UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORMN-CSR
CERTIFIED SHAREHOLDER REPORT OF REGISTERED MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number:811-08629
HARTFORD SERIES FUND, INC.
(Exact name of registrant as specified in charter)
690 Lee Road, Wayne, Pennsylvania 19087
(Address of Principal Executive Offices) (Zip Code)
Thomas R. Phillips, Esquire
Hartford Funds Management Company, LLC
690 Lee Road
Wayne, Pennsylvania 19087
(Name and Address of Agent for Service)
Registrant’s telephone number, including area code: (610)386-4068
Date of fiscal year end: December 31
Date of reporting period: June 30, 2019
FormN-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 underRule 30e-1 under the Investment Company Act of 1940 (17 CFR270.30e-1). The Commission may use the information provided on FormN-CSR in its regulatory, disclosure review, inspection, and policymaking roles.
A registrant is required to disclose the information specified by FormN-CSR, and the Commission will make this information public. A registrant is not required to respond to the collection of information contained in FormN-CSR unless the Form displays a currently valid Office of Management and Budget (“OMB”) control number. Please direct comments concerning the accuracy of the information collection burden estimate and any suggestions for reducing the burden to Secretary, Securities and Exchange Commission, 100 F Street, NE, Washington, DC 20549. The OMB has reviewed this collection of information under the clearance requirements of 44 U.S.C. § 3507.
Item 1. Reports to Stockholders.
Hartford HLS Funds
Semi-Annual Report
June 30, 2019 (Unaudited)
∎ | | Hartford Balanced HLS Fund |
∎ | | Hartford Capital Appreciation HLS Fund |
∎ | | Hartford Disciplined Equity HLS Fund |
∎ | | Hartford Dividend and Growth HLS Fund |
∎ | | Hartford Global Growth HLS Fund |
∎ | | Hartford Growth Opportunities HLS Fund |
∎ | | Hartford Healthcare HLS Fund |
∎ | | Hartford High Yield HLS Fund |
∎ | | Hartford International Opportunities HLS Fund |
∎ | | Hartford MidCap HLS Fund |
∎ | | Hartford MidCap Growth HLS Fund* |
∎ | | Hartford MidCap Value HLS Fund |
∎ | | Hartford Small Cap Growth HLS Fund |
∎ | | Hartford Small Company HLS Fund |
∎ | | Hartford Stock HLS Fund |
∎ | | Hartford Total Return Bond HLS Fund |
∎ | | Hartford Ultrashort Bond HLS Fund |
∎ | | Hartford U.S. Government Securities HLS Fund |
∎ | | Hartford Value HLS Fund |
* | | Prior to November 1, 2018, the Hartford MidCap Growth HLS Fund was known as the Hartford Small/Mid Cap Equity HLS Fund |
Beginning on January 1, 2021, as permitted by regulations adopted by the Securities and Exchange Commission, paper copies of each Fund’s shareholder reports like this one will no longer be sent by mail, unless you specifically request paper copies of the reports from the insurance company that offers your variable insurance contract, retirement plan or pension plan or from your financial intermediary, such as a broker-dealer or bank. Instead, the reports will be made available on the Funds’ website (www.hartfordfunds.com). You will be notified by mail each time a report is posted and provided with a website link to access the report. You may at any time elect to receive paper copies of all shareholder reports free of charge by contacting your financial intermediary or your insurance company. Your election to receive reports in paper will apply to all Hartford Funds available under your contract or plan and may apply to all funds held through your financial intermediary. If you previously elected to receive shareholder reports and other communications electronically, you will not be affected by this change and you need not take any action. You may elect to receive shareholder reports and other communications electronically anytime by contacting your financial intermediary.
A MESSAGE FROM THE PRESIDENT
Dear Shareholders:
Thank you for investing in Hartford HLS Funds. The following is the Funds’ Semi-Annual Report that covers the period from January 1, 2019 through June 30, 2019.
Market Review
During the six months ended June 30, 2019, U.S. stocks, as measured by the S&P 500 Index (the “Index”),1 gained 18.54%.
The strong returns for the period were noteworthy because, despite volatility, the Index closed the first half of 2019 at 2,942 – just shy of 1% from itsall-time high. In fact, this was the strongest first half for the Index in more than 20 years.
According to the National Bureau of Economic Research, June 30, 2019 marked a significant milestone – 120 consecutive months of U.S. economic expansion. The expansion began in June 2009, and it matches the previous record expansion from March 1991 to March 2001. In addition, the unemployment rate remains low, long-stagnant wages are now rising, and interest rates appear to be holding steady, all of which should bode well for supporting further growth.
That said, ongoing trade disputes, threats of tariffs, related supply-chain concerns, and an unpredictable political climate continue to weigh on markets and are unlikely to be resolved in the short term. Given these factors, it is reasonable to expect volatility to remain a constant for investors going forward.
We encourage you to maintain a strong relationship with your financial advisor no matter the market environment. He or she can help you proactively build a portfolio that takes market uncertainty into account, along with your unique investment goals and risk tolerances. Your financial advisor can help you find a fit within our family of funds as you work toward those goals.
Thank you again for investing in Hartford HLS Funds. For the mostup-to-date information on our funds, please take advantage of all the resources available at hartfordfunds.com.
James Davey
President
Hartford HLS Funds
1 | S&P 500 Index is a market capitalization-weighted price index composed of 500 widely held common stocks. The index is unmanaged and not available for direct investment. Past performance is not indicative of future results. |
Hartford HLS Funds
Table of Contents
|
Hartford Balanced HLS Fund |
Fund Overview
June 30, 2019 (Unaudited)
| | |
Inception 3/31/1983 Sub-advised by Wellington Management Company LLP | | Investment objective – The Fund seeks long-term total return. |
Average Annual Total Returns
for the Periods Ending 6/30/19
| | | | | | | | | | | | | | | | |
| | 6 Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class IA | | | 13.47% | | | | 7.28% | | | | 6.47% | | | | 10.33% | |
Class IB | | | 13.36% | | | | 7.03% | | | | 6.22% | | | | 10.05% | |
60% S&P 500 Index/ 35% Bloomberg Barclays Government/Credit Bond Index/ 5% ICE BofAML US3-Month Treasury Bill Index2 | | | 13.66% | | | | 9.80% | | | | 7.70% | | | | 10.39% | |
S&P 500 Index | | | 18.54% | | | | 10.42% | | | | 10.71% | | | | 14.70% | |
Bloomberg Barclays Government/Credit Bond Index | | | 6.90% | | | | 8.52% | | | | 3.11% | | | | 4.09% | |
ICE BofAML US3-Month Treasury Bill Index | | | 1.24% | | | | 2.31% | | | | 0.87% | | | | 0.49% | |
2 | Calculated by Hartford Funds Management Company, LLC |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recentmonth-end, please visit our website www.hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on June 30, 2019, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
Performance information may reflect historical or current waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.
As shown in the Fund’s current prospectus, the gross expense ratios are as follows: 0.66% (Class IA) and 0.91% (Class IB). The net expense ratios as shown in the Fund’s current prospectus are as follows: 0.63% (Class IA) and 0.88% (Class IB). Gross expenses do not reflect fee waiver arrangements. Net expenses reflect such arrangements, which remain in effect until April 30, 2020 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2019.
The table does not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance.
The Fund is closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.
Important Risks
Investing involves risk, including the possible loss of principal. The Fund seeks to achieve its investment objective by allocating assets among different asset classes. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies.•Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments.•Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk.
As interest rates rise, bond prices generally fall.•Mortgage related- and asset-backed securities’ risks include credit, interest-rate, prepayment, and extension risk.•Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government.
Composition by Security Type(1)
as of June 30, 2019
| | | | |
Category | | Percentage of Net Assets | |
Equity Securities | | | | |
Common Stocks | | | 65.7 | % |
| | | | |
Total | | | 65.7 | % |
| | | | |
Fixed Income Securities | | | | |
Asset & Commercial Mortgage Backed Securities | | | 3.0 | % |
Corporate Bonds | | | 17.5 | |
Foreign Government Obligations | | | 0.5 | |
Municipal Bonds | | | 0.8 | |
U.S. Government Agencies | | | 1.1 | |
U.S. Government Securities | | | 10.6 | |
| | | | |
Total | | | 33.5 | % |
| | | | |
Short-Term Investments | | | 0.7 | |
Other Assets & Liabilities | | | 0.1 | |
| | | | |
Total | | | 100.0 | % |
| | | | |
(1) | For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
|
Hartford Capital Appreciation HLS Fund |
Fund Overview
June 30, 2019 (Unaudited)
| | |
Inception 4/02/1984 Sub-advised by Wellington Management Company LLP | | Investment objective – The Fund seeks growth of capital. |
Average Annual Total Returns
for the Periods Ending 6/30/19
| | | | | | | | | | | | | | | | |
| | 6 Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class IA | | | 21.48% | | | | 9.46% | | | | 8.39% | | | | 12.96% | |
Class IB | | | 21.33% | | | | 9.20% | | | | 8.12% | | | | 12.68% | |
Class IC | | | 21.19% | | | | 8.93% | | | | 7.85% | | | | 12.40% | |
Russell 3000 Index | | | 18.71% | | | | 8.98% | | | | 10.19% | | | | 14.67% | |
S&P 500 Index | | | 18.54% | | | | 10.42% | | | | 10.71% | | | | 14.70% | |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recentmonth-end, please visit our website www.hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on June 30, 2019, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
Class IC shares commenced operations on April 30, 2014. Class IC shares performance prior to that date reflects Class IA shares performance adjusted to reflect the12b-1 fee of 0.25% and the administrative services fee of 0.25% applicable to Class IC shares. The performance after such date reflects actual Class IC shares performance.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
As shown in the Fund’s current prospectus, the total annual fund operating expense ratios for Class IA, Class IB and Class IC were 0.67%, 0.92% and 1.17%, respectively. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2019.
The table does not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance.
The Fund is closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.
Important Risks
Investing involves risk, including the possible loss of principal. The Fund seeks to achieve its investment objective by allocating assets among different asset classes and/or portfolio management teams. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies.•Small- andmid-cap securities can have greater risks and volatility thanlarge-cap securities.•Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks are generally greater for investments in emerging markets.•The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur.
Composition by Sector(1)
as of June 30, 2019
| | | | |
Sector | | Percentage of Net Assets | |
Equity Securities | | | | |
Communication Services | | | 6.5 | % |
Consumer Discretionary | | | 12.7 | |
Consumer Staples | | | 8.3 | |
Energy | | | 2.9 | |
Financials | | | 10.6 | |
Health Care | | | 18.0 | |
Industrials | | | 12.2 | |
Information Technology | | | 16.1 | |
Materials | | | 3.4 | |
Real Estate | | | 6.0 | |
Utilities | | | 2.6 | |
| | | | |
Total | | | 99.3 | % |
| | | | |
Short-Term Investments | | | 1.1 | |
Other Assets & Liabilities | | | (0.4 | ) |
| | | | |
Total | | | 100.0 | % |
| | | | |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
|
Hartford Disciplined Equity HLS Fund |
Fund Overview
June 30, 2019 (Unaudited)
| | |
Inception 5/29/1998 Sub-advised by Wellington Management Company LLP | | Investment objective – The Fund seeks growth of capital. |
Average Annual Total Returns
for the Periods Ending 6/30/19
| | | | | | | | | | | | | | | | |
| | 6 Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class IA | | | 19.87% | | | | 13.29% | | | | 11.94% | | | | 15.30% | |
Class IB | | | 19.72% | | | | 12.98% | | | | 11.66% | | | | 15.02% | |
S&P 500 Index | | | 18.54% | | | | 10.42% | | | | 10.71% | | | | 14.70% | |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recentmonth-end, please visit our website www.hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on June 30, 2019, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
As shown in the Fund’s current prospectus, the total annual fund operating expense ratios for Class IA and Class IB were 0.78% and 1.03%, respectively. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2019.
The table does not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance.
The Fund is closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies.
Composition by Sector(1)
as of June 30, 2019
| | | | |
Sector | | Percentage of Net Assets | |
Equity Securities | | | | |
Communication Services | | | 7.6 | % |
Consumer Discretionary | | | 9.0 | |
Consumer Staples | | | 10.6 | |
Energy | | | 1.9 | |
Financials | | | 13.6 | |
Health Care | | | 16.4 | |
Industrials | | | 10.1 | |
Information Technology | | | 20.9 | |
Materials | | | 2.1 | |
Real Estate | | | 2.2 | |
Utilities | | | 4.9 | |
| | | | |
Total | | | 99.3 | % |
| | | | |
Short-Term Investments | | | 0.5 | |
Other Assets & Liabilities | | | 0.2 | |
| | | | |
Total | | | 100.0 | % |
| | | | |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
|
Hartford Dividend and Growth HLS Fund |
Fund Overview
June 30, 2019 (Unaudited)
| | |
Inception 3/09/1994 Sub-advised by Wellington Management Company LLP | | Investment objective – The Fund seeks a high level of current income consistent with growth of capital. |
Average Annual Total Returns
for the Periods Ending 6/30/19
| | | | | | | | | | | | | | | | |
| | 6 Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class IA | | | 15.57% | | | | 10.07% | | | | 8.97% | | | | 13.24% | |
Class IB | | | 15.39% | | | | 9.80% | | | | 8.69% | | | | 12.95% | |
S&P 500 Index | | | 18.54% | | | | 10.42% | | | | 10.71% | | | | 14.70% | |
Russell 1000 Value Index | | | 16.24% | | | | 8.46% | | | | 7.46% | | | | 13.19% | |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recentmonth-end, please visit our website www.hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on June 30, 2019, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
As shown in the Fund’s current prospectus, the total annual fund operating expense ratios for Class IA and Class IB were 0.68% and 0.93%, respectively. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2019.
The table does not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance.
The Fund is closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies.•Fordividend-paying stocks, dividends are not guaranteed and may decrease without notice.•Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments.
Composition by Sector(1)
as of June 30, 2019
| | | | |
Sector | | Percentage of Net Assets | |
Equity Securities | | | | |
Communication Services | | | 9.2 | % |
Consumer Discretionary | | | 5.7 | |
Consumer Staples | | | 5.8 | |
Energy | | | 8.0 | |
Financials | | | 20.5 | |
Health Care | | | 14.3 | |
Industrials | | | 9.2 | |
Information Technology | | | 14.2 | |
Materials | | | 3.9 | |
Real Estate | | | 2.7 | |
Utilities | | | 4.8 | |
| | | | |
Total | | | 98.3 | % |
| | | | |
Short-Term Investments | | | 1.7 | |
Other Assets & Liabilities | | | 0.0 | * |
| | | | |
Total | | | 100.0 | % |
| | | | |
* | Percentage rounds to zero. |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
|
Hartford Global Growth HLS Fund |
Fund Overview
June 30, 2019 (Unaudited)
| | |
Inception 9/30/1998 Sub-advised by Wellington Management Company LLP | | Investment objective – The Fund seeks growth of capital. |
Average Annual Total Returns
for the Periods Ending 6/30/19
| | | | | | | | | | | | | | | | |
| | 6 Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class IA | | | 22.74% | | | | 9.44% | | | | 11.90% | | | | 14.24% | |
Class IB | | | 22.61% | | | | 9.16% | | | | 11.62% | | | | 13.95% | |
MSCI World Growth Index (Net) | | | 21.12% | | | | 8.43% | | | | 9.09% | | | | 12.21% | |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recentmonth-end, please visit our website www.hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on June 30, 2019, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
As shown in the Fund’s current prospectus, the total annual fund operating expense ratios for Class IA and Class IB were 0.80% and 1.05%, respectively. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2019.
The table does not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance.
The Fund is closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.
Important Risks
Investing involves risk, including the possible loss of principal. The Fund seeks to achieve its investment objective by allocating assets among different portfolio management teams. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies.•Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets.•Mid-cap securities can have greater risk and volatility thanlarge-cap securities.•Different investment styles may go in and out of favor, which may cause the Fund to underperform the broader stock market.
Composition by Country(1)
as of June 30, 2019
| | | | |
Country | | Percentage of Net Assets | |
Bermuda | | | 0.6 | % |
Canada | | | 1.4 | |
China | | | 3.5 | |
France | | | 1.5 | |
Germany | | | 1.2 | |
Hong Kong | | | 1.3 | |
India | | | 0.6 | |
Ireland | | | 1.1 | |
Italy | | | 1.3 | |
Japan | | | 2.6 | |
Netherlands | | | 1.2 | |
Portugal | | | 0.5 | |
Russia | | | 0.6 | |
Sweden | | | 1.7 | |
Switzerland | | | 5.2 | |
Taiwan | | | 1.0 | |
United Kingdom | | | 4.9 | |
United States | | | 68.7 | |
Short-Term Investments | | | 1.0 | |
Other Assets & Liabilities | | | 0.1 | |
| | | | |
Total | | | 100.0 | % |
| | | | |
(1) | The table above is based on Bloomberg’s country of risk classifications. For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
|
Hartford Growth Opportunities HLS Fund |
Fund Overview
June 30, 2019 (Unaudited)
| | |
Inception 3/24/1987 Sub-advised by Wellington Management Company LLP | | Investment objective – The Fund seeks capital appreciation. |
Average Annual Total Returns
for the Periods Ending 6/30/19
| | | | | | | | | | | | | | | | |
| | 6 Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class IA | | | 28.56% | | | | 12.62% | | | | 14.89% | | | | 17.27% | |
Class IB | | | 28.39% | | | | 12.34% | | | | 14.61% | | | | 16.97% | |
Class IC | | | 28.24% | | | | 12.06% | | | | 14.32% | | | | 16.69% | |
Russell 3000 Growth Index | | | 21.41% | | | | 10.60% | | | | 13.02% | | | | 16.13% | |
Russell 1000 Growth Index | | | 21.49% | | | | 11.56% | | | | 13.39% | | | | 16.28% | |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recentmonth-end, please visit our website www.hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on June 30, 2019, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
Class IC shares commenced operations on April 30, 2014. Class IC shares performance prior to that date reflects Class IA shares performance adjusted to reflect the12b-1 fee of 0.25% and the administrative services fee of 0.25% applicable to Class IC shares. The performance after such date reflects actual Class IC shares performance.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
As shown in the Fund’s current prospectus, the total annual fund operating expense ratios for Class IA, Class IB and Class IC were 0.65%, 0.90% and 1.15%, respectively. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2019.
The table does not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance.
The Fund is closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies.•Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments.•Mid-cap securities can have greater risk and volatility thanlarge-cap securities.•The Fund’s focus on investments in particular sectorsmay increase its volatility and risk of loss if adverse developments occur.•Different investment styles may go in and out of favor, which may cause the Fund to underperform the broader stock market.
Composition by Sector(1)
as of June 30, 2019
| | | | |
Sector | | Percentage of Net Assets | |
Equity Securities | | | | |
Communication Services | | | 13.3 | % |
Consumer Discretionary | | | 19.6 | |
Consumer Staples | | | 3.9 | |
Financials | | | 3.0 | |
Health Care | | | 19.3 | |
Industrials | | | 7.3 | |
Information Technology | | | 29.5 | |
Real Estate | | | 1.0 | |
| | | | |
Total | | | 96.9 | % |
| | | | |
Short-Term Investments | | | 2.9 | |
Other Assets & Liabilities | | | 0.2 | |
| | | | |
Total | | | 100.0 | % |
| | | | |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
|
Hartford Healthcare HLS Fund |
Fund Overview
June 30, 2019 (Unaudited)
| | |
Inception 5/01/2000 Sub-advised by Wellington Management Company LLP | | Investment objective – The Fund seeks long-term capital appreciation. |
Average Annual Total Returns
for the Periods Ending 6/30/19
| | | | | | | | | | | | | | | | |
| | 6 Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class IA | | | 16.20% | | | | 7.04% | | | | 10.19% | | | | 16.76% | |
Class IB | | | 16.10% | | | | 6.76% | | | | 9.91% | | | | 16.46% | |
S&P Composite 1500 Health Care Index | | | 8.40% | | | | 12.00% | | | | 11.03% | | | | 15.99% | |
S&P 500 Index | | | 18.54% | | | | 10.42% | | | | 10.71% | | | | 14.70% | |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recentmonth-end, please visit our website www.hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on June 30, 2019, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
As shown in the Fund’s current prospectus, the total annual fund operating expense ratios for Class IA and Class IB were 0.89% and 1.14%, respectively. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2019.
The table does not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance.
The Fund is closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies.•Risks of focusing investments on thehealthcare related sector include regulatory and legal developments, patent considerations, intense competitive pressures, rapid technological changes, potential product obsolescence, and liquidity risk.•Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets.•Small- andmid-cap securities can have greater risk and volatility thanlarge-cap securities.
Composition by Subsector(1)
as of June 30, 2019
| | | | |
Subsector | | Percentage of Net Assets | |
Equity Securities | | | | |
Biotechnology | | | 25.1 | % |
Health Care Equipment & Supplies | | | 23.6 | |
Health Care Providers & Services | | | 16.3 | |
Health Care Technology | | | 1.4 | |
Life Sciences Tools & Services | | | 6.9 | |
Pharmaceuticals | | | 25.4 | |
| | | | |
Total | | | 98.7 | % |
| | | | |
Short-Term Investments | | | 4.5 | |
Other Assets & Liabilities | | | (3.2 | ) |
| | | | |
Total | | | 100.0 | % |
| | | | |
(1) | For Fund compliance purposes, the Fund may not use the same classification system. These subsector classifications are used for financial reporting purposes. |
|
Hartford High Yield HLS Fund |
Fund Overview
June 30, 2019 (Unaudited)
| | |
Inception 9/30/1998 Sub-advised by Wellington Management Company LLP | | Investment objective – The Fund seeks to provide high current income, and long-term total return. |
Average Annual Total Returns
for the Periods Ending 6/30/19
| | | | | | | | | | | | | | | | |
| | 6 Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class IA | | | 10.07% | | | | 6.80% | | | | 3.98% | | | | 8.90% | |
Class IB | | | 9.97% | | | | 6.61% | | | | 3.73% | | | | 8.64% | |
Bloomberg Barclays U.S. Corporate High Yield Bond Index | | | 9.94% | | | | 7.48% | | | | 4.70% | | | | 9.24% | |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recentmonth-end, please visit our website www.hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on June 30, 2019, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
Performance information prior to March 5, 2012 represents performance of the Fund’s previoussub-adviser, Hartford Investment Management Company (“HIMCO”). As of March 5, 2012 HIMCO no longer served as thesub-adviser to the Fund.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
As shown in the Fund’s current prospectus, the total annual fund operating expense ratios for Class IA and Class IB were 0.78% and 1.03%, respectively. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2019.
The table does not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance.
The Fund is closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies.•Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall.•Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities.•Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk.•Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets.•Restricted securities may be more difficult to sell and price than other securities.
Composition by Security Type(1)
as of June 30, 2019
| | | | |
Category | | Percentage of Net Assets | |
Equity Securities | | | | |
Common Stocks | | | 0.9 | % |
Escrows | | | 0.4 | |
| | | | |
Total | | | 1.3 | % |
| | | | |
Fixed Income Securities | | | | |
Convertible Bonds | | | 0.6 | % |
Corporate Bonds | | | 90.4 | |
Senior Floating Rate Interests | | | 5.8 | |
| | | | |
Total | | | 96.8 | % |
| | | | |
Short-Term Investments | | | 2.1 | |
Other Assets & Liabilities | | | (0.2 | ) |
| | | | |
Total | | | 100.0 | % |
| | | | |
(1) | For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
|
Hartford International Opportunities HLS Fund |
Fund Overview
June 30, 2019 (Unaudited)
| | |
Inception 7/02/1990 Sub-advised by Wellington Management Company LLP | | Investment objective – The Fund seeks long-term growth of capital. |
Average Annual Total Returns
for the Periods Ending 6/30/19
| | | | | | | | | | | | | | | | |
| | 6 Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class IA | | | 18.76% | | | | -0.01% | | | | 3.01% | | | | 7.87% | |
Class IB | | | 18.59% | | | | -0.28% | | | | 2.74% | | | | 7.60% | |
MSCI All Country World (ACWI) ex USA Index (Net) | | | 13.60% | | | | 1.29% | | | | 2.16% | | | | 6.54% | |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recentmonth-end, please visit our website www.hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on June 30, 2019, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
As shown in the Fund’s current prospectus, the total annual fund operating expense ratios for Class IA and Class IB were 0.73% and 0.98%, respectively. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2019.
The table does not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance.
The Fund is closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies.•Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets.•Mid-cap securities can have greater risks and volatility thanlarge-cap securities.•The Fund’s focus on investments in particular sectors, geographic regions or countries may increase its volatility and risk of loss if adverse developments occur.
Composition by Sector(1)
as of June 30, 2019
| | | | |
Sector | | Percentage of Net Assets | |
Equity Securities | | | | |
Communication Services | | | 8.9 | % |
Consumer Discretionary | | | 10.8 | |
Consumer Staples | | | 8.3 | |
Energy | | | 5.7 | |
Financials | | | 17.2 | |
Health Care | | | 11.0 | |
Industrials | | | 15.1 | |
Information Technology | | | 7.4 | |
Materials | | | 3.1 | |
Real Estate | | | 5.2 | |
Utilities | | | 4.6 | |
| | | | |
Total | | | 97.3 | % |
| | | | |
Short-Term Investments | | | 3.0 | |
Other Assets & Liabilities | | | (0.3 | ) |
| | | | |
Total | | | 100.0 | % |
| | | | |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
Fund Overview
June 30, 2019 (Unaudited)
| | |
Inception 7/14/1997 Sub-advised by Wellington Management Company LLP | | Investment objective – The Fund seeks long-term growth of capital. |
Average Annual Total Returns
for the Periods Ending 6/30/19
| | | | | | | | | | | | | | | | |
| | 6 Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class IA | | | 26.03% | | | | 8.50% | | | | 10.59% | | | | 15.65% | |
Class IB | | | 25.84% | | | | 8.24% | | | | 10.32% | | | | 15.36% | |
S&P MidCap 400 Index | | | 17.97% | | | | 1.36% | | | | 8.02% | | | | 14.64% | |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recentmonth-end, please visit our website www.hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on June 30, 2019, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
As shown in the Fund’s current prospectus, the total annual fund operating expense ratios for Class IA and Class IB were 0.69% and 0.94%, respectively. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2019.
The table does not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance.
The Fund is closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies.•Mid-cap securities can have greater risk and volatility thanlarge-cap securities.•The Fund’s focus on investments in particular sectorsmay increase its volatility and risk of loss if adverse developments occur.
Composition by Sector(1)
as of June 30, 2019
| | | | |
Sector | | Percentage of Net Assets | |
Equity Securities | | | | |
Communication Services | | | 1.6 | % |
Consumer Discretionary | | | 9.5 | |
Energy | | | 1.1 | |
Financials | | | 13.2 | |
Health Care | | | 19.8 | |
Industrials | | | 17.8 | |
Information Technology | | | 29.4 | |
Materials | | | 2.9 | |
Real Estate | | | 1.9 | |
Utilities | | | 2.6 | |
| | | | |
Total | | | 99.8 | % |
| | | | |
Short-Term Investments | | | 0.6 | |
Other Assets & Liabilities | | | (0.4 | ) |
| | | | |
Total | | | 100.0 | % |
| | | | |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
|
Hartford MidCap Growth HLS Fund(formerly, Hartford Small/Mid Cap Equity HLS Fund) |
Fund Overview
June 30, 2019 (Unaudited)
| | |
Inception 5/01/1998 Sub-advised by Wellington Management Company LLP | | Investment objective – The Fund seeks long-term growth of capital. |
Average Annual Total Returns
for the Periods Ending 6/30/19
| | | | | | | | | | | | | | | | |
| | 6 Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class IA | | | 27.75% | | | | 10.40% | | | | 8.12% | | | | 14.33% | |
Class IB | | | 27.53% | | | | 10.05% | | | | 7.83% | | | | 14.03% | |
Russell Midcap Growth Index | | | 26.08% | | | | 13.94% | | | | 11.10% | | | | 16.02% | |
Russell 2500 Index | | | 19.25% | | | | 1.77% | | | | 7.66% | | | | 14.44% | |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recentmonth-end, please visit our website www.hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on June 30, 2019, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
Performance information prior to June 4, 2012 represents performance of the Fund’s previoussub-adviser, Hartford Investment Management Company (“HIMCO”). As of June 4, 2012, HIMCO no longer served as thesub-adviser to the Fund.
Performance information prior to November 1, 2018, includes the Fund’s performance when it pursued different strategies. For more information, please see the Fund’s statutory prospectus.
Effective November 1, 2018, the Fund changed its benchmark to the Russell Midcap Growth Index from the Russell 2500 Index because Hartford Funds Management Company, LLC believes it better reflects the Fund’s revised investment strategy.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
As shown in the Fund’s current prospectus, the total annual fund operating expense ratios for Class IA and Class IB were 0.91% and 1.16%, respectively. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2019.
The table does not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance.
The Fund is closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies.•Mid-cap securities can have greater risk and volatility thanlarge-cap securities.•Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments.•The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur.•Different investment styles may go in and out of favor, which may cause the Fund to underperform the broader stock market.
Composition by Sector(1)
as of June 30, 2019
| | | | |
Sector | | Percentage of Net Assets | |
Equity Securities | | | | |
Communication Services | | | 3.9 | % |
Consumer Discretionary | | | 23.4 | |
Financials | | | 3.0 | |
Health Care | | | 18.0 | |
Industrials | | | 13.5 | |
Information Technology | | | 34.3 | |
Real Estate | | | 2.9 | |
| | | | |
Total | | | 99.0 | % |
| | | | |
Short-Term Investments | | | 1.1 | |
Other Assets & Liabilities | | | (0.1 | ) |
| | | | |
Total | | | 100.0 | % |
| | | | |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
|
Hartford MidCap Value HLS Fund |
Fund Overview
June 30, 2019 (Unaudited)
| | |
Inception 4/30/2001 Sub-advised by Wellington Management Company LLP | | Investment objective – The Fund seeks long-term capital appreciation. |
Average Annual Total Returns
for the Periods Ending 6/30/19
| | | | | | | | | | | | | | | | |
| | 6 Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class IA | | | 17.42% | | | | -0.48% | | | | 4.75% | | | | 13.11% | |
Class IB | | | 17.21% | | | | -0.82% | | | | 4.48% | | | | 12.82% | |
Russell MidCap Value Index | | | 18.02% | | | | 3.68% | | | | 6.72% | | | | 14.56% | |
Russell 2500 Value Index | | | 15.26% | | | | -1.92% | | | | 5.55% | | | | 13.28% | |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recentmonth-end, please visit our website www.hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on June 30, 2019, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
Effective 3/31/19, the Russell 2500 Value Index is no longer one of the Fund’s benchmarks. Hartford Funds Management Company, LLC, the investment manager, believes that the Russell MidCap Value Index better reflects the Fund’s investment strategy.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
Performance information may reflect historical or current waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.
As shown in the Fund’s current prospectus, the gross expense ratios are as follows: 0.85% (Class IA) and 1.10% (Class IB). The net expense ratios are as shown in the Fund’s current prospectus as follows: 0.81% (Class IA) and 1.06% (Class IB). Gross expenses do not reflect fee waiver arrangements. Net expenses reflect such arrangements, which remain in effect until April 30, 2020 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2019.
The table does not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance.
The Fund is closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies.•Mid-cap securities can have greater risk and volatility thanlarge-cap securities.•Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments.•The Fund’s focus on investments in particular sectorsmay increase its volatility and risk of loss if adverse developments occur.•Different investment styles may go in and out of favor, which may cause the Fund to underperform the broader stock market.
Composition by Sector(1)
as of June 30, 2019
| | | | |
Sector | | Percentage of Net Assets | |
Equity Securities | | | | |
Communication Services | | | 3.9 | % |
Consumer Discretionary | | | 4.1 | |
Consumer Staples | | | 2.3 | |
Energy | | | 7.0 | |
Financials | | | 19.0 | |
Health Care | | | 7.4 | |
Industrials | | | 13.7 | |
Information Technology | | | 14.1 | |
Materials | | | 8.4 | |
Real Estate | | | 12.0 | |
Utilities | | | 6.9 | |
| | | | |
Total | | | 98.8 | % |
| | | | |
Short-Term Investments | | | 2.7 | |
Other Assets & Liabilities | | | (1.5 | ) |
| | | | |
Total | | | 100.0 | % |
| | | | |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
|
Hartford Small Cap Growth HLS Fund |
Fund Overview
June 30, 2019 (Unaudited)
| | |
Inception 5/02/1994 Sub-advised by Wellington Management Company LLP | | Investment objective – The Fund seeks long-term capital appreciation. |
Average Annual Total Returns
for the Periods Ending 6/30/19
| | | | | | | | | | | | | | | | |
| | 6 Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class IA | | | 23.73% | | | | 0.50% | | | | 8.68% | | | | 16.34% | |
Class IB | | | 23.58% | | | | 0.27% | | | | 8.41% | | | | 16.05% | |
Russell 2000 Growth Index | | | 20.36% | | | | -0.49% | | | | 8.63% | | | | 14.41% | |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recentmonth-end, please visit our website www.hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on June 30, 2019, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
Performance information prior to July 21, 2010 represents performance of the Fund’s previous additionalsub-adviser, Hartford Investment Management Company (“HIMCO”). As of July 21, 2010, HIMCO no longer serves as an additionalsub-adviser to the Fund.
As shown in the Fund’s current prospectus, the total annual fund operating expense ratios for Class IA and Class IB were 0.65% and 0.90%, respectively. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2019.
The table does not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance.
The Fund is closed to new investors, subject to certain exceptions. For more information, please see the Fund’s statutory prospectus.
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies.•Small-cap securities can have greater risk and volatility thanlarge-cap securities.•The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur.•Different investment styles may go in and out of favor, which may cause the Fund to underperform the broader stock market.
Composition by Sector(1)
as of June 30, 2019
| | | | |
Sector | | Percentage of Net Assets | |
Equity Securities | | | | |
Communication Services | | | 0.8 | % |
Consumer Discretionary | | | 13.5 | |
Consumer Staples | | | 3.3 | |
Energy | | | 1.3 | |
Financials | | | 10.8 | |
Health Care | | | 27.6 | |
Industrials | | | 17.4 | |
Information Technology | | | 18.3 | |
Materials | | | 3.0 | |
Real Estate | | | 2.8 | |
| | | | |
Total | | | 98.8 | % |
| | | | |
Short-Term Investments | | | 5.4 | |
Other Assets & Liabilities | | | (4.2 | ) |
| | | | |
Total | | | 100.0 | % |
| | | | |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
|
Hartford Small Company HLS Fund |
Fund Overview
June 30, 2019 (Unaudited)
| | |
Inception 8/09/1996 Sub-advised by Wellington Management Company LLP | | Investment objective – The Fund seeks growth of capital. |
Average Annual Total Returns
for the Periods Ending 6/30/19
| | | | | | | | | | | | | | | | |
| | 6 Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class IA | | | 28.02% | | | | 8.66% | | | | 8.24% | | | | 14.35% | |
Class IB | | | 27.92% | | | | 8.38% | | | | 7.98% | | | | 14.07% | |
Russell 2000 Growth Index | | | 20.36% | | | | -0.49% | | | | 8.63% | | | | 14.41% | |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recentmonth-end, please visit our website www.hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on June 30, 2019, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
Performance information prior to July 21, 2010 represents performance of the Fund’s previous additionalsub-adviser, Hartford Investment Management Company (“HIMCO”). As of July 21, 2010, HIMCO no longer serves as an additionalsub-adviser to the Fund.
As shown in the Fund’s current prospectus, the total annual fund operating expense ratios for Class IA and Class IB were 0.78% and 1.03%, respectively. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2019.
The table does not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance.
The Fund is closed to new investors, subject to certain exceptions. For more information, please see the Fund’s statutory prospectus.
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies.•Small-cap securities can have greater risk and volatility thanlarge-cap securities.•Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments.•The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur.•Different investment styles may go in and out of favor, which may cause the Fund to underperform the broader stock market.
Composition by Sector(1)
as of June 30, 2019
| | | | |
Sector | | Percentage of Net Assets | |
Equity Securities | | | | |
Communication Services | | | 0.8 | % |
Consumer Discretionary | | | 18.8 | |
Consumer Staples | | | 2.2 | |
Energy | | | 0.7 | |
Financials | | | 6.8 | |
Health Care | | | 27.2 | |
Industrials | | | 14.8 | |
Information Technology | | | 19.4 | |
Materials | | | 2.3 | |
Real Estate | | | 4.2 | |
| | | | |
Total | | | 97.2 | % |
| | | | |
Short-Term Investments | | | 4.4 | |
Other Assets & Liabilities | | | (1.6 | ) |
| | | | |
Total | | | 100.0 | % |
| | | | |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
Fund Overview
June 30, 2019 (Unaudited)
| | |
Inception 8/31/1977 Sub-advised by Wellington Management Company LLP | | Investment objective – The Fund seeks long-term growth of capital. |
Average Annual Total Returns
for the Periods Ending 6/30/19
| | | | | | | | | | | | | | | | |
| | 6 Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class IA | | | 20.90% | | | | 18.43% | | | | 11.31% | | | | 14.44% | |
Class IB | | | 20.74% | | | | 18.14% | | | | 11.03% | | | | 14.16% | |
Russell 1000 Index | | | 18.84% | | | | 10.02% | | | | 10.45% | | | | 14.77% | |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recentmonth-end, please visit our website www.hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on June 30, 2019, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
As shown in the Fund’s current prospectus, the total annual fund operating expense ratios for Class IA and Class IB were 0.51% and 0.76%, respectively. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2019.
The table does not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance.
The Fund is closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies.•Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments.
Composition by Sector(1)
as of June 30, 2019
| | | | |
Sector | | Percentage of Net Assets | |
Equity Securities | | | | |
Consumer Discretionary | | | 12.8 | % |
Consumer Staples | | | 16.2 | |
Energy | | | 1.5 | |
Financials | | | 11.7 | |
Health Care | | | 17.0 | |
Industrials | | | 18.7 | |
Information Technology | | | 9.4 | |
Materials | | | 5.1 | |
Real Estate | | | 5.9 | |
| | | | |
Total | | | 98.3 | % |
| | | | |
Short-Term Investments | | | 1.2 | |
Other Assets & Liabilities | | | 0.5 | |
| | | | |
Total | | | 100.0 | % |
| | | | |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
|
Hartford Total Return Bond HLS Fund |
Fund Overview
June 30, 2019 (Unaudited)
| | |
Inception 8/31/1977 Sub-advised by Wellington Management Company LLP | | Investment objective – The Fund seeks a competitive total return, with income as a secondary objective. |
Average Annual Total Returns
for the Periods Ending 6/30/19
| | | | | | | | | | | | | | | | |
| | 6 Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class IA | | | 7.26% | | | | 8.01% | | | | 3.26% | | | | 4.90% | |
Class IB | | | 7.01% | | | | 7.66% | | | | 2.99% | | | | 4.63% | |
Bloomberg Barclays U.S. Aggregate Bond Index | | | 6.11% | | | | 7.87% | | | | 2.95% | | | | 3.90% | |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recentmonth-end, please visit our website www.hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on June 30, 2019, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
Performance information prior to March 5, 2012 represents performance of the Fund’s previoussub-adviser, Hartford Investment Management Company (“HIMCO”). As of March 5, 2012, HIMCO no longer served as thesub-adviser to the Fund.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
As shown in the Fund’s current prospectus, the total annual fund operating expense ratios for Class IA and Class IB were 0.51% and 0.76%, respectively. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2019.
The table does not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance.
The Fund is closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. The Fund may allocate a portion of its assets to specialist portfolio managers, which may not work as intended.•Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall.•Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities.•Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government.•The risks associated with mortgage related- and asset-backed securities as well as collateralized loan obligations (CLOs) include credit, interest-rate, prepayment, liquidity, default and extension risk.•The purchase of securities in theTo-Be-Announced (TBA) market can result in additional price and counterparty risk.•Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk.•Foreign investments may be more volatile and
less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets.•Restricted securities may be more difficult to sell and price than other securities.
Composition by Security Type(1)
as of June 30, 2019
| | | | |
Category | | Percentage of Net Assets | |
Equity Securities | | | | |
Common Stocks | | | 0.0 | %* |
Escrows | | | 0.0 | * |
Preferred Stocks | | | 0.1 | |
Warrants | | | 0.0 | * |
| | | | |
Total | | | 0.1 | % |
| | | | |
Fixed Income Securities | | | | |
Asset & Commercial Mortgage Backed Securities | | | 27.5 | % |
Corporate Bonds | | | 29.4 | |
Foreign Government Obligations | | | 1.4 | |
Municipal Bonds | | | 0.9 | |
Senior Floating Rate Interests | | | 2.4 | |
U.S. Government Agencies | | | 45.3 | |
U.S. Government Securities | | | 16.0 | |
| | | | |
Total | | | 122.9 | % |
| | | | |
Short-Term Investments | | | 2.5 | |
Purchased Options | | | 0.2 | |
Other Assets & Liabilities | | | (25.7 | ) |
| | | | |
Total | | | 100.0 | % |
| | | | |
* | Percentage rounds to zero. |
(1) | For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
|
Hartford Ultrashort Bond HLS Fund |
Fund Overview
June 30, 2019 (Unaudited)
| | |
Inception 8/31/1977 Sub-advised by Wellington Management Company LLP | | Investment objective – The Fund seeks total return and income consistent with preserving capital and maintaining liquidity. |
Average Annual Total Returns
for the Periods Ending 6/30/19
| | | | | | | | | | | | | | | | |
| | 6 Months1 | | | 1 Year | | | 5 Years | | | Since Inception2 | |
Class IA | | | 1.68% | | | | 2.66% | | | | 1.05% | | | | 0.96% | |
Class IB | | | 1.59% | | | | 2.37% | | | | 0.78% | | | | 0.70% | |
Bloomberg Barclays Short Treasury9-12 Month Index | | | 1.69% | | | | 2.88% | | | | 1.06% | | | | 0.96% | |
2 | On October 21, 2013, the Fund converted from a money market fund to an ultrashort bond fund. Total returns shown are from conversion date (October 21, 2013) to June 30, 2019. |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recentmonth-end, please visit our website www.hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on June 30, 2019, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
Prior to October 21, 2013, the Fund was managed as a money market fund. Accordingly, performance of the Fund prior to October 21, 2013 is not shown. Past performance information for when the Fund was managed as a money market fund is available upon request by calling1-888-843-7824.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
As shown in the Fund’s current prospectus, the total annual fund operating expense ratios for Class IA and Class IB were 0.45% and 0.70%, respectively. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2019.
The table does not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance.
The Fund is closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies.•Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall.•Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government.•The risks associated with mortgage related- and asset-backed securities include credit, interest-rate, prepayment, liquidity, default and extension risk.•Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk.•Restricted securities may be more difficult to sell and price than other securities.•Repurchase agreements may increase the Fund’s risk and volatility.
Composition by Security Type(1)
as of June 30, 2019
| | | | |
Category | | Percentage of Net Assets | |
Fixed Income Securities | | | | |
Asset & Commercial Mortgage Backed Securities | | | 38.7 | % |
Corporate Bonds | | | 33.9 | |
Municipal Bonds | | | 0.3 | |
U.S. Government Agencies | | | 0.6 | |
U.S. Government Securities | | | 23.8 | |
| | | | |
Total | | | 97.3 | % |
| | | | |
Short-Term Investments | | | 4.4 | |
Other Assets & Liabilities | | | (1.7 | ) |
| | | | |
Total | | | 100.0 | % |
| | | | |
(1) | For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
|
Hartford U.S. Government Securities HLS Fund |
Fund Overview
June 30, 2019 (Unaudited)
| | |
Inception 3/24/1987 Sub-advised by Wellington Management Company LLP | | Investment objective – The Fund seeks to maximize total return while providing shareholders with a high level of current income consistent with prudent investment risk. |
Average Annual Total Returns
for the Periods Ending 6/30/19
| | | | | | | | | | | | | | | | |
| | 6 Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class IA | | | 3.98% | | | | 5.38% | | | | 2.00% | | | | 2.53% | |
Class IB | | | 3.88% | | | | 5.17% | | | | 1.73% | | | | 2.28% | |
Bloomberg Barclays Intermediate Government Bond Index | | | 3.96% | | | | 6.15% | | | | 1.94% | | | | 2.38% | |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recentmonth-end, please visit our website www.hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on June 30, 2019, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
Performance information prior to March 5, 2012 represents performance of the Fund’s previoussub-adviser, Hartford Investment Management Company (“HIMCO”). As of March 5, 2012, HIMCO no longer served as thesub-adviser to the Fund.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
As shown in the Fund’s current prospectus, the total annual fund operating expense ratios for Class IA and Class IB were 0.53% and 0.78%, respectively. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2019.
The table does not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance.
The Fund is closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies.•Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall.•The purchase of securities in theTo-Be-Announced (TBA) market can result in additional price and counterparty risk.•Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk.•The risks associated with mortgage related- and asset-backed securities include credit, interest-rate, prepayment, liquidity, default and extension risk•Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government.•Restricted securities may be more difficult to sell and price than other securities.
Composition by Security Type(1)
as of June 30, 2019
| | | | |
Category | | Percentage of Net Assets | |
Fixed Income Securities | | | | |
Asset & Commercial Mortgage Backed Securities | | | 20.3 | % |
U.S. Government Agencies | | | 67.9 | |
U.S. Government Securities | | | 24.0 | |
| | | | |
Total | | | 112.2 | % |
| | | | |
Short-Term Investments | | | 1.1 | |
Other Assets & Liabilities | | | (13.3 | ) |
| | | | |
Total | | | 100.0 | % |
| | | | |
(1) | For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
Fund Overview
June 30, 2019 (Unaudited)
| | |
Inception 4/30/2001 Sub-advised by Wellington Management Company LLP | | Investment objective – The Fund seeks long-term total return. |
Average Annual Total Returns
for the Periods Ending 6/30/19
| | | | | | | | | | | | | | | | |
| | 6 Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class IA | | | 16.55% | | | | 5.94% | | | | 6.87% | | | | 12.04% | |
Class IB | | | 16.50% | | | | 5.70% | | | | 6.60% | | | | 11.76% | |
Russell 1000 Value Index | | | 16.24% | | | | 8.46% | | | | 7.46% | | | | 13.19% | |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recentmonth-end, please visit our website www.hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on June 30, 2019, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
As shown in the Fund’s current prospectus, the total annual fund operating expense ratios for Class IA and Class IB were 0.71% and 0.96%, respectively. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2019.
The table does not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance.
The Fund is closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies.•Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments.•The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur.•Different investment styles may go in and out of favor, which may cause the Fund to underperform the broader stock market.
Composition by Sector(1)
as of June 30, 2019
| | | | |
Sector | | Percentage of Net Assets | |
Equity Securities | | | | |
Communication Services | | | 5.2 | % |
Consumer Discretionary | | | 4.5 | |
Consumer Staples | | | 5.3 | |
Energy | | | 8.4 | |
Financials | | | 23.0 | |
Health Care | | | 18.4 | |
Industrials | | | 9.7 | |
Information Technology | | | 11.4 | |
Materials | | | 4.6 | |
Real Estate | | | 3.3 | |
Utilities | | | 5.0 | |
| | | | |
Total | | | 98.8 | % |
| | | | |
Short-Term Investments | | | 2.1 | |
Other Assets & Liabilities | | | (0.9 | ) |
| | | | |
Total | | | 100.0 | % |
| | | | |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
Benchmark Glossary (Unaudited)
Bloomberg Barclays Government/Credit Bond Index(reflects no deduction for fees, expenses or taxes)is designed tomeasure thenon-securitized component of the U.S. Aggregate Index. It includes investment grade, U.S. dollar-denominated, fixed-rate Treasuries, government-related and corporate securities.
Bloomberg Barclays Intermediate Government Bond Index(reflects no deduction for fees, expenses or taxes) is an unmanaged index of government bonds with maturities of between one and ten years.
Bloomberg Barclays Short Treasury9-12 Month Index (reflects no deduction for fees, expenses or taxes) includes aged U.S. Treasury bills, notes and bonds with a remaining maturity from 1 up to (but not including) 12 months. It excludes zero coupon strips.
Bloomberg Barclays U.S. Aggregate Bond Index(reflects no deduction for fees, expenses or taxes) is composed of securities that are Securities and Exchange Commission registered, taxable, and dollar denominated. The index covers the U.S. investment grade fixed rate bond market, with index components for government and corporate securities, mortgage pass-through securities, and asset-backed securities. These major sectors are subdivided into more specific indices that are calculated and reported on a regular basis.
Bloomberg Barclays U.S. Corporate High Yield Bond Index(reflects no deduction for fees, expenses or taxes)is a market-value-weighted index that tracks the total return performance ofnon-investment grade, fixed-rate, publicly placed, dollar denominated and nonconvertible debt registered with the Securities and Exchange Commission.
ICE BofAML US3-Month Treasury Bill Index(reflects no deduction for fees, expenses or taxes)is comprised of a single issue purchased at the beginning of the month and held for a full month. At the end of the month that issue is sold and rolled into a newly selected issue. The issue selected at eachmonth-end rebalancing is the outstanding Treasury Bill that matures closest to, but not beyond, three months from the rebalancing date. To qualify for selection, an issue must have settled on or before themonth-end rebalancing date.
MSCI ACWI ex USA Index (Net)(reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap representation across developed markets (excluding the United States) and emerging market countries.
MSCI World Growth Index (Net)(reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap securities exhibiting overall growth style characteristics across developed markets.
Russell Midcap Growth Index(reflects no deduction for fees, expenses or taxes) is designed to measure the performance of themid-cap growth segment of the US equity universe. It includes those Russell Midcap Index companies with higherprice-to-book ratios and higher forecasted growth values.
Russell MidCap Value Index(reflects no deduction for fees, expenses or taxes)measures the performance of themid-cap value segment of the U.S. equity universe. It includes those Russell MidCap Index companies with lowerprice-to-book ratios and lower forecasted growth values.
Russell 1000 Index(reflects no deduction for fees, expenses or taxes) is designed to measure the performance of the 1,000 largest companies in the Russell 3000 Index which is designed to measure the performance of the 3,000 largest U.S. companies based on total market capitalizations.
Russell 2500 Index(reflects no deduction for fees, expenses or taxes) is designed to measure the performance of the small tomid-cap segment of the U.S. equity universe, commonly referred to as “smid” cap. The Russell 2500 Index is a subset of the Russell 3000 Index and includes approximately 2,500 of the smallest U.S. Companies based on a combination of their market capitalization and current index membership.
Russell 3000 Index(reflects no deduction for fees, expenses or taxes) is designed to measure the performance of the 3,000 largest U.S. companies based on total market capitalization.
Russell 1000 Growth Index(reflects no deduction for fees, expenses or taxes) is designed to measure the performance of those Russell 1000 Index companies with higherprice-to-book ratios and higher forecasted growth values. The Russell 1000 Index is designed to measure the performance of the 1,000 largest companies in the Russell 3000 Index based on their market capitalization and current index membership.
Russell 2000 Growth Index(reflects no deduction for fees, expenses or taxes) is designed to measure the performance of those Russell 2000 Index companies with higherprice-to-book ratios and higher forecasted growth values. The Russell 2000 Index is an index comprised of 2,000 of the smallest U.S.-domiciled company common stocks based on a combination of their market capitalization and current index membership.
Russell 3000 Growth Index(reflects no deduction for fees, expenses or taxes) is designed to measure the performance of those Russell 3000 Index companies with higherprice-to-book ratios and higher forecasted growth values. The Russell 3000 Index is designed to measures the performance of the 3,000 largest U.S. companies based on total market capitalization.
Russell 1000 Value Index(reflects no deduction for fees, expenses or taxes) is designed to measure the performance of those Russell 1000 Index companies with lowerprice-to-book ratios and lower forecasted growth values. The Russell 1000 Index is designed to measure the performance of the 1,000 largest companies in the Russell 3000 Index based on their market capitalization and current index membership.
Russell 2500 Value Index(reflects no deduction for fees, expenses or taxes) measures the performance of those Russell 2500 Index companies with lowerprice-to-book ratios and lower forecasted growth values. The Russell 2500 Index measures the performance of the 2,500 smallest U.S. companies based on their market capitalization and current index membership.
S&P Composite 1500 Health Care Index(reflects no deduction for fees, expenses or taxes)is a float-adjusted market capitalization-weighted index comprised of those companies included in the S&P Composite 1500 that are classified as members of the Global Industry Classification Standard (GICS®) health care sector.
S&P MidCap 400 Index(reflects no deduction for fees, expenses or taxes) is a float-adjusted market capitalization-weighted index designed to measure the performance of themid-cap segment of the market. The index is composed of 400 constituent companies.
Benchmark Glossary (Unaudited) – (continued)
S&P 500 Index(reflects no deduction for fees, expenses or taxes)is a float-adjusted market capitalization-weighted price index composed of 500 widely held common stocks.
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Expense Examples (Unaudited)
Your Fund’s Expenses
As a shareholder of a Fund, you incur two types of costs: (1) transaction costs and (2) ongoing costs, including investment management fees, distribution and/or service(12b-1) fees, if any, and other fund expenses. This example is intended to help you understand your ongoing costs (in dollars) of investing in a Fund and to compare these costs with the ongoing costs of investing in other mutual funds. The example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period of January 1, 2019 through June 30, 2019. To the extent a Fund was subject to acquired fund fees and expenses during the period, acquired fund fees and expenses are not included in the annualized expense ratios below.
Actual Expenses
The first set of columns of the table below provides information about actual account values and actual expenses. You may use this information, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number in the line under the heading entitled “Expenses Paid During The Period” to estimate the expenses you paid on your account during this period.
Hypothetical Example for Comparison Purposes
The second set of columns of the table below provides information about hypothetical account values and hypothetical expenses based on a Fund’s actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the Fund’s actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in a Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds.
Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transactional costs, such as sales charges (loads) or fees which may be applied at the variable life insurance, variable annuity, or qualified retirement plan product level. Therefore, the second set of columns of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would be higher. Expenses for a class of a Fund are equal to the class’ annualized expense ratio multiplied by average account value over the period, multiplied by 181/365 (to reflect theone-half year period).
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Actual Return | | | Hypothetical (5% return before expenses) | |
| | Beginning Account Value January 1, 2019 | | | Ending Account Value June 30, 2019 | | | Expenses paid during the period January 1, 2019 through June 30, 2019 | | | Beginning Account Value January 1, 2019 | | | Ending Account Value June 30, 2019 | | | Expenses paid during the period January 1, 2019 through June 30, 2019 | | | Annualized expense ratio | |
Hartford Balanced HLS Fund | |
| | | | | | | |
Class IA | | $ | 1,000.00 | | | $ | 1,134.70 | | | $ | 3.33 | | | $ | 1,000.00 | | | $ | 1,021.67 | | | $ | 3.16 | | | | 0.63 | % |
Class IB | | $ | 1,000.00 | | | $ | 1,133.60 | | | $ | 4.66 | | | $ | 1,000.00 | | | $ | 1,020.43 | | | $ | 4.41 | | | | 0.88 | % |
|
Hartford Capital Appreciation HLS Fund | |
| | | | | | | |
Class IA | | $ | 1,000.00 | | | $ | 1,214.80 | | | $ | 3.73 | | | $ | 1,000.00 | | | $ | 1,021.42 | | | $ | 3.41 | | | | 0.68 | % |
Class IB | | $ | 1,000.00 | | | $ | 1,213.30 | | | $ | 5.10 | | | $ | 1,000.00 | | | $ | 1,020.18 | | | $ | 4.66 | | | | 0.93 | % |
Class IC | | $ | 1,000.00 | | | $ | 1,211.90 | | | $ | 6.47 | | | $ | 1,000.00 | | | $ | 1,018.94 | | | $ | 5.91 | | | | 1.18 | % |
|
Hartford Disciplined Equity HLS Fund | |
| | | | | | | |
Class IA | | $ | 1,000.00 | | | $ | 1,198.70 | | | $ | 4.31 | | | $ | 1,000.00 | | | $ | 1,020.88 | | | $ | 3.96 | | | | 0.79 | % |
Class IB | | $ | 1,000.00 | | | $ | 1,197.20 | | | $ | 5.67 | | | $ | 1,000.00 | | | $ | 1,019.64 | | | $ | 5.21 | | | | 1.04 | % |
|
Hartford Dividend and Growth HLS Fund | |
| | | | | | | |
Class IA | | $ | 1,000.00 | | | $ | 1,155.70 | | | $ | 3.63 | | | $ | 1,000.00 | | | $ | 1,021.42 | | | $ | 3.41 | | | | 0.68 | % |
Class IB | | $ | 1,000.00 | | | $ | 1,153.90 | | | $ | 4.97 | | | $ | 1,000.00 | | | $ | 1,020.18 | | | $ | 4.66 | | | | 0.93 | % |
|
Hartford Global Growth HLS Fund | |
| | | | | | | |
Class IA | | $ | 1,000.00 | | | $ | 1,227.40 | | | $ | 4.47 | | | $ | 1,000.00 | | | $ | 1,020.78 | | | $ | 4.06 | | | | 0.81 | % |
Class IB | | $ | 1,000.00 | | | $ | 1,226.10 | | | $ | 5.85 | | | $ | 1,000.00 | | | $ | 1,019.54 | | | $ | 5.31 | | | | 1.06 | % |
|
Hartford Growth Opportunities HLS Fund | |
| | | | | | | |
Class IA | | $ | 1,000.00 | | | $ | 1,285.60 | | | $ | 3.68 | | | $ | 1,000.00 | | | $ | 1,021.57 | | | $ | 3.26 | | | | 0.65 | % |
Class IB | | $ | 1,000.00 | | | $ | 1,283.90 | | | $ | 5.10 | | | $ | 1,000.00 | | | $ | 1,020.33 | | | $ | 4.51 | | | | 0.90 | % |
Class IC | | $ | 1,000.00 | | | $ | 1,282.40 | | | $ | 6.51 | | | $ | 1,000.00 | | | $ | 1,019.09 | | | $ | 5.76 | | | | 1.15 | % |
|
Hartford Healthcare HLS Fund | |
| | | | | | | |
Class IA | | $ | 1,000.00 | | | $ | 1,162.00 | | | $ | 4.82 | | | $ | 1,000.00 | | | $ | 1,020.33 | | | $ | 4.51 | | | | 0.90 | % |
Class IB | | $ | 1,000.00 | | | $ | 1,161.00 | | | $ | 6.16 | | | $ | 1,000.00 | | | $ | 1,019.09 | | | $ | 5.76 | | | | 1.15 | % |
Expense Examples (Unaudited) – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Actual Return | | | Hypothetical (5% return before expenses) | |
| | Beginning Account Value January 1, 2019 | | | Ending Account Value June 30, 2019 | | | Expenses paid during the period January 1, 2019 through June 30, 2019 | | | Beginning Account Value January 1, 2019 | | | Ending Account Value June 30, 2019 | | | Expenses paid during the period January 1, 2019 through June 30, 2019 | | | Annualized expense ratio | |
Hartford High Yield HLS Fund | |
| | | | | | | |
Class IA | | $ | 1,000.00 | | | $ | 1,100.70 | | | $ | 4.06 | | | $ | 1,000.00 | | | $ | 1,020.93 | | | $ | 3.91 | | | | 0.78 | % |
Class IB | | $ | 1,000.00 | | | $ | 1,099.70 | | | $ | 5.36 | | | $ | 1,000.00 | | | $ | 1,019.69 | | | $ | 5.16 | | | | 1.03 | % |
|
Hartford International Opportunities HLS Fund | |
| | | | | | | |
Class IA | | $ | 1,000.00 | | | $ | 1,187.60 | | | $ | 4.07 | | | $ | 1,000.00 | | | $ | 1,021.08 | | | $ | 3.76 | | | | 0.75 | % |
Class IB | | $ | 1,000.00 | | | $ | 1,185.90 | | | $ | 5.42 | | | $ | 1,000.00 | | | $ | 1,019.84 | | | $ | 5.01 | | | | 1.00 | % |
|
Hartford MidCap HLS Fund | |
| | | | | | | |
Class IA | | $ | 1,000.00 | | | $ | 1,260.30 | | | $ | 3.92 | | | $ | 1,000.00 | | | $ | 1,021.32 | | | $ | 3.51 | | | | 0.70 | % |
Class IB | | $ | 1,000.00 | | | $ | 1,258.40 | | | $ | 5.32 | | | $ | 1,000.00 | | | $ | 1,020.08 | | | $ | 4.76 | | | | 0.95 | % |
|
Hartford MidCap Growth HLS Fund | |
| | | | | | | |
Class IA | | $ | 1,000.00 | | | $ | 1,277.50 | | | $ | 5.20 | | | $ | 1,000.00 | | | $ | 1,020.23 | | | $ | 4.61 | | | | 0.92 | % |
Class IB | | $ | 1,000.00 | | | $ | 1,275.30 | | | $ | 6.60 | | | $ | 1,000.00 | | | $ | 1,018.99 | | | $ | 5.86 | | | | 1.17 | % |
|
Hartford MidCap Value HLS Fund | |
| | | | | | | |
Class IA | | $ | 1,000.00 | | | $ | 1,174.20 | | | $ | 4.42 | | | $ | 1,000.00 | | | $ | 1,020.73 | | | $ | 4.11 | | | | 0.82 | % |
Class IB | | $ | 1,000.00 | | | $ | 1,172.10 | | | $ | 5.76 | | | $ | 1,000.00 | | | $ | 1,019.49 | | | $ | 5.36 | | | | 1.07 | % |
|
Hartford Small Cap Growth HLS Fund | |
| | | | | | | |
Class IA | | $ | 1,000.00 | | | $ | 1,237.30 | | | $ | 3.55 | | | $ | 1,000.00 | | | $ | 1,021.62 | | | $ | 3.21 | | | | 0.64 | % |
Class IB | | $ | 1,000.00 | | | $ | 1,235.80 | | | $ | 4.93 | | | $ | 1,000.00 | | | $ | 1,020.38 | | | $ | 4.46 | | | | 0.89 | % |
|
Hartford Small Company HLS Fund | |
| | | | | | | |
Class IA | | $ | 1,000.00 | | | $ | 1,280.20 | | | $ | 4.47 | | | $ | 1,000.00 | | | $ | 1,020.88 | | | $ | 3.96 | | | | 0.79 | % |
Class IB | | $ | 1,000.00 | | | $ | 1,279.20 | | | $ | 5.88 | | | $ | 1,000.00 | | | $ | 1,019.64 | | | $ | 5.21 | | | | 1.04 | % |
|
Hartford Stock HLS Fund | |
| | | | | | | |
Class IA | | $ | 1,000.00 | | | $ | 1,209.00 | | | $ | 2.85 | | | $ | 1,000.00 | | | $ | 1,022.22 | | | $ | 2.61 | | | | 0.52 | % |
Class IB | | $ | 1,000.00 | | | $ | 1,207.40 | | | $ | 4.21 | | | $ | 1,000.00 | | | $ | 1,020.98 | | | $ | 3.86 | | | | 0.77 | % |
|
Hartford Total Return Bond HLS Fund | |
| | | | | | | |
Class IA | | $ | 1,000.00 | | | $ | 1,072.60 | | | $ | 2.62 | | | $ | 1,000.00 | | | $ | 1,022.27 | | | $ | 2.56 | | | | 0.51 | % |
Class IB | | $ | 1,000.00 | | | $ | 1,070.10 | | | $ | 3.90 | | | $ | 1,000.00 | | | $ | 1,021.03 | | | $ | 3.81 | | | | 0.76 | % |
|
Hartford Ultrashort Bond HLS Fund | |
| | | | | | | |
Class IA | | $ | 1,000.00 | | | $ | 1,016.80 | | | $ | 2.25 | | | $ | 1,000.00 | | | $ | 1,022.56 | | | $ | 2.26 | | | | 0.45 | % |
Class IB | | $ | 1,000.00 | | | $ | 1,015.90 | | | $ | 3.50 | | | $ | 1,000.00 | | | $ | 1,021.32 | | | $ | 3.51 | | | | 0.70 | % |
|
Hartford U.S. Government Securities HLS Fund | |
| | | | | | | |
Class IA | | $ | 1,000.00 | | | $ | 1,039.80 | | | $ | 2.68 | | | $ | 1,000.00 | | | $ | 1,022.17 | | | $ | 2.66 | | | | 0.53 | % |
Class IB | | $ | 1,000.00 | | | $ | 1,038.80 | | | $ | 3.94 | | | $ | 1,000.00 | | | $ | 1,020.93 | | | $ | 3.91 | | | | 0.78 | % |
|
Hartford Value HLS Fund | |
| | | | | | | |
Class IA | | $ | 1,000.00 | | | $ | 1,165.50 | | | $ | 3.87 | | | $ | 1,000.00 | | | $ | 1,021.22 | | | $ | 3.61 | | | | 0.72 | % |
Class IB | | $ | 1,000.00 | | | $ | 1,165.00 | | | $ | 5.21 | | | $ | 1,000.00 | | | $ | 1,019.98 | | | $ | 4.86 | | | | 0.97 | % |
|
Hartford Balanced HLS Fund |
Schedule of Investments
June 30, 2019 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 65.7% | |
| | | | | Banks - 5.4% | |
| | | 1,038,530 | | | Bank of America Corp. | | $ | 30,117,370 | |
| | | 390,800 | | | Citigroup, Inc. | | | 27,367,724 | |
| | | 331,780 | | | JP Morgan Chase & Co. | | | 37,093,004 | |
| | | 126,840 | | | PNC Financial Services Group, Inc. | | | 17,412,595 | |
| | | | | | | | | | |
| | | | | | | | | 111,990,693 | |
| | | | | | | | | | |
| | | | | Capital Goods - 6.2% | |
| | | 132,280 | | | Caterpillar, Inc. | | | 18,028,441 | |
| | | 322,570 | | | Fortune Brands Home & Security, Inc. | | | 18,428,424 | |
| | | 123,930 | | | Ingersoll-Rand plc | | | 15,698,213 | |
| | | 94,140 | | | L3Harris Technologies, Inc. | | | 17,804,698 | |
| | | 65,020 | | | Lockheed Martin Corp. | | | 23,637,371 | |
| | | 551,930 | | | nVent Electric plc | | | 13,682,345 | |
| | | 152,480 | | | United Technologies Corp. | | | 19,852,896 | |
| | | | | | | | | | |
| | | | | | | | | 127,132,388 | |
| | | | | | | | | | |
| | | | | Consumer Durables & Apparel - 1.0% | |
| | | 230,230 | | | Skechers USA, Inc. Class A* | | | 7,249,943 | |
| | | 401,820 | | | Tapestry, Inc. | | | 12,749,748 | |
| | | | | | | | | | |
| | | | | | | | | 19,999,691 | |
| | | | | | | | | | |
| | | | | Consumer Services - 0.8% | |
| | | 163,246 | | | Hilton Worldwide Holdings, Inc. | | | 15,955,664 | |
| | | | | | | | | | |
| | | | | Diversified Financials - 1.1% | |
| | | 550,920 | | | Invesco Ltd. | | | 11,271,823 | |
| | | 235,750 | | | TD Ameritrade Holding Corp. | | | 11,768,640 | |
| | | | | | | | | | |
| | | | | | | | | 23,040,463 | |
| | | | | | | | | | |
| | | | | Energy - 3.9% | |
| | | 131,650 | | | Concho Resources, Inc. | | | 13,583,647 | |
| | | 171,410 | | | EOG Resources, Inc. | | | 15,968,556 | |
| | | 297,700 | | | Exxon Mobil Corp. | | | 22,812,751 | |
| | | 568,230 | | | Noble Energy, Inc. | | | 12,728,352 | |
| | | 101,770 | | | Pioneer Natural Resources Co. | | | 15,658,332 | |
| | | | | | | | | | |
| | | | | | | | | 80,751,638 | |
| | | | | | | | | | |
| | | | | Food & Staples Retailing - 0.6% | |
| | | 378,310 | | | US Foods Holding Corp.* | | | 13,528,366 | |
| | | | | | | | | | |
| | | | | Food, Beverage & Tobacco - 1.8% | |
| | | 317,270 | | | Mondelez International, Inc. Class A | | | 17,100,853 | |
| | | 254,490 | | | Philip Morris International, Inc. | | | 19,985,100 | |
| | | | | | | | | | |
| | | | | | | | | 37,085,953 | |
| | | | | | | | | | |
| | | | | Health Care Equipment & Services - 5.1% | |
| | | 77,550 | | | Anthem, Inc. | | | 21,885,386 | |
| | | 363,730 | | | Boston Scientific Corp.* | | | 15,633,115 | |
| | | 354,190 | | | Koninklijke Philips N.V. | | | 15,398,736 | |
| | | 237,085 | | | Medtronic plc | | | 23,089,708 | |
| | | 123,400 | | | UnitedHealth Group, Inc. | | | 30,110,834 | |
| | | | | | | | | | |
| | | | | | | | | 106,117,779 | |
| | | | | | | | | | |
| | | | | Household & Personal Products - 0.7% | |
| | | 255,930 | | | Unilever N.V. | | | 15,540,070 | |
| | | | | | | | | | |
| | | | | Insurance - 2.6% | |
| | | 391,000 | | | American International Group, Inc. | | | 20,832,480 | |
| | | 149,270 | | | Assurant, Inc. | | | 15,879,343 | |
| | | 174,850 | | | Intact Financial Corp. | | | 16,158,487 | |
| | | | | | | | | | |
| | | | | | | | | 52,870,310 | |
| | | | | | | | | | |
| | | | | Materials - 2.8% | |
| | | 171,670 | | | Celanese Corp. | | | 18,506,026 | |
| | | 268,486 | | | Dow, Inc.* | | | 13,239,045 | |
| | | 181,000 | | | FMC Corp. | | | 15,013,950 | |
| | | 284,620 | | | Sealed Air Corp. | | | 12,176,043 | |
| | | | | | | | | | |
| | | | | | | | | 58,935,064 | |
| | | | | | | | | | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 65.7% - (continued) | |
| | | | | Media & Entertainment - 4.5% | |
| | | 55,845 | | | Alphabet, Inc. Class C* | | $ | 60,363,419 | |
| | | 749,110 | | | Comcast Corp. Class A | | | 31,672,371 | |
| | | | | | | | | | |
| | | | | | | | | 92,035,790 | |
| | | | | | | | | | |
| | | | | Pharmaceuticals, Biotechnology & Life Sciences - 7.5% | |
| | | 111,120 | | | Allergan plc | | | 18,604,822 | |
| | | 474,810 | | | AstraZeneca plc ADR | | | 19,600,157 | |
| | | 175,090 | | | Eli Lilly & Co. | | | 19,398,221 | |
| | | 188,170 | | | Nektar Therapeutics* | | | 6,695,089 | |
| | | 176,880 | | | Neurocrine Biosciences, Inc.* | | | 14,933,978 | |
| | | 178,910 | | | Novartis AG | | | 16,333,007 | |
| | | 636,610 | | | Pfizer, Inc. | | | 27,577,945 | |
| | | 63,425 | | | Roche Holding AG | | | 17,834,326 | |
| | | 70,300 | | | Vertex Pharmaceuticals, Inc.* | | | 12,891,614 | |
| | | | | | | | | | |
| | | | | | | | | 153,869,159 | |
| | | | | | | | | | |
| | | | | Real Estate - 1.1% | |
| | | 168,940 | | | Crown Castle International Corp. REIT | | | 22,021,329 | |
| | | | | | | | | | |
| | | | | Retailing - 3.4% | |
| | | 11,702,200 | | | Allstar Co.*(1)(2)(3) | | | 468,088 | |
| | | 9,970 | | | Booking Holdings, Inc.* | | | 18,690,859 | |
| | | 138,460 | | | Home Depot, Inc. | | | 28,795,526 | |
| | | 349,290 | | | TJX Cos., Inc. | | | 18,470,455 | |
| | | 67,006 | | | Tory Burch LLC*(1)(2)(3) | | | 3,288,663 | |
| | | | | | | | | | |
| | | | | | | | | 69,713,591 | |
| | | | | | | | | | |
| | | | | Semiconductors & Semiconductor Equipment - 5.3% | |
| | | 176,820 | | | Analog Devices, Inc. | | | 19,957,673 | |
| | | 56,950 | | | Broadcom, Inc. | | | 16,393,627 | |
| | | 586,460 | | | Intel Corp. | | | 28,073,840 | |
| | | 131,630 | | | KLA-Tencor Corp. | | | 15,558,666 | |
| | | 236,970 | | | Maxim Integrated Products, Inc. | | | 14,175,545 | |
| | | 377,050 | | | Micron Technology, Inc.* | | | 14,550,360 | |
| | | | | | | | | | |
| | | | | | | | | 108,709,711 | |
| | | | | | | | | | |
| | | | | Software & Services - 5.3% | |
| | | 60,610 | | | Adobe, Inc.* | | | 17,858,737 | |
| | | 144,540 | | | Fidelity National Information Services, Inc. | | | 17,732,167 | |
| | | 549,070 | | | Microsoft Corp. | | | 73,553,417 | |
| | | | | | | | | | |
| | | | | | | | | 109,144,321 | |
| | | | | | | | | | |
| | | | | Technology Hardware & Equipment - 2.8% | |
| | | 548,900 | | | Cisco Systems, Inc. | | | 30,041,297 | |
| | | 238,160 | | | NetApp, Inc. | | | 14,694,472 | |
| | | 2,585,070 | | | Nokia Oyj | | | 12,875,699 | |
| | | | | | | | | | |
| | | | | | | | | 57,611,468 | |
| | | | | | | | | | |
| | | | | Telecommunication Services - 1.2% | |
| | | 451,520 | | | Verizon Communications, Inc. | | | 25,795,338 | |
| | | | | | | | | | |
| | | | | Transportation - 1.0% | |
| | | 121,010 | | | Union Pacific Corp. | | | 20,464,001 | |
| | | | | | | | | | |
| | | | | Utilities - 1.6% | |
| | | 170,740 | | | Dominion Energy, Inc. | | | 13,201,617 | |
| | | 99,570 | | | NextEra Energy, Inc. | | | 20,397,910 | |
| | | | | | | | | | |
| | | | | | | | | 33,599,527 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Common Stocks (cost $1,019,043,211) | | $ | 1,355,912,314 | |
| | | | | | | | | | |
|
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 3.0% | |
| | | | | Asset-Backed - Automobile - 0.3% | |
$ | | | 117,265 | | | ARI Fleet Lease Trust 1.91%, 04/15/2026(4) | | $ | 116,950 | |
| | | 460,665 | | | Canadian Pacer Auto Receivables Trust 2.05%, 03/19/2021(4) | | | 459,997 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Balanced HLS Fund |
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 3.0% - (continued) | |
| | | | | Asset-Backed - Automobile - 0.3% - (continued) | |
| | | | | | Chesapeake Funding LLC | |
$ | | | 706,327 | | | 1.91%, 08/15/2029(4) | | $ | 702,810 | |
| | | 502,208 | | | 1 mo. USD LIBOR + 0.450%, 2.84%, 05/15/2029(4)(5) | | | 502,049 | |
| | | 399,499 | | | 1 mo. USD LIBOR + 1.000%, 3.39%, 06/15/2028(4)(5) | | | 400,012 | |
| | | | | | Enterprise Fleet Financing LLC | |
| | | 379,524 | | | 1.97%, 01/20/2023(4) | | | 378,689 | |
| | | 153,990 | | | 2.13%, 07/20/2022(4) | | | 153,762 | |
| | | 545,217 | | | 2.13%, 05/22/2023(4) | | | 544,242 | |
| | | | | | First Investors Auto Owner Trust | |
| | | 26,377 | | | 1.86%, 10/15/2021(4) | | | 26,361 | |
| | | 200,159 | | | 2.00%, 03/15/2022(4) | | | 199,949 | |
| | | 615,000 | | | 3.41%, 04/18/2022(4) | | | 617,183 | |
| | | 285,052 | | | OneMain Direct Auto Receivables Trust 2.31%, 12/14/2021(4) | | | 284,526 | |
| | | 442,617 | | | Securitized Term Auto Receivables Trust 2.04%, 04/26/2021(4) | | | 441,677 | |
| | | 285,337 | | | Wheels SPV LLC 1.88%, 04/20/2026(4) | | | 284,569 | |
| | | | | | | | | | |
| | | 5,112,776 | |
| | | | | | | | | | |
| | | | | Asset-Backed - Finance & Insurance - 1.7% | |
| | | 2,234,969 | | | Ajax Mortgage Loan Trust 3.16%, 09/25/2056(4)(6) | | | 2,250,354 | |
| | | 3,480,000 | | | Atlas Senior Loan Fund Ltd. 3 mo. USD LIBOR + 1.300%, 3.90%, 01/16/2030(4)(5) | | | 3,471,874 | |
| | | 1,029,073 | | | Bayview Koitere Fund Trust 3.50%, 07/28/2057(4)(6) | | | 1,050,526 | |
| | | | | | Bayview Opportunity Master Fund Trust | |
| | | 541,097 | | | 3.50%, 01/28/2055(4)(6) | | | 550,677 | |
| | | 563,300 | | | 3.50%, 06/28/2057(4)(6) | | | 573,410 | |
| | | 533,074 | | | 4.00%, 11/28/2053(4)(6) | | | 549,480 | |
| | | 741,010 | | | 4.00%, 10/28/2064(4)(6) | | | 763,989 | |
| | | 1,705,000 | | | CIFC Funding Ltd. 3 mo. USD LIBOR + 1.050%, 3.63%, 04/24/2030(4)(5) | | | 1,692,388 | |
| | | | | | DB Master Finance LLC | |
| | | 315,000 | | | 3.79%, 05/20/2049(4) | | | 321,716 | |
| | | 280,000 | | | 4.02%, 05/20/2049(4) | | | 288,204 | |
| | | 1,245,000 | | | Dryden CLO Ltd. 3 mo. USD LIBOR + 1.800%, 4.34%, 01/15/2029(4)(5) | | | 1,244,382 | |
| | | | | | Ford Credit Floorplan Master Owner Trust | |
| | | 1,375,000 | | | 1.75%, 07/15/2021 | | | 1,374,482 | |
| | | 430,000 | | | 2.09%, 03/15/2022(4) | | | 429,245 | |
| | | | | | GreatAmerica Leasing Receivables Funding LLC | |
| | | 1,040,000 | | | 2.36%, 01/20/2023(4) | | | 1,040,172 | |
| | | 470,000 | | | 2.60%, 06/15/2021(4) | | | 471,337 | |
| | | 332,000 | | | 2.83%, 06/17/2024(4) | | | 335,658 | |
| | | 250,000 | | | Horizon Aircraft Finance Ltd. 3.72%, 07/15/2039(4) | | | 249,999 | |
| | | 1,465,000 | | | KKR CLO Ltd. 3 mo. USD LIBOR + 1.340%, 3.94%, 04/15/2029(4)(5) | | | 1,464,729 | |
| | | 2,635,000 | | | Madison Park Funding Ltd. 3 mo. USD LIBOR + 0.750%, 3.35%, 04/15/2029(4)(5) | | | 2,608,964 | |
| | | 2,690,000 | | | Magnetite VII Ltd. 3 mo. USD LIBOR + 0.800%, 3.40%, 01/15/2028(4)(5) | | | 2,660,012 | |
| | | 1,615,000 | | | Magnetite XVIII Ltd. 3 mo. USD LIBOR + 1.500%, 4.02%, 11/15/2028(4)(5) | | | 1,602,038 | |
| | | | | | MMAF Equipment Finance LLC | |
| | | 665,000 | | | 2.21%, 10/17/2022(4) | | | 664,831 | |
| | | 1,000,000 | | | 2.21%, 12/15/2032(4) | | | 1,002,028 | |
| | | 236,382 | | | OneMain Financial Issuance Trust 3.66%, 02/20/2029(4) | | | 237,386 | |
| | | 1,565,000 | | | SBA Tower Trust 2.90%, 10/15/2044(4)(7) | | | 1,564,980 | |
| | | | | | Springleaf Funding Trust | |
| | | 233,762 | | | 2.90%, 11/15/2029(4) | | | 233,995 | |
| | | 755,000 | | | 3.48%, 05/15/2028(4) | | | 764,821 | |
| | | 615,000 | | | SPS Servicer Advance Receivables Trust 3.62%, 10/17/2050(4) | | | 623,708 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 3.0% - (continued) | |
| | | | | Asset-Backed - Finance & Insurance - 1.7% - (continued) | |
| | | | | | Towd Point Mortgage Trust | |
$ | | | 978,407 | | | 2.75%, 10/25/2056(4)(6) | | $ | 982,286 | |
| | | 246,388 | | | 2.75%, 04/25/2057(4)(6) | | | 246,804 | |
| | | 727,289 | | | 2.75%, 06/25/2057(4)(6) | | | 730,637 | |
| | | 343,382 | | | 3.00%, 01/25/2058(4)(6) | | | 346,999 | |
| | | 2,635,000 | | | Treman Park CLO Ltd. 3 mo. USD LIBOR + 1.070%, 3.66%, 10/20/2028(4)(5) | | | 2,637,340 | |
| | | 804,133 | | | Vantage Data Centers Issuer LLC 4.07%, 02/16/2043(4) | | | 826,390 | |
| | | | | | | | | | |
| | | | | | | | | 35,855,841 | |
| | | | | | | | | | |
| | | | | Commercial Mortgage-Backed Securities - 0.3% | |
| | | 840,000 | | | BAMLL Commercial Mortgage Securities Trust 4.23%, 08/10/2038(4)(6) | | | 928,323 | |
| | | 2,220,000 | | | CSMC Trust 2.76%, 04/05/2033(4) | | | 2,232,580 | |
| | | | | | FREMF Mortgage Trust | |
| | | 230,000 | | | 3.26%, 04/25/2046(4)(6) | | | 230,750 | |
| | | 385,000 | | | 3.45%, 05/25/2045(4)(6) | | | 385,138 | |
| | | 1,015,000 | | | 4.22%, 09/25/2025(4)(6) | | | 1,068,550 | |
| | | 525,000 | | | 5.69%, 04/25/2020(4)(6) | | | 534,943 | |
| | | 1,000,000 | | | SFAVE Commercial Mortgage Securities Trust 4.14%, 01/05/2043(4)(6) | | | 1,036,529 | |
| | | | | | | | | | |
| | | | | | | | | 6,416,813 | |
| | | | | | | | | | |
| | | | | Other ABS - 0.3% | |
| | | 310,000 | | | AASET Trust 3.84%, 05/15/2039(4) | | | 309,999 | |
| | | 1,168,160 | | | AASET U.S. Ltd. 4.45%, 11/18/2038(4) | | | 1,193,637 | |
| | | 1,225,000 | | | BlueMountain CLO Ltd. 3 mo. USD LIBOR + 1.450%, 3.97%, 11/20/2028(4)(5) | | | 1,212,041 | |
| | | 605,833 | | | Castlelake Aircraft Securitization Trust 3.97%, 04/15/2039(4) | | | 606,857 | |
| | | 1,695,000 | | | Hertz Fleet Lease Funding L.P. 2.70%, 01/10/2033(4) | | | 1,709,317 | |
| | | 242,983 | | | MAPS Ltd. 4.46%, 03/15/2044(4) | | | 251,127 | |
| | | 1,292,720 | | | SoFi Consumer Loan Program Trust 3.54%, 11/26/2027(4) | | | 1,307,565 | |
| | | 299,554 | | | START Ireland 4.09%, 03/15/2044(4) | | | 301,558 | |
| | | | | | | | | | |
| | | | | | | | | 6,892,101 | |
| | | | | | | | | | |
| | | | | Whole Loan Collateral CMO - 0.4% | |
| | | | | | Angel Oak Mortgage Trust LLC | |
| | | 247,232 | | | 2.71%, 11/25/2047(4)(6) | | | 247,204 | |
| | | 335,094 | | | 3.63%, 03/25/2049(4)(6) | | | 339,424 | |
| | | | | | COLT Mortgage Loan Trust | |
| | | 412,069 | | | 2.93%, 02/25/2048(4)(6) | | | 411,274 | |
| | | 409,704 | | | 3.69%, 10/26/2048(4)(6) | | | 415,368 | |
| | | | | | Deephaven Residential Mortgage Trust | |
| | | 334,701 | | | 2.45%, 06/25/2047(4)(6) | | | 334,482 | |
| | | 281,068 | | | 2.58%, 10/25/2047(4)(6) | | | 280,378 | |
| | | 119,408 | | | 2.73%, 12/26/2046(4)(6) | | | 119,451 | |
| | | 457,349 | | | 2.98%, 12/25/2057(4)(6) | | | 458,518 | |
| | | 348,673 | | | 3.56%, 04/25/2059(4)(6) | | | 352,408 | |
| | | 696,135 | | | MetLife Securitization Trust 3.00%, 04/25/2055(4)(6) | | | 702,695 | |
| | | | | | Mill City Mortgage Loan Trust | |
| | | 284,895 | | | 2.50%, 04/25/2057(4)(6) | | | 284,634 | |
| | | 766,267 | | | 2.75%, 01/25/2061(4)(6) | | | 769,281 | |
| | | 915,139 | | | New Residential Mortgage Loan Trust 4.00%, 04/25/2057(4)(6) | | | 952,265 | |
| | | 654,145 | | | Towd Point Mortgage Trust 2.25%, 04/25/2056(4)(6) | | | 650,345 | |
| | | 837,247 | | | Verus Securitization Trust 3.21%, 04/25/2059(4)(6) | | | 843,834 | |
| | | | | | | | | | |
| | | | | | | | | 7,161,561 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Asset & Commercial Mortgage Backed Securities (cost $61,267,580) | | $ | 61,439,092 | |
| | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Balanced HLS Fund |
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 17.5% | |
| | | | | Aerospace/Defense - 0.2% | |
$ | | | 850,000 | | | BAE Systems Holdings, Inc. 3.85%, 12/15/2025(4) | | $ | 888,522 | |
| | | | | | Lockheed Martin Corp. | |
| | | 500,000 | | | 4.07%, 12/15/2042 | | | 553,169 | |
| | | 256,000 | | | 4.50%, 05/15/2036 | | | 293,737 | |
| | | 560,000 | | | 4.85%, 09/15/2041 | | | 657,240 | |
| | | 685,000 | | | United Technologies Corp. 3.95%, 08/16/2025 | | | 738,705 | |
| | | | | | | | | | |
| | | | | | | | | 3,131,373 | |
| | | | | | | | | | |
| | | | | Agriculture - 0.5% | |
| | | | | | Altria Group, Inc. | |
| | | 560,000 | | | 4.50%, 05/02/2043 | | | 531,947 | |
| | | 1,995,000 | | | 4.75%, 05/05/2021 | | | 2,078,513 | |
| | | 200,000 | | | 4.80%, 02/14/2029 | | | 215,158 | |
| | | 3,160,000 | | | BAT Capital Corp. 3.56%, 08/15/2027 | | | 3,143,376 | |
| | | | | | BAT International Finance plc | |
| | | 685,000 | | | 2.75%, 06/15/2020(4) | | | 686,606 | |
| | | 2,775,000 | | | 3.25%, 06/07/2022(4) | | | 2,815,131 | |
| | | 290,000 | | | 3.50%, 06/15/2022(4) | | | 296,453 | |
| | | 1,065,000 | | | Imperial Brands Finance plc 3.75%, 07/21/2022(4) | | | 1,096,433 | |
| | | 325,000 | | | Philip Morris International, Inc. 4.88%, 11/15/2043 | | | 368,557 | |
| | | | | | | | | | |
| | | | | | | | | 11,232,174 | |
| | | | | | | | | | |
| | | | | Airlines - 0.2% | |
| | | 2,759,294 | | | Continental Airlines, Inc. 5.98%, 10/19/2023 | | | 2,926,783 | |
| | | 1,607,367 | | | Southwest Airlines Co. 6.15%, 02/01/2024 | | | 1,699,744 | |
| | | 164,307 | | | United Airlines Class B Pass Through Trust 4.60%, 09/01/2027 | | | 170,478 | |
| | | | | | | | | | |
| | | | | | | | | 4,797,005 | |
| | | | | | | | | | |
| | | | | Auto Manufacturers - 0.5% | |
| | | | | | Daimler Finance North America LLC | |
| | | 150,000 | | | 2.25%, 07/31/2019(4) | | | 149,937 | |
| | | 1,440,000 | | | 2.30%, 02/12/2021(4) | | | 1,434,415 | |
| | | 4,200,000 | | | Ford Motor Credit Co. LLC 3.10%, 05/04/2023 | | | 4,138,548 | |
| | | | | | General Motors Financial Co., Inc. | |
| | | 3,185,000 | | | 3.70%, 05/09/2023 | | | 3,231,310 | |
| | | 1,245,000 | | | 3.95%, 04/13/2024 | | | 1,271,968 | |
| | | 580,000 | | | Volkswagen Group of America Finance LLC 2.45%, 11/20/2019(4) | | | 579,754 | |
| | | | | | | | | | |
| | | | | | | | | 10,805,932 | |
| | | | | | | | | | |
| | | | | Beverages - 0.4% | |
| | | 1,750,000 | | | Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc. 3.65%, 02/01/2026 | | | 1,840,045 | |
| | | 310,000 | | | 4.70%, 02/01/2036 | | | 340,061 | |
| | | 280,000 | | | 4.90%, 02/01/2046 | | | 311,761 | |
| | | | | | Anheuser-Busch InBev Worldwide, Inc. | |
| | | 1,125,000 | | | 3.50%, 01/12/2024 | | | 1,175,045 | |
| | | 220,000 | | | 4.38%, 04/15/2038 | | | 232,235 | |
| | | 2,515,000 | | | 4.75%, 01/23/2029 | | | 2,855,043 | |
| | | 1,300,000 | | | Coca-Cola Femsa S.A.B. de C.V. 3.88%, 11/26/2023 | | | 1,363,449 | |
| | | 765,000 | | | Molson Coors Brewing Co. 3.50%, 05/01/2022 | | | 785,370 | |
| | | | | | | | | | |
| | | | | | | | | 8,903,009 | |
| | | | | | | | | | |
| | | | | Biotechnology - 0.1% | |
| | | 1,340,000 | | | Biogen, Inc. 2.90%, 09/15/2020 | | | 1,346,730 | |
| | | 770,000 | | | Celgene Corp. 3.55%, 08/15/2022 | | | 797,346 | |
| | | 335,000 | | | Gilead Sciences, Inc. 2.55%, 09/01/2020 | | | 335,986 | |
| | | | | | | | | | |
| | | | | | | | | 2,480,062 | |
| | | | | | | | | | |
| | | | | Chemicals - 0.1% | |
| | | 2,740,000 | | | CNAC HK Synbridge Co., Ltd. 5.00%, 05/05/2020 | | | 2,767,263 | |
| | | | | | | | | | |
| | | | | Commercial Banks - 4.4% | |
| | | | | | Banco Santander S.A. | |
| | | 1,200,000 | | | 3.13%, 02/23/2023 | | | 1,217,250 | |
| | | 600,000 | | | 3.85%, 04/12/2023 | | | 622,860 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 17.5% - (continued) | |
| | | | | Commercial Banks - 4.4% - (continued) | |
| | | | | | Bank of America Corp. | |
$ | | | 1,220,000 | | | 2.63%, 10/19/2020 | | $ | 1,224,800 | |
| | | 1,799,000 | | | 3 mo. USD LIBOR + 1.040%, 3.42%, 12/20/2028(5) | | | 1,851,164 | |
| | | 1,610,000 | | | 3 mo. USD LIBOR + 1.370%, 3.59%, 07/21/2028(5) | | | 1,678,667 | |
| | | 4,225,000 | | | 4.20%, 08/26/2024 | | | 4,491,180 | |
| | | | | | Barclays plc | |
| | | 2,740,000 | | | 3.20%, 08/10/2021 | | | 2,758,252 | |
| | | 1,640,000 | | | 3 mo. USD LIBOR + 1.610%, 3.93%, 05/07/2025(5) | | | 1,669,090 | |
| | | 1,660,000 | | | BB&T Corp. 3.20%, 09/03/2021 | | | 1,689,702 | |
| | | 1,000,000 | | | BNP Paribas S.A. 3.38%, 01/09/2025(4) | | | 1,017,445 | |
| | | | | | BPCE S.A. | |
| | | 2,025,000 | | | 3.50%, 10/23/2027(4) | | | 2,061,809 | |
| | | 2,225,000 | | | 5.15%, 07/21/2024(4) | | | 2,406,962 | |
| | | 3,625,000 | | | 5.70%, 10/22/2023(4) | | | 3,962,189 | |
| | | 1,875,000 | | | Capital One Financial Corp. 3.75%, 04/24/2024 | | | 1,967,624 | |
| | | | | | Citigroup, Inc. | |
| | | 1,220,000 | | | 2.50%, 07/29/2019 | | | 1,220,124 | |
| | | 533,000 | | | 5.30%, 05/06/2044 | | | 634,230 | |
| | | 290,000 | | | 8.13%, 07/15/2039 | | | 463,888 | |
| | | 1,695,000 | | | Citizens Bank NA 2.55%, 05/13/2021 | | | 1,700,016 | |
| | | | | | Credit Agricole S.A. | |
| | | 1,025,000 | | | 3.25%, 10/04/2024(4) | | | 1,045,436 | |
| | | 535,000 | | | 3.75%, 04/24/2023(4) | | | 555,296 | |
| | | 790,000 | | | 4.38%, 03/17/2025(4) | | | 826,642 | |
| | | | | | Credit Suisse AG | |
| | | 855,000 | | | 3.00%, 10/29/2021 | | | 868,551 | |
| | | 250,000 | | | 3.63%, 09/09/2024 | | | 263,341 | |
| | | | | | Credit Suisse Group AG | |
| | | 530,000 | | | 3.57%, 01/09/2023(4) | | | 541,107 | |
| | | 345,000 | | | 3 mo. USD LIBOR + 1.240%, 3.68%, 06/12/2024(4)(5) | | | 345,945 | |
| | | 260,000 | | | 3 mo. USD LIBOR + 1.410%, 3.87%, 01/12/2029(4)(5) | | | 268,035 | |
| | | | | | Credit Suisse Group Funding Guernsey Ltd. | |
| | | 1,425,000 | | | 3.75%, 03/26/2025 | | | 1,488,256 | |
| | | 1,885,000 | | | 3.80%, 09/15/2022 | | | 1,954,183 | |
| | | | | | Danske Bank A/S | |
| | | 775,000 | | | 3.88%, 09/12/2023(4) | | | 789,880 | |
| | | 440,000 | | | 5.00%, 01/12/2022(4) | | | 460,261 | |
| | | 575,000 | | | 5.38%, 01/12/2024(4) | | | 621,499 | |
| | | | | | Deutsche Bank AG | |
| | | 1,505,000 | | | 3.15%, 01/22/2021 | | | 1,493,650 | |
| | | 785,000 | | | 4.25%, 10/14/2021 | | | 795,814 | |
| | | | | | Goldman Sachs Group, Inc. | |
| | | 250,000 | | | 3 mo. USD LIBOR + 1.158%, 3.81%, 04/23/2029(5) | | | 261,291 | |
| | | 2,460,000 | | | 6.25%, 02/01/2041 | | | 3,298,445 | |
| | | | | | HSBC Holdings plc | |
| | | 1,030,000 | | | 3.40%, 03/08/2021 | | | 1,045,839 | |
| | | 3,625,000 | | | 3.60%, 05/25/2023 | | | 3,771,341 | |
| | | 590,000 | | | 3 mo. USD LIBOR + 1.535%, 4.58%, 06/19/2029(5) | | | 645,261 | |
| | | 1,490,000 | | | Huntington National Bank 2.40%, 04/01/2020 | | | 1,488,926 | |
| | | | | | ING Groep N.V. | |
| | | 345,000 | | | 3.15%, 03/29/2022 | | | 351,519 | |
| | | 1,100,000 | | | 3.95%, 03/29/2027 | | | 1,156,647 | |
| | | | | | JP Morgan Chase & Co. | |
| | | 2,240,000 | | | 3.25%, 09/23/2022 | | | 2,301,220 | |
| | | 1,660,000 | | | 3 mo. USD LIBOR + 1.160%, 3.70%, 05/06/2030(5) | | | 1,750,255 | |
| | | 2,775,000 | | | 3 mo. USD LIBOR + 1.330%, 4.45%, 12/05/2029(5) | | | 3,094,229 | |
| | | 2,000,000 | | | 4.95%, 03/25/2020 | | | 2,038,247 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Balanced HLS Fund |
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 17.5% - (continued) | |
| | | | | Commercial Banks - 4.4% - (continued) | |
$ | | | 470,000 | | | Macquarie Bank Ltd. 2.40%, 01/21/2020(4) | | $ | 469,931 | |
| | | 2,215,000 | | | Macquarie Group Ltd. 3 mo. USD LIBOR + 1.330%, 4.15%, 03/27/2024(4)(5) | | | 2,309,160 | |
| | | | | | Morgan Stanley | |
| | | 1,450,000 | | | 3.13%, 07/27/2026 | | | 1,477,572 | |
| | | 2,450,000 | | | 3.63%, 01/20/2027 | | | 2,571,364 | |
| | | 1,000,000 | | | 3.70%, 10/23/2024 | | | 1,055,029 | |
| | | 250,000 | | | 5.63%, 09/23/2019 | | | 251,734 | |
| | | 4,905,000 | | | NBK SPC Ltd. 2.75%, 05/30/2022(4) | | | 4,890,805 | |
| | | 1,755,000 | | | Santander Holdings USA, Inc. 3.40%, 01/18/2023 | | | 1,780,868 | |
| | | | | | UBS Group Funding Switzerland AG | |
| | | 1,665,000 | | | 2.95%, 09/24/2020(4) | | | 1,676,070 | |
| | | 1,900,000 | | | 3.00%, 04/15/2021(4) | | | 1,917,382 | |
| | | | | | Wells Fargo & Co. | |
| | | 4,344,000 | | | 4.48%, 01/16/2024 | | | 4,656,390 | |
| | | 850,000 | | | 4.75%, 12/07/2046 | | | 968,895 | |
| | | | | | | | | | |
| | | | | | | | | 90,183,568 | |
| | | | | | | | | | |
| | | | | Commercial Services - 0.3% | |
| | | | | | CommonSpirit Health | |
| | | 1,854,000 | | | 2.95%, 11/01/2022 | | | 1,872,107 | |
| | | 245,000 | | | 4.35%, 11/01/2042 | | | 246,321 | |
| | | | | | ERAC USA Finance LLC | |
| | | 655,000 | | | 2.35%, 10/15/2019(4) | | | 654,226 | |
| | | 1,800,000 | | | 4.50%, 08/16/2021(4) | | | 1,876,415 | |
| | | 1,500,000 | | | 5.63%, 03/15/2042(4) | | | 1,812,749 | |
| | | | | | | | | | |
| | | | | | | | | 6,461,818 | |
| | | | | | | | | | |
| | | | | Diversified Financial Services - 0.4% | |
| | | 5,417,742 | | | Postal Square L.P. 8.95%, 06/15/2022 | | | 6,050,572 | |
| | | 1,220,000 | | | Societe Generale S.A. 3.25%, 01/12/2022(4) | | | 1,237,464 | |
| | | | | | | | | | |
| | | | | | | | | 7,288,036 | |
| | | | | | | | | | |
| | | | | Electric - 1.5% | |
| | | 1,960,000 | | | Cleveland Electric Illuminating Co. 3.50%, 04/01/2028(4) | | | 1,989,938 | |
| | | | | | Dominion Energy South Carolina, Inc. | |
| | | 465,000 | | | 4.25%, 08/15/2028 | | | 517,617 | |
| | | 105,000 | | | 4.35%, 02/01/2042 | | | 115,022 | |
| | | 205,000 | | | 4.60%, 06/15/2043 | | | 232,137 | |
| | | 1,180,000 | | | 6.05%, 01/15/2038 | | | 1,524,165 | |
| | | 360,000 | | | 6.63%, 02/01/2032 | | | 473,231 | |
| | | | | | Dominion Energy, Inc. | |
| | | 310,000 | | | 2.72%, 08/15/2021(7) | | | 310,695 | |
| | | 725,000 | | | 2.96%, 07/01/2019(7) | | | 725,000 | |
| | | 1,750,000 | | | 4.10%, 04/01/2021(7) | | | 1,791,611 | |
| | | 1,200,000 | | | Duke Energy Carolinas LLC 6.10%, 06/01/2037 | | | 1,575,343 | |
| | | 265,000 | | | Duke Energy Corp. 3.40%, 06/15/2029 | | | 270,684 | |
| | | 1,375,000 | | | Electricite de France S.A. 10 year USD Swap + 3.041%, 5.63%, 01/22/2024(4)(5)(8) | | | 1,412,812 | |
| | | 365,000 | | | Emera U.S. Finance L.P. 2.70%, 06/15/2021 | | | 366,248 | |
| | | 1,000,000 | | | FirstEnergy Corp. 3.90%, 07/15/2027 | | | 1,050,254 | |
| | | 2,405,000 | | | Fortis, Inc. 3.06%, 10/04/2026 | | | 2,387,305 | |
| | | | | | Georgia Power Co. | |
| | | 845,000 | | | 4.30%, 03/15/2042 | | | 895,611 | |
| | | 245,000 | | | 4.75%, 09/01/2040 | | | 267,027 | |
| | | 1,275,000 | | | Indianapolis Power and Light Co. 6.60%, 06/01/2037(4) | | | 1,666,910 | |
| | | 515,000 | | | Infraestructura Energetica Nova S.A.B. de C.V. 4.88%, 01/14/2048(4) | | | 455,775 | |
| | | | | | NextEra Energy Capital Holdings, Inc. | |
| | | 215,000 | | | 3.25%, 04/01/2026 | | | 221,017 | |
| | | 335,000 | | | 3.50%, 04/01/2029 | | | 348,442 | |
| | | 645,000 | | | Niagara Mohawk Power Corp. 4.28%, 12/15/2028(4) | | | 709,761 | |
| | | 1,325,000 | | | Oglethorpe Power Corp. 5.25%, 09/01/2050 | | | 1,549,854 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 17.5% - (continued) | |
| | | | | Electric - 1.5% - (continued) | |
| | | | | | Oncor Electric Delivery Co. LLC | |
$ | | | 385,000 | | | 2.95%, 04/01/2025 | | $ | 395,439 | |
| | | 1,185,000 | | | 4.10%, 06/01/2022 | | | 1,242,877 | |
| | | | | | SCANA Corp. | |
| | | 893,000 | | | 4.13%, 02/01/2022(9) | | | 912,211 | |
| | | 1,222,000 | | | 4.75%, 05/15/2021 | | | 1,252,408 | |
| | | 484,000 | | | 6.25%, 04/01/2020 | | | 494,154 | |
| | | 2,000,000 | | | Southern California Edison Co. 5.55%, 01/15/2037 | | | 2,295,833 | |
| | | | | | Southern Co. | |
| | | 1,450,000 | | | 2.75%, 06/15/2020 | | | 1,454,501 | |
| | | 2,050,000 | | | 2.95%, 07/01/2023 | | | 2,080,702 | |
| | | | | | | | | | |
| | | | | | | | | 30,984,584 | |
| | | | | | | | | | |
| | | | | Engineering & Construction - 0.1% | |
| | | | | | SBA Tower Trust | |
| | | 1,235,000 | | | 2.88%, 07/15/2046(4) | | | 1,237,239 | |
| | | 225,000 | | | 3.45%, 03/15/2048(4) | | | 231,345 | |
| | | | | | | | | | |
| | | | | | | | | 1,468,584 | |
| | | | | | | | | | |
| | | | | Food - 0.3% | |
| | | | | | Conagra Brands, Inc. | |
| | | 455,000 | | | 4.60%, 11/01/2025 | | | 495,315 | |
| | | 330,000 | | | 5.30%, 11/01/2038 | | | 357,962 | |
| | | | | | Kraft Heinz Foods Co. | |
| | | 530,000 | | | 3.00%, 06/01/2026 | | | 515,736 | |
| | | 2,030,000 | | | 4.00%, 06/15/2023 | | | 2,126,902 | |
| | | 1,890,000 | | | 4.38%, 06/01/2046 | | | 1,795,725 | |
| | | 1,065,000 | | | Kroger Co. 4.00%, 02/01/2024 | | | 1,125,927 | |
| | | 480,000 | | | Sigma Alimentos S.A. de C.V. 4.13%, 05/02/2026(4) | | | 483,485 | |
| | | | | | | | | | |
| | | | | | | | | 6,901,052 | |
| | | | | | | | | | |
| | | | | Gas - 0.1% | |
| | | 330,000 | | | Boston Gas Co. 3.15%, 08/01/2027(4) | | | 335,283 | |
| | | 1,870,000 | | | KeySpan Gas East Corp. 2.74%, 08/15/2026(4) | | | 1,844,990 | |
| | | | | | | | | | |
| | | | | | | | | 2,180,273 | |
| | | | | | | | | | |
| | | | | Healthcare - Products - 0.1% | |
| | | 135,000 | | | Boston Scientific Corp. 4.00%, 03/01/2029 | | | 146,040 | |
| | | | | | Medtronic, Inc. | |
| | | 775,000 | | | 3.15%, 03/15/2022 | | | 796,752 | |
| | | 310,000 | | | 3.63%, 03/15/2024 | | | 328,826 | |
| | | | | | | | | | |
| | | | | | | | | 1,271,618 | |
| | | | | | | | | | |
| | | | | Healthcare - Services - 0.7% | |
| | | | | | Anthem, Inc. | |
| | | 421,000 | | | 3.30%, 01/15/2023 | | | 431,908 | |
| | | 1,360,000 | | | 4.10%, 03/01/2028 | | | 1,454,898 | |
| | | 475,000 | | | 4.65%, 08/15/2044 | | | 520,698 | |
| | | 590,000 | | | Catholic Health Initiatives 4.20%, 08/01/2023 | | | 622,448 | |
| | | 955,000 | | | Cigna Corp. 4.38%, 10/15/2028(4) | | | 1,030,316 | |
| | | | | | Dignity Health | |
| | | 180,000 | | | 2.64%, 11/01/2019 | | | 179,805 | |
| | | 714,000 | | | 3.81%, 11/01/2024 | | | 751,994 | |
| | | 1,353,000 | | | 4.50%, 11/01/2042 | | | 1,407,732 | |
| | | 1,770,000 | | | Humana, Inc. 2.90%, 12/15/2022 | | | 1,794,990 | |
| | | | | | Mercy Health | |
| | | 1,400,000 | | | 3.56%, 08/01/2027 | | | 1,457,994 | |
| | | 1,210,000 | | | 4.30%, 07/01/2028 | | | 1,336,723 | |
| | | | | | UnitedHealth Group, Inc. | |
| | | 920,000 | | | 3.35%, 07/15/2022 | | | 951,131 | |
| | | 1,440,000 | | | 3.75%, 07/15/2025 | | | 1,537,992 | |
| | | | | | | | | | |
| | | | | | | | | 13,478,629 | |
| | | | | | | | | | |
| | | | | Household Products - 0.2% | |
| | | 2,919,168 | | | Procter & Gamble - Esop 9.36%, 01/01/2021 | | | 3,080,685 | |
| | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Balanced HLS Fund |
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 17.5% - (continued) | |
| | | | | Insurance - 0.5% | |
$ | | | 1,255,000 | | | American International Group, Inc. 4.25%, 03/15/2029 | | $ | 1,348,103 | |
| | | 1,000,000 | | | Berkshire Hathaway, Inc. 2.75%, 03/15/2023 | | | 1,016,155 | |
| | | | | | Chubb INA Holdings, Inc. | |
| | | 495,000 | | | 2.30%, 11/03/2020 | | | 495,212 | |
| | | 840,000 | | | 3.35%, 05/15/2024 | | | 884,285 | |
| | | 200,000 | | | Five Corners Funding Trust 4.42%, 11/15/2023(4) | | | 214,393 | |
| | | | | | Liberty Mutual Group, Inc. | |
| | | 122,000 | | | 4.25%, 06/15/2023(4) | | | 128,973 | |
| | | 428,000 | | | 4.57%, 02/01/2029(4) | | | 470,440 | |
| | | 705,000 | | | Marsh & McLennan Cos., Inc. 4.38%, 03/15/2029 | | | 777,825 | |
| | | | | | MetLife, Inc. | |
| | | 2,205,000 | | | 3.60%, 04/10/2024 | | | 2,339,209 | |
| | | 795,000 | | | 4.88%, 11/13/2043 | | | 945,065 | |
| | | 2,220,000 | | | Trinity Acquisition plc 4.40%, 03/15/2026 | | | 2,361,270 | |
| | | | | | | | | | |
| | | | | | | | | 10,980,930 | |
| | | | | | | | | | |
| | | | | Internet - 0.3% | |
| | | | | | Alibaba Group Holding Ltd. | |
| | | 200,000 | | | 2.50%, 11/28/2019 | | | 200,091 | |
| | | 1,775,000 | | | 3.40%, 12/06/2027 | | | 1,803,298 | |
| | | | | | Amazon.com, Inc. | |
| | | 1,250,000 | | | 2.50%, 11/29/2022 | | | 1,261,179 | |
| | | 1,020,000 | | | 4.80%, 12/05/2034 | | | 1,254,728 | |
| | | 480,000 | | | 4.95%, 12/05/2044 | | | 605,160 | |
| | | | | | Tencent Holdings Ltd. | |
| | | 1,095,000 | | | 3.60%, 01/19/2028(4) | | | 1,117,999 | |
| | | 470,000 | | | 3.98%, 04/11/2029(4) | | | 491,110 | |
| | | | | | | | | | |
| | | | | | | | | 6,733,565 | |
| | | | | | | | | | |
| | | | | IT Services - 0.2% | |
| | | | | | Apple, Inc. | |
| | | 546,000 | | | 3.25%, 02/23/2026 | | | 570,471 | |
| | | 1,360,000 | | | 3.45%, 05/06/2024 | | | 1,438,864 | |
| | | 1,675,000 | | | International Business Machines Corp. 3.30%, 05/15/2026 | | | 1,736,326 | |
| | | | | | | | | | |
| | | | | | | | | 3,745,661 | |
| | | | | | | | | | |
| | | | | Machinery - Construction & Mining - 0.1% | |
| | | 1,500,000 | | | Caterpillar Financial Services Corp. 3.30%, 06/09/2024 | | | 1,564,417 | |
| | | | | | | | | | |
| | | | | Media - 0.8% | |
| | | 485,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital 5.38%, 05/01/2047 | | | 511,767 | |
| | | | | | Comcast Corp. | |
| | | 1,140,000 | | | 3.95%, 10/15/2025 | | | 1,229,923 | |
| | | 2,050,000 | | | 4.40%, 08/15/2035 | | | 2,283,323 | |
| | | 585,000 | | | 4.60%, 10/15/2038 | | | 669,852 | |
| | | | | | Cox Communications, Inc. | |
| | | 80,000 | | | 4.60%, 08/15/2047(4) | | | 81,057 | |
| | | 2,320,000 | | | 4.80%, 02/01/2035(4) | | | 2,350,630 | |
| | | 365,000 | | | Fox Corp. 4.03%, 01/25/2024(4) | | | 388,232 | |
| | | | | | Sky Ltd. | |
| | | 1,265,000 | | | 2.63%, 09/16/2019(4) | | | 1,265,154 | |
| | | 2,386,000 | | | 3.75%, 09/16/2024(4) | | | 2,535,358 | |
| | | | | | Time Warner Cable LLC | |
| | | 395,000 | | | 6.55%, 05/01/2037 | | | 456,383 | |
| | | 250,000 | | | 7.30%, 07/01/2038 | | | 303,411 | |
| | | 130,000 | | | Time Warner Entertainment Co., L.P. 8.38%, 03/15/2023 | | | 154,049 | |
| | | | | | Viacom, Inc. | |
| | | 835,000 | | | 3.88%, 12/15/2021 | | | 857,881 | |
| | | 2,175,000 | | | 4.25%, 09/01/2023 | | | 2,300,950 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 17.5% - (continued) | |
| | | | | Media - 0.8% - (continued) | |
| | | | | | Walt Disney Co. (The) | |
$ | | | 385,000 | | | 4.00%, 10/01/2023(4) | | $ | 410,837 | |
| | | 1,275,000 | | | 4.50%, 02/15/2021(4) | | | 1,323,176 | |
| | | | | | | | | | |
| | | | | | | | | 17,121,983 | |
| | | | | | | | | | |
| | | | | Mining - 0.1% | |
| | | 1,575,000 | | | Glencore Finance Canada Ltd. 4.25%, 10/25/2022(4) | | | 1,646,888 | |
| | | | | | | | | | |
| | | | | Oil & Gas - 0.9% | |
| | | 330,000 | | | Anadarko Finance Co. 7.50%, 05/01/2031 | | | 437,646 | |
| | | 1,326,000 | | | Anadarko Petroleum Corp. 4.85%, 03/15/2021 | | | 1,372,643 | |
| | | 1,200,000 | | | BG Energy Capital plc 4.00%, 10/15/2021(4) | | | 1,240,381 | |
| | | 655,000 | | | BP Capital Markets America, Inc. 3.25%, 05/06/2022 | | | 674,390 | |
| | | 130,000 | | | ConocoPhillips Co. 4.95%, 03/15/2026 | | | 148,481 | |
| | | | | | Equinor ASA | |
| | | 340,000 | | | 2.25%, 11/08/2019 | | | 339,821 | |
| | | 160,000 | | | 2.45%, 01/17/2023 | | | 160,962 | |
| | | 1,850,000 | | | 2.90%, 11/08/2020 | | | 1,867,590 | |
| | | 210,000 | | | 3.25%, 11/10/2024 | | | 219,449 | |
| | | 45,000 | | | 3.70%, 03/01/2024 | | | 47,874 | |
| | | 1,290,000 | | | Hess Corp. 7.30%, 08/15/2031 | | | 1,583,603 | |
| | | 920,000 | | | Marathon Oil Corp. 2.70%, 06/01/2020 | | | 920,839 | |
| | | | | | Petroleos Mexicanos | |
| | | 40,000 | | | 5.38%, 03/13/2022 | | | 40,302 | |
| | | 475,000 | | | 5.50%, 01/21/2021 | | | 480,463 | |
| | | 1,620,000 | | | 6.38%, 02/04/2021 | | | 1,662,120 | |
| | | 3,540,000 | | | Pioneer Natural Resources Co. 7.50%, 01/15/2020 | | | 3,630,266 | |
| | | 1,865,000 | | | Saudi Arabian Oil Co. 3.50%, 04/16/2029(4) | | | 1,888,995 | |
| | | 1,375,000 | | | Total Capital International S.A. 2.70%, 01/25/2023 | | | 1,395,873 | |
| | | | | | | | | | |
| | | | | | | | | 18,111,698 | |
| | | | | | | | | | |
| | | | | Oil & Gas Services - 0.1% | |
| | | 948,000 | | | Schlumberger Holdings Corp. 3.90%, 05/17/2028(4) | | | 986,518 | |
| | | | | | | | | | |
| | | | | Pharmaceuticals - 1.3% | |
| | | | | | Allergan Funding SCS | |
| | | 645,000 | | | 3.45%, 03/15/2022 | | | 658,555 | |
| | | 975,000 | | | 3.80%, 03/15/2025 | | | 1,011,828 | |
| | | 600,000 | | | 4.85%, 06/15/2044 | | | 622,944 | |
| | | | | | Allergan Sales LLC | |
| | | 142,000 | | | 4.88%, 02/15/2021(4) | | | 146,257 | |
| | | 800,000 | | | 5.00%, 12/15/2021(4) | | | 836,581 | |
| | | | | | Bayer U.S. Finance LLC | |
| | | 260,000 | | | 2.38%, 10/08/2019(4) | | | 259,659 | |
| | | 955,000 | | | 3.38%, 10/08/2024(4) | | | 959,510 | |
| | | 2,230,000 | | | 4.25%, 12/15/2025(4) | | | 2,359,514 | |
| | | | | | Cardinal Health, Inc. | |
| | | 990,000 | | | 2.40%, 11/15/2019 | | | 989,210 | |
| | | 445,000 | | | 3.08%, 06/15/2024 | | | 448,000 | |
| | | 880,000 | | | 3.50%, 11/15/2024 | | | 903,545 | |
| | | 785,000 | | | 4.50%, 11/15/2044 | | | 731,550 | |
| | | | | | CVS Health Corp. | |
| | | 3,130,000 | | | 4.10%, 03/25/2025 | | | 3,301,180 | |
| | | 600,000 | | | 5.13%, 07/20/2045 | | | 639,849 | |
| | | 2,015,000 | | | EMD Finance LLC 2.95%, 03/19/2022(4) | | | 2,032,664 | |
| | | | | | McKesson Corp. | |
| | | 100,000 | | | 2.85%, 03/15/2023 | | | 100,757 | |
| | | 650,000 | | | 3.80%, 03/15/2024 | | | 682,322 | |
| | | | | | Merck & Co., Inc. | |
| | | 1,960,000 | | | 2.75%, 02/10/2025 | | | 2,018,684 | |
| | | 1,640,000 | | | 2.80%, 05/18/2023 | | | 1,679,485 | |
| | | 2,325,000 | | | Mylan N.V. 3.95%, 06/15/2026 | | | 2,248,248 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Balanced HLS Fund |
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 17.5% - (continued) | |
| | | | | Pharmaceuticals - 1.3% - (continued) | |
| | | | | | Mylan, Inc. | |
$ | | | 1,025,000 | | | 4.55%, 04/15/2028(9) | | $ | 1,005,206 | |
| | | 455,000 | | | 5.20%, 04/15/2048 | | | 420,149 | |
| | | 755,000 | | | Teva Pharmaceutical Finance Co. B.V. 3.65%, 11/10/2021 | | | 726,688 | |
| | | 1,725,000 | | | Teva Pharmaceutical Finance Netherlands B.V. 2.80%, 07/21/2023 | | | 1,492,125 | |
| | | | | | | | | | |
| | | | | | | | | 26,274,510 | |
| | | | | | | | | | |
| | | | | Pipelines - 0.6% | |
| | | 872,000 | | | Energy Transfer Operating L.P. 7.60%, 02/01/2024 | | | 1,012,801 | |
| | | 375,000 | | | Energy Transfer Partners L.P. 4.50%, 11/01/2023 | | | 396,143 | |
| | | 2,395,000 | | | EQM Midstream Partners L.P. 4.75%, 07/15/2023 | | | 2,490,460 | |
| | | | | | MPLX L.P. | |
| | | 485,000 | | | 4.00%, 03/15/2028 | | | 502,289 | |
| | | 1,280,000 | | | 4.13%, 03/01/2027 | | | 1,339,850 | |
| | | 2,425,000 | | | Phillips 66 Partners L.P. 3.61%, 02/15/2025 | | | 2,498,768 | |
| | | | | | Sunoco Logistics Partners Operations L.P. | |
| | | 1,200,000 | | | 3.90%, 07/15/2026 | | | 1,225,377 | |
| | | 509,000 | | | 4.40%, 04/01/2021 | | | 523,901 | |
| | | 800,000 | | | 5.35%, 05/15/2045 | | | 831,975 | |
| | | 2,470,000 | | | Western Midstream Operating L.P. 4.00%, 07/01/2022 | | | 2,502,117 | |
| | | | | | | | | | |
| | | | | | | | | 13,323,681 | |
| | | | | | | | | | |
| | | | | Real Estate - 0.2% | |
| | | 1,920,000 | | | WEA Finance LLC 4.13%, 09/20/2028(4) | | | 2,043,493 | |
| | | | | | WEA Finance LLC / Westfield UK & Europe Finance plc | | | | |
| | | 730,000 | | | 2.70%, 09/17/2019(4) | | | 729,966 | |
| | | 1,400,000 | | | 3.25%, 10/05/2020(4) | | | 1,413,378 | |
| | | | | | | | | | |
| | | | | | | | | 4,186,837 | |
| | | | | | | | | | |
| | | | | Real Estate Investment Trusts - 0.5% | |
| | | | | | American Tower Corp. | |
| | | 975,000 | | | 3.45%, 09/15/2021 | | | 995,957 | |
| | | 375,000 | | | 4.40%, 02/15/2026 | | | 405,226 | |
| | | 400,000 | | | 5.00%, 02/15/2024 | | | 440,375 | |
| | | 760,000 | | | AvalonBay Communities, Inc. 3.63%, 10/01/2020 | | | 770,268 | |
| | | 1,950,000 | | | Brandywine Operating Partnership L.P. 3.95%, 11/15/2027 | | | 2,010,595 | |
| | | | | | Crown Castle International Corp. | |
| | | 635,000 | | | 3.65%, 09/01/2027 | | | 653,919 | |
| | | 525,000 | | | 3.80%, 02/15/2028 | | | 545,235 | |
| | | 2,960,000 | | | HCP, Inc. 4.00%, 06/01/2025 | | | 3,129,947 | |
| | | 1,735,000 | | | Scentre Group Trust 2.38%, 11/05/2019(4) | | | 1,733,706 | |
| | | | | | | | | | |
| | | | | | | | | 10,685,228 | |
| | | | | | | | | | |
| | | | | Retail - 0.2% | |
| | | | | | CVS Health Corp. | |
| | | 2,100,000 | | | 4.00%, 12/05/2023 | | | 2,197,896 | |
| | | 685,000 | | | 4.88%, 07/20/2035 | | | 717,110 | |
| | | 220,000 | | | Lowe’s Cos., Inc. 4.55%, 04/05/2049 | | | 236,188 | |
| | | | | | | | | | |
| | | | | | | | | 3,151,194 | |
| | | | | | | | | | |
| | | | | Savings & Loans - 0.0% | |
| | | 540,000 | | | Nationwide Building Society 3 mo. USD LIBOR + 1.181%, 3.62%, 04/26/2023(4)(5) | | | 549,954 | |
| | | | | | | | | | |
| | | | | Semiconductors - 0.1% | |
| | | 1,855,000 | | | Broadcom Corp. / Broadcom Cayman Finance Ltd. 3.63%, 01/15/2024 | | | 1,872,568 | |
| | | 810,000 | | | Microchip Technology, Inc. 3.92%, 06/01/2021 | | | 824,536 | |
| | | | | | | | | | |
| | | | | | | | | 2,697,104 | |
| | | | | | | | | | |
| | | | | Software - 0.3% | |
| | | 1,820,000 | | | Fiserv, Inc. 3.20%, 07/01/2026 | | | 1,857,638 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 17.5% - (continued) | |
| | | | | Software - 0.3% - (continued) | |
| | | | | | Microsoft Corp. | |
$ | | | 1,605,000 | | | 2.40%, 08/08/2026 | | $ | 1,613,115 | |
| | | 1,000,000 | | | 3.70%, 08/08/2046 | | | 1,080,837 | |
| | | 2,300,000 | | | Oracle Corp. 3.25%, 11/15/2027 | | | 2,408,408 | |
| | | | | | | | | | |
| | | | | | | | | 6,959,998 | |
| | | | | | | | | | |
| | | | | Telecommunications - 0.9% | |
| | | 635,000 | | | America Movil S.A.B. de C.V. 3.13%, 07/16/2022 | | | 649,085 | |
| | | | | | AT&T, Inc. | |
| | | 2,325,000 | | | 3.60%, 07/15/2025 | | | 2,411,567 | |
| | | 355,000 | | | 3.95%, 01/15/2025 | | | 374,936 | |
| | | 800,000 | | | 4.13%, 02/17/2026 | | | 850,994 | |
| | | 2,185,000 | | | 4.45%, 04/01/2024 | | | 2,351,167 | |
| | | 1,327,000 | | | 4.85%, 03/01/2039 | | | 1,424,177 | |
| | | 205,000 | | | 4.90%, 08/15/2037 | | | 220,956 | |
| | | 715,000 | | | GTP Acquisition Partners I LLC 2.35%, 06/15/2045(4) | | | 712,652 | |
| | | 576,000 | | | Orange S.A. 9.00%, 03/01/2031 | | | 878,308 | |
| | | 2,440,000 | | | Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC 4.74%, 09/20/2029(4) | | | 2,531,500 | |
| | | | | | Verizon Communications, Inc. | |
| | | 2,300,000 | | | 2.95%, 03/15/2022 | | | 2,349,777 | |
| | | 2,086,000 | | | 4.52%, 09/15/2048 | | | 2,337,201 | |
| | | 222,000 | | | 4.67%, 03/15/2055 | | | 251,742 | |
| | | 715,000 | | | 4.75%, 11/01/2041 | | | 802,849 | |
| | | 283,000 | | | 4.81%, 03/15/2039 | | | 325,346 | |
| | | | | | | | | | |
| | | | | | | | | 18,472,257 | |
| | | | | | | | | | |
| | | | | Transportation - 0.3% | |
| | | | | | Penske Truck Leasing Co. L.P. / PTL Finance Corp. | |
| | | 1,685,000 | | | 3.20%, 07/15/2020(4) | | | 1,692,631 | |
| | | 1,100,000 | | | 3.38%, 02/01/2022(4) | | | 1,121,383 | |
| | | 2,850,000 | | | 3.95%, 03/10/2025(4) | | | 2,991,118 | |
| | | | | | | | | | |
| | | | | | | | | 5,805,132 | |
| | | | | | | | | | |
| | | | | Water - 0.0% | |
| | | 625,000 | | | American Water Capital Corp. 2.95%, 09/01/2027 | | | 629,227 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Corporate Bonds (cost $346,205,601) | | $ | 361,042,447 | |
| | | | | | | | | | |
|
FOREIGN GOVERNMENT OBLIGATIONS - 0.5% | |
| | | | | Qatar - 0.4% | |
| | | | | | Qatar Government International Bond | |
$ | | | 4,990,000 | | | 2.38%, 06/02/2021(4) | | $ | 4,984,331 | |
| | | 1,680,000 | | | 3.88%, 04/23/2023(4) | | | 1,761,984 | |
| | | 636,000 | | | 4.00%, 03/14/2029(4) | | | 685,290 | |
| | | | | | | | | | |
| | | | | | | | | 7,431,605 | |
| | | | | | | | | | |
| | | | | Saudi Arabia - 0.1% | |
| | | | | | Saudi Government International Bond | |
| | | 935,000 | | | 2.38%, 10/26/2021(4) | | | 933,299 | |
| | | 1,385,000 | | | 2.88%, 03/04/2023(4) | | | 1,400,581 | |
| | | | | | | | | | |
| | | | | | | | | 2,333,880 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Foreign Government Obligations (cost $9,538,477) | | $ | 9,765,485 | |
| | | | | | | | | | |
|
MUNICIPAL BONDS - 0.8% | |
| | | | | General - 0.3% | |
| | | | | | Chicago, IL, Transit Auth | |
$ | | | 205,000 | | | 6.30%, 12/01/2021 | | $ | 215,512 | |
| | | 900,000 | | | 6.90%, 12/01/2040 | | | 1,216,122 | |
| | | 365,000 | | | City of Sacramento, CA 6.42%, 08/01/2023 | | | 419,885 | |
| | | 375,000 | | | Metropolitan Transportation Auth, NY, Rev 6.67%, 11/15/2039 | | | 523,770 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Balanced HLS Fund |
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
MUNICIPAL BONDS - 0.8% - (continued) | |
| | | | | General - 0.3% - (continued) | |
$ | | | 2,205,000 | | | New York State Urban Dev Corp. 2.10%, 03/15/2022 | | $ | 2,205,904 | |
| | | 1,355,000 | | | Sales Tax Securitization Corp., IL 4.79%, 01/01/2048 | | | 1,542,234 | |
| | | | | | | | | | |
| | | | | | | | | 6,123,427 | |
| | | | | | | | | | |
| | | | | General Obligation - 0.2% | |
| | | | | | California State, GO Taxable | |
| | | 420,000 | | | 7.35%, 11/01/2039 | | | 635,036 | |
| | | 540,000 | | | 7.55%, 04/01/2039 | | | 854,885 | |
| | | 685,000 | | | Chicago, IL, Metropolitan Water Reclamation, GO 5.72%, 12/01/2038 | | | 887,883 | |
| | | 2,130,000 | | | Illinois State, GO 5.10%, 06/01/2033(9) | | | 2,243,060 | |
| | | | | | | | | | |
| | | | | | | | | 4,620,864 | |
| | | | | | | | | | |
| | | | | Power - 0.0% | |
| | | 485,000 | | | New York, Utility Debt Securitization Auth 3.44%, 12/15/2025 | | | 503,571 | |
| | | | | | | | | | |
| | | | | Transportation - 0.1% | |
| | | 875,000 | | | Illinois State Toll Highway Auth 6.18%, 01/01/2034 | | | 1,178,677 | |
| | | 570,000 | | | New York and New Jersey Port Auth, Taxable Rev 6.04%, 12/01/2029 | | | 744,386 | |
| | | | | | | | | | |
| | | | | | | | | 1,923,063 | |
| | | | | | | | | | |
| | | | | Utility - Electric - 0.2% | |
| | | 785,000 | | | Illinois Municipal Electric Agency 6.83%, 02/01/2035 | | | 1,011,787 | |
| | | | | | Municipal Electric Auth, GA | |
| | | 1,596,000 | | | 6.64%, 04/01/2057 | | | 1,917,482 | |
| | | 412,000 | | | 6.66%, 04/01/2057 | | | 538,377 | |
| | | | | | | | | | |
| | | | | | | | | 3,467,646 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Municipal Bonds (cost $14,847,899) | | $ | 16,638,571 | |
| | | | | | | | | | |
|
U.S. GOVERNMENT AGENCIES - 1.1% | |
| | | | | Mortgage-Backed Agencies - 1.1% | |
| | | | | FHLMC - 0.5% | |
$ | | | 10,399,131 | | | 3.50%, 08/01/2048 | | $ | 10,675,736 | |
| | | 26,849 | | | 4.00%, 03/01/2041 | | | 28,334 | |
| | | 19,952 | | | 12 mo. USD CMT + 2.255%, 4.73%, 04/01/2029(5) | | | 20,818 | |
| | | | | | | | | | |
| | | | | | | | | 10,724,888 | |
| | | | | | | | | | |
| | | | | FNMA - 0.4% | |
| | | 711,831 | | | 1 mo. USD LIBOR + 0.400%, 2.84%, 10/25/2024(5) | | | 707,793 | |
| | | 1,959,412 | | | 3.50%, 12/01/2048 | | | 2,006,815 | |
| | | 3,535,451 | | | 3.50%, 06/25/2059 | | | 3,692,611 | |
| | | 46,093 | | | 4.50%, 11/01/2023 | | | 48,147 | |
| | | 129,310 | | | 4.50%, 03/01/2038 | | | 138,816 | |
| | | 69,170 | | | 4.50%, 11/01/2039 | | | 74,243 | |
| | | 44,908 | | | 4.50%, 04/01/2040 | | | 48,233 | |
| | | 109,113 | | | 4.50%, 08/01/2040 | | | 117,194 | |
| | | 38,318 | | | 4.50%, 02/01/2041 | | | 41,150 | |
| | | 541,525 | | | 4.50%, 04/01/2041 | | | 581,626 | |
| | | 312,327 | | | 4.50%, 06/01/2041 | | | 335,453 | |
| | | 446,003 | | | 4.50%, 07/01/2041 | | | 478,782 | |
| | | 161,197 | | | 4.50%, 09/01/2041 | | | 173,136 | |
| | | 59,588 | | | 4.50%, 07/01/2044 | | | 62,516 | |
| | | | | | | | | | |
| | | | | | | | | 8,506,515 | |
| | | | | | | | | | |
| | | | | GNMA - 0.2% | |
| | | 80,953 | | | 5.00%, 07/15/2037 | | | 89,053 | |
| | | 10,190 | | | 6.00%, 06/15/2024 | | | 11,147 | |
| | | 4,559 | | | 6.00%, 07/15/2026 | | | 4,986 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
U.S. GOVERNMENT AGENCIES - 1.1% - (continued) | |
| | | | | Mortgage-Backed Agencies - 1.1% - (continued) | |
| | | | | GNMA - 0.2% - (continued) | |
$ | | | 4,220 | | | 6.00%, 01/15/2028 | | $ | 4,616 | |
| | | 1,792 | | | 6.00%, 03/15/2028 | | | 1,975 | |
| | | 44,903 | | | 6.00%, 04/15/2028 | | | 49,209 | |
| | | 66,246 | | | 6.00%, 05/15/2028 | | | 72,464 | |
| | | 18,294 | | | 6.00%, 06/15/2028 | | | 20,011 | |
| | | 41,034 | | | 6.00%, 07/15/2028 | | | 44,885 | |
| | | 16,244 | | | 6.00%, 08/15/2028 | | | 17,771 | |
| | | 43,092 | | | 6.00%, 09/15/2028 | | | 47,137 | |
| | | 93,548 | | | 6.00%, 10/15/2028 | | | 102,330 | |
| | | 89,907 | | | 6.00%, 11/15/2028 | | | 98,345 | |
| | | 86,937 | | | 6.00%, 12/15/2028 | | | 95,111 | |
| | | 2,269 | | | 6.00%, 12/15/2031 | | | 2,531 | |
| | | 21,686 | | | 6.00%, 09/15/2032 | | | 24,709 | |
| | | 7,972 | | | 6.00%, 11/15/2032 | | | 9,043 | |
| | | 1,927 | | | 6.00%, 04/15/2033 | | | 2,107 | |
| | | 80,418 | | | 6.00%, 06/15/2033 | | | 89,572 | |
| | | 30,801 | | | 6.00%, 10/15/2033 | | | 35,130 | |
| | | 3,961 | | | 6.00%, 11/15/2033 | | | 4,494 | |
| | | 59,976 | | | 6.00%, 10/15/2034 | | | 66,822 | |
| | | 57,020 | | | 6.00%, 01/15/2035 | | | 62,628 | |
| | | 7,154 | | | 6.00%, 05/15/2035 | | | 7,825 | |
| | | 11,233 | | | 6.00%, 06/15/2035 | | | 12,451 | |
| | | 501 | | | 6.50%, 03/15/2026 | | | 551 | |
| | | 4,357 | | | 6.50%, 01/15/2028 | | | 4,787 | |
| | | 42,982 | | | 6.50%, 03/15/2028 | | | 47,221 | |
| | | 99,654 | | | 6.50%, 04/15/2028 | | | 109,481 | |
| | | 29,591 | | | 6.50%, 05/15/2028 | | | 32,508 | |
| | | 153,352 | | | 6.50%, 06/15/2028 | | | 168,474 | |
| | | 6,443 | | | 6.50%, 10/15/2028 | | | 7,079 | |
| | | 2,632 | | | 6.50%, 02/15/2035 | | | 3,000 | |
| | | 15,061 | | | 7.00%, 11/15/2031 | | | 16,721 | |
| | | 7,639 | | | 7.00%, 03/15/2032 | | | 8,514 | |
| | | 1,071,580 | | | 7.00%, 11/15/2032 | | | 1,272,444 | |
| | | 144,983 | | | 7.00%, 01/15/2033 | | | 168,252 | |
| | | 153,090 | | | 7.00%, 05/15/2033 | | | 176,816 | |
| | | 27,410 | | | 7.00%, 07/15/2033 | | | 31,346 | |
| | | 182,014 | | | 7.00%, 11/15/2033 | | | 210,423 | |
| | | 72,272 | | | 7.50%, 09/16/2035 | | | 82,781 | |
| | | 153 | | | 8.00%, 09/15/2026 | | | 167 | |
| | | 93 | | | 8.00%, 11/15/2026 | | | 97 | |
| | | 8,186 | | | 8.00%, 12/15/2026 | | | 9,307 | |
| | | 125 | | | 8.00%, 09/15/2027 | | | 129 | |
| | | 5,319 | | | 8.00%, 07/15/2029 | | | 6,181 | |
| | | 2,226 | | | 8.00%, 11/15/2029 | | | 2,232 | |
| | | 10,507 | | | 8.00%, 12/15/2029 | | | 10,910 | |
| | | 3,979 | | | 8.00%, 01/15/2030 | | | 4,077 | |
| | | 3,807 | | | 8.00%, 02/15/2030 | | | 3,823 | |
| | | 851 | | | 8.00%, 03/15/2030 | | | 860 | |
| | | 21,390 | | | 8.00%, 04/15/2030 | | | 21,577 | |
| | | 4,467 | | | 8.00%, 05/15/2030 | | | 4,610 | |
| | | 36,907 | | | 8.00%, 06/15/2030 | | | 39,092 | |
| | | 2,124 | | | 8.00%, 07/15/2030 | | | 2,208 | |
| | | 65,752 | | | 8.00%, 08/15/2030 | | | 67,334 | |
| | | 15,144 | | | 8.00%, 09/15/2030 | | | 15,507 | |
| | | 7,481 | | | 8.00%, 11/15/2030 | | | 7,570 | |
| | | 124,019 | | | 8.00%, 12/15/2030 | | | 138,311 | |
| | | 245 | | | 8.00%, 02/15/2031 | | | 254 | |
| | | 1,866 | | | 9.00%, 06/15/2022 | | | 1,881 | |
| | | | | | | | | | |
| | | | | | | | | 3,652,877 | |
| | | | | | | | | | |
| | | | | | | | | 22,884,280 | |
| | | | | | | | | | |
| | | |
| | | | | | Total U.S. Government Agencies (cost $22,014,751) | | $ | 22,884,280 | |
| | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Balanced HLS Fund |
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
U.S. GOVERNMENT SECURITIES - 10.6% | |
| | | | | U.S. Treasury Securities - 10.6% | |
| | | | | U.S. Treasury Bonds - 4.7% | |
$ | | | 19,250,000 | | | 2.50%, 02/15/2045(10) | | $ | 19,177,061 | |
| | | 2,280,000 | | | 2.50%, 05/15/2046 | | | 2,266,819 | |
| | | 1,560,000 | | | 2.75%, 08/15/2047 | | | 1,628,128 | |
| | | 6,214,000 | | | 2.75%, 11/15/2047 | | | 6,486,105 | |
| | | 10,070,800 | | | 2.88%, 05/15/2043 | | | 10,771,035 | |
| | | 7,480,000 | | | 3.00%, 08/15/2048 | | | 8,203,456 | |
| | | 4,200,000 | | | 3.00%, 02/15/2049 | | | 4,612,781 | |
| | | 7,895,000 | | | 3.13%, 08/15/2044 | | | 8,808,168 | |
| | | 1,620,000 | | | 3.13%, 05/15/2048 | | | 1,817,817 | |
| | | 4,630,000 | | | 3.38%, 05/15/2044 | | | 5,380,205 | |
| | | 21,300,000 | | | 4.38%, 02/15/2038 | | | 28,156,770 | |
| | | | | | | | | | |
| | | | | | | | | 97,308,345 | |
| | | | | | | | | | |
| | | | | U.S. Treasury Notes - 5.9% | |
| | | 4,368,384 | | | 0.38%, 01/15/2027(11) | | | 4,398,215 | |
| | | 8,043,220 | | | 0.50%, 01/15/2028(11) | | | 8,174,034 | |
| | | 12,075,000 | | | 1.50%, 03/31/2023 | | | 11,974,532 | |
| | | 18,505,000 | | | 2.13%, 03/31/2024 | | | 18,814,380 | |
| | | 1,100,000 | | | 2.25%, 04/30/2024 | | | 1,124,965 | |
| | | 4,980,000 | | | 2.38%, 04/30/2026 | | | 5,142,628 | |
| | | 15,070,000 | | | 2.38%, 05/15/2029 | | | 15,573,314 | |
| | | 7,730,000 | | | 2.63%, 06/30/2023 | | | 7,995,417 | |
| | | 13,350,000 | | | 2.63%, 12/31/2023 | | | 13,852,711 | |
| | | 5,545,000 | | | 2.63%, 02/15/2029 | | | 5,847,376 | |
| | | 1,900,000 | | | 2.75%, 05/31/2023 | | | 1,972,660 | |
| | | 11,310,000 | | | 2.88%, 10/31/2023 | | | 11,840,598 | |
| | | 11,810,000 | | | 2.88%, 08/15/2028 | | | 12,691,137 | |
| | | 1,005,000 | | | 2.88%, 05/15/2049 | | | 1,078,177 | |
| | | | | | | | | | |
| | | | | | | | | 120,480,144 | |
| | | | | | | | | | |
| | | | | | | | | 217,788,489 | |
| | | | | | | | | | |
| | | |
| | | | | | Total U.S. Government Securities (cost $201,183,600) | | $ | 217,788,489 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Long-Term Investments (cost $1,674,101,119) | | $ | 2,045,470,678 | |
| | | | | | | | | | |
|
SHORT-TERM INVESTMENTS - 0.7% | |
| | | | | Other Investment Pools & Funds - 0.6% | |
| | | 11,807,737 | | | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.29%(12) | | | 11,807,737 | |
| | | | | | | | | | |
| | | | | Securities Lending Collateral - 0.1% | |
| | | 135,897 | | | Citibank NA DDCA, 2.36%, 7/1/2019(12) | | | 135,897 | |
| | | 1,233,590 | | | Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.28%(12) | | | 1,233,590 | |
| | | 171,928 | | | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.28%(12) | | | 171,928 | |
| | | 522,750 | | | Invesco Government & Agency Portfolio, Institutional Class, 2.25%(12) | | | 522,750 | |
| | | 609,314 | | | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.29%(12) | | | 609,314 | |
| | | 44,454 | | | Western Asset Institutional Government Reserves Fund, Institutional Class, 2.21%(12) | | | 44,454 | |
| | | | | | | | | | |
| | | | | | | | | 2,717,933 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Short-Term Investments (cost $14,525,670) | | $ | 14,525,670 | |
| | | | | | | | | | |
| | | | | | | | | | | | | | |
| | | | |
| | | | | | Total Investments (cost $1,688,626,789) | | | 99.9 | % | | $ | 2,059,996,348 | |
| | | | | | Other Assets and Liabilities | | | 0.1 | % | | | 2,207,917 | |
| | | | | | | | | | | | | | |
| | | | | | Total Net Assets | | | 100.0 | % | | $ | 2,062,204,265 | |
| | | | | | | | | | | | | | |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
| Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. |
| The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types. |
| Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. |
| For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
| See “Glossary” for abbreviation descriptions. |
(1) | Investment valued using significant unobservable inputs. |
(2) | These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At June 30, 2019, the aggregate fair value of these securities was $3,756,751, which represented 0.2% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors. |
(3) | Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $3,756,751 or 0.2% of net assets. |
| | | | | | | | | | | | | | | | |
Period Acquired | | | Security Name | | Shares/ Par Value | | | Base Total Cost | | | Base Market Value | |
| 08/2011 | | | Allstar Co. | | | 11,702,200 | | | $ | 5,090,681 | | | $ | 468,088 | |
| 11/2013 | | | Tory Burch LLC | | | 67,006 | | | | 5,251,707 | | | | 3,288,663 | |
| | | | | | | | | | | | | | | | |
| | | | | | | | | | $ | 10,342,388 | | | $ | 3,756,751 | |
| | | | | | | | | | | | | | | | |
(4) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At June 30, 2019, the aggregate value of these securities was $159,576,015, representing 7.7% of net assets. |
(5) | Variable rate securities; the rate reported is the coupon rate in effect at June 30, 2019. |
(6) | 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. |
(7) | Security is a“step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate. |
(8) | Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first. |
(9) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(10) | This security, or a portion of this security, has been pledged as collateral in connection with futures contracts. |
(11) | The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount. |
(12) | Current yield as of period end. |
The accompanying notes are an integral part of these financial statements.
