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
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)
Copy to:
John V. O’Hanlon, Esquire
Dechert LLP
One International Place, 40th Floor
100 Oliver Street
Boston, Massachusetts 02110-2605
Registrant's telephone number, including area code:
Date of reporting period:
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 20549-1090. The OMB has reviewed this collection of information under the clearance requirements of 44 U.S.C. § 3507.
Item 1. Reports to Stockholders.
(a)
Semi-Annual Shareholder Report
June 30, 2024 (Unaudited)
Hartford Balanced HLS Fund
Class IA/HADAX
This semi-annual shareholder report contains important information about the Hartford Balanced HLS Fund (the "Fund") for the period of January 1, 2024 to June 30, 2024. You can find additional information about the Fund at hartfordfunds.com/reports-hls. You can also request this information by contacting us by calling 1‑888‑843‑7824.
What were the Fund costs for the last six-months?
(Based on a hypothetical $10,000 investment)
Class Name | Costs of a $10,000 investment* | Costs paid as a percentage of a $10,000 investment^,* |
Class IA | $32 | 0.63% |
* | This does 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. |
^ | Annualized. |
Key Fund Statistics as of June 30, 2024
Fund's net assets | $1,682,223,343% |
Total number of portfolio holdings (excluding derivatives, if any) | $508% |
Portfolio turnover rate | $27% |
Graphical Representation of Holdings as of June 30, 2024
The table below shows the investment makeup of the Fund, representing the percentage of net assets of the Fund.
Composition by Security Type
Common Stocks | 65.9 | % |
U.S. Government Securities | 18.8 | % |
Corporate Bonds | 11.5 | % |
Asset & Commercial Mortgage-Backed Securities | 1.0 | % |
U.S. Government Agencies* | 0.9 | % |
Municipal Bonds | 0.5 | % |
Foreign Government Obligations | 0.3 | % |
Short-Term Investments | 0.2 | % |
Other Assets & Liabilities | 0.9 | % |
Total | 100.0 | % |
* | All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage-backed securities. | |
Availability of Additional Information
For additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information (once available), please visit the Fund’s website at the website address included at the beginning of this report.
Semi-Annual Shareholder Report
June 30, 2024 (Unaudited)
Hartford Balanced HLS Fund
Class IB/HAIBX
This semi-annual shareholder report contains important information about the Hartford Balanced HLS Fund (the "Fund") for the period of January 1, 2024 to June 30, 2024. You can find additional information about the Fund at hartfordfunds.com/reports-hls. You can also request this information by contacting us by calling 1‑888‑843‑7824.
What were the Fund costs for the last six-months?
(Based on a hypothetical $10,000 investment)
Class Name | Costs of a $10,000 investment* | Costs paid as a percentage of a $10,000 investment^,* |
Class IB | $45 | 0.88% |
* | This does 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. |
^ | Annualized. |
Key Fund Statistics as of June 30, 2024
Fund's net assets | $1,682,223,343% |
Total number of portfolio holdings (excluding derivatives, if any) | $508% |
Portfolio turnover rate | $27% |
Graphical Representation of Holdings as of June 30, 2024
The table below shows the investment makeup of the Fund, representing the percentage of net assets of the Fund.
Composition by Security Type
Common Stocks | 65.9 | % |
U.S. Government Securities | 18.8 | % |
Corporate Bonds | 11.5 | % |
Asset & Commercial Mortgage-Backed Securities | 1.0 | % |
U.S. Government Agencies* | 0.9 | % |
Municipal Bonds | 0.5 | % |
Foreign Government Obligations | 0.3 | % |
Short-Term Investments | 0.2 | % |
Other Assets & Liabilities | 0.9 | % |
Total | 100.0 | % |
* | All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage-backed securities. | |
Availability of Additional Information
For additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information (once available), please visit the Fund’s website at the website address included at the beginning of this report.
Semi-Annual Shareholder Report
June 30, 2024 (Unaudited)
Hartford Capital Appreciation HLS Fund
Class IA/HIACX
This semi-annual shareholder report contains important information about the Hartford Capital Appreciation HLS Fund (the "Fund") for the period of January 1, 2024 to June 30, 2024. You can find additional information about the Fund at hartfordfunds.com/reports-hls. You can also request this information by contacting us by calling 1‑888‑843‑7824.
What were the Fund costs for the last six-months?
(Based on a hypothetical $10,000 investment)
Class Name | Costs of a $10,000 investment* | Costs paid as a percentage of a $10,000 investment^,* |
Class IA | $35 | 0.67% |
* | This does 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. |
^ | Annualized. |
Key Fund Statistics as of June 30, 2024
Fund's net assets | $3,742,286,092% |
Total number of portfolio holdings (excluding derivatives, if any) | $158% |
Portfolio turnover rate | $43% |
Graphical Representation of Holdings as of June 30, 2024
The table below shows the investment makeup of the Fund, representing the percentage of net assets of the Fund.
Information Technology | 27.5 | % |
Financials | 12.2 | % |
Health Care | 11.9 | % |
Industrials | 9.6 | % |
Consumer Discretionary | 9.5 | % |
Communication Services | 9.2 | % |
Consumer Staples | 5.8 | % |
Energy | 4.0 | % |
Materials | 3.2 | % |
Real Estate | 2.6 | % |
Utilities | 1.5 | % |
Short-Term Investments | 0.6 | % |
Other Assets & Liabilities | 2.4 | % |
Total | 100.0 | % |
Availability of Additional Information
For additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information (once available), please visit the Fund’s website at the website address included at the beginning of this report.
Semi-Annual Shareholder Report
June 30, 2024 (Unaudited)
Hartford Capital Appreciation HLS Fund
Class IB/HIBCX
This semi-annual shareholder report contains important information about the Hartford Capital Appreciation HLS Fund (the "Fund") for the period of January 1, 2024 to June 30, 2024. You can find additional information about the Fund at hartfordfunds.com/reports-hls. You can also request this information by contacting us by calling 1‑888‑843‑7824.
What were the Fund costs for the last six-months?
(Based on a hypothetical $10,000 investment)
Class Name | Costs of a $10,000 investment* | Costs paid as a percentage of a $10,000 investment^,* |
Class IB | $49 | 0.92% |
* | This does 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. |
^ | Annualized. |
Key Fund Statistics as of June 30, 2024
Fund's net assets | $3,742,286,092% |
Total number of portfolio holdings (excluding derivatives, if any) | $158% |
Portfolio turnover rate | $43% |
Graphical Representation of Holdings as of June 30, 2024
The table below shows the investment makeup of the Fund, representing the percentage of net assets of the Fund.
Information Technology | 27.5 | % |
Financials | 12.2 | % |
Health Care | 11.9 | % |
Industrials | 9.6 | % |
Consumer Discretionary | 9.5 | % |
Communication Services | 9.2 | % |
Consumer Staples | 5.8 | % |
Energy | 4.0 | % |
Materials | 3.2 | % |
Real Estate | 2.6 | % |
Utilities | 1.5 | % |
Short-Term Investments | 0.6 | % |
Other Assets & Liabilities | 2.4 | % |
Total | 100.0 | % |
Availability of Additional Information
For additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information (once available), please visit the Fund’s website at the website address included at the beginning of this report.
Semi-Annual Shareholder Report
June 30, 2024 (Unaudited)
Hartford Capital Appreciation HLS Fund
Class IC/HCPCX
This semi-annual shareholder report contains important information about the Hartford Capital Appreciation HLS Fund (the "Fund") for the period of January 1, 2024 to June 30, 2024. You can find additional information about the Fund at hartfordfunds.com/reports-hls. You can also request this information by contacting us by calling 1‑888‑843‑7824.
What were the Fund costs for the last six-months?
(Based on a hypothetical $10,000 investment)
Class Name | Costs of a $10,000 investment* | Costs paid as a percentage of a $10,000 investment^,* |
Class IC | $62 | 1.17% |
* | This does 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. |
^ | Annualized. |
Key Fund Statistics as of June 30, 2024
Fund's net assets | $3,742,286,092% |
Total number of portfolio holdings (excluding derivatives, if any) | $158% |
Portfolio turnover rate | $43% |
Graphical Representation of Holdings as of June 30, 2024
The table below shows the investment makeup of the Fund, representing the percentage of net assets of the Fund.
Information Technology | 27.5 | % |
Financials | 12.2 | % |
Health Care | 11.9 | % |
Industrials | 9.6 | % |
Consumer Discretionary | 9.5 | % |
Communication Services | 9.2 | % |
Consumer Staples | 5.8 | % |
Energy | 4.0 | % |
Materials | 3.2 | % |
Real Estate | 2.6 | % |
Utilities | 1.5 | % |
Short-Term Investments | 0.6 | % |
Other Assets & Liabilities | 2.4 | % |
Total | 100.0 | % |
Availability of Additional Information
For additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information (once available), please visit the Fund’s website at the website address included at the beginning of this report.
Semi-Annual Shareholder Report
June 30, 2024 (Unaudited)
Hartford Disciplined Equity HLS Fund
Class IA/HIAGX
This semi-annual shareholder report contains important information about the Hartford Disciplined Equity HLS Fund (the "Fund") for the period of January 1, 2024 to June 30, 2024. You can find additional information about the Fund at hartfordfunds.com/reports-hls. You can also request this information by contacting us by calling 1‑888‑843‑7824.
What were the Fund costs for the last six-months?
(Based on a hypothetical $10,000 investment)
Class Name | Costs of a $10,000 investment* | Costs paid as a percentage of a $10,000 investment^,* |
Class IA | $32 | 0.59% |
* | This does 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. |
^ | Annualized. |
Key Fund Statistics as of June 30, 2024
Fund's net assets | $2,975,259,911% |
Total number of portfolio holdings (excluding derivatives, if any) | $72% |
Portfolio turnover rate | $14% |
Graphical Representation of Holdings as of June 30, 2024
The table below shows the investment makeup of the Fund, representing the percentage of net assets of the Fund.
Information Technology | 32.1 | % |
Health Care | 14.3 | % |
Financials | 12.3 | % |
Consumer Discretionary | 9.8 | % |
Communication Services | 9.2 | % |
Industrials | 8.2 | % |
Consumer Staples | 4.9 | % |
Energy | 3.1 | % |
Utilities | 2.8 | % |
Materials | 1.8 | % |
Real Estate | 1.4 | % |
Short-Term Investments | 0.0 | %^ |
Other Assets & Liabilities | 0.1 | % |
Total | 100.0 | % |
^ | Percentage rounds to zero. | |
Availability of Additional Information
For additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information (once available), please visit the Fund’s website at the website address included at the beginning of this report.
Semi-Annual Shareholder Report
June 30, 2024 (Unaudited)
Hartford Disciplined Equity HLS Fund
Class IB/HBGIX
This semi-annual shareholder report contains important information about the Hartford Disciplined Equity HLS Fund (the "Fund") for the period of January 1, 2024 to June 30, 2024. You can find additional information about the Fund at hartfordfunds.com/reports-hls. You can also request this information by contacting us by calling 1‑888‑843‑7824.
What were the Fund costs for the last six-months?
(Based on a hypothetical $10,000 investment)
Class Name | Costs of a $10,000 investment* | Costs paid as a percentage of a $10,000 investment^,* |
Class IB | $45 | 0.84% |
* | This does 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. |
^ | Annualized. |
Key Fund Statistics as of June 30, 2024
Fund's net assets | $2,975,259,911% |
Total number of portfolio holdings (excluding derivatives, if any) | $72% |
Portfolio turnover rate | $14% |
Graphical Representation of Holdings as of June 30, 2024
The table below shows the investment makeup of the Fund, representing the percentage of net assets of the Fund.
Information Technology | 32.1 | % |
Health Care | 14.3 | % |
Financials | 12.3 | % |
Consumer Discretionary | 9.8 | % |
Communication Services | 9.2 | % |
Industrials | 8.2 | % |
Consumer Staples | 4.9 | % |
Energy | 3.1 | % |
Utilities | 2.8 | % |
Materials | 1.8 | % |
Real Estate | 1.4 | % |
Short-Term Investments | 0.0 | %^ |
Other Assets & Liabilities | 0.1 | % |
Total | 100.0 | % |
^ | Percentage rounds to zero. | |
Availability of Additional Information
For additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information (once available), please visit the Fund’s website at the website address included at the beginning of this report.
Semi-Annual Shareholder Report
June 30, 2024 (Unaudited)
Hartford Disciplined Equity HLS Fund
Class IC/HLSCX
This semi-annual shareholder report contains important information about the Hartford Disciplined Equity HLS Fund (the "Fund") for the period of January 1, 2024 to June 30, 2024. You can find additional information about the Fund at hartfordfunds.com/reports-hls. You can also request this information by contacting us by calling 1‑888‑843‑7824.
What were the Fund costs for the last six-months?
(Based on a hypothetical $10,000 investment)
Class Name | Costs of a $10,000 investment* | Costs paid as a percentage of a $10,000 investment^,* |
Class IC | $59 | 1.09% |
* | This does 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. |
^ | Annualized. |
Key Fund Statistics as of June 30, 2024
Fund's net assets | $2,975,259,911% |
Total number of portfolio holdings (excluding derivatives, if any) | $72% |
Portfolio turnover rate | $14% |
Graphical Representation of Holdings as of June 30, 2024
The table below shows the investment makeup of the Fund, representing the percentage of net assets of the Fund.
Information Technology | 32.1 | % |
Health Care | 14.3 | % |
Financials | 12.3 | % |
Consumer Discretionary | 9.8 | % |
Communication Services | 9.2 | % |
Industrials | 8.2 | % |
Consumer Staples | 4.9 | % |
Energy | 3.1 | % |
Utilities | 2.8 | % |
Materials | 1.8 | % |
Real Estate | 1.4 | % |
Short-Term Investments | 0.0 | %^ |
Other Assets & Liabilities | 0.1 | % |
Total | 100.0 | % |
^ | Percentage rounds to zero. | |
Availability of Additional Information
For additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information (once available), please visit the Fund’s website at the website address included at the beginning of this report.
Semi-Annual Shareholder Report
June 30, 2024 (Unaudited)
Hartford Dividend and Growth HLS Fund
Class IA/HIADX
This semi-annual shareholder report contains important information about the Hartford Dividend and Growth HLS Fund (the "Fund") for the period of January 1, 2024 to June 30, 2024. You can find additional information about the Fund at hartfordfunds.com/reports-hls. You can also request this information by contacting us by calling 1‑888‑843‑7824.
What were the Fund costs for the last six-months?
(Based on a hypothetical $10,000 investment)
Class Name | Costs of a $10,000 investment* | Costs paid as a percentage of a $10,000 investment^,* |
Class IA | $34 | 0.66% |
* | This does 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. |
^ | Annualized. |
Key Fund Statistics as of June 30, 2024
Fund's net assets | $3,459,603,183% |
Total number of portfolio holdings (excluding derivatives, if any) | $80% |
Portfolio turnover rate | $16% |
Graphical Representation of Holdings as of June 30, 2024
The table below shows the investment makeup of the Fund, representing the percentage of net assets of the Fund.
Information Technology | 18.6 | % |
Financials | 17.0 | % |
Health Care | 14.0 | % |
Industrials | 8.6 | % |
Energy | 8.4 | % |
Communication Services | 8.1 | % |
Consumer Staples | 7.0 | % |
Utilities | 5.3 | % |
Materials | 4.2 | % |
Consumer Discretionary | 3.4 | % |
Real Estate | 3.0 | % |
Short-Term Investments | 0.6 | % |
Other Assets & Liabilities | 1.8 | % |
Total | 100.0 | % |
Availability of Additional Information
For additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information (once available), please visit the Fund’s website at the website address included at the beginning of this report.
Semi-Annual Shareholder Report
June 30, 2024 (Unaudited)
Hartford Dividend and Growth HLS Fund
Class IB/HDGBX
This semi-annual shareholder report contains important information about the Hartford Dividend and Growth HLS Fund (the "Fund") for the period of January 1, 2024 to June 30, 2024. You can find additional information about the Fund at hartfordfunds.com/reports-hls. You can also request this information by contacting us by calling 1‑888‑843‑7824.
What were the Fund costs for the last six-months?
(Based on a hypothetical $10,000 investment)
Class Name | Costs of a $10,000 investment* | Costs paid as a percentage of a $10,000 investment^,* |
Class IB | $47 | 0.91% |
* | This does 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. |
^ | Annualized. |
Key Fund Statistics as of June 30, 2024
Fund's net assets | $3,459,603,183% |
Total number of portfolio holdings (excluding derivatives, if any) | $80% |
Portfolio turnover rate | $16% |
Graphical Representation of Holdings as of June 30, 2024
The table below shows the investment makeup of the Fund, representing the percentage of net assets of the Fund.
Information Technology | 18.6 | % |
Financials | 17.0 | % |
Health Care | 14.0 | % |
Industrials | 8.6 | % |
Energy | 8.4 | % |
Communication Services | 8.1 | % |
Consumer Staples | 7.0 | % |
Utilities | 5.3 | % |
Materials | 4.2 | % |
Consumer Discretionary | 3.4 | % |
Real Estate | 3.0 | % |
Short-Term Investments | 0.6 | % |
Other Assets & Liabilities | 1.8 | % |
Total | 100.0 | % |
Availability of Additional Information
For additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information (once available), please visit the Fund’s website at the website address included at the beginning of this report.
Semi-Annual Shareholder Report
June 30, 2024 (Unaudited)
Hartford Healthcare HLS Fund
Class IA/HIAHX
This semi-annual shareholder report contains important information about the Hartford Healthcare HLS Fund (the "Fund") for the period of January 1, 2024 to June 30, 2024. You can find additional information about the Fund at hartfordfunds.com/reports-hls. You can also request this information by contacting us by calling 1‑888‑843‑7824.
What were the Fund costs for the last six-months?
(Based on a hypothetical $10,000 investment)
Class Name | Costs of a $10,000 investment* | Costs paid as a percentage of a $10,000 investment^,* |
Class IA | $47 | 0.92% |
* | This does 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. |
^ | Annualized. |
Key Fund Statistics as of June 30, 2024
Fund's net assets | $138,325,335% |
Total number of portfolio holdings (excluding derivatives, if any) | $105% |
Portfolio turnover rate | $20% |
Graphical Representation of Holdings as of June 30, 2024
The table below shows the investment makeup of the Fund, representing the percentage of net assets of the Fund.
Pharmaceuticals | 31.1 | % |
Biotechnology | 22.1 | % |
Health Care Equipment | 13.3 | % |
Managed Health Care | 11.2 | % |
Life Sciences Tools & Services | 10.3 | % |
Health Care Facilities | 5.1 | % |
Health Care Services | 3.2 | % |
Health Care Distributors | 1.9 | % |
Health Care Technology | 0.5 | % |
Short-Term Investments | 0.4 | % |
Other Assets & Liabilities | 0.9 | % |
Total | 100.0 | % |
Availability of Additional Information
For additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information (once available), please visit the Fund’s website at the website address included at the beginning of this report.
Semi-Annual Shareholder Report
June 30, 2024 (Unaudited)
Hartford Healthcare HLS Fund
Class IB/HBGHX
This semi-annual shareholder report contains important information about the Hartford Healthcare HLS Fund (the "Fund") for the period of January 1, 2024 to June 30, 2024. You can find additional information about the Fund at hartfordfunds.com/reports-hls. You can also request this information by contacting us by calling 1‑888‑843‑7824.
What were the Fund costs for the last six-months?
(Based on a hypothetical $10,000 investment)
Class Name | Costs of a $10,000 investment* | Costs paid as a percentage of a $10,000 investment^,* |
Class IB | $60 | 1.17% |
* | This does 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. |
^ | Annualized. |
Key Fund Statistics as of June 30, 2024
Fund's net assets | $138,325,335% |
Total number of portfolio holdings (excluding derivatives, if any) | $105% |
Portfolio turnover rate | $20% |
Graphical Representation of Holdings as of June 30, 2024
The table below shows the investment makeup of the Fund, representing the percentage of net assets of the Fund.
Pharmaceuticals | 31.1 | % |
Biotechnology | 22.1 | % |
Health Care Equipment | 13.3 | % |
Managed Health Care | 11.2 | % |
Life Sciences Tools & Services | 10.3 | % |
Health Care Facilities | 5.1 | % |
Health Care Services | 3.2 | % |
Health Care Distributors | 1.9 | % |
Health Care Technology | 0.5 | % |
Short-Term Investments | 0.4 | % |
Other Assets & Liabilities | 0.9 | % |
Total | 100.0 | % |
Availability of Additional Information
For additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information (once available), please visit the Fund’s website at the website address included at the beginning of this report.
Semi-Annual Shareholder Report
June 30, 2024 (Unaudited)
Hartford International Opportunities HLS Fund
Class IA/HIAOX
This semi-annual shareholder report contains important information about the Hartford International Opportunities HLS Fund (the "Fund") for the period of January 1, 2024 to June 30, 2024. You can find additional information about the Fund at hartfordfunds.com/reports-hls. You can also request this information by contacting us by calling 1‑888‑843‑7824.
What were the Fund costs for the last six-months?
(Based on a hypothetical $10,000 investment)
Class Name | Costs of a $10,000 investment* | Costs paid as a percentage of a $10,000 investment^,* |
Class IA | $39 | 0.76% |
* | This does 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. |
^ | Annualized. |
Key Fund Statistics as of June 30, 2024
Fund's net assets | $873,707,052% |
Total number of portfolio holdings (excluding derivatives, if any) | $79% |
Portfolio turnover rate | $20% |
Graphical Representation of Holdings as of June 30, 2024
The table below shows the investment makeup of the Fund, representing the percentage of net assets of the Fund.
Japan | 13.4 | % |
Germany | 12.1 | % |
United Kingdom | 11.2 | % |
Canada | 9.5 | % |
France | 7.6 | % |
United States | 6.7 | % |
China | 4.6 | % |
Netherlands | 4.5 | % |
Taiwan | 4.2 | % |
India | 3.7 | % |
Switzerland | 3.2 | % |
Italy | 2.7 | % |
South Korea | 2.6 | % |
Denmark | 2.4 | % |
South Africa | 1.7 | % |
Hong Kong | 1.6 | % |
Spain | 1.4 | % |
Australia | 1.3 | % |
Brazil | 1.1 | % |
Thailand | 1.0 | % |
Indonesia | 0.8 | % |
Chile | 0.5 | % |
Short-Term Investments | 0.4 | % |
Other Assets & Liabilities | 1.8 | % |
Total | 100.0 | % |
Availability of Additional Information
For additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information (once available), please visit the Fund’s website at the website address included at the beginning of this report.
Semi-Annual Shareholder Report
June 30, 2024 (Unaudited)
Hartford International Opportunities HLS Fund
Class IB/HBIOX
This semi-annual shareholder report contains important information about the Hartford International Opportunities HLS Fund (the "Fund") for the period of January 1, 2024 to June 30, 2024. You can find additional information about the Fund at hartfordfunds.com/reports-hls. You can also request this information by contacting us by calling 1‑888‑843‑7824.
What were the Fund costs for the last six-months?
(Based on a hypothetical $10,000 investment)
Class Name | Costs of a $10,000 investment* | Costs paid as a percentage of a $10,000 investment^,* |
Class IB | $52 | 1.01% |
* | This does 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. |
^ | Annualized. |
Key Fund Statistics as of June 30, 2024
Fund's net assets | $873,707,052% |
Total number of portfolio holdings (excluding derivatives, if any) | $79% |
Portfolio turnover rate | $20% |
Graphical Representation of Holdings as of June 30, 2024
The table below shows the investment makeup of the Fund, representing the percentage of net assets of the Fund.
Japan | 13.4 | % |
Germany | 12.1 | % |
United Kingdom | 11.2 | % |
Canada | 9.5 | % |
France | 7.6 | % |
United States | 6.7 | % |
China | 4.6 | % |
Netherlands | 4.5 | % |
Taiwan | 4.2 | % |
India | 3.7 | % |
Switzerland | 3.2 | % |
Italy | 2.7 | % |
South Korea | 2.6 | % |
Denmark | 2.4 | % |
South Africa | 1.7 | % |
Hong Kong | 1.6 | % |
Spain | 1.4 | % |
Australia | 1.3 | % |
Brazil | 1.1 | % |
Thailand | 1.0 | % |
Indonesia | 0.8 | % |
Chile | 0.5 | % |
Short-Term Investments | 0.4 | % |
Other Assets & Liabilities | 1.8 | % |
Total | 100.0 | % |
Availability of Additional Information
For additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information (once available), please visit the Fund’s website at the website address included at the beginning of this report.
Semi-Annual Shareholder Report
June 30, 2024 (Unaudited)
Hartford MidCap HLS Fund
Class IA/HIMCX
This semi-annual shareholder report contains important information about the Hartford MidCap HLS Fund (the "Fund") for the period of January 1, 2024 to June 30, 2024. You can find additional information about the Fund at hartfordfunds.com/reports-hls. You can also request this information by contacting us by calling 1‑888‑843‑7824.
What were the Fund costs for the last six-months?
(Based on a hypothetical $10,000 investment)
Class Name | Costs of a $10,000 investment* | Costs paid as a percentage of a $10,000 investment^,* |
Class IA | $37 | 0.74% |
* | This does 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. |
^ | Annualized. |
Key Fund Statistics as of June 30, 2024
Fund's net assets | $922,199,680% |
Total number of portfolio holdings (excluding derivatives, if any) | $98% |
Portfolio turnover rate | $37% |
Graphical Representation of Holdings as of June 30, 2024
The table below shows the investment makeup of the Fund, representing the percentage of net assets of the Fund.
Information Technology | 26.0 | % |
Health Care | 18.8 | % |
Industrials | 16.4 | % |
Consumer Discretionary | 15.1 | % |
Financials | 11.6 | % |
Energy | 3.9 | % |
Consumer Staples | 3.1 | % |
Utilities | 2.8 | % |
Communication Services | 2.5 | % |
Real Estate | 1.1 | % |
Materials | 1.0 | % |
Short-Term Investments | 1.0 | % |
Other Assets & Liabilities | (3.3 | )% |
Total | 100.0 | % |
Availability of Additional Information
For additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information (once available), please visit the Fund’s website at the website address included at the beginning of this report.
Semi-Annual Shareholder Report
June 30, 2024 (Unaudited)
Hartford MidCap HLS Fund
Class IB/HBMCX
This semi-annual shareholder report contains important information about the Hartford MidCap HLS Fund (the "Fund") for the period of January 1, 2024 to June 30, 2024. You can find additional information about the Fund at hartfordfunds.com/reports-hls. You can also request this information by contacting us by calling 1‑888‑843‑7824.
What were the Fund costs for the last six-months?
(Based on a hypothetical $10,000 investment)
Class Name | Costs of a $10,000 investment* | Costs paid as a percentage of a $10,000 investment^,* |
Class IB | $49 | 0.99% |
* | This does 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. |
^ | Annualized. |
Key Fund Statistics as of June 30, 2024
Fund's net assets | $922,199,680% |
Total number of portfolio holdings (excluding derivatives, if any) | $98% |
Portfolio turnover rate | $37% |
Graphical Representation of Holdings as of June 30, 2024
The table below shows the investment makeup of the Fund, representing the percentage of net assets of the Fund.
Information Technology | 26.0 | % |
Health Care | 18.8 | % |
Industrials | 16.4 | % |
Consumer Discretionary | 15.1 | % |
Financials | 11.6 | % |
Energy | 3.9 | % |
Consumer Staples | 3.1 | % |
Utilities | 2.8 | % |
Communication Services | 2.5 | % |
Real Estate | 1.1 | % |
Materials | 1.0 | % |
Short-Term Investments | 1.0 | % |
Other Assets & Liabilities | (3.3 | )% |
Total | 100.0 | % |
Availability of Additional Information
For additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information (once available), please visit the Fund’s website at the website address included at the beginning of this report.
Semi-Annual Shareholder Report
June 30, 2024 (Unaudited)
Hartford Small Cap Growth HLS Fund
Class IA/HISCX
This semi-annual shareholder report contains important information about the Hartford Small Cap Growth HLS Fund (the "Fund") for the period of January 1, 2024 to June 30, 2024. You can find additional information about the Fund at hartfordfunds.com/reports-hls. You can also request this information by contacting us by calling 1‑888‑843‑7824.
What were the Fund costs for the last six-months?
(Based on a hypothetical $10,000 investment)
Class Name | Costs of a $10,000 investment* | Costs paid as a percentage of a $10,000 investment^,* |
Class IA | $33 | 0.65% |
* | This does 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. |
^ | Annualized. |
Key Fund Statistics as of June 30, 2024
Fund's net assets | $756,339,312% |
Total number of portfolio holdings (excluding derivatives, if any) | $153% |
Portfolio turnover rate | $25% |
Graphical Representation of Holdings as of June 30, 2024
The table below shows the investment makeup of the Fund, representing the percentage of net assets of the Fund.
Information Technology | 24.4 | % |
Health Care | 23.8 | % |
Industrials | 19.8 | % |
Consumer Discretionary | 12.0 | % |
Financials | 4.7 | % |
Materials | 4.5 | % |
Energy | 3.8 | % |
Consumer Staples | 3.2 | % |
Real Estate | 1.4 | % |
Communication Services | 0.6 | % |
Short-Term Investments | 0.8 | % |
Other Assets & Liabilities | 1.0 | % |
Total | 100.0 | % |
Availability of Additional Information
For additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information (once available), please visit the Fund’s website at the website address included at the beginning of this report.
Semi-Annual Shareholder Report
June 30, 2024 (Unaudited)
Hartford Small Cap Growth HLS Fund
Class IB/HBSGX
This semi-annual shareholder report contains important information about the Hartford Small Cap Growth HLS Fund (the "Fund") for the period of January 1, 2024 to June 30, 2024. You can find additional information about the Fund at hartfordfunds.com/reports-hls. You can also request this information by contacting us by calling 1‑888‑843‑7824.
What were the Fund costs for the last six-months?
(Based on a hypothetical $10,000 investment)
Class Name | Costs of a $10,000 investment* | Costs paid as a percentage of a $10,000 investment^,* |
Class IB | $46 | 0.90% |
* | This does 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. |
^ | Annualized. |
Key Fund Statistics as of June 30, 2024
Fund's net assets | $756,339,312% |
Total number of portfolio holdings (excluding derivatives, if any) | $153% |
Portfolio turnover rate | $25% |
Graphical Representation of Holdings as of June 30, 2024
The table below shows the investment makeup of the Fund, representing the percentage of net assets of the Fund.
Information Technology | 24.4 | % |
Health Care | 23.8 | % |
Industrials | 19.8 | % |
Consumer Discretionary | 12.0 | % |
Financials | 4.7 | % |
Materials | 4.5 | % |
Energy | 3.8 | % |
Consumer Staples | 3.2 | % |
Real Estate | 1.4 | % |
Communication Services | 0.6 | % |
Short-Term Investments | 0.8 | % |
Other Assets & Liabilities | 1.0 | % |
Total | 100.0 | % |
Availability of Additional Information
For additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information (once available), please visit the Fund’s website at the website address included at the beginning of this report.
Semi-Annual Shareholder Report
June 30, 2024 (Unaudited)
Hartford Small Company HLS Fund
Class IA/HIASX
This semi-annual shareholder report contains important information about the Hartford Small Company HLS Fund (the "Fund") for the period of January 1, 2024 to June 30, 2024. You can find additional information about the Fund at hartfordfunds.com/reports-hls. You can also request this information by contacting us by calling 1‑888‑843‑7824.
What were the Fund costs for the last six-months?
(Based on a hypothetical $10,000 investment)
Class Name | Costs of a $10,000 investment* | Costs paid as a percentage of a $10,000 investment^,* |
Class IA | $41 | 0.80% |
* | This does 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. |
^ | Annualized. |
Key Fund Statistics as of June 30, 2024
Fund's net assets | $422,739,100% |
Total number of portfolio holdings (excluding derivatives, if any) | $110% |
Portfolio turnover rate | $15% |
Graphical Representation of Holdings as of June 30, 2024
The table below shows the investment makeup of the Fund, representing the percentage of net assets of the Fund.
Industrials | 24.4 | % |
Health Care | 23.9 | % |
Information Technology | 16.0 | % |
Consumer Discretionary | 11.8 | % |
Energy | 5.5 | % |
Financials | 4.9 | % |
Communication Services | 3.3 | % |
Consumer Staples | 3.3 | % |
Materials | 2.8 | % |
Real Estate | 2.7 | % |
Short-Term Investments | 0.5 | % |
Other Assets & Liabilities | 0.9 | % |
Total | 100.0 | % |
Availability of Additional Information
For additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information (once available), please visit the Fund’s website at the website address included at the beginning of this report.
Semi-Annual Shareholder Report
June 30, 2024 (Unaudited)
Hartford Small Company HLS Fund
Class IB/HDMBX
This semi-annual shareholder report contains important information about the Hartford Small Company HLS Fund (the "Fund") for the period of January 1, 2024 to June 30, 2024. You can find additional information about the Fund at hartfordfunds.com/reports-hls. You can also request this information by contacting us by calling 1‑888‑843‑7824.
What were the Fund costs for the last six-months?
(Based on a hypothetical $10,000 investment)
Class Name | Costs of a $10,000 investment* | Costs paid as a percentage of a $10,000 investment^,* |
Class IB | $53 | 1.05% |
* | This does 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. |
^ | Annualized. |
Key Fund Statistics as of June 30, 2024
Fund's net assets | $422,739,100% |
Total number of portfolio holdings (excluding derivatives, if any) | $110% |
Portfolio turnover rate | $15% |
Graphical Representation of Holdings as of June 30, 2024
The table below shows the investment makeup of the Fund, representing the percentage of net assets of the Fund.
Industrials | 24.4 | % |
Health Care | 23.9 | % |
Information Technology | 16.0 | % |
Consumer Discretionary | 11.8 | % |
Energy | 5.5 | % |
Financials | 4.9 | % |
Communication Services | 3.3 | % |
Consumer Staples | 3.3 | % |
Materials | 2.8 | % |
Real Estate | 2.7 | % |
Short-Term Investments | 0.5 | % |
Other Assets & Liabilities | 0.9 | % |
Total | 100.0 | % |
Availability of Additional Information
For additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information (once available), please visit the Fund’s website at the website address included at the beginning of this report.
Semi-Annual Shareholder Report
June 30, 2024 (Unaudited)
Hartford Stock HLS Fund
Class IA/HSTAX
This semi-annual shareholder report contains important information about the Hartford Stock HLS Fund (the "Fund") for the period of January 1, 2024 to June 30, 2024. You can find additional information about the Fund at hartfordfunds.com/reports-hls. You can also request this information by contacting us by calling 1‑888‑843‑7824.
What were the Fund costs for the last six-months?
(Based on a hypothetical $10,000 investment)
Class Name | Costs of a $10,000 investment* | Costs paid as a percentage of a $10,000 investment^,* |
Class IA | $26 | 0.51% |
* | This does 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. |
^ | Annualized. |
Key Fund Statistics as of June 30, 2024
Fund's net assets | $1,314,286,463% |
Total number of portfolio holdings (excluding derivatives, if any) | $45% |
Portfolio turnover rate | $7% |
Graphical Representation of Holdings as of June 30, 2024
The table below shows the investment makeup of the Fund, representing the percentage of net assets of the Fund.
Industrials | 18.9 | % |
Health Care | 18.5 | % |
Information Technology | 15.1 | % |
Financials | 14.2 | % |
Consumer Staples | 13.5 | % |
Consumer Discretionary | 9.9 | % |
Materials | 5.1 | % |
Real Estate | 3.1 | % |
Short-Term Investments | 0.4 | % |
Other Assets & Liabilities | 1.3 | % |
Total | 100.0 | % |
Availability of Additional Information
For additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information (once available), please visit the Fund’s website at the website address included at the beginning of this report.
Semi-Annual Shareholder Report
June 30, 2024 (Unaudited)
Hartford Stock HLS Fund
Class IB/HIBSX
This semi-annual shareholder report contains important information about the Hartford Stock HLS Fund (the "Fund") for the period of January 1, 2024 to June 30, 2024. You can find additional information about the Fund at hartfordfunds.com/reports-hls. You can also request this information by contacting us by calling 1‑888‑843‑7824.
What were the Fund costs for the last six-months?
(Based on a hypothetical $10,000 investment)
Class Name | Costs of a $10,000 investment* | Costs paid as a percentage of a $10,000 investment^,* |
Class IB | $39 | 0.76% |
* | This does 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. |
^ | Annualized. |
Key Fund Statistics as of June 30, 2024
Fund's net assets | $1,314,286,463% |
Total number of portfolio holdings (excluding derivatives, if any) | $45% |
Portfolio turnover rate | $7% |
Graphical Representation of Holdings as of June 30, 2024
The table below shows the investment makeup of the Fund, representing the percentage of net assets of the Fund.
Industrials | 18.9 | % |
Health Care | 18.5 | % |
Information Technology | 15.1 | % |
Financials | 14.2 | % |
Consumer Staples | 13.5 | % |
Consumer Discretionary | 9.9 | % |
Materials | 5.1 | % |
Real Estate | 3.1 | % |
Short-Term Investments | 0.4 | % |
Other Assets & Liabilities | 1.3 | % |
Total | 100.0 | % |
Availability of Additional Information
For additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information (once available), please visit the Fund’s website at the website address included at the beginning of this report.
Semi-Annual Shareholder Report
June 30, 2024 (Unaudited)
Hartford Total Return Bond HLS Fund
Class IA/HIABX
This semi-annual shareholder report contains important information about the Hartford Total Return Bond HLS Fund (the "Fund") for the period of January 1, 2024 to June 30, 2024. You can find additional information about the Fund at hartfordfunds.com/reports-hls. You can also request this information by contacting us by calling 1‑888‑843‑7824.
What were the Fund costs for the last six-months?
(Based on a hypothetical $10,000 investment)
Class Name | Costs of a $10,000 investment* | Costs paid as a percentage of a $10,000 investment^,* |
Class IA | $25 | 0.51% |
* | This does 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. |
^ | Annualized. |
Key Fund Statistics as of June 30, 2024
Fund's net assets | $1,755,640,062% |
Total number of portfolio holdings | $1,493% |
Portfolio turnover rate | $25% |
Graphical Representation of Holdings as of June 30, 2024
The table below shows the investment makeup of the Fund, representing the percentage of net assets of the Fund.
Composition by Security Type
U.S. Government Agencies* | 42.4 | % |
Corporate Bonds | 28.9 | % |
Asset & Commercial Mortgage-Backed Securities | 19.1 | % |
U.S. Government Securities | 16.3 | % |
Foreign Government Obligations | 3.1 | % |
Municipal Bonds | 1.3 | % |
Preferred Stocks | 0.1 | % |
Senior Floating Rate Interests | 0.0 | %^ |
Common Stocks | 0.0 | %^ |
Short-Term Investments | 0.4 | % |
Other Assets & Liabilities | (11.6 | )% |
Total | 100.0 | % |
* | All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage-backed securities. | |
^ | Percentage rounds to zero. | |
Availability of Additional Information
For additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information (once available), please visit the Fund’s website at the website address included at the beginning of this report.
Semi-Annual Shareholder Report
June 30, 2024 (Unaudited)
Hartford Total Return Bond HLS Fund
Class IB/HBNBX
This semi-annual shareholder report contains important information about the Hartford Total Return Bond HLS Fund (the "Fund") for the period of January 1, 2024 to June 30, 2024. You can find additional information about the Fund at hartfordfunds.com/reports-hls. You can also request this information by contacting us by calling 1‑888‑843‑7824.
What were the Fund costs for the last six-months?
(Based on a hypothetical $10,000 investment)
Class Name | Costs of a $10,000 investment* | Costs paid as a percentage of a $10,000 investment^,* |
Class IB | $38 | 0.76% |
* | This does 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. |
^ | Annualized. |
Key Fund Statistics as of June 30, 2024
Fund's net assets | $1,755,640,062% |
Total number of portfolio holdings | $1,493% |
Portfolio turnover rate | $25% |
Graphical Representation of Holdings as of June 30, 2024
The table below shows the investment makeup of the Fund, representing the percentage of net assets of the Fund.
Composition by Security Type
U.S. Government Agencies* | 42.4 | % |
Corporate Bonds | 28.9 | % |
Asset & Commercial Mortgage-Backed Securities | 19.1 | % |
U.S. Government Securities | 16.3 | % |
Foreign Government Obligations | 3.1 | % |
Municipal Bonds | 1.3 | % |
Preferred Stocks | 0.1 | % |
Senior Floating Rate Interests | 0.0 | %^ |
Common Stocks | 0.0 | %^ |
Short-Term Investments | 0.4 | % |
Other Assets & Liabilities | (11.6 | )% |
Total | 100.0 | % |
* | All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage-backed securities. | |
^ | Percentage rounds to zero. | |
Availability of Additional Information
For additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information (once available), please visit the Fund’s website at the website address included at the beginning of this report.
Semi-Annual Shareholder Report
June 30, 2024 (Unaudited)
Hartford Ultrashort Bond HLS Fund
Class IA/HUBAX
This semi-annual shareholder report contains important information about the Hartford Ultrashort Bond HLS Fund (the "Fund") for the period of January 1, 2024 to June 30, 2024. You can find additional information about the Fund at hartfordfunds.com/reports-hls. You can also request this information by contacting us by calling 1‑888‑843‑7824.
What were the Fund costs for the last six-months?
(Based on a hypothetical $10,000 investment)
Class Name | Costs of a $10,000 investment* | Costs paid as a percentage of a $10,000 investment^,* |
Class IA | $22 | 0.44% |
* | This does 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. |
^ | Annualized. |
Key Fund Statistics as of June 30, 2024
Fund's net assets | $546,939,862% |
Total number of portfolio holdings (excluding derivatives, if any) | $407% |
Portfolio turnover rate | $32% |
Graphical Representation of Holdings as of June 30, 2024
The table below shows the investment makeup of the Fund, representing the percentage of net assets of the Fund.
Composition by Security Type
Asset & Commercial Mortgage-Backed Securities | 41.2 | % |
Corporate Bonds | 29.0 | % |
U.S. Government Securities | 5.6 | % |
U.S. Government Agencies* | 4.9 | % |
Short-Term Investments | 17.8 | % |
Other Assets & Liabilities | 1.5 | % |
Total | 100.0 | % |
* | All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage-backed securities. | |
Availability of Additional Information
For additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information (once available), please visit the Fund’s website at the website address included at the beginning of this report.
Semi-Annual Shareholder Report
June 30, 2024 (Unaudited)
Hartford Ultrashort Bond HLS Fund
Class IB/HUBBX
This semi-annual shareholder report contains important information about the Hartford Ultrashort Bond HLS Fund (the "Fund") for the period of January 1, 2024 to June 30, 2024. You can find additional information about the Fund at hartfordfunds.com/reports-hls. You can also request this information by contacting us by calling 1‑888‑843‑7824.
What were the Fund costs for the last six-months?
(Based on a hypothetical $10,000 investment)
Class Name | Costs of a $10,000 investment* | Costs paid as a percentage of a $10,000 investment^,* |
Class IB | $35 | 0.69% |
* | This does 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. |
^ | Annualized. |
Key Fund Statistics as of June 30, 2024
Fund's net assets | $546,939,862% |
Total number of portfolio holdings (excluding derivatives, if any) | $407% |
Portfolio turnover rate | $32% |
Graphical Representation of Holdings as of June 30, 2024
The table below shows the investment makeup of the Fund, representing the percentage of net assets of the Fund.
Composition by Security Type
Asset & Commercial Mortgage-Backed Securities | 41.2 | % |
Corporate Bonds | 29.0 | % |
U.S. Government Securities | 5.6 | % |
U.S. Government Agencies* | 4.9 | % |
Short-Term Investments | 17.8 | % |
Other Assets & Liabilities | 1.5 | % |
Total | 100.0 | % |
* | All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage-backed securities. | |
Availability of Additional Information
For additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information (once available), please visit the Fund’s website at the website address included at the beginning of this report.
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 in the Semi-Annual Financial Statements and Other Information filed under Item 7 of this form. |
Item 7. Financial Statements and Financial Highlights for Open-End Management Investment Companies.
Item 8. Changes in and Disagreements with Accountants for Open-End Management Investment Companies.
Item 9. Proxy Disclosures for Open-End Management Investment Companies.
Item 10. Remuneration Paid to Directors, Officers, and Others of Open-End Management Investment Companies.
Item 11. Statement Regarding Basis for Approval of Investment Advisory Contract.
Hartford HLS Funds
Semi-Annual Financial Statements
and Other Information
June 30, 2024 (Unaudited)
■ Hartford Balanced HLS Fund |
■ Hartford Capital Appreciation HLS Fund |
■ Hartford Disciplined Equity HLS Fund |
■ Hartford Dividend and Growth HLS Fund |
■ Hartford Healthcare HLS Fund |
■ Hartford International Opportunities HLS Fund |
■ Hartford MidCap HLS Fund |
■ Hartford Small Cap Growth HLS Fund |
■ Hartford Small Company HLS Fund |
■ Hartford Stock HLS Fund |
■ Hartford Total Return Bond HLS Fund |
■ Hartford Ultrashort Bond HLS Fund |
Item 7. Financial Statements and Financial Highlights for Open-End Management Investment Companies.
Hartford Balanced HLS Fund
Schedule of Investments
June 30, 2024 (Unaudited)
Shares or Principal Amount | | Market Value† |
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 1.0% |
| Asset-Backed - Automobile - 0.3% |
$ 592,754 | CFMT LLC 1.39%, 09/22/2031(1) | $ 585,897 |
1,845,000 | Enterprise Fleet Financing LLC 6.40%, 03/20/2030(1) | 1,865,797 |
| Ford Credit Auto Owner Trust | |
275,000 | 1.61%, 10/17/2033(1) | 256,233 |
260,000 | 1.91%, 10/17/2033(1) | 242,295 |
331,435 | SFS Auto Receivables Securitization Trust 5.89%, 03/22/2027(1) | 331,775 |
1,260,000 | Wheels Fleet Lease Funding 1 LLC 6.46%, 08/18/2038(1) | 1,269,986 |
| | | 4,551,983 |
| Asset-Backed - Student Loan - 0.1% |
1,376,411 | Navient Private Education Refi Loan Trust 5.51%, 10/15/2071(1) | 1,380,813 |
| Commercial Mortgage-Backed Securities - 0.3% |
| CF Hippolyta Issuer LLC | |
772,807 | 1.53%, 03/15/2061(1) | 708,211 |
410,193 | 1.69%, 07/15/2060(1) | 388,704 |
160,216 | 1.98%, 03/15/2061(1) | 143,197 |
195,426 | 5.97%, 08/15/2062(1) | 192,462 |
| New Economy Assets Phase 1 Sponsor LLC | |
1,530,000 | 1.91%, 10/20/2061(1) | 1,363,249 |
480,000 | 2.41%, 10/20/2061(1) | 413,602 |
2,572,000 | Retained Vantage Data Centers Issuer LLC 5.00%, 09/15/2048(1) | 2,480,843 |
375,000 | SFAVE Commercial Mortgage Securities Trust 4.14%, 01/05/2043(1)(2) | 314,694 |
| | | 6,004,962 |
| Other Asset-Backed Securities - 0.2% |
37,316 | Aaset Trust 3.84%, 05/15/2039(1) | 35,265 |
2,973 | Affirm Asset Securitization Trust 1.07%, 08/15/2025(1) | 2,966 |
| Castlelake Aircraft Structured Trust | |
99,466 | 3.47%, 01/15/2046(1) | 93,561 |
331,152 | 3.97%, 04/15/2039(1) | 298,122 |
1,321,391 | Home Partners of America Trust 2.30%, 12/17/2026(1) | 1,215,287 |
148,416 | Horizon Aircraft Finance II Ltd. 3.72%, 07/15/2039(1) | 135,707 |
243,398 | Horizon Aircraft Finance III Ltd. 3.43%, 11/15/2039(1) | 210,746 |
1,155,000 | Kubota Credit Owner Trust 5.28%, 01/18/2028(1) | 1,155,488 |
134,376 | MACH 1 Cayman Ltd. 3.47%, 10/15/2039(1) | 122,621 |
64,584 | MAPS Ltd. 4.46%, 03/15/2044(1) | 58,895 |
192,122 | SCF Equipment Leasing LLC 0.83%, 08/21/2028(1) | 190,812 |
126,672 | Start II Ltd. 4.09%, 03/15/2044(1) | 121,307 |
| | | 3,640,777 |
| Whole Loan Collateral CMO - 0.1% |
46,149 | Angel Oak Mortgage Trust 2.62%, 11/25/2059(1)(2) | 44,706 |
377,537 | Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust 3.50%, 10/25/2058 | 351,460 |
| Federal National Mortgage Association Connecticut Avenue Securities | |
264,712 | 6.89%, 10/25/2041, 30 day USD SOFR Average + 1.55%(1)(3) | 265,884 |
99,398 | 11.35%, 10/25/2028, 30 day USD SOFR Average + 6.01%(3) | 104,415 |
Shares or Principal Amount | | Market Value† |
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 1.0% - (continued) |
| Whole Loan Collateral CMO - 0.1% - (continued) |
| Flagstar Mortgage Trust | |
$ 559,662 | 2.00%, 09/25/2041(1)(2) | $ 476,028 |
266,805 | 4.00%, 05/25/2048(1)(2) | 244,103 |
185,895 | MetLife Securitization Trust 3.00%, 04/25/2055(1)(2) | 173,808 |
53,714 | Mill City Mortgage Loan Trust 2.75%, 01/25/2061(1)(2) | 52,982 |
| Towd Point Mortgage Trust | |
149,991 | 2.75%, 06/25/2057(1)(2) | 143,304 |
52,280 | 3.00%, 01/25/2058(1)(2) | 50,813 |
| | | 1,907,503 |
| Total Asset & Commercial Mortgage-Backed Securities (cost $17,842,391) | $ 17,486,038 |
CORPORATE BONDS - 11.5% |
| Aerospace/Defense - 0.2% |
415,000 | BAE Systems PLC 5.25%, 03/26/2031(1) | $ 414,261 |
2,325,000 | HEICO Corp. 5.35%, 08/01/2033 | 2,308,265 |
560,000 | Lockheed Martin Corp. 4.85%, 09/15/2041 | 514,005 |
| | | 3,236,531 |
| Agriculture - 0.3% |
| Philip Morris International, Inc. | |
985,000 | 5.13%, 02/13/2031 | 974,234 |
3,537,000 | 5.25%, 02/13/2034 | 3,476,580 |
| | | 4,450,814 |
| Airlines - 0.0% |
83,254 | United Airlines Pass-Through Trust 4.60%, 09/01/2027 | 81,423 |
| Beverages - 0.2% |
990,000 | Anheuser-Busch InBev Worldwide, Inc. 4.38%, 04/15/2038 | 903,711 |
| Coca-Cola Consolidated, Inc. | |
1,969,000 | 5.25%, 06/01/2029 | 1,978,504 |
575,000 | 5.45%, 06/01/2034 | 581,128 |
| | | 3,463,343 |
| Biotechnology - 0.2% |
| Royalty Pharma PLC | |
2,010,000 | 3.30%, 09/02/2040 | 1,458,232 |
1,312,000 | 3.35%, 09/02/2051 | 843,857 |
210,000 | 5.90%, 09/02/2054 | 203,056 |
| | | 2,505,145 |
| Commercial Banks - 2.1% |
| Bank of America Corp. | |
1,610,000 | 3.59%, 07/21/2028, (3.59% fixed rate until 07/21/2027; 3 mo. USD Term SOFR + 1.63% thereafter)(4) | 1,532,974 |
2,239,000 | 5.82%, 09/15/2029, (5.82% fixed rate until 09/15/2028; 6 mo. USD SOFR + 1.57% thereafter)(4) | 2,286,909 |
574,000 | 5.87%, 09/15/2034, (5.87% fixed rate until 09/15/2033; 6 mo. USD SOFR + 1.84% thereafter)(4) | 591,561 |
1,282,000 | Bank of New York Mellon Corp. 4.97%, 04/26/2034, (4.97% fixed rate until 04/26/2033; 6 mo. USD SOFR + 1.61% thereafter)(4) | 1,253,087 |
1,640,000 | BNP Paribas SA 5.89%, 12/05/2034, (5.89% fixed rate until 12/05/2033; 6 mo. USD SOFR + 1.87% thereafter)(1)(4) | 1,683,043 |
The accompanying notes are an integral part of these financial statements.
Hartford Balanced HLS Fund
Schedule of Investments – (continued)
June 30, 2024 (Unaudited)
Shares or Principal Amount | | Market Value† |
CORPORATE BONDS - 11.5% - (continued) |
| Commercial Banks - 2.1% - (continued) |
| BPCE SA | |
$ 490,000 | 5.28%, 05/30/2029(1) | $ 488,438 |
470,000 | 5.94%, 05/30/2035, (5.94% fixed rate until 05/30/2034; 6 mo. USD SOFR + 1.85% thereafter)(1)(4) | 469,055 |
2,445,000 | 6.71%, 10/19/2029, (6.71% fixed rate until 10/19/2028; 6 mo. USD SOFR + 2.27% thereafter)(1)(4) | 2,536,073 |
1,460,000 | Canadian Imperial Bank of Commerce 5.24%, 06/28/2027 | 1,457,997 |
455,000 | Citizens Financial Group, Inc. 5.84%, 01/23/2030, (5.84% fixed rate until 01/23/2029; 6 mo. USD SOFR + 2.01% thereafter)(4) | 453,776 |
2,505,000 | Commonwealth Bank of Australia 5.07%, 09/14/2028(1)(5) | 2,528,130 |
2,733,000 | Credit Agricole SA 6.32%, 10/03/2029, (6.32% fixed rate until 10/03/2028; 6 mo. USD SOFR + 1.86% thereafter)(1)(4) | 2,808,135 |
| Danske Bank AS | |
1,865,000 | 1.62%, 09/11/2026, (1.62% fixed rate until 09/11/2025; 1 yr. USD CMT + 1.35% thereafter)(1)(4) | 1,772,755 |
900,000 | 5.71%, 03/01/2030, (5.71% fixed rate until 03/01/2029; 1 yr. USD CMT + 1.40% thereafter)(1)(4) | 903,044 |
1,150,000 | Goldman Sachs Group, Inc. 6.25%, 02/01/2041 | 1,225,393 |
| JP Morgan Chase & Co. | |
620,000 | 2.52%, 04/22/2031, (2.52% fixed rate until 04/22/2030; 6 mo. USD SOFR + 2.04% thereafter)(4) | 536,258 |
390,000 | 3.11%, 04/22/2041, (3.11% fixed rate until 04/22/2040; 3 mo. USD Term SOFR + 2.46% thereafter)(4) | 292,952 |
705,000 | 3.70%, 05/06/2030, (3.70% fixed rate until 05/06/2029; 3 mo. USD Term SOFR + 1.42% thereafter)(4) | 659,550 |
805,000 | 4.45%, 12/05/2029, (4.45% fixed rate until 12/05/2028; 3 mo. USD Term SOFR + 1.59% thereafter)(4) | 781,977 |
| Morgan Stanley | |
790,000 | 5.47%, 01/18/2035, (5.47% fixed rate until 01/18/2034; 6 mo. USD SOFR + 1.73% thereafter)(4) | 789,471 |
1,372,000 | 5.95%, 01/19/2038, (5.95% fixed rate until 01/19/2033; 5 yr. USD CMT + 2.43% thereafter)(4) | 1,366,483 |
| UBS AG | |
1,545,000 | 5.65%, 09/11/2028 | 1,574,489 |
2,737,000 | 7.50%, 02/15/2028 | 2,929,814 |
| UBS Group AG | |
1,695,000 | 1.49%, 08/10/2027, (1.49% fixed rate until 08/10/2026; 1 yr. USD CMT + 0.85% thereafter)(1)(4) | 1,555,026 |
320,000 | 6.30%, 09/22/2034, (6.30% fixed rate until 09/22/2033; 1 yr. USD CMT + 2.00% thereafter)(1)(4) | 333,377 |
Shares or Principal Amount | | Market Value† |
CORPORATE BONDS - 11.5% - (continued) |
| Commercial Banks - 2.1% - (continued) |
| Wells Fargo & Co. | |
$ 1,750,000 | 4.61%, 04/25/2053, (4.61% fixed rate until 04/25/2052; 6 mo. USD SOFR + 2.13% thereafter)(4) | $ 1,503,959 |
1,665,000 | 6.30%, 10/23/2029, (6.30% fixed rate until 10/23/2028; 6 mo. USD SOFR + 1.79% thereafter)(4) | 1,728,474 |
| | | 36,042,200 |
| Commercial Services - 0.3% |
| Ashtead Capital, Inc. | |
2,285,000 | 2.45%, 08/12/2031(1) | 1,848,337 |
600,000 | 5.50%, 08/11/2032(1) | 586,401 |
380,000 | 5.55%, 05/30/2033(1) | 370,945 |
470,000 | 5.80%, 04/15/2034(1) | 467,303 |
475,000 | 5.95%, 10/15/2033(1) | 476,803 |
715,000 | Element Fleet Management Corp. 5.64%, 03/13/2027(1) | 716,848 |
895,000 | ERAC USA Finance LLC 5.20%, 10/30/2034(1) | 888,286 |
| | | 5,354,923 |
| Diversified Financial Services - 0.9% |
| American Express Co. | |
1,698,000 | 5.04%, 05/01/2034, (5.04% fixed rate until 05/01/2033; 6 mo. USD SOFR + 1.84% thereafter)(4) | 1,663,480 |
195,000 | 6.49%, 10/30/2031, (6.49% fixed rate until 10/30/2030; 6 mo. USD SOFR + 1.94% thereafter)(4) | 208,040 |
| Aviation Capital Group LLC | |
1,715,000 | 1.95%, 09/20/2026(1) | 1,580,483 |
4,566,000 | 5.38%, 07/15/2029(1) | 4,515,328 |
2,615,000 | Blackstone Holdings Finance Co. LLC 2.55%, 03/30/2032(1) | 2,174,606 |
| Capital One Financial Corp. | |
455,000 | 5.70%, 02/01/2030, (5.70% fixed rate until 02/01/2029; 6 mo. USD SOFR + 1.91% thereafter)(4) | 457,432 |
580,000 | 6.31%, 06/08/2029, (6.31% fixed rate until 06/08/2028; 6 mo. USD SOFR + 2.64% thereafter)(4) | 593,721 |
535,000 | 7.15%, 10/29/2027, (7.15% fixed rate until 10/29/2026; 6 mo. USD SOFR + 2.44% thereafter)(4) | 552,837 |
| Intercontinental Exchange, Inc. | |
2,185,000 | 4.00%, 09/15/2027 | 2,110,855 |
816,000 | 4.35%, 06/15/2029 | 789,685 |
| Nasdaq, Inc. | |
175,000 | 5.95%, 08/15/2053 | 177,604 |
165,000 | 6.10%, 06/28/2063 | 168,929 |
| | | 14,993,000 |
| Electric - 1.3% |
1,200,000 | American Transmission Systems, Inc. 2.65%, 01/15/2032(1) | 1,000,095 |
1,960,000 | Cleveland Electric Illuminating Co. 3.50%, 04/01/2028(1) | 1,834,211 |
360,000 | Dominion Energy South Carolina, Inc. 6.63%, 02/01/2032 | 392,271 |
| Dominion Energy, Inc. | |
55,000 | 3.38%, 04/01/2030 | 49,713 |
607,000 | 5.38%, 11/15/2032 | 602,969 |
1,176,000 | 7.00%, 06/01/2054, (7.00% fixed rate until 03/03/2034; 5 yr. USD CMT + 2.51% thereafter)(4) | 1,223,528 |
The accompanying notes are an integral part of these financial statements.
Hartford Balanced HLS Fund
Schedule of Investments – (continued)
June 30, 2024 (Unaudited)
Shares or Principal Amount | | Market Value† |
CORPORATE BONDS - 11.5% - (continued) |
| Electric - 1.3% - (continued) |
| Emera U.S. Finance LP | |
$ 990,000 | 2.64%, 06/15/2031 | $ 818,628 |
291,000 | 4.75%, 06/15/2046 | 240,281 |
1,155,000 | FirstEnergy Corp. 4.15%, 07/15/2027 | 1,108,222 |
| FirstEnergy Pennsylvania Electric Co. | |
241,000 | 3.60%, 06/01/2029(1) | 224,251 |
60,000 | 5.15%, 03/30/2026(1) | 59,595 |
75,000 | 5.20%, 04/01/2028(1) | 74,964 |
| Georgia Power Co. | |
3,073,000 | 4.70%, 05/15/2032 | 2,974,425 |
245,000 | 4.75%, 09/01/2040 | 221,709 |
826,000 | 5.13%, 05/15/2052 | 771,309 |
| Pacific Gas & Electric Co. | |
2,613,300 | 4.50%, 07/01/2040 | 2,159,523 |
789,000 | 6.75%, 01/15/2053 | 824,541 |
| Public Service Enterprise Group, Inc. | |
990,000 | 5.20%, 04/01/2029 | 987,913 |
570,000 | 5.45%, 04/01/2034 | 566,110 |
860,000 | San Diego Gas & Electric Co. 3.70%, 03/15/2052 | 626,901 |
| SCE Recovery Funding LLC | |
374,906 | 0.86%, 11/15/2033 | 320,378 |
220,000 | 1.94%, 05/15/2040 | 162,000 |
125,000 | 2.51%, 11/15/2043 | 84,740 |
1,156,000 | Sempra 4.13%, 04/01/2052, (4.13% fixed rate until 01/01/2027; 5 yr. USD CMT + 2.87% thereafter)(4) | 1,064,253 |
1,241,000 | Southern California Edison Co. 5.88%, 12/01/2053 | 1,243,343 |
1,471,488 | Texas Electric Market Stabilization Funding N LLC 4.27%, 08/01/2036(1) | 1,413,623 |
| | | 21,049,496 |
| Entertainment - 0.2% |
3,341,000 | Warnermedia Holdings, Inc. 4.05%, 03/15/2029 | 3,087,195 |
| Food - 0.1% |
2,226,000 | Tyson Foods, Inc. 5.70%, 03/15/2034 | 2,221,372 |
| Gas - 0.2% |
330,000 | Boston Gas Co. 3.15%, 08/01/2027(1) | 307,453 |
500,000 | CenterPoint Energy Resources Corp. 5.40%, 07/01/2034 | 496,105 |
1,870,000 | KeySpan Gas East Corp. 2.74%, 08/15/2026(1) | 1,763,016 |
790,000 | Southern Co. Gas Capital Corp. 5.75%, 09/15/2033 | 810,946 |
| | | 3,377,520 |
| Healthcare - Products - 0.3% |
| Alcon Finance Corp. | |
3,395,000 | 3.00%, 09/23/2029(1) | 3,076,587 |
200,000 | 5.38%, 12/06/2032(1) | 200,744 |
200,000 | 5.75%, 12/06/2052(1) | 203,283 |
1,595,000 | Smith & Nephew PLC 5.40%, 03/20/2034 | 1,573,729 |
| | | 5,054,343 |
| Healthcare - Services - 0.4% |
285,000 | Children's Hospital 2.93%, 07/15/2050 | 184,064 |
714,000 | Dignity Health 3.81%, 11/01/2024 | 708,676 |
450,000 | HCA, Inc. 5.45%, 04/01/2031 | 450,172 |
| Icon Investments Six DAC | |
305,000 | 5.85%, 05/08/2029 | 310,078 |
2,077,000 | 6.00%, 05/08/2034 | 2,125,947 |
920,000 | Providence St. Joseph Health Obligated Group 5.40%, 10/01/2033(5) | 914,289 |
Shares or Principal Amount | | Market Value† |
CORPORATE BONDS - 11.5% - (continued) |
| Healthcare - Services - 0.4% - (continued) |
$ 175,000 | Sutter Health 2.29%, 08/15/2030 | $ 150,141 |
320,000 | Toledo Hospital 5.75%, 11/15/2038 | 315,936 |
| UnitedHealth Group, Inc. | |
355,000 | 2.00%, 05/15/2030 | 301,928 |
645,000 | 4.20%, 05/15/2032 | 608,049 |
95,000 | 4.75%, 05/15/2052 | 84,580 |
| | | 6,153,860 |
| Insurance - 0.8% |
| American International Group, Inc. | |
437,000 | 3.40%, 06/30/2030 | 397,552 |
375,000 | 4.38%, 06/30/2050 | 312,070 |
| Athene Global Funding | |
2,815,000 | 2.50%, 03/24/2028(1) | 2,525,239 |
1,280,000 | 5.58%, 01/09/2029(1) | 1,285,835 |
1,960,000 | Brighthouse Financial Global Funding 5.65%, 06/10/2029(1) | 1,959,811 |
1,389,000 | CNO Global Funding 5.88%, 06/04/2027(1) | 1,393,747 |
1,404,000 | Corebridge Financial, Inc. 4.35%, 04/05/2042 | 1,158,956 |
| Corebridge Global Funding | |
855,000 | 5.20%, 06/24/2029(1) | 852,320 |
275,000 | 5.90%, 09/19/2028(1) | 280,894 |
1,200,000 | Equitable Financial Life Global Funding 1.40%, 08/27/2027(1) | 1,063,505 |
1,350,000 | GA Global Funding Trust 5.50%, 01/08/2029(1) | 1,350,727 |
555,000 | Met Tower Global Funding 5.25%, 04/12/2029(1) | 558,105 |
1,010,000 | RGA Global Funding 5.45%, 05/24/2029(1) | 1,013,120 |
| | | 14,151,881 |
| Investment Company Security - 0.1% |
| Abu Dhabi Developmental Holding Co. PJSC | |
1,720,000 | 5.38%, 05/08/2029(1) | 1,747,401 |
510,000 | 5.50%, 05/08/2034(1) | 523,566 |
| | | 2,270,967 |
| Machinery-Diversified - 0.2% |
2,805,000 | Westinghouse Air Brake Technologies Corp. 5.61%, 03/11/2034 | 2,827,227 |
| Media - 0.1% |
2,405,000 | Comcast Corp. 3.25%, 11/01/2039 | 1,856,550 |
| Time Warner Cable LLC | |
395,000 | 6.55%, 05/01/2037 | 374,958 |
250,000 | 7.30%, 07/01/2038 | 253,482 |
| | | 2,484,990 |
| Mining - 0.3% |
| Glencore Funding LLC | |
805,000 | 5.37%, 04/04/2029(1) | 801,682 |
425,000 | 5.89%, 04/04/2054(1) | 410,734 |
3,540,000 | 6.38%, 10/06/2030(1) | 3,692,454 |
| | | 4,904,870 |
| Oil & Gas - 0.4% |
2,145,000 | BP Capital Markets America, Inc. 5.23%, 11/17/2034 | 2,133,767 |
555,000 | Eni SpA 5.95%, 05/15/2054(1) | 547,992 |
| Equinor ASA | |
85,000 | 2.88%, 04/06/2025 | 83,358 |
2,470,000 | 3.00%, 04/06/2027 | 2,348,370 |
| QatarEnergy | |
935,000 | 2.25%, 07/12/2031(1) | 780,856 |
780,000 | 3.13%, 07/12/2041(1) | 581,378 |
615,000 | Saudi Arabian Oil Co. 3.50%, 04/16/2029(1) | 571,071 |
| | | 7,046,792 |
The accompanying notes are an integral part of these financial statements.
