Hartford Balanced HLS Fund
Schedule of
Investments
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
1 |
Hartford Balanced HLS Fund
Schedule of
Investments – (continued)
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
2 |
Hartford Balanced HLS Fund
Schedule of
Investments – (continued)
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
3 |
Hartford Balanced HLS Fund
Schedule of
Investments – (continued)
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
4 |
Hartford Balanced HLS Fund
Schedule of
Investments – (continued)
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
5 |
Hartford Balanced HLS Fund
Schedule of
Investments – (continued)
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
6 |
Hartford Balanced HLS Fund
Schedule of
Investments – (continued)
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
7 |
Hartford Balanced HLS Fund
Schedule of
Investments – (continued)
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
Futures Contracts Outstanding at September 30, 2022 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
U.S. Treasury 2-Year Note Future | 184 | 12/30/2022 | $ 37,791,875 | $ (615,040) | ||||
U.S. Treasury 5-Year Note Future | 57 | 12/30/2022 | 6,127,946 | 7,458 | ||||
Total | $ (607,582) | |||||||
Short position contracts: | ||||||||
U.S. Treasury 10-Year Note Future | 9 | 12/20/2022 | $ 1,008,563 | $ (2,970) | ||||
U.S. Treasury 10-Year Ultra Bond Future | 32 | 12/20/2022 | 3,791,500 | 180,817 | ||||
Total | $ 177,847 | |||||||
Total futures contracts | $ (429,735) |
† For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
8 |
Hartford Balanced HLS Fund
Schedule of
Investments – (continued)
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of September 30, 2022 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Asset & Commercial Mortgage-Backed Securities | $ 22,068,580 | $ — | $ 22,068,580 | $ — | ||||
Corporate Bonds | 216,778,271 | — | 216,778,271 | — | ||||
Foreign Government Obligations | 2,467,060 | — | 2,467,060 | — | ||||
Municipal Bonds | 12,376,804 | — | 12,376,804 | — | ||||
U.S. Government Agencies | 18,550,311 | — | 18,550,311 | — | ||||
U.S. Government Securities | 283,080,786 | — | 283,080,786 | — | ||||
Common Stocks | ||||||||
Automobiles & Components | 12,468,368 | 12,468,368 | — | — | ||||
Banks | 52,347,065 | 52,347,065 | — | — | ||||
Capital Goods | 89,826,689 | 89,826,689 | — | — | ||||
Consumer Durables & Apparel | 11,483,235 | 11,483,235 | — | — | ||||
Consumer Services | 26,075,263 | 26,075,263 | — | — | ||||
Diversified Financials | 75,485,228 | 75,485,228 | — | — | ||||
Energy | 20,561,334 | 20,561,334 | — | — | ||||
Food & Staples Retailing | 10,750,748 | 10,750,748 | — | — | ||||
Food, Beverage & Tobacco | 23,958,677 | 23,958,677 | — | — | ||||
Health Care Equipment & Services | 120,452,639 | 120,452,639 | — | — | ||||
Household & Personal Products | 12,583,527 | 12,583,527 | — | — | ||||
Insurance | 48,760,414 | 48,760,414 | — | — | ||||
Materials | 19,796,933 | 19,796,933 | — | — | ||||
Media & Entertainment | 107,905,767 | 107,905,767 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 90,390,836 | 78,589,303 | 11,801,533 | — | ||||
Real Estate | 25,290,349 | 25,290,349 | — | — | ||||
Retailing | 47,754,104 | 47,754,104 | — | — | ||||
Semiconductors & Semiconductor Equipment | 57,714,844 | 57,714,844 | — | — | ||||
Software & Services | 144,372,206 | 144,372,206 | — | — | ||||
Technology Hardware & Equipment | 50,751,254 | 50,751,254 | — | — | ||||
Transportation | 13,047,674 | 13,047,674 | — | — | ||||
Utilities | 10,559,075 | 10,559,075 | — | — | ||||
Short-Term Investments | 23,225,202 | 4,203,603 | 19,021,599 | — | ||||
Futures Contracts(2) | 188,275 | 188,275 | — | — | ||||
Total | $ 1,651,071,518 | $ 1,064,926,574 | $ 586,144,944 | $ — | ||||
Liabilities | ||||||||
Futures Contracts(2) | $ (618,010) | $ (618,010) | $ — | $ — | ||||
Total | $ (618,010) | $ (618,010) | $ — | $ — |
(1) | For the period ended September 30, 2022, 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. |
9 |
Hartford Capital Appreciation HLS Fund
Schedule of
Investments
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
10 |
Hartford Capital Appreciation HLS Fund
Schedule of
Investments – (continued)
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
11 |
Hartford Capital Appreciation HLS Fund
Schedule of
Investments – (continued)
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
Futures Contracts Outstanding at September 30, 2022 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
NASDAQ 100 E-MINI Future | 224 | 12/16/2022 | $ 49,439,040 | $ (6,108,980) | ||||
Total futures contracts | $ (6,108,980) |
† For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
12 |
