | | 879,454 | | | MFA Trust 2.59%, 02/25/2057(1)(3) | | | 885,389 | |
| | | 3,363,000 | | | Mortgage Insurance-Linked Notes 2.09%, 11/26/2029, 1 mo. USD LIBOR + 1.900%(1)(2) | | | 3,275,360 | |
| | | 4,995,000 | | | New Residential Advance Receivables Trust 2.33%, 10/15/2051(1) | | | 4,930,680 | |
| | | | | | New Residential Mortgage Loan Trust | |
| | | 4,252,610 | | | 0.94%, 01/25/2048, 1 mo. USD LIBOR + 0.750%(1)(2) | | | 4,208,836 | |
| | | 3,644,439 | | | 1.69%, 06/25/2057, 1 mo. USD LIBOR + 1.500%(1)(2) | | | 3,649,658 | |
| | | 1,940,683 | | | 2.49%, 09/25/2059(1)(3) | | | 1,953,981 | |
| | | 3,167,282 | | | 3.50%, 08/25/2059(1)(3) | | | 3,299,578 | |
| | | 3,481,340 | | | 3.75%, 11/26/2035(1)(3) | | | 3,718,662 | |
| | | 3,133,424 | | | 3.75%, 11/25/2056(1)(3) | | | 3,330,256 | |
| | | 5,648,216 | | | 4.00%, 02/25/2057(1)(3) | | | 6,048,113 | |
| | | 5,719,277 | | | 4.00%, 03/25/2057(1)(3) | | | 6,144,561 | |
| | | 4,426,887 | | | 4.00%, 04/25/2057(1)(3) | | | 4,734,659 | |
| | | 3,500,610 | | | 4.00%, 05/25/2057(1)(3) | | | 3,755,981 | |
| | | 4,881,636 | | | 4.00%, 08/27/2057(1)(3) | | | 5,205,291 | |
| | | 2,081,974 | | | 4.00%, 12/25/2057(1)(3) | | | 2,206,143 | |
| | | 267,669 | | | Oaktown Re III Ltd. 1.57%, 07/25/2029, 1 mo. USD LIBOR + 1.400%(1)(2) | | | 267,669 | |
| | | 7,485,000 | | | OZLM Ltd. 1.81%, 04/30/2027, 3 mo. USD LIBOR + 1.050%(1)(2) | | | 7,410,420 | |
| | | 2,715,729 | | | PMT Credit Risk Transfer Trust 2.18%, 03/27/2024, 1 mo. USD LIBOR + 2.000%(1)(2) | | | 2,673,144 | |
| | | 1,543,731 | | | Preston Ridge Partners Mortgage Trust LLC 3.50%, 10/25/2024(1)(3) | | | 1,531,542 | |
| | | 1,069,128 | | | RBSGC Mortgage Loan Trust 6.25%, 01/25/2037 | | | 1,043,838 | |
| | | 708,791 | | | Residential Accredit Loans, Inc. 6.00%, 12/25/2035 | | | 688,726 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 24.2% - (continued) | |
| | | | | Whole Loan Collateral CMO - 8.6% - (continued) | |
| | | | | | Seasoned Credit Risk Transfer Trust | |
$ | | | 3,314,560 | | | 2.50%, 08/25/2059 | | $ | 3,533,770 | |
| | | 2,080,065 | | | 3.50%, 11/25/2057 | | | 2,375,467 | |
| | | 5,523,331 | | | 3.50%, 07/25/2058 | | | 6,343,175 | |
| | | 5,776,881 | | | 3.50%, 10/25/2058 | | | 6,556,873 | |
| | | 743,512 | | | Structured Agency Credit Risk Trust 1.84%, 04/25/2043, 1 mo. USD LIBOR + 1.650%(1)(2) | | | 734,746 | |
| | | | | | Vericrest Opportunity Loan Trust | |
| | | 3,071,367 | | | 3.18%, 10/25/2049(1)(4) | | | 3,041,812 | |
| | | 4,258,823 | | | 3.28%, 11/25/2049(1)(4) | | | 4,254,009 | |
| | | | | | WaMu Mortgage Pass-Through Certificates Trust | |
| | | 552,496 | | | 0.61%, 06/25/2044, 1 mo. USD LIBOR + 0.420%(2) | | | 535,211 | |
| | | 2,758,977 | | | 2.51%, 12/25/2046, 12 mo. USD MTA + 0.820%(2) | | | 2,391,742 | |
| | | 1,023,922 | | | 3.13%, 06/25/2037(3) | | | 917,484 | |
| | | 36,399,868 | | | Wells Fargo Commercial Mortgage Trust 1.22%, 09/15/2057(3)(5) | | | 1,318,185 | |
| | | | | | | | | | |
| | | | | | | | | 174,554,627 | |
| | | | | | | | | | |
| | |
| | | Total Asset & Commercial Mortgage-Backed Securities (cost $496,848,582) | | $ | 493,670,526 | |
| | | | | | | | | | |
| |
CORPORATE BONDS - 39.8% | | | |
| | | Advertising - 0.0% | |
$ | | | 175,000 | | | Lamar Media Corp. 3.75%, 02/15/2028(1) | | $ | 164,990 | |
| | | | | | | | | | |
| | | | | Aerospace/Defense - 0.7% | |
| | | | | | Boeing Co. | |
| | | 3,740,000 | | | 5.04%, 05/01/2027 | | | 4,124,504 | |
| | | 1,390,000 | | | 5.15%, 05/01/2030 | | | 1,549,892 | |
| | | | | | L3Harris Technologies, Inc. | |
| | | 2,405,000 | | | 2.90%, 12/15/2029 | | | 2,589,864 | |
| | | 2,127,000 | | | 3.85%, 06/15/2023 | | | 2,314,326 | |
| | | 595,000 | | | Lockheed Martin Corp. 1.85%, 06/15/2030 | | | 611,598 | |
| | | | | | United Technologies Corp. | |
| | | 32,000 | | | 3.65%, 08/16/2023 | | | 34,655 | |
| | | 1,565,000 | | | 3.95%, 08/16/2025 | | | 1,780,719 | |
| | | 1,220,000 | | | 4.45%, 11/16/2038 | | | 1,492,195 | |
| | | 400,000 | | | 4.63%, 11/16/2048 | | | 519,309 | |
| | | | | | | | | | |
| | | | | | | | | 15,017,062 | |
| | | | | | | | | | |
| | | | | Agriculture - 0.7% | |
| | | | | | Altria Group, Inc. | |
| | | 405,000 | | | 2.63%, 09/16/2026 | | | 431,892 | |
| | | 975,000 | | | 3.40%, 05/06/2030 | | | 1,049,051 | |
| | | 765,000 | | | 3.88%, 09/16/2046 | | | 764,023 | |
| | | 810,000 | | | 4.40%, 02/14/2026 | | | 932,677 | |
| | | 1,135,000 | | | 4.80%, 02/14/2029 | | | 1,325,157 | |
| | | 1,605,000 | | | 5.38%, 01/31/2044 | | | 1,930,220 | |
| | | 310,000 | | | 5.80%, 02/14/2039 | | | 383,367 | |
| | | 680,000 | | | 5.95%, 02/14/2049 | | | 891,883 | |
| | | 895,000 | | | Archer-Daniels-Midland Co. 3.25%, 03/27/2030 | | | 1,018,285 | |
| | | | | | BAT Capital Corp. | |
| | | 2,395,000 | | | 2.79%, 09/06/2024 | | | 2,523,732 | |
| | | 455,000 | | | 4.39%, 08/15/2037 | | | 496,454 | |
| | | 1,760,000 | | | Kernel Holding S.A. 6.50%, 10/17/2024(6) | | | 1,742,400 | |
| | | | | | | | | | |
| | | | | | | | | 13,489,141 | |
| | | | | | | | | | |
| | | | | Apparel - 0.0% | |
| | | 240,000 | | | Hanesbrands, Inc. 4.88%, 05/15/2026(1) | | | 241,800 | |
| | | | | | | | | | |
| | | | | Auto Manufacturers - 0.1% | |
| | | | | | General Motors Co. | |
| | | 1,260,000 | | | 5.20%, 04/01/2045 | | | 1,220,409 | |
| | | 540,000 | | | 6.13%, 10/01/2025 | | | 606,790 | |
| | | | | | | | | | |
| | | | | | | | | 1,827,199 | |
| | | | | | | | | | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| |
CORPORATE BONDS - 39.8% - (continued) | | | |
| | | | | Auto Parts & Equipment - 0.0% | |
$ | | | 140,000 | | | Goodyear Tire & Rubber Co. 5.00%, 05/31/2026 | | $ | 130,410 | |
| | | | | | | | | | |
| | | | | Beverages - 1.5% | |
| | | | | | Anheuser-Busch InBev Worldwide, Inc. | |
| | | 2,549,000 | | | 3.75%, 07/15/2042 | | | 2,728,365 | |
| | | 1,145,000 | | | 4.60%, 04/15/2048 | | | 1,340,356 | |
| | | 1,575,000 | | | 4.75%, 04/15/2058 | | | 1,902,216 | |
| | | 4,069,000 | | | 5.45%, 01/23/2039 | | | 5,141,129 | |
| | | 2,175,000 | | | Coca-Cola Co. 1.65%, 06/01/2030 | | | 2,215,293 | |
| | | | | | Constellation Brands, Inc. | |
| | | 1,275,000 | | | 2.65%, 11/07/2022 | | | 1,329,895 | |
| | | 420,000 | | | 2.88%, 05/01/2030 | | | 445,006 | |
| | | 1,897,000 | | | 3.15%, 08/01/2029 | | | 2,034,110 | |
| | | 2,681,000 | | | 3.60%, 02/15/2028 | | | 2,970,566 | |
| | | 590,000 | | | 4.65%, 11/15/2028 | | | 693,409 | |
| | | 3,688,000 | | | Diageo Capital plc 2.00%, 04/29/2030 | | | 3,815,429 | |
| | | 440,000 | | | Keurig Dr Pepper, Inc. 3.20%, 05/01/2030 | | | 489,490 | |
| | | 2,200,000 | | | Molson Coors Brewing Co. 3.00%, 07/15/2026 | | | 2,288,807 | |
| | | 2,730,000 | | | PepsiCo, Inc. 3.63%, 03/19/2050 | | | 3,285,846 | |
| | | | | | | | | | |
| | | | | | | | | 30,679,917 | |
| | | | | | | | | | |
| | | | | Biotechnology - 0.5% | |
| | | | | | Amgen, Inc. | |
| | | 545,000 | | | 1.90%, 02/21/2025 | | | 568,588 | |
| | | 975,000 | | | 2.20%, 02/21/2027 | | | 1,028,203 | |
| | | 4,615,000 | | | 2.30%, 02/25/2031 | | | 4,829,600 | |
| | | 1,380,000 | | | 2.45%, 02/21/2030 | | | 1,459,126 | |
| | | 1,315,000 | | | 2.65%, 05/11/2022 | | | 1,361,646 | |
| | | 1,050,000 | | | 3.38%, 02/21/2050 | | | 1,170,853 | |
| | | | | | | | | | |
| | | | | | | | | 10,418,016 | |
| | | | | | | | | | |
| | | | | Chemicals - 0.7% | |
| | | | | | Air Products and Chemicals, Inc. | |
| | | 295,000 | | | 1.50%, 10/15/2025 | | | 304,291 | |
| | | 560,000 | | | 1.85%, 05/15/2027 | | | 586,767 | |
| | | 1,490,000 | | | Alpek S.A.B. de C.V. 4.25%, 09/18/2029(1) | | | 1,471,375 | |
| | | 290,000 | | | Chemours Co. 5.38%, 05/15/2027 | | | 262,070 | |
| | | 516,000 | | | Dow Chemical Co. 4.80%, 05/15/2049 | | | 612,346 | |
| | | 2,760,000 | | | DuPont de Nemours, Inc. 4.21%, 11/15/2023 | | | 3,025,229 | |
| | | 185,000 | | | Ecolab, Inc. 4.80%, 03/24/2030 | | | 234,428 | |
| | | 860,000 | | | LYB International Finance LLC 2.88%, 05/01/2025 | | | 915,825 | |
| | | 290,000 | | | Olin Corp. 5.13%, 09/15/2027 | | | 271,150 | |
| | | | | | Sherwin-Williams Co. | |
| | | 720,000 | | | 2.30%, 05/15/2030 | | | 734,915 | |
| | | 1,200,000 | | | 2.95%, 08/15/2029 | | | 1,290,047 | |
| | | 525,000 | | | 3.30%, 05/15/2050 | | | 532,456 | |
| | | 460,000 | | | 4.50%, 06/01/2047 | | | 559,992 | |
| | | 1,810,000 | | | Syngenta Finance N.V. 4.89%, 04/24/2025(1) | | | 1,902,875 | |
| | | 545,000 | | | Westlake Chemical Corp. 3.38%, 06/15/2030 | | | 556,212 | |
| | | | | | | | | | |
| | | | | | | | | 13,259,978 | |
| | | | | | | | | | |
| | | | | Commercial Banks - 6.5% | |
| | | | | | Bank of America Corp. | |
| | | 2,140,000 | | | 2.46%, 10/22/2025, (2.46% fixed rate until 10/22/2024; 3 mo. USD LIBOR + 0.870% thereafter)(7) | | | 2,248,194 | |
| | | 1,565,000 | | | 3.19%, 07/23/2030, (3.19% fixed rate until 07/23/2029; 3 mo. USD LIBOR + 1.180% thereafter)(7) | | | 1,727,614 | |
| | | 4,765,000 | | | 3.37%, 01/23/2026, (3.37% fixed rate until 01/23/2025; 3 mo. USD LIBOR + 0.810% thereafter)(7) | | | 5,204,301 | |
| | | 4,620,000 | | | 3.71%, 04/24/2028, (3.71% fixed rate until 04/24/2027; 3 mo. USD LIBOR + 1.512% thereafter)(7) | | | 5,222,289 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| |
CORPORATE BONDS - 39.8% - (continued) | | | |
| | | | | Commercial Banks - 6.5% - (continued) | |
$ | | | 4,305,000 | | | 4.08%, 03/20/2051, (4.08% fixed rate until 03/20/2050; 3 mo. USD LIBOR + 3.150% thereafter)(7) | | $ | 5,394,429 | |
| | | 2,150,000 | | | 7.75%, 05/14/2038 | | | 3,514,859 | |
| | | 2,105,000 | | | Bank of New York Mellon Corp. 2.10%, 10/24/2024 | | | 2,218,058 | |
| | | 1,940,000 | | | BNP Paribas S.A. 2.22%, 06/09/2026, (2.22% fixed rate until 06/09/2025; 3 mo. USD SOFR + 2.074% thereafter)(1)(7) | | | 1,986,591 | |
| | | 1,725,000 | | | Capital One Financial Corp. 3.90%, 01/29/2024 | | | 1,875,910 | |
| | | Citigroup, Inc. | |
| | | 1,555,000 | | | 2.31%, 11/04/2022, (2.31% fixed rate until 11/04/2021; 3 mo. USD SOFR + 0.867% thereafter)(7) | | | 1,585,662 | |
| | | 3,275,000 | | | 3.35%, 04/24/2025, (3.35% fixed rate until 04/24/2024; 3 mo. USD LIBOR + 0.897% thereafter)(7) | | | 3,538,570 | |
| | | 3,515,000 | | | 3.98%, 03/20/2030, (3.98% fixed rate until 03/20/2029; 3 mo. USD LIBOR + 1.338% thereafter)(7) | | | 4,039,333 | |
| | | 1,250,000 | | | 4.41%, 03/31/2031, (4.41% fixed rate until 03/31/2030; 3 mo. USD SOFR + 3.914% thereafter)(7) | | | 1,483,149 | |
| | | 940,000 | | | 4.45%, 09/29/2027 | | | 1,073,167 | |
| | | 3,285,000 | | | Credit Suisse Group AG 6.25%, 12/18/2024, (6.25% fixed rate until 12/18/2024; 5 year USD Swap + 3.455% thereafter)(1)(7)(8) | | | 3,421,919 | |
| | | Danske Bank A/S | |
| | | 1,890,000 | | | 5.00%, 01/12/2022(1) | | | 1,985,653 | |
| | | 1,970,000 | | | 5.38%, 01/12/2024(1) | | | 2,192,260 | |
| | | 1,640,000 | | | Fifth Third Bancorp 2.38%, 01/28/2025 | | | 1,730,772 | |
| | | Goldman Sachs Group, Inc. | |
| | | 965,000 | | | 2.91%, 07/24/2023, (2.91% fixed rate until 07/24/2022; 3 mo. USD LIBOR + 0.990% thereafter)(7) | | | 1,002,546 | |
| | | 920,000 | | | 3.69%, 06/05/2028, (3.69% fixed rate until 06/05/2027; 3 mo. USD LIBOR + 1.510% thereafter)(7) | | | 1,030,594 | |
| | | 2,145,000 | | | 3.81%, 04/23/2029, (3.81% fixed rate until 04/23/2028; 3 mo. USD LIBOR + 1.158% thereafter)(7) | | | 2,424,822 | |
| | | 1,250,000 | | | 4.22%, 05/01/2029, (4.22% fixed rate until 05/01/2028; 3 mo. USD LIBOR + 1.301% thereafter)(7) | | | 1,454,359 | |
| | | 65,000 | | | 6.25%, 02/01/2041 | | | 97,455 | |
| | | 1,890,000 | | | 6.75%, 10/01/2037 | | | 2,751,581 | |
| | | HSBC Holdings plc | |
| | | 1,305,000 | | | 2.95%, 05/25/2021 | | | 1,332,313 | |
| | | 1,200,000 | | | 4.58%, 06/19/2029, (4.58% fixed rate until 06/19/2028; 3 mo. USD LIBOR + 1.535% thereafter)(7) | | | 1,386,385 | |
| | | 235,000 | | | 4.95%, 03/31/2030 | | | 282,368 | |
| | | JP Morgan Chase & Co. | |
| | | 390,000 | | | 2.96%, 05/13/2031, (2.96% fixed rate until 05/13/2030; 3 mo. USD SOFR + 2.515% thereafter)(7) | | | 413,628 | |
| | | 930,000 | | | 3.11%, 04/22/2041, (3.11% fixed rate until 04/22/2040; 3 mo. USD SOFR + 2.460% thereafter)(7) | | | 1,004,483 | |
| | | 1,250,000 | | | 3.11%, 04/22/2051, (3.11% fixed rate until 04/22/2050; 3 mo. USD SOFR + 2.440% thereafter)(7) | | | 1,345,918 | |
| | | 2,160,000 | | | 3.22%, 03/01/2025, (3.22% fixed rate until 03/01/2024; 3 mo. USD LIBOR + 1.155% thereafter)(7) | | | 2,325,832 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| |
CORPORATE BONDS - 39.8% - (continued) | | | |
| | | | | Commercial Banks - 6.5% - (continued) | |
$ | | | 2,500,000 | | | 3.51%, 01/23/2029, (3.51% fixed rate until 01/23/2028; 3 mo. USD LIBOR + 0.945% thereafter)(7) | | $ | 2,792,553 | |
| | | 1,655,000 | | | 3.70%, 05/06/2030, (3.70% fixed rate until 05/06/2029; 3 mo. USD LIBOR + 1.160% thereafter)(7) | | | 1,901,164 | |
| | | 1,990,000 | | | 3.80%, 07/23/2024, (3.80% fixed rate until 07/23/2023; 3 mo. USD LIBOR + 0.890% thereafter)(7) | | | 2,158,711 | |
| | | 4,480,000 | | | 3.96%, 01/29/2027, (3.96% fixed rate until 01/29/2026; 3 mo. USD LIBOR + 1.245% thereafter)(7) | | | 5,102,932 | |
| | | 2,230,000 | | | 4.01%, 04/23/2029, (4.01% fixed rate until 04/23/2028; 3 mo. USD LIBOR + 1.120% thereafter)(7) | | | 2,573,223 | |
| | | 930,000 | | | 4.02%, 12/05/2024, (4.02% fixed rate until 12/05/2023; 3 mo. USD LIBOR + 1.000% thereafter)(7) | | | 1,024,761 | |
| | | 1,790,000 | | | KeyCorp. 2.55%, 10/01/2029 | | | 1,852,865 | |
GBP | | | 2,035,000 | | | Metro Bank plc 5.50%, 06/26/2028, (5.50% fixed rate until 06/26/2023; GUKG5 + 4.458% thereafter)(6)(7) | | | 1,358,344 | |
| | | Morgan Stanley | |
$ | | | 2,725,000 | | | 2.50%, 04/21/2021 | | | 2,770,628 | |
| | | 2,450,000 | | | 2.70%, 01/22/2031, (2.70% fixed rate until 01/22/2030; 3 mo. USD SOFR + 1.143% thereafter)(7) | | | 2,595,251 | |
| | | 100,000 | | | 2.75%, 05/19/2022 | | | 103,965 | |
| | | 3,640,000 | | | 3.59%, 07/22/2028, (3.59% fixed rate until 07/22/2027; 3 mo. USD LIBOR + 1.340% thereafter)(7) | | | 4,093,104 | |
| | | 720,000 | | | 3.63%, 01/20/2027 | | | 812,910 | |
| | | 2,775,000 | | | 4.00%, 07/23/2025 | | | 3,146,423 | |
| | | 750,000 | | | 4.43%, 01/23/2030, (4.43% fixed rate until 01/23/2029; 3 mo. USD LIBOR + 1.628% thereafter)(7) | | | 893,571 | |
| | | 600,000 | | | PNC Bank NA 2.70%, 10/22/2029 | | | 640,923 | |
| | | | | | PNC Financial Services Group, Inc. | |
| | | 835,000 | | | 2.20%, 11/01/2024 | | | 885,293 | |
| | | 2,870,000 | | | 2.55%, 01/22/2030 | | | 3,101,764 | |
| | | 1,435,000 | | | Santander Holdings USA, Inc. 3.70%, 03/28/2022 | | | 1,477,847 | |
| | | | | | State Street Corp. | |
| | | 150,000 | | | 2.35%, 11/01/2025, (2.35% fixed rate until 11/01/2024; 3 mo. USD SOFR + 0.940% thereafter)(7) | | | 158,939 | |
| | | 1,065,000 | | | 2.90%, 03/30/2026, (2.90% fixed rate until 03/30/2025; 3 mo. USD SOFR + 2.600% thereafter)(1)(7) | | | 1,152,826 | |
| | | 195,000 | | | 3.15%, 03/30/2031, (3.15% fixed rate until 03/30/2030; 3 mo. USD SOFR + 2.650% thereafter)(1)(7) | | | 218,564 | |
| | | 4,440,000 | | | Truist Bank 2.25%, 03/11/2030 | | | 4,481,558 | |
| | | 1,273,000 | | | UBS Group AG 2.65%, 02/01/2022(1) | | | 1,310,925 | |
| | | 2,685,000 | | | UniCredit S.p.A. 6.57%, 01/14/2022(1) | | | 2,836,878 | |
| | | | | | Wells Fargo & Co. | |
| | | 3,075,000 | | | 2.41%, 10/30/2025, (2.41% fixed rate until 10/30/2024; 3 mo. USD LIBOR + 0.825% thereafter)(7) | | | 3,201,070 | |
| | | 1,655,000 | | | 3.00%, 04/22/2026 | | | 1,807,264 | |
| | | 665,000 | | | 3.00%, 10/23/2026 | | | 724,696 | |
| | | 4,800,000 | | | 3.07%, 01/24/2023 | | | 4,973,821 | |
| | | 1,840,000 | | | 3.75%, 01/24/2024 | | | 2,010,473 | |
| | | 155,000 | | | 4.90%, 11/17/2045 | | | 198,699 | |
| | | 765,000 | | | 5.01%, 04/04/2051, (5.01% fixed rate until 04/04/2050; 3 mo. USD LIBOR + 4.240% thereafter)(7) | | | 1,061,806 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| |
CORPORATE BONDS - 39.8% - (continued) | | | |
| | | | | Commercial Banks - 6.5% - (continued) | |
$ | | | 645,000 | | | 5.61%, 01/15/2044 | | $ | 889,638 | |
| | | | | | | | | | |
| | | | | | | | | 131,608,403 | |
| | | | | | | | | | |
| | | | | Commercial Services - 0.9% | |
| | | | | | Ashtead Capital, Inc. | |
| | | 200,000 | | | 4.13%, 08/15/2025(1) | | | 204,000 | |
| | | 5,190,000 | | | 4.38%, 08/15/2027(1) | | | 5,334,593 | |
| | | | | | Equifax, Inc. | |
| | | 1,079,000 | | | 2.60%, 12/15/2025 | | | 1,149,377 | |
| | | 345,000 | | | 3.10%, 05/15/2030 | | | 368,016 | |
| | | | | | Global Payments, Inc. | |
| | | 1,510,000 | | | 2.90%, 05/15/2030 | | | 1,584,526 | |
| | | 655,000 | | | 3.20%, 08/15/2029 | | | 701,661 | |
| | | 4,150,000 | | | IHS Markit Ltd. 4.13%, 08/01/2023 | | | 4,537,651 | |
| | | 4,291,000 | | | Service Corp. International 5.13%, 06/01/2029 | | | 4,617,116 | |
| | | | | | United Rentals North America, Inc. | |
| | | 315,000 | | | 4.00%, 07/15/2030 | | | 304,677 | |
| | | 400,000 | | | 5.50%, 07/15/2025 | | | 410,500 | |
| | | | | | | | | | |
| | | | | | | | | 19,212,117 | |
| | | | | | | | | | |
| | | | | Construction Materials - 0.2% | |
| | | | | | Carrier Global Corp. | |
| | | 775,000 | | | 2.49%, 02/15/2027(1) | | | 789,489 | |
| | | 1,490,000 | | | 2.70%, 02/15/2031(1) | | | 1,485,636 | |
| | | 695,000 | | | 2.72%, 02/15/2030(1) | | | 698,018 | |
| | | | | | Standard Industries, Inc. | |
| | | 60,000 | | | 5.38%, 11/15/2024(1) | | | 61,650 | |
| | | 930,000 | | | 6.00%, 10/15/2025(1) | | | 957,221 | |
| | | | | | | | | | |
| | | | | | | | | 3,992,014 | |
| | | | | | | | | | |
| | | | | Diversified Financial Services - 0.6% | |
| | | 1,140,000 | | | AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.88%, 01/23/2028 | | | 1,029,678 | |
| | | 3,860,000 | | | BlackRock, Inc. 1.90%, 01/28/2031 | | | 3,941,302 | |
| | | 1,875,000 | | | GE Capital Funding LLC 4.40%, 05/15/2030(1) | | | 1,951,134 | |
| | | 475,000 | | | Mastercard, Inc. 3.35%, 03/26/2030 | | | 549,098 | |
| | | | | | Navient Corp. | |
| | | 460,000 | | | 5.88%, 03/25/2021 | | | 451,950 | |
| | | 390,000 | | | 7.25%, 01/25/2022 | | | 390,975 | |
| | | 4,220,000 | | | Power Finance Corp. Ltd. 3.95%, 04/23/2030(1) | | | 3,994,956 | |
| | | | | | | | | | |
| | | | | | | | | 12,309,093 | |
| | | | | | | | | | |
| | | | | Electric - 3.4% | |
| | | | | | AES Corp. | |
| | | 1,415,000 | | | 3.30%, 07/15/2025(1) | | | 1,457,181 | |
| | | 50,000 | | | 5.13%, 09/01/2027 | | | 51,875 | |
| | | 875,000 | | | Berkshire Hathaway Energy Co. 3.25%, 04/15/2028 | | | 989,568 | |
| | | 965,000 | | | Centrais Eletricas Brasileiras S.A. 3.63%, 02/04/2025(1) | | | 943,288 | |
| | | | | | Cleco Corporate Holdings LLC | |
| | | 1,130,000 | | | 3.38%, 09/15/2029(1) | | | 1,176,213 | |
| | | 457,000 | | | 3.74%, 05/01/2026 | | | 484,105 | |
| | | 75,000 | | | 4.97%, 05/01/2046 | | | 79,169 | |
| | | 1,420,000 | | | Commonwealth Edison Co. 3.65%, 06/15/2046 | | | 1,666,725 | |
| | | 375,000 | | | Connecticut Light & Power Co. 4.00%, 04/01/2048 | | | 457,396 | |
| | | 415,000 | | | Dominion Energy South Carolina, Inc. 5.10%, 06/01/2065 | | | 611,464 | |
| | | 2,520,000 | | | Dominion Energy, Inc. 3.38%, 04/01/2030 | | | 2,781,653 | |
| | | 1,525,000 | | | Duke Energy Carolinas LLC 4.25%, 12/15/2041 | | | 1,878,589 | |
| | | 650,000 | | | Duke Energy Indiana LLC 3.25%, 10/01/2049 | | | 718,230 | |
| | | 1,495,000 | | | Duke Energy Progress LLC 4.38%, 03/30/2044 | | | 1,878,159 | |
| | | 590,000 | | | Evergy Metro, Inc. 2.25%, 06/01/2030 | | | 616,832 | |
| | | | | | Evergy, Inc. | |
| | | 730,000 | | | 2.45%, 09/15/2024 | | | 771,028 | |
| | | 1,940,000 | | | 2.90%, 09/15/2029 | | | 2,071,365 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| |
CORPORATE BONDS - 39.8% - (continued) | | | |
| | | | | Electric - 3.4% - (continued) | |
$ | | | 2,745,000 | | | Exelon Corp. 3.95%, 06/15/2025 | | $ | 3,083,920 | |
| | | | | | FirstEnergy Corp. | |
| | | 285,000 | | | 1.60%, 01/15/2026 | | | 287,514 | |
| | | 690,000 | | | 2.25%, 09/01/2030 | | | 693,791 | |
| | | 360,000 | | | Florida Power & Light Co. 3.99%, 03/01/2049 | | | 462,667 | |
| | | | | | Georgia Power Co. | |
| | | 4,525,000 | | | 2.10%, 07/30/2023 | | | 4,708,534 | |
| | | 1,835,000 | | | 4.30%, 03/15/2042 | | | 2,131,100 | |
| | | | | | IPALCO Enterprises, Inc. | |
| | | 1,465,000 | | | 3.70%, 09/01/2024 | | | 1,566,230 | |
| | | 5,220,000 | | | 4.25%, 05/01/2030(1) | | | 5,655,238 | |
| | | 1,805,000 | | | ITC Holdings Corp. 2.95%, 05/14/2030(1) | | | 1,922,457 | |
| | | | | | MidAmerican Energy Co. | |
| | | 925,000 | | | 3.15%, 04/15/2050 | | | 1,049,735 | |
| | | 380,000 | | | 3.65%, 08/01/2048 | | | 450,098 | |
| | | 435,000 | | | National Rural Utilities Cooperative Finance Corp. 3.40%, 02/07/2028 | | | 487,874 | |
| | | 3,025,000 | | | NextEra Energy Capital Holdings, Inc. 2.25%, 06/01/2030 | | | 3,115,438 | |
| | | 395,000 | | | Northern States Power Co. 2.90%, 03/01/2050 | | | 428,530 | |
| | | 1,130,000 | | | Oglethorpe Power Corp. 5.05%, 10/01/2048 | | | 1,277,563 | |
| | | | | | Oncor Electric Delivery Co. LLC | |
| | | 360,000 | | | 3.10%, 09/15/2049 | | | 396,887 | |
| | | 565,000 | | | 5.75%, 03/15/2029 | | | 740,690 | |
| | | 3,510,000 | | | Pacific Gas and Electric Co. 2.50%, 02/01/2031 | | | 3,433,938 | |
| | | | | | PacifiCorp. | |
| | | 306,000 | | | 4.13%, 01/15/2049 | | | 378,778 | |
| | | 360,000 | | | 4.15%, 02/15/2050 | | | 450,387 | |
| | | 395,000 | | | Public Service Electric & Gas Co. 3.80%, 03/01/2046 | | | 475,158 | |
| | | 1,820,000 | | | Public Service Enterprise Group, Inc. 2.88%, 06/15/2024 | | | 1,942,744 | |
| | | | | | Puget Energy, Inc. | |
| | | 2,070,000 | | | 3.65%, 05/15/2025 | | | 2,211,599 | |
| | | 1,655,000 | | | 4.10%, 06/15/2030(1) | | | 1,827,166 | |
| | | 205,000 | | | Sempra Energy 4.00%, 02/01/2048 | | | 226,283 | |
| | | | | | Southern California Edison Co. | |
| | | 1,690,000 | | | 2.25%, 06/01/2030 | | | 1,706,391 | |
| | | 1,380,000 | | | 2.85%, 08/01/2029 | | | 1,458,325 | |
| | | 1,065,000 | | | 3.65%, 02/01/2050 | | | 1,168,786 | |
| | | 511,000 | | | 4.00%, 04/01/2047 | | | 582,307 | |
| | | | | | Southern Co. | |
| | | 625,000 | | | 2.95%, 07/01/2023 | | | 660,457 | |
| | | 4,590,000 | | | 3.70%, 04/30/2030 | | | 5,205,666 | |
| | | 380,000 | | | Union Electric Co. 4.00%, 04/01/2048 | | | 465,092 | |
| | | 700,000 | | | Xcel Energy, Inc. 3.50%, 12/01/2049 | | | 775,034 | |
| | | | | | | | | | |
| | | | | | | | | 70,059,217 | |
| | | | | | | | | | |
| | | | | Engineering & Construction - 0.6% | |
| | | 4,250,000 | | | International Airport Finance S.A. 12.00%, 03/15/2033(1) | | | 3,410,625 | |
| | | | | | SBA Tower Trust | |
| | | 4,815,000 | | | 3.17%, 04/09/2047(1) | | | 4,863,244 | |
| | | 4,540,000 | | | 3.45%, 03/15/2048(1) | | | 4,722,505 | |
| | | | | | | | | | |
| | | | | | | | | 12,996,374 | |
| | | | | | | | | | |
| | | | | Entertainment - 0.1% | |
| | | | | | GLP Capital L.P. / GLP Financing II, Inc. | |
| | | 1,025,000 | | | 5.30%, 01/15/2029 | | | 1,109,132 | |
| | | 275,000 | | | 5.38%, 04/15/2026 | | | 300,462 | |
| | | 265,000 | | | WMG Acquisition Corp. 3.88%, 07/15/2030(1) | | | 267,663 | |
| | | | | | | | | | |
| | | | | | | | | 1,677,257 | |
| | | | | | | | | | |
| | | | | Environmental Control - 0.3% | |
| | | | | | Clean Harbors, Inc. | |
| | | 5,214,000 | | | 4.88%, 07/15/2027(1) | | | 5,357,385 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| |
CORPORATE BONDS - 39.8% - (continued) | | | |
| | | | | Environmental Control - 0.3% - (continued) | |
$ | | | 116,000 | | | 5.13%, 07/15/2029(1) | | $ | 120,311 | |
| | | 160,000 | | | Waste Management, Inc. 4.15%, 07/15/2049 | | | 200,621 | |
| | | | | | | | | | |
| | | | | | | | | 5,678,317 | |
| | | | | | | | | | |
| | | | | Food - 0.7% | |
| | | | | | Conagra Brands, Inc. | |
| | | 775,000 | | | 4.30%, 05/01/2024 | | | 857,137 | |
| | | 240,000 | | | 4.60%, 11/01/2025 | | | 276,634 | |
| | | 1,691,000 | | | 4.85%, 11/01/2028 | | | 2,030,230 | |
| | | 255,000 | | | 5.40%, 11/01/2048 | | | 352,102 | |
| | | 1,240,000 | | | Kellogg Co. 3.40%, 11/15/2027 | | | 1,391,972 | |
| | | | | | Kraft Heinz Foods Co. | |
| | | 45,000 | | | 3.75%, 04/01/2030(1) | | | 46,466 | |
| | | 95,000 | | | 4.25%, 03/01/2031(1) | | | 100,728 | |
| | | 5,000 | | | 4.63%, 01/30/2029 | | | 5,390 | |
| | | 2,090,000 | | | Minerva Luxembourg S.A. 6.50%, 09/20/2026(6) | | | 2,105,675 | |
| | | 3,070,000 | | | NBM U.S. Holdings, Inc. 7.00%, 05/14/2026(1) | | | 3,075,557 | |
| | | 2,215,000 | | | Philip Morris International, Inc. 2.10%, 05/01/2030 | | | 2,282,323 | |
| | | 905,000 | | | Sysco Corp. 5.95%, 04/01/2030 | | | 1,136,776 | |
| | | 285,000 | | | TreeHouse Foods, Inc. 6.00%, 02/15/2024(1) | | | 290,700 | |
| | | | | | | | | | |
| | | | | | | | | 13,951,690 | |
| | | | | | | | | | |
| | | | | Food Service - 0.0% | |
| | | 585,000 | | | Aramark Services, Inc. 5.00%, 02/01/2028(1) | | | 555,750 | |
| | | | | | | | | | |
| | | | | Forest Products & Paper - 0.2% | |
| | | 4,120,000 | | | Suzano Austria GmbH 5.00%, 01/15/2030 | | | 4,173,560 | |
| | | | | | | | | | |
| | | | | Gas - 0.5% | |
| | | | | | AmeriGas Partners L.P. / AmeriGas Finance Corp. | |
| | | 70,000 | | | 5.63%, 05/20/2024 | | | 72,604 | |
| | | 375,000 | | | 5.88%, 08/20/2026 | | | 395,625 | |
| | | 2,000,000 | | | Dominion Energy Gas Holdings LLC 2.50%, 11/15/2024 | | | 2,112,431 | |
| | | | | | NiSource, Inc. | |
| | | 1,750,000 | | | 3.49%, 05/15/2027 | | | 1,979,027 | |
| | | 2,580,000 | | | 3.60%, 05/01/2030 | | | 2,955,162 | |
| | | | | | Sempra Energy | |
| | | 1,615,000 | | | 3.40%, 02/01/2028 | | | 1,766,846 | |
| | | 720,000 | | | 3.80%, 02/01/2038 | | | 773,615 | |
| | | | | | | | | | |
| | | | | | | | | 10,055,310 | |
| | | | | | | | | | |
| | | | | Healthcare-Products - 0.9% | |
| | | | | | Alcon Finance Corp. | |
| | | 230,000 | | | 2.60%, 05/27/2030(1) | | | 235,769 | |
| | | 1,739,000 | | | 2.75%, 09/23/2026(1) | | | 1,870,772 | |
| | | 1,145,000 | | | 3.00%, 09/23/2029(1) | | | 1,210,225 | |
| | | 940,000 | | | Baxter International, Inc. 3.95%, 04/01/2030(1) | | | 1,113,533 | |
| | | 3,925,000 | | | Becton Dickinson and Co. 3.36%, 06/06/2024 | | | 4,236,149 | |
| | | | | | Boston Scientific Corp. | |
| | | 1,030,000 | | | 1.90%, 06/01/2025 | | | 1,067,453 | |
| | | 3,410,000 | | | 3.75%, 03/01/2026 | | | 3,872,135 | |
| | | 140,000 | | | Hill-Rom Holdings, Inc. 4.38%, 09/15/2027(1) | | | 143,325 | |
| | | 30,000 | | | Teleflex, Inc. 4.25%, 06/01/2028(1) | | | 30,750 | |
| | | 255,000 | | | Thermo Fisher Scientific, Inc. 3.00%, 04/15/2023 | | | 270,213 | |
| | | 3,165,000 | | | Zimmer Biomet Holdings, Inc. 3.05%, 01/15/2026 | | | 3,400,826 | |
| | | | | | | | | | |
| | | | | | | | | 17,451,150 | |
| | | | | | | | | | |
| | | | | Healthcare-Services - 0.9% | |
| | | | | | Anthem, Inc. | |
| | | 1,030,000 | | | 2.25%, 05/15/2030 | | | 1,056,664 | |
| | | 1,780,000 | | | 2.88%, 09/15/2029 | | | 1,928,986 | |
| | | 1,960,000 | | | 3.50%, 08/15/2024 | | | 2,144,797 | |
| | | 285,000 | | | 4.38%, 12/01/2047 | | | 354,622 | |
| | | 410,000 | | | 4.63%, 05/15/2042 | | | 510,292 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| |
CORPORATE BONDS - 39.8% - (continued) | | | |
| | | | | Healthcare-Services - 0.9% - (continued) | |
| | | | | | Centene Corp. | |
$ | | | 95,000 | | | 3.38%, 02/15/2030 | | $ | 95,923 | |
| | | 85,000 | | | 4.25%, 12/15/2027 | | | 87,712 | |
| | | 90,000 | | | 4.63%, 12/15/2029 | | | 94,950 | |
| | | 360,000 | | | CommonSpirit Health 3.35%, 10/01/2029 | | | 370,295 | |
| | | 890,000 | | | Quest Diagnostics, Inc. 2.80%, 06/30/2031 | | | 933,692 | |
| | | 5,265,000 | | | Rede D’or Finance S.a.r.l. 4.50%, 01/22/2030(1) | | | 4,633,200 | |
| | | | | | UnitedHealth Group, Inc. | |
| | | 1,420,000 | | | 2.00%, 05/15/2030 | | | 1,486,638 | |
| | | 1,420,000 | | | 2.38%, 08/15/2024 | | | 1,516,500 | |
| | | 1,205,000 | | | 2.88%, 08/15/2029 | | | 1,345,275 | |
| | | 830,000 | | | 3.50%, 08/15/2039 | | | 965,150 | |
| | | 405,000 | | | 4.75%, 07/15/2045 | | | 545,497 | |
| | | | | | | | | | |
| | | | | | | | | 18,070,193 | |
| | | | | | | | | | |
| | | | | Home Builders - 0.3% | |
| | | 595,000 | | | Lennar Corp. 4.75%, 11/29/2027 | | | 645,575 | |
| | | 5,110,000 | | | PulteGroup, Inc. 5.50%, 03/01/2026 | | | 5,572,966 | |
| | | 575,000 | | | Toll Brothers Finance Corp. 4.88%, 11/15/2025 | | | 613,214 | |
| | | | | | | | | | |
| | | | | | | | | 6,831,755 | |
| | | | | | | | | | |
| | | | | Insurance - 1.3% | |
| | | 4,045,000 | | | American International Group, Inc. 2.50%, 06/30/2025 | | | 4,282,004 | |
| | | 1,515,000 | | | Aon Corp. 2.20%, 11/15/2022 | | | 1,570,846 | |
| | | 5,030,000 | | | Brighthouse Financial, Inc. 5.63%, 05/15/2030 | | | 5,583,289 | |
| | | | | | Genworth Holdings, Inc. | |
| | | 20,000 | | | 4.80%, 02/15/2024 | | | 15,950 | |
| | | 380,000 | | | 4.90%, 08/15/2023 | | | 304,000 | |
| | | | | | Marsh & McLennan Cos., Inc. | |
| | | 1,480,000 | | | 3.88%, 03/15/2024 | | | 1,637,191 | |
| | | 1,035,000 | | | 4.75%, 03/15/2039 | | | 1,328,804 | |
| | | 415,000 | | | Massachusetts Mutual Life Insurance Co. 3.73%, 10/15/2070(1) | | | 426,503 | |
| | | 345,000 | | | MGIC Investment Corp. 5.75%, 08/15/2023 | | | 356,213 | |
| | | 2,600,000 | | | New York Life Global Funding 2.00%, 01/22/2025(1) | | | 2,730,370 | |
| | | 1,250,000 | | | Progressive Corp. 3.20%, 03/26/2030 | | | 1,421,944 | |
| | | | | | Unum Group | |
| | | 640,000 | | | 4.00%, 06/15/2029 | | | 661,156 | |
| | | 1,325,000 | | | 4.50%, 03/15/2025 | | | 1,423,189 | |
| | | 1,215,000 | | | 4.50%, 12/15/2049 | | | 1,135,516 | |
| | | 35,000 | | | Voya Financial, Inc. 4.80%, 06/15/2046 | | | 41,700 | |
| | | | | | Willis North America, Inc. | |
| | | 740,000 | | | 2.95%, 09/15/2029 | | | 783,333 | |
| | | 1,035,000 | | | 3.60%, 05/15/2024 | | | 1,120,167 | |
| | | 1,340,000 | | | 4.50%, 09/15/2028 | | | 1,562,125 | |
| | | | | | | | | | |
| | | | | | | | | 26,384,300 | |
| | | | | | | | | | |
| | | | | Internet - 1.1% | |
| | | | | | Alibaba Group Holding Ltd. | |
| | | 2,975,000 | | | 3.40%, 12/06/2027 | | | 3,305,097 | |
| | | 355,000 | | | 4.00%, 12/06/2037 | | | 412,272 | |
| | | Amazon.com, Inc. | |
| | | 2,580,000 | | | 1.50%, 06/03/2030 | | | 2,611,222 | |
| | | 2,245,000 | | | 3.88%, 08/22/2037 | | | 2,779,772 | |
| | | 4,415,000 | | | NortonLifeLock, Inc. 5.00%, 04/15/2025(1) | | | 4,481,225 | |
| | | Tencent Holdings Ltd. | |
| | | 1,330,000 | | | 1.81%, 01/26/2026(1) | | | 1,344,923 | |
| | | 2,000,000 | | | 2.39%, 06/03/2030(1) | | | 1,997,529 | |
| | | 1,210,000 | | | 3.60%, 01/19/2028(1) | | | 1,318,858 | |
| | | 2,765,000 | | | 3.98%, 04/11/2029(1) | | | 3,099,165 | |
| | | | | | | | | | |
| | | 21,350,063 | |
| | | | | | | | | | |
| | | Iron/Steel - 0.2% | |
| | | 285,000 | | | Commercial Metals Co. 5.38%, 07/15/2027 | | | 288,562 | |
EUR | | | 1,755,000 | | | Metinvest B.V. 5.63%, 06/17/2025(1) | | | 1,774,568 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| |
CORPORATE BONDS - 39.8% - (continued) | | | |
| | | Iron/Steel - 0.2% - (continued) | |
| | | Steel Dynamics, Inc. | |
$ | | | 1,653,000 | | | 2.80%, 12/15/2024 | | $ | 1,720,300 | |
| | | 130,000 | | | 3.25%, 01/15/2031 | | | 132,593 | |
| | | | | | | | | | |
| | | 3,916,023 | |
| | | | | | | | | | |
| | | IT Services - 1.1% | |
| | | Apple, Inc. | |
| | | 1,645,000 | | | 1.13%, 05/11/2025 | | | 1,679,699 | |
| | | 4,365,000 | | | 2.20%, 09/11/2029 | | | 4,677,301 | |
| | | 490,000 | | | 2.65%, 05/11/2050 | | | 513,262 | |
| | | 885,000 | | | 3.45%, 02/09/2045 | | | 1,032,866 | |
| | | HP, Inc. | |
| | | 1,115,000 | | | 2.20%, 06/17/2025 | | | 1,150,861 | |
| | | 1,115,000 | | | 3.00%, 06/17/2027 | | | 1,168,984 | |
| | | International Business Machines Corp. | |
| | | 5,500,000 | | | 1.95%, 05/15/2030 | | | 5,625,640 | |
| | | 2,005,000 | | | 3.00%, 05/15/2024 | | | 2,171,218 | |
| | | 2,885,000 | | | 3.50%, 05/15/2029 | | | 3,327,663 | |
| | | 210,000 | | | 4.25%, 05/15/2049 | | | 267,374 | |
| | | 1,070,000 | | | Leidos, Inc. 3.63%, 05/15/2025(1) | | | 1,165,990 | |
| | | | | | | | | | |
| | | 22,780,858 | |
| | | | | | | | | | |
| | | Lodging - 0.2% | |
| | | Hilton Domestic Operating Co., Inc. | |
| | | 3,465,000 | | | 4.25%, 09/01/2024 | | | 3,361,743 | |
| | | 290,000 | | | 5.13%, 05/01/2026 | | | 288,733 | |
| | | 975,000 | | | Las Vegas Sands Corp. 3.50%, 08/18/2026 | | | 972,237 | |
| | | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp. | |
| | | 44,000 | | | 5.25%, 05/15/2027(1) | | | 38,038 | |
| | | 41,000 | | | 5.50%, 03/01/2025(1) | | | 37,515 | |
| | | | | | | | | | |
| | | 4,698,266 | |
| | | | | | | | | | |
| | | Machinery-Diversified - 0.4% | |
| | | John Deere Capital Corp. | |
| | | 660,000 | | | 1.20%, 04/06/2023 | | | 672,136 | |
| | | 745,000 | | | 1.75%, 03/09/2027 | | | 774,719 | |
| | | 7,115,000 | | | Otis Worldwide Corp. 2.57%, 02/15/2030(1) | | | 7,475,469 | |
| | | | | | | | | | |
| | | 8,922,324 | |
| | | | | | | | | | |
| | | Media - 2.5% | |
| | | CCO Holdings LLC / CCO Holdings Capital Corp. | |
| | | 247,000 | | | 4.50%, 08/15/2030(1) | | | 251,940 | |
| | | 150,000 | | | 5.13%, 05/01/2027(1) | | | 155,190 | |
| | | 145,000 | | | 5.75%, 02/15/2026(1) | | | 149,979 | |
| | | | | | Charter Communications Operating LLC / Charter Communications Operating Capital | | | | |
| | | 1,455,000 | | | 2.80%, 04/01/2031 | | | 1,473,946 | |
| | | 1,245,000 | | | 5.13%, 07/01/2049 | | | 1,437,861 | |
| | | 3,185,000 | | | 6.48%, 10/23/2045 | | | 4,211,356 | |
| | | 380,000 | | | 6.83%, 10/23/2055 | | | 512,016 | |
| | | | | | Comcast Corp. | |
| | | 2,560,000 | | | 1.95%, 01/15/2031 | | | 2,589,059 | |
| | | 490,000 | | | 3.20%, 07/15/2036 | | | 541,883 | |
| | | 2,055,000 | | | 3.25%, 11/01/2039 | | | 2,279,596 | |
| | | 745,000 | | | 3.40%, 04/01/2030 | | | 850,794 | |
| | | 285,000 | | | 3.40%, 07/15/2046 | | | 316,616 | |
| | | 95,000 | | | 4.05%, 11/01/2052 | | | 116,562 | |
| | | 70,000 | | | 4.25%, 10/15/2030 | | | 85,778 | |
| | | 645,000 | | | 4.60%, 10/15/2038 | | | 820,211 | |
| | | 190,000 | | | 4.75%, 03/01/2044 | | | 250,147 | |
| | | 655,000 | | | 4.95%, 10/15/2058 | | | 931,592 | |
| | | 3,952,000 | | | Cox Communications, Inc. 3.15%, 08/15/2024(1) | | | 4,252,218 | |
| | | | | | CSC Holdings LLC | |
| | | 200,000 | | | 4.13%, 12/01/2030(1) | | | 198,250 | |
| | | 430,000 | | | 5.50%, 04/15/2027(1) | | | 447,415 | |
| | | | | | Discovery Communications LLC | |
| | | 840,000 | | | 3.80%, 03/13/2024 | | | 900,215 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| |
CORPORATE BONDS - 39.8% - (continued) | | | |
| | | Media - 2.5% - (continued) | |
$ | | | 19,000 | | | 3.95%, 06/15/2025 | | $ | 20,957 | |
| | | 855,000 | | | 3.95%, 03/20/2028 | | | 955,418 | |
| | | 16,000 | | | 5.00%, 09/20/2037 | | | 18,937 | |
| | | 826,000 | | | 5.30%, 05/15/2049 | | | 988,604 | |
| | | 1,470,000 | | | 6.35%, 06/01/2040 | | | 1,978,586 | |
| | | 555,000 | | | DISH DBS Corp.5.88%, 11/15/2024 | | | 552,225 | |
| | | 1,500,000 | | | NBCUniversal Media LLC5.95%, 04/01/2041 | | | 2,226,231 | |
| | | 395,000 | | | Time Warner Cable LLC6.55%, 05/01/2037 | | | 519,638 | |
| | | 4,665,000 | | | Time Warner Entertainment Co. L.P.8.38%, 07/15/2033 | | | 7,025,360 | |
| | | | | | ViacomCBS, Inc. | |
| | | 1,480,000 | | | 4.25%, 09/01/2023 | | | 1,609,870 | |
| | | 1,220,000 | | | 4.75%, 05/15/2025 | | | 1,394,920 | |
| | | 5,845,000 | | | 4.95%, 01/15/2031 | | | 6,902,182 | |
| | | 55,000 | | | 5.88%, 02/28/2057, (5.88% fixed rate until 02/28/2022; 3 mo. USD LIBOR + 3.895% thereafter)(7) | | | 54,203 | |
| | | 79,000 | | | 6.25%, 02/28/2057, (6.25% fixed rate until 02/28/2027; 3 mo. USD LIBOR + 3.899% thereafter)(7) | | | 80,809 | |
| | | 550,000 | | | Videotron Ltd.5.38%, 06/15/2024(1) | | | 585,750 | |
| | | 2,950,000 | | | Walt Disney Co.2.65%, 01/13/2031 | | | 3,125,993 | |
| | | | | | | | | | |
| | | | | | | | | 50,812,307 | |
| | | | | | | | | | |
| | | | | Mining - 0.3% | |
| | | | | | Anglo American Capital plc | |
| | | 945,000 | | | 4.50%, 03/15/2028(1) | | | 1,036,470 | |
| | | 850,000 | | | 4.75%, 04/10/2027(1) | | | 946,062 | |
| | | 1,945,000 | | | 4.88%, 05/14/2025(1) | | | 2,165,808 | |
| | | 600,000 | | | 5.63%, 04/01/2030(1) | | | 724,756 | |
| | | 280,000 | | | Kaiser Aluminum Corp.4.63%, 03/01/2028(1) | | | 267,770 | |
| | | | | | | | | | |
| | | | | | | | | 5,140,866 | |
| | | | | | | | | | |
| | | | | Miscellaneous Manufacturing - 0.2% | |
| | | 1,750,000 | | | General Electric Co.3.63%, 05/01/2030 | | | 1,751,979 | |
| | | 930,000 | | | Ingersoll-Rand Global Holding Co., Ltd.2.90%, 02/21/2021 | | | 940,297 | |
| | | 340,000 | | | Ingersoll-Rand Luxembourg Finance S.A.4.50%, 03/21/2049 | | | 406,729 | |
| | | | | | | | | | |
| | | | | | | | | 3,099,005 | |
| | | | | | | | | | |
| | | Office/Business Equipment - 0.0% | |
| | | 280,000 | | | CDW LLC / CDW Finance Corp.4.25%, 04/01/2028 | | | 285,337 | |
| | | | | | | | | | |
| | | Oil & Gas - 1.1% | |
| | | 150,000 | | | Aker BP ASA5.88%, 03/31/2025(1) | | | 152,453 | |
| | | BP Capital Markets America, Inc. | |
| | | 1,215,000 | | | 3.54%, 04/06/2027 | | | 1,345,501 | |
| | | 900,000 | | | 3.63%, 04/06/2030 | | | 1,021,245 | |
| | | 810,000 | | | EOG Resources, Inc.4.38%, 04/15/2030 | | | 966,361 | |
| | | Equinor ASA | |
| | | 2,240,000 | | | 1.75%, 01/22/2026 | | | 2,294,421 | |
| | | 1,275,000 | | | 3.63%, 04/06/2040 | | | 1,430,833 | |
| | | 850,000 | | | 3.70%, 04/06/2050 | | | 971,638 | |
| | | Exxon Mobil Corp. | |
| | | 1,975,000 | | | 4.23%, 03/19/2040 | | | 2,372,093 | |
| | | 665,000 | | | 4.33%, 03/19/2050 | | | 829,421 | |
| | | Hess Corp. | |
| | | 442,000 | | | 7.13%, 03/15/2033 | | | 515,818 | |
| | | 860,000 | | | 7.30%, 08/15/2031 | | | 1,002,619 | |
| | | 2,245,000 | | | Marathon Petroleum Corp.4.70%, 05/01/2025 | | | 2,513,185 | |
| | | 133,000 | | | MEG Energy Corp.6.50%, 01/15/2025(1) | | | 124,105 | |
| | | Phillips 66 | |
| | | 660,000 | | | 2.15%, 12/15/2030 | | | 640,665 | |
| | | 540,000 | | | 3.85%, 04/09/2025 | | | 598,543 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| |
CORPORATE BONDS - 39.8% - (continued) | | | |
| | | Oil & Gas - 1.1% - (continued) | |
| | | QEP Resources, Inc. | |
$ | | | 385,000 | | | 5.25%, 05/01/2023 | | $ | 254,100 | |
| | | 10,000 | | | 5.38%, 10/01/2022 | | | 7,600 | |
| | | 814,000 | | | Saudi Arabian Oil Co.2.88%, 04/16/2024(1) | | | 846,024 | |
| | | SM Energy Co. | |
| | | 255,000 | | | 6.13%, 11/15/2022(9) | | | 186,150 | |
| | | 70,000 | | | 6.75%, 09/15/2026 | | | 35,202 | |
| | | 295,000 | | | Sunoco L.P. / Sunoco Finance Corp.5.50%, 02/15/2026 | | | 286,150 | |
| | | 2,320,000 | | | Tullow Oil plc7.00%, 03/01/2025(1) | | | 1,455,800 | |
| | | 790,000 | | | Valero Energy Corp.4.00%, 04/01/2029(9) | | | 878,773 | |
| | | 190,000 | | | WPX Energy, Inc.5.25%, 09/15/2024 | | | 187,150 | |
ARS | | | 93,580,252 | | | YPF S.A.16.50%, 05/09/2022(1) | | | 864,146 | |
| | | | | | | | | | |
| | | 21,779,996 | |
| | | | | | | | | | |
| | | Oil & Gas Services - 0.0% | |
$ | | | 995,000 | | | Halliburton Co.2.92%, 03/01/2030 | | | 943,758 | |
| | | | | | | | | | |
| | | Packaging & Containers - 0.4% | |
| | | 400,000 | | | Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.4.13%, 08/15/2026(1) | | | 393,540 | |
| | | 4,650,000 | | | Ball Corp.4.00%, 11/15/2023 | | | 4,824,375 | |
| | | 890,000 | | | Mondelez International, Inc.1.50%, 05/04/2025 | | | 907,837 | |
| | | 695,000 | | | Owens-Brockway Glass Container, Inc.5.88%, 08/15/2023(1) | | | 715,850 | |
| | | 295,000 | | | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu5.13%, 07/15/2023(1) | | | 297,239 | |
| | | | | | | | | | |
| | | 7,138,841 | |
| | | | | | | | | | |
| | | | | Pharmaceuticals - 1.6% | |
| | | | | | AbbVie, Inc. | |
| | | 2,500,000 | | | 2.95%, 11/21/2026(1) | | | 2,719,121 | |
| | | 3,585,000 | | | 3.20%, 11/21/2029(1) | | | 3,944,903 | |
| | | 1,725,000 | | | 4.25%, 11/21/2049(1) | | | 2,090,992 | |
| | | 1,115,000 | | | 4.63%, 10/01/2042(1) | | | 1,356,182 | |
| | | 140,000 | | | Bausch Health Cos., Inc. 7.00%, 03/15/2024(1) | | | 145,250 | |
| | | 95,000 | | | Baxalta, Inc. 3.60%, 06/23/2022 | | | 100,013 | |
| | | 2,515,000 | | | Bayer U.S. Finance LLC 4.25%, 12/15/2025(1) | | | 2,887,495 | |
| | | 1,025,000 | | | Becton Dickinson and Co. 2.82%, 05/20/2030 | | | 1,084,562 | |
| | | 1,750,000 | | | Cigna Corp. 4.38%, 10/15/2028 | | | 2,071,106 | |
| | | | | | CVS Health Corp. | |
| | | 1,075,000 | | | 4.13%, 04/01/2040 | | | 1,268,962 | |
| | | 710,000 | | | 5.05%, 03/25/2048 | | | 930,024 | |
| | | 1,485,000 | | | 5.13%, 07/20/2045 | | | 1,913,421 | |
| | | 2,360,000 | | | GlaxoSmithKline Capital, Inc. 3.63%, 05/15/2025 | | | 2,665,519 | |
| | | | | | Pfizer, Inc. | |
| | | 1,590,000 | | | 1.70%, 05/28/2030 | | | 1,616,283 | |
| | | 720,000 | | | 2.63%, 04/01/2030 | | | 793,166 | |
| | | 1,525,000 | | | Shire Acquisitions Investments Ireland DAC 2.40%, 09/23/2021 | | | 1,554,703 | |
| | | | | | Takeda Pharmaceutical Co., Ltd. | |
| | | 850,000 | | | 2.05%, 03/31/2030 | | | 849,538 | |
| | | 435,000 | | | 3.18%, 07/09/2050 | | | 433,589 | |
| | | 2,965,000 | | | Teva Pharmaceutical Finance Netherlands B.V. 3.15%, 10/01/2026 | | | 2,647,389 | |
| | | | | | Upjohn, Inc. | |
| | | 700,000 | | | 1.65%, 06/22/2025(1) | | | 713,741 | |
| | | 555,000 | | | 2.30%, 06/22/2027(1) | | | 572,500 | |
| | | | | | | | | | |
| | | | | | | | | 32,358,459 | |
| | | | | | | | | | |
| | | | | Pipelines - 1.1% | |
| | | 280,000 | | | Cheniere Corpus Christi Holdings LLC 5.88%, 03/31/2025 | | | 313,816 | |
| | | 215,000 | | | DCP Midstream Operating L.P. 5.60%, 04/01/2044 | | | 172,000 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| |
CORPORATE BONDS - 39.8% - (continued) | | | |
| | | | | Pipelines - 1.1% - (continued) | |
| | | | | | Energy Transfer Operating L.P. | |
$ | | | 855,000 | | | 3.75%, 05/15/2030 | | $ | 849,231 | |
| | | 650,000 | | | 4.50%, 04/15/2024 | | | 704,670 | |
| | | 1,205,000 | | | 4.95%, 06/15/2028 | | | 1,294,043 | |
| | | 135,000 | | | 5.00%, 05/15/2050 | | | 128,218 | |
| | | 1,390,000 | | | 5.25%, 04/15/2029 | | | 1,523,089 | |
| | | 2,385,000 | | | 6.13%, 12/15/2045 | | | 2,458,032 | |
| | | 45,000 | | | EQM Midstream Partners L.P. 6.50%, 07/01/2027(1) | | | 46,090 | |
| | | 1,970,000 | | | Kinder Morgan Energy Partners L.P. 3.50%, 03/01/2021 | | | 1,994,541 | |
| | | | | | MPLX L.P. | |
| | | 695,000 | | | 4.13%, 03/01/2027 | | | 740,329 | |
| | | 1,120,000 | | | 4.25%, 12/01/2027 | | | 1,214,267 | |
| | | 1,135,000 | | | 4.70%, 04/15/2048 | | | 1,143,964 | |
| | | 325,000 | | | 5.20%, 03/01/2047 | | | 341,763 | |
| | | 155,000 | | | 5.50%, 02/15/2049 | | | 171,775 | |
| | | 211,000 | | | 6.25%, 10/15/2022 | | | 213,429 | |
| | | | | | ONEOK, Inc. | |
| | | 285,000 | | | 2.20%, 09/15/2025 | | | 280,063 | |
| | | 255,000 | | | 3.10%, 03/15/2030 | | | 243,973 | |
| | | 175,000 | | | 4.00%, 07/13/2027 | | | 177,410 | |
| | | 860,000 | | | 4.45%, 09/01/2049 | | | 797,951 | |
| | | 1,005,000 | | | 5.85%, 01/15/2026 | | | 1,147,070 | |
| | | 1,640,000 | | | Sabine Pass Liquefaction LLC 4.50%, 05/15/2030(1) | | | 1,820,735 | |
| | | | | | Sunoco Logistics Partners Operations L.P. | |
| | | 175,000 | | | 5.30%, 04/01/2044 | | | 167,607 | |
| | | 180,000 | | | 5.35%, 05/15/2045 | | | 176,301 | |
| | | 785,000 | | | Texas Eastern Transmission L.P. 2.80%, 10/15/2022(1) | | | 798,945 | |
| | | | | | TransCanada PipeLines Ltd. | |
| | | 1,655,000 | | | 4.10%, 04/15/2030 | | | 1,884,784 | |
| | | 1,040,000 | | | 4.63%, 03/01/2034 | | | 1,195,396 | |
| | | 140,000 | | | Western Midstream Operating L.P. 4.05%, 02/01/2030 | | | 134,763 | |
| | | | | | Williams Cos., Inc. | |
| | | 72,000 | | | 4.90%, 01/15/2045 | | | 76,151 | |
| | | 135,000 | | | 5.10%, 09/15/2045 | | | 148,160 | |
| | | 265,000 | | | 5.80%, 11/15/2043 | | | 303,688 | |
| | | 243,000 | | | 6.30%, 04/15/2040 | | | 292,657 | |
| | | | | | | | | | |
| | | | | | | | | 22,954,911 | |
| | | | | | | | | | |
| | | | | Real Estate Investment Trusts - 0.5% | |
| | | | | | American Tower Corp. | |
| | | 985,000 | | | 2.10%, 06/15/2030 | | | 987,423 | |
| | | 1,085,000 | | | 2.40%, 03/15/2025 | | | 1,145,452 | |
| | | 595,000 | | | Brixmor Operating Partnership L.P. 4.05%, 07/01/2030 | | | 608,544 | |
| | | | | | Equinix, Inc. | |
| | | 325,000 | | | 1.80%, 07/15/2027 | | | 324,828 | |
| | | 945,000 | | | 2.15%, 07/15/2030 | | | 936,712 | |
| | | 570,000 | | | 5.88%, 01/15/2026 | | | 599,868 | |
| | | | | | GLP Capital L.P. / GLP Financing II, Inc. | |
| | | 1,460,000 | | | 4.00%, 01/15/2031 | | | 1,449,415 | |
| | | 1,105,000 | | | 5.75%, 06/01/2028 | | | 1,217,378 | |
| | | 2,240,000 | | | SBA Tower Trust 2.84%, 01/15/2025(1) | | | 2,309,509 | |
| | | 465,000 | | | VEREIT Operating Partnership L.P. 3.40%, 01/15/2028 | | | 468,589 | |
| | | 160,000 | | | VICI Properties L.P. / VICI Note Co., Inc. 4.25%, 12/01/2026(1) | | | 153,200 | |
| | | | | | | | | | |
| | | | | | | | | 10,200,918 | |
| | | | | | | | | | |
| | | | | Retail - 0.7% | |
| | | 150,000 | | | 1011778 BC ULC / New Red Finance, Inc. 4.25%, 05/15/2024(1) | | | 150,266 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| |
CORPORATE BONDS - 39.8% - (continued) | | | |
| | | | | Retail - 0.7% - (continued) | |
| | | | | | Alimentation Couche-Tard, Inc. | |
$ | | | 570,000 | | | 2.95%, 01/25/2030(1) | | $ | 591,005 | |
| | | 885,000 | | | 3.80%, 01/25/2050(1) | | | 917,419 | |
| | | 1,755,000 | | | AutoZone, Inc. 3.63%, 04/15/2025 | | | 1,957,002 | |
| | | | | | Lowe’s Cos., Inc. | |
| | | 3,075,000 | | | 3.38%, 09/15/2025 | | | 3,444,393 | |
| | | 1,120,000 | | | 4.55%, 04/05/2049 | | | 1,409,516 | |
| | | | | | McDonald’s Corp. | |
| | | 1,035,000 | | | 3.35%, 04/01/2023 | | | 1,109,289 | |
| | | 1,800,000 | | | 3.63%, 09/01/2049 | | | 1,975,023 | |
| | | 1,785,000 | | | 4.20%, 04/01/2050 | | | 2,164,188 | |
| | | 315,000 | | | Suburban Propane Partners L.P. / Suburban Energy Finance Corp. 5.88%, 03/01/2027 | | | 311,850 | |
| | | 445,000 | | | United Rentals North America, Inc. 4.88%, 01/15/2028 | | | 456,125 | |
| | | 230,000 | | | William Carter Co. 5.63%, 03/15/2027(1) | | | 236,900 | |
| | | | | | | | | | |
| | | | | | | | | 14,722,976 | |
| | | | | | | | | | |
| | | | | Semiconductors - 1.3% | |
| | | 170,000 | | | Broadcom Corp. / Broadcom Cayman Finance Ltd. 3.88%, 01/15/2027 | | | 183,705 | |
| | | | | | Broadcom, Inc. | |
| | | 1,934,000 | | | 4.25%, 04/15/2026(1) | | | 2,152,358 | |
| | | 6,855,000 | | | 5.00%, 04/15/2030(1) | | | 7,878,951 | |
| | | | | | Entegris, Inc. | |
| | | 460,000 | | | 4.38%, 04/15/2028(1) | | | 468,050 | |
| | | 272,000 | | | 4.63%, 02/10/2026(1) | | | 276,080 | |
| | | 1,365,000 | | | Intel Corp. 3.10%, 02/15/2060 | | | 1,505,479 | |
| | | 885,000 | | | Lam Research Corp. 1.90%, 06/15/2030 | | | 904,603 | |
| | | | | | Microchip Technology, Inc. | |
| | | 2,015,000 | | | 2.67%, 09/01/2023(1) | | | 2,074,003 | |
| | | 95,000 | | | 4.25%, 09/01/2025(1) | | | 95,605 | |
| | | 1,565,000 | | | NVIDIA Corp. 2.85%, 04/01/2030 | | | 1,741,045 | |
| | | | | | NXP B.V. / NXP Funding LLC | |
| | | 625,000 | | | 4.63%, 06/01/2023(1) | | | 685,483 | |
| | | 3,042,000 | | | 4.88%, 03/01/2024(1) | | | 3,397,412 | |
| | | 786,000 | | | 5.35%, 03/01/2026(1) | | | 934,311 | |
| | | 735,000 | | | 5.55%, 12/01/2028(1) | | | 892,997 | |
| | | 860,000 | | | NXP B.V. / NXP Funding LLC / NXP USA, Inc. 3.15%, 05/01/2027(1) | | | 911,670 | |
| | | 270,000 | | | Qorvo, Inc. 5.50%, 07/15/2026 | | | 280,800 | |
| | | | | | Qualcomm, Inc. | |
| | | 389,000 | | | 4.65%, 05/20/2035 | | | 517,057 | |
| | | 1,316,000 | | | 4.80%, 05/20/2045 | | | 1,720,788 | |
| | | 355,000 | | | Sensata Technologies B.V. 5.00%, 10/01/2025(1) | | | 377,968 | |
| | | 310,000 | | | Sensata Technologies UK Financing Co. plc 6.25%, 02/15/2026(1) | | | 321,625 | |
| | | | | | | | | | |
| | | | | | | | | 27,319,990 | |
| | | | | | | | | | |
| | | | | Software - 1.4% | |
| | | | | | CDK Global, Inc. | |
| | | 150,000 | | | 4.88%, 06/01/2027 | | | 153,892 | |
| | | 30,000 | | | 5.88%, 06/15/2026 | | | 31,159 | |
| | | | | | Fidelity National Information Services, Inc. | |
| | | 1,616,000 | | | 3.75%, 05/21/2029 | | | 1,893,518 | |
| | | 500,000 | | | 4.25%, 05/15/2028 | | | 590,216 | |
| | | | | | Fiserv, Inc. | |
| | | 5,605,000 | | | 2.25%, 06/01/2027 | | | 5,861,117 | |
| | | 1,710,000 | | | 3.20%, 07/01/2026 | | | 1,892,645 | |
| | | 200,000 | | | IQVIA, Inc. 5.00%, 05/15/2027(1) | | | 204,937 | |
| | | | | | Microsoft Corp. | |
| | | 131,000 | | | 2.68%, 06/01/2060 | | | 136,283 | |
| | | 1,160,000 | | | 3.70%, 08/08/2046 | | | 1,444,531 | |
| | | 619,000 | | | 3.95%, 08/08/2056 | | | 795,585 | |
| | | | | | MSCI, Inc. | |
| | | 10,000 | | | 3.63%, 09/01/2030(1) | | | 9,950 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| |
CORPORATE BONDS - 39.8% - (continued) | | | |
| | | | | Software - 1.4% - (continued) | |
$ | | | 140,000 | | | 3.88%, 02/15/2031(1) | | $ | 142,800 | |
| | | 4,590,000 | | | 5.38%, 05/15/2027(1) | | | 4,871,137 | |
| | | 260,000 | | | Open Text Corp. 5.88%, 06/01/2026(1) | | | 269,779 | |
| | | | | | Oracle Corp. | |
| | | 4,335,000 | | | 2.50%, 04/01/2025 | | | 4,642,881 | |
| | | 4,365,000 | | | 3.85%, 04/01/2060 | | | 5,109,115 | |
| | | 310,000 | | | Western Digital Corp. 4.75%, 02/15/2026 | | | 320,369 | |
| | | | | | | | | | |
| | | | | | | | | 28,369,914 | |
| | | | | | | | | | |
| | | | | Telecommunications - 3.3% | |
| | | | | | AT&T, Inc. | |
| | | 2,785,000 | | | 2.30%, 06/01/2027 | | | 2,883,228 | |
| | | 165,000 | | | 2.95%, 07/15/2026 | | | 179,577 | |
| | | 2,380,000 | | | 3.80%, 02/15/2027 | | | 2,680,525 | |
| | | 165,000 | | | 3.88%, 01/15/2026 | | | 185,898 | |
| | | 120,000 | | | 4.13%, 02/17/2026 | | | 136,752 | |
| | | 2,792,000 | | | 4.30%, 02/15/2030 | | | 3,272,081 | |
| | | 1,970,000 | | | 4.35%, 03/01/2029 | | | 2,296,936 | |
| | | 1,295,000 | | | 4.35%, 06/15/2045 | | | 1,457,313 | |
| | | 7,400,000 | | | GTP Acquisition Partners LLC 3.48%, 06/15/2050(1) | | | 7,750,584 | |
| | | | | | Nokia Oyj | |
| | | 5,000 | | | 4.38%, 06/12/2027 | | | 5,283 | |
| | | 575,000 | | | 6.63%, 05/15/2039 | | | 682,985 | |
| | | 4,375,000 | | | SoftBank Group Corp. 6.00%, 07/19/2023, (6.00% fixed rate until 07/19/2023; 5 year USD ICE Swap + 4.226% thereafter)(6)(7)(8) | | | 3,985,625 | |
| | | 425,000 | | | Sprint Corp. 7.13%, 06/15/2024 | | | 479,884 | |
| | | 2,375,000 | | | Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC 5.15%, 09/20/2029(1) | | | 2,731,250 | |
| | | | | | T-Mobile USA, Inc. | |
| | | 2,835,000 | | | 2.05%, 02/15/2028(1) | | | 2,836,332 | |
| | | 2,745,000 | | | 3.50%, 04/15/2025(1) | | | 2,987,631 | |
| | | 3,400,000 | | | 3.88%, 04/15/2030(1) | | | 3,784,064 | |
| | | 1,195,000 | | | 4.50%, 04/15/2050(1) | | | 1,422,325 | |
| | | 5,071,000 | | | 6.50%, 01/15/2026 | | | 5,299,753 | |
| | | | | | Telecom Italia Capital S.A. | |
| | | 265,000 | | | 6.00%, 09/30/2034 | | | 288,055 | |
| | | 160,000 | | | 7.72%, 06/04/2038 | | | 201,318 | |
| | | 3,085,000 | | | Telefonica Celular del Paraguay S.A. 5.88%, 04/15/2027(1) | | | 3,208,400 | |
| | | | | | Telefonica Emisiones S.A. | |
| | | 925,000 | | | 4.90%, 03/06/2048 | | | 1,115,727 | |
| | | 1,340,000 | | | 5.21%, 03/08/2047 | | | 1,669,007 | |
| | | 515,000 | | | 5.52%, 03/01/2049 | | | 677,295 | |
| | | | | | Verizon Communications, Inc. | |
| | | 860,000 | | | 3.15%, 03/22/2030 | | | 964,680 | |
| | | 2,603,000 | | | 4.27%, 01/15/2036 | | | 3,219,102 | |
| | | 3,185,000 | | | 4.40%, 11/01/2034 | | | 3,965,702 | |
| | | 1,735,000 | | | 4.50%, 08/10/2033 | | | 2,161,204 | |
| | | 1,480,000 | | | 4.67%, 03/15/2055 | | | 2,011,883 | |
| | | 100,000 | | | 4.81%, 03/15/2039 | | | 130,628 | |
| | | 420,000 | | | 5.01%, 08/21/2054 | | | 610,121 | |
| | | 230,000 | | | 5.25%, 03/16/2037 | | | 307,915 | |
| | | 1,565,000 | | | Vodafone Group plc 6.15%, 02/27/2037 | | | 2,191,021 | |
| | | | | | | | | | |
| | | | | | | | | 67,780,084 | |
| | | | | | | | | | |
| | | | | Transportation - 0.7% | |
| | | 1,400,000 | | | CSX Corp. 3.25%, 06/01/2027 | | | 1,564,390 | |
| | | | | | FedEx Corp. | |
| | | 730,000 | | | 3.30%, 03/15/2027 | | | 786,280 | |
| | | 2,020,000 | | | 3.80%, 05/15/2025 | | | 2,245,455 | |
| | | 2,020,000 | | | 4.25%, 05/15/2030 | | | 2,307,099 | |
| | | | | | Penske Truck Leasing Co. L.P. / PTL Finance Corp. | |
| | | 2,115,000 | | | 2.70%, 11/01/2024(1) | | | 2,175,958 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| |
CORPORATE BONDS - 39.8% - (continued) | | | |
| | | | | Transportation - 0.7% - (continued) | |
$ | | | 1,890,000 | | | 4.00%, 07/15/2025(1) | | $ | 2,067,202 | |
| | | 2,680,000 | | | Union Pacific Corp. 4.38%, 09/10/2038 | | | 3,301,706 | |
| | | | | | | | | | |
| | | | | | | | | 14,448,090 | |
| | | | | | | | | | |
| | | | | Water - 0.1% | |
| | | | | | American Water Capital Corp. | |
| | | 750,000 | | | 2.80%, 05/01/2030 | | | 817,028 | |
| | | 905,000 | | | 4.15%, 06/01/2049 | | | 1,121,532 | |
| | | | | | | | | | |
| | | | | | | | | 1,938,560 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Corporate Bonds (cost $760,189,467) | | $ | 811,196,559 | |
| | | | | | | | | | |
|
FOREIGN GOVERNMENT OBLIGATIONS - 2.4% | |
| | | Argentina - 0.0% | |
EUR | | | 1,780,000 | | | Argentine Republic Government International Bond 5.25%, 01/15/2028(6)(10) | | $ | 730,938 | |
| | | | | | | | | | |
| | | Bahrain - 0.1% | |
$ | | | 1,055,000 | | | Bahrain Government International Bond 7.38%, 05/14/2030(1) | | | 1,199,218 | |
| | | | | | | | | | |
| | | Chile - 0.1% | |
| | | 2,135,000 | | | Chile Government International Bond 2.55%, 01/27/2032 | | | 2,222,535 | |
| | | | | | | | | | |
| | | Dominican Republic - 0.2% | |
| | | 4,890,000 | | | Dominican Republic International Bond 6.40%, 06/05/2049(1) | | | 4,462,125 | |
| | | | | | | | | | |
| | | Egypt - 0.1% | |
| | | Egypt Government International Bond | |
| | | 840,000 | | | 7.63%, 05/29/2032(1) | | | 818,798 | |
| | | 720,000 | | | 8.50%, 01/31/2047(6) | | | 702,000 | |
| | | 595,000 | | | 8.88%, 05/29/2050(1) | | | 587,063 | |
| | | | | | | | | | |
| | | 2,107,861 | |
| | | | | | | | | | |
| | | Ghana - 0.2% | |
| | | Ghana Government International Bond | |
| | | 2,125,000 | | | 6.38%, 02/11/2027(1) | | | 1,984,219 | |
| | | 2,135,000 | | | 7.63%, 05/16/2029(6) | | | 2,009,889 | |
| | | | | | | | | | |
| | | 3,994,108 | |
| | | | | | | | | | |
| | | Hungary - 0.1% | |
| | | 710,000 | | | Hungary Government International Bond 6.38%, 03/29/2021 | | | 738,386 | |
| | | | | | | | | | |
| | | Indonesia - 0.1% | |
| | | Indonesia Government International Bond | |
EUR | | | 240,000 | | | 2.15%, 07/18/2024(6) | | | 277,392 | |
| | | 470,000 | | | 2.63%, 06/14/2023(6) | | | 547,451 | |
$ | | | 785,000 | | | 3.38%, 04/15/2023(6) | | | 816,528 | |
| | | | | | | | | | |
| | | 1,641,371 | |
| | | | | | | | | | |
| | | Macedonia - 0.1% | |
EUR | | | 2,165,000 | | | North Macedonia Government International Bond 3.68%, 06/03/2026(1) | | | 2,471,493 | |
| | | | | | | | | | |
| | | Mexico - 0.1% | |
$ | | | 2,350,000 | | | Mexico Government International Bond 4.75%, 04/27/2032 | | | 2,590,875 | |
| | | | | | | | | | |
| | | Panama - 0.0% | |
| | | 240,000 | | | Panama Government International Bond 3.16%, 01/23/2030 | | | 257,880 | |
| | | | | | | | | | |
| | | Peru - 0.0% | |
| | | 540,000 | | | Peruvian Government International Bond 2.39%, 01/23/2026 | | | 561,600 | |
| | | | | | | | | | |
| | | Philippines - 0.0% | |
| | | 455,000 | | | Philippine Government International Bond 2.46%, 05/05/2030 | | | 476,635 | |
| | | | | | | | | | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
|
FOREIGN GOVERNMENT OBLIGATIONS - 2.4% - (continued) | |
| | | Qatar - 0.3% | |
| | | Qatar Government International Bond | |
$ | | | 1,355,000 | | | 3.40%, 04/16/2025(1) | | $ | 1,473,573 | |
| | | 3,860,000 | | | 3.75%, 04/16/2030(1) | | | 4,395,351 | |
| | | | | | | | | | |
| | | 5,868,924 | |
| | | | | | | | | | |
| | | Romania - 0.4% | |
| | | Romanian Government International Bond | |
EUR | | | 1,115,000 | | | 3.62%, 05/26/2030(1) | | | 1,350,613 | |
| | | 3,241,000 | | | 4.63%, 04/03/2049(6) | | | 4,160,506 | |
$ | | | 1,176,000 | | | 6.13%, 01/22/2044(6) | | | 1,540,560 | |
| | | | | | | | | | |
| | | 7,051,679 | |
| | | | | | | | | | |
| | | Saudi Arabia - 0.1% | |
| | | 1,980,000 | | | Saudi Government International Bond 2.90%, 10/22/2025(1) | | | 2,099,592 | |
| | | | | | | | | | |
| | | Senegal - 0.1% | |
| | | 2,115,000 | | | Senegal Government International Bond 6.25%, 05/23/2033(6) | | | 2,152,182 | |
| | | | | | | | | | |
| | | Supranational - 0.1% | |
MXN | | | 44,875,000 | | | Inter-American Development Bank 7.25%, 06/10/2021 | | | 1,975,519 | |
| | | | | | | | | | |
| | | Tunisia - 0.1% | |
EUR | | | 1,805,000 | | | Banque Centrale de Tunisie International Bond 6.75%, 10/31/2023(1) | | | 1,916,422 | |
| | | | | | | | | | |
| | | United Arab Emirates - 0.2% | |
| | | Abu Dhabi Government International Bond | |
$ | | | 2,260,000 | | | 3.13%, 04/16/2030(1) | | | 2,484,449 | |
| | | 1,925,000 | | | 3.88%, 04/16/2050(1) | | | 2,272,944 | |
| | | | | | | | | | |
| | | 4,757,393 | |
| | | | | | | | | | |
| | |
| | | Total Foreign Government Obligations (cost $49,650,095) | | $ | 49,276,736 | |
| | | | | | | | | | |
|
MUNICIPAL BONDS - 1.3% | |
| | | Development - 0.4% | |
| | | California State, GO Taxable | |
$ | | | 110,000 | | | 7.30%, 10/01/2039 | | $ | 183,902 | |
| | | 175,000 | | | 7.63%, 03/01/2040 | | | 308,908 | |
| | | 6,770,000 | | | New York Transportation Dev Corp. Rev 4.25%, 09/01/2035 | | | 7,378,962 | |
| | | | | | | | | | |
| | | 7,871,772 | |
| | | | | | | | | | |
| | | Education - 0.2% | |
| | | Chicago, IL, Board of Education, GO | |
| | | 365,000 | | | 6.04%, 12/01/2029 | | | 374,001 | |
| | | 1,115,000 | | | 6.14%, 12/01/2039 | | | 1,134,903 | |
| | | 1,750,000 | | | 6.32%, 11/01/2029 | | | 1,812,265 | |
| | | | | | | | | | |
| | | 3,321,169 | |
| | | | | | | | | | |
| | | General - 0.3% | |
| | | 5,445,000 | | | Philadelphia, PA, Auth for Industrial Dev 6.55%, 10/15/2028 | | | 7,037,663 | |
| | | | | | | | | | |
| | | General Obligation - 0.3% | |
| | | 630,000 | | | California State, GO Taxable 7.55%, 04/01/2039(9) | | | 1,121,835 | |
| | | 170,000 | | | State of Connecticut, GO 3.00%, 07/01/2021 | | | 173,655 | |
| | | State of Illinois, GO | |
| | | 2,717,945 | | | 4.95%, 06/01/2023(9) | | | 2,745,614 | |
| | | 280,000 | | | 5.00%, 01/01/2023 | | | 275,780 | |
| | | 610,000 | | | 5.56%, 02/01/2021 | | | 613,770 | |
| | | 980,000 | | | 5.95%, 04/01/2022 | | | 1,042,024 | |
| | | | | | | | | | |
| | | 5,972,678 | |
| | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
|
MUNICIPAL BONDS - 1.3% - (continued) | |
| | | Utility - Electric - 0.1% | |
$ | | | 1,561,000 | | | Municipal Electric Auth, GA 6.64%, 04/01/2057 | | $ | 2,270,131 | |
| | | | | | | | | | |
| | |
| | | Total Municipal Bonds (cost $24,686,522) | | $ | 26,473,413 | |
| | | | | | | | | | |
|
SENIOR FLOATING RATE INTERESTS - 2.4%(11) | |
| | | Advertising - 0.0% | |
$ | | | 307,675 | | | Clear Channel Outdoor Holdings, Inc. 4.26%, 08/21/2026, 1 mo. USD LIBOR + 3.500% | | $ | 278,138 | |
| | | | | | | | | | |
| | | Aerospace/Defense - 0.0% | |
| | | 565,106 | | | TransDigm, Inc. 2.43%, 12/09/2025, 1 mo. USD LIBOR + 2.250% | | | 506,979 | |
| | | | | | | | | | |
| | | Airlines - 0.0% | |
| | | 100,000 | | | JetBlue Airways Corp.0.00%, 06/12/2024, 1 mo. USD LIBOR + 5.250%(12) | | | 97,750 | |
| | | 180,000 | | | Mileage Plus Holdings LLC0.00%, 06/25/2027, 1 mo. USD LIBOR + 5.250%(12) | | | 178,574 | |
| | | 278,600 | | | WestJet Airlines Ltd.4.00%, 12/11/2026, 1 mo. USD LIBOR + 3.000% | | | 222,649 | |
| | | | | | | | | | |
| | | 498,973 | |
| | | | | | | | | | |
| | | Auto Manufacturers - 0.0% | |
| | | 151,513 | | | Navistar International Corp.3.70%, 11/06/2024, 1 mo. USD LIBOR + 3.500% | | | 143,116 | |
| | | | | | | | | | |
| | | Auto Parts & Equipment - 0.1% | |
| | | 232,650 | | | Adient U.S. LLC4.25%, 05/06/2024, 1 mo. USD LIBOR + 4.000% | | | 222,860 | |
| | | 194,776 | | | Altra Industrial Motion Corp.2.18%, 10/01/2025, 1 mo. USD LIBOR + 2.000% | | | 185,037 | |
| | | Panther BF Aggregator L.P. | |
| | | 471,438 | | | 3.68%, 04/30/2026, 1 mo. USD LIBOR + 3.500% | | | 447,866 | |
EUR | | | 710,000 | | | 3.75%, 04/30/2026, 1 mo. EURIBOR + 3.750% | | | 767,022 | |
| | | | | | | | | | |
| | | 1,622,785 | |
| | | | | | | | | | |
| | | Chemicals - 0.1% | |
$ | | | 88,171 | | | Cabot Microelectronics Corp.2.19%, 11/17/2025, 1 mo. USD LIBOR + 2.000% | | | 85,306 | |
EUR | | | 185,986 | | | CeramTec AcquiCo GmbH2.50%, 03/07/2025, 3 mo. EURIBOR + 2.500% | | | 196,418 | |
$ | | | 119,100 | | | Hexion, Inc.4.94%, 07/01/2026, 1 mo. USD LIBOR + 3.500% | | | 115,825 | |
| | | 122,813 | | | LTI Holdings, Inc.3.68%, 09/06/2025, 1 mo. USD LIBOR + 3.500% | | | 104,039 | |
| | | Starfruit Finco B.V. | |
| | | 96,465 | | | 3.19%, 10/01/2025, 1 mo. USD LIBOR + 3.000% | | | 90,275 | |
EUR | | | 100,000 | | | 3.25%, 10/01/2025, 3 mo. EURIBOR + 3.250% | | | 108,264 | |
$ | | | 300,000 | | | Tronox Finance LLC0.00%, 09/23/2024, 3 mo. USD LIBOR + 2.750%(12) | | | 287,334 | |
