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Hartford Series Fund similar filings
- 28 Feb 24 Hartford Capital Appreciation HLS Fund (Dec 2023 report)
- 28 Feb 24 Hartford Small Company HLS Fund (Dec 2023 report)
- 28 Feb 24 Hartford Stock HLS Fund (Dec 2023 report)
- 21 Nov 23 Hartford Dividend and Growth HLS Fund (Sep 2023 report)
- 21 Nov 23 Hartford Total Return Bond HLS Fund (Sep 2023 report)
- 21 Nov 23 Hartford International Opportunities HLS Fund (Sep 2023 report)
- 21 Nov 23 Hartford Midcap HLS Fund (Sep 2023 report)
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Hartford Balanced HLS Fund
Schedule of
Investments
September 30, 2023 (Unaudited)
September 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 1.4% | |||
Asset-Backed - Automobile - 0.1% | |||
$ 1,059,502 | CFMT LLC 1.39%, 09/22/2031(1) | $ 1,022,530 | |
Ford Credit Auto Owner Trust | |||
275,000 | 1.61%, 10/17/2033(1) | 245,206 | |
260,000 | 1.91%, 10/17/2033(1) | 231,983 | |
615,000 | SFS Auto Receivables Securitization Trust 5.89%, 03/22/2027(1) | 614,590 | |
2,114,309 | |||
Asset-Backed - Student Loan - 0.1% | |||
1,541,969 | Navient Private Education Refi Loan Trust 5.51%, 10/15/2071(1) | 1,510,582 | |
Commercial Mortgage-Backed Securities - 0.3% | |||
255,000 | BFLD Trust 7.50%, 11/15/2028, 1 mo. USD Term SOFR + 2.16%(1)(2) | 254,543 | |
1,460,000 | BX Trust 6.74%, 10/15/2036, 1 mo. USD Term SOFR + 1.41%(1)(2) | 1,411,890 | |
289,976 | Life Mortgage Trust 6.15%, 03/15/2038, 1 mo. USD Term SOFR + 0.81%(1)(2) | 283,725 | |
375,000 | SFAVE Commercial Mortgage Securities Trust 4.14%, 01/05/2043(1)(3) | 245,310 | |
1,735,000 | SREIT Trust 6.53%, 11/15/2038, 1 mo. USD Term SOFR + 1.19%(1)(2) | 1,696,608 | |
3,892,076 | |||
Other Asset-Backed Securities - 0.8% | |||
107,982 | Aaset Trust 3.84%, 05/15/2039(1) | 80,989 | |
105,014 | Affirm Asset Securitization Trust 1.07%, 08/15/2025(1) | 103,292 | |
Castlelake Aircraft Structured Trust | |||
138,554 | 3.47%, 01/15/2046(1) | 127,814 | |
355,714 | 3.97%, 04/15/2039(1) | 316,342 | |
CF Hippolyta Issuer LLC | |||
772,807 | 1.53%, 03/15/2061(1) | 679,142 | |
410,193 | 1.69%, 07/15/2060(1) | 372,629 | |
160,216 | 1.98%, 03/15/2061(1) | 137,165 | |
195,426 | 5.97%, 08/15/2062(1) | 190,075 | |
1,323,644 | Home Partners of America Trust 2.30%, 12/17/2026(1) | 1,177,213 | |
185,479 | Horizon Aircraft Finance II Ltd. 3.72%, 07/15/2039(1) | 159,516 | |
269,402 | Horizon Aircraft Finance III Ltd. 3.43%, 11/15/2039(1) | 211,830 | |
1,155,000 | Kubota Credit Owner Trust 5.28%, 01/18/2028(1) | 1,144,165 | |
157,598 | MACH 1 Cayman Ltd. 3.47%, 10/15/2039(1) | 132,732 | |
92,444 | MAPS Ltd. 4.46%, 03/15/2044(1) | 81,630 | |
New Economy Assets Phase 1 Sponsor LLC | |||
1,530,000 | 1.91%, 10/20/2061(1) | 1,319,532 | |
480,000 | 2.41%, 10/20/2061(1) | 398,722 | |
2,794,000 | Retained Vantage Data Centers Issuer LLC 5.00%, 09/15/2048(1) | 2,517,975 | |
835,003 | SCF Equipment Leasing LLC 0.83%, 08/21/2028(1) | 819,009 | |
27,477 | SoFi Consumer Loan Program Trust 0.49%, 09/25/2030(1) | 27,251 | |
2,550,000 | Stack Infrastructure Issuer LLC 5.90%, 07/25/2048(1) | 2,458,598 | |
137,587 | Start II Ltd. 4.09%, 03/15/2044(1) | 121,942 | |
12,577,563 | |||
Whole Loan Collateral CMO - 0.1% | |||
57,887 | Angel Oak Mortgage Trust 2.62%, 11/25/2059(1)(3) | 55,410 |
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 1.4% - (continued) | |||
Whole Loan Collateral CMO - 0.1% - (continued) | |||
Federal National Mortgage Association Connecticut Avenue Securities | |||
$ 280,000 | 6.87%, 10/25/2041, 30 day USD SOFR Average + 1.55%(1)(2) | $ 279,471 | |
131,104 | 11.33%, 10/25/2028, 30 day USD SOFR Average + 6.01%(2) | 139,606 | |
Flagstar Mortgage Trust | |||
603,919 | 2.00%, 09/25/2041(1)(3) | 496,749 | |
288,702 | 4.00%, 05/25/2048(1)(3) | 258,064 | |
216,929 | MetLife Securitization Trust 3.00%, 04/25/2055(1)(3) | 197,422 | |
107,823 | Mill City Mortgage Loan Trust 2.75%, 01/25/2061(1)(3) | 104,578 | |
422,331 | Seasoned Credit Risk Transfer Trust 3.50%, 10/25/2058 | 387,027 | |
Towd Point Mortgage Trust | |||
6,712 | 2.75%, 04/25/2057(1)(3) | 6,665 | |
182,679 | 2.75%, 06/25/2057(1)(3) | 172,320 | |
71,730 | 3.00%, 01/25/2058(1)(3) | 68,891 | |
2,166,203 | |||
Total Asset & Commercial Mortgage-Backed Securities (cost $23,425,084) | $ 22,260,733 | ||
CORPORATE BONDS - 11.3% | |||
Aerospace/Defense - 0.2% | |||
2,325,000 | HEICO Corp. 5.35%, 08/01/2033 | $ 2,216,539 | |
560,000 | Lockheed Martin Corp. 4.85%, 09/15/2041 | 484,177 | |
2,700,716 | |||
Agriculture - 0.1% | |||
1,030,000 | BAT Capital Corp. 6.34%, 08/02/2030 | 1,014,669 | |
830,000 | Philip Morris International, Inc. 5.13%, 11/17/2027 | 813,612 | |
1,828,281 | |||
Airlines - 0.0% | |||
91,359 | United Airlines Pass-Through Trust 4.60%, 09/01/2027 | 86,121 | |
Auto Manufacturers - 0.0% | |||
270,000 | Daimler Truck Finance North America LLC 5.15%, 01/16/2026(1) | 266,480 | |
Beverages - 0.2% | |||
990,000 | Anheuser-Busch InBev Worldwide, Inc. 4.38%, 04/15/2038 | 859,662 | |
Bacardi Ltd./Bacardi-Martini BV | |||
455,000 | 5.25%, 01/15/2029(1) | 440,183 | |
1,808,000 | 5.90%, 06/15/2043(1) | 1,669,954 | |
2,969,799 | |||
Biotechnology - 0.0% | |||
385,000 | Gilead Sciences, Inc. 5.55%, 10/15/2053 | 369,754 | |
Chemicals - 0.1% | |||
1,105,000 | Celanese U.S. Holdings LLC 6.35%, 11/15/2028 | 1,092,398 | |
Commercial Banks - 2.8% | |||
Bank of America Corp. | |||
1,570,000 | 1.73%, 07/22/2027, (1.73% fixed rate until 07/22/2026; 6 mo. USD SOFR + 0.96% thereafter)(4) | 1,391,523 |
1 |
Hartford Balanced HLS Fund
Schedule of
Investments – (continued)
September 30, 2023 (Unaudited)
September 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 11.3% - (continued) | |||
Commercial Banks - 2.8% - (continued) | |||
$ 1,215,000 | 2.30%, 07/21/2032, (2.30% fixed rate until 07/21/2031; 6 mo. USD SOFR + 1.22% thereafter)(4) | $ 920,883 | |
1,799,000 | 3.42%, 12/20/2028, (3.42% fixed rate until 12/20/2027; 3 mo. USD Term SOFR + 1.30% thereafter)(4) | 1,619,326 | |
1,610,000 | 3.59%, 07/21/2028, (3.59% fixed rate until 07/21/2027; 3 mo. USD Term SOFR + 1.63% thereafter)(4) | 1,470,639 | |
2,239,000 | 5.82%, 09/15/2029, (5.82% fixed rate until 09/15/2028; 3 mo. USD SOFR + 1.57% thereafter)(4) | 2,211,863 | |
574,000 | 5.87%, 09/15/2034, 6 mo. USD SOFR + 1.84% | 558,315 | |
2,494,000 | Bank of New York Mellon Corp. 4.97%, 04/26/2034, (4.97% fixed rate until 04/26/2033; 6 mo. USD SOFR + 1.61% thereafter)(4) | 2,305,154 | |
830,000 | BNP Paribas SA 2.82%, 11/19/2025, (2.82% fixed rate until 11/19/2024; 3 mo. USD Term SOFR + 1.37% thereafter)(1)(4) | 797,188 | |
2,505,000 | Commonwealth Bank of Australia 5.07%, 09/14/2028(1) | 2,484,326 | |
2,733,000 | Credit Agricole SA 6.32%, 10/03/2029, (6.32% fixed rate until 10/03/2028; 3 mo. USD SOFR + 1.86% thereafter)(1)(4) | 2,734,309 | |
2,737,000 | Credit Suisse AG 7.50%, 02/15/2028 | 2,863,530 | |
Danske Bank AS | |||
1,865,000 | 1.62%, 09/11/2026, (1.62% fixed rate until 09/11/2025; 1 yr. USD CMT + 1.35% thereafter)(1)(4) | 1,699,055 | |
1,555,000 | 6.26%, 09/22/2026, 1 yr. USD CMT + 1.18%(1) | 1,555,139 | |
1,150,000 | Goldman Sachs Group, Inc. 6.25%, 02/01/2041 | 1,159,265 | |
JP Morgan Chase & Co. | |||
620,000 | 2.52%, 04/22/2031, (2.52% fixed rate until 04/22/2030; 6 mo. USD SOFR + 2.04% thereafter)(4) | 502,685 | |
390,000 | 3.11%, 04/22/2041, (3.11% fixed rate until 04/22/2040; 3 mo. USD Term SOFR + 2.46% thereafter)(4) | 270,905 | |
705,000 | 3.70%, 05/06/2030, (3.70% fixed rate until 05/06/2029; 3 mo. USD Term SOFR + 1.42% thereafter)(4) | 628,947 | |
805,000 | 4.45%, 12/05/2029, (4.45% fixed rate until 12/05/2028; 3 mo. USD Term SOFR + 1.59% thereafter)(4) | 751,526 | |
1,633,000 | 5.35%, 06/01/2034, (5.35% fixed rate until 06/01/2033; 6 mo. USD SOFR + 1.85% thereafter)(4) | 1,549,967 | |
1,040,000 | Manufacturers & Traders Trust Co. 4.70%, 01/27/2028 | 960,607 | |
Morgan Stanley | |||
1,450,000 | 3.13%, 07/27/2026 | 1,346,963 | |
1,000,000 | 3.70%, 10/23/2024 | 977,060 | |
1,372,000 | 5.95%, 01/19/2038, (5.95% fixed rate until 01/19/2033; 5 yr. USD CMT + 2.43% thereafter)(4) | 1,282,702 | |
Standard Chartered PLC | |||
1,130,000 | 0.99%, 01/12/2025, (0.99% fixed rate until 01/12/2024; 1 yr. USD CMT + 0.78% thereafter)(1)(4) | 1,111,298 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 11.3% - (continued) | |||
Commercial Banks - 2.8% - (continued) | |||
$ 3,215,000 | 1.21%, 03/23/2025, (1.21% fixed rate until 03/23/2024; 1 yr. USD CMT + 0.88% thereafter)(1)(4) | $ 3,128,478 | |
1,545,000 | UBS AG 5.65%, 09/11/2028 | 1,522,476 | |
UBS Group AG | |||
1,695,000 | 1.49%, 08/10/2027, (1.49% fixed rate until 08/10/2026; 1 yr. USD CMT + 0.85% thereafter)(1)(4) | 1,479,568 | |
320,000 | 6.30%, 09/22/2034, 1 yr. USD CMT + 2.00%(1) | 312,603 | |
Wells Fargo & Co. | |||
4,344,000 | 4.48%, 01/16/2024 | 4,324,101 | |
1,750,000 | 4.61%, 04/25/2053, (4.61% fixed rate until 04/25/2052; 6 mo. USD SOFR + 2.13% thereafter)(4) | 1,376,840 | |
45,297,241 | |||
Commercial Services - 0.3% | |||
Ashtead Capital, Inc. | |||
2,285,000 | 2.45%, 08/12/2031(1) | 1,734,166 | |
600,000 | 5.50%, 08/11/2032(1) | 554,624 | |
380,000 | 5.55%, 05/30/2033(1) | 352,655 | |
475,000 | 5.95%, 10/15/2033(1) | 451,088 | |
ERAC USA Finance LLC | |||
1,844,000 | 4.90%, 05/01/2033(1) | 1,736,361 | |
691,000 | 5.40%, 05/01/2053(1) | 638,032 | |
5,466,926 | |||
Construction Materials - 0.0% | |||
685,000 | Trane Technologies Financing Ltd. 5.25%, 03/03/2033 | 662,524 | |
Diversified Financial Services - 0.9% | |||
3,843,000 | American Express Co. 5.04%, 05/01/2034, (5.04% fixed rate until 05/01/2033; 3 mo. USD SOFR + 1.84% thereafter)(4) | 3,544,460 | |
1,715,000 | Aviation Capital Group LLC 1.95%, 09/20/2026(1) | 1,497,549 | |
2,615,000 | Blackstone Holdings Finance Co. LLC 2.55%, 03/30/2032(1) | 1,984,612 | |
Capital One Financial Corp. | |||
580,000 | 6.31%, 06/08/2029, (6.31% fixed rate until 06/08/2028; 6 mo. USD SOFR + 2.64% thereafter)(4) | 567,005 | |
3,694,000 | 6.38%, 06/08/2034, (6.38% fixed rate until 06/08/2033; 3 mo. USD SOFR + 2.86% thereafter)(4) | 3,487,510 | |
Intercontinental Exchange, Inc. | |||
2,185,000 | 4.00%, 09/15/2027 | 2,065,741 | |
816,000 | 4.35%, 06/15/2029 | 767,821 | |
Nasdaq, Inc. | |||
175,000 | 5.95%, 08/15/2053 | 163,775 | |
165,000 | 6.10%, 06/28/2063 | 153,461 | |
14,231,934 | |||
Electric - 1.3% | |||
1,200,000 | American Transmission Systems, Inc. 2.65%, 01/15/2032(1) | 948,937 | |
Arizona Public Service Co. | |||
90,000 | 3.75%, 05/15/2046 | 61,397 | |
221,000 | 4.25%, 03/01/2049 | 159,558 | |
940,000 | 4.35%, 11/15/2045 | 705,398 | |
1,960,000 | Cleveland Electric Illuminating Co. 3.50%, 04/01/2028(1) | 1,775,246 | |
360,000 | Dominion Energy South Carolina, Inc. 6.63%, 02/01/2032 | 380,543 |
2 |
Hartford Balanced HLS Fund
Schedule of
Investments – (continued)
September 30, 2023 (Unaudited)
September 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 11.3% - (continued) | |||
Electric - 1.3% - (continued) | |||
Dominion Energy, Inc. | |||
$ 55,000 | 3.38%, 04/01/2030 | $ 47,325 | |
1,858,000 | 4.35%, 01/15/2027, (4.35% fixed rate until 01/15/2027; 5 yr. USD CMT + 3.20% thereafter)(4)(5) | 1,604,279 | |
607,000 | 5.38%, 11/15/2032 | 579,788 | |
Georgia Power Co. | |||
3,073,000 | 4.70%, 05/15/2032 | 2,849,710 | |
245,000 | 4.75%, 09/01/2040 | 208,000 | |
826,000 | 5.13%, 05/15/2052 | 727,079 | |
1,275,000 | Indianapolis Power & Light Co. 6.60%, 06/01/2037(1) | 1,272,955 | |
75,000 | Metropolitan Edison Co. 5.20%, 04/01/2028(1) | 73,177 | |
625,000 | NextEra Energy Capital Holdings, Inc. 5.75%, 09/01/2025 | 623,425 | |
Pacific Gas & Electric Co. | |||
2,859,825 | 4.50%, 07/01/2040 | 2,126,996 | |
1,552,900 | 4.55%, 07/01/2030 | 1,372,880 | |
430,000 | 6.70%, 04/01/2053 | 403,580 | |
789,000 | 6.75%, 01/15/2053 | 738,424 | |
Pennsylvania Electric Co. | |||
241,000 | 3.60%, 06/01/2029(1) | 214,841 | |
60,000 | 5.15%, 03/30/2026(1) | 58,885 | |
860,000 | San Diego Gas & Electric Co. 3.70%, 03/15/2052 | 595,131 | |
SCE Recovery Funding LLC | |||
425,403 | 0.86%, 11/15/2033 | 353,305 | |
220,000 | 1.94%, 05/15/2040 | 149,021 | |
125,000 | 2.51%, 11/15/2043 | 75,500 | |
1,156,000 | Sempra 4.13%, 04/01/2052, (4.13% fixed rate until 01/01/2027; 5 yr. USD CMT + 2.87% thereafter)(4) | 934,139 | |
1,241,000 | Southern California Edison Co. 5.88%, 12/01/2053 | 1,164,535 | |
1,528,768 | Texas Electric Market Stabilization Funding N LLC 4.27%, 08/01/2036(1) | 1,430,936 | |
21,634,990 | |||
Electronics - 0.0% | |||
530,000 | Honeywell International, Inc. 4.25%, 01/15/2029 | 506,232 | |
Entertainment - 0.2% | |||
3,341,000 | Warnermedia Holdings, Inc. 4.05%, 03/15/2029 | 2,983,448 | |
Food - 0.0% | |||
480,000 | Sigma Alimentos SA de CV 4.13%, 05/02/2026(1) | 455,925 | |
Gas - 0.3% | |||
330,000 | Boston Gas Co. 3.15%, 08/01/2027(1) | 296,620 | |
2,017,000 | CenterPoint Energy Resources Corp. 5.25%, 03/01/2028 | 1,990,721 | |
1,870,000 | KeySpan Gas East Corp. 2.74%, 08/15/2026(1) | 1,703,275 | |
790,000 | Southern Co. Gas Capital Corp. 5.75%, 09/15/2033 | 774,715 | |
4,765,331 | |||
Healthcare - Products - 0.3% | |||
Alcon Finance Corp. | |||
4,706,000 | 3.00%, 09/23/2029(1) | 4,051,399 | |
200,000 | 5.38%, 12/06/2032(1) | 194,053 | |
200,000 | 5.75%, 12/06/2052(1) | 190,923 | |
4,436,375 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 11.3% - (continued) | |||
Healthcare - Services - 0.4% | |||
Bon Secours Mercy Health, Inc. | |||
$ 1,400,000 | 3.56%, 08/01/2027 | $ 1,297,163 | |
455,000 | 4.30%, 07/01/2028 | 430,297 | |
285,000 | Children's Hospital 2.93%, 07/15/2050 | 167,343 | |
714,000 | Dignity Health 3.81%, 11/01/2024 | 696,379 | |
2,190,000 | Providence St Joseph Health Obligated Group 5.40%, 10/01/2033 | 2,104,667 | |
335,000 | Sutter Health 2.29%, 08/15/2030 | 270,325 | |
320,000 | Toledo Hospital 5.75%, 11/15/2038 | 310,522 | |
UnitedHealth Group, Inc. | |||
355,000 | 2.00%, 05/15/2030 | 287,526 | |
645,000 | 4.20%, 05/15/2032 | 588,910 | |
95,000 | 4.75%, 05/15/2052 | 81,123 | |
6,234,255 | |||
Insurance - 0.5% | |||
490,000 | Allstate Corp. 5.25%, 03/30/2033 | 462,033 | |
American International Group, Inc. | |||
437,000 | 3.40%, 06/30/2030 | 374,515 | |
375,000 | 4.38%, 06/30/2050 | 290,344 | |
2,815,000 | Athene Global Funding 2.50%, 03/24/2028(1) | 2,386,607 | |
Corebridge Financial, Inc. | |||
1,404,000 | 4.35%, 04/05/2042 | 1,061,099 | |
135,000 | 6.05%, 09/15/2033(1) | 131,237 | |
275,000 | Corebridge Global Funding 5.90%, 09/19/2028(1) | 274,203 | |
1,200,000 | Equitable Financial Life Global Funding 1.40%, 08/27/2027(1) | 1,009,601 | |
200,000 | Five Corners Funding Trust 4.42%, 11/15/2023(1) | 199,476 | |
2,450,000 | MetLife, Inc. 5.38%, 07/15/2033 | 2,357,462 | |
8,546,577 | |||
Investment Company Security - 0.1% | |||
1,120,000 | JAB Holdings BV 3.75%, 05/28/2051(1) | 684,408 | |
Lodging - 0.1% | |||
2,003,000 | Genting New York LLC/GENNY Capital, Inc. 3.30%, 02/15/2026(1) | 1,792,084 | |
Machinery-Diversified - 0.3% | |||
4,040,000 | John Deere Capital Corp. 5.15%, 09/08/2033 | 3,948,099 | |
Media - 0.2% | |||
2,405,000 | Comcast Corp. 3.25%, 11/01/2039 | 1,756,322 | |
567,000 | Discovery Communications LLC 4.00%, 09/15/2055 | 339,862 | |
Time Warner Cable LLC | |||
395,000 | 6.55%, 05/01/2037 | 358,447 | |
250,000 | 7.30%, 07/01/2038 | 240,926 | |
2,695,557 | |||
Mining - 0.2% | |||
3,540,000 | Glencore Funding LLC 6.38%, 10/06/2030(1) | 3,531,005 | |
Oil & Gas - 0.4% | |||
Equinor ASA | |||
85,000 | 2.88%, 04/06/2025 | 81,848 | |
2,470,000 | 3.00%, 04/06/2027 | 2,290,825 | |
1,928,000 | Occidental Petroleum Corp. 6.20%, 03/15/2040 | 1,837,779 | |
QatarEnergy | |||
935,000 | 2.25%, 07/12/2031(1) | 748,610 | |
780,000 | 3.13%, 07/12/2041(1) | 538,250 | |
615,000 | Saudi Arabian Oil Co. 3.50%, 04/16/2029(1) | 553,878 | |
6,051,190 |
3 |
Hartford Balanced HLS Fund
Schedule of
Investments – (continued)
September 30, 2023 (Unaudited)
September 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 11.3% - (continued) | |||
Pharmaceuticals - 0.1% | |||
$ 113,000 | CVS Health Corp. 4.30%, 03/25/2028 | $ 106,967 | |
2,063,000 | Pfizer Investment Enterprises Pte. Ltd. 5.11%, 05/19/2043 | 1,896,090 | |
2,003,057 | |||
Pipelines - 0.7% | |||
1,510,000 | Cheniere Energy Partners LP 5.95%, 06/30/2033(1) | 1,456,350 | |
Columbia Pipelines Operating Co. LLC | |||
375,000 | 5.93%, 08/15/2030(1) | 370,221 | |
676,000 | 6.50%, 08/15/2043(1) | 658,476 | |
937,000 | EIG Pearl Holdings Sarl 3.55%, 08/31/2036(1) | 758,239 | |
Energy Transfer LP | |||
180,000 | 4.95%, 06/15/2028 | 172,290 | |
750,000 | 5.00%, 05/15/2050 | 587,114 | |
945,000 | 5.35%, 05/15/2045 | 774,405 | |
872,000 | 7.60%, 02/01/2024 | 873,566 | |
Enterprise Products Operating LLC | |||
100,000 | 3.70%, 01/31/2051 | 70,671 | |
145,000 | 3.95%, 01/31/2060 | 101,698 | |
1,840,733 | Galaxy Pipeline Assets Bidco Ltd. 2.16%, 03/31/2034(1) | 1,533,535 | |
Gray Oak Pipeline LLC | |||
606,000 | 2.60%, 10/15/2025(1) | 558,556 | |
100,000 | 3.45%, 10/15/2027(1) | 88,605 | |
Greensaif Pipelines Bidco Sarl | |||
1,215,000 | 6.13%, 02/23/2038(1) | 1,186,058 | |
915,000 | 6.51%, 02/23/2042(1) | 896,750 | |
690,000 | ONEOK, Inc. 5.65%, 11/01/2028 | 681,164 | |
10,767,698 | |||
Real Estate Investment Trusts - 0.6% | |||
2,410,000 | American Tower Trust #1 5.49%, 03/15/2028(1) | 2,372,291 | |
435,000 | Extra Space Storage LP 5.50%, 07/01/2030 | 420,705 | |
4,761,000 | Realty Income Corp. 4.90%, 07/15/2033 | 4,351,970 | |
SBA Tower Trust | |||
545,000 | 1.63%, 05/15/2051(1) | 471,435 | |
300,000 | 1.88%, 07/15/2050(1) | 271,275 | |
470,000 | 2.84%, 01/15/2050(1) | 449,884 | |
530,000 | VICI Properties LP/VICI Note Co., Inc. 4.13%, 08/15/2030(1) | 450,701 | |
8,788,261 | |||
Semiconductors - 0.1% | |||
2,704,000 | Broadcom, Inc. 3.47%, 04/15/2034(1) | 2,124,394 | |
Software - 0.2% | |||
985,000 | Activision Blizzard, Inc. 4.50%, 06/15/2047 | 863,726 | |
3,844,000 | Oracle Corp. 3.65%, 03/25/2041 | 2,741,388 | |
3,605,114 | |||
Telecommunications - 0.3% | |||
AT&T, Inc. | |||
835,000 | 3.50%, 09/15/2053 | 517,125 | |
84,000 | 3.65%, 06/01/2051 | 54,105 | |
146,000 | 3.85%, 06/01/2060 | 92,986 | |
200,000 | 4.30%, 12/15/2042 | 153,855 | |
840,000 | Sprint Spectrum Co. LLC/Sprint Spectrum Co. II LLC/Sprint Spectrum Co. III LLC 4.74%, 09/20/2029(1) | 831,119 | |
T-Mobile USA, Inc. | |||
3,005,000 | 3.38%, 04/15/2029 | 2,643,127 | |
980,000 | 5.75%, 01/15/2054 | 903,348 | |
181,000 | 6.00%, 06/15/2054 | 172,352 | |
5,368,017 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 11.3% - (continued) | |||
Trucking & Leasing - 0.4% | |||
$ 2,185,000 | DAE Funding LLC 1.55%, 08/01/2024(1) | $ 2,092,473 | |
Penske Truck Leasing Co. LP/PTL Finance Corp. | |||
2,850,000 | 3.95%, 03/10/2025(1) | 2,751,096 | |
885,000 | 5.55%, 05/01/2028(1) | 857,379 | |
1,195,000 | 5.70%, 02/01/2028(1) | 1,165,366 | |
6,866,314 | |||
Total Corporate Bonds (cost $196,010,825) | $ 182,760,505 | ||
MUNICIPAL BONDS - 0.8% | |||
Airport - 0.1% | |||
Dallas Fort Worth International Airport, TX, Rev | |||
60,000 | 4.09%, 11/01/2051 | $ 47,567 | |
375,000 | 4.51%, 11/01/2051(6) | 316,310 | |
710,000 | Port Auth of New York & New Jersey, NY, Rev 3.18%, 07/15/2060(6) | 434,210 | |
798,087 | |||
General - 0.1% | |||
180,000 | Chicago Transit Auth Sales & Transfer Tax Receipts, IL, Rev 6.90%, 12/01/2040 | 195,638 | |
540,000 | Kansas Dev Finance Auth, KS, Rev, (BAM) 2.77%, 05/01/2051 | 354,884 | |
1,250,000 | Philadelphia Auth for Industrial Dev, PA, Rev, (NATL Insured) 6.55%, 10/15/2028 | 1,290,603 | |
1,841,125 | |||
General Obligation - 0.3% | |||
5,320,000 | State of Illinois, IL, GO 5.10%, 06/01/2033 | 5,050,228 | |
Power - 0.0% | |||
101,000 | Utility Debt Securitization Auth, NY, Rev 3.44%, 12/15/2025 | 100,567 | |
Tobacco - 0.0% | |||
Golden State Tobacco Securitization Corp., CA, Rev, (ST APPROP Insured) | |||
35,000 | 2.75%, 06/01/2034 | 27,531 | |
145,000 | 3.00%, 06/01/2046 | 131,708 | |
75,000 | 3.29%, 06/01/2042 | 52,167 | |
211,406 | |||
Transportation - 0.1% | |||
875,000 | Illinois State Toll Highway Auth, IL, Rev 6.18%, 01/01/2034 | 901,598 | |
Metropolitan Transportation Auth, NY, Rev | |||
30,000 | 6.20%, 11/15/2026 | 30,088 | |
375,000 | 6.67%, 11/15/2039 | 381,638 | |
785,000 | 6.81%, 11/15/2040 | 808,679 | |
2,122,003 | |||
Utilities - 0.1% | |||
Texas Natural Gas Securitization Finance Corp., TX, Rev | |||
925,000 | 5.10%, 04/01/2035 | 907,109 | |
700,000 | 5.17%, 04/01/2041 | 668,358 | |
1,575,467 |
4 |
Hartford Balanced HLS Fund
Schedule of
Investments – (continued)
September 30, 2023 (Unaudited)
September 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 0.8% - (continued) | |||
Utility - Electric - 0.1% | |||
$ 785,000 | Illinois Municipal Electric Agency, IL, Rev 6.83%, 02/01/2035 | $ 817,763 | |
824,000 | Municipal Electric Auth of Georgia, GA, Rev 6.64%, 04/01/2057 | 875,631 | |
1,693,394 | |||
Total Municipal Bonds (cost $15,361,431) | $ 13,392,277 | ||
U.S. GOVERNMENT AGENCIES - 0.5% | |||
Mortgage-Backed Agencies - 0.5% | |||
Federal Home Loan Mortgage Corp. - 0.2% | |||
583,047 | 2.00%, 05/01/2036 | $ 503,886 | |
316,172 | 2.00%, 07/01/2036 | 273,406 | |
7,356 | 4.00%, 03/01/2041 | 6,717 | |
995,000 | 4.43%, 02/25/2033(3) | 933,239 | |
1,905 | 4.81%, 04/01/2029, 1 yr. USD CMT + 2.24%(2) | 1,874 | |
1,461,975 | 5.00%, 02/01/2053 | 1,380,970 | |
988,879 | 5.00%, 04/01/2053 | 934,010 | |
313,892 | 8.12%, 10/25/2050, 30 day USD SOFR Average + 2.80%(1)(2) | 316,934 | |
4,351,036 | |||
Federal National Mortgage Association - 0.1% | |||
175,595 | 2.00%, 04/01/2036 | 151,841 | |
70,606 | 2.00%, 06/01/2036 | 61,063 | |
251,247 | 2.00%, 09/01/2036 | 217,265 | |
137,801 | 2.00%, 03/01/2037 | 118,850 | |
49 | 4.50%, 11/01/2023 | 48 | |
49,389 | 4.50%, 03/01/2038 | 46,687 | |
19,582 | 4.50%, 11/01/2039 | 18,510 | |
12,894 | 4.50%, 04/01/2040 | 12,187 | |
40,796 | 4.50%, 08/01/2040 | 38,560 | |
11,383 | 4.50%, 02/01/2041 | 10,760 | |
234,789 | 4.50%, 04/01/2041 | 221,611 | |
100,017 | 4.50%, 06/01/2041 | 94,284 | |
162,979 | 4.50%, 07/01/2041 | 154,045 | |
24,835 | 4.50%, 09/01/2041 | 23,474 | |
33,451 | 4.50%, 07/01/2044 | 31,223 | |
56,430 | 5.75%, 10/25/2024, 30 day USD SOFR Average + 0.40%(2) | 55,915 | |
1,256,323 | |||
Government National Mortgage Association - 0.2% | |||
2,235,239 | 2.50%, 10/20/2049 | 1,881,030 | |
31,972 | 5.00%, 07/15/2037 | 31,023 | |
169 | 6.00%, 06/15/2024 | 168 | |
1,430 | 6.00%, 07/15/2026 | 1,417 | |
645 | 6.00%, 03/15/2028 | 640 | |
1,013 | 6.00%, 04/15/2028 | 1,022 | |
23,489 | 6.00%, 05/15/2028 | 23,277 | |
11,092 | 6.00%, 07/15/2028 | 10,992 | |
3,941 | 6.00%, 08/15/2028 | 3,906 | |
23,072 | 6.00%, 09/15/2028 | 22,865 | |
33,149 | 6.00%, 10/15/2028 | 32,852 | |
29,237 | 6.00%, 11/15/2028 | 28,974 | |
22,027 | 6.00%, 12/15/2028 | 21,828 | |
485 | 6.00%, 12/15/2031 | 482 | |
8,837 | 6.00%, 09/15/2032 | 8,915 | |
3,960 | 6.00%, 11/15/2032 | 3,965 | |
1,491 | 6.00%, 04/15/2033 | 1,477 | |
38,648 | 6.00%, 06/15/2033 | 38,431 | |
12,978 | 6.00%, 10/15/2033 | 13,303 | |
1,054 | 6.00%, 11/15/2033 | 1,073 |
Shares or Principal Amount | Market Value† | ||
U.S. GOVERNMENT AGENCIES - 0.5% - (continued) | |||
Mortgage-Backed Agencies - 0.5% - (continued) | |||
Government National Mortgage Association - 0.2% - (continued) | |||
$ 19,076 | 6.00%, 10/15/2034 | $ 18,917 | |
46,070 | 6.00%, 01/15/2035 | 45,717 | |
5,406 | 6.00%, 05/15/2035 | 5,357 | |
6,165 | 6.00%, 06/15/2035 | 6,114 | |
94 | 6.50%, 03/15/2026 | 95 | |
267 | 6.50%, 01/15/2028 | 269 | |
17,545 | 6.50%, 03/15/2028 | 17,668 | |
31,735 | 6.50%, 04/15/2028 | 31,956 | |
8,400 | 6.50%, 05/15/2028 | 8,459 | |
50,523 | 6.50%, 06/15/2028 | 50,878 | |
3,970 | 6.50%, 10/15/2028 | 3,998 | |
907 | 6.50%, 02/15/2035 | 915 | |
2,232 | 7.00%, 11/15/2031 | 2,260 | |
1,300 | 7.00%, 03/15/2032 | 1,315 | |
444,410 | 7.00%, 11/15/2032 | 459,429 | |
46,319 | 7.00%, 01/15/2033 | 47,497 | |
55,228 | 7.00%, 05/15/2033 | 56,440 | |
7,411 | 7.00%, 07/15/2033 | 7,560 | |
61,045 | 7.00%, 11/15/2033 | 62,451 | |
21,647 | 7.50%, 09/16/2035 | 21,942 | |
37 | 8.00%, 09/15/2026 | 38 | |
1,651 | 8.00%, 12/15/2026 | 1,661 | |
18 | 8.00%, 09/15/2027 | 18 | |
1,371 | 8.00%, 07/15/2029 | 1,401 | |
1,161 | 8.00%, 12/15/2029 | 1,172 | |
2,754 | 8.00%, 01/15/2030 | 2,755 | |
1,164 | 8.00%, 02/15/2030 | 1,163 | |
558 | 8.00%, 03/15/2030 | 557 | |
5,447 | 8.00%, 04/15/2030 | 5,439 | |
2,960 | 8.00%, 05/15/2030 | 2,965 | |
15,158 | 8.00%, 06/15/2030 | 15,237 | |
843 | 8.00%, 07/15/2030 | 843 | |
22,416 | 8.00%, 08/15/2030 | 22,484 | |
10,664 | 8.00%, 09/15/2030 | 10,669 | |
46,603 | 8.00%, 12/15/2030 | 46,777 | |
3,090,056 | |||
Total U.S. Government Agencies (cost $9,046,327) | $ 8,697,415 | ||
U.S. GOVERNMENT SECURITIES - 19.2% | |||
U.S. Treasury Securities - 19.2% | |||
U.S. Treasury Bonds - 5.6% | |||
17,710,000 | 2.50%, 02/15/2045(7) | $ 12,015,820 | |
2,041,900 | 2.75%, 11/15/2047 | 1,422,072 | |
14,113,700 | 2.88%, 05/15/2052 | 9,994,815 | |
400,000 | 3.25%, 05/15/2042 | 318,516 | |
6,083,500 | 3.38%, 08/15/2042 | 4,925,972 | |
7,113,900 | 3.63%, 02/15/2053 | 5,876,748 | |
9,188,000 | 3.63%, 05/15/2053 | 7,598,763 | |
13,796,800 | 3.88%, 02/15/2043 | 11,996,749 | |
5,468,500 | 3.88%, 05/15/2043 | 4,750,759 | |
6,040,000 | 4.00%, 11/15/2042 | 5,357,433 | |
11,935,900 | 4.00%, 11/15/2052 | 10,567,934 | |
2,932,900 | 4.13%, 08/15/2053 | 2,659,315 | |
12,050,000 | 4.38%, 02/15/2038 | 11,668,731 | |
1,450,000 | 4.38%, 08/15/2043 | 1,351,898 | |
90,505,525 | |||
U.S. Treasury Notes - 13.6% | |||
290,000 | 0.25%, 05/31/2025 | 267,412 | |
3,825,000 | 0.38%, 11/30/2025 | 3,466,257 | |
1,080,000 | 0.88%, 09/30/2026 | 963,816 | |
4,910,000 | 1.25%, 11/30/2026 | 4,405,958 |
5 |
Hartford Balanced HLS Fund
Schedule of
Investments – (continued)
September 30, 2023 (Unaudited)
September 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
U.S. GOVERNMENT SECURITIES - 19.2% - (continued) | |||
U.S. Treasury Securities - 19.2% - (continued) | |||
U.S. Treasury Notes - 13.6% - (continued) | |||
$ 7,725,000 | 1.25%, 12/31/2026 | $ 6,920,514 | |
150,000 | 1.25%, 05/31/2028 | 128,848 | |
603,000 | 1.25%, 09/30/2028 | 512,621 | |
1,020,000 | 1.38%, 10/31/2028 | 870,466 | |
6,404,600 | 1.50%, 01/31/2027 | 5,767,142 | |
530,000 | 1.50%, 11/30/2028 | 454,247 | |
2,115,000 | 1.63%, 10/31/2026 | 1,924,485 | |
2,005,000 | 1.88%, 02/28/2027 | 1,825,020 | |
1,200,000 | 2.50%, 05/31/2024 | 1,176,703 | |
1,138,000 | 2.50%, 03/31/2027 | 1,057,184 | |
285,000 | 2.63%, 04/15/2025 | 274,112 | |
2,980,000 | 2.63%, 05/31/2027 | 2,770,469 | |
590,000 | 2.63%, 07/31/2029 | 529,456 | |
935,000 | 2.75%, 05/15/2025 | 899,572 | |
6,970,000 | 2.75%, 04/30/2027 | 6,518,584 | |
890,000 | 2.75%, 05/31/2029 | 806,389 | |
2,320,000 | 2.88%, 06/15/2025 | 2,233,634 | |
1,245,000 | 3.13%, 08/15/2025 | 1,201,230 | |
897,000 | 3.13%, 08/31/2027 | 846,719 | |
10,360,000 | 3.25%, 08/31/2024 | 10,152,395 | |
6,555,000 | 3.25%, 06/30/2027 | 6,229,042 | |
326,000 | 3.25%, 06/30/2029 | 303,002 | |
414,000 | 3.50%, 09/15/2025 | 401,887 | |
6,412,000 | 3.50%, 04/30/2028 | 6,112,690 | |
635,000 | 3.50%, 04/30/2030 | 594,420 | |
3,936,500 | 3.63%, 03/31/2028 | 3,774,581 | |
1,369,000 | 3.63%, 05/31/2028 | 1,312,422 | |
512,000 | 3.63%, 03/31/2030 | 483,060 | |
620,000 | 3.75%, 05/31/2030 | 588,782 | |
3,123,000 | 3.75%, 06/30/2030 | 2,964,776 | |
5,008,000 | 3.88%, 03/31/2025 | 4,908,818 | |
9,740,000 | 3.88%, 04/30/2025 | 9,540,254 | |
6,592,000 | 3.88%, 11/30/2027 | 6,391,150 | |
7,157,100 | 3.88%, 12/31/2027 | 6,937,634 | |
685,000 | 3.88%, 11/30/2029 | 656,663 | |
5,562,900 | 3.88%, 08/15/2033 | 5,257,810 | |
1,100,000 | 4.00%, 12/15/2025 | 1,077,227 | |
2,186,000 | 4.00%, 02/15/2026 | 2,139,804 | |
7,269,700 | 4.00%, 02/29/2028 | 7,083,130 | |
5,800,000 | 4.00%, 06/30/2028 | 5,646,391 | |
150,000 | 4.00%, 10/31/2029 | 144,844 | |
483,900 | 4.00%, 07/31/2030 | 466,207 | |
260,000 | 4.13%, 06/15/2026 | 255,196 | |
14,186,900 | 4.13%, 09/30/2027 | 13,894,295 | |
3,381,200 | 4.13%, 10/31/2027 | 3,309,085 | |
6,965,200 | 4.13%, 07/31/2028 | 6,816,101 | |
754,300 | 4.13%, 08/31/2030 | 732,260 | |
449,000 | 4.25%, 09/30/2024 | 443,756 | |
3,604,000 | 4.25%, 12/31/2024 | 3,555,571 | |
14,100,000 | 4.25%, 05/31/2025 | 13,890,703 | |
5,800,000 | 4.38%, 10/31/2024 | 5,735,203 | |
11,420,700 | 4.38%, 08/31/2028 | 11,309,170 | |
10,000,000 | 4.50%, 11/30/2024 | 9,899,609 | |
3,700,000 | 4.63%, 06/30/2025 | 3,668,492 | |
4,000,000 | 4.63%, 09/30/2028 | 4,010,000 | |
4,671,000 | 4.75%, 07/31/2025 | 4,640,164 | |
9,805,900 | 5.00%, 08/31/2025 | 9,786,748 | |
220,934,180 | |||
Total U.S. Government Securities (cost $334,746,132) | $ 311,439,705 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 65.4% | |||
Automobiles & Components - 0.9% | |||
473,655 | Gentex Corp. | $ 15,412,734 | |
Banks - 3.9% | |||
201,242 | JP Morgan Chase & Co. | 29,184,115 | |
148,855 | M&T Bank Corp. | 18,822,715 | |
126,837 | PNC Financial Services Group, Inc. | 15,571,778 | |
63,578,608 | |||
Capital Goods - 4.5% | |||
163,926 | Emerson Electric Co. | 15,830,334 | |
170,385 | Fortune Brands Innovations, Inc. | 10,591,131 | |
57,968 | General Dynamics Corp. | 12,809,189 | |
229,742 | Johnson Controls International PLC | 12,224,572 | |
63,924 | L3Harris Technologies, Inc. | 11,130,447 | |
80,936 | Middleby Corp.* | 10,359,808 | |
72,945,481 | |||
Consumer Discretionary Distribution & Retail - 2.3% | |||
64,984 | Home Depot, Inc. | 19,635,565 | |
240,511 | LKQ Corp. | 11,907,700 | |
311,521 | Victoria's Secret & Co.* | 5,196,170 | |
36,739,435 | |||
Consumer Durables & Apparel - 0.7% | |||
95,238 | Lennar Corp. Class A | 10,688,561 | |
Consumer Services - 2.6% | |||
95,270 | Airbnb, Inc. Class A* | 13,071,997 | |
381,684 | H&R Block, Inc. | 16,435,313 | |
131,096 | Starbucks Corp. | 11,965,132 | |
41,472,442 | |||
Energy - 1.2% | |||
164,028 | ConocoPhillips | 19,650,554 | |
Equity Real Estate Investment Trusts (REITs) - 1.7% | |||
250,300 | Gaming & Leisure Properties, Inc. REIT | 11,401,165 | |
193,106 | Welltower, Inc. REIT | 15,819,243 | |
27,220,408 | |||
Financial Services - 7.4% | |||
161,842 | Ares Management Corp. Class A | 16,648,687 | |
99,115 | Blackstone, Inc. | 10,619,181 | |
129,279 | Intercontinental Exchange, Inc. | 14,223,276 | |
42,480 | LPL Financial Holdings, Inc. | 10,095,372 | |
157,336 | Morgan Stanley | 12,849,631 | |
145,653 | Raymond James Financial, Inc. | 14,627,931 | |
47,659 | S&P Global, Inc. | 17,415,075 | |
100,634 | Visa, Inc. Class A | 23,146,826 | |
119,625,979 | |||
Food, Beverage & Tobacco - 0.9% | |||
474,408 | Keurig Dr Pepper, Inc. | 14,977,061 | |
Health Care Equipment & Services - 6.6% | |||
33,645 | Align Technology, Inc.* | 10,272,491 | |
55,856 | Becton Dickinson & Co. | 14,440,452 | |
248,892 | Boston Scientific Corp.* | 13,141,498 | |
268,416 | Centene Corp.* | 18,488,494 | |
42,861 | Elevance Health, Inc. | 18,662,537 | |
62,303 | UnitedHealth Group, Inc. | 31,412,549 | |
106,418,021 | |||
Household & Personal Products - 0.8% | |||
259,952 | Unilever PLC ADR | 12,841,629 |
6 |
Hartford Balanced HLS Fund
Schedule of
Investments – (continued)
September 30, 2023 (Unaudited)
September 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 65.4% - (continued) | |||
Insurance - 2.1% | |||
73,949 | Chubb Ltd. | $ 15,394,703 | |
292,359 | MetLife, Inc. | 18,392,304 | |
33,787,007 | |||
Materials - 0.7% | |||
394,242 | Axalta Coating Systems Ltd.* | 10,605,110 | |
Media & Entertainment - 5.7% | |||
458,323 | Alphabet, Inc. Class C* | 60,429,887 | |