Hartford Capital Appreciation HLS Fund
Schedule of
Investments – (continued)
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of September 30, 2022 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 6,763,847 | $ 6,763,847 | $ — | $ — | ||||
Banks | 36,065,137 | 36,065,137 | — | — | ||||
Capital Goods | 231,244,754 | 210,183,644 | 14,539,950 | 6,521,160 | ||||
Commercial & Professional Services | 45,109,314 | 45,109,314 | — | — | ||||
Consumer Durables & Apparel | 104,314,429 | 104,314,429 | — | — | ||||
Consumer Services | 85,829,656 | 85,829,656 | — | — | ||||
Diversified Financials | 184,637,934 | 184,637,934 | — | — | ||||
Energy | 100,638,347 | 100,638,347 | — | — | ||||
Food, Beverage & Tobacco | 136,717,306 | 136,717,306 | — | — | ||||
Health Care Equipment & Services | 290,800,063 | 290,800,063 | — | — | ||||
Household & Personal Products | 88,494,039 | 72,052,935 | 16,441,104 | — | ||||
Insurance | 175,063,428 | 175,063,428 | — | — | ||||
Materials | 151,601,129 | 140,493,197 | 11,107,932 | — | ||||
Media & Entertainment | 198,772,711 | 198,772,711 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 248,058,765 | 240,619,473 | 7,439,292 | — | ||||
Real Estate | 86,025,406 | 86,025,406 | — | — | ||||
Retailing | 190,208,596 | 187,256,415 | — | 2,952,181 | ||||
Semiconductors & Semiconductor Equipment | 64,931,085 | 64,931,085 | — | — | ||||
Software & Services | 434,183,010 | 434,181,944 | — | 1,066 | ||||
Technology Hardware & Equipment | 113,430,824 | 108,409,908 | 5,020,916 | — | ||||
Telecommunication Services | 24,004,891 | 24,004,891 | — | — | ||||
Transportation | 48,885,026 | 48,885,026 | — | — | ||||
Utilities | 65,494,634 | 54,120,306 | 11,374,328 | — | ||||
Convertible Preferred Stocks | 278 | — | — | 278 | ||||
Exchange-Traded Funds | 24,387,675 | 24,387,675 | — | — | ||||
Warrants | — | — | — | — | ||||
Short-Term Investments | 51,503,658 | 8,318,541 | 43,185,117 | — | ||||
Total | $ 3,187,165,942 | $ 3,068,582,618 | $ 109,108,639 | $ 9,474,685 | ||||
Liabilities | ||||||||
Futures Contracts(2) | $ (6,108,980) | $ (6,108,980) | $ — | $ — | ||||
Total | $ (6,108,980) | $ (6,108,980) | $ — | $ — |
(1) | For the period ended September 30, 2022, investments valued at $5,039 were transferred into Level 3 due to the unavailability of active market pricing. There were no transfers out of Level 3. |
(2) | Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments. |
Level 3 investments at the beginning
and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended September 30, 2022 is not presented.
13 |
Hartford Disciplined Equity HLS Fund
Schedule of
Investments
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
14 |
Hartford Disciplined Equity HLS Fund
Schedule of
Investments – (continued)
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
15 |
Hartford Disciplined Equity HLS Fund
Schedule of
Investments – (continued)
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of September 30, 2022 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 41,797,757 | $ 41,797,757 | $ — | $ — | ||||
Banks | 112,089,561 | 112,089,561 | — | — | ||||
Capital Goods | 182,864,063 | 182,864,063 | — | — | ||||
Commercial & Professional Services | 38,909,097 | 38,909,097 | — | — | ||||
Consumer Durables & Apparel | 25,017,873 | 25,017,873 | — | — | ||||
Consumer Services | 48,148,492 | 48,148,492 | — | — | ||||
Diversified Financials | 102,233,812 | 102,233,812 | — | — | ||||
Energy | 85,146,272 | 85,146,272 | — | — | ||||
Food & Staples Retailing | 27,054,707 | 27,054,707 | — | — | ||||
Food, Beverage & Tobacco | 68,442,512 | 68,442,512 | — | — | ||||
Health Care Equipment & Services | 205,718,900 | 205,718,900 | — | — | ||||
Household & Personal Products | 76,472,803 | 76,472,803 | — | — | ||||
Insurance | 59,744,066 | 59,744,066 | — | — | ||||
Materials | 25,143,787 | 25,143,787 | — | — | ||||
Media & Entertainment | 172,526,593 | 172,526,593 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 246,690,309 | 246,690,309 | — | — | ||||
Real Estate | 42,071,490 | 42,071,490 | — | — | ||||
Retailing | 138,809,819 | 137,814,858 | — | 994,961 | ||||
Semiconductors & Semiconductor Equipment | 111,881,647 | 111,881,647 | — | — | ||||
Software & Services | 280,464,206 | 280,464,206 | — | — | ||||
Technology Hardware & Equipment | 244,589,774 | 244,589,774 | — | — | ||||
Utilities | 84,712,032 | 84,712,032 | — | — | ||||
Convertible Preferred Stocks | 6,296,422 | — | — | 6,296,422 | ||||
Short-Term Investments | 5,833,278 | — | 5,833,278 | — | ||||
Total | $ 2,432,659,272 | $ 2,419,534,611 | $ 5,833,278 | $ 7,291,383 |
(1) | For the period ended September 30, 2022, 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 period ended September 30, 2022 is not presented.