| | | Univar, Inc. | |
| | | 99,500 | | | 2.18%, 07/01/2026, 1 mo. USD LIBOR + 2.000% | | | 94,588 | |
| | | 307,694 | | | 2.43%, 07/01/2024, 1 mo. USD LIBOR + 2.250% | | | 295,580 | |
| | | | | | | | | | |
| | | 1,377,629 | |
| | | | | | | | | | |
| | | Coal - 0.0% | |
| | | 686,686 | | | Foresight Energy LLC0.00%, 03/28/2022, 3 mo. USD LIBOR + 5.750%(10)(12) | | | 41,201 | |
| | | | | | | | | | |
| | | Commercial Services - 0.2% | |
| | | 207,292 | | | Allied Universal Holdco LLC4.43%, 07/10/2026, 3 mo. USD LIBOR + 4.250% | | | 201,029 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
|
SENIOR FLOATING RATE INTERESTS - 2.4%(11) - (continued) | |
| | | Commercial Services - 0.2% - (continued) | |
| | | 275,809 | | | APX Group, Inc.5.18%, 12/31/2025, 1 mo. USD LIBOR + 5.000% | | $ | 255,553 | |
| | | 121,563 | | | Ascend Learning LLC4.00%, 07/12/2024, 1 mo. USD LIBOR + 3.000% | | | 115,409 | |
| | | 199,249 | | | Belron Finance U.S. LLC3.26%, 10/30/2026, 3 mo. USD LIBOR + 2.500% | | | 191,778 | |
| | | 373,262 | | | Blackhawk Network Holdings, Inc.3.18%, 06/15/2025, 1 mo. USD LIBOR + 3.000% | | | 342,777 | |
| | | 540,000 | | | Deerfield Dakota Holding LLC4.75%, 04/09/2027, 1 mo. USD LIBOR + 3.750% | | | 523,800 | |
| | | 413,963 | | | Dun & Bradstreet Corp.4.18%, 02/06/2026, 1 mo. USD LIBOR + 4.000% | | | 402,579 | |
| | | 31,350 | | | Energizer Holdings, Inc.2.44%, 12/17/2025, 1 mo. USD LIBOR + 2.250% | | | 29,782 | |
EUR | | | 145,000 | | | LGC Group Holdings Ltd.3.25%, 01/22/2027, 1 mo. USD LIBOR + 3.250% | | | 156,106 | |
$ | | | 602,740 | | | Quikrete Holdings, Inc.2.68%, 02/01/2027, 1 mo. USD LIBOR + 2.500% | | | 578,257 | |
EUR | | | 105,975 | | | Techem Verwaltungsgesellschaft 675 mbH2.88%, 07/15/2025, 1 mo. EURIBOR + 2.875% | | | 115,628 | |
$ | | | 999,100 | | | Tempo Acquisition LLC2.93%, 05/01/2024, 1 mo. USD LIBOR + 2.750% | | | 946,647 | |
EUR | | | 235,000 | | | Verisure Holding AB3.50%, 10/21/2022, 3 mo. EURIBOR + 3.500% | | | 257,842 | |
$ | | | 119,272 | | | Weight Watchers International, Inc.5.50%, 11/29/2024, 3 mo. USD LIBOR + 4.750% | | | 116,813 | |
| | | | | | | | | | |
| | | 4,234,000 | |
| | | | | | | | | | |
| | | Construction Materials - 0.0% | |
| | | 265,950 | | | Brookfield WEC Holdings, Inc.3.75%, 08/01/2025, 1 mo. USD LIBOR + 3.000% | | | 256,254 | |
| | | 264,600 | | | NCI Building Systems, Inc.3.94%, 04/12/2025, 3 mo. USD LIBOR + 3.750% | | | 251,039 | |
| | | | | | | | | | |
| | | 507,293 | |
| | | | | | | | | | |
| | | Distribution/Wholesale - 0.1% | |
| | | 967,688 | | | American Builders & Contractors Supply Co., Inc.2.18%, 01/15/2027, 1 mo. USD LIBOR + 2.000% | | | 921,238 | |
| | | 174,125 | | | SRS Distribution, Inc.5.57%, 05/23/2025, 1 mo. USD LIBOR + 4.500% | | | 168,031 | |
| | | | | | | | | | |
| | | 1,089,269 | |
| | | | | | | | | | |
| | | Diversified Financial Services - 0.1% | |
| | | AlixPartners LLP | |
EUR | | | 98,750 | | | 3.25%, 04/04/2024, 3 mo. EURIBOR + 3.250% | | | 107,709 | |
$ | | | 454,725 | | | 3.50%, 04/04/2024, 3 mo. USD LIBOR + 2.500% | | | 438,619 | |
| | | 152,675 | | | Aretec Group, Inc.4.43%, 10/01/2025, 3 mo. USD LIBOR + 4.250% | | | 139,698 | |
| | | Crown Finance U.S., Inc. | |
EUR | | | 33,102 | | | 2.09%, 02/28/2025, 1 mo. EURIBOR + 2.375% | | | 29,455 | |
$ | | | 182,719 | | | 3.32%, 02/28/2025, 1 mo. USD LIBOR + 2.250% | | | 136,782 | |
| | | 138,250 | | | Minotaur Acquisition, Inc.5.18%, 03/27/2026, 1 mo. USD LIBOR + 5.000% | | | 127,190 | |
EUR | | | 185,208 | | | Nets Holding A/S3.25%, 02/06/2025, 3 mo. EURIBOR + 3.250% | | | 199,914 | |
$ | | | 226,550 | | | Refinitiv U.S. Holdings, Inc.3.43%, 10/01/2025, 1 mo. USD LIBOR + 3.250% | | | 221,056 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
|
SENIOR FLOATING RATE INTERESTS - 2.4%(11) - (continued) | |
| | | Diversified Financial Services - 0.1% - (continued) | |
$ | | | 275,025 | | | RP Crown Parent LLC3.75%, 10/12/2023, 1 mo. USD LIBOR + 2.750% | | $ | 266,430 | |
| | | 98,972 | | | UFC Holdings LLC4.25%, 04/29/2026, 1 mo. USD LIBOR + 3.250% | | | 94,353 | |
| | | 198,854 | | | Victory Capital Holdings, Inc.3.94%, 07/01/2026, 1 mo. USD LIBOR + 2.500% | | | 192,516 | |
| | | | | | | | | | |
| | | 1,953,722 | |
| | | | | | | | | | |
| | | Electric - 0.0% | |
| | | 318,277 | | | Seadrill Partners Finco LLC7.00%, 02/21/2021, 3 mo. USD LIBOR + 6.000% | | | 50,129 | |
| | | | | | | | | | |
| | | Energy-Alternate Sources - 0.0% | |
| | | 259,675 | | | BCP Renaissance Parent LLC4.50%, 10/31/2024, 3 mo. USD LIBOR + 3.500% | | | 216,273 | |
| | | 97,500 | | | Medallion Midland Acquisition LLC4.25%, 10/30/2024, 1 mo. USD LIBOR + 3.250% | | | 86,970 | |
| | | | | | | | | | |
| | | 303,243 | |
| | | | | | | | | | |
| | | Engineering & Construction - 0.0% | |
| | | 727,500 | | | Brand Energy & Infrastructure Services, Inc.5.45%, 06/21/2024, 3 mo. USD LIBOR + 4.250% | | | 663,844 | |
| | | | | | | | | | |
| | | Entertainment - 0.0% | |
| | | 145,000 | | | Banijay Entertainment S.A.S0.00%, 03/04/2025, 1 mo. USD LIBOR + 3.750%(12) | | | 137,025 | |
| | | 117,900 | | | Wyndham Hotels & Resorts, Inc.1.93%, 05/30/2025, 1 mo. USD LIBOR + 1.750% | | | 111,062 | |
| | | | | | | | | | |
| | | 248,087 | |
| | | | | | | | | | |
| | | Food - 0.1% | |
| | | 99,250 | | | B&G Foods, Inc. 2.68%, 10/10/2026, 1 mo. USD LIBOR + 2.500% | | | 97,761 | |
| | | Froneri International Ltd. | |
| | | 165,000 | | | 2.43%, 01/29/2027, 1 mo. USD LIBOR + 2.250% | | | 154,791 | |
EUR | | | 170,000 | | | 2.63%, 01/29/2027, 1 mo. EURIBOR + 2.625% | | | 183,689 | |
$ | | | 488,473 | | | Hostess Brands LLC 3.01%, 08/03/2025, 1 mo. USD LIBOR + 2.250% | | | 470,400 | |
| | | 248,750 | | | U.S. Foods, Inc. 3.07%, 09/13/2026, 1 mo. USD LIBOR + 2.000% | | | 231,079 | |
| | | | | | | | | | |
| | | 1,137,720 | |
| | | | | | | | | | |
| | | Food Service - 0.0% | |
| | | 98,500 | | | 8th Avenue Food & Provisions, Inc. 3.69%, 10/01/2025, 3 mo. USD LIBOR + 3.500% | | | 95,319 | |
| | | Aramark Services, Inc. | |
| | | 111,920 | | | 1.93%, 03/11/2025, 3 mo. USD LIBOR + 1.750% | | | 105,484 | |
| | | 109,725 | | | 1.93%, 01/15/2027, 1 mo. USD LIBOR + 1.750% | | | 103,074 | |
| | | | | | | | | | |
| | | 303,877 | |
| | | | | | | | | | |
| | | Gas - 0.0% | |
| | | 103,688 | | | Messer Industries GmbH 2.81%, 03/01/2026, 1 mo. USD LIBOR + 2.500% | | | 98,633 | |
| | | | | | | | | | |
| | | Healthcare-Products - 0.0% | |
EUR | | | 99,500 | | | Grifols S.A. 2.25%, 11/15/2027, 1 mo. EURIBOR + 2.250% | | | 109,285 | |
$ | | | 201,375 | | | Lifescan Global Corp. 7.18%, 10/01/2024, 3 mo. USD LIBOR + 6.000% | | | 181,439 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
|
SENIOR FLOATING RATE INTERESTS - 2.4%(11) - (continued) | |
| | | Healthcare-Products - 0.0% - (continued) | |
$ | | | 206,952 | | | Parexel International Corp. 2.93%, 09/27/2024, 1 mo. USD LIBOR + 2.750% | | $ | 195,700 | |
| | | | | | | | | | |
| | | 486,424 | |
| | | | | | | | | | |
| | | Healthcare-Services - 0.2% | |
| | | 353,437 | | | CDRH Parent, Inc. 5.25%, 07/01/2021, 3 mo. USD LIBOR + 4.250% | | | 217,562 | |
| | | 99,750 | | | CPI Holdco LLC 4.43%, 11/04/2026, 1 mo. USD LIBOR + 4.250% | | | 95,760 | |
| | | 129,551 | | | DentalCorp Perfect Smile ULC 4.75%, 06/06/2025, 1 mo. USD LIBOR + 3.750%(12)(13) | | | 115,138 | |
| | | 270,875 | | | Envision Healthcare Corp. 3.93%, 10/10/2025, 1 mo. USD LIBOR + 3.750% | | | 176,746 | |
| | | EyeCare Partners LLC | |
| | | 47,297 | | | 3.75%, 02/18/2027, 1 mo. USD LIBOR + 0.500%(12)(13) | | | 42,461 | |
| | | 202,703 | | | 4.06%, 02/18/2027, 1 mo. USD LIBOR + 3.750% | | | 181,976 | |
| | | 305,332 | | | Global Medical Response, Inc. 4.25%, 04/28/2022, 1 mo. USD LIBOR + 3.250% | | | 293,082 | |
EUR | | | 215,600 | | | IQVIA, Inc. 2.00%, 06/11/2025, 3 mo. EURIBOR + 2.000% | | | 237,786 | |
$ | | | 672,480 | | | Jaguar Holding Co. 3.50%, 08/18/2022, 3 mo. USD LIBOR + 2.500% | | | 663,442 | |
| | | MED ParentCo L.P. | |
| | | 59,859 | | | 4.50%, 08/31/2026, 1 mo. USD LIBOR + 4.250%(12)(13) | | | 54,022 | |
| | | 238,885 | | | 4.61%, 08/31/2026, 1 mo. USD LIBOR + 4.250% | | | 215,594 | |
| | | 455,175 | | | MPH Acquisition Holdings LLC 3.75%, 06/07/2023, 3 mo. USD LIBOR + 2.750% | | | 431,848 | |
| | | 200,000 | | | Pathway Vet Alliance LLC 0.00%, 03/31/2027, 1 mo. USD LIBOR + 3.750%(12) | | | 194,042 | |
| | | 100,000 | | | Surf Holdings LLC 3.83%, 03/05/2027, 1 mo. USD LIBOR + 3.500% | | | 95,643 | |
| | | 201,377 | | | Syneos Health, Inc. 1.93%, 08/01/2024, 1 mo. USD LIBOR + 1.750% | | | 193,322 | |
| | | 547,250 | | | Zelis Healthcare Corp. 4.93%, 09/30/2026, 1 mo. USD LIBOR + 4.750% | | | 535,621 | |
| | | | | | | | | | |
| | | 3,744,045 | |
| | | | | | | | | | |
| | | | | Household Products - 0.0% | |
| | | 287,625 | | | Diamond (BC) B.V. 3.76%, 09/06/2024, 2 mo. USD LIBOR + 3.000% | | | 263,657 | |
| | | 289,500 | | | Revlon Consumer Products Corp. 3.86%, 09/07/2023, 1 mo. USD LIBOR + 3.500% | | | 74,306 | |
| | | 99,750 | | | Reynolds Consumer Products LLC 1.93%, 02/04/2027, 1 mo. USD LIBOR + 1.750% | | | 95,956 | |
| | | | | | | | | | |
| | | | | | | | | 433,919 | |
| | | | | | | | | | |
| | | | | Insurance - 0.1% | |
| | | 174,563 | | | Acrisure LLC 3.68%, 02/15/2027, 3 mo. USD LIBOR + 3.500% | | | 164,525 | |
| | | | | | Asurion LLC | |
| | | 731,188 | | | 3.18%, 08/04/2022, 1 mo. USD LIBOR + 3.000% | | | 710,473 | |
| | | 545,673 | | | 3.18%, 11/03/2023, 1 mo. USD LIBOR + 3.000% | | | 527,028 | |
| | | 375,000 | | | 6.68%, 08/04/2025, 1 mo. USD LIBOR + 6.500% | | | 372,187 | |
| | | 220,500 | | | Hub International Ltd. 4.02%, 04/25/2025, 2 mo. USD LIBOR + 3.000% | | | 209,292 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
|
SENIOR FLOATING RATE INTERESTS - 2.4%(11) - (continued) | |
| | | | | Insurance - 0.1% - (continued) | |
| | | | | | Sedgwick Claims Management Services, Inc. | |
$ | | | 280,725 | | | 3.43%, 12/31/2025, 1 mo. USD LIBOR + 3.250% | | $ | 264,384 | |
| | | 544,500 | | | 4.18%, 09/03/2026, 1 mo. USD LIBOR + 4.000% | | | 521,359 | |
| | | | | | | | | | |
| | | | | | | | | 2,769,248 | |
| | | | | | | | | | |
| | | | | Leisure Time - 0.1% | |
| | | | | | Caesars Resort Collection LLC | |
| | | 170,000 | | | 0.00%, 06/19/2025, 1 mo. USD LIBOR + 4.500%(12) | | | 159,482 | |
| | | 434,032 | | | 2.93%, 12/23/2024, 1 mo. USD LIBOR + 2.750% | | | 384,796 | |
| | | 225,000 | | | Carnival Corp. 0.00%, 06/30/2025, 1 mo. USD LIBOR + 7.500%(12) | | | 216,562 | |
| | | 795,546 | | | Delta (LUX) S.a.r.l. 3.50%, 02/01/2024, 1 mo. USD LIBOR + 2.500% | | | 755,275 | |
| | | 733,400 | | | Golden Entertainment, Inc. 3.75%, 10/21/2024, 1 mo. USD LIBOR + 3.000% | | | 660,669 | |
| | | 142,825 | | | Penn National Gaming, Inc. 3.00%, 10/15/2025, 3 mo. USD LIBOR + 2.250% | | | 132,787 | |
| | | | | | | | | | |
| | | | | | | | | 2,309,571 | |
| | | | | | | | | | |
| | | | | Lodging - 0.1% | |
| | | 266,768 | | | Boyd Gaming Corp. 2.36%, 09/15/2023, 1 Week USD LIBOR + 2.250% | | | 250,178 | |
| | | 537,542 | | | Caesars Entertainment Operating Co. 2.18%, 10/07/2024, 1 mo. USD LIBOR + 2.000% | | | 534,687 | |
| | | | | | | | | | |
| | | | | | | | | 784,865 | |
| | | | | | | | | | |
| | | | | Machinery - Construction & Mining - 0.0% | |
| | | 81,651 | | | Pike Corp. 4.25%, 07/24/2026, 1 mo. USD LIBOR + 3.250% | | | 79,113 | |
| | | | | | | | | | |
| | | | | Machinery-Diversified - 0.0% | |
| | | 260,766 | | | Gates Global LLC 3.75%, 04/01/2024, 3 mo. USD LIBOR + 2.750% | | | 250,552 | |
| | | | | | | | | | |
| | | | | Media - 0.3% | |
| | | 190,125 | | | Altice Financing S.A. 2.93%, 01/31/2026, 1 mo. USD LIBOR + 2.750% | | | 179,035 | |
| | | 484,597 | | | AVSC Holding Corp. 4.25%, 03/03/2025, 3 mo. USD LIBOR + 3.250% | | | 346,487 | |
| | | 1,512,999 | | | Charter Communications Operating LLC 1.93%, 02/01/2027, 3 mo. USD LIBOR + 1.750% | | | 1,452,676 | |
| | | 400,000 | | | Cineworld Ltd. 0.00%, 02/05/2027, 1 mo. USD LIBOR + 3.000%(12) | | | 270,444 | |
| | | 441,144 | | | CSC Holdings LLC 2.69%, 04/15/2027, 1 mo. USD LIBOR + 2.500% | | | 417,592 | |
| | | 161,432 | | | Gray Television, Inc. 2.67%, 01/02/2026, 1 mo. ICE LIBOR + 2.500% | | | 155,903 | |
| | | 268,125 | | | Houghton Mifflin Harcourt Publishing Co. 7.25%, 11/22/2024, 1 mo. USD LIBOR + 6.250% | | | 250,027 | |
| | | 647,640 | | | ION Media Networks, Inc. 3.81%, 12/18/2024, 1 mo. USD LIBOR + 3.000% | | | 610,077 | |
| | | 264,104 | | | MTN Infrastructure TopCo, Inc. 4.00%, 11/15/2024, 1 mo. USD LIBOR + 3.000% | | | 252,468 | |
| | | 94,112 | | | NASCAR Holdings, Inc. 2.93%, 10/19/2026, 1 mo. USD LIBOR + 2.750% | | | 89,860 | |
| | | 278,581 | | | Nexstar Broadcasting, Inc. 2.92%, 09/18/2026, 1 mo. USD LIBOR + 2.750% | | | 264,404 | |
| | | 239,516 | | | Shutterfly, Inc. 6.31%, 09/25/2026, 1 mo. USD LIBOR + 6.000% | | | 218,388 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
|
SENIOR FLOATING RATE INTERESTS - 2.4%(11) - (continued) | |
| | | | | Media - 0.3% - (continued) | |
$ | | | 186,094 | | | Sinclair Television Group, Inc. 2.69%, 09/30/2026, 1 mo. USD LIBOR + 2.500% | | $ | 176,789 | |
| | | 228,850 | | | Terrier Media Buyer, Inc. 4.43%, 12/17/2026, 1 mo. USD LIBOR + 4.250% | | | 217,790 | |
| | | 90,868 | | | Web.com Group, Inc. 3.94%, 10/10/2025, 3 mo. USD LIBOR + 3.750% | | | 85,718 | |
| | | 123,749 | | | William Morris Endeavor Entertainment LLC 2.93%, 05/18/2025, 1 mo. USD LIBOR + 2.750% | | | 100,501 | |
| | | | | | | | | | |
| | | | | | | | | 5,088,159 | |
| | | | | | | | | | |
| | | | | Metal Fabricate/Hardware - 0.0% | |
| | | 290,984 | | | Circor International, Inc. 4.25%, 12/11/2024, 3 mo. USD LIBOR + 3.250% | | | 272,434 | |
| | | 233,251 | | | Rexnord LLC 1.94%, 08/21/2024, 1 mo. USD LIBOR + 1.750% | | | 229,085 | |
| | | | | | | | | | |
| | | | | | | | | 501,519 | |
| | | | | | | | | | |
| | | | | Miscellaneous Manufacturing - 0.1% | |
| | | 120,292 | | | H.B. Fuller Co. 2.19%, 10/20/2024, 1 mo. USD LIBOR + 2.000% | | | 115,898 | |
| | | 284,288 | | | Ingersoll-Rand Services Co. 1.93%, 03/01/2027, 1 mo. USD LIBOR + 1.750% | | | 269,897 | |
| | | 274,307 | | | Momentive Performance Materials, Inc. 3.43%, 05/15/2024, 3 mo. USD LIBOR + 3.250% | | | 256,135 | |
| | | 99,250 | | | Tamko Building Products LLC 3.43%, 06/01/2026, 1 mo. USD LIBOR + 3.250% | | | 95,280 | |
| | | 520,288 | | | USI, Inc. 3.31%, 05/16/2024, 3 mo. USD LIBOR + 3.000% | | | 492,712 | |
| | | | | | | | | | |
| | | | | | | | | 1,229,922 | |
| | | | | | | | | | |
| | | | | Oil & Gas - 0.1% | |
| | | | | | BCP Raptor LLC | |
| | | 113,850 | | | 4.93%, 11/03/2025, 1 mo. USD LIBOR + 4.750% | | | 73,433 | |
| | | 153,972 | | | 5.25%, 06/24/2024, 2 mo. USD LIBOR + 4.250% | | | 110,090 | |
| | | 455,000 | | | California Resources Corp. 11.38%, 12/31/2021, 1 mo. USD LIBOR + 10.375% | | | 20,475 | |
| | | 764,040 | | | Fieldwood Energy LLC 6.25%, 04/11/2022, 1 mo. USD LIBOR + 5.250% | | | 138,803 | |
| | | 310,984 | | | NorthRiver Midstream Finance L.P. 4.68%, 10/01/2025, 3 mo. USD LIBOR + 3.500% | | | 292,909 | |
| | | 714,637 | | | PES Holdings LLC 0.00%, 12/31/2022, 1 mo. USD LIBOR + 6.990% | | | 153,647 | |
| | | 117,900 | | | Traverse Midstream Partners LLC 5.00%, 09/27/2024, 3 mo. USD LIBOR + 4.000% | | | 97,710 | |
| | | | | | | | | | |
| | | | | | | | | 887,067 | |
| | | | | | | | | | |
| | | | | Oil & Gas Services - 0.0% | |
| | | 148,500 | | | Lower Cadence Holdings LLC 4.18%, 05/22/2026, 1 mo. USD LIBOR + 4.000% | | | 131,423 | |
| | | 529,650 | | | UGI Energy Services LLC 3.93%, 08/13/2026, 1 mo. USD LIBOR + 3.750% | | | 511,774 | |
| | | | | | | | | | |
| | | | | | | | | 643,197 | |
| | | | | | | | | | |
| | | | | Packaging & Containers - 0.1% | |
| | | 396,000 | | | Berry Global, Inc. 2.18%, 07/01/2026, 1 mo. USD LIBOR + 2.000% | | | 377,685 | |
| | | 361,864 | | | Flex Acquisition Co., Inc. 4.43%, 12/29/2023, 3 mo. USD LIBOR + 3.000% | | | 344,998 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
|
SENIOR FLOATING RATE INTERESTS - 2.4%(11) - (continued) | |
| | | | | Packaging & Containers - 0.1% - (continued) | |
$ | | | 198,337 | | | Proampac PG Borrower LLC 4.37%, 11/20/2023, 1 mo. USD LIBOR + 3.500% | | $ | 188,668 | |
| | | 535,357 | | | Reynolds Group Holdings, Inc. 2.93%, 02/05/2023, 1 mo. USD LIBOR + 2.750% | | | 510,142 | |
| | | | | | | | | | |
| | | 1,421,493 | |
| | | | | | | | | | |
| | | Pharmaceuticals - 0.1% | |
| | | 396,987 | | | Bausch Health Cos., Inc. 3.19%, 06/02/2025, 1 mo. USD LIBOR + 3.000% | | | 385,228 | |
| | | 113,563 | | | Catalent Pharma Solutions, Inc. 3.25%, 05/18/2026, 1 mo. USD LIBOR + 2.250% | | | 112,049 | |
| | | 370,000 | | | Elanco Animal Health, Inc. 0.00%, 02/04/2027, 1 mo. USD LIBOR + 1.750%(12) | | | 352,118 | |
| | | 795,400 | | | Endo Luxembourg Finance Co., S.a r.l. 5.00%, 04/29/2024, 1 mo. USD LIBOR + 4.250% | | | 749,664 | |
| | | 542,275 | | | Sunshine Luxembourg S.a.r.l. 5.32%, 10/01/2026, 1 mo. USD LIBOR + 4.250% | | | 518,100 | |
| | | | | | | | | | |
| | | 2,117,159 | |
| | | | | | | | | | |
| | | Real Estate - 0.0% | |
EUR | | | 185,000 | | | Boels Topholding B.V. 0.00%, 02/05/2027, 1 mo. USD LIBOR + 4.000%(12) | | | 199,404 | |
$ | | | 286,364 | | | VICI Properties LLC 1.94%, 12/20/2024, 1 mo. USD LIBOR + 1.750% | | | 266,284 | |
| | | | | | | | | | |
| | | 465,688 | |
| | | | | | | | | | |
| | | Retail - 0.1% | |
| | | 651,575 | | | Bass Pro Group LLC 6.07%, 09/25/2024, 1 mo. USD LIBOR + 5.000% | | | 625,277 | |
| | | 386,437 | | | Coty, Inc. 2.43%, 04/07/2025, 1 mo. USD LIBOR + 2.250% | | | 345,861 | |
| | | 487,652 | | | Harbor Freight Tools USA, Inc. 3.25%, 08/18/2023, 1 mo. USD LIBOR + 2.500% | | | 468,453 | |
| | | 410,332 | | | PetSmart, Inc. 0.00%, 03/11/2022, 1 mo. USD LIBOR + 4.000%(12) | | | 404,317 | |
| | | 132,637 | | | Rodan & Fields LLC 4.19%, 06/16/2025, 1 mo. USD LIBOR + 4.000% | | | 65,821 | |
| | | 382,251 | | | Staples, Inc. 5.69%, 04/16/2026, 3 mo. USD LIBOR + 5.000% | | | 327,781 | |
| | | 493,125 | | | U.S. Foods, Inc. 1.93%, 06/27/2023, 1 mo. USD LIBOR + 1.750% | | | 462,394 | |
| | | | | | | | | | |
| | | 2,699,904 | |
| | | | | | | | | | |
| | | Semiconductors - 0.0% | |
| | | 119,466 | | | Microchip Technology, Inc. 2.18%, 05/29/2025, 1 mo. USD LIBOR + 2.000% | | | 115,023 | |
| | | | | | | | | | |
| | | Software - 0.3% | |
| | | 99,750 | | | AI Convoy (Luxembourg) S.a.r.l. 4.65%, 01/17/2027, 1 mo. USD LIBOR + 3.500% | | | 94,887 | |
| | | 323,333 | | | CCC Information Services, Inc. 4.00%, 04/29/2024, 1 mo. USD LIBOR + 2.750% | | | 311,881 | |
| | | 560,037 | | | Change Healthcare Holdings LLC 3.50%, 03/01/2024, 1 mo. USD LIBOR + 2.500% | | | 536,779 | |
| | | 284,288 | | | DCert Buyer, Inc. 4.18%, 10/16/2026, 1 mo. USD LIBOR + 4.000% | | | 273,982 | |
| | | 339,629 | | | Epicor Software Corp. 3.43%, 06/01/2022, 1 mo. USD LIBOR + 3.250% | | | 332,024 | |
| | | 507,951 | | | Finastra USA, Inc. 4.50%, 06/13/2024, 3 mo. USD LIBOR + 3.500% | | | 442,841 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
|
SENIOR FLOATING RATE INTERESTS - 2.4%(11) - (continued) | |
| | | Software - 0.3% - (continued) | |
$ | | | 800,432 | | | Hyland Software, Inc. 4.00%, 07/01/2024, 1 mo. USD LIBOR + 3.250% | | $ | 776,043 | |
| | | 380,250 | | | Playtika Holding Corp. 7.07%, 12/10/2024, 1 mo. USD LIBOR + 6.000% | | | 379,299 | |
| | | 137,900 | | | Quest Software U.S. Holdings, Inc. 5.01%, 05/16/2025, 3 mo. USD LIBOR + 4.250% | | | 132,039 | |
| | | 54,608 | | | SS&C Technologies Holdings Europe S.a.r.l. 1.93%, 04/16/2025, 1 mo. USD LIBOR + 1.750% | | | 52,168 | |
| | | 401,890 | | | SS&C Technologies, Inc. 1.93%, 04/16/2025, 1 mo. USD LIBOR + 1.750% | | | 382,883 | |
| | | Ultimate Software Group, Inc. | |
| | | 205,000 | | | 0.00%, 05/04/2026, 1 mo. USD LIBOR + 4.000%(12) | | | 202,214 | |
| | | 138,950 | | | 3.93%, 05/04/2026, 1 mo. USD LIBOR + 3.750% | | | 134,387 | |
| | | 1,323,445 | | | WEX, Inc. 2.43%, 05/15/2026, 1 mo. USD LIBOR + 2.250% | | | 1,264,829 | |
| | | | | | | | | | |
| | | 5,316,256 | |
| | | | | | | | | | |
| | | Telecommunications - 0.1% | |
| | | 687,058 | | | Altice France S.A. 3.87%, 01/31/2026, 3 mo. USD LIBOR + 3.688% | | | 657,315 | |
| | | 169,150 | | | CenturyLink, Inc. 2.43%, 03/15/2027, 1 mo. USD LIBOR + 2.250% | | | 159,096 | |
| | | 135,000 | | | LCPR Loan Financing LLC 5.19%, 10/15/2026, 1 mo. USD LIBOR + 5.000% | | | 133,650 | |
| | | 202,397 | | | Level 3 Financing, Inc. 1.93%, 03/01/2027, 1 mo. USD LIBOR + 1.750% | | | 191,048 | |
| | | 180,000 | | | T-Mobile USA, Inc. 3.18%, 04/01/2027, 1 mo. USD LIBOR + 3.000% | | | 179,611 | |
| | | 320,000 | | | Telenet Financing USD LLC 2.19%, 04/30/2028, 1 mo. USD LIBOR + 2.000% | | | 301,200 | |
| | | 565,148 | | | Univision Communications, Inc. 3.75%, 03/15/2024, 1 mo. USD LIBOR + 2.750% | | | 521,349 | |
| | | 157,600 | | | Zacapa LLC 4.81%, 07/02/2025, 1 mo. USD LIBOR + 4.500% | | | 151,690 | |
| | | Zayo Group Holdings, Inc. | |
| | | 289,275 | | | 3.18%, 03/09/2027, 1 mo. USD LIBOR + 3.000% | | | 273,920 | |
EUR | | | 99,750 | | | 3.25%, 03/09/2027, 1 mo. EURIBOR + 3.250% | | | 107,755 | |
| | | | | | | | | | |
| | | 2,676,634 | |
| | | | | | | | | | |
| | |
| | | Total Senior Floating Rate Interests (cost $54,769,408) | | $ | 49,078,396 | |
| | | | | | | | | | |
|
U.S. GOVERNMENT AGENCIES - 48.6% | |
| | | Mortgage-Backed Agencies - 48.6% | |
| | | FHLMC - 5.7% | |
$ | | | 108,278 | | | 0.00%, 11/15/2036(14)(15) | | $ | 103,634 | |
| | | 37,625,229 | | | 0.24%, 10/25/2020(3)(5) | | | 75 | |
| | | 20,913,094 | | | 0.74%, 03/25/2027(3)(5) | | | 740,472 | |
| | | 4,918,574 | | | 0.75%, 10/25/2026(3)(5) | | | 168,693 | |
| | | 10,459,321 | | | 0.89%, 06/25/2027(3)(5) | | | 464,430 | |
| | | 1,607,916 | | | 1.75%, 10/15/2042 | | | 1,643,207 | |
| | | 1,713,362 | | | 2.04%, 09/25/2049, 1 mo. USD LIBOR + 1.850%(1)(2) | | | 1,654,651 | |
| | | 635,436 | | | 2.50%, 05/15/2028(5) | | | 41,489 | |
| | | 3,684,753 | | | 2.54%, 02/25/2049, 1 mo. USD LIBOR + 2.350%(1)(2) | | | 3,606,188 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
|
U.S. GOVERNMENT AGENCIES - 48.6% - (continued) | |
| | | Mortgage-Backed Agencies - 48.6% - (continued) | |
| | | FHLMC - 5.7% - (continued) | |
$ | | | 780,302 | | | 2.64%, 03/25/2049, 1 mo. USD LIBOR + 2.450%(1)(2) | | $ | 769,101 | |
| | | 1,754,571 | | | 3.00%, 03/15/2028(5) | | | 110,821 | |
| | | 1,877,930 | | | 3.00%, 08/01/2029 | | | 2,005,115 | |
| | | 783,703 | | | 3.00%, 05/15/2032(5) | | | 41,958 | |
| | | 684,788 | | | 3.00%, 03/15/2033(5) | | | 68,867 | |
| | | 4,639,330 | | | 3.00%, 04/01/2033 | | | 4,879,606 | |
| | | 4,631,239 | | | 3.00%, 11/01/2036 | | | 4,893,274 | |
| | | 3,091,416 | | | 3.00%, 01/01/2037 | | | 3,266,305 | |
| | | 4,225,000 | | | 3.00%, 08/15/2043 | | | 4,512,009 | |
| | | 1,073,302 | | | 3.00%, 05/15/2046 | | | 1,146,574 | |
| | | 7,720,362 | | | 3.00%, 11/01/2046 | | | 8,254,907 | |
| | | 2,045,295 | | | 3.00%, 12/01/2046 | | | 2,196,598 | |
| | | 931,297 | | | 3.25%, 11/15/2041 | | | 1,011,248 | |
| | | 754,457 | | | 3.50%, 06/15/2026(5) | | | 26,544 | |
| | | 336,255 | | | 3.50%, 09/15/2026(5) | | | 22,474 | |
| | | 526,553 | | | 3.50%, 03/15/2027(5) | | | 32,772 | |
| | | 2,816,789 | | | 3.50%, 05/15/2034(5) | | | 240,510 | |
| | | 3,804,220 | | | 3.50%, 08/01/2034 | | | 4,064,816 | |
| | | 2,351,602 | | | 3.50%, 03/15/2041(5) | | | 146,490 | |
| | | 1,026,157 | | | 3.50%, 06/01/2046 | | | 1,093,763 | |
| | | 4,248,355 | | | 3.50%, 10/01/2047 | | | 4,498,678 | |
| | | 24,686,915 | | | 3.50%, 03/01/2048 | | | 26,217,078 | |
| | | 228,772 | | | 3.50%, 08/01/2048 | | | 243,744 | |
| | | 2,654,850 | | | 4.00%, 08/01/2025 | | | 2,807,623 | |
| | | 1,178,231 | | | 4.00%, 12/15/2026(5) | | | 78,543 | |
| | | 1,997,024 | | | 4.00%, 07/15/2027(5) | | | 128,775 | |
| | | 898,950 | | | 4.00%, 03/15/2028(5) | | | 60,091 | |
| | | 502,353 | | | 4.00%, 06/15/2028(5) | | | 37,219 | |
| | | 1,107,948 | | | 4.00%, 07/15/2030(5) | | | 110,313 | |
| | | 3,509,409 | | | 4.00%, 05/25/2040(5) | | | 411,943 | |
| | | 997,616 | | | 4.00%, 11/15/2040 | | | 1,150,524 | |
| | | 3,134,312 | | | 4.00%, 05/01/2042 | | | 3,436,590 | |
| | | 951,276 | | | 4.00%, 08/01/2042 | | | 1,045,283 | |
| | | 1,409,392 | | | 4.00%, 09/01/2042 | | | 1,548,682 | |
| | | 222,190 | | | 4.00%, 07/01/2044 | | | 240,477 | |
| | | 242,011 | | | 4.00%, 06/01/2045 | | | 262,269 | |
| | | 1,326,801 | | | 4.00%, 02/01/2046 | | | 1,434,552 | |
| | | 481,841 | | | 4.00%, 09/01/2048 | | | 511,275 | |
| | | 620,886 | | | 4.50%, 09/01/2044 | | | 682,457 | |
| | | 2,016,792 | | | 4.75%, 07/15/2039 | | | 2,300,917 | |
| | | 45,700 | | | 5.00%, 02/01/2023 | | | 49,834 | |
| | | 97,322 | | | 5.00%, 08/01/2023 | | | 106,125 | |
| | | 71,654 | | | 5.00%, 03/01/2028 | | | 78,186 | |
| | | 33,153 | | | 5.00%, 08/01/2029 | | | 37,130 | |
| | | 58,736 | | | 5.00%, 07/01/2030 | | | 65,859 | |
| | | 283,639 | | | 5.00%, 03/01/2031 | | | 318,116 | |
| | | 468,915 | | | 5.00%, 05/01/2031 | | | 525,919 | |
| | | 748,073 | | | 5.00%, 09/01/2031 | | | 819,316 | |
| | | 550,886 | | | 5.00%, 11/01/2031 | | | 615,041 | |
| | | 168,591 | | | 5.00%, 07/01/2032 | | | 188,767 | |
| | | 908,973 | | | 5.00%, 09/15/2033(5) | | | 162,662 | |
| | | 16,150 | | | 5.00%, 12/01/2034 | | | 17,643 | |
| | | 14,749 | | | 5.00%, 11/01/2035 | | | 16,908 | |
| | | 32,956 | | | 5.00%, 03/01/2039 | | | 37,724 | |
| | | 295,634 | | | 5.00%, 08/01/2039 | | | 339,197 | |
| | | 12,495 | | | 5.00%, 09/01/2039 | | | 14,184 | |
| | | 12,977 | | | 5.00%, 12/01/2039 | | | 14,913 | |
| | | 11,099 | | | 5.00%, 04/01/2041 | | | 12,752 | |
| | | 31,189 | | | 5.00%, 04/01/2044 | | | 35,776 | |
| | | 15,652 | | | 5.00%, 05/01/2044 | | | 17,332 | |
| | | 28,003 | | | 5.00%, 05/01/2047 | | | 30,687 | |
| | | 1,167,323 | | | 5.00%, 02/15/2048(5) | | | 203,956 | |
| | | 63,168 | | | 5.00%, 08/01/2048 | | | 69,073 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
|
U.S. GOVERNMENT AGENCIES - 48.6% - (continued) | |
| | | Mortgage-Backed Agencies - 48.6% - (continued) | |
| | | FHLMC - 5.7% - (continued) | |
$ | | | 20,665 | | | 5.00%, 11/01/2048 | | $ | 22,575 | |
| | | 105,948 | | | 5.00%, 01/01/2049 | | | 115,775 | |
| | | 755,778 | | | 5.00%, 02/01/2049 | | | 826,759 | |
| | | 3,086,738 | | | 5.00%, 03/01/2049 | | | 3,371,156 | |
| | | 33,582 | | | 5.50%, 03/01/2028 | | | 36,927 | |
| | | 82,612 | | | 5.50%, 04/01/2033 | | | 93,836 | |
| | | 755,463 | | | 5.50%, 05/01/2034 | | | 866,843 | |
| | | 869 | | | 5.50%, 11/01/2035 | | | 996 | |
| | | 15,372 | | | 5.50%, 05/01/2037 | | | 17,672 | |
| | | 39,209 | | | 5.50%, 11/01/2037 | | | 45,042 | |
| | | 69,428 | | | 5.50%, 02/01/2038 | | | 79,643 | |
| | | 28,185 | | | 5.50%, 04/01/2038 | | | 32,309 | |
| | | 37,102 | | | 5.50%, 06/01/2038 | | | 42,507 | |
| | | 3,998,978 | | | 5.50%, 08/01/2038 | | | 4,594,413 | |
| | | 401,422 | | | 5.50%, 09/01/2038 | | | 459,305 | |
| | | 7,979 | | | 5.50%, 12/01/2039 | | | 9,141 | |
| | | 103,119 | | | 5.50%, 02/01/2040 | | | 118,114 | |
| | | 335,267 | | | 5.50%, 05/01/2040 | | | 384,339 | |
| | | 330,796 | | | 5.50%, 08/01/2040 | | | 378,748 | |
| | | 1,482,261 | | | 5.50%, 06/01/2041 | | | 1,701,221 | |
| | | 1,407,308 | | | 5.50%, 10/15/2046(5) | | | 302,184 | |
| | | 1,286 | | | 6.00%, 07/01/2029 | | | 1,431 | |
| | | 180,211 | | | 6.00%, 10/01/2032 | | | 209,861 | |
| | | 125,690 | | | 6.00%, 11/01/2032 | | | 139,881 | |
| | | 221,090 | | | 6.00%, 12/01/2032 | | | 256,862 | |
| | | 16,840 | | | 6.00%, 11/01/2033 | | | 19,658 | |
| | | 31,656 | | | 6.00%, 01/01/2034 | | | 36,910 | |
| | | 17,523 | | | 6.00%, 02/01/2034 | | | 20,459 | |
| | | 187,587 | | | 6.00%, 08/01/2034 | | | 219,034 | |
| | | 198,371 | | | 6.00%, 09/01/2034 | | | 231,491 | |
| | | 184,625 | | | 6.00%, 01/01/2035 | | �� | 206,318 | |
| | | 1,461,889 | | | 6.00%, 11/01/2037 | | | 1,707,148 | |
| | | 244 | | | 6.50%, 08/01/2032 | | | 279 | |
| | | 678,868 | | | 6.50%, 07/15/2036 | | | 787,665 | |
| | | 146,338 | | | 6.50%, 12/01/2037 | | | 165,006 | |
| | | 91 | | | 7.50%, 09/01/2029 | | | 99 | |
| | | 296 | | | 7.50%, 11/01/2031 | | | 300 | |
| | | | | | | | | | |
| | | | | | | | | 115,692,631 | |
| | | | | | | | | | |
| | | | | FNMA - 19.2% | |
| | | 113,696 | | | 0.00%, 03/25/2036(14)(15) | | | 103,630 | |
| | | 941,806 | | | 0.00%, 06/25/2036(14)(15) | | | 882,299 | |
| | | 8,833,923 | | | 0.35%, 01/25/2030(3)(5) | | | 209,718 | |
| | | 11,857,505 | | | 1.57%, 05/25/2029(3)(5) | | | 1,185,273 | |
| | | 1,952,632 | | | 1.75%, 12/25/2042 | | | 2,001,541 | |
| | | 20,000,000 | | | 2.00%, 07/16/2035(16) | | | 20,690,625 | |
| | | 19,900,000 | | | 2.00%, 08/17/2035(16) | | | 20,554,531 | |
| | | 1,472,103 | | | 2.00%, 09/25/2039 | | | 1,511,489 | |
| | | 877,362 | | | 2.00%, 08/25/2043 | | | 883,702 | |
| | | 4,140,000 | | | 2.00%, 07/14/2050(16) | | | 4,236,708 | |
| | | 651,185 | | | 2.50%, 06/25/2028(5) | | | 38,646 | |
| | | 15,900,000 | | | 2.50%, 07/16/2035(16) | | | 16,646,555 | |
| | | 199,206 | | | 2.50%, 01/01/2043 | | | 208,784 | |
| | | 4,015,894 | | | 2.50%, 02/01/2043 | | | 4,253,324 | |
| | | 1,648,670 | | | 2.50%, 03/01/2043 | | | 1,746,140 | |
| | | 3,226,790 | | | 2.50%, 05/01/2043 | | | 3,417,577 | |
| | | 2,208,551 | | | 2.50%, 06/01/2043 | | | 2,338,837 | |
| | | 1,367,746 | | | 2.50%, 04/01/2045 | | | 1,448,646 | |
| | | 1,386,593 | | | 3.00%, 02/25/2027(5) | | | 70,323 | |
| | | 564,431 | | | 3.00%, 09/25/2027(5) | | | 37,262 | |
| | | 3,827,957 | | | 3.00%, 01/25/2028(5) | | | 241,107 | |
| | | 7,821,259 | | | 3.00%, 04/25/2033(5) | | | 537,866 | |
| | | 11,025,000 | | | 3.00%, 07/16/2035(16) | | | 11,588,309 | |
| | | 3,061,718 | | | 3.00%, 03/01/2037 | | | 3,241,866 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
|
U.S. GOVERNMENT AGENCIES - 48.6% - (continued) | |
| | | Mortgage-Backed Agencies - 48.6% - (continued) | |
| | | | | FNMA - 19.2% - (continued) | |
$ | | | 1,344,331 | | | 3.00%, 05/25/2047 | | $ | 1,391,521 | |
| | | 5,245,537 | | | 3.00%, 09/25/2047 | | | 5,615,946 | |
| | | 3,650,939 | | | 3.00%, 10/25/2048 | | | 3,943,091 | |
| | | 3,870,310 | | | 3.00%, 08/25/2049 | | | 4,152,062 | |
| | | 53,032,000 | | | 3.00%, 07/14/2050(16) | | | 55,853,468 | |
| | | 2,085,429 | | | 3.02%, 08/25/2044(3)(5) | | | 102,930 | |
| | | 2,565,803 | | | 3.04%, 05/25/2046(3)(5) | | | 131,969 | |
| | | 2,568,172 | | | 3.06%, 04/25/2055(3)(5) | | | 153,985 | |
| | | 1,796,209 | | | 3.19%, 06/25/2055(3)(5) | | | 104,630 | |
| | | 467,617 | | | 3.24%, 12/01/2026 | | | 523,871 | |
| | | 632,996 | | | 3.50%, 05/25/2027(5) | | | 44,922 | |
| | | 1,002,701 | | | 3.50%, 10/25/2027(5) | | | 76,053 | |
| | | 1,177,616 | | | 3.50%, 05/25/2030(5) | | | 100,899 | |
| | | 338,505 | | | 3.50%, 08/25/2030(5) | | | 27,824 | |
| | | 695,763 | | | 3.50%, 02/25/2031(5) | | | 45,418 | |
| | | 708,955 | | | 3.50%, 09/25/2035(5) | | | 77,702 | |
| | | 5,300,194 | | | 3.50%, 11/25/2039(5) | | | 563,060 | |
| | | 1,565,194 | | | 3.50%, 10/01/2044 | | | 1,710,919 | |
| | | 1,789,214 | | | 3.50%, 02/01/2045 | | | 1,917,649 | |
| | | 3,328,921 | | | 3.50%, 09/01/2046 | | | 3,538,258 | |
| | | 1,696,686 | | | 3.50%, 10/01/2046 | | | 1,806,558 | |
| | | 726,571 | | | 3.50%, 10/25/2046(5) | | | 111,763 | |
| | | 1,183,620 | | | 3.50%, 11/01/2046 | | | 1,293,938 | |
| | | 1,104,997 | | | 3.50%, 09/01/2047 | | | 1,207,330 | |
| | | 4,206,774 | | | 3.50%, 11/25/2047 | | | 4,491,828 | |
| | | 836,356 | | | 3.50%, 12/01/2047 | | | 917,355 | |
| | | 4,605,655 | | | 3.50%, 01/01/2048 | | | 4,869,632 | |
| | | 810,065 | | | 3.50%, 02/01/2048 | | | 876,551 | |
| | | 1,111,061 | | | 3.50%, 02/25/2048 | | | 1,166,252 | |
| | | 41,794,000 | | | 3.50%, 07/14/2050(16) | | | 43,957,166 | |
| | | 7,527,834 | | | 3.50%, 09/01/2057 | | | 8,187,051 | |
| | | 4,521,400 | | | 3.50%, 05/01/2058 | | | 4,917,337 | |
| | | 4,726,052 | | | 3.50%, 12/25/2058 | | | 5,200,996 | |
| | | 1,893,916 | | | 3.74%, 06/01/2026 | | | 2,137,603 | |
| | | 1,269,648 | | | 4.00%, 06/01/2025 | | | 1,342,763 | |
| | | 401,836 | | | 4.00%, 10/01/2025 | | | 425,223 | |
| | | 312,953 | | | 4.00%, 04/25/2032(5) | | | 33,111 | |
| | | 3,249,842 | | | 4.00%, 10/01/2040 | | | 3,563,079 | |
| | | 1,473,697 | | | 4.00%, 11/01/2040 | | | 1,617,667 | |
| | | 1,089,336 | | | 4.00%, 12/01/2040 | | | 1,195,938 | |
| | | 529,778 | | | 4.00%, 02/01/2041 | | | 581,416 | |
| | | 1,257,781 | | | 4.00%, 03/01/2041 | | | 1,380,870 | |
| | | 3,102,974 | | | 4.00%, 06/01/2041 | | | 3,363,224 | |
| | | 487,036 | | | 4.00%, 03/25/2042(5) | | | 49,357 | |
| | | 617,717 | | | 4.00%, 08/01/2042 | | | 678,568 | |
| | | 1,101,578 | | | 4.00%, 09/01/2042 | | | 1,210,084 | |
| | | 281,061 | | | 4.00%, 11/25/2042(5) | | | 41,043 | |
| | | 219,246 | | | 4.00%, 03/01/2045 | | | 237,003 | |
| | | 1,028,228 | | | 4.00%, 07/01/2045 | | | 1,137,135 | |
| | | 483,533 | | | 4.00%, 05/01/2046 | | | 517,567 | |
| | | 1,252,977 | | | 4.00%, 06/01/2046 | | | 1,351,189 | |
| | | 1,208,956 | | | 4.00%, 04/01/2047 | | | 1,336,579 | |
| | | 5,133,282 | | | 4.00%, 10/01/2047 | | | 5,477,109 | |
| | | 3,837,322 | | | 4.00%, 05/01/2048 | | | 4,073,802 | |
| | | 6,261,640 | | | 4.00%, 07/01/2048 | | | 6,631,233 | |
| | | 3,038,013 | | | 4.00%, 09/01/2048 | | | 3,220,452 | |
| | | 10,400,000 | | | 4.00%, 07/14/2050(16) | | | 11,020,953 | |
| | | 300,118 | | | 4.50%, 04/01/2025 | | | 317,272 | |
| | | 444,941 | | | 4.50%, 07/25/2027(5) | | | 31,728 | |
| | | 862,226 | | | 4.50%, 09/01/2035 | | | 944,178 | |
| | | 3,081,599 | | | 4.50%, 08/01/2040 | | | 3,419,027 | |
| | | 2,853,961 | | | 4.50%, 10/01/2040 | | | 3,176,107 | |
| | | 1,289,555 | | | 4.50%, 10/01/2041 | | | 1,435,179 | |
| | | 2,853,852 | | | 4.50%, 08/25/2043(5) | | | 448,720 | |
| | | 1,094,483 | | | 4.50%, 09/01/2043 | | | 1,217,487 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
|
U.S. GOVERNMENT AGENCIES - 48.6% - (continued) | |
| | | Mortgage-Backed Agencies - 48.6% - (continued) | |
| | | | | FNMA - 19.2% - (continued) | |
$ | | | 42,530,000 | | | 4.50%, 07/14/2050(16) | | $ | 45,696,491 | |
| | | 5,913,525 | | | 4.50%, 01/01/2051 | | | 6,577,599 | |
| | | 284,513 | | | 5.00%, 06/01/2022 | | | 298,949 | |
| | | 155,324 | | | 5.00%, 06/01/2025 | | | 163,444 | |
| | | 443,735 | | | 5.00%, 04/25/2038 | | | 493,972 | |
| | | 2,698,116 | | | 5.00%, 02/01/2049 | | | 2,948,494 | |
| | | 328,820 | | | 5.00%, 03/01/2049 | | | 359,423 | |
| | | 209,564 | | | 5.47%, 05/25/2042(3)(5) | | | 19,787 | |
| | | 53,961 | | | 5.50%, 06/01/2022 | | | 55,493 | |
| | | 180,294 | | | 5.50%, 06/01/2033 | | | 205,639 | |
| | | 143,287 | | | 5.50%, 08/01/2033 | | | 161,719 | |
| | | 901,534 | | | 5.50%, 09/01/2033 | | | 1,033,174 | |
| | | 886,827 | | | 5.50%, 12/01/2033 | | | 1,017,553 | |
| | | 618,641 | | | 5.50%, 01/01/2034 | | | 709,560 | |
| | | 3,178,190 | | | 5.50%, 11/01/2035 | | | 3,647,849 | |
| | | 916,508 | | | 5.50%, 04/01/2036 | | | 1,053,020 | |
| | | 707,408 | | | 5.50%, 09/01/2036 | | | 811,347 | |
| | | 57,028 | | | 5.50%, 01/01/2037 | | | 65,246 | |
| | | 510,285 | | | 5.50%, 04/25/2037 | | | 599,157 | |
| | | 2,931,939 | | | 5.50%, 11/25/2040(5) | | | 503,865 | |
| | | 2,033,500 | | | 5.50%, 06/25/2042(5) | | | 445,488 | |
| | | 2,417,093 | | | 5.50%, 08/25/2044(5) | | | 507,494 | |
| | | 582 | | | 6.00%, 03/01/2022 | | | 584 | |
| | | 347,422 | | | 6.00%, 12/01/2032 | | | 394,257 | |
| | | 327,625 | | | 6.00%, 01/01/2033 | | | 372,582 | |
| | | 68,275 | | | 6.00%, 02/01/2033 | | | 75,991 | |
| | | 419,438 | | | 6.00%, 03/01/2033 | | | 481,561 | |
| | | 757,357 | | | 6.00%, 02/01/2037 | | | 882,232 | |
| | | 1,990,670 | | | 6.00%, 01/25/2042(5) | | | 312,980 | |
| | | 1,434,957 | | | 6.00%, 09/25/2047(5) | | | 330,879 | |
| | | 536 | | | 6.50%, 05/01/2031 | | | 596 | |
| | | 919 | | | 6.50%, 09/01/2031 | | | 1,043 | |
| | | 1,199 | | | 6.50%, 07/01/2032 | | | 1,379 | |
| | | 1,109 | | | 7.00%, 07/01/2029 | | | 1,289 | |
| | | 84 | | | 7.00%, 12/01/2030 | | | 86 | |
| | | 582 | | | 7.00%, 02/01/2032 | | | 621 | |
| | | 159 | | | 7.00%, 03/01/2032 | | | 187 | |
| | | 1,692 | | | 7.00%, 09/01/2032 | | | 1,835 | |
| | | 757 | | | 7.50%, 10/01/2022 | | | 799 | |
| | | 1,272 | | | 7.50%, 06/01/2027 | | | 1,477 | |
| | | 1,904 | | | 7.50%, 10/01/2029 | | | 1,951 | |
| | | 11,842 | | | 7.50%, 03/01/2030 | | | 13,601 | |
| | | 7,553 | | | 7.50%, 04/01/2030 | | | 8,182 | |
| | | 952 | | | 7.50%, 06/01/2030 | | | 1,119 | |
| | | 1,622 | | | 7.50%, 07/01/2030 | | | 1,878 | |
| | | 426 | | | 7.50%, 08/01/2030 | | | 497 | |
| | | 4,997 | | | 7.50%, 10/01/2030 | | | 5,059 | |
| | | 6,923 | | | 7.50%, 01/01/2031 | | | 7,093 | |
| | | 16,257 | | | 7.50%, 05/01/2031 | | | 18,848 | |
| | | 5,681 | | | 7.50%, 06/01/2031 | | | 5,893 | |
| | | 1,298 | | | 7.50%, 08/01/2031 | | | 1,497 | |
| | | 19,462 | | | 7.50%, 09/01/2031 | | | 19,743 | |
| | | 185 | | | 7.50%, 05/01/2032 | | | 222 | |
| | | | | | | | | | |
| | | | | | | | | 391,088,082 | |
| | | | | | | | | | |
| | | | | GNMA - 16.6% | |
| | | 1,497,584 | | | 1.75%, 09/20/2043 | | | 1,530,910 | |
| | | 1,428,929 | | | 2.00%, 01/20/2042 | | | 1,474,730 | |
| | | 1,375,036 | | | 2.50%, 12/16/2039 | | | 1,439,399 | |
| | | 2,141,170 | | | 2.50%, 07/20/2041 | | | 2,245,951 | |
| | | 50,235,000 | | | 2.50%, 07/21/2050(16) | | | 52,880,187 | |
| | | 50,200,000 | | | 2.50%, 08/20/2050(16) | | | 52,735,492 | |
| | | 708,203 | | | 3.00%, 09/20/2028(5) | | | 51,726 | |
| | | 7,500,375 | | | 3.00%, 05/20/2035(5) | | | 543,392 | |
| | | 506,566 | | | 3.00%, 02/16/2043(5) | | | 66,179 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
|
U.S. GOVERNMENT AGENCIES - 48.6% - (continued) | |
| | | Mortgage-Backed Agencies - 48.6% - (continued) | |
| | | | | GNMA - 16.6% - (continued) | |
$ | | | 4,600,149 | | | 3.00%, 03/15/2045 | | $ | 4,870,781 | |
| | | 284,252 | | | 3.00%, 04/15/2045 | | | 301,074 | |
| | | 3,438,094 | | | 3.00%, 07/15/2045 | | | 3,637,429 | |
| | | 77,957 | | | 3.00%, 08/15/2045 | | | 82,522 | |
| | | 1,269,173 | | | 3.00%, 10/20/2047 | | | 1,329,905 | |
| | | 27,749,500 | | | 3.00%, 01/20/2050 | | | 29,443,463 | |
| | | 6,867,965 | | | 3.00%, 07/20/2050 | | | 7,277,049 | |
| | | 34,139,000 | | | 3.00%, 07/21/2050(16) | | | 36,170,004 | |
| | | 288,832 | | | 3.50%, 02/16/2027(5) | | | 20,520 | |
| | | 736,755 | | | 3.50%, 03/20/2027(5) | | | 58,848 | |
| | | 680,906 | | | 3.50%, 07/20/2040(5) | | | 47,469 | |
| | | 1,067,474 | | | 3.50%, 02/20/2041(5) | | | 66,651 | |
| | | 1,897,568 | | | 3.50%, 04/20/2042(5) | | | 125,621 | |
| | | 2,980,872 | | | 3.50%, 10/20/2042(5) | | | 455,098 | |
| | | 355,735 | | | 3.50%, 11/15/2042 | | | 385,557 | |
| | | 9,325 | | | 3.50%, 12/15/2042 | | | 9,983 | |
| | | 215,720 | | | 3.50%, 02/15/2043 | | | 231,848 | |
| | | 12,776 | | | 3.50%, 03/15/2043 | | | 13,731 | |
| | | 1,510,536 | | | 3.50%, 04/15/2043 | | | 1,623,303 | |
| | | 3,970,055 | | | 3.50%, 05/15/2043 | | | 4,259,364 | |
| | | 300,175 | | | 3.50%, 05/20/2043(5) | | | 44,731 | |
| | | 1,542,841 | | | 3.50%, 07/20/2043(5) | | | 173,303 | |
| | | 1,205,901 | | | 3.50%, 07/20/2046 | | | 1,290,211 | |
| | | 1,192,855 | | | 3.50%, 10/20/2046 | | | 1,278,119 | |
| | | 1,665,378 | | | 3.50%, 08/20/2047 | | | 1,773,006 | |
| | | 1,483,340 | | | 3.50%, 03/20/2048 | | | 1,578,076 | |
| | | 17,966,000 | | | 3.50%, 07/21/2050(16) | | | 18,957,639 | |
| | | 17,900,000 | | | 3.50%, 08/20/2050(16) | | | 18,885,199 | |
| | | 201,271 | | | 4.00%, 12/16/2026(5) | | | 15,089 | |
| | | 2,967,279 | | | 4.00%, 05/20/2029(5) | | | 230,385 | |
| | | 4,054,714 | | | 4.00%, 07/20/2040 | | | 4,469,373 | |
| | | 4,657,569 | | | 4.00%, 09/20/2040 | | | 5,134,061 | |
| | | 7,022,500 | | | 4.00%, 10/20/2040 | | | 7,743,006 | |
| | | 1,274,733 | | | 4.00%, 12/20/2040 | | | 1,429,282 | |
| | | 351,352 | | | 4.00%, 05/16/2042(5) | | | 46,089 | |
| | | 559,950 | | | 4.00%, 03/20/2043(5) | | | 90,369 | |
| | | 257,681 | | | 4.00%, 01/20/2044(5) | | | 44,791 | |
| | | 2,282,532 | | | 4.00%, 01/16/2046(5) | | | 395,257 | |
| | | 1,963,138 | | | 4.00%, 03/20/2047(5) | | | 254,317 | |
| | | 933,737 | | | 4.00%, 11/20/2047 | | | 1,027,141 | |
| | | 3,920,031 | | | 4.00%, 03/20/2048 | | | 4,255,472 | |
| | | 21,271,000 | | | 4.00%, 07/21/2050(16) | | | 22,550,999 | |
| | | 166,729 | | | 4.50%, 11/15/2039 | | | 184,884 | |
| | | 1,524,540 | | | 4.50%, 05/15/2040 | | | 1,717,118 | |
| | | 4,570,156 | | | 4.50%, 05/20/2040 | | | 5,019,576 | |
| | | 210,190 | | | 4.50%, 07/15/2041 | | | 234,411 | |
| | | 931,975 | | | 4.50%, 04/20/2045(5) | | | 160,428 | |
| | | 3,999,395 | | | 4.50%, 08/20/2045 | | | 668,685 | |
| | | 404,070 | | | 4.50%, 01/20/2046 | | | 442,881 | |
| | | 3,692,457 | | | 4.50%, 01/20/2047(5) | | | 392,941 | |
| | | 3,093,359 | | | 4.50%, 05/20/2048(5) | | | 343,232 | |
| | | 13,095,000 | | | 4.50%, 07/21/2050(16) | | | 13,986,074 | |
| | | 2,350,543 | | | 5.00%, 02/16/2040(5) | | | 430,219 | |
| | | 494,276 | | | 5.00%, 05/20/2040 | | | 557,628 | |
| | | 1,229,741 | | | 5.00%, 06/15/2041 | | | 1,418,169 | |
| | | 1,370,059 | | | 5.00%, 10/16/2041(5) | | | 238,327 | |
| | | 1,903,682 | | | 5.00%, 03/15/2044 | | | 2,195,129 | |
| | | 539,900 | | | 5.00%, 01/16/2047(5) | | | 99,956 | |
| | | 4,400,000 | | | 5.00%, 07/21/2050(16) | | | 4,807,000 | |
| | | 443,646 | | | 5.50%, 03/15/2033 | | | 505,620 | |
| | | 566,568 | | | 5.50%, 04/15/2033 | | | 647,745 | |
| | | 677,949 | | | 5.50%, 05/15/2033 | | | 787,106 | |
| | | 922,959 | | | 5.50%, 10/20/2034 | | | 1,062,000 | |
| | | 1,946,390 | | | 5.50%, 03/20/2039(5) | | | 345,794 | |
| | | 1,671,853 | | | 5.50%, 02/16/2047(5) | | | 300,892 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
|
U.S. GOVERNMENT AGENCIES - 48.6% - (continued) | |
| | | Mortgage-Backed Agencies - 48.6% - (continued) | |
| | | | | GNMA - 16.6% - (continued) | |
$ | | | 1,014,290 | | | 5.50%, 02/20/2047(5) | | $ | 159,494 | |
| | | 1,155 | | | 6.00%, 12/15/2023 | | | 1,282 | |
| | | 948 | | | 6.00%, 01/15/2029 | | | 1,057 | |
| | | 971 | | | 6.00%, 04/15/2029 | | | 1,139 | |
| | | 40,976 | | | 6.00%, 12/15/2031 | | | 46,548 | |
| | | 777 | | | 6.00%, 10/15/2032 | | | 926 | |
| | | 16,616 | | | 6.00%, 06/15/2033 | | | 19,810 | |
| | | 1,136 | | | 6.00%, 03/15/2034 | | | 1,290 | |
| | | 43,443 | | | 6.00%, 08/15/2034 | | | 51,757 | |
| | | 57,324 | | | 6.00%, 09/15/2034 | | | 64,304 | |
| | | 38,404 | | | 6.00%, 02/15/2035 | | | 45,761 | |
| | | 213,093 | | | 6.00%, 12/15/2035 | | | 240,272 | |
| | | 24,346 | | | 6.00%, 02/15/2036 | | | 27,072 | |
| | | 163,593 | | | 6.00%, 03/15/2036 | | | 194,910 | |
| | | 16,701 | | | 6.00%, 04/15/2036 | | | 18,566 | |
| | | 80,968 | | | 6.00%, 05/15/2036 | | | 93,999 | |
| | | 162,881 | | | 6.00%, 06/15/2036 | | | 191,385 | |
| | | 61,558 | | | 6.00%, 07/15/2036 | | | 68,995 | |
| | | 18,613 | | | 6.00%, 08/15/2036 | | | 20,804 | |
| | | 141,932 | | | 6.00%, 02/15/2037 | | | 168,309 | |
| | | 499 | | | 6.00%, 05/15/2037 | | | 570 | |
| | | 298,627 | | | 6.00%, 06/15/2037 | | | 353,271 | |
| | | 238,578 | | | 6.00%, 07/15/2037 | | | 283,812 | |
| | | 57,175 | | | 6.00%, 08/15/2037 | | | 68,007 | |
| | | 75,339 | | | 6.00%, 10/15/2037 | | | 89,259 | |
| | | 43,613 | | | 6.00%, 11/15/2037 | | | 51,926 | |
| | | 68,141 | | | 6.00%, 12/15/2037 | | | 80,961 | |
| | | 144,142 | | | 6.00%, 01/15/2038 | | | 169,305 | |
| | | 10,476 | | | 6.00%, 02/15/2038 | | | 12,233 | |
| | | 17,541 | | | 6.00%, 05/15/2038 | | | 19,630 | |
| | | 6,164 | | | 6.00%, 06/15/2038 | | | 7,265 | |
| | | 27,229 | | | 6.00%, 08/15/2038 | | | 32,119 | |
| | | 90,185 | | | 6.00%, 09/15/2038 | | | 102,447 | |
| | | 106,314 | | | 6.00%, 10/15/2038 | | | 123,769 | |
| | | 208,880 | | | 6.00%, 11/15/2038 | | | 239,977 | |
| | | 66,641 | | | 6.00%, 12/15/2038 | | | 77,463 | |
| | | 1,264 | | | 6.00%, 01/15/2039 | | | 1,447 | |
| | | 34,821 | | | 6.00%, 08/15/2039 | | | 39,048 | |
| | | 54,224 | | | 6.00%, 11/15/2039 | | | 63,155 | |
| | | 13,388 | | | 6.00%, 02/15/2040 | | | 14,879 | |
| | | 702,022 | | | 6.00%, 06/15/2040 | | | 829,650 | |
| | | 130,308 | | | 6.00%, 07/15/2040 | | | 155,345 | |
| | | 1,556,801 | | | 6.00%, 09/20/2040(5) | | | 290,082 | |
| | | 713,163 | | | 6.00%, 06/15/2041 | | | 847,610 | |
| | | 1,493,514 | | | 6.00%, 02/20/2046(5) | | | 322,138 | |
| | | 20,153 | | | 6.50%, 06/15/2028 | | | 22,544 | |
| | | 435 | | | 6.50%, 07/15/2028 | | | 479 | |
| | | 1,627 | | | 6.50%, 08/15/2028 | | | 1,792 | |
| | | 13,603 | | | 6.50%, 09/15/2028 | | | 14,976 | |
| | | 836 | | | 6.50%, 10/15/2028 | | | 920 | |
| | | 2,658 | | | 6.50%, 11/15/2028 | | | 2,927 | |
| | | 4,386 | | | 6.50%, 12/15/2028 | | | 4,828 | |
| | | 5,106 | | | 6.50%, 01/15/2029 | | | 5,621 | |
| | | 19,375 | | | 6.50%, 02/15/2029 | | | 21,370 | |
| | | 138,345 | | | 6.50%, 03/15/2029 | | | 153,622 | |
| | | 28,484 | | | 6.50%, 04/15/2029 | | | 31,478 | |
| | | 15,212 | | | 6.50%, 05/15/2029 | | | 16,855 | |
| | | 144,738 | | | 6.50%, 06/15/2029 | | | 159,981 | |
| | | 5,664 | | | 6.50%, 07/15/2029 | | | 6,235 | |
| | | 124 | | | 6.50%, 03/15/2031 | | | 136 | |
| | | 174,538 | | | 6.50%, 04/15/2031 | | | 195,109 | |
| | | 38,793 | | | 6.50%, 05/15/2031 | | | 45,286 | |
| | | 7,185 | | | 6.50%, 06/15/2031 | | | 8,113 | |
| | | 160,970 | | | 6.50%, 07/15/2031 | | | 180,429 | |
| | | 57,947 | | | 6.50%, 08/15/2031 | | | 64,363 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
|
U.S. GOVERNMENT AGENCIES - 48.6% - (continued) | |
| | | Mortgage-Backed Agencies - 48.6% - (continued) | |
| | | | | GNMA - 16.6% - (continued) | |
$ | | | 99,332 | | | 6.50%, 09/15/2031 | | $ | 109,964 | |
| | | 139,029 | | | 6.50%, 10/15/2031 | | | 157,954 | |
| | | 266,316 | | | 6.50%, 11/15/2031 | | | 300,390 | |
| | | 44,258 | | | 6.50%, 12/15/2031 | | | 48,717 | |
| | | 187,595 | | | 6.50%, 01/15/2032 | | | 211,970 | |
| | | 44,683 | | | 6.50%, 02/15/2032 | | | 51,724 | |
| | | 35,802 | | | 6.50%, 03/15/2032 | | | 40,521 | |
| | | 166,206 | | | 6.50%, 04/15/2032 | | | 193,497 | |
| | | 640 | | | 6.50%, 05/15/2032 | | | 724 | |
| | | 33,772 | | | 6.50%, 06/15/2032 | | | 38,534 | |
| | | 2,366 | | | 7.00%, 06/20/2030 | | | 2,477 | |
| | | 555 | | | 7.00%, 02/15/2031 | | | 631 | |
| | | 174 | | | 7.00%, 06/15/2031 | | | 189 | |
| | | 115 | | | 7.00%, 08/15/2031 | | | 131 | |
| | | 491 | | | 8.50%, 11/15/2024 | | | 493 | |
| | | | | | | | | | |
| | | | | | | | | 339,377,944 | |
| | | | | | | | | | |
| | | | | | UMBS - 7.1% | |
| | | 56,960,000 | | | 2.50%, 07/14/2050(16) | | | 59,380,800 | |
| | | 81,000,000 | | | 2.50%, 08/13/2050(16) | | | 84,311,187 | |
| | | | | | | | | | |
| | | | | | | | | 143,691,987 | |
| | | | | | | | | | |
| | | |
| | | | | | Total U.S. Government Agencies (cost $971,743,400) | | $ | 989,850,644 | |
| | | | | | | | | | |
|
U.S. GOVERNMENT SECURITIES - 5.9% | |
| | | | | U.S. Treasury Securities - 5.9% | |
| | | | | U.S. Treasury Bonds - 3.5% | |
$ | | | 2,691,225 | | | 0.13%, 01/15/2030(17) | | $ | 2,907,336 | |
| | | 3,774,982 | | | 1.00%, 02/15/2048(17)(18) | | | 4,985,442 | |
| | | 7,350,000 | | | 2.25%, 08/15/2049 | | | 8,839,236 | |
| | | 16,195,000 | | | 3.13%, 08/15/2044(18)(19) | | | 22,082,768 | |
| | | 16,500,000 | | | 3.38%, 05/15/2044(18)(20) | | | 23,337,187 | |
| | | 7,800,000 | | | 3.75%, 11/15/2043 | | | 11,608,289 | |
| | | | | | | | | | |
| | | | | | | | | 73,760,258 | |
| | | | | | | | | | |
| | | | | U.S. Treasury Notes - 2.3% | |
| | | 11,083,417 | | | 0.38%, 01/15/2027(17)(18) | | | 11,942,314 | |
| | | 1,502,294 | | | 0.50%, 01/15/2028(17) | | | 1,646,813 | |
| | | 15,865,000 | | | 0.63%, 05/15/2030(20) | | | 15,820,999 | |
| | | 12,451,501 | | | 0.88%, 01/15/2029(17)(18) | | | 14,185,465 | |
| | | 2,512,131 | | | 1.00%, 02/15/2049(17)(18) | | | 3,347,781 | |
| | | | | | | | | | |
| | | | | | | | | 46,943,372 | |
| | | | | | | | | | |
| | | |
| | | | | | Total U.S. Government Securities (cost $108,489,223) | | $ | 120,703,630 | |
| | | | | | | | | | |
|
CONVERTIBLE BONDS - 0.0% | |
| | | | | Pipelines - 0.0% | |
| | | 65,000 | | | Cheniere Energy, Inc.(1)(21) | | $ | 65,630 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Convertible Bonds (cost $65,349) | | $ | 65,630 | |
| | | | | | | | | | |
|
COMMON STOCKS - 0.0% | |
| | | | | Energy - 0.0% | |
| | | 64,657 | | | Ascent Resources - Marcellus LLC Class A(22)(23) | | $ | 37,178 | |
| | | 30,559 | | | Philadelphia Energy Solutions Class A | | | 306 | |
| | | 14,557 | | | Templar Energy LLC Class A* | | | 145 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Common Stocks (cost $593,434) | | $ | 37,629 | |
| | | | | | | | | | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
PREFERRED STOCKS - 0.1% | |
| | | | | Banks - 0.1% | |
| | | 2,242 | | | U.S. Bancorp Series A, 3.50%(2)(8) | | $ | 1,792,344 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Preferred Stocks (cost $1,591,820) | | $ | 1,792,344 | |
| | | | | | | | | | |
|
WARRANTS - 0.0% | |
| | | | | Energy - 0.0% | |
| | | 16,740 | | | Ascent Resources - Marcellus LLC Expires 03/30/23*(22)(23) | | $ | 84 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Warrants (cost $1,339) | | $ | 84 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Long-Term Investments (cost $2,468,628,639) | | $ | 2,542,145,591 | |
| | | | | | | | | | |
| |
SHORT-TERM INVESTMENTS - 4.2% | | | |
| | | | | Commercial Paper - 0.1% | |
| | | | | | Intesa Funding LLC | |
$ | | | 250,000 | | | 1.85%, 08/28/2020 | | $ | 249,255 | |
| | | 250,000 | | | 1.86%, 08/14/2020 | | | 249,429 | |
| | | | | | Nissan Motor Acceptance Corp. | |
| | | 250,000 | | | 1.39%, 01/29/2021 | | | 243,891 | |
| | | 800,000 | | | 1.92%, 10/15/2020 | | | 791,202 | |
| | | | | | | | | | |
| | | | | | | | | 1,533,777 | |
| | | | | | | | | | |
| | | | | Repurchase Agreements - 3.9% | |
| | | 79,613,056 | | | Fixed Income Clearing Corp., Repurchase Agreement dated 06/30/2020 at 0.060%, due on 07/01/2020 with a maturity value of $79,613,189; collateralized by U.S. Treasury Bond at 2.875%, maturing 11/15/2046, with a market value of $81,205,409 | | | 79,613,056 | |
| | | | | | | | | | |
| | | | | Securities Lending Collateral - 0.2% | |
| | | 287,756 | | | Citibank NA DDCA, 0.08%, 07/01/2020(24) | | | 287,756 | |
| | | 2,106,559 | | | Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.09%(24) | | | 2,106,559 | |
| | | 3,360,805 | | | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.16%(24) | | | 3,360,805 | |
| | | | | | | | | | |
| | | | | | | | | 5,755,120 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Short-Term Investments (cost $86,910,367) | | $ | 86,901,953 | |
| | | | | | | | | | |
| | | | | | | | | | | | | | |
| | | | |
| | | | | | Total Investments Excluding Purchased Options (cost $2,555,539,006) | | | 128.9 | % | | $ | 2,629,047,544 | |
| | | | | | | | | | | | | | |
| | | | |
| | | | | | Total Purchased Options (cost $825,263) | | | 0.1 | % | | $ | 742,411 | |
| | | | | | | | | | | | | | |
| | | | |
| | | | | | Total Investments (cost $2,556,364,269) | | | 129.0 | % | | $ | 2,629,789,955 | |
| | | | | | Other Assets and Liabilities | | | (29.0 | )% | | | (590,597,783 | ) |
| | | | | | | | | | | | | | |
| | | | | | Total Net Assets | | | 100.0 | % | | $ | 2,039,192,172 | |
| | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
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 and/or as defined by Fund management. Industry classifications may not be identical across all security types. |
| Equity Industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. |
| For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
| See “Glossary” for abbreviation descriptions. |
(1) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At June 30, 2020, the aggregate value of these securities was $594,381,616, representing 29.1% of net assets. |
(2) | Variable rate securities; the rate reported is the coupon rate in effect at June 30, 2020. Base lending rates may be subject to a floor or cap. |
(3) | Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end. |
(4) | Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate. |
(5) | Securities disclosed are interest-only strips. |
(6) | Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At June 30, 2020, the aggregate value of these securities was $22,129,490, representing 1.1% of net assets. |
(7) | Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at June 30, 2020. Rate will reset at a future date. Base lending rates may be subject to a floor or cap. |
(8) | Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first. |
(9) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(10) | Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal. |
(11) | Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Base lending rates may be subject to a floor or cap. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of June 30, 2020. |
(12) | Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement. |
(13) | This security, or a portion of this security, has unfunded loan commitments. As of June 30, 2020, the aggregate value of the unfunded commitment was $211,621, which rounds to 0.0% of total net assets. |
(14) | Securities disclosed are principal-only strips. |
(15) | Security is a zero-coupon bond. |
(16) | Represents or includes a TBA transaction. |
(17) | The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount. |
(18) | All, or a portion of the security, was pledged as collateral in connection with OTC swap contracts. As of June 30, 2020, the market value of securities pledged was $15,011,551. |
(19) | All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of June 30, 2020, the market value of securities pledged was $7,623,634. |
(20) | All, or a portion of the security, was pledged as collateral in connection with centrally cleared swap contracts. As of June 30, 2020, the market value of securities pledged was $19,316,617. |
(21) | Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed. |
(22) | Investment valued using significant unobservable inputs. |
(23) | These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At June 30, 2020, the aggregate fair value of these securities was $37,262, which represented 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors. |
(24) | Current yield as of period end. |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
OTC Swaption Contracts Outstanding at June 30, 2020 | |
Description | | Counter- party | | Exercise Price/ FX Rate/ Rate | | Pay/ Receive Floating Rate | | | Expiration Date | | | Notional Amount | | | Number of Contracts | | | Market Value † | | | Premiums Paid (Received) by Fund | | | Unrealized Appreciation/ (Depreciation) | |
Purchased swaption contracts: | |
Calls | |
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 02/24/60* | | DEUT | | 1.31% | | | Pay | | | | 02/28/30 | | | USD | | | 575,000 | | | | 575,000 | | | $ | 137,137 | | | $ | 100,356 | | | $ | 36,781 | |
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57* | | JPM | | 2.45% | | | Pay | | | | 08/02/27 | | | USD | | | 1,075,000 | | | | 1,075,000 | | | | 451,285 | | | | 110,402 | | | | 340,883 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total calls | | | $ | 588,422 | | | $ | 210,758 | | | $ | 377,664 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
OTC Swaption Contracts Outstanding at June 30, 2020 – (continued) | |
Description | | Counter- party | | Exercise Price/ FX Rate/ Rate | | Pay/ Receive Floating Rate | | | Expiration Date | | | Notional Amount | | | Number of Contracts | | | Market Value † | | | Premiums Paid (Received) by Fund | | | Unrealized Appreciation/ (Depreciation) | |
Purchased swaption contracts – (continued): | |
Puts | |
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 02/24/60* | | DEUT | | 1.31% | | | Receive | | | | 02/28/30 | | | USD | | | 575,000 | | | | 575,000 | | | $ | 89,240 | | | $ | 100,357 | | | $ | (11,117 | ) |
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57* | | BOA | | 1.70% | | | Receive | | | | 11/23/20 | | | USD | | | 12,045,000 | | | | 12,045,000 | | | | 10,311 | | | | 301,728 | | | | (291,417 | ) |
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57* | | JPM | | 2.45% | | | Receive | | | | 08/02/27 | | | USD | | | 1,075,000 | | | | 1,075,000 | | | | 54,438 | | | | 212,420 | | | | (157,982 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total puts | | | $ | 153,989 | | | $ | 614,505 | | | $ | (460,516 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total purchased OTC swaption contracts | | | | | | | | | | | | | | | | | $ | 742,411 | | | $ | 825,263 | | | $ | (82,852 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
* | Swaptions with forward premiums. |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
OTC Swaption Contracts Outstanding at June 30, 2020 | |
Description | | Counter- party | | Exercise Price/ FX Rate/ Rate | | Pay/ Receive Floating Rate | | | Expiration Date | | | Notional Amount | | | Number of Contracts | | | Market Value † | | | Premiums Paid (Received) by Fund | | | Unrealized Appreciation/ (Depreciation) | |
Written swaption contracts: | |
Calls | |
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 06/20/25 | | GSC | | 77.50% | | | Pay | | | | 07/15/20 | | | USD | | | (151,515,000 | ) | | | 151,515,000 | | | $ | (356,851 | ) | | $ | (431,818 | ) | | $ | 74,967 | |
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 06/20/25 | | MSC | | 75.00% | | | Pay | | | | 07/15/20 | | | USD | | | (150,870,000 | ) | | | 150,870,000 | | | | (254,430 | ) | | | (497,871 | ) | | | 243,441 | |
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 04/06/51 | | BOA | | 0.90% | | | Pay | | | | 03/31/21 | | | USD | | | (540,000 | ) | | | 540,000 | | | | (35,014 | ) | | | (46,035 | ) | | | 11,021 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total calls | | | $ | (646,295 | ) | | $ | (975,724 | ) | | $ | 329,429 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Written swaption contracts: | |
Puts | |
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 06/20/25 | | GSC | | 77.50% | | | Receive | | | | 07/15/20 | | | USD | | | (151,515,000 | ) | | | 151,515,000 | | | $ | (325,900 | ) | | $ | (348,485 | ) | | $ | 22,585 | |
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 06/20/25 | | MSC | | 75.00% | | | Receive | | | | 07/15/20 | | | USD | | | (150,870,000 | ) | | | 150,870,000 | | | | (406,680 | ) | | | (392,261 | ) | | | (14,419 | ) |
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 04/06/51 | | BOA | | 0.90% | | | Receive | | | | 03/31/21 | | | USD | | | (540,000 | ) | | | 540,000 | | | | (40,187 | ) | | | (46,035 | ) | | | 5,848 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total puts | | | $ | (772,767 | ) | | $ | (786,781 | ) | | $ | 14,014 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total written OTC swaption contracts | | | $ | (1,419,062 | ) | | $ | (1,762,505 | ) | | $ | 343,443 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | |
Futures Contracts Outstanding at June 30, 2020 | |
Description | | Number of Contracts | | | Expiration Date | | | Current Notional Amount | | | Value and Unrealized Appreciation/ (Depreciation) | |
Long position contracts: | |
U.S. Treasury 5-Year Note Future | | | 466 | | | | 09/30/2020 | | | $ | 58,595,859 | | | $ | 110,830 | |
U.S. Treasury 10-Year Note Future | | | 866 | | | | 09/21/2020 | | | | 120,522,844 | | | | 447,793 | |
U.S. Treasury Ultra Long Term Bond Future | | | 675 | | | | 09/21/2020 | | | | 147,255,469 | | | | (844,233 | ) |
| | | | | | | | | | | | | | | | |
Total | | | $ | (285,610 | ) |
| | | | | | | | | | | | | | | | |
Short position contracts: | |
Euro-BUND Future | | | 112 | | | | 09/08/2020 | | | $ | 22,211,856 | | | $ | (60,545 | ) |
Euro-BUXL 30-Year Bond Future | | | 10 | | | | 09/08/2020 | | | | 2,471,250 | | | | (108,681 | ) |
U.S. Treasury 2-Year Note Future | | | 25 | | | | 09/30/2020 | | | | 5,520,703 | | | | (4,147 | ) |
U.S. Treasury 10-Year Ultra Future | | | 716 | | | | 09/21/2020 | | | | 112,758,813 | | | | (314,560 | ) |
U.S. Treasury Long Bond Future | | | 409 | | | | 09/21/2020 | | | | 73,032,062 | | | | (526,924 | ) |
| | | | | | | | | | | | | | | | |
Total | | | $ | (1,014,857 | ) |
| | | | | | | | | | | | | | | | |
Total futures contracts | | | $ | (1,300,467 | ) |
| | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
| | | | | | | | | | | | | | | | |
TBA Sale Commitments Outstanding at June 30, 2020 | |
Description | | Principal Amount | | | Maturity Date | | | Market Value† | | | Unrealized Appreciation/ (Depreciation) | |
FNMA, 4.00% | | $ | 3,200,000 | | �� | | 07/16/2035 | | | $ | (3,384,819 | ) | | $ | 6,181 | |
FNMA, 4.00% | | | 12,980,500 | | | | 07/14/2050 | | | | (13,755,527 | ) | | | 55,522 | |
FNMA, 5.50% | | | 13,400,000 | | | | 07/14/2050 | | | | (14,744,413 | ) | | | 3,963 | |
FNMA, 6.00% | | | 3,300,000 | | | | 07/14/2050 | | | | (3,673,368 | ) | | | 63,366 | |
UMBS, 4.50% | | | 25,700,000 | | | | 07/14/2050 | | | | (27,613,445 | ) | | | 148,096 | |
UMBS, 5.00% | | | 2,509,500 | | | | 07/14/2050 | | | | (2,742,413 | ) | | | 2,353 | |
| | | | | | | | | | | | | | | | |
Total (proceeds receivable $66,193,466) | | | $ | (65,913,985 | ) | | $ | 279,481 | |
| | | | | | | | | | | | | | | | |
At June 30, 2020, the aggregate market value of TBA Sale Commitments represents (3.2)% of total net assets.