Hartford Balanced HLS Fund
Schedule of Investments – (continued)
June 30, 2024 (Unaudited)
Shares or Principal Amount | | Market Value† |
CORPORATE BONDS - 11.5% - (continued) |
| Oil & Gas Services - 0.1% |
$ 905,000 | Schlumberger Holdings Corp. 5.00%, 11/15/2029(1) | $ 898,797 |
| Pharmaceuticals - 0.0% |
113,000 | CVS Health Corp. 4.30%, 03/25/2028 | 109,154 |
| Pipelines - 0.4% |
305,000 | Columbia Pipelines Holding Co. LLC 5.68%, 01/15/2034(1) | 300,679 |
| Columbia Pipelines Operating Co. LLC | |
375,000 | 5.93%, 08/15/2030(1) | 383,389 |
676,000 | 6.50%, 08/15/2043(1) | 706,443 |
| Energy Transfer LP | |
180,000 | 4.95%, 06/15/2028 | 177,703 |
750,000 | 5.00%, 05/15/2050 | 639,951 |
945,000 | 5.35%, 05/15/2045 | 848,148 |
160,000 | 5.55%, 05/15/2034 | 158,366 |
1,681,580 | Galaxy Pipeline Assets Bidco Ltd. 2.16%, 03/31/2034(1) | 1,442,851 |
| Gray Oak Pipeline LLC | |
606,000 | 2.60%, 10/15/2025(1) | 581,766 |
100,000 | 3.45%, 10/15/2027(1) | 94,094 |
1,015,000 | MPLX LP 5.50%, 06/01/2034 | 1,001,761 |
| | | 6,335,151 |
| Real Estate Investment Trusts - 1.0% |
2,410,000 | American Tower Trust I 5.49%, 03/15/2053(1) | 2,420,195 |
| Extra Space Storage LP | |
435,000 | 5.50%, 07/01/2030 | 438,599 |
935,000 | 5.90%, 01/15/2031 | 956,143 |
2,612,000 | GLP Capital LP/GLP Financing II, Inc. 6.75%, 12/01/2033 | 2,744,773 |
1,542,000 | Kite Realty Group LP 5.50%, 03/01/2034 | 1,510,607 |
2,718,000 | LXP Industrial Trust 6.75%, 11/15/2028 | 2,820,299 |
2,610,000 | Realty Income Corp. 5.13%, 02/15/2034 | 2,538,760 |
| SBA Tower Trust | |
545,000 | 1.63%, 05/15/2051(1) | 495,044 |
300,000 | 1.88%, 07/15/2050(1) | 282,132 |
470,000 | 2.84%, 01/15/2050(1) | 461,745 |
1,842,000 | VICI Properties LP/VICI Note Co., Inc. 5.75%, 02/01/2027(1) | 1,842,398 |
| WEA Finance LLC | |
160,000 | 2.88%, 01/15/2027(1) | 148,651 |
350,000 | 3.50%, 06/15/2029(1) | 314,177 |
| | | 16,973,523 |
| Semiconductors - 0.5% |
2,704,000 | Broadcom, Inc. 3.47%, 04/15/2034(1) | 2,310,442 |
| Foundry JV Holdco LLC | |
305,000 | 5.90%, 01/25/2030(1) | 309,562 |
1,252,000 | 6.15%, 01/25/2032(1) | 1,278,020 |
2,290,000 | 6.25%, 01/25/2035(1) | 2,343,073 |
1,338,000 | 6.40%, 01/25/2038(1) | 1,381,746 |
795,000 | Intel Corp. 5.60%, 02/21/2054 | 774,456 |
| | | 8,397,299 |
| Software - 0.4% |
| Constellation Software, Inc. | |
225,000 | 5.16%, 02/16/2029(1) | 225,062 |
2,826,000 | 5.46%, 02/16/2034(1) | 2,831,925 |
| Oracle Corp. | |
111,000 | 3.60%, 04/01/2050 | 77,908 |
3,844,000 | 3.65%, 03/25/2041 | 2,952,460 |
606,000 | 5.55%, 02/06/2053 | 576,174 |
| | | 6,663,529 |
Shares or Principal Amount | | Market Value† |
CORPORATE BONDS - 11.5% - (continued) |
| Telecommunications - 0.4% |
| AT&T, Inc. | |
$ 1,589,000 | 3.50%, 09/15/2053 | $ 1,084,666 |
84,000 | 3.65%, 06/01/2051 | 59,647 |
146,000 | 3.85%, 06/01/2060 | 102,439 |
1,841,000 | 4.30%, 12/15/2042 | 1,536,059 |
420,000 | Sprint Spectrum Co. LLC/Sprint Spectrum Co. II LLC/Sprint Spectrum Co. III LLC 4.74%, 09/20/2029(1) | 417,373 |
| T-Mobile USA, Inc. | |
3,005,000 | 3.38%, 04/15/2029 | 2,776,021 |
41,000 | 5.75%, 01/15/2054 | 41,005 |
| Verizon Communications, Inc. | |
500,000 | 2.88%, 11/20/2050 | 316,393 |
760,000 | 2.99%, 10/30/2056 | 468,404 |
513,000 | 3.00%, 11/20/2060 | 308,891 |
| | | 7,110,898 |
| Trucking & Leasing - 0.1% |
2,185,000 | DAE Funding LLC 1.55%, 08/01/2024(1) | 2,176,094 |
| Total Corporate Bonds (cost $196,690,385) | $ 193,422,337 |
FOREIGN GOVERNMENT OBLIGATIONS - 0.3% |
| Israel - 0.1% |
1,630,000 | Israel Government International Bonds 5.38%, 03/12/2029 | $ 1,599,250 |
| Mexico - 0.1% |
1,400,000 | Mexico Government International Bonds 6.40%, 05/07/2054 | 1,333,609 |
| Saudi Arabia - 0.1% |
1,640,000 | Saudi Government International Bonds 5.75%, 01/16/2054(1) | 1,594,244 |
| Total Foreign Government Obligations (cost $4,604,467) | | $ 4,527,103 |
MUNICIPAL BONDS - 0.5% |
| Airport - 0.0% |
| Dallas Fort Worth International Airport, TX, Rev | |
60,000 | 4.09%, 11/01/2051 | $ 49,798 |
115,000 | 4.51%, 11/01/2051 | 102,069 |
710,000 | Port Auth of New York & New Jersey, NY, Rev 3.18%, 07/15/2060 | 475,326 |
| | | 627,193 |
| General - 0.1% |
174,655 | Chicago Transit Auth Sales & Transfer Tax Receipts, IL, Rev 6.90%, 12/01/2040 | 192,958 |
540,000 | Kansas Dev Finance Auth, KS, Rev, (BAM) 2.77%, 05/01/2051 | 372,262 |
1,250,000 | Philadelphia Auth for Industrial Dev, PA, Rev, (NPFG) 6.55%, 10/15/2028 | 1,333,979 |
| | | 1,899,199 |
| General Obligation - 0.1% |
2,569,412 | State of Illinois, IL, GO 5.10%, 06/01/2033 | 2,521,133 |
| Tobacco - 0.0% |
130,000 | Golden State Tobacco Securitization Corp., CA, Rev 3.00%, 06/01/2046 | 118,678 |
The accompanying notes are an integral part of these financial statements.
Hartford Balanced HLS Fund
Schedule of Investments – (continued)
June 30, 2024 (Unaudited)
Shares or Principal Amount | | Market Value† |
MUNICIPAL BONDS - 0.5% - (continued) |
| Transportation - 0.1% |
| Metropolitan Transportation Auth, NY, Rev | |
$ 25,000 | 6.20%, 11/15/2026 | $ 25,130 |
375,000 | 6.67%, 11/15/2039 | 406,687 |
785,000 | 6.81%, 11/15/2040 | 860,509 |
| | | 1,292,326 |
| Utilities - 0.1% |
897,287 | Texas Natural Gas Securitization Finance Corp., TX, Rev 5.10%, 04/01/2035 | 896,217 |
| Utility - Electric - 0.1% |
735,000 | Illinois Municipal Electric Agency, IL, Rev 6.83%, 02/01/2035 | 777,360 |
813,000 | Municipal Electric Auth of Georgia, GA, Rev 6.64%, 04/01/2057 | 884,758 |
| | | 1,662,118 |
| Total Municipal Bonds (cost $9,986,240) | | $ 9,016,864 |
U.S. GOVERNMENT AGENCIES - 0.9% |
| Mortgage-Backed Agencies - 0.9% |
| Federal Home Loan Mortgage Corp. - 0.4% |
59,971 | 3.00%, 07/01/2051 | $ 51,230 |
930,378 | 3.00%, 01/01/2052 | 794,157 |
66,776 | 3.00%, 03/01/2052 | 57,035 |
900,148 | 3.00%, 06/01/2052 | 768,835 |
50,000 | 3.00%, 07/01/2052 | 42,664 |
59,646 | 3.00%, 08/01/2052 | 50,852 |
795,000 | 4.43%, 02/25/2033(2) | 775,043 |
274,751 | 5.50%, 03/01/2053 | 271,889 |
2,045,280 | 5.50%, 05/01/2053 | 2,020,704 |
533,213 | 5.50%, 06/01/2053 | 526,604 |
274,011 | 5.50%, 09/01/2053 | 271,037 |
710,244 | 5.50%, 11/01/2053 | 701,441 |
1,232 | 6.58%, 04/01/2029, 1 yr. USD CMT + 2.24%(3) | 1,224 |
| | | 6,332,715 |
| Federal National Mortgage Association - 0.0% |
32,976 | 3.00%, 03/01/2052 | 28,116 |
271,922 | 5.50%, 08/01/2053 | 269,013 |
55,813 | 5.84%, 10/25/2024, 30 day USD SOFR Average + 0.51%(3) | 55,538 |
| | | 352,667 |
| Government National Mortgage Association - 0.2% |
2,073,455 | 2.50%, 10/20/2049 | 1,787,460 |
28,969 | 5.00%, 07/15/2037 | 28,900 |
790 | 6.00%, 07/15/2026 | 797 |
532 | 6.00%, 03/15/2028 | 543 |
804 | 6.00%, 04/15/2028 | 816 |
19,865 | 6.00%, 05/15/2028 | 20,034 |
9,564 | 6.00%, 07/15/2028 | 9,703 |
3,344 | 6.00%, 08/15/2028 | 3,378 |
18,571 | 6.00%, 09/15/2028 | 18,789 |
28,033 | 6.00%, 10/15/2028 | 28,298 |
23,516 | 6.00%, 11/15/2028 | 23,729 |
18,645 | 6.00%, 12/15/2028 | 18,897 |
435 | 6.00%, 12/15/2031 | 446 |
7,763 | 6.00%, 09/15/2032 | 8,052 |
3,177 | 6.00%, 11/15/2032 | 3,268 |
1,391 | 6.00%, 04/15/2033 | 1,407 |
35,917 | 6.00%, 06/15/2033 | 36,887 |
11,313 | 6.00%, 10/15/2033 | 11,615 |
947 | 6.00%, 11/15/2033 | 986 |
Shares or Principal Amount | | Market Value† |
U.S. GOVERNMENT AGENCIES - 0.9% - (continued) |
| Mortgage-Backed Agencies - 0.9% - (continued) |
| Government National Mortgage Association - 0.2% - (continued) |
$ 17,804 | 6.00%, 10/15/2034 | $ 18,049 |
43,816 | 6.00%, 01/15/2035 | 44,411 |
5,036 | 6.00%, 05/15/2035 | 5,110 |
5,776 | 6.00%, 06/15/2035 | 5,854 |
64 | 6.50%, 03/15/2026 | 65 |
161 | 6.50%, 01/15/2028 | 163 |
14,817 | 6.50%, 03/15/2028 | 15,033 |
22,014 | 6.50%, 04/15/2028 | 22,301 |
6,404 | 6.50%, 05/15/2028 | 6,502 |
24,920 | 6.50%, 06/15/2028 | 25,484 |
2,429 | 6.50%, 10/15/2028 | 2,464 |
714 | 6.50%, 02/15/2035 | 731 |
1,469 | 7.00%, 11/15/2031 | 1,492 |
879 | 7.00%, 03/15/2032 | 892 |
370,465 | 7.00%, 11/15/2032 | 385,777 |
36,311 | 7.00%, 01/15/2033 | 37,193 |
43,159 | 7.00%, 05/15/2033 | 44,176 |
5,556 | 7.00%, 07/15/2033 | 5,671 |
48,907 | 7.00%, 11/15/2033 | 50,121 |
16,451 | 7.50%, 09/16/2035 | 16,729 |
18 | 8.00%, 09/15/2026 | 18 |
968 | 8.00%, 12/15/2026 | 975 |
10 | 8.00%, 09/15/2027 | 10 |
929 | 8.00%, 07/15/2029 | 948 |
961 | 8.00%, 12/15/2029 | 966 |
2,485 | 8.00%, 01/15/2030 | 2,488 |
1,056 | 8.00%, 02/15/2030 | 1,052 |
493 | 8.00%, 03/15/2030 | 491 |
4,505 | 8.00%, 04/15/2030 | 4,510 |
2,632 | 8.00%, 05/15/2030 | 2,639 |
13,711 | 8.00%, 06/15/2030 | 13,818 |
752 | 8.00%, 07/15/2030 | 753 |
20,551 | 8.00%, 08/15/2030 | 20,659 |
9,696 | 8.00%, 09/15/2030 | 9,706 |
42,409 | 8.00%, 12/15/2030 | 42,692 |
| | | 2,793,948 |
| Uniform Mortgage-Backed Security - 0.3% |
2,096,000 | 3.00%, 07/01/2054(6) | 1,786,502 |
1,511,000 | 4.00%, 07/01/2054(6) | 1,384,902 |
850,000 | 5.00%, 07/01/2054(6) | 822,904 |
1,369,000 | 6.00%, 07/01/2054(6) | 1,374,154 |
| | | 5,368,462 |
| Total U.S. Government Agencies (cost $14,828,059) | | $ 14,847,792 |
U.S. GOVERNMENT SECURITIES - 18.8% |
| U.S. Treasury Securities - 18.8% |
| U.S. Treasury Bonds - 6.0% |
9,876,300 | 2.50%, 02/15/2045(7) | $ 7,080,458 |
2,041,900 | 2.75%, 11/15/2047 | 1,493,299 |
7,630,100 | 2.88%, 05/15/2052 | 5,628,689 |
400,000 | 3.25%, 05/15/2042 | 334,125 |
5,288,500 | 3.38%, 08/15/2042 | 4,485,516 |
6,095,900 | 3.63%, 02/15/2053 | 5,218,900 |
6,254,900 | 3.63%, 05/15/2053 | 5,356,735 |
7,959,100 | 3.88%, 02/15/2043 | 7,224,127 |
8,002,100 | 3.88%, 05/15/2043 | 7,250,965 |
6,040,000 | 4.00%, 11/15/2042 | 5,590,067 |
6,259,200 | 4.00%, 11/15/2052 | 5,736,704 |
2,696,900 | 4.13%, 08/15/2053 | 2,527,080 |
6,566,900 | 4.25%, 02/15/2054 | 6,291,911 |
10,384,700 | 4.38%, 02/15/2038 | 10,402,143 |
The accompanying notes are an integral part of these financial statements.
Hartford Balanced HLS Fund
Schedule of Investments – (continued)
June 30, 2024 (Unaudited)
Shares or Principal Amount | | Market Value† |
U.S. GOVERNMENT SECURITIES - 18.8% - (continued) |
| U.S. Treasury Securities - 18.8% - (continued) |
| U.S. Treasury Bonds - 6.0% - (continued) |
$ 6,195,900 | 4.38%, 08/15/2043 | $ 6,006,151 |
6,803,600 | 4.50%, 02/15/2044 | 6,703,672 |
433,600 | 4.63%, 05/15/2044 | 434,616 |
1,322,700 | 4.63%, 05/15/2054 | 1,349,154 |
5,604,000 | 4.75%, 11/15/2043 | 5,702,946 |
6,234,300 | 4.75%, 11/15/2053 | 6,484,646 |
| | | 101,301,904 |
| U.S. Treasury Notes - 12.8% |
3,825,000 | 0.38%, 11/30/2025 | 3,588,328 |
1,080,000 | 0.88%, 09/30/2026 | 993,980 |
150,000 | 1.25%, 05/31/2028 | 133,043 |
603,000 | 1.25%, 09/30/2028 | 530,122 |
1,020,000 | 1.38%, 10/31/2028 | 899,911 |
4,505,600 | 1.50%, 01/31/2027 | 4,170,144 |
530,000 | 1.50%, 11/30/2028 | 469,257 |
2,115,000 | 1.63%, 10/31/2026 | 1,975,212 |
590,000 | 2.63%, 07/31/2029 | 543,975 |
4,670,000 | 2.75%, 04/30/2027 | 4,449,817 |
890,000 | 2.75%, 05/31/2029 | 827,318 |
897,000 | 3.13%, 08/31/2027 | 860,700 |
1,185,300 | 3.25%, 06/30/2027 | 1,143,861 |
326,000 | 3.25%, 06/30/2029 | 309,891 |
414,000 | 3.50%, 09/15/2025 | 406,545 |
3,074,000 | 3.50%, 04/30/2028 | 2,974,936 |
635,000 | 3.50%, 04/30/2030 | 607,665 |
4,313,500 | 3.63%, 03/31/2028 | 4,194,373 |
1,369,000 | 3.63%, 05/31/2028 | 1,330,604 |
512,000 | 3.63%, 03/31/2030 | 493,400 |
7,134,400 | 3.75%, 12/31/2028 | 6,955,761 |
620,000 | 3.75%, 05/31/2030 | 600,964 |
1,633,000 | 3.75%, 06/30/2030 | 1,582,351 |
1,598,000 | 3.75%, 12/31/2030 | 1,545,316 |
5,122,000 | 3.88%, 11/30/2027 | 5,026,163 |
7,157,100 | 3.88%, 12/31/2027 | 7,022,345 |
685,000 | 3.88%, 11/30/2029 | 669,507 |
1,100,000 | 4.00%, 12/15/2025 | 1,085,820 |
2,186,000 | 4.00%, 02/15/2026 | 2,156,369 |
411,000 | 4.00%, 01/15/2027 | 405,092 |
8,016,000 | 4.00%, 02/29/2028 | 7,897,012 |
3,203,000 | 4.00%, 06/30/2028 | 3,155,706 |
9,425,700 | 4.00%, 01/31/2029 | 9,286,155 |
150,000 | 4.00%, 10/31/2029 | 147,562 |
483,900 | 4.00%, 07/31/2030 | 475,167 |
1,207,300 | 4.00%, 02/15/2034 | 1,174,477 |
260,000 | 4.13%, 06/15/2026 | 257,024 |
6,548,200 | 4.13%, 09/30/2027 | 6,476,067 |
3,381,200 | 4.13%, 10/31/2027 | 3,344,086 |
4,725,200 | 4.13%, 07/31/2028 | 4,677,394 |
8,627,100 | 4.13%, 03/31/2029 | 8,544,199 |
754,300 | 4.13%, 08/31/2030 | 745,402 |
11,364,000 | 4.25%, 01/31/2026 | 11,254,799 |
9,040,700 | 4.25%, 02/28/2029 | 9,005,738 |
3,953,000 | 4.38%, 12/15/2026 | 3,930,919 |
3,675,700 | 4.38%, 08/31/2028 | 3,673,116 |
4,531,000 | 4.38%, 11/30/2028 | 4,532,593 |
130,000 | 4.38%, 11/30/2030 | 130,239 |
4,371,400 | 4.38%, 05/15/2034 | 4,382,328 |
3,545,400 | 4.50%, 03/31/2026 | 3,526,981 |
7,692,600 | 4.50%, 05/31/2029 | 7,749,694 |
8,602,300 | 4.63%, 02/28/2026 | 8,571,721 |
730,000 | 4.63%, 10/15/2026 | 729,458 |
866,000 | 4.63%, 11/15/2026 | 865,696 |
Shares or Principal Amount | | Market Value† |
U.S. GOVERNMENT SECURITIES - 18.8% - (continued) |
| U.S. Treasury Securities - 18.8% - (continued) |
| U.S. Treasury Notes - 12.8% - (continued) |
$ 4,485,000 | 4.63%, 09/30/2028 | $ 4,525,295 |
3,654,600 | 4.63%, 04/30/2029 | 3,698,855 |
1,733,700 | 4.63%, 04/30/2031 | 1,763,498 |
1,012,100 | 4.63%, 05/31/2031 | 1,029,654 |
11,114,000 | 4.88%, 11/30/2025 | 11,101,410 |
1,660,800 | 4.88%, 04/30/2026 | 1,663,265 |
8,934,100 | 4.88%, 05/31/2026 | 8,951,898 |
11,962,000 | 4.88%, 10/31/2028 | 12,190,960 |
927,000 | 4.88%, 10/31/2030 | 954,122 |
5,874,000 | 5.00%, 09/30/2025 | 5,871,705 |
| | | 214,236,965 |
| Total U.S. Government Securities (cost $325,238,889) | | $ 315,538,869 |
COMMON STOCKS - 65.9% |
| Automobiles & Components - 0.8% |
381,887 | Gentex Corp. | $ 12,873,411 |
| Banks - 3.8% |
147,815 | JP Morgan Chase & Co. | 29,897,062 |
128,994 | M&T Bank Corp. | 19,524,532 |
90,421 | PNC Financial Services Group, Inc. | 14,058,657 |
| | | 63,480,251 |
| Capital Goods - 4.9% |
117,609 | 3M Co. | 12,018,464 |
124,643 | Emerson Electric Co. | 13,730,673 |
151,194 | Fortune Brands Innovations, Inc. | 9,818,538 |
42,701 | General Dynamics Corp. | 12,389,268 |
199,092 | Johnson Controls International PLC | 13,233,645 |
55,396 | L3Harris Technologies, Inc. | 12,440,834 |
79,282 | Middleby Corp.* | 9,720,766 |
| | | 83,352,188 |
| Consumer Discretionary Distribution & Retail - 1.2% |
226,891 | LKQ Corp. | 9,436,397 |
41,458 | Tractor Supply Co. | 11,193,660 |
| | | 20,630,057 |
| Consumer Durables & Apparel - 0.6% |
69,194 | Lennar Corp. Class A | 10,370,105 |
| Consumer Services - 3.2% |
75,958 | Airbnb, Inc. Class A* | 11,517,512 |
309,226 | H&R Block, Inc. | 16,769,326 |
192,590 | Starbucks Corp. | 14,993,131 |
148,370 | Wyndham Hotels & Resorts, Inc. | 10,979,380 |
| | | 54,259,349 |
| Energy - 1.9% |
142,144 | ConocoPhillips | 16,258,431 |
117,920 | Targa Resources Corp. | 15,185,737 |
| | | 31,444,168 |
| Equity Real Estate Investment Trusts (REITs) - 1.4% |
139,905 | Crown Castle, Inc. REIT | 13,668,719 |
218,977 | Gaming & Leisure Properties, Inc. REIT | 9,899,950 |
| | | 23,568,669 |
| Financial Services - 6.8% |
107,465 | Ares Management Corp. Class A | 14,322,935 |
90,451 | Intercontinental Exchange, Inc. | 12,381,837 |
109,559 | KKR & Co., Inc. | 11,529,989 |
37,165 | LPL Financial Holdings, Inc. | 10,380,184 |
136,345 | Morgan Stanley | 13,251,371 |
71,860 | Nasdaq, Inc. | 4,330,284 |
The accompanying notes are an integral part of these financial statements.
Hartford Balanced HLS Fund
Schedule of Investments – (continued)
June 30, 2024 (Unaudited)
Shares or Principal Amount | | Market Value† |
COMMON STOCKS - 65.9% - (continued) |
| Financial Services - 6.8% - (continued) |
126,222 | Raymond James Financial, Inc. | $ 15,602,301 |
31,648 | S&P Global, Inc. | 14,115,008 |
72,342 | Visa, Inc. Class A | 18,987,605 |
| | | 114,901,514 |
| Food, Beverage & Tobacco - 0.9% |
446,570 | Keurig Dr Pepper, Inc. | 14,915,438 |
| Health Care Equipment & Services - 5.5% |
47,138 | Align Technology, Inc.* | 11,380,528 |
214,933 | Boston Scientific Corp.* | 16,551,990 |
232,607 | Centene Corp.* | 15,421,844 |
39,191 | Elevance Health, Inc. | 21,236,035 |
56,351 | UnitedHealth Group, Inc. | 28,697,310 |
| | | 93,287,707 |
| Household & Personal Products - 1.3% |
573,054 | Kenvue, Inc. | 10,418,122 |
225,273 | Unilever PLC ADR | 12,387,762 |
| | | 22,805,884 |
| Insurance - 1.7% |
26,770 | Everest Group Ltd. | 10,199,905 |
253,355 | MetLife, Inc. | 17,782,988 |
| | | 27,982,893 |
| Materials - 0.7% |
341,645 | Axalta Coating Systems Ltd.* | 11,674,010 |
| Media & Entertainment - 5.6% |
365,200 | Alphabet, Inc. Class C | 66,984,984 |
97,359 | Electronic Arts, Inc. | 13,565,029 |
149,445 | Omnicom Group, Inc. | 13,405,217 |
| | | 93,955,230 |
| Pharmaceuticals, Biotechnology & Life Sciences - 5.1% |
178,652 | AstraZeneca PLC ADR | 13,933,069 |
32,576 | Eli Lilly & Co. | 29,493,659 |
625,561 | Pfizer, Inc. | 17,503,197 |
38,369 | Roche Holding AG | 10,630,466 |
30,073 | Vertex Pharmaceuticals, Inc.* | 14,095,817 |
| | | 85,656,208 |
| Real Estate Management & Development - 0.7% |
131,878 | CBRE Group, Inc. Class A* | 11,751,648 |
| Semiconductors & Semiconductor Equipment - 3.9% |
18,765 | Broadcom, Inc. | 30,127,771 |
72,735 | NXP Semiconductors NV | 19,572,261 |
78,156 | QUALCOMM, Inc. | 15,567,112 |
| | | 65,267,144 |
| Software & Services - 10.1% |
58,530 | Accenture PLC Class A | 17,758,587 |
38,959 | Adobe, Inc.* | 21,643,283 |
145,982 | Amdocs Ltd. | 11,520,899 |
217,349 | Microsoft Corp. | 97,144,136 |
84,973 | Salesforce, Inc. | 21,846,558 |
| | | 169,913,463 |
| Technology Hardware & Equipment - 3.2% |
418,915 | Cisco Systems, Inc. | 19,902,652 |
538,022 | Corning, Inc. | 20,902,155 |
72,094 | F5, Inc.* | 12,416,749 |
| | | 53,221,556 |
| Transportation - 2.6% |
195,871 | Knight-Swift Transportation Holdings, Inc. | 9,777,880 |
Shares or Principal Amount | | Market Value† |
COMMON STOCKS - 65.9% - (continued) |
| Transportation - 2.6% - (continued) |
223,817 | Uber Technologies, Inc.* | $ 16,267,020 |
127,219 | United Parcel Service, Inc. Class B | 17,409,920 |
| | | 43,454,820 |
| Total Common Stocks (cost $691,286,490) | | $ 1,108,765,713 |
| Total Long-Term Investments (cost $1,260,476,921) | | $ 1,663,604,716 |
SHORT-TERM INVESTMENTS - 0.2% |
| Repurchase Agreements - 0.2% |
$ 3,661,293 | Fixed Income Clearing Corp. Repurchase Agreement dated 06/28/2024 at 5.31%, due on 07/01/2024 with a maturity value of $3,662,913; collateralized by U.S. Treasury Note at 4.38%, maturing 08/15/2026, with a market value of $3,734,716 | $ 3,661,293 |
| Securities Lending Collateral - 0.0% |
85,547 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 5.21%(8) | 85,547 |
285,158 | HSBC U.S. Government Money Market Fund, Institutional Class, 5.22%(8) | 285,158 |
85,547 | Invesco Government & Agency Portfolio, Institutional Class, 5.23%(8) | 85,547 |
85,491 | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 5.22%(8) | 85,491 |
| | | 541,743 |
| Total Short-Term Investments (cost $4,203,036) | $ 4,203,036 |
| Total Investments (cost $1,264,679,957) | 99.1% | $ 1,667,807,752 |
| Other Assets and Liabilities | 0.9% | 14,415,591 |
| Net Assets | 100.0% | $ 1,682,223,343 |
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 Hartford Funds Management Company, LLC 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. |
The accompanying notes are an integral part of these financial statements.
Hartford Balanced HLS Fund
Schedule of Investments – (continued)
June 30, 2024 (Unaudited)
* | Non-income producing. |
(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, 2024, the aggregate value of these securities was $103,485,001, representing 6.2% of net assets. |
(2) | 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. |
(3) | Variable rate securities; the rate reported is the coupon rate in effect at June 30, 2024. Base lending rates may be subject to a floor or cap. |
(4) | Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at June 30, 2024. Rate will reset at a future date. Base lending rates may be subject to a floor or cap. |
(5) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(6) | Represents or includes a TBA transaction. |
(7) | All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of June 30, 2024, the market value of securities pledged was $103,953. |
(8) | Current yield as of period end. |
Futures Contracts Outstanding at June 30, 2024 |
Description | | Number of Contracts | | Expiration Date | | Current Notional Amount | | Value and Unrealized Appreciation/ (Depreciation) |
Short position contracts: |
U.S. Treasury 10-Year Note Future | | (45) | | 09/19/2024 | | $ (4,949,297) | | $ 22,249 |
Total futures contracts | | $ 22,249 |
† 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 Balanced HLS Fund
Schedule of Investments – (continued)
June 30, 2024 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2024 in valuing the Fund’s investments.
Description | | Total | | Level 1 | | Level 2 | | Level 3(1) |
Assets | | | | | | | | |
Asset & Commercial Mortgage-Backed Securities | | $ 17,486,038 | | $ — | | $ 17,486,038 | | $ — |
Corporate Bonds | | 193,422,337 | | — | | 193,422,337 | | — |
Foreign Government Obligations | | 4,527,103 | | — | | 4,527,103 | | — |
Municipal Bonds | | 9,016,864 | | — | | 9,016,864 | | — |
U.S. Government Agencies | | 14,847,792 | | — | | 14,847,792 | | — |
U.S. Government Securities | | 315,538,869 | | — | | 315,538,869 | | — |
Common Stocks | | | | | | | | |
Automobiles & Components | | 12,873,411 | | 12,873,411 | | — | | — |
Banks | | 63,480,251 | | 63,480,251 | | — | | — |
Capital Goods | | 83,352,188 | | 83,352,188 | | — | | — |
Consumer Discretionary Distribution & Retail | | 20,630,057 | | 20,630,057 | | — | | — |
Consumer Durables & Apparel | | 10,370,105 | | 10,370,105 | | — | | — |
Consumer Services | | 54,259,349 | | 54,259,349 | | — | | — |
Energy | | 31,444,168 | | 31,444,168 | | — | | — |
Equity Real Estate Investment Trusts (REITs) | | 23,568,669 | | 23,568,669 | | — | | — |
Financial Services | | 114,901,514 | | 114,901,514 | | — | | — |
Food, Beverage & Tobacco | | 14,915,438 | | 14,915,438 | | — | | — |
Health Care Equipment & Services | | 93,287,707 | | 93,287,707 | | — | | — |
Household & Personal Products | | 22,805,884 | | 22,805,884 | | — | | — |
Insurance | | 27,982,893 | | 27,982,893 | | — | | — |
Materials | | 11,674,010 | | 11,674,010 | | — | | — |
Media & Entertainment | | 93,955,230 | | 93,955,230 | | — | | — |
Pharmaceuticals, Biotechnology & Life Sciences | | 85,656,208 | | 75,025,742 | | 10,630,466 | | — |
Real Estate Management & Development | | 11,751,648 | | 11,751,648 | | — | | — |
Semiconductors & Semiconductor Equipment | | 65,267,144 | | 65,267,144 | | — | | — |
Software & Services | | 169,913,463 | | 169,913,463 | | — | | — |
Technology Hardware & Equipment | | 53,221,556 | | 53,221,556 | | — | | — |
Transportation | | 43,454,820 | | 43,454,820 | | — | | — |
Short-Term Investments | | 4,203,036 | | 541,743 | | 3,661,293 | | — |
Futures Contracts(2) | | 22,249 | | 22,249 | | — | | — |
Total | | $ 1,667,830,001 | | $ 1,098,699,239 | | $ 569,130,762 | | $ — |
(1) | For the six-month period ended June 30, 2024, 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.
Hartford Capital Appreciation HLS Fund
Schedule of Investments
June 30, 2024 (Unaudited)
Shares or Principal Amount | | Market Value† |
COMMON STOCKS - 97.0% |
| Automobiles & Components - 0.5% |
547,822 | Gentex Corp. | $ 18,467,080 |
| Banks - 0.9% |
84,328 | JP Morgan Chase & Co. | 17,056,181 |
120,649 | M&T Bank Corp. | 18,261,433 |
| | | 35,317,614 |
| Capital Goods - 6.8% |
151,017 | AerCap Holdings NV | 14,074,785 |
43,484 | Airbus SE | 5,968,033 |
31,435 | Axon Enterprise, Inc.* | 9,249,434 |
49,675 | Builders FirstSource, Inc.* | 6,875,517 |
112,198 | Dover Corp. | 20,246,129 |
147,604 | Emerson Electric Co. | 16,260,057 |
132,865 | Fluor Corp.* | 5,786,271 |
112,938 | General Dynamics Corp. | 32,767,831 |
48,920 | General Electric Co. | 7,776,812 |
350,600 | HF Global, Inc.*(1)(2) | 9,641,500 |
180,791 | Honeywell International, Inc. | 38,606,110 |
34,534 | Lockheed Martin Corp. | 16,130,832 |
51,185 | Middleby Corp.* | 6,275,793 |
33,954 | Northrop Grumman Corp. | 14,802,246 |
126,549 | RTX Corp. | 12,704,254 |
1,199,000 | Techtronic Industries Co. Ltd. | 13,668,469 |
111,934 | Toro Co. | 10,466,948 |
88,048 | Westinghouse Air Brake Technologies Corp. | 13,915,986 |
| | | 255,217,007 |
| Commercial & Professional Services - 0.5% |
161,987 | Copart, Inc.* | 8,773,216 |
55,322 | Leidos Holdings, Inc. | 8,070,373 |
| | | 16,843,589 |
| Consumer Discretionary Distribution & Retail - 5.4% |
672,495 | Amazon.com, Inc.* | 129,959,659 |
7,265 | O'Reilly Automotive, Inc.* | 7,672,276 |
56,457 | Ross Stores, Inc. | 8,204,331 |
461,498 | TJX Cos., Inc. | 50,810,930 |
115,140 | Tory Burch LLC*(1)(2) | 5,250,368 |
| | | 201,897,564 |
| Consumer Durables & Apparel - 1.3% |
542,127 | NIKE, Inc. Class B | 40,860,112 |
246,035 | On Holding AG Class A* | 9,546,158 |
| | | 50,406,270 |
| Consumer Services - 2.3% |
272,569 | DraftKings, Inc. Class A* | 10,403,959 |
143,951 | Las Vegas Sands Corp. | 6,369,832 |
160,759 | McDonald's Corp. | 40,967,823 |
55,384 | Royal Caribbean Cruises Ltd.* | 8,829,871 |
170,772 | Viking Holdings Ltd.* | 5,796,002 |
161,713 | Wyndham Hotels & Resorts, Inc. | 11,966,762 |
| | | 84,334,249 |
| Consumer Staples Distribution & Retail - 0.5% |
42,393 | Dollar Tree, Inc.* | 4,526,301 |
198,396 | Sysco Corp. | 14,163,490 |
| | | 18,689,791 |
| Energy - 4.0% |
571,734 | Canadian Natural Resources Ltd. | 20,353,730 |
146,072 | Chevron Corp. | 22,848,582 |
106,439 | ConocoPhillips | 12,174,493 |
51,003 | Diamondback Energy, Inc. | 10,210,291 |
361,359 | Enbridge, Inc. | 12,855,775 |
433,780 | Halliburton Co. | 14,653,088 |
586,278 | Schlumberger NV | 27,660,596 |
Shares or Principal Amount | | Market Value† |
COMMON STOCKS - 97.0% - (continued) |
| Energy - 4.0% - (continued) |
45,090 | Targa Resources Corp. | $ 5,806,690 |
531,296 | Williams Cos., Inc. | 22,580,080 |
| | | 149,143,325 |
| Equity Real Estate Investment Trusts (REITs) - 2.5% |
217,402 | American Tower Corp. REIT | 42,258,601 |
72,291 | AvalonBay Communities, Inc. REIT | 14,956,285 |
27,426 | Equinix, Inc. REIT | 20,750,511 |
336,072 | UDR, Inc. REIT | 13,829,363 |
| | | 91,794,760 |
| Financial Services - 7.0% |
183,937 | American Express Co. | 42,590,612 |
247,582 | Charles Schwab Corp. | 18,244,318 |
50,063 | Corpay, Inc.* | 13,337,284 |
167,514 | Equitable Holdings, Inc. | 6,844,622 |
76,177 | KKR & Co., Inc. | 8,016,868 |
40,758 | Mastercard, Inc. Class A | 17,980,799 |
312,931 | Morgan Stanley | 30,413,764 |
183,537 | Raymond James Financial, Inc. | 22,687,009 |
43,388 | S&P Global, Inc. | 19,351,048 |
242,629 | TPG, Inc. | 10,056,972 |
156,337 | Tradeweb Markets, Inc. Class A | 16,571,722 |
157,713 | Visa, Inc. Class A | 41,394,931 |
207,056 | Voya Financial, Inc. | 14,732,034 |
| | | 262,221,983 |
| Food, Beverage & Tobacco - 3.1% |
371,100 | Coca-Cola Co. | 23,620,515 |
84,648 | Constellation Brands, Inc. Class A | 21,778,238 |
477,357 | Keurig Dr Pepper, Inc. | 15,943,724 |
206,354 | PepsiCo, Inc. | 34,033,965 |
381,738 | Tyson Foods, Inc. Class A | 21,812,509 |
| | | 117,188,951 |
| Health Care Equipment & Services - 5.4% |
27,259 | Align Technology, Inc.* | 6,581,140 |
273,118 | Centene Corp.* | 18,107,723 |
79,510 | Dexcom, Inc.* | 9,014,844 |
100,805 | Encompass Health Corp. | 8,648,061 |
39,896 | Humana, Inc. | 14,907,140 |
29,412 | Intuitive Surgical, Inc.* | 13,083,928 |
134,086 | Quest Diagnostics, Inc. | 18,353,692 |
107,413 | Stryker Corp. | 36,547,273 |
39,926 | Teleflex, Inc. | 8,397,636 |
132,422 | UnitedHealth Group, Inc. | 67,437,228 |
| | | 201,078,665 |
| Household & Personal Products - 2.1% |
43,978 | elf Beauty, Inc.* | 9,267,044 |
807,461 | Kenvue, Inc. | 14,679,641 |
224,092 | Procter & Gamble Co. | 36,957,253 |
346,192 | Unilever PLC | 19,001,555 |
| | | 79,905,493 |
| Insurance - 4.2% |
124,204 | Allstate Corp. | 19,830,411 |
219,610 | Chubb Ltd. | 56,018,119 |
51,109 | Everest Group Ltd. | 19,473,551 |
133,919 | Globe Life, Inc. | 11,018,855 |
192,675 | Marsh & McLennan Cos., Inc. | 40,600,476 |
159,501 | MetLife, Inc. | 11,195,375 |
| | | 158,136,787 |
| Materials - 3.2% |
129,809 | CRH PLC | 9,619,387 |
167,033 | FMC Corp. | 9,612,749 |
74,110 | Freeport-McMoRan, Inc. | 3,601,746 |
101,658 | Linde PLC | 44,608,547 |
112,573 | PPG Industries, Inc. | 14,171,815 |
The accompanying notes are an integral part of these financial statements.
Hartford Capital Appreciation HLS Fund
Schedule of Investments – (continued)
June 30, 2024 (Unaudited)
Shares or Principal Amount | | Market Value† |
COMMON STOCKS - 97.0% - (continued) |
| Materials - 3.2% - (continued) |
48,744 | Reliance, Inc. | $ 13,921,286 |
274,391 | Rio Tinto PLC ADR | 18,090,599 |
28,545 | Vulcan Materials Co. | 7,098,571 |
| | | 120,724,700 |
| Media & Entertainment - 8.3% |
474,285 | Alphabet, Inc. Class A | 86,391,013 |
168,674 | Alphabet, Inc. Class C | 30,938,185 |
82,191 | Electronic Arts, Inc. | 11,451,672 |
158,539 | Liberty Media Corp.-Liberty Formula One Class C* | 11,389,442 |
234,677 | Live Nation Entertainment, Inc.* | 21,998,622 |
136,715 | Meta Platforms, Inc. Class A | 68,934,437 |
36,782 | Netflix, Inc.* | 24,823,436 |
358,372 | Pinterest, Inc. Class A* | 15,793,454 |
57,704 | Spotify Technology SA* | 18,106,938 |
223,021 | Walt Disney Co. | 22,143,755 |
| | | 311,970,954 |
| Pharmaceuticals, Biotechnology & Life Sciences - 6.5% |
133,232 | Agilent Technologies, Inc. | 17,270,864 |
280,211 | AstraZeneca PLC ADR | 21,853,656 |
176,420 | Danaher Corp. | 44,078,537 |
43,149 | Eli Lilly & Co. | 39,066,241 |
160,588 | Exact Sciences Corp.* | 6,784,843 |
39,365 | Natera, Inc.* | 4,262,836 |
119,645 | Novartis AG | 12,738,798 |
1,891,916 | Pfizer, Inc. | 52,935,810 |
347,927 | Sanofi SA ADR | 16,881,418 |
41,440 | United Therapeutics Corp.* | 13,200,712 |
16,979 | Vertex Pharmaceuticals, Inc.* | 7,958,397 |
43,923 | Zoetis, Inc. | 7,614,491 |
| | | 244,646,603 |
| Real Estate Management & Development - 0.2% |
34,735 | Jones Lang LaSalle, Inc.* | 7,130,401 |
| Semiconductors & Semiconductor Equipment - 11.0% |
54,230 | ARM Holdings PLC ADR* | 8,873,113 |
20,399 | Broadcom, Inc. | 32,751,206 |
131,247 | Enphase Energy, Inc.* | 13,086,638 |
104,626 | Marvell Technology, Inc. | 7,313,357 |
201,720 | Micron Technology, Inc. | 26,532,232 |
1,645,856 | NVIDIA Corp. | 203,329,050 |
94,089 | NXP Semiconductors NV | 25,318,409 |
143,114 | ON Semiconductor Corp.* | 9,810,465 |
151,653 | QUALCOMM, Inc. | 30,206,245 |
65,200 | Skyworks Solutions, Inc. | 6,949,016 |
235,305 | Texas Instruments, Inc. | 45,773,882 |
| | | 409,943,613 |
| Software & Services - 8.7% |
181,879 | Accenture PLC Class A | 55,183,907 |
38,957 | Adobe, Inc.* | 21,642,172 |
22,916 | Crowdstrike Holdings, Inc. Class A* | 8,781,182 |
49,527 | Datadog, Inc. Class A* | 6,423,157 |
432,965 | Microsoft Corp. | 193,513,707 |
67,181 | Salesforce, Inc. | 17,272,235 |
21,678 | ServiceNow, Inc.* | 17,053,432 |
5,611 | Sharecare, Inc. Earnout*(1)(2) | 76 |
65,777 | Shopify, Inc. Class A* | 4,344,571 |
| | | 324,214,439 |
| Technology Hardware & Equipment - 7.9% |
1,181,482 | Apple, Inc. | 248,843,739 |
20,792 | Arista Networks, Inc.* | 7,287,180 |
210,621 | Cisco Systems, Inc. | 10,006,604 |
53,083 | Dell Technologies, Inc. Class C | 7,320,677 |
285,470 | Flex Ltd.* | 8,418,510 |
Shares or Principal Amount | | Market Value† |
COMMON STOCKS - 97.0% - (continued) |
| Technology Hardware & Equipment - 7.9% - (continued) |
80,500 | Pure Storage, Inc. Class A* | $ 5,168,905 |
127,575 | Samsung Electronics Co. Ltd. | 7,508,270 |
| | | 294,553,885 |
| Telecommunication Services - 0.8% |
177,100 | T-Mobile U.S., Inc. | 31,201,478 |
| Transportation - 2.4% |
369,165 | Delta Air Lines, Inc. | 17,513,188 |
305,815 | Knight-Swift Transportation Holdings, Inc. | 15,266,285 |
238,242 | Uber Technologies, Inc.* | 17,315,428 |
75,438 | Union Pacific Corp. | 17,068,602 |
156,079 | United Parcel Service, Inc. Class B | 21,359,411 |
| | | 88,522,914 |
| Utilities - 1.5% |
248,600 | Edison International | 17,851,966 |
632,956 | Exelon Corp. | 21,906,607 |
1,338,914 | Iberdrola SA | 17,372,313 |
| | | 57,130,886 |
| Total Common Stocks (cost $2,552,128,585) | | $ 3,630,683,001 |
CONVERTIBLE PREFERRED STOCKS - 0.0% |
| Software & Services - 0.0% |
58 | Magic Leap, Inc. Class A*(1)(2)(3) | $ 55 |
| Total Convertible Preferred Stocks (cost $679,566) | | $ 55 |
| Total Long-Term Investments (cost $2,552,808,151) | | $ 3,630,683,056 |
SHORT-TERM INVESTMENTS - 0.6% |
| Repurchase Agreements - 0.6% |
$ 22,584,119 | Fixed Income Clearing Corp. Repurchase Agreement dated 06/28/2024 at 5.31%, due on 07/01/2024 with a maturity value of $22,594,112; collateralized by U.S. Treasury Notes at 1.50%-4.375, maturing 08/15/2026, with a market value of $23,035,915 | $ 22,584,119 |
| Total Short-Term Investments (cost $22,584,119) | $ 22,584,119 |
| Total Investments (cost $2,575,392,270) | 97.6% | $ 3,653,267,175 |
| Other Assets and Liabilities | 2.4% | 89,018,917 |
| Net Assets | 100.0% | $ 3,742,286,092 |
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 Hartford Funds Management Company, LLC 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. |
The accompanying notes are an integral part of these financial statements.
Hartford Capital Appreciation HLS Fund
Schedule of Investments – (continued)
June 30, 2024 (Unaudited)
See “Glossary” for abbreviation descriptions.
* | Non-income producing. |
(1) | 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 $14,891,999 or 0.4% of net assets. |
Period Acquired | | Security Name | | Shares/ Par Value | | Total Cost | | Market Value |
06/2015 | | HF Global, Inc. | | 350,600 | | $ 4,713,607 | | $ 9,641,500 |
12/2015 | | Magic Leap, Inc. Class A Convertible Preferred | | 58 | | 679,566 | | 55 |
07/2021 | | Sharecare, Inc. Earnout | | 5,611 | | — | | 76 |
11/2013 | | Tory Burch LLC | | 115,140 | | 9,024,247 | | 5,250,368 |
| | | | | | $ 14,417,420 | | $ 14,891,999 |
(2) | Investment valued using significant unobservable inputs. |
(3) | Currently no rate available. |
Futures Contracts Outstanding at June 30, 2024 |
Description | | Number of Contracts | | Expiration Date | | Current Notional Amount | | Value and Unrealized Appreciation/ (Depreciation) |
Long position contracts: |
S&P 500 (E-Mini) Future | | 319 | | 09/20/2024 | | $ 88,067,925 | | $ 296,211 |
Total futures contracts | | $ 296,211 |
† 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, 2024 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2024 in valuing the Fund’s investments.
Description | | Total | | Level 1 | | Level 2 | | Level 3(1) |
Assets | | | | | | | | |
Common Stocks | | | | | | | | |
Automobiles & Components | | $ 18,467,080 | | $ 18,467,080 | | $ — | | $ — |
Banks | | 35,317,614 | | 35,317,614 | | — | | — |
Capital Goods | | 255,217,007 | | 225,939,005 | | 19,636,502 | | 9,641,500 |
Commercial & Professional Services | | 16,843,589 | | 16,843,589 | | — | | — |
Consumer Discretionary Distribution & Retail | | 201,897,564 | | 196,647,196 | | — | | 5,250,368 |
Consumer Durables & Apparel | | 50,406,270 | | 50,406,270 | | — | | — |
Consumer Services | | 84,334,249 | | 84,334,249 | | — | | — |
Consumer Staples Distribution & Retail | | 18,689,791 | | 18,689,791 | | — | | — |
Energy | | 149,143,325 | | 149,143,325 | | — | | — |
Equity Real Estate Investment Trusts (REITs) | | 91,794,760 | | 91,794,760 | | — | | — |
Financial Services | | 262,221,983 | | 262,221,983 | | — | | — |
Food, Beverage & Tobacco | | 117,188,951 | | 117,188,951 | | — | | — |
Health Care Equipment & Services | | 201,078,665 | | 201,078,665 | | — | | — |
Household & Personal Products | | 79,905,493 | | 60,903,938 | | 19,001,555 | | — |
Insurance | | 158,136,787 | | 158,136,787 | | — | | — |
Materials | | 120,724,700 | | 111,105,313 | | 9,619,387 | | — |
Media & Entertainment | | 311,970,954 | | 311,970,954 | | — | | — |
Pharmaceuticals, Biotechnology & Life Sciences | | 244,646,603 | | 231,907,805 | | 12,738,798 | | — |
Real Estate Management & Development | | 7,130,401 | | 7,130,401 | | — | | — |
Semiconductors & Semiconductor Equipment | | 409,943,613 | | 409,943,613 | | — | | — |
Software & Services | | 324,214,439 | | 324,214,363 | | — | | 76 |
Technology Hardware & Equipment | | 294,553,885 | | 287,045,615 | | 7,508,270 | | — |
Telecommunication Services | | 31,201,478 | | 31,201,478 | | — | | — |
Transportation | | 88,522,914 | | 88,522,914 | | — | | — |
Utilities | | 57,130,886 | | 39,758,573 | | 17,372,313 | | — |
Convertible Preferred Stocks | | 55 | | — | | — | | 55 |
Short-Term Investments | | 22,584,119 | | — | | 22,584,119 | | — |
Futures Contracts(2) | | 296,211 | | 296,211 | | — | | — |
Total | | $ 3,653,563,386 | | $ 3,530,210,443 | | $ 108,460,944 | | $ 14,891,999 |
(1) | For the six-month period ended June 30, 2024, 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 the six-month period ended June 30, 2024 is not presented.
The accompanying notes are an integral part of these financial statements.
Hartford Disciplined Equity HLS Fund
Schedule of Investments
June 30, 2024 (Unaudited)
Shares or Principal Amount | | Market Value† |
COMMON STOCKS - 99.7% |
| Banks - 4.5% |
1,112,704 | Bank of America Corp. | $ 44,252,238 |
359,090 | JP Morgan Chase & Co. | 72,629,543 |
103,272 | PNC Financial Services Group, Inc. | 16,056,731 |
| | | 132,938,512 |
| Capital Goods - 7.4% |
147,844 | AMETEK, Inc. | 24,647,073 |
65,919 | Deere & Co. | 24,629,316 |
181,957 | Emerson Electric Co. | 20,044,383 |
122,621 | GE Vernova, Inc.* | 21,030,728 |
125,499 | General Dynamics Corp. | 36,412,280 |
73,416 | IDEX Corp. | 14,771,299 |
78,588 | Illinois Tool Works, Inc. | 18,622,213 |
301,694 | Ingersoll Rand, Inc. | 27,405,883 |
318,908 | RTX Corp. | 32,015,174 |
| | | 219,578,349 |
| Commercial & Professional Services - 0.9% |
132,191 | Republic Services, Inc. | 25,689,999 |
| Consumer Discretionary Distribution & Retail - 7.3% |
775,953 | Amazon.com, Inc.* | 149,952,917 |
10,933 | AutoZone, Inc.* | 32,406,505 |
306,601 | TJX Cos., Inc. | 33,756,770 |
38,805 | Tory Burch LLC*(1)(2) | 1,769,510 |
| | | 217,885,702 |
| Consumer Durables & Apparel - 0.6% |
224,499 | NIKE, Inc. Class B | 16,920,490 |
| Consumer Services - 1.9% |
109,469 | Marriott International, Inc. Class A | 26,466,320 |
116,222 | McDonald's Corp. | 29,618,015 |
| | | 56,084,335 |
| Energy - 3.0% |
163,402 | Chesapeake Energy Corp. | 13,430,010 |
284,349 | ConocoPhillips | 32,523,839 |
225,274 | EOG Resources, Inc. | 28,355,239 |
116,813 | Phillips 66 | 16,490,491 |
| | | 90,799,579 |
| Equity Real Estate Investment Trusts (REITs) - 1.4% |
187,078 | Iron Mountain, Inc. REIT | 16,765,930 |
238,951 | Welltower, Inc. REIT | 24,910,642 |
| | | 41,676,572 |
| Financial Services - 5.3% |
154,413 | American Express Co. | 35,754,330 |
400,877 | Charles Schwab Corp. | 29,540,626 |
131,495 | Mastercard, Inc. Class A | 58,010,335 |
368,901 | Morgan Stanley | 35,853,488 |
| | | 159,158,779 |
| Food, Beverage & Tobacco - 2.0% |
463,677 | Brown-Forman Corp. Class B | 20,026,209 |
102,314 | Constellation Brands, Inc. Class A | 26,323,346 |
289,602 | Monster Beverage Corp.* | 14,465,620 |
| | | 60,815,175 |
| Health Care Equipment & Services - 5.4% |
342,197 | Abbott Laboratories | 35,557,690 |
477,204 | Boston Scientific Corp.* | 36,749,480 |
115,886 | Cencora, Inc. | 26,109,116 |
120,717 | UnitedHealth Group, Inc. | 61,476,339 |
| | | 159,892,625 |
Shares or Principal Amount | | Market Value† |
COMMON STOCKS - 99.7% - (continued) |
| Household & Personal Products - 2.9% |
246,429 | Estee Lauder Cos., Inc. Class A | $ 26,220,046 |
363,795 | Procter & Gamble Co. | 59,997,071 |
| | | 86,217,117 |
| Insurance - 2.5% |
223,105 | Arch Capital Group Ltd.* | 22,509,063 |
93,252 | Chubb Ltd. | 23,786,720 |
138,428 | Progressive Corp. | 28,752,880 |
| | | 75,048,663 |
| Materials - 1.8% |
372,956 | Freeport-McMoRan, Inc. | 18,125,661 |
78,638 | Linde PLC | 34,507,141 |
| | | 52,632,802 |
| Media & Entertainment - 9.2% |
818,825 | Alphabet, Inc. Class A | 149,148,974 |
168,419 | Meta Platforms, Inc. Class A | 84,920,228 |
59,062 | Netflix, Inc.* | 39,859,762 |
| | | 273,928,964 |
| Pharmaceuticals, Biotechnology & Life Sciences - 8.8% |
128,539 | Danaher Corp. | 32,115,469 |
85,606 | Eli Lilly & Co. | 77,505,960 |
355,705 | Merck & Co., Inc. | 44,036,279 |
22,210 | Regeneron Pharmaceuticals, Inc.* | 23,343,377 |
58,423 | Thermo Fisher Scientific, Inc. | 32,307,919 |
55,379 | Vertex Pharmaceuticals, Inc.* | 25,957,245 |
156,086 | Zoetis, Inc. | 27,059,069 |
| | | 262,325,318 |
| Semiconductors & Semiconductor Equipment - 11.5% |
47,930 | Broadcom, Inc. | 76,953,053 |
48,212 | KLA Corp. | 39,751,276 |
1,539,135 | NVIDIA Corp. | 190,144,738 |
182,720 | Texas Instruments, Inc. | 35,544,521 |
| | | 342,393,588 |
| Software & Services - 11.1% |
79,295 | Accenture PLC Class A | 24,058,896 |
502,914 | Microsoft Corp. | 224,777,412 |
55,224 | Roper Technologies, Inc. | 31,127,560 |
118,398 | Salesforce, Inc. | 30,440,126 |
84,636 | Workday, Inc. Class A* | 18,921,224 |
| | | 329,325,218 |
| Technology Hardware & Equipment - 9.4% |
1,001,887 | Apple, Inc. | 211,017,440 |
133,619 | CDW Corp. | 29,909,277 |
100,338 | Motorola Solutions, Inc. | 38,735,485 |
| | | 279,662,202 |
| Utilities - 2.8% |
235,251 | Atmos Energy Corp. | 27,442,029 |
295,535 | Duke Energy Corp. | 29,621,473 |
1,490,447 | PG&E Corp. | 26,023,205 |
| | | 83,086,707 |
| Total Common Stocks (cost $1,636,331,280) | | $ 2,966,060,696 |
CONVERTIBLE PREFERRED STOCKS - 0.1% |
| Software & Services - 0.1% |
287,204 | Lookout, Inc. Series F*(1)(2)(3) | $ 2,320,608 |
| Total Convertible Preferred Stocks (cost $3,280,760) | | $ 2,320,608 |
The accompanying notes are an integral part of these financial statements.
Hartford Disciplined Equity HLS Fund
Schedule of Investments – (continued)
June 30, 2024 (Unaudited)
Shares or Principal Amount | | Market Value† |
PREFERRED STOCKS - 0.1% |
| Health Care Equipment & Services - 0.1% |
1,871,878 | Lumeris Group Holdings Corp.*(1)(2)(3) | $ 3,257,068 |
| Total Preferred Stocks (cost $2,960,001) | | $ 3,257,068 |
| Total Long-Term Investments (cost $1,642,572,041) | | $ 2,971,638,372 |
SHORT-TERM INVESTMENTS - 0.0% |
| Repurchase Agreements - 0.0% |
$ 1,486,155 | Fixed Income Clearing Corp. Repurchase Agreement dated 06/28/2024 at 5.31%, due on 07/01/2024 with a maturity value of $1,486,813; collateralized by U.S. Treasury Note at 4.38%, maturing 08/15/2026, with a market value of $1,515,950 | $ 1,486,155 |
| Total Short-Term Investments (cost $1,486,155) | $ 1,486,155 |
| Total Investments (cost $1,644,058,196) | 99.9% | $ 2,973,124,527 |
| Other Assets and Liabilities | 0.1% | 2,135,384 |
| Net Assets | 100.0% | $ 2,975,259,911 |
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.
* | Non-income producing. |
(1) | 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 $7,347,186 or 0.2% of net assets. |
Period Acquired | | Security Name | | Shares/ Par Value | | Total Cost | | Market Value |
07/2014 | | Lookout, Inc. Series F Convertible Preferred | | 287,204 | | $ 3,280,760 | | $ 2,320,608 |
05/2014 | | Lumeris Group Holdings Corp. Preferred | | 1,871,878 | | 2,960,001 | | 3,257,068 |
11/2013 | | Tory Burch LLC | | 38,805 | | 3,041,403 | | 1,769,510 |
| | | | | | $ 9,282,164 | | $ 7,347,186 |
(2) | Investment valued using significant unobservable inputs. |
(3) | Currently no rate available. |
† | 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 Disciplined Equity HLS Fund
Schedule of Investments – (continued)
June 30, 2024 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2024 in valuing the Fund’s investments.
Description | | Total | | Level 1 | | Level 2 | | Level 3(1) |
Assets | | | | | | | | |
Common Stocks | | | | | | | | |
Banks | | $ 132,938,512 | | $ 132,938,512 | | $ — | | $ — |
Capital Goods | | 219,578,349 | | 219,578,349 | | — | | — |
Commercial & Professional Services | | 25,689,999 | | 25,689,999 | | — | | — |
Consumer Discretionary Distribution & Retail | | 217,885,702 | | 216,116,192 | | — | | 1,769,510 |
Consumer Durables & Apparel | | 16,920,490 | | 16,920,490 | | — | | — |
Consumer Services | | 56,084,335 | | 56,084,335 | | — | | — |
Energy | | 90,799,579 | | 90,799,579 | | — | | — |
Equity Real Estate Investment Trusts (REITs) | | 41,676,572 | | 41,676,572 | | — | | — |
Financial Services | | 159,158,779 | | 159,158,779 | | — | | — |
Food, Beverage & Tobacco | | 60,815,175 | | 60,815,175 | | — | | — |
Health Care Equipment & Services | | 159,892,625 | | 159,892,625 | | — | | — |
Household & Personal Products | | 86,217,117 | | 86,217,117 | | — | | — |
Insurance | | 75,048,663 | | 75,048,663 | | — | | — |
Materials | | 52,632,802 | | 52,632,802 | | — | | — |
Media & Entertainment | | 273,928,964 | | 273,928,964 | | — | | — |
Pharmaceuticals, Biotechnology & Life Sciences | | 262,325,318 | | 262,325,318 | | — | | — |
Semiconductors & Semiconductor Equipment | | 342,393,588 | | 342,393,588 | | — | | — |
Software & Services | | 329,325,218 | | 329,325,218 | | — | | — |
Technology Hardware & Equipment | | 279,662,202 | | 279,662,202 | | — | | — |
Utilities | | 83,086,707 | | 83,086,707 | | — | | — |
Convertible Preferred Stocks | | 2,320,608 | | — | | — | | 2,320,608 |
Preferred Stocks | | 3,257,068 | | — | | — | | 3,257,068 |
Short-Term Investments | | 1,486,155 | | — | | 1,486,155 | | — |
Total | | $ 2,973,124,527 | | $ 2,964,291,186 | | $ 1,486,155 | | $ 7,347,186 |
(1) | For the six-month period ended June 30, 2024, 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 the six-month period ended June 30, 2024 is not presented.
The accompanying notes are an integral part of these financial statements.
Hartford Dividend and Growth HLS Fund
Schedule of Investments
June 30, 2024 (Unaudited)
Shares or Principal Amount | | Market Value† |
COMMON STOCKS - 97.6% |
| Banks - 6.8% |
1,230,824 | Bank of America Corp. | $ 48,949,870 |
406,168 | JP Morgan Chase & Co. | 82,151,540 |
1,730,350 | Wells Fargo & Co. | 102,765,487 |
| | | 233,866,897 |
| Capital Goods - 7.5% |
194,011 | Airbus SE | 26,627,359 |
131,721 | General Dynamics Corp. | 38,217,531 |
168,073 | Honeywell International, Inc. | 35,890,309 |
531,220 | Johnson Controls International PLC | 35,310,193 |
93,110 | Lockheed Martin Corp. | 43,491,681 |
490,437 | Otis Worldwide Corp. | 47,209,466 |
214,457 | Westinghouse Air Brake Technologies Corp. | 33,894,929 |
| | | 260,641,468 |
| Consumer Discretionary Distribution & Retail - 3.2% |
124,599 | Home Depot, Inc. | 42,891,960 |
92,706 | Lowe's Cos., Inc. | 20,437,965 |
417,840 | TJX Cos., Inc. | 46,004,184 |
| | | 109,334,109 |
| Consumer Services - 0.3% |
2,400 | Booking Holdings, Inc. | 9,507,600 |
| Consumer Staples Distribution & Retail - 0.5% |
258,304 | Sysco Corp. | 18,440,323 |
| Energy - 8.4% |
257,121 | Chevron Corp. | 40,218,867 |
520,690 | ConocoPhillips | 59,556,522 |
1,591,061 | Coterra Energy, Inc. | 42,433,597 |
249,501 | Diamondback Energy, Inc. | 49,947,605 |
838,943 | TotalEnergies SE ADR | 55,940,719 |
1,030,535 | Williams Cos., Inc. | 43,797,738 |
| | | 291,895,048 |
| Equity Real Estate Investment Trusts (REITs) - 3.0% |
269,821 | American Tower Corp. REIT | 52,447,806 |
1,087,805 | Host Hotels & Resorts, Inc. REIT | 19,558,734 |
115,245 | Public Storage REIT | 33,150,224 |
| | | 105,156,764 |
| Financial Services - 7.2% |
231,782 | American Express Co. | 53,669,122 |
37,880 | BlackRock, Inc. | 29,823,682 |
212,489 | Charles Schwab Corp. | 15,658,315 |
542,222 | Morgan Stanley | 52,698,556 |
94,664 | S&P Global, Inc. | 42,220,144 |
212,905 | Visa, Inc. Class A | 55,881,175 |
| | | 249,950,994 |
| Food, Beverage & Tobacco - 4.3% |
925,444 | Keurig Dr Pepper, Inc. | 30,909,830 |
280,353 | Mondelez International, Inc. Class A | 18,346,300 |
553,189 | Philip Morris International, Inc. | 56,054,641 |
739,301 | Tyson Foods, Inc. Class A | 42,243,659 |
| | | 147,554,430 |
| Health Care Equipment & Services - 7.0% |
155,754 | Becton Dickinson & Co. | 36,401,267 |
94,516 | Elevance Health, Inc. | 51,214,440 |
120,751 | HCA Healthcare, Inc. | 38,794,881 |
561,874 | Medtronic PLC | 44,225,103 |
138,800 | UnitedHealth Group, Inc. | 70,685,288 |
| | | 241,320,979 |
Shares or Principal Amount | | Market Value† |
COMMON STOCKS - 97.6% - (continued) |
| Household & Personal Products - 2.2% |
884,915 | Kenvue, Inc. | $ 16,087,755 |
1,079,337 | Unilever PLC ADR | 59,352,741 |
| | | 75,440,496 |
| Insurance - 3.0% |
525,868 | American International Group, Inc. | 39,040,440 |
85,178 | Chubb Ltd. | 21,727,204 |
555,755 | Principal Financial Group, Inc. | 43,598,980 |
| | | 104,366,624 |
| Materials - 4.2% |
3,546,190 | Amcor PLC | 34,681,738 |
594,684 | BHP Group Ltd. ADR(1) | 33,950,510 |
261,405 | Celanese Corp. | 35,260,920 |
737,806 | FMC Corp. | 42,460,735 |
| | | 146,353,903 |
| Media & Entertainment - 7.1% |
815,720 | Alphabet, Inc. Class A | 148,583,398 |
659,926 | Comcast Corp. Class A | 25,842,702 |
443,792 | Omnicom Group, Inc. | 39,808,143 |
302,360 | Walt Disney Co. | 30,021,324 |
| | | 244,255,567 |
| Pharmaceuticals, Biotechnology & Life Sciences - 7.1% |
241,997 | Agilent Technologies, Inc. | 31,370,071 |
653,903 | AstraZeneca PLC ADR | 50,997,895 |
203,350 | Gilead Sciences, Inc. | 13,951,843 |
460,747 | Merck & Co., Inc. | 57,040,479 |
404,006 | Novartis AG ADR | 43,010,479 |
1,717,962 | Pfizer, Inc. | 48,068,577 |
| | | 244,439,344 |
| Semiconductors & Semiconductor Equipment - 6.3% |
239,778 | Micron Technology, Inc. | 31,538,000 |
185,653 | NXP Semiconductors NV | 49,957,366 |
405,241 | QUALCOMM, Inc. | 80,715,902 |
293,531 | Texas Instruments, Inc. | 57,100,586 |
| | | 219,311,854 |
| Software & Services - 7.2% |
92,252 | Accenture PLC Class A | 27,990,179 |
786,197 | Cognizant Technology Solutions Corp. Class A | 53,461,396 |
372,696 | Microsoft Corp. | 166,576,477 |
| | | 248,028,052 |
| Technology Hardware & Equipment - 5.1% |
468,092 | Apple, Inc. | 98,589,537 |
1,610,957 | Cisco Systems, Inc. | 76,536,567 |
| | | 175,126,104 |
| Telecommunication Services - 0.9% |
144,996 | T-Mobile U.S., Inc. | 25,545,395 |
185,129 | Verizon Communications, Inc. | 7,634,720 |
| | | 33,180,115 |
| Transportation - 1.0% |
742,845 | Delta Air Lines, Inc. | 35,240,567 |
| Utilities - 5.3% |
628,645 | American Electric Power Co., Inc. | 55,157,312 |
58,879 | Constellation Energy Corp. | 11,791,697 |
405,700 | Duke Energy Corp. | 40,663,311 |
954,582 | Exelon Corp. | 33,038,083 |
544,606 | Sempra | 41,422,733 |
| | | 182,073,136 |
| Total Common Stocks (cost $2,080,331,224) | | $ 3,375,484,374 |
The accompanying notes are an integral part of these financial statements.