102,859 | Electronic Arts, Inc. | 12,384,224 | |
243,480 | Match Group, Inc.* | 9,538,329 | |
144,867 | Omnicom Group, Inc. | 10,789,694 | |
93,142,134 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 4.8% | |||
188,064 | AstraZeneca PLC ADR | 12,735,694 | |
40,747 | Eli Lilly & Co. | 21,886,436 | |
607,168 | Pfizer, Inc. | 20,139,763 | |
37,148 | Roche Holding AG | 10,141,442 | |
37,440 | Vertex Pharmaceuticals, Inc.* | 13,019,386 | |
77,922,721 | |||
Real Estate Management & Development - 0.7% | |||
149,669 | CBRE Group, Inc. Class A* | 11,054,552 | |
Semiconductors & Semiconductor Equipment - 4.2% | |||
72,053 | Analog Devices, Inc. | 12,615,760 | |
24,871 | Broadcom, Inc. | 20,657,355 | |
83,391 | NXP Semiconductors NV | 16,671,529 | |
166,481 | QUALCOMM, Inc. | 18,489,380 | |
68,434,024 | |||
Software & Services - 8.7% | |||
74,242 | Accenture PLC Class A | 22,800,461 | |
138,413 | Amdocs Ltd. | 11,694,514 | |
271,251 | Microsoft Corp. | 85,647,503 | |
104,172 | Salesforce, Inc.* | 21,123,998 | |
141,266,476 | |||
Technology Hardware & Equipment - 3.2% | |||
413,460 | Cisco Systems, Inc. | 22,227,610 | |
504,271 | Corning, Inc. | 15,365,137 | |
93,846 | F5, Inc.* | 15,122,344 | |
52,715,091 | |||
Transportation - 1.1% | |||
226,024 | Knight-Swift Transportation Holdings, Inc. | 11,335,104 | |
38,500 | United Parcel Service, Inc. Class B | 6,000,995 | |
17,336,099 | |||
Utilities - 0.7% | |||
308,491 | Exelon Corp. | 11,657,875 | |
Total Common Stocks (cost $737,993,700) | $ 1,059,492,002 | ||
Total Long-Term Investments (cost $1,316,583,499) | $ 1,598,042,637 | ||
SHORT-TERM INVESTMENTS - 0.3% | |||
Repurchase Agreements - 0.3% | |||
$ 4,726,057 | Fixed Income Clearing Corp. Repurchase Agreement dated 09/29/2023 at 5.29%, due on 10/02/2023 with a maturity value of $4,728,140; collateralized by U.S. Treasury Note at 1.25%, maturing 11/30/2026, with a market value of $4,820,668 | $ 4,726,057 |
Shares or Principal Amount | Market Value† | ||
SHORT-TERM INVESTMENTS - 0.3% - (continued) | |||
Securities Lending Collateral - 0.0% | |||
108,588 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 5.24%(8) | $ 108,588 | |
361,960 | HSBC U.S. Government Money Market Fund, Institutional Class, 5.28%(8) | 361,960 | |
108,588 | Invesco Government & Agency Portfolio, Institutional Class, 5.26%(8) | 108,588 | |
108,588 | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 5.27%(8) | 108,588 | |
687,724 | |||
Total Short-Term Investments (cost $5,413,781) | $ 5,413,781 | ||
Total Investments (cost $1,321,997,280) | 98.9% | $ 1,603,456,418 | |
Other Assets and Liabilities | 1.1% | 17,080,318 | |
Total Net Assets | 100.0% | $ 1,620,536,736 |
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 Hartford Funds Management Company, LLC in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. | |
The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types. | |
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. | |
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. | |
See “Glossary” for abbreviation descriptions. |
* | Non-income producing. |
(1) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At September 30, 2023, the aggregate value of these securities was $94,539,436, representing 5.8% of net assets. |
(2) | Variable rate securities; the rate reported is the coupon rate in effect at September 30, 2023. Base lending rates may be subject to a floor or cap. |
(3) | Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end. |
(4) | Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at September 30, 2023. Rate will reset at a future date. Base lending rates may be subject to a floor or cap. |
(5) | Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first. |
7 |
Hartford Balanced HLS Fund
Schedule of
Investments – (continued)
September 30, 2023 (Unaudited)
September 30, 2023 (Unaudited)
(6) | Represents entire or partial securities on loan. |
(7) | All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of September 30, 2023, the market value of securities pledged was $430,833. |
(8) | Current yield as of period end. |
Futures Contracts Outstanding at September 30, 2023 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
U.S. Treasury 2-Year Note Future | 94 | 12/29/2023 | $ 19,054,828 | $ (42,244) | ||||
U.S. Treasury 5-Year Note Future | 140 | 12/29/2023 | 14,750,313 | (106,037) | ||||
U.S. Treasury 10-Year Note Future | 48 | 12/19/2023 | 5,187,000 | (14,899) | ||||
Total futures contracts | $ (163,180) |
† 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, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Asset & Commercial Mortgage-Backed Securities | $ 22,260,733 | $ — | $ 22,260,733 | $ — | ||||
Corporate Bonds | 182,760,505 | — | 182,760,505 | — | ||||
Municipal Bonds | 13,392,277 | — | 13,392,277 | — | ||||
U.S. Government Agencies | 8,697,415 | — | 8,697,415 | — | ||||
U.S. Government Securities | 311,439,705 | — | 311,439,705 | — | ||||
Common Stocks | ||||||||
Automobiles & Components | 15,412,734 | 15,412,734 | — | — | ||||
Banks | 63,578,608 | 63,578,608 | — | — | ||||
Capital Goods | 72,945,481 | 72,945,481 | — | — | ||||
Consumer Discretionary Distribution & Retail | 36,739,435 | 36,739,435 | — | — | ||||
Consumer Durables & Apparel | 10,688,561 | 10,688,561 | — | — | ||||
Consumer Services | 41,472,442 | 41,472,442 | — | — | ||||
Energy | 19,650,554 | 19,650,554 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 27,220,408 | 27,220,408 | — | — | ||||
Financial Services | 119,625,979 | 119,625,979 | — | — | ||||
Food, Beverage & Tobacco | 14,977,061 | 14,977,061 | — | — | ||||
Health Care Equipment & Services | 106,418,021 | 106,418,021 | — | — | ||||
Household & Personal Products | 12,841,629 | 12,841,629 | — | — | ||||
Insurance | 33,787,007 | 33,787,007 | — | — | ||||
Materials | 10,605,110 | 10,605,110 | — | — | ||||
Media & Entertainment | 93,142,134 | 93,142,134 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 77,922,721 | 67,781,279 | 10,141,442 | — | ||||
Real Estate Management & Development | 11,054,552 | 11,054,552 | — | — | ||||
Semiconductors & Semiconductor Equipment | 68,434,024 | 68,434,024 | — | — | ||||
Software & Services | 141,266,476 | 141,266,476 | — | — | ||||
Technology Hardware & Equipment | 52,715,091 | 52,715,091 | — | — | ||||
Transportation | 17,336,099 | 17,336,099 | — | — | ||||
Utilities | 11,657,875 | 11,657,875 | — | — | ||||
Short-Term Investments | 5,413,781 | 687,724 | 4,726,057 | — | ||||
Total | $ 1,603,456,418 | $ 1,050,038,284 | $ 553,418,134 | $ — | ||||
Liabilities | ||||||||
Futures Contracts(2) | $ (163,180) | $ (163,180) | $ — | $ — | ||||
Total | $ (163,180) | $ (163,180) | $ — | $ — |
(1) | For the period ended September 30, 2023, 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. |
8 |
Hartford Capital Appreciation HLS Fund
Schedule of
Investments
September 30, 2023 (Unaudited)
September 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.5% | |||
Automobiles & Components - 0.1% | |||
185,771 | Rivian Automotive, Inc. Class A* | $ 4,510,520 | |
Banks - 1.0% | |||
147,533 | M&T Bank Corp. | 18,655,548 | |
1,167,337 | New York Community Bancorp, Inc. | 13,237,601 | |
31,893,149 | |||
Capital Goods - 8.3% | |||
214,683 | AerCap Holdings NV* | 13,454,184 | |
121,119 | Airbus SE | 16,211,594 | |
89,001 | AMETEK, Inc. | 13,150,788 | |
81,094 | Axon Enterprise, Inc.* | 16,136,895 | |
50,233 | Dover Corp. | 7,008,006 | |
42,365 | General Dynamics Corp. | 9,361,394 | |
66,855 | HEICO Corp. | 10,825,830 | |
350,600 | HF Global, Inc.*(1)(2) | 9,084,046 | |
191,394 | Honeywell International, Inc. | 35,358,127 | |
53,783 | IDEX Corp. | 11,187,940 | |
32,797 | Lockheed Martin Corp. | 13,412,661 | |
50,924 | Middleby Corp.* | 6,518,272 | |
94,026 | Northrop Grumman Corp. | 41,389,305 | |
227,844 | RTX Corp. | 16,397,933 | |
51,143 | Snap-on, Inc. | 13,044,533 | |
1,272,000 | Techtronic Industries Co. Ltd. | 12,279,360 | |
35,600 | Toro Co. | 2,958,360 | |
261,252 | Westinghouse Air Brake Technologies Corp. | 27,763,250 | |
275,542,478 | |||
Commercial & Professional Services - 2.3% | |||
408,202 | Copart, Inc.* | 17,589,424 | |
482,752 | Genpact Ltd. | 17,475,623 | |
181,850 | Leidos Holdings, Inc. | 16,759,296 | |
37,811 | Paycom Software, Inc. | 9,803,258 | |
66,400 | Verisk Analytics, Inc. | 15,686,336 | |
77,313,937 | |||
Consumer Discretionary Distribution & Retail - 4.4% | |||
417,885 | Amazon.com, Inc.* | 53,121,541 | |
5,164 | AutoZone, Inc.* | 13,116,508 | |
80,779 | CarMax, Inc.* | 5,713,499 | |
216,947 | Chewy, Inc. Class A* | 3,961,452 | |
75,869 | Floor & Decor Holdings, Inc. Class A* | 6,866,145 | |
156,019 | Ross Stores, Inc. | 17,622,346 | |
484,428 | TJX Cos., Inc. | 43,055,961 | |
115,140 | Tory Burch LLC*(1)(2) | 4,155,390 | |
147,612,842 | |||
Consumer Durables & Apparel - 2.7% | |||
30,790 | Deckers Outdoor Corp.* | 15,828,831 | |
78,589 | Lennar Corp. Class A | 8,820,043 | |
35,843 | Lululemon Athletica, Inc.* | 13,821,419 | |
369,525 | NIKE, Inc. Class B | 35,333,981 | |
1,460 | NVR, Inc.* | 8,706,418 | |
258,147 | Steven Madden Ltd. | 8,201,330 | |
90,712,022 | |||
Consumer Services - 2.2% | |||
93,268 | Airbnb, Inc. Class A* | 12,797,302 | |
290,326 | DraftKings, Inc. Class A* | 8,547,198 | |
236,955 | Las Vegas Sands Corp. | 10,862,017 | |
113,543 | McDonald's Corp. | 29,911,768 | |
149,746 | Wyndham Hotels & Resorts, Inc. | 10,413,337 | |
72,531,622 | |||
Consumer Staples Distribution & Retail - 0.8% | |||
136,574 | Dollar Tree, Inc.* | 14,538,302 | |
179,933 | Sysco Corp. | 11,884,575 | |
26,422,877 | |||
Energy - 3.4% | |||
328,278 | Canadian Natural Resources Ltd. | 21,229,738 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.5% - (continued) | |||
Energy - 3.4% - (continued) | |||
32,272 | Cheniere Energy, Inc. | $ 5,355,861 | |
105,672 | ConocoPhillips | 12,659,506 | |
86,442 | Diamondback Energy, Inc. | 13,388,137 | |
356,541 | Enbridge, Inc. | 11,825,637 | |
265,851 | Halliburton Co. | 10,766,965 | |
463,839 | Schlumberger NV | 27,041,814 | |
112,169 | Targa Resources Corp. | 9,615,127 | |
111,882,785 | |||
Equity Real Estate Investment Trusts (REITs) - 2.8% | |||
272,346 | American Tower Corp. REIT | 44,787,300 | |
43,407 | AvalonBay Communities, Inc. REIT | 7,454,718 | |
17,498 | Equinix, Inc. REIT | 12,708,097 | |
83,746 | Extra Space Storage, Inc. REIT | 10,181,839 | |
334,576 | UDR, Inc. REIT | 11,934,326 | |
82,343 | Welltower, Inc. REIT | 6,745,539 | |
93,811,819 | |||
Financial Services - 8.1% | |||
204,077 | American Express Co. | 30,446,248 | |
271,692 | Bank of New York Mellon Corp. | 11,587,664 | |
18,046 | BlackRock, Inc. | 11,666,559 | |
215,490 | Block, Inc.* | 9,537,587 | |
326,414 | Charles Schwab Corp. | 17,920,129 | |
493,548 | Equitable Holdings, Inc. | 14,011,828 | |
49,394 | FleetCor Technologies, Inc.* | 12,612,264 | |
41,977 | Moody's Corp. | 13,271,868 | |
178,943 | Raymond James Financial, Inc. | 17,971,245 | |
35,554 | S&P Global, Inc. | 12,991,787 | |
106,355 | T Rowe Price Group, Inc. | 11,153,449 | |
308,612 | Tradeweb Markets, Inc. Class A | 24,750,682 | |
218,658 | Visa, Inc. Class A | 50,293,527 | |
206,149 | Voya Financial, Inc. | 13,698,601 | |
628,158 | Western Union Co. | 8,279,122 | |
48,816 | WEX, Inc.* | 9,181,801 | |
269,374,361 | |||
Food, Beverage & Tobacco - 3.5% | |||
475,060 | Coca-Cola Co. | 26,593,859 | |
150,332 | General Mills, Inc. | 9,619,745 | |
205,533 | Kraft Heinz Co. | 6,914,130 | |
12,079 | Lamb Weston Holdings, Inc. | 1,116,824 | |
140,335 | Monster Beverage Corp.* | 7,430,738 | |
200,102 | PepsiCo., Inc. | 33,905,283 | |
168,308 | Philip Morris International, Inc. | 15,581,955 | |
308,359 | Tyson Foods, Inc. Class A | 15,569,046 | |
116,731,580 | |||
Health Care Equipment & Services - 9.1% | |||
284,737 | agilon health, Inc.* | 5,056,929 | |
44,745 | Align Technology, Inc.* | 13,661,543 | |
271,937 | Centene Corp.* | 18,731,021 | |
302,299 | Dentsply Sirona, Inc. | 10,326,534 | |
168,099 | Dexcom, Inc.* | 15,683,637 | |
17,051 | Elevance Health, Inc. | 7,424,347 | |
106,196 | Encompass Health Corp. | 7,132,123 | |
36,419 | Humana, Inc. | 17,718,572 | |
40,215 | Insulet Corp.* | 6,413,890 | |
111,013 | Intuitive Surgical, Inc.* | 32,447,990 | |
259,701 | Medtronic PLC | 20,350,170 | |
133,068 | Quest Diagnostics, Inc. | 16,215,667 | |
40,252 | Shockwave Medical, Inc.* | 8,014,173 | |
111,252 | Stryker Corp. | 30,401,834 | |
39,573 | Teleflex, Inc. | 7,772,533 | |
131,570 | UnitedHealth Group, Inc. | 66,336,278 | |
98,298 | Veeva Systems, Inc. Class A* | 19,998,728 | |
303,685,969 |
9 |
Hartford Capital Appreciation HLS Fund
Schedule of
Investments – (continued)
September 30, 2023 (Unaudited)
September 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.5% - (continued) | |||
Household & Personal Products - 3.4% | |||
463,521 | Colgate-Palmolive Co. | $ 32,960,978 | |
65,125 | elf Beauty, Inc.* | 7,152,679 | |
1,120,445 | Kenvue, Inc. | 22,498,536 | |
220,544 | Procter & Gamble Co. | 32,168,548 | |
343,233 | Unilever PLC | 16,978,634 | |
111,759,375 | |||
Insurance - 4.9% | |||
178,016 | Allstate Corp. | 19,832,762 | |
123,356 | American International Group, Inc. | 7,475,374 | |
205,551 | Brown & Brown, Inc. | 14,355,682 | |
288,116 | Chubb Ltd. | 59,979,989 | |
116,802 | Globe Life, Inc. | 12,699,881 | |
188,022 | Marsh & McLennan Cos., Inc. | 35,780,587 | |
223,242 | MetLife, Inc. | 14,044,154 | |
164,168,429 | |||
Materials - 3.2% | |||
213,818 | CRH PLC | 11,788,673 | |
165,183 | FMC Corp. | 11,062,305 | |
92,559 | Linde PLC | 34,464,344 | |
97,201 | PPG Industries, Inc. | 12,616,690 | |
48,415 | Reliance Steel & Aluminum Co. | 12,695,865 | |
259,419 | Rio Tinto PLC ADR | 16,509,425 | |
33,185 | Vulcan Materials Co. | 6,704,034 | |
105,841,336 | |||
Media & Entertainment - 7.2% | |||
895,438 | Alphabet, Inc. Class A* | 117,177,017 | |
9,773 | Cable One, Inc. | 6,016,650 | |
22,755 | Charter Communications, Inc. Class A* | 10,008,104 | |
81,186 | Electronic Arts, Inc. | 9,774,794 | |
127,084 | Liberty Media Corp.-Liberty Formula One Class C* | 7,917,333 | |
5,477 | Liberty Media Corp.-Liberty Live Class C* | 175,812 | |
279,738 | Match Group, Inc.* | 10,958,736 | |
121,914 | Meta Platforms, Inc. Class A* | 36,599,802 | |
30,776 | Netflix, Inc.* | 11,621,018 | |
148,274 | Omnicom Group, Inc. | 11,043,447 | |
95,279 | Roku, Inc.* | 6,725,745 | |
53,968 | Spotify Technology SA* | 8,345,611 | |
187,852 | ZoomInfo Technologies, Inc.* | 3,080,773 | |
239,444,842 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 8.1% | |||
101,738 | Agilent Technologies, Inc. | 11,376,343 | |
30,026 | Alnylam Pharmaceuticals, Inc.* | 5,317,605 | |
248,848 | Apellis Pharmaceuticals, Inc.* | 9,466,178 | |
306,440 | AstraZeneca PLC ADR | 20,752,117 | |
372,134 | Avantor, Inc.* | 7,844,585 | |
210,831 | Danaher Corp. | 52,307,171 | |
51,112 | Eli Lilly & Co. | 27,453,789 | |
249,069 | Exact Sciences Corp.* | 16,991,487 | |
70,995 | Jazz Pharmaceuticals PLC* | 9,189,593 | |
157,398 | Johnson & Johnson | 24,514,738 | |
129,972 | Novartis AG | 13,273,862 | |
1,192,158 | Pfizer, Inc. | 39,543,881 | |
301,004 | PTC Therapeutics, Inc.* | 6,745,500 | |
63,231 | United Therapeutics Corp.* | 14,281,986 | |
27,437 | Vertex Pharmaceuticals, Inc.* | 9,540,942 | |
268,599,777 | |||
Real Estate Management & Development - 0.3% | |||
12,142 | CBRE Group, Inc. Class A* | 896,808 | |
140,103 | CoStar Group, Inc.* | 10,772,520 | |
11,669,328 | |||
Semiconductors & Semiconductor Equipment - 5.6% | |||
117,083 | ARM Holdings PLC ADR*(3) | 6,266,282 | |
29,525 | Broadcom, Inc. | 24,522,875 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.5% - (continued) | |||
Semiconductors & Semiconductor Equipment - 5.6% - (continued) | |||
75,982 | First Solar, Inc.* | $ 12,277,931 | |
405,474 | Micron Technology, Inc. | 27,584,396 | |
12,253 | Monolithic Power Systems, Inc. | 5,660,886 | |
113,809 | NVIDIA Corp. | 49,505,777 | |
92,131 | NXP Semiconductors NV | 18,418,830 | |
156,498 | QUALCOMM, Inc. | 17,380,668 | |
148,198 | Texas Instruments, Inc. | 23,564,964 | |
185,182,609 | |||
Software & Services - 9.9% | |||
98,825 | Accenture PLC Class A | 30,350,146 | |
22,740 | ANSYS, Inc.* | 6,766,287 | |
199,956 | Cognizant Technology Solutions Corp. Class A | 13,545,019 | |
96,649 | Datadog, Inc. Class A* | 8,803,757 | |
178,039 | Dynatrace, Inc.* | 8,319,762 | |
13,505 | HubSpot, Inc.* | 6,651,213 | |
30,866 | Intuit, Inc. | 15,770,674 | |
3,300 | Klaviyo, Inc. Class A*(3) | 113,850 | |
305,039 | Microsoft Corp. | 96,316,064 | |
25,355 | MongoDB, Inc.* | 8,769,280 | |
155,209 | Oracle Corp. | 16,439,737 | |
158,129 | Salesforce, Inc.* | 32,065,399 | |
27,354 | ServiceNow, Inc.* | 15,289,792 | |
5,611 | Sharecare, Inc. Earnout*(1)(2) | 264 | |
361,230 | Shopify, Inc. Class A* | 19,712,321 | |
56,740 | Snowflake, Inc. Class A* | 8,668,170 | |
46,424 | Splunk, Inc.* | 6,789,510 | |
33,429 | Synopsys, Inc.* | 15,342,908 | |
92,762 | Workday, Inc. Class A* | 19,929,916 | |
329,644,069 | |||
Technology Hardware & Equipment - 3.1% | |||
229,487 | Apple, Inc. | 39,290,469 | |
106,177 | CDW Corp. | 21,422,271 | |
610,244 | Flex Ltd.* | 16,464,383 | |
125,657 | Samsung Electronics Co. Ltd. | 6,352,478 | |
208,120 | Seagate Technology Holdings PLC | 13,725,514 | |
18,735 | Zebra Technologies Corp. Class A* | 4,431,390 | |
101,686,505 | |||
Transportation - 1.9% | |||
30,411 | FedEx Corp. | 8,056,482 | |
47,505 | JB Hunt Transport Services, Inc. | 8,955,643 | |
303,536 | Knight-Swift Transportation Holdings, Inc. | 15,222,330 | |
319,324 | Uber Technologies, Inc.* | 14,685,711 | |
72,832 | Union Pacific Corp. | 14,830,780 | |
61,750,946 | |||
Utilities - 2.2% | |||
512,468 | AES Corp. | 7,789,514 | |
171,771 | Duke Energy Corp. | 15,160,508 | |
246,435 | Edison International | 15,596,871 | |
510,250 | Exelon Corp. | 19,282,347 | |
1,301,385 | Iberdrola SA | 14,555,273 | |
72,384,513 | |||
Total Common Stocks (cost $2,720,938,113) | $ 3,274,157,690 | ||
CONVERTIBLE PREFERRED STOCKS - 0.0% | |||
Software & Services - 0.0% | |||
58 | Magic Leap, Inc. Class A*(1)(2)(4) | $ 167 | |
Total Convertible Preferred Stocks (cost $679,566) | $ 167 | ||
Total Long-Term Investments (cost $2,721,617,679) | $ 3,274,157,857 |
10 |
Hartford Capital Appreciation HLS Fund
Schedule of
Investments – (continued)
September 30, 2023 (Unaudited)
September 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SHORT-TERM INVESTMENTS - 0.6% | |||
Repurchase Agreements - 0.4% | |||
$ 11,706,450 | Fixed Income Clearing Corp. Repurchase Agreement dated 09/29/2023 at 5.29%, due on 10/02/2023 with a maturity value of $11,711,611; collateralized by U.S. Treasury Note at 1.63%, maturing 10/31/2026, with a market value of $11,940,582 | $ 11,706,450 | |
Securities Lending Collateral - 0.2% | |||
1,005,322 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 5.24%(5) | 1,005,322 | |
3,351,076 | HSBC U.S. Government Money Market Fund, Institutional Class, 5.28%(5) | 3,351,076 | |
1,005,323 | Invesco Government & Agency Portfolio, Institutional Class, 5.26%(5) | 1,005,323 | |
1,005,323 | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 5.27%(5) | 1,005,323 | |
6,367,044 | |||
Total Short-Term Investments (cost $18,073,494) | $ 18,073,494 | ||
Total Investments (cost $2,739,691,173) | 99.1% | $ 3,292,231,351 | |
Other Assets and Liabilities | 0.9% | 30,965,851 | |
Total Net Assets | 100.0% | $ 3,323,197,202 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by Hartford Funds Management Company, LLC in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. |
Equity industry classifications
used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
For Fund
compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
See
“Glossary” for abbreviation descriptions.
* | Non-income producing. |
(1) | Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $13,239,867 or 0.4% of net assets. |
Period Acquired | Security Name | Shares/ Par Value | Total Cost | Market Value | ||||
06/2015 | HF Global, Inc. | 350,600 | $ 4,713,607 | $ 9,084,046 | ||||
12/2015 | Magic Leap, Inc. Class A Convertible Preferred | 58 | 679,566 | 167 | ||||
07/2021 | Sharecare, Inc. Earnout | 5,611 | — | 264 | ||||
11/2013 | Tory Burch LLC | 115,140 | 9,024,247 | 4,155,390 | ||||
$ 14,417,420 | $ 13,239,867 |
(2) | Investment valued using significant unobservable inputs. |
(3) | Represents entire or partial securities on loan. |
(4) | Currently no rate available. |
(5) | Current yield as of period end. |
Futures Contracts Outstanding at September 30, 2023 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
Nasdaq 100 E-MINI Future | 139 | 12/15/2023 | $ 41,328,870 | $ (1,700,500) | ||||
Total futures contracts | $ (1,700,500) |
† For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
11 |
Hartford Capital Appreciation HLS Fund
Schedule of
Investments – (continued)
September 30, 2023 (Unaudited)
September 30, 2023 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of September 30, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 4,510,520 | $ 4,510,520 | $ — | $ — | ||||
Banks | 31,893,149 | 31,893,149 | — | — | ||||
Capital Goods | 275,542,478 | 237,967,478 | 28,490,954 | 9,084,046 | ||||
Commercial & Professional Services | 77,313,937 | 77,313,937 | — | — | ||||
Consumer Discretionary Distribution & Retail | 147,612,842 | 143,457,452 | — | 4,155,390 | ||||
Consumer Durables & Apparel | 90,712,022 | 90,712,022 | — | — | ||||
Consumer Services | 72,531,622 | 72,531,622 | — | — | ||||
Consumer Staples Distribution & Retail | 26,422,877 | 26,422,877 | — | — | ||||
Energy | 111,882,785 | 111,882,785 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 93,811,819 | 93,811,819 | — | — | ||||
Financial Services | 269,374,361 | 269,374,361 | — | — | ||||
Food, Beverage & Tobacco | 116,731,580 | 116,731,580 | — | — | ||||
Health Care Equipment & Services | 303,685,969 | 303,685,969 | — | — | ||||
Household & Personal Products | 111,759,375 | 94,780,741 | 16,978,634 | — | ||||
Insurance | 164,168,429 | 164,168,429 | — | — | ||||
Materials | 105,841,336 | 94,052,663 | 11,788,673 | — | ||||
Media & Entertainment | 239,444,842 | 239,444,842 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 268,599,777 | 255,325,915 | 13,273,862 | — | ||||
Real Estate Management & Development | 11,669,328 | 11,669,328 | — | — | ||||
Semiconductors & Semiconductor Equipment | 185,182,609 | 185,182,609 | — | — | ||||
Software & Services | 329,644,069 | 329,643,805 | — | 264 | ||||
Technology Hardware & Equipment | 101,686,505 | 95,334,027 | 6,352,478 | — | ||||
Transportation | 61,750,946 | 61,750,946 | — | — | ||||
Utilities | 72,384,513 | 57,829,240 | 14,555,273 | — | ||||
Convertible Preferred Stocks | 167 | — | — | 167 | ||||
Short-Term Investments | 18,073,494 | 6,367,044 | 11,706,450 | — | ||||
Total | $ 3,292,231,351 | $ 3,175,845,160 | $ 103,146,324 | $ 13,239,867 | ||||
Liabilities | ||||||||
Futures Contracts(2) | $ (1,700,500) | $ (1,700,500) | $ — | $ — | ||||
Total | $ (1,700,500) | $ (1,700,500) | $ — | $ — |
(1) | For the period ended September 30, 2023, 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, 2023 is not presented.
12 |
Hartford Disciplined Equity HLS Fund
Schedule of
Investments
September 30, 2023 (Unaudited)
September 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.6% | |||
Automobiles & Components - 0.8% | |||
78,773 | Tesla, Inc.* | $ 19,710,580 | |
Banks - 4.3% | |||
1,289,021 | Bank of America Corp. | 35,293,395 | |
382,188 | JP Morgan Chase & Co. | 55,424,904 | |
144,412 | PNC Financial Services Group, Inc. | 17,729,461 | |
108,447,760 | |||
Capital Goods - 6.4% | |||
181,901 | AMETEK, Inc. | 26,877,692 | |
82,166 | Deere & Co. | 31,007,805 | |
113,275 | IDEX Corp. | 23,563,465 | |
129,928 | Illinois Tool Works, Inc. | 29,923,718 | |
393,691 | Johnson Controls International PLC | 20,948,298 | |
398,198 | RTX Corp. | 28,658,310 | |
160,979,288 | |||
Commercial & Professional Services - 0.8% | |||
133,944 | Republic Services, Inc. | 19,088,360 | |
Consumer Discretionary Distribution & Retail - 7.1% | |||
912,697 | Amazon.com, Inc.* | 116,022,043 | |
5,584 | AutoZone, Inc.* | 14,183,304 | |
522,710 | TJX Cos., Inc. | 46,458,465 | |
38,805 | Tory Burch LLC*(1)(2) | 1,400,473 | |
178,064,285 | |||
Consumer Durables & Apparel - 1.3% | |||
331,695 | NIKE, Inc. Class B | 31,716,676 | |
Consumer Services - 1.4% | |||
133,843 | McDonald's Corp. | 35,259,600 | |
Consumer Staples Distribution & Retail - 0.4% | |||
142,661 | Sysco Corp. | 9,422,759 | |
Energy - 4.0% | |||
290,584 | ConocoPhillips | 34,811,963 | |
362,447 | EOG Resources, Inc. | 45,943,782 | |
337,912 | Schlumberger NV | 19,700,270 | |
100,456,015 | |||
Equity Real Estate Investment Trusts (REITs) - 1.7% | |||
108,149 | AvalonBay Communities, Inc. REIT | 18,573,509 | |
212,653 | Prologis, Inc. REIT | 23,861,793 | |
42,435,302 | |||
Financial Services - 4.6% | |||
167,711 | American Express Co. | 25,020,804 | |
136,640 | Mastercard, Inc. Class A | 54,097,142 | |
460,155 | Morgan Stanley | 37,580,859 | |
116,698,805 | |||
Food, Beverage & Tobacco - 2.6% | |||
129,957 | Constellation Brands, Inc. Class A | 32,662,093 | |
608,276 | Monster Beverage Corp.* | 32,208,214 | |
64,870,307 | |||
Health Care Equipment & Services - 7.3% | |||
351,609 | Abbott Laboratories | 34,053,332 | |
118,019 | Becton Dickinson & Co. | 30,511,452 | |
486,762 | Boston Scientific Corp.* | 25,701,033 | |
316,724 | Hologic, Inc.* | 21,980,646 | |
143,921 | UnitedHealth Group, Inc. | 72,563,529 | |
184,809,992 | |||
Household & Personal Products - 4.2% | |||
336,126 | Colgate-Palmolive Co. | 23,901,920 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.6% - (continued) | |||
Household & Personal Products - 4.2% - (continued) | |||
159,581 | Estee Lauder Cos., Inc. Class A | $ 23,067,433 | |
403,744 | Procter & Gamble Co. | 58,890,100 | |
105,859,453 | |||
Insurance - 3.5% | |||
319,652 | Arch Capital Group Ltd.* | 25,479,461 | |
160,690 | Chubb Ltd. | 33,452,444 | |
211,908 | Progressive Corp. | 29,518,785 | |
88,450,690 | |||
Materials - 1.2% | |||
227,155 | PPG Industries, Inc. | 29,484,719 | |
Media & Entertainment - 8.3% | |||
1,074,688 | Alphabet, Inc. Class A* | 140,633,672 | |
228,627 | Meta Platforms, Inc. Class A* | 68,636,111 | |
209,269,783 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 9.7% | |||
129,961 | Danaher Corp. | 32,243,324 | |
108,841 | Eli Lilly & Co. | 58,461,766 | |
438,931 | Merck & Co., Inc. | 45,187,947 | |
30,178 | Regeneron Pharmaceuticals, Inc.* | 24,835,287 | |
64,314 | Thermo Fisher Scientific, Inc. | 32,553,817 | |
80,752 | Vertex Pharmaceuticals, Inc.* | 28,080,701 | |
136,845 | Zoetis, Inc. | 23,808,293 | |
245,171,135 | |||
Semiconductors & Semiconductor Equipment - 8.3% | |||
205,392 | Advanced Micro Devices, Inc.* | 21,118,405 | |
49,806 | Broadcom, Inc. | 41,367,867 | |
56,522 | KLA Corp. | 25,924,381 | |
202,500 | NVIDIA Corp. | 88,085,475 | |
203,194 | Texas Instruments, Inc. | 32,309,878 | |
208,806,006 | |||
Software & Services - 10.4% | |||
84,996 | Accenture PLC Class A | 26,103,122 | |
532,566 | Microsoft Corp. | 168,157,714 | |
75,105 | Palo Alto Networks, Inc.* | 17,607,616 | |
143,204 | Salesforce, Inc.* | 29,038,907 | |
102,901 | Workday, Inc. Class A* | 22,108,280 | |
263,015,639 | |||
Technology Hardware & Equipment - 8.4% | |||
864,177 | Apple, Inc. | 147,955,744 | |
139,530 | CDW Corp. | 28,151,573 | |
131,866 | Motorola Solutions, Inc. | 35,899,200 | |
212,006,517 | |||
Utilities - 2.9% | |||
404,357 | American Electric Power Co., Inc. | 30,415,734 | |
314,043 | Duke Energy Corp. | 27,717,435 | |
246,292 | Eversource Energy | 14,321,880 | |
72,455,049 | |||
Total Common Stocks (cost $1,714,910,382) | $ 2,506,478,720 | ||
CONVERTIBLE PREFERRED STOCKS - 0.2% | |||
Software & Services - 0.2% | |||
1,871,878 | Essence Group Holdings Corp. Series 3*(1)(2)(3) | $ 2,901,411 | |
287,204 | Lookout, Inc. Series F*(1)(2)(3) | 2,553,243 | |
Total Convertible Preferred Stocks (cost $6,240,761) | $ 5,454,654 | ||
Total Long-Term Investments (cost $1,721,151,143) | $ 2,511,933,374 |
13 |
Hartford Disciplined Equity HLS Fund
Schedule of
Investments – (continued)
September 30, 2023 (Unaudited)
September 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SHORT-TERM INVESTMENTS - 0.1% | |||
Repurchase Agreements - 0.1% | |||
$ 2,597,226 | Fixed Income Clearing Corp. Repurchase Agreement dated 09/29/2023 at 5.29%, due on 10/02/2023 with a maturity value of $2,598,371; collateralized by U.S. Treasury Note at 1.63%, maturing 10/31/2026, with a market value of $2,649,259 | $ 2,597,226 | |
Total Short-Term Investments (cost $2,597,226) | $ 2,597,226 | ||
Total Investments (cost $1,723,748,369) | 99.9% | $ 2,514,530,600 | |
Other Assets and Liabilities | 0.1% | 1,549,430 | |
Total Net Assets | 100.0% | $ 2,516,080,030 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. | |
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
See “Glossary” for
abbreviation descriptions.
* | Non-income producing. |
(1) | Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $6,855,127 or 0.3% of net assets. |
Period Acquired | Security Name | Shares/ Par Value | Total Cost | Market Value | ||||
05/2014 | Essence Group Holdings Corp. Series 3 Convertible Preferred | 1,871,878 | $ 2,960,001 | $ 2,901,411 | ||||
07/2014 | Lookout, Inc. Series F Convertible Preferred | 287,204 | 3,280,760 | 2,553,243 | ||||
11/2013 | Tory Burch LLC | 38,805 | 3,041,403 | 1,400,473 | ||||
$ 9,282,164 | $ 6,855,127 |
(2) | Investment valued using significant unobservable inputs. |
(3) | Currently no rate available. |
† | 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, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 19,710,580 | $ 19,710,580 | $ — | $ — | ||||
Banks | 108,447,760 | 108,447,760 | — | — | ||||
Capital Goods | 160,979,288 | 160,979,288 | — | — | ||||
Commercial & Professional Services | 19,088,360 | 19,088,360 | — | — | ||||
Consumer Discretionary Distribution & Retail | 178,064,285 | 176,663,812 | — | 1,400,473 | ||||
Consumer Durables & Apparel | 31,716,676 | 31,716,676 | — | — | ||||
Consumer Services | 35,259,600 | 35,259,600 | — | — | ||||
Consumer Staples Distribution & Retail | 9,422,759 | 9,422,759 | — | — | ||||
Energy | 100,456,015 | 100,456,015 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 42,435,302 | 42,435,302 | — | — | ||||
Financial Services | 116,698,805 | 116,698,805 | — | — | ||||
Food, Beverage & Tobacco | 64,870,307 | 64,870,307 | — | — | ||||
Health Care Equipment & Services | 184,809,992 | 184,809,992 | — | — | ||||
Household & Personal Products | 105,859,453 | 105,859,453 | — | — | ||||
Insurance | 88,450,690 | 88,450,690 | — | — | ||||
Materials | 29,484,719 | 29,484,719 | — | — | ||||
Media & Entertainment | 209,269,783 | 209,269,783 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 245,171,135 | 245,171,135 | — | — | ||||
Semiconductors & Semiconductor Equipment | 208,806,006 | 208,806,006 | — | — | ||||
Software & Services | 263,015,639 | 263,015,639 | — | — | ||||
Technology Hardware & Equipment | 212,006,517 | 212,006,517 | — | — | ||||
Utilities | 72,455,049 | 72,455,049 | — | — | ||||
Convertible Preferred Stocks | 5,454,654 | — | — | 5,454,654 | ||||
Short-Term Investments | 2,597,226 | — | 2,597,226 | — | ||||
Total | $ 2,514,530,600 | $ 2,505,078,247 | $ 2,597,226 | $ 6,855,127 |
(1) | For the period ended September 30, 2023, 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, 2023 is not presented.