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
OTC Credit Default Swap Contracts Outstanding at June 30, 2020 | |
Reference Entity | | Counter- party | | | Notional Amount(a) | | | (Pay)/Receive Fixed Rate | | | Expiration Date | | | Periodic Payment Frequency | | | Upfront Premiums Paid | | | Upfront Premiums Received | | | Market Value† | | | Unrealized Appreciation/ (Depreciation) | |
Credit default swaps on indices: | | | | | | | | | | | | | | | | | | | | | | |
Buy protection: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
ABX.HE.AAA.07 | | | GSC | | | | USD | | | | 1,349,275 | | | | (0.09%) | | | | 08/25/37 | | | | Monthly | | | $ | 285,507 | | | $ | — | | | $ | 74,088 | | | $ | (211,419 | ) |
ABX.HE.AAA.07 | | | CSI | | | | USD | | | | 3,279,824 | | | | (0.09%) | | | | 08/25/37 | | | | Monthly | | | | 797,987 | | | | — | | | | 180,085 | | | | (617,902 | ) |
ABX.HE.PENAAA.06 | | | MSC | | | | USD | | | | 523,381 | | | | (0.11%) | | | | 05/25/46 | | | | Monthly | | | | 57,169 | | | | — | | | | 47,046 | | | | (10,123 | ) |
ABX.HE.PENAAA.06 | | | JPM | | | | USD | | | | 1,194,838 | | | | (0.11%) | | | | 05/25/46 | | | | Monthly | | | | 130,202 | | | | — | | | | 107,399 | | | | (22,803 | ) |
ABX.HE.PENAAA.06 | | | GSC | | | | USD | | | | 490,441 | | | | (0.11%) | | | | 05/25/46 | | | | Monthly | | | | 120,526 | | | | — | | | | 44,085 | | | | (76,441 | ) |
CMBX.NA.AAA.12 | | | GSC | | | | USD | | | | 2,660,000 | | | | (0.50%) | | | | 08/17/61 | | | | Monthly | | | | 6,379 | | | | — | | | | 8,362 | | | | 1,983 | |
CMBX.NA.AAA.12 | | | JPM | | | | USD | | | | 11,170,000 | | | | (0.50%) | | | | 08/17/61 | | | | Monthly | | | | 199,882 | | | | — | | | | 35,272 | | | | (164,610 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 1,597,652 | | | $ | — | | | $ | 496,337 | | | $ | (1,101,315 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Sell protection: | | | | | | | | | | | | | | | | | | | | | | | | | |
ABX.HE.AAA.07 | | | MSC | | | | USD | | | | 1,349,275 | | | | 0.09 | % | | | 08/25/37 | | | | Monthly | | | $ | 11,461 | | | $ | — | | | $ | (74,085 | ) | | $ | (85,546 | ) |
ABX.HE.AAA.07 | | | MSC | | | | USD | | | | 3,279,821 | | | | 0.09 | % | | | 08/25/37 | | | | Monthly | | | | 28,040 | | | | — | | | | (180,085 | ) | | | (208,125 | ) |
ABX.HE.PENAAA.06 | | | BCLY | | | | USD | | | | 2,208,664 | | | | 0.11 | % | | | 05/25/46 | | | | Monthly | | | | — | | | | (54,350 | ) | | | (198,534 | ) | | | (144,184 | ) |
CMBX.NA.BB.6 | | | CSI | | | | USD | | | | 1,566,000 | | | | 5.00 | % | | | 05/11/63 | | | | Monthly | | | | — | | | | (267,944 | ) | | | (788,914 | ) | | | (520,970 | ) |
CMBX.NA.BB.6 | | | CSI | | | | USD | | | | 2,800,000 | | | | 5.00 | % | | | 05/11/63 | | | | Monthly | | | | — | | | | (479,082 | ) | | | (1,410,573 | ) | | | (931,491 | ) |
CMBX.NA.BB.6 | | | CSI | | | | USD | | | | 3,270,000 | | | | 5.00 | % | | | 05/11/63 | | | | Monthly | | | | — | | | | (639,662 | ) | | | (1,647,347 | ) | | | (1,007,685 | ) |
CMBX.NA.BB.6 | | | GSC | | | | USD | | | | 2,855,000 | | | | 5.00 | % | | | 05/11/63 | | | | Monthly | | | | — | | | | (290,449 | ) | | | (1,438,280 | ) | | | (1,147,831 | ) |
CMBX.NA.BB.8 | | | GSC | | | | USD | | | | 240,000 | | | | 5.00 | % | | | 10/17/57 | | | | Monthly | | | | — | | | | (25,651 | ) | | | (112,731 | ) | | | (87,080 | ) |
CMBX.NA.BB.8 | | | DEUT | | | | USD | | | | 1,455,000 | | | | 5.00 | % | | | 10/17/57 | | | | Monthly | | | | — | | | | (337,264 | ) | | | (683,433 | ) | | | (346,169 | ) |
CMBX.NA.BB.8 | | | CSI | | | | USD | | | | 2,507,000 | | | | 5.00 | % | | | 10/17/57 | | | | Monthly | | | | — | | | | (646,139 | ) | | | (1,177,571 | ) | | | (531,432 | ) |
CMBX.NA.BB.8 | | | GSC | | | | USD | | | | 3,445,000 | | | | 5.00 | % | | | 10/17/57 | | | | Monthly | | | | — | | | | (795,011 | ) | | | (1,618,164 | ) | | | (823,153 | ) |
CMBX.NA.BB.8 | | | MSC | | | | USD | | | | 5,083,000 | | | | 5.00 | % | | | 10/17/57 | | | | Monthly | | | | — | | | | (1,310,150 | ) | | | (2,387,554 | ) | | | (1,077,404 | ) |
CMBX.NA.BBB-.6 | | | MSC | | | | USD | | | | 465,000 | | | | 3.00 | % | | | 05/11/63 | | | | Monthly | | | | — | | | | (38,101 | ) | | | (145,273 | ) | | | (107,172 | ) |
CMBX.NA.BBB-.6 | | | DEUT | | | | USD | | | | 485,000 | | | | 3.00 | % | | | 05/11/63 | | | | Monthly | | | | — | | | | (69,162 | ) | | | (151,521 | ) | | | (82,359 | ) |
CMBX.NA.BBB-.6 | | | CSI | | | | USD | | | | 920,000 | | | | 3.00 | % | | | 05/11/63 | | | | Monthly | | | | — | | | | (122,463 | ) | | | (287,422 | ) | | | (164,959 | ) |
CMBX.NA.BBB-.6 | | | GSC | | | | USD | | | | 2,725,000 | | | | 3.00 | % | | | 05/11/63 | | | | Monthly | | | | — | | | | (288,673 | ) | | | (851,558 | ) | | | (562,885 | ) |
CMBX.NA.BBB-.6 | | | MSC | | | | USD | | | | 4,245,000 | | | | 3.00 | % | | | 05/11/63 | | | | Monthly | | | | — | | | | (599,004 | ) | | | (1,326,200 | ) | | | (727,196 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 39,501 | | | $ | (5,963,105 | ) | | $ | (14,479,245 | ) | | $ | (8,555,641 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total OTC credit default swap contracts | | | | | | | | | | | | | | | $ | 1,637,153 | | | $ | (5,963,105 | ) | | $ | (13,982,908 | ) | | $ | (9,656,956 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
(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. |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Credit Default Swap Contracts Outstanding at June 30, 2020 | |
Reference Entity | | Notional Amount(a) | | | (Pay)/Receive Fixed Rate | | | Expiration Date | | Periodic Payment Frequency | | | Cost Basis | | | Value† | | | Unrealized Appreciation/ (Depreciation) | |
Credit default swaps on indices: | |
Sell protection: | |
CDX.EM.33.V1 | | USD | | | 34,299,750 | | | | 1.00 | % | | 06/20/25 | | | Quarterly | | | $ | (3,912,170 | ) | | $ | (1,600,396 | ) | | $ | 2,311,774 | |
CDX.NA.IG.34.V1 | | USD | | | 5,520,000 | | | | 1.00 | % | | 06/20/25 | | | Quarterly | | | | 69,788 | | | | 77,487 | | | | 7,699 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | | $ | (3,842,382 | ) | | $ | (1,522,909 | ) | | $ | 2,319,473 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Credit Default Swap Contracts Outstanding at June 30, 2020 – (continued) | |
Reference Entity | | Notional Amount(a) | | | (Pay)/Receive Fixed Rate | | | Expiration Date | | Periodic Payment Frequency | | | Cost Basis | | | Value† | | | Unrealized Appreciation/ (Depreciation) | |
Credit default swaps on single-name issues: | |
Sell protection: | |
Republic of Brazil | | USD | | | 1,350,000 | | | | 1.00 | % | | 06/20/25 | | | Quarterly | | | $ | (90,286 | ) | | $ | (96,167 | ) | | $ | (5,881 | ) |
Republic of South Africa Government Bond | | USD | | | 1,390,000 | | | | 1.00 | % | | 06/20/25 | | | Quarterly | | | | (123,859 | ) | | | (130,047 | ) | | | (6,188 | ) |
Republic of Turkey | | USD | | | 1,525,000 | | | | 1.00 | % | | 06/20/25 | | | Quarterly | | | | (245,901 | ) | | | (254,492 | ) | | | (8,591 | ) |
Russian Federation | | USD | | | 1,250,000 | | | | 1.00 | % | | 06/20/25 | | | Quarterly | | | | (451 | ) | | | (6,383 | ) | | | (5,932 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | | $ | (460,497 | ) | | $ | (487,089 | ) | | $ | (26,592 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total Centrally Cleared Credit Credit Default Swap Contracts | | | $ | (4,302,879 | ) | | $ | (2,009,998 | ) | | $ | 2,292,881 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
(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. |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Interest Rate Swap Contracts Outstanding at June 30, 2020 | |
Payments made by Fund | | Payments received by Fund | | Notional Amount | | | Expiration Date | | | Periodic Payment Frequency | | Upfront Premiums Paid | | | Upfront Premiums Received | | | Value† | | | Unrealized Appreciation/ (Depreciation) | |
12 Mo. Federal Funds Rate | | 1.63% Fixed | | USD | | | 13,700,000 | | | | 11/14/26 | | | Annual | | $ | — | | | $ | — | | | $ | (1,339,098 | ) | | $ | (1,339,098 | ) |
3 Mo. USD LIBOR | | 2.00% Fixed | | USD | | | 5,681,000 | | | | 03/21/23 | | | Semi-Annual | | | 14,568 | | | | — | | | | (305,376 | ) | | | (319,944 | ) |
3 Mo. USD LIBOR | | 2.36% Fixed | | USD | | | 15,009,000 | | | | 04/09/24 | | | Semi-Annual | | | — | | | | — | | | | (1,221,282 | ) | | | (1,221,282 | ) |
3 Mo. USD LIBOR | | 2.36% Fixed | | USD | | | 26,540,000 | | | | 04/09/24 | | | Semi-Annual | | | — | | | | — | | | | (2,160,621 | ) | | | (2,160,621 | ) |
3 Mo. USD LIBOR | | 2.36% Fixed | | USD | | | 28,350,000 | | | | 04/09/24 | | | Semi-Annual | | | — | | | | — | | | | (2,309,107 | ) | | | (2,309,107 | ) |
3 Mo. USD LIBOR | | 1.72% Fixed | | USD | | | 3,630,000 | | | | 10/29/29 | | | Semi-Annual | | | — | | | | — | | | | (377,648 | ) | | | (377,648 | ) |
3 Mo. USD LIBOR | | 1.72% Fixed | | USD | | | 7,045,000 | | | | 10/29/29 | | | Semi-Annual | | | — | | | | — | | | | (736,245 | ) | | | (736,245 | ) |
3 Mo. USD LIBOR | | 1.73% Fixed | | USD | | | 11,710,000 | | | | 10/29/29 | | | Semi-Annual | | | — | | | | — | | | | (1,230,381 | ) | | | (1,230,381 | ) |
3 Mo. USD LIBOR | | 1.77% Fixed | | USD | | | 5,305,000 | | | | 10/30/29 | | | Semi-Annual | | | — | | | | — | | | | (577,580 | ) | | | (577,580 | ) |
3 Mo. USD LIBOR | | 1.77% Fixed | | USD | | | 5,855,000 | | | | 10/30/29 | | | Semi-Annual | | | — | | | | — | | | | (639,391 | ) | | | (639,391 | ) |
3 Mo. USD LIBOR | | 0.84% Fixed | | USD | | | 11,270,000 | | | | 03/20/30 | | | Semi-Annual | | | — | | | | — | | | | (256,494 | ) | | | (256,494 | ) |
3 Mo. USD LIBOR | | 2.75% Fixed | | USD | | | 22,395,000 | | | | 12/20/47 | | | Semi-Annual | | | — | | | | (460,432 | ) | | | (10,442,360 | ) | | | (9,981,928 | ) |
3 Mo. USD LIBOR | | 2.39% Fixed | | USD | | | 492,000 | | | | 05/31/49 | | | Semi-Annual | | | — | | | | — | | | | (192,809 | ) | | | (192,809 | ) |
3 Mo. USD LIBOR | | 0.77% Fixed | | USD | | | 479,000 | | | | 03/13/50 | | | Semi-Annual | | | — | | | | — | | | | 18,411 | | | | 18,411 | |
3 Mo. USD LIBOR | | 0.91% Fixed | | USD | | | 187,000 | | | | 03/24/50 | | | Semi-Annual | | | — | | | | — | | | | 15 | | | | 15 | |
3 Mo. USD LIBOR | | 0.86% Fixed | | USD | | | 92,000 | | | | 03/30/50 | | | Semi-Annual | | | — | | | | — | | | | (1,613 | ) | | | (1,613 | ) |
3 Mo. USD LIBOR | | 0.81% Fixed | | USD | | | 319,000 | | | | 03/31/50 | | | Semi-Annual | | | — | | | | — | | | | 9,673 | | | | 9,673 | |
3 Mo. USD LIBOR | | 0.85% Fixed | | USD | | | 85,000 | | | | 04/01/50 | | | Semi-Annual | | | 6 | | | | — | | | | (1,590 | ) | | | (1,596 | ) |
3 Mo. USD LIBOR | | 0.85% Fixed | | USD | | | 131,000 | | | | 04/20/50 | | | Semi-Annual | | | 47 | | | | — | | | | 2,572 | | | | 2,525 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total centrally cleared interest rate swap contracts | | | | | | | | | $ | 14,621 | | | $ | (460,432 | ) | | $ | (21,760,924 | ) | | $ | (21,315,113 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
Foreign Currency Contracts Outstanding at June 30, 2020 | |
Amount and Description of Currency to be Purchased | | Amount and Description of Currency to be Sold | | Counterparty | | | Settlement Date | | | Appreciation | | | Depreciation | |
| 410,000 | | | CAD | | | 290,801 | | | USD | | | JPM | | | | 07/02/20 | | | $ | 11,204 | | | $ | — | |
| 200,000 | | | CAD | | | 142,205 | | | USD | | | BOM | | | | 11/19/20 | | | | 5,159 | | | | — | |
| 1,940,000 | | | CAD | | | 1,375,639 | | | USD | | | UBS | | | | 11/25/20 | | | | 53,816 | | | | — | |
| 200,000 | | | CAD | | | 142,213 | | | USD | | | HSBC | | | | 11/27/20 | | | | 5,154 | | | | — | |
| 314,174 | | | USD | | | 410,000 | | | CAD | | | MSC | | | | 07/02/20 | | | | 12,168 | | | | — | |
| 150,870 | | | USD | | | 200,000 | | | CAD | | | GSC | | | | 11/19/20 | | | | 3,506 | | | | — | |
| 1,049,864 | | | USD | | | 1,390,000 | | | CAD | | | HSBC | | | | 11/25/20 | | | | 25,667 | | | | — | |
| 413,909 | | | USD | | | 550,000 | | | CAD | | | CBK | | | | 11/25/20 | | | | 8,651 | | | | — | |
| 152,141 | | | USD | | | 200,000 | | | CAD | | | MSC | | | | 11/27/20 | | | | 4,773 | | | | — | |
| 2,881,820 | | | USD | | | 2,549,000 | | | EUR | | | SSG | | | | 07/31/20 | | | | 16,032 | | | | — | |
| 13,410,086 | | | USD | | | 11,881,000 | | | EUR | | | JPM | | | | 09/16/20 | | | | 38,851 | | | | — | |
| 1,384,812 | | | USD | | | 1,093,000 | | | GBP | | | BNP | | | | 09/16/20 | | | | 29,861 | | | | — | |
| 2,211,027 | | | USD | | | 44,875,000 | | | MXN | | | GSC | | | | 06/10/21 | | | | 336,932 | | | | — | |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| Total Foreign Currency Contracts | | | | | | | | | | $ | 551,774 | | | $ | — | |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2020 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Asset & Commercial Mortgage-Backed Securities | | $ | 493,670,526 | | | $ | — | | | $ | 493,670,526 | | | $ | — | |
Corporate Bonds | | | 811,196,559 | | | | — | | | | 811,196,559 | | | | — | |
Foreign Government Obligations | | | 49,276,736 | | | | — | | | | 49,276,736 | | | | — | |
Municipal Bonds | | | 26,473,413 | | | | — | | | | 26,473,413 | | | | — | |
Senior Floating Rate Interests | | | 49,078,396 | | | | — | | | | 49,078,396 | | | | — | |
U.S. Government Agencies | | | 989,850,644 | | | | — | | | | 989,850,644 | | | | — | |
U.S. Government Securities | | | 120,703,630 | | | | — | | | | 120,703,630 | | | | — | |
Convertible Bonds | | | 65,630 | | | | — | | | | 65,630 | | | | — | |
Common Stocks | |
Energy | | | 37,629 | | | | — | | | | 451 | | | | 37,178 | |
Preferred Stocks | | | 1,792,344 | | | | 1,792,344 | | | | — | | | | — | |
Warrants | | | 84 | | | | — | | | | — | | | | 84 | |
Short-Term Investments | | | 86,901,953 | | | | 5,755,120 | | | | 81,146,833 | | | | — | |
Purchased Options | | | 742,411 | | | | — | | | | 742,411 | | | | — | |
Foreign Currency Contracts(2) | | | 551,774 | | | | — | | | | 551,774 | | | | — | |
Futures Contracts(2) | | | 558,623 | | | | 558,623 | | | | — | | | | — | |
Swaps - Credit Default(2) | | | 2,321,456 | | | | — | | | | 2,321,456 | | | | — | |
Swaps - Interest Rate(2) | | | 30,624 | | | | — | | | | 30,624 | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 2,633,252,432 | | | $ | 8,106,087 | | | $ | 2,625,109,083 | | | $ | 37,262 | |
| | | | | | | | | | | | | | | | |
Liabilities | |
Futures Contracts(2) | | $ | (1,859,090 | ) | | $ | (1,859,090 | ) | | $ | — | | | $ | — | |
Swaps - Credit Default(2) | | | (9,685,531 | ) | | | — | | | | (9,685,531 | ) | | | — | |
Swaps - Interest Rate(2) | | | (21,345,737 | ) | | | — | | | | (21,345,737 | ) | | | — | |
TBA Sale Commitments | | | (65,913,985 | ) | | | — | | | | (65,913,985 | ) | | | — | |
Written Options | | | (1,419,062 | ) | | | — | | | | (1,419,062 | ) | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | (100,223,405 | ) | | $ | (1,859,090 | ) | | $ | (98,364,315 | ) | | $ | — | |
| | | | | | | | | | | | | | | | |
(1) | For the six-month period ended June 30, 2020, there were no transfers in and out of Level 3. |
(2) | Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments. |
Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for period ended June 30, 2020 is not presented.
The accompanying notes are an integral part of these financial statements.
|
Hartford Ultrashort Bond HLS Fund |
Schedule of Investments
June 30, 2020 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 38.7% | |
| | | | | Asset-Backed - Automobile - 23.3% | |
| | | | | | Ally Auto Receivables Trust | |
$ | | | 2,151,619 | | | 1.93%, 10/17/2022 | | $ | 2,163,091 | |
| | | 290,859 | | | 2.85%, 03/15/2022 | | | 291,778 | |
| | | | | | American Credit Acceptance Receivables Trust | |
| | | 965,327 | | | 1.89%, 04/13/2023(1) | | | 970,371 | |
| | | 693,649 | | | 2.44%, 12/12/2022(1) | | | 696,363 | |
| | | 134,390 | | | 2.85%, 07/12/2022(1) | | | 134,629 | |
| | | 41,943 | | | 3.06%, 07/12/2022(1) | | | 41,974 | |
| | | | | | AmeriCredit Automobile Receivables Trust | |
| | | 1,445,000 | | | 2.06%, 04/18/2024 | | | 1,471,054 | |
| | | 299,444 | | | 2.17%, 01/18/2023 | | | 301,643 | |
| | | 217,044 | | | 2.93%, 06/20/2022 | | | 217,854 | |
| | | 2,390,000 | | | 2.97%, 11/20/2023 | | | 2,439,880 | |
| | | 9,710 | | | 3.11%, 01/18/2022 | | | 9,722 | |
| | | | | | ARI Fleet Lease Trust | |
| | | 645,000 | | | 1.77%, 08/15/2028(1) | | | 649,862 | |
| | | 4,810 | | | 1.91%, 04/15/2026(1) | | | 4,811 | |
| | | 2,450,000 | | | 2.28%, 04/15/2026(1) | | | 2,460,775 | |
| | | 121,089 | | | 2.55%, 10/15/2026(1) | | | 121,440 | |
| | | 353,433 | | | Bank of The West Auto Trust 2.40%, 10/17/2022(1) | | | 355,845 | |
| | | 565,000 | | | BMW Floorplan Master Owner Trust 0.51%, 05/15/2023, 1 mo. USD LIBOR + 0.320%(1)(2) | | | 562,043 | |
| | | | | | Canadian Pacer Auto Receivables Trust | |
| | | 1,970,000 | | | 1.77%, 11/21/2022(1) | | | 1,983,406 | |
| | | 774,697 | | | 2.78%, 03/21/2022(1) | | | 779,943 | |
| | | 51,168 | | | 3.00%, 06/21/2021(1) | | | 51,222 | |
| | | | | | CarMax Auto Owner Trust | |
| | | 15,191 | | | 1.40%, 08/15/2021 | | | 15,196 | |
| | | 1,318,523 | | | 2.01%, 03/15/2023 | | | 1,330,244 | |
| | | 827,974 | | | 2.21%, 12/15/2022 | | | 834,630 | |
| | | 363,395 | | | 2.69%, 07/15/2022 | | | 366,191 | |
| | | 258,145 | | | 3.02%, 07/15/2022 | | | 259,543 | |
| | | 463,115 | | | 3.11%, 02/15/2022 | | | 464,879 | |
| | | 790,323 | | | Carvana Auto Receivables Trust 2.20%, 07/15/2022(1) | | | 794,397 | |
| | | | | | Chesapeake Funding LLC | |
| | | 851,557 | | | 0.56%, 08/15/2030, 1 mo. USD LIBOR + 0.370%(1)(2) | | | 836,239 | |
| | | 124,663 | | | 0.64%, 05/15/2029, 1 mo. USD LIBOR + 0.450%(1)(2) | | | 124,433 | |
| | | 279,621 | | | 1.91%, 08/15/2029(1) | | | 280,585 | |
| | | 2,070,828 | | | 1.95%, 09/15/2031(1) | | | 2,108,536 | |
| | | 492,902 | | | 2.12%, 11/15/2029(1) | | | 496,300 | |
| | | 1,028,424 | | | 2.94%, 04/15/2031(1) | | | 1,043,970 | |
| | | 440,321 | | | 3.04%, 04/15/2030(1) | | | 449,966 | |
| | | 669,664 | | | 3.39%, 01/15/2031(1) | | | 689,638 | |
| | | | | | CPS Auto Receivables Trust | |
| | | 942,740 | | | 2.09%, 05/15/2023(1) | | | 950,578 | |
| | | 289,700 | | | 2.17%, 12/15/2022(1) | | | 291,351 | |
| | | 589,884 | | | 2.55%, 09/15/2022(1) | | | 593,299 | |
| | | 131,251 | | | 2.89%, 05/16/2022(1) | | | 131,702 | |
| | | 173,352 | | | 3.18%, 06/15/2022(1) | | | 173,949 | |
| | | | | | Drive Auto Receivables Trust | |
| | | 865,000 | | | 0.85%, 07/17/2023 | | | 865,938 | |
| | | 1,015,000 | | | 2.02%, 11/15/2023 | | | 1,029,270 | |
| | | 1,145,000 | | | 2.16%, 05/15/2023 | | | 1,153,306 | |
| | | 308,200 | | | 2.32%, 06/15/2022 | | | 309,080 | |
| | | 336,560 | | | 3.04%, 03/15/2023 | | | 337,789 | |
| | | 89,815 | | | 3.18%, 10/17/2022 | | | 89,904 | |
| | | | | | DT Auto Owner Trust | |
| | | 611,559 | | | 1.94%, 09/15/2023(1) | | | 615,326 | |
| | | 914,457 | | | 2.17%, 05/15/2023(1) | | | 919,944 | |
| | | 516,482 | | | 2.55%, 08/15/2022(1) | | | 519,141 | |
| | | 218,215 | | | 2.85%, 09/15/2022(1) | | | 219,315 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 38.7% - (continued) | |
| | | | | Asset-Backed - Automobile - 23.3% - (continued) | |
$ | | | 16,334 | | | 3.02%, 02/15/2022(1) | | $ | 16,349 | |
| | | 155,603 | | | 3.08%, 09/15/2022(1) | | | 156,009 | |
| | | | | | Enterprise Fleet Financing LLC | |
| | | 1,200,000 | | | 1.78%, 12/22/2025(1) | | | 1,213,588 | |
| | | 1,880,000 | | | 2.06%, 05/20/2025(1) | | | 1,907,681 | |
| | | 469,270 | | | 2.13%, 05/22/2023(1) | | | 470,580 | |
| | | 1,623,393 | | | 2.29%, 02/20/2025(1) | | | 1,651,176 | |
| | | 390,242 | | | 2.87%, 10/20/2023(1) | | | 392,843 | |
| | | 1,128,932 | | | 2.98%, 10/20/2024(1) | | | 1,149,497 | |
| | | 712,058 | | | 3.14%, 02/20/2024(1) | | | 719,502 | |
| | | 336,112 | | | 3.38%, 05/20/2024(1) | | | 342,331 | |
| | | | | | Exeter Automobile Receivables Trust | |
| | | 721,487 | | | 2.05%, 06/15/2023(1) | | | 725,820 | |
| | | 643,134 | | | 2.18%, 01/17/2023(1) | | | 645,869 | |
| | | 283,592 | | | 2.59%, 09/15/2022(1) | | | 284,750 | |
| | | 171,572 | | | 2.93%, 07/15/2022(1) | | | 171,943 | |
| | | | | | First Investors Auto Owner Trust | |
| | | 1,192,575 | | | 2.21%, 09/16/2024(1) | | | 1,207,958 | |
| | | 333,216 | | | 2.66%, 05/16/2022 | | | 335,074 | |
| | | 437,988 | | | 2.89%, 03/15/2024(1) | | | 444,407 | |
| | | 124,681 | | | 3.23%, 12/15/2022(1) | | | 125,135 | |
| | | | | | Flagship Credit Auto Trust | |
| | | 1,361,964 | | | 1.90%, 08/15/2024(1) | | | 1,376,058 | |
| | | 714,530 | | | 2.17%, 06/17/2024(1) | | | 723,855 | |
| | | 1,365,302 | | | 2.33%, 02/15/2024(1) | | | 1,383,387 | |
| | | 1,042,584 | | | 2.83%, 10/16/2023(1) | | | 1,058,305 | |
| | | 252,135 | | | 3.07%, 02/15/2023(1) | | | 254,178 | |
| | | 651,340 | | | 3.11%, 08/15/2023(1) | | | 660,434 | |
| | | 818,695 | | | 3.41%, 05/15/2023(1) | | | 829,716 | |
| | | | | | Ford Credit Auto Lease Trust | |
| | | 990,000 | | | 1.80%, 07/15/2022 | | | 999,411 | |
| | | 190,067 | | | 2.01%, 03/15/2022 | | | 190,987 | |
| | | 1,184,144 | | | 2.28%, 02/15/2022 | | | 1,191,063 | |
| | | 615,911 | | | 2.35%, 02/15/2022 | | | 619,292 | |
| | | 852,622 | | | 2.78%, 02/15/2022 | | | 858,298 | |
| | | 651,761 | | | 2.84%, 09/15/2021 | | | 653,795 | |
| | | 3,035,000 | | | Ford Credit Auto Owner Trust 0.50%, 02/15/2023 | | | 3,034,393 | |
| | | | | | GM Financial Automobile Leasing Trust | |
| | | 735,000 | | | 0.71%, 10/20/2022 | | | 735,420 | |
| | | 1,185,000 | | | 2.03%, 06/20/2022 | | | 1,201,369 | |
| | | 993,427 | | | 2.09%, 10/20/2021 | | | 998,341 | |
| | | 490,000 | | | 2.67%, 03/21/2022 | | | 496,410 | |
| | | 224,837 | | | 2.91%, 04/20/2021 | | | 225,332 | |
| | | 805,000 | | | 2.98%, 12/20/2021 | | | 813,536 | |
| | | 228,435 | | | GM Financial Consumer Automobile 1.78%, 10/18/2021(1) | | | 228,712 | |
| | | | | | GM Financial Consumer Automobile Receivables Trust | |
| | | 699,829 | | | 1.83%, 01/17/2023 | | | 705,461 | |
| | | 67,387 | | | 2.99%, 03/16/2022 | | | 67,463 | |
| | | 999,835 | | | GreatAmerica Leasing Receivables Funding LLC 2.97%, 06/15/2021(1) | | | 1,004,612 | |
| | | | | | Honda Auto Receivables Owner Trust | |
| | | 505,000 | | | 0.74%, 11/15/2022 | | | 506,526 | |
| | | 1,595,226 | | | 1.90%, 04/15/2022 | | | 1,606,356 | |
| | | 103,124 | | | 2.98%, 05/17/2021 | | | 103,302 | |
| | | 872,310 | | | Huntington Auto Trust 1.93%, 04/15/2022 | | | 872,612 | |
| | | | | | Hyundai Auto Lease Securitization Trust | |
| | | 1,120,000 | | | 1.90%, 05/16/2022(1) | | | 1,131,143 | |
| | | 1,338,414 | | | 2.08%, 12/15/2021(1) | | | 1,346,441 | |
| | | 924,139 | | | 2.92%, 07/15/2021(1) | | | 928,242 | |
| | | | | | Mercedes-Benz Auto Lease Trust | |
| | | 565,000 | | | 1.82%, 03/15/2022 | | | 568,097 | |
| | | 54,730 | | | 3.01%, 02/16/2021 | | | 54,777 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Ultrashort Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 38.7% - (continued) | |
| | | | | Asset-Backed - Automobile - 23.3% - (continued) | |
$ | | | 1,550,000 | | | Mercedes-Benz Auto Receivables Trust 0.46%, 03/15/2023 | | $ | 1,550,727 | |
| | | 1,285,000 | | | Nissan Auto Lease Trust 1.80%, 05/16/2022 | | | 1,294,936 | |
| | | | | | Nissan Auto Receivables Owner Trust | |
| | | 2,970,000 | | | 0.47%, 10/17/2022 | | | 2,969,525 | |
| | | 1,621,536 | | | 1.97%, 09/15/2022 | | | 1,635,963 | |
| | | 370,419 | | | 2.82%, 01/18/2022 | | | 372,277 | |
| | | 1,040,000 | | | PFS Financing Corp. 1.21%, 06/17/2024(1) | | | 1,041,872 | |
| | | 550,999 | | | Prestige Auto Receivables Trust 2.44%, 07/15/2022(1) | | | 553,583 | |
| | | 316,542 | | | Santander Drive Auto Receivables Trust 3.00%, 12/15/2022 | | | 317,094 | |
| | | 432,181 | | | Santander Retail Auto Lease Trust 2.72%, 01/20/2022(1) | | | 436,115 | |
| | | 2,280,000 | | | Securitized Term Auto Receivables Trust 2.99%, 02/27/2023(1) | | | 2,323,593 | |
| | | 328,989 | | | Toyota Auto Receivables Owner Trust 2.83%, 10/15/2021 | | | 330,558 | |
| | | | | | United Auto Credit Securitization Trust | |
| | | 835,000 | | | 0.85%, 05/10/2022(1) | | | 835,668 | |
| | | 85,597 | | | 2.82%, 07/12/2021(1) | | | 85,645 | |
| | | 431,112 | | | USAA Auto Owner Trust 2.26%, 02/15/2022 | | | 432,999 | |
| | | | | | Volkswagen Auto Lease Trust | |
| | | 1,430,000 | | | 1.99%, 11/21/2022 | | | 1,454,191 | |
| | | 1,613,231 | | | 2.00%, 03/21/2022 | | | 1,626,375 | |
| | | | | | Volkswagen Auto Loan Enhanced Trust | |
| | | 1,010,000 | | | 0.93%, 12/20/2022 | | | 1,013,867 | |
| | | 3,510 | | | 2.81%, 07/20/2021 | | | 3,515 | |
| | | | | | Westlake Automobile Receivables Trust | |
| | | 3,150,000 | | | 0.93%, 02/15/2024(1) | | | 3,149,370 | |
| | | 1,240,230 | | | 2.15%, 02/15/2023(1) | | | 1,248,297 | |
| | | 587,623 | | | 3.06%, 05/16/2022(1) | | | 590,674 | |
| | | 714,889 | | | Wheels SPV LLC 3.06%, 04/20/2027(1) | | | 720,489 | |
| | | | | | World Omni Auto Receivables Trust | |
| | | 1,520,000 | | | 0.55%, 07/17/2023 | | | 1,520,747 | |
| | | 427,306 | | | 2.63%, 06/15/2022 | | | 430,151 | |
| | | 65,243 | | | 2.80%, 01/18/2022 | | | 65,306 | |
| | | 284,843 | | | 3.01%, 04/15/2022 | | | 285,811 | |
| | | 565,376 | | | 3.02%, 04/15/2022 | | | 567,642 | |
| | | 247,231 | | | World Omni Automobile Lease Securitization Trust 2.96%, 06/15/2021 | | | 247,815 | |
| | | 1,122,229 | | | World Omni Select Auto Trust 2.06%, 08/15/2023 | | | 1,130,235 | |
| | | | | | | | | | |
| | | | | | | | | 101,625,221 | |
| | | | | | | | | | |
| | | | | Asset-Backed - Credit Card - 0.5% | |
| | | 915,000 | | | HPEFS Equipment Trust 1.73%, 02/20/2030(1) | | | 923,433 | |
| | | 1,355,000 | | | Trillium Credit Card Trust 0.55%, 12/26/2024, 1 mo. USD LIBOR + 0.370%(1)(2) | | | 1,354,770 | |
| | | | | | | | | | |
| | | | | | | | | 2,278,203 | |
| | | | | | | | | | |
| | | | | Asset-Backed - Finance & Insurance - 10.7% | |
| | | 1,500,000 | | | Ally Master Owner Trust 3.29%, 05/15/2023 | | | 1,531,654 | |
| | | 847,256 | | | BWAY Mortgage Trust 2.81%, 03/10/2033(1) | | | 868,067 | |
| | | 1,765,000 | | | CarMax Auto Owner Trust 1.75%, 01/17/2023 | | | 1,784,517 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 38.7% - (continued) | |
| | | | | Asset-Backed - Finance & Insurance - 10.7% - (continued) | |
| | | | | | CNH Equipment Trust | |
$ | | | 830,000 | | | 1.08%, 07/17/2023 | | $ | 831,979 | |
| | | 2,845,000 | | | 1.99%, 03/15/2023 | | | 2,862,977 | |
| | | 271,035 | | | 2.55%, 09/15/2022 | | | 272,818 | |
| | | 546,217 | | | 2.96%, 05/16/2022 | | | 549,225 | |
| | | 465,000 | | | Credit Acceptance Auto Loan Trust 2.01%, 02/15/2029(1) | | | 472,759 | |
| | | | | | DLL LLC | |
| | | 2,280,000 | | | 2.13%, 01/20/2022(1) | | | 2,293,835 | |
| | | 254,516 | | | 2.79%, 11/22/2021(1) | | | 255,314 | |
| | | 1,225,000 | | | 2.89%, 04/20/2023(1) | | | 1,243,652 | |
| | | 274,647 | | | Ellington Financial Mortgage Trust 2.74%, 11/25/2059(1)(3) | | | 275,627 | |
| | | 1,150,000 | | | Evergreen Credit Card Trust 1.90%, 09/15/2024(1) | | | 1,179,614 | |
| | | 1,091,541 | | | Finance of America HECM Buyout 2.01%, 02/25/2030(1)(3) | | | 1,098,276 | |
| | | | | | GMF Floorplan Owner Revolving Trust | |
| | | 2,675,000 | | | 0.62%, 07/15/2022, 1 mo. USD LIBOR + 0.430%(1)(2) | | | 2,674,638 | |
| | | 742,000 | | | 2.70%, 04/15/2024(1) | | | 759,136 | |
| | | 1,730,000 | | | GreatAmerica Leasing Receivables Funding LLC 1.76%, 06/15/2022(1) | | | 1,744,581 | |
| | | | | | HPEFS Equipment Trust | |
| | | 4,350,000 | | | 0.65%, 07/22/2030(1) | | | 4,349,304 | |
| | | 773,580 | | | 2.19%, 09/20/2029(1) | | | 778,915 | |
| | | 628,000 | | | 2.21%, 09/20/2029(1) | | | 637,595 | |
| | | 2,355,000 | | | Hyundai Auto Receivables Trust 1.51%, 04/17/2023 | | | 2,378,335 | |
| | | 736,147 | | | John Deere Owner Trust 2.85%, 12/15/2021 | | | 739,497 | |
| | | 1,870,577 | | | Kubota Credit Owner Trust 2.49%, 06/15/2022(1) | | | 1,884,438 | |
| | | 471,273 | | | Marlette Funding Trust 2.24%, 03/15/2030(1) | | | 472,679 | |
| | | | | | MMAF Equipment Finance LLC | |
| | | 726,849 | | | 2.07%, 10/12/2022(1) | | | 734,538 | |
| | | 769,622 | | | 2.84%, 01/10/2022(1) | | | 775,619 | |
| | | 127,597 | | | 2.92%, 07/12/2021(1) | | | 127,766 | |
| | | | | | New York City Tax Lien | |
| | | 1,044,733 | | | 2.19%, 11/10/2032(1) | | | 1,050,737 | |
| | | 781,344 | | | 3.22%, 11/10/2031(1) | | | 786,359 | |
| | | 582,093 | | | Residential Mortgage Loan Trust 2.38%, 02/25/2024(1)(3) | | | 589,368 | |
| | | | | | SoFi Consumer Loan Program Trust | |
| | | 1,056,868 | | | 2.02%, 01/25/2029(1) | | | 1,068,057 | |
| | | 1,396,573 | | | 2.45%, 08/25/2028(1) | | | 1,411,991 | |
| | | 1,190,969 | | | 2.90%, 05/25/2028(1) | | | 1,207,498 | |
| | | 1,370,000 | | | Toyota Auto Receivables Owner Trust 1.38%, 12/15/2022 | | | 1,381,728 | |
| | | | | | Verizon Owner Trust | |
| | | 38,632 | | | 1.92%, 12/20/2021(1) | | | 38,668 | |
| | | 2,235,000 | | | 2.33%, 12/20/2023 | | | 2,293,857 | |
| | | 1,060,000 | | | 3.23%, 04/20/2023 | | | 1,083,343 | |
| | | | | | Volvo Financial Equipment LLC | |
| | | 885,000 | | | 2.02%, 08/15/2022(1) | | | 891,186 | |
| | | 835,000 | | | 2.04%, 11/15/2023(1) | | | 851,430 | |
| | | 183,645 | | | 2.90%, 11/15/2021(1) | | | 184,491 | |
| | | 230,000 | | | Volvo Financial Equipment Master Owner Trust 0.69%, 11/15/2022, 1 mo. USD LIBOR + 0.500%(1)(2) | | | 229,861 | |
| | | | | | | | | | |
| | | | | | | | | 46,645,929 | |
| | | | | | | | | | |
| | | | | Asset-Backed - Student Loan - 0.0% | |
| | | 8,667 | | | SLM Student Loan Trust 0.71%, 03/25/2026, 1 mo. USD LIBOR + 0.520%(2) | | | 8,666 | |
| | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Ultrashort Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 38.7% - (continued) | |
| | | | | Commercial Mortgage - Backed Securities - 0.4% | |
$ | | | 800,000 | | | GS Mortgage Securities Corp. Trust 0.89%, 07/15/2032, 1 mo. USD LIBOR + 0.700%(1)(2) | | $ | 792,996 | |
| | | 785,000 | | | Morgan Stanley Bank of America Merrill Lynch Trust 3.79%, 08/15/2045 | | | 804,607 | |
| | | 321,422 | | | SG Residential Mortgage Trust 3.43%, 04/27/2048(1)(3) | | | 320,646 | |
| | | | | | | | | | |
| | | | | | | | | 1,918,249 | |
| | | | | | | | | | |
| | | | | Other Asset-Backed Securities - 1.6% | |
| | | 335,135 | | | Daimler Trucks Retail Trust 2.77%, 04/15/2021(1) | | | 335,752 | |
| | | 2,004,302 | | | Hertz Fleet Lease Funding L.P. 2.70%, 01/10/2033(1) | | | 2,015,840 | |
| | | 317,287 | | | Nationstar HECM Loan Trust 2.65%, 06/25/2029(1)(3) | | | 318,502 | |
| | | 1,088,414 | | | OnDeck Asset Securitization Trust LLC 2.65%, 11/18/2024(1) | | | 1,088,667 | |
| | | 956,141 | | | Towd Point Mortgage Trust 0.79%, 02/25/2057, 1 mo. USD LIBOR + 0.600%(1)(2) | | | 947,552 | |
| | | 2,235,000 | | | Transportation Finance Equipment Trust 1.90%, 01/24/2022(1) | | | 2,247,167 | |
| | | | | | | | | | |
| | | | | | | | | 6,953,480 | |
| | | | | | | | | | |
| | | | | Whole Loan Collateral CMO - 2.2% | |
| | | | | | Bunker Hill Loan Depositary Trust | |
| | | 1,437,501 | | | 2.72%, 11/25/2059(1)(4) | | | 1,463,537 | |
| | | 515,557 | | | 3.61%, 10/26/2048(1)(4) | | | 528,624 | |
| | | 602,781 | | | COLT Mortgage Loan Trust 3.69%, 10/26/2048(1)(3) | | | 613,954 | |
| | | 949,735 | | | New Residential Mortgage Loan Trust 4.00%, 08/27/2057(1)(3) | | | 1,012,703 | |
| | | 98,430 | | | OBX Trust 0.84%, 06/25/2057, 1 mo. USD LIBOR + 0.650%(1)(2) | | | 97,138 | |
| | | 854,116 | | | RMF Buyout Issuance Trust 2.16%, 02/25/2030(1)(3) | | | 856,052 | |
| | | 572,499 | | | Sequoia Mortgage Trust 3.50%, 02/25/2050(1)(3) | | | 584,224 | |
| | | 1,120,921 | | | Starwood Mortgage Residential Trust 2.28%, 02/25/2050(1)(3) | | | 1,130,255 | |
| | | | | | Verus Securitization Trust | |
| | | 1,084,611 | | | 2.64%, 11/25/2059(1)(4) | | | 1,102,225 | |
| | | 872,154 | | | 2.78%, 07/25/2059(1)(4) | | | 889,349 | |
| | | 828,921 | | | 3.21%, 05/25/2059(1)(3) | | | 845,218 | |
| | | 505,669 | | | 3.68%, 06/01/2058(1)(3) | | | 511,741 | |
| | | | | | | | | | |
| | | | | | | | | 9,635,020 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Asset & Commercial Mortgage-Backed Securities (cost $167,753,101) | | $ | 169,064,768 | |
| | | | | | | | | | |
|
CORPORATE BONDS - 23.8% | |
| | | | | Agriculture - 0.1% | |
$ | | | 675,000 | | | Cargill, Inc. 1.38%, 07/23/2023(1) | | $ | 686,648 | |
| | | | | | | | | | |
| | | | | Apparel - 0.4% | |
| | | 1,550,000 | | | VF Corp. 2.05%, 04/23/2022 | | | 1,587,348 | |
| | | | | | | | | | |
| | | | | Auto Manufacturers - 1.9% | |
| | | 1,000,000 | | | General Motors Financial Co., Inc. 2.17%, 04/09/2021, 3 mo. USD LIBOR + 0.850%(2) | | | 994,034 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 23.8% - (continued) | |
| | | | | Auto Manufacturers - 1.9% - (continued) | |
$ | | | 1,250,000 | | | Hyundai Capital America 2.29%, 07/08/2021, 3 mo. USD LIBOR + 0.940%(1)(2) | | $ | 1,236,687 | |
| | | 1,900,000 | | | Nissan Motor Acceptance Corp. 0.70%, 09/28/2020, 3 mo. USD LIBOR + 0.390%(1)(2) | | | 1,885,731 | |
| | | 485,000 | | | PACCAR Financial Corp. 0.80%, 06/08/2023 | | | 486,858 | |
| | | 1,525,000 | | | Toyota Motor Credit Corp. 1.15%, 05/26/2022 | | | 1,542,247 | |
| | | | | | Volkswagen Group of America Finance LLC | |
| | | 750,000 | | | 3.13%, 05/12/2023(1) | | | 788,803 | |
| | | 1,195,000 | | | 3.88%, 11/13/2020(1) | | | 1,206,335 | |
| | | | | | | | | | |
| | | | | | | | | 8,140,695 | |
| | | | | | | | | | |
| | | | | Commercial Banks - 11.0% | |
| | | 1,000,000 | | | ABN Amro Bank N.V. 0.94%, 08/27/2021, 3 mo. USD LIBOR + 0.570%(1)(2) | | | 1,004,043 | |
| | | 1,500,000 | | | Bank of America Corp. 0.95%, 10/01/2021, 3 mo. USD LIBOR + 0.650%(2) | | | 1,501,165 | |
| | | 640,000 | | | Bank of New York Mellon Corp. 1.95%, 08/23/2022 | | | 659,706 | |
| | | 675,000 | | | Barclays Bank plc 1.70%, 05/12/2022 | | | 687,123 | |
| | | | | | Canadian Imperial Bank of Commerce | |
| | | 1,750,000 | | | 0.87%, 02/02/2021, 3 mo. USD LIBOR + 0.315%(2) | | | 1,752,071 | |
| | | 900,000 | | | 0.88%, 03/17/2023, 3 mo. USD SOFR + 0.800%(2) | | | 894,192 | |
| | | 1,500,000 | | | Capital One Financial Corp. 1.26%, 03/09/2022, 3 mo. USD LIBOR + 0.950%(2) | | | 1,497,948 | |
| | | 350,000 | | | Capital One NA 2.15%, 09/06/2022 | | | 359,542 | |
| | | 1,500,000 | | | Citibank NA 2.84%, 05/20/2022, (2.84% fixed rate until 05/20/2021; 3 mo. USD LIBOR + 0.596% thereafter)(5) | | | 1,529,683 | |
| | | 1,125,000 | | | Citigroup, Inc. 2.65%, 10/26/2020 | | | 1,132,853 | |
| | | | | | Credit Suisse AG | |
| | | 750,000 | | | 0.52%, 02/04/2022, 3 mo. USD SOFR + 0.450%(2) | | | 746,635 | |
| | | 1,945,000 | | | 2.10%, 11/12/2021 | | | 1,985,676 | |
| | | 1,250,000 | | | Danske Bank A/S 3.00%, 09/20/2022, (3.00% fixed rate until 09/20/2021; 3 mo. USD LIBOR + 1.249% thereafter)(1)(5) | | | 1,269,435 | |
| | | 1,500,000 | | | Deutsche Bank AG 2.28%, 07/13/2020, 3 mo. USD LIBOR + 0.970%(2) | | | 1,500,277 | |
| | | 1,500,000 | | | DNB Bank ASA 0.67%, 10/02/2020, 3 mo. USD LIBOR + 0.370%(1)(2) | | | 1,501,226 | |
| | | | | | Fifth Third Bank NA | |
| | | 1,000,000 | | | 1.01%, 10/30/2020, 3 mo. USD LIBOR + 0.250%(2) | | | 1,000,575 | |
| | | 705,000 | | | 1.80%, 01/30/2023 | | | 723,872 | |
| | | 500,000 | | | 2.20%, 10/30/2020 | | | 502,317 | |
| | | 3,500,000 | | | Goldman Sachs Group, Inc. 1.56%, 11/15/2021, 3 mo. USD LIBOR + 1.170%(2) | | | 3,510,458 | |
| | | 750,000 | | | HSBC Holdings plc 0.97%, 09/11/2021, 3 mo. USD LIBOR + 0.650%(2) | | | 750,350 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Ultrashort Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 23.8% - (continued) | |
| | | | | Commercial Banks - 11.0% - (continued) | |
$ | | | 525,000 | | | Huntington National Bank 1.80%, 02/03/2023 | | $ | 539,985 | |
| | | 1,350,000 | | | KeyBank NA 1.25%, 03/10/2023 | | | 1,370,403 | |
| | | 1,250,000 | | | Manufacturers & Traders Trust Co. 1.26%, 01/25/2021, 3 mo. USD LIBOR + 0.270%(2) | | | 1,251,741 | |
| | | 1,100,000 | | | Mizuho Financial Group, Inc. 0.99%, 05/25/2024, 3 mo. USD LIBOR + 0.630%(2) | | | 1,078,006 | |
| | | 1,800,000 | | | Morgan Stanley 0.76%, 01/20/2023, 3 mo. USD SOFR + 0.700%(2) | | | 1,793,906 | |
| | | 675,000 | | | National Australia Bank Ltd. 1.88%, 12/13/2022 | | | 696,192 | |
| | | 875,000 | | | Nordea Bank Abp 1.00%, 06/09/2023(1) | | | 883,503 | |
| | | | | | PNC Bank NA | |
| | | 875,000 | | | 0.69%, 02/24/2023, 3 mo. USD LIBOR + 0.325%(2) | | | 874,117 | |
| | | 750,000 | | | 2.50%, 01/22/2021 | | | 757,601 | |
| | | | | | Regions Bank | |
| | | 1,500,000 | | | 0.68%, 04/01/2021, 3 mo. USD LIBOR + 0.380%(2) | | | 1,493,200 | |
| | | 1,000,000 | | | 0.93%, 08/13/2021, 3 mo. USD LIBOR + 0.500%(2) | | | 999,835 | |
| | | | | | Santander UK plc | |
| | | 1,500,000 | | | 0.97%, 06/01/2021, 3 mo. USD LIBOR + 0.620%(2) | | | 1,504,929 | |
| | | 750,000 | | | 2.13%, 11/03/2020 | | | 754,163 | |
| | | 1,360,000 | | | Standard Chartered plc 2.74%, 09/10/2022, (2.74% fixed rate until 09/10/2021; 3 mo. USD LIBOR + 1.200% thereafter)(1)(5) | | | 1,375,704 | |
| | | | | | Svenska Handelsbanken AB | |
| | | 1,250,000 | | | 0.68%, 09/08/2020, 3 mo. USD LIBOR + 0.360%(2) | | | 1,250,886 | |
| | | 1,250,000 | | | 0.83%, 05/24/2021, 3 mo. USD LIBOR + 0.470%(2) | | | 1,254,439 | |
| | | 675,000 | | | Toronto-Dominion Bank 0.54%, 01/27/2023, 3 mo. USD SOFR + 0.480%(2) | | | 670,652 | |
| | | 1,000,000 | | | U.S. Bank NA 2.05%, 10/23/2020 | | | 1,003,958 | |
| | | 715,000 | | | UBS AG 2.45%, 12/01/2020(1) | | | 719,578 | |
| | | 2,175,000 | | | UBS Group Funding Switzerland AG 3.00%, 04/15/2021(1) | | | 2,217,964 | |
| | | 1,025,000 | | | Wells Fargo Bank NA 2.60%, 01/15/2021 | | | 1,037,393 | |
| | | | | | | | | | |
| | | | | | | | | 48,037,302 | |
| | | | | | | | | | |
| | | | | Commercial Services - 0.6% | |
| | | 915,000 | | | Equifax, Inc. 1.26%, 08/15/2021, 3 mo. USD LIBOR + 0.870%(2) | | | 913,669 | |
| | | 1,722,000 | | | ERAC USA Finance LLC 5.25%, 10/01/2020(1) | | | 1,737,134 | |
| | | | | | | | | | |
| | | | | | | | | 2,650,803 | |
| | | | | | | | | | |
| | | | | Diversified Financial Services - 0.9% | |
| | | | | | AIG Global Funding | |
| | | 1,250,000 | | | 0.76%, 06/25/2021, 3 mo. USD LIBOR + 0.460%(1)(2) | | | 1,252,137 | |
| | | 785,000 | | | 0.80%, 07/07/2023(1) | | | 785,056 | |
| | | 1,000,000 | | | American Express Co. 0.91%, 05/17/2021, 3 mo. USD LIBOR + 0.525%(2) | | | 1,002,546 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 23.8% - (continued) | |
| | | | | Diversified Financial Services - 0.9% - (continued) | |
$ | | | 945,000 | | | USAA Capital Corp. 2.63%, 06/01/2021(1) | | $ | 964,671 | |
| | | | | | | | | | |
| | | | | | | | | 4,004,410 | |
| | | | | | | | | | |
| | | | | Electric - 0.8% | |
| | | 1,250,000 | | | American Electric Power Co., Inc. 2.15%, 11/13/2020 | | | 1,257,847 | |
| | | 1,070,000 | | | National Rural Utilities Cooperative Finance Corp. 1.75%, 01/21/2022 | | | 1,093,103 | |
| | | 990,000 | | | NextEra Energy Capital Holdings, Inc. 2.40%, 09/01/2021 | | | 1,012,363 | |
| | | | | | | | | | |
| | | | | | | | | 3,363,313 | |
| | | | | | | | | | |
| | | | | Electronics - 0.2% | |
| | | 1,000,000 | | | Honeywell International, Inc. 2.15%, 08/08/2022 | | | 1,035,932 | |
| | | | | | | | | | |
| | | | | Food - 0.2% | |
| | | 750,000 | | | Mondelez International, Inc. 0.63%, 07/01/2022 | | | 749,895 | |
| | | | | | | | | | |
| | | | | Healthcare-Services - 0.2% | |
| | | 1,000,000 | | | UnitedHealth Group, Inc. 1.95%, 10/15/2020 | | | 1,004,686 | |
| | | | | | | | | | |
| | | | | Insurance - 1.9% | |
| | | 440,000 | | | Allstate Corp. 0.74%, 03/29/2021, 3 mo. USD LIBOR + 0.430%(2) | | | 440,656 | |
| | | 750,000 | | | Fifth Third Bancorp 1.63%, 05/05/2023 | | | 769,280 | |
| | | | | | MassMutual Global Funding II | |
| | | 848,000 | | | 0.85%, 06/09/2023(1) | | | 851,589 | |
| | | 704,000 | | | 1.95%, 09/22/2020(1) | | | 706,534 | |
| | | | | | Metropolitan Life Global Funding I | |
| | | 2,000,000 | | | 0.65%, 09/07/2020, 3 mo. USD SOFR + 0.570%(1)(2) | | | 2,001,287 | |
| | | 795,000 | | | 2.40%, 01/08/2021(1) | | | 803,702 | |
| | | | | | New York Life Global Funding | |
| | | 875,000 | | | 1.10%, 05/05/2023(1) | | | 893,329 | |
| | | 325,000 | | | 2.95%, 01/28/2021(1) | | | 329,570 | |
| | | | | | Protective Life Global Funding | | | | |
| | | 1,000,000 | | | 0.83%, 06/28/2021, 3 mo. USD LIBOR + 0.520%(1)(2) | | | 1,002,420 | |
| | | 420,000 | | | 1.08%, 06/09/2023(1) | | | 423,374 | |
| | | | | | | | | | |
| | | | | | | | | 8,221,741 | |
| | | | | | | | | | |
| | | | | IT Services - 1.1% | | | |
| | | 875,000 | | | Apple, Inc. 0.75%, 05/11/2023 | | | 884,218 | |
| | | | | | Hewlett Packard Enterprise Co. | | | | |
| | | 1,250,000 | | | 1.00%, 03/12/2021, 3 mo. USD LIBOR + 0.680%(2) | | | 1,249,293 | |
| | | 1,000,000 | | | 2.09%, 10/05/2021, 3 mo. USD LIBOR + 0.720%(2) | | | 998,057 | |
| | | 1,500,000 | | | IBM Credit LLC 3.45%, 11/30/2020 | | | 1,519,141 | |
| | | | | | | | | | |
| | | | | | | | | 4,650,709 | |
| | | | | | | | | | |
| | | | | Machinery-Diversified - 0.2% | | | |
| | | 1,060,000 | | | Otis Worldwide Corp. 2.09%, 04/05/2023, 3 mo. USD LIBOR + 0.450%(1)(2) | | | 1,048,350 | |
| | | | | | | | | | |
| | | | | Media - 0.2% | | | |
| | | 1,125,000 | | | NBCUniversal Enterprise, Inc. 0.70%, 04/01/2021, 3 mo. USD LIBOR + 0.400%(1)(2) | | | 1,127,227 | |
| | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Ultrashort Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 23.8% - (continued) | |
| | | | | Oil & Gas - 0.4% | | | |
| | | | | | Occidental Petroleum Corp. | | | | |
$ | | | 1,000,000 | | | 1.68%, 08/13/2021, 3 mo. USD LIBOR + 1.250%(2) | | $ | 955,322 | |
| | | 775,000 | | | 2.60%, 08/13/2021 | | | 757,400 | |
| | | | | | | | | | |
| | | | | | | | | 1,712,722 | |
| | | | | | | | | | |
| | | | | Oil & Gas Services - 0.3% | | | |
| | | 1,250,000 | | | Schlumberger Finance Canada Ltd. 2.20%, 11/20/2020(1) | | | 1,257,897 | |
| | | | | | | | | | |
| | | | | Pharmaceuticals - 2.5% | | | |
| | | | | | AbbVie, Inc. | | | | |
| | | 1,675,000 | | | 1.02%, 11/21/2022, 3 mo. USD LIBOR + 0.650%(1)(2) | | | 1,679,921 | |
| | | 1,700,000 | | | 4.88%, 02/15/2021(1) | | | 1,727,285 | |
| | | 1,500,000 | | | Bayer U.S. Finance LLC 0.93%, 06/25/2021, 3 mo. USD LIBOR + 0.630%(1)(2) | | | 1,498,241 | |
| | | | | | Bristol-Myers Squibb Co. | | | | |
| | | 1,700,000 | | | 2.55%, 05/14/2021(1) | | | 1,733,273 | |
| | | 1,375,000 | | | 3.25%, 02/20/2023(1) | | | 1,463,224 | |
| | | 2,000,000 | | | Cigna Corp. 3.20%, 09/17/2020 | | | 2,011,176 | |
| | | 700,000 | | | CVS Health Corp. 1.03%, 03/09/2021, 3 mo. USD LIBOR + 0.720%(2) | | | 702,660 | |
| | | | | | | | | | |
| | | | | | | | | 10,815,780 | |
| | | | | | | | | | |
| | | | | Pipelines - 0.2% | | | |
| | | 390,000 | | | Kinder Morgan Energy Partners L.P. 5.00%, 10/01/2021 | | | 405,360 | |
| | | 330,000 | | | MPLX L.P. 1.21%, 09/09/2021, 3 mo. USD LIBOR + 0.900%(2) | | | 327,384 | |
| | | | | | | | | | |
| | | | | | | | | 732,744 | |
| | | | | | | | | | |
| | | | | Semiconductors - 0.4% | | | |
| | | 1,750,000 | | | Broadcom, Inc. 3.13%, 04/15/2021(1) | | | 1,778,833 | |
| | | | | | | | | | |
| | | | | Trucking & Leasing - 0.3% | | | |
| | | 1,375,000 | | | Aviation Capital Group LLC 1.43%, 07/30/2021, 3 mo. USD LIBOR + 0.670%(1)(2) | | | 1,296,478 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Corporate Bonds (cost $103,368,777) | | $ | 103,903,513 | |
| | | | | | | | | | |
|
MUNICIPAL BONDS - 0.5% | |
| | | | | Tobacco - 0.5% | |
$ | | | 2,035,000 | | | Buckeye Tobacco Settlement Financing Auth 1.58%, 06/01/2021 | | $ | 2,039,335 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Municipal Bonds (cost $2,035,000) | | $ | 2,039,335 | |
| | | | | | | | | | |
|
U.S. GOVERNMENT AGENCIES - 3.6% | |
| | | | | Mortgage-Backed Agencies - 3.6% | |
| | | | | FHLMC - 1.1% | | | |
$ | | | 1,785,930 | | | 1.75%, 04/15/2027 | | $ | 1,814,264 | |
| | | 1,395,667 | | | 3.00%, 05/15/2037 | | | 1,410,233 | |
| | | 663,253 | | | 3.00%, 05/15/2043 | | | 686,092 | |
| | | 754,727 | | | 3.50%, 05/15/2042 | | | 778,951 | |
| | | | | | | | | | |
| | | | | | | | | 4,689,540 | |
| | | | | | | | | | |
| | | | | FNMA - 1.4% | | | |
| | | 4,587,862 | | | 1.75%, 09/25/2041 | | | 4,626,799 | |
| | | 1,325,712 | | | 3.00%, 07/25/2041 | | | 1,367,520 | |
| | | | | | | | | | |
| | | | | | | | | 5,994,319 | |
| | | | | | | | | | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
U.S. GOVERNMENT AGENCIES - 3.6% - (continued) | |
| | | | | GNMA - 1.1% | | | |
$ | | | 2,109,839 | | | 1.70%, 10/20/2045 | | $ | 2,136,251 | |
| | | 2,808,142 | | | 1.80%, 05/20/2041 | | | 2,847,901 | |
| | | | | | | | | | |
| | | | | | | | | 4,984,152 | |
| | | | | | | | | | |
| | | | | | Total U.S. Government Agencies (cost $15,507,662) | | $ | 15,668,011 | |
| | | | | | | | | | |
|
U.S. GOVERNMENT SECURITIES - 25.4% | |
| | | | | Other Direct Federal Obligations - 7.2% | |
| | | | | Federal Farm Credit Banks Funding Corp. - 5.1% | |
$ | | | 4,500,000 | | | 0.53%, 01/18/2022 | | $ | 4,522,038 | |
| | | 4,355,000 | | | 1.90%, 06/24/2021 | | | 4,428,195 | |
| | | | | | | | | | |
| | | | | | | | | 8,950,233 | |
| | | | | | | | | | |
| | | | | FHLB - 3.4% | | | |
| | | 9,000,000 | | | 0.15%, 12/17/2020, 1 mo. USD LIBOR - 0.040%(2) | | | 9,002,371 | |
| | | 6,000,000 | | | 0.25%, 06/03/2022 | | | 6,002,022 | |
| | | | | | | | | | |
| | | | | | | | | 15,004,393 | |
| | | | | | | | | | |
| | | 3,000,000 | | | FHLMC - 0.7% 1.85%, 04/16/2021 | | | 3,033,518 | |
| | | | | | | | | | |
| | | 4,460,000 | | | FNMA - 1.0% 2.88%, 10/30/2020 | | | 4,499,819 | |
| | | | | | | | | | |
| | | | | | | | | 31,487,963 | |
| | | | | | | | | | |
| | | | | U.S. Treasury Securities - 18.2% | |
| | | | | U.S. Treasury Notes - 18.2% | |
| | | 14,650,000 | | | 0.27%, 01/31/2021, 3 mo. USTMMR + 0.115%(2) | | | 14,658,043 | |
| | | 2,150,000 | | | 0.29%, 04/30/2021, 3 mo. USTMMR + 0.139%(2) | | | 2,151,969 | |
| | | 5,000,000 | | | 1.13%, 02/28/2022 | | | 5,079,102 | |
| | | 10,000,000 | | | 1.38%, 04/30/2021 | | | 10,098,437 | |
| | | 9,925,000 | | | 1.63%, 10/15/2020 | | | 9,966,207 | |
| | | 10,000,000 | | | 1.63%, 11/30/2020 | | | 10,058,594 | |
| | | 22,625,000 | | | 1.75%, 11/30/2021 | | | 23,129,644 | |
| | | 4,425,000 | | | 2.88%, 10/15/2021 | | | 4,578,665 | |
| | | | | | | | | | |
| | | | | | | | | 79,720,661 | |
| | | | | | | | | | |
| | | |
| | | | | | Total U.S. Government Securities (cost $110,306,696) | | $ | 111,208,624 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Long-Term Investments (cost $398,971,236) | | $ | 401,884,251 | |
| | | | | | | | | | |
SHORT-TERM INVESTMENTS - 8.4% | |
| | | | | Certificates of Deposit - 0.7% | |
| | | 3,150,000 | | | Natixis S.A. 0.85%, 03/09/2021(6) | | $ | 3,150,000 | |
| | | | | | | | | | |
| | | | | Commercial Paper - 0.2% | | | |
| | | 1,000,000 | | | ING U.S. Funding LLC 0.46%, 09/14/2020, 3 mo. USD LIBOR + 0.150%(2)(6) | | | 1,000,411 | |
| | | | | | | | | | |
| | | | | Repurchase Agreements - 0.1% | | | |
| | | 477,167 | | | Fixed Income Clearing Corp. Repurchase Agreement dated 06/30/2020 at 0.060%, due on 07/01/2020 with a maturity value of $477,168; collateralized by U.S. Treasury Bond at 3.625%, maturing 02/15/2044, with a market value of $486,846 | | | 477,167 | |
| | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Ultrashort Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
SHORT-TERM INVESTMENTS - 8.4% - (continued) | |
| | | | | U.S. Treasury - 7.4% | | | |
| | | | | | U.S. Treasury Bills - 7.4% | | | | |
$ | | | 17,500,000 | | | 0.16%, 04/22/2021(6) | | $ | 17,474,831 | |
| | | 11,425,000 | | | 0.17%, 05/20/2021(6) | | | 11,408,433 | |
| | | 3,250,000 | | | 0.18%, 02/25/2021(6) | | | 3,246,386 | |
| | | | | | | | | | |
| | | | | | | | | 32,129,650 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Short-Term Investments (cost $36,757,042) | | $ | 36,757,228 | |
| | | | | | | | | | |
| | | | | | | | | | | | | | |
| | | | | | Total Investments (cost $435,728,278) | | | 100.4 | % | | $ | 438,641,479 | |
| | | | | | Other Assets and Liabilities | | | (0.4 | )% | | | (1,768,985 | ) |
| | | | | | | | | | | | | | |
| | | | | | Total Net Assets | | | 100.0 | % | | $ | 436,872,494 | |
| | | | | | | | | | | | | | |
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 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. These classifications are used for financial reporting purposes. |
| See “Glossary” for abbreviation descriptions. |
(1) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At June 30, 2020, the aggregate value of these securities was $145,640,713, representing 33.3% of net assets. |
(2) | Variable rate securities; the rate reported is the coupon rate in effect at June 30, 2020. Base lending rates may be subject to a floor or cap. |
(3) | Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end. |
(4) | Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate. |
(5) | Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at June 30, 2020. Rate will reset at a future date. Base lending rates may be subject to a floor or cap. |
(6) | The rate shown represents current yield to maturity. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2020 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Asset & Commercial Mortgage-Backed Securities | | $ | 169,064,768 | | | $ | — | | | $ | 169,064,768 | | | $ | — | |
Corporate Bonds | | | 103,903,513 | | | | — | | | | 103,903,513 | | | | — | |
Municipal Bonds | | | 2,039,335 | | | | — | | | | 2,039,335 | | | | — | |
U.S. Government Agencies | | | 15,668,011 | | | | — | | | | 15,668,011 | | | | — | |
U.S. Government Securities | | | 111,208,624 | | | | — | | | | 111,208,624 | | | | — | |
Short-Term Investments | | | 36,757,228 | | | | — | | | | 36,757,228 | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 438,641,479 | | | $ | — | | | $ | 438,641,479 | | | $ | — | |
| | | | | | | | | | | | | | | | |
(1) | For the six-month period ended June 30, 2020, there were no transfers in and out of Level 3. |
The accompanying notes are an integral part of these financial statements.