|
Hartford Balanced HLS Fund |
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
Futures Contracts Outstanding at June 30, 2019
| | | | | | | | | | | | | | | | |
Description | | Number of Contracts | | | Expiration Date | | | Current Notional Amount | | | Value and Unrealized Appreciation/ (Depreciation) | |
Long position contracts: | |
U.S. Treasury2-Year Note Future | | | 43 | | | | 09/30/2019 | | | $ | 9,252,726 | | | $ | 53,429 | |
U.S. Treasury5-Year Note Future | | | 71 | | | | 09/30/2019 | | | | 8,389,094 | | | | 103,947 | |
| | | | | | | | | | | | | | | | |
Total futures contracts | | | $ | 157,376 | |
| | | | | | | | | | | | | | | | |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2019 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Banks | | $ | 111,990,693 | | | $ | 111,990,693 | | | $ | — | | | $ | — | |
Capital Goods | | | 127,132,388 | | | | 127,132,388 | | | | — | | | | — | |
Consumer Durables & Apparel | | | 19,999,691 | | | | 19,999,691 | | | | — | | | | — | |
Consumer Services | | | 15,955,664 | | | | 15,955,664 | | | | — | | | | — | |
Diversified Financials | | | 23,040,463 | | | | 23,040,463 | | | | — | | | | — | |
Energy | | | 80,751,638 | | | | 80,751,638 | | | | — | | | | — | |
Food & Staples Retailing | | | 13,528,366 | | | | 13,528,366 | | | | — | | | | — | |
Food, Beverage & Tobacco | | | 37,085,953 | | | | 37,085,953 | | | | — | | | | — | |
Health Care Equipment & Services | | | 106,117,779 | | | | 90,719,043 | | | | 15,398,736 | | | | — | |
Household & Personal Products | | | 15,540,070 | | | | 15,540,070 | | | | — | | | | — | |
Insurance | | | 52,870,310 | | | | 52,870,310 | | | | — | | | | — | |
Materials | | | 58,935,064 | | | | 58,935,064 | | | | — | | | | — | |
Media & Entertainment | | | 92,035,790 | | | | 92,035,790 | | | | — | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 153,869,159 | | | | 119,701,826 | | | | 34,167,333 | | | | — | |
Real Estate | | | 22,021,329 | | | | 22,021,329 | | | | — | | | | — | |
Retailing | | | 69,713,591 | | | | 65,956,840 | | | | — | | | | 3,756,751 | |
Semiconductors & Semiconductor Equipment | | | 108,709,711 | | | | 108,709,711 | | | | — | | | | — | |
Software & Services | | | 109,144,321 | | | | 109,144,321 | | | | — | | | | — | |
Technology Hardware & Equipment | | | 57,611,468 | | | | 44,735,769 | | | | 12,875,699 | | | | — | |
Telecommunication Services | | | 25,795,338 | | | | 25,795,338 | | | | — | | | | — | |
Transportation | | | 20,464,001 | | | | 20,464,001 | | | | — | | | | — | |
Utilities | | | 33,599,527 | | | | 33,599,527 | | | | — | | | | — | |
Asset & Commercial Mortgage Backed Securities | | | 61,439,092 | | | | — | | | | 61,439,092 | | | | — | |
Corporate Bonds | | | 361,042,447 | | | | — | | | | 361,042,447 | | | | — | |
Foreign Government Obligations | | | 9,765,485 | | | | — | | | | 9,765,485 | | | | — | |
Municipal Bonds | | | 16,638,571 | | | | — | | | | 16,638,571 | | | | — | |
U.S. Government Agencies | | | 22,884,280 | | | | — | | | | 22,884,280 | | | | — | |
U.S. Government Securities | | | 217,788,489 | | | | — | | | | 217,788,489 | | | | — | |
Short-Term Investments | | | 14,525,670 | | | | 14,525,670 | | | | — | | | | — | |
Futures Contracts(2) | | | 157,376 | | | | 157,376 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 2,060,153,724 | | | $ | 1,304,396,841 | | | $ | 752,000,132 | | | $ | 3,756,751 | |
| | | | | | | | | | | | | | | | |
(1) | For thesix-month period ended June 30, 2019, 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 thesix-month period ended June 30, 2019 is not presented.
The accompanying notes are an integral part of these financial statements.
|
Hartford Capital Appreciation HLS Fund |
Schedule of Investments
June 30, 2019 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 98.0% | |
| | | Automobiles & Components - 0.6% | |
| 89,634 | | | Delphi Technologies plc | | $ | 1,792,680 | |
| 49,005 | | | Ferrari N.V. | | | 7,945,648 | |
| 392,459 | | | General Motors Co. | | | 15,121,445 | |
| 117,518 | | | Valeo S.A.(1) | | | 3,825,907 | |
| | | | | | | | |
| | | | | | | 28,685,680 | |
| | | | | | | | |
| | | Banks - 2.7% | |
| 518,826 | | | Bank OZK | | | 15,611,474 | |
| 1,298,563 | | | CaixaBank S.A. | | | 3,724,289 | |
| 408,191 | | | Citigroup, Inc. | | | 28,585,616 | |
| 42,002 | | | HDFC Bank Ltd. ADR | | | 5,461,940 | |
| 65,491 | | | HDFC Bank Ltd. | | | 2,319,771 | |
| 517,853 | | | People’s United Financial, Inc. | | | 8,689,573 | |
| 396,993 | | | PNC Financial Services Group, Inc. | | | 54,499,199 | |
| | | | | | | | |
| | | | | | | 118,891,862 | |
| | | | | | | | |
| | | Capital Goods - 5.5% | |
| 61,900 | | | A.O. Smith Corp. | | | 2,919,204 | |
| 43,528 | | | Airbus SE | | | 6,160,151 | |
| 265,500 | | | Fortune Brands Home & Security, Inc. | | | 15,168,015 | |
| 234,514 | | | General Dynamics Corp. | | | 42,639,336 | |
| 350,600 | | | Harry’s, Inc.(2)(3)(4) | | | 5,753,346 | |
| 105,605 | | | Honeywell International, Inc. | | | 18,437,577 | |
| 35,081 | | | IDEX Corp. | | | 6,038,843 | |
| 158,587 | | | Ingersoll-Rand plc | | | 20,088,215 | |
| 64,102 | | | L3 Technologies, Inc. | | | 15,715,887 | |
| 96,662 | | | L3Harris Technologies, Inc. | | | 18,281,684 | |
| 64,239 | | | Lockheed Martin Corp. | | | 23,353,446 | |
| 176,700 | | | Pentair plc | | | 6,573,240 | |
| 41,355 | | | Raytheon Co. | | | 7,190,807 | |
| 54,905 | | | Safran S.A. | | | 8,032,150 | |
| 1,031,730 | | | Sanwa Holdings Corp. | | | 11,120,627 | |
| 274,100 | | | Wabtec Corp. | | | 19,669,416 | |
| 175,467 | | | Xylem, Inc. | | | 14,676,060 | |
| | | | | | | | |
| | | | | | | 241,818,004 | |
| | | | | | | | |
| | | Commercial & Professional Services - 4.0% | |
| 86,674 | | | Brink’s Co. | | | 7,036,195 | |
| 71,058 | | | CoStar Group, Inc.* | | | 39,370,395 | |
| 71,209 | | | Equifax, Inc. | | | 9,630,305 | |
| 362,359 | | | Herman Miller, Inc. | | | 16,197,447 | |
| 133,448 | | | IHS Markit Ltd.* | | | 8,503,307 | |
| 100,048 | | | Intertek Group plc | | | 6,994,355 | |
| 139,815 | | | Recruit Holdings Co., Ltd. | | | 4,681,270 | |
| 290,229 | | | Republic Services, Inc. | | | 25,145,441 | |
| 988,941 | | | Steelcase, Inc. Class A | | | 16,910,891 | |
| 303,358 | | | TransUnion | | | 22,299,847 | |
| 197,015 | | | Waste Connections, Inc. | | | 18,830,694 | |
| | | | | | | | |
| | | | | | | 175,600,147 | |
| | | | | | | | |
| | | Consumer Durables & Apparel - 2.4% | |
| 229,100 | | | Carter’s, Inc. | | | 22,346,414 | |
| 151,231 | | | Lennar Corp. Class A | | | 7,328,654 | |
| 562,768 | | | Newell Brands, Inc. | | | 8,677,882 | |
| 613,363 | | | NIKE, Inc. Class B | | | 51,491,824 | |
| 286,259 | | | Skechers USA, Inc. Class A* | | | 9,014,296 | |
| 69,234 | | | Under Armour, Inc. Class A* | | | 1,755,082 | |
| 205,654 | | | Under Armour, Inc. Class C* | | | 4,565,519 | |
| | | | | | | | |
| | | | | | | 105,179,671 | |
| | | | | | | | |
| | | Consumer Services - 2.9% | |
| 21,627 | | | Domino’s Pizza, Inc. | | | 6,018,362 | |
| 514,432 | | | DraftKings, Inc.*(2)(3)(4) | | | 1,440,410 | |
| 74,971 | | | Grand Canyon Education, Inc.* | | | 8,773,106 | |
| 140,368 | | | Hilton Grand Vacations, Inc.* | | | 4,466,510 | |
| 65,674 | | | Marriott International, Inc. Class A | | | 9,213,405 | |
| 78,688 | | | Marriott Vacations Worldwide Corp. | | | 7,585,523 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 98.0% - (continued) | |
| | | Consumer Services - 2.9% - (continued) | |
| 251,151 | | | McDonald’s Corp. | | $ | 52,154,017 | |
| 40,249 | | | New Oriental Education & Technology Group, Inc. ADR* | | | 3,887,248 | |
| 128,410 | | | Norwegian Cruise Line Holdings Ltd.* | | | 6,886,628 | |
| 131,921 | | | Planet Fitness, Inc. Class A* | | | 9,556,357 | |
| 84,354 | | | Royal Caribbean Cruises Ltd. | | | 10,224,548 | |
| 44,131 | | | Vail Resorts, Inc. | | | 9,849,157 | |
| | | | | | | | |
| | | | | | | 130,055,271 | |
| | | | | | | | |
| | | Diversified Financials - 2.8% | |
| 391,526 | | | American Express Co. | | | 48,329,969 | |
| 78,400 | | | Hong Kong Exchanges & Clearing Ltd. | | | 2,770,663 | |
| 92,081 | | | Intercontinental Exchange, Inc. | | | 7,913,441 | |
| 271,066 | | | Morgan Stanley | | | 11,875,402 | |
| 244,800 | | | Raymond James Financial, Inc. | | | 20,697,840 | |
| 1,510,570 | | | SLM Corp. | | | 14,682,740 | |
| 117,414 | | | TD Ameritrade Holding Corp. | | | 5,861,307 | |
| 207,400 | | | Voya Financial, Inc. | | | 11,469,220 | |
| | | | | | | | |
| | | | | | | 123,600,582 | |
| | | | | | | | |
| | | Energy - 2.9% | |
| 733,717 | | | Canadian Natural Resources Ltd. | | | 19,788,347 | |
| 207,100 | | | Chevron Corp. | | | 25,771,524 | |
| 167,215 | | | Cimarex Energy Co. | | | 9,920,866 | |
| 207,165 | | | Concho Resources, Inc. | | | 21,375,285 | |
| 155,081 | | | Diamondback Energy, Inc. | | | 16,899,177 | |
| 240,400 | | | Enbridge, Inc. | | | 8,673,632 | |
| 50,444 | | | EOG Resources, Inc. | | | 4,699,363 | |
| 384,406 | | | Halliburton Co. | | | 8,741,392 | |
| 366,440 | | | Tenaris S.A. ADR | | | 9,641,036 | |
| 95,362 | | | TOTAL S.A. | | | 5,349,213 | |
| | | | | | | | |
| | | | | | | 130,859,835 | |
| | | | | | | | |
| | | Food & Staples Retailing - 1.2% | |
| 86,744 | | | Costco Wholesale Corp. | | | 22,922,969 | |
| 747,935 | | | Kroger Co. | | | 16,237,669 | |
| 112,554 | | | Walmart, Inc. | | | 12,436,092 | |
| | | | | | | | |
| | | | | | | 51,596,730 | |
| | | | | | | | |
| | | Food, Beverage & Tobacco - 5.9% | |
| 335,453 | | | Altria Group, Inc. | | | 15,883,700 | |
| 247,571 | | | Archer-Daniels-Midland Co. | | | 10,100,897 | |
| 336,841 | | | British American Tobacco plc | | | 11,761,106 | |
| 995,153 | | | Coca-Cola Co. | | | 50,673,191 | |
| 1,016,180 | | | Diageo plc | | | 43,736,625 | |
| 83,626 | | | Hershey Co. | | | 11,208,393 | |
| 222,487 | | | Lamb Weston Holdings, Inc. | | | 14,096,776 | |
| 613,604 | | | Monster Beverage Corp.* | | | 39,166,343 | |
| 325,508 | | | PepsiCo., Inc. | | | 42,683,864 | |
| 263,301 | | | Philip Morris International, Inc. | | | 20,677,028 | |
| | | | | | | | |
| | | | | | | 259,987,923 | |
| | | | | | | | |
| | | Health Care Equipment & Services - 10.7% | |
| 61,438 | | | Align Technology, Inc.* | | | 16,815,581 | |
| 600,969 | | | Baxter International, Inc. | | | 49,219,361 | |
| 96,221 | | | Becton Dickinson and Co. | | | 24,248,654 | |
| 526,000 | | | CVS Health Corp. | | | 28,661,740 | |
| 276,312 | | | Danaher Corp. | | | 39,490,511 | |
| 33,173 | | | DexCom, Inc.* | | | 4,970,642 | |
| 148,073 | | | Haemonetics Corp.* | | | 17,819,105 | |
| 88,700 | | | Humana, Inc. | | | 23,532,110 | |
| 107,639 | | | Insulet Corp.* | | | 12,849,944 | |
| 44,836 | | | Intuitive Surgical, Inc.* | | | 23,518,724 | |
| 434,278 | | | Koninklijke Philips N.V. ADR | | | 18,925,835 | |
| 94,964 | | | Koninklijke Philips N.V. | | | 4,128,647 | |
| 127,502 | | | McKesson Corp. | | | 17,134,994 | |
| 516,202 | | | Medtronic plc | | | 50,272,913 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Capital Appreciation HLS Fund |
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 98.0% - (continued) | |
| | | Health Care Equipment & Services - 10.7% - (continued) | |
| 80,750 | | | Penumbra, Inc.* | | $ | 12,920,000 | |
| 126,821 | | | Stryker Corp. | | | 26,071,861 | |
| 105,382 | | | Tandem Diabetes Care, Inc.* | | | 6,799,247 | |
| 68,144 | | | Teleflex, Inc. | | | 22,565,886 | |
| 232,206 | | | UnitedHealth Group, Inc. | | | 56,660,586 | |
| 58,679 | | | WellCare Health Plans, Inc.* | | | 16,727,622 | |
| | | | | | | | |
| | | | | | | 473,333,963 | |
| | | | | | | | |
| | | Household & Personal Products - 1.2% | |
| 31,864 | | | Beiersdorf AG | | | 3,820,687 | |
| 562,579 | | | Colgate-Palmolive Co. | | | 40,320,037 | |
| 105,705 | | | Shiseido Co., Ltd. | | | 7,995,173 | |
| | | | | | | | |
| | | | | | | 52,135,897 | |
| | | | | | | | |
| | | Insurance - 4.9% | |
| 152,736 | | | American International Group, Inc. | | | 8,137,774 | |
| 266,600 | | | Athene Holding Ltd. Class A* | | | 11,479,796 | |
| 308,541 | | | Chubb Ltd. | | | 45,445,004 | |
| 588,900 | | | CNO Financial Group, Inc. | | | 9,822,852 | |
| 228,649 | | | Fidelity National Financial, Inc. | | | 9,214,555 | |
| 905,877 | | | Lancashire Holdings Ltd. | | | 7,931,153 | |
| 144,030 | | | Lincoln National Corp. | | | 9,282,734 | |
| 317,255 | | | Marsh & McLennan Cos., Inc. | | | 31,646,186 | |
| 773,063 | | | MetLife, Inc. | | | 38,398,039 | |
| 457,110 | | | Ping An Insurance Group Co. of China Ltd. Class H | | | 5,496,689 | |
| 84,196 | | | RenaissanceRe Holdings Ltd. | | | 14,987,730 | |
| 747,201 | | | Unum Group | | | 25,068,594 | |
| | | | | | | | |
| | | | | | | 216,911,106 | |
| | | | | | | | |
| | | Materials - 3.4% | |
| 286,900 | | | Alcoa Corp.* | | | 6,716,329 | |
| 194,891 | | | Cabot Corp. | | | 9,298,250 | |
| 157,600 | | | Celanese Corp. | | | 16,989,280 | |
| 391,429 | | | CRH plc | | | 12,792,234 | |
| 129,043 | | | Eastman Chemical Co. | | | 10,043,417 | |
| 206,492 | | | FMC Corp. | | | 17,128,511 | |
| 190,348 | | | Linde plc | | | 38,221,879 | |
| 153,333 | | | Nucor Corp. | | | 8,448,648 | |
| 146,862 | | | Nutrien Ltd. | | | 7,855,892 | |
| 259,270 | | | Reliance Steel & Aluminum Co. | | | 24,532,127 | |
| | | | | | | | |
| | | | | | | 152,026,567 | |
| | | | | | | | |
| | | Media & Entertainment - 5.1% | |
| 124,153 | | | Activision Blizzard, Inc. | | | 5,860,022 | |
| 5,665 | | | Alphabet, Inc. Class C* | | | 6,123,355 | |
| 17,265 | | | Alphabet, Inc. Class A* | | | 18,694,542 | |
| 22,183 | | | Charter Communications, Inc. Class A* | | | 8,766,278 | |
| 879,000 | | | Comcast Corp. Class A | | | 37,164,120 | |
| 133,000 | | | Electronic Arts, Inc.* | | | 13,467,580 | |
| 34,326 | | | Facebook, Inc. Class A* | | | 6,624,918 | |
| 75,686 | | | Netflix, Inc.* | | | 27,800,982 | |
| 1,131,786 | | | Pinterest, Inc. Class A*(1) | | | 30,807,215 | |
| 84,321 | | | Spotify Technology S.A.* | | | 12,329,417 | |
| 188,515 | | | Tencent Holdings Ltd. | | | 8,528,303 | |
| 122,746 | | | TripAdvisor, Inc.* | | | 5,681,912 | |
| 176,460 | | | Walt Disney Co. | | | 24,640,874 | |
| 521,558 | | | Yandex N.V. Class A* | | | 19,819,204 | |
| | | | | | | | |
| | | | | | | 226,308,722 | |
| | | | | | | | |
| | | Pharmaceuticals, Biotechnology & Life Sciences - 7.3% | |
| 246,737 | | | Agilent Technologies, Inc. | | | 18,423,852 | |
| 65,693 | | | Allergan plc | | | 10,998,979 | |
| 194,023 | | | Alnylam Pharmaceuticals, Inc.* | | | 14,078,309 | |
| 171,600 | | | AstraZeneca plc ADR | | | 7,083,648 | |
| 184,844 | | | Bausch Health Cos., Inc.* | | | 4,661,766 | |
| 39,445 | | | Biogen, Inc.* | | | 9,225,002 | |
| 11,579 | | | Bluebird Bio, Inc.* | | | 1,472,849 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 98.0% - (continued) | |
| | | Pharmaceuticals, Biotechnology & Life Sciences - 7.3% - (continued) | |
| 296,018 | | | Bristol-Myers Squibb Co. | | $ | 13,424,416 | |
| 12,700 | | | Elanco Animal Health, Inc.* | | | 429,260 | |
| 248,019 | | | Exact Sciences Corp.* | | | 29,276,163 | |
| 125,641 | | | Five Prime Therapeutics, Inc.* | | | 757,615 | |
| 7,400 | | | Galapagos N.V. ADR* | | | 954,082 | |
| 56,116 | | | Galapagos N.V.* | | | 7,247,572 | |
| 83,795 | | | Gilead Sciences, Inc. | | | 5,661,190 | |
| 370,797 | | | Ionis Pharmaceuticals, Inc.* | | | 23,831,123 | |
| 419,453 | | | Johnson & Johnson | | | 58,421,414 | |
| 310,080 | | | Merck & Co., Inc. | | | 26,000,208 | |
| 26,400 | | | Mettler-Toledo International, Inc.* | | | 22,176,000 | |
| 585,321 | | | Pfizer, Inc. | | | 25,356,106 | |
| 41,694 | | | Sage Therapeutics, Inc.* | | | 7,633,754 | |
| 261,794 | | | Seattle Genetics, Inc.* | | | 18,118,763 | |
| 61,112 | | | Thermo Fisher Scientific, Inc. | | | 17,947,372 | |
| | | | | | | | |
| | | | | | | 323,179,443 | |
| | | | | | | | |
| | | Real Estate - 6.0% | |
| 352,000 | | | Acadia Realty Trust REIT | | | 9,634,240 | |
| 102,736 | | | Alexandria Real Estate Equities, Inc. REIT | | | 14,495,022 | |
| 206,213 | | | American Tower Corp. REIT | | | 42,160,248 | |
| 450,600 | | | Americold Realty Trust REIT | | | 14,608,452 | |
| 90,809 | | | AvalonBay Communities, Inc. REIT | | | 18,450,573 | |
| 133,343 | | | Boston Properties, Inc. REIT | | | 17,201,247 | |
| 577,364 | | | Brixmor Property Group, Inc. REIT | | | 10,323,268 | |
| 520,500 | | | Columbia Property Trust, Inc. REIT | | | 10,795,170 | |
| 61,049 | | | Crown Castle International Corp. REIT | | | 7,957,737 | |
| 84,822 | | | Equinix, Inc. REIT | | | 42,774,886 | |
| 936,747 | | | Host Hotels & Resorts, Inc. REIT | | | 17,067,530 | |
| 289,785 | | | Mitsui Fudosan Co., Ltd. REIT | | | 7,042,989 | |
| 170,645 | | | Public Storage REIT | | | 40,642,520 | |
| 73,434 | | | Simon Property Group, Inc. REIT | | | 11,731,816 | |
| | | | | | | | |
| | | | | | | 264,885,698 | |
| | | | | | | | |
| | | Retailing - 6.7% | |
| 105,732 | | | Alibaba Group Holding Ltd. ADR* | | | 17,916,287 | |
| 8,451,700 | | | Allstar Co.*(2)(3)(4) | | | 338,068 | |
| 38,070 | | | Amazon.com, Inc.* | | | 72,090,494 | |
| 54,289 | | | Burlington Stores, Inc.* | | | 9,237,273 | |
| 329,277 | | | Delivery Hero SE*(5) | | | 14,946,644 | |
| 326,815 | | | Expedia Group, Inc. | | | 43,476,200 | |
| 229,186 | | | Floor & Decor Holdings, Inc. Class A* | | | 9,602,893 | |
| 108,998 | | | Genuine Parts Co. | | | 11,290,013 | |
| 124,532 | | | Home Depot, Inc. | | | 25,898,920 | |
| 1,483,323 | | | Just Eat plc* | | | 11,763,799 | |
| 83,765 | | | Lowe’s Cos., Inc. | | | 8,452,726 | |
| 188,662 | | | Ross Stores, Inc. | | | 18,700,178 | |
| 678,445 | | | TJX Cos., Inc. | | | 35,876,172 | |
| 115,140 | | | Tory Burch LLC*(2)(3)(4) | | | 5,651,056 | |
| 65,169 | | | Wayfair, Inc. Class A* | | | 9,514,674 | |
| | | | | | | | |
| | | | | | | 294,755,397 | |
| | | | | | | | |
| | | Semiconductors & Semiconductor Equipment - 2.4% | |
| 591,336 | | | Advanced Micro Devices, Inc.* | | | 17,958,874 | |
| 79,745 | | | Broadcom, Inc. | | | 22,955,396 | |
| 515,600 | | | Intel Corp. | | | 24,681,772 | |
| 148,472 | | | KLA-Tencor Corp. | | | 17,549,390 | |
| 695,441 | | | Marvell Technology Group Ltd. | | | 16,600,177 | |
| 212,900 | | | Micron Technology, Inc.* | | | 8,215,811 | |
| | | | | | | | |
| | | | | | | 107,961,420 | |
| | | | | | | | |
| | | Software & Services - 10.4% | |
| 259,114 | | | 2U, Inc.* | | | 9,753,051 | |
| 138,231 | | | Accenture plc Class A | | | 25,540,942 | |
| 23,873 | | | Adobe, Inc.* | | | 7,034,179 | |
| 224,022 | | | Amdocs Ltd. | | | 13,909,526 | |
| 58,357 | | | Capgemini SE | | | 7,255,705 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Capital Appreciation HLS Fund |
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 98.0% - (continued) | |
| | | Software & Services - 10.4% - (continued) | |
| 64,983 | | | Fidelity National Information Services, Inc. | | $ | 7,972,114 | |
| 85,329 | | | FleetCor Technologies, Inc.* | | | 23,964,650 | |
| 1,115,134 | | | Genpact Ltd. | | | 42,475,454 | |
| 184,043 | | | Global Payments, Inc. | | | 29,470,806 | |
| 284,783 | | | GoDaddy, Inc. Class A* | | | 19,977,527 | |
| 228,273 | | | Guidewire Software, Inc.* | | | 23,142,317 | |
| 24,015 | | | Intuit, Inc. | | | 6,275,840 | |
| 324,088 | | | Microsoft Corp. | | | 43,414,828 | |
| 143,721 | | | PayPal Holdings, Inc.* | | | 16,450,306 | |
| 180,318 | | | ServiceNow, Inc.* | | | 49,509,913 | |
| 140,255 | | | Splunk, Inc.* | | | 17,637,066 | |
| 108,588 | | | Square, Inc. Class A* | | | 7,875,888 | |
| 116,154 | | | VeriSign, Inc.* | | | 24,294,771 | |
| 147,890 | | | Visa, Inc. Class A | | | 25,666,309 | |
| 81,557 | | | VMware, Inc. Class A | | | 13,637,146 | |
| 57,265 | | | WEX, Inc.* | | | 11,916,847 | |
| 132,860 | | | Workday, Inc. Class A* | | | 27,313,359 | |
| 94,604 | | | Zendesk, Inc.* | | | 8,422,594 | |
| | | | | | | | |
| | | | | | | 462,911,138 | |
| | | | | | | | |
| | | Technology Hardware & Equipment - 2.3% | |
| 191,975 | | | CDW Corp. | | | 21,309,225 | |
| 69,400 | | | Coherent, Inc.* | | | 9,464,078 | |
| 9,625 | | | Keyence Corp. | | | 5,935,953 | |
| 290,608 | | | Samsung Electronics Co., Ltd. | | | 11,833,651 | |
| 221,175 | | | TE Connectivity Ltd. | | | 21,184,142 | |
| 371,380 | | | Western Digital Corp. | | | 17,659,119 | |
| 65,069 | | | Zebra Technologies Corp. Class A* | | | 13,631,305 | |
| | | | | | | | |
| | | | | | | 101,017,473 | |
| | | | | | | | |
| | | Telecommunication Services - 1.4% | |
| 777,835 | | | AT&T, Inc. | | | 26,065,251 | |
| 23,857,416 | | | China Tower Corp. Ltd. Class H(5) | | | 6,266,679 | |
| 553,274 | | | Verizon Communications, Inc. | | | 31,608,543 | |
| | | | | | | | |
| | | | | | | 63,940,473 | |
| | | | | | | | |
| | | Transportation - 2.7% | |
| 421,130 | | | Canadian National Railway Co. | | | 38,975,950 | |
| 99,919 | | | CSX Corp. | | | 7,730,733 | |
| 244,581 | | | Delta Air Lines, Inc. | | | 13,879,972 | |
| 188,273 | | | Expeditors International of Washington, Inc. | | | 14,282,390 | |
| 267,272 | | | Southwest Airlines Co. | | | 13,572,072 | |
| 197,460 | | | Union Pacific Corp. | | | 33,392,461 | |
| | | | | | | | |
| | | | | | | 121,833,578 | |
| | | | | | | | |
| | | Utilities - 2.6% | |
| 301,100 | | | American Electric Power Co., Inc. | | | 26,499,811 | |
| 144,536 | | | Dominion Energy, Inc. | | | 11,175,524 | |
| 1,367,857 | | | Iberdrola S.A. | | | 13,618,627 | |
| 462,977 | | | NRG Energy, Inc. | | | 16,259,752 | |
| 86,742 | | | Sempra Energy | | | 11,921,820 | |
| 487,182 | | | Southern Co. | | | 26,931,421 | |
| 138,125 | | | UGI Corp. | | | 7,377,256 | |
| | | | | | | | |
| | | | | | | 113,784,211 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks (cost $3,846,704,444) | | $ | 4,341,260,791 | |
| | | | | | | | |
|
PREFERRED STOCKS - 1.3% | |
| | | Banks - 0.2% | |
| 676,900 | | | Itau Unibanco Holding S.A.* | | $ | 6,391,853 | |
| | | | | | | | |
| | | Consumer Services - 0.1% | |
| 16,619 | | | Airbnb, Inc. Series E*(2)(3)(4) | | | 2,120,917 | |
| | | | | | | | |
| | | Diversified Financials - 0.0% | |
| 85,350 | | | Social Finance, Inc. Series F*(2)(3)(4) | | | 1,328,046 | |
| | | | | | | | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
PREFERRED STOCKS - 1.3% - (continued) | |
| | | Software & Services - 1.0% | |
| 29,504 | | | Magic Leap, Inc. Series C*(2)(3)(4) | | $ | 796,608 | |
| 50,200 | | | Nanigans, Inc. Series D*(2)(3)(4) | | | 227,406 | |
| 264,470 | | | Pinterest, Inc. Series G*(3)(4) | | | 6,762,942 | |
| 20,891 | | | Sharecare Series B2*(2)(3)(4) | | | 4,816,211 | |
| 749,645 | | | Uber Technologies, Inc. Series D*(3)(4) | | | 32,238,158 | |
| | | | | | | | |
| | | | | | | 44,841,325 | |
| | | | | | | | |
| | |
| | | | Total Preferred Stocks (cost $32,978,089) | | $ | 54,682,141 | |
| | | | | | | | |
|
CONVERTIBLE PREFERRED STOCKS - 0.0% | |
| | | Retailing - 0.0% | |
| 40,566 | | | Honest Co. Series C*(2)(3)(4) | | $ | 1,307,036 | |
| | | | | | | | |
| | |
| | | | Total Convertible Preferred Stocks (cost $1,097,606) | | $ | 1,307,036 | |
| | | | | | | | |
|
ESCROWS - 0.0%(6) | |
| | | Consumer Durables & Apparel - 0.0% | |
| 127,917 | | | One Kings Lane, Inc.*(2)(3)(4) | | $ | 20,467 | |
| | | | | | | | |
| | |
| | | | Total Escrows (cost $—) | | $ | 20,467 | |
| | | | | | | | |
| | |
| | | | Total Long-Term Investments (cost $3,880,780,139) | | $ | 4,397,270,435 | |
| | | | | | | | |
|
SHORT-TERM INVESTMENTS - 1.1% | |
| | | Other Investment Pools & Funds - 1.1% | |
| 50,544,895 | | | BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 2.35%(7) | | $ | 50,544,895 | |
| | | | | | | | |
| | | Securities Lending Collateral - 0.0% | |
| 9,653 | | | Citibank NA DDCA, 2.36%, 7/1/2019(7) | | | 9,653 | |
| 87,620 | | | Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.28%(7) | | | 87,620 | |
| 12,212 | | | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.28%(7) | | | 12,212 | |
| 37,130 | | | Invesco Government & Agency Portfolio, Institutional Class, 2.25%(7) | | | 37,130 | |
| 43,279 | | | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.29%(7) | | | 43,279 | |
| 3,158 | | | Western Asset Institutional Government Reserves Fund, Institutional Class, 2.21%(7) | | | 3,158 | |
| | | | | | | | |
| | | | | | | 193,052 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments (cost $50,737,947) | | $ | 50,737,947 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | |
| | | | Total Investments (cost $3,931,518,086) | | | 100.4 | % | | $ | 4,448,008,382 | |
| | | | Other Assets and Liabilities | | | (0.4 | )% | | | (19,223,646 | ) |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 4,428,784,736 | |
| | | | | | | | | | | | |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
| Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. |
The accompanying notes are an integral part of these financial statements.
|
Hartford Capital Appreciation HLS Fund |
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
| Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. |
| For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
| See “Glossary” for abbreviation descriptions. |
(1) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(2) | Investment valued using significant unobservable inputs. |
(3) | These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At June 30, 2019, the aggregate fair value of these securities was $62,800,671, which represented 1.4% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors. |
(4) | Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $62,800,671 or 1.4% of net assets. |
| | | | | | | | | | | | | | | | |
Period Acquired | | | Security Name | | Shares/ Par Value | | | Base Total Cost | | | Base Market Value | |
| 06/2015 | | | Airbnb, Inc. Series E Preferred | | | 16,619 | | | $ | 1,547,136 | | | $ | 2,120,917 | |
| 08/2011 | | | Allstar Co. | | | 8,451,700 | | | | 3,676,649 | | | | 338,068 | |
| 07/2015 | | | DraftKings, Inc. | | | 514,432 | | | | 1,938,195 | | | | 1,440,410 | |
| | | | | | | | | | | | | | | | |
Period Acquired | | | Security Name | | Shares/ Par Value | | | Base Total Cost | | | Base Market Value | |
| 06/2015 | | | Harry’s, Inc. | | | 350,600 | | | $ | 4,713,607 | | | $ | 5,753,346 | |
| 08/2014 | | | Honest Co. Series C Convertible Preferred | | | 40,566 | | | | 1,097,606 | | | | 1,307,036 | |
| 12/2015 | | | Magic Leap, Inc. Series C Preferred | | | 29,504 | | | | 679,566 | | | | 796,608 | |
| 03/2015 | | | Nanigans, Inc. Series D Preferred | | | 50,200 | | | | 548,109 | | | | 227,406 | |
| 01/2014 | | | One Kings Lane, Inc. | | | 127,917 | | | | — | | | | 20,467 | |
| 03/2015 | | | Pinterest, Inc. Series G Preferred | | | 264,470 | | | | 5,695,963 | | | | 6,762,942 | |
| 03/2015 | | | Sharecare Series B2 Preferred | | | 20,891 | | | | 5,220,034 | | | | 4,816,211 | |
| 09/2015 | | | Social Finance, Inc. Series F Preferred | | | 85,350 | | | | 1,346,507 | | | | 1,328,046 | |
| 11/2013 | | | Tory Burch LLC | | | 115,140 | | | | 9,024,247 | | | | 5,651,056 | |
| 06/2014 | | | Uber Technologies, Inc. Series D Preferred | | | 749,645 | | | | 11,629,280 | | | | 32,238,158 | |
| | | | | | | | | | | | | | | | |
| | | | | | | | | | $ | 47,116,899 | | | $ | 62,800,671 | |
| | | | | | | | | | | | | | | | |
(5) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At June 30, 2019, the aggregate value of these securities was $21,213,323, representing 0.5% of net assets. |
(6) | Share amount represents shares of the issuer previously held that resulted in receipt of the escrow. |
(7) | Current yield as of period end. |
| | | | | | | | | | | | | | | | |
Futures Contracts Outstanding at June 30, 2019 | |
Description | | Number of Contracts | | | Expiration Date | | | Current Notional Amount | | | Value and Unrealized Appreciation/ (Depreciation) | |
Long position contracts: | |
S&P 500(E-Mini) Future | | | 202 | | | | 09/20/2019 | | | $ | 29,736,420 | | | $ | 598,003 | |
| | | | | | | | | | | | | | | | |
Total futures contracts | | | $ | 598,003 | |
| | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Foreign Currency Contracts Outstanding at June 30, 2019 | |
Amount and Description of Currency to be Purchased | | Amount and Description of Currency to be Sold | | Counterparty | | Settlement Date | | | Appreciation | | | Depreciation | |
| 6,608,370 | | | USD | | | 5,793,000 | | | EUR | | BNP | | | 09/18/19 | | | $ | — | | | $ | (20,321 | ) |
| 9,616,445 | | | USD | | | 1,035,944,000 | | | JPY | | JPM | | | 09/18/19 | | | | — | | | | (48,291 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
| Total | | | $ | — | | | $ | (68,612 | ) |
| | | | | | | | | | |
† | 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, 2019 (Unaudited)
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2019 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Automobiles & Components | | $ | 28,685,680 | | | $ | 16,914,125 | | | $ | 11,771,555 | | | $ | — | |
Banks | | | 118,891,862 | | | | 112,847,802 | | | | 6,044,060 | | | | — | |
Capital Goods | | | 241,818,004 | | | | 210,751,730 | | | | 25,312,928 | | | | 5,753,346 | |
Commercial & Professional Services | | | 175,600,147 | | | | 163,924,522 | | | | 11,675,625 | | | | — | |
Consumer Durables & Apparel | | | 105,179,671 | | | | 105,179,671 | | | | — | | | | — | |
Consumer Services | | | 130,055,271 | | | | 128,614,861 | | | | — | | | | 1,440,410 | |
Diversified Financials | | | 123,600,582 | | | | 120,829,919 | | | | 2,770,663 | | | | — | |
Energy | | | 130,859,835 | | | | 125,510,622 | | | | 5,349,213 | | | | — | |
Food & Staples Retailing | | | 51,596,730 | | | | 51,596,730 | | | | — | | | | — | |
Food, Beverage & Tobacco | | | 259,987,923 | | | | 204,490,192 | | | | 55,497,731 | | | | — | |
Health Care Equipment & Services | | | 473,333,963 | | | | 469,205,316 | | | | 4,128,647 | | | | — | |
Household & Personal Products | | | 52,135,897 | | | | 40,320,037 | | | | 11,815,860 | | | | — | |
Insurance | | | 216,911,106 | | | | 203,483,264 | | | | 13,427,842 | | | | — | |
Materials | | | 152,026,567 | | | | 139,234,333 | | | | 12,792,234 | | | | — | |
Media & Entertainment | | | 226,308,722 | | | | 217,780,419 | | | | 8,528,303 | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 323,179,443 | | | | 315,931,871 | | | | 7,247,572 | | | | — | |
Real Estate | | | 264,885,698 | | | | 257,842,709 | | | | 7,042,989 | | | | — | |
Retailing | | | 294,755,397 | | | | 262,055,830 | | | | 26,710,443 | | | | 5,989,124 | |
Semiconductors & Semiconductor Equipment | | | 107,961,420 | | | | 107,961,420 | | | | — | | | | — | |
Software & Services | | | 462,911,138 | | | | 455,655,433 | | | | 7,255,705 | | | | — | |
Technology Hardware & Equipment | | | 101,017,473 | | | | 83,247,869 | | | | 17,769,604 | | | | — | |
Telecommunication Services | | | 63,940,473 | | | | 57,673,794 | | | | 6,266,679 | | | | — | |
Transportation | | | 121,833,578 | | | | 121,833,578 | | | | — | | | | — | |
Utilities | | | 113,784,211 | | | | 100,165,584 | | | | 13,618,627 | | | | — | |
Preferred Stocks | | | 54,682,141 | | | | 6,391,853 | | | | 39,001,100 | | | | 9,289,188 | |
Convertible Preferred Stocks | | | 1,307,036 | | | | — | | | | — | | | | 1,307,036 | |
Escrows | | | 20,467 | | | | — | | | | — | | | | 20,467 | |
Short-Term Investments | | | 50,737,947 | | | | 50,737,947 | | | | — | | | | — | |
Futures Contracts(2) | | | 598,003 | | | | 598,003 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 4,448,606,385 | | | $ | 4,130,779,434 | | | $ | 294,027,380 | | | $ | 23,799,571 | |
| | | | | | | | | | | | | | | | |
Liabilities | |
Foreign Currency Contracts(2) | | $ | (68,612 | ) | | $ | — | | | $ | (68,612 | ) | | $ | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | (68,612 | ) | | $ | — | | | $ | (68,612 | ) | | $ | — | |
| | | | | | | | | | | | | | | | |
(1) | For thesix-month period ended June 30, 2019, investments valued at $36,435,982 were transferred out of Level 3 due to the expiration of trading restrictions and there were no transfers into 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 thesix-month period ended June 30, 2019 is not presented.
The accompanying notes are an integral part of these financial statements.
|
Hartford Disciplined Equity HLS Fund |
Schedule of Investments
June 30, 2019 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 99.3% | |
| | | Banks - 7.6% | |
| 533,880 | | | Bank of America Corp. | | $ | 15,482,520 | |
| 192,942 | | | Fifth Third Bancorp | | | 5,383,082 | |
| 145,259 | | | JP Morgan Chase & Co. | | | 16,239,956 | |
| 78,871 | | | PNC Financial Services Group, Inc. | | | 10,827,411 | |
| | | | | | | | |
| | | | | | | 47,932,969 | |
| | | | | | | | |
| | | Capital Goods - 5.7% | |
| 83,714 | | | AMETEK, Inc. | | | 7,604,580 | |
| 136,577 | | | Fortune Brands Home & Security, Inc. | | | 7,802,644 | |
| 46,249 | | | Illinois Tool Works, Inc. | | | 6,974,812 | |
| 46,622 | | | Raytheon Co. | | �� | 8,106,633 | |
| 33,748 | | | Snap-on, Inc. | | | 5,590,019 | |
| | | | | | | | |
| | | | | | | 36,078,688 | |
| | | | | | | | |
| | | Commercial & Professional Services - 2.9% | |
| 34,380 | | | Equifax, Inc. | | | 4,649,551 | |
| 100,329 | | | IHS Markit Ltd.* | | | 6,392,964 | |
| 84,830 | | | Republic Services, Inc. | | | 7,349,671 | |
| | | | | | | | |
| | | | | | | 18,392,186 | |
| | | | | | | | |
| | | Consumer Durables & Apparel - 2.6% | |
| 112,489 | | | NIKE, Inc. Class B | | | 9,443,452 | |
| 82,307 | | | VF Corp. | | | 7,189,516 | |
| | | | | | | | |
| | | | | | | 16,632,968 | |
| | | | | | | | |
| | | Consumer Services - 2.9% | |
| 74,745 | | | Hilton Worldwide Holdings, Inc. | | | 7,305,576 | |
| 51,829 | | | McDonald’s Corp. | | | 10,762,810 | |
| | | | | | | | |
| | | | | | | 18,068,386 | |
| | | | | | | | |
| | | Diversified Financials - 2.3% | |
| 60,124 | | | American Express Co. | | | 7,421,706 | |
| 77,489 | | | Capital One Financial Corp. | | | 7,031,352 | |
| | | | | | | | |
| | | | | | | 14,453,058 | |
| | | | | | | | |
| | | Energy - 1.9% | |
| 107,321 | | | Continental Resources, Inc.* | | | 4,517,141 | |
| 79,318 | | | EOG Resources, Inc. | | | 7,389,265 | |
| | | | | | | | |
| | | | | | | 11,906,406 | |
| | | | | | | | |
| | | Food & Staples Retailing - 3.2% | |
| 36,801 | | | Costco Wholesale Corp. | | | 9,725,033 | |
| 95,576 | | | Walmart, Inc. | | | 10,560,192 | |
| | | | | | | | |
| | | | | | | 20,285,225 | |
| | | | | | | | |
| | | Food, Beverage & Tobacco - 3.3% | |
| 40,383 | | | Constellation Brands, Inc. Class A | | | 7,953,028 | |
| 130,387 | | | Kellogg Co. | | | 6,984,832 | |
| 94,246 | | | Monster Beverage Corp.* | | | 6,015,722 | |
| | | | | | | | |
| | | | | | | 20,953,582 | |
| | | | | | | | |
| | | Health Care Equipment & Services - 10.7% | |
| 108,512 | | | Abbott Laboratories | | | 9,125,859 | |
| 24,174 | | | Anthem, Inc. | | | 6,822,145 | |
| 136,817 | | | Baxter International, Inc. | | | 11,205,312 | |
| 45,732 | | | Danaher Corp. | | | 6,536,017 | |
| 131,314 | | | Hologic, Inc.* | | | 6,305,698 | |
| 43,522 | | | Laboratory Corp. of America Holdings* | | | 7,524,954 | |
| 96,402 | | | Medtronic plc | | | 9,388,591 | |
| 44,707 | | | UnitedHealth Group, Inc. | | | 10,908,955 | |
| | | | | | | | |
| | | | | | | 67,817,531 | |
| | | | | | | | |
| | | Household & Personal Products - 4.1% | |
| 129,338 | | | Colgate-Palmolive Co. | | | 9,269,654 | |
| 10,675 | | | Estee Lauder Cos., Inc. Class A | | | 1,954,699 | |
| 133,855 | | | Procter & Gamble Co. | | | 14,677,201 | |
| | | | | | | | |
| | | | | | | 25,901,554 | |
| | | | | | | | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 99.3% - (continued) | |
| | | Insurance - 3.7% | |
| 80,736 | | | Allstate Corp. | | $ | 8,210,044 | |
| 93,966 | | | Athene Holding Ltd. Class A* | | | 4,046,176 | |
| 73,969 | | | Chubb Ltd. | | | 10,894,894 | |
| | | | | | | | |
| | | | | | | 23,151,114 | |
| | | | | | | | |
| | | Materials - 2.1% | |
| 43,229 | | | Ecolab, Inc. | | | 8,535,134 | |
| 43,458 | | | PPG Industries, Inc. | | | 5,071,983 | |
| | | | | | | | |
| | | | | | | 13,607,117 | |
| | | | | | | | |
| | | Media & Entertainment - 5.8% | |
| 14,106 | | | Alphabet, Inc. Class A* | | | 15,273,977 | |
| 3,714 | | | Alphabet, Inc. Class C* | | | 4,014,499 | |
| 37,836 | | | Facebook, Inc. Class A* | | | 7,302,348 | |
| 73,817 | | | Walt Disney Co. | | | 10,307,806 | |
| | | | | | | | |
| | | | | | | 36,898,630 | |
| | | | | | | | |
| | | Pharmaceuticals, Biotechnology & Life Sciences - 5.7% | |
| 33,759 | | | Allergan plc | | | 5,652,269 | |
| 92,228 | | | Eli Lilly & Co. | | | 10,217,940 | |
| 121,353 | | | Merck & Co., Inc. | | | 10,175,449 | |
| 34,036 | | | Thermo Fisher Scientific, Inc. | | | 9,995,693 | |
| | | | | | | | |
| | | | | | | 36,041,351 | |
| | | | | | | | |
| | | Real Estate - 2.2% | |
| 36,787 | | | American Tower Corp. REIT | | | 7,521,102 | |
| 47,213 | | | Boston Properties, Inc. REIT | | | 6,090,477 | |
| | | | | | | | |
| | | | | | | 13,611,579 | |
| | | | | | | | |
| | | Retailing - 3.5% | |
| 4,845 | | | Amazon.com, Inc.* | | | 9,174,637 | |
| 2,484 | | | Booking Holdings, Inc.* | | | 4,656,780 | |
| 157,230 | | | TJX Cos., Inc. | | | 8,314,322 | |
| | | | | | | | |
| | | | | | | 22,145,739 | |
| | | | | | | | |
| | | Semiconductors & Semiconductor Equipment - 2.7% | |
| 115,472 | | | Micron Technology, Inc.* | | | 4,456,064 | |
| 183,303 | | | ON Semiconductor Corp.* | | | 3,704,554 | |
| 46,076 | | | QUALCOMM, Inc. | | | 3,505,001 | |
| 119,183 | | | Teradyne, Inc. | | | 5,710,058 | |
| | | | | | | | |
| | | | | | | 17,375,677 | |
| | | | | | | | |
| | | Software & Services - 12.1% | |
| 114,695 | | | GoDaddy, Inc. Class A* | | | 8,045,854 | |
| 109,002 | | | Leidos Holdings, Inc. | | | 8,703,810 | |
| 47,669 | | | Mastercard, Inc. Class A | | | 12,609,881 | |
| 146,837 | | | Microsoft Corp. | | | 19,670,284 | |
| 49,069 | | | salesforce.com, Inc.* | | | 7,445,239 | |
| 119,187 | | | SS&C Technologies Holdings, Inc. | | | 6,866,363 | |
| 64,695 | | | Total System Services, Inc. | | | 8,298,428 | |
| 24,077 | | | Workday, Inc. Class A* | | | 4,949,750 | |
| | | | | | | | |
| | | | | | | 76,589,609 | |
| | | | | | | | |
| | | Technology Hardware & Equipment - 6.1% | |
| 88,598 | | | Apple, Inc. | | | 17,535,316 | |
| 54,882 | | | CDW Corp. | | | 6,091,902 | |
| 60,008 | | | Motorola Solutions, Inc. | | | 10,005,134 | |
| 79,967 | | | NetApp, Inc. | | | 4,933,964 | |
| | | | | | | | |
| | | | | | | 38,566,316 | |
| | | | | | | | |
| | | Telecommunication Services - 1.8% | |
| 199,504 | | | Verizon Communications, Inc. | | | 11,397,664 | |
| | | | | | | | |
| | | Transportation - 1.5% | |
| 34,953 | | | Norfolk Southern Corp. | | | 6,967,182 | |
| 53,200 | | | Uber Technologies, Inc.* | | | 2,467,416 | |
| | | | | | | | |
| | | | | | | 9,434,598 | |
| | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Disciplined Equity HLS Fund |
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 99.3% - (continued) | |
| | | Utilities - 4.9% | |
| 123,329 | | | American Electric Power Co., Inc. | | $ | 10,854,185 | |
| 62,308 | | | NextEra Energy, Inc. | | | 12,764,417 | |
| 80,805 | | | Pinnacle West Capital Corp. | | | 7,602,943 | |
| | | | | | | | |
| | | | | | | 31,221,545 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks (cost $447,251,484) | | $ | 628,463,492 | |
| | | | | | | | |
|
SHORT-TERM INVESTMENTS - 0.5% | |
| | | Other Investment Pools & Funds - 0.5% | |
| 3,071,737 | | | BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 2.35%(1) | | $ | 3,071,737 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments (cost $3,071,737) | | $ | 3,071,737 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | |
| | | | Total Investments (cost $450,323,221) | | | 99.8 | % | | $ | 631,535,229 | |
| | | | Other Assets and Liabilities | | | 0.2 | % | | | 1,381,435 | |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 632,916,664 | |
| | | | | | | | | | | | |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
| Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. |
| For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
| See “Glossary” for abbreviation descriptions. |
(1) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2019 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Banks | | $ | 47,932,969 | | | $ | 47,932,969 | | | $ | — | | | $ | — | |
Capital Goods | | | 36,078,688 | | | | 36,078,688 | | | | — | | | | — | |
Commercial & Professional Services | | | 18,392,186 | | | | 18,392,186 | | | | — | | | | — | |
Consumer Durables & Apparel | | | 16,632,968 | | | | 16,632,968 | | | | — | | | | — | |
Consumer Services | | | 18,068,386 | | | | 18,068,386 | | | | — | | | | — | |
Diversified Financials | | | 14,453,058 | | | | 14,453,058 | | | | — | | | | — | |
Energy | | | 11,906,406 | | | | 11,906,406 | | | | — | | | | — | |
Food & Staples Retailing | | | 20,285,225 | | | | 20,285,225 | | | | — | | | | — | |
Food, Beverage & Tobacco | | | 20,953,582 | | | | 20,953,582 | | | | — | | | | — | |
Health Care Equipment & Services | | | 67,817,531 | | | | 67,817,531 | | | | — | | | | — | |
Household & Personal Products | | | 25,901,554 | | | | 25,901,554 | | | | — | | | | — | |
Insurance | | | 23,151,114 | | | | 23,151,114 | | | | — | | | | — | |
Materials | | | 13,607,117 | | | | 13,607,117 | | | | — | | | | — | |
Media & Entertainment | | | 36,898,630 | | | | 36,898,630 | | | | — | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 36,041,351 | | | | 36,041,351 | | | | — | | | | — | |
Real Estate | | | 13,611,579 | | | | 13,611,579 | | | | — | | | | — | |
Retailing | | | 22,145,739 | | | | 22,145,739 | | | | — | | | | — | |
Semiconductors & Semiconductor Equipment | | | 17,375,677 | | | | 17,375,677 | | | | — | | | | — | |
Software & Services | | | 76,589,609 | | | | 76,589,609 | | | | — | | | | — | |
Technology Hardware & Equipment | | | 38,566,316 | | | | 38,566,316 | | | | — | | | | — | |
Telecommunication Services | | | 11,397,664 | | | | 11,397,664 | | | | — | | | | — | |
Transportation | | | 9,434,598 | | | | 9,434,598 | | | | — | | | | — | |
Utilities | | | 31,221,545 | | | | 31,221,545 | | | | — | | | | — | |
Short-Term Investments | | | 3,071,737 | | | | 3,071,737 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 631,535,229 | | | $ | 631,535,229 | | | $ | — | | | $ | — | |
| | | | | | | | | | | | | | | | |
(1) | For thesix-month period ended June 30, 2019, there were no transfers in and out of Level 3. |
The accompanying notes are an integral part of these financial statements.
|
Hartford Dividend and Growth HLS Fund |
Schedule of Investments
June 30, 2019 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 98.3% | |
| | | Automobiles & Components - 0.4% | |
| 193,015 | | | Autoliv, Inc. | | $ | 13,609,488 | |
| | | | | | | | |
| | | Banks - 9.3% | |
| 3,961,713 | | | Bank of America Corp. | | | 114,889,677 | |
| 394,537 | | | Bank of Nova Scotia | | | 21,443,086 | |
| 79,110 | | | Comerica, Inc. | | | 5,746,550 | |
| 1,003,371 | | | JP Morgan Chase & Co. | | | 112,176,878 | |
| 327,310 | | | PNC Financial Services Group, Inc. | | | 44,933,117 | |
| | | | | |
| | | | | | | 299,189,308 | |
| | | | | | | | |
| | | Capital Goods - 7.0% | |
| 282,081 | | | Deere & Co. | | | 46,743,642 | |
| 249,688 | | | Eaton Corp. plc | | | 20,794,017 | |
| 224,068 | | | General Dynamics Corp. | | | 40,740,044 | |
| 664,398 | | | Johnson Controls International plc | | | 27,446,281 | |
| 87,450 | | | Lockheed Martin Corp. | | | 31,791,573 | |
| 95,656 | | | Raytheon Co. | | | 16,632,665 | |
| 309,939 | | | United Technologies Corp. | | | 40,354,058 | |
| | | | | | | | |
| | | | | | | 224,502,280 | |
| | | | | | | | |
| | | Consumer Services - 1.1% | |
| 354,461 | | | Hilton Worldwide Holdings, Inc. | | | 34,645,018 | |
| | | | | | | | |
| | | Diversified Financials - 3.7% | |
| 88,239 | | | American Express Co. | | | 10,892,222 | |
| 68,364 | | | BlackRock, Inc. | | | 32,083,225 | |
| 210,087 | | | Charles Schwab Corp. | | | 8,443,397 | |
| 411,525 | | | Intercontinental Exchange, Inc. | | | 35,366,458 | |
| 351,407 | | | Northern Trust Corp. | | | 31,626,630 | |
| | | | | | | | |
| | | | | | | 118,411,932 | |
| | | | | | | | |
| | | Energy - 8.0% | |
| 186,418 | | | BP plc ADR | | | 7,773,631 | |
| 662,022 | | | Chevron Corp. | | | 82,382,018 | |
| 413,048 | | | ConocoPhillips | | | 25,195,928 | |
| 2,367,596 | | | Encana Corp. | | | 12,145,767 | |
| 281,614 | | | Exxon Mobil Corp. | | | 21,580,081 | |
| 522,741 | | | Hess Corp. | | | 33,230,645 | |
| 730,942 | | | Noble Energy, Inc. | | | 16,373,101 | |
| 1,095,407 | | | Suncor Energy, Inc. | | | 34,132,882 | |
| 401,885 | | | Total S.A. ADR | | | 22,421,164 | |
| | | | | | | | |
| | | | | | | 255,235,217 | |
| | | | | | | | |
| | | Food & Staples Retailing - 1.7% | |
| 440,347 | | | Sysco Corp. | | | 31,141,340 | |
| 203,970 | | | Walmart, Inc. | | | 22,536,645 | |
| | | | | | | | |
| | | | | | | 53,677,985 | |
| | | | | | | | |
| | | Food, Beverage & Tobacco - 3.5% | |
| 890,855 | | | Coca-Cola Co. | | | 45,362,337 | |
| 416,239 | | | Kellogg Co. | | | 22,297,923 | |
| 347,989 | | | PepsiCo., Inc. | | | 45,631,798 | |
| | | | | | | | |
| | | | | | | 113,292,058 | |
| | | | | | | | |
| | | Health Care Equipment & Services - 5.7% | |
| 344,423 | | | Abbott Laboratories | | | 28,965,974 | |
| 532,628 | | | CVS Health Corp. | | | 29,022,900 | |
| 582,391 | | | Medtronic plc | | | 56,719,060 | |
| 207,477 | | | UnitedHealth Group, Inc. | | | 50,626,463 | |
| 137,716 | | | Universal Health Services, Inc. Class B | | | 17,956,789 | |
| | | | | | | | |
| | | | | | | 183,291,186 | |
| | | | | | | | |
| | | Household & Personal Products - 0.6% | |
| 312,346 | | | Unilever N.V. | | | 18,965,649 | |
| | | | | | | | |
| | | Insurance - 7.5% | |
| 654,534 | | | American International Group, Inc. | | | 34,873,572 | |
| 111,870 | | | Arthur J Gallagher & Co. | | | 9,798,693 | |
| 48,361 | | | Brighthouse Financial, Inc.* | | | 1,774,365 | |
| 492,320 | | | Chubb Ltd. | | | 72,513,813 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 98.3% - (continued) | |
| | | Insurance - 7.5% - (continued) | |
| 245,361 | | | Marsh & McLennan Cos., Inc. | | $ | 24,474,760 | |
| 551,644 | | | Principal Financial Group, Inc. | | | 31,951,220 | |
| 656,201 | | | Prudential Financial, Inc. | | | 66,276,301 | |
| | | | | | | | |
| | | | | | | 241,662,724 | |
| | | | | | | | |
| | | Materials - 3.9% | |
| 61,180 | | | Celanese Corp. | | | 6,595,204 | |
| 263,277 | | | DuPont de Nemours, Inc. | | | 19,764,204 | |
| 320,082 | | | FMC Corp. | | | 26,550,802 | |
| 767,091 | | | International Paper Co. | | | 33,230,382 | |
| 266,637 | | | Livent Corp.* | | | 1,845,128 | |
| 312,363 | | | PPG Industries, Inc. | | | 36,455,886 | |
| | | | | | | | |
| | | | | | | 124,441,606 | |
| | | | | | | | |
| | | Media & Entertainment - 5.1% | |
| 77,079 | | | Alphabet, Inc. Class A* | | | 83,461,141 | |
| 1,898,447 | | | Comcast Corp. Class A | | | 80,266,339 | |
| | | | | | | | |
| | | | | | | 163,727,480 | |
| | | | | | | | |
| | | Pharmaceuticals, Biotechnology & Life Sciences - 8.6% | |
| 361,787 | | | Agilent Technologies, Inc. | | | 27,014,635 | |
| 1,092,798 | | | AstraZeneca plc ADR | | | 45,110,702 | |
| 827,164 | | | Bristol-Myers Squibb Co. | | | 37,511,888 | |
| 209,565 | | | Eli Lilly & Co. | | | 23,217,706 | |
| 536,873 | | | Merck & Co., Inc. | | | 45,016,801 | |
| 376,533 | | | Novartis AG ADR | | | 34,381,228 | |
| 1,427,557 | | | Pfizer, Inc. | | | 61,841,769 | |
| | | | | | | | |
| | | | | | | 274,094,729 | |
| | | | | | | | |
| | | Real Estate - 2.7% | |
| 180,201 | | | American Tower Corp. REIT | | | 36,842,094 | |
| 93,744 | | | Boston Properties, Inc. REIT | | | 12,092,976 | |
| 21,585 | | | Essex Property Trust, Inc. REIT | | | 6,301,309 | |
| 202,943 | | | Simon Property Group, Inc. REIT | | | 32,422,174 | |
| | | | | | | | |
| | | | | | | 87,658,553 | |
| | | | | | | | |
| | | Retailing - 4.2% | |
| 60,755 | | | Alibaba Group Holding Ltd. ADR* | | | 10,294,935 | |
| 197,800 | | | Expedia Group, Inc. | | | 26,313,334 | |
| 193,724 | | | Home Depot, Inc. | | | 40,288,781 | |
| 281,275 | | | Lowe’s Cos., Inc. | | | 28,383,460 | |
| 526,956 | | | TJX Cos., Inc. | | | 27,865,433 | |
| | | | | | | | |
| | | | | | | 133,145,943 | |
| | | | | | | | |
| | | Semiconductors & Semiconductor Equipment - 2.5% | |
| 957,676 | | | Intel Corp. | | | 45,843,950 | |
| 188,241 | | | KLA-Tencor Corp. | | | 22,250,086 | |
| 341,173 | | | Micron Technology, Inc.* | | | 13,165,866 | |
| | | | | | | | |
| | | | | | | 81,259,902 | |
| | | | | | | | |
| | | Software & Services - 6.8% | |
| 120,156 | | | Accenture plc Class A | | | 22,201,224 | |
| 311,190 | | | DXC Technology Co. | | | 17,162,129 | |
| 157,789 | | | International Business Machines Corp. | | | 21,759,103 | |
| 1,181,871 | | | Microsoft Corp. | | | 158,323,439 | |
| | | | | | | | |
| | | | | | | 219,445,895 | |
| | | | | | | | |
| | | Technology Hardware & Equipment - 4.9% | |
| 207,558 | | | Apple, Inc. | | | 41,079,879 | |
| 730,976 | | | Cisco Systems, Inc. | | | 40,006,317 | |
| 1,564,279 | | | HP, Inc. | | | 32,521,360 | |
| 253,617 | | | Motorola Solutions, Inc. | | | 42,285,563 | |
| | | | | | | | |
| | | | | | | 155,893,119 | |
| | | | | | | | |
| | | Telecommunication Services - 4.1% | | | |
| 706,266 | | | AT&T, Inc. | | | 23,666,974 | |
| 1,913,114 | | | Verizon Communications, Inc. | | | 109,296,203 | |
| | | | | | | | |
| | | | | | | 132,963,177 | |
| | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Dividend and Growth HLS Fund |
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 98.3% - (continued) | |
| | | Transportation - 2.2% | |
| 397,416 | | | Delta Air Lines, Inc. | | $ | 22,553,358 | |
| 175,014 | | | Union Pacific Corp. | | | 29,596,617 | |
| 173,003 | | | United Parcel Service, Inc. Class B | | | 17,866,020 | |
| | | | | | | | |
| | | | | | | 70,015,995 | |
| | | | | | | | |
| | | Utilities - 4.8% | |
| 596,480 | | | Dominion Energy, Inc. | | | 46,119,834 | |
| 391,166 | | | Edison International | | | 26,368,500 | |
| 746,646 | | | Exelon Corp. | | | 35,794,209 | |
| 217,764 | | | NextEra Energy, Inc. | | | 44,611,133 | |
| | | | | | | | |
| | | | | | | 152,893,676 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks (cost $2,262,472,188) | | $ | 3,152,022,920 | |
| | | | | | | | |
|
SHORT-TERM INVESTMENTS - 1.7% | |
| | | Other Investment Pools & Funds - 1.7% | |
| 56,767,331 | | | Fidelity Institutional Government Fund, Institutional Class, 2.27%(1) | | $ | 56,767,331 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments (cost $56,767,331) | | $ | 56,767,331 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | |
| | | | Total Investments (cost $2,319,239,519) | | | 100.0 | % | | $ | 3,208,790,251 | |
| | | | Other Assets and Liabilities | | | 0.0 | % | | | (1,352,291 | ) |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 3,207,437,960 | |
| | | | | | | | | | | | |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
| Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. |
| For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
| See “Glossary” for abbreviation descriptions. |
(1) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2019 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Automobiles & Components | | $ | 13,609,488 | | | $ | 13,609,488 | | | $ | — | | | $ | — | |
Banks | | | 299,189,308 | | | | 299,189,308 | | | | — | | | | — | |
Capital Goods | | | 224,502,280 | | | | 224,502,280 | | | | — | | | | — | |
Consumer Services | | | 34,645,018 | | | | 34,645,018 | | | | — | | | | — | |
Diversified Financials | | | 118,411,932 | | | | 118,411,932 | | | | — | | | | — | |
Energy | | | 255,235,217 | | | | 255,235,217 | | | | — | | | | — | |
Food & Staples Retailing | | | 53,677,985 | | | | 53,677,985 | | | | — | | | | — | |
Food, Beverage & Tobacco | | | 113,292,058 | | | | 113,292,058 | | | | — | | | | — | |
Health Care Equipment & Services | | | 183,291,186 | | | | 183,291,186 | | | | — | | | | — | |
Household & Personal Products | | | 18,965,649 | | | | 18,965,649 | | | | — | | | | — | |
Insurance | | | 241,662,724 | | | | 241,662,724 | | | | — | | | | — | |
Materials | | | 124,441,606 | | | | 124,441,606 | | | | — | | | | — | |
Media & Entertainment | | | 163,727,480 | | | | 163,727,480 | | | | — | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 274,094,729 | | | | 274,094,729 | | | | — | | | | — | |
Real Estate | | | 87,658,553 | | | | 87,658,553 | | | | — | | | | — | |
Retailing | | | 133,145,943 | | | | 133,145,943 | | | | — | | | | — | |
Semiconductors & Semiconductor Equipment | | | 81,259,902 | | | | 81,259,902 | | | | — | | | | — | |
Software & Services | | | 219,445,895 | | | | 219,445,895 | | | | — | | | | — | |
Technology Hardware & Equipment | | | 155,893,119 | | | | 155,893,119 | | | | — | | | | — | |
Telecommunication Services | | | 132,963,177 | | | | 132,963,177 | | | | — | | | | — | |
Transportation | | | 70,015,995 | | | | 70,015,995 | | | | — | | | | — | |
Utilities | | | 152,893,676 | | | | 152,893,676 | | | | — | | | | — | |
Short-Term Investments | | | 56,767,331 | | | | 56,767,331 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 3,208,790,251 | | | $ | 3,208,790,251 | | | $ | — | | | $ | — | |
| | | | | | | | | | | | | | | | |
(1) | For thesix-month period ended June 30, 2019, there were no transfers in and out of Level 3. |
The accompanying notes are an integral part of these financial statements.
|
Hartford Global Growth HLS Fund |
Schedule of Investments
June 30, 2019 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 98.9% | |
| | | Automobiles & Components - 0.7% | |
| 24,080 | | | Ferrari N.V. | | $ | 3,904,320 | |
| | | | | | | | |
| | | Banks - 1.1% | |
| 94,026 | | | Bank of America Corp. | | | 2,726,754 | |
| 23,995 | | | HDFC Bank Ltd. ADR | | | 3,120,310 | |
| | | | | | | | |
| | | | | | | 5,847,064 | |
| | | | | | | | |
| | | Capital Goods - 6.1% | |
| 27,677 | | | Airbus SE | | | 3,916,893 | |
| 115,891 | | | Assa Abloy AB Class B | | | 2,614,812 | |
| 77,327 | | | Atlas Copco AB Class A | | | 2,477,993 | |
| 13,902 | | | Boeing Co. | | | 5,060,467 | |
| 17,901 | | | General Dynamics Corp. | | | 3,254,760 | |
| 16,221 | | | L3Harris Technologies, Inc. | | | 3,067,878 | |
| 23,239 | | | Lockheed Martin Corp. | | | 8,448,306 | |
| 19,370 | | | Nidec Corp. | | | 2,660,178 | |
| | | | | | | | |
| | | | | | | 31,501,287 | |
| | | | | | | | |
| | | Commercial & Professional Services - 1.9% | |
| 65,684 | | | Edenred | | | 3,347,553 | |
| 105,046 | | | Experian plc | | | 3,181,796 | |
| 48,620 | | | IHS Markit Ltd.* | | | 3,098,066 | |
| | | | | | | | |
| | | | | | | 9,627,415 | |
| | | | | | | | |
| | | Consumer Durables & Apparel - 3.6% | |
| 10,808 | | | adidas AG | | | 3,343,672 | |
| 25,535 | | | Cie Financiere Richemont S.A. | | | 2,169,875 | |
| 45,096 | | | NIKE, Inc. Class B | | | 3,785,809 | |
| 964 | | | NVR, Inc.* | | | 3,248,921 | |
| 40,430 | | | Sony Corp. | | | 2,124,595 | |
| 145,941 | | | Under Armour, Inc. Class A* | | | 3,699,604 | |
| | | | | | | | |
| | | | | | | 18,372,476 | |
| | | | | | | | |
| | | Consumer Services - 1.2% | |
| 37,730 | | | Hilton Worldwide Holdings, Inc. | | | 3,687,730 | |
| 527,212 | | | Sands China Ltd. | | | 2,518,527 | |
| | | | | | | | |
| | | | | | | 6,206,257 | |
| | | | | | | | |
| | | Diversified Financials - 5.5% | |
| 66,047 | | | American Express Co. | | | 8,152,842 | |
| 39,224 | | | Intercontinental Exchange, Inc. | | | 3,370,910 | |
| 69,744 | | | Julius Baer Group Ltd.* | | | 3,107,379 | |
| 4,459 | | | Partners Group Holding AG | | | 3,506,644 | |
| 17,260 | | | S&P Global, Inc. | | | 3,931,655 | |
| 126,652 | | | TD Ameritrade Holding Corp. | | | 6,322,468 | |
| | | | | | | | |
| | | | | | | 28,391,898 | |
| | | | | | | | |
| | | Energy - 1.4% | |
| 427,070 | | | Encana Corp. | | | 2,191,524 | |
| 151,121 | | | Galp Energia SGPS S.A. | | | 2,324,130 | |
| 70,213 | | | Schlumberger Ltd. | | | 2,790,264 | |
| | | | | | | | |
| | | | | | | 7,305,918 | |
| | | | | | | | |
| | | Food, Beverage & Tobacco - 5.4% | |
| 17,727 | | | Constellation Brands, Inc. Class A | | | 3,491,155 | |
| 290,534 | | | Davide Campari-Milano S.p.A. | | | 2,846,262 | |
| 181,300 | | | Diageo plc | | | 7,803,195 | |
| 25,512 | | | Heineken N.V. | | | 2,843,373 | |
| 57,232 | | | Monster Beverage Corp.* | | | 3,653,119 | |
| 71,883 | | | Nestle S.A. | | | 7,441,487 | |
| | | | | | | | |
| | | | | | | 28,078,591 | |
| | | | | | | | |
| | | Health Care Equipment & Services - 6.4% | |
| 12,520 | | | Anthem, Inc. | | | 3,533,269 | |
| 37,875 | | | Baxter International, Inc. | | | 3,101,962 | |
| 143,817 | | | Boston Scientific Corp.* | | | 6,181,255 | |
| 20,029 | | | Edwards Lifesciences Corp.* | | | 3,700,157 | |
| 39,500 | | | Hoya Corp. | | | 3,035,740 | |
| 5,747 | | | Intuitive Surgical, Inc.* | | | 3,014,589 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 98.9% - (continued) | |
| | | Health Care Equipment & Services - 6.4% - (continued) | |
| 26,097 | | | Medtronic plc | | $ | 2,541,587 | |
| 12,270 | | | Penumbra, Inc.* | | | 1,963,200 | |
| 23,555 | | | UnitedHealth Group, Inc. | | | 5,747,656 | |
| | | | | | | | |
| | | | | | | 32,819,415 | |
| | | | | | | | |
| | | Insurance - 3.4% | |
| 410,000 | | | AIA Group Ltd. | | | 4,427,548 | |
| 17,607 | | | Aon plc | | | 3,397,799 | |
| 509,538 | | | Ping An Insurance Group Co. of China Ltd. Class H | | | 6,127,130 | |
| 43,715 | | | Progressive Corp. | | | 3,494,140 | |
| | | | | | | | |
| | | | | | | 17,446,617 | |
| | | | | | | | |
| | | Materials - 1.5% | |
| 125,659 | | | BHP Group plc | | | 3,213,648 | |
| 233,336 | | | First Quantum Minerals Ltd. | | | 2,216,563 | |
| 26,580 | | | Shin-Etsu Chemical Co., Ltd. | | | 2,486,874 | |
| | | | | | | | |
| | | | | | | 7,917,085 | |
| | | | | | | | |
| | | Media & Entertainment - 11.1% | |
| 17,666 | | | Alphabet, Inc. Class C* | | | 19,095,356 | |
| 31,694 | | | Electronic Arts, Inc.* | | | 3,209,335 | |
| 67,576 | | | Facebook, Inc. Class A* | | | 13,042,168 | |
| 9,451 | | | Netflix, Inc.* | | | 3,471,541 | |
| 7,990 | | | Nintendo Co., Ltd. | | | 2,931,520 | |
| 97,857 | | | Pinterest, Inc. Class A* | | | 2,663,668 | |
| 23,747 | | | Spotify Technology S.A.* | | | 3,472,286 | |
| 137,920 | | | Tencent Holdings Ltd. | | | 6,239,416 | |
| 82,743 | | | Yandex N.V. Class A* | | | 3,144,234 | |
| | | | | | | | |
| | | | | | | 57,269,524 | |
| | | | | | | | |
| | | Pharmaceuticals, Biotechnology & Life Sciences - 6.9% | |
| 44,130 | | | Agilent Technologies, Inc. | | | 3,295,187 | |
| 96,620 | | | AstraZeneca plc | | | 7,898,845 | |
| 17,081 | | | Bluebird Bio, Inc.* | | | 2,172,703 | |
| 31,208 | | | Eli Lilly & Co. | | | 3,457,534 | |
| 42,127 | | | Gilead Sciences, Inc. | | | 2,846,100 | |
| 17,509 | | | ICON plc* | | | 2,695,861 | |
| 86,619 | | | Novartis AG | | | 7,907,600 | |
| 66,285 | | | Pfizer, Inc. | | | 2,871,466 | |
| 35,330 | | | Seattle Genetics, Inc.* | | | 2,445,189 | |
| | | | | | | | |
| | | | | | | 35,590,485 | |
| | | | | | | | |
| | | Real Estate - 1.7% | |
| 43,252 | | | American Tower Corp. REIT | | | 8,842,871 | |
| | | | | | | | |
| | | Retailing - 9.8% | |
| 22,114 | | | Alibaba Group Holding Ltd. ADR* | | | 3,747,217 | |
| 12,558 | | | Amazon.com, Inc.* | | | 23,780,206 | |
| 49,869 | | | Home Depot, Inc. | | | 10,371,256 | |
| 34,059 | | | Ross Stores, Inc. | | | 3,375,928 | |
| 126,157 | | | TJX Cos., Inc. | | | 6,671,182 | |
| 16,849 | | | Wayfair, Inc. Class A* | | | 2,459,954 | |
| | | | | | | | |
| | | | | | | 50,405,743 | |
| | | | | | | | |
| | | Semiconductors & Semiconductor Equipment - 4.3% | |
| 152,711 | | | Advanced Micro Devices, Inc.* | | | 4,637,833 | |
| 18,285 | | | ASML Holding N.V. | | | 3,804,922 | |
| 136,203 | | | Infineon Technologies AG | | | 2,420,284 | |
| 25,040 | | | KLA-Tencor Corp. | | | 2,959,728 | |
| 136,810 | | | Marvell Technology Group Ltd. | | | 3,265,655 | |
| 250,610 | | | MediaTek, Inc. | | | 2,538,370 | |
| 321,000 | | | Taiwan Semiconductor Manufacturing Co., Ltd. | | | 2,455,129 | |
| | | | | | | | |
| | | | | | | 22,081,921 | |
| | | | | | | | |
| | | Software & Services - 21.4% | |
| 22,275 | | | Accenture plc Class A | | | 4,115,752 | |
| 35,233 | | | Adobe, Inc.* | | | 10,381,404 | |
| 22,096 | | | Automatic Data Processing, Inc. | | | 3,653,132 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Global Growth HLS Fund |
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 98.9% - (continued) | |
| | | Software & Services - 21.4% - (continued) | |
| 23,842 | | | Fidelity National Information Services, Inc. | | $ | 2,924,937 | |
| 13,384 | | | FleetCor Technologies, Inc.* | | | 3,758,896 | |
| 18,284 | | | Global Payments, Inc. | | | 2,927,817 | |
| 12,677 | | | Intuit, Inc. | | | 3,312,880 | |
| 41,746 | | | Mastercard, Inc. Class A | | | 11,043,069 | |
| 186,864 | | | Microsoft Corp. | | | 25,032,302 | |
| 87,667 | | | PayPal Holdings, Inc.* | | | 10,034,365 | |
| 58,103 | | | Salesforce.com, Inc.* | | | 8,815,968 | |
| 18,720 | | | ServiceNow, Inc.* | | | 5,139,950 | |
| 24,491 | | | Splunk, Inc.* | | | 3,079,743 | |
| 17,577 | | | Temenos AG* | | | 3,147,229 | |
| 22,130 | | | Total System Services, Inc. | | | 2,838,615 | |
| 14,184 | | | VeriSign, Inc.* | | | 2,966,725 | |
| 40,472 | | | Visa, Inc. Class A | | | 7,023,916 | |
| | | | | | | | |
| | | | | | | 110,196,700 | |
| | | | | | | | |
| | | Technology Hardware & Equipment - 1.6% | |
| 31,723 | | | CDW Corp. | | | 3,521,253 | |
| 51,091 | | | Cisco Systems, Inc. | | | 2,796,210 | |
| 191,483 | | | Sunny Optical Technology Group Co., Ltd. | | | 1,982,478 | |
| | | | | | | | |
| | | | | | | 8,299,941 | |
| | | | | | | | |
| | | Telecommunication Services - 0.8% | |
| 54,333 | | | T-Mobile US, Inc.* | | | 4,028,249 | |
| | | | | | | | |
| | | Transportation - 3.1% | |
| 34,364 | | | Canadian National Railway Co. | | | 3,180,418 | |
| 43,015 | | | CSX Corp. | | | 3,328,071 | |
| 14,589 | | | Norfolk Southern Corp. | | | 2,908,025 | |
| 54,000 | | | Uber Technologies, Inc.* | | | 2,504,520 | |
| 23,742 | | | Union Pacific Corp. | | | 4,015,010 | |
| | | | | | | | |
| | | | | | | 15,936,044 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks (cost $379,969,487) | | $ | 510,069,821 | |
| | | | | | | | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
SHORT-TERM INVESTMENTS - 1.0% | |
| | | Other Investment Pools & Funds - 1.0% | |
| 5,054,183 | | | Fidelity Institutional Government Fund, Institutional Class, 2.27%(1) | | $ | 5,054,183 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments (cost $5,054,183) | | $ | 5,054,183 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | |
| | | | Total Investments (cost $385,023,670) | | | 99.9 | % | | $ | 515,124,004 | |
| | | | Other Assets and Liabilities | | | 0.1 | % | | | 523,610 | |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 515,647,614 | |
| | | | | | | | | | | | |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
| Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. |
| Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. |
| For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
| See “Glossary” for abbreviation descriptions. |
(1) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2019 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Automobiles & Components | | $ | 3,904,320 | | | $ | — | | | $ | 3,904,320 | | | $ | — | |
Banks | | | 5,847,064 | | | | 5,847,064 | | | | — | | | | — | |
Capital Goods | | | 31,501,287 | | | | 19,831,411 | | | | 11,669,876 | | | | — | |
Commercial & Professional Services | | | 9,627,415 | | | | 3,098,066 | | | | 6,529,349 | | | | — | |
Consumer Durables & Apparel | | | 18,372,476 | | | | 10,734,334 | | | | 7,638,142 | | | | — | |
Consumer Services | | | 6,206,257 | | | | 3,687,730 | | | | 2,518,527 | | | | — | |
Diversified Financials | | | 28,391,898 | | | | 21,777,875 | | | | 6,614,023 | | | | — | |
Energy | | | 7,305,918 | | | | 4,981,788 | | | | 2,324,130 | | | | — | |
Food, Beverage & Tobacco | | | 28,078,591 | | | | 7,144,274 | | | | 20,934,317 | | | | — | |
Health Care Equipment & Services | | | 32,819,415 | | | | 29,783,675 | | | | 3,035,740 | | | | — | |
Insurance | | | 17,446,617 | | | | 6,891,939 | | | | 10,554,678 | | | | — | |
Materials | | | 7,917,085 | | | | 2,216,563 | | | | 5,700,522 | | | | — | |
Media & Entertainment | | | 57,269,524 | | | | 48,098,588 | | | | 9,170,936 | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 35,590,485 | | | | 19,784,040 | | | | 15,806,445 | | | | — | |
Real Estate | | | 8,842,871 | | | | 8,842,871 | | | | — | | | | — | |
Retailing | | | 50,405,743 | | | | 50,405,743 | | | | — | | | | — | |
Semiconductors & Semiconductor Equipment | | | 22,081,921 | | | | 10,863,216 | | | | 11,218,705 | | | | — | |
Software & Services | | | 110,196,700 | | | | 107,049,471 | | | | 3,147,229 | | | | — | |
Technology Hardware & Equipment | | | 8,299,941 | | | | 6,317,463 | | | | 1,982,478 | | | | — | |
Telecommunication Services | | | 4,028,249 | | | | 4,028,249 | | | | — | | | | — | |
Transportation | | | 15,936,044 | | | | 15,936,044 | | | | — | | | | — | |
Short-Term Investments | | | 5,054,183 | | | | 5,054,183 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 515,124,004 | | | $ | 392,374,587 | | | $ | 122,749,417 | | | $ | — | |
| | | | | | | | | | | | | | | | |
(1) | For thesix-month period ended June 30, 2019, there were no transfers in and out of Level 3. |
The accompanying notes are an integral part of these financial statements.
|
Hartford Growth Opportunities HLS Fund |
Schedule of Investments
June 30, 2019 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 92.6% | |
| | | Capital Goods - 3.3% | |
| 101,088 | | | IDEX Corp. | | $ | 17,401,288 | |
| 112,926 | | | L3Harris Technologies, Inc. | | | 21,357,694 | |
| 91,453 | | | Raytheon Co. | | | 15,901,848 | |
| | | | | | | | |
| | | | | | | 54,660,830 | |
| | | | | | | | |
| | | Commercial & Professional Services - 1.7% | |
| 42,602 | | | CoStar Group, Inc.* | | | 23,604,064 | |
| 18,785 | | | Klarna Holding AB(1)(2)(3) | | | 3,317,564 | |
| 182,167 | | | Landscape Acquisition Holdings Ltd.* | | | 1,525,649 | |
| | | | | | | | |
| | | | | | | 28,447,277 | |
| | | | | | | | |
| | | Consumer Durables & Apparel - 2.5% | |
| 318,960 | | | Lennar Corp. Class A | | | 15,456,802 | |
| 471,689 | | | Under Armour, Inc. Class A* | | | 11,957,316 | |
| 619,682 | | | Under Armour, Inc. Class C* | | | 13,756,940 | |
| | | | | | | | |
| | | | | | | 41,171,058 | |
| | | | | | | | |
| | | Consumer Services - 4.3% | |
| 1,556,596 | | | DraftKings, Inc.*(1)(2)(3) | | | 4,358,469 | |
| 209,984 | | | Grand Canyon Education, Inc.* | | | 24,572,327 | |
| 220,557 | | | Marriott Vacations Worldwide Corp. | | | 21,261,695 | |
| 577,000 | | | Target Hospitality Corp.* | | | 5,250,700 | |
| 72,178 | | | Vail Resorts, Inc. | | | 16,108,686 | |
| | | | | | | | |
| | | | | | | 71,551,877 | |
| | | | | | | | |
| | | Diversified Financials - 3.0% | |
| 327,447 | | | American Express Co. | | | 40,420,058 | |
| 1,080,873 | | | J2 Acquisition Ltd.*(4) | | | 9,592,748 | |
| | | | | | | | |
| | | | | | | 50,012,806 | |
| | | | | | | | |
| | | Food, Beverage & Tobacco - 3.9% | |
| 426,769 | | | Lamb Weston Holdings, Inc. | | | 27,040,084 | |
| 571,960 | | | Monster Beverage Corp.* | | | 36,508,207 | |
| | | | | | | | |
| | | | | | | 63,548,291 | |
| | | | | | | | |
| | | Health Care Equipment & Services - 10.2% | |
| 118,089 | | | Align Technology, Inc.* | | | 32,320,959 | |
| 86,873 | | | DexCom, Inc.* | | | 13,017,050 | |
| 279,776 | | | Haemonetics Corp.* | | | 33,668,244 | |
| 343,646 | | | Insulet Corp.* | | | 41,024,459 | |
| 14,536 | | | Intuitive Surgical, Inc.* | | | 7,624,859 | |
| 169,019 | | | Penumbra, Inc.* | | | 27,043,040 | |
| 86,706 | | | Veeva Systems, Inc. Class A* | | | 14,055,910 | |
| | | | | | | | |
| | | | | | | 168,754,521 | |
| | | | | | | | |
| | | Media & Entertainment - 13.3% | |
| 20,683 | | | Alphabet, Inc. Class C* | | | 22,356,461 | |
| 174,398 | | | Netflix, Inc.* | | | 64,059,873 | |
| 680,569 | | | Ocean Outdoor Ltd.*(4) | | | 5,291,424 | |
| 1,166,401 | | | Pinterest, Inc. Class A*(5) | | | 31,749,435 | |
| 199,300 | | | Spotify Technology S.A.* | | | 29,141,646 | |
| 331,109 | | | TripAdvisor, Inc.* | | | 15,327,036 | |
| 367,684 | | | Walt Disney Co. | | | 51,343,394 | |
| | | | | | | | |
| | | | | | | 219,269,269 | |
| | | | | | | | |
| | | Pharmaceuticals, Biotechnology & Life Sciences - 9.1% | |
| 452,646 | | | AstraZeneca plc ADR | | | 18,685,227 | |
| 42,679 | | | Bluebird Bio, Inc.* | | | 5,428,769 | |
| 30,500 | | | Elanco Animal Health, Inc.* | | | 1,030,900 | |
| 385,540 | | | Exact Sciences Corp.* | | | 45,509,142 | |
| 12,354 | | | Galapagos N.V. ADR* | | | 1,592,801 | |
| 131,980 | | | Galapagos N.V.* | | | 17,045,666 | |
| 158,959 | | | Ionis Pharmaceuticals, Inc.* | | | 10,216,295 | |
| 53,948 | | | Sage Therapeutics, Inc.* | | | 9,877,339 | |
| 98,214 | | | Seattle Genetics, Inc.* | | | 6,797,391 | |
| 118,483 | | | Thermo Fisher Scientific, Inc. | | | 34,796,087 | |
| | | | | | | | |
| | | | | | | 150,979,617 | |
| | | | | | | | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 92.6% - (continued) | |
| | | Real Estate - 1.0% | |
| 122,239 | | | Crown Castle International Corp. REIT | | $ | 15,933,854 | |
| 10,657 | | | WeWork Companies, Inc. Class A(1)(2)(3) | | | 724,676 | |
| | | | | | | | |
| | | | | | | 16,658,530 | |
| | | | | | | | |
| | | Retailing - 11.9% | |
| 68,999 | | | Amazon.com, Inc.* | | | 130,658,576 | |
| 117,842 | | | Burlington Stores, Inc.* | | | 20,050,816 | |
| 514,179 | | | Floor & Decor Holdings, Inc. Class A* | | | 21,544,100 | |
| 41,578 | | | JAND, Inc. Series A(1)(2)(3) | | | 573,777 | |
| 38,805 | | | Tory Burch LLC*(1)(2)(3) | | | 1,904,551 | |
| 147,808 | | | Wayfair, Inc. Class A* | | | 21,579,968 | |
| | | | | | | | |
| | | | | | | 196,311,788 | |
| | | | | | | | |
| | | Semiconductors & Semiconductor Equipment - 3.5% | |
| 1,184,389 | | | Advanced Micro Devices, Inc.* | | | 35,969,894 | |
| 930,470 | | | Marvell Technology Group Ltd. | | | 22,210,319 | |
| | | | | | | | |
| | | | | | | 58,180,213 | |
| | | | | | | | |
| | | Software & Services - 21.6% | |
| 267,686 | | | 2U, Inc.* | | | 10,075,701 | |
| 69,206 | | | Fair Isaac Corp.* | | | 21,732,068 | |
| 84,957 | | | FleetCor Technologies, Inc.* | | | 23,860,173 | |
| 404,209 | | | GoDaddy, Inc. Class A* | | | 28,355,261 | |
| 319,349 | | | Guidewire Software, Inc.* | | | 32,375,602 | |
| 251,638 | | | PayPal Holdings, Inc.* | | | 28,802,485 | |
| 157,142 | | | ServiceNow, Inc.* | | | 43,146,479 | |
| 306,402 | | | Splunk, Inc.* | | | 38,530,052 | |
| 242,056 | | | Square, Inc. Class A* | | | 17,556,322 | |
| 464,125 | | | SS&C Technologies Holdings, Inc. | | | 26,738,241 | |
| 188,582 | | | VMware, Inc. Class A | | | 31,532,796 | |
| 173,282 | | | Workday, Inc. Class A* | | | 35,623,314 | |
| 216,161 | | | Zendesk, Inc.* | | | 19,244,814 | |
| | | | | | | | |
| | | | | | | 357,573,308 | |
| | | | | | | | |
| | | Technology Hardware & Equipment - 1.8% | |
| 138,979 | | | Zebra Technologies Corp. Class A* | | | 29,114,711 | |
| | | | | | | | |
| | | Transportation - 1.5% | |
| 324,052 | | | CSX Corp. | | | 25,071,903 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks (cost $1,282,334,224) | | $ | 1,531,305,999 | |
| | | | | | | | |
|
PREFERRED STOCKS - 4.1% | |
| | | Real Estate - 1.1% | |
| 145,709 | | | WeWork Companies, Inc.Class D-1*(1)(2)(3) | | $ | 9,908,212 | |
| 114,486 | | | WeWork Companies, Inc.Class D-2*(1)(2)(3) | | | 7,785,048 | |
| | | | | | | | |
| | | | | | | 17,693,260 | |
| | | | | | | | |
| | | Retailing - 0.6% | |
| 1,605,750 | | | Coupang LLC *(1)(2)(3) | | | 9,154,059 | |
| 92,843 | | | JAND, Inc. Series D*(1)(2)(3) | | | 1,297,945 | |
| | | | | | | | |
| | | | | | | 10,452,004 | |
| | | | | | | | |
| | | Software & Services - 2.4% | |
| 1,871,878 | | | Essence Group Holdings Corp. Series 3*(1)(2)(3) | | | 4,586,101 | |
| 287,204 | | | Lookout, Inc. Series F*(1)(2)(3) | | | 2,021,916 | |
| 366,944 | | | MarkLogic Corp. Series F*(1)(2)(3) | | | 3,720,812 | |
| 162,930 | | | Pinterest, Inc. Series G*(2)(3) | | | 4,166,394 | |
| 589,628 | | | Uber Technologies, Inc. Series D*(2)(3) | | | 25,356,697 | |
| | | | | | | | |
| | | | | | | 39,851,920 | |
| | | | | | | | |
| | |
| | | | Total Preferred Stocks (cost $33,556,291) | | $ | 67,997,184 | |
| | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Growth Opportunities HLS Fund |
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CONVERTIBLE PREFERRED STOCKS - 0.2% | |
| | | Retailing - 0.2% | |
| 102,040 | | | Honest Co. Series C*(1)(2)(3) | | $ | 3,287,729 | |
| | | | | | | | |
| | |
| | | | Total Convertible Preferred Stocks (cost $2,760,927) | | $ | 3,287,729 | |
| | | | | | | | |
|
ESCROWS - 0.0%(6) | |
| | | Capital Goods - 0.0% | |
| 1,458,400 | | | Lithium Technology Corp.*(1)(2)(3) | | $ | 14,584 | |
| | | | | | | | |
| | | Software & Services - 0.0% | |
| 535,139 | | | Birst, Inc.*(1)(2)(3) | | | 27,827 | |
| 210,735 | | | Veracode, Inc.*(1)(2)(3) | | | 114,640 | |
| | | | | | | | |
| | | | | | | 142,467 | |
| | | | | | | | |
| | |
| | | | Total Escrows (cost $— ) | | $ | 157,051 | |
| | | | | | | | |
|
WARRANTS - 0.0% | |
| | | Commercial & Professional Services - 0.0% | |
| 516,400 | | | Landscape Acquisition Holdings Ltd. Expires 11/23/22* | | $ | 51,640 | |
| | | | | | | | |
| | | Consumer Services - 0.0% | |
| 192,333 | | | Target Hospitality Corp. Expires 3/15/24* | | | 384,666 | |
| | | | | | | | |
| | | Diversified Financials - 0.0% | |
| 656,679 | | | J2 Acquisition Ltd. Expires 9/7/27* | | | 137,903 | |
| | | | | | | | |
| | |
| | | | Total Warrants (cost $271,560) | | $ | 574,209 | |
| | | | | | | | |
| | |
| | | | Total Long-Term Investments (cost $1,318,923,002) | | $ | 1,603,322,172 | |
| | | | | | | | |
|
SHORT-TERM INVESTMENTS - 2.9% | |
| | | Other Investment Pools & Funds - 2.9% | |
| 47,093,785 | | | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.29%(7) | | $ | 47,093,785 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments (cost $47,093,785) | | $ | 47,093,785 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | |
| | | | Total Investments (cost $1,366,016,787) | | | 99.8 | % | | $ | 1,650,415,957 | |
| | | | Other Assets and Liabilities | | | 0.2 | % | | | 4,114,341 | |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 1,654,530,298 | |
| | | | | | | | | | | | |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
| Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. |
| Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. |
| For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
| See “Glossary” for abbreviation descriptions. |
(1) | Investment valued using significant unobservable inputs. |
(2) | Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $82,321,001 or 5.0% of net assets. |
| | | | | | | | | | | | | | | | |
Period Acquired | | | Security Name | | Shares/ Par Value | | | Base Total Cost | | | Base Market Value | |
| 03/2015 | | | Birst, Inc. | | | 535,139 | | | $ | — | | | $ | 27,827 | |
| 11/2014 | | | Coupang LLC Preferred | | | 1,605,750 | | | | 4,998,894 | | | | 9,154,059 | |
| 12/2014 | | | DraftKings, Inc. | | | 1,556,596 | | | | 2,280,348 | | | | 4,358,469 | |
| 05/2014 | | | Essence Group Holdings Corp. Series 3 Preferred | | | 1,871,878 | | | | 2,960,001 | | | | 4,586,101 | |
| 08/2014 | | | Honest Co. Series C Convertible Preferred | | | 102,040 | | | | 2,760,927 | | | | 3,287,729 | |
| 04/2015 | | | JAND, Inc. Series A | | | 41,578 | | | | 477,536 | | | | 573,777 | |
| 04/2015 | | | JAND, Inc. Series D Preferred | | | 92,843 | | | | 1,066,330 | | | | 1,297,945 | |
| 08/2015 | | | Klarna Holding AB | | | 18,785 | | | | 2,060,349 | | | | 3,317,564 | |
| 08/2013 | | | Lithium Technology Corp. | | | 1,458,400 | | | | — | | | | 14,584 | |
| 07/2014 | | | Lookout, Inc. Series F Preferred | | | 287,204 | | | | 3,280,760 | | | | 2,021,916 | |
| 04/2015 | | | MarkLogic Corp. Series F Preferred | | | 366,944 | | | | 4,261,761 | | | | 3,720,812 | |
| 03/2015 | | | Pinterest, Inc. Series G Preferred | | | 162,930 | | | | 3,509,068 | | | | 4,166,394 | |
| 11/2013 | | | Tory Burch LLC | | | 38,805 | | | | 3,041,403 | | | | 1,904,551 | |
| 06/2014 | | | Uber Technologies, Inc. Series D Preferred | | | 589,628 | | | | 9,146,929 | | | | 25,356,697 | |
| 04/2017 | | | Veracode, Inc. | | | 210,735 | | | | — | | | | 114,640 | |
| 12/2014 | | | WeWork Companies, Inc. Class A | | | 10,657 | | | | 177,451 | | | | 724,676 | |
| 12/2014 | | | WeWork Companies, Inc.Class D-1 Preferred | | | 145,709 | | | | 2,426,224 | | | | 9,908,212 | |
| 12/2014 | | | WeWork Companies, Inc.Class D-2 Preferred | | | 114,486 | | | | 1,906,324 | | | | 7,785,048 | |
| | | | | | | | | | | | | | | | |
| | | | | | | | | | $ | 44,354,305 | | | $ | 82,321,001 | |
| | | | | | | | | | | | | | | | |
(3) | These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At June 30, 2019, the aggregate fair value of these securities was $82,321,001, which represented 5.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors. |
(4) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At June 30, 2019, the aggregate value of these securities was $14,884,172, representing 0.9% of net assets. |
(5) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(6) | Share amount represents shares of the issuer previously held that resulted in receipt of the escrow. |
(7) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
The accompanying notes are an integral part of these financial statements.
|
Hartford Growth Opportunities HLS Fund |
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2019 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Capital Goods | | $ | 54,660,830 | | | $ | 54,660,830 | | | $ | — | | | $ | — | |
Commercial & Professional Services | | | 28,447,277 | | | | 25,129,713 | | | | — | | | | 3,317,564 | |
Consumer Durables & Apparel | | | 41,171,058 | | | | 41,171,058 | | | | — | | | | — | |
Consumer Services | | | 71,551,877 | | | | 67,193,408 | | | | — | | | | 4,358,469 | |
Diversified Financials | | | 50,012,806 | | | | 50,012,806 | | | | — | | | | — | |
Food, Beverage & Tobacco | | | 63,548,291 | | | | 63,548,291 | | | | — | | | | — | |
Health Care Equipment & Services | | | 168,754,521 | | | | 168,754,521 | | | | — | | | | — | |
Media & Entertainment | | | 219,269,269 | | | | 219,269,269 | | | | — | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 150,979,617 | | | | 133,933,951 | | | | 17,045,666 | | | | — | |
Real Estate | | | 16,658,530 | | | | 15,933,854 | | | | — | | | | 724,676 | |
Retailing | | | 196,311,788 | | | | 193,833,460 | | | | — | | | | 2,478,328 | |
Semiconductors & Semiconductor Equipment | | | 58,180,213 | | | | 58,180,213 | | | | — | | | | — | |
Software & Services | | | 357,573,308 | | | | 357,573,308 | | | | — | | | | — | |
Technology Hardware & Equipment | | | 29,114,711 | | | | 29,114,711 | | | | — | | | | — | |
Transportation | | | 25,071,903 | | | | 25,071,903 | | | | — | | | | — | |
Preferred Stocks | | | 67,997,184 | | | | — | | | | 29,523,091 | | | | 38,474,093 | |
Convertible Preferred Stocks | | | 3,287,729 | | | | — | | | | — | | | | 3,287,729 | |
Escrows | | | 157,051 | | | | — | | | | — | | | | 157,051 | |
Warrants | | | 574,209 | | | | 574,209 | | | | — | | | | — | |
Short-Term Investments | | | 47,093,785 | | | | 47,093,785 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 1,650,415,957 | | | $ | 1,551,049,290 | | | $ | 46,568,757 | | | $ | 52,797,910 | |
| | | | | | | | | | | | | | | | |
(1) | For thesix-month period ended June 30, 2019, investments valued at $34,516,192 were transferred out of Level 3 due to the expiration of trading restrictions and there were no transfers into Level 3. |
The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for thesix-month period ended June 30, 2019:
| | | | | | | | | | | | | | | | | | | | |
| | Common Stocks | | | Preferred Stocks | | | Convertible Preferred Stocks | | | Escrows | | | Total | |
Beginning balance | | $ | 16,246,182 | | | $ | 64,536,973 | | | $ | 3,167,321 | | | $ | 267,585 | | | $ | 84,218,061 | |
Purchases | | | — | | | | — | | | | — | | | | — | | | | — | |
Sales | | | — | | | | — | | | | — | | | | (122,815 | ) | | | (122,815 | ) |
Accrued discounts/(premiums) | | | — | | | | — | | | | — | | | | — | | | | — | |
Total realized gain/(loss) | | | — | | | | — | | | | — | | | | 122,815 | | | | 122,815 | |
Net change in unrealized appreciation/depreciation | | | 1,149,303 | | | | 1,936,865 | | | | 120,408 | | | | (110,534 | ) | | | 3,096,041 | |
Transfers into Level 3 | | | — | | | | — | | | | — | | | | — | | | | — | |
Transfers out of Level 3 | | | (6,516,448 | ) | | | (27,999,745 | ) | | | — | | | | — | | | | (34,516,192 | ) |
| | | | | | | | | | | | | | | | | | | | |
Ending balance | | $ | 10,879,037 | | | $ | 38,474,093 | | | $ | 3,287,729 | | | $ | 157,051 | | | $ | 52,797,910 | |
| | | | | | | | | | | | | | | | | | | | |
The change in net unrealized appreciation/(depreciation) relating to the Level 3 investments held at June 30, 2019 was $3,096,041.