14 |
Hartford Dividend and Growth HLS Fund
Schedule of
Investments
September 30, 2023 (Unaudited)
September 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.6% | |||
Banks - 5.0% | |||
1,324,179 | Bank of America Corp. | $ 36,256,021 | |
530,723 | JP Morgan Chase & Co. | 76,965,450 | |
100,844 | PNC Financial Services Group, Inc. | 12,380,618 | |
902,162 | Wells Fargo & Co. | 36,862,339 | |
162,464,428 | |||
Capital Goods - 6.9% | |||
255,910 | Airbus SE | 34,253,164 | |
141,711 | General Dynamics Corp. | 31,313,880 | |
663,961 | Johnson Controls International PLC | 35,329,365 | |
79,735 | Lockheed Martin Corp. | 32,608,425 | |
563,441 | Otis Worldwide Corp. | 45,249,947 | |
422,190 | Westinghouse Air Brake Technologies Corp. | 44,866,131 | |
223,620,912 | |||
Consumer Discretionary Distribution & Retail - 3.4% | |||
107,804 | Home Depot, Inc. | 32,574,057 | |
129,992 | Lowe's Cos., Inc. | 27,017,537 | |
568,877 | TJX Cos., Inc. | 50,561,788 | |
110,153,382 | |||
Consumer Staples Distribution & Retail - 1.3% | |||
277,894 | Sysco Corp. | 18,354,899 | |
152,370 | Walmart, Inc. | 24,368,534 | |
42,723,433 | |||
Energy - 8.9% | |||
412,956 | Chevron Corp. | 69,632,641 | |
686,370 | ConocoPhillips | 82,227,126 | |
277,534 | Diamondback Energy, Inc. | 42,984,466 | |
1,115,889 | TotalEnergies SE ADR | 73,380,860 | |
541,113 | Williams Cos., Inc. | 18,230,097 | |
286,455,190 | |||
Equity Real Estate Investment Trusts (REITs) - 2.7% | |||
258,191 | American Tower Corp. REIT | 42,459,510 | |
1,170,310 | Host Hotels & Resorts, Inc. REIT | 18,806,881 | |
97,590 | Public Storage REIT | 25,716,917 | |
86,983,308 | |||
Financial Services - 7.0% | |||
249,362 | American Express Co. | 37,202,317 | |
40,750 | BlackRock, Inc. | 26,344,467 | |
343,054 | Charles Schwab Corp. | 18,833,665 | |
519,312 | Morgan Stanley | 42,412,211 | |
117,869 | S&P Global, Inc. | 43,070,511 | |
255,454 | Visa, Inc. Class A | 58,756,975 | |
226,620,146 | |||
Food, Beverage & Tobacco - 3.2% | |||
774,564 | Keurig Dr Pepper, Inc. | 24,452,985 | |
301,613 | Mondelez International, Inc. Class A | 20,931,942 | |
434,639 | Philip Morris International, Inc. | 40,238,879 | |
344,384 | Tyson Foods, Inc. Class A | 17,387,948 | |
103,011,754 | |||
Health Care Equipment & Services - 7.6% | |||
167,564 | Becton Dickinson & Co. | 43,320,321 | |
101,681 | Elevance Health, Inc. | 44,273,941 | |
129,911 | HCA Healthcare, Inc. | 31,955,508 | |
604,489 | Medtronic PLC | 47,367,758 | |
155,507 | UnitedHealth Group, Inc. | 78,405,074 | |
245,322,602 | |||
Household & Personal Products - 2.1% | |||
952,035 | Kenvue, Inc. | 19,116,863 | |
987,577 | Unilever PLC ADR | 48,786,304 | |
67,903,167 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 98.6% - (continued) | |||
Insurance - 4.0% | |||
565,753 | American International Group, Inc. | $ 34,284,632 | |
251,816 | Chubb Ltd. | 52,423,055 | |
597,915 | Principal Financial Group, Inc. | 43,091,734 | |
129,799,421 | |||
Materials - 3.7% | |||
408,434 | BHP Group Ltd. ADR | 23,231,726 | |
349,965 | Celanese Corp. | 43,927,607 | |
548,301 | FMC Corp. | 36,719,718 | |
123,206 | PPG Industries, Inc. | 15,992,139 | |
119,871,190 | |||
Media & Entertainment - 9.1% | |||
1,506,045 | Alphabet, Inc. Class A* | 197,081,049 | |
1,494,877 | Comcast Corp. Class A | 66,282,846 | |
98,225 | Omnicom Group, Inc. | 7,315,798 | |
260,049 | Walt Disney Co.* | 21,076,971 | |
291,756,664 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 8.2% | |||
260,352 | Agilent Technologies, Inc. | 29,112,561 | |
703,498 | AstraZeneca PLC ADR | 47,640,884 | |
693,379 | Bristol-Myers Squibb Co. | 40,243,717 | |
495,697 | Merck & Co., Inc. | 51,032,006 | |
434,651 | Novartis AG ADR | 44,273,551 | |
1,603,977 | Pfizer, Inc. | 53,203,917 | |
265,506,636 | |||
Semiconductors & Semiconductor Equipment - 4.5% | |||
46,092 | Broadcom, Inc. | 38,283,093 | |
602,507 | Intel Corp. | 21,419,124 | |
469,037 | Micron Technology, Inc. | 31,908,587 | |
242,126 | QUALCOMM, Inc. | 26,890,514 | |
161,014 | Texas Instruments, Inc. | 25,602,836 | |
144,104,154 | |||
Software & Services - 9.7% | |||
144,637 | Accenture PLC Class A | 44,419,469 | |
845,827 | Cognizant Technology Solutions Corp. Class A | 57,296,321 | |
669,148 | Microsoft Corp. | 211,283,481 | |
312,999,271 | |||
Technology Hardware & Equipment - 4.5% | |||
503,592 | Apple, Inc. | 86,219,987 | |
1,095,682 | Cisco Systems, Inc. | 58,903,864 | |
145,123,851 | |||
Telecommunication Services - 0.6% | |||
594,293 | Verizon Communications, Inc. | 19,261,036 | |
Transportation - 0.7% | |||
149,071 | Ryanair Holdings PLC ADR* | 14,491,192 | |
302,855 | Southwest Airlines Co. | 8,198,285 | |
22,689,477 | |||
Utilities - 5.5% | |||
472,613 | American Electric Power Co., Inc. | 35,549,950 | |
268,401 | Constellation Energy Corp. | 29,277,181 | |
533,470 | Duke Energy Corp. | 47,084,062 | |
805,212 | Exelon Corp. | 30,428,961 | |
490,416 | Sempra | 33,363,001 | |
175,703,155 | |||
Total Common Stocks (cost $2,080,739,970) | $ 3,182,073,177 |
15 |
Hartford Dividend and Growth HLS Fund
Schedule of
Investments – (continued)
September 30, 2023 (Unaudited)
September 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SHORT-TERM INVESTMENTS - 0.2% | |||
Repurchase Agreements - 0.2% | |||
$ 8,494,052 | Fixed Income Clearing Corp. Repurchase Agreement dated 09/29/2023 at 5.29%, due on 10/02/2023 with a maturity value of $8,497,796; collateralized by U.S. Treasury Note at 1.63%, maturing 10/31/2026, with a market value of $8,663,975 | $ 8,494,052 | |
Total Short-Term Investments (cost $8,494,052) | $ 8,494,052 | ||
Total Investments (cost $2,089,234,022) | 98.8% | $ 3,190,567,229 | |
Other Assets and Liabilities | 1.2% | 37,659,527 | |
Total Net Assets | 100.0% | $ 3,228,226,756 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by Hartford Funds Management Company, LLC in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. | |
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. | |
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. | |
See “Glossary” for abbreviation descriptions. |
* | Non-income producing. |
† | 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, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Banks | $ 162,464,428 | $ 162,464,428 | $ — | $ — | ||||
Capital Goods | 223,620,912 | 189,367,748 | 34,253,164 | — | ||||
Consumer Discretionary Distribution & Retail | 110,153,382 | 110,153,382 | — | — | ||||
Consumer Staples Distribution & Retail | 42,723,433 | 42,723,433 | — | — | ||||
Energy | 286,455,190 | 286,455,190 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 86,983,308 | 86,983,308 | — | — | ||||
Financial Services | 226,620,146 | 226,620,146 | — | — | ||||
Food, Beverage & Tobacco | 103,011,754 | 103,011,754 | — | — | ||||
Health Care Equipment & Services | 245,322,602 | 245,322,602 | — | — | ||||
Household & Personal Products | 67,903,167 | 67,903,167 | — | — | ||||
Insurance | 129,799,421 | 129,799,421 | — | — | ||||
Materials | 119,871,190 | 119,871,190 | — | — | ||||
Media & Entertainment | 291,756,664 | 291,756,664 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 265,506,636 | 265,506,636 | — | — | ||||
Semiconductors & Semiconductor Equipment | 144,104,154 | 144,104,154 | — | — | ||||
Software & Services | 312,999,271 | 312,999,271 | — | — | ||||
Technology Hardware & Equipment | 145,123,851 | 145,123,851 | — | — | ||||
Telecommunication Services | 19,261,036 | 19,261,036 | — | — | ||||
Transportation | 22,689,477 | 22,689,477 | — | — | ||||
Utilities | 175,703,155 | 175,703,155 | — | — | ||||
Short-Term Investments | 8,494,052 | — | 8,494,052 | — | ||||
Total | $ 3,190,567,229 | $ 3,147,820,013 | $ 42,747,216 | $ — |
(1) | For the period ended September 30, 2023, there were no transfers in and out of Level 3. |
16 |
Hartford Healthcare HLS Fund
Schedule of
Investments
September 30, 2023 (Unaudited)
September 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.2% | |||
Biotechnology - 16.4% | |||
29,704 | Abcam PLC ADR* | $ 672,202 | |
23,094 | Alkermes PLC* | 646,863 | |
4,369 | Alnylam Pharmaceuticals, Inc.* | 773,750 | |
10,352 | Apellis Pharmaceuticals, Inc.* | 393,790 | |
2,057 | Argenx SE ADR* | 1,011,283 | |
7,098 | Ascendis Pharma AS ADR* | 664,657 | |
5,809 | Biogen, Inc.* | 1,492,971 | |
5,557 | Blueprint Medicines Corp.* | 279,073 | |
12,195 | Bridgebio Pharma, Inc.* | 321,582 | |
12,395 | Celldex Therapeutics, Inc.* | 341,110 | |
13,370 | Crinetics Pharmaceuticals, Inc.* | 397,624 | |
14,470 | Cytokinetics, Inc.* | 426,286 | |
10,185 | Exact Sciences Corp.* | 694,821 | |
1,826 | Genmab AS* | 646,496 | |
14,194 | Genus PLC | 362,029 | |
8,115 | Gilead Sciences, Inc. | 608,138 | |
8,277 | Immunocore Holdings PLC ADR* | 429,576 | |
30,887 | ImmunoGen, Inc.* | 490,177 | |
2,389 | Karuna Therapeutics, Inc.* | 403,956 | |
14,005 | Merus NV* | 330,238 | |
4,266 | Moderna, Inc.* | 440,635 | |
7,177 | Morphic Holding, Inc.* | 164,425 | |
4,281 | Prothena Corp. PLC* | 206,558 | |
10,668 | PTC Therapeutics, Inc.* | 239,070 | |
1,827 | Regeneron Pharmaceuticals, Inc.* | 1,503,548 | |
13,400 | Revolution Medicines, Inc.* | 370,912 | |
12,993 | Sage Therapeutics, Inc.* | 267,396 | |
4,088 | Sarepta Therapeutics, Inc.* | 495,547 | |
2,374 | Seagen, Inc.* | 503,644 | |
28,300 | Sichuan Kelun-Biotech Biopharmaceutical Co. Ltd.* | 276,822 | |
15,375 | Syndax Pharmaceuticals, Inc.* | 223,245 | |
6,287 | Ultragenyx Pharmaceutical, Inc.* | 224,132 | |
4,301 | United Therapeutics Corp.* | 971,467 | |
7,515 | Vaxcyte, Inc.* | 383,115 | |
20,229 | Veracyte, Inc.* | 451,714 | |
9,379 | Vertex Pharmaceuticals, Inc.* | 3,261,453 | |
7,965 | Xenon Pharmaceuticals, Inc.* | 272,084 | |
9,101 | Zai Lab Ltd. ADR* | 221,245 | |
21,863,634 | |||
Health Care Distributors - 2.0% | |||
13,325 | Cencora, Inc. | 2,398,100 | |
19,292 | Owens & Minor, Inc.* | 311,759 | |
2,709,859 | |||
Health Care Equipment - 14.8% | |||
22,956 | Abbott Laboratories | 2,223,289 | |
4,964 | Becton Dickinson & Co. | 1,283,343 | |
65,024 | Boston Scientific Corp.* | 3,433,267 | |
19,467 | Dexcom, Inc.* | 1,816,271 | |
5,857 | DiaSorin SpA | 533,353 | |
31,602 | Edwards Lifesciences Corp.* | 2,189,387 | |
15,750 | Hologic, Inc.* | 1,093,050 | |
9,981 | Inari Medical, Inc.* | 652,757 | |
1,225 | Inspire Medical Systems, Inc.* | 243,089 | |
6,370 | Insulet Corp.* | 1,015,951 | |
4,647 | QuidelOrtho Corp.* | 339,417 | |
3,869 | Shockwave Medical, Inc.* | 770,318 | |
7,735 | Smith & Nephew PLC | 95,996 | |
12,457 | Stryker Corp. | 3,404,124 | |
3,277 | Teleflex, Inc. | 643,636 | |
19,737,248 | |||
Health Care Facilities - 4.4% | |||
16,826 | Acadia Healthcare Co., Inc.* | 1,183,036 | |
18,522 | Encompass Health Corp. | 1,243,937 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.2% - (continued) | |||
Health Care Facilities - 4.4% - (continued) | |||
11,366 | HCA Healthcare, Inc. | $ 2,795,809 | |
24,791 | Surgery Partners, Inc.* | 725,137 | |
5,947,919 | |||
Health Care Services - 2.8% | |||
8,329 | Addus HomeCare Corp.* | 709,547 | |
45,002 | agilon health, Inc.* | 799,236 | |
7,552 | Guardant Health, Inc.* | 223,841 | |
6,712 | Laboratory Corp. of America Holdings | 1,349,448 | |
28,875 | Privia Health Group, Inc.* | 664,125 | |
3,746,197 | |||
Life Sciences Tools & Services - 12.9% | |||
16,512 | Agilent Technologies, Inc. | 1,846,372 | |
25,634 | Avantor, Inc.* | 540,365 | |
7,001 | Bio-Techne Corp. | 476,558 | |
23,663 | Danaher Corp. | 5,870,790 | |
7,382 | ICON PLC* | 1,817,818 | |
9,637 | Illumina, Inc.* | 1,322,967 | |
5,080 | Repligen Corp.* | 807,771 | |
1,402 | Tecan Group AG | 471,242 | |
6,385 | Thermo Fisher Scientific, Inc. | 3,231,895 | |
3,249 | Waters Corp.* | 890,908 | |
17,276,686 | |||
Managed Health Care - 15.3% | |||
46,917 | Centene Corp.* | 3,231,643 | |
338,835 | Hapvida Participacoes e Investimentos SA*(1) | 316,823 | |
7,856 | Humana, Inc. | 3,822,101 | |
7,695 | Molina Healthcare, Inc.* | 2,523,113 | |
20,783 | UnitedHealth Group, Inc. | 10,478,581 | |
20,372,261 | |||
Pharmaceuticals - 30.6% | |||
24,859 | Aclaris Therapeutics, Inc.* | 170,284 | |
40,266 | AstraZeneca PLC ADR | 2,726,814 | |
19,674 | Bristol-Myers Squibb Co. | 1,141,879 | |
39,100 | Chugai Pharmaceutical Co. Ltd. | 1,205,611 | |
62,635 | Daiichi Sankyo Co. Ltd. | 1,714,777 | |
21,809 | Eisai Co. Ltd. | 1,208,737 | |
60,289 | Elanco Animal Health, Inc.* | 677,648 | |
20,775 | Eli Lilly & Co. | 11,158,876 | |
43,290 | GSK PLC | 783,280 | |
72,834 | Merck & Co., Inc. | 7,498,260 | |
10,775 | Novartis AG | 1,100,436 | |
9,400 | Otsuka Holdings Co. Ltd. | 333,748 | |
164,792 | Pfizer, Inc. | 5,466,151 | |
7,705 | Structure Therapeutics, Inc. ADR* | 388,486 | |
15,368 | UCB SA | 1,258,781 | |
25,468 | Verona Pharma PLC ADR* | 415,128 | |
20,387 | Zoetis, Inc. | 3,546,930 | |
40,795,826 | |||
Total Common Stocks (cost $106,551,869) | $ 132,449,630 | ||
RIGHTS - 0.0% | |||
Health Care Equipment - 0.0% | |||
885 | Abiomed, Inc. CVR*(2)(3) | $ 903 | |
Total Rights (cost $903) | $ 903 | ||
Total Long-Term Investments (cost $106,552,772) | $ 132,450,533 |
17 |
Hartford Healthcare HLS Fund
Schedule of
Investments – (continued)
September 30, 2023 (Unaudited)
September 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SHORT-TERM INVESTMENTS - 0.2% | |||
Repurchase Agreements - 0.2% | |||
$ 245,127 | Fixed Income Clearing Corp. Repurchase Agreement dated 09/29/2023 at 5.29%, due on 10/02/2023 with a maturity value of $245,235; collateralized by U.S. Treasury Note at 1.13%, maturing 10/31/2026, with a market value of $250,030 | $ 245,127 | |
Total Short-Term Investments (cost $245,127) | $ 245,127 | ||
Total Investments (cost $106,797,899) | 99.4% | $ 132,695,660 | |
Other Assets and Liabilities | 0.6% | 793,154 | |
Total Net Assets | 100.0% | $ 133,488,814 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by Hartford Funds Management Company, LLC in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. |
Equity industry classifications
used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
For Fund
compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
See
“Glossary” for abbreviation descriptions.
* | Non-income producing. |
(1) | 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 September 30, 2023, the aggregate value of this security was $316,823, representing 0.2% of net assets. |
(2) | Investment valued using significant unobservable inputs. |
(3) | Currently no expiration date available. |
† | 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, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Biotechnology | $ 21,863,634 | $ 20,855,109 | $ 1,008,525 | $ — | ||||
Health Care Distributors | 2,709,859 | 2,709,859 | — | — | ||||
Health Care Equipment | 19,737,248 | 19,107,899 | 629,349 | — | ||||
Health Care Facilities | 5,947,919 | 5,947,919 | — | — | ||||
Health Care Services | 3,746,197 | 3,746,197 | — | — | ||||
Life Sciences Tools & Services | 17,276,686 | 16,805,444 | 471,242 | — | ||||
Managed Health Care | 20,372,261 | 20,372,261 | — | — | ||||
Pharmaceuticals | 40,795,826 | 33,190,456 | 7,605,370 | — | ||||
Rights | 903 | — | — | 903 | ||||
Short-Term Investments | 245,127 | — | 245,127 | — | ||||
Total | $ 132,695,660 | $ 122,735,144 | $ 9,959,613 | $ 903 |
(1) | For the period ended September 30, 2023, 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, 2023 is not presented.
18 |
Hartford International Opportunities HLS Fund
Schedule of
Investments
September 30, 2023 (Unaudited)
September 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 96.0% | |||
Australia - 2.3% | |||
415,037 | Allkem Ltd.* | $ 3,103,406 | |
251,426 | Rio Tinto PLC | 15,787,653 | |
18,891,059 | |||
Brazil - 1.4% | |||
959,048 | Localiza Rent a Car SA | 11,173,041 | |
Canada - 6.0% | |||
133,440 | Cameco Corp. | 5,294,373 | |
158,157 | Canadian Pacific Kansas City Ltd. | 11,755,958 | |
642,981 | Cenovus Energy, Inc. | 13,387,449 | |
4,159 | Constellation Software, Inc. | 8,586,142 | |
72,441 | RB Global, Inc. | 4,535,529 | |
41,826 | TFI International, Inc. | 5,371,712 | |
48,931,163 | |||
China - 6.9% | |||
214,500 | BYD Co. Ltd. Class H | 6,608,792 | |
372,526 | ENN Energy Holdings Ltd. | 3,069,687 | |
330,810 | KE Holdings, Inc. ADR | 5,134,171 | |
548,500 | Li Ning Co. Ltd. | 2,290,361 | |
519,484 | Meituan Class B*(1) | 7,520,149 | |
1,342,448 | Ping An Insurance Group Co. of China Ltd. Class H | 7,613,889 | |
552,738 | Proya Cosmetics Co. Ltd. Class A | 7,705,136 | |
427,091 | Tencent Holdings Ltd. | 16,555,726 | |
56,497,911 | |||
Denmark - 0.7% | |||
15,328 | Genmab AS* | 5,426,887 | |
France - 11.5% | |||
102,361 | Airbus SE | 13,700,864 | |
451,550 | AXA SA | 13,396,974 | |
168,496 | BNP Paribas SA | 10,714,033 | |
258,818 | Bureau Veritas SA | 6,417,676 | |
50,605 | Capgemini SE | 8,830,258 | |
2,496 | Hermes International SCA | 4,549,777 | |
20,639 | L'Oreal SA | 8,553,050 | |
6,954 | LVMH Moet Hennessy Louis Vuitton SE | 5,249,091 | |
51,606 | Pernod Ricard SA | 8,591,878 | |
218,076 | Renault SA | 8,922,899 | |
355,736 | Vallourec SACA* | 4,329,599 | |
93,256,099 | |||
Germany - 9.6% | |||
62,443 | adidas AG | 10,953,037 | |
404,426 | Deutsche Telekom AG | 8,483,561 | |
297,374 | Infineon Technologies AG | 9,849,246 | |
48,251 | Merck KGaA | 8,043,796 | |
340,256 | RWE AG | 12,630,231 | |
88,250 | SAP SE | 11,423,260 | |
114,690 | Siemens AG | 16,390,191 | |
77,773,322 | |||
Hong Kong - 0.9% | |||
81,600 | Hong Kong Exchanges & Clearing Ltd. | 3,028,401 | |
415,522 | Prudential PLC | 4,466,583 | |
7,494,984 | |||
India - 3.8% | |||
858,289 | Axis Bank Ltd. | 10,683,759 | |
306,690 | Larsen & Toubro Ltd. | 11,142,932 | |
322,927 | Reliance Industries Ltd. | 9,091,898 | |
30,918,589 | |||
Indonesia - 0.9% | |||
12,392,500 | Bank Central Asia Tbk PT | 7,060,437 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 96.0% - (continued) | |||
Italy - 1.6% | |||
21,298 | Ferrari NV | $ 6,278,341 | |
297,852 | UniCredit SpA | 7,096,735 | |
13,375,076 | |||
Japan - 13.2% | |||
274,700 | Bandai Namco Holdings, Inc. | 5,587,531 | |
268,800 | Dai-ichi Life Holdings, Inc. | 5,549,191 | |
40,200 | Fast Retailing Co. Ltd. | 8,756,172 | |
33,800 | Hoya Corp. | 3,461,709 | |
205,400 | ITOCHU Corp. | 7,417,799 | |
168,000 | Kao Corp. | 6,226,920 | |
30,722 | Keyence Corp. | 11,361,781 | |
1,710,800 | Mitsubishi UFJ Financial Group, Inc. | 14,497,585 | |
154,000 | Oriental Land Co. Ltd. | 5,052,378 | |
222,000 | Sony Group Corp. | 18,154,172 | |
7,387 | Sysmex Corp. | 351,009 | |
512,099 | T&D Holdings, Inc. | 8,421,467 | |
93,900 | Tokyo Electron Ltd. | 12,826,012 | |
107,663,726 | |||
Netherlands - 3.8% | |||
582,159 | Shell PLC | 18,741,373 | |
99,969 | Wolters Kluwer NV | 12,103,789 | |
30,845,162 | |||
South Africa - 1.5% | |||
431,324 | Anglo American PLC | 11,843,982 | |
South Korea - 2.8% | |||
454,998 | Samsung Electronics Co. Ltd. | 23,002,018 | |
Spain - 1.1% | |||
824,932 | Iberdrola SA | 9,226,409 | |
Switzerland - 5.6% | |||
143,413 | Alcon, Inc. | 11,066,807 | |
236,442 | Novartis AG | 24,147,498 | |
8,875 | Partners Group Holding AG | 9,963,025 | |
45,177,330 | |||
Taiwan - 3.7% | |||
1,826,806 | Taiwan Semiconductor Manufacturing Co. Ltd. | 29,788,324 | |
Thailand - 1.3% | |||
2,950,673 | Kasikornbank PCL | 10,192,198 | |
United Kingdom - 12.6% | |||
154,057 | AstraZeneca PLC | 20,779,888 | |
1,322,830 | BAE Systems PLC | 16,074,820 | |
2,458,930 | HSBC Holdings PLC | 19,242,069 | |
142,540 | London Stock Exchange Group PLC | 14,286,190 | |
187,980 | Reckitt Benckiser Group PLC | 13,256,488 | |
383,731 | Unilever PLC | 18,981,941 | |
102,621,396 | |||
United States - 4.8% | |||
19,100 | ARM Holdings PLC ADR* | 1,022,232 | |
141,499 | CRH PLC | 7,801,426 | |
30,131 | CyberArk Software Ltd.* | 4,934,554 | |
34,007 | Linde PLC(2) | 12,652,534 | |
37,879 | Nestle SA | 4,287,751 | |
549,019 | Tenaris SA | 8,672,277 | |
39,370,774 | |||
Total Common Stocks (cost $705,712,408) | $ 780,529,887 |
19 |
Hartford International Opportunities HLS Fund
Schedule of
Investments – (continued)
September 30, 2023 (Unaudited)
September 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
EXCHANGE-TRADED FUNDS - 0.2% | |||
Other Investment Pools & Funds - 0.2% | |||
34,485 | iShares MSCI ACWI ex U.S. ETF | $ 1,621,140 | |
Total Exchange-Traded Funds (cost $1,668,405) | $ 1,621,140 | ||
PREFERRED STOCKS - 1.3% | |||
Brazil - 1.3% | |||
3,760,000 | Banco Bradesco SA (Preference Shares)(3) | $ 10,696,800 | |
Total Preferred Stocks (cost $10,876,648) | $ 10,696,800 | ||
RIGHTS - 0.0% | |||
Brazil - 0.0% | |||
7,032 | Localiza Rent a Car SA Expires 11/10/2023* | $ 22,384 | |
Total Rights (cost $—) | $ 22,384 | ||
WARRANTS - 0.0% | |||
Canada - 0.0% | |||
5,095 | Constellation Software, Inc. Expires 03/31/2040*(4) | $ — | |
Total Warrants (cost $—) | $ — | ||
Total Long-Term Investments (cost $718,257,461) | $ 792,870,211 | ||
SHORT-TERM INVESTMENTS - 0.3% | |||
Repurchase Agreements - 0.3% | |||
$ 2,508,621 | Fixed Income Clearing Corp. Repurchase Agreement dated 09/29/2023 at 5.29%, due on 10/02/2023 with a maturity value of $2,509,727; collateralized by U.S. Treasury Note at 1.13%, maturing 10/31/2026, with a market value of $2,558,806 | $ 2,508,621 | |
Securities Lending Collateral - 0.0% | |||
23,589 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 5.24%(5) | 23,589 | |
78,630 | HSBC U.S. Government Money Market Fund, Institutional Class, 5.28%(5) | 78,630 | |
23,589 | Invesco Government & Agency Portfolio, Institutional Class, 5.26%(5) | 23,589 | |
23,589 | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 5.27%(5) | 23,589 | |
149,397 | |||
Total Short-Term Investments (cost $2,658,018) | $ 2,658,018 | ||
Total Investments (cost $720,915,479) | 97.8% | $ 795,528,229 | |
Other Assets and Liabilities | 2.2% | 17,596,534 | |
Total Net Assets | 100.0% | $ 813,124,763 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by Hartford Funds Management Company, LLC in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. | |
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. | |
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. | |
See “Glossary” for abbreviation descriptions. |
* | Non-income producing. |
(1) | 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 September 30, 2023, the aggregate value of this security was $7,520,149, representing 0.9% of net assets. |
(2) | Represents entire or partial securities on loan. |
(3) | Currently no rate available. |
(4) | Investment valued using significant unobservable inputs. |
(5) | Current yield as of period end. |
† | For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report. |
20 |
Hartford International Opportunities HLS Fund
Schedule of
Investments – (continued)
September 30, 2023 (Unaudited)
September 30, 2023 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of September 30, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Australia | $ 18,891,059 | $ — | $ 18,891,059 | $ — | ||||
Brazil | 11,173,041 | 11,173,041 | — | — | ||||
Canada | 48,931,163 | 48,931,163 | — | — | ||||
China | 56,497,911 | 5,134,171 | 51,363,740 | — | ||||
Denmark | 5,426,887 | — | 5,426,887 | — | ||||
France | 93,256,099 | — | 93,256,099 | — | ||||
Germany | 77,773,322 | — | 77,773,322 | — | ||||
Hong Kong | 7,494,984 | — | 7,494,984 | — | ||||
India | 30,918,589 | — | 30,918,589 | — | ||||
Indonesia | 7,060,437 | — | 7,060,437 | — | ||||
Italy | 13,375,076 | — | 13,375,076 | — | ||||
Japan | 107,663,726 | — | 107,663,726 | — | ||||
Netherlands | 30,845,162 | — | 30,845,162 | — | ||||
South Africa | 11,843,982 | — | 11,843,982 | — | ||||
South Korea | 23,002,018 | — | 23,002,018 | — | ||||
Spain | 9,226,409 | — | 9,226,409 | — | ||||
Switzerland | 45,177,330 | — | 45,177,330 | — | ||||
Taiwan | 29,788,324 | — | 29,788,324 | — | ||||
Thailand | 10,192,198 | — | 10,192,198 | — | ||||
United Kingdom | 102,621,396 | — | 102,621,396 | — | ||||
United States | 39,370,774 | 5,956,786 | 33,413,988 | — | ||||
Exchange-Traded Funds | 1,621,140 | 1,621,140 | — | — | ||||
Preferred Stocks | 10,696,800 | 10,696,800 | — | — | ||||
Rights | 22,384 | 22,384 | — | — | ||||
Warrants | — | — | — | — | ||||
Short-Term Investments | 2,658,018 | 149,397 | 2,508,621 | — | ||||
Total | $ 795,528,229 | $ 83,684,882 | $ 711,843,347 | $ — |
(1) | For the period ended September 30, 2023, 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, 2023 is not presented.
21 |
Hartford MidCap HLS Fund
Schedule of
Investments
September 30, 2023 (Unaudited)
September 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.8% | |||
Automobiles & Components - 1.7% | |||
129,111 | BorgWarner, Inc. | $ 5,212,211 | |
96,164 | Visteon Corp.* | 13,277,364 | |
18,489,575 | |||
Banks - 0.5% | |||
43,205 | M&T Bank Corp. | 5,463,272 | |
Capital Goods - 13.7% | |||
81,254 | Axon Enterprise, Inc.* | 16,168,734 | |
86,806 | Builders FirstSource, Inc.* | 10,806,479 | |
170,809 | Fortive Corp. | 12,667,195 | |
165,026 | Graco, Inc. | 12,027,095 | |
60,796 | IDEX Corp. | 12,646,784 | |
236,053 | Ingersoll Rand, Inc. | 15,041,297 | |
60,283 | Lennox International, Inc. | 22,572,367 | |
61,413 | Lincoln Electric Holdings, Inc. | 11,164,269 | |
43,414 | Middleby Corp.* | 5,556,992 | |
36,063 | Watsco, Inc. | 13,621,716 | |
141,512 | Westinghouse Air Brake Technologies Corp. | 15,038,480 | |
147,311,408 | |||
Commercial & Professional Services - 3.5% | |||
154,374 | Ceridian HCM Holding, Inc.* | 10,474,276 | |
455,862 | Genpact Ltd. | 16,502,204 | |
85,035 | Robert Half, Inc. | 6,231,365 | |
68,230 | TransUnion | 4,898,232 | |
38,106,077 | |||
Consumer Discretionary Distribution & Retail - 2.3% | |||
184,720 | CarMax, Inc.* | 13,065,246 | |
454,870 | Chewy, Inc. Class A* | 8,305,926 | |
40,610 | Floor & Decor Holdings, Inc. Class A* | 3,675,205 | |
25,046,377 | |||
Consumer Durables & Apparel - 3.8% | |||
25,595 | Deckers Outdoor Corp.* | 13,158,134 | |
3,911 | NVR, Inc.* | 23,322,466 | |
82,140 | YETI Holdings, Inc.* | 3,960,791 | |
40,441,391 | |||
Consumer Services - 3.5% | |||
128,375 | Choice Hotels International, Inc. | 15,727,221 | |
406,860 | DraftKings, Inc. Class A* | 11,977,958 | |
96,298 | Hyatt Hotels Corp. Class A | 10,215,292 | |
37,920,471 | |||
Consumer Staples Distribution & Retail - 0.8% | |||
119,038 | BJ's Wholesale Club Holdings, Inc.* | 8,495,742 | |
Energy - 5.5% | |||
393,376 | Coterra Energy, Inc. | 10,640,821 | |
563,968 | Marathon Oil Corp. | 15,086,144 | |
286,495 | Ovintiv, Inc. | 13,628,567 | |
234,415 | Targa Resources Corp. | 20,094,054 | |
59,449,586 | |||
Equity Real Estate Investment Trusts (REITs) - 0.9% | |||
288,892 | Host Hotels & Resorts, Inc. REIT | 4,642,494 | |
93,496 | Rexford Industrial Realty, Inc. REIT | 4,614,028 | |
9,256,522 | |||
Financial Services - 8.1% | |||
38,345 | Credit Acceptance Corp.*(1) | 17,643,302 | |
82,230 | Hamilton Lane, Inc. Class A | 7,436,881 | |
630,937 | Nuvei Corp. | 9,464,055 | |
341,052 | Shift4 Payments, Inc. Class A* | 18,884,049 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.8% - (continued) | |||
Financial Services - 8.1% - (continued) | |||
154,692 | Tradeweb Markets, Inc. Class A | $ 12,406,298 | |
113,544 | WEX, Inc.* | 21,356,491 | |
87,191,076 | |||
Food, Beverage & Tobacco - 0.9% | |||
107,936 | Post Holdings, Inc.* | 9,254,433 | |
Health Care Equipment & Services - 7.8% | |||
123,736 | Acadia Healthcare Co., Inc.* | 8,699,878 | |
791,815 | agilon health, Inc.* | 14,062,634 | |
325,374 | Inari Medical, Inc.* | 21,279,460 | |
33,665 | Molina Healthcare, Inc.* | 11,038,417 | |
61,994 | Shockwave Medical, Inc.* | 12,343,005 | |
83,272 | Veeva Systems, Inc. Class A* | 16,941,689 | |
84,365,083 | |||
Insurance - 2.8% | |||
14,172 | Markel Group, Inc.* | 20,868,128 | |
83,170 | W R Berkley Corp. | 5,280,463 | |
2,776 | White Mountains Insurance Group Ltd. | 4,152,036 | |
30,300,627 | |||
Materials - 3.1% | |||
94,907 | Ball Corp. | 4,724,470 | |
42,705 | Celanese Corp. | 5,360,332 | |
442,178 | Element Solutions, Inc. | 8,671,110 | |
247,907 | Graphic Packaging Holding Co. | 5,523,368 | |
199,797 | Silgan Holdings, Inc. | 8,613,249 | |
32,892,529 | |||
Media & Entertainment - 1.6% | |||
14,466 | Cable One, Inc. | 8,905,848 | |
20,018 | Pinterest, Inc. Class A* | 541,087 | |
105,954 | Roku, Inc.* | 7,479,293 | |
16,926,228 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 14.3% | |||
56,365 | Alnylam Pharmaceuticals, Inc.* | 9,982,241 | |
392,767 | Apellis Pharmaceuticals, Inc.* | 14,940,857 | |
198,710 | Bio-Techne Corp. | 13,526,190 | |
255,576 | Exact Sciences Corp.* | 17,435,395 | |
51,238 | ICON PLC* | 12,617,357 | |
107,232 | Jazz Pharmaceuticals PLC* | 13,880,110 | |
119,803 | Neurocrine Biosciences, Inc.* | 13,477,837 | |
362,317 | PTC Therapeutics, Inc.* | 8,119,524 | |
84,906 | Repligen Corp.* | 13,500,903 | |
98,028 | Sarepta Therapeutics, Inc.* | 11,882,954 | |
241,109 | Ultragenyx Pharmaceutical, Inc.* | 8,595,536 | |
71,572 | United Therapeutics Corp.* | 16,165,968 | |
154,124,872 | |||
Semiconductors & Semiconductor Equipment - 4.1% | |||
71,726 | First Solar, Inc.* | 11,590,204 | |
2,516 | Lattice Semiconductor Corp.* | 216,471 | |
108,046 | MKS Instruments, Inc. | 9,350,301 | |
23,568 | Monolithic Power Systems, Inc. | 10,888,416 | |
35,848 | Onto Innovation, Inc.* | 4,571,337 | |
3,875 | Rambus, Inc.* | 216,186 | |
59,245 | Silicon Laboratories, Inc.* | 6,865,903 | |
43,698,818 | |||
Software & Services - 13.8% | |||
46,762 | ANSYS, Inc.* | 13,914,033 | |
211,232 | Datadog, Inc. Class A* | 19,241,123 | |
400,481 | Dynatrace, Inc.* | 18,714,477 | |
21,976 | Fair Isaac Corp.* | 19,086,815 | |
37,658 | HubSpot, Inc.* | 18,546,565 | |
621,805 | Informatica, Inc. Class A* | 13,101,431 |
22 |
Hartford MidCap HLS Fund
Schedule of
Investments – (continued)
September 30, 2023 (Unaudited)
September 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.8% - (continued) | |||
Software & Services - 13.8% - (continued) | |||
53,700 | MongoDB, Inc.* | $ 18,572,682 | |
102,781 | Splunk, Inc.* | 15,031,721 | |
64,431 | VeriSign, Inc.* | 13,049,211 | |
149,258,058 | |||
Technology Hardware & Equipment - 1.8% | |||
42,836 | CDW Corp. | 8,642,591 | |
34,632 | F5, Inc.* | 5,580,601 | |
203,186 | Flex Ltd.* | 5,481,958 | |
19,705,150 | |||
Transportation - 4.5% | |||
118,838 | Expeditors International of Washington, Inc. | 13,622,400 | |
69,011 | JB Hunt Transport Services, Inc. | 13,009,954 | |
194,748 | Knight-Swift Transportation Holdings, Inc. | 9,766,612 | |
239,053 | U-Haul Holding Co. | 12,523,986 | |
48,922,952 | |||
Utilities - 0.8% | |||
45,300 | Atmos Energy Corp. | 4,798,629 | |
177,360 | NiSource, Inc. | 4,377,245 | |
9,175,874 | |||
Total Common Stocks (cost $898,852,556) | $ 1,075,796,121 | ||
SHORT-TERM INVESTMENTS - 0.1% | |||
Repurchase Agreements - 0.1% | |||
$ 329,758 | Fixed Income Clearing Corp. Repurchase Agreement dated 09/29/2023 at 5.29%, due on 10/02/2023 with a maturity value of $329,903; collateralized by U.S. Treasury Note at 1.63%, maturing 10/31/2026, with a market value of $336,436 | $ 329,758 | |
Securities Lending Collateral - 0.0% | |||
14,310 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 5.24%(2) | 14,310 | |
47,700 | HSBC U.S. Government Money Market Fund, Institutional Class, 5.28%(2) | 47,700 | |
14,310 | Invesco Government & Agency Portfolio, Institutional Class, 5.26%(2) | 14,310 | |
14,310 | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 5.27%(2) | 14,310 | |
90,630 | |||
Total Short-Term Investments (cost $420,388) | $ 420,388 | ||
Total Investments (cost $899,272,944) | 99.9% | $ 1,076,216,509 | |
Other Assets and Liabilities | 0.1% | 1,317,114 | |
Total Net Assets | 100.0% | $ 1,077,533,623 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by Hartford Funds Management Company, LLC in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. | |
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. | |
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. | |
See “Glossary” for abbreviation descriptions. |
* | Non-income producing. |
(1) | Represents entire or partial securities on loan. |
(2) | Current yield as of period end. |
† | For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report. |
23 |
Hartford MidCap HLS Fund
Schedule of
Investments – (continued)
September 30, 2023 (Unaudited)
September 30, 2023 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of September 30, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 18,489,575 | $ 18,489,575 | $ — | $ — | ||||
Banks | 5,463,272 | 5,463,272 | — | — | ||||
Capital Goods | 147,311,408 | 147,311,408 | — | — | ||||
Commercial & Professional Services | 38,106,077 | 38,106,077 | — | — | ||||
Consumer Discretionary Distribution & Retail | 25,046,377 | 25,046,377 | — | — | ||||
Consumer Durables & Apparel | 40,441,391 | 40,441,391 | — | — | ||||
Consumer Services | 37,920,471 | 37,920,471 | — | — | ||||
Consumer Staples Distribution & Retail | 8,495,742 | 8,495,742 | — | — | ||||
Energy | 59,449,586 | 59,449,586 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 9,256,522 | 9,256,522 | — | — | ||||
Financial Services | 87,191,076 | 87,191,076 | — | — | ||||
Food, Beverage & Tobacco | 9,254,433 | 9,254,433 | — | — | ||||
Health Care Equipment & Services | 84,365,083 | 84,365,083 | — | — | ||||
Insurance | 30,300,627 | 30,300,627 | — | — | ||||
Materials | 32,892,529 | 32,892,529 | — | — | ||||
Media & Entertainment | 16,926,228 | 16,926,228 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 154,124,872 | 154,124,872 | — | — | ||||
Semiconductors & Semiconductor Equipment | 43,698,818 | 43,698,818 | — | — | ||||
Software & Services | 149,258,058 | 149,258,058 | — | — | ||||
Technology Hardware & Equipment | 19,705,150 | 19,705,150 | — | — | ||||
Transportation | 48,922,952 | 48,922,952 | — | — | ||||
Utilities | 9,175,874 | 9,175,874 | — | — | ||||
Short-Term Investments | 420,388 | 90,630 | 329,758 | — | ||||
Total | $ 1,076,216,509 | $ 1,075,886,751 | $ 329,758 | $ — |
(1) | For the period ended September 30, 2023, there were no transfers in and out of Level 3. |
24 |
Hartford Small Company HLS Fund
Schedule of
Investments
September 30, 2023 (Unaudited)
September 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.8% | |||
Automobiles & Components - 1.1% | |||
30,373 | Visteon Corp.* | $ 4,193,600 | |
Banks - 0.8% | |||
154,742 | Cadence Bank | 3,283,625 | |
Capital Goods - 16.5% | |||
17,610 | Acuity Brands, Inc. | 2,999,159 | |
98,705 | Ameresco, Inc. Class A* | 3,806,065 | |
64,115 | Applied Industrial Technologies, Inc. | 9,912,820 | |
229,956 | AZEK Co., Inc.* | 6,838,891 | |
40,787 | Comfort Systems USA, Inc. | 6,950,513 | |
32,553 | Curtiss-Wright Corp. | 6,368,343 | |
245,060 | Fluor Corp.* | 8,993,702 | |
27,335 | Middleby Corp.* | 3,498,880 | |
106,635 | Rush Enterprises, Inc. Class A | 4,353,907 | |
282,846 | Shoals Technologies Group, Inc. Class A* | 5,161,940 | |
227,619 | Zurn Elkay Water Solutions Corp. Class C | 6,377,884 | |
65,262,104 | |||
Commercial & Professional Services - 7.5% | |||
142,812 | Aris Water Solutions, Inc. Class A | 1,425,264 | |
55,895 | Casella Waste Systems, Inc. Class A* | 4,264,789 | |
249,859 | ExlService Holdings, Inc.* | 7,006,046 | |
54,926 | TriNet Group, Inc.* | 6,397,781 | |
564,462 | Verra Mobility Corp.* | 10,555,439 | |
29,649,319 | |||
Consumer Discretionary Distribution & Retail - 2.2% | |||
39,269 | Boot Barn Holdings, Inc.* | 3,188,250 | |
102,537 | Global-e Online Ltd.* | 4,074,820 | |
43,094 | Tory Burch LLC*(1)(2) | 1,555,264 | |
8,818,334 | |||
Consumer Durables & Apparel - 3.8% | |||
57,577 | Crocs, Inc.* | 5,080,019 | |
91,998 | Skyline Champion Corp.* | 5,862,112 | |
86,737 | YETI Holdings, Inc.* | 4,182,458 | |
15,124,589 | |||
Consumer Services - 6.2% | |||
86,483 | Boyd Gaming Corp. | 5,260,761 | |
17,881 | Duolingo, Inc.* | 2,965,922 | |
153,860 | European Wax Center, Inc. Class A* | 2,492,532 | |
111,035 | H&R Block, Inc. | 4,781,167 | |
51,560 | Wingstop, Inc. | 9,272,550 | |
24,772,932 | |||
Energy - 5.5% | |||
127,839 | Cactus, Inc. Class A | 6,418,796 | |
31,333 | Chord Energy Corp. | 5,078,140 | |
89,613 | Seadrill Ltd.* | 4,013,766 | |
223,866 | Viper Energy Partners LP | 6,241,384 | |
21,752,086 | |||
Equity Real Estate Investment Trusts (REITs) - 2.8% | |||
157,929 | Phillips Edison & Co., Inc. REIT | 5,296,939 | |
69,107 | Ryman Hospitality Properties, Inc. REIT | 5,755,231 | |
11,052,170 | |||
Financial Services - 2.0% | |||
174,444 | Hannon Armstrong Sustainable Infrastructure Capital, Inc. REIT(3) | 3,698,213 | |
54,069 | PJT Partners, Inc. Class A | 4,295,241 | |
7,993,454 | |||
Food, Beverage & Tobacco - 2.8% | |||
42,122 | Celsius Holdings, Inc.* | 7,228,135 | |
88,143 | TreeHouse Foods, Inc.* | 3,841,272 | |
11,069,407 | |||
Health Care Equipment & Services - 10.8% | |||
53,900 | Acadia Healthcare Co., Inc.* | 3,789,709 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.8% - (continued) | |||
Health Care Equipment & Services - 10.8% - (continued) | |||
153,750 | Cross Country Healthcare, Inc.* | $ 3,811,462 | |
71,650 | Glaukos Corp.* | 5,391,662 | |
75,308 | Haemonetics Corp.* | 6,746,091 | |
57,901 | HealthEquity, Inc.* | 4,229,668 | |
72,818 | Inari Medical, Inc.* | 4,762,297 | |
25,172 | Inspire Medical Systems, Inc.* | 4,995,132 | |
13,837 | Lantheus Holdings, Inc.* | 961,395 | |
129,105 | PROCEPT BioRobotics Corp.* | 4,235,935 | |
19,670 | Shockwave Medical, Inc.* | 3,916,297 | |
42,839,648 | |||
Household & Personal Products - 2.0% | |||
70,749 | elf Beauty, Inc.* | 7,770,363 | |
Insurance - 1.0% | |||
398,219 | SiriusPoint Ltd.* | 4,049,887 | |
Materials - 3.1% | |||
114,972 | Cabot Corp. | 7,964,110 | |
237,694 | Livent Corp.* | 4,375,947 | |
12,340,057 | |||
Media & Entertainment - 3.8% | |||
135,876 | Cargurus, Inc.* | 2,380,548 | |
128,021 | Criteo SA ADR* | 3,738,213 | |
515,665 | Eventbrite, Inc. Class A* | 5,084,457 | |
63,152 | Ziff Davis, Inc.* | 4,022,151 | |
15,225,369 | |||
Pharmaceuticals, Biotechnology & Life Sciences - 10.7% | |||
115,959 | Aclaris Therapeutics, Inc.* | 794,319 | |
27,195 | Akero Therapeutics, Inc.* | 1,375,523 | |
152,307 | Amicus Therapeutics, Inc.* | 1,852,053 | |
44,338 | Apellis Pharmaceuticals, Inc.* | 1,686,618 | |
9,899 | Ascendis Pharma AS ADR* | 926,942 | |
36,636 | Blueprint Medicines Corp.* | 1,839,860 | |
24,297 | Celldex Therapeutics, Inc.* | 668,653 | |
85,172 | Crinetics Pharmaceuticals, Inc.* | 2,533,015 | |
63,601 | Cytokinetics, Inc.* | 1,873,686 | |
163,556 | Immatics NV* | 1,893,979 | |
36,780 | Immunocore Holdings PLC ADR* | 1,908,882 | |
62,743 | ImmunoGen, Inc.* | 995,731 | |
54,947 | Intellia Therapeutics, Inc.* | 1,737,424 | |
74,711 | Intra-Cellular Therapies, Inc.* | 3,891,696 | |
43,221 | Kymera Therapeutics, Inc.* | 600,772 | |
104,708 | Merus NV* | 2,469,015 | |
36,891 | Morphic Holding, Inc.* | 845,173 | |
26,650 | Prothena Corp. PLC* | 1,285,863 | |
51,847 | PTC Therapeutics, Inc.* | 1,161,891 | |
51,757 | Revance Therapeutics, Inc.* | 593,653 | |
59,624 | Revolution Medicines, Inc.* | 1,650,392 | |
140,907 | Rocket Pharmaceuticals, Inc.* | 2,887,184 | |
21,630 | Structure Therapeutics, Inc. ADR* | 1,090,585 | |
69,295 | Syndax Pharmaceuticals, Inc.* | 1,006,163 | |
58,543 | Vaxcyte, Inc.* | 2,984,522 | |
111,224 | Verona Pharma PLC ADR* | 1,812,951 | |
42,366,545 | |||
Semiconductors & Semiconductor Equipment - 2.4% | |||
32,846 | MKS Instruments, Inc. | 2,842,493 | |
25,485 | SiTime Corp.* | 2,911,661 | |
41,317 | Synaptics, Inc.* | 3,695,393 | |
9,449,547 | |||
Software & Services - 11.3% | |||
139,493 | Clearwater Analytics Holdings, Inc. Class A* | 2,697,795 | |
28,428 | CyberArk Software Ltd.* | 4,655,653 | |
196,884 | DoubleVerify Holdings, Inc.* | 5,502,908 | |
70,869 | Five9, Inc.* | 4,556,877 | |
64,258 | Intapp, Inc.* | 2,153,928 |
25 |
Hartford Small Company HLS Fund
Schedule of
Investments – (continued)
September 30, 2023 (Unaudited)
September 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.8% - (continued) | |||
Software & Services - 11.3% - (continued) | |||
255,404 | Jamf Holding Corp.* | $ 4,510,435 | |
31,002 | Manhattan Associates, Inc.* | 6,127,855 | |
25,137 | New Relic, Inc.* | 2,152,230 | |
302,879 | PowerSchool Holdings, Inc. Class A* | 6,863,238 | |
35,140 | RingCentral, Inc. Class A* | 1,041,198 | |
88,162 | Sprout Social, Inc. Class A* | 4,397,521 | |
44,659,638 | |||
Technology Hardware & Equipment - 3.5% | |||
142,839 | Calix, Inc.* | 6,547,740 | |
36,866 | ePlus, Inc.* | 2,341,728 | |
35,349 | Novanta, Inc.* | 5,070,461 | |
13,959,929 | |||
Total Common Stocks (cost $374,666,446) | $ 395,632,603 | ||
EXCHANGE-TRADED FUNDS - 0.1% | |||
Other Investment Pools & Funds - 0.1% | |||
1,728 | iShares Russell 2000 Growth ETF | $ 387,331 | |
Total Exchange-Traded Funds (cost $357,373) | $ 387,331 | ||
Total Long-Term Investments (cost $375,023,819) | $ 396,019,934 | ||
SHORT-TERM INVESTMENTS - 0.5% | |||
Repurchase Agreements - 0.1% | |||
$ 101,433 | Fixed Income Clearing Corp. Repurchase Agreement dated 09/29/2023 at 5.29%, due on 10/02/2023 with a maturity value of $101,478; collateralized by U.S. Treasury Note at 1.13%, maturing 10/31/2026, with a market value of $103,504 | $ 101,433 | |
Securities Lending Collateral - 0.4% | |||
264,740 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 5.24%(4) | 264,740 | |
882,468 | HSBC U.S. Government Money Market Fund, Institutional Class, 5.28%(4) | 882,468 | |
264,741 | Invesco Government & Agency Portfolio, Institutional Class, 5.26%(4) | 264,741 | |
264,741 | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 5.27%(4) | 264,741 | |
1,676,690 | |||
Total Short-Term Investments (cost $1,778,123) | $ 1,778,123 | ||
Total Investments (cost $376,801,942) | 100.4% | $ 397,798,057 | |
Other Assets and Liabilities | (0.4)% | (1,574,522) | |
Total Net Assets | 100.0% | $ 396,223,535 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. | |
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. | |
See “Glossary” for abbreviation descriptions. |
* | Non-income producing. |
(1) | Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $1,555,264 or 0.4% of net assets. |
Period Acquired | Security Name | Shares/ Par Value | Total Cost | Market Value | ||||
11/2013 | Tory Burch LLC | 43,094 | $ 3,377,559 | $ 1,555,264 |
(2) | Investment valued using significant unobservable inputs. |
(3) | Represents entire or partial securities on loan. |
(4) | Current yield as of period end. |
† | For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report. |
26 |
Hartford Small Company HLS Fund
Schedule of
Investments – (continued)
September 30, 2023 (Unaudited)
September 30, 2023 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of September 30, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Automobiles & Components | $ 4,193,600 | $ 4,193,600 | $ — | $ — | ||||
Banks | 3,283,625 | 3,283,625 | — | — | ||||
Capital Goods | 65,262,104 | 65,262,104 | — | — | ||||
Commercial & Professional Services | 29,649,319 | 29,649,319 | — | — | ||||
Consumer Discretionary Distribution & Retail | 8,818,334 | 7,263,070 | — | 1,555,264 | ||||
Consumer Durables & Apparel | 15,124,589 | 15,124,589 | — | — | ||||
Consumer Services | 24,772,932 | 24,772,932 | — | — | ||||
Energy | 21,752,086 | 21,752,086 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 11,052,170 | 11,052,170 | — | — | ||||
Financial Services | 7,993,454 | 7,993,454 | — | — | ||||
Food, Beverage & Tobacco | 11,069,407 | 11,069,407 | — | — | ||||
Health Care Equipment & Services | 42,839,648 | 42,839,648 | — | — | ||||
Household & Personal Products | 7,770,363 | 7,770,363 | — | — | ||||
Insurance | 4,049,887 | 4,049,887 | — | — | ||||
Materials | 12,340,057 | 12,340,057 | — | — | ||||
Media & Entertainment | 15,225,369 | 15,225,369 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 42,366,545 | 42,366,545 | — | — | ||||
Semiconductors & Semiconductor Equipment | 9,449,547 | 9,449,547 | — | — | ||||
Software & Services | 44,659,638 | 44,659,638 | — | — | ||||
Technology Hardware & Equipment | 13,959,929 | 13,959,929 | — | — | ||||
Exchange-Traded Funds | 387,331 | 387,331 | — | — | ||||
Short-Term Investments | 1,778,123 | 1,676,690 | 101,433 | — | ||||
Total | $ 397,798,057 | $ 396,141,360 | $ 101,433 | $ 1,555,264 |
(1) | For the period ended September 30, 2023, 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, 2023 is not presented.