Hartford Dividend and Growth HLS Fund
Schedule of Investments – (continued)
June 30, 2024 (Unaudited)
Shares or Principal Amount | | Market Value† |
SHORT-TERM INVESTMENTS - 0.6% |
| Repurchase Agreements - 0.5% |
$ 16,109,079 | Fixed Income Clearing Corp. Repurchase Agreement dated 06/28/2024 at 5.31%, due on 07/01/2024 with a maturity value of $16,116,207; collateralized by U.S. Treasury Note at 1.50%, maturing 08/15/2026, with a market value of $16,431,425 | $ 16,109,079 |
| Securities Lending Collateral - 0.1% |
801,270 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 5.21%(2) | 801,270 |
2,670,900 | HSBC U.S. Government Money Market Fund, Institutional Class, 5.22%(2) | 2,670,900 |
801,270 | Invesco Government & Agency Portfolio, Institutional Class, 5.23%(2) | 801,270 |
801,270 | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 5.22%(2) | 801,270 |
| | | 5,074,710 |
| Total Short-Term Investments (cost $21,183,789) | $ 21,183,789 |
| Total Investments (cost $2,101,515,013) | 98.2% | $ 3,396,668,163 |
| Other Assets and Liabilities | 1.8% | 62,935,020 |
| Net Assets | 100.0% | $ 3,459,603,183 |
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 Hartford Funds Management Company, LLC 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. |
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2024 in valuing the Fund’s investments.
Description | | Total | | Level 1 | | Level 2 | | Level 3(1) |
Assets | | | | | | | | |
Common Stocks | | | | | | | | |
Banks | | $ 233,866,897 | | $ 233,866,897 | | $ — | | $ — |
Capital Goods | | 260,641,468 | | 234,014,109 | | 26,627,359 | | — |
Consumer Discretionary Distribution & Retail | | 109,334,109 | | 109,334,109 | | — | | — |
Consumer Services | | 9,507,600 | | 9,507,600 | | — | | — |
Consumer Staples Distribution & Retail | | 18,440,323 | | 18,440,323 | | — | | — |
Energy | | 291,895,048 | | 291,895,048 | | — | | — |
Equity Real Estate Investment Trusts (REITs) | | 105,156,764 | | 105,156,764 | | — | | — |
Financial Services | | 249,950,994 | | 249,950,994 | | — | | — |
Food, Beverage & Tobacco | | 147,554,430 | | 147,554,430 | | — | | — |
Health Care Equipment & Services | | 241,320,979 | | 241,320,979 | | — | | — |
Household & Personal Products | | 75,440,496 | | 75,440,496 | | — | | — |
Insurance | | 104,366,624 | | 104,366,624 | | — | | — |
Materials | | 146,353,903 | | 146,353,903 | | — | | — |
Media & Entertainment | | 244,255,567 | | 244,255,567 | | — | | — |
Pharmaceuticals, Biotechnology & Life Sciences | | 244,439,344 | | 244,439,344 | | — | | — |
Semiconductors & Semiconductor Equipment | | 219,311,854 | | 219,311,854 | | — | | — |
Software & Services | | 248,028,052 | | 248,028,052 | | — | | — |
Technology Hardware & Equipment | | 175,126,104 | | 175,126,104 | | — | | — |
Telecommunication Services | | 33,180,115 | | 33,180,115 | | — | | — |
Transportation | | 35,240,567 | | 35,240,567 | | — | | — |
Utilities | | 182,073,136 | | 182,073,136 | | — | | — |
Short-Term Investments | | 21,183,789 | | 5,074,710 | | 16,109,079 | | — |
Total | | $ 3,396,668,163 | | $ 3,353,931,725 | | $ 42,736,438 | | $ — |
(1) | For the six-month period ended June 30, 2024, there were no transfers in and out of Level 3. |
The accompanying notes are an integral part of these financial statements.
Hartford Healthcare HLS Fund
Schedule of Investments
June 30, 2024 (Unaudited)
Shares or Principal Amount | | Market Value† |
COMMON STOCKS - 98.7% |
| Biotechnology - 22.1% |
18,290 | AbbVie, Inc. | $ 3,137,101 |
15,770 | Akero Therapeutics, Inc.* | 369,964 |
18,674 | Alkermes PLC* | 450,043 |
4,655 | Alnylam Pharmaceuticals, Inc.* | 1,131,165 |
1,815 | Amgen, Inc. | 567,097 |
11,762 | Apellis Pharmaceuticals, Inc.* | 451,190 |
3,507 | Argenx SE ADR* | 1,508,150 |
5,074 | Ascendis Pharma AS ADR* | 691,992 |
63,537 | Autolus Therapeutics PLC ADR* | 221,109 |
13,945 | Avidity Biosciences, Inc.* | 569,653 |
4,920 | Biogen, Inc.* | 1,140,554 |
3,692 | Blueprint Medicines Corp.* | 397,924 |
9,760 | Bridgebio Pharma, Inc.* | 247,221 |
18,852 | Celldex Therapeutics, Inc.* | 697,713 |
13,455 | Crinetics Pharmaceuticals, Inc.* | 602,649 |
8,845 | Cytokinetics, Inc.* | 479,222 |
10,085 | Disc Medicine, Inc.* | 454,531 |
11,705 | Exact Sciences Corp.* | 494,536 |
1,314 | Genmab AS* | 329,280 |
12,457 | Genus PLC | 258,575 |
40,100 | Immatics NV* | 465,962 |
12,397 | Immunocore Holdings PLC ADR* | 420,134 |
6,063 | Legend Biotech Corp. ADR* | 268,530 |
9,252 | Merus NV* | 547,441 |
3,741 | Moderna, Inc.* | 444,244 |
6,294 | MoonLake Immunotherapeutics* | 276,747 |
7,182 | Morphic Holding, Inc.* | 244,691 |
2,585 | Natera, Inc.* | 279,930 |
4,375 | Nuvalent, Inc. Class A* | 331,888 |
10,113 | PTC Therapeutics, Inc.* | 309,256 |
2,397 | Regeneron Pharmaceuticals, Inc.* | 2,519,319 |
19,675 | REVOLUTION Medicines, Inc.* | 763,587 |
20,485 | Rocket Pharmaceuticals, Inc.* | 441,042 |
4,778 | Sarepta Therapeutics, Inc.* | 754,924 |
101,807 | Savara, Inc.* | 410,282 |
16,400 | Sichuan Kelun-Biotech Biopharmaceutical Co. Ltd.* | 344,739 |
9,240 | Soleno Therapeutics, Inc.*(1) | 376,992 |
18,936 | Syndax Pharmaceuticals, Inc.* | 388,756 |
10,821 | Ultragenyx Pharmaceutical, Inc.* | 444,743 |
3,236 | United Therapeutics Corp.* | 1,030,828 |
8,340 | Vaxcyte, Inc.* | 629,753 |
17,754 | Veracyte, Inc.* | 384,729 |
7,629 | Vertex Pharmaceuticals, Inc.* | 3,575,865 |
11,492 | Xenon Pharmaceuticals, Inc.* | 448,073 |
12,948 | Zai Lab Ltd. ADR* | 224,389 |
| | | 30,526,513 |
| Health Care Distributors - 1.9% |
11,986 | Cencora, Inc. | 2,700,446 |
| Health Care Equipment - 13.3% |
7,826 | Abbott Laboratories | 813,200 |
59,962 | Boston Scientific Corp.* | 4,617,674 |
18,267 | Dexcom, Inc.* | 2,071,112 |
5,139 | DiaSorin SpA | 511,227 |
31,107 | Edwards Lifesciences Corp.* | 2,873,354 |
13,820 | Hologic, Inc.* | 1,026,135 |
2,304 | Inspire Medical Systems, Inc.* | 308,344 |
4,850 | Insulet Corp.* | 978,730 |
4,140 | Intuitive Surgical, Inc.* | 1,841,679 |
9,912 | Stryker Corp. | 3,372,558 |
| | | 18,414,013 |
| Health Care Facilities - 5.1% |
26,857 | Acadia Healthcare Co., Inc.* | 1,813,922 |
11,169 | Encompass Health Corp. | 958,189 |
10,333 | HCA Healthcare, Inc. | 3,319,786 |
Shares or Principal Amount | | Market Value† |
COMMON STOCKS - 98.7% - (continued) |
| Health Care Facilities - 5.1% - (continued) |
13,695 | PACS Group, Inc.* | $ 404,002 |
22,246 | Surgery Partners, Inc.* | 529,232 |
| | | 7,025,131 |
| Health Care Services - 3.2% |
6,682 | Addus HomeCare Corp.* | 775,847 |
104,307 | agilon health, Inc.* | 682,168 |
5,582 | Labcorp Holdings, Inc. | 1,135,993 |
114,665 | LifeStance Health Group, Inc.* | 563,005 |
28,425 | Option Care Health, Inc.* | 787,372 |
26,250 | Privia Health Group, Inc.* | 456,225 |
| | | 4,400,610 |
| Health Care Technology - 0.5% |
35,390 | Evolent Health, Inc. Class A* | 676,657 |
| Life Sciences Tools & Services - 10.3% |
12,412 | Agilent Technologies, Inc. | 1,608,968 |
6,151 | Bio-Techne Corp. | 440,719 |
19,798 | Danaher Corp. | 4,946,530 |
5,367 | ICON PLC* | 1,682,394 |
16,023 | Qiagen NV* | 658,385 |
4,455 | Repligen Corp.* | 561,597 |
1,230 | Tecan Group AG | 411,825 |
7,080 | Thermo Fisher Scientific, Inc. | 3,915,240 |
| | | 14,225,658 |
| Managed Health Care - 11.2% |
32,117 | Centene Corp.* | 2,129,357 |
5,906 | Humana, Inc. | 2,206,777 |
6,005 | Molina Healthcare, Inc.* | 1,785,286 |
18,553 | UnitedHealth Group, Inc. | 9,448,301 |
| | | 15,569,721 |
| Pharmaceuticals - 31.1% |
80,185 | Astellas Pharma, Inc. | 791,084 |
35,341 | AstraZeneca PLC ADR | 2,756,245 |
23,800 | Chugai Pharmaceutical Co. Ltd. | 847,479 |
39,992 | Daiichi Sankyo Co. Ltd. | 1,389,871 |
20,809 | Eisai Co. Ltd. | 856,574 |
44,519 | Elanco Animal Health, Inc.* | 642,409 |
19,235 | Eli Lilly & Co. | 17,414,984 |
18,241 | Galderma Group AG* | 1,501,591 |
52,958 | GSK PLC | 1,018,605 |
18,330 | Longboard Pharmaceuticals, Inc.* | 495,460 |
62,899 | Merck & Co., Inc. | 7,786,896 |
5,992 | Novartis AG | 637,978 |
5,543 | Novo Nordisk AS Class B | 793,119 |
20,700 | Otsuka Holdings Co. Ltd. | 874,508 |
24,967 | Pfizer, Inc. | 698,577 |
14,348 | Structure Therapeutics, Inc. ADR* | 563,446 |
5,926 | UCB SA | 879,933 |
27,773 | Verona Pharma PLC ADR* | 401,597 |
15,417 | Zoetis, Inc. | 2,672,691 |
| | | 43,023,047 |
| Total Common Stocks (cost $91,189,720) | | $ 136,561,796 |
RIGHTS - 0.0% |
| Health Care Equipment - 0.0% |
885 | Abiomed, Inc. CVR*(2)(3)(4) | $ 903 |
| Total Rights (cost $903) | | $ 903 |
| Total Long-Term Investments (cost $91,190,623) | | $ 136,562,699 |
The accompanying notes are an integral part of these financial statements.
Hartford Healthcare HLS Fund
Schedule of Investments – (continued)
June 30, 2024 (Unaudited)
Shares or Principal Amount | | Market Value† |
SHORT-TERM INVESTMENTS - 0.4% |
| Repurchase Agreements - 0.3% |
$ 428,855 | Fixed Income Clearing Corp. Repurchase Agreement dated 06/28/2024 at 5.31%, due on 07/01/2024 with a maturity value of $429,045; collateralized by U.S. Treasury Note at 1.50%, maturing 08/15/2026, with a market value of $437,531 | $ 428,855 |
| Securities Lending Collateral - 0.1% |
23,726 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 5.21%(5) | 23,726 |
79,088 | HSBC U.S. Government Money Market Fund, Institutional Class, 5.22%(5) | 79,088 |
23,726 | Invesco Government & Agency Portfolio, Institutional Class, 5.23%(5) | 23,726 |
23,726 | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 5.22%(5) | 23,726 |
| | | 150,266 |
| Total Short-Term Investments (cost $579,121) | $ 579,121 |
| Total Investments (cost $91,769,744) | 99.1% | $ 137,141,820 |
| Other Assets and Liabilities | 0.9% | 1,183,515 |
| Net Assets | 100.0% | $ 138,325,335 |
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 Hartford Funds Management Company, LLC 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.
* | Non-income producing. |
(1) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(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 $903 or 0.0% of net assets. |
Period Acquired | | Security Name | | Shares/ Par Value | | Total Cost | | Market Value |
12/2022 | | Abiomed, Inc. CVR | | 885 | | $ 903 | | $ 903 |
(3) | Investment valued using significant unobservable inputs. |
(4) | Currently no expiration date available. |
(5) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2024 in valuing the Fund’s investments.
Description | | Total | | Level 1 | | Level 2 | | Level 3(1) |
Assets | | | | | | | | |
Common Stocks | | | | | | | | |
Biotechnology | | $ 30,526,513 | | $ 29,593,919 | | $ 932,594 | | $ — |
Health Care Distributors | | 2,700,446 | | 2,700,446 | | — | | — |
Health Care Equipment | | 18,414,013 | | 17,902,786 | | 511,227 | | — |
Health Care Facilities | | 7,025,131 | | 7,025,131 | | — | | — |
Health Care Services | | 4,400,610 | | 4,400,610 | | — | | — |
Health Care Technology | | 676,657 | | 676,657 | | — | | — |
Life Sciences Tools & Services | | 14,225,658 | | 13,813,833 | | 411,825 | | — |
Managed Health Care | | 15,569,721 | | 15,569,721 | | — | | — |
Pharmaceuticals | | 43,023,047 | | 34,933,896 | | 8,089,151 | | — |
Rights | | 903 | | — | | — | | 903 |
Short-Term Investments | | 579,121 | | 150,266 | | 428,855 | | — |
Total | | $ 137,141,820 | | $ 126,767,265 | | $ 10,373,652 | | $ 903 |
(1) | For the six-month period ended June 30, 2024, 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 the six-month period ended June 30, 2024 is not presented.
The accompanying notes are an integral part of these financial statements.
Hartford International Opportunities HLS Fund
Schedule of Investments
June 30, 2024 (Unaudited)
Shares or Principal Amount | | Market Value† |
COMMON STOCKS - 97.8% |
| Australia - 1.3% |
173,194 | Rio Tinto PLC | $ 11,364,690 |
| Brazil - 1.1% |
2,814 | MercadoLibre, Inc.* | 4,624,528 |
273,719 | XP, Inc. Class A | 4,814,717 |
| | | 9,439,245 |
| Canada - 9.5% |
106,075 | Cameco Corp. | 5,219,040 |
145,917 | Canadian Pacific Kansas City Ltd. | 11,491,610 |
560,490 | Cenovus Energy, Inc. | 11,016,831 |
4,999 | Constellation Software, Inc. | 14,404,048 |
137,186 | RB Global, Inc. | 10,463,059 |
121,325 | Royal Bank of Canada | 12,916,916 |
122,500 | Shopify, Inc. Class A* | 8,095,629 |
65,466 | TFI International, Inc. | 9,505,622 |
| | | 83,112,755 |
| Chile - 0.5% |
372,931 | Lundin Mining Corp. | 4,151,704 |
| China - 4.6% |
585,226 | ENN Energy Holdings Ltd. | 4,820,691 |
305,205 | KE Holdings, Inc. ADR | 4,318,651 |
561,838 | Proya Cosmetics Co. Ltd. Class A | 8,563,013 |
467,191 | Tencent Holdings Ltd. | 22,163,694 |
| | | 39,866,049 |
| Denmark - 2.4% |
144,236 | Novo Nordisk AS Class B | 20,637,973 |
| France - 7.6% |
87,728 | Airbus SE | 12,040,374 |
141,923 | Bureau Veritas SA | 3,943,909 |
46,871 | Capgemini SE | 9,310,336 |
4,642 | Hermes International SCA | 10,721,282 |
19,041 | L'Oreal SA | 8,381,192 |
47,612 | Pernod Ricard SA | 6,496,165 |
203,346 | Renault SA | 10,428,546 |
328,198 | Vallourec SACA* | 5,159,288 |
| | | 66,481,092 |
| Germany - 12.1% |
55,602 | adidas AG | 13,275,898 |
58,662 | Allianz SE | 16,292,256 |
550,871 | Deutsche Telekom AG | 13,846,421 |
385,482 | Infineon Technologies AG | 14,147,307 |
42,430 | Merck KGaA | 7,016,879 |
285,275 | RWE AG | 9,786,459 |
77,669 | SAP SE | 15,601,805 |
83,891 | Siemens AG | 15,614,256 |
| | | 105,581,281 |
| Hong Kong - 1.6% |
1,193,400 | AIA Group Ltd. | 8,074,243 |
199,300 | Hong Kong Exchanges & Clearing Ltd. | 6,378,223 |
| | | 14,452,466 |
| India - 3.7% |
851,539 | Axis Bank Ltd. | 12,904,910 |
205,260 | Larsen & Toubro Ltd. | 8,718,955 |
297,928 | Reliance Industries Ltd. | 11,168,315 |
| | | 32,792,180 |
| Indonesia - 0.8% |
11,433,100 | Bank Central Asia Tbk. PT | 6,918,059 |
| Italy - 2.7% |
19,648 | Ferrari NV | 8,018,185 |
Shares or Principal Amount | | Market Value† |
COMMON STOCKS - 97.8% - (continued) |
| Italy - 2.7% - (continued) |
2,032,690 | Saipem SpA* | $ 5,212,407 |
274,795 | UniCredit SpA | 10,169,069 |
| | | 23,399,661 |
| Japan - 13.4% |
327,444 | Bandai Namco Holdings, Inc. | 6,415,068 |
248,000 | Dai-ichi Life Holdings, Inc. | 6,641,399 |
31,300 | Fast Retailing Co. Ltd. | 7,917,053 |
275,530 | ITOCHU Corp. | 13,544,548 |
30,222 | Keyence Corp. | 13,227,502 |
1,666,100 | Mitsubishi UFJ Financial Group, Inc. | 17,980,596 |
203,100 | Recruit Holdings Co. Ltd. | 10,928,232 |
376,300 | Renesas Electronics Corp. | 7,136,397 |
197,900 | Sony Group Corp. | 16,865,262 |
320,500 | Sumitomo Mitsui Trust Holdings, Inc. | 7,365,473 |
508,699 | T&D Holdings, Inc. | 8,885,475 |
| | | 116,907,005 |
| Netherlands - 4.5% |
21,226 | ASML Holding NV | 21,632,814 |
46,639 | EXOR NV | 4,871,771 |
75,751 | Wolters Kluwer NV | 12,509,387 |
| | | 39,013,972 |
| South Africa - 1.7% |
469,534 | Anglo American PLC | 14,837,496 |
| South Korea - 2.6% |
394,459 | Samsung Electronics Co. Ltd. | 23,215,402 |
| Spain - 1.4% |
917,357 | Iberdrola SA | 11,902,641 |
| Switzerland - 3.2% |
173,439 | Novartis AG | 18,466,333 |
7,283 | Partners Group Holding AG | 9,326,284 |
| | | 27,792,617 |
| Taiwan - 4.2% |
1,248,806 | Taiwan Semiconductor Manufacturing Co. Ltd. | 36,999,141 |
| Thailand - 1.0% |
2,499,773 | Kasikornbank PCL | 8,548,852 |
| United Kingdom - 11.2% |
69,869 | Ashtead Group PLC | 4,658,422 |
142,131 | AstraZeneca PLC | 22,120,268 |
913,146 | BAE Systems PLC | 15,209,933 |
1,951,236 | HSBC Holdings PLC | 16,843,070 |
133,081 | London Stock Exchange Group PLC | 15,780,520 |
120,623 | Reckitt Benckiser Group PLC | 6,525,606 |
309,882 | Unilever PLC | 17,008,596 |
| | | 98,146,415 |
| United States - 6.7% |
10,505 | ARM Holdings PLC ADR* | 1,718,828 |
27,806 | CyberArk Software Ltd.* | 7,602,717 |
98,938 | GFL Environmental, Inc. | 3,851,656 |
409,959 | GSK PLC | 7,885,237 |
20,768 | Linde PLC | 9,102,508 |
561,116 | Shell PLC | 20,220,559 |
25,540 | Spotify Technology SA* | 8,014,197 |
| | | 58,395,702 |
| Total Common Stocks (cost $665,522,925) | | $ 853,956,398 |
The accompanying notes are an integral part of these financial statements.
Hartford International Opportunities HLS Fund
Schedule of Investments – (continued)
June 30, 2024 (Unaudited)
Shares or Principal Amount | | Market Value† |
WARRANTS - 0.0% |
| Canada - 0.0% |
5,095 | Constellation Software, Inc. Expires 03/31/2040*(1)(2) | $ — |
| Total Warrants (cost $—) | | $ — |
| Total Long-Term Investments (cost $665,522,925) | | $ 853,956,398 |
SHORT-TERM INVESTMENTS - 0.4% |
| Repurchase Agreements - 0.4% |
$ 3,716,287 | Fixed Income Clearing Corp. Repurchase Agreement dated 06/28/2024 at 5.31%, due on 07/01/2024 with a maturity value of $3,717,931; collateralized by U.S. Treasury Note at 4.00%, maturing 01/31/2031, with a market value of $3,790,784 | $ 3,716,287 |
| Total Short-Term Investments (cost $3,716,287) | $ 3,716,287 |
| Total Investments (cost $669,239,212) | 98.2% | $ 857,672,685 |
| Other Assets and Liabilities | 1.8% | 16,034,367 |
| Net Assets | 100.0% | $ 873,707,052 |
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 Hartford Funds Management Company, LLC 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.
| |
* | Non-income producing. |
(1) | 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 $0 or 0.0% of net assets. |
Period Acquired | | Security Name | | Shares/ Par Value | | Total Cost | | Market Value |
08/2023 | | Constellation Software, Inc. Expires 03/31/2040 Warrants | | 5,095 | | $ — | | $ — |
(2) | Investment valued using significant unobservable inputs. |
† | 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, 2024 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2024 in valuing the Fund’s investments.
Description | | Total | | Level 1 | | Level 2 | | Level 3(1) |
Assets | | | | | | | | |
Common Stocks | | | | | | | | |
Australia | | $ 11,364,690 | | $ — | | $ 11,364,690 | | $ — |
Brazil | | 9,439,245 | | 9,439,245 | | — | | — |
Canada | | 83,112,755 | | 83,112,755 | | — | | — |
Chile | | 4,151,704 | | 4,151,704 | | — | | — |
China | | 39,866,049 | | 4,318,651 | | 35,547,398 | | — |
Denmark | | 20,637,973 | | — | | 20,637,973 | | — |
France | | 66,481,092 | | — | | 66,481,092 | | — |
Germany | | 105,581,281 | | — | | 105,581,281 | | — |
Hong Kong | | 14,452,466 | | — | | 14,452,466 | | — |
India | | 32,792,180 | | — | | 32,792,180 | | — |
Indonesia | | 6,918,059 | | — | | 6,918,059 | | — |
Italy | | 23,399,661 | | — | | 23,399,661 | | — |
Japan | | 116,907,005 | | — | | 116,907,005 | | — |
Netherlands | | 39,013,972 | | — | | 39,013,972 | | — |
South Africa | | 14,837,496 | | — | | 14,837,496 | | — |
South Korea | | 23,215,402 | | — | | 23,215,402 | | — |
Spain | | 11,902,641 | | — | | 11,902,641 | | — |
Switzerland | | 27,792,617 | | — | | 27,792,617 | | — |
Taiwan | | 36,999,141 | | — | | 36,999,141 | | — |
Thailand | | 8,548,852 | | 8,548,852 | | — | | — |
United Kingdom | | 98,146,415 | | — | | 98,146,415 | | — |
United States | | 58,395,702 | | 21,187,398 | | 37,208,304 | | — |
Warrants | | — | | — | | — | | — |
Short-Term Investments | | 3,716,287 | | — | | 3,716,287 | | — |
Total | | $ 857,672,685 | | $ 130,758,605 | | $ 726,914,080 | | $ — |
(1) | For the six-month period ended June 30, 2024, 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 the six-month period ended June 30, 2024 is not presented.
The accompanying notes are an integral part of these financial statements.
Schedule of Investments
June 30, 2024 (Unaudited)
Shares or Principal Amount | | Market Value† |
COMMON STOCKS - 102.3% |
| Automobiles & Components - 0.9% |
244,350 | Gentex Corp. | $ 8,237,038 |
| Banks - 0.6% |
34,752 | M&T Bank Corp. | 5,260,063 |
| Capital Goods - 10.8% |
18,482 | Acuity Brands, Inc. | 4,462,294 |
32,036 | Axon Enterprise, Inc.* | 9,426,272 |
103,638 | Fortive Corp. | 7,679,576 |
158,873 | Graco, Inc. | 12,595,451 |
45,925 | IDEX Corp. | 9,240,110 |
105,902 | Ingersoll Rand, Inc. | 9,620,138 |
26,908 | Lennox International, Inc. | 14,395,242 |
25,231 | Lincoln Electric Holdings, Inc. | 4,759,576 |
84,190 | Vertiv Holdings Co. | 7,288,328 |
20,863 | Watsco, Inc. | 9,664,576 |
68,313 | Westinghouse Air Brake Technologies Corp. | 10,796,870 |
| | | 99,928,433 |
| Commercial & Professional Services - 2.4% |
122,799 | Copart, Inc.* | 6,650,794 |
184,107 | Dayforce, Inc.*(1) | 9,131,707 |
130,359 | Rollins, Inc. | 6,360,216 |
| | | 22,142,717 |
| Consumer Discretionary Distribution & Retail - 4.2% |
105,776 | CarMax, Inc.* | 7,757,612 |
75,021 | Floor & Decor Holdings, Inc. Class A* | 7,457,838 |
8,759 | O'Reilly Automotive, Inc.* | 9,250,029 |
338,209 | Valvoline, Inc.* | 14,610,629 |
| | | 39,076,108 |
| Consumer Durables & Apparel - 3.4% |
14,359 | Deckers Outdoor Corp.* | 13,898,794 |
2,334 | NVR, Inc.* | 17,711,699 |
| | | 31,610,493 |
| Consumer Services - 6.6% |
77,816 | Choice Hotels International, Inc.(1) | 9,260,104 |
16,711 | Domino's Pizza, Inc. | 8,628,391 |
82,541 | DoorDash, Inc. Class A* | 8,978,810 |
560,392 | DraftKings, Inc. Class A* | 21,390,163 |
80,021 | Hyatt Hotels Corp. Class A | 12,156,790 |
| | | 60,414,258 |
| Energy - 3.9% |
222,188 | Antero Resources Corp.* | 7,249,994 |
187,841 | EQT Corp. | 6,946,360 |
171,548 | Targa Resources Corp. | 22,091,952 |
| | | 36,288,306 |
| Equity Real Estate Investment Trusts (REITs) - 1.1% |
85,233 | Lamar Advertising Co. Class A, REIT | 10,187,900 |
| Financial Services - 8.5% |
30,416 | Credit Acceptance Corp.* | 15,654,507 |
89,417 | Hamilton Lane, Inc. Class A | 11,050,153 |
42,443 | Morningstar, Inc. | 12,556,761 |
337,091 | Rocket Cos., Inc. Class A* | 4,618,147 |
145,274 | Tradeweb Markets, Inc. Class A | 15,399,044 |
107,423 | WEX, Inc.* | 19,028,910 |
| | | 78,307,522 |
| Food, Beverage & Tobacco - 1.6% |
135,290 | Celsius Holdings, Inc.* | 7,723,706 |
63,271 | Post Holdings, Inc.* | 6,590,307 |
| | | 14,314,013 |
Shares or Principal Amount | | Market Value† |
COMMON STOCKS - 102.3% - (continued) |
| Health Care Equipment & Services - 7.6% |
139,527 | Acadia Healthcare Co., Inc.* | $ 9,423,654 |
789,657 | agilon health, Inc.* | 5,164,357 |
164,717 | Dexcom, Inc.* | 18,675,614 |
80,811 | Inspire Medical Systems, Inc.* | 10,814,936 |
29,281 | Molina Healthcare, Inc.* | 8,705,241 |
93,642 | Veeva Systems, Inc. Class A* | 17,137,422 |
| | | 69,921,224 |
| Household & Personal Products - 1.6% |
69,563 | elf Beauty, Inc.* | 14,658,315 |
| Insurance - 2.4% |
9,671 | Markel Group, Inc.* | 15,238,208 |
45,396 | W R Berkley Corp. | 3,567,218 |
2,045 | White Mountains Insurance Group Ltd. | 3,716,685 |
| | | 22,522,111 |
| Materials - 1.0% |
55,657 | Ball Corp. | 3,340,533 |
138,335 | Element Solutions, Inc. | 3,751,645 |
40,104 | FMC Corp. | 2,307,985 |
| | | 9,400,163 |
| Media & Entertainment - 2.5% |
386,484 | Pinterest, Inc. Class A* | 17,032,350 |
62,266 | Trade Desk, Inc. Class A* | 6,081,520 |
| | | 23,113,870 |
| Pharmaceuticals, Biotechnology & Life Sciences - 11.2% |
289,906 | Apellis Pharmaceuticals, Inc.* | 11,120,794 |
101,031 | Bio-Techne Corp. | 7,238,871 |
297,508 | Exact Sciences Corp.* | 12,569,713 |
32,328 | ICON PLC* | 10,133,858 |
7,663 | Mettler-Toledo International, Inc.* | 10,709,732 |
51,604 | Neurocrine Biosciences, Inc.* | 7,104,323 |
284,743 | PTC Therapeutics, Inc.* | 8,707,441 |
29,325 | Repligen Corp.* | 3,696,710 |
24,038 | Sarepta Therapeutics, Inc.* | 3,798,004 |
229,957 | Ultragenyx Pharmaceutical, Inc.* | 9,451,233 |
26,367 | United Therapeutics Corp.* | 8,399,208 |
35,579 | Waters Corp.* | 10,322,179 |
| | | 103,252,066 |
| Semiconductors & Semiconductor Equipment - 8.4% |
38,147 | Enphase Energy, Inc.* | 3,803,638 |
85,973 | Entegris, Inc. | 11,640,744 |
113,882 | Lattice Semiconductor Corp.* | 6,604,017 |
120,197 | MKS Instruments, Inc. | 15,695,324 |
25,929 | Monolithic Power Systems, Inc. | 21,305,341 |
48,668 | Onto Innovation, Inc.* | 10,685,546 |
138,970 | Rambus, Inc.* | 8,165,877 |
| | | 77,900,487 |
| Software & Services - 16.6% |
4,880 | Atlassian Corp. Class A* | 863,174 |
80,942 | CyberArk Software Ltd.* | 22,131,162 |
203,034 | Datadog, Inc. Class A* | 26,331,480 |
199,973 | Dynatrace, Inc.* | 8,946,792 |
11,529 | Fair Isaac Corp.* | 17,162,761 |
24,797 | HubSpot, Inc.* | 14,625,023 |
533,955 | Informatica, Inc. Class A* | 16,488,530 |
63,071 | MongoDB, Inc.* | 15,765,227 |
104,866 | PTC, Inc.* | 19,051,006 |
11,455 | Tyler Technologies, Inc.* | 5,759,345 |
234,630 | Unity Software, Inc.* | 3,815,084 |
10,493 | VeriSign, Inc.* | 1,865,655 |
| | | 152,805,239 |
The accompanying notes are an integral part of these financial statements.
Schedule of Investments – (continued)
June 30, 2024 (Unaudited)
Shares or Principal Amount | | Market Value† |
COMMON STOCKS - 102.3% - (continued) |
| Technology Hardware & Equipment - 1.0% |
20,885 | CDW Corp. | $ 4,674,899 |
154,129 | Flex Ltd.* | 4,545,264 |
| | | 9,220,163 |
| Transportation - 3.2% |
120,152 | Expeditors International of Washington, Inc. | 14,993,768 |
15,530 | Saia, Inc.* | 7,365,724 |
117,842 | U-Haul Holding Co. | 7,072,877 |
| | | 29,432,369 |
| Utilities - 2.8% |
52,646 | Atmos Energy Corp. | 6,141,156 |
184,279 | NiSource, Inc. | 5,309,078 |
167,794 | Vistra Corp. | 14,426,928 |
| | | 25,877,162 |
| Total Common Stocks (cost $718,383,958) | | $ 943,870,020 |
SHORT-TERM INVESTMENTS - 1.0% |
| Repurchase Agreements - 0.0% |
$ 230,752 | Fixed Income Clearing Corp. Repurchase Agreement dated 06/28/2024 at 5.31%, due on 07/01/2024 with a maturity value of $230,854; collateralized by U.S. Treasury Note at 4.38%, maturing 08/15/2026, with a market value of $235,448 | $ 230,752 |
| Securities Lending Collateral - 1.0% |
1,408,155 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 5.21%(2) | 1,408,155 |
4,693,848 | HSBC U.S. Government Money Market Fund, Institutional Class, 5.22%(2) | 4,693,848 |
1,408,154 | Invesco Government & Agency Portfolio, Institutional Class, 5.23%(2) | 1,408,154 |
1,408,155 | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 5.22%(2) | 1,408,155 |
| | | 8,918,312 |
| Total Short-Term Investments (cost $9,149,064) | $ 9,149,064 |
| Total Investments (cost $727,533,022) | 103.3% | $ 953,019,084 |
| Other Assets and Liabilities | (3.3)% | (30,819,404) |
| Net Assets | 100.0% | $ 922,199,680 |
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 Hartford Funds Management Company, LLC 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. |
* | Non-income producing. |
(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, 2024 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2024 in valuing the Fund’s investments.
Description | | Total | | Level 1 | | Level 2 | | Level 3(1) |
Assets | | | | | | | | |
Common Stocks | | | | | | | | |
Automobiles & Components | | $ 8,237,038 | | $ 8,237,038 | | $ — | | $ — |
Banks | | 5,260,063 | | 5,260,063 | | — | | — |
Capital Goods | | 99,928,433 | | 99,928,433 | | — | | — |
Commercial & Professional Services | | 22,142,717 | | 22,142,717 | | — | | — |
Consumer Discretionary Distribution & Retail | | 39,076,108 | | 39,076,108 | | — | | — |
Consumer Durables & Apparel | | 31,610,493 | | 31,610,493 | | — | | — |
Consumer Services | | 60,414,258 | | 60,414,258 | | — | | — |
Energy | | 36,288,306 | | 36,288,306 | | — | | — |
Equity Real Estate Investment Trusts (REITs) | | 10,187,900 | | 10,187,900 | | — | | — |
Financial Services | | 78,307,522 | | 78,307,522 | | — | | — |
Food, Beverage & Tobacco | | 14,314,013 | | 14,314,013 | | — | | — |
Health Care Equipment & Services | | 69,921,224 | | 69,921,224 | | — | | — |
Household & Personal Products | | 14,658,315 | | 14,658,315 | | — | | — |
Insurance | | 22,522,111 | | 22,522,111 | | — | | — |
Materials | | 9,400,163 | | 9,400,163 | | — | | — |
Media & Entertainment | | 23,113,870 | | 23,113,870 | | — | | — |
Pharmaceuticals, Biotechnology & Life Sciences | | 103,252,066 | | 103,252,066 | | — | | — |
Semiconductors & Semiconductor Equipment | | 77,900,487 | | 77,900,487 | | — | | — |
Software & Services | | 152,805,239 | | 152,805,239 | | — | | — |
Technology Hardware & Equipment | | 9,220,163 | | 9,220,163 | | — | | — |
Transportation | | 29,432,369 | | 29,432,369 | | — | | — |
Utilities | | 25,877,162 | | 25,877,162 | | — | | — |
Short-Term Investments | | 9,149,064 | | 8,918,312 | | 230,752 | | — |
Total | | $ 953,019,084 | | $ 952,788,332 | | $ 230,752 | | $ — |
(1) | For the six-month period ended June 30, 2024, 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, 2024 (Unaudited)
Shares or Principal Amount | | Market Value† |
COMMON STOCKS - 98.3% |
| Automobiles & Components - 2.4% |
348,498 | Goodyear Tire & Rubber Co.* | $ 3,955,452 |
46,532 | Modine Manufacturing Co.* | 4,662,041 |
21,038 | Patrick Industries, Inc. | 2,283,675 |
68,869 | Visteon Corp.* | 7,348,322 |
| | | 18,249,490 |
| Banks - 1.2% |
109,776 | Synovus Financial Corp. | 4,411,897 |
59,468 | Triumph Financial, Inc.* | 4,861,509 |
| | | 9,273,406 |
| Capital Goods - 14.3% |
53,888 | Applied Industrial Technologies, Inc. | 10,454,272 |
166,381 | AZEK Co., Inc.* | 7,009,632 |
85,688 | Bloom Energy Corp. Class A*(1) | 1,048,821 |
31,857 | Boise Cascade Co. | 3,797,992 |
60,394 | Chart Industries, Inc.* | 8,717,270 |
18,223 | Comfort Systems USA, Inc. | 5,541,979 |
220,807 | Fluor Corp.* | 9,616,145 |
164,696 | FTAI Aviation Ltd. | 17,001,568 |
749,401 | Hillman Solutions Corp.* | 6,632,199 |
70,041 | John Bean Technologies Corp. | 6,651,794 |
137,521 | NEXTracker, Inc. Class A* | 6,446,984 |
139,200 | Rush Enterprises, Inc. Class A | 5,828,304 |
71,280 | SPX Technologies, Inc.* | 10,131,739 |
137,858 | WillScot Mobile Mini Holdings Corp.* | 5,188,975 |
137,596 | Zurn Elkay Water Solutions Corp. | 4,045,322 |
| | | 108,112,996 |
| Commercial & Professional Services - 5.0% |
15,427 | CACI International, Inc. Class A* | 6,635,615 |
56,867 | Casella Waste Systems, Inc. Class A* | 5,642,344 |
25,436 | Clean Harbors, Inc.* | 5,752,351 |
32,878 | Dayforce, Inc.* | 1,630,749 |
15,630 | Insperity, Inc. | 1,425,612 |
89,884 | KBR, Inc. | 5,765,160 |
411,473 | Verra Mobility Corp.* | 11,192,066 |
| | | 38,043,897 |
| Consumer Discretionary Distribution & Retail - 3.3% |
41,729 | Abercrombie & Fitch Co. Class A* | 7,421,085 |
59,409 | Boot Barn Holdings, Inc.* | 7,659,602 |
144,824 | Chewy, Inc. Class A* | 3,945,006 |
64,325 | Etsy, Inc.* | 3,793,889 |
43,779 | Wayfair, Inc. Class A* | 2,308,467 |
| | | 25,128,049 |
| Consumer Durables & Apparel - 4.1% |
13,700 | Cavco Industries, Inc.* | 4,742,529 |
62,283 | Century Communities, Inc. | 5,086,030 |
48,733 | PVH Corp. | 5,159,363 |
70,348 | SharkNinja, Inc. | 5,286,652 |
84,186 | Smith Douglas Homes Corp.* | 1,968,269 |
274,065 | VF Corp. | 3,699,877 |
122,127 | YETI Holdings, Inc.* | 4,659,145 |
| | | 30,601,865 |
| Consumer Services - 2.2% |
20,504 | Duolingo, Inc.* | 4,278,570 |
355,028 | European Wax Center, Inc. Class A* | 3,525,428 |
5,723 | Wingstop, Inc. | 2,418,883 |
88,458 | Wyndham Hotels & Resorts, Inc. | 6,545,892 |
| | | 16,768,773 |
| Energy - 3.8% |
84,838 | Cactus, Inc. Class A | 4,474,356 |
19,488 | Chord Energy Corp. | 3,267,748 |
29,486 | Gulfport Energy Corp.* | 4,452,386 |
104,504 | Helmerich & Payne, Inc. | 3,776,775 |
Shares or Principal Amount | | Market Value† |
COMMON STOCKS - 98.3% - (continued) |
| Energy - 3.8% - (continued) |
83,588 | SM Energy Co. | $ 3,613,509 |
74,745 | Weatherford International PLC* | 9,152,525 |
| | | 28,737,299 |
| Equity Real Estate Investment Trusts (REITs) - 1.4% |
181,346 | Phillips Edison & Co., Inc. REIT | 5,931,828 |
45,468 | Ryman Hospitality Properties, Inc. REIT | 4,540,434 |
| | | 10,472,262 |
| Financial Services - 3.2% |
229,969 | Remitly Global, Inc.* | 2,787,224 |
178,217 | StepStone Group, Inc. Class A | 8,178,378 |
95,489 | Stifel Financial Corp. | 8,035,400 |
30,029 | WEX, Inc.* | 5,319,337 |
| | | 24,320,339 |
| Food, Beverage & Tobacco - 1.1% |
63,610 | Freshpet, Inc.* | 8,230,498 |
| Health Care Equipment & Services - 9.6% |
75,874 | Acadia Healthcare Co., Inc.* | 5,124,530 |
118,567 | AtriCure, Inc.* | 2,699,770 |
96,534 | Encompass Health Corp. | 8,281,652 |
94,098 | Ensign Group, Inc. | 11,638,982 |
111,093 | Haemonetics Corp.* | 9,190,724 |
97,654 | HealthEquity, Inc.* | 8,417,775 |
19,348 | Inspire Medical Systems, Inc.* | 2,589,343 |
50,854 | iRhythm Technologies, Inc.* | 5,473,924 |
198,861 | Option Care Health, Inc.* | 5,508,450 |
142,865 | RadNet, Inc.* | 8,417,606 |
33,844 | TransMedics Group, Inc.* | 5,097,583 |
| | | 72,440,339 |
| Household & Personal Products - 2.1% |
106,614 | BellRing Brands, Inc.* | 6,091,924 |
30,435 | elf Beauty, Inc.* | 6,413,263 |
30,006 | Inter Parfums, Inc. | 3,481,596 |
| | | 15,986,783 |
| Insurance - 0.3% |
24,407 | Selective Insurance Group, Inc. | 2,290,109 |
| Materials - 4.5% |
83,945 | ATI, Inc.* | 4,654,750 |
182,464 | Axalta Coating Systems Ltd.* | 6,234,795 |
106,090 | Cabot Corp. | 9,748,610 |
55,840 | Commercial Metals Co. | 3,070,642 |
80,811 | FMC Corp. | 4,650,673 |
69,132 | Louisiana-Pacific Corp. | 5,691,637 |
| | | 34,051,107 |
| Media & Entertainment - 0.7% |
445,881 | Eventbrite, Inc. Class A* | 2,158,064 |
205,612 | ZoomInfo Technologies, Inc.* | 2,625,665 |
| | | 4,783,729 |
| Pharmaceuticals, Biotechnology & Life Sciences - 14.2% |
105,934 | Akero Therapeutics, Inc.* | 2,485,212 |
232,355 | Alkermes PLC* | 5,599,755 |
323,476 | Amicus Therapeutics, Inc.* | 3,208,882 |
60,653 | Apellis Pharmaceuticals, Inc.* | 2,326,649 |
53,179 | Apogee Therapeutics, Inc.*(1) | 2,092,594 |
95,406 | Avidity Biosciences, Inc.* | 3,897,335 |
56,552 | Axsome Therapeutics, Inc.* | 4,552,436 |
60,582 | Blueprint Medicines Corp.* | 6,529,528 |
65,699 | Bridgebio Pharma, Inc.* | 1,664,156 |
138,957 | Celldex Therapeutics, Inc.* | 5,142,799 |
150,148 | Crinetics Pharmaceuticals, Inc.* | 6,725,129 |
499,557 | Cytek Biosciences, Inc.* | 2,787,528 |
78,625 | Cytokinetics, Inc.* | 4,259,902 |
112,132 | Denali Therapeutics, Inc.* | 2,603,705 |
The accompanying notes are an integral part of these financial statements.
Hartford Small Cap Growth HLS Fund
Schedule of Investments – (continued)
June 30, 2024 (Unaudited)
Shares or Principal Amount | | Market Value† |
COMMON STOCKS - 98.3% - (continued) |
| Pharmaceuticals, Biotechnology & Life Sciences - 14.2% - (continued) |
40,718 | Disc Medicine, Inc.* | $ 1,835,160 |
62,876 | Exact Sciences Corp.* | 2,656,511 |
1,065,309 | Geron Corp.* | 4,516,910 |
60,056 | Insmed, Inc.* | 4,023,752 |
37,397 | Intellia Therapeutics, Inc.* | 836,945 |
52,857 | Intra-Cellular Therapies, Inc.* | 3,620,176 |
76,046 | Ionis Pharmaceuticals, Inc.* | 3,624,352 |
67,976 | Kymera Therapeutics, Inc.* | 2,029,084 |
63,911 | Kyverna Therapeutics, Inc.*(1) | 479,333 |
22,331 | MoonLake Immunotherapeutics*(1) | 981,894 |
68,745 | Morphic Holding, Inc.* | 2,342,142 |
94,311 | Nurix Therapeutics, Inc.* | 1,968,271 |
16,014 | Nuvalent, Inc. Class A* | 1,214,822 |
52,836 | Prothena Corp. PLC* | 1,090,535 |
141,163 | REVOLUTION Medicines, Inc.* | 5,478,536 |
134,257 | Rocket Pharmaceuticals, Inc.* | 2,890,553 |
55,237 | Structure Therapeutics, Inc. ADR* | 2,169,157 |
37,752 | Ultragenyx Pharmaceutical, Inc.* | 1,551,607 |
109,065 | Vaxcyte, Inc.* | 8,235,498 |
96,551 | Veracyte, Inc.* | 2,092,260 |
| | | 107,513,108 |
| Semiconductors & Semiconductor Equipment - 5.6% |
15,143 | Axcelis Technologies, Inc.* | 2,153,183 |
44,128 | Cirrus Logic, Inc.* | 5,633,381 |
138,642 | Credo Technology Group Holding Ltd.* | 4,428,226 |
81,408 | FormFactor, Inc.* | 4,927,626 |
51,961 | MKS Instruments, Inc. | 6,785,068 |
30,656 | Onto Innovation, Inc.* | 6,730,831 |
69,402 | Power Integrations, Inc. | 4,871,326 |
76,212 | Rambus, Inc.* | 4,478,217 |
103,860 | SMART Global Holdings, Inc.* | 2,375,278 |
| | | 42,383,136 |
| Software & Services - 12.4% |
54,950 | Agilysys, Inc.* | 5,722,493 |
70,020 | Alarm.com Holdings, Inc.* | 4,449,071 |
73,769 | Altair Engineering, Inc. Class A* | 7,235,264 |
26,350 | Appfolio, Inc. Class A* | 6,444,419 |
63,302 | Blackbaud, Inc.* | 4,821,713 |
397,751 | CCC Intelligent Solutions Holdings, Inc.* | 4,419,014 |
147,533 | Clearwater Analytics Holdings, Inc. Class A* | 2,732,311 |
83,948 | DoubleVerify Holdings, Inc.* | 1,634,468 |
236,080 | Grid Dynamics Holdings, Inc.* | 2,481,201 |
42,052 | Guidewire Software, Inc.* | 5,798,550 |
144,698 | Intapp, Inc.* | 5,306,076 |
251,363 | Jamf Holding Corp.* | 4,147,489 |
4,417 | MicroStrategy, Inc. Class A* | 6,084,329 |
139,000 | PowerSchool Holdings, Inc. Class A* | 3,112,210 |
94,328 | Sprout Social, Inc. Class A* | 3,365,623 |
37,040 | SPS Commerce, Inc.* | 6,969,446 |
198,336 | Squarespace, Inc. Class A* | 8,653,400 |
105,431 | Varonis Systems, Inc.* | 5,057,525 |
157,750 | Verint Systems, Inc.* | 5,079,550 |
| | | 93,514,152 |
| Technology Hardware & Equipment - 6.4% |
53,312 | Fabrinet* | 13,050,245 |
33,619 | Insight Enterprises, Inc.* | 6,668,665 |
10,494 | Littelfuse, Inc. | 2,682,161 |
30,071 | Novanta, Inc.* | 4,904,881 |
25,892 | Super Micro Computer, Inc.* | 21,214,610 |
| | | 48,520,562 |
Shares or Principal Amount | | Market Value† |
COMMON STOCKS - 98.3% - (continued) |
| Transportation - 0.5% |
76,729 | Knight-Swift Transportation Holdings, Inc. | $ 3,830,312 |
| Total Common Stocks (cost $566,013,205) | | $ 743,252,211 |
SHORT-TERM INVESTMENTS - 0.8% |
| Repurchase Agreements - 0.4% |
$ 2,838,525 | Fixed Income Clearing Corp. Repurchase Agreement dated 06/28/2024 at 5.31%, due on 07/01/2024 with a maturity value of $2,839,781; collateralized by U.S. Treasury Note at 1.50%, maturing 08/15/2026, with a market value of $2,895,310 | $ 2,838,525 |
| Securities Lending Collateral - 0.4% |
545,512 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 5.21%(2) | 545,512 |
1,818,372 | HSBC U.S. Government Money Market Fund, Institutional Class, 5.22%(2) | 1,818,372 |
545,512 | Invesco Government & Agency Portfolio, Institutional Class, 5.23%(2) | 545,512 |
545,512 | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 5.22%(2) | 545,512 |
| | | 3,454,908 |
| Total Short-Term Investments (cost $6,293,433) | $ 6,293,433 |
| Total Investments (cost $572,306,638) | 99.1% | $ 749,545,644 |
| Other Assets and Liabilities | 0.9% | 6,793,668 |
| Net Assets | 100.0% | $ 756,339,312 |
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. |
* | Non-income producing. |
(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.
Hartford Small Cap Growth HLS Fund
Schedule of Investments – (continued)
June 30, 2024 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2024 in valuing the Fund’s investments.
Description | | Total | | Level 1 | | Level 2 | | Level 3(1) |
Assets | | | | | | | | |
Common Stocks | | | | | | | | |
Automobiles & Components | | $ 18,249,490 | | $ 18,249,490 | | $ — | | $ — |
Banks | | 9,273,406 | | 9,273,406 | | — | | — |
Capital Goods | | 108,112,996 | | 108,112,996 | | — | | — |
Commercial & Professional Services | | 38,043,897 | | 38,043,897 | | — | | — |
Consumer Discretionary Distribution & Retail | | 25,128,049 | | 25,128,049 | | — | | — |
Consumer Durables & Apparel | | 30,601,865 | | 30,601,865 | | — | | — |
Consumer Services | | 16,768,773 | | 16,768,773 | | — | | — |
Energy | | 28,737,299 | | 28,737,299 | | — | | — |
Equity Real Estate Investment Trusts (REITs) | | 10,472,262 | | 10,472,262 | | — | | — |
Financial Services | | 24,320,339 | | 24,320,339 | | — | | — |
Food, Beverage & Tobacco | | 8,230,498 | | 8,230,498 | | — | | — |
Health Care Equipment & Services | | 72,440,339 | | 72,440,339 | | — | | — |
Household & Personal Products | | 15,986,783 | | 15,986,783 | | — | | — |
Insurance | | 2,290,109 | | 2,290,109 | | — | | — |
Materials | | 34,051,107 | | 34,051,107 | | — | | — |
Media & Entertainment | | 4,783,729 | | 4,783,729 | | — | | — |
Pharmaceuticals, Biotechnology & Life Sciences | | 107,513,108 | | 107,513,108 | | — | | — |
Semiconductors & Semiconductor Equipment | | 42,383,136 | | 42,383,136 | | — | | — |
Software & Services | | 93,514,152 | | 93,514,152 | | — | | — |
Technology Hardware & Equipment | | 48,520,562 | | 48,520,562 | | — | | — |
Transportation | | 3,830,312 | | 3,830,312 | | — | | — |
Short-Term Investments | | 6,293,433 | | 3,454,908 | | 2,838,525 | | — |
Total | | $ 749,545,644 | | $ 746,707,119 | | $ 2,838,525 | | $ — |
(1) | For the six-month period ended June 30, 2024, 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, 2024 (Unaudited)
Shares or Principal Amount | | Market Value† |
COMMON STOCKS - 98.2% |
| Automobiles & Components - 0.7% |
28,539 | Visteon Corp.* | $ 3,045,111 |
| Banks - 1.0% |
146,595 | Cadence Bank | 4,145,707 |
| Capital Goods - 17.0% |
16,342 | Acuity Brands, Inc. | 3,945,612 |
91,319 | Ameresco, Inc. Class A* | 2,630,900 |
59,334 | Applied Industrial Technologies, Inc. | 11,510,796 |
214,810 | AZEK Co., Inc.* | 9,049,945 |
26,688 | Comfort Systems USA, Inc. | 8,116,355 |
30,415 | Curtiss-Wright Corp. | 8,241,857 |
228,347 | Fluor Corp.* | 9,944,512 |
25,609 | Middleby Corp.* | 3,139,920 |
70,465 | NEXTracker, Inc. Class A* | 3,303,399 |
96,542 | Rush Enterprises, Inc. Class A | 4,042,214 |
258,251 | Shoals Technologies Group, Inc. Class A* | 1,611,486 |
212,616 | Zurn Elkay Water Solutions Corp. | 6,250,910 |
| | | 71,787,906 |
| Commercial & Professional Services - 7.5% |
137,384 | Aris Water Solutions, Inc. Class A | 2,152,807 |
51,780 | Casella Waste Systems, Inc. Class A* | 5,137,612 |
233,383 | ExlService Holdings, Inc.* | 7,318,891 |
51,306 | TriNet Group, Inc. | 5,130,600 |
434,569 | Verra Mobility Corp.* | 11,820,277 |
| | | 31,560,187 |
| Consumer Discretionary Distribution & Retail - 3.7% |
30,183 | Abercrombie & Fitch Co. Class A* | 5,367,744 |
36,174 | Boot Barn Holdings, Inc.* | 4,663,914 |
95,871 | Global-e Online Ltd.* | 3,477,241 |
43,094 | Tory Burch LLC*(1)(2) | 1,965,088 |
| | | 15,473,987 |
| Consumer Durables & Apparel - 3.1% |
27,859 | Crocs, Inc.* | 4,065,742 |
85,934 | Skyline Champion Corp.* | 5,822,028 |
81,830 | YETI Holdings, Inc.* | 3,121,815 |
| | | 13,009,585 |
| Consumer Services - 4.4% |
9,237 | Duolingo, Inc.* | 1,927,485 |
229,631 | European Wax Center, Inc. Class A* | 2,280,236 |
512,650 | Genius Sports Ltd.* | 2,793,942 |
104,794 | H&R Block, Inc. | 5,682,979 |
13,714 | Wingstop, Inc. | 5,796,359 |
| | | 18,481,001 |
| Energy - 5.5% |
119,627 | Cactus, Inc. Class A | 6,309,128 |
29,268 | Chord Energy Corp. | 4,907,658 |
86,349 | Seadrill Ltd.* | 4,446,974 |
201,747 | Viper Energy, Inc. | 7,571,565 |
| | | 23,235,325 |
| Equity Real Estate Investment Trusts (REITs) - 2.7% |
147,511 | Phillips Edison & Co., Inc. REIT | 4,825,085 |
64,544 | Ryman Hospitality Properties, Inc. REIT | 6,445,364 |
| | | 11,270,449 |
| Financial Services - 2.4% |
164,676 | Hannon Armstrong Sustainable Infrastructure Capital, Inc. REIT | 4,874,410 |
50,384 | PJT Partners, Inc. Class A | 5,436,937 |
| | | 10,311,347 |
| Health Care Equipment & Services - 10.1% |
50,676 | Acadia Healthcare Co., Inc.* | 3,422,657 |
33,606 | Glaukos Corp.* | 3,977,270 |
70,340 | Haemonetics Corp.* | 5,819,228 |
Shares or Principal Amount | | Market Value† |
COMMON STOCKS - 98.2% - (continued) |
| Health Care Equipment & Services - 10.1% - (continued) |
54,061 | HealthEquity, Inc.* | $ 4,660,058 |
168,802 | Hims & Hers Health, Inc.* | 3,408,112 |
68,983 | Inari Medical, Inc.* | 3,321,532 |
23,652 | Inspire Medical Systems, Inc.* | 3,165,347 |
180,457 | PROCEPT BioRobotics Corp.* | 11,024,118 |
27,377 | TransMedics Group, Inc.* | 4,123,524 |
| | | 42,921,846 |
| Household & Personal Products - 3.3% |
66,090 | elf Beauty, Inc.* | 13,926,485 |
| Insurance - 1.1% |
366,610 | SiriusPoint Ltd.* | 4,472,642 |
| Materials - 2.7% |
537,518 | Arcadium Lithium PLC* | 1,806,061 |
107,025 | Cabot Corp. | 9,834,527 |
| | | 11,640,588 |
| Media & Entertainment - 3.3% |
128,690 | Cargurus, Inc.* | 3,371,678 |
122,350 | Criteo SA ADR* | 4,615,042 |
581,386 | Eventbrite, Inc. Class A* | 2,813,908 |
59,771 | Ziff Davis, Inc.* | 3,290,394 |
| | | 14,091,022 |
| Pharmaceuticals, Biotechnology & Life Sciences - 13.8% |
69,819 | Akero Therapeutics, Inc.* | 1,637,954 |
31,568 | Apellis Pharmaceuticals, Inc.* | 1,210,948 |
41,783 | Apogee Therapeutics, Inc.* | 1,644,161 |
40,788 | Arcturus Therapeutics Holdings, Inc.* | 993,188 |
53,978 | Avidity Biosciences, Inc.* | 2,205,001 |
34,621 | Blueprint Medicines Corp.* | 3,731,451 |
77,396 | Celldex Therapeutics, Inc.* | 2,864,426 |
44,874 | Crinetics Pharmaceuticals, Inc.* | 2,009,906 |
48,427 | Cytokinetics, Inc.* | 2,623,775 |
44,966 | Disc Medicine, Inc.* | 2,026,618 |
390,769 | Geron Corp.* | 1,656,861 |
157,941 | Immatics NV* | 1,835,274 |
28,350 | Immunocore Holdings PLC ADR* | 960,781 |
23,960 | Insmed, Inc.* | 1,605,320 |
39,140 | Intellia Therapeutics, Inc.* | 875,953 |
48,933 | Intra-Cellular Therapies, Inc.* | 3,351,421 |
38,502 | Kymera Therapeutics, Inc.* | 1,149,285 |
57,623 | Longboard Pharmaceuticals, Inc.* | 1,557,550 |
34,497 | Merus NV* | 2,041,187 |
35,573 | Morphic Holding, Inc.* | 1,211,972 |
67,311 | Nurix Therapeutics, Inc.* | 1,404,781 |
26,011 | Prothena Corp. PLC* | 536,867 |
48,452 | PTC Therapeutics, Inc.* | 1,481,662 |
112,453 | REVOLUTION Medicines, Inc.* | 4,364,301 |
133,308 | Rocket Pharmaceuticals, Inc.* | 2,870,121 |
329,652 | Savara, Inc.* | 1,328,498 |
39,819 | Structure Therapeutics, Inc. ADR* | 1,563,692 |
105,720 | Syndax Pharmaceuticals, Inc.* | 2,170,432 |
55,256 | Vaxcyte, Inc.* | 4,172,381 |
77,737 | Verona Pharma PLC ADR* | 1,124,077 |
| | | 58,209,844 |
| Semiconductors & Semiconductor Equipment - 3.0% |
30,527 | MKS Instruments, Inc. | 3,986,216 |
23,829 | SiTime Corp.* | 2,963,851 |
38,748 | Synaptics, Inc.* | 3,417,573 |
11,717 | Universal Display Corp. | 2,463,499 |
| | | 12,831,139 |
| Software & Services - 10.0% |
219,148 | Clearwater Analytics Holdings, Inc. Class A* | 4,058,621 |
26,538 | CyberArk Software Ltd.* | 7,256,020 |
184,619 | DoubleVerify Holdings, Inc.* | 3,594,532 |
The accompanying notes are an integral part of these financial statements.
Hartford Small Company HLS Fund
Schedule of Investments – (continued)
June 30, 2024 (Unaudited)
Shares or Principal Amount | | Market Value† |
COMMON STOCKS - 98.2% - (continued) |
| Software & Services - 10.0% - (continued) |
66,339 | Five9, Inc.* | $ 2,925,550 |
60,412 | Intapp, Inc.* | 2,215,308 |
239,778 | Jamf Holding Corp.* | 3,956,337 |
18,486 | Manhattan Associates, Inc.* | 4,560,127 |
284,054 | PowerSchool Holdings, Inc. Class A* | 6,359,969 |
81,497 | Sprout Social, Inc. Class A* | 2,907,813 |
107,199 | Squarespace, Inc. Class A* | 4,677,092 |
| | | 42,511,369 |
| Technology Hardware & Equipment - 2.9% |
47,817 | Calix, Inc.* | 1,694,156 |
34,373 | ePlus, Inc.* | 2,532,603 |
11,655 | Fabrinet* | 2,853,027 |
32,933 | Novanta, Inc.* | 5,371,702 |
| | | 12,451,488 |
| Total Common Stocks (cost $342,038,701) | | $ 415,377,028 |
EXCHANGE-TRADED FUNDS - 0.4% |
| Other Investment Pools & Funds - 0.4% |
5,938 | iShares Russell 2000 Growth ETF (3) | $ 1,558,903 |
| Total Exchange-Traded Funds (cost $1,516,206) | | $ 1,558,903 |
| Total Long-Term Investments (cost $343,554,907) | | $ 416,935,931 |
SHORT-TERM INVESTMENTS - 0.5% |
| Repurchase Agreements - 0.2% |
$ 700,109 | Fixed Income Clearing Corp. Repurchase Agreement dated 06/28/2024 at 5.31%, due on 07/01/2024 with a maturity value of $700,419; collateralized by U.S. Treasury Note at 4.38%, maturing 08/15/2026, with a market value of $714,282 | $ 700,109 |
| Securities Lending Collateral - 0.3% |
236,569 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 5.21%(4) | 236,569 |
788,562 | HSBC U.S. Government Money Market Fund, Institutional Class, 5.22%(4) | 788,562 |
236,568 | Invesco Government & Agency Portfolio, Institutional Class, 5.23%(4) | 236,568 |
236,568 | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 5.22%(4) | 236,568 |
| | | 1,498,267 |
| Total Short-Term Investments (cost $2,198,376) | $ 2,198,376 |
| Total Investments (cost $345,753,283) | 99.1% | $ 419,134,307 |
| Other Assets and Liabilities | 0.9% | 3,604,793 |
| Net Assets | 100.0% | $ 422,739,100 |
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. |
* | Non-income producing. |
(1) | 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 $1,965,088 or 0.5% of net assets. |
Period Acquired | | Security Name | | Shares/ Par Value | | Total Cost | | Market Value |
11/2013 | | Tory Burch LLC | | 43,094 | | $ 3,377,559 | | $ 1,965,088 |
(2) | Investment valued using significant unobservable inputs. |
(3) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(4) | 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, 2024 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2024 in valuing the Fund’s investments.