|
Hartford U.S. Government Securities HLS Fund |
Schedule of Investments
June 30, 2020 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 15.7% | |
| | | Agency Collat PAC CMO - 0.1% | | | |
$ | | | 1,272,885 | | | Freddie Mac Strips 5.00%, 09/15/2036(1) | | $ | 246,962 | |
| | | | | | | | | | |
| | | | | Asset-Backed - Automobile - 0.3% | |
| | | 1,020,000 | | | Toyota Auto Loan Extended Note Trust 2.56%, 11/25/2031(2) | | | 1,085,617 | |
| | | | | | | | | | |
| | | | | Asset-Backed - Finance & Insurance - 0.4% | |
| | | 996,819 | | | NRZ Excess Spread-Collateralized Notes 3.19%, 01/25/2023(2) | | | 1,002,360 | |
| | | 239,209 | | | Structured Asset Securities Corp. 1.69%, 02/25/2033, 1 mo. USD LIBOR + 1.500%(3) | | | 239,781 | |
| | | | | | | | | | |
| | | | | | | | | 1,242,141 | |
| | | | | | | | | | |
| | | | | Commercial Mortgage - Backed Securities - 6.4% | |
| | | 22,793,555 | | | Benchmark Mortgage Trust 0.69%, 07/15/2051(1)(4) | | | 684,288 | |
| | | 1,839,146 | | | BX Commercial Mortgage Trust 1.11%, 10/15/2036, 1 mo. USD LIBOR + 0.920%(2)(3) | | | 1,825,147 | |
| | | 6,749,521 | | | Cantor Commercial Real Estate 1.30%, 05/15/2052(1)(4) | | | 506,754 | |
| | | 3,400,000 | | | CSMC Trust 2.76%, 04/05/2033(2) | | | 3,387,647 | |
| | | | | | FREMF Mortgage Trust | |
| | | 955,000 | | | 3.76%, 11/25/2050(2)(4) | | | 1,004,306 | |
| | | 1,515,000 | | | 3.82%, 04/25/2048(2)(4) | | | 1,616,766 | |
| | | 1,325,000 | | | 3.85%, 10/25/2049(2)(4) | | | 1,405,853 | |
| | | 1,005,000 | | | 3.93%, 02/25/2050(2)(4) | | | 1,066,269 | |
| | | 700,000 | | | 3.98%, 10/25/2049(2)(4) | | | 769,029 | |
| | | 980,000 | | | 4.08%, 09/25/2049(2)(4) | | | 1,053,178 | |
| | | 4,580,000 | | | 4.11%, 04/25/2051(2)(4) | | | 5,019,010 | |
| | | 1,175,000 | | | JP Morgan Chase Commercial Mortgage Securities Trust 2.81%, 01/16/2037(2) | | | 1,193,962 | |
| | | 7,564,698 | | | Morgan Stanley Capital Trust 0.99%, 07/15/2051(1)(4) | | | 369,586 | |
| | | 448,000 | | | Natixis Commercial Mortgage Securities Trust 4.40%, 06/17/2038(2) | | | 465,239 | |
| | | | | | Wells Fargo N.A. | |
| | | 3,310,556 | | | 0.82%, 12/15/2052(1)(4) | | | 181,927 | |
| | | 7,360,728 | | | 0.89%, 01/15/2063(1)(4) | | | 477,646 | |
| | | 5,253,664 | | | 0.96%, 09/15/2062(1)(4) | | | 333,411 | |
| | | | | | | | | | |
| | | | | | | | | 21,360,018 | |
| | | | | | | | | | |
| | | | | Other Asset-Backed Securities - 4.1% | |
| | | 1,755,000 | | | MMAF Equipment Finance LLC 2.29%, 11/12/2041(2) | | | 1,858,360 | |
| | | | | | Towd Point Mortgage Trust | |
| | | 2,682,125 | | | 0.79%, 02/25/2057, 1 mo. USD LIBOR + 0.600%(2)(3) | | | 2,658,031 | |
| | | 298,773 | | | 3.00%, 11/25/2057(2)(4) | | | 300,142 | |
| | | 2,399,000 | | | 3.75%, 04/25/2055(2)(4) | | | 2,545,753 | |
| | | 2,002,525 | | | 3.75%, 03/25/2058(2)(4) | | | 2,155,560 | |
| | | 1,910,777 | | | 3.75%, 05/25/2058(2)(4) | | | 2,051,238 | |
| | | 1,854,914 | | | United States Small Business Administration 3.07%, 05/01/2044 | | | 1,997,084 | |
| | | | | | | | | | |
| | | | | | | | | 13,566,168 | |
| | | | | | | | | | |
| | | | | Whole Loan Collateral CMO - 4.4% | |
| | | 1,614,245 | | | Angel Oak Mortgage Trust LLC 2.93%, 05/25/2059(2)(4) | | | 1,631,481 | |
| | | 1,945,018 | | | CIM Trust 3.00%, 04/25/2057(2)(4) | | | 1,975,232 | |
| | | 859,735 | | | COLT Mortgage Loan Trust 3.34%, 05/25/2049(2)(4) | | | 869,897 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 15.7% - (continued) | |
| | | | | Whole Loan Collateral CMO - 4.4% - (continued) | |
| | | | | | Deephaven Residential Mortgage Trust | |
$ | | | 128,062 | | | 2.73%, 12/26/2046(2)(4) | | $ | 127,686 | |
| | | 927,219 | | | 3.56%, 04/25/2059(2)(4) | | | 930,567 | |
| | | 550,705 | | | LSTAR Securities Investment Trust 1.67%, 04/01/2024, 1 mo. USD LIBOR + 1.500%(2)(3) | | | 541,646 | |
| | | 1,377,005 | | | Mill City Mortgage Loan Trust 3.25%, 05/25/2062(2)(4) | | | 1,433,357 | |
| | | | | | New Residential Mortgage Loan Trust | |
| | | 1,982,523 | | | 2.80%, 07/25/2049(2)(4) | | | 2,011,494 | |
| | | 1,054,443 | | | 3.60%, 04/25/2049(2)(4) | | | 1,075,230 | |
| | | 932,622 | | | 3.75%, 03/25/2056(2)(4) | | | 990,720 | |
| | | 772,445 | | | Spruce Hill Mortgage Loan Trust 3.40%, 04/29/2049(2)(4) | | | 778,876 | |
| | | | | | Verus Securitization Trust | |
| | | 1,188,977 | | | 2.78%, 07/25/2059(2)(5) | | | 1,212,419 | |
| | | 1,142,024 | | | 3.21%, 05/25/2059(2)(4) | | | 1,164,476 | |
| | | | | | | | | | |
| | | | | | | | | 14,743,081 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Asset & Commercial Mortgage-Backed Securities (cost $50,498,697) | | $ | 52,243,987 | |
| | | | | | | | | | |
| |
U.S. GOVERNMENT AGENCIES - 47.3% | | | |
| | | | | Mortgage-Backed Agencies - 47.3% | |
| | | | | FHLMC - 13.0% | |
$ | | | 1,603,553 | | | 1.13%, 12/15/2027 | | $ | 1,615,673 | |
| | | 2,803,682 | | | 1.13%, 01/25/2030(1)(4) | | | 248,647 | |
| | | 1,410,306 | | | 1.25%, 12/15/2027 | | | 1,423,730 | |
| | | 1,964,695 | | | 1.25%, 07/15/2042 | | | 1,993,164 | |
| | | 2,117,820 | | | 1.57%, 01/25/2022 | | | 2,127,810 | |
| | | 3,914,381 | | | 1.65%, 01/25/2030(1)(4) | | | 476,394 | |
| | | 508,302 | | | 2.50%, 12/15/2026(1) | | | 19,342 | |
| | | 540,615 | | | 2.50%, 03/15/2028(1) | | | 30,392 | |
| | | 390,821 | | | 2.50%, 05/15/2028(1) | | | 25,518 | |
| | | 662,905 | | | 3.00%, 04/15/2028(1) | | | 48,806 | |
| | | 481,832 | | | 3.00%, 05/15/2032(1) | | | 25,796 | |
| | | 435,032 | | | 3.00%, 03/15/2033(1) | | | 43,750 | |
| | | 3,022,766 | | | 3.00%, 11/01/2036 | | | 3,193,793 | |
| | | 5,919,336 | | | 3.00%, 07/15/2041 | | | 6,285,132 | |
| | | 728,250 | | | 3.00%, 03/15/2043 | | | 776,716 | |
| | | 58,969 | | | 3.00%, 09/01/2045 | | | 62,497 | |
| | | 2,933,692 | | | 3.00%, 05/15/2046 | | | 3,133,970 | |
| | | 673,408 | | | 3.00%, 08/15/2047 | | | 714,465 | |
| | | 3,969,911 | | | 3.50%, 11/15/2025 | | | 4,170,005 | |
| | | 463,214 | | | 3.50%, 06/15/2026(1) | | | 16,297 | |
| | | 209,788 | | | 3.50%, 09/15/2026(1) | | | 14,021 | |
| | | 328,469 | | | 3.50%, 03/15/2027(1) | | | 20,443 | |
| | | 1,103,349 | | | 3.50%, 01/15/2028(1) | | | 85,403 | |
| | | 7,821,072 | | | 3.50%, 08/15/2039 | | | 8,788,345 | |
| | | 200,292 | | | 4.00%, 07/15/2027(1) | | | 16,169 | |
| | | 569,930 | | | 4.00%, 03/15/2028(1) | | | 38,097 | |
| | | 316,297 | | | 4.00%, 06/15/2028(1) | | | 23,434 | |
| | | 647,177 | | | 4.00%, 07/15/2030(1) | | | 64,436 | |
| | | 1,157,102 | | | 4.50%, 02/15/2027(1) | | | 96,317 | |
| | | 1,623,552 | | | 4.50%, 05/15/2034 | | | 1,788,609 | |
| | | 554,952 | | | 5.00%, 09/15/2033(1) | | | 99,309 | |
| | | 646,693 | | | 5.00%, 02/15/2048(1) | | | 112,991 | |
| | | 3,204 | | | 5.50%, 06/01/2034 | | | 3,613 | |
| | | 23,049 | | | 5.50%, 10/01/2035 | | | 26,447 | |
| | | 41,678 | | | 5.50%, 04/01/2037 | | | 47,745 | |
| | | 584,626 | | | 5.50%, 12/01/2037 | | | 668,917 | |
| | | 183,203 | | | 5.50%, 04/01/2038 | | | 210,197 | |
| | | 12,059 | | | 5.50%, 05/01/2038 | | | 13,843 | |
| | | 894,578 | | | 5.50%, 08/01/2038 | | | 1,027,631 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford U.S. Government Securities HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| |
U.S. GOVERNMENT AGENCIES - 47.3% - (continued) | | | |
| | | | | Mortgage-Backed Agencies - 47.3% - (continued) | |
| | | | | FHLMC - 13.0% - (continued) | |
$ | | | 1,821 | | | 5.50%, 12/01/2039 | | $ | 2,086 | |
| | | 6,915 | | | 6.00%, 10/01/2021 | | | 7,684 | |
| | | 16,787 | | | 6.00%, 10/01/2022 | | | 18,653 | |
| | | 36,572 | | | 6.00%, 01/01/2028 | | | 40,693 | |
| | | 12,176 | | | 6.00%, 04/15/2028 | | | 13,752 | |
| | | 24,179 | | | 6.00%, 05/15/2028(6) | | | 27,639 | |
| | | 29,714 | | | 6.00%, 11/15/2028 | | | 33,615 | |
| | | 54,061 | | | 6.00%, 12/15/2028 | | | 61,623 | |
| | | 115,126 | | | 6.00%, 01/15/2029 | | | 128,740 | |
| | | 25,795 | | | 6.00%, 02/15/2029 | | | 29,305 | |
| | | 30,197 | | | 6.00%, 03/15/2029 | | | 33,831 | |
| | | 20,197 | | | 6.00%, 05/15/2029 | | | 22,869 | |
| | | 4,221 | | | 6.00%, 06/15/2029 | | | 4,788 | |
| | | 1,151 | | | 6.00%, 03/15/2031 | | | 1,310 | |
| | | 55,440 | | | 6.00%, 04/15/2031 | | | 62,376 | |
| | | 23,062 | | | 6.00%, 10/15/2031 | | | 26,747 | |
| | | 31,569 | | | 6.00%, 12/01/2031 | | | 36,680 | |
| | | 181,462 | | | 6.00%, 12/15/2031(6) | | | 207,449 | |
| | | 259,946 | | | 6.00%, 12/15/2031 | | | 309,678 | |
| | | 7,773 | | | 6.00%, 05/15/2032 | | | 8,704 | |
| | | 537,847 | | | 6.00%, 06/15/2032 | | | 602,862 | |
| | | 466,491 | | | 6.00%, 09/15/2032 | | | 541,885 | |
| | | 35,935 | | | 6.00%, 10/15/2032 | | | 42,028 | |
| | | 334 | | | 6.00%, 11/01/2032 | | | 389 | |
| | | 33,921 | | | 6.00%, 11/15/2032 | | | 39,780 | |
| | | 13,495 | | | 6.00%, 04/01/2033 | | | 15,013 | |
| | | 13,719 | | | 6.00%, 09/01/2034 | | | 15,975 | |
| | | 3,231 | | | 6.50%, 04/01/2028 | | | 3,605 | |
| | | 169,921 | | | 6.50%, 08/15/2028 | | | 194,334 | |
| | | 415,784 | | | 6.50%, 05/15/2032 | | | 487,851 | |
| | | 63,711 | | | 6.50%, 08/01/2032 | | | 71,961 | |
| | | 160,178 | | | 6.50%, 09/01/2032 | | | 186,556 | |
| | | 7,848 | | | 7.00%, 10/01/2026 | | | 7,877 | |
| | | 1,648 | | | 7.00%, 03/01/2027 | | | 1,781 | |
| | | 1,516 | | | 7.00%, 12/01/2027 | | | 1,521 | �� |
| | | 591 | | | 7.00%, 02/01/2029 | | | 694 | |
| | | 367 | | | 7.00%, 05/01/2029 | | | 431 | |
| | | 424 | | | 7.00%, 09/01/2029 | | | 447 | |
| | | 329 | | | 7.00%, 02/01/2031 | | | 386 | |
| | | 52,599 | | | 7.00%, 04/01/2032 | | | 61,448 | |
| | | 52,764 | | | 7.00%, 05/01/2032 | | | 54,253 | |
| | | 40,862 | | | 7.00%, 06/01/2032 | | | 48,528 | |
| | | 63,757 | | | 7.00%, 11/01/2032 | | | 74,806 | |
| | | 1,191 | | | 7.50%, 05/01/2024 | | | 1,277 | |
| | | 331 | | | 7.50%, 06/01/2024 | | | 332 | |
| | | 770 | | | 7.50%, 06/01/2025 | | | 837 | |
| | | 2,536 | | | 8.00%, 08/01/2024 | | | 2,558 | |
| | | 3,293 | | | 8.00%, 09/01/2024 | | | 3,387 | |
| | | 47 | | | 8.00%, 10/01/2024 | | | 50 | |
| | | | | | | | | | |
| | | | | | | | | 43,118,938 | |
| | | | | | | | | | |
| | | | | FNMA - 20.5% | |
| | | 451,140 | | | 0.57%, 08/25/2025, 1 mo. USD LIBOR + 0.400%(3) | | | 449,617 | |
| | | 614,484 | | | 1.12%, 10/25/2024, 1 mo. USD LIBOR + 0.400%(3) | | | 612,900 | |
| | | 410,645 | | | 1.21%, 04/25/2024, 1 mo. USD LIBOR + 0.490%(3) | | | 410,850 | |
| | | 7,862,464 | | | 1.25%, 02/25/2028 | | | 7,936,355 | |
| | | 1,931,248 | | | 1.50%, 09/25/2027 | | | 1,957,254 | |
| | | 6,651,796 | | | 1.57%, 05/25/2029(1)(4) | | | 664,912 | |
| | | 899,210 | | | 2.00%, 09/25/2039 | | | 923,268 | |
| | | 651,932 | | | 2.05%, 11/01/2023 | | | 681,349 | |
| | | 3,218,875 | | | 2.22%, 10/01/2022 | | | 3,307,927 | |
| | | 197,742 | | | 2.45%, 11/01/2022 | | | 204,481 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| |
U.S. GOVERNMENT AGENCIES - 47.3% - (continued) | | | |
| | | | | Mortgage-Backed Agencies - 47.3% - (continued) | |
| | | | | FNMA - 20.5% - (continued) | |
$ | | | 21,529 | | | 2.50%, 01/01/2043 | | $ | 22,802 | |
| | | 258,721 | | | 2.54%, 03/01/2023 | | | 269,012 | |
| | | 2,496,384 | | | 2.68%, 05/01/2025 | | | 2,687,065 | |
| | | 73,652 | | | 2.74%, 04/01/2022 | | | 75,982 | |
| | | 83,664 | | | 2.83%, 06/01/2022 | | | 86,298 | |
| | | 236,491 | | | 2.94%, 06/01/2022 | | | 244,399 | |
| | | 108,781 | | | 2.96%, 04/01/2022(4) | | | 109,315 | |
| | | 866,013 | | | 3.00%, 02/25/2027(1) | | | 43,921 | |
| | | 953,180 | | | 3.00%, 07/25/2027(1) | | | 54,769 | |
| | | 366,917 | | | 3.00%, 09/25/2027(1) | | | 24,223 | |
| | | 48,181 | | | 3.00%, 12/01/2030 | | | 50,761 | |
| | | 1,016,864 | | | 3.00%, 06/25/2043 | | | 1,069,531 | |
| | | 669,909 | | | 3.00%, 02/25/2048 | | | 718,624 | |
| | | 1,563,851 | | | 3.00%, 10/25/2048 | | | 1,688,993 | |
| | | 1,015,537 | | | 3.00%, 02/25/2049 | | | 1,074,383 | |
| | | 1,398,709 | | | 3.00%, 08/25/2049 | | | 1,500,533 | |
| | | 1,378,325 | | | 3.02%, 08/25/2044(1)(4) | | | 68,030 | |
| | | 966,243 | | | 3.06%, 04/25/2055(1)(4) | | | 57,935 | |
| | | 1,163,803 | | | 3.19%, 06/25/2055(1)(4) | | | 67,792 | |
| | | 549,128 | | | 3.25%, 12/01/2021 | | | 562,833 | |
| | | 329,527 | | | 3.26%, 01/01/2022(4) | | | 336,530 | |
| | | 207,984 | | | 3.50%, 11/01/2020 | | | 207,895 | |
| | | 2,159,818 | | | 3.50%, 04/25/2027(1) | | | 147,788 | |
| | | 393,037 | | | 3.50%, 05/25/2027(1) | | | 27,893 | |
| | | 670,345 | | | 3.50%, 10/25/2027(1) | | | 50,844 | |
| | | 211,441 | | | 3.50%, 08/25/2030(1) | | | 17,379 | |
| | | 433,917 | | | 3.50%, 02/25/2031(1) | | | 28,325 | |
| | | 439,025 | | | 3.50%, 09/25/2035(1) | | | 48,118 | |
| | | 8,578,313 | | | 3.50%, 04/25/2044 | | | 9,443,827 | |
| | | 2,079,434 | | | 3.50%, 03/25/2045 | | | 2,139,044 | |
| | | 443,031 | | | 3.50%, 10/25/2046(1) | | | 68,148 | |
| | | 2,342,782 | | | 3.50%, 01/25/2047 | | | 2,408,971 | |
| | | 825,480 | | | 3.50%, 11/25/2047 | | | 881,415 | |
| | | 2,763,138 | | | 3.50%, 04/25/2053 | | | 2,849,277 | |
| | | 1,808,907 | | | 3.50%, 10/25/2056 | | | 1,947,839 | |
| | | 2,973,806 | | | 3.50%, 08/25/2058 | | | 3,212,898 | |
| | | 80,696 | | | 3.65%, 08/01/2023 | | | 86,567 | |
| | | 964,932 | | | 3.73%, 07/01/2022(4) | | | 982,697 | |
| | | 973,372 | | | 3.75%, 09/01/2023 | | | 1,048,685 | |
| | | 89,639 | | | 3.81%, 11/01/2023 | | | 97,097 | |
| | | 272,435 | | | 3.85%, 01/01/2024 | | | 296,563 | |
| | | 369,455 | | | 3.89%, 10/01/2023 | | | 401,365 | |
| | | 2,700,000 | | | 3.98%, 07/01/2021 | | | 2,772,214 | |
| | | 586,953 | | | 4.00%, 05/25/2027(1) | | | 38,786 | |
| | | 914,014 | | | 4.50%, 10/01/2040 | | | 1,017,185 | |
| | | 412,995 | | | 4.50%, 10/01/2041 | | | 459,632 | |
| | | 1,874,340 | | | 4.50%, 02/25/2042(1) | | | 224,872 | |
| | | 1,218,292 | | | 4.50%, 01/01/2043 | | | 1,359,992 | |
| | | 350,521 | | | 4.50%, 09/01/2043 | | | 389,914 | |
| | | 1,174,985 | | | 4.50%, 08/01/2044 | | | 1,306,979 | |
| | | 2,061,217 | | | 4.50%, 09/25/2047(1) | | | 293,216 | |
| | | 63,428 | | | 5.00%, 06/01/2025 | | | 66,744 | |
| | | 132,604 | | | 5.47%, 05/25/2042(1)(4) | | | 12,521 | |
| | | 97,661 | | | 6.00%, 10/01/2023 | | | 108,484 | |
| | | 15,384 | | | 6.00%, 10/25/2028 | | | 17,323 | |
| | | 6,529 | | | 6.00%, 11/25/2028 | | | 7,438 | |
| | | 24,419 | | | 6.00%, 04/25/2029 | | | 27,556 | |
| | | 410 | | | 6.00%, 05/01/2029 | | | 471 | |
| | | 18,678 | | | 6.00%, 05/25/2029 | | | 21,174 | |
| | | 17,608 | | | 6.00%, 06/25/2029(6) | | | 20,196 | |
| | | 40,972 | | | 6.00%, 07/25/2029 | | | 46,550 | |
| | | 192,289 | | | 6.00%, 05/25/2031(6) | | | 217,637 | |
| | | 67,076 | | | 6.00%, 09/25/2031 | | | 76,037 | |
| | | 17,733 | | | 6.00%, 11/25/2031 | | | 19,971 | |
| | | 294,230 | | | 6.00%, 12/25/2031 | | | 340,434 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford U.S. Government Securities HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| |
U.S. GOVERNMENT AGENCIES - 47.3% - (continued) | | | |
| | | | | Mortgage-Backed Agencies - 47.3% - (continued) | |
| | | | | FNMA - 20.5% - (continued) | |
$ | | | 189,248 | | | 6.00%, 01/01/2032 | | $ | 212,603 | |
| | | 195 | | | 6.00%, 04/01/2032 | | | 217 | |
| | | 237 | | | 6.00%, 05/01/2032 | | | 275 | |
| | | 1,233 | | | 6.00%, 09/25/2032 | | | 1,448 | |
| | | 67,616 | | | 6.00%, 11/01/2032 | | | 75,245 | |
| | | 33,286 | | | 6.00%, 02/01/2033 | | | 38,672 | |
| | | 155,735 | | | 6.00%, 03/01/2033 | | | 180,873 | |
| | | 503,240 | | | 6.00%, 05/01/2033 | | | 584,648 | |
| | | 4,336 | | | 6.00%, 08/01/2034 | | | 4,827 | |
| | | 114,394 | | | 6.00%, 01/01/2035 | | | 128,566 | |
| | | 1,353,699 | | | 6.00%, 02/01/2037 | | | 1,576,900 | |
| | | 1,175,255 | | | 6.00%, 01/25/2042(1) | | | 184,777 | |
| | | 871,354 | | | 6.00%, 09/25/2047(1) | | | 200,921 | |
| | | 12 | | | 6.50%, 04/01/2024 | | | 14 | |
| | | 90 | | | 6.50%, 04/01/2027 | | | 100 | |
| | | 10,034 | | | 6.50%, 04/01/2028 | | | 11,161 | |
| | | 88 | | | 6.50%, 05/01/2028 | | | 98 | |
| | | 5,139 | | | 6.50%, 10/01/2028 | | | 5,740 | |
| | | 89,239 | | | 6.50%, 11/01/2028 | | | 100,809 | |
| | | 44,362 | | | 6.50%, 12/01/2028 | | | 49,639 | |
| | | 201,206 | | | 6.50%, 06/25/2029 | | | 221,555 | |
| | | 128,147 | | | 6.50%, 08/01/2029 | | | 146,837 | |
| | | 708 | | | 6.50%, 11/01/2030 | | | 788 | |
| | | 3,072 | | | 6.50%, 05/01/2031 | | | 3,527 | |
| | | 90,997 | | | 6.50%, 10/25/2031 | | | 106,643 | |
| | | 657,972 | | | 6.50%, 08/01/2032 | | | 752,454 | |
| | | 47,616 | | | 6.50%, 09/01/2032 | | | 54,532 | |
| | | 188 | | | 7.00%, 11/01/2031 | | | 194 | |
| | | 132,818 | | | 7.00%, 02/01/2032 | | | 153,992 | |
| | | 2,264 | | | 7.50%, 06/01/2023 | | | 2,398 | |
| | | 1,092 | | | 8.00%, 10/01/2029 | | | 1,254 | |
| | | 51 | | | 8.00%, 03/01/2030 | | | 52 | |
| | | 3,691 | | | 8.00%, 04/01/2030 | | | 4,512 | |
| | | 5 | | | 8.00%, 06/01/2030 | | | 5 | |
| | | 10,120 | | | 8.00%, 10/01/2030 | | | 12,224 | |
| | | 23,254 | | | 8.00%, 12/01/2030 | | | 27,361 | |
| | | 1 | | | 9.00%, 08/01/2020 | | | 1 | |
| | | 5,440 | | | 9.00%, 09/01/2021 | | | 5,473 | |
| | | | | | | | | | |
| | | | | | | | | 68,051,940 | |
| | | | | | | | | | |
| | | | | GNMA - 8.6% | |
| | | 187,198 | | | 1.75%, 09/20/2043 | | | 191,364 | |
| | | 5,451,869 | | | 2.38%, 04/20/2044 | | | 5,659,802 | |
| | | 1,385,073 | | | 2.50%, 12/16/2039 | | | 1,449,906 | |
| | | 446,265 | | | 3.00%, 09/20/2028(1) | | | 32,595 | |
| | | 4,458,871 | | | 3.00%, 05/20/2035(1) | | | 323,039 | |
| | | 320,480 | | | 3.00%, 02/16/2043(1) | | | 41,868 | |
| | | 2,107,227 | | | 3.00%, 04/20/2045 | | | 2,266,004 | |
| | | 178,801 | | | 3.50%, 02/16/2027(1) | | | 12,703 | |
| | | 450,451 | | | 3.50%, 03/20/2027(1) | | | 35,979 | |
| | | 418,100 | | | 3.50%, 07/20/2040(1) | | | 29,148 | |
| | | 667,171 | | | 3.50%, 02/20/2041(1) | | | 41,657 | |
| | | 1,185,980 | | | 3.50%, 04/20/2042(1) | | | 78,513 | |
| | | 1,799,952 | | | 3.50%, 10/20/2042(1) | | | 274,804 | |
| | | 139,367 | | | 3.50%, 05/20/2043(1) | | | 20,768 | |
| | | 976,314 | | | 3.50%, 07/20/2043(1) | | | 109,667 | |
| | | 2,486,906 | | | 3.50%, 01/20/2048 | | | 2,725,850 | |
| | | 124,314 | | | 4.00%, 12/16/2026(1) | | | 9,320 | |
| | | 1,879,839 | | | 4.00%, 05/20/2029(1) | | | 145,954 | |
| | | 347,555 | | | 4.00%, 03/20/2043(1) | | | 56,091 | |
| | | 171,788 | | | 4.00%, 01/20/2044(1) | | | 29,861 | |
| | | 1,181,351 | | | 4.00%, 03/20/2047(1) | | | 153,039 | |
| | | 483,014 | | | 4.50%, 04/20/2045(1) | | | 83,145 | |
| | | 2,574,231 | | | 4.50%, 08/20/2045 | | | 430,402 | |
| | | 1,757,174 | | | 4.50%, 05/20/2048(1) | | | 194,972 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| |
U.S. GOVERNMENT AGENCIES - 47.3% - (continued) | | | |
| | | | | Mortgage-Backed Agencies - 47.3% - (continued) | |
| | | | | GNMA - 8.6% - (continued) | |
$ | | | 5,871,407 | | | 4.50%, 08/20/2049 | | $ | 6,269,855 | |
| | | 2,854,623 | | | 4.50%, 09/20/2049 | | | 3,047,347 | |
| | | 496,607 | | | 5.00%, 01/20/2034 | | | 561,243 | |
| | | 1,439,405 | | | 5.00%, 02/16/2040(1) | | | 263,454 | |
| | | 422,879 | | | 5.00%, 05/20/2040(1) | | | 84,648 | |
| | | 1,218,084 | | | 5.00%, 03/16/2044(1) | | | 174,047 | |
| | | 321,369 | | | 5.00%, 01/16/2047(1) | | | 59,497 | |
| | | 1,877,416 | | | 5.00%, 02/20/2050(1) | | | 348,639 | |
| | | 658,158 | | | 5.50%, 09/20/2033 | | | 744,941 | |
| | | 1,053,527 | | | 5.50%, 03/20/2039(1) | | | 187,169 | |
| | | 1,029,862 | | | 5.50%, 02/16/2047(1) | | | 185,349 | |
| | | 627,259 | | | 5.50%, 02/20/2047(1) | | | 98,634 | |
| | | 281,470 | | | 6.00%, 01/15/2033 | | | 335,463 | |
| | | 218,009 | | | 6.00%, 02/15/2033 | | | 254,297 | |
| | | 1,143,017 | | | 6.00%, 09/20/2040(1) | | | 212,981 | |
| | | 913,300 | | | 6.00%, 02/20/2046(1) | | | 196,991 | |
| | | 23,378 | | | 6.50%, 12/15/2028 | | | 27,115 | |
| | | 18,859 | | | 6.50%, 05/15/2029 | | | 21,960 | |
| | | 5,239 | | | 6.50%, 09/15/2031 | | | 5,767 | |
| | | 170,959 | | | 6.50%, 10/15/2031 | | | 193,923 | |
| | | 167,576 | | | 6.50%, 11/15/2031 | | | 187,880 | |
| | | 100,698 | | | 6.50%, 01/15/2032 | | | 113,169 | |
| | | 4,372 | | | 7.00%, 06/20/2030 | | | 4,577 | |
| | | 9,191 | | | 7.00%, 05/15/2032 | | | 10,987 | |
| | | 40,543 | | | 7.00%, 07/15/2032 | | | 47,050 | |
| | | 64,047 | | | 7.00%, 09/15/2032 | | | 68,129 | |
| | | 415,311 | | | 7.00%, 10/15/2032(7) | | | 488,418 | |
| | | 1,647 | | | 7.50%, 01/15/2023 | | | 1,654 | |
| | | 278 | | | 7.50%, 05/15/2023 | | | 290 | |
| | | 1,670 | | | 7.50%, 06/15/2023 | | | 1,691 | |
| | | 1,686 | | | 7.50%, 08/15/2023 | | | 1,732 | |
| | | 3,510 | | | 7.50%, 09/15/2023 | | | 3,524 | |
| | | 2,212 | | | 7.50%, 10/15/2023 | | | 2,260 | |
| | | 4,492 | | | 7.50%, 11/15/2023 | | | 4,605 | |
| | | 342 | | | 7.50%, 12/15/2023 | | | 343 | |
| | | 646 | | | 7.50%, 02/15/2024 | | | 648 | |
| | | 86 | | | 7.50%, 05/15/2024 | | | 92 | |
| | | 28,817 | | | 7.50%, 07/15/2027 | | | 31,766 | |
| | | 29,590 | | | 7.50%, 04/20/2030 | | | 35,113 | |
| | | 5,980 | | | 8.50%, 09/15/2024 | | | 6,478 | |
| | | 686 | | | 8.50%, 06/15/2029 | | | 708 | |
| | | 3,183 | | | 8.50%, 10/15/2029 | | | 3,278 | |
| | | 1,910 | | | 8.50%, 01/15/2030 | | | 2,016 | |
| | | 7,157 | | | 8.50%, 02/15/2030 | | | 7,190 | |
| | | 632 | | | 8.50%, 03/15/2030 | | | 657 | |
| | | | | | | | | | |
| | | | | | | | | 28,694,026 | |
| | | | | | | | | | |
| | | | | UMBS - 5.2% | |
| | | 8,300,000 | | | 2.50%, 07/14/2050(8) | | | 8,652,750 | |
| | | 8,300,000 | | | 2.50%, 08/13/2050(8) | | | 8,639,294 | |
| | | | | | | | | | |
| | | | | | | | | 17,292,044 | |
| | | | | | | | | | |
| | | |
| | | | | | Total U.S. Government Agencies (cost $153,858,014) | | $ | 157,156,948 | |
| | | | | | | | | | |
| |
U.S. GOVERNMENT SECURITIES - 33.8% | | | |
| | | | | U.S. Treasury Securities - 33.8% | |
$ | | | 822,319 | | | U.S. Treasury Bonds - 0.27% 0.13%, 01/15/2030(9) | | $ | 888,352 | |
| | | | | | | | | | |
| | | | | U.S. Treasury Notes - 33.5% | | | |
| | | 8,663,000 | | | 1.13%, 02/28/2022 | | | 8,800,051 | |
| | | 16,828,000 | | | 1.13%, 02/28/2025 | | | 17,502,435 | |
| | | 30,526,000 | | | 1.38%, 10/15/2022 | | | 31,363,080 | |
| | | 3,064,000 | | | 1.50%, 02/15/2030 | | | 3,312,232 | |
| | | 13,319,000 | | | 1.63%, 12/31/2021 | | | 13,607,752 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford U.S. Government Securities HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| |
U.S. GOVERNMENT SECURITIES - 33.8% - (continued) | | | |
| | | | | U.S. Treasury Notes - 33.5% - (continued) | | | |
$ | | | 8,907,000 | | | 1.88%, 07/31/2022 | | $ | 9,222,920 | |
| | | 3,000,000 | | | 2.25%, 02/15/2027 | | | 3,351,211 | |
| | | 6,766,000 | | | 2.38%, 05/15/2029 | | | 7,808,387 | |
| | | 8,938,000 | | | 2.75%, 08/31/2023 | | | 9,660,721 | |
| | | 6,216,000 | | | 2.75%, 11/15/2023(7)(10) | | | 6,748,731 | |
| | | | | | | | | | |
| | | | | | | | | 111,377,520 | |
| | | | | | | | | | |
| | | |
| | | | | | Total U.S. Government Securities (cost $108,552,828) | | $ | 112,265,872 | |
| | | | | | | | | | |
| | | | | | | | | | | | | | |
| | | | | | Total Long-Term Investments (cost $312,909,539) | | | $ | 321,666,807 | |
| | | | | | | | | | | | | | |
| |
| | SHORT-TERM INVESTMENTS - 5.5% | |
| | | | | Repurchase Agreements - 5.5% | |
| | | 18,457,731 | | | Fixed Income Clearing Corp. Repurchase Agreement dated 06/30/2020 at 0.060%, due on 07/01/2020 with a maturity value of $ 18,457,762 ; collateralized by U.S. Treasury Bond at 2.875%, maturing 11/15/2046, with a market value of $18,826,936 | | | $ | 18,457,731 | |
| | | | | | | | | | | | | | |
| | | |
| | | | | | Total Short-Term Investments (cost $18,457,731) | | | $ | 18,457,731 | |
| | | | | | | | | | | | | | |
| | | | |
| | | | | | Total Investments (cost $331,367,270) | | | 102.3 | % | | $ | 340,124,538 | |
| | | | | | | | | | | | | | |
| | | | | | Other Assets and Liabilities | | | (2.3 | )% | | | (7,728,845 | ) |
| | | | | | | | | | | | | | |
| | | | | | Total Net Assets | | | 100.0 | % | | $ | 332,395,693 | |
| | | | | | | | | | | | | | |
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 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. These classifications are used for financial reporting purposes. |
| See “Glossary” for abbreviation descriptions. |
(1) | Securities disclosed are interest-only strips. |
(2) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At June 30, 2020, the aggregate value of these securities was $47,206,548, representing 14.2% of net assets. |
(3) | Variable rate securities; the rate reported is the coupon rate in effect at June 30, 2020. Base lending rates may be subject to a floor or cap. |
(4) | Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end. |
(5) | Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate. |
(6) | These securities pay no principal or interest during their initial accrual period but accrue additional principal at a specified coupon rate. |
(7) | All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of June 30, 2020, the market value of securities pledged was $23,348,857. |
(8) | Represents or includes a TBA transaction. |
(9) | The principal amount for this security is adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount. |
(10) | All, or a portion of the security, was pledged as collateral in connection with centrally cleared swap contracts. As of June 30, 2020, the market value of securities pledged was $2,008,551. |
Futures Contracts Outstanding at June 30, 2020
| | | | | | | | | | | | | | | | |
Description | | Number of Contracts | | | Expiration Date | | | Current Notional Amount | | | Value and Unrealized Appreciation/ (Depreciation) | |
Long position contracts: | |
U.S. Treasury 2-Year Note Future | | | 33 | | | | 09/30/2020 | | | $ | 7,287,328 | | | $ | 1,650 | |
U.S. Treasury 5-Year Note Future | | | 363 | | | | 09/30/2020 | | | | 45,644,415 | | | | 126,430 | |
U.S. Treasury 10-Year Note Future | | | 343 | | | | 09/21/2020 | | | | 47,735,953 | | | | 178,846 | |
| | | | | | | | | | | | | | | | |
Total | | | $ | 306,926 | |
| | | | | | | | | | | | | | | | |
Short position contracts: | |
U.S. Treasury Long Bond Future | | | 25 | | | | 09/21/2020 | | | $ | 4,464,063 | | | $ | (53,554 | ) |
| | | | | | | | | | | | | | | | |
Total futures contracts | | | $ | 253,372 | |
| | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford U.S. Government Securities HLS Fund |
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
| | | | | | | | | | | | | | | | |
TBA Sale Commitments Outstanding at June 30, 2020 | |
Description | | Principal Amount | | | Maturity Date | | | Market Value† | | | Unrealized Appreciation/ (Depreciation) | |
GNMA, 4.50% | | $ | 3,100,000 | | | | 07/21/2050 | | | $ | (3,310,945 | ) | | $ | 5,375 | |
UMBS, 4.50% | | | 945,000 | | | | 07/14/2050 | | | | (1,015,358 | ) | | | 4,873 | |
UMBS, 5.00% | | | 550,000 | | | | 07/14/2050 | | | | (601,047 | ) | | | 515 | |
| | | | | | | | | | | | | | | | |
Total (proceeds receivable $4,938,113) | | | $ | (4,927,350 | ) | | $ | 10,763 | |
| | | | | | | | | | | | | | | | |
At June 30, 2020, the aggregate market value of TBA Sale Commitments represents (1.5)% of total net assets.
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Interest Rate Swap Contracts Outstanding at June 30, 2020 | |
Payments made by Fund | | Payments received by Fund | | Notional Amount | | | Expiration Date | | | Periodic Payment Frequency | | Upfront Premiums Paid | | | Upfront Premiums Received | | | Value† | | | Unrealized Appreciation/ (Depreciation) | |
3 Mo. USD LIBOR | | 2.95% Fixed | | USD | | | 6,201,000 | | | | 06/18/23 | | | Semi-Annual | | $ | — | | | $ | — | | | $ | (506,707 | ) | | $ | (506,707 | ) |
3 Mo. USD LIBOR | | 2.79% Fixed | | USD | | | 10,484,000 | | | | 09/30/25 | | | Semi-Annual | | | — | | | | — | | | | (1,420,765 | ) | | | (1,420,765 | ) |
3 Mo. USD LIBOR | | 2.25% Fixed | | USD | | | 2,039,000 | | | | 03/21/28 | | | Semi-Annual | | | 17,026 | | | | — | | | | (285,584 | ) | | | (302,610 | ) |
3 Mo. USD LIBOR | | 2.83% Fixed | | USD | | | 2,082,000 | | | | 12/21/28 | | | Semi-Annual | | | — | | | | — | | | | (400,215 | ) | | | (400,215 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total centrally cleared interest rate swap contracts | | | | | | | | | $ | 17,026 | | | $ | — | | | $ | (2,613,271 | ) | | $ | (2,630,297 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2020 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Asset & Commercial Mortgage-Backed Securities | | $ | 52,243,987 | | | $ | — | | | $ | 52,243,987 | | | $ | — | |
U.S. Government Agencies | | | 157,156,948 | | | | — | | | | 157,156,948 | | | | — | |
U.S. Government Securities | | | 112,265,872 | | | | — | | | | 112,265,872 | | | | — | |
Short-Term Investments | | | 18,457,731 | | | | — | | | | 18,457,731 | | | | — | |
Futures Contracts(2) | | | 306,926 | | | | 306,926 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 340,431,464 | | | $ | 306,926 | | | $ | 340,124,538 | | | $ | — | |
| | | | | | | | | | | | | | | | |
Liabilities | |
Futures Contracts(2) | | $ | (53,554 | ) | | $ | (53,554 | ) | | $ | — | | | $ | — | |
Swaps - Interest Rate(2) | | | (2,630,297 | ) | | | — | | | | (2,630,297 | ) | | | — | |
TBA Sale Commitments | | | (4,927,350 | ) | | | — | | | | (4,927,350 | ) | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | (7,611,201 | ) | | $ | (53,554 | ) | | $ | (7,557,647 | ) | | $ | — | |
| | | | | | | | | | | | | | | | |
(1) | For the six-month period ended June 30, 2020, there were no transfers in and out of Level 3. |
(2) | Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments. |
The accompanying notes are an integral part of these financial statements.
Schedule of Investments
June 30, 2020 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 98.9% | |
| | | Automobiles & Components - 1.1% | |
| 155,155 | | | Gentex Corp. | | $ | 3,998,344 | |
| | | | | | | | |
| | | Banks - 9.9% | |
| 381,259 | | | Bank of America Corp. | | | 9,054,901 | |
| 120,102 | | | JP Morgan Chase & Co. | | | 11,296,794 | |
| 34,648 | | | M&T Bank Corp. | | | 3,602,353 | |
| 48,824 | | | PNC Financial Services Group, Inc. | | | 5,136,773 | |
| 147,618 | | | Truist Financial Corp. | | | 5,543,056 | |
| | | | | | | | |
| | | | | | | 34,633,877 | |
| | | | | | | | |
| | | Capital Goods - 9.9% | |
| 32,567 | | | Deere & Co. | | | 5,117,904 | |
| 60,392 | | | Fortune Brands Home & Security, Inc. | | | 3,860,861 | |
| 33,016 | | | General Dynamics Corp. | | | 4,934,571 | |
| 25,068 | | | L3Harris Technologies, Inc. | | | 4,253,288 | |
| 8,815 | | | Lockheed Martin Corp. | | | 3,216,770 | |
| 219,154 | | | nVent Electric plc | | | 4,104,754 | |
| 89,966 | | | Raytheon Technologies Corp. | | | 5,543,705 | |
| 42,597 | | | Trane Technologies plc | | | 3,790,281 | |
| | | | | | | | |
| | | | | | | 34,822,134 | |
| | | | | | | | |
| | | Consumer Durables & Apparel - 2.8% | |
| 86,613 | | | Lennar Corp. Class A | | | 5,337,093 | |
| 76,234 | | | VF Corp. | | | 4,645,700 | |
| | | | | | | | |
| | | | | | | 9,982,793 | |
| | | | | | | | |
| | | Consumer Services - 2.0% | |
| 38,884 | | | McDonald’s Corp. | | | 7,172,931 | |
| | | | | | | | |
| | | Diversified Financials - 3.0% | |
| 10,736 | | | BlackRock, Inc. | | | 5,841,350 | |
| 83,101 | | | Blackstone Group, Inc. Class A | | | 4,708,503 | |
| | | | | | | | |
| | | | | | | 10,549,853 | |
| | | | | | | | |
| | | Energy - 1.6% | |
| 43,555 | | | Concho Resources, Inc. | | | 2,243,083 | |
| 33,765 | | | Pioneer Natural Resources Co. | | | 3,298,840 | |
| | | | | | | | |
| | | | | | | 5,541,923 | |
| | | | | | | | |
| | | Food & Staples Retailing - 1.1% | |
| 70,961 | | | Sysco Corp. | | | 3,878,728 | |
| | | | | | | | |
| | | Food, Beverage & Tobacco - 2.8% | |
| 151,328 | | | Keurig Dr Pepper, Inc.(1) | | | 4,297,715 | |
| 106,131 | | | Mondelez International, Inc. Class A | | | 5,426,478 | |
| | | | | | | | |
| | | | | | | 9,724,193 | |
| | | | | | | | |
| | | Health Care Equipment & Services - 9.6% | |
| 27,043 | | | Anthem, Inc. | | | 7,111,768 | |
| 19,690 | | | Becton Dickinson and Co. | | | 4,711,226 | |
| 69,679 | | | Centene Corp.* | | | 4,428,101 | |
| 80,812 | | | Medtronic plc | | | 7,410,461 | |
| 19,936 | | | UnitedHealth Group, Inc. | | | 5,880,123 | |
| 33,589 | | | Zimmer Biomet Holdings, Inc. | | | 4,009,183 | |
| | | | | | | | |
| | | | | | | 33,550,862 | |
| | | | | | | | |
| | | Insurance - 7.1% | |
| 41,098 | | | Assurant, Inc. | | | 4,245,012 | |
| 55,973 | | | Chubb Ltd. | | | 7,087,301 | |
| 19,244 | | | Intact Financial Corp. | | | 1,831,554 | |
| 136,799 | | | MetLife, Inc. | | | 4,995,899 | |
| 82,297 | | | Progressive Corp. | | | 6,592,813 | |
| | | | | | | | |
| | | | | | | 24,752,579 | |
| | | | | | | | |
| | | Materials - 4.4% | |
| 66,483 | | | Celanese Corp. | | | 5,740,142 | |
| 53,631 | | | FMC Corp. | | | 5,342,720 | |
| 134,944 | | | Sealed Air Corp. | | | 4,432,911 | |
| | | | | | | | |
| | | | | | | 15,515,773 | |
| | | | | | | | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 98.9% - (continued) | |
| | | Media & Entertainment - 2.6% | |
| 235,602 | | | Comcast Corp. Class A | | $ | 9,183,766 | |
| | | | | | | | |
| | | Pharmaceuticals, Biotechnology & Life Sciences - 8.8% | |
| 107,554 | | | AstraZeneca plc ADR | | | 5,688,531 | |
| 8,787 | | | Biogen, Inc.* | | | 2,350,962 | |
| 21,958 | | | Eli Lilly & Co. | | | 3,605,064 | |
| 54,134 | | | Merck & Co., Inc. | | | 4,186,182 | |
| 306,385 | | | Pfizer, Inc. | | | 10,018,790 | |
| 14,674 | | | Roche Holding AG | | | 5,083,801 | |
| | | | | | | | |
| | | | | | | 30,933,330 | |
| | | | | | | | |
| | | Real Estate - 4.5% | |
| 21,676 | | | Crown Castle International Corp. REIT | | | 3,627,479 | |
| 157,814 | | | Gaming and Leisure Properties, Inc. REIT | | | 5,460,364 | |
| 95,066 | | | Highwoods Properties, Inc. REIT | | | 3,548,814 | |
| 297,967 | | | Host Hotels & Resorts, Inc. REIT | | | 3,215,064 | |
| | | | | | | | |
| | | | | | | 15,851,721 | |
| | | | | | | | |
| | | Retailing - 4.3% | |
| 2,188 | | | Booking Holdings, Inc.* | | | 3,484,040 | |
| 29,047 | | | Home Depot, Inc. | | | 7,276,564 | |
| 82,361 | | | TJX Cos., Inc. | | | 4,164,172 | |
| | | | | | | | |
| | | | | | | 14,924,776 | |
| | | | | | | | |
| | | Semiconductors & Semiconductor Equipment - 6.9% | |
| 37,613 | | | Analog Devices, Inc. | | | 4,612,858 | |
| 178,683 | | | Intel Corp. | | | 10,690,604 | |
| 17,900 | | | KLA Corp. | | | 3,481,192 | |
| 103,481 | | | Micron Technology, Inc.* | | | 5,331,341 | |
| | | | | | | | |
| | | | | | | 24,115,995 | |
| | | | | | | | |
| | | Software & Services - 2.3% | |
| 82,910 | | | Amdocs Ltd. | | | 5,047,561 | |
| 20,600 | | | VMware, Inc. Class A* | | | 3,190,116 | |
| | | | | | | | |
| | | | | | | 8,237,677 | |
| | | | | | | | |
| | | Technology Hardware & Equipment - 4.7% | |
| 222,889 | | | Cisco Systems, Inc. | | | 10,395,543 | |
| 237,008 | | | Corning, Inc. | | | 6,138,507 | |
| | | | | | | | |
| | | | | | | 16,534,050 | |
| | | | | | | | |
| | | Transportation - 2.4% | |
| 87,566 | | | Knight-Swift Transportation Holdings, Inc. | | | 3,652,378 | |
| 28,885 | | | Union Pacific Corp. | | | 4,883,587 | |
| | | | | | | | |
| | | | | | | 8,535,965 | |
| | | | | | | | |
| | | Utilities - 7.1% | |
| 75,790 | | | Dominion Energy, Inc. | | | 6,152,632 | |
| 47,652 | | | Entergy Corp. | | | 4,470,234 | |
| 137,557 | | | Exelon Corp. | | | 4,991,944 | |
| 114,076 | | | FirstEnergy Corp. | | | 4,423,867 | |
| 41,691 | | | Sempra Energy | | | 4,887,436 | |
| | | | | | | | |
| | | | | | | 24,926,113 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks (cost $301,905,667) | | $ | 347,367,383 | |
| | | | | | | | |
|
SHORT-TERM INVESTMENTS - 0.9% | |
| | | Repurchase Agreements - 0.9% | | | |
| 3,123,822 | | | Fixed Income Clearing Corp. Repurchase Agreement dated 06/30/2020 at 0.060%, due on 07/01/2020 with a maturity value of $3,123,827; collateralized by U.S. Treasury Note at 1.875%, maturing 07/31/2026, with a market value of $3,186,390 | | $ | 3,123,822 | |
| | | | | | | | |
| | | | Total Short-Term Investments (cost $3,123,822) | | $ | 3,123,822 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | | Total Investments (cost $305,029,489) | | | 99.8 | % | | $ | 350,491,205 | |
| | | | Other Assets and Liabilities | | | 0.2 | % | | | 740,576 | |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 351,231,781 | |
| | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
Schedule of Investments – (continued)
June 30, 2020 (Unaudited)
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 will generally 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. These classifications are used for financial reporting purposes. |
| See “Glossary” for abbreviation descriptions. |
(1) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2020 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Automobiles & Components | | $ | 3,998,344 | | | $ | 3,998,344 | | | $ | — | | | $ | — | |
Banks | | | 34,633,877 | | | | 34,633,877 | | | | — | | | | — | |
Capital Goods | | | 34,822,134 | | | | 34,822,134 | | | | — | | | | — | |
Consumer Durables & Apparel | | | 9,982,793 | | | | 9,982,793 | | | | — | | | | — | |
Consumer Services | | | 7,172,931 | | | | 7,172,931 | | | | — | | | | — | |
Diversified Financials | | | 10,549,853 | | | | 10,549,853 | | | | — | | | | — | |
Energy | | | 5,541,923 | | | | 5,541,923 | | | | — | | | | — | |
Food & Staples Retailing | | | 3,878,728 | | | | 3,878,728 | | | | — | | | | — | |
Food, Beverage & Tobacco | | | 9,724,193 | | | | 9,724,193 | | | | — | | | | — | |
Health Care Equipment & Services | | | 33,550,862 | | | | 33,550,862 | | | | — | | | | — | |
Insurance | | | 24,752,579 | | | | 24,752,579 | | | | — | | | | — | |
Materials | | | 15,515,773 | | | | 15,515,773 | | | | — | | | | — | |
Media & Entertainment | | | 9,183,766 | | | | 9,183,766 | | | | — | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 30,933,330 | | | | 25,849,529 | | | | 5,083,801 | | | | — | |
Real Estate | | | 15,851,721 | | | | 15,851,721 | | | | — | | | | — | |
Retailing | | | 14,924,776 | | | | 14,924,776 | | | | — | | | | — | |
Semiconductors & Semiconductor Equipment | | | 24,115,995 | | | | 24,115,995 | | | | — | | | | — | |
Software & Services | | | 8,237,677 | | | | 8,237,677 | | | | — | | | | — | |
Technology Hardware & Equipment | | | 16,534,050 | | | | 16,534,050 | | | | — | | | | — | |
Transportation | | | 8,535,965 | | | | 8,535,965 | | | | — | | | | — | |
Utilities | | | 24,926,113 | | | | 24,926,113 | | | | — | | | | — | |
Short-Term Investments | | | 3,123,822 | | | | — | | | | 3,123,822 | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 350,491,205 | | | $ | 342,283,582 | | | $ | 8,207,623 | | | $ | — | |
| | | | | | | | | | | | | | | | |
(1) | For the six-month period ended June 30, 2020, there were no transfers in and out of Level 3. |
The accompanying notes are an integral part of these financial statements.
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 |
CSI | | Credit Suisse International |
DEUT | | Deutsche Bank Securities, Inc. |
GSC | | Goldman Sachs & Co. |
HSBC | | HSBC Bank USA |
JPM | | JP Morgan Chase & Co. |
MSC | | Morgan Stanley |
SSG | | State Street Global Markets LLC |
UBS | | UBS AG |
|
Currency Abbreviations: |
ARS | | Argentine Peso |
CAD | | Canadian Dollar |
EUR | | Euro |
GBP | | British Pound |
MXN | | Mexican Peso |
USD | | United States Dollar |
|
Index Abbreviations: |
ABX.HE | | Markit Asset Backed Security Home Equity |
ABX.HE.PEN | | Markit Asset Backed Security Home Equity Penultimate |
CDX.EM | | Credit Derivatives Emerging Markets |
CDX.NA.IG | | Credit Derivatives North American Investment Grade |
CMBX.NA | | Markit Commercial Mortgage Backed North American |
CMT | | Constant Maturity Treasury Index |
CPI | | Consumer Price Index |
ICE | | Intercontinental Exchange, Inc. |
MSCI | | Morgan Stanley Capital International |
MTA | | Monthly Treasury Average Index |
S&P | | Standard & Poor’s |
|
Municipal Abbreviations: |
Auth | | Authority |
Dev | | Development |
Dist | | District |
GO | | General Obligation |
Rev | | Revenue |
|
Other Abbreviations: |
ADR | | American Depositary Receipt |
CD | | Certificate of Deposit |
CLO | | Collateralized Loan Obligation |
CMO | | Collateralized Mortgage Obligation |
DDCA | | Dollars on Deposit in Custody Account |
EM | | Emerging Markets |
EURIBOR | | Euro Interbank Offered Rate |
ETF | | Exchange-Traded Fund |
FHLB | | Federal Home Loan Bank |
FHLMC | | Federal Home Loan Mortgage Corp. |
FNMA | | Federal National Mortgage Association |
GNMA | | Government National Mortgage Association |
GUKG5 | | UK Government Bonds 5 Year Note Generic Bid Yield |
LIBOR | | London Interbank Offered Rate |
MSCI | | Morgan Stanley Capital International |
OTC | | Over-the-Counter |
PIK | | Payment-in-kind |
PT | | Perseroan Terbatas |
REIT | | Real Estate Investment Trust |
SOFR | | Secured Overnight Financing Rate |
TBA | | To Be Announced |
UMBS | | Uniform Mortgage-Backed Securities |
USTMMR | | U.S. Treasury Money Market Rate |
Statements of Assets and Liabilities
June 30, 2020 (Unaudited)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Hartford Balanced HLS Fund | | | Hartford Capital Appreciation HLS Fund | | | Hartford Disciplined Equity HLS Fund | | | Hartford Dividend and Growth HLS Fund | | | Hartford Global Growth HLS Fund | | | Hartford Growth Opportunities HLS Fund | | | Hartford Healthcare HLS Fund | |
Assets: | | | | | | | | | | | | | | | | | |
Investments in securities, at market value(1) | | $ | 1,867,423,934 | | | $ | 3,895,991,458 | | | $ | 578,287,749 | | | $ | 2,741,023,525 | | | $ | 522,782,033 | | | $ | 1,805,903,556 | | | $ | 212,471,416 | |
Repurchase agreements | | | 25,462,280 | | | | 36,448,414 | | | | 3,113,991 | | | | 41,527,930 | | | | 150,878 | | | | 26,064,953 | | | | 3,868,920 | |
Cash | | | 10,696,566 | | | | 15,699,758 | | | | 1,306,804 | | | | 17,402,496 | | | | 4,320 | | | | 11,111,196 | | | | 1,623,658 | |
Cash collateral due from broker on futures contracts | | | 614 | | | | — | | | | — | | | | — | | | | — | | | | — | | | | — | |
Foreign currency | | | 75,077 | | | | 105,117 | | | | — | | | | — | | | | 11,586 | | | | — | | | | 38 | |
Receivables: | | | | | | | | | | | | | | | | | |
Investment securities sold | | | 9,505,353 | | | | 49,528,745 | | | | — | | | | — | | | | 2,065,562 | | | | 19,265,771 | | | | — | |
Fund shares sold | | | 86,765 | | | | 16,527 | | | | 67,663 | | | | 349,577 | | | | 230,706 | | | | 248,345 | | | | 2,176 | |
Dividends and interest | | | 5,115,035 | | | | 3,820,018 | | | | 436,741 | | | | 3,539,194 | | | | 160,001 | | | | 72,932 | | | | 46,602 | |
Securities lending income | | | 2,555 | | | | 242,726 | | | | 6,589 | | | | 205 | | | | 249 | | | | 198,502 | | | | 1,336 | |
Variation margin on futures contracts | | | 11,195 | | | | 1,991,625 | | | | — | | | | — | | | | — | | | | — | | | | — | |
Tax reclaims | | | 709,657 | | | | 288,837 | | | | — | | | | 527,040 | | | | 477,710 | | | | 66,939 | | | | 35,988 | |
Other assets | | | 13,078 | | | | 1,363,775 | | | | 13,495 | | | | 19,629 | | | | 19,317 | | | | 21,912 | | | | 10,297 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total assets | | | 1,919,102,109 | | | | 4,005,497,000 | | | | 583,233,032 | | | | 2,804,389,596 | | | | 525,902,362 | | | | 1,862,954,106 | | | | 218,060,431 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Obligation to return securities lending collateral | | | 685,760 | | | | 48,306,310 | | | | — | | | | 1,247,692 | | | | 4,258,648 | | | | 23,293,377 | | | | 1,038,005 | |
Payables: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities purchased | | | 23,880,162 | | | | 14,199,769 | | | | — | | | | — | | | | 301,586 | | | | 7,526,857 | | | | 120,521 | |
Fund shares redeemed | | | 835,920 | | | | 2,694,103 | | | | 218,155 | | | | 1,049,066 | | | | 251,167 | | | | 2,552,120 | | | | 509,918 | |
Investment management fees | | | 933,395 | | | | 2,101,204 | | | | 328,768 | | | | 1,531,422 | | | | 314,614 | | | | 887,306 | | | | 149,584 | |
Transfer agent fees | | | 466 | | | | 724 | | | | 465 | | | | 525 | | | | 479 | | | | 696 | | | | 466 | |
Accounting services fees | | | 25,136 | | | | 52,370 | | | | 7,713 | | | | 37,592 | | | | 6,763 | | | | 23,560 | | | | 2,830 | |
Board of Directors’ fees | | | 7,987 | | | | 18,036 | | | | 2,563 | | | | 13,659 | | | | 1,813 | | | | 5,026 | | | | 1,018 | |
Distribution fees | | | 7,701 | | | | 15,515 | | | | 2,380 | | | | 10,901 | | | | 2,686 | | | | 7,944 | | | | 1,366 | |
Accrued expenses | | | 134,965 | | | | 283,259 | | | | 72,427 | | | | 166,445 | | | | 87,412 | | | | 170,048 | | | | 32,822 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total liabilities | | | 26,511,492 | | | | 67,671,290 | | | | 632,471 | | | | 4,057,302 | | | | 5,225,168 | | | | 34,466,934 | | | | 1,856,530 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | $ | 1,892,590,617 | | | $ | 3,937,825,710 | | | $ | 582,600,561 | | | $ | 2,800,332,294 | | | $ | 520,677,194 | | | $ | 1,828,487,172 | | | $ | 216,203,901 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Summary of Net Assets: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Capital stock and paid-in-capital | | $ | 1,392,463,145 | | | $ | 3,211,408,031 | | | $ | 333,403,565 | | | $ | 1,862,739,541 | | | $ | 289,961,984 | | | $ | 1,128,780,480 | | | $ | 115,361,912 | |
Distributable earnings (loss) | | | 500,127,472 | | | | 726,417,679 | | | | 249,196,996 | | | | 937,592,753 | | | | 230,715,210 | | | | 699,706,692 | | | | 100,841,989 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | $ | 1,892,590,617 | | | $ | 3,937,825,710 | | | $ | 582,600,561 | | | $ | 2,800,332,294 | | | $ | 520,677,194 | | | $ | 1,828,487,172 | | | $ | 216,203,901 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares authorized | | | 9,700,000,000 | | | | 5,450,000,000 | | | | 3,500,000,000 | | | | 4,200,000,000 | | | | 3,600,000,000 | | | | 900,000,000 | | | | 800,000,000 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Par value | | $ | 0.0010 | | | $ | 0.0010 | | | $ | 0.0010 | | | $ | 0.0010 | | | $ | 0.0010 | | | $ | 0.0010 | | | $ | 0.0010 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class IA: Net asset value per share | | $ | 29.41 | | | $ | 44.45 | | | $ | 15.30 | | | $ | 19.60 | | | $ | 30.16 | | | $ | 42.91 | | | $ | 24.79 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares outstanding | | | 56,626,774 | | | | 78,272,212 | | | | 33,476,796 | | | | 126,414,067 | | | | 14,631,060 | | | | 37,137,005 | | | | 7,108,503 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net Assets | | $ | 1,665,662,444 | | | $ | 3,479,482,236 | | | $ | 512,032,640 | | | $ | 2,477,646,399 | | | $ | 441,217,026 | | | $ | 1,593,711,476 | | | $ | 176,234,422 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class IB: Net asset value per share | | $ | 29.90 | | | $ | 43.62 | | | $ | 15.08 | | | $ | 19.46 | | | $ | 29.77 | | | $ | 40.21 | | | $ | 23.14 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares outstanding | | | 7,589,739 | | | | 9,755,102 | | | | 4,680,498 | | | | 16,579,409 | | | | 2,669,378 | | | | 4,267,033 | | | | 1,727,286 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net Assets | | $ | 226,928,173 | | | $ | 425,480,469 | | | $ | 70,567,921 | | | $ | 322,685,895 | | | $ | 79,460,168 | | | $ | 171,586,250 | | | $ | 39,969,479 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class IC: Net asset value per share | | $ | — | | | $ | 43.77 | | | $ | — | | | $ | — | | | $ | — | | | $ | 41.16 | | | $ | — | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares outstanding | | | — | | | | 750,861 | | | | — | | | | — | | | | — | | | | 1,535,191 | | | | — | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net Assets | | $ | — | | | $ | 32,863,005 | | | $ | — | | | $ | — | | | $ | — | | | $ | 63,189,446 | | | $ | — | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Cost of investments | | $ | 1,500,897,472 | | | $ | 3,364,728,184 | | | $ | 388,390,811 | | | $ | 2,120,252,787 | | | $ | 349,925,731 | | | $ | 1,351,467,910 | | | $ | 167,903,036 | |
Cost of foreign currency | | $ | 74,835 | | | $ | 104,390 | | | $ | — | | | $ | — | | | $ | 11,503 | | | $ | — | | | $ | 37 | |
| | | | | | | |
(1) Includes Investment in securities on loan, at market value | | $ | 13,434,527 | | | $ | 63,174,774 | | | $ | — | | | $ | 1,205,829 | | | $ | 4,191,398 | | | $ | 23,030,318 | | | $ | 1,034,335 | |
The accompanying notes are an integral part of these financial statements.