27 |
Hartford Stock HLS Fund
Schedule of
Investments
September 30, 2023 (Unaudited)
September 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.1% | |||
Banks - 1.0% | |||
98,283 | PNC Financial Services Group, Inc. | $ 12,066,204 | |
Capital Goods - 13.1% | |||
34,825 | Deere & Co. | 13,142,258 | |
136,821 | General Dynamics Corp. | 30,233,336 | |
213,624 | Honeywell International, Inc. | 39,464,898 | |
44,797 | Lockheed Martin Corp. | 18,320,181 | |
86,110 | Northrop Grumman Corp. | 37,904,761 | |
365,113 | RTX Corp. | 26,277,183 | |
165,342,617 | |||
Commercial & Professional Services - 1.9% | |||
101,773 | Automatic Data Processing, Inc. | 24,484,548 | |
Consumer Discretionary Distribution & Retail - 5.1% | |||
77,455 | Home Depot, Inc. | 23,403,803 | |
460,934 | TJX Cos., Inc. | 40,967,814 | |
64,371,617 | |||
Consumer Durables & Apparel - 2.7% | |||
360,752 | NIKE, Inc. Class B | 34,495,106 | |
Consumer Services - 2.9% | |||
138,000 | McDonald's Corp. | 36,354,720 | |
Consumer Staples Distribution & Retail - 2.4% | |||
53,822 | Costco Wholesale Corp. | 30,407,277 | |
Equity Real Estate Investment Trusts (REITs) - 2.7% | |||
107,516 | American Tower Corp. REIT | 17,681,006 | |
63,134 | Public Storage REIT | 16,637,072 | |
34,318,078 | |||
Financial Services - 8.3% | |||
199,408 | American Express Co. | 29,749,679 | |
91,671 | Mastercard, Inc. Class A | 36,293,466 | |
169,191 | Visa, Inc. Class A | 38,915,622 | |
104,958,767 | |||
Food, Beverage & Tobacco - 6.8% | |||
507,202 | Coca-Cola Co. | 28,393,168 | |
573,340 | Diageo PLC | 21,137,953 | |
209,731 | PepsiCo., Inc. | 35,536,821 | |
85,067,942 | |||
Health Care Equipment & Services - 11.5% | |||
267,573 | Abbott Laboratories | 25,914,445 | |
311,539 | Medtronic PLC | 24,412,196 | |
162,934 | Stryker Corp. | 44,524,974 | |
97,742 | UnitedHealth Group, Inc. | 49,280,539 | |
144,132,154 | |||
Household & Personal Products - 5.8% | |||
523,360 | Colgate-Palmolive Co. | 37,216,130 | |
249,020 | Procter & Gamble Co. | 36,322,057 | |
73,538,187 | |||
Insurance - 5.5% | |||
149,690 | Chubb Ltd. | 31,162,464 | |
199,894 | Marsh & McLennan Cos., Inc. | 38,039,828 | |
69,202,292 | |||
Materials - 5.4% | |||
176,934 | Ecolab, Inc. | 29,972,620 | |
100,901 | Linde PLC | 37,570,487 | |
67,543,107 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 99.1% - (continued) | |||
Pharmaceuticals, Biotechnology & Life Sciences - 7.7% | |||
154,364 | Danaher Corp. | $ 38,297,709 | |
203,408 | Johnson & Johnson | 31,680,796 | |
175,993 | Merck & Co., Inc. | 18,118,479 | |
271,396 | Pfizer, Inc. | 9,002,205 | |
97,099,189 | |||
Semiconductors & Semiconductor Equipment - 2.4% | |||
187,204 | Texas Instruments, Inc. | 29,767,308 | |
Software & Services - 7.0% | |||
122,532 | Accenture PLC Class A | 37,630,803 | |
160,134 | Microsoft Corp. | 50,562,310 | |
88,193,113 | |||
Transportation - 6.1% | |||
224,532 | Canadian National Railway Co. | 24,315,415 | |
140,533 | Union Pacific Corp. | 28,616,735 | |
149,323 | United Parcel Service, Inc. Class B | 23,274,976 | |
76,207,126 | |||
Utilities - 0.8% | |||
184,709 | NextEra Energy, Inc. | 10,581,979 | |
Total Common Stocks (cost $729,147,358) | $ 1,248,131,331 | ||
SHORT-TERM INVESTMENTS - 0.2% | |||
Repurchase Agreements - 0.2% | |||
$ 2,144,844 | Fixed Income Clearing Corp. Repurchase Agreement dated 09/29/2023 at 5.29%, due on 10/02/2023 with a maturity value of $2,145,790; collateralized by U.S. Treasury Note at 1.13%, maturing 10/31/2026, with a market value of $2,187,811 | $ 2,144,844 | |
Total Short-Term Investments (cost $2,144,844) | $ 2,144,844 | ||
Total Investments (cost $731,292,202) | 99.3% | $ 1,250,276,175 | |
Other Assets and Liabilities | 0.7% | 8,905,708 | |
Total Net Assets | 100.0% | $ 1,259,181,883 |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by Hartford Funds Management Company, LLC in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. | |
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. | |
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. | |
See “Glossary” for abbreviation descriptions. |
† For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
28 |
Hartford Stock HLS Fund
Schedule of
Investments – (continued)
September 30, 2023 (Unaudited)
September 30, 2023 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations
according to the inputs used as of September 30, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Common Stocks | ||||||||
Banks | $ 12,066,204 | $ 12,066,204 | $ — | $ — | ||||
Capital Goods | 165,342,617 | 165,342,617 | — | — | ||||
Commercial & Professional Services | 24,484,548 | 24,484,548 | — | — | ||||
Consumer Discretionary Distribution & Retail | 64,371,617 | 64,371,617 | — | — | ||||
Consumer Durables & Apparel | 34,495,106 | 34,495,106 | — | — | ||||
Consumer Services | 36,354,720 | 36,354,720 | — | — | ||||
Consumer Staples Distribution & Retail | 30,407,277 | 30,407,277 | — | — | ||||
Equity Real Estate Investment Trusts (REITs) | 34,318,078 | 34,318,078 | — | — | ||||
Financial Services | 104,958,767 | 104,958,767 | — | — | ||||
Food, Beverage & Tobacco | 85,067,942 | 63,929,989 | 21,137,953 | — | ||||
Health Care Equipment & Services | 144,132,154 | 144,132,154 | — | — | ||||
Household & Personal Products | 73,538,187 | 73,538,187 | — | — | ||||
Insurance | 69,202,292 | 69,202,292 | — | — | ||||
Materials | 67,543,107 | 67,543,107 | — | — | ||||
Pharmaceuticals, Biotechnology & Life Sciences | 97,099,189 | 97,099,189 | — | — | ||||
Semiconductors & Semiconductor Equipment | 29,767,308 | 29,767,308 | — | — | ||||
Software & Services | 88,193,113 | 88,193,113 | — | — | ||||
Transportation | 76,207,126 | 76,207,126 | — | — | ||||
Utilities | 10,581,979 | 10,581,979 | — | — | ||||
Short-Term Investments | 2,144,844 | — | 2,144,844 | — | ||||
Total | $ 1,250,276,175 | $ 1,226,993,378 | $ 23,282,797 | $ — |
(1) | For the period ended September 30, 2023, there were no transfers in and out of Level 3. |
29 |
Hartford Total Return Bond HLS Fund
Schedule of
Investments
September 30, 2023 (Unaudited)
September 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 23.2% | |||
Asset-Backed - Automobile - 3.2% | |||
American Credit Acceptance Receivables Trust | |||
$ 225,000 | 4.55%, 10/13/2026(1) | $ 223,610 | |
1,315,000 | 6.09%, 11/12/2027(1) | 1,312,929 | |
2,375,000 | AmeriCredit Automobile Receivables Trust 2.58%, 09/18/2025 | 2,335,699 | |
3,220,000 | ARI Fleet Lease Trust 5.41%, 02/17/2032(1) | 3,192,099 | |
1,510,000 | Avis Budget Rental Car Funding AESOP LLC 5.90%, 08/21/2028(1) | 1,512,185 | |
3,960,000 | Carvana Auto Receivables Trust 4.13%, 04/12/2027 | 3,875,786 | |
2,431,642 | Chesapeake Funding II LLC 5.65%, 05/15/2035(1) | 2,415,374 | |
3,375,715 | CPS Auto Receivables Trust 5.91%, 08/16/2027(1) | 3,369,953 | |
879,112 | Drive Auto Receivables Trust 2.70%, 02/16/2027 | 872,277 | |
DT Auto Owner Trust | |||
1,030,000 | 5.19%, 10/16/2028(1) | 1,014,812 | |
1,135,000 | 5.41%, 02/15/2029(1) | 1,118,360 | |
1,580,000 | Enterprise Fleet Financing LLC 5.42%, 10/22/2029(1) | 1,556,747 | |
Exeter Automobile Receivables Trust | |||
1,051,383 | 2.18%, 06/15/2026 | 1,044,179 | |
1,750,610 | 2.58%, 09/15/2025(1) | 1,723,864 | |
717,902 | 2.73%, 12/15/2025(1) | 704,973 | |
1,500,000 | 4.57%, 01/15/2027 | 1,484,889 | |
649,000 | 6.03%, 08/16/2027 | 645,035 | |
Flagship Credit Auto Trust | |||
2,031,000 | 4.69%, 07/17/2028(1) | 1,968,444 | |
570,000 | 5.05%, 01/18/2028(1) | 556,587 | |
365,000 | GLS Auto Receivables Issuer Trust 4.92%, 01/15/2027(1) | 359,312 | |
3,980,000 | Hertz Vehicle Financing III LLC 5.94%, 02/25/2028(1) | 3,970,668 | |
1,975,000 | Prestige Auto Receivables Trust 1.62%, 11/16/2026(1) | 1,934,733 | |
Santander Drive Auto Receivables Trust | |||
2,995,000 | 4.42%, 11/15/2027 | 2,926,489 | |
955,000 | 4.43%, 03/15/2027 | 936,591 | |
660,000 | 4.72%, 06/15/2027 | 647,390 | |
1,210,000 | 4.98%, 02/15/2028 | 1,189,031 | |
2,000,000 | 5.61%, 07/17/2028 | 1,981,702 | |
2,615,000 | 5.95%, 01/17/2028 | 2,600,918 | |
985,000 | SFS Auto Receivables Securitization Trust 5.71%, 01/22/2030(1) | 968,061 | |
776,977 | Tricolor Auto Securitization Trust 6.48%, 08/17/2026(1) | 775,280 | |
Westlake Automobile Receivables Trust | |||
1,930,000 | 1.65%, 02/17/2026(1) | 1,873,490 | |
2,285,000 | 4.31%, 09/15/2027(1) | 2,241,099 | |
655,000 | 5.41%, 01/18/2028(1) | 646,762 | |
1,090,000 | World Omni Auto Receivables Trust 5.03%, 05/15/2029 | 1,062,549 | |
55,041,877 | |||
Asset-Backed - Finance & Insurance - 1.1% | |||
5,645,000 | Bain Capital Credit CLO Ltd. 6.79%, 07/25/2034, 3 mo. USD Term SOFR + 1.44%(1)(2) | 5,602,747 | |
3,660,000 | BlueMountain CLO XXIV Ltd. 6.69%, 04/20/2034, 3 mo. USD Term SOFR + 1.36%(1)(2) | 3,609,818 | |
4,175,000 | Cirrus Funding Ltd. 4.80%, 01/25/2037(1) | 4,045,479 | |
776,487 | Fieldstone Mortgage Investment Trust 5.97%, 05/25/2036, 1 mo. USD Term SOFR + 0.65%(2) | 533,440 |
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 23.2% - (continued) | |||
Asset-Backed - Finance & Insurance - 1.1% - (continued) | |||
$ 5,155,000 | Regatta VI Funding Ltd. 6.75%, 04/20/2034, 3 mo. USD Term SOFR + 1.42%(1)(2) | $ 5,126,946 | |
345,763 | Securitized Asset-Backed Receivables LLC Trust 5.61%, 07/25/2036, 1 mo. USD Term SOFR + 0.29%(2) | 116,808 | |
19,035,238 | |||
Asset-Backed - Home Equity - 0.2% | |||
GSAA Home Equity Trust | |||
4,297,850 | 5.59%, 02/25/2037, 1 mo. USD Term SOFR + 0.27%(2) | 1,212,786 | |
1,898,458 | 5.79%, 11/25/2036, 1 mo. USD Term SOFR + 0.47%(2) | 454,595 | |
489,087 | 5.98%, 06/25/2036(3) | 124,205 | |
1,184,473 | Morgan Stanley Mortgage Loan Trust 5.77%, 11/25/2036, 1 mo. USD Term SOFR + 0.45%(2) | 341,059 | |
Soundview Home Loan Trust | |||
1,632,025 | 5.61%, 07/25/2037, 1 mo. USD Term SOFR + 0.29%(2) | 1,373,278 | |
332,864 | 5.93%, 11/25/2036, 1 mo. USD Term SOFR + 0.61%(2) | 305,253 | |
3,811,176 | |||
Asset-Backed - Student Loan - 0.2% | |||
Navient Private Education Refi Loan Trust | |||
1,890,595 | 1.11%, 02/18/2070(1) | 1,576,258 | |
2,375,207 | 5.51%, 10/15/2071(1) | 2,326,860 | |
3,903,118 | |||
Commercial Mortgage-Backed Securities - 3.2% | |||
BBCMS Mortgage Trust | |||
24,097,967 | 1.62%, 02/15/2050(3)(4) | 929,242 | |
925,000 | 3.66%, 04/15/2055(3) | 785,881 | |
1,000,000 | 4.60%, 06/15/2055(3) | 911,579 | |
1,300,000 | 5.44%, 12/15/2055(3) | 1,266,460 | |
425,000 | 5.71%, 12/15/2055(3) | 418,927 | |
Benchmark Mortgage Trust | |||
17,990,385 | 0.61%, 07/15/2051(3)(4) | 279,240 | |
8,523,366 | 0.68%, 01/15/2051(3)(4) | 154,566 | |
8,585,890 | 1.16%, 08/15/2052(3)(4) | 305,561 | |
24,458,974 | 1.36%, 03/15/2062(3)(4) | 1,142,704 | |
10,365,148 | 1.63%, 01/15/2054(3)(4) | 837,271 | |
2,748,270 | 1.91%, 07/15/2053(3)(4) | 187,226 | |
2,335,000 | BPR Trust 8.56%, 08/15/2024, 1 mo. USD Term SOFR + 3.23%(1)(2) | 2,317,912 | |
4,427,383 | BX Trust 7.78%, 08/15/2039, 1 mo. USD Term SOFR + 2.45%(1)(2) | 4,426,165 | |
2,920,000 | CAMB Commercial Mortgage Trust 7.93%, 12/15/2037, 1 mo. USD Term SOFR + 2.66%(1)(2) | 2,829,985 | |
3,344,985 | CD Mortgage Trust 2.46%, 08/10/2049 | 3,063,387 | |
Citigroup Commercial Mortgage Trust | |||
16,524,154 | 1.04%, 07/10/2047(3)(4) | 76,155 | |
19,952,630 | 1.15%, 04/10/2048(3)(4) | 233,368 | |
2,357,000 | 4.20%, 11/15/2049(3) | 1,798,410 | |
Commercial Mortgage Trust | |||
3,680,235 | 0.48%, 02/10/2047(3)(4) | 228 | |
841,000 | 2.82%, 01/10/2039(1) | 712,027 | |
55,051 | 2.85%, 10/15/2045 | 50,096 | |
630,000 | 4.07%, 02/10/2047(3) | 625,560 | |
860,000 | 4.08%, 01/10/2039(1)(3) | 645,237 | |
440,840 | 4.24%, 02/10/2047(3) | 439,062 | |
13,872 | Credit Suisse First Boston Mortgage Securities Corp. 4.88%, 04/15/2037 | 13,606 | |
CSAIL Commercial Mortgage Trust | |||
52,256,557 | 0.85%, 06/15/2057(3)(4) | 392,238 | |
2,240,574 | 1.05%, 11/15/2048(3)(4) | 33,154 |
30 |
Hartford Total Return Bond HLS Fund
Schedule of
Investments – (continued)
September 30, 2023 (Unaudited)
September 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 23.2% - (continued) | |||
Commercial Mortgage-Backed Securities - 3.2% - (continued) | |||
$ 6,934,049 | 2.02%, 01/15/2049(3)(4) | $ 242,502 | |
4,258,993 | DBJPM Mortgage Trust 1.82%, 09/15/2053(3)(4) | 254,004 | |
4,340,000 | GS Mortgage Securities Corp. Trust 2.95%, 11/05/2034(1) | 3,178,034 | |
GS Mortgage Securities Trust | |||
755,642 | 0.09%, 08/10/2044(1)(3)(4) | 8 | |
3,064,552 | 0.37%, 07/10/2046(3)(4) | 31 | |
785,121 | 4.07%, 01/10/2047 | 780,205 | |
2,215,000 | 5.17%, 04/10/2047(1)(3) | 1,820,593 | |
JP Morgan Chase Commercial Mortgage Securities Trust | |||
1,464,471 | 2.73%, 10/15/2045(1)(3) | 1,257,623 | |
1,400,000 | 2.81%, 01/16/2037(1) | 1,273,744 | |
1,290,924 | 3.91%, 12/15/2047(1)(3) | 876,562 | |
JPMBB Commercial Mortgage Securities Trust | |||
3,596,004 | 0.69%, 05/15/2048(3)(4) | 24,626 | |
15,695,756 | 0.74%, 09/15/2047(3)(4) | 62,552 | |
Morgan Stanley Bank of America Merrill Lynch Trust | |||
9,311,501 | 1.10%, 12/15/2047(3)(4) | 57,110 | |
1,266,224 | 1.11%, 10/15/2048(3)(4) | 13,493 | |
217 | 4.26%, 10/15/2046(3) | 216 | |
Morgan Stanley Capital I Trust | |||
7,092,691 | 1.48%, 06/15/2050(3)(4) | 213,140 | |
1,460,000 | 5.11%, 07/15/2049(1)(3) | 1,048,970 | |
82,680 | 5.28%, 10/12/2052(1)(3) | 30,604 | |
790,000 | SFAVE Commercial Mortgage Securities Trust 3.87%, 01/05/2043(1)(3) | 524,635 | |
5,410,000 | SG Commercial Mortgage Securities Trust 2.63%, 03/15/2037(1) | 5,027,311 | |
3,299,176 | UBS Commercial Mortgage Trust 1.22%, 08/15/2050(3)(4) | 105,006 | |
Wells Fargo Commercial Mortgage Trust | |||
24,801,248 | 1.02%, 09/15/2057(3)(4) | 343,138 | |
14,068,615 | 1.20%, 05/15/2048(3)(4) | 141,325 | |
3,085,000 | 2.94%, 10/15/2049 | 2,818,392 | |
430,000 | 4.28%, 05/15/2048(3) | 356,907 | |
Wells Fargo NA | |||
19,854,165 | 0.71%, 11/15/2062(3)(4) | 570,003 | |
9,657,748 | 0.75%, 11/15/2062(3)(4) | 305,093 | |
32,672,828 | 0.85%, 11/15/2050(3)(4) | 763,325 | |
3,696,555 | 0.90%, 11/15/2054(3)(4) | 85,676 | |
17,822,736 | 0.94%, 09/15/2062(3)(4) | 663,168 | |
33,818,124 | 0.99%, 01/15/2063(3)(4) | 1,405,539 | |
12,592,119 | 1.03%, 05/15/2062(3)(4) | 483,643 | |
5,566,741 | 1.20%, 02/15/2056(3)(4) | 355,538 | |
20,601,816 | 1.88%, 03/15/2063(3)(4) | 1,853,997 | |
2,545,000 | 2.04%, 02/15/2054 | 1,956,467 | |
WFRBS Commercial Mortgage Trust | |||
407,265 | 3.72%, 05/15/2047 | 402,856 | |
230,000 | 4.05%, 03/15/2047 | 228,636 | |
710,000 | 5.00%, 06/15/2044(1)(3) | 362,733 | |
54,762,652 | |||
Other Asset-Backed Securities - 7.7% | |||
439,656 | AASET Trust 3.35%, 01/16/2040(1) | 382,501 | |
Affirm Asset Securitization Trust | |||
101,595 | 1.90%, 01/15/2025(1) | 100,863 | |
2,942 | 3.46%, 10/15/2024(1) | 2,938 | |
1,535,000 | 6.61%, 01/18/2028(1) | 1,528,000 | |
3,005,000 | Aligned Data Centers Issuer LLC 6.00%, 08/17/2048(1) | 2,891,290 | |
866,054 | Amur Equipment Finance Receivables XI LLC 5.30%, 06/21/2028(1) | 857,872 |
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 23.2% - (continued) | |||
Other Asset-Backed Securities - 7.7% - (continued) | |||
$ 885,000 | Arbor Realty Commercial Real Estate Notes Ltd. 6.55%, 05/15/2036, 1 mo. USD Term SOFR + 1.21%(1)(2) | $ 874,049 | |
1,204,950 | Avant Loans Funding Trust 1.21%, 07/15/2030(1) | 1,189,622 | |
2,590,000 | Benefit Street Partners CLO XXXI Ltd. 7.22%, 04/25/2036, 3 mo. USD Term SOFR + 2.35%(1)(2) | 2,591,976 | |
1,380,000 | CCG Receivables Trust 5.82%, 09/16/2030(1) | 1,378,033 | |
CF Hippolyta Issuer LLC | |||
381,691 | 1.53%, 03/15/2061(1) | 335,430 | |
905,504 | 1.69%, 07/15/2060(1) | 822,580 | |
1,025,430 | 1.99%, 07/15/2060(1) | 859,460 | |
579,438 | 5.97%, 08/15/2062(1) | 563,572 | |
690,000 | CNH Equipment Trust 4.77%, 10/15/2030 | 672,092 | |
4,485,000 | Columbia Cent CLO 27 Ltd. 6.80%, 01/25/2035, 3 mo. USD Term SOFR + 1.45%(1)(2) | 4,427,960 | |
1,150,000 | DLLAA LLC 5.64%, 02/22/2028(1) | 1,148,120 | |
Domino's Pizza Master Issuer LLC | |||
2,267,800 | 2.66%, 04/25/2051(1) | 1,910,889 | |
1,399,250 | 3.67%, 10/25/2049(1) | 1,210,277 | |
3,119,438 | 4.12%, 07/25/2048(1) | 2,958,378 | |
Elmwood CLO Ltd. | |||
2,155,000 | 7.31%, 04/16/2036, 3 mo. USD Term SOFR + 2.25%(1)(2) | 2,130,017 | |
3,085,000 | 7.80%, 10/17/2036, 3 mo. USD Term SOFR + 2.40%(1)(2) | 3,085,777 | |
3,267,261 | First Franklin Mortgage Loan Trust 5.91%, 04/25/2036, 1 mo. USD Term SOFR + 0.59%(2) | 2,864,755 | |
4,842,613 | FirstKey Homes Trust 4.25%, 07/17/2039(1) | 4,537,442 | |
1,830,000 | Golub Capital Partners CLO 68B Ltd. 8.20%, 07/25/2036, 3 mo. USD Term SOFR + 2.80%(1)(2) | 1,841,763 | |
2,394,821 | GSAMP Trust 5.52%, 01/25/2037, 1 mo. USD Term SOFR + 0.20%(2) | 1,359,614 | |
1,390,000 | Invesco U.S. CLO Ltd. 7.16%, 04/21/2036, 3 mo. USD Term SOFR + 2.30%(1)(2) | 1,378,200 | |
1,575,000 | Kubota Credit Owner Trust 5.02%, 06/15/2027(1) | 1,550,340 | |
18,414 | LCM XX LP 6.63%, 10/20/2027, 3 mo. USD Term SOFR + 1.30%(1)(2) | 18,403 | |
213,755 | Marlette Funding Trust 1.06%, 09/15/2031(1) | 211,987 | |
56,443 | Morgan Stanley ABS Capital I, Inc. Trust 5.73%, 06/25/2036, 1 mo. USD Term SOFR + 0.41%(2) | 47,542 | |
3,150,000 | New Economy Assets Phase 1 Sponsor LLC 1.91%, 10/20/2061(1) | 2,716,683 | |
361,417 | NRZ Excess Spread-Collateralized Notes 3.84%, 12/25/2025(1) | 337,154 | |
3,005,000 | Octagon 61 Ltd. 7.42%, 04/20/2036, 3 mo. USD Term SOFR + 2.35%(1)(2) | 3,033,229 | |
PRET LLC | |||
1,671,153 | 1.87%, 07/25/2051(1)(5) | 1,523,124 | |
1,235,569 | 2.49%, 07/25/2051(1)(5) | 1,156,766 | |
Pretium Mortgage Credit Partners LLC | |||
3,091,415 | 1.99%, 02/25/2061(1)(5) | 2,846,436 | |
3,725,206 | 2.98%, 01/25/2052(1)(5) | 3,462,506 | |
Progress Residential Trust | |||
3,295,138 | 1.51%, 10/17/2038(1) | 2,871,613 | |
1,127,297 | 3.20%, 04/17/2039(1) | 1,020,987 | |
1,796,018 | 4.30%, 03/17/2040(1) | 1,673,397 | |
876,731 | 4.45%, 06/17/2039(1) | 828,632 | |
1,395,191 | 4.75%, 10/27/2039(1) | 1,321,518 |
31 |
Hartford Total Return Bond HLS Fund
Schedule of
Investments – (continued)
September 30, 2023 (Unaudited)
September 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 23.2% - (continued) | |||
Other Asset-Backed Securities - 7.7% - (continued) | |||
$ 4,425,000 | Retained Vantage Data Centers Issuer LLC 5.00%, 09/15/2048(1) | $ 3,987,845 | |
4,490,000 | RR 23 Ltd. 8.00%, 10/15/2035, 3 mo. USD Term SOFR + 2.65%(1)(2) | 4,478,515 | |
2,130,000 | RR 26 Ltd. 6.98%, 04/15/2038, 3 mo. USD Term SOFR + 2.25%(1)(2) | 2,137,436 | |
403,187 | Sapphire Aviation Finance II Ltd. 3.23%, 03/15/2040(1) | 341,172 | |
3,416,184 | Seasoned Credit Risk Transfer Trust 3.50%, 03/25/2058 | 2,917,867 | |
5,775,000 | Sound Point CLO XXIX Ltd. 6.68%, 04/25/2034, 3 mo. USD Term SOFR + 1.33%(1)(2) | 5,689,103 | |
2,905,000 | Stack Infrastructure Issuer LLC 5.90%, 07/25/2048(1) | 2,800,873 | |
1,435,000 | Summit Issuer LLC 2.29%, 12/20/2050(1) | 1,291,251 | |
6,615,000 | Symphony CLO XXV Ltd. 6.56%, 04/19/2034, 3 mo. USD Term SOFR + 1.24%(1)(2) | 6,528,264 | |
2,580,000 | Texas Debt Capital CLO Ltd. 7.12%, 04/20/2036, 3 mo. USD Term SOFR + 2.30%(1)(2) | 2,580,787 | |
3,148,861 | Tricon Residential Trust 4.85%, 07/17/2040(1) | 2,998,670 | |
21,670 | Upstart Securitization Trust 0.83%, 07/20/2031(1) | 21,598 | |
VCAT LLC | |||
1,699,460 | 1.74%, 05/25/2051(1)(5) | 1,559,280 | |
521,215 | 2.12%, 03/27/2051(1)(5) | 496,093 | |
5,775,000 | Venture 42 CLO Ltd. 6.70%, 04/15/2034, 3 mo. USD Term SOFR + 1.39%(1)(2) | 5,668,307 | |
2,255,000 | Venture 43 CLO Ltd. 6.81%, 04/15/2034, 3 mo. USD Term SOFR + 1.50%(1)(2) | 2,235,959 | |
1,908,788 | VOLT XCIV LLC 2.24%, 02/27/2051(1)(5) | 1,798,737 | |
2,762,731 | Voya CLO Ltd. 6.47%, 01/18/2029, 3 mo. USD Term SOFR + 1.16%(1)(2) | 2,756,655 | |
4,560,000 | Wellfleet CLO X Ltd. 6.76%, 07/20/2032, 3 mo. USD Term SOFR + 1.43%(1)(2) | 4,517,811 | |
Wendy's Funding LLC | |||
5,824,923 | 2.78%, 06/15/2051(1) | 4,575,203 | |
1,960,400 | 3.88%, 03/15/2048(1) | 1,754,342 | |
763,375 | Wingstop Funding LLC 2.84%, 12/05/2050(1) | 660,125 | |
130,319,680 | |||
Whole Loan Collateral CMO - 7.6% | |||
2,580,517 | 510 Asset-Backed Trust 2.12%, 06/25/2061(1)(5) | 2,359,108 | |
Angel Oak Mortgage Trust | |||
1,284,801 | 0.91%, 01/25/2066(1)(3) | 1,023,892 | |
1,008,633 | 0.99%, 04/25/2053(1)(3) | 903,726 | |
1,155,449 | 0.99%, 04/25/2066(1)(3) | 921,159 | |
1,958,122 | 1.82%, 11/25/2066(1)(3) | 1,609,440 | |
1,342,849 | Arroyo Mortgage Trust 3.35%, 04/25/2049(1)(3) | 1,230,032 | |
Banc of America Funding Trust | |||
2,036,681 | 5.77%, 05/25/2037(3) | 1,715,030 | |
572,128 | 6.04%, 05/20/2047, 1 mo. USD Term SOFR + 0.71%(2) | 510,840 | |
79,163 | 6.35%, 01/25/2037(5) | 68,388 | |
461,191 | BCAP LLC Trust 5.79%, 03/25/2037, 1 mo. USD Term SOFR + 0.47%(2) | 423,036 | |
434,474 | Bear Stearns ALT-A Trust 5.93%, 01/25/2036, 1 mo. USD Term SOFR + 0.61%(2) | 385,616 |
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 23.2% - (continued) | |||
Whole Loan Collateral CMO - 7.6% - (continued) | |||
$ 104,933 | Bear Stearns ARM Trust 7.67%, 10/25/2035, 1 yr. USD CMT + 2.30%(2) | $ 97,401 | |
171,713 | Bear Stearns Mortgage Funding Trust 5.61%, 10/25/2036, 1 mo. USD Term SOFR + 0.29%(2) | 141,567 | |
714,000 | Bradley Pointe DUS 4.64%, 10/01/2033(6) | 718,686 | |
BRAVO Residential Funding Trust | |||
749,272 | 0.94%, 02/25/2049(1)(3) | 641,909 | |
610,742 | 0.97%, 03/25/2060(1)(3) | 549,446 | |
CHL Mortgage Pass-Through Trust | |||
225,632 | 3.91%, 11/20/2035(3) | 201,245 | |
925,142 | 4.16%, 09/25/2047(3) | 803,235 | |
COLT Mortgage Loan Trust | |||
1,982,457 | 0.91%, 06/25/2066(1)(3) | 1,562,293 | |
4,310,892 | 1.11%, 10/25/2066(1)(3) | 3,418,830 | |
3,766,166 | 4.55%, 04/25/2067(1)(3) | 3,546,732 | |
Countrywide Alternative Loan Trust | |||
588,377 | 5.75%, 05/25/2036 | 230,286 | |
114,515 | 5.97%, 01/25/2036, 1 mo. USD Term SOFR + 0.65%(2) | 100,276 | |
584,004 | 6.07%, 11/25/2035, 1 mo. USD Term SOFR + 0.75%(2) | 458,004 | |
983,393 | CSFB Mortgage-Backed Pass-Through Certificates 5.50%, 06/25/2035 | 710,423 | |
CSMC Trust | |||
1,751,687 | 0.94%, 05/25/2066(1)(3) | 1,323,898 | |
1,208,584 | 1.80%, 12/27/2060(1)(3) | 1,067,737 | |
2,116,410 | 1.84%, 10/25/2066(1)(3) | 1,761,719 | |
4,906,272 | 2.27%, 11/25/2066(1)(3) | 4,026,072 | |
1,342,275 | 3.25%, 04/25/2047(1)(3) | 1,175,680 | |
775,003 | Deephaven Residential Mortgage Trust 0.90%, 04/25/2066(1)(3) | 661,345 | |
Ellington Financial Mortgage Trust | |||
777,269 | 0.93%, 06/25/2066(1)(3) | 605,378 | |
2,280,550 | 2.21%, 01/25/2067(1)(3) | 1,876,184 | |
Federal National Mortgage Association Connecticut Avenue Securities | |||
4,083 | 7.58%, 09/25/2031, 30 day USD SOFR Average + 2.26%(1)(2) | 4,083 | |
457,750 | 7.58%, 11/25/2039, 30 day USD SOFR Average + 2.26%(1)(2) | 457,748 | |
614,257 | 7.87%, 07/25/2042, 30 day USD SOFR Average + 2.55%(1)(2) | 626,542 | |
1,305,000 | 8.02%, 07/25/2043, 30 day USD SOFR Average + 2.70%(1)(2) | 1,311,925 | |
1,244,000 | 8.42%, 06/25/2043, 30 day USD SOFR Average + 3.10%(1)(2) | 1,274,528 | |
768,154 | 8.98%, 07/25/2029, 30 day USD SOFR Average + 3.66%(2) | 795,000 | |
1,325,176 | 9.78%, 05/25/2029, 30 day USD SOFR Average + 4.46%(2) | 1,395,082 | |
GCAT Trust | |||
1,610,927 | 1.04%, 05/25/2066(1)(3) | 1,270,556 | |
1,478,087 | 1.92%, 08/25/2066(1)(3) | 1,251,097 | |
16,449 | GMACM Mortgage Loan Trust 3.28%, 04/19/2036(3) | 12,549 | |
GSR Mortgage Loan Trust | |||
717,098 | 3.92%, 01/25/2036(3) | 647,487 | |
786,002 | 5.73%, 01/25/2037, 1 mo. USD Term SOFR + 0.41%(2) | 204,825 | |
HarborView Mortgage Loan Trust | |||
537,768 | 5.82%, 01/19/2038, 1 mo. USD Term SOFR + 0.49%(2) | 465,711 | |
1,909,086 | 5.92%, 12/19/2036, 1 mo. USD Term SOFR + 0.59%(2) | 1,764,023 |
32 |
Hartford Total Return Bond HLS Fund
Schedule of
Investments – (continued)
September 30, 2023 (Unaudited)
September 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 23.2% - (continued) | |||
Whole Loan Collateral CMO - 7.6% - (continued) | |||
$ 4,766,662 | Imperial Fund Mortgage Trust 3.64%, 03/25/2067(1)(5) | $ 4,227,028 | |
659,819 | IndyMac INDX Mortgage Loan Trust 3.55%, 03/25/2036(3) | 472,379 | |
105,186 | JP Morgan Mortgage Trust 4.50%, 04/25/2037(3) | 76,566 | |
Legacy Mortgage Asset Trust | |||
1,184,961 | 1.75%, 04/25/2061(1)(5) | 1,059,393 | |
1,562,085 | 1.75%, 07/25/2061(1)(5) | 1,388,756 | |
2,932,149 | 6.25%, 11/25/2059(1)(5) | 2,905,390 | |
557,012 | Lehman XS Trust 5.85%, 07/25/2046, 1 mo. USD Term SOFR + 0.53%(2) | 496,483 | |
2,064,940 | LSTAR Securities Investment Ltd. 8.23%, 02/01/2026, 1 mo. USD Term SOFR + 2.91%(1)(2) | 2,026,689 | |
154,086 | MASTR Adjustable Rate Mortgages Trust 5.39%, 11/21/2034(3) | 143,273 | |
2,162,921 | MFA LLC 2.36%, 03/25/2060(1)(5) | 1,902,482 | |
MFA Trust | |||
218,350 | 1.01%, 01/26/2065(1)(3) | 192,608 | |
1,204,663 | 1.03%, 11/25/2064(1)(3) | 979,941 | |
876,578 | 1.15%, 04/25/2065(1)(3) | 761,489 | |
New Residential Mortgage Loan Trust | |||
730,545 | 0.94%, 10/25/2058(1)(3) | 633,889 | |
332,431 | 2.49%, 09/25/2059(1)(3) | 306,341 | |
1,227,633 | 3.50%, 08/25/2059(1)(3) | 1,116,802 | |
1,397,261 | 3.75%, 11/26/2035(1)(3) | 1,289,503 | |
1,430,520 | 3.75%, 11/25/2056(1)(3) | 1,302,874 | |
1,342,389 | 4.00%, 05/25/2057(1)(3) | 1,221,821 | |
969,611 | 4.00%, 12/25/2057(1)(3) | 900,583 | |
1,503,717 | 6.18%, 01/25/2048, 1 mo. USD Term SOFR + 86%(1)(2) | 1,458,186 | |
1,229,956 | 6.93%, 06/25/2057, 1 mo. USD Term SOFR + 1.61%(1)(2) | 1,221,948 | |
3,462,438 | NMLT Trust 1.19%, 05/25/2056(1)(3) | 2,722,297 | |
OBX Trust | |||
2,721,321 | 1.05%, 07/25/2061(1)(3) | 2,027,177 | |
2,517,829 | 1.10%, 05/25/2061(1)(3) | 1,880,933 | |
3,973,116 | 2.31%, 11/25/2061(1)(3) | 3,288,445 | |
Preston Ridge Partners Mortgage LLC | |||
2,136,603 | 1.79%, 06/25/2026(1)(5) | 1,934,587 | |
1,877,153 | 1.79%, 07/25/2026(1)(5) | 1,752,401 | |
3,519,727 | 1.87%, 04/25/2026(1)(5) | 3,284,527 | |
596,487 | 2.36%, 11/25/2025(1)(5) | 579,331 | |
1,640,195 | 2.49%, 10/25/2026(1)(5) | 1,525,659 | |
3,559,749 | 2.95%, 10/25/2025(1)(5) | 3,482,782 | |
561,170 | RBSGC Mortgage Loan Trust 6.25%, 01/25/2037 | 501,534 | |
376,375 | Residential Accredit Loans, Inc. Trust 6.00%, 12/25/2035 | 317,201 | |
Seasoned Credit Risk Transfer Trust | |||
2,023,011 | 2.50%, 08/25/2059 | 1,578,569 | |