Description | | Total | | Level 1 | | Level 2 | | Level 3(1) |
Assets | | | | | | | | |
Common Stocks | | | | | | | | |
Automobiles & Components | | $ 3,045,111 | | $ 3,045,111 | | $ — | | $ — |
Banks | | 4,145,707 | | 4,145,707 | | — | | — |
Capital Goods | | 71,787,906 | | 71,787,906 | | — | | — |
Commercial & Professional Services | | 31,560,187 | | 31,560,187 | | — | | — |
Consumer Discretionary Distribution & Retail | | 15,473,987 | | 13,508,899 | | — | | 1,965,088 |
Consumer Durables & Apparel | | 13,009,585 | | 13,009,585 | | — | | — |
Consumer Services | | 18,481,001 | | 18,481,001 | | — | | — |
Energy | | 23,235,325 | | 23,235,325 | | — | | — |
Equity Real Estate Investment Trusts (REITs) | | 11,270,449 | | 11,270,449 | | — | | — |
Financial Services | | 10,311,347 | | 10,311,347 | | — | | — |
Health Care Equipment & Services | | 42,921,846 | | 42,921,846 | | — | | — |
Household & Personal Products | | 13,926,485 | | 13,926,485 | | — | | — |
Insurance | | 4,472,642 | | 4,472,642 | | — | | — |
Materials | | 11,640,588 | | 11,640,588 | | — | | — |
Media & Entertainment | | 14,091,022 | | 14,091,022 | | — | | — |
Pharmaceuticals, Biotechnology & Life Sciences | | 58,209,844 | | 58,209,844 | | — | | — |
Semiconductors & Semiconductor Equipment | | 12,831,139 | | 12,831,139 | | — | | — |
Software & Services | | 42,511,369 | | 42,511,369 | | — | | — |
Technology Hardware & Equipment | | 12,451,488 | | 12,451,488 | | — | | — |
Exchange-Traded Funds | | 1,558,903 | | 1,558,903 | | — | | — |
Short-Term Investments | | 2,198,376 | | 1,498,267 | | 700,109 | | — |
Total | | $ 419,134,307 | | $ 416,469,110 | | $ 700,109 | | $ 1,965,088 |
(1) | For the six-month period ended June 30, 2024, 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 the six-month period ended June 30, 2024 is not presented.
The accompanying notes are an integral part of these financial statements.
Schedule of Investments
June 30, 2024 (Unaudited)
Shares or Principal Amount | | Market Value† |
COMMON STOCKS - 98.4% |
| Banks - 1.0% |
88,319 | PNC Financial Services Group, Inc. | $ 13,731,838 |
| Capital Goods - 10.8% |
34,150 | Deere & Co. | 12,759,464 |
87,981 | General Dynamics Corp. | 25,526,807 |
198,574 | Honeywell International, Inc. | 42,403,492 |
40,256 | Lockheed Martin Corp. | 18,803,578 |
78,603 | Northrop Grumman Corp. | 34,266,978 |
85,458 | RTX Corp. | 8,579,129 |
| | | 142,339,448 |
| Commercial & Professional Services - 2.1% |
112,827 | Automatic Data Processing, Inc. | 26,930,677 |
| Consumer Discretionary Distribution & Retail - 4.7% |
69,604 | Home Depot, Inc. | 23,960,481 |
337,919 | TJX Cos., Inc. | 37,204,882 |
| | | 61,165,363 |
| Consumer Durables & Apparel - 2.1% |
374,146 | NIKE, Inc. Class B | 28,199,384 |
| Consumer Services - 3.1% |
161,847 | McDonald's Corp. | 41,245,089 |
| Consumer Staples Distribution & Retail - 1.2% |
18,046 | Costco Wholesale Corp. | 15,338,920 |
| Equity Real Estate Investment Trusts (REITs) - 3.1% |
119,636 | American Tower Corp. REIT | 23,254,845 |
61,575 | Public Storage REIT | 17,712,049 |
| | | 40,966,894 |
| Financial Services - 8.5% |
112,941 | American Express Co. | 26,151,489 |
82,378 | Mastercard, Inc. Class A | 36,341,878 |
19,922 | S&P Global, Inc. | 8,885,212 |
152,038 | Visa, Inc. Class A | 39,905,414 |
| | | 111,283,993 |
| Food, Beverage & Tobacco - 7.4% |
500,359 | Coca-Cola Co. | 31,847,851 |
996,339 | Diageo PLC | 31,279,042 |
203,312 | PepsiCo, Inc. | 33,532,248 |
| | | 96,659,141 |
| Health Care Equipment & Services - 11.1% |
299,949 | Abbott Laboratories | 31,167,701 |
279,957 | Medtronic PLC | 22,035,415 |
138,853 | Stryker Corp. | 47,244,733 |
87,834 | UnitedHealth Group, Inc. | 44,730,343 |
| | | 145,178,192 |
| Household & Personal Products - 4.9% |
289,478 | Colgate-Palmolive Co. | 28,090,945 |
223,774 | Procter & Gamble Co. | 36,904,808 |
| | | 64,995,753 |
| Insurance - 4.7% |
118,008 | Chubb Ltd. | 30,101,481 |
151,491 | Marsh & McLennan Cos., Inc. | 31,922,183 |
| | | 62,023,664 |
| Materials - 5.1% |
114,964 | Ecolab, Inc. | 27,361,432 |
91,601 | Linde PLC | 40,195,435 |
| | | 67,556,867 |
Shares or Principal Amount | | Market Value† |
COMMON STOCKS - 98.4% - (continued) |
| Pharmaceuticals, Biotechnology & Life Sciences - 7.5% |
176,391 | Danaher Corp. | $ 44,071,291 |
191,133 | Johnson & Johnson | 27,935,999 |
158,152 | Merck & Co., Inc. | 19,579,218 |
243,882 | Pfizer, Inc. | 6,823,819 |
| | | 98,410,327 |
| Semiconductors & Semiconductor Equipment - 2.9% |
198,119 | Texas Instruments, Inc. | 38,540,089 |
| Software & Services - 8.7% |
119,582 | Accenture PLC Class A | 36,282,375 |
30,781 | Intuit, Inc. | 20,229,581 |
130,562 | Microsoft Corp. | 58,354,686 |
| | | 114,866,642 |
| Technology Hardware & Equipment - 3.5% |
215,796 | Apple, Inc. | 45,450,953 |
| Transportation - 6.0% |
255,818 | Canadian National Railway Co. | 30,229,552 |
126,286 | Union Pacific Corp. | 28,573,470 |
146,258 | United Parcel Service, Inc. Class B | 20,015,407 |
| | | 78,818,429 |
| Total Common Stocks (cost $699,818,514) | | $ 1,293,701,663 |
SHORT-TERM INVESTMENTS - 0.4% |
| Repurchase Agreements - 0.4% |
$ 4,528,849 | Fixed Income Clearing Corp. Repurchase Agreement dated 06/28/2024 at 5.31%, due on 07/01/2024 with a maturity value of $4,530,853; collateralized by U.S. Treasury Note at 1.50%, maturing 08/15/2026, with a market value of $4,619,451 | $ 4,528,849 |
| Total Short-Term Investments (cost $4,528,849) | $ 4,528,849 |
| Total Investments (cost $704,347,363) | 98.8% | $ 1,298,230,512 |
| Other Assets and Liabilities | 1.2% | 16,055,951 |
| Net Assets | 100.0% | $ 1,314,286,463 |
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 Hartford Funds Management Company, LLC 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. |
The accompanying notes are an integral part of these financial statements.
Schedule of Investments – (continued)
June 30, 2024 (Unaudited)
† See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2024 in valuing the Fund’s investments.
Description | | Total | | Level 1 | | Level 2 | | Level 3(1) |
Assets | | | | | | | | |
Common Stocks | | | | | | | | |
Banks | | $ 13,731,838 | | $ 13,731,838 | | $ — | | $ — |
Capital Goods | | 142,339,448 | | 142,339,448 | | — | | — |
Commercial & Professional Services | | 26,930,677 | | 26,930,677 | | — | | — |
Consumer Discretionary Distribution & Retail | | 61,165,363 | | 61,165,363 | | — | | — |
Consumer Durables & Apparel | | 28,199,384 | | 28,199,384 | | — | | — |
Consumer Services | | 41,245,089 | | 41,245,089 | | — | | — |
Consumer Staples Distribution & Retail | | 15,338,920 | | 15,338,920 | | — | | — |
Equity Real Estate Investment Trusts (REITs) | | 40,966,894 | | 40,966,894 | | — | | — |
Financial Services | | 111,283,993 | | 111,283,993 | | — | | — |
Food, Beverage & Tobacco | | 96,659,141 | | 65,380,099 | | 31,279,042 | | — |
Health Care Equipment & Services | | 145,178,192 | | 145,178,192 | | — | | — |
Household & Personal Products | | 64,995,753 | | 64,995,753 | | — | | — |
Insurance | | 62,023,664 | | 62,023,664 | | — | | — |
Materials | | 67,556,867 | | 67,556,867 | | — | | — |
Pharmaceuticals, Biotechnology & Life Sciences | | 98,410,327 | | 98,410,327 | | — | | — |
Semiconductors & Semiconductor Equipment | | 38,540,089 | | 38,540,089 | | — | | — |
Software & Services | | 114,866,642 | | 114,866,642 | | — | | — |
Technology Hardware & Equipment | | 45,450,953 | | 45,450,953 | | — | | — |
Transportation | | 78,818,429 | | 78,818,429 | | — | | — |
Short-Term Investments | | 4,528,849 | | — | | 4,528,849 | | — |
Total | | $ 1,298,230,512 | | $ 1,262,422,621 | | $ 35,807,891 | | $ — |
(1) | For the six-month period ended June 30, 2024, there were no transfers in and out of Level 3. |
The accompanying notes are an integral part of these financial statements.
Hartford Total Return Bond HLS Fund
Schedule of Investments
June 30, 2024 (Unaudited)
Shares or Principal Amount | | Market Value† |
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 19.1% |
| Asset-Backed - Automobile - 1.9% |
$ 1,315,000 | American Credit Acceptance Receivables Trust 6.09%, 11/12/2027(1) | $ 1,317,370 |
2,004,690 | ARI Fleet Lease Trust 5.41%, 02/17/2032(1) | 2,000,251 |
| Avis Budget Rental Car Funding AESOP LLC | |
1,220,000 | 5.36%, 06/20/2030(1) | 1,214,926 |
645,000 | 5.58%, 12/20/2030(1) | 639,719 |
1,510,000 | 5.90%, 08/21/2028(1) | 1,527,549 |
2,664,282 | Carvana Auto Receivables Trust 4.13%, 04/12/2027 | 2,639,504 |
1,934,123 | Chesapeake Funding II LLC 5.65%, 05/15/2035(1) | 1,933,332 |
1,726,038 | CPS Auto Receivables Trust 5.91%, 08/16/2027(1) | 1,726,625 |
1,470,000 | Credit Acceptance Auto Loan Trust 5.68%, 03/15/2034(1) | 1,473,633 |
1,135,000 | DT Auto Owner Trust 5.41%, 02/15/2029(1) | 1,129,074 |
| Enterprise Fleet Financing LLC | |
630,000 | 5.16%, 09/20/2030(1) | 629,544 |
1,580,000 | 5.42%, 10/22/2029(1) | 1,579,117 |
| Exeter Automobile Receivables Trust | |
337,314 | 2.58%, 09/15/2025(1) | 336,822 |
237,541 | 2.73%, 12/15/2025(1) | 236,087 |
| Flagship Credit Auto Trust | |
2,031,000 | 4.69%, 07/17/2028(1) | 2,003,787 |
570,000 | 5.05%, 01/18/2028(1) | 563,744 |
365,000 | GLS Auto Receivables Issuer Trust 4.92%, 01/15/2027(1) | 363,792 |
3,980,000 | Hertz Vehicle Financing III LLC 5.94%, 02/25/2028(1) | 3,997,935 |
691,531 | Prestige Auto Receivables Trust 1.62%, 11/16/2026(1) | 688,055 |
| Santander Drive Auto Receivables Trust | |
1,210,000 | 4.98%, 02/15/2028 | 1,202,166 |
2,000,000 | 5.61%, 07/17/2028 | 2,001,595 |
985,000 | SFS Auto Receivables Securitization Trust 5.71%, 01/22/2030(1) | 996,733 |
191,414 | Tricolor Auto Securitization Trust 6.48%, 08/17/2026(1) | 191,475 |
| Westlake Automobile Receivables Trust | |
662,851 | 1.65%, 02/17/2026(1) | 659,195 |
655,000 | 5.41%, 01/18/2028(1) | 652,685 |
1,090,000 | World Omni Auto Receivables Trust 5.03%, 05/15/2029 | 1,083,422 |
| | | 32,788,137 |
| Asset-Backed - Home Equity - 0.3% |
732,746 | Fieldstone Mortgage Investment Trust 6.00%, 05/25/2036, 1 mo. USD Term SOFR + 0.65%(2) | 523,172 |
| GSAA Home Equity Trust | |
4,187,297 | 5.62%, 02/25/2037, 1 mo. USD Term SOFR + 0.27%(2) | 1,149,335 |
1,859,171 | 5.82%, 11/25/2036, 1 mo. USD Term SOFR + 0.47%(2) | 412,676 |
482,058 | 5.98%, 06/25/2036(3) | 118,452 |
2,294,449 | GSAMP Trust 5.55%, 01/25/2037, 1 mo. USD Term SOFR + 0.20%(2) | 1,348,745 |
53,141 | Morgan Stanley ABS Capital I, Inc. Trust 5.76%, 06/25/2036, 1 mo. USD Term SOFR + 0.41%(2) | 43,852 |
1,165,842 | Morgan Stanley Mortgage Loan Trust 5.80%, 11/25/2036, 1 mo. USD Term SOFR + 0.45%(2) | 319,565 |
Shares or Principal Amount | | Market Value† |
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 19.1% - (continued) |
| Asset-Backed - Home Equity - 0.3% - (continued) |
$ 336,545 | Securitized Asset-Backed Receivables LLC Trust 5.64%, 07/25/2036, 1 mo. USD Term SOFR + 0.29%(2) | $ 116,146 |
| Soundview Home Loan Trust | |
1,497,224 | 5.64%, 07/25/2037, 1 mo. USD Term SOFR + 0.29%(2) | 1,320,627 |
311,278 | 5.96%, 11/25/2036, 1 mo. USD Term SOFR + 0.61%(2) | 293,613 |
| | | 5,646,183 |
| Asset-Backed - Student Loan - 0.2% |
| Navient Private Education Refi Loan Trust | |
1,676,519 | 1.11%, 02/18/2070(1) | 1,433,692 |
2,120,187 | 5.51%, 10/15/2071(1) | 2,126,967 |
| | | 3,560,659 |
| Commercial Mortgage-Backed Securities - 4.1% |
1,688,000 | 280 Park Avenue Mortgage Trust 7.75%, 09/15/2034, 1 mo. USD Term SOFR + 2.42%(1)(2) | 1,535,775 |
2,220,000 | Aligned Data Centers Issuer LLC 6.00%, 08/17/2048(1) | 2,222,013 |
| BBCMS Mortgage Trust | |
23,517,995 | 1.61%, 02/15/2050(3)(4) | 695,669 |
7,951,450 | 1.86%, 02/15/2057(3)(4) | 846,060 |
925,000 | 3.66%, 04/15/2055(3) | 825,448 |
| Benchmark Mortgage Trust | |
17,878,934 | 0.60%, 07/15/2051(3)(4) | 247,377 |
8,137,915 | 0.66%, 01/15/2051(3)(4) | 118,049 |
8,555,793 | 1.16%, 08/15/2052(3)(4) | 269,491 |
21,531,557 | 1.39%, 03/15/2062(3)(4) | 1,030,257 |
10,338,479 | 1.62%, 01/15/2054(3)(4) | 766,434 |
2,656,989 | 1.91%, 07/15/2053(3)(4) | 156,272 |
2,335,000 | BPR Trust 8.56%, 08/15/2039, 1 mo. USD Term SOFR + 3.23%(1)(2) | 2,337,057 |
| BX Trust | |
3,958,030 | 7.78%, 08/15/2039, 1 mo. USD Term SOFR + 2.45%(1)(2) | 3,951,846 |
328,000 | 8.37%, 03/15/2041, 1 mo. USD Term SOFR + 3.04%(1)(2) | 327,590 |
2,920,000 | CAMB Commercial Mortgage Trust 8.18%, 12/15/2037, 1 mo. USD Term SOFR + 2.85%(1)(2) | 2,903,784 |
3,173,671 | CD Mortgage Trust 2.46%, 08/10/2049 | 2,974,780 |
| CF Hippolyta Issuer LLC | |
381,691 | 1.53%, 03/15/2061(1) | 349,787 |
905,504 | 1.69%, 07/15/2060(1) | 858,067 |
1,021,591 | 1.99%, 07/15/2060(1) | 887,331 |
579,438 | 5.97%, 08/15/2062(1) | 570,648 |
| Citigroup Commercial Mortgage Trust | |
6,398,775 | 0.82%, 07/10/2047(3)(4) | 340 |
19,634,718 | 1.15%, 04/10/2048(3)(4) | 87,164 |
2,357,000 | 4.15%, 11/15/2049(3) | 1,948,162 |
| Commercial Mortgage Trust | |
841,000 | 2.82%, 01/10/2039(1) | 762,467 |
55,051 | 2.85%, 10/15/2045 | 50,483 |
860,000 | 4.08%, 01/10/2039(1)(3) | 754,077 |
7,507 | Credit Suisse First Boston Mortgage Securities Corp. 4.88%, 04/15/2037 | 7,433 |
| CSAIL Commercial Mortgage Trust | |
51,114,112 | 0.84%, 06/15/2057(3)(4) | 115,135 |
2,147,845 | 1.04%, 11/15/2048(3)(4) | 19,439 |
6,823,670 | 2.02%, 01/15/2049(3)(4) | 154,571 |
4,198,995 | DBJPM Mortgage Trust 1.82%, 09/15/2053(3)(4) | 212,646 |
| DC Trust | |
760,000 | 5.93%, 04/13/2028(1)(3) | 749,736 |
The accompanying notes are an integral part of these financial statements.
Hartford Total Return Bond HLS Fund
Schedule of Investments – (continued)
June 30, 2024 (Unaudited)
Shares or Principal Amount | | Market Value† |
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 19.1% - (continued) |
| Commercial Mortgage-Backed Securities - 4.1% - (continued) |
$ 380,000 | 7.29%, 04/13/2028(1)(3) | $ 382,080 |
2,360,000 | GS Mortgage Securities Corp. II 5.89%, 03/10/2041(1)(3) | 2,309,022 |
4,323,778 | GS Mortgage Securities Corp. Trust 2.95%, 11/05/2034(1) | 3,492,784 |
| GS Mortgage Securities Trust | |
663,116 | 0.09%, 08/10/2044(1)(3)(4) | 7 |
2,017,494 | 0.37%, 07/10/2046(3)(4) | 20 |
2,215,000 | 5.13%, 04/10/2047(1)(3) | 1,727,921 |
| HTL Commercial Mortgage Trust | |
1,065,000 | 6.77%, 05/10/2039(1)(3) | 1,065,860 |
585,000 | 7.32%, 05/10/2039(1)(3) | 585,456 |
| JP Morgan Chase Commercial Mortgage Securities Trust | |
1,318,699 | 2.73%, 10/15/2045(1)(3) | 1,155,788 |
1,400,000 | 2.81%, 01/16/2037(1) | 1,235,920 |
1,290,924 | 3.69%, 12/15/2047(1)(3) | 800,910 |
| JPMBB Commercial Mortgage Securities Trust | |
8,596,177 | 0.65%, 09/15/2047(3)(4) | 1,784 |
3,489,461 | 0.68%, 05/15/2048(3)(4) | 12,415 |
| Morgan Stanley Bank of America Merrill Lynch Trust | |
8,029,910 | 1.02%, 12/15/2047(3)(4) | 2,371 |
1,237,058 | 1.10%, 10/15/2048(3)(4) | 6,305 |
| Morgan Stanley Capital I Trust | |
6,690,682 | 1.46%, 06/15/2050(3)(4) | 164,862 |
1,460,000 | 5.11%, 07/15/2049(1)(3) | 1,242,905 |
82,680 | 5.26%, 10/12/2052(1)(3) | 31,832 |
3,150,000 | New Economy Assets Phase 1 Sponsor LLC 1.91%, 10/20/2061(1) | 2,806,690 |
1,890,000 | NJ Trust 6.70%, 01/06/2029(1)(3) | 1,941,344 |
3,315,000 | Retained Vantage Data Centers Issuer LLC 5.00%, 09/15/2048(1) | 3,197,510 |
790,000 | SFAVE Commercial Mortgage Securities Trust 3.87%, 01/05/2043(1)(3) | 651,724 |
5,410,000 | SG Commercial Mortgage Securities Trust 2.63%, 03/15/2037(1) | 4,894,386 |
| Stack Infrastructure Issuer LLC | |
1,880,000 | 5.90%, 07/25/2048(1) | 1,850,008 |
1,010,000 | 5.90%, 03/25/2049(1) | 1,013,259 |
3,530,000 | TYSN Mortgage Trust 6.80%, 12/10/2033(1)(3) | 3,644,065 |
3,232,431 | UBS Commercial Mortgage Trust 1.21%, 08/15/2050(3)(4) | 82,850 |
| Wells Fargo Commercial Mortgage Trust | |
24,301,572 | 1.02%, 09/15/2057(3)(4) | 189,234 |
12,479,055 | 1.17%, 05/15/2048(3)(4) | 40,866 |
3,085,000 | 2.94%, 10/15/2049 | 2,916,118 |
430,000 | 4.25%, 05/15/2048(3) | 380,854 |
| Wells Fargo NA | |
19,782,031 | 0.70%, 11/15/2062(3)(4) | 525,986 |
9,622,919 | 0.75%, 11/15/2062(3)(4) | 285,709 |
32,389,558 | 0.85%, 11/15/2050(3)(4) | 641,559 |
3,655,070 | 0.90%, 11/15/2054(3)(4) | 75,374 |
17,684,659 | 0.93%, 09/15/2062(3)(4) | 598,792 |
33,731,517 | 0.99%, 01/15/2063(3)(4) | 1,259,349 |
12,526,660 | 1.03%, 05/15/2062(3)(4) | 431,595 |
5,548,815 | 1.20%, 02/15/2056(3)(4) | 336,931 |
20,498,628 | 1.88%, 03/15/2063(3)(4) | 1,723,701 |
710,000 | WFRBS Commercial Mortgage Trust 5.00%, 06/15/2044(1)(3) | 429,550 |
| | | 72,871,084 |
| Other Asset-Backed Securities - 4.6% |
372,916 | AASET Trust 3.35%, 01/16/2040(1) | 343,073 |
Shares or Principal Amount | | Market Value† |
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 19.1% - (continued) |
| Other Asset-Backed Securities - 4.6% - (continued) |
$ 1,535,000 | Affirm Asset Securitization Trust 6.61%, 01/18/2028(1) | $ 1,541,158 |
3,285,000 | Battalion CLO 18 Ltd. 7.47%, 03/13/2037, 3 mo. USD Term SOFR + 2.20%(1)(2) | 3,290,378 |
2,590,000 | Benefit Street Partners CLO XXXI Ltd. 7.67%, 04/25/2036, 3 mo. USD Term SOFR + 2.35%(1)(2) | 2,610,606 |
4,175,000 | Cirrus Funding Ltd. 4.80%, 01/25/2037(1) | 4,100,702 |
690,000 | CNH Equipment Trust 4.77%, 10/15/2030 | 681,577 |
4,485,000 | Columbia Cent CLO 27 Ltd. 6.78%, 01/25/2035, 3 mo. USD Term SOFR + 1.45%(1)(2) | 4,488,682 |
1,150,000 | DLLAA LLC 5.64%, 02/22/2028(1) | 1,156,187 |
| Domino's Pizza Master Issuer LLC | |
2,256,200 | 2.66%, 04/25/2051(1) | 2,003,166 |
1,392,000 | 3.67%, 10/25/2049(1) | 1,268,905 |
3,103,063 | 4.12%, 07/25/2048(1) | 3,028,515 |
3,085,000 | Elmwood CLO 19 Ltd. 7.72%, 10/17/2036, 3 mo. USD Term SOFR + 2.40%(1)(2) | 3,135,249 |
2,155,000 | Elmwood CLO 23 Ltd. 7.58%, 04/16/2036, 3 mo. USD Term SOFR + 2.25%(1)(2) | 2,166,734 |
4,834,493 | FirstKey Homes Trust 4.25%, 07/17/2039(1) | 4,674,806 |
1,830,000 | Golub Capital Partners CLO 68B Ltd. 8.12%, 07/25/2036, 3 mo. USD Term SOFR + 2.80%(1)(2) | 1,863,873 |
1,390,000 | Invesco U.S. CLO Ltd. 7.62%, 04/21/2036, 3 mo. USD Term SOFR + 2.30%(1)(2) | 1,395,058 |
1,725,000 | Madison Park Funding LXVII Ltd. 6.80%, 04/25/2037, 3 mo. USD Term SOFR + 1.51%(1)(2) | 1,728,493 |
285,231 | NRZ Excess Spread-Collateralized Notes 3.84%, 12/25/2025(1) | 275,212 |
3,005,000 | Octagon 61 Ltd. 7.67%, 04/20/2036, 3 mo. USD Term SOFR + 2.35%(1)(2) | 3,015,304 |
| Progress Residential Trust | |
3,295,138 | 1.51%, 10/17/2038(1) | 3,017,522 |
1,115,433 | 3.20%, 04/17/2039(1) | 1,050,624 |
1,796,018 | 4.30%, 03/17/2040(1) | 1,724,429 |
871,554 | 4.45%, 06/17/2039(1) | 847,947 |
1,395,187 | 4.75%, 10/27/2039(1) | 1,364,413 |
4,490,000 | RR 23 Ltd. 7.98%, 10/15/2035, 3 mo. USD Term SOFR + 2.65%(1)(2) | 4,519,661 |
361,851 | Sapphire Aviation Finance II Ltd. 3.23%, 03/15/2040(1) | 332,049 |
1,060,000 | SCF Equipment Leasing LLC 5.56%, 04/20/2032(1) | 1,059,752 |
2,780,000 | Subway Funding LLC 6.03%, 07/30/2054(1) | 2,804,525 |
1,435,000 | Summit Issuer LLC 2.29%, 12/20/2050(1) | 1,357,295 |
6,615,000 | Symphony CLO XXV Ltd. 6.57%, 04/19/2034, 3 mo. USD Term SOFR + 1.24%(1)(2) | 6,621,794 |
2,580,000 | Texas Debt Capital CLO Ltd. 7.62%, 04/20/2036, 3 mo. USD Term SOFR + 2.30%(1)(2) | 2,589,920 |
3,148,861 | Tricon Residential Trust 4.85%, 07/17/2040(1) | 3,108,603 |
4,540,011 | Wellfleet CLO X Ltd. 6.76%, 07/20/2032, 3 mo. USD Term SOFR + 1.43%(1)(2) | 4,550,671 |
1,944,610 | Wendy's Funding LLC 3.88%, 03/15/2048(1) | 1,827,435 |
1,359,300 | Wingstop Funding LLC 2.84%, 12/05/2050(1) | 1,237,407 |
| | | 80,781,725 |
| Whole Loan Collateral CMO - 8.0% |
1,927,765 | 510 Asset-Backed Trust 2.12%, 06/25/2061(1)(5) | 1,887,176 |
The accompanying notes are an integral part of these financial statements.
Hartford Total Return Bond HLS Fund
Schedule of Investments – (continued)
June 30, 2024 (Unaudited)
Shares or Principal Amount | | Market Value† |
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 19.1% - (continued) |
| Whole Loan Collateral CMO - 8.0% - (continued) |
| Angel Oak Mortgage Trust | |
$ 1,136,531 | 0.91%, 01/25/2066(1)(3) | $ 959,268 |
706,271 | 0.99%, 04/25/2053(1)(3) | 651,052 |
1,067,596 | 0.99%, 04/25/2066(1)(3) | 881,451 |
1,757,035 | 1.82%, 11/25/2066(1)(3) | 1,511,933 |
1,148,858 | Arroyo Mortgage Trust 3.35%, 04/25/2049(1)(3) | 1,091,344 |
| Banc of America Funding Trust | |
1,906,355 | 5.77%, 05/25/2037(3) | 1,604,815 |
486,014 | 6.05%, 05/20/2047, 1 mo. USD Term SOFR + 0.71%(2) | 442,406 |
75,813 | 6.35%, 01/25/2037(5) | 66,830 |
436,212 | BCAP LLC Trust 5.82%, 03/25/2037, 1 mo. USD Term SOFR + 0.47%(2) | 368,203 |
400,893 | Bear Stearns ALT-A Trust 5.96%, 01/25/2036, 1 mo. USD Term SOFR + 0.61%(2) | 363,092 |
94,707 | Bear Stearns ARM Trust 7.67%, 10/25/2035, 1 yr. USD CMT + 2.30%(2) | 86,563 |
158,697 | Bear Stearns Mortgage Funding Trust 5.82%, 10/25/2036, 1 mo. USD Term SOFR + 0.47%(2) | 140,248 |
| BRAVO Residential Funding Trust | |
636,441 | 0.94%, 02/25/2049(1)(3) | 561,322 |
490,479 | 0.97%, 03/25/2060(1)(3) | 457,065 |
| CHL Mortgage Pass-Through Trust | |
208,175 | 4.27%, 11/20/2035(3) | 183,109 |
905,332 | 4.43%, 09/25/2047(3) | 776,096 |
| COLT Mortgage Loan Trust | |
1,750,404 | 0.91%, 06/25/2066(1)(3) | 1,453,894 |
4,139,309 | 1.11%, 10/25/2066(1)(3) | 3,422,240 |
3,538,176 | 4.55%, 04/25/2067(1)(3) | 3,509,516 |
| Countrywide Alternative Loan Trust | |
580,685 | 5.75%, 05/25/2036 | 215,007 |
103,129 | 6.00%, 01/25/2036, 1 mo. USD Term SOFR + 0.65%(2) | 89,498 |
542,279 | 6.10%, 11/25/2035, 1 mo. USD Term SOFR + 0.75%(2) | 429,902 |
933,124 | CSFB Mortgage-Backed Pass-Through Certificates 5.50%, 06/25/2035 | 671,836 |
| CSMC Trust | |
1,584,896 | 0.94%, 05/25/2066(1)(3) | 1,276,014 |
2,002,254 | 1.84%, 10/25/2066(1)(3) | 1,724,053 |
4,641,134 | 2.27%, 11/25/2066(1)(3) | 4,076,163 |
1,240,254 | 3.25%, 04/25/2047(1)(3) | 1,097,097 |
1,110,790 | 4.05%, 12/27/2060(1)(3) | 1,088,574 |
685,533 | Deephaven Residential Mortgage Trust 0.90%, 04/25/2066(1)(3) | 590,870 |
| Ellington Financial Mortgage Trust | |
724,600 | 0.93%, 06/25/2066(1)(3) | 591,207 |
2,128,497 | 2.21%, 01/25/2067(1)(3) | 1,807,541 |
| Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust | |
1,925,146 | 2.50%, 08/25/2059 | 1,579,914 |
1,716,979 | 3.50%, 11/25/2057 | 1,549,257 |
3,233,007 | 3.50%, 03/25/2058 | 2,852,801 |
4,611,591 | 3.50%, 07/25/2058 | 4,110,489 |
916,527 | 3.50%, 08/25/2058 | 811,277 |
3,482,476 | 3.50%, 10/25/2058 | 3,073,286 |
| Federal National Mortgage Association Connecticut Avenue Securities | |
726,000 | 7.14%, 02/25/2044, 30 day USD SOFR Average + 1.80%(1)(2) | 732,894 |
267,549 | 7.60%, 11/25/2039, 30 day USD SOFR Average + 2.26%(1)(2) | 267,554 |
Shares or Principal Amount | | Market Value† |
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 19.1% - (continued) |
| Whole Loan Collateral CMO - 8.0% - (continued) |
$ 615,000 | 7.84%, 02/25/2044, 30 day USD SOFR Average + 2.50%(1)(2) | $ 625,295 |
1,305,000 | 8.04%, 07/25/2043, 30 day USD SOFR Average + 2.70%(1)(2) | 1,363,537 |
654,800 | 8.44%, 10/25/2041, 30 day USD SOFR Average + 3.10%(1)(2) | 673,917 |
1,244,000 | 8.44%, 06/25/2043, 30 day USD SOFR Average + 3.10%(1)(2) | 1,314,540 |
1,547,000 | 8.49%, 12/25/2041, 30 day USD SOFR Average + 3.15%(1)(2) | 1,599,990 |
644,077 | 9.00%, 07/25/2029, 30 day USD SOFR Average + 3.66%(2) | 665,973 |
1,112,842 | 9.80%, 05/25/2029, 30 day USD SOFR Average + 4.46%(2) | 1,168,382 |
3,155,000 | 9.84%, 01/25/2042, 30 day USD SOFR Average + 4.50%(1)(2) | 3,319,971 |
3,267,261 | First Franklin Mortgage Loan Trust 5.94%, 04/25/2036, 1 mo. USD Term SOFR + 0.59%(2) | 2,933,532 |
| GCAT Trust | |
1,441,905 | 1.04%, 05/25/2066(1)(3) | 1,183,031 |
1,293,817 | 1.92%, 08/25/2066(1)(3) | 1,168,180 |
15,939 | GMACM Mortgage Loan Trust 3.62%, 04/19/2036(3) | 12,310 |
| GSR Mortgage Loan Trust | |
617,369 | 4.62%, 01/25/2036(3) | 549,057 |
756,563 | 5.76%, 01/25/2037, 1 mo. USD Term SOFR + 0.41%(2) | 172,616 |
| HarborView Mortgage Loan Trust | |
497,398 | 5.83%, 01/19/2038, 1 mo. USD Term SOFR + 0.49%(2) | 428,028 |
1,779,242 | 5.93%, 12/19/2036, 1 mo. USD Term SOFR + 0.59%(2) | 1,664,311 |
4,466,115 | Imperial Fund Mortgage Trust 3.64%, 03/25/2067(1)(5) | 4,104,552 |
601,585 | IndyMac INDX Mortgage Loan Trust 3.95%, 03/25/2036(3) | 406,449 |
102,401 | JP Morgan Mortgage Trust 5.36%, 04/25/2037(3) | 73,906 |
| Legacy Mortgage Asset Trust | |
1,075,427 | 4.75%, 04/25/2061(1)(5) | 1,040,446 |
1,431,860 | 4.75%, 07/25/2061(1)(5) | 1,380,949 |
520,126 | Lehman XS Trust 5.88%, 07/25/2046, 1 mo. USD Term SOFR + 0.53%(2) | 467,467 |
135,587 | MASTR Adjustable Rate Mortgages Trust 5.99%, 11/21/2034(3) | 125,726 |
| MFA Trust | |
187,018 | 1.01%, 01/26/2065(1)(3) | 170,444 |
1,072,404 | 1.03%, 11/25/2064(1)(3) | 923,353 |
761,095 | 1.15%, 04/25/2065(1)(3) | 679,366 |
| New Residential Mortgage Loan Trust | |
594,205 | 0.94%, 10/25/2058(1)(3) | 540,912 |
306,517 | 2.49%, 09/25/2059(1)(3) | 284,852 |
1,049,313 | 3.50%, 08/25/2059(1)(3) | 966,672 |
1,243,874 | 3.75%, 11/26/2035(1)(3) | 1,160,039 |
1,239,674 | 3.75%, 11/25/2056(1)(3) | 1,148,992 |
1,198,124 | 4.00%, 05/25/2057(1)(3) | 1,125,807 |
860,523 | 4.00%, 12/25/2057(1)(3) | 811,692 |
1,234,267 | 6.21%, 01/25/2048, 1 mo. USD Term SOFR + 0.86%(1)(2) | 1,201,951 |
1,061,788 | 6.96%, 06/25/2057, 1 mo. USD Term SOFR + 1.61%(1)(2) | 1,068,318 |
3,092,887 | NMLT Trust 1.19%, 05/25/2056(1)(3) | 2,558,216 |
| OBX Trust | |
2,501,056 | 1.05%, 07/25/2061(1)(3) | 1,956,441 |
2,414,421 | 1.10%, 05/25/2061(1)(3) | 1,915,942 |
The accompanying notes are an integral part of these financial statements.
Hartford Total Return Bond HLS Fund
Schedule of Investments – (continued)
June 30, 2024 (Unaudited)
Shares or Principal Amount | | Market Value† |
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 19.1% - (continued) |
| Whole Loan Collateral CMO - 8.0% - (continued) |
$ 3,719,548 | 2.31%, 11/25/2061(1)(3) | $ 3,226,383 |
| PRET LLC | |
1,453,984 | 1.87%, 07/25/2051(1)(5) | 1,389,593 |
793,227 | 2.49%, 07/25/2051(1)(5) | 774,529 |
| Pretium Mortgage Credit Partners LLC | |
2,856,371 | 2.98%, 01/25/2052(1)(5) | 2,801,162 |
2,601,167 | 4.99%, 02/25/2061(1)(5) | 2,526,001 |
| PRPM LLC | |
1,535,357 | 1.79%, 07/25/2026(1)(5) | 1,473,872 |
1,436,365 | 2.49%, 10/25/2026(1)(5) | 1,398,942 |
1,906,668 | 4.79%, 06/25/2026(1)(5) | 1,857,857 |
3,001,821 | 4.87%, 04/25/2026(1)(5) | 2,906,350 |
523,586 | 5.36%, 11/25/2025(1)(5) | 522,401 |
3,208,045 | 5.61%, 10/25/2025(1)(5) | 3,205,861 |
539,518 | RBSGC Mortgage Loan Trust 6.25%, 01/25/2037 | 490,683 |
342,313 | Residential Accredit Loans, Inc. Trust 6.00%, 12/25/2035 | 285,896 |
| Starwood Mortgage Residential Trust | |
510,179 | 0.94%, 05/25/2065(1)(3) | 463,865 |
2,905,817 | 1.92%, 11/25/2066(1)(3) | 2,475,936 |
4,989,397 | Towd Point Mortgage Trust 2.92%, 11/30/2060(1)(3) | 4,115,943 |
| VCAT LLC | |
1,399,246 | 4.74%, 05/25/2051(1)(5) | 1,349,421 |
359,854 | 5.12%, 03/27/2051(1)(5) | 356,503 |
| Verus Securitization Trust | |
923,694 | 0.92%, 02/25/2064(1)(3) | 819,810 |
1,298,504 | 0.94%, 07/25/2066(1)(3) | 1,051,007 |
789,337 | 1.03%, 02/25/2066(1)(3) | 688,792 |
5,159,481 | 1.05%, 06/25/2066(1)(3) | 4,328,433 |
1,991,934 | 1.82%, 11/25/2066(1)(3) | 1,746,058 |
4,595,646 | 1.83%, 10/25/2066(1)(5) | 4,020,695 |
644,866 | 4.13%, 02/25/2067(1)(5) | 601,001 |
1,209,968 | VOLT XCIV LLC 5.24%, 02/27/2051(1)(5) | 1,196,994 |
| WaMu Mortgage Pass-Through Certificates Trust | |
548,945 | 4.24%, 06/25/2037(3) | 458,208 |
1,256,694 | 4.37%, 12/25/2046, 1 yr. USD MTA + 0.82%(2) | 1,008,507 |
242,989 | 6.30%, 06/25/2044, 1 mo. USD Term SOFR + 0.95%(2) | 221,769 |
| | | 139,770,491 |
| Total Asset & Commercial Mortgage-Backed Securities (cost $359,044,198) | $ 335,418,279 |
CORPORATE BONDS - 28.9% |
| Advertising - 0.1% |
2,335,000 | Lamar Media Corp. 3.63%, 01/15/2031 | $ 2,053,679 |
| Aerospace/Defense - 0.4% |
1,035,000 | BAE Systems PLC 5.13%, 03/26/2029(1) | 1,031,037 |
| Boeing Co. | |
235,000 | 3.60%, 05/01/2034 | 189,555 |
105,000 | 3.75%, 02/01/2050 | 69,090 |
1,400,000 | 5.93%, 05/01/2060 | 1,255,592 |
505,000 | 6.30%, 05/01/2029(1) | 512,409 |
555,000 | 6.39%, 05/01/2031(1) | 565,714 |
| L3Harris Technologies, Inc. | |
1,050,000 | 5.05%, 06/01/2029 | 1,043,295 |
1,230,000 | 5.35%, 06/01/2034 | 1,223,496 |
845,000 | Northrop Grumman Corp. 5.15%, 05/01/2040 | 809,339 |
| | | 6,699,527 |
Shares or Principal Amount | | Market Value† |
CORPORATE BONDS - 28.9% - (continued) |
| Agriculture - 0.3% |
$ 1,025,000 | BAT Capital Corp. 5.83%, 02/20/2031 | $ 1,039,461 |
| Philip Morris International, Inc. | |
2,180,000 | 5.13%, 02/15/2030 | 2,173,425 |
730,000 | 5.13%, 02/13/2031 | 722,021 |
740,000 | 5.38%, 02/15/2033 | 736,213 |
215,000 | 5.63%, 11/17/2029 | 219,710 |
1,190,000 | 5.63%, 09/07/2033 | 1,202,389 |
| | | 6,093,219 |
| Apparel - 0.3% |
550,000 | Hanesbrands, Inc. 4.88%, 05/15/2026(1) | 538,086 |
| Tapestry, Inc. | |
355,000 | 7.05%, 11/27/2025 | 360,889 |
940,000 | 7.35%, 11/27/2028 | 976,106 |
244,000 | 7.70%, 11/27/2030 | 255,119 |
3,550,000 | William Carter Co. 5.63%, 03/15/2027(1) | 3,502,373 |
| | | 5,632,573 |
| Beverages - 0.0% |
150,000 | Bacardi Ltd./Bacardi-Martini BV 5.25%, 01/15/2029(1) | 147,990 |
| Biotechnology - 0.4% |
| Amgen, Inc. | |
255,000 | 5.25%, 03/02/2030 | 257,028 |
2,755,000 | 5.25%, 03/02/2033 | 2,751,928 |
| Royalty Pharma PLC | |
2,900,000 | 2.15%, 09/02/2031 | 2,328,113 |
105,000 | 2.20%, 09/02/2030 | 87,579 |
560,000 | 5.15%, 09/02/2029 | 555,651 |
280,000 | 5.40%, 09/02/2034 | 273,059 |
| | | 6,253,358 |
| Chemicals - 0.3% |
| Celanese U.S. Holdings LLC | |
1,240,000 | 6.17%, 07/15/2027 | 1,258,682 |
859,000 | 6.33%, 07/15/2029 | 884,005 |
975,000 | 6.55%, 11/15/2030 | 1,019,672 |
1,730,000 | OCP SA 6.75%, 05/02/2034(1) | 1,774,080 |
| | | 4,936,439 |
| Commercial Banks - 6.8% |
1,400,000 | ABN AMRO Bank NV 6.34%, 09/18/2027, (6.34% fixed rate until 09/18/2026; 1 yr. USD CMT + 1.65% thereafter)(1)(6) | 1,418,429 |
200,000 | AIB Group PLC 5.87%, 03/28/2035, (5.87% fixed rate until 03/28/2034; 6 mo. USD SOFR + 1.91% thereafter)(1)(6) | 199,151 |
EUR 800,000 | Banca Comerciala Romana SA 7.63%, 05/19/2027, (7.63% fixed rate until 05/19/2026; 3 mo. EURIBOR + 4.54% thereafter)(6)(7) | 897,611 |
1,575,000 | Banca Transilvania SA 8.88%, 04/27/2027, (8.88% fixed rate until 04/27/2026; 1 yr. EURIBOR ICE Swap + 5.58% thereafter)(6)(7) | 1,777,831 |
| Bank of America Corp. | |
$ 1,050,000 | 1.90%, 07/23/2031, (1.90% fixed rate until 07/23/2030; 6 mo. USD SOFR + 1.53% thereafter)(6) | 865,648 |
940,000 | 1.92%, 10/24/2031, (1.92% fixed rate until 10/24/2030; 6 mo. USD SOFR + 1.37% thereafter)(6) | 769,425 |
2,150,000 | 2.30%, 07/21/2032, (2.30% fixed rate until 07/21/2031; 6 mo. USD SOFR + 1.22% thereafter)(6) | 1,762,979 |
The accompanying notes are an integral part of these financial statements.
Hartford Total Return Bond HLS Fund
Schedule of Investments – (continued)
June 30, 2024 (Unaudited)
Shares or Principal Amount | | Market Value† |
CORPORATE BONDS - 28.9% - (continued) |
| Commercial Banks - 6.8% - (continued) |
$ 1,350,000 | 2.57%, 10/20/2032, (2.57% fixed rate until 10/20/2031; 6 mo. USD SOFR + 1.21% thereafter)(6) | $ 1,120,906 |
1,715,000 | 2.59%, 04/29/2031, (2.59% fixed rate until 04/29/2030; 6 mo. USD SOFR + 2.15% thereafter)(6) | 1,483,998 |
5,370,000 | 2.69%, 04/22/2032, (2.69% fixed rate until 04/22/2031; 6 mo. USD SOFR + 1.32% thereafter)(6) | 4,545,812 |
1,475,000 | 3.19%, 07/23/2030, (3.19% fixed rate until 07/23/2029; 3 mo. USD Term SOFR + 1.44% thereafter)(6) | 1,340,132 |
395,000 | 4.95%, 07/22/2028, (4.95% fixed rate until 07/22/2027; 6 mo. USD SOFR + 2.04% thereafter)(6) | 391,895 |
560,000 | 5.20%, 04/25/2029, (5.20% fixed rate until 04/25/2028; 6 mo. USD SOFR + 1.63% thereafter)(6) | 559,380 |
795,000 | 5.47%, 01/23/2035, (5.47% fixed rate until 01/23/2034; 6 mo. USD SOFR + 1.65% thereafter)(6) | 796,184 |
1,205,000 | 5.93%, 09/15/2027, (5.93% fixed rate until 09/15/2026; 6 mo. USD SOFR + 1.34% thereafter)(6) | 1,217,922 |
| Bank of Ireland Group PLC | |
2,610,000 | 5.60%, 03/20/2030, (5.60% fixed rate until 03/20/2029; 6 mo. USD SOFR + 1.62% thereafter)(1)(6) | 2,596,613 |
3,685,000 | 6.25%, 09/16/2026, (6.25% fixed rate until 09/16/2025; 1 yr. USD CMT + 2.65% thereafter)(1)(6) | 3,702,884 |
925,000 | Bank of Montreal 5.51%, 06/04/2031 | 935,719 |
| Bank of New York Mellon Corp. | |
620,000 | 4.98%, 03/14/2030, (4.98% fixed rate until 03/14/2029; 6 mo. USD SOFR + 1.09% thereafter)(6) | 616,644 |
815,000 | 5.19%, 03/14/2035, (5.19% fixed rate until 03/14/2034; 6 mo. USD SOFR + 1.42% thereafter)(6) | 806,113 |
1,045,000 | 6.32%, 10/25/2029, (6.32% fixed rate until 10/25/2028; 6 mo. USD SOFR + 1.60% thereafter)(6) | 1,092,725 |
2,025,000 | Barclays PLC 5.69%, 03/12/2030, (5.69% fixed rate until 03/12/2029; 6 mo. USD SOFR + 1.74% thereafter)(6) | 2,031,565 |
2,170,000 | BNP Paribas SA 5.89%, 12/05/2034, (5.89% fixed rate until 12/05/2033; 6 mo. USD SOFR + 1.87% thereafter)(1)(6) | 2,226,953 |
| BPCE SA | |
545,000 | 5.72%, 01/18/2030, (5.72% fixed rate until 01/18/2029; 1 yr. USD CMT + 1.96% thereafter)(1)(6) | 544,154 |
905,000 | 5.94%, 05/30/2035, (5.94% fixed rate until 05/30/2034; 6 mo. USD SOFR + 1.85% thereafter)(1)(6) | 903,181 |
2,935,000 | 6.51%, 01/18/2035, (6.51% fixed rate until 01/18/2034; 1 yr. USD CMT + 2.79% thereafter)(1)(6) | 2,943,985 |
2,620,000 | 6.71%, 10/19/2029, (6.71% fixed rate until 10/19/2028; 6 mo. USD SOFR + 2.27% thereafter)(1)(6) | 2,717,591 |
1,195,000 | 7.00%, 10/19/2034, (7.00% fixed rate until 10/19/2033; 6 mo. USD SOFR + 2.59% thereafter)(1)(6) | 1,279,937 |
Shares or Principal Amount | | Market Value† |
CORPORATE BONDS - 28.9% - (continued) |
| Commercial Banks - 6.8% - (continued) |
$ 420,000 | CaixaBank SA 5.67%, 03/15/2030, (5.67% fixed rate until 03/15/2029; 6 mo. USD SOFR + 1.78% thereafter)(1)(6) | $ 418,774 |
665,000 | Citigroup, Inc. 5.17%, 02/13/2030, (5.17% fixed rate until 02/13/2029; 6 mo. USD SOFR + 1.36% thereafter)(6) | 661,501 |
| Citizens Financial Group, Inc. | |
1,015,000 | 5.84%, 01/23/2030, (5.84% fixed rate until 01/23/2029; 6 mo. USD SOFR + 2.01% thereafter)(6) | 1,012,269 |
515,000 | 6.65%, 04/25/2035, (6.65% fixed rate until 04/25/2034; 6 mo. USD SOFR + 2.33% thereafter)(6)(8) | 533,371 |
| Credit Agricole SA | |
1,775,000 | 6.25%, 01/10/2035, (6.25% fixed rate until 01/10/2034; 6 mo. USD SOFR + 2.67% thereafter)(1)(6) | 1,788,936 |
745,000 | 6.32%, 10/03/2029, (6.32% fixed rate until 10/03/2028; 6 mo. USD SOFR + 1.86% thereafter)(1)(6) | 765,481 |
| Danske Bank AS | |
655,000 | 1.62%, 09/11/2026, (1.62% fixed rate until 09/11/2025; 1 yr. USD CMT + 1.35% thereafter)(1)(6) | 622,603 |
540,000 | 5.71%, 03/01/2030, (5.71% fixed rate until 03/01/2029; 1 yr. USD CMT + 1.40% thereafter)(1)(6) | 541,826 |
| Deutsche Bank AG | |
495,000 | 2.31%, 11/16/2027, (2.31% fixed rate until 11/16/2026; 6 mo. USD SOFR + 1.22% thereafter)(6) | 456,999 |
220,000 | 3.74%, 01/07/2033, (3.74% fixed rate until 10/07/2031; 6 mo. USD SOFR + 2.26% thereafter)(6) | 181,306 |
620,000 | 5.41%, 05/10/2029 | 619,425 |
750,000 | 6.82%, 11/20/2029, (6.82% fixed rate until 11/20/2028; 6 mo. USD SOFR + 2.51% thereafter)(6) | 780,406 |
| Goldman Sachs Group, Inc. | |
1,930,000 | 2.38%, 07/21/2032, (2.38% fixed rate until 07/21/2031; 6 mo. USD SOFR + 1.25% thereafter)(6) | 1,587,769 |
2,560,000 | 2.62%, 04/22/2032, (2.62% fixed rate until 04/22/2031; 6 mo. USD SOFR + 1.28% thereafter)(6) | 2,157,247 |
1,135,000 | 5.73%, 04/25/2030, (5.73% fixed rate until 04/25/2029; 6 mo. USD SOFR + 1.27% thereafter)(6) | 1,155,888 |
| HSBC Holdings PLC | |
1,150,000 | 2.21%, 08/17/2029, (2.21% fixed rate until 08/17/2028; 6 mo. USD SOFR + 1.29% thereafter)(6) | 1,011,428 |
1,135,000 | 4.58%, 06/19/2029, (4.58% fixed rate until 06/19/2028; 3 mo. USD Term SOFR + 1.80% thereafter)(6) | 1,097,681 |
2,185,000 | 5.40%, 08/11/2033, (5.40% fixed rate until 08/11/2032; 6 mo. USD SOFR + 2.87% thereafter)(6) | 2,164,565 |
1,675,000 | 5.73%, 05/17/2032, (5.73% fixed rate until 05/17/2031; 6 mo. USD SOFR + 1.52% thereafter)(6) | 1,680,821 |
365,000 | 5.89%, 08/14/2027, (5.89% fixed rate until 08/14/2026; 6 mo. USD SOFR + 1.57% thereafter)(6) | 367,724 |
The accompanying notes are an integral part of these financial statements.
Hartford Total Return Bond HLS Fund
Schedule of Investments – (continued)
June 30, 2024 (Unaudited)
Shares or Principal Amount | | Market Value† |
CORPORATE BONDS - 28.9% - (continued) |
| Commercial Banks - 6.8% - (continued) |
$ 765,000 | Huntington National Bank 5.65%, 01/10/2030 | $ 766,152 |
865,000 | Intesa Sanpaolo SpA 7.80%, 11/28/2053(1) | 954,073 |
| JP Morgan Chase & Co. | |
1,270,000 | 2.55%, 11/08/2032, (2.55% fixed rate until 11/08/2031; 6 mo. USD SOFR + 1.18% thereafter)(6) | 1,059,461 |
930,000 | 2.58%, 04/22/2032, (2.58% fixed rate until 04/22/2031; 3 mo. USD Term SOFR + 1.25% thereafter)(6) | 786,661 |
170,000 | 3.70%, 05/06/2030, (3.70% fixed rate until 05/06/2029; 3 mo. USD Term SOFR + 1.42% thereafter)(6) | 159,040 |
515,000 | 3.96%, 01/29/2027, (3.96% fixed rate until 01/29/2026; 3 mo. USD Term SOFR + 1.51% thereafter)(6) | 503,052 |
2,230,000 | 4.01%, 04/23/2029, (4.01% fixed rate until 04/23/2028; 3 mo. USD Term SOFR + 1.38% thereafter)(6) | 2,133,164 |
390,000 | 4.85%, 07/25/2028, (4.85% fixed rate until 07/25/2027; 6 mo. USD SOFR + 1.99% thereafter)(6) | 386,064 |
1,515,000 | 5.30%, 07/24/2029, (5.30% fixed rate until 07/24/2028; 6 mo. USD SOFR + 1.45% thereafter)(6) | 1,520,858 |
2,675,000 | 5.34%, 01/23/2035, (5.34% fixed rate until 01/23/2034; 6 mo. USD SOFR + 1.62% thereafter)(6) | 2,664,568 |
1,575,000 | 5.58%, 04/22/2030, (5.58% fixed rate until 04/22/2029; 6 mo. USD SOFR + 1.16% thereafter)(6) | 1,600,847 |
960,000 | 6.07%, 10/22/2027, (6.07% fixed rate until 10/22/2026; 6 mo. USD SOFR + 1.33% thereafter)(6) | 976,801 |
280,000 | 6.09%, 10/23/2029, (6.09% fixed rate until 10/23/2028; 6 mo. USD SOFR + 1.57% thereafter)(6) | 289,454 |
| M&T Bank Corp. | |
2,405,000 | 5.05%, 01/27/2034, (5.05% fixed rate until 01/27/2033; 6 mo. USD SOFR + 1.85% thereafter)(6) | 2,229,969 |
1,705,000 | 7.41%, 10/30/2029, (7.41% fixed rate until 10/30/2028; 6 mo. USD SOFR + 2.80% thereafter)(6) | 1,794,731 |
1,580,000 | Manufacturers & Traders Trust Co. 4.70%, 01/27/2028 | 1,523,942 |
EUR 1,700,000 | mBank SA 0.97%, 09/21/2027, (0.97% fixed rate until 09/21/2026; 3 mo. EURIBOR + 1.25% thereafter)(6)(7) | 1,654,798 |
| Morgan Stanley | |
$ 1,890,000 | 1.79%, 02/13/2032, (1.79% fixed rate until 02/13/2031; 6 mo. USD SOFR + 1.03% thereafter)(6) | 1,519,318 |
1,960,000 | 1.93%, 04/28/2032, (1.93% fixed rate until 04/28/2031; 6 mo. USD SOFR + 1.02% thereafter)(6) | 1,577,464 |
460,000 | 3.62%, 04/01/2031, (3.62% fixed rate until 04/01/2030; 6 mo. USD SOFR + 3.12% thereafter)(6) | 422,401 |
455,000 | 5.45%, 07/20/2029, (5.45% fixed rate until 07/20/2028; 6 mo. USD SOFR + 1.63% thereafter)(6) | 458,009 |
1,170,000 | 5.66%, 04/18/2030, (5.66% fixed rate until 04/18/2029; 6 mo. USD SOFR + 1.26% thereafter)(6) | 1,190,511 |
Shares or Principal Amount | | Market Value† |
CORPORATE BONDS - 28.9% - (continued) |
| Commercial Banks - 6.8% - (continued) |
$ 3,050,000 | 6.41%, 11/01/2029, (6.41% fixed rate until 11/01/2028; 6 mo. USD SOFR + 1.83% thereafter)(6) | $ 3,185,336 |
| OTP Bank Nyrt | |
EUR 1,570,000 | 7.35%, 03/04/2026, (7.35% fixed rate until 03/04/2025; 3 mo. EURIBOR + 4.52% thereafter)(6)(7) | 1,706,966 |
$ 815,000 | 7.50%, 05/25/2027, (7.50% fixed rate until 05/25/2026; 1 yr. USD CMT + 3.71% thereafter)(6)(7) | 834,950 |
| PNC Financial Services Group, Inc. | |
270,000 | 5.68%, 01/22/2035, (5.68% fixed rate until 01/22/2034; 6 mo. USD SOFR + 1.90% thereafter)(6) | 272,024 |
525,000 | 6.04%, 10/28/2033, (6.04% fixed rate until 10/28/2032; 6 mo. USD SOFR + 2.14% thereafter)(6) | 541,802 |
| Societe Generale SA | |
1,740,000 | 6.07%, 01/19/2035, (6.07% fixed rate until 01/19/2034; 1 yr. USD CMT + 2.10% thereafter)(1)(6) | 1,725,738 |
2,395,000 | 6.22%, 06/15/2033, (6.22% fixed rate until 06/15/2032; 1 yr. USD CMT + 3.20% thereafter)(1)(6)(8) | 2,362,109 |
| Standard Chartered PLC | |
1,115,000 | 5.91%, 05/14/2035, (5.91% fixed rate until 05/14/2034; 1 yr. USD CMT + 1.45% thereafter)(1)(6) | 1,107,274 |
1,270,000 | 7.02%, 02/08/2030, (7.02% fixed rate until 02/08/2029; 1 yr. USD CMT + 2.20% thereafter)(1)(6) | 1,342,266 |
865,000 | 7.77%, 11/16/2028, (7.77% fixed rate until 11/16/2027; 1 yr. USD CMT + 3.45% thereafter)(1)(6) | 920,665 |
| UBS Group AG | |
575,000 | 2.10%, 02/11/2032, (2.10% fixed rate until 02/11/2031; 1 yr. USD CMT + 1.00% thereafter)(1)(6) | 462,810 |
865,000 | 3.09%, 05/14/2032, (3.09% fixed rate until 05/14/2031; 6 mo. USD SOFR + 1.73% thereafter)(1)(6) | 739,056 |
640,000 | 4.19%, 04/01/2031, (4.19% fixed rate until 04/01/2030; 6 mo. USD SOFR + 3.73% thereafter)(1)(6) | 597,944 |
480,000 | 4.75%, 05/12/2028, (4.75% fixed rate until 05/12/2027; 1 yr. USD CMT + 1.75% thereafter)(1)(6) | 470,182 |
1,090,000 | 6.25%, 09/22/2029, (6.25% fixed rate until 09/22/2028; 1 yr. USD CMT + 1.80% thereafter)(1)(6) | 1,121,206 |
760,000 | 6.44%, 08/11/2028, (6.44% fixed rate until 08/11/2027; 6 mo. USD SOFR + 3.70% thereafter)(1)(6) | 779,473 |
2,785,000 | 6.54%, 08/12/2033, (6.54% fixed rate until 08/12/2032; 6 mo. USD SOFR + 3.92% thereafter)(1)(6) | 2,929,440 |
| Wells Fargo & Co. | |
385,000 | 2.57%, 02/11/2031, (2.57% fixed rate until 02/11/2030; 3 mo. USD Term SOFR + 1.26% thereafter)(6) | 333,402 |
1,360,000 | 2.88%, 10/30/2030, (2.88% fixed rate until 10/30/2029; 3 mo. USD Term SOFR + 1.43% thereafter)(6) | 1,207,058 |
The accompanying notes are an integral part of these financial statements.
Hartford Total Return Bond HLS Fund
Schedule of Investments – (continued)
June 30, 2024 (Unaudited)
Shares or Principal Amount | | Market Value† |
CORPORATE BONDS - 28.9% - (continued) |
| Commercial Banks - 6.8% - (continued) |
$ 2,855,000 | 3.35%, 03/02/2033, (3.35% fixed rate until 03/02/2032; 6 mo. USD SOFR + 1.50% thereafter)(6) | $ 2,480,389 |
1,705,000 | 4.90%, 07/25/2033, (4.90% fixed rate until 07/25/2032; 6 mo. USD SOFR + 2.10% thereafter)(6) | 1,643,023 |
100,000 | 5.39%, 04/24/2034, (5.39% fixed rate until 04/24/2033; 6 mo. USD SOFR + 2.02% thereafter)(6) | 99,048 |
930,000 | 5.50%, 01/23/2035, (5.50% fixed rate until 01/23/2034; 6 mo. USD SOFR + 1.78% thereafter)(6) | 929,688 |
2,615,000 | 5.57%, 07/25/2029, (5.57% fixed rate until 07/25/2028; 6 mo. USD SOFR + 1.74% thereafter)(6) | 2,640,089 |
765,000 | 6.49%, 10/23/2034, (6.49% fixed rate until 10/23/2033; 6 mo. USD SOFR + 2.06% thereafter)(6) | 817,109 |
| | | 118,571,772 |
| Commercial Services - 0.9% |
3,305,000 | Ashtead Capital, Inc. 4.38%, 08/15/2027(1) | 3,181,009 |
3,315,000 | Block, Inc. 6.50%, 05/15/2032(1) | 3,354,276 |
275,000 | ERAC USA Finance LLC 5.00%, 02/15/2029(1) | 274,410 |
| Howard University | |
1,000,000 | 2.70%, 10/01/2029 | 875,059 |
1,000,000 | 2.90%, 10/01/2031 | 851,215 |
720,000 | 3.48%, 10/01/2041 | 513,767 |
| Service Corp. International | |
2,500,000 | 3.38%, 08/15/2030 | 2,178,336 |
385,000 | 4.63%, 12/15/2027 | 372,545 |
4,561,000 | 5.13%, 06/01/2029 | 4,432,515 |
140,000 | United Rentals North America, Inc. 4.00%, 07/15/2030 | 126,584 |
| | | 16,159,716 |
| Construction Materials - 0.4% |
3,340,000 | Builders FirstSource, Inc. 5.00%, 03/01/2030(1) | 3,160,006 |
| Standard Industries, Inc. | |
535,000 | 3.38%, 01/15/2031(1) | 450,765 |
3,370,000 | 4.38%, 07/15/2030(1) | 3,046,938 |
250,000 | Trane Technologies Financing Ltd. 5.10%, 06/13/2034 | 249,632 |
| | | 6,907,341 |
| Diversified Financial Services - 0.6% |
| Capital One Financial Corp. | |
1,260,000 | 3.27%, 03/01/2030, (3.27% fixed rate until 03/01/2029; 6 mo. USD SOFR + 1.79% thereafter)(6) | 1,137,982 |
355,000 | 5.25%, 07/26/2030, (5.25% fixed rate until 07/26/2029; 6 mo. USD SOFR + 2.60% thereafter)(6) | 348,979 |
1,125,000 | 6.31%, 06/08/2029, (6.31% fixed rate until 06/08/2028; 6 mo. USD SOFR + 2.64% thereafter)(6) | 1,151,614 |
875,000 | 7.62%, 10/30/2031, (7.62% fixed rate until 10/30/2030; 6 mo. USD SOFR + 3.07% thereafter)(6) | 963,945 |
665,000 | Discover Financial Services 7.96%, 11/02/2034, (7.96% fixed rate until 11/02/2033; 6 mo. USD SOFR + 3.37% thereafter)(6) | 749,232 |
Shares or Principal Amount | | Market Value† |
CORPORATE BONDS - 28.9% - (continued) |
| Diversified Financial Services - 0.6% - (continued) |
$ 4,249,000 | Intercontinental Exchange, Inc. 3.63%, 09/01/2028(1) | $ 4,002,010 |
1,670,000 | Nomura Holdings, Inc. 5.78%, 07/03/2034 | 1,666,831 |
| | | 10,020,593 |
| Electric - 3.7% |
1,235,000 | Alabama Power Co. 3.45%, 10/01/2049 | 883,784 |
2,815,000 | Ameren Corp. 5.00%, 01/15/2029 | 2,788,342 |
1,355,000 | American Electric Power Co., Inc. 6.95%, 12/15/2054, (6.95% fixed rate until 09/15/2034; 5 yr. USD CMT + 2.68% thereafter)(6) | 1,347,515 |
| Arizona Public Service Co. | |
450,000 | 5.55%, 08/01/2033 | 447,024 |
345,000 | 6.35%, 12/15/2032 | 362,706 |
820,000 | Baltimore Gas & Electric Co. 5.65%, 06/01/2054 | 814,501 |
1,225,000 | Cleco Corporate Holdings LLC 3.38%, 09/15/2029 | 1,071,931 |
| Consolidated Edison Co. of New York, Inc. | |
1,050,000 | 3.20%, 12/01/2051 | 696,288 |
555,000 | 5.38%, 05/15/2034 | 558,881 |
| Dominion Energy, Inc. | |
1,008,000 | 3.38%, 04/01/2030 | 911,103 |
1,332,000 | 5.38%, 11/15/2032 | 1,323,154 |
65,000 | 6.30%, 03/15/2033 | 67,568 |
1,320,000 | Duke Energy Carolinas LLC 4.25%, 12/15/2041 | 1,108,527 |
| Duke Energy Corp. | |
2,040,000 | 2.55%, 06/15/2031 | 1,710,802 |
1,160,000 | 4.50%, 08/15/2032 | 1,086,640 |
190,000 | 5.00%, 08/15/2052 | 165,870 |
1,100,000 | 5.45%, 06/15/2034 | 1,089,518 |
310,000 | 5.80%, 06/15/2054 | 302,730 |
780,000 | Duke Energy Indiana LLC 3.25%, 10/01/2049 | 525,125 |
510,000 | Duke Energy Ohio, Inc. 5.55%, 03/15/2054 | 493,701 |
| Duke Energy Progress LLC | |
490,000 | 4.00%, 04/01/2052 | 373,827 |
670,000 | 4.38%, 03/30/2044 | 558,991 |
| Edison International | |
270,000 | 4.13%, 03/15/2028 | 258,003 |
825,000 | 5.25%, 11/15/2028 | 818,342 |
3,125,000 | 6.95%, 11/15/2029 | 3,324,709 |
755,000 | Emera, Inc. 6.75%, 06/15/2076 | 750,026 |
| Evergy, Inc. | |
730,000 | 2.45%, 09/15/2024 | 724,847 |
500,000 | 2.90%, 09/15/2029 | 446,854 |
| Eversource Energy | |
2,255,000 | 5.13%, 05/15/2033 | 2,168,865 |
690,000 | 5.50%, 01/01/2034 | 678,299 |
190,000 | 5.95%, 02/01/2029 | 194,287 |
| Georgia Power Co. | |
940,000 | 4.30%, 03/15/2042 | 800,761 |
85,000 | 4.95%, 05/17/2033 | 83,044 |
550,000 | 5.25%, 03/15/2034 | 549,388 |
845,000 | Investment Energy Resources Ltd. 6.25%, 04/26/2029(1) | 795,610 |
465,000 | Monongahela Power Co. 5.85%, 02/15/2034(1) | 474,247 |
115,000 | National Grid PLC 5.60%, 06/12/2028 | 116,165 |
472,000 | National Rural Utilities Cooperative Finance Corp. 5.80%, 01/15/2033 | 485,956 |
| NextEra Energy Capital Holdings, Inc. | |
1,035,000 | 1.88%, 01/15/2027 | 953,779 |
1,145,000 | 2.25%, 06/01/2030 | 977,026 |
The accompanying notes are an integral part of these financial statements.