Statements of Assets and Liabilities – (continued)
June 30, 2020 (Unaudited)
| | | | | | | | | | | | | | | | | | | | | | | | |
| | Hartford High Yield HLS Fund | | | Hartford International Opportunities HLS Fund | | | Hartford MidCap HLS Fund | | | Hartford MidCap Growth HLS Fund | | | Hartford MidCap Value HLS Fund | | | Hartford Small Cap Growth HLS Fund | |
Assets: | | | | | | | | | | | | | | | | | | | | | |
Investments in securities, at market value(1) | | $ | 215,383,179 | | | $ | 1,031,963,760 | | | $ | 1,853,667,409 | | | $ | 94,749,002 | | | $ | 239,718,595 | | | $ | 1,222,786,165 | |
Repurchase agreements | | | 3,277,092 | | | | 10,404,232 | | | | 2,170,378 | | | | 629,937 | | | | 813,155 | | | | 8,766,096 | |
Cash | | | 1,204,557 | | | | 4,664,467 | | | | 923,352 | | | | 263,750 | | | | 340,092 | | | | 3,694,223 | |
Foreign currency | | | — | | | | 378,036 | | | | — | | | | — | | | | — | | | | — | |
Unrealized appreciation on foreign currency contracts | | | 23,177 | | | | — | | | | — | | | | — | | | | — | | | | — | |
Receivables: | | | | | | | | | | | | | | | | | | | | | |
Investment securities sold | | | 3,735,877 | | | | 4,693,287 | | | | 6,386,091 | | | | 205,230 | | | | 797,188 | | | | 47,366,917 | |
Fund shares sold | | | 45,774 | | | | 214,940 | | | | 250,979 | | | | 33,178 | | | | 141,843 | | | | 82,134 | |
Dividends and interest | | | 3,819,761 | | | | 1,338,681 | | | | 993,084 | | | | 23,901 | | | | 280,058 | | | | 477,152 | |
Securities lending income | | | — | | | | 32,794 | | | | 7,891 | | | | 105 | | | | — | | | | 5,357 | |
Variation margin on centrally cleared swap contracts | | | 289,249 | | | | — | | | | — | | | | — | | | | — | | | | — | |
Tax reclaims | | | — | | | | 1,478,023 | | | | — | | | | — | | | | — | | | | — | |
Other assets | | | 12,891 | | | | 505,226 | | | | 17,409 | | | | 16,598 | | | | 21,837 | | | | 71,111 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Total assets | | | 227,791,557 | | | | 1,055,673,446 | | | | 1,864,416,593 | | | | 95,921,701 | | | | 242,112,768 | | | | 1,283,249,155 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | |
Obligation to return securities lending collateral | | | — | | | | 14,388,965 | | | | 28,647,972 | | | | — | | | | — | | | | 5,814,508 | |
Payables: | | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities purchased | | | 4,530,150 | | | | 3,349,322 | | | | 5,926,436 | | | | — | | | | 1,655,482 | | | | 34,860,439 | |
Fund shares redeemed | | | 116,772 | | | | 696,368 | | | | 3,535,699 | | | | 109,270 | | | | 52,435 | | | | 23,910,773 | |
Investment management fees | | | 124,336 | | | | 597,378 | | | | 1,013,774 | | | | 62,053 | | | | 161,616 | | | | 615,297 | |
Transfer agent fees | | | 438 | | | | 668 | | | | 874 | | | | 413 | | | | 426 | | | | 656 | |
Accounting services fees | | | 2,984 | | | | 13,526 | | | | 24,237 | | | | 1,247 | | | | 3,249 | | | | 16,270 | |
Board of Directors’ fees | | | 1,057 | | | | 5,413 | | | | 9,199 | | | | 387 | | | | 1,535 | | | | 5,441 | |
Distribution fees | | | 1,793 | | | | 4,091 | | | | 1,588 | | | | 479 | | | | 1,823 | | | | 11,270 | |
Accrued expenses | | | 50,694 | | | | 147,575 | | | | 58,975 | | | | 23,158 | | | | 41,925 | | | | 63,041 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Total liabilities | | | 4,828,224 | | | | 19,203,306 | | | | 39,218,754 | | | | 197,007 | | | | 1,918,491 | | | | 65,297,695 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | $ | 222,963,333 | | | $ | 1,036,470,140 | | | $ | 1,825,197,839 | | | $ | 95,724,694 | | | $ | 240,194,277 | | | $ | 1,217,951,460 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Summary of Net Assets: | | | | | | | | | | | | | | | | | | | | | | | | |
Capital stock and paid-in-capital | | $ | 235,817,628 | | | $ | 968,456,241 | | | $ | 1,238,203,686 | | | $ | 71,365,454 | | | $ | 229,054,509 | | | $ | 976,903,097 | |
Distributable earnings (loss) | | | (12,854,295 | ) | | | 68,013,899 | | | | 586,994,153 | | | | 24,359,240 | | | | 11,139,768 | | | | 241,048,363 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | $ | 222,963,333 | | | $ | 1,036,470,140 | | | $ | 1,825,197,839 | | | $ | 95,724,694 | | | $ | 240,194,277 | | | $ | 1,217,951,460 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Shares authorized | | | 2,800,000,000 | | | | 2,825,000,000 | | | | 2,600,000,000 | | | | 900,000,000 | | | | 1,200,000,000 | | | | 700,000,000 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Par value | | $ | 0.0010 | | | $ | 0.0010 | | | $ | 0.0010 | | | $ | 0.0010 | | | $ | 0.0010 | | | $ | 0.0010 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Class IA: Net asset value per share | | $ | 7.70 | | | $ | 15.59 | | | $ | 36.24 | | | $ | 8.37 | | | $ | 8.91 | | | $ | 28.30 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Shares outstanding | | | 22,164,447 | | | | 58,787,985 | | | | 49,084,795 | | | | 9,738,968 | | | | 20,854,182 | | | | 31,473,752 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Assets | | $ | 170,776,471 | | | $ | 916,529,103 | | | $ | 1,778,723,344 | | | $ | 81,490,520 | | | $ | 185,863,719 | | | $ | 890,864,395 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Class IB: Net asset value per share | | $ | 7.55 | | | $ | 15.79 | | | $ | 34.99 | | | $ | 8.29 | | | $ | 8.85 | | | $ | 27.14 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Shares outstanding | | | 6,908,449 | | | | 7,594,850 | | | | 1,328,214 | | | | 1,716,695 | | | | 6,142,317 | | | | 12,051,867 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Assets | | $ | 52,186,862 | | | $ | 119,941,037 | | | $ | 46,474,495 | | | $ | 14,234,174 | | | $ | 54,330,558 | | | $ | 327,087,065 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Cost of investments | | $ | 228,199,414 | | | $ | 873,365,738 | | | $ | 1,528,498,502 | | | $ | 76,314,571 | | | $ | 236,478,533 | | | $ | 1,030,603,211 | |
Cost of foreign currency | | $ | — | | | $ | 378,694 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | |
| | | | | | |
(1) Includes Investment in securities on loan, at market value | | $ | — | | | $ | 24,784,007 | | | $ | 28,480,039 | | | $ | — | | | $ | — | | | $ | 5,746,596 | |
The accompanying notes are an integral part of these financial statements.
Statements of Assets and Liabilities – (continued)
June 30, 2020 (Unaudited)
| | | | | | | | | | | | | | | | | | | | | | | | |
| | Hartford Small Company HLS Fund | | | Hartford Stock HLS Fund | | | Hartford Total Return Bond HLS Fund | | | Hartford Ultrashort Bond HLS Fund | | | Hartford U.S. Government Securities HLS Fund | | | Hartford Value HLS Fund | |
Assets: | | | | | | | | | | | | | |
Investments in securities, at market value(1) | | $ | 438,003,654 | | | $ | 1,297,803,879 | | | $ | 2,550,176,899 | | | $ | 438,164,312 | | | $ | 321,666,807 | | | $ | 347,367,383 | |
Repurchase agreements | | | — | | | | 15,731,492 | | | | 79,613,056 | | | | 477,167 | | | | 18,457,731 | | | | 3,123,822 | |
Cash | | | — | | | | 6,590,117 | | | | 38,323,922 | | | | 98,577 | | | | 7,757,002 | | | | 1,353,461 | |
Cash collateral due from broker on futures contracts | | | — | | | | — | | | | 640,000 | | | | — | | | | — | | | | — | |
Foreign currency | | | — | | | | 133,671 | | | | 718,591 | | | | — | | | | — | | | | 18,887 | |
Unrealized appreciation on OTC swap contracts | | | — | | | | — | | | | 1,983 | | | | — | | | | — | | | | — | |
Unrealized appreciation on foreign currency contracts | | | — | | | | — | | | | 551,774 | | | | — | | | | — | | | | — | |
Receivables: | | | | | | | | | | | | | |
Investment securities sold | | | 2,252,995 | | | | — | | | | 490,498,981 | | | | — | | | | 22,654,297 | | | | 2,246,114 | |
Fund shares sold | | | 76,310 | | | | 61,827 | | | | 564,196 | | | | 281,243 | | | | 73,696 | | | | 235,697 | |
Dividends and interest | | | 151,720 | | | | 1,892,016 | | | | 11,244,787 | | | | 800,265 | | | | 1,140,129 | | | | 354,700 | |
Securities lending income | | | 1,248 | | | | 58,640 | | | | 5,304 | | | | — | | | | — | | | | 673 | |
Variation margin on centrally cleared swap contracts | | | — | | | | — | | | | 361,125 | | | | — | | | | 8,208 | | | | — | |
Tax reclaims | | | — | | | | 353,124 | | | | — | | | | — | | | | — | | | | 189,296 | |
OTC swap contracts premiums paid | | | — | | | | — | | | | 1,637,153 | | | | — | | | | — | | | | — | |
Other assets | | | 29,251 | | | | 12,458 | | | | 164,237 | | | | 24,638 | | | | 18,719 | | | | 15,289 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Total assets | | | 440,515,178 | | | | 1,322,637,224 | | | | 3,174,502,008 | | | | 439,846,202 | | | | 371,776,589 | | | | 354,905,322 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | |
Due to custodian | | | 2,237,548 | | | | — | | | | — | | | | — | | | | — | | | | — | |
Obligation to return securities lending collateral | | | 5,319,613 | | | | — | | | | 5,755,120 | | | | — | | | | — | | | | — | |
Unrealized depreciation on OTC swap contracts | | | — | | | | — | | | | 9,658,939 | | | | — | | | | — | | | | — | |
Cash collateral due to broker on futures contracts | | | — | | | | — | | | | 410,000 | | | | — | | | | — | | | | — | |
TBA sale commitments, at market value | | | — | | | | — | | | | 65,913,985 | | | | — | | | | 4,927,350 | | | | — | |
Unfunded loan commitments | | | — | | | | — | | | | 40,576 | | | | — | | | | — | | | | — | |
Payables: | | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities purchased | | | — | | | | — | | | | 1,043,229,137 | | | | 2,221,276 | | | | 34,029,423 | | | | 3,282,533 | |
Fund shares redeemed | | | 943,360 | | | | 591,377 | | | | 1,480,471 | | | | 547,396 | | | | 182,090 | | | | 136,784 | |
Investment management fees | | | 265,591 | | | | 529,862 | | | | 778,370 | | | | 142,658 | | | | 122,165 | | | | 199,699 | |
Transfer agent fees | | | 466 | | | | 458 | | | | 507 | | | | 472 | | | | 452 | | | | 480 | |
Accounting services fees | | | 5,663 | | | | 17,652 | | | | 26,532 | | | | 5,735 | | | | 4,365 | | | | 4,754 | |
Board of Directors’ fees | | | 3,187 | | | | 6,047 | | | | 7,012 | | | | 1,438 | | | | 892 | | | | 2,000 | |
Variation margin on futures contracts | | | — | | | | — | | | | 449,328 | | | | — | | | | 52,666 | | | | — | |
Distribution fees | | | 1,635 | | | | 3,940 | | | | 7,245 | | | | 1,970 | | | | 1,885 | | | | 1,628 | |
Written options | | | — | | | | — | | | | 1,419,062 | | | | — | | | | — | | | | — | |
Accrued expenses | | | 79,156 | | | | 104,360 | | | | 170,447 | | | | 52,763 | | | | 59,608 | | | | 45,663 | |
OTC swap contracts premiums received | | | — | | | | — | | | | 5,963,105 | | | | — | | | | — | | | | — | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Total liabilities | | | 8,856,219 | | | | 1,253,696 | | | | 1,135,309,836 | | | | 2,973,708 | | | | 39,380,896 | | | | 3,673,541 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | $ | 431,658,959 | | | $ | 1,321,383,528 | | | $ | 2,039,192,172 | | | $ | 436,872,494 | | | $ | 332,395,693 | | | $ | 351,231,781 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Summary of Net Assets: | | | | | | | | | | | | | | | | | | | | | | | | |
Capital stock and paid-in-capital | | $ | 296,302,682 | | | $ | 839,475,828 | | | $ | 1,809,508,724 | | | $ | 420,439,310 | | | $ | 333,627,946 | | | $ | 276,672,327 | |
Distributable earnings (loss) | | | 135,356,277 | | | | 481,907,700 | | | | 229,683,448 | | | | 16,433,184 | | | | (1,232,253 | ) | | | 74,559,454 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | $ | 431,658,959 | | | $ | 1,321,383,528 | | | $ | 2,039,192,172 | | | $ | 436,872,494 | | | $ | 332,395,693 | | | $ | 351,231,781 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Shares authorized | | | 1,500,000,000 | | | | 4,200,000,000 | | | | 5,000,000,000 | | | | 14,000,000,000 | | | | 700,000,000 | | | | 800,000,000 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Par value | | $ | 0.0010 | | | $ | 0.0010 | | | $ | 0.0010 | | | $ | 0.0010 | | | $ | 0.0010 | | | $ | 0.0010 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Class IA: Net asset value per share | | $ | 21.42 | | | $ | 86.11 | | | $ | 12.06 | | | $ | 10.32 | | | $ | 10.86 | | | $ | 12.12 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Shares outstanding | | | 17,926,286 | | | | 13,991,088 | | | | 151,585,563 | | | | 36,751,610 | | | | 25,514,358 | | | | 24,995,446 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Assets | | $ | 384,034,299 | | | $ | 1,204,797,735 | | | $ | 1,827,727,486 | | | $ | 379,186,813 | | | $ | 277,064,622 | | | $ | 303,065,224 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Class IB: Net asset value per share | | $ | 19.28 | | | $ | 85.99 | | | $ | 11.98 | | | $ | 10.30 | | | $ | 10.84 | | | $ | 12.09 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Shares outstanding | | | 2,469,892 | | | | 1,355,763 | | | | 17,654,986 | | | | 5,601,094 | | | | 5,105,779 | | | | 3,983,030 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Assets | | $ | 47,624,660 | | | $ | 116,585,793 | | | $ | 211,464,686 | | | $ | 57,685,681 | | | $ | 55,331,071 | | | $ | 48,166,557 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Cost of investments | | $ | 365,464,168 | | | $ | 948,879,877 | | | $ | 2,556,364,269 | | | $ | 435,728,278 | | | $ | 331,367,270 | | | $ | 305,029,489 | |
Cost of foreign currency | | $ | — | | | $ | 132,679 | | | $ | 719,471 | | | $ | — | | | $ | — | | | $ | 18,826 | |
Proceeds of TBA sale commitments | | $ | — | | | $ | — | | | $ | 66,193,466 | | | $ | — | | | $ | 4,938,113 | | | $ | — | |
Proceeds of written option contracts | | $ | — | | | $ | — | | | $ | 1,762,505 | | | $ | — | | | $ | — | | | $ | — | |
| | | | | | |
(1) Includes Investment in securities on loan, at market value | | $ | 5,345,384 | | | $ | — | | | $ | 5,601,781 | | | $ | — | | | $ | — | | | $ | 3,576,355 | |
The accompanying notes are an integral part of these financial statements.
Statements of Operations
For the Six-Month Period Ended June 30, 2020 (Unaudited)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Hartford Balanced HLS Fund | | | Hartford Capital Appreciation HLS Fund | | | Hartford Disciplined Equity HLS Fund | | | Hartford Dividend and Growth HLS Fund | | | Hartford Global Growth HLS Fund | | | Hartford Growth Opportunities HLS Fund | | | Hartford Healthcare HLS Fund | |
Investment Income: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Dividends | | $ | 14,957,892 | | | $ | 34,397,390 | | | $ | 4,577,207 | | | $ | 41,057,526 | | | $ | 3,165,607 | | | $ | 3,055,404 | | | $ | 1,132,812 | |
Interest | | | 9,497,364 | | | | 242,477 | | | | 17,559 | | | | 188,733 | | | | 13,709 | | | | 78,408 | | | | 10,787 | |
Securities lending | | | 11,270 | | | | 804,251 | | | | 6,762 | | | | 1,151 | | | | 7,142 | | | | 891,835 | | | | 11,492 | |
Less: Foreign tax withheld | | | (220,333 | ) | | | (236,803 | ) | | | — | | | | (518,166 | ) | | | (174,052 | ) | | | — | | | | (18,647 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total investment income, net | | | 24,246,193 | | | | 35,207,315 | | | | 4,601,528 | | | | 40,729,244 | | | | 3,012,406 | | | | 4,025,647 | | | | 1,136,444 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Expenses: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | 5,975,557 | | | | 12,554,381 | | | | 1,988,674 | | | | 9,369,963 | | | | 1,824,243 | | | | 4,776,620 | | | | 906,086 | |
Administrative services fees | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class IC | | | — | | | | 40,062 | | | | — | | | | — | | | | — | | | | 66,310 | | | | — | |
Transfer agent fees | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class IA | | | 2,397 | | | | 3,614 | | | | 2,338 | | | | 2,630 | | | | 2,348 | | | | 3,528 | | | | 2,249 | |
Class IB | | | 324 | | | | 445 | | | | 323 | | | | 347 | | | | 427 | | | | 382 | | | | 501 | |
Class IC | | | — | | | | 34 | | | | — | | | | — | | | | — | | | | 136 | | | | — | |
Distribution fees | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class IB | | | 283,483 | | | | 528,266 | | | | 88,173 | | | | 417,369 | | | | 93,662 | | | | 185,959 | | | | 48,495 | |
Class IC | | | — | | | | 40,062 | | | | — | | | | — | | | | — | | | | 66,310 | | | | — | |
Custodian fees | | | 6,846 | | | | 21,663 | | | | 1,914 | | | | 6,808 | | | | 9,025 | | | | 4,389 | | | | 5,416 | |
Registration and filing fees | | | 16,907 | | | | 22,627 | | | | 16,410 | | | | 16,989 | | | | 16,410 | | | | 24,450 | | | | 16,061 | |
Accounting services fees | | | 145,219 | | | | 296,393 | | | | 44,200 | | | | 217,958 | | | | 37,154 | | | | 120,497 | | | | 16,253 | |
Board of Directors’ fees | | | 24,869 | | | | 51,476 | | | | 7,620 | | | | 38,250 | | | | 6,193 | | | | 19,326 | | | | 2,803 | |
Audit fees | | | 15,486 | | | | 27,269 | | | | 10,484 | | | | 10,712 | | | | 19,135 | | | | 22,632 | | | | 12,049 | |
Other expenses | | | 117,761 | | | | 206,601 | | | | 68,901 | | | | 158,159 | | | | 47,815 | | | | 117,951 | | | | 12,614 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total expenses (before waivers, reimbursements and fees paid indirectly) | | | 6,588,849 | | | | 13,792,893 | | | | 2,229,037 | | | | 10,239,185 | | | | 2,056,412 | | | | 5,408,490 | | | | 1,022,527 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Management fee waivers | | | (285,932 | ) | | | — | | | | — | | | | — | | | | — | | | | — | | | | — | |
Commission recapture | | | (2,270 | ) | | | (23,933 | ) | | | (281 | ) | | | (4,366 | ) | | | (987 | ) | | | (14,706 | ) | | | (199 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total waivers, reimbursements and fees paid indirectly | | | (288,202 | ) | | | (23,933 | ) | | | (281 | ) | | | (4,366 | ) | | | (987 | ) | | | (14,706 | ) | | | (199 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total expenses, net | | | 6,300,647 | | | | 13,768,960 | | | | 2,228,756 | | | | 10,234,819 | | | | 2,055,425 | | | | 5,393,784 | | | | 1,022,328 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net Investment Income (Loss) | | | 17,945,546 | | | | 21,438,355 | | | | 2,372,772 | | | | 30,494,425 | | | | 956,981 | | | | (1,368,137 | ) | | | 114,116 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on investments | | | 8,208,073 | | | | (5,499,436 | ) | | | 6,578,720 | | | | 89,534,351 | | | | 16,281,900 | | | | 107,549,339 | | | | 14,080,345 | |
Less: Foreign taxes paid on realized capital gains | | | — | | | | (48,689 | ) | | | — | | | | — | | | | — | | | | — | | | | — | |
Net realized gain (loss) on futures contracts | | | 684,827 | | | | (10,569,506 | ) | | | — | | | | — | | | | — | | | | — | | | | — | |
Net realized gain (loss) on swap contracts | | | (371,871 | ) | | | — | | | | — | | | | — | | | | — | | | | — | | | | — | |
Net realized gain (loss) on foreign currency contracts | | | — | | | | 92,912 | | | | — | | | | — | | | | — | | | | — | | | | — | |
Net realized gain (loss) on other foreign currency transactions | | | 9,275 | | | | 56,102 | | | | — | | | | (23,221 | ) | | | (26,631 | ) | | | (7,038 | ) | | | 7,302 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | | | 8,530,304 | | | | (15,968,617 | ) | | | 6,578,720 | | | | 89,511,130 | | | | 16,255,269 | | | | 107,542,301 | | | | 14,087,647 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net unrealized appreciation (depreciation) of investments | | | (91,476,026 | ) | | | (163,309,826 | ) | | | (36,897,958 | ) | | | (488,023,122 | ) | | | 20,765,322 | | | | 213,035,642 | | | | (7,381,150 | ) |
Net unrealized appreciation (depreciation) of futures contracts | | | 93,206 | | | | 106,226 | | | | — | | | | — | | | | — | | | | — | | | | — | |
Net unrealized appreciation (depreciation) of foreign currency contracts | | | — | | | | (92,912 | ) | | | — | | | | — | | | | — | | | | — | | | | — | |
Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies | | | 20,397 | | | | 242 | | | | — | | | | — | | | | 10,543 | | | | 7,739 | | | | 257 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions | | | (91,362,423 | ) | | | (163,296,270 | ) | | | (36,897,958 | ) | | | (488,023,122 | ) | | | 20,775,865 | | | | 213,043,381 | | | | (7,380,893 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | | | (82,832,119 | ) | | | (179,264,887 | ) | | | (30,319,238 | ) | | | (398,511,992 | ) | | | 37,031,134 | | | | 320,585,682 | | | | 6,706,754 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets Resulting from Operations | | $ | (64,886,573 | ) | | $ | (157,826,532 | ) | | $ | (27,946,466 | ) | | $ | (368,017,567 | ) | | $ | 37,988,115 | | | $ | 319,217,545 | | | $ | 6,820,870 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
* Includes change in unrealized appreciation (depreciation) on deferred capital gains tax | | $ | — | | | $ | 58,435 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | |
The accompanying notes are an integral part of these financial statements.
Statements of Operations – (continued)
For the Six-Month Period Ended June 30, 2020 (Unaudited)
| | | | | | | | | | | | | | | | | | | | | | | | |
| | Hartford High Yield HLS Fund | | | Hartford International Opportunities HLS Fund | | | Hartford MidCap HLS Fund | | | Hartford MidCap Growth HLS Fund | | | Hartford MidCap Value HLS Fund | | | Hartford Small Cap Growth HLS Fund | |
Investment Income: | | | | | | | | | | | | | | | | | | | | | | | | |
Dividends | | $ | 45,280 | | | $ | 10,518,477 | | | $ | 6,844,444 | | | $ | 207,462 | | | $ | 2,498,820 | | | $ | 4,322,393 | |
Interest | | | 6,498,181 | | | | 55,415 | | | | 18,048 | | | | 4,666 | | | | 16,738 | | | | 53,262 | |
Securities lending | | | — | | | | 55,323 | | | | 64,280 | | | | 1,541 | | | | 4,919 | | | | 78,679 | |
Less: Foreign tax withheld | | | — | | | | (1,060,917 | ) | | | (905 | ) | | | — | | | | (1,644 | ) | | | — | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Total investment income, net | | | 6,543,461 | | | | 9,568,298 | | | | 6,925,867 | | | | 213,669 | | | | 2,518,833 | | | | 4,454,334 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Expenses: | | | | | | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | 795,834 | | | | 3,674,735 | | | | 6,124,432 | | | | 357,064 | | | | 1,027,082 | | | | 3,562,731 | |
Transfer agent fees | | | | | | | | | | | | | | | | | | | | | | | | |
Class IA | | | 1,991 | | | | 3,075 | | | | 3,933 | | | | 2,125 | | | | 1,960 | | | | 2,541 | |
Class IB | | | 611 | | | | 390 | | | | 105 | | | | 366 | | | | 574 | | | | 970 | |
Distribution fees | | | | | | | | | | | | | | | | | | | | | | | | |
Class IB | | | 66,698 | | | | 145,976 | | | | 59,054 | | | | 16,425 | | | | 72,776 | | | | 405,017 | |
Custodian fees | | | 2,505 | | | | 30,217 | | | | 5,294 | | | | 919 | | | | 2,798 | | | | 2,930 | |
Registration and filing fees | | | 15,912 | | | | 17,240 | | | | 16,872 | | | | 16,654 | | | | 15,912 | | | | 18,767 | |
Accounting services fees | | | 17,312 | | | | 79,081 | | | | 138,672 | | | | 6,809 | | | | 19,518 | | | | 89,305 | |
Board of Directors’ fees | | | 3,019 | | | | 14,313 | | | | 24,760 | | | | 1,166 | | | | 3,642 | | | | 15,465 | |
Audit fees | | | 15,245 | | | | 21,523 | | | | 10,536 | | | | 10,672 | | | | 10,583 | | | | 10,824 | |
Other expenses | | | 34,401 | | | | 91,374 | | | | 68,875 | | | | 13,437 | | | | 31,141 | | | | 60,640 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Total expenses (before waivers, reimbursements and fees paid indirectly) | | | 953,528 | | | | 4,077,924 | | | | 6,452,533 | | | | 425,637 | | | | 1,185,986 | | | | 4,169,190 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Management fee waivers | | | (34,107 | ) | | | — | | | | — | | | | — | | | | (35,487 | ) | | | — | |
Commission recapture | | | — | | | | (2,261 | ) | | | (8,787 | ) | | | (553 | ) | | | (3,412 | ) | | | (3,051 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Total waivers, reimbursements and fees paid indirectly | | | (34,107 | ) | | | (2,261 | ) | | | (8,787 | ) | | | (553 | ) | | | (38,899 | ) | | | (3,051 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Total expenses, net | | | 919,421 | | | | 4,075,663 | | | | 6,443,746 | | | | 425,084 | | | | 1,147,087 | | | | 4,166,139 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Investment Income (Loss) | | | 5,624,040 | | | | 5,492,635 | | | | 482,121 | | | | (211,415 | ) | | | 1,371,746 | | | | 288,195 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions: | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on investments | | | (2,886,251 | ) | | | (96,527,150 | ) | | | 121,561,063 | | | | 594,175 | | | | (12,668,639 | ) | | | (4,608,833 | ) |
Net realized gain (loss) on swap contracts | | | (329,271 | ) | | | — | | | | — | | | | — | | | | — | | | | — | |
Net realized gain (loss) on foreign currency contracts | | | 23,507 | | | | — | | | | — | | | | — | | | | — | | | | — | |
Net realized gain (loss) on other foreign currency transactions | | | (27,536 | ) | | | (98,204 | ) | | | — | | | | — | | | | 3,562 | | | | — | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | | | (3,219,551 | ) | | | (96,625,354 | ) | | | 121,561,063 | | | | 594,175 | | | | (12,665,077 | ) | | | (4,608,833 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions: | | | | | | | | | | | | | | | | | | | | | | | | |
Net unrealized appreciation (depreciation) of investments | | | (13,630,547 | ) | | | 4,094,294 | | | | (241,977,713 | ) | | | 1,411,941 | | | | (52,383,475 | ) | | | (59,041,772 | ) |
Net unrealized appreciation (depreciation) of swap contracts | | | (25,448 | ) | | | — | | | | — | | | | — | | | | — | | | | — | |
Net unrealized appreciation (depreciation) of foreign currency contracts | | | 63,208 | | | | — | | | | — | | | | — | | | | — | | | | — | |
Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies | | | 353 | | | | (39,147 | ) | | | — | | | | — | | | | — | | | | — | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions | | | (13,592,434 | ) | | | 4,055,147 | | | | (241,977,713 | ) | | | 1,411,941 | | | | (52,383,475 | ) | | | (59,041,772 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | | | (16,811,985 | ) | | | (92,570,207 | ) | | | (120,416,650 | ) | | | 2,006,116 | | | | (65,048,552 | ) | | | (63,650,605 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets Resulting from Operations | | $ | (11,187,945 | ) | | $ | (87,077,572 | ) | | $ | (119,934,529 | ) | | $ | 1,794,701 | | | $ | (63,676,806 | ) | | $ | (63,362,410 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
Statements of Operations – (continued)
For the Six-Month Period Ended June 30, 2020 (Unaudited)
| | | | | | | | | | | | | | | | | | | | | | | | |
| | Hartford Small Company HLS Fund | | | Hartford Stock HLS Fund | | | Hartford Total Return Bond HLS Fund | | | Hartford Ultrashort Bond HLS Fund | | | Hartford U.S. Government Securities HLS Fund | | | Hartford Value HLS Fund | |
Investment Income: | | | | | | | | | | | | | | | | | |
Dividends | | $ | 1,171,431 | | | $ | 14,409,982 | | | $ | 39,671 | | | $ | — | | | $ | — | | | $ | 5,387,905 | |
Interest | | | 29,853 | | | | 85,615 | | | | 33,557,513 | | | | 4,409,080 | | | | 3,716,371 | | | | 16,608 | |
Securities lending | | | 172,746 | | | | 58,652 | | | | 40,674 | | | | 4,259 | | | | 277 | | | | 1,403 | |
Less: Foreign tax withheld | | | — | | | | (47,468 | ) | | | — | | | | — | | | | — | | | | (43,805 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Total investment income, net | | | 1,374,030 | | | | 14,506,781 | | | | 33,637,858 | | | | 4,413,339 | | | | 3,716,648 | | | | 5,362,111 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Expenses: | | | | | | | | | | | | | | | | | |
Investment management fees | | | 1,788,625 | | | | 3,254,182 | | | | 4,792,440 | | | | 881,532 | | | | 751,239 | | | | 1,244,255 | |
Transfer agent fees | | | | | | | | | | | | | | | | | | | | | | | | |
Class IA | | | 2,433 | | | | 2,422 | | | | 2,573 | | | | 2,364 | | | | 2,191 | | | | 2,361 | |
Class IB | | | 261 | | | | 235 | | | | 298 | | | | 351 | | | | 444 | | | | 382 | |
Distribution fees | | | | | | | | | | | | | | | | | |
Class IB | | | 56,224 | | | | 149,168 | | | | 263,366 | | | | 71,267 | | | | 70,239 | | | | 64,251 | |
Custodian fees | | | 4,510 | | | | 3,422 | | | | 16,372 | | | | 1,883 | | | | 2,433 | | | | 1,750 | |
Registration and filing fees | | | 18,467 | | | | 16,410 | | | | 16,973 | | | | 16,459 | | | | 17,880 | | | | 16,586 | |
Accounting services fees | | | 36,310 | | | | 102,769 | | | | 154,860 | | | | 33,588 | | | | 25,449 | | | | 28,076 | |
Board of Directors’ fees | | | 7,254 | | | | 17,827 | | | | 25,833 | | | | 5,551 | | | | 4,104 | | | | 5,093 | |
Audit fees | | | 19,369 | | | | 15,335 | | | | 22,657 | | | | 15,242 | | | | 22,101 | | | | 10,579 | |
Other expenses | | | 51,069 | | | | 89,834 | | | | 129,841 | | | | 40,321 | | | | 37,599 | | | | 37,281 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Total expenses (before waivers, reimbursements and fees paid indirectly) | | | 1,984,522 | | | | 3,651,604 | | | | 5,425,213 | | | | 1,068,558 | | | | 933,679 | | | | 1,410,614 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Commission recapture | | | (6,187 | ) | | | (1,289 | ) | | | — | | | | — | | | | — | | | | (6,737 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Total waivers, reimbursements and fees paid indirectly | | | (6,187 | ) | | | (1,289 | ) | | | — | | | | — | | | | — | | | | (6,737 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Total expenses, net | | | 1,978,335 | | | | 3,650,315 | | | | 5,425,213 | | | | 1,068,558 | | | | 933,679 | | | | 1,403,877 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Investment Income (Loss) | | | (604,305 | ) | | | 10,856,466 | | | | 28,212,645 | | | | 3,344,781 | | | | 2,782,969 | | | | 3,958,234 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions: | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on investments | | | 5,081,030 | | | | 14,260,940 | | | | 70,803,407 | | | | 230,691 | | | | 3,469,900 | | | | (6,095,263 | ) |
Net realized gain (loss) on redemptions-in-kind | | | (2,469,075 | ) | | | — | | | | — | | | | — | | | | — | | | | — | |
Net realized gain (loss) on purchased options contracts | | | — | | | | — | | | | 1,576,410 | | | | — | | | | — | | | | — | |
Net realized gain (loss) on futures contracts | | | — | | | | — | | | | 11,236,405 | | | | — | | | | 7,103,100 | | | | — | |
Net realized gain (loss) on written options contracts | | | — | | | | — | | | | 6,742,174 | | | | — | | | | 13,535 | | | | — | |
Net realized gain (loss) on swap contracts | | | — | | | | — | | | | (19,629,260 | ) | | | — | | | | (1,715,250 | ) | | | — | |
Net realized gain (loss) on foreign currency contracts | | | — | | | | — | | | | 3,784,163 | | | | — | | | | — | | | | — | |
Net realized gain (loss) on other foreign currency transactions | | | (3,144 | ) | | | (16,849 | ) | | | 282,436 | | | | — | | | | — | | | | 6,126 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | | | (2,608,811 | ) | | | 14,244,091 | | | | 74,795,735 | | | | 230,691 | | | | 8,871,285 | | | | (6,089,137 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions: | | | | | | | | | | | | | | | | | | | | | | | | |
Net unrealized appreciation (depreciation) of investments | | | (35,110,877 | ) | | | (130,759,807 | ) | | | 21,780,780 | | | | 1,781,945 | | | | 5,514,459 | | | | (64,641,279 | ) |
Net unrealized appreciation (depreciation) of purchased options contracts | | | — | | | | — | | | | 104,267 | | | | — | | | | — | | | | — | |
Net unrealized appreciation (depreciation) of futures contracts | | | — | | | | — | | | | 37,703 | | | | — | | | | 841,460 | | | | — | |
Net unrealized appreciation (depreciation) of written options contracts | | | — | | | | — | | | | 343,443 | | | | — | | | | — | | | | — | |
Net unrealized appreciation (depreciation) of swap contracts | | | — | | | | — | | | | (23,962,195 | ) | | | — | | | | (770,170 | ) | | | — | |
Net unrealized appreciation (depreciation) of foreign currency contracts | | | — | | | | — | | | | 1,440,071 | | | | — | | | | — | | | | — | |
Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies | | | (163 | ) | | | (681 | ) | | | (12,259 | ) | | | — | | | | — | | | | 6,401 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions | | | (35,111,040 | ) | | | (130,760,488 | ) | | | (268,190 | ) | | | 1,781,945 | | | | 5,585,749 | | | | (64,634,878 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | | | (35,502,229 | ) | | | (116,516,397 | ) | | | 74,527,545 | | | | 2,012,636 | | | | 14,457,034 | | | | (70,724,015 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets Resulting from Operations | | $ | (33,106,534 | ) | | $ | (105,659,931 | ) | | $ | 102,740,190 | | | $ | 5,357,417 | | | $ | 17,240,003 | | | $ | (66,765,781 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
Statements of Changes in Net Assets
| | | | | | | | | | | | | | | | | | | | | | | | |
| | Hartford Balanced HLS Fund | | | Hartford Capital Appreciation HLS Fund | | | Hartford Disciplined Equity HLS Fund | |
| | For the Six-Month Period Ended June 30, 2020 (Unaudited) | | | For the Year Ended December 31, 2019
| | | For the Six-Month Period Ended June 30, 2020 (Unaudited) | | | For the Year Ended December 31, 2019
| | | For the Six-Month Period Ended June 30, 2020 (Unaudited) | | | For the Year Ended December 31, 2019
| |
Operations: | | | | | | | | | |
Net investment income (loss) | | $ | 17,945,546 | | | $ | 36,362,142 | | | $ | 21,438,355 | | | $ | 44,497,466 | | | $ | 2,372,772 | | | $ | 4,927,010 | |
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | | | 8,530,304 | | | | 88,890,297 | | | | (15,968,617 | ) | | | 213,743,988 | | | | 6,578,720 | | | | 49,562,302 | |
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | | | (91,362,423 | ) | | | 292,318,364 | | | | (163,296,270 | ) | | | 910,077,575 | | | | (36,897,958 | ) | | | 127,301,596 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets Resulting from Operations | | | (64,886,573 | ) | | | 417,570,803 | | | | (157,826,532 | ) | | | 1,168,319,029 | | | | (27,946,466 | ) | | | 181,790,908 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Distributions to Shareholders: | | | | | | | | | | | | | | | | | | | | | | | | |
Class IA | | | — | | | | (185,511,739 | ) | | | — | | | | (453,254,297 | ) | | | — | | | | (66,982,886 | ) |
Class IB | | | — | | | | (23,789,456 | ) | | | — | | | | (55,760,662 | ) | | | — | | | | (9,168,659 | ) |
Class IC | | | — | | | | — | | | | — | | | | (3,992,375 | ) | | | — | | | | — | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions | | | — | | | | (209,301,195 | ) | | | — | | | | (513,007,334 | ) | | | — | | | | (76,151,545 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Capital Share Transactions: | | | | | | | | | |
Sold | | | 9,707,031 | | | | 13,809,419 | | | | 26,883,194 | | | | 27,135,599 | | | | 6,459,657 | | | | 11,880,527 | |
Issued on reinvestment of distributions | | | — | | | | 209,301,195 | | | | — | | | | 513,007,334 | | | | — | | | | 76,151,545 | |
Redeemed | | | (149,076,142 | ) | | | (282,083,299 | ) | | | (289,106,581 | ) | | | (840,778,982 | ) | | | (49,825,439 | ) | | | (109,938,872 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net increase (decrease) from capital share transactions | | | (139,369,111 | ) | | | (58,972,685 | ) | | | (262,223,387 | ) | | | (300,636,049 | ) | | | (43,365,782 | ) | | | (21,906,800 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets | | | (204,255,684 | ) | | | 149,296,923 | | | | (420,049,919 | ) | | | 354,675,646 | | | | (71,312,248 | ) | | | 83,732,563 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Assets: | | | | | | | | | |
Beginning of period | | | 2,096,846,301 | | | | 1,947,549,378 | | | | 4,357,875,629 | | | | 4,003,199,983 | | | | 653,912,809 | | | | 570,180,246 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
End of period | | $ | 1,892,590,617 | | | $ | 2,096,846,301 | | | $ | 3,937,825,710 | | | $ | 4,357,875,629 | | | $ | 582,600,561 | | | $ | 653,912,809 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
Statements of Changes in Net Assets – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | |
| | Hartford Dividend and Growth HLS Fund | | | Hartford Global Growth HLS Fund | | | Hartford Growth Opportunities HLS Fund | |
| | For the Six-Month Period Ended June 30, 2020 (Unaudited) | | | For the Year Ended December 31, 2019
| | | For the Six-Month Period Ended June 30, 2020 (Unaudited) | | | For the Year Ended December 31, 2019
| | | For the Six-Month Period Ended June 30, 2020 (Unaudited) | | | For the Year Ended December 31, 2019
| |
Operations: | | | | | | | | | | | | | | | | | |
Net investment income (loss) | | $ | 30,494,425 | | | $ | 58,130,045 | | | $ | 956,981 | | | $ | 1,803,009 | | | $ | (1,368,137 | ) | | $ | (4,149,226 | ) |
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | | | 89,511,130 | | | | 152,245,468 | | | | 16,255,269 | | | | 39,473,446 | | | | 107,542,301 | | | | 124,358,635 | |
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | | | (488,023,122 | ) | | | 585,892,259 | | | | 20,775,865 | | | | 97,760,515 | | | | 213,043,381 | | | | 286,571,024 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets Resulting from Operations | | | (368,017,567 | ) | | | 796,267,772 | | | | 37,988,115 | | | | 139,036,970 | | | | 319,217,545 | | | | 406,780,433 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Distributions to Shareholders: | | | | | | | | | | | | | | | | | | | | | | | | |
Class IA | | | — | | | | (380,717,264 | ) | | | — | | | | (59,823,693 | ) | | | — | | | | (268,390,103 | ) |
Class IB | | | — | | | | (51,049,426 | ) | | | — | | | | (11,091,398 | ) | | | — | | | | (31,584,595 | ) |
Class IC | | | — | | | | — | | | | — | | | | — | | | | — | | | | (9,866,813 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions | | | — | | | | (431,766,690 | ) | | | — | | | | (70,915,091 | ) | | | — | | | | (309,841,511 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Capital Share Transactions: | | | | | | | | | | | | | | | | | |
Sold | | | 60,606,354 | | | | 52,980,701 | | | | 14,370,666 | | | | 14,484,277 | | | | 37,088,027 | | | | 56,475,941 | |
Issued on reinvestment of distributions | | | — | | | | 431,766,690 | | | | — | | | | 70,915,091 | | | | — | | | | 309,841,511 | |
Redeemed | | | (201,812,717 | ) | | | (500,718,066 | ) | | | (51,130,390 | ) | | | (81,267,414 | ) | | | (122,491,947 | ) | | | (226,047,221 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net increase (decrease) from capital share transactions | | | (141,206,363 | ) | | | (15,970,675 | ) | | | (36,759,724 | ) | | | 4,131,954 | | | | (85,403,920 | ) | | | 140,270,231 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets | | | (509,223,930 | ) | | | 348,530,407 | | | | 1,228,391 | | | | 72,253,833 | | | | 233,813,625 | | | | 237,209,153 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Assets: | | | | | | | | | | | | | | | | | |
Beginning of period | | | 3,309,556,224 | | | | 2,961,025,817 | | | | 519,448,803 | | | | 447,194,970 | | | | 1,594,673,547 | | | | 1,357,464,394 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
End of period | | $ | 2,800,332,294 | | | $ | 3,309,556,224 | | | $ | 520,677,194 | | | $ | 519,448,803 | | | $ | 1,828,487,172 | | | $ | 1,594,673,547 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
Statements of Changes in Net Assets – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | |
| | Hartford Healthcare HLS Fund | | | Hartford High Yield HLS Fund | | | Hartford International Opportunities HLS Fund | |
| | For the Six-Month Period Ended June 30, 2020 (Unaudited) | | | For the Year Ended December 31, 2019
| | | For the Six-Month Period Ended June 30, 2020 (Unaudited) | | | For the Year Ended December 31, 2019
| | | For the Six-Month Period Ended June 30, 2020 (Unaudited) | | | For the Year Ended December 31, 2019
| |
Operations: | | | | | | | | | |
Net investment income (loss) | | $ | 114,116 | | | $ | 166,281 | | | $ | 5,624,040 | | | $ | 13,578,906 | | | $ | 5,492,635 | | | $ | 20,489,246 | |
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | | | 14,087,647 | | | | 41,441,957 | | | | (3,219,551 | ) | | | (6,315,547 | ) | | | (96,625,354 | ) | | | (25,886,084 | ) |
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | | | (7,380,893 | ) | | | 33,386,835 | | | | (13,592,434 | ) | | | 28,121,097 | | | | 4,055,147 | | | | 285,034,848 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets Resulting from Operations | | | 6,820,870 | | | | 74,995,073 | | | | (11,187,945 | ) | | | 35,384,456 | | | | (87,077,572 | ) | | | 279,638,010 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Distributions to Shareholders: | | | | | | | | | | | | | | | | | | | | | | | | |
Class IA | | | — | | | | (23,301,756 | ) | | | — | | | | (11,998,965 | ) | | | — | | | | (59,417,697 | ) |
Class IB | | | — | | | | (5,559,926 | ) | | | — | | | | (3,581,365 | ) | | | — | | | | (6,983,056 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions | | | — | | | | (28,861,682 | ) | | | — | | | | (15,580,330 | ) | | | — | | | | (66,400,753 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Capital Share Transactions: | | | | | | | | | |
Sold | | | 14,810,564 | | | | 18,614,353 | | | | 5,213,081 | | | | 10,501,246 | | | | 40,274,463 | | | | 64,607,494 | |
Issued on reinvestment of distributions | | | — | | | | 28,861,682 | | | | — | | | | 15,580,330 | | | | — | | | | 66,400,753 | |
Redeemed | | | (38,679,258 | ) | | | (146,077,753 | ) | | | (22,328,002 | ) | | | (44,026,710 | ) | | | (145,411,715 | ) | | | (236,490,704 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net increase (decrease) from capital share transactions | | | (23,868,694 | ) | | | (98,601,718 | ) | | | (17,114,921 | ) | | | (17,945,134 | ) | | | (105,137,252 | ) | | | (105,482,457 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets | | | (17,047,824 | ) | | | (52,468,327 | ) | | | (28,302,866 | ) | | | 1,858,992 | | | | (192,214,824 | ) | | | 107,754,800 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Assets: | | | | | | | | | |
Beginning of period | | | 233,251,725 | | | | 285,720,052 | | | | 251,266,199 | | | | 249,407,207 | | | | 1,228,684,964 | | | | 1,120,930,164 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
End of period | | $ | 216,203,901 | | | $ | 233,251,725 | | | $ | 222,963,333 | | | $ | 251,266,199 | | | $ | 1,036,470,140 | | | $ | 1,228,684,964 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
Statements of Changes in Net Assets – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | |
| | Hartford MidCap HLS Fund | | | Hartford MidCap Growth HLS Fund | | | Hartford MidCap Value HLS Fund | |
| | For the Six-Month Period Ended June 30, 2020 (Unaudited) | | | For the Year Ended December 31, 2019
| | | For the Six-Month Period Ended June 30, 2020 (Unaudited) | | | For the Year Ended December 31, 2019
| | | For the Six-Month Period Ended June 30, 2020 (Unaudited) | | | For the Year Ended December 31, 2019
| |
Operations: | | | | | | | | | | | | | | | | | |
Net investment income (loss) | | $ | 482,121 | | | $ | 2,453,437 | | | $ | (211,415 | ) | | $ | (365,216 | ) | | $ | 1,371,746 | | | $ | 3,024,059 | |
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | | | 121,561,063 | | | | 144,622,584 | | | | 594,175 | | | | 5,337,071 | | | | (12,665,077 | ) | | | 19,111,137 | |
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | | | (241,977,713 | ) | | | 428,817,893 | | | | 1,411,941 | | | | 24,903,853 | | | | (52,383,475 | ) | | | 60,456,948 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets Resulting from Operations | | | (119,934,529 | ) | | | 575,893,914 | | | | 1,794,701 | | | | 29,875,708 | | | | (63,676,806 | ) | | | 82,592,144 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Distributions to Shareholders: | | | | | | | | | | | | | | | | | | | | | | | | |
Class IA | | | — | | | | (301,703,983 | ) | | | — | | | | (14,592,832 | ) | | | — | | | | (32,005,532 | ) |
Class IB | | | — | | | | (8,149,131 | ) | | | — | | | | (2,562,985 | ) | | | — | | | | (9,453,950 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions | | | — | | | | (309,853,114 | ) | | | — | | | | (17,155,817 | ) | | | — | | | | (41,459,482 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Capital Share Transactions: | | | | | | | | | | | | | | | | | |
Sold | | | 113,771,123 | | | | 136,707,597 | | | | 4,343,490 | | | | 14,727,408 | | | | 2,515,388 | | | | 5,553,726 | |
Issued on reinvestment of distributions | | | — | | | | 309,853,114 | | | | — | | | | 17,155,817 | | | | — | | | | 41,459,482 | |
Redeemed | | | (268,844,405 | ) | | | (427,293,869 | ) | | | (12,677,773 | ) | | | (18,446,275 | ) | | | (19,473,997 | ) | | | (48,984,177 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net increase (decrease) from capital share transactions | | | (155,073,282 | ) | | | 19,266,842 | | | | (8,334,283 | ) | | | 13,436,950 | | | | (16,958,609 | ) | | | (1,970,969 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets | | | (275,007,811 | ) | | | 285,307,642 | | | | (6,539,582 | ) | | | 26,156,841 | | | | (80,635,415 | ) | | | 39,161,693 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Assets: | | | | | | | | | | | | | | | | | |
Beginning of period | | | 2,100,205,650 | | | | 1,814,898,008 | | | | 102,264,276 | | | | 76,107,435 | | | | 320,829,692 | | | | 281,667,999 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
End of period | | $ | 1,825,197,839 | | | $ | 2,100,205,650 | | | $ | 95,724,694 | | | $ | 102,264,276 | | | $ | 240,194,277 | | | $ | 320,829,692 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
Statements of Changes in Net Assets – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | |
| | Hartford Small Cap Growth HLS Fund | | | Hartford Small Company HLS Fund | | | Hartford Stock HLS Fund | |
| | For the Six-Month Period Ended June 30, 2020 (Unaudited) | | | For the Year Ended December 31, 2019
| | | For the Six-Month Period Ended June 30, 2020 (Unaudited) | | | For the Year Ended December 31, 2019
| | | For the Six-Month Period Ended June 30, 2020 (Unaudited) | | | For the Year Ended December 31, 2019
| |
Operations: | | | | | | | | | |
Net investment income (loss) | | $ | 288,195 | | | $ | 502,863 | | | $ | (604,305 | ) | | $ | (1,528,835 | ) | | $ | 10,856,466 | | | $ | 22,931,013 | |
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | | | (4,608,833 | ) | | | 44,683,578 | | | | 2,608,811 | | | | 64,285,340 | | | | 14,244,091 | | | | 98,262,647 | |
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | | | (59,041,772 | ) | | | 335,112,204 | | | | (35,111,040 | ) | | | 120,697,743 | | | | (130,760,488 | ) | | | 269,938,973 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets Resulting from Operations | | | (63,362,410 | ) | | | 380,298,645 | | | | (33,106,534 | ) | | | 183,454,248 | | | | (105,659,931 | ) | | | 391,132,633 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Distributions to Shareholders: | | | | | | | | | | | | | | | | | | | | | | | | |
Class IA | | | — | | | | (154,314,731 | ) | | | — | | | | (100,841,539 | ) | | | — | | | | (133,049,130 | ) |
Class IB | | | — | | | | (63,116,174 | ) | | | — | | | | (10,050,660 | ) | | | — | | | | (12,720,819 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions | | | — | | | | (217,430,905 | ) | | | — | | | | (110,892,199 | ) | | | — | | | | (145,769,949 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Capital Share Transactions: | | | | | | | | | |
Sold | | | 141,671,604 | | | | 178,522,218 | | | | 20,775,859 | | | | 63,567,701 | | | | 6,902,847 | | | | 10,222,248 | |
Issued on reinvestment of distributions | | | — | | | | 193,713,157 | | | | — | | | | 110,892,199 | | | | — | | | | 145,769,949 | |
Redemption-in-kind | | | — | | | | — | | | | (118,163,289 | ) | | | — | | | | — | | | | — | |
Redeemed | | | (195,477,646 | ) | | | (316,364,571 | ) | | | (62,180,231 | ) | | | (142,188,473 | ) | | | (89,453,523 | ) | | | (213,809,325 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net increase (decrease) from capital share transactions | | | (53,806,042 | ) | | | 55,870,804 | | | | (159,567,661 | ) | | | 32,271,427 | | | | (82,550,676 | ) | | | (57,817,128 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets | | | (117,168,452 | ) | | | 218,738,544 | | | | (192,674,195 | ) | | | 104,833,476 | | | | (188,210,607 | ) | | | 187,545,556 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Assets: | | | | | | | | | |
Beginning of period | | | 1,335,119,912 | | | | 1,116,381,368 | | | | 624,333,154 | | | | 519,499,678 | | | | 1,509,594,135 | | | | 1,322,048,579 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
End of period | | $ | 1,217,951,460 | | | $ | 1,335,119,912 | | | $ | 431,658,959 | | | $ | 624,333,154 | | | $ | 1,321,383,528 | | | $ | 1,509,594,135 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
Statements of Changes in Net Assets – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | |
| | Hartford Total Return Bond HLS Fund | | | Hartford Ultrashort Bond HLS Fund | | | Hartford U.S. Government Securities HLS Fund | |
| | For the Six-Month Period Ended June 30, 2020 (Unaudited) | | | For the Year Ended December 31, 2019
| | | For the Six-Month Period Ended June 30, 2020 (Unaudited) | | | For the Year Ended December 31, 2019
| | | For the Six-Month Period Ended June 30, 2020 (Unaudited) | | | For the Year Ended December 31, 2019
| |
Operations: | | | | | | | | | | | | | | | | | |
Net investment income (loss) | | $ | 28,212,645 | | | $ | 65,861,576 | | | $ | 3,344,781 | | | $ | 10,500,262 | | | $ | 2,782,969 | | | $ | 6,719,670 | |
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | | | 74,795,735 | | | | 58,991,821 | | | | 230,691 | | | | 294,254 | | | | 8,871,285 | | | | 8,221,074 | |
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | | | (268,190 | ) | | | 85,804,646 | | | | 1,781,945 | | | | 2,390,882 | | | | 5,585,749 | | | | 1,982,389 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets Resulting from Operations | | | 102,740,190 | | | | 210,658,043 | | | | 5,357,417 | | | | 13,185,398 | | | | 17,240,003 | | | | 16,923,133 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Distributions to Shareholders: | | | | | | | | | | | | | | | | | | | | | | | | |
Class IA | | | — | | | | (74,150,238 | ) | | | — | | | | (7,948,551 | ) | | | — | | | | (6,935,499 | ) |
Class IB | | | — | | | | (8,003,440 | ) | | | — | | | | (964,500 | ) | | | — | | | | (1,302,292 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions | | | — | | | | (82,153,678 | ) | | | — | | | | (8,913,051 | ) | | | — | | | | (8,237,791 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Capital Share Transactions: | | | | | | | | | | | | | | | | | |
Sold | | | 110,059,543 | | | | 127,470,147 | | | | 48,655,520 | | | | 74,378,048 | | | | 47,771,367 | | | | 23,718,967 | |
Issued on reinvestment of distributions | | | — | | | | 82,153,678 | | | | — | | | | 8,913,051 | | | | — | | | | 8,237,791 | |
Redeemed | | | (261,127,705 | ) | | | (337,029,607 | ) | | | (67,872,266 | ) | | | (138,850,731 | ) | | | (54,000,126 | ) | | | (64,840,559 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net increase (decrease) from capital share transactions | | | (151,068,162 | ) | | | (127,405,782 | ) | | | (19,216,746 | ) | | | (55,559,632 | ) | | | (6,228,759 | ) | | | (32,883,801 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets | | | (48,327,972 | ) | | | 1,098,583 | | | | (13,859,329 | ) | | | (51,287,285 | ) | | | 11,011,244 | | | | (24,198,459 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Assets: | | | | | | | | | | | | | | | | | |
Beginning of period | | | 2,087,520,144 | | | | 2,086,421,561 | | | | 450,731,823 | | | | 502,019,108 | | | | 321,384,449 | | | | 345,582,908 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
End of period | | $ | 2,039,192,172 | | | $ | 2,087,520,144 | | | $ | 436,872,494 | | | $ | 450,731,823 | | | $ | 332,395,693 | | | $ | 321,384,449 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
Statements of Changes in Net Assets – (continued)
| | | | | | | | |
| | Hartford Value HLS Fund | |
| | For the Six-Month Period Ended June 30, 2020 (Unaudited) | | | For the Year Ended December 31, 2019
| |
Operations: | |
Net investment income (loss) | | $ | 3,958,234 | | | $ | 7,518,588 | |
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | | | (6,089,137 | ) | | | 32,464,414 | |
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | | | (64,634,878 | ) | | | 66,135,187 | |
| | | | | | | | |
Net Increase (Decrease) in Net Assets Resulting from Operations | | | (66,765,781 | ) | | | 106,118,189 | |
| | | | | | | | |
Distributions to Shareholders: | | | | | | | | |
Class IA | | | — | | | | (44,489,654 | ) |
Class IB | | | — | | | | (7,088,517 | ) |
| | | | | | | | |
Total distributions | | | — | | | | (51,578,171 | ) |
| | | | | | | | |
Capital Share Transactions: | |
Sold | | | 9,176,325 | | | | 13,103,074 | |
Issued on reinvestment of distributions | | | — | | | | 51,578,171 | |
Redeemed | | | (35,249,326 | ) | | | (86,395,094 | ) |
| | | | | | | | |
Net increase (decrease) from capital share transactions | | | (26,073,001 | ) | | | (21,713,849 | ) |
| | | | | | | | |
Net Increase (Decrease) in Net Assets | | | (92,838,782 | ) | | | 32,826,169 | |
| | | | | | | | |
Net Assets: | |
Beginning of period | | | 444,070,563 | | | | 411,244,394 | |
| | | | | | | | |
End of period | | $ | 351,231,781 | | | $ | 444,070,563 | |
| | | | | | | | |
The accompanying notes are an integral part of these financial statements.
Financial Highlights
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — Selected Per-Share Data(1) — | | | — Ratios and Supplemental Data — | |
Class | | Net Asset Value at Beginning of Period | | | Net Investment Income (Loss) | | | Net Realized and Unrealized Gain (Loss) on Investments | | | Total from Investment Operations | | | Dividends from Net Investment Income | | | Distributions from Capital Gains | | | Total Dividends and Distributions | | | Net Asset Value at End of Period | | | Total Return(2) | | | Net Assets at End of Period (000s) | | | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | | | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | | | Ratio of Net Investment Income (Loss) to Average Net Assets | | | Portfolio Turnover | |
|
Hartford Balanced HLS Fund | |
|
For the Six-Month Period Ended June 30, 2020 (Unaudited) | |
IA | | $ | 30.27 | | | $ | 0.27 | | | $ | (1.13 | ) | | $ | (0.86 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | 29.41 | | | | (2.81 | )%(4) | | $ | 1,665,662 | | | | 0.66 | %(5) | | | 0.63 | %(5) | | | 1.91 | %(5) | | | 25 | % |
IB | | | 30.80 | | | | 0.24 | | | | (1.14 | ) | | | (0.90 | ) | | | — | | | | — | | | | — | | | | 29.90 | | | | (2.92 | )(4) | | | 226,928 | | | | 0.91 | (5) | | | 0.88 | (5) | | | 1.66 | (5) | | | 25 | |
|
For the Year Ended December 31, 2019 | |
IA | | $ | 27.47 | | | $ | 0.54 | (6) | | $ | 5.47 | (6) | | $ | 6.01 | | | $ | (0.56 | ) | | $ | (2.65 | ) | | $ | (3.21 | ) | | $ | 30.27 | | | | 22.80 | % | | $ | 1,849,582 | | | | 0.66 | % | | | 0.63 | % | | | 1.81 | %(6) | | | 38 | % |
IB | | | 27.91 | | | | 0.47 | (6) | | | 5.55 | (6) | | | 6.02 | | | | (0.48 | ) | | | (2.65 | ) | | | (3.13 | ) | | | 30.80 | | | | 22.47 | | | | 247,264 | | | | 0.91 | | | | 0.88 | | | | 1.56 | (6) | | | 38 | |
|
For the Year Ended December 31, 2018 | |
IA | | $ | 31.02 | | | $ | 0.59 | | | $ | (2.12 | ) | | $ | (1.53 | ) | | $ | (0.61 | ) | | $ | (1.41 | ) | | $ | (2.02 | ) | | $ | 27.47 | | | | (5.24 | )% | | $ | 1,717,759 | | | | 0.66 | % | | | 0.63 | % | | | 1.92 | % | | | 31 | % |
IB | | | 31.48 | | | | 0.52 | | | | (2.15 | ) | | | (1.63 | ) | | | (0.53 | ) | | | (1.41 | ) | | | (1.94 | ) | | | 27.91 | | | | (5.50 | ) | | | 229,790 | | | | 0.91 | | | | 0.88 | | | | 1.67 | | | | 31 | |
|
For the Year Ended December 31, 2017 | |
IA | | $ | 27.46 | | | $ | 0.55 | | | $ | 3.72 | | | $ | 4.27 | | | $ | (0.71 | ) | | $ | — | | | $ | (0.71 | ) | | $ | 31.02 | | | | 15.59 | % | | $ | 2,095,246 | | | | 0.66 | % | | | 0.63 | % | | | 1.86 | % | | | 26 | % |
IB | | | 27.86 | | | | 0.48 | | | | 3.77 | | | | 4.25 | | | | (0.63 | ) | | | — | | | | (0.63 | ) | | | 31.48 | | | | 15.30 | | | | 277,735 | | | | 0.91 | | | | 0.88 | | | | 1.61 | | | | 26 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 26.62 | | | $ | 0.56 | | | $ | 1.05 | | | $ | 1.61 | | | $ | (0.77 | ) | | $ | — | | | $ | (0.77 | ) | | $ | 27.46 | | | | 6.04 | % | | $ | 2,043,556 | | | | 0.66 | % | | | 0.64 | % | | | 2.05 | % | | | 25 | % |
IB | | | 26.99 | | | | 0.50 | | | | 1.07 | | | | 1.57 | | | | (0.70 | ) | | | — | | | | (0.70 | ) | | | 27.86 | | | | 5.79 | | | | 275,925 | | | | 0.91 | | | | 0.89 | | | | 1.80 | | | | 25 | |
|
For the Year Ended December 31, 2015 | |
IA | | $ | 27.09 | | | $ | 0.51 | | | $ | (0.46 | ) | | $ | 0.05 | | | $ | (0.52 | ) | | $ | — | | | $ | (0.52 | ) | | $ | 26.62 | | | | 0.18 | % | | $ | 2,210,938 | | | | 0.65 | % | | | 0.63 | % | | | 1.87 | % | | | 18 | % |
IB | | | 27.45 | | | | 0.45 | | | | (0.47 | ) | | | (0.02 | ) | | | (0.44 | ) | | | — | | | | (0.44 | ) | | | 26.99 | | | | (0.07 | ) | | | 300,945 | | | | 0.90 | | | | 0.88 | | | | 1.62 | | | | 18 | |
|
Hartford Capital Appreciation HLS Fund | |
|
For the Six-Month Period Ended June 30, 2020 (Unaudited) | |
IA | | $ | 46.05 | | | $ | 0.24 | | | $ | (1.84 | ) | | $ | (1.60 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | 44.45 | | | | (3.47 | )%(4) | | $ | 3,479,482 | | | | 0.68 | %(5) | | | 0.68 | %(5) | | | 1.13 | %(5) | | | 51 | % |
IB | | | 45.24 | | | | 0.18 | | | | (1.80 | ) | | | (1.62 | ) | | | — | | | | — | | | | — | | | | 43.62 | | | | (3.58 | )(4) | | | 425,480 | | | | 0.93 | (5) | | | 0.93 | (5) | | | 0.88 | (5) | | | 51 | |
IC | | | 45.45 | | | | 0.13 | | | | (1.81 | ) | | | (1.68 | ) | | | — | | | | — | | | | — | | | | 43.77 | | | | (3.70 | )(4) | | | 32,863 | | | | 1.18 | (5) | | | 1.18 | (5) | | | 0.64 | (5) | | | 51 | |
|
For the Year Ended December 31, 2019 | |
IA | | $ | 39.89 | | | $ | 0.48 | | | $ | 11.47 | | | $ | 11.95 | | | $ | (0.53 | ) | | $ | (5.26 | ) | | $ | (5.79 | ) | | $ | 46.05 | | | | 31.28 | % | | $ | 3,847,850 | | | | 0.68 | % | | | 0.68 | % | | | 1.06 | % | | | 56 | % |
IB | | | 39.28 | | | | 0.36 | | | | 11.28 | | | | 11.64 | | | | (0.42 | ) | | | (5.26 | ) | | | (5.68 | ) | | | 45.24 | | | | 30.96 | | | | 474,982 | | | | 0.93 | | | | 0.93 | | | | 0.81 | | | | 56 | |
IC | | | 39.54 | | | | 0.25 | | | | 11.34 | | | | 11.59 | | | | (0.42 | ) | | | (5.26 | ) | | | (5.68 | ) | | | 45.45 | | | | 30.63 | | | | 35,043 | | | | 1.18 | | | | 1.18 | | | | 0.56 | | | | 56 | |
|
For the Year Ended December 31, 2018 | |
IA | | $ | 48.16 | | | $ | 0.49 | | | $ | (3.33 | ) | | $ | (2.84 | ) | | $ | (0.43 | ) | | $ | (5.00 | ) | | $ | (5.43 | ) | | $ | 39.89 | | | | (6.96 | )% | | $ | 3,543,187 | | | | 0.67 | % | | | 0.67 | % | | | 1.03 | % | | | 73 | % |
IB | | | 47.48 | | | | 0.37 | | | | (3.26 | ) | | | (2.89 | ) | | | (0.31 | ) | | | (5.00 | ) | | | (5.31 | ) | | | 39.28 | | | | (7.18 | ) | | | 432,334 | | | | 0.92 | | | | 0.92 | | | | 0.77 | | | | 73 | |
IC | | | 47.76 | | | | 0.25 | | | | (3.26 | ) | | | (3.01 | ) | | | (0.21 | ) | | | (5.00 | ) | | | (5.21 | ) | | | 39.54 | | | | (7.41 | ) | | | 27,679 | | | | 1.17 | | | | 1.17 | | | | 0.53 | | | | 73 | |
|
For the Year Ended December 31, 2017 | |
IA | | $ | 42.05 | | | $ | 0.43 | | | $ | 8.83 | | | $ | 9.26 | | | $ | (0.54 | ) | | $ | (2.61 | ) | | $ | (3.15 | ) | | $ | 48.16 | | | | 22.14 | % | | $ | 4,457,603 | | | | 0.68 | % | | | 0.68 | % | | | 0.91 | % | | | 75 | % |
IB | | | 41.50 | | | | 0.30 | | | | 8.70 | | | | 9.00 | | | | (0.41 | ) | | | (2.61 | ) | | | (3.02 | ) | | | 47.48 | | | | 21.82 | | | | 569,615 | | | | 0.93 | | | | 0.93 | | | | 0.66 | | | | 75 | |
IC | | | 41.76 | | | | 0.19 | | | | 8.74 | | | | 8.93 | | | | (0.32 | ) | | | (2.61 | ) | | | (2.93 | ) | | | 47.76 | | | | 21.50 | | | | 29,979 | | | | 1.18 | | | | 1.18 | | | | 0.41 | | | | 75 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 44.44 | | | $ | 0.41 | | | $ | 1.94 | | | $ | 2.35 | | | $ | (0.47 | ) | | $ | (4.27 | ) | | $ | (4.74 | ) | | $ | 42.05 | | | | 5.52 | % | | $ | 4,555,454 | | | | 0.68 | % | | | 0.68 | % | | | 0.97 | % | | | 103 | % |
IB | | | 43.93 | | | | 0.30 | | | | 1.90 | | | | 2.20 | | | | (0.36 | ) | | | (4.27 | ) | | | (4.63 | ) | | | 41.50 | | | | 5.24 | | | | 558,022 | | | | 0.93 | | | | 0.93 | | | | 0.72 | | | | 103 | |
IC | | | 44.21 | | | | 0.19 | | | | 1.92 | | | | 2.11 | | | | (0.29 | ) | | | (4.27 | ) | | | (4.56 | ) | | | 41.76 | | | | 4.99 | | | | 21,579 | | | | 1.18 | | | | 1.18 | | | | 0.46 | | | | 103 | |
|
For the Year Ended December 31, 2015 | |
IA | | $ | 54.71 | | | $ | 0.43 | | | $ | 0.38 | | | $ | 0.81 | | | $ | (0.43 | ) | | $ | (10.65 | ) | | $ | (11.08 | ) | | $ | 44.44 | | | | 1.02 | % | | $ | 5,701,269 | | | | 0.67 | % | | | 0.67 | % | | | 0.84 | % | | | 75 | % |
IB | | | 54.20 | | | | 0.30 | | | | 0.39 | | | | 0.69 | | | | (0.31 | ) | | | (10.65 | ) | | | (10.96 | ) | | | 43.93 | | | | 0.79 | | | | 641,548 | | | | 0.92 | | | | 0.92 | | | | 0.59 | | | | 75 | |
IC | | | 54.59 | | | | 0.17 | | | | 0.39 | | | | 0.56 | | | | (0.29 | ) | | | (10.65 | ) | | | (10.94 | ) | | | 44.21 | | | | 0.53 | | | | 16,215 | | | | 1.17 | | | | 1.17 | | | | 0.34 | | | | 75 | |
The accompanying notes are an integral part of these financial statements.
Financial Highlights – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — Selected Per-Share Data(1) — | | | — Ratios and Supplemental Data — | |
Class | | Net Asset Value at Beginning of Period | | | Net Investment Income (Loss) | | | Net Realized and Unrealized Gain (Loss) on Investments | | | Total from Investment Operations | | | Dividends from Net Investment Income | | | Distributions from Capital Gains | | | Total Dividends and Distributions | | | Net Asset Value at End of Period | | | Total Return(2) | | | Net Assets at End of Period (000s) | | | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | | | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | | | Ratio of Net Investment Income (Loss) to Average Net Assets | | | Portfolio Turnover | |
|
Hartford Disciplined Equity HLS Fund | |
|
For the Six-Month Period Ended June 30, 2020 (Unaudited) | |
IA | | $ | 15.97 | | | $ | 0.06 | | | $ | (0.73 | ) | | $ | (0.67 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | 15.30 | | | | (4.20 | )%(4) | | $ | 512,033 | | | | 0.74 | %(5) | | | 0.74 | %(5) | | | 0.85 | %(5) | | | 13 | % |
IB | | | 15.76 | | | | 0.04 | | | | (0.72 | ) | | | (0.68 | ) | | | — | | | | — | | | | — | | | | 15.08 | | | | (4.31 | )(4) | | | 70,568 | | | | 0.99 | (5) | | | 0.99 | (5) | | | 0.60 | (5) | | | 13 | |
|
For the Year Ended December 31, 2019 | |
IA | | $ | 13.59 | | | $ | 0.13 | | | $ | 4.26 | | | $ | 4.39 | | | $ | (0.14 | ) | | $ | (1.87 | ) | | $ | (2.01 | ) | | $ | 15.97 | | | | 34.12 | % | | $ | 573,688 | | | | 0.78 | % | | | 0.78 | % | | | 0.82 | % | | | 15 | % |
IB | | | 13.44 | | | | 0.09 | | | | 4.20 | | | | 4.29 | | | | (0.10 | ) | | | (1.87 | ) | | | (1.97 | ) | | | 15.76 | | | | 33.76 | | | | 80,224 | | | | 1.03 | | | | 1.03 | | | | 0.57 | | | | 15 | |
|
For the Year Ended December 31, 2018 | |
IA | | $ | 15.43 | | | $ | 0.11 | | | $ | (0.27 | ) | | $ | (0.16 | ) | | $ | (0.11 | ) | | $ | (1.57 | ) | | $ | (1.68 | ) | | $ | 13.59 | | | | (1.99 | )% | | $ | 501,718 | | | | 0.78 | % | | | 0.78 | % | | | 0.72 | % | | | 22 | % |
IB | | | 15.27 | | | | 0.07 | | | | (0.26 | ) | | | (0.19 | ) | | | (0.07 | ) | | | (1.57 | ) | | | (1.64 | ) | | | 13.44 | | | | (2.23 | ) | | | 68,462 | | | | 1.03 | | | | 1.03 | | | | 0.47 | | | | 22 | |
|
For the Year Ended December 31, 2017 | |
IA | | $ | 14.30 | | | $ | 0.15 | | | $ | 2.83 | | | $ | 2.98 | | | $ | (0.14 | ) | | $ | (1.71 | ) | | $ | (1.85 | ) | | $ | 15.43 | | | | 21.92 | % | | $ | 613,037 | | | | 0.78 | % | | | 0.78 | % | | | 1.00 | % | | | 30 | % |
IB | | | 14.17 | | | | 0.11 | | | | 2.80 | | | | 2.91 | | | | (0.10 | ) | | | (1.71 | ) | | | (1.81 | ) | | | 15.27 | | | | 21.63 | | | | 84,377 | | | | 1.03 | | | | 1.03 | | | | 0.76 | | | | 30 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 15.58 | | | $ | 0.11 | | | $ | 0.77 | | | $ | 0.88 | | | $ | (0.13 | ) | | $ | (2.03 | ) | | $ | (2.16 | ) | | $ | 14.30 | | | | 5.76 | % | | $ | 587,089 | | | | 0.79 | % | | | 0.79 | % | | | 0.76 | % | | | 33 | % |
IB | | | 15.46 | | | | 0.08 | | | | 0.75 | | | | 0.83 | | | | (0.09 | ) | | | (2.03 | ) | | | (2.12 | ) | | | 14.17 | | | | 5.49 | | | | 81,304 | | | | 1.04 | | | | 1.04 | | | | 0.51 | | | | 33 | |
|
For the Year Ended December 31, 2015 | |
IA | | $ | 20.99 | | | $ | 0.14 | | | $ | 1.41 | | | $ | 1.55 | | | $ | (0.13 | ) | | $ | (6.83 | ) | | $ | (6.96 | ) | | $ | 15.58 | | | | 6.83 | % | | $ | 648,747 | | | | 0.76 | % | | | 0.76 | % | | | 0.76 | % | | | 29 | % |
IB | | | 20.88 | | | | 0.10 | | | | 1.40 | | | | 1.50 | | | | (0.09 | ) | | | (6.83 | ) | | | (6.92 | ) | | | 15.46 | | | | 6.59 | | | | 91,844 | | | | 1.01 | | | | 1.01 | | | | 0.51 | | | | 29 | |
|
Hartford Dividend and Growth HLS Fund | |
|
For the Six-Month Period Ended June 30, 2020 (Unaudited) | |
IA | | $ | 22.08 | | | $ | 0.21 | | | $ | (2.69 | ) | | $ | (2.48 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | 19.60 | | | | (11.23 | )%(4) | | $ | 2,477,646 | | | | 0.69 | %(5) | | | 0.69 | %(5) | | | 2.16 | %(5) | | | 17 | % |
IB | | | 21.96 | | | | 0.19 | | | | (2.69 | ) | | | (2.50 | ) | | | — | | | | — | | | | — | | | | 19.46 | | | | (11.38 | )(4) | | | 322,686 | | | | 0.94 | (5) | | | 0.94 | (5) | | | 1.91 | (5) | | | 17 | |
|
For the Year Ended December 31, 2019 | |
IA | | $ | 19.91 | | | $ | 0.41 | | | $ | 4.91 | | | $ | 5.32 | | | $ | (0.40 | ) | | $ | (2.75 | ) | | $ | (3.15 | ) | | $ | 22.08 | | | | 28.60 | % | | $ | 2,916,542 | | | | 0.68 | % | | | 0.68 | % | | | 1.85 | % | | | 19 | % |
IB | | | 19.82 | | | | 0.35 | | | | 4.89 | | | | 5.24 | | | | (0.35 | ) | | | (2.75 | ) | | | (3.10 | ) | | | 21.96 | | | | 28.30 | | | | 393,014 | | | | 0.93 | | | | 0.93 | | | | 1.60 | | | | 19 | |
|
For the Year Ended December 31, 2018 | |
IA | | $ | 23.95 | | | $ | 0.43 | | | $ | (1.45 | ) | | $ | (1.02 | ) | | $ | (0.44 | ) | | $ | (2.58 | ) | | $ | (3.02 | ) | | $ | 19.91 | | | | (5.32 | )% | | $ | 2,604,425 | | | | 0.68 | % | | | 0.68 | % | | | 1.84 | % | | | 28 | % |
IB | | | 23.85 | | | | 0.37 | | | | (1.44 | ) | | | (1.07 | ) | | | (0.38 | ) | | | (2.58 | ) | | | (2.96 | ) | | | 19.82 | | | | (5.56 | ) | | | 356,601 | | | | 0.93 | | | | 0.93 | | | | 1.59 | | | | 28 | |
|
For the Year Ended December 31, 2017 | |
IA | | $ | 22.10 | | | $ | 0.41 | | | $ | 3.48 | | | $ | 3.89 | | | $ | (0.38 | ) | | $ | (1.66 | ) | | $ | (2.04 | ) | | $ | 23.95 | | | | 18.36 | % | | $ | 3,179,540 | | | | 0.68 | % | | | 0.68 | % | | | 1.75 | % | | | 25 | % |
IB | | | 22.01 | | | | 0.35 | | | | 3.47 | | | | 3.82 | | | | (0.32 | ) | | | (1.66 | ) | | | (1.98 | ) | | | 23.85 | | | | 18.11 | | | | 440,111 | | | | 0.93 | | | | 0.93 | | | | 1.50 | | | | 25 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 22.09 | | | $ | 0.43 | | | $ | 2.67 | | | $ | 3.10 | | | $ | (0.44 | ) | | $ | (2.65 | ) | | $ | (3.09 | ) | | $ | 22.10 | | | | 14.89 | % | | $ | 3,013,788 | | | | 0.69 | % | | | 0.69 | % | | | 1.98 | % | | | 20 | % |
IB | | | 22.02 | | | | 0.38 | | | | 2.65 | | | | 3.03 | | | | (0.39 | ) | | | (2.65 | ) | | | (3.04 | ) | | | 22.01 | | | | 14.58 | | | | 438,200 | | | | 0.94 | | | | 0.94 | | | | 1.73 | | | | 20 | |
|
For the Year Ended December 31, 2015 | |
IA | | $ | 26.45 | | | $ | 0.46 | | | $ | (0.70 | ) | | $ | (0.24 | ) | | $ | (0.43 | ) | | $ | (3.69 | ) | | $ | (4.12 | ) | | $ | 22.09 | | | | (1.16 | )% | | $ | 2,991,811 | | | | 0.67 | % | | | 0.67 | % | | | 1.84 | % | | | 20 | % |
IB | | | 26.38 | | | | 0.40 | | | | (0.70 | ) | | | (0.30 | ) | | | (0.37 | ) | | | (3.69 | ) | | | (4.06 | ) | | | 22.02 | | | | (1.41 | ) | | | 449,693 | | | | 0.92 | | | | 0.92 | | | | 1.59 | | | | 20 | |
|
Hartford Global Growth HLS Fund | |
|
For the Six-Month Period Ended June 30, 2020 (Unaudited) | |
IA | | $ | 27.86 | | | $ | 0.06 | | | $ | 2.24 | | | $ | 2.30 | | | $ | — | | | $ | — | | | $ | — | | | $ | 30.16 | | | | 8.26 | %(4) | | $ | 441,217 | | | | 0.81 | %(5) | | | 0.81 | %(5) | | | 0.43 | %(5) | | | 27 | % |
IB | | | 27.53 | | | | 0.02 | | | | 2.22 | | | | 2.24 | | | | — | | | | — | | | | — | | | | 29.77 | | | | 8.14 | (4) | | | 79,460 | | | | 1.06 | (5) | | | 1.06 | (5) | | | 0.18 | (5) | | | 27 | |
|
For the Year Ended December 31, 2019 | |
IA | | $ | 24.54 | | | $ | 0.11 | | | $ | 7.46 | | | $ | 7.57 | | | $ | (0.12 | ) | | $ | (4.13 | ) | | $ | (4.25 | ) | | $ | 27.86 | | | | 32.61 | % | | $ | 438,288 | | | | 0.80 | % | | | 0.80 | % | | | 0.40 | % | | | 49 | % |
IB | | | 24.28 | | | | 0.04 | | | | 7.38 | | | | 7.42 | | | | (0.04 | ) | | | (4.13 | ) | | | (4.17 | ) | | | 27.53 | | | | 32.29 | | | | 81,161 | | | | 1.05 | | | | 1.05 | | | | 0.15 | | | | 49 | |
The accompanying notes are an integral part of these financial statements.