16 |
Hartford Dividend and Growth HLS Fund
Schedule of
Investments
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
17 |
Hartford Dividend and Growth HLS Fund
Schedule of
Investments – (continued)
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
Fair Value Summary
The following is a summary of the fair
valuations according to the inputs used as of September 30, 2022 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Banks | $ 143,815,249 | $ 143,815,249 | $ — | $ — | ||||
Capital Goods | 186,821,893 | 186,821,893 | — | — | ||||
Consumer Services | 70,517,581 | 70,517,581 | — | — | ||||
Diversified Financials | 208,924,447 | 208,924,447 | — | — | ||||
Energy | 144,136,982 | 144,136,982 | — | — | ||||
Food & Staples Retailing | 70,073,646 | 70,073,646 | — | — | ||||
Food, Beverage & Tobacco | 73,911,570 | 73,911,570 | — | — | ||||
Health Care Equipment & Services | 281,243,894 | 281,243,894 | — | — | ||||
Household & Personal Products | 42,924,085 | 42,924,085 | — | — | ||||
Insurance | 179,979,959 | 179,979,959 | — | — | ||||
Materials | 107,318,813 | 107,318,813 | — | — | ||||
Media & Entertainment | 197,500,263 | 197,500,263 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 279,195,009 | 279,195,009 | — | — | ||||
Real Estate | 110,531,766 | 110,531,766 | — | — | ||||
Retailing | 103,613,721 | 103,613,721 | — | — | ||||
Semiconductors & Semiconductor Equipment | 92,810,447 | 92,810,447 | — | — | ||||
Software & Services | 359,392,360 | 359,392,360 | — | — | ||||
Technology Hardware & Equipment | 138,680,350 | 138,680,350 | — | — | ||||
Telecommunication Services | 58,200,264 | 58,200,264 | — | — | ||||
Transportation | 57,963,709 | 57,963,709 | — | — | ||||
Utilities | 169,034,134 | 169,034,134 | — | — | ||||
Short-Term Investments | 40,047,818 | — | 40,047,818 | — | ||||
Total | $ 3,116,637,960 | $ 3,076,590,142 | $ 40,047,818 | $ — |
(1) | For the period ended September 30, 2022, there were no transfers in and out of Level 3. |
18 |
Hartford Healthcare HLS Fund
Schedule of
Investments
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
19 |
Hartford Healthcare HLS Fund
Schedule of
Investments – (continued)
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
Fair Value Summary
The following is a summary of the fair
valuations according to the inputs used as of September 30, 2022 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Biotechnology | $ 20,207,743 | $ 17,222,564 | $ 2,985,179 | $ — | ||||
Consumer Finance | 131,567 | 131,567 | — | — | ||||
Health Care Distributors | 945,839 | 945,839 | — | — | ||||
Health Care Equipment | 25,596,447 | 23,521,558 | 2,074,889 | — | ||||
Health Care Facilities | 3,155,596 | 3,155,596 | — | — | ||||
Health Care Services | 2,955,382 | 2,955,382 | — | — | ||||
Health Care Supplies | 1,145,748 | 902,378 | 243,370 | — | ||||
Life Sciences Tools & Services | 16,413,531 | 15,838,932 | 574,599 | — | ||||
Managed Health Care | 26,908,815 | 26,908,815 | — | — | ||||
Pharmaceuticals | 45,992,487 | 35,936,518 | 10,055,969 | — | ||||
Short-Term Investments | 1,925,528 | — | 1,925,528 | — | ||||
Total | $ 145,378,683 | $ 127,519,149 | $ 17,859,534 | $ — |
(1) | For the period ended September 30, 2022, there were no transfers in and out of Level 3. |
20 |
Hartford International Opportunities HLS Fund
Schedule of
Investments
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
21 |
Hartford International Opportunities HLS Fund
Schedule of
Investments – (continued)
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
22 |
Hartford International Opportunities HLS Fund
Schedule of
Investments – (continued)
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of September 30, 2022 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Australia | $ 14,768,635 | $ — | $ 14,768,635 | $ — | ||||
Brazil | 13,886,020 | 13,886,020 | — | — | ||||
Canada | 75,921,831 | 75,921,831 | — | — | ||||
China | 67,736,888 | 11,930,380 | 55,806,508 | — | ||||
Denmark | 9,330,347 | 3,711,474 | 5,618,873 | — | ||||
Finland | 9,982,756 | — | 9,982,756 | — | ||||
France | 52,387,474 | — | 52,387,474 | — | ||||
Germany | 56,255,071 | — | 56,255,071 | — | ||||
Hong Kong | 14,442,045 | — | 14,442,045 | — | ||||
India | 17,897,419 | — | 17,897,419 | — | ||||
Indonesia | 4,342,711 | — | 4,342,711 | — | ||||
Ireland | 21,408,222 | — | 21,408,222 | — | ||||
Israel | 3,747,750 | 3,747,750 | — | — | ||||
Italy | 11,683,742 | — | 11,683,742 | — | ||||
Japan | 88,142,562 | — | 88,142,562 | — | ||||
Macau | 2,344,797 | — | 2,344,797 | — | ||||