Hartford Total Return Bond HLS Fund
Schedule of Investments – (continued)
June 30, 2024 (Unaudited)
Shares or Principal Amount | | Market Value† |
CORPORATE BONDS - 28.9% - (continued) |
| Electric - 3.7% - (continued) |
$ 1,555,000 | Niagara Mohawk Power Corp. 5.29%, 01/17/2034(1) | $ 1,510,942 |
935,000 | NSTAR Electric Co. 5.40%, 06/01/2034 | 937,807 |
| Oglethorpe Power Corp. | |
705,000 | 4.50%, 04/01/2047 | 575,802 |
140,000 | 5.80%, 06/01/2054(1) | 137,687 |
755,000 | Ohio Edison Co. 5.50%, 01/15/2033(1) | 751,868 |
1,000,000 | Oncor Electric Delivery Co. LLC 5.65%, 11/15/2033 | 1,027,658 |
| Pacific Gas & Electric Co. | |
2,880,000 | 2.50%, 02/01/2031 | 2,378,784 |
260,000 | 4.40%, 03/01/2032 | 238,243 |
980,000 | 4.55%, 07/01/2030 | 929,440 |
394,000 | 5.25%, 03/01/2052 | 338,741 |
205,000 | 5.45%, 06/15/2027 | 205,108 |
325,000 | 5.90%, 06/15/2032 | 325,789 |
1,670,000 | 6.10%, 01/15/2029 | 1,709,954 |
1,475,000 | 6.15%, 01/15/2033 | 1,501,137 |
2,040,000 | 6.40%, 06/15/2033 | 2,111,909 |
710,000 | Public Service Electric & Gas Co. 5.45%, 03/01/2054 | 703,917 |
| Public Service Enterprise Group, Inc. | |
430,000 | 5.20%, 04/01/2029 | 429,094 |
265,000 | 5.45%, 04/01/2034 | 263,191 |
1,120,000 | 6.13%, 10/15/2033 | 1,165,646 |
| Puget Energy, Inc. | |
885,000 | 2.38%, 06/15/2028 | 790,302 |
2,070,000 | 3.65%, 05/15/2025 | 2,029,368 |
130,000 | 4.10%, 06/15/2030 | 119,711 |
885,000 | 4.22%, 03/15/2032 | 794,642 |
355,000 | Sempra 5.40%, 08/01/2026 | 354,643 |
| Southern California Edison Co. | |
655,000 | 5.15%, 06/01/2029 | 655,122 |
1,900,000 | 5.20%, 06/01/2034 | 1,858,930 |
275,000 | 5.45%, 06/01/2031 | 277,255 |
390,000 | 5.75%, 04/15/2054 | 383,634 |
510,000 | 5.88%, 12/01/2053 | 510,963 |
380,000 | 5.95%, 11/01/2032 | 393,432 |
| Southern Co. | |
210,000 | 3.70%, 04/30/2030 | 193,766 |
1,170,000 | 5.20%, 06/15/2033 | 1,151,719 |
750,000 | Southwestern Electric Power Co. 5.30%, 04/01/2033 | 727,696 |
| Virginia Electric & Power Co. | |
356,000 | 2.45%, 12/15/2050 | 200,658 |
1,145,000 | 5.00%, 04/01/2033 | 1,116,760 |
1,625,000 | 5.00%, 01/15/2034 | 1,582,709 |
405,000 | 5.35%, 01/15/2054 | 384,064 |
605,000 | Wisconsin Power & Light Co. 5.38%, 03/30/2034 | 602,313 |
720,000 | Xcel Energy, Inc. 4.60%, 06/01/2032 | 674,455 |
| | | 65,333,595 |
| Energy-Alternate Sources - 0.2% |
2,450,000 | Energo-Pro AS 8.50%, 02/04/2027(1) | 2,439,171 |
1,370,650 | Greenko Power II Ltd. 4.30%, 12/13/2028(7) | 1,248,537 |
| | | 3,687,708 |
| Engineering & Construction - 0.7% |
7,400,000 | GTP Acquisition Partners I LLC 3.48%, 06/15/2050(1) | 7,245,378 |
1,615,000 | IHS Holding Ltd. 6.25%, 11/29/2028(1) | 1,442,744 |
3,095,201 | International Airport Finance SA 12.00%, 03/15/2033(1) | 3,282,770 |
| | | 11,970,892 |
Shares or Principal Amount | | Market Value† |
CORPORATE BONDS - 28.9% - (continued) |
| Entertainment - 0.4% |
| Warnermedia Holdings, Inc. | |
$ 660,000 | 4.05%, 03/15/2029 | $ 609,862 |
680,000 | 4.28%, 03/15/2032 | 594,364 |
250,000 | 5.05%, 03/15/2042 | 204,076 |
370,000 | 5.14%, 03/15/2052 | 289,474 |
400,000 | 5.39%, 03/15/2062 | 313,472 |
| WMG Acquisition Corp. | |
725,000 | 3.75%, 12/01/2029(1) | 657,245 |
4,525,000 | 3.88%, 07/15/2030(1) | 4,039,311 |
| | | 6,707,804 |
| Environmental Control - 0.4% |
4,475,000 | Clean Harbors, Inc. 4.88%, 07/15/2027(1) | 4,331,221 |
| Republic Services, Inc. | |
165,000 | 1.45%, 02/15/2031 | 131,029 |
655,000 | 5.20%, 11/15/2034 | 651,566 |
1,145,000 | Veralto Corp. 5.35%, 09/18/2028(1) | 1,150,120 |
| | | 6,263,936 |
| Equity Fund - 0.1% |
1,770,000 | Brookfield Finance, Inc. 5.68%, 01/15/2035 | 1,754,797 |
| Food - 0.3% |
550,000 | Cencosud SA 5.95%, 05/28/2031(1) | 552,250 |
411,000 | Conagra Brands, Inc. 4.85%, 11/01/2028 | 403,953 |
2,040,000 | Minerva Luxembourg SA 4.38%, 03/18/2031(7) | 1,682,605 |
1,690,000 | NBM U.S. Holdings, Inc. 7.00%, 05/14/2026(1) | 1,690,669 |
| Tyson Foods, Inc. | |
165,000 | 5.40%, 03/15/2029 | 165,362 |
605,000 | 5.70%, 03/15/2034 | 603,742 |
| | | 5,098,581 |
| Gas - 0.4% |
1,440,000 | Brooklyn Union Gas Co. 6.39%, 09/15/2033(1) | 1,474,128 |
365,000 | KeySpan Gas East Corp. 5.99%, 03/06/2033(1) | 368,118 |
| NiSource, Inc. | |
325,000 | 3.60%, 05/01/2030 | 298,458 |
1,060,000 | 5.35%, 04/01/2034 | 1,041,771 |
1,045,000 | 5.40%, 06/30/2033 | 1,033,906 |
| Southern California Gas Co. | |
785,000 | 5.20%, 06/01/2033 | 776,575 |
2,475,000 | 5.60%, 04/01/2054 | 2,444,061 |
280,000 | Southern Co. Gas Capital Corp. 5.75%, 09/15/2033 | 287,424 |
| | | 7,724,441 |
| Hand/Machine Tools - 0.2% |
| Regal Rexnord Corp. | |
2,710,000 | 6.05%, 04/15/2028 | 2,743,700 |
325,000 | 6.30%, 02/15/2030 | 332,442 |
| | | 3,076,142 |
| Healthcare - Products - 0.6% |
| Alcon Finance Corp. | |
1,164,000 | 2.75%, 09/23/2026(1) | 1,101,071 |
455,000 | 5.38%, 12/06/2032(1) | 456,692 |
340,000 | 5.75%, 12/06/2052(1) | 345,582 |
3,220,000 | Avantor Funding, Inc. 4.63%, 07/15/2028(1) | 3,064,567 |
2,812,000 | Hologic, Inc. 4.63%, 02/01/2028(1) | 2,690,586 |
530,000 | Smith & Nephew PLC 5.40%, 03/20/2034 | 522,932 |
| Solventum Corp. | |
1,495,000 | 5.40%, 03/01/2029(1) | 1,491,367 |
410,000 | 5.45%, 03/13/2031(1) | 405,458 |
| | | 10,078,255 |
The accompanying notes are an integral part of these financial statements.
Hartford Total Return Bond HLS Fund
Schedule of Investments – (continued)
June 30, 2024 (Unaudited)
Shares or Principal Amount | | Market Value† |
CORPORATE BONDS - 28.9% - (continued) |
| Healthcare - Services - 0.9% |
| Centene Corp. | |
$ 415,000 | 2.45%, 07/15/2028 | $ 368,419 |
95,000 | 3.38%, 02/15/2030 | 84,325 |
435,000 | 4.25%, 12/15/2027 | 415,495 |
5,230,000 | 4.63%, 12/15/2029 | 4,946,898 |
470,000 | CommonSpirit Health 3.35%, 10/01/2029 | 431,777 |
1,430,000 | Elevance Health, Inc. 5.38%, 06/15/2034 | 1,439,756 |
| HCA, Inc. | |
1,760,000 | 3.38%, 03/15/2029 | 1,618,303 |
165,000 | 5.45%, 04/01/2031 | 165,063 |
905,000 | 5.60%, 04/01/2034 | 901,292 |
570,000 | Humana, Inc. 5.38%, 04/15/2031 | 567,472 |
| Icon Investments Six DAC | |
385,000 | 5.81%, 05/08/2027 | 388,949 |
200,000 | 6.00%, 05/08/2034 | 204,713 |
| Kaiser Foundation Hospitals | |
355,000 | 2.81%, 06/01/2041 | 257,665 |
695,000 | 3.00%, 06/01/2051 | 465,825 |
| UnitedHealth Group, Inc. | |
855,000 | 2.75%, 05/15/2040 | 616,668 |
190,000 | 3.50%, 08/15/2039 | 154,049 |
240,000 | 4.95%, 05/15/2062 | 214,796 |
190,000 | 5.35%, 02/15/2033 | 192,871 |
1,405,000 | 5.38%, 04/15/2054 | 1,372,584 |
260,000 | 6.05%, 02/15/2063 | 275,117 |
| | | 15,082,037 |
| Home Builders - 0.2% |
| Taylor Morrison Communities, Inc. | |
1,446,000 | 5.13%, 08/01/2030(1) | 1,384,694 |
2,558,000 | 5.75%, 01/15/2028(1) | 2,534,564 |
| | | 3,919,258 |
| Household Products - 0.0% |
575,000 | Haleon U.S. Capital LLC 3.38%, 03/24/2029 | 534,235 |
| Insurance - 0.9% |
580,000 | Aon Corp./Aon Global Holdings PLC 5.35%, 02/28/2033 | 576,328 |
1,615,000 | Aon North America, Inc. 5.45%, 03/01/2034 | 1,611,218 |
| Athene Global Funding | |
1,985,000 | 2.65%, 10/04/2031(1) | 1,634,256 |
1,125,000 | 2.72%, 01/07/2029(1) | 998,801 |
970,000 | Athene Holding Ltd. 5.88%, 01/15/2034 | 961,705 |
| Corebridge Financial, Inc. | |
650,000 | 3.85%, 04/05/2029 | 609,552 |
1,380,000 | 5.75%, 01/15/2034 | 1,392,260 |
1,290,000 | Corebridge Global Funding 5.20%, 06/24/2029(1) | 1,285,957 |
1,660,000 | Equitable Financial Life Global Funding 1.80%, 03/08/2028(1) | 1,470,391 |
670,000 | Equitable Holdings, Inc. 4.35%, 04/20/2028 | 647,740 |
180,000 | GA Global Funding Trust 5.50%, 01/08/2029(1) | 180,097 |
560,000 | Marsh & McLennan Cos., Inc. 4.75%, 03/15/2039 | 521,732 |
2,120,000 | Metropolitan Life Global Funding I 2.40%, 01/11/2032(1) | 1,746,215 |
815,000 | Protective Life Global Funding 5.22%, 06/12/2029(1) | 814,180 |
860,000 | Reinsurance Group of America, Inc. 5.75%, 09/15/2034 | 858,928 |
| | | 15,309,360 |
| Internet - 0.5% |
| Gen Digital, Inc. | |
3,060,000 | 5.00%, 04/15/2025(1) | 3,039,469 |
1,900,000 | 6.75%, 09/30/2027(1) | 1,924,212 |
Shares or Principal Amount | | Market Value† |
CORPORATE BONDS - 28.9% - (continued) |
| Internet - 0.5% - (continued) |
| Go Daddy Operating Co. LLC/GD Finance Co., Inc. | |
$ 770,000 | 3.50%, 03/01/2029(1) | $ 695,486 |
3,995,000 | 5.25%, 12/01/2027(1) | 3,911,104 |
| | | 9,570,271 |
| Investment Company Security - 0.0% |
505,000 | New Mountain Finance Corp. 6.88%, 02/01/2029 | 493,311 |
| IT Services - 0.2% |
941,000 | Booz Allen Hamilton, Inc. 3.88%, 09/01/2028(1) | 885,829 |
3,387,000 | Insight Enterprises, Inc. 6.63%, 05/15/2032(1) | 3,440,426 |
| | | 4,326,255 |
| Lodging - 0.0% |
305,000 | Las Vegas Sands Corp. 6.20%, 08/15/2034 | 306,192 |
| Machinery-Diversified - 0.1% |
| AGCO Corp. | |
210,000 | 5.45%, 03/21/2027 | 210,542 |
285,000 | 5.80%, 03/21/2034 | 284,369 |
445,000 | Ingersoll Rand, Inc. 5.70%, 08/14/2033 | 456,045 |
996,000 | Otis Worldwide Corp. 2.57%, 02/15/2030 | 874,742 |
235,000 | Westinghouse Air Brake Technologies Corp. 5.61%, 03/11/2034 | 236,862 |
| | | 2,062,560 |
| Media - 1.1% |
| Charter Communications Operating LLC/Charter Communications Operating Capital | |
695,000 | 2.25%, 01/15/2029 | 594,396 |
640,000 | 3.50%, 03/01/2042 | 427,463 |
480,000 | 3.70%, 04/01/2051 | 293,321 |
660,000 | 3.75%, 02/15/2028 | 613,704 |
500,000 | 3.85%, 04/01/2061 | 293,542 |
725,000 | 3.90%, 06/01/2052 | 457,021 |
2,225,000 | 6.48%, 10/23/2045 | 2,039,133 |
2,765,000 | 6.55%, 06/01/2034 | 2,773,640 |
55,000 | 6.83%, 10/23/2055 | 52,277 |
| Comcast Corp. | |
1,195,000 | 2.89%, 11/01/2051 | 749,667 |
1,259,000 | 2.94%, 11/01/2056 | 764,079 |
480,000 | 5.65%, 06/01/2054 | 481,741 |
1,105,000 | Cox Communications, Inc. 2.60%, 06/15/2031(1) | 914,252 |
| Paramount Global | |
710,000 | 4.38%, 03/15/2043 | 472,274 |
405,000 | 4.95%, 01/15/2031 | 356,938 |
1,000,000 | 5.25%, 04/01/2044 | 731,056 |
| Sirius XM Radio, Inc. | |
1,425,000 | 4.00%, 07/15/2028(1) | 1,287,251 |
3,600,000 | 4.13%, 07/01/2030(1) | 3,075,004 |
1,900,000 | Time Warner Cable Enterprises LLC 8.38%, 07/15/2033 | 2,101,790 |
780,000 | Time Warner Cable LLC 6.55%, 05/01/2037 | 740,423 |
| | | 19,218,972 |
| Mining - 0.4% |
865,000 | Anglo American Capital PLC 5.75%, 04/05/2034(1) | 864,972 |
| Glencore Funding LLC | |
1,465,000 | 5.37%, 04/04/2029(1) | 1,458,963 |
2,045,000 | 5.63%, 04/04/2034(1) | 2,017,310 |
The accompanying notes are an integral part of these financial statements.
Hartford Total Return Bond HLS Fund
Schedule of Investments – (continued)
June 30, 2024 (Unaudited)
Shares or Principal Amount | | Market Value† |
CORPORATE BONDS - 28.9% - (continued) |
| Mining - 0.4% - (continued) |
$ 1,590,000 | 6.38%, 10/06/2030(1) | $ 1,658,475 |
935,000 | Rio Tinto Alcan, Inc. 6.13%, 12/15/2033 | 992,806 |
| | | 6,992,526 |
| Oil & Gas - 1.9% |
| Aker BP ASA | |
1,367,000 | 2.00%, 07/15/2026(1) | 1,271,789 |
465,000 | 3.10%, 07/15/2031(1) | 396,221 |
980,000 | 6.00%, 06/13/2033(1) | 991,813 |
| BP Capital Markets America, Inc. | |
115,000 | 2.94%, 06/04/2051 | 73,446 |
1,820,000 | 4.81%, 02/13/2033 | 1,766,581 |
1,090,000 | 4.89%, 09/11/2033 | 1,062,502 |
995,000 | 4.99%, 04/10/2034 | 975,526 |
685,000 | 5.23%, 11/17/2034 | 681,413 |
185,000 | Cenovus Energy, Inc. 2.65%, 01/15/2032 | 153,283 |
| ConocoPhillips Co. | |
431,000 | 3.80%, 03/15/2052 | 323,507 |
230,000 | 4.03%, 03/15/2062 | 173,229 |
260,000 | 5.05%, 09/15/2033 | 258,211 |
490,000 | 5.30%, 05/15/2053 | 467,609 |
410,000 | 5.55%, 03/15/2054 | 405,464 |
1,050,000 | 5.70%, 09/15/2063 | 1,050,726 |
| Diamondback Energy, Inc. | |
245,000 | 5.40%, 04/18/2034 | 242,860 |
160,000 | 5.90%, 04/18/2064 | 155,337 |
600,000 | 6.25%, 03/15/2033 | 629,604 |
| Ecopetrol SA | |
2,250,000 | 4.63%, 11/02/2031 | 1,841,095 |
3,490,000 | 8.38%, 01/19/2036 | 3,426,162 |
1,760,000 | 8.63%, 01/19/2029 | 1,852,220 |
| Energean Israel Finance Ltd. | |
695,000 | 5.88%, 03/30/2031(7) | 588,943 |
995,000 | 8.50%, 09/30/2033(7) | 940,275 |
1,855,000 | Eni SpA 5.50%, 05/15/2034(1) | 1,841,358 |
675,000 | Equinor ASA 3.63%, 04/06/2040 | 549,230 |
| Hess Corp. | |
1,812,000 | 7.13%, 03/15/2033 | 2,037,688 |
430,000 | 7.30%, 08/15/2031 | 480,049 |
2,045,000 | Leviathan Bond Ltd. 6.50%, 06/30/2027(7) | 1,911,725 |
785,000 | Ovintiv, Inc. 6.63%, 08/15/2037 | 819,244 |
| Patterson-UTI Energy, Inc. | |
315,000 | 5.15%, 11/15/2029 | 306,236 |
475,000 | 7.15%, 10/01/2033 | 504,050 |
1,360,000 | Phillips 66 Co. 5.30%, 06/30/2033 | 1,346,488 |
| Shell International Finance BV | |
215,000 | 2.88%, 11/26/2041 | 153,848 |
440,000 | 3.00%, 11/26/2051 | 289,864 |
575,000 | 3.25%, 04/06/2050 | 401,607 |
1,110,000 | TotalEnergies Capital SA 5.64%, 04/05/2064 | 1,105,742 |
2,200,000 | Viper Energy, Inc. 5.38%, 11/01/2027(1) | 2,158,935 |
| | | 33,633,880 |
| Oil & Gas Services - 0.0% |
300,000 | Schlumberger Holdings Corp. 5.00%, 11/15/2029(1) | 297,944 |
| Packaging & Containers - 0.4% |
6,115,000 | Ball Corp. 6.00%, 06/15/2029 | 6,150,284 |
| Pharmaceuticals - 0.3% |
| AbbVie, Inc. | |
550,000 | 4.95%, 03/15/2031 | 549,253 |
245,000 | 5.40%, 03/15/2054 | 243,644 |
695,000 | Bayer U.S. Finance LLC 6.38%, 11/21/2030(1) | 712,741 |
Shares or Principal Amount | | Market Value† |
CORPORATE BONDS - 28.9% - (continued) |
| Pharmaceuticals - 0.3% - (continued) |
$ 645,000 | Bristol-Myers Squibb Co. 5.55%, 02/22/2054 | $ 639,327 |
1,580,000 | Cigna Group 5.00%, 05/15/2029 | 1,573,907 |
| CVS Health Corp. | |
1,095,000 | 2.70%, 08/21/2040 | 730,552 |
435,000 | 4.13%, 04/01/2040 | 352,693 |
700,000 | 5.05%, 03/25/2048 | 605,773 |
| | | 5,407,890 |
| Pipelines - 1.3% |
505,000 | Cheniere Energy Partners LP 4.50%, 10/01/2029 | 481,099 |
| Columbia Pipelines Holding Co. LLC | |
825,000 | 5.68%, 01/15/2034(1) | 813,311 |
1,370,000 | 6.04%, 08/15/2028(1) | 1,401,808 |
| Columbia Pipelines Operating Co. LLC | |
820,000 | 5.93%, 08/15/2030(1) | 838,344 |
655,000 | 6.04%, 11/15/2033(1) | 670,582 |
590,000 | 6.54%, 11/15/2053(1) | 624,685 |
1,405,000 | EIG Pearl Holdings SARL 3.55%, 08/31/2036(1) | 1,206,783 |
| Enbridge, Inc. | |
330,000 | 2.50%, 08/01/2033 | 262,453 |
755,000 | 5.30%, 04/05/2029 | 756,619 |
1,430,000 | 5.63%, 04/05/2034 | 1,430,917 |
2,385,000 | 5.70%, 03/08/2033 | 2,408,118 |
| Energy Transfer LP | |
655,000 | 5.25%, 07/01/2029 | 651,000 |
1,345,000 | 6.40%, 12/01/2030 | 1,414,330 |
125,000 | EQM Midstream Partners LP 6.50%, 07/01/2027(1) | 126,323 |
| Galaxy Pipeline Assets Bidco Ltd. | |
840,000 | 2.63%, 03/31/2036(1) | 683,598 |
518,331 | 2.94%, 09/30/2040(1) | 415,082 |
| Greensaif Pipelines Bidco SARL | |
920,000 | 6.13%, 02/23/2038(1) | 937,185 |
1,490,000 | 6.51%, 02/23/2042(1) | 1,554,408 |
| Hess Midstream Operations LP | |
290,000 | 4.25%, 02/15/2030(1) | 266,145 |
1,920,000 | 6.50%, 06/01/2029(1) | 1,946,609 |
1,550,000 | MPLX LP 5.50%, 06/01/2034 | 1,529,782 |
| ONEOK, Inc. | |
210,000 | 3.10%, 03/15/2030 | 187,879 |
610,000 | 6.10%, 11/15/2032 | 631,390 |
355,000 | Targa Resources Corp. 6.15%, 03/01/2029 | 366,669 |
| Targa Resources Partners LP/Targa Resources Partners Finance Corp. | |
535,000 | 4.00%, 01/15/2032 | 481,701 |
280,000 | 4.88%, 02/01/2031 | 267,137 |
| | | 22,353,957 |
| Real Estate Investment Trusts - 0.6% |
| American Tower Corp. | |
90,000 | 2.70%, 04/15/2031 | 76,245 |
955,000 | 3.80%, 08/15/2029 | 888,815 |
510,000 | Brandywine Operating Partnership LP 8.88%, 04/12/2029 | 531,932 |
| Crown Castle, Inc. | |
1,995,000 | 4.80%, 09/01/2028 | 1,953,809 |
785,000 | 5.00%, 01/11/2028 | 775,780 |
650,000 | 5.60%, 06/01/2029 | 655,931 |
710,000 | GLP Capital LP/GLP Financing II, Inc. 5.75%, 06/01/2028 | 710,466 |
150,000 | NNN REIT, Inc. 5.50%, 06/15/2034 | 148,889 |
1,030,000 | Piedmont Operating Partnership LP 6.88%, 07/15/2029 | 1,018,427 |
2,240,000 | SBA Tower Trust 2.84%, 01/15/2050(1) | 2,200,657 |
The accompanying notes are an integral part of these financial statements.
Hartford Total Return Bond HLS Fund
Schedule of Investments – (continued)
June 30, 2024 (Unaudited)
Shares or Principal Amount | | Market Value† |
CORPORATE BONDS - 28.9% - (continued) |
| Real Estate Investment Trusts - 0.6% - (continued) |
$ 1,352,000 | VICI Properties LP 4.95%, 02/15/2030 | $ 1,304,693 |
425,000 | VICI Properties LP/VICI Note Co., Inc. 4.63%, 12/01/2029(1) | 402,053 |
| | | 10,667,697 |
| Retail - 0.4% |
| AutoZone, Inc. | |
765,000 | 4.75%, 08/01/2032 | 735,618 |
235,000 | 4.75%, 02/01/2033 | 224,817 |
450,000 | 5.40%, 07/15/2034 | 446,085 |
670,000 | 6.55%, 11/01/2033 | 720,801 |
| FirstCash, Inc. | |
3,352,000 | 4.63%, 09/01/2028(1) | 3,149,993 |
1,735,000 | 5.63%, 01/01/2030(1) | 1,643,329 |
200,000 | Home Depot, Inc. 5.30%, 06/25/2054 | 196,248 |
698,000 | O'Reilly Automotive, Inc. 4.70%, 06/15/2032 | 674,860 |
| | | 7,791,751 |
| Semiconductors - 0.3% |
1,825,000 | Foundry JV Holdco LLC 6.15%, 01/25/2032(1) | 1,862,928 |
| Intel Corp. | |
350,000 | 3.10%, 02/15/2060 | 213,121 |
790,000 | 5.15%, 02/21/2034(8) | 782,063 |
285,000 | 5.70%, 02/10/2053 | 281,698 |
500,000 | 5.90%, 02/10/2063 | 501,813 |
740,000 | Marvell Technology, Inc. 2.45%, 04/15/2028 | 668,252 |
1,035,000 | Qorvo, Inc. 3.38%, 04/01/2031(1) | 887,511 |
| | | 5,197,386 |
| Software - 1.1% |
640,000 | Constellation Software, Inc. 5.46%, 02/16/2034(1) | 641,342 |
3,542,000 | Fair Isaac Corp. 4.00%, 06/15/2028(1) | 3,313,382 |
668,000 | MSCI, Inc. 3.63%, 11/01/2031(1) | 586,208 |
| Open Text Corp. | |
4,905,000 | 3.88%, 12/01/2029(1) | 4,392,539 |
1,040,000 | 6.90%, 12/01/2027(1) | 1,079,898 |
600,000 | Open Text Holdings, Inc. 4.13%, 12/01/2031(1) | 527,367 |
| Oracle Corp. | |
405,000 | 2.95%, 04/01/2030 | 360,458 |
2,900,000 | 3.85%, 04/01/2060 | 2,006,194 |
745,000 | 4.10%, 03/25/2061 | 536,760 |
70,000 | 4.13%, 05/15/2045 | 55,045 |
900,000 | 6.15%, 11/09/2029 | 941,754 |
4,425,000 | SS&C Technologies, Inc. 5.50%, 09/30/2027(1) | 4,357,439 |
| | | 18,798,386 |
| Telecommunications - 0.4% |
| AT&T, Inc. | |
429,000 | 3.55%, 09/15/2055 | 290,909 |
1,266,000 | 3.80%, 12/01/2057 | 888,047 |
| Cisco Systems, Inc. | |
860,000 | 4.95%, 02/26/2031 | 860,280 |
570,000 | 5.35%, 02/26/2064 | 558,193 |
1,750,000 | Network i2i Ltd. 5.65%, 01/15/2025, (5.65% fixed rate until 01/15/2025; 5 yr. USD CMT + 4.27% thereafter)(6)(7)(9) | 1,732,219 |
| T-Mobile USA, Inc. | |
2,110,000 | 3.88%, 04/15/2030 | 1,973,734 |
420,000 | 5.05%, 07/15/2033 | 411,697 |
695,000 | 5.75%, 01/15/2034 | 715,860 |
| | | 7,430,939 |
| Trucking & Leasing - 0.4% |
3,775,000 | DAE Funding LLC 1.55%, 08/01/2024(1) | 3,759,614 |
Shares or Principal Amount | | Market Value† |
CORPORATE BONDS - 28.9% - (continued) |
| Trucking & Leasing - 0.4% - (continued) |
| Penske Truck Leasing Co. LP/PTL Finance Corp. | |
$ 770,000 | 2.70%, 11/01/2024(1) | $ 761,336 |
1,185,000 | 4.00%, 07/15/2025(1) | 1,164,559 |
305,000 | 5.35%, 03/30/2029(1) | 305,084 |
430,000 | 6.05%, 08/01/2028(1) | 440,518 |
| | | 6,431,111 |
| Total Corporate Bonds (cost $521,977,317) | $ 507,148,560 |
FOREIGN GOVERNMENT OBLIGATIONS - 3.1% |
| Angola - 0.1% |
| Angola Government International Bonds | |
575,000 | 8.00%, 11/26/2029(7) | $ 516,580 |
310,000 | 8.75%, 04/14/2032(1) | 274,300 |
| | | 790,880 |
| Bermuda - 0.1% |
| Bermuda Government International Bonds | |
735,000 | 2.38%, 08/20/2030(1) | 617,180 |
1,825,000 | 5.00%, 07/15/2032(1) | 1,759,117 |
| | | 2,376,297 |
| Brazil - 0.4% |
BRL 42,374,000 | Brazil Notas do Tesouro Nacional 10.00%, 01/01/2031 | 6,817,904 |
| Chile - 0.1% |
| Chile Government International Bonds | |
EUR 1,605,000 | 1.25%, 01/22/2051 | 954,241 |
$ 585,000 | 4.95%, 01/05/2036 | 560,397 |
| | | 1,514,638 |
| Colombia - 0.1% |
| Colombia Government International Bonds | |
2,685,000 | 5.00%, 06/15/2045 | 1,887,070 |
395,000 | 5.20%, 05/15/2049 | 278,524 |
| | | 2,165,594 |
| Costa Rica - 0.1% |
1,140,000 | Costa Rica Government International Bonds 6.55%, 04/03/2034(1) | 1,172,384 |
| Hungary - 0.3% |
| Hungary Government International Bonds | |
EUR 3,860,000 | 1.63%, 04/28/2032(7) | 3,404,758 |
$ 1,075,000 | 6.13%, 05/22/2028(1) | 1,094,350 |
| | | 4,499,108 |
| Indonesia - 0.2% |
| Indonesia Government International Bonds | |
EUR 3,075,000 | 1.10%, 03/12/2033 | 2,612,309 |
240,000 | 2.15%, 07/18/2024(7) | 256,773 |
| | | 2,869,082 |
| Israel - 0.0% |
$ 755,000 | Israel Government International Bonds 5.75%, 03/12/2054 | 679,802 |
| Ivory Coast - 0.1% |
EUR 1,965,000 | Ivory Coast Government International Bonds 4.88%, 01/30/2032(7) | 1,759,882 |
| Mexico - 0.5% |
| Mexico Government International Bonds | |
$ 765,000 | 3.50%, 02/12/2034 | 621,740 |
5,785,000 | 6.00%, 05/07/2036 | 5,634,194 |
1,085,000 | 6.34%, 05/04/2053 | 1,023,594 |
The accompanying notes are an integral part of these financial statements.
Hartford Total Return Bond HLS Fund
Schedule of Investments – (continued)
June 30, 2024 (Unaudited)
Shares or Principal Amount | | Market Value† |
FOREIGN GOVERNMENT OBLIGATIONS - 3.1% - (continued) |
| Mexico - 0.5% - (continued) |
$ 225,000 | 6.35%, 02/09/2035 | $ 226,625 |
635,000 | 6.40%, 05/07/2054 | 604,887 |
| | | 8,111,040 |
| North Macedonia - 0.2% |
| North Macedonia Government International Bonds | |
EUR 1,825,000 | 2.75%, 01/18/2025(7) | 1,926,616 |
2,165,000 | 3.68%, 06/03/2026(1) | 2,248,483 |
| | | 4,175,099 |
| Panama - 0.1% |
| Panama Government International Bonds | |
$ 275,000 | 6.85%, 03/28/2054 | 251,012 |
590,000 | 6.88%, 01/31/2036 | 576,052 |
| | | 827,064 |
| Peru - 0.0% |
505,000 | Peru Government International Bonds 3.00%, 01/15/2034 | 408,767 |
| Philippines - 0.1% |
| Philippines Government International Bonds | |
EUR 2,315,000 | 1.20%, 04/28/2033 | 2,001,994 |
710,000 | 1.75%, 04/28/2041 | 538,836 |
| | | 2,540,830 |
| Poland - 0.0% |
$ 670,000 | Bank Gospodarstwa Krajowego 5.38%, 05/22/2033(1) | 663,200 |
| Romania - 0.5% |
| Romania Government International Bonds | |
EUR 2,970,000 | 2.63%, 12/02/2040(1) | 2,062,778 |
6,785,000 | 2.75%, 04/14/2041(7) | 4,718,073 |
$ 1,956,000 | 5.88%, 01/30/2029(1) | 1,943,736 |
| | | 8,724,587 |
| Saudi Arabia - 0.2% |
| Saudi Government International Bonds | |
EUR 1,140,000 | 2.00%, 07/09/2039(7) | 913,807 |
$ 3,080,000 | 5.75%, 01/16/2054(1) | 2,994,068 |
| | | 3,907,875 |
| Total Foreign Government Obligations (cost $65,208,375) | | $ 54,004,033 |
MUNICIPAL BONDS - 1.3% |
| Development - 0.3% |
4,650,000 | New York Transportation Dev Corp., NY, Rev 4.25%, 09/01/2035 | $ 4,454,211 |
| General - 0.6% |
720,000 | Chicago Transit Auth Sales Tax Receipts Fund, IL, Rev 3.91%, 12/01/2040 | 609,391 |
5,445,000 | Philadelphia Auth for Industrial Dev, PA, Rev, (NPFG) 6.55%, 10/15/2028 | 5,810,812 |
4,130,000 | State Board of Administration Finance Corp., FL, Rev 1.26%, 07/01/2025 | 3,963,849 |
| | | 10,384,052 |
| School District - 0.1% |
| Chicago Board of Education, IL, GO | |
1,115,000 | 6.14%, 12/01/2039 | 1,079,933 |
1,540,000 | 6.32%, 11/01/2029 | 1,543,288 |
| | | 2,623,221 |
| Transportation - 0.2% |
2,790,000 | Metropolitan Transportation Auth, NY, Rev 6.81%, 11/15/2040 | 3,058,368 |
Shares or Principal Amount | | Market Value† |
MUNICIPAL BONDS - 1.3% - (continued) |
| Utilities - 0.1% |
$ 2,323,246 | Texas Natural Gas Securitization Finance Corp., TX, Rev 5.10%, 04/01/2035 | $ 2,320,477 |
| Utility - Electric - 0.0% |
722,000 | Municipal Electric Auth of Georgia, GA, Rev 6.64%, 04/01/2057 | 785,726 |
| Total Municipal Bonds (cost $25,373,007) | | $ 23,626,055 |
SENIOR FLOATING RATE INTERESTS - 0.0%(10) |
| Oil & Gas Services - 0.0% |
757,276 | PES Holdings LLC 0.00%, 12/31/2024, U.S. (Fed) Prime Rate + 6.99%(11)(12) | $ 7,573 |
| Total Senior Floating Rate Interests (cost $757,276) | $ 7,573 |
U.S. GOVERNMENT AGENCIES - 42.4% |
| Mortgage-Backed Agencies - 42.4% |
| Federal Home Loan Mortgage Corp. - 8.3% |
42,680 | 0.00%, 11/15/2036(13)(14) | $ 34,552 |
5,634,057 | 0.57%, 12/25/2033(3)(4) | 174,388 |
18,922,230 | 0.73%, 03/25/2027(3)(4) | 259,717 |
4,742,813 | 0.74%, 10/25/2026(3)(4) | 52,379 |
17,194,418 | 0.81%, 12/25/2030(3)(4) | 636,108 |
10,028,618 | 0.88%, 06/25/2027(3)(4) | 176,684 |
4,215,899 | 0.97%, 11/25/2030(3)(4) | 183,441 |
1,978,612 | 1.00%, 02/25/2051 | 1,653,170 |
7,695,993 | 1.12%, 10/25/2030(3)(4) | 380,774 |
12,802,215 | 1.21%, 06/25/2030(3)(4) | 689,503 |
8,827,612 | 1.50%, 05/15/2037(4) | 488,813 |
820,824 | 1.50%, 11/01/2051 | 617,231 |
6,223,264 | 1.68%, 05/25/2030(3)(4) | 459,442 |
623,913 | 1.75%, 10/15/2042 | 526,214 |
1,418,469 | 2.00%, 05/01/2036 | 1,255,571 |
589,113 | 2.00%, 06/01/2036 | 521,450 |
726,292 | 2.00%, 12/01/2036 | 642,671 |
1,809,522 | 2.00%, 08/01/2037 | 1,593,024 |
449,956 | 2.00%, 07/01/2038 | 395,809 |
294,809 | 2.00%, 12/01/2040 | 249,712 |
1,844,224 | 2.00%, 05/01/2041 | 1,562,040 |
2,048,024 | 2.00%, 12/01/2041 | 1,718,562 |
1,650,134 | 2.00%, 10/01/2050 | 1,306,345 |
1,562,199 | 2.00%, 02/01/2051 | 1,247,804 |
8,234,895 | 2.00%, 03/01/2051 | 6,512,350 |
2,799,551 | 2.00%, 04/01/2051 | 2,210,966 |
1,556,689 | 2.00%, 05/01/2051 | 1,243,415 |
670,664 | 2.00%, 08/01/2051 | 530,074 |
677,603 | 2.00%, 11/01/2051 | 538,974 |
3,035,742 | 2.00%, 04/01/2052 | 2,417,105 |
3,639,157 | 2.00%, 06/15/2052(4) | 462,411 |
161,133 | 2.50%, 05/15/2028(4) | 5,196 |
932,199 | 2.50%, 05/01/2050 | 778,068 |
1,086,741 | 2.50%, 06/01/2050 | 901,308 |
6,174,479 | 2.50%, 07/01/2050 | 5,136,977 |
1,887,058 | 2.50%, 11/01/2050 | 1,563,010 |
573,708 | 2.50%, 02/01/2051 | 480,137 |
1,960,206 | 2.50%, 03/01/2051 | 1,619,465 |
2,408,849 | 2.50%, 03/25/2051(4) | 338,047 |
717,206 | 2.50%, 05/01/2051 | 593,189 |
895,113 | 2.50%, 07/01/2051 | 739,522 |
623,577 | 2.50%, 08/01/2051 | 514,394 |
1,104,653 | 2.50%, 10/01/2051 | 912,768 |
2,852,929 | 2.50%, 03/15/2052(4) | 390,566 |
1,806,491 | 2.50%, 03/25/2052 | 1,567,412 |
3,555,121 | 2.50%, 04/01/2052 | 2,924,414 |
340,841 | 3.00%, 03/15/2028(4) | 12,363 |
The accompanying notes are an integral part of these financial statements.
Hartford Total Return Bond HLS Fund
Schedule of Investments – (continued)
June 30, 2024 (Unaudited)
Shares or Principal Amount | | Market Value† |
U.S. GOVERNMENT AGENCIES - 42.4% - (continued) |
| Mortgage-Backed Agencies - 42.4% - (continued) |
| Federal Home Loan Mortgage Corp. - 8.3% - (continued) |
$ 540,630 | 3.00%, 08/01/2029 | $ 518,805 |
106,976 | 3.00%, 05/15/2032(4) | 1,664 |
1,826,146 | 3.00%, 10/01/2032 | 1,723,934 |
287,667 | 3.00%, 03/15/2033(4) | 22,448 |
1,184,454 | 3.00%, 04/01/2033 | 1,118,709 |
1,775,842 | 3.00%, 11/01/2036 | 1,638,340 |
1,054,033 | 3.00%, 01/01/2037 | 972,128 |
2,025,000 | 3.00%, 03/25/2040 | 1,724,552 |
551,995 | 3.00%, 05/15/2046 | 500,613 |
3,471,645 | 3.00%, 11/01/2046 | 3,043,127 |
896,481 | 3.00%, 12/01/2046 | 785,425 |
750,587 | 3.00%, 07/01/2050 | 647,781 |
295,132 | 3.00%, 08/01/2051 | 254,122 |
2,720,718 | 3.00%, 09/25/2051(4) | 426,533 |
2,038,630 | 3.00%, 10/01/2051 | 1,759,556 |
777,103 | 3.00%, 01/01/2052 | 672,471 |
1,000,913 | 3.00%, 05/01/2052 | 863,368 |
343,165 | 3.25%, 11/15/2041 | 311,636 |
57,136 | 3.50%, 09/15/2026(4) | 1,470 |
44,881 | 3.50%, 03/15/2027(4) | 729 |
733,595 | 3.50%, 05/15/2034(4) | 52,126 |
1,245,159 | 3.50%, 08/01/2034 | 1,182,688 |
387,936 | 3.50%, 03/15/2041(4) | 12,442 |
439,975 | 3.50%, 10/15/2045 | 391,829 |
307,503 | 3.50%, 06/01/2046 | 279,327 |
1,061,925 | 3.50%, 12/15/2046 | 961,190 |
1,184,957 | 3.50%, 10/01/2047 | 1,074,228 |
429,269 | 3.50%, 12/01/2047 | 388,829 |
6,326,675 | 3.50%, 03/01/2048 | 5,735,161 |
192,989 | 3.50%, 08/01/2048 | 175,479 |
1,981,556 | 3.50%, 04/25/2051(4) | 371,795 |
216,881 | 4.00%, 08/01/2025 | 214,640 |
65,216 | 4.00%, 12/15/2026(4) | 766 |
102,274 | 4.00%, 07/15/2027(4) | 1,777 |
97,072 | 4.00%, 03/15/2028(4) | 2,487 |
60,979 | 4.00%, 06/15/2028(4) | 1,746 |
256,722 | 4.00%, 07/15/2030(4) | 16,543 |
1,202,526 | 4.00%, 05/25/2040(4) | 174,953 |
1,242,112 | 4.00%, 09/15/2041 | 1,179,124 |
1,083,326 | 4.00%, 05/01/2042 | 1,025,374 |
368,298 | 4.00%, 08/01/2042 | 347,755 |
482,753 | 4.00%, 09/01/2042 | 455,827 |
26,401 | 4.00%, 07/01/2044 | 25,072 |
2,190,934 | 4.00%, 03/25/2045(4) | 380,394 |
94,044 | 4.00%, 06/01/2045 | 88,310 |
365,650 | 4.00%, 02/01/2046 | 343,450 |
132,987 | 4.00%, 04/01/2047 | 124,896 |
106,963 | 4.00%, 09/01/2048 | 100,037 |
2,437,046 | 4.00%, 04/01/2049 | 2,266,413 |
486,002 | 4.00%, 05/01/2049 | 455,827 |
1,851,261 | 4.00%, 07/01/2049 | 1,730,367 |
193,988 | 4.50%, 09/01/2044 | 187,112 |
898,516 | 4.75%, 07/15/2039 | 887,830 |
377,943 | 5.00%, 09/15/2033(4) | 55,405 |
3,770 | 5.00%, 03/01/2039 | 3,740 |
111,281 | 5.00%, 08/01/2039 | 110,371 |
2,705 | 5.00%, 09/01/2039 | 2,658 |
6,405 | 5.00%, 12/01/2039 | 6,325 |
6,006 | 5.00%, 04/01/2041 | 5,957 |
13,261 | 5.00%, 04/01/2044 | 13,152 |
9,953 | 5.00%, 05/01/2044 | 9,808 |
477,757 | 5.00%, 02/15/2048(4) | 99,383 |
576,473 | 5.00%, 08/01/2052 | 559,093 |
15,874,969 | 5.00%, 09/01/2052 | 15,402,050 |
1,566,916 | 5.00%, 04/01/2053 | 1,527,007 |
2,152,000 | 5.36%, 01/25/2029(3) | 2,192,642 |
Shares or Principal Amount | | Market Value† |
U.S. GOVERNMENT AGENCIES - 42.4% - (continued) |
| Mortgage-Backed Agencies - 42.4% - (continued) |
| Federal Home Loan Mortgage Corp. - 8.3% - (continued) |
$ 8,443 | 5.50%, 03/01/2028 | $ 8,407 |
24,953 | 5.50%, 04/01/2033 | 25,106 |
318,885 | 5.50%, 05/01/2034 | 320,842 |
5,773 | 5.50%, 05/01/2037 | 5,809 |
16,243 | 5.50%, 11/01/2037 | 16,343 |
30,158 | 5.50%, 02/01/2038 | 30,343 |
12,947 | 5.50%, 04/01/2038 | 13,026 |
16,298 | 5.50%, 06/01/2038 | 16,399 |
1,709,396 | 5.50%, 08/01/2038 | 1,719,891 |
173,787 | 5.50%, 09/01/2038 | 174,855 |
3,345 | 5.50%, 12/01/2039 | 3,366 |
44,681 | 5.50%, 02/01/2040 | 44,955 |
148,719 | 5.50%, 05/01/2040 | 149,633 |
143,735 | 5.50%, 08/01/2040 | 144,618 |
737,746 | 5.50%, 06/01/2041 | 742,278 |
615,490 | 5.50%, 10/15/2046(4) | 121,796 |
2,207,841 | 5.50%, 02/01/2053 | 2,186,123 |
695 | 6.00%, 07/01/2029 | 705 |
74,034 | 6.00%, 10/01/2032 | 75,837 |
14,908 | 6.00%, 11/01/2032 | 15,103 |
93,529 | 6.00%, 12/01/2032 | 95,585 |
7,307 | 6.00%, 11/01/2033 | 7,455 |
16,918 | 6.00%, 01/01/2034 | 17,185 |
7,453 | 6.00%, 02/01/2034 | 7,601 |
76,467 | 6.00%, 08/01/2034 | 78,179 |
79,595 | 6.00%, 09/01/2034 | 81,368 |
97,911 | 6.00%, 01/01/2035 | 99,592 |
474,661 | 6.00%, 11/01/2037 | 486,483 |
1,278,822 | 6.00%, 12/01/2052 | 1,292,106 |
610,768 | 6.00%, 03/01/2053 | 620,070 |
1,982,039 | 6.00%, 02/01/2054 | 1,989,877 |
1,624,910 | 6.00%, 05/01/2054 | 1,631,342 |
1,393,330 | 6.00%, 06/01/2054 | 1,398,846 |
106 | 6.50%, 08/01/2032 | 110 |
234,068 | 6.50%, 07/15/2036 | 239,399 |
54,388 | 6.50%, 12/01/2037 | 56,788 |
1,467,655 | 6.50%, 11/01/2053 | 1,504,902 |
25 | 7.50%, 09/01/2029 | 25 |
1,432,000 | 8.24%, 04/25/2042, 30 day USD SOFR Average + 2.90%(1)(2) | 1,488,277 |
1,310,000 | 8.59%, 04/25/2043, 30 day USD SOFR Average + 3.25%(1)(2) | 1,386,965 |
2,005,000 | 8.69%, 05/25/2042, 30 day USD SOFR Average + 3.35%(1)(2) | 2,104,932 |
4,410,000 | 8.69%, 06/25/2043, 30 day USD SOFR Average + 3.35%(1)(2) | 4,658,062 |
1,705,000 | 8.74%, 10/25/2041, 30 day USD SOFR Average + 3.40%(1)(2) | 1,765,786 |
470,000 | 8.84%, 03/25/2042, 30 day USD SOFR Average + 3.50%(1)(2) | 493,929 |
3,815,000 | 8.84%, 05/25/2043, 30 day USD SOFR Average + 3.50%(1)(2) | 4,045,733 |
620,000 | 8.89%, 08/25/2042, 30 day USD SOFR Average + 3.55%(1)(2) | 654,663 |
1,629,000 | 8.99%, 11/25/2041, 30 day USD SOFR Average + 3.65%(1)(2) | 1,699,596 |
1,705,000 | 9.04%, 09/25/2042, 30 day USD SOFR Average + 3.70%(1)(2) | 1,815,712 |
1,525,000 | 9.34%, 07/25/2042, 30 day USD SOFR Average + 4.00%(1)(2) | 1,628,267 |
2,440,000 | 9.84%, 06/25/2042, 30 day USD SOFR Average + 4.50%(1)(2) | 2,646,861 |
| | | 146,639,462 |
| Federal National Mortgage Association - 16.0% |
45,808 | 0.00%, 03/25/2036(13)(14) | 39,226 |
The accompanying notes are an integral part of these financial statements.
Hartford Total Return Bond HLS Fund
Schedule of Investments – (continued)
June 30, 2024 (Unaudited)
Shares or Principal Amount | | Market Value† |
U.S. GOVERNMENT AGENCIES - 42.4% - (continued) |
| Mortgage-Backed Agencies - 42.4% - (continued) |
| Federal National Mortgage Association - 16.0% - (continued) |
$ 361,004 | 0.00%, 06/25/2041(13)(14) | $ 268,202 |
976,801 | 0.38%, 05/25/2046(3)(4) | 46,033 |
7,548,100 | 0.39%, 01/25/2030(3)(4) | 74,137 |
658,058 | 0.50%, 06/25/2055(3)(4) | 33,826 |
3,547,133 | 0.55%, 10/25/2049, 30 day USD SOFR Average + 5.89%(2)(4) | 330,438 |
986,257 | 0.55%, 04/25/2055(3)(4) | 46,604 |
2,931,887 | 0.65%, 06/25/2045, 30 day USD SOFR Average + 5.99%(2)(4) | 269,720 |
727,646 | 0.67%, 08/25/2044(3)(4) | 42,393 |
5,586,722 | 1.50%, 09/01/2051 | 4,204,036 |
322,716 | 1.50%, 10/01/2051 | 241,967 |
430,101 | 1.50%, 04/01/2052 | 322,745 |
7,995,084 | 1.58%, 05/25/2029(3)(4) | 334,385 |
970,183 | 1.75%, 12/25/2042 | 845,215 |
1,482,505 | 2.00%, 05/01/2036 | 1,312,242 |
2,225,034 | 2.00%, 06/01/2036 | 1,972,184 |
1,634,558 | 2.00%, 08/01/2036 | 1,446,810 |
1,043,181 | 2.00%, 09/01/2036 | 923,351 |
741,062 | 2.00%, 12/01/2036 | 655,923 |
683,208 | 2.00%, 02/01/2037 | 601,707 |
339,501 | 2.00%, 03/01/2037 | 299,000 |
1,924,792 | 2.00%, 04/01/2037 | 1,695,125 |
1,598,698 | 2.00%, 06/01/2037 | 1,406,335 |
29,464 | 2.00%, 07/01/2037 | 25,949 |
943,486 | 2.00%, 08/01/2037 | 829,949 |
44,649 | 2.00%, 11/01/2038 | 39,276 |
591,661 | 2.00%, 09/25/2039 | 509,830 |
1,227,826 | 2.00%, 09/01/2040 | 1,040,097 |
2,777,999 | 2.00%, 12/01/2040 | 2,351,391 |
1,121,544 | 2.00%, 04/01/2041 | 950,028 |
383,348 | 2.00%, 05/01/2041 | 324,700 |
1,476,377 | 2.00%, 10/01/2041 | 1,239,547 |
7,365,745 | 2.00%, 12/01/2050 | 5,836,311 |
9,246,180 | 2.00%, 02/01/2051 | 7,315,751 |
13,545,986 | 2.00%, 03/01/2051 | 10,695,415 |
14,044,347 | 2.00%, 04/01/2051 | 11,078,633 |
1,543,902 | 2.00%, 05/01/2051 | 1,216,648 |
515,704 | 2.00%, 07/01/2051 | 407,713 |
669,452 | 2.00%, 10/01/2051 | 534,694 |
3,750,275 | 2.00%, 03/25/2052(4) | 492,794 |
22,191 | 2.00%, 04/01/2052 | 17,455 |
800,230 | 2.25%, 04/01/2033 | 661,426 |
150,395 | 2.50%, 06/25/2028(4) | 4,752 |
2,029,265 | 2.50%, 09/01/2040 | 1,774,511 |
87,257 | 2.50%, 01/01/2043 | 74,094 |
2,052,212 | 2.50%, 02/01/2043 | 1,742,634 |
695,443 | 2.50%, 03/01/2043 | 590,606 |
1,478,673 | 2.50%, 05/01/2043 | 1,243,905 |
1,198,056 | 2.50%, 06/01/2043 | 1,017,345 |
669,051 | 2.50%, 04/01/2045 | 566,485 |
937,899 | 2.50%, 04/01/2050 | 775,353 |
1,081,008 | 2.50%, 06/01/2050 | 894,117 |
183,188 | 2.50%, 07/01/2050 | 151,384 |
1,688,625 | 2.50%, 09/01/2050 | 1,395,456 |
2,934,744 | 2.50%, 10/01/2050 | 2,448,953 |
1,256,143 | 2.50%, 01/01/2051 | 1,047,139 |
2,966,602 | 2.50%, 02/25/2051(4) | 481,809 |
19,274,649 | 2.50%, 05/01/2051 | 15,980,638 |
2,436,488 | 2.50%, 06/01/2051 | 2,007,653 |
1,404,518 | 2.50%, 07/01/2051 | 1,163,335 |
949,714 | 2.50%, 09/01/2051 | 783,630 |
6,515,823 | 2.50%, 10/01/2051 | 5,371,160 |
13,707,621 | 2.50%, 11/01/2051 | 11,421,921 |
1,645,594 | 2.50%, 12/01/2051 | 1,369,539 |
1,604,562 | 2.50%, 01/01/2052 | 1,334,957 |
Shares or Principal Amount | | Market Value† |
U.S. GOVERNMENT AGENCIES - 42.4% - (continued) |
| Mortgage-Backed Agencies - 42.4% - (continued) |
| Federal National Mortgage Association - 16.0% - (continued) |
$ 2,385,610 | 2.50%, 03/01/2052 | $ 1,969,113 |
1,662,221 | 2.50%, 04/01/2052 | 1,370,979 |
3,039,460 | 2.50%, 06/25/2052(4) | 463,479 |
2,984,848 | 2.50%, 09/25/2052(4) | 471,900 |
2,141,986 | 2.50%, 01/01/2057 | 1,754,624 |
28,871 | 3.00%, 02/25/2027(4) | 38 |
117,476 | 3.00%, 09/25/2027(4) | 3,356 |
660,158 | 3.00%, 01/25/2028(4) | 17,968 |
1,602,442 | 3.00%, 04/25/2033(4) | 98,501 |
483,245 | 3.00%, 08/01/2033 | 456,651 |
1,223,005 | 3.00%, 03/01/2037 | 1,123,206 |
1,745,332 | 3.00%, 06/01/2043 | 1,540,150 |
1,118,828 | 3.00%, 09/01/2048 | 978,615 |
1,124,465 | 3.00%, 08/25/2049 | 994,605 |
164,528 | 3.00%, 12/01/2049 | 142,338 |
756,447 | 3.00%, 02/01/2050 | 657,156 |
2,653,955 | 3.00%, 08/01/2050 | 2,300,755 |
1,088,829 | 3.00%, 10/01/2050 | 938,025 |
1,487,921 | 3.00%, 12/01/2050 | 1,281,844 |
477,655 | 3.00%, 04/01/2051 | 411,306 |
1,397,405 | 3.00%, 05/01/2051 | 1,217,891 |
275,011 | 3.00%, 06/01/2051 | 236,212 |
346,279 | 3.00%, 07/01/2051 | 297,700 |
3,893,586 | 3.00%, 08/01/2051 | 3,353,714 |
2,595,488 | 3.00%, 09/01/2051 | 2,239,129 |
4,154,389 | 3.00%, 10/01/2051 | 3,572,403 |
4,513,336 | 3.00%, 11/01/2051 | 3,871,108 |
2,080,755 | 3.00%, 12/01/2051 | 1,790,524 |
970,545 | 3.00%, 01/01/2052 | 833,579 |
1,125,526 | 3.00%, 04/01/2052 | 969,076 |
1,407,357 | 3.00%, 05/01/2052 | 1,212,316 |
118,901 | 3.50%, 05/25/2027(4) | 3,429 |
203,517 | 3.50%, 10/25/2027(4) | 7,104 |
338,912 | 3.50%, 05/25/2030(4) | 18,855 |
91,510 | 3.50%, 08/25/2030(4) | 3,997 |
82,352 | 3.50%, 02/25/2031(4) | 1,623 |
286,715 | 3.50%, 09/25/2035(4) | 27,374 |
1,748,648 | 3.50%, 11/25/2039(4) | 148,132 |
1,678,000 | 3.50%, 01/25/2042 | 1,510,746 |
2,093,430 | 3.50%, 08/01/2043 | 1,929,443 |
620,686 | 3.50%, 10/01/2044 | 563,865 |
616,195 | 3.50%, 02/01/2045 | 559,532 |
559,015 | 3.50%, 01/01/2046 | 507,706 |
421,622 | 3.50%, 03/01/2046 | 382,878 |
957,187 | 3.50%, 09/01/2046 | 868,568 |
474,215 | 3.50%, 10/01/2046 | 430,041 |
351,734 | 3.50%, 10/25/2046(4) | 63,362 |
501,218 | 3.50%, 11/01/2046 | 454,810 |
715,696 | 3.50%, 05/01/2047 | 649,548 |
1,558,077 | 3.50%, 09/01/2047 | 1,411,844 |
288,120 | 3.50%, 12/01/2047 | 261,767 |
994,720 | 3.50%, 01/01/2048 | 899,775 |
214,164 | 3.50%, 02/01/2048 | 194,162 |
1,111,765 | 3.50%, 07/01/2048 | 1,008,662 |
2,405,748 | 3.50%, 04/01/2052 | 2,150,913 |
4,012,132 | 3.50%, 09/01/2057 | 3,548,465 |
2,269,516 | 3.50%, 05/01/2058 | 2,007,233 |
2,295,409 | 3.50%, 12/25/2058 | 2,029,294 |
1,620,000 | 3.52%, 11/01/2032 | 1,481,762 |
74,752 | 4.00%, 06/01/2025 | 73,770 |
43,647 | 4.00%, 10/01/2025 | 43,089 |
1,292,422 | 4.00%, 10/01/2040 | 1,221,734 |
521,904 | 4.00%, 11/01/2040 | 493,340 |
385,259 | 4.00%, 12/01/2040 | 364,172 |
185,882 | 4.00%, 02/01/2041 | 175,713 |
520,710 | 4.00%, 03/01/2041 | 492,204 |
The accompanying notes are an integral part of these financial statements.
Hartford Total Return Bond HLS Fund
Schedule of Investments – (continued)
June 30, 2024 (Unaudited)
Shares or Principal Amount | | Market Value† |
U.S. GOVERNMENT AGENCIES - 42.4% - (continued) |
| Mortgage-Backed Agencies - 42.4% - (continued) |
| Federal National Mortgage Association - 16.0% - (continued) |
$ 1,266,302 | 4.00%, 06/01/2041 | $ 1,204,933 |
178,828 | 4.00%, 03/25/2042(4) | 20,517 |
218,377 | 4.00%, 08/01/2042 | 205,660 |
496,031 | 4.00%, 09/01/2042 | 468,277 |
107,776 | 4.00%, 11/25/2042(4) | 9,919 |
73,110 | 4.00%, 03/01/2045 | 68,576 |
427,535 | 4.00%, 07/01/2045 | 401,126 |
279,443 | 4.00%, 03/01/2046 | 262,259 |
107,363 | 4.00%, 05/01/2046 | 100,632 |
498,036 | 4.00%, 06/01/2046 | 466,714 |
433,756 | 4.00%, 04/01/2047 | 406,944 |
1,210,913 | 4.00%, 10/01/2047 | 1,134,356 |
2,921,473 | 4.00%, 06/01/2048 | 2,736,455 |
552,812 | 4.00%, 09/01/2048 | 514,548 |
361,063 | 4.00%, 01/01/2049 | 339,004 |
3,178,097 | 4.00%, 04/01/2049 | 2,952,218 |
123,406 | 4.00%, 08/01/2049 | 115,837 |
2,196,466 | 4.00%, 04/01/2050 | 2,042,841 |
2,259,530 | 4.00%, 11/25/2050(4) | 461,764 |
362,369 | 4.00%, 08/01/2051 | 340,513 |
1,487,162 | 4.00%, 06/01/2052 | 1,370,912 |
1,163,291 | 4.03%, 06/01/2028 | 1,125,737 |
1,475,000 | 4.19%, 04/01/2028 | 1,438,164 |
571,672 | 4.37%, 05/01/2028 | 562,686 |
2,477,609 | 4.39%, 04/01/2029 | 2,432,551 |
1,065,000 | 4.41%, 04/01/2030 | 1,041,052 |
1,380,916 | 4.46%, 05/01/2028 | 1,358,354 |
12,744 | 4.50%, 04/01/2025 | 12,658 |
17,108 | 4.50%, 07/25/2027(4) | 216 |
326,984 | 4.50%, 09/01/2035 | 316,956 |
1,095,757 | 4.50%, 12/01/2037 | 1,081,107 |
1,042,436 | 4.50%, 08/01/2040 | 1,014,240 |
1,046,020 | 4.50%, 10/01/2040 | 1,017,748 |
519,075 | 4.50%, 10/01/2041 | 505,047 |
1,219,544 | 4.50%, 08/25/2043(4) | 227,678 |
442,839 | 4.50%, 09/01/2043 | 430,873 |
563,766 | 4.50%, 04/01/2049 | 539,679 |
2,453,182 | 4.50%, 01/01/2051 | 2,359,510 |
1,750,070 | 4.50%, 03/01/2053 | 1,655,050 |
380,000 | 4.75%, 04/01/2028 | 377,110 |
5,228 | 5.00%, 06/01/2025 | 5,186 |
138,226 | 5.00%, 04/25/2038 | 133,174 |
1,896,677 | 5.00%, 07/01/2052 | 1,839,554 |
1,285,370 | 5.00%, 08/01/2052 | 1,247,519 |
15,632,716 | 5.00%, 09/01/2052 | 15,167,128 |
2,050,000 | 5.07%, 12/01/2028 | 2,068,024 |
74,298 | 5.50%, 06/01/2033 | 74,496 |
61,840 | 5.50%, 08/01/2033 | 62,140 |
398,356 | 5.50%, 09/01/2033 | 400,286 |
364,269 | 5.50%, 12/01/2033 | 366,480 |
248,640 | 5.50%, 01/01/2034 | 249,845 |
1,347,116 | 5.50%, 11/01/2035 | 1,353,658 |
382,852 | 5.50%, 04/01/2036 | 384,713 |
287,858 | 5.50%, 09/01/2036 | 289,253 |
221,164 | 5.50%, 04/25/2037 | 226,327 |
1,127,949 | 5.50%, 11/25/2040(4) | 138,223 |
844,207 | 5.50%, 06/25/2042(4) | 175,791 |
1,078,156 | 5.50%, 08/25/2044(4) | 182,638 |
768,356 | 5.50%, 11/01/2052 | 760,742 |
4,419,968 | 5.50%, 12/01/2052 | 4,378,146 |
2,345,751 | 5.50%, 06/01/2053 | 2,321,203 |
22,437 | 5.54%, 05/25/2042(3)(4) | 1,726 |
174,028 | 6.00%, 12/01/2032 | 178,755 |
142,308 | 6.00%, 01/01/2033 | 144,522 |
19,911 | 6.00%, 02/01/2033 | 20,104 |
131,770 | 6.00%, 03/01/2033 | 134,306 |
Shares or Principal Amount | | Market Value† |
U.S. GOVERNMENT AGENCIES - 42.4% - (continued) |
| Mortgage-Backed Agencies - 42.4% - (continued) |
| Federal National Mortgage Association - 16.0% - (continued) |
$ 336,489 | 6.00%, 02/01/2037 | $ 344,412 |
635,774 | 6.00%, 01/25/2042(4) | 53,275 |
1,343,439 | 6.00%, 05/01/2053 | 1,366,693 |
20,415,412 | 6.00%, 02/01/2054 | 20,496,138 |
8,885,944 | 6.00%, 05/01/2054 | 8,921,119 |
2,835,381 | 6.00%, 06/01/2054 | 2,846,605 |
129 | 6.50%, 05/01/2031 | 132 |
463 | 6.50%, 09/01/2031 | 474 |
463 | 6.50%, 07/01/2032 | 472 |
2,486,811 | 6.50%, 11/01/2053 | 2,549,923 |
398 | 7.00%, 07/01/2029 | 410 |
59 | 7.00%, 12/01/2030 | 61 |
59 | 7.00%, 03/01/2032 | 61 |
394 | 7.00%, 09/01/2032 | 405 |
381 | 7.50%, 06/01/2027 | 382 |
5,021 | 7.50%, 03/01/2030 | 5,079 |
5,189 | 7.50%, 04/01/2030 | 5,186 |
493 | 7.50%, 06/01/2030 | 501 |
922 | 7.50%, 07/01/2030 | 936 |
271 | 7.50%, 08/01/2030 | 275 |
2,200 | 7.50%, 05/01/2031 | 2,215 |
3,569 | 7.50%, 06/01/2031 | 3,547 |
335 | 7.50%, 08/01/2031 | 338 |
14,065 | 7.50%, 09/01/2031 | 13,972 |
32 | 7.50%, 05/01/2032 | 32 |
| | | 281,214,763 |
| Government National Mortgage Association - 8.5% |
2,405,010 | 2.00%, 10/20/2050 | 1,951,475 |
4,610,058 | 2.00%, 12/20/2050 | 3,742,546 |
16,395,000 | 2.00%, 07/20/2054(15) | 13,292,130 |
412,471 | 2.50%, 12/16/2039 | 376,965 |
798,146 | 2.50%, 07/20/2041 | 698,730 |
2,549,968 | 2.50%, 10/20/2049 | 2,198,247 |
1,901,026 | 2.50%, 11/20/2049 | 1,614,941 |
1,505,142 | 2.50%, 03/20/2051 | 1,270,764 |
2,148,143 | 2.50%, 09/20/2051 | 1,810,989 |
7,176,544 | 2.50%, 10/20/2051 | 6,048,541 |
16,925,000 | 2.50%, 07/20/2054(15) | 14,264,743 |
133,499 | 3.00%, 09/20/2028(4) | 3,852 |
2,003,111 | 3.00%, 05/20/2035(4) | 106,542 |
256,184 | 3.00%, 02/16/2043(4) | 35,269 |
1,224,629 | 3.00%, 03/15/2045 | 1,077,375 |
65,864 | 3.00%, 04/15/2045 | 57,946 |
1,095,923 | 3.00%, 07/15/2045 | 964,153 |
23,874 | 3.00%, 08/15/2045 | 21,004 |
7,207,290 | 3.00%, 04/20/2051 | 6,309,009 |
2,172,776 | 3.00%, 08/20/2051 | 1,899,841 |
2,761,380 | 3.00%, 09/20/2051 | 2,412,599 |
7,047,396 | 3.00%, 12/20/2051 | 6,157,111 |
1,442,538 | 3.00%, 02/20/2052 | 1,291,434 |
3,536,622 | 3.00%, 07/20/2052 | 3,091,186 |
12,689,000 | 3.00%, 07/20/2054(15) | 11,077,035 |
35,148 | 3.50%, 02/16/2027(4) | 616 |
135,642 | 3.50%, 03/20/2027(4) | 3,740 |
98,152 | 3.50%, 07/20/2040(4) | 2,291 |
93,142 | 3.50%, 02/20/2041(4) | 1,075 |
424,724 | 3.50%, 04/20/2042(4) | 17,234 |
1,410,291 | 3.50%, 10/20/2042(4) | 207,539 |
175,596 | 3.50%, 11/15/2042 | 162,149 |
4,284 | 3.50%, 12/15/2042 | 3,949 |
94,793 | 3.50%, 02/15/2043 | 87,327 |
4,689 | 3.50%, 03/15/2043 | 4,321 |
848,498 | 3.50%, 04/15/2043 | 781,608 |
1,935,822 | 3.50%, 05/15/2043 | 1,784,105 |
491,286 | 3.50%, 07/20/2043(4) | 74,156 |
1,033,017 | 3.50%, 03/20/2044 | 947,990 |
The accompanying notes are an integral part of these financial statements.