1,788,979 | 3.50%, 11/25/2057 | 1,587,105 | |
4,792,390 | 3.50%, 07/25/2058 | 4,192,096 | |
951,939 | 3.50%, 08/25/2058 | 826,384 | |
3,670,880 | 3.50%, 10/25/2058 | 3,146,808 | |
Starwood Mortgage Residential Trust | |||
601,411 | 0.94%, 05/25/2065(1)(3) | 529,241 | |
3,140,061 | 1.92%, 11/25/2066(1)(3) | 2,482,648 | |
2,166,729 | Toorak Mortgage Corp. Ltd. 2.24%, 06/25/2024(1)(5) | 2,106,829 | |
5,160,153 | Towd Point Mortgage Trust 2.92%, 11/30/2060(1)(3) | 4,196,685 | |
Verus Securitization Trust | |||
1,072,443 | 0.92%, 02/25/2064(1)(3) | 909,736 | |
1,442,254 | 0.94%, 07/25/2066(1)(3) | 1,148,660 |
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 23.2% - (continued) | |||
Whole Loan Collateral CMO - 7.6% - (continued) | |||
$ 951,334 | 1.03%, 02/25/2066(1)(3) | $ 792,935 | |
2,165,267 | 1.82%, 11/25/2066(1)(3) | 1,782,647 | |
4,928,101 | 1.83%, 10/25/2066(1)(3) | 4,106,660 | |
709,435 | 4.13%, 02/25/2067(1)(5) | 638,548 | |
WaMu Mortgage Pass-Through Certificates Trust | |||
590,444 | 3.78%, 06/25/2037(3) | 504,285 | |
1,377,789 | 4.27%, 12/25/2046, 1 yr. USD MTA + 0.82%(2) | 1,142,058 | |
256,935 | 6.27%, 06/25/2044, 1 mo. USD Term SOFR + 0.95%(2) | 232,349 | |
129,595,310 | |||
Total Asset & Commercial Mortgage-Backed Securities (cost $432,720,020) | $ 396,469,051 | ||
CORPORATE BONDS - 29.2% | |||
Advertising - 0.1% | |||
2,335,000 | Lamar Media Corp. 3.63%, 01/15/2031 | $ 1,901,531 | |
Aerospace/Defense - 0.2% | |||
Boeing Co. | |||
820,000 | 5.04%, 05/01/2027 | 800,003 | |
1,350,000 | 5.15%, 05/01/2030 | 1,290,823 | |
845,000 | Northrop Grumman Corp. 5.15%, 05/01/2040 | 770,030 | |
610,000 | RTX Corp. 5.15%, 02/27/2033 | 578,771 | |
3,439,627 | |||
Agriculture - 0.5% | |||
575,000 | BAT Capital Corp. 6.34%, 08/02/2030 | 566,441 | |
Philip Morris International, Inc. | |||
1,455,000 | 4.88%, 02/15/2028 | 1,409,563 | |
1,220,000 | 5.13%, 11/17/2027 | 1,195,912 | |
2,180,000 | 5.13%, 02/15/2030 | 2,089,712 | |
1,230,000 | 5.38%, 02/15/2033 | 1,166,210 | |
830,000 | 5.63%, 11/17/2029 | 821,361 | |
1,190,000 | 5.63%, 09/07/2033 | 1,144,689 | |
8,393,888 | |||
Apparel - 0.2% | |||
550,000 | Hanesbrands, Inc. 4.88%, 05/15/2026(1) | 504,323 | |
3,550,000 | William Carter Co. 5.63%, 03/15/2027(1) | 3,414,213 | |
3,918,536 | |||
Beverages - 0.1% | |||
Bacardi Ltd./Bacardi-Martini BV | |||
150,000 | 5.25%, 01/15/2029(1) | 145,115 | |
875,000 | 5.40%, 06/15/2033(1) | 820,145 | |
965,260 | |||
Biotechnology - 0.4% | |||
Amgen, Inc. | |||
445,000 | 5.25%, 03/02/2030 | 434,817 | |
2,755,000 | 5.25%, 03/02/2033 | 2,634,127 | |
860,000 | CSL Finance PLC 4.05%, 04/27/2029(1) | 802,419 | |
Royalty Pharma PLC | |||
2,900,000 | 2.15%, 09/02/2031 | 2,170,714 | |
750,000 | 2.20%, 09/02/2030 | 582,418 | |
6,624,495 | |||
Chemicals - 0.2% | |||
Celanese U.S. Holdings LLC | |||
1,600,000 | 6.17%, 07/15/2027 | 1,577,895 | |
1,235,000 | 6.33%, 07/15/2029 | 1,210,891 | |
975,000 | 6.55%, 11/15/2030 | 954,029 | |
3,742,815 |
33 |
Hartford Total Return Bond HLS Fund
Schedule of
Investments – (continued)
September 30, 2023 (Unaudited)
September 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 29.2% - (continued) | |||
Commercial Banks - 6.3% | |||
$ 1,400,000 | ABN AMRO Bank NV 6.34%, 09/18/2027, (6.34% fixed rate until 09/18/2026; 1 yr. USD CMT + 1.65% thereafter)(1)(7) | $ 1,397,119 | |
2,660,000 | ANZ New Zealand International Ltd. 5.36%, 08/14/2028(1) | 2,611,679 | |
EUR 800,000 | Banca Comerciala Romana SA 7.63%, 05/19/2027, (7.63% fixed rate until 05/19/2026; 3 mo. EURIBOR + 4.54% thereafter)(7)(8) | 870,731 | |
1,361,000 | Banca Transilvania SA 8.88%, 04/27/2027, (8.88% fixed rate until 04/27/2026; 1 yr. EURIBOR ICE Swap + 5.58% thereafter)(7)(8) | 1,488,704 | |
Bank of America Corp. | |||
$ 275,000 | 1.90%, 07/23/2031, (1.90% fixed rate until 07/23/2030; 6 mo. USD SOFR + 1.53% thereafter)(7) | 209,000 | |
185,000 | 1.92%, 10/24/2031, (1.92% fixed rate until 10/24/2030; 6 mo. USD SOFR + 1.37% thereafter)(7) | 139,664 | |
2,150,000 | 2.30%, 07/21/2032, (2.30% fixed rate until 07/21/2031; 6 mo. USD SOFR + 1.22% thereafter)(7) | 1,629,546 | |
965,000 | 2.57%, 10/20/2032, (2.57% fixed rate until 10/20/2031; 6 mo. USD SOFR + 1.21% thereafter)(7) | 741,732 | |
1,440,000 | 2.59%, 04/29/2031, (2.59% fixed rate until 04/29/2030; 6 mo. USD SOFR + 2.15% thereafter)(7) | 1,158,280 | |
5,090,000 | 2.69%, 04/22/2032, (2.69% fixed rate until 04/22/2031; 6 mo. USD SOFR + 1.32% thereafter)(7) | 4,003,742 | |
3,050,000 | 3.19%, 07/23/2030, (3.19% fixed rate until 07/23/2029; 3 mo. USD Term SOFR + 1.44% thereafter)(7) | 2,607,441 | |
205,000 | 3.42%, 12/20/2028, (3.42% fixed rate until 12/20/2027; 3 mo. USD Term SOFR + 1.30% thereafter)(7) | 184,526 | |
1,630,000 | 4.95%, 07/22/2028, (4.95% fixed rate until 07/22/2027; 6 mo. USD SOFR + 2.04% thereafter)(7) | 1,566,408 | |
1,630,000 | 5.20%, 04/25/2029, (5.20% fixed rate until 04/25/2028; 6 mo. USD SOFR + 1.63% thereafter)(7) | 1,571,880 | |
2,205,000 | 5.93%, 09/15/2027, (5.93% fixed rate until 09/15/2026; 3 mo. USD SOFR + 1.34% thereafter)(7) | 2,191,808 | |
3,685,000 | Bank of Ireland Group PLC 6.25%, 09/16/2026, (6.25% fixed rate until 09/16/2025; 1 yr. USD CMT + 2.65% thereafter)(1)(7) | 3,661,903 | |
Barclays PLC | |||
660,000 | 6.22%, 05/09/2034, (6.22% fixed rate until 05/09/2033; 2 mo. USD SOFR + 2.98% thereafter)(7) | 625,358 | |
735,000 | 6.49%, 09/13/2029, (6.49% fixed rate until 09/13/2028; 3 mo. USD SOFR + 2.22% thereafter)(7) | 729,320 | |
1,980,000 | 7.12%, 06/27/2034, (7.12% fixed rate until 06/27/2033; 6 mo. USD SOFR + 3.57% thereafter)(7) | 1,907,943 | |
600,000 | 7.39%, 11/02/2028, (7.39% fixed rate until 11/02/2027; 1 yr. USD CMT + 3.30% thereafter)(7) | 615,661 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 29.2% - (continued) | |||
Commercial Banks - 6.3% - (continued) | |||
BNP Paribas SA | |||
$ 660,000 | 2.16%, 09/15/2029, (2.16% fixed rate until 09/15/2028; 6 mo. USD SOFR + 1.22% thereafter)(1)(7) | $ 544,276 | |
1,030,000 | 2.22%, 06/09/2026, (2.22% fixed rate until 06/09/2025; 6 mo. USD SOFR + 2.07% thereafter)(1)(7) | 961,335 | |
1,170,000 | 5.13%, 01/13/2029, (5.13% fixed rate until 01/13/2028; 1 yr. USD CMT + 1.45% thereafter)(1)(7) | 1,129,813 | |
740,000 | 5.34%, 06/12/2029, (5.34% fixed rate until 06/12/2028; 1 yr. USD CMT + 1.50% thereafter)(1)(7) | 718,477 | |
910,000 | Citibank NA 5.80%, 09/29/2028 | 910,416 | |
745,000 | Credit Agricole SA 6.32%, 10/03/2029, (6.32% fixed rate until 10/03/2028; 3 mo. USD SOFR + 1.86% thereafter)(1)(7) | 745,357 | |
Danske Bank AS | |||
655,000 | 1.62%, 09/11/2026, (1.62% fixed rate until 09/11/2025; 1 yr. USD CMT + 1.35% thereafter)(1)(7) | 596,719 | |
1,970,000 | 5.38%, 01/12/2024(1) | 1,963,340 | |
Deutsche Bank AG | |||
410,000 | 2.13%, 11/24/2026, (2.13% fixed rate until 11/24/2025; 6 mo. USD SOFR + 1.87% thereafter)(7) | 370,814 | |
1,345,000 | 2.31%, 11/16/2027, (2.31% fixed rate until 11/16/2026; 6 mo. USD SOFR + 1.22% thereafter)(7) | 1,171,381 | |
200,000 | 3.74%, 01/07/2033, (3.74% fixed rate until 10/07/2031; 6 mo. USD SOFR + 2.26% thereafter)(7) | 143,575 | |
1,455,000 | 7.08%, 02/10/2034, (7.08% fixed rate until 11/10/2032; 6 mo. USD SOFR + 3.65% thereafter)(7) | 1,315,274 | |
Goldman Sachs Group, Inc. | |||
2,260,000 | 2.38%, 07/21/2032, (2.38% fixed rate until 07/21/2031; 6 mo. USD SOFR + 1.25% thereafter)(7) | 1,721,617 | |
4,045,000 | 2.62%, 04/22/2032, (2.62% fixed rate until 04/22/2031; 6 mo. USD SOFR + 1.28% thereafter)(7) | 3,159,972 | |
1,890,000 | 4.22%, 05/01/2029, (4.22% fixed rate until 05/01/2028; 3 mo. USD Term SOFR + 1.56% thereafter)(7) | 1,748,515 | |
HSBC Holdings PLC | |||
1,150,000 | 2.21%, 08/17/2029, (2.21% fixed rate until 08/17/2028; 6 mo. USD SOFR + 1.29% thereafter)(7) | 948,113 | |
1,595,000 | 4.58%, 06/19/2029, (4.58% fixed rate until 06/19/2028; 3 mo. USD Term SOFR + 1.80% thereafter)(7) | 1,474,606 | |
410,000 | 4.76%, 03/29/2033, (4.76% fixed rate until 03/29/2032; 6 mo. USD SOFR + 2.53% thereafter)(7) | 349,238 | |
4,800,000 | 5.40%, 08/11/2033, (5.40% fixed rate until 08/11/2032; 6 mo. USD SOFR + 2.87% thereafter)(7) | 4,424,329 | |
1,565,000 | 5.89%, 08/14/2027, (5.89% fixed rate until 08/14/2026; 3 mo. USD SOFR + 1.57% thereafter)(7) | 1,546,108 | |
1,120,000 | 6.16%, 03/09/2029, (6.16% fixed rate until 03/09/2028; 6 mo. USD SOFR + 1.97% thereafter)(7) | 1,108,867 |
34 |
Hartford Total Return Bond HLS Fund
Schedule of
Investments – (continued)
September 30, 2023 (Unaudited)
September 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 29.2% - (continued) | |||
Commercial Banks - 6.3% - (continued) | |||
$ 935,000 | 6.33%, 03/09/2044, (6.33% fixed rate until 03/09/2043; 6 mo. USD SOFR + 2.65% thereafter)(7) | $ 897,263 | |
2,420,000 | 6.55%, 06/20/2034, (6.55% fixed rate until 06/20/2033; 6 mo. USD SOFR + 2.98% thereafter)(7) | 2,295,653 | |
300,000 | Huntington Bancshares, Inc. 6.21%, 08/21/2029, (6.21% fixed rate until 08/21/2028; 6 mo. USD SOFR + 2.02% thereafter)(7) | 293,543 | |
825,000 | Huntington National Bank 5.65%, 01/10/2030(9) | 777,495 | |
1,485,000 | Intesa Sanpaolo SpA 6.63%, 06/20/2033(1) | 1,395,866 | |
JP Morgan Chase & Co. | |||
1,270,000 | 2.55%, 11/08/2032, (2.55% fixed rate until 11/08/2031; 6 mo. USD SOFR + 1.18% thereafter)(7) | 983,185 | |
1,025,000 | 3.51%, 01/23/2029, (3.51% fixed rate until 01/23/2028; 3 mo. USD Term SOFR + 1.21% thereafter)(7) | 929,868 | |
595,000 | 3.70%, 05/06/2030, (3.70% fixed rate until 05/06/2029; 3 mo. USD Term SOFR + 1.42% thereafter)(7) | 530,814 | |
930,000 | 3.96%, 01/29/2027, (3.96% fixed rate until 01/29/2026; 3 mo. USD Term SOFR + 1.51% thereafter)(7) | 889,029 | |
2,230,000 | 4.01%, 04/23/2029, (4.01% fixed rate until 04/23/2028; 3 mo. USD Term SOFR + 1.38% thereafter)(7) | 2,055,385 | |
685,000 | 4.85%, 07/25/2028, (4.85% fixed rate until 07/25/2027; 6 mo. USD SOFR + 1.99% thereafter)(7) | 660,392 | |
1,515,000 | 5.30%, 07/24/2029, (5.30% fixed rate until 07/24/2028; 6 mo. USD SOFR + 1.45% thereafter)(7) | 1,474,357 | |
1,515,000 | M&T Bank Corp. 5.05%, 01/27/2034, (5.05% fixed rate until 01/27/2033; 6 mo. USD SOFR + 1.85% thereafter)(7) | 1,310,328 | |
1,580,000 | Manufacturers & Traders Trust Co. 4.70%, 01/27/2028 | 1,459,384 | |
EUR 1,200,000 | mBank SA 0.97%, 09/21/2027, (0.97% fixed rate until 09/21/2026; 3 mo. Euribor + 1.25% thereafter)(7)(8) | 1,032,468 | |
Morgan Stanley | |||
$ 4,185,000 | 1.79%, 02/13/2032, (1.79% fixed rate until 02/13/2031; 6 mo. USD SOFR + 1.03% thereafter)(7) | 3,100,743 | |
1,960,000 | 1.93%, 04/28/2032, (1.93% fixed rate until 04/28/2031; 6 mo. USD SOFR + 1.02% thereafter)(7) | 1,456,418 | |
860,000 | 3.59%, 07/22/2028, 3 mo. USD LIBOR + 1.34%(3) | 784,718 | |
460,000 | 3.62%, 04/01/2031, (3.62% fixed rate until 04/01/2030; 6 mo. USD SOFR + 3.12% thereafter)(7) | 396,378 | |
80,000 | 5.12%, 02/01/2029, (5.12% fixed rate until 02/01/2028; 6 mo. USD SOFR + 1.73% thereafter)(7) | 77,066 | |
1,950,000 | 5.16%, 04/20/2029, (5.16% fixed rate until 04/20/2028; 6 mo. USD SOFR + 1.59% thereafter)(7) | 1,878,069 | |
455,000 | 5.45%, 07/20/2029, (5.45% fixed rate until 07/20/2028; 2 mo. USD SOFR + 1.63% thereafter)(7) | 443,741 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 29.2% - (continued) | |||
Commercial Banks - 6.3% - (continued) | |||
OTP Bank Nyrt | |||
EUR 1,570,000 | 7.35%, 03/04/2026, (7.35% fixed rate until 03/04/2025; 3 mo. EURIBOR + 4.52% thereafter)(7)(8) | $ 1,686,404 | |
$ 815,000 | 7.50%, 05/25/2027, (7.50% fixed rate until 05/25/2026; 1 yr. USD CMT + 3.71% thereafter)(7)(8) | 817,763 | |
4,795,000 | Societe Generale SA 6.22%, 06/15/2033, (6.22% fixed rate until 06/15/2032; 1 yr. USD CMT + 3.20% thereafter)(1)(7) | 4,343,313 | |
Standard Chartered PLC | |||
1,645,000 | 6.30%, 07/06/2034, (6.30% fixed rate until 07/06/2033; 1 yr. USD CMT + 2.58% thereafter)(1)(7) | 1,587,400 | |
1,195,000 | 7.77%, 11/16/2028, (7.77% fixed rate until 11/16/2027; 1 yr. USD CMT + 3.45% thereafter)(1)(7) | 1,252,379 | |
UBS Group AG | |||
865,000 | 3.09%, 05/14/2032, (3.09% fixed rate until 05/14/2031; 6 mo. USD SOFR + 1.73% thereafter)(1)(7) | 683,372 | |
1,595,000 | 4.75%, 05/12/2028, (4.75% fixed rate until 05/12/2027; 1 yr. USD CMT + 1.75% thereafter)(1)(7) | 1,507,193 | |
835,000 | 6.25%, 09/22/2029, (6.25% fixed rate until 09/22/2028; 1 yr. USD CMT + 1.80% thereafter)(1)(7) | 827,479 | |
760,000 | 6.44%, 08/11/2028, (6.44% fixed rate until 08/11/2027; 6 mo. USD SOFR + 3.70% thereafter)(1)(7) | 759,433 | |
2,785,000 | 6.54%, 08/12/2033, (6.54% fixed rate until 08/12/2032; 6 mo. USD SOFR + 3.92% thereafter)(1)(7) | 2,755,734 | |
Wells Fargo & Co. | |||
445,000 | 2.57%, 02/11/2031, (2.57% fixed rate until 02/11/2030; 3 mo. USD Term SOFR + 1.26% thereafter)(7) | 359,789 | |
930,000 | 2.88%, 10/30/2030, (2.88% fixed rate until 10/30/2029; 3 mo. USD Term SOFR + 1.43% thereafter)(7) | 776,163 | |
665,000 | 3.00%, 10/23/2026 | 610,549 | |
2,110,000 | 3.35%, 03/02/2033, (3.35% fixed rate until 03/02/2032; 6 mo. USD SOFR + 1.50% thereafter)(7) | 1,705,328 | |
725,000 | 3.91%, 04/25/2026, (3.91% fixed rate until 04/25/2025; 6 mo. USD SOFR + 1.32% thereafter)(7) | 698,710 | |
1,050,000 | 4.81%, 07/25/2028, (4.81% fixed rate until 07/25/2027; 6 mo. USD SOFR + 1.98% thereafter)(7) | 1,002,457 | |
940,000 | 4.90%, 07/25/2033, (4.90% fixed rate until 07/25/2032; 6 mo. USD SOFR + 2.10% thereafter)(7) | 850,859 | |
650,000 | 5.39%, 04/24/2034, (5.39% fixed rate until 04/24/2033; 6 mo. USD SOFR + 2.02% thereafter)(7) | 607,852 | |
3,455,000 | 5.57%, 07/25/2029, (5.57% fixed rate until 07/25/2028; 2 mo. USD SOFR + 1.74% thereafter)(7) | 3,374,056 | |
108,292,983 | |||
Commercial Services - 1.0% | |||
Ashtead Capital, Inc. | |||
1,190,000 | 4.00%, 05/01/2028(1) | 1,082,085 | |
4,990,000 | 4.38%, 08/15/2027(1) | 4,641,230 | |
1,405,000 | 5.50%, 08/11/2032(1) | 1,298,744 |
35 |
Hartford Total Return Bond HLS Fund
Schedule of
Investments – (continued)
September 30, 2023 (Unaudited)
September 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 29.2% - (continued) | |||
Commercial Services - 1.0% - (continued) | |||
$ 210,000 | 5.55%, 05/30/2033(1) | $ 194,888 | |
270,000 | 5.95%, 10/15/2033(1) | 256,408 | |
Howard University | |||
1,000,000 | 2.70%, 10/01/2029 | 842,544 | |
1,000,000 | 2.90%, 10/01/2031 | 812,027 | |
720,000 | 3.48%, 10/01/2041 | 492,518 | |
Service Corp. International | |||
2,500,000 | 3.38%, 08/15/2030 | 2,015,000 | |
385,000 | 4.63%, 12/15/2027 | 356,795 | |
4,561,000 | 5.13%, 06/01/2029 | 4,216,644 | |
United Rentals North America, Inc. | |||
140,000 | 4.00%, 07/15/2030 | 119,321 | |
445,000 | 4.88%, 01/15/2028 | 416,608 | |
16,744,812 | |||
Construction Materials - 0.4% | |||
3,340,000 | Builders FirstSource, Inc. 5.00%, 03/01/2030(1) | 2,977,206 | |
Standard Industries, Inc. | |||
535,000 | 3.38%, 01/15/2031(1) | 413,597 | |
3,370,000 | 4.38%, 07/15/2030(1) | 2,795,301 | |
6,186,104 | |||
Distribution/Wholesale - 0.0% | |||
700,000 | LKQ Corp. 5.75%, 06/15/2028(1) | 683,928 | |
Diversified Financial Services - 0.8% | |||
Capital One Financial Corp. | |||
485,000 | 3.27%, 03/01/2030, (3.27% fixed rate until 03/01/2029; 6 mo. USD SOFR + 1.79% thereafter)(7) | 405,756 | |
1,325,000 | 5.25%, 07/26/2030, (5.25% fixed rate until 07/26/2029; 6 mo. USD SOFR + 2.60% thereafter)(7) | 1,228,604 | |
615,000 | 5.47%, 02/01/2029, (5.47% fixed rate until 02/01/2028; 6 mo. USD SOFR + 2.08% thereafter)(7) | 585,497 | |
535,000 | 5.82%, 02/01/2034, (5.82% fixed rate until 02/01/2033; 6 mo. USD SOFR + 2.60% thereafter)(7) | 482,667 | |
705,000 | 6.31%, 06/08/2029, (6.31% fixed rate until 06/08/2028; 6 mo. USD SOFR + 2.64% thereafter)(7) | 689,204 | |
535,000 | 6.38%, 06/08/2034, (6.38% fixed rate until 06/08/2033; 3 mo. USD SOFR + 2.86% thereafter)(7) | 505,094 | |
7,400,000 | GTP Acquisition Partners I LLC 3.48%, 06/15/2050(1) | 7,081,093 | |
455,000 | Intercontinental Exchange, Inc. 4.35%, 06/15/2029 | 428,135 | |
Nasdaq, Inc. | |||
600,000 | 5.35%, 06/28/2028 | 589,118 | |
845,000 | 5.55%, 02/15/2034 | 806,678 | |
Synchrony Financial | |||
725,000 | 2.88%, 10/28/2031 | 513,757 | |
1,090,000 | 7.25%, 02/02/2033 | 962,337 | |
14,277,940 | |||
Electric - 3.8% | |||
1,235,000 | Alabama Power Co. 3.45%, 10/01/2049 | 819,858 | |
450,000 | Arizona Public Service Co. 5.55%, 08/01/2033 | 436,658 | |
Berkshire Hathaway Energy Co. | |||
705,000 | 1.65%, 05/15/2031 | 528,065 | |
850,000 | 4.60%, 05/01/2053 | 663,263 | |
Cleco Corporate Holdings LLC | |||
1,225,000 | 3.38%, 09/15/2029 | 1,023,474 | |
75,000 | 4.97%, 05/01/2046 | 56,292 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 29.2% - (continued) | |||
Electric - 3.8% - (continued) | |||
$ 1,050,000 | Consolidated Edison Co. of New York, Inc. 3.20%, 12/01/2051 | $ 656,894 | |
Dominion Energy, Inc. | |||
583,000 | 3.38%, 04/01/2030 | 501,643 | |
3,827,000 | 5.38%, 11/15/2032 | 3,655,434 | |
65,000 | 6.30%, 03/15/2033 | 66,025 | |
1,320,000 | Duke Energy Carolinas LLC 4.25%, 12/15/2041 | 1,055,584 | |
Duke Energy Corp. | |||
3,200,000 | 2.55%, 06/15/2031 | 2,537,871 | |
1,160,000 | 4.50%, 08/15/2032 | 1,043,806 | |
400,000 | 5.00%, 08/15/2052 | 332,592 | |
780,000 | Duke Energy Indiana LLC 3.25%, 10/01/2049 | 494,843 | |
40,000 | Duke Energy Ohio, Inc. 5.25%, 04/01/2033 | 38,627 | |
Duke Energy Progress LLC | |||
490,000 | 4.00%, 04/01/2052 | 356,154 | |
670,000 | 4.38%, 03/30/2044 | 534,664 | |
Edison International | |||
635,000 | 5.25%, 11/15/2028 | 611,049 | |
2,155,000 | 6.95%, 11/15/2029 | 2,222,877 | |
755,000 | Emera, Inc. 6.75%, 06/15/2076, (6.75% fixed rate until 06/15/2026; 3 mo. USD LIBOR + 5.44% thereafter)(7) | 723,038 | |
1,385,000 | Enel Finance International NV 5.00%, 06/15/2032(1) | 1,253,381 | |
Evergy, Inc. | |||
730,000 | 2.45%, 09/15/2024 | 705,169 | |
715,000 | 2.90%, 09/15/2029 | 610,753 | |
Eversource Energy | |||
2,255,000 | 5.13%, 05/15/2033 | 2,101,606 | |
380,000 | 5.45%, 03/01/2028 | 375,729 | |
565,000 | Florida Power & Light Co. 5.10%, 04/01/2033 | 546,744 | |
Georgia Power Co. | |||
600,000 | 2.65%, 09/15/2029 | 509,606 | |
940,000 | 4.30%, 03/15/2042 | 751,344 | |
450,000 | 4.70%, 05/15/2032 | 417,302 | |
635,000 | 4.95%, 05/17/2033 | 595,330 | |
845,000 | Investment Energy Resources Ltd. 6.25%, 04/26/2029(1) | 768,950 | |
1,465,000 | IPALCO Enterprises, Inc. 3.70%, 09/01/2024 | 1,430,837 | |
660,000 | Kentucky Utilities Co. 5.45%, 04/15/2033 | 644,968 | |
645,000 | Monongahela Power Co. 5.85%, 02/15/2034(1) | 633,288 | |
305,000 | National Grid PLC 5.60%, 06/12/2028 | 301,717 | |
870,000 | National Rural Utilities Cooperative Finance Corp. 5.80%, 01/15/2033 | 868,980 | |
NextEra Energy Capital Holdings, Inc. | |||
1,235,000 | 1.88%, 01/15/2027 | 1,093,655 | |
1,145,000 | 2.25%, 06/01/2030 | 916,953 | |
2,560,000 | 4.63%, 07/15/2027 | 2,467,984 | |
410,000 | 5.00%, 02/28/2030 | 392,767 | |
1,035,000 | 5.00%, 07/15/2032 | 967,549 | |
230,000 | 6.05%, 03/01/2025 | 230,361 | |
1,705,000 | NRG Energy, Inc. 2.45%, 12/02/2027(1) | 1,445,487 | |
705,000 | Oglethorpe Power Corp. 4.50%, 04/01/2047 | 526,247 | |
755,000 | Ohio Edison Co. 5.50%, 01/15/2033(1) | 722,546 | |
Pacific Gas & Electric Co. | |||
3,780,000 | 2.50%, 02/01/2031 | 2,876,406 | |
320,000 | 3.50%, 08/01/2050 | 190,480 | |
260,000 | 4.40%, 03/01/2032 | 220,295 | |
1,350,000 | 4.55%, 07/01/2030 | 1,193,501 | |
341,000 | 4.95%, 07/01/2050 | 253,179 | |
529,000 | 5.25%, 03/01/2052 | 407,364 | |
1,630,000 | 5.90%, 06/15/2032 | 1,522,525 |
36 |
Hartford Total Return Bond HLS Fund
Schedule of
Investments – (continued)
September 30, 2023 (Unaudited)
September 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 29.2% - (continued) | |||
Electric - 3.8% - (continued) | |||
$ 2,675,000 | 6.10%, 01/15/2029 | $ 2,613,260 | |
1,460,000 | 6.15%, 01/15/2033 | 1,385,085 | |
2,895,000 | 6.40%, 06/15/2033 | 2,794,209 | |
180,000 | 6.75%, 01/15/2053 | 168,462 | |
340,000 | PPL Capital Funding, Inc. 4.13%, 04/15/2030 | 305,375 | |
Puget Energy, Inc. | |||
1,090,000 | 2.38%, 06/15/2028 | 932,540 | |
2,070,000 | 3.65%, 05/15/2025 | 1,984,364 | |
1,085,000 | Sempra 5.40%, 08/01/2026 | 1,073,705 | |
Southern California Edison Co. | |||
1,550,000 | 2.85%, 08/01/2029 | 1,337,118 | |
565,000 | 5.30%, 03/01/2028 | 557,746 | |
Southern Co. | |||
1,010,000 | 3.70%, 04/30/2030 | 894,877 | |
1,425,000 | 5.20%, 06/15/2033 | 1,347,149 | |
510,000 | 5.70%, 03/15/2034 | 499,607 | |
1,275,000 | Southwestern Electric Power Co. 5.30%, 04/01/2033 | 1,204,321 | |
1,145,000 | Virginia Electric & Power Co. 5.00%, 04/01/2033 | 1,074,834 | |
720,000 | Xcel Energy, Inc. 4.60%, 06/01/2032 | 653,554 | |
65,127,920 | |||
Energy-Alternate Sources - 0.3% | |||
2,650,000 | Energo-Pro AS 8.50%, 02/04/2027(1) | 2,585,181 | |
1,085,000 | FS Luxembourg Sarl 10.00%, 12/15/2025(1) | 1,111,874 | |
1,465,450 | Greenko Power II Ltd. 4.30%, 12/13/2028(8) | 1,252,786 | |
4,949,841 | |||
Engineering & Construction - 0.2% | |||
1,615,000 | IHS Holding Ltd. 6.25%, 11/29/2028(1) | 1,224,784 | |
3,127,589 | International Airport Finance SA 12.00%, 03/15/2033(1)(9) | 2,958,699 | |
4,183,483 | |||
Entertainment - 0.4% | |||
Warnermedia Holdings, Inc. | |||
455,000 | 4.28%, 03/15/2032 | 386,274 | |
1,145,000 | 5.14%, 03/15/2052 | 849,235 | |
400,000 | 5.39%, 03/15/2062 | 295,455 | |
WMG Acquisition Corp. | |||
725,000 | 3.75%, 12/01/2029(1) | 609,000 | |
4,525,000 | 3.88%, 07/15/2030(1) | 3,822,268 | |
5,962,232 | |||
Environmental Control - 0.3% | |||
4,475,000 | Clean Harbors, Inc. 4.88%, 07/15/2027(1) | 4,217,704 | |
1,145,000 | Veralto Corp. 5.35%, 09/18/2028(1) | 1,132,236 | |
5,349,940 | |||
Food - 0.3% | |||
411,000 | Conagra Brands, Inc. 4.85%, 11/01/2028 | 392,467 | |
345,000 | General Mills, Inc. 4.95%, 03/29/2033 | 323,361 | |
1,200,000 | Minerva Luxembourg SA 8.88%, 09/13/2033(1) | 1,190,342 | |
3,070,000 | NBM U.S. Holdings, Inc. 7.00%, 05/14/2026(1) | 3,044,572 | |
4,950,742 | |||
Gas - 0.5% | |||
1,440,000 | Brooklyn Union Gas Co. 6.39%, 09/15/2033(1) | 1,412,899 | |
1,120,000 | KeySpan Gas East Corp. 5.99%, 03/06/2033(1) | 1,081,174 | |
NiSource, Inc. | |||
500,000 | 3.49%, 05/15/2027 | 463,499 | |
1,690,000 | 3.60%, 05/01/2030 | 1,472,962 | |
585,000 | 5.25%, 03/30/2028 | 573,179 | |
1,045,000 | 5.40%, 06/30/2033 | 1,001,939 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 29.2% - (continued) | |||
Gas - 0.5% - (continued) | |||
$ 585,000 | Piedmont Natural Gas Co., Inc. 5.40%, 06/15/2033 | $ 557,894 | |
985,000 | Southern California Gas Co. 5.20%, 06/01/2033 | 932,072 | |
280,000 | Southern Co. Gas Capital Corp. 5.75%, 09/15/2033 | 274,583 | |
7,770,201 | |||
Hand/Machine Tools - 0.2% | |||
Regal Rexnord Corp. | |||
2,640,000 | 6.05%, 04/15/2028(1) | 2,568,254 | |
1,200,000 | 6.30%, 02/15/2030(1) | 1,159,437 | |
3,727,691 | |||
Healthcare - Products - 0.6% | |||
Alcon Finance Corp. | |||
1,164,000 | 2.75%, 09/23/2026(1) | 1,070,464 | |
560,000 | 3.00%, 09/23/2029(1) | 482,104 | |
455,000 | 5.38%, 12/06/2032(1) | 441,470 | |
340,000 | 5.75%, 12/06/2052(1) | 324,569 | |
3,220,000 | Avantor Funding, Inc. 4.63%, 07/15/2028(1) | 2,935,675 | |
GE HealthCare Technologies, Inc. | |||
745,000 | 5.86%, 03/15/2030 | 738,900 | |
1,360,000 | 5.91%, 11/22/2032 | 1,349,152 | |
Haleon U.S. Capital LLC | |||
1,005,000 | 3.38%, 03/24/2029 | 901,529 | |
265,000 | 3.63%, 03/24/2032 | 227,337 | |
2,812,000 | Hologic, Inc. 4.63%, 02/01/2028(1) | 2,587,204 | |
11,058,404 | |||
Healthcare - Services - 0.7% | |||
Centene Corp. | |||
850,000 | 2.45%, 07/15/2028 | 718,092 | |
95,000 | 3.38%, 02/15/2030 | 79,259 | |
435,000 | 4.25%, 12/15/2027 | 400,559 | |
5,230,000 | 4.63%, 12/15/2029 | 4,710,295 | |
470,000 | CommonSpirit Health 3.35%, 10/01/2029 | 410,360 | |
1,170,000 | Humana, Inc. 3.70%, 03/23/2029 | 1,067,490 | |
Kaiser Foundation Hospitals | |||
355,000 | 2.81%, 06/01/2041 | 238,275 | |
900,000 | 3.00%, 06/01/2051 | 565,918 | |
200,000 | Sutter Health 3.36%, 08/15/2050 | 130,597 | |
UnitedHealth Group, Inc. | |||
1,280,000 | 2.75%, 05/15/2040 | 869,352 | |
190,000 | 3.50%, 08/15/2039 | 146,185 | |
1,180,000 | 4.00%, 05/15/2029 | 1,104,960 | |
240,000 | 4.95%, 05/15/2062 | 206,677 | |
365,000 | 5.35%, 02/15/2033 | 361,199 | |
190,000 | 5.88%, 02/15/2053 | 190,487 | |
260,000 | 6.05%, 02/15/2063 | 262,767 | |
11,462,472 | |||
Home Builders - 0.2% | |||
Taylor Morrison Communities, Inc. | |||
540,000 | 5.13%, 08/01/2030(1) | 471,825 | |
2,558,000 | 5.75%, 01/15/2028(1) | 2,382,777 | |
2,854,602 | |||
Household Products - 0.0% | |||
840,000 | Kenvue, Inc. 5.05%, 03/22/2053(1) | 762,343 | |
Insurance - 0.6% | |||
580,000 | Aon Corp./Aon Global Holdings PLC 5.35%, 02/28/2033 | 556,158 | |
Athene Global Funding | |||
1,985,000 | 2.65%, 10/04/2031(1) | 1,472,165 | |
3,010,000 | 2.72%, 01/07/2029(1) | 2,500,665 | |
Corebridge Financial, Inc. | |||
650,000 | 3.85%, 04/05/2029 | 583,997 | |
280,000 | 6.05%, 09/15/2033(1) | 272,195 |
37 |
Hartford Total Return Bond HLS Fund
Schedule of
Investments – (continued)
September 30, 2023 (Unaudited)
September 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 29.2% - (continued) | |||
Insurance - 0.6% - (continued) | |||
$ 3,090,000 | Equitable Financial Life Global Funding 1.80%, 03/08/2028(1) | $ 2,587,565 | |
560,000 | Marsh & McLennan Cos., Inc. 4.75%, 03/15/2039 | 491,208 | |
770,000 | Metropolitan Life Global Funding I 5.15%, 03/28/2033(1) | 729,154 | |
830,000 | Willis North America, Inc. 3.60%, 05/15/2024 | 816,801 | |
10,009,908 | |||
Internet - 0.5% | |||
Gen Digital, Inc. | |||
3,060,000 | 5.00%, 04/15/2025(1) | 2,988,763 | |
1,900,000 | 6.75%, 09/30/2027(1) | 1,862,746 | |
Go Daddy Operating Co. LLC/GD Finance Co., Inc. | |||
770,000 | 3.50%, 03/01/2029(1) | 643,851 | |
3,995,000 | 5.25%, 12/01/2027(1) | 3,768,464 | |
9,263,824 | |||
Iron/Steel - 0.1% | |||
1,295,000 | ArcelorMittal SA 6.80%, 11/29/2032 | 1,286,302 | |
IT Services - 0.3% | |||
5,541,000 | Booz Allen Hamilton, Inc. 3.88%, 09/01/2028(1) | 4,964,182 | |
Machinery-Diversified - 0.1% | |||
445,000 | Ingersoll Rand, Inc. 5.70%, 08/14/2033 | 430,621 | |
1,221,000 | Otis Worldwide Corp. 2.57%, 02/15/2030 | 1,012,493 | |
1,443,114 | |||