Netherlands | 7,719,196 | — | 7,719,196 | — | ||||
Norway | 8,272,644 | — | 8,272,644 | — | ||||
South Korea | 7,409,282 | — | 7,409,282 | — | ||||
Spain | 17,518,601 | — | 17,518,601 | — | ||||
Sweden | 5,409,486 | — | 5,409,486 | — | ||||
Switzerland | 71,567,276 | — | 71,567,276 | — | ||||
Taiwan | 14,936,254 | — | 14,936,254 | — | ||||
Thailand | 10,979,893 | — | 10,979,893 | — | ||||
United Kingdom | 149,328,566 | — | 149,328,566 | — | ||||
United States | 5,369,850 | 5,369,850 | — | — | ||||
Exchange-Traded Funds | 5,601,400 | 5,601,400 | — | — | ||||
Rights | 5,439 | 5,439 | — | — | ||||
Short-Term Investments | 16,583,506 | — | 16,583,506 | — | ||||
Total | $ 784,979,663 | $ 120,174,144 | $ 664,805,519 | $ — |
(1) | For the period ended September 30, 2022, there were no transfers in and out of Level 3. |
23 |
Hartford MidCap HLS Fund
Schedule of
Investments
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
24 |
Hartford MidCap HLS Fund
Schedule of
Investments – (continued)
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
25 |
Hartford MidCap HLS Fund
Schedule of
Investments – (continued)
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of September 30, 2022 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 3,781,675 | $ 3,781,675 | $ — | $ — | ||||
Banks | 32,649,885 | 32,649,885 | — | — | ||||
Capital Goods | 139,971,111 | 139,971,111 | — | — | ||||
Commercial & Professional Services | 27,350,378 | 27,350,378 | — | — | ||||
Consumer Durables & Apparel | 43,596,913 | 43,596,913 | — | — | ||||
Consumer Services | 34,988,491 | 34,988,491 | — | — | ||||
Diversified Financials | 25,336,059 | 25,336,059 | — | — | ||||
Energy | 63,490,739 | 63,490,739 | — | — | ||||
Health Care Equipment & Services | 57,669,494 | 57,669,494 | — | — | ||||
Insurance | 33,358,150 | 33,358,150 | — | — | ||||
Materials | 46,560,045 | 46,560,045 | — | — | ||||
Media & Entertainment | 25,408,849 | 25,408,849 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 152,130,373 | 152,130,373 | — | — | ||||
Real Estate | 20,768,516 | 20,768,516 | — | — | ||||
Retailing | 39,022,200 | 39,022,200 | — | — | ||||
Semiconductors & Semiconductor Equipment | 26,637,522 | 26,637,522 | — | — | ||||
Software & Services | 182,816,921 | 182,816,921 | — | — | ||||
Technology Hardware & Equipment | 64,515,633 | 64,515,633 | — | — | ||||
Transportation | 61,838,308 | 61,838,308 | — | — | ||||
Utilities | 18,850,439 | 18,850,439 | — | — | ||||
Short-Term Investments | 20,852,571 | 16,193,479 | 4,659,092 | — | ||||
Total | $ 1,121,594,272 | $ 1,116,935,180 | $ 4,659,092 | $ — |
(1) | For the period ended September 30, 2022, there were no transfers in and out of Level 3. |
26 |
Hartford Small Company HLS Fund
Schedule of
Investments
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
27 |
Hartford Small Company HLS Fund
Schedule of
Investments – (continued)
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
28 |
Hartford Small Company HLS Fund
Schedule of
Investments – (continued)
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of September 30, 2022 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Banks | $ 11,378,150 | $ 11,378,150 | $ — | $ — | ||||
Capital Goods | 64,041,376 | 64,041,376 | — | — | ||||
Commercial & Professional Services | 12,582,857 | 12,582,857 | — | — | ||||
Consumer Durables & Apparel | 10,550,656 | 10,550,656 | — | — | ||||
Consumer Services | 25,872,288 | 25,872,288 | — | — | ||||
Diversified Financials | 4,388,965 | 4,388,965 | — | — | ||||
Energy | 31,867,395 | 31,867,395 | — | — | ||||
Food, Beverage & Tobacco | 4,764,327 | 4,764,327 | — | — | ||||
Health Care Equipment & Services | 57,972,503 | 57,972,503 | — | — | ||||
Household & Personal Products | 10,225,868 | 10,225,868 | — | — | ||||
Materials | 16,014,456 | 16,014,456 | — | — | ||||
Media & Entertainment | 13,211,189 | 13,211,189 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 48,246,286 | 48,246,286 | — | — | ||||
Real Estate | 17,825,611 | 17,825,611 | — | — | ||||
Retailing | 1,104,931 | — | — | 1,104,931 | ||||
Semiconductors & Semiconductor Equipment | 7,350,921 | 7,350,921 | — | — | ||||
Software & Services | 45,779,761 | 45,779,761 | — | — | ||||
Technology Hardware & Equipment | 16,039,562 | 16,039,562 | — | — | ||||
Short-Term Investments | 9,046,940 | 712,500 | 8,334,440 | — | ||||
Total | $ 408,264,042 | $ 398,824,671 | $ 8,334,440 | $ 1,104,931 |
(1) | For the period ended September 30, 2022, 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 period ended September 30, 2022 is not presented.