Hartford Total Return Bond HLS Fund
Schedule of Investments – (continued)
June 30, 2024 (Unaudited)
Shares or Principal Amount | | Market Value† |
U.S. GOVERNMENT AGENCIES - 42.4% - (continued) |
| Mortgage-Backed Agencies - 42.4% - (continued) |
| Government National Mortgage Association - 8.5% - (continued) |
$ 1,329,508 | 3.50%, 06/20/2046 | $ 1,213,597 |
338,532 | 3.50%, 07/20/2046 | 308,884 |
352,086 | 3.50%, 10/20/2046 | 321,388 |
1,407,588 | 3.50%, 02/20/2047 | 1,282,827 |
412,791 | 3.50%, 08/20/2047 | 375,938 |
287,974 | 3.50%, 11/20/2047 | 261,914 |
353,492 | 3.50%, 03/20/2048 | 321,856 |
1,081,328 | 3.50%, 07/20/2049 | 983,795 |
10,079,000 | 3.50%, 07/20/2054(15) | 9,069,573 |
832,225 | 3.88%, 08/15/2042 | 783,738 |
21,862 | 4.00%, 12/16/2026(4) | 38 |
353,550 | 4.00%, 05/20/2029(4) | 5,009 |
1,509,621 | 4.00%, 07/20/2040 | 1,437,095 |
1,664,320 | 4.00%, 09/20/2040 | 1,584,360 |
2,647,678 | 4.00%, 10/20/2040 | 2,518,532 |
687,039 | 4.00%, 12/20/2040 | 653,188 |
141,015 | 4.00%, 05/16/2042(4) | 13,664 |
2,186,650 | 4.00%, 09/16/2042(4) | 421,934 |
118,629 | 4.00%, 01/20/2044(4) | 21,096 |
861,643 | 4.00%, 01/16/2046(4) | 149,610 |
782,685 | 4.00%, 03/20/2047(4) | 124,473 |
370,149 | 4.00%, 11/20/2047 | 343,648 |
1,064,360 | 4.00%, 03/20/2048 | 991,622 |
2,686,542 | 4.00%, 07/20/2048 | 2,517,010 |
3,210,000 | 4.00%, 07/20/2054(15) | 2,972,210 |
42,602 | 4.50%, 11/15/2039 | 40,940 |
481,077 | 4.50%, 05/15/2040 | 467,910 |
1,675,551 | 4.50%, 05/20/2040 | 1,637,057 |
89,541 | 4.50%, 07/15/2041 | 86,179 |
1,543,438 | 4.50%, 08/20/2045(4) | 276,363 |
148,025 | 4.50%, 01/20/2046 | 143,470 |
1,033,035 | 4.50%, 01/20/2047(4) | 127,124 |
1,138,481 | 4.50%, 05/20/2048(4) | 174,325 |
328,419 | 4.50%, 05/20/2052 | 313,239 |
958,890 | 4.50%, 08/20/2052 | 915,064 |
877,232 | 4.50%, 09/20/2052 | 836,278 |
3,950,215 | 4.50%, 10/20/2052 | 3,772,511 |
979,247 | 5.00%, 02/16/2040(4) | 193,873 |
883,776 | 5.00%, 05/20/2040 | 884,098 |
700,498 | 5.00%, 06/20/2040 | 700,753 |
274,669 | 5.00%, 07/20/2040 | 274,769 |
526,235 | 5.00%, 06/15/2041 | 533,547 |
543,197 | 5.00%, 10/16/2041(4) | 84,594 |
741,110 | 5.00%, 03/15/2044 | 752,348 |
213,154 | 5.00%, 01/16/2047(4) | 45,997 |
3,655,289 | 5.00%, 07/15/2052 | 3,568,632 |
10,950,000 | 5.00%, 07/20/2054(15) | 10,676,139 |
194,783 | 5.50%, 03/15/2033 | 198,533 |
281,058 | 5.50%, 04/15/2033 | 283,136 |
231,880 | 5.50%, 05/15/2033 | 235,026 |
398,327 | 5.50%, 10/20/2034 | 408,459 |
679,374 | 5.50%, 03/20/2039(4) | 92,438 |
669,751 | 5.50%, 02/16/2047(4) | 104,536 |
432,374 | 5.50%, 02/20/2047(4) | 70,201 |
4,950,000 | 5.50%, 07/20/2054(15) | 4,916,954 |
380 | 6.00%, 01/15/2029 | 386 |
313 | 6.00%, 04/15/2029 | 316 |
13,540 | 6.00%, 12/15/2031 | 13,774 |
330 | 6.00%, 10/15/2032 | 344 |
8,794 | 6.00%, 06/15/2033 | 9,003 |
186 | 6.00%, 03/15/2034 | 188 |
15,347 | 6.00%, 08/15/2034 | 15,849 |
25,427 | 6.00%, 09/15/2034 | 26,078 |
17,273 | 6.00%, 02/15/2035 | 17,832 |
30,287 | 6.00%, 03/15/2036 | 31,410 |
31,448 | 6.00%, 05/15/2036 | 32,196 |
Shares or Principal Amount | | Market Value† |
U.S. GOVERNMENT AGENCIES - 42.4% - (continued) |
| Mortgage-Backed Agencies - 42.4% - (continued) |
| Government National Mortgage Association - 8.5% - (continued) |
$ 75,975 | 6.00%, 06/15/2036 | $ 78,139 |
8,520 | 6.00%, 06/15/2037 | 8,702 |
19,613 | 6.00%, 08/15/2037 | 20,249 |
30,444 | 6.00%, 08/15/2039 | 31,155 |
682,810 | 6.00%, 09/20/2040(4) | 114,088 |
50,706 | 6.00%, 06/15/2041 | 52,337 |
674,576 | 6.00%, 02/20/2046(4) | 101,008 |
10,481 | 6.50%, 06/15/2028 | 10,773 |
471 | 6.50%, 08/15/2028 | 479 |
1,253 | 6.50%, 09/15/2028 | 1,274 |
636 | 6.50%, 11/15/2028 | 647 |
2,639 | 6.50%, 12/15/2028 | 2,702 |
5,604 | 6.50%, 02/15/2029 | 5,709 |
39,534 | 6.50%, 03/15/2029 | 40,506 |
11,884 | 6.50%, 04/15/2029 | 12,200 |
4,002 | 6.50%, 05/15/2029 | 4,113 |
68,983 | 6.50%, 06/15/2029 | 70,467 |
2,097 | 6.50%, 07/15/2029 | 2,122 |
87 | 6.50%, 03/15/2031 | 89 |
68,415 | 6.50%, 04/15/2031 | 70,101 |
18,686 | 6.50%, 05/15/2031 | 19,192 |
1,427 | 6.50%, 06/15/2031 | 1,452 |
81,566 | 6.50%, 07/15/2031 | 83,602 |
13,601 | 6.50%, 08/15/2031 | 13,900 |
22,099 | 6.50%, 09/15/2031 | 22,625 |
37,708 | 6.50%, 10/15/2031 | 38,240 |
137,341 | 6.50%, 11/15/2031 | 140,079 |
27,797 | 6.50%, 12/15/2031 | 28,224 |
55,219 | 6.50%, 01/15/2032 | 56,314 |
14,538 | 6.50%, 02/15/2032 | 14,798 |
23,629 | 6.50%, 03/15/2032 | 24,273 |
86,692 | 6.50%, 04/15/2032 | 88,232 |
203 | 6.50%, 05/15/2032 | 206 |
12,095 | 6.50%, 06/15/2032 | 12,246 |
167 | 7.00%, 02/15/2031 | 168 |
74 | 7.00%, 06/15/2031 | 74 |
52 | 7.00%, 08/15/2031 | 53 |
| | | 148,661,933 |
| Uniform Mortgage-Backed Security - 9.6% |
13,970,000 | 2.00%, 07/01/2054(15) | 10,957,183 |
7,775,000 | 2.50%, 07/01/2054(15) | 6,367,061 |
9,675,000 | 4.00%, 07/01/2054(15) | 8,867,592 |
40,566,000 | 4.50%, 07/01/2054(15) | 38,306,663 |
4,650,000 | 5.00%, 07/01/2054(15) | 4,501,767 |
63,699,000 | 5.50%, 07/01/2054(15) | 62,898,276 |
22,050,000 | 6.00%, 07/01/2054(15) | 22,133,015 |
2,235,000 | 6.50%, 07/01/2054(15) | 2,276,356 |
11,370,000 | 7.00%, 07/01/2054(15) | 11,698,653 |
| | | 168,006,566 |
| Total U.S. Government Agencies (cost $784,407,145) | | $ 744,522,724 |
U.S. GOVERNMENT SECURITIES - 16.3% |
| U.S. Treasury Securities - 16.3% |
| U.S. Treasury Bonds - 10.6% |
24,645,000 | 1.25%, 05/15/2050 | $ 12,305,172 |
5,115,000 | 1.88%, 11/15/2051 | 2,990,676 |
7,090,000 | 2.25%, 08/15/2046 | 4,751,962 |
15,065,000 | 2.25%, 02/15/2052 | 9,662,785 |
7,860,000 | 2.38%, 11/15/2049 | 5,252,691 |
90,455,000 | 2.88%, 08/15/2045 | 69,046,139 |
6,175,000 | 3.00%, 02/15/2047 | 4,759,333 |
20,715,000 | 3.13%, 08/15/2044(16) | 16,631,070 |
22,615,000 | 3.38%, 05/15/2044(17) | 18,928,578 |
35,500,000 | 3.38%, 11/15/2048 | 28,994,902 |
The accompanying notes are an integral part of these financial statements.
Hartford Total Return Bond HLS Fund
Schedule of Investments – (continued)
June 30, 2024 (Unaudited)
Shares or Principal Amount | | Market Value† |
U.S. GOVERNMENT SECURITIES - 16.3% - (continued) |
| U.S. Treasury Securities - 16.3% - (continued) |
| U.S. Treasury Bonds - 10.6% - (continued) |
$ 3,565,000 | 3.63%, 08/15/2043 | $ 3,111,716 |
12,035,000 | 3.63%, 05/15/2053 | 10,306,849 |
| | | 186,741,873 |
| U.S. Treasury Inflation-Indexed Bonds - 1.4% |
23,242,145 | 0.25%, 02/15/2050(18) | 14,307,293 |
3,579,450 | 0.63%, 02/15/2043(18) | 2,703,674 |
5,325,400 | 0.75%, 02/15/2045(18) | 4,014,028 |
3,073,737 | 1.38%, 02/15/2044(18) | 2,649,115 |
| | | 23,674,110 |
| U.S. Treasury Inflation-Indexed Notes - 3.3% |
2,890,356 | 1.38%, 07/15/2033(18) | 2,734,471 |
56,548,355 | 1.75%, 01/15/2034(18) | 54,994,953 |
| | | 57,729,424 |
| U.S. Treasury Notes - 1.0% |
21,815,000 | 0.63%, 05/15/2030 | 17,651,403 |
| Total U.S. Government Securities (cost $367,413,507) | | $ 285,796,810 |
COMMON STOCKS - 0.0% |
| Energy - 0.0% |
30,559 | PES Energy Liquidating Trust*(19)(20) | $ — |
| Total Common Stocks (cost $265,121) | | $ — |
PREFERRED STOCKS - 0.1% |
| Banks - 0.1% |
2,242 | U.S. Bancorp Series A, (Preference Shares), 6.61%(9) | $ 1,930,362 |
| Total Preferred Stocks (cost $1,591,820) | | $ 1,930,362 |
| Total Long-Term Investments (cost $2,126,037,766) | | $ 1,952,454,396 |
SHORT-TERM INVESTMENTS - 0.4% |
| Repurchase Agreements - 0.2% |
4,229,679 | Fixed Income Clearing Corp. Repurchase Agreement dated 06/28/2024 at 5.31%, due on 07/01/2024 with a maturity value of $4,231,551; collateralized by U.S. Treasury Note at 4.00%, maturing 01/31/2031, with a market value of $4,314,399 | $ 4,229,679 |
| Securities Lending Collateral - 0.2% |
515,433 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 5.21%(21) | 515,433 |
1,718,112 | HSBC U.S. Government Money Market Fund, Institutional Class, 5.22%(21) | 1,718,112 |
Shares or Principal Amount | | Market Value† |
SHORT-TERM INVESTMENTS - 0.4% - (continued) |
| Securities Lending Collateral - 0.2% - (continued) |
515,434 | Invesco Government & Agency Portfolio, Institutional Class, 5.23%(21) | $ 515,434 |
515,434 | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 5.22%(21) | 515,434 |
| | | 3,264,413 |
| Total Short-Term Investments (cost $7,494,092) | $ 7,494,092 |
| Total Investments (cost $2,133,531,858) | 111.6% | $ 1,959,948,488 |
| Other Assets and Liabilities | (11.6)% | (204,308,426) |
| Net Assets | 100.0% | $ 1,755,640,062 |
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. |
* | Non-income producing. |
(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, 2024, the aggregate value of these securities was $504,108,845, representing 28.7% of net assets. |
(2) | Variable rate securities; the rate reported is the coupon rate in effect at June 30, 2024. 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) | Securities disclosed are interest-only strips. |
(5) | Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate. |
(6) | Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at June 30, 2024. Rate will reset at a future date. Base lending rates may be subject to a floor or cap. |
(7) | 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, 2024, the aggregate value of these securities was $28,472,949, representing 1.6% of net assets. |
(8) | 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 Total Return Bond HLS Fund
Schedule of Investments – (continued)
June 30, 2024 (Unaudited)
(9) | Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first. |
(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 Secured Overnight Financing Rate ("SOFR") and secondarily, the prime rate offered by one or more major United States banks (the "Prime Rate"). Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. 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, 2024. |
(11) | Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal. |
(12) | Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed. |
(13) | Securities disclosed are principal-only strips. |
(14) | Security is a zero-coupon bond. |
(15) | Represents or includes a TBA transaction. |
(16) | All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of June 30, 2024, the market value of securities pledged was $10,196,215. |
(17) | All, or a portion of the security, was pledged as collateral in connection with centrally cleared swap contracts. As of June 30, 2024, the market value of securities pledged was $5,775,246. |
(18) | The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount. |
(19) | 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 $0 or 0.0% of net assets. |
Period Acquired | | Security Name | | Shares/ Par Value | | Total Cost | | Market Value |
12/2021 | | PES Energy Liquidating Trust | | 30,559 | | $ 265,121 | | $ — |
(20) | Investment valued using significant unobservable inputs. |
(21) | Current yield as of period end. |
Futures Contracts Outstanding at June 30, 2024 |
Description | | Number of Contracts | | Expiration Date | | Current Notional Amount | | Value and Unrealized Appreciation/ (Depreciation) |
Long position contracts: |
Canadian 10-Years Bond Future | | 684 | | 09/18/2024 | | $ 60,032,806 | | $ 222,384 |
U.S. Treasury 2-Year Note Future | | 765 | | 09/30/2024 | | 156,227,344 | | 418,172 |
U.S. Treasury 5-Year Note Future | | 793 | | 09/30/2024 | | 84,516,453 | | 484,892 |
U.S. Treasury 10-Year Note Future | | 940 | | 09/19/2024 | | 103,385,312 | | 611,091 |
U.S. Treasury 10-Year Ultra Future | | 467 | | 09/19/2024 | | 53,019,094 | | 138,991 |
U.S. Treasury Ultra Bond Future | | 16 | | 09/19/2024 | | 2,005,500 | | (54,400) |
Total | | | | | | | | $ 1,821,130 |
Short position contracts: |
Euro BUXL 30-Year Bond Future | | (39) | | 09/06/2024 | | $ (5,439,743) | | $ (89,436) |
Euro-BUND Future | | (386) | | 09/06/2024 | | (54,409,981) | | (179,623) |
U.S. Treasury Long Bond Future | | (138) | | 09/19/2024 | | (16,327,125) | | (182,476) |
Total | | | | | | | | $ (451,535) |
Total futures contracts | | $ 1,369,595 |
TBA Sale Commitments Outstanding at June 30, 2024 |
Description | | Principal Amount | | Maturity Date | | Market Value† | | Unrealized Appreciation/ (Depreciation) |
Government National Mortgage Association, 2.50% | | $ 15,775,000 | | 07/20/2054 | | $ (13,295,499) | | $ (264,149) |
Government National Mortgage Association, 3.00% | | 12,689,000 | | 08/20/2054 | | (11,082,983) | | 85,481 |
Government National Mortgage Association, 3.00% | | 15,394,000 | | 07/20/2054 | | (13,438,401) | | (27,217) |
Government National Mortgage Association, 4.50% | | 2,250,000 | | 07/20/2054 | | (2,141,697) | | (2,703) |
Uniform Mortgage-Backed Security, 2.00% | | 10,450,000 | | 07/01/2039 | | (9,192,683) | | 27,952 |
Uniform Mortgage-Backed Security, 3.00% | | 8,345,000 | | 07/01/2054 | | (7,112,765) | | (66,130) |
Uniform Mortgage-Backed Security, 3.00% | | 1,925,000 | | 07/01/2039 | | (1,782,583) | | 9,171 |
Uniform Mortgage-Backed Security, 3.50% | | 768,000 | | 07/01/2054 | | (681,004) | | (2,764) |
Uniform Mortgage-Backed Security, 4.00% | | 6,914,000 | | 07/01/2054 | | (6,337,006) | | 35,711 |
Uniform Mortgage-Backed Security, 4.50% | | 3,936,000 | | 07/01/2039 | | (3,851,415) | | 21,087 |
The accompanying notes are an integral part of these financial statements.
Hartford Total Return Bond HLS Fund
Schedule of Investments – (continued)
June 30, 2024 (Unaudited)
TBA Sale Commitments Outstanding at June 30, 2024 – (continued) |
Description | | Principal Amount | | Maturity Date | | Market Value† | | Unrealized Appreciation/ (Depreciation) |
Uniform Mortgage-Backed Security, 5.00% | | $ 12,100,000 | | 07/01/2054 | | $ (11,714,276) | | $ (152,332) |
Uniform Mortgage-Backed Security, 6.00% | | 12,810,000 | | 07/01/2054 | | (12,858,227) | | (8,697) |
Total TBA sale commitments (proceeds receivable $93,143,949) | | $ (93,488,539) | | $ (344,590) |
At June 30, 2024, the aggregate market value of TBA Sale Commitments represents (5.3)% of total net assets. |
Centrally Cleared Credit Default Swap Contracts Outstanding at June 30, 2024 |
Reference Entity | | Notional Amount(1) | | (Pay)/Receive Fixed Rate | | Expiration Date | | Periodic Payment Frequency | | Upfront Premiums Paid | | Upfront Premiums Received | | Value† | | Unrealized Appreciation/ (Depreciation) |
Credit default swaps on indices: | | |
Buy protection: | | |
CDX.EM.S41 | | USD | 12,550,000 | | (1.00%) | | 06/20/2029 | | Quarterly | | $ 335,411 | | $ — | | $ 397,213 | | $ 61,802 |
Total centrally cleared credit default swap contracts | | $ 335,411 | | $ — | | $ 397,213 | | $ 61,802 |
(1) | 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, 2024 |
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) |
3.66% Fixed | | 12 Mo. USD SOFR | | USD | 5,075,000 | | 06/12/2035 | | Annual | | $ — | | $ (328) | | $ 54,075 | | $ 54,403 |
3.67% Fixed | | 12 Mo. USD SOFR | | USD | 5,075,000 | | 06/12/2035 | | Annual | | — | | — | | 48,260 | | 48,260 |
3.65% Fixed | | 12 Mo. USD SOFR | | USD | 2,820,000 | | 06/12/2035 | | Annual | | — | | — | | 32,388 | | 32,388 |
3.65% Fixed | | 12 Mo. USD SOFR | | USD | 2,535,000 | | 06/12/2035 | | Annual | | — | | — | | 27,512 | | 27,512 |
3.74% Fixed | | 12 Mo. USD SOFR | | USD | 3,455,000 | | 06/12/2035 | | Annual | | — | | — | | 13,333 | | 13,333 |
3.88% Fixed | | 12 Mo. USD SOFR | | USD | 2,280,000 | | 06/12/2035 | | Annual | | — | | — | | (15,525) | | (15,525) |
3.87% Fixed | | 12 Mo. USD SOFR | | USD | 6,850,000 | | 06/12/2035 | | Annual | | — | | — | | (43,935) | | (43,935) |
2.97% Fixed | | 12 Mo. USD SOFR | | USD | 12,140,000 | | 03/15/2053 | | Annual | | 37,475 | | — | | 1,688,194 | | 1,650,719 |
2.88% Fixed | | 12 Mo. USD SOFR | | USD | 3,745,000 | | 03/15/2053 | | Annual | | 41,689 | | — | | 580,117 | | 538,428 |
3.25% Fixed | | 12 Mo. USD SOFR | | USD | 6,235,000 | | 06/21/2053 | | Annual | | — | | (65,577) | | 520,740 | | 586,317 |
3.59% Fixed | | 12 Mo. USD SOFR | | USD | 9,465,000 | | 09/20/2053 | | Annual | | 39,615 | | — | | 348,990 | | 309,375 |
Total centrally cleared interest rate swaps contracts | | $ 118,779 | | $ (65,905) | | $ 3,254,149 | | $ 3,201,275 |
Foreign Currency Contracts Outstanding at June 30, 2024 |
Amount and Description of Currency to be Purchased | | Amount and Description of Currency to be Sold | | Counterparty | | Settlement Date | | Appreciation/ (Depreciation) |
2,349,000 | EUR | | 2,538,907 | USD | | RBS | | 09/18/2024 | | $ (13,568) |
7,372,635 | USD | | 40,057,000 | BRL | | GSC | | 09/18/2024 | | 270,695 |
32,653,381 | USD | | 30,384,000 | EUR | | DEUT | | 09/18/2024 | | (11,544) |
Total foreign currency contracts | | $ 245,583 |
† 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, 2024 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2024 in valuing the Fund’s investments.
Description | | Total | | Level 1 | | Level 2 | | Level 3(1) |
Assets | | | | | | | | |
Asset & Commercial Mortgage-Backed Securities | | $ 335,418,279 | | $ — | | $ 335,418,279 | | $ — |
Corporate Bonds | | 507,148,560 | | — | | 507,148,560 | | — |
Foreign Government Obligations | | 54,004,033 | | — | | 54,004,033 | | — |
Municipal Bonds | | 23,626,055 | | — | | 23,626,055 | | — |
Senior Floating Rate Interests | | 7,573 | | — | | 7,573 | | — |
U.S. Government Agencies | | 744,522,724 | | — | | 744,522,724 | | — |
U.S. Government Securities | | 285,796,810 | | — | | 285,796,810 | | — |
Common Stocks | | | | | | | | |
Energy | | — | | — | | — | | — |
Preferred Stocks | | 1,930,362 | | 1,930,362 | | — | | — |
Short-Term Investments | | 7,494,092 | | 3,264,413 | | 4,229,679 | | — |
Foreign Currency Contracts(2) | | 270,695 | | — | | 270,695 | | — |
Futures Contracts(2) | | 1,875,530 | | 1,875,530 | | — | | — |
Swaps - Credit Default(2) | | 61,802 | | — | | 61,802 | | — |
Swaps - Interest Rate(2) | | 3,260,735 | | — | | 3,260,735 | | — |
Total | | $ 1,965,417,250 | | $ 7,070,305 | | $ 1,958,346,945 | | $ — |
Liabilities | | | | | | | | |
Foreign Currency Contracts(2) | | $ (25,112) | | $ — | | $ (25,112) | | $ — |
Futures Contracts(2) | | (505,935) | | (505,935) | | — | | — |
Swaps - Interest Rate(2) | | (59,460) | | — | | (59,460) | | — |
TBA Sale Commitments | | (93,488,539) | | — | | (93,488,539) | | — |
Total | | $ (94,079,046) | | $ (505,935) | | $ (93,573,111) | | $ — |
(1) | For the six-month period ended June 30, 2024, 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 the six-month period ended June 30, 2024 is not presented.
The accompanying notes are an integral part of these financial statements.
Hartford Ultrashort Bond HLS Fund
Schedule of Investments
June 30, 2024 (Unaudited)
Shares or Principal Amount | | Market Value† |
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 41.2% |
| Asset-Backed - Automobile - 24.6% |
$ 1,497,201 | Ally Auto Receivables Trust 5.76%, 11/15/2026 | $ 1,497,884 |
| American Credit Acceptance Receivables Trust | |
127,885 | 5.89%, 10/13/2026(1) | 127,899 |
2,238,774 | 5.90%, 02/12/2027(1) | 2,239,549 |
331,265 | 6.00%, 03/12/2027(1) | 331,547 |
| AmeriCredit Automobile Receivables Trust | |
38,907 | 0.68%, 10/19/2026 | 38,802 |
1,969,000 | 1.01%, 01/19/2027 | 1,875,914 |
1,124,252 | 2.45%, 11/18/2026 | 1,107,319 |
2,750,000 | 5.75%, 02/18/2028 | 2,750,154 |
1,226,357 | 5.84%, 10/19/2026 | 1,226,747 |
| ARI Fleet Lease Trust | |
365,000 | 5.30%, 11/15/2032(1) | 363,667 |
943,201 | 5.41%, 02/17/2032(1) | 941,112 |
475,000 | 6.05%, 07/15/2032(1) | 476,778 |
746,436 | Bank of America Auto Trust 5.83%, 05/15/2026(1) | 746,932 |
835,233 | BMW Vehicle Lease Trust 5.95%, 08/25/2025 | 836,114 |
| Bridgecrest Lending Auto Securitization Trust | |
1,500,000 | 5.78%, 02/16/2027 | 1,499,787 |
614,803 | 5.82%, 09/15/2026 | 614,720 |
386,179 | 6.34%, 07/15/2026 | 386,487 |
| Capital One Prime Auto Receivables Trust | |
1,268,262 | 3.17%, 04/15/2027 | 1,245,310 |
297,199 | 5.20%, 05/15/2026 | 296,801 |
| CarMax Auto Owner Trust | |
865,000 | 4.75%, 10/15/2027 | 857,982 |
205,187 | 5.23%, 01/15/2026 | 205,110 |
744,823 | 5.50%, 06/15/2026 | 744,463 |
2,360,000 | 5.65%, 05/17/2027 | 2,362,598 |
865,745 | 5.72%, 11/16/2026 | 865,690 |
| Carvana Auto Receivables Trust | |
47,203 | 0.49%, 03/10/2026 | 47,111 |
231,986 | 0.70%, 01/10/2028 | 223,164 |
956,000 | 5.50%, 08/10/2027(1) | 953,976 |
1,225,071 | 5.76%, 04/12/2027(1) | 1,224,720 |
507,839 | 5.77%, 04/12/2027(1) | 507,492 |
245,901 | 6.09%, 11/10/2026(1) | 246,136 |
1,138,685 | 6.23%, 01/11/2027(1) | 1,140,614 |
554,815 | 6.41%, 09/10/2027(1) | 556,414 |
| Chase Auto Owner Trust | |
1,245,000 | 5.48%, 04/26/2027(1) | 1,243,882 |
1,415,000 | 5.66%, 05/26/2027(1) | 1,415,499 |
| Chesapeake Funding II LLC | |
1,287,045 | 5.65%, 05/15/2035(1) | 1,286,519 |
184,126 | 5.68%, 04/15/2033, 30 day USD SOFR Average + 0.34%(1)(2) | 184,126 |
| Citizens Auto Receivables Trust | |
1,495,000 | 5.43%, 10/15/2026(1) | 1,493,187 |
1,350,000 | 5.54%, 11/16/2026(1) | 1,349,423 |
1,441,557 | 6.09%, 10/15/2026(1) | 1,443,935 |
| CPS Auto Receivables Trust | |
170,988 | 5.54%, 03/16/2026(1) | 170,964 |
467,118 | 5.71%, 09/15/2027(1) | 466,506 |
2,446,819 | 5.78%, 01/18/2028(1) | 2,447,073 |
695,917 | 5.91%, 08/16/2027(1) | 696,154 |
244,732 | 6.13%, 09/15/2026(1) | 244,904 |
558,237 | 6.40%, 06/15/2027(1) | 559,602 |
15,003 | Credit Acceptance Auto Loan Trust 1.00%, 05/15/2030(1) | 14,972 |
| DT Auto Owner Trust | |
731,234 | 5.48%, 04/15/2027(1) | 730,813 |
547,609 | 5.88%, 04/15/2027(1) | 547,730 |
718,923 | 6.29%, 08/16/2027(1) | 720,718 |
Shares or Principal Amount | | Market Value† |
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 41.2% - (continued) |
| Asset-Backed - Automobile - 24.6% - (continued) |
| Enterprise Fleet Financing LLC | |
$ 297,213 | 0.48%, 05/20/2027(1) | $ 293,584 |
253,165 | 4.38%, 07/20/2029(1) | 250,645 |
1,190,000 | 5.23%, 03/20/2030(1) | 1,186,447 |
700,777 | 5.51%, 01/22/2029(1) | 699,543 |
1,227,328 | 5.56%, 04/22/2030(1) | 1,227,341 |
1,440,000 | 5.74%, 12/20/2026(1) | 1,443,815 |
1,072,944 | 5.76%, 10/22/2029(1) | 1,073,712 |
3,320,000 | 6.40%, 03/20/2030(1) | 3,357,423 |
| Exeter Automobile Receivables Trust | |
459,264 | 5.60%, 08/17/2026 | 459,092 |
1,205,000 | 5.70%, 05/15/2026 | 1,205,034 |
2,750,000 | 5.82%, 02/15/2027 | 2,750,771 |
467,132 | 6.04%, 07/15/2026 | 467,214 |
151,578 | 6.07%, 12/15/2025 | 151,648 |
172,793 | FHF Trust 0.83%, 12/15/2026(1) | 169,215 |
1,535,446 | Fifth Third Auto Trust 5.80%, 11/16/2026 | 1,536,722 |
| First Investors Auto Owner Trust | |
144,544 | 0.48%, 03/15/2027(1) | 143,701 |
442,328 | 2.03%, 01/15/2027(1) | 436,380 |
| Flagship Credit Auto Trust | |
161,080 | 0.81%, 07/17/2026(1) | 160,149 |
794,510 | 5.76%, 04/15/2027(1) | 793,942 |
900,712 | 5.89%, 07/15/2027(1) | 900,861 |
1,515,000 | Ford Credit Auto Lease Trust 5.24%, 07/15/2026 | 1,511,589 |
| Ford Credit Auto Owner Trust | |
389,921 | 5.14%, 03/15/2026 | 389,409 |
41,503 | 5.37%, 08/15/2025 | 41,500 |
1,131,673 | 5.57%, 06/15/2026 | 1,131,147 |
| Foursight Capital Automobile Receivables Trust | |
127,546 | 5.43%, 10/15/2026(1) | 127,459 |
1,120,745 | 5.99%, 05/15/2028(1) | 1,123,023 |
| GLS Auto Receivables Issuer Trust | |
21,261 | 4.59%, 05/15/2026(1) | 21,248 |
2,800,000 | 5.57%, 02/16/2027(1) | 2,795,491 |
751,179 | 5.70%, 01/15/2027(1) | 750,878 |
1,850,000 | 5.77%, 06/15/2027(1) | 1,850,008 |
396,876 | 5.98%, 08/17/2026(1) | 396,951 |
1,113,294 | GLS Auto Select Receivables Trust 6.37%, 06/15/2028(1) | 1,119,574 |
| GM Financial Automobile Leasing Trust | |
785,000 | 5.16%, 04/20/2026 | 783,278 |
31,089 | 5.27%, 06/20/2025 | 31,084 |
289,519 | 5.44%, 10/20/2025 | 289,389 |
1,801,568 | 5.58%, 01/20/2026 | 1,801,568 |
| GM Financial Consumer Automobile Receivables Trust | |
209,126 | 4.60%, 11/17/2025 | 208,968 |
354,679 | 5.10%, 05/18/2026 | 354,170 |
445,000 | 5.12%, 02/16/2027 | 443,611 |
551,044 | 5.19%, 03/16/2026 | 550,549 |
1,265,000 | 5.33%, 03/16/2027 | 1,263,525 |
817,962 | 5.74%, 09/16/2026 | 818,563 |
2,064,981 | 5.89%, 11/16/2026 | 2,067,659 |
| Honda Auto Receivables Owner Trust | |
513,725 | 5.41%, 04/15/2026 | 513,122 |
2,219,099 | 5.87%, 06/22/2026 | 2,222,733 |
1,490,000 | Huntington Auto Trust 5.50%, 03/15/2027(1) | 1,488,513 |
| Hyundai Auto Lease Securitization Trust | |
1,585,000 | 5.05%, 01/15/2026(1) | 1,581,483 |
1,749,334 | 5.15%, 06/15/2026(1) | 1,744,055 |
15,951 | 5.20%, 04/15/2025(1) | 15,949 |
1,544,162 | 5.85%, 03/16/2026(1) | 1,546,214 |
The accompanying notes are an integral part of these financial statements.
Hartford Ultrashort Bond HLS Fund
Schedule of Investments – (continued)
June 30, 2024 (Unaudited)
Shares or Principal Amount | | Market Value† |
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 41.2% - (continued) |
| Asset-Backed - Automobile - 24.6% - (continued) |
| Hyundai Auto Receivables Trust | |
$ 2,350,000 | 1.09%, 05/17/2027 | $ 2,254,173 |
483,480 | 5.19%, 12/15/2025 | 483,057 |
1,329,472 | 5.77%, 05/15/2026 | 1,330,485 |
| LAD Auto Receivables Trust | |
1,058,070 | 5.44%, 11/16/2026(1) | 1,056,031 |
582,345 | 6.09%, 06/15/2026(1) | 582,720 |
738,270 | Mercedes-Benz Auto Lease Trust 5.24%, 11/17/2025 | 737,772 |
1,065,000 | Mercedes-Benz Auto Receivables Trust 4.51%, 11/15/2027 | 1,054,180 |
| Nissan Auto Lease Trust | |
2,226,609 | 4.91%, 01/15/2026 | 2,221,484 |
2,390,000 | 5.11%, 10/15/2026 | 2,381,635 |
486,686 | 5.74%, 08/15/2025 | 486,689 |
| Nissan Auto Receivables Owner Trust | |
78,019 | 4.50%, 08/15/2025 | 77,966 |
477,655 | 5.34%, 02/17/2026 | 477,340 |
| Porsche Financial Auto Securitization Trust | |
617,090 | 5.42%, 12/22/2026(1) | 616,681 |
691,286 | 5.88%, 11/23/2026(1) | 691,778 |
| Santander Drive Auto Receivables Trust | |
369,479 | 1.26%, 02/16/2027 | 366,236 |
570,393 | 5.71%, 02/16/2027 | 570,516 |
2,250,000 | 5.80%, 09/15/2027 | 2,250,230 |
185,978 | 6.08%, 08/17/2026 | 186,148 |
354,586 | 6.08%, 05/17/2027 | 355,150 |
1,626,775 | 6.18%, 02/16/2027 | 1,628,727 |
| SBNA Auto Lease Trust | |
1,150,000 | 5.39%, 11/20/2026(1) | 1,147,869 |
724,929 | 6.27%, 04/20/2026(1) | 727,208 |
| SFS Auto Receivables Securitization Trust | |
784,239 | 5.35%, 06/21/2027(1) | 782,714 |
490,416 | 5.89%, 03/22/2027(1) | 490,920 |
| Tesla Auto Lease Trust | |
950,000 | 5.37%, 06/22/2026(1) | 948,017 |
603,264 | 5.86%, 08/20/2025(1) | 603,624 |
1,155,912 | 6.02%, 09/22/2025(1) | 1,157,330 |
1,930,000 | Tesla Electric Vehicle Trust 5.54%, 12/21/2026(1) | 1,928,477 |
| Toyota Auto Receivables Owner Trust | |
549,165 | 5.28%, 05/15/2026 | 548,470 |
1,180,000 | 5.41%, 03/15/2027 | 1,179,445 |
687,454 | USAA Auto Owner Trust 5.83%, 07/15/2026(1) | 687,830 |
563,316 | Volkswagen Auto Loan Enhanced Trust 5.50%, 12/21/2026 | 562,985 |
| Westlake Automobile Receivables Trust | |
1,409,964 | 1.23%, 04/15/2026(1) | 1,390,023 |
438,960 | 5.51%, 06/15/2026(1) | 438,835 |
580,000 | 5.62%, 03/15/2027(1) | 579,444 |
3,255,000 | 5.80%, 02/16/2027(1) | 3,257,972 |
848,149 | 5.89%, 02/16/2027(1) | 848,443 |
900,166 | 5.96%, 10/15/2026(1) | 901,066 |
270,000 | Westlake Flooring Master Trust 5.43%, 02/15/2028(1) | 269,755 |
| Wheels Fleet Lease Funding 1 LLC | |
1,620,238 | 5.80%, 04/18/2038(1) | 1,620,343 |
1,000,000 | 6.46%, 08/18/2038(1) | 1,007,926 |
| World Omni Auto Receivables Trust | |
389,055 | 5.18%, 07/15/2026 | 388,531 |
262,492 | 5.25%, 11/16/2026 | 262,164 |
466,007 | World Omni Automobile Lease Securitization Trust 5.47%, 11/17/2025 | 465,837 |
Shares or Principal Amount | | Market Value† |
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 41.2% - (continued) |
| Asset-Backed - Automobile - 24.6% - (continued) |
| World Omni Select Auto Trust | |
$ 503,336 | 0.53%, 03/15/2027 | $ 499,212 |
897,333 | 5.92%, 03/15/2027 | 897,646 |
| | | 134,646,033 |
| Commercial Mortgage-Backed Securities - 0.0% |
144,773 | BWAY Mortgage Trust 2.81%, 03/10/2033(1) | 142,827 |
| Other Asset-Backed Securities - 13.6% |
1,925,000 | 610 Funding CLO 2 Ltd. 6.69%, 01/20/2034, 3 mo. USD Term SOFR + 1.35%(1)(2) | 1,925,000 |
| Affirm Asset Securitization Trust | |
242,595 | 4.55%, 06/15/2027(1) | 241,128 |
975,000 | 6.61%, 01/18/2028(1) | 978,912 |
409,880 | Amur Equipment Finance Receivables XI LLC 5.30%, 06/21/2028(1) | 408,844 |
1,035,000 | Amur Equipment Finance Receivables XIII LLC 5.38%, 01/21/2031(1) | 1,032,171 |
2,735,000 | Apidos CLO XXXII Ltd. 6.59%, 01/20/2033, 3 mo. USD Term SOFR + 1.10%(1)(2) | 2,735,000 |
675,000 | Auxilior Term Funding LLC 6.18%, 12/15/2028(1) | 677,933 |
| BHG Securitization Trust | |
537,924 | 1.71%, 02/20/2035(1) | 531,227 |
132,664 | 5.32%, 10/17/2035(1) | 132,427 |
1,847,377 | Carlyle U.S. CLO Ltd. 6.48%, 10/15/2031, 3 mo. USD Term SOFR + 1.15%(1)(2) | 1,850,346 |
| CCG Receivables Trust | |
210,353 | 0.54%, 03/14/2029(1) | 206,748 |
1,256,538 | 3.91%, 07/16/2029(1) | 1,242,740 |
1,260,606 | 5.82%, 09/16/2030(1) | 1,263,057 |
| CNH Equipment Trust | |
1,440,000 | 5.19%, 07/15/2027 | 1,435,473 |
474,257 | 5.34%, 09/15/2026 | 473,630 |
513,977 | 5.42%, 07/15/2026 | 513,629 |
600,000 | 5.42%, 10/15/2027 | 600,136 |
| Daimler Trucks Retail Trust | |
1,100,000 | 5.60%, 04/15/2026 | 1,099,944 |
1,160,693 | 6.03%, 09/15/2025 | 1,161,813 |
| Dell Equipment Finance Trust | |
860,000 | 5.58%, 03/22/2030(1) | 860,985 |
466,871 | 5.84%, 01/22/2029(1) | 467,037 |
567,995 | 6.10%, 04/23/2029(1) | 568,842 |
| Dext ABS LLC | |
79,633 | 1.12%, 02/15/2028(1) | 79,048 |
1,863,879 | 6.56%, 05/15/2034(1) | 1,869,256 |
667,095 | DLLAA LLC 5.93%, 07/20/2026(1) | 667,985 |
| DLLAD LLC | |
1,239,818 | 0.64%, 09/21/2026(1) | 1,205,453 |
775,527 | 5.19%, 04/20/2026(1) | 773,999 |
595,000 | 5.50%, 08/20/2027(1) | 595,286 |
985,612 | DLLMT LLC 5.78%, 11/20/2025(1) | 985,981 |
| DLLST LLC | |
86,668 | 3.40%, 01/21/2025(1) | 86,559 |
640,000 | 5.33%, 01/20/2026(1) | 638,385 |
57,206 | FCI Funding LLC 1.13%, 04/15/2033(1) | 57,048 |
3,000,000 | GoldenTree Loan Management U.S. CLO 4 Ltd. 6.47%, 04/24/2031, 3 mo. USD Term SOFR + 1.15%(1)(2) | 3,001,500 |
1,836,689 | Granite Park Equipment Leasing LLC 6.51%, 05/20/2030(1) | 1,846,116 |
| GreatAmerica Leasing Receivables Funding LLC | |
495,626 | 4.92%, 05/15/2025(1) | 494,978 |
1,655,000 | 5.32%, 08/17/2026(1) | 1,651,200 |
900,414 | 5.35%, 02/16/2026(1) | 898,567 |
The accompanying notes are an integral part of these financial statements.
Hartford Ultrashort Bond HLS Fund
Schedule of Investments – (continued)
June 30, 2024 (Unaudited)
Shares or Principal Amount | | Market Value† |
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 41.2% - (continued) |
| Other Asset-Backed Securities - 13.6% - (continued) |
| HPEFS Equipment Trust | |
$ 1,340,000 | 5.18%, 05/20/2031(1) | $ 1,334,521 |
248,737 | 5.26%, 08/20/2029(1) | 248,612 |
760,000 | 5.43%, 08/20/2029(1) | 759,215 |
1,030,000 | 6.04%, 01/21/2031(1) | 1,032,636 |
| John Deere Owner Trust | |
874,260 | 5.28%, 03/16/2026 | 873,410 |
1,347,889 | 5.59%, 06/15/2026 | 1,347,649 |
| Kubota Credit Owner Trust | |
1,610,000 | 5.39%, 01/15/2027(1) | 1,606,442 |
458,174 | 5.40%, 02/17/2026(1) | 457,726 |
2,334,445 | 5.61%, 07/15/2026(1) | 2,333,562 |
2,780,000 | Madison Park Funding XXIV Ltd. 6.45%, 10/20/2029, 3 mo. USD Term SOFR + 1.12%(1)(2) | 2,781,187 |
| Marlette Funding Trust | |
2,731 | 5.18%, 11/15/2032(1) | 2,730 |
422,886 | 6.04%, 06/15/2033(1) | 422,725 |
317,889 | 6.07%, 04/15/2033(1) | 317,865 |
533,807 | 6.49%, 09/15/2033(1) | 534,218 |
| MMAF Equipment Finance LLC | |
2,375,000 | 5.20%, 09/13/2027(1) | 2,363,745 |
1,365,149 | 5.79%, 11/13/2026(1) | 1,365,872 |
140,959 | New York City Tax Lien Trust 2.10%, 11/10/2034(1) | 140,076 |
2,290,102 | Octagon Investment Partners 36 Ltd. 6.56%, 04/15/2031, 3 mo. USD Term SOFR + 1.23%(1)(2) | 2,293,281 |
2,775,997 | Octagon Investment Partners 39 Ltd. 6.47%, 10/20/2030, 3 mo. USD Term SOFR + 1.15%(1)(2) | 2,780,305 |
1,296,638 | Octagon Investment Partners XVII Ltd. 6.59%, 01/25/2031, 3 mo. USD Term SOFR + 1.26%(1)(2) | 1,298,299 |
2,225,000 | PFS Financing Corp. 0.77%, 08/15/2026(1) | 2,210,482 |
1,121,739 | Race Point IX CLO Ltd. 6.53%, 10/15/2030, 3 mo. USD Term SOFR + 1.20%(1)(2) | 1,121,966 |
2,750,000 | Rad CLO 7 Ltd. 6.67%, 04/17/2036, 3 mo. USD Term SOFR + 1.35%(1)(2) | 2,753,174 |
1,900,000 | RR 24 Ltd. 7.06%, 01/15/2036, 3 mo. USD Term SOFR + 1.73%(1)(2) | 1,907,003 |
| SCF Equipment Leasing LLC | |
204,986 | 6.24%, 07/20/2028(1) | 205,112 |
1,935,000 | 6.56%, 01/22/2030(1) | 1,950,545 |
63,645 | SoFi Consumer Loan Program Trust 5.81%, 05/15/2031(1) | 63,634 |
1,545,000 | Verizon Master Trust 5.23%, 11/22/2027 | 1,542,219 |
2,750,000 | Voya CLO Ltd. 6.52%, 07/20/2032, 3 mo. USD Term SOFR + 1.20%(1)(2) | 2,753,696 |
| | | 74,060,290 |
| Whole Loan Collateral CMO - 3.0% |
543,453 | Angel Oak Mortgage Trust 2.53%, 01/26/2065(1)(3) | 499,296 |
| BRAVO Residential Funding Trust | |
286,641 | 0.94%, 02/25/2049(1)(3) | 252,809 |
305,336 | 0.97%, 03/25/2060(1)(3) | 284,535 |
979,572 | 1.70%, 04/25/2060(1)(3) | 881,562 |
152,030 | Bunker Hill Loan Depositary Trust 2.72%, 11/25/2059(1)(4) | 147,971 |
| COLT Mortgage Loan Trust | |
1,528,156 | 1.11%, 10/25/2066(1)(3) | 1,263,427 |
402,369 | 1.33%, 10/26/2065(1)(3) | 358,941 |
1,842,820 | 1.40%, 10/25/2066(1)(3) | 1,506,065 |
Shares or Principal Amount | | Market Value† |
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 41.2% - (continued) |
| Whole Loan Collateral CMO - 3.0% - (continued) |
$ 77,657 | 1.51%, 04/27/2065(1)(3) | $ 73,607 |
976,924 | 1.73%, 11/26/2066(1)(3) | 826,935 |
1,136,520 | CSMC Trust 3.57%, 07/25/2049(1)(4) | 1,062,940 |
| Ellington Financial Mortgage Trust | |
400,120 | 0.93%, 06/25/2066(1)(3) | 326,461 |
45,811 | 2.74%, 11/25/2059(1)(3) | 43,460 |
| GCAT Trust | |
2,585,840 | 1.26%, 07/25/2066(1)(3) | 2,088,066 |
558,694 | 1.92%, 08/25/2066(1)(3) | 504,441 |
| MFA Trust | |
254,603 | 1.01%, 01/26/2065(1)(3) | 232,040 |
469,857 | 1.03%, 11/25/2064(1)(3) | 404,552 |
| New Residential Mortgage Loan Trust | |
1,275,201 | 1.16%, 11/27/2056(1)(3) | 1,070,427 |
372,227 | 4.00%, 08/27/2057(1)(3) | 352,225 |
30,289 | OBX Trust 6.11%, 06/25/2057, 1 mo. USD Term SOFR + 0.76%(1)(2) | 29,318 |
52,854 | Residential Mortgage Loan Trust 2.38%, 01/26/2060(1)(3) | 50,943 |
1,769,180 | SG Residential Mortgage Trust 1.16%, 07/25/2061(1)(3) | 1,442,800 |
| Starwood Mortgage Residential Trust | |
228,612 | 0.94%, 05/25/2065(1)(3) | 207,858 |
32,101 | 2.28%, 02/25/2050(1)(3) | 30,078 |
| Towd Point Mortgage Trust | |
374,977 | 2.75%, 06/25/2057(1)(3) | 358,259 |
637,501 | 3.75%, 03/25/2058(1)(3) | 624,535 |
96,692 | 6.06%, 02/25/2057, 1 mo. USD Term SOFR + 0.71%(1)(2) | 98,836 |
| Verus Securitization Trust | |
1,040,085 | 1.63%, 10/25/2066(1)(3) | 867,381 |
107,138 | 3.64%, 11/25/2059(1)(4) | 104,011 |
173,563 | 3.69%, 11/25/2059(1)(3) | 168,528 |
| | | 16,162,307 |
| Total Asset & Commercial Mortgage-Backed Securities (cost $227,513,807) | $ 225,011,457 |
CORPORATE BONDS - 29.0% |
| Aerospace/Defense - 0.2% |
900,000 | Litton Industries, Inc. 7.75%, 03/15/2026 | $ 928,891 |
| Agriculture - 0.5% |
1,700,000 | Cargill, Inc. 3.50%, 04/22/2025(1) | 1,675,247 |
1,225,000 | Philip Morris International, Inc. 5.13%, 11/15/2024 | 1,223,445 |
| | | 2,898,692 |
| Auto Manufacturers - 1.5% |
1,400,000 | American Honda Finance Corp. 4.95%, 01/09/2026 | 1,392,406 |
| Daimler Truck Finance North America LLC | |
565,000 | 5.15%, 01/16/2026(1) | 561,928 |
875,000 | 5.60%, 08/08/2025(1) | 875,878 |
1,500,000 | General Motors Financial Co., Inc. 5.98%, 10/15/2024, 3 mo. USD SOFR + 0.62%(2) | 1,500,557 |
| Hyundai Capital America | |
1,650,000 | 5.45%, 06/24/2026(1) | 1,647,303 |
1,000,000 | 6.25%, 11/03/2025(1) | 1,007,452 |
1,225,000 | Mercedes-Benz Finance North America LLC 5.50%, 11/27/2024(1) | 1,223,966 |
| | | 8,209,490 |
The accompanying notes are an integral part of these financial statements.
Hartford Ultrashort Bond HLS Fund
Schedule of Investments – (continued)
June 30, 2024 (Unaudited)
Shares or Principal Amount | | Market Value† |
CORPORATE BONDS - 29.0% - (continued) |
| Beverages - 0.4% |
$ 730,000 | Diageo Capital PLC 5.20%, 10/24/2025 | $ 728,679 |
1,750,000 | JDE Peet's NV 0.80%, 09/24/2024(1) | 1,726,001 |
| | | 2,454,680 |
| Chemicals - 0.6% |
1,700,000 | International Flavors & Fragrances, Inc. 1.23%, 10/01/2025(1) | 1,607,804 |
1,225,000 | Linde, Inc. 4.80%, 12/05/2024 | 1,221,434 |
580,000 | Nutrien Ltd. 5.95%, 11/07/2025 | 583,071 |
| | | 3,412,309 |
| Commercial Banks - 15.0% |
1,600,000 | ABN AMRO Bank NV 6.34%, 09/18/2027, (6.34% fixed rate until 09/18/2026; 1 yr. USD CMT + 1.65% thereafter)(1)(5) | 1,621,061 |
1,750,000 | ANZ New Zealand International Ltd. 5.97%, 02/18/2025, 3 mo. USD SOFR + 0.60%(1)(2)(6) | 1,752,555 |
925,000 | Bank of America Corp. 5.08%, 01/20/2027, (5.08% fixed rate until 01/20/2026; 6 mo. USD SOFR + 1.29% thereafter)(5) | 919,416 |
2,000,000 | Bank of America NA 5.65%, 08/18/2025 | 2,006,126 |
| Bank of New York Mellon | |
430,000 | 5.15%, 05/22/2026, (5.15% fixed rate until 05/22/2025; 6 mo. USD SOFR + 1.07% thereafter)(5) | 429,283 |
1,000,000 | 5.22%, 11/21/2025, (5.22% fixed rate until 11/21/2024; 6 mo. USD SOFR + 0.80% thereafter)(5) | 998,195 |
3,675,000 | Bank of Nova Scotia 5.74%, 07/31/2024, 3 mo. USD SOFR + 0.38%(2) | 3,675,331 |
| Banque Federative du Credit Mutuel SA | |
1,000,000 | 4.52%, 07/13/2025(1) | 989,463 |
1,250,000 | 4.94%, 01/26/2026(1) | 1,239,565 |
875,000 | 5.90%, 07/13/2026(1) | 881,945 |
950,000 | Barclays PLC 7.33%, 11/02/2026, (7.33% fixed rate until 11/02/2025; 1 yr. USD CMT + 3.05% thereafter)(5) | 966,610 |
1,125,000 | BPCE SA 5.20%, 01/18/2027(1) | 1,121,329 |
1,210,000 | Canadian Imperial Bank of Commerce 5.24%, 06/28/2027 | 1,208,340 |
1,400,000 | Citigroup, Inc. 6.05%, 01/25/2026, 3 mo. USD SOFR + 0.69%(2) | 1,401,218 |
750,000 | Citizens Bank NA 6.06%, 10/24/2025, (6.06% fixed rate until 10/24/2024; 6 mo. USD SOFR + 1.45% thereafter)(5) | 749,580 |
1,250,000 | Commonwealth Bank of Australia 5.08%, 01/10/2025 | 1,247,244 |
2,190,000 | Credit Agricole SA 5.59%, 07/05/2026(1) | 2,199,836 |
| Danske Bank AS | |
1,180,000 | 6.26%, 09/22/2026, (6.26% fixed rate until 09/22/2025; 1 yr. USD CMT + 1.18% thereafter)(1)(5) | 1,188,226 |
750,000 | 6.47%, 01/09/2026, (6.47% fixed rate until 01/09/2025; 1 yr. USD CMT + 2.10% thereafter)(1)(5) | 752,006 |
1,880,000 | Fifth Third Bank NA 5.85%, 10/27/2025, (5.85% fixed rate until 10/27/2024; 6 mo. USD SOFR + 1.23% thereafter)(5) | 1,878,356 |
1,675,000 | Goldman Sachs Bank USA 5.41%, 05/21/2027, (5.41% fixed rate until 05/21/2026; 6 mo. USD SOFR + 0.75% thereafter)(5) | 1,672,272 |
| Goldman Sachs Group, Inc. | |
1,250,000 | 5.70%, 11/01/2024 | 1,250,415 |
Shares or Principal Amount | | Market Value† |
CORPORATE BONDS - 29.0% - (continued) |
| Commercial Banks - 15.0% - (continued) |
$ 1,750,000 | 5.80%, 08/10/2026, (5.80% fixed rate until 08/10/2025; 6 mo. USD SOFR + 1.08% thereafter)(5) | $ 1,750,679 |
1,500,000 | 5.87%, 09/10/2024, 3 mo. USD SOFR + 0.50%(2) | 1,500,294 |
1,250,000 | HSBC Holdings PLC 7.34%, 11/03/2026, (7.34% fixed rate until 11/03/2025; 6 mo. USD SOFR + 3.03% thereafter)(5) | 1,276,757 |
1,250,000 | Huntington National Bank 5.70%, 11/18/2025, (5.70% fixed rate until 11/18/2024; 6 mo. USD SOFR + 1.22% thereafter)(5) | 1,248,079 |
850,000 | JP Morgan Chase & Co. 5.55%, 12/15/2025, (5.55% fixed rate until 12/15/2024; 6 mo. USD SOFR + 1.07% thereafter)(5) | 849,117 |
780,000 | Lloyds Banking Group PLC 5.46%, 01/05/2028, (5.46% fixed rate until 01/05/2027; 1 yr. USD CMT + 1.38% thereafter)(5) | 778,434 |
| Macquarie Group Ltd. | |
1,500,000 | 6.07%, 10/14/2025, 3 mo. USD SOFR + 0.71%(1)(2) | 1,500,525 |
1,200,000 | 6.21%, 11/22/2024(1) | 1,201,633 |
| Manufacturers & Traders Trust Co. | |
2,310,000 | 4.65%, 01/27/2026 | 2,266,636 |
1,850,000 | 5.40%, 11/21/2025 | 1,841,336 |
1,225,000 | Morgan Stanley 5.05%, 01/28/2027, (5.05% fixed rate until 01/28/2026; 6 mo. USD SOFR + 1.30% thereafter)(5) | 1,218,069 |
| Morgan Stanley Bank NA | |
1,250,000 | 4.75%, 04/21/2026 | 1,238,744 |
1,500,000 | 5.48%, 07/16/2025 | 1,502,404 |
| National Australia Bank Ltd. | |
1,225,000 | 4.97%, 01/12/2026 | 1,218,956 |
1,400,000 | 5.74%, 01/12/2025, 3 mo. USD SOFR + 0.38%(1)(2) | 1,400,819 |
3,725,000 | National Bank of Canada 5.85%, 08/06/2024, 3 mo. USD SOFR + 0.49%(2) | 3,725,340 |
1,000,000 | National Securities Clearing Corp. 5.15%, 05/30/2025(1) | 997,579 |
1,290,000 | NatWest Markets PLC 5.89%, 08/12/2024, 3 mo. USD SOFR + 0.53%(1)(2) | 1,290,387 |
1,510,000 | PNC Financial Services Group, Inc. 5.67%, 10/28/2025, (5.67% fixed rate until 10/28/2024; 6 mo. USD SOFR + 1.09% thereafter)(5) | 1,508,321 |
| Royal Bank of Canada | |
875,000 | 5.20%, 07/20/2026 | 873,839 |
950,000 | 5.66%, 10/25/2024 | 949,700 |
1,475,000 | 5.69%, 10/07/2024, 3 mo. USD SOFR + 0.34%(2) | 1,475,394 |
| Societe Generale SA | |
1,350,000 | 4.35%, 06/13/2025(1) | 1,334,615 |
925,000 | 6.45%, 01/12/2027, (6.45% fixed rate until 01/12/2026; 1 yr. USD CMT + 2.30% thereafter)(1)(5) | 929,976 |
| Standard Chartered PLC | |
1,225,000 | 6.17%, 01/09/2027, (6.17% fixed rate until 01/09/2026; 1 yr. USD CMT + 2.05% thereafter)(1)(5) | 1,233,124 |
850,000 | 7.78%, 11/16/2025, (7.78% fixed rate until 11/16/2024; 1 yr. USD CMT + 3.10% thereafter)(1)(5) | 855,726 |
1,500,000 | State Street Corp. 5.75%, 11/04/2026, (5.75% fixed rate until 11/04/2025; 6 mo. USD SOFR + 1.35% thereafter)(5) | 1,505,884 |
The accompanying notes are an integral part of these financial statements.
Hartford Ultrashort Bond HLS Fund
Schedule of Investments – (continued)
June 30, 2024 (Unaudited)
Shares or Principal Amount | | Market Value† |
CORPORATE BONDS - 29.0% - (continued) |
| Commercial Banks - 15.0% - (continued) |
$ 2,200,000 | Sumitomo Mitsui Trust Bank Ltd. 5.81%, 09/16/2024, 3 mo. USD SOFR + 0.44%(1)(2) | $ 2,201,100 |
| Toronto-Dominion Bank | |
925,000 | 5.10%, 01/09/2026 | 921,583 |
2,200,000 | 5.72%, 09/10/2024, 3 mo. USD SOFR + 0.35%(2) | 2,200,660 |
1,250,000 | Truist Financial Corp. 5.90%, 10/28/2026, (5.90% fixed rate until 10/28/2025; 6 mo. USD SOFR + 1.63% thereafter)(5) | 1,253,079 |
| UBS AG | |
750,000 | 4.75%, 08/09/2024 | 749,079 |
2,200,000 | 5.81%, 08/09/2024, 3 mo. USD SOFR + 0.45%(1)(2) | 2,200,264 |
1,400,000 | 5.83%, 01/13/2025, 3 mo. USD SOFR + 0.47%(1)(2) | 1,400,915 |
| Wells Fargo Bank NA | |
1,700,000 | 4.81%, 01/15/2026 | 1,689,008 |
1,750,000 | 5.55%, 08/01/2025 | 1,752,331 |
| | | 81,988,758 |
| Diversified Financial Services - 1.0% |
| American Express Co. | |
1,300,000 | 3.95%, 08/01/2025 | 1,278,681 |
1,250,000 | 4.99%, 05/01/2026, (4.99% fixed rate until 05/01/2025; 6 mo. USD SOFR + 1.00% thereafter)(5) | 1,242,754 |
975,000 | Capital One Financial Corp. 4.99%, 07/24/2026, (4.99% fixed rate until 07/24/2025; 6 mo. USD SOFR + 2.16% thereafter)(5) | 966,480 |
1,750,000 | Charles Schwab Corp. 5.88%, 08/24/2026 | 1,770,127 |
| | | 5,258,042 |
| Electric - 2.4% |
1,310,000 | Alliant Energy Finance LLC 5.40%, 06/06/2027(1) | 1,313,589 |
1,250,000 | American Electric Power Co., Inc. 5.70%, 08/15/2025 | 1,250,750 |
1,085,000 | Consumers Securitization Funding LLC 5.55%, 03/01/2028 | 1,084,845 |
1,459,000 | Emera U.S. Finance LP 3.55%, 06/15/2026 | 1,399,120 |
500,000 | FirstEnergy Pennsylvania Electric Co. 5.15%, 03/30/2026(1) | 496,627 |
| NextEra Energy Capital Holdings, Inc. | |
1,500,000 | 4.26%, 09/01/2024 | 1,495,211 |
980,000 | 5.75%, 09/01/2025 | 982,149 |
525,000 | 6.05%, 03/01/2025 | 526,003 |
1,700,000 | Sempra 5.40%, 08/01/2026 | 1,698,289 |
1,750,000 | Southern California Edison Co. 5.35%, 03/01/2026 | 1,746,420 |
1,000,000 | Southern Co. 5.15%, 10/06/2025 | 995,478 |
| | | 12,988,481 |
| Gas - 0.2% |
1,000,000 | Spire, Inc. 5.30%, 03/01/2026 | 997,797 |
| Healthcare - Products - 0.3% |
1,550,000 | GE HealthCare Technologies, Inc. 5.55%, 11/15/2024 | 1,548,274 |
| Healthcare - Services - 0.6% |
1,580,000 | CommonSpirit Health 2.76%, 10/01/2024 | 1,567,266 |
545,000 | Elevance Health, Inc. 5.35%, 10/15/2025 | 544,378 |
1,395,000 | UnitedHealth Group, Inc. 5.15%, 10/15/2025 | 1,392,920 |
| | | 3,504,564 |
Shares or Principal Amount | | Market Value† |
CORPORATE BONDS - 29.0% - (continued) |
| Insurance - 3.2% |
| Athene Global Funding | |
$ 980,000 | 5.68%, 02/23/2026(1) | $ 982,205 |
3,500,000 | 5.93%, 08/19/2024, 3 mo. USD SOFR + 0.56%(1)(2) | 3,501,438 |
705,000 | Corebridge Financial, Inc. 3.50%, 04/04/2025 | 693,239 |
725,000 | Corebridge Global Funding 5.75%, 07/02/2026(1) | 727,562 |
1,540,000 | Equitable Financial Life Global Funding 5.50%, 12/02/2025(1) | 1,538,852 |
| Jackson National Life Global Funding | |
1,225,000 | 5.50%, 01/09/2026(1) | 1,219,530 |
775,000 | 5.55%, 07/02/2027(1) | 772,869 |
1,225,000 | Metropolitan Life Global Funding I 5.00%, 01/06/2026(1) | 1,220,949 |
1,250,000 | Pacific Life Global Funding II 5.50%, 08/28/2026(1) | 1,255,559 |
2,500,000 | Principal Life Global Funding II 5.75%, 08/23/2024, 3 mo. USD SOFR + 0.38%(1)(2) | 2,500,591 |
| Protective Life Global Funding | |
1,375,000 | 3.22%, 03/28/2025(1)(6) | 1,351,496 |
1,525,000 | 5.37%, 01/06/2026(1) | 1,524,002 |
| | | 17,288,292 |
| IT Services - 0.1% |
875,000 | Hewlett Packard Enterprise Co. 5.90%, 10/01/2024 | 874,883 |
| Media - 0.2% |
1,020,000 | Comcast Corp. 5.25%, 11/07/2025 | 1,019,237 |
| Oil & Gas - 0.6% |
1,400,000 | Occidental Petroleum Corp. 5.88%, 09/01/2025 | 1,400,663 |
1,750,000 | Ovintiv, Inc. 5.65%, 05/15/2025 | 1,747,846 |
| | | 3,148,509 |
| Pharmaceuticals - 0.3% |
460,000 | Bayer U.S. Finance LLC 6.13%, 11/21/2026(1) | 464,929 |
1,225,000 | CVS Health Corp. 5.00%, 02/20/2026 | 1,215,572 |
| | | 1,680,501 |
| Pipelines - 1.1% |
245,000 | Columbia Pipelines Holding Co. LLC 6.06%, 08/15/2026(1) | 246,935 |
925,000 | Enterprise Products Operating LLC 5.05%, 01/10/2026 | 922,404 |
1,100,000 | Gray Oak Pipeline LLC 2.60%, 10/15/2025(1) | 1,056,010 |
2,050,000 | ONEOK, Inc. 5.55%, 11/01/2026 | 2,058,301 |
1,700,000 | Williams Cos., Inc. 5.40%, 03/02/2026 | 1,698,296 |
| | | 5,981,946 |
| Retail - 0.1% |
800,000 | AutoZone, Inc. 5.05%, 07/15/2026 | 796,885 |
| Semiconductors - 0.4% |
1,120,000 | Analog Devices, Inc. 5.63%, 10/01/2024, 3 mo. USD SOFR + 0.25%(2) | 1,120,134 |
885,000 | Intel Corp. 4.88%, 02/10/2026 | 879,683 |
| | | 1,999,817 |
| Software - 0.0% |
275,000 | Oracle Corp. 5.80%, 11/10/2025 | 276,271 |
| Telecommunications - 0.1% |
455,000 | NTT Finance Corp. 4.14%, 07/26/2024(1) | 454,523 |
The accompanying notes are an integral part of these financial statements.