The accompanying notes are an integral part of these financial statements.
|
Hartford Healthcare HLS Fund |
Schedule of Investments
June 30, 2019 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 98.7% | |
| | | Biotechnology - 25.1% | |
| 18,967 | | | Aimmune Therapeutics, Inc.* | | $ | 394,893 | |
| 149,909 | | | Alder Biopharmaceuticals, Inc.* | | | 1,764,429 | |
| 122,426 | | | Alkermes plc* | | | 2,759,482 | |
| 24,097 | | | Alnylam Pharmaceuticals, Inc.* | | | 1,748,478 | |
| 30,415 | | | Arena Pharmaceuticals, Inc.* | | | 1,783,231 | |
| 32,920 | | | Assembly Biosciences, Inc.* | | | 444,091 | |
| 27,945 | | | Audentes Therapeutics, Inc.* | | | 1,057,998 | |
| 22,040 | | | Bluebird Bio, Inc.*(1) | | | 2,803,488 | |
| 40,041 | | | Calithera Biosciences, Inc.* | | | 156,160 | |
| 11,725 | | | Clementia Pharmaceuticals, Inc.*(2)(3) | | | 15,829 | |
| 138,737 | | | Coherus Biosciences, Inc.* | | | 3,066,088 | |
| 13,552 | | | Cyclerion Therapeutics, Inc.* | | | 155,170 | |
| 61,033 | | | CytomX Therapeutics, Inc.* | | | 684,790 | |
| 50,956 | | | Forty Seven, Inc.* | | | 540,134 | |
| 64,957 | | | G1 Therapeutics, Inc.* | | | 1,991,582 | |
| 12,005 | | | Galapagos N.V.* | | | 1,550,487 | |
| 10,437 | | | Genmab A/S* | | | 1,919,130 | |
| 36,056 | | | Genus plc | | | 1,214,349 | |
| 38,180 | | | Global Blood Therapeutics, Inc.* | | | 2,008,268 | |
| 78,462 | | | GlycoMimetics, Inc.* | | | 935,267 | |
| 38,856 | | | Heron Therapeutics, Inc.* | | | 722,333 | |
| 18,729 | | | Incyte Corp.* | | | 1,591,216 | |
| 140,928 | | | Ironwood Pharmaceuticals, Inc.* | | | 1,541,752 | |
| 100,473 | | | Karyopharm Therapeutics, Inc.* | | | 601,833 | |
| 77,727 | | | Medicines Co.* | | | 2,834,704 | |
| 136,251 | | | Momenta Pharmaceuticals, Inc.* | | | 1,696,325 | |
| 52,100 | | | Myovant Sciences Ltd.* | | | 471,505 | |
| 30,854 | | | Neon Therapeutics, Inc.* | | | 146,248 | |
| 17,427 | | | ObsEva S.A.* | | | 197,099 | |
| 89,323 | | | PhaseBio Pharmaceuticals, Inc.* | | | 1,171,918 | |
| 79,789 | | | Portola Pharmaceuticals, Inc.* | | | 2,164,676 | |
| 45,751 | | | Ra Pharmaceuticals, Inc.* | | | 1,375,733 | |
| 26,360 | | | Radius Health, Inc.* | | | 642,130 | |
| 345,133 | | | Rigel Pharmaceuticals, Inc.* | | | 900,797 | |
| 46,887 | | | Seattle Genetics, Inc.* | | | 3,245,049 | |
| 129,420 | | | Syndax Pharmaceuticals, Inc.* | | | 1,204,900 | |
| 15,193 | | | Ultragenyx Pharmaceutical, Inc.* | | | 964,755 | |
| 33,527 | | | UroGen Pharma Ltd.*(1) | | | 1,204,960 | |
| 31,338 | | | Vertex Pharmaceuticals, Inc.* | | | 5,746,762 | |
| 44,700 | | | Zai Lab Ltd. ADR* | | | 1,558,689 | |
| 14,954 | | | Zealand Pharma A/S ADR*(1) | | | 322,259 | |
| | | | | | | | |
| | | | | | | 57,298,987 | |
| | | | | | | | |
| | | Health Care Equipment - 23.4% | |
| 151,113 | | | Abbott Laboratories | | | 12,708,603 | |
| 34,520 | | | AtriCure, Inc.* | | | 1,030,077 | |
| 36,327 | | | Baxter International, Inc. | | | 2,975,181 | |
| 196,849 | | | Boston Scientific Corp.* | | | 8,460,570 | |
| 47,674 | | | Danaher Corp. | | | 6,813,568 | |
| 22,866 | | | Edwards Lifesciences Corp.* | | | 4,224,265 | |
| 17,458 | | | Globus Medical, Inc. Class A* | | | 738,474 | |
| 16,265 | | | iRhythm Technologies, Inc.* | | | 1,286,236 | |
| 27,601 | | | Koninklijke Philips N.V. | | | 1,199,979 | |
| 81,074 | | | Medtronic plc | | | 7,895,797 | |
| 35,308 | | | NuVasive, Inc.* | | | 2,066,930 | |
| 67,887 | | | Smith & Nephew plc | | | 1,474,140 | |
| 22,337 | | | Zimmer Biomet Holdings, Inc. | | | 2,629,958 | |
| | | | | | | | |
| | | | | | | 53,503,778 | |
| | | | | | | | |
| | | Health Care Facilities - 4.0% | |
| 57,440 | | | Acadia Healthcare Co., Inc.* | | | 2,007,528 | |
| 40,265 | | | HCA Healthcare, Inc. | | | 5,442,620 | |
| 58,738 | | | NMC Health plc(1) | | | 1,797,131 | |
| | | | | | | | |
| | | | | | | 9,247,279 | |
| | | | | | | | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 98.7% - (continued) | |
| | | Health Care Services - 0.4% | |
| 15,696 | | | Fresenius SE & Co. KGaA | | $ | 852,293 | |
| | | | | | | | |
| | | Health Care Supplies - 0.2% | |
| 3,619 | | | Alcon, Inc.* | | | 223,472 | |
| 13,000 | | | Asahi Intecc Co., Ltd. | | | 321,348 | |
| | | | | | | | |
| | | | | | | 544,820 | |
| | | | | | | | |
| | | Health Care Technology - 1.4% | |
| 59,955 | | | HMS Holdings Corp.* | | | 1,941,943 | |
| 17,457 | | | Teladoc Health, Inc.*(1) | | | 1,159,319 | |
| | | | | | | | |
| | | | | | | 3,101,262 | |
| | | | | | | | |
| | | Life Sciences Tools & Services - 6.9% | |
| 2,800 | | | Adaptive Biotechnologies Corp.* | | | 135,240 | |
| 72,100 | | | Avantor Inc.* | | | 1,376,389 | |
| 8,950 | | | Bio-Techne Corp. | | | 1,865,985 | |
| 142,000 | | | Frontage Holdings Corp.*(4) | | | 56,715 | |
| 8,119 | | | ICON plc* | | | 1,250,082 | |
| 4,272 | | | Tecan Group AG | | | 1,109,467 | |
| 28,821 | | | Thermo Fisher Scientific, Inc. | | | 8,464,151 | |
| 186,452 | | | WuXi AppTec Co., Ltd. Class H(1)(4) | | | 1,634,979 | |
| | | | | | | | |
| | | | | | | 15,893,008 | |
| | | | | | | | |
| | | Managed Health Care - 11.9% | |
| 32,584 | | | Anthem, Inc. | | | 9,195,530 | |
| 11,703 | | | Humana, Inc. | | | 3,104,806 | |
| 7,922 | | | Molina Healthcare, Inc.* | | | 1,133,955 | |
| 42,179 | | | UnitedHealth Group, Inc. | | | 10,292,098 | |
| 12,011 | | | WellCare Health Plans, Inc.* | | | 3,423,976 | |
| | | | | | | | |
| | | | | | | 27,150,365 | |
| | | | | | | | |
| | | Pharmaceuticals - 25.4% | |
| 37,258 | | | Allergan plc | | | 6,238,107 | |
| 72,679 | | | Amneal Pharmaceuticals, Inc.* | | | 521,108 | |
| 142,316 | | | AstraZeneca plc ADR | | | 5,874,805 | |
| 147,300 | | | Bristol-Myers Squibb Co. | | | 6,680,055 | |
| 17,275 | | | Chugai Pharmaceutical Co., Ltd. | | | 1,131,388 | |
| 33,105 | | | Daiichi Sankyo Co., Ltd. | | | 1,736,209 | |
| 37,593 | | | Dermira, Inc.* | | | 359,389 | |
| 44,404 | | | Eisai Co., Ltd. | | | 2,516,651 | |
| 29,315 | | | Elanco Animal Health, Inc.* | | | 990,847 | |
| 50,584 | | | Eli Lilly & Co. | | | 5,604,201 | |
| 9,402 | | | Hikma Pharmaceuticals plc | | | 205,762 | |
| 18,850 | | | Hutchison China MediTech Ltd. ADR* | | | 414,700 | |
| 13,049 | | | Kala Pharmaceuticals, Inc.* | | | 83,253 | |
| 27,825 | | | Laboratorios Farmaceuticos Rovi S.A. | | | 635,960 | |
| 168,046 | | | MediWound Ltd.* | | | 567,996 | |
| 95,798 | | | Mylan N.V.* | | | 1,823,994 | |
| 29,383 | | | MyoKardia, Inc.* | | | 1,473,264 | |
| 17,317 | | | Novartis AG | | | 1,580,899 | |
| 50,905 | | | Odonate Therapeutics, Inc.* | | | 1,867,704 | |
| 54,096 | | | Ono Pharmaceutical Co., Ltd. | | | 972,634 | |
| 263,525 | | | Pfizer, Inc. | | | 11,415,903 | |
| 51,197 | | | Revance Therapeutics, Inc.* | | | 664,025 | |
| 14,284 | | | Takeda Pharmaceutical Co., Ltd. | | | 508,122 | |
| 67,278 | | | Teva Pharmaceutical Industries Ltd. ADR* | | | 620,976 | |
| 27,190 | | | Tricida, Inc.* | | | 1,072,917 | |
| 21,338 | | | UCB S.A. | | | 1,770,831 | |
| 29,448 | | | WaVe Life Sciences Ltd.*(1) | | | 768,298 | |
| | | | | | | | |
| | | | | | | 58,099,998 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks (cost $193,833,757) | | $ | 225,691,790 | |
| | | | | | | | |
|
SHORT-TERM INVESTMENTS - 4.5% | |
| | | Other Investment Pools & Funds - 2.6% | |
| 5,976,320 | | | Fidelity Institutional Government Fund, Institutional Class, 2.27%(5) | | $ | 5,976,320 | |
| | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Healthcare HLS Fund |
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
SHORT-TERM INVESTMENTS - 4.5% - (continued) | |
| | | Securities Lending Collateral - 1.9% | |
| 219,225 | | | Citibank NA DDCA, 2.36%, 7/1/2019(5) | | $ | 219,225 | |
| 1,989,999 | | | Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.28%(5) | | | 1,989,999 | |
| 277,351 | | | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.28%(5) | | | 277,351 | |
| 843,289 | | | Invesco Government & Agency Portfolio, Institutional Class, 2.25%(5) | | | 843,289 | |
| 982,931 | | | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.29%(5) | | | 982,931 | |
| 71,712 | | | Western Asset Institutional Government Reserves Fund, Institutional Class, 2.21%(5) | | | 71,712 | |
| | | | | | | | |
| | | | | | | 4,384,507 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments (cost $10,360,827) | | $ | 10,360,827 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | |
| | | | Total Investments (cost $204,194,584) | | | 103.2 | % | | $ | 236,052,617 | |
| | | | Other Assets and Liabilities | | | (3.2 | )% | | | (7,409,053 | ) |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 228,643,564 | |
| | | | | | | | | | | | |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
| Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. |
| Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. |
| For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
| See “Glossary” for abbreviation descriptions. |
(1) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(2) | This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At June 30, 2019, the aggregate fair value of this security was $15,829, which represented 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors. |
(3) | Investment valued using significant unobservable inputs. |
(4) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At June 30, 2019, the aggregate value of these securities was $1,691,694, representing 0.7% of net assets. |
(5) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2019 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Biotechnology | | $ | 57,298,987 | | | $ | 54,518,322 | | | $ | 2,764,836 | | | $ | 15,829 | |
Health Care Equipment | | | 53,503,778 | | | | 50,829,659 | | | | 2,674,119 | | | | — | |
Health Care Facilities | | | 9,247,279 | | | | 7,450,148 | | | | 1,797,131 | | | | — | |
Health Care Services | | | 852,293 | | | | — | | | | 852,293 | | | | — | |
Health Care Supplies | | | 544,820 | | | | 223,472 | | | | 321,348 | | | | — | |
Health Care Technology | | | 3,101,262 | | | | 3,101,262 | | | | — | | | | — | |
Life Sciences Tools & Services | | | 15,893,008 | | | | 14,783,541 | | | | 1,109,467 | | | | — | |
Managed Health Care | | | 27,150,365 | | | | 27,150,365 | | | | — | | | | — | |
Pharmaceuticals | | | 58,099,998 | | | | 47,677,502 | | | | 10,422,496 | | | | — | |
Short-Term Investments | | | 10,360,827 | | | | 10,360,827 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 236,052,617 | | | $ | 216,095,098 | | | $ | 19,941,690 | | | $ | 15,829 | |
| | | | | | | | | | | | | | | | |
(1) | For thesix-month period ended June 30, 2019, 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, 2019 is not presented.
The accompanying notes are an integral part of these financial statements.
|
Hartford High Yield HLS Fund |
Schedule of Investments
June 30, 2019 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 0.9% | |
| | | Consumer Services - 0.3% | |
| | | 58,800 | | | Caesars Entertainment Corp.* | | $ | 695,016 | |
| | | | | | | | | | |
| | | Diversified Financials - 0.3% | |
| | | 21,000 | | | OneMain Holdings, Inc. | | | 710,010 | |
| | | | | | | | | | |
| | | Energy - 0.3% | |
| | | 206,275,142 | | | KCA Deutag*(1)(2)(3) | | | 817,675 | |
| | | | | | | | | | |
| | |
| | | Total Common Stocks (cost $4,329,363) | | $ | 2,222,701 | |
| | | | | | | |
|
CORPORATE BONDS - 90.4% | |
| | | Advertising - 0.3% | |
$ | | | 760,000 | | | Lamar Media Corp. 5.75%, 02/01/2026 | | $ | 798,950 | |
| | | | | | | | | | |
| | | Aerospace/Defense - 1.4% | |
| | | DAE Funding LLC | |
| | | 370,000 | | | 4.50%, 08/01/2022(4) | | | 375,550 | |
| | | 760,000 | | | 5.00%, 08/01/2024(4) | | | 791,350 | |
| | | 2,205,000 | | | TransDigm, Inc. 6.25%, 03/15/2026(4) | | | 2,320,762 | |
| | | | | | | | | | |
| | | 3,487,662 | |
| | | | |
| | | Airlines - 0.3% | |
| | | 680,000 | | | Bombardier, Inc. 7.88%, 04/15/2027(4) | | | 680,850 | |
| | | | | | | | | | |
| | | Auto Parts & Equipment - 0.6% | |
EUR | | | 950,000 | | | Adient Global Holdings Ltd. 3.50%, 08/15/2024(5) | | | 896,603 | |
$ | | | 200,000 | | | Adient U.S. LLC 7.00%, 05/15/2026(4) | | | 205,500 | |
| | | 385,000 | | | Panther BF Aggregator 2 L.P. / Panther Finance Co., Inc. 8.50%, 05/15/2027(4) | | | 396,550 | |
| | | | | | | | | | |
| | | 1,498,653 | |
| | | | |
| | | Chemicals - 0.9% | |
| | | CF Industries, Inc. | |
| | | 140,000 | | | 4.95%, 06/01/2043 | | | 125,300 | |
| | | 767,000 | | | 5.15%, 03/15/2034 | | | 749,742 | |
| | | 220,000 | | | 5.38%, 03/15/2044 | | | 206,316 | |
| | | Chemours Co. | |
| | | 970,000 | | | 6.63%, 05/15/2023 | | | 1,003,339 | |
| | | 305,000 | | | 7.00%, 05/15/2025 | | | 318,725 | |
| | | | | | | | | | |
| | | 2,403,422 | |
| | | | |
| | | Coal - 0.4% | |
| | | 1,365,000 | | | Cloud Peak Energy Resources LLC / Cloud Peak Energy Finance Corp. 12.00%, 11/01/2021(6) | | | 177,450 | |
| | | 1,520,000 | | | Foresight Energy LLC / Foresight Energy Finance Corp. 11.50%, 04/01/2023(4) | | | 851,200 | |
| | | | | | | | | | |
| | | 1,028,650 | |
| | | | |
| | | Commercial Banks - 2.9% | |
EUR | | | 400,000 | | | Banco Bilbao Vizcaya Argentaria S.A. 5 year EUR Swap + 9.177%, 8.88%, 04/14/2021(5)(7)(8) | | | 506,578 | |
| | | 1,400,000 | | | Banco de Sabadell S.A. 5 year EUR Swap + 6.414%, 6.50%, 05/18/2022(5)(7)(8) | | | 1,586,897 | |
$ | | | 1,080,000 | | | BNP Paribas S.A. 5 year USD Swap + 6.314%, 7.63%, 03/30/2021(4)(7)(8) | | | 1,143,450 | |
| | | 690,000 | | | Credit Agricole S.A. 5 year USD Swap + 4.898%, 7.88%, 01/23/2024(4)(7)(8) | | | 759,635 | |
| | | 2,135,000 | | | Credit Suisse Group AG 5 year USD Swap + 3.455%, 6.25%, 12/18/2024(5)(7)(8) | | | 2,223,069 | |
| | | 1,580,000 | | | Freedom Mortgage Corp. 8.13%, 11/15/2024(4) | | | 1,343,000 | |
| | | | | | | | | | |
| | | 7,562,629 | |
| | | | |
| | | | | Commercial Services - 3.7% | |
| | | 324,000 | | | ACE Cash Express, Inc. 12.00%, 12/15/2022(4) | | | 288,360 | |
| | | | | | APX Group, Inc. | |
| | | 995,000 | | | 7.63%, 09/01/2023 | | | 800,975 | |
| | | 860,000 | | | 7.88%, 12/01/2022 | | | 824,525 | |
| | | 985,000 | | | Avis Budget Car Rental LLC / Avis Budget Finance, Inc. 5.50%, 04/01/2023 | | | 1,005,931 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 90.4% - (continued) | |
| | | | | Commercial Services - 3.7% - (continued) | |
$ | | | 1,344,000 | | | Brand Industrial Services, Inc. 8.50%, 07/15/2025(4) | | $ | 1,218,000 | |
| | | 520,000 | | | Garda World Security Corp. 8.75%, 05/15/2025(4) | | | 513,500 | |
| | | 1,240,000 | | | Herc Holdings, Inc. 5.50%, 07/15/2027(4) | | | 1,247,750 | |
| | | | | | Herc Rentals, Inc. | |
| | | 665,000 | | | 7.50%, 06/01/2022(4) | | | 690,603 | |
| | | 1,184,000 | | | 7.75%, 06/01/2024(4) | | | 1,254,093 | |
| | | | | | Service Corp. International | |
| | | 385,000 | | | 4.63%, 12/15/2027 | | | 393,181 | |
| | | 270,000 | | | 5.13%, 06/01/2029 | | | 284,175 | |
| | | | | | United Rentals North America, Inc. | |
| | | 440,000 | | | 4.63%, 10/15/2025 | | | 447,150 | |
| | | 555,000 | | | 5.88%, 09/15/2026 | | | 591,075 | |
| | | | | | | | | | |
| | | | | | | | | 9,559,318 | |
| | | | | | | | | | |
| | | | | Construction Materials - 0.9% | |
| | | 615,000 | | | Norbord, Inc. 5.75%, 07/15/2027(4) | | | 618,844 | |
| | | 1,605,000 | | | Standard Industries, Inc. 5.38%, 11/15/2024(4) | | | 1,661,175 | |
| | | | | | | | | | |
| | | | | | | | | 2,280,019 | |
| | | | | | | | | | |
| | | | | Distribution/Wholesale - 0.2% | |
| | | 465,000 | | | IAA, Inc. 5.50%, 06/15/2027(4) | | | 483,600 | |
| | | | | | | | | | |
| | | | | Diversified Financial Services - 4.7% | |
| | | 1,145,000 | | | Ally Financial, Inc. 3.88%, 05/21/2024 | | | 1,172,194 | |
| | | 655,000 | | | Credit Acceptance Corp. 6.63%, 03/15/2026(4) | | | 688,569 | |
| | | 620,000 | | | Fly Leasing Ltd. 5.25%, 10/15/2024 | | | 632,400 | |
| | | 1,370,000 | | | goeasy Ltd. 7.88%, 11/01/2022(4) | | | 1,435,075 | |
| | | | | | Navient Corp. | |
| | | 365,000 | | | 5.63%, 08/01/2033 | | | 303,862 | |
| | | 1,316,000 | | | 5.88%, 10/25/2024 | | | 1,330,805 | |
| | | 240,000 | | | 6.13%, 03/25/2024 | | | 246,000 | |
| | | 815,000 | | | 6.50%, 06/15/2022 | | | 865,726 | |
| | | 197,000 | | | 7.25%, 09/25/2023 | | | 210,297 | |
| | | | | | Springleaf Finance Corp. | |
| | | 445,000 | | | 6.13%, 03/15/2024 | | | 478,375 | |
| | | 410,000 | | | 6.88%, 03/15/2025 | | | 448,942 | |
| | | 140,000 | | | 7.13%, 03/15/2026 | | | 153,388 | |
| | | 675,000 | | | 7.75%, 10/01/2021 | | | 738,281 | |
| | | 1,730,000 | | | 8.25%, 12/15/2020 | | | 1,857,587 | |
| | | 720,000 | | | Tempo Acquisition LLC / Tempo Acquisition Finance Corp. 6.75%, 06/01/2025(4) | | | 741,600 | |
| | | 685,000 | | | Vantiv LLC / Vantiv Issuer Corp. 4.38%, 11/15/2025(4) | | | 711,544 | |
| | | | | | | | | | |
| | | | | | | | | 12,014,645 | |
| | | | | | | | | | |
| | | Electric - 1.1% | |
| | | 2,220,000 | | | AES Corp. 5.13%, 09/01/2027 | | | 2,342,100 | |
| | | 415,000 | | | NextEra Energy Operating Partners L.P. 4.25%, 07/15/2024(4) | | | 417,602 | |
| | | | | | | | | | |
| | | 2,759,702 | |
| | | | |
| | | Entertainment - 2.9% | |
| | | 1,150,000 | | | Caesars Resort Collection LLC / CRC Finco, Inc. 5.25%, 10/15/2025(4) | | | 1,153,594 | |
| | | Eldorado Resorts, Inc. | |
| | | 1,350,000 | | | 6.00%, 04/01/2025 | | | 1,419,187 | |
| | | 195,000 | | | 6.00%, 09/15/2026 | | | 213,038 | |
| | | 650,000 | | | Golden Entertainment, Inc. 7.63%, 04/15/2026(4) | | | 664,625 | |
| | | 1,655,000 | | | Jacobs Entertainment, Inc. 7.88%, 02/01/2024(4) | | | 1,766,712 | |
| | | 1,880,000 | | | Penn National Gaming, Inc. 5.63%, 01/15/2027(4) | | | 1,856,500 | |
| | | 325,000 | | | WMG Acquisition Corp. 5.00%, 08/01/2023(4) | | | 331,500 | |
| | | | | | | | | | |
| | | 7,405,156 | |
| | | | |
| | | Environmental Control - 1.7% | |
| | | Clean Harbors, Inc. | |
| | | 984,000 | | | 4.88%, 07/15/2027(4) | | | 1,000,088 | |
| | | 442,000 | | | 5.13%, 07/15/2029(4) | | | 450,840 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford High Yield HLS Fund |
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 90.4% - (continued) | |
| | | Environmental Control - 1.7% - (continued) | |
$ | | | 745,000 | | | Stericycle, Inc. 5.38%, 07/15/2024(4) | | $ | 777,683 | |
| | | 2,107,000 | | | Tervita Escrow Corp. 7.63%, 12/01/2021(4) | | | 2,143,262 | |
| | | | | | | | | | |
| | | 4,371,873 | |
| | | | |
| | | Food - 2.1% | |
| | | Post Holdings, Inc. | |
| | | 1,705,000 | | | 5.00%, 08/15/2026(4) | | | 1,728,444 | |
| | | 1,151,000 | | | 5.63%, 01/15/2028(4) | | | 1,182,652 | |
| | | 660,000 | | | 5.75%, 03/01/2027(4) | | | 681,450 | |
| | | 1,665,000 | | | TreeHouse Foods, Inc. 4.88%, 03/15/2022 | | | 1,675,406 | |
| | | | | | | | | | |
| | | 5,267,952 | |
| | | | |
| | | Gas - 0.8% | |
| | | AmeriGas Partners L.P. / AmeriGas Finance Corp. | |
| | | 307,000 | | | 5.50%, 05/20/2025 | | | 323,118 | |
| | | 364,000 | | | 5.75%, 05/20/2027 | | | 382,200 | |
| | | 1,219,000 | | | 5.88%, 08/20/2026 | | | 1,292,140 | |
| | | | | | | | | | |
| | | 1,997,458 | |
| | | | |
| | | Healthcare - Products - 1.6% | |
| | | 2,380,000 | | | Avantor, Inc. 6.00%, 10/01/2024(4) | | | 2,532,320 | |
| | | 1,435,000 | | | Sotera Health Holdings LLC 6.50%, 05/15/2023(4) | | | 1,452,937 | |
| | | | | | | | | | |
| | | 3,985,257 | |
| | | | |
| | | Healthcare - Services - 3.7% | |
| | | 195,000 | | | Catalent Pharma Solutions, Inc. 5.00%, 07/15/2027(4) | | | 198,413 | |
| | | 700,000 | | | CHS/Community Health Systems, Inc. 8.13%, 06/30/2024(4) | | | 523,250 | |
| | | 1,835,000 | | | HCA Healthcare, Inc. 6.25%, 02/15/2021 | | | 1,922,162 | |
| | | HCA, Inc. | |
| | | 670,000 | | | 5.25%, 06/15/2026 | | | 741,830 | |
| | | 1,085,000 | | | 5.38%, 02/01/2025 | | | 1,171,122 | |
| | | 1,430,000 | | | 5.38%, 09/01/2026 | | | 1,540,825 | |
| | | 130,000 | | | 5.63%, 09/01/2028 | | | 140,725 | |
| | | 105,000 | | | 5.88%, 02/01/2029 | | | 115,106 | |
| | | 1,124,000 | | | 7.50%, 11/15/2095 | | | 1,185,820 | |
| | | 2,055,000 | | | West Street Merger Sub, Inc. 6.38%, 09/01/2025(4) | | | 1,900,875 | |
| | | | | | | | | | |
| | | 9,440,128 | |
| | | | |
| | | Home Builders - 2.2% | |
| | | 370,000 | | | Beazer Homes USA, Inc. 5.88%, 10/15/2027 | | | 320,864 | |
| | | 1,310,000 | | | KB Home 8.00%, 03/15/2020 | | | 1,352,837 | |
| | | M/I Homes, Inc. | |
| | | 150,000 | | | 5.63%, 08/01/2025 | | | 152,250 | |
| | | 2,115,000 | | | 6.75%, 01/15/2021 | | | 2,149,369 | |
| | | 1,690,000 | | | Taylor Morrison Communities, Inc. 6.63%, 05/15/2022 | | | 1,747,037 | |
| | | | | | | | | | |
| | | 5,722,357 | |
| | | | |
| | | Household Products - 0.6% | |
| | | 2,400,000 | | | Revlon Consumer Products Corp. 6.25%, 08/01/2024 | | | 1,644,000 | |
| | | | | | | | | | |
| | | Household Products/Wares - 0.5% | |
EUR | | | 1,320,000 | | | Diamond (BC) B.V. 5.63%, 08/15/2025(5) | | | 1,245,807 | |
| | | | | | | | | | |
| | | Insurance - 1.3% | |
$ | | | 1,450,000 | | | Acrisure LLC / Acrisure Finance, Inc. 8.13%, 02/15/2024(4) | | | 1,497,125 | |
| | | 410,000 | | | CNO Financial Group, Inc. 5.25%, 05/30/2029 | | | 443,825 | |
| | | Genworth Holdings, Inc. | |
| | | 110,000 | | | 4.80%, 02/15/2024 | | | 93,500 | |
| | | 770,000 | | | 4.90%, 08/15/2023 | | | 662,200 | |
| | | 440,000 | | | 7.20%, 02/15/2021 | | | 431,200 | |
| | | 245,000 | | | 7.63%, 09/24/2021 | | | 240,100 | |
| | | 35,000 | | | 7.70%, 06/15/2020 | | | 35,087 | |
| | | | | | | | | | |
| | | 3,403,037 | |
| | | | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 90.4% - (continued) | |
| | | Iron/Steel - 0.5% | |
| | | Steel Dynamics, Inc. | |
$ | | | 230,000 | | | 4.13%, 09/15/2025 | | $ | 228,850 | |
| | | 1,130,000 | | | 5.50%, 10/01/2024 | | | 1,170,963 | |
| | | | | | | | | | |
| | | 1,399,813 | |
| | | | |
| | | Lodging - 4.4% | |
| | | Boyd Gaming Corp. | |
| | | 790,000 | | | 6.00%, 08/15/2026 | | | 830,488 | |
| | | 920,000 | | | 6.38%, 04/01/2026 | | | 973,250 | |
| | | 1,935,000 | | | FelCor Lodging L.P. 6.00%, 06/01/2025 | | | 2,039,006 | |
| | | 1,587,000 | | | Hilton Domestic Operating Co., Inc. 4.25%, 09/01/2024 | | | 1,610,805 | |
| | | 1,630,000 | | | Jack Ohio Finance LLC / Jack Ohio Finance Corp. 6.75%, 11/15/2021(4) | | | 1,674,336 | |
| | | 615,000 | | | MGM Resorts International 5.50%, 04/15/2027 | | | 644,981 | |
| | | 660,000 | | | Station Casinos LLC 5.00%, 10/01/2025(4) | | | 661,650 | |
| | | 1,585,000 | | | Sugarhouse HSP Gaming Prop Mezz L.P. / Sugarhouse HSP Gaming Finance Corp. 5.88%, 05/15/2025(4) | | | 1,561,225 | |
| | | 1,280,000 | | | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp. 5.50%, 03/01/2025(4) | | | 1,321,984 | |
| | | | | | | | | | |
| | | 11,317,725 | |
| | | | |
| | | Machinery - Diversified - 0.5% | |
| | | 1,165,000 | | | Cloud Crane LLC 10.13%, 08/01/2024(4) | | | 1,252,375 | |
| | | | | | | | | | |
| | | Media - 11.7% | |
| | | Altice France S.A. | |
| | | 2,370,000 | | | 7.38%, 05/01/2026(4) | | | 2,429,250 | |
| | | 1,040,000 | | | 8.13%, 02/01/2027(4) | | | 1,092,000 | |
| | | Altice Luxembourg S.A. | |
| | | 1,000,000 | | | 7.63%, 02/15/2025(4) | | | 940,625 | |
EUR | | | 645,000 | | | 8.00%, 05/15/2027(5) | | | 745,783 | |
| | | CCO Holdings LLC / CCO Holdings Capital Corp. | |
$ | | | 120,000 | | | 5.13%, 02/15/2023 | | | 121,896 | |
| | | 245,000 | | | 5.13%, 05/01/2023(4) | | | 250,130 | |
| | | 95,000 | | | 5.25%, 09/30/2022 | | | 96,435 | |
| | | 545,000 | | | 5.75%, 09/01/2023 | | | 557,088 | |
| | | 105,000 | | | 5.75%, 01/15/2024 | | | 107,349 | |
| | | 3,000,000 | | | 5.75%, 02/15/2026(4) | | | 3,146,250 | |
| | | CSC Holdings LLC | |
| | | 1,775,000 | | | 5.13%, 12/15/2021(4) | | | 1,775,000 | |
| | | 1,195,000 | | | 5.25%, 06/01/2024 | | | 1,241,306 | |
| | | 585,000 | | | 5.50%, 04/15/2027(4) | | | 614,250 | |
| | | 1,490,000 | | | 6.50%, 02/01/2029(4) | | | 1,625,962 | |
| | | DISH DBS Corp. | |
| | | 285,000 | | | 5.00%, 03/15/2023 | | | 275,381 | |
| | | 595,000 | | | 5.88%, 07/15/2022 | | | 603,925 | |
| | | 435,000 | | | 5.88%, 11/15/2024 | | | 411,619 | |
| | | 945,000 | | | 6.75%, 06/01/2021 | | | 991,069 | |
| | | 556,000 | | | 7.88%, 09/01/2019 | | | 558,085 | |
| | | Gray Television, Inc. | |
| | | 1,255,000 | | | 5.13%, 10/15/2024(4) | | | 1,278,531 | |
| | | 380,000 | | | 5.88%, 07/15/2026(4) | | | 394,250 | |
| | | 273,000 | | | Liberty Interactive LLC 8.25%, 02/01/2030 | | | 272,318 | |
| | | Sinclair Television Group, Inc. | |
| | | 520,000 | | | 5.13%, 02/15/2027(4) | | | 509,600 | |
| | | 270,000 | | | 5.63%, 08/01/2024(4) | | | 276,075 | |
| | | 1,055,000 | | | 5.88%, 03/15/2026(4) | | | 1,078,421 | |
| | | Sirius XM Radio, Inc. | |
| | | 520,000 | | | 4.63%, 07/15/2024(4) | | | 532,106 | |
| | | 1,120,000 | | | 5.50%, 07/01/2029(4) | | | 1,148,224 | |
| | | TEGNA, Inc. | |
| | | 1,515,000 | | | 4.88%, 09/15/2021(4) | | | 1,518,787 | |
| | | 1,528,000 | | | 5.13%, 10/15/2019 | | | 1,529,910 | |
| | | 1,565,000 | | | Tribune Media Co. 5.88%, 07/15/2022 | | | 1,592,231 | |
| | | 817,000 | | | WMG Acquisition Corp. 5.50%, 04/15/2026(4) | | | 843,471 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford High Yield HLS Fund |
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 90.4% - (continued) | |
| | | Media - 11.7% - (continued) | |
$ | | | 1,328,000 | | | Ziggo B.V. 5.50%, 01/15/2027(4) | | $ | 1,350,855 | |
| | | | | | | | | | |
| | | 29,908,182 | |
| | | | |
| | | Metal Fabricate/Hardware - 0.7% | |
| | | Novelis Corp. | |
| | | 605,000 | | | 5.88%, 09/30/2026(4) | | | 612,562 | |
| | | 1,115,000 | | | 6.25%, 08/15/2024(4) | | | 1,169,033 | |
| | | | | | | | | | |
| | | 1,781,595 | |
| | | | |
| | | Mining - 0.2% | |
| | | 520,000 | | | Constellium N.V. 5.88%, 02/15/2026(4) | | | 534,300 | |
| | | | | | | | | | |
| | | Miscellaneous Manufacturing - 0.7% | |
| | | 1,785,000 | | | Bombardier, Inc. 6.13%, 01/15/2023(4) | | | 1,809,544 | |
| | | | | | | | | | |
| | | Office/Business Equipment - 1.1% | |
| | | Pitney Bowes, Inc. | |
| | | 280,000 | | | 4.63%, 03/15/2024 | | | 252,700 | |
| | | 880,000 | | | 4.70%, 04/01/2023 | | | 829,400 | |
| | | 1,600,000 | | | Xerox Corp. 4.13%, 03/15/2023 | | | 1,628,656 | |
| | | | | | | | | | |
| | | 2,710,756 | |
| | | | |
| | | Oil & Gas - 8.8% | |
| | | 2,260,000 | | | Blue Racer Midstream LLC / Blue Racer Finance Corp. 6.13%, 11/15/2022(4) | | | 2,291,075 | |
| | | 875,000 | | | California Resources Corp. 8.00%, 12/15/2022(4) | | | 659,531 | |
| | | 725,000 | | | Centennial Resource Production LLC 5.38%, 01/15/2026(4) | | | 688,750 | |
| | | Chesapeake Energy Corp. | |
| | | 1,435,000 | | | 7.00%, 10/01/2024 | | | 1,287,913 | |
| | | 915,000 | | | 7.50%, 10/01/2026 | | | 814,350 | |
| | | 1,000,000 | | | 8.00%, 06/15/2027 | | | 881,250 | |
| | | 1,430,000 | | | Energen Corp. 4.63%, 09/01/2021 | | | 1,444,300 | |
| | | 220,000 | | | EP Energy LLC / Everest Acquisition Finance, Inc. 7.75%, 05/15/2026(4) | | | 196,350 | |
| | | 1,355,000 | | | Jagged Peak Energy LLC 5.88%, 05/01/2026 | | | 1,334,675 | |
| | | 1,120,000 | | | Matador Resources Co. 5.88%, 09/15/2026 | | | 1,131,200 | |
| | | MEG Energy Corp. | |
| | | 220,000 | | | 6.38%, 01/30/2023(4) | | | 209,550 | |
| | | 1,090,000 | | | 6.50%, 01/15/2025(4) | | | 1,095,450 | |
| | | 685,000 | | | 7.00%, 03/31/2024(4) | | | 650,750 | |
| | | QEP Resources, Inc. | |
| | | 1,895,000 | | | 5.25%, 05/01/2023 | | | 1,823,937 | |
| | | 205,000 | | | 5.38%, 10/01/2022 | | | 199,363 | |
| | | 150,000 | | | 5.63%, 03/01/2026 | | | 141,000 | |
| | | 245,000 | | | 6.80%, 03/01/2020 | | | 246,531 | |
| | | SM Energy Co. | |
| | | 1,680,000 | | | 5.00%, 01/15/2024 | | | 1,541,400 | |
| | | 275,000 | | | 5.63%, 06/01/2025 | | | 250,250 | |
| | | 240,000 | | | 6.13%, 11/15/2022 | | | 238,200 | |
| | | 420,000 | | | 6.63%, 01/15/2027 | | | 388,500 | |
| | | 1,110,000 | | | Sunoco L.P. / Sunoco Finance Corp. 6.00%, 04/15/2027(4) | | | 1,165,500 | |
| | | 1,975,000 | | | Vine Oil & Gas L.P. / Vine Oil & Gas Finance Corp. 8.75%, 04/15/2023(4) | | | 1,283,750 | |
| | | WPX Energy, Inc. | |
| | | 1,470,000 | | | 5.25%, 09/15/2024 | | | 1,508,587 | |
| | | 270,000 | | | 5.75%, 06/01/2026 | | | 280,463 | |
| | | 384,000 | | | 6.00%, 01/15/2022 | | | 400,320 | |
| | | 295,000 | | | 8.25%, 08/01/2023 | | | 336,300 | |
| | | | | | | | | | |
| | | 22,489,245 | |
| | | | |
| | | Packaging & Containers - 4.1% | |
| | | 1,700,000 | | | ARD Finance S.A. (PIK 7.88%) 7.13%, 09/15/2023(9) | | | 1,738,250 | |
| | | Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc. | |
| | | 340,000 | | | 6.00%, 02/15/2025(4) | | | 352,325 | |
| | | 305,000 | | | 7.25%, 05/15/2024(4) | | | 321,394 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 90.4% - (continued) | |
| | | Packaging & Containers - 4.1% - (continued) | |
$ | | | 1,265,000 | | | Berry Global, Inc. 6.00%, 10/15/2022 | | $ | 1,290,300 | |
| | | 1,015,000 | | | Crown Americas LLC / Crown Americas Capital Corp. 4.75%, 02/01/2026 | | | 1,042,912 | |
| | | Flex Acquisition Co., Inc. | |
| | | 1,875,000 | | | 6.88%, 01/15/2025(4) | | | 1,696,875 | |
| | | 575,000 | | | 7.88%, 07/15/2026(4) | | | 530,438 | |
| | | 535,000 | | | OI European Group B.V. 4.00%, 03/15/2023(4) | | | 537,675 | |
| | | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu | | | | |
| | | 2,070,000 | | | 5.13%, 07/15/2023(4) | | | 2,108,812 | |
| | | 805,000 | | | 7.00%, 07/15/2024(4) | | | 832,386 | |
| | | | | | | | | | |
| | | 10,451,367 | |
| | | | |
| | | | | Pharmaceuticals - 2.3% | |
| | | | | | Bausch Health Cos., Inc. | |
| | | 690,000 | | | 5.50%, 03/01/2023(4) | | | 695,520 | |
| | | 1,593,000 | | | 5.88%, 05/15/2023(4) | | | 1,611,511 | |
| | | 700,000 | | | 6.13%, 04/15/2025(4) | | | 714,854 | |
| | | 280,000 | | | Catalent Pharma Solutions, Inc. 4.88%, 01/15/2026(4) | | | 283,850 | |
| | | 1,000,000 | | | Endo Dac / Endo Finance LLC / Endo Finco, Inc. 6.00%, 02/01/2025(4) | | | 670,000 | |
| | | 910,000 | | | Teva Pharmaceutical Finance LLC 2.25%, 03/18/2020 | | | 902,037 | |
| | | | | | Teva Pharmaceutical Finance Netherlands B.V. | |
| | | 620,000 | | | 3.15%, 10/01/2026 | | | 480,500 | |
| | | 640,000 | | | 6.75%, 03/01/2028 | | | 588,400 | |
| | | | | | | | | | |
| | | | | | | | | 5,946,672 | |
| | | | | | | | | | |
| | | | | Pipelines - 3.4% | |
| | | 1,080,000 | | | Cheniere Corpus Christi Holdings LLC 5.13%, 06/30/2027 | | | 1,173,150 | |
| | | 1,660,000 | | | DCP Midstream Operating L.P. 5.38%, 07/15/2025 | | | 1,749,225 | |
| | | | | | Energy Transfer Operating L.P. | |
| | | 230,000 | | | 4.25%, 03/15/2023 | | | 240,101 | |
| | | 1,773,000 | | | 7.50%, 10/15/2020 | | | 1,880,638 | |
| | | 950,000 | | | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp. 4.75%, 10/01/2023(4) | | | 963,082 | |
| | | 2,570,000 | | | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp. 6.50%, 07/15/2027(4) | | | 2,804,512 | |
| | | | | | | | | | |
| | | | | | | | | 8,810,708 | |
| | | | | | | | | | |
| | | | | Retail - 3.5% | |
| | | 2,885,000 | | | 1011778 BC ULC / New Red Finance, Inc. 5.00%, 10/15/2025(4) | | | 2,907,503 | |
| | | 895,000 | | | Beacon Roofing Supply, Inc. 4.88%, 11/01/2025(4) | | | 886,050 | |
| | | | | | KFC Holding Co. / Pizza Hut Holdings LLC / Taco Bell of America LLC | | | | |
| | | 320,000 | | | 4.75%, 06/01/2027(4) | | | 328,000 | |
| | | 536,000 | | | 5.25%, 06/01/2026(4) | | | 562,125 | |
| | | | | | L Brands, Inc. | |
| | | 1,170,000 | | | 5.25%, 02/01/2028 | | | 1,072,012 | |
| | | 185,000 | | | 6.75%, 07/01/2036 | | | 159,100 | |
| | | 85,000 | | | 6.88%, 11/01/2035 | | | 75,596 | |
| | | 965,000 | | | PetSmart, Inc. 5.88%, 06/01/2025(4) | | | 936,050 | |
| | | 2,140,000 | | | United Rentals North America, Inc. 4.88%, 01/15/2028 | | | 2,182,800 | |
| | | | | | | | | | |
| | | | | | | | | 9,109,236 | |
| | | | | | | | | | |
| | | | | Semiconductors - 2.7% | |
| | | 1,120,000 | | | Entegris, Inc. 4.63%, 02/10/2026(4) | | | 1,128,400 | |
| | | | | | Micron Technology, Inc. | |
| | | 185,000 | | | 4.64%, 02/06/2024 | | | 192,911 | |
| | | 910,000 | | | 4.98%, 02/06/2026 | | | 956,379 | |
| | | 955,000 | | | 5.50%, 02/01/2025 | | | 982,456 | |
| | | 1,400,000 | | | Qorvo, Inc. 5.50%, 07/15/2026 | | | 1,481,620 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford High Yield HLS Fund |
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 90.4% - (continued) | |
| | | | | Semiconductors - 2.7% - (continued) | |
| | | | | | Sensata Technologies B.V. | |
$ | | | 1,221,000 | | | 5.00%, 10/01/2025(4) | | $ | 1,272,893 | |
| | | 900,000 | | | 5.63%, 11/01/2024(4) | | | 969,750 | |
| | | | | | | | | | |
| | | | | | | | | 6,984,409 | |
| | | | | | | | | | |
| | | Software - 3.5% | |
| | | 595,000 | | | CDK Global, Inc. 5.25%, 05/15/2029(4) | | | 616,569 | |
| | | 980,000 | | | Change Healthcare Holdings LLC / Change Healthcare Finance, Inc. 5.75%, 03/01/2025(4) | | | 994,700 | |
| | | First Data Corp. | |
| | | 1,425,000 | | | 5.38%, 08/15/2023(4) | | | 1,450,650 | |
| | | 991,000 | | | 5.75%, 01/15/2024(4) | | | 1,018,872 | |
| | | 2,075,000 | | | Infor U.S., Inc. 6.50%, 05/15/2022 | | | 2,111,520 | |
| | | 680,000 | | | IQVIA, Inc. 5.00%, 05/15/2027(4) | | | 702,100 | |
| | | 1,370,000 | | | SS&C Technologies, Inc. 5.50%, 09/30/2027(4) | | | 1,421,375 | |
| | | 548,000 | | | Western Digital Corp. 4.75%, 02/15/2026 | | | 537,615 | |
| | | | | | | | | | |
| | | 8,853,401 | |
| | | | |
| | | Telecommunications - 6.4% | |
| | | Altice Financing S.A. | |
| | | 380,000 | | | 6.63%, 02/15/2023(4) | | | 389,500 | |
| | | 1,725,000 | | | 7.50%, 05/15/2026(4) | | | 1,733,798 | |
| | | CenturyLink, Inc. | |
| | | 2,144,000 | | | 5.63%, 04/01/2025 | | | 2,186,880 | |
| | | 466,000 | | | 7.50%, 04/01/2024 | | | 515,513 | |
| | | 1,010,000 | | | Embarq Corp. 8.00%, 06/01/2036 | | | 977,498 | |
| | | Frontier Communications Corp. | |
| | | 1,120,000 | | | 6.88%, 01/15/2025 | | | 627,200 | |
| | | 1,395,000 | | | 8.50%, 04/01/2026(4) | | | 1,353,150 | |
| | | 1,390,000 | | | Intelsat Jackson Holdings S.A. 8.50%, 10/15/2024(4) | | | 1,376,100 | |
| | | 285,000 | | | Sprint Capital Corp. 8.75%, 03/15/2032 | | | 329,888 | |
| | | Sprint Corp. | |
| | | 2,495,000 | | | 7.25%, 09/15/2021 | | | 2,650,937 | |
| | | 10,000 | | | 7.63%, 02/15/2025 | �� | | 10,650 | |
| | | 2,694,000 | | | 7.88%, 09/15/2023 | | | 2,926,357 | |
| | | 480,000 | | | Telecom Italia Capital S.A. 7.20%, 07/18/2036 | | | 529,200 | |
| | | 725,000 | | | Telecom Italia S.p.A. 5.30%, 05/30/2024(4) | | | 750,375 | |
| | | | | | | | | | |
| | | 16,357,046 | |
| | | | |
| | | Toys/Games/Hobbies - 0.5% | |
| | | 1,250,000 | | | Mattel, Inc. 6.75%, 12/31/2025(4) | | | 1,285,938 | |
| | | | | | | | | | |
| | | Trucking & Leasing - 0.6% | |
| | | Avolon Holdings Funding Ltd. | |
| | | 335,000 | | | 3.95%, 07/01/2024(4) | | | 343,234 | |
| | | 140,000 | | | 4.38%, 05/01/2026(4) | | | 144,088 | |
| | | 945,000 | | | 5.25%, 05/15/2024(4) | | | 1,009,629 | |
| | | | | | | | | | |
| | | 1,496,951 | |
| | | | |
| | |
| | | Total Corporate Bonds (cost $230,046,516) | | $ | 231,540,388 | |
| | | | | | | |
|
SENIOR FLOATING RATE INTERESTS - 5.8%(10) | |
| | | Auto Parts & Equipment - 0.3% | |
| | | 790,000 | | | Panther BF Aggregator 2 L.P. 1 mo. USD LIBOR + 3.500%, 5.90%, 04/30/2026 | | $ | 783,585 | |
| | | | | | | | | | |
| | | Commercial Services - 1.2% | |
| | | 762,300 | | | Blackhawk Network Holdings, Inc. 1 mo. USD LIBOR + 3.000%, 5.40%, 06/15/2025 | | | 755,790 | |
| | | 1,570,000 | | | Dun & Bradstreet Corp. 1 mo. USD LIBOR + 5.000%, 7.40%, 02/06/2026 | | | 1,569,513 | |
| | | 643,500 | | | Trans Union LLC 1 mo. USD LIBOR + 2.000%, 4.40%, 06/19/2025 | | | 641,409 | |
| | | | | | | | | | |
| | | 2,966,712 | |
| | | | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
SENIOR FLOATING RATE INTERESTS - 5.8%(10) - (continued) | |
| | | Diversified Financial Services - 0.3% | |
$ | | | 711,105 | | | Crown Finance U.S., Inc. 1 mo. USD LIBOR + 2.500%, 4.65%, 02/28/2025 | | $ | 698,881 | |
| | | | | | | | | | |
| | | Food - 0.1% | |
| | | 247,500 | | | CHG PPC Parent LLC 1 mo. USD LIBOR + 2.750%, 5.15%, 03/31/2025 | | | 245,181 | |
| | | | | | | | | | |
| | | Gas - 0.1% | |
| | | 274,313 | | | Messer Industries GmbH 1 mo. USD LIBOR + 2.500%, 4.83%, 03/01/2026 | | | 270,371 | |
| | | | | | | | | | |
| | | Healthcare - Services - 0.3% | |
| | | 726,915 | | | Syneos Health, Inc. 1 mo. USD LIBOR + 2.000%, 4.40%, 08/01/2024 | | | 724,189 | |
| | | | | | | | | | |
| | | Household Products - 0.2% | |
| | | 472,800 | | | Diamond (BC) B.V. 2 mo. USD LIBOR + 3.000%, 5.58%, 09/06/2024 | | | 414,882 | |
| | | | | | | | | | |
| | | Insurance - 1.0% | |
| | | 1,767,150 | | | Asurion LLC 1 mo. USD LIBOR + 3.000%, 5.40%, 11/03/2024 | | | 1,762,732 | |
| | | 178,200 | | | Genworth Holdings, Inc. 1 mo. USD LIBOR + 4.500%, 6.99%, 03/07/2023 | | | 179,426 | |
| | | 782,100 | | | Hub International Ltd. 2 mo. USD LIBOR + 3.000%, 5.59%, 04/25/2025 | | | 761,922 | |
| | | | | | | | | | |
| | | 2,704,080 | |
| | | | |
| | | Internet - 0.3% | |
| | | 748,903 | | | Lands’ End, Inc. 1 mo. USD LIBOR + 3.250%, 5.65%, 04/04/2021 | | | 731,431 | |
| | | | | | | | | | |
| | | Leisure Time - 0.7% | |
| | | 1,901,050 | | | Golden Entertainment, Inc. 1 mo. USD LIBOR + 3.000%, 5.41%, 10/21/2024 | | | 1,891,545 | |
| | | | | | | | | | |
| | | Media - 0.9% | |
| | | 1,412,125 | | | PSAV Holdings LLC 3 mo. USD LIBOR + 3.250%, 5.67%, 03/01/2025 | | | 1,370,199 | |
| | | 1,018,400 | | | Shutterfly, Inc. 1 mo. USD LIBOR + 2.500%, 4.91%, 08/17/2024 | | | 1,017,637 | |
| | | | | | | | | | |
| | | 2,387,836 | |
| | | | |
| | | Semiconductors - 0.1% | |
| | | 365,056 | | | Microchip Technology, Inc. 1 mo. USD LIBOR + 2.000%, 4.41%, 05/29/2025 | | | 362,661 | |
| | | | | | | | | | |
| | | Software - 0.3% | |
| | | 218,575 | | | SS&C Technologies Holdings Europe S.a.r.l. 1 mo. USD LIBOR + 2.250%, 4.65%, 04/16/2025 | | | 217,591 | |
| | | 482,466 | | | SS&C Technologies, Inc. 1 mo. USD LIBOR + 2.250%, 4.65%, 04/16/2025 | | | 480,371 | |
| | | | | | | | | | |
| | | 697,962 | |
| | | | |
| | |
| | | Total Senior Floating Rate Interests (cost $15,023,143) | | $ | 14,879,316 | |
| | | | | | | |
|
CONVERTIBLE BONDS - 0.6% | |
| | | Commercial Services - 0.2% | |
$ | | | 690,000 | | | Cardtronics, Inc. 1.00%, 12/01/2020 | | $ | 668,959 | |
| | | | | | | | | | |
| | | Software - 0.4% | |
| | | 1,052,000 | | | Western Digital Corp. 1.50%, 02/01/2024(4) | | | 944,728 | |
| | | | | | | | | | |
| | |
| | | Total Convertible Bonds (cost $1,787,139) | | $ | 1,613,687 | |
| | | | | | | |
|
ESCROWS - 0.4%(11) | |
| | | | | Energy - Alternate Sources - 0.0% | |
| | | 4,525,000 | | | TCEH Corp.*(1)(2) | | $ | 5 | |
| | | | | | | | | | |
| | | | | Media - 0.3% | |
| | | 775,000 | | | Nexstar Escrow, Inc. 5.63%, 07/15/2027(4) | | | 793,406 | |
| | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford High Yield HLS Fund |
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ESCROWS - 0.4%(11) - (continued) | |
| | | | | Packaging & Containers - 0.1% | |
$ | | | 305,000 | | | Berry Global Escrow Corp. 5.63%, 07/15/2027(4) | | $ | 317,200 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Escrows (cost $1,080,000) | | $ | 1,110,611 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Long-Term Investments (cost $252,266,161) | | $ | 251,366,703 | |
| | | | | | | | | | |
|
SHORT-TERM INVESTMENTS - 2.1% | |
| | | | | Other Investment Pools & Funds - 2.1% | |
| | | 5,513,472 | | | Fidelity Institutional Government Fund, Institutional Class, 2.27%(12) | | $ | 5,513,472 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Short-Term Investments (cost $5,513,472) | | $ | 5,513,472 | |
| | | | | | | | | | |
| | | | | | | | | | | | | | |
| | | | |
| | | | | | Total Investments (cost $257,779,633) | | | 100.2 | % | | $ | 256,880,175 | |
| | | | | | Other Assets and Liabilities | | | (0.2 | )% | | | (601,982 | ) |
| | | | | | | | | | | | | | |
| | | | | | Total Net Assets | | | 100.0 | % | | $ | 256,278,193 | |
| | | | | | | | | | | | | | |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
| The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types. |
| Equity Industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. |
| For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
| See “Glossary” for abbreviation descriptions. |
(1) | Investment valued using significant unobservable inputs. |
(2) | These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At June 30, 2019, the aggregate fair value of these securities was $817,680, which represented 0.3% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors. |
(3) | Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $817,675 or 0.3% of net assets. |
| | | | | | | | | | | | | | | | |
Period Acquired | | | Security Name | | Shares/ Par Value | | | Base Total Cost | | | Base Market Value | |
| 03/2011 | | | KCA Deutag | | | 206,275,142 | | | $ | 2,795,441 | | | $ | 817,675 | |
(4) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At June 30, 2019, the aggregate value of these securities was $122,081,351, representing 47.6% of net assets. |
(5) | Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At June 30, 2019, the aggregate value of these securities was $7,204,737, representing 2.8% of net assets. |
(6) | Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal. |
(7) | Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first. |
(8) | Variable rate securities; the rate reported is the coupon rate in effect at June 30, 2019. |
(9) | Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed. |
(10) | Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of June 30, 2019. |
(11) | Share amount represents shares of the issuer previously held that resulted in receipt of the escrow. |
(12) | Current yield as of period end. |
| | | | | | | | | | | | | | | | | | | | | | | | |
Foreign Currency Contracts Outstanding at June 30, 2019 | |
Amount and Description of Currency to be Purchased | | Amount and Description of Currency to be Sold | | Counterparty | | Settlement Date | | | Appreciation | | | Depreciation | |
| 4,957,928 | | | USD | | | 4,339,000 | | | EUR | | GSC | | | 07/31/19 | | | $ | 11,380 | | | $ | — | |
| | | | | | | | | | | | | | | | | | | | | | | | |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
The accompanying notes are an integral part of these financial statements.
|
Hartford High Yield HLS Fund |
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2019 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Consumer Services | | $ | 695,016 | | | $ | 695,016 | | | $ | — | | | $ | — | |
Diversified Financials | | | 710,010 | | | | 710,010 | | | | — | | | | — | |
Energy | | | 817,675 | | | | — | | | | — | | | | 817,675 | |
Corporate Bonds | | | 231,540,388 | | | | — | | | | 231,540,388 | | | | — | |
Senior Floating Rate Interests | | | 14,879,316 | | | | — | | | | 14,879,316 | | | | — | |
Convertible Bonds | | | 1,613,687 | | | | — | | | | 1,613,687 | | | | — | |
Escrows | | | 1,110,611 | | | | — | | | | 1,110,606 | | | | 5 | |
Short-Term Investments | | | 5,513,472 | | | | 5,513,472 | | | | — | | | | — | |
Foreign Currency Contracts(2) | | | 11,380 | | | | — | | | | 11,380 | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 256,891,555 | | | $ | 6,918,498 | | | $ | 249,155,377 | | | $ | 817,680 | |
| | | | | | | | | | | | | | | | |
(1) | For thesix-month period ended June 30, 2019, 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 thesix-month period ended June 30, 2019 is not presented.
The accompanying notes are an integral part of these financial statements.
|
Hartford International Opportunities HLS Fund |
Schedule of Investments
June 30, 2019 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 96.8% | |
| | | Brazil - 1.3% | |
| 643,863 | | | Banco Bradesco S.A. ADR | | $ | 6,322,735 | |
| 405,450 | | | Banco do Brasil S.A. | | | 5,695,380 | |
| 65,750 | | | Magazine Luiza S.A. | | | 3,614,927 | |
| | | | | | | | |
| | | | | | | 15,633,042 | |
| | | | | | | | |
| | | Canada - 5.4% | |
| 273,878 | | | Canadian National Railway Co. | | | 25,347,649 | |
| 438,469 | | | Dollarama, Inc. | | | 15,425,350 | |
| 1,257,780 | | | Encana Corp. | | | 6,454,340 | |
| 46,900 | | | Intact Financial Corp. | | | 4,334,190 | |
| 305,687 | | | TC Energy Corp. | | | 15,154,213 | |
| | | | | | | | |
| | | | | | | 66,715,742 | |
| | | | | | | | |
| | | China - 11.5% | |
| 116,153 | | | 58.com, Inc. ADR* | | | 7,221,232 | |
| 91,609 | | | Alibaba Group Holding Ltd. ADR* | | | 15,523,145 | |
| 744,679 | | | China National Accord Medicines Corp. Ltd. Class A | | | 4,539,649 | |
| 80,671,726 | | | China Tower Corp. Ltd. Class H(1) | | | 21,190,215 | |
| 1,374,356 | | | ENN Energy Holdings Ltd. | | | 13,374,674 | |
| 713,145 | | | Geely Automobile Holdings Ltd. | | | 1,219,660 | |
| 1,323,000 | | | Great Wall Motor Co., Ltd. Class H | | | 947,914 | |
| 512,000 | | | Guangzhou Automobile Group Co., Ltd. Class H | | | 547,058 | |
| 458,847 | | | Hangzhou Tigermed Consulting Co., Ltd. Class A | | | 5,154,664 | |
| 1,968,420 | | | Kingdee International Software Group Co., Ltd.(2) | | | 2,132,359 | |
| 129,890 | | �� | New Oriental Education & Technology Group, Inc. ADR* | | | 12,544,776 | |
| 1,544,500 | | | Ping An Insurance Group Co. of China Ltd. Class H | | | 18,572,416 | |
| 785,934 | | | Tencent Holdings Ltd. | | | 35,555,173 | |
| 321,840 | | | WuXi AppTec Co., Ltd. Class H(1)(2) | | | 2,822,182 | |
| | | | | | | | |
| | | | | | | 141,345,117 | |
| | | | | | | | |
| | | Denmark - 0.9% | |
| 109,504 | | | DSV A/S | | | 10,782,851 | |
| | | | | | | | |
| | | Finland - 0.3% | |
| 102,325 | | | Neste Oyj | | | 3,478,788 | |
| | | | | | | | |
| | | France - 11.0% | |
| 157,320 | | | Airbus SE | | | 22,264,174 | |
| 540,949 | | | AXA S.A. | | | 14,206,244 | |
| 155,781 | | | Capgemini SE | | | 19,368,731 | |
| 29,196 | | | LVMH Moet Hennessy Louis Vuitton SE | | | 12,411,962 | |
| 188,524 | | | Safran S.A. | | | 27,579,510 | |
| 559,836 | | | TOTAL S.A. | | | 31,403,304 | |
| 266,558 | | | Valeo S.A.(2) | | | 8,678,043 | |
| | | | | | | | |
| | | | | | | 135,911,968 | |
| | | | | | | | |
| | | Germany - 8.9% | |
| 50,116 | | | adidas AG | | | 15,504,391 | |
| 89,178 | | | Allianz SE | | | 21,507,605 | |
| 163,436 | | | Beiersdorf AG | | | 19,596,967 | |
| 1,752,038 | | | E.ON SE | | | 19,009,813 | |
| 115,845 | | | Siemens AG | | | 13,791,965 | |
| 314,114 | | | Vonovia SE | | | 15,005,167 | |
| 134,517 | | | Zalando SE*(1) | | | 5,955,962 | |
| | | | | | | | |
| | | | | | | 110,371,870 | |
| | | | | | | | |
| | | Hong Kong - 1.9% | |
| 1,458,350 | | | AIA Group Ltd. | | | 15,748,574 | |
| 202,100 | | | Hong Kong Exchanges & Clearing Ltd. | | | 7,142,231 | |
| | | | | | | | |
| | | | | | | 22,890,805 | |
| | | | | | | | |
| | | India - 2.3% | |
| 593,385 | | | HDFC Bank Ltd. | | | 21,018,417 | |
| 537,248 | | | ICICI Bank Ltd. | | | 3,401,184 | |
| 1,489,201 | | | Power Grid Corp. of India Ltd. | | | 4,464,491 | |
| | | | | | | | |
| | | | | | | 28,884,092 | |
| | | | | | | | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 96.8% - (continued) | |
| | | Italy - 2.8% | |
| 112,712 | | | Banca Generali S.p.A. | | $ | 3,245,491 | |
| 109,755 | | | Ferrari N.V. | | | 17,795,624 | |
| 406,896 | | | FinecoBank Banca Fineco S.p.A. | | | 4,539,119 | |
| 1,462,950 | | | Pirelli & C. S.p.A.(1) | | | 8,635,592 | |
| | | | | | | | |
| | | | | | | 34,215,826 | |
| | | | | | | | |
| | | Japan - 13.2% | |
| 125,985 | | | CyberAgent, Inc. | | | 4,591,157 | |
| 82,070 | | | Daikin Industries Ltd. | | | 10,746,158 | |
| 81,273 | | | FANUC Corp. | | | 15,101,556 | |
| 26,696 | | | Keyence Corp. | | | 16,464,022 | |
| 460,345 | | | Komatsu Ltd. | | | 11,176,164 | |
| 29,195 | | | Kose Corp. | | | 4,927,586 | |
| 816,458 | | | Mitsui Fudosan Co., Ltd. REIT | | | 19,843,347 | |
| 455,255 | | | Nexon Co., Ltd.* | | | 6,651,110 | |
| 344,295 | | | Recruit Holdings Co., Ltd. | | | 11,527,646 | |
| 193,008 | | | Shiseido Co., Ltd. | | | 14,598,482 | |
| 388,942 | | | Sony Financial Holdings, Inc. | | | 9,359,965 | |
| 292,775 | | | Sumitomo Mitsui Financial Group, Inc. | | | 10,377,604 | |
| 124,352 | | | Sysmex Corp. | | | 8,135,119 | |
| 149,325 | | | Terumo Corp. | | | 4,460,851 | |
| 241,421 | | | Tokio Marine Holdings, Inc. | | | 12,113,376 | |
| 127,985 | | | Yamato Holdings Co., Ltd. | | | 2,608,785 | |
| | | | | | | | |
| | | | | | | 162,682,928 | |
| | | | | | | | |
| | | Netherlands - 5.3% | |
| 239,275 | | | AerCap Holdings N.V.* | | | 12,444,693 | |
| 1,555,557 | | | ING Groep N.V. | | | 18,019,167 | |
| 459,517 | | | Koninklijke Philips N.V. | | | 19,977,925 | |
| 448,349 | | | Royal Dutch Shell plc Class A | | | 14,633,017 | |
| | | | | | | | |
| | | | | | | 65,074,802 | |
| | | | | | | | |
| | | Philippines - 0.1% | |
| 1,881,990 | | | Ayala Land, Inc. | | | 1,867,103 | |
| | | | | | | | |
| | | Russia - 0.5% | |
| 176,625 | | | Yandex N.V. Class A* | | | 6,711,750 | |
| | | | | | | | |
| | | South Korea - 2.7% | |
| 7,225 | | | LG Household & Health Care Ltd. | | | 8,229,023 | |
| 520,982 | | | Samsung Electronics Co., Ltd. | | | 21,214,554 | |
| 75,350 | | | SK Hynix, Inc. | | | 4,532,256 | |
| | | | | | | | |
| | | | | | | 33,975,833 | |
| | | | | | | | |
| | | Spain - 4.7% | |
| 3,632,531 | | | Banco Santander S.A. | | | 16,835,517 | |
| 2,121,443 | | | CaixaBank S.A. | | | 6,084,315 | |
| 508,848 | | | Cellnex Telecom S.A.*(1) | | | 18,824,052 | |
| 1,612,757 | | | Iberdrola S.A. | | | 16,056,895 | |
| | | | | | | | |
| | | | | | | 57,800,779 | |
| | | | | | | | |
| | | Sweden - 1.6% | |
| 558,005 | | | Sandvik AB | | | 10,253,931 | |
| 63,008 | | | Spotify Technology S.A.* | | | 9,213,030 | |
| | | | | | | | |
| | | | | | | 19,466,961 | |
| | | | | | | | |
| | | Switzerland - 9.4% | |
| 355,945 | | | Alcon, Inc.* | | | 21,979,476 | |
| 13,081 | | | Lonza Group AG* | | | 4,416,052 | |
| 396,274 | | | Nestle S.A. | | | 41,023,161 | |
| 327,207 | | | Novartis AG | | | 29,871,300 | |
| 159,549 | | | PSP Swiss Property AG | | | 18,646,507 | |
| | | | | | | | |
| | | | | | | 115,936,496 | |
| | | | | | | | |
| | | Taiwan - 2.2% | |
| 925,090 | | | MediaTek, Inc. | | | 9,370,020 | |
| 2,278,530 | | | Taiwan Semiconductor Manufacturing Co., Ltd. | | | 17,427,056 | |
| | | | | | | | |
| | | | | | | 26,797,076 | |
| | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford International Opportunities HLS Fund |
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 96.8% - (continued) | |
| | | Turkey - 0.3% | |
| 2,874,507 | | | Akbank T.A.S.* | | $ | 3,402,024 | |
| | | | | | | | |
| | | United Kingdom - 10.0% | |
| 723,875 | | | Anglo American plc | | | 20,679,952 | |
| 226,725 | | | AstraZeneca plc | | | 18,535,143 | |
| 625,844 | | | Compass Group plc | | | 15,002,579 | |
| 259,692 | | | Derwent London plc REIT | | | 10,283,997 | |
| 203,941 | | | Intertek Group plc | | | 14,257,514 | |
| 443,524 | | | National Grid plc | | | 4,716,815 | |
| 271,455 | | | Rio Tinto plc | | | 16,801,176 | |
| 401,953 | | | Smith & Nephew plc | | | 8,728,251 | |
| 238,849 | | | Unilever N.V. | | | 14,512,020 | |
| | | | | | | | |
| | | | | | | 123,517,447 | |
| | | | | | | | |
| | | United States - 0.5% | |
| 265,822 | | | Bausch Health Cos., Inc.* | | | 6,704,031 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks (cost $1,095,580,691) | | $ | 1,194,167,331 | |
| | | | | | | | |
|
PREFERRED STOCKS - 0.5% | |
| | | Brazil - 0.5% | |
| 600,100 | | | Itau Unibanco Holding S.A.* | | $ | 5,666,643 | |
| | | | | | | | |
| | |
| | | | Total Preferred Stocks (cost $5,593,017) | | $ | 5,666,643 | |
| | | | | | | | |
| | |
| | | | Total Long-Term Investments (cost $1,101,173,708) | | $ | 1,199,833,974 | |
| | | | | | | | |
|
SHORT-TERM INVESTMENTS - 3.0% | |
| | | Other Investment Pools & Funds - 3.0% | |
| 36,800,737 | | | BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 2.35%(3) | | $ | 36,800,737 | |
| | | | | | | | |
| | | Securities Lending Collateral - 0.0% | |
| 2,685 | | | Citibank NA DDCA, 2.36%, 7/1/2019(3) | | | 2,685 | |
| 24,373 | | | Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.28%(3) | | | 24,373 | |
| 3,397 | | | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.28%(3) | | | 3,397 | |
| 10,328 | | | Invesco Government & Agency Portfolio, Institutional Class, 2.25%(3) | | | 10,328 | |
| 12,039 | | | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.29%(3) | | | 12,039 | |
| 878 | | | Western Asset Institutional Government Reserves Fund, Institutional Class, 2.21%(3) | | | 878 | |
| | | | | | | | |
| | | | | | | 53,700 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments (cost $36,854,437) | | $ | 36,854,437 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | |
| | | | Total Investments (cost $1,138,028,145) | | | 100.3 | % | | $ | 1,236,688,411 | |
| | | | Other Assets and Liabilities | | | (0.3 | )% | | | (3,634,219 | ) |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 1,233,054,192 | |
| | | | | | | | | | | | |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
| Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. |
| Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. |
| For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
| See “Glossary” for abbreviation descriptions. |
(1) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At June 30, 2019, the aggregate value of these securities was $57,428,003, representing 4.7% of net assets. |
(2) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(3) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
The accompanying notes are an integral part of these financial statements.
|
Hartford International Opportunities HLS Fund |
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2019 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Brazil | | $ | 15,633,042 | | | $ | 15,633,042 | | | $ | — | | | $ | — | |
Canada | | | 66,715,742 | | | | 66,715,742 | | | | — | | | | — | |
China | | | 141,345,117 | | | | 39,330,995 | | | | 102,014,122 | | | | — | |
Denmark | | | 10,782,851 | | | | — | | | | 10,782,851 | | | | — | |
Finland | | | 3,478,788 | | | | — | | | | 3,478,788 | | | | — | |
France | | | 135,911,968 | | | | — | | | | 135,911,968 | | | | — | |
Germany | | | 110,371,870 | | | | — | | | | 110,371,870 | | | | — | |
Hong Kong | | | 22,890,805 | | | | — | | | | 22,890,805 | | | | — | |
India | | | 28,884,092 | | | | — | | | | 28,884,092 | | | | — | |
Italy | | | 34,215,826 | | | | — | | | | 34,215,826 | | | | — | |
Japan | | | 162,682,928 | | | | — | | | | 162,682,928 | | | | — | |
Netherlands | | | 65,074,802 | | | | 12,444,693 | | | | 52,630,109 | | | | — | |
Philippines | | | 1,867,103 | | | | — | | | | 1,867,103 | | | | — | |
Russia | | | 6,711,750 | | | | 6,711,750 | | | | — | | | | — | |
South Korea | | | 33,975,833 | | | | — | | | | 33,975,833 | | | | — | |
Spain | | | 57,800,779 | | | | — | | | | 57,800,779 | | | | — | |
Sweden | | | 19,466,961 | | | | 9,213,030 | | | | 10,253,931 | | | | — | |
Switzerland | | | 115,936,496 | | | | 21,979,476 | | | | 93,957,020 | | | | — | |
Taiwan | | | 26,797,076 | | | | — | | | | 26,797,076 | | | | — | |
Turkey | | | 3,402,024 | | | | — | | | | 3,402,024 | | | | — | |
United Kingdom | | | 123,517,447 | | | | — | | | | 123,517,447 | | | | — | |
United States | | | 6,704,031 | | | | 6,704,031 | | | | — | | | | — | |
Preferred Stocks | | | 5,666,643 | | | | 5,666,643 | | | | — | | | | — | |
Short-Term Investments | | | 36,854,437 | | | | 36,854,437 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 1,236,688,411 | | | $ | 221,253,839 | | | $ | 1,015,434,572 | | | $ | — | |
| | | | | | | | | | | | | | | | |
(1) | For thesix-month period ended June 30, 2019, there were no transfers in and out of Level 3. |
The accompanying notes are an integral part of these financial statements.
Schedule of Investments
June 30, 2019 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 99.8% | |
| | | Banks - 5.5% | |
| 202,883 | | | Cullen/Frost Bankers, Inc. | | $ | 19,002,022 | |
| 34,142 | | | First Citizens BancShares, Inc. Class A | | | 15,373,118 | |
| 243,032 | | | First Republic Bank | | | 23,732,075 | |
| 137,477 | | | M&T Bank Corp. | | | 23,380,713 | |
| 143,061 | | | Pinnacle Financial Partners, Inc. | | | 8,223,146 | |
| 277,380 | | | Prosperity Bancshares, Inc. | | | 18,320,949 | |
| 166,058 | | | South State Corp. | | | 12,233,493 | |
| | | | | | | | |
| | | | | | | 120,265,516 | |
| | | | | | | | |
| | | Capital Goods - 8.0% | |
| 670,598 | | | Fastenal Co. | | | 21,854,789 | |
| 674,277 | | | Gardner Denver Holdings, Inc.* | | | 23,329,984 | |
| 155,290 | | | HEICO Corp. Class A | | | 16,052,328 | |
| 224,899 | | | IDEX Corp. | | | 38,714,114 | |
| 139,022 | | | Lennox International, Inc. | | | 38,231,050 | |
| 224,035 | | | Lincoln Electric Holdings, Inc. | | | 18,442,561 | |
| 253,323 | | | PACCAR, Inc. | | | 18,153,126 | |
| | | | | | | | |
| | | | | | | 174,777,952 | |
| | | | | | | | |
| | | Commercial & Professional Services - 7.4% | |
| 115,426 | | | Cimpress N.V.* | | | 10,491,069 | |
| 98,135 | | | Cintas Corp. | | | 23,286,454 | |
| 50,360 | | | CoStar Group, Inc.* | | | 27,902,462 | |
| 434,539 | | | Healthcare Services Group, Inc. | | | 13,175,222 | |
| 398,601 | | | IAA, Inc.* | | | 15,457,747 | |
| 398,601 | | | KAR Auction Services, Inc. | | | 9,965,025 | |
| 525,450 | | | TransUnion | | | 38,625,829 | |
| 237,172 | | | Waste Connections, Inc. | | | 22,668,900 | |
| | | | | | | | |
| | | | | | | 161,572,708 | |
| | | | | | | | |
| | | Consumer Durables & Apparel - 4.7% | |
| 247,620 | | | Carter’s, Inc. | | | 24,152,855 | |
| 10,214 | | | NVR, Inc.* | | | 34,423,733 | |
| 166,239 | | | Roku, Inc.* | | | 15,057,929 | |
| 718,185 | | | Under Armour, Inc. Class C* | | | 15,943,707 | |
| 441,233 | | | YETI Holdings, Inc.*(1) | | | 12,773,695 | |
| | | | | | | | |
| | | | | | | 102,351,919 | |
| | | | | | | | |
| | | Consumer Services - 2.5% | |
| 345,188 | | | Choice Hotels International, Inc. | | | 30,034,808 | |
| 539,615 | | | Service Corp. International | | | 25,243,190 | |
| | | | | | | | |
| | | | | | | 55,277,998 | |
| | | | | | | | |
| | | Diversified Financials - 3.0% | |
| 49,167 | | | Credit Acceptance Corp.* | | | 23,788,469 | |
| 75,864 | | | FactSet Research Systems, Inc. | | | 21,739,588 | |
| 210,497 | | | Northern Trust Corp. | | | 18,944,730 | |
| | | | | | | | |
| | | | | | | 64,472,787 | |
| | | | | | | | |
| | | Energy - 1.1% | |
| 106,851 | | | Diamondback Energy, Inc. | | | 11,643,554 | |
| 989,324 | | | WPX Energy, Inc.* | | | 11,387,119 | |
| | | | | | | | |
| | | | | | | 23,030,673 | |
| | | | | | | | |
| | | Health Care Equipment & Services - 9.7% | |
| 226,750 | | | Hill-Rom Holdings, Inc. | | | 23,722,585 | |
| 401,680 | | | Integra LifeSciences Holdings Corp.* | | | 22,433,828 | |
| 134,931 | | | Masimo Corp.* | | | 20,080,431 | |
| 53,516 | | | Molina Healthcare, Inc.* | | | 7,660,280 | |
| 405,492 | | | NuVasive, Inc.* | | | 23,737,502 | |
| 177,871 | | | STERIS plc* | | | 26,481,435 | |
| 98,135 | | | Teleflex, Inc. | | | 32,497,405 | |
| 177,116 | | | Varian Medical Systems, Inc.* | | | 24,110,801 | |
| 194,619 | | | Veeva Systems, Inc. Class A* | | | 31,549,686 | |
| | | | | | | | |
| | | | | | | 212,273,953 | |
| | | | | | | | |
| | | Insurance - 4.7% | |
| 24,077 | | | Alleghany Corp.* | | | 16,399,086 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 99.8% - (continued) | |
| | | Insurance - 4.7% - (continued) | |
| 7,202 | | | Fairfax Financial Holdings Ltd. | | $ | 3,534,922 | |
| 306,894 | | | Fidelity National Financial, Inc. | | | 12,367,828 | |
| 31,660 | | | Markel Corp.* | | | 34,496,736 | |
| 17,728 | | | White Mountains Insurance Group Ltd. | | | 18,108,443 | |
| 260,556 | | | WR Berkley Corp. | | | 17,178,457 | |
| | | | | | | | |
| | | | | | | 102,085,472 | |
| | | | | | | | |
| | | Materials - 2.9% | |
| 534,775 | | | Ball Corp. | | | 37,428,902 | |
| 151,245 | | | Packaging Corp. of America | | | 14,416,674 | |
| 341,349 | | | Silgan Holdings, Inc. | | | 10,445,279 | |
| | | | | | | | |
| | | | | | | 62,290,855 | |
| | | | | | | | |
| | | Media & Entertainment - 1.6% | |
| 352,801 | | | Cargurus, Inc.* | | | 12,739,644 | |
| 456,255 | | | TripAdvisor, Inc.* | | | 21,120,044 | |
| | | | | | | | |
| | | | | | | 33,859,688 | |
| | | | | | | | |
| | | Pharmaceuticals, Biotechnology & Life Sciences - 10.1% | |
| 389,860 | | | Aerie Pharmaceuticals, Inc.* | | | 11,520,363 | |
| 199,536 | | | Alnylam Pharmaceuticals, Inc.* | | | 14,478,332 | |
| 108,440 | | | Bio-Techne Corp. | | | 22,608,656 | |
| 144,503 | | | Bluebird Bio, Inc.*(1) | | | 18,380,782 | |
| 314,545 | | | Ionis Pharmaceuticals, Inc.* | | | 20,215,807 | |
| 25,766 | | | Mettler-Toledo International, Inc.* | | | 21,643,440 | |
| 212,649 | | | PRA Health Sciences, Inc.* | | | 21,084,148 | |
| 205,477 | | | Repligen Corp.* | | | 17,660,748 | |
| 146,230 | | | Sage Therapeutics, Inc.* | | | 26,773,251 | |
| 376,832 | | | Seattle Genetics, Inc.* | | | 26,080,543 | |
| 305,605 | | | Ultragenyx Pharmaceutical, Inc.* | | | 19,405,917 | |
| | | | | | | | |
| | | | | | | 219,851,987 | |
| | | | | | | | |
| | | Real Estate - 1.9% | |
| 324,367 | | | Douglas Emmett, Inc. REIT | | | 12,922,781 | |
| 509,578 | | | Equity Commonwealth REIT | | | 16,571,476 | |
| 715,570 | | | Redfin Corp.*(1) | | | 12,865,949 | |
| | | | | | | | |
| | | | | | | 42,360,206 | |
| | | | | | | | |
| | | Retailing - 2.3% | |
| 255,830 | | | CarMax, Inc.* | | | 22,213,719 | |
| 222,324 | | | Etsy, Inc.* | | | 13,644,024 | |
| 173,508 | | | GrubHub, Inc.*(1) | | | 13,531,889 | |
| | | | | | | | |
| | | | | | | 49,389,632 | |
| | | | | | | | |
| | | Semiconductors & Semiconductor Equipment - 2.7% | |
| 232,345 | | | MKS Instruments, Inc. | | | 18,097,352 | |
| 145,093 | | | Monolithic Power Systems, Inc. | | | 19,700,728 | |
| 203,163 | | | Silicon Laboratories, Inc.* | | | 21,007,054 | |
| | | | | | | | |
| | | | | | | 58,805,134 | |
| | | | | | | | |
| | | Software & Services - 20.5% | |
| 236,096 | | | 2U, Inc.* | | | 8,886,653 | |
| 315,425 | | | Akamai Technologies, Inc.* | | | 25,278,160 | |
| 119,216 | | | Aspen Technology, Inc.* | | | 14,816,164 | |
| 358,365 | | | Black Knight, Inc.* | | | 21,555,655 | |
| 337,185 | | | Blackbaud, Inc. | | | 28,154,948 | |
| 125,279 | | | EPAM Systems, Inc.* | | | 21,685,795 | |
| 99,669 | | | Fair Isaac Corp.* | | | 31,298,059 | |
| 1,497,423 | | | Genpact Ltd. | | | 57,036,842 | |
| 229,766 | | | Global Payments, Inc. | | | 36,792,430 | |
| 257,735 | | | Guidewire Software, Inc.* | | | 26,129,174 | |
| 245,221 | | | PTC, Inc.* | | | 22,011,037 | |
| 46,628 | | | Q2 Holdings, Inc.* | | | 3,560,514 | |
| 731,902 | | | Teradata Corp.* | | | 26,238,687 | |
| 164,808 | | | Total System Services, Inc. | | | 21,139,922 | |
| 226,372 | | | VeriSign, Inc.* | | | 47,347,968 | |
| 258,212 | | | WEX, Inc.* | | | 53,733,917 | |
| | | | | | | | |
| | | | | | | 445,665,925 | |
| | | | | | | | |
The accompanying notes are an integral part of these financial statements.
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 99.8% - (continued) | |
| | | Technology Hardware & Equipment - 6.2% | |
| 351,207 | | | CDW Corp. | | $ | 38,983,977 | |
| 864,114 | | | CommScope Holding Co., Inc.* | | | 13,592,513 | |
| 110,655 | | | F5 Networks, Inc.* | | | 16,114,687 | |
| 645,836 | | | II-VI, Inc.*(1) | | | 23,611,764 | |
| 269,538 | | | Keysight Technologies, Inc.* | | | 24,207,208 | |
| 456,829 | | | National Instruments Corp. | | | 19,182,250 | |
| | | | | | | | |
| | | | | | | 135,692,399 | |
| | | | | | | | |
| | | Transportation - 2.4% | |
| 53,711 | | | AMERCO | | | 20,332,299 | |
| 315,033 | | | Genesee & Wyoming, Inc. Class A* | | | 31,503,300 | |
| | | | | | | | |
| | | | | | | 51,835,599 | |
| | | | | | | | |
| | | Utilities - 2.6% | |
| 163,651 | | | Black Hills Corp. | | | 12,792,599 | |
| 326,897 | | | NiSource, Inc. | | | 9,414,633 | |
| 642,525 | | | UGI Corp. | | | 34,317,261 | |
| | | | | | | | |
| | | | | | | 56,524,493 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks (cost $1,611,786,752) | | $ | 2,172,384,896 | |
| | | | | | | | |
|
SHORT-TERM INVESTMENTS - 0.6% | |
| | | Other Investment Pools & Funds - 0.0% | |
| 1,077,598 | | | Fidelity Institutional Government Fund, Institutional Class, 2.27%(2) | | $ | 1,077,598 | |
| | | | | | | | |
| | | Securities Lending Collateral - 0.6% | |
| 604,825 | | | Citibank NA DDCA, 2.36%, 7/1/2019(2) | | | 604,825 | |
| 5,490,243 | | | Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.28%(2) | | | 5,490,243 | |
| 765,189 | | | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.28%(2) | | | 765,189 | |
| 2,326,565 | | | Invesco Government & Agency Portfolio, Institutional Class, 2.25%(2) | | | 2,326,565 | |
| 2,711,825 | | | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.29%(2) | | | 2,711,825 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
|
SHORT-TERM INVESTMENTS - 0.6% - (continued) | |
| | | Securities Lending Collateral - 0.6% - (continued) | |
| 197,847 | | | Western Asset Institutional Government Reserves Fund, Institutional Class, 2.21%(2) | | $ | 197,847 | |
| | | | | | | | |
| | | | | | | 12,096,494 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments (cost $13,174,092) | | $ | 13,174,092 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | |
| | | | Total Investments (cost $1,624,960,844) | | | 100.4 | % | | $ | 2,185,558,988 | |
| | | | Other Assets and Liabilities | | | (0.4 | )% | | | (7,681,424 | ) |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 2,177,877,564 | |
| | | | | | | | | | | | |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
| Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. |
| Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. |
| For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
| See “Glossary” for abbreviation descriptions. |
(1) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(2) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2019 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Banks | | $ | 120,265,516 | | | $ | 120,265,516 | | | $ | — | | | $ | — | |
Capital Goods | | | 174,777,952 | | | | 174,777,952 | | | | — | | | | — | |
Commercial & Professional Services | | | 161,572,708 | | | | 161,572,708 | | | | — | | | | — | |
Consumer Durables & Apparel | | | 102,351,919 | | | | 102,351,919 | | | | — | | | | — | |
Consumer Services | | | 55,277,998 | | | | 55,277,998 | | | | — | | | | — | |
Diversified Financials | | | 64,472,787 | | | | 64,472,787 | | | | — | | | | — | |
Energy | | | 23,030,673 | | | | 23,030,673 | | | | — | | | | — | |
Health Care Equipment & Services | | | 212,273,953 | | | | 212,273,953 | | | | — | | | | — | |
Insurance | | | 102,085,472 | | | | 102,085,472 | | | | — | | | | — | |
Materials | | | 62,290,855 | | | | 62,290,855 | | | | — | | | | — | |
Media & Entertainment | | | 33,859,688 | | | | 33,859,688 | | | | — | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 219,851,987 | | | | 219,851,987 | | | | — | | | | — | |
Real Estate | | | 42,360,206 | | | | 42,360,206 | | | | — | | | | — | |
Retailing | | | 49,389,632 | | | | 49,389,632 | | | | — | | | | — | |
Semiconductors & Semiconductor Equipment | | | 58,805,134 | | | | 58,805,134 | | | | — | | | | — | |
Software & Services | | | 445,665,925 | | | | 445,665,925 | | | | — | | | | — | |
Technology Hardware & Equipment | | | 135,692,399 | | | | 135,692,399 | | | | — | | | | — | |
Transportation | | | 51,835,599 | | | | 51,835,599 | | | | — | | | | — | |
Utilities | | | 56,524,493 | | | | 56,524,493 | | | | — | | | | — | |
Short-Term Investments | | | 13,174,092 | | | | 13,174,092 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 2,185,558,988 | | | $ | 2,185,558,988 | | | $ | — | | | $ | — | |
| | | | | | | | | | | | | | | | |
(1) | For thesix-month period ended June 30, 2019, there were no transfers in and out of Level 3. |
The accompanying notes are an integral part of these financial statements.
|
Hartford MidCap Growth HLS Fund |
Schedule of Investments
June 30, 2019 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 99.0% | |
| | | Banks - 1.3% | |
| 12,387 | | | First Republic Bank | | $ | 1,209,591 | |
| | | | | | | | |
| | | Capital Goods - 6.8% | |
| 39,982 | | | BWX Technologies, Inc. | | | 2,083,062 | |
| 30,605 | | | Hexcel Corp. | | | 2,475,333 | |
| 11,426 | | | Lincoln Electric Holdings, Inc. | | | 940,588 | |
| 7,537 | | | Middleby Corp.* | | | 1,022,771 | |
| | | | | | | | |
| | | | | | | 6,521,754 | |
| | | | | | | | |
| | | Commercial & Professional Services - 6.7% | |
| 7,744 | | | Equifax, Inc. | | | 1,047,299 | |
| 46,326 | | | IHS Markit Ltd.* | | | 2,951,893 | |
| 25,605 | | | TransUnion | | | 1,882,223 | |
| 7,815 | | | TriNet Group, Inc.* | | | 529,857 | |
| | | | | | | | |
| | | | | | | 6,411,272 | |
| | | | | | | | |
| | | Consumer Durables & Apparel - 2.5% | |
| 4,921 | | | Roku, Inc.* | | | 445,744 | |
| 75,322 | | | Under Armour, Inc. Class A* | | | 1,909,413 | |
| | | | | | | | |
| | | | | | | 2,355,157 | |
| | | | | | | | |
| | | Consumer Services - 13.1% | |
| 83,807 | | | Aramark | | | 3,022,080 | |
| 21,212 | | | Bright Horizons Family Solutions, Inc.* | | | 3,200,254 | |
| 4,503 | | | Domino’s Pizza, Inc. | | | 1,253,095 | |
| 76,623 | | | Extended Stay America, Inc. | | | 1,294,163 | |
| 13,193 | | | Grand Canyon Education, Inc.* | | | 1,543,845 | |
| 4,527 | | | Hilton Worldwide Holdings, Inc. | | | 442,469 | |
| 7,864 | | | Vail Resorts, Inc. | | | 1,755,088 | |
| | | | | | | | |
| | | | | | | 12,510,994 | |
| | | | | | | | |
| | | Diversified Financials - 1.7% | |
| 2,241 | | | MarketAxess Holdings, Inc. | | | 720,302 | |
| 3,671 | | | MSCI, Inc. | | | 876,598 | |
| | | | | | | | |
| | | | | | | 1,596,900 | |
| | | | | | | | |
| | | Health Care Equipment & Services - 7.2% | |
| 12,566 | | | Acadia Healthcare Co., Inc.* | | | 439,182 | |
| 12,055 | | | Cardinal Health, Inc. | | | 567,790 | |
| 21,291 | | | Centene Corp.* | | | 1,116,500 | |
| 2,990 | | | DexCom, Inc.* | | | 448,022 | |
| 5,403 | | | Edwards Lifesciences Corp.* | | | 998,150 | |
| 9,886 | | | Penumbra, Inc.* | | | 1,581,760 | |
| 7,844 | | | Universal Health Services, Inc. Class B | | | 1,022,779 | |
| 2,561 | | | WellCare Health Plans, Inc.* | | | 730,064 | |
| | | | | | | | |
| | | | | | | 6,904,247 | |
| | | | | | | | |
| | | Media & Entertainment - 3.9% | |
| 3,711 | | | Electronic Arts, Inc.* | | | 375,776 | |
| 37,561 | | | Liberty Media Corp-Liberty Formula One Class C* | | | 1,405,157 | |
| 17,450 | | | Take-Two Interactive Software, Inc.* | | | 1,981,098 | |
| | | | | | | | |
| | | | | | | 3,762,031 | |
| | | | | | | | |
| | | Pharmaceuticals, Biotechnology & Life Sciences - 10.8% | |
| 11,010 | | | Bluebird Bio, Inc.* | | | 1,400,472 | |
| 85,448 | | | Elanco Animal Health, Inc.* | | | 2,888,142 | |
| 10,674 | | | ICON plc* | | | 1,643,476 | |
| 19,951 | | | Incyte Corp.* | | | 1,695,037 | |
| 1,551 | | | Mettler-Toledo International, Inc.* | | | 1,302,840 | |
| 20,511 | | | Seattle Genetics, Inc.* | | | 1,419,566 | |
| | | | | | | | |
| | | | | | | 10,349,533 | |
| | | | | | | | |
| | | Real Estate - 2.9% | |
| 12,496 | | | SBA Communications Corp. REIT* | | | 2,809,601 | |
| | | | | | | | |
| | | Retailing - 7.8% | |
| 16,189 | | | Burlington Stores, Inc.* | | | 2,754,558 | |
| 7,224 | | | Etsy, Inc.* | | | 443,337 | |
| 20,591 | | | Expedia Group, Inc. | | | 2,739,221 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 99.0% - (continued) | |
| | | Retailing - 7.8% - (continued) | |
| 1,841 | | | O’Reilly Automotive, Inc.* | | $ | 679,918 | |
| 5,382 | | | Wayfair, Inc. Class A* | | | 785,772 | |
| | | | | | | | |
| | | | | | | 7,402,806 | |
| | | | | | | | |
| | | Semiconductors & Semiconductor Equipment - 6.3% | |
| 41,743 | | | Advanced Micro Devices, Inc.* | | | 1,267,735 | |
| 10,765 | | | First Solar, Inc.* | | | 707,045 | |
| 14,388 | | | KLA-Tencor Corp. | | | 1,700,661 | |
| 5,230 | | | Microchip Technology, Inc. | | | 453,441 | |
| 7,970 | | | Monolithic Power Systems, Inc. | | | 1,082,167 | |
| 17,111 | | | Teradyne, Inc. | | | 819,788 | |
| | | | | | | | |
| | | | | | | 6,030,837 | |
| | | | | | | | |
| | | Software & Services - 23.3% | |
| 7,917 | | | 2U, Inc.* | | | 297,996 | |
| 4,919 | | | Autodesk, Inc.* | | | 801,305 | |
| 25,734 | | | Black Knight, Inc.* | | | 1,547,900 | |
| 20,351 | | | Blackbaud, Inc. | | | 1,699,309 | |
| 19,711 | | | Ceridian HCM Holding, Inc.* | | | 989,492 | |
| 26,984 | | | DocuSign, Inc.* | | | 1,341,375 | |
| 23,693 | | | Gartner, Inc.* | | | 3,813,151 | |
| 18,911 | | | Global Payments, Inc. | | | 3,028,219 | |
| 17,788 | | | GoDaddy, Inc. Class A* | | | 1,247,828 | |
| 14,748 | | | Guidewire Software, Inc.* | | | 1,495,152 | |
| 1,184 | | | ServiceNow, Inc.* | | | 325,091 | |
| 9,705 | | | Splunk, Inc.* | | | 1,220,404 | |
| 42,884 | | | SS&C Technologies Holdings, Inc. | | | 2,470,547 | |
| 5,903 | | | Tyler Technologies, Inc.* | | | 1,275,166 | |
| 3,543 | | | Workday, Inc. Class A* | | | 728,370 | |
| | | | | | | | |
| | | | | | | 22,281,305 | |
| | | | | | | | |
| | | Technology Hardware & Equipment - 4.7% | |
| 16,609 | | | CDW Corp. | | | 1,843,599 | |
| 5,123 | | | Coherent, Inc.* | | | 698,624 | |
| 147,242 | | | Flex Ltd.* | | | 1,409,106 | |
| 8,813 | | | Itron, Inc.* | | | 551,429 | |
| | | | | | | | |
| | | | | | | 4,502,758 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks (cost $83,134,356) | | $ | 94,648,786 | |
| | | | | | | | |
|
SHORT-TERM INVESTMENTS - 1.1% | |
| | | Other Investment Pools & Funds - 1.1% | |
| 1,065,902 | | | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.29%(1) | | $ | 1,065,902 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments (cost $1,065,902) | | $ | 1,065,902 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | |
| | | | Total Investments (cost $84,200,258) | | | 100.1 | % | | $ | 95,714,688 | |
| | | | Other Assets and Liabilities | | | (0.1 | )% | | | (82,587 | ) |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 95,632,101 | |
| | | | | | | | | | | | |
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. |
The accompanying notes are an integral part of these financial statements.
|
Hartford MidCap Growth HLS Fund |
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
(1) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2019 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Banks | | $ | 1,209,591 | | | $ | 1,209,591 | | | $ | — | | | $ | — | |
Capital Goods | | | 6,521,754 | | | | 6,521,754 | | | | — | | | | — | |
Commercial & Professional Services | | | 6,411,272 | | | | 6,411,272 | | | | — | | | | — | |
Consumer Durables & Apparel | | | 2,355,157 | | | | 2,355,157 | | | | — | | | | — | |
Consumer Services | | | 12,510,994 | | | | 12,510,994 | | | | — | | | | — | |
Diversified Financials | | | 1,596,900 | | | | 1,596,900 | | | | — | | | | — | |
Health Care Equipment & Services | | | 6,904,247 | | | | 6,904,247 | | | | — | | | | — | |
Media & Entertainment | | | 3,762,031 | | | | 3,762,031 | | | | — | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 10,349,533 | | | | 10,349,533 | | | | — | | | | — | |
Real Estate | | | 2,809,601 | | | | 2,809,601 | | | | — | | | | — | |
Retailing | | | 7,402,806 | | | | 7,402,806 | | | | — | | | | — | |
Semiconductors & Semiconductor Equipment | | | 6,030,837 | | | | 6,030,837 | | | | — | | | | — | |
Software & Services | | | 22,281,305 | | | | 22,281,305 | | | | — | | | | — | |
Technology Hardware & Equipment | | | 4,502,758 | | | | 4,502,758 | | | | — | | | | — | |
Short-Term Investments | | | 1,065,902 | | | | 1,065,902 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 95,714,688 | | | $ | 95,714,688 | | | $ | — | | | $ | — | |
| | | | | | | | | | | | | | | | |
(1) | For thesix-month period ended June 30, 2019, there were no transfers in and out of Level 3. |
The accompanying notes are an integral part of these financial statements.
|
Hartford MidCap Value HLS Fund |
Schedule of Investments
June 30, 2019 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 98.8% | |
| | | Banks - 8.6% | |
| 62,204 | | | Bank OZK | | $ | 1,871,718 | |
| 53,868 | | | Comerica, Inc. | | | 3,912,972 | |
| 45,109 | | | IBERIABANK Corp. | | | 3,421,518 | |
| 30,570 | | | M&T Bank Corp. | | | 5,199,040 | |
| 193,015 | | | Sterling Bancorp | | | 4,107,359 | |
| 72,046 | | | Western Alliance Bancorp* | | | 3,221,897 | |
| 99,730 | | | Zions Bancorporation | | | 4,585,585 | |
| | | | | | | | |
| | | | | | | 26,320,089 | |
| | | | | | | | |
| | | Capital Goods - 9.7% | |
| 41,838 | | | EnerSys | | | 2,865,903 | |
| 79,654 | | | Fortune Brands Home & Security, Inc. | | | 4,550,633 | |
| 15,601 | | | Hubbell, Inc. | | | 2,034,370 | |
| 111,549 | | | JELD-WEN Holding, Inc.* | | | 2,368,185 | |
| 33,471 | | | L3Harris Technologies, Inc. | | | 6,330,370 | |
| 268,976 | | | Milacron Holdings Corp.* | | | 3,711,869 | |
| 26,863 | | | Moog, Inc. Class A | | | 2,514,646 | |
| 53,439 | | | Sensata Technologies Holding plc* | | | 2,618,511 | |
| 40,855 | | | Wabtec Corp. | | | 2,931,755 | |
| | | | | | | | |
| | | | | | | 29,926,242 | |
| | | | | | | | |
| | | Commercial & Professional Services - 1.5% | |
| 66,034 | | | Clean Harbors, Inc.* | | | 4,695,017 | |
| | | | | | | | |
| | | Consumer Durables & Apparel - 2.0% | |
| 87,027 | | | Lennar Corp. Class A | | | 4,217,328 | |
| 119,638 | | | Newell Brands, Inc. | | | 1,844,818 | |
| | | | | | | | |
| | | | | | | 6,062,146 | |
| | | | | | | | |
| | | Consumer Services - 0.9% | |
| 52,825 | | | Norwegian Cruise Line Holdings Ltd.* | | | 2,833,005 | |
| | | | | | | | |
| | | Diversified Financials - 1.1% | |
| 343,646 | | | SLM Corp. | | | 3,340,239 | |
| | | | | | | | |
| | | Energy - 7.0% | |
| 69,121 | | | Delek U.S. Holdings, Inc. | | | 2,800,783 | |
| 72,304 | | | Diamondback Energy, Inc. | | | 7,878,967 | |
| 641,645 | | | Encana Corp. | | | 3,291,639 | |
| 226,825 | | | Noble Energy, Inc. | | | 5,080,880 | |
| 75,548 | | | Viper Energy Partners L.P.(1) | | | 2,328,389 | |
| | | | | | | | |
| | | | | | | 21,380,658 | |
| | | | | | | | |
| | | Food & Staples Retailing - 1.6% | |
| 136,198 | | | US Foods Holding Corp.* | | | 4,870,441 | |
| | | | | | | | |
| | | Food, Beverage & Tobacco - 0.7% | |
| 20,013 | | | Post Holdings, Inc.* | | | 2,080,752 | |
| | | | | | | | |
| | | Health Care Equipment & Services - 7.4% | |
| 72,704 | | | Acadia Healthcare Co., Inc.* | | | 2,541,005 | |
| 75,896 | | | Centene Corp.* | | | 3,979,986 | |
| 46,827 | | | Encompass Health Corp. | | | 2,966,959 | |
| 52,130 | | | Hill-Rom Holdings, Inc. | | | 5,453,841 | |
| 24,279 | | | STERIS plc* | | | 3,614,657 | |
| 35,260 | | | Zimmer Biomet Holdings, Inc. | | | 4,151,512 | |
| | | | | | | | |
| | | | | | | 22,707,960 | |
| | | | | | | | |
| | | Insurance - 9.3% | |
| 51,712 | | | Arthur J Gallagher & Co. | | | 4,529,454 | |
| 50,382 | | | Assurant, Inc. | | | 5,359,637 | |
| 272,843 | | | CNO Financial Group, Inc. | | | 4,551,021 | |
| 40,571 | | | Hanover Insurance Group, Inc. | | | 5,205,260 | |
| 366,494 | | | Lancashire Holdings Ltd. | | | 3,208,736 | |
| 35,930 | | | Reinsurance Group of America, Inc. | | | 5,606,158 | |
| | | | | | | | |
| | | | | | | 28,460,266 | |
| | | | | | | | |
| | | Materials - 8.4% | |
| 114,379 | | | Buzzi Unicem S.p.A.(1) | | | 2,322,334 | |
| 88,242 | | | Cabot Corp. | | | 4,210,026 | |
| 66,064 | | | Carpenter Technology Corp. | | | 3,169,751 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 98.8% - (continued) | |
| | | Materials - 8.4% - (continued) | |
| 53,759 | | | Celanese Corp. | | $ | 5,795,220 | |
| 65,795 | | | FMC Corp. | | | 5,457,695 | |
| 50,137 | | | Reliance Steel & Aluminum Co. | | | 4,743,963 | |
| | | | | | | | |
| | | | | | | 25,698,989 | |
| | | | | | | | |
| | | Media & Entertainment - 2.7% | |
| 93,948 | | | Cinemark Holdings, Inc. | | | 3,391,523 | |
| 26,317 | | | Electronic Arts, Inc.* | | | 2,664,859 | |
| 160,185 | | | TEGNA, Inc. | | | 2,426,803 | |
| | | | | | | | |
| | | | | | | 8,483,185 | |
| | | | | | | | |
| | | Real Estate - 12.0% | |
| 30,799 | | | Boston Properties, Inc. REIT | | | 3,973,071 | |
| 240,709 | | | Brixmor Property Group, Inc. REIT | | | 4,303,877 | |
| 145,415 | | | Corporate Office Properties Trust REIT | | | 3,834,594 | |
| 18,921 | | | Equity LifeStyle Properties, Inc. REIT | | | 2,295,874 | |
| 78,572 | | | First Industrial Realty Trust, Inc. REIT | | | 2,886,735 | |
| 103,088 | | | Gaming and Leisure Properties, Inc. REIT | | | 4,018,370 | |
| 60,686 | | | Highwoods Properties, Inc. REIT | | | 2,506,332 | |
| 35,330 | | | Life Storage, Inc. REIT | | | 3,359,176 | |
| 81,698 | | | Park Hotels & Resorts, Inc. REIT | | | 2,251,597 | |
| 196,920 | | | Physicians Realty Trust REIT | | | 3,434,285 | |
| 4,201 | | | PS Business Parks, Inc. REIT | | | 707,994 | |
| 100,410 | | | STORE Capital Corp. REIT | | | 3,332,608 | |
| | | | | | | | |
| | | | | | | 36,904,513 | |
| | | | | | | | |
| | | Retailing - 1.2% | |
| 27,320 | | | Expedia Group, Inc. | | | 3,634,380 | |
| | | | | | | | |
| | | Semiconductors & Semiconductor Equipment - 3.9% | |
| 125,169 | | | Ichor Holdings Ltd.* | | | 2,958,995 | |
| 27,354 | | | KLA-Tencor Corp. | | | 3,233,243 | |
| 12,633 | | | Lam Research Corp. | | | 2,372,983 | |
| 76,606 | | | Silicon Motion Technology Corp. ADR | | | 3,399,774 | |
| | | | | | | | |
| | | | | | | 11,964,995 | |
| | | | | | | | |
| | | Software & Services - 5.4% | |
| 61,191 | | | Amdocs Ltd. | | | 3,799,349 | |
| 79,578 | | | Leidos Holdings, Inc. | | | 6,354,303 | |
| 78,874 | | | SS&C Technologies Holdings, Inc. | | | 4,543,931 | |
| 8,772 | | | VeriSign, Inc.* | | | 1,834,752 | |
| | | | | | | | |
| | | | | | | 16,532,335 | |
| | | | | | | | |
| | | Technology Hardware & Equipment - 4.8% | |
| 60,278 | | | Arrow Electronics, Inc.* | | | 4,296,013 | |
| 21,508 | | | Coherent, Inc.* | | | 2,933,046 | |
| 69,786 | | | Itron, Inc.* | | | 4,366,510 | |
| 58,697 | | | Lumentum Holdings, Inc.* | | | 3,135,007 | |
| | | | | | | | |
| | | | | | | 14,730,576 | |
| | | | | | | | |
| | | Telecommunication Services - 1.2% | |
| 65,332 | | | Millicom International Cellular S.A. | | | 3,677,634 | |
| | | | | | | | |
| | | Transportation - 2.5% | |
| 49,264 | | | Genesee & Wyoming, Inc. Class A* | | | 4,926,400 | |
| 144,766 | | | JetBlue Airways Corp.* | | | 2,676,723 | |
| | | | | | | | |
| | | | | | | 7,603,123 | |
| | | | | | | | |
| | | Utilities - 6.9% | |
| 113,095 | | | Alliant Energy Corp. | | | 5,550,703 | |
| 46,743 | | | Evergy, Inc. | | | 2,811,591 | |
| 38,547 | | | Sempra Energy | | | 5,297,900 | |
| 139,679 | | | UGI Corp. | | | 7,460,255 | |
| | | | | | | | |
| | | | | | | 21,120,449 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks (cost $269,708,190) | | $ | 303,026,994 | |
| | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford MidCap Value HLS Fund |
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
SHORT-TERM INVESTMENTS - 2.7% | |
| | | Other Investment Pools & Funds - 1.2% | |
| 3,715,176 | | | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.29%(2) | | $ | 3,715,176 | |
| | | | | | | | |
| | | Securities Lending Collateral - 1.5% | |
| 224,007 | | | Citibank NA DDCA, 2.36%, 7/1/2019(2) | | | 224,007 | |
| 2,033,406 | | | Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.28%(2) | | | 2,033,406 | |
| 283,401 | | | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.28%(2) | | | 283,401 | |
| 861,684 | | | Invesco Government & Agency Portfolio, Institutional Class, 2.25%(2) | | | 861,684 | |
| 1,004,371 | | | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.29%(2) | | | 1,004,371 | |
| 73,276 | | | Western Asset Institutional Government Reserves Fund, Institutional Class, 2.21%(2) | | | 73,276 | |
| | | | | | | | |
| | | | | | | 4,480,145 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments (cost $8,195,321) | | $ | 8,195,321 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | |
| | | | Total Investments (cost $277,903,511) | | | 101.5 | % | | $ | 311,222,315 | |
| | | | Other Assets and Liabilities | | | (1.5 | )% | | | (4,549,144 | ) |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 306,673,171 | |
| | | | | | | | | | | | |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
| Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. |
| Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. |
| For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
| See “Glossary” for abbreviation descriptions. |
(1) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(2) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2019 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Banks | | $ | 26,320,089 | | | $ | 26,320,089 | | | $ | — | | | $ | — | |
Capital Goods | | | 29,926,242 | | | | 29,926,242 | | | | — | | | | — | |
Commercial & Professional Services | | | 4,695,017 | | | | 4,695,017 | | | | — | | | | — | |
Consumer Durables & Apparel | | | 6,062,146 | | | | 6,062,146 | | | | — | | | | — | |
Consumer Services | | | 2,833,005 | | | | 2,833,005 | | | | — | | | | — | |
Diversified Financials | | | 3,340,239 | | | | 3,340,239 | | | | — | | | | — | |
Energy | | | 21,380,658 | | | | 21,380,658 | | | | — | | | | — | |
Food & Staples Retailing | | | 4,870,441 | | | | 4,870,441 | | | | — | | | | — | |
Food, Beverage & Tobacco | | | 2,080,752 | | | | 2,080,752 | | | | — | | | | — | |
Health Care Equipment & Services | | | 22,707,960 | | | | 22,707,960 | | | | — | | | | — | |
Insurance | | | 28,460,266 | | | | 25,251,530 | | | | 3,208,736 | | | | — | |
Materials | | | 25,698,989 | | | | 23,376,655 | | | | 2,322,334 | | | | — | |
Media & Entertainment | | | 8,483,185 | | | | 8,483,185 | | | | — | | | | — | |
Real Estate | | | 36,904,513 | | | | 36,904,513 | | | | — | | | | — | |
Retailing | | | 3,634,380 | | | | 3,634,380 | | | | — | | | | — | |
Semiconductors & Semiconductor Equipment | | | 11,964,995 | | | | 11,964,995 | | | | — | | | | — | |
Software & Services | | | 16,532,335 | | | | 16,532,335 | | | | — | | | | — | |
Technology Hardware & Equipment | | | 14,730,576 | | | | 14,730,576 | | | | — | | | | — | |
Telecommunication Services | | | 3,677,634 | | | | — | | | | 3,677,634 | | | | — | |
Transportation | | | 7,603,123 | | | | 7,603,123 | | | | — | | | | — | |
Utilities | | | 21,120,449 | | | | 21,120,449 | | | | — | | | | — | |
Short-Term Investments | | | 8,195,321 | | | | 8,195,321 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 311,222,315 | | | $ | 302,013,611 | | | $ | 9,208,704 | | | $ | — | |
| | | | | | | | | | | | | | | | |
(1) | For thesix-month period ended June 30, 2019, 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, 2019 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 95.9% | |
| | | Automobiles & Components - 0.8% | |
| 170,497 | | | Cooper Tire & Rubber Co. | | $ | 5,379,180 | |
| 94,437 | | | Visteon Corp.* | | | 5,532,120 | |
| | | | | | | | |
| | | | | | | 10,911,300 | |
| | | | | | | | |
| | | Banks - 4.3% | |
| 224,328 | | | First Busey Corp. | | | 5,924,502 | |
| 269,394 | | | First Hawaiian, Inc. | | | 6,969,223 | |
| 120,634 | | | IBERIABANK Corp. | | | 9,150,089 | |
| 892,821 | | | MGIC Investment Corp.* | | | 11,731,668 | |
| 235,637 | | | Seacoast Banking Corp. of Florida* | | | 5,994,605 | |
| 462,583 | | | Sterling Bancorp | | | 9,843,766 | |
| 216,650 | | | Triumph Bancorp, Inc.* | | | 6,293,683 | |
| | | | | | | | |
| | | | | | | 55,907,536 | |
| | | | | | | | |
| | | Capital Goods - 11.7% | |
| 264,913 | | | Aerojet Rocketdyne Holdings, Inc.* | | | 11,860,155 | |
| 275,085 | | | Altra Industrial Motion Corp. | | | 9,870,050 | |
| 71,402 | | | American Woodmark Corp.* | | | 6,042,037 | |
| 180,781 | | | Applied Industrial Technologies, Inc. | | | 11,123,455 | |
| 81,144 | | | Armstrong World Industries, Inc. | | | 7,887,197 | |
| 129,891 | | | Axon Enterprise, Inc.* | | | 8,340,301 | |
| 133,290 | | | AZZ, Inc. | | | 6,134,006 | |
| 108,581 | | | EnerSys | | | 7,437,798 | |
| 172,382 | | | Generac Holdings, Inc.* | | | 11,965,035 | |
| 194,356 | | | ITT, Inc. | | | 12,726,431 | |
| 251,685 | | | JELD-WEN Holding, Inc.* | | | 5,343,272 | |
| 134,208 | | | John Bean Technologies Corp. | | | 16,256,615 | |
| 103,300 | | | Mercury Systems, Inc.* | | | 7,267,155 | |
| 414,771 | | | Milacron Holdings Corp.* | | | 5,723,840 | |
| 166,903 | | | Patrick Industries, Inc.* | | | 8,209,959 | |
| 310,555 | | | Rexnord Corp.* | | | 9,384,972 | |
| 103,949 | | | SPX FLOW, Inc.* | | | 4,351,305 | |
| 224,045 | | | Welbilt, Inc.* | | | 3,741,551 | |
| | | | | | | | |
| | | | | | | 153,665,134 | |
| | | | | | | | |
| | | Commercial & Professional Services - 4.4% | |
| 200,336 | | | ASGN, Inc.* | | | 12,140,362 | |
| 134,078 | | | Clean Harbors, Inc.* | | | 9,532,946 | |
| 208,678 | | | Exponent, Inc. | | | 12,216,010 | |
| 90,273 | | | Huron Consulting Group, Inc.* | | | 4,547,954 | |
| 78,861 | | | Insperity, Inc. | | | 9,632,082 | |
| 95,516 | | | MSA Safety, Inc. | | | 10,066,431 | |
| | | | | | | | |
| | | | | | | 58,135,785 | |
| | | | | | | | |
| | | Consumer Durables & Apparel - 6.0% | |
| 12,300 | | | American Outdoor Brands Corp.* | | | 110,823 | |
| 119,282 | | | Carter’s, Inc. | | | 11,634,766 | |
| 159,817 | | | Oxford Industries, Inc. | | | 12,114,129 | |
| 468,840 | | | Steven Madden Ltd. | | | 15,917,118 | |
| 199,318 | | | TopBuild Corp.* | | | 16,495,558 | |
| 497,235 | | | Wolverine World Wide, Inc. | | | 13,693,852 | |
| 280,697 | | | YETI Holdings, Inc.*(1) | | | 8,126,178 | |
| | | | | | | | |
| | | | | | | 78,092,424 | |
| | | | | | | | |
| | | Consumer Services - 2.7% | |
| 108,281 | | | Dunkin’ Brands Group, Inc. | | | 8,625,664 | |
| 130,409 | | | Marriott Vacations Worldwide Corp. | | | 12,571,428 | |
| 144,903 | | | Wingstop, Inc. | | | 13,729,559 | |
| | | | | | | | |
| | | | | | | 34,926,651 | |
| | | | | | | | |
| | | Diversified Financials - 2.6% | |
| 258,472 | | | Blucora, Inc.* | | | 7,849,795 | |
| 117,830 | | | Evercore, Inc. Class A | | | 10,436,203 | |
| 182,583 | | | OneMain Holdings, Inc. | | | 6,173,131 | |
| 1,018,700 | | | SLM Corp. | | | 9,901,764 | |
| | | | | | | | |
| | | | | | | 34,360,893 | |
| | | | | | | | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 95.9% - (continued) | |
| | | Energy - 1.3% | |
| 792,746 | | | Kosmos Energy Ltd. | | $ | 4,970,518 | |
| 133,450 | | | PDC Energy, Inc.* | | | 4,812,207 | |
| 345,673 | | | ProPetro Holding Corp.* | | | 7,155,431 | |
| | | | | | | | |
| | | | | | | 16,938,156 | |
| | | | | | | | |
| | | Food & Staples Retailing - 1.6% | |
| 48,686 | | | Casey’s General Stores, Inc. | | | 7,594,529 | |
| 346,941 | | | Performance Food Group Co.* | | | 13,888,048 | |
| | | | | | | | |
| | | | | | | 21,482,577 | |
| | | | | | | | |
| | | Food, Beverage & Tobacco - 1.7% | |
| 114,428 | | | Freshpet, Inc.* | | | 5,207,618 | |
| 688,567 | | | Hostess Brands, Inc.* | | | 9,942,907 | |
| 64,015 | | | Post Holdings, Inc.* | | | 6,655,640 | |
| | | | | | | | |
| | | | | | | 21,806,165 | |
| | | | | | | | |
| | | Health Care Equipment & Services - 13.6% | |
| 240,697 | | | AtriCure, Inc.* | | | 7,182,399 | |
| 224,405 | | | Cardiovascular Systems, Inc.* | | | 9,633,707 | |
| 262,923 | | | Globus Medical, Inc. Class A* | | | 11,121,643 | |
| 113,249 | | | Haemonetics Corp.* | | | 13,628,385 | |
| 365,056 | | | HMS Holdings Corp.* | | | 11,824,164 | |
| 41,107 | | | ICU Medical, Inc.* | | | 10,355,264 | |
| 88,046 | | | Insulet Corp.* | | | 10,510,932 | |
| 95,489 | | | Integer Holdings Corp.* | | | 8,013,437 | |
| 159,632 | | | Integra LifeSciences Holdings Corp.* | | | 8,915,447 | |
| 83,588 | | | LHC Group, Inc.* | | | 9,995,453 | |
| 75,892 | | | Medidata Solutions, Inc.* | | | 6,868,985 | |
| 221,172 | | | Merit Medical Systems, Inc.* | | | 13,173,004 | |
| 193,876 | | | Omnicell, Inc.* | | | 16,679,152 | |
| 451,462 | | | OraSure Technologies, Inc.* | | | 4,189,567 | |
| 54,806 | | | Orthofix Medical, Inc.* | | | 2,898,141 | |
| 89,313 | | | Providence Service Corp.* | | | 5,121,208 | |
| 682,983 | | | R1 RCM, Inc.* | | | 8,591,926 | |
| 109,252 | | | Tandem Diabetes Care, Inc.* | | | 7,048,939 | |
| 111,379 | | | Teladoc Health, Inc.*(1) | | | 7,396,679 | |
| 47,321 | | | U.S. Physical Therapy, Inc. | | | 5,800,135 | |
| | | | | | | | |
| | | | | | | 178,948,567 | |
| | | | | | | | |
| | | Insurance - 1.0% | |
| 292,643 | | | James River Group Holdings Ltd. | | | 13,724,957 | |
| | | | | | | | |
| | | Materials - 3.0% | |
| 163,999 | | | Boise Cascade Co. | | | 4,610,012 | |
| 607,651 | | | Graphic Packaging Holding Co. | | | 8,494,961 | |
| 440,659 | | | Livent Corp.* | | | 3,049,360 | |
| 232,276 | | | Louisiana-Pacific Corp. | | | 6,090,277 | |
| 497,560 | | | OMNOVA Solutions, Inc.* | | | 3,099,799 | |
| 236,394 | | | PolyOne Corp. | | | 7,420,408 | |
| 332,365 | | | Summit Materials, Inc. Class A* | | | 6,398,026 | |
| | | | | | | | |
| | | | | | | 39,162,843 | |
| | | | | | | | |
| | | Media & Entertainment - 0.5% | |
| 191,120 | | | Cargurus, Inc.* | | | 6,901,343 | |
| | | | | | | | |
| | | Pharmaceuticals, Biotechnology & Life Sciences - 14.0% | |
| 227,314 | | | Abeona Therapeutics, Inc.* | | | 1,086,561 | |
| 145,720 | | | Aerie Pharmaceuticals, Inc.* | | | 4,306,026 | |
| 54,568 | | | Agios Pharmaceuticals, Inc.*(1) | | | 2,721,852 | |
| 461,419 | | | Alder Biopharmaceuticals, Inc.* | | | 5,430,902 | |
| 629,556 | | | Amicus Therapeutics, Inc.* | | | 7,856,859 | |
| 442,737 | | | Amneal Pharmaceuticals, Inc.* | | | 3,174,424 | |
| 292,681 | | | Apellis Pharmaceuticals, Inc.* | | | 7,416,536 | |
| 186,620 | | | Arena Pharmaceuticals, Inc.* | | | 10,941,531 | |
| 254,731 | | | Array BioPharma, Inc.* | | | 11,801,687 | |
| 103,151 | | | Assembly Biosciences, Inc.* | | | 1,391,507 | |
| 151,423 | | | Audentes Therapeutics, Inc.* | | | 5,732,875 | |
| 120,621 | | | Biohaven Pharmaceutical Holding Co., Ltd.* | | | 5,281,994 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Small Cap Growth HLS Fund |
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 95.9% - (continued) | |
| | | Pharmaceuticals, Biotechnology & Life Sciences - 14.0% - (continued) | |
| 137,074 | | | Blueprint Medicines Corp.* | | $ | 12,930,190 | |
| 189,217 | | | Catalent, Inc.* | | | 10,257,453 | |
| 470,294 | | | Cymabay Therapeutics, Inc.* | | | 3,367,305 | |
| 11,100 | | | CytomX Therapeutics, Inc.* | | | 124,542 | |
| 159,036 | | | Flexion Therapeutics, Inc.*(1) | | | 1,956,143 | |
| 132,463 | | | G1 Therapeutics, Inc.* | | | 4,061,315 | |
| 182,017 | | | GlycoMimetics, Inc.* | | | 2,169,643 | |
| 335,593 | | | Heron Therapeutics, Inc.*(1) | | | 6,238,674 | |
| 148,889 | | | Insmed, Inc.* | | | 3,811,558 | |
| 196,530 | | | Intersect ENT, Inc.* | | | 4,473,023 | |
| 45,700 | | | Iovance Biotherapeutics, Inc.* | | | 1,120,564 | |
| 112,700 | | | Karyopharm Therapeutics, Inc.*(1) | | | 675,073 | |
| 45,147 | | | Ligand Pharmaceuticals, Inc.* | | | 5,153,530 | |
| 16,830 | | | Madrigal Pharmaceuticals, Inc.* | | | 1,763,952 | |
| 149,805 | | | MyoKardia, Inc.* | | | 7,511,223 | |
| 263,362 | | | NanoString Technologies, Inc.* | | | 7,993,037 | |
| 158,430 | | | Portola Pharmaceuticals, Inc.* | | | 4,298,206 | |
| 74,009 | | | Reata Pharmaceuticals, Inc. Class A* | | | 6,982,749 | |
| 97,714 | | | REGENXBIO, Inc.* | | | 5,019,568 | |
| 267,912 | | | Revance Therapeutics, Inc.* | | | 3,474,819 | |
| 860,583 | | | Rigel Pharmaceuticals, Inc.* | | | 2,246,122 | |
| 36,703 | | | Spark Therapeutics, Inc.* | | | 3,757,653 | |
| 148,549 | | | Syneos Health, Inc.* | | | 7,589,368 | |
| 150,256 | | | Ultragenyx Pharmaceutical, Inc.* | | | 9,541,256 | |
| | | | | | | | |
| | | | | | | 183,659,720 | |
| | | | | | | | |
| | | Real Estate - 2.8% | |
| 298,772 | | | Columbia Property Trust, Inc. REIT | | | 6,196,531 | |
| 61,454 | | | Coresite Realty Corp. REIT | | | 7,077,657 | |
| 227,697 | | | Corporate Office Properties Trust REIT | | | 6,004,370 | |
| 19,735 | | | Independence Realty Trust, Inc. REIT | | | 228,334 | |
| 249,604 | | | Pebblebrook Hotel Trust REIT | | | 7,033,841 | |
| 64,258 | | | PS Business Parks, Inc. REIT | | | 10,829,401 | |
| | | | | | | | |
| | | | | | | 37,370,134 | |
| | | | | | | | |
| | | Retailing - 4.0% | |
| 428,579 | | | Caleres, Inc. | | | 8,537,294 | |
| 149,991 | | | Core-Mark Holding Co., Inc. | | | 5,957,643 | |
| 73,867 | | | Etsy, Inc.* | | | 4,533,218 | |
| 65,805 | | | Five Below, Inc.* | | | 7,897,916 | |
| 199,837 | | | Floor & Decor Holdings, Inc. Class A* | | | 8,373,170 | |
| 130,849 | | | Foot Locker, Inc. | | | 5,485,190 | |
| 133,857 | | | Liberty Expedia Holdings, Inc. Class A* | | | 6,397,026 | |
| 216,063 | | | Urban Outfitters, Inc.* | | | 4,915,433 | |
| | | | | | | | |
| | | | | | | 52,096,890 | |
| | | | | | | | |
| | | Semiconductors & Semiconductor Equipment - 2.4% | |
| 131,960 | | | Cirrus Logic, Inc.* | | | 5,766,652 | |
| 398,583 | | | Cohu, Inc. | | | 6,150,136 | |
| 296,326 | | | Entegris, Inc. | | | 11,058,886 | |
| 523,449 | | | FormFactor, Inc.* | | | 8,202,446 | |
| | | | | | | | |
| | | | | | | 31,178,120 | |
| | | | | | | | |
| | | Software & Services - 13.0% | |
| 111,638 | | | 2U, Inc.* | | | 4,202,054 | |
| 273,297 | | | 8x8, Inc.* | | | 6,586,458 | |
| 157,119 | | | Blackbaud, Inc. | | | 13,119,436 | |
| 55,362 | | | CACI International, Inc. Class A* | | | 11,326,512 | |
| 217,401 | | | Carbonite, Inc.* | | | 5,661,122 | |
| 95,080 | | | Everbridge, Inc.* | | | 8,502,054 | |
| 238,110 | | | Five9, Inc.* | | | 12,212,662 | |
| 274,928 | | | ForeScout Technologies, Inc.* | | | 9,309,062 | |
| 42,604 | | | HubSpot, Inc.* | | | 7,264,834 | |
| 137,038 | | | Instructure, Inc.* | | | 5,824,115 | |
| 121,386 | | | LiveRamp Holdings, Inc.* | | | 5,884,793 | |
| 78,721 | | | New Relic, Inc.* | | | 6,810,154 | |
| 115,899 | | | Paylocity Holding Corp.* | | | 10,873,644 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 95.9% - (continued) | |
| | | Software & Services - 13.0% - (continued) | |
| 131,673 | | | Pegasystems, Inc. | | $ | 9,376,434 | |
| 122,470 | | | PROS Holdings, Inc.* | | | 7,747,452 | |
| 90,546 | | | Q2 Holdings, Inc.* | | | 6,914,093 | |
| 171,209 | | | Rapid7, Inc.* | | | 9,902,728 | |
| 317,641 | | | SailPoint Technologies Holding, Inc.* | | | 6,365,526 | |
| 165,195 | | | Science Applications International Corp. | | | 14,299,279 | |
| 331,564 | | | SVMK, Inc.*(1) | | | 5,474,122 | |
| 12,414 | | | Trade Desk, Inc. Class A* | | | 2,827,661 | |
| | | | | | | | |
| | | | | | | 170,484,195 | |
| | | | | | | | |
| | | Technology Hardware & Equipment - 2.9% | |
| 251,294 | | | CTS Corp. | | | 6,930,689 | |
| 163,669 | | | Itron, Inc.* | | | 10,240,769 | |
| 223,871 | | | Lumentum Holdings, Inc.* | | | 11,956,950 | |
| 53,109 | | | Rogers Corp.* | | | 9,165,551 | |
| | | | | | | | |
| | | | | | | 38,293,959 | |
| | | | | | | | |
| | | Telecommunication Services - 0.3% | |
| 605,081 | | | ORBCOMM, Inc.* | | | 4,386,837 | |
| | | | | | | | |
| | | Transportation - 1.3% | |
| 121,174 | | | Genesee & Wyoming, Inc. Class A* | | | 12,117,400 | |
| 246,116 | | | Marten Transport Ltd. | | | 4,467,005 | |
| | | | | | | | |
| | | | | | | 16,584,405 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks (cost $1,113,451,899) | | $ | 1,259,018,591 | |
| | | | | | | | |
|
EXCHANGE-TRADED FUNDS - 2.9% | |
| | | Other Investment Pools & Funds - 2.9% | |
| 190,644 | | | iShares Russell 2000 Growth ETF(1) | | $ | 38,294,660 | |
| | | | | | | | |
| | |
| | | | Total Exchange-Traded Funds (cost $33,258,260) | | $ | 38,294,660 | |
| | | | | | | | |
| | |
| | | | Total Long-Term Investments (cost $1,146,710,159) | | $ | 1,297,313,251 | |
| | | | | | | | |
|
SHORT-TERM INVESTMENTS - 5.4% | |
| | | Other Investment Pools & Funds - 1.8% | |
| 23,715,573 | | | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.29%(2) | | $ | 23,715,573 | |
| | | | | | | | |
| | | Securities Lending Collateral - 3.6% | |
| 2,341,740 | | | Citibank NA DDCA, 2.36%, 7/1/2019(2) | | | 2,341,740 | |
| 21,256,936 | | | Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.28%(2) | | | 21,256,936 | |
| 2,962,633 | | | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.28%(2) | | | 2,962,633 | |
| 9,007,917 | | | Invesco Government & Agency Portfolio, Institutional Class, 2.25%(2) | | | 9,007,917 | |
| 10,499,551 | | | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.29%(2) | | | 10,499,551 | |
| 766,020 | | | Western Asset Institutional Government Reserves Fund, Institutional Class, 2.21%(2) | | | 766,020 | |
| | | | | | | | |
| | | | | | | 46,834,797 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments (cost $70,550,370) | | $ | 70,550,370 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | |
| | | | Total Investments (cost $1,217,260,529) | | | 104.2 | % | | $ | 1,367,863,621 | |
| | | | Other Assets and Liabilities | | | (4.2 | )% | | | (55,107,209 | ) |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 1,312,756,412 | |
| | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Small Cap Growth HLS Fund |
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
| Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. |
| For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
| See “Glossary” for abbreviation descriptions. |
(1) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(2) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2019 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Automobiles & Components | | $ | 10,911,300 | | | $ | 10,911,300 | | | $ | — | | | $ | — | |
Banks | | | 55,907,536 | | | | 55,907,536 | | | | — | | | | — | |
Capital Goods | | | 153,665,134 | | | | 153,665,134 | | | | — | | | | — | |
Commercial & Professional Services | | | 58,135,785 | | | | 58,135,785 | | | | — | | | | — | |
Consumer Durables & Apparel | | | 78,092,424 | | | | 78,092,424 | | | | — | | | | — | |
Consumer Services | | | 34,926,651 | | | | 34,926,651 | | | | — | | | | — | |
Diversified Financials | | | 34,360,893 | | | | 34,360,893 | | | | — | | | | — | |
Energy | | | 16,938,156 | | | | 16,938,156 | | | | — | | | | — | |
Food & Staples Retailing | | | 21,482,577 | | | | 21,482,577 | | | | — | | | | — | |
Food, Beverage & Tobacco | | | 21,806,165 | | | | 21,806,165 | | | | — | | | | — | |
Health Care Equipment & Services | | | 178,948,567 | | | | 178,948,567 | | | | — | | | | — | |
Insurance | | | 13,724,957 | | | | 13,724,957 | | | | — | | | | — | |
Materials | | | 39,162,843 | | | | 39,162,843 | | | | — | | | | — | |
Media & Entertainment | | | 6,901,343 | | | | 6,901,343 | | | | — | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 183,659,720 | | | | 183,659,720 | | | | — | | | | — | |
Real Estate | | | 37,370,134 | | | | 37,370,134 | | | | — | | | | — | |
Retailing | | | 52,096,890 | | | | 52,096,890 | | | | — | | | | — | |
Semiconductors & Semiconductor Equipment | | | 31,178,120 | | | | 31,178,120 | | | | — | | | | — | |
Software & Services | | | 170,484,195 | | | | 170,484,195 | | | | — | | | | — | |
Technology Hardware & Equipment | | | 38,293,959 | | | | 38,293,959 | | | | — | | | | — | |
Telecommunication Services | | | 4,386,837 | | | | 4,386,837 | | | | — | | | | — | |
Transportation | | | 16,584,405 | | | | 16,584,405 | | | | — | | | | — | |
Exchange-Traded Funds | | | 38,294,660 | | | | 38,294,660 | | | | — | | | | — | |
Short-Term Investments | | | 70,550,370 | | | | 70,550,370 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 1,367,863,621 | | | $ | 1,367,863,621 | | | $ | — | | | $ | — | |
| | | | | | | | | | | | | | | | |
(1) | For thesix-month period ended June 30, 2019, 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, 2019 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 96.1% | |
| | | Automobiles & Components - 2.0% | |
| 63,900 | | | LCI Industries | | $ | 5,751,000 | |
| 174,413 | | | Winnebago Industries, Inc. | | | 6,741,062 | |
| | | | | | | | |
| | | | | | | 12,492,062 | |
| | | | | | | | |
| | | Banks - 5.3% | |
| 163,500 | | | Atlantic Union Bankshares Corp. | | | 5,776,455 | |
| 205,639 | | | BancorpSouth Bank | | | 5,971,757 | |
| 156,373 | | | CenterState Bank Corp. | | | 3,601,270 | |
| 475,945 | | | MGIC Investment Corp.* | | | 6,253,917 | |
| 374,444 | | | Sterling Bancorp | | | 7,968,169 | |
| 65,149 | | | Texas Capital Bancshares, Inc.* | | | 3,998,194 | |
| | | | | | | | |
| | | | | | | 33,569,762 | |
| | | | | | | | |
| | | Capital Goods - 11.0% | |
| 351,187 | | | Actuant Corp. Class A | | | 8,712,949 | |
| 186,087 | | | Aerojet Rocketdyne Holdings, Inc.* | | | 8,331,115 | |
| 125,930 | | | Argan, Inc. | | | 5,107,721 | |
| 30,687 | | | Axon Enterprise, Inc.* | | | 1,970,412 | |
| 158,339 | | | EnerSys | | | 10,846,222 | |
| 238,409 | | | ITT, Inc. | | | 15,611,021 | |
| 23,197 | | | Kadant, Inc. | | | 2,106,520 | |
�� | 60,269 | | | Patrick Industries, Inc.* | | | 2,964,632 | |
| 456,599 | | | Rexnord Corp.* | | | 13,798,422 | |
| | | | | | | | |
| | | | | | | 69,449,014 | |
| | | | | | | | |
| | | Commercial & Professional Services - 3.8% | |
| 116,516 | | | Brink’s Co. | | | 9,458,769 | |
| 84,467 | | | McGrath Rent Corp. | | | 5,249,624 | |
| 139,601 | | | TriNet Group, Inc.* | | | 9,464,948 | |
| | | | | | | | |
| | | | | | | 24,173,341 | |
| | | | | | | | |
| | | Consumer Durables & Apparel - 7.7% | |
| 247,566 | | | Acushnet Holdings Corp. | | | 6,501,083 | |
| 103,911 | | | Carter’s, Inc. | | | 10,135,479 | |
| 25,785 | | | Cavco Industries, Inc.* | | | 4,062,169 | |
| 278,827 | | | Century Communities, Inc.* | | | 7,411,222 | |
| 318,369 | | | Skyline Champion Corp.* | | | 8,716,943 | |
| 341,253 | | | Under Armour, Inc. Class C* | | | 7,575,816 | |
| 151,060 | | | YETI Holdings, Inc.*(1) | | | 4,373,187 | |
| | | | | | | | |
| | | | | | | 48,775,899 | |
| | | | | | | | |
| | | Consumer Services - 6.7% | |
| 111,800 | | | BJ’s Restaurants, Inc. | | | 4,912,492 | |
| 191,967 | | | Chegg, Inc.* | | | 7,408,006 | |
| 909,759 | | | DraftKings, Inc.*(2)(3)(4) | | | 2,547,325 | |
| 63,435 | | | Grand Canyon Education, Inc.* | | | 7,423,164 | |
| 125,246 | | | Marriott Vacations Worldwide Corp. | | | 12,073,714 | |
| 114,981 | | | Planet Fitness, Inc. Class A* | | | 8,329,224 | |
| | | | | | | | |
| | | | | | | 42,693,925 | |
| | | | | | | | |
| | | Diversified Financials - 0.6% | |
| 73,798 | | | Green Dot Corp. Class A* | | | 3,608,722 | |
| | | | | | | | |
| | | Energy - 0.7% | |
| 147,621 | | | Viper Energy Partners L.P. | | | 4,549,679 | |
| | | | | | | | |
| | | Food & Staples Retailing - 1.1% | |
| 170,835 | | | Performance Food Group Co.* | | | 6,838,525 | |
| | | | | | | | |
| | | Food, Beverage & Tobacco - 1.1% | |
| 105,047 | | | MGP Ingredients, Inc.(1) | | | 6,965,667 | |
| | | | | | | | |
| | | Health Care Equipment & Services - 14.2% | |
| 38,193 | | | Amedisys, Inc.* | | | 4,637,012 | |
| 146,185 | | | Globus Medical, Inc. Class A* | | | 6,183,625 | |
| 89,071 | | | Haemonetics Corp.* | | | 10,718,804 | |
| 79,896 | | | Hill-Rom Holdings, Inc. | | | 8,358,720 | |
| 212,825 | | | HMS Holdings Corp.* | | | 6,893,402 | |
| 111,865 | | | Insulet Corp.* | | | 13,354,444 | |
| 169,284 | | | Merit Medical Systems, Inc.* | | | 10,082,555 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 96.1% - (continued) | |
| | | Health Care Equipment & Services - 14.2% - (continued) | |
| 163,284 | | | Omnicell, Inc.* | | $ | 14,047,322 | |
| 54,462 | | | Penumbra, Inc.* | | | 8,713,920 | |
| 114,231 | | | Tandem Diabetes Care, Inc.* | | | 7,370,184 | |
| | | | | | | | |
| | | | | | | 90,359,988 | |
| | | | | | | | |
| | | Insurance - 0.9% | |
| 121,260 | | | James River Group Holdings Ltd. | | | 5,687,094 | |
| | | | | | | | |
| | | Materials - 2.3% | |
| 156,560 | | | Carpenter Technology Corp. | | | 7,511,749 | |
| 66,818 | | | Ingevity Corp.* | | | 7,027,249 | |
| | | | | | | | |
| | | | | | | 14,538,998 | |
| | | | | | | | |
| | | Pharmaceuticals, Biotechnology & Life Sciences - 13.0% | |
| 106,453 | | | Aerie Pharmaceuticals, Inc.* | | | 3,145,686 | |
| 413,632 | | | Amicus Therapeutics, Inc.* | | | 5,162,127 | |
| 134,975 | | | Apellis Pharmaceuticals, Inc.* | | | 3,420,267 | |
| 108,637 | | | Arena Pharmaceuticals, Inc.* | | | 6,369,387 | |
| 117,348 | | | Array BioPharma, Inc.* | | | 5,436,733 | |
| 25,214 | | | Ascendis Pharma AS ADR* | | | 2,903,392 | |
| 80,355 | | | CareDx, Inc.* | | | 2,891,976 | |
| 95,025 | | | CytomX Therapeutics, Inc.* | | | 1,066,181 | |
| 88,120 | | | Exact Sciences Corp.* | | | 10,401,685 | |
| 95,575 | | | G1 Therapeutics, Inc.* | | | 2,930,330 | |
| 46,572 | | | Galapagos N.V. ADR* | | | 6,004,528 | |
| 97,313 | | | Heron Therapeutics, Inc.*(1) | | | 1,809,049 | |
| 158,491 | | | Invitae Corp.* | | | 3,724,538 | |
| 181,083 | | | Karyopharm Therapeutics, Inc.* | | | 1,084,687 | |
| 76,129 | | | MyoKardia, Inc.* | | | 3,817,108 | |
| 219,145 | | | Orchard Therapeutics plc* | | | 3,065,839 | |
| 53,320 | | | PRA Health Sciences, Inc.* | | | 5,286,678 | |
| 97,102 | | | Ra Pharmaceuticals, Inc.* | | | 2,919,857 | |
| 150,566 | | | Revance Therapeutics, Inc.* | | | 1,952,841 | |
| 75,028 | | | Rhythm Pharmaceuticals, Inc.* | | | 1,650,616 | |
| 21,025 | | | Sage Therapeutics, Inc.* | | | 3,849,467 | |
| 336,108 | | | Sangamo Therapeutics, Inc.* | | | 3,619,883 | |
| | | | | | | | |
| | | | | | | 82,512,855 | |
| | | | | | | | |
| | | Real Estate - 4.2% | |
| 146,354 | | | Agree Realty Corp. REIT(1) | | | 9,373,974 | |
| 188,496 | | | Hannon Armstrong Sustainable Infrastructure Capital, Inc. REIT | | | 5,311,817 | |
| 156,987 | | | NexPoint Residential Trust, Inc. REIT | | | 6,499,262 | |
| 264,638 | | | Xenia Hotels & Resorts, Inc. REIT | | | 5,517,702 | |
| | | | | | | | |
| | | | | | | 26,702,755 | |
| | | | | | | | |
| | | Retailing - 2.4% | |
| 5,016,400 | | | Allstar Co.*(2)(3)(4) | | | 200,656 | |
| 49,713 | | | Etsy, Inc.* | | | 3,050,887 | |
| 22,444 | | | Five Below, Inc.* | | | 2,693,729 | |
| 173,929 | | | Floor & Decor Holdings, Inc. Class A* | | | 7,287,625 | |
| 43,094 | | | Tory Burch LLC*(2)(3)(4) | | | 2,115,055 | |
| | | | | | | | |
| | | | | | | 15,347,952 | |
| | | | | | | | |
| | | Semiconductors & Semiconductor Equipment - 2.2% | |
| 221,993 | | | Entegris, Inc. | | | 8,284,779 | |
| 373,230 | | | Tower Semiconductor Ltd.* | | | 5,885,837 | |
| | | | | | | | |
| | | | | | | 14,170,616 | |
| | | | | | | | |
| | | Software & Services - 14.2% | |
| 72,861 | | | 2U, Inc.* | | | 2,742,488 | |
| 32,302 | | | Alteryx, Inc. Class A*(1) | | | 3,524,794 | |
| 76,907 | | | Endava plc ADR* | | | 3,094,738 | |
| 19,299 | | | EPAM Systems, Inc.* | | | 3,340,657 | |
| 93,872 | | | Everbridge, Inc.* | | | 8,394,034 | |
| 16,033 | | | Fair Isaac Corp.* | | | 5,034,683 | |
| 152,633 | | | Five9, Inc.* | | | 7,828,547 | |
| 42,867 | | | Globant S.A.* | | | 4,331,710 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Small Company HLS Fund |
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 96.1% - (continued) | |
| | | Software & Services - 14.2% - (continued) | |
| 57,248 | | | Guidewire Software, Inc.* | | $ | 5,803,802 | |
| 23,579 | | | HubSpot, Inc.* | | | 4,020,691 | |
| 106,512 | | | LiveRamp Holdings, Inc.* | | | 5,163,702 | |
| 213,977 | | | Mimecast Ltd.* | | | 9,994,866 | |
| 182,951 | | | Pivotal Software, Inc. Class A* | | | 1,931,962 | |
| 101,266 | | | Rapid7, Inc.* | | | 5,857,225 | |
| 113,789 | | | Science Applications International Corp. | | | 9,849,576 | |
| 16,197 | | | Trade Desk, Inc. Class A* | | | 3,689,353 | |
| 61,121 | | | Zendesk, Inc.* | | | 5,441,603 | |
| | | | | | | | |
| | | | | | | 90,044,431 | |
| | | | | | | | |
| | | Technology Hardware & Equipment - 1.9% | |
| 35,669 | | | Lumentum Holdings, Inc.* | | | 1,905,081 | |
| 120,044 | | | nLight, Inc.* | | | 2,304,845 | |
| 36,391 | | | Zebra Technologies Corp. Class A* | | | 7,623,551 | |
| | | | | | | | |
| | | | | | | 11,833,477 | |
| | | | | | | | |
| | | Telecommunication Services - 0.8% | |
| 69,692 | | | Bandwidth, Inc. Class A* | | | 5,228,294 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks (cost $527,632,627) | | $ | 609,543,056 | |
| | | | | | | | |
|
PREFERRED STOCKS - 1.1% | |
| | | Retailing - 0.4% | |
| 74,004 | | | Honest Co., Inc.*(2)(3)(4) | | $ | 2,822,513 | |
| | | | | | | | |
| | | Software & Services - 0.7% | |
| 410,300 | | | MarkLogic Corp. Series F*(2)(3)(4) | | | 4,160,442 | |
| | | | | | | | |
| | |
| | | | Total Preferred Stocks (cost $8,151,359) | | $ | 6,982,955 | |
| | | | | | | | |
|
ESCROWS - 0.0%(5) | |
| | | Software & Services - 0.0% | |
| 157,023 | | | Veracode, Inc.*(2)(3)(4) | | $ | 85,420 | |
| | | | | | | | |
| | |
| | | | Total Escrows (cost $—) | | $ | 85,420 | |
| | | | | | | | |
| | |
| | | | Total Long-Term Investments (cost $535,783,986) | | $ | 616,611,431 | |
| | | | | | | | |
|
SHORT-TERM INVESTMENTS - 4.4% | |
| | | Other Investment Pools & Funds - 3.8% | |
| 23,750,554 | | | BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 2.35%(6) | | $ | 23,750,554 | |
| | | | | | | | |
| | | Securities Lending Collateral - 0.6% | |
| 199,874 | | | Citibank NA DDCA, 2.36%, 7/1/2019(6) | | | 199,874 | |
| 1,814,336 | | | Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.28%(6) | | | 1,814,336 | |
| 252,868 | | | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.28%(6) | | | 252,868 | |
| 768,850 | | | Invesco Government & Agency Portfolio, Institutional Class, 2.25%(6) | | | 768,850 | |
| 896,165 | | | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.29%(6) | | | 896,165 | |
| 65,382 | | | Western Asset Institutional Government Reserves Fund, Institutional Class, 2.21%(6) | | | 65,382 | |
| | | | | | | | |
| | | | | | | 3,997,475 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments (cost $27,748,029) | | $ | 27,748,029 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | |
| | | | Total Investments (cost $563,532,015) | | | 101.6 | % | | $ | 644,359,460 | |
| | | | Other Assets and Liabilities | | | (1.6 | )% | | | (9,933,669 | ) |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 634,425,791 | |
| | | | | | | | | | | | |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
| Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. |
| For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
| See “Glossary” for abbreviation descriptions. |
(1) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(2) | Investment valued using significant unobservable inputs. |
(3) | These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At June 30, 2019, the aggregate fair value of these securities was $11,931,411, which represented 1.9% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors. |
(4) | 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 $11,931,411 or 1.9% of net assets. |
| | | | | | | | | | | | | | | | |
Period Acquired | | | Security Name | | Shares/ Par Value | | | Base Total Cost | | | Base Market Value | |
| 08/2011 | | | Allstar Co. | | | 5,016,400 | | | $ | 2,182,229 | | | $ | 200,656 | |
| 07/2015 | | | DraftKings, Inc. | | | 909,759 | | | | 3,430,143 | | | | 2,547,325 | |
| 08/2015 | | | Honest Co., Inc. Preferred | | | 74,004 | | | | 3,386,053 | | | | 2,822,513 | |
| 04/2015 | | | MarkLogic Corp. Series F Preferred | | | 410,300 | | | | 4,765,306 | | | | 4,160,442 | |
| 11/2013 | | | Tory Burch LLC | | | 43,094 | | | | 3,377,559 | | | | 2,115,055 | |
| 04/2017 | | | Veracode, Inc. | | | 157,023 | | | | — | | | | 85,420 | |
| | | | | | | | | | | | | | | | |
| | | | | | | | | | $ | 17,141,290 | | | $ | 11,931,411 | |
| | | | | | | | | | | | | | | | |
(5) | Share amount represents shares of the issuer previously held that resulted in receipt of the escrow. |
(6) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
The accompanying notes are an integral part of these financial statements.