29 |
Hartford Stock HLS Fund
Schedule of
Investments
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
30 |
Hartford Stock HLS Fund
Schedule of
Investments – (continued)
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of September 30, 2022 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Banks | $ 16,175,612 | $ 16,175,612 | $ — | $ — | ||||
Capital Goods | 178,260,526 | 178,260,526 | — | — | ||||
Consumer Durables & Apparel | 33,440,423 | 33,440,423 | — | — | ||||
Consumer Services | 37,434,335 | 37,434,335 | — | — | ||||
Diversified Financials | 25,180,952 | 25,180,952 | — | — | ||||
Food & Staples Retailing | 27,998,527 | 27,998,527 | — | — | ||||
Food, Beverage & Tobacco | 94,034,501 | 69,012,319 | 25,022,182 | — | ||||
Health Care Equipment & Services | 144,008,326 | 144,008,326 | — | — | ||||
Household & Personal Products | 79,047,962 | 79,047,962 | — | — | ||||
Insurance | 67,014,425 | 67,014,425 | — | — | ||||
Materials | 63,288,993 | 63,288,993 | — | — | ||||
Media & Entertainment | 11,176,548 | 11,176,548 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 95,515,906 | 95,515,906 | — | — | ||||
Real Estate | 34,302,062 | 34,302,062 | — | — | ||||
Retailing | 79,443,795 | 79,443,795 | — | — | ||||
Semiconductors & Semiconductor Equipment | 30,602,173 | 30,602,173 | — | — | ||||
Software & Services | 149,311,745 | 149,311,745 | — | — | ||||
Transportation | 82,746,025 | 82,746,025 | — | — | ||||
Short-Term Investments | 24,824,597 | — | 24,824,597 | — | ||||
Total | $ 1,273,807,433 | $ 1,223,960,654 | $ 49,846,779 | $ — |
(1) | For the period ended September 30, 2022, there were no transfers in and out of Level 3. |
31 |
Hartford Total Return Bond HLS Fund
Schedule of
Investments
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
32 |
Hartford Total Return Bond HLS Fund
Schedule of
Investments – (continued)
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
33 |
Hartford Total Return Bond HLS Fund
Schedule of
Investments – (continued)
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
34 |
Hartford Total Return Bond HLS Fund
Schedule of
Investments – (continued)
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
35 |
Hartford Total Return Bond HLS Fund
Schedule of
Investments – (continued)
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
36 |
Hartford Total Return Bond HLS Fund
Schedule of
Investments – (continued)
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
37 |
Hartford Total Return Bond HLS Fund
Schedule of
Investments – (continued)
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
38 |
Hartford Total Return Bond HLS Fund
Schedule of
Investments – (continued)
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
39 |
Hartford Total Return Bond HLS Fund
Schedule of
Investments – (continued)
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
40 |
Hartford Total Return Bond HLS Fund
Schedule of
Investments – (continued)
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
41 |
Hartford Total Return Bond HLS Fund
Schedule of
Investments – (continued)
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
42 |
Hartford Total Return Bond HLS Fund
Schedule of
Investments – (continued)
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
43 |
Hartford Total Return Bond HLS Fund
Schedule of
Investments – (continued)
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
44 |
Hartford Total Return Bond HLS Fund
Schedule of
Investments – (continued)
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
45 |
Hartford Total Return Bond HLS Fund
Schedule of
Investments – (continued)
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
46 |
Hartford Total Return Bond HLS Fund
Schedule of
Investments – (continued)
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
47 |
Hartford Total Return Bond HLS Fund
Schedule of
Investments – (continued)
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
OTC Swaptions Outstanding at September 30, 2022 | ||||||||||||||||||
Description | Counter- party | Exercise Price/ FX Rate/Rate | Pay/ Receive Floating Rate | Expiration Date | Notional Amount | Market Value† | Premiums Paid (Received) by Fund | Unrealized Appreciation/ (Depreciation) | ||||||||||
Written swaptions: | ||||||||||||||||||
Call | ||||||||||||||||||
CDX.NA.IG.S38.V1.5Y * | BCLY | 85.00% | 10/19/2022 | USD | (137,310,000) | $ (924,137) | $ (255,396) | $ (668,741) | ||||||||||
CDX.NA.IG.S39.V1.5Y * | BOA | 105.00% | 10/19/2022 | USD | (137,310,000) | (249,263) | (302,082) | 52,819 | ||||||||||
$ (1,173,400) | $ (557,478) | $ (615,922) | ||||||||||||||||
Put | ||||||||||||||||||
CDX.NA.IG.S38.V1.5Y * | BCLY | 85.00% | 10/19/2022 | USD | (137,310,000) | $ (924,137) | $ (403,691) | $ (520,446) | ||||||||||
CDX.NA.IG.S39.V1.5Y* | BOA | 105.00% | 10/19/2022 | USD | (137,310,000) | (504,130) | (446,258) | (57,872) | ||||||||||
$ (1,428,267) | $ (849,949) | $ (578,318) | ||||||||||||||||
Total Written Option Contracts OTC swaption contracts | $ (2,601,667) | $ (1,407,427) | $ (1,194,240) |
* | Swaptions with forward premiums. |
Futures Contracts Outstanding at September 30, 2022 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
Australian 10-Year Bond Future | 433 | 12/15/2022 | $ 50,711,440 | $ (690,135) | ||||
Canadian 10-Year Bond Future | 254 | 12/01/2030 | 22,725,493 | (130,206) | ||||
U.S. Treasury 2-Year Note Future | 660 | 12/30/2022 | 135,557,813 | (554,372) | ||||
U.S. Treasury 5-Year Note Future | 1,127 | 12/30/2022 | 121,161,306 | (496,502) | ||||