Hartford Ultrashort Bond HLS Fund
Schedule of Investments – (continued)
June 30, 2024 (Unaudited)
Shares or Principal Amount | | Market Value† |
CORPORATE BONDS - 29.0% - (continued) |
| Trucking & Leasing - 0.2% |
$ 1,000,000 | Penske Truck Leasing Co. LP/PTL Finance Corp. 5.75%, 05/24/2026(1) | $ 1,002,416 |
| Total Corporate Bonds (cost $158,828,716) | $ 158,713,258 |
U.S. GOVERNMENT AGENCIES - 4.9% |
| Mortgage-Backed Agencies - 4.9% |
| Federal Home Loan Mortgage Corp. - 0.7% |
531,650 | 1.00%, 05/15/2041 | $ 486,016 |
164,485 | 1.75%, 04/15/2027 | 159,998 |
28,811 | 3.00%, 05/15/2043 | 28,483 |
209,356 | 3.50%, 11/15/2025 | 206,258 |
1,416,411 | 3.50%, 05/15/2026 | 1,393,379 |
1,935,173 | 4.00%, 03/15/2037 | 1,899,362 |
| | | 4,173,496 |
| Federal National Mortgage Association - 1.3% |
382,220 | 1.75%, 09/25/2041 | 355,579 |
1,281,901 | 3.00%, 07/25/2043 | 1,273,060 |
564,777 | 3.50%, 08/25/2026 | 555,590 |
666,676 | 3.50%, 11/01/2034 | 653,902 |
772,706 | 3.50%, 11/25/2038 | 754,828 |
821,630 | 4.00%, 09/25/2039 | 808,134 |
1,305,663 | 4.00%, 07/25/2040 | 1,275,944 |
1,350,230 | 4.00%, 06/25/2041 | 1,325,724 |
| | | 7,002,761 |
| Government National Mortgage Association - 2.9% |
2,433,334 | 2.00%, 12/16/2040 | 2,203,491 |
1,717,948 | 2.00%, 06/16/2041 | 1,594,235 |
326,403 | 2.50%, 09/20/2046 | 308,031 |
822,835 | 3.50%, 01/20/2052 | 797,368 |
11,150,997 | 4.50%, 11/20/2043 | 10,925,056 |
| | | 15,828,181 |
| Total U.S. Government Agencies (cost $27,106,361) | | $ 27,004,438 |
U.S. GOVERNMENT SECURITIES - 5.6% |
| U.S. Treasury Securities - 5.6% |
| U.S. Treasury Notes - 5.6% |
10,000,000 | 0.75%, 11/15/2024 | $ 9,830,469 |
11,600,000 | 2.88%, 08/15/2028 | 10,934,360 |
10,000,000 | 4.25%, 10/15/2025 | 9,905,859 |
| Total U.S. Government Securities (cost $30,657,838) | | $ 30,670,688 |
| Total Long-Term Investments (cost $444,106,722) | | $ 441,399,841 |
SHORT-TERM INVESTMENTS - 17.8% |
| Repurchase Agreements - 0.3% |
1,778,821 | Fixed Income Clearing Corp. Repurchase Agreement dated 06/28/2024 at 5.31%, due on 07/01/2024 with a maturity value of $1,779,608; collateralized by U.S. Treasury Note at 1.50%, maturing 08/15/2026, with a market value of $1,814,402 | $ 1,778,821 |
| Securities Lending Collateral - 0.1% |
34,807 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 5.21%(7) | 34,807 |
116,022 | HSBC U.S. Government Money Market Fund, Institutional Class, 5.22%(7) | 116,022 |
Shares or Principal Amount | | Market Value† |
SHORT-TERM INVESTMENTS - 17.8% - (continued) |
| Securities Lending Collateral - 0.1% - (continued) |
34,807 | Invesco Government & Agency Portfolio, Institutional Class, 5.23%(7) | $ 34,807 |
34,807 | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 5.22%(7) | 34,807 |
| | | 220,443 |
| U.S. Treasury Securities - 17.4% |
| U.S. Treasury Bills - 17.4% |
$ 3,000,000 | 5.03%, 03/20/2025(8) | 2,892,082 |
2,000,000 | 5.11%, 08/22/2024(8) | 1,985,267 |
10,000,000 | 5.12%, 07/30/2024(8) | 9,958,071 |
10,000,000 | 5.18%, 08/01/2024(8) | 9,954,792 |
5,000,000 | 5.18%, 09/26/2024(8) | 4,936,864 |
5,825,000 | 5.21%, 04/17/2025(8) | 5,594,679 |
5,000,000 | 5.22%, 08/08/2024(8) | 4,972,292 |
10,000,000 | 5.25%, 08/20/2024(8) | 9,927,222 |
15,000,000 | 5.26%, 08/27/2024(8) | 14,875,550 |
5,000,000 | 5.28%, 11/07/2024(8) | 4,907,371 |
5,550,000 | 5.29%, 09/03/2024(8) | 5,498,298 |
5,000,000 | 5.29%, 09/10/2024(8) | 4,948,476 |
10,000,000 | 5.29%, 10/31/2024(8) | 9,824,794 |
5,000,000 | 5.30%, 11/14/2024(8) | 4,902,628 |
| | | 95,178,386 |
| Total Short-Term Investments (cost $97,180,195) | $ 97,177,650 |
| Total Investments (cost $541,286,917) | 98.5% | $ 538,577,491 |
| Other Assets and Liabilities | 1.5% | 8,362,371 |
| Net Assets | 100.0% | $ 546,939,862 |
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, 2024, the aggregate value of these securities was $214,871,284, representing 39.3% of net assets. |
(2) | Variable rate securities; the rate reported is the coupon rate in effect at June 30, 2024. 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, 2024. Rate will reset at a future date. Base lending rates may be subject to a floor or cap. |
The accompanying notes are an integral part of these financial statements.
Hartford Ultrashort Bond HLS Fund
Schedule of Investments – (continued)
June 30, 2024 (Unaudited)
(6) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(7) | Current yield as of period end. |
(8) | The rate shown represents current yield to maturity. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2024 in valuing the Fund’s investments.
Description | | Total | | Level 1 | | Level 2 | | Level 3(1) |
Assets | | | | | | | | |
Asset & Commercial Mortgage-Backed Securities | | $ 225,011,457 | | $ — | | $ 225,011,457 | | $ — |
Corporate Bonds | | 158,713,258 | | — | | 158,713,258 | | — |
U.S. Government Agencies | | 27,004,438 | | — | | 27,004,438 | | — |
U.S. Government Securities | | 30,670,688 | | — | | 30,670,688 | | — |
Short-Term Investments | | 97,177,650 | | 220,443 | | 96,957,207 | | — |
Total | | $ 538,577,491 | | $ 220,443 | | $ 538,357,048 | | $ — |
(1) | For the six-month period ended June 30, 2024, 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 Schedules of Investments) (Unaudited)
Counterparty Abbreviations: |
DEUT | Deutsche Bank Securities, Inc. |
GSC | Goldman Sachs & Co. |
RBS | RBS Greenwich Capital |
Currency Abbreviations: |
BRL | Brazil Real |
EUR | Euro Member Countries |
USD | United States Dollar |
Index Abbreviations: |
CDX.EM | Credit Derivatives Emerging Markets |
CMT | Constant Maturity Treasury Index |
ICE | Intercontinental Exchange, Inc. |
MTA | Monthly Treasury Average Index |
S&P | Standard & Poor's |
Municipal Abbreviations: |
Auth | Authority |
Dev | Development |
GO | General Obligation |
Rev | Revenue |
Other Abbreviations: |
ADR | American Depositary Receipt |
ARM | Adjustable Rate Mortgage |
ASA | Allmennaksjeselskap |
BAM | Build America Mutual Assurance Co. |
CLO | Collateralized Loan Obligation |
CMO | Collateralized Mortgage Obligation |
CVR | Contingent Value Rights |
ETF | Exchange-Traded Fund |
EURIBOR | Euro Interbank Offered Rate |
KGaA | Kommanditgesellschaft Auf Aktien |
MSCI | Morgan Stanley Capital International |
NPFG | National Public Finance Guarantee Corp. |
Nyrt | New York REIT Inc |
PJSC | Private Joint Stock Company |
PT | Perseroan Terbatas |
REIT | Real Estate Investment Trust |
SOFR | Secured Overnight Financing Rate |
TBA | To Be Announced |
Tbk | Terbuka |
Statements of Assets and Liabilities
June 30, 2024 (Unaudited)
| Hartford Balanced HLS Fund | | Hartford Capital Appreciation HLS Fund | | Hartford Disciplined Equity HLS Fund | | Hartford Dividend and Growth HLS Fund | | Hartford Healthcare HLS Fund | | Hartford International Opportunities HLS Fund |
Assets: | | | | | | | | | | | |
Investments in securities, at market value(1) | $ 1,664,146,459 | | $ 3,630,683,056 | | $ 2,971,638,372 | | $ 3,380,559,084 | | $ 136,712,965 | | $ 853,956,398 |
Repurchase agreements | 3,661,293 | | 22,584,119 | | 1,486,155 | | 16,109,079 | | 428,855 | | 3,716,287 |
Cash | 14,244,446 | | 90,208,330 | | 5,932,845 | | 64,129,771 | | 1,708,601 | | 14,803,120 |
Cash collateral due from broker on futures contracts | — | | 3,764,200 | | — | | — | | — | | — |
Cash collateral held for securities on loan | 28,516 | | — | | — | | 267,090 | | 7,909 | | — |
Foreign currency | 77 | | 1,020,685 | | — | | 1,529,562 | | 40,585 | | 557,002 |
Receivables: | | | | | | | | | | | |
Investment securities sold | 187,194 | | 9,713,112 | | 1,047,160 | | — | | — | | 1,198,343 |
Fund shares sold | 94,111 | | 58,492 | | 431,893 | | 1,009,051 | | 17,141 | | 99,595 |
Dividends and interest | 6,476,333 | | 2,151,541 | | 901,140 | | 4,602,762 | | 91,157 | | 482,750 |
Securities lending income | 384 | | 164 | | 78 | | 16,087 | | 117 | | 47 |
Variation margin on futures contracts | 13,350 | | — | | — | | — | | — | | — |
Tax reclaims | 713,460 | | 215,313 | | 39,619 | | 1,310,195 | | 43,147 | | 1,422,634 |
Other assets | 9,628 | | 15,821 | | 14,594 | | 12,590 | | 7,355 | | 8,547 |
Total assets | 1,689,575,251 | | 3,760,414,833 | | 2,981,491,856 | | 3,469,545,271 | | 139,057,832 | | 876,244,723 |
Liabilities: | | | | | | | | | | | |
Obligation to return securities lending collateral | 570,259 | | — | | — | | 5,341,800 | | 158,175 | | — |
Payables: | | | | | | | | | | | |
Investment securities purchased | 5,350,950 | | 14,490,310 | | 2,151,619 | | — | | 180,758 | | 362,521 |
Fund shares redeemed | 508,594 | | 1,094,785 | | 2,536,931 | | 2,634,999 | | 269,005 | | 394,611 |
Investment management fees | 827,207 | | 1,985,607 | | 1,381,953 | | 1,828,665 | | 96,568 | | 517,326 |
Transfer agent fees | 1,442 | | 2,255 | | 2,273 | | 1,682 | | 1,595 | | 1,985 |
Accounting services fees | 23,005 | | 44,448 | | 32,034 | | 41,147 | | 1,948 | | 11,725 |
Chief Compliance Officer fees | 1,860 | | 4,023 | | 3,170 | | 3,808 | | 158 | | 951 |
Board of Directors' fees | 8,849 | | 17,878 | | 13,063 | | 16,909 | | 694 | | 4,483 |
Variation margin on futures contracts | — | | 390,786 | | — | | — | | — | | — |
Foreign taxes | — | | — | | — | | — | | — | | 1,172,526 |
Distribution fees | 6,609 | | 13,779 | | 12,867 | | 13,072 | | 1,003 | | 2,782 |
Accrued expenses | 53,133 | | 84,870 | | 98,035 | | 60,006 | | 22,593 | | 68,761 |
Total liabilities | 7,351,908 | | 18,128,741 | | 6,231,945 | | 9,942,088 | | 732,497 | | 2,537,671 |
Net assets | $ 1,682,223,343 | | $ 3,742,286,092 | | $ 2,975,259,911 | | $ 3,459,603,183 | | $ 138,325,335 | | $ 873,707,052 |
Summary of Net Assets: | | | | | | | | | | | |
Capital stock and paid-in-capital | $ 1,092,708,512 | | $ 2,383,400,863 | | $ 1,429,132,898 | | $ 1,655,847,284 | | $ 92,292,039 | | $ 696,191,450 |
Distributable earnings (loss) | 589,514,831 | | 1,358,885,229 | | 1,546,127,013 | | 1,803,755,899 | | 46,033,296 | | 177,515,602 |
Net assets | $ 1,682,223,343 | | $ 3,742,286,092 | | $ 2,975,259,911 | | $ 3,459,603,183 | | $ 138,325,335 | | $ 873,707,052 |
Shares authorized | 9,500,000,000 | | 5,450,000,000 | | 3,610,000,000 | | 4,000,000,000 | | 800,000,000 | | 2,625,000,000 |
Par value | $ 0.0010 | | $ 0.0010 | | $ 0.0010 | | $ 0.0010 | | $ 0.0010 | | $ 0.0010 |
Class IA: Net asset value per share | $ 30.57 | | $ 51.75 | | $ 22.05 | | $ 24.57 | | $ 17.62 | | $ 16.41 |
Shares outstanding | 48,698,614 | | 64,568,289 | | 117,980,131 | | 125,256,506 | | 6,197,103 | | 48,272,138 |
Net Assets | $ 1,488,701,865 | | $ 3,341,454,992 | | $ 2,601,039,282 | | $ 3,077,944,308 | | $ 109,171,917 | | $ 792,347,585 |
Class IB: Net asset value per share | $ 31.27 | | $ 50.36 | | $ 21.63 | | $ 24.31 | | $ 15.47 | | $ 16.73 |
Shares outstanding | 6,187,793 | | 7,642,518 | | 14,124,936 | | 15,696,799 | | 1,884,869 | | 4,861,833 |
Net Assets | $ 193,521,478 | | $ 384,880,405 | | $ 305,484,867 | | $ 381,658,875 | | $ 29,153,418 | | $ 81,359,467 |
Class IC: Net asset value per share | $ — | | $ 50.65 | | $ 22.00 | | $ — | | $ — | | $ — |
Shares outstanding | — | | 314,930 | | 3,124,921 | | — | | — | | — |
Net Assets | $ — | | $ 15,950,695 | | $ 68,735,762 | | $ — | | $ — | | $ — |
Cost of investments | $ 1,264,679,957 | | $ 2,575,392,270 | | $ 1,644,058,196 | | $ 2,101,515,013 | | $ 91,769,744 | | $ 669,239,212 |
Cost of foreign currency | $ 75 | | $ 1,034,947 | | $ — | | $ 1,536,119 | | $ 44,918 | | $ 556,976 |
(1) Includes Investment in securities on loan, at market value | $ 550,506 | | $ — | | $ — | | $ 5,257,989 | | $ 150,960 | | $ — |
The accompanying notes are an integral part of these financial statements.
Statements of Assets and Liabilities – (continued)
June 30, 2024 (Unaudited)
| Hartford MidCap HLS Fund | | Hartford Small Cap Growth HLS Fund | | Hartford Small Company HLS Fund | | Hartford Stock HLS Fund | | Hartford Total Return Bond HLS Fund | | Hartford Ultrashort Bond HLS Fund |
Assets: | | | | | | | | | | | |
Investments in securities, at market value(1) | $ 952,788,332 | | $ 746,707,119 | | $ 418,434,198 | | $ 1,293,701,663 | | $ 1,955,718,809 | | $ 536,798,670 |
Repurchase agreements | 230,752 | | 2,838,525 | | 700,109 | | 4,528,849 | | 4,229,679 | | 1,778,821 |
Cash | 894,417 | | 11,284,108 | | 2,790,508 | | 18,012,076 | | 21,829,898 | | 7,083,950 |
Cash collateral held for securities on loan | 469,385 | | 181,837 | | 78,856 | | — | | 171,811 | | 11,602 |
Foreign currency | — | | — | | — | | 135,353 | | 567,371 | | — |
Unrealized appreciation on foreign currency contracts | — | | — | | — | | — | | 270,695 | | — |
Receivables: | | | | | | | | | | | |
Investment securities sold | — | | — | | 4,436,722 | | 3,976,250 | | 132,235,183 | | — |
Fund shares sold | 323,601 | | 67,270 | | 35,617 | | 18,046 | | 321,466 | | 57,933 |
Dividends and interest | 170,851 | | 175,534 | | 175,903 | | 1,430,521 | | 14,411,378 | | 3,139,243 |
Securities lending income | 3,983 | | 4,952 | | 2,081 | | — | | 2,975 | | 855 |
Variation margin on centrally cleared swap contracts | — | | — | | — | | — | | 428,021 | | — |
Other assets | 8,923 | | 16,215 | | 7,834 | | 9,077 | | 10,907 | | 8,133 |
Total assets | 954,890,244 | | 761,275,560 | | 426,661,828 | | 1,321,811,835 | | 2,130,198,193 | | 548,879,207 |
Liabilities: | | | | | | | | | | | |
Unrealized depreciation on foreign currency contracts | — | | — | | — | | — | | 25,112 | | — |
Obligation to return securities lending collateral | 9,387,697 | | 3,636,745 | | 1,577,123 | | — | | 3,436,224 | | 232,045 |
Cash collateral due to broker on swap contracts | — | | — | | — | | — | | 100,000 | | — |
Cash collateral due to broker on TBA sale commitments | — | | — | | — | | — | | 1,010,000 | | — |
TBA sale commitments, at market value | — | | — | | — | | — | | 93,488,539 | | — |
Payables: | | | | | | | | | | | |
Investment securities purchased | — | | — | | 1,255,974 | | 6,325,922 | | 273,904,671 | | 774,109 |
Fund shares redeemed | 22,672,315 | | 894,475 | | 783,222 | | 598,296 | | 1,454,284 | | 694,840 |
Investment management fees | 560,407 | | 378,507 | | 262,717 | | 526,465 | | 685,446 | | 179,983 |
Transfer agent fees | 1,947 | | 1,888 | | 1,505 | | 1,435 | | 1,573 | | 1,447 |
Accounting services fees | 17,233 | | 10,976 | | 6,854 | | 17,608 | | 24,688 | | 9,352 |
Chief Compliance Officer fees | 1,231 | | 858 | | 481 | | 1,503 | | 1,885 | | 611 |
Board of Directors' fees | 6,132 | | 3,613 | | 2,034 | | 6,903 | | 9,453 | | 3,136 |
Variation margin on futures contracts | — | | — | | — | | — | | 367,172 | | — |
Distribution fees | 2,842 | | 6,669 | | 1,316 | | 3,701 | | 5,479 | | 2,438 |
Accrued expenses | 40,760 | | 2,517 | | 31,502 | | 43,539 | | 43,605 | | 41,384 |
Total liabilities | 32,690,564 | | 4,936,248 | | 3,922,728 | | 7,525,372 | | 374,558,131 | | 1,939,345 |
Net assets | $ 922,199,680 | | $ 756,339,312 | | $ 422,739,100 | | $ 1,314,286,463 | | $ 1,755,640,062 | | $ 546,939,862 |
Summary of Net Assets: | | | | | | | | | | | |
Capital stock and paid-in-capital | $ 627,724,251 | | $ 582,866,889 | | $ 433,050,285 | | $ 592,496,518 | | $ 2,022,284,543 | | $ 526,051,951 |
Distributable earnings (loss) | 294,475,429 | | 173,472,423 | | (10,311,185) | | 721,789,945 | | (266,644,481) | | 20,887,911 |
Net assets | $ 922,199,680 | | $ 756,339,312 | | $ 422,739,100 | | $ 1,314,286,463 | | $ 1,755,640,062 | | $ 546,939,862 |
Shares authorized | 2,400,000,000 | | 700,000,000 | | 1,500,000,000 | | 4,000,000,000 | | 5,000,000,000 | | 14,000,000,000 |
Par value | $ 0.0010 | | $ 0.0010 | | $ 0.0010 | | $ 0.0010 | | $ 0.0010 | | $ 0.0010 |
Class IA: Net asset value per share | $ 27.58 | | $ 27.32 | | $ 16.53 | | $ 100.79 | | $ 9.62 | | $ 10.59 |
Shares outstanding | 30,415,266 | | 20,543,492 | | 23,233,000 | | 11,975,351 | | 165,869,332 | | 44,919,220 |
Net Assets | $ 838,979,023 | | $ 561,146,915 | | $ 384,108,069 | | $ 1,206,989,226 | | $ 1,595,798,869 | | $ 475,607,752 |
Class IB: Net asset value per share | $ 25.82 | | $ 25.50 | | $ 13.65 | | $ 100.58 | | $ 9.56 | | $ 10.56 |
Shares outstanding | 3,222,809 | | 7,654,950 | | 2,830,654 | | 1,066,809 | | 16,719,026 | | 6,751,877 |
Net Assets | $ 83,220,657 | | $ 195,192,397 | | $ 38,631,031 | | $ 107,297,237 | | $ 159,841,193 | | $ 71,332,110 |
Cost of investments | $ 727,533,022 | | $ 572,306,638 | | $ 345,753,283 | | $ 704,347,363 | | $ 2,133,531,858 | | $ 541,286,917 |
Cost of foreign currency | $ — | | $ — | | $ — | | $ 135,214 | | $ 569,137 | | $ — |
Proceeds of TBA sale commitments | $ — | | $ — | | $ — | | $ — | | $ 93,143,949 | | $ — |
(1) Includes Investment in securities on loan, at market value | $ 9,246,763 | | $ 3,501,845 | | $ 1,543,151 | | $ — | | $ 3,328,079 | | $ 226,497 |
The accompanying notes are an integral part of these financial statements.
Statements of Operations
For the Six-Month Period Ended June 30, 2024 (Unaudited)
| Hartford Balanced HLS Fund | | Hartford Capital Appreciation HLS Fund | | Hartford Disciplined Equity HLS Fund | | Hartford Dividend and Growth HLS Fund | | Hartford Healthcare HLS Fund | | Hartford International Opportunities HLS Fund |
Investment Income: | | | | | | | | | | | |
Dividends | $ 10,221,774 | | $ 26,144,937 | | $ 16,529,503 | | $ 44,069,450 | | $ 647,266 | | $ 14,681,737 |
Interest | 12,946,114 | | 2,162,225 | | 275,892 | | 1,576,816 | | 49,126 | | 319,851 |
Securities lending — net | 2,153 | | 52,142 | | 4,047 | | 84,353 | | 1,240 | | 29,891 |
Foreign withholding tax reclaims | — | | — | | — | | 1,421,421 | | — | | — |
Less: Foreign tax withheld | (327,934) | | (397,004) | | — | | (640,542) | | (12,239) | | (1,489,438) |
Total investment income, net | 22,842,107 | | 27,962,300 | | 16,809,442 | | 46,511,498 | | 685,393 | | 13,542,041 |
Expenses: | | | | | | | | | | | |
Investment management fees | 5,298,023 | | 11,794,807 | | 8,120,231 | | 11,040,564 | | 588,399 | | 3,105,201 |
Administrative services fees | | | | | | | | | | | |
Class IC | — | | 19,055 | | 83,183 | | — | | — | | — |
Transfer agent fees | | | | | | | | | | | |
Class IA | 2,528 | | 3,978 | | 3,995 | | 2,992 | | 2,364 | | 3,390 |
Class IB | 333 | | 459 | | 473 | | 364 | | 635 | | 349 |
Class IC | — | | 19 | | 106 | | — | | — | | — |
Distribution fees | | | | | | | | | | | |
Class IB | 243,878 | | 469,568 | | 369,587 | | 474,279 | | 36,647 | | 100,803 |
Class IC | — | | 19,055 | | 83,183 | | — | | — | | — |
Custodian fees | 4,627 | | 8,525 | | 5,090 | | 9,948 | | 3,813 | | 21,703 |
Registration and filing fees | 6,277 | | 9,122 | | 9,123 | | 6,306 | | 6,277 | | 6,422 |
Accounting services fees | 131,177 | | 267,685 | | 209,048 | | 256,049 | | 13,555 | | 70,749 |
Board of Directors' fees | 20,797 | | 43,978 | | 33,557 | | 42,026 | | 1,681 | | 10,585 |
Chief Compliance Officer fees | 1,860 | | 4,023 | | 3,170 | | 3,808 | | 158 | | 951 |
Audit and tax fees | 20,490 | | 18,213 | | 15,616 | | 25,425 | | 13,538 | | 20,121 |
Other expenses | 61,002 | | 99,106 | | 49,619 | | 93,052 | | 9,579 | | 46,909 |
Total expenses (before waivers, reimbursements and fees paid indirectly) | 5,790,992 | | 12,757,593 | | 8,985,981 | | 11,954,813 | | 676,646 | | 3,387,183 |
Management fee waivers | (251,770) | | — | | — | | — | | — | | — |
Commission recapture | (2,798) | | (14,706) | | (9,193) | | (17,604) | | (741) | | (823) |
Total waivers, reimbursements and fees paid indirectly | (254,568) | | (14,706) | | (9,193) | | (17,604) | | (741) | | (823) |
Total expenses | 5,536,424 | | 12,742,887 | | 8,976,788 | | 11,937,209 | | 675,905 | | 3,386,360 |
Net Investment Income (Loss) | 17,305,683 | | 15,219,413 | | 7,832,654 | | 34,574,289 | | 9,488 | | 10,155,681 |
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions on: | | | | | | | | | | | |
Investments | 76,430,104 | | 251,340,672 | | 115,814,517 | | 291,905,578 | | 1,073,094 | | 31,368,645 |
Less: Foreign taxes paid on realized capital gains | — | | — | | — | | — | | — | | (149,134) |
Futures contracts | 230,307 | | 8,555,258 | | — | | — | | — | | — |
Other foreign currency transactions | 712 | | (25,529) | | (2,315) | | (8,426) | | (2,378) | | (228,534) |
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | 76,661,123 | | 259,870,401 | | 115,812,202 | | 291,897,152 | | 1,070,716 | | 30,990,977 |
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions of: | | | | | | | | | | | |
Investments* | 9,239,716 | | 153,421,562 | | 323,789,973 | | (36,892,049) | | 8,767,682 | | 29,429,216 |
Futures contracts | (190,987) | | (1,626,800) | | — | | — | | — | | — |
Translation of other assets and liabilities in foreign currencies | (73,974) | | (15,121) | | (656) | | (6,809) | | (8,407) | | (47,710) |
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions | 8,974,755 | | 151,779,641 | | 323,789,317 | | (36,898,858) | | 8,759,275 | | 29,381,506 |
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | 85,635,878 | | 411,650,042 | | 439,601,519 | | 254,998,294 | | 9,829,991 | | 60,372,483 |
Net Increase (Decrease) in Net Assets Resulting from Operations | $ 102,941,561 | | $ 426,869,455 | | $ 447,434,173 | | $ 289,572,583 | | $ 9,839,479 | | $ 70,528,164 |
* Includes change in unrealized appreciation (depreciation) on deferred capital gains tax | $ — | | $ — | | $ — | | $ — | | $ — | | $ (234,056) |
The accompanying notes are an integral part of these financial statements.
Statements of Operations – (continued)
For the Six-Month Period Ended June 30, 2024 (Unaudited)
| Hartford MidCap HLS Fund | | Hartford Small Cap Growth HLS Fund | | Hartford Small Company HLS Fund | | Hartford Stock HLS Fund | | Hartford Total Return Bond HLS Fund | | Hartford Ultrashort Bond HLS Fund |
Investment Income: | | | | | | | | | | | |
Dividends | $ 2,321,871 | | $ 1,761,946 | | $ 1,313,091 | | $ 12,583,550 | | $ 74,841 | | $ — |
Interest | 25,531 | | 147,685 | | 106,772 | | 662,556 | | 40,775,840 | | 14,314,794 |
Securities lending — net | 9,651 | | 34,940 | | 9,965 | | — | | 10,633 | | 6,582 |
Less: Foreign tax withheld | (7,784) | | — | | — | | (48,671) | | (43,643) | | — |
Total investment income, net | 2,349,269 | | 1,944,571 | | 1,429,828 | | 13,197,435 | | 40,817,671 | | 14,321,376 |
Expenses: | | | | | | | | | | | |
Investment management fees | 3,743,092 | | 2,312,663 | | 1,599,677 | | 3,222,725 | | 4,128,299 | | 1,105,871 |
Transfer agent fees | | | | | | | | | | | |
Class IA | 3,364 | | 2,655 | | 2,684 | | 2,607 | | 2,819 | | 2,516 |
Class IB | 305 | | 908 | | 271 | | 233 | | 287 | | 383 |
Distribution fees | | | | | | | | | | | |
Class IB | 109,660 | | 240,273 | | 48,687 | | 137,033 | | 200,472 | | 91,349 |
Custodian fees | 3,695 | | 2,572 | | 7,995 | | 3,172 | | 12,606 | | 2,301 |
Registration and filing fees | 6,361 | | 11,638 | | 6,525 | | 6,277 | | 7,842 | | 6,326 |
Accounting services fees | 88,216 | | 63,188 | | 39,288 | | 104,650 | | 137,670 | | 50,805 |
Board of Directors' fees | 14,028 | | 9,242 | | 5,204 | | 16,428 | | 21,629 | | 6,886 |
Chief Compliance Officer fees | 1,231 | | 858 | | 481 | | 1,503 | | 1,885 | | 611 |
Audit and tax fees | 14,787 | | 14,927 | | 16,387 | | 14,787 | | 22,948 | | 20,892 |
Other expenses | 39,785 | | 31,125 | | 23,266 | | 51,613 | | 68,090 | | 33,639 |
Total expenses (before waivers, reimbursements and fees paid indirectly) | 4,024,524 | | 2,690,049 | | 1,750,465 | | 3,561,028 | | 4,604,547 | | 1,321,579 |
Commission recapture | (2,994) | | (9,922) | | (2,339) | | (748) | | — | | — |
Total waivers, reimbursements and fees paid indirectly | (2,994) | | (9,922) | | (2,339) | | (748) | | — | | — |
Total expenses | 4,021,530 | | 2,680,127 | | 1,748,126 | | 3,560,280 | | 4,604,547 | | 1,321,579 |
Net Investment Income (Loss) | (1,672,261) | | (735,556) | | (318,298) | | 9,637,155 | | 36,213,124 | | 12,999,797 |
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions on: | | | | | | | | | | | |
Investments | 78,559,838 | | 35,148,188 | | 13,859,384 | | 80,697,951 | | (14,627,010) | | 31,023 |
Purchased options contracts | — | | — | | — | | — | | 8,795 | | — |
Futures contracts | — | | — | | — | | — | | 4,553,466 | | — |
Swap contracts | — | | — | | — | | — | | 127,641 | | — |
Foreign currency contracts | — | | — | | — | | — | | 1,561,494 | | — |
Other foreign currency transactions | — | | — | | — | | (7,477) | | (29,824) | | — |
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | 78,559,838 | | 35,148,188 | | 13,859,384 | | 80,690,474 | | (8,405,438) | | 31,023 |
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions of: | | | | | | | | | | | |
Investments | (64,994,977) | | 10,719,474 | | 4,742,460 | | (34,294,364) | | (23,205,035) | | 260,992 |
Futures contracts | — | | — | | — | | — | | 1,570,978 | | — |
Swap contracts | — | | — | | — | | — | | 2,778,173 | | — |
Foreign currency contracts | — | | — | | — | | — | | 657,635 | | — |
Translation of other assets and liabilities in foreign currencies | — | | — | | — | | 92 | | (140,793) | | — |
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions | (64,994,977) | | 10,719,474 | | 4,742,460 | | (34,294,272) | | (18,339,042) | | 260,992 |
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | 13,564,861 | | 45,867,662 | | 18,601,844 | | 46,396,202 | | (26,744,480) | | 292,015 |
Net Increase (Decrease) in Net Assets Resulting from Operations | $ 11,892,600 | | $ 45,132,106 | | $ 18,283,546 | | $ 56,033,357 | | $ 9,468,644 | | $ 13,291,812 |
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 |
| For the Six-Month Period Ended June 30, 2024 (Unaudited) | | For the Year Ended December 31, 2023 | | For the Six-Month Period Ended June 30, 2024 (Unaudited) | | For the Year Ended December 31, 2023 |
Operations: | | | | | | | |
Net investment income (loss) | $ 17,305,683 | | $ 32,490,230 | | $ 15,219,413 | | $ 30,305,825 |
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | 76,661,123 | | 96,700,040 | | 259,870,401 | | 61,193,324 |
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | 8,974,755 | | 102,291,533 | | 151,779,641 | | 542,773,063 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 102,941,561 | | 231,481,803 | | 426,869,455 | | 634,272,212 |
Distributions to Shareholders: | | | | | | | |
Class IA | — | | (69,414,974) | | — | | (78,837,685) |
Class IB | — | | (8,456,331) | | — | | (8,520,079) |
Class IC | — | | — | | — | | (296,738) |
Total distributions | — | | (77,871,305) | | — | | (87,654,502) |
Capital Share Transactions: | | | | | | | |
Sold | 6,691,222 | | 10,003,506 | | 9,407,857 | | 23,301,060 |
Issued on reinvestment of distributions | — | | 77,871,305 | | — | | 87,654,502 |
Redeemed | (127,995,640) | | (240,296,963) | | (273,572,490) | | (486,206,250) |
Net increase (decrease) from capital share transactions | (121,304,418) | | (152,422,152) | | (264,164,633) | | (375,250,688) |
Net Increase (Decrease) in Net Assets | (18,362,857) | | 1,188,346 | | 162,704,822 | | 171,367,022 |
Net Assets: | | | | | | | |
Beginning of period | 1,700,586,200 | | 1,699,397,854 | | 3,579,581,270 | | 3,408,214,248 |
End of period | $ 1,682,223,343 | | $ 1,700,586,200 | | $ 3,742,286,092 | | $ 3,579,581,270 |
The accompanying notes are an integral part of these financial statements.
Statements of Changes in Net Assets – (continued)
| Hartford Disciplined Equity HLS Fund | | Hartford Dividend and Growth HLS Fund |
| For the Six-Month Period Ended June 30, 2024 (Unaudited) | | For the Year Ended December 31, 2023 | | For the Six-Month Period Ended June 30, 2024 (Unaudited) | | For the Year Ended December 31, 2023 |
Operations: | | | | | | | |
Net investment income (loss) | $ 7,832,654 | | $ 22,599,053 | | $ 34,574,289 | | $ 56,392,731 |
Net realized gain (loss) on investments and foreign currency transactions | 115,812,202 | | 98,058,840 | | 291,897,152 | | 182,449,212 |
Net changes in unrealized appreciation (depreciation) of investments and foreign currency transactions | 323,789,317 | | 382,164,484 | | (36,898,858) | | 204,889,150 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 447,434,173 | | 502,822,377 | | 289,572,583 | | 443,731,093 |
Distributions to Shareholders: | | | | | | | |
Class IA | — | | (33,301,220) | | — | | (304,312,836) |
Class IB | — | | (3,393,798) | | — | | (37,252,934) |
Class IC | — | | (593,693) | | — | | — |
Total distributions | — | | (37,288,711) | | — | | (341,565,770) |
Capital Share Transactions: | | | | | | | |
Sold | 14,010,502 | | 28,670,757 | | 56,249,971 | | 112,252,518 |
Issued on reinvestment of distributions | — | | 37,288,711 | | — | | 341,565,770 |
Redeemed | (205,806,623) | | (343,402,110) | | (349,864,727) | | (457,436,112) |
Net increase (decrease) from capital share transactions | (191,796,121) | | (277,442,642) | | (293,614,756) | | (3,617,824) |
Net Increase (Decrease) in Net Assets | 255,638,052 | | 188,091,024 | | (4,042,173) | | 98,547,499 |
Net Assets: | | | | | | | |
Beginning of period | 2,719,621,859 | | 2,531,530,835 | | 3,463,645,356 | | 3,365,097,857 |
End of period | $ 2,975,259,911 | | $ 2,719,621,859 | | $ 3,459,603,183 | | $ 3,463,645,356 |
The accompanying notes are an integral part of these financial statements.
Statements of Changes in Net Assets – (continued)
| Hartford Healthcare HLS Fund | | Hartford International Opportunities HLS Fund |
| For the Six-Month Period Ended June 30, 2024 (Unaudited) | | For the Year Ended December 31, 2023 | | For the Six-Month Period Ended June 30, 2024 (Unaudited) | | For the Year Ended December 31, 2023 |
Operations: | | | | | | | |
Net investment income (loss) | $ 9,488 | | $ 102,484 | | $ 10,155,681 | | $ 13,178,102 |
Net realized gain (loss) on investments and foreign currency transactions | 1,070,716 | | 754,361 | | 30,990,977 | | (10,956,643) |
Net changes in unrealized appreciation (depreciation) of investments and foreign currency transactions | 8,759,275 | | 4,327,804 | | 29,381,506 | | 93,834,087 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 9,839,479 | | 5,184,649 | | 70,528,164 | | 96,055,546 |
Distributions to Shareholders: | | | | | | | |
Class IA | — | | (1,980,484) | | — | | (9,247,593) |
Class IB | — | | (532,405) | | — | | (713,800) |
Total distributions | — | | (2,512,889) | | — | | (9,961,393) |
Capital Share Transactions: | | | | | | | |
Sold | 2,987,364 | | 7,780,186 | | 18,574,412 | | 44,323,068 |
Issued on reinvestment of distributions | — | | 2,512,889 | | — | | 9,961,393 |
Redeemed | (13,077,064) | | (27,456,846) | | (87,719,456) | | (139,444,400) |
Net increase (decrease) from capital share transactions | (10,089,700) | | (17,163,771) | | (69,145,044) | | (85,159,939) |
Net Increase (Decrease) in Net Assets | (250,221) | | (14,492,011) | | 1,383,120 | | 934,214 |
Net Assets: | | | | | | | |
Beginning of period | 138,575,556 | | 153,067,567 | | 872,323,932 | | 871,389,718 |
End of period | $ 138,325,335 | | $ 138,575,556 | | $ 873,707,052 | | $ 872,323,932 |
The accompanying notes are an integral part of these financial statements.
Statements of Changes in Net Assets – (continued)
| Hartford MidCap HLS Fund | | Hartford Small Cap Growth HLS Fund |
| For the Six-Month Period Ended June 30, 2024 (Unaudited) | | For the Year Ended December 31, 2023 | | For the Six-Month Period Ended June 30, 2024 (Unaudited) | | For the Year Ended December 31, 2023 |
Operations: | | | | | | | |
Net investment income (loss) | $ (1,672,261) | | $ (1,335,046) | | $ (735,556) | | $ 165,963 |
Net realized gain (loss) on investments | 78,559,838 | | 38,354,045 | | 35,148,188 | | 65,187,923 |
Net changes in unrealized appreciation (depreciation) of investments | (64,994,977) | | 121,099,139 | | 10,719,474 | | 56,908,462 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 11,892,600 | | 158,118,138 | | 45,132,106 | | 122,262,348 |
Distributions to Shareholders: | | | | | | | |
Class IA | — | | (75,946,142) | | — | | — |
Class IB | — | | (6,787,836) | | — | | — |
Total distributions | — | | (82,733,978) | | — | | — |
Capital Share Transactions: | | | | | | | |
Sold | 13,666,620 | | 60,088,138 | | 27,596,788 | | 63,486,537 |
Issued on reinvestment of distributions | — | | 82,733,978 | | — | | — |
Redeemed | (204,515,530) | | (257,158,457) | | (78,871,326) | | (116,208,760) |
Net increase (decrease) from capital share transactions | (190,848,910) | | (114,336,341) | | (51,274,538) | | (52,722,223) |
Net Increase (Decrease) in Net Assets | (178,956,310) | | (38,952,181) | | (6,142,432) | | 69,540,125 |
Net Assets: | | | | | | | |
Beginning of period | 1,101,155,990 | | 1,140,108,171 | | 762,481,744 | | 692,941,619 |
End of period | $ 922,199,680 | | $ 1,101,155,990 | | $ 756,339,312 | | $ 762,481,744 |
The accompanying notes are an integral part of these financial statements.
Statements of Changes in Net Assets – (continued)
| Hartford Small Company HLS Fund | | Hartford Stock HLS Fund |
| For the Six-Month Period Ended June 30, 2024 (Unaudited) | | For the Year Ended December 31, 2023 | | For the Six-Month Period Ended June 30, 2024 (Unaudited) | | For the Year Ended December 31, 2023 |
Operations: | | | | | | | |
Net investment income (loss) | $ (318,298) | | $ (45,269) | | $ 9,637,155 | | $ 20,172,242 |
Net realized gain (loss) on investments and foreign currency transactions | 13,859,384 | | (425,762) | | 80,690,474 | | 38,166,295 |
Net changes in unrealized appreciation (depreciation) of investments and foreign currency transactions | 4,742,460 | | 65,100,374 | | (34,294,272) | | 39,506,263 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 18,283,546 | | 64,629,343 | | 56,033,357 | | 97,844,800 |
Distributions to Shareholders: | | | | | | | |
Class IA | — | | — | | — | | (75,334,720) |
Class IB | — | | — | | — | | (6,552,438) |
Total distributions | — | | — | | — | | (81,887,158) |
Capital Share Transactions: | | | | | | | |
Sold | 7,082,443 | | 16,462,850 | | 2,258,349 | | 8,876,972 |
Issued on reinvestment of distributions | — | | — | | — | | 81,887,158 |
Redeemed | (34,798,048) | | (66,515,923) | | (83,618,104) | | (171,396,875) |
Net increase (decrease) from capital share transactions | (27,715,605) | | (50,053,073) | | (81,359,755) | | (80,632,745) |
Net Increase (Decrease) in Net Assets | (9,432,059) | | 14,576,270 | | (25,326,398) | | (64,675,103) |
Net Assets: | | | | | | | |
Beginning of period | 432,171,159 | | 417,594,889 | | 1,339,612,861 | | 1,404,287,964 |
End of period | $ 422,739,100 | | $ 432,171,159 | | $ 1,314,286,463 | | $ 1,339,612,861 |
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 |
| For the Six-Month Period Ended June 30, 2024 (Unaudited) | | For the Year Ended December 31, 2023 | | For the Six-Month Period Ended June 30, 2024 (Unaudited) | | For the Year Ended December 31, 2023 |
Operations: | | | | | | | |
Net investment income (loss) | $ 36,213,124 | | $ 66,016,351 | | $ 12,999,797 | | $ 23,027,232 |
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | (8,405,438) | | (45,739,799) | | 31,023 | | (343,867) |
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | (18,339,042) | | 96,537,075 | | 260,992 | | 6,491,205 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 9,468,644 | | 116,813,627 | | 13,291,812 | | 29,174,570 |
Distributions to Shareholders: | | | | | | | |
Class IA | — | | (55,199,293) | | — | | (6,533,801) |
Class IB | — | | (5,333,502) | | — | | (786,067) |
Total distributions | — | | (60,532,795) | | — | | (7,319,868) |
Capital Share Transactions: | | | | | | | |
Sold | 91,161,439 | | 147,641,434 | | 19,608,403 | | 35,193,599 |
Issued on reinvestment of distributions | — | | 60,532,795 | | — | | 7,319,868 |
Redeemed | (132,602,019) | | (244,649,710) | | (47,744,170) | | (115,577,370) |
Net increase (decrease) from capital share transactions | (41,440,580) | | (36,475,481) | | (28,135,767) | | (73,063,903) |
Net Increase (Decrease) in Net Assets | (31,971,936) | | 19,805,351 | | (14,843,955) | | (51,209,201) |
Net Assets: | | | | | | | |
Beginning of period | 1,787,611,998 | | 1,767,806,647 | | 561,783,817 | | 612,993,018 |
End of period | $ 1,755,640,062 | | $ 1,787,611,998 | | $ 546,939,862 | | $ 561,783,817 |
The accompanying notes are an integral part of these financial statements.
| | — 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, 2024 (Unaudited) |
IA | | $ 28.76 | | $ 0.31 | | $ 1.50 | | $ 1.81 | | $ — | | $ — | | $ — | | $ 30.57 | | 6.29%(4) | | $ 1,488,702 | | 0.66%(5) | | 0.63%(5) | | 2.09%(5) | | 27%(6) |
IB | | 29.46 | | 0.28 | | 1.53 | | 1.81 | | — | | — | | — | | 31.27 | | 6.14(4) | | 193,521 | | 0.91(5) | | 0.88(5) | | 1.84(5) | | 27(6) |
For the Year Ended December 31, 2023 |
IA | | $26.27 | | $ 0.54 | | $ 3.28 | | $ 3.82 | | $ (0.53) | | $ (0.80) | | $ (1.33) | | $ 28.76 | | 14.78% | | $ 1,502,119 | | 0.66% | | 0.63% | | 1.96% | | 57%(6) |
IB | | 26.88 | | 0.48 | | 3.35 | | 3.83 | | (0.45) | | (0.80) | | (1.25) | | 29.46 | | 14.50 | | 198,467 | | 0.91 | | 0.88 | | 1.71 | | 57(6) |
For the Year Ended December 31, 2022 |
IA | | $35.47 | | $ 0.44 | | $ (5.08) | | $ (4.64) | | $ (0.53) | | $ (4.03) | | $ (4.56) | | $ 26.27 | | (13.42)% | | $ 1,499,116 | | 0.65% | | 0.62% | | 1.44% | | 53%(6) |
IB | | 36.18 | | 0.37 | | (5.19) | | (4.82) | | (0.45) | | (4.03) | | (4.48) | | 26.88 | | (13.66) | | 200,282 | | 0.90 | | 0.87 | | 1.19 | | 53(6) |
For the Year Ended December 31, 2021 |
IA | | $31.56 | | $ 0.44 | | $ 5.70 | | $ 6.14 | | $ (0.35) | | $ (1.88) | | $ (2.23) | | $ 35.47 | | 19.64% | | $ 1,948,846 | | 0.66% | | 0.63% | | 1.29% | | 48%(6) |
IB | | 32.15 | | 0.36 | | 5.81 | | 6.17 | | (0.26) | | (1.88) | | (2.14) | | 36.18 | | 19.37 | | 259,957 | | 0.91 | | 0.88 | | 1.04 | | 48(6) |
For the Year Ended December 31, 2020 |
IA | | $30.27 | | $ 0.48 | | $ 2.92 | | $ 3.40 | | $ (0.51) | | $ (1.60) | | $ (2.11) | | $ 31.56 | | 11.62% | | $ 1,809,745 | | 0.66% | | 0.63% | | 1.63% | | 43%(6) |
IB | | 30.80 | | 0.41 | | 2.97 | | 3.38 | | (0.43) | | (1.60) | | (2.03) | | 32.15 | | 11.35 | | 242,476 | | 0.91 | | 0.88 | | 1.38 | | 43(6) |
For the Year Ended December 31, 2019 |
IA | | $27.47 | | $ 0.54(7) | | $ 5.47(7) | | $ 6.01 | | $ (0.56) | | $ (2.65) | | $ (3.21) | | $ 30.27 | | 22.80% | | $ 1,849,582 | | 0.66% | | 0.63% | | 1.81%(7) | | 38% |
IB | | 27.91 | | 0.47(7) | | 5.55(7) | | 6.02 | | (0.48) | | (2.65) | | (3.13) | | 30.80 | | 22.47 | | 247,264 | | 0.91 | | 0.88 | | 1.56(7) | | 38 |
Hartford Capital Appreciation HLS Fund |
For the Six-Month Period Ended June 30, 2024 (Unaudited) |
IA | | $46.05 | | $ 0.21 | | $ 5.49 | | $ 5.70 | | $ — | | $ — | | $ — | | $ 51.75 | | 12.38%(4) | | $ 3,341,455 | | 0.67%(5) | | 0.67%(5) | | 0.86%(5) | | 43% |
IB | | 44.87 | | 0.15 | | 5.34 | | 5.49 | | — | | — | | — | | 50.36 | | 12.24(4) | | 384,880 | | 0.92(5) | | 0.92(5) | | 0.61(5) | | 43 |
IC | | 45.18 | | 0.09 | | 5.38 | | 5.47 | | — | | — | | — | | 50.65 | | 12.11(4) | | 15,951 | | 1.17(5) | | 1.17(5) | | 0.37(5) | | 43 |
For the Year Ended December 31, 2023 |
IA | | $39.37 | | $ 0.38 | | $ 7.42 | | $ 7.80 | | $ (0.38) | | $ (0.74) | | $ (1.12) | | $ 46.05 | | 19.97% | | $ 3,194,008 | | 0.67% | | 0.67% | | 0.88% | | 49% |
IB | | 38.39 | | 0.26 | | 7.23 | | 7.49 | | (0.27) | | (0.74) | | (1.01) | | 44.87 | | 19.67 | | 371,021 | | 0.92 | | 0.92 | | 0.63 | | 49 |
IC | | 38.65 | | 0.16 | | 7.27 | | 7.43 | | (0.16) | | (0.74) | | (0.90) | | 45.18 | | 19.38 | | 14,552 | | 1.17 | | 1.17 | | 0.38 | | 49 |
For the Year Ended December 31, 2022 |
IA | | $54.26 | | $ 0.32 | | $ (8.52) | | $ (8.20) | | $ (0.41) | | $ (6.28) | | $ (6.69) | | $ 39.37 | | (15.28)% | | $ 3,034,471 | | 0.67% | | 0.67% | | 0.71% | | 64% |
IB | | 53.10 | | 0.20 | | (8.33) | | (8.13) | | (0.30) | | (6.28) | | (6.58) | | 38.39 | | (15.48) | | 359,906 | | 0.92 | | 0.92 | | 0.46 | | 64 |
IC | | 53.33 | | 0.07 | | (8.35) | | (8.28) | | (0.12) | | (6.28) | | (6.40) | | 38.65 | | (15.71) | | 13,837 | | 1.17 | | 1.17 | | 0.16 | | 64 |
For the Year Ended December 31, 2021 |
IA | | $51.85 | | $ 0.33 | | $ 7.27 | | $ 7.60 | | $ (0.26) | | $ (4.93) | | $ (5.19) | | $ 54.26 | | 14.76% | | $ 3,986,182 | | 0.67% | | 0.67% | | 0.61% | | 58% |
IB | | 50.85 | | 0.19 | | 7.11 | | 7.30 | | (0.12) | | (4.93) | | (5.05) | | 53.10 | | 14.45 | | 483,113 | | 0.92 | | 0.92 | | 0.36 | | 58 |
IC | | 51.08 | | 0.06 | | 7.14 | | 7.20 | | (0.02) | | (4.93) | | (4.95) | | 53.33 | | 14.18 | | 41,107 | | 1.17 | | 1.17 | | 0.11 | | 58 |
For the Year Ended December 31, 2020 |
IA | | $46.05 | | $ 0.42 | | $ 9.37 | | $ 9.79 | | $ (0.45) | | $ (3.54) | | $ (3.99) | | $ 51.85 | | 21.91% | | $ 4,024,340 | | 0.68% | | 0.68% | | 0.91% | | 80% |
IB | | 45.24 | | 0.30 | | 9.18 | | 9.48 | | (0.33) | | (3.54) | | (3.87) | | 50.85 | | 21.62 | | 487,576 | | 0.93 | | 0.93 | | 0.66 | | 80 |
IC | | 45.45 | | 0.19 | | 9.20 | | 9.39 | | (0.22) | | (3.54) | | (3.76) | | 51.08 | | 21.32 | | 39,361 | | 1.18 | | 1.18 | | 0.41 | | 80 |
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 |
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, 2024 (Unaudited) |
IA | | $18.86 | | $ 0.06 | | $ 3.13 | | $ 3.19 | | $ — | | $ — | | $ — | | $ 22.05 | | 16.91%(4) | | $ 2,601,039 | | 0.59%(5) | | 0.59%(5) | | 0.58%(5) | | 14% |
IB | | 18.52 | | 0.03 | | 3.08 | | 3.11 | | — | | — | | — | | 21.63 | | 16.79(4) | | 305,485 | | 0.84(5) | | 0.84(5) | | 0.34(5) | | 14 |
IC | | 18.86 | | 0.01 | | 3.13 | | 3.14 | | — | | — | | — | | 22.00 | | 16.65(4) | | 68,736 | | 1.09(5) | | 1.09(5) | | 0.09(5) | | 14 |
For the Year Ended December 31, 2023 |
IA | | $15.78 | | $ 0.16 | | $ 3.18 | | $ 3.34 | | $ (0.15) | | $ (0.11) | | $ (0.26) | | $ 18.86 | | 21.24% | | $ 2,371,805 | | 0.59% | | 0.59% | | 0.90% | | 22% |
IB | | 15.50 | | 0.11 | | 3.12 | | 3.23 | | (0.10) | | (0.11) | | (0.21) | | 18.52 | | 20.95 | | 283,695 | | 0.84 | | 0.84 | | 0.66 | | 22 |
IC | | 15.78 | | 0.07 | | 3.18 | | 3.25 | | (0.06) | | (0.11) | | (0.17) | | 18.86 | | 20.66 | | 64,122 | | 1.09 | | 1.09 | | 0.41 | | 22 |
For the Year Ended December 31, 2022 |
IA | | $20.85 | | $ 0.16 | | $ (4.06) | | $ (3.90) | | $ (0.18) | | $ (0.99) | | $ (1.17) | | $ 15.78 | | (18.96)% | | $ 2,196,538 | | 0.59% | | 0.59% | | 0.90% | | 13% |
IB | | 20.51 | | 0.11 | | (4.00) | | (3.89) | | (0.13) | | (0.99) | | (1.12) | | 15.50 | | (19.20) | | 272,407 | | 0.84 | | 0.84 | | 0.65 | | 13 |
IC | | 20.85 | | 0.07 | | (4.06) | | (3.99) | | (0.09) | | (0.99) | | (1.08) | | 15.78 | | (19.40) | | 62,585 | | 1.09 | | 1.09 | | 0.40 | | 13 |
For the Year Ended December 31, 2021 |
IA | | $17.40 | | $ 0.13 | | $ 4.29 | | $ 4.42 | | $ (0.12) | | $ (0.85) | | $ (0.97) | | $ 20.85 | | 25.52% | | $ 2,997,803 | | 0.60% | | 0.60% | | 0.64% | | 14% |
IB | | 17.13 | | 0.08 | | 4.21 | | 4.29 | | (0.06) | | (0.85) | | (0.91) | | 20.51 | | 25.21 | | 385,018 | | 0.85 | | 0.85 | | 0.39 | | 14 |
IC | | 17.40 | | 0.03 | | 4.28 | | 4.31 | | (0.01) | | (0.85) | | (0.86) | | 20.85 | | 24.92 | | 88,474 | | 1.10 | | 1.10 | | 0.14 | | 14 |
For the Year Ended December 31, 2020 |
IA | | $15.97 | | $ 0.12 | | $ 2.64 | | $ 2.76 | | $ (0.06) | | $ (1.27) | | $ (1.33) | | $ 17.40 | | 18.04% | | $ 2,701,619 | | 0.66% | | 0.66% | | 0.75% | | 23% |
IB | | 15.76 | | 0.08 | | 2.60 | | 2.68 | | (0.04) | | (1.27) | | (1.31) | | 17.13 | | 17.78 | | 365,246 | | 0.91 | | 0.91 | | 0.50 | | 23 |
IC(8) | | 15.34 | | 0.01 | | 2.08 | | 2.09 | | (0.03) | | — | | (0.03) | | 17.40 | | 13.60(4) | | 78,487 | | 1.11(5) | | 1.11(5) | | 0.23(5) | | 23 |
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 |
Hartford Dividend and Growth HLS Fund |
For the Six-Month Period Ended June 30, 2024 (Unaudited) |
IA | | $22.63 | | $ 0.23 | | $ 1.71 | | $ 1.94 | | $ — | | $ — | | $ — | | $ 24.57 | | 8.57%(4) | | $ 3,077,944 | | 0.66%(5) | | 0.66%(5) | | 1.92%(5) | | 16% |
IB | | 22.42 | | 0.19 | | 1.70 | | 1.89 | | — | | — | | — | | 24.31 | | 8.43(4) | | 381,659 | | 0.91(5) | | 0.91(5) | | 1.67(5) | | 16 |
For the Year Ended December 31, 2023 |
IA | | $22.04 | | $ 0.38 | | $ 2.58 | | $ 2.96 | | $ (0.34) | | $ (2.03) | | $ (2.37) | | $ 22.63 | | 14.18% | | $ 3,085,357 | | 0.66% | | 0.66% | | 1.69% | | 27% |
IB | | 21.86 | | 0.32 | | 2.56 | | 2.88 | | (0.29) | | (2.03) | | (2.32) | | 22.42 | | 13.89 | | 378,288 | | 0.91 | | 0.91 | | 1.44 | | 27 |
For the Year Ended December 31, 2022 |
IA | | $27.58 | | $ 0.38 | | $ (2.83) | | $ (2.45) | | $ (0.40) | | $ (2.69) | | $ (3.09) | | $ 22.04 | | (8.93)% | | $ 2,986,097 | | 0.65% | | 0.65% | | 1.52% | | 23% |
IB | | 27.38 | | 0.31 | | (2.80) | | (2.49) | | (0.34) | | (2.69) | | (3.03) | | 21.86 | | (9.15) | | 379,001 | | 0.90 | | 0.90 | | 1.27 | | 23 |
For the Year Ended December 31, 2021 |
IA | | $22.19 | | $ 0.35 | | $ 6.67 | | $ 7.02 | | $ (0.34) | | $ (1.29) | | $ (1.63) | | $ 27.58 | | 32.00% | | $ 3,654,208 | | 0.66% | | 0.66% | | 1.36% | | 21% |
IB | | 22.04 | | 0.28 | | 6.62 | | 6.90 | | (0.27) | | (1.29) | | (1.56) | | 27.38 | | 31.68 | | 470,882 | | 0.91 | | 0.91 | | 1.12 | | 21 |
For the Year Ended December 31, 2020 |
IA | | $22.08 | | $ 0.40 | | $ 1.18 | | $ 1.58 | | $ (0.39) | | $ (1.08) | | $ (1.47) | | $ 22.19 | | 7.77% | | $ 3,109,772 | | 0.68% | | 0.68% | | 1.95% | | 24% |
IB | | 21.96 | | 0.34 | | 1.16 | | 1.50 | | (0.34) | | (1.08) | | (1.42) | | 22.04 | | 7.45 | | 412,528 | | 0.93 | | 0.93 | | 1.70 | | 24 |
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 |
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 |
For the Six-Month Period Ended June 30, 2024 (Unaudited) |
IA | | $16.41 | | $ 0.01 | | $ 1.20 | | $ 1.21 | | $ — | | $ — | | $ — | | $ 17.62 | | 7.37%(4) | | $ 109,172 | | 0.92%(5) | | 0.92%(5) | | 0.07%(5) | | 20% |
IB | | 14.42 | | (0.01) | | 1.06 | | 1.05 | | — | | — | | — | | 15.47 | | 7.28(4) | | 29,153 | | 1.17(5) | | 1.17(5) | | (0.18)(5) | | 20 |
For the Year Ended December 31, 2023 |
IA | | $16.05 | | $ 0.02 | | $ 0.63 | | $ 0.65 | | $ (0.08) | | $ (0.21) | | $ (0.29) | | $ 16.41 | | 4.11% | | $ 109,010 | | 0.92% | | 0.92% | | 0.13% | | 28% |
IB | | 14.14 | | (0.02) | | 0.55 | | 0.53 | | (0.04) | | (0.21) | | (0.25) | | 14.42 | | 3.81 | | 29,565 | | 1.17 | | 1.17 | | (0.12) | | 28 |
For the Year Ended December 31, 2022 |
IA | | $23.57 | | $ 0.03 | | $ (2.90) | | $ (2.87) | | $ — | | $ (4.65) | | $ (4.65) | | $ 16.05 | | (11.24)% | | $ 120,656 | | 0.91% | | 0.91% | | 0.14% | | 34% |
IB | | 21.47 | | (0.02) | | (2.66) | | (2.68) | | — | | (4.65) | | (4.65) | | 14.14 | | (11.47) | | 32,411 | | 1.16 | | 1.16 | | (0.11) | | 34 |
For the Year Ended December 31, 2021 |
IA | | $23.88 | | $ (0.01) | | $ 2.44 | | $ 2.43 | | $ (0.06) | | $ (2.68) | | $ (2.74) | | $ 23.57 | | 10.01% | | $ 164,964 | | 0.92% | | 0.92% | | (0.05)% | | 51% |
IB | | 21.97 | | (0.07) | | 2.25 | | 2.18 | | — | | (2.68) | | (2.68) | | 21.47 | | 9.76 | | 40,427 | | 1.17 | | 1.17 | | (0.30) | | 51 |
For the Year Ended December 31, 2020 |
IA | | $23.67 | | $ 0.02 | | $ 4.94 | | $ 4.96 | | $ (0.13) | | $ (4.62) | | $ (4.75) | | $ 23.88 | | 23.10% | | $ 190,371 | | 0.91% | | 0.91% | | 0.07% | | 42% |
IB | | 22.12 | | (0.04) | | 4.58 | | 4.54 | | (0.07) | | (4.62) | | (4.69) | | 21.97 | | 22.79 | | 43,662 | | 1.16 | | 1.16 | | (0.18) | | 42 |
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 |
Hartford International Opportunities HLS Fund |
For the Six-Month Period Ended June 30, 2024 (Unaudited) |
IA | | $15.13 | | $ 0.19 | | $ 1.09 | | $ 1.28 | | $ — | | $ — | | $ — | | $ 16.41 | | 8.46%(4) | | $ 792,348 | | 0.76%(5) | | 0.76%(5) | | 2.37%(5) | | 20% |
IB | | 15.45 | | 0.17 | | 1.11 | | 1.28 | | — | | — | | — | | 16.73 | | 8.28(4) | | 81,359 | | 1.01(5) | | 1.01(5) | | 2.12(5) | | 20 |
For the Year Ended December 31, 2023 |
IA | | $13.71 | | $ 0.22 | | $ 1.37 | | $ 1.59 | | $ (0.17) | | $ — | | $ (0.17) | | $ 15.13 | | 11.72% | | $ 791,135 | | 0.76% | | 0.76% | | 1.54% | | 54% |
IB | | 13.99 | | 0.19 | | 1.40 | | 1.59 | | (0.13) | | — | | (0.13) | | 15.45 | | 11.45 | | 81,189 | | 1.01 | | 1.01 | | 1.29 | | 54 |
For the Year Ended December 31, 2022 |
IA | | $20.90 | | $ 0.27 | | $ (4.13) | | $ (3.86) | | $ (0.29) | | $ (3.04) | | $ (3.33) | | $ 13.71 | | (18.14)% | | $ 787,084 | | 0.75% | | 0.75% | | 1.69% | | 91% |
IB | | 21.21 | | 0.24 | | (4.19) | | (3.95) | | (0.23) | | (3.04) | | (3.27) | | 13.99 | | (18.32) | | 84,305 | | 1.00 | | 1.00 | | 1.44 | | 91 |
For the Year Ended December 31, 2021 |
IA | | $19.58 | | $ 0.22 | | $ 1.31 | | $ 1.53 | | $ (0.21) | | $ — | | $ (0.21) | | $ 20.90 | | 7.82% | | $ 1,064,640 | | 0.73% | | 0.73% | | 1.09% | | 95% |
IB | | 19.86 | | 0.18 | | 1.32 | | 1.50 | | (0.15) | | — | | (0.15) | | 21.21 | | 7.57 | | 112,357 | | 0.98 | | 0.98 | | 0.84 | | 95 |
For the Year Ended December 31, 2020 |
IA | | $16.56 | | $ 0.10 | | $ 3.24 | | $ 3.34 | | $ (0.32) | | $ — | | $ (0.32) | | $ 19.58 | | 20.45% | | $ 1,095,213 | | 0.76% | | 0.76% | | 0.61% | | 107% |
IB | | 16.80 | | 0.06 | | 3.27 | | 3.33 | | (0.27) | | — | | (0.27) | | 19.86 | | 20.09 | | 143,449 | | 1.01 | | 1.01 | | 0.36 | | 107 |
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 |
Hartford MidCap HLS Fund |
For the Six-Month Period Ended June 30, 2024 (Unaudited) |
IA | | $27.35 | | $ (0.04) | | $ 0.27 | | $ 0.23 | | $ — | | $ — | | $ — | | $ 27.58 | | 0.84%(4) | | $ 838,979 | | 0.74%(5) | | 0.74%(5) | | (0.30)%(5) | | 37% |
IB | | 25.63 | | (0.07) | | 0.26 | | 0.19 | | — | | — | | — | | 25.82 | | 0.74(4) | | 83,221 | | 0.99(5) | | 0.99(5) | | (0.54)(5) | | 37 |
For the Year Ended December 31, 2023 |
IA | | $25.69 | | $ (0.03) | | $ 3.67 | | $ 3.64 | | $ (0.01) | | $ (1.97) | | $ (1.98) | | $ 27.35 | | 14.83% | | $ 1,009,741 | | 0.73% | | 0.73% | | (0.10)% | | 40% |
IB | | 24.24 | | (0.09) | | 3.45 | | 3.36 | | — | | (1.97) | | (1.97) | | 25.63 | | 14.54 | | 91,415 | | 0.98 | | 0.98 | | (0.35) | | 40 |
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 HLS Fund – (continued) |
For the Year Ended December 31, 2022 |
IA | | $ 40.31 | | $ 0.02 | | $ (9.57) | | $ (9.55) | | $ (0.29) | | $ (4.78) | | $ (5.07) | | $ 25.69 | | (24.27)% | | $ 1,051,771 | | 0.71% | | 0.71% | | 0.06% | | 44% |
IB | | 38.35 | | (0.05) | | (9.09) | | (9.14) | | (0.19) | | (4.78) | | (4.97) | | 24.24 | | (24.46) | | 88,337 | | 0.96 | | 0.96 | | (0.18) | | 44 |
For the Year Ended December 31, 2021 |
IA | | $43.44 | | $ 0.29 | | $ 3.97 | | $ 4.26 | | $ — | | $ (7.39) | | $ (7.39) | | $ 40.31 | | 9.91% | | $ 1,973,242 | | 0.69% | | 0.69% | | 0.65% | | 28% |
IB | | 41.76 | | 0.15 | | 3.83 | | 3.98 | | — | | (7.39) | | (7.39) | | 38.35 | | 9.62 | | 130,071 | | 0.94 | | 0.94 | | 0.37 | | 28 |
For the Year Ended December 31, 2020 |
IA | | $38.17 | | $ 0.03 | | $ 8.90 | | $ 8.93 | | $ (0.02) | | $ (3.64) | | $ (3.66) | | $ 43.44 | | 25.10% | | $ 2,377,320 | | 0.70% | | 0.70% | | 0.07% | | 50% |
IB | | 36.90 | | (0.04) | | 8.54 | | 8.50 | | — | | (3.64) | | (3.64) | | 41.76 | | 24.80 | | 140,632 | | 0.95 | | 0.95 | | (0.11) | | 50 |
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 |
Hartford Small Cap Growth HLS Fund |
For the Six-Month Period Ended June 30, 2024 (Unaudited) |
IA | | $25.71 | | $ (0.02) | | $ 1.63 | | $ 1.61 | | $ — | | $ — | | $ — | | $ 27.32 | | 6.26%(4) | | $ 561,147 | | 0.65%(5) | | 0.65%(5) | | (0.13)%(5) | | 25% |
IB | | 24.03 | | (0.05) | | 1.52 | | 1.47 | | — | | — | | — | | 25.50 | | 6.12(4) | | 195,192 | | 0.90(5) | | 0.90(5) | | (0.38)(5) | | 25 |
For the Year Ended December 31, 2023 |
IA | | $21.71 | | $ 0.02 | | $ 3.98 | | $ 4.00 | | $ — | | $ — | | $ — | | $ 25.71 | | 18.42% | | $ 569,738 | | 0.65% | | 0.65% | | 0.08% | | 63% |
IB | | 20.35 | | (0.04) | | 3.72 | | 3.68 | | — | | — | | — | | 24.03 | | 18.08 | | 192,744 | | 0.90 | | 0.90 | | (0.16) | | 63 |
For the Year Ended December 31, 2022 |
IA | | $36.60 | | $ (0.02) | | $ (10.09) | | $ (10.11) | | $ — | | $ (4.78) | | $ (4.78) | | $ 21.71 | | (28.46)% | | $ 522,920 | | 0.64% | | 0.64% | | (0.06)% | | 52% |
IB | | 34.77 | | (0.07) | | (9.57) | | (9.64) | | — | | (4.78) | | (4.78) | | 20.35 | | (28.61) | | 170,021 | | 0.89 | | 0.89 | | (0.30) | | 52 |
For the Year Ended December 31, 2021 |
IA | | $38.15 | | $ (0.04) | | $ 1.68 | | $ 1.64 | | $ — | | $ (3.19) | | $ (3.19) | | $ 36.60 | | 4.02% | | $ 1,153,860 | | 0.63% | | 0.63% | | (0.11)% | | 44% |
IB | | 36.48 | | (0.13) | | 1.61 | | 1.48 | | — | | (3.19) | | (3.19) | | 34.77 | | 3.76 | | 224,883 | | 0.88 | | 0.88 | | (0.36) | | 44 |
For the Year Ended December 31, 2020 |
IA | | $29.72 | | $ (0.02) | | $ 9.57 | | $ 9.55 | | $ — | | $ (1.12) | | $ (1.12) | | $ 38.15 | | 33.20% | | $ 1,224,012 | | 0.67% | | 0.67% | | (0.07)% | | 61% |
IB | | 28.53 | | (0.09) | | 9.16 | | 9.07 | | — | | (1.12) | | (1.12) | | 36.48 | | 32.89 | | 201,033 | | 0.92 | | 0.92 | | (0.34) | | 61 |
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 |
Hartford Small Company HLS Fund |
For the Six-Month Period Ended June 30, 2024 (Unaudited) |
IA | | $15.83 | | $ (0.01) | | $ 0.71 | | $ 0.70 | | $ — | | $ — | | $ — | | $ 16.53 | | 4.42%(4) | | $ 384,108 | | 0.80%(5) | | 0.80%(5) | | (0.13)%(5) | | 15% |
IB | | 13.09 | | (0.03) | | 0.59 | | 0.56 | | — | | — | | — | | 13.65 | | 4.28(4) | | 38,631 | | 1.05(5) | | 1.05(5) | | (0.38)(5) | | 15 |
For the Year Ended December 31, 2023 |
IA | | $13.57 | | $ (0.00)(9) | | $ 2.26 | | $ 2.26 | | $ — | | $ — | | $ — | | $ 15.83 | | 16.65% | | $ 392,112 | | 0.80% | | 0.80% | | 0.01% | | 39% |
IB | | 11.24 | | (0.03) | | 1.88 | | 1.85 | | — | | — | | — | | 13.09 | | 16.46 | | 40,059 | | 1.05 | | 1.05 | | (0.24) | | 39 |
For the Year Ended December 31, 2022 |
IA | | $24.57 | | $ (0.01) | | $ (7.33) | | $ (7.34) | | $ — | | $ (3.66) | | $ (3.66) | | $ 13.57 | | (30.88)% | | $ 379,584 | | 0.79% | | 0.79% | | (0.08)% | | 87% |
IB | | 21.25 | | (0.05) | | (6.30) | | (6.35) | | — | | (3.66) | | (3.66) | | 11.24 | | (31.07) | | 38,011 | | 1.04 | | 1.04 | | (0.33) | | 87 |
For the Year Ended December 31, 2021 |
IA | | $27.44 | | $ (0.14) | | $ 0.66 | | $ 0.52 | | $ — | | $ (3.39) | | $ (3.39) | | $ 24.57 | | 1.56% | | $ 590,597 | | 0.77% | | 0.77% | | (0.51)% | | 111% |
IB | | 24.23 | | (0.19) | | 0.60 | | 0.41 | | — | | (3.39) | | (3.39) | | 21.25 | | 1.30 | | 60,025 | | 1.02 | | 1.02 | | (0.79) | | 111 |
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, 2020 |
IA | | $ 20.45 | | $ (0.07) | | $ 10.38 | | $ 10.31 | | $ — | | $ (3.32) | | $ (3.32) | | $ 27.44 | | 55.52% | | $ 540,764 | | 0.81% | | 0.81% | | (0.32)% | | 105% |
IB | | 18.44 | | (0.11) | | 9.22 | | 9.11 | | — | | (3.32) | | (3.32) | | 24.23 | | 55.03 | | 67,898 | | 1.06 | | 1.06 | | (0.56) | | 105 |
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 |
Hartford Stock HLS Fund |
For the Six-Month Period Ended June 30, 2024 (Unaudited) |
IA | | $96.68 | | $ 0.73 | | $ 3.38 | | $ 4.11 | | $ — | | $ — | | $ — | | $ 100.79 | | 4.25%(4) | | $ 1,206,989 | | 0.51%(5) | | 0.51%(5) | | 1.46%(5) | | 7% |
IB | | 96.60 | | 0.60 | | 3.38 | | 3.98 | | — | | — | | — | | 100.58 | | 4.12(4) | | 107,297 | | 0.76(5) | | 0.76(5) | | 1.21(5) | | 7 |
For the Year Ended December 31, 2023 |
IA | | $95.62 | | $ 1.45 | | $ 5.62 | | $ 7.07 | | $ (1.25) | | $ (4.76) | | $ (6.01) | | $ 96.68 | | 7.72% | | $ 1,228,741 | | 0.51% | | 0.51% | | 1.53% | | 8% |
IB | | 95.55 | | 1.21 | | 5.61 | | 6.82 | | (1.01) | | (4.76) | | (5.77) | | 96.60 | | 7.45 | | 110,872 | | 0.76 | | 0.76 | | 1.28 | | 8 |
For the Year Ended December 31, 2022 |
IA | | $113.91 | | $ 1.40 | | $ (7.51) | | $ (6.11) | | $ (1.62) | | $ (10.56) | | $ (12.18) | | $ 95.62 | | (5.14)% | | $ 1,286,070 | | 0.51% | | 0.51% | | 1.37% | | 10% |
IB | | 113.84 | | 1.14 | | (7.50) | | (6.36) | | (1.37) | | (10.56) | | (11.93) | | 95.55 | | (5.37) | | 118,218 | | 0.76 | | 0.76 | | 1.12 | | 10 |
For the Year Ended December 31, 2021 |
IA | | $95.52 | | $ 1.38 | | $ 22.20 | | $ 23.58 | | $ (1.30) | | $ (3.89) | | $ (5.19) | | $ 113.91 | | 24.98% | | $ 1,506,206 | | 0.51% | | 0.51% | | 1.32% | | 15% |
IB | | 95.48 | | 1.12 | | 22.15 | | 23.27 | | (1.02) | | (3.89) | | (4.91) | | 113.84 | | 24.67 | | 142,700 | | 0.76 | | 0.76 | | 1.07 | | 15 |
For the Year Ended December 31, 2020 |
IA | | $92.58 | | $ 1.39 | | $ 9.21 | | $ 10.60 | | $ (1.48) | | $ (6.18) | | $ (7.66) | | $ 95.52 | | 12.08% | | $ 1,360,099 | | 0.52% | | 0.52% | | 1.57% | | 15% |
IB | | 92.57 | | 1.17 | | 9.17 | | 10.34 | | (1.25) | | (6.18) | | (7.43) | | 95.48 | | 11.79 | | 129,670 | | 0.77 | | 0.77 | | 1.32 | | 15 |
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 |
Hartford Total Return Bond HLS Fund |
For the Six-Month Period Ended June 30, 2024 (Unaudited) |
IA | | $9.57 | | $ 0.20 | | $ (0.15) | | $ 0.05 | | $ — | | $ — | | $ — | | $ 9.62 | | 0.52%(4) | | $ 1,595,799 | | 0.51%(5) | | 0.51%(5) | | 4.19%(5) | | 25%(10) |
IB | | 9.52 | | 0.18 | | (0.14) | | 0.04 | | — | | — | | — | | 9.56 | | 0.42(4) | | 159,841 | | 0.76(5) | | 0.76(5) | | 3.94(5) | | 25(10) |
For the Year Ended December 31, 2023 |
IA | | $9.27 | | $ 0.35 | | $ 0.28 | | $ 0.63 | | $ (0.33) | | $ — | | $ (0.33) | | $ 9.57 | | 6.97% | | $ 1,621,072 | | 0.50% | | 0.50% | | 3.77% | | 52%(10) |
IB | | 9.22 | | 0.33 | | 0.27 | | 0.60 | | (0.30) | | — | | (0.30) | | 9.52 | | 6.69 | | 166,540 | | 0.75 | | 0.75 | | 3.51 | | 52(10) |
For the Year Ended December 31, 2022 |
IA | | $11.29 | | $ 0.29 | | $ (1.88) | | $ (1.59) | | $ (0.31) | | $ (0.12) | | $ (0.43) | | $ 9.27 | | (14.21)% | | $ 1,592,156 | | 0.50% | | 0.50% | | 2.87% | | 58%(10) |
IB | | 11.22 | | 0.26 | | (1.87) | | (1.61) | | (0.27) | | (0.12) | | (0.39) | | 9.22 | | (14.41) | | 175,651 | | 0.75 | | 0.75 | | 2.62 | | 58(10) |
For the Year Ended December 31, 2021 |
IA | | $11.98 | | $ 0.24 | | $ (0.35) | | $ (0.11) | | $ (0.29) | | $ (0.29) | | $ (0.58) | | $ 11.29 | | (0.95)% | | $ 2,045,579 | | 0.50% | | 0.50% | | 2.09% | | 61%(10) |
IB | | 11.91 | | 0.21 | | (0.35) | | (0.14) | | (0.26) | | (0.29) | | (0.55) | | 11.22 | | (1.18) | | 237,952 | | 0.75 | | 0.75 | | 1.84 | | 61(10) |
For the Year Ended December 31, 2020 |
IA | | $11.44 | | $ 0.29 | | $ 0.73 | | $ 1.02 | | $ (0.45) | | $ (0.03) | | $ (0.48) | | $ 11.98 | | 9.03% | | $ 2,110,986 | | 0.51% | | 0.51% | | 2.45% | | 62%(10) |
IB | | 11.38 | | 0.26 | | 0.72 | | 0.98 | | (0.42) | | (0.03) | | (0.45) | | 11.91 | | 8.71 | | 265,900 | | 0.76 | | 0.76 | | 2.19 | | 62(10) |
For the Year Ended December 31, 2019 |
IA | | $10.76 | | $ 0.36(11) | | $ 0.77(11) | | $ 1.13 | | $ (0.45) | | $ — | | $ (0.45) | | $ 11.44 | | 10.65% | | $ 1,873,182 | | 0.51% | | 0.51% | | 3.16%(11) | | 61% |
IB | | 10.70 | | 0.33(11) | | 0.77(11) | | 1.10 | | (0.42) | | — | | (0.42) | | 11.38 | | 10.32 | | 214,338 | | 0.76 | | 0.76 | | 2.91(11) | | 61 |
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 Ultrashort Bond HLS Fund |
For the Six-Month Period Ended June 30, 2024 (Unaudited) |
IA | | $10.34 | | $ 0.25 | | $ — | | $ 0.25 | | $ — | | $ — | | $ — | | $ 10.59 | | 2.42%(4) | | $ 475,608 | | 0.44%(5) | | 0.44%(5) | | 4.74%(5) | | 32% |
IB | | 10.33 | | 0.23 | | — | | 0.23 | | — | | — | | — | | 10.56 | | 2.23(4) | | 71,332 | | 0.69(5) | | 0.69(5) | | 4.48(5) | | 32 |
For the Year Ended December 31, 2023 |
IA | | $9.96 | | $ 0.40 | | $ 0.11 | | $ 0.51 | | $ (0.13) | | $ — | | $ (0.13) | | $ 10.34 | | 5.18% | | $ 486,165 | | 0.44% | | 0.44% | | 3.95% | | 56% |
IB | | 9.95 | | 0.37 | | 0.11 | | 0.48 | | (0.10) | | — | | (0.10) | | 10.33 | | 4.88 | | 75,619 | | 0.69 | | 0.69 | | 3.70 | | 56 |
For the Year Ended December 31, 2022 |
IA | | $10.00 | | $ 0.11 | | $ (0.13) | | $ (0.02) | | $ (0.02) | | $ — | | $ (0.02) | | $ 9.96 | | (0.17)% | | $ 529,433 | | 0.43% | | 0.43% | | 1.10% | | 66% |
IB | | 9.99 | | 0.08 | | (0.12) | | (0.04) | | — | | — | | — | | 9.95 | | (0.40) | | 83,560 | | 0.68 | | 0.68 | | 0.84 | | 66 |
For the Year Ended December 31, 2021 |
IA | | $10.09 | | $ 0.02 | | $ (0.04) | | $ (0.02) | | $ (0.07) | | $ — | | $ (0.07) | | $ 10.00 | | (0.19)% | | $ 605,732 | | 0.44% | | 0.44% | | 0.15% | | 73% |
IB | | 10.09 | | (0.01) | | (0.04) | | (0.05) | | (0.05) | | — | | (0.05) | | 9.99 | | (0.46) | | 97,279 | | 0.69 | | 0.69 | | (0.10) | | 73 |
For the Year Ended December 31, 2020 |
IA | | $10.19 | | $ 0.10 | | $ 0.05 | | $ 0.15 | | $ (0.25) | | $ — | | $ (0.25) | | $ 10.09 | | 1.44% | | $ 657,375 | | 0.46% | | 0.46% | | 0.95% | | 76% |
IB | | 10.18 | | 0.07 | | 0.06 | | 0.13 | | (0.22) | | — | | (0.22) | | 10.09 | | 1.27 | | 110,250 | | 0.71 | | 0.71 | | 0.67 | | 76 |
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 |
FINANCIAL HIGHLIGHTS FOOTNOTES |
(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). |
(4) | Not annualized. |
(5) | Annualized. |
(6) | Portfolio turnover excludes TBA roll transactions. Had TBA roll transactions been included, the portfolio turnover rate would have been 29% for the six-month period ended June 30, 2024 and 59%, 61%, 49% and 48% for the fiscal years ended December 31, 2023, December 31, 2022, December 31, 2021 and December 31, 2020, respectively. |
(7) | 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 for less than $0.005, decrease 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 December 31, 2019 have not been restated to reflect this change in presentation. |
(8) | Commenced operations on September 18, 2020. |
(9) | Per share amount is less than $0.005. |
(10) | Portfolio turnover excludes TBA roll transactions. Had TBA roll transactions been included, the portfolio turnover rate would have been 188% for the six-month period ended June 30, 2024 and 422%, 431%, 494% and 564% for the fiscal years ended December 31, 2023, December 31, 2022, December 31, 2021 and December 31, 2020, respectively. |
(11) | 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 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 of (0.01)% 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, 2024 (Unaudited)
1. | Organization: |
| The Hartford Series Fund, Inc. (the "Company") is an open-end registered management investment company comprised of twelve series, as of June 30, 2024. Financial statements for the series of the 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 Healthcare HLS Fund (the "Healthcare HLS Fund") |
Hartford International Opportunities HLS Fund (the "International Opportunities HLS Fund") |
Hartford MidCap HLS Fund (the "MidCap HLS Fund") |
Hartford Small Cap Growth HLS Fund (the "Small Cap Growth 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") |
The assets of each Fund are separate, and a shareholder's interest is limited to the Fund in which shares are held. The Company is organized under the laws of the State of Maryland and is registered with the U.S. 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."