|
Hartford Small Company HLS Fund |
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2019 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Automobiles & Components | | $ | 12,492,062 | | | $ | 12,492,062 | | | $ | — | | | $ | — | |
Banks | | | 33,569,762 | | | | 33,569,762 | | | | — | | | | — | |
Capital Goods | | | 69,449,014 | | | | 69,449,014 | | | | — | | | | — | |
Commercial & Professional Services | | | 24,173,341 | | | | 24,173,341 | | | | — | | | | — | |
Consumer Durables & Apparel | | | 48,775,899 | | | | 48,775,899 | | | | — | | | | — | |
Consumer Services | | | 42,693,925 | | | | 40,146,600 | | | | — | | | | 2,547,325 | |
Diversified Financials | | | 3,608,722 | | | | 3,608,722 | | | | — | | | | — | |
Energy | | | 4,549,679 | | | | 4,549,679 | | | | — | | | | — | |
Food & Staples Retailing | | | 6,838,525 | | | | 6,838,525 | | | | — | | | | — | |
Food, Beverage & Tobacco | | | 6,965,667 | | | | 6,965,667 | | | | — | | | | — | |
Health Care Equipment & Services | | | 90,359,988 | | | | 90,359,988 | | | | — | | | | — | |
Insurance | | | 5,687,094 | | | | 5,687,094 | | | | — | | | | — | |
Materials | | | 14,538,998 | | | | 14,538,998 | | | | — | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 82,512,855 | | | | 82,512,855 | | | | — | | | | — | |
Real Estate | | | 26,702,755 | | | | 26,702,755 | | | | — | | | | — | |
Retailing | | | 15,347,952 | | | | 13,032,241 | | | | — | | | | 2,315,711 | |
Semiconductors & Semiconductor Equipment | | | 14,170,616 | | | | 14,170,616 | | | | — | | | | — | |
Software & Services | | | 90,044,431 | | | | 90,044,431 | | | | — | | | | — | |
Technology Hardware & Equipment | | | 11,833,477 | | | | 11,833,477 | | | | — | | | | — | |
Telecommunication Services | | | 5,228,294 | | | | 5,228,294 | | | | — | | | | — | |
Preferred Stocks | | | 6,982,955 | | | | — | | | | — | | | | 6,982,955 | |
Escrows | | | 85,420 | | | | — | | | | — | | | | 85,420 | |
Short-Term Investments | | | 27,748,029 | | | | 27,748,029 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 644,359,460 | | | $ | 632,428,049 | | | $ | — | | | $ | 11,931,411 | |
| | | | | | | | | | | | | | | | |
(1) | For thesix-month period ended June 30, 2019, there were no transfers in and out of Level 3. |
The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for thesix-month period ended June 30, 2019:
| | | | | | | | | | | | | | | | |
| | Common Stocks | | | Preferred Stocks | | | Escrows | | | Total | |
Beginning balance | | $ | 5,772,836 | | | $ | 6,821,907 | | | $ | 178,845 | | | $ | 12,773,588 | |
Purchases | | | — | | | | — | | | | — | | | | — | |
Sales | | | — | | | | — | | | | (103,805 | ) | | | (103,805 | ) |
Accrued discounts/(premiums) | | | — | | | | — | | | | — | | | | — | |
Total realized gain/(loss) | | | — | | | | — | | | | 103,805 | | | | 103,805 | |
Net change in unrealized appreciation/depreciation | | | (909,800 | ) | | | 161,048 | | | | (93,425 | ) | | | (842,177 | ) |
Transfers into Level 3 | | | — | | | | — | | | | — | | | | — | |
Transfers out of Level 3 | | | — | | | | — | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Ending balance | | $ | 4,863,036 | | | $ | 6,982,955 | | | $ | 85,420 | | | $ | 11,931,411 | |
| | | | | | | | | | | | | | | | |
The change in net unrealized appreciation/(depreciation) relating to the Level 3 investments held at June 30, 2019 was $ 842,177.
The accompanying notes are an integral part of these financial statements.
Schedule of Investments
June 30, 2019 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 98.3% | |
| | | Banks - 2.3% | |
| 249,567 | | | PNC Financial Services Group, Inc. | | $ | 34,260,558 | |
| | | | | | | | |
| | | Capital Goods - 11.7% | |
| 89,385 | | | 3M Co. | | | 15,493,996 | |
| 219,203 | | | General Dynamics Corp. | | | 39,855,489 | |
| 171,867 | | | Honeywell International, Inc. | | | 30,006,260 | |
| 93,412 | | | Lockheed Martin Corp. | | | 33,958,999 | |
| 93,212 | | | Northrop Grumman Corp. | | | 30,117,729 | |
| 197,336 | | | United Technologies Corp. | | | 25,693,147 | |
| | | | | | | | |
| | | | | | | 175,125,620 | |
| | | | | | | | |
| | | Consumer Durables & Apparel - 4.1% | |
| 504,609 | | | NIKE, Inc. Class B | | | 42,361,926 | |
| 215,544 | | | VF Corp. | | | 18,827,768 | |
| | | | | | | | |
| | | | | | | 61,189,694 | |
| | | | | | | | |
| | | Consumer Services - 4.0% | |
| 287,861 | | | McDonald’s Corp. | | | 59,777,215 | |
| | | | | | | | |
| | | Diversified Financials - 4.5% | |
| 312,015 | | | American Express Co. | | | 38,515,132 | |
| 59,620 | | | BlackRock, Inc. | | | 27,979,666 | |
| | | | | | | | |
| | | | | | | 66,494,798 | |
| | | | | | | | |
| | | Energy - 1.5% | |
| 298,523 | | | Exxon Mobil Corp. | | | 22,875,817 | |
| | | | | | | | |
| | | Food & Staples Retailing - 2.6% | |
| 148,352 | | | Costco Wholesale Corp. | | | 39,203,499 | |
| | | | | | | | |
| | | Food, Beverage & Tobacco - 9.2% | |
| 1,073,322 | | | Coca-Cola Co. | | | 54,653,556 | |
| 842,229 | | | Diageo plc | | | 36,249,734 | |
| 360,460 | | | PepsiCo., Inc. | | | 47,267,120 | |
| | | | | | | | |
| | | | | | | 138,170,410 | |
| | | | | | | | |
| | | Health Care Equipment & Services - 11.7% | |
| 483,545 | | | Baxter International, Inc. | | | 39,602,335 | |
| 298,206 | | | Danaher Corp. | | | 42,619,602 | |
| 498,145 | | | Medtronic plc | | | 48,514,342 | |
| 181,415 | | | UnitedHealth Group, Inc. | | | 44,267,074 | |
| | | | | | | | |
| | | | | | | 175,003,353 | |
| | | | | | | | |
| | | Household & Personal Products - 4.4% | |
| 556,506 | | | Colgate-Palmolive Co. | | | 39,884,785 | |
| 241,178 | | | Procter & Gamble Co. | | | 26,445,168 | |
| | | | | | | | |
| | | | | | | 66,329,953 | |
| | | | | | | | |
| | | Insurance - 4.9% | |
| 241,953 | | | Chubb Ltd. | | | 35,637,257 | |
| 370,793 | | | Marsh & McLennan Cos., Inc. | | | 36,986,602 | |
| | | | | | | | |
| | | | | | | 72,623,859 | |
| | | | | | | | |
| | | Materials - 5.1% | |
| 192,810 | | | Ecolab, Inc. | | | 38,068,406 | |
| 190,961 | | | Linde plc | | | 38,344,969 | |
| | | | | | | | |
| | | | | | | 76,413,375 | |
| | | | | | | | |
| | | Pharmaceuticals, Biotechnology & Life Sciences - 5.3% | |
| 82,996 | | | Amgen, Inc. | | | 15,294,503 | |
| 299,295 | | | Johnson & Johnson | | | 41,685,808 | |
| 267,353 | | | Merck & Co., Inc. | | | 22,417,549 | |
| | | | | | | | |
| | | | | | | 79,397,860 | |
| | | | | | | | |
| | | Real Estate - 5.9% | |
| 239,230 | | | American Tower Corp. REIT | | | 48,910,573 | |
| 163,956 | | | Public Storage REIT | | | 39,049,401 | |
| | | | | | | | |
| | | | | | | 87,959,974 | |
| | | | | | | | |
| | | Retailing - 4.7% | |
| 9,440,100 | | | Allstar Co.*(1)(2)(3) | | | 377,604 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 98.3% - (continued) | |
| | | Retailing - 4.7% - (continued) | |
| 132,056 | | | Home Depot, Inc. | | $ | 27,463,686 | |
| 788,522 | | | TJX Cos., Inc. | | | 41,697,044 | |
| | | | | | | | |
| | | | | | | 69,538,334 | |
| | | | | | | | |
| | | Software & Services - 9.4% | |
| 183,756 | | | Accenture plc Class A | | | 33,952,596 | |
| 114,626 | | | Automatic Data Processing, Inc. | | | 18,951,116 | |
| 358,109 | | | Microsoft Corp. | | | 47,972,282 | |
| 225,493 | | | Visa, Inc. Class A | | | 39,134,310 | |
| | | | | | | | |
| | | | | | | 140,010,304 | |
| | | | | | | | |
| | | Transportation - 7.0% | |
| 360,150 | | | Canadian National Railway Co. | | | 33,332,198 | |
| 236,500 | | | Union Pacific Corp. | | | 39,994,515 | |
| 303,947 | | | United Parcel Service, Inc. Class B | | | 31,388,607 | |
| | | | | | | | |
| | | | | | | 104,715,320 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks (cost $1,048,485,106) | | $ | 1,469,089,943 | |
| | | | | | | | |
|
SHORT-TERM INVESTMENTS - 1.2% | |
| | | Other Investment Pools & Funds - 1.2% | |
| 17,888,784 | | | Fidelity Institutional Government Fund, Institutional Class, 2.27%(4) | | $ | 17,888,784 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments (cost $17,888,784) | | $ | 17,888,784 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | |
| | | | Total Investments (cost $1,066,373,890) | | | 99.5 | % | | $ | 1,486,978,727 | |
| | | | Other Assets and Liabilities | | | 0.5 | % | | | 7,750,365 | |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 1,494,729,092 | |
| | | | | | | | | | | | |
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 the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. |
| Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. |
| For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
| See “Glossary” for abbreviation descriptions. |
(1) | Investment valued using significant unobservable inputs. |
(2) | Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $377,604 or 0.0% of net assets. |
| | | | | | | | | | | | | | | | |
Period Acquired | | | Security Name | | Shares/ Par Value | | | Base Total Cost | | | Base Market Value | |
| 08/2011 | | | Allstar Co. | | | 9,440,100 | | | $ | 4,106,619 | | | $ | 377,604 | |
(3) | This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At June 30, 2019, the aggregate fair value of this security was $377,604, which |
The accompanying notes are an integral part of these financial statements.
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
| represented 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors. |
(4) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2019 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Banks | | $ | 34,260,558 | | | $ | 34,260,558 | | | $ | — | | | $ | — | |
Capital Goods | | | 175,125,620 | | | | 175,125,620 | | | | — | | | | — | |
Consumer Durables & Apparel | | | 61,189,694 | | | | 61,189,694 | | | | — | | | | — | |
Consumer Services | | | 59,777,215 | | | | 59,777,215 | | | | — | | | | — | |
Diversified Financials | | | 66,494,798 | | | | 66,494,798 | | | | — | | | | — | |
Energy | | | 22,875,817 | | | | 22,875,817 | | | | — | | | | — | |
Food & Staples Retailing | | | 39,203,499 | | | | 39,203,499 | | | | — | �� | | | — | |
Food, Beverage & Tobacco | | | 138,170,410 | | | | 101,920,676 | | | | 36,249,734 | | | | — | |
Health Care Equipment & Services | | | 175,003,353 | | | | 175,003,353 | | | | — | | | | — | |
Household & Personal Products | | | 66,329,953 | | | | 66,329,953 | | | | — | | | | — | |
Insurance | | | 72,623,859 | | | | 72,623,859 | | | | — | | | | — | |
Materials | | | 76,413,375 | | | | 76,413,375 | | | | — | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 79,397,860 | | | | 79,397,860 | | | | — | | | | — | |
Real Estate | | | 87,959,974 | | | | 87,959,974 | | | | — | | | | — | |
Retailing | | | 69,538,334 | | | | 69,160,730 | | | | — | | | | 377,604 | |
Software & Services | | | 140,010,304 | | | | 140,010,304 | | | | — | | | | — | |
Transportation | | | 104,715,320 | | | | 104,715,320 | | | | — | | | | — | |
Short-Term Investments | | | 17,888,784 | | | | 17,888,784 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 1,486,978,727 | | | $ | 1,450,351,389 | | | $ | 36,249,734 | | | $ | 377,604 | |
| | | | | | | | | | | | | | | | |
(1) | For thesix-month period ended June 30, 2019, 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, 2019 is not presented.
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments
June 30, 2019 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 27.5% | |
| | | Asset-Backed - Automobile - 0.4% | |
$ | | | 454,963 | | | CIG Automobile Receivables Trust 2.71%, 05/15/2023(1) | | $ | 454,655 | |
| | | 2,625,000 | | | Credit Acceptance Auto Loan Trust 2.65%, 06/15/2026(1) | | | 2,627,560 | |
| | | 1,093,623 | | | Skopos Auto Receivables Trust 3.19%, 09/15/2021(1) | | | 1,094,149 | |
| | | 4,810,000 | | | Westlake Automobile Receivables Trust 3.28%, 12/15/2022(1) | | | 4,855,204 | |
| | | | | | | | | | |
| | | | | | | | | 9,031,568 | |
| | | | | | | | | | |
| | | | | Asset-Backed - Finance & Insurance - 10.8% | |
| | | 6,890,000 | | | Anchorage Capital CLO Ltd. 3 mo. USD LIBOR + 1.000%, 3.58%, 07/28/2028(1)(2) | | | 6,868,372 | |
| | | 996,274 | | | Apidos CLO 3 mo. USD LIBOR + 0.980%, 3.57%, 01/19/2025(1)(2) | | | 996,091 | |
| | | 6,700,000 | | | Atrium 3 mo. USD LIBOR + 0.830%, 3.42%, 04/22/2027(1)(2) | | | 6,685,742 | |
| | | | | | Avery Point CLO Ltd. | |
| | | 5,786,560 | | | 3 mo. USD LIBOR + 1.100%, 3.68%, 04/25/2026(1)(2) | | | 5,785,530 | |
| | | 2,303,919 | | | 3 mo. USD LIBOR + 1.120%, 3.72%, 01/18/2025(1)(2) | | | 2,306,801 | |
| | | 1,445,061 | | | Babson CLO Ltd. 3 mo. USD LIBOR + 1.150%, 3.74%, 07/20/2025(1)(2) | | | 1,445,220 | |
| | | 5,794,840 | | | Bayview Koitere Fund Trust 3.50%, 07/28/2057(1)(3) | | | 5,915,642 | |
| | | | | | Bayview Opportunity Master Fund Trust | |
| | | 2,582,796 | | | 3.50%, 01/28/2055(1)(3) | | | 2,628,524 | |
| | | 3,005,335 | | | 3.50%, 06/28/2057(3) | | | 3,059,271 | |
| | | 3,918,731 | | | 3.50%, 01/28/2058(1)(3) | | | 3,993,375 | |
| | | 2,302,496 | | | 4.00%, 11/28/2053(1)(3) | | | 2,373,355 | |
| | | 4,604,616 | | | 4.00%, 10/28/2064(1)(3) | | | 4,747,409 | |
| | | 280,000 | | | Benefit Street Partners CLO Ltd. 3 mo. USD LIBOR + 0.800%, 3.40%, 10/18/2029(1)(2) | | | 279,860 | |
| | | 681,667 | | | Cal Funding Ltd. 3.47%, 10/25/2027(1) | | | 688,114 | |
| | | 7,890,000 | | | Carlyle Global Market Strategies CLO Ltd. 1 mo. USD LIBOR + 0.780%, 3.36%, 04/27/2027(1)(2) | | | 7,868,713 | |
| | | 387,764 | | | CIFC Funding Ltd. 3 mo. USD LIBOR + 0.850%, 3.45%, 07/16/2030(1)(2) | | | 387,744 | |
| | | 4,175,000 | | | Cirrus Funding Ltd. 4.80%, 01/25/2037(1) | | | 4,436,288 | |
| | | 616,930 | | | Civic Mortgage LLC 3.89%, 06/25/2022(1)(4) | | | 615,630 | |
| | | 3,242,250 | | | Domino’s Pizza Master Issuer LLC 4.12%, 07/25/2048(1) | | | 3,338,902 | |
| | | 7,264,000 | | | Dryden Senior Loan Fund 3 mo. USD LIBOR + 0.820%, 3.34%, 11/15/2028(1)(2) | | | 7,235,031 | |
| | | 2,950,000 | | | Eagle RE Ltd. 1 mo. USD LIBOR + 1.700%, 4.10%, 11/25/2028(1)(2) | | | 2,949,997 | |
| | | 1,225,647 | | | Fieldstone Mortgage Investment Trust 1 mo. USD LIBOR + 0.270%, 2.67%, 05/25/2036(2) | | | 941,511 | |
| | | 3,267,261 | | | First Franklin Mortgage Loan Trust 1 mo. USD LIBOR + 0.240%, 2.64%, 04/25/2036(2) | | | 3,055,139 | |
| | | 3,413,617 | | | GSAMP Trust 1 mo. USD LIBOR + 0.090%, 2.49%, 01/25/2037(2) | | | 2,314,726 | |
| | | 3,139,933 | | | Lendmark Funding Trust 2.83%, 12/22/2025(1) | | | 3,131,365 | |
| | | 6,926,159 | | | Madison Park Funding Ltd. 3 mo. USD LIBOR + 1.260%, 3.85%, 07/20/2026(1)(2) | | | 6,934,076 | |
| | | | | | Magnetite Ltd. | |
| | | 5,883,552 | | | 3 mo. USD LIBOR + 1.000%, 3.58%, 07/25/2026(1)(2) | | | 5,887,947 | |
| | | 6,595,000 | | | 3 mo. USD LIBOR + 1.500%, 4.08%, 07/25/2026(1)(2) | | | 6,598,364 | |
| | | 197,230 | | | Marlette Funding Trust 2.36%, 12/15/2024(1) | | | 197,156 | |
| | | 4,489,090 | | | MFA Trust 3.35%, 11/25/2047(1)(4) | | | 4,469,713 | |
| | | 4,450,000 | | | Neuberger Berman CLO Ltd. 3 mo. USD LIBOR + 0.800%, 3.40%, 01/15/2028(1)(2) | | | 4,427,843 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 27.5% - (continued) | |
| | | | | Asset-Backed - Finance & Insurance - 10.8% - (continued) | |
| | | | | | NRZ Advance Receivables Trust | |
$ | | | 6,250,000 | | | 3.11%, 12/15/2050(1) | | $ | 6,300,949 | |
| | | 5,421,000 | | | 3.21%, 02/15/2051(1) | | | 5,480,877 | |
| | | | | | NRZ Excess Spread-Collateralized Notes | |
| | | 3,999,796 | | | 3.19%, 01/25/2023(1) | | | 4,019,427 | |
| | | 2,485,192 | | | 3.27%, 02/25/2023(1) | | | 2,502,421 | |
| | | 1,173,290 | | | Oak Hill Advisors Residential Loan Trust 3.00%, 06/25/2057(1)(4) | | | 1,171,114 | |
| | | 6,780,000 | | | OCP CLO Ltd. 3 mo. USD LIBOR + 0.850%, 3.44%, 04/17/2027(1)(2) | | | 6,771,511 | |
| | | 7,814,000 | | | OneMain Financial Issuance Trust 2.37%, 09/14/2032(1) | | | 7,798,701 | |
| | | 3,280,000 | | | Radnor RE Ltd. 1 mo. USD LIBOR + 1.250%, 3.65%, 02/25/2029(1)(2) | | | 3,286,746 | |
| | | 5,250,000 | | | SBA Tower Trust 2.90%, 10/15/2044(1)(4) | | | 5,249,932 | |
| | | 1,135,984 | | | Seasoned Credit Risk Transfer Trust 3.50%, 08/25/2058 | | | 1,196,304 | |
| | | 443,523 | | | Securitized Asset Backed Receivables LLC Trust 1 mo. USD LIBOR + 0.090%, 2.49%, 07/25/2036(2) | | | 224,133 | |
| | | 7,305,000 | | | Shackleton CLO Ltd. 3 mo. USD LIBOR + 1.020%, 3.61%, 07/17/2028(1)(2) | | | 7,286,007 | |
| | | | | | SoFi Consumer Loan Program LLC | |
| | | 1,012,749 | | | 2.50%, 05/26/2026(1) | | | 1,013,515 | |
| | | 516,153 | | | 2.77%, 05/25/2026(1) | | | 517,127 | |
| | | 1,035,431 | | | 3.05%, 12/26/2025(1) | | | 1,040,104 | |
| | | 846,626 | | | 3.09%, 10/27/2025(1) | | | 849,789 | |
| | | 859,070 | | | 3.28%, 01/26/2026(1) | | | 865,990 | |
| | | 2,575,000 | | | Sound Point CLO Ltd. 3 mo. USD LIBOR + 1.390%, 3.98%, 01/23/2029(1)(2) | | | 2,579,638 | |
| | | | | | Springleaf Funding Trust | |
| | | 8,130,000 | | | 2.68%, 07/15/2030 | | | 8,147,321 | |
| | | 2,648,420 | | | 2.90%, 11/15/2029(1) | | | 2,651,054 | |
| | | 4,577,143 | | | SPS Servicer Advance Receivables Trust 2.75%, 11/15/2049(1) | | | 4,577,093 | |
| | | 7,673,432 | | | Symphony CLO Ltd. 3 mo. USD LIBOR + 1.280%, 3.88%, 07/14/2026(1)(2) | | | 7,676,502 | |
| | | | | | Towd Point Mortgage Trust | |
| | | 714,219 | | | 2.75%, 02/25/2055(1)(3) | | | 716,815 | |
| | | 7,318,952 | | | 2.75%, 10/25/2056(1)(3) | | | 7,347,973 | |
| | | 1,892,570 | | | 2.75%, 04/25/2057(1)(3) | | | 1,895,770 | |
| | | 5,184,249 | | | 2.75%, 06/25/2057(1)(3) | | | 5,208,116 | |
| | | 3,517,002 | | | 2.75%, 07/25/2057 | | | 3,527,238 | |
| | | 7,660,000 | | | Treman Park CLO Ltd. 3 mo. USD LIBOR + 1.070%, 3.66%, 10/20/2028(1)(2) | | | 7,666,802 | |
| | | 7,550,000 | | | Voya CLO Ltd. 3 mo. USD LIBOR + 0.900%, 3.50%, 01/18/2029(1)(2) | | | 7,501,695 | |
| | | 2,048,800 | | | Wendy’s Funding LLC 3.88%, 03/15/2048(1) | | | 2,057,569 | |
| | | 1,805,475 | | | Wingstop Funding LLC 4.97%, 12/05/2048(1) | | | 1,897,518 | |
| | | | | | | | | | |
| | | | | | | | | 231,589,202 | |
| | | | | | | | | | |
| | | Asset-Backed - Home Equity - 0.8% | |
| | | | | | GSAA Home Equity Trust | |
| | | 5,765,704 | | | 1 mo. USD LIBOR + 0.080%, 2.48%, 02/25/2037(2) | | | 2,816,117 | |
| | | 3,384,082 | | | 1 mo. USD LIBOR + 0.100%, 2.50%, 03/25/2037(2) | | | 1,578,503 | |
| | | 2,485,076 | | | 1 mo. USD LIBOR + 0.180%, 2.58%, 11/25/2036(2) | | | 1,072,771 | |
| | | 107,285 | | | 1 mo. USD LIBOR + 0.240%, 2.64%, 11/25/2036(2) | | | 58,855 | |
| | | 620,228 | | | 5.99%, 06/25/2036(3) | | | 282,268 | |
| | | 7,302,804 | | | Legacy Mortgage Asset Trust 4.00%, 03/25/2058(1)(4) | | | 7,369,906 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 27.5% - (continued) | |
| | | Asset-Backed - Home Equity - 0.8% - (continued) | |
$ | | | 89,067 | | | Morgan Stanley Asset-Backed Securities Capital, Inc. Trust 1 mo. USD LIBOR + 0.150%, 2.55%, 06/25/2036(2) | | $ | 72,773 | |
| | | 1,436,594 | | | Morgan Stanley Mortgage Loan Trust 1 mo. USD LIBOR + 0.170%, 2.57%, 11/25/2036(2) | | | 587,807 | |
| | | | | | Soundview Home Loan Trust | |
| | | 2,758,234 | | | 1 mo. USD LIBOR + 0.180%, 2.58%, 07/25/2037(2) | | | 2,527,449 | |
| | | 435,000 | | | 1 mo. USD LIBOR + 0.250%, 2.65%, 11/25/2036(2) | | | 406,994 | |
| | | | | | | | | | |
| | | | | | | | | 16,773,443 | |
| | | | | | | | | | |
| | | | | Collateralized - Mortgage Obligations - 0.1% | |
| | | 1,006,813 | | | Consumer Loan Underlying Bond Credit Trust 2.61%, 01/15/2024(1) | | | 1,004,761 | |
| | | | | | | | | | |
| | | | | Commercial Mortgage - Backed Securities - 5.3% | |
| | | | | | Banc of America Commercial Mortgage Trust | |
| | | 39,851,215 | | | 0.88%, 11/15/2050(3)(5) | | | 2,073,068 | |
| | | 4,695,447 | | | 0.96%, 11/15/2054(3)(5) | | | 259,077 | |
| | | 12,863,149 | | | Bank 1.05%, 05/15/2062(3)(5) | | | 949,729 | |
| | | | | | BBCMS Mortgage Trust | |
| | | 28,758,651 | | | 1.67%, 02/15/2050(3)(5) | | | 2,541,690 | |
| | | 8,553,000 | | | 1 mo. USD LIBOR + 0.850%, 3.24%, 08/15/2036(1)(2) | | | 8,539,638 | |
| | | | | | Benchmark Mortgage Trust | |
| | | 11,982,198 | | | 0.66%, 01/15/2051(3)(5) | | | 433,288 | |
| | | 20,286,676 | | | 0.69%, 07/15/2051(3)(5) | | | 739,151 | |
| | | 2,920,000 | | | CAMB Commercial Mortgage Trust 3 mo. USD LIBOR + 2.550%, 4.94%, 12/15/2037(1)(2) | | | 2,947,349 | |
| | | | | | Citigroup Commercial Mortgage Trust | |
| | | 21,551,766 | | | 1.12%, 07/10/2047(3)(5) | | | 886,575 | |
| | | 26,173,859 | | | 1.24%, 04/10/2048(3)(5) | | | 1,179,899 | |
| | | | | | Commercial Mortgage Pass-Through Certificates | |
| | | 7,366,120 | | | 0.77%, 02/10/2047(3)(5) | | | 177,385 | |
| | | 535,000 | | | 4.24%, 02/10/2047(3) | | | 576,230 | |
| | | | | | Commercial Mortgage Trust | |
| | | 4,037,508 | | | 0.84%, 08/10/2046(3)(5) | | | 99,481 | |
| | | 6,635,037 | | | 2.08%, 07/10/2046(1)(3)(5) | | | 91,182 | |
| | | 1,035,000 | | | 2.54%, 12/10/2045 | | | 1,043,414 | |
| | | 948,544 | | | 2.82%, 10/15/2045 | | | 959,143 | |
| | | 1,670,000 | | | 2.85%, 10/15/2045 | | | 1,686,283 | |
| | | 1,145,000 | | | 3.10%, 03/10/2046 | | | 1,170,691 | |
| | | 876,221 | | | 3.21%, 03/10/2046 | | | 901,402 | |
| | | 6,780,000 | | | 3.42%, 03/10/2031(1) | | | 7,059,587 | |
| | | 1,260,000 | | | 3.61%, 06/10/2046(3) | | | 1,318,683 | |
| | | 1,199,384 | | | 4.02%, 07/10/2045 | | | 1,273,390 | |
| | | 630,000 | | | 4.07%, 02/10/2047(3) | | | 674,464 | |
| | | 1,045,000 | | | 4.21%, 08/10/2046(3) | | | 1,119,515 | |
| | | 615,085 | | | 4.37%, 07/10/2045(3) | | | 659,398 | |
| | | 720,000 | | | 4.72%, 10/15/2045(1)(3) | | | 181,548 | |
| | | 1,920,000 | | | 4.75%, 10/15/2045(1)(3) | | | 1,081,843 | |
| | | 61,499 | | | Credit Suisse First Boston Mortgage Securities Corp. 4.88%, 04/15/2037 | | | 60,173 | |
| | | | | | CSAIL Commercial Mortgage Trust | |
| | | 61,943,253 | | | 0.93%, 06/15/2057(3)(5) | | | 2,207,484 | |
| | | 3,810,433 | | | 1.16%, 11/15/2048(3)(5) | | | 165,020 | |
| | | 11,320,648 | | | 1.95%, 01/15/2049(3)(5) | | | 950,276 | |
| | | 7,243,749 | | | DBUBS Mortgage Trust 0.89%, 11/10/2046(1)(3)(5) | | | 42,992 | |
| | | 2,984,871 | | | Four Times Square Trust Commercial Mortgage Pass-Through Certificates 5.40%, 12/13/2028(1) | | | 3,094,068 | |
| | | | | | FREMF Mortgage Trust | |
| | | 7,250,000 | | | 1 mo. USD LIBOR + 0.320%, 2.72%, 02/25/2020(2) | | | 7,248,380 | |
| | | 4,680,000 | | | 3.16%, 10/25/2047(1)(3) | | | 4,671,978 | |
| | | 5,485,000 | | | 5.45%, 09/25/2043(1)(3) | | | 5,614,520 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 27.5% - (continued) | |
| | | | | Commercial Mortgage - Backed Securities - 5.3% - (continued) | |
$ | | | 1,042,701 | | | GE Business Loan Trust 1 mo. USD LIBOR + 1.000%, 3.39%, 05/15/2034(1)(2) | | $ | 982,364 | |
| | | 4,340,000 | | | GS Mortgage Securities Corp. 2.95%, 11/05/2034(1) | | | 4,427,727 | |
| | | | | | GS Mortgage Securities Trust | |
| | | 45,217,449 | | | 0.12%, 07/10/2046(3)(5) | | | 155,336 | |
| | | 6,428,301 | | | 1.50%, 08/10/2044(1)(3)(5) | | | 135,455 | |
| | | 1,580,166 | | | 3.67%, 04/10/2047(1) | | | 528,112 | |
| | | 785,121 | | | 4.07%, 01/10/2047 | | | 837,060 | |
| | | 2,215,000 | | | 5.13%, 04/10/2047(1)(3) | | | 1,959,135 | |
| | | | | | JP Morgan Chase Commercial Mortgage Securities Trust | |
| | | 2,185,000 | | | 2.73%, 10/15/2045(1)(3) | | | 1,236,382 | |
| | | 765,128 | | | 2.84%, 12/15/2047 | | | 778,071 | |
| | | 1,290,924 | | | 4.53%, 12/15/2047(1)(3) | | | 1,128,555 | |
| | | | | | JPMBB Commercial Mortgage Securities Trust | |
| | | 23,132,705 | | | 0.84%, 09/15/2047(3)(5) | | | 595,593 | |
| | | 7,238,150 | | | 0.91%, 05/15/2048(3)(5) | | | 195,216 | |
| | | 949,896 | | | 3.36%, 07/15/2045 | | | 986,070 | |
| | | | | | Morgan Stanley Bank of America Merrill Lynch Trust | |
| | | 1,522,999 | | | 1.18%, 10/15/2048(3)(5) | | | 77,163 | |
| | | 15,524,849 | | | 1.24%, 12/15/2047(3)(5) | | | 506,778 | |
| | | 1,530,000 | | | 3.13%, 12/15/2048 | | | 1,570,518 | |
| | | 1,320,000 | | | 3.18%, 08/15/2045 | | | 1,350,973 | |
| | | 795,172 | | | 4.26%, 10/15/2046(3) | | | 852,855 | |
| | | | | | Morgan Stanley Capital Trust | |
| | | 31,540,534 | | | 0.52%, 09/15/2047(1)(3)(5) | | | 130,543 | |
| | | 8,197,504 | | | 1.60%, 06/15/2050(3)(5) | | | 639,786 | |
| | | 4,920,000 | | | 3.47%, 08/11/2033(1) | | | 5,042,251 | |
| | | 1,460,000 | | | 5.28%, 07/15/2049(1)(3) | | | 1,310,247 | |
| | | 79,696 | | | 5.77%, 10/12/2052(1)(3) | | | 19,924 | |
| | | 2,475,000 | | | MTRO Commercial Mortgage Trust 1 mo. USD LIBOR + 1.800%, 4.19%, 12/15/2033(1)(2) | | | 2,477,323 | |
| | | 3,830,000 | | | Oaktown Re II Ltd. 3 mo. USD LIBOR + 1.550%, 3.95%, 07/25/2028(1)(2) | | | 3,827,200 | |
| | | 790,000 | | | SFAVE Commercial Mortgage Securities Trust 3.87%, 01/05/2043(1)(3) | | | 818,859 | |
| | | 4,667,417 | | | UBS Commercial Mortgage Trust 1.24%, 08/15/2050(3)(5) | | | 317,755 | |
| | | | | | UBS-Barclays Commercial Mortgage Trust | |
| | | 790,000 | | | 2.85%, 12/10/2045 | | | 803,933 | |
| | | 2,295,000 | | | 3.09%, 08/10/2049 | | | 2,347,911 | |
| | | 2,065,000 | | | 3.19%, 03/10/2046 | | | 2,125,630 | |
| | | 775,000 | | | 3.24%, 04/10/2046 | | | 800,056 | |
| | | | | | Wells Fargo Commercial Mortgage Trust | |
| | | 20,993,994 | | | 1.28%, 05/15/2048(3)(5) | | | 904,075 | |
| | | 1,161,256 | | | 2.92%, 10/15/2045 | | | 1,185,406 | |
| | | 430,000 | | | 4.24%, 05/15/2048(3) | | | 418,658 | |
| | | | | | WF-RBS Commercial Mortgage Trust | |
| | | 255,115 | | | 2.88%, 12/15/2045 | | | 259,413 | |
| | | 1,215,000 | | | 3.00%, 08/15/2045 | | | 1,238,829 | |
| | | 1,150,000 | | | 3.07%, 03/15/2045 | | | 1,177,982 | |
| | | 450,000 | | | 3.35%, 05/15/2045 | | | 463,654 | |
| | | 990,000 | | | 3.72%, 05/15/2047 | | | 1,042,745 | |
| | | 230,000 | | | 4.05%, 03/15/2047 | | | 245,840 | |
| | | 1,095,000 | | | 4.15%, 08/15/2046(3) | | | 1,167,569 | |
| | | 710,000 | | | 5.00%, 06/15/2044(1)(3) | | | 567,634 | |
| | | 790,000 | | | 5.77%, 04/15/2045(1)(3) | | | 827,214 | |
| | | | | | | | | | |
| | | | | | | | | 113,141,794 | |
| | | | | | | | | | |
| | | | | Other ABS - 1.3% | |
| | | 7,234,524 | | | Galaxy XXIX CLO Ltd. 3 mo. USD LIBOR + 0.790%, 3.31%, 11/15/2026(1)(2) | | | 7,216,857 | |
| | | 6,129,764 | | | Seasoned Credit Risk Transfer Trust 3.50%, 03/25/2058 | | | 6,240,866 | |
| | | 2,252,485 | | | Vericrest Opportunity Loan Trust 3.97%, 03/25/2049(1)(4) | | | 2,268,756 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 27.5% - (continued) | |
| | | | | Other ABS - 1.3% - (continued) | |
$ | | | 1,039,630 | | | VOLT LXII LLC 3.13%, 09/25/2047(1)(4) | | $ | 1,038,694 | |
| | | 4,455,100 | | | VOLT LXIV LLC 3.38%, 10/25/2047(1)(4) | | | 4,469,025 | |
| | | 2,775,385 | | | VOLT LXVI LLC 4.34%, 05/25/2048(1)(4) | | | 2,800,336 | |
| | | 4,295,506 | | | VOLT LXXIII LLC 4.46%, 10/25/2048(1)(4) | | | 4,335,653 | |
| | | | | | | | | | |
| | | | | | | | | 28,370,187 | |
| | | | | | | | | | |
| | | | | Whole Loan Collateral CMO - 8.8% | |
| | | | | | Alternative Loan Trust | |
| | | 1,025,513 | | | 1 mo. USD LIBOR + 0.320%, 2.72%, 11/25/2035(2) | | | 953,404 | |
| | | 221,968 | | | 1 mo. USD LIBOR + 0.540%, 2.94%, 01/25/2036(2) | | | 215,612 | |
| | | 1,016,967 | | | 5.75%, 05/25/2036 | | | 737,820 | |
| | | 1,822,457 | | | Angel Oak Mortgage Trust LLC 3.63%, 03/25/2049(1)(3) | | | 1,846,007 | |
| | | 7,230,448 | | | Arroyo Mortgage Trust 3.35%, 04/25/2049(1)(3) | | | 7,332,549 | |
| | | | | | Banc of America Funding Trust | |
| | | 1,268,884 | | | 1 mo. USD LIBOR + 0.300%, 2.68%, 05/20/2047(2) | | | 1,216,091 | |
| | | 4,052,365 | | | 5.77%, 05/25/2037(3) | | | 3,995,041 | |
| | | 153,736 | | | 5.85%, 01/25/2037(4) | | | 153,491 | |
| | | 932,243 | | | BCAP LLC Trust 1 mo. USD LIBOR + 0.180%, 2.58%, 03/25/2037(2) | | | 919,236 | |
| | | 362,113 | | | Bear Stearns Adjustable Rate Mortgage Trust 12 mo. USD CMT + 2.300%, 4.73%, 10/25/2035(2) | | | 370,870 | |
| | | 1,162,143 | | | Bear StearnsAlt-A Trust 1 mo. USD LIBOR + 0.500%, 2.90%, 01/25/2036(2) | | | 1,231,110 | |
| | | 425,599 | | | Bear Stearns Mortgage Funding Trust 1 mo. USD LIBOR + 0.180%, 2.58%, 10/25/2036(2) | | | 401,722 | |
| | | | | | Bellemeade Re Ltd. | |
| | | 5,759,000 | | | 1 mo. USD LIBOR + 1.200%, 3.60%, 10/25/2027(1)(2) | | | 5,758,995 | |
| | | 4,602,014 | | | 1 mo. USD LIBOR + 1.300%, 3.70%, 03/25/2029(1)(2) | | | 4,602,014 | |
| | | | | | CHL Mortgage Pass-Through Trust | |
| | | 515,057 | | | 3.86%, 11/20/2035(3) | | | 467,817 | |
| | | 2,232,457 | | | 4.03%, 09/25/2047(3) | | | 2,106,847 | |
| | | 5,412,155 | | | CIM Trust 3.00%, 04/25/2057(1)(3) | | | 5,449,005 | |
| | | 4,485,000 | | | Colombia Cent CLO Ltd. 3 mo. USD LIBOR + 1.150%, 3.73%, 10/25/2028(1)(2) | | | 4,487,655 | |
| | | 3,598,575 | | | COLT Mortgage Loan Trust 3.34%, 05/25/2049(1)(3) | | | 3,655,668 | |
| | | 1,918,713 | | | Credit Suisse First Boston Mortgage Securities Corp. 5.50%, 06/25/2035 | | | 1,866,500 | |
| | | 2,457,248 | | | CSMC Trust 3.25%, 04/25/2047(1)(3) | | | 2,461,200 | |
| | | 1,043,675 | | | Deephaven Residential Mortgage Trust 2.45%, 06/25/2047(1)(3) | | | 1,042,990 | |
| | | | | | Fannie Mae Connecticut Avenue Securities | |
| | | 2,025,000 | | | 1 mo. USD LIBOR + 3.550%, 5.95%, 07/25/2029(2) | | | 2,143,393 | |
| | | 4,052,222 | | | 1 mo. USD LIBOR + 4.350%, 6.75%, 05/25/2029(2) | | | 4,324,949 | |
| | | 1,233,960 | | | 1 mo. USD LIBOR + 4.900%, 7.30%, 11/25/2024(2) | | | 1,360,871 | |
| | | 673,916 | | | 1 mo. USD LIBOR + 5.700%, 8.10%, 04/25/2028(2) | | | 748,387 | |
| | | 584,173 | | | 1 mo. USD LIBOR + 6.000%, 8.40%, 09/25/2028(2) | | | 645,623 | |
| | | 29,704 | | | GMACM Mortgage Loan Trust 4.21%, 04/19/2036(3) | | | 27,048 | |
| | | | | | GSR Mortgage Loan Trust | |
| | | 1,224,831 | | | 1 mo. USD LIBOR + 0.300%, 2.70%, 01/25/2037(2) | | | 624,152 | |
| | | 2,007,615 | | | 4.40%, 01/25/2036(3) | | | 2,026,770 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 27.5% - (continued) | |
| | | | | Whole Loan Collateral CMO - 8.8% - (continued) | |
| | | | | | HarborView Mortgage Loan Trust | |
$ | | | 1,082,095 | | | 1 mo. USD LIBOR + 0.190%, 2.58%, 01/19/2038(2) | | $ | 1,033,489 | |
| | | 3,842,724 | | | 1 mo. USD LIBOR + 0.240%, 2.63%, 12/19/2036(2) | | | 3,602,088 | |
| | | 3,060,000 | | | Home Re Ltd. 1 mo. USD LIBOR + 1.600%, 4.03%, 10/25/2028(1)(2) | | | 3,054,855 | |
| | | 1,166,151 | | | IndyMac Index Mortgage Loan Trust 3.98%, 03/25/2036(3) | | | 1,064,262 | |
| | | 280,247 | | | JP Morgan Mortgage Trust 4.49%, 04/25/2037(3) | | | 262,284 | |
| | | 2,735,000 | | | LCM XX L.P. 3 mo. USD LIBOR + 1.040%, 3.63%, 10/20/2027(1)(2) | | | 2,740,415 | |
| | | 1,248,939 | | | Lehman XS Trust 1 mo. USD LIBOR + 0.210%, 2.61%, 07/25/2046(2) | | | 1,226,860 | |
| | | | | | LSTAR Securities Investment Ltd. | |
| | | 2,317,348 | | | 1 mo. USD LIBOR + 1.500%, 3.94%, 04/01/2024(1)(2) | | | 2,316,327 | |
| | | 5,189,927 | | | 1 mo. USD LIBOR + 1.500%, 3.94%, 05/01/2024(1)(2) | | | 5,192,189 | |
| | | | | | LSTAR Securities Investment Trust | |
| | | 830,726 | | | 1 mo. USD LIBOR + 1.500%, 3.94%, 04/01/2024(1)(2) | | | 830,259 | |
| | | 2,826,912 | | | 1 mo. USD LIBOR + 1.700%”, 4.14%, 03/01/2024(1)(2) | | | 2,832,724 | |
| | | 453,688 | | | MASTR Adjustable Rate Mortgages Trust 4.66%, 11/21/2034(3) | | | 470,978 | |
| | | 1,241,616 | | | MFA Trust 2.59%, 02/25/2057(1)(3) | | | 1,238,968 | |
| | | | | | New Residential Mortgage Loan Trust | |
| | | 5,995,893 | | | 1 mo. USD LIBOR + 0.750%, 3.15%, 01/25/2048(1)(2) | | | 5,991,726 | |
| | | 4,272,664 | | | 3.75%, 11/26/2035(1)(3) | | | 4,412,557 | |
| | | 3,849,941 | | | 3.75%, 11/25/2056(1)(3) | | | 3,974,881 | |
| | | 4,824,407 | | | 1 mo. USD LIBOR + 1.500%, 3.90%, 06/25/2057(1)(2) | | | 4,905,505 | |
| | | 7,152,194 | | | 4.00%, 02/25/2057(1)(3) | | | 7,442,075 | |
| | | 7,004,186 | | | 4.00%, 03/25/2057(1)(3) | | | 7,314,030 | |
| | | 5,566,782 | | | 4.00%, 04/25/2057(1)(3) | | | 5,792,615 | |
| | | 4,486,224 | | | 4.00%, 05/25/2057(1)(3) | | | 4,687,852 | |
| | | 5,941,941 | | | 4.00%, 08/27/2057(1)(3) | | | 6,167,561 | |
| | | 2,543,220 | | | 4.00%, 12/25/2057(1) | | | 2,636,864 | |
| | | 7,485,000 | | | OZLM Ltd. 3 mo. USD LIBOR + 1.050%, 3.63%, 04/30/2027(1)(2) | | | 7,472,036 | |
| | | 3,377,014 | | | PMT Credit Risk Transfer Trust 1 mo. USD LIBOR + 2.000%, 4.43%, 03/27/2024(1)(2) | | | 3,379,994 | |
| | | 1,322,551 | | | RBSGC Mortgage Loan Trust 6.25%, 01/25/2037 | | | 1,313,944 | |
| | | | | | Residential Accredit Loans, Inc. | |
| | | 3,162,670 | | | 3.75%, 11/25/2037(3) | | | 2,919,118 | |
| | | 815,387 | | | 6.00%, 12/25/2035 | | | 802,352 | |
| | | | | | Seasoned Credit Risk Transfer Trust | |
| | | 2,163,178 | | | 3.50%, 11/25/2057 | | | 2,280,186 | |
| | | 5,732,037 | | | 3.50%, 07/25/2058 | | | 6,033,948 | |
| | | 1,404,158 | | | Structured Agency Credit Risk Trust 1 mo. USD LIBOR + 1.650%, 4.05%, 04/25/2043(1)(2) | | | 1,405,312 | |
| | | | | | Towd Point Mortgage Trust | |
| | | 3,162,802 | | | 2.25%, 04/25/2056(1)(3) | | | 3,144,428 | |
| | | 2,819,933 | | | 2.75%, 08/25/2055(1)(3) | | | 2,836,134 | |
| | | 554,142 | | | 3.00%, 03/25/2054(1)(3) | | | 555,711 | |
| | | 6,063,872 | | | 1 mo. USD LIBOR + 0.600%, 3.00%, 02/25/2057(1)(2) | | | 6,044,565 | |
| | | | | | WaMu Mortgage Pass-Through Certificates Trust | |
| | | 682,099 | | | 1 mo. USD LIBOR + 0.420%, 2.82%, 06/25/2044(2) | | | 676,781 | |
| | | 3,251,246 | | | 12 mo. USD MTA + 0.820%, 3.30%, 12/25/2046(2) | | | 2,995,435 | |
| | | 1,223,701 | | | 3.74%, 06/25/2037(3) | | | 1,160,523 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 27.5% - (continued) | |
| | | | | Whole Loan Collateral CMO - 8.8% - (continued) | |
$ | | | 45,379,837 | | | Wells Fargo Commercial Mortgage Trust 1.29%, 09/15/2057(3)(5) | | $ | 1,885,305 | |
| | | | | | | | | | |
| | | | | | | | | 187,269,973 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Asset & Commercial Mortgage Backed Securities (cost $584,574,166) | | $ | 587,180,928 | |
| | | | | | | | | | |
|
CORPORATE BONDS - 29.4% | |
| | | | | Aerospace/Defense - 0.4% | |
| | | 822,000 | | | Lockheed Martin Corp. 4.09%, 09/15/2052 | | $ | 914,567 | |
| | | | | | United Technologies Corp. | |
| | | 140,000 | | | 2.80%, 05/04/2024 | | | 141,846 | |
| | | 4,615,000 | | | 3.65%, 08/16/2023 | | | 4,833,249 | |
| | | 1,565,000 | | | 3.95%, 08/16/2025 | | | 1,687,698 | |
| | | 400,000 | | | 4.63%, 11/16/2048 | | | 466,460 | |
| | | | | | | | | | |
| | | | | | | | | 8,043,820 | |
| | | | | | | | | | |
| | | | | Agriculture - 0.8% | |
| | | | | | Altria Group, Inc. | |
| | | 405,000 | | | 2.63%, 09/16/2026 | | | 388,474 | |
| | | 2,045,000 | | | 2.85%, 08/09/2022 | | | 2,066,601 | |
| | | 750,000 | | | 3.80%, 02/14/2024 | | | 781,814 | |
| | | 765,000 | | | 3.88%, 09/16/2046 | | | 679,742 | |
| | | 810,000 | | | 4.40%, 02/14/2026 | | | 866,741 | |
| | | 4,000,000 | | | 5.80%, 02/14/2039 | | | 4,494,548 | |
| | | 2,265,000 | | | 5.95%, 02/14/2049 | | | 2,585,263 | |
| | | | | | BAT Capital Corp. | |
| | | 320,000 | | | 3.22%, 08/15/2024 | | | 322,102 | |
| | | 3,025,000 | | | 4.39%, 08/15/2037 | | | 2,866,514 | |
| | | 1,300,000 | | | Imperial Brands Finance plc 3.75%, 07/21/2022(1) | | | 1,338,369 | |
| | | | | | | | | | |
| | | | | | | | | 16,390,168 | |
| | | | | | | | | | |
| | | | | Airlines - 0.1% | |
| | | | | | Delta Air Lines, Inc. | |
| | | 765,000 | | | 3.63%, 03/15/2022 | | | 778,057 | |
| | | 1,160,000 | | | 3.80%, 04/19/2023 | | | 1,190,833 | |
| | | | | | | | | | |
| | | | | | | | | 1,968,890 | |
| | | | | | | | | | |
| | | | | Auto Manufacturers - 0.3% | |
| | | 635,000 | | | Ford Motor Co. 5.29%, 12/08/2046 | | | 590,653 | |
| | | | | | Ford Motor Credit Co. LLC | |
| | | 540,000 | | | 3.82%, 11/02/2027 | | | 516,266 | |
| | | 545,000 | | | 5.11%, 05/03/2029 | | | 556,586 | |
| | | | | | General Motors Co. | |
| | | 515,000 | | | 5.20%, 04/01/2045 | | | 491,791 | |
| | | 630,000 | | | 5.95%, 04/01/2049 | | | 660,052 | |
| | | 1,000,000 | | | 6.25%, 10/02/2043 | | | 1,064,510 | |
| | | 1,035,000 | | | 6.75%, 04/01/2046 | | | 1,168,119 | |
| | | | | | General Motors Financial Co., Inc. | |
| | | 500,000 | | | 3.70%, 05/09/2023 | | | 507,270 | |
| | | 1,760,000 | | | 3.95%, 04/13/2024 | | | 1,798,124 | |
| | | | | | | | | | |
| | | | | | | | | 7,353,371 | |
| | | | | | | | | | |
| | | | | Auto Parts & Equipment - 0.0% | |
| | | 450,000 | | | Adient Global Holdings Ltd. 4.88%, 08/15/2026(1)(6) | | | 357,750 | |
| | | 290,000 | | | Goodyear Tire & Rubber Co. 5.00%, 05/31/2026(6) | | | 285,650 | |
| | | | | | | | | | |
| | | | | | | | | 643,400 | |
| | | | | | | | | | |
| | | | | Beverages - 0.9% | |
| | | 70,000 | | | Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc. 4.70%, 02/01/2036 | | | 76,788 | |
| | | | | | Anheuser-Busch InBev Worldwide, Inc. | |
| | | 2,549,000 | | | 3.75%, 07/15/2042 | | | 2,429,370 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 29.4% - (continued) | |
| | | | | Beverages - 0.9% - (continued) | |
$ | | | 1,125,000 | | | 4.15%, 01/23/2025 | | $ | 1,218,626 | |
| | | 1,145,000 | | | 4.60%, 04/15/2048 | | | 1,225,547 | |
| | | 1,575,000 | | | 4.75%, 04/15/2058 | | | 1,665,636 | |
| | | 7,394,000 | | | 5.45%, 01/23/2039 | | | 8,799,340 | |
| | | | | | Constellation Brands, Inc. | |
| | | 1,275,000 | | | 2.65%, 11/07/2022 | | | 1,279,340 | |
| | | 1,170,000 | | | 4.40%, 11/15/2025 | | | 1,274,332 | |
| | | 2,003,000 | | | 4.75%, 12/01/2025 | | | 2,212,338 | |
| | | | | | | | | | |
| | | | | | | | | 20,181,317 | |
| | | | | | | | | | |
| | | | | Biotechnology - 0.1% | |
| | | 1,315,000 | | | Amgen, Inc. 2.65%, 05/11/2022 | | | 1,325,005 | |
| | | 90,000 | | | Gilead Sciences, Inc. 3.25%, 09/01/2022 | | | 92,501 | |
| | | | | | | | | | |
| | | 1,417,506 | |
| | | | |
| | | Chemicals - 0.7% | |
| | | 290,000 | | | Chemours Co. 5.38%, 05/15/2027 | | | 276,225 | |
| | | DuPont de Nemours, Inc. | |
| | | 3,495,000 | | | 4.21%, 11/15/2023 | | | 3,741,163 | |
| | | 2,300,000 | | | 4.73%, 11/15/2028 | | | 2,604,463 | |
| | | Methanex Corp. | |
| | | 1,590,000 | | | 4.25%, 12/01/2024 | | | 1,620,234 | |
| | | 531,000 | | | 5.65%, 12/01/2044 | | | 510,002 | |
| | | 455,000 | | | Nutrien Ltd. 4.20%, 04/01/2029 | | | 492,005 | |
| | | 290,000 | | | Olin Corp. 5.13%, 09/15/2027 | | | 297,613 | |
| | | 1,990,000 | | | SABIC Capital II B.V. 4.00%, 10/10/2023(1) | | | 2,067,113 | |
| | | 1,830,000 | | | Sherwin-Williams Co. 3.45%, 06/01/2027 | | | 1,883,398 | |
| | | 1,810,000 | | | Syngenta Finance N.V. 4.89%, 04/24/2025(1) | | | 1,889,013 | |
| | | 265,000 | | | Versum Materials, Inc. 5.50%, 09/30/2024(1) | | | 283,881 | |
| | | | | | | | | | |
| | | 15,665,110 | |
| | | | |
| | | Commercial Banks - 8.0% | |
| | | Banco Bilbao Vizcaya Argentaria S.A. | |
| | | 3,200,000 | | | 5 year USD Swap + 3.870%, 6.13%, 11/16/2027(2)(6)(7) | | | 3,012,000 | |
EUR | | | 400,000 | | | 5 year EUR Swap + 9.177%, 8.88%, 04/14/2021(2)(7)(8) | | | 506,578 | |
| | | 2,400,000 | | | Banco de Sabadell S.A. 5 year EUR Swap + 6.414%, 6.50%, 05/18/2022(2)(7)(8) | | | 2,720,395 | |
| | | Bank of America Corp. | |
$ | | | 730,000 | | | 3 mo. USD LIBOR + 1.160%, 3.12%, 01/20/2023(2) | | | 740,818 | |
| | | 6,005,000 | | | 3 mo. USD LIBOR + 0.810%, 3.37%, 01/23/2026(2) | | | 6,196,505 | |
| | | 4,620,000 | | | 3 mo. USD LIBOR + 1.512%, 3.71%, 04/24/2028(2) | | | 4,854,243 | |
| | | 1,205,000 | | | 3 mo. USD LIBOR + 0.940%, 3.86%, 07/23/2024(2) | | | 1,265,649 | |
| | | 1,785,000 | | | 3 mo. USD LIBOR + 1.210%, 3.97%, 02/07/2030(2) | | | 1,913,345 | |
| | | 1,020,000 | | | 4.00%, 01/22/2025 | | | 1,072,843 | |
| | | 1,385,000 | | | 4.20%, 08/26/2024 | | | 1,472,257 | |
| | | 2,925,000 | | | 7.75%, 05/14/2038 | | | 4,316,907 | |
| | | Barclays plc | |
| | | 1,565,000 | | | 3 mo. USD LIBOR + 1.610%, 3.93%, 05/07/2025(2) | | | 1,592,760 | |
| | | 250,000 | | | 5 year USD Swap + 6.772%, 7.88%, 03/15/2022(2)(7)(8) | | | 261,563 | |
| | | BNP Paribas S.A. | |
| | | 1,505,000 | | | 5 year USD Swap + 2.838%, 5.13%, 11/15/2027(1)(2)(7) | | | 1,429,750 | |
| | | 500,000 | | | 5 year USD Swap + 5.150%, 7.38%, 08/19/2025(1)(2)(7) | | | 555,625 | |
| | | 1,940,000 | | | 5 year USD Swap + 6.314%, 7.63%, 03/30/2021(1)(2)(7) | | | 2,053,975 | |
| | | 1,245,000 | | | BPCE S.A. 3.00%, 05/22/2022(1) | | | 1,256,295 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 29.4% - (continued) | |
| | | Commercial Banks - 8.0% - (continued) | |
EUR | | | 400,000 | | | Caixa Geral de Depositos S.A. 5 year EUR Swap + 10.925%, 10.75%, 03/30/2022(2)(7)(8) | | $ | 528,183 | |
| | | 1,200,000 | | | CaixaBank S.A. 5 year EUR Swap + 6.498%, 6.75%, 06/13/2024(2)(7)(8) | | | 1,473,499 | |
$ | | | 1,725,000 | | | Capital One Financial Corp. 3.90%, 01/29/2024 | | | 1,812,876 | |
| | | Citigroup, Inc. | |
| | | 2,360,000 | | | 3.20%, 10/21/2026 | | | 2,406,830 | |
| | | 2,475,000 | | | 3 mo. USD LIBOR + 0.897%, 3.35%, 04/24/2025(2) | | | 2,556,624 | |
| | | 1,085,000 | | | 3 mo. USD LIBOR + 1.151%, 3.52%, 10/27/2028(2) | | | 1,119,030 | |
| | | 2,960,000 | | | 3 mo. USD LIBOR + 1.100%, 3.63%, 05/17/2024(2) | | | 2,987,982 | |
| | | 5,135,000 | | | 3 mo. USD LIBOR + 1.338%, 3.98%, 03/20/2030(2) | | | 5,484,576 | |
| | | 1,025,000 | | | 3 mo. USD LIBOR + 1.192%, 4.08%, 04/23/2029(2) | | | 1,101,114 | |
| | | 940,000 | | | 4.45%, 09/29/2027 | | | 1,012,760 | |
| | | 111,000 | | | 4.65%, 07/30/2045 | | | 127,855 | |
| | | 4,000,000 | | | Credit Agricole S.A. 5 year USD Swap + 6.185%, 8.13%, 12/23/2025(1)(2)(7) | | | 4,625,936 | |
| | | Credit Suisse Group AG | |
| | | 4,110,000 | | | 5 year USD Swap + 3.455%, 6.25%, 12/18/2024(1)(2)(7) | | | 4,279,537 | |
| | | 275,000 | | | 5 year USD Swap + 4.600%, 7.50%, 07/17/2023(1)(2)(7) | | | 293,719 | |
| | | Danske Bank A/S | |
| | | 1,890,000 | | | 5.00%, 01/12/2022(1) | | | 1,977,030 | |
| | | 1,970,000 | | | 5.38%, 01/12/2024(1) | | | 2,129,310 | |
EUR | | | 650,000 | | | 5 year EUR Swap + 5.471%, 5.88%, 04/06/2022(2)(7)(8) | | | 779,766 | |
$ | | | 1,400,000 | | | DNB Bank ASA 5 year USD Swap + 5.080%, 6.50%, 03/26/2022(2)(7)(8) | | | 1,476,776 | |
| | | Goldman Sachs Group, Inc. | |
| | | 2,235,000 | | | 3 mo. USD LIBOR + 0.821%, 2.88%, 10/31/2022(2) | | | 2,253,492 | |
| | | 965,000 | | | 3 mo. USD LIBOR + 0.990%, 2.91%, 07/24/2023(2) | | | 974,332 | |
| | | 4,430,000 | | | 3 mo. USD LIBOR + 1.510%, 3.69%, 06/05/2028(2) | | | 4,575,157 | |
| | | 3,860,000 | | | 3 mo. USD LIBOR + 1.158%, 3.81%, 04/23/2029(2) | | | 4,034,336 | |
| | | 375,000 | | | 3 mo. USD LIBOR + 1.373%, 4.02%, 10/31/2038(2) | | | 387,310 | |
| | | 1,250,000 | | | 3 mo. USD LIBOR + 1.301%, 4.22%, 05/01/2029(2) | | | 1,340,635 | |
| | | 65,000 | | | 6.25%, 02/01/2041 | | | 87,154 | |
| | | 1,890,000 | | | 6.75%, 10/01/2037 | | | 2,472,025 | |
| | | HSBC Holdings plc | |
| | | 1,305,000 | | | 2.95%, 05/25/2021 | | | 1,316,473 | |
| | | 2,370,000 | | | 3.40%, 03/08/2021 | | | 2,406,446 | |
| | | 1,200,000 | | | 3 mo. USD LIBOR + 1.535%, 4.58%, 06/19/2029(2) | | | 1,312,394 | |
| | | 2,925,000 | | | 5 year USD ICE Swap + 3.746%, 6.00%, 05/22/2027(2)(7) | | | 2,990,812 | |
| | | Intesa Sanpaolo S.p.A. | |
| | | 1,015,000 | | | 3.38%, 01/12/2023(1) | | | 1,011,357 | |
| | | 1,480,000 | | | 5 year USD Swap + 5.462%, 7.70%, 09/17/2025(1)(2)(6)(7) | | | 1,454,100 | |
EUR | | | 1,375,000 | | | 5 year EUR Swap + 7.192%, 7.75%, 01/11/2027(2)(7)(8) | | | 1,759,746 | |
| | | JP Morgan Chase & Co. | |
$ | | | 815,000 | | | 2.40%, 06/07/2021 | | | 817,198 | |
| | | 2,665,000 | | | 3 mo. USD LIBOR + 1.155%, 3.22%, 03/01/2025(2) | | | 2,740,413 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 29.4% - (continued) | |
| | | Commercial Banks - 8.0% - (continued) | |
$ | | | 2,500,000 | | | 3 mo. USD LIBOR + 0.945%, 3.51%, 01/23/2029(2) | | $ | 2,599,089 | |
| | | 2,115,000 | | | 3 mo. USD LIBOR + 1.160%, 3.70%, 05/06/2030(2) | | | 2,229,993 | |
| | | 1,990,000 | | | 3 mo. USD LIBOR + 0.890%, 3.80%, 07/23/2024(2) | | | 2,087,025 | |
| | | 955,000 | | | 3 mo. USD LIBOR + 1.230%, 3.81%, 10/24/2023(2) | | | 969,435 | |
| | | 4,480,000 | | | 3 mo. USD LIBOR + 1.245%, 3.96%, 01/29/2027(2) | | | 4,792,245 | |
| | | 2,230,000 | | | 3 mo. USD LIBOR + 1.120%, 4.01%, 04/23/2029(2) | | | 2,405,558 | |
| | | Morgan Stanley | |
| | | 2,725,000 | | | 2.50%, 04/21/2021 | | | 2,730,105 | |
| | | 1,450,000 | | | 2.75%, 05/19/2022 | | | 1,465,212 | |
| | | 4,895,000 | | | 3 mo. USD LIBOR + 1.340%, 3.59%, 07/22/2028(2) | | | 5,096,919 | |
| | | 2,120,000 | | | 3.63%, 01/20/2027 | | | 2,225,017 | |
| | | 1,090,000 | | | 3.95%, 04/23/2027 | | | 1,140,112 | |
| | | 2,775,000 | | | 4.00%, 07/23/2025 | | | 2,972,316 | |
| | | 4,085,000 | | | Royal Bank of Canada 2.80%, 04/29/2022 | | | 4,149,377 | |
| | | 260,000 | | | Royal Bank of Scotland Group plc 5 year USD Swap + 7.598%, 8.63%, 08/15/2021(2)(7) | | | 280,215 | |
| | | 1,825,000 | | | Santander Holdings USA, Inc. 3.70%, 03/28/2022 | | | 1,869,270 | |
| | | Societe Generale S.A. | |
| | | 2,200,000 | | | 5 year USD Swap + 6.238%, 7.38%, 09/13/2021(1)(2)(7) | | | 2,312,860 | |
| | | 375,000 | | | 5 year USD ICE Swap + 5.873%, 8.00%, 09/29/2025(1)(2)(7) | | | 413,438 | |
| | | 1,950,000 | | | Standard Chartered plc 5 year USD Swap + 6.301%, 7.50%, 04/02/2022(2)(7)(8) | | | 2,062,125 | |
| | | UBS Group Funding Switzerland AG | |
| | | 1,273,000 | | | 2.65%, 02/01/2022(1) | | | 1,279,320 | |
| | | 3,050,000 | | | 5 year USD ICE Swap + 5.497%, 6.88%, 03/22/2021(2)(7)(8) | | | 3,172,000 | |
| | | 1,050,000 | | | 3 mo. USD LIBOR + 4.344%, 7.00%, 01/31/2024(1)(2)(7) | | | 1,115,436 | |
| | | UniCredit S.p.A. | |
EUR | | | 1,215,000 | | | 5 year EUR Swap + 4.925%, 5.38%, 06/03/2025(2)(7)(8) | | | 1,257,235 | |
$ | | | 2,685,000 | | | 6.57%, 01/14/2022(1) | | | 2,854,309 | |
| | | 625,000 | | | 5 year USD Swap + 5.180%, 8.00%, 06/03/2024(2)(7)(8) | | | 603,556 | |
| | | Wells Fargo & Co. | |
| | | 1,795,000 | | | 2.63%, 07/22/2022 | | | 1,807,956 | |
| | | 1,655,000 | | | 3.00%, 04/22/2026 | | | 1,673,112 | |
| | | 665,000 | | | 3.00%, 10/23/2026 | | | 671,877 | |
| | | 4,800,000 | | | 3.07%, 01/24/2023 | | | 4,874,733 | |
| | | 2,485,000 | | | 3 mo. USD LIBOR + 1.310%, 3.58%, 05/22/2028(2) | | | 2,594,522 | |
| | | 2,885,000 | | | 3.75%, 01/24/2024 | | | 3,033,176 | |
| | | 295,000 | | | 4.90%, 11/17/2045 | | | 342,612 | |
| | | 890,000 | | | 5.61%, 01/15/2044 | | | 1,112,217 | |
| | | | | | | | | | |
| | | | | | | | | 171,520,663 | |
| | | | | | | | | | |
| | | | | Commercial Services - 0.6% | |
| | | 6,128,000 | | | Acwa Power Management And Investments One Ltd. 5.95%, 12/15/2039(1) | | | 6,342,480 | |
| | | | | | Ashtead Capital, Inc. | |
| | | 200,000 | | | 4.13%, 08/15/2025(1) | | | 202,500 | |
| | | 200,000 | | | 4.38%, 08/15/2027(1) | | | 200,250 | |
| | | 5,325,000 | | | IHS Markit Ltd. 4.13%, 08/01/2023 | | | 5,535,870 | |
| | | 100,000 | | | Service Corp. International 5.13%, 06/01/2029 | | | 105,250 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 29.4% - (continued) | |
| | | | | Commercial Services - 0.6% - (continued) | |
$ | | | 400,000 | | | United Rentals North America, Inc. 5.50%, 07/15/2025 | | $ | 416,500 | |
| | | | | | | | | | |
| | | | | | | | | 12,802,850 | |
| | | | | | | | | | |
| | | | | Construction Materials - 0.0% | |
| | | | | | Standard Industries, Inc. | |
| | | 60,000 | | | 5.38%, 11/15/2024(1) | | | 62,100 | |
| | | 930,000 | | | 6.00%, 10/15/2025(1) | | | 986,962 | |
| | | | | | | | | | |
| | | | | | | | | 1,049,062 | |
| | | | | | | | | | |
| | | | | Diversified Financial Services - 0.2% | |
| | | 2,425,000 | | | American Express Co. 3.40%, 02/27/2023 | | | 2,510,418 | |
| | | | | | Navient Corp. | |
| | | 460,000 | | | 5.88%, 03/25/2021 | | | 477,825 | |
| | | 390,000 | | | 7.25%, 01/25/2022 | | | 420,713 | |
| | | | | | | | | | |
| | | | | | | | | 3,408,956 | |
| | | | | | | | | | |
| | | | | Electric - 1.1% | |
| | | | | | AES Corp. | |
| | | 220,000 | | | 4.50%, 03/15/2023 | | | 226,050 | |
| | | 330,000 | | | 4.88%, 05/15/2023 | | | 335,788 | |
| | | 50,000 | | | 5.13%, 09/01/2027 | | | 52,750 | |
| | | 1,180,000 | | | Berkshire Hathaway Energy Co. 3.25%, 04/15/2028 | | | 1,218,982 | |
| | | 580,000 | | | Dominion Energy South Carolina, Inc. 4.25%, 08/15/2028 | | | 645,630 | |
| | | 1,120,000 | | | DTE Energy Co. 1.50%, 10/01/2019 | | | 1,117,278 | |
| | | 1,525,000 | | | Duke Energy Carolinas LLC 4.25%, 12/15/2041 | | | 1,676,015 | |
| | | 970,000 | | | Duke Energy Florida LLC 3.40%, 10/01/2046 | | | 947,054 | |
| | | 1,495,000 | | | Duke Energy Progress LLC 4.38%, 03/30/2044 | | | 1,669,192 | |
| | | | | | Exelon Corp. | |
| | | 2,275,000 | | | 2.85%, 06/15/2020 | | | 2,282,206 | |
| | | 2,745,000 | | | 3.95%, 06/15/2025 | | | 2,913,710 | |
| | | 645,000 | | | Fortis, Inc. 2.10%, 10/04/2021 | | | 639,481 | |
| | | 1,465,000 | | | IPALCO Enterprises, Inc. 3.70%, 09/01/2024 | | | 1,516,504 | |
| | | 2,580,000 | | | NextEra Energy Capital Holdings, Inc. 3.15%, 04/01/2024 | | | 2,652,497 | |
| | | 565,000 | | | Oncor Electric Delivery Co. LLC 5.75%, 03/15/2029 | | | 698,441 | |
| | | 1,820,000 | | | Public Service Enterprise Group, Inc. 2.88%, 06/15/2024 | | | 1,843,448 | |
| | | | | | Southern Co. | |
| | | 625,000 | | | 2.95%, 07/01/2023 | | | 634,360 | |
| | | 1,495,000 | | | 3.25%, 07/01/2026 | | | 1,518,303 | |
| | | | | | | | | | |
| | | | | | | | | 22,587,689 | |
| | | | | | | | | | |
| | | | | Electronics - 0.0% | |
| | | 910,000 | | | Fortive Corp. 2.35%, 06/15/2021 | | | 908,195 | |
| | | | | | | | | | |
| | | | | Engineering & Construction - 0.8% | |
| | | 2,250,000 | | | Fluor Corp. 4.25%, 09/15/2028 | | | 2,326,941 | |
| | | 4,250,000 | | | International Airport Finance S.A. 12.00%, 03/15/2033(1)(6) | | | 4,717,500 | |
| | | | | | SBA Tower Trust | |
| | | 4,815,000 | | | 3.17%, 04/09/2047(1) | | | 4,851,370 | |
| | | 4,540,000 | | | 3.45%, 03/15/2048(1) | | | 4,668,020 | |
| | | | | | | | | | |
| | | | | | | | | 16,563,831 | |
| | | | | | | | | | |
| | | | | Entertainment - 0.1% | |
| | | | | | GLP Capital L.P. / GLP Financing II, Inc. | |
| | | 1,260,000 | | | 5.30%, 01/15/2029 | | | 1,357,965 | |
| | | 275,000 | | | 5.38%, 04/15/2026 | | | 297,399 | |
| | | | | | WMG Acquisition Corp. | |
| | | 445,000 | | | 4.88%, 11/01/2024(1) | | | 455,568 | |
| | | 260,000 | | | 5.00%, 08/01/2023(1) | | | 265,200 | |
| | | | | | | | | | |
| | | | | | | | | 2,376,132 | |
| | | | | | | | | | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 29.4% - (continued) | |
| | | | | Environmental Control - 0.1% | |
| | | | | | Clean Harbors, Inc. | |
$ | | | 144,000 | | | 4.88%, 07/15/2027(1)(9) | | $ | 146,354 | |
| | | 116,000 | | | 5.13%, 07/15/2029(1)(9) | | | 118,320 | |
| | | | | | Waste Management, Inc. | |
| | | 1,100,000 | | | 3.20%, 06/15/2026 | | | 1,144,291 | |
| | | 430,000 | | | 3.45%, 06/15/2029 | | | 453,251 | |
| | | | | | | | | | |
| | | | | | | | | 1,862,216 | |
| | | | | | | | | | |
| | | | | Food - 0.5% | |
| | | | | | Conagra Brands, Inc. | |
| | | 775,000 | | | 4.30%, 05/01/2024 | | | 822,145 | |
| | | 240,000 | | | 4.60%, 11/01/2025 | | | 261,265 | |
| | | | | | Kraft Heinz Foods Co. | |
| | | 3,680,000 | | | 3.00%, 06/01/2026 | | | 3,580,961 | |
| | | 150,000 | | | 4.38%, 06/01/2046 | | | 142,518 | |
| | | 5,270,000 | | | NBM U.S. Holdings, Inc. 7.00%, 05/14/2026(1) | | | 5,541,405 | |
| | | 285,000 | | | TreeHouse Foods, Inc. 6.00%, 02/15/2024(1) | | | 296,400 | |
| | | | | | | | | | |
| | | | | | | | | 10,644,694 | |
| | | | | | | | | | |
| | | | | Food Service - 0.0% | |
| | | 585,000 | | | Aramark Services, Inc. 5.00%, 02/01/2028(1) | | | 601,819 | |
| | | | | | | | | | |
| | | | | Forest Products & Paper - 0.4% | |
| | | | | | Suzano Austria GmbH | |
| | | 6,485,000 | | | 5.00%, 01/15/2030(1) | | | 6,576,114 | |
| | | 2,390,000 | | | 6.00%, 01/15/2029(1) | | | 2,605,100 | |
| | | | | | | | | | |
| | | | | | | | | 9,181,214 | |
| | | | | | | | | | |
| | | | | Gas - 0.1% | |
| | | | | | AmeriGas Partners L.P. / AmeriGas Finance Corp. | |
| | | 70,000 | | | 5.63%, 05/20/2024 | | | 74,550 | |
| | | 375,000 | | | 5.88%, 08/20/2026 | | | 397,500 | |
| | | 1,445,000 | | | Sempra Energy 2.40%, 02/01/2020 | | | 1,444,590 | |
| | | | | | | | | | |
| | | | | | | | | 1,916,640 | |
| | | | | | | | | | |
| | | | | Healthcare - Products - 0.4% | |
| | | | | | Becton Dickinson and Co. | |
| | | 3,925,000 | | | 3.36%, 06/06/2024 | | | 4,042,484 | |
| | | 1,079,000 | | | 3.70%, 06/06/2027 | | | 1,126,668 | |
| | | 2,235,000 | | | Boston Scientific Corp. 4.00%, 03/01/2028 | | | 2,407,216 | |
| | | 855,000 | | | Thermo Fisher Scientific, Inc. 3.00%, 04/15/2023 | | | 876,756 | |
| | | | | | | | | | |
| | | | | | | | | 8,453,124 | |
| | | | | | | | | | |
| | | | | Healthcare - Services - 0.9% | |
| | | 700,000 | | | Aetna, Inc. 2.80%, 06/15/2023 | | | 704,208 | |
| | | | | | Anthem, Inc. | |
| | | 2,115,000 | | | 3.50%, 08/15/2024 | | | 2,196,439 | |
| | | 965,000 | | | 3.65%, 12/01/2027 | | | 1,003,150 | |
| | | 410,000 | | | 4.63%, 05/15/2042 | | | 446,312 | |
| | | | | | Cigna Corp. | |
| | | 795,000 | | | 4.13%, 11/15/2025(1) | | | 846,628 | |
| | | 7,480,000 | | | 4.38%, 10/15/2028(1) | | | 8,069,912 | |
| | | 535,000 | | | Community Health Systems, Inc. 5.13%, 08/01/2021(6) | | | 522,963 | |
| | | 2,270,000 | | | HCA, Inc. 4.13%, 06/15/2029 | | | 2,333,515 | |
| | | | | | UnitedHealth Group, Inc. | |
| | | 860,000 | | | 3.70%, 12/15/2025 | | | 915,899 | |
| | | 800,000 | | | 3.75%, 07/15/2025 | | | 854,440 | |
| | | 405,000 | | | 4.75%, 07/15/2045 | | | 479,693 | |
| | | | | | | | | | |
| | | | | | | | | 18,373,159 | |
| | | | | | | | | | |
| | | | | Home Builders - 0.1% | |
| | | 595,000 | | | Lennar Corp. 4.75%, 11/29/2027 | | | 626,238 | |
| | | 285,000 | | | PulteGroup, Inc. 5.50%, 03/01/2026 | | | 307,800 | |
| | | 575,000 | | | Toll Brothers Finance Corp. 4.88%, 11/15/2025 | | | 600,156 | |
| | | | | | | | | | |
| | | | | | | | | 1,534,194 | |
| | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 29.4% - (continued) | |
| | | | | Insurance - 0.4% | |
$ | | | 835,000 | | | CNO Financial Group, Inc. 5.25%, 05/30/2025 | | $ | 899,713 | |
| | | | | | Genworth Holdings, Inc. | |
| | | 20,000 | | | 4.80%, 02/15/2024 | | | 17,000 | |
| | | 380,000 | | | 4.90%, 08/15/2023 | | | 326,800 | |
| | | 15,000 | | | 7.63%, 09/24/2021 | | | 14,700 | |
| | | | | | Marsh & McLennan Cos., Inc. | |
| | | 1,480,000 | | | 3.88%, 03/15/2024 | | | 1,570,568 | |
| | | 945,000 | | | 4.38%, 03/15/2029 | | | 1,042,616 | |
| | | 1,035,000 | | | 4.75%, 03/15/2039 | | | 1,187,289 | |
| | | 258,000 | | | Massachusetts Mutual Life Insurance Co. 8.88%, 06/01/2039(1) | | | 423,238 | |
| | | 345,000 | | | MGIC Investment Corp. 5.75%, 08/15/2023 | | | 374,325 | |
| | | 640,000 | | | Unum Group 4.00%, 06/15/2029 | | | 656,968 | |
| | | 1,035,000 | | | Willis North America, Inc. 3.60%, 05/15/2024 | | | 1,069,073 | |
| | | | | | | | | | |
| | | | | | | | | 7,582,290 | |
| | | | | | | | | | |
| | | | | Internet - 0.6% | |
| | | | | | Alibaba Group Holding Ltd. | |
| | | 2,975,000 | | | 3.40%, 12/06/2027 | | | 3,022,428 | |
| | | 630,000 | | | 4.00%, 12/06/2037 | | | 644,291 | |
| | | 1,050,000 | | | 4.20%, 12/06/2047 | | | 1,104,075 | |
| | | 2,505,000 | | | Amazon.com, Inc. 3.88%, 08/22/2037 | | | 2,762,065 | |
| | | 150,000 | | | Symantec Corp. 5.00%, 04/15/2025(1) | | | 153,773 | |
| | | | | | Tencent Holdings Ltd. | |
| | | 2,090,000 | | | 2.99%, 01/19/2023(1) | | | 2,106,741 | |
| | | 1,210,000 | | | 3.60%, 01/19/2028(1) | | | 1,235,414 | |
| | | 2,765,000 | | | 3.98%, 04/11/2029(1) | | | 2,889,189 | |
| | | | | | | | | | |
| | | | | | | | | 13,917,976 | |
| | | | | | | | | | |
| | | | | Iron/Steel - 0.2% | |
| | | 285,000 | | | Commercial Metals Co. 5.38%, 07/15/2027 | | | 283,575 | |
| | | 275,000 | | | Steel Dynamics, Inc. 5.50%, 10/01/2024 | | | 284,969 | |
| | | | | | Vale Overseas Ltd. | |
| | | 2,105,000 | | | 6.25%, 08/10/2026 | | | 2,391,174 | |
| | | 405,000 | | | 6.88%, 11/10/2039 | | | 486,081 | |
| | | | | | | | | | |
| | | | | | | | | 3,445,799 | |
| | | | | | | | | | |
| | | | | IT Services - 0.4% | |
| | | 885,000 | | | Apple, Inc. 3.45%, 02/09/2045 | | | 881,881 | |
| | | 210,000 | | | Hewlett Packard Enterprise Co. 6.35%, 10/15/2045 | | | 232,694 | |
| | | | | | International Business Machines Corp. | |
| | | 2,005,000 | | | 3.00%, 05/15/2024 | | | 2,059,081 | |
| | | 3,115,000 | | | 3.30%, 05/15/2026 | | | 3,229,049 | |
| | | 3,115,000 | | | 3.50%, 05/15/2029 | | | 3,260,090 | |
| | | | | | | | | | |
| | | | | | | | | 9,662,795 | |
| | | | | | | | | | |
| | | | | Leisure Time - 0.0% | |
| | | 150,000 | | | VOC Escrow Ltd. 5.00%, 02/15/2028(1) | | | 152,063 | |
| | | | | | | | | | |
| | | | | Lodging - 0.0% | |
| | | 290,000 | | | Hilton Domestic Operating Co., Inc. 5.13%, 05/01/2026 | | | 302,688 | |
| | | | | | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp. | |
| | | 59,000 | | | 5.25%, 05/15/2027(1) | | | 59,221 | |
| | | 91,000 | | | 5.50%, 03/01/2025(1) | | | 93,985 | |
| | | | | | | | | | |
| | | | | | | | | 455,894 | |
| | | | | | | | | | |
| | | | | Machinery - Construction & Mining - 0.0% | |
| | | 365,000 | | | Oshkosh Corp. 5.38%, 03/01/2025 | | | 378,687 | |
| | | | | | | | | | |
| | | | | Media - 1.7% | |
| | | | | | CCO Holdings LLC / CCO Holdings Capital Corp. | |
| | | 150,000 | | | 5.13%, 05/01/2027(1) | | | 155,304 | |
| | | 145,000 | | | 5.75%, 02/15/2026(1) | | | 152,069 | |
| | | | | | Charter Communications Operating LLC / Charter Communications Operating Capital | | | | |
| | | 3,935,000 | | | 4.20%, 03/15/2028 | | | 4,087,574 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 29.4% - (continued) | |
| | | | | Media - 1.7% - (continued) | |
$ | | | 335,000 | | | 5.13%, 07/01/2049(9) | | $ | 342,085 | |
| | | 1,090,000 | | | 6.48%, 10/23/2045 | | | 1,284,356 | |
| | | | | | Comcast Corp. | |
| | | 490,000 | | | 3.20%, 07/15/2036 | | | 475,948 | |
| | | 940,000 | | | 3.95%, 10/15/2025 | | | 1,014,147 | |
| | | 355,000 | | | 4.05%, 11/01/2052 | | | 374,353 | |
| | | 845,000 | | | 4.15%, 10/15/2028 | | | 931,317 | |
| | | 365,000 | | | 4.25%, 10/15/2030 | | | 407,346 | |
| | | 645,000 | | | 4.60%, 10/15/2038 | | | 738,555 | |
| | | 440,000 | | | 4.95%, 10/15/2058 | | | 537,081 | |
| | | | | | Cox Communications, Inc. | |
| | | 2,601,000 | | | 3.15%, 08/15/2024(1) | | | 2,636,907 | |
| | | 600,000 | | | 4.80%, 02/01/2035(1) | | | 607,922 | |
| | | 430,000 | | | CSC Holdings LLC 5.50%, 04/15/2027(1) | | | 451,500 | |
| | | | | | Discovery Communications LLC | |
| | | 840,000 | | | 3.80%, 03/13/2024 | | | 871,809 | |
| | | 1,057,000 | | | 3.95%, 06/15/2025 | | | 1,095,371 | |
| | | 890,000 | | | 4.90%, 03/11/2026 | | | 974,805 | |
| | | 1,125,000 | | | 5.00%, 09/20/2037 | | | 1,175,140 | |
| | | 405,000 | | | 5.30%, 05/15/2049 | | | 435,819 | |
| | | 1,800,000 | | | 6.35%, 06/01/2040 | | | 2,113,754 | |
| | | 555,000 | | | DISH DBS Corp. 5.88%, 11/15/2024 | | | 525,169 | |
| | | 2,515,000 | | | Fox Corp. 4.03%, 01/25/2024(1) | | | 2,675,076 | |
| | | 150,000 | | | Liberty Interactive LLC 8.25%, 02/01/2030 | | | 149,625 | |
| | | 1,500,000 | | | NBCUniversal Media LLC 5.95%, 04/01/2041 | | | 1,969,867 | |
| | | 220,000 | | | TEGNA, Inc. 5.50%, 09/15/2024(1) | | | 225,500 | |
| | | 4,665,000 | | | Time Warner Entertainment Co. L.P. 8.38%, 07/15/2033 | | | 6,286,692 | |
| | | | | | Viacom, Inc. | |
| | | 2,225,000 | | | 4.25%, 09/01/2023 | | | 2,353,846 | |
| | | 655,000 | | | 4.38%, 03/15/2043 | | | 640,726 | |
| | | 55,000 | | | 3 mo. USD LIBOR + 3.895%, 5.88%, 02/28/2057(2) | | | 56,128 | |
| | | 79,000 | | | 3 mo. USD LIBOR + 3.899%, 6.25%, 02/28/2057(2) | | | 81,765 | |
| | | 550,000 | | | Videotron Ltd. 5.38%, 06/15/2024(1) | | | 588,500 | |
| | | | | | | | | | |
| | | | | | | | | 36,416,056 | |
| | | | | | | | | | |
| | | | | Mining - 0.3% | |
| | | | | | Anglo American Capital plc | |
| | | 850,000 | | | 4.75%, 04/10/2027(1) | | | 900,317 | |
| | | 1,945,000 | | | 4.88%, 05/14/2025(1) | | | 2,095,826 | |
| | | 3,250,000 | | | Glencore Funding LLC 4.88%, 03/12/2029(1) | | | 3,424,613 | |
| | | | | | | | | | |
| | | | | | | | | 6,420,756 | |
| | | | | | | | | | |
| | | | | Miscellaneous Manufacturing - 0.0% | |
| | | 930,000 | | | Ingersoll-Rand Global Holding Co., Ltd. 2.90%, 02/21/2021 | | | 936,305 | |
| | | | | | | | | | |
| | | | | Oil & Gas - 1.5% | |
| | | 150,000 | | | Aker BP ASA 5.88%, 03/31/2025(1) | | | 158,438 | |
| | | 65,000 | | | Anadarko Petroleum Corp. 4.50%, 07/15/2044 | | | 66,574 | |
| | | 3,035,000 | | | Canadian Natural Resources Ltd. 3.85%, 06/01/2027 | | | 3,150,973 | |
| | | 2,585,000 | | | Cimarex Energy Co. 4.38%, 03/15/2029 | | | 2,748,385 | |
| | | 585,000 | | | Continental Resources, Inc. 3.80%, 06/01/2024 | | | 601,490 | |
| | | 1,105,000 | | | EnCana Corp. 3.90%, 11/15/2021 | | | 1,131,864 | |
| | | | | | Hess Corp. | |
| | | 165,000 | | | 5.60%, 02/15/2041 | | | 177,419 | |
| | | 105,000 | | | 6.00%, 01/15/2040 | | | 115,009 | |
| | | 2,397,000 | | | 7.13%, 03/15/2033 | | | 2,937,938 | |
| | | 665,000 | | | 7.30%, 08/15/2031 | | | 816,353 | |
| | | 1,415,000 | | | Kerr-McGee Corp. 6.95%, 07/01/2024 | | | 1,658,316 | |
| | | 585,000 | | | Marathon Oil Corp. 3.85%, 06/01/2025 | | | 606,500 | |
| | | 335,000 | | | Marathon Petroleum Corp. 3.80%, 04/01/2028 | | | 340,495 | |
| | | 3,165,000 | | | Medco Oak Tree Pte Ltd. 7.38%, 05/14/2026(1) | | | 3,174,293 | |
| | | 295,000 | | | MEG Energy Corp. 6.50%, 01/15/2025(1) | | | 296,475 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 29.4% - (continued) | |
| | | | | Oil & Gas - 1.5% - (continued) | |
$ | | | 150,000 | | | Nabors Industries, Inc. 4.63%, 09/15/2021 | | $ | 146,250 | |
| | | 1,710,000 | | | Noble Energy, Inc. 5.05%, 11/15/2044 | | | 1,818,949 | |
| | | | | | Petroleos Mexicanos | |
| | | 240,000 | | | 6.50%, 01/23/2029 | | | 232,200 | |
| | | 1,650,000 | | | 6.63%, 06/15/2035 | | | 1,524,187 | |
| | | 2,090,000 | | | Pioneer Natural Resources Co. 7.50%, 01/15/2020 | | | 2,143,293 | |
| | | QEP Resources, Inc. | |
| | | 385,000 | | | 5.25%, 05/01/2023 | | | 370,562 | |
| | | 10,000 | | | 5.38%, 10/01/2022 | | | 9,725 | |
| | | 2,144,000 | | | Saudi Arabian Oil Co. 2.88%, 04/16/2024(1) | | | 2,157,887 | |
| | | SM Energy Co. | |
| | | 255,000 | | | 6.13%, 11/15/2022 | | | 253,087 | |
| | | 70,000 | | | 6.75%, 09/15/2026 | | | 65,625 | |
| | | 295,000 | | | Sunoco L.P. / Sunoco Finance Corp. 5.50%, 02/15/2026 | | | 307,169 | |
| | | 2,320,000 | | | Tullow Oil plc 7.00%, 03/01/2025(1) | | | 2,357,700 | |
| | | Valero Energy Corp. | |
| | | 535,000 | | | 4.00%, 04/01/2029 | | | 560,124 | |
| | | 1,290,000 | | | 4.35%, 06/01/2028 | | | 1,375,943 | |
| | | WPX Energy, Inc. | |
| | | 190,000 | | | 5.25%, 09/15/2024 | | | 194,988 | |
| | | 72,000 | | | 6.00%, 01/15/2022 | | | 75,060 | |
ARS | | | 93,580,252 | | | YPF S.A. 16.50%, 05/09/2022(1) | | | 1,343,806 | |
| | | | | | | | | | |
| | | 32,917,077 | |
| | | | |
| | | Packaging & Containers - 0.2% | |
$ | | | 695,000 | | | Owens-Brockway Glass Container, Inc. 5.88%, 08/15/2023(1) | | | 749,592 | |
| | | 295,000 | | | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu 5.13%, 07/15/2023(1) | | | 300,531 | |
| | | 2,415,000 | | | WRKCo, Inc. 4.65%, 03/15/2026 | | | 2,626,865 | |
| | | | | | | | | | |
| | | 3,676,988 | |
| | | | |
| | | Pharmaceuticals - 1.2% | |
| | | 1,115,000 | | | Allergan Finance LLC 4.63%, 10/01/2042 | | | 1,112,019 | |
| | | 1,135,000 | | | Allergan Funding SCS 3.45%, 03/15/2022 | | | 1,158,852 | |
| | | Bausch Health Cos., Inc. | |
| | | 315,000 | | | 6.50%, 03/15/2022(1) | | | 326,419 | |
| | | 140,000 | | | 7.00%, 03/15/2024(1) | | | 148,764 | |
| | | 95,000 | | | Baxalta, Inc. 3.60%, 06/23/2022 | | | 97,486 | |
| | | 3,915,000 | | | Bayer U.S. Finance LLC 4.25%, 12/15/2025(1) | | | 4,142,375 | |
| | | 1,395,000 | | | Bristol-Myers Squibb Co. 3.40%, 07/26/2029(1) | | | 1,460,483 | |
| | | CVS Health Corp. | |
| | | 3,360,000 | | | 4.10%, 03/25/2025 | | | 3,543,759 | |
| | | 1,640,000 | | | 5.05%, 03/25/2048 | | | 1,746,796 | |
| | | 1,690,000 | | | 5.13%, 07/20/2045 | | | 1,802,241 | |
| | | 2,750,000 | | | GlaxoSmithKline Capital, Inc. 3.63%, 05/15/2025 | | | 2,923,053 | |
| | | 565,000 | | | Mylan N.V. 5.25%, 06/15/2046 | | | 527,009 | |
| | | Mylan, Inc. | |
| | | 1,080,000 | | | 4.55%, 04/15/2028(6) | | | 1,059,144 | |
| | | 590,000 | | | 5.20%, 04/15/2048 | | | 544,809 | |
| | | 1,525,000 | | | Shire Acquisitions Investments Ireland DAC 2.40%, 09/23/2021 | | | 1,523,127 | |
| | | Teva Pharmaceutical Finance Netherlands B.V. | |
| | | 2,865,000 | | | 2.80%, 07/21/2023 | | | 2,478,225 | |
| | | 100,000 | | | 3.15%, 10/01/2026 | | | 77,500 | |
| | | | | | | | | | |
| | | | | | | | | 24,672,061 | |
| | | | | | | | | | |
| | | | | Pipelines - 1.3% | |
| | | | | | Andeavor Logistics L.P. / Tesoro Logistics Finance Corp. | |
| | | 1,545,000 | | | 4.25%, 12/01/2027 | | | 1,632,002 | |
| | | 211,000 | | | 6.25%, 10/15/2022 | | | 216,275 | |
| | | 280,000 | | | Cheniere Corpus Christi Holdings LLC 5.88%, 03/31/2025 | | | 311,850 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 29.4% - (continued) | |
| | | | | Pipelines - 1.3% - (continued) | |
$ | | | 215,000 | | | DCP Midstream Operating L.P. 5.60%, 04/01/2044 | | $ | 202,100 | |
| | | | | | Energy Transfer Operating L.P. | |
| | | 360,000 | | | 4.20%, 09/15/2023 | | | 377,424 | |
| | | 650,000 | | | 4.50%, 04/15/2024 | | | 691,679 | |
| | | 3,060,000 | | | 5.25%, 04/15/2029 | | | 3,419,076 | |
| | | 555,000 | | | 5.50%, 06/01/2027 | | | 620,394 | |
| | | 380,000 | | | 6.25%, 04/15/2049 | | | 450,242 | |
| | | 1,525,000 | | | Enterprise Products Operating LLC 3.13%, 07/31/2029(9) | | | 1,528,293 | |
| | | | | | EQM Midstream Partners L.P. | |
| | | 1,031,000 | | | 4.13%, 12/01/2026 | | | 997,324 | |
| | | 220,000 | | | 4.75%, 07/15/2023 | | | 228,769 | |
| | | 1,250,000 | | | 5.50%, 07/15/2028 | | | 1,315,794 | |
| | | | | | MPLX L.P. | |
| | | 775,000 | | | 4.13%, 03/01/2027 | | | 811,237 | |
| | | 1,095,000 | | | 4.70%, 04/15/2048 | | | 1,121,325 | |
| | | 325,000 | | | 5.20%, 03/01/2047 | | | 349,328 | |
| | | 245,000 | | | Sabine Pass Liquefaction LLC 4.20%, 03/15/2028 | | | 257,916 | |
| | | | | | Sunoco Logistics Partners Operations L.P. | |
| | | 960,000 | | | 4.00%, 10/01/2027 | | | 989,046 | |
| | | 175,000 | | | 5.30%, 04/01/2044 | | | 180,040 | |
| | | 180,000 | | | 5.35%, 05/15/2045 | | | 187,194 | |
| | | | | | Texas Eastern Transmission L.P. | |
| | | 2,080,000 | | | 2.80%, 10/15/2022(1) | | | 2,077,263 | |
| | | 165,000 | | | 3.50%, 01/15/2028(1) | | | 167,673 | |
| | | | | | TransCanada PipeLines Ltd. | |
| | | 1,810,000 | | | 4.63%, 03/01/2034 | | | 2,009,306 | |
| | | 610,000 | | | 4.75%, 05/15/2038 | | | 668,730 | |
| | | 155,000 | | | 6.10%, 06/01/2040 | | | 191,734 | |
| | | 475,000 | | | Transcontinental Gas Pipe Line Co. LLC 4.00%, 03/15/2028 | | | 495,768 | |
| | | 1,740,000 | | | Valero Energy Partners L.P. 4.50%, 03/15/2028 | | | 1,845,288 | |
| | | | | | Western Midstream Operating L.P. | |
| | | 2,155,000 | | | 4.50%, 03/01/2028 | | | 2,151,576 | |
| | | 1,165,000 | | | 4.75%, 08/15/2028 | | | 1,178,419 | |
| | | 110,000 | | | 5.50%, 08/15/2048 | | | 104,394 | |
| | | 570,000 | | | Williams Cos., Inc. 4.30%, 03/04/2024 | | | 604,644 | |
| | | | | | | | | | |
| | | | | | | | | 27,382,103 | |
| | | | | | | | | | |
| | | | | Real Estate Investment Trusts - 0.1% | |
| | | 1,310,000 | | | American Tower Corp. 3.80%, 08/15/2029 | | | 1,350,350 | |
| | | 570,000 | | | Equinix, Inc. 5.88%, 01/15/2026 | | | 603,487 | |
| | | 735,000 | | | HCP, Inc. 3.25%, 07/15/2026(9) | | | 740,747 | |
| | | | | | | | | | |
| | | | | | | | | 2,694,584 | |
| | | | | | | | | | |
| | | | | Retail - 0.4% | |
| | | 150,000 | | | 1011778 BC ULC / New Red Finance, Inc. 4.25%, 05/15/2024(1) | | | 151,687 | |
| | | | | | Lowe’s Cos., Inc. | |
| | | 3,075,000 | | | 3.38%, 09/15/2025 | | | 3,195,372 | |
| | | 270,000 | | | 3.70%, 04/15/2046 | | | 254,245 | |
| | | 1,035,000 | | | McDonald’s Corp. 3.35%, 04/01/2023 | | | 1,074,245 | |
| | | 315,000 | | | Suburban Propane Partners L.P. / Suburban Energy Finance Corp. 5.88%, 03/01/2027 | | | 315,787 | |
| | | 445,000 | | | United Rentals North America, Inc. 4.88%, 01/15/2028 | | | 453,900 | |
| | | 2,460,000 | | | Walmart, Inc. 3.40%, 06/26/2023 | | | 2,585,528 | |
| | | 230,000 | | | William Carter Co. 5.63%, 03/15/2027(1) | | | 240,925 | |
| | | | | | | | | | |
| | | | | | | | | 8,271,689 | |
| | | | | | | | | | |
| | | | | Semiconductors - 1.4% | |
| | | | | | Broadcom Corp. / Broadcom Cayman Finance Ltd. | |
| | | 745,000 | | | 3.13%, 01/15/2025 | | | 728,094 | |
| | | 4,090,000 | | | 3.63%, 01/15/2024 | | | 4,128,734 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 29.4% - (continued) | |
| | | | | Semiconductors - 1.4% - (continued) | |
$ | | | 5,635,000 | | | 3.88%, 01/15/2027 | | $ | 5,521,744 | |
| | | 3,800,000 | | | Broadcom, Inc. 4.75%, 04/15/2029(1) | | | 3,901,773 | |
| | | 272,000 | | | Entegris, Inc. 4.63%, 02/10/2026(1) | | | 274,040 | |
| | | 870,000 | | | Intel Corp. 4.10%, 05/19/2046 | | | 951,695 | |
| | | 1,590,000 | | | Microchip Technology, Inc. 4.33%, 06/01/2023 | | | 1,657,975 | |
| | | 5,070,000 | | | Micron Technology, Inc. 4.98%, 02/06/2026 | | | 5,328,397 | |
| | | 5,220,000 | | | NXP B.V. / NXP Funding LLC 4.88%, 03/01/2024(1) | | | 5,594,378 | |
| | | 270,000 | | | Qorvo, Inc. 5.50%, 07/15/2026 | | | 285,741 | |
| | | 355,000 | | | Sensata Technologies B.V. 5.00%, 10/01/2025(1) | | | 370,087 | |
| | | 310,000 | | | Sensata Technologies UK Financing Co. plc 6.25%, 02/15/2026(1) | | | 329,375 | |
| | | | | | | | | | |
| | | | | | | | | 29,072,033 | |
| | | | | | | | | | |
| | | | | Software - 0.4% | |
| | | | | | CDK Global, Inc. | |
| | | 150,000 | | | 4.88%, 06/01/2027 | | | 155,136 | |
| | | 30,000 | | | 5.88%, 06/15/2026 | | | 31,725 | |
| | | 810,000 | | | Fidelity National Information Services, Inc. 4.25%, 05/15/2028 | | | 883,179 | |
| | | 1,710,000 | | | Fiserv, Inc. 3.20%, 07/01/2026 | | | 1,745,363 | |
| | | 200,000 | | | IQVIA, Inc. 5.00%, 05/15/2027(1) | | | 206,500 | |
| | | | | | Microsoft Corp. | |
| | | 180,000 | | | 3.30%, 02/06/2027 | | | 191,264 | |
| | | 1,160,000 | | | 3.70%, 08/08/2046 | | | 1,253,771 | |
| | | 955,000 | | | 3.95%, 08/08/2056 | | | 1,062,710 | |
| | | 465,000 | | | MSCI, Inc. 5.75%, 08/15/2025(1) | | | 488,250 | |
| | | 260,000 | | | Open Text Corp. 5.88%, 06/01/2026(1) | | | 275,028 | |
| | | 795,000 | | | Oracle Corp. 4.00%, 11/15/2047 | | | 854,339 | |
| | | 246,000 | | | Western Digital Corp. 4.75%, 02/15/2026 | | | 241,338 | |
| | | 1,336,847 | | | WEX, Inc. 1 mo. USD LIBOR + 2.250%, 4.65%, 05/15/2026 | | | 1,323,719 | |
| | | | | | | | | | |
| | | | | | | | | 8,712,322 | |
| | | | | | | | | | |
| | | | | Telecommunications - 2.2% | |
| | | | | | AT&T, Inc. | |
| | | 165,000 | | | 2.95%, 07/15/2026 | | | 163,847 | |
| | | 2,725,000 | | | 3.80%, 02/15/2027 | | | 2,835,838 | |
| | | 165,000 | | | 3.88%, 01/15/2026 | | | 172,528 | |
| | | 620,000 | | | 4.10%, 02/15/2028 | | | 656,001 | |
| | | 120,000 | | | 4.13%, 02/17/2026 | | | 127,649 | |
| | | 715,000 | | | 4.25%, 03/01/2027 | | | 766,326 | |
| | | 4,444,000 | | | 4.30%, 02/15/2030 | | | 4,756,485 | |
| | | 2,435,000 | | | 4.35%, 03/01/2029 | | | 2,622,692 | |
| | | 7,400,000 | | | GTP Acquisition Partners LLC 3.48%, 06/15/2050(1) | | | 7,635,418 | |
| | | Nokia Oyj | |
| | | 5,000 | | | 4.38%, 06/12/2027 | | | 5,131 | |
| | | 575,000 | | | 6.63%, 05/15/2039 | | | 630,884 | |
| | | 425,000 | | | Sprint Corp. 7.13%, 06/15/2024 | | | 450,628 | |
| | | 5,000,000 | | | Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC 5.15%, 09/20/2029(1) | | | 5,150,000 | |
| | | Telecom Italia Capital S.A. | |
| | | 265,000 | | | 6.00%, 09/30/2034 | | | 270,300 | |
| | | 160,000 | | | 7.72%, 06/04/2038 | | | 180,400 | |
| | | 2,310,000 | | | Telefonica Celular del Paraguay SA 5.88%, 04/15/2027(1) | | | 2,408,175 | |
| | | Telefonica Emisiones S.A. | |
| | | 555,000 | | | 4.67%, 03/06/2038 | | | 576,825 | |
| | | 925,000 | | | 4.90%, 03/06/2048 | | | 976,858 | |
| | | 825,000 | | | 5.21%, 03/08/2047 | | | 909,538 | |
| | | 1,950,000 | | | 5.52%, 03/01/2049 | | | 2,258,794 | |
| | | Verizon Communications, Inc. | |
| | | 915,000 | | | 3.88%, 02/08/2029 | | | 981,450 | |
| | | 2,603,000 | | | 4.27%, 01/15/2036 | | | 2,819,316 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 29.4% - (continued) | |
| | | | | Telecommunications - 2.2% - (continued) | |
$ | | | 3,185,000 | | | 4.40%, 11/01/2034 | | $ | 3,530,958 | |
| | | 1,735,000 | | | 4.50%, 08/10/2033 | | | 1,954,593 | |
| | | 100,000 | | | 4.81%, 03/15/2039 | | | 114,963 | |
| | | 230,000 | | | 5.25%, 03/16/2037 | | | 275,110 | |
| | | 3,600,000 | | | Vodafone Group plc 4.38%, 05/30/2028 | | | 3,891,558 | |
| | | | | | | | | | |
| | | | | | | | | 47,122,265 | |
| | | | | | | | | | |
| | | Transportation - 0.4% | |
| | | 2,080,000 | | | CSX Corp. 3.25%, 06/01/2027 | | | 2,147,560 | |
| | | 2,225,000 | | | Penske Truck Leasing Co. L.P. / PTL Finance Corp. 3.45%, 07/01/2024(1) | | | 2,292,800 | |
| | | 2,975,000 | | | Union Pacific Corp. 4.38%, 09/10/2038 | | | 3,295,873 | |
| | | | | | | | | | |
| | | | | | | | | 7,736,233 | |
| | | | | | | | | | |
| | | Trucking & Leasing - 0.1% | |
| | | 1,480,000 | | | Avolon Holdings Funding Ltd. 4.38%, 05/01/2026(1) | | | 1,523,216 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Corporate Bonds (cost $603,189,527) | | $ | 628,597,212 | |
| | | | | | | | | | |
|
FOREIGN GOVERNMENT OBLIGATIONS - 1.4% | |
| | | Argentina - 0.1% | |
EUR | | | 1,780,000 | | | Argentine Republic Government International Bond 5.25%, 01/15/2028 | | $ | 1,466,861 | |
| | | | | | | | | | |
| | | Dominican Republic - 0.2% | |
$ | | | 4,890,000 | | | Dominican Republic International Bond 6.40%, 06/05/2049(1) | | | 5,116,212 | |
| | | | | | | | | | |
| | | Egypt - 0.0% | |
| | | 720,000 | | | Egypt Government International Bond 8.50%, 01/31/2047(8) | | | 762,277 | |
| | | | | | | | | | |
| | | Ghana - 0.1% | |
| | | 1,140,000 | | | Ghana Government International Bond 8.63%, 06/16/2049(1) | | | 1,149,405 | |
| | | | | | | | | | |