Media - 1.3% | |||
Charter Communications Operating LLC/Charter Communications Operating Capital | |||
640,000 | 3.50%, 03/01/2042 | 397,155 | |
685,000 | 4.80%, 03/01/2050 | 478,174 | |
765,000 | 5.13%, 07/01/2049 | 555,947 | |
3,165,000 | 6.48%, 10/23/2045 | 2,763,418 | |
55,000 | 6.83%, 10/23/2055 | 48,572 | |
1,484,000 | Comcast Corp. 2.94%, 11/01/2056 | 844,327 | |
1,105,000 | Cox Communications, Inc. 2.60%, 06/15/2031(1) | 860,982 | |
Discovery Communications LLC | |||
545,000 | 3.63%, 05/15/2030 | 461,422 | |
1,970,000 | 4.00%, 09/15/2055 | 1,180,827 | |
790,000 | 5.20%, 09/20/2047 | 598,474 | |
2,196,000 | 5.30%, 05/15/2049 | 1,680,226 | |
Paramount Global | |||
1,125,000 | 4.20%, 05/19/2032(9) | 894,609 | |
710,000 | 4.38%, 03/15/2043 | 459,127 | |
2,645,000 | 4.95%, 01/15/2031(9) | 2,274,569 | |
1,000,000 | 5.25%, 04/01/2044 | 697,696 | |
Sirius XM Radio, Inc. | |||
2,645,000 | 3.13%, 09/01/2026(1) | 2,357,356 | |
1,425,000 | 4.00%, 07/15/2028(1) | 1,216,300 | |
590,000 | 4.13%, 07/01/2030(1) | 472,000 | |
2,900,000 | Time Warner Cable Enterprises LLC 8.38%, 07/15/2033 | 3,120,094 | |
780,000 | Time Warner Cable LLC 6.55%, 05/01/2037 | 707,819 | |
22,069,094 | |||
Mining - 0.5% | |||
2,575,000 | Anglo American Capital PLC 2.63%, 09/10/2030(1) | 2,055,754 | |
2,150,000 | Corp. Nacional del Cobre de Chile 5.95%, 01/08/2034(1) | 2,081,954 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 29.2% - (continued) | |||
Mining - 0.5% - (continued) | |||
$ 730,000 | FMG Resources August 2006 Pty. Ltd. 4.38%, 04/01/2031(1) | $ 600,663 | |
Glencore Funding LLC | |||
405,000 | 2.85%, 04/27/2031(1) | 321,445 | |
1,050,000 | 5.70%, 05/08/2033(1) | 995,923 | |
1,915,000 | 6.38%, 10/06/2030(1) | 1,910,134 | |
7,965,873 | |||
Office/Business Equipment - 0.3% | |||
CDW LLC/CDW Finance Corp. | |||
485,000 | 2.67%, 12/01/2026 | 437,442 | |
5,898,000 | 3.25%, 02/15/2029 | 5,031,227 | |
5,468,669 | |||
Oil & Gas - 1.6% | |||
Aker BP ASA | |||
1,367,000 | 2.00%, 07/15/2026(1) | 1,220,267 | |
465,000 | 3.10%, 07/15/2031(1) | 372,166 | |
1,060,000 | 5.60%, 06/13/2028(1) | 1,035,838 | |
1,055,000 | 6.00%, 06/13/2033(1) | 1,019,918 | |
BP Capital Markets America, Inc. | |||
780,000 | 2.94%, 06/04/2051 | 476,524 | |
285,000 | 3.00%, 02/24/2050 | 177,762 | |
2,025,000 | 4.81%, 02/13/2033 | 1,896,679 | |
1,140,000 | 4.89%, 09/11/2033 | 1,070,697 | |
ConocoPhillips Co. | |||
365,000 | 4.03%, 03/15/2062 | 261,931 | |
1,050,000 | 5.05%, 09/15/2033 | 1,006,462 | |
780,000 | 5.70%, 09/15/2063 | 742,835 | |
Continental Resources, Inc. | |||
420,000 | 2.88%, 04/01/2032(1) | 314,611 | |
570,000 | 5.75%, 01/15/2031(1) | 535,563 | |
80,000 | Diamondback Energy, Inc. 6.25%, 03/15/2033 | 80,082 | |
Ecopetrol SA | |||
505,000 | 4.63%, 11/02/2031 | 385,543 | |
3,050,000 | 8.63%, 01/19/2029 | 3,063,619 | |
Energian Israel Finance Ltd. | |||
735,000 | 4.88%, 03/30/2026(8) | 682,668 | |
695,000 | 5.88%, 03/30/2031(8) | 602,739 | |
680,000 | 8.50%, 09/30/2033(8) | 677,960 | |
Equinor ASA | |||
675,000 | 3.63%, 04/06/2040 | 520,637 | |
320,000 | 3.70%, 04/06/2050 | 233,388 | |
Hess Corp. | |||
417,000 | 7.13%, 03/15/2033 | 440,144 | |
285,000 | 7.30%, 08/15/2031 | 301,962 | |
2,045,000 | Leviathan Bond Ltd. 6.50%, 06/30/2027(8) | 1,937,637 | |
630,000 | Marathon Oil Corp. 6.60%, 10/01/2037 | 613,792 | |
Occidental Petroleum Corp. | |||
500,000 | 6.45%, 09/15/2036 | 493,390 | |
850,000 | 6.63%, 09/01/2030 | 861,263 | |
Ovintiv, Inc. | |||
355,000 | 6.50%, 08/15/2034 | 349,798 | |
785,000 | 6.63%, 08/15/2037 | 753,469 | |
150,000 | Patterson-UTI Energy, Inc. 7.15%, 10/01/2033 | 150,582 | |
Shell International Finance BV | |||
485,000 | 2.88%, 11/26/2041 | 328,941 | |
620,000 | 3.00%, 11/26/2051 | 389,215 | |
575,000 | 3.25%, 04/06/2050 | 383,327 | |
1,405,000 | Var Energi ASA 7.50%, 01/15/2028(1) | 1,441,726 | |
2,200,000 | Viper Energy Partners LP 5.38%, 11/01/2027(1) | 2,083,917 | |
26,907,052 |
38 |
Hartford Total Return Bond HLS Fund
Schedule of
Investments – (continued)
September 30, 2023 (Unaudited)
September 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 29.2% - (continued) | |||
Packaging & Containers - 0.4% | |||
Ball Corp. | |||
$ 795,000 | 4.00%, 11/15/2023 | $ 792,013 | |
6,115,000 | 6.00%, 06/15/2029 | 5,944,945 | |
6,736,958 | |||
Pharmaceuticals - 0.1% | |||
CVS Health Corp. | |||
435,000 | 4.13%, 04/01/2040 | 337,921 | |
755,000 | 5.13%, 02/21/2030 | 726,299 | |
525,000 | 5.25%, 01/30/2031 | 504,539 | |
1,568,759 | |||
Pipelines - 1.2% | |||
630,000 | Cheniere Energy Partners LP 4.50%, 10/01/2029 | 570,976 | |
915,000 | Columbia Pipelines Holding Co. LLC 6.04%, 08/15/2028(1) | 910,698 | |
Columbia Pipelines Operating Co. LLC | |||
180,000 | 5.93%, 08/15/2030(1) | 177,706 | |
1,255,000 | 6.04%, 11/15/2033(1) | 1,225,926 | |
315,000 | 6.54%, 11/15/2053(1) | 307,620 | |
Enbridge, Inc. | |||
2,520,000 | 5.70%, 03/08/2033 | 2,414,825 | |
1,540,000 | 8.50%, 01/15/2084, (8.50% fixed rate until 10/15/2033; 5 yr. USD CMT + 4.43% thereafter)(7) | 1,520,694 | |
Energy Transfer LP | |||
1,060,000 | 5.25%, 04/15/2029 | 1,016,811 | |
175,000 | 5.30%, 04/01/2044 | 142,344 | |
125,000 | EQM Midstream Partners LP 6.50%, 07/01/2027(1) | 122,071 | |
537,615 | Galaxy Pipeline Assets Bidco Ltd. 2.94%, 09/30/2040(1) | 413,783 | |
Greensaif Pipelines Bidco Sarl | |||
1,195,000 | 6.13%, 02/23/2038(1) | 1,166,534 | |
1,490,000 | 6.51%, 02/23/2042(1) | 1,460,282 | |
MPLX LP | |||
405,000 | 1.75%, 03/01/2026 | 367,273 | |
960,000 | 4.95%, 09/01/2032 | 874,575 | |
ONEOK, Inc. | |||
855,000 | 3.40%, 09/01/2029 | 742,129 | |
335,000 | 4.35%, 03/15/2029 | 309,002 | |
705,000 | 6.10%, 11/15/2032 | 696,695 | |
590,000 | Sabine Pass Liquefaction LLC 4.50%, 05/15/2030 | 541,190 | |
Targa Resources Corp. | |||
65,000 | 4.20%, 02/01/2033 | 55,287 | |
185,000 | 6.13%, 03/15/2033 | 181,614 | |
830,000 | 6.25%, 07/01/2052 | 761,493 | |
Targa Resources Partners LP/Targa Resources Partners Finance Corp. | |||
400,000 | 4.00%, 01/15/2032 | 336,592 | |
280,000 | 4.88%, 02/01/2031 | 250,863 | |
780,000 | TransCanada PipeLines Ltd. 2.50%, 10/12/2031 | 604,148 | |
400,000 | Transcontinental Gas Pipe Line Co. LLC 3.25%, 05/15/2030 | 343,119 | |
Western Midstream Operating LP | |||
580,000 | 4.75%, 08/15/2028 | 542,474 | |
980,000 | 6.15%, 04/01/2033 | 944,990 | |
Williams Cos., Inc. | |||
1,490,000 | 4.65%, 08/15/2032 | 1,355,944 | |
725,000 | 5.65%, 03/15/2033 | 700,743 | |
21,058,401 | |||
Real Estate Investment Trusts - 0.9% | |||
American Tower Corp. | |||
320,000 | 2.70%, 04/15/2031 | 253,862 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 29.2% - (continued) | |||
Real Estate Investment Trusts - 0.9% - (continued) | |||
$ 965,000 | 3.65%, 03/15/2027 | $ 894,222 | |
1,145,000 | 3.80%, 08/15/2029 | 1,019,809 | |
880,000 | 5.80%, 11/15/2028 | 873,173 | |
Crown Castle, Inc. | |||
960,000 | 2.90%, 03/15/2027 | 870,845 | |
2,780,000 | 4.80%, 09/01/2028 | 2,638,925 | |
390,000 | 5.00%, 01/11/2028 | 376,815 | |
1,135,000 | Equinix, Inc. 3.20%, 11/18/2029 | 972,138 | |
GLP Capital LP/GLP Financing II, Inc. | |||
435,000 | 4.00%, 01/15/2031 | 362,115 | |
1,025,000 | 5.30%, 01/15/2029 | 950,215 | |
1,535,000 | 5.75%, 06/01/2028 | 1,471,787 | |
2,240,000 | SBA Tower Trust 2.84%, 01/15/2050(1) | 2,144,129 | |
2,187,000 | VICI Properties LP 4.95%, 02/15/2030(9) | 2,000,445 | |
14,828,480 | |||
Retail - 0.7% | |||
AutoZone, Inc. | |||
765,000 | 4.75%, 08/01/2032 | 701,881 | |
235,000 | 4.75%, 02/01/2033 | 213,773 | |
FirstCash, Inc. | |||
3,352,000 | 4.63%, 09/01/2028(1) | 2,970,516 | |
1,735,000 | 5.63%, 01/01/2030(1) | 1,560,889 | |
Gap, Inc. | |||
2,041,000 | 3.63%, 10/01/2029(1) | 1,510,163 | |
3,819,000 | 3.88%, 10/01/2031(1) | 2,683,213 | |
1,755,000 | O'Reilly Automotive, Inc. 4.70%, 06/15/2032 | 1,608,386 | |
11,248,821 | |||
Semiconductors - 0.4% | |||
2,540,000 | Broadcom, Inc. 4.00%, 04/15/2029(1) | 2,292,572 | |
Intel Corp. | |||
715,000 | 3.10%, 02/15/2060 | 410,870 | |
305,000 | 5.70%, 02/10/2053 | 285,692 | |
500,000 | 5.90%, 02/10/2063 | 473,738 | |
Marvell Technology, Inc. | |||
1,940,000 | 2.45%, 04/15/2028 | 1,676,048 | |
85,000 | 2.95%, 04/15/2031 | 68,789 | |
370,000 | 5.95%, 09/15/2033 | 363,318 | |
385,000 | NXP BV/NXP Funding LLC 5.55%, 12/01/2028 | 376,884 | |
1,035,000 | Qorvo, Inc. 3.38%, 04/01/2031(1) | 819,794 | |
6,767,705 | |||
Software - 1.3% | |||
4,249,000 | Black Knight InfoServ LLC 3.63%, 09/01/2028(1) | 3,804,767 | |
3,542,000 | Fair Isaac Corp. 4.00%, 06/15/2028(1) | 3,179,058 | |
MSCI, Inc. | |||
668,000 | 3.63%, 11/01/2031(1) | 546,377 | |
392,000 | 3.88%, 02/15/2031(1) | 332,136 | |
1,870,000 | 4.00%, 11/15/2029(1) | 1,642,338 | |
Open Text Corp. | |||
3,075,000 | 3.88%, 12/01/2029(1) | 2,527,707 | |
2,670,000 | 6.90%, 12/01/2027(1) | 2,676,192 | |
600,000 | Open Text Holdings, Inc. 4.13%, 12/01/2031(1) | 478,709 | |
Oracle Corp. | |||
405,000 | 2.95%, 04/01/2030 | 340,888 | |
2,900,000 | 3.85%, 04/01/2060 | 1,848,382 | |
745,000 | 4.10%, 03/25/2061 | 496,391 | |
70,000 | 4.13%, 05/15/2045 | 51,014 | |
1,585,000 | 6.15%, 11/09/2029 | 1,610,280 | |
3,245,000 | SS&C Technologies, Inc. 5.50%, 09/30/2027(1) | 3,061,641 | |
22,595,880 |
39 |
Hartford Total Return Bond HLS Fund
Schedule of
Investments – (continued)
September 30, 2023 (Unaudited)
September 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 29.2% - (continued) | |||
Telecommunications - 0.7% | |||
AT&T, Inc. | |||
$ 470,000 | 2.55%, 12/01/2033 | $ 345,283 | |
2,044,000 | 3.55%, 09/15/2055 | 1,246,896 | |
1,266,000 | 3.80%, 12/01/2057 | 802,515 | |
905,000 | 5.40%, 02/15/2034 | 845,602 | |
3,170,000 | Nokia Oyj 4.38%, 06/12/2027 | 2,934,965 | |
885,000 | Rogers Communications, Inc. 3.80%, 03/15/2032 | 735,712 | |
T-Mobile USA, Inc. | |||
2,235,000 | 3.88%, 04/15/2030 | 1,981,312 | |
1,010,000 | 5.05%, 07/15/2033 | 937,337 | |
830,000 | 5.75%, 01/15/2034 | 809,981 | |
Verizon Communications, Inc. | |||
1,330,000 | 2.36%, 03/15/2032 | 1,014,674 | |
541,000 | 2.55%, 03/21/2031 | 430,788 | |
12,085,065 | |||
Trucking & Leasing - 0.5% | |||
3,775,000 | DAE Funding LLC 1.55%, 08/01/2024(1) | 3,615,142 | |
Penske Truck Leasing Co. LP/PTL Finance Corp. | |||
1,675,000 | 2.70%, 11/01/2024(1) | 1,612,376 | |
1,575,000 | 4.00%, 07/15/2025(1) | 1,512,845 | |
1,170,000 | 4.40%, 07/01/2027(1) | 1,096,593 | |
430,000 | 6.05%, 08/01/2028(1) | 424,655 | |
8,261,611 | |||
Total Corporate Bonds (cost $548,583,280) | $ 497,861,488 | ||
FOREIGN GOVERNMENT OBLIGATIONS - 2.7% | |||
Angola - 0.1% | |||
Angola Government International Bonds | |||
1,600,000 | 8.00%, 11/26/2029(8) | $ 1,314,698 | |
310,000 | 8.75%, 04/14/2032(1) | 248,732 | |
1,563,430 | |||
Benin - 0.1% | |||
EUR 2,640,000 | Benin Government International Bonds 4.95%, 01/22/2035(1) | 1,912,490 | |
Bermuda - 0.1% | |||
Bermuda Government International Bonds | |||
$ 735,000 | 2.38%, 08/20/2030(1) | 593,806 | |
1,825,000 | 5.00%, 07/15/2032(1) | 1,700,413 | |
2,294,219 | |||
Brazil - 0.5% | |||
BRL 47,432,000 | Brazil Notas do Tesouro Nacional 10.00%, 01/01/2031 | 8,758,440 | |
Chile - 0.1% | |||
EUR 1,605,000 | Chile Government International Bonds 1.25%, 01/22/2051 | 818,722 | |
Colombia - 0.2% | |||
Colombia Government International Bonds | |||
$ 2,685,000 | 5.00%, 06/15/2045 | 1,767,048 | |
395,000 | 5.20%, 05/15/2049 | 260,515 | |
1,180,000 | 5.63%, 02/26/2044 | 845,211 | |
2,872,774 | |||
Costa Rica - 0.1% | |||
1,140,000 | Costa Rica Government International Bonds 6.55%, 04/03/2034(1) | 1,107,758 | |
Ghana - 0.0% | |||
418,000 | Ghana Government International Bonds 6.38%, 02/11/2027(1)(10) | 184,480 |
Shares or Principal Amount | Market Value† | ||
FOREIGN GOVERNMENT OBLIGATIONS - 2.7% - (continued) | |||
Hungary - 0.3% | |||
Hungary Government International Bonds | |||
EUR 5,610,000 | 1.63%, 04/28/2032(8) | $ 4,390,029 | |
$ 200,000 | 6.75%, 09/25/2052(1) | 189,580 | |
4,579,609 | |||
Indonesia - 0.2% | |||
Indonesia Government International Bonds | |||
EUR 3,795,000 | 1.10%, 03/12/2033 | 2,885,893 | |
240,000 | 2.15%, 07/18/2024(8) | 248,686 | |
3,134,579 | |||
Ivory Coast - 0.1% | |||
1,965,000 | Ivory Coast Government International Bonds 4.88%, 01/30/2032(8) | 1,578,897 | |
Mexico - 0.0% | |||
$ 290,000 | Mexico Government International Bonds 6.34%, 05/04/2053 | 264,156 | |
North Macedonia - 0.2% | |||
North Macedonia Government International Bonds | |||
EUR 1,825,000 | 2.75%, 01/18/2025(8) | 1,846,958 | |
2,165,000 | 3.68%, 06/03/2026(1) | 2,148,748 | |
3,995,706 | |||
Panama - 0.0% | |||
$ 590,000 | Panama Government International Bonds 6.88%, 01/31/2036 | 591,555 | |
Philippines - 0.2% | |||
Philippines Government International Bonds | |||
EUR 3,315,000 | 1.20%, 04/28/2033 | 2,611,064 | |
710,000 | 1.75%, 04/28/2041 | 473,073 | |
3,084,137 | |||
Poland - 0.0% | |||
$ 670,000 | Bank Gospodarstwa Krajowego 5.38%, 05/22/2033(1) | 631,475 | |
Romania - 0.4% | |||
Romania Government International Bonds | |||
EUR 2,970,000 | 2.63%, 12/02/2040(1) | 1,841,108 | |
6,785,000 | 2.75%, 04/14/2041(8) | 4,199,749 | |
1,315,000 | 3.38%, 02/08/2038(8) | 975,500 | |
7,016,357 | |||
Saudi Arabia - 0.1% | |||
Saudi Government International Bonds | |||
1,140,000 | 2.00%, 07/09/2039(8) | 841,432 | |
$ 990,000 | 5.00%, 01/18/2053(1) | 821,700 | |
1,663,132 | |||
Total Foreign Government Obligations (cost $63,294,643) | $ 46,051,916 | ||
MUNICIPAL BONDS - 1.4% | |||
Development - 0.3% | |||
4,650,000 | New York Transportation Dev Corp., NY, Rev 4.25%, 09/01/2035 | $ 4,390,915 | |
General - 0.6% | |||
720,000 | Chicago Transit Auth Sales Tax Receipts Fund, IL, Rev 3.91%, 12/01/2040 | 581,968 | |
5,445,000 | Philadelphia Auth for Industrial Dev, PA, Rev, (NATL Insured) 6.55%, 10/15/2028 | 5,621,870 | |
4,130,000 | State Board of Administration Finance Corp., FL, Rev 1.26%, 07/01/2025 | 3,833,960 | |
10,037,798 |
40 |
Hartford Total Return Bond HLS Fund
Schedule of
Investments – (continued)
September 30, 2023 (Unaudited)
September 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
MUNICIPAL BONDS - 1.4% - (continued) | |||
School District - 0.2% | |||
Chicago Board of Education, IL, GO | |||
$ 365,000 | 6.04%, 12/01/2029 | $ 351,831 | |
1,115,000 | 6.14%, 12/01/2039 | 998,843 | |
2,315,000 | 6.32%, 11/01/2029 | 2,245,172 | |
3,595,846 | |||
Transportation - 0.2% | |||
2,790,000 | Metropolitan Transportation Auth, NY, Rev 6.81%, 11/15/2040 | 2,874,158 | |
Utilities - 0.1% | |||
2,395,000 | Texas Natural Gas Securitization Finance Corp., TX, Rev 5.10%, 04/01/2035 | 2,348,676 | |
Utility - Electric - 0.0% | |||
731,000 | Municipal Electric Auth of Georgia, GA, Rev 6.64%, 04/01/2057 | 776,804 | |
Total Municipal Bonds (cost $26,861,777) | $ 24,024,197 | ||
SENIOR FLOATING RATE INTERESTS - 0.0%(11) | |||
Oil & Gas Services - 0.0% | |||
740,508 | PES Holdings LLC 0.00%, 12/31/2024, 3 mo. USD LIBOR + 6.99%(10)(12) | $ 18,513 | |
Total Senior Floating Rate Interests (cost $740,508) | $ 18,513 | ||
U.S. GOVERNMENT AGENCIES - 45.7% | |||
Mortgage-Backed Agencies - 45.7% | |||
Federal Home Loan Mortgage Corp. - 7.9% | |||
46,483 | 0.00%, 11/15/2036(13)(14) | $ 36,391 | |
19,245,461 | 0.73%, 03/25/2027(3)(4) | 331,982 | |
4,804,246 | 0.75%, 10/25/2026(3)(4) | 71,580 | |
17,226,397 | 0.81%, 12/25/2030(3)(4) | 692,934 | |
10,155,544 | 0.88%, 06/25/2027(3)(4) | 226,935 | |
4,236,062 | 0.97%, 11/25/2030(3)(4) | 199,723 | |
2,215,770 | 1.00%, 02/25/2051 | 1,790,529 | |
7,738,373 | 1.12%, 10/25/2030(3)(4) | 415,986 | |
12,825,019 | 1.21%, 06/25/2030(3)(4) | 750,126 | |
9,581,878 | 1.50%, 05/15/2037(4) | 554,551 | |
851,404 | 1.50%, 11/01/2051 | 612,882 | |
6,240,139 | 1.68%, 05/25/2030(3)(4) | 498,136 | |
662,548 | 1.75%, 10/15/2042 | 548,479 | |
1,575,032 | 2.00%, 05/01/2036 | 1,356,970 | |
673,742 | 2.00%, 06/01/2036 | 580,403 | |
315,064 | 2.00%, 12/01/2040 | 255,774 | |
1,952,370 | 2.00%, 05/01/2041 | 1,573,463 | |
2,184,782 | 2.00%, 12/01/2041 | 1,748,071 | |
1,725,695 | 2.00%, 10/01/2050 | 1,321,622 | |
1,644,067 | 2.00%, 02/01/2051 | 1,269,033 | |
8,646,373 | 2.00%, 03/01/2051 | 6,627,181 | |
2,904,254 | 2.00%, 04/01/2051 | 2,219,931 | |
1,648,851 | 2.00%, 05/01/2051 | 1,275,091 | |
703,818 | 2.00%, 08/01/2051 | 537,865 | |
714,074 | 2.00%, 11/01/2051 | 547,847 | |
3,176,513 | 2.00%, 04/01/2052 | 2,445,617 | |
3,815,244 | 2.00%, 06/15/2052(4) | 467,021 | |
214,723 | 2.50%, 05/15/2028(4) | 8,359 | |
984,403 | 2.50%, 05/01/2050 | 794,282 | |
1,160,628 | 2.50%, 06/01/2050 | 929,187 | |
6,510,540 | 2.50%, 07/01/2050 | 5,217,691 | |
1,997,177 | 2.50%, 11/01/2050 | 1,598,883 | |
610,375 | 2.50%, 02/01/2051 | 493,027 | |
2,066,961 | 2.50%, 03/01/2051 | 1,654,841 | |
2,504,878 | 2.50%, 03/25/2051(4) | 352,411 | |
763,377 | 2.50%, 05/01/2051 | 610,239 | |
944,791 | 2.50%, 07/01/2051 | 756,105 |
Shares or Principal Amount | Market Value† | ||
U.S. GOVERNMENT AGENCIES - 45.7% - (continued) | |||
Mortgage-Backed Agencies - 45.7% - (continued) | |||
Federal Home Loan Mortgage Corp. - 7.9% - (continued) | |||
$ 668,779 | 2.50%, 08/01/2051 | $ 534,338 | |
1,183,387 | 2.50%, 10/01/2051 | 946,114 | |
3,031,985 | 2.50%, 03/15/2052(4) | 427,027 | |
1,972,977 | 2.50%, 03/25/2052 | 1,681,716 | |
3,734,194 | 2.50%, 04/01/2052 | 2,974,417 | |
459,863 | 3.00%, 03/15/2028(4) | 20,565 | |
688,323 | 3.00%, 08/01/2029 | 643,264 | |
188,793 | 3.00%, 05/15/2032(4) | 4,215 | |
2,113,381 | 3.00%, 10/01/2032 | 1,955,854 | |
330,870 | 3.00%, 03/15/2033(4) | 28,283 | |
1,366,551 | 3.00%, 04/01/2033 | 1,257,156 | |
2,005,080 | 3.00%, 11/01/2036 | 1,793,554 | |
1,129,711 | 3.00%, 01/01/2037 | 1,010,546 | |
2,025,000 | 3.00%, 03/25/2040 | 1,659,936 | |
588,706 | 3.00%, 05/15/2046 | 524,711 | |
3,685,664 | 3.00%, 11/01/2046 | 3,122,899 | |
950,343 | 3.00%, 12/01/2046 | 804,999 | |
823,072 | 3.00%, 07/01/2050 | 686,649 | |
316,946 | 3.00%, 08/01/2051 | 264,156 | |
2,900,877 | 3.00%, 09/25/2051(4) | 467,400 | |
2,167,771 | 3.00%, 10/01/2051 | 1,812,638 | |
829,191 | 3.00%, 01/01/2052 | 694,835 | |
1,039,659 | 3.00%, 05/01/2052 | 867,899 | |
370,089 | 3.25%, 11/15/2041 | 329,142 | |
88,241 | 3.50%, 09/15/2026(4) | 2,896 | |
88,845 | 3.50%, 03/15/2027(4) | 2,330 | |
919,098 | 3.50%, 05/15/2034(4) | 71,066 | |
1,417,963 | 3.50%, 08/01/2034 | 1,308,414 | |
538,788 | 3.50%, 03/15/2041(4) | 18,985 | |
428,592 | 3.50%, 10/15/2045 | 370,608 | |
362,632 | 3.50%, 06/01/2046 | 318,956 | |
1,137,046 | 3.50%, 12/15/2046 | 999,815 | |
1,268,552 | 3.50%, 10/01/2047 | 1,113,510 | |
471,449 | 3.50%, 12/01/2047 | 413,247 | |
6,829,095 | 3.50%, 03/01/2048 | 5,998,532 | |
200,742 | 3.50%, 08/01/2048 | 176,756 | |
466,885 | 4.00%, 08/01/2025 | 452,969 | |
167,362 | 4.00%, 12/15/2026(4) | 3,461 | |
264,847 | 4.00%, 07/15/2027(4) | 5,908 | |
170,343 | 4.00%, 03/15/2028(4) | 4,992 | |
103,105 | 4.00%, 06/15/2028(4) | 3,427 | |
321,015 | 4.00%, 07/15/2030(4) | 23,347 | |
1,331,257 | 4.00%, 05/25/2040(4) | 203,660 | |
1,338,209 | 4.00%, 09/15/2041 | 1,236,061 | |
1,166,972 | 4.00%, 05/01/2042 | 1,071,257 | |
422,558 | 4.00%, 08/01/2042 | 387,881 | |
577,026 | 4.00%, 09/01/2042 | 529,673 | |
29,981 | 4.00%, 07/01/2044 | 27,537 | |
106,423 | 4.00%, 06/01/2045 | 97,355 | |
432,041 | 4.00%, 02/01/2046 | 395,498 | |
118,303 | 4.00%, 09/01/2048 | 107,586 | |
2,650,211 | 4.00%, 04/01/2049 | 2,395,390 | |
1,362,706 | 4.00%, 07/01/2049 | 1,237,244 | |
209,504 | 4.50%, 09/01/2044 | 196,161 | |
1,029,884 | 4.75%, 07/15/2039 | 977,848 | |
422,126 | 5.00%, 09/15/2033(4) | 63,072 | |
3,897 | 5.00%, 03/01/2039 | 3,749 | |
121,194 | 5.00%, 08/01/2039 | 118,824 | |
6,028 | 5.00%, 09/01/2039 | 5,804 | |
6,994 | 5.00%, 12/01/2039 | 6,808 | |
6,226 | 5.00%, 04/01/2041 | 6,099 | |
14,473 | 5.00%, 04/01/2044 | 14,190 | |
10,155 | 5.00%, 05/01/2044 | 9,785 | |
527,461 | 5.00%, 02/15/2048(4) | 108,843 | |
606,174 | 5.00%, 08/01/2052 | 572,843 | |
17,354,605 | 5.00%, 09/01/2052 | 16,394,928 |
41 |
Hartford Total Return Bond HLS Fund
Schedule of
Investments – (continued)
September 30, 2023 (Unaudited)
September 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
U.S. GOVERNMENT AGENCIES - 45.7% - (continued) | |||
Mortgage-Backed Agencies - 45.7% - (continued) | |||
Federal Home Loan Mortgage Corp. - 7.9% - (continued) | |||
$ 1,726,394 | 5.00%, 04/01/2053 | $ 1,631,170 | |
11,225 | 5.50%, 03/01/2028 | 11,231 | |
26,572 | 5.50%, 04/01/2033 | 26,490 | |
362,413 | 5.50%, 05/01/2034 | 361,296 | |
6,609 | 5.50%, 05/01/2037 | 6,615 | |
17,764 | 5.50%, 11/01/2037 | 17,780 | |
33,550 | 5.50%, 02/01/2038 | 33,518 | |
14,028 | 5.50%, 04/01/2038 | 14,018 | |
17,908 | 5.50%, 06/01/2038 | 17,884 | |
1,871,816 | 5.50%, 08/01/2038 | 1,873,478 | |
188,884 | 5.50%, 09/01/2038 | 188,630 | |
3,661 | 5.50%, 12/01/2039 | 3,657 | |
48,981 | 5.50%, 02/01/2040 | 48,925 | |
163,623 | 5.50%, 05/01/2040 | 163,504 | |
158,630 | 5.50%, 08/01/2040 | 158,449 | |
825,632 | 5.50%, 06/01/2041 | 824,693 | |
682,764 | 5.50%, 10/15/2046(4) | 134,968 | |
2,375,047 | 5.50%, 02/01/2053 | 2,307,156 | |
818 | 6.00%, 07/01/2029 | 809 | |
89,770 | 6.00%, 10/01/2032 | 90,782 | |
19,830 | 6.00%, 11/01/2032 | 19,619 | |
108,345 | 6.00%, 12/01/2032 | 109,344 | |
8,470 | 6.00%, 11/01/2033 | 8,604 | |
18,157 | 6.00%, 01/01/2034 | 18,309 | |
8,682 | 6.00%, 02/01/2034 | 8,819 | |
86,022 | 6.00%, 08/01/2034 | 87,627 | |
91,829 | 6.00%, 09/01/2034 | 93,512 | |
106,327 | 6.00%, 01/01/2035 | 105,277 | |
519,650 | 6.00%, 11/01/2037 | 529,298 | |
1,372,599 | 6.00%, 12/01/2052 | 1,365,968 | |
671,534 | 6.00%, 03/01/2053 | 668,289 | |
115 | 6.50%, 08/01/2032 | 116 | |
285,577 | 6.50%, 07/15/2036 | 286,464 | |
58,741 | 6.50%, 12/01/2037 | 60,980 | |
30 | 7.50%, 09/01/2029 | 30 | |
1,432,000 | 8.22%, 04/25/2042, 30 day USD SOFR Average + 2.90%(1)(2) | 1,462,744 | |
1,310,000 | 8.57%, 04/25/2043, 30 day USD SOFR Average + 3.25%(1)(2) | 1,351,135 | |
2,005,000 | 8.67%, 05/25/2042, 30 day USD SOFR Average + 3.35%(1)(2) | 2,078,104 | |
4,410,000 | 8.67%, 06/25/2043, 30 day USD SOFR Average + 3.35%(1)(2) | 4,520,250 | |
470,000 | 8.82%, 03/25/2042, 30 day USD SOFR Average + 3.50%(1)(2) | 485,673 | |
3,815,000 | 8.82%, 05/25/2043, 30 day USD SOFR Average + 3.50%(1)(2) | 3,915,091 | |
620,000 | 8.87%, 08/25/2042, 30 day USD SOFR Average + 3.55%(1)(2) | 640,768 | |
1,705,000 | 9.02%, 09/25/2042, 30 day USD SOFR Average + 3.70%(1)(2) | 1,786,516 | |
1,525,000 | 9.32%, 07/25/2042, 30 day USD SOFR Average + 4.00%(1)(2) | 1,585,054 | |
2,440,000 | 9.82%, 06/25/2042, 30 day USD SOFR Average + 4.50%(1)(2) | 2,618,722 | |
135,062,142 | |||
Federal National Mortgage Association - 14.4% | |||
52,918 | 0.00%, 03/25/2036(13)(14) | 44,081 | |
461,365 | 0.00%, 06/25/2036(13)(14) | 385,087 | |
384,734 | 0.00%, 06/25/2041(13)(14) | 275,191 | |
7,904,258 | 0.40%, 01/25/2030(3)(4) | 82,299 | |
1,116,239 | 1.48%, 05/25/2046(3)(4) | 49,070 | |
5,785,375 | 1.50%, 09/01/2051 | 4,167,662 | |
335,490 | 1.50%, 10/01/2051 | 241,663 | |
631,753 | 1.50%, 04/01/2052 | 455,078 |
Shares or Principal Amount | Market Value† | ||
U.S. GOVERNMENT AGENCIES - 45.7% - (continued) | |||
Mortgage-Backed Agencies - 45.7% - (continued) | |||
Federal National Mortgage Association - 14.4% - (continued) | |||
$ 9,362,298 | 1.53%, 05/25/2029(3)(4) | $ 461,445 | |
1,159,551 | 1.70%, 04/25/2055(3)(4) | 47,591 | |
1,082,510 | 1.75%, 12/25/2042 | 916,761 | |
1,626,506 | 2.00%, 05/01/2036 | 1,401,067 | |
2,454,606 | 2.00%, 06/01/2036 | 2,119,880 | |
1,834,268 | 2.00%, 08/01/2036 | 1,580,134 | |
1,170,471 | 2.00%, 09/01/2036 | 1,008,019 | |
828,147 | 2.00%, 12/01/2036 | 713,346 | |
651,365 | 2.00%, 09/25/2039 | 547,675 | |
1,309,510 | 2.00%, 09/01/2040 | 1,065,029 | |
2,946,791 | 2.00%, 12/01/2040 | 2,388,083 | |
1,189,487 | 2.00%, 04/01/2041 | 956,786 | |
407,594 | 2.00%, 05/01/2041 | 328,519 | |
1,559,334 | 2.00%, 10/01/2041 | 1,248,389 | |
7,737,428 | 2.00%, 12/01/2050 | 5,926,663 | |
9,712,863 | 2.00%, 02/01/2051 | 7,440,065 | |
14,298,132 | 2.00%, 03/01/2051 | 10,910,931 | |
14,648,629 | 2.00%, 04/01/2051 | 11,180,141 | |
1,609,330 | 2.00%, 05/01/2051 | 1,230,582 | |
543,791 | 2.00%, 07/01/2051 | 415,899 | |
708,694 | 2.00%, 10/01/2051 | 546,758 | |
3,724,612 | 2.00%, 03/25/2052(4) | 472,541 | |
24,677 | 2.00%, 04/01/2052 | 18,835 | |
782,047 | 2.01%, 06/25/2055(3)(4) | 37,968 | |
841,313 | 2.03%, 08/25/2044(3)(4) | 44,368 | |
800,230 | 2.25%, 04/01/2033 | 625,958 | |
205,529 | 2.50%, 06/25/2028(4) | 7,899 | |
2,165,603 | 2.50%, 09/01/2040 | 1,805,974 | |
91,849 | 2.50%, 01/01/2043 | 74,869 | |
2,208,090 | 2.50%, 02/01/2043 | 1,799,888 | |
733,777 | 2.50%, 03/01/2043 | 598,225 | |
1,589,197 | 2.50%, 05/01/2043 | 1,282,808 | |
1,247,161 | 2.50%, 06/01/2043 | 1,016,649 | |
686,590 | 2.50%, 04/01/2045 | 556,308 | |
990,975 | 2.50%, 04/01/2050 | 793,609 | |
1,146,553 | 2.50%, 06/01/2050 | 918,210 | |
195,753 | 2.50%, 07/01/2050 | 156,767 | |
1,772,641 | 2.50%, 09/01/2050 | 1,423,911 | |
3,112,283 | 2.50%, 10/01/2050 | 2,510,753 | |
1,299,783 | 2.50%, 01/01/2051 | 1,047,268 | |
3,074,065 | 2.50%, 02/25/2051(4) | 525,903 | |
20,467,658 | 2.50%, 05/01/2051 | 16,372,702 | |
2,555,830 | 2.50%, 06/01/2051 | 2,037,662 | |
1,476,773 | 2.50%, 07/01/2051 | 1,182,619 | |
1,009,922 | 2.50%, 09/01/2051 | 807,230 | |
6,865,737 | 2.50%, 10/01/2051 | 5,482,698 | |
14,581,558 | 2.50%, 11/01/2051 | 11,741,138 | |
1,761,044 | 2.50%, 12/01/2051 | 1,415,231 | |
1,709,837 | 2.50%, 01/01/2052 | 1,373,472 | |
2,518,685 | 2.50%, 03/01/2052 | 2,015,641 | |
1,741,802 | 2.50%, 04/01/2052 | 1,391,935 | |
2,355,596 | 2.50%, 09/25/2052(4) | 369,405 | |
2,226,755 | 2.50%, 01/01/2057 | 1,770,181 | |
189,671 | 3.00%, 02/25/2027(4) | 2,973 | |
165,917 | 3.00%, 09/25/2027(4) | 6,267 | |
998,149 | 3.00%, 01/25/2028(4) | 35,959 | |
2,031,267 | 3.00%, 04/25/2033(4) | 131,881 | |
557,904 | 3.00%, 08/01/2033 | 516,324 | |
1,337,899 | 3.00%, 03/01/2037 | 1,195,181 | |
1,682,800 | 3.00%, 03/25/2043 | 1,423,855 | |
1,884,247 | 3.00%, 04/25/2043(15) | 1,633,060 | |
1,188,929 | 3.00%, 09/01/2048 | 1,005,392 | |
1,231,282 | 3.00%, 08/25/2049 | 1,067,694 | |
174,732 | 3.00%, 12/01/2049 | 146,177 | |
811,514 | 3.00%, 02/01/2050 | 682,428 | |
2,847,908 | 3.00%, 08/01/2050 | 2,379,884 |
42 |
Hartford Total Return Bond HLS Fund
Schedule of
Investments – (continued)