Effective immediately before the opening of business on April 29, 2024, the Hartford Small Cap Growth HLS Fund, a series of the Company, acquired all of the assets and liabilities of the Hartford Small Cap Growth HLS Fund (the “Predecessor Fund”), a series of Hartford HLS Series Fund II, Inc., and adopted the accounting and performance history of the Predecessor Fund (the “Reorganization”). The only material change between the Predecessor Fund and the Hartford Small Cap Growth HLS Fund is that it is a series of the Company instead of a series of Hartford HLS Series Fund II, Inc.
Each Fund has registered for sale Class IA and IB shares. Each of Capital Appreciation HLS Fund and Disciplined Equity HLS Fund also has registered for sale Class IC shares. Class IA and Class IB shares of each Fund are closed to certain investors. The Small Cap Growth HLS Fund and Small Company HLS Fund are closed to new investors, subject to certain exceptions set forth in the Funds' prospectus. Each class is offered at the per share net asset value (“NAV”) without a sales charge. 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 on the New York Stock Exchange (the "Exchange") (normally 4:00 p.m. Eastern Time) (the "NYSE Close") on each day that 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 |
Notes to Financial Statements – (continued)
June 30, 2024 (Unaudited)
| NAV in accordance with applicable law. The NAV of each class of each Fund's shares is determined by dividing the value of the Fund’s net assets attributable to the 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. |
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. |
| With respect to a Fund's investments that do not have readily available market prices, the Company's Board of Directors (the "Board") has designated Hartford Funds Management Company, LLC (the "Investment Manager" or "HFMC") as its valuation designee to perform fair valuations pursuant to Rule 2a-5 under the 1940 Act (the "Valuation Designee"). |
| If market prices are not readily available or deemed unreliable, the Valuation Designee determines the fair value of the security or other instrument in good faith under policies and procedures approved by and under the supervision of the Board ("Valuation Procedures"). |
| The Valuation Designee has delegated the day-to-day responsibility for implementing the Valuation Procedures to the Valuation Committee (the "Valuation Committee"). The Valuation Committee will consider all available relevant factors in determining an investment’s fair value. The Valuation Designee reports fair value matters to the Audit Committee of the Board. |
| 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) and non-exchange traded derivatives 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, which approximates fair value. |
| 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 or redeem 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. |
| Shares of investment companies listed and traded on an exchange are valued in the same manner as any exchange-listed equity security. Investments in investment companies that are not listed or traded on an exchange ("Non-Traded Funds"), if any, are valued at the respective NAV of each Non-Traded Fund on the Valuation Date. Such Non-Traded 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 quotations obtained from one or more dealers that make markets in the respective financial instrument in accordance with the Valuation Procedures. |
Notes to Financial Statements – (continued)
June 30, 2024 (Unaudited)
| 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. |
• | 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. |
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 Value Summary and the Level 3 roll-forward reconciliation, if applicable, which follows each Fund's Schedule of Investments.
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. |
| The Dividend and Growth HLS Fund filed claims to recover taxes withheld on prior year reclaims (EU reclaims) related to French taxes withheld on dividend income from 2009, 2010 and 2011. The Dividend and Growth HLS Fund received EU reclaims with related interest in the amount of $1,421,421, which is recorded on the Statement of Operations as Foreign withholding tax reclaims. |
| Idle cash and currency balances may be swept into overnight sweep accounts held in a demand deposit account at State Street Bank and Trust Company ("State Street") that earn interest, which are classified as interest income on the Statement of Operations. |
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 such 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 or unrealized gain (loss) on investments in these securities, if applicable. |
Notes to Financial Statements – (continued)
June 30, 2024 (Unaudited)
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 of each 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 each 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 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 capital gains, if any, at least once per 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. See each Fund’s Schedule of Investments, if applicable, for when-issued or delayed-delivery investments as of June 30, 2024. |
| A 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. See each Fund's Schedule of Investments, if applicable, for TBA commitments as of June 30, 2024. |
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 |
Notes to Financial Statements – (continued)
June 30, 2024 (Unaudited)
| 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, 2024. |
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, 2024. |
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, 2024. |
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. The Company's Board of Directors has delegated to the sub-adviser, as applicable, 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. 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, 2024. |
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 |
Notes to Financial Statements – (continued)
June 30, 2024 (Unaudited)
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) | 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, 2024, each of Balanced HLS Fund, Capital Appreciation HLS Fund and Total Return Bond HLS Fund had used Futures Contracts. |
b) | 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, 2024, the Total Return Bond HLS Fund had used Foreign Currency 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. 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, 2024, the Total Return Bond 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 |
Notes to Financial Statements – (continued)
June 30, 2024 (Unaudited)
| 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 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, 2024, the Total Return Bond HLS Fund had used Credit Default Swap Contracts. |
Notes to Financial Statements – (continued)
June 30, 2024 (Unaudited)
| 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. Secured Overnight Financing Rate (“SOFR”)), 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. |
| 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, 2024, the Total Return Bond 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, 2024: |
| Risk Exposure Category |
| Interest Rate Contracts | | Foreign Currency Contracts | | Credit Contracts | | Equity Contracts | | Commodity Contracts | | Total |
Assets: | | | | | | | | | | | |
Unrealized appreciation on futures contracts(1) | $ 22,249 | | $ — | | $ — | | $ — | | $ — | | $ 22,249 |
Total | $ 22,249 | | $ — | | $ — | | $ — | | $ — | | $ 22,249 |
(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, 2024: |
| Risk Exposure Category |
| Interest Rate Contracts | | Foreign Currency Contracts | | Credit Contracts | | Equity Contracts | | Commodity Contracts | | Total |
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations: | | | | | | | | | | | |
Net realized gain (loss) on futures contracts | $ 230,307 | | $ — | | $ — | | $ — | | $ — | | $ 230,307 |
Total | $ 230,307 | | $ — | | $ — | | $ — | | $ — | | $ 230,307 |
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | | | | | | | | | | | |
Net change in unrealized appreciation (depreciation) of futures contracts | $ (190,987) | | $ — | | $ — | | $ — | | $ — | | $ (190,987) |
Total | $ (190,987) | | $ — | | $ — | | $ — | | $ — | | $ (190,987) |
For the period ended June 30, 2024, the average monthly amount or number per contract outstanding for each derivative type was as follows:
Derivative Description | | Average Notional Par, Contracts or Face Amount |
Futures Contracts Number of Long Contracts | | 3 |
Futures Contracts Number of Short Contracts | | (24) |
Notes to Financial Statements – (continued)
June 30, 2024 (Unaudited)
Capital Appreciation HLS Fund
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of June 30, 2024: |
| Risk Exposure Category |
| Interest Rate Contracts | | Foreign Currency Contracts | | Credit Contracts | | Equity Contracts | | Commodity Contracts | | Total |
Assets: | | | | | | | | | | | |
Unrealized appreciation on futures contracts(1) | $ — | | $ — | | $ — | | $ 296,211 | | $ — | | $ 296,211 |
Total | $ — | | $ — | | $ — | | $ 296,211 | | $ — | | $ 296,211 |
(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, 2024: |
| Risk Exposure Category |
| Interest Rate Contracts | | Foreign Currency Contracts | | Credit Contracts | | Equity Contracts | | Commodity Contracts | | Total |
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations: | | | | | | | | | | | |
Net realized gain (loss) on futures contracts | $ — | | $ — | | $ — | | $ 8,555,258 | | $ — | | $ 8,555,258 |
Total | $ — | | $ — | | $ — | | $ 8,555,258 | | $ — | | $ 8,555,258 |
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | | | | | | | | | | | |
Net change in unrealized appreciation (depreciation) of futures contracts | $ — | | $ — | | $ — | | $ (1,626,800) | | $ — | | $ (1,626,800) |
Total | $ — | | $ — | | $ — | | $ (1,626,800) | | $ — | | $ (1,626,800) |
For the period ended June 30, 2024, the average monthly amount or number per contract outstanding for each derivative type was as follows:
Derivative Description | | Average Notional Par, Contracts or Face Amount |
Futures Contracts Number of Long Contracts | | 249 |
Total Return Bond HLS Fund
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of June 30, 2024: |
| Risk Exposure Category |
| Interest Rate Contracts | | Foreign Currency Contracts | | Credit Contracts | | Equity Contracts | | Commodity Contracts | | Total |
Assets: | | | | | | | | | | | |
Unrealized appreciation on futures contracts(1) | $ 1,875,530 | | $ — | | $ — | | $ — | | $ — | | $ 1,875,530 |
Unrealized appreciation on foreign currency contracts | — | | 270,695 | | — | | — | | — | | 270,695 |
Unrealized appreciation on swap contracts(2) | 3,260,735 | | — | | 61,802 | | — | | — | | 3,322,537 |
Total | $ 5,136,265 | | $ 270,695 | | $ 61,802 | | $ — | | $ — | | $ 5,468,762 |
Liabilities: | | | | | | | | | | | |
Unrealized depreciation on futures contracts(1) | $ 505,935 | | $ — | | $ — | | $ — | | $ — | | $ 505,935 |
Unrealized depreciation on foreign currency contracts | — | | 25,112 | | — | | — | | — | | 25,112 |
Unrealized depreciation on swap contracts(2) | 59,460 | | — | | — | | — | | — | | 59,460 |
Total | $ 565,395 | | $ 25,112 | | $ — | | $ — | | $ — | | $ 590,507 |
(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 Statement 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, 2024 (Unaudited)
Total Return Bond HLS Fund – (continued)
The Effect of Derivative Instruments on the Statement of Operations for the period ended June 30, 2024: |
| Risk Exposure Category |
| Interest Rate Contracts | | Foreign Currency Contracts | | Credit Contracts | | Equity Contracts | | Commodity Contracts | | Total |
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations: | | | | | | | | | | | |
Net realized gain (loss) on purchased options contracts | $ 8,795 | | $ — | | $ — | | $ — | | $ — | | $ 8,795 |
Net realized gain (loss) on futures contracts | 4,553,466 | | — | | — | | — | | — | | 4,553,466 |
Net realized gain (loss) on swap contracts | 545,276 | | — | | (417,635) | | — | | — | | 127,641 |
Net realized gain (loss) on foreign currency contracts | — | | 1,561,494 | | — | | — | | — | | 1,561,494 |
Total | $ 5,107,537 | | $ 1,561,494 | | $ (417,635) | | $ — | | $ — | | $ 6,251,396 |
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | | | | | | | | | | | |
Net change in unrealized appreciation (depreciation) of futures contracts | $ 1,570,978 | | $ — | | $ — | | $ — | | $ — | | $ 1,570,978 |
Net change in unrealized appreciation (depreciation) of swap contracts | 2,096,015 | | — | | 682,158 | | — | | — | | 2,778,173 |
Net change in unrealized appreciation (depreciation) of foreign currency contracts | — | | 657,635 | | — | | — | | — | | 657,635 |
Total | $ 3,666,993 | | $ 657,635 | | $ 682,158 | | $ — | | $ — | | $ 5,006,786 |
For the period ended June 30, 2024, the average monthly amount or number per contract outstanding for each derivative type was as follows:
Derivative Description | | Average Notional Par, Contracts or Face Amount |
Purchased Options at Notional Amount | | $ 3,950,000 |
Futures Contracts Number of Long Contracts | | 2,403 |
Futures Contracts Number of Short Contracts | | (1,402) |
Swap Contracts at Notional Amount | | $ 44,372,710 |
Foreign Currency Contracts Purchased at Contract Amount | | $ 3,042,095 |
Foreign Currency Contracts Sold at Contract Amount | | $ 43,043,464 |
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, 2024: |
| |
Balanced HLS Fund | | | | |
Derivative Financial Instruments: | | Assets | | Liabilities |
Futures contracts | | $ 22,249 | | $ — |
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | | 22,249 | | — |
Derivatives not subject to a MNA | | (22,249) | | — |
Total gross amount of assets and liabilities subject to MNA or similar agreements | | $ — | | $ — |
Notes to Financial Statements – (continued)
June 30, 2024 (Unaudited)
Capital Appreciation HLS Fund | | | | |
Derivative Financial Instruments: | | Assets | | Liabilities |
Futures contracts | | $ 296,211 | | $ — |
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | | 296,211 | | — |
Derivatives not subject to a MNA | | (296,211) | | — |
Total gross amount of assets and liabilities subject to MNA or similar agreements | | $ — | | $ — |
Total Return Bond HLS Fund | | | | |
Derivative Financial Instruments: | | Assets | | Liabilities |
Foreign currency contracts | | $ 270,695 | | $ (25,112) |
Futures contracts | | 1,875,530 | | (505,935) |
Swap contracts | | 3,322,537 | | (59,460) |
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | | 5,468,762 | | (590,507) |
Derivatives not subject to a MNA | | (5,198,067) | | 565,395 |
Total gross amount of assets and liabilities subject to MNA or similar agreements | | $ 270,695 | | $ (25,112) |
Counterparty | | Gross Amount of Assets | | Financial Instruments and Derivatives Available for Offset | | Non-cash Collateral Received* | | Cash Collateral Received* | | Net Amount of Assets |
Goldman Sachs & Co. | | $ 270,695 | | $ — | | $ — | | $ — | | $ 270,695 |
Total | | $ 270,695 | | $ — | | $ — | | $ — | | $ 270,695 |
| | | | | | | | | | |
| | | | | | | | | | |
Counterparty | | Gross Amount of Liabilities | | Financial Instruments and Derivatives Available for Offset | | Non-cash Collateral Pledged* | | Cash Collateral Pledged* | | Net Amount of Liabilities |
Deutsche Bank Securities, Inc. | | $ (11,544) | | $ — | | $ — | | $ — | | $ (11,544) |
RBS Greenwich Capital | | (13,568) | | — | | — | | — | | (13,568) |
Total | | $ (25,112) | | $ — | | $ — | | $ — | | $ (25,112) |
* | In some instances, the actual collateral received and/or pledged may be more than the amount shown. |
5. | Principal Risks: |
| 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 a Fund’s exposure to market risk is the market value of the investments held as shown in the Fund’s Schedule of Investments. |
| 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 |
Notes to Financial Statements – (continued)
June 30, 2024 (Unaudited)
| 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. Non-U.S. issuers may also be affected by political, social, economic or diplomatic developments in a foreign country or region or the U.S. (including the imposition of sanctions, tariffs, or other governmental restrictions). 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. |
| Geopolitical events, including the invasion of Ukraine by Russia and conflict between Israel and Hamas, have injected uncertainty into the global financial markets. Investments in Russia are subject to political, economic, legal, market and currency risks, as well as the risks related to the economic sanctions on Russia imposed by the United States and/or other countries. Such sanctions which affect companies in many sectors, including energy, financial services and defense, among others, have adversely affected and could continue to adversely affect the global energy and financial markets and, thus, have adversely affected and could continue to adversely affect the value of a Fund’s investments, even beyond any direct exposure the Fund may have to Russian issuers or the adjoining geographic regions. In addition, certain transactions have or may be prohibited and/or existing investments have or may become illiquid (e.g., because transacting in certain existing investments is prohibited), which could cause a Fund to sell other portfolio holdings at a disadvantageous time or price in order to meet redemptions. |
| 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) | 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, 2024. 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) | Capital Loss Carryforward – Under the Regulated Investment Company Modernization Act of 2010, funds are permitted to carry forward capital losses for an unlimited period. |
| At December 31, 2023 (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 |
International Opportunities HLS Fund | | $ 52,013,759 | | $ 6,499,543 |
Small Cap Growth HLS Fund | | 31,482,735 | | — |
Small Company HLS Fund | | 87,607,448 | | 4,438,795 |
Total Return Bond HLS Fund* | | 96,162,694 | | 88,827,631 |
Ultrashort Bond HLS Fund | | 672,779 | | 11,832,143 |
* | Future utilization of losses are subject to limitation under current tax laws. |
During the year ended December 31, 2023, the Small Cap Growth HLS Fund utilized $64,593,901 and the Small Company HLS Fund utilized $1,002,753 of prior year capital loss carryforward.
Notes to Financial Statements – (continued)
June 30, 2024 (Unaudited)
The Balanced HLS Fund, Capital Appreciation HLS Fund, Disciplined Equity HLS Fund, Dividend and Growth HLS Fund, Healthcare HLS Fund, MidCap HLS Fund, and Stock HLS Fund had no capital loss carryforward for U.S. federal tax purposes as of December 31, 2023.
c) | Tax Basis of Investments – The aggregate cost of investments for federal income tax purposes at June 30, 2024 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 | | $ 1,264,679,957 | | $ 436,457,235 | | $ (33,307,191) | | $ 403,150,044 |
Capital Appreciation HLS Fund | | 2,575,392,270 | | 1,119,176,107 | | (41,004,991) | | 1,078,171,116 |
Disciplined Equity HLS Fund | | 1,644,058,196 | | 1,358,822,217 | | (29,755,886) | | 1,329,066,331 |
Dividend and Growth HLS Fund | | 2,101,515,013 | | 1,324,176,656 | | (29,023,506) | | 1,295,153,150 |
Healthcare HLS Fund | | 91,769,744 | | 51,803,125 | | (6,431,049) | | 45,372,076 |
International Opportunities HLS Fund | | 669,239,212 | | 210,114,376 | | (21,680,903) | | 188,433,473 |
MidCap HLS Fund | | 727,533,022 | | 265,107,873 | | (39,621,811) | | 225,486,062 |
Small Cap Growth HLS Fund | | 572,306,638 | | 209,270,221 | | (32,031,215) | | 177,239,006 |
Small Company HLS Fund | | 345,753,283 | | 117,079,929 | | (43,698,905) | | 73,381,024 |
Stock HLS Fund | | 704,347,363 | | 595,610,516 | | (1,727,367) | | 593,883,149 |
Total Return Bond HLS Fund | | 2,133,531,858 | | 16,312,864 | | (185,362,569) | | (169,049,705) |
Ultrashort Bond HLS Fund | | 541,286,917 | | 706,423 | | (3,415,849) | | (2,709,426) |
a) | Investment Management Agreement – HFMC serves as each Fund’s investment manager. The Company, on behalf of each Fund, 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. Each Fund pays a fee to HFMC. HFMC pays a sub-advisory fee to Wellington Management out of its management fee. |
| The schedule below reflects the rates of compensation paid to HFMC for investment management services rendered as of June 30, 2024; 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* | | 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 | | 0.6000% on first $1 billion and; |
| | 0.5500% on next $4 billion and; |
| | 0.5300% on next $5 billion and; |
| | 0.5000% over $10 billion |
Dividend and Growth 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 |
Notes to Financial Statements – (continued)
June 30, 2024 (Unaudited)
Fund | | Management Fee Rates |
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 |
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 |
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 |
* | HFMC voluntarily waived a portion of its contractual management fee equal to 0.03% as an annual percentage rate of the Balanced HLS Fund’s average daily net assets from January 1, 2024 through June 30, 2024. |
b) | Accounting Services Agreement – HFMC provides the Funds with accounting services pursuant to a fund accounting agreement by and between the Company, on behalf of each Fund, and HFMC. HFMC has delegated certain accounting and administrative service functions to State Street. In consideration of services rendered and expenses assumed pursuant to the fund accounting agreement, each Fund pays HFMC a fee. The fund accounting fee for each Fund is equal to the greater of: (A) the sum of (i) the sub-accounting fee payable by HFMC with respect to the Fund; (ii) the fee payable for tax preparation services for the Fund; and (iii) the amount of expenses that HFMC allocates for providing the fund accounting services to the Fund; plus a target profit margin; or (B) $40,000 per year; provided, however, that to the extent the annual amount of the fund accounting fee exceeds 0.02% of the Fund’s average net assets (calculated during its current fiscal year), HFMC shall waive such portion of the fund accounting fee. |
Notes to Financial Statements – (continued)
June 30, 2024 (Unaudited)
c) | Operating Expenses – Allocable expenses incurred by the Company are allocated to each series within the 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 – Each Fund, except Total Return Bond HLS Fund and Ultrashort Bond HLS Fund, has 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 a Fund’s expenses. For the six-month period ended June 30, 2024, 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 (if any) 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 | | 0.67% | | 0.92% | | 1.17% |
Disciplined Equity HLS Fund | | 0.59% | | 0.84% | | 1.09% |
Dividend and Growth HLS Fund | | 0.65% | | 0.90% | | N/A |
Healthcare HLS Fund | | 0.92% | | 1.17% | | N/A |
International Opportunities HLS Fund | | 0.76% | | 1.01% | | N/A |
MidCap HLS Fund | | 0.74% | | 0.99% | | N/A |
Small Cap Growth HLS Fund | | 0.65% | | 0.90% | | N/A |
Small Company HLS Fund | | 0.80% | | 1.05% | | N/A |
Stock HLS Fund | | 0.51% | | 0.76% | | N/A |
Total Return Bond HLS Fund | | 0.51% | | 0.76% | | N/A |
Ultrashort Bond HLS Fund | | 0.44% | | 0.69% | | 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. The Company has adopted a Distribution Plan pursuant to Rule 12b-1 of the 1940 Act for Class IB shares 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. |
| The 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 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. |
g) | Remuneration Paid to Directors, Officers, and others – Certain officers of the Company are directors and/or officers of HFMC and/or The Hartford or its subsidiaries. For the six-month period ended June 30, 2024, a portion of the Company's Chief Compliance Officer’s ("CCO") compensation was paid by each Fund, which is included on the Statement of Operations as Chief Compliance Officer fees. |
h) | 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 SS&C GIDS, Inc. ("SS&C"), HASCO has delegated certain transfer agent, dividend disbursing agent and shareholder servicing agent functions to SS&C. 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. |
Notes to Financial Statements – (continued)
June 30, 2024 (Unaudited)
| For the six-month period ended June 30, 2024, 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%* | | 0.00%* |
Dividend and Growth HLS Fund | | 0.00%* | | 0.00%* | | N/A |
Healthcare 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 |
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 |
* | Percentage rounds to zero. |
8. | Securities Lending: |
| The 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. A Fund may lend portfolio securities, provided that the borrower provides collateral that is maintained in an amount at least equal to the current market value of the securities loaned. Cash collateral is invested for the benefit of a 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 contractual maturities of the securities lending transactions are considered overnight and continuous. |
| 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; (vi) the risk that any efforts to restrict or recall the securities for purposes of voting may not be effective; and (vii) operational risks (i.e., the risk of losses resulting from problems in the settlement and accounting process especially so in certain international markets). These events could also trigger adverse tax consequences for a Fund. |
| A Fund retains loan fees and the interest on cash collateral investments but is 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 applicable Fund). Upon termination of a loan, a Fund is 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. A Fund also receives 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. |
Notes to Financial Statements – (continued)
June 30, 2024 (Unaudited)
| The following table presents for each Fund that lends its portfolio securities the market value of the securities on loan and the cash and non-cash collateral posted by the borrower as of June 30, 2024. |
| |
Fund | | Investment Securities on Loan, at market value, Presented on the Statements of Assets and Liabilities | | Cash Collateral(1) | | Non-Cash Collateral(1) |
Balanced HLS Fund | | $ 550,506 | | $ 570,259 | | $ — |
Capital Appreciation HLS Fund | | — | | — | | — |
Disciplined Equity HLS Fund | | — | | — | | — |
Dividend and Growth HLS Fund | | 5,257,989 | | 5,341,800 | | — |
Healthcare HLS Fund | | 150,960 | | 158,175 | | — |
International Opportunities HLS Fund | | — | | — | | — |
MidCap HLS Fund | | 9,246,763 | | 9,387,697 | | — |
Small Cap Growth HLS Fund | | 3,501,845 | | 3,636,745 | | — |
Small Company HLS Fund | | 1,543,151 | | 1,577,123 | | — |
Stock HLS Fund | | — | | — | | — |
Total Return Bond HLS Fund | | 3,328,079 | | 3,436,224 | | — |
Ultrashort Bond HLS Fund | | 226,497 | | 232,045 | | — |
(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 due to timing. Pursuant to the lending agreement, the borrower will provide collateral in an amount at least equal to the current market value of securities loaned. |
9. | Investment Transactions: |
| For the six-month period ended June 30, 2024, 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 | | $ 245,066,975 | | $ 378,010,707 | | $ 206,695,783 | | $ 188,891,399 | | $ 451,762,758 | | $ 566,902,106 |
Capital Appreciation HLS Fund | | 1,524,273,378 | | 1,803,131,178 | | — | | — | | 1,524,273,378 | | 1,803,131,178 |
Disciplined Equity HLS Fund | | 396,757,891 | | 560,152,108 | | — | | — | | 396,757,891 | | 560,152,108 |
Dividend and Growth HLS Fund | | 552,829,426 | | 836,497,134 | | — | | — | | 552,829,426 | | 836,497,134 |
Healthcare HLS Fund | | 27,109,826 | | 37,258,455 | | — | | — | | 27,109,826 | | 37,258,455 |
International Opportunities HLS Fund | | 173,519,726 | | 243,652,061 | | — | | — | | 173,519,726 | | 243,652,061 |
MidCap HLS Fund | | 390,706,929 | | 557,397,532 | | — | | — | | 390,706,929 | | 557,397,532 |
Small Cap Growth HLS Fund | | 189,105,642 | | 249,948,568 | | — | | — | | 189,105,642 | | 249,948,568 |
Small Company HLS Fund | | 62,832,585 | | 95,910,412 | | — | | — | | 62,832,585 | | 95,910,412 |
Stock HLS Fund | | 97,438,241 | | 182,402,880 | | — | | — | | 97,438,241 | | 182,402,880 |
Total Return Bond HLS Fund | | 249,947,346 | | 325,743,564 | | 190,178,963 | | 107,249,929 | | 440,126,309 | | 432,993,493 |
Ultrashort Bond HLS Fund | | 114,140,028 | | 127,538,513 | | 35,521,784 | | 106,014,736 | | 149,661,812 | | 233,553,249 |
10. | Capital Share Transactions: |
| The following information is for the six-month period ended June 30, 2024 and the year ended December 31, 2023: |
| |
| For the Six-Month Period Ended June 30, 2024 | | For the Year Ended December 31, 2023 |
| Shares | | Amount | | Shares | | Amount |
Balanced HLS Fund | | | | | | | |
Class IA | | | | | | | |
Shares Sold | 215,509 | | $ 6,355,051 | | 330,989 | | $ 9,054,110 |
Shares Issued for Reinvested Dividends | — | | — | | 2,502,161 | | 69,414,975 |
Shares Redeemed | (3,750,579) | | (110,968,466) | | (7,667,422) | | (210,959,860) |
Net Increase (Decrease) | (3,535,070) | | (104,613,415) | | (4,834,272) | | (132,490,775) |
Class IB | | | | | | | |
Shares Sold | 10,955 | | $ 336,171 | | 33,899 | | $ 949,396 |
Shares Issued for Reinvested Dividends | — | | — | | 298,556 | | 8,456,330 |
Shares Redeemed | (560,551) | | (17,027,174) | | (1,045,841) | | (29,337,103) |
Net Increase (Decrease) | (549,596) | | (16,691,003) | | (713,386) | | (19,931,377) |
Total Net Increase (Decrease) | (4,084,666) | | $ (121,304,418) | | (5,547,658) | | $ (152,422,152) |
Notes to Financial Statements – (continued)
June 30, 2024 (Unaudited)
| For the Six-Month Period Ended June 30, 2024 | | For the Year Ended December 31, 2023 |
| Shares | | Amount | | Shares | | Amount |
Capital Appreciation HLS Fund | | | | | | | |
Class IA | | | | | | | |
Shares Sold | 153,230 | | $ 7,439,062 | | 473,051 | | $ 20,021,492 |
Shares Issued for Reinvested Dividends | — | | — | | 1,796,937 | | 78,837,685 |
Shares Redeemed | (4,944,757) | | (241,530,070) | | (9,984,492) | | (427,051,346) |
Net Increase (Decrease) | (4,791,527) | | (234,091,008) | | (7,714,504) | | (328,192,169) |
Class IB | | | | | | | |
Shares Sold | 36,472 | | $ 1,774,413 | | 64,617 | | $ 2,662,403 |
Shares Issued for Reinvested Dividends | — | | — | | 200,428 | | 8,520,079 |
Shares Redeemed | (663,059) | | (31,493,636) | | (1,371,172) | | (56,730,261) |
Net Increase (Decrease) | (626,587) | | (29,719,223) | | (1,106,127) | | (45,547,779) |
Class IC | | | | | | | |
Shares Sold | 4,234 | | $ 194,382 | | 14,723 | | $ 617,165 |
Shares Issued for Reinvested Dividends | — | | — | | 6,980 | | 296,738 |
Shares Redeemed | (11,379) | | (548,784) | | (57,612) | | (2,424,643) |
Net Increase (Decrease) | (7,145) | | (354,402) | | (35,909) | | (1,510,740) |
Total Net Increase (Decrease) | (5,425,259) | | $ (264,164,633) | | (8,856,540) | | $ (375,250,688) |
Disciplined Equity HLS Fund | | | | | | | |
Class IA | | | | | | | |
Shares Sold | 440,829 | | $ 9,031,751 | | 1,003,054 | | $ 16,899,096 |
Shares Issued for Reinvested Dividends | — | | — | | 1,830,969 | | 33,301,220 |
Shares Redeemed | (8,249,463) | | (171,033,451) | | (16,274,982) | | (280,156,696) |
Net Increase (Decrease) | (7,808,634) | | (162,001,700) | | (13,440,959) | | (229,956,380) |
Class IB | | | | | | | |
Shares Sold | 194,011 | | $ 3,926,951 | | 641,095 | | $ 10,655,506 |
Shares Issued for Reinvested Dividends | — | | — | | 191,373 | | 3,393,798 |
Shares Redeemed | (1,387,317) | | (28,072,008) | | (3,088,023) | | (51,869,515) |
Net Increase (Decrease) | (1,193,306) | | (24,145,057) | | (2,255,555) | | (37,820,211) |
Class IC | | | | | | | |
Shares Sold | 51,352 | | $ 1,051,800 | | 63,911 | | $ 1,116,155 |
Shares Issued for Reinvested Dividends | — | | — | | 33,253 | | 593,693 |
Shares Redeemed | (326,461) | | (6,701,164) | | (663,616) | | (11,375,899) |
Net Increase (Decrease) | (275,109) | | (5,649,364) | | (566,452) | | (9,666,051) |
Total Net Increase (Decrease) | (9,277,049) | | $ (191,796,121) | | (16,262,966) | | $ (277,442,642) |
Dividend and Growth HLS Fund | | | | | | | |
Class IA | | | | | | | |
Shares Sold | 2,190,943 | | $ 51,914,761 | | 4,494,734 | | $ 100,289,824 |
Shares Issued for Reinvested Dividends | — | | — | | 14,145,906 | | 304,312,836 |
Shares Redeemed | (13,272,453) | | (317,892,731) | | (17,777,058) | | (396,753,813) |
Net Increase (Decrease) | (11,081,510) | | (265,977,970) | | 863,582 | | 7,848,847 |
Class IB | | | | | | | |
Shares Sold | 183,676 | | $ 4,335,210 | | 531,618 | | $ 11,962,694 |
Shares Issued for Reinvested Dividends | — | | — | | 1,752,329 | | 37,252,934 |
Shares Redeemed | (1,359,871) | | (31,971,996) | | (2,747,117) | | (60,682,299) |
Net Increase (Decrease) | (1,176,195) | | (27,636,786) | | (463,170) | | (11,466,671) |
Total Net Increase (Decrease) | (12,257,705) | | $ (293,614,756) | | 400,412 | | $ (3,617,824) |
Healthcare HLS Fund | | | | | | | |
Class IA | | | | | | | |
Shares Sold | 151,089 | | $ 2,589,775 | | 443,435 | | $ 6,991,320 |
Shares Issued for Reinvested Dividends | — | | — | | 125,905 | | 1,980,484 |
Shares Redeemed | (597,174) | | (10,209,762) | | (1,442,733) | | (22,801,995) |
Net Increase (Decrease) | (446,085) | | (7,619,987) | | (873,393) | | (13,830,191) |
Notes to Financial Statements – (continued)
June 30, 2024 (Unaudited)
| For the Six-Month Period Ended June 30, 2024 | | For the Year Ended December 31, 2023 |
| Shares | | Amount | | Shares | | Amount |
Class IB | | | | | | | |
Shares Sold | 26,243 | | $ 397,589 | | 57,081 | | $ 788,866 |
Shares Issued for Reinvested Dividends | — | | — | | 38,468 | | 532,405 |
Shares Redeemed | (190,962) | | (2,867,302) | | (337,821) | | (4,654,851) |
Net Increase (Decrease) | (164,719) | | (2,469,713) | | (242,272) | | (3,333,580) |
Total Net Increase (Decrease) | (610,804) | | $ (10,089,700) | | (1,115,665) | | $ (17,163,771) |
International Opportunities HLS Fund | | | | | | | |
Class IA | | | | | | | |
Shares Sold | 1,131,956 | | $ 17,861,011 | | 2,929,809 | | $ 42,214,909 |
Shares Issued for Reinvested Dividends | — | | — | | 659,130 | | 9,247,593 |
Shares Redeemed | (5,135,643) | | (80,693,609) | | (8,710,915) | | (125,239,364) |
Net Increase (Decrease) | (4,003,687) | | (62,832,598) | | (5,121,976) | | (73,776,862) |
Class IB | | | | | | | |
Shares Sold | 44,207 | | $ 713,401 | | 143,998 | | $ 2,108,159 |
Shares Issued for Reinvested Dividends | — | | — | | 49,812 | | 713,800 |
Shares Redeemed | (437,964) | | (7,025,847) | | (964,939) | | (14,205,036) |
Net Increase (Decrease) | (393,757) | | (6,312,446) | | (771,129) | | (11,383,077) |
Total Net Increase (Decrease) | (4,397,444) | | $ (69,145,044) | | (5,893,105) | | $ (85,159,939) |
MidCap HLS Fund | | | | | | | |
Class IA | | | | | | | |
Shares Sold | 466,648 | | $ 13,068,125 | | 2,161,425 | | $ 57,430,387 |
Shares Issued for Reinvested Dividends | — | | — | | 2,997,228 | | 75,946,142 |
Shares Redeemed | (6,973,908) | | (194,823,692) | | (9,184,929) | | (245,433,066) |
Net Increase (Decrease) | (6,507,260) | | (181,755,567) | | (4,026,276) | | (112,056,537) |
Class IB | | | | | | | |
Shares Sold | 22,740 | | $ 598,495 | | 105,589 | | $ 2,657,751 |
Shares Issued for Reinvested Dividends | — | | — | | 285,432 | | 6,787,836 |
Shares Redeemed | (366,279) | | (9,691,838) | | (469,063) | | (11,725,391) |
Net Increase (Decrease) | (343,539) | | (9,093,343) | | (78,042) | | (2,279,804) |
Total Net Increase (Decrease) | (6,850,799) | | $ (190,848,910) | | (4,104,318) | | $ (114,336,341) |
Small Cap Growth HLS Fund | | | | | | | |
Class IA | | | | | | | |
Shares Sold | 811,652 | | $ 21,520,278 | | 1,944,732 | | $ 45,345,538 |
Shares Redeemed | (2,431,596) | | (63,634,262) | | (3,863,762) | | (90,872,333) |
Net Increase (Decrease) | (1,619,944) | | (42,113,984) | | (1,919,030) | | (45,526,795) |
Class IB | | | | | | | |
Shares Sold | 245,924 | | $ 6,076,510 | | 826,265 | | $ 18,140,999 |
Shares Redeemed | (613,021) | | (15,237,064) | | (1,160,707) | | (25,336,427) |
Net Increase (Decrease) | (367,097) | | (9,160,554) | | (334,442) | | (7,195,428) |
Total Net Increase (Decrease) | (1,987,041) | | $ (51,274,538) | | (2,253,472) | | $ (52,722,223) |
Small Company HLS Fund | | | | | | | |
Class IA | | | | | | | |
Shares Sold | 394,976 | | $ 6,410,561 | | 1,007,689 | | $ 14,341,000 |
Shares Redeemed | (1,926,297) | | (31,058,144) | | (4,223,323) | | (60,681,730) |
Net Increase (Decrease) | (1,531,321) | | (24,647,583) | | (3,215,634) | | (46,340,730) |
Class IB | | | | | | | |
Shares Sold | 49,807 | | $ 671,882 | | 178,421 | | $ 2,121,850 |
Shares Redeemed | (280,249) | | (3,739,904) | | (498,957) | | (5,834,193) |
Net Increase (Decrease) | (230,442) | | (3,068,022) | | (320,536) | | (3,712,343) |
Total Net Increase (Decrease) | (1,761,763) | | $ (27,715,605) | | (3,536,170) | | $ (50,053,073) |
Notes to Financial Statements – (continued)
June 30, 2024 (Unaudited)
| For the Six-Month Period Ended June 30, 2024 | | For the Year Ended December 31, 2023 |
| Shares | | Amount | | Shares | | Amount |
Stock HLS Fund | | | | | | | |
Class IA | | | | | | | |
Shares Sold | 18,282 | | $ 1,828,566 | | 79,681 | | $ 7,536,323 |
Shares Issued for Reinvested Dividends | — | | — | | 810,289 | | 75,334,720 |
Shares Redeemed | (752,137) | | (75,140,325) | | (1,630,067) | | (154,860,279) |
Net Increase (Decrease) | (733,855) | | (73,311,759) | | (740,097) | | (71,989,236) |
Class IB | | | | | | | |
Shares Sold | 4,295 | | $ 429,783 | | 14,367 | | $ 1,340,649 |
Shares Issued for Reinvested Dividends | — | | — | | 70,725 | | 6,552,438 |
Shares Redeemed | (85,247) | | (8,477,779) | | (174,534) | | (16,536,596) |
Net Increase (Decrease) | (80,952) | | (8,047,996) | | (89,442) | | (8,643,509) |
Total Net Increase (Decrease) | (814,807) | | $ (81,359,755) | | (829,539) | | $ (80,632,745) |
Total Return Bond HLS Fund | | | | | | | |
Class IA | | | | | | | |
Shares Sold | 9,026,142 | | $ 85,695,757 | | 15,176,034 | | $ 142,684,898 |
Shares Issued for Reinvested Dividends | — | | — | | 6,106,117 | | 55,199,293 |
Shares Redeemed | (12,597,607) | | (119,789,876) | | (23,541,416) | | (219,847,805) |
Net Increase (Decrease) | (3,571,465) | | (34,094,119) | | (2,259,265) | | (21,963,614) |
Class IB | | | | | | | |
Shares Sold | 578,745 | | $ 5,465,682 | | 531,491 | | $ 4,956,536 |
Shares Issued for Reinvested Dividends | — | | — | | 592,611 | | 5,333,502 |
Shares Redeemed | (1,355,118) | | (12,812,143) | | (2,673,019) | | (24,801,905) |
Net Increase (Decrease) | (776,373) | | (7,346,461) | | (1,548,917) | | (14,511,867) |
Total Net Increase (Decrease) | (4,347,838) | | $ (41,440,580) | | (3,808,182) | | $ (36,475,481) |
Ultrashort Bond HLS Fund | | | | | | | |
Class IA | | | | | | | |
Shares Sold | 1,420,404 | | $ 14,827,117 | | 2,730,430 | | $ 27,707,145 |
Shares Issued for Reinvested Dividends | — | | — | | 646,911 | | 6,533,801 |
Shares Redeemed | (3,536,016) | | (36,997,503) | | (9,506,009) | | (96,390,807) |
Net Increase (Decrease) | (2,115,612) | | (22,170,386) | | (6,128,668) | | (62,149,861) |
Class IB | | | | | | | |
Shares Sold | 458,574 | | $ 4,781,286 | | 738,435 | | $ 7,486,454 |
Shares Issued for Reinvested Dividends | — | | — | | 77,828 | | 786,067 |
Shares Redeemed | (1,029,592) | | (10,746,667) | | (1,895,524) | | (19,186,563) |
Net Increase (Decrease) | (571,018) | | (5,965,381) | | (1,079,261) | | (10,914,042) |
Total Net Increase (Decrease) | (2,686,630) | | $ (28,135,767) | | (7,207,929) | | $ (73,063,903) |
11. | Line of Credit: |
| Each Fund participates in a committed line of credit pursuant to a credit agreement dated February 29, 2024. 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 certain fees, such as a commitment fee. From January 1, 2024 through February 29, 2024, the Funds (together with certain other Hartford Funds) had a similar agreement that enabled them to participate in a $350 million committed line of credit. The fees incurred by the Funds in connection with the committed lines of credit during the period appear in the Statements of Operations under "Other expenses." During and as of the six-month period ended June 30, 2024, none of the Funds had borrowings under these facilities. |
12. | Indemnifications: |
| Under the 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, the Company, on behalf of each Fund, may enter into contracts that contain a variety of indemnifications. The Company’s maximum exposure under these arrangements is unknown. However, as of the date of these financial statements, the Company has not had prior claims or losses pursuant to these contracts and expects the risk of loss to be remote. |
Notes to Financial Statements – (continued)
June 30, 2024 (Unaudited)
13. | Subsequent Events: |
| Management has evaluated all subsequent transactions and events through the date on which these financial statements were issued and has determined that no additional items require disclosure in these financial statements. |
Item 8. Changes in and Disagreements with Accountants for Open-End Management Investment Companies.
Not applicable. There were no changes in or disagreements with accountants during the period.
Item 9. Proxy Disclosures for Open-End Management Investment Companies.
Not applicable. There were no matters submitted to a vote of shareholders during the period.
Item 10. Remuneration Paid to Directors, Officers, and Others of Open-End Management Investment Companies.
The response to this item is included under Item 7 of this form.
Item 11. Statement Regarding Basis for Approval of Investment Advisory Contract.
Approval of Investment Management and Investment Sub-Advisory Agreements for Hartford Small Cap Growth HLS Fund (Unaudited)
Hartford Series Fund, Inc.
Hartford Small Cap Growth HLS Fund (the “Fund”)
The Fund is a newly-organized investment portfolio of Hartford Series Fund, Inc. (the “Company”) and successor to a corresponding series of Hartford HLS Series Fund II, Inc. (the “Predecessor Fund”) pursuant to a reorganization consummated immediately before the opening of business on April 29, 2024 (the “Reorganization”). The Fund has an investment objective and strategy that are the same as those of its Predecessor Fund. The Reorganization was designed to create operational and administrative efficiencies by having all of the Hartford HLS Funds under the same registrant.
Section 15(c) of the Investment Company Act of 1940, as amended (the “1940 Act”), requires that each mutual fund’s board of directors, including a majority of those directors who are not “interested persons” of the mutual fund, as defined in the 1940 Act (the “Independent Directors”), annually review and consider the continuation of the mutual fund’s investment advisory and sub-advisory agreements. At its meeting held on February 13-14, 2024, the Board of Directors (the “Board”) of the Company, including each of the Independent Directors, unanimously voted to approve (i) an amendment to the investment management agreement (the “Management Agreement”) by and between the Company, on behalf of the Fund, and Hartford Funds Management Company, LLC (“HFMC”); and (ii) an amendment to the investment sub-advisory agreement (the “Sub-Advisory Agreement” and together with the Management Agreement, the “Agreements”) between HFMC and the Fund’s sub-adviser, Wellington Management Company LLP (the “Sub-adviser,” and together with HFMC, the “Advisers”), on behalf of the Fund. The purpose of the amendments was to add the Fund to the Agreements in connection with the Reorganization.
In determining whether to approve the Agreements, the Board considered the materials and presentations by Fund officers and representatives of HFMC received at the Board’s meeting on February 13-14, 2024 concerning the Agreements as well as the Reorganization. The Board noted that the terms of the Agreements, including the fees and expenses, and the nature, extent and quality of services provided by the Advisers are the same as those of the Predecessor Fund. The Board noted that it had previously considered comprehensive information and materials that were provided to the Board in connection with the Board’s annual review of the Predecessor Fund’s corresponding agreements at its June 13-14, 2023 and September 6-7, 2023 meetings, as described in the “Approval of Investment Management and Investment Sub-Advisory Agreements” section included in the Predecessor Fund’s annual report for the year ended December 31, 2023. In particular, in connection with the annual approval of the Predecessor Fund’s corresponding agreements, the Board considered information relating to (i) the nature, extent and quality of services provided by the Advisers; (ii) the performance of the Predecessor Fund and the Advisers; (iii) costs of the services and profitability of the Advisers; (iv) comparisons of fees and services provided by the Advisers; (v) economies of scale; and (vi) other benefits to be realized by the Advisers and their affiliates. The Board noted that, at its September 6-7, 2023 meeting, it had approved the continuation of the Predecessor Fund’s agreements for an additional year.
The Board considered information confirming that there will be no differences between the Fund and the Predecessor Fund with respect to (i) the investment process or strategies employed in the management of the Fund’s assets; (ii) the fees and expenses paid by the Fund’s shareholders; (iii) the nature, extent and quality of services provided to the Fund; or (iv) the day-to-day management of the Fund or the persons primarily responsible for such management.
The Board considered that there had been no material adverse change in the financial condition of HFMC or the Sub-adviser since the September 6-7, 2023 Board meeting. The Board also noted that there were no material increases in profitability levels with respect to the Fund as compared to those provided in connection with the Board’s annual review of the investment management and sub-advisory agreements with respect to the Predecessor Fund. The Board further considered that there were no material updates to the economies of scale analysis performed by the Advisers in connection with the Board’s annual review of the Agreements. The Board also noted that there were no material updates to the Advisers’ analysis of the benefits to the Advisers and their affiliates from their relationships with the Predecessor Fund and that such analysis is applicable to the Fund.
* * * *
Based upon the review of the factors summarized above, among others, the Board concluded that it is in the best interests of the Fund and its shareholders for the Board to approve the Agreements. In reaching this decision, the Board did not assign relative weights to the factors discussed above or deem any one or group of them to be controlling in and of themselves.
Series of Hartford Series Fund, 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 Funds. 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.
The information cannot be used or relied upon for the purpose of avoiding IRS penalties. These materials are not intended to provide tax, accounting or legal advice. As with all matters of a tax or legal nature, you should consult your own tax or legal counsel for advice.
Investors should carefully consider a Fund’s investment objectives, risks, charges and expenses. This and other important information is contained in the 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.
HLSSAR24 08/24 Printed in the U.S.A.
Item 12. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.
Not applicable.
Item 13. Portfolio Managers of Closed-End Management Investment Companies.
Not applicable.
Item 14. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.
Not applicable.
Item 15. 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, where those changes were implemented after the registrant last provided disclosure in response to the requirements of Item 407(c)(2)(iv) of Regulation S-K (17 CFR 229.407) (as required by Item 22(b)(15) of Schedule 14A (17 CFR 240.14a-101)), or this Item.
Item 16. 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 are reasonably likely to materially affect, the registrant’s internal control over financial reporting. |
Item 17. Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.
Not applicable.
Item 18. Recovery of Erroneously Awarded Compensation.
Not applicable.
Item 19. Exhibits.
(a)(1) Not applicable
(a)(2) Not applicable
(a)(3) Separate certifications for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the 1940 Act (17 CFR 270.30a-2(a)) and Section 302 of the Sarbanes-Oxley Act of 2002 are attached hereto.
(a)(4) Not applicable
(a)(5) Not applicable
(b) Certifications pursuant to Rule 30a-2(b) under the 1940 Act and Section 906 of the Sarbanes-Oxley Act of 2002 are attached hereto.
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.
| | | | | | |
| | | | HARTFORD SERIES FUND, INC. |
| | | |
Date: August 26, 2024 | | | | 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: August 26, 2024 | | | | By: | | /s/ James E. Davey |
| | | | | | James E. Davey |
| | | | | | President and Chief Executive Officer |
| | | |
Date: August 26, 2024 | | | | By: | | /s/ Ankit Puri |
| | | | | | Ankit Puri |
| | | | | | Treasurer |
| | | | | | (Principal Financial Officer and Principal Accounting Officer) |