| | | Hungary - 0.0% | |
| | | 710,000 | | | Hungary Government International Bond 6.38%, 03/29/2021 | | | 757,854 | |
| | | | | | | | | | |
| | | Qatar - 0.6% | |
| | | Qatar Government International Bond | |
| | | 7,100,000 | | | 4.00%, 03/14/2029(1) | | | 7,650,250 | |
| | | 5,030,000 | | | 4.82%, 03/14/2049(1) | | | 5,764,581 | |
| | | | | | | | | | |
| | | 13,414,831 | |
| | | | | | | | | | |
| | | Romania - 0.3% | |
| | | Romanian Government International Bond | |
EUR | | | 1,222,000 | | | 4.63%, 04/03/2049(1) | | | 1,677,746 | |
| | | 1,020,000 | | | 4.63%, 04/03/2049(8) | | | 1,400,410 | |
$ | | | 1,832,000 | | | 6.13%, 01/22/2044(8) | | | 2,322,818 | |
| | | | | | | | | | |
| | | 5,400,974 | |
| | | | | | | | | | |
| | | Tunisia - 0.1% | |
EUR | | | 2,365,000 | | | Banque Centrale de Tunisie International Bond 6.75%, 10/31/2023(1) | | | 2,754,515 | |
| | | | | | | | | | |
| | |
| | | Total Foreign Government Obligations (cost $29,291,012) | | $ | 30,822,929 | |
| | | | | | | | | | |
|
MUNICIPAL BONDS - 0.9% | |
| | | Education - 0.1% | |
| | | Chicago, IL, Board of Education | |
$ | | | 740,000 | | | 6.14%, 12/01/2039 | | $ | 791,334 | |
| | | 1,750,000 | | | 6.32%, 11/01/2029 | | | 1,898,400 | |
| | | | | | | | | | |
| | | 2,689,734 | |
| | | | |
| | | General Obligation - 0.7% | |
| | | 1,470,000 | | | California State, GO Taxable 7.55%, 04/01/2039 | | | 2,327,186 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
MUNICIPAL BONDS - 0.9% - (continued) | |
| | | General Obligation - 0.7% - (continued) | |
| | | City of Chicago, IL, GO | |
$ | | | 1,015,000 | | | 7.05%, 01/01/2029 | | $ | 1,125,645 | |
| | | 3,945,000 | | | 7.38%, 01/01/2033 | | | 4,689,224 | |
| | | State of Illinois, GO | |
| | | 3,320,727 | | | 4.95%, 06/01/2023(6) | | | 3,475,673 | |
| | | 280,000 | | | 5.00%, 01/01/2023 | | | 292,538 | |
| | | 610,000 | | | 5.56%, 02/01/2021 | | | 633,089 | |
| | | 980,000 | | | 5.95%, 04/01/2022 | | | 1,053,618 | |
| | | | | | | | | | |
| | | 13,596,973 | |
| | | | |
| | | Utility - Electric - 0.1% | |
| | | 1,577,000 | | | Municipal Electric Auth, GA 6.64%, 04/01/2057 | | | 1,894,655 | |
| | | | | | | | | | |
| | |
| | | Total Municipal Bonds (cost $17,094,279) | | $ | 18,181,362 | |
| | | | | | | | | | |
|
SENIOR FLOATING RATE INTERESTS - 2.4%(10) | |
| | | Advertising - 0.0% | |
| | | 449,226 | | | Acosta Holdco, Inc. 1 mo. USD LIBOR + 3.250%, 5.65%, 09/26/2021 | | $ | 161,582 | |
| | | | | | | | | | |
| | | Aerospace/Defense - 0.1% | |
| | | 339,890 | | | Circor International, Inc. 1 mo. USD LIBOR + 3.500%, 5.91%, 12/11/2024 | | | 339,323 | |
| | | 570,836 | | | TransDigm, Inc. 1 mo. USD LIBOR + 2.500%, 4.83%, 06/09/2023 | | | 559,956 | |
| | | | | | | | | | |
| | | 899,279 | |
| | | | |
| | | Agriculture - 0.0% | |
| | | 743,966 | | | Pinnacle Operating Corp. 1 mo. USD LIBOR + 5.500%, 4.83%, 11/15/2021 | | | 550,535 | |
| | | | | | | | | | |
| | | Asset-Backed - Finance & Insurance - 0.0% | |
| | | 180,000 | | | Blackstone CQP Holdco L.P. 0.00%, 09/30/2024(11) | | | 180,180 | |
| | | | | | | | | | |
| | | Auto Manufacturers - 0.0% | |
| | | 153,063 | | | Navistar International Corp. 1 mo. USD LIBOR + 3.500%, 5.91%, 11/06/2024 | | | 152,536 | |
| | | | | | | | | | |
| | | Auto Parts & Equipment - 0.1% | |
| | | 235,000 | | | Adient U.S. LLC 3 mo. USD LIBOR + 4.250%, 6.87%, 05/06/2024 | | | 228,685 | |
| | | 213,246 | | | Altra Industrial Motion Corp. 1 mo. USD LIBOR + 2.000%, 4.40%, 10/01/2025 | | | 209,116 | |
| | | Panther BF Aggregator 2 L.P. | |
EUR | | | 710,000 | | | 1 mo. USD LIBOR + 3.750%, 3.75%, 04/30/2026 | | | 807,777 | |
$ | | | 475,000 | | | 1 mo. USD LIBOR + 3.500%, 5.90%, 04/30/2026 | | | 471,143 | |
| | | | | | | | | | |
| | | 1,716,721 | |
| | | | |
| | | Biotechnology - 0.0% | |
| | | 612,101 | | | Sotera Health Holdings LLC 1 mo. USD LIBOR + 3.000%, 5.40%, 05/15/2022 | | | 602,920 | |
| | | | | | | | | | |
| | | Chemicals - 0.1% | |
| | | 90,110 | | | Cabot Microelectronics Corp. 1 mo. ICE LIBOR + 2.250%, 4.69%, 11/14/2025 | | | 89,942 | |
EUR | | | 189,314 | | | CTC AcquiCo GmbH 3 mo. EURIBOR + 2.750%, 2.50%, 03/07/2025 | | | 211,156 | |
$ | | | 120,000 | | | Hexion, Inc. 0.00%, 06/25/2026(11) | | | 119,850 | |
| | | 124,063 | | | LTI Holdings, Inc. 1 mo. USD LIBOR + 3.500%, 5.90%, 09/06/2025 | | | 117,162 | |
| | | Starfruit Finco B.V. | |
EUR | | | 100,000 | | | 3 mo. EURIBOR + 3.750%, 3.75%, 10/01/2025 | | | 114,035 | |
$ | | | 99,750 | | | 1 mo. USD LIBOR + 3.250%, 5.67%, 10/01/2025 | | | 98,046 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
SENIOR FLOATING RATE INTERESTS - 2.4%(10) - (continued) | |
| | | Chemicals - 0.1% - (continued) | |
$ | | | 350,013 | | | Univar, Inc. 1 mo. USD LIBOR + 2.250%, 4.65%, 07/01/2024 | | $ | 348,809 | |
| | | | | | | | | | |
| | | 1,099,000 | |
| | | | |
| | | Coal - 0.0% | |
| | | 686,686 | | | Foresight Energy LLC 3 mo. USD LIBOR + 5.750%, 8.27%, 03/28/2022 | | | 557,363 | |
| | | | | | | | | | |
| | | Commercial Services - 0.2% | |
| | | Allied Universal Holdco LLC | |
| | | 189,565 | | | 2 mo. USD LIBOR + 4.250%, 0.00%, 06/26/2026(11) | | | 188,617 | |
| | | 18,768 | | | 0.00%, 06/26/2026(11)(12) | | | 18,675 | |
| | | 129,350 | | | 2 mo. USD LIBOR + 4.250%, 6.65%, 07/28/2022 | | | 129,148 | |
| | | 277,900 | | | APX Group, Inc. 2 mo. USD LIBOR + 5.000%, 7.33%, 04/01/2024 | | | 264,700 | |
| | | 122,813 | | | Ascend Learning LLC 1 mo. USD LIBOR + 3.000%, 5.40%, 07/12/2024 | | | 120,855 | |
| | | 377,071 | | | Blackhawk Network Holdings, Inc. 1 mo. USD LIBOR + 3.000%, 5.40%, 06/15/2025 | | | 373,850 | |
| | | 160,158 | | | Capital Automotive L.P. 1 mo. USD LIBOR + 6.000%, 8.41%, 03/24/2025 | | | 160,259 | |
| | | 90,000 | | | Carbonite, Inc. 2 mo. USD LIBOR + 3.750%, 6.15%, 03/26/2026 | | | 90,075 | |
| | | 125,000 | | | Dun & Bradstreet Corp. 1 mo. USD LIBOR + 5.000%, 7.40%, 02/06/2026 | | | 124,961 | |
| | | 98,250 | | | Energizer Holdings, Inc. 1 mo. USD LIBOR + 2.250%, 4.75%, 12/17/2025 | | | 97,821 | |
| | | 168,938 | | | Quad/Graphics, Inc. 1 mo. USD LIBOR + 5.000%, 7.41%, 01/31/2026 | | | 168,093 | |
| | | 605,769 | | | Quikrete Holdings, Inc. 1 mo. USD LIBOR + 2.750%, 5.15%, 11/15/2023 | | | 594,496 | |
EUR | | | 215,000 | | | Techem GmbH 3 mo. EURIBOR + 3.750%, 3.75%, 07/31/2025 | | | 245,902 | |
$ | | | 1,009,400 | | | Tempo Acquisition LLC 1 mo. USD LIBOR + 3.000%, 5.40%, 05/01/2024 | | | 1,004,565 | |
EUR | | | 135,000 | | | Verisure Holding AB 3 mo. EURIBOR + 3.500%, 3.50%, 10/21/2022 | | | 153,456 | |
$ | | | 129,417 | | | Weight Watchers International, Inc. 3 mo. USD LIBOR + 4.750%, 7.35%, 11/29/2024 | | | 126,936 | |
| | | 516,750 | | | Xerox Business Services LLC 1 mo. USD LIBOR + 2.500%, 4.90%, 12/07/2023 | | | 504,477 | |
| | | | | | | | | | |
| | | 4,366,886 | |
| | | | |
| | | Construction Materials - 0.0% | |
| | | 267,300 | | | NCI Building Systems, Inc. 3 mo. USD LIBOR + 3.750%, 6.35%, 04/12/2025 | | | 259,281 | |
| | | 100,000 | | | Tamko Building Products, Inc. 1 mo. USD LIBOR + 3.250%, 5.59%, 04/23/2026 | | | 99,625 | |
| | | | | | | | | | |
| | | 358,906 | |
| | | | |
| | | Diversified Financial Services - 0.1% | |
| | | AlixPartners LLP | |
EUR | | | 100,000 | | | 3 mo. USD LIBOR + 3.250%, 3.25%, 04/04/2024 | | | 113,639 | |
$ | | | 459,425 | | | 3 mo. USD LIBOR + 2.750%, 5.15%, 04/04/2024 | | | 457,831 | |
| | | 154,225 | | | Aretec Group, Inc. 3 mo. USD LIBOR + 4.250%, 6.65%, 10/01/2025 | | | 150,177 | |
| | | Crown Finance U.S., Inc. | |
EUR | | | 103,688 | | | 1 mo. EURIBOR + 2.375%, 2.38%, 02/28/2025 | | | 117,411 | |
$ | | | 184,969 | | | 1 mo. USD LIBOR + 2.500%, 4.65%, 02/28/2025 | | | 181,790 | |
| | | 228,850 | | | Financial & Risk U.S. Holdings, Inc. 1 mo. USD LIBOR + 3.750%, 6.15%, 10/01/2025 | | | 221,769 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
SENIOR FLOATING RATE INTERESTS - 2.4%(10) - (continued) | |
| | | Diversified Financial Services - 0.1% - (continued) | |
$ | | | 139,650 | | | Minotaur Acquisition, Inc. 1 mo. USD LIBOR + 5.000%, 7.40%, 02/26/2026 | | $ | 136,973 | |
EUR | | | 185,208 | | | Nets Holding A/S 3 mo. EURIBOR + 3.000%, 3.25%, 02/06/2025 | | | 208,758 | |
$ | | | 277,875 | | | RP Crown Parent LLC 1 mo. USD LIBOR + 2.750%, 5.15%, 10/12/2023 | | | 276,224 | |
| | | 240,000 | | | Victory Capital Holdings, Inc. 0.00%, 07/01/2026(11) | | | 240,101 | |
| | | | | | | | | | |
| | | 2,104,673 | |
| | | | |
| | | Electric - 0.0% | |
| | | 321,932 | | | Seadrill Partners Finco LLC 3 mo. USD LIBOR + 6.000%, 8.33%, 02/21/2021 | | | 229,376 | |
| | | | | | | | | | |
| | | Energy - Alternate Sources - 0.0% | |
| | | 262,350 | | | BCP Renaissance Parent LLC 3 mo. USD LIBOR + 3.500%, 6.08%, 10/31/2024 | | | 261,414 | |
| | | 98,500 | | | Medallion Midland Acquisition LLC 1 mo. USD LIBOR + 2.483%, 5.65%, 10/30/2024 | | | 95,791 | |
| | | | | | | | | | |
| | | 357,205 | |
| | | | |
| | | Engineering & Construction - 0.1% | |
| | | 735,000 | | | Brand Energy & Infrastructure Services, Inc. 3 mo. USD LIBOR + 4.250%, 6.79%, 06/21/2024 | | | 709,584 | |
| | | 98,750 | | | Verra Mobility Corp. 1 mo. USD LIBOR + 3.750%, 6.15%, 02/28/2025 | | | 98,955 | |
| | | | | | | | | | |
| | | 808,539 | |
| | | | |
| | | Entertainment - 0.0% | |
| | | 428,489 | | | Scientific Games International, Inc. 2 mo. USD LIBOR + 2.750%, 5.22%, 08/14/2024 | | | 421,646 | |
| | | 119,100 | | | Wyndham Hotels & Resorts, Inc. 1 mo. USD LIBOR + 1.750%, 4.15%, 05/30/2025 | | | 118,672 | |
| | | | | | | | | | |
| | | 540,318 | |
| | | | |
| | | Food - 0.1% | |
| | | 493,417 | | | Hostess Brands LLC 1 mo. USD LIBOR + 2.250%, 4.75%, 08/03/2022 | | | 489,819 | |
| | | 470,230 | | | Post Holdings, Inc. 1 mo. USD LIBOR + 2.000%, 4.40%, 05/24/2024 | | | 467,615 | |
| | | | | | | | | | |
| | | 957,434 | |
| | | | |
| | | Food Service - 0.0% | |
| | | 99,500 | | | 8th Avenue Food & Provisions, Inc. 3 mo. USD LIBOR + 3.750%, 6.17%, 10/01/2025 | | | 99,406 | |
| | | 111,920 | | | Aramark Services, Inc. 3 mo. USD LIBOR + 1.750%, 4.08%, 03/11/2025 | | | 111,444 | |
| | | | | | | | | | |
| | | 210,850 | |
| | | | |
| | | Gas - 0.0% | |
| | | 104,738 | | | Messer Industries GmbH 1 mo. USD LIBOR + 2.500%, 4.83%, 03/01/2026 | | | 103,232 | |
| | | | | | | | | | |
| | | Healthcare - Products - 0.0% | |
| | | 348,788 | | | Kinetic Concepts, Inc. 3 mo. USD LIBOR + 3.250%, 5.58%, 02/02/2024 | | | 348,714 | |
| | | 217,125 | | | Lifescan Global Corp. 3 mo. USD LIBOR + 6.000%, 8.66%, 10/01/2024 | | | 206,812 | |
| | | 219,507 | | | Parexel International Corp. 1 mo. USD LIBOR + 2.750%, 5.15%, 09/27/2024 | | | 209,983 | |
| | | | | | | | | | |
| | | 765,509 | |
| | | | |
| | | Healthcare - Services - 0.1% | |
| | | 357,187 | | | CDRH Parent, Inc. 3 mo. USD LIBOR + 4.250%, 6.73%, 07/01/2021 | | | 286,346 | |
| | | 130,872 | | | DentalCorp Perfect Smile ULC 1 mo. USD LIBOR + 3.750%, 6.15%, 06/06/2025 | | | 129,236 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
SENIOR FLOATING RATE INTERESTS - 2.4%(10) - (continued) | |
| | | Healthcare - Services - 0.1% - (continued) | |
$ | | | 273,625 | | | Envision Healthcare Corp. 1 mo. USD LIBOR + 3.750%, 6.15%, 10/10/2025 | | $ | 241,132 | |
| | | 308,464 | | | Global Medical Response, Inc. 1 mo. USD LIBOR + 3.250%, 5.64%, 04/28/2022 | | | 290,011 | |
EUR | | | 217,800 | | | IQVIA, Inc. 3 mo. EURIBOR + 2.000%, 2.50%, 06/11/2025 | | | 247,527 | |
$ | | | 679,559 | | | Jaguar Holding Co. 3 mo. USD LIBOR + 2.500%, 4.90%, 08/18/2022 | | | 675,237 | |
| | | 455,175 | | | MPH Acquisition Holdings LLC 3 mo. USD LIBOR + 2.750%, 5.08%, 06/07/2023 | | | 434,529 | |
| | | 131,488 | | | One Call Corp. 1 mo. USD LIBOR + 5.250%, 7.64%, 11/25/2022 | | | 106,285 | |
| | | 247,395 | | | Syneos Health, Inc. 1 mo. USD LIBOR + 2.000%, 4.40%, 08/01/2024 | | | 246,468 | |
| | | | | | | | | | |
| | | 2,656,771 | |
| | | | |
| | | Household Products - 0.0% | |
| | | 290,575 | | | Diamond (BC) B.V. 2 mo. USD LIBOR + 3.000%, 5.58%, 09/06/2024 | | | 254,980 | |
| | | 291,750 | | | Revlon Consumer Products Corp. 1 mo. USD LIBOR + 3.500%, 6.02%, 09/07/2023 | | | 243,004 | |
| | | | | | | | | | |
| | | 497,984 | |
| | | | |
| | | Insurance - 0.1% | |
| | | Asurion LLC | |
| | | 812,478 | | | 1 mo. USD LIBOR + 3.000%, 5.40%, 08/04/2022 | | | 810,155 | |
| | | 375,000 | | | 1 mo. USD LIBOR + 6.500%, 8.90%, 08/04/2025 | | | 379,924 | |
| | | 222,750 | | | Hub International Ltd. 2 mo. USD LIBOR + 3.000%, 5.59%, 04/25/2025 | | | 217,003 | |
| | | 283,575 | | | Sedgwick Claims Management Services, Inc. 1 mo. USD LIBOR + 3.250%, 5.65%, 12/31/2025 | | | 279,270 | |
| | | | | | | | | | |
| | | 1,686,352 | |
| | | | |
| | | Leisure Time - 0.1% | |
| | | 438,484 | | | Caesars Resort Collection LLC 1 mo. USD LIBOR + 2.750%, 5.15%, 12/22/2024 | | | 430,718 | |
| | | 795,546 | | | Delta (LUX) S.a.r.l. 1 mo. USD LIBOR + 2.500%, 4.90%, 02/01/2024 | | | 776,055 | |
| | | 733,400 | | | Golden Entertainment, Inc. 1 mo. USD LIBOR + 3.000%, 5.41%, 10/21/2024 | | | 729,733 | |
| | | 144,275 | | | Penn National Gaming, Inc. 3 mo. USD LIBOR + 2.250%, 4.65%, 10/15/2025 | | | 143,621 | |
| | | | | | | | | | |
| | | 2,080,127 | |
| | | | |
| | | Lodging - 0.1% | |
| | | 238,433 | | | Boyd Gaming Corp. 1 week USD LIBOR + 2.250%, 4.62%, 09/15/2023 | | | 236,916 | |
| | | 655,025 | | | Caesars Entertainment Operating Co. 1 mo. USD LIBOR + 2.000%, 4.40%, 10/06/2024 | | | 649,091 | |
| | | | | | | | | | |
| | | | | | | | | 886,007 | |
| | | | | | | | | | |
| | | | | Machinery - Construction & Mining - 0.0% | |
| | | 268,650 | | | Brookfield WEC Holdings, Inc. 1 mo. USD LIBOR + 3.500%, 5.90%, 08/01/2025 | | | 267,978 | |
| | | 86,845 | | | Pike Corp. 1 mo. USD LIBOR + 3.500%, 5.91%, 03/23/2025 | | | 86,892 | |
| | | | | | | | | | |
| | | | | | | | | 354,870 | |
| | | | | | | | | | |
| | | | | Machinery - Diversified - 0.0% | |
| | | 263,447 | | | Gates Global LLC 3 mo. USD LIBOR + 2.750%, 5.15%, 04/01/2024 | | | 261,590 | |
| | | | | | | | | | |
| | | | | Media - 0.3% | |
| | | 192,075 | | | Altice Financing S.A. 3 mo. USD LIBOR + 2.750%, 5.14%, 01/31/2026 | | | 181,872 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
SENIOR FLOATING RATE INTERESTS - 2.4%(10) - (continued) | |
| | | | | Media - 0.3% - (continued) | |
$ | | | 694,105 | | | Altice France S.A. 3 mo. USD LIBOR + 3.688%, 6.08%, 01/31/2026 | | $ | 671,546 | |
| | | 1,528,311 | | | Charter Communications Operating LLC 1 mo. USD LIBOR + 2.000%, 4.33%, 04/30/2025 | | | 1,526,019 | |
| | | 217,800 | | | CSC Holdings LLC 1 mo. USD LIBOR + 2.500%, 4.89%, 01/25/2026 | | | 214,688 | |
| | | 189,050 | | | Gray Television, Inc. 1 mo. ICE LIBOR + 2.500%, 4.93%, 01/02/2026 | | | 188,766 | |
| | | 223,771 | | | Houghton Mifflin Harcourt Publishing Co. 1 mo. USD LIBOR + 3.000%, 5.40%, 05/31/2021 | | | 210,681 | |
| | | 266,806 | | | MTN Infrastructure TopCo, Inc. 1 mo. USD LIBOR + 3.000%, 5.40%, 11/15/2024 | | | 264,805 | |
| | | 290,000 | | | Nexstar Broadcasting, Inc. 0.00%, 06/19/2026(11) | | | 288,913 | |
| | | 489,555 | | | PSAV Holdings LLC 3 mo. USD LIBOR + 3.250%, 5.67%, 03/01/2025 | | | 475,020 | |
| | | 119,812 | | | Shutterfly, Inc. 1 mo. USD LIBOR + 2.500%, 4.91%, 08/17/2024 | | | 119,722 | |
| | | 220,000 | | | Telenet Financing USD LLC 1 mo. USD LIBOR + 2.250%, 4.64%, 08/15/2026 | | | 217,485 | |
| | | 440,000 | | | Unitymedia Finance LLC 1 mo. USD LIBOR + 2.250%, 4.64%, 09/30/2025 | | | 438,535 | |
| | | 437,278 | | | UPC Financing Partnership 1 mo. USD LIBOR + 2.500%, 4.89%, 01/15/2026 | | | 436,644 | |
| | | 90,868 | | | Web.com Group, Inc. 3 mo. USD LIBOR + 3.750%, 6.16%, 10/10/2025 | | | 89,505 | |
| | | | | | | | | | |
| | | | | | | | | 5,324,201 | |
| | | | | | | | | | |
| | | | | Metal Fabricate/Hardware - 0.0% | |
| | | 270,571 | | | Rexnord LLC 1 mo. USD LIBOR + 2.000%, 4.40%, 08/21/2024 | | | 270,165 | |
| | | | | | | | | | |
| | | | | Miscellaneous Manufacturing - 0.0% | |
| | | 140,967 | | | H.B. Fuller Co. 1 mo. USD LIBOR + 2.000%, 4.38%, 10/20/2024 | | | 138,405 | |
| | | 525,638 | | | USI, Inc. 3 mo. USD LIBOR + 3.000%, 5.33%, 05/16/2024 | | | 511,839 | |
| | | | | | | | | | |
| | | | | | | | | 650,244 | |
| | | | | | | | | | |
| | | | | Oil & Gas - 0.1% | |
| | | 90,000 | | | Ascent Resources - Marcellus LLC 1 mo. USD LIBOR + 6.500%, 8.91%, 03/30/2023 | | | 88,200 | |
| | | 115,000 | | | BCP Raptor II LLC 1 mo. USD LIBOR + 4.750%, 7.15%, 11/03/2025 | | | 109,155 | |
| | | 155,559 | | | BCP Raptor LLC 2 mo. USD LIBOR + 4.250%, 6.65%, 06/24/2024 | | | 147,393 | |
| | | 455,000 | | | California Resources Corp. 1 mo. USD LIBOR + 10.375%, 12.78%, 12/31/2021 | | | 460,915 | |
| | | 764,040 | | | Fieldwood Energy LLC 1 mo. USD LIBOR + 5.250%, 7.65%, 04/11/2022 | | | 706,019 | |
| | | 213,388 | | | NorthRiver Midstream Finance L.P. 1 mo. USD LIBOR + 3.250%, 5.85%, 10/01/2025 | | | 212,973 | |
| | | 666,115 | | | PES Holdings LLC 1 mo. USD LIBOR + 0.500%, 4.91%, 12/31/2022 | | | 313,074 | |
| | | 119,100 | | | Traverse Midstream Partners LLC 3 mo. USD LIBOR + 4.000%, 6.59%, 09/27/2024 | | | 117,568 | |
| | | | | | | | | | |
| | | 2,155,297 | |
| | | | |
| | | Oil & Gas Services - 0.0% | |
| | | 150,000 | | | Lower Cadence Holdings LLC 1 mo. USD LIBOR + 4.000%, 6.40%, 05/22/2026 | | | 149,062 | |
| | | | | | | | | | |
| | | Packaging & Containers - 0.1% | |
| | | Berry Global, Inc. | |
| | | 400,000 | | | 3 mo. USD LIBOR + 1.750%, 0.00%, 05/15/2026(11) | | | 397,044 | |
EUR | | | 135,000 | | | 0.00%, 05/15/2026(11) | | | 153,759 | |
$ | | | 663,743 | | | 3 mo. USD LIBOR + 1.750%, 4.16%, 02/08/2020 | | | 662,794 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
SENIOR FLOATING RATE INTERESTS - 2.4%(10) - (continued) | |
| | | Packaging & Containers - 0.1% - (continued) | |
$ | | | 61,713 | | | Crown Americas LLC 1 Week USD LIBOR + 2.000%, 4.40%, 04/03/2025 | | $ | 61,975 | |
| | | 398,308 | | | Flex Acquisition Co., Inc. 3 mo. USD LIBOR + 3.000%, 5.44%, 12/29/2023 | | | 377,895 | |
| | | 199,875 | | | Proampac PG Borrower LLC 1 mo. USD LIBOR + 3.500%, 5.99%, 11/18/2023 | | | 191,506 | |
| | | 540,916 | | | Reynolds Group Holdings, Inc. 1 mo. USD LIBOR + 2.750%, 5.15%, 02/05/2023 | | | 536,426 | |
| | | | | | | | | | |
| | | 2,381,399 | |
| | | | |
| | | Pharmaceuticals - 0.1% | |
| | | 114,713 | | | Catalent Pharma Solutions, Inc. 1 mo. USD LIBOR + 2.250%, 4.65%, 05/18/2026 | | | 114,617 | |
| | | 803,600 | | | Endo Luxembourg Finance Co. S.a r.l. 1 mo. USD LIBOR + 4.250%, 6.69%, 04/29/2024 | | | 752,708 | |
| | | 470,020 | | | Valeant Pharmaceuticals International, Inc. 1 mo. USD LIBOR + 3.000%, 5.41%, 06/02/2025 | | | 469,729 | |
| | | | | | | | | | |
| | | 1,337,054 | |
| | | | |
| | | Real Estate - 0.0% | |
| | | 286,364 | | | VICI Properties LLC 1 mo. USD LIBOR + 2.000%, 4.40%, 12/20/2024 | | | 282,784 | |
| | | | | | | | | | |
| | | Retail - 0.2% | |
| | | 301,527 | | | Albertsons LLC 3 mo. USD LIBOR + 3.000%, 5.31%, 12/21/2022 | | | 301,452 | |
| | | 976,962 | | | American Builders & Contractors Supply Co., Inc. 1 mo. USD LIBOR + 2.000%, 4.40%, 10/31/2023 | | | 961,898 | |
| | | 658,275 | | | Bass Pro Group LLC 1 mo. USD LIBOR + 5.000%, 7.40%, 09/25/2024 | | | 627,691 | |
| | | 390,380 | | | Coty, Inc. 1 mo. USD LIBOR + 2.250%, 4.67%, 04/07/2025 | | | 380,621 | |
| | | 491,406 | | | Harbor Freight Tools USA, Inc. 1 mo. USD LIBOR + 2.500%, 4.90%, 08/18/2023 | | | 477,814 | |
| | | 316,051 | | | Neiman Marcus Group Ltd. LLC 3 mo. USD LIBOR + 6.000%, 8.42%, 10/25/2023 | | | 269,961 | |
| | | 133,650 | | | Rodan & Fields LLC 1 mo. USD LIBOR + 4.000%, 6.39%, 06/16/2025 | | | 119,840 | |
| | | 386,113 | | | Staples, Inc. 3 mo. USD LIBOR + 5.000%, 7.60%, 04/16/2026 | | | 370,124 | |
| | | 498,262 | | | U.S. Foods, Inc. 1 mo. USD LIBOR + 2.000%, 4.40%, 06/27/2023 | | | 494,470 | |
| | | | |
| | | 4,003,871 | |
| | | | |
| | | Semiconductors - 0.0% | |
| | | 120,727 | | | Microchip Technology, Inc. 1 mo. USD LIBOR + 2.000%, 4.41%, 05/29/2025 | | | 119,935 | |
| | | | |
| | | Software - 0.3% | |
| | | 513,451 | | | Almonde, Inc. 3 mo. USD LIBOR + 3.500%, 5.90%, 06/13/2024 | | | 499,618 | |
| | | 718,125 | | | Change Healthcare Holdings LLC 1 mo. USD LIBOR + 2.750%, 5.15%, 03/01/2024 | | | 712,114 | |
| | | 343,204 | | | Epicor Software Corp. 1 mo. USD LIBOR + 3.250%, 5.66%, 06/01/2022 | | | 340,691 | |
| | | 1,604,646 | | | First Data Corp. 1 mo. USD LIBOR + 2.000%, 4.40%, 04/26/2024 | | | 1,602,656 | |
| | | 808,579 | | | Hyland Software, Inc. 1 mo. USD LIBOR + 3.500%, 5.65%, 07/01/2024 | | | 802,515 | |
| | | 723,423 | | | Infor U.S., Inc. 1 mo. USD LIBOR + 2.750%, 5.08%, 02/01/2022 | | | 721,101 | |
| | | 139,300 | | | Quest Software U.S. Holdings, Inc. 3 mo. USD LIBOR + 4.250%, 6.83%, 05/16/2025 | | | 136,862 | |
| | | 63,193 | | | SS&C Technologies Holdings Europe S.a.r.l. 1 mo. USD LIBOR + 2.250%, 4.65%, 04/16/2025 | | | 62,909 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
SENIOR FLOATING RATE INTERESTS - 2.4%(10) - (continued) | |
| | | Software - 0.3% - (continued) | |
$ | | | 419,640 | | | SS&C Technologies, Inc. 1 mo. USD LIBOR + 2.250%, 4.65%, 04/16/2025 | | $ | 417,906 | |
| | | 140,000 | | | Ultimate Software Group, Inc. 1 mo. USD LIBOR + 3.750%, 6.08%, 05/04/2026 | | | 140,175 | |
| | | | | | | | | | |
| | | | | | | | | 5,436,547 | |
| | | | | | | | | | |
| | | | | Telecommunications - 0.1% | |
| | | 198,990 | | | CenturyLink, Inc. 1 mo. USD LIBOR + 2.750%, 5.15%, 01/31/2025 | | | 194,127 | |
| | | 300,000 | | | Level 3 Financing, Inc. 1 mo. USD LIBOR + 2.250%, 4.65%, 02/22/2024 | | | 297,450 | |
| | | | | | Sprint Communications, Inc. | |
| | | 997,050 | | | 1 mo. USD LIBOR + 2.500%, 4.94%, 02/02/2024 | | | 980,848 | |
| | | 99,500 | | | 1 mo. USD LIBOR + 3.000%, 5.44%, 02/02/2024 | | | 98,474 | |
| | | 642,416 | | | Univision Communications, Inc. 1 mo. USD LIBOR + 2.750%, 5.15%, 03/15/2024 | | | 610,900 | |
| | | 158,800 | | | Zacapa LLC 1 mo. USD LIBOR + 5.000%, 7.33%, 07/02/2025 | | | 159,462 | |
| | | 361,056 | | | Zayo Group LLC 1 mo. USD LIBOR + 2.250%, 4.65%, 01/19/2024 | | | 360,644 | |
| | | | | | | | | | |
| | | | | | | | | 2,701,905 | |
| | | | | | | | | | |
| | | | | Transportation - 0.0% | |
| | | 240,063 | | | Savage Enterprises LLC 1 mo. USD LIBOR + 4.500%, 6.92%, 08/01/2025 | | | 240,214 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Senior Floating Rate Interests (cost $51,986,718) | | $ | 50,199,423 | |
| | | | | | | | | | |
|
U.S. GOVERNMENT AGENCIES - 45.3% | |
| | | | | Mortgage-Backed Agencies - 45.3% | |
| | | | | FHLMC - 8.6% | |
$ | | | 125,904 | | | 0.00%, 11/15/2036(13)(14) | | $ | 114,563 | |
| | | 53,303,154 | | | 0.29%, 10/25/2020(3)(5) | | | 100,210 | |
| | | 21,032,473 | | | 0.74%, 03/25/2027(3)(5) | | | 864,439 | |
| | | 2,168,257 | | | 1.75%, 10/15/2042 | | | 2,120,990 | |
| | | 807,660 | | | 2.50%, 05/15/2028(5) | | | 58,724 | |
| | | 2,429,432 | | | 3.00%, 03/15/2028(5) | | | 170,503 | |
| | | 2,336,100 | | | 3.00%, 08/01/2029 | | | 2,395,749 | |
| | | 1,110,735 | | | 3.00%, 05/15/2032(5) | | | 68,119 | |
| | | 837,781 | | | 3.00%, 03/15/2033(5) | | | 93,359 | |
| | | 6,087,549 | | | 3.00%, 04/01/2033 | | | 6,213,718 | |
| | | 5,757,330 | | | 3.00%, 11/01/2036 | | | 5,851,040 | |
| | | 3,732,075 | | | 3.00%, 01/01/2037 | | | 3,792,807 | |
| | | 4,225,000 | | | 3.00%, 08/15/2043 | | | 4,279,350 | |
| | | 1,248,460 | | | 3.00%, 05/15/2046 | | | 1,273,854 | |
| | | 8,948,371 | | | 3.00%, 11/01/2046 | | | 9,102,603 | |
| | | 1,656,175 | | | 3.00%, 12/01/2046 | | | 1,689,570 | |
| | | 20,977,000 | | | 3.00%, 07/01/2049(15) | | | 21,168,333 | |
| | | 1,173,638 | | | 3.25%, 11/15/2041 | | | 1,208,785 | |
| | | 3,575,000 | | | 3.30%, 04/25/2029 | | | 3,816,869 | |
| | | 1,213,748 | | | 3.50%, 06/15/2026(5) | | | 61,797 | |
| | | 438,820 | | | 3.50%, 09/15/2026(5) | | | 36,787 | |
| | | 750,070 | | | 3.50%, 03/15/2027 | | | 56,039 | |
| | | 4,802,386 | | | 3.50%, 08/01/2034 | | | 4,981,582 | |
| | | 2,978,139 | | | 3.50%, 03/15/2041(5) | | | 309,824 | |
| | | 1,410,961 | | | 3.50%, 06/01/2046 | | | 1,454,849 | |
| | | 5,974,344 | | | 3.50%, 10/01/2047 | | | 6,154,556 | |
| | | 59,994,830 | | | 3.50%, 03/01/2048 | | | 61,750,153 | |
| | | 241,558 | | | 3.50%, 08/01/2048 | | | 247,754 | |
| | | 4,000 | | | 3.50%, 07/01/2049(15) | | | 4,092 | |
| | | 3,572,443 | | | 4.00%, 08/01/2025 | | | 3,746,997 | |
| | | 1,663,274 | | | 4.00%, 12/15/2026 | | | 120,312 | |
| | | 2,821,036 | | | 4.00%, 07/15/2027(5) | | | 227,461 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
U.S. GOVERNMENT AGENCIES - 45.3% - (continued) | |
| | | | | Mortgage-Backed Agencies - 45.3% - (continued) | |
| | | | | FHLMC - 8.6% - (continued) | |
$ | | | 1,243,752 | | | 4.00%, 03/15/2028(5) | | $ | 99,041 | |
| | | 679,962 | | | 4.00%, 06/15/2028(5) | | | 57,736 | |
| | | 1,663,438 | | | 4.00%, 07/15/2030 | | | 155,543 | |
| | | 997,616 | | | 4.00%, 11/15/2040 | | | 1,085,423 | |
| | | 3,874,216 | | | 4.00%, 05/01/2042 | | | 4,088,021 | |
| | | 1,134,203 | | | 4.00%, 08/01/2042 | | �� | 1,196,949 | |
| | | 1,635,531 | | | 4.00%, 09/01/2042 | | | 1,726,018 | |
| | | 430,310 | | | 4.00%, 07/01/2044 | | | 451,291 | |
| | | 295,727 | | | 4.00%, 06/01/2045 | | | 309,509 | |
| | | 1,649,759 | | | 4.00%, 02/01/2046 | | | 1,726,636 | |
| | | 664,177 | | | 4.00%, 09/01/2048 | | | 689,629 | |
| | | 776,011 | | | 4.50%, 09/01/2044 | | | 825,932 | |
| | | 2,376,082 | | | 4.75%, 07/15/2039 | | | 2,623,370 | |
| | | 87,929 | | | 5.00%, 03/01/2028 | | | 92,986 | |
| | | 361,471 | | | 5.00%, 03/01/2031 | | | 382,525 | |
| | | 576,377 | | | 5.00%, 05/01/2031 | | | 611,541 | |
| | | 726,275 | | | 5.00%, 09/01/2031 | | | 768,039 | |
| | | 696,557 | | | 5.00%, 11/01/2031 | | | 736,613 | |
| | | 210,274 | | | 5.00%, 07/01/2032 | | | 222,387 | |
| | | 1,112,431 | | | 5.00%, 09/15/2033(5) | | | 187,599 | |
| | | 16,859 | | | 5.00%, 12/01/2034 | | | 17,830 | |
| | | 17,216 | | | 5.00%, 11/01/2035 | | | 18,828 | |
| | | 35,049 | | | 5.00%, 03/01/2039 | | | 38,033 | |
| | | 371,502 | | | 5.00%, 08/01/2039 | | | 403,935 | |
| | | 15,404 | | | 5.00%, 09/01/2039 | | | 16,744 | |
| | | 15,033 | | | 5.00%, 12/01/2039 | | | 16,342 | |
| | | 15,170 | | | 5.00%, 04/01/2041 | | | 16,371 | |
| | | 37,862 | | | 5.00%, 04/01/2044 | | | 41,129 | |
| | | 23,135 | | | 5.00%, 05/01/2044 | | | 24,887 | |
| | | 6,250,000 | | | 5.00%, 07/01/2049(15) | | | 6,611,206 | |
| | | 43,382 | | | 5.50%, 03/01/2028 | | | 46,261 | |
| | | 88,368 | | | 5.50%, 04/01/2033 | | | 97,350 | |
| | | 903,884 | | | 5.50%, 05/01/2034 | | | 1,004,680 | |
| | | 1,267 | | | 5.50%, 11/01/2035 | | | 1,406 | |
| | | 18,328 | | | 5.50%, 05/01/2037 | | | 20,332 | |
| | | 46,922 | | | 5.50%, 11/01/2037 | | | 52,141 | |
| | | 84,460 | | | 5.50%, 02/01/2038 | | | 92,290 | |
| | | 35,125 | | | 5.50%, 04/01/2038 | | | 38,311 | |
| | | 43,311 | | | 5.50%, 06/01/2038 | | | 47,126 | |
| | | 4,791,531 | | | 5.50%, 08/01/2038 | | | 5,323,827 | |
| | | 481,510 | | | 5.50%, 09/01/2038 | | | 523,008 | |
| | | 9,633 | | | 5.50%, 12/01/2039 | | | 10,484 | |
| | | 124,121 | | | 5.50%, 02/01/2040 | | | 135,077 | |
| | | 411,431 | | | 5.50%, 05/01/2040 | | | 449,679 | |
| | | 409,975 | | | 5.50%, 08/01/2040 | | | 446,157 | |
| | | 1,783,964 | | | 5.50%, 06/01/2041 | | | 1,953,949 | |
| | | 1,412 | | | 6.00%, 07/01/2029 | | | 1,547 | |
| | | 218,702 | | | 6.00%, 10/01/2032 | | | 248,141 | |
| | | 191,060 | | | 6.00%, 11/01/2032 | | | 210,450 | |
| | | 268,887 | | | 6.00%, 12/01/2032 | | | 305,070 | |
| | | 19,272 | | | 6.00%, 11/01/2033 | | | 21,867 | |
| | | 33,349 | | | 6.00%, 01/01/2034 | | | 37,823 | |
| | | 20,593 | | | 6.00%, 02/01/2034 | | | 23,366 | |
| | | 230,284 | | | 6.00%, 08/01/2034 | | | 261,304 | |
| | | 242,641 | | | 6.00%, 09/01/2034 | | | 275,270 | |
| | | 228,374 | | | 6.00%, 01/01/2035 | | �� | 251,948 | |
| | | 1,690,758 | | | 6.00%, 11/01/2037 | | | 1,918,431 | |
| | | 103 | | | 6.50%, 07/01/2031 | | | 114 | |
| | | 257 | | | 6.50%, 08/01/2032 | | | 285 | |
| | | 838,287 | | | 6.50%, 07/15/2036 | | | 945,076 | |
| | | 160,662 | | | 6.50%, 12/01/2037 | | | 180,668 | |
| | | 103 | | | 7.50%, 09/01/2029 | | | 110 | |
| | | 734 | | | 7.50%, 11/01/2031 | | | 802 | |
| | | | | | | | | | |
| | | | | | | | | 183,702,231 | |
| | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
U.S. GOVERNMENT AGENCIES - 45.3% - (continued) | |
| | | | | Mortgage-Backed Agencies - 45.3% - (continued) | |
| | | | | FNMA - 26.9% | |
$ | | | 135,745 | | | 0.00%, 03/25/2036(14) | | $ | 116,138 | |
| | | 1,126,092 | | | 0.00%, 06/25/2036(13)(14) | | | 996,262 | |
| | | 3,413,248 | | | 1.64%, 05/25/2046(3)(5) | | | 178,921 | |
| | | 2,369,353 | | | 1.75%, 12/25/2042 | | | 2,347,257 | |
| | | 3,281,166 | | | 1.77%, 04/25/2055(3)(5) | | | 191,471 | |
| | | 2,445,154 | | | 1.80%, 06/25/2055(3)(5) | | | 133,190 | |
| | | 3,191,650 | | | 1.88%, 08/25/2044(3)(5) | | | 180,099 | |
| | | 1,842,216 | | | 2.00%, 09/25/2039 | | | 1,778,599 | |
| | | 1,195,636 | | | 2.00%, 08/25/2043 | | | 1,162,769 | |
| | | 830,618 | | | 2.50%, 06/25/2028(5) | | | 57,713 | |
| | | 28,675,000 | | | 2.50%, 07/01/2034(15) | | | 28,876,061 | |
| | | 218,899 | | | 2.50%, 01/01/2043 | | | 217,646 | |
| | | 4,608,556 | | | 2.50%, 02/01/2043 | | | 4,594,534 | |
| | | 1,844,364 | | | 2.50%, 03/01/2043 | | | 1,838,752 | |
| | | 3,685,936 | | | 2.50%, 05/01/2043 | | | 3,674,721 | |
| | | 2,584,996 | | | 2.50%, 06/01/2043 | | | 2,575,398 | |
| | | 1,600,812 | | | 2.50%, 04/01/2045 | | | 1,589,500 | |
| | | 1,922,843 | | | 3.00%, 02/25/2027(5) | | | 117,340 | |
| | | 771,502 | | | 3.00%, 09/25/2027 | | | 57,124 | |
| | | 5,154,895 | | | 3.00%, 01/25/2028 | | | 365,136 | |
| | | 14,927,000 | | | 3.00%, 07/01/2034(15) | | | 15,220,435 | |
| | | 3,659,172 | | | 3.00%, 03/01/2037 | | | 3,726,631 | |
| | | 1,800,613 | | | 3.00%, 05/25/2047 | | | 1,837,956 | |
| | | 6,490,714 | | | 3.00%, 09/25/2047 | | | 6,614,801 | |
| | | 5,575,169 | | | 3.00%, 06/25/2048 | | | 5,683,218 | |
| | | 4,383,989 | | | 3.00%, 10/25/2048 | | | 4,457,192 | |
| | | 167,315,000 | | | 3.00%, 07/01/2049(15) | | | 168,743,059 | |
| | | 4,349,000 | | | 3.13%, 01/01/2030 | | | 4,568,192 | |
| | | 476,620 | | | 3.24%, 12/01/2026 | | | 503,953 | |
| | | 1,710,000 | | | 3.35%, 05/01/2029 | | | 1,819,915 | |
| | | 845,078 | | | 3.50%, 05/25/2027(5) | | | 73,884 | |
| | | 1,304,977 | | | 3.50%, 10/25/2027 | | | 118,990 | |
| | | 1,480,596 | | | 3.50%, 05/25/2030(5) | | | 158,864 | |
| | | 428,037 | | | 3.50%, 08/25/2030(5) | | | 44,298 | |
| | | 948,053 | | | 3.50%, 02/25/2031(5) | | | 71,186 | |
| | | 8,975,000 | | | 3.50%, 07/01/2034(15) | | | 9,263,930 | |
| | | 882,932 | | | 3.50%, 09/25/2035(5) | | | 110,897 | |
| | | 1,924,905 | | | 3.50%, 10/01/2044 | | | 2,004,452 | |
| | | 2,216,269 | | | 3.50%, 02/01/2045 | | | 2,287,096 | |
| | | 4,236,600 | | | 3.50%, 09/01/2046 | | | 4,362,793 | |
| | | 2,004,937 | | | 3.50%, 10/01/2046 | | | 2,064,773 | |
| | | 825,252 | | | 3.50%, 10/25/2046(5) | | | 163,632 | |
| | | 1,419,672 | | | 3.50%, 11/01/2046 | | | 1,477,276 | |
| | | 1,395,308 | | | 3.50%, 09/01/2047 | | | 1,439,040 | |
| | | 5,209,089 | | | 3.50%, 11/25/2047 | | | 5,458,480 | |
| | | 1,044,190 | | | 3.50%, 12/01/2047 | | | 1,077,577 | |
| | | 6,209,568 | | | 3.50%, 01/01/2048 | | | 6,383,675 | |
| | | 1,128,478 | | | 3.50%, 02/01/2048 | | | 1,165,218 | |
| | | 1,497,101 | | | 3.50%, 02/25/2048 | | | 1,549,619 | |
| | | 3,431,443 | | | 3.50%, 04/25/2048 | | | 3,646,142 | |
| | | 41,689,000 | | | 3.50%, 07/01/2049(15) | | | 42,622,117 | |
| | | 8,915,927 | | | 3.50%, 09/01/2057 | | | 9,159,664 | |
| | | 5,279,241 | | | 3.50%, 05/01/2058 | | | 5,423,560 | |
| | | 5,741,103 | | | 3.50%, 12/25/2058 | | | 5,979,058 | |
| | | 1,385,706 | | | 3.66%, 02/01/2029 | | | 1,503,242 | |
| | | 1,932,285 | | | 3.74%, 06/01/2026 | | | 2,100,378 | |
| | | 666,665 | | | 3.89%, 05/01/2030 | | | 732,674 | |
| | | 286,776 | | | 3.96%, 05/01/2034 | | | 321,096 | |
| | | 1,755,894 | | | 4.00%, 06/01/2025 | | | 1,840,441 | |
| | | 528,259 | | | 4.00%, 10/01/2025 | | | 549,515 | |
| | | 390,303 | | | 4.00%, 04/25/2032(5) | | | 46,220 | |
| | | 4,037,098 | | | 4.00%, 10/01/2040 | | | 4,257,650 | |
| | | 1,834,163 | | | 4.00%, 11/01/2040 | | | 1,933,975 | |
| | | 1,359,845 | | | 4.00%, 12/01/2040 | | | 1,434,146 | |
| | | 652,495 | | | 4.00%, 02/01/2041 | | | 688,149 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
U.S. GOVERNMENT AGENCIES - 45.3% - (continued) | |
| | | | | Mortgage-Backed Agencies - 45.3% - (continued) | |
| | | | | FNMA - 26.9% - (continued) | |
$ | | | 1,553,864 | | | 4.00%, 03/01/2041 | | $ | 1,638,746 | |
| | | 3,857,259 | | | 4.00%, 06/01/2041 | | | 4,068,522 | |
| | | 645,895 | | | 4.00%, 03/25/2042(5) | | | 78,624 | |
| | | 692,546 | | | 4.00%, 08/01/2042 | | | 730,402 | |
| | | 1,308,975 | | | 4.00%, 09/01/2042 | | | 1,380,520 | |
| | | 357,949 | | | 4.00%, 11/25/2042(5) | | | 52,022 | |
| | | 288,571 | | | 4.00%, 03/01/2045 | | | 301,828 | |
| | | 1,211,324 | | | 4.00%, 07/01/2045 | | | 1,280,758 | |
| | | 665,365 | | | 4.00%, 05/01/2046 | | | 695,927 | |
| | | 1,573,675 | | | 4.00%, 06/01/2046 | | | 1,645,960 | |
| | | 1,432,749 | | | 4.00%, 04/01/2047 | | | 1,516,077 | |
| | | 10,814,313 | | | 4.00%, 07/01/2048 | | | 11,199,929 | |
| | | 4,273,919 | | | 4.00%, 09/01/2048 | | | 4,434,690 | |
| | | 5,532,882 | | | 4.00%, 02/01/2049 | | | 5,759,866 | |
| | | 72,322,500 | | | 4.00%, 07/01/2049(15) | | | 74,747,846 | |
| | | 435,720 | | | 4.50%, 04/01/2025 | | | 446,914 | |
| | | 646,927 | | | 4.50%, 07/25/2027(5) | | | 55,273 | |
| | | 1,030,837 | | | 4.50%, 09/01/2035 | | | 1,105,409 | |
| | | 3,942,233 | | | 4.50%, 08/01/2040 | | | 4,236,220 | |
| | | 3,634,628 | | | 4.50%, 10/01/2040 | | | 3,903,731 | |
| | | 1,597,643 | | | 4.50%, 10/01/2041 | | | 1,715,836 | |
| | | 1,482,596 | | | 4.50%, 09/01/2043 | | | 1,592,177 | |
| | | 41,325,000 | | | 4.50%, 07/01/2049(15) | | | 43,182,608 | |
| | | 7,197,916 | | | 4.50%, 01/01/2051 | | | 7,658,370 | |
| | | 12,800 | | | 5.00%, 01/01/2020 | | | 13,097 | |
| | | 510,134 | | | 5.00%, 06/01/2022 | | | 524,374 | |
| | | 221,423 | | | 5.00%, 06/01/2025 | | | 228,124 | |
| | | 527,078 | | | 5.00%, 04/25/2038 | | | 566,867 | |
| | | 324,316 | | | 5.47%, 05/25/2042(3)(5) | | | 31,507 | |
| | | 658 | | | 5.50%, 08/01/2019 | | | 657 | |
| | | 2,943 | | | 5.50%, 09/01/2019 | | | 2,939 | |
| | | 927 | | | 5.50%, 10/01/2019 | | | 927 | |
| | | 1,200 | | | 5.50%, 01/01/2020 | | | 1,200 | |
| | | 60 | | | 5.50%, 03/01/2020 | | | 60 | |
| | | 85,248 | | | 5.50%, 05/01/2020 | | | 85,606 | |
| | | 108,940 | | | 5.50%, 06/01/2022 | | | 111,699 | |
| | | 219,172 | | | 5.50%, 06/01/2033 | | | 241,594 | |
| | | 176,179 | | | 5.50%, 08/01/2033 | | | 191,238 | |
| | | 1,078,187 | | | 5.50%, 09/01/2033 | | | 1,197,562 | |
| | | 1,057,939 | | | 5.50%, 12/01/2033 | | | 1,174,401 | |
| | | 758,398 | | | 5.50%, 01/01/2034 | | | 842,340 | |
| | | 3,777,355 | | | 5.50%, 11/01/2035 | | | 4,195,867 | |
| | | 1,113,249 | | | 5.50%, 04/01/2036 | | | 1,236,386 | |
| | | 883,165 | | | 5.50%, 09/01/2036 | | | 980,868 | |
| | | 77,184 | | | 5.50%, 01/01/2037 | | | 85,466 | |
| | | 617,592 | | | 5.50%, 04/25/2037 | | | 696,006 | |
| | | 2,460,597 | | | 5.50%, 06/25/2042(5) | | | 512,128 | |
| | | 1,418 | | | 6.00%, 03/01/2022 | | | 1,425 | |
| | | 372,289 | | | 6.00%, 12/01/2032 | | | 413,901 | |
| | | 352,968 | | | 6.00%, 01/01/2033 | | | 397,947 | |
| | | 72,761 | | | 6.00%, 02/01/2033 | | | 79,646 | |
| | | 510,343 | | | 6.00%, 03/01/2033 | | | 573,907 | |
| | | 995,824 | | | 6.00%, 02/01/2037 | | | 1,127,615 | |
| | | 2,461,458 | | | 6.00%, 01/25/2042(5) | | | 397,319 | |
| | | 1,687,118 | | | 6.00%, 09/25/2047(5) | | | 393,183 | |
| | | 1,242 | | | 6.50%, 05/01/2031 | | | 1,390 | |
| | | 1,003 | | | 6.50%, 09/01/2031 | | | 1,140 | |
| | | 1,461 | | | 6.50%, 07/01/2032 | | | 1,699 | |
| | | 1,237 | | | 7.00%, 07/01/2029 | | | 1,429 | |
| | | 89 | | | 7.00%, 12/01/2030 | | | 91 | |
| | | 638 | | | 7.00%, 02/01/2032 | | | 668 | |
| | | 192 | | | 7.00%, 03/01/2032 | | | 223 | |
| | | 1,821 | | | 7.00%, 09/01/2032 | | | 1,929 | |
| | | 1,221 | | | 7.50%, 10/01/2022 | | | 1,294 | |
| | | 1,562 | | | 7.50%, 06/01/2027 | | | 1,780 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
U.S. GOVERNMENT AGENCIES - 45.3% - (continued) | |
| | | | | Mortgage-Backed Agencies - 45.3% - (continued) | |
| | | | | FNMA - 26.9% - (continued) | |
$ | | | 2,062 | | | 7.50%, 10/01/2029 | | $ | 2,099 | |
| | | 13,383 | | | 7.50%, 03/01/2030 | | | 14,953 | |
| | | 8,032 | | | 7.50%, 04/01/2030 | | | 8,515 | |
| | | 1,040 | | | 7.50%, 06/01/2030 | | | 1,195 | |
| | | 1,886 | | | 7.50%, 07/01/2030 | | | 2,148 | |
| | | 453 | | | 7.50%, 08/01/2030 | | | 514 | |
| | | 5,367 | | | 7.50%, 10/01/2030 | | | 5,411 | |
| | | 7,374 | | | 7.50%, 01/01/2031 | | | 7,505 | |
| | | 18,709 | | | 7.50%, 05/01/2031 | | | 20,976 | |
| | | 6,697 | | | 7.50%, 06/01/2031 | | | 6,883 | |
| | | 1,570 | | | 7.50%, 08/01/2031 | | | 1,771 | |
| | | 37,438 | | | 7.50%, 09/01/2031 | | | 38,908 | |
| | | 257 | | | 7.50%, 05/01/2032 | | | 305 | |
| | | | | | | | | | |
| | | | | | | | | 575,594,627 | |
| | | | | | | | | | |
| | | | | GNMA - 9.8% | |
| | | 1,963,510 | | | 1.75%, 09/20/2043 | | | 1,925,872 | |
| | | 1,838,222 | | | 2.00%, 01/20/2042 | | | 1,815,264 | |
| | | 1,797,335 | | | 2.50%, 12/16/2039 | | | 1,823,913 | |
| | | 2,675,414 | | | 2.50%, 07/20/2041 | | | 2,707,401 | |
| | | 942,988 | | | 3.00%, 09/20/2028(5) | | | 74,403 | |
| | | 585,249 | | | 3.00%, 02/16/2043(5) | | | 85,991 | |
| | | 6,143,720 | | | 3.00%, 03/15/2045 | | | 6,288,447 | |
| | | 358,484 | | | 3.00%, 04/15/2045 | | | 366,177 | |
| | | 4,215,563 | | | 3.00%, 07/15/2045 | | | 4,306,028 | |
| | | 102,644 | | | 3.00%, 08/15/2045 | | | 104,846 | |
| | | 1,477,298 | | | 3.00%, 10/20/2047 | | | 1,507,968 | |
| | | 9,135,000 | | | 3.00%, 07/01/2049(15) | | | 9,335,185 | |
| | | 391,060 | | | 3.50%, 02/16/2027(5) | | | 32,542 | |
| | | 979,667 | | | 3.50%, 03/20/2027(5) | | | 88,748 | |
| | | 910,109 | | | 3.50%, 07/20/2040(5) | | | 80,358 | |
| | | 1,328,942 | | | 3.50%, 02/20/2041 | | | 128,170 | |
| | | 2,324,352 | | | 3.50%, 04/20/2042 | | | 213,925 | |
| | | 3,493,278 | | | 3.50%, 10/20/2042(5) | | | 575,880 | |
| | | 387,393 | | | 3.50%, 11/15/2042 | | | 403,230 | |
| | | 11,567 | | | 3.50%, 12/15/2042 | | | 12,009 | |
| | | 255,967 | | | 3.50%, 02/15/2043 | | | 265,744 | |
| | | 13,738 | | | 3.50%, 03/15/2043 | | | 14,263 | |
| | | 1,690,051 | | | 3.50%, 04/15/2043 | | | 1,754,620 | |
| | | 4,540,698 | | | 3.50%, 05/15/2043 | | | 4,711,032 | |
| | | 360,213 | | | 3.50%, 05/20/2043(5) | | | 51,386 | |
| | | 1,977,633 | | | 3.50%, 07/20/2043(5) | | | 265,971 | |
| | | 2,285,049 | | | 3.50%, 08/20/2047 | | | 2,362,738 | |
| | | 56,411,000 | | | 3.50%, 07/01/2049(15) | | | 58,273,004 | |
| | | 19,200,000 | | | 3.50%, 08/01/2049(15) | | | 19,810,502 | |
| | | 289,265 | | | 4.00%, 12/16/2026 | | | 25,659 | |
| | | 4,001,759 | | | 4.00%, 05/20/2029(5) | | | 369,709 | |
| | | 4,983,554 | | | 4.00%, 07/20/2040 | | | 5,277,219 | |
| | | 5,814,045 | | | 4.00%, 09/20/2040 | | | 6,157,442 | |
| | | 8,733,971 | | | 4.00%, 10/20/2040 | | | 9,244,537 | |
| | | 1,371,305 | | | 4.00%, 12/20/2040 | | | 1,465,590 | |
| | | 438,945 | | | 4.00%, 05/16/2042(5) | | | 62,838 | |
| | | 661,672 | | | 4.00%, 03/20/2043(5) | | | 135,860 | |
| | | 300,098 | | | 4.00%, 01/20/2044(5) | | | 60,304 | |
| | | 2,845,289 | | | 4.00%, 01/16/2046 | | | 432,208 | |
| | | 2,351,939 | | | 4.00%, 03/20/2047(5) | | | 375,972 | |
| | | 3,638,763 | | | 4.00%, 07/20/2047(5) | | | 600,616 | |
| | | 1,146,680 | | | 4.00%, 11/20/2047 | | | 1,210,737 | |
| | | 4,951,945 | | | 4.00%, 03/20/2048 | | | 5,175,082 | |
| | | 5,772,203 | | | 4.00%, 04/20/2049 | | | 5,986,556 | |
| | | 4,266,000 | | | 4.00%, 07/01/2049(15) | | | 4,422,309 | |
| | | 243,658 | | | 4.50%, 11/15/2039 | | | 262,476 | |
| | | 1,901,655 | | | 4.50%, 05/15/2040 | | | 2,048,804 | |
| | | 5,740,474 | | | 4.50%, 05/20/2040 | | | 6,123,454 | |
| | | 262,603 | | | 4.50%, 07/15/2041 | | | 278,250 | |
| | | 1,114,123 | | | 4.50%, 04/20/2045 | | | 247,260 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
U.S. GOVERNMENT AGENCIES - 45.3% - (continued) | |
| | | | | Mortgage-Backed Agencies - 45.3% - (continued) | |
| | | | | GNMA - 9.8% - (continued) | |
$ | | | 522,508 | | | 4.50%, 01/20/2046 | | $ | 553,413 | |
| | | 9,040,000 | | | 4.50%, 07/01/2049(15) | | | 9,422,699 | |
| | | 2,789,390 | | | 5.00%, 02/16/2040(5) | | | 590,655 | |
| | | 618,635 | | | 5.00%, 05/20/2040 | | | 680,558 | |
| | | 1,509,693 | | | 5.00%, 06/15/2041 | | | 1,661,058 | |
| | | 1,797,771 | | | 5.00%, 10/16/2041(5) | | | 292,227 | |
| | | 2,349,242 | | | 5.00%, 03/15/2044 | | | 2,584,760 | |
| | | 662,727 | | | 5.00%, 01/16/2047(5) | | | 138,956 | |
| | | 5,444,572 | | | 5.00%, 02/20/2049 | | | 5,714,062 | |
| | | 4,400,000 | | | 5.00%, 07/01/2049(15) | | | 4,599,805 | |
| | | 511,153 | | | 5.50%, 03/15/2033 | | | 571,946 | |
| | | 671,331 | | | 5.50%, 04/15/2033 | | | 753,770 | |
| | | 813,986 | | | 5.50%, 05/15/2033 | | | 898,918 | |
| | | 1,103,029 | | | 5.50%, 10/20/2034 | | | 1,207,342 | |
| | | 2,321,607 | | | 5.50%, 03/20/2039(5) | | | 506,920 | |
| | | 2,032,533 | | | 5.50%, 02/16/2047(5) | | | 430,652 | |
| | | 1,221,334 | | | 5.50%, 02/20/2047(5) | | | 248,891 | |
| | | 1,443 | | | 6.00%, 12/15/2023 | | | 1,579 | |
| | | 1,031 | | | 6.00%, 01/15/2029 | | | 1,128 | |
| | | 1,185 | | | 6.00%, 04/15/2029 | | | 1,331 | |
| | | 44,172 | | | 6.00%, 12/15/2031 | | | 48,762 | |
| | | 912 | | | 6.00%, 10/15/2032 | | | 1,041 | |
| | | 19,707 | | | 6.00%, 06/15/2033 | | | 21,882 | |
| | | 1,536 | | | 6.00%, 03/15/2034 | | | 1,685 | |
| | | 53,882 | | | 6.00%, 08/15/2034 | | | 61,470 | |
| | | 76,482 | | | 6.00%, 09/15/2034 | | | 84,687 | |
| | | 41,637 | | | 6.00%, 02/15/2035 | | | 47,484 | |
| | | 284,284 | | | 6.00%, 12/15/2035 | | | 315,086 | |
| | | 25,282 | | | 6.00%, 02/15/2036 | | | 27,654 | |
| | | 179,317 | | | 6.00%, 03/15/2036 | | | 204,450 | |
| | | 17,287 | | | 6.00%, 04/15/2036 | | | 18,909 | |
| | | 117,696 | | | 6.00%, 05/15/2036 | | | 134,499 | |
| | | 232,861 | | | 6.00%, 06/15/2036 | | | 263,198 | |
| | | 65,060 | | | 6.00%, 07/15/2036 | | | 71,564 | |
| | | 19,282 | | | 6.00%, 08/15/2036 | | | 21,152 | |
| | | 165,429 | | | 6.00%, 02/15/2037 | | | 188,584 | |
| | | 596 | | | 6.00%, 05/15/2037 | | | 677 | |
| | | 351,856 | | | 6.00%, 06/15/2037 | | | 400,320 | |
| | | 263,150 | | | 6.00%, 07/15/2037 | | | 300,402 | |
| | | 70,163 | | | 6.00%, 08/15/2037 | | | 78,871 | |
| | | 92,671 | | | 6.00%, 10/15/2037 | | | 105,886 | |
| | | 57,988 | | | 6.00%, 11/15/2037 | | | 64,639 | |
| | | 87,702 | | | 6.00%, 12/15/2037 | | | 99,566 | |
| | | 164,178 | | | 6.00%, 01/15/2038 | | | 185,356 | |
| | | 13,199 | | | 6.00%, 02/15/2038 | | | 15,041 | |
| | | 25,218 | | | 6.00%, 05/15/2038 | | | 28,354 | |
| | | 8,624 | | | 6.00%, 06/15/2038 | | | 9,845 | |
| | | 32,954 | | | 6.00%, 08/15/2038 | | | 37,136 | |
| | | 95,223 | | | 6.00%, 09/15/2038 | | | 106,814 | |
| | | 109,494 | | | 6.00%, 10/15/2038 | | | 123,123 | |
| | | 244,003 | | | 6.00%, 11/15/2038 | | | 278,927 | |
| | | 74,336 | | | 6.00%, 12/15/2038 | | | 81,820 | |
| | | 1,516 | | | 6.00%, 01/15/2039 | | | 1,710 | |
| | | 35,729 | | | 6.00%, 08/15/2039 | | | 39,573 | |
| | | 67,616 | | | 6.00%, 11/15/2039 | | | 77,265 | |
| | | 13,766 | | | 6.00%, 02/15/2040 | | | 15,057 | |
| | | 813,389 | | | 6.00%, 06/15/2040 | | | 929,304 | |
| | | 155,684 | | | 6.00%, 07/15/2040 | | | 177,919 | |
| | | 1,834,639 | | | 6.00%, 09/20/2040(5) | | | 412,669 | |
| | | 859,782 | | | 6.00%, 06/15/2041 | | | 982,328 | |
| | | 1,779,546 | | | 6.00%, 02/20/2046(5) | | | 374,785 | |
| | | 22,177 | | | 6.50%, 06/15/2028 | | | 24,364 | |
| | | 475 | | | 6.50%, 07/15/2028 | | | 521 | |
| | | 1,903 | | | 6.50%, 08/15/2028 | | | 2,091 | |
| | | 15,108 | | | 6.50%, 09/15/2028 | | | 16,598 | |
| | | 953 | | | 6.50%, 10/15/2028 | | | 1,047 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
U.S. GOVERNMENT AGENCIES - 45.3% - (continued) | |
| | | | | Mortgage-Backed Agencies - 45.3% - (continued) | |
| | | | | GNMA - 9.8% - (continued) | |
$ | | | 2,919 | | | 6.50%, 11/15/2028 | | $ | 3,206 | |
| | | 4,752 | | | 6.50%, 12/15/2028 | | | 5,220 | |
| | | 5,727 | | | 6.50%, 01/15/2029 | | | 6,291 | |
| | | 22,306 | | | 6.50%, 02/15/2029 | | | 24,506 | |
| | | 164,128 | | | 6.50%, 03/15/2029 | | | 180,314 | |
| | | 32,066 | | | 6.50%, 04/15/2029 | | | 35,227 | |
| | | 20,726 | | | 6.50%, 05/15/2029 | | | 22,770 | |
| | | 161,061 | | | 6.50%, 06/15/2029 | | | 176,942 | |
| | | 6,683 | | | 6.50%, 07/15/2029 | | | 7,342 | |
| | | 211 | | | 6.50%, 03/15/2031 | | | 232 | |
| | | 202,987 | | | 6.50%, 04/15/2031 | | | 223,003 | |
| | | 45,499 | | | 6.50%, 05/15/2031 | | | 51,777 | |
| | | 8,016 | | | 6.50%, 06/15/2031 | | | 9,055 | |
| | | 177,271 | | | 6.50%, 07/15/2031 | | | 195,592 | |
| | | 93,779 | | | 6.50%, 08/15/2031 | | | 103,028 | |
| | | 126,984 | | | 6.50%, 09/15/2031 | | | 139,718 | |
| | | 147,158 | | | 6.50%, 10/15/2031 | | | 161,668 | |
| | | 287,463 | | | 6.50%, 11/15/2031 | | | 316,560 | |
| | | 64,576 | | | 6.50%, 12/15/2031 | | | 70,942 | |
| | | 204,431 | | | 6.50%, 01/15/2032 | | | 226,656 | |
| | | 55,717 | | | 6.50%, 02/15/2032 | | | 64,251 | |
| | | 41,519 | | | 6.50%, 03/15/2032 | | | 45,613 | |
| | | 199,483 | | | 6.50%, 04/15/2032 | | | 224,896 | |
| | | 692 | | | 6.50%, 05/15/2032 | | | 760 | |
| | | 35,578 | | | 6.50%, 06/15/2032 | | | 39,088 | |
| | | 5,479 | | | 7.00%, 06/20/2030 | | | 6,040 | |
| | | 624 | | | 7.00%, 02/15/2031 | | | 688 | |
| | | 185 | | | 7.00%, 06/15/2031 | | | 196 | |
| | | 152 | | | 7.00%, 08/15/2031 | | | 170 | |
| | | 597 | | | 8.50%, 11/15/2024 | | | 598 | |
| | | | | | | | | | |
| | | | | | | | | 209,035,633 | |
| | | | | | | | | | |
| | | | | | | | | 968,332,491 | |
| | | | | | | | | | |
| | | |
| | | | | | Total U.S. Government Agencies (cost $957,579,511) | | $ | 968,332,491 | |
| | | | | | | | | | |
|
U.S. GOVERNMENT SECURITIES - 16.0% | |
| | | | | U.S. Treasury Securities - 16.0% | |
| | | | | U.S. Treasury Bonds - 8.0% | |
$ | | | 5,119,000 | | | 2.50%, 02/15/2046 | | $ | 5,092,205 | |
| | | 13,709,000 | | | 2.88%, 11/15/2046(16)(17) | | | 14,671,308 | |
| | | 1,095,000 | | | 3.00%, 05/15/2045(16) | | | 1,197,442 | |
| | | 6,430,000 | | | 3.00%, 02/15/2048(16)(18) | | | 7,044,115 | |
| | | 15,000,000 | | | 3.00%, 08/15/2048 | | | 16,450,781 | |
| | | 11,865,000 | | | 3.13%, 02/15/2043 | | | 13,230,402 | |
| | | 47,195,000 | | | 3.13%, 08/15/2044(16)(18) | | | 52,653,765 | |
| | | 8,240,000 | | | 3.13%, 05/15/2048 | | | 9,246,181 | |
| | | 42,820,000 | | | 3.38%, 05/15/2044 | | | 49,758,178 | |
| | | 2,015,000 | | | 3.75%, 11/15/2043 | | | 2,480,497 | |
| | | | | | | | | | |
| | | | | | | | | 171,824,874 | |
| | | | | | | | | | |
| | | | | U.S. Treasury Notes - 8.0% | |
| | | 67,479,923 | | | 0.38%, 07/15/2027(17)(19) | | | 68,102,041 | |
| | | 16,129,500 | | | 0.63%, 01/15/2026(19) | | | 16,516,770 | |
| | | 17,222,198 | | | 0.88%, 01/15/2029(19) | | | 18,127,415 | |
| | | 17,260,000 | | | 1.75%, 03/31/2022 | | | 17,270,787 | |
| | | 47,780,000 | | | 2.88%, 05/31/2025(16) | | | 50,592,674 | |
| | | | | | | | | | |
| | | | | | | | | 170,609,687 | |
| | | | | | | | | | |
| | | | | | | | | 342,434,561 | |
| | | | | | | | | | |
| | | |
| | | | | | Total U.S. Government Securities (cost $331,284,164) | | $ | 342,434,561 | |
| | | | | | | | | | |
|
COMMON STOCKS - 0.0% | |
| | | | | Energy - 0.0% | | | |
| | | 64,657 | | | Ascent Resources - Marcellus LLC Class A(20)(21) | | $ | 171,341 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 0.0% - (continued) | |
| | | | | Energy - 0.0% - (continued) | | | |
| | | 30,559 | | | Philadelphia Energy Solutions Class A | | $ | 7,640 | |
| | | 14,557 | | | Templar Energy LLC Class A* | | | 10,918 | |
| | | | | | | | | | |
| | | | | | | | | 189,899 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Common Stocks (cost $593,434) | | $ | 189,899 | |
| | | | | | | | | | |
|
PREFERRED STOCKS - 0.1% | |
| | | | | Banks - 0.1% | |
| | | 2,242 | | | U.S. Bancorp Series A, 3.62%(2)(7) | | $ | 1,798,084 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Preferred Stocks (cost $1,591,820) | | $ | 1,798,084 | |
| | | | | | | | | | |
|
WARRANTS - 0.0% | |
| | | | | Energy - 0.0% | |
| | | 16,740 | | | Ascent Resources - Marcellus LLC Expires 3/30/23*(20)(21) | | $ | 502 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Warrants (cost $1,339) | | $ | 502 | |
| | | | | | | | | | |
|
ESCROWS - 0.0%(22) | |
| | | | | Energy - Alternate Sources - 0.0% | |
| | | 800,000 | | | TCEH Corp.*(20)(21) | | $ | 1 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Escrows (cost $—) | | $ | 1 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Long-Term Investments (cost $2,577,185,970) | | $ | 2,627,737,392 | |
| | | | | | | | | | |
|
SHORT-TERM INVESTMENTS - 2.5% | |
| | | | | Other Investment Pools & Funds - 2.1% | |
| | | 43,587,016 | | | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.29%(23) | | $ | 43,587,016 | |
| | | | | | | | | | |
| | | | | Securities Lending Collateral - 0.4% | |
| | | 441,832 | | | Citibank NA DDCA, 2.36%, 7/1/2019(23) | | | 441,832 | |
| | | 4,010,693 | | | Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.28%(23) | | | 4,010,693 | |
| | | 558,980 | | | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.28%(23) | | | 558,980 | |
| | | 1,699,586 | | | Invesco Government & Agency Portfolio, Institutional Class, 2.25%(23) | | | 1,699,586 | |
| | | 1,981,023 | | | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.29%(23) | | | 1,981,023 | |
| | | 144,530 | | | Western Asset Institutional Government Reserves Fund, Institutional Class, 2.21%(23) | | | 144,530 | |
| | | | | | | | | | |
| | | | | | | | | 8,836,644 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Short-Term Investments (cost $52,423,661) | | $ | 52,423,660 | |
| | | | | | | | | | |
| | | | | | | | | | | | | | |
| | | | |
| | | | | | Total Investments Excluding Purchased Options (cost $2,629,609,631) | | | 125.5 | % | | $ | 2,680,161,052 | |
| | | | | | | | | | | | | | |
| | | | |
| | | | | | Total Purchased Options (cost $6,534,710) | | | 0.2 | % | | $ | 5,523,557 | |
| | | | | | | | | | | | | | |
| | | | |
| | | | | | Total Investments (cost $2,636,144,341) | | | 125.7 | % | | $ | 2,685,684,609 | |
| | | | | | Other Assets and Liabilities | | | (25.7 | )% | | | (549,578,084 | ) |
| | | | | | | | | | | | | | |
| | | | | | Total Net Assets | | | 100.0 | % | | $ | 2,136,106,525 | |
| | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
| The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types. |
| Equity Industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. |
| For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
| See “Glossary” for abbreviation descriptions. |
(1) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At June 30, 2019, the aggregate value of these securities was $617,783,754, representing 28.9% of net assets. |
(2) | Variable rate securities; the rate reported is the coupon rate in effect at June 30, 2019. |
(3) | Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end. |
(4) | Security is a“step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate. |
(5) | Securities disclosed are interest-only strips. |
(6) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(7) | Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first. |
(8) | 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, 2019, the aggregate value of these securities was $21,086,927, representing 1.0% of net assets. |
(9) | This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $2,855,854 at June 30, 2019. |
(10) | Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of June 30, 2019. |
(11) | Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement. |
(12) | This security, or a portion of this security, has unfunded loan commitments. As of June 30, 2019, the aggregate value of the unfunded commitment was $18,675, which rounds to 0.0% of total net assets. |
(13) | Securities disclosed are principal-only strips. |
(14) | Security is azero-coupon bond. |
(15) | Represents or includes a TBA transaction. |
(16) | This security, or a portion of this security, has been pledged as collateral in connection with OTC swap contracts. |
(17) | This security, or a portion of this security, has been pledged as collateral in connection with centrally cleared swap contracts. |
(18) | This security, or a portion of this security, has been pledged as collateral in connection with futures contracts. |
(19) | The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount. |
(20) | Investment valued using significant unobservable inputs. |
(21) | These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At June 30, 2019, the aggregate fair value of these securities was $171,844, which represented 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors. |
(22) | Share amount represents shares of the issuer previously held that resulted in receipt of the escrow. |
(23) | Current yield as of period end. |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
OTC Swaption Contracts Outstanding at June 30, 2019 | |
Description | | Counter- party | | Exercise Price/ FX Rate/Rate | | Pay/ Receive Floating Rate | | | Expiration Date | | | Notional Amount | | | Number of Contracts | | | Market Value† | | | Premiums Paid (Received) by Fund | | | Unrealized Appreciation/ (Depreciation) | |
Purchased swaption contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
Calls | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3 MonthUSD-LIBOR-BBA-Interest Rate Swap Expiring 07/20/48* | | CITI | | 2.91% | | | Pay | | | | 07/18/28 | | | USD | | | 3,200,000 | | | | 3,200,000 | | | $ | 483,200 | | | $ | 374,080 | | | $ | 109,120 | |
3 MonthUSD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57* | | BOA | | 2.45% | | | Pay | | | | 08/02/27 | | | USD | | | 5,070,000 | | | | 5,070,000 | | | | 740,727 | | | | 436,020 | | | | 304,707 | |
3 MonthUSD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57* | | JPM | | 2.45% | | | Receive | | | | 08/02/27 | | | USD | | | 6,000,000 | | | | 6,000,000 | | | | 876,600 | | | | 616,200 | | | | 260,400 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
OTC Swaption Contracts Outstanding at June 30, 2019 – (continued) | |
Description | | Counter- party | | Exercise Price/ FX Rate/Rate | | Pay/ Receive Floating Rate | | | Expiration Date | | | Notional Amount | | | Number of Contracts | | | Market Value† | | | Premiums Paid (Received) by Fund | | | Unrealized Appreciation/ (Depreciation) | |
Purchased swaption contracts – (continued): | | | | | | | | | | | | | | | | | | | | | | | | | |
Calls – (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | |
3 MonthUSD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57* | | BCLY | | 2.45% | | | Receive | | | | 08/02/27 | | | USD | | | 7,000,000 | | | | 7,000,000 | | | $ | 1,022,700 | | | $ | 1,009,321 | | | $ | 13,379 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total Calls | | | | | | | | | | | | | | | | | 21,270,000 | | | $ | 3,123,227 | | | $ | 2,435,621 | | | $ | 687,606 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Puts | |
3 MonthUSD-LIBOR-BBA-Interest Rate Swap Expiring 07/20/48* | | CITI | | 2.91% | | | Receive | | | | 07/18/28 | | | USD | | | 3,200,000 | | | | 3,200,000 | | | $ | 221,088 | | | $ | 374,080 | | | $ | (152,992 | ) |
3 MonthUSD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57* | | BOA | | 2.45% | | | Receive | | | | 08/02/27 | | | USD | | | 5,070,000 | | | | 5,070,000 | | | | 611,442 | | | | 1,161,030 | | | | (549,588 | ) |
3 MonthUSD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57* | | JPM | | 2.45% | | | Pay | | | | 08/02/27 | | | USD | | | 6,000,000 | | | | 6,000,000 | | | | 723,600 | | | | 1,185,600 | | | | (462,000 | ) |
3 MonthUSD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57* | | BCLY | | 2.45% | | | Pay | | | | 08/02/27 | | | USD | | | 7,000,000 | | | | 7,000,000 | | | | 844,200 | | | | 1,378,379 | | | | (534,179 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total Puts | | | | | | | | | | | | | | | | | 21,270,000 | | | $ | 2,400,330 | | | $ | 4,099,089 | | | $ | (1,698,759 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total purchased swaption contracts | | | | | | | | | | | | | | | | | 42,540,000 | | | $ | 5,523,557 | | | $ | 6,534,710 | | | $ | (1,011,153 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
* | Swaptions with forward premiums. |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange-Traded Options Contracts Outstanding at June 30, 2019 | |
Description | | Exercise Price/ FX Rate/Rate | | | Expiration Date | | | Number of Contracts | | | Notional Amount | | | Market Value† | | | Premiums Paid (Received) by Fund | | | Unrealized Appreciation/ (Depreciation) | |
Written option contracts: | |
Calls | |
U.S. Treasury10-Year Future Option | | | 124.50 USD | | | | 07/26/19 | | | | (3 | ) | | | USD | | | | (3,000 | ) | | $ | (10,453 | ) | | $ | (2,716 | ) | | $ | (7,737 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Puts | |
U.S. Treasury10-Year Future Option | | | 124.50 USD | | | | 07/26/19 | | | | (3 | ) | | | USD | | | | (3,000 | ) | | $ | (47 | ) | | $ | (2,107 | ) | | $ | 2,060 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total written option contracts | | | | USD | | | | (6,000 | ) | | $ | (10,500 | ) | | $ | (4,823 | ) | | $ | (5,677 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | |
Futures Contracts Outstanding at June 30, 2019 | |
Description | | Number of Contracts | | | Expiration Date | | | Current Notional Amount | | | Value and Unrealized Appreciation/ (Depreciation) | |
Long position contracts: | |
U.S. Treasury2-Year Note Future | | | 2,246 | | | | 09/30/2019 | | | $ | 483,293,579 | | | $ | 1,737,057 | |
U.S. Treasury5-Year Note Future | | | 1,226 | | | | 09/30/2019 | | | | 144,859,562 | | | | 1,794,646 | |
U.S. Treasury10-Year Note Future | | | 11 | | | | 09/19/2019 | | | | 1,407,656 | | | | (20 | ) |
U.S. Treasury Long Bond Future | | | 22 | | | | 09/19/2019 | | | | 3,423,063 | | | | 47,397 | |
U.S. Treasury Ultra Bond Future | | | 155 | | | | 09/19/2019 | | | | 27,522,188 | | | | 608,855 | |
| | | | | | | | | | | | | | | | |
Total | | | | | | | | | | | | | | $ | 4,187,935 | |
| | | | | | | | | | | | | | | | |
Short position contracts: | |
Euro-Buxl Future | | | 6 | | | | 09/06/2019 | | | $ | 1,384,306 | | | $ | (711 | ) |
U.S. Treasury10-Year Ultra Future | | | 794 | | | | 09/19/2019 | | | | 109,671,250 | | | | (2,562,084 | ) |
| | | | | | | | | | | | | | | | |
Total | | | | | | | | | | | | | | $ | (2,562,795 | ) |
| | | | | | | | | | | | | | | | |
Total futures contracts | | | | | | | | | | | | | | $ | 1,625,140 | |
| | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | | | | | | | | | |
TBA Sale Commitments Outstanding at June 30, 2019 | |
Description | | Principal Amount | | | Maturity Date | | | Market Value† | | | Unrealized Appreciation/ (Depreciation) | |
FNMA, 3.00% | | $ | 1,746,000 | | | | 07/01/2049 | | | $ | (1,760,902 | ) | | $ | (4,467 | ) |
FNMA, 3.50% | | | 11,625,000 | | | | 07/01/2034 | | | | (11,999,240 | ) | | | (4,147 | ) |
FNMA, 3.50% | | | 36,465,000 | | | | 07/01/2049 | | | | (37,281,189 | ) | | | (143,154 | ) |
FNMA, 4.00% | | | 3,200,000 | | | | 07/01/2034 | | | | (3,321,875 | ) | | | (6,875 | ) |
FNMA, 5.00% | | | 4,487,500 | | | | 07/01/2049 | | | | (4,743,515 | ) | | | (7,801 | ) |
FNMA, 5.50% | | | 13,400,000 | | | | 07/01/2049 | | | | (14,292,331 | ) | | | (25,519 | ) |
FNMA, 6.00% | | | 3,300,000 | | | | 07/01/2049 | | | | (3,613,501 | ) | | | (34,031 | ) |
| | | | | | | | | | | | | | | | |
Total (proceeds receivable $76,786,559) | | | | | | | | | | $ | (77,012,553 | ) | | $ | (225,994 | ) |
| | | | | | | | | | | | | | | | |
At June 30, 2019, the aggregate market value of TBA Sale Commitments represents (3.6)% of total net assets.
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
OTC Credit Default Swap Contracts Outstanding at June 30, 2019 | |
Reference Entity | | Counter- party | | Notional Amount(a) | | | (Pay)/Receive Fixed Rate | | Expiration Date | | | Periodic Payment Frequency | | | Upfront Premiums Paid | | | Upfront Premiums Received | | | Market Value† | | | Unrealized Appreciation/ (Depreciation) | |
Credit default swaps on indices: | |
Buy protection: | |
ABX.HE.AAA.07 | | GSC | | | USD | | | | 1,411,564 | | | (0.09%) | | | 08/25/37 | | | | Monthly | | | $ | 297,734 | | | $ | — | | | $ | 33,503 | | | $ | (264,231 | ) |
ABX.HE.AAA.07 | | CSI | | | USD | | | | 3,431,235 | | | (0.09%) | | | 08/25/37 | | | | Monthly | | | | 832,161 | | | | — | | | | 82,017 | | | | (750,144 | ) |
ABX.HE.PENAAA.06 | | MSC | | | USD | | | | 628,693 | | | (0.11%) | | | 05/25/46 | | | | Monthly | | | | 68,098 | | | | — | | | | 37,707 | | | | (30,391 | ) |
ABX.HE.PENAAA.06 | | JPM | | | USD | | | | 1,435,256 | | | (0.11%) | | | 05/25/46 | | | | Monthly | | | | 155,094 | | | | — | | | | 86,077 | | | | (69,017 | ) |
ABX.HE.PENAAA.06 | | GSC | | | USD | | | | 589,125 | | | (0.11%) | | | 05/25/46 | | | | Monthly | | | | 145,197 | | | | — | | | | 35,338 | | | | (109,859 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | | | | | | | | | $ | 1,498,284 | | | $ | — | | | $ | 274,642 | | | $ | (1,223,642 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Sell protection: | |
ABX.HE.AAA.07 | | MSC | | | USD | | | | 1,411,563 | | | 0.09% | | | 08/25/37 | | | | Monthly | | | $ | 13,353 | | | $ | — | | | $ | (33,499 | ) | | $ | (46,852 | ) |
ABX.HE.AAA.07 | | MSC | | | USD | | | | 3,431,233 | | | 0.09% | | | 08/25/37 | | | | Monthly | | | | 32,659 | | | | — | | | | (81,429 | ) | | | (114,088 | ) |
ABX.HE.PENAAA.06 | | BCLY | | | USD | | | | 2,653,079 | | | 0.11% | | | 05/25/46 | | | | Monthly | | | | — | | | | (69,461 | ) | | | (159,123 | ) | | | (89,662 | ) |
CMBX.NA.BB.6 | | CSI | | | USD | | | | 3,270,000 | | | 5.00% | | | 05/11/63 | | | | Monthly | | | | — | | | | (654,618 | ) | | | (675,904 | ) | | | (21,286 | ) |
CMBX.NA.BB.6 | | CSI | | | USD | | | | 1,825,000 | | | 5.00% | | | 05/11/63 | | | | Monthly | | | | — | | | | (352,608 | ) | | | (377,226 | ) | | | (24,618 | ) |
CMBX.NA.BB.6 | | MSC | | | USD | | | | 1,065,000 | | | 5.00% | | | 05/11/63 | | | | Monthly | | | | — | | | | (186,494 | ) | | | (219,839 | ) | | | (33,345 | ) |
CMBX.NA.BB.6 | | CSI | | | USD | | | | 965,000 | | | 5.00% | | | 05/11/63 | | | | Monthly | | | | — | | | | (136,425 | ) | | | (199,464 | ) | | | (63,039 | ) |
CMBX.NA.BB.6 | | CSI | | | USD | | | | 2,671,000 | | | 5.00% | | | 05/11/63 | | | | Monthly | | | | — | | | | (467,695 | ) | | | (551,350 | ) | | | (83,655 | ) |
CMBX.NA.BB.6 | | CSI | | | USD | | | | 2,795,000 | | | 5.00% | | | 05/11/63 | | | | Monthly | | | | — | | | | (489,407 | ) | | | (576,946 | ) | | | (87,539 | ) |
CMBX.NA.BB.6 | | CSI | | | USD | | | | 2,795,000 | | | 5.00% | | | 05/11/63 | | | | Monthly | | | | — | | | | (489,408 | ) | | | (576,947 | ) | | | (87,539 | ) |
CMBX.NA.BB.6 | | CSI | | | USD | | | | 2,800,000 | | | 5.00% | | | 05/11/63 | | | | Monthly | | | | — | | | | (490,283 | ) | | | (577,978 | ) | | | (87,695 | ) |
CMBX.NA.BB.6 | | GSC | | | USD | | | | 2,855,000 | | | 5.00% | | | 05/11/63 | | | | Monthly | | | | — | | | | (297,241 | ) | | | (589,332 | ) | | | (292,091 | ) |
CMBX.NA.BB.8 | | MSC | | | USD | | | | 5,083,000 | | | 5.00% | | | 10/17/57 | | | | Monthly | | | | — | | | | (1,345,351 | ) | | | (722,409 | ) | | | 622,942 | |
CMBX.NA.BB.8 | | GSC | | | USD | | | | 3,445,000 | | | 5.00% | | | 10/17/57 | | | | Monthly | | | | — | | | | (816,371 | ) | | | (490,569 | ) | | | 325,802 | |
CMBX.NA.BB.8 | | CSI | | | USD | | | | 2,507,000 | | | 5.00% | | | 10/17/57 | | | | Monthly | | | | — | | | | (663,500 | ) | | | (356,301 | ) | | | 307,199 | |
CMBX.NA.BB.8 | | DEUT | | | USD | | | | 1,455,000 | | | 5.00% | | | 10/17/57 | | | | Monthly | | | | — | | | | (346,326 | ) | | | (207,193 | ) | | | 139,133 | |
CMBX.NA.BB.8 | | GSC | | | USD | | | | 240,000 | | | 5.00% | | | 10/17/57 | | | | Monthly | | | | — | | | | (26,341 | ) | | | (34,110 | ) | | | (7,769 | ) |
CMBX.NA.BBB-.6 | | MSC | | | USD | | | | 465,000 | | | 3.00% | | | 05/11/63 | | | | Monthly | | | | — | | | | (38,991 | ) | | | (46,450 | ) | | | (7,459 | ) |
CMBX.NA.BBB-.6 | | MSC | | | USD | | | | 4,245,000 | | | 3.00% | | | 05/11/63 | | | | Monthly | | | | — | | | | (613,009 | ) | | | (424,042 | ) | | | 188,967 | |
CMBX.NA.BBB-.6 | | CSI | | | USD | | | | 920,000 | | | 3.00% | | | 05/11/63 | | | | Monthly | | | | — | | | | (125,326 | ) | | | (92,054 | ) | | | 33,272 | |
CMBX.NA.BBB-.6 | | GSC | | | USD | | | | 2,725,000 | | | 3.00% | | | 05/11/63 | | | | Monthly | | | | — | | | | (295,422 | ) | | | (272,433 | ) | | | 22,989 | |
CMBX.NA.BBB-.6 | | DEUT | | | USD | | | | 485,000 | | | 3.00% | | | 05/11/63 | | | | Monthly | | | | — | | | | (70,779 | ) | | | (48,448 | ) | | | 22,331 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | | | | | | | | | $ | 46,012 | | | $ | (7,975,056 | ) | | $ | (7,313,046 | ) | | $ | 615,998 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total traded indices | | | | | | | | | | $ | 1,544,296 | | | $ | (7,975,056 | ) | | $ | (7,038,404 | ) | | $ | (607,644 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total OTC contracts | | | | | | | | | | $ | 1,544,296 | | | $ | (7,975,056 | ) | | $ | (7,038,404 | ) | | $ | (607,644 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
(a) | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Credit Default Swap Contracts Outstanding at June 30, 2019 | |
Reference Entity | | Notional Amount(a) | | | (Pay)/Receive Fixed Rate | | | Expiration Date | | | Periodic Payment Frequency | | | Cost Basis | | | Value† | | | Unrealized Appreciation/ (Depreciation) | |
Credit default swaps on indices: | |
Buy protection: | |
CDX.NA.HY.32 | | USD | | | 7,114,000 | | | | (5.00 | %) | | | 06/20/24 | | | | Quarterly | | | $ | (494,982 | ) | | $ | (563,701 | ) | | $ | (68,719 | ) |
CDX.NA.IG.32 | | USD | | | 46,413,000 | | | | (1.00 | %) | | | 06/20/24 | | | | Quarterly | | | | (899,406 | ) | | | (1,040,581 | ) | | | (141,175 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | | | | | | | | | | $ | (1,394,388 | ) | | $ | (1,604,282 | ) | | $ | (209,894 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Credit default swaps on indices: | |
Sell protection: | |
CDX.EM.31 | | USD | | | 13,830,000 | | | | 1.00 | % | | | 06/20/24 | | | | Quarterly | | | $ | (474,864 | ) | | $ | (442,428 | ) | | $ | 32,436 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | | | | | | | | | | $ | (1,869,252 | ) | | $ | (2,046,710 | ) | | $ | (177,458 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
(a) | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Interest Rate Swap Contracts Outstanding at June 30, 2019 | |
Payments made by Fund | | Payments received by Fund | | Notional Amount | | | Expiration Date | | | Periodic Payment Frequency | | Upfront Premiums Paid | | | Upfront Premiums Received | | | Value† | | | Unrealized Appreciation/ (Depreciation) | |
3 Mo. USD LIBOR | | 2.00% Fixed | | USD | | | 17,550,000 | | | | 03/21/23 | | | Semi-Annual | | $ | 61,590 | | | $ | — | | | $ | (256,848 | ) | | $ | (318,438 | ) |
3 Mo. USD LIBOR | | 2.36% Fixed | | USD | | | 26,540,000 | | | | 04/09/24 | | | Semi-Annual | | | — | | | | — | | | | (730,869 | ) | | | (730,869 | ) |
3 Mo. USD LIBOR | | 2.36% Fixed | | USD | | | 27,595,000 | | | | 04/09/24 | | | Semi-Annual | | | — | | | | — | | | | (764,575 | ) | | | (764,575 | ) |
3 Mo. USD LIBOR | | 2.36% Fixed | | USD | | | 28,350,000 | | | | 04/09/24 | | | Semi-Annual | | | — | | | | — | | | | (782,079 | ) | | | (782,079 | ) |
3 Mo. USD LIBOR | | 2.36% Fixed | | USD | | | 37,805,000 | | | | 04/09/24 | | | Semi-Annual | | | — | | | | — | | | | (1,039,268 | ) | | | (1,039,268 | ) |
3 Mo. USD LIBOR | | 1.86% Fixed | | USD | | | 16,340,000 | | | | 06/21/24 | | | Semi-Annual | | | — | | | | — | | | | (92,469 | ) | | | (92,469 | ) |
3 Mo. USD LIBOR | | 2.79% Fixed | | USD | | | 17,092,000 | | | | 09/30/25 | | | Semi-Annual | | | — | | | | — | | | | (1,014,943 | ) | | | (1,014,943 | ) |
3 Mo. USD LIBOR | | 2.25% Fixed | | USD | | | 4,420,000 | | | | 05/24/26 | | | Semi-Annual | | | — | | | | — | | | | (121,061 | ) | | | (121,061 | ) |
3 Mo. USD LIBOR | | 1.62% Fixed | | USD | | | 13,700,000 | | | | 11/14/26 | | | Annual | | | — | | | | — | | | | 49,804 | | | | 49,804 | |
3 Mo. USD LIBOR | | 2.75% Fixed | | USD | | | 22,395,000 | | | | 12/20/47 | | | Semi-Annual | | | — | | | | (477,228 | ) | | | (2,658,465 | ) | | | (2,181,237 | ) |
3 Mo. USD LIBOR | | 2.88% Fixed | | USD | | | 1,350,000 | | | | 12/31/48 | | | Semi-Annual | | | — | | | | — | | | | (215,433 | ) | | | (215,433 | ) |
3 Mo. USD LIBOR | | 2.87% Fixed | | USD | | | 675,000 | | | | 01/28/49 | | | Semi-Annual | | | — | | | | — | | | | (105,975 | ) | | | (105,975 | ) |
3 Mo. USD LIBOR | | 2.39% Fixed | | USD | | | 1,625,000 | | | | 05/31/49 | | | Semi-Annual | | | — | | | | — | | | | (64,640 | ) | | | (64,640 | ) |
3 Mo. USD LIBOR | | 2.26% Fixed | | USD | | | 4,955,000 | | | | 06/21/49 | | | Semi-Annual | | | — | | | | — | | | | (57,470 | ) | | | (57,470 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | | | | | | | | | | | | | | | $ | 61,590 | | | $ | (477,228 | ) | | $ | (7,854,291 | ) | | $ | (7,438,653 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
OTC Total Return Swap Contracts Outstanding at June 30, 2019 | |
Reference Entity | | Counter- party | | Notional Amount | | | Payments received (paid) by the Fund | | Expiration Date | | | Periodic Payment Frequency | | | Upfront Premiums Paid | | | Upfront Premiums Received | | | Market Value† | | | Unrealized Appreciation/ (Depreciation) | |
3 Mo. USD LIBOR | | MSC | | | USD | | | | 21,260,000 | | | (1.00%) | | | 12/20/19 | | | | Quarterly | | | $ | — | | | $ | — | | | $ | 280,839 | | | $ | 280,839 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Foreign Currency Contracts Outstanding at June 30, 2019 | |
Amount and Description of Currency to be Purchased | | | Amount and Description of Currency to be Sold | | | Counterparty | | | Settlement Date | | | Appreciation | | | Depreciation | |
| 54,410,000 | | | | EGP | | | | 3,050,743 | | | | USD | | | | GSC | | | | 09/18/19 | | | $ | 128,154 | | | $ | — | |
| 391,000 | | | | EUR | | | | 446,074 | | | | USD | | | | BMO | | | | 07/31/19 | | | | — | | | | (326 | ) |
| 983,000 | | | | EUR | | | | 1,123,479 | | | | USD | | | | CIBC | | | | 07/31/19 | | | | — | | | | (2,839 | ) |
| 2,223,000 | | | | EUR | | | | 2,540,487 | | | | USD | | | | BNP | | | | 07/31/19 | | | | — | | | | (6,222 | ) |
| 15,671,349 | | | | USD | | | | 13,715,000 | | | | EUR | | | | GSC | | | | 07/31/19 | | | | 35,972 | | | | — | |
| 362,683 | | | | USD | | | | 317,000 | | | | EUR | | | | BCLY | | | | 09/18/19 | | | | — | | | | (47 | ) |
| 7,232,444 | | | | USD | | | | 6,335,000 | | | | EUR | | | | BNP | | | | 09/18/19 | | | | 2,531 | | | | (18,967 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| Total | | | | | | | | | | | | | | | | | | | | | | | $ | 166,657 | | | $ | (28,401 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
† | 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, 2019 (Unaudited)
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2019 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Asset & Commercial Mortgage Backed Securities | | $ | 587,180,928 | | | $ | — | | | $ | 587,180,928 | | | $ | — | |
Corporate Bonds | | | 628,597,212 | | | | — | | | | 628,597,212 | | | | — | |
Foreign Government Obligations | | | 30,822,929 | | | | — | | | | 30,822,929 | | | | — | |
Municipal Bonds | | | 18,181,362 | | | | — | | | | 18,181,362 | | | | — | |
Senior Floating Rate Interests | | | 50,199,423 | | | | — | | | | 50,199,423 | | | | — | |
U.S. Government Agencies | | | 968,332,491 | | | | — | | | | 968,332,491 | | | | — | |
U.S. Government Securities | | | 342,434,561 | | | | — | | | | 342,434,561 | | | | — | |
Common Stocks | |
Energy | | | 189,899 | | | | — | | | | 18,558 | | | | 171,341 | |
Preferred Stocks | | | 1,798,084 | | | | 1,798,084 | | | | — | | | | — | |
Warrants | | | 502 | | | | — | | | | — | | | | 502 | |
Escrows | | | 1 | | | | — | | | | — | | | | 1 | |
Short-Term Investments | | | 52,423,660 | | | | 52,423,660 | | | | — | | | | — | |
Purchased Options | | | 5,523,557 | | | | — | | | | 5,523,557 | | | | — | |
Foreign Currency Contracts(2) | | | 166,657 | | | | — | | | | 166,657 | | | | — | |
Futures Contracts(2) | | | 4,187,955 | | | | 4,187,955 | | | | — | | | | — | |
Swaps - Credit Default(2) | | | 1,695,071 | | | | — | | | | 1,695,071 | | | | — | |
Swaps - Interest Rate(2) | | | 49,804 | | | | — | | | | 49,804 | | | | — | |
Swaps - Total Return(2) | | | 280,839 | | | | — | | | | 280,839 | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 2,692,064,935 | | | $ | 58,409,699 | | | $ | 2,633,483,392 | | | $ | 171,844 | |
| | | | | | | | | | | | | | | | |
Liabilities | | | | | | | | | | | | | | | | |
Foreign Currency Contracts(2) | | $ | (28,401 | ) | | $ | — | | | $ | (28,401 | ) | | $ | — | |
Futures Contracts(2) | | | (2,562,815 | ) | | | (2,562,815 | ) | | | — | | | | — | |
Swaps - Credit Default(2) | | | (2,480,173 | ) | | | — | | | | (2,480,173 | ) | | | — | |
Swaps - Interest Rate(2) | | | (7,488,457 | ) | | | — | | | | (7,488,457 | ) | | | — | |
TBA Sale Commitments | | | (77,012,553 | ) | | | — | | | | (77,012,553 | ) | | | — | |
Written Options | | | (10,500 | ) | | | (10,500 | ) | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | (89,582,899 | ) | | $ | (2,573,315 | ) | | $ | (87,009,584 | ) | | $ | — | |
| | | | | | | | | | | | | | | | |
(1) | For thesix-month period ended June 30, 2019, 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 thesix-month period ended June 30, 2019 is not presented.
The accompanying notes are an integral part of these financial statements.