Financial Highlights – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — Selected Per-Share Data(1) — | | | — Ratios and Supplemental Data — | |
Class | | Net Asset Value at Beginning of Period | | | Net Investment Income (Loss) | | | Net Realized and Unrealized Gain (Loss) on Investments | | | Total from Investment Operations | | | Dividends from Net Investment Income | | | Distributions from Capital Gains | | | Total Dividends and Distributions | | | Net Asset Value at End of Period | | | Total Return(2) | | | Net Assets at End of Period (000s) | | | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | | | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | | | Ratio of Net Investment Income (Loss) to Average Net Assets | | | Portfolio Turnover | |
|
Hartford Global Growth HLS Fund – (continued) | |
|
For the Year Ended December 31, 2018 | |
IA | | $ | 27.89 | | | $ | 0.11 | | | $ | (0.83 | ) | | $ | (0.72 | ) | | $ | (0.15 | ) | | $ | (2.48 | ) | | $ | (2.63 | ) | | $ | 24.54 | | | | (3.81 | )% | | $ | 375,825 | | | | 0.80 | % | | | 0.80 | % | | | 0.37 | % | | | 55 | % |
IB | | | 27.63 | | | | 0.04 | | | | (0.83 | ) | | | (0.79 | ) | | | (0.08 | ) | | | (2.48 | ) | | | (2.56 | ) | | | 24.28 | | | | (4.07 | ) | | | 71,370 | | | | 1.05 | | | | 1.05 | | | | 0.12 | | | | 55 | |
|
For the Year Ended December 31, 2017 | |
IA | | $ | 22.14 | | | $ | 0.14 | | | $ | 6.99 | | | $ | 7.13 | | | $ | (0.14 | ) | | $ | (1.24 | ) | | $ | (1.38 | ) | | $ | 27.89 | | | | 32.73 | % | | $ | 432,581 | | | | 0.81 | % | | | 0.81 | % | | | 0.56 | % | | | 58 | % |
IB | | | 21.95 | | | | 0.08 | | | | 6.91 | | | | 6.99 | | | | (0.07 | ) | | | (1.24 | ) | | | (1.31 | ) | | | 27.63 | | | | 32.37 | | | | 84,442 | | | | 1.06 | | | | 1.06 | | | | 0.31 | | | | 58 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 24.39 | | | $ | 0.13 | | | $ | 0.40 | | | $ | 0.53 | | | $ | (0.17 | ) | | $ | (2.61 | ) | | $ | (2.78 | ) | | $ | 22.14 | | | | 1.95 | % | | $ | 347,375 | | | | 0.82 | % | | | 0.82 | % | | | 0.55 | % | | | 65 | % |
IB | | | 24.19 | | | | 0.07 | | | | 0.39 | | | | 0.46 | | | | (0.09 | ) | | | (2.61 | ) | | | (2.70 | ) | | | 21.95 | | | | 1.71 | | | | 72,531 | | | | 1.07 | | | | 1.07 | | | | 0.30 | | | | 65 | |
|
For the Year Ended December 31, 2015 | |
IA | | $ | 23.74 | | | $ | 0.15 | | | $ | 1.77 | | | $ | 1.92 | | | $ | (0.13 | ) | | $ | (1.14 | ) | | $ | (1.27 | ) | | $ | 24.39 | | | | 8.04 | % | | $ | 392,302 | | | | 0.81 | % | | | 0.81 | % | | | 0.62 | % | | | 67 | % |
IB | | | 23.56 | | | | 0.09 | | | | 1.75 | | | | 1.84 | | | | (0.07 | ) | | | (1.14 | ) | | | (1.21 | ) | | | 24.19 | | | | 7.76 | | | | 86,759 | | | | 1.06 | | | | 1.06 | | | | 0.38 | | | | 67 | |
|
Hartford Growth Opportunities HLS Fund | |
|
For the Six-Month Period Ended June 30, 2020 (Unaudited) | |
IA | | $ | 35.44 | | | $ | (0.02 | ) | | $ | 7.49 | | | $ | 7.47 | | | $ | — | | | $ | — | | | $ | — | | | $ | 42.91 | | | | 21.14 | %(4) | | $ | 1,593,711 | | | | 0.65 | %(5) | | | 0.65 | %(5) | | | (0.13 | )%(5) | | | 61 | % |
IB | | | 33.25 | | | | (0.06 | ) | | | 7.02 | | | | 6.96 | | | | — | | | | — | | | | — | | | | 40.21 | | | | 20.97 | (4) | | | 171,586 | | | | 0.90 | (5) | | | 0.90 | (5) | | | (0.38 | )(5) | | | 61 | |
IC | | | 34.08 | | | | (0.11 | ) | | | 7.19 | | | | 7.08 | | | | — | | | | — | | | | — | | | | 41.16 | | | | 20.81 | (4) | | | 63,189 | | | | 1.15 | (5) | | | 1.15 | (5) | | | (0.63 | )(5) | | | 61 | |
|
For the Year Ended December 31, 2019 | |
IA | | $ | 33.79 | | | $ | (0.09 | ) | | $ | 9.99 | | | $ | 9.90 | | | $ | — | | | $ | (8.25 | ) | | $ | (8.25 | ) | | $ | 35.44 | | | | 30.68 | % | | $ | 1,389,571 | | | | 0.65 | % | | | 0.65 | % | | | (0.22 | )% | | | 66 | % |
IB | | | 32.19 | | | | (0.17 | ) | | | 9.48 | | | | 9.31 | | | | — | | | | (8.25 | ) | | | (8.25 | ) | | | 33.25 | | | | 30.35 | | | | 152,577 | | | | 0.90 | | | | 0.90 | | | | (0.47 | ) | | | 66 | |
IC | | | 32.90 | | | | (0.27 | ) | | | 9.70 | | | | 9.43 | | | | — | | | | (8.25 | ) | | | (8.25 | ) | | | 34.08 | | | | 30.04 | | | | 52,525 | | | | 1.15 | | | | 1.15 | | | | (0.72 | ) | | | 66 | |
|
For the Year Ended December 31, 2018 | |
IA | | $ | 38.42 | | | $ | (0.05 | ) | | $ | 1.17 | | | $ | 1.12 | | | $ | — | | | $ | (5.75 | ) | | $ | (5.75 | ) | | $ | 33.79 | | | | 0.53 | % | | $ | 1,188,514 | | | | 0.65 | % | | | 0.65 | % | | | (0.12 | )% | | | 118 | % |
IB | | | 36.91 | | | | (0.14 | ) | | | 1.17 | | | | 1.03 | | | | — | | | | (5.75 | ) | | | (5.75 | ) | | | 32.19 | | | | 0.29 | | | | 132,629 | | | | 0.90 | | | | 0.90 | | | | (0.37 | ) | | | 118 | |
IC | | | 37.71 | | | | (0.25 | ) | | | 1.19 | | | | 0.94 | | | | — | | | | (5.75 | ) | | | (5.75 | ) | | | 32.90 | | | | 0.04 | | | | 36,321 | | | | 1.15 | | | | 1.15 | | | | (0.62 | ) | | | 118 | |
|
For the Year Ended December 31, 2017 | |
IA | | $ | 29.83 | | | $ | (0.05 | ) | | $ | 9.09 | | | $ | 9.04 | | | $ | — | | | $ | (0.45 | ) | | $ | (0.45 | ) | | $ | 38.42 | | | | 30.45 | % | | $ | 1,326,201 | | | | 0.66 | % | | | 0.66 | % | | | (0.15 | )% | | | 99 | % |
IB | | | 28.74 | | | | (0.13 | ) | | | 8.75 | | | | 8.62 | | | | — | | | | (0.45 | ) | | | (0.45 | ) | | | 36.91 | | | | 30.14 | | | | 149,212 | | | | 0.91 | | | | 0.91 | | | | (0.40 | ) | | | 99 | |
IC | | | 29.43 | | | | (0.22 | ) | | | 8.95 | | | | 8.73 | | | | — | | | | (0.45 | ) | | | (0.45 | ) | | | 37.71 | | | | 29.80 | | | | 34,033 | | | | 1.16 | | | | 1.16 | | | | (0.65 | ) | | | 99 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 34.86 | | | $ | (0.04 | ) | | $ | 0.06 | (7) | | $ | 0.02 | | | $ | (0.15 | ) | | $ | (4.90 | ) | | $ | (5.05 | ) | | $ | 29.83 | | | | (0.49 | )% | | $ | 1,145,176 | | | | 0.65 | % | | | 0.65 | % | | | (0.11 | )% | | | 138 | % |
IB | | | 33.76 | | | | (0.11 | ) | | | 0.04 | (7) | | | (0.07 | ) | | | (0.05 | ) | | | (4.90 | ) | | | (4.95 | ) | | | 28.74 | | | | (0.77 | ) | | | 132,149 | | | | 0.90 | | | | 0.90 | | | | (0.35 | ) | | | 138 | |
IC | | | 34.57 | | | | (0.19 | ) | | | 0.04 | (7) | | | (0.15 | ) | | | (0.09 | ) | | | (4.90 | ) | | | (4.99 | ) | | | 29.43 | | | | (1.01 | ) | | | 25,550 | | | | 1.15 | | | | 1.15 | | | | (0.61 | ) | | | 138 | |
|
For the Year Ended December 31, 2015 | |
IA | | $ | 38.88 | | | $ | 0.02 | | | $ | 4.66 | | | $ | 4.68 | | | $ | (0.05 | ) | | $ | (8.65 | ) | | $ | (8.70 | ) | | $ | 34.86 | | | | 11.74 | % | | $ | 1,197,187 | | | | 0.65 | % | | | 0.65 | % | | | 0.05 | % | | | 109 | % |
IB | | | 37.93 | | | | (0.08 | ) | | | 4.56 | | | | 4.48 | | | | — | | | | (8.65 | ) | | | (8.65 | ) | | | 33.76 | | | | 11.47 | | | | 158,304 | | | | 0.90 | | | | 0.90 | | | | (0.20 | ) | | | 109 | |
IC | | | 38.75 | | | | (0.18 | ) | | | 4.65 | | | | 4.47 | | | | — | | | | (8.65 | ) | | | (8.65 | ) | | | 34.57 | | | | 11.18 | | | | 20,495 | | | | 1.16 | | | | 1.16 | | | | (0.48 | ) | | | 109 | |
|
Hartford Healthcare HLS Fund | |
|
For the Six-Month Period Ended June 30, 2020 (Unaudited) | |
IA | | $ | 23.67 | | | $ | 0.02 | | | $ | 1.10 | | | $ | 1.12 | | | $ | — | | | $ | — | | | $ | — | | | $ | 24.79 | | | | 4.73 | %(4) | | $ | 176,234 | | | | 0.91 | %(5) | | | 0.91 | %(5) | | | 0.15 | %(5) | | | 28 | % |
IB | | | 22.12 | | | | (0.01 | ) | | | 1.03 | | | | 1.02 | | | | — | | | | — | | | | — | | | | 23.14 | | | | 4.61 | (4) | | | 39,969 | | | | 1.16 | (5) | | | 1.16 | (5) | | | (0.10 | )(5) | | | 28 | |
|
For the Year Ended December 31, 2019 | |
IA | | $ | 20.56 | | | $ | 0.03 | | | $ | 6.31 | | | $ | 6.34 | | | $ | — | | | $ | (3.23 | ) | | $ | (3.23 | ) | | $ | 23.67 | | | | 33.95 | % | | $ | 191,260 | | | | 0.91 | % | | | 0.91 | % | | | 0.11 | % | | | 42 | % |
IB | | | 19.44 | | | | (0.03 | ) | | | 5.94 | | | | 5.91 | | | | — | | | | (3.23 | ) | | | (3.23 | ) | | | 22.12 | | | | 33.68 | | | | 41,992 | | | | 1.16 | | | | 1.16 | | | | (0.16 | ) | | | 42 | |
The accompanying notes are an integral part of these financial statements.
Financial Highlights – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — Selected Per-Share Data(1) — | | | — Ratios and Supplemental Data — | |
Class | | Net Asset Value at Beginning of Period | | | Net Investment Income (Loss) | | | Net Realized and Unrealized Gain (Loss) on Investments | | | Total from Investment Operations | | | Dividends from Net Investment Income | | | Distributions from Capital Gains | | | Total Dividends and Distributions | | | Net Asset Value at End of Period | | | Total Return(2) | | | Net Assets at End of Period (000s) | | | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | | | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | | | Ratio of Net Investment Income (Loss) to Average Net Assets | | | Portfolio Turnover | |
|
Hartford Healthcare HLS Fund – (continued) | |
|
For the Year Ended December 31, 2018 | |
IA | | $ | 22.46 | | | $ | — | | | $ | (0.41 | ) | | $ | (0.41 | ) | | $ | (0.02 | ) | | $ | (1.47 | ) | | $ | (1.49 | ) | | $ | 20.56 | | | | (2.67 | )% | | $ | 249,144 | | | | 0.89 | % | | | 0.89 | % | | | (0.01 | )% | | | 29 | % |
IB | | | 21.35 | | | | (0.06 | ) | | | (0.38 | ) | | | (0.44 | ) | | | — | | | | (1.47 | ) | | | (1.47 | ) | | | 19.44 | | | | (2.96 | ) | | | 36,576 | | | | 1.14 | | | | 1.14 | | | | (0.26 | ) | | | 29 | |
|
For the Year Ended December 31, 2017 | |
IA | | $ | 21.46 | | | $ | 0.01 | | | $ | 4.69 | | | $ | 4.70 | | | $ | — | | | $ | (3.70 | ) | | $ | (3.70 | ) | | $ | 22.46 | | | | 22.26 | % | | $ | 290,603 | | | | 0.89 | % | | | 0.89 | % | | | 0.04 | % | | | 18 | % |
IB | | | 20.60 | | | | (0.05 | ) | | | 4.50 | | | | 4.45 | | | | — | | | | (3.70 | ) | | | (3.70 | ) | | | 21.35 | | | | 21.96 | | | | 44,796 | | | | 1.14 | | | | 1.14 | | | | (0.21 | ) | | | 18 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 30.32 | | | $ | 0.01 | | | $ | (2.37 | ) | | $ | (2.36 | ) | | $ | (0.99 | ) | | $ | (5.51 | ) | | $ | (6.50 | ) | | $ | 21.46 | | | | (8.39 | )% | | $ | 246,494 | | | | 0.89 | % | | | 0.89 | % | | | 0.05 | % | | | 36 | % |
IB | | | 29.36 | | | | (0.05 | ) | | | (2.30 | ) | | | (2.35 | ) | | | (0.90 | ) | | | (5.51 | ) | | | (6.41 | ) | | | 20.60 | | | | (8.64 | ) | | | 44,149 | | | | 1.14 | | | | 1.14 | | | | (0.20 | ) | | | 36 | |
|
For the Year Ended December 31, 2015 | |
IA | | $ | 30.02 | | | $ | — | | | $ | 4.08 | | | $ | 4.08 | | | $ | — | | | $ | (3.78 | ) | | $ | (3.78 | ) | | $ | 30.32 | | | | 13.21 | % | | $ | 360,783 | | | | 0.86 | % | | | 0.86 | % | | | (0.01 | )% | | | 38 | % |
IB | | | 29.23 | | | | (0.08 | ) | | | 3.99 | | | | 3.91 | | | | — | | | | (3.78 | ) | | | (3.78 | ) | | | 29.36 | | | | 12.98 | | | | 62,644 | | | | 1.11 | | | | 1.11 | | | | (0.26 | ) | | | 38 | |
|
Hartford High Yield HLS Fund | |
|
For the Six-Month Period Ended June 30, 2020 (Unaudited) | |
IA | | $ | 8.04 | | | $ | 0.19 | | | $ | (0.53 | ) | | $ | (0.34 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | 7.70 | | | | (4.23 | )%(4) | | $ | 170,776 | | | | 0.78 | %(5) | | | 0.75 | %(5) | | | 5.01 | %(5) | | | 27 | % |
IB | | | 7.89 | | | | 0.18 | | | | (0.52 | ) | | | (0.34 | ) | | | — | | | | — | | | | — | | | | 7.55 | | | | (4.31 | )(4) | | | 52,187 | | | | 1.03 | (5) | | | 1.00 | (5) | | | 4.76 | (5) | | | 27 | |
|
For the Year Ended December 31, 2019 | |
IA | | $ | 7.45 | | | $ | 0.43 | (8) | | $ | 0.67 | (8) | | $ | 1.10 | | | $ | (0.51 | ) | | $ | — | | | $ | (0.51 | ) | | $ | 8.04 | | | | 15.06 | % | | $ | 192,532 | | | | 0.77 | % | | | 0.77 | % | | | 5.39 | %(8) | | | 41 | % |
IB | | | 7.32 | | | | 0.40 | (8) | | | 0.66 | (8) | | | 1.06 | | | | (0.49 | ) | | | — | | | | (0.49 | ) | | | 7.89 | | | | 14.73 | | | | 58,734 | | | | 1.02 | | | | 1.02 | | | | 5.14 | (8) | | | 41 | |
|
For the Year Ended December 31, 2018 | |
IA | | $ | 8.20 | | | $ | 0.43 | | | $ | (0.69 | ) | | $ | (0.26 | ) | | $ | (0.49 | ) | | $ | — | | | $ | (0.49 | ) | | $ | 7.45 | | | | (3.44 | )% | | $ | 190,681 | | | | 0.77 | % | | | 0.77 | % | | | 5.39 | % | | | 26 | % |
IB | | | 8.06 | | | | 0.41 | | | | (0.68 | ) | | | (0.27 | ) | | | (0.47 | ) | | | — | | | | (0.47 | ) | | | 7.32 | | | | (3.66 | ) | | | 58,726 | | | | 1.02 | | | | 1.02 | | | | 5.14 | | | | 26 | |
|
For the Year Ended December 31, 2017 | |
IA | | $ | 8.11 | | | $ | 0.45 | | | $ | 0.15 | | | $ | 0.60 | | | $ | (0.51 | ) | | $ | — | | | $ | (0.51 | ) | | $ | 8.20 | | | | 7.60 | % | | $ | 230,101 | | | | 0.77 | % | | | 0.77 | % | | | 5.42 | % | | | 43 | % |
IB | | | 7.98 | | | | 0.42 | | | | 0.15 | | | | 0.57 | | | | (0.49 | ) | | | — | | | | (0.49 | ) | | | 8.06 | | | | 7.31 | | | | 71,389 | | | | 1.02 | | | | 1.02 | | | | 5.17 | | | | 43 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 7.55 | | | $ | 0.44 | | | $ | 0.62 | | | $ | 1.06 | | | $ | (0.50 | ) | | $ | — | | | $ | (0.50 | ) | | $ | 8.11 | | | | 14.25 | % | | $ | 244,212 | | | | 0.79 | % | | | 0.79 | % | | | 5.52 | % | | | 41 | % |
IB | | | 7.43 | | | | 0.41 | | | | 0.62 | | | | 1.03 | | | | (0.48 | ) | | | — | | | | (0.48 | ) | | | 7.98 | | | | 13.99 | | | | 77,573 | | | | 1.04 | | | | 1.04 | | | | 5.27 | | | | 41 | |
|
For the Year Ended December 31, 2015 | |
IA | | $ | 8.45 | | | $ | 0.45 | | | $ | (0.79 | ) | | $ | (0.34 | ) | | $ | (0.56 | ) | | $ | — | | | $ | (0.56 | ) | | $ | 7.55 | | | | (4.30 | )% | | $ | 251,313 | | | | 0.76 | % | | | 0.76 | % | | | 5.40 | % | | | 34 | % |
IB | | | 8.32 | | | | 0.42 | | | | (0.77 | ) | | | (0.35 | ) | | | (0.54 | ) | | | — | | | | (0.54 | ) | | | 7.43 | | | | (4.56 | ) | | | 77,013 | | | | 1.01 | | | | 1.01 | | | | 5.15 | | | | 34 | |
|
Hartford International Opportunities HLS Fund | |
|
For the Six-Month Period Ended June 30, 2020 (Unaudited) | |
IA | | $ | 16.56 | | | $ | 0.08 | | | $ | (1.05 | ) | | $ | (0.97 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | 15.59 | | | | (5.86 | )%(4) | | $ | 916,529 | | | | 0.76 | %(5) | | | 0.76 | %(5) | | | 1.08 | %(5) | | | 60 | % |
IB | | | 16.80 | | | | 0.06 | | | | (1.07 | ) | | | (1.01 | ) | | | — | | | | — | | | | — | | | | 15.79 | | | | (6.01 | )(4) | | | 119,941 | | | | 1.01 | (5) | | | 1.01 | (5) | | | 0.84 | (5) | | | 60 | |
|
For the Year Ended December 31, 2019 | |
IA | | $ | 13.91 | | | $ | 0.27 | | | $ | 3.30 | | | $ | 3.57 | | | $ | (0.30 | ) | | $ | (0.62 | ) | | $ | (0.92 | ) | | $ | 16.56 | | | | 26.43 | % | | $ | 1,093,030 | | | | 0.74 | % | | | 0.74 | % | | | 1.74 | % | | | 88 | % |
IB | | | 14.09 | | | | 0.24 | | | | 3.35 | | | | 3.59 | | | | (0.26 | ) | | | (0.62 | ) | | | (0.88 | ) | | | 16.80 | | | | 26.14 | | | | 135,655 | | | | 0.99 | | | | 0.99 | | | | 1.48 | | | | 88 | |
|
For the Year Ended December 31, 2018 | |
IA | | $ | 17.46 | | | $ | 0.26 | | | $ | (3.49 | ) | | $ | (3.23 | ) | | $ | (0.32 | ) | | $ | — | | | $ | (0.32 | ) | | $ | 13.91 | | | | (18.74 | )% | | $ | 1,000,295 | | | | 0.73 | % | | | 0.73 | % | | | 1.55 | % | | | 80 | % |
IB | | | 17.68 | | | | 0.22 | | | | (3.53 | ) | | | (3.31 | ) | | | (0.28 | ) | | | — | | | | (0.28 | ) | | | 14.09 | | | | (18.96 | ) | | | 120,635 | | | | 0.98 | | | | 0.98 | | | | 1.28 | | | | 80 | |
|
For the Year Ended December 31, 2017 | |
IA | | $ | 14.14 | | | $ | 0.24 | | | $ | 3.31 | | | $ | 3.55 | | | $ | (0.23 | ) | | $ | — | | | $ | (0.23 | ) | | $ | 17.46 | | | | 25.25 | % | | $ | 1,418,078 | | | | 0.73 | % | | | 0.73 | % | | | 1.46 | % | | | 91 | % |
IB | | | 14.31 | | | | 0.21 | | | | 3.35 | | | | 3.56 | | | | (0.19 | ) | | | — | | | | (0.19 | ) | | | 17.68 | | | | 24.99 | | | | 162,442 | | | | 0.98 | | | | 0.98 | | | | 1.28 | | | | 91 | |
The accompanying notes are an integral part of these financial statements.
Financial Highlights – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — Selected Per-Share Data(1) — | | | — Ratios and Supplemental Data — | |
Class | | Net Asset Value at Beginning of Period | | | Net Investment Income (Loss) | | | Net Realized and Unrealized Gain (Loss) on Investments | | | Total from Investment Operations | | | Dividends from Net Investment Income | | | Distributions from Capital Gains | | | Total Dividends and Distributions | | | Net Asset Value at End of Period | | | Total Return(2) | | | Net Assets at End of Period (000s) | | | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | | | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | | | Ratio of Net Investment Income (Loss) to Average Net Assets | | | Portfolio Turnover | |
|
Hartford International Opportunities HLS Fund – (continued) | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 14.19 | | | $ | 0.24 | | | $ | (0.06 | ) | | $ | 0.18 | | | $ | (0.23 | ) | | $ | — | | | $ | (0.23 | ) | | $ | 14.14 | | | | 1.26 | % | | $ | 1,086,762 | | | | 0.76 | % | | | 0.76 | % | | | 1.74 | % | | | 95 | % |
IB | | | 14.36 | | | | 0.21 | | | | (0.07 | ) | | | 0.14 | | | | (0.19 | ) | | | — | | | | (0.19 | ) | | | 14.31 | | | | 0.94 | | | | 147,343 | | | | 1.01 | | | | 1.01 | | | | 1.50 | | | | 95 | |
|
For the Year Ended December 31, 2015 | |
IA | | $ | 14.13 | | | $ | 0.22 | | | $ | 0.06 | | | $ | 0.28 | | | $ | (0.22 | ) | | $ | — | | | $ | (0.22 | ) | | $ | 14.19 | | | | 1.88 | % | | $ | 1,146,250 | | | | 0.74 | % | | | 0.74 | % | | | 1.47 | % | | | 68 | % |
IB | | | 14.29 | | | | 0.18 | | | | 0.06 | | | | 0.24 | | | | (0.17 | ) | | | — | | | | (0.17 | ) | | | 14.36 | | | | 1.65 | | | | 171,538 | | | | 0.99 | | | | 0.99 | | | | 1.21 | | | | 68 | |
|
Hartford MidCap HLS Fund | |
|
For the Six-Month Period Ended June 30, 2020 (Unaudited) | |
IA | | $ | 38.17 | | | $ | 0.01 | | | $ | (1.94 | ) | | $ | (1.93 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | 36.24 | | | | (5.06 | )%(4) | | $ | 1,778,723 | | | | 0.70 | %(5) | | | 0.70 | %(5) | | | 0.06 | %(5) | | | 24 | % |
IB | | | 36.90 | | | | (0.03 | ) | | | (1.88 | ) | | | (1.91 | ) | | | — | | | | — | | | | — | | | | 34.99 | | | | (5.18 | )(4) | | | 46,474 | | | | 0.95 | (5) | | | 0.95 | (5) | | | (0.19 | )(5) | | | 24 | |
|
For the Year Ended December 31, 2019 | |
IA | | $ | 33.77 | | | $ | 0.05 | | | $ | 10.56 | | | $ | 10.61 | | | $ | (0.07 | ) | | $ | (6.14 | ) | | $ | (6.21 | ) | | $ | 38.17 | | | | 32.87 | % | | $ | 2,045,156 | | | | 0.69 | % | | | 0.69 | % | | | 0.12 | % | | | 29 | % |
IB | | | 32.85 | | | | (0.05 | ) | | | 10.24 | | | | 10.19 | | | | — | | | | (6.14 | ) | | | (6.14 | ) | | | 36.90 | | | | 32.49 | | | | 55,049 | | | | 0.94 | | | | 0.94 | | | | (0.12 | ) | | | 29 | |
|
For the Year Ended December 31, 2018 | |
IA | | $ | 40.10 | | | $ | 0.01 | | | $ | (2.35 | ) | | $ | (2.34 | ) | | $ | (0.01 | ) | | $ | (3.98 | ) | | $ | (3.99 | ) | | $ | 33.77 | | | | (7.44 | )% | | $ | 1,768,712 | | | | 0.69 | % | | | 0.69 | % | | | 0.03 | % | | | 35 | % |
IB | | | 39.18 | | | | (0.09 | ) | | | (2.26 | ) | | | (2.35 | ) | | | — | | | | (3.98 | ) | | | (3.98 | ) | | | 32.85 | | | | (7.65 | ) | | | 46,186 | | | | 0.94 | | | | 0.94 | | | | (0.22 | ) | | | 35 | |
|
For the Year Ended December 31, 2017 | |
IA | | $ | 33.83 | | | $ | 0.01 | | | $ | 8.11 | | | $ | 8.12 | | | $ | — | | | $ | (1.85 | ) | | $ | (1.85 | ) | | $ | 40.10 | | | | 24.47 | % | | $ | 2,156,044 | | | | 0.70 | % | | | 0.70 | % | | | 0.02 | % | | | 36 | % |
IB | | | 33.17 | | | | (0.08 | ) | | | 7.94 | | | | 7.86 | | | | — | | | | (1.85 | ) | | | (1.85 | ) | | | 39.18 | | | | 24.17 | | | | 58,850 | | | | 0.95 | | | | 0.95 | | | | (0.23 | ) | | | 36 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 33.66 | | | $ | 0.05 | | | $ | 3.80 | | | $ | 3.85 | | | $ | (0.06 | ) | | $ | (3.62 | ) | | $ | (3.68 | ) | | $ | 33.83 | | | | 11.98 | % | | $ | 1,721,029 | | | | 0.71 | % | | | 0.71 | % | | | 0.16 | % | | | 32 | % |
IB | | | 33.11 | | | | (0.03 | ) | | | 3.72 | | | | 3.69 | | | | (0.01 | ) | | | (3.62 | ) | | | (3.63 | ) | | | 33.17 | | | | 11.69 | | | | 93,567 | | | | 0.96 | | | | 0.96 | | | | (0.09 | ) | | | 32 | |
|
For the Year Ended December 31, 2015 | |
IA | | $ | 37.28 | | | $ | 0.03 | | | $ | 0.83 | | | $ | 0.86 | | | $ | (0.03 | ) | | $ | (4.45 | ) | | $ | (4.48 | ) | | $ | 33.66 | | | | 1.60 | % | | $ | 1,647,715 | | | | 0.70 | % | | | 0.70 | % | | | 0.08 | % | | | 38 | % |
IB | | | 36.83 | | | | (0.06 | ) | | | 0.82 | | | | 0.76 | | | | (0.03 | ) | | | (4.45 | ) | | | (4.48 | ) | | | 33.11 | | | | 1.34 | | | | 104,395 | | | | 0.95 | | | | 0.95 | | | | (0.16 | ) | | | 38 | |
|
Hartford MidCap Growth HLS Fund | |
|
For the Six-Month Period Ended June 30, 2020 (Unaudited) | |
IA | | $ | 8.17 | | | $ | (0.02 | ) | | $ | 0.22 | | | $ | 0.20 | | | $ | — | | | $ | — | | | $ | — | | | $ | 8.37 | | | | 2.45 | %(4) | | $ | 81,491 | | | | 0.92 | %(5) | | | 0.92 | %(5) | | | (0.44 | )%(5) | | | 41 | % |
IB | | | 8.11 | | | | (0.03 | ) | | | 0.21 | | | | 0.18 | | | | — | | | | — | | | | — | | | | 8.29 | | | | 2.22 | (4) | | | 14,234 | | | | 1.17 | (5) | | | 1.17 | (5) | | | (0.69 | )(5) | | | 41 | |
|
For the Year Ended December 31, 2019 | |
IA | | $ | 7.17 | | | $ | (0.03 | ) | | $ | 2.70 | | | $ | 2.67 | | | $ | (0.05 | ) | | $ | (1.62 | ) | | $ | (1.67 | ) | | $ | 8.17 | | | | 39.79 | % | | $ | 86,859 | | | | 0.92 | % | | | 0.92 | % | | | (0.35 | )% | | | 47 | % |
IB | | | 7.12 | | | | (0.05 | ) | | | 2.68 | | | | 2.63 | | | | (0.02 | ) | | | (1.62 | ) | | | (1.64 | ) | | | 8.11 | | | | 39.56 | | | | 15,405 | | | | 1.17 | | | | 1.17 | | | | (0.60 | ) | | | 47 | |
|
For the Year Ended December 31, 2018 | |
IA | | $ | 8.81 | | | $ | 0.02 | | | $ | (0.74 | ) | | $ | (0.72 | ) | | $ | (0.06 | ) | | $ | (0.86 | ) | | $ | (0.92 | ) | | $ | 7.17 | | | | (10.05 | )% | | $ | 64,744 | | | | 0.91 | % | | | 0.91 | % | | | 0.20 | % | | | 160 | % |
IB | | | 8.75 | | | | — | | | | (0.73 | ) | | | (0.73 | ) | | | (0.04 | ) | | | (0.86 | ) | | | (0.90 | ) | | | 7.12 | | | | (10.25 | ) | | | 11,363 | | | | 1.16 | | | | 1.16 | | | | (0.05 | ) | | | 160 | |
|
For the Year Ended December 31, 2017 | |
IA | | $ | 8.03 | | | $ | 0.08 | | | $ | 1.04 | | | $ | 1.12 | | | $ | (0.07 | ) | | $ | (0.27 | ) | | $ | (0.34 | ) | | $ | 8.81 | | | | 14.43 | % | | $ | 84,144 | | | | 0.92 | % | | | 0.92 | % | | | 0.91 | % | | | 82 | % |
IB | | | 7.99 | | | | 0.05 | | | | 1.03 | | | | 1.08 | | | | (0.05 | ) | | | (0.27 | ) | | | (0.32 | ) | | | 8.75 | | | | 13.94 | | | | 14,851 | | | | 1.17 | | | | 1.17 | | | | 0.66 | | | | 82 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 7.45 | | | $ | 0.09 | | | $ | 1.09 | | | $ | 1.18 | | | $ | (0.11 | ) | | $ | (0.49 | ) | | $ | (0.60 | ) | | $ | 8.03 | | | | 16.48 | % | | $ | 87,752 | | | | 0.92 | % | | | 0.92 | % | | | 1.25 | % | | | 96 | % |
IB | | | 7.40 | | | | 0.07 | | | | 1.09 | | | | 1.16 | | | | (0.08 | ) | | | (0.49 | ) | | | (0.57 | ) | | | 7.99 | | | | 16.33 | | | | 17,125 | | | | 1.17 | | | | 1.17 | | | | 1.01 | | | | 96 | |
|
For the Year Ended December 31, 2015 | |
IA | | $ | 9.47 | | | $ | 0.12 | | | $ | (0.46 | ) | | $ | (0.34 | ) | | $ | (0.12 | ) | | $ | (1.56 | ) | | $ | (1.68 | ) | | $ | 7.45 | | | | (4.73 | )% | | $ | 79,379 | | | | 0.88 | % | | | 0.88 | % | | | 1.39 | % | | | 80 | % |
IB | | | 9.41 | | | | 0.10 | | | | (0.46 | ) | | | (0.36 | ) | | | (0.09 | ) | | | (1.56 | ) | | | (1.65 | ) | | | 7.40 | | | | (4.97 | ) | | | 16,501 | | | | 1.13 | | | | 1.13 | | | | 1.12 | | | | 80 | |
The accompanying notes are an integral part of these financial statements.
Financial Highlights – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — Selected Per-Share Data(1) — | | | — Ratios and Supplemental Data — | |
Class | | Net Asset Value at Beginning of Period | | | Net Investment Income (Loss) | | | Net Realized and Unrealized Gain (Loss) on Investments | | | Total from Investment Operations | | | Dividends from Net Investment Income | | | Distributions from Capital Gains | | | Total Dividends and Distributions | | | Net Asset Value at End of Period | | | Total Return(2) | | | Net Assets at End of Period (000s) | | | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | | | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | | | Ratio of Net Investment Income (Loss) to Average Net Assets | | | Portfolio Turnover | |
|
Hartford MidCap Value HLS Fund | |
|
For the Six-Month Period Ended June 30, 2020 (Unaudited) | |
IA | | $ | 11.19 | | | $ | 0.05 | | | $ | (2.33 | ) | | $ | (2.28 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | 8.91 | | | | (20.38 | )%(4) | | $ | 185,864 | | | | 0.87 | %(5) | | | 0.84 | %(5) | | | 1.13 | %(5) | | | 40 | % |
IB | | | 11.12 | | | | 0.04 | | | | (2.31 | ) | | | (2.27 | ) | | | — | | | | — | | | | — | | | | 8.85 | | | | (20.41 | )(4) | | | 54,331 | | | | 1.12 | (5) | | | 1.09 | (5) | | | 0.87 | (5) | | | 40 | |
|
For the Year Ended December 31, 2019 | |
IA | | $ | 9.93 | | | $ | 0.12 | | | $ | 2.74 | | | $ | 2.86 | | | $ | (0.11 | ) | | $ | (1.49 | ) | | $ | (1.60 | ) | | $ | 11.19 | | | | 31.20 | % | | $ | 247,804 | | | | 0.86 | % | | | 0.82 | % | | | 1.04 | % | | | 51 | % |
IB | | | 9.88 | | | | 0.09 | | | | 2.72 | | | | 2.81 | | | | (0.08 | ) | | | (1.49 | ) | | | (1.57 | ) | | | 11.12 | | | | 30.88 | | | | 73,025 | | | | 1.11 | | | | 1.07 | | | | 0.79 | | | | 51 | |
|
For the Year Ended December 31, 2018 | |
IA | | $ | 12.60 | | | $ | 0.08 | | | $ | (1.76 | ) | | $ | (1.68 | ) | | $ | (0.13 | ) | | $ | (0.86 | ) | | $ | (0.99 | ) | | $ | 9.93 | | | | (14.57 | )% | | $ | 216,868 | | | | 0.85 | % | | | 0.85 | % | | | 0.63 | % | | | 42 | % |
IB | | | 12.50 | | | | 0.05 | | | | (1.75 | ) | | | (1.70 | ) | | | (0.06 | ) | | | (0.86 | ) | | | (0.92 | ) | | | 9.88 | | | | (14.77 | ) | | | 64,800 | | | | 1.10 | | | | 1.10 | | | | 0.38 | | | | 42 | |
|
For the Year Ended December 31, 2017 | |
IA | | $ | 12.00 | | | $ | 0.05 | | | $ | 1.47 | | | $ | 1.52 | | | $ | (0.07 | ) | | $ | (0.85 | ) | | $ | (0.92 | ) | | $ | 12.60 | | | | 13.47 | % | | $ | 287,688 | | | | 0.86 | % | | | 0.86 | % | | | 0.39 | % | | | 32 | % |
IB | | | 11.91 | | | | 0.02 | | | | 1.46 | | | | 1.48 | | | | (0.04 | ) | | | (0.85 | ) | | | (0.89 | ) | | | 12.50 | | | | 13.18 | | | | 87,149 | | | | 1.11 | | | | 1.11 | | | | 0.14 | | | | 32 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 12.33 | | | $ | 0.07 | | | $ | 1.40 | | | $ | 1.47 | | | $ | (0.07 | ) | | $ | (1.73 | ) | | $ | (1.80 | ) | | $ | 12.00 | | | | 12.82 | % | | $ | 289,872 | | | | 0.86 | % | | | 0.86 | % | | | 0.61 | % | | | 38 | % |
IB | | | 12.24 | | | | 0.04 | | | | 1.39 | | | | 1.43 | | | | (0.03 | ) | | | (1.73 | ) | | | (1.76 | ) | | | 11.91 | | | | 12.56 | | | | 89,704 | | | | 1.11 | | | | 1.11 | | | | 0.36 | | | | 38 | |
|
For the Year Ended December 31, 2015 | |
IA | | $ | 14.60 | | | $ | 0.07 | | | $ | (0.15 | ) | | $ | (0.08 | ) | | $ | (0.09 | ) | | $ | (2.10 | ) | | $ | (2.19 | ) | | $ | 12.33 | | | | (1.21 | )% | | $ | 291,174 | | | | 0.84 | % | | | 0.84 | % | | | 0.49 | % | | | 29 | % |
IB | | | 14.50 | | | | 0.03 | | | | (0.15 | ) | | | (0.12 | ) | | | (0.04 | ) | | | (2.10 | ) | | | (2.14 | ) | | | 12.24 | | | | (1.45 | ) | | | 91,720 | | | | 1.09 | | | | 1.09 | | | | 0.24 | | | | 29 | |
|
Hartford Small Cap Growth HLS Fund | |
|
For the Six-Month Period Ended June 30, 2020 (Unaudited) | |
IA | | $ | 29.72 | | | $ | 0.02 | | | $ | (1.44 | ) | | $ | (1.42 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | 28.30 | | | | (4.78 | )%(4) | | $ | 890,864 | | | | 0.64 | %(5) | | | 0.64 | %(5) | | | 0.12 | %(5) | | | 36 | % |
IB | | | 28.53 | | | | (0.02 | ) | | | (1.37 | ) | | | (1.39 | ) | | | — | | | | — | | | | — | | | | 27.14 | | | | (4.91 | )(4) | | | 327,087 | | | | 0.89 | (5) | | | 0.89 | (5) | | | (0.13 | )(5) | | | 36 | |
|
For the Year Ended December 31, 2019 | |
IA | | $ | 26.76 | | | $ | 0.03 | | | $ | 8.61 | | | $ | 8.64 | | | $ | — | | | $ | (5.68 | ) | | $ | (5.68 | ) | | $ | 29.72 | | | | 35.81 | % | | $ | 954,063 | | | | 0.64 | % | | | 0.64 | % | | | 0.11 | % | | | 42 | % |
IB | | | 25.95 | | | | (0.04 | ) | | | 8.30 | | | | 8.26 | | | | — | | | | (5.68 | ) | | | (5.68 | ) | | | 28.53 | | | | 35.45 | | | | 381,057 | | | | 0.89 | | | | 0.89 | | | | (0.14 | ) | | | 42 | |
|
For the Year Ended December 31, 2018 | |
IA | | $ | 32.13 | | | $ | (0.01 | ) | | $ | (3.27 | ) | | $ | (3.28 | ) | | $ | — | | | $ | (2.09 | ) | | $ | (2.09 | ) | | $ | 26.76 | | | | (11.70 | )% | | $ | 803,907 | | | | 0.64 | % | | | 0.64 | % | | | (0.03 | )% | | | 86 | % |
IB | | | 31.28 | | | | (0.09 | ) | | | (3.15 | ) | | | (3.24 | ) | | | — | | | | (2.09 | ) | | | (2.09 | ) | | | 25.95 | | | | (11.89 | ) | | | 312,475 | | | | 0.89 | | | | 0.89 | | | | (0.28 | ) | | | 86 | |
|
For the Year Ended December 31, 2017 | |
IA | | $ | 26.77 | | | $ | (0.02 | ) | | $ | 5.39 | | | $ | 5.37 | | | $ | (0.01 | ) | | $ | — | | | $ | (0.01 | ) | | $ | 32.13 | | | | 20.07 | % | | $ | 960,690 | | | | 0.65 | % | | | 0.65 | % | | | (0.06 | )% | | | 51 | % |
IB | | | 26.12 | | | | (0.09 | ) | | | 5.25 | | | | 5.16 | | | | — | | | | — | | | | — | | | | 31.28 | | | | 19.75 | | | | 374,342 | | | | 0.90 | | | | 0.90 | | | | (0.31 | ) | | | 51 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 24.93 | | | $ | 0.04 | | | $ | 2.98 | | | $ | 3.02 | | | $ | (0.04 | ) | | $ | (1.14 | ) | | $ | (1.18 | ) | | $ | 26.77 | | | | 12.37 | % | | $ | 972,576 | | | | 0.65 | % | | | 0.65 | % | | | 0.17 | % | | | 51 | % |
IB | | | 24.38 | | | | (0.02 | ) | | | 2.90 | | | | 2.88 | | | | — | | | | (1.14 | ) | | | (1.14 | ) | | | 26.12 | | | | 12.08 | | | | 226,557 | | | | 0.90 | | | | 0.90 | | | | (0.08 | ) | | | 51 | |
|
For the Year Ended December 31, 2015 | |
IA | | $ | 27.95 | | | $ | 0.07 | | | $ | (0.02 | ) | | $ | 0.05 | | | $ | (0.02 | ) | | $ | (3.05 | ) | | $ | (3.07 | ) | | $ | 24.93 | | | | (0.55 | )% | | $ | 913,414 | | | | 0.65 | % | | | 0.65 | % | | | 0.25 | % | | | 59 | % |
IB | | | 27.44 | | | | (0.01 | ) | | | — | | | | (0.01 | ) | | | — | | | | (3.05 | ) | | | (3.05 | ) | | | 24.38 | | | | (0.79 | ) | | | 209,948 | | | | 0.90 | | | | 0.90 | | | | (0.03 | ) | | | 59 | |
|
Hartford Small Company HLS Fund | |
|
For the Six-Month Period Ended June 30, 2020 (Unaudited) | |
IA | | $ | 20.45 | | | $ | – | (9) | | $ | 0.97 | | | $ | 0.97 | | | $ | — | | | $ | — | | | $ | — | | | $ | 21.42 | | | | 4.74 | %(4) | | $ | 384,034 | | | | 0.80 | %(5) | | | 0.80 | %(5) | | | (0.23 | )%(5) | | | 61 | % |
IB | | | 18.44 | | | | – | (9) | | | 0.84 | | | | 0.84 | | | | — | | | | — | | | | — | | | | 19.28 | | | | 4.56 | (4) | | | 47,625 | | | | 1.06 | (5) | | | 1.06 | (5) | | | (0.50 | )(5) | | | 61 | |
|
For the Year Ended December 31, 2019 | |
IA | | $ | 18.38 | | | $ | (0.05 | ) | | $ | 6.36 | | | $ | 6.31 | | | $ | — | | | $ | (4.24 | ) | | $ | (4.24 | ) | | $ | 20.45 | | | | 37.00 | % | | $ | 572,642 | | | | 0.79 | % | | | 0.79 | % | | | (0.23 | )% | | | 79 | % |
IB | | | 16.94 | | | | (0.09 | ) | | | 5.83 | | | | 5.74 | | | | — | | | | (4.24 | ) | | | (4.24 | ) | | | 18.44 | | | | 36.77 | | | | 51,691 | | | | 1.04 | | | | 1.04 | | | | (0.49 | ) | | | 79 | |
The accompanying notes are an integral part of these financial statements.
Financial Highlights – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — Selected Per-Share Data(1) — | | | — Ratios and Supplemental Data — | |
Class | | Net Asset Value at Beginning of Period | | | Net Investment Income (Loss) | | | Net Realized and Unrealized Gain (Loss) on Investments | | | Total from Investment Operations | | | Dividends from Net Investment Income | | | Distributions from Capital Gains | | | Total Dividends and Distributions | | | Net Asset Value at End of Period | | | Total Return(2) | | | Net Assets at End of Period (000s) | | | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | | | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | | | Ratio of Net Investment Income (Loss) to Average Net Assets | | | Portfolio Turnover | |
|
Hartford Small Company HLS Fund – (continued) | |
|
For the Year Ended December 31, 2018 | |
IA | | $ | 20.42 | | | $ | (0.10 | ) | | $ | (0.46 | ) | | $ | (0.56 | ) | | $ | — | | | $ | (1.48 | ) | | $ | (1.48 | ) | | $ | 18.38 | | | | (4.23 | )% | | $ | 473,098 | | | | 0.78 | % | | | 0.78 | % | | | (0.47 | )% | | | 100 | % |
IB | | | 18.97 | | | | (0.15 | ) | | | (0.40 | ) | | | (0.55 | ) | | | — | | | | (1.48 | ) | | | (1.48 | ) | | | 16.94 | | | | (4.51 | ) | | | 46,402 | | | | 1.03 | | | | 1.03 | | | | (0.73 | ) | | | 100 | |
|
For the Year Ended December 31, 2017 | |
IA | | $ | 16.16 | | | $ | (0.06 | ) | | $ | 4.32 | | | $ | 4.26 | | | $ | — | | | $ | — | | | $ | — | | | $ | 20.42 | | | | 26.36 | % | | $ | 551,010 | | | | 0.78 | % | | | 0.78 | % | | | (0.33 | )% | | | 107 | % |
IB | | | 15.05 | | | | (0.10 | ) | | | 4.02 | | | | 3.92 | | | | — | | | | — | | | | — | | | | 18.97 | | | | 26.05 | | | | 57,193 | | | | 1.03 | | | | 1.03 | | | | (0.58 | ) | | | 107 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 17.52 | | | $ | (0.01 | ) | | $ | 0.33 | (7) | | $ | 0.32 | | | $ | — | | | $ | (1.68 | ) | | $ | (1.68 | ) | | $ | 16.16 | | | | 2.04 | % | | $ | 834,044 | | | | 0.76 | % | | | 0.76 | % | | | (0.08 | )% | | | 94 | % |
IB | | | 16.47 | | | | (0.05 | ) | | | 0.31 | (7) | | | 0.26 | | | | — | | | | (1.68 | ) | | | (1.68 | ) | | | 15.05 | | | | 1.81 | | | | 73,108 | | | | 1.01 | | | | 1.01 | | | | (0.34 | ) | | | 94 | |
|
For the Year Ended December 31, 2015 | |
IA | | $ | 23.33 | | | $ | (0.02 | ) | | $ | (1.43 | ) | | $ | (1.45 | ) | | $ | — | | | $ | (4.36 | ) | | $ | (4.36 | ) | | $ | 17.52 | | | | (8.21 | )% | | $ | 1,117,778 | | | | 0.71 | % | | | 0.71 | % | | | (0.11 | )% | | | 88 | % |
IB | | | 22.24 | | | | (0.07 | ) | | | (1.34 | ) | | | (1.41 | ) | | | — | | | | (4.36 | ) | | | (4.36 | ) | | | 16.47 | | | | (8.45 | ) | | | 98,501 | | | | 0.96 | | | | 0.96 | | | | (0.36 | ) | | | 88 | |
|
Hartford Stock HLS Fund | |
|
For the Six-Month Period Ended June 30, 2020 (Unaudited) | |
IA | | $ | 92.58 | | | $ | 0.70 | | | $ | (7.17 | ) | | $ | (6.47 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | 86.11 | | | | (6.99 | )%(4) | | $ | 1,204,798 | | | | 0.52 | %(5) | | | 0.52 | %(5) | | | 1.63 | %(5) | | | 8 | % |
IB | | | 92.57 | | | | 0.59 | | | | (7.17 | ) | | | (6.58 | ) | | | — | | | | — | | | | — | | | | 85.99 | | | | (7.11 | )(4) | | | 116,586 | | | | 0.77 | (5) | | | 0.77 | (5) | | | 1.38 | (5) | | | 8 | |
|
For the Year Ended December 31, 2019 | |
IA | | $ | 78.10 | | | $ | 1.43 | | | $ | 22.40 | | | $ | 23.83 | | | $ | (1.46 | ) | | $ | (7.89 | ) | | $ | (9.35 | ) | | $ | 92.58 | | | | 31.22 | % | | $ | 1,375,643 | | | | 0.51 | % | | | 0.51 | % | | | 1.59 | % | | | 15 | % |
IB | | | 78.11 | | | | 1.20 | | | | 22.39 | | | | 23.59 | | | | (1.24 | ) | | | (7.89 | ) | | | (9.13 | ) | | | 92.57 | | | | 30.89 | | | | 133,951 | | | | 0.76 | | | | 0.76 | | | | 1.34 | | | | 15 | |
|
For the Year Ended December 31, 2018 | |
IA | | $ | 79.57 | | | $ | 1.31 | | | $ | (1.45 | ) | | $ | (0.14 | ) | | $ | (1.33 | ) | | $ | — | | | $ | (1.33 | ) | | $ | 78.10 | | | | (0.14 | )% | | $ | 1,201,873 | | | | 0.51 | % | | | 0.51 | % | | | 1.60 | % | | | 22 | % |
IB | | | 79.54 | | | | 1.10 | | | | (1.43 | ) | | | (0.33 | ) | | | (1.10 | ) | | | — | | | | (1.10 | ) | | | 78.11 | | | | (0.38 | ) | | | 120,176 | | | | 0.76 | | | | 0.76 | | | | 1.34 | | | | 22 | |
|
For the Year Ended December 31, 2017 | |
IA | | $ | 67.55 | | | $ | 1.30 | | | $ | 12.10 | | | $ | 13.40 | | | $ | (1.38 | ) | | $ | — | | | $ | (1.38 | ) | | $ | 79.57 | | | | 19.85 | % | | $ | 1,378,245 | | | | 0.52 | % | | | 0.52 | % | | | 1.76 | % | | | 14 | % |
IB | | | 67.53 | | | | 1.11 | | | | 12.08 | | | | 13.19 | | | | (1.18 | ) | | | — | | | | (1.18 | ) | | | 79.54 | | | | 19.54 | | | | 143,370 | | | | 0.77 | | | | 0.77 | | | | 1.51 | | | | 14 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 64.06 | | | $ | 1.14 | | | $ | 3.61 | | | $ | 4.75 | | | $ | (1.26 | ) | | $ | — | | | $ | (1.26 | ) | | $ | 67.55 | | | | 7.41 | % | | $ | 1,312,626 | | | | 0.52 | % | | | 0.52 | % | | | 1.72 | % | | | 29 | % |
IB | | | 64.03 | | | | 0.97 | | | | 3.61 | | | | 4.58 | | | | (1.08 | ) | | | — | | | | (1.08 | ) | | | 67.53 | | | | 7.14 | | | | 140,317 | | | | 0.77 | | | | 0.77 | | | | 1.47 | | | | 29 | |
|
For the Year Ended December 31, 2015 | |
IA | | $ | 63.49 | | | $ | 1.19 | | | $ | 0.56 | | | $ | 1.75 | | | $ | (1.18 | ) | | $ | — | | | $ | (1.18 | ) | | $ | 64.06 | | | | 2.74 | % | | $ | 1,388,110 | | | | 0.51 | % | | | 0.51 | % | | | 1.86 | % | | | 23 | % |
IB | | | 63.46 | | | | 1.03 | | | | 0.54 | | | | 1.57 | | | | (1.00 | ) | | | — | | | | (1.00 | ) | | | 64.03 | | | | 2.48 | | | | 155,722 | | | | 0.76 | | | | 0.76 | | | | 1.61 | | | | 23 | |
|
Hartford Total Return Bond HLS Fund | |
|
For the Six-Month Period Ended June 30, 2020 (Unaudited) | |
IA | | $ | 11.44 | | | $ | 0.16 | | | $ | 0.46 | | | $ | 0.62 | | | $ | — | | | $ | — | | | $ | — | | | $ | 12.06 | | | | 5.42 | %(4) | | $ | 1,827,727 | | | | 0.51 | %(5) | | | 0.51 | %(5) | | | 2.80 | %(5) | | | 35 | % |
IB | | | 11.38 | | | | 0.15 | | | | 0.45 | | | | 0.60 | | | | — | | | | — | | | | — | | | | 11.98 | | | | 5.27 | (4) | | | 211,465 | | | | 0.76 | (5) | | | 0.76 | (5) | | | 2.55 | (5) | | | 35 | |
|
For the Year Ended December 31, 2019 | |
IA | | $ | 10.76 | | | $ | 0.36 | (10) | | $ | 0.77 | (10) | | $ | 1.13 | | | $ | (0.45 | ) | | $ | — | | | $ | (0.45 | ) | | $ | 11.44 | | | | 10.65 | % | | $ | 1,873,182 | | | | 0.51 | % | | | 0.51 | % | | | 3.16 | %(10) | | | 61 | % |
IB | | | 10.70 | | | | 0.33 | (10) | | | 0.77 | (10) | | | 1.10 | | | | (0.42 | ) | | | — | | | | (0.42 | ) | | | 11.38 | | | | 10.32 | | | | 214,338 | | | | 0.76 | | | | 0.76 | | | | 2.91 | (10) | | | 61 | |
|
For the Year Ended December 31, 2018 | |
IA | | $ | 11.32 | | | $ | 0.35 | | | $ | (0.43 | ) | | $ | (0.08 | ) | | $ | (0.44 | ) | | $ | (0.04 | ) | | $ | (0.48 | ) | | $ | 10.76 | | | | (0.81 | )% | | $ | 1,871,299 | | | | 0.51 | % | | | 0.51 | % | | | 3.23 | % | | | 53 | % |
IB | | | 11.25 | | | | 0.33 | | | | (0.43 | ) | | | (0.10 | ) | | | (0.41 | ) | | | (0.04 | ) | | | (0.45 | ) | | | 10.70 | | | | (0.91 | ) | | | 215,123 | | | | 0.76 | | | | 0.76 | | | | 2.98 | | | | 53 | |
|
For the Year Ended December 31, 2017 | |
IA | | $ | 11.09 | | | $ | 0.34 | | | $ | 0.23 | | | $ | 0.57 | | | $ | (0.34 | ) | | $ | — | | | $ | (0.34 | ) | | $ | 11.32 | | | | 5.16 | % | | $ | 2,157,506 | | | | 0.51 | % | | | 0.51 | % | | | 2.99 | % | | | 89 | % |
IB | | | 11.03 | | | | 0.31 | | | | 0.22 | | | | 0.53 | | | | (0.31 | ) | | | — | | | | (0.31 | ) | | | 11.25 | | | | 4.80 | | | | 248,785 | | | | 0.76 | | | | 0.76 | | | | 2.74 | | | | 89 | |
The accompanying notes are an integral part of these financial statements.
Financial Highlights – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — Selected Per-Share Data(1) — | | | — Ratios and Supplemental Data — | |
Class | | Net Asset Value at Beginning of Period | | | Net Investment Income (Loss) | | | Net Realized and Unrealized Gain (Loss) on Investments | | | Total from Investment Operations | | | Dividends from Net Investment Income | | | Distributions from Capital Gains | | | Total Dividends and Distributions | | | Net Asset Value at End of Period | | | Total Return(2) | | | Net Assets at End of Period (000s) | | | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | | | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | | | Ratio of Net Investment Income (Loss) to Average Net Assets | | | Portfolio Turnover | |
|
Hartford Total Return Bond HLS Fund – (continued) | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 10.93 | | | $ | 0.36 | | | $ | 0.13 | | | $ | 0.49 | | | $ | (0.29 | ) | | $ | (0.04 | ) | | $ | (0.33 | ) | | $ | 11.09 | | | | 4.49 | % | | $ | 2,244,505 | | | | 0.52 | % | | | 0.52 | % | | | 3.16 | % | | | 36 | % |
IB | | | 10.87 | | | | 0.33 | | | | 0.13 | | | | 0.46 | | | | (0.26 | ) | | | (0.04 | ) | | | (0.30 | ) | | | 11.03 | | | | 4.22 | | | | 262,187 | | | | 0.77 | | | | 0.77 | | | | 2.91 | | | | 36 | |
|
For the Year Ended December 31, 2015 | |
IA | | $ | 11.63 | | | $ | 0.33 | | | $ | (0.39 | ) | | $ | (0.06 | ) | | $ | ��(0.36 | ) | | $ | (0.28 | ) | | $ | (0.64 | ) | | $ | 10.93 | | | | (0.59 | )% | | $ | 2,448,280 | | | | 0.51 | % | | | 0.51 | % | | | 2.88 | % | | | 66 | % |
IB | | | 11.56 | | | | 0.30 | | | | (0.39 | ) | | | (0.09 | ) | | | (0.32 | ) | | | (0.28 | ) | | | (0.60 | ) | | | 10.87 | | | | (0.81 | ) | | | 295,006 | | | | 0.76 | | | | 0.76 | | | | 2.63 | | | | 66 | |
|
Hartford Ultrashort Bond HLS Fund | |
|
For the Six-Month Period Ended June 30, 2020 (Unaudited) | |
IA | | $ | 10.19 | | | $ | 0.08 | | | $ | 0.05 | | | $ | 0.13 | | | $ | — | | | $ | — | | | $ | — | | | $ | 10.32 | | | | 1.28 | %(4) | | $ | 379,187 | | | | 0.45 | %(5) | | | 0.45 | %(5) | | | 1.55 | %(5) | | | 32 | % |
IB | | | 10.18 | | | | 0.07 | | | | 0.05 | | | | 0.12 | | | | — | | | | — | | | | — | | | | 10.30 | | | | 1.18 | (4) | | | 57,686 | | | | 0.70 | (5) | | | 0.70 | (5) | | | 1.29 | (5) | | | 32 | |
|
For the Year Ended December 31, 2019 | |
IA | | $ | 10.10 | | | $ | 0.23 | | | $ | 0.05 | | | $ | 0.28 | | | $ | (0.19 | ) | | $ | — | | | $ | (0.19 | ) | | $ | 10.19 | | | | 2.81 | % | | $ | 393,590 | | | | 0.45 | % | | | 0.45 | % | | | 2.21 | % | | | 70 | % |
IB | | | 10.09 | | | | 0.20 | | | | 0.06 | | | | 0.26 | | | | (0.17 | ) | | | — | | | | (0.17 | ) | | | 10.18 | | | | 2.54 | | | | 57,142 | | | | 0.70 | | | | 0.70 | | | | 1.96 | | | | 70 | |
|
For the Year Ended December 31, 2018 | |
IA | | $ | 10.06 | | | $ | 0.18 | | | $ | (0.02 | ) | | $ | 0.16 | | | $ | (0.12 | ) | | $ | — | | | $ | (0.12 | ) | | $ | 10.10 | | | | 1.57 | % | | $ | 437,160 | | | | 0.45 | % | | | 0.45 | % | | | 1.77 | % | | | 51 | % |
IB | | | 10.05 | | | | 0.15 | | | | (0.02 | ) | | | 0.13 | | | | (0.09 | ) | | | — | | | | (0.09 | ) | | | 10.09 | | | | 1.27 | | | | 64,859 | | | | 0.70 | | | | 0.70 | | | | 1.52 | | | | 51 | |
|
For the Year Ended December 31, 2017 | |
IA | | $ | 10.04 | | | $ | 0.10 | | | $ | – | (7) | | $ | 0.10 | | | $ | (0.08 | ) | | $ | — | | | $ | (0.08 | ) | | $ | 10.06 | | | | 1.01 | % | | $ | 460,643 | | | | 0.45 | % | | | 0.45 | % | | | 1.00 | % | | | 60 | % |
IB | | | 10.02 | | | | 0.07 | | | | 0.01 | (7) | | | 0.08 | | | | (0.05 | ) | | | — | | | | (0.05 | ) | | | 10.05 | | | | 0.80 | | | | 65,424 | | | | 0.70 | | | | 0.70 | | | | 0.75 | | | | 60 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 9.99 | | | $ | 0.06 | | | $ | 0.04 | | | $ | 0.10 | | | $ | (0.05 | ) | | $ | — | | | $ | (0.05 | ) | | $ | 10.04 | | | | 0.97 | % | | $ | 533,091 | | | | 0.45 | % | | | 0.45 | % | | | 0.61 | % | | | 51 | % |
IB | | | 9.97 | | | | 0.04 | | | | 0.02 | | | | 0.06 | | | | (0.01 | ) | | | — | | | | (0.01 | ) | | | 10.02 | | | | 0.64 | | | | 78,658 | | | | 0.70 | | | | 0.70 | | | | 0.35 | | | | 51 | |
|
For the Year Ended December 31, 2015 | |
IA | | $ | 10.01 | | | $ | 0.03 | | | $ | (0.02 | ) | | $ | 0.01 | | | $ | (0.03 | ) | | $ | — | | | $ | (0.03 | ) | | $ | 9.99 | | | | 0.13 | % | | $ | 611,087 | | | | 0.43 | % | | | 0.43 | % | | | 0.33 | % | | | 35 | % |
IB | | | 9.98 | | | | 0.01 | | | | (0.02 | ) | | | (0.01 | ) | | | — | | | | — | | | | — | | | | 9.97 | | | | (0.09 | ) | | | 96,970 | | | | 0.68 | | | | 0.68 | | | | 0.08 | | | | 35 | |
|
Hartford U.S. Government Securities HLS Fund | |
|
For the Six-Month Period Ended June 30, 2020 (Unaudited) | |
IA | | $ | 10.31 | | | $ | 0.09 | | | $ | 0.46 | | | $ | 0.55 | | | $ | — | | | $ | — | | | $ | — | | | $ | 10.86 | | | | 5.33 | %(4) | | $ | 277,065 | | | | 0.52 | %(5) | | | 0.52 | %(5) | | | 1.71 | %(5) | | | 58 | % |
IB | | | 10.30 | | | | 0.08 | | | | 0.46 | | | | 0.54 | | | | — | | | | — | | | | — | | | | 10.84 | | | | 5.24 | (4) | | | 55,331 | | | | 0.77 | (5) | | | 0.77 | (5) | | | 1.46 | (5) | | | 58 | |
|
For the Year Ended December 31, 2019 | |
IA | | $ | 10.05 | | | $ | 0.21 | | | $ | 0.32 | | | $ | 0.53 | | | $ | (0.27 | ) | | $ | — | | | $ | (0.27 | ) | | $ | 10.31 | | | | 5.22 | % | | $ | 265,860 | | | | 0.51 | % | | | 0.51 | % | | | 2.07 | % | | | 44 | % |
IB | | | 10.04 | | | | 0.19 | | | | 0.31 | | | | 0.50 | | | | (0.24 | ) | | | — | | | | (0.24 | ) | | | 10.30 | | | | 4.93 | | | | 55,524 | | | | 0.76 | | | | 0.76 | | | | 1.82 | | | | 44 | |
|
For the Year Ended December 31, 2018 | |
IA | | $ | 10.21 | | | $ | 0.21 | | | $ | (0.13 | ) | | $ | 0.08 | | | $ | (0.24 | ) | | $ | — | | | $ | (0.24 | ) | | $ | 10.05 | | | | 0.85 | % | | $ | 286,243 | | | | 0.52 | % | | | 0.52 | % | | | 2.08 | % | | | 42 | % |
IB | | | 10.20 | | | | 0.18 | | | | (0.13 | ) | | | 0.05 | | | | (0.21 | ) | | | — | | | | (0.21 | ) | | | 10.04 | | | | 0.55 | | | | 59,340 | | | | 0.77 | | | | 0.77 | | | | 1.83 | | | | 42 | |
|
For the Year Ended December 31, 2017 | |
IA | | $ | 10.30 | | | $ | 0.19 | | | $ | (0.05 | ) | | $ | 0.14 | | | $ | (0.23 | ) | | $ | — | | | $ | (0.23 | ) | | $ | 10.21 | | | | 1.32 | % | | $ | 329,889 | | | | 0.51 | % | | | 0.51 | % | | | 1.79 | % | | | 109 | % |
IB | | | 10.28 | | | | 0.16 | | | | (0.04 | ) | | | 0.12 | | | | (0.20 | ) | | | — | | | | (0.20 | ) | | | 10.20 | | | | 1.11 | | | | 70,185 | | | | 0.76 | | | | 0.76 | | | | 1.54 | | | | 109 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 10.34 | | | $ | 0.18 | | | $ | (0.02 | )(7) | | $ | 0.16 | | | $ | (0.20 | ) | | $ | — | | | $ | (0.20 | ) | | $ | 10.30 | | | | 1.54 | % | | $ | 368,740 | | | | 0.51 | % | | | 0.51 | % | | | 1.67 | % | | | 81 | % |
IB | | | 10.32 | | | | 0.15 | | | | (0.02 | )(7) | | | 0.13 | | | | (0.17 | ) | | | — | | | | (0.17 | ) | | | 10.28 | | | | 1.27 | | | | 79,489 | | | | 0.76 | | | | 0.76 | | | | 1.42 | | | | 81 | |
|
For the Year Ended December 31, 2015 | |
IA | | $ | 10.37 | | | $ | 0.16 | | | $ | — | | | $ | 0.16 | | | $ | (0.19 | ) | | $ | — | | | $ | (0.19 | ) | | $ | 10.34 | | | | 1.56 | % | | $ | 412,060 | | | | 0.49 | % | | | 0.49 | % | | | 1.53 | % | | | 42 | % |
IB | | | 10.34 | | | | 0.13 | | | | 0.01 | | | | 0.14 | | | | (0.16 | ) | | | — | | | | (0.16 | ) | | | 10.32 | | | | 1.35 | | | | 90,088 | | | | 0.74 | | | | 0.74 | | | | 1.28 | | | | 42 | |
The accompanying notes are an integral part of these financial statements.
Financial Highlights – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — Selected Per-Share Data(1) — | | | — Ratios and Supplemental Data — | |
Class | | Net Asset Value at Beginning of Period | | | Net Investment Income (Loss) | | | Net Realized and Unrealized Gain (Loss) on Investments | | | Total from Investment Operations | | | Dividends from Net Investment Income | | | Distributions from Capital Gains | | | Total Dividends and Distributions | | | Net Asset Value at End of Period | | | Total Return(2) | | | Net Assets at End of Period (000s) | | | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | | | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | | | Ratio of Net Investment Income (Loss) to Average Net Assets | | | Portfolio Turnover | |
|
Hartford Value HLS Fund | |
|
For the Six-Month Period Ended June 30, 2020 (Unaudited) | |
IA | | $ | 14.36 | | | $ | 0.14 | | | $ | (2.38 | ) | | $ | (2.24 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | 12.12 | | | | (15.53 | )%(4) | | $ | 303,065 | | | | 0.73 | %(5) | | | 0.73 | %(5) | | | 2.18 | %(5) | | | 26 | % |
IB | | | 14.34 | | | | 0.12 | | | | (2.37 | ) | | | (2.25 | ) | | | — | | | | — | | | | — | | | | 12.09 | | | | (15.69 | )(4) | | | 48,167 | | | | 0.98 | (5) | | | 0.98 | (5) | | | 1.93 | (5) | | | 26 | |
|
For the Year Ended December 31, 2019 | |
IA | | $ | 12.81 | | | $ | 0.25 | | | $ | 3.08 | | | $ | 3.33 | | | $ | (0.28 | ) | | $ | (1.50 | ) | | $ | (1.78 | ) | | $ | 14.36 | | | | 27.71 | % | | $ | 382,127 | | | | 0.72 | % | | | 0.72 | % | | | 1.76 | % | | | 43 | % |
IB | | | 12.79 | | | | 0.21 | | | | 3.08 | | | | 3.29 | | | | (0.24 | ) | | | (1.50 | ) | | | (1.74 | ) | | | 14.34 | | | | 27.46 | | | | 61,944 | | | | 0.97 | | | | 0.97 | | | | 1.51 | | | | 43 | |
|
For the Year Ended December 31, 2018 | |
IA | | $ | 16.05 | | | $ | 0.28 | | | $ | (1.75 | ) | | $ | (1.47 | ) | | $ | (0.25 | ) | | $ | (1.52 | ) | | $ | (1.77 | ) | | $ | 12.81 | | | | (10.18 | )% | | $ | 353,040 | | | | 0.71 | % | | | 0.71 | % | | | 1.80 | % | | | 28 | % |
IB | | | 16.02 | | | | 0.24 | | | | (1.74 | ) | | | (1.50 | ) | | | (0.21 | ) | | | (1.52 | ) | | | (1.73 | ) | | | 12.79 | | | | (10.40 | ) | | | 58,204 | | | | 0.96 | | | | 0.96 | | | | 1.55 | | | | 28 | |
|
For the Year Ended December 31, 2017 | |
IA | | $ | 15.27 | | | $ | 0.25 | | | $ | 1.98 | | | $ | 2.23 | | | $ | (0.28 | ) | | $ | (1.17 | ) | | $ | (1.45 | ) | | $ | 16.05 | | | | 15.44 | % | | $ | 450,788 | | | | 0.80 | % | | | 0.80 | % | | | 1.56 | % | | | 14 | % |
IB | | | 15.26 | | | | 0.21 | | | | 1.96 | | | | 2.17 | | | | (0.24 | ) | | | (1.17 | ) | | | (1.41 | ) | | | 16.02 | | | | 15.04 | | | | 75,698 | | | | 1.05 | | | | 1.05 | | | | 1.31 | | | | 14 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 15.58 | | | $ | 0.28 | | | $ | 1.75 | | | $ | 2.03 | | | $ | (0.26 | ) | | $ | (2.08 | ) | | $ | (2.34 | ) | | $ | 15.27 | | | | 13.69 | % | | $ | 446,411 | | | | 0.80 | % | | | 0.80 | % | | | 1.83 | % | | | 15 | % |
IB | | | 15.57 | | | | 0.24 | | | | 1.75 | | | | 1.99 | | | | (0.22 | ) | | | (2.08 | ) | | | (2.30 | ) | | | 15.26 | | | | 13.46 | | | | 77,796 | | | | 1.05 | | | | 1.05 | | | | 1.58 | | | | 15 | |
|
For the Year Ended December 31, 2015 | |
IA | | $ | 16.89 | | | $ | 0.26 | | | $ | (0.77 | ) | | $ | (0.51 | ) | | $ | (0.26 | ) | | $ | (0.54 | ) | | $ | (0.80 | ) | | $ | 15.58 | | | | (3.08 | )% | | $ | 455,713 | | | | 0.78 | % | | | 0.78 | % | | | 1.56 | % | | | 19 | % |
IB | | | 16.88 | | | | 0.22 | | | | (0.77 | ) | | | (0.55 | ) | | | (0.22 | ) | | | (0.54 | ) | | | (0.76 | ) | | | 15.57 | | | | (3.35 | ) | | | 80,052 | | | | 1.03 | | | | 1.03 | | | | 1.30 | | | | 19 | |
(1) | Information presented relates to a share outstanding throughout the indicated period. Net investment income (loss) per share amounts are calculated based on average shares outstanding unless otherwise noted. |
(2) | The figures do not include sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees would lower the Fund’s performance. |
(3) | Adjustments include waivers and reimbursements, if applicable. Ratios do not include fees paid indirectly (see Expenses in the accompanying Notes to Financial Statements). |
(6) | FASB issued ASU 2017-08 to amend the amortization period to the earliest call date for purchased callable debt securities held at a premium. Effective January 1, 2019, the Fund amended its amortization policy and the effect of this change for the six month period ended June 30, 2019 was a decrease to net investment income per share for less than $(0.005), increase to net realized and unrealized gain (loss) on investments for less than $(0.005) and a decrease to ratio of net investment income to average net assets for less than (0.005)% for each class of shares. Per share data and ratios for periods prior to June 30, 2019 have not been restated to reflect this change in presentation. |
(7) | Per share amount was not in accord with the net realized and unrealized gain (loss) for the period because of the timing of transactions in shares of the Fund and the amount and timing of per-share net realized and unrealized gain (loss) on such shares. |
(8) | FASB issued ASU 2017-08 to amend the amortization period to the earliest call date for purchased callable debt securities held at a premium. Effective January 1, 2019, the Fund amended its amortization policy and the effect of this change for the year ended December 31, 2019 was an increase to net investment income per share of $0.01, decrease to net realized and unrealized gain (loss) to investments for $(0.01) and an increase to ratio of net investment income to average net assets of 0.07% for each class of shares. Per share data and ratios for periods prior to December 31, 2019 have not been restated to reflect this change in presentation. |
(9) | Per share amount is less than $0.005. |
(10) | FASB issued ASU 2017-08 to amend the amortization period to the earliest call date for purchased callable debt securities held at a premium. Effective January 1, 2019, the Fund amended its amortization policy and the effect of this change for the year ended December 31, 2019 was a decrease to net investment income per share of less than $(0.005), increase to net realized and unrealized gain (loss) on investments for less than $ (0.005) and a decrease to ratio of net investment income to average net assets of (0.1)% for each class of shares. Per share data and ratios for periods prior to December 31, 2019 have not been restated to reflect this change in presentation. |
The accompanying notes are an integral part of these financial statements.