September 30, 2023 (Unaudited)
September 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
U.S. GOVERNMENT AGENCIES - 45.7% - (continued) | |||
Mortgage-Backed Agencies - 45.7% - (continued) | |||
Federal National Mortgage Association - 14.4% - (continued) | |||
$ 1,144,643 | 3.00%, 10/01/2050 | $ 954,485 | |
1,571,519 | 3.00%, 12/01/2050 | 1,309,958 | |
506,581 | 3.00%, 04/01/2051 | 422,270 | |
1,520,706 | 3.00%, 05/01/2051 | 1,281,272 | |
293,290 | 3.00%, 06/01/2051 | 243,717 | |
374,172 | 3.00%, 07/01/2051 | 311,443 | |
4,100,295 | 3.00%, 08/01/2051 | 3,418,205 | |
2,836,524 | 3.00%, 09/01/2051 | 2,367,310 | |
4,467,789 | 3.00%, 10/01/2051 | 3,724,430 | |
4,757,034 | 3.00%, 11/01/2051 | 3,953,529 | |
2,241,614 | 3.00%, 12/01/2051 | 1,868,307 | |
1,014,747 | 3.00%, 01/01/2052 | 843,846 | |
1,212,733 | 3.00%, 04/01/2052 | 1,014,330 | |
1,496,955 | 3.00%, 05/01/2052 | 1,250,098 | |
172,667 | 3.50%, 05/25/2027(4) | 6,821 | |
291,169 | 3.50%, 10/25/2027(4) | 13,399 | |
436,101 | 3.50%, 05/25/2030(4) | 28,864 | |
116,016 | 3.50%, 08/25/2030(4) | 6,239 | |
144,706 | 3.50%, 02/25/2031(4) | 4,400 | |
332,287 | 3.50%, 09/25/2035(4) | 32,133 | |
2,065,726 | 3.50%, 11/25/2039(4) | 187,355 | |
1,678,000 | 3.50%, 01/25/2042 | 1,466,047 | |
2,160,166 | 3.50%, 11/25/2042 | 1,912,563 | |
690,344 | 3.50%, 10/01/2044 | 609,699 | |
661,616 | 3.50%, 02/01/2045 | 582,584 | |
596,322 | 3.50%, 01/01/2046 | 524,335 | |
454,450 | 3.50%, 03/01/2046 | 400,198 | |
1,024,633 | 3.50%, 09/01/2046 | 898,901 | |
493,983 | 3.50%, 10/01/2046 | 433,469 | |
374,454 | 3.50%, 10/25/2046(4) | 65,425 | |
574,873 | 3.50%, 11/01/2046 | 506,786 | |
754,117 | 3.50%, 05/01/2047 | 662,597 | |
1,718,735 | 3.50%, 09/01/2047 | 1,508,209 | |
314,546 | 3.50%, 12/01/2047 | 277,320 | |
1,076,992 | 3.50%, 01/01/2048 | 944,128 | |
252,466 | 3.50%, 02/01/2048 | 222,144 | |
1,187,887 | 3.50%, 07/01/2048 | 1,043,225 | |
2,564,955 | 3.50%, 04/01/2052 | 2,221,842 | |
4,243,551 | 3.50%, 09/01/2057 | 3,613,970 | |
2,435,018 | 3.50%, 05/01/2058 | 2,073,755 | |
2,369,999 | 3.50%, 12/25/2058 | 2,064,804 | |
1,620,000 | 3.52%, 11/01/2032 | 1,416,984 | |
169,779 | 4.00%, 06/01/2025 | 164,141 | |
82,316 | 4.00%, 10/01/2025 | 79,546 | |
1,364,344 | 4.00%, 10/01/2040 | 1,250,805 | |
557,649 | 4.00%, 11/01/2040 | 511,206 | |
410,943 | 4.00%, 12/01/2040 | 376,716 | |
202,746 | 4.00%, 02/01/2041 | 185,873 | |
553,493 | 4.00%, 03/01/2041 | 507,380 | |
1,380,080 | 4.00%, 06/01/2041 | 1,248,258 | |
205,801 | 4.00%, 03/25/2042(4) | 25,235 | |
245,326 | 4.00%, 08/01/2042 | 224,878 | |
551,916 | 4.00%, 09/01/2042 | 505,924 | |
130,037 | 4.00%, 11/25/2042(4) | 12,994 | |
76,354 | 4.00%, 03/01/2045 | 69,799 | |
471,048 | 4.00%, 07/01/2045 | 430,607 | |
122,244 | 4.00%, 05/01/2046 | 111,187 | |
536,729 | 4.00%, 06/01/2046 | 488,133 | |
514,680 | 4.00%, 04/01/2047 | 468,337 | |
1,302,176 | 4.00%, 10/01/2047 | 1,183,388 | |
3,142,222 | 4.00%, 06/01/2048 | 2,855,123 | |
611,099 | 4.00%, 09/01/2048 | 553,730 | |
3,445,300 | 4.00%, 04/01/2049 | 3,098,702 | |
2,413,559 | 4.00%, 04/01/2050 | 2,186,227 | |
1,590,220 | 4.00%, 06/01/2052 | 1,422,136 | |
1,163,291 | 4.03%, 06/01/2028 | 1,106,093 |
Shares or Principal Amount | Market Value† | ||
U.S. GOVERNMENT AGENCIES - 45.7% - (continued) | |||
Mortgage-Backed Agencies - 45.7% - (continued) | |||
Federal National Mortgage Association - 14.4% - (continued) | |||
$ 1,475,000 | 4.19%, 04/01/2028 | $ 1,408,864 | |
571,672 | 4.37%, 05/01/2028 | 551,627 | |
1,065,000 | 4.41%, 04/01/2030 | 1,016,852 | |
1,380,916 | 4.46%, 05/01/2028 | 1,337,615 | |
39,328 | 4.50%, 04/01/2025 | 38,091 | |
52,062 | 4.50%, 07/25/2027(4) | 873 | |
362,038 | 4.50%, 09/01/2035 | 341,011 | |
1,217,840 | 4.50%, 12/01/2037 | 1,178,225 | |
1,231,259 | 4.50%, 08/01/2040 | 1,163,793 | |
1,139,859 | 4.50%, 10/01/2040 | 1,077,471 | |
547,977 | 4.50%, 10/01/2041 | 517,974 | |
1,332,752 | 4.50%, 08/25/2043(4) | 267,602 | |
474,466 | 4.50%, 09/01/2043 | 448,496 | |
608,906 | 4.50%, 04/01/2049 | 569,551 | |
2,620,554 | 4.50%, 01/01/2051 | 2,455,276 | |
1,847,242 | 4.50%, 03/01/2053 | 1,697,778 | |
713,236 | 4.51%, 05/01/2033 | 675,050 | |
380,000 | 4.75%, 04/01/2028 | 372,617 | |
20,055 | 5.00%, 06/01/2025 | 19,566 | |
178,307 | 5.00%, 04/25/2038 | 170,453 | |
2,046,480 | 5.00%, 07/01/2052 | 1,933,952 | |
1,339,901 | 5.00%, 08/01/2052 | 1,266,123 | |
16,598,419 | 5.00%, 09/01/2052 | 15,683,166 | |
84,681 | 5.50%, 06/01/2033 | 84,303 | |
65,777 | 5.50%, 08/01/2033 | 65,483 | |
449,585 | 5.50%, 09/01/2033 | 447,578 | |
407,048 | 5.50%, 12/01/2033 | 405,232 | |
281,761 | 5.50%, 01/01/2034 | 280,503 | |
1,562,187 | 5.50%, 11/01/2035 | 1,556,613 | |
426,646 | 5.50%, 04/01/2036 | 425,913 | |
336,228 | 5.50%, 09/01/2036 | 334,729 | |
245,732 | 5.50%, 04/25/2037 | 243,530 | |
1,310,505 | 5.50%, 11/25/2040(4) | 187,150 | |
903,529 | 5.50%, 06/25/2042(4) | 197,122 | |
1,206,911 | 5.50%, 08/25/2044(4) | 220,489 | |
824,829 | 5.50%, 11/01/2052 | 798,130 | |
4,668,582 | 5.50%, 12/01/2052 | 4,520,397 | |
2,413,023 | 5.50%, 06/01/2053 | 2,334,416 | |
32,813 | 5.54%, 05/25/2042(3)(4) | 2,472 | |
187,869 | 6.00%, 12/01/2032 | 186,678 | |
152,348 | 6.00%, 01/01/2033 | 151,463 | |
21,476 | 6.00%, 02/01/2033 | 21,218 | |
150,236 | 6.00%, 03/01/2033 | 150,814 | |
378,434 | 6.00%, 02/01/2037 | 384,975 | |
796,445 | 6.00%, 01/25/2042(4) | 76,844 | |
1,450,089 | 6.00%, 05/01/2053 | 1,445,769 | |
140 | 6.50%, 05/01/2031 | 141 | |
531 | 6.50%, 09/01/2031 | 538 | |
543 | 6.50%, 07/01/2032 | 547 | |
501 | 7.00%, 07/01/2029 | 507 | |
65 | 7.00%, 12/01/2030 | 65 | |
69 | 7.00%, 03/01/2032 | 71 | |
474 | 7.00%, 09/01/2032 | 472 | |
489 | 7.50%, 06/01/2027 | 493 | |
6,094 | 7.50%, 03/01/2030 | 6,159 | |
5,694 | 7.50%, 04/01/2030 | 5,689 | |
597 | 7.50%, 06/01/2030 | 607 | |
1,026 | 7.50%, 07/01/2030 | 1,042 | |
304 | 7.50%, 08/01/2030 | 308 | |
3,382 | 7.50%, 05/01/2031 | 3,409 | |
3,902 | 7.50%, 06/01/2031 | 3,889 | |
398 | 7.50%, 08/01/2031 | 401 | |
15,172 | 7.50%, 09/01/2031 | 15,121 | |
47 | 7.50%, 05/01/2032 | 47 | |
244,550,761 |
43 |
Hartford Total Return Bond HLS Fund
Schedule of
Investments – (continued)
September 30, 2023 (Unaudited)
September 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
U.S. GOVERNMENT AGENCIES - 45.7% - (continued) | |||
Mortgage-Backed Agencies - 45.7% - (continued) | |||
Government National Mortgage Association - 8.1% | |||
$ 2,550,468 | 2.00%, 10/20/2050 | $ 2,031,869 | |
7,770,000 | 2.00%, 10/20/2053(16) | 6,153,944 | |
462,641 | 2.50%, 12/16/2039 | 416,742 | |
867,400 | 2.50%, 07/20/2041 | 747,628 | |
2,748,933 | 2.50%, 10/20/2049 | 2,313,320 | |
2,026,974 | 2.50%, 11/20/2049 | 1,668,598 | |
1,607,719 | 2.50%, 03/20/2051 | 1,317,000 | |
2,290,782 | 2.50%, 09/20/2051 | 1,876,426 | |
7,626,517 | 2.50%, 10/20/2051 | 6,246,861 | |
14,050,000 | 2.50%, 10/20/2053(16) | 11,499,746 | |
190,569 | 3.00%, 09/20/2028(4) | 7,337 | |
2,486,146 | 3.00%, 05/20/2035(4) | 148,643 | |
276,659 | 3.00%, 02/16/2043(4) | 34,050 | |
1,425,543 | 3.00%, 03/15/2045 | 1,220,642 | |
68,501 | 3.00%, 04/15/2045 | 58,659 | |
1,231,933 | 3.00%, 07/15/2045 | 1,054,871 | |
26,861 | 3.00%, 08/15/2045 | 23,011 | |
7,759,117 | 3.00%, 04/20/2051 | 6,614,065 | |
2,317,982 | 3.00%, 08/20/2051 | 1,973,632 | |
2,954,871 | 3.00%, 09/20/2051 | 2,516,152 | |
7,552,931 | 3.00%, 12/20/2051 | 6,422,449 | |
1,559,481 | 3.00%, 02/20/2052 | 1,366,414 | |
3,760,113 | 3.00%, 07/20/2052 | 3,192,571 | |
66,494 | 3.50%, 02/16/2027(4) | 1,992 | |
199,288 | 3.50%, 03/20/2027(4) | 7,189 | |
139,927 | 3.50%, 07/20/2040(4) | 3,941 | |
162,799 | 3.50%, 02/20/2041(4) | 3,692 | |
537,965 | 3.50%, 04/20/2042(4) | 23,834 | |
1,528,444 | 3.50%, 10/20/2042(4) | 236,725 | |
183,141 | 3.50%, 11/15/2042 | 164,780 | |
4,486 | 3.50%, 12/15/2042 | 4,038 | |
107,604 | 3.50%, 02/15/2043 | 96,862 | |
5,360 | 3.50%, 03/15/2043 | 4,825 | |
876,453 | 3.50%, 04/15/2043 | 788,548 | |
2,134,122 | 3.50%, 05/15/2043 | 1,920,127 | |
134,798 | 3.50%, 05/20/2043(4) | 21,335 | |
555,722 | 3.50%, 07/20/2043(4) | 84,766 | |
1,426,773 | 3.50%, 06/20/2046 | 1,274,260 | |
362,461 | 3.50%, 07/20/2046 | 322,801 | |
376,355 | 3.50%, 10/20/2046 | 335,012 | |
1,506,682 | 3.50%, 02/20/2047 | 1,340,443 | |
443,114 | 3.50%, 08/20/2047 | 393,802 | |
309,238 | 3.50%, 11/20/2047 | 274,606 | |
379,629 | 3.50%, 03/20/2048 | 337,186 | |
1,164,564 | 3.50%, 07/20/2049 | 1,030,809 | |
12,454,000 | 3.50%, 10/20/2053(16) | 10,923,520 | |
905,370 | 3.88%, 08/15/2042 | 832,820 | |
39,879 | 4.00%, 12/16/2026(4) | 1,248 | |
616,057 | 4.00%, 05/20/2029(4) | 18,546 | |
1,631,167 | 4.00%, 07/20/2040 | 1,511,425 | |
1,812,951 | 4.00%, 09/20/2040 | 1,679,895 | |
2,861,365 | 4.00%, 10/20/2040 | 2,649,565 | |
745,731 | 4.00%, 12/20/2040 | 691,022 | |
169,192 | 4.00%, 05/16/2042(4) | 18,127 | |
2,337,770 | 4.00%, 09/16/2042(4) | 467,481 | |
287,081 | 4.00%, 03/20/2043(4) | 51,749 | |
130,588 | 4.00%, 01/20/2044(4) | 24,923 | |
929,480 | 4.00%, 01/16/2046(4) | 148,866 | |
839,672 | 4.00%, 03/20/2047(4) | 127,722 | |
418,033 | 4.00%, 11/20/2047 | 379,140 | |
1,113,368 | 4.00%, 03/20/2048 | 1,011,166 | |
2,895,792 | 4.00%, 07/20/2048 | 2,646,823 | |
425,000 | 4.00%, 10/20/2053(16) | 383,131 | |
86,863 | 4.50%, 11/15/2039 | 81,868 | |
502,337 | 4.50%, 05/15/2040 | 479,356 | |
1,826,422 | 4.50%, 05/20/2040 | 1,734,516 |
Shares or Principal Amount | Market Value† | ||
U.S. GOVERNMENT AGENCIES - 45.7% - (continued) | |||
Mortgage-Backed Agencies - 45.7% - (continued) | |||
Government National Mortgage Association - 8.1% - (continued) | |||
$ 92,312 | 4.50%, 07/15/2041 | $ 86,957 | |
453,566 | 4.50%, 04/20/2045(4) | 91,101 | |
1,667,468 | 4.50%, 08/20/2045(4) | 327,929 | |
158,115 | 4.50%, 01/20/2046 | 150,296 | |
1,163,117 | 4.50%, 01/20/2047(4) | 158,042 | |
1,221,865 | 4.50%, 05/20/2048(4) | 194,210 | |
350,040 | 4.50%, 05/20/2052 | 323,613 | |
7,895,000 | 4.50%, 10/20/2053(16) | 7,295,782 | |
1,077,205 | 5.00%, 02/16/2040(4) | 227,646 | |
571,394 | 5.00%, 06/15/2041 | 571,135 | |
633,645 | 5.00%, 10/16/2041(4) | 99,887 | |
806,200 | 5.00%, 03/15/2044 | 806,221 | |
227,321 | 5.00%, 01/16/2047(4) | 46,875 | |
4,026,257 | 5.00%, 07/15/2052 | 3,836,136 | |
13,575,000 | 5.00%, 10/20/2053(16) | 12,872,918 | |
209,200 | 5.50%, 03/15/2033 | 203,944 | |
335,985 | 5.50%, 04/15/2033 | 327,942 | |
333,588 | 5.50%, 05/15/2033 | 325,848 | |
443,284 | 5.50%, 10/20/2034 | 445,831 | |
761,068 | 5.50%, 03/20/2039(4) | 139,169 | |
774,721 | 5.50%, 02/16/2047(4) | 129,713 | |
485,361 | 5.50%, 02/20/2047(4) | 88,173 | |
14,775,000 | 5.50%, 10/20/2053(16) | 14,343,293 | |
23 | 6.00%, 12/15/2023 | 23 | |
434 | 6.00%, 01/15/2029 | 430 | |
386 | 6.00%, 04/15/2029 | 383 | |
15,713 | 6.00%, 12/15/2031 | 15,598 | |
408 | 6.00%, 10/15/2032 | 415 | |
9,496 | 6.00%, 06/15/2033 | 9,571 | |
202 | 6.00%, 03/15/2034 | 200 | |
17,656 | 6.00%, 08/15/2034 | 18,012 | |
27,052 | 6.00%, 09/15/2034 | 27,048 | |
19,441 | 6.00%, 02/15/2035 | 19,932 | |
32,131 | 6.00%, 03/15/2036 | 32,615 | |
37,718 | 6.00%, 05/15/2036 | 37,885 | |
84,180 | 6.00%, 06/15/2036 | 85,295 | |
9,110 | 6.00%, 06/15/2037 | 9,037 | |
21,403 | 6.00%, 08/15/2037 | 21,573 | |
31,434 | 6.00%, 08/15/2039 | 31,567 | |
779,253 | 6.00%, 09/20/2040(4) | 147,658 | |
55,011 | 6.00%, 06/15/2041 | 56,205 | |
755,585 | 6.00%, 02/20/2046(4) | 149,695 | |
12,506 | 6.50%, 06/15/2028 | 12,596 | |
578 | 6.50%, 08/15/2028 | 582 | |
1,472 | 6.50%, 09/15/2028 | 1,482 | |
763 | 6.50%, 11/15/2028 | 767 | |
3,005 | 6.50%, 12/15/2028 | 3,026 | |
6,629 | 6.50%, 02/15/2029 | 6,676 | |
58,431 | 6.50%, 03/15/2029 | 58,864 | |
15,080 | 6.50%, 04/15/2029 | 15,186 | |
5,043 | 6.50%, 05/15/2029 | 5,080 | |
78,473 | 6.50%, 06/15/2029 | 79,021 | |
2,353 | 6.50%, 07/15/2029 | 2,369 | |
95 | 6.50%, 03/15/2031 | 96 | |
75,391 | 6.50%, 04/15/2031 | 75,919 | |
21,660 | 6.50%, 05/15/2031 | 21,864 | |
4,515 | 6.50%, 06/15/2031 | 4,613 | |
108,888 | 6.50%, 07/15/2031 | 109,650 | |
15,474 | 6.50%, 08/15/2031 | 15,583 | |
24,024 | 6.50%, 09/15/2031 | 24,197 | |
76,914 | 6.50%, 10/15/2031 | 77,452 | |
150,918 | 6.50%, 11/15/2031 | 152,012 | |
30,706 | 6.50%, 12/15/2031 | 31,352 | |
97,127 | 6.50%, 01/15/2032 | 97,862 | |
18,344 | 6.50%, 02/15/2032 | 18,558 | |
25,847 | 6.50%, 03/15/2032 | 26,028 |
44 |
Hartford Total Return Bond HLS Fund
Schedule of
Investments – (continued)
September 30, 2023 (Unaudited)
September 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
U.S. GOVERNMENT AGENCIES - 45.7% - (continued) | |||
Mortgage-Backed Agencies - 45.7% - (continued) | |||
Government National Mortgage Association - 8.1% - (continued) | |||
$ 94,542 | 6.50%, 04/15/2032 | $ 95,225 | |
218 | 6.50%, 05/15/2032 | 219 | |
12,964 | 6.50%, 06/15/2032 | 13,055 | |
181 | 7.00%, 02/15/2031 | 180 | |
82 | 7.00%, 06/15/2031 | 81 | |
60 | 7.00%, 08/15/2031 | 60 | |
138,144,570 | |||
Uniform Mortgage-Backed Security - 15.3% | |||
5,400,000 | 2.00%, 10/01/2038(16) | 4,632,187 | |
34,360,000 | 2.00%, 10/01/2053(16) | 26,153,252 | |
4,425,000 | 2.50%, 10/01/2037(16) | 3,902,470 | |
1,010,000 | 3.00%, 10/01/2037(16) | 914,366 | |
2,085,000 | 3.50%, 10/01/2037(16) | 1,928,625 | |
2,325,000 | 3.50%, 10/01/2053(16) | 2,002,043 | |
21,439,000 | 4.50%, 10/01/2038(16) | 20,588,140 | |
56,957,000 | 4.50%, 10/01/2052(16) | 52,324,794 | |
25,695,000 | 5.00%, 10/01/2053(16) | 24,255,678 | |
77,414,000 | 5.50%, 10/01/2053(16) | 74,861,757 | |
47,685,000 | 6.00%, 10/01/2053(16) | 47,085,212 | |
2,800,000 | 6.50%, 10/01/2053(16) | 2,813,904 | |
261,462,428 | |||
U.S. Government Agencies - 0.0% | |||
Federal National Mortgage Association - 0.0% | |||
3,180,907 | 2.50%, 06/25/2052(4) | 481,112 | |
Total U.S. Government Agencies (cost $842,603,891) | $ 779,701,013 | ||
U.S. GOVERNMENT SECURITIES - 14.8% | |||
U.S. Treasury Securities - 14.8% | |||
U.S. Treasury Bonds - 11.7% | |||
24,645,000 | 1.25%, 05/15/2050 | $ 11,604,329 | |
5,115,000 | 1.88%, 11/15/2051 | 2,846,617 | |
7,090,000 | 2.25%, 08/15/2046 | 4,490,241 | |
15,065,000 | 2.25%, 02/15/2052 | 9,230,255 | |
7,860,000 | 2.38%, 11/15/2049 | 5,023,338 | |
90,455,000 | 2.88%, 08/15/2045(17) | 65,470,340 | |
6,175,000 | 3.00%, 02/15/2047 | 4,528,977 | |
20,715,000 | 3.13%, 08/15/2044(18) | 15,817,035 | |
14,975,000 | 3.38%, 08/15/2042 | 12,125,655 | |
26,860,000 | 3.38%, 05/15/2044(19) | 21,419,801 | |
35,500,000 | 3.38%, 11/15/2048 | 27,803,711 | |
13,635,000 | 3.63%, 08/15/2043 | 11,369,779 | |
7,215,000 | 3.63%, 05/15/2053 | 5,967,031 | |
1,635,000 | 3.75%, 11/15/2043 | 1,386,940 | |
199,084,049 | |||
U.S. Treasury Inflation-Protected Bonds - 1.0% | |||
6,301,766 | 0.13%, 02/15/2052(20) | 3,447,201 | |
25,110,413 | 0.25%, 02/15/2050(20) | 14,729,317 | |
18,176,518 | |||
U.S. Treasury Inflation-Protected Notes - 1.1% | |||
11,214,981 | 0.25%, 07/15/2029(20) | 9,995,462 | |
7,012,907 | 0.75%, 07/15/2028(20) | 6,527,688 | |
2,818,116 | 1.38%, 07/15/2033(20) | 2,605,601 | |
19,128,751 | |||
U.S. Treasury Notes - 1.0% | |||
17,705,000 | 3.88%, 08/15/2033 | 16,733,991 | |
Total U.S. Government Securities (cost $354,886,472) | $ 253,123,309 |
Shares or Principal Amount | Market Value† | ||
COMMON STOCKS - 0.0% | |||
Energy - 0.0% | |||
30,559 | PES Energy Liquidating Trust*(6) | $ — | |
Total Common Stocks (cost $265,121) | $ — | ||
PREFERRED STOCKS - 0.1% | |||
Banks - 0.1% | |||
2,242 | U.S. Bancorp Series A, 6.59%(21) | $ 1,721,856 | |
Total Preferred Stocks (cost $1,591,820) | $ 1,721,856 | ||
Total Long-Term Investments (cost $2,271,547,532) | $ 1,998,971,343 | ||
SHORT-TERM INVESTMENTS - 0.4% | |||
Repurchase Agreements - 0.2% | |||
$ 3,751,642 | Fixed Income Clearing Corp. Repurchase Agreement dated 09/29/2023 at 5.29%, due on 10/02/2023 with a maturity value of $3,753,296; collateralized by U.S. Treasury Note at 1.13%, maturing 10/31/2026, with a market value of $3,826,689 | $ 3,751,642 | |
Securities Lending Collateral - 0.2% | |||
508,717 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 5.24%(22) | 508,717 | |
1,695,722 | HSBC U.S. Government Money Market Fund, Institutional Class, 5.28%(22) | 1,695,722 | |
508,716 | Invesco Government & Agency Portfolio, Institutional Class, 5.26%(22) | 508,716 | |
508,716 | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 5.27%(22) | 508,716 | |
3,221,871 | |||
Total Short-Term Investments (cost $6,973,513) | $ 6,973,513 | ||
Total Investments (cost $2,278,521,045) | 117.5% | $ 2,005,944,856 | |
Other Assets and Liabilities | (17.5)% | (299,329,365) | |
Total Net Assets | 100.0% | $ 1,706,615,491 |
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. |
45 |
Hartford Total Return Bond HLS Fund
Schedule of
Investments – (continued)
September 30, 2023 (Unaudited)
September 30, 2023 (Unaudited)
* | Non-income producing. |
(1) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At September 30, 2023, the aggregate value of these securities was $528,787,348, representing 31.0% of net assets. |
(2) | Variable rate securities; the rate reported is the coupon rate in effect at September 30, 2023. Base lending rates may be subject to a floor or cap. |
(3) | Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end. |
(4) | Securities disclosed are interest-only strips. |
(5) | Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate. |
(6) | Investment valued using significant unobservable inputs. |
(7) | Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at September 30, 2023. Rate will reset at a future date. Base lending rates may be subject to a floor or cap. |
(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 September 30, 2023, the aggregate value of these securities was $26,445,809, representing 1.5% of net assets. |
(9) | Represents entire or partial securities on loan. |
(10) | Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal. |
(11) | Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the London Interbank Offered Rate ("LIBOR") or the Secured Overnight Financing Rate ("SOFR") and secondarily, the prime rate offered by one or more major United States banks (the "Prime Rate"). Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Base lending rates may be subject to a floor or cap. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of September 30, 2023. |
(12) | Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement. |
(13) | Securities disclosed are principal-only strips. |
(14) | Security is a zero-coupon bond. |
(15) | These securities pay no principal or interest during their initial accrual period, but accrue additional principal at a specified coupon rate. |
(16) | Represents or includes a TBA transaction. |
(17) | All, or a portion of the security, was pledged as collateral in connection with OTC swap contracts. As of September 30, 2023, the market value of securities pledged was $2,286,450. |
(18) | All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of September 30, 2023, the market value of securities pledged was $4,772,217. |
(19) | All, or a portion of the security, was pledged as collateral in connection with centrally cleared swap contracts. As of September 30, 2023, the market value of securities pledged was $5,901,211. |
(20) | The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount. |
(21) | Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first. |
(22) | Current yield as of period end. |
Futures Contracts Outstanding at September 30, 2023 | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Long position contracts: | ||||||||
Canadian 5-Years Bond Future | 742 | 12/18/2023 | $ 58,988,522 | $ (693,895) | ||||
Euro-BUND Future | 8 | 12/07/2023 | 1,088,037 | (22,928) | ||||
Long Gilt Future | 71 | 12/27/2023 | 8,156,808 | (44,163) | ||||
U.S. Treasury 2-Year Note Future | 1,311 | 12/29/2023 | 265,754,040 | (589,523) | ||||
U.S. Treasury 5-Year Note Future | 1,043 | 12/29/2023 | 109,889,828 | (791,964) | ||||
U.S. Treasury 10-Year Note Future | 78 | 12/19/2023 | 8,428,875 | 2,464 | ||||
U.S. Treasury Long Bond Future | 44 | 12/19/2023 | 5,006,375 | (57,194) | ||||
Total | $ (2,197,203) | |||||||
Short position contracts: | ||||||||
Canadian 10-Years Bond Future | 133 | 12/18/2023 | $ 11,273,543 | $ 301,263 | ||||
Euro BUXL 30-Year Bond Future | 142 | 12/07/2023 | 18,369,847 | 1,248,467 |
46 |
Hartford Total Return Bond HLS Fund
Schedule of
Investments – (continued)
September 30, 2023 (Unaudited)
September 30, 2023 (Unaudited)
Futures Contracts Outstanding at September 30, 2023 – (continued) | ||||||||
Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
Short position contracts – (continued): | ||||||||
Euro-BTP Future | 187 | 12/07/2023 | $ 21,694,254 | $ 827,875 | ||||
U.S. Treasury 10-Year Ultra Future | 101 | 12/19/2023 | 11,267,813 | 53,545 | ||||
U.S. Treasury Ultra Bond Future | 246 | 12/19/2023 | 29,197,125 | 1,104,624 | ||||
Total | $ 3,535,774 | |||||||
Total futures contracts | $ 1,338,571 |
TBA Sale Commitments Outstanding at September 30, 2023 | ||||||||
Description | Principal Amount | Maturity Date | Market Value† | Unrealized Appreciation/ (Depreciation) | ||||
Government National Mortgage Association, 3.00% | $ 7,554,000 | 10/20/2053 | $ (6,411,458) | $ 153,735 | ||||
Uniform Mortgage-Backed Security, 1.50% | 200,000 | 10/01/2053 | (143,778) | 3,816 | ||||
Uniform Mortgage-Backed Security, 2.50% | 28,295,000 | 10/01/2052 | (22,477,143) | 724,269 | ||||
Uniform Mortgage-Backed Security, 3.00% | 16,055,000 | 10/01/2053 | (13,290,531) | 397,836 | ||||
Uniform Mortgage-Backed Security, 3.50% | 11,216,000 | 10/01/2053 | (9,658,027) | 255,427 | ||||
Uniform Mortgage-Backed Security, 4.00% | 14,353,000 | 10/01/2053 | (12,793,233) | 322,915 | ||||
Total TBA sale commitments (proceeds receivable $66,632,168) | $ (64,774,170) | $ 1,857,998 | ||||||
At September 30, 2023, the aggregate market value of TBA Sale Commitments represents (3.8)% of total net assets. |
Centrally Cleared Credit Default Swap Contracts Outstanding at September 30, 2023 | |||||||||||||||||
Reference Entity | Notional Amount(1) | (Pay)/Receive Fixed Rate | Expiration Date | Periodic Payment Frequency | Upfront Premiums Paid | Upfront Premiums Received | Value† | Unrealized Appreciation/ (Depreciation) | |||||||||
Credit default swaps on indices: | |||||||||||||||||
Buy protection: | |||||||||||||||||
CDX.EM.S40.V1 | USD | 28,270,000 | (1.00%) | 12/20/2028 | Quarterly | $ 1,411,884 | $ — | $ 1,534,164 | $ 122,280 | ||||||||
Sell protection: | |||||||||||||||||
CDX.NA.HY.S41.V1 | USD | 9,070,000 | 5.00% | 12/20/2028 | Quarterly | $ 78,333 | $ — | $ 102,175 | $ 23,842 | ||||||||
Credit default swaps on single-name issues: | |||||||||||||||||
Buy protection: | |||||||||||||||||
Brazil Republic | USD | 6,073,000 | (1.00%) | 06/20/2027 | Quarterly | $ 249,475 | $ — | $ 54,837 | $ (194,638) | ||||||||
Brazil Republic | USD | 9,365,000 | (1.00%) | 06/20/2028 | Quarterly | 449,809 | — | 254,250 | (195,559) | ||||||||
Total | $ 699,284 | $ — | $ 309,087 | $ (390,197) | |||||||||||||
Total centrally cleared credit default swap contracts | $ 2,189,501 | $ — | $ 1,945,426 | $ (244,075) |
(1) | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. |
Centrally Cleared Interest Rate Swap Contracts Outstanding at September 30, 2023 | |||||||||||||||||
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) | |||||||||
2.97% Fixed | 12 Mo. USD SOFR | USD | 12,140,000 | 03/15/2053 | Annual | $ 38,454 | $ — | $ 2,313,908 | $ 2,275,454 | ||||||||
2.88% Fixed | 12 Mo. USD SOFR | USD | 3,745,000 | 03/15/2053 | Annual | 42,778 | — | 772,576 | 729,798 | ||||||||
3.25% Fixed | 12 Mo. USD SOFR | USD | 6,235,000 | 06/21/2053 | Annual | — | (67,274) | 853,780 | 921,054 | ||||||||
3.59% Fixed | 12 Mo. USD SOFR | USD | 9,465,000 | 09/20/2053 | Annual | 40,632 | — | 695,323 | 654,691 | ||||||||
Total centrally cleared interest rate swaps contracts | $ 121,864 | $ (67,274) | $ 4,635,587 | $ 4,580,997 |
47 |
Hartford Total Return Bond HLS Fund
Schedule of
Investments – (continued)
September 30, 2023 (Unaudited)
September 30, 2023 (Unaudited)
Foreign Currency Contracts Outstanding at September 30, 2023 | ||||||||||
Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Counterparty | Settlement Date | Appreciation/ (Depreciation) | ||||||
8,999,920 | USD | 45,140,000 | BRL | JPM | 12/20/2023 | $ 109,660 | ||||
211,527 | USD | 198,736 | EUR | DEUT | 10/31/2023 | 1,145 | ||||
30,880,220 | USD | 28,708,000 | EUR | DEUT | 12/20/2023 | 409,467 | ||||
1,126,482 | USD | 1,047,000 | EUR | JPM | 12/20/2023 | 15,194 | ||||
1,010,652 | USD | 940,000 | EUR | BMO | 12/20/2023 | 12,933 | ||||
556,228 | USD | 517,000 | EUR | MSC | 12/20/2023 | 7,482 | ||||
156,285 | USD | 145,000 | EUR | ANZ | 12/20/2023 | 2,382 | ||||
Total foreign currency contracts | $ 558,263 |
† 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, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Asset & Commercial Mortgage-Backed Securities | $ 396,469,051 | $ — | $ 395,750,365 | $ 718,686 | ||||
Corporate Bonds | 497,861,488 | — | 497,861,488 | — | ||||
Foreign Government Obligations | 46,051,916 | — | 46,051,916 | — | ||||
Municipal Bonds | 24,024,197 | — | 24,024,197 | — | ||||
Senior Floating Rate Interests | 18,513 | — | 18,513 | — | ||||
U.S. Government Agencies | 779,701,013 | — | 779,701,013 | — | ||||
U.S. Government Securities | 253,123,309 | — | 253,123,309 | — | ||||
Common Stocks | ||||||||
Energy | — | — | — | — | ||||
Preferred Stocks | 1,721,856 | 1,721,856 | — | — | ||||
Short-Term Investments | 6,973,513 | 3,221,871 | 3,751,642 | — | ||||
Foreign Currency Contracts(2) | 558,263 | — | 558,263 | — | ||||
Futures Contracts(2) | 3,538,238 | 3,538,238 | — | — | ||||
Swaps - Credit Default(2) | 146,122 | — | 146,122 | — | ||||
Swaps - Interest Rate(2) | 4,580,997 | — | 4,580,997 | — | ||||
Total | $ 2,014,768,476 | $ 8,481,965 | $ 2,005,567,825 | $ 718,686 | ||||
Liabilities | ||||||||
Futures Contracts(2) | $ (2,199,667) | $ (2,199,667) | $ — | $ — | ||||
Swaps - Credit Default(2) | (390,197) | — | (390,197) | — | ||||
TBA Sale Commitments | (64,774,170) | — | (64,774,170) | — | ||||
Total | $ (67,364,034) | $ (2,199,667) | $ (65,164,367) | $ — |
(1) | For the period ended September 30, 2023, 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, 2023 is not presented.