|
Hartford Ultrashort Bond HLS Fund |
Schedule of Investments
June 30, 2019 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 38.7% | |
| | | | | Asset-Backed - Automobile - 27.5% | |
| | | | | | Ally Auto Receivables Trust | |
$ | | | 717,763 | | | 2.72%, 05/17/2021 | | $ | 718,254 | |
| | | 1,310,000 | | | 2.85%, 03/15/2022 | | | 1,314,560 | |
| | | | | | American Credit Acceptance Receivables Trust | |
| | | 960,190 | | | 2.85%, 07/12/2022(1) | | | 961,833 | |
| | | 335,953 | | | 2.92%, 08/12/2021(1) | | | 336,109 | |
| | | 372,009 | | | 2.94%, 01/10/2022(1) | | | 372,125 | |
| | | 1,577,388 | | | 3.06%, 07/12/2022(1) | | | 1,582,873 | |
| | | | | | AmeriCredit Automobile Receivables Trust | |
| | | 29,086 | | | 1.46%, 05/10/2021 | | | 29,075 | |
| | | 435,798 | | | 2.71%, 07/19/2021 | | | 436,045 | |
| | | 946,557 | | | 2.86%, 11/18/2021 | | | 948,274 | |
| | | 795,000 | | | 2.93%, 06/20/2022 | | | 798,279 | |
| | | 690,000 | | | 2.97%, 11/20/2023 | | | 699,659 | |
| | | 1,295,694 | | | 3.11%, 01/18/2022 | | | 1,298,063 | |
| | | | | | ARI Fleet Lease Trust | |
| | | 458,865 | | | 1.91%, 04/15/2026(1) | | | 457,629 | |
| | | 2,450,000 | | | 2.28%, 04/15/2026(1) | | | 2,450,194 | |
| | | 157,485 | | | 2.54%, 10/15/2019(1) | | | 157,494 | |
| | | 419,966 | | | 2.55%, 10/15/2026(1) | | | 420,211 | |
| | | 630,000 | | | Bank of The West Auto Trust 2.40%, 10/17/2022(1) | | | 630,495 | |
| | | 565,000 | | | BMW Floorplan Master Owner Trust 1 mo. USD LIBOR + 0.320%, 2.71%, 05/15/2023(1)(2) | | | 565,387 | |
| | | 2,340,009 | | | BMW Vehicle Lease Trust 2.97%, 12/21/2020 | | | 2,346,430 | |
| | | | | | Canadian Pacer Auto Receivables Trust | |
| | | 225,058 | | | 2.05%, 03/19/2021(1) | | | 224,731 | |
| | | 346,018 | | | 2.70%, 08/19/2020(1) | | | 346,077 | |
| | | 1,815,000 | | | 2.78%, 03/21/2022(1) | | | 1,823,529 | |
| | | 814,137 | | | 3.00%, 06/21/2021(1) | | | 816,623 | |
| | | | | | Capital Auto Receivables Asset Trust | |
| | | 249,543 | | | 2.02%, 08/20/2021(1) | | | 249,052 | |
| | | 1,610,388 | | | 3.02%, 02/22/2021(1) | | | 1,613,965 | |
| | | | | | CarMax Auto Owner Trust | |
| | | 964,183 | | | 1.40%, 08/15/2021 | | | 959,832 | |
| | | 5,436 | | | 1.56%, 11/16/2020 | | | 5,433 | |
| | | 830,000 | | | 1.88%, 06/15/2021 | | | 827,523 | |
| | | 689,367 | | | 2.23%, 05/17/2021 | | | 689,095 | |
| | | 715,000 | | | 2.69%, 07/15/2022 | | | 718,165 | |
| | | 1,619,236 | | | 2.88%, 10/15/2021 | | | 1,623,381 | |
| | | 870,000 | | | 3.02%, 07/15/2022 | | | 873,976 | |
| | | 2,227,485 | | | 3.11%, 02/15/2022 | | | 2,238,718 | |
| | | | | | Chesapeake Funding LLC | |
| | | 679,264 | | | 1.91%, 08/15/2029(1) | | | 675,882 | |
| | | 976,706 | | | 2.12%, 11/15/2029(1) | | | 973,812 | |
| | | 1,330,977 | | | 1 mo. USD LIBOR + 0.370%, 2.76%, 08/15/2030(1)(2) | | | 1,329,702 | |
| | | 351,546 | | | 1 mo. USD LIBOR + 0.450%, 2.84%, 05/15/2029(1)(2) | | | 351,435 | |
| | | 1,505,000 | | | 2.94%, 04/15/2031 | | | 1,522,418 | |
| | | 741,131 | | | 3.04%, 04/15/2030(1) | | | 748,358 | |
| | | 980,000 | | | 3.39%, 01/15/2031(1) | | | 996,073 | |
| | | 105,780 | | | 1 mo. USD LIBOR + 1.150%, 3.54%, 03/15/2028(1)(2) | | | 105,858 | |
| | | | | | CPS Auto Receivables Trust | |
| | | 13,641 | | | 1.87%, 03/15/2021(1) | | | 13,637 | |
| | | 93,080 | | | 2.16%, 05/17/2021(1) | | | 92,995 | |
| | | 598,385 | | | 2.89%, 05/16/2022(1) | | | 599,523 | |
| | | 807,972 | | | 3.06%, 01/18/2022(1) | | | 810,336 | |
| | | 983,306 | | | 3.18%, 06/15/2022(1) | | | 988,005 | |
| | | 469,800 | | | CPS Auto Trust 2.87%, 09/15/2021(1) | | | 470,171 | |
| | | | | | Drive Auto Receivables Trust | |
| | | 263,217 | | | 3.01%, 11/15/2021 | | | 263,322 | |
| | | 584,235 | | | 3.04%, 11/15/2021 | | | 584,751 | |
| | | 605,000 | | | 3.04%, 03/15/2023 | | | 610,647 | |
| | | 1,290,000 | | | 3.18%, 10/17/2022 | | | 1,299,463 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 38.7% - (continued) | |
| | | | | Asset-Backed - Automobile - 27.5% - (continued) | |
$ | | | 2,500,000 | | | 3.34%, 10/15/2022 | | $ | 2,515,798 | |
| | | | | | DT Auto Owner Trust | |
| | | 209,812 | | | 2.84%, 09/15/2021(1) | | | 209,871 | |
| | | 673,177 | | | 2.85%, 09/15/2022(1) | | | 675,408 | |
| | | 1,250,554 | | | 3.02%, 02/15/2022(1) | | | 1,253,972 | |
| | | 866,620 | | | 3.08%, 09/15/2022(1) | | | 869,768 | |
| | | | | | Enterprise Fleet Financing LLC | |
| | | 177,676 | | | 1.74%, 02/22/2022(1) | | | 177,490 | |
| | | 368,228 | | | 1.97%, 01/20/2023(1) | | | 367,419 | |
| | | 2,283,283 | | | 2.13%, 05/22/2023(1) | | | 2,279,200 | |
| | | 945,034 | | | 2.87%, 10/20/2023(1) | | | 949,503 | |
| | | 1,470,000 | | | 2.98%, 10/22/2024(1) | | | 1,486,969 | |
| | | 1,417,703 | | | 3.14%, 02/20/2024(1) | | | 1,428,292 | |
| | | 540,000 | | | 3.38%, 05/20/2024(1) | | | 547,129 | |
| | | | | | Exeter Automobile Receivables Trust | |
| | | 470,858 | | | 2.90%, 01/18/2022(1) | | | 471,248 | |
| | | 1,418,049 | | | 2.93%, 07/15/2022(1) | | | 1,421,946 | |
| | | 624,268 | | | 3.05%, 12/15/2021(1) | | | 625,430 | |
| | | 1,652,601 | | | 3.20%, 04/15/2022(1) | | | 1,658,071 | |
| | | | | | First Investors Auto Owner Trust | |
| | | 29,125 | | | 1.86%, 10/15/2021(1) | | | 29,108 | |
| | | 830,000 | | | 2.66%, 05/16/2022 | | | 833,610 | |
| | | 270,830 | | | 2.84%, 05/16/2022(1) | | | 271,092 | |
| | | 869,890 | | | 2.89%, 03/15/2024(1) | | | 876,249 | |
| | | 735,189 | | | 3.23%, 12/15/2022(1) | | | 739,254 | |
| | | | | | Flagship Credit Auto Trust | |
| | | 93,271 | | | 1.85%, 07/15/2021(1) | | | 93,191 | |
| | | 625,673 | | | 1.88%, 10/15/2021(1) | | | 624,286 | |
| | | 1,873,847 | | | 2.83%, 10/16/2023(1) | | | 1,884,074 | |
| | | 645,273 | | | 3.07%, 02/15/2023(1) | | | 648,464 | |
| | | 1,297,864 | | | 3.11%, 08/15/2023(1) | | | 1,308,348 | |
| | | 1,794,831 | | | 3.41%, 05/15/2023(1) | | | 1,814,594 | |
| | | | | | Ford Credit Auto Lease Trust | |
| | | 1,245,000 | | | 2.35%, 02/15/2022 | | | 1,246,458 | |
| | | 759,875 | | | 2.71%, 12/15/2020 | | | 760,484 | |
| | | 1,685,000 | | | 2.84%, 09/15/2021 | | | 1,691,371 | |
| | | 1,650,797 | | | 2.93%, 04/15/2021 | | | 1,654,435 | |
| | | | | | Ford Credit Auto Owner Trust | |
| | | 550,000 | | | 2.01%, 03/15/2022 | | | 549,121 | |
| | | 1,000,000 | | | 2.12%, 07/15/2026(1) | | | 998,293 | |
| | | 2,285,000 | | | 2.78%, 02/15/2022 | | | 2,294,035 | |
| | | | | | GM Financial Automobile Leasing Trust | |
| | | 192,118 | | | 2.39%, 04/20/2020 | | | 192,101 | |
| | | 490,000 | | | 2.67%, 03/21/2022 | | | 494,078 | |
| | | 1,294,378 | | | 2.83%, 07/20/2020 | | | 1,295,306 | |
| | | 675,508 | | | 2.89%, 09/21/2020 | | | 676,341 | |
| | | 990,000 | | | 2.91%, 04/20/2021 | | | 993,647 | |
| | | 805,000 | | | 2.98%, 12/20/2021 | | | 815,231 | |
| | | 2,244,564 | | | GM Financial Consumer Automobile 1.78%, 10/18/2021(1) | | | 2,238,610 | |
| | | | | | GM Financial Consumer Automobile Receivables Trust | |
| | | 19,498 | | | 1.71%, 09/16/2020(1) | | | 19,489 | |
| | | 747,114 | | | 2.08%, 01/19/2021 | | | 746,555 | |
| | | 1,583,536 | | | 2.74%, 07/16/2021 | | | 1,585,519 | |
| | | 1,191,662 | | | 2.93%, 11/16/2021 | | | 1,194,708 | |
| | | 1,431,669 | | | 2.99%, 03/16/2022 | | | 1,437,368 | |
| | | 2,350,000 | | | Great American Auto Leasing, Inc. 2.97%, 06/15/2021(1) | | | 2,360,543 | |
| | | | | | Honda Auto Receivables Owner Trust | |
| | | 1,779,000 | | | 1.62%, 08/15/2022 | | | 1,777,278 | |
| | | 813,985 | | | 2.67%, 12/21/2020 | | | 815,002 | |
| | | 985,000 | | | 2.98%, 05/17/2021 | | | 988,706 | |
| | | 2,500,000 | | | Huntington Auto Trust 1.93%, 04/15/2022 | | | 2,494,078 | |
| | | | | | Hyundai Auto Lease Securitization Trust | |
| | | 256,934 | | | 1.88%, 08/17/2020(1) | | | 256,865 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Ultrashort Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 38.7% - (continued) | |
| | | | | Asset-Backed - Automobile - 27.5% - (continued) | |
$ | | | 1,728,546 | | | 2.81%, 12/15/2020(1) | | $ | 1,730,660 | |
| | | 2,150,000 | | | 2.92%, 07/15/2021(1) | | | 2,161,818 | |
| | | | | | Hyundai Auto Receivables Trust | |
| | | 268,580 | | | 2.55%, 04/15/2021 | | | 268,699 | |
| | | 1,200,000 | | | 2.55%, 11/15/2021 | | | 1,199,907 | |
| | | 1,225,000 | | | Mercedes-Benz Auto Lease Trust 3.01%, 02/16/2021 | | | 1,228,546 | |
| | | | | | Mercedes-Benz Auto Receivables Trust | |
| | | 261,240 | | | 1.26%, 02/16/2021 | | | 260,311 | |
| | | 918,830 | | | 2.71%, 04/15/2021 | | | 919,792 | |
| | | 2,392,539 | | | Nissan Auto Lease Trust 3.03%, 02/16/2021 | | | 2,401,562 | |
| | | 1,075,000 | | | Nissan Auto Receivables Owner Trust 2.82%, 01/18/2022 | | | 1,079,975 | |
| | | 866,205 | | | OneMain Direct Auto Receivables Trust 2.31%, 12/14/2021(1) | | | 864,606 | |
| | | 732,741 | | | Prestige Auto Receivables Trust 2.97%, 12/15/2021(1) | | | 734,181 | |
| | | | | | Santander Drive Auto Receivables Trust | |
| | | 1,226,029 | | | 2.97%, 07/15/2021 | | | 1,226,786 | |
| | | 900,000 | | | 3.00%, 12/15/2022 | | | 907,494 | |
| | | 755,000 | | | 3.03%, 02/15/2022 | | | 755,865 | |
| | | 655,000 | | | Santander Retail Auto Lease Trust 2.72%, 01/20/2022(1) | | | 658,349 | |
| | | | | | Securitized Term Auto Receivables Trust | |
| | | 1,500,000 | | | 2.21%, 06/25/2021(1) | | | 1,499,949 | |
| | | 1,345,995 | | | 2.81%, 12/29/2020(1) | | | 1,347,838 | |
| | | 2,280,000 | | | 2.99%, 02/27/2023(1) | | | 2,311,223 | |
| | | | | | Toyota Auto Receivables Owner Trust | |
| | | 4,111 | | | 1.30%, 04/15/2020 | | | 4,108 | |
| | | 995,000 | | | 2.83%, 10/15/2021 | | | 999,256 | |
| | | 1,264,362 | | | United Auto Credit Securitization Trust 2.82%, 07/12/2021(1) | | | 1,265,892 | |
| | | 832,873 | | | Volkswagen Auto Loan Enhanced Trust 2.81%, 07/20/2021 | | | 834,917 | |
| | | | | | Westlake Automobile Receivables Trust | |
| | | 259,280 | | | 2.24%, 12/15/2020(1) | | | 259,199 | |
| | | 546,776 | | | 2.84%, 09/15/2021(1) | | | 547,206 | |
| | | 1,710,000 | | | 3.06%, 05/16/2022(1) | | | 1,718,737 | |
| | | | | | Wheels SPV LLC | |
| | | 201,414 | | | 1.88%, 04/20/2026(1) | | | 200,873 | |
| | | 1,100,000 | | | 2.37%, 06/22/2020(1) | | | 1,100,245 | |
| | | 2,061,774 | | | 3.06%, 04/20/2027(1) | | | 2,072,921 | |
| | | | | | World Omni Auto Receivables Trust | |
| | | 855,000 | | | 2.63%, 06/15/2022 | | | 857,951 | |
| | | 1,001,971 | | | 2.80%, 01/18/2022 | | | 1,003,864 | |
| | | 1,491,154 | | | 3.01%, 04/15/2022 | | | 1,497,973 | |
| | | 2,085,000 | | | 3.02%, 04/15/2022 | | | 2,096,385 | |
| | | | | | World Omni Automobile Lease Securitization Trust | |
| | | 919,492 | | | 2.59%, 11/16/2020 | | | 919,912 | |
| | | 1,131,651 | | | 2.96%, 06/15/2021 | | | 1,136,280 | |
| | | | | | | | | | |
| | | | | | | | | 135,678,163 | |
| | | | | | | | | | |
| | | | | Asset-Backed - Credit Card - 1.6% | |
| | | | | | Barclays Dryrock Issuance Trust | |
| | | 1,750,000 | | | 2.41%, 07/15/2022 | | | 1,749,679 | |
| | | 915,000 | | | 1 mo. USD LIBOR + 0.330%, 2.72%, 03/15/2023(2) | | | 916,285 | |
| | | 3,000,000 | | | Cabela’s Credit Card Master Note Trust 1 mo. USD LIBOR + 0.450%, 2.84%, 07/15/2022(2) | | | 3,000,375 | |
| | | 2,250,000 | | | Chase Issuance Trust 1.27%, 07/15/2021 | | | 2,249,064 | |
| | | | | | | | | | |
| | | | | | | | | 7,915,403 | |
| | | | | | | | | | |
| | | | | Asset-Backed - Finance & Insurance - 6.4% | |
| | | | | | CNH Equipment Trust | |
| | | 453,652 | | | 1.84%, 03/15/2021 | | | 453,191 | |
| | | 725,000 | | | 2.55%, 09/15/2022 | | | 728,925 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 38.7% - (continued) | |
| | | | | Asset-Backed - Finance & Insurance - 6.4% - (continued) | |
$ | | | 807,790 | | | 2.78%, 08/16/2021 | | $ | 808,589 | |
| | | 1,311,825 | | | 2.93%, 12/15/2021 | | | 1,315,750 | |
| | | 1,505,000 | | | 2.96%, 05/16/2022 | | | 1,514,924 | |
| | | | | | DLL LLC | |
| | | 655,952 | | | 2.79%, 11/22/2021(1) | | | 658,731 | |
| | | 1,111,418 | | | 2.81%, 11/17/2020(1) | | | 1,112,348 | |
| | | 1,225,000 | | | 2.89%, 04/20/2023(1) | | | 1,239,955 | |
| | | 74,383 | | | DLL Securitization Trust 1.89%, 07/15/2020(1) | | | 74,350 | |
| | | 185,154 | | | Engs Commercial Finance Trust 2.97%, 02/22/2021(1) | | | 185,431 | |
| | | | | | GMF Floorplan Owner Revolving Trust | |
| | | 742,000 | | | 2.70%, 04/15/2024(1) | | | 750,575 | |
| | | 2,675,000 | | | 1 mo. USD LIBOR + 0.430%, 2.82%, 07/15/2022(1)(2) | | | 2,680,694 | |
| | | 1,440,000 | | | 1 mo. USD LIBOR + 0.570%, 2.96%, 01/18/2022(1)(2) | | | 1,444,320 | |
| | | 276,867 | | | GreatAmerica Leasing Receivables Funding LLC 2.35%, 05/15/2020(1) | | | 276,713 | |
| | | 2,135,000 | | | John Deere Owner Trust 2.85%, 12/15/2021 | | | 2,147,567 | |
| | | | | | Kubota Credit Owner Trust | |
| | | 2,425,000 | | | 2.49%, 06/15/2022(1) | | | 2,433,584 | |
| | | 855,160 | | | 2.80%, 02/16/2021(1) | | | 856,792 | |
| | | | | | MMAF Equipment Finance LLC | |
| | | 229,694 | | | 1.93%, 10/15/2020(1) | | | 229,551 | |
| | | 1,290,000 | | | 2.84%, 01/10/2022(1) | | | 1,297,642 | |
| | | 770,541 | | | 2.92%, 07/12/2021(1) | | | 772,258 | |
| | | 120,852 | | | Nationstar HECM Loan Trust 2.76%, 02/25/2028(1)(3)(4)(5) | | | 120,852 | |
| | | | | | New York City Tax Lien | |
| | | 330,528 | | | 1.87%, 11/10/2030(1) | | | 330,508 | |
| | | 2,352,583 | | | 3.22%, 11/10/2031(1) | | | 2,354,335 | |
| | | 2,425,000 | | | SoFi Consumer Loan Program Trust 2.90%, 05/25/2028(1) | | | 2,437,556 | |
| | | | | | Verizon Owner Trust | |
| | | 184,809 | | | 1.42%, 01/20/2021(1) | | | 184,653 | |
| | | 730,000 | | | 1.92%, 12/20/2021(1) | | | 728,558 | |
| | | 639,883 | | | 2.06%, 09/20/2021(1) | | | 639,009 | |
| | | 2,235,000 | | | 2.33%, 12/20/2023 | | | 2,241,748 | |
| | | 1,060,000 | | | 3.23%, 04/20/2023 | | | 1,080,418 | |
| | | 420,000 | | | Volvo Financial Equipment LLC 2.90%, 11/15/2021(1) | | | 422,063 | |
| | | 230,000 | | | Volvo Financial Equipment Master Owner Trust 1 mo. USD LIBOR + 0.500%, 2.89%, 11/15/2022(1)(2) | | | 230,665 | |
| | | | | | | | | | |
| | | | | | | | | 31,752,255 | |
| | | | | | | | | | |
| | | | | Asset-Backed - Home Equity - 0.2% | |
| | | 1,156,020 | | | New Residential Mortgage Loan Trust 4.00%, 08/27/2057(1) | | | 1,199,914 | |
| | | | | | | | | | |
| | | | | Asset-Backed - Student Loan - 0.5% | |
| | | | | | SLM Student Loan Trust | |
| | | 408,872 | | | 3 mo. USD LIBOR + 0.090%, 2.67%, 10/25/2024(2) | | | 408,524 | |
| | | 610,889 | | | 3 mo. USD LIBOR + 0.120%, 2.70%, 01/25/2027(2) | | | 607,071 | |
| | | 410,014 | | | 1 mo. USD LIBOR + 0.520%, 2.92%, 03/25/2026(2) | | | 409,946 | |
| | | 1,013,026 | | | 1 mo. USD LIBOR + 0.600%, 3.00%, 11/25/2027(2) | | | 1,013,926 | |
| | | | | | | | | | |
| | | | | | | | | 2,439,467 | |
| | | | | | | | | | |
| | | | | Commercial Mortgage - Backed Securities - 0.8% | |
| | | 1,365,000 | | | FREMF Mortgage Trust 1 mo. USD LIBOR + 0.320%, 2.72%, 02/25/2020(2) | | | 1,364,695 | |
| | | 800,000 | | | GS Mortgage Securities Corp. Trust 1 mo. USD LIBOR + 0.700%, 3.09%, 07/15/2032(1)(2) | | | 798,999 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Ultrashort Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 38.7% - (continued) | |
| | | | | Commercial Mortgage - Backed Securities - 0.8% - (continued) | |
$ | | | 500,000 | | | JP Morgan Chase Commercial Mortgage Securities Trust 5.63%, 12/05/2027(1) | | $ | 503,930 | |
| | | 1,008,868 | | | SG Residential Mortgage Trust 3.43%, 04/27/2048(1)(3) | | | 1,017,397 | |
| | | | | | | | | | |
| | | | | | | | | 3,685,021 | |
| | | | | | | | | | |
| | | | | Other ABS - 1.0% | |
| | | 1,925,000 | | | Daimler Trucks Retail Trust 2.77%, 04/15/2021(1) | | | 1,928,244 | |
| | | 2,415,000 | | | Hertz Fleet Lease Funding L.P. 2.70%, 01/10/2033(1) | | | 2,435,399 | |
| | | 745,000 | | | Nationstar HECM Loan Trust 2.65%, 06/25/2029(1)(3) | | | 745,000 | |
| | | | | | | | | | |
| | | | | | | | | 5,108,643 | |
| | | | | | | | | | |
| | | | | Whole Loan Collateral CMO - 0.7% | |
| | | 699,814 | | | Bunker Hill Loan Depositary Trust 3.61%, 10/26/2048(1)(6) | | | 714,716 | |
| | | 160,431 | | | OBX Trust 1 mo. USD LIBOR + 0.650%, 3.05%, 06/25/2057(1)(2) | | | 159,562 | |
| | | | | | Verus Securitization Trust | |
| | | 401,775 | | | 2.93%, 02/25/2048(1)(3) | | | 401,985 | |
| | | 1,193,728 | | | 3.21%, 04/25/2059(1)(3) | | | 1,203,118 | |
| | | 782,875 | | | 3.68%, 06/01/2058(1)(3) | | | 791,812 | |
| | | | | | | | | | |
| | | | | | | | | 3,271,193 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Asset & Commercial Mortgage Backed Securities (cost $190,368,582) | | $ | 191,050,059 | |
| | | | | | | | | | |
|
CORPORATE BONDS - 33.9% | |
| | | | | Aerospace/Defense - 0.3% | |
$ | | | 1,500,000 | | | United Technologies Corp. 3 mo. USD LIBOR + 0.650%, 3.18%, 08/16/2021(2) | | $ | 1,500,943 | |
| | | | | | | | | | |
| | | | | Agriculture - 0.4% | |
| | | 1,750,000 | | | Philip Morris International, Inc. 3 mo. USD LIBOR + 0.420%, 2.94%, 02/21/2020(2) | | | 1,752,305 | |
| | | | | | | | | | |
| | | | | Auto Manufacturers - 2.9% | |
| | | 2,000,000 | | | American Honda Finance Corp. 2.00%, 11/13/2019 | | | 1,997,382 | |
| | | | | | Daimler Finance North America LLC | |
| | | 1,750,000 | | | 1.50%, 07/05/2019(1) | | | 1,749,807 | |
| | | 715,000 | | | 3 mo. USD LIBOR + 0.390%, 2.96%, 05/04/2020(1)(2) | | | 715,658 | |
| | | 1,000,000 | | | General Motors Financial Co., Inc. 3 mo. USD LIBOR + 0.850%, 3.44%, 04/09/2021(2) | | | 999,544 | |
| | | 1,250,000 | | | Hyundai Capital America 3 mo. USD LIBOR + 0.940%, 3.53%, 07/08/2021(1)(2) | | | 1,251,277 | |
| | | 1,900,000 | | | Nissan Motor Acceptance Corp. 3 mo. USD LIBOR + 0.390%, 2.72%, 09/28/2020(1)(2) | | | 1,897,812 | |
| | | 1,725,000 | | | PACCAR Financial Corp. 3 mo. USD LIBOR + 0.450%, 2.86%, 06/17/2022(2) | | | 1,724,993 | |
| | | | | | Toyota Motor Credit Corp. | |
| | | 1,000,000 | | | 2.20%, 01/10/2020 | | | 1,000,295 | |
| | | 2,000,000 | | | 3 mo. USD LIBOR + 0.260%, 2.85%, 04/17/2020(2) | | | 2,003,207 | |
| | | 1,195,000 | | | Volkswagen Group of America Finance LLC 3.88%, 11/13/2020(1) | | | 1,220,392 | |
| | | | | | | | | | |
| | | | | | | | | 14,560,367 | |
| | | | | | | | | | |
| | | | | Biotechnology - 0.2% | |
| | | 1,205,000 | | | Gilead Sciences, Inc. 1.85%, 09/20/2019 | | | 1,203,566 | |
| | | | | | | | | | |
| | | | | Chemicals - 0.4% | |
| | | 1,250,000 | | | Air Liquide Finance S.A. 1.38%, 09/27/2019(1) | | | 1,246,385 | |
| | | 640,000 | | | DowDuPont, Inc. 3.77%, 11/15/2020 | | | 652,249 | |
| | | | | | | | | | |
| | | | | | | | | 1,898,634 | |
| | | | | | | | | | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 33.9% - (continued) | |
| | | | | Commercial Banks - 14.5% | |
$ | | | 1,000,000 | | | ABN Amro Bank N.V. 3 mo. USD LIBOR + 0.570%, 3.09%, 08/27/2021(1)(2) | | $ | 1,003,680 | |
| | | 1,500,000 | | | Bank of America Corp. 3 mo. USD LIBOR + 0.650%, 2.97%, 10/01/2021(2) | | | 1,503,950 | |
| | | 1,500,000 | | | BB&T Corp. 3 mo. USD LIBOR + 0.570%, 2.98%, 06/15/2020(2)(7) | | | 1,507,400 | |
| | | 718,000 | | | BPCE S.A. 2.25%, 01/27/2020 | | | 717,336 | |
| | | 1,750,000 | | | Canadian Imperial Bank of Commerce 3 mo. USD LIBOR + 0.315%, 2.89%, 02/02/2021(2) | | | 1,752,642 | |
| | | | | | Capital One Financial Corp. | |
| | | 1,250,000 | | | 3 mo. USD LIBOR + 0.760%, 3.30%, 05/12/2020(2) | | | 1,255,219 | |
| | | 1,500,000 | | | 3 mo. USD LIBOR + 0.950%, 3.40%, 03/09/2022(2) | | | 1,512,441 | |
| | | 1,500,000 | | | Citibank NA 3 mo. USD LIBOR + 0.596%, 2.84%, 05/20/2022(2) | | | 1,511,446 | |
| | | 1,500,000 | | | Citizens Bank NA 3 mo. USD LIBOR + 0.540%, 3.06%, 03/02/2020(2) | | | 1,502,640 | |
| | | 2,070,000 | | | Commonwealth Bank of Australia 3 mo. USD LIBOR + 0.640%, 3.21%, 11/07/2019(1)(2) | | | 2,074,671 | |
| | | 2,500,000 | | | Credit Agricole S.A. 3 mo. USD LIBOR + 0.970%, 3.42%, 06/10/2020(1)(2) | | | 2,518,066 | |
| | | | | | Danske Bank A/S | |
| | | 1,500,000 | | | 3 mo. USD LIBOR + 0.510%, 3.03%, 03/02/2020(1)(2) | | | 1,497,684 | |
| | | 2,000,000 | | | 3 mo. USD LIBOR + 0.580%, 3.05%, 09/06/2019(1)(2) | | | 2,000,094 | |
| | | 1,500,000 | | | Deutsche Bank AG 3 mo. USD LIBOR + 0.970%, 3.57%, 07/13/2020(2) | | | 1,490,278 | |
| | | 1,500,000 | | | DNB Bank ASA 3 mo. USD LIBOR + 0.370%, 2.69%, 10/02/2020(1)(2) | | | 1,502,338 | |
| | | | | | Fifth Third Bank | |
| | | 500,000 | | | 2.20%, 10/30/2020 | | | 499,468 | |
| | | 1,000,000 | | | 3 mo. USD LIBOR + 0.250%, 2.83%, 10/30/2020(2) | | | 1,000,266 | |
| | | 2,350,000 | | | 3 mo. USD LIBOR + 0.590%, 2.90%, 09/27/2019(2) | | | 2,351,797 | |
| | | | | | Goldman Sachs Group, Inc. | |
| | | 3,500,000 | | | 3 mo. USD LIBOR + 1.170%, 3.69%, 11/15/2021(2) | | | 3,528,572 | |
| | | 2,000,000 | | | 3 mo. USD LIBOR + 1.160%, 3.75%, 04/23/2020(2) | | | 2,012,553 | |
| | | | | | HSBC Holdings plc | |
| | | 750,000 | | | 3 mo. USD LIBOR + 0.650%, 3.09%, 09/11/2021(2) | | | 750,694 | |
| | | 1,785,000 | | | 3 mo. USD LIBOR + 0.600%, 3.12%, 05/18/2021(2) | | | 1,786,410 | |
| | | 1,500,000 | | | Huntington National Bank 3 mo. USD LIBOR + 0.510%, 2.96%, 03/10/2020(2) | | | 1,503,383 | |
| | | 1,000,000 | | | ING Bank N.V. 1.65%, 08/15/2019(1) | | | 998,970 | |
| | | 1,500,000 | | | JP Morgan Chase & Co. 3 mo. USD LIBOR + 0.680%, 3.20%, 06/01/2021(2) | | | 1,505,076 | |
| | | 1,000,000 | | | KeyBank NA 1.60%, 08/22/2019 | | | 998,780 | |
| | | 1,250,000 | | | Manufacturers & Traders Trust Co. 3 mo. USD LIBOR + 0.270%, 2.85%, 01/25/2021(2) | | | 1,247,650 | |
| | | 1,500,000 | | | Morgan Stanley 5.63%, 09/23/2019 | | | 1,510,403 | |
| | | | | | PNC Bank NA | |
| | | 2,000,000 | | | 1.45%, 07/29/2019 | | | 1,998,620 | |
| | | 750,000 | | | 2.50%, 01/22/2021 | | | 752,509 | |
| | | | | | Regions Bank | |
| | | 1,500,000 | | | 3 mo. USD LIBOR + 0.380%, 2.70%, 04/01/2021(2) | | | 1,496,184 | |
| | | 1,000,000 | | | 3 mo. USD LIBOR + 0.500%, 3.04%, 08/13/2021(2) | | | 999,140 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Ultrashort Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 33.9% - (continued) | |
| | | | | Commercial Banks - 14.5% - (continued) | |
| | | | | | Santander UK plc | |
$ | | | 750,000 | | | 2.13%, 11/03/2020 | | $ | 746,295 | |
| | | 1,500,000 | | | 3 mo. USD LIBOR + 0.620%, 3.14%, 06/01/2021(2) | | | 1,503,246 | |
| | | | | | Sumitomo Mitsui Banking Corp. | |
| | | 1,000,000 | | | 2.51%, 01/17/2020 | | | 1,000,733 | |
| | | 1,000,000 | | | 3 mo. USD LIBOR + 0.350%, 2.94%, 01/17/2020(2) | | | 1,001,326 | |
| | | | | | SunTrust Bank | |
| | | 1,000,000 | | | 3 mo. USD LIBOR + 0.298%, 2.59%, 01/29/2021(2) | | | 1,000,741 | |
| | | 3,000,000 | | | 3 mo. USD LIBOR + 0.530%, 3.11%, 01/31/2020(2)(7) | | | 3,005,362 | |
| | | | | | Svenska Handelsbanken AB | |
| | | 1,250,000 | | | 3 mo. USD LIBOR + 0.360%, 2.81%, 09/08/2020(2)(7) | | | 1,252,644 | |
| | | 1,665,000 | | | 3 mo. USD LIBOR + 0.490%, 2.96%, 09/06/2019(2) | | | 1,666,843 | |
| | | 1,250,000 | | | 3 mo. USD LIBOR + 0.470%, 3.00%, 05/24/2021(2) | | | 1,255,625 | |
| | | 2,250,000 | | | Toronto-Dominion Bank 1.45%, 08/13/2019 | | | 2,247,300 | |
| | | | | | U.S. Bank NA | |
| | | 1,000,000 | | | 2.05%, 10/23/2020 | | | 998,255 | |
| | | 1,775,000 | | | 3 mo. USD LIBOR + 0.290%, 2.81%, 05/21/2021(2) | | | 1,776,074 | |
| | | 1,250,000 | | | 3 mo. USD LIBOR + 0.320%, 2.90%, 01/24/2020(2) | | | 1,251,512 | |
| | | | | | UBS AG | |
| | | 715,000 | | | 2.45%, 12/01/2020(1) | | | 715,649 | |
| | | 800,000 | | | 3 mo. USD LIBOR + 0.580%, 3.03%, 06/08/2020(1)(2) | | | 803,102 | |
| | | | | | Wells Fargo Bank NA | |
| | | 1,025,000 | | | 2.60%, 01/15/2021 | | | 1,029,180 | |
| | | 2,000,000 | | | 3 mo. USD LIBOR + 0.650%, 3.12%, 12/06/2019(2) | | | 2,005,445 | |
| | | | | | | | | | |
| | | | | | | | | 71,549,692 | |
| | | | | | | | | | |
| | | | | Commercial Services - 0.2% | |
| | | 915,000 | | | Equifax, Inc. 3 mo. USD LIBOR + 0.870%, 3.39%, 08/15/2021(2) | | | 912,620 | |
| | | | | | | | | | |
| | | | | Diversified Financial Services - 1.3% | |
| | | 1,250,000 | | | AIG Global Funding 3 mo. USD LIBOR + 0.460%, 2.81%, 06/25/2021(1)(2) | | | 1,254,673 | |
| | | 1,000,000 | | | American Express Co. 3 mo. USD LIBOR + 0.525%, 3.05%, 05/17/2021(2) | | | 1,003,770 | |
| | | 1,395,000 | | | Private Export Funding Corp. 2.10%, 12/19/2019(1) | | | 1,394,125 | |
| | | 1,700,000 | | | Synchrony Financial 3 mo. USD LIBOR + 1.230%, 3.81%, 02/03/2020(2) | | | 1,706,776 | |
| | | 945,000 | | | USAA Capital Corp. 2.63%, 06/01/2021(1) | | | 952,918 | |
| | | | | | | | | | |
| | | | | | | | | 6,312,262 | |
| | | | | | | | | | |
| | | | | Electric - 0.7% | |
| | | 1,250,000 | | | American Electric Power Co., Inc. 2.15%, 11/13/2020 | | | 1,247,223 | |
| | | 500,000 | | | Duke Energy Florida LLC 2.10%, 12/15/2019(7) | | | 499,170 | |
| | | 1,500,000 | | | NextEra Energy Capital Holdings, Inc. 3.34%, 09/01/2020 | | | 1,517,072 | |
| | | | | | | | | | |
| | | | | | | | | 3,263,465 | |
| | | | | | | | | | |
| | | | | Electronics - 0.6% | |
| | | | | | Honeywell International, Inc. | |
| | | 1,000,000 | | | 1.80%, 10/30/2019 | | | 998,242 | |
| | | 2,000,000 | | | 3 mo. USD LIBOR + 0.280%, 2.86%, 10/30/2019(2) | | | 2,001,825 | |
| | | | | | | | | | |
| | | | | | | | | 3,000,067 | |
| | | | | | | | | | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 33.9% - (continued) | |
| | | | | Food - 0.9% | |
$ | | | 1,250,000 | | | Conagra Brands, Inc. 3 mo. USD LIBOR + 0.750%, 3.34%, 10/22/2020(2) | | $ | 1,250,199 | |
| | | 1,500,000 | | | JM Smucker Co. 2.20%, 12/06/2019 | | | 1,497,737 | |
| | | 1,500,000 | | | Kraft Heinz Foods Co. 3 mo. USD LIBOR + 0.570%, 3.12%, 02/10/2021(2) | | | 1,497,163 | |
| | | | | | | | | | |
| | | | | | | | | 4,245,099 | |
| | | | | | | | | | |
| | | | | Healthcare - Services - 1.3% | |
| | | 2,000,000 | | | Cigna Corp. 3.20%, 09/17/2020(1) | | | 2,018,469 | |
| | | 1,000,000 | | | HCA, Inc. 6.50%, 02/15/2020 | | | 1,023,016 | |
| | | 2,500,000 | | | Roche Holdings, Inc. 3 mo. USD LIBOR + 0.340%, 2.67%, 09/30/2019(1)(2) | | | 2,501,707 | |
| | | 1,000,000 | | | UnitedHealth Group, Inc. 1.95%, 10/15/2020 | | | 995,917 | |
| | | | | | | | | | |
| | | | | | | | | 6,539,109 | |
| | | | | | | | | | |
| | | | | Insurance - 1.8% | |
| | | 440,000 | | | Allstate Corp. 3 mo. USD LIBOR + 0.430%, 2.76%, 03/29/2021(2) | | | 440,782 | |
| | | | | | MassMutual Global Funding II | |
| | | 1,500,000 | | | 1.55%, 10/11/2019(1) | | | 1,497,274 | |
| | | 704,000 | | | 1.95%, 09/22/2020(1) | | | 702,533 | |
| | | | | | Metropolitan Life Global Funding I | |
| | | 795,000 | | | 2.40%, 01/08/2021(1) | | | 796,754 | |
| | | 2,000,000 | | | 3 mo. USD SOFR + 0.570%, 2.99%, 09/07/2020(1)(2) | | | 2,005,413 | |
| | | | | | New York Life Global Funding | |
| | | 2,000,000 | | | 3 mo. USD LIBOR + 0.270%, 2.86%, 04/09/2020(1)(2) | | | 2,003,220 | |
| | | 325,000 | | | 2.95%, 01/28/2021(1) | | | 328,686 | |
| | | 1,000,000 | | | Protective Life Global Funding 3 mo. USD LIBOR + 0.520%, 2.85%, 06/28/2021(1)(2) | | | 1,003,530 | |
| | | | | | | | | | |
| | | | | | | | | 8,778,192 | |
| | | | | | | | | | |
| | | | | IT Services - 1.5% | |
| | | 1,425,000 | | | Apple, Inc. 3 mo. USD LIBOR + 0.070%, 2.61%, 05/11/2020(2) | | | 1,425,731 | |
| | | | | | Hewlett Packard Enterprise Co. | |
| | | 2,000,000 | | | 2.10%, 10/04/2019(1) | | | 1,997,196 | |
| | | 1,000,000 | | | 3 mo. USD LIBOR + 0.720%, 3.32%, 10/05/2021(2) | | | 1,000,143 | |
| | | 1,500,000 | | | IBM Credit LLC 3.45%, 11/30/2020 | | | 1,525,069 | |
| | | 1,250,000 | | | International Business Machines Corp. 2.80%, 05/13/2021 | | | 1,265,050 | |
| | | | | | | | | | |
| | | | | | | | | 7,213,189 | |
| | | | | | | | | | |
| | | | | Machinery - Construction & Mining - 0.2% | |
| | | 1,000,000 | | | Caterpillar Financial Services Corp. 2.00%, 11/29/2019 | | | 999,034 | |
| | | | | | | | | | |
| | | | | Machinery - Diversified - 0.6% | |
| | | | | | John Deere Capital Corp. | |
| | | 1,125,000 | | | 3 mo. USD LIBOR + 0.290%, 2.63%, 06/22/2020(2) | | | 1,126,841 | |
| | | 2,000,000 | | | 3 mo. USD LIBOR + 0.300%, 2.75%, 03/13/2020(2) | | | 2,002,792 | |
| | | | | | | | | | |
| | | | | | | | | 3,129,633 | |
| | | | | | | | | | |
| | | | | Media - 1.4% | |
| | | 2,500,000 | | | Comcast Corp. 3.30%, 10/01/2020 | | | 2,534,273 | |
| | | 1,125,000 | | | NBCUniversal Enterprise, Inc. 3 mo. USD LIBOR + 0.400%, 2.72%, 04/01/2021(1)(2) | | | 1,127,366 | |
| | | 1,750,000 | | | Viacom, Inc. 4.50%, 03/01/2021 | | | 1,803,625 | |
| | | 1,315,000 | | | Walt Disney Co. 0.88%, 07/12/2019 | | | 1,314,437 | |
| | | | | | | | | | |
| | | | | | | | | 6,779,701 | |
| | | | | | | | | | |
| | | | | Miscellaneous Manufacturing - 0.6% | |
| | | | | | Siemens Financieringsmaatschappij N.V. | |
| | | 1,500,000 | | | 3 mo. USD LIBOR + 0.340%, 2.75%, 03/16/2020(1)(2) | | | 1,502,621 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Ultrashort Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 33.9% - (continued) | |
| | | | | Miscellaneous Manufacturing - 0.6% - (continued) | |
$ | | | 1,700,000 | | | 3 mo. USD LIBOR + 0.320%, 2.77%, 09/13/2019(1)(2) | | $ | 1,701,218 | |
| | | | | | | | | | |
| | | | | | | | | 3,203,839 | |
| | | | | | | | | | |
| | | | | Oil & Gas - 0.5% | |
| | | 980,000 | | | BP Capital Markets plc 1.77%, 09/19/2019(7) | | | 978,322 | |
| | | 1,660,000 | | | Phillips 66 3 mo. USD LIBOR + 0.750%, 3.35%, 04/15/2020(1)(2) | | | 1,660,714 | |
| | | | | | | | | | |
| | | | | | | | | 2,639,036 | |
| | | | | | | | | | |
| | | | | Oil & Gas Services - 0.3% | |
| | | 1,250,000 | | | Schlumberger Finance Canada Ltd. 2.20%, 11/20/2020(1) | | | 1,248,828 | |
| | | | | | | | | | |
| | | | | Pharmaceuticals - 1.3% | |
| | | | | | Bayer U.S. Finance LLC | |
| | | 900,000 | | | 2.13%, 07/15/2019(1) | | | 899,791 | |
| | | 1,000,000 | | | 2.38%, 10/08/2019(1) | | | 998,688 | |
| | | 1,500,000 | | | 3 mo. USD LIBOR + 0.630%, 2.98%, 06/25/2021(1)(2) | | | 1,489,928 | |
| | | 1,700,000 | | | Bristol-Myers Squibb Co. 2.55%, 05/14/2021(1) | | | 1,712,273 | |
| | | 700,000 | | | CVS Health Corp. 3 mo. USD LIBOR + 0.720%, 3.17%, 03/09/2021(2) | | | 703,087 | |
| | | 795,000 | | | Takeda Pharmaceutical Co., Ltd. 3.80%, 11/26/2020(1) | | | 809,423 | |
| | | | | | | | | | |
| | | | | | | | | 6,613,190 | |
| | | | | | | | | | |
| | | | | Retail - 1.1% | |
| | | 3,000,000 | | | Alimentation Couche-Tard, Inc. 2.35%, 12/13/2019(1) | | | 2,996,640 | |
| | | 1,100,000 | | | Dollar Tree, Inc. 3 mo. USD LIBOR + 0.700%, 3.29%, 04/17/2020(2) | | | 1,100,127 | |
| | | 1,500,000 | | | Home Depot, Inc. 3 mo. USD LIBOR + 0.150%, 2.63%, 06/05/2020(2) | | | 1,501,778 | |
| | | | | | | | | | |
| | | | | | | | | 5,598,545 | |
| | | | | | | | | | |
| | | | | Semiconductors - 0.6% | |
| | | 1,000,000 | | | Broadcom Corp. / Broadcom Cayman Finance Ltd. 2.38%, 01/15/2020 | | | 998,262 | |
| | | 1,750,000 | | | Broadcom, Inc. 3.13%, 04/15/2021(1) | | | 1,761,331 | |
| | | | | | | | | | |
| | | | | | | | | 2,759,593 | |
| | | | | | | | | | |
| | | | | Trucking & Leasing - 0.3% | |
| | | 1,375,000 | | | Aviation Capital Group LLC 3 mo. USD LIBOR + 0.670%, 3.25%, 07/30/2021(1)(2) | | | 1,370,289 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Corporate Bonds (cost $166,660,275) | | $ | 167,071,198 | |
| | | | | | | | | | |
|
MUNICIPAL BONDS - 0.3% | |
| | | | | Transportation - 0.3% | |
$ | | | 1,490,000 | | | New York & New Jersey PA 2.29%, 09/15/2019 | | $ | 1,490,328 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Municipal Bonds (cost $1,490,000) | | $ | 1,490,328 | |
| | | | | | | | | | |
|
U.S. GOVERNMENT AGENCIES - 0.6% | |
| | | | | Mortgage-Backed Agencies - 0.6% | |
| | | | | FHLMC - 0.6% | |
$ | | | 2,618,042 | | | 3.00%, 05/15/2037 | | $ | 2,648,250 | |
| | | | | | | | | | |
| | | |
| | | | | | Total U.S. Government Agencies (cost $2,613,636) | | $ | 2,648,250 | |
| | | | | | | | | | |
|
U.S. GOVERNMENT SECURITIES - 23.8% | |
| | | | | Mortgage-Backed Agencies - 2.2% | |
| | | | | FHLMC - 2.0% | |
$ | | | 10,000,000 | | | 1.50%, 01/17/2020 | | $ | 9,964,547 | |
| | | | | | | | | | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
U.S. GOVERNMENT SECURITIES - 23.8% - (continued) | |
| | | | | Mortgage-Backed Agencies - 2.2% - (continued) | |
| | | | | FNMA - 0.2%
| |
$ | | | 933,000 | | | 1.63%, 01/21/2020 | | $ | 930,588 | |
| | | | | | | | | | |
| | | | | | | | | 10,895,135 | |
| | | | | | | | | | |
| | | | | U.S. Treasury Securities - 21.6% | |
| | | | | U.S. Treasury Notes - 21.6% | |
| | | 5,000,000 | | | 1.00%, 11/15/2019(7) | | | 4,978,906 | |
| | | 6,250,000 | | | 1.38%, 04/30/2020 | | | 6,217,041 | |
| | | 15,000,000 | | | 1.50%, 05/15/2020 | | | 14,933,789 | |
| | | 10,000,000 | | | 1.63%, 06/30/2020 | | | 9,967,188 | |
| | | 14,050,000 | | | 1.63%, 07/31/2020 | | | 14,003,350 | |
| | | 7,500,000 | | | 1.63%, 10/15/2020 | | | 7,475,977 | |
| | | 7,500,000 | | | 1.88%, 12/31/2019 | | | 7,493,848 | |
| | | 14,650,000 | | | 3mo. USTMMR + 0.115%, 2.21%, 01/31/2021(2) | | | 14,636,599 | |
| | | 4,800,000 | | | 3mo. USTMMR + 0.139%, 2.24%, 04/30/2021(2) | | | 4,796,177 | |
| | | 15,000,000 | | | 2.25%, 03/31/2020 | | | 15,025,195 | |
| | | 7,000,000 | | | 2.38%, 04/30/2020 | | | 7,020,508 | |
| | | | | | | | | | |
| | | | | | | | | 106,548,578 | |
| | | | | | | | | | |
| | | |
| | | | | | Total U.S. Government Securities (cost $117,046,433) | | $ | 117,443,713 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Long-Term Investments (cost $478,178,926) | | $ | 479,703,548 | |
| | | | | | | | | | |
|
SHORT-TERM INVESTMENTS - 4.4% | |
| | | | | Certificates of Deposit - 0.4% | |
| | | 2,000,000 | | | Bank of Montreal 3 mo. USD LIBOR + 0.260%, 2.83%, 11/04/2019(2)(8) | | $ | 2,001,715 | |
| | | | | | | | | | |
| | | | | Other Investment Pools & Funds - 1.8% | |
| | | 8,763,936 | | | Fidelity Institutional Government Fund, Institutional Class, 2.27%(9) | | | 8,763,936 | |
| | | | | | | | | | |
| | | | | Securities Lending Collateral - 1.2% | |
| | | 292,248 | | | Citibank NA DDCA, 2.36%, 7/1/2019(9) | | | 292,248 | |
| | | 2,652,855 | | | Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.28%(9) | | | 2,652,855 | |
| | | 369,735 | | | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.28%(9) | | | 369,735 | |
| | | 1,124,183 | | | Invesco Government & Agency Portfolio, Institutional Class, 2.25%(9) | | | 1,124,183 | |
| | | 1,310,338 | | | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.29%(9) | | | 1,310,338 | |
| | | 95,599 | | | Western Asset Institutional Government Reserves Fund, Institutional Class, 2.21%(9) | | | 95,599 | |
| | | | | | | | | | |
| | | | | | | | | 5,844,958 | |
| | | | | | | | | | |
| | | | | U.S. Treasury Bill - 1.0% | |
| | | 5,300,000 | | | U.S. Treasury Bill 2.48%, 09/12/2019(8) | | | 5,277,834 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Short-Term Investments (cost $21,882,193) | | $ | 21,888,443 | |
| | | | | | | | | | |
| | | | | | | | | | | | | | |
| | | | |
| | | | | | Total Investments (cost $500,061,117) | | | 101.7 | % | | $ | 501,591,991 | |
| | | | | | Other Assets and Liabilities | | | (1.7 | )% | | | (8,318,752 | ) |
| | | | | | | | | | | | | | |
| | | | | | Total Net Assets | | | 100.0 | % | | $ | 493,273,239 | |
| | | | | | | | | | | | | | |
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. |
The accompanying notes are an integral part of these financial statements.
|
Hartford Ultrashort Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
| 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, 2019, the aggregate value of these securities was $160,514,399, representing 32.5% of net assets. |
(2) | Variable rate securities; the rate reported is the coupon rate in effect at June 30, 2019. |
(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) | This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At June 30, 2019, the aggregate fair value of this security was $120,852, which represented 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors. |
(5) | Investment valued using significant unobservable inputs. |
(6) | Security is a“step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate. |
(7) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(8) | The rate shown represents current yield to maturity. |
(9) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2019 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Asset & Commercial Mortgage Backed Securities | | $ | 191,050,059 | | | $ | — | | | $ | 190,929,207 | | | $ | 120,852 | |
Corporate Bonds | | | 167,071,198 | | | | — | | | | 167,071,198 | | | | — | |
Municipal Bonds | | | 1,490,328 | | | | — | | | | 1,490,328 | | | | — | |
U.S. Government Agencies | | | 2,648,250 | | | | — | | | | 2,648,250 | | | | — | |
U.S. Government Securities | | | 117,443,713 | | | | — | | | | 117,443,713 | | | | — | |
Short-Term Investments | | | 21,888,443 | | | | 14,608,894 | | | | 7,279,549 | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 501,591,991 | | | $ | 14,608,894 | | | $ | 486,862,245 | | | $ | 120,852 | |
| | | | | | | | | | | | | | | | |
(1) | For thesix-month period ended June 30, 2019, 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, 2019 is not presented.
The accompanying notes are an integral part of these financial statements.
|
Hartford U.S. Government Securities HLS Fund |
Schedule of Investments
June 30, 2019 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 20.3% | |
| | | | | Asset-Backed - Automobile - 1.3% | |
$ | | | 350,000 | | | Avis Budget Rental Car Funding AESOP LLC 2.99%, 06/20/2022(1) | | $ | 353,720 | |
| | | 2,907,000 | | | Capital Auto Receivables Asset Trust 3.62%, 05/20/2021 | | | 2,918,680 | |
| | | 1,020,000 | | | Toyota Auto Loan Extended Note Trust 2.56%, 11/25/2031(1) | | | 1,031,953 | |
| | | | | | | | | | |
| | | | | | | | | 4,304,353 | |
| | | | | | | | | | |
| | | | | Asset-Backed - Finance & Insurance - 2.5% | |
| | | 1,329,838 | | | NRZ Excess Spread-Collateralized Notes 3.19%, 01/25/2023(1) | | | 1,336,365 | |
| | | 386,465 | | | Structured Asset Securities Corp. 1 mo. USD LIBOR + 1.500%, 3.90%, 02/25/2033(2) | | | 390,777 | |
| | | | | | Towd Point Mortgage Trust | |
| | | 44,045 | | | 2.75%, 04/25/2055(1)(3) | | | 44,302 | |
| | | 48,398 | | | 2.75%, 05/25/2055(1)(3) | | | 48,497 | |
| | | 507,763 | | | 2.75%, 04/25/2057(1)(3) | | | 508,621 | |
| | | 2,373,682 | | | 3.75%, 03/25/2058(1)(3) | | | 2,478,784 | |
| | | 2,253,702 | | | 3.75%, 05/25/2058(1)(3) | | | 2,337,626 | |
| | | 1,185,000 | | | Tryon Park CLO, Ltd. 3 mo. USD LIBOR + 0.890%, 3.49%, 04/15/2029(1)(2) | | | 1,178,053 | |
| | | | | | | | | | |
| | | | | | | | | 8,323,025 | |
| | | | | | | | | | |
| | | | | Asset-Backed - Home Equity - 0.2% | |
| | | 478,833 | | | Morgan Stanley Asset-Backed Securities Capital, Inc. Trust 1 mo. USD LIBOR + 1.500%, 3.90%, 11/25/2032(2) | | | 477,445 | |
| | | 7,605,590 | | | Morgan Stanley Capital Trust 1.00%, 07/15/2051(3)(4) | | | 444,601 | |
| | | | | | | | | | |
| | | | | | | | | 922,046 | |
| | | | | | | | | | |
| | | | | Commercial Mortgage - Backed Securities - 8.3% | |
| | | 22,886,791 | | | Benchmark Mortgage Trust 0.69%, 07/15/2051(3)(4) | | | 833,887 | |
| | | 3,400,000 | | | CSMC Trust 2.76%, 04/05/2033(1) | | | 3,419,267 | |
| | | | | | FREMF Mortgage Trust | |
| | | 9,895,000 | | | 1 mo. USD LIBOR + 0.320%, 2.72%, 02/25/2020(2) | | | 9,892,789 | |
| | | 435,000 | | | 3.45%, 05/25/2045(1)(3) | | | 435,156 | |
| | | 955,000 | | | 3.76%, 11/25/2050(1)(3) | | | 977,295 | |
| | | 1,515,000 | | | 3.82%, 04/25/2048(1)(3) | | | 1,572,106 | |
| | | 1,325,000 | | | 3.85%, 10/25/2049(1)(3) | | | 1,357,403 | |
| | | 1,005,000 | | | 3.93%, 02/25/2050(1)(3) | | | 1,034,147 | |
| | | 700,000 | | | 3.98%, 10/25/2049(1)(3) | | | 722,961 | |
| | | 660,000 | | | 4.08%, 09/25/2049(1)(3) | | | 693,121 | |
| | | 4,580,000 | | | 4.11%, 04/25/2051(1)(3) | | | 4,778,444 | |
| | | 1,990,000 | | | 5.69%, 04/25/2020(1)(3) | | | 2,027,688 | |
| | | | | | | | | | |
| | | | | | | | | 27,744,264 | |
| | | | | | | | | | |
| | | | | Other ABS - 0.6% | |
| | | 1,925,000 | | | United States Small Business Administration 3.07%, 05/01/2044 | | | 1,993,098 | |
| | | | | | | | | | |
| | | | | Real Estate - 0.2% | |
| | | 6,765,000 | | | Cantor Commercial Real Estate 1.31%, 05/15/2052 | | | 591,799 | |
| | | | | | | | | | |
| | | | | Whole Loan Collateral CMO - 7.2% | |
| | | | | | Angel Oak Mortgage Trust LLC | |
| | | 105,485 | | | 2.81%, 01/25/2047(1)(3) | | | 105,433 | |
| | | 3,327,392 | | | 2.93%, 05/25/2059(1)(3) | | | 3,344,324 | |
| | | 977,328 | | | 3.63%, 03/25/2049(1)(3) | | | 989,957 | |
| | | 2,615,437 | | | CIM Trust 3.00%, 04/25/2057(1)(3) | | | 2,633,245 | |
| | | 1,642,114 | | | COLT Mortgage Loan Trust 3.34%, 05/25/2049(1)(3) | | | 1,668,167 | |
| | | | | | Deephaven Residential Mortgage Trust | |
| | | 253,228 | | | 2.73%, 12/26/2046(1)(3) | | | 253,319 | |
| | | 1,682,061 | | | 3.56%, 04/25/2059(1)(3) | | | 1,700,079 | |
| | | 774,745 | | | LSTAR Securities Investment Trust 1 mo. USD LIBOR + 1.500%, 3.94%, 04/01/2024(1)(2) | | | 774,310 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 20.3% - (continued) | |
| | | | | Whole Loan Collateral CMO - 7.2% - (continued) | |
| | | | | | Mill City Mortgage Loan Trust | |
$ | | | 379,860 | | | 2.50%, 04/25/2057(1)(3) | | $ | 379,511 | |
| | | 1,695,673 | | | 3.25%, 05/25/2062(1)(3) | | | 1,718,995 | |
| | | | | | New Residential Mortgage Loan Trust | |
| | | 978,856 | | | 3.25%, 09/25/2056(1)(3) | | | 996,535 | |
| | | 1,531,105 | | | 3.60%, 04/25/2049(1) | | | 1,553,204 | |
| | | 1,178,580 | | | 3.75%, 03/25/2056(1)(3) | | | 1,204,912 | |
| | | 1,573,676 | | | Spruce Hill Mortgage Loan Trust 3.40%, 04/29/2049(1) | | | 1,588,151 | |
| | | | | | Towd Point Mortgage Trust | |
| | | 1,019,412 | | | 3.00%, 03/25/2054(1)(3) | | | 1,022,298 | |
| | | 2,399,000 | | | 3.75%, 04/25/2055(1)(3) | | | 2,480,201 | |
| | | 1,644,627 | | | Verus Securitization Trust 3.21%, 04/25/2059(1)(3) | | | 1,657,565 | |
| | | | | | | | | | |
| | | | | | | | | 24,070,206 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Asset & Commercial Mortgage Backed Securities (cost $67,031,059) | | $ | 67,948,791 | |
| | | | | | | | | | |
|
U.S. GOVERNMENT AGENCIES - 67.9% | |
| | | | | Mortgage-Backed Agencies - 67.0% | |
| | | | | FHLMC - 29.2% | |
$ | | | 68,450,000 | | | 1.38%, 05/01/2020 | | $ | 68,059,157 | |
| | | 5,234,210 | | | 1.57%, 01/25/2022 | | | 5,194,425 | |
| | | 677,391 | | | 2.50%, 12/15/2026(4) | | | 31,396 | |
| | | 685,453 | | | 2.50%, 03/15/2028(4) | | | 46,563 | |
| | | 496,746 | | | 2.50%, 05/15/2028(4) | | | 36,118 | |
| | | 255,512 | | | 1 mo. USD LIBOR + 0.380%, 2.81%, 04/25/2020(2) | | | 255,313 | |
| | | 857,165 | | | 3.00%, 04/15/2028(4) | | | 68,622 | |
| | | 682,897 | | | 3.00%, 05/15/2032(4) | | | 41,881 | |
| | | 532,225 | | | 3.00%, 03/15/2033(4) | | | 59,309 | |
| | | 3,757,754 | | | 3.00%, 11/01/2036 | | | 3,818,918 | |
| | | 132,705 | | | 3.00%, 09/01/2045 | | | 135,072 | |
| | | 3,412,457 | | | 3.00%, 05/15/2046 | | | 3,481,866 | |
| | | 815,496 | | | 3.00%, 08/15/2047 | | | 841,473 | |
| | | 5,402,983 | | | 3.50%, 11/15/2025 | | | 5,568,043 | |
| | | 745,205 | | | 3.50%, 06/15/2026(4) | | | 37,942 | |
| | | 273,777 | | | 3.50%, 09/15/2026(4) | | | 22,951 | |
| | | 467,901 | | | 3.50%, 03/15/2027(4) | | | 34,958 | |
| | | 1,493,825 | | | 3.50%, 01/15/2028(4) | | | 130,169 | |
| | | 272,587 | | | 4.00%, 07/15/2027(4) | | | 24,490 | |
| | | 788,533 | | | 4.00%, 03/15/2028(4) | | | 62,791 | |
| | | 428,125 | | | 4.00%, 06/15/2028(4) | | | 36,352 | |
| | | 971,651 | | | 4.00%, 07/15/2030(4) | | | 90,856 | |
| | | 1,586,892 | | | 4.50%, 02/15/2027(4) | | | 150,029 | |
| | | 1,892,210 | | | 4.50%, 05/15/2034 | | | 1,999,070 | |
| | | 679,169 | | | 5.00%, 09/15/2033(4) | | | 114,534 | |
| | | 1,525,568 | | | 5.00%, 09/15/2036(4) | | | 301,220 | |
| | | 509,414 | | | 1 mo. USD LIBOR + 2.900%, 5.30%, 07/25/2028(2) | | | 515,429 | |
| | | 3,360 | | | 5.50%, 06/01/2034 | | | 3,671 | |
| | | 28,402 | | | 5.50%, 10/01/2035 | | | 31,544 | |
| | | 47,985 | | | 5.50%, 04/01/2037 | | | 53,243 | |
| | | 670,711 | | | 5.50%, 12/01/2037 | | | 732,309 | |
| | | 231,529 | | | 5.50%, 04/01/2038 | | | 251,699 | |
| | | 13,119 | | | 5.50%, 05/01/2038 | | | 14,370 | |
| | | 1,072,998 | | | 5.50%, 08/01/2038 | | | 1,192,150 | |
| | | 2,198 | | | 5.50%, 12/01/2039 | | | 2,392 | |
| | | 16,376 | | | 6.00%, 10/01/2021 | | | 17,935 | |
| | | 28,104 | | | 6.00%, 10/01/2022 | | | 30,779 | |
| | | 47,677 | | | 6.00%, 01/01/2028 | | | 52,314 | |
| | | 15,957 | | | 6.00%, 04/15/2028 | | | 17,566 | |
| | | 29,280 | | | 6.00%, 05/15/2028(5) | | | 32,316 | |
| | | 37,233 | | | 6.00%, 11/15/2028 | | | 40,963 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford U.S. Government Securities HLS Fund |
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
U.S. GOVERNMENT AGENCIES - 67.9% - (continued) | |
| | | | | Mortgage-Backed Agencies - 67.0% - (continued) | |
| | | | | FHLMC - 29.2% - (continued) | |
$ | | | 67,088 | | | 6.00%, 12/15/2028 | | $ | 74,344 | |
| | | 141,993 | | | 6.00%, 01/15/2029 | | | 156,472 | |
| | | 32,769 | | | 6.00%, 02/15/2029 | | | 36,098 | |
| | | 36,515 | | | 6.00%, 03/15/2029 | | | 40,297 | |
| | | 24,305 | | | 6.00%, 05/15/2029 | | | 26,734 | |
| | | 5,525 | | | 6.00%, 06/15/2029 | | | 6,104 | |
| | | 1,530 | | | 6.00%, 03/15/2031 | | | 1,713 | |
| | | 70,361 | | | 6.00%, 04/15/2031 | | | 77,975 | |
| | | 30,504 | | | 6.00%, 10/15/2031 | | | 34,236 | |
| | | 38,369 | | | 6.00%, 12/01/2031 | | | 43,527 | |
| | | 226,373 | | | 6.00%, 12/15/2031(5) | | | 254,808 | |
| | | 316,407 | | | 6.00%, 12/15/2031 | | | 354,189 | |
| | | 10,980 | | | 6.00%, 05/15/2032 | | | 12,116 | |
| | | 670,806 | | | 6.00%, 06/15/2032 | | | 740,562 | |
| | | 576,290 | | | 6.00%, 09/15/2032 | | | 648,936 | |
| | | 52,737 | | | 6.00%, 10/15/2032 | | | 60,812 | |
| | | 421 | | | 6.00%, 11/01/2032 | | | 478 | |
| | | 40,732 | | | 6.00%, 11/15/2032 | | | 45,994 | |
| | | 14,213 | | | 6.00%, 04/01/2033 | | | 15,568 | |
| | | 14,460 | | | 6.00%, 09/01/2034 | | | 16,397 | |
| | | 4,148 | | | 6.50%, 04/01/2028 | | | 4,604 | |
| | | 215,810 | | | 6.50%, 08/15/2028 | | | 240,251 | |
| | | 494,129 | | | 6.50%, 05/15/2032 | | | 565,870 | |
| | | 77,513 | | | 6.50%, 08/01/2032 | | | 88,648 | |
| | | 187,311 | | | 6.50%, 09/01/2032 | | | 217,142 | |
| | | 8,793 | | | 7.00%, 10/01/2026 | | | 8,789 | |
| | | 2,234 | | | 7.00%, 03/01/2027 | | | 2,389 | |
| | | 1,671 | | | 7.00%, 12/01/2027 | | | 1,674 | |
| | | 764 | | | 7.00%, 02/01/2029 | | | 875 | |
| | | 458 | | | 7.00%, 05/01/2029 | | | 526 | |
| | | 455 | | | 7.00%, 09/01/2029 | | | 470 | |
| | | 424 | | | 7.00%, 02/01/2031 | | | 493 | |
| | | 63,582 | | | 7.00%, 04/01/2032 | | | 73,916 | |
| | | 55,478 | | | 7.00%, 05/01/2032 | | | 56,484 | |
| | | 47,159 | | | 7.00%, 06/01/2032 | | | 55,084 | |
| | | 67,330 | | | 7.00%, 11/01/2032 | | | 76,440 | |
| | | 1,858 | | | 7.50%, 05/01/2024 | | | 1,979 | |
| | | 398 | | | 7.50%, 06/01/2024 | | | 399 | |
| | | 902 | | | 7.50%, 06/01/2025 | | | 965 | |
| | | 3,272 | | | 8.00%, 08/01/2024 | | | 3,300 | |
| | | 3,953 | | | 8.00%, 09/01/2024 | | | 4,041 | |
| | | 59 | | | 8.00%, 10/01/2024 | | | 63 | |
| | | | | | | | | | |
| | | | | | | | | 97,683,960 | |
| | | | | | | | | | |
| | | | | FNMA - 30.5% | |
| | | 1,234,498 | | | 1.77%, 04/25/2055(3)(4) | | | 72,039 | |
| | | 1,584,269 | | | 1.80%, 06/25/2055(3)(4) | | | 86,297 | |
| | | 2,109,462 | | | 1.88%, 08/25/2044(3)(4) | | | 119,033 | |
| | | 1,125,287 | | | 2.00%, 09/25/2039 | | | 1,086,428 | |
| | | 665,923 | | | 2.05%, 11/01/2023 | | | 666,403 | |
| | | 3,293,263 | | | 2.22%, 10/01/2022 | | | 3,301,011 | |
| | | 200,000 | | | 2.45%, 11/01/2022 | | | 200,743 | |
| | | 23,149 | | | 2.50%, 01/01/2043 | | | 23,079 | |
| | | 265,168 | | | 2.54%, 03/01/2023 | | | 268,529 | |
| | | 2,500,000 | | | 2.68%, 05/01/2025 | | | 2,556,934 | |
| | | 82,865 | | | 2.74%, 04/01/2022 | | | 84,401 | |
| | | 85,982 | | | 2.83%, 06/01/2022 | | | 87,568 | |
| | | 1,129,788 | | | 1 mo. USD LIBOR + 0.400%, 2.84%, 10/25/2024(2) | | | 1,123,378 | |
| | | 1,049,153 | | | 1 mo. USD LIBOR + 0.400%, 2.84%, 08/25/2025(2) | | | 1,043,897 | |
| | | 909,660 | | | 1 mo. USD LIBOR + 0.490%, 2.93%, 04/25/2024(2) | | | 909,703 | |
| | | 241,157 | | | 2.94%, 06/01/2022 | | | 246,436 | |
| | | 1,200,934 | | | 3.00%, 02/25/2027(4) | | | 73,286 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
U.S. GOVERNMENT AGENCIES - 67.9% - (continued) | |
| | | | | Mortgage-Backed Agencies - 67.0% - (continued) | |
| | | | | FNMA - 30.5% - (continued) | |
$ | | | 1,287,089 | | | 3.00%, 07/25/2027(4) | | $ | 86,119 | |
| | | 501,527 | | | 3.00%, 09/25/2027(4) | | | 37,135 | |
| | | 57,177 | | | 3.00%, 12/01/2030 | | | 58,449 | |
| | | 1,243,770 | | | 3.00%, 06/25/2043 | | | 1,277,232 | |
| | | 5,775,000 | | | 3.00%, 07/01/2049(6) | | | 5,824,291 | |
| | | 175,229 | | | 3.02%, 04/01/2022 | | | 175,425 | |
| | | 515,000 | | | 3.07%, 06/01/2027 | | | 536,893 | |
| | | 7,262,243 | | | 3.11%, 10/01/2021 | | | 7,408,044 | |
| | | 563,106 | | | 3.25%, 12/01/2021 | | | 577,179 | |
| | | 337,881 | | | 3.26%, 01/01/2022 | | | 348,403 | |
| | | 213,360 | | | 3.50%, 11/01/2020 | | | 215,786 | |
| | | 2,875,294 | | | 3.50%, 04/25/2027(4) | | | 236,647 | |
| | | 524,722 | | | 3.50%, 05/25/2027(4) | | | 45,876 | |
| | | 872,428 | | | 3.50%, 10/25/2027(4) | | | 79,550 | |
| | | 267,365 | | | 3.50%, 08/25/2030(4) | | | 27,670 | |
| | | 591,259 | | | 3.50%, 02/25/2031(4) | | | 44,395 | |
| | | 546,762 | | | 3.50%, 09/25/2035(4) | | | 68,674 | |
| | | 10,071,380 | | | 3.50%, 04/25/2044 | | | 10,558,207 | |
| | | 3,272,033 | | | 3.50%, 03/25/2045 | | | 3,384,009 | |
| | | 503,203 | | | 3.50%, 10/25/2046(4) | | | 99,776 | |
| | | 3,321,287 | | | 3.50%, 01/25/2047 | | | 3,458,779 | |
| | | 2,513,000 | | | 3.50%, 07/01/2049(6) | | | 2,569,248 | |
| | | 2,315,533 | | | 3.50%, 10/25/2056 | | | 2,420,515 | |
| | | 473,320 | | | 3.51%, 11/01/2021 | | | 486,857 | |
| | | 1,035,050 | | | 3.59%, 09/01/2030 | | | 1,120,379 | |
| | | 1,695,986 | | | 3.65%, 11/01/2021 | | | 1,748,975 | |
| | | 82,277 | | | 3.65%, 08/01/2023 | | | 86,929 | |
| | | 987,694 | | | 3.73%, 07/01/2022 | | | 1,022,934 | |
| | | 994,702 | | | 3.75%, 09/01/2023 | | | 1,055,599 | |
| | | 91,441 | | | 3.81%, 11/01/2023 | | | 98,133 | |
| | | 277,390 | | | 3.85%, 01/01/2024 | | | 296,800 | |
| | | 375,578 | | | 3.89%, 10/01/2023 | | | 401,383 | |
| | | 2,700,000 | | | 3.98%, 07/01/2021 | | | 2,795,197 | |
| | | 79,691 | | | 3.99%, 07/01/2021 | | | 82,094 | |
| | | 808,522 | | | 4.00%, 05/25/2027(4) | | | 68,183 | |
| | | 27,200,000 | | | 4.00%, 07/01/2049(6) | | | 28,112,156 | |
| | | 1,164,031 | | | 4.50%, 10/01/2040 | | | 1,250,214 | |
| | | 511,664 | | | 4.50%, 10/01/2041 | | | 549,516 | |
| | | 2,569,405 | | | 4.50%, 02/25/2042(4) | | | 310,388 | |
| | | 1,529,306 | | | 4.50%, 01/01/2043 | | | 1,642,398 | |
| | | 474,819 | | | 4.50%, 09/01/2043 | | | 509,913 | |
| | | 1,490,876 | | | 4.50%, 08/01/2044 | | | 1,601,159 | |
| | | 90,420 | | | 5.00%, 06/01/2025 | | | 93,156 | |
| | | 205,214 | | | 5.47%, 05/25/2042(3)(4) | | | 19,937 | |
| | | 5,988 | | | 5.50%, 08/01/2019 | | | 5,974 | |
| | | 145,276 | | | 6.00%, 10/01/2023 | | | 159,024 | |
| | | 20,609 | | | 6.00%, 10/25/2028 | | | 22,690 | |
| | | 7,807 | | | 6.00%, 11/25/2028 | | | 8,650 | |
| | | 29,998 | | | 6.00%, 04/25/2029 | | | 32,980 | |
| | | 488 | | | 6.00%, 05/01/2029 | | | 547 | |
| | | 24,171 | | | 6.00%, 05/25/2029 | | | 26,649 | |
| | | 21,013 | | | 6.00%, 06/25/2029(5) | | | 23,442 | |
| | | 49,289 | | | 6.00%, 07/25/2029 | | | 54,496 | |
| | | 247,274 | | | 6.00%, 05/25/2031(5) | | | 272,592 | |
| | | 83,560 | | | 6.00%, 09/25/2031 | | | 93,240 | |
| | | 20,757 | | | 6.00%, 11/25/2031 | | | 22,929 | |
| | | 372,512 | | | 6.00%, 12/25/2031 | | | 416,179 | |
| | | 206,496 | | | 6.00%, 01/01/2032 | | | 229,854 | |
| | | 217 | | | 6.00%, 04/01/2032 | | | 237 | |
| | | 282 | | | 6.00%, 05/01/2032 | | | 320 | |
| | | 1,400 | | | 6.00%, 09/25/2032 | | | 1,585 | |
| | | 77,886 | | | 6.00%, 11/01/2032 | | | 85,324 | |
| | | 35,753 | | | 6.00%, 02/01/2033 | | | 40,504 | |
| | | 186,089 | | | 6.00%, 03/01/2033 | | | 210,946 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford U.S. Government Securities HLS Fund |
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
U.S. GOVERNMENT AGENCIES - 67.9% - (continued) | |
| | | | | Mortgage-Backed Agencies - 67.0% - (continued) | |
| | | | | FNMA - 30.5% - (continued) | |
$ | | | 606,213 | | | 6.00%, 05/01/2033 | | $ | 687,297 | |
| | | 4,538 | | | 6.00%, 08/01/2034 | | | 4,967 | |
| | | 158,836 | | | 6.00%, 01/01/2035 | | | 179,068 | |
| | | 1,779,935 | | | 6.00%, 02/01/2037 | | | 2,015,498 | |
| | | 1,453,199 | | | 6.00%, 01/25/2042(4) | | | 234,570 | |
| | | 1,024,475 | | | 6.00%, 09/25/2047(4) | | | 238,754 | |
| | | 17 | | | 6.50%, 04/01/2024 | | | 19 | |
| | | 101 | | | 6.50%, 04/01/2027 | | | 112 | |
| | | 12,211 | | | 6.50%, 04/01/2028 | | | 13,544 | |
| | | 103 | | | 6.50%, 05/01/2028 | | | 114 | |
| | | 6,028 | | | 6.50%, 10/01/2028 | | | 6,745 | |
| | | 107,421 | | | 6.50%, 11/01/2028 | | | 119,669 | |
| | | 53,889 | | | 6.50%, 12/01/2028 | | | 60,899 | |
| | | 259,940 | | | 6.50%, 06/25/2029 | | | 279,185 | |
| | | 165,619 | | | 6.50%, 08/01/2029 | | | 188,461 | |
| | | 785 | | | 6.50%, 11/01/2030 | | | 871 | |
| | | 3,795 | | | 6.50%, 05/01/2031 | | | 4,400 | |
| | | 125,417 | | | 6.50%, 10/25/2031 | | | 142,296 | |
| | | 771,140 | | | 6.50%, 08/01/2032 | | | 891,910 | |
| | | 50,114 | | | 6.50%, 09/01/2032 | | | 55,586 | |
| | | 200 | | | 7.00%, 11/01/2031 | | | 204 | |
| | | 156,038 | | | 7.00%, 02/01/2032 | | | 180,873 | |
| | | 3,284 | | | 7.50%, 06/01/2023 | | | 3,458 | |
| | | 1,398 | | | 8.00%, 10/01/2029 | | | 1,594 | |
| | | 69 | | | 8.00%, 03/01/2030 | | | 70 | |
| | | 4,413 | | | 8.00%, 04/01/2030 | | | 5,260 | |
| | | 13 | | | 8.00%, 06/01/2030 | | | 13 | |
| | | 12,180 | | | 8.00%, 10/01/2030 | | | 14,627 | |
| | | 24,626 | | | 8.00%, 12/01/2030 | | | 28,034 | |
| | | 31 | | | 9.00%, 08/01/2020 | | | 31 | |
| | | 9,804 | | | 9.00%, 09/01/2021 | | | 9,841 | |
| | | | | | | | | | |
| | | | | | | | | 101,915,899 | |
| | | | | | | | | | |
| | | | | GNMA - 7.3% | |
| | | 245,439 | | | 1.75%, 09/20/2043 | | | 240,734 | |
| | | 1,810,455 | | | 2.50%, 12/16/2039 | | | 1,837,227 | |
| | | 594,212 | | | 3.00%, 09/20/2028(4) | | | 46,884 | |
| | | 370,260 | | | 3.00%, 02/16/2043(4) | | | 54,402 | |
| | | 2,662,381 | | | 3.00%, 04/20/2045 | | | 2,734,472 | |
| | | 242,085 | | | 3.50%, 02/16/2027(4) | | | 20,145 | |
| | | 598,968 | | | 3.50%, 03/20/2027(4) | | | 54,260 | |
| | | 558,839 | | | 3.50%, 07/20/2040(4) | | | 49,342 | |
| | | 830,589 | | | 3.50%, 02/20/2041(4) | | | 80,106 | |
| | | 1,452,720 | | | 3.50%, 04/20/2042(4) | | | 133,703 | |
| | | 2,109,360 | | | 3.50%, 10/20/2042(4) | | | 347,736 | |
| | | 167,242 | | | 3.50%, 05/20/2043(4) | | | 23,858 | |
| | | 1,251,452 | | | 3.50%, 07/20/2043(4) | | | 168,307 | |
| | | 3,316,968 | | | 3.50%, 01/20/2048 | | | 3,466,882 | |
| | | 5,560,000 | | | 3.50%, 07/01/2049(6) | | | 5,743,523 | |
| | | 2,600,000 | | | 3.50%, 08/01/2049(6) | | | 2,682,672 | |
| | | 178,664 | | | 4.00%, 12/16/2026(4) | | | 15,848 | |
| | | 2,535,205 | | | 4.00%, 05/20/2029(4) | | | 234,219 | |
| | | 410,693 | | | 4.00%, 03/20/2043(4) | | | 84,327 | |
| | | 200,066 | | | 4.00%, 01/20/2044(4) | | | 40,203 | |
| | | 1,415,318 | | | 4.00%, 03/20/2047(4) | | | 226,248 | |
| | | 2,187,465 | | | 4.00%, 07/20/2047(4) | | | 361,064 | |
| | | 577,416 | | | 4.50%, 04/20/2045(4) | | | 128,147 | |
| | | 622,109 | | | 5.00%, 01/20/2034 | | | 668,990 | |
| | | 1,708,142 | | | 5.00%, 02/16/2040(4) | | | 361,700 | |
| | | 494,200 | | | 5.00%, 05/20/2040(4) | | | 109,793 | |
| | | 1,473,759 | | | 5.00%, 03/16/2044(4) | | | 269,937 | |
| | | 394,480 | | | 5.00%, 01/16/2047(4) | | | 82,712 | |
| | | 797,685 | | | 5.50%, 09/20/2033 | | | 885,828 | |
| | | 1,256,621 | | | 5.50%, 03/20/2039(4) | | | 274,381 | |
| | | 1,252,041 | | | 5.50%, 02/16/2047(4) | | | 265,282 | |
| | | 755,299 | | | 5.50%, 02/20/2047(4) | | | 153,920 | |
| | | 332,864 | | | 6.00%, 01/15/2033 | | | 379,701 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
U.S. GOVERNMENT AGENCIES - 67.9% - (continued) | |
| | | | | Mortgage-Backed Agencies - 67.0% - (continued) | |
| | | | | GNMA - 7.3% - (continued) | |
$ | | | 250,536 | | | 6.00%, 02/15/2033 | | $ | 278,944 | |
| | | 1,347,008 | | | 6.00%, 09/20/2040(4) | | | 302,985 | |
| | | 1,088,211 | | | 6.00%, 02/20/2046(4) | | | 229,185 | |
| | | 28,161 | | | 6.50%, 12/15/2028 | | | 31,970 | |
| | | 23,159 | | | 6.50%, 05/15/2029 | | | 26,362 | |
| | | 20,032 | | | 6.50%, 09/15/2031 | | | 22,008 | |
| | | 183,059 | | | 6.50%, 10/15/2031 | | | 201,110 | |
| | | 186,021 | | | 6.50%, 11/15/2031 | | | 204,432 | |
| | | 162,524 | | | 6.50%, 01/15/2032 | | | 178,549 | |
| | | 10,125 | | | 7.00%, 06/20/2030 | | | 11,161 | |
| | | 10,788 | | | 7.00%, 05/15/2032 | | | 12,625 | |
| | | 42,641 | | | 7.00%, 07/15/2032 | | | 47,653 | |
| | | 76,832 | | | 7.00%, 09/15/2032 | | | 79,873 | |
| | | 454,649 | | | 7.00%, 10/15/2032(7) | | | 519,284 | |
| | | 2,341 | | | 7.50%, 01/15/2023 | | | 2,346 | |
| | | 510 | | | 7.50%, 05/15/2023 | | | 530 | |
| | | 2,333 | | | 7.50%, 06/15/2023 | | | 2,373 | |
| | | 741 | | | 7.50%, 07/15/2023 | | | 743 | |
| | | 4,411 | | | 7.50%, 08/15/2023 | | | 4,473 | |
| | | 4,597 | | | 7.50%, 09/15/2023 | | | 4,606 | |
| | | 3,371 | | | 7.50%, 10/15/2023 | | | 3,551 | |
| | | 8,211 | | | 7.50%, 11/15/2023 | | | 8,514 | |
| | | 1,086 | | | 7.50%, 12/15/2023 | | | 1,088 | |
| | | 1,169 | | | 7.50%, 02/15/2024 | | | 1,168 | |
| | | 125 | | | 7.50%, 05/15/2024 | | | 132 | |
| | | 33,373 | | | 7.50%, 07/15/2027 | | | 36,099 | |
| | | 32,048 | | | 7.50%, 04/20/2030 | | | 37,234 | |
| | | 7,109 | | | 8.50%, 09/15/2024 | | | 7,693 | |
| | | 837 | | | 8.50%, 06/15/2029 | | | 860 | |
| | | 3,398 | | | 8.50%, 10/15/2029 | | | 3,482 | |
| | | 2,096 | | | 8.50%, 01/15/2030 | | | 2,343 | |
| | | 7,615 | | | 8.50%, 02/15/2030 | | | 7,637 | |
| | | 677 | | | 8.50%, 03/15/2030 | | | 697 | |
| | | | | | | | | | |
| | | | | | | | | 24,498,263 | |
| | | | | | | | | | |
| | | | | | | | | 224,098,122 | |
| | | | | | | | | | |
| | | | | Other Direct Federal Obligations - 0.9% | |
| | | | | SLM Student Loan Trust - 0.9% | |
| | | 3,104,322 | | | Nelnet Student Loan Trust 1 mo. USD LIBOR + 0.770%, 3.17%, 09/25/2065(1)(2) | | | 3,080,873 | |
| | | | | | | | | | |
| | | | | | | | | 3,080,873 | |
| | | | | | | | | | |
| | | |
| | | | | | Total U.S. Government Agencies (cost $226,275,930) | | $ | 227,178,995 | |
| | | | | | | | | | |
|
U.S. GOVERNMENT SECURITIES - 24.0% | |
| | | | | Other Direct Federal Obligations - 1.5% | |
$ | | | 4,825,000 | | | FHLB 1.88%, 08/01/2019 | | $ | 4,823,256 | |
| | | | | | | | | | |
| | | | | | | | | 4,823,256 | |
| | | | | | | | | | |
| | | | | U.S. Treasury Securities - 22.5% | |
| | | | | U.S. Treasury Notes - 22.5% | |
| | | 7,108,457 | | | 0.88%, 01/15/2029(8) | | | 7,482,085 | |
| | | 8,907,000 | | | 1.88%, 07/31/2022 | | | 8,947,012 | |
| | | 8,471,000 | | | 2.38%, 05/15/2029 | | | 8,753,918 | |
| | | 21,962,000 | | | 2.75%, 08/31/2023 | | | 22,849,059 | |
| | | 26,188,000 | | | 2.75%, 11/15/2023(7)(9) | | | 27,288,714 | |
| | | | | | | | | | |
| | | | | | | | | 75,320,788 | |
| | | | | | | | | | |
| | | | | | | | | 75,320,788 | |
| | | | | | | | | | |
| | | |
| | | | | | Total U.S. Government Securities (cost $78,701,953) | | $ | 80,144,044 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Long-Term Investments (cost $372,008,942) | | $ | 375,271,830 | |
| | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford U.S. Government Securities HLS Fund |
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
SHORT-TERM INVESTMENTS - 1.1% | |
| | | | | Other Investment Pools & Funds - 1.1% | |
| | | 3,661,496 | | | Fidelity Institutional Government Fund, Institutional Class, 2.27%(10) | | $ | 3,661,496 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Short-Term Investments (cost $3,661,496) | | $ | 3,661,496 | |
| | | | | | | | | | |
| | | | | | | | | | | | | | |
| | | | |
| | | | | | Total Investments (cost $375,670,438) | | | 113.3 | % | | $ | 378,933,326 | |
| | | | | | Other Assets and Liabilities | | | (13.3 | )% | | | (44,334,693 | ) |
| | | | | | | | | | | | | | |
| | | | | | Total Net Assets | | | 100.0 | % | | $ | 334,598,633 | |
| | | | | | | | | | | | | | |
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, 2019, the aggregate value of these securities was $53,486,588, representing 16.0% of net assets. |
(2) | Variable rate securities; the rate reported is the coupon rate in effect at June 30, 2019. |
(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) | These securities pay no principal or interest during their initial accrual period, but accrue additional principal at a specified coupon rate. |
(6) | Represents or includes a TBA transaction. |
(7) | This security, or a portion of this security, has been pledged as collateral in connection with futures contracts. |
(8) | The principal amount for this security is adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount. |
(9) | This security, or a portion of this security, has been pledged as collateral in connection with centrally cleared swap contracts. |
(10) | Current yield as of period end. |
| | | | | | | | | | | | | | | | |
Futures Contracts Outstanding at June 30, 2019 | |
Description | | Number of Contracts | | | Expiration Date | | | Current Notional Amount | | | Value and Unrealized Appreciation/ (Depreciation) | |
Long position contracts: | |
U.S. Treasury5-Year Note Future | | | 553 | | | | 09/30/2019 | | | $ | 65,340,406 | | | $ | 809,576 | |
U.S. Treasury10-Year Note Future | | | 377 | | | | 09/19/2019 | | | | 48,244,219 | | | | 528,754 | |
U.S. Treasury10-Year Ultra Future | | | 14 | | | | 09/19/2019 | | | | 1,933,750 | | | | 51,301 | |
| | | | | | | | | | | | | | | | |
Total | | | | | | | | | | | | | | $ | 1,389,631 | |
| | | | | | | | | | | | | | | | |
Short position contracts: | |
U.S. Treasury2-Year Note Future | | | 6 | | | | 09/30/2019 | | | $ | 1,291,078 | | | $ | (4,324 | ) |
U.S. Treasury Long Bond Future | | | 2 | | | | 09/19/2019 | | | | 311,188 | | | | (8,449 | ) |
| | | | | | | | | | | | | | | | |
Total | | | | | | | | | | | | | | $ | (12,773 | ) |
| | | | | | | | | | | | | | | | |
Total futures contracts | | | | | | | | | | | | | | $ | 1,376,858 | |
| | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | |
TBA Sale Commitments Outstanding at June 30, 2019 | |
Description | | Principal Amount | | | Maturity Date | | | Market Value† | | | Unrealized Appreciation/ (Depreciation) | |
FNMA, 3.50% | | $ | 6,475,000 | | | | 07/01/2049 | | | $ | (6,619,928 | ) | | $ | (23,270 | ) |
FNMA, 4.50% | | | 2,300,000 | | | | 07/01/2049 | | | | (2,403,388 | ) | | | (247 | ) |
GNMA, 3.00% | | | 5,950,000 | | | | 07/01/2049 | | | | (6,080,389 | ) | | | (35,454 | ) |
| | | | | | | | | | | | | | | | |
Total (proceeds receivable $15,044,734) | | | | | | | | | | $ | (15,103,705 | ) | | $ | (58,971 | ) |
| | | | | | | | | | | | | | | | |
At June 30, 2019, the aggregate market value of TBA Sale Commitments represents (4.5)% of total net assets.
The accompanying notes are an integral part of these financial statements.
|
Hartford U.S. Government Securities HLS Fund |
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Interest Rate Swap Contracts Outstanding at June 30, 2019 | |
Payments made by Fund | | Payments received by Fund | | Notional Amount | | | Expiration Date | | | Periodic Payment Frequency | | Upfront Premiums Paid | | | Upfront Premiums Received | | | Value† | | | Unrealized Appreciation/ (Depreciation) | |
3 Mo. USD LIBOR | | 2.95% Fixed | | USD | | | 6,201,000 | | | | 06/18/23 | | | Semi-Annual | | $ | — | | | $ | — | | | $ | (291,228 | ) | | $ | (291,228 | ) |
3 Mo. USD LIBOR | | 3.00% Fixed | | USD | | | 4,916,000 | | | | 04/30/25 | | | Semi-Annual | | | — | | | | (41 | ) | | | (335,990 | ) | | | (335,949 | ) |
3 Mo. USD LIBOR | | 2.79% Fixed | | USD | | | 15,286,000 | | | | 09/30/25 | | | Semi-Annual | | | — | | | | — | | | | (907,701 | ) | | | (907,701 | ) |
3 Mo. USD LIBOR | | 2.25% Fixed | | USD | | | 4,492,000 | | | | 03/21/28 | | | Semi-Annual | | | 43,256 | | | | — | | | | (133,693 | ) | | | (176,949 | ) |
3 Mo. USD LIBOR | | 2.83% Fixed | | USD | | | 2,082,000 | | | | 12/21/28 | | | Semi-Annual | | | — | | | | — | | | | (164,183 | ) | | | (164,183 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | | | | | | | | | | | | | | | $ | 43,256 | | | $ | (41 | ) | | $ | (1,832,795 | ) | | $ | (1,876,010 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2019 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Asset & Commercial Mortgage Backed Securities | | $ | 67,948,791 | | | $ | — | | | $ | 67,948,791 | | | $ | — | |
U.S. Government Agencies | | | 227,178,995 | | | | — | | | | 227,178,995 | | | | — | |
U.S. Government Securities | | | 80,144,044 | | | | — | | | | 80,144,044 | | | | — | |
Short-Term Investments | | | 3,661,496 | | | | 3,661,496 | | | | — | | | | — | |
Futures Contracts(2) | | | 1,389,631 | | | | 1,389,631 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 380,322,957 | | | $ | 5,051,127 | | | $ | 375,271,830 | | | $ | — | |
| | | | | | | | | | | | | | | | |
Liabilities | |
Futures Contracts(2) | | $ | (12,773 | ) | | $ | (12,773 | ) | | $ | — | | | $ | — | |
Swaps - Interest Rate(2) | | | (1,876,010 | ) | | | — | | | | (1,876,010 | ) | | | — | |
TBA Sale Commitments | | | (15,103,705 | ) | | | — | | | | (15,103,705 | ) | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | (16,992,488 | ) | | $ | (12,773 | ) | | $ | (16,979,715 | ) | | $ | — | |
| | | | | | | | | | | | | | | | |
(1) | For thesix-month period ended June 30, 2019, there were no transfers in and out of Level 3. |
(2) | Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments. |
The accompanying notes are an integral part of these financial statements.
Schedule of Investments
June 30, 2019 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 98.8% | |
| | | Banks - 13.4% | |
| 484,550 | | | Bank of America Corp. | | $ | 14,051,950 | |
| 149,475 | | | Citigroup, Inc. | | | 10,467,734 | |
| 170,442 | | | JP Morgan Chase & Co. | | | 19,055,416 | |
| 32,860 | | | M&T Bank Corp. | | | 5,588,500 | |
| 69,140 | | | PNC Financial Services Group, Inc. | | | 9,491,539 | |
| | | | | | | | |
| | | | | | | 58,655,139 | |
| | | | | | | | |
| | | Capital Goods - 8.6% | |
| 34,160 | | | Caterpillar, Inc. | | | 4,655,666 | |
| 103,280 | | | Fortune Brands Home & Security, Inc. | | | 5,900,387 | |
| 39,235 | | | Ingersoll-Rand plc | | | 4,969,898 | |
| 25,940 | | | L3Harris Technologies, Inc. | | | 4,906,032 | |
| 16,980 | | | Lockheed Martin Corp. | | | 6,172,909 | |
| 176,190 | | | nVent Electric plc | | | 4,367,750 | |
| 51,410 | | | United Technologies Corp. | | | 6,693,582 | |
| | | | | | | | |
| | | | | | | 37,666,224 | |
| | | | | | | | |
| | | Consumer Durables & Apparel - 1.4% | |
| 70,340 | | | Skechers USA, Inc. Class A* | | | 2,215,006 | |
| 127,660 | | | Tapestry, Inc. | | | 4,050,652 | |
| | | | | | | | |
| | | | | | | 6,265,658 | |
| | | | | | | | |
| | | Consumer Services - 1.0% | |
| 46,663 | | | Hilton Worldwide Holdings, Inc. | | | 4,560,842 | |
| | | | | | | | |
| | | Diversified Financials - 3.3% | |
| 12,595 | | | BlackRock, Inc. | | | 5,910,833 | |
| 219,400 | | | Invesco Ltd. | | | 4,488,924 | |
| 81,540 | | | TD Ameritrade Holding Corp. | | | 4,070,477 | |
| | | | | | | | |
| | | | | | | 14,470,234 | |
| | | | | | | | |
| | | Energy - 8.4% | |
| 44,910 | | | Concho Resources, Inc. | | | 4,633,814 | |
| 67,130 | | | EOG Resources, Inc. | | | 6,253,831 | |
| 208,105 | | | Exxon Mobil Corp. | | | 15,947,086 | |
| 200,350 | | | Noble Energy, Inc. | | | 4,487,840 | |
| 34,800 | | | Pioneer Natural Resources Co. | | | 5,354,328 | |
| | | | | | | | |
| | | | | | | 36,676,899 | |
| | | | | | | | |
| | | Food & Staples Retailing - 1.0% | |
| 121,730 | | | US Foods Holding Corp.* | | | 4,353,065 | |
| | | | | | | | |
| | | Food, Beverage & Tobacco - 3.2% | |
| 104,530 | | | Mondelez International, Inc. Class A | | | 5,634,167 | |
| 104,240 | | | Philip Morris International, Inc. | | | 8,185,967 | |
| | | | | | | | |
| | | | | | | 13,820,134 | |
| | | | | | | | |
| | | Health Care Equipment & Services - 7.7% | |
| 31,050 | | | Anthem, Inc. | | | 8,762,620 | |
| 123,652 | | | Koninklijke Philips N.V. | | | 5,375,885 | |
| 100,236 | | | Medtronic plc | | | 9,761,984 | |
| 25,015 | | | UnitedHealth Group, Inc. | | | 6,103,910 | |
| 33,470 | | | Zimmer Biomet Holdings, Inc. | | | 3,940,758 | |
| | | | | | | | |
| | | | | | | 33,945,157 | |
| | | | | | | | |
| | | Household & Personal Products - 1.1% | |
| 78,100 | | | Unilever N.V. | | | 4,742,232 | |
| | | | | | | | |
| | | Insurance - 6.3% | |
| 103,155 | | | American International Group, Inc. | | | 5,496,099 | |
| 45,690 | | | Assurant, Inc. | | | 4,860,502 | |
| 49,530 | | | Chubb Ltd. | | | 7,295,274 | |
| 58,700 | | | Intact Financial Corp. | | | 5,424,668 | |
| 89,890 | | | MetLife, Inc. | | | 4,464,836 | |
| | | | | | | | |
| | | | | | | 27,541,379 | |
| | | | | | | | |
| | | Materials - 4.6% | |
| 51,010 | | | Celanese Corp. | | | 5,498,878 | |
| 111,573 | | | Dow, Inc.* | | | 5,501,665 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 98.8% - (continued) | |
| | | Materials - 4.6% - (continued) | |
| 62,690 | | | FMC Corp. | | $ | 5,200,135 | |
| 89,680 | | | Sealed Air Corp. | | | 3,836,510 | |
| | | | | | | | |
| | | | | | | 20,037,188 | |
| | | | | | | | |
| | | Media & Entertainment - 2.5% | |
| 261,070 | | | Comcast Corp. Class A | | | 11,038,040 | |
| | | | | | | | |
| | | Pharmaceuticals, Biotechnology & Life Sciences - 10.7% | |
| 35,370 | | | Allergan plc | | | 5,921,999 | |
| 144,830 | | | AstraZeneca plc ADR | | | 5,978,582 | |
| 43,870 | | | Eli Lilly & Co. | | | 4,860,357 | |
| 129,130 | | | Merck & Co., Inc. | | | 10,827,551 | |
| 302,190 | | | Pfizer, Inc. | | | 13,090,871 | |
| 22,898 | | | Roche Holding AG | | | 6,438,635 | |
| | | | | | | | |
| | | | | | | 47,117,995 | |
| | | | | | | | |
| | | Real Estate - 3.3% | |
| 149,660 | | | Brixmor Property Group, Inc. REIT | | | 2,675,921 | |
| 57,520 | | | Crown Castle International Corp. REIT | | | 7,497,732 | |
| 112,570 | | | Gaming and Leisure Properties, Inc. REIT | | | 4,387,978 | |
| | | | | | | | |
| | | | | | | 14,561,631 | |
| | | | | | | | |
| | | Retailing - 2.1% | |
| 2,470 | | | Booking Holdings, Inc.* | | | 4,630,534 | |
| 22,950 | | | Home Depot, Inc. | | | 4,772,911 | |
| | | | | | | | |
| | | | | | | 9,403,445 | |
| | | | | | | | |
| | | Semiconductors & Semiconductor Equipment - 6.7% | |
| 48,370 | | | Analog Devices, Inc. | | | 5,459,522 | |
| 239,300 | | | Intel Corp. | | | 11,455,291 | |
| 37,250 | | | KLA-Tencor Corp. | | | 4,402,950 | |
| 69,735 | | | Maxim Integrated Products, Inc. | | | 4,171,547 | |
| 104,010 | | | Micron Technology, Inc.* | | | 4,013,746 | |
| | | | | | | | |
| | | | | | | 29,503,056 | |
| | | | | | | | |
| | | Technology Hardware & Equipment - 4.7% | |
| 239,300 | | | Cisco Systems, Inc. | | | 13,096,889 | |
| 64,300 | | | NetApp, Inc. | | | 3,967,310 | |
| 736,430 | | | Nokia Oyj ADR(1) | | | 3,689,514 | |
| | | | | | | | |
| | | | | | | 20,753,713 | |
| | | | | | | | |
| | | Telecommunication Services - 2.7% | |
| 207,410 | | | Verizon Communications, Inc. | | | 11,849,333 | |
| | | | | | | | |
| | | Transportation - 1.1% | |
| 27,460 | | | Union Pacific Corp. | | | 4,643,761 | |
| | | | | | | | |
| | | Utilities - 5.0% | |
| 85,370 | | | Dominion Energy, Inc. | | | 6,600,808 | |
| 41,850 | | | Entergy Corp. | | | 4,307,621 | |
| 83,775 | | | Eversource Energy | | | 6,346,794 | |
| 34,820 | | | Sempra Energy | | | 4,785,661 | |
| | | | | | | | |
| | | | | | | 22,040,884 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks (cost $345,394,122) | | $ | 433,646,009 | |
| | | | | | | | |
|
SHORT-TERM INVESTMENTS - 2.1% | |
| | | Other Investment Pools & Funds - 1.2% | |
| 5,169,204 | | | BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 2.35%(2) | | $ | 5,169,204 | |
| | | | | | | | |
| | | Securities Lending Collateral - 0.9% | |
| 195,277 | | | Citibank NA DDCA, 2.36%, 7/1/2019(2) | | | 195,277 | |
| 1,772,612 | | | Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.28%(2) | | | 1,772,612 | |
| 247,053 | | | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.28%(2) | | | 247,053 | |
The accompanying notes are an integral part of these financial statements.
Schedule of Investments – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
SHORT-TERM INVESTMENTS - 2.1% - (continued) | |
| | | Securities Lending Collateral - 0.9% - (continued) | |
| 751,168 | | | Invesco Government & Agency Portfolio, Institutional Class, 2.25%(2) | | $ | 751,168 | |
| 875,556 | | | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.29%(2) | | | 875,556 | |
| 63,878 | | | Western Asset Institutional Government Reserves Fund, Institutional Class, 2.21%(2) | | | 63,878 | |
| | | | | | | | |
| | | | | | | 3,905,544 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments (cost $9,074,748) | | $ | 9,074,748 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | |
| | | | Total Investments (cost $354,468,870) | | | 100.9 | % | | $ | 442,720,757 | |
| | | | Other Assets and Liabilities | | | (0.9 | )% | | | (3,785,723 | ) |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 438,935,034 | |
| | | | | | | | | | | | |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
| Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. |
| Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. |
| For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
| See “Glossary” for abbreviation descriptions. |
(1) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(2) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2019 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Banks | | $ | 58,655,139 | | | $ | 58,655,139 | | | $ | — | | | $ | — | |
Capital Goods | | | 37,666,224 | | | | 37,666,224 | | | | — | | | | — | |
Consumer Durables & Apparel | | | 6,265,658 | | | | 6,265,658 | | | | — | | | | — | |
Consumer Services | | | 4,560,842 | | | | 4,560,842 | | | | — | | | | — | |
Diversified Financials | | | 14,470,234 | | | | 14,470,234 | | | | — | | | | — | |
Energy | | | 36,676,899 | | | | 36,676,899 | | | | — | | | | — | |
Food & Staples Retailing | | | 4,353,065 | | | | 4,353,065 | | | | — | | | | — | |
Food, Beverage & Tobacco | | | 13,820,134 | | | | 13,820,134 | | | | — | | | | — | |
Health Care Equipment & Services | | | 33,945,157 | | | | 28,569,272 | | | | 5,375,885 | | | | — | |
Household & Personal Products | | | 4,742,232 | | | | 4,742,232 | | | | — | | | | — | |
Insurance | | | 27,541,379 | | | | 27,541,379 | | | | — | | | | — | |
Materials | | | 20,037,188 | | | | 20,037,188 | | | | — | | | | — | |
Media & Entertainment | | | 11,038,040 | | | | 11,038,040 | | | | — | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 47,117,995 | | | | 40,679,360 | | | | 6,438,635 | | | | — | |
Real Estate | | | 14,561,631 | | | | 14,561,631 | | | | — | | | | — | |
Retailing | | | 9,403,445 | | | | 9,403,445 | | | | — | | | | — | |
Semiconductors & Semiconductor Equipment | | | 29,503,056 | | | | 29,503,056 | | | | — | | | | — | |
Technology Hardware & Equipment | | | 20,753,713 | | | | 20,753,713 | | | | — | | | | — | |
Telecommunication Services | | | 11,849,333 | | | | 11,849,333 | | | | — | | | | — | |
Transportation | | | 4,643,761 | | | | 4,643,761 | | | | — | | | | — | |
Utilities | | | 22,040,884 | | | | 22,040,884 | | | | — | | | | — | |
Short-Term Investments | | | 9,074,748 | | | | 9,074,748 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 442,720,757 | | | $ | 430,906,237 | | | $ | 11,814,520 | | | $ | — | |
| | | | | | | | | | | | | | | | |
(1) | For thesix-month period ended June 30, 2019, 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)
| | |
Counterparty Abbreviations: |
BCLY | | Barclays |
BMO | | Bank of Montreal |
BNP | | BNP Paribas Securities Services |
BOA | | Banc of America Securities LLC |
CIBC | | Canadian Imperial Bank of Commerce |
CITI | | Citigroup Global Markets, Inc. |
CSI | | Credit Suisse International |
DEUT | | Deutsche Bank Securities, Inc. |
GSC | | Goldman Sachs & Co. |
JPM | | JP Morgan Chase & Co. |
MSC | | Morgan Stanley |
|
Currency Abbreviations: |
ARS | | Argentine Peso |
EGP | | Egyptian Pound |
EUR | | Euro |
JPY | | Japanese Yen |
USD | | United States Dollar |
|
Index Abbreviations: |
ABX.HE | | Markit Asset Backed Security Home Equity |
ABX.HE.PEN | | Markit Asset Backed Security Home Equity Penultimate |
CDX.EM | | Credit Derivatives Emerging Markets |
CDX.NA.HY | | Credit Derivatives North American High Yield |
CDX.NA.IG | | Credit Derivatives North American Investment Grade |
CMBX.NA | | Markit Commercial Mortgage Backed North American |
CMT | | Constant Maturity Treasury Index |
ICE | | Intercontinental Exchange, Inc. |
MSCI | | Morgan Stanley Capital International |
MTA | | Monthly Treasury Average Index |
S&P | | Standard & Poors |
|
Other Abbreviations: |
ADR | | American Depositary Receipt |
CLO | | Collateralized Loan Obligation |
CMO | | Collateralized Mortgage Obligation |
DDCA | | Dollars on Deposit in Custody Account |
EM | | Emerging Markets |
ETF | | Exchange-Traded Fund |
EURIBOR | | Euro Interbank Offered Rate |
FHLB | | Federal Home Loan Bank |
FHLMC | | Federal Home Loan Mortgage Corp. |
FNMA | | Federal National Mortgage Association |
GNMA | | Government National Mortgage Association |
LIBOR | | London Interbank Offered Rate |
MSCI | | Morgan Stanley Capital International |
OTC | | Over-the-Counter |
PIK | | Payment-in-kind |
PT | | Perseroan Terbatas |
REIT | | Real Estate Investment Trust |
SOFR | | Secured Overnight Financing Rate |
TBA | | To Be Announced |
USTMMR | | U.S. Treasury Money Market Rate |
|
Municipal Abbreviations: |
Auth | | Authority |
Dev | | Development |
GO | | General Obligation |
PA | | Port Authority |
Rev | | Revenue |
Statements of Assets and Liabilities
June 30, 2019 (Unaudited)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Hartford Balanced HLS Fund | | | Hartford Capital Appreciation HLS Fund | | | Hartford Disciplined Equity HLS Fund | | | Hartford Dividend and Growth HLS Fund | | | Hartford Global Growth HLS Fund | | | Hartford Growth Opportunities HLS Fund | | | Hartford Healthcare HLS Fund | |
Assets: | | | | | | | | | | | | | | | | | |
Investments in securities, at market value(1) | | $ | 2,059,996,348 | | | $ | 4,448,008,382 | | | $ | 631,535,229 | | | $ | 3,208,790,251 | | | $ | 515,124,004 | | | $ | 1,650,415,957 | | | $ | 236,052,617 | |
Cash | | | — | | | | 350,515 | | | | — | | | | 30,334 | | | | — | | | | — | | | | 480 | |
Foreign currency | | | 86,253 | | | | 319,402 | | | | — | | | | — | | | | 168,687 | | | | — | | | | 20,054 | |
Unrealized appreciation on foreign currency contracts | | | — | | | | — | | | | — | | | | — | | | | — | | | | — | | | | — | |
Receivables: | | | | | | | | | | | | | | | | | |
Investment securities sold | | | 6,375,910 | | | | 7,289,668 | | | | 1,895,162 | | | | 12,454,538 | | | | 187,404 | | | | 5,469,511 | | | | — | |
Fund shares sold | | | 95,619 | | | | 25,625 | | | | 3,496 | | | | 979,069 | | | | 267,408 | | | | 561,552 | | | | 5,501 | |
Dividends and interest | | | 6,677,696 | | | | 4,795,587 | | | | 506,675 | | | | 2,918,878 | | | | 234,735 | | | | 257,157 | | | | 85,000 | |
Securities lending income | | | 5,520 | | | | 20,872 | | | | 178 | | | | 29 | | | | 277 | | | | 201 | | | | 2,296 | |
Variation margin on futures contracts | | | — | | | | 2,184,741 | | | | — | | | | — | | | | — | | | | — | | | | — | |
Tax reclaims | | | 937,560 | | | | 787,361 | | | | — | | | | 791,960 | | | | 547,749 | | | | 139,064 | | | | 25,362 | |
Other assets | | | 5,526 | | | | 4,211 | | | | 11,106 | | | | 7,651 | | | | 11,414 | | | | 16,916 | | | | 9,321 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total assets | | | 2,074,180,432 | | | | 4,463,786,364 | | | | 633,951,846 | | | | 3,225,972,710 | | | | 516,541,678 | | | | 1,656,860,358 | | | | 236,200,631 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Liabilities: | | | | | | | | | | | | | | | | | |
Unrealized depreciation on foreign currency contracts | | | — | | | | 68,612 | | | | — | | | | — | | | | — | | | | — | | | | — | |
Obligation to return securities lending collateral | | | 2,717,933 | | | | 193,052 | | | | — | | | | — | | | | — | | | | — | | | | 4,384,507 | |
Payables: | | | | | | | | | | | | | | | | | |
Investment securities purchased | | | 5,761,398 | | | | 13,399,268 | | | | 315,597 | | | | 9,036,361 | | | | 172,652 | | | | 486,400 | | | | 377,303 | |
Fund shares redeemed | | | 2,266,099 | | | | 18,485,193 | | | | 241,334 | | | | 7,501,894 | | | | 300,355 | | | | 799,208 | | | | 2,595,621 | |
Investment management fees | | | 996,911 | | | | 2,316,628 | | | | 376,970 | | | | 1,696,601 | | | | 311,256 | | | | 813,241 | | | | 157,186 | |
Transfer agent fees | | | 530 | | | | 691 | | | | 452 | | | | 476 | | | | 441 | | | | 645 | | | | 478 | |
Accounting services fees | | | 30,156 | | | | 61,962 | | | | 7,179 | | | | 36,454 | | | | 5,818 | | | | 24,151 | | | | 2,589 | |
Board of Directors’ fees | | | 13,281 | | | | 28,567 | | | | 3,950 | | | | 20,172 | | | | 3,085 | | | | 8,882 | | | | 2,122 | |
Variation margin on futures contracts | | | 1,677 | | | | — | | | | — | | | | — | | | | — | | | | — | | | | — | |
Foreign taxes | | | — | | | | 46,754 | | | | — | | | | — | | | | — | | | | — | | | | — | |
Distribution fees | | | 8,241 | | | | 17,420 | | | | 2,612 | | | | 13,005 | | | | 2,776 | | | | 7,158 | | | | 1,346 | |
Accrued expenses | | | 179,941 | | | | 383,481 | | | | 87,088 | | | | 229,787 | | | | 97,681 | | | | 190,375 | | | | 35,915 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total liabilities | | | 11,976,167 | | | | 35,001,628 | | | | 1,035,182 | | | | 18,534,750 | | | | 894,064 | | | | 2,330,060 | | | | 7,557,067 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | $ | 2,062,204,265 | | | $ | 4,428,784,736 | | | $ | 632,916,664 | | | $ | 3,207,437,960 | | | $ | 515,647,614 | | | $ | 1,654,530,298 | | | $ | 228,643,564 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Summary of Net Assets: | | | | | | | | | | | | | | | | | |
Capital stock andpaid-in-capital | | $ | 1,449,681,086 | | | $ | 3,364,450,577 | | | $ | 350,385,166 | | | $ | 1,814,896,928 | | | $ | 291,161,306 | | | $ | 989,057,194 | | | $ | 136,669,687 | |
Distributable earnings | | | 612,523,179 | | | | 1,064,334,159 | | | | 282,531,498 | | | | 1,392,541,032 | | | | 224,486,308 | | | | 665,473,104 | | | | 91,973,877 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | $ | 2,062,204,265 | | | $ | 4,428,784,736 | | | $ | 632,916,664 | | | $ | 3,207,437,960 | | | $ | 515,647,614 | | | $ | 1,654,530,298 | | | $ | 228,643,564 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares authorized | | | 9,700,000,000 | | | | 5,450,000,000 | | | | 3,500,000,000 | | | | 4,200,000,000 | | | | 3,600,000,000 | | | | 900,000,000 | | | | 800,000,000 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Par value | | $ | 0.0010 | | | $ | 0.0010 | | | $ | 0.0010 | | | $ | 0.0010 | | | $ | 0.0010 | | | $ | 0.0010 | | | $ | 0.0010 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class IA: Net asset value per share | | $ | 31.17 | | | $ | 48.46 | | | $ | 16.29 | | | $ | 23.01 | | | $ | 30.12 | | | $ | 43.44 | | | $ | 23.89 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares outstanding | | | 58,389,396 | | | | 80,843,425 | | | | 34,132,817 | | | | 122,859,203 | | | | 14,409,312 | | | | 33,236,021 | | | | 7,906,458 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net Assets | | $ | 1,820,182,754 | | | $ | 3,917,641,327 | | | $ | 556,098,428 | | | $ | 2,826,576,074 | | | $ | 434,000,358 | | | $ | 1,443,648,056 | | | $ | 188,888,175 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class IB: Net asset value per share | | $ | 31.64 | | | $ | 47.66 | | | $ | 16.09 | | | $ | 22.87 | | | $ | 29.77 | | | $ | 41.33 | | | $ | 22.57 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares outstanding | | | 7,650,138 | | | | 10,023,435 | | | | 4,774,143 | | | | 16,652,605 | | | | 2,742,653 | | | | 3,896,796 | | | | 1,761,234 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net Assets | | $ | 242,021,511 | | | $ | 477,713,290 | | | $ | 76,818,236 | | | $ | 380,861,886 | | | $ | 81,647,256 | | | $ | 161,039,139 | | | $ | 39,755,389 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class IC: Net asset value per share | | $ | — | | | $ | 47.92 | | | $ | — | | | $ | — | | | $ | — | | | $ | 42.19 | | | $ | — | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares outstanding | | | — | | | | 697,632 | | | | — | | | | — | | | | — | | | | 1,181,531 | | | | — | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net Assets | | $ | — | | | $ | 33,430,119 | | | $ | — | | | $ | — | | | $ | — | | | $ | 49,843,103 | | | $ | — | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Cost of investments | | $ | 1,688,626,789 | | | $ | 3,931,518,086 | | | $ | 450,323,221 | | | $ | 2,319,239,519 | | | $ | 385,023,670 | | | $ | 1,366,016,787 | | | $ | 204,194,584 | |
Cost of foreign currency | | $ | 86,210 | | | $ | 319,325 | | | $ | — | | | $ | — | | | $ | 168,671 | | | $ | — | | | $ | 20,063 | |
| | | | | | | |
(1) Includes Investment in securities on loan, at market value | | $ | 2,648,283 | | | $ | 30,681,843 | | | $ | — | | | $ | — | | | $ | — | | | $ | 2,448,575 | | | $ | 5,718,464 | |
The accompanying notes are an integral part of these financial statements.
Statements of Assets and Liabilities – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | | | | | | | | | | | | | | | | | |
| | Hartford High Yield HLS Fund | | | Hartford International Opportunities HLS Fund | | | Hartford MidCap HLS Fund | | | Hartford MidCap Growth HLS Fund | | | Hartford MidCap Value HLS Fund | | | Hartford Small Cap Growth HLS Fund | |
Assets: | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in securities, at market value(1) | | $ | 256,880,175 | | | $ | 1,236,688,411 | | | $ | 2,185,558,988 | | | $ | 95,714,688 | | | $ | 311,222,315 | | | $ | 1,367,863,621 | |
Cash | | | — | | | | — | | | | — | | | | — | | | | 9,035 | | | | — | |
Foreign currency | | | — | | | | 1,034,734 | | | | — | | | | — | | | | — | | | | — | |
Unrealized appreciation on OTC swap contracts | | | — | | | | — | | | | — | | | | — | | | | — | | | | — | |
Unrealized appreciation on foreign currency contracts | | | 11,380 | | | | — | | | | — | | | | — | | | | — | | | | — | |
Receivables: | | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities sold | | | 243,220 | | | | 10,660,696 | | | | 10,942,288 | | | | 226,766 | | | | 1,519,542 | | | | 6,163,252 | |
Fund shares sold | | | 27,887 | | | | 302,177 | | | | 1,709,066 | | | | 94,159 | | | | 17,643 | | | | 410,899 | |
Dividends and interest | | | 4,109,967 | | | | 1,184,301 | | | | 1,087,371 | | | | 29,824 | | | | 361,599 | | | | 618,859 | |
Securities lending income | | | — | | | | 58,088 | | | | 5,049 | | | | 4 | | | | 813 | | | | 9,174 | |
Variation margin on futures contracts | | | — | | | | — | | | | — | | | | — | | | | — | | | | — | |
Variation margin on centrally cleared swap contracts | | | — | | | | — | | | | — | | | | — | | | | — | | | | — | |
Tax reclaims | | | — | | | | 2,722,966 | | | | — | | | | — | | | | — | | | | — | |
OTC swap contracts premiums paid | | | — | | | | — | | | | — | | | | — | | | | — | | | | — | |
Other assets | | | 11,869 | | | | 10,869 | | | | 9,106 | | | | 19,451 | | | | 11,964 | | | | 12,845 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Total assets | | | 261,284,498 | | | | 1,252,662,242 | | | | 2,199,311,868 | | | | 96,084,892 | | | | 313,142,911 | | | | 1,375,078,650 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | |
Unrealized depreciation on foreign currency contracts | | | — | | | | — | | | | — | | | | — | | | | — | | | | — | |
Bank overdraft | | | — | | | | — | | | | — | | | | — | | | | — | | | | — | |
Obligation to return securities lending collateral | | | — | | | | 53,700 | | | | 12,096,494 | | | | — | | | | 4,480,145 | | | | 46,834,797 | |
Unrealized depreciation on OTC swap contracts | | | — | | | | — | | | | — | | | | — | | | | — | | | | — | |
Cash collateral due to broker on swap contracts | | | — | | | | — | | | | — | | | | — | | | | — | | | | — | |
TBA sale commitments, at market value | | | — | | | | — | | | | — | | | | — | | | | — | | | | — | |
Payables: | | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities purchased | | | 4,729,772 | | | | 13,309,757 | | | | 2,679,875 | | | | 329,318 | | | | 1,656,136 | | | | 13,716,603 | |
Fund shares redeemed | | | 55,185 | | | | 5,324,966 | | | | 5,364,655 | | | | 31,828 | | | | 76,355 | | | | 1,021,584 | |
Investment management fees | | | 146,369 | | | | 693,058 | | | | 1,167,599 | | | | 61,390 | | | | 187,900 | | | | 635,635 | |
Transfer agent fees | | | 417 | | | | 700 | | | | 709 | | | | 396 | | | | 410 | | | | 679 | |
Accounting services fees | | | 2,927 | | | | 13,914 | | | | 24,543 | | | | 1,074 | | | | 3,461 | | | | 18,822 | |
Board of Directors’ fees | | | 1,665 | | | | 8,891 | | | | 13,649 | | | | 555 | | | | 2,157 | | | | 8,075 | |
Variation margin on centrally cleared swap contracts | | | — | | | | — | | | | — | | | | — | | | | — | | | | — | |
Variation margin on futures contracts | | | — | | | | — | | | | — | | | | — | | | | — | | | | — | |
Foreign taxes | | | — | | | | — | | | | — | | | | — | | | | — | | | | — | |
Distribution fees | | | 2,050 | | | | 4,601 | | | | 1,880 | | | | 487 | | | | 2,390 | | | | 12,276 | |
Written options | | | — | | | | — | | | | — | | | | — | | | | — | | | | — | |
Accrued expenses | | | 67,920 | | | | 198,463 | | | | 84,900 | | | | 27,743 | | | | 60,786 | | | | 73,767 | |
OTC swap contracts premiums received | | | — | | | | — | | | | — | | | | — | | | | — | | | | — | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Total liabilities | | | 5,006,305 | | | | 19,608,050 | | | | 21,434,304 | | | | 452,791 | | | | 6,469,740 | | | | 62,322,238 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | $ | 256,278,193 | | | $ | 1,233,054,192 | | | $ | 2,177,877,564 | | | $ | 95,632,101 | | | $ | 306,673,171 | | | $ | 1,312,756,412 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Summary of Net Assets: | | | | | | | | | | | | | | | | | | | | | | | | |
Capital stock andpaid-in-capital | | $ | 253,314,096 | | | $ | 1,086,176,872 | | | $ | 1,272,515,862 | | | $ | 64,833,508 | | | $ | 224,656,705 | | | $ | 908,899,436 | |
Distributable earnings | | | 2,964,097 | | | | 146,877,320 | | | | 905,361,702 | | | | 30,798,593 | | | | 82,016,466 | | | | 403,856,976 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | $ | 256,278,193 | | | $ | 1,233,054,192 | | | $ | 2,177,877,564 | | | $ | 95,632,101 | | | $ | 306,673,171 | | | $ | 1,312,756,412 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Shares authorized | | | 2,800,000,000 | | | | 2,825,000,000 | | | | 2,600,000,000 | | | | 900,000,000 | | | | 1,200,000,000 | | | | 700,000,000 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Par value | | $ | 0.0010 | | | $ | 0.0010 | | | $ | 0.0010 | | | $ | 0.0010 | | | $ | 0.0010 | | | $ | 0.0010 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Class IA: Net asset value per share | | $ | 8.20 | | | $ | 16.52 | | | $ | 42.56 | | | $ | 9.16 | | | $ | 11.66 | | | $ | 33.11 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Shares outstanding | | | 23,945,236 | | | | 66,467,944 | | | | 49,880,492 | | | | 8,861,973 | | | | 20,224,725 | | | | 28,593,744 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Assets | | $ | 196,373,564 | | | $ | 1,097,976,371 | | | $ | 2,122,667,244 | | | $ | 81,133,222 | | | $ | 235,765,541 | | | $ | 946,868,849 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Class IB: Net asset value per share | | $ | 8.05 | | | $ | 16.71 | | | $ | 41.33 | | | $ | 9.08 | | | $ | 11.58 | | | $ | 32.07 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Shares outstanding | | | 7,444,133 | | | | 8,082,916 | | | | 1,335,708 | | | | 1,596,121 | | | | 6,121,357 | | | | 11,409,765 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Assets | | $ | 59,904,629 | | | $ | 135,077,821 | | | $ | 55,210,320 | | | $ | 14,498,879 | | | $ | 70,907,630 | | | $ | 365,887,563 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Class IC: Net asset value per share | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Shares outstanding | | | — | | | | — | | | | — | | | | — | | | | — | | | | — | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Assets | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Cost of investments | | $ | 257,779,633 | | | $ | 1,138,028,145 | | | $ | 1,624,960,844 | | | $ | 84,200,258 | | | $ | 277,903,511 | | | $ | 1,217,260,529 | |
Cost of foreign currency | | $ | — | | | $ | 1,034,815 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | |
Proceeds of TBA sale commitments | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | |
Proceeds of written option contracts | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | |
| | | | | | |
(1) Includes Investment in securities on loan, at market value | | $ | — | | | $ | 3,616,026 | | | $ | 22,843,043 | | | $ | — | | | $ | 4,389,041 | | | $ | 54,284,551 | |
The accompanying notes are an integral part of these financial statements.
Statements of Assets and Liabilities – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | | | | | | | | | | | | | | | | | |
| | Hartford Small Company HLS Fund | | | Hartford Stock HLS Fund | | | Hartford Total Return Bond HLS Fund | | | Hartford Ultrashort Bond HLS Fund | | | Hartford U.S. Government Securities HLS Fund | | | Hartford Value HLS Fund | |
Assets: | |
Investments in securities, at market value(1) | | $ | 644,359,460 | | | $ | 1,486,978,727 | | | $ | 2,685,684,609 | | | $ | 501,591,991 | | | $ | 378,933,326 | | | $ | 442,720,757 | |
Cash | | | — | | | | — | | | | — | | | | 23,666 | | | | 2,573 | | | | — | |
Foreign currency | | | 4 | | | | 125,649 | | | | 269,190 | | | | — | | | | — | | | | 29,233 | |
Unrealized appreciation on OTC swap contracts | | | — | | | | — | | | | 1,943,474 | | | | — | | | | — | | | | — | |
Unrealized appreciation on foreign currency contracts | | | — | | | | — | | | | 166,657 | | | | — | | | | — | | | | — | |
Receivables: | |
Investment securities sold | | | 967,644 | | | | 7,464,780 | | | | 346,489,446 | | | | 5,900,000 | | | | 26,194,906 | | | | — | |
Fund shares sold | | | 112,316 | | | | 20,931 | | | | 819,031 | | | | 177,936 | | | | 253,657 | | | | 118,846 | |
Dividends and interest | | | 272,473 | | | | 1,468,683 | | | | 13,100,537 | | | | 1,769,694 | | | | 1,471,522 | | | | 340,108 | |
Securities lending income | | | 1,174 | | | | — | | | | 4,404 | | | | 718 | | | | 6,487 | | | | 455 | |
Variation margin on futures contracts | | | — | | | | — | | | | — | | | | — | | | | 11,332 | | | | — | |
Variation margin on centrally cleared swap contracts | | | — | | | | — | | | | 35,828 | | | | — | | | | — | | | | — | |
Tax reclaims | | | — | | | | 641,195 | | | | 27,522 | | | | — | | | | — | | | | 283,073 | |
OTC swap contracts premiums paid | | | — | | | | — | | | | 1,544,296 | | | | — | | | | — | | | | — | |
Other assets | | | 12,749 | | | | 7,277 | | | | 7,812 | | | | 11,433 | | | | 18,470 | | | | 14,452 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Total assets | | | 645,725,820 | | | | 1,496,707,242 | | | | 3,050,092,806 | | | | 509,475,438 | | | | 406,892,273 | | | | 443,506,924 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Liabilities: | |
Unrealized depreciation on foreign currency contracts | | | — | | | | — | | | | 28,401 | | | | — | | | | — | | | | — | |
Bank overdraft | | | — | | | | — | | | | 578,156 | | | | — | | | | — | | | | — | |
Obligation to return securities lending collateral | | | 3,997,475 | | | | — | | | | 8,836,644 | | | | 5,844,958 | | | | — | | | | 3,905,544 | |
Unrealized depreciation on OTC swap contracts | | | — | | | | — | | | | 2,270,279 | | | | — | | | | — | | | | — | |
Cash collateral due to broker on swap contracts | | | — | | | | — | | | | 120,000 | | | | — | | | | — | | | | — | |
TBA sale commitments, at market value | | | — | | | | — | | | | 77,012,553 | | | | — | | | | 15,103,705 | | | | — | |
Payables: | |
Investment securities purchased | | | 4,917,865 | | | | — | | | | 814,685,469 | | | | 10,029,755 | | | | 56,022,397 | | | | 206,479 | |
Fund shares redeemed | | | 1,911,249 | | | | 1,205,932 | | | | 1,255,544 | | | | 86,500 | | | | 813,172 | | | | 150,870 | |
Investment management fees | | | 374,391 | | | | 584,666 | | | | 822,487 | | | | 161,415 | | | | 124,158 | | | | 237,703 | |
Transfer agent fees | | | 467 | | | | 426 | | | | 458 | | | | 419 | | | | 414 | | | | 466 | |
Accounting services fees | | | 9,162 | | | | 17,071 | | | | 31,461 | | | | 5,650 | | | | 3,863 | | | | 4,967 | |
Board of Directors’ fees | | | 3,677 | | | | 8,430 | | | | 13,212 | | | | 2,831 | | | | 2,230 | | | | 2,957 | |
Variation margin on centrally cleared swap contracts | | | — | | | | — | | | | — | | | | — | | | | 119,193 | | | | — | |
Variation margin on futures contracts | | | — | | | | — | | | | 145,952 | | | | — | | | | — | | | | — | |
Distribution fees | | | 1,784 | | | | 4,578 | | | | 7,502 | | | | 2,115 | | | | 1,970 | | | | 2,093 | |
Written options | | | — | | | | — | | | | 10,500 | | | | — | | | | — | | | | — | |
Accrued expenses | | | 83,959 | | | | 157,047 | | | | 192,607 | | | | 68,556 | | | | 102,538 | | | | 60,811 | |
OTC swap contracts premiums received | | | — | | | | — | | | | 7,975,056 | | | | — | | | | — | | | | — | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Total liabilities | | | 11,300,029 | | | | 1,978,150 | | | | 913,986,281 | | | | 16,202,199 | | | | 72,293,640 | | | | 4,571,890 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | $ | 634,425,791 | | | $ | 1,494,729,092 | | | $ | 2,136,106,525 | | | $ | 493,273,239 | | | $ | 334,598,633 | | | $ | 438,935,034 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Summary of Net Assets: | |
Capital stock andpaid-in-capital | | $ | 394,539,337 | | | $ | 883,861,083 | | | $ | 1,993,020,131 | | | $ | 478,211,765 | | | $ | 348,624,002 | | | $ | 285,819,974 | |
Distributable earnings | | | 239,886,454 | | | | 610,868,009 | | | | 143,086,394 | | | | 15,061,474 | | | | (14,025,369 | ) | | | 153,115,060 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | $ | 634,425,791 | | | $ | 1,494,729,092 | | | $ | 2,136,106,525 | | | $ | 493,273,239 | | | $ | 334,598,633 | | | $ | 438,935,034 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Shares authorized | | | 1,500,000,000 | | | | 4,200,000,000 | | | | 5,000,000,000 | | | | 14,000,000,000 | | | | 700,000,000 | | | | 800,000,000 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Par value | | $ | 0.0010 | | | $ | 0.0010 | | | $ | 0.0010 | | | $ | 0.0010 | | | $ | 0.0010 | | | $ | 0.0010 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Class IA: Net asset value per share | | $ | 23.53 | | | $ | 94.42 | | | $ | 11.53 | | | $ | 10.27 | | | $ | 10.45 | | | $ | 14.93 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Shares outstanding | | | 24,699,930 | | | | 14,410,074 | | | | 166,268,131 | | | | 42,004,707 | | | | 26,503,925 | | | | 25,267,552 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Assets | | $ | 581,277,320 | | | $ | 1,360,541,650 | | | $ | 1,916,857,870 | | | $ | 431,444,176 | | | $ | 277,068,980 | | | $ | 377,316,214 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Class IB: Net asset value per share | | $ | 21.67 | | | $ | 94.31 | | | $ | 11.45 | | | $ | 10.25 | | | $ | 10.43 | | | $ | 14.90 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Shares outstanding | | | 2,452,359 | | | | 1,422,905 | | | | 19,142,886 | | | | 6,030,953 | | | | 5,515,990 | | | | 4,135,598 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Assets | | $ | 53,148,471 | | | $ | 134,187,442 | | | $ | 219,248,655 | | | $ | 61,829,063 | | | $ | 57,529,653 | | | $ | 61,618,820 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Cost of investments | | $ | 563,532,015 | | | $ | 1,066,373,890 | | | $ | 2,636,144,341 | | | $ | 500,061,117 | | | $ | 375,670,438 | | | $ | 354,468,870 | |
Cost of foreign currency | | $ | 5 | | | $ | 125,587 | | | $ | 270,696 | | | $ | — | | | $ | — | | | $ | 29,218 | |
Proceeds of TBA sale commitments | | $ | — | | | $ | — | | | $ | 76,786,559 | | | $ | — | | | $ | 15,044,734 | | | $ | — | |
Proceeds of written option contracts | | $ | — | | | $ | — | | | $ | 4,823 | | | $ | — | | | $ | — | | | $ | — | |
| | | | | | |
(1) Includes Investment in securities on loan, at market value | | $ | 5,587,811 | | | $ | — | | | $ | 8,562,645 | | | $ | 5,723,970 | | | $ | — | | | $ | 3,378,509 | |
The accompanying notes are an integral part of these financial statements.