U.S. Treasury Ultra Bond Future | 115 | 12/20/2022 | 15,755,000 | (1,099,613) | ||||
Total | $ (2,970,828) | |||||||
Short position contracts: | ||||||||
Euro BUXL 30-Year Bond Future | 131 | 12/08/2022 | $ 19,209,840 | $ 1,644,972 | ||||
Euro-BUND Future | 136 | 12/08/2022 | 18,834,641 | 896,463 | ||||
EURO-SCHATZ Future | 501 | 12/08/2022 | 53,689,665 | (160,722) | ||||
U.S. Treasury 10-Year Note Future | 598 | 12/20/2022 | 67,013,375 | 611,671 | ||||
U.S. Treasury 10-Year Ultra Bond Future | 132 | 12/20/2022 | 15,639,937 | 743,602 | ||||
U.S. Treasury Long Bond Future | 687 | 12/20/2022 | 86,841,094 | 6,585,851 | ||||
Total | $ 10,321,837 | |||||||
Total futures contracts | $ 7,351,009 |
48 |
Hartford Total Return Bond HLS Fund
Schedule of
Investments – (continued)
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
TBA Sale Commitments Outstanding at September 30, 2022 | ||||||||
Description | Principal Amount | Maturity Date | Market Value† | Unrealized Appreciation/ (Depreciation) | ||||
GNMA, 4.00% | $ 4,485,000 | 10/20/2052 | $ (4,187,869) | $ 165,910 | ||||
UMBS, 3.50% | 6,665,000 | 10/13/2052 | (5,998,500) | 249,243 | ||||
UMBS, 4.00% | 10,285,000 | 10/13/2052 | (9,545,765) | 271,849 | ||||
UMBS, 5.50% | 10,750,000 | 10/15/2052 | (10,694,654) | 269,086 | ||||
UMBS, 6.00% | 3,300,000 | 10/13/2052 | (3,351,305) | 64,711 | ||||
Total TBA sale commitments (proceeds receivable $34,798,892) | $ (33,778,093) | $ 1,020,799 | ||||||
At September 30, 2022, the aggregate market value of TBA Sale Commitments represents (1.9)% of total net assets. |
OTC Credit Default Swap Contracts Outstanding at September 30, 2022 | |||||||||||||||||||
Reference Entity | Counter- party | Notional Amount(1) | (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 | 1,218,170 | (0.09%) | 08/25/2037 | Monthly | $ 192,444 | $ — | $ 66,891 | $ (125,553) | |||||||||
ABX.HE.AAA.07 | CSI | USD | 2,961,132 | (0.09%) | 08/25/2037 | Monthly | 537,876 | — | 162,589 | (375,287) | |||||||||
ABX.HE.PENAAA.06 | MSC | USD | 266,432 | (0.11%) | 05/25/2046 | Monthly | 23,105 | — | 19,509 | (3,596) | |||||||||
ABX.HE.PENAAA.06 | JPM | USD | 608,245 | (0.11%) | 05/25/2046 | Monthly | 52,622 | — | 44,538 | (8,084) | |||||||||
ABX.HE.PENAAA.06 | GSC | USD | 249,664 | (0.11%) | 05/25/2046 | Monthly | 56,908 | — | 18,281 | (38,627) | |||||||||
Total | $ 862,955 | $ — | $ 311,808 | $ (551,147) | |||||||||||||||
Sell protection: | |||||||||||||||||||
ABX.HE.AAA.07 | MSC | USD | 1,218,169 | 0.09% | 08/25/2037 | Monthly | $ 8,327 | $ — | $ (66,833) | $ (75,160) | |||||||||
ABX.HE.AAA.07 | MSC | USD | 2,961,130 | 0.09% | 08/25/2037 | Monthly | 20,399 | — | (162,458) | (182,857) | |||||||||
ABX.HE.PENAAA.06 | BCLY | USD | 1,124,346 | 0.11% | 05/25/2046 | Monthly | — | (25,263) | (82,318) | (57,055) | |||||||||
Total | $ 28,726 | $ (25,263) | $ (311,609) | $ (315,072) | |||||||||||||||
Total OTC credit default swap contracts | $ 891,681 | $ (25,263) | $ 199 | $ (866,219) |
(1) | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. |
Centrally Cleared Credit Default Swap Contracts Outstanding at September 30, 2022 | |||||||||||||||
Reference Entity | Notional Amount(1) | (Pay)/Receive Fixed Rate | Expiration Date | Periodic Payment Frequency | Cost Basis | Value† | Unrealized Appreciation/ (Depreciation) | ||||||||
Credit default swaps on indices: | |||||||||||||||
Buy protection: | |||||||||||||||
CDX.EM.38.V1 | USD | 13,865,000 | (1.00%) | 12/20/2027 | Quarterly | $ 1,180,926 | $ 1,359,047 | $ 178,121 | |||||||
Sell protection: | |||||||||||||||
CDX.NA.HY.39.V1 | USD | 12,815,000 | 5.00% | 12/20/2027 | Quarterly | $ (562,974) | $ (512,496) | $ 50,478 | |||||||
Credit default swaps on single-name issues: | |||||||||||||||
Buy protection: | |||||||||||||||
Brazil Republic | USD | 8,098,000 | (1.00%) | 06/20/2027 | Quarterly | $ 423,967 | $ 602,784 | $ 178,817 | |||||||
Total | $ 423,967 | $ 602,784 | $ 178,817 | ||||||||||||
Total centrally cleared credit default swap contracts | $ 1,041,919 | $ 1,449,335 | $ 407,416 |
(1) | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. |
Foreign Currency Contracts Outstanding at September 30, 2022 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
290,000 | EUR | 283,825 | USD | BOA | 10/31/2022 | $ 996 | ||||
160,000 | EUR | 161,858 | USD | UBS | 12/21/2022 | (4,004) | ||||
430,000 | EUR | 430,778 | USD | MSC | 12/21/2022 | (6,544) |
49 |
Hartford Total Return Bond HLS Fund
Schedule of
Investments – (continued)
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
Foreign Currency Contracts Outstanding at September 30, 2022 – (continued) | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
1,199,000 | EUR | 1,209,079 | USD | WEST | 12/21/2022 | $ (26,156) | ||||
4,172,000 | EUR | 4,157,274 | USD | CBK | 12/21/2022 | (41,215) | ||||
7,630,785 | USD | 40,740,000 | BRL | BOA | 12/21/2022 | 218,654 | ||||
2,559,931 | USD | 2,650,704 | EUR | TDB | 10/31/2022 | (43,435) | ||||
42,170,075 | USD | 41,889,000 | EUR | DEUT | 12/21/2022 | 842,755 | ||||
13,967,443 | USD | 286,070,000 | MXN | CBK | 12/21/2022 | (26,764) | ||||
Total foreign currency contracts | $ 914,287 |
† For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of September 30, 2022 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Asset & Commercial Mortgage-Backed Securities | $ 441,904,440 | $ — | $ 441,904,440 | $ — | ||||
Corporate Bonds | 522,736,802 | — | 522,736,802 | — | ||||
Foreign Government Obligations | 77,640,438 | — | 77,640,438 | — | ||||