Notes to Financial Statements
June 30, 2020 (Unaudited)
Hartford Series Fund, Inc. and Hartford HLS Series Fund II, Inc. (each, a “Company” and collectively, the “Companies”) are each an open-end registered management investment company comprised of fifteen and four series, respectively, as of June 30, 2020. Financial statements for the series of each Company listed below (each, a “Fund” and collectively, the “Funds”) are included in this report.
Hartford Series Fund, Inc.:
Hartford Balanced HLS Fund (the “Balanced HLS Fund”)
Hartford Capital Appreciation HLS Fund (the “Capital Appreciation HLS Fund”)
Hartford Disciplined Equity HLS Fund (the “Disciplined Equity HLS Fund”)
Hartford Dividend and Growth HLS Fund (the “Dividend and Growth HLS Fund”)
Hartford Global Growth HLS Fund (the “Global Growth HLS Fund”)
Hartford Healthcare HLS Fund (the “Healthcare HLS Fund”)
Hartford High Yield HLS Fund (the “High Yield HLS Fund”)
Hartford International Opportunities HLS Fund (the “International Opportunities HLS Fund”)
Hartford MidCap HLS Fund (the “MidCap HLS Fund”)
Hartford MidCap Value HLS Fund (the “MidCap Value HLS Fund”)
Hartford Small Company HLS Fund (the “Small Company HLS Fund”)
Hartford Stock HLS Fund (the “Stock HLS Fund”)
Hartford Total Return Bond HLS Fund (the “Total Return Bond HLS Fund”)
Hartford Ultrashort Bond HLS Fund (the “Ultrashort Bond HLS Fund”)
Hartford Value HLS Fund (the “Value HLS Fund”)
Hartford HLS Series Fund II, Inc.:
Hartford Growth Opportunities HLS Fund (the “Growth Opportunities HLS Fund”)
Hartford MidCap Growth HLS Fund (the “MidCap Growth HLS Fund”)
Hartford Small Cap Growth HLS Fund (the “Small Cap Growth HLS Fund”)
Hartford U.S. Government Securities HLS Fund (the “U.S. Government Securities HLS Fund”)
The assets of each Fund are separate, and a shareholder’s interest is limited to the Fund in which shares are held. Each Company is organized under the laws of the State of Maryland and is registered with the Securities and Exchange Commission (the “SEC”) under the Investment Company Act of 1940, as amended (the “1940 Act”). Each Fund serves as an underlying investment option for certain variable annuity and variable life insurance separate accounts of insurance companies and certain qualified pension or retirement plans. Owners of variable annuity contracts and policyholders of variable life insurance contracts may choose the Funds if permitted in the variable insurance contract prospectus. In addition, participants in certain qualified pension or retirement plans may choose the Funds if permitted by their plans.
Each Fund is a diversified open-end management investment company. Each Fund applies specialized accounting and reporting standards under Accounting Standards Codification Topic 946, “Financial Services – Investment Companies.”
Each Fund has registered for sale Class IA and IB shares. Each of Capital Appreciation HLS Fund, Disciplined Equity HLS Fund and Growth Opportunities HLS Fund also has registered for sale Class IC shares. As of June 30, 2020, Class IC shares of Disciplined Equity HLS Fund have not commenced operations. Each Fund is closed to certain investors. For more information, please see the Funds’ statutory prospectus. Each class is offered at the per share net asset value (“NAV”) without a sales charge and is subject to the same expenses, except certain class specific expenses. Class IB shares are subject to distribution and service fees charged pursuant to a Distribution Plan adopted in accordance with Rule 12b-1 under the 1940 Act. Class IC shares are subject to distribution fees charged pursuant to a Distribution Plan adopted in accordance with Rule 12b-1 under the 1940 Act and Class IC shares are also subject to an administrative services fee.
2. | Significant Accounting Policies: |
The following is a summary of significant accounting policies of each Fund used in the preparation of its financial statements, which are in accordance with United States Generally Accepted Accounting Principles (“U.S. GAAP”). The preparation of financial statements in accordance with U.S. GAAP may require management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates.
| a) | Determination of Net Asset Value – The NAV of each class of each Fund’s shares is determined as of the close of regular trading (normally 4:00 p.m. Eastern Time) (the “NYSE Close”) on each day that the New York Stock Exchange (the “Exchange”) is open (“Valuation Date”). If the Exchange is closed due to weather or other extraordinary circumstances on a day it would typically be open for business, each Fund may treat such day as a typical business day and accept purchase and redemption orders and calculate each Fund’s NAV in accordance with applicable law. The net asset value for each class of shares of each Fund is determined by dividing the value of the Fund’s net assets attributable to a class of shares by the number of shares outstanding for that class. Information that becomes known to the Funds after the NAV has been calculated on a particular day will not generally be used to retroactively adjust the NAV determined earlier that day. |
Notes to Financial Statements – (continued)
June 30, 2020 (Unaudited)
| b) | Investment Valuation and Fair Value Measurements – For purposes of calculating the NAV of each class of each Fund, portfolio securities and other assets held in the Fund’s portfolio for which market prices are readily available are valued at market value. Market value is generally determined on the basis of official close price or last reported trade price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers (including evaluated prices), or independent pricing services. Pricing vendors may use matrix pricing or valuation models that utilize certain inputs and assumptions to derive values, including transaction data, credit quality information, general market conditions, news, and other factors and assumptions. |
If market prices are not readily available or are deemed unreliable, a Fund will use the fair value of the security or other instrument as determined in good faith under policies and procedures established by and under the supervision of the Board of Directors of the respective Company (the “Board of Directors”) (“Valuation Procedures”). Market prices are considered not readily available where there is an absence of current or reliable market-based data (e.g., trade information or broker quotes), including where events occur after the close of the relevant market, but prior to the NYSE Close, that materially affect the values of a Fund’s portfolio holdings or assets. In addition, market prices are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which the securities or other instruments trade do not open for trading for the entire day and no other market prices are available. Fair value pricing is subjective in nature and the use of fair value pricing by a Fund may cause the NAV of its shares to differ significantly from the NAV that would have been calculated using market prices at the close of the exchange on which a portfolio holding is primarily traded. There can be no assurance that a Fund could obtain the fair value assigned to an investment if the Fund were to sell the investment at approximately the time at which the Fund determines its NAV.
Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close. Securities and other instruments that are primarily traded on foreign markets may trade on days that are not business days of the Funds. The value of the foreign securities or other instruments in which a Fund invests may change on days when a shareholder will not be able to purchase or redeem shares of the Fund.
Fixed income investments (other than short-term obligations) held by a Fund are normally valued at prices supplied by independent pricing services in accordance with the Valuation Procedures. Short-term investments maturing in 60 days or less are generally valued at amortized cost if their original term to maturity was 60 days or less, or by amortizing their value on the 61st day prior to maturity, if the original term exceeded 60 days.
Exchange-traded derivatives, such as options, futures and options on futures, are valued at the last sale price determined by the exchange where such instruments principally trade as of the close of such exchange (“Exchange Close”). If a last sale price is not available, the value will be the mean of the most recently quoted bid and ask prices as of the Exchange Close. If a mean of the bid and ask prices cannot be calculated for the day, the value will be the most recently quoted bid price as of the Exchange Close. Over-the-counter derivatives are normally valued based on prices supplied by independent pricing services in accordance with the Valuation Procedures.
Investments valued in currencies other than U.S. dollars are converted to U.S. dollars using the prevailing spot currency exchange rates obtained from independent pricing services for calculation of the NAV. As a result, the NAV of a Fund’s shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of securities or other instruments traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that the Exchange is closed and the market value may change on days when an investor is not able to purchase, redeem or exchange shares of a Fund.
Foreign currency contracts represent agreements to exchange currencies on specific future dates at predetermined rates. Foreign currency contracts are valued using foreign currency exchange rates and forward rates as provided by an independent pricing service on the Valuation Date.
Investments in open-end mutual funds, if any, are valued at the respective NAV of each open-end mutual fund on the Valuation Date. Shares of investment companies listed and traded on an exchange are valued in the same manner as any exchange-listed equity security. Such open-end mutual funds and listed investment companies may use fair value pricing as disclosed in their prospectuses.
Financial instruments for which prices are not available from an independent pricing service may be valued using market quotations obtained from one or more dealers that make markets in the respective financial instrument in accordance with the Valuation Procedures.
U.S. GAAP defines fair value as the price that a Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants. The U.S. GAAP fair value measurement standards require disclosure of a fair value hierarchy for each major category of assets and liabilities. Various inputs are used in determining the fair value of each Fund’s investments. These inputs are summarized into three broad hierarchy levels. This hierarchy is based on whether the valuation inputs are observable or unobservable. These levels are:
| • | | Level 1 – Quoted prices in active markets for identical investments. Level 1 may include exchange traded instruments, such as domestic equities, some foreign equities, options, futures, mutual funds, exchange traded funds, rights and warrants. |
Notes to Financial Statements – (continued)
June 30, 2020 (Unaudited)
| • | | Level 2 – Observable inputs other than Level 1 prices, such as quoted prices for similar investments; quoted prices in markets that are not active; or other inputs that are observable or can be corroborated by observable market data. Level 2 may include debt investments that are traded less frequently than exchange traded instruments and which are valued using independent pricing services; foreign equities, which are principally traded on certain foreign markets and are adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close; senior floating rate interests, which are valued using an aggregate of dealer bids; short-term investments, which are valued at amortized cost; and swaps, which are valued based upon the terms of each swap contract. |
| • | | Level 3 – Significant unobservable inputs that are supported by limited or no market activity. Level 3 may include financial instruments whose values are determined using indicative market quotes or require significant management judgment or estimation. These unobservable valuation inputs may include estimates for current yields, maturity/duration, prepayment speed, and indicative market quotes for comparable investments along with other assumptions relating to credit quality, collateral value, complexity of the investment structure, general market conditions and liquidity. This category may include investments where trading has been halted or there are certain restrictions on trading. While these investments are priced using unobservable inputs, the valuation of these investments reflects the best available data and management believes the prices are a reasonable representation of exit price. |
The Board of Directors has delegated the day-to-day responsibility for implementing the Valuation Procedures to the Valuation Committee. The Valuation Committee will consider all relevant factors in determining an investment’s fair value, and may seek the advice of such Fund’s sub-adviser, knowledgeable brokers, and legal counsel in making such determination. The Valuation Committee reports to the Audit Committee of the Board of Directors.
Valuation levels are not necessarily indicative of the risk associated with investing in such investments. Individual investments within any of the above mentioned asset classes may be assigned a different hierarchical level than those presented above, as individual circumstances dictate.
For additional information, refer to the Fair Valuation Summary and the Level 3 roll-forward reconciliation, if applicable, which follows each Fund’s Schedule of Investments.
Level 3 Holdings on June 30, 2020
Quantitative Information about Level 3 Fair Value Measurements:
| | | | | | | | | | |
Growth Opportunities HLS Fund | |
Security Type / Valuation Technique* | | Unobservable Input | | Input Value(s) Range (Weighted Average) | | | Fair Value at June 30, 2020 | |
| | | |
Common Stock | | | | | | | | | | |
Market Approach | | EV/Revenue | | | 4.81x | | | $ | 682,711 | |
Market Approach | | EV/EBITDA | | | 9.5x | | | | 1,435,399 | |
Market Approach | | Price/EPS | | | $42.70 | | | | 4,981,406 | |
Last Trade | | Trade Price | | | $5.06 | | | | 54,351 | |
| | | | | | | | | | |
Total | | | | | | | | | 7,153,867 | |
| | | | | | | | | | |
| | | |
Escrows | | | | | | | | | | |
Future Distribution | | Discount | | | 20.00% | | | | 114,640 | |
| | | | | | | | | | |
Total | | | | | | | | | 114,640 | |
| | | | | | | | | | |
| | | |
Convertible Preferred Stock | | | | | | | | | | |
Market Approach | | EV/Revenue | | | 1.72x - 6.30x (2.99) | | | | 21,775,318 | |
Market Approach | | EV/EBITDA | | | 8.4x | | | | 2,367,926 | |
Last Trade | | Trade price | | | $7.83 | | | | 2,032,123 | |
Target Event | | Liquidation preference | | | $11.61 | | | | 3,408,909 | |
| | | | | | | | | | |
Total | | | | | | | | | 29,584,276 | |
| | | | | | | | | | |
Total | | | | | | | | $ | 36,852,783 | |
| | | | | | | | | | |
| * | The Valuation Committee may consider applying appropriate valuation methodologies, which may include, but are not limited to: valuation through use of a “proxy” investment or index, discount from market value of a similar freely traded investment, a discount or premium which may consider market or regulatory sentiment (or other subjective determinations, inputs or factors not otherwise quantifiable), and any other appropriate method. |
Notes to Financial Statements – (continued)
June 30, 2020 (Unaudited)
| | | | | | | | | | |
Small Company HLS Fund | | | | | |
Security Type / Valuation Technique* | | Unobservable Input | | Input Value(s) Range (Weighted Average) | | | Fair Value at June 30, 2020 | |
| | | |
Common Stock | | | | | | | | | | |
Market Approach | | EV/EBITDA | | | 5.6x - 9.5x (8.36) | | | $ | 2,246,180 | |
| | | | | | | | | | |
Total | | | | | | | | | 2,246,180 | |
| | | | | | | | | | |
| | | |
Escrows | | | | | | | | | | |
Future Distribution | | Discount | | | 20.00% | | | | 85,420 | |
| | | | | | | | | | |
Total | | | | | | | | | 85,420 | |
| | | | | | | | | | |
| | | |
Convertible Preferred Stock | | | | | | | | | | |
Market Approach | | EV/Revenue | | | 3.75x | | | | 2,986,801 | |
Target Event | | Liquidation preference | | | $11.61 | | | | 3,811,687 | |
| | | | | | | | | | |
Total | | | | | | | | | 6,798,488 | |
| | | | | | | | | | |
Total | | | | | | | | $ | 9,130,088 | |
| | | | | | | | | | |
| * | The Valuation Committee may consider applying appropriate valuation methodologies, which may include, but are not limited to: valuation through use of a “proxy” investment or index, discount from market value of a similar freely traded investment, a discount or premium which may consider market or regulatory sentiment (or other subjective determinations, inputs or factors not otherwise quantifiable), and any other appropriate method. |
| c) | Investment Transactions and Investment Income – Investment transactions are recorded as of the trade date (the date the order to buy or sell is executed) for financial reporting purposes. Investments purchased or sold on a when-issued or delayed-delivery basis may be settled a month or more after the trade date. Realized gains and losses are determined on the basis of identified cost. |
The trade date for senior floating rate interests purchased in the primary loan market is considered the date on which the loan allocations are determined. The trade date for senior floating rate interests purchased in the secondary loan market is the date on which the transaction is entered into.
Dividend income from domestic securities is accrued on the ex-dividend date. In general, dividend income from foreign securities is recorded on the ex-date; however, dividend notifications in certain foreign jurisdictions may not be available in a timely manner and as a result, a Fund will record the dividend as soon as the relevant details (i.e., rate per share, payment date, shareholders of record, etc.) are publicly available. Interest income, including amortization of premium, accretion of discounts, inflation adjustments and additional principal received in-kind in lieu of cash, is accrued on a daily basis. Paydown gains and losses on mortgage-related and other asset-backed securities are included in interest income in the Statements of Operations, as applicable.
Please refer to Note 8 for Securities Lending information.
| d) | Taxes – A Fund may be subject to taxes imposed on realized gains on securities of certain foreign countries in which such Fund invests. A Fund may also be subject to taxes withheld on foreign dividends and interest from securities in which a Fund invests. The amount of any foreign taxes withheld and foreign tax expense is included on the accompanying Statements of Operations as a reduction to net investment income or net realized gain on investments in these securities, if applicable. |
| e) | Foreign Currency Transactions – Assets and liabilities denominated in currencies other than U.S. dollars are translated into U.S. dollars at the exchange rates in effect on the Valuation Date. Purchases and sales of investments, income and expenses are translated into U.S. dollars at the exchange rates on the dates of such transactions. |
A Fund does not isolate that portion of portfolio investment valuation resulting from fluctuations in the foreign currency exchange rates from the fluctuations arising from changes in the market prices of investments held. Exchange rate fluctuations are included with the net realized and unrealized gain or loss on investments in the accompanying financial statements.
Net realized foreign exchange gains or losses arise from sales of foreign currencies and the difference between asset and liability amounts initially stated in foreign currencies and the U.S. dollar value of the amounts actually received or paid. Net unrealized foreign exchange gains or losses arise from changes in the value of other assets and liabilities at the end of the reporting period, resulting from changes in the exchange rates.
| f) | Joint Trading Account – A Fund may invest cash balances into a joint trading account that may be invested in one or more repurchase agreements. |
| g) | Fund Share Valuation and Dividend Distributions to Shareholders – Orders for each class of each Fund’s shares are executed in accordance with the investment instructions of the contract holders and plan participants. The NAV of each class of each Fund’s shares is determined as of the close of business on each business day of the Exchange (see Note 2(a)). The NAV is determined separately for each class of shares |
Notes to Financial Statements – (continued)
June 30, 2020 (Unaudited)
| of a Fund by dividing the Fund’s net assets attributable to that class by the number of shares of the class outstanding. Each class of shares offered by a Fund has equal rights as to assets and voting privileges (except that shareholders of a class have exclusive voting rights regarding any matter relating solely to that class of shares). Income and non-class specific expenses are allocated daily to each class on the basis of the relative net assets of the class of the Fund. Realized and unrealized gains and losses are allocated daily based on the relative net assets of each class of shares of each Fund. |
Orders for the purchase of a Fund’s shares received prior to the close of the Exchange on any day the Exchange is open for business are priced at the NAV determined as of the close of the Exchange. Orders received after the close of the Exchange, or on a day on which the Exchange and/or the Funds are not open for business, are priced at the next determined NAV.
Dividends are declared pursuant to a policy adopted by the respective Company’s Board of Directors. Dividends and/or distributions to shareholders are recorded on ex-date. The policy of each Fund is to pay dividends from net investment income and realized gains, if any, at least once a year. Income dividends and capital gains distributions are determined in accordance with federal income tax regulations, which may differ from U.S. GAAP with respect to character and timing.
3. | Securities and Other Investments: |
| a) | Restricted Securities – Each Fund may invest in securities that are subject to legal or contractual restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are registered. Disposal of these securities may involve time-consuming negotiations and expense, and prompt sale at an acceptable price may be difficult. Information regarding restricted securities, if applicable, is included at the end of each Fund’s Schedule of Investments. |
| b) | Investments Purchased on a When-Issued or Delayed-Delivery Basis – Delivery and payment for investments that have been purchased by a Fund on a forward commitment, or when-issued or delayed-delivery basis, take place beyond the customary settlement period. A Fund may dispose of or renegotiate a delayed-delivery transaction after it is entered into, and may sell delayed-delivery investments before they are delivered, which may result in a realized gain or loss. During this period, such investments are subject to market fluctuations, and a Fund identifies investments segregated in its records with a value at least equal to the amount of the commitment. See each Fund’s Schedule of Investments, if applicable, for when-issued or delayed-delivery investments as of June 30, 2020. |
In connection with a Fund’s ability to purchase investments on a when-issued or forward commitment basis, the Fund may enter into to-be announced (“TBA”) commitments. TBA commitments are forward agreements for the purchase or sale of mortgage-backed securities for a fixed price, with payment and delivery on an agreed-upon future settlement date. The specific securities to be delivered are not identified at the trade date; however, delivered securities must meet specified terms, including issuer, rate and mortgage terms. Although a Fund may enter into TBA commitments with the intention of acquiring or delivering securities for its portfolio, the Fund can extend the settlement date, roll the transaction, or dispose of a commitment prior to settlement if deemed appropriate to do so. If the TBA commitment is closed through the acquisition of an offsetting TBA commitment, a Fund realizes a gain or loss. In a TBA roll transaction, a Fund generally purchases or sells the initial TBA commitment prior to the agreed upon settlement date and enters into a new TBA commitment for future delivery or receipt of the mortgage-backed securities. TBA commitments involve a risk of loss if the value of the security to be purchased or sold declines or increases, respectively, prior to settlement date. These transactions are excluded from a Fund’s portfolio turnover rate. See each Fund’s Schedule of Investments, if applicable, for TBA commitments as of June 30, 2020.
| c) | Senior Floating Rate Interests – Certain Funds may invest in senior floating rate interests. Senior floating rate interests generally hold the most senior position in the capital structure of a business entity (the “Borrower”), are typically secured by specific collateral and have a claim on the assets and/or stock of the Borrower that is senior to that held by subordinated debt holders and stockholders of the Borrower. Senior floating rate interests are typically structured and administered by a financial institution that acts as the agent of the lenders participating in the senior floating rate interest. A Fund may invest in multiple series or tranches of a senior floating rate interest, which may have varying terms and carry different associated risks. A Fund may also enter into unfunded loan commitments, which are contractual obligations for future funding. Unfunded loan commitments may include revolving credit facilities, which may obligate the Fund to supply additional cash to the Borrower on demand. Unfunded loan commitments represent a future obligation in full. A Fund may receive a commitment fee based on the undrawn portion of the underlying line of credit portion of a senior floating rate interest. In certain circumstances, a Fund may receive various fees upon the restructure of a senior floating rate interest by a borrower. Fees earned/paid may be recorded as a component of income or realized gain/loss in the Statements of Operations. |
Senior floating rate interests are typically rated below-investment-grade, which suggests they are more likely to default and generally pay higher interest rates than investment-grade loans. A default could lead to non-payment of income, which would result in a reduction of income to a Fund, and there can be no assurance that the liquidation of any collateral would satisfy the Borrower’s obligation in the event of non-payment of scheduled interest or principal payments, or that such collateral could be readily liquidated. See each Fund’s Schedule of Investments, if applicable, for outstanding senior floating rate interests as of June 30, 2020.
Notes to Financial Statements – (continued)
June 30, 2020 (Unaudited)
| d) | Mortgage-Related and Other Asset-Backed Securities – A Fund may invest in mortgage-related and other asset-backed securities. These securities include mortgage pass-through securities, collateralized mortgage obligations, commercial mortgage-backed securities, stripped mortgage-backed securities, asset-backed securities, collateralized debt obligations and other securities that directly or indirectly represent a participation in, or are secured by and payable from, mortgage loans on real property. Mortgage-related securities are created from pools of residential or commercial mortgage loans, including mortgage loans made by savings and loan institutions, mortgage bankers, commercial banks and others. Asset-backed securities are created from many types of assets, including auto loans, credit card receivables, home equity loans, and student loans. These securities provide a monthly payment that consists of both interest and principal payments. Interest payments may be determined by fixed or adjustable rates. The rate of prepayments on underlying mortgages will affect the price and volatility of a mortgage-related security, and may have the effect of shortening or extending the effective duration of the security relative to what was anticipated at the time of purchase. The timely payment of principal and interest of certain mortgage-related securities is guaranteed by the full faith and credit of the United States Government. Mortgage-related and other asset-backed securities created and guaranteed by non-governmental issuers, including government-sponsored corporations, may be supported by various forms of insurance or guarantees, but there can be no assurance that the private insurers or guarantors can meet their obligations under the insurance policies or guarantee arrangements. See each Fund’s Schedule of Investments, if applicable, for mortgage-related and other asset-backed securities as of June 30, 2020. |
| e) | Inflation-Indexed Bonds – A Fund may invest in inflation-indexed bonds. Inflation-indexed bonds are fixed income investments whose principal value is periodically adjusted to the rate of inflation. The interest rate on these bonds is generally fixed at issuance at a rate lower than typical bonds. Over the life of an inflation-indexed bond, however, interest will be paid based on a principal value, which is adjusted for inflation. Any increase or decrease in the principal amount of an inflation-indexed bond will be included as interest income on the Statements of Operations, even though investors do not receive the principal amount until maturity. See each Fund’s Schedule of Investments, if applicable, for inflation-indexed bonds as of June 30, 2020. |
| f) | Repurchase Agreements – A repurchase agreement is an agreement between two parties whereby one party sells the other a security at a specified price with a commitment to repurchase the security later at an agreed-upon price, date and interest payment. Each Fund is permitted to enter into fully collateralized repurchase agreements. Each Company’s Board of Directors has delegated to the sub-adviser the responsibility of evaluating the creditworthiness of the banks and securities dealers with which the Funds will engage in repurchase agreements. The sub-adviser will monitor such transactions to ensure that the value of underlying collateral will be at least equal to the total amount of the repurchase obligation as required by the valuation provision of the repurchase agreement, including the accrued interest. Repurchase agreements carry the risk that the market value of the securities declines below the repurchase price. A Fund could also lose money if it is unable to recover the securities and the value of any collateral held or assets segregated by the Fund to cover the transaction is less than the value of the securities. In the event the borrower commences bankruptcy proceedings, a court may characterize the transaction as a loan. If a Fund has not perfected a security interest in the underlying collateral, the Fund may be required to return the underlying collateral to the borrower’s estate and be treated as an unsecured creditor. As an unsecured creditor, the Fund could lose some or all of the principal and interest involved in the transaction. See each Fund’s Schedule of Investments, if applicable, for repurchase agreements as of June 30, 2020. |
4. | Financial Derivative Instruments: |
The following disclosures contain information on how and why a Fund may use derivative instruments, the credit-risk-related contingent features in certain derivative instruments, and how derivative instruments affect a Fund’s financial position and results of operations. The location and fair value amounts of these instruments on the Statements of Assets and Liabilities and the realized gains and losses and changes in unrealized gains and losses on the Statements of Operations, each categorized by type of derivative contract, are included in the following Additional Derivative Instrument Information footnote. The derivative instruments outstanding as of period-end are disclosed in the notes to the Schedules of Investments, if applicable. The amounts of realized gains and losses and changes in unrealized gains and losses on derivative instruments during the period are disclosed in the Statements of Operations.
| a) | Foreign Currency Contracts – A Fund may enter into foreign currency contracts that obligate the Fund to purchase or sell currencies at specified future dates. Foreign currency contracts may be used in connection with settling purchases or sales of securities to hedge the currency exposure associated with some or all of a Fund’s investments and/or as part of an investment strategy. Foreign currency contracts are marked to market daily and the change in value is recorded by a Fund as an unrealized gain or loss. A Fund will record a realized gain or loss when the foreign currency contract is settled. |
Foreign currency contracts involve elements of market risk in excess of the amounts reflected in the Statements of Assets and Liabilities. In addition, risks may arise upon entering into these contracts from the potential inability of the counterparties to meet the terms of the contracts and from unanticipated movements in the value of the foreign currencies relative to the U.S. dollar. Upon entering into a foreign currency contract, a Fund may be required to post margin equal to its outstanding exposure thereunder.
During the six-month period ended June 30, 2020, each of Capital Appreciation HLS Fund, High Yield HLS Fund and Total Return Bond HLS Fund had used Foreign Currency Contracts.
Notes to Financial Statements – (continued)
June 30, 2020 (Unaudited)
| b) | Futures Contracts – A Fund may enter into futures contracts. A futures contract is an agreement between two parties to buy or sell an asset at a set price on a future date. A Fund may use futures contracts to manage risk or obtain exposure to the investment markets, commodities, or movements in interest rates and currency values. The primary risks associated with the use of futures contracts are the imperfect correlation between the change in market value of the investments held by a Fund and the prices of futures contracts and the possibility of an illiquid market. Upon entering into a futures contract, a Fund is required to deposit with a futures commission merchant (“FCM”) an amount of cash or U.S. Government or Agency Obligations in accordance with the initial margin requirements of the broker or exchange. Futures contracts are marked to market daily and an appropriate amount equal to the change in value (“variation margin”) is paid or received by a Fund. Gains or losses are recognized but not considered realized until the contracts expire or are closed. Futures contracts involve, to varying degrees, risk of loss in excess of the variation margin disclosed on the Statements of Assets and Liabilities. |
During the six-month period ended June 30, 2020, each of Balanced HLS Fund, Capital Appreciation HLS Fund, Total Return Bond HLS Fund and U.S. Government Securities HLS Fund had used Futures Contracts.
| c) | Options Contracts – An option contract is a contract sold by one party to another party that offers the buyer the right, but not the obligation, to buy (call) or sell (put) an investment or other financial asset at an agreed-upon price during a specific period of time or on a specific date. Option contracts are either over-the-counter (“OTC”) options or executed in a registered exchange (“exchange-traded options”). A Fund may write (sell) covered call and put options on futures, swaps (“swaptions”), securities, commodities or currencies. “Covered” means that so long as a Fund is obligated as the writer of an option, it will own either the underlying investments or currency or an option to purchase the same underlying investments or currency having an expiration date of the covered option and an exercise price equal to or less than the exercise price of the covered option, or will segregate or earmark cash or other liquid investments having, for written call options, a value equal to the greater of the exercise price or the market value of the underlying instrument and, for written put options, a value equal to the exercise price. Writing put options may increase a Fund’s exposure to the underlying instrument. Writing call options may decrease a Fund’s exposure to the underlying instrument. Premiums received from writing options that expire are treated as realized gains. Premiums received from writing options that are exercised or closed are added to the proceeds or offset amounts paid on the underlying futures, swaps, investments or currency transactions to determine the realized gain or loss. A Fund, as a writer of an option, has no control over whether the underlying instrument may be sold (call) or purchased (put) and as a result bears the market risk of an unfavorable change in the price of the instrument underlying the written option. There is the risk a Fund may not be able to enter into a closing transaction because of an illiquid market. A Fund may also purchase put and call options. Purchasing call options may increase a Fund’s exposure to the underlying instrument. Purchasing put options may decrease a Fund’s exposure to the underlying instrument. A Fund pays a premium, which is included on the Fund’s Statements of Assets and Liabilities as an investment and is subsequently marked to market to reflect the current value of the option. Premiums paid for purchasing options that expire are treated as realized losses. Certain options may be purchased with premiums to be determined on a future date. The premiums for these options are based upon implied volatility parameters at specified terms. The risk associated with purchasing put and call options is generally limited to the premium paid. Premiums paid for purchasing options that are exercised or closed are added to the amounts paid or offset against the proceeds on the underlying investment transaction to determine the realized gain or loss. Entering into OTC options also exposes a Fund to counterparty risk. Counterparty risk is the possibility that the counterparty to the agreements may default on its obligation to perform or disagree as to the meaning of the contractual terms in the agreements. |
During the six-month period ended June 30, 2020, each of Total Return Bond HLS Fund and U.S. Government Securities HLS Fund had used Options Contracts.
| d) | Swap Contracts – A Fund may invest in swap contracts. Swap contracts are agreements to exchange or swap investment cash flows, assets, foreign currencies or market-linked returns at specified future intervals. Swap contracts are either privately negotiated in the over-the-counter market (“OTC swaps”) or cleared through a central counterparty or derivatives clearing organization (“centrally cleared swaps”). A Fund may enter into credit default, total return, cross-currency, interest rate, inflation and other forms of swap contracts to manage its exposure to credit, currency, interest rate, commodity and inflation risk. Swap contracts are also used to gain exposure to certain markets. In connection with these contracts, investments or cash may be identified as collateral or margin in accordance with the terms of the respective swap contracts and/or master netting arrangement to provide assets of value and recourse in the event of default or bankruptcy/insolvency. |
Swaps are valued in accordance with the Valuation Procedures. Changes in market value, if any, are reflected as a component of net changes in unrealized appreciation or depreciation on the Statements of Operations. Daily changes in valuation of centrally cleared swaps, if any, are recorded as a receivable or payable for the change in value (“variation margin”) on the Statements of Assets and Liabilities. Realized gains or losses on centrally cleared swaps are recorded upon the termination of the swaps. OTC swap payments received or paid at the beginning of the measurement period are reflected as such on the Statements of Assets and Liabilities and represent premiums paid or received upon entering into the swap contract to compensate for differences between the stated terms of the swap contract and prevailing market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors). These upfront premiums are recorded as realized gains or losses on the Statements of Operations upon termination or maturity of the swap. A liquidation payment received or
Notes to Financial Statements – (continued)
June 30, 2020 (Unaudited)
made at the termination or maturity of the swap is recorded as a realized gain or loss on the Statements of Operations. Net periodic payments received or paid by a Fund are included as part of realized gains or losses on the Statements of Operations.
Entering into these contracts involves, to varying degrees, elements of liquidation, counterparty, credit and market risk in excess of the amounts recognized on the Statements of Assets and Liabilities. Such risks involve the possibility that there will be no liquid market for these contracts, that the counterparty to the contracts may default on its obligation to perform or disagree as to the meaning of contractual terms in the contracts, and that there may be unfavorable changes in market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors).
A Fund’s maximum risk of loss from counterparty risk for OTC swaps is the net value of the discounted cash flows to be received from the counterparty over the contract’s remaining life, and current market value, to the extent that amount is positive. The risk is mitigated by having a master netting arrangement between a Fund and the counterparty, which allows for the netting of payments made or received (although such amounts are presented on a gross basis within the Statements of Assets and Liabilities, as applicable) as well as the posting of collateral to a Fund to cover the Fund’s exposure to the counterparty. In a centrally cleared swap, while a Fund enters into an agreement with a clearing broker to execute contracts with a counterparty, the performance of the swap is guaranteed by the central clearinghouse, which reduces the Fund’s exposure to counterparty risk. However, the Fund is still exposed to a certain amount of counterparty risk through the clearing broker and clearinghouse. The clearinghouse attempts to minimize this risk to its participants through the use of mandatory margin requirements, daily cash settlements and other procedures. Likewise, the clearing broker reduces its risk through margin requirements and required segregation of customer balances.
Credit Default Swap Contracts – The credit default swap market allows a Fund to manage credit risk through buying and selling credit protection on a specific issuer, asset or basket of assets. Certain credit default swaps involve the exchange of a fixed rate premium for protection against the loss in value of an underlying investment or index in the event of a credit event, such as payment default or bankruptcy.
Under a credit default swap contract, one party acts as guarantor by receiving the fixed periodic payment in exchange for the commitment to purchase the underlying investment at par if the defined credit event occurs. Upon the occurrence of a defined credit event, the difference between the value of the reference obligation and the swap’s notional amount is recorded as realized gain or loss on swap transactions in the Statements of Operations. A “buyer” of credit protection agrees to pay a counterparty to assume the credit risk of an issuer upon the occurrence of certain events. The “seller” of the protection receives periodic payments and agrees to assume the credit risk of an issuer upon the occurrence of certain events. Although specified events are contract specific, credit events are generally defined as bankruptcy, failure to pay, restructuring, obligation acceleration, obligation default or repudiation/moratorium. A “seller’s” exposure is limited to the total notional amount of the credit default swap contract. These potential amounts would be partially offset by any recovery values of the respective referenced obligations or upfront payments received upon entering into the contract.
Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap contracts on corporate issues, sovereign government issues or U.S. municipal issues as of year-end are disclosed in the notes to the Schedules of Investments, as applicable, and serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and there may also be upfront payments required to be made to enter into the contract. Wider credit spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract. For credit default swap contracts on credit indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced equity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract.
During the six-month period ended June 30, 2020, each of Balanced HLS Fund, High Yield HLS Fund and Total Return Bond HLS Fund had used Credit Default Swap Contracts.
Interest Rate Swap Contracts – Certain Funds are subject to interest rate risk exposure in the normal course of pursuing its investment objectives. A Fund may use interest rate swaps to hedge interest rate and duration risk across a portfolio at particular duration points to maintain its ability to generate income at prevailing market rates. In a typical interest rate swap, one party agrees to make regular payments equal to a floating interest rate, based on a specified interest rate or benchmark (e.g. London Interbank Offered Rate (“LIBOR”)), multiplied by a notional amount, in return for payments equal to a fixed rate multiplied by the same amount, for a specific period of time. The net interest received or paid on interest rate swap contracts is recorded as a realized gain or loss. Interest rate swaps are marked to market daily and the change, if any, is recorded as an unrealized gain or loss in the Statements of Operations. When the interest rate swap contract is terminated early, a Fund records a realized gain or loss equal to the difference between the current market value and the upfront premium or cost.
Notes to Financial Statements – (continued)
June 30, 2020 (Unaudited)
If an interest rate swap contract provides for payments in different currencies, the parties might agree to exchange the notional amount as well. Interest rate swaps may also depend on other prices or rates, such as the value of an index. The risks of interest rate swaps include changes in market conditions, which will affect the value of the contract or the cash flows and the possible inability of the counterparty to fulfill its obligations under the contract. A Fund’s maximum risk of loss from counterparty credit risk is the discounted net value of the cash flows to be received from the counterparty over the contract’s remaining life, to the extent that amount is positive.
During the six-month period ended June 30, 2020, each of Total Return Bond HLS Fund and U.S. Government Securities HLS Fund had used Interest Rate Swap Contracts.
| e) | Additional Derivative Instrument Information: |
Balanced HLS Fund
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of June 30, 2020:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Risk Exposure Category | |
| | Interest Rate Contracts | | | Foreign Currency Contracts | | | Credit Contracts | | | Equity Contracts | | | Commodity Contracts | | | Other Contracts | | | Total | |
Assets: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Unrealized appreciation on futures contracts(1) | | $ | 7,216 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 7,216 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | 7,216 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 7,216 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Unrealized depreciation on futures contracts(1) | | $ | 62,179 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 62,179 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | 62,179 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 62,179 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| (1) | Amount represents the cumulative appreciation and depreciation on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities. |
The Effect of Derivative Instruments on the Statement of Operations for the period ended June 30, 2020:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Risk Exposure Category | |
| | Interest Rate Contracts | | | Foreign Currency Contracts | | | Credit Contracts | | | Equity Contracts | | | Commodity Contracts | | | Other Contracts | | | Total | |
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on futures contracts | | $ | 684,827 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 684,827 | |
Net realized gain (loss) on swap contracts | | | — | | | | — | | | | (371,871 | ) | | | — | | | | — | | | | — | | | | (371,871 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | 684,827 | | | $ | — | | | $ | (371,871 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | 312,956 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net change in unrealized appreciation (depreciation) of futures contracts | | $ | 93,206 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 93,206 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | 93,206 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 93,206 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
For the period ended June 30, 2020, the average amount or number per contract outstanding for each derivative type was as follows:
| | | | |
Derivative Description | | Average Notional Par, Contracts or Face Amount | |
Futures Contracts Long at Number of Contracts | | | 98 | |
Futures Contracts Short at Number of Contracts | | | (28 | ) |
Swap Contracts at Notional Amount | | $ | 12,305,000 | |
Notes to Financial Statements – (continued)
June 30, 2020 (Unaudited)
Capital Appreciation HLS Fund
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of June 30, 2020:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Risk Exposure Category | |
| | Interest Rate Contracts | | | Foreign Currency Contracts | | | Credit Contracts | | | Equity Contracts | | | Commodity Contracts | | | Other Contracts | | | Total | |
| | | | | | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Unrealized depreciation on futures contracts(1) | | $ | — | | | $ | — | | | $ | — | | | $ | 75,947 | | | $ | — | | | $ | — | | | $ | 75,947 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | — | | | $ | — | | | $ | — | | | $ | 75,947 | | | $ | — | | | $ | — | | | $ | 75,947 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| (1) | Amount represents the cumulative depreciation on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities. |
The Effect of Derivative Instruments on the Statement of Operations for the period ended June 30, 2020:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Risk Exposure Category | |
| | Interest Rate Contracts | | | Foreign Currency Contracts | | | Credit Contracts | | | Equity Contracts | | | Commodity Contracts | | | Other Contracts | | | Total | |
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on futures contracts | | $ | — | | | $ | — | | | $ | — | | | $ | (10,569,506 | ) | | $ | — | | | $ | — | | | $ | (10,569,506 | ) |
Net realized gain (loss) on foreign currency contracts | | | — | | | | 92,912 | | | | — | | | | — | | | | — | | | | — | | | | 92,912 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | — | | | $ | 92,912 | | | $ | — | | | $ | (10,569,506 | ) | | $ | — | | | $ | — | | | $ | (10,476,594 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net change in unrealized appreciation (depreciation) of futures contracts | | $ | — | | | $ | — | | | $ | — | | | $ | 106,226 | | | $ | — | | | $ | — | | | $ | 106,226 | |
Net change in unrealized appreciation (depreciation) of foreign currency contracts | | | — | | | | (92,912 | ) | | | — | | | | — | | | | — | | | | — | | | | (92,912 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | — | | | $ | (92,912 | ) | | $ | — | | | $ | 106,226 | | | $ | — | | | $ | — | | | $ | 13,314 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
For the period ended June 30, 2020, the average amount or number per contract outstanding for each derivative type was as follows:
| | | | |
Derivative Description | | Average Notional Par, Contracts or Face Amount | |
Futures Contracts Long at Number of Contracts | | | 200 | |
Foreign Currency Contracts Purchased at Contract Amount | | $ | 9,500,157 | |
Foreign Currency Contracts Sold at Contract Amount | | $ | 9,593,069 | |
High Yield HLS Fund
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of June 30, 2020:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Risk Exposure Category | |
| | Interest Rate Contracts | | | Foreign Currency Contracts | | | Credit Contracts | | | Equity Contracts | | | Commodity Contracts | | | Other Contracts | | | Total | |
Assets: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Unrealized appreciation on foreign currency contracts | | $ | — | | | $ | 23,177 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 23,177 | |
Unrealized appreciation on swap contracts(1) | | | — | | | | — | | | | 96,860 | | | | — | | | | — | | | | — | | | | 96,860 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | — | | | $ | 23,177 | | | $ | 96,860 | | | $ | — | | | $ | — | | | $ | — | | | $ | 120,037 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| (1) | Amount represents the cumulative appreciation on centrally cleared swaps, if applicable, as disclosed within the Schedule of Investments. Only the current day’s variation margin, if any, are reported within the Statements of Assets and Liabilities. OTC swaps are reported within the Statement of Assets and Liabilities within Unrealized appreciation and depreciation on OTC swap contracts, if applicable. |
Notes to Financial Statements – (continued)
June 30, 2020 (Unaudited)
High Yield HLS Fund – (continued)
The Effect of Derivative Instruments on the Statement of Operations for the period ended June 30, 2020:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Risk Exposure Category | |
| | Interest Rate Contracts | | | Foreign Currency Contracts | | | Credit Contracts | | | Equity Contracts | | | Commodity Contracts | | | Other Contracts | | | Total | |
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on swap contracts | | $ | — | | | $ | — | | | $ | (329,271 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | (329,271 | ) |
Net realized gain (loss) on foreign currency contracts | | | — | | | | 23,507 | | | | — | | | | — | | | | — | | | | — | | | | 23,507 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | — | | | $ | 23,507 | | | $ | (329,271 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | (305,764 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net change in unrealized appreciation (depreciation) of swap contracts | | $ | — | | | $ | — | | | $ | (25,448 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | (25,448 | ) |
Net change in unrealized appreciation (depreciation) of foreign currency contracts | | | — | | | | 63,208 | | | | — | | | | — | | | | — | | | | — | | | | 63,208 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | — | | | $ | 63,208 | | | $ | (25,448 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | 37,760 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
For the period ended June 30, 2020, the average amount or number per contract outstanding for each derivative type was as follows:
| | | | |
Derivative Description | | Average Notional Par, Contracts or Face Amount | |
Swap Contracts at Notional Amount | | $ | 2,195,375 | |
Foreign Currency Contracts Purchased at Contract Amount | | $ | 611,768 | |
Foreign Currency Contracts Sold at Contract Amount | | $ | 5,206,800 | |
Total Return Bond HLS Fund
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of June 30, 2020:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Risk Exposure Category | |
| | Interest Rate Contracts | | | Foreign Currency Contracts | | | Credit Contracts | | | Equity Contracts | | | Commodity Contracts | | | Other Contracts | | | Total | |
Assets: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in securities, at value (purchased options), market value | | $ | 742,411 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 742,411 | |
Unrealized appreciation on futures contracts(1) | | | 558,623 | | | | — | | | | — | | | | — | | | | — | | | | — | | | | 558,623 | |
Unrealized appreciation on foreign currency contracts | | | — | | | | 551,774 | | | | — | | | | — | | | | — | | | | — | | | | 551,774 | |
Unrealized appreciation on swap contracts(2) | | | 30,624 | | | | — | | | | 2,321,456 | | | | — | | | | — | | | | — | | | | 2,352,080 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | 1,331,658 | | | $ | 551,774 | | | $ | 2,321,456 | | | $ | — | | | $ | — | | | $ | — | | | $ | 4,204,888 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Unrealized depreciation on futures contracts(1) | | $ | 1,859,090 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 1,859,090 | |
Written options, market value | | | 1,419,062 | | | | — | | | | — | | | | — | | | | — | | | | — | | | | 1,419,062 | |
Unrealized depreciation on swap contracts(2) | | | 21,345,737 | | | | — | | | | 9,685,531 | | | | — | | | | — | | | | — | | | | 31,031,268 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | 24,623,889 | | | $ | — | | | $ | 9,685,531 | | | $ | — | | | $ | — | | | $ | — | | | $ | 34,309,420 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| (1) | Amount represents the cumulative appreciation and depreciation on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities. |
| (2) | Amount represents the cumulative appreciation and depreciation on centrally cleared swaps, if applicable, as disclosed within the Schedule of Investments. Only the current day’s variation margin, if any, are reported within the Statements of Assets and Liabilities. OTC swaps are reported within the Statement of Assets and Liabilities within Unrealized appreciation and depreciation on OTC swap contracts, if applicable. |
Notes to Financial Statements – (continued)
June 30, 2020 (Unaudited)
Total Return Bond HLS Fund – (continued)
The Effect of Derivative Instruments on the Statement of Operations for the period ended June 30, 2020:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Risk Exposure Category | |
| | Interest Rate Contracts | | | Foreign Currency Contracts | | | Credit Contracts | | | Equity Contracts | | | Commodity Contracts | | | Other Contracts | | | Total | |
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on purchased options contracts | | $ | 1,576,410 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 1,576,410 | |
Net realized gain (loss) on futures contracts | | | 11,236,405 | | | | — | | | | — | | | | — | | | | — | | | | — | | | | 11,236,405 | |
Net realized gain (loss) on written options contracts | | | 6,742,174 | | | | — | | | | — | | | | — | | | | — | | | | — | | | | 6,742,174 | |
Net realized gain (loss) on swap contracts | | | (7,547,936 | ) | | | — | | | | (12,081,324 | ) | | | — | | | | — | | | | — | | | | (19,629,260 | ) |
Net realized gain (loss) on foreign currency contracts | | | — | | | | 3,784,163 | | | | — | | | | — | | | | — | | | | — | | | | 3,784,163 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | 12,007,053 | | | $ | 3,784,163 | | | $ | (12,081,324 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | 3,709,892 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net change in unrealized appreciation (depreciation) of investments in purchased options contracts | | $ | 104,267 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 104,267 | |
Net change in unrealized appreciation (depreciation) of futures contracts | | | 37,703 | | | | — | | | | — | | | | — | | | | — | | | | — | | | | 37,703 | |
Net change in unrealized appreciation (depreciation) of written options contracts | | | 343,443 | | | | — | | | | — | | | | — | | | | — | | | | — | | | | 343,443 | |
Net change in unrealized appreciation (depreciation) of swap contracts | | | (15,099,215 | ) | | | — | | | | (8,862,980 | ) | | | — | | | | — | | | | — | | | | (23,962,195 | ) |
Net change in unrealized appreciation (depreciation) of foreign currency contracts | | | — | | | | 1,440,071 | | | | — | | | | — | | | | — | | | | — | | | | 1,440,071 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | (14,613,802) | | | $ | 1,440,071 | | | $ | (8,862,980 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | (22,036,711) | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
For the period ended June 30, 2020, the average amount or number per contract outstanding for each derivative type was as follows:
| | | | |
Derivative Description | | Average Notional Par, Contracts or Face Amount | |
Purchased Options Contracts at Number of Contracts | | | 21,515,000 | |
Futures Contracts Long at Number of Contracts | | | 2,107 | |
Futures Contracts Short at Number of Contracts | | | (718 | ) |
Written Options Contracts at Number of Contracts | | | (487,925,600 | ) |
Swap Contracts at Notional Amount | | $ | 304,092,303 | |
Foreign Currency Contracts Purchased at Contract Amount | | $ | 12,895,599 | |
Foreign Currency Contracts Sold at Contract Amount | | $ | 70,432,427 | |
U.S. Government Securities HLS Fund
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of June 30, 2020:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Risk Exposure Category | |
| | Interest Rate Contracts | | | Foreign Currency Contracts | | | Credit Contracts | | | Equity Contracts | | | Commodity Contracts | | | Other Contracts | | | Total | |
Assets: | |
Unrealized appreciation on futures contracts(1) | | $ | 306,926 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 306,926 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | 306,926 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 306,926 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
|
Liabilities: | |
Unrealized depreciation on futures contracts(1) | | $ | 53,554 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 53,554 | |
Unrealized depreciation on swap contracts(2) | | | 2,630,297 | | | | — | | | | — | | | | — | | | | — | | | | — | | | | 2,630,297 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | 2,683,851 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 2,683,851 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| (1) | Amount represents the cumulative appreciation and depreciation on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities. |
| (2) | Amount represents the cumulative depreciation on centrally cleared swaps, if applicable, as disclosed within the Schedule of Investments. Only the current day’s variation margin, if any, are reported within the Statements of Assets and Liabilities. OTC swaps are reported within the Statement of Assets and Liabilities within Unrealized appreciation and depreciation on OTC swap contracts, if applicable. |
Notes to Financial Statements – (continued)
June 30, 2020 (Unaudited)
U.S. Government Securities HLS Fund – (continued)
The Effect of Derivative Instruments on the Statement of Operations for the period ended June 30, 2020:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Risk Exposure Category | |
| | Interest Rate Contracts | | | Foreign Currency Contracts | | | Credit Contracts | | | Equity Contracts | | | Commodity Contracts | | | Other Contracts | | | Total | |
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on futures contracts | | $ | 7,103,100 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 7,103,100 | |
Net realized gain (loss) on written options contracts | | | 13,535 | | | | — | | | | — | | | | — | | | | — | | | | — | | | | 13,535 | |
Net realized gain (loss) on swap contracts | | | (1,715,250 | ) | | | — | | | | — | | | | — | | | | — | | | | — | | | | (1,715,250 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | 5,401,385 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 5,401,385 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net change in unrealized appreciation (depreciation) of futures contracts | | $ | 841,460 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 841,460 | |
Net change in unrealized appreciation (depreciation) of swap contracts | | | (770,170 | ) | | | — | | | | — | | | | — | | | | — | | | | — | | | | (770,170 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | 71,290 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 71,290 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
For the period ended June 30, 2020, the average amount or number per contract outstanding for each derivative type was as follows:
| | | | |
Derivative Description | | Average Notional Par, Contracts or Face Amount | |
Futures Contracts Long at Number of Contracts | | | 867 | |
Futures Contracts Short at Number of Contracts | | | (18 | ) |
Swap Contracts at Notional Amount | | $ | 28,920,000 | |
| f) | Balance Sheet Offsetting Information – Set forth below are tables which disclose both gross information and net information about instruments and transactions eligible for offset in the financial statements, and instruments and transactions that are subject to a master netting arrangement, as well as amounts related to margin, reflected as financial collateral (including cash collateral), held at clearing brokers, counterparties and a Fund’s custodian. The master netting arrangements allow the clearing brokers to net any collateral held in or on behalf of a Fund, or liabilities or payment obligations of the clearing brokers to a Fund, against any liabilities or payment obligations of a Fund to the clearing brokers. A Fund is required to deposit financial collateral (including cash collateral) at the Fund’s custodian on behalf of clearing brokers and counterparties to continually meet the original and maintenance requirements established by the clearing brokers and counterparties. Such requirements are specific to the respective clearing broker or counterparty. Certain master netting arrangements may not be enforceable in a bankruptcy. |
The following tables present a Fund’s derivative assets and liabilities, presented on a gross basis as no amounts are netted within the Statements of Assets and Liabilities, by counterparty net of amounts available for offset under a master netting agreement or similar agreement (“MNA”) and net of the related collateral received/pledged by a Fund as of June 30, 2020:
Balanced HLS Fund
| | | | | | | | |
Derivative Financial Instruments: | | Assets | | | Liabilities | |
Futures contracts | | $ | 7,216 | | | $ | (62,179 | ) |
| | | | | | | | |
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | | | 7,216 | | | | (62,179 | ) |
| | | | | | | | |
Derivatives not subject to a MNA | | | (7,216 | ) | | | 62,179 | |
| | | | | | | | |
Total gross amount of assets and liabilities subject to MNA or similar agreements | | $ | — | | | $ | — | |
| | | | | | | | |
Capital Appreciation HLS Fund
| | | | | | | | |
Derivative Financial Instruments: | | Assets | | | Liabilities | |
Futures contracts | | $ | — | | | $ | (75,947 | ) |
| | | | | | | | |
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | | | — | | | | (75,947 | ) |
| | | | | | | | |
Derivatives not subject to a MNA | | | — | | | | 75,947 | |
| | | | | | | | |
Total gross amount of assets and liabilities subject to MNA or similar agreements | | $ | — | | | $ | — | |
| | | | | | | | |
Notes to Financial Statements – (continued)
June 30, 2020 (Unaudited)
High Yield HLS Fund
| | | | | | | | |
Derivative Financial Instruments: | | Assets | | | Liabilities | |
Foreign currency contracts | | $ | 23,177 | | | $ | — | |
Swap contracts | | | 96,860 | | | | — | |
| | | | | | | | |
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | | | 120,037 | | | | — | |
| | | | | | | | |
Derivatives not subject to a MNA | | | (96,860 | ) | | | — | |
| | | | | | | | |
Total gross amount of assets and liabilities subject to MNA or similar agreements | | $ | 23,177 | | | $ | — | |
| | | | | | | | |
High Yield HLS Fund
| | | | | | | | | | | | | | | | | | | | |
Counterparty | | Gross Amount of Assets | | | Financial Instruments and Derivatives Available for Offset | | | Non-cash Collateral Received* | | | Cash Collateral Received* | | | Net Amount of Assets | |
State Street Global Markets LLC | | $ | 23,177 | | | $ | — | | | $ | — | | | $ | — | | | $ | 23,177 | |
| | | | | | | | | | | | | | | | | | | | |
| * | In some instances, the actual collateral received and/or pledged may be more than the amount shown. |
Total Return Bond HLS Fund
| | | | | | | | |
Derivative Financial Instruments: | | Assets | | | Liabilities | |
Foreign currency contracts | | $ | 551,774 | | | $ | — | |
Futures contracts | | | 558,623 | | | | (1,859,090 | ) |
Purchased options | | | 742,411 | | | | — | |
Swap contracts | | | 2,352,080 | | | | (31,031,268 | ) |
Written options | | | — | | | | (1,419,062 | ) |
| | | | | | | | |
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | | | 4,204,888 | | | | (34,309,420 | ) |
| | | | | | | | |
Derivatives not subject to a MNA | | | (2,908,720 | ) | | | 23,231,419 | |
| | | | | | | | |
Total gross amount of assets and liabilities subject to MNA or similar agreements | | $ | 1,296,168 | | | $ | (11,078,001 | ) |
| | | | | | | | |
Total Return Bond HLS Fund
| | | | | | | | | | | | | | | | | | | | |
Counterparty | | Gross Amount of Assets | | | Financial Instruments and Derivatives Available for Offset | | | Non-cash Collateral Received* | | | Cash Collateral Received* | | | Net Amount of Assets | |
Banc of America Securities LLC | | $ | 10,311 | | | $ | (10,311 | ) | | $ | — | | | $ | — | | | $ | — | |
BNP Paribas Securities Services | | | 29,861 | | | | — | | | | — | | | | — | | | | 29,861 | |
BOM: not found. | | | 5,159 | | | | — | | | | — | | | | — | | | | 5,159 | |
Citibank NA | | | 8,651 | | | | — | | | | — | | | | — | | | | 8,651 | |
Deutsche Bank Securities, Inc. | | | 226,377 | | | | (226,377 | ) | | | — | | | | — | | | | — | |
Goldman Sachs & Co. | | | 342,421 | | | | (342,421 | ) | | | — | | | | — | | | | — | |
HSBC Bank USA | | | 30,821 | | | | — | | | | — | | | | — | | | | 30,821 | |
JP Morgan Chase & Co. | | | 555,778 | | | | (187,413 | ) | | | — | | | | (368,365 | ) | | | — | |
Morgan Stanley | | | 16,941 | | | | (16,941 | ) | | | — | | | | — | | | | — | |
State Street Global Markets LLC | | | 16,032 | | | | — | | | | — | | | | — | | | | 16,032 | |
UBS AG | | | 53,816 | | | | — | | | | — | | | | — | | | | 53,816 | |
| | | | | | | | | | | | | | | | | | | | |
Total | | $ | 1,296,168 | | | $ | (783,463 | ) | | $ | — | | | $ | (368,365 | ) | | $ | 144,340 | |
| | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | |
Counterparty | | Gross Amount of Liabilities | | | Financial Instruments and Derivatives Available for Offset | | | Non-cash Collateral Pledged* | | | Cash Collateral Pledged* | | | Net Amount of Liabilities | |
Banc of America Securities LLC | | $ | (75,201 | ) | | $ | 10,311 | | | $ | 64,890 | | | $ | — | | | $ | — | |
Barclays | | | (144,184 | ) | | | — | | | | — | | | | — | | | | (144,184 | ) |
Credit Suisse International | | | (3,774,439 | ) | | | — | | | | — | | | | — | | | | (3,774,439 | ) |
Deutsche Bank Securities, Inc. | | | (428,528 | ) | | | 226,377 | | | | 202,151 | | | | — | | | | — | |
Goldman Sachs & Co. | | | (3,591,560 | ) | | | 342,421 | | | | 3,249,139 | | | | — | | | | — | |
JP Morgan Chase & Co. | | | (187,413 | ) | | | 187,413 | | | | — | | | | — | | | | — | |
Morgan Stanley | | | (2,876,676 | ) | | | 16,941 | | | | 2,859,735 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | | | | | |
Total | | $ | (11,078,001 | ) | | $ | 783,463 | | | $ | 6,375,915 | | | $ | — | | | $ | (3,918,623 | ) |
| | | | | | | | | | | | | | | | | | | | |
| * | In some instances, the actual collateral received and/or pledged may be more than the amount shown. |
Notes to Financial Statements – (continued)
June 30, 2020 (Unaudited)
U.S. Government Securities HLS Fund
| | | | | | | | |
Derivative Financial Instruments: | | Assets | | | Liabilities | |
Futures contracts | | $ | 306,926 | | | $ | (53,554 | ) |
Swap contracts | | | — | | | | (2,630,297 | ) |
| | | | | | | | |
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | | | 306,926 | | | | (2,683,851 | ) |
| | | | | | | | |
Derivatives not subject to a MNA | | | (306,926 | ) | | | 2,683,851 | |
| | | | | | | | |
Total gross amount of assets and liabilities subject to MNA or similar agreements | | $ | — | | | $ | — | |
| | | | | | | | |
A Fund’s investments expose it to various types of risks associated with financial instruments and the markets. A Fund may be exposed to the risks described below. Each Fund’s prospectus provides details of its principal risks.
The market values of equity securities, such as common stocks and preferred stocks, or equity related derivative investments, such as futures and options, may decline due to general market conditions which are not specifically related to a particular company, such as real or perceived adverse economic conditions, changes in the general outlook for corporate earnings, changes in interest or currency rates or adverse investor sentiment generally. The market value of equity securities may also decline due to factors which affect a particular industry or industries, such as labor shortages or increased production costs and competitive conditions within an industry. Equity securities and equity related investments generally have greater market price volatility than fixed income securities. The extent of each Fund’s exposure to market risk is the market value of the investments held as shown in the Fund’s Schedule of Investments.
A widespread health crisis, such as a global pandemic, could cause substantial market volatility, exchange trading suspensions or restrictions and closures of securities exchanges and businesses, impact the ability to complete redemptions, and adversely impact Fund performance. A recent outbreak of COVID-19, a respiratory disease caused by a novel coronavirus, has negatively affected the worldwide economy, the financial health of individual companies and the market in significant and unforeseen ways. The future impact of COVID-19 is currently unknown. The effects to public health, business and market conditions resulting from COVID-19 pandemic may have a significant negative impact on the performance of a Fund’s investments, including exacerbating other pre-existing political, social and economic risks.
Certain investments held by a Fund expose the Fund to various risks which may include, but are not limited to, interest rate, prepayment, and extension risks. Interest rate risk is the risk that fixed income securities will decline in value because of changes in interest rates. As nominal interest rates rise, the values of certain fixed income securities held by a Fund are likely to decrease. A nominal interest rate can be described as the sum of a real interest rate and an expected inflation rate. Fixed income securities with longer durations tend to be more sensitive to changes in interest rates, usually making them more volatile than securities with shorter durations. Duration is useful primarily as a measure of the sensitivity of a fixed income security’s market price to interest rate (i.e., yield) movements. Senior floating rate interests and securities subject to prepayment and extension risk generally offer less potential for gains when interest rates decline. Rising interest rates may cause prepayments to occur at a slower than expected rate, thereby effectively lengthening the maturity of the security and making the security more sensitive to interest rate changes. Prepayment and extension risk are major risks of mortgage-backed securities, senior floating rate interests and certain asset-backed securities. For certain asset-backed securities, the actual maturity may be less than the stated maturity shown in the Schedule of Investments, if applicable. As a result, the timing of income recognition relating to these securities may vary based upon the actual maturity.
Investing in the securities of non-U.S. issuers, whether directly or indirectly, involves certain considerations and risks not typically associated with securities of U.S. issuers. Such risks include, but are not limited to: generally less liquid and less efficient securities markets; generally greater price volatility; exchange rate fluctuations; imposition of restrictions on the expatriation of funds or other protectionist measures; less publicly available information about issuers; the imposition of withholding or other taxes; higher transaction and custody costs; settlement delays and risk of loss attendant in settlement procedures; difficulties in enforcing contractual obligations; less regulation of securities markets; different accounting, disclosure and reporting requirements; more substantial governmental involvement in the economy; higher inflation rates; and greater social, economic and political uncertainties. These risks are heightened for investments in issuers from countries with less developed markets.
Credit risk depends largely on the perceived financial health of bond issuers. In general, the credit rating is inversely related to the credit risk of the issuer. Higher rated bonds generally are deemed to have less credit risk, while lower or unrated bonds are deemed to have higher risk of default. The share price, yield and total return of a fund that holds securities with higher credit risk may be more volatile than those of a fund that holds bonds with lower credit risk. A Fund may be exposed to counterparty risk, or the risk that an institution or other entity with which a Fund has unsettled or open transactions will default.
Notes to Financial Statements – (continued)
June 30, 2020 (Unaudited)
| a) | Each Fund intends to continue to qualify as a Regulated Investment Company (“RIC”) under Subchapter M of the Internal Revenue Code (“IRC”) by distributing substantially all of its taxable net investment income and net realized capital gains to its shareholders each year. Each Fund has distributed substantially all of its income and capital gains in prior years, if applicable, and intends to distribute substantially all of its income and capital gains during the calendar year ending December 31, 2020. Accordingly, no provision for federal income or excise taxes has been made in the accompanying financial statements. Distributions from short-term capital gains are treated as ordinary income distributions for federal income tax purposes. |
| b) | Tax Basis of Investments – The aggregate cost of investments for federal income tax purposes at June 30, 2020 was substantially the same for book purposes. The net unrealized appreciation/(depreciation) on investments, which consists of gross unrealized appreciation and depreciation, is disclosed below: |
| | | | | | | | | | | | | | | | |
Fund | | Tax Cost | | | Gross Unrealized Appreciation | | | Gross Unrealized (Depreciation) | | | Net Unrealized Appreciation (Depreciation) | |
Balanced HLS Fund | | $ | 1,500,897,472 | | | $ | 44,542,024 | | | $ | (55,548,580 | ) | | $ | 391,933,780 | |
Capital Appreciation HLS Fund | | | 3,364,728,184 | | | | 722,240,209 | | | | (154,604,468 | ) | | | 567,635,741 | |
Disciplined Equity HLS Fund | | | 388,390,811 | | | | 205,454,986 | | | | (12,444,057 | ) | | | 193,010,929 | |
Dividend and Growth HLS Fund | | | 2,120,252,787 | | | | 763,750,355 | | | | (101,451,687 | ) | | | 662,298,668 | |
Global Growth HLS Fund | | | 349,925,731 | | | | 176,883,986 | | | | (3,876,806 | ) | | | 173,007,180 | |
Growth Opportunities HLS Fund | | | 1,351,467,910 | | | | 518,824,172 | | | | (38,323,573 | ) | | | 480,500,599 | |
Healthcare HLS Fund | | | 167,903,036 | | | | 58,008,178 | | | | (9,570,878 | ) | | | 48,437,300 | |
High Yield HLS Fund | | | 228,199,414 | | | | 6,670,277 | | | | (16,089,383 | ) | | | (9,419,106 | ) |
International Opportunities HLS Fund | | | 873,365,738 | | | | 187,038,574 | | | | (18,036,320 | ) | | | 169,002,254 | |
MidCap HLS Fund | | | 1,528,498,502 | | | | 439,585,241 | | | | (112,245,956 | ) | | | 327,339,285 | |
MidCap Growth HLS Fund | | | 76,314,571 | | | | 22,673,251 | | | | (3,608,883 | ) | | | 19,064,368 | |
MidCap Value HLS Fund | | | 236,478,533 | | | | 23,784,173 | | | | (19,730,956 | ) | | | 4,053,217 | |
Small Cap Growth HLS Fund | | | 1,030,603,211 | | | | 272,058,539 | | | | (71,109,489 | ) | | | 200,949,050 | |
Small Company HLS Fund | | | 365,464,168 | | | | 92,499,129 | | | | (19,959,643 | ) | | | 72,539,486 | |
Stock HLS Fund | | | 948,879,877 | | | | 375,179,484 | | | | (10,523,990 | ) | | | 364,655,494 | |
Total Return Bond HLS Fund | | | 2,556,364,269 | | | | 115,573,087 | | | | (70,952,358 | ) | | | 44,620,729 | |
Ultrashort Bond HLS Fund | | | 435,728,278 | | | | 3,212,940 | | | | (299,739 | ) | | | 2,913,201 | |
U.S. Government Securities HLS Fund | | | 331,367,270 | | | | 10,890,082 | | | | (4,498,976 | ) | | | 6,391,106 | |
Value HLS Fund | | | 305,029,489 | | | | 66,004,458 | | | | (20,542,742 | ) | | | 45,461,716 | |
| c) | Capital Loss Carryforward – Under the Regulated Investment Company Modernization Act of 2010, funds are permitted to carry forward capital losses for an unlimited period of time. |
At December 31, 2019 (tax year end), each Fund’s capital loss carryforwards for U.S. federal income tax purposes were as follows:
| | | | | | | | |
Fund | | Short-Term Capital Loss Carryforward with No Expiration | | | Long-Term Capital Loss Carryforward with No Expiration | |
High Yield HLS Fund | | $ | 1,669,478 | | | $ | 17,764,955 | |
International Opportunities HLS Fund | | | 18,338,539 | | | | 4,457,654 | |
Ultrashort Bond HLS Fund | | | 96,680 | | | | 481,114 | |
U.S. Government Securities HLS Fund | | | 472,755 | | | | 26,241,927 | |
Balanced HLS Fund, Capital Appreciation HLS Fund, Disciplined Equity HLS Fund, Dividend and Growth HLS Fund, Global Growth HLS Fund, Growth Opportunities HLS Fund, Healthcare HLS Fund, MidCap HLS Fund, MidCap Growth HLS Fund, MidCap Value HLS Fund, Small Cap Growth HLS Fund, Small Company HLS Fund, Stock HLS Fund, Total Return Bond HLS Fund and Value HLS Fund had no capital loss carryforwards for U.S. federal income tax purposes as of December 31, 2019.
During the year ended December 31, 2019, the Total Return Bond HLS Fund, Ultrashort Bond HLS Fund and U.S. Government Securities HLS Fund had utilized $39,899,100, $272,202 and $5,479,153 of prior year capital loss carryforwards, respectively.
| a) | Investment Management Agreement – Hartford Funds Management Company, LLC (“HFMC”) serves as each Fund’s investment manager. Each Company, on behalf of its respective Funds, has entered into an Investment Management Agreement with HFMC. HFMC is an indirect subsidiary of The Hartford Financial Services Group, Inc. (“The Hartford”). HFMC has overall investment supervisory responsibility for each Fund. In addition, HFMC provides administrative personnel, services, equipment, facilities and office space for proper operation of each Fund. HFMC has contracted with Wellington Management Company LLP (“Wellington Management”) under a sub-advisory agreement and Wellington Management performs the daily investment of the assets of each Fund, in accordance with the Fund’s investment objective and policies. HFMC pays a sub-advisory fee to Wellington Management out of its management fee. |
Notes to Financial Statements – (continued)
June 30, 2020 (Unaudited)
The schedule below reflects the rates of compensation paid to HFMC for investment management services rendered as of June 30, 2020; the rates are accrued daily and paid monthly based on each Fund’s average daily net assets, at the following annual rates:
| | |
Fund | | Management Fee Rates |
Balanced HLS Fund(1) | | 0.6800% on first $250 million and; |
| | 0.6550% on next $250 million and; |
| | 0.6450% on next $500 million and; |
| | 0.5950% on next $4 billion and; |
| | 0.5925% on next $5 billion and; |
| | 0.5900% over $10 billion |
| |
Capital Appreciation HLS Fund | | 0.7750% on first $250 million and; |
| | 0.7250% on next $250 million and; |
| | 0.6750% on next $500 million and; |
| | 0.6250% on next $1.5 billion and; |
| | 0.6200% on next $2.5 billion and; |
| | 0.6150% on next $5 billion and; |
| | 0.6100% over $10 billion |
| |
Disciplined Equity HLS Fund | | 0.7500% on first $250 million and; |
| | 0.6500% on next $250 million and; |
| | 0.6000% on next $500 million and; |
| | 0.5800% on next $4 billion and; |
| | 0.5700% on next $5 billion and; |
| | 0.5600% over $10 billion |
| |
Dividend and Growth HLS Fund | | 0.7750% on first $250 million and; |
| | 0.7250% on next $250 million and; |
| | 0.6750% on next $500 million and; |
| | 0.6250% on next $1.5 billion and; |
| | 0.6200% on next $2.5 billion and; |
| | 0.6150% on next $5 billion and; |
| | 0.6100% over $10 billion |
| |
Global Growth HLS Fund | | 0.7750% on first $250 million and; |
| | 0.7250% on next $250 million and; |
| | 0.6750% on next $500 million and; |
| | 0.6250% on next $4 billion and; |
| | 0.6225% on next $5 billion and; |
| | 0.6200% over $10 billion |
| |
Growth Opportunities HLS Fund | | 0.7000% on first $100 million and; |
| | 0.6000% on next $4.9 billion and; |
| | 0.5975% on next $5 billion and; |
| | 0.5950% over $10 billion |
| |
Healthcare HLS Fund | | 0.8500% on first $250 million and; |
| | 0.8000% on next $250 million and; |
| | 0.7500% on next $4.5 billion and; |
| | 0.7475% on next $5 billion and; |
| | 0.7450% over $10 billion |
| |
High Yield HLS Fund(2) | | 0.7000% on first $500 million and; |
| | 0.6750% on next $500 million and; |
| | 0.6250% on next $1.5 billion and; |
| | 0.6150% on next $2.5 billion and; |
| | 0.6050% on next $5 billion and; |
| | 0.5950% over $10 billion |
| |
International Opportunities HLS Fund | | 0.7750% on first $250 million and; |
| | 0.7250% on next $250 million and; |
| | 0.6750% on next $500 million and; |
| | 0.6250% on next $1.5 billion and; |
| | 0.6200% on next $2.5 billion and; |
| | 0.6150% on next $5 billion and; |
| | 0.6100% over $10 billion |
| |
MidCap HLS Fund | | 0.7750% on first $250 million and; |
| | 0.7250% on next $250 million and; |
| | 0.6750% on next $500 million and; |
| | 0.6250% on next $4 billion and; |
| | 0.6225% on next $5 billion and; |
| | 0.6200% over $10 billion |
Notes to Financial Statements – (continued)
June 30, 2020 (Unaudited)
| | |
Fund | | Management Fee Rates |
| |
MidCap Growth HLS Fund | | 0.8000% on first $500 million and; |
| | 0.7500% on next $500 million and; |
| | 0.7000% on next $2 billion and; |
| | 0.6900% on next $2 billion and; |
| | 0.6800% on next $5 billion and; |
| | 0.6700% over $10 billion |
| |
MidCap Value HLS Fund(3) | | 0.8000% on first $500 million and; |
| | 0.7250% on next $500 million and; |
| | 0.6750% on next $1.5 billion and; |
| | 0.6700% on next $2.5 billion and; |
| | 0.6650% on next $5 billion and; |
| | 0.6600% over $10 billion |
| |
Small Cap Growth HLS Fund | | 0.7000% on first $100 million and; |
| | 0.6000% on next $4.9 billion and; |
| | 0.5800% on next $5 billion and; |
| | 0.5700% over $10 billion |
| |
Small Company HLS Fund | | 0.7750% on first $250 million and; |
| | 0.7250% on next $250 million and; |
| | 0.6750% on next $500 million and; |
| | 0.6000% on next $500 million and; |
| | 0.5500% on next $3.5 billion and; |
| | 0.5300% on next $5 billion and; |
| | 0.5200% over $10 billion |
| |
Stock HLS Fund | | 0.5250% on first $250 million and; |
| | 0.5000% on next $250 million and; |
| | 0.4750% on next $500 million and; |
| | 0.4500% on next $4 billion and; |
| | 0.4475% on next $5 billion and; |
| | 0.4450% over $10 billion |
| |
Total Return Bond HLS Fund | | 0.5250% on first $250 million and; |
| | 0.5000% on next $250 million and; |
| | 0.4750% on next $500 million and; |
| | 0.4500% on next $1.5 billion and; |
| | 0.4450% on next $2.5 billion and; |
| | 0.4300% on next $5 billion and; |
| | 0.4200% over $10 billion |
| |
Ultrashort Bond HLS Fund | | 0.4000% on first $5 billion and; |
| | 0.3800% on next $5 billion and; |
| | 0.3700% over $10 billion |
| |
U.S. Government Securities HLS Fund | | 0.4500% on first $500 million and; |
| | 0.4450% on next $500 million and; |
| | 0.4400% on next $1.5 billion and; |
| | 0.4350% on next $2.5 billion and; |
| | 0.4300% on next $5 billion and; |
| | 0.4200% over $10 billion |
| |
Value HLS Fund | | 0.6900% on first $250 million and; |
| | 0.6425% on next $250 million and; |
| | 0.6325% on next $500 million and; |
| | 0.6250% on next $1.5 billion and; |
| | 0.6200% on next $2.5 billion and; |
| | 0.6150% on next $5 billion and; |
| | 0.6100% over $10 billion |
| (1) | HFMC contractually agreed to waive investment management fees of 0.03% of average daily net assets until April 30, 2021, for the Balanced HLS Fund. |
| (2) | HFMC contractually agreed to waive investment management fees of 0.03% of average daily net assets until December 31, 2020, for the High Yield HLS unless the Board of Directors approves its earlier termination. |
| (3) | HFMC waived a portion of its contractual management fee equal to 0.04% as an annual percentage rate of the MidCap Value HLS Fund’s average daily net assets from January 1, 2020 through April 30, 2020. |
| b) | Accounting Services Agreement – HFMC provides the Funds with accounting services pursuant to a fund accounting agreement by and between each Company, on behalf of its respective Funds, and HFMC. HFMC has delegated certain accounting and administrative service functions to State Street Bank and Trust Company (“State Street”). In consideration of services rendered and expenses assumed pursuant to the fund accounting agreement, each Fund pays HFMC a fee. Effective January 1, 2020, the fund accounting agreement with respect to |
Notes to Financial Statements – (continued)
June 30, 2020 (Unaudited)
| each Fund was modified to reflect a new fee structure. Under this revised fee structure, HFMC is entitled to receive the following fee with respect to each Fund: the sub-accounting fee payable by HFMC to State Street plus the amount of expenses that HFMC allocates for providing the fund accounting services. |
| c) | Operating Expenses – Allocable expenses incurred by each Company are allocated to each series within such Company, and allocated to classes within each such series, in proportion to the average daily net assets of such series and classes, except where allocation of certain expenses is more fairly made directly to a Fund or to specific classes within a Fund. |
| d) | Fees Paid Indirectly – Hartford HLS Series Fund II, Inc., on behalf of its series except U.S. Government Securities HLS Fund, and Hartford Series Fund, Inc., on behalf of its series except High Yield HLS Fund, Total Return Bond HLS Fund and Ultrashort Bond HLS Fund, have entered into agreements with State Street Global Markets, LLC and Russell Implementation Services, Inc. to partially recapture non-discounted trade commissions. Such rebates are used to pay a portion of the Funds’ expenses. For the six-month period ended June 30, 2020, these amounts, if any, are included in the Statements of Operations. |
The ratio of expenses to average net assets in the accompanying financial highlights excludes the reduction in expenses related to fees paid indirectly. The annualized expense ratio after waivers reflecting the reduction for fees paid indirectly for the period is as follows:
| | | | | | | | | | | | |
Fund | | Class IA | | | Class IB | | | Class IC | |
Balanced HLS Fund | | | 0.63 | % | | | 0.88 | % | | | N/A | |
Capital Appreciation HLS Fund | | | 0.68 | % | | | 0.93 | % | | | 1.18 | % |
Disciplined Equity HLS Fund | | | 0.74 | % | | | 0.99 | % | | | N/A | |
Dividend and Growth HLS Fund | | | 0.69 | % | | | 0.94 | % | | | N/A | |
Global Growth HLS Fund | | | 0.81 | % | | | 1.06 | % | | | N/A | |
Growth Opportunities HLS Fund | | | 0.64 | % | | | 0.89 | % | | | 1.14 | % |
Healthcare HLS Fund | | | 0.91 | % | | | 1.16 | % | | | N/A | |
High Yield HLS Fund | | | 0.75 | % | | | 1.00 | % | | | N/A | |
International Opportunities HLS Fund | | | 0.76 | % | | | 1.01 | % | | | N/A | |
MidCap HLS Fund | | | 0.70 | % | | | 0.95 | % | | | N/A | |
MidCap Growth HLS Fund | | | 0.92 | % | | | 1.17 | % | | | N/A | |
MidCap Value HLS Fund | | | 0.84 | % | | | 1.09 | % | | | N/A | |
Small Cap Growth HLS Fund | | | 0.64 | % | | | 0.89 | % | | | N/A | |
Small Company HLS Fund | | | 0.80 | % | | | 1.05 | % | | | N/A | |
Stock HLS Fund | | | 0.52 | % | | | 0.77 | % | | | N/A | |
Total Return Bond HLS Fund | | | 0.51 | % | | | 0.76 | % | | | N/A | |
Ultrashort Bond HLS Fund | | | 0.45 | % | | | 0.70 | % | | | N/A | |
U.S. Government Securities HLS Fund | | | 0.52 | % | | | 0.77 | % | | | N/A | |
Value HLS Fund | | | 0.73 | % | | | 0.98 | % | | | N/A | |
| e) | Distribution Plans for Class IB and Class IC Shares – Hartford Funds Distributors, LLC (“HFD”), an indirect subsidiary of The Hartford, is the principal underwriter and distributor of each Fund. Each Company, on behalf of its respective Funds, has adopted a Distribution Plan pursuant to Rule 12b-1 of the 1940 Act for Class IB shares and each Company, on behalf of certain Funds, has adopted a Distribution Plan pursuant to Rule 12b-1 of the 1940 Act for Class IC shares. |
Pursuant to the Class IB Distribution Plans, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets of the Fund attributable to its Class IB shares for distribution financing activities and shareholder account servicing activities. The entire amount of the fee may be used for shareholder servicing expenses and/or distribution expenses. Pursuant to the Class IC Distribution Plans, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets of the Fund attributable to its Class IC shares for distribution financing activities.