Statements of Operations
For theSix-Month Period Ended June 30, 2019 (Unaudited)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Hartford Balanced HLS Fund | | | Hartford Capital Appreciation HLS Fund | | | Hartford Disciplined Equity HLS Fund | | | Hartford Dividend and Growth HLS Fund | | | Hartford Global Growth HLS Fund | | | Hartford Growth Opportunities HLS Fund | | | Hartford Healthcare HLS Fund | |
Investment Income: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Dividends | | $ | 15,615,882 | | | $ | 38,599,212 | | | $ | 4,892,219 | | | $ | 41,585,802 | | | $ | 3,765,873 | | | $ | 2,527,331 | | | $ | 1,276,789 | |
Interest | | | 11,421,404 | | | | 949,866 | | | | 59,752 | | | | 637,382 | | | | 56,850 | | | | 633,673 | | | | 116,305 | |
Securities lending | | | 211,555 | | | | 68,314 | | | | 79,756 | | | | 192,490 | | | | 24,532 | | | | 30,935 | | | | 52,247 | |
Less: Foreign tax withheld | | | (320,203 | ) | | | (618,878 | ) | | | — | | | | (437,055 | ) | | | (177,795 | ) | | | (22,712 | ) | | | (33,727 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total investment income, net | | | 26,928,638 | | | | 38,998,514 | | | | 5,031,727 | | | | 41,978,619 | | | | 3,669,460 | | | | 3,169,227 | | | | 1,411,614 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Expenses: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | 6,325,001 | | | | 13,955,519 | | | | 2,260,739 | | | | 10,247,635 | | | | 1,852,766 | | | | 4,741,759 | | | | 1,123,906 | |
Administrative services fees | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class IC | | | — | | | | 38,881 | | | | — | | | | — | | | | — | | | | 55,153 | | | | — | |
Transfer agent fees | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class IA | | | 2,415 | | | | 3,647 | | | | 2,361 | | | | 2,612 | | | | 2,332 | | | | 3,517 | | | | 2,393 | |
Class IB | | | 322 | | | | 446 | | | | 324 | | | | 355 | | | | 441 | | | | 393 | | | | 419 | |
Class IC | | | — | | | | 30 | | | | — | | | | — | | | | — | | | | 113 | | | | — | |
Distribution fees | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class IB | | | 297,337 | | | | 586,994 | | | | 92,750 | | | | 470,231 | | | | 98,232 | | | | 190,808 | | | | 48,405 | |
Class IC | | | — | | | | 38,881 | | | | — | | | | — | | | | — | | | | 55,153 | | | | — | |
Custodian fees | | | 11,687 | | | | 34,412 | | | | 3,840 | | | | 9,412 | | | | 10,053 | | | | 11,353 | | | | 5,895 | |
Registration and filing fees | | | 16,803 | | | | 22,287 | | | | 16,307 | | | | 17,001 | | | | 16,307 | | | | 23,727 | | | | 16,071 | |
Accounting services fees | | | 182,156 | | | | 373,352 | | | | 43,032 | | | | 220,201 | | | | 34,611 | | | | 140,765 | | | | 18,634 | |
Board of Directors’ fees | | | 31,143 | | | | 65,857 | | | | 9,311 | | | | 47,968 | | | | 7,362 | | | | 22,371 | | | | 4,703 | |
Audit fees | | | 16,138 | | | | 27,464 | | | | 11,099 | | | | 11,205 | | | | 19,518 | | | | 23,420 | | | | 12,896 | |
Other expenses | | | 122,336 | | | | 250,008 | | | | 65,982 | | | | 178,618 | | | | 49,197 | | | | 116,805 | | | | 14,415 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total expenses (before waivers and fees paid indirectly) | | | 7,005,338 | | | | 15,397,778 | | | | 2,505,745 | | | | 11,205,238 | | | | 2,090,819 | | | | 5,385,337 | | | | 1,247,737 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Management fee waivers | | | (303,593 | ) | | | — | | | | — | | | | — | | | | — | | | | — | | | | — | |
Commission recapture | | | (10,567 | ) | | | (11,280 | ) | | | (1,491 | ) | | | (9,589 | ) | | | (869 | ) | | | (3,948 | ) | | | (1,290 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total waivers and fees paid indirectly | | | (314,160 | ) | | | (11,280 | ) | | | (1,491 | ) | | | (9,589 | ) | | | (869 | ) | | | (3,948 | ) | | | (1,290 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total expenses, net | | | 6,691,178 | | | | 15,386,498 | | | | 2,504,254 | | | | 11,195,649 | | | | 2,089,950 | | | | 5,381,389 | | | | 1,246,447 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net Investment Income (Loss) | | | 20,237,460 | | | | 23,612,016 | | | | 2,527,473 | | | | 30,782,970 | | | | 1,579,510 | | | | (2,212,162 | ) | | | 165,167 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on investments | | | 54,708,781 | | | | 108,700,277 | | | | 29,895,209 | | | | 95,520,903 | | | | 22,686,866 | | | | 80,627,176 | | | | 34,499,066 | |
Less: Foreign taxes paid on realized capital gains | | | — | | | | (4,727 | ) | | | — | | | | — | | | | — | | | | — | | | | — | |
Net realized gain (loss) on futures contracts | | | 329,094 | | | | 7,211,631 | | | | — | | | | — | | | | — | | | | — | | | | — | |
Net realized gain (loss) on foreign currency contracts | | | — | | | | (125,468 | ) | | | — | | | | — | | | | — | | | | — | | | | — | |
Net realized gain (loss) on other foreign currency transactions | | | (7,583 | ) | | | (56,005 | ) | | | — | | | | 6,720 | | | | (6,585 | ) | | | 10,907 | | | | (4,515 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | | | 55,030,292 | | | | 115,725,708 | | | | 29,895,209 | | | | 95,527,623 | | | | 22,680,281 | | | | 80,638,083 | | | | 34,494,551 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net unrealized appreciation (depreciation) of investments | | | 180,531,889 | | | | 692,552,928 | | | | 78,604,717 | | | | 325,121,293 | | | | 75,609,135 | | | | 303,501,600 | | | | 9,426,086 | |
Net unrealized appreciation (depreciation) of futures contracts | | | (20,739 | ) | | | 3,254,929 | | | | — | | | | — | | | | — | | | | — | | | | — | |
Net unrealized appreciation (depreciation) of foreign currency contracts | | | — | | | | 276,970 | | | | — | | | | — | | | | — | | | | — | | | | — | |
Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies | | | 12,324 | | | | 557 | | | | — | | | | (92 | ) | | | 12,166 | | | | 2,589 | | | | 345 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions | | | 180,523,474 | | | | 696,085,384 | | | | 78,604,717 | | | | 325,121,201 | | | | 75,621,301 | | | | 303,504,189 | | | | 9,426,431 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | | | 235,553,766 | | | | 811,811,092 | | | | 108,499,926 | | | | 420,648,824 | | | | 98,301,582 | | | | 384,142,272 | | | | 43,920,982 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets Resulting from Operations | | $ | 255,791,226 | | | $ | 835,423,108 | | | $ | 111,027,399 | | | $ | 451,431,794 | | | $ | 99,881,092 | | | $ | 381,930,110 | | | $ | 44,086,149 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
Statements of Operations – (continued)
For theSix-Month Period Ended June 30, 2019 (Unaudited)
| | | | | | | | | | | | | | | | | | | | | | | | |
| | Hartford High Yield HLS Fund | | | Hartford International Opportunities HLS Fund | | | Hartford MidCap HLS Fund | | | Hartford MidCap Growth HLS Fund | | | Hartford MidCap Value HLS Fund | | | Hartford Small Cap Growth HLS Fund | |
Investment Income: | | | | | | | | | | | | | | | | | | | | | | | | |
Dividends | | $ | 13,677 | | | $ | 24,763,826 | | | $ | 6,943,601 | | | $ | 245,178 | | | $ | 3,073,744 | | | $ | 3,859,109 | |
Interest | | | 8,342,133 | | | | 301,654 | | | | 26,475 | | | | 15,195 | | | | 43,071 | | | | 235,380 | |
Securities lending | | | — | | | | 327,287 | | | | 49,338 | | | | 20,141 | | | | 6,847 | | | | 356,749 | |
Less: Foreign tax withheld | | | — | | | | (2,737,911 | ) | | | (56,425 | ) | | | — | | | | (23,223 | ) | | | — | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Total investment income, net | | | 8,355,810 | | | | 22,654,856 | | | | 6,962,989 | | | | 280,514 | | | | 3,100,439 | | | | 4,451,238 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Expenses: | | | | | | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | 892,507 | | | | 4,167,320 | | | | 6,887,167 | | | | 353,906 | | | | 1,221,483 | | | | 3,866,818 | |
Administrative services fees | | | | | | | | | | | | | | | | | | | | | | | | |
Class IC | | | — | | | | — | | | | — | | | | — | | | | — | | | | — | |
Transfer agent fees | | | | | | | | | | | | | | | | | | | | | | | | |
Class IA | | | 1,981 | | | | 3,159 | | | | 4,100 | | | | 2,110 | | | | 1,949 | | | | 2,676 | |
Class IB | | | 610 | | | | 388 | | | | 107 | | | | 368 | | | | 586 | | | | 1,037 | |
Class IC | | | — | | | | — | | | | — | | | | — | | | | — | | | | — | |
Distribution fees | | | | | | | | | | | | | | | | | | | | | | | | |
Class IB | | | 75,059 | | | | 163,254 | | | | 65,715 | | | | 16,439 | | | | 88,168 | | | | 444,123 | |
Class IC | | | — | | | | — | | | | — | | | | — | | | | — | | | | — | |
Custodian fees | | | 4,208 | | | | 34,552 | | | | 10,111 | | | | 2,376 | | | | 5,141 | | | | 6,254 | |
Registration and filing fees | | | 15,811 | | | | 16,804 | | | | 18,397 | | | | 17,400 | | | | 16,307 | | | | 18,170 | |
Accounting services fees | | | 17,850 | | | | 83,629 | | | | 144,553 | | | | 6,193 | | | | 21,376 | | | | 114,517 | |
Board of Directors’ fees | | | 3,942 | | | | 18,555 | | | | 31,171 | | | | 1,289 | | | | 4,763 | | | | 18,930 | |
Audit fees | | | 16,009 | | | | 25,774 | | | | 11,130 | | | | 11,327 | | | | 11,177 | | | | 11,267 | |
Other expenses | | | 38,502 | | | | 114,556 | | | | 79,460 | | | | 13,713 | | | | 32,172 | | | | 61,956 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Total expenses (before waivers and fees paid indirectly) | | | 1,066,479 | | | | 4,627,991 | | | | 7,251,911 | | | | 425,121 | | | | 1,403,122 | | | | 4,545,748 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Management fee waivers | | | — | | | | — | | | | — | | | | — | | | | (61,074 | ) | | | — | |
Commission recapture | | | — | | | | (4,015 | ) | | | (4,996 | ) | | | (168 | ) | | | (2,007 | ) | | | (6,197 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Total waivers and fees paid indirectly | | | — | | | | (4,015 | ) | | | (4,996 | ) | | | (168 | ) | | | (63,081 | ) | | | (6,197 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Total expenses, net | | | 1,066,479 | | | | 4,623,976 | | | | 7,246,915 | | | | 424,953 | | | | 1,340,041 | | | | 4,539,551 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Investment Income (Loss) | | | 7,289,331 | | | | 18,030,880 | | | | (283,926 | ) | | | (144,439 | ) | | | 1,760,398 | | | | (88,313 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions: | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on investments | | | (6,014,021 | ) | | | (31,571,031 | ) | | | 44,654,310 | | | | 2,332,528 | | | | 9,230,635 | | | | 36,677,782 | |
Less: Foreign taxes paid on realized capital gains | | | — | | | | — | | | | — | | | | — | | | | — | | | | — | |
Net realized gain (loss) on purchased options contracts | | | — | | | | — | | | | — | | | | — | | | | — | | | | — | |
Net realized gain (loss) on futures contracts | | | — | | | | — | | | | — | | | | — | | | | — | | | | — | |
Net realized gain (loss) on written options contracts | | | — | | | | — | | | | — | | | | — | | | | — | | | | — | |
Net realized gain (loss) on swap contracts | | | — | | | | — | | | | — | | | | — | | | | — | | | | — | |
Net realized gain (loss) on foreign currency contracts | | | 97,807 | | | | (16,254 | ) | | | — | | | | — | | | | — | | | | — | |
Net realized gain (loss) on other foreign currency transactions | | | 2,664 | | | | (160,537 | ) | | | 4,397 | | | | — | | | | 2,461 | | | | — | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | | | (5,913,550 | ) | | | (31,747,822 | ) | | | 44,658,707 | | | | 2,332,528 | | | | 9,233,096 | | | | 36,677,782 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions: | | | | | | | | | | | | | | | | | | | | | | | | |
Net unrealized appreciation (depreciation) of investments | | | 23,062,865 | | | | 218,731,708 | | | | 420,099,039 | | | | 18,765,856 | | | | 37,339,100 | | | | 225,724,474 | |
Net unrealized appreciation (depreciation) of purchased options contracts | | | — | | | | — | | | | — | | | | — | | | | — | | | | — | |
Net unrealized appreciation (depreciation) of futures contracts | | | — | | | | — | | | | — | | | | — | | | | — | | | | — | |
Net unrealized appreciation (depreciation) of written options contracts | | | — | | | | — | | | | — | | | | — | | | | — | | | | — | |
Net unrealized appreciation (depreciation) of swap contracts | | | — | | | | — | | | | — | | | | — | | | | — | | | | — | |
Net unrealized appreciation (depreciation) of foreign currency contracts | | | (4,470 | ) | | | — | | | | — | | | | — | | | | — | | | | — | |
Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies | | | 397 | | | | 8,340 | | | | — | | | | — | | | | (40 | ) | | | — | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions | | | 23,058,792 | | | | 218,740,048 | | | | 420,099,039 | | | | 18,765,856 | | | | 37,339,060 | | | | 225,724,474 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | | | 17,145,242 | | | | 186,992,226 | | | | 464,757,746 | | | | 21,098,384 | | | | 46,572,156 | | | | 262,402,256 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets Resulting from Operations | | $ | 24,434,573 | | | $ | 205,023,106 | | | $ | 464,473,820 | | | $ | 20,953,945 | | | $ | 48,332,554 | | | $ | 262,313,943 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
Statements of Operations – (continued)
For theSix-Month Period Ended June 30, 2019 (Unaudited)
| | | | | | | | | | | | | | | | | | | | | | | | |
| | Hartford Small Company HLS Fund | | | Hartford Stock HLS Fund | | | Hartford Total Return Bond HLS Fund | | | Hartford Ultrashort Bond HLS Fund | | | Hartford U.S. Government Securities HLS Fund | | | Hartford Value HLS Fund | |
Investment Income: | | | | | | | | | | | | | | | | | | | | | | | | |
Dividends | | $ | 1,690,520 | | | $ | 14,940,467 | | | $ | 41,837 | | | $ | — | | | $ | — | | | $ | 5,831,086 | |
Interest | | | 139,795 | | | | 232,768 | | | | 39,708,211 | | | | 6,677,625 | | | | 4,422,015 | | | | 54,400 | |
Securities lending | | | 13,502 | | | | — | | | | 23,650 | | | | 10,148 | | | | 6,487 | | | | 33,795 | |
Less: Foreign tax withheld | | | — | | | | (81,601 | ) | | | (15,158 | ) | | | — | | | | — | | | | (79,659 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Total investment income, net | | | 1,843,817 | | | | 15,091,634 | | | | 39,758,540 | | | | 6,687,773 | | | | 4,428,502 | | | | 5,839,622 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Expenses: | | | | | | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | 2,222,392 | | | | 3,415,986 | | | | 4,869,744 | | | | 972,391 | | | | 746,206 | | | | 1,455,335 | |
Transfer agent fees | | | | | | | | | | | | | | | | | | | | | | | | |
Class IA | | | 2,505 | | | | 2,414 | | | | 2,568 | | | | 2,370 | | | | 2,144 | | | | 2,388 | |
Class IB | | | 235 | | | | 239 | | | | 295 | | | | 348 | | | | 446 | | | | 393 | |
Distribution fees | | | | | | | | | | | | | | | | | | | | | | | | |
Class IB | | | 64,542 | | | | 160,371 | | | | 266,418 | | | | 77,729 | | | | 71,421 | | | | 76,714 | |
Custodian fees | | | 5,305 | | | | 5,492 | | | | 17,105 | | | | 3,630 | | | | 3,942 | | | | 3,472 | |
Registration and filing fees | | | 17,643 | | | | 16,803 | | | | 16,680 | | | | 16,258 | | | | 17,282 | | | | 16,307 | |
Accounting services fees | | | 54,305 | | | | 99,526 | | | | 186,112 | | | | 34,034 | | | | 23,215 | | | | 30,428 | |
Board of Directors’ fees | | | 8,770 | | | | 21,142 | | | | 31,773 | | | | 7,384 | | | | 5,196 | | | | 6,749 | |
Audit fees | | | 20,619 | | | | 16,057 | | | | 24,286 | | | | 16,000 | | | | 23,035 | | | | 11,213 | |
Other expenses | | | 53,633 | | | | 101,442 | | | | 162,320 | | | | 45,219 | | | | 49,487 | | | | 40,551 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Total expenses (before waivers and fees paid indirectly) | | | 2,449,949 | | | | 3,839,472 | | | | 5,577,301 | | | | 1,175,363 | | | | 942,374 | | | | 1,643,550 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Management fee waivers | | | — | | | | — | | | | — | | | | — | | | | — | | | | — | |
Commission recapture | | | (4,083 | ) | | | (945 | ) | | | — | | | | — | | | | — | | | | (2,264 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Total waivers and fees paid indirectly | | | (4,083 | ) | | | (945 | ) | | | — | | | | — | | | | — | | | | (2,264 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Total expenses, net | | | 2,445,866 | | | | 3,838,527 | | | | 5,577,301 | | | | 1,175,363 | | | | 942,374 | | | | 1,641,286 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Investment Income (Loss) | | | (602,049 | ) | | | 11,253,107 | | | | 34,181,239 | | | | 5,512,410 | | | | 3,486,128 | | | | 4,198,336 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions: | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on investments | | | 50,721,108 | | | | 62,313,768 | | | | 18,267,665 | | | | (44,856 | ) | | | 2,055,461 | | | | 17,849,097 | |
Net realized gain (loss) on purchased options contracts | | | — | | | | — | | | | (962,631 | ) | | | — | | | | — | | | | — | |
Net realized gain (loss) on futures contracts | | | — | | | | — | | | | 14,392,919 | | | | — | | | | 4,158,692 | | | | — | |
Net realized gain (loss) on written options contracts | | | — | | | | — | | | | (117,136 | ) | | | — | | | | — | | | | — | |
Net realized gain (loss) on swap contracts | | | — | | | | — | | | | (5,845,271 | ) | | | — | | | | (449,849 | ) | | | — | |
Net realized gain (loss) on foreign currency contracts | | | — | | | | — | | | | 742,540 | | | | — | | | | — | | | | — | |
Net realized gain (loss) on other foreign currency transactions | | | — | | | | (26,419 | ) | | | (58,312 | ) | | | — | | | | — | | | | (623 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | | | 50,721,108 | | | | 62,287,349 | | | | 26,419,774 | | | | (44,856 | ) | | | 5,764,304 | | | | 17,848,474 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions: | | | | | | | | | | | | | | | | | | | | | | | | |
Net unrealized appreciation (depreciation) of investments | | | 93,874,662 | | | | 195,102,832 | | | | 90,498,885 | | | | 2,790,500 | | | | 5,666,959 | | | | 44,279,006 | |
Net unrealized appreciation (depreciation) of purchased options contracts | | | — | | | | — | | | | 487,693 | | | | — | | | | — | | | | — | |
Net unrealized appreciation (depreciation) of futures contracts | | | — | | | | — | | | | (4,485,155 | ) | | | — | | | | (255,184 | ) | | | — | |
Net unrealized appreciation (depreciation) of written options contracts | | | — | | | | — | | | | 219,260 | | | | — | | | | — | | | | — | |
Net unrealized appreciation (depreciation) of swap contracts | | | — | | | | — | | | | (2,752,262 | ) | | | — | | | | (1,529,978 | ) | | | — | |
Net unrealized appreciation (depreciation) of foreign currency contracts | | | — | | | | — | | | | 57,007 | | | | — | | | | — | | | | — | |
Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies | | | — | | | | 19,774 | | | | 21,060 | | | | — | | | | — | | | | 4,027 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions | | | 93,874,662 | | | | 195,122,606 | | | | 84,046,488 | | | | 2,790,500 | | | | 3,881,797 | | | | 44,283,033 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | | | 144,595,770 | | | | 257,409,955 | | | | 110,466,262 | | | | 2,745,644 | | | | 9,646,101 | | | | 62,131,507 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets Resulting from Operations | | $ | 143,993,721 | | | $ | 268,663,062 | | | $ | 144,647,501 | | | $ | 8,258,054 | | | $ | 13,132,229 | | | $ | 66,329,843 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
Statements of Changes in Net Assets
| | | | | | | | | | | | | | | | | | | | | | | | |
| | Hartford Balanced HLS Fund | | | Hartford Capital Appreciation HLS Fund | | | Hartford Disciplined Equity HLS Fund | |
| | For the Six-Month Period Ended June 30, 2019 (Unaudited) | | | For the Year Ended December 31, 2018 | | | For the Six-Month Period Ended June 30, 2019 (Unaudited) | | | For the Year Ended December 31, 2018 | | | For the Six-Month Period Ended June 30, 2019 (Unaudited) | | | For the Year Ended December 31, 2018 | |
Operations: | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income (loss) | | $ | 20,237,460 | | | $ | 42,139,010 | | | $ | 23,612,016 | | | $ | 47,501,815 | | | $ | 2,527,473 | | | $ | 4,594,725 | |
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | | | 55,030,292 | | | | 182,656,507 | | | | 115,725,708 | | | | 503,833,446 | | | | 29,895,209 | | | | 72,774,676 | |
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | | | 180,523,474 | | | | (330,783,578 | ) | | | 696,085,384 | | | | (829,651,424 | ) | | | 78,604,717 | | | | (83,373,336 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets Resulting from Operations | | | 255,791,226 | | | | (105,988,061 | ) | | | 835,423,108 | | | | (278,316,163 | ) | | | 111,027,399 | | | | (6,003,935 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Distributions to Shareholders: | | | | | | | | | | | | | | | | | | | | | | | | |
Class IA | | | — | | | | (123,979,008 | ) | | | — | | | | (454,718,791 | ) | | | — | | | | (59,926,122 | ) |
Class IB | | | — | | | | (15,722,695 | ) | | | — | | | | (55,433,183 | ) | | | — | | | | (8,120,313 | ) |
Class IC | | | — | | | | — | | | | — | | | | (3,306,481 | ) | | | — | | | | — | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions | | | — | | | | (139,701,703 | ) | | | — | | | | (513,458,455 | ) | | | — | | | | (68,046,435 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Capital Share Transactions: | | | | | | | | | | | | | | | | | | | | | | | | |
Sold | | | 6,241,009 | | | | 17,623,057 | | | | 13,723,140 | | | | 41,412,513 | | | | 8,181,528 | | | | 8,267,277 | |
Issued on reinvestment of distributions | | | — | | | | 139,701,703 | | | | — | | | | 513,458,455 | | | | — | | | | 68,046,434 | |
Redeemed | | | (147,377,348 | ) | | | (337,066,656 | ) | | | (423,561,495 | ) | | | (817,092,381 | ) | | | (56,472,509 | ) | | | (129,497,572 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net (decrease) from capital share transactions | | | (141,136,339 | ) | | | (179,741,896 | ) | | | (409,838,355 | ) | | | (262,221,413 | ) | | | (48,290,981 | ) | | | (53,183,861 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets | | | 114,654,887 | | | | (425,431,660 | ) | | | 425,584,753 | | | | (1,053,996,031 | ) | | | 62,736,418 | | | | (127,234,231 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Assets: | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of period | | | 1,947,549,378 | | | | 2,372,981,038 | | | | 4,003,199,983 | | | | 5,057,196,014 | | | | 570,180,246 | | | | 697,414,477 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
End of period | | $ | 2,062,204,265 | | | $ | 1,947,549,378 | | | $ | 4,428,784,736 | | | $ | 4,003,199,983 | | | $ | 632,916,664 | | | $ | 570,180,246 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
Statements of Changes in Net Assets – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | |
| | Hartford Dividend and Growth HLS Fund | | | Hartford Global Growth HLS Fund | | | Hartford Growth Opportunities HLS Fund | |
| | For the Six-Month Period Ended June 30, 2019 (Unaudited) | | | For the Year Ended December 31, 2018 | | | For the Six-Month Period Ended June 30, 2019 (Unaudited) | | | For the Year Ended December 31, 2018 | | | For the Six-Month Period Ended June 30, 2019 (Unaudited) | | | For the Year Ended December 31, 2018 | |
Operations: | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income (loss) | | $ | 30,782,970 | | | $ | 61,938,823 | | | $ | 1,579,510 | | | $ | 1,764,762 | | | $ | (2,212,162 | ) | | $ | (2,469,727 | ) |
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | | | 95,527,623 | | | | 372,873,247 | | | | 22,680,281 | | | | 68,672,082 | | | | 80,638,083 | | | | 314,646,983 | |
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | | | 325,121,201 | | | | (593,183,815 | ) | | | 75,621,301 | | | | (85,389,535 | ) | | | 303,504,189 | | | | (288,647,726 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets Resulting from Operations | | | 451,431,794 | | | | (158,371,745 | ) | | | 99,881,092 | | | | (14,952,691 | ) | | | 381,930,110 | | | | 23,529,530 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Distributions to Shareholders: | | | | | | | | | | | | | | | | | | | | | | | | |
Class IA | | | — | | | | (367,065,830 | ) | | | — | | | | (38,893,548 | ) | | | — | | | | (183,161,141 | ) |
Class IB | | | — | | | | (50,078,265 | ) | | | — | | | | (7,324,732 | ) | | | — | | | | (21,414,890 | ) |
Class IC | | | — | | | | — | | | | — | | | | — | | | | — | | | | (5,228,239 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions | | | — | | | | (417,144,095 | ) | | | — | | | | (46,218,280 | ) | | | — | | | | (209,804,270 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Capital Share Transactions: | | | | | | | | | | | | | | | | | | | | | | | | |
Sold | | | 30,893,139 | | | | 61,469,849 | | | | 8,382,024 | | | | 36,885,058 | | | | 29,620,449 | | | | 50,069,414 | |
Issued on reinvestment of distributions | | | — | | | | 417,144,095 | | | | — | | | | 46,218,280 | | | | — | | | | 209,804,270 | |
Redeemed | | | (235,912,790 | ) | | | (561,723,069 | ) | | | (39,810,472 | ) | | | (91,759,918 | ) | | | (114,484,655 | ) | | | (225,579,813 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net increase (decrease) from capital share transactions | | | (205,019,651 | ) | | | (83,109,125 | ) | | | (31,428,448 | ) | | | (8,656,580 | ) | | | (84,864,206 | ) | | | 34,293,871 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets | | | 246,412,143 | | | | (658,624,965 | ) | | | 68,452,644 | | | | (69,827,551 | ) | | | 297,065,904 | | | | (151,980,869 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Assets: | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of period | | | 2,961,025,817 | | | | 3,619,650,782 | | | | 447,194,970 | | | | 517,022,521 | | | | 1,357,464,394 | | | | 1,509,445,263 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
End of period | | $ | 3,207,437,960 | | | $ | 2,961,025,817 | | | $ | 515,647,614 | | | $ | 447,194,970 | | | $ | 1,654,530,298 | | | $ | 1,357,464,394 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
Statements of Changes in Net Assets – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | |
| | Hartford Healthcare HLS Fund | | | Hartford High Yield HLS Fund | | | Hartford International Opportunities HLS Fund | |
| | For the Six-Month Period Ended June 30, 2019 (Unaudited) | | | For the Year Ended December 31, 2018 | | | For the Six-Month Period Ended June 30, 2019 (Unaudited) | | | For the Year Ended December 31, 2018 | | | For the Six-Month Period Ended June 30, 2019 (Unaudited) | | | For the Year Ended December 31, 2018 | |
Operations: | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income (loss) | | $ | 165,167 | | | $ | (129,611 | ) | | $ | 7,289,331 | | | $ | 14,942,261 | | | $ | 18,030,880 | | | $ | 21,970,804 | |
Net realized gain (loss) on investments and foreign currency transactions | | | 34,494,551 | | | | 31,460,608 | | | | (5,913,550 | ) | | | 3,129,099 | | | | (31,747,822 | ) | | | 45,857,314 | |
Net changes in unrealized appreciation (depreciation) of investments and foreign currency transactions | | | 9,426,431 | | | | (37,551,800 | ) | | | 23,058,792 | | | | (27,080,181 | ) | | | 218,740,048 | | | | (332,649,147 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets Resulting from Operations | | | 44,086,149 | | | | (6,220,803 | ) | | | 24,434,573 | | | | (9,008,821 | ) | | | 205,023,106 | | | | (264,821,029 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Distributions to Shareholders: | | | | | | | | | | | | | | | | | | | | | | | | |
Class IA | | | — | | | | (17,636,397 | ) | | | — | | | | (12,607,847 | ) | | | — | | | | (24,591,559 | ) |
Class IB | | | — | | | | (2,726,361 | ) | | | — | | | | (3,775,566 | ) | | | — | | | | (2,394,120 | ) |
Class IC | | | — | | | | — | | | | — | | | | — | | | | — | | | | — | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions | | | — | | | | (20,362,758 | ) | | | — | | | | (16,383,413 | ) | | | — | | | | (26,985,679 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Capital Share Transactions: | | | | | | | | | | | | | | | | | | | | | | | | |
Sold | | | 8,496,297 | | | | 31,276,586 | | | | 5,669,162 | | | | 13,407,636 | | | | 25,706,539 | | | | 144,483,508 | |
Issued on reinvestment of distributions | | | — | | | | 20,362,758 | | | | — | | | | 16,383,413 | | | | — | | | | 26,985,679 | |
Redeemed | | | (109,658,934 | ) | | | (74,733,932 | ) | | | (23,232,749 | ) | | | (56,481,478 | ) | | | (118,605,617 | ) | | | (339,252,535 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net increase (decrease) from capital share transactions | | | (101,162,637 | ) | | | (23,094,588 | ) | | | (17,563,587 | ) | | | (26,690,429 | ) | | | (92,899,078 | ) | | | (167,783,348 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets | | | (57,076,488 | ) | | | (49,678,149 | ) | | | 6,870,986 | | | | (52,082,663 | ) | | | 112,124,028 | | | | (459,590,056 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Assets: | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of period | | | 285,720,052 | | | | 335,398,201 | | | | 249,407,207 | | | | 301,489,870 | | | | 1,120,930,164 | | | | 1,580,520,220 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
End of period | | $ | 228,643,564 | | | $ | 285,720,052 | | | $ | 256,278,193 | | | $ | 249,407,207 | | | $ | 1,233,054,192 | | | $ | 1,120,930,164 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
Statements of Changes in Net Assets – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | |
| | Hartford MidCap HLS Fund | | | Hartford MidCap Growth HLS Fund | | | Hartford MidCap Value HLS Fund | |
| | For the Six-Month Period Ended June 30, 2019 (Unaudited) | | | For the Year Ended December 31, 2018 | | | For the Six-Month Period Ended June 30, 2019 (Unaudited) | | | For the Year Ended December 31, 2018 | | | For the Six-Month Period Ended June 30, 2019 (Unaudited) | | | For the Year Ended December 31, 2018 | |
Operations: | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income (loss) | | $ | (283,926 | ) | | $ | 597,397 | | | $ | (144,439 | ) | | $ | 151,187 | | | $ | 1,760,398 | | | $ | 2,003,484 | |
Net realized gain (loss) on investments and foreign currency transactions | | | 44,658,707 | | | | 313,601,069 | | | | 2,332,528 | | | | 16,823,323 | | | | 9,233,096 | | | | 39,094,355 | |
Net changes in unrealized appreciation (depreciation) of investments and foreign currency transactions | | | 420,099,039 | | | | (453,906,710 | ) | | | 18,765,856 | | | | (25,371,110 | ) | | | 37,339,060 | | | | (89,944,997 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets Resulting from Operations | | | 464,473,820 | | | | (139,708,244 | ) | | | 20,953,945 | | | | (8,396,600 | ) | | | 48,332,554 | | | | (48,847,158 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Distributions to Shareholders: | | | | | | | | | | | | | | | | | | | | | | | | |
Class IA | | | — | | | | (206,009,765 | ) | | | — | | | | (7,929,782 | ) | | | — | | | | (20,921,640 | ) |
Class IB | | | — | | | | (5,470,747 | ) | | | — | | | | (1,375,082 | ) | | | — | | | | (5,918,091 | ) |
Class IC | | | — | | | | — | | | | — | | | | — | | | | — | | | | — | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions | | | — | | | | (211,480,512 | ) | | | — | | | | (9,304,864 | ) | | | — | | | | (26,839,731 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Capital Share Transactions: | | | | | | | | | | | | | | | | | | | | | | | | |
Sold | | | 65,506,471 | | | | 268,177,739 | | | | 6,029,064 | | | | 4,772,590 | | | | 2,674,804 | | | | 5,167,853 | |
Issued on reinvestment of distributions | | | — | | | | 211,480,512 | | | | — | | | | 9,304,864 | | | | — | | | | 26,839,731 | |
Redeemed | | | (167,000,735 | ) | | | (528,465,528 | ) | | | (7,458,343 | ) | | | (19,264,292 | ) | | | (26,002,186 | ) | | | (49,490,166 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net increase (decrease) from capital share transactions | | | (101,494,264 | ) | | | (48,807,277 | ) | | | (1,429,279 | ) | | | (5,186,838 | ) | | | (23,327,382 | ) | | | (17,482,582 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets | | | 362,979,556 | | | | (399,996,033 | ) | | | 19,524,666 | | | | (22,888,302 | ) | | | 25,005,172 | | | | (93,169,471 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Assets: | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of period | | | 1,814,898,008 | | | | 2,214,894,041 | | | | 76,107,435 | | | | 98,995,737 | | | | 281,667,999 | | | | 374,837,470 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
End of period | | $ | 2,177,877,564 | | | $ | 1,814,898,008 | | | $ | 95,632,101 | | | $ | 76,107,435 | | | $ | 306,673,171 | | | $ | 281,667,999 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
Statements of Changes in Net Assets – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | |
| | Hartford Small Cap Growth HLS Fund | | | Hartford Small Company HLS Fund | | | Hartford Stock HLS Fund | |
| | For the Six-Month Period Ended June 30, 2019 (Unaudited) | | | For the Year Ended December 31, 2018 | | | For the Six-Month Period Ended June 30, 2019 (Unaudited) | | | For the Year Ended December 31, 2018 | | | For the Six-Month Period Ended June 30, 2019 (Unaudited) | | | For the Year Ended December 31, 2018 | |
Operations: | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income (loss) | | $ | (88,313 | ) | | $ | (1,320,167 | ) | | $ | (602,049 | ) | | $ | (3,112,175 | ) | | $ | 11,253,107 | | | $ | 23,168,989 | |
Net realized gain (loss) on investments and foreign currency transactions | | | 36,677,782 | | | | 219,253,261 | | | | 50,721,108 | | | | 113,781,063 | | | | 62,287,349 | | | | 120,020,211 | |
Net changes in unrealized appreciation (depreciation) of investments and foreign currency transactions | | | 225,724,474 | | | | (363,380,245 | ) | | | 93,874,662 | | | | (127,972,764 | ) | | | 195,122,606 | | | | (138,545,767 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets Resulting from Operations | | | 262,313,943 | | | | (145,447,151 | ) | | | 143,993,721 | | | | (17,303,876 | ) | | | 268,663,062 | | | | 4,643,433 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Distributions to Shareholders: | | | | | | | | | | | | | | | | | | | | | | | | |
Class IA | | | — | | | | (60,365,921 | ) | | | — | | | | (37,253,096 | ) | | | — | | | | (20,294,819 | ) |
Class IB | | | — | | | | (23,243,803 | ) | | | — | | | | (4,017,068 | ) | | | — | | | | (1,685,834 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions | | | — | | | | (83,609,724 | ) | | | — | | | | (41,270,164 | ) | | | — | | | | (21,980,653 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Capital Share Transactions: | | | | | | | | | | | | | | | | | | | | | | | | |
Sold | | | 87,342,543 | | | | 200,210,026 | | | | 20,348,402 | | | | 55,281,428 | | | | 4,776,896 | | | | 8,126,181 | |
Issued on reinvestment of distributions | | | — | | | | 74,744,865 | | | | — | | | | 41,270,164 | | | | — | | | | 21,980,653 | |
Redeemed | | | (153,281,442 | ) | | | (264,548,970 | ) | | | (49,416,010 | ) | | | (126,680,602 | ) | | | (100,759,445 | ) | | | (212,336,911 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net increase (decrease) from capital share transactions | | | (65,938,899 | ) | | | 10,405,921 | | | | (29,067,608 | ) | | | (30,129,010 | ) | | | (95,982,549 | ) | | | (182,230,077 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets | | | 196,375,044 | | | | (218,650,954 | ) | | | 114,926,113 | | | | (88,703,050 | ) | | | 172,680,513 | | | | (199,567,297 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Assets: | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of period | | | 1,116,381,368 | | | | 1,335,032,322 | | | | 519,499,678 | | | | 608,202,728 | | | | 1,322,048,579 | | | | 1,521,615,876 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
End of period | | $ | 1,312,756,412 | | | $ | 1,116,381,368 | | | $ | 634,425,791 | | | $ | 519,499,678 | | | $ | 1,494,729,092 | | | $ | 1,322,048,579 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
Statements of Changes in Net Assets – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | |
| | Hartford Total Return Bond HLS Fund | | | Hartford Ultrashort Bond HLS Fund | | | Hartford U.S. Government Securities HLS Fund | |
| | For the Six-Month Period Ended June 30, 2019 (Unaudited) | | | For the Year Ended December 31, 2018 | | | For the Six-Month Period Ended June 30, 2019 (Unaudited) | | | For the Year Ended December 31, 2018 | | | For the Six-Month Period Ended June 30, 2019 (Unaudited) | | | For the Year Ended December 31, 2018 | |
Operations: | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income (loss) | | $ | 34,181,239 | | | $ | 71,823,626 | | | $ | 5,512,410 | | | $ | 8,766,837 | | | $ | 3,486,128 | | | $ | 7,546,931 | |
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | | | 26,419,774 | | | | (37,810,393 | ) | | | (44,856 | ) | | | (18,669 | ) | | | 5,764,304 | | | | (5,641,701 | ) |
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | | | 84,046,488 | | | | (54,351,601 | ) | | | 2,790,500 | | | | (1,061,293 | ) | | | 3,881,797 | | | | 228,103 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets Resulting from Operations | | | 144,647,501 | | | | (20,338,368 | ) | | | 8,258,054 | | | | 7,686,875 | | | | 13,132,229 | | | | 2,133,333 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Distributions to Shareholders: | | | | | | | | | | | | | | | | | | | | | | | | |
Class IA | | | — | | | | (84,804,607 | ) | | | — | | | | (5,018,413 | ) | | | — | | | | (7,134,442 | ) |
Class IB | | | — | | | | (9,181,448 | ) | | | — | | | | (536,294 | ) | | | — | | | | (1,332,927 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions | | | — | | | | (93,986,055 | ) | | | — | | | | (5,554,707 | ) | | | — | | | | (8,467,369 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Capital Share Transactions: | | | | | | | | | | | | | | | | | | | | | | | | |
Sold | | | 76,060,315 | | | | 106,840,708 | | | | 42,417,908 | | | | 73,505,332 | | | | 15,076,237 | | | | 21,420,796 | |
Issued on reinvestment of distributions | | | — | | | | 93,986,055 | | | | — | | | | 5,554,708 | | | | — | | | | 8,467,369 | |
Redeemed | | | (171,022,852 | ) | | | (406,372,006 | ) | | | (59,421,831 | ) | | | (105,240,180 | ) | | | (39,192,741 | ) | | | (78,045,222 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net (decrease) from capital share transactions | | | (94,962,537 | ) | | | (205,545,243 | ) | | | (17,003,923 | ) | | | (26,180,140 | ) | | | (24,116,504 | ) | | | (48,157,057 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets | | | 49,684,964 | | | | (319,869,666 | ) | | | (8,745,869 | ) | | | (24,047,972 | ) | | | (10,984,275 | ) | | | (54,491,093 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net Assets: | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of period | | | 2,086,421,561 | | | | 2,406,291,227 | | | | 502,019,108 | | | | 526,067,080 | | | | 345,582,908 | | | | 400,074,001 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
End of period | | $ | 2,136,106,525 | | | $ | 2,086,421,561 | | | $ | 493,273,239 | | | $ | 502,019,108 | | | $ | 334,598,633 | | | $ | 345,582,908 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
Statements of Changes in Net Assets – (continued)
| | | | | | | | |
| | Hartford Value HLS Fund | |
| | For the Six-Month Period Ended June 30, 2019 (Unaudited) | | | For the Year Ended December 31, 2018 | |
Operations: | | | | | | | | |
Net investment income (loss) | | $ | 4,198,336 | | | $ | 8,638,811 | |
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | | | 17,848,474 | | | | 48,079,686 | |
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | | | 44,283,033 | | | | (103,394,559 | ) |
| | | | | | | | |
Net Increase (Decrease) in Net Assets Resulting from Operations | | | 66,329,843 | | | | (46,676,062 | ) |
| | | | | | | | |
Distributions to Shareholders: | | | | | | | | |
Class IA | | | — | | | | (45,728,961 | ) |
Class IB | | | — | | | | (7,417,890 | ) |
| | | | | | | | |
Total distributions | | | — | | | | (53,146,851 | ) |
| | | | | | | | |
Capital Share Transactions: | | | | | | | | |
Sold | | | 6,356,633 | | | | 13,010,218 | |
Issued on reinvestment of distributions | | | — | | | | 53,146,851 | |
Redeemed | | | (44,995,836 | ) | | | (81,575,571 | ) |
| | | | | | | | |
Net (decrease) from capital share transactions | | | (38,639,203 | ) | | | (15,418,502 | ) |
| | | | | | | | |
Net Increase (Decrease) in Net Assets | | | 27,690,640 | | | | (115,241,415 | ) |
| | | | | | | | |
Net Assets: | | | | | | | | |
Beginning of period | | | 411,244,394 | | | | 526,485,809 | |
| | | | | | | | |
End of period | | $ | 438,935,034 | | | $ | 411,244,394 | |
| | | | | | | | |
The accompanying notes are an integral part of these financial statements.
Financial Highlights
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — SelectedPer-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 theSix-Month Period Ended June 30, 2019 (Unaudited) | |
IA | | $ | 27.47 | | | $ | 0.30 | (10) | | $ | 3.40 | (10) | | $ | 3.70 | | | $ | — | | | $ | — | | | $ | — | | | $ | 31.17 | | | | 13.47 | %(4) | | $ | 1,820,183 | | | | 0.66 | %(5) | | | 0.63 | %(5) | | | 2.03 | %(5)(10) | | | 20 | % |
IB | | | 27.91 | | | | 0.27 | (10) | | | 3.46 | (10) | | | 3.73 | | | | — | | | | — | | | | — | | | | 31.64 | | | | 13.36 | (4) | | | 242,022 | | | | 0.91 | (5) | | | 0.88 | (5) | | | 1.78 | (5)(10) | | | 20 | |
|
For the Year Ended December 31, 2018 | |
IA | | $ | 31.02 | | | $ | 0.59 | | | $ | (2.12 | ) | | $ | (1.53 | ) | | $ | (0.61 | ) | | $ | (1.41 | ) | | $ | (2.02 | ) | | $ | 27.47 | | | | (5.24 | )% | | $ | 1,717,759 | | | | 0.66 | % | | | 0.63 | % | | | 1.92 | % | | | 31 | % |
IB | | | 31.48 | | | | 0.52 | | | | (2.15 | ) | | | (1.63 | ) | | | (0.53 | ) | | | (1.41 | ) | | | (1.94 | ) | | | 27.91 | | | | (5.50 | ) | | | 229,790 | | | | 0.91 | | | | 0.88 | | | | 1.67 | | | | 31 | |
|
For the Year Ended December 31, 2017 | |
IA | | $ | 27.46 | | | $ | 0.55 | | | $ | 3.72 | | | $ | 4.27 | | | $ | (0.71 | ) | | $ | — | | | $ | (0.71 | ) | | $ | 31.02 | | | | 15.59 | % | | $ | 2,095,246 | | | | 0.66 | % | | | 0.63 | % | | | 1.86 | % | | | 26 | % |
IB | | | 27.86 | | | | 0.48 | | | | 3.77 | | | | 4.25 | | | | (0.63 | ) | | | — | | | | (0.63 | ) | | | 31.48 | | | | 15.30 | | | | 277,735 | | | | 0.91 | | | | 0.88 | | | | 1.61 | | | | 26 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 26.62 | | | $ | 0.56 | | | $ | 1.05 | | | $ | 1.61 | | | $ | (0.77 | ) | | $ | — | | | $ | (0.77 | ) | | $ | 27.46 | | | | 6.04 | % | | $ | 2,043,556 | | | | 0.66 | % | | | 0.64 | % | | | 2.05 | % | | | 25 | % |
IB | | | 26.99 | | | | 0.50 | | | | 1.07 | | | | 1.57 | | | | (0.70 | ) | | | — | | | | (0.70 | ) | | | 27.86 | | | | 5.79 | | | | 275,925 | | | | 0.91 | | | | 0.89 | | | | 1.80 | | | | 25 | |
|
For the Year Ended December 31, 2015 | |
IA | | $ | 27.09 | | | $ | 0.51 | | | $ | (0.46 | ) | | $ | 0.05 | | | $ | (0.52 | ) | | $ | — | | | $ | (0.52 | ) | | $ | 26.62 | | | | 0.18 | % | | $ | 2,210,938 | | | | 0.65 | % | | | 0.63 | % | | | 1.87 | % | | | 18 | % |
IB | | | 27.45 | | | | 0.45 | | | | (0.47 | ) | | | (0.02 | ) | | | (0.44 | ) | | | — | | | | (0.44 | ) | | | 26.99 | | | | (0.07 | ) | | | 300,945 | | | | 0.90 | | | | 0.88 | | | | 1.62 | | | | 18 | |
|
For the Year Ended December 31, 2014 | |
IA | | $ | 25.11 | | | $ | 0.45 | | | $ | 2.01 | | | $ | 2.46 | | | $ | (0.48 | ) | | $ | — | | | $ | (0.48 | ) | | $ | 27.09 | | | | 9.79 | % | | $ | 2,561,814 | | | | 0.65 | % | | | 0.65 | % | | | 1.73 | % | | | 29 | % |
IB | | | 25.44 | | | | 0.39 | | | | 2.03 | | | | 2.42 | | | | (0.41 | ) | | | — | | | | (0.41 | ) | | | 27.45 | | | | 9.51 | | | | 362,210 | | | | 0.90 | | | | 0.90 | | | | 1.49 | | | | 29 | |
|
Hartford Capital Appreciation HLS Fund | |
|
For theSix-Month Period Ended June 30, 2019 (Unaudited) | |
IA | | $ | 39.89 | | | $ | 0.25 | | | $ | 8.32 | | | $ | 8.57 | | | $ | — | | | $ | — | | | $ | — | | | $ | 48.46 | | | | 21.48 | %(4) | | $ | 3,917,641 | | | | 0.68 | %(5) | | | 0.68 | %(5) | | | 1.12 | %(5) | | | 25 | % |
IB | | | 39.28 | | | | 0.19 | | | | 8.19 | | | | 8.38 | | | | — | | | | — | | | | — | | | | 47.66 | | | | 21.33 | (4) | | | 477,713 | | | | 0.93 | (5) | | | 0.93 | (5) | | | 0.87 | (5) | | | 25 | |
IC | | | 39.54 | | | | 0.14 | | | | 8.24 | | | | 8.38 | | | | — | | | | — | | | | — | | | | 47.92 | | | | 21.19 | (4) | | | 33,430 | | | | 1.18 | (5) | | | 1.18 | (5) | | | 0.62 | (5) | | | 25 | |
|
For the Year Ended December 31, 2018 | |
IA | | $ | 48.16 | | | $ | 0.49 | | | $ | (3.33 | ) | | $ | (2.84 | ) | | $ | (0.43 | ) | | $ | (5.00 | ) | | $ | (5.43 | ) | | $ | 39.89 | | | | (6.96 | )% | | $ | 3,543,187 | | | | 0.67 | % | | | 0.67 | % | | | 1.03 | % | | | 73 | % |
IB | | | 47.48 | | | | 0.37 | | | | (3.26 | ) | | | (2.89 | ) | | | (0.31 | ) | | | (5.00 | ) | | | (5.31 | ) | | | 39.28 | | | | (7.18 | ) | | | 432,334 | | | | 0.92 | | | | 0.92 | | | | 0.77 | | | | 73 | |
IC | | | 47.76 | | | | 0.25 | | | | (3.26 | ) | | | (3.01 | ) | | | (0.21 | ) | | | (5.00 | ) | | | (5.21 | ) | | | 39.54 | | | | (7.41 | ) | | | 27,679 | | | | 1.17 | | | | 1.17 | | | | 0.53 | | | | 73 | |
|
For the Year Ended December 31, 2017 | |
IA | | $ | 42.05 | | | $ | 0.43 | | | $ | 8.83 | | | $ | 9.26 | | | $ | (0.54 | ) | | $ | (2.61 | ) | | $ | (3.15 | ) | | $ | 48.16 | | | | 22.14 | % | | $ | 4,457,603 | | | | 0.68 | % | | | 0.68 | % | | | 0.91 | % | | | 75 | % |
IB | | | 41.50 | | | | 0.30 | | | | 8.70 | | | | 9.00 | | | | (0.41 | ) | | | (2.61 | ) | | | (3.02 | ) | | | 47.48 | | | | 21.82 | | | | 569,615 | | | | 0.93 | | | | 0.93 | | | | 0.66 | | | | 75 | |
IC | | | 41.76 | | | | 0.19 | | | | 8.74 | | | | 8.93 | | | | (0.32 | ) | | | (2.61 | ) | | | (2.93 | ) | | | 47.76 | | | | 21.50 | | | | 29,979 | | | | 1.18 | | | | 1.18 | | | | 0.41 | | | | 75 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 44.44 | | | $ | 0.41 | | | $ | 1.94 | | | $ | 2.35 | | | $ | (0.47 | ) | | $ | (4.27 | ) | | $ | (4.74 | ) | | $ | 42.05 | | | | 5.52 | % | | $ | 4,555,454 | | | | 0.68 | % | | | 0.68 | % | | | 0.97 | % | | | 103 | % |
IB | | | 43.93 | | | | 0.30 | | | | 1.90 | | | | 2.20 | | | | (0.36 | ) | | | (4.27 | ) | | | (4.63 | ) | | | 41.50 | | | | 5.24 | | | | 558,022 | | | | 0.93 | | | | 0.93 | | | | 0.72 | | | | 103 | |
IC | | | 44.21 | | | | 0.19 | | | | 1.92 | | | | 2.11 | | | | (0.29 | ) | | | (4.27 | ) | | | (4.56 | ) | | | 41.76 | | | | 4.99 | | | | 21,579 | | | | 1.18 | | | | 1.18 | | | | 0.46 | | | | 103 | |
|
For the Year Ended December 31, 2015 | |
IA | | $ | 54.71 | | | $ | 0.43 | | | $ | 0.38 | | | $ | 0.81 | | | $ | (0.43 | ) | | $ | (10.65 | ) | | $ | (11.08 | ) | | $ | 44.44 | | | | 1.02 | % | | $ | 5,701,269 | | | | 0.67 | % | | | 0.67 | % | | | 0.84 | % | | | 75 | % |
IB | | | 54.20 | | | | 0.30 | | | | 0.39 | | | | 0.69 | | | | (0.31 | ) | | | (10.65 | ) | | | (10.96 | ) | | | 43.93 | | | | 0.79 | | | | 641,548 | | | | 0.92 | | | | 0.92 | | | | 0.59 | | | | 75 | |
IC | | | 54.59 | | | | 0.17 | | | | 0.39 | | | | 0.56 | | | | (0.29 | ) | | | (10.65 | ) | | | (10.94 | ) | | | 44.21 | | | | 0.53 | | | | 16,215 | | | | 1.17 | | | | 1.17 | | | | 0.34 | | | | 75 | |
|
For the Year Ended December 31, 2014 | |
IA | | $ | 59.65 | | | $ | 0.56 | | | $ | 3.81 | | | $ | 4.37 | | | $ | (0.50 | ) | | $ | (8.81 | ) | | $ | (9.31 | ) | | $ | 54.71 | | | | 7.31 | % | | $ | 6,470,599 | | | | 0.66 | % | | | 0.66 | % | | | 0.96 | % | | | 89 | % |
IB | | | 59.18 | | | | 0.42 | | | | 3.77 | | | | 4.19 | | | | (0.36 | ) | | | (8.81 | ) | | | (9.17 | ) | | | 54.20 | | | | 7.04 | | | | 764,541 | | | | 0.91 | | | | 0.91 | | | | 0.72 | | | | 89 | |
IC(6) | | | 60.21 | | | | 0.09 | | | | 3.53 | | | | 3.62 | | | | (0.43 | ) | | | (8.81 | ) | | | (9.24 | ) | | | 54.59 | | | | 5.97 | (4) | | | 3,453 | | | | 1.16 | (5) | | | 1.16 | (5) | | | 0.23 | (5) | | | 89 | |
The accompanying notes are an integral part of these financial statements.
Financial Highlights – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — SelectedPer-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 theSix-Month Period Ended June 30, 2019 (Unaudited) | |
IA | | $ | 13.59 | | | $ | 0.06 | | | $ | 2.64 | | | $ | 2.70 | | | $ | — | | | $ | — | | | $ | — | | | $ | 16.29 | | | | 19.87 | %(4) | | $ | 556,098 | | | | 0.79 | %(5) | | | 0.79 | %(5) | | | 0.85 | %(5) | | | 11 | % |
IB | | | 13.44 | | | | 0.05 | | | | 2.60 | | | | 2.65 | | | | — | | | | — | | | | — | | | | 16.09 | | | | 19.72 | (4) | | | 76,818 | | | | 1.04 | (5) | | | 1.04 | (5) | | | 0.60 | (5) | | | 11 | |
|
For the Year Ended December 31, 2018 | |
IA | | $ | 15.43 | | | $ | 0.11 | | | $ | (0.27 | ) | | $ | (0.16 | ) | | $ | (0.11 | ) | | $ | (1.57 | ) | | $ | (1.68 | ) | | $ | 13.59 | | | | (1.99 | )% | | $ | 501,718 | | | | 0.78 | % | | | 0.78 | % | | | 0.72 | % | | | 22 | % |
IB | | | 15.27 | | | | 0.07 | | | | (0.26 | ) | | | (0.19 | ) | | | (0.07 | ) | | | (1.57 | ) | | | (1.64 | ) | | | 13.44 | | | | (2.23 | ) | | | 68,462 | | | | 1.03 | | | | 1.03 | | | | 0.47 | | | | 22 | |
|
For the Year Ended December 31, 2017 | |
IA | | $ | 14.30 | | | $ | 0.15 | | | $ | 2.83 | | | $ | 2.98 | | | $ | (0.14 | ) | | $ | (1.71 | ) | | $ | (1.85 | ) | | $ | 15.43 | | | | 21.92 | % | | $ | 613,037 | | | | 0.78 | % | | | 0.78 | % | | | 1.00 | % | | | 30 | % |
IB | | | 14.17 | | | | 0.11 | | | | 2.80 | | | | 2.91 | | | | (0.10 | ) | | | (1.71 | ) | | | (1.81 | ) | | | 15.27 | | | | 21.63 | | | | 84,377 | | | | 1.03 | | | | 1.03 | | | | 0.76 | | | | 30 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 15.58 | | | $ | 0.11 | | | $ | 0.77 | | | $ | 0.88 | | | $ | (0.13 | ) | | $ | (2.03 | ) | | $ | (2.16 | ) | | $ | 14.30 | | | | 5.76 | % | | $ | 587,089 | | | | 0.79 | % | | | 0.79 | % | | | 0.76 | % | | | 33 | % |
IB | | | 15.46 | | | | 0.08 | | | | 0.75 | | | | 0.83 | | | | (0.09 | ) | | | (2.03 | ) | | | (2.12 | ) | | | 14.17 | | | | 5.49 | | | | 81,304 | | | | 1.04 | | | | 1.04 | | | | 0.51 | | | | 33 | |
|
For the Year Ended December 31, 2015 | |
IA | | $ | 20.99 | | | $ | 0.14 | | | $ | 1.41 | | | $ | 1.55 | | | $ | (0.13 | ) | | $ | (6.83 | ) | | $ | (6.96 | ) | | $ | 15.58 | | | | 6.83 | % | | $ | 648,747 | | | | 0.76 | % | | | 0.76 | % | | | 0.76 | % | | | 29 | % |
IB | | | 20.88 | | | | 0.10 | | | | 1.40 | | | | 1.50 | | | | (0.09 | ) | | | (6.83 | ) | | | (6.92 | ) | | | 15.46 | | | | 6.59 | | | | 91,844 | | | | 1.01 | | | | 1.01 | | | | 0.51 | | | | 29 | |
|
For the Year Ended December 31, 2014 | |
IA | | $ | 18.36 | | | $ | 0.14 | | | $ | 2.83 | | | $ | 2.97 | | | $ | (0.14 | ) | | $ | (0.20 | ) | | $ | (0.34 | ) | | $ | 20.99 | | | | 16.18 | % | | $ | 734,110 | | | | 0.75 | % | | | 0.75 | % | | | 0.73 | % | | | 63 | % |
IB | | | 18.27 | | | | 0.09 | | | | 2.81 | | | | 2.90 | | | | (0.09 | ) | | | (0.20 | ) | | | (0.29 | ) | | | 20.88 | | | | 15.87 | | | | 107,577 | | | | 1.00 | | | | 1.00 | | | | 0.47 | | | | 63 | |
|
Hartford Dividend and Growth HLS Fund | |
|
For theSix-Month Period Ended June 30, 2019 (Unaudited) | |
IA | | $ | 19.91 | | | $ | 0.22 | | | $ | 2.88 | | | $ | 3.10 | | | $ | — | | | $ | — | | | $ | — | | | $ | 23.01 | | | | 15.57 | %(4) | | $ | 2,826,576 | | | | 0.68 | %(5) | | | 0.68 | %(5) | | | 1.99 | %(5) | | | 9 | % |
IB | | | 19.82 | | | | 0.19 | | | | 2.86 | | | | 3.05 | | | | — | | | | — | | | | — | | | | 22.87 | | | | 15.39 | (4) | | | 380,862 | | | | 0.93 | (5) | | | 0.93 | (5) | | | 1.74 | (5) | | | 9 | |
|
For the Year Ended December 31, 2018 | |
IA | | $ | 23.95 | | | $ | 0.43 | | | $ | (1.45 | ) | | $ | (1.02 | ) | | $ | (0.44 | ) | | $ | (2.58 | ) | | $ | (3.02 | ) | | $ | 19.91 | | | | (5.32 | )% | | $ | 2,604,425 | | | | 0.68 | % | | | 0.68 | % | | | 1.84 | % | | | 28 | % |
IB | | | 23.85 | | | | 0.37 | | | | (1.44 | ) | | | (1.07 | ) | | | (0.38 | ) | | | (2.58 | ) | | | (2.96 | ) | | | 19.82 | | | | (5.56 | ) | | | 356,601 | | | | 0.93 | | | | 0.93 | | | | 1.59 | | | | 28 | |
|
For the Year Ended December 31, 2017 | |
IA | | $ | 22.10 | | | $ | 0.41 | | | $ | 3.48 | | | $ | 3.89 | | | $ | (0.38 | ) | | $ | (1.66 | ) | | $ | (2.04 | ) | | $ | 23.95 | | | | 18.36 | % | | $ | 3,179,540 | | | | 0.68 | % | | | 0.68 | % | | | 1.75 | % | | | 25 | % |
IB | | | 22.01 | | | | 0.35 | | | | 3.47 | | | | 3.82 | | | | (0.32 | ) | | | (1.66 | ) | | | (1.98 | ) | | | 23.85 | | | | 18.11 | | | | 440,111 | | | | 0.93 | | | | 0.93 | | | | 1.50 | | | | 25 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 22.09 | | | $ | 0.43 | | | $ | 2.67 | | | $ | 3.10 | | | $ | (0.44 | ) | | $ | (2.65 | ) | | $ | (3.09 | ) | | $ | 22.10 | | | | 14.89 | % | | $ | 3,013,788 | | | | 0.69 | % | | | 0.69 | % | | | 1.98 | % | | | 20 | % |
IB | | | 22.02 | | | | 0.38 | | | | 2.65 | | | | 3.03 | | | | (0.39 | ) | | | (2.65 | ) | | | (3.04 | ) | | | 22.01 | | | | 14.58 | | | | 438,200 | | | | 0.94 | | | | 0.94 | | | | 1.73 | | | | 20 | |
|
For the Year Ended December 31, 2015 | |
IA | | $ | 26.45 | | | $ | 0.46 | | | $ | (0.70 | ) | | $ | (0.24 | ) | | $ | (0.43 | ) | | $ | (3.69 | ) | | $ | (4.12 | ) | | $ | 22.09 | | | | (1.16 | )% | | $ | 2,991,811 | | | | 0.67 | % | | | 0.67 | % | | | 1.84 | % | | | 20 | % |
IB | | | 26.38 | | | | 0.40 | | | | (0.70 | ) | | | (0.30 | ) | | | (0.37 | ) | | | (3.69 | ) | | | (4.06 | ) | | | 22.02 | | | | (1.41 | ) | | | 449,693 | | | | 0.92 | | | | 0.92 | | | | 1.59 | | | | 20 | |
|
For the Year Ended December 31, 2014 | |
IA | | $ | 27.05 | | | $ | 0.49 | | | $ | 2.92 | | | $ | 3.41 | | | $ | (0.49 | ) | | $ | (3.52 | ) | | $ | (4.01 | ) | | $ | 26.45 | | | | 12.96 | % | | $ | 3,502,492 | | | | 0.67 | % | | | 0.67 | % | | | 1.78 | % | | | 19 | % |
IB | | | 26.99 | | | | 0.42 | | | | 2.91 | | | | 3.33 | | | | (0.42 | ) | | | (3.52 | ) | | | (3.94 | ) | | | 26.38 | | | | 12.68 | | | | 546,006 | | | | 0.92 | | | | 0.92 | | | | 1.53 | | | | 19 | |
|
Hartford Global Growth HLS Fund | |
|
For theSix-Month Period Ended June 30, 2019 (Unaudited) | |
IA | | $ | 24.54 | | | $ | 0.09 | | | $ | 5.49 | | | $ | 5.58 | | | $ | — | | | $ | — | | | $ | — | | | $ | 30.12 | | | | 22.74 | %(4) | | $ | 434,000 | | | | 0.81 | %(5) | | | 0.81 | %(5) | | | 0.68 | %(5) | | | 27 | % |
IB | | | 24.28 | | | | 0.06 | | | | 5.43 | | | | 5.49 | | | | — | | | | — | | | | — | | | | 29.77 | | | | 22.61 | (4) | | | 81,647 | | | | 1.06 | (5) | | | 1.06 | (5) | | | 0.43 | (5) | | | 27 | |
|
For the Year Ended December 31, 2018 | |
IA | | $ | 27.89 | | | $ | 0.11 | | | $ | (0.83 | ) | | $ | (0.72 | ) | | $ | (0.15 | ) | | $ | (2.48 | ) | | $ | (2.63 | ) | | $ | 24.54 | | | | (3.81 | )% | | $ | 375,825 | | | | 0.80 | % | | | 0.80 | % | | | 0.37 | % | | | 55 | % |
IB | | | 27.63 | | | | 0.04 | | | | (0.83 | ) | | | (0.79 | ) | | | (0.08 | ) | | | (2.48 | ) | | | (2.56 | ) | | | 24.28 | | | | (4.07 | ) | | | 71,370 | | | | 1.05 | | | | 1.05 | | | | 0.12 | | | | 55 | |
The accompanying notes are an integral part of these financial statements.
Financial Highlights – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — SelectedPer-Share Data(1) — | | | — Ratios and Supplemental Data — | |
Class | | Net Asset Value at Beginning of Period | | | Net Investment Income (Loss) | | | Net Realized and Unrealized Gain (Loss) on Investments | | | Total from Investment Operations | | | Dividends from Net Investment Income | | | Distributions from Capital Gains | | | Total Dividends and Distributions | | | Net Asset Value at End of Period | | | Total Return(2) | | | Net Assets at End of Period (000s) | | | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | | | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | | | Ratio of Net Investment Income (Loss) to Average Net Assets | | | Portfolio Turnover | |
|
Hartford Global Growth HLS Fund – (continued) | |
|
For the Year Ended December 31, 2017 | |
IA | | $ | 22.14 | | | $ | 0.14 | | | $ | 6.99 | | | $ | 7.13 | | | $ | (0.14 | ) | | $ | (1.24 | ) | | $ | (1.38 | ) | | $ | 27.89 | | | | 32.73 | % | | $ | 432,581 | | | | 0.81 | % | | | 0.81 | % | | | 0.56 | % | | | 58 | % |
IB | | | 21.95 | | | | 0.08 | | | | 6.91 | | | | 6.99 | | | | (0.07 | ) | | | (1.24 | ) | | | (1.31 | ) | | | 27.63 | | | | 32.37 | | | | 84,442 | | | | 1.06 | | | | 1.06 | | | | 0.31 | | | | 58 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 24.39 | | | $ | 0.13 | | | $ | 0.40 | | | $ | 0.53 | | | $ | (0.17 | ) | | $ | (2.61 | ) | | $ | (2.78 | ) | | $ | 22.14 | | | | 1.95 | % | | $ | 347,375 | | | | 0.82 | % | | | 0.82 | % | | | 0.55 | % | | | 65 | % |
IB | | | 24.19 | | | | 0.07 | | | | 0.39 | | | | 0.46 | | | | (0.09 | ) | | | (2.61 | ) | | | (2.70 | ) | | | 21.95 | | | | 1.71 | | | | 72,531 | | | | 1.07 | | | | 1.07 | | | | 0.30 | | | | 65 | |
|
For the Year Ended December 31, 2015 | |
IA | | $ | 23.74 | | | $ | 0.15 | | | $ | 1.77 | | | $ | 1.92 | | | $ | (0.13 | ) | | $ | (1.14 | ) | | $ | (1.27 | ) | | $ | 24.39 | | | | 8.04 | % | | $ | 392,302 | | | | 0.81 | % | | | 0.81 | % | | | 0.62 | % | | | 67 | % |
IB | | | 23.56 | | | | 0.09 | | | | 1.75 | | | | 1.84 | | | | (0.07 | ) | | | (1.14 | ) | | | (1.21 | ) | | | 24.19 | | | | 7.76 | | | | 86,759 | | | | 1.06 | | | | 1.06 | | | | 0.38 | | | | 67 | |
|
For the Year Ended December 31, 2014 | |
IA | | $ | 22.33 | | | $ | 0.13 | | | $ | 1.39 | | | $ | 1.52 | | | $ | (0.11 | ) | | $ | — | | | $ | (0.11 | ) | | $ | 23.74 | | | | 6.79 | % | | $ | 388,542 | | | | 0.81 | % | | | 0.81 | % | | | 0.57 | % | | | 82 | %(7) |
IB | | | 22.16 | | | | 0.07 | | | | 1.39 | | | | 1.46 | | | | (0.06 | ) | | | — | | | | (0.06 | ) | | | 23.56 | | | | 6.58 | | | | 92,979 | | | | 1.06 | | | | 1.06 | | | | 0.30 | | | | 82 | (7) |
|
Hartford Growth Opportunities HLS Fund | |
|
For theSix-Month Period Ended June 30, 2019 (Unaudited) | |
IA | | $ | 33.79 | | | $ | (0.05 | ) | | $ | 9.70 | | | $ | 9.65 | | | $ | — | | | $ | — | | | $ | — | | | $ | 43.44 | | | | 28.56 | %(4) | | $ | 1,443,648 | | | | 0.65 | %(5) | | | 0.65 | %(5) | | | (0.24 | )%(5) | | | 28 | % |
IB | | | 32.19 | | | | (0.09 | ) | | | 9.23 | | | | 9.14 | | | | — | | | | — | | | | — | | | | 41.33 | | | | 28.39 | (4) | | | 161,039 | | | | 0.90 | (5) | | | 0.90 | (5) | | | (0.49 | )(5) | | | 28 | |
IC | | | 32.90 | | | | (0.15 | ) | | | 9.44 | | | | 9.29 | | | | — | | | | — | | | | — | | | | 42.19 | | | | 28.24 | (4) | | | 49,843 | | | | 1.15 | (5) | | | 1.15 | (5) | | | (0.75 | )(5) | | | 28 | |
|
For the Year Ended December 31, 2018 | |
IA | | $ | 38.42 | | | $ | (0.05 | ) | | $ | 1.17 | | | $ | 1.12 | | | $ | — | | | $ | (5.75 | ) | | $ | (5.75 | ) | | $ | 33.79 | | | | 0.53 | % | | $ | 1,188,514 | | | | 0.65 | % | | | 0.65 | % | | | (0.12 | )% | | | 118 | % |
IB | | | 36.91 | | | | (0.14 | ) | | | 1.17 | | | | 1.03 | | | | — | | | | (5.75 | ) | | | (5.75 | ) | | | 32.19 | | | | 0.29 | | | | 132,629 | | | | 0.90 | | | | 0.90 | | | | (0.37 | ) | | | 118 | |
IC | | | 37.71 | | | | (0.25 | ) | | | 1.19 | | | | 0.94 | | | | — | | | | (5.75 | ) | | | (5.75 | ) | | | 32.90 | | | | 0.04 | | | | 36,321 | | | | 1.15 | | | | 1.15 | | | | (0.62 | ) | | | 118 | |
|
For the Year Ended December 31, 2017 | |
IA | | $ | 29.83 | | | $ | (0.05 | ) | | $ | 9.09 | | | $ | 9.04 | | | $ | — | | | $ | (0.45 | ) | | $ | (0.45 | ) | | $ | 38.42 | | | | 30.45 | % | | $ | 1,326,201 | | | | 0.66 | % | | | 0.66 | % | | | (0.15 | )% | | | 99 | % |
IB | | | 28.74 | | | | (0.13 | ) | | | 8.75 | | | | 8.62 | | | | — | | | | (0.45 | ) | | | (0.45 | ) | | | 36.91 | | | | 30.14 | | | | 149,212 | | | | 0.91 | | | | 0.91 | | | | (0.40 | ) | | | 99 | |
IC | | | 29.43 | | | | (0.22 | ) | | | 8.95 | | | | 8.73 | | | | — | | | | (0.45 | ) | | | (0.45 | ) | | | 37.71 | | | | 29.80 | | | | 34,033 | | | | 1.16 | | | | 1.16 | | | | (0.65 | ) | | | 99 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 34.86 | | | $ | (0.04 | ) | | $ | 0.06 | (8) | | $ | 0.02 | | | $ | (0.15 | ) | | $ | (4.90 | ) | | $ | (5.05 | ) | | $ | 29.83 | | | | (0.49 | )% | | $ | 1,145,176 | | | | 0.65 | % | | | 0.65 | % | | | (0.11 | )% | | | 138 | % |
IB | | | 33.76 | | | | (0.11 | ) | | | 0.04 | (8) | | | (0.07 | ) | | | (0.05 | ) | | | (4.90 | ) | | | (4.95 | ) | | | 28.74 | | | | (0.77 | ) | | | 132,149 | | | | 0.90 | | | | 0.90 | | | | (0.35 | ) | | | 138 | |
IC | | | 34.57 | | | | (0.19 | ) | | | 0.04 | (8) | | | (0.15 | ) | | | (0.09 | ) | | | (4.90 | ) | | | (4.99 | ) | | | 29.43 | | | | (1.01 | ) | | | 25,550 | | | | 1.15 | | | | 1.15 | | | | (0.61 | ) | | | 138 | |
|
For the Year Ended December 31, 2015 | |
IA | | $ | 38.88 | | | $ | 0.02 | | | $ | 4.66 | | | $ | 4.68 | | | $ | (0.05 | ) | | $ | (8.65 | ) | | $ | (8.70 | ) | | $ | 34.86 | | | | 11.74 | % | | $ | 1,197,187 | | | | 0.65 | % | | | 0.65 | % | | | 0.05 | % | | | 109 | % |
IB | | | 37.93 | | | | (0.08 | ) | | | 4.56 | | | | 4.48 | | | | — | | | | (8.65 | ) | | | (8.65 | ) | | | 33.76 | | | | 11.47 | | | | 158,304 | | | | 0.90 | | | | 0.90 | | | | (0.20 | ) | | | 109 | |
IC | | | 38.75 | | | | (0.18 | ) | | | 4.65 | | | | 4.47 | | | | — | | | | (8.65 | ) | | | (8.65 | ) | | | 34.57 | | | | 11.18 | | | | 20,495 | | | | 1.16 | | | | 1.16 | | | | (0.48 | ) | | | 109 | |
|
For the Year Ended December 31, 2014 | |
IA | | $ | 40.58 | | | $ | 0.06 | | | $ | 5.31 | | | $ | 5.37 | | | $ | (0.07 | ) | | $ | (7.00 | ) | | $ | (7.07 | ) | | $ | 38.88 | | | | 14.14 | % | | $ | 1,203,366 | | | | 0.64 | % | | | 0.64 | % | | | 0.16 | % | | | 145 | %(9) |
IB | | | 39.79 | | | | (0.04 | ) | | | 5.18 | | | | 5.14 | | | | — | | | | (7.00 | ) | | | (7.00 | ) | | | 37.93 | | | | 13.82 | | | | 160,040 | | | | 0.89 | | | | 0.89 | | | | (0.11 | ) | | | 145 | (9) |
IC(6) | | | 40.23 | | | | (0.10 | ) | | | 5.69 | | | | 5.59 | | | | (0.07 | ) | | | (7.00 | ) | | | (7.07 | ) | | | 38.75 | | | | 14.79 | (4) | | | 1,717 | | | | 1.14 | (5) | | | 1.14 | (5) | | | (0.37 | )(5) | | | 145 | (9) |
|
Hartford Healthcare HLS Fund | |
|
For theSix-Month Period Ended June 30, 2019 (Unaudited) | |
IA | | $ | 20.56 | | | $ | 0.02 | | | $ | 3.31 | | | $ | 3.33 | | | $ | — | | | $ | — | | | $ | — | | | $ | 23.89 | | | | 16.20 | %(4) | | $ | 188,888 | | | | 0.90 | %(5) | | | 0.90 | %(5) | | | 0.17 | %(5) | | | 23 | % |
IB | | | 19.44 | | | | (0.01 | ) | | | 3.14 | | | | 3.13 | | | | — | | | | — | | | | — | | | | 22.57 | | | | 16.10 | (4) | | | 39,755 | | | | 1.15 | (5) | | | 1.15 | (5) | | | (0.12 | )(5) | | | 23 | |
|
For the Year Ended December 31, 2018 | |
IA | | $ | 22.46 | | | $ | — | | | $ | (0.41 | ) | | $ | (0.41 | ) | | $ | (0.02 | ) | | $ | (1.47 | ) | | $ | (1.49 | ) | | $ | 20.56 | | | | (2.67 | )% | | $ | 249,144 | | | | 0.89 | % | | | 0.89 | % | | | (0.01 | )% | | | 29 | % |
IB | | | 21.35 | | | | (0.06 | ) | | | (0.38 | ) | | | (0.44 | ) | | | — | | | | (1.47 | ) | | | (1.47 | ) | | | 19.44 | | | | (2.96 | ) | | | 36,576 | | | | 1.14 | | | | 1.14 | | | | (0.26 | ) | | | 29 | |
The accompanying notes are an integral part of these financial statements.
Financial Highlights – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — SelectedPer-Share Data(1) — | | | — Ratios and Supplemental Data — | |
Class | | Net Asset Value at Beginning of Period | | | Net Investment Income (Loss) | | | Net Realized and Unrealized Gain (Loss) on Investments | | | Total from Investment Operations | | | Dividends from Net Investment Income | | | Distributions from Capital Gains | | | Total Dividends and Distributions | | | Net Asset Value at End of Period | | | Total Return(2) | | | Net Assets at End of Period (000s) | | | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | | | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | | | Ratio of Net Investment Income (Loss) to Average Net Assets | | | Portfolio Turnover | |
|
Hartford Healthcare HLS Fund – (continued) | |
|
For the Year Ended December 31, 2017 | |
IA | | $ | 21.46 | | | $ | 0.01 | | | $ | 4.69 | | | $ | 4.70 | | | $ | — | | | $ | (3.70 | ) | | $ | (3.70 | ) | | $ | 22.46 | | | | 22.26 | % | | $ | 290,603 | | | | 0.89 | % | | | 0.89 | % | | | 0.04 | % | | | 18 | % |
IB | | | 20.60 | | | | (0.05 | ) | | | 4.50 | | | | 4.45 | | | | — | | | | (3.70 | ) | | | (3.70 | ) | | | 21.35 | | | | 21.96 | | | | 44,796 | | | | 1.14 | | | | 1.14 | | | | (0.21 | ) | | | 18 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 30.32 | | | $ | 0.01 | | | $ | (2.37 | ) | | $ | (2.36 | ) | | $ | (0.99 | ) | | $ | (5.51 | ) | | $ | (6.50 | ) | | $ | 21.46 | | | | (8.39 | )% | | $ | 246,494 | | | | 0.89 | % | | | 0.89 | % | | | 0.05 | % | | | 36 | % |
IB | | | 29.36 | | | | (0.05 | ) | | | (2.30 | ) | | | (2.35 | ) | | | (0.90 | ) | | | (5.51 | ) | | | (6.41 | ) | | | 20.60 | | | | (8.64 | ) | | | 44,149 | | | | 1.14 | | | | 1.14 | | | | (0.20 | ) | | | 36 | |
|
For the Year Ended December 31, 2015 | |
IA | | $ | 30.02 | | | $ | — | | | $ | 4.08 | | | $ | 4.08 | | | $ | — | | | $ | (3.78 | ) | | $ | (3.78 | ) | | $ | 30.32 | | | | 13.21 | % | | $ | 360,783 | | | | 0.86 | % | | | 0.86 | % | | | (0.01 | )% | | | 38 | % |
IB | | | 29.23 | | | | (0.08 | ) | | | 3.99 | | | | 3.91 | | | | — | | | | (3.78 | ) | | | (3.78 | ) | | | 29.36 | | | | 12.98 | | | | 62,644 | | | | 1.11 | | | | 1.11 | | | | (0.26 | ) | | | 38 | |
|
For the Year Ended December 31, 2014 | |
IA | | $ | 25.67 | | | $ | 0.01 | | | $ | 6.75 | | | $ | 6.76 | | | $ | (0.07 | ) | | $ | (2.34 | ) | | $ | (2.41 | ) | | $ | 30.02 | | | | 27.39 | % | | $ | 301,580 | | | | 0.88 | % | | | 0.88 | % | | | 0.03 | % | | | 33 | % |
IB | | | 25.07 | | | | (0.06 | ) | | | 6.57 | | | | 6.51 | | | | (0.01 | ) | | | (2.34 | ) | | | (2.35 | ) | | | 29.23 | | | | 27.00 | | | | 60,413 | | | | 1.13 | | | | 1.13 | | | | (0.22 | ) | | | 33 | |
|
Hartford High Yield HLS Fund | |
|
For theSix-Month Period Ended June 30, 2019 (Unaudited) | |
IA | | $ | 7.45 | | | $ | 0.23 | (11) | | $ | 0.52 | (11) | | $ | 0.75 | | | $ | — | | | $ | — | | | $ | — | | | $ | 8.20 | | | | 10.07 | %(4) | | $ | 196,374 | | | | 0.78 | %(5) | | | 0.78 | %(5) | | | 5.78 | %(5)(11) | | | 22 | % |
IB | | | 7.32 | | | | 0.21 | (11) | | | 0.52 | (11) | | | 0.73 | | | | — | | | | — | | | | — | | | | 8.05 | | | | 9.97 | (4) | | | 59,905 | | | | 1.03 | (5) | | | 1.03 | (5) | | | 5.53 | (5)(11) | | | 22 | |
|
For the Year Ended December 31, 2018 | |
IA | | $ | 8.20 | | | $ | 0.43 | | | $ | (0.69 | ) | | $ | (0.26 | ) | | $ | (0.49 | ) | | $ | — | | | $ | (0.49 | ) | | $ | 7.45 | | | | (3.44 | )% | | $ | 190,681 | | | | 0.77 | % | | | 0.77 | % | | | 5.39 | % | | | 26 | % |
IB | | | 8.06 | | | | 0.41 | | | | (0.68 | ) | | | (0.27 | ) | | | (0.47 | ) | | | — | | | | (0.47 | ) | | | 7.32 | | | | (3.66 | ) | | | 58,726 | | | | 1.02 | | | | 1.02 | | | | 5.14 | | | | 26 | |
|
For the Year Ended December 31, 2017 | |
IA | | $ | 8.11 | | | $ | 0.45 | | | $ | 0.15 | | | $ | 0.60 | | | $ | (0.51 | ) | | $ | — | | | $ | (0.51 | ) | | $ | 8.20 | | | | 7.60 | % | | $ | 230,101 | | | | 0.77 | % | | | 0.77 | % | | | 5.42 | % | | | 43 | % |
IB | | | 7.98 | | | | 0.42 | | | | 0.15 | | | | 0.57 | | | | (0.49 | ) | | | — | | | | (0.49 | ) | | | 8.06 | | | | 7.31 | | | | 71,389 | | | | 1.02 | | | | 1.02 | | | | 5.17 | | | | 43 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 7.55 | | | $ | 0.44 | | | $ | 0.62 | | | $ | 1.06 | | | $ | (0.50 | ) | | $ | — | | | $ | (0.50 | ) | | $ | 8.11 | | | | 14.25 | % | | $ | 244,212 | | | | 0.79 | % | | | 0.79 | % | | | 5.52 | % | | | 41 | % |
IB | | | 7.43 | | | | 0.41 | | | | 0.62 | | | | 1.03 | | | | (0.48 | ) | | | — | | | | (0.48 | ) | | | 7.98 | | | | 13.99 | | | | 77,573 | | | | 1.04 | | | | 1.04 | | | | 5.27 | | | | 41 | |
|
For the Year Ended December 31, 2015 | |
IA | | $ | 8.45 | | | $ | 0.45 | | | $ | (0.79 | ) | | $ | (0.34 | ) | | $ | (0.56 | ) | | $ | — | | | $ | (0.56 | ) | | $ | 7.55 | | | | (4.30 | )% | | $ | 251,313 | | | | 0.76 | % | | | 0.76 | % | | | 5.40 | % | | | 34 | % |
IB | | | 8.32 | | | | 0.42 | | | | (0.77 | ) | | | (0.35 | ) | | | (0.54 | ) | | | — | | | | (0.54 | ) | | | 7.43 | | | | (4.56 | ) | | | 77,013 | | | | 1.01 | | | | 1.01 | | | | 5.15 | | | | 34 | |
|
For the Year Ended December 31, 2014 | |
IA | | $ | 8.90 | | | $ | 0.47 | | | $ | (0.22 | ) | | $ | 0.25 | | | $ | (0.70 | ) | | $ | — | | | $ | (0.70 | ) | | $ | 8.45 | | | | 2.58 | % | | $ | 321,650 | | | | 0.75 | % | | | 0.75 | % | | | 5.28 | % | | | 39 | % |
IB | | | 8.77 | | | | 0.44 | | | | (0.22 | ) | | | 0.22 | | | | (0.67 | ) | | | — | | | | (0.67 | ) | | | 8.32 | | | | 2.31 | | | | 105,579 | | | | 1.00 | | | | 1.00 | | | | 5.02 | | | | 39 | |
|
Hartford International Opportunities HLS Fund | |
|
For theSix-Month Period Ended June 30, 2019 (Unaudited) | |
IA | | $ | 13.91 | | | $ | 0.24 | | | $ | 2.37 | | | $ | 2.61 | | | $ | — | | | $ | — | | | $ | — | | | $ | 16.52 | | | | 18.76 | %(4) | | $ | 1,097,976 | | | | 0.75 | %(5) | | | 0.75 | %(5) | | | 3.05 | %(5) | | | 48 | % |
IB | | | 14.09 | | | | 0.22 | | | | 2.40 | | | | 2.62 | | | | — | | | | — | | | | — | | | | 16.71 | | | | 18.59 | (4) | | | 135,078 | | | | 1.00 | (5) | | | 1.00 | (5) | | | 2.80 | (5) | | | 48 | |
|
For the Year Ended December 31, 2018 | |
IA | | $ | 17.46 | | | $ | 0.26 | | | $ | (3.49 | ) | | $ | (3.23 | ) | | $ | (0.32 | ) | | $ | — | | | $ | (0.32 | ) | | $ | 13.91 | | | | (18.74 | )% | | $ | 1,000,295 | | | | 0.73 | % | | | 0.73 | % | | | 1.55 | % | | | 80 | % |
IB | | | 17.68 | | | | 0.22 | | | | (3.53 | ) | | | (3.31 | ) | | | (0.28 | ) | | | — | | | | (0.28 | ) | | | 14.09 | | | | (18.96 | ) | | | 120,635 | | | | 0.98 | | | | 0.98 | | | | 1.28 | | | | 80 | |
|
For the Year Ended December 31, 2017 | |
IA | | $ | 14.14 | | | $ | 0.24 | | | $ | 3.31 | | | $ | 3.55 | | | $ | (0.23 | ) | | $ | — | | | $ | (0.23 | ) | | $ | 17.46 | | | | 25.25 | % | | $ | 1,418,078 | | | | 0.73 | % | | | 0.73 | % | | | 1.46 | % | | | 91 | % |
IB | | | 14.31 | | | | 0.21 | | | | 3.35 | | | | 3.56 | | | | (0.19 | ) | | | — | | | | (0.19 | ) | | | 17.68 | | | | 24.99 | | | | 162,442 | | | | 0.98 | | | | 0.98 | | | | 1.28 | | | | 91 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 14.19 | | | $ | 0.24 | | | $ | (0.06 | ) | | $ | 0.18 | | | $ | (0.23 | ) | | $ | — | | | $ | (0.23 | ) | | $ | 14.14 | | | | 1.26 | % | | $ | 1,086,762 | | | | 0.76 | % | | | 0.76 | % | | | 1.74 | % | | | 95 | % |
IB | | | 14.36 | | | | 0.21 | | | | (0.07 | ) | | | 0.14 | | | | (0.19 | ) | | | — | | | | (0.19 | ) | | | 14.31 | | | | 0.94 | | | | 147,343 | | | | 1.01 | | | | 1.01 | | | | 1.50 | | | | 95 | |
The accompanying notes are an integral part of these financial statements.
Financial Highlights – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — SelectedPer-Share Data(1) — | | | — Ratios and Supplemental Data — | |
Class | | Net Asset Value at Beginning of Period | | | Net Investment Income (Loss) | | | Net Realized and Unrealized Gain (Loss) on Investments | | | Total from Investment Operations | | | Dividends from Net Investment Income | | | Distributions from Capital Gains | | | Total Dividends and Distributions | | | Net Asset Value at End of Period | | | Total Return(2) | | | Net Assets at End of Period (000s) | | | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | | | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | | | Ratio of Net Investment Income (Loss) to Average Net Assets | | | Portfolio Turnover | |
|
Hartford International Opportunities HLS Fund – (continued) | |
|
For the Year Ended December 31, 2015 | |
IA | | $ | 14.13 | | | $ | 0.22 | | | $ | 0.06 | | | $ | 0.28 | | | $ | (0.22 | ) | | $ | — | | | $ | (0.22 | ) | | $ | 14.19 | | | | 1.88 | % | | $ | 1,146,250 | | | | 0.74 | % | | | 0.74 | % | | | 1.47 | % | | | 68 | % |
IB | | | 14.29 | | | | 0.18 | | | | 0.06 | | | | 0.24 | | | | (0.17 | ) | | | — | | | | (0.17 | ) | | | 14.36 | | | | 1.65 | | | | 171,538 | | | | 0.99 | | | | 0.99 | | | | 1.21 | | | | 68 | |
|
For the Year Ended December 31, 2014 | |
IA | | $ | 15.03 | | | $ | 0.19 | | | $ | (0.75 | ) | | $ | (0.56 | ) | | $ | (0.34 | ) | | $ | — | | | $ | (0.34 | ) | | $ | 14.13 | | | | (3.87 | )% | | $ | 1,239,946 | | | | 0.73 | % | | | 0.73 | % | | | 1.30 | % | | | 90 | % |
IB | | | 15.20 | | | | 0.15 | | | | (0.76 | ) | | | (0.61 | ) | | | (0.30 | ) | | | — | | | | (0.30 | ) | | | 14.29 | | | | (4.14 | ) | | | 189,053 | | | | 0.98 | | | | 0.98 | | | | 1.02 | | | | 90 | |
|
Hartford MidCap HLS Fund | |
|
For theSix-Month Period Ended June 30, 2019 (Unaudited) | |
IA | | $ | 33.77 | | | $ | ��� | | | $ | 8.79 | | | $ | 8.79 | | | $ | — | | | $ | — | | | $ | — | | | $ | 42.56 | | | | 26.03 | %(4) | | $ | 2,122,667 | | | | 0.70 | %(5) | | | 0.70 | %(5) | | | (0.02 | )%(5) | | | 11 | % |
IB | | | 32.85 | | | | (0.05 | ) | | | 8.53 | | | | 8.48 | | | | — | | | | — | | | | — | | | | 41.33 | | | | 25.84 | (4) | | | 55,210 | | | | 0.95 | (5) | | | 0.95 | (5) | | | (0.27 | )(5) | | | 11 | |
|
For the Year Ended December 31, 2018 | |
IA | | $ | 40.10 | | | $ | 0.01 | | | $ | (2.35 | ) | | $ | (2.34 | ) | | $ | (0.01 | ) | | $ | (3.98 | ) | | $ | (3.99 | ) | | $ | 33.77 | | | | (7.44 | )% | | $ | 1,768,712 | | | | 0.69 | % | | | 0.69 | % | | | 0.03 | % | | | 35 | % |
IB | | | 39.18 | | | | (0.09 | ) | | | (2.26 | ) | | | (2.35 | ) | | | — | | | | (3.98 | ) | | | (3.98 | ) | | | 32.85 | | | | (7.65 | ) | | | 46,186 | | | | 0.94 | | | | 0.94 | | | | (0.22 | ) | | | 35 | |
|
For the Year Ended December 31, 2017 | |
IA | | $ | 33.83 | | | $ | 0.01 | | | $ | 8.11 | | | $ | 8.12 | | | $ | — | | | $ | (1.85 | ) | | $ | (1.85 | ) | | $ | 40.10 | | | | 24.47 | % | | $ | 2,156,044 | | | | 0.70 | % | | | 0.70 | % | | | 0.02 | % | | | 36 | % |
IB | | | 33.17 | | | | (0.08 | ) | | | 7.94 | | | | 7.86 | | | | — | | | | (1.85 | ) | | | (1.85 | ) | | | 39.18 | | | | 24.17 | | | | 58,850 | | | | 0.95 | | | | 0.95 | | | | (0.23 | ) | | | 36 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 33.66 | | | $ | 0.05 | | | $ | 3.80 | | | $ | 3.85 | | | $ | (0.06 | ) | | $ | (3.62 | ) | | $ | (3.68 | ) | | $ | 33.83 | | | | 11.98 | % | | $ | 1,721,029 | | | | 0.71 | % | | | 0.71 | % | | | 0.16 | % | | | 32 | % |
IB | | | 33.11 | | | | (0.03 | ) | | | 3.72 | | | | 3.69 | | | | (0.01 | ) | | | (3.62 | ) | | | (3.63 | ) | | | 33.17 | | | | 11.69 | | | | 93,567 | | | | 0.96 | | | | 0.96 | | | | (0.09 | ) | | | 32 | |
|
For the Year Ended December 31, 2015 | |
IA | | $ | 37.28 | | | $ | 0.03 | | | $ | 0.83 | | | $ | 0.86 | | | $ | (0.03 | ) | | $ | (4.45 | ) | | $ | (4.48 | ) | | $ | 33.66 | | | | 1.60 | % | | $ | 1,647,715 | | | | 0.70 | % | | | 0.70 | % | | | 0.08 | % | | | 38 | % |
IB | | | 36.83 | | | | (0.06 | ) | | | 0.82 | | | | 0.76 | | | | (0.03 | ) | | | (4.45 | ) | | | (4.48 | ) | | | 33.11 | | | | 1.34 | | | | 104,395 | | | | 0.95 | | | | 0.95 | | | | (0.16 | ) | | | 38 | |
|
For the Year Ended December 31, 2014 | |
IA | | $ | 37.87 | | | $ | 0.04 | | | $ | 4.22 | | | $ | 4.26 | | | $ | (0.04 | ) | | $ | (4.81 | ) | | $ | (4.85 | ) | | $ | 37.28 | | | | 11.37 | % | | $ | 1,669,393 | | | | 0.70 | % | | | 0.70 | % | | | 0.10 | % | | | 42 | % |
IB | | | 37.52 | | | | (0.06 | ) | | | 4.18 | | | | 4.12 | | | | — | | | | (4.81 | ) | | | (4.81 | ) | | | 36.83 | | | | 11.09 | | | | 83,562 | | | | 0.95 | | | | 0.95 | | | | (0.15 | ) | | | 42 | |
|
Hartford MidCap Growth HLS Fund | |
|
For theSix-Month Period Ended June 30, 2019 (Unaudited) | |
IA | | $ | 7.17 | | | $ | (0.01 | ) | | $ | 2.00 | | | $ | 1.99 | | | $ | — | | | $ | — | | | $ | — | | | $ | 9.16 | | | | 27.75 | %(4) | | $ | 81,133 | | | | 0.92 | %(5) | | | 0.92 | %(5) | | | (0.29 | )%(5) | | | 22 | % |
IB | | | 7.12 | | | | (0.02 | ) | | | 1.98 | | | | 1.96 | | | | — | | | | — | | | | — | | | | 9.08 | | | | 27.53 | (4) | | | 14,499 | | | | 1.17 | (5) | | | 1.17 | (5) | | | (0.54 | )(5) | | | 22 | |
|
For the Year Ended December 31, 2018 | |
IA | | $ | 8.81 | | | $ | 0.02 | | | $ | (0.74 | ) | | $ | (0.72 | ) | | $ | (0.06 | ) | | $ | (0.86 | ) | | $ | (0.92 | ) | | $ | 7.17 | | | | (10.05 | )% | | $ | 64,744 | | | | 0.91 | % | | | 0.91 | % | | | 0.20 | % | | | 160 | % |
IB | | | 8.75 | | | | — | | | | (0.73 | ) | | | (0.73 | ) | | | (0.04 | ) | | | (0.86 | ) | | | (0.90 | ) | | | 7.12 | | | | (10.25 | ) | | | 11,363 | | | | 1.16 | | | | 1.16 | | | | (0.05 | ) | | | 160 | |
|
For the Year Ended December 31, 2017 | |
IA | | $ | 8.03 | | | $ | 0.08 | | | $ | 1.04 | | | $ | 1.12 | | | $ | (0.07 | ) | | $ | (0.27 | ) | | $ | (0.34 | ) | | $ | 8.81 | | | | 14.43 | % | | $ | 84,144 | | | | 0.92 | % | | | 0.92 | % | | | 0.91 | % | | | 82 | % |
IB | | | 7.99 | | | | 0.05 | | | | 1.03 | | | | 1.08 | | | | (0.05 | ) | | | (0.27 | ) | | | (0.32 | ) | | | 8.75 | | | | 13.94 | | | | 14,851 | | | | 1.17 | | | | 1.17 | | | | 0.66 | | | | 82 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 7.45 | | | $ | 0.09 | | | $ | 1.09 | | | $ | 1.18 | | | $ | (0.11 | ) | | $ | (0.49 | ) | | $ | (0.60 | ) | | $ | 8.03 | | | | 16.48 | % | | $ | 87,752 | | | | 0.92 | % | | | 0.92 | % | | | 1.25 | % | | | 96 | % |
IB | | | 7.40 | | | | 0.07 | | | | 1.09 | | | | 1.16 | | | | (0.08 | ) | | | (0.49 | ) | | | (0.57 | ) | | | 7.99 | | | | 16.33 | | | | 17,125 | | | | 1.17 | | | | 1.17 | | | | 1.01 | | | | 96 | |
|
For the Year Ended December 31, 2015 | |
IA | | $ | 9.47 | | | $ | 0.12 | | | $ | (0.46 | ) | | $ | (0.34 | ) | | $ | (0.12 | ) | | $ | (1.56 | ) | | $ | (1.68 | ) | | $ | 7.45 | | | | (4.73 | )% | | $ | 79,379 | | | | 0.88 | % | | | 0.88 | % | | | 1.39 | % | | | 80 | % |
IB | | | 9.41 | | | | 0.10 | | | | (0.46 | ) | | | (0.36 | ) | | | (0.09 | ) | | | (1.56 | ) | | | (1.65 | ) | | | 7.40 | | | | (4.97 | ) | | | 16,501 | | | | 1.13 | | | | 1.13 | | | | 1.12 | | | | 80 | |
|
For the Year Ended December 31, 2014 | |
IA | | $ | 11.29 | | | $ | 0.13 | | | $ | 0.43 | | | $ | 0.56 | | | $ | (0.18 | ) | | $ | (2.20 | ) | | $ | (2.38 | ) | | $ | 9.47 | | | | 5.22 | % | | $ | 98,069 | | | | 0.85 | % | | | 0.85 | % | | | 1.20 | % | | | 108 | % |
IB | | | 11.22 | | | | 0.10 | | | | 0.44 | | | | 0.54 | | | | (0.15 | ) | | | (2.20 | ) | | | (2.35 | ) | | | 9.41 | | | | 5.00 | | | | 23,239 | | | | 1.10 | | | | 1.10 | | | | 0.96 | | | | 108 | |
The accompanying notes are an integral part of these financial statements.
Financial Highlights – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — SelectedPer-Share Data(1) — | | | — Ratios and Supplemental Data — | |
Class | | Net Asset Value at Beginning of Period | | | Net Investment Income (Loss) | | | Net Realized and Unrealized Gain (Loss) on Investments | | | Total from Investment Operations | | | Dividends from Net Investment Income | | | Distributions from Capital Gains | | | Total Dividends and Distributions | | | Net Asset Value at End of Period | | | Total Return(2) | | | Net Assets at End of Period (000s) | | | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | | | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | | | Ratio of Net Investment Income (Loss) to Average Net Assets | | | Portfolio Turnover | |
|
Hartford MidCap Value HLS Fund | |
|
For theSix-Month Period Ended June 30, 2019 (Unaudited) | |
IA | | $ | 9.93 | | | $ | 0.07 | | | $ | 1.66 | | | $ | 1.73 | | | $ | — | | | $ | — | | | $ | — | | | $ | 11.66 | | | | 17.42 | %(4) | | $ | 235,766 | | | | 0.86 | %(5) | | | 0.82 | %(5) | | | 1.21 | %(5) | | | 30 | % |
IB | | | 9.88 | | | | 0.05 | | | | 1.65 | | | | 1.70 | | | | — | | | | — | | | | — | | | | 11.58 | | | | 17.21 | (4) | | | 70,908 | | | | 1.11 | (5) | | | 1.07 | (5) | | | 0.96 | (5) | | | 30 | |
|
For the Year Ended December 31, 2018 | |
IA | | $ | 12.60 | | | $ | 0.08 | | | $ | (1.76 | ) | | $ | (1.68 | ) | | $ | (0.13 | ) | | $ | (0.86 | ) | | $ | (0.99 | ) | | $ | 9.93 | | | | (14.57 | )% | | $ | 216,868 | | | | 0.85 | % | | | 0.85 | % | | | 0.63 | % | | | 42 | % |
IB | | | 12.50 | | | | 0.05 | | | | (1.75 | ) | | | (1.70 | ) | | | (0.06 | ) | | | (0.86 | ) | | | (0.92 | ) | | | 9.88 | | | | (14.77 | ) | | | 64,800 | | | | 1.10 | | | | 1.10 | | | | 0.38 | | | | 42 | |
|
For the Year Ended December 31, 2017 | |
IA | | $ | 12.00 | | | $ | 0.05 | | | $ | 1.47 | | | $ | 1.52 | | | $ | (0.07 | ) | | $ | (0.85 | ) | | $ | (0.92 | ) | | $ | 12.60 | | | | 13.47 | % | | $ | 287,688 | | | | 0.86 | % | | | 0.86 | % | | | 0.39 | % | | | 32 | % |
IB | | | 11.91 | | | | 0.02 | | | | 1.46 | | | | 1.48 | | | | (0.04 | ) | | | (0.85 | ) | | | (0.89 | ) | | | 12.50 | | | | 13.18 | | | | 87,149 | | | | 1.11 | | | | 1.11 | | | | 0.14 | | | | 32 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 12.33 | | | $ | 0.07 | | | $ | 1.40 | | | $ | 1.47 | | | $ | (0.07 | ) | | $ | (1.73 | ) | | $ | (1.80 | ) | | $ | 12.00 | | | | 12.82 | % | | $ | 289,872 | | | | 0.86 | % | | | 0.86 | % | | | 0.61 | % | | | 38 | % |
IB | | | 12.24 | | | | 0.04 | | | | 1.39 | | | | 1.43 | | | | (0.03 | ) | | | (1.73 | ) | | | (1.76 | ) | | | 11.91 | | | | 12.56 | | | | 89,704 | | | | 1.11 | | | | 1.11 | | | | 0.36 | | | | 38 | |
|
For the Year Ended December 31, 2015 | |
IA | | $ | 14.60 | | | $ | 0.07 | | | $ | (0.15 | ) | | $ | (0.08 | ) | | $ | (0.09 | ) | | $ | (2.10 | ) | | $ | (2.19 | ) | | $ | 12.33 | | | | (1.21 | )% | | $ | 291,174 | | | | 0.84 | % | | | 0.84 | % | | | 0.49 | % | | | 29 | % |
IB | | | 14.50 | | | | 0.03 | | | | (0.15 | ) | | | (0.12 | ) | | | (0.04 | ) | | | (2.10 | ) | | | (2.14 | ) | | | 12.24 | | | | (1.45 | ) | | | 91,720 | | | | 1.09 | | | | 1.09 | | | | 0.24 | | | | 29 | |
|
For the Year Ended December 31, 2014 | |
IA | | $ | 15.51 | | | $ | 0.09 | | | $ | 1.19 | | | $ | 1.28 | | | $ | (0.11 | ) | | $ | (2.08 | ) | | $ | (2.19 | ) | | $ | 14.60 | | | | 8.22 | % | | $ | 345,084 | | | | 0.84 | % | | | 0.84 | % | | | 0.60 | % | | | 31 | % |
IB | | | 15.42 | | | | 0.05 | | | | 1.18 | | | | 1.23 | | | | (0.07 | ) | | | (2.08 | ) | | | (2.15 | ) | | | 14.50 | | | | 7.91 | | | | 110,819 | | | | 1.09 | | | | 1.09 | | | | 0.35 | | | | 31 | |
|
Hartford Small Cap Growth HLS Fund | |
|
For theSix-Month Period Ended June 30, 2019 (Unaudited) | |
IA | | $ | 26.76 | | | $ | 0.01 | | | $ | 6.34 | | | $ | 6.35 | | | $ | — | | | $ | — | | | $ | — | | | $ | 33.11 | | | | 23.73 | %(4) | | $ | 946,869 | | | | 0.64 | %(5) | | | 0.64 | %(5) | | | 0.06 | %(5) | | | 20 | % |
IB | | | 25.95 | | | | (0.03 | ) | | | 6.15 | | | | 6.12 | | | | — | | | | — | | | | — | | | | 32.07 | | | | 23.58 | (4) | | | 365,888 | | | | 0.89 | (5) | | | 0.89 | (5) | | | (0.19 | )(5) | | | 20 | |
|
For the Year Ended December 31, 2018 | |
IA | | $ | 32.13 | | | $ | (0.01 | ) | | $ | (3.27 | ) | | $ | (3.28 | ) | | $ | — | | | $ | (2.09 | ) | | $ | (2.09 | ) | | $ | 26.76 | | | | (11.70 | )% | | $ | 803,907 | | | | 0.64 | % | | | 0.64 | % | | | (0.03 | )% | | | 86 | % |
IB | | | 31.28 | | | | (0.09 | ) | | | (3.15 | ) | | | (3.24 | ) | | | — | | | | (2.09 | ) | | | (2.09 | ) | | | 25.95 | | | | (11.89 | ) | | | 312,475 | | | | 0.89 | | | | 0.89 | | | | (0.28 | ) | | | 86 | |
|
For the Year Ended December 31, 2017 | |
IA | | $ | 26.77 | | | $ | (0.02 | ) | | $ | 5.39 | | | $ | 5.37 | | | $ | (0.01 | ) | | $ | — | | | $ | (0.01 | ) | | $ | 32.13 | | | | 20.07 | % | | $ | 960,690 | | | | 0.65 | % | | | 0.65 | % | | | (0.06 | )% | | | 51 | % |
IB | | | 26.12 | | | | (0.09 | ) | | | 5.25 | | | | 5.16 | | | | — | | | | — | | | | — | | | | 31.28 | | | | 19.75 | | | | 374,342 | | | | 0.90 | | | | 0.90 | | | | (0.31 | ) | | | 51 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 24.93 | | | $ | 0.04 | | | $ | 2.98 | | | $ | 3.02 | | | $ | (0.04 | ) | | $ | (1.14 | ) | | $ | (1.18 | ) | | $ | 26.77 | | | | 12.37 | % | | $ | 972,576 | | | | 0.65 | % | | | 0.65 | % | | | 0.17 | % | | | 51 | % |
IB | | | 24.38 | | | | (0.02 | ) | | | 2.90 | | | | 2.88 | | | | — | | | | (1.14 | ) | | | (1.14 | ) | | | 26.12 | | | | 12.08 | | | | 226,557 | | | | 0.90 | | | | 0.90 | | | | (0.08 | ) | | | 51 | |
|
For the Year Ended December 31, 2015 | |
IA | | $ | 27.95 | | | $ | 0.07 | | | $ | (0.02 | ) | | $ | 0.05 | | | $ | (0.02 | ) | | $ | (3.05 | ) | | $ | (3.07 | ) | | $ | 24.93 | | | | (0.55 | )% | | $ | 913,414 | | | | 0.65 | % | | | 0.65 | % | | | 0.25 | % | | | 59 | % |
IB | | | 27.44 | | | | (0.01 | ) | | | — | | | | (0.01 | ) | | | — | | | | (3.05 | ) | | | (3.05 | ) | | | 24.38 | | | | (0.79 | ) | | | 209,948 | | | | 0.90 | | | | 0.90 | | | | (0.03 | ) | | | 59 | |
|
For the Year Ended December 31, 2014 | |
IA | | $ | 32.60 | | | $ | 0.06 | | | $ | 1.48 | | | $ | 1.54 | | | $ | (0.02 | ) | | $ | (6.17 | ) | | $ | (6.19 | ) | | $ | 27.95 | | | | 5.83 | % | | $ | 557,200 | | | | 0.65 | % | | | 0.65 | % | | | 0.19 | % | | | 117 | % |
IB | | | 32.17 | | | | (0.02 | ) | | | 1.46 | | | | 1.44 | | | | — | | | | (6.17 | ) | | | (6.17 | ) | | | 27.44 | | | | 5.57 | | | | 115,230 | | | | 0.90 | | | | 0.90 | | | | (0.06 | ) | | | 117 | |
|
Hartford Small Company HLS Fund | |
|
For theSix-Month Period Ended June 30, 2019 (Unaudited) | |
IA | | $ | 18.38 | | | $ | (0.02 | ) | | $ | 5.17 | | | $ | 5.15 | | | $ | — | | | $ | — | | | $ | — | | | $ | 23.53 | | | | 28.02 | %(4) | | $ | 581,277 | | | | 0.79 | %(5) | | | 0.79 | %(5) | | | (0.18 | )%(5) | | | 34 | % |
IB | | | 16.94 | | | | (0.04 | ) | | | 4.77 | | | | 4.73 | | | | — | | | | — | | | | — | | | | 21.67 | | | | 27.92 | (4) | | | 53,148 | | | | 1.04 | (5) | | | 1.04 | (5) | | | (0.43 | )(5) | | | 34 | |
|
For the Year Ended December 31, 2018 | |
IA | | $ | 20.42 | | | $ | (0.10 | ) | | $ | (0.46 | ) | | $ | (0.56 | ) | | $ | — | | | $ | (1.48 | ) | | $ | (1.48 | ) | | $ | 18.38 | | | | (4.23 | )% | | $ | 473,098 | | | | 0.78 | % | | | 0.78 | % | | | (0.47 | )% | | | 100 | % |
IB | | | 18.97 | | | | (0.15 | ) | | | (0.40 | ) | | | (0.55 | ) | | | — | | | | (1.48 | ) | | | (1.48 | ) | | | 16.94 | | | | (4.51 | ) | | | 46,402 | | | | 1.03 | | | | 1.03 | | | | (0.73 | ) | | | 100 | |
The accompanying notes are an integral part of these financial statements.
Financial Highlights – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — SelectedPer-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, 2017 | |
IA | | $ | 16.16 | | | $ | (0.06 | ) | | $ | 4.32 | | | $ | 4.26 | | | $ | — | | | $ | — | | | $ | — | | | $ | 20.42 | | | | 26.36 | % | | $ | 551,010 | | | | 0.78 | % | | | 0.78 | % | | | (0.33 | )% | | | 107 | % |
IB | | | 15.05 | | | | (0.10 | ) | | | 4.02 | | | | 3.92 | | | | — | | | | — | | | | — | | | | 18.97 | | | | 26.05 | | | | 57,193 | | | | 1.03 | | | | 1.03 | | | | (0.58 | ) | | | 107 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 17.52 | | | $ | (0.01 | ) | | $ | 0.33 | (8) | | $ | 0.32 | | | $ | — | | | $ | (1.68 | ) | | $ | (1.68 | ) | | $ | 16.16 | | | | 2.04 | % | | $ | 834,044 | | | | 0.76 | % | | | 0.76 | % | | | (0.08 | )% | | | 94 | % |
IB | | | 16.47 | | | | (0.05 | ) | | | 0.31 | (8) | | | 0.26 | | | | — | | | | (1.68 | ) | | | (1.68 | ) | | | 15.05 | | | | 1.81 | | | | 73,108 | | | | 1.01 | | | | 1.01 | | | | (0.34 | ) | | | 94 | |
|
For the Year Ended December 31, 2015 | |
IA | | $ | 23.33 | | | $ | (0.02 | ) | | $ | (1.43 | ) | | $ | (1.45 | ) | | $ | — | | | $ | (4.36 | ) | | $ | (4.36 | ) | | $ | 17.52 | | | | (8.21 | )% | | $ | 1,117,778 | | | | 0.71 | % | | | 0.71 | % | | | (0.11 | )% | | | 88 | % |
IB | | | 22.24 | | | | (0.07 | ) | | | (1.34 | ) | | | (1.41 | ) | | | — | | | | (4.36 | ) | | | (4.36 | ) | | | 16.47 | | | | (8.45 | ) | | | 98,501 | | | | 0.96 | | | | 0.96 | | | | (0.36 | ) | | | 88 | |
|
For the Year Ended December 31, 2014 | |
IA | | $ | 26.43 | | | $ | (0.09 | ) | | $ | 1.78 | | | $ | 1.69 | | | $ | — | | | $ | (4.79 | ) | | $ | (4.79 | ) | | $ | 23.33 | | | | 7.07 | % | | $ | 1,279,533 | | | | 0.71 | % | | | 0.71 | % | | | (0.35 | )% | | | 90 | % |
IB | | | 25.46 | | | | (0.15 | ) | | | 1.72 | | | | 1.57 | | | | — | | | | (4.79 | ) | | | (4.79 | ) | | | 22.24 | | | | 6.85 | | | | 123,799 | | | | 0.96 | | | | 0.96 | | | | (0.60 | ) | | | 90 | |
|
Hartford Stock HLS Fund | |
|
For theSix-Month Period Ended June 30, 2019 (Unaudited) | |
IA | | $ | 78.10 | | | $ | 0.70 | | | $ | 15.62 | | | $ | 16.32 | | | $ | — | | | $ | — | | | $ | — | | | $ | 94.42 | | | | 20.90 | %(4) | | $ | 1,360,542 | | | | 0.52 | %(5) | | | 0.52 | %(5) | | | 1.61 | %(5) | | | 7 | % |
IB | | | 78.11 | | | | 0.59 | | | | 15.61 | | | | 16.20 | | | | — | | | | — | | | | — | | | | 94.31 | | | | 20.74 | (4) | | | 134,187 | | | | 0.77 | (5) | | | 0.77 | (5) | | | 1.35 | (5) | | | 7 | |
|
For the Year Ended December 31, 2018 | |
IA | | $ | 79.57 | | | $ | 1.31 | | | $ | (1.45 | ) | | $ | (0.14 | ) | | $ | (1.33 | ) | | $ | — | | | $ | (1.33 | ) | | $ | 78.10 | | | | (0.14 | )% | | $ | 1,201,873 | | | | 0.51 | % | | | 0.51 | % | | | 1.60 | % | | | 22 | % |
IB | | | 79.54 | | | | 1.10 | | | | (1.43 | ) | | | (0.33 | ) | | | (1.10 | ) | | | — | | | | (1.10 | ) | | | 78.11 | | | | (0.38 | ) | | | 120,176 | | | | 0.76 | | | | 0.76 | | | | 1.34 | | | | 22 | |
|
For the Year Ended December 31, 2017 | |
IA | | $ | 67.55 | | | $ | 1.30 | | | $ | 12.10 | | | $ | 13.40 | | | $ | (1.38 | ) | | $ | — | | | $ | (1.38 | ) | | $ | 79.57 | | | | 19.85 | % | | $ | 1,378,245 | | | | 0.52 | % | | | 0.52 | % | | | 1.76 | % | | | 14 | % |
IB | | | 67.53 | | | | 1.11 | | | | 12.08 | | | | 13.19 | | | | (1.18 | ) | | | — | | | | (1.18 | ) | | | 79.54 | | | | 19.54 | | | | 143,370 | | | | 0.77 | | | | 0.77 | | | | 1.51 | | | | 14 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 64.06 | | | $ | 1.14 | | | $ | 3.61 | | | $ | 4.75 | | | $ | (1.26 | ) | | $ | — | | | $ | (1.26 | ) | | $ | 67.55 | | | | 7.41 | % | | $ | 1,312,626 | | | | 0.52 | % | | | 0.52 | % | | | 1.72 | % | | | 29 | % |
IB | | | 64.03 | | | | 0.97 | | | | 3.61 | | | | 4.58 | | | | (1.08 | ) | | | — | | | | (1.08 | ) | | | 67.53 | | | | 7.14 | | | | 140,317 | | | | 0.77 | | | | 0.77 | | | | 1.47 | | | | 29 | |
|
For the Year Ended December 31, 2015 | |
IA | | $ | 63.49 | | | $ | 1.19 | | | $ | 0.56 | | | $ | 1.75 | | | $ | (1.18 | ) | | $ | — | | | $ | (1.18 | ) | | $ | 64.06 | | | | 2.74 | % | | $ | 1,388,110 | | | | 0.51 | % | | | 0.51 | % | | | 1.86 | % | | | 23 | % |
IB | | | 63.46 | | | | 1.03 | | | | 0.54 | | | | 1.57 | | | | (1.00 | ) | | | — | | | | (1.00 | ) | | | 64.03 | | | | 2.48 | | | | 155,722 | | | | 0.76 | | | | 0.76 | | | | 1.61 | | | | 23 | |
|
For the Year Ended December 31, 2014 | |
IA | | $ | 58.07 | | | $ | 1.07 | | | $ | 5.51 | | | $ | 6.58 | | | $ | (1.16 | ) | | $ | — | | | $ | (1.16 | ) | | $ | 63.49 | | | | 11.31 | % | | $ | 1,552,777 | | | | 0.50 | % | | | 0.50 | % | | | 1.79 | % | | | 20 | % |
IB | | | 58.04 | | | | 0.92 | | | | 5.50 | | | | 6.42 | | | | (1.00 | ) | | | — | | | | (1.00 | ) | | | 63.46 | | | | 11.04 | | | | 182,112 | | | | 0.75 | | | | 0.75 | | | | 1.54 | | | | 20 | |
|
Hartford Total Return Bond HLS Fund | |
|
For theSix-Month Period Ended June 30, 2019 (Unaudited) | |
IA | | $ | 10.76 | | | $ | 0.18 | (12) | | $ | 0.59 | (12) | | $ | 0.77 | | | $ | — | | | $ | — | | | $ | — | | | $ | 11.53 | | | | 7.26 | %(4) | | $ | 1,916,858 | | | | 0.51 | %(5) | | | 0.51 | %(5) | | | 3.33 | %(5)(12) | | | 31 | % |
IB | | | 10.70 | | | | 0.17 | (12) | | | 0.58 | (12) | | | 0.75 | | | | — | | | | — | | | | — | | | | 11.45 | | | | 7.01 | (4) | | | 219,249 | | | | 0.76 | (5) | | | 0.76 | (5) | | | 3.08 | (5)(12) | | | 31 | |
|
For the Year Ended December 31, 2018 | |
IA | | $ | 11.32 | | | $ | 0.35 | | | $ | (0.43 | ) | | $ | (0.08 | ) | | $ | (0.44 | ) | | $ | (0.04 | ) | | $ | (0.48 | ) | | $ | 10.76 | | | | (0.81 | )% | | $ | 1,871,299 | | | | 0.51 | % | | | 0.51 | % | | | 3.23 | % | | | 53 | % |
IB | | | 11.25 | | | | 0.33 | | | | (0.43 | ) | | | (0.10 | ) | | | (0.41 | ) | | | (0.04 | ) | | | (0.45 | ) | | | 10.70 | | | | (0.91 | ) | | | 215,123 | | | | 0.76 | | | | 0.76 | | | | 2.98 | | | | 53 | |
|
For the Year Ended December 31, 2017 | |
IA | | $ | 11.09 | | | $ | 0.34 | | | $ | 0.23 | | | $ | 0.57 | | | $ | (0.34 | ) | | $ | — | | | $ | (0.34 | ) | | $ | 11.32 | | | | 5.16 | % | | $ | 2,157,506 | | | | 0.51 | % | | | 0.51 | % | | | 2.99 | % | | | 89 | % |
IB | | | 11.03 | | | | 0.31 | | | | 0.22 | | | | 0.53 | | | | (0.31 | ) | | | — | | | | (0.31 | ) | | | 11.25 | | | | 4.80 | | | | 248,785 | | | | 0.76 | | | | 0.76 | | | | 2.74 | | | | 89 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 10.93 | | | $ | 0.36 | | | $ | 0.13 | | | $ | 0.49 | | | $ | (0.29 | ) | | $ | (0.04 | ) | | $ | (0.33 | ) | | $ | 11.09 | | | | 4.49 | % | | $ | 2,244,505 | | | | 0.52 | % | | | 0.52 | % | | | 3.16 | % | | | 36 | % |
IB | | | 10.87 | | | | 0.33 | | | | 0.13 | | | | 0.46 | | | | (0.26 | ) | | | (0.04 | ) | | | (0.30 | ) | | | 11.03 | | | | 4.22 | | | | 262,187 | | | | 0.77 | | | | 0.77 | | | | 2.91 | | | | 36 | |
The accompanying notes are an integral part of these financial statements.
Financial Highlights – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — SelectedPer-Share Data(1) — | | | — Ratios and Supplemental Data — | |
Class | | Net Asset Value at Beginning of Period | | | Net Investment Income (Loss) | | | Net Realized and Unrealized Gain (Loss) on Investments | | | Total from Investment Operations | | | Dividends from Net Investment Income | | | Distributions from Capital Gains | | | Total Dividends and Distributions | | | Net Asset Value at End of Period | | | Total Return(2) | | | Net Assets at End of Period (000s) | | | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | | | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | | | Ratio of Net Investment Income (Loss) to Average Net Assets | | | Portfolio Turnover | |
|
Hartford Total Return Bond HLS Fund – (continued) | |
|
For the Year Ended December 31, 2015 | |
IA | | $ | 11.63 | | | $ | 0.33 | | | $ | (0.39 | ) | | $ | (0.06 | ) | | $ | (0.36 | ) | | $ | (0.28 | ) | | $ | (0.64 | ) | | $ | 10.93 | | | | (0.59 | )% | | $ | 2,448,280 | | | | 0.51 | % | | | 0.51 | % | | | 2.88 | % | | | 66 | % |
IB | | | 11.56 | | | | 0.30 | | | | (0.39 | ) | | | (0.09 | ) | | | (0.32 | ) | | | (0.28 | ) | | | (0.60 | ) | | | 10.87 | | | | (0.81 | ) | | | 295,006 | | | | 0.76 | | | | 0.76 | | | | 2.63 | | | | 66 | |
|
For the Year Ended December 31, 2014 | |
IA | | $ | 11.35 | | | $ | 0.33 | | | $ | 0.34 | | | $ | 0.67 | | | $ | (0.39 | ) | | $ | — | | | $ | (0.39 | ) | | $ | 11.63 | | | | 5.89 | %�� | | $ | 2,879,633 | | | | 0.50 | % | | | 0.50 | % | | | 2.85 | % | | | 84 | % |
IB | | | 11.27 | | | | 0.30 | | | | 0.34 | | | | 0.64 | | | | (0.35 | ) | | | — | | | | (0.35 | ) | | | 11.56 | | | | 5.68 | | | | 360,006 | | | | 0.75 | | | | 0.75 | | | | 2.60 | | | | 84 | |
|
Hartford Ultrashort Bond HLS Fund | |
|
For theSix-Month Period Ended June 30, 2019 (Unaudited) | |
IA | | $ | 10.10 | | | $ | 0.12 | | | $ | 0.05 | | | $ | 0.17 | | | $ | — | | | $ | — | | | $ | — | | | $ | 10.27 | | | | 1.68 | %(4) | | $ | 431,444 | | | | 0.45 | %(5) | | | 0.45 | %(5) | | | 2.30 | %(5) | | | 30 | % |
IB | | | 10.09 | | | | 0.10 | | | | 0.06 | | | | 0.16 | | | | — | | | | — | | | | — | | | | 10.25 | | | | 1.59 | (4) | | | 61,829 | | | | 0.70 | (5) | | | 0.70 | (5) | | | 2.05 | (5) | | | 30 | |
|
For the Year Ended December 31, 2018 | |
IA | | $ | 10.06 | | | $ | 0.18 | | | $ | (0.02 | ) | | $ | 0.16 | | | $ | (0.12 | ) | | $ | — | | | $ | (0.12 | ) | | $ | 10.10 | | | | 1.57 | % | | $ | 437,160 | | | | 0.45 | % | | | 0.45 | % | | | 1.77 | % | | | 51 | % |
IB | | | 10.05 | | | | 0.15 | | | | (0.02 | ) | | | 0.13 | | | | (0.09 | ) | | | — | | | | (0.09 | ) | | | 10.09 | | | | 1.27 | | | | 64,859 | | | | 0.70 | | | | 0.70 | | | | 1.52 | | | | 51 | |
|
For the Year Ended December 31, 2017 | |
IA | | $ | 10.04 | | | $ | 0.10 | | | $ | — | (8) | | $ | 0.10 | | | $ | (0.08 | ) | | $ | — | | | $ | (0.08 | ) | | $ | 10.06 | | | | 1.01 | % | | $ | 460,643 | | | | 0.45 | % | | | 0.45 | % | | | 1.00 | % | | | 60 | % |
IB | | | 10.02 | | | | 0.07 | | | | 0.01 | (8) | | | 0.08 | | | | (0.05 | ) | | | — | | | | (0.05 | ) | | | 10.05 | | | | 0.80 | | | | 65,424 | | | | 0.70 | | | | 0.70 | | | | 0.75 | | | | 60 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 9.99 | | | $ | 0.06 | | | $ | 0.04 | | | $ | 0.10 | | | $ | (0.05 | ) | | $ | — | | | $ | (0.05 | ) | | $ | 10.04 | | | | 0.97 | % | | $ | 533,091 | | | | 0.45 | % | | | 0.45 | % | | | 0.61 | % | | | 51 | % |
IB | | | 9.97 | | | | 0.04 | | | | 0.02 | | | | 0.06 | | | | (0.01 | ) | | | — | | | | (0.01 | ) | | | 10.02 | | | | 0.64 | | | | 78,658 | | | | 0.70 | | | | 0.70 | | | | 0.35 | | | | 51 | |
|
For the Year Ended December 31, 2015 | |
IA | | $ | 10.01 | | | $ | 0.03 | | | $ | (0.02 | ) | | $ | 0.01 | | | $ | (0.03 | ) | | $ | — | | | $ | (0.03 | ) | | $ | 9.99 | | | | 0.13 | % | | $ | 611,087 | | | | 0.43 | % | | | 0.43 | % | | | 0.33 | % | | | 35 | % |
IB | | | 9.98 | | | | 0.01 | | | | (0.02 | ) | | | (0.01 | ) | | | — | | | | — | | | | — | | | | 9.97 | | | | (0.09 | ) | | | 96,970 | | | | 0.68 | | | | 0.68 | | | | 0.08 | | | | 35 | |
|
For the Year Ended December 31, 2014 | |
IA | | $ | 10.00 | | | $ | 0.02 | | | $ | (0.01 | ) | | $ | 0.01 | | | $ | — | | | $ | — | | | $ | — | | | $ | 10.01 | | | | 0.10 | % | | $ | 745,597 | | | | 0.43 | % | | | 0.43 | % | | | 0.23 | % | | | 40 | % |
IB | | | 9.99 | | | | — | | | | (0.01 | ) | | | (0.01 | ) | | | — | | | | — | | | | — | | | | 9.98 | | | | (0.10 | ) | | | 121,168 | | | | 0.68 | | | | 0.68 | | | | (0.02 | ) | | | 40 | |
|
Hartford U.S. Government Securities HLS Fund | |
|
For theSix-Month Period Ended June 30, 2019 (Unaudited) | |
IA | | $ | 10.05 | | | $ | 0.11 | | | $ | 0.29 | | | $ | 0.40 | | | $ | — | | | $ | — | | | $ | — | | | $ | 10.45 | | | | 3.98 | %(4) | | $ | 277,069 | | | | 0.53 | %(5) | | | 0.53 | %(5) | | | 2.15 | %(5) | | | 33 | % |
IB | | | 10.04 | | | | 0.10 | | | | 0.29 | | | | 0.39 | | | | — | | | | — | | | | — | | | | 10.43 | | | | 3.88 | (4) | | | 57,530 | | | | 0.78 | (5) | | | 0.78 | (5) | | | 1.90 | (5) | | | 33 | |
|
For the Year Ended December 31, 2018 | |
IA | | $ | 10.21 | | | $ | 0.21 | | | $ | (0.13 | ) | | $ | 0.08 | | | $ | (0.24 | ) | | $ | — | | | $ | (0.24 | ) | | $ | 10.05 | | | | 0.85 | % | | $ | 286,243 | | | | 0.52 | % | | | 0.52 | % | | | 2.08 | % | | | 42 | % |
IB | | | 10.20 | | | | 0.18 | | | | (0.13 | ) | | | 0.05 | | | | (0.21 | ) | | | — | | | | (0.21 | ) | | | 10.04 | | | | 0.55 | | | | 59,340 | | | | 0.77 | | | | 0.77 | | | | 1.83 | | | | 42 | |
|
For the Year Ended December 31, 2017 | |
IA | | $ | 10.30 | | | $ | 0.19 | | | $ | (0.05 | ) | | $ | 0.14 | | | $ | (0.23 | ) | | $ | — | | | $ | (0.23 | ) | | $ | 10.21 | | | | 1.32 | % | | $ | 329,889 | | | | 0.51 | % | | | 0.51 | % | | | 1.79 | % | | | 109 | % |
IB | | | 10.28 | | | | 0.16 | | | | (0.04 | ) | | | 0.12 | | | | (0.20 | ) | | | — | | | | (0.20 | ) | | | 10.20 | | | | 1.11 | | | | 70,185 | | | | 0.76 | | | | 0.76 | | | | 1.54 | | | | 109 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 10.34 | | | $ | 0.18 | | | $ | (0.02 | )(8) | | $ | 0.16 | | | $ | (0.20 | ) | | $ | — | | | $ | (0.20 | ) | | $ | 10.30 | | | | 1.54 | % | | $ | 368,740 | | | | 0.51 | % | | | 0.51 | % | | | 1.67 | % | | | 81 | % |
IB | | | 10.32 | | | | 0.15 | | | | (0.02 | )(8) | | | 0.13 | | | | (0.17 | ) | | | — | | | | (0.17 | ) | | | 10.28 | | | | 1.27 | | | | 79,489 | | | | 0.76 | | | | 0.76 | | | | 1.42 | | | | 81 | |
|
For the Year Ended December 31, 2015 | |
IA | | $ | 10.37 | | | $ | 0.16 | | | $ | — | | | $ | 0.16 | | | $ | (0.19 | ) | | $ | — | | | $ | (0.19 | ) | | $ | 10.34 | | | | 1.56 | % | | $ | 412,060 | | | | 0.49 | % | | | 0.49 | % | | | 1.53 | % | | | 42 | % |
IB | | | 10.34 | | | | 0.13 | | | | 0.01 | | | | 0.14 | | | | (0.16 | ) | | | — | | | | (0.16 | ) | | | 10.32 | | | | 1.35 | | | | 90,088 | | | | 0.74 | | | | 0.74 | | | | 1.28 | | | | 42 | |
|
For the Year Ended December 31, 2014 | |
IA | | $ | 10.32 | | | $ | 0.15 | | | $ | 0.14 | | | $ | 0.29 | | | $ | (0.24 | ) | | $ | — | | | $ | (0.24 | ) | | $ | 10.37 | | | | 2.81 | % | | $ | 468,967 | | | | 0.48 | % | | | 0.48 | % | | | 1.40 | % | | | 37 | % |
IB | | | 10.28 | | | | 0.12 | | | | 0.15 | | | | 0.27 | | | | (0.21 | ) | | | — | | | | (0.21 | ) | | | 10.34 | | | | 2.59 | | | | 102,235 | | | | 0.73 | | | | 0.73 | | | | 1.15 | | | | 37 | |
The accompanying notes are an integral part of these financial statements.
Financial Highlights – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — SelectedPer-Share Data(1) — | | | — Ratios and Supplemental Data — | |
Class | | Net Asset Value at Beginning of Period | | | Net Investment Income (Loss) | | | Net Realized and Unrealized Gain (Loss) on Investments | | | Total from Investment Operations | | | Dividends from Net Investment Income | | | Distributions from Capital Gains | | | Total Dividends and Distributions | | | Net Asset Value at End of Period | | | Total Return(2) | | | Net Assets at End of Period (000s) | | | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | | | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | | | Ratio of Net Investment Income (Loss) to Average Net Assets | | | Portfolio Turnover | |
|
Hartford Value HLS Fund | |
|
For theSix-Month Period Ended June 30, 2019 (Unaudited) | |
IA | | $ | 12.81 | | | $ | 0.14 | | | $ | 1.98 | | | $ | 2.12 | | | $ | — | | | $ | — | | | $ | — | | | $ | 14.93 | | | | 16.55 | %(4) | | $ | 377,316 | | | | 0.72 | %(5) | | | 0.72 | %(5) | | | 1.97 | %(5) | | | 23 | % |
IB | | | 12.79 | | | | 0.12 | | | | 1.99 | | | | 2.11 | | | | — | | | | — | | | | — | | | | 14.90 | | | | 16.50 | (4) | | | 61,619 | | | | 0.97 | (5) | | | 0.97 | (5) | | | 1.72 | (5) | | | 23 | |
|
For the Year Ended December 31, 2018 | |
IA | | $ | 16.05 | | | $ | 0.28 | | | $ | (1.75 | ) | | $ | (1.47 | ) | | $ | (0.25 | ) | | $ | (1.52 | ) | | $ | (1.77 | ) | | $ | 12.81 | | | | (10.18 | )% | | $ | 353,040 | | | | 0.71 | % | | | 0.71 | % | | | 1.80 | % | | | 28 | % |
IB | | | 16.02 | | | | 0.24 | | | | (1.74 | ) | | | (1.50 | ) | | | (0.21 | ) | | | (1.52 | ) | | | (1.73 | ) | | | 12.79 | | | | (10.40 | ) | | | 58,204 | | | | 0.96 | | | | 0.96 | | | | 1.55 | | | | 28 | |
|
For the Year Ended December 31, 2017 | |
IA | | $ | 15.27 | | | $ | 0.25 | | | $ | 1.98 | | | $ | 2.23 | | | $ | (0.28 | ) | | $ | (1.17 | ) | | $ | (1.45 | ) | | $ | 16.05 | | | | 15.44 | % | | $ | 450,788 | | | | 0.80 | % | | | 0.80 | % | | | 1.56 | % | | | 14 | % |
IB | | | 15.26 | | | | 0.21 | | | | 1.96 | | | | 2.17 | | | | (0.24 | ) | | | (1.17 | ) | | | (1.41 | ) | | | 16.02 | | | | 15.04 | | | | 75,698 | | | | 1.05 | | | | 1.05 | | | | 1.31 | | | | 14 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 15.58 | | | $ | 0.28 | | | $ | 1.75 | | | $ | 2.03 | | | $ | (0.26 | ) | | $ | (2.08 | ) | | $ | (2.34 | ) | | $ | 15.27 | | | | 13.69 | % | | $ | 446,411 | | | | 0.80 | % | | | 0.80 | % | | | 1.83 | % | | | 15 | % |
IB | | | 15.57 | | | | 0.24 | | | | 1.75 | | | | 1.99 | | | | (0.22 | ) | | | (2.08 | ) | | | (2.30 | ) | | | 15.26 | | | | 13.46 | | | | 77,796 | | | | 1.05 | | | | 1.05 | | | | 1.58 | | | | 15 | |
|
For the Year Ended December 31, 2015 | |
IA | | $ | 16.89 | | | $ | 0.26 | | | $ | (0.77 | ) | | $ | (0.51 | ) | | $ | (0.26 | ) | | $ | (0.54 | ) | | $ | (0.80 | ) | | $ | 15.58 | | | | (3.08 | )% | | $ | 455,713 | | | | 0.78 | % | | | 0.78 | % | | | 1.56 | % | | | 19 | % |
IB | | | 16.88 | | | | 0.22 | | | | (0.77 | ) | | | (0.55 | ) | | | (0.22 | ) | | | (0.54 | ) | | | (0.76 | ) | | | 15.57 | | | | (3.35 | ) | | | 80,052 | | | | 1.03 | | | | 1.03 | | | | 1.30 | | | | 19 | |
|
For the Year Ended December 31, 2014 | |
IA | | $ | 15.39 | | | $ | 0.24 | | | $ | 1.51 | | | $ | 1.75 | | | $ | (0.25 | ) | | $ | — | | | $ | (0.25 | ) | | $ | 16.89 | | | | 11.37 | % | | $ | 523,661 | | | | 0.77 | % | | | 0.77 | % | | | 1.51 | % | | | 14 | % |
IB | | | 15.38 | | | | 0.20 | | | | 1.51 | | | | 1.71 | | | | (0.21 | ) | | | — | | | | (0.21 | ) | | | 16.88 | | | | 11.10 | | | | 98,407 | | | | 1.02 | | | | 1.02 | | | | 1.26 | | | | 14 | |
(1) | Information presented relates to a share outstanding throughout the indicated period. Net investment income (loss) per share amounts are calculated based on average shares outstanding unless otherwise noted. |
(2) | The figures do not include sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees would lower the Fund’s performance. |
(3) | Adjustments include waivers and reimbursements, if applicable. Ratios do not include fees paid indirectly (see Expenses in the accompanying Notes to Financial Statements). |
(6) | Commenced operations on April 30, 2014. |
(7) | During the year ended December 31, 2014, the Fund incurred $61.8 million in sales associated with the transition of assets from Hartford Global Research HLS Fund, which merged into the Fund on June 23, 2014. These sales were excluded from the portfolio turnover rate calculation. |
(8) | Per share amount was not in accord with the net realized and unrealized gain (loss) for the period because of the timing of transactions in shares of the Fund and the amount and timing ofper-share net realized and unrealized gain (loss) on such shares. |
(9) | During the year ended December 31, 2014, the Fund incurred $137.9 million in sales associated with the transition of assets from Hartford Growth HLS Fund, which merged into the Fund on June 23, 2014. These sales were excluded from the portfolio turnover rate calculation. |
(10) | FASB issued ASU 2017-08 to amend the amortization period to the earliest call date for purchased callable debt securities held at a premium. Effective January 1, 2019, the Fund amended its amortization policy and the effect of this change for the six month period ended June 30, 2019 was a decrease to net investment income per share for less than $(0.005), increase to net realized and unrealized gain (loss) on investments for less than $(0.005) and a decrease to ratio of net investment income to average net assets for less than (0.005)% for each class of shares. Per share data and ratios for periods prior to June 30, 2019 have not been restated to reflect this change in presentation. |
(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 six month period ended June 30, 2019 was an increase to net investment income per share of $0.01, decrease to net realized and unrealized gain (loss) to investments of $0.01 and an increase to ratio of net investment income to average net assets of 0.25% for each class of shares. Per share data and ratios for periods prior to June 30, 2019 have not been restated to reflect this change in presentation. |
(12) | FASB issued ASU 2017-08 to amend the amortization period to the earliest call date for purchased callable debt securities held at a premium. Effective January 1, 2019, the Fund amended its amortization policy and the effect of this change for the six month period ended June 30, 2019 was a decrease to net investment income per share of less than $(0.005), increase to net realized and unrealized gain (loss) on investments for less than $(0.005) and a decrease to ratio of net investment income to average net assets of 0.16% for each class of shares. Per share data and ratios for periods prior to June 30, 2019 have not been restated to reflect this change in presentation. |
The accompanying notes are an integral part of these financial statements.