Municipal Bonds | 23,754,495 | — | 23,754,495 | — | ||||
Senior Floating Rate Interests | 2,404,126 | — | 2,404,126 | — | ||||
U.S. Government Agencies | 710,111,003 | — | 710,111,003 | — | ||||
U.S. Government Securities | 292,302,629 | — | 292,302,629 | — | ||||
Common Stocks | ||||||||
Energy | 234,768 | — | 81,208 | 153,560 | ||||
Preferred Stocks | 1,670,290 | 1,670,290 | — | — | ||||
Warrants | 452 | — | — | 452 | ||||
Short-Term Investments | 19,876,461 | 2,223,670 | 17,652,791 | — | ||||
Foreign Currency Contracts(2) | 1,065,762 | — | 1,065,762 | — | ||||
Futures Contracts(2) | 10,482,559 | 10,482,559 | — | — | ||||
Swaps - Credit Default(2) | 407,416 | — | 407,416 | — | ||||
Total | $ 2,104,591,641 | $ 14,376,519 | $ 2,090,061,110 | $ 154,012 | ||||
Liabilities | ||||||||
Foreign Currency Contracts(2) | $ (151,475) | $ — | $ (151,475) | $ — | ||||
Futures Contracts(2) | (3,131,550) | (3,131,550) | — | — | ||||
Swaps - Credit Default(2) | (866,219) | — | (866,219) | — | ||||
TBA Sale Commitments | (33,778,093) | — | (33,778,093) | — | ||||
Written Options | (2,601,667) | — | (2,601,667) | — | ||||
Total | $ (40,529,004) | $ (3,131,550) | $ (37,397,454) | $ — |
(1) | For the period ended September 30, 2022, there were no transfers in and out of Level 3. |
(2) | Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments. |
Level 3 investments at the beginning
and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended September 30, 2022 is not presented.
50 |
Hartford Ultrashort Bond HLS Fund
Schedule of
Investments
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
51 |
Hartford Ultrashort Bond HLS Fund
Schedule of
Investments – (continued)
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
52 |
Hartford Ultrashort Bond HLS Fund
Schedule of
Investments – (continued)
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
53 |
Hartford Ultrashort Bond HLS Fund
Schedule of
Investments – (continued)
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
54 |
Hartford Ultrashort Bond HLS Fund
Schedule of
Investments – (continued)
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
55 |
Hartford Ultrashort Bond HLS Fund
Schedule of
Investments – (continued)
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
56 |
Hartford Ultrashort Bond HLS Fund
Schedule of
Investments – (continued)
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
Fair Value Summary
The following is a summary of the fair
valuations according to the inputs used as of September 30, 2022 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Asset & Commercial Mortgage-Backed Securities | $ 182,377,220 | $ — | $ 182,377,220 | $ — | ||||
Corporate Bonds | 229,898,456 | — | 229,898,456 | — | ||||
Municipal Bonds | 1,067,238 | — | 1,067,238 | — | ||||
U.S. Government Agencies | 3,013,044 | — | 3,013,044 | — | ||||
U.S. Government Securities | 39,447,516 | — | 39,447,516 | — | ||||
Short-Term Investments | 177,737,385 | 2,832,004 | 174,905,381 | — | ||||
Total | $ 633,540,859 | $ 2,832,004 | $ 630,708,855 | $ — |
(1) | For the period ended September 30, 2022, there were no transfers in and out of Level 3. |
57 |
Hartford Series Fund, Inc. (the "Company")
GLOSSARY:
(abbreviations used in preceding Schedule of Investments) (Unaudited)
58 |
Hartford Series Fund, Inc. (the "Company")
Notes to
the Schedules of Investments
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
1. | Investment Valuation and Fair Value Measurements: |
For purposes of calculating the net asset value per share ("NAV") of each class of each Fund, portfolio securities and other assets held in the Fund's portfolio for which market prices are readily available are valued at market value. Market value is generally determined on the basis of official close price or last reported trade price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers (including evaluated prices), or independent pricing services. Pricing vendors may use matrix pricing or valuation models that utilize certain inputs and assumptions to derive values, including transaction data, credit quality information, general market conditions, news, and other factors and assumptions. | |
With respect to a Fund's investments that do not have readily available market prices, the Company's Board of Directors (the "Board") has designated Hartford Funds Management Company, LLC (the "Investment Manager") as its valuation designee to perform fair valuations pursuant to Rule 2a-5 under the 1940 Act (the "Valuation Designee"). | |
If market prices are not readily available or deemed unreliable, the Valuation Designee 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 ("Valuation Procedures"). | |
The Valuation Designee has delegated the day-to-day responsibility for implementing the Valuation Procedures to the Valuation Committee. The Valuation Committee will consider all available relevant factors in determining an investment’s fair value. The Valuation Designee reports fair value matters to the Audit Committee of the Board. | |
Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close. Securities and other instruments that are primarily traded on foreign markets may trade on days that are not business days of the Funds. The value of the foreign securities or other instruments in which a Fund invests may change on days when a shareholder will not be able to purchase or redeem shares of the Fund. | |