Each Board has the authority to suspend or reduce these payments at any point in time. The distribution fees paid during the period can be found on the Statements of Operations. Each Fund’s 12b-1 fees are accrued daily and paid monthly or at such other intervals as the respective Company’s Board of Directors may determine.
| f) | Administrative Services Fee for Class IC Shares – Certain Funds may pay an administrative services fee to third party insurance companies annually up to 0.25% of the average daily net assets of the Fund attributable to its Class IC shares for recordkeeping and/or other administrative services provided to such Class IC shares. The total administrative services fees paid during the period are shown on the Statements of Operations. These fees are accrued daily and paid monthly. |
Notes to Financial Statements – (continued)
June 30, 2020 (Unaudited)
| g) | Other Related Party Transactions – Certain officers of each Company are directors and/or officers of HFMC and/or The Hartford or its subsidiaries. For the six-month period ended June 30, 2020, a portion of each Company’s Chief Compliance Officer’s (“CCO”) compensation was paid by all of the investment companies in the Hartford fund complex. The portion allocated to each Fund, as represented in other expenses on the Statements of Operations, is outlined in the table below. |
| | | | |
Fund | | CCO Compensation Paid by Fund | |
Balanced HLS Fund | | $ | 1,110 | |
Capital Appreciation HLS Fund | | | 2,348 | |
Disciplined Equity HLS Fund | | | 348 | |
Dividend and Growth HLS Fund | | | 1,727 | |
Global Growth HLS Fund | | | 285 | |
Growth Opportunities HLS Fund | | | 909 | |
Healthcare HLS Fund | | | 125 | |
High Yield HLS Fund | | | 132 | |
International Opportunities HLS Fund | | | 638 | |
MidCap HLS Fund | | | 1,131 | |
MidCap Growth HLS Fund | | | 53 | |
MidCap Value HLS Fund | | | 166 | |
Small Cap Growth HLS Fund | | | 714 | |
Small Company HLS Fund | | | 337 | |
Stock HLS Fund | | | 801 | |
Total Return Bond HLS Fund | | | 1,112 | |
Ultrashort Bond HLS Fund | | | 231 | |
U.S. Government Securities HLS Fund | | | 172 | |
Value HLS Fund | | | 228 | |
Hartford Administrative Services Company (“HASCO”), an indirect subsidiary of The Hartford, provides transfer agent services to each Fund. Pursuant to a sub-transfer agency agreement between HASCO and DST Asset Manager Solutions, Inc. (“DST”), HASCO has delegated certain transfer agent, dividend disbursing agent and shareholder servicing agent functions to DST. The costs and expenses of such delegation are borne by HASCO, not by the Funds. Each Fund pays HASCO a fixed fee annually, plus out of pocket expenses for providing such services. The accrued amount shown in the Statements of Operations reflects the amounts charged by HASCO. These fees are accrued daily and paid monthly.
For the six-month period ended June 30, 2020, the effective rate of compensation paid to HASCO for transfer agency services as a percentage of each Class’ average daily net assets is as follows:
| | | | | | | | | | | | |
Fund | | Class IA | | | Class IB | | | Class IC | |
Balanced HLS Fund | | | 0.00 | %* | | | 0.00 | %* | | | N/A | |
Capital Appreciation HLS Fund | | | 0.00 | %* | | | 0.00 | %* | | | 0.00 | %* |
Disciplined Equity HLS Fund | | | 0.00 | %* | | | 0.00 | %* | | | N/A | |
Dividend and Growth HLS Fund | | | 0.00 | %* | | | 0.00 | %* | | | N/A | |
Global Growth HLS Fund | | | 0.00 | %* | | | 0.00 | %* | | | N/A | |
Growth Opportunities HLS Fund | | | 0.00 | %* | | | 0.00 | %* | | | 0.00 | %* |
Healthcare HLS Fund | | | 0.00 | %* | | | 0.00 | %* | | | N/A | |
High Yield HLS Fund | | | 0.00 | %* | | | 0.00 | %* | | | N/A | |
International Opportunities HLS Fund | | | 0.00 | %* | | | 0.00 | %* | | | N/A | |
MidCap HLS Fund | | | 0.00 | %* | | | 0.00 | %* | | | N/A | |
MidCap Growth HLS Fund | | | 0.01 | % | | | 0.01 | % | | | N/A | |
MidCap Value HLS Fund | | | 0.00 | %* | | | 0.00 | %* | | | N/A | |
Small Cap Growth HLS Fund | | | 0.00 | %* | | | 0.00 | %* | | | N/A | |
Small Company HLS Fund | | | 0.00 | %* | | | 0.00 | %* | | | N/A | |
Stock HLS Fund | | | 0.00 | %* | | | 0.00 | %* | | | N/A | |
Total Return Bond HLS Fund | | | 0.00 | %* | | | 0.00 | %* | | | N/A | |
Ultrashort Bond HLS Fund | | | 0.00 | %* | | | 0.00 | %* | | | N/A | |
U.S. Government Securities HLS Fund | | | 0.00 | %* | | | 0.00 | %* | | | N/A | |
Value HLS Fund | | | 0.00 | %* | | | 0.00 | %* | | | N/A | |
| * | Percentage rounds to zero |
Notes to Financial Statements – (continued)
June 30, 2020 (Unaudited)
Each Company has entered into a securities lending agency agreement (“lending agreement”) with Citibank, N.A. (“Citibank”). A Fund may lend portfolio securities to certain borrowers in U.S. and non-U.S. markets in an amount not to exceed one-third (33 1/3%) of the value of its total assets. If a Fund security is on loan, under the lending agreement, the borrower is required to deposit cash or liquid securities as collateral at least equal to 100% of the market value of the loaned securities; and cash collateral is invested for the benefit of the Fund by the Fund’s lending agent pursuant to collateral investment guidelines. The collateral is marked to market daily, in an amount at least equal to the current market value of the securities loaned. The High Yield HLS Fund does not currently engage in securities lending.
A Fund is subject to certain risks while its securities are on loan, including the following: (i) the risk that the borrower defaults on the loan and the collateral is inadequate to cover the Fund’s loss; (ii) the risk that the earnings on the collateral invested are not sufficient to pay fees incurred in connection with the loan; (iii) the Fund could lose money in the event of a decline in the value of the collateral provided for loaned securities or a decline in the value of any investments made with cash collateral; (iv) the risk that the borrower may use the loaned securities to cover a short sale, which may in turn place downward pressure on the market prices of the loaned securities; (v) the risk that return of loaned securities could be delayed and interfere with portfolio management decisions; and (vi) the risk that any efforts to restrict or recall the securities for purposes of voting may not be effective. These events could also trigger adverse tax consequences for the Fund.
The Funds retain loan fees and the interest on cash collateral investments but are required to pay the borrower a rebate for the use of cash collateral. In cases where the lent security is of high value to borrowers, there may be a negative rebate (i.e., a net payment from the borrower to the Funds). Upon termination of a loan, the Funds are required to return to the borrower an amount equal to the cash collateral, plus any rebate owed to the borrowers.
The net income earned on the securities lending (after payment of rebates and Citibank’s fee) is included on the Statements of Operations as Investment Income from securities lending. The Funds also receive payments from the borrower during the period of the loan, equivalent to dividends and interest earned on the securities loaned, which are recorded as Investment Income from dividends or interest, respectively, on the Statements of Operations.
The following table presents the market value of the Funds’ securities on loan, net of amounts available for offset under the master netting arrangements and any related collateral received by the Funds as of June 30, 2020.
| | | | | | | | | | | | |
Fund | | Investment Securities on Loan, at market value, Presented on the Statement of Assets and Liabilities(1) | | | Collateral Posted by Borrower(2) | | | Net Amount(3) | |
Balanced HLS Fund | | $ | 13,434,527 | | | $ | (13,434,527 | ) | | $ | — | |
Capital Appreciation HLS Fund | | | 63,174,774 | | | | (63,174,774 | ) | | | — | |
Disciplined Equity HLS Fund | | | — | | | | — | | | | — | |
Dividend and Growth HLS Fund | | | 1,205,829 | | | | (1,205,829 | ) | | | — | |
Global Growth HLS Fund | | | 4,191,398 | | | | (4,191,398 | ) | | | — | |
Growth Opportunities HLS Fund | | | 23,030,318 | | | | (23,030,318 | ) | | | — | |
Healthcare HLS Fund | | | 1,034,335 | | | | (1,034,335 | ) | | | — | |
International Opportunities HLS Fund | | | 24,784,007 | | | | (24,784,007 | ) | | | — | |
MidCap HLS Fund | | | 28,480,039 | | | | (28,480,039 | ) | | | — | |
MidCap Growth HLS Fund | | | — | | | | — | | | | — | |
MidCap Value HLS Fund | | | — | | | | — | | | | — | |
Small Cap Growth HLS Fund | | | 5,746,596 | | | | (5,746,596 | ) | | | — | |
Small Company HLS Fund | | | 5,345,384 | | | | (5,345,384 | ) | | | — | |
Stock HLS Fund | | | — | | | | — | | | | — | |
Total Return Bond HLS Fund | | | 5,601,781 | | | | (5,601,781 | ) | | | — | |
Ultrashort Bond HLS Fund | | | — | | | | — | | | | — | |
U.S. Government Securities HLS Fund | | | — | | | | — | | | | — | |
Value HLS Fund | | | 3,576,355 | | | | (3,576,355 | ) | | | — | |
| (1) | It is each Fund’s policy to obtain additional collateral from, or return excess collateral to, the borrower by the end of the next business day following the valuation date of the securities loaned. Therefore, the value of the collateral held may be temporarily less than that required under the lending contract. |
| (2) | Collateral received in excess of the market value of securities on loan is not presented in this table. |
| (3) | Net amount represents the net amount receivable due from the counterparty in the event of default. |
Notes to Financial Statements – (continued)
June 30, 2020 (Unaudited)
The total cash and non-cash collateral received by each Fund in connection with securities lending transactions is presented below:
| | | | | | | | |
Fund | | Cash Collateral | | | Non-Cash Collateral | |
Balanced HLS Fund | | $ | 685,760 | | | $ | 13,071,138 | |
Capital Appreciation HLS Fund | | | 48,306,310 | | | | 17,007,983 | |
Disciplined Equity HLS Fund | | | — | | | | — | |
Dividend and Growth HLS Fund | | | 1,247,692 | | | | — | |
Global Growth HLS Fund | | | 4,258,648 | | | | 53,770 | |
Growth Opportunities HLS Fund | | | 23,293,377 | | | | — | |
Healthcare HLS Fund | | | 1,038,005 | | | | — | |
International Opportunities HLS Fund | | | 14,388,965 | | | | 11,880,134 | |
MidCap HLS Fund | | | 28,647,972 | | | | — | |
MidCap Growth HLS Fund | | | — | | | | — | |
MidCap Value HLS Fund | | | — | | | | — | |
Small Cap Growth HLS Fund | | | 5,814,508 | | | | — | |
Small Company HLS Fund | | | 5,319,613 | | | | — | |
Stock HLS Fund | | | — | | | | — | |
Total Return Bond HLS Fund | | | 5,755,120 | | | | — | |
Ultrashort Bond HLS Fund | | | — | | | | — | |
U.S. Government Securities HLS Fund | | | — | | | | — | |
Value HLS Fund | | | — | | | | 3,693,750 | |
The following tables reflect a breakdown of transactions accounted for as secured borrowings, the gross obligation by the type of collateral pledged, and the remaining contractual maturity of those transactions as of June 30, 2020.
Certain Transfers Accounted for as Secured Borrowings
Remaining Contractual Maturity of the Agreements
| | | | | | | | | | | | | | | | | | | | |
| | Overnight and Continuous | | | <30 days | | | Between 30 & 90 days | | | >90 days | | | Total | |
Balanced HLS Fund | | | | | | | | | | | | | | | |
Securities Lending Transactions(1) | | | | | | | | | | | | | | | | | | | | |
Common Stocks | | $ | 684,410 | | | $ | — | | | $ | — | | | $ | — | | | $ | 684,410 | |
Corporate Bonds | | | 1,328 | | | | — | | | | — | | | | — | | | | 1,328 | |
Municipal Bonds | | | 22 | | | | — | | | | — | | | | — | | | | 22 | |
| | | | | | | | | | | | | | | | | | | | |
Total Borrowings | | $ | 685,760 | | | $ | — | | | $ | — | | | $ | — | | | $ | 685,760 | |
| | | | | | | | | | | | | | | | | | | | |
Gross amount of recognized liabilities for securities lending transactions | | | | | | | | | | | | | | | | | | $ | 685,760 | |
| | | | | | | | | | | | | | | | | | | | |
| | | | | |
Capital Appreciation HLS Fund | | | | | | | | | | | | | | | |
Securities Lending Transactions(1) | | | | | | | | | | | | | | | | | | | | |
Common Stocks | | $ | 48,306,310 | | | $ | — | | | $ | — | | | $ | — | | | $ | 48,306,310 | |
| | | | | | | | | | | | | | | | | | | | |
Total Borrowings | | $ | 48,306,310 | | | $ | — | | | $ | — | | | $ | — | | | $ | 48,306,310 | |
| | | | | | | | | | | | | | | | | | | | |
Gross amount of recognized liabilities for securities lending transactions | | | | | | | | | | | | | | | | | | $ | 48,306,310 | |
| | | | | | | | | | | | | | | | | | | | |
| | | | | |
Dividend and Growth HLS Fund | | | | | | | | | | | | | | | |
Securities Lending Transactions(1) | | | | | | | | | | | | | | | | | | | | |
Common Stocks | | $ | 1,247,692 | | | $ | — | | | $ | — | | | $ | — | | | $ | 1,247,692 | |
| | | | | | | | | | | | | | | | | | | | |
Total Borrowings | | $ | 1,247,692 | | | $ | — | | | $ | — | | | $ | — | | | $ | 1,247,692 | |
| | | | | | | | | | | | | | | | | | | | |
Gross amount of recognized liabilities for securities lending transactions | | | | | | | | | | | | | | | | | | $ | 1,247,692 | |
| | | | | | | | | | | | | | | | | | | | |
| | | | | |
Global Growth HLS Fund | | | | | | | | | | | | | | | |
Securities Lending Transactions(1) | | | | | | | | | | | | | | | | | | | | |
Common Stocks | | $ | 4,258,648 | | | $ | — | | | $ | — | | | $ | — | | | $ | 4,258,648 | |
| | | | | | | | | | | | | | | | | | | | |
Total Borrowings | | $ | 4,258,648 | | | $ | — | | | $ | — | | | $ | — | | | $ | 4,258,648 | |
| | | | | | | | | | | | | | | | | | | | |
Gross amount of recognized liabilities for securities lending transactions | | | | | | | | | | | | | | | | | | $ | 4,258,648 | |
| | | | | | | | | | | | | | | | | | | | |
| | | | | |
Growth Opportunities HLS Fund | | | | | | | | | | | | | | | |
Securities Lending Transactions(1) | | | | | | | | | | | | | | | | | | | | |
Common Stocks | | $ | 23,293,377 | | | $ | — | | | $ | — | | | $ | — | | | $ | 23,293,377 | |
| | | | | | | | | | | | | | | | | | | | |
Total Borrowings | | $ | 23,293,377 | | | $ | — | | | $ | — | | | $ | — | | | $ | 23,293,377 | |
| | | | | | | | | | | | | | | | | | | | |
Gross amount of recognized liabilities for securities lending transactions | | | | | | | | | | | | | | | | | | $ | 23,293,377 | |
| | | | | | | | | | | | | | | | | | | | |
Notes to Financial Statements – (continued)
June 30, 2020 (Unaudited)
| | | | | | | | | | | | | | | | | | | | |
| | Overnight and Continuous | | | <30 days | | | Between 30 & 90 days | | | >90 days | | | Total | |
Healthcare HLS Fund | | | | | | | | | | | | | | | |
Securities Lending Transactions(1) | |
Common Stocks | | $ | 1,038,005 | | | $ | — | | | $ | — | | | $ | — | | | $ | 1,038,005 | |
| | | | | | | | | | | | | | | | | | | | |
Total Borrowings | | $ | 1,038,005 | | | $ | — | | | $ | — | | | $ | — | | | $ | 1,038,005 | |
| | | | | | | | | | | | | | | | | | | | |
Gross amount of recognized liabilities for securities lending transactions | | | $ | 1,038,005 | |
| | | | | | | | | | | | | | | | | | | | |
| | | | | |
International Opportunities HLS Fund | | | | | | | | | | | | | | | |
Securities Lending Transactions(1) | |
Common Stocks | | $ | 14,388,965 | | | $ | — | | | $ | — | | | $ | — | | | $ | 14,388,965 | |
| | | | | | | | | | | | | | | | | | | | |
Total Borrowings | | $ | 14,388,965 | | | $ | — | | | $ | — | | | $ | — | | | $ | 14,388,965 | |
| | | | | | | | | | | | | | | | | | | | |
Gross amount of recognized liabilities for securities lending transactions | | | $ | 14,388,965 | |
| | | | | | | | | | | | | | | | | | | | |
| | | | | |
MidCap HLS Fund | | | | | | | | | | | | | | | |
Securities Lending Transactions(1) | |
Common Stocks | | $ | 28,647,972 | | | $ | — | | | $ | — | | | $ | — | | | $ | 28,647,972 | |
| | | | | | | | | | | | | | | | | | | | |
Total Borrowings | | $ | 28,647,972 | | | $ | — | | | $ | — | | | $ | — | | | $ | 28,647,972 | |
| | | | | | | | | | | | | | | | | | | | |
Gross amount of recognized liabilities for securities lending transactions | | | $ | 28,647,972 | |
| | | | | | | | | | | | | | | | | | | | |
| | | | | |
Small Cap Growth HLS Fund | | | | | | | | | | | | | | | |
Securities Lending Transactions(1) | |
Common Stocks | | $ | 5,814,508 | | | $ | — | | | $ | — | | | $ | — | | | $ | 5,814,508 | |
| | | | | | | | | | | | | | | | | | | | |
Total Borrowings | | $ | 5,814,508 | | | $ | — | | | $ | — | | | $ | — | | | $ | 5,814,508 | |
| | | | | | | | | | | | | | | | | | | | |
Gross amount of recognized liabilities for securities lending transactions | | | $ | 5,814,508 | |
| | | | | | | | | | | | | | | | | | | | |
| | | | | |
Small Company HLS Fund | | | | | | | | | | | | | | | |
Securities Lending Transactions(1) | |
Common Stocks | | $ | 5,319,613 | | | $ | — | | | $ | — | | | $ | — | | | $ | 5,319,613 | |
| | | | | | | | | | | | | | | | | | | | |
Total Borrowings | | $ | 5,319,613 | | | $ | — | | | $ | — | | | $ | — | | | $ | 5,319,613 | |
| | | | | | | | | | | | | | | | | | | | |
Gross amount of recognized liabilities for securities lending transactions | | | $ | 5,319,613 | |
| | | | | | | | | | | | | | | | | | | | |
| | | | | |
Total Return Bond HLS Fund | | | | | | | | | | | | | | | |
Securities Lending Transactions(1) | |
Corporate Bonds | | $ | 718,208 | | | $ | — | | | $ | — | | | $ | — | | | $ | 718,208 | |
Municipal Bonds | | | 5,036,912 | | | | — | | | | — | | | | — | | | | 5,036,912 | |
| | | | | | | | | | | | | | | | | | | | |
Total Borrowings | | $ | 5,755,120 | | | $ | — | | | $ | — | | | $ | — | | | $ | 5,755,120 | |
| | | | | | | | | | | | | | | | | | | | |
Gross amount of recognized liabilities for securities lending transactions | | | | | | | | | | | | | | | | | | $ | 5,755,120 | |
| | | | | | | | | | | | | | | | | | | | |
| (1) | Amount represents the payable for cash collateral received on securities on loan. This will generally be in the “Overnight and Continuous” column as the securities are typically callable on demand. |
Notes to Financial Statements – (continued)
June 30, 2020 (Unaudited)
10. | Investment Transactions: |
For the six-month period ended June 30, 2020, the cost of purchases and proceeds from sales of investment securities (excluding short-term investments) were as follows:
| | | | | | | | | | | | | | | | | | | | | | | | |
Fund | | Cost of Purchases Excluding U.S. Government Obligations | | | Sales Proceeds Excluding U.S. Government Obligations | | | Cost of Purchases For U.S. Government Obligations | | | Sales Proceeds For U.S. Government Obligations | | | Total Cost of Purchases | | | Total Sales Proceeds | |
Balanced HLS Fund | | $ | 396,639,577 | | | $ | 480,492,569 | | | $ | 67,167,008 | | | $ | 114,670,141 | | | $ | 463,806,585 | | | $ | 595,162,710 | |
Capital Appreciation HLS Fund | | | 1,959,765,525 | | | | 2,209,721,283 | | | | — | | | | — | | | | 1,959,765,525 | | | | 2,209,721,283 | |
Disciplined Equity HLS Fund | | | 72,394,654 | | | | 115,784,885 | | | | — | | | | — | | | | 72,394,654 | | | | 115,784,885 | |
Dividend and Growth HLS Fund | | | 491,770,009 | | | | 610,534,269 | | | | — | | | | — | | | | 491,770,009 | | | | 610,534,269 | |
Global Growth HLS Fund | | | 132,216,995 | | | | 168,921,155 | | | | — | | | | — | | | | 132,216,995 | | | | 168,921,155 | |
Growth Opportunities HLS Fund | | | 961,695,066 | | | | 1,079,181,365 | | | | — | | | | — | | | | 961,695,066 | | | | 1,079,181,365 | |
Healthcare HLS Fund | | | 57,765,544 | | | | 82,671,996 | | | | — | | | | — | | | | 57,765,544 | | | | 82,671,996 | |
High Yield HLS Fund | | | 60,119,672 | | | | 72,516,107 | | | | — | | | | — | | | | 60,119,672 | | | | 72,516,107 | |
International Opportunities HLS Fund | | | 625,960,306 | | | | 727,707,944 | | | | — | | | | — | | | | 625,960,306 | | | | 727,707,944 | |
MidCap HLS Fund | | | 442,381,358 | | | | 580,471,317 | | | | — | | | | — | | | | 442,381,358 | | | | 580,471,317 | |
MidCap Growth HLS Fund | | | 36,910,286 | | | | 45,368,682 | | | | — | | | | — | | | | 36,910,286 | | | | 45,368,682 | |
MidCap Value HLS Fund | | | 103,158,627 | | | | 114,994,325 | | | | — | | | | — | | | | 103,158,627 | | | | 114,994,325 | |
Small Cap Growth HLS Fund | | | 418,744,815 | | | | 451,010,325 | | | | — | | | | — | | | | 418,744,815 | | | | 451,010,325 | |
Small Company HLS Fund | | | 296,501,823 | | | | 336,002,183 | | | | — | | | | — | | | | 296,501,823 | | | | 336,002,183 | |
Stock HLS Fund | | | 111,100,691 | | | | 197,283,958 | | | | — | | | | — | | | | 111,100,691 | | | | 197,283,958 | |
Total Return Bond HLS Fund | | | 516,229,477 | | | | 390,031,667 | | | | 175,681,756 | | | | 8,084,448,333 | | | | 691,911,233 | | | | 8,474,480,000 | |
Ultrashort Bond HLS Fund | | | 88,201,377 | | | | 122,586,806 | | | | 43,647,227 | | | | 50,015,365 | | | | 131,848,604 | | | | 172,602,171 | |
U.S. Government Securities HLS Fund | | | 13,175,793 | | | | 28,359,600 | | | | 168,145,773 | | | | 148,289,904 | | | | 181,321,566 | | | | 176,649,504 | |
Value HLS Fund | | | 97,149,534 | | | | 124,022,103 | | | | — | | | | — | | | | 97,149,534 | | | | 124,022,103 | |
11. | Capital Share Transactions: |
The following information is for the six-month period ended June 30, 2020, and the year ended December 31, 2019:
Balanced HLS Fund
| | | | | | | | | | | | | | | | |
| | For the Six-Month Period Ended June 30, 2020 | | | For the Year Ended December 31, 2019 | |
| | Shares | | | Amount | | | Shares | | | Amount | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 200,537 | | | $ | 5,830,836 | | | | 370,207 | | | $ | 11,072,683 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 6,502,840 | | | | 185,511,739 | |
Shares Redeemed | | | (4,685,186 | ) | | | (132,545,886 | ) | | | (8,291,111 | ) | | | (248,180,201 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (4,484,649 | ) | | | (126,715,050 | ) | | | (1,418,064 | ) | | | (51,595,779 | ) |
| | | | | | | | | | | | | | | | |
| | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 134,711 | | | $ | 3,876,195 | | | | 89,913 | | | $ | 2,736,736 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 821,698 | | | | 23,789,456 | |
Shares Redeemed | | | (572,333 | ) | | | (16,530,256 | ) | | | (1,116,398 | ) | | | (33,903,098 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (437,622 | ) | | | (12,654,061 | ) | | | (204,787 | ) | | | (7,376,906 | ) |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (4,922,271 | ) | | $ | (139,369,111 | ) | | | (1,622,851 | ) | | $ | (58,972,685 | ) |
| | | | | | | | | | | | | | | | |
Notes to Financial Statements – (continued)
June 30, 2020 (Unaudited)
Capital Appreciation HLS Fund
| | | | | | | | | | | | | | | | |
| | For the Six-Month Period Ended June 30, 2020 | | | For the Year Ended December 31, 2019 | |
| | Shares | | | Amount | | | Shares | | | Amount | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 563,200 | | | $ | 22,417,370 | | | | 442,603 | | | $ | 19,657,868 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 10,575,503 | | | | 453,254,297 | |
Shares Redeemed | | | (5,847,582 | ) | | | (252,606,808 | ) | | | (16,294,013 | ) | | | (749,541,968 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (5,284,382 | ) | | | (230,189,438 | ) | | | (5,275,907 | ) | | | (276,629,803 | ) |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 50,377 | | | $ | 2,051,452 | | | | 89,487 | | | $ | 3,963,852 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 1,327,697 | | | | 55,760,662 | |
Shares Redeemed | | | (794,558 | ) | | | (33,174,366 | ) | | | (1,925,404 | ) | | | (86,699,371 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (744,181 | ) | | | (31,122,914 | ) | | | (508,220 | ) | | | (26,974,857 | ) |
| | | | | | | | | | | | | | | | |
Class IC | | | | | | | | | | | | | | | | |
Shares Sold | | | 62,360 | | | $ | 2,414,372 | | | | 77,205 | | | $ | 3,513,879 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 94,517 | | | | 3,992,375 | |
Shares Redeemed | | | (82,489 | ) | | | (3,325,407 | ) | | | (100,769 | ) | | | (4,537,643 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (20,129 | ) | | | (911,035 | ) | | | 70,953 | | | | 2,968,611 | |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (6,048,692 | ) | | $ | (262,223,387 | ) | | | (5,713,174 | ) | | $ | (300,636,049 | ) |
| | | | | | | | | | | | | | | | |
Disciplined Equity HLS Fund
| | | | | | | | | | | | | | | | |
| | For the Six-Month Period Ended June 30, 2020 | | | For the Year Ended December 31, 2019 | |
| | Shares | | | Amount | | | Shares | | | Amount | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 395,291 | | | $ | 5,290,215 | | | | 611,641 | | | $ | 8,940,276 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 4,665,126 | | | | 66,982,886 | |
Shares Redeemed | | | (2,847,880 | ) | | | (42,523,725 | ) | | | (6,262,868 | ) | | | (96,972,372 | ) |
| | �� | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (2,452,589 | ) | | | (37,233,510 | ) | | | (986,101 | ) | | | (21,049,210 | ) |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 87,636 | | | $ | 1,169,442 | | | | 197,355 | | | $ | 2,940,251 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 648,866 | | | | 9,168,659 | |
Shares Redeemed | | | (497,874 | ) | | | (7,301,714 | ) | | | (849,660 | ) | | | (12,966,500 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (410,238 | ) | | | (6,132,272 | ) | | | (3,439 | ) | | | (857,590 | ) |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (2,862,827 | ) | | $ | (43,365,782 | ) | | | (989,540 | ) | | $ | (21,906,800 | ) |
| | | | | | | | | | | | | | | | |
Dividend and Growth HLS Fund
| | | | | | | | | | | | | | | | |
| | For the Six-Month Period Ended June 30, 2020 | | | For the Year Ended December 31, 2019 | |
| | Shares | | | Amount | | | Shares | | | Amount | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 2,993,771 | | | $ | 55,530,904 | | | | 2,171,062 | | | $ | 47,176,118 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 18,976,398 | | | | 380,717,264 | |
Shares Redeemed | | | (8,641,770 | ) | | | (170,082,565 | ) | | | (19,882,805 | ) | | | (436,905,756 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (5,647,999 | ) | | | (114,551,661 | ) | | | 1,264,655 | | | | (9,012,374 | ) |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 271,127 | | | $ | 5,075,450 | | | | 268,745 | | | $ | 5,804,583 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 2,566,659 | | | | 51,049,426 | |
Shares Redeemed | | | (1,589,938 | ) | | | (31,730,152 | ) | | | (2,930,032 | ) | | | (63,812,310 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (1,318,811 | ) | | | (26,654,702 | ) | | | (94,628 | ) | | | (6,958,301 | ) |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (6,966,810 | ) | | $ | (141,206,363 | ) | | | 1,170,027 | | | $ | (15,970,675 | ) |
| | | | | | | | | | | | | | | | |
Notes to Financial Statements – (continued)
June 30, 2020 (Unaudited)
Global Growth HLS Fund
| | | | | | | | | | | | | | | | |
| | For the Six-Month Period Ended June 30, 2020 | | | For the Year Ended December 31, 2019 | |
| | Shares | | | Amount | | | Shares | | | Amount | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 476,392 | | | $ | 12,834,866 | | | | 443,578 | | | $ | 12,123,928 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 2,366,444 | | | | 59,823,693 | |
Shares Redeemed | | | (1,577,872 | ) | | | (42,328,891 | ) | | | (2,394,067 | ) | | | (66,820,575 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (1,101,480 | ) | | | (29,494,025 | ) | | | 415,955 | | | | 5,127,046 | |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 55,926 | | | $ | 1,535,800 | | | | 88,756 | | | $ | 2,360,349 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 443,479 | | | | 11,091,398 | |
Shares Redeemed | | | (334,279 | ) | | | (8,801,499 | ) | | | (523,698 | ) | | | (14,446,839 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (278,353 | ) | | | (7,265,699 | ) | | | 8,537 | | | | (995,092 | ) |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (1,379,833 | ) | | $ | (36,759,724 | ) | | | 424,492 | | | $ | 4,131,954 | |
| | | | | | | | | | | | | | | | |
Growth Opportunities HLS Fund
| | | | | | | | | | | | | | | | |
| | For the Six-Month Period Ended June 30, 2020 | | | For the Year Ended December 31, 2019 | |
| | Shares | | | Amount | | | Shares | | | Amount | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 755,594 | | | $ | 27,677,223 | | | | 1,132,331 | | | $ | 41,806,606 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 8,011,645 | | | | 268,390,103 | |
Shares Redeemed | | | (2,826,747 | ) | | | (102,212,125 | ) | | | (5,110,758 | ) | | | (197,194,177 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (2,071,153 | ) | | | (74,534,902 | ) | | | 4,033,218 | | | | 113,002,532 | |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 195,011 | | | $ | 6,701,121 | | | | 166,719 | | | $ | 6,052,405 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 1,003,960 | | | | 31,584,595 | |
Shares Redeemed | | | (516,720 | ) | | | (17,492,582 | ) | | | (702,525 | ) | | | (25,289,417 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (321,709 | ) | | | (10,791,461 | ) | | | 468,154 | | | | 12,347,583 | |
| | | | | | | | | | | | | | | | |
Class IC | | | | | | | | | | | | | | | | |
Shares Sold | | | 77,165 | | | $ | 2,709,683 | | | | 229,371 | | | $ | 8,616,930 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 305,758 | | | | 9,866,813 | |
Shares Redeemed | | | (83,342 | ) | | | (2,787,240 | ) | | | (97,866 | ) | | | (3,563,627 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (6,177 | ) | | | (77,557 | ) | | | 437,263 | | | | 14,920,116 | |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (2,399,039 | ) | | $ | (85,403,920 | ) | | | 4,938,635 | | | $ | 140,270,231 | |
| | | | | | | | | | | | | | | | |
Healthcare HLS Fund
| | | | | | | | | | | | | | | | |
| | For the Six-Month Period Ended June 30, 2020 | | | For the Year Ended December 31, 2019 | |
| | Shares | | | Amount | | | Shares | | | Amount | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 589,319 | | | $ | 13,691,266 | | | | 781,044 | | | $ | 17,515,748 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 1,181,032 | | | | 23,301,756 | |
Shares Redeemed | | | (1,560,452 | ) | | | (33,836,712 | ) | | | (6,003,232 | ) | | | (139,008,140 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (971,133 | ) | | | (20,145,446 | ) | | | (4,041,156 | ) | | | (98,190,636 | ) |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 51,202 | | | $ | 1,119,298 | | | | 52,502 | | | $ | 1,098,605 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 301,351 | | | | 5,559,926 | |
Shares Redeemed | | | (222,070 | ) | | | (4,842,546 | ) | | | (336,728 | ) | | | (7,069,613 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (170,868 | ) | | | (3,723,248 | ) | | | 17,125 | | | | (411,082 | ) |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (1,142,001 | ) | | $ | (23,868,694 | ) | | | (4,024,031 | ) | | $ | (98,601,718 | ) |
| | | | | | | | | | | | | | | | |
Notes to Financial Statements – (continued)
June 30, 2020 (Unaudited)
High Yield HLS Fund
| | | | | | | | | | | | | | | | |
| | For the Six-Month Period Ended June 30, 2020 | | | For the Year Ended December 31, 2019 | |
| | Shares | | | Amount | | | Shares | | | Amount | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 509,069 | | | $ | 3,913,711 | | | | 944,313 | | | $ | 7,498,944 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 1,546,258 | | | | 11,998,965 | |
Shares Redeemed | | | (2,298,430 | ) | | | (17,196,818 | ) | | | (4,128,219 | ) | | | (32,826,806 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (1,789,361 | ) | | | (13,283,107 | ) | | | (1,637,648 | ) | | | (13,328,897 | ) |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 170,958 | | | $ | 1,299,370 | | | | 385,698 | | | $ | 3,002,302 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 469,995 | | | | 3,581,365 | |
Shares Redeemed | | | (706,664 | ) | | | (5,131,184 | ) | | | (1,433,811 | ) | | | (11,199,904 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (535,706 | ) | | | (3,831,814 | ) | | | (578,118 | ) | | | (4,616,237 | ) |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (2,325,067 | ) | | $ | (17,114,921 | ) | | | (2,215,766 | ) | | $ | (17,945,134 | ) |
| | | | | | | | | | | | | | | | |
International Opportunities HLS Fund
| | | | | | | | | | | | | | | | |
| | For the Six-Month Period Ended June 30, 2020 | | | For the Year Ended December 31, 2019 | |
| | Shares | | | Amount | | | Shares | | | Amount | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 2,447,311 | | | $ | 35,672,772 | | | | 3,670,173 | | | $ | 57,219,180 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 3,993,125 | | | | 59,417,697 | |
Shares Redeemed | | | (9,651,779 | ) | | | (133,273,714 | ) | | | (13,599,042 | ) | | | (213,803,290 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (7,204,468 | ) | | | (97,600,942 | ) | | | (5,935,744 | ) | | | (97,166,413 | ) |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 329,272 | | | $ | 4,601,691 | | | | 470,421 | | | $ | 7,388,314 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 462,454 | | | | 6,983,056 | |
Shares Redeemed | | | (809,959 | ) | | | (12,138,001 | ) | | | (1,421,238 | ) | | | (22,687,414 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (480,687 | ) | | | (7,536,310 | ) | | | (488,363 | ) | | | (8,316,044 | ) |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (7,685,155 | ) | | $ | (105,137,252 | ) | | | (6,424,107 | ) | | $ | (105,482,457 | ) |
| | | | | | | | | | | | | | | | |
MidCap HLS Fund
| | | | | | | | | | | | | | | | |
| | For the Six-Month Period Ended June 30, 2020 | | | For the Year Ended December 31, 2019 | |
| | Shares | | | Amount | | | Shares | | | Amount | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 3,368,050 | | | $ | 112,276,217 | | | | 3,379,056 | | | $ | 132,078,823 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 8,523,595 | | | | 301,703,983 | |
Shares Redeemed | | | (7,869,355 | ) | | | (262,256,340 | ) | | | (10,684,124 | ) | | | (416,937,937 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (4,501,305 | ) | | | (149,980,123 | ) | | | 1,218,527 | | | | 16,844,869 | |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 44,755 | | | $ | 1,494,906 | | | | 119,757 | | | $ | 4,628,774 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 238,418 | | | | 8,149,131 | |
Shares Redeemed | | | (208,485 | ) | | | (6,588,065 | ) | | | (272,338 | ) | | | (10,355,932 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (163,730 | ) | | | (5,093,159 | ) | | | 85,837 | | | | 2,421,973 | |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (4,665,035 | ) | | $ | (155,073,282 | ) | | | 1,304,364 | | | $ | 19,266,842 | |
| | | | | | | | | | | | | | | | |
Notes to Financial Statements – (continued)
June 30, 2020 (Unaudited)
MidCap Growth HLS Fund
| | | | | | | | | | | | | | | | |
| | For the Six-Month Period Ended June 30, 2020 | | | For the Year Ended December 31, 2019 | |
| | Shares | | | Amount | | | Shares | | | Amount | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 433,800 | | | $ | 3,301,713 | | | | 1,431,378 | | | $ | 11,584,365 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 1,990,837 | | | | 14,592,833 | |
Shares Redeemed | | | (1,321,841 | ) | | | (10,292,980 | ) | | | (1,823,366 | ) | | | (14,961,942 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (888,041 | ) | | | (6,991,267 | ) | | | 1,598,849 | | | | 11,215,256 | |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 135,572 | | | $ | 1,041,777 | | | | 377,732 | | | $ | 3,143,043 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 352,058 | | | | 2,562,984 | |
Shares Redeemed | | | (318,456 | ) | | | (2,384,793 | ) | | | (425,212 | ) | | | (3,484,333 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (182,884 | ) | | | (1,343,016 | ) | | | 304,578 | | | | 2,221,694 | |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (1,070,925 | ) | | $ | (8,334,283 | ) | | | 1,903,427 | | | $ | 13,436,950 | |
| | | | | | | | | | | | | | | | |
MidCap Value HLS Fund
| | | | | | | | | | | | | | | | |
| | For the Six-Month Period Ended June 30, 2020 | | | For the Year Ended December 31, 2019 | |
| | Shares | | | Amount | | | Shares | | | Amount | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 255,231 | | | $ | 2,034,247 | | | | 339,708 | | | $ | 3,765,204 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 3,248,969 | | | | 32,005,532 | |
Shares Redeemed | | | (1,551,625 | ) | | | (14,872,006 | ) | | | (3,287,018 | ) | | | (36,580,549 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (1,296,394 | ) | | | (12,837,759 | ) | | | 301,659 | | | | (809,813 | ) |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 55,563 | | | $ | 481,141 | | | | 166,668 | | | $ | 1,788,522 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 969,744 | | | | 9,453,950 | |
Shares Redeemed | | | (482,250 | ) | | | (4,601,991 | ) | | | (1,129,325 | ) | | | (12,403,628 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (426,687 | ) | | | (4,120,850 | ) | | | 7,087 | | | | (1,161,156 | ) |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (1,723,081 | ) | | $ | (16,958,609 | ) | | | 308,746 | | | $ | (1,970,969 | ) |
| | | | | | | | | | | | | | | | |
Small Cap Growth HLS Fund
| | | | | | | | | | | | | | | | |
| | For the Six-Month Period Ended June 30, 2020 | | | For the Year Ended December 31, 2019 | |
| | Shares | | | Amount | | | Shares | | | Amount | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 4,755,134 | | | $ | 121,149,597 | | | | 4,705,468 | | | $ | 138,725,195 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 5,121,450 | | | | 130,596,983 | |
Shares Redeemed | | | (5,384,479 | ) | | | (142,173,051 | ) | | | (7,759,736 | ) | | | (238,252,546 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (629,345 | ) | | | (21,023,454 | ) | | | 2,067,182 | | | | 31,069,632 | |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 818,076 | | | $ | 20,522,007 | | | | 1,357,735 | | | $ | 39,797,023 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 2,576,170 | | | | 63,116,174 | |
Shares Redeemed | | | (2,122,099 | ) | | | (53,304,595 | ) | | | (2,618,822 | ) | | | (78,112,025 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (1,304,023 | ) | | | (32,782,588 | ) | | | 1,315,083 | | | | 24,801,172 | |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (1,933,368 | ) | | $ | (53,806,042 | ) | | | 3,382,265 | | | $ | 55,870,804 | |
| | | | | | | | | | | | | | | | |
Notes to Financial Statements – (continued)
June 30, 2020 (Unaudited)
Small Company HLS Fund
| | | | | | | | | | | | | | | | |
| | For the Six-Month Period Ended June 30, 2020 | | | For the Year Ended December 31, 2019 | |
| | Shares | | | Amount | | | Shares | | | Amount | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 1,035,603 | | | $ | 19,522,392 | | | | 2,903,171 | | | $ | 59,916,505 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 5,501,448 | | | | 100,841,539 | |
Shares Redeemed | | | (2,944,197 | ) | | | (54,950,696 | ) | | | (6,154,407 | ) | | | (128,043,271 | ) |
Shares Redeemed-In-Kind | | | (8,160,448 | ) | | | (118,163,289 | ) | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (10,069,042 | ) | | | (153,591,593 | ) | | | 2,250,212 | | | | 32,714,773 | |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 76,612 | | | $ | 1,253,467 | | | | 193,635 | | | $ | 3,651,196 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 608,025 | | | | 10,050,660 | |
Shares Redeemed | | | (410,483 | ) | | | (7,229,535 | ) | | | (736,416 | ) | | | (14,145,202 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (333,871 | ) | | | (5,976,068 | ) | | | 65,244 | | | | (443,346 | ) |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (10,402,913 | ) | | $ | (159,567,661 | ) | | | 2,315,456 | | | $ | 32,271,427 | |
| | | | | | | | | | | | | | | | |
Stock HLS Fund
| | | | | | | | | | | | | | | | |
| | For the Six-Month Period Ended June 30, 2020 | | | For the Year Ended December 31, 2019 | |
| | Shares | | | Amount | | | Shares | | | Amount | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 75,613 | | | $ | 6,355,252 | | | | 88,143 | | | $ | 8,024,102 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 1,498,758 | | | | 133,049,130 | |
Shares Redeemed | | | (943,388 | ) | | | (81,087,254 | ) | | | (2,116,151 | ) | | | (190,491,309 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (867,775 | ) | | | (74,732,002 | ) | | | (529,250 | ) | | | (49,418,077 | ) |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 6,412 | | | $ | 547,595 | | | | 24,363 | | | $ | 2,198,146 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 143,656 | | | | 12,720,819 | |
Shares Redeemed | | | (97,715 | ) | | | (8,366,269 | ) | | | (259,517 | ) | | | (23,318,016 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (91,303 | ) | | | (7,818,674 | ) | | | (91,498 | ) | | | (8,399,051 | ) |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (959,078 | ) | | $ | (82,550,676 | ) | | | (620,748 | ) | | $ | (57,817,128 | ) |
| | | | | | | | | | | | | | | | |
Total Return Bond HLS Fund
| | | | | | | | | | | | | | | | |
| | For the Six-Month Period Ended June 30, 2020 | | | For the Year Ended December 31, 2019 | |
| | Shares | | | Amount | | | Shares | | | Amount | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 8,649,978 | | | $ | 101,060,957 | | | | 10,292,709 | | | $ | 115,993,996 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 6,510,117 | | | | 74,150,238 | |
Shares Redeemed | | | (20,817,463 | ) | | | (238,700,280 | ) | | | (27,038,343 | ) | | | (303,528,466 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (12,167,485 | ) | | | (137,639,323 | ) | | | (10,235,517 | ) | | | (113,384,232 | ) |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 780,433 | | | $ | 8,998,586 | | | | 1,022,576 | | | $ | 11,476,151 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 705,771 | | | | 8,003,440 | |
Shares Redeemed | | | (1,964,416 | ) | | | (22,427,425 | ) | | | (2,997,668 | ) | | | (33,501,141 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (1,183,983 | ) | | | (13,428,839 | ) | | | (1,269,321 | ) | | | (14,021,550 | ) |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (13,351,468 | ) | | $ | (151,068,162 | ) | | | (11,504,838 | ) | | $ | (127,405,782 | ) |
| | | | | | | | | | | | | | | | |
Notes to Financial Statements – (continued)
June 30, 2020 (Unaudited)
Ultrashort Bond HLS Fund
| | | | | | | | | | | | | | | | |
| | For the Six-Month Period Ended June 30, 2020 | | | For the Year Ended December 31, 2019 | |
| | Shares | | | Amount | | | Shares | | | Amount | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 3,797,171 | | | $ | 38,877,630 | | | | 6,425,360 | | | $ | 65,532,098 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 785,430 | | | | 7,948,551 | |
Shares Redeemed | | | (5,685,134 | ) | | | (58,004,730 | ) | | | (11,863,152 | ) | | | (120,750,652 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (1,887,963 | ) | | | (19,127,100 | ) | | | (4,652,362 | ) | | | (47,270,003 | ) |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 957,213 | | | $ | 9,777,890 | | | | 867,804 | | | $ | 8,845,950 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 95,306 | | | | 964,500 | |
Shares Redeemed | | | (968,847 | ) | | | (9,867,536 | ) | | | (1,777,491 | ) | | | (18,100,079 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (11,634 | ) | | | (89,646 | ) | | | (814,381 | ) | | | (8,289,629 | ) |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (1,899,597 | ) | | $ | (19,216,746 | ) | | | (5,466,743 | ) | | $ | (55,559,632 | ) |
| | | | | | | | | | | | | | | | |
U.S. Government Securities HLS Fund
| | | | | | | | | | | | | | | | |
| | For the Six-Month Period Ended June 30, 2020 | | | For the Year Ended December 31, 2019 | |
| | Shares | | | Amount | | | Shares | | | Amount | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 4,069,898 | | | $ | 43,140,609 | | | | 1,925,074 | | | $ | 19,785,037 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 670,097 | | | | 6,935,499 | |
Shares Redeemed | | | (4,338,767 | ) | | | (46,309,480 | ) | | | (5,296,273 | ) | | | (54,286,696 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (268,869 | ) | | | (3,168,871 | ) | | | (2,701,102 | ) | | | (27,566,160 | ) |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 440,143 | | | $ | 4,630,758 | | | | 382,786 | | | $ | 3,933,931 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 125,825 | | | | 1,302,291 | |
Shares Redeemed | | | (723,548 | ) | | | (7,690,646 | ) | | | (1,030,826 | ) | | | (10,553,863 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (283,405 | ) | | | (3,059,888 | ) | | | (522,215 | ) | | | (5,317,641 | ) |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (552,274 | ) | | $ | (6,228,759 | ) | | | (3,223,317 | ) | | $ | (32,883,801 | ) |
| | | | | | | | | | | | | | | | |
Value HLS Fund
| | | | | | | | | | | | | | | | |
| | For the Six-Month Period Ended June 30, 2020 | | | For the Year Ended December 31, 2019 | |
| | Shares | | | Amount | | | Shares | | | Amount | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 730,873 | | | $ | 8,524,907 | | | | 848,038 | | | $ | 12,206,211 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 3,430,401 | | | | 44,489,654 | |
Shares Redeemed | | | (2,339,010 | ) | | | (30,263,146 | ) | | | (5,244,949 | ) | | | (74,374,262 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (1,608,137 | ) | | | (21,738,239 | ) | | | (966,510 | ) | | | (17,678,397 | ) |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 56,704 | | | $ | 651,418 | | | | 64,173 | | | $ | 896,863 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 549,355 | | | | 7,088,517 | |
Shares Redeemed | | | (392,204 | ) | | | (4,986,180 | ) | | | (844,858 | ) | | | ��(12,020,832 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (335,500 | ) | | | (4,334,762 | ) | | | (231,330 | ) | | | (4,035,452 | ) |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (1,943,637 | ) | | $ | (26,073,001 | ) | | | (1,197,840 | ) | | $ | (21,713,849 | ) |
| | | | | | | | | | | | | | | | |
In certain circumstances, a Fund may distribute portfolio securities as payment for redemption of Fund shares (redemption-in-kind). For financial reporting purposes, a Fund will recognize a gain on in-kind redemptions to the extent the value of the distributed securities on the date of redemption exceeds the cost of those securities; the Fund will recognize a loss if the cost exceeds value. Gains and losses realized on redemptions in-kind are not recognized for tax purposes, and are re-classified from realized gain (loss) to paid-in-capital.
During the six-month period ending June 30, 2020, 8,160,448 shares of the Small Company HLS Fund were redeemed-in-kind. A net realized loss of $2,469,075 on investments delivered through the in-kind redemption is included in realized gain (loss) on the Statements of Operations.
Notes to Financial Statements – (continued)
June 30, 2020 (Unaudited)
Each Fund participates in a committed line of credit pursuant to a credit agreement dated March 5, 2020. Each Fund may borrow under the line of credit for temporary or emergency purposes. The Funds (together with certain other Hartford Funds) may borrow up to $350 million in the aggregate, subject to asset coverage and other limitations specified in the credit agreement. The interest rate on borrowings varies depending on the nature of the loan. The facility also charges a commitment fee, which is ratably by assets based on a Fund’s actual net assets if the Fund has total assets of less than or equal to $1.05 billion and for all other participating funds, based on the notional asset level of $1.05 billion. During and as of the six-month period ended June 30, 2020, none of the Funds had borrowings under this facility.
Under each Company’s organizational documents, the Company shall indemnify its officers and directors to the full extent required or permitted under Maryland General Corporation Law and federal securities laws. In addition, each Company, on behalf of its respective Funds, may enter into contracts that contain a variety of indemnifications. Each Company’s maximum exposure under these arrangements is unknown. However, as of the date of these financial statements, each Company has not had prior claims or losses pursuant to these contracts and expects the risk of loss to be remote.
15. | Recent Accounting Pronouncement: |
In August 2018, the FASB issued Accounting Standards Update 2018-13, Fair Value Measurement (Topic 820): Disclosure Framework – Changes to the Disclosure Requirements for Fair Value Measurement (“ASU 2018-13”). The update introduces new fair value disclosure requirements, eliminates some prior fair value disclosure requirements, and modifies certain existing fair value disclosure requirements.
ASU 2018-13 is effective for fiscal years beginning after December 15, 2019 and for interim periods within those fiscal years. Management has adopted this guidance and it did not have a material impact on the Funds’ financial statements.
16. | Change in Independent Registered Public Accounting Firm: |
On November 6, 2019, the Companies, on behalf of their respective Funds, dismissed Ernst & Young LLP (“EY”) as the Funds’ independent registered public accounting firm effective upon the issuance of EY’s report on the Funds’ financial statements as of and for the fiscal year ended December 31, 2019. EY’s report on the Funds’ financial statements for the fiscal periods ended December 31, 2018 and December 31, 2019 contained no adverse opinion or disclaimer of opinion nor was EY’s report qualified or modified as to uncertainty, audit scope or accounting principles. During the Funds’ fiscal periods ended on December 31, 2018 and December 31, 2019, and through February 26, 2020 (the “Covered Period”), (i) there were no disagreements with EY on any matter of accounting principles or practices, financial statement disclosure or auditing scope or procedure, which disagreements, if not resolved to the satisfaction of EY, would have caused it to make reference to the subject matter of the disagreements in connection with its reports on the Funds’ financial statements for the Covered Period, and (ii) there were no “reportable events” of the kind described in Item 304(a)(1)(v) of Regulation S-K under the Securities Exchange Act of 1934, as amended.
On November 6, 2019, the Audit Committee of each Company’s Board of Directors participated in and approved the decision to engage PricewaterhouseCoopers LLP (“PwC”) as the independent registered public accounting firm for the fiscal year ended December 31, 2020. The selection of PwC does not reflect any disagreements with or dissatisfaction by each Company or the Board of Directors with the performance of the Funds’ prior independent registered public accounting firm, EY. During the Covered Period, neither the Funds, nor anyone on their behalf, consulted with PwC on items which: (i) concerned the application of accounting principles to a specified transaction, either completed or proposed, or the type of audit opinion that might be rendered on the Funds’ financial statements; or (ii) concerned the subject of a disagreement (as defined in paragraph (a)(1)(iv) of Item 304 of Regulation S-K) or reportable events (as described in paragraph (a)(1)(v) of Item 304 of Regulation S-K).
In connection with the preparation of the financial statements of the Funds as of and for the six-month period ended June 30, 2020, events and transactions subsequent to June 30, 2020, through the date the financial statements were issued have been evaluated by the Funds’ management for possible adjustment and/or disclosure.
PwC serves as the Funds’ Independent Registered Public Accounting Firm for the fiscal year ended December 31, 2020.
Notes to Financial Statements – (continued)
June 30, 2020 (Unaudited)
At a meeting held on June 16-17, 2020, the Boards of Directors of each Company approved an Agreement and Plan of Reorganization that provides for the reorganization of each Acquired Fund (each an “Acquired Fund”) identified below into the corresponding Acquiring Fund identified below (each an “Acquiring Fund”) (each a “Reorganization” and collectively, the “Reorganizations”). Each Reorganization is expected to close after the close of business on or about the dates set forth below.
| | | | |
Acquired Fund | | Corresponding Acquiring Fund | | Closing Date |
Global Growth HLS Fund | | Disciplined Equity HLS Fund | | September 18, 2020 |
Growth Opportunities HLS Fund | | Disciplined Equity HLS Fund | | September 18, 2020 |
MidCap Growth HLS Fund | | MidCap HLS Fund | | September 18, 2020 |
MidCap Value HLS Fund | | MidCap HLS Fund | | September 18, 2020 |
Value HLS Fund | | Dividend and Growth HLS Fund | | September 18, 2020 |
High Yield HLS Fund | | Total Return Bond HLS Fund | | September 25, 2020 |
U.S. Government Securities HLS Fund | | Ultrashort Bond HLS Fund | | September 25, 2020 |
Each Reorganization contemplates: (1) the transfer of all of the assets of an Acquired Fund to the corresponding Acquiring Fund in exchange for shares of the corresponding Acquiring Fund that have an aggregate net asset value equal to the aggregate net asset value of the shares of the Acquired Fund as of the close of business on the Closing Date; (2) the assumption by the corresponding Acquiring Fund of all of the liabilities of the Acquired Fund; and (3) the distribution of shares of the corresponding Acquiring Fund to the shareholders of the Acquired Fund in complete liquidation of the Acquired Fund.
At its meeting held on June 16-17, 2020, the Board of Directors of Hartford Series Fund, Inc. also approved (1) a reduction to the contractual investment management fee schedule for the Disciplined Equity HLS Fund (Acquiring Fund) effective upon the closing of the Reorganizations of the Global Growth HLS Fund (Acquired Fund) and the Growth Opportunities HLS Fund (Acquired Fund) into the Disciplined Equity HLS Fund (Acquiring Fund); and (2) a reduction to the contractual investment management fee schedule for the Dividend and Growth HLS Fund (Acquiring Fund) effective upon the closing of the Reorganization of the Value HLS Fund (Acquired Fund) into the Dividend and Growth HLS Fund (Acquiring Fund). Upon the closing of such Reorganizations, the new contractual investment management fees for such Acquiring Funds will be as follows:
| | | | |
Disciplined Equity HLS Fund* | |
Average Daily Net Assets | | Annual Rate | |
First $1 billion | | | 0.6000% | |
Next $4 billion | | | 0.5500% | |
Next $5 billion | | | 0.5300% | |
Amount Over $10 billion | | | 0.5000% | |
| * | As of June 30, 2020, the management fee set forth in the investment management agreement with respect to the Disciplined Equity HLS Fund is 0.7500% of the first $250 million, 0.6500% of the next $250 million, 0.6000% of the next $500 million, 0.5800% of the next $4 billion, 0.5700% of the next $5 billion, and 0.5600% in excess of $10 billion annually of the Fund’s average daily net assets. |
| | | | |
Dividend and Growth HLS Fund** | |
Average Daily Net Assets | | Annual Rate | |
First $250 million | | | 0.6900% | |
Next $250 million | | | 0.6425% | |
Next $500 million | | | 0.6325% | |
Next $1.5 billion | | | 0.6250% | |
Next $2.5 billion | | | 0.6200% | |
Next $5 billion | | | 0.6150% | |
Amount Over $10 billion | | | 0.6100% | |
| ** | As of June 30, 2020, the management fee set forth in the investment management agreement with respect to Dividend and Growth HLS Fund is 0.7750% of the first $250 million, 0.7250% of the next $250 million, 0.6750% of the next $500 million, 0.6250% of the next $1.5 billion, 0.6200% of the next $2.5 billion, 0.6150% of the next $5 billion, and 0.6100% in excess of $10 billion annually of the Fund’s average daily net assets. |
Operation of the Liquidity Risk Management Program (Unaudited)
This section describes the operation and effectiveness of the Liquidity Risk Management Program (“LRM Program”) established in accordance with Rule 22e-4 under the Investment Company Act of 1940, as amended (the “Liquidity Rule”). The LRM Program seeks to assess and manage each Fund’s liquidity risk. The Liquidity Rule generally defines liquidity risk as the risk that a Fund could not meet its obligation to redeem shares without significant dilution of the non-redeeming investors’ interests in the Fund. The Boards of Directors (“Board”) of Hartford Series Fund, Inc. and Hartford HLS Series Fund II, Inc. have appointed Hartford Funds Management Company, LLC (“HFMC”) to serve as the administrator of the LRM Program with respect to each of the Funds, subject to the oversight of the Board. In order to provide a mechanism and process to perform the functions necessary to administer the LRM Program, HFMC established a Liquidity Risk Oversight Committee (“LROC”).
The LRM Program is comprised of various components designed to support the assessment and/or management of liquidity risk, including: (1) the assessment and periodic review (no less frequently than annually) of certain factors that influence each Fund’s liquidity risk; (2) the classification and periodic review (no less frequently than monthly) of each Fund’s investments into one of four liquidity categories that reflect an estimate of their liquidity under current market conditions; (3) a 15% limit on the acquisition of “illiquid investments” (as defined under the Liquidity Rule); (4) the determination of a minimum percentage of each Fund’s assets that generally will be invested in highly liquid investments (“HLIM”); (5) the periodic review (no less frequently than annually) of the HLIM and the adoption and implementation of policies and procedures for responding to a shortfall of a Fund’s highly liquid investments below its HLIM; and (6) periodic reporting to the Board.
At a meeting of the Board held May 5-6, 2020, the LROC, on behalf of HFMC, provided a written report to the Board covering the period from the inception date of the current LRM Program through April 30, 2020. The report addressed important aspects of the LRM Program, including, but not limited to:
| • | | the operation of the LRM Program (and related policies and procedures utilized in connection with management of the Funds’ liquidity risk); |
| • | | an assessment of the adequacy and effectiveness of the LRM Program’s (and related policies and procedures’) implementation; |
| • | | the operation, and assessment of the adequacy and effectiveness, of each Fund’s HLIM; |
| • | | whether the third-party liquidity vendor’s (“LRM Program Vendor”) processes for determining preliminary liquidity classifications, including the particular methodologies or factors used and metrics analyzed by the LRM Program Vendor, are sufficient under the Liquidity Rule and appropriate in light of each Fund’s specific circumstances; and |
| • | | any material changes to the LRM Program. |
Based on the review and assessment conducted by the LROC, the LROC has concluded that the LRM Program is operating effectively to assess and manage the liquidity risk of each Fund and that the LRM Program has been and continues to be adequately and effectively implemented with respect to each Fund. Because liquidity in the capital markets in which the Funds invest is beyond the control of the Funds, there can be no assurance that the LRM Program will ensure liquidity under all circumstances and does not protect against the risk of loss.
HOW TO OBTAIN A COPY OF EACH FUND’S PROXY VOTING POLICIES AND VOTING RECORDS (UNAUDITED)
A description of the policies and procedures that each Fund uses to determine how to vote proxies relating to portfolio securities and information about how each Fund voted proxies relating to portfolio securities during the most recent twelve-month period ended June 30, are available (1) without charge, upon request, by calling 888-843-7824 and (2) on the SEC’s website at http://www.sec.gov.
QUARTERLY PORTFOLIO HOLDINGS INFORMATION (UNAUDITED)
Each Fund files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. Each Fund’s Form N-PORT reports are available (1) without charge, upon request, by calling 888-843-7824, (2) on the Funds’ website, hartfordfunds.com, and (3) on the SEC’s website at http://www.sec.gov.
THIS PRIVACY POLICY IS NOT PART OF THIS REPORT
CUSTOMER PRIVACY NOTICE
The Hartford Financial Services Group, Inc. and Affiliates*
(herein called “we, our, and us”)
This Privacy Policy applies to our United States Operations
We value your trust. We are committed to the responsible:
a) management;
b) use; and
c) protection;
of Personal Information.
This notice describes how we collect, disclose, and protect Personal Information.
We collect Personal Information to:
a) service your Transactions with us; and
b) support our business functions.
We may obtain Personal Information from:
a) You;
b) your Transactions with us; and
c) third parties such as a consumer-reporting agency.
Based on the type of product or service You apply for or get from us, Personal Information such as:
a) your name;
b) your address;
c) your income;
d) your payment; or
e) your credit history;
may be gathered from sources such as applications, Transactions, and consumer reports.
To serve You and service our business, we may share certain Personal Information. We will share Personal Information, only as allowed by law, with affiliates such as:
a) our insurance companies;
b) our employee agents;
c) our brokerage firms; and
d) our administrators.
As allowed by law, we may share Personal Financial Information with our affiliates to:
a) market our products; or
b) market our services;
to You without providing You with an option to prevent these disclosures.
We may also share Personal Information, only as allowed by law, with unaffiliated third parties including:
a) independent agents;
b) brokerage firms;
c) insurance companies;
d) administrators; and
e) service providers;
who help us serve You and service our business.
When allowed by law, we may share certain Personal Financial Information with other unaffiliated third parties who assist us by performing services or functions such as:
a) taking surveys;
b) marketing our products or services; or
c) offering financial products or services under a joint agreement between us and one or more financial institutions.
We, and third parties we partner with, may track some of the pages You visit through the use of:
a) cookies;
b) pixel tagging; or
c) other technologies;
and currently do not process or comply with any web browser’s “do not track” signal or other similar mechanism that indicates a request to disable online tracking of individual users who visit our websites or use our services.
For more information, our Online Privacy Policy, which governs information we collect on our website and our affiliate websites, is available at https://www.thehartford.com/online-privacy-policy.
We will not sell or share your Personal Financial Information with anyone for purposes unrelated to our business functions without offering You the opportunity to:
a) “opt-out;” or
b) “opt-in;”
as required by law.
We only disclose Personal Health Information with:
a) your authorization; or
b) as otherwise allowed or required by law.
Our employees have access to Personal Information in the course of doing their jobs, such as:
a) underwriting policies;
b) paying claims;
c) developing new products; or
d) advising customers of our products and services.
We use manual and electronic security procedures to maintain:
a) the confidentiality; and
b) the integrity of;
Personal Information that we have. We use these procedures to guard against unauthorized access.
Some techniques we use to protect Personal Information include:
a) secured files;
b) user authentication;
c) encryption;
d) firewall technology; and
e) the use of detection software.
We are responsible for and must:
a) identify information to be protected;
b) provide an adequate level of protection for that data; and
c) grant access to protected data only to those people who must use it in the performance of their job-related duties.
Employees who violate our privacy policies and procedures may be subject to discipline, which may include termination of their employment with us.
We will continue to follow our Privacy Policy regarding Personal Information even when a business relationship no longer exists between us.
As used in this Privacy Notice:
Application means your request for our product or service.
Personal Financial Information means financial information such as:
a) credit history;
b) income;
c) financial benefits; or
d) policy or claim information.
Personal Financial Information may include Social Security Numbers, Driver’s license numbers, or other government-issued identification numbers, or credit, debit card, or bank account numbers.
Personal Health Information means health information such as:
a) your medical records; or
b) information about your illness, disability or injury.
Personal Information means information that identifies You personally and is not otherwise available to the public. It includes:
a) Personal Financial Information; and
b) Personal Health Information.
Transaction means your business dealings with us, such as:
a) your Application;
b) your request for us to pay a claim; and
c) your request for us to take an action on your account.
You means an individual who has given us Personal Information in conjunction with:
a) asking about;
b) applying for; or
c) obtaining;
a financial product or service from us if the product or service is used mainly for personal, family, or household purposes.
If you have any questions or comments about this privacy notice, please feel free to contact us at The Hartford – Consumer Rights and Privacy Compliance Unit, One Hartford Plaza, Hartford, CT 06155, or at ConsumerPrivacyInquiriesMailbox@thehartford.com.
This Customer Privacy Notice is being provided on behalf of The Hartford Financial Services Group, Inc. and its affiliates (including the following as of March 2020), to the extent required by the Gramm-Leach-Bliley Act and implementing regulations:
1stAGChoice, Inc.; Access CoverageCorp, Inc.; Access CoverageCorp Technologies, Inc.; Assurances Continentales Continentale Verzekeringen N.V; Bracht, Deckers & Mackelbert N.V.; Business Management Group, Inc.; Canal Re S.A.; Cervus Claim Solutions, LLC; First State Insurance Company; FTC Resolution Company LLC; Hart Re Group L.L.C.; Hartford Accident and Indemnity Company; Hartford Administrative Services Company; Hartford Casualty General Agency, Inc.; Hartford Casualty Insurance Company; Hartford Fire General Agency, Inc.; Hartford Fire Insurance Company; Hartford Funds Distributors, LLC; Hartford Funds Management Company, LLC; Hartford Funds Management Group, Inc.; Hartford Holdings, Inc.; Hartford Insurance Company of Illinois; Hartford Insurance Company of the Midwest; Hartford Insurance Company of the Southeast; Hartford Insurance, Ltd.; Hartford Integrated Technologies, Inc.; Hartford Investment Management Company; Hartford Life and Accident Insurance Company; Hartford Lloyd’s Corporation; Hartford Lloyd’s Insurance Company; Hartford Management, Ltd.; Hartford Productivity Services LLC; Hartford of Texas General Agency, Inc.; Hartford Residual Market, L.C.C.; Hartford Specialty Insurance Services of Texas, LLC; Hartford STAG Ventures LLC; Hartford Strategic Investments, LLC; Hartford Underwriters General Agency, Inc.; Hartford Underwriters Insurance Company; Heritage Holdings, Inc.; Heritage Reinsurance Company, Ltd.; HLA LLC; HL Investment Advisors, LLC; Horizon Management Group, LLC; HRA Brokerage Services, Inc.; Lattice Strategies LLC; Maxum Casualty Insurance Company; Maxum Indemnity Company; Maxum Specialty Services Corporation; Millennium Underwriting Limited; MPC Resolution Company LLC; Navigators (Asia) Limited; Navigators Corporate Underwriters Limited; Navigators Holdings (Europe) N.V.; Navigators Holdings (UK) Limited; Navigators Insurance Company; Navigators International Insurance Company Ltd.; Navigators Management Company, Inc.; Navigators Management (UK) Limited; Navigators N.V.; Navigators Specialty Insurance Company; Navigators Underwriting Agency Limited; Navigators Underwriting Limited; New England Insurance Company; New England Reinsurance Corporation; New Ocean Insurance Co., Ltd.; NIC Investments (Chile) SpA; Nutmeg Insurance Agency, Inc.; Nutmeg Insurance Company; Pacific Insurance Company, Limited; Property and Casualty Insurance Company of Hartford; Sentinel Insurance Company, Ltd; The Navigators Group, Inc.; Trumbull Flood Management, L.L.C.; Trumbull Insurance Company; Twin City Fire Insurance Company; Y-Risk, LLC.
Revised March 2020
[This page is intentionally left blank]
Series of Hartford Series Fund, Inc. and Hartford HLS Series Fund II, Inc. (each a “Fund” and collectively, the “Funds”) are not subsidiaries of The Hartford Financial Services Group, Inc. (“The Hartford”) but are underwritten, distributed by and advised by subsidiaries of The Hartford. Investments in the Funds are not guaranteed by The Hartford or any other entity.
This report is submitted for the general information of the shareholders of the Funds referenced in this report. It is not authorized for distribution to persons who are not shareholders of one or more Funds referenced in this report unless preceded or accompanied by a current prospectus for the relevant Fund. Nothing herein contained is to be considered an offer of sale or a solicitation of an offer to buy shares of any Fund listed in this report. Such offering is only made by prospectus, which includes details as to the offering price and other material information.
Investors should carefully consider the investment objectives, risks, charges and expenses of a Fund. This and other important information is contained in a Fund’s prospectus and summary prospectus, which can be obtained by visiting hartfordfunds.com. Please read it carefully before investing.
The Funds are distributed by Hartford Funds Distributors, LLC (HFD), Member FINRA. Hartford Funds Management Company, LLC (HFMC) is the Funds’ investment manager. The Funds are sub-advised by Wellington Management Company LLP. HFD and HFMC are not affiliated with Wellington Management Company LLP.
HLSSAR20 08-20 218105 Printed in U.S.A.
Item 2. Code of Ethics.
Not applicable to this semi-annual filing.
Item 3. Audit Committee Financial Expert.
Not applicable to this semi-annual filing.
Item 4. Principal Accountant Fees and Services.
Not applicable to this semi-annual filing.
Item 5. Audit Committee of Listed Registrants.
Not applicable.
Item 6. Investments.
| (a) | The Schedule of Investments in securities of unaffiliated issuers as of the close of the reporting period is included as part of the semi-annual report filed under Item 1 of this form. |
Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.
Not applicable.
Item 8. Portfolio Managers of Closed-End Management Investment Companies.
Not applicable.
Item 9. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.
Not applicable.
Item 10. Submission of Matters to a Vote of Security Holders.
There have been no material changes to the procedures by which shareholders may recommend nominees to the registrant’s board of directors since the registrant last provided disclosure in response to this requirement.
Item 11. 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 period covered by this report that have materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting. |
Item 12. Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.
Not applicable.
Item 13. Exhibits.
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.
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| | | | | | |
| | | | HARTFORD SERIES FUND, INC. |
| | | |
Date: September 3, 2020 | | | | 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: September 3, 2020 | | | | By: | | /s/ James E. Davey |
| | | | | | James E. Davey |
| | | | | | President and Chief Executive Officer |
| | | | | | |
Date: September 3, 2020 | | | | By: | | /s/ Amy N. Furlong |
| | | | | | Amy N. Furlong |
| | | | | | Treasurer (Principal Financial Officer and Principal Accounting Officer) |