Notes to Financial Statements
June 30, 2019 (Unaudited)
Hartford Series Fund, Inc. and Hartford HLS Series Fund II, Inc. (each, a “Company” and collectively, the “Companies”) are each anopen-end registered management investment company comprised of fifteen and four series, respectively, as of June 30, 2019. Financial statements for the series of each Company listed below (each, a “Fund” and collectively, the “Funds”) are included in this report.
Hartford Series Fund, Inc.:
Hartford Balanced HLS Fund (the “Balanced HLS Fund”)
Hartford Capital Appreciation HLS Fund (the “Capital Appreciation HLS Fund”)
Hartford Disciplined Equity HLS Fund (the “Disciplined Equity HLS Fund”)
Hartford Dividend and Growth HLS Fund (the “Dividend and Growth HLS Fund”)
Hartford Global Growth HLS Fund (the “Global Growth HLS Fund”)
Hartford Healthcare HLS Fund (the “Healthcare HLS Fund”)
Hartford High Yield HLS Fund (the “High Yield HLS Fund”)
Hartford International Opportunities HLS Fund (the “International Opportunities HLS Fund”)
Hartford MidCap HLS Fund (the “MidCap HLS Fund”)
Hartford MidCap Value HLS Fund (the “MidCap Value HLS Fund”)
Hartford Small Company HLS Fund (the “Small Company HLS Fund”)
Hartford Stock HLS Fund (the “Stock HLS Fund”)
Hartford Total Return Bond HLS Fund (the “Total Return Bond HLS Fund”)
Hartford Ultrashort Bond HLS Fund (the “Ultrashort Bond HLS Fund”)
Hartford Value HLS Fund (the “Value HLS Fund”)
Hartford HLS Series Fund II, Inc.:
Hartford Growth Opportunities HLS Fund (the “Growth Opportunities HLS Fund”)
Hartford MidCap Growth HLS Fund (the “MidCap Growth HLS Fund”) (formerly, Hartford Small/Mid Cap Equity HLS Fund)
Hartford Small Cap Growth HLS Fund (the “Small Cap Growth HLS Fund”)
Hartford U.S. Government Securities HLS Fund (the “U.S. Government Securities HLS Fund”)
The assets of each Fund are separate, and a shareholder’s interest is limited to the Fund in which shares are held. Each Company is organized under the laws of the State of Maryland and is registered with the Securities and Exchange Commission (the “SEC”) under the Investment Company Act of 1940, as amended (the “1940 Act”). Each Fund serves as an underlying investment option for certain variable annuity and variable life insurance separate accounts of insurance companies and certain qualified pension or retirement plans. Owners of variable annuity contracts and policyholders of variable life insurance contracts may choose the Funds if permitted in the variable insurance contract prospectus. In addition, participants in certain qualified pension or retirement plans may choose the Funds if permitted by their plans.
Each Fund is a diversifiedopen-end management investment company. Each Fund applies specialized accounting and reporting standards under Accounting Standards Codification Topic 946, “Financial Services – Investment Companies.”
Each Fund has registered for sale Class IA and IB shares. Each of Capital Appreciation HLS Fund and Growth Opportunities HLS Fund also has registered for sale Class IC shares. Each Fund is closed to certain investors. For more information please see each Fund’s statutory prospectus. Each class is offered at the per share net asset value (“NAV”) without a sales charge and is subject to the same expenses, except certain class specific expenses. Class IB shares are subject to distribution and service fees charged pursuant to a Distribution Plan adopted in accordance with Rule12b-1 under the 1940 Act. Class IC shares are subject to distribution fees charged pursuant to a Distribution Plan adopted in accordance with Rule12b-1 under the 1940 Act and Class IC shares are also subject to an administrative services fee.
2. | Significant Accounting Policies: |
The following is a summary of significant accounting policies of each Fund used in the preparation of its financial statements, which are in accordance with United States Generally Accepted Accounting Principles (“U.S. GAAP”). The preparation of financial statements in accordance with U.S. GAAP may require management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates.
| a) | Determination of Net Asset Value – The NAV of each class of each Fund’s shares is determined as of the close of regular trading (normally 4:00 p.m. Eastern Time) (the “NYSE Close”) on each day that the New York Stock Exchange (the “Exchange”) is open (“Valuation Date”). Information that becomes known to the Funds after the NAV has been calculated on a particular day will not generally be used to retroactively adjust the NAV determined earlier that day. |
Notes to Financial Statements – (continued)
June 30, 2019 (Unaudited)
| b) | Investment Valuation and Fair Value Measurements– For purposes of calculating the NAV of each class of each Fund, portfolio securities and other assets held in the Fund’s portfolio for which market prices are readily available are valued at market value. Market value is generally determined on the basis of official close price or last reported trade price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers (including evaluated prices), or independent pricing services. Pricing vendors may use matrix pricing or valuation models that utilize certain inputs and assumptions to derive values, including transaction data, credit quality information, general market conditions, news, and other factors and assumptions. |
If market prices are not readily available or are deemed unreliable, a Fund will use the fair value of the security or other instrument as determined in good faith under policies and procedures established by and under the supervision of the Board of Directors of each Company (the “Board of Directors”) (“Valuation Procedures”). Market prices are considered not readily available where there is an absence of current or reliable market-based data (e.g., trade information or broker quotes), including where events occur after the close of the relevant market, but prior to the NYSE Close, that materially affect the values of a Fund’s portfolio holdings or assets. In addition, market prices are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which the securities or other instruments trade do not open for trading for the entire day and no other market prices are available. Fair value pricing is subjective in nature and the use of fair value pricing by a Fund may cause the NAV of its shares to differ significantly from the NAV that would have been calculated using market prices at the close of the exchange on which a portfolio holding is primarily traded. There can be no assurance that a Fund could obtain the fair value assigned to an investment if the Fund were to sell the investment at approximately the time at which the Fund determines its NAV.
Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close. Securities and other instruments that are primarily traded on foreign markets may trade on days that are not business days of the Funds. The value of the foreign securities or other instruments in which a Fund invests may change on days when a shareholder will not be able to purchase or redeem shares of the Fund.
Fixed income investments (other than short-term obligations) held by a Fund are normally valued at prices supplied by independent pricing services in accordance with the Valuation Procedures. Short-term investments maturing in 60 days or less are generally valued at amortized cost if their original term to maturity was 60 days or less, or by amortizing their value on the 61st day prior to maturity, if the original term exceeded 60 days.
Exchange-traded derivatives, such as options, futures and options on futures, are valued at the last sale price determined by the exchange where such instruments principally trade as of the close of such exchange (“Exchange Close”). If a last sale price is not available, the value will be the mean of the most recently quoted bid and ask prices as of the Exchange Close. If a mean of the bid and ask prices cannot be calculated for the day, the value will be the most recently quoted bid price as of the Exchange Close.Over-the-counter derivatives are normally valued based on prices supplied by independent pricing services in accordance with the Valuation Procedures.
Investments valued in currencies other than U.S. dollars are converted to U.S. dollars using the prevailing spot currency exchange rates obtained from independent pricing services for calculation of the NAV. As a result, the NAV of a Fund’s shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of securities or other instruments traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that the Exchange is closed and the market value may change on days when an investor is not able to purchase, redeem or exchange shares of a Fund.
Foreign currency contracts represent agreements to exchange currencies on specific future dates at predetermined rates. Foreign currency contracts are valued using foreign currency exchange rates and forward rates as provided by an independent pricing service on the Valuation Date.
Investments inopen-end mutual funds, if any, are valued at the respective NAV of eachopen-end mutual fund on the Valuation Date. Shares of investment companies listed and traded on an exchange are valued in the same manner as any exchange-listed equity security. Suchopen-end mutual funds and listed investment companies may use fair value pricing as disclosed in their prospectuses.
Financial instruments for which prices are not available from an independent pricing service may be valued using market quotations obtained from one or more dealers that make markets in the respective financial instrument in accordance with the Valuation Procedures.
U.S. GAAP defines fair value as the price that a Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants. The U.S. GAAP fair value measurement standards require disclosure of a fair value hierarchy for each major category of assets and liabilities. Various inputs are used in determining the fair value of each Fund’s investments. These inputs are summarized into three broad hierarchy levels. This hierarchy is based on whether the valuation inputs are observable or unobservable. These levels are:
| • | | Level 1 – Quoted prices in active markets for identical investments. Level 1 may include exchange traded instruments, such as domestic equities, some foreign equities, options, futures, mutual funds, exchange traded funds, rights and warrants. |
Notes to Financial Statements – (continued)
June 30, 2019 (Unaudited)
| • | | Level 2 – Observable inputs other than Level 1 prices, such as quoted prices for similar investments; quoted prices in markets that are not active; or other inputs that are observable or can be corroborated by observable market data. Level 2 may include debt investments that are traded less frequently than exchange traded instruments and which are valued using independent pricing services; foreign equities, which are principally traded on certain foreign markets and are adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close; senior floating rate interests, which are valued using an aggregate of dealer bids; short-term investments, which are valued at amortized cost; and swaps, which are valued based upon the terms of each swap contract. |
| • | | Level 3 – Significant unobservable inputs that are supported by limited or no market activity. Level 3 may include financial instruments whose values are determined using indicative market quotes or require significant management judgment or estimation. These unobservable valuation inputs may include estimates for current yields, maturity/duration, prepayment speed, and indicative market quotes for comparable investments along with other assumptions relating to credit quality, collateral value, complexity of the investment structure, general market conditions and liquidity. This category may include investments where trading has been halted or there are certain restrictions on trading. While these investments are priced using unobservable inputs, the valuation of these investments reflects the best available data and management believes the prices are a reasonable representation of exit price. |
The Board of Directors has delegated theday-to-day responsibility for implementing the Valuation Procedures to the Valuation Committee. The Valuation Committee will consider all relevant factors in determining an investment’s fair value, and may seek the advice of such Fund’ssub-adviser, knowledgeable brokers, and legal counsel in making such determination. The Valuation Committee reports to the Audit Committee of the Board of Directors.
Valuation levels are not necessarily indicative of the risk associated with investing in such investments. Individual investments within any of the above mentioned asset classes may be assigned a different hierarchical level than those presented above, as individual circumstances dictate.
For additional information, refer to the Fair Valuation Summary and the Level 3 roll-forward reconciliation, if applicable, which follows each Fund’s Schedule of Investments.
Level 3 Holdings on June 30, 2019
Quantitative Information about Level 3 Fair Value Measurements:
| | | | | | | | | | |
Growth Opportunities HLS Fund | |
Security Type / Valuation Technique* | | Unobservable Input | | Input Value(s) Range | | | Fair Value at June 30, 2019 | |
| | | |
Common Stock | | | | | | | | | | |
Model | | EV/Revenue | | | 2.6x to 3.52x | | | $ | 4,587,979 | |
Model | | EV/EBITDA | | | 9.8x | | | | 1,904,551 | |
Cost | | Trade Price | | | $15.72 to $176.61 | | | | 4,386,506 | |
| | | |
Escrows | | | | | | | | | | |
Cost | | Trade Price | | | $0.01 to $0.54 | | | | 157,051 | |
| | | |
Preferred Stock | | | | | | | | | | |
Model | | EV/Revenue | | | 1.3x to 5.3x | | | | 11,842,686 | |
Model | | EV/EBITDA | | | 8.3x | | | | 2,293,051 | |
Cost | | Trade Price | | | $5.70 to $68.00 | | | | 27,626,087 | |
| | | | | | | | | | |
Total | | | | | | | | $ | 52,797,910 | |
| | | | | | | | | | |
| * | The Valuation Committee may consider applying appropriate valuation methodologies, which may include, but are not limited to: valuation through use of a “proxy” investment or index, discount from market value of a similar freely traded investment, a discount or premium which may consider market or regulatory sentiment (or other subjective determinations, inputs or factors not otherwise quantifiable), and any other appropriate method. |
| c) | Investment Transactions and Investment Income – Investment transactions are recorded as of the trade date (the date the order to buy or sell is executed) for financial reporting purposes. Investments purchased or sold on a when-issued or delayed-delivery basis may be settled a month or more after the trade date. Realized gains and losses are determined on the basis of identified cost. |
Trade date for senior floating rate interests purchased in the primary loan market is considered the date on which the loan allocations are determined. 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 theex-dividend date. In general, dividend income from foreign securities is recorded on theex-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 receivedin-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.
Notes to Financial Statements – (continued)
June 30, 2019 (Unaudited)
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 a Fund invests. A Fund may also be subject to taxes withheld on foreign dividends and interest from securities in which a Fund invests. The amount of any foreign taxes withheld and foreign tax expense is included on the accompanying Statements of Operations as a reduction to investment income or net realized gain on investments in these securities, if applicable. |
| e) | Foreign Currency Transactions – Assets and liabilities denominated in currencies other than U.S. dollars are translated into U.S. dollars at the exchange rates in effect on the Valuation Date. Purchases and sales of investments, income and expenses are translated into U.S. dollars at the exchange rates on the dates of such transactions. |
A Fund does not isolate that portion of portfolio investment valuation resulting from fluctuations in the foreign currency exchange rates from the fluctuations arising from changes in the market prices of investments held. Exchange rate fluctuations are included with the net realized and unrealized gain or loss on investments in the accompanying financial statements.
Net realized foreign exchange gains or losses arise from sales of foreign currencies and the difference between asset and liability amounts initially stated in foreign currencies and the U.S. dollar value of the amounts actually received or paid. Net unrealized foreign exchange gains or losses arise from changes in the value of other assets and liabilities at the end of the reporting period, resulting from changes in the exchange rates.
| f) | Joint Trading Account – A Fund may invest cash balances into a joint trading account that may be invested in one or more repurchase agreements. |
| g) | Fund Share Valuation and Dividend Distributions to Shareholders – Orders for each class of each Fund’s shares are executed in accordance with the investment instructions of the contract holders and plan participants. The NAV of each class of each Fund’s shares is determined as of the close of business on each business day of the Exchange (see Note 2(a)). The NAV is determined separately for each class of shares of a Fund by dividing the Fund’s net assets attributable to that class by the number of shares of the class outstanding. Each class of shares offered by a Fund has equal rights as to assets and voting privileges (except that shareholders of a class have exclusive voting rights regarding any matter relating solely to that class of shares). Income andnon-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 each Company’s Board of Directors. Dividends and/or distributions to shareholders are recorded onex-date. The policy of each Fund is to pay dividends from net investment income and realized gains, if any, at least once a year.
Income dividends and capital gains distributions are determined in accordance with federal income tax regulations, which may differ from U.S. GAAP with respect to character and timing.
3. | Securities and Other Investments: |
| a) | Restricted Securities – Each Fund may invest in securities that are subject to legal or contractual restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are registered. Disposal of these securities may involve time-consuming negotiations and expense, and prompt sale at an acceptable price may be difficult. Information regarding restricted securities, if applicable, is included at the end of each Fund’s Schedule of Investments. |
| b) | Investments Purchased on a When-Issued or Delayed-Delivery Basis – Delivery and payment for investments that have been purchased by a Fund on a forward commitment, or when-issued or delayed-delivery basis, take place beyond the customary settlement period. A Fund may dispose of or renegotiate a delayed-delivery transaction after it is entered into, and may sell delayed-delivery investments before they are delivered, which may result in a realized gain or loss. During this period, such investments are subject to market fluctuations, and a Fund identifies investments segregated in its records with a value at least equal to the amount of the commitment. See each Fund’s Schedule of Investments, if applicable, for when-issued or delayed-delivery investments as of June 30, 2019. |
In connection with a Fund’s ability to purchase investments on a when-issued or forward commitment basis, the Fund may enter intoto-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
Notes to Financial Statements – (continued)
June 30, 2019 (Unaudited)
the acquisition of an offsetting TBA commitment, a Fund realizes a gain or loss. In a TBA roll transaction, a Fund generally purchases or sells the initial TBA commitment prior to the agreed upon settlement date and enters into a new TBA commitment for future delivery or receipt of the mortgage backed securities. TBA commitments involve a risk of loss if the value of the security to be purchased or sold declines or increases, respectively, prior to settlement date. These transactions are excluded from a Fund’s portfolio turnover rate. See each Fund’s Schedule of Investments, if applicable, for TBA commitments as of June 30, 2019.
| c) | Senior Floating Rate Interests – Certain Funds may invest in senior floating rate interests. Senior floating rate interests generally hold the most senior position in the capital structure of a business entity (the “Borrower”), are typically secured by specific collateral and have a claim on the assets and/or stock of the Borrower that is senior to that held by subordinated debtholders 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 tonon-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 ofnon-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, 2019.
| 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 bynon-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, 2019. |
| 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, 2019. |
4. | Financial Derivative Instruments: |
The following disclosures contain information on how and why a Fund may use derivative instruments, the credit-risk-related contingent features in certain derivative instruments, and how derivative instruments affect a Fund’s financial position and results of operations. The location and fair value amounts of these instruments on the Statements of Assets and Liabilities and the realized gains and losses and changes in unrealized gains and losses on the Statements of Operations, each categorized by type of derivative contract, are included in the following Additional Derivative Instrument Information footnote. The derivative instruments outstanding as ofperiod-end are disclosed in the notes to the Schedules of Investments, if applicable. The amounts of realized gains and losses and changes in unrealized gains and losses on derivative instruments during the period are disclosed in the Statements of Operations.
| a) | Foreign Currency Contracts – A Fund may enter into foreign currency contracts that obligate the Fund to purchase or sell currencies at specified future dates. Foreign currency contracts may be used in connection with settling purchases or sales of securities to hedge the currency exposure associated with some or all of a Fund’s investments and/or as part of an investment strategy. Foreign currency contracts are marked to market daily and the change in value is recorded by a Fund as an unrealized gain or loss. A Fund will record a realized gain or loss when the foreign currency contract is settled. |
Notes to Financial Statements – (continued)
June 30, 2019 (Unaudited)
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 thesix-month period ended June 30, 2019, Capital Appreciation HLS Fund, High Yield HLS Fund, International Opportunities HLS Fund and Total Return Bond HLS Fund had used Foreign Currency Contracts.
| b) | Futures Contracts – A Fund may enter into futures contracts. A futures contract is an agreement between two parties to buy or sell an asset at a set price on a future date. A Fund may use futures contracts to manage risk or obtain exposure to the investment markets, commodities, or movements in interest rates and currency values. The primary risks associated with the use of futures contracts are the imperfect correlation between the change in market value of the investments held by a Fund and the prices of futures contracts and the possibility of an illiquid market. Upon entering into a futures contract, a Fund is required to deposit with a futures commission merchant (“FCM”) an amount of cash or U.S. Government or Agency Obligations in accordance with the initial margin requirements of the broker or exchange. Futures contracts are marked to market daily and an appropriate amount equal to the change in value (“variation margin”) is paid or received by a Fund. Gains or losses are recognized but not considered realized until the contracts expire or are closed. Futures contracts involve, to varying degrees, risk of loss in excess of the variation margin disclosed on the Statements of Assets and Liabilities. |
During thesix-month period ended June 30, 2019, Balanced HLS Fund, Capital Appreciation HLS Fund, Total Return Bond HLS Fund and U.S. Government Securities HLS Fund had used Futures Contracts.
| c) | Options Contracts – An option contract is a contract sold by one party to another party that offers the buyer the right, but not the obligation, to buy (call) or sell (put) an investment or other financial asset at an agreed-upon price during a specific period of time or on a specific date. Option contracts are eitherover-the-counter (“OTC”) options or executed in a registered exchange (“exchange-traded options”). A Fund may write (sell) covered call and put options on futures, swaps (“swaptions”), securities, commodities or currencies. “Covered” means that so long as a Fund is obligated as the writer of an option, it will own either the underlying investments or currency or an option to purchase the same underlying investments or currency having an expiration date of the covered option and an exercise price equal to or less than the exercise price of the covered option, or will segregate or earmark cash or other liquid investments having, for written call options, a value equal to the greater of the exercise price or the market value of the underlying instrument and, for written put options, a value equal to the exercise price. Writing put options may increase a Fund’s exposure to the underlying instrument. Writing call options may decrease a Fund’s exposure to the underlying instrument. Premiums received from writing options that expire are treated as realized gains. Premiums received from writing options that are exercised or closed are added to the proceeds or offset amounts paid on the underlying futures, swaps, investments or currency transactions to determine the realized gain or loss. A Fund, as a writer of an option, has no control over whether the underlying instrument may be sold (call) or purchased (put) and as a result bears the market risk of an unfavorable change in the price of the instrument underlying the written option. There is the risk a Fund may not be able to enter into a closing transaction because of an illiquid market. A Fund may also purchase put and call options. Purchasing call options may increase a Fund’s exposure to the underlying instrument. Purchasing put options may decrease a Fund’s exposure to the underlying instrument. A Fund pays a premium, which is included on the Fund’s Statements of Assets and Liabilities as an investment and is subsequently marked to market to reflect the current value of the option. Premiums paid for purchasing options that expire are treated as realized losses. Certain options may be purchased with premiums to be determined on a future date. The premiums for these options are based upon implied volatility parameters at specified terms. The risk associated with purchasing put and call options is generally limited to the premium paid. Premiums paid for purchasing options that are exercised or closed are added to the amounts paid or offset against the proceeds on the underlying investment transaction to determine the realized gain or loss. Entering into OTC options also exposes a Fund to counterparty risk. Counterparty risk is the possibility that the counterparty to the agreements may default on its obligation to perform or disagree as to the meaning of the contractual terms in the agreements. |
During thesix-month period ended June 30, 2019, 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 theover-the-counter market (“OTC swaps”) or cleared through a central counterparty or derivatives clearing organization (“centrally cleared swaps”). A Fund may enter into credit default, total return, cross-currency, interest rate, inflation and other forms of swap contracts to manage its exposure to credit, currency, interest rate, commodity and inflation risk. Swap contracts are also used to gain exposure to certain markets. In connection with these contracts, investments or cash may be identified as collateral or margin in accordance with the terms of the respective swap contracts and/or master netting arrangement to provide assets of value and recourse in the event of default or bankruptcy/insolvency. |
Swaps are valued in accordance with the Valuation Procedures. Changes in market value, if any, are reflected as a component of net changes in unrealized appreciation or depreciation on the Statements of Operations. Daily changes in valuation of centrally cleared swaps, if any, are recorded as a receivable or payable for the change in value (“variation margin”) on the Statements of Assets and Liabilities. Realized gains or losses on centrally cleared swaps are recorded upon the termination of the swaps. OTC swap payments received or paid at the beginning of the measurement period are reflected as such on the Statements of Assets and Liabilities and represent premiums paid
Notes to Financial Statements – (continued)
June 30, 2019 (Unaudited)
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 ofyear-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 thesix-month period ended June 30, 2019, Total Return Bond HLS Fund had used Credit Default Swap Contracts.
Interest Rate Swap Contracts – Certain Funds are subject to interest rate risk exposure in the normal course of pursuing its investment objectives. A Fund may use interest rate swaps to hedge interest rate and duration risk across a portfolio at particular duration points to maintain its ability to generate income at prevailing market rates. In a typical interest rate swap, one party agrees to make regular payments equal to a floating interest rate, based on a specified interest rate or benchmark (e.g. London Interbank Offered Rate (“LIBOR”)), multiplied by a notional amount, in return for payments equal to a fixed rate multiplied by the same amount, for a specific period of time. The net interest received or paid on interest rate swap contracts is recorded as a realized gain or loss. Interest rate swaps are marked to market daily and the change, if any, is recorded as an unrealized gain or loss in the Statements of Operations. When the interest rate swap contract is terminated early, a Fund records a realized gain or loss equal to the difference between the current market value and the upfront premium or cost.
Notes to Financial Statements – (continued)
June 30, 2019 (Unaudited)
If an interest rate swap contract provides for payments in different currencies, the parties might agree to exchange the notional amount as well. Interest rate swaps may also depend on other prices or rates, such as the value of an index. The risks of interest rate swaps include changes in market conditions, which will affect the value of the contract or the cash flows and the possible inability of the counterparty to fulfill its obligations under the contract. A Fund’s maximum risk of loss from counterparty credit risk is the discounted net value of the cash flows to be received from the counterparty over the contract’s remaining life, to the extent that amount is positive.
During thesix-month period ended June 30, 2019, Total Return Bond HLS Fund and U.S. Government Securities HLS Fund had used Interest Rate Swap Contracts.
Total Return Swap Contracts – Certain Funds may invest in total return swap contracts in pursuit of the Fund’s investment objective or for hedging purposes. An investment in a total return swap allows a Fund to gain or mitigate exposure to underlying reference assets. Total return swap contracts involve commitments where cash flows are exchanged based on the price of underlying reference assets and based on a fixed or variable interest rate. One party receives payments based on the price appreciation or depreciation of the underlying reference asset, in exchange for paying to or receiving from the counterparty seller an agreed-upon interest rate. A variable interest rate may be correlated to a base rate, such as the LIBOR, and is adjusted each reset period, which is defined at the beginning of the contract. Therefore, if interest rates increase over the term of the swap contract, the party paying the rate may be required to pay a higher rate at each swap reset date.
Total return swap contracts on indices involve commitments to pay interest in exchange for a market-linked return. One party pays out the total return of a specific reference asset, which may be an equity, index, or bond, and in return receives a regular stream of payments. To the extent the total return of the security or index underlying the transaction exceeds or falls short of the offsetting interest rate obligation, a Fund will receive a payment from or make a payment to the counterparty. If the Fund is a payer in a total return swap, it may be subject to unlimited losses. They are also subject to counterparty risk. If the counterparty fails to meet its obligations, the Fund may lose money.
During thesix-month period ended June 30, 2019, Total Return Bond HLS Fund had used Total Return 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, 2019:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Risk Exposure Category | |
| | Interest Rate Contracts | | | Foreign Exchange Contracts | | | Credit Contracts | | | Equity Contracts | | | Commodity Contracts | | | Other Contracts | | | Total | |
Assets: | |
Unrealized appreciation on futures contracts(1) | | $ | 157,376 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 157,376 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | 157,376 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 157,376 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| (1) | Amount represents the cumulative appreciation (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, 2019:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Risk Exposure Category | |
| | Interest Rate Contracts | | | Foreign Exchange Contracts | | | Credit Contracts | | | Equity Contracts | | | Commodity Contracts | | | Other Contracts | | | Total | |
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on futures contracts | | $ | 329,094 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 329,094 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | 329,094 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 329,094 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net change in unrealized appreciation (depreciation) of futures contracts | | $ | (20,739 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | (20,739 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | (20,739 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | (20,739 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
For the period ended June 30, 2019, the average amount or number per contract outstanding for each derivative type was as follows:
| | | | |
Derivative Description | | Average Notional Par, Contracts or Face Amount | |
Futures Contracts Long at Number of Contracts | | | 142 | |
Notes to Financial Statements – (continued)
June 30, 2019 (Unaudited)
Capital Appreciation HLS Fund
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of June 30, 2019:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Risk Exposure Category | |
| | Interest Rate Contracts | | | Foreign Exchange Contracts | | | Credit Contracts | | | Equity Contracts | | | Commodity Contracts | | | Other Contracts | | | Total | |
Assets: | |
Unrealized appreciation on futures contracts(1) | | $ | — | | | $ | — | | | $ | — | | | $ | 598,003 | | | $ | — | | | $ | — | | | $ | 598,003 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | — | | | $ | — | | | $ | — | | | $ | 598,003 | | | $ | — | | | $ | — | | | $ | 598,003 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
|
Liabilities: | |
Unrealized depreciation on foreign currency contracts | | $ | — | | | $ | 68,612 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 68,612 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | — | | | $ | 68,612 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 68,612 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| (1) | Amount represents the cumulative appreciation (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, 2019:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Risk Exposure Category | |
| | Interest Rate Contracts | | | Foreign Exchange Contracts | | | Credit Contracts | | | Equity Contracts | | | Commodity Contracts | | | Other Contracts | | | Total | |
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on futures contracts | | $ | — | | | $ | — | | | $ | — | | | $ | 7,211,631 | | | $ | — | | | $ | — | | | $ | 7,211,631 | |
Net realized gain (loss) on foreign currency contracts | | | — | | | | (125,468 | ) | | | — | | | | — | | | | — | | | | — | | | | (125,468 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | — | | | $ | (125,468 | ) | | $ | — | | | $ | 7,211,631 | | | $ | — | | | $ | — | | | $ | 7,086,163 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net change in unrealized appreciation (depreciation) of futures contracts | | $ | — | | | $ | — | | | $ | — | | | $ | 3,254,929 | | | $ | — | | | $ | — | | | $ | 3,254,929 | |
Net change in unrealized appreciation (depreciation) of foreign currency contracts | | | — | | | | 276,970 | | | | — | | | | — | | | | — | | | | — | | | | 276,970 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | — | | | $ | 276,970 | | | $ | — | | | $ | 3,254,929 | | | $ | — | | | $ | — | | | $ | 3,531,899 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
For the period ended June 30, 2019, the average amount or number per contract outstanding for each derivative type was as follows:
| | | | |
Derivative Description | | Average Notional Par, Contracts or Face Amount | |
Futures Contracts Long at Number of Contracts | | | 422 | |
Foreign Currency Contracts Purchased at Contract Amount | | $ | 1,356,559 | |
Foreign Currency Contracts Sold at Contract Amount | | $ | 15,968,885 | |
High Yield HLS Fund
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of June 30, 2019:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Risk Exposure Category | |
| | Interest Rate Contracts | | | Foreign Exchange Contracts | | | Credit Contracts | | | Equity Contracts | | | Commodity Contracts | | | Other Contracts | | | Total | |
Assets: | |
Unrealized appreciation on foreign currency contracts | | $ | — | | | $ | 11,380 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 11,380 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | — | | | $ | 11,380 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 11,380 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Notes to Financial Statements – (continued)
June 30, 2019 (Unaudited)
High Yield HLS Fund – (continued)
The Effect of Derivative Instruments on the Statement of Operations for the period ended June 30, 2019:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Risk Exposure Category | |
| | Interest Rate Contracts | | | Foreign Exchange Contracts | | | Credit Contracts | | | Equity Contracts | | | Commodity Contracts | | | Other Contracts | | | Total | |
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on foreign currency contracts | | $ | — | | | $ | 97,807 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 97,807 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | — | | | $ | 97,807 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 97,807 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net change in unrealized appreciation (depreciation) of foreign currency contracts | | $ | — | | | $ | (4,470 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | (4,470 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | — | | | $ | (4,470 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | (4,470 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
For the period ended June 30, 2019, the average amount or number per contract outstanding for each derivative type was as follows:
| | | | |
Derivative Description | | Average Notional Par, Contracts or Face Amount | |
Foreign Currency Contracts Purchased at Contract Amount | | $ | 672,136 | |
Foreign Currency Contracts Sold at Contract Amount | | $ | 4,394,488 | |
International Opportunities HLS Fund
The Effect of Derivative Instruments on the Statement of Operations for the period ended June 30, 2019:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Risk Exposure Category | |
| | Interest Rate Contracts | | | Foreign Exchange Contracts | | | Credit Contracts | | | Equity Contracts | | | Commodity Contracts | | | Other Contracts | | | Total | |
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on foreign currency contracts | | $ | — | | | $ | (16,254 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | (16,254 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | — | | | $ | (16,254 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | (16,254 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
For the period ended June 30, 2019, the average amount or number per contract outstanding for each derivative type was as follows:
| | | | |
Derivative Description | | Average Notional Par, Contracts or Face Amount | |
Foreign Currency Contracts Sold at Contract Amount | | $ | 730,498 | |
Notes to Financial Statements – (continued)
June 30, 2019 (Unaudited)
Total Return Bond HLS Fund
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of June 30, 2019:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Risk Exposure Category | |
| | Interest Rate Contracts | | | Foreign Exchange Contracts | | | Credit Contracts | | | Equity Contracts | | | Commodity Contracts | | | Other Contracts | | | Total | |
Assets: | |
Investments in securities, at value (purchased options), market value | | $ | 5,523,557 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 5,523,557 | |
Unrealized appreciation on futures contracts(1) | | | 4,187,955 | | | | — | | | | — | | | | — | | | | — | | | | — | | | | 4,187,955 | |
Unrealized appreciation on foreign currency contracts | | | — | | | | 166,657 | | | | — | | | | — | | | | — | | | | — | | | | 166,657 | |
Unrealized appreciation on swap contracts(2) | | | 330,643 | | | | — | | | | 1,695,071 | | | | — | | | | — | | | | — | | | | 2,025,714 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | 10,042,155 | | | $ | 166,657 | | | $ | 1,695,071 | | | $ | — | | | $ | — | | | $ | — | | | $ | 11,903,883 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
|
Liabilities: | |
Unrealized depreciation on futures contracts(1) | | $ | 2,562,815 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 2,562,815 | |
Unrealized depreciation on foreign currency contracts | | | — | | | | 28,401 | | | | — | | | | — | | | | — | | | | — | | | | 28,401 | |
Written options, market value | | | 10,500 | | | | — | | | | — | | | | — | | | | — | | | | — | | | | 10,500 | |
Unrealized depreciation on swap contracts(2) | | | 7,488,457 | | | | — | | | | 2,480,173 | | | | — | | | | — | | | | — | | | | 9,968,630 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | 10,061,772 | | | $ | 28,401 | | | $ | 2,480,173 | | | $ | — | | | $ | — | | | $ | — | | | $ | 12,570,346 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| (1) | Amount represents the cumulative appreciation (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 (depreciation) on centrally cleared swaps, if applicable, as disclosed within the Schedule of Investments. Only the current day’s variation margin, if any, are reported within the Statements of Assets and Liabilities. OTC swaps are reported within the Statement of Assets and Liabilities within Unrealized appreciation (depreciation) on OTC swap contracts, if applicable. |
The Effect of Derivative Instruments on the Statement of Operations for the period ended June 30, 2019:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Risk Exposure Category | |
| | Interest Rate Contracts | | | Foreign Exchange Contracts | | | Credit Contracts | | | Equity Contracts | | | Commodity Contracts | | | Other Contracts | | | Total | |
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on purchased options contracts | | $ | (962,631 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | (962,631 | ) |
Net realized gain (loss) on futures contracts | | | 14,392,919 | | | | — | | | | — | | | | — | | | | — | | | | — | | | | 14,392,919 | |
Net realized gain (loss) on written options contracts | | | (117,136 | ) | | | — | | | | — | | | | — | | | | — | | | | — | | | | (117,136 | ) |
Net realized gain (loss) on swap contracts | | | (5,852,973 | ) | | | — | | | | 7,702 | | | | — | | | | — | | | | — | | | | (5,845,271 | ) |
Net realized gain (loss) on foreign currency contracts | | | — | | | | 742,540 | | | | — | | | | — | | | | — | | | | — | | | | 742,540 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | 7,460,179 | | | $ | 742,540 | | | $ | 7,702 | | | $ | — | | | $ | — | | | $ | — | | | $ | 8,210,421 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net change in unrealized appreciation (depreciation) of investments in purchased options contracts | | $ | 487,693 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 487,693 | |
Net change in unrealized appreciation (depreciation) of futures contracts | | | (4,485,155 | ) | | | — | | | | — | | | | — | | | | — | | | | — | | | | (4,485,155 | ) |
Net change in unrealized appreciation (depreciation) of written options contracts | | | 219,260 | | | | — | | | | — | | | | — | | | | — | | | | — | | | | 219,260 | |
Net change in unrealized appreciation (depreciation) of swap contracts | | | (6,208,691 | ) | | | — | | | | 3,456,429 | | | | — | | | | — | | | | — | | | | (2,752,262 | ) |
Net change in unrealized appreciation (depreciation) of foreign currency contracts | | | — | | | | 57,007 | | | | — | | | | — | | | | — | | | | — | | | | 57,007 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | (9,986,893 | ) | | $ | 57,007 | | | $ | 3,456,429 | | | $ | — | | | $ | — | | | $ | — | | | $ | (6,473,457 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
For the period ended June 30, 2019, the average amount or number per contract outstanding for each derivative type was as follows:
| | | | |
Derivative Description | | Average Notional Par, Contracts or Face Amount | |
Purchased Options Contracts at Number of Contracts | | | 135,881,000 | |
Futures Contracts Long at Number of Contracts | | | 3,661 | |
Futures Contracts Short at Number of Contracts | | | (1,041 | ) |
Written Options Contracts at Number of Contracts | | | (157,710,006 | ) |
Swap Contracts at Notional Amount | | $ | 325,885,035 | |
Foreign Currency Contracts Purchased at Contract Amount | | $ | 3,796,793 | |
Foreign Currency Contracts Sold at Contract Amount | | $ | 20,534,383 | |
Notes to Financial Statements – (continued)
June 30, 2019 (Unaudited)
U.S. Government Securities HLS Fund
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of June 30, 2019:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Risk Exposure Category | |
| | Interest Rate Contracts | | | Foreign Exchange Contracts | | | Credit Contracts | | | Equity Contracts | | | Commodity Contracts | | | Other Contracts | | | Total | |
Assets: | |
Unrealized appreciation on futures contracts(1) | | $ | 1,389,631 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 1,389,631 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | 1,389,631 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 1,389,631 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
|
Liabilities: | |
Unrealized depreciation on futures contracts(1) | | $ | 12,773 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 12,773 | |
Unrealized depreciation on swap contracts(2) | | | 1,876,010 | | | | — | | | | — | | | | — | | | | — | | | | — | | | | 1,876,010 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | 1,888,783 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 1,888,783 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| (1) | Amount represents the cumulative appreciation (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 (depreciation) on centrally cleared swaps, if applicable, as disclosed within the Schedule of Investments. Only the current day’s variation margin, if any, are reported within the Statements of Assets and Liabilities. OTC swaps are reported within the Statement of Assets and Liabilities within Unrealized appreciation (depreciation) on OTC swap contracts, if applicable. |
The Effect of Derivative Instruments on the Statement of Operations for the period ended June 30, 2019:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Risk Exposure Category | |
| | Interest Rate Contracts | | | Foreign Exchange Contracts | | | Credit Contracts | | | Equity Contracts | | | Commodity Contracts | | | Other Contracts | | | Total | |
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on futures contracts | | $ | 4,158,692 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 4,158,692 | |
Net realized gain (loss) on swap contracts | | | (449,849 | ) | | | — | | | | — | | | | — | | | | — | | | | — | | | | (449,849 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | 3,708,843 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 3,708,843 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net change in unrealized appreciation (depreciation) of futures contracts | | $ | (255,184 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | (255,184 | ) |
Net change in unrealized appreciation (depreciation) of swap contracts | | | (1,529,978 | ) | | | — | | | | — | | | | — | | | | — | | | | — | | | | (1,529,978 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | (1,785,162 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | (1,785,162 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
For the period ended June 30, 2019, the average amount or number per contract outstanding for each derivative type was as follows:
| | | | |
Derivative Description | | Average Notional Par, Contracts or Face Amount | |
Futures Contracts Long at Number of Contracts | | | 970 | |
Futures Contracts Short at Number of Contracts | | | (41 | ) |
Swap Contracts at Notional Amount | | $ | 38,679,167 | |
| 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 the 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. |
Notes to Financial Statements – (continued)
June 30, 2019 (Unaudited)
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, 2019:
Balanced HLS Fund
| | | | | | | | |
Derivative Financial Instruments: | | Assets | | | Liabilities | |
Futures contracts | | $ | 157,376 | | | $ | — | |
| | | | | | | | |
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | | | 157,376 | | | | — | |
| | | | | | | | |
Derivatives not subject to a MNA | | | (157,376 | ) | | | — | |
| | | | | | | | |
Total gross amount of assets and liabilities subject to MNA or similar agreements | | $ | — | | | $ | — | |
| | | | | | | | |
Capital Appreciation HLS Fund
| | | | | | | | |
Derivative Financial Instruments: | | Assets | | | Liabilities | |
Foreign currency contracts | | $ | — | | | $ | (68,612 | ) |
Futures contracts | | | 598,003 | | | | — | |
| | | | | | | | |
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | | | 598,003 | | | | (68,612 | ) |
| | | | | | | | |
Derivatives not subject to a MNA | | | (598,003 | ) | | | — | |
| | | | | | | | |
Total gross amount of assets and liabilities subject to MNA or similar agreements | | $ | — | | | $ | (68,612 | ) |
| | | | | | | | |
| | | | | | | | | | | | | | | | | | | | |
Counterparty | | Gross Amount of Liabilities | | | Financial Instruments and Derivatives Available for Offset | | | Non-cash Collateral Pledged* | | | Cash Collateral Pledged* | | | Net Amount of Liabilities | |
BNP Paribas Securities Services | | $ | (20,321 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | (20,321 | ) |
JP Morgan Chase & Co. | | | (48,291 | ) | | | — | | | | — | | | | — | | | | (48,291 | ) |
| | | | | | | | | | | | | | | | | | | | |
Total | | $ | (68,612 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | (68,612 | ) |
| | | | | | | | | | | | | | | | | | | | |
| * | In some instances, the actual collateral received and/or pledged may be more than the amount shown. |
High Yield HLS Fund
| | | | | | | | |
Derivative Financial Instruments: | | Assets | | | Liabilities | |
Foreign currency contracts | | $ | 11,380 | | | $ | — | |
| | | | | | | | |
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | | | 11,380 | | | | — | |
| | | | | | | | |
Derivatives not subject to a MNA | | | — | | | | — | |
| | | | | | | | |
Total gross amount of assets and liabilities subject to MNA or similar agreements | | $ | 11,380 | | | $ | — | |
| | | | | | | | |
| | | | | | | | | | | | | | | | | | | | |
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. | | $ | 11,380 | | | $ | — | | | $ | — | | | $ | — | | | $ | 11,380 | |
| | | | | | | | | | | | | | | | | | | | |
| * | In some instances, the actual collateral received and/or pledged may be more than the amount shown. |
Total Return Bond HLS Fund
| | | | | | | | |
Derivative Financial Instruments: | | Assets | | | Liabilities | |
Foreign currency contracts | | $ | 166,657 | | | $ | (28,401 | ) |
Futures contracts | | | 4,187,955 | | | | (2,562,815 | ) |
Purchased options | | | 5,523,557 | | | | — | |
Swap contracts | | | 2,025,714 | | | | (9,968,630 | ) |
Written options | | | — | | | | (10,500 | ) |
| | | | | | | | |
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | | | 11,903,883 | | | | (12,570,346 | ) |
| | | | | | | | |
Derivatives not subject to a MNA | | | (4,270,195 | ) | | | 10,271,666 | |
| | | | | | | | |
Total gross amount of assets and liabilities subject to MNA or similar agreements | | $ | 7,633,688 | | | $ | (2,298,680 | ) |
| | | | | | | | |
Notes to Financial Statements – (continued)
June 30, 2019 (Unaudited)
Total Return Bond HLS Fund – (continued)
| | | | | | | | | | | | | | | | | | | | |
Counterparty | | Gross Amount of Assets | | | Financial Instruments and Derivatives Available for Offset | | | Non-cash Collateral Received* | | | Cash Collateral Received* | | | Net Amount of Assets | |
Banc of America Securities LLC | | $ | 1,352,169 | | | $ | — | | | $ | — | | | $ | — | | | $ | 1,352,169 | |
Barclays | | | 1,866,900 | | | | (89,709 | ) | | | — | | | | — | | | | 1,777,191 | |
BNP Paribas Securities Services | | | 2,531 | | | | (2,531 | ) | | | — | | | | — | | | | — | |
Citibank NA | | | 704,288 | | | | — | | | | — | | | | — | | | | 704,288 | |
Credit Suisse International | | | 340,471 | | | | (340,471 | ) | | | — | | | | — | | | | — | |
Deutsche Bank Securities, Inc. | | | 161,464 | | | | — | | | | — | | | | — | | | | 161,464 | |
Goldman Sachs & Co. | | | 512,917 | | | | (512,917 | ) | | | — | | | | — | | | | — | |
JP Morgan Chase & Co. | | | 1,600,200 | | | | (69,017 | ) | | | — | | | | (120,000 | ) | | | 1,411,183 | |
Morgan Stanley | | | 1,092,748 | | | | (232,135 | ) | | | — | | | | — | | | | 860,613 | |
| | | | | | | | | | | | | | | | | | | | |
Total | | $ | 7,633,688 | | | $ | (1,246,780 | ) | | $ | — | | | $ | (120,000 | ) | | $ | 6,266,908 | |
| | | | | | | | | | | | | | | | | | | | |
| | | | | |
Counterparty | | Gross Amount of Liabilities | | | Financial Instruments and Derivatives Available for Offset | | | Non-cash Collateral Pledged* | | | Cash Collateral Pledged* | | | Net Amount of Liabilities | |
Bank of Montreal | | $ | (326 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | (326 | ) |
Barclays | | | (89,709 | ) | | | 89,709 | | | | — | | | | — | | | | — | |
BNP Paribas Securities Services | | | (25,189 | ) | | | 2,531 | | | | — | | | | — | | | | (22,658 | ) |
Canadian Imperial Bank of Commerce | | | (2,839 | ) | | | — | | | | — | | | | — | | | | (2,839 | ) |
Credit Suisse International | | | (1,205,515 | ) | | | 340,471 | | | | — | | | | — | | | | (865,044 | ) |
Goldman Sachs & Co. | | | (673,950 | ) | | | 512,917 | | | | 161,033 | | | | — | | | | — | |
JP Morgan Chase & Co. | | | (69,017 | ) | | | 69,017 | | | | — | | | | — | | | | — | |
Morgan Stanley | | | (232,135 | ) | | | 232,135 | | | | — | | | | — | | | | — | |
| | | | | | | | | | | | | | | | | | | | |
Total | | $ | (2,298,680 | ) | | $ | 1,246,780 | | | $ | 161,033 | | | $ | — | | | $ | (890,867 | ) |
| | | | | | | | | | | | | | | | | | | | |
| * | In some instances, the actual collateral received and/or pledged may be more than the amount shown. |
U.S. Government Securities HLS Fund
| | | | | | | | |
Derivative Financial Instruments: | | Assets | | | Liabilities | |
Futures contracts | | $ | 1,389,631 | | | $ | (12,773 | ) |
Swap contracts | | | — | | | | (1,876,010 | ) |
| | | | | | | | |
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | | | 1,389,631 | | | | (1,888,783 | ) |
| | | | | | | | |
Derivatives not subject to a MNA | | | (1,389,631 | ) | | | 1,888,783 | |
| | | | | | | | |
Total gross amount of assets and liabilities subject to MNA or similar agreements | | $ | — | | | $ | — | |
| | | | | | | | |
A Fund’s investments expose it to various types of risks associated with financial instruments and the markets. A Fund may be exposed to the risks described below. Each Fund’s prospectus provides details of its principal risks.
The market values of equity securities, such as common stocks and preferred stocks, or equity related derivative investments, such as futures and options, may decline due to general market conditions which are not specifically related to a particular company, such as real or perceived adverse economic conditions, changes in the general outlook for corporate earnings, changes in interest or currency rates or adverse investor sentiment generally. The market value of equity securities may also decline due to factors which affect a particular industry or industries, such as labor shortages or increased production costs and competitive conditions within an industry. Equity securities and equity related investments generally have greater market price volatility than fixed income securities. The extent of each Fund’s exposure to market risk is the market value of the investments held as shown in the Fund’s Schedule of Investments.
Certain investments held by a Fund expose the Fund to various risks which may include, but are not limited to, interest rate, prepayment, and extension risks. Interest rate risk is the risk that fixed income securities will decline in value because of changes in interest rates. As nominal interest rates rise, the values of certain fixed income securities held by a Fund are likely to decrease. A nominal interest rate can be described as the sum of a real interest rate and an expected inflation rate. Fixed income securities with longer durations tend to be more sensitive to changes in interest rates, usually making them more volatile than securities with shorter durations. Duration is useful primarily as a measure of the sensitivity of a fixed income security’s market price to interest rate (i.e., yield) movements. Senior floating rate interests and securities subject to prepayment and extension risk generally offer less potential for gains when interest rates decline. Rising interest rates may cause prepayments to occur at a slower than expected rate, thereby effectively lengthening the maturity of the security and making the security more sensitive to interest
Notes to Financial Statements – (continued)
June 30, 2019 (Unaudited)
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 ofnon-U.S. issuers, whether directly or indirectly, involves certain considerations and risks not typically associated with securities of U.S. issuers. Such risks include, but are not limited to: generally less liquid and less efficient securities markets; generally greater price volatility; exchange rate fluctuations; imposition of restrictions on the expatriation of funds or other protectionist measures; less publicly available information about issuers; the imposition of withholding or other taxes; higher transaction and custody costs; settlement delays and risk of loss attendant in settlement procedures; difficulties in enforcing contractual obligations; less regulation of securities markets; different accounting, disclosure and reporting requirements; more substantial governmental involvement in the economy; higher inflation rates; and greater social, economic and political uncertainties. These risks are heightened for investments in issuers from countries with less developed markets.
Credit risk depends largely on the perceived financial health of bond issuers. In general, the credit rating is inversely related to the credit risk of the issuer. Higher rated bonds generally are deemed to have less credit risk, while lower or unrated bonds are deemed to have higher risk of default. The share price, yield and total return of a fund that holds securities with higher credit risk may be more volatile than those of a fund that holds bonds with lower credit risk. A Fund may be exposed to counterparty risk, or the risk that an institution or other entity with which a Fund has unsettled or open transactions will default.
| 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, 2019. Accordingly, no provision for federal income or excise taxes has been made in the accompanying financial statements. Distributions from short-term capital gains are treated as ordinary income distributions for federal income tax purposes. |
| b) | Tax Basis of Investments – The aggregate cost of investments for federal income tax purposes at June 30, 2019 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 | | $ | 1,688,626,789 | | | $ | 410,344,708 | | | $ | (38,817,773 | ) | | $ | 371,526,935 | |
Capital Appreciation HLS Fund | | | 3,931,518,086 | | | | 687,301,674 | | | | (170,281,987 | ) | | | 517,019,687 | |
Disciplined Equity HLS Fund | | | 450,323,221 | | | | 188,508,803 | | | | (7,296,795 | ) | | | 181,212,008 | |
Dividend and Growth HLS Fund | | | 2,319,239,519 | | | | 940,093,383 | | | | (50,542,651 | ) | | | 889,550,732 | |
Global Growth HLS Fund | | | 385,023,670 | | | | 135,933,424 | | | | (5,833,090 | ) | | | 130,100,334 | |
Growth Opportunities HLS Fund | | | 1,366,016,787 | | | | 322,545,476 | | | | (38,146,306 | ) | | | 284,399,170 | |
Healthcare HLS Fund | | | 204,194,584 | | | | 48,815,466 | | | | (16,957,433 | ) | | | 31,858,033 | |
High Yield HLS Fund | | | 257,779,633 | | | | 7,529,671 | | | | (8,417,749 | ) | | | (888,078 | ) |
International Opportunities HLS Fund | | | 1,138,028,145 | | | | 128,508,547 | | | | (29,848,281 | ) | | | 98,660,266 | |
MidCap HLS Fund | | | 1,624,960,844 | | | | 629,507,140 | | | | (68,908,996 | ) | | | 560,598,144 | |
MidCap Growth HLS Fund | | | 84,200,258 | | | | 12,622,727 | | | | (1,108,297 | ) | | | 11,514,430 | |
MidCap Value HLS Fund | | | 277,903,511 | | | | 44,350,363 | | | | (11,031,559 | ) | | | 33,318,804 | |
Small Cap Growth HLS Fund | | | 1,217,260,529 | | | | 239,406,460 | | | | (88,803,368 | ) | | | 150,603,092 | |
Small Company HLS Fund | | | 563,532,015 | | | | 107,979,888 | | | | (27,152,443 | ) | | | 80,827,445 | |
Stock HLS Fund | | | 1,066,373,890 | | | | 428,744,802 | | | | (8,139,965 | ) | | | 420,604,837 | |
Total Return Bond HLS Fund | | | 2,636,144,341 | | | | 77,462,191 | | | | (34,333,113 | ) | | | 43,129,078 | |
Ultrashort Bond HLS Fund | | | 500,061,117 | | | | 1,648,265 | | | | (117,391 | ) | | | 1,530,874 | |
U.S. Government Securities HLS Fund | | | 375,670,438 | | | | 6,225,775 | | | | (3,521,010 | ) | | | 2,704,765 | |
Value HLS Fund | | | 354,468,870 | | | | 98,503,312 | | | | (10,251,425 | ) | | | 88,251,887 | |
| c) | Capital Loss Carryforward – At December 31, 2018 (tax year end), each Fund’s capital loss carryforwards for U.S. federal income tax purposes were as follows: |
| | | | | | | | |
Fund | | Short-Term Capital Loss Carryforward with No Expiration | | | Long-Term Capital Loss Carryforward with No Expiration | |
High Yield HLS Fund | | $ | 1,788,416 | | | $ | 11,244,839 | |
Total Return Bond HLS Fund | | | 18,083,082 | | | | 21,816,018 | |
Ultrashort Bond HLS Fund | | | 366,065 | | | | 483,931 | |
U.S. Government Securities HLS Fund | | | 3,622,450 | | | | 28,571,385 | |
Notes to Financial Statements – (continued)
June 30, 2019 (Unaudited)
Balanced HLS Fund, Capital Appreciation HLS Fund, Disciplined Equity HLS Fund, Dividend and Growth HLS Fund, Global Growth HLS Fund, Growth Opportunities HLS Fund, Healthcare HLS Fund, International Opportunities HLS Fund, MidCap HLS Fund, MidCap Growth HLS Fund, MidCap Value HLS Fund, Small Cap Growth HLS Fund, Small Company HLS Fund, Stock HLS Fund and Value HLS Fund had no capital loss carryforwards for U.S. federal income tax purposes as of December 31, 2018.
During the fiscal year ended December 31, 2018, the High Yield HLS Fund utilized $2,476,286 of prior year capital loss carryforwards.
During the year ended December 31, 2018, U.S. Government Securities HLS Fund had expired $58,149,395 of prior year capital loss carryforwards.
| a) | Investment Management Agreement – Hartford Funds Management Company, LLC (“HFMC”) serves as each Fund’s investment manager. Each Company, on behalf of its respective Funds, has entered into an Investment Management Agreement with HFMC. HFMC is an indirect subsidiary of The Hartford Financial Services Group, Inc. (“The Hartford”). HFMC has overall investment supervisory responsibility for each Fund. In addition, HFMC provides administrative personnel, services, equipment, facilities and office space for proper operation of each Fund. HFMC has contracted with Wellington Management Company LLP (“Wellington Management”) under asub-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, a portion of which may be used to compensate Wellington Management. |
The schedule below reflects the rates of compensation paid to HFMC for investment management services rendered as of June 30, 2019; 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 | | 0.7750% 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 |
| |
Dividend and Growth HLS Fund | | 0.7750% on first $250 million and; |
| | 0.7250% on next $250 million and; |
| | 0.6750% on next $500 million and; |
| | 0.6250% on next $1.5 billion and; |
| | 0.6200% on next $2.5 billion and; |
| | 0.6150% on next $5 billion and; |
| | 0.6100% over $10 billion |
| |
Global Growth HLS Fund | | 0.7750% on first $250 million and; |
| | 0.7250% on next $250 million and; |
| | 0.6750% on next $500 million and; |
| | 0.6250% on next $4 billion and; |
| | 0.6225% on next $5 billion and; |
| | 0.6200% over $10 billion |
| |
Growth Opportunities HLS Fund | | 0.7000% on first $100 million and; |
| | 0.6000% on next $4.9 billion and; |
| | 0.5975% on next $5 billion and; |
| | 0.5950% over $10 billion |
| |
Healthcare HLS Fund | | 0.8500% on first $250 million and; |
| | 0.8000% on next $250 million and; |
| | 0.7500% on next $4.5 billion and; |
| | 0.7475% on next $5 billion and; |
| | 0.7450% over $10 billion |
Notes to Financial Statements – (continued)
June 30, 2019 (Unaudited)
| | |
Fund | | Management Fee Rates |
High Yield HLS Fund | | 0.7000% on first $500 million and; |
| | 0.6750% on next $500 million and; |
| | 0.6250% on next $1.5 billion and; |
| | 0.6150% on next $2.5 billion and; |
| | 0.6050% on next $5 billion and; |
| | 0.5950% over $10 billion |
| |
International Opportunities HLS Fund | | 0.7750% on first $250 million and; |
| | 0.7250% on next $250 million and; |
| | 0.6750% on next $500 million and; |
| | 0.6250% on next $1.5 billion and; |
| | 0.6200% on next $2.5 billion and; |
| | 0.6150% on next $5 billion and; |
| | 0.6100% over $10 billion |
| |
MidCap HLS Fund | | 0.7750% on first $250 million and; |
| | 0.7250% on next $250 million and; |
| | 0.6750% on next $500 million and; |
| | 0.6250% on next $4 billion and; |
| | 0.6225% on next $5 billion and; |
| | 0.6200% over $10 billion |
| |
MidCap Growth HLS Fund | | 0.8000% on first $500 million and; |
| | 0.7500% on next $500 million and; |
| | 0.7000% on next $2 billion and; |
| | 0.6900% on next $2 billion and; |
| | 0.6800% on next $5 billion and; |
| | 0.6700% over $10 billion |
| |
MidCap Value HLS Fund* | | 0.8000% on first $500 million and; |
| | 0.7250% on next $500 million and; |
| | 0.6750% on next $1.5 billion and; |
| | 0.6700% on next $2.5 billion and; |
| | 0.6650% on next $5 billion and; |
| | 0.6600% over $10 billion |
| |
Small Cap Growth HLS Fund | | 0.7000% on first $100 million and; |
| | 0.6000% on next $4.9 billion and; |
| | 0.5800% on next $5 billion and; |
| | 0.5700% over $10 billion |
| |
Small Company HLS Fund | | 0.7750% on first $250 million and; |
| | 0.7250% on next $250 million and; |
| | 0.6750% on next $500 million and; |
| | 0.6000% on next $500 million and; |
| | 0.5500% on next $3.5 billion and; |
| | 0.5300% on next $5 billion and; |
| | 0.5200% over $10 billion |
| |
Stock HLS Fund | | 0.5250% on first $250 million and; |
| | 0.5000% on next $250 million and; |
| | 0.4750% on next $500 million and; |
| | 0.4500% on next $4 billion and; |
| | 0.4475% on next $5 billion and; |
| | 0.4450% over $10 billion |
| |
Total Return Bond HLS Fund | | 0.5250% on first $250 million and; |
| | 0.5000% on next $250 million and; |
| | 0.4750% on next $500 million and; |
| | 0.4500% on next $1.5 billion and; |
| | 0.4450% on next $2.5 billion and; |
| | 0.4300% on next $5 billion and; |
| | 0.4200% over $10 billion |
| |
Ultrashort Bond HLS Fund | | 0.4000% on first $5 billion and; |
| | 0.3800% on next $5 billion and; |
| | 0.3700% over $10 billion |
| |
U.S. Government Securities HLS Fund | | 0.4500% on first $500 million and; |
| | 0.4450% on next $500 million and; |
| | 0.4400% on next $1.5 billion and; |
| | 0.4350% on next $2.5 billion and; |
| | 0.4300% on next $5 billion and; |
| | 0.4200% over $10 billion |
Notes to Financial Statements – (continued)
June 30, 2019 (Unaudited)
| | |
Fund | | Management Fee Rates |
Value HLS Fund | | 0.6900% on first $250 million and; |
| | 0.6425% on next $250 million and; |
| | 0.6325% on next $500 million and; |
| | 0.6250% on next $1.5 billion and; |
| | 0.6200% on next $2.5 billion and; |
| | 0.6150% on next $5 billion and; |
| | 0.6100% over $10 billion |
| * | HFMC contractually agreed to waive investment management fees of 0.03% and 0.04% of average daily net assets until April 30, 2020, for the Balanced HLS Fund and MidCap Value HLS Fund, respectively. |
| b) | Accounting Services Agreement – Pursuant to the Fund Accounting Agreement between HFMC and each Company, on behalf of its respective Funds, HFMC provides accounting services to each Fund and receives monthly compensation based on each Fund’s average daily net assets at the rates set forth below. Each Fund’s accounting services fees are accrued daily and paid monthly. |
| | | | |
Balanced HLS Fund, Capital Appreciation HLS Fund, Growth Opportunities HLS Fund, Small Cap Growth HLS Fund, Small Company HLS Fund and Total Return Bond HLS Fund | |
Average Daily Net Assets | | Annual Fees | |
First $3.5 billion and; | | | 0.018% | |
Next $3.5 billion and | | | 0.014% | |
Amount over $7 billion | | | 0.010% | |
|
Disciplined Equity HLS Fund, Dividend and Growth HLS Fund, Global Growth HLS Fund, Healthcare HLS Fund, High Yield HLS Fund, International Opportunities HLS Fund, MidCap HLS Fund, MidCap Growth HLS Fund, MidCap Value HLS Fund, Stock HLS Fund, U.S. Government Securities HLS Fund, Ultrashort Bond HLS Fund and Value HLS Fund | |
Average Daily Net Assets | | Annual Fees | |
First $3.5 billion and; | | | 0.014% | |
Next $3.5 billion and | | | 0.012% | |
Amount over $7 billion | | | 0.010% | |
HFMC has delegated certain accounting and administrative services functions to State Street Bank and Trust Company (“State Street”). The costs and expenses of such delegation are borne by HFMC, not by the Funds, and HFMC compensates State Street for its services out of its own resources.
| c) | Operating Expenses– Allocable expenses incurred by each Company are allocated to each series within such Company, and allocated to classes within each such series, in proportion to the average daily net assets of such series and classes, except where allocation of certain expenses is more fairly made directly to a Fund or to specific classes within a Fund. |
| d) | Fees Paid Indirectly– Hartford HLS Series Fund II, Inc., on behalf of its series except U.S. Government Securities HLS Fund, and Hartford Series Fund, Inc., on behalf of its series except High Yield HLS Fund, Total Return Bond HLS Fund and Ultrashort Bond HLS Fund, have entered into agreements with State Street Global Markets, LLC and Russell Implementation Services, Inc. to partially recapturenon-discounted trade commissions. Such rebates are used to pay a portion of the Funds’ expenses. In addition, the Funds’ custodian bank has agreed to reduce its fees when a Fund maintains cash on deposit in anon-interest-bearing custody account. For thesix-month period ended June 30, 2019, these amounts, if any, are included in the Statements of Operations. |
The ratio of expenses to average net assets in the accompanying financial highlights excludes the reduction in expenses related to fees paid indirectly. The annualized expense ratio after waivers reflecting the reduction for fees paid indirectly for the period is as follows:
| | | | | | | | | | | | |
Fund | | Class IA | | | Class IB | | | Class IC | |
Balanced HLS Fund | | | 0.63 | % | | | 0.88 | % | | | N/A | |
Capital Appreciation HLS Fund | | | 0.68 | % | | | 0.93 | % | | | 1.18 | % |
Disciplined Equity HLS Fund | | | 0.78 | % | | | 1.03 | % | | | N/A | |
Dividend and Growth HLS Fund | | | 0.68 | % | | | 0.93 | % | | | N/A | |
Global Growth HLS Fund | | | 0.81 | % | | | 1.06 | % | | | N/A | |
Growth Opportunities HLS Fund | | | 0.65 | % | | | 0.90 | % | | | 1.15 | % |
Healthcare HLS Fund | | | 0.90 | % | | | 1.15 | % | | | N/A | |
High Yield HLS Fund | | | 0.78 | % | | | 1.03 | % | | | N/A | |
International Opportunities HLS Fund | | | 0.75 | % | | | 1.00 | % | | | N/A | |
MidCap HLS Fund | | | 0.70 | % | | | 0.95 | % | | | N/A | |
MidCap Growth HLS Fund | | | 0.92 | % | | | 1.17 | % | | | N/A | |
MidCap Value HLS Fund | | | 0.82 | % | | | 1.07 | % | | | N/A | |
Small Cap Growth HLS Fund | | | 0.64 | % | | | 0.89 | % | | | N/A | |
Small Company HLS Fund | | | 0.79 | % | | | 1.04 | % | | | N/A | |
Stock HLS Fund | | | 0.52 | % | | | 0.77 | % | | | N/A | |
Notes to Financial Statements – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | | | | | |
Fund | | Class IA | | | Class IB | | | Class IC | |
Total Return Bond HLS Fund | | | 0.51 | % | | | 0.76 | % | | | N/A | |
Ultrashort Bond HLS Fund | | | 0.45 | % | | | 0.70 | % | | | N/A | |
U.S. Government Securities HLS Fund | | | 0.53 | % | | | 0.78 | % | | | N/A | |
Value HLS Fund | | | 0.72 | % | | | 0.97 | % | | | N/A | |
| e) | Distribution Plans for Class IB and Class IC Shares – Hartford Funds Distributors, LLC (“HFD”), an indirect subsidiary of The Hartford, is the principal underwriter and distributor of each Fund. Each Company, on behalf of its respective Funds, has adopted a Distribution Plan pursuant to Rule12b-1 of the 1940 Act for Class IB shares and each Company, on behalf of certain Funds, has adopted a Distribution Plan pursuant to Rule12b-1 of the 1940 Act for Class IC shares. |
Pursuant to the Class IB Distribution Plans, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets of the Fund attributable to its Class IB shares for distribution financing activities and shareholder account servicing activities. The entire amount of the fee may be used for shareholder servicing expenses and/or distribution expenses. Pursuant to the Class IC Distribution Plans, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets of the Fund attributable to its Class IC shares for distribution financing activities.
Each Board has the authority to suspend or reduce these payments at any point in time. The distribution fees paid during the period can be found on the Statements of Operations. Each Fund’s12b-1 fees are accrued daily and paid monthly or at such other intervals as the respective Company’s Board of Directors may determine.
| f) | Administrative Services Fee for Class IC Shares – Certain Funds may pay an administrative services fee to third party insurance companies annually up to 0.25% of the average daily net assets of the Fund attributable to its Class IC shares for recordkeeping and/or other administrative services provided to such Class IC shares. The total administrative services fees paid during the period are shown on the Statements of Operations. These fees are accrued daily and paid monthly. |
| g) | Other Related Party Transactions – Certain officers of each Company are directors and/or officers of HFMC and/or The Hartford or its subsidiaries. For the six-month period ended June 30, 2019, a portion of each Company’s Chief Compliance Officer’s (“CCO”) compensation was paid by all of the investment companies in the Hartford fund complex. The portion allocated to each Fund, as represented in other expenses on the Statements of Operations, is outlined in the table below. |
| | | | |
Fund | | CCO Compensation Paid by Fund | |
Balanced HLS Fund | | $ | 1,209 | |
Capital Appreciation HLS Fund | | | 2,577 | |
Disciplined Equity HLS Fund | | | 364 | |
Dividend and Growth HLS Fund | | | 1,865 | |
Global Growth HLS Fund | | | 290 | |
Growth Opportunities HLS Fund | | | 882 | |
Healthcare HLS Fund | | | 183 | |
High Yield HLS Fund | | | 152 | |
International Opportunities HLS Fund | | | 728 | |
MidCap HLS Fund | | | 1,244 | |
MidCap Growth HLS Fund | | | 51 | |
MidCap Value HLS Fund | | | 188 | |
Small Cap Growth HLS Fund | | | 754 | |
Small Company HLS Fund | | | 349 | |
Stock HLS Fund | | | 818 | |
Total Return Bond HLS Fund | | | 1,219 | |
Ultrashort Bond HLS Fund | | | 279 | |
U.S. Government Securities HLS Fund | | | 199 | |
Value HLS Fund | | | 264 | |
Hartford Administrative Services Company (“HASCO”), an indirect subsidiary of The Hartford, provides transfer agent services to each Fund. Pursuant to asub-transfer agency agreement between HASCO and DST Asset Manager Solutions, Inc. (“DST”), HASCO has delegated certain transfer agent, dividend disbursing agent and shareholder servicing agent functions to DST. The costs and expenses of such delegation are borne by HASCO, not by the Funds. Each Fund pays HASCO a fixed fee annually, plus out of pocket expenses for providing such services. The accrued amount shown in the Statements of Operations reflects the amounts charged by HASCO. These fees are accrued daily and paid monthly.
Notes to Financial Statements – (continued)
June 30, 2019 (Unaudited)
For thesix-month period ended June 30, 2019, the effective rate of compensation paid to HASCO for transfer agency services as a percentage of each Class’ average daily net assets is as follows:
| | | | | | | | | | | | |
Fund | | Class IA | | | Class IB | | | Class IC | |
Balanced HLS Fund | | | 0.00 | %* | | | 0.00 | %* | | | N/A | |
Capital Appreciation HLS Fund | | | 0.00 | %* | | | 0.00 | %* | | | 0.00 | %* |
Disciplined Equity HLS Fund | | | 0.00 | %* | | | 0.00 | %* | | | N/A | |
Dividend and Growth HLS Fund | | | 0.00 | %* | | | 0.00 | %* | | | N/A | |
Global Growth HLS Fund | | | 0.00 | %* | | | 0.00 | %* | | | N/A | |
Growth Opportunities HLS Fund | | | 0.00 | %* | | | 0.00 | %* | | | 0.00 | %* |
Healthcare HLS Fund | | | 0.00 | %* | | | 0.00 | %* | | | N/A | |
High Yield HLS Fund | | | 0.00 | %* | | | 0.00 | %* | | | N/A | |
International Opportunities HLS Fund | | | 0.00 | %* | | | 0.00 | %* | | | N/A | |
MidCap HLS Fund | | | 0.00 | %* | | | 0.00 | %* | | | N/A | |
MidCap Growth HLS Fund | | | 0.01 | % | | | 0.01 | % | | | N/A | |
MidCap Value HLS Fund | | | 0.00 | %* | | | 0.00 | %* | | | N/A | |
Small Cap Growth HLS Fund | | | 0.00 | %* | | | 0.00 | %* | | | N/A | |
Small Company HLS Fund | | | 0.00 | %* | | | 0.00 | %* | | | N/A | |
Stock HLS Fund | | | 0.00 | %* | | | 0.00 | %* | | | N/A | |
Total Return Bond HLS Fund | | | 0.00 | %* | | | 0.00 | %* | | | N/A | |
Ultrashort Bond HLS Fund | | | 0.00 | %* | | | 0.00 | %* | | | N/A | |
U.S. Government Securities HLS Fund | | | 0.00 | %* | | | 0.00 | %* | | | N/A | |
Value HLS Fund | | | 0.00 | %* | | | 0.00 | %* | | | N/A | |
| * | Percentage rounds to zero |
A Fund may lend portfolio securities to certain borrowers in U.S. andnon-U.S. markets in an amount not to exceedone-third (33 1/3%) of the value of its total assets. If a Fund security is on loan, under the lending agreement, the borrower is required to deposit cash or liquid securities as collateral at least equal to 100% of the market value of the loaned securities; cash collateral is invested for the benefit of the Fund by the Fund’s lending agent pursuant to collateral investment guidelines. The collateral is marked to market daily, in an amount at least equal to the current market value of the securities loaned.
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 risk that the principal value of the collateral invested may decline; (iv) the risk that the borrower may use the loaned securities to cover a short sale, which may in turn place downward pressure on the market prices of the loaned securities; (v) the risk that return of loaned securities could be delayed and interfere with portfolio management decisions; and (vi) the risk that any efforts to restrict the securities for purposes of voting may not be effective. These events could also trigger adverse tax consequences for the Fund.
At June 30, 2019, the following Funds had securities on loan at market value, cash collateral andnon-cash collateral as follows:
| | | | | | | | | | | | |
Fund | | Market Value of Securities on Loan(1) | | | Cash Collateral | | | Non-Cash Collateral(2)(3) | |
Balanced HLS Fund | | $ | 2,648,283 | | | $ | 2,717,933 | | | $ | — | |
Capital Appreciation HLS Fund | | | 30,681,843 | | | | 193,052 | | | | 31,120,556 | |
Growth Opportunities HLS Fund | | | 2,448,575 | | | | — | | | | 2,498,465 | |
Healthcare HLS Fund | | | 5,718,464 | | | | 4,384,507 | | | | 1,400,496 | |
International Opportunities HLS Fund | | | 3,616,026 | | | | 53,700 | | | | 3,765,094 | |
MidCap HLS Fund | | | 22,843,043 | | | | 12,096,494 | | | | 10,908,546 | |
MidCap Value HLS Fund | | | 4,389,041 | | | | 4,480,145 | | | | — | |
Small Cap Growth HLS Fund | | | 54,284,551 | | | | 46,834,797 | | | | 7,817,109 | |
Small Company HLS Fund | | | 5,587,811 | | | | 3,997,475 | | | | 1,646,401 | |
Total Return Bond HLS Fund | | | 8,562,645 | | | | 8,836,644 | | | | — | |
Ultrashort Bond HLS Fund | | | 5,723,970 | | | | 5,844,958 | | | | — | |
Value HLS Fund | | | 3,378,509 | | | | 3,905,544 | | | | — | |
| (1) | It is each Fund’s policy to obtain additional collateral from, or return excess collateral to, the borrower by the end of the next business day following the valuation date of the securities loaned. Therefore, the value of the collateral held may be temporarily less than that required under the lending contract. |
| (2) | These securities are held for the benefit of the Fund at the Fund’s custodian. The Fund cannot repledge or resell this collateral. As such, collateral is excluded from the Statement of Assets and Liabilities. |
| (3) | U.S. Government securities. |
Notes to Financial Statements – (continued)
June 30, 2019 (Unaudited)
The following tables reflect a breakdown of transactions accounted for as secured borrowings, the gross obligation by the type of collateral pledged, and the remaining contractual maturity of those transactions as of June 30, 2019.
CERTAIN TRANSFERS ACCOUNTED FOR AS SECURED BORROWINGS
Remaining Contractual Maturity of the Agreements
| | | | | | | | | | | | | | | | | | | | |
| | Overnight and Continuous | | | <30 days | | | Between 30 & 90 days | | | >90 days | | | Total | |
Balanced HLS Fund | | | | | | | | | | | | | | | |
Securities Lending Transactions(1) | |
Corporate Bonds | | $ | 451,673 | | | $ | — | | | $ | — | | | $ | — | | | $ | 451,673 | |
Municipal Bonds | | | 2,266,260 | | | | — | | | | — | | | | — | | | | 2,266,260 | |
| | | | | | | | | | | | | | | | | | | | |
Total Borrowings | | $ | 2,717,933 | | | $ | — | | | $ | — | | | $ | — | | | $ | 2,717,933 | |
| | | | | | | | | | | | | | | | | | | | |
Gross amount of recognized liabilities for securities lending transactions | | | $ | 2,717,933 | |
| | | | | | | | | | | | | | | | | | | | |
| | | | | |
Capital Appreciation HLS Fund | | | | | | | | | | | | | | | |
Securities Lending Transactions(1) | |
Common Stocks | | $ | 193,052 | | | $ | — | | | $ | — | | | $ | — | | | $ | 193,052 | |
| | | | | | | | | | | | | | | | | | | | |
Total Borrowings | | $ | 193,052 | | | $ | — | | | $ | — | | | $ | — | | | $ | 193,052 | |
| | | | | | | | | | | | | | | | | | | | |
Gross amount of recognized liabilities for securities lending transactions | | | $ | 193,052 | |
| | | | | |
| | | | | |
Healthcare HLS Fund | | | | | | | | | | | | | | | |
Securities Lending Transactions(1) | |
Common Stocks | | $ | 4,384,507 | | | $ | — | | | $ | — | | | $ | — | | | $ | 4,384,507 | |
| | | | | | | | | | | | | | | | | | | | |
Total Borrowings | | $ | 4,384,507 | | | $ | — | | | $ | — | | | $ | — | | | $ | 4,384,507 | |
| | | | | | | | | | | | | | | | | | | | |
Gross amount of recognized liabilities for securities lending transactions | | | $ | 4,384,507 | |
| | | | | | | | | | | | | | | | | | | | |
| | | | | |
International Opportunities HLS Fund | | | | | | | | | | | | | | | |
Securities Lending Transactions(1) | |
Common Stocks | | $ | 53,700 | | | $ | — | | | $ | — | | | $ | — | | | $ | 53,700 | |
| | | | | | | | | �� | | | | | | | | | | | |
Total Borrowings | | $ | 53,700 | | | $ | — | | | $ | — | | | $ | — | | | $ | 53,700 | |
| | | | | | | | | | | | | | | | | | | | |
Gross amount of recognized liabilities for securities lending transactions | | | $ | 53,700 | |
| | | | | | | | | | | | | | | | | | | | |
| | | | | |
MidCap HLS Fund | | | | | | | | | | | | | | | |
Securities Lending Transactions(1) | |
Common Stocks | | $ | 12,096,494 | | | $ | — | | | $ | — | | | $ | — | | | $ | 12,096,494 | |
| | | | | | | | | | | | | | | | | | | | |
Total Borrowings | | $ | 12,096,494 | | | $ | — | | | $ | — | | | $ | — | | | $ | 12,096,494 | |
| | | | | | | | | | | | | | | | | | | | |
Gross amount of recognized liabilities for securities lending transactions | | | $ | 12,096,494 | |
| | | | | | | | | | | | | | | | | | | | |
| | | | | |
MidCap Value HLS Fund | | | | | | | | | | | | | | | |
Securities Lending Transactions(1) | |
Common Stocks | | $ | 4,480,145 | | | $ | — | | | $ | — | | | $ | — | | | $ | 4,480,145 | |
| | | | | | | | | | | | | | | | | | | | |
Total Borrowings | | $ | 4,480,145 | | | $ | — | | | $ | — | | | $ | — | | | $ | 4,480,145 | |
| | | | | | | | | | | | | | | | | | | | |
Gross amount of recognized liabilities for securities lending transactions | | | $ | 4,480,145 | |
| | | | | | | | | | | | | | | | | | | | |
| | | | | |
Small Cap Growth HLS Fund | | | | | | | | | | | | | | | |
Securities Lending Transactions(1) | |
Common Stocks | | $ | 3,324,241 | | | $ | — | | | $ | — | | | $ | — | | | $ | 3,324,241 | |
Exchange-Traded Funds | | | 43,510,556 | | | | — | | | | — | | | | — | | | | 43,510,556 | |
| | | | | | | | | | | | | | | | | | | | |
Total Borrowings | | $ | 46,834,797 | | | $ | — | | | $ | — | | | $ | — | | | $ | 46,834,797 | |
| | | | | | | | | | | | | | | | | | | | |
Gross amount of recognized liabilities for securities lending transactions | | | $ | 46,834,797 | |
| | | | | | | | | | | | | | | | | | | | |
| | | | | |
Small Company HLS Fund | | | | | | | | | | | | | | | |
Securities Lending Transactions(1) | |
Common Stocks | | $ | 3,997,475 | | | $ | — | | | $ | — | | | $ | — | | | $ | 3,997,475 | |
| | | | | | | | | | | | | | | | | | | | |
Total Borrowings | | $ | 3,997,475 | | | $ | — | | | $ | — | | | $ | — | | | $ | 3,997,475 | |
| | | | | | | | | | | | | | | | | | | | |
Gross amount of recognized liabilities for securities lending transactions | | | $ | 3,997,475 | |
| | | | | | | | | | | | | | | | | | | | |
Notes to Financial Statements – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | | | | | | | | | | | | | |
| | Overnight and Continuous | | | <30 days | | | Between 30 & 90 days | | | >90 days | | | Total | |
Total Return Bond HLS Fund | | | | | | | | | | | | | | | |
Securities Lending Transactions(1) | |
Corporate Bonds | | $ | 4,681,217 | | | $ | — | | | $ | — | | | $ | — | | | $ | 4,681,217 | |
Municipal Bonds | | | 4,155,427 | | | | — | | | | — | | | | — | | | | 4,155,427 | |
| | | | | | | | | | | | | | | | | | | | |
Total Borrowings | | $ | 8,836,644 | | | $ | — | | | $ | — | | | $ | — | | | $ | 8,836,644 | |
| | | | | | | | | | | | | | | | | | | | |
Gross amount of recognized liabilities for securities lending transactions | | | $ | 8,836,644 | |
| | | | | | | | | | | | | | | | | | | | |
| | | | | |
Ultrashort Bond HLS Fund | | | | | | | | | | | | | | | |
Securities Lending Transactions(1) | |
Corporate Bonds | | $ | 765,184 | | | $ | — | | | $ | — | | | $ | — | | | $ | 765,184 | |
U.S. Government Securities | | | 5,079,774 | | | | — | | | | — | | | | — | | | | 5,079,774 | |
| | | | | | | | | | | | | | | | | | | | |
Total Borrowings | | $ | 5,844,958 | | | $ | — | | | $ | — | | | $ | — | | | $ | 5,844,958 | |
| | | | | | | | | | | | | | | | | | | | |
Gross amount of recognized liabilities for securities lending transactions | | | $ | 5,844,958 | |
| | | | | | | | | | | | | | | | | | | | |
| | | | | |
Value HLS Fund | | | | | | | | | | | | | | | |
Securities Lending Transactions(1) | |
Common Stocks | | $ | 3,905,544 | | | $ | — | | | $ | — | | | $ | — | | | $ | 3,905,544 | |
| | | | | | | | | | | | | | | | | | | | |
Total Borrowings | | $ | 3,905,544 | | | $ | — | | | $ | — | | | $ | — | | | $ | 3,905,544 | |
| | | | | | | | | | | | | | | | | | | | |
Gross amount of recognized liabilities for securities lending transactions | | | $ | 3,905,544 | |
| | | | | | | | | | | | | | | | | | | | |
| (1) | Amount represents the payable for cash collateral received on securities on loan. This will generally be in the “Overnight and Continuous” column as the securities are typically callable on demand. |
10. | Investment Transactions: |
For thesix-month period ended June 30, 2019, 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 | | $ | 287,690,007 | | | $ | 434,834,188 | | | $ | 122,119,993 | | | $ | 75,571,128 | | | $ | 409,810,000 | | | $ | 510,405,316 | |
Capital Appreciation HLS Fund | | | 1,059,601,549 | | | | 1,396,286,708 | | | | — | | | | — | | | | 1,059,601,549 | | | | 1,396,286,708 | |
Disciplined Equity HLS Fund | | | 64,192,146 | | | | 107,150,076 | | | | — | | | | — | | | | 64,192,146 | | | | 107,150,076 | |
Dividend and Growth HLS Fund | | | 272,504,874 | | | | 445,648,626 | | | | — | | | | — | | | | 272,504,874 | | | | 445,648,626 | |
Global Growth HLS Fund | | | 130,882,762 | | | | 162,059,351 | | | | — | | | | — | | | | 130,882,762 | | | | 162,059,351 | |
Growth Opportunities HLS Fund | | | 430,161,084 | | | | 562,175,406 | | | | — | | | | — | | | | 430,161,084 | | | | 562,175,406 | |
Healthcare HLS Fund | | | 57,401,781 | | | | 158,113,064 | | | | — | | | | — | | | | 57,401,781 | | | | 158,113,064 | |
High Yield HLS Fund | | | 54,269,796 | | | | 60,773,752 | | | | — | | | | — | | | | 54,269,796 | | | | 60,773,752 | |
International Opportunities HLS Fund | | | 556,902,194 | | | | 630,566,449 | | | | — | | | | — | | | | 556,902,194 | | | | 630,566,449 | |
MidCap HLS Fund | | | 235,932,236 | | | | 329,353,256 | | | | — | | | | — | | | | 235,932,236 | | | | 329,353,256 | |
MidCap Growth HLS Fund | | | 19,419,743 | | | | 20,523,619 | | | | — | | | | — | | | | 19,419,743 | | | | 20,523,619 | |
MidCap Value HLS Fund | | | 91,502,159 | | | | 112,473,105 | | | | — | | | | — | | | | 91,502,159 | | | | 112,473,105 | |
Small Cap Growth HLS Fund | | | 251,499,747 | | | | 311,179,875 | | | | — | | | | — | | | | 251,499,747 | | | | 311,179,875 | |
Small Company HLS Fund | | | 201,378,413 | | | | 234,169,404 | | | | — | | | | — | | | | 201,378,413 | | | | 234,169,404 | |
Stock HLS Fund | | | 101,676,883 | | | | 200,897,837 | | | | — | | | | — | | | | 101,676,883 | | | | 200,897,837 | |
Total Return Bond HLS Fund | | | 735,817,418 | | | | 478,766,897 | | | | 345,606,389 | | | | 231,888,499 | | | | 1,081,423,807 | | | | 710,655,396 | |
Ultrashort Bond HLS Fund | | | 106,565,472 | | | | 105,078,731 | | | | 60,709,684 | | | | 26,697,265 | | | | 167,275,156 | | | | 131,775,996 | |
U.S. Government Securities HLS Fund | | | 19,991,504 | | | | 18,391,974 | | | | 87,592,847 | | | | 103,614,568 | | | | 107,584,351 | | | | 122,006,542 | |
Value HLS Fund | | | 96,714,709 | | | | 130,202,531 | | | | — | | | | — | | | | 96,714,709 | | | | 130,202,531 | |
11. | Capital Share Transactions: |
The following information is for thesix-month period ended June 30, 2019, and the year ended December 31, 2018:
| | | | | | | | | | | | | | | | |
| | For the Six-Month Period Ended June 30, 2019 | | | For the Year Ended December 31, 2018 | |
| | Shares | | | Amount | | | Shares | | | Amount | |
Balanced HLS Fund | | | | | | | | | | | | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 187,835 | | | $ | 5,581,853 | | | | 377,029 | | | $ | 11,576,568 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 4,232,006 | | | | 123,979,008 | |
Shares Redeemed | | | (4,327,926 | ) | | | (129,116,118 | ) | | | (9,617,908 | ) | | | (296,172,690 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (4,140,091 | ) | | | (123,534,265 | ) | | | (5,008,873 | ) | | | (160,617,114 | ) |
| | | | | | | | | | | | | | | | |
Notes to Financial Statements – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | | | | | | | | | |
| | For the Six-Month Period Ended June 30, 2019 | | | For the Year Ended December 31, 2018 | |
| | Shares | | | Amount | | | Shares | | | Amount | |
|
Balanced HLS Fund – (continued) | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 21,665 | | | $ | 659,156 | | | | 194,734 | | | $ | 6,046,489 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 526,962 | | | | 15,722,695 | |
Shares Redeemed | | | (603,675 | ) | | | (18,261,230 | ) | | | (1,312,276 | ) | | | (40,893,966 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (582,010 | ) | | | (17,602,074 | ) | | | (590,580 | ) | | | (19,124,782 | ) |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (4,722,101 | ) | | $ | (141,136,339 | ) | | | (5,599,453 | ) | | $ | (179,741,896 | ) |
| | | | | | | | | | | | | | | | |
| | | | |
Capital Appreciation HLS Fund | | | | | | | | | | | | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 220,164 | | | $ | 9,680,296 | | | | 711,578 | | | $ | 32,492,124 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 10,121,562 | | | | 454,718,791 | |
Shares Redeemed | | | (8,209,240 | ) | | | (375,122,779 | ) | | | (14,565,754 | ) | | | (701,373,697 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (7,989,076 | ) | | | (365,442,483 | ) | | | (3,732,614 | ) | | | (214,162,782 | ) |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 41,986 | | | $ | 1,893,005 | | | | 110,197 | | | $ | 5,115,632 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 1,249,788 | | | | 55,433,182 | |
Shares Redeemed | | | (1,026,054 | ) | | | (46,221,893 | ) | | | (2,349,094 | ) | | | (111,859,162 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (984,068 | ) | | | (44,328,888 | ) | | | (989,109 | ) | | | (51,310,348 | ) |
| | | | | | | | | | | | | | | | |
Class IC | | | | | | | | | | | | | | | | |
Shares Sold | | | 46,914 | | | $ | 2,149,839 | | | | 79,629 | | | $ | 3,804,757 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 74,019 | | | | 3,306,482 | |
Shares Redeemed | | | (49,319 | ) | | | (2,216,823 | ) | | | (81,252 | ) | | | (3,859,522 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (2,405 | ) | | | (66,984 | ) | | | 72,396 | | | | 3,251,717 | |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (8,975,549 | ) | | $ | (409,838,355 | ) | | | (4,649,327 | ) | | $ | (262,221,413 | ) |
| | | | | | | | | | | | | | | | |
| | | | |
Disciplined Equity HLS Fund | | | | | | | | | | | | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 471,312 | | | $ | 6,771,439 | | | | 418,081 | | | $ | 6,351,289 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 3,963,155 | | | | 59,926,121 | |
Shares Redeemed | | | (3,253,981 | ) | | | (50,144,245 | ) | | | (7,184,640 | ) | | | (112,570,690 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (2,782,669 | ) | | | (43,372,806 | ) | | | (2,803,404 | ) | | | (46,293,280 | ) |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 96,896 | | | $ | 1,410,089 | | | | 125,940 | | | $ | 1,915,988 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 541,890 | | | | 8,120,313 | |
Shares Redeemed | | | (416,928 | ) | | | (6,328,264 | ) | | | (1,097,934 | ) | | | (16,926,882 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (320,032 | ) | | | (4,918,175 | ) | | | (430,104 | ) | | | (6,890,581 | ) |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (3,102,701 | ) | | $ | (48,290,981 | ) | | | (3,233,508 | ) | | $ | (53,183,861 | ) |
| | | | | | | | | | | | | | | | |
|
Dividend and Growth HLS Fund | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 1,306,190 | | | $ | 28,341,740 | | | | 2,238,948 | | | $ | 51,960,388 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 16,643,249 | | | | 367,065,830 | |
Shares Redeemed | | | (9,244,398 | ) | | | (203,880,951 | ) | | | (20,816,118 | ) | | | (488,971,318 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (7,938,208 | ) | | | (175,539,211 | ) | | | (1,933,921 | ) | | | (69,945,100 | ) |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 117,527 | | | $ | 2,551,399 | | | | 410,222 | | | $ | 9,509,461 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 2,277,912 | | | | 50,078,265 | |
Shares Redeemed | | | (1,457,770 | ) | | | (32,031,839 | ) | | | (3,148,825 | ) | | | (72,751,751 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (1,340,243 | ) | | | (29,480,440 | ) | | | (460,691 | ) | | | (13,164,025 | ) |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (9,278,451 | ) | | $ | (205,019,651 | ) | | | (2,394,612 | ) | | $ | (83,109,125 | ) |
| | | | | | | | | | | | | | | | |
|
Global Growth HLS Fund | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 256,590 | | | $ | 7,027,643 | | | | 1,078,775 | | | $ | 31,212,233 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 1,375,789 | | | | 38,893,548 | |
Shares Redeemed | | | (1,163,863 | ) | | | (32,910,873 | ) | | | (2,645,726 | ) | | | (75,484,691 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (907,273 | ) | | | (25,883,230 | ) | | | (191,162 | ) | | | (5,378,910 | ) |
| | | | | | | | | | | | | | | | |
Notes to Financial Statements – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | | | | | | | | | |
| | For the Six-Month Period Ended June 30, 2019 | | | For the Year Ended December 31, 2018 | |
| | Shares | | | Amount | | | Shares | | | Amount | |
|
Global Growth HLS Fund – (continued) | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 50,108 | | | $ | 1,354,381 | | | | 195,826 | | | $ | 5,672,825 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 261,598 | | | | 7,324,732 | |
Shares Redeemed | | | (246,649 | ) | | | (6,899,599 | ) | | | (574,093 | ) | | | (16,275,227 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (196,541 | ) | | | (5,545,218 | ) | | | (116,669 | ) | | | (3,277,670 | ) |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (1,103,814 | ) | | $ | (31,428,448 | ) | | | (307,831 | ) | | $ | (8,656,580 | ) |
| | | | | | | | | | | | | | | | |
|
Growth Opportunities HLS Fund | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 539,795 | | | $ | 21,140,170 | | | | 880,238 | | | $ | 34,499,287 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 4,558,515 | | | | 183,161,141 | |
Shares Redeemed | | | (2,478,714 | ) | | | (100,458,098 | ) | | | (4,784,503 | ) | | | (194,145,164 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (1,938,919 | ) | | | (79,317,928 | ) | | | 654,250 | | | | 23,515,264 | |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 101,163 | | | $ | 3,830,718 | | | | 247,857 | | | $ | 9,559,584 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 558,990 | | | | 21,414,890 | |
Shares Redeemed | | | (324,955 | ) | | | (12,549,574 | ) | | | (728,619 | ) | | | (28,067,244 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (223,792 | ) | | | (8,718,856 | ) | | | 78,228 | | | | 2,907,230 | |
| | | | | | | | | | | | | | | | |
Class IC | | | | | | | | | | | | | | | | |
Shares Sold | | | 114,749 | | | $ | 4,649,561 | | | | 153,006 | | | $ | 6,010,543 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 133,407 | | | | 5,228,239 | |
Shares Redeemed | | | (37,323 | ) | | | (1,476,983 | ) | | | (84,803 | ) | | | (3,367,405 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 77,426 | | | | 3,172,578 | | | | 201,610 | | | | 7,871,377 | |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (2,085,285 | ) | | $ | (84,864,206 | ) | | | 934,088 | | | $ | 34,293,871 | |
| | | | | | | | | | | | | | | | |
|
Healthcare HLS Fund | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 351,218 | | | $ | 7,925,187 | | | | 1,245,774 | | | $ | 29,306,376 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 745,725 | | | | 17,636,397 | |
Shares Redeemed | | | (4,565,552 | ) | | | (106,516,760 | ) | | | (2,811,944 | ) | | | (65,218,731 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (4,214,334 | ) | | | (98,591,573 | ) | | | (820,445 | ) | | | (18,275,958 | ) |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 26,636 | | | $ | 571,110 | | | | 88,489 | | | $ | 1,970,210 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 121,767 | | | | 2,726,361 | |
Shares Redeemed | | | (146,431 | ) | | | (3,142,174 | ) | | | (427,867 | ) | | | (9,515,201 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (119,795 | ) | | | (2,571,064 | ) | | | (217,611 | ) | | | (4,818,630 | ) |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (4,334,129 | ) | | $ | (101,162,637 | ) | | | (1,038,056 | ) | | $ | (23,094,588 | ) |
| | | | | | | | | | | | | | | | |
|
High Yield HLS Fund | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 565,649 | | | $ | 4,500,747 | | | | 1,286,518 | | | $ | 10,403,608 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 1,614,321 | | | | 12,607,847 | |
Shares Redeemed | | | (2,211,869 | ) | | | (17,547,243 | ) | | | (5,381,959 | ) | | | (43,050,250 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (1,646,220 | ) | | | (13,046,496 | ) | | | (2,481,120 | ) | | | (20,038,795 | ) |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 149,701 | | | $ | 1,168,415 | | | | 383,944 | | | $ | 3,004,028 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 491,610 | | | | 3,775,566 | |
Shares Redeemed | | | (727,841 | ) | | | (5,685,506 | ) | | | (1,712,158 | ) | | | (13,431,228 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (578,140 | ) | | | (4,517,091 | ) | | | (836,604 | ) | | | (6,651,634 | ) |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (2,224,360 | ) | | $ | (17,563,587 | ) | | | (3,317,724 | ) | | $ | (26,690,429 | ) |
| | | | | | | | | | | | | | | | |
|
International Opportunities HLS Fund | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 1,412,974 | | | $ | 21,847,895 | | | | 7,906,986 | | | $ | 133,045,266 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 1,511,466 | | | | 24,591,559 | |
Shares Redeemed | | | (6,873,227 | ) | | | (106,997,978 | ) | | | (18,708,966 | ) | | | (314,533,972 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (5,460,253 | ) | | | (85,150,083 | ) | | | (9,290,514 | ) | | | (156,897,147 | ) |
| | | | | | | | | | | | | | | | |
Notes to Financial Statements – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | | | | | | | | | |
| | For the Six-Month Period Ended June 30, 2019 | | | For the Year Ended December 31, 2018 | |
| | Shares | | | Amount | | | Shares | | | Amount | |
|
International Opportunities HLS Fund – (continued) | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 249,636 | | | $ | 3,858,644 | | | | 682,479 | | | $ | 11,438,242 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 145,186 | | | | 2,394,120 | |
Shares Redeemed | | | (730,620 | ) | | | (11,607,639 | ) | | | (1,453,082 | ) | | | (24,718,563 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (480,984 | ) | | | (7,748,995 | ) | | | (625,417 | ) | | | (10,886,201 | ) |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (5,941,237 | ) | | $ | (92,899,078 | ) | | | (9,915,931 | ) | | $ | (167,783,348 | ) |
| | | | | | | | | | | | | | | | |
|
MidCap HLS Fund | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 1,607,441 | | | $ | 63,634,962 | | | | 6,486,190 | | | $ | 264,741,334 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 5,086,106 | | | | 206,009,765 | |
Shares Redeemed | | | (4,094,522 | ) | | | (162,385,617 | ) | | | (12,978,019 | ) | | | (515,877,276 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (2,487,081 | ) | | | (98,750,655 | ) | | | (1,405,723 | ) | | | (45,126,177 | ) |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 48,080 | | | $ | 1,871,509 | | | | 85,061 | | | $ | 3,436,405 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 138,789 | | | | 5,470,747 | |
Shares Redeemed | | | (118,479 | ) | | | (4,615,118 | ) | | | (319,892 | ) | | | (12,588,252 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (70,399 | ) | | | (2,743,609 | ) | | | (96,042 | ) | | | (3,681,100 | ) |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (2,557,480 | ) | | $ | (101,494,264 | ) | | | (1,501,765 | ) | | $ | (48,807,277 | ) |
| | | | | | | | | | | | | | | | |
| | | | |
MidCap Growth HLS Fund | | | | | | | | | | | | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 527,091 | | | $ | 4,405,777 | | | | 443,078 | | | $ | 3,855,962 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 907,298 | | | | 7,929,782 | |
Shares Redeemed | | | (693,278 | ) | | | (5,874,253 | ) | | | (1,874,449 | ) | | | (16,135,241 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (166,187 | ) | | | (1,468,476 | ) | | | (524,073 | ) | | | (4,349,497 | ) |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 190,458 | | | $ | 1,623,287 | | | | 103,365 | | | $ | 916,628 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 158,237 | | | | 1,375,082 | |
Shares Redeemed | | | (189,338 | ) | | | (1,584,090 | ) | | | (362,990 | ) | | | (3,129,051 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 1,120 | | | | 39,197 | | | | (101,388 | ) | | | (837,341 | ) |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (165,067 | ) | | $ | (1,429,279 | ) | | | (625,461 | ) | | $ | (5,186,838 | ) |
| | | | | | | | | | | | | | | | |
| | | | |
MidCap Value HLS Fund | | | | | | | | | | | | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 186,212 | | | $ | 2,086,963 | | | | 363,704 | | | $ | 4,488,869 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 1,760,255 | | | | 20,921,640 | |
Shares Redeemed | | | (1,810,404 | ) | | | (20,476,890 | ) | | | (3,101,516 | ) | | | (37,927,053 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (1,624,192 | ) | | | (18,389,927 | ) | | | (977,557 | ) | | | (12,516,544 | ) |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 52,371 | | | $ | 587,841 | | | | 55,809 | | | $ | 678,984 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 497,931 | | | | 5,918,091 | |
Shares Redeemed | | | (492,931 | ) | | | (5,525,296 | ) | | | (961,412 | ) | | | (11,563,113 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (440,560 | ) | | | (4,937,455 | ) | | | (407,672 | ) | | | (4,966,038 | ) |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (2,064,752 | ) | | $ | (23,327,382 | ) | | | (1,385,229 | ) | | $ | (17,482,582 | ) |
| | | | | | | | | | | | | | | | |
| | | | |
Small Cap Growth HLS Fund | | | | | | | | | | | | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 2,113,470 | | | $ | 66,615,586 | | | | 4,222,713 | | | $ | 140,276,410 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 1,485,036 | | | | 51,501,062 | |
Shares Redeemed | | | (3,555,641 | ) | | | (112,860,493 | ) | | | (5,574,766 | ) | | | (183,058,917 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (1,442,171 | ) | | | (46,244,907 | ) | | | 132,983 | | | | 8,718,555 | |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 676,181 | | | $ | 20,726,957 | | | | 1,901,268 | | | $ | 59,933,616 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 690,752 | | | | 23,243,803 | |
Shares Redeemed | | | (1,307,223 | ) | | | (40,420,949 | ) | | | (2,517,531 | ) | | | (81,490,053 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (631,042 | ) | | | (19,693,992 | ) | | | 74,489 | | | | 1,687,366 | |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (2,073,213 | ) | | $ | (65,938,899 | ) | | | 207,472 | | | $ | 10,405,921 | |
| | | | | | | | | | | | | | | | |
Notes to Financial Statements – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | | | | | | | | | |
| | For the Six-Month Period Ended June 30, 2019 | | | For the Year Ended December 31, 2018 | |
| | Shares | | | Amount | | | Shares | | | Amount | |
Small Company HLS Fund | | | | | | | | | | | | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 864,524 | | | $ | 19,156,119 | | | | 2,279,458 | | | $ | 49,529,365 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 1,609,205 | | | | 37,253,096 | |
Shares Redeemed | | | (1,909,710 | ) | | | (42,493,701 | ) | | | (5,131,207 | ) | | | (111,785,237 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (1,045,186 | ) | | | (23,337,582 | ) | | | (1,242,544 | ) | | | (25,002,776 | ) |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 58,535 | | | $ | 1,192,283 | | | | 282,487 | | | $ | 5,752,063 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 188,065 | | | | 4,017,068 | |
Shares Redeemed | | | (344,695 | ) | | | (6,922,309 | ) | | | (747,252 | ) | | | (14,895,365 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (286,160 | ) | | | (5,730,026 | ) | | | (276,700 | ) | | | (5,126,234 | ) |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (1,331,346 | ) | | $ | (29,067,608 | ) | | | (1,519,244 | ) | | $ | (30,129,010 | ) |
| | | | | | | | | | | | | | | | |
| | | | |
Stock HLS Fund | | | | | | | | | | | | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 37,264 | | | $ | 3,300,751 | | | | 72,515 | | | $ | 5,954,634 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 265,343 | | | | 20,294,819 | |
Shares Redeemed | | | (1,015,303 | ) | | | (89,150,120 | ) | | | (2,271,073 | ) | | | (186,699,226 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (978,039 | ) | | | (85,849,369 | ) | | | (1,933,215 | ) | | | (160,449,773 | ) |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 16,515 | | | $ | 1,476,145 | | | | 25,748 | | | $ | 2,171,547 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 22,018 | | | | 1,685,834 | |
Shares Redeemed | | | (132,174 | ) | | | (11,609,325 | ) | | | (311,649 | ) | | | (25,637,685 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (115,659 | ) | | | (10,133,180 | ) | | | (263,883 | ) | | | (21,780,304 | ) |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (1,093,698 | ) | | $ | (95,982,549 | ) | | | (2,197,098 | ) | | $ | (182,230,077 | ) |
| | | | | | | | | | | | | | | | |
| | | | |
Total Return Bond HLS Fund | | | | | | | | | | | | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 6,250,384 | | | $ | 69,679,214 | | | | 8,943,428 | | | $ | 98,737,562 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 7,874,151 | | | | 84,804,607 | |
Shares Redeemed | | | (13,970,818 | ) | | | (154,085,454 | ) | | | (33,490,964 | ) | | | (367,229,305 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (7,720,434 | ) | | | (84,406,240 | ) | | | (16,673,385 | ) | | | (183,687,136 | ) |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 575,744 | | | $ | 6,381,101 | | | | 737,317 | | | $ | 8,103,146 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 856,478 | | | | 9,181,448 | |
Shares Redeemed | | | (1,541,148 | ) | | | (16,937,398 | ) | | | (3,590,545 | ) | | | (39,142,701 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (965,404 | ) | | | (10,556,297 | ) | | | (1,996,750 | ) | | | (21,858,107 | ) |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (8,685,838 | ) | | $ | (94,962,537 | ) | | | (18,670,135 | ) | | $ | (205,545,243 | ) |
| | | | | | | | | | | | | | | | |
| | | | |
Ultrashort Bond HLS Fund | | | | | | | | | | | | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 3,709,135 | | | $ | 37,875,282 | | | | 5,794,419 | | | $ | 58,434,281 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 499,842 | | | | 5,018,414 | |
Shares Redeemed | | | (4,996,363 | ) | | | (50,858,976 | ) | | | (8,804,753 | ) | | | (88,776,912 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (1,287,228 | ) | | | (12,983,694 | ) | | | (2,510,492 | ) | | | (25,324,217 | ) |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 445,902 | | | $ | 4,542,626 | | | | 1,496,586 | | | $ | 15,071,051 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 53,416 | | | | 536,294 | |
Shares Redeemed | | | (842,058 | ) | | | (8,562,855 | ) | | | (1,634,853 | ) | | | (16,463,268 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (396,156 | ) | | | (4,020,229 | ) | | | (84,851 | ) | | | (855,923 | ) |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (1,683,384 | ) | | $ | (17,003,923 | ) | | | (2,595,343 | ) | | $ | (26,180,140 | ) |
| | | | | | | | | | | | | | | | |
| | | | |
U.S. Government Securities HLS Fund | | | | | | | | | | | | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 1,268,932 | | | $ | 12,950,838 | | | | 1,738,359 | | | $ | 17,500,321 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 716,309 | | | | 7,134,442 | |
Shares Redeemed | | | (3,249,336 | ) | | | (33,050,447 | ) | | | (6,266,754 | ) | | | (63,056,532 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (1,980,404 | ) | | | (20,099,609 | ) | | | (3,812,086 | ) | | | (38,421,769 | ) |
| | | | | | | | | | | | | | | | |
Notes to Financial Statements – (continued)
June 30, 2019 (Unaudited)
| | | | | | | | | | | | | | | | |
| | For the Six-Month Period Ended June 30, 2019 | | | For the Year Ended December 31, 2018 | |
| | Shares | | | Amount | | | Shares | | | Amount | |
| | | | |
U.S. Government Securities HLS Fund – (continued) | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 209,135 | | | $ | 2,125,399 | | | | 390,678 | | | $ | 3,920,475 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 133,828 | | | | 1,332,927 | |
Shares Redeemed | | | (604,544 | ) | | | (6,142,294 | ) | | | (1,494,961 | ) | | | (14,988,690 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (395,409 | ) | | | (4,016,895 | ) | | | (970,455 | ) | | | (9,735,288 | ) |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (2,375,813 | ) | | $ | (24,116,504 | ) | | | (4,782,541 | ) | | $ | (48,157,057 | ) |
| | | | | | | | | | | | | | | | |
| | | | |
Value HLS Fund | | | | | | | | | | | | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 408,518 | | | $ | 5,898,451 | | | | 769,369 | | | $ | 11,763,745 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 3,182,011 | | | | 45,728,961 | |
Shares Redeemed | | | (2,711,059 | ) | | | (38,582,141 | ) | | | (4,476,365 | ) | | | (69,613,039 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (2,302,541 | ) | | | (32,683,690 | ) | | | (524,985 | ) | | | (12,120,333 | ) |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 32,766 | | | $ | 458,182 | | | | 81,995 | | | $ | 1,246,473 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 515,685 | | | | 7,417,890 | |
Shares Redeemed | | | (447,028 | ) | | | (6,413,695 | ) | | | (771,648 | ) | | | (11,962,532 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (414,262 | ) | | | (5,955,513 | ) | | | (173,968 | ) | | | (3,298,169 | ) |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (2,716,803 | ) | | $ | (38,639,203 | ) | | | (698,953 | ) | | $ | (15,418,502 | ) |
| | | | | | | | | | | | | | | | |
Each Fund participates in a committed line of credit pursuant to a credit agreement. 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 $370 million in the aggregate, subject to asset coverage and other limitations specified in the credit agreement. The interest rate on borrowings varies depending on the nature of the loan. The facility also charges a commitment fee, which is allocated to each of the funds participating in the line of credit based on average net assets of the funds. During and as of thesix-month period ended June 30, 2019, none of the Funds had borrowings under this facility.
Under each Company’s organizational documents, the Company shall indemnify its officers and directors to the full extent required or permitted under Maryland General Corporation Law and federal securities laws. In addition, each Company, on behalf of its respective Funds, may enter into contracts that contain a variety of indemnifications. Each Company’s maximum exposure under these arrangements is unknown. However, as of the date of these financial statements, each Company has not had prior claims or losses pursuant to these contracts and expects the risk of loss to be remote.
14. | Recent Accounting Pronouncement: |
The FASB issued ASU 2017-08 (the “ASU” or “Update”) to amend the amortization period to the earliest call date for purchased callable debt securities held at a premium. The ASU is effective for public entities for fiscal years beginning after December 15, 2018, and will become effective for private entities one year later. Upon initial adoption, the impacted funds adjusted the cost of their callable debt securities by the cumulative amount of amortization that would have been recognized had the amortization period initially extended only to the earliest call date, with a corresponding reclassification between interest income and net realized gain (loss) on investments or net unrealized appreciation (depreciation) of investments in the Statements of Operations. The adoption of this Update does not affect the impacted funds’ net asset values or the cumulative effect to the impacted funds resulting from the adoption of amending the amortization period to the earliest call date for callable debt securities is as follows:
| | | | | | | | | | | | | | | | |
| | As of January 1, 2019 | | | For the Six Months Ended June 30, 2019 | |
Fund | | Cost of Investments | | | Interest Income | | | Net Unrealized Appreciation (Depreciation) of Investments | | | Net Realized Gains on Investments (Loss) | |
Hartford Balanced HLS Fund | | $ | (333 | ) | | $ | (122 | ) | | $ | 122 | | | $ | — | |
Hartford High Yield HLS Fund | | | 264,164 | | | | 59,252 | | | | 5,227 | | | | (64,479 | ) |
Hartford Total Return Bond HLS Fund | | | (91,680 | ) | | | (53,512 | ) | | | 2,562 | | | | 50,950 | |
Notes to Financial Statements – (continued)
June 30, 2019 (Unaudited)
In August 2018, the FASB issued Accounting Standards Update2018-13, Fair Value Measurement (Topic 820): Disclosure Framework – Changes to the Disclosure Requirements for Fair Value Measurement (“ASU2018-13”). The update introduces new fair value disclosure requirements, eliminates some prior fair value disclosure requirements, and modifies certain existing fair value disclosure requirements.
ASU2018-13 is effective for fiscal years beginning after December 15, 2019 and for interim periods within those fiscal years, however, an entity is permitted to early adopt either the entire standard or only the provisions that eliminate or modify requirements. Management has elected to early adopt the provisions of ASU2018-13 that eliminate disclosure requirements effective with the current reporting period. The impact of each Fund’s early adoption of these provisions was limited to changes in the Fund’s financial statement disclosures regarding fair value, primarily those disclosures related to transfers between Level 1 and Level 2 of the fair value hierarchy and the timing of transfers between levels of the fair value hierarchy. Management is currently evaluating the potential impact of adopting the additional provisions of ASU2018-13.
In connection with the preparation of the financial statements of the Funds as of and for thesix-month period ended June 30, 2019, events and transactions subsequent to June 30, 2019, through the date the financial statements were issued have been evaluated by the Funds’ management for possible adjustment and/or disclosure. The following subsequent events have been identified.
Michael F. Garrett announced his plan to retire, and effective June 30, 2020, he will no longer serve as a portfolio manager for the U.S. Government Securities HLS Fund. Mr. Garrett’s portfolio management responsibilities will transition to Mr. Conroy in the months leading up to his departure.
HFMC agreed to extend the current contractual management fee waiver of 0.03% for the Balanced HLS Fund. This waiver will remain in effect until April 30, 2021 unless the Board of Directors of Hartford Series Fund, Inc. approves its earlier termination.
Effective January 1, 2020, HFMC agreed to waive 0.03% of the High Yield HLS Fund’s contractual management fee. This waiver will remain in effect until December 31, 2020 unless the Board of Directors of Hartford Series Fund, Inc. approves its earlier termination.
Effective January 1, 2020, the Disciplined Equity HLS Fund’s new investment management fee schedule will be as follows:
| | | | |
Average Net Assets | | Annual Rate | |
First $250 million | | | 0.7500 | % |
Next $250 million | | | 0.6500 | % |
Next $500 million | | | 0.6000 | % |
Next $4 billion | | | 0.5800 | % |
Next $5 billion | | | 0.5700 | % |
Over $10 billion | | | 0.5600 | % |
HOW TO OBTAIN A COPY OF EACH FUND’S PROXY VOTING POLICIES AND VOTING RECORDS (UNAUDITED)
A description of the policies and procedures that each Fund uses to determine how to vote proxies relating to portfolio securities and information about how each Fund voted proxies relating to portfolio securities during the most recent twelve-month period ended June 30, are available (1) without charge, upon request, by calling 888-843-7824 and (2) on the SEC’s website at http://www.sec.gov.
QUARTERLY PORTFOLIO HOLDINGS INFORMATION (UNAUDITED)
Each Fund will file its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year as an exhibit to its reports on FormN-PORT. Each Fund’s Form N-PORT reports once filed will be available (1) without charge, upon request, by calling888-843-7824 and (2) on the SEC’s website at http://www.sec.gov.
THIS PRIVACY POLICY IS NOT PART OF THIS REPORT
CUSTOMER PRIVACY NOTICE
The Hartford Financial Services Group, Inc. and its Affiliates*
(herein called “we, our, and us”)
This Privacy Policy applies to our United States Operations
We value your trust. We are committed to the responsible:
a) management;
b) use; and
c) protection;
ofPersonal Information.
This notice describes how we collect, disclose, and protectPersonal Information.
We collectPersonal Informationto:
a) service yourTransactionswith us; and
b) support our business functions.
We may obtainPersonal Informationfrom:
a)You;
b) yourTransactionswith us; and
c) third parties such as a consumer-reporting agency.
Based on the type of product or serviceYouapply for or get from us,Personal Informationsuch as:
a) your name;
b) your address;
c) your income;
d) your payment; or
e) your credit history;
may be gathered from sources such as applications,Transactions, and consumer reports.
To serveYouand service our business, we may share certainPersonal Information.We will sharePersonal Information, only as allowed by law, with affiliates such as:
a) our insurance companies;
b) our employee agents;
c) our brokerage firms; and
d) our administrators.
As allowed by law, we may sharePersonal Financial Information with our affiliates to:
a) market our products; or
b) market our services;
toYouwithout providingYouwith an option to prevent these disclosures.
We may also sharePersonal Information, only as allowed by law, with unaffiliated third parties including:
a) independent agents;
b) brokerage firms;
c) insurance companies;
d) administrators; and
e) service providers;
who help us serveYouand service our business.
When allowed by law, we may share certainPersonal Financial Information with other unaffiliated third parties who assist us by performing services or functions such as:
a) taking surveys;
b) marketing our products or services; or
c) offering financial products or services under a joint agreement between us and one or more financial institutions.
We, and third parties we partner with, may track some of the pagesYouvisit through the use of:
a) cookies;
b) pixel tagging; or
c) other technologies;
and currently do not process or comply with any web browser’s “do not track” signal or other similar mechanism that indicates a request to disable online tracking of individual users who visit our websites or use our services.
For more information, our Online Privacy Policy, which governs information we collect on our website and our affiliate websites, is available at https://www.thehartford.com/online-privacy-policy.
We will not sell or share yourPersonal Financial Informationwith anyone for purposes unrelated to our business functions without offeringYouthe opportunity to:
a)“opt-out;” or
b)“opt-in;”
as required by law.
We only disclosePersonal Health Informationwith:
a) your authorization; or
b) as otherwise allowed or required by law.
Our employees have access toPersonal Informationin the course of doing their jobs, such as:
a) underwriting policies;
b) paying claims;
c) developing new products; or
d) advising customers of our products and services.
We use manual and electronic security procedures to maintain:
a) the confidentiality; and
b) the integrity of;
Personal Informationthat we have. We use these procedures to guard against unauthorized access.
Some techniques we use to protectPersonal Informationinclude:
a) secured files;
b) user authentication;
c) encryption;
d) firewall technology; and
e) the use of detection software.
We are responsible for and must:
a) identify information to be protected;
b) provide an adequate level of protection for that data; and
c) grant access to protected data only to those people who must use it in the performance of theirjob-related duties.
Employees who violate our privacy policies and procedures may be subject to discipline, which may include termination of their employment with us.
We will continue to follow our Privacy Policy regardingPersonal Information even when a business relationship no longer exists between us.
As used in this Privacy Notice:
Application means your request for our product or service.
Personal Financial Information means financial information such as:
a) credit history;
b) income;
c) financial benefits; or
d) policy or claim information.
Personal Financial Informationmay include Social Security Numbers, Driver’s license numbers, or other government-issued identification numbers, or credit, debit card, or bank account numbers.
Personal Health Informationmeans health information such as:
a) your medical records; or
b) information about your illness, disability or injury.
Personal Informationmeans information that identifiesYou personally and is not otherwise available to the public. It includes:
a)Personal Financial Information; and
b)Personal Health Information.
Transactionmeans your business dealings with us, such as:
a) yourApplication;
b) your request for us to pay a claim; and
c) your request for us to take an action on your account.
Youmeans an individual who has given usPersonal Informationin conjunction with:
a) asking about;
b) applying for; or
c) obtaining;
a financial product or service from us if the product or service is used mainly for personal, family, or household purposes.
If you have any questions or comments about this privacy notice, please feel free to contact us at The Hartford – Law Department, Privacy Law, One Hartford Plaza, Hartford, CT 06155, or at CorporatePrivacyOffice@thehartford.com.
This Customer Privacy Notice is being provided on behalf of The Hartford Financial Services Group, Inc. and its affiliates (including the following as of March 2019), to the extent required by the Gramm-Leach-Bliley Act and implementing regulations.
1stAGChoice, Inc.; Access CoverageCorp, Inc.; Access CoverageCorp Technologies, Inc.; Business Management Group, Inc.; Cervus Claim Solutions, LLC; First State Insurance Company; FTC Resolution Company LLC; Hart Re Group L.L.C.; Hartford Accident and Indemnity Company; Hartford Administrative Services Company; Hartford Casualty General Agency, Inc.; Hartford Casualty Insurance Company; Hartford Fire General Agency, Inc.; Hartford Fire Insurance Company; Hartford Funds Distributors, LLC; Hartford Funds Management Company, LLC; Hartford Funds Management Group, Inc.; Hartford Group Benefits Holding Company; Hartford Holdings, Inc.; Hartford Insurance Company of Illinois; Hartford Insurance Company of the Midwest; Hartford Insurance Company of the Southeast; Hartford Insurance, Ltd.; Hartford Integrated Technologies, Inc.; Hartford Investment Management Company; Hartford Life and Accident Insurance Company; Hartford Life, Ltd.; Hartford Lloyd’s Corporation; Hartford Lloyd’s Insurance Company; Hartford Management, Ltd.; Hartford of Texas General Agency, Inc.; Hartford Residual Market, L.C.C.; Hartford Specialty Insurance Services of Texas, LLC; Hartford STAG Ventures LLC; Hartford Strategic Investments, LLC; Hartford Underwriters General Agency, Inc.; Hartford Underwriters Insurance Company; Heritage Holdings, Inc.; Heritage Reinsurance Company, Ltd.; HIMCO Distribution Services Company; HLA LLC; HL Investment Advisors, LLC; Horizon Management Group, LLC; HRA Brokerage Services, Inc.; Lattice Strategies LLC; Maxum Casualty Insurance Company; Maxum Indemnity Company; Maxum Specialty Services Corporation; MPC Resolution Company LLC; New England Insurance Company; New England Reinsurance Corporation; New Ocean Insurance Co., Ltd.; Nutmeg Insurance Agency, Inc.; Nutmeg Insurance Company; Pacific Insurance Company, Limited; Property and Casualty Insurance Company of Hartford; Renato Acquisition Co.; Sentinel Insurance Company, Ltd; Trumbull Flood Management, L.L.C.; Trumbull Insurance Company; Twin City Fire Insurance Company;Y-Risk, LLC.
Revised March 2019
Series of Hartford Series Fund, Inc. and Hartford HLS Series Fund II, Inc. (each a “Fund” and collectively, the “Funds”) are not subsidiaries of The Hartford Financial Services Group, Inc. (“The Hartford”) but are underwritten, distributed by and advised by subsidiaries of The Hartford. Investments in the Funds are not guaranteed by The Hartford or any other entity.
This report is submitted for the general information of the shareholders of the Funds referenced in this report. It is not authorized for distribution to persons who are not shareholders of one or more Funds referenced in this report unless preceded or accompanied by a current prospectus for the relevant Fund. Nothing herein contained is to be considered an offer of sale or a solicitation of an offer to buy shares of any Fund listed in this report. Such offering is only made by prospectus, which includes details as to the offering price and other material information.
Investors should carefully consider the investment objectives, risks, charges and expenses of a Fund. This and other important information is contained in a Fund’s prospectus and summary prospectus, which can be obtained by visiting hartfordfunds.com. Please read it carefully before investing.
The Funds are distributed by Hartford Funds Distributors, LLC (HFD), Member FINRA. Hartford Funds Management Company, LLC (HFMC) is the Funds’ investment manager. The Funds aresub-advised by Wellington Management Company LLP. HFD and HFMC are not affiliated with Wellington Management Company LLP.
HLSSAR19 8-19 212710 Printed in U.S.A.
Item 2. Code of Ethics.
Not applicable to this semi-annual filing.
Item 3. Audit Committee Financial Expert.
Not applicable to this semi-annual filing.
Item 4. Principal Accountant Fees and Services.
Not applicable to this semi-annual filing.
Item 5. Audit Committee of Listed Registrants.
Not applicable.
Item 6. Investments.
| (a) | The Schedule of Investments in securities of unaffiliated issuers as of the close of the reporting period is included as part of the semi-annual report filed under Item 1 of this form. |
Item 7. Disclosure of Proxy Voting Policies and Procedures forClosed-End Management Investment Companies.
Not applicable.
Item 8. Portfolio Managers ofClosed-End Management Investment Companies.
Not applicable.
Item 9. Purchases of Equity Securities byClosed-End Management Investment Company and Affiliated Purchasers.
Not applicable.
Item 10. Submission of Matters to a Vote of Security Holders.
There have been no material changes to the procedures by which shareholders may recommend nominees to the registrant’s board of directors since the registrant last provided disclosure in response to this requirement.
Item 11. Controls and Procedures.
| (a) | The registrant’s principal executive and principal financial officers, or persons performing similar functions, have concluded that the registrant’s disclosure controls and procedures (as defined in Rule30a-3(c) under the Investment Company Act of 1940, as |
| amended (the “1940 Act”) (17 CFR270.30a-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 Rule30a-3(b) under the 1940 Act (17 CFR270.30a-3(b)) andRules 13a-15(b) or15d-15(b) under the Securities Exchange Act of 1934, as amended (17 CFR240.13a-15(b) or240.15d-15(b)). |
| (b) | There were no changes in the registrant’s internal control over financial reporting (as defined in Rule30a-3(d) under the 1940 Act (17 CFR270.30a-3(d)) that occurred during the period covered by this report that have materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting. |
Item 12. Disclosure of Securities Lending Activities forClosed-End Management Investment Companies.
Not applicable.
Item 13. Exhibits.
| (a)(2) | Separate certifications for each principal executive officer and principal financial officer of the registrant as required by Rule30a-2(a) under the 1940 Act (17 CFR270.30a-2(a)) and Section 302 of the Sarbanes-Oxley Act of 2002 are attached hereto. |
| (b) | Certifications pursuant to Rule30a-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 29, 2019 | | 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 29, 2019 | | By: | | /s/ James E. Davey |
| | | | James E. Davey |
| | | | President and Chief Executive Officer |
| | |
Date: August 29, 2019 | | By: | | /s/ Amy N. Furlong |
| | | | Amy N. Furlong |
| | | | Treasurer |
| | | | (Principal Financial Officer and Principal Accounting Officer) |