Fixed income investments (other than short-term obligations) held by a Fund are normally valued at prices supplied by independent pricing services in accordance with the Valuation Procedures. Short-term investments maturing in 60 days or less are generally valued at amortized cost, which approximates fair value. | |
Exchange-traded derivatives, such as options, futures and options on futures, are valued at the last sale price determined by the exchange where such instruments principally trade as of the close of such exchange ("Exchange Close"). If a last sale price is not available, the value will be the mean of the most recently quoted bid and ask prices as of the Exchange Close. If a mean of the bid and ask prices cannot be calculated for the day, the value will be the most recently quoted bid price as of the Exchange Close. Over-the-counter derivatives are normally valued based on prices supplied by independent pricing services in accordance with the Valuation Procedures. | |
Investments valued in currencies other than U.S. dollars are converted to U.S. dollars using the prevailing spot 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. | |
Shares of investment companies listed and traded on an exchange are valued in the same manner as any exchange-listed equity security. Investments in investment companies that are not listed or traded on an exchange ("Non-Traded Funds"), if any, are valued at the respective NAV of each Non-Traded Fund on the Valuation Date. Such Non-Traded Funds and listed investment companies may use fair value pricing as disclosed in their prospectuses. | |
Financial instruments for which prices are not available from an independent pricing service may be valued using quotations obtained from one or more dealers that make markets in the respective financial instrument in accordance with the Valuation Procedures. | |
U.S. Generally Accepted Accounting Principles ("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. |
59 |
Hartford Series Fund, Inc. (the "Company")
Notes to
the Schedules of Investments – (continued)
September 30, 2022 (Unaudited)
September 30, 2022 (Unaudited)
These levels are: |
• | Level 1 – Quoted prices in active markets for identical investments. Level 1 may include exchange-traded instruments, such as domestic equities, some foreign equities, options, futures, mutual funds, exchange-traded funds, rights and warrants. |
• | Level 2 – Observable inputs other than Level 1 prices, such as quoted prices for similar investments; quoted prices in markets that are not active; or other inputs that are observable or can be corroborated by observable market data. Level 2 may include debt investments that are traded less frequently than exchange-traded instruments and which are valued using independent pricing services; foreign equities, which are principally traded on certain foreign markets and are adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close; senior floating rate interests, which are valued using an aggregate of dealer bids; short-term investments, which are valued at amortized cost; and swaps, which are valued based upon the terms of each swap contract. |
• | Level 3 – Significant unobservable inputs that are supported by limited or no market activity. Level 3 may include financial instruments whose values are determined using indicative market quotes or require significant management judgment or estimation. These unobservable valuation inputs may include estimates for current yields, maturity/duration, prepayment speed, and indicative market quotes for comparable investments along with other assumptions relating to credit quality, collateral value, complexity of the investment structure, general market conditions and liquidity. This category may include investments where trading has been halted or there are certain restrictions on trading. While these investments are priced using unobservable inputs, the valuation of these investments reflects the best available data and management believes the prices are a reasonable representation of exit price. |
Valuation levels
are not necessarily indicative of the risk associated with investing in such investments. Individual investments within any of the above mentioned asset classes may be assigned a different hierarchical level than
those presented above, as individual circumstances dictate.
For additional
information, refer to the Fair Value Summary and the Level 3 roll-forward reconciliation, if applicable, which follows each Fund’s Schedule of Investments.
Recent
events, including the invasion of Ukraine by Russia, have interjected uncertainty into the global financial markets. One or more of the Funds hold positions in securities or other instruments that are economically
tied to Russia. Investments in Russia are subject to political, economic, legal, market and currency risks, as well as the risks related to the economic sanctions on Russia imposed by the United States and/or other
countries. Such sanctions which affect companies in many sectors, including energy, financial services and defense, among others could adversely affect the global energy and financial markets and, thus, could affect
the value of a Fund’s investments, even beyond any direct exposure the Fund may have to Russian issuers or the adjoining geographic regions. In addition, certain transactions have or may be prohibited and/or
existing investments have or may become illiquid (e.g., because transacting in certain existing investments is prohibited), which could cause a Fund to sell other portfolio holdings at a disadvantageous time or price
in order to meet shareholder redemptions.
60 |