48 |
Hartford Ultrashort Bond HLS Fund
Schedule of
Investments
September 30, 2023 (Unaudited)
September 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 37.2% | |||
Asset-Backed - Automobile - 24.8% | |||
Ally Auto Receivables Trust | |||
$ 1,350,488 | 4.62%, 10/15/2025 | $ 1,346,350 | |
669,452 | 5.29%, 06/16/2025 | 668,486 | |
2,505,000 | 5.76%, 11/15/2026 | 2,503,211 | |
American Credit Acceptance Receivables Trust | |||
36,955 | 4.12%, 02/13/2026(1) | 36,929 | |
961,423 | 5.45%, 09/14/2026(1) | 959,069 | |
615,298 | 5.89%, 10/13/2026(1) | 613,587 | |
977,861 | 6.00%, 03/12/2027(1) | 977,198 | |
AmeriCredit Automobile Receivables Trust | |||
198,472 | 0.37%, 08/18/2025 | 197,779 | |
650,000 | 0.68%, 10/19/2026 | 635,373 | |
2,175,000 | 2.45%, 11/18/2026 | 2,116,204 | |
507,497 | 4.20%, 12/18/2025 | 504,465 | |
2,816,104 | 5.84%, 10/19/2026 | 2,814,802 | |
ARI Fleet Lease Trust | |||
439,006 | 0.37%, 03/15/2030(1) | 436,373 | |
1,515,000 | 5.41%, 02/17/2032(1) | 1,501,873 | |
1,335,000 | Bank of America Auto Trust 5.83%, 05/15/2026(1) | 1,334,104 | |
454,599 | BMW Vehicle Lease Trust 5.27%, 02/25/2025 | 453,556 | |
BMW Vehicle Owner Trust | |||
129,413 | 2.52%, 12/26/2024 | 128,904 | |
1,040,000 | 5.72%, 04/27/2026 | 1,038,566 | |
Capital One Prime Auto Receivables Trust | |||
758,366 | 2.71%, 06/16/2025 | 753,183 | |
770,016 | 5.20%, 05/15/2026 | 766,487 | |
CarMax Auto Owner Trust | |||
96,677 | 2.81%, 05/15/2025 | 96,403 | |
865,000 | 4.75%, 10/15/2027 | 851,107 | |
814,642 | 5.23%, 01/15/2026 | 812,239 | |
1,570,000 | 5.50%, 06/15/2026 | 1,565,563 | |
1,220,000 | 5.72%, 11/16/2026 | 1,218,971 | |
Carvana Auto Receivables Trust | |||
115,558 | 0.35%, 06/12/2028 | 114,382 | |
491,149 | 0.49%, 03/10/2026 | 480,429 | |
357,326 | 0.70%, 01/10/2028 | 338,148 | |
309,937 | 0.83%, 09/11/2028 | 304,383 | |
549,515 | 3.33%, 07/10/2025 | 548,213 | |
361,870 | 4.42%, 12/10/2025 | 360,322 | |
430,000 | 6.09%, 11/10/2026(1) | 429,655 | |
1,855,000 | 6.23%, 01/11/2027(1) | 1,855,593 | |
1,005,000 | 6.41%, 09/10/2027(1) | 1,004,851 | |
Chesapeake Funding II LLC | |||
205,240 | 0.87%, 08/15/2032(1) | 202,942 | |
1,618,115 | 5.65%, 05/15/2035(1) | 1,607,290 | |
442,256 | 5.66%, 04/15/2033, 30 day USD SOFR Average + 0.34%(1)(2) | 440,214 | |
1,945,000 | Citizens Auto Receivables Trust 6.09%, 10/15/2026(1) | 1,945,156 | |
CPS Auto Receivables Trust | |||
457,642 | 2.88%, 06/15/2026(1) | 453,624 | |
355,192 | 4.18%, 04/15/2030(1) | 353,073 | |
973,979 | 5.54%, 03/16/2026(1) | 971,629 | |
1,361,046 | 5.91%, 08/16/2027(1) | 1,358,723 | |
509,367 | 6.13%, 09/15/2026(1) | 510,404 | |
654,252 | Credit Acceptance Auto Loan Trust 1.00%, 05/15/2030(1) | 639,802 | |
695,403 | Drive Auto Receivables Trust 1.02%, 06/15/2027 | 687,225 | |
DT Auto Owner Trust | |||
447,045 | 2.88%, 06/15/2026(1) | 443,786 | |
2,080,126 | 5.48%, 04/15/2027(1) | 2,073,156 | |
1,333,842 | 5.88%, 04/15/2027(1) | 1,331,741 | |
1,337,132 | 6.29%, 08/16/2027(1) | 1,338,582 |
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 37.2% - (continued) | |||
Asset-Backed - Automobile - 24.8% - (continued) | |||
Enterprise Fleet Financing LLC | |||
$ 1,095,046 | 0.48%, 05/20/2027(1) | $ 1,061,738 | |
386,877 | 4.38%, 07/20/2029(1) | 378,765 | |
945,000 | 5.51%, 01/22/2029(1) | 937,242 | |
1,435,000 | 5.56%, 04/22/2030(1) | 1,424,030 | |
1,570,039 | 5.76%, 10/22/2029(1) | 1,565,272 | |
399,651 | 5.79%, 06/20/2024(1) | 399,706 | |
142,425 | Enterprise Fleet Funding LLC 0.44%, 12/21/2026(1) | 140,241 | |
Exeter Automobile Receivables Trust | |||
23,905 | 5.29%, 01/15/2025 | 23,900 | |
750,000 | 5.60%, 08/17/2026 | 746,669 | |
351,673 | 5.61%, 06/16/2025 | 351,520 | |
187,590 | 5.73%, 11/17/2025 | 187,544 | |
495,000 | 6.04%, 07/15/2026 | 494,287 | |
530,000 | 6.07%, 12/15/2025 | 529,794 | |
595,000 | 6.11%, 09/15/2025 | 594,994 | |
358,946 | FHF Trust 0.83%, 12/15/2026(1) | 344,036 | |
2,255,000 | Fifth Third Auto Trust 5.80%, 11/16/2026 | 2,253,254 | |
First Investors Auto Owner Trust | |||
678,232 | 0.48%, 03/15/2027(1) | 662,353 | |
1,111,983 | 2.03%, 01/15/2027(1) | 1,086,594 | |
Flagship Credit Auto Trust | |||
376,196 | 0.36%, 07/15/2027(1) | 369,700 | |
73,694 | 0.37%, 12/15/2026(1) | 73,490 | |
759,639 | 0.81%, 07/17/2026(1) | 744,303 | |
647,191 | 3.28%, 08/15/2025(1) | 645,865 | |
269,823 | 4.06%, 10/15/2025(1) | 268,782 | |
1,555,000 | 5.76%, 04/15/2027(1) | 1,548,070 | |
1,275,000 | 5.89%, 07/15/2027(1) | 1,273,063 | |
1,102,572 | Ford Credit Auto Lease Trust 5.19%, 06/15/2025 | 1,099,965 | |
Ford Credit Auto Owner Trust | |||
384,758 | 3.44%, 02/15/2025 | 383,334 | |
385,363 | 4.52%, 04/15/2025 | 384,320 | |
1,057,305 | 5.14%, 03/15/2026 | 1,053,086 | |
1,036,664 | 5.37%, 08/15/2025 | 1,034,983 | |
1,790,000 | 5.57%, 06/15/2026 | 1,784,855 | |
Foursight Capital Automobile Receivables Trust | |||
19,481 | 1.15%, 09/15/2025(1) | 19,438 | |
1,206,529 | 4.49%, 03/16/2026(1) | 1,201,259 | |
437,286 | 5.43%, 10/15/2026(1) | 435,099 | |
1,550,000 | 5.99%, 05/15/2028(1) | 1,547,104 | |
GLS Auto Receivables Issuer Trust | |||
645,176 | 3.55%, 01/15/2026(1) | 640,802 | |
593,196 | 4.59%, 05/15/2026(1) | 589,451 | |
1,720,000 | 5.70%, 01/15/2027(1) | 1,713,455 | |
2,425,925 | 5.98%, 08/17/2026(1) | 2,424,007 | |
GM Financial Automobile Leasing Trust | |||
1,500,000 | 1.96%, 02/20/2026 | 1,460,077 | |
186,553 | 2.93%, 10/21/2024 | 185,988 | |
785,000 | 5.16%, 04/20/2026 | 777,909 | |
479,863 | 5.27%, 06/20/2025 | 478,419 | |
725,000 | 5.44%, 10/20/2025 | 722,278 | |
2,735,000 | 5.58%, 01/20/2026 | 2,726,743 | |
GM Financial Consumer Automobile Receivables Trust | |||
1,336,880 | 4.60%, 11/17/2025 | 1,330,648 | |
835,000 | 5.10%, 05/18/2026 | 830,542 | |
1,513,011 | 5.19%, 03/16/2026 | 1,506,941 | |
1,300,000 | 5.74%, 09/16/2026 | 1,299,341 | |
820,000 | Honda Auto Receivables Owner Trust 5.41%, 04/15/2026 | 816,469 | |
Hyundai Auto Lease Securitization Trust | |||
1,585,000 | 5.05%, 01/15/2026(1) | 1,571,228 |
49 |
Hartford Ultrashort Bond HLS Fund
Schedule of
Investments – (continued)
September 30, 2023 (Unaudited)
September 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 37.2% - (continued) | |||
Asset-Backed - Automobile - 24.8% - (continued) | |||
$ 401,085 | 5.20%, 04/15/2025(1) | $ 399,764 | |
720,000 | 5.47%, 09/15/2025(1) | 717,734 | |
1,920,000 | 5.85%, 03/16/2026(1) | 1,919,192 | |
Hyundai Auto Receivables Trust | |||
1,355,000 | 5.19%, 12/15/2025 | 1,350,000 | |
2,030,000 | 5.77%, 05/15/2026 | 2,028,570 | |
1,295,000 | LAD Auto Receivables Trust 6.09%, 06/15/2026(1) | 1,294,310 | |
1,690,000 | Mercedes-Benz Auto Lease Trust 5.24%, 11/17/2025 | 1,682,728 | |
1,065,000 | Mercedes-Benz Auto Receivables Trust 4.51%, 11/15/2027 | 1,044,392 | |
Nissan Auto Lease Trust | |||
2,410,000 | 4.91%, 01/15/2026 | 2,384,858 | |
785,000 | 5.74%, 08/15/2025 | 784,282 | |
Nissan Auto Receivables Owner Trust | |||
552,158 | 4.50%, 08/15/2025 | 549,375 | |
940,000 | 5.34%, 02/17/2026 | 936,677 | |
1,765,000 | Porsche Financial Auto Securitization Trust 5.42%, 12/22/2026(1) | 1,759,440 | |
Santander Drive Auto Receivables Trust | |||
851,075 | 5.36%, 05/15/2026 | 849,807 | |
282,407 | 5.81%, 01/15/2026 | 282,320 | |
635,000 | 6.08%, 08/17/2026 | 634,642 | |
3,825,000 | 6.18%, 02/16/2027 | 3,828,319 | |
66,289 | Santander Retail Auto Lease Trust 0.97%, 03/20/2025(1) | 66,138 | |
910,000 | SFS Auto Receivables Securitization Trust 5.89%, 03/22/2027(1) | 909,394 | |
Tesla Auto Lease Trust | |||
80,521 | 0.36%, 09/22/2025(1) | 80,321 | |
855,000 | 5.86%, 08/20/2025(1) | 853,747 | |
1,435,000 | 6.02%, 09/22/2025(1) | 1,434,737 | |
995,000 | Toyota Auto Receivables Owner Trust 5.28%, 05/15/2026 | 991,057 | |
1,017,150 | Toyota Lease Owner Trust 5.30%, 08/20/2025(1) | 1,012,466 | |
89,868 | Tricolor Auto Securitization Trust 3.30%, 02/18/2025(1) | 89,611 | |
473,151 | United Auto Credit Securitization Trust 5.57%, 07/10/2025(1) | 472,444 | |
970,000 | USAA Auto Owner Trust 5.83%, 07/15/2026(1) | 969,682 | |
910,000 | Volkswagen Auto Loan Enhanced Trust 5.50%, 12/21/2026 | 907,057 | |
Westlake Automobile Receivables Trust | |||
1,263,084 | 0.95%, 06/16/2025(1) | 1,256,798 | |
1,600,000 | 1.23%, 04/15/2026(1) | 1,526,050 | |
770,985 | 3.36%, 08/15/2025(1) | 767,633 | |
1,823,088 | 5.24%, 07/15/2025(1) | 1,820,035 | |
1,448,957 | 5.51%, 06/15/2026(1) | 1,445,042 | |
3,255,000 | 5.80%, 02/16/2027(1) | 3,243,607 | |
1,080,000 | 5.89%, 02/16/2027(1) | 1,078,949 | |
1,285,000 | 5.96%, 10/15/2026(1) | 1,283,345 | |
1,740,000 | Wheels Fleet Lease Funding 1 LLC 5.80%, 04/18/2038(1) | 1,729,182 | |
World Omni Auto Receivables Trust | |||
662,114 | 2.77%, 10/15/2025 | 657,406 | |
1,101,404 | 5.18%, 07/15/2026 | 1,096,351 | |
575,000 | 5.25%, 11/16/2026 | 572,346 | |
998,564 | World Omni Automobile Lease Securitization Trust 5.47%, 11/17/2025 | 994,998 | |
World Omni Select Auto Trust | |||
1,923,420 | 0.53%, 03/15/2027 | 1,874,410 | |
2,015,880 | 5.92%, 03/15/2027 | 2,012,683 | |
141,838,957 |
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 37.2% - (continued) | |||
Asset-Backed - Finance & Insurance - 0.6% | |||
$ 285,109 | BWAY Mortgage Trust 2.81%, 03/10/2033(1) | $ 274,098 | |
406,774 | Donlen Fleet Lease Funding 2 LLC 0.56%, 12/11/2034(1) | 398,216 | |
58,999 | Ellington Financial Mortgage Trust 2.74%, 11/25/2059(1)(3) | 54,089 | |
142,815 | FCI Funding LLC 1.13%, 04/15/2033(1) | 136,942 | |
2,080,000 | John Deere Owner Trust 2023 5.28%, 03/16/2026 | 2,072,886 | |
78,646 | Residential Mortgage Loan Trust 2.38%, 01/26/2060(1)(3) | 74,362 | |
311,901 | Verizon Owner Trust 0.41%, 04/21/2025 | 310,502 | |
3,321,095 | |||
Other Asset-Backed Securities - 8.7% | |||
Affirm Asset Securitization Trust | |||
599,701 | 4.55%, 06/15/2027(1) | 592,115 | |
975,000 | 6.61%, 01/18/2028(1) | 970,554 | |
347,213 | Amur Equipment Finance Receivables IX LLC 0.75%, 11/20/2026(1) | 340,883 | |
599,260 | Amur Equipment Finance Receivables XI LLC 5.30%, 06/21/2028(1) | 593,598 | |
251,877 | Atalaya Equipment Leasing Trust 1.23%, 05/15/2026(1) | 248,132 | |
BHG Securitization Trust | |||
1,198,605 | 1.71%, 02/20/2035(1) | 1,158,169 | |
318,844 | 5.32%, 10/17/2035(1) | 316,496 | |
CCG Receivables Trust | |||
176,000 | 0.30%, 06/14/2027(1) | 172,819 | |
532,582 | 0.54%, 03/14/2029(1) | 513,311 | |
2,187,809 | 3.91%, 07/16/2029(1) | 2,146,046 | |
1,705,000 | 5.82%, 09/16/2030(1) | 1,702,570 | |
CNH Equipment Trust | |||
945,000 | 5.34%, 09/15/2026 | 940,567 | |
1,297,070 | 5.42%, 07/15/2026 | 1,293,431 | |
1,720,000 | Daimler Trucks Retail Trust 6.03%, 09/15/2025 | 1,720,136 | |
Dell Equipment Finance Trust | |||
1,094,935 | 0.53%, 12/22/2026(1) | 1,080,542 | |
700,000 | 5.84%, 01/22/2029(1) | 699,199 | |
Dext ABS LLC | |||
393,227 | 1.12%, 02/15/2028(1) | 379,786 | |
820,905 | 5.68%, 04/15/2024(1) | 820,229 | |
900,000 | DLLAA LLC 5.93%, 07/20/2026(1) | 899,611 | |
DLLAD LLC | |||
2,314,019 | 0.64%, 09/21/2026(1) | 2,197,302 | |
1,495,000 | 5.19%, 04/20/2026(1) | 1,485,692 | |
1,530,000 | DLLMT LLC 5.78%, 11/20/2025(1) | 1,522,667 | |
1,119,810 | DLLST LLC 3.40%, 01/21/2025(1) | 1,109,541 | |
1,175,000 | GreatAmerica Leasing Receivables 5.35%, 02/16/2026(1) | 1,165,990 | |
1,639,254 | GreatAmerica Leasing Receivables Funding LLC 4.92%, 05/15/2025(1) | 1,629,766 | |
HPEFS Equipment Trust | |||
644,144 | 3.15%, 09/20/2029(1) | 639,838 | |
874,942 | 5.26%, 08/20/2029(1) | 872,522 | |
760,000 | 5.43%, 08/20/2029(1) | 755,994 | |
1,030,000 | 6.04%, 01/21/2031(1) | 1,030,157 | |
2,110,000 | John Deere Owner Trust 5.59%, 06/15/2026 | 2,106,724 | |
Kubota Credit Owner Trust | |||
840,000 | 5.40%, 02/17/2026(1) | 835,559 | |
2,950,000 | 5.61%, 07/15/2026(1) | 2,937,789 | |
Marlette Funding Trust | |||
119,609 | 4.25%, 08/15/2032(1) | 119,098 | |
326,475 | 5.18%, 11/15/2032(1) | 325,174 | |
1,483,077 | 6.04%, 06/15/2033(1) | 1,478,114 |
50 |
Hartford Ultrashort Bond HLS Fund
Schedule of
Investments – (continued)
September 30, 2023 (Unaudited)
September 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 37.2% - (continued) | |||
Other Asset-Backed Securities - 8.7% - (continued) | |||
$ 1,470,886 | 6.07%, 04/15/2033(1) | $ 1,467,122 | |
1,649,363 | 6.49%, 09/15/2033(1) | 1,649,627 | |
MMAF Equipment Finance LLC | |||
365,572 | 2.01%, 12/12/2024(1) | 362,719 | |
1,480,953 | 5.57%, 09/09/2025(1) | 1,474,241 | |
1,650,000 | 5.79%, 11/13/2026(1) | 1,645,976 | |
636,806 | New York City Tax Lien Trust 2.10%, 11/10/2034(1) | 615,652 | |
2,225,000 | PFS Financing Corp. 0.77%, 08/15/2026(1) | 2,121,722 | |
SCF Equipment Leasing LLC | |||
136,285 | 2.06%, 02/22/2028(1) | 135,795 | |
1,049,729 | 6.24%, 07/20/2028(1) | 1,048,606 | |
SoFi Consumer Loan Program Trust | |||
30,250 | 0.49%, 09/25/2030(1) | 30,001 | |
314,873 | 5.81%, 05/15/2031(1) | 314,115 | |
605,311 | Tricon American Homes Trust 2.93%, 01/17/2036(1) | 598,651 | |
1,545,000 | Verizon Master Trust 5.23%, 11/22/2027 | 1,534,083 | |
49,798,431 | |||
Whole Loan Collateral CMO - 3.1% | |||
605,567 | Angel Oak Mortgage Trust 2.53%, 01/26/2065(1)(3) | 549,026 | |
BRAVO Residential Funding Trust | |||
337,458 | 0.94%, 02/25/2049(1)(3) | 289,104 | |
380,204 | 0.97%, 03/25/2060(1)(3) | 342,045 | |
1,176,361 | 1.70%, 04/25/2060(1)(3) | 1,023,484 | |
208,021 | Bunker Hill Loan Depositary Trust 2.72%, 11/25/2059(1)(4) | 199,096 | |
145,463 | CFMT LLC 3.17%, 07/25/2054(1)(3) | 140,391 | |
COLT Mortgage Loan Trust | |||
1,591,501 | 1.11%, 10/25/2066(1)(3) | 1,262,169 | |
421,902 | 1.33%, 10/26/2065(1)(3) | 368,784 | |
2,015,767 | 1.40%, 10/25/2066(1)(3) | 1,586,611 | |
103,178 | 1.51%, 04/27/2065(1)(3) | 95,878 | |
1,150,066 | 1.73%, 11/26/2066(1)(3) | 936,460 | |
1,303,349 | CSMC Trust 3.57%, 07/25/2049(1)(4) | 1,181,818 | |
429,203 | Ellington Financial Mortgage Trust 0.93%, 06/25/2066(1)(3) | 334,286 | |
GCAT Trust | |||
2,767,097 | 1.26%, 07/25/2066(1)(3) | 2,132,767 | |
638,265 | 1.92%, 08/25/2066(1)(3) | 540,246 | |
MFA Trust | |||
297,259 | 1.01%, 01/26/2065(1)(3) | 262,214 | |
527,804 | 1.03%, 11/25/2064(1)(3) | 429,345 | |
New Residential Mortgage Loan Trust | |||
1,438,617 | 1.16%, 11/27/2056(1)(3) | 1,155,171 | |
426,692 | 4.00%, 08/27/2057(1)(3) | 395,137 | |
35,239 | OBX Trust 6.08%, 06/25/2057, 1 mo. USD Term SOFR + 0.76%(1)(2) | 33,403 | |
1,885,278 | SG Residential Mortgage Trust 1.16%, 07/25/2061(1)(3) | 1,448,778 | |
Starwood Mortgage Residential Trust | |||
269,493 | 0.94%, 05/25/2065(1)(3) | 237,154 | |
34,494 | 2.28%, 02/25/2050(1)(3) | 31,876 | |
Towd Point Mortgage Trust | |||
235,521 | 2.16%, 01/25/2052(1)(3) | 232,397 | |
456,698 | 2.75%, 06/25/2057(1)(3) | 430,799 | |
879,094 | 3.75%, 03/25/2058(1)(3) | 850,621 | |
166,017 | 5.28%, 02/25/2057, 1 mo. USD Term SOFR + 0.71%(1)(2) | 166,681 | |
Verus Securitization Trust | |||
1,130,097 | 1.63%, 10/25/2066(1)(3) | 904,625 |
Shares or Principal Amount | Market Value† | ||
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 37.2% - (continued) | |||
Whole Loan Collateral CMO - 3.1% - (continued) | |||
$ 140,977 | 2.64%, 11/25/2059(1)(4) | $ 134,225 | |
220,444 | 2.69%, 11/25/2059(1)(3) | 210,921 | |
17,905,512 | |||
Total Asset & Commercial Mortgage-Backed Securities (cost $217,171,036) | $ 212,863,995 | ||
CORPORATE BONDS - 35.6% | |||
Aerospace/Defense - 0.2% | |||
900,000 | Litton Industries, Inc. 7.75%, 03/15/2026 | $ 927,848 | |
Agriculture - 0.5% | |||
1,700,000 | Cargill, Inc. 3.50%, 04/22/2025(1)(5) | 1,648,968 | |
1,225,000 | Philip Morris International, Inc. 5.13%, 11/15/2024 | 1,216,320 | |
2,865,288 | |||
Auto Manufacturers - 1.1% | |||
Daimler Truck Finance North America LLC | |||
565,000 | 5.15%, 01/16/2026(1) | 557,634 | |
875,000 | 5.60%, 08/08/2025(1) | 869,523 | |
1,500,000 | General Motors Financial Co., Inc. 5.92%, 10/15/2024, 3 mo. USD SOFR + 0.62%(2)(5) | 1,495,438 | |
1,225,000 | Mercedes-Benz Finance North America LLC 5.50%, 11/27/2024(1) | 1,223,099 | |
2,000,000 | Toyota Motor Credit Corp. 5.61%, 01/11/2024, 3 mo. USD SOFR + 0.33%(2) | 1,999,558 | |
6,145,252 | |||
Beverages - 0.7% | |||
1,725,000 | Constellation Brands, Inc. 3.60%, 05/09/2024 | 1,699,822 | |
730,000 | Diageo Capital PLC 5.20%, 10/24/2025 | 726,573 | |
1,750,000 | JDE Peet's NV 0.80%, 09/24/2024(1) | 1,660,947 | |
4,087,342 | |||
Chemicals - 0.3% | |||
1,225,000 | Linde, Inc. 4.80%, 12/05/2024 | 1,216,185 | |
580,000 | Nutrien Ltd. 5.95%, 11/07/2025 | 580,745 | |
1,796,930 | |||
Commercial Banks - 19.2% | |||
1,600,000 | ABN AMRO Bank NV 6.34%, 09/18/2027, (6.34% fixed rate until 03/18/2024; 1 yr. USD CMT + 1.65% thereafter)(1)(6) | 1,596,708 | |
1,750,000 | ANZ New Zealand International Ltd. 5.95%, 02/18/2025, 3 mo. USD SOFR + 0.60%(1)(2)(5) | 1,747,924 | |
1,400,000 | Banco Santander SA 3.89%, 05/24/2024 | 1,378,978 | |
Bank of America Corp. | |||
1,250,000 | 0.81%, 10/24/2024, (0.81% fixed rate until 10/24/2023; 6 mo. USD SOFR + 0.73% thereafter)(6) | 1,245,205 | |
1,025,000 | 3.84%, 04/25/2025, (3.84% fixed rate until 04/25/2024; 6 mo. USD SOFR + 1.11% thereafter)(6) | 1,010,502 | |
925,000 | 5.08%, 01/20/2027, (5.08% fixed rate until 01/20/2026; 6 mo. USD SOFR + 1.29% thereafter)(6) | 904,247 | |
1,700,000 | 6.00%, 02/04/2025, 3 mo. USD SOFR + 0.66%(2) | 1,698,186 | |
1,525,000 | 6.02%, 04/22/2025, 3 mo. USD SOFR + 0.69%(2) | 1,523,110 | |
2,000,000 | Bank of America NA 5.65%, 08/18/2025 | 1,995,807 |
51 |
Hartford Ultrashort Bond HLS Fund
Schedule of
Investments – (continued)
September 30, 2023 (Unaudited)
September 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 35.6% - (continued) | |||
Commercial Banks - 19.2% - (continued) | |||
Bank of New York Mellon | |||
$ 430,000 | 5.15%, 05/22/2026, (5.15% fixed rate until 05/22/2025; 6 mo. USD SOFR + 1.07% thereafter)(6) | $ 425,980 | |
1,000,000 | 5.22%, 11/21/2025, (5.22% fixed rate until 11/21/2024; 6 mo. USD SOFR + 0.80% thereafter)(6) | 991,096 | |
750,000 | Bank of New York Mellon Corp. 5.59%, 04/26/2024, 3 mo. USD SOFR + 0.26%(2) | 749,018 | |
Bank of Nova Scotia | |||
1,400,000 | 2.44%, 03/11/2024 | 1,378,577 | |
3,675,000 | 5.72%, 07/31/2024, 3 mo. USD SOFR + 0.38%(2) | 3,666,893 | |
Banque Federative du Credit Mutuel SA | |||
1,000,000 | 4.52%, 07/13/2025(1) | 972,701 | |
1,250,000 | 4.94%, 01/26/2026(1) | 1,216,785 | |
875,000 | 5.90%, 07/13/2026(1) | 870,287 | |
950,000 | Barclays PLC 7.33%, 11/02/2026, (7.33% fixed rate until 11/02/2025; 1 yr. USD CMT + 3.05% thereafter)(6) | 964,430 | |
1,400,000 | Citigroup, Inc. 6.02%, 01/25/2026, 3 mo. USD SOFR + 0.69%(2) | 1,394,358 | |
Citizens Bank NA | |||
1,025,000 | 4.12%, 05/23/2025, (4.12% fixed rate until 05/23/2024; 6 mo. USD SOFR + 1.4% thereafter)(6) | 991,060 | |
750,000 | 6.06%, 10/24/2025, (6.06% fixed rate until 10/24/2024; 6 mo. USD SOFR + 1.45% thereafter)(6) | 723,654 | |
1,250,000 | Commonwealth Bank of Australia 5.08%, 01/10/2025 | 1,242,392 | |
1,550,000 | Cooperatieve Rabobank UA 5.59%, 01/12/2024, 3 mo. USD SOFR + 0.30%(2) | 1,550,051 | |
2,190,000 | Credit Agricole SA 5.59%, 07/05/2026(1) | 2,173,503 | |
750,000 | Credit Suisse AG 4.75%, 08/09/2024 | 739,320 | |
Danske Bank AS | |||
1,180,000 | 6.26%, 09/22/2026, (6.26% fixed rate until 03/22/2024; 1 yr. USD CMT + 1.18% thereafter)(1)(6) | 1,180,105 | |
750,000 | 6.47%, 01/09/2026, (6.47% fixed rate until 01/09/2025; 1 yr. USD CMT + 2.10% thereafter)(1)(6) | 748,686 | |
2,525,000 | Deutsche Bank AG 5.84%, 11/08/2023, 3 mo. USD SOFR + 0.50%(2) | 2,524,773 | |
1,350,000 | DNB Bank ASA 2.97%, 03/28/2025, (2.97% fixed rate until 03/28/2024; 6 mo. USD SOFR + 0.81% thereafter)(1)(6) | 1,327,716 | |
1,880,000 | Fifth Third Bank NA 5.85%, 10/27/2025, (5.85% fixed rate until 10/27/2024; 6 mo. USD SOFR + 1.23% thereafter)(6) | 1,849,561 | |
Goldman Sachs Group, Inc. | |||
1,425,000 | 1.22%, 12/06/2023 | 1,413,189 | |
1,250,000 | 5.70%, 11/01/2024 | 1,245,286 | |
1,750,000 | 5.80%, 08/10/2026, (5.80% fixed rate until 08/10/2025; 3 mo. USD SOFR + 1.08% thereafter)(6) | 1,736,848 | |
1,500,000 | 5.84%, 09/10/2024, 3 mo. USD SOFR + 0.50%(2) | 1,497,005 | |
HSBC Holdings PLC | |||
1,425,000 | 5.92%, 11/22/2024, 3 mo. USD SOFR + 0.58%(2) | 1,424,835 | |
1,250,000 | 7.34%, 11/03/2026, (7.34% fixed rate until 11/03/2025; 6 mo. USD SOFR + 3.03% thereafter)(6) | 1,276,489 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 35.6% - (continued) | |||
Commercial Banks - 19.2% - (continued) | |||
$ 1,025,000 | HSBC USA, Inc. 3.75%, 05/24/2024 | $ 1,008,054 | |
Huntington National Bank | |||
1,175,000 | 4.01%, 05/16/2025, (4.01% fixed rate until 05/16/2024; 6 mo. USD SOFR + 1.21% thereafter)(6) | 1,145,394 | |
1,250,000 | 5.70%, 11/18/2025, (5.70% fixed rate until 11/18/2024; 6 mo. USD SOFR + 1.22% thereafter)(6) | 1,221,821 | |
JP Morgan Chase & Co. | |||
1,350,000 | 3.85%, 06/14/2025, (3.85% fixed rate until 06/14/2024; 6 mo. USD SOFR + 0.98% thereafter)(6) | 1,326,194 | |
850,000 | 5.55%, 12/15/2025, (5.55% fixed rate until 12/15/2024; 6 mo. USD SOFR + 1.07% thereafter)(6) | 844,342 | |
2,000,000 | 5.88%, 06/01/2025, 6 mo. USD SOFR + 0.54%(2) | 1,994,088 | |
KeyBank NA | |||
1,250,000 | 5.66%, 06/14/2024, 3 mo. USD SOFR + 0.32%(2) | 1,228,787 | |
2,000,000 | 5.69%, 01/03/2024, 3 mo. USD SOFR + 0.34%(2)(5) | 1,990,752 | |
Macquarie Group Ltd. | |||
1,500,000 | 6.01%, 10/14/2025, 3 mo. USD SOFR + 0.71%(1)(2) | 1,491,630 | |
1,200,000 | 6.21%, 11/22/2024(1) | 1,199,497 | |
Manufacturers & Traders Trust Co. | |||
2,310,000 | 4.65%, 01/27/2026 | 2,201,842 | |
1,850,000 | 5.40%, 11/21/2025 | 1,794,218 | |
Morgan Stanley | |||
1,350,000 | 3.62%, 04/17/2025, (3.62% fixed rate until 04/17/2024; 6 mo. USD SOFR + 1.16% thereafter)(6) | 1,329,806 | |
1,225,000 | 5.05%, 01/28/2027, (5.05% fixed rate until 01/28/2026; 6 mo. USD SOFR + 1.30% thereafter)(6) | 1,200,916 | |
750,000 | 5.96%, 01/24/2025, 6 mo. USD SOFR + 0.63%(2) | 748,640 | |
Morgan Stanley Bank NA | |||
1,250,000 | 4.75%, 04/21/2026 | 1,221,980 | |
1,500,000 | 5.48%, 07/16/2025 | 1,494,746 | |
National Australia Bank Ltd. | |||
1,225,000 | 4.97%, 01/12/2026 | 1,210,609 | |
1,400,000 | 5.67%, 01/12/2025, 3 mo. USD SOFR + 0.38%(1)(2) | 1,397,939 | |
3,725,000 | National Bank of Canada 5.83%, 08/06/2024, 3 mo. USD SOFR + 0.49%(2) | 3,709,448 | |
1,000,000 | National Securities Clearing Corp. 5.15%, 05/30/2025(1) | 992,052 | |
1,290,000 | NatWest Markets PLC 5.87%, 08/12/2024, 3 mo. USD SOFR + 0.53%(1)(2) | 1,285,873 | |
PNC Financial Services Group, Inc. | |||
1,325,000 | 3.90%, 04/29/2024 | 1,308,410 | |
1,510,000 | 5.67%, 10/28/2025, (5.67% fixed rate until 10/28/2024; 6 mo. USD SOFR + 1.09% thereafter)(6) | 1,498,409 | |
Royal Bank of Canada | |||
875,000 | 5.20%, 07/20/2026 | 865,592 | |
1,925,000 | 5.61%, 01/19/2024, 3 mo. USD SOFR + 0.30%(2) | 1,924,715 | |
1,475,000 | 5.62%, 10/07/2024, 3 mo. USD SOFR + 0.34%(2) | 1,470,085 | |
950,000 | 5.66%, 10/25/2024 | 946,636 |
52 |
Hartford Ultrashort Bond HLS Fund
Schedule of
Investments – (continued)
September 30, 2023 (Unaudited)
September 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 35.6% - (continued) | |||
Commercial Banks - 19.2% - (continued) | |||
Societe Generale SA | |||
$ 1,350,000 | 4.35%, 06/13/2025(1)(5) | $ 1,310,821 | |
925,000 | 6.45%, 01/12/2027, (6.45% fixed rate until 01/12/2026; 1 yr. USD CMT + 2.30% thereafter)(1)(6) | 924,868 | |
Standard Chartered PLC | |||
1,225,000 | 6.17%, 01/09/2027, (6.17% fixed rate until 01/09/2026; 1 yr. USD CMT + 2.05% thereafter)(1)(5)(6) | 1,218,850 | |
850,000 | 7.78%, 11/16/2025, (7.78% fixed rate until 11/16/2024; 1 yr. USD CMT + 3.10% thereafter)(1)(6) | 865,616 | |
1,500,000 | State Street Corp. 5.75%, 11/04/2026, (5.75% fixed rate until 11/04/2025; 6 mo. USD SOFR + 1.35% thereafter)(6) | 1,494,927 | |
2,200,000 | Sumitomo Mitsui Trust Bank Ltd. 5.79%, 09/16/2024, 3 mo. USD SOFR + 0.44%(1)(2) | 2,194,508 | |
Toronto-Dominion Bank | |||
1,000,000 | 2.35%, 03/08/2024 | 984,517 | |
925,000 | 5.10%, 01/09/2026 | 912,473 | |
2,200,000 | 5.69%, 09/10/2024, 3 mo. USD SOFR + 0.35%(2) | 2,194,850 | |
Truist Financial Corp. | |||
1,500,000 | 5.74%, 06/09/2025, 3 mo. USD SOFR + 0.40%(2) | 1,466,682 | |
1,250,000 | 5.90%, 10/28/2026, (5.90% fixed rate until 10/28/2025; 6 mo. USD SOFR + 1.63% thereafter)(6) | 1,236,320 | |
UBS AG | |||
1,400,000 | 5.77%, 01/13/2025, 3 mo. USD SOFR + 0.47%(1)(2) | 1,395,324 | |
2,200,000 | 5.79%, 08/09/2024, 3 mo. USD SOFR + 0.45%(1)(2) | 2,196,150 | |
1,750,000 | Wells Fargo Bank NA 5.55%, 08/01/2025 | 1,744,461 | |
109,568,107 | |||
Diversified Financial Services - 1.3% | |||
American Express Co. | |||
2,050,000 | 3.38%, 05/03/2024 | 2,018,512 | |
1,300,000 | 3.95%, 08/01/2025 | 1,257,700 | |
1,250,000 | 4.99%, 05/01/2026, (4.99% fixed rate until 05/01/2025; 6 mo. USD SOFR + 1.00% thereafter)(6) | 1,228,136 | |
975,000 | Capital One Financial Corp. 4.99%, 07/24/2026, (4.99% fixed rate until 07/24/2025; 6 mo. USD SOFR + 2.16% thereafter)(6) | 946,076 | |
1,750,000 | Charles Schwab Corp. 5.88%, 08/24/2026 | 1,744,365 | |
7,194,789 | |||
Electric - 2.0% | |||
1,250,000 | American Electric Power Co., Inc. 5.70%, 08/15/2025 | 1,243,668 | |
1,350,000 | Eversource Energy 4.20%, 06/27/2024 | 1,331,706 | |
1,520,000 | Mississippi Power Co. 5.65%, 06/28/2024, 3 mo. USD SOFR + 0.30%(2) | 1,513,520 | |
NextEra Energy Capital Holdings, Inc. | |||
1,500,000 | 4.26%, 09/01/2024 | 1,475,472 | |
980,000 | 5.75%, 09/01/2025 | 977,530 | |
525,000 | 6.05%, 03/01/2025 | 525,825 | |
1,400,000 | Pacific Gas & Electric Co. 3.25%, 02/16/2024 | 1,384,095 | |
500,000 | Pennsylvania Electric Co. 5.15%, 03/30/2026(1) | 490,706 | |
1,700,000 | Sempra 5.40%, 08/01/2026 | 1,682,303 | |
1,000,000 | Southern Co. 5.15%, 10/06/2025 | 989,985 | |
11,614,810 |
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 35.6% - (continued) | |||
Food - 0.2% | |||
$ 1,155,000 | Mondelez International, Inc. 2.13%, 03/17/2024 | $ 1,135,485 | |
Healthcare - Products - 0.3% | |||
1,550,000 | GE HealthCare Technologies, Inc. 5.55%, 11/15/2024 | 1,542,302 | |
Healthcare - Services - 0.6% | |||
1,580,000 | CommonSpirit Health 2.76%, 10/01/2024 | 1,530,491 | |
545,000 | Elevance Health, Inc. 5.35%, 10/15/2025 | 541,614 | |
1,395,000 | UnitedHealth Group, Inc. 5.15%, 10/15/2025 | 1,391,028 | |
3,463,133 | |||
Household Products - 0.4% | |||
2,540,000 | Haleon U.S. Capital LLC 3.02%, 03/24/2024 | 2,503,255 | |
Insurance - 4.9% | |||
Athene Global Funding | |||
3,500,000 | 5.90%, 08/19/2024, 3 mo. USD SOFR + 0.56%(1)(2) | 3,465,699 | |
2,620,000 | 6.04%, 05/24/2024, 3 mo. USD SOFR + 0.70%(1)(2) | 2,609,225 | |
Brighthouse Financial Global Funding | |||
1,500,000 | 1.20%, 12/15/2023(1) | 1,485,422 | |
1,625,000 | 6.05%, 04/12/2024, 3 mo. USD SOFR + 0.76%(1)(2) | 1,617,330 | |
705,000 | Corebridge Financial, Inc. 3.50%, 04/04/2025 | 676,343 | |
725,000 | Corebridge Global Funding 5.75%, 07/02/2026(1) | 716,330 | |
1,540,000 | Equitable Financial Life Global Funding 5.50%, 12/02/2025(1) | 1,517,513 | |
2,000,000 | Five Corners Funding Trust 4.42%, 11/15/2023(1) | 1,994,761 | |
1,425,000 | Jackson Financial, Inc. 1.13%, 11/22/2023 | 1,414,189 | |
1,225,000 | Jackson National Life Global Funding 5.50%, 01/09/2026(1) | 1,197,212 | |
1,550,000 | MassMutual Global Funding II 5.65%, 04/12/2024, 3 mo. USD SOFR + 0.36%(1)(2) | 1,550,008 | |
1,225,000 | Metropolitan Life Global Funding I 5.00%, 01/06/2026(1) | 1,210,607 | |
1,350,000 | New York Life Global Funding 3.15%, 06/06/2024(1) | 1,324,731 | |
1,250,000 | Pacific Life Global Funding II 5.50%, 08/28/2026(1) | 1,243,576 | |
Principal Life Global Funding II | |||
2,500,000 | 5.72%, 08/23/2024, 3 mo. USD SOFR + 0.38%(1)(2) | 2,493,056 | |
645,000 | 5.74%, 04/12/2024, 3 mo. USD SOFR + 0.45%(1)(2) | 644,242 | |
Protective Life Global Funding | |||
1,375,000 | 3.22%, 03/28/2025(1) | 1,316,971 | |
1,525,000 | 5.37%, 01/06/2026(1) | 1,511,258 | |
27,988,473 | |||
IT Services - 0.2% | |||
875,000 | Hewlett Packard Enterprise Co. 5.90%, 10/01/2024 | 874,307 | |
Machinery - Construction & Mining - 0.2% | |||
1,100,000 | Caterpillar Financial Services Corp. 5.61%, 09/13/2024, 3 mo. USD SOFR + 0.27%(2) | 1,099,603 | |
Media - 0.2% | |||
1,020,000 | Comcast Corp. 5.25%, 11/07/2025 | 1,015,436 | |
Oil & Gas - 0.6% | |||
1,400,000 | Occidental Petroleum Corp. 5.88%, 09/01/2025 | 1,392,888 |
53 |
Hartford Ultrashort Bond HLS Fund
Schedule of
Investments – (continued)
September 30, 2023 (Unaudited)
September 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
CORPORATE BONDS - 35.6% - (continued) | |||
Oil & Gas - 0.6% - (continued) | |||
$ 1,750,000 | Ovintiv, Inc. 5.65%, 05/15/2025 | $ 1,740,087 | |
255,000 | Pioneer Natural Resources Co. 5.10%, 03/29/2026 | 251,828 | |
3,384,803 | |||
Pharmaceuticals - 0.4% | |||
1,225,000 | CVS Health Corp. 5.00%, 02/20/2026 | 1,206,132 | |
1,050,000 | Pfizer Investment Enterprises Pte. Ltd. 4.65%, 05/19/2025 | 1,035,589 | |
2,241,721 | |||
Pipelines - 1.3% | |||
245,000 | Columbia Pipelines Holding Co. LLC 6.06%, 08/15/2026(1) | 245,799 | |
2,100,000 | Enbridge, Inc. 5.97%, 02/16/2024, 3 mo. USD SOFR + 0.63%(2) | 2,100,066 | |
350,000 | Energy Transfer LP 4.25%, 04/01/2024 | 346,829 | |
925,000 | Enterprise Products Operating LLC 5.05%, 01/10/2026 | 915,041 | |
2,050,000 | ONEOK, Inc. 5.55%, 11/01/2026 | 2,038,551 | |
1,700,000 | Williams Cos., Inc. 5.40%, 03/02/2026 | 1,686,915 | |
7,333,201 | |||
REITS - 0.2% | |||
1,220,000 | Public Storage Operating Co. 5.79%, 04/23/2024, 3 mo. USD SOFR + 0.47%(2) | 1,219,477 | |
Retail - 0.1% | |||
800,000 | AutoZone, Inc. 5.05%, 07/15/2026 | 788,446 | |
Semiconductors - 0.3% | |||
1,120,000 | Analog Devices, Inc. 5.60%, 10/01/2024, 3 mo. USD SOFR + 0.25%(2)(5) | 1,119,432 | |
885,000 | Intel Corp. 4.88%, 02/10/2026 | 874,515 | |
1,993,947 | |||
Software - 0.0% | |||
275,000 | Oracle Corp. 5.80%, 11/10/2025 | 276,053 | |
Telecommunications - 0.2% | |||
455,000 | NTT Finance Corp. 4.14%, 07/26/2024(1) | 448,578 | |
800,000 | Sprint LLC 7.13%, 06/15/2024 | 805,102 | |
1,253,680 | |||
Trucking & Leasing - 0.2% | |||
1,000,000 | Penske Truck Leasing Co. LP/PTL Finance Corp. 5.75%, 05/24/2026(1) | 985,385 | |
Total Corporate Bonds (cost $205,198,216) | $ 203,299,073 | ||
U.S. GOVERNMENT AGENCIES - 6.2% | |||
Mortgage-Backed Agencies - 6.2% | |||
Federal Home Loan Banks - 4.5% | |||
5,000,000 | 4.75%, 03/08/2024 | $ 4,982,812 | |
540,000 | 4.88%, 11/07/2023 | 539,509 | |
1,500,000 | 4.88%, 06/14/2024 | 1,491,260 | |
5,960,000 | 5.00%, 11/09/2023 | 5,955,094 | |
3,000,000 | 5.00%, 01/10/2024 | 2,995,399 | |
5,000,000 | 5.46%, 07/19/2024 | 4,984,892 | |
5,000,000 | 5.55%, 07/19/2024 | 4,986,743 | |
25,935,709 | |||
Federal Home Loan Mortgage Corp. - 0.4% | |||
699,161 | 1.00%, 05/15/2041 | 627,684 | |
306,836 | 1.75%, 04/15/2027 | 294,495 | |
62,664 | 3.00%, 05/15/2043 | 61,301 | |
389,439 | 3.50%, 11/15/2025 | 380,507 |
Shares or Principal Amount | Market Value† | ||
U.S. GOVERNMENT AGENCIES - 6.2% - (continued) | |||
Mortgage-Backed Agencies - 6.2% - (continued) | |||
Federal Home Loan Mortgage Corp. - 0.4% - (continued) | |||
$ 528,976 | 3.50%, 05/15/2026 | $ 516,845 | |
41,927 | 3.50%, 11/15/2042 | 41,548 | |
304,962 | 3.53%, 10/25/2023(3) | 303,809 | |
2,226,189 | |||
Federal National Mortgage Association - 1.1% | |||
438,737 | 1.75%, 09/25/2041 | 402,314 | |
2,452,692 | 3.06%, 06/25/2024(3) | 2,401,778 | |
1,078,204 | 3.50%, 11/01/2034 | 1,049,365 | |
1,126,766 | 3.50%, 11/25/2038 | 1,088,921 | |
1,312,561 | 4.00%, 09/25/2039 | 1,281,074 | |
6,223,452 | |||
Government National Mortgage Association - 0.2% | |||
20,660 | 1.70%, 10/20/2045 | 20,580 | |
375,668 | 2.50%, 09/20/2046 | 343,350 | |
1,039,941 | 3.50%, 01/20/2052 | 997,398 | |
1,361,328 | |||
Total U.S. Government Agencies (cost $36,045,412) | $ 35,746,678 | ||
U.S. GOVERNMENT SECURITIES - 17.1% | |||
U.S. Treasury Securities - 17.1% | |||
U.S. Treasury Notes - 17.1% | |||
10,325,000 | 0.13%, 12/15/2023 | $ 10,216,104 | |
10,000,000 | 0.75%, 11/15/2024 | 9,498,828 | |
51,250,000 | 2.00%, 04/30/2024 | 50,245,019 | |
13,050,000 | 2.38%, 02/29/2024 | 12,887,385 | |
15,000,000 | 2.50%, 01/31/2024 | 14,855,273 | |
Total U.S. Government Securities (cost $98,371,171) | $ 97,702,609 | ||
Total Long-Term Investments (cost $556,785,835) | $ 549,612,355 | ||
SHORT-TERM INVESTMENTS - 3.6% | |||
Commercial Paper - 1.0% | |||
1,000,000 | AT&T, Inc. 5.90%, 03/19/2024(7) | $ 972,499 | |
3,100,000 | Australia & New Zealand Banking Group Ltd. 5.80%, 04/22/2024(7) | 3,000,822 | |
1,000,000 | HSBC USA, Inc. 5.60%, 01/05/2024(7) | 984,775 | |
1,000,000 | Societe Generale SA 5.35%, 01/18/2024(7) | 983,063 | |
5,941,159 | |||
Repurchase Agreements - 0.0% | |||
13,197 | Fixed Income Clearing Corp. Repurchase Agreement dated 09/29/2023 at 5.29%, due on 10/02/2023 with a maturity value of $13,203; collateralized by U.S. Treasury Note at 1.63%, maturing 10/31/2026, with a market value of $13,465 | 13,197 | |
Securities Lending Collateral - 0.3% | |||
276,605 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 5.24%(8) | 276,605 | |
922,018 | HSBC U.S. Government Money Market Fund, Institutional Class, 5.28%(8) | 922,018 |
54 |
Hartford Ultrashort Bond HLS Fund
Schedule of
Investments – (continued)
September 30, 2023 (Unaudited)
September 30, 2023 (Unaudited)
Shares or Principal Amount | Market Value† | ||
SHORT-TERM INVESTMENTS - 3.6% - (continued) | |||
Securities Lending Collateral - 0.3% - (continued) | |||
276,605 | Invesco Government & Agency Portfolio, Institutional Class, 5.26%(8) | $ 276,605 | |
276,605 | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 5.27%(8) | 276,605 | |
1,751,833 | |||
Total Short-Term Investments (cost $20,662,450) | $ 20,660,715 | ||
Total Investments (cost $577,448,285) | 99.7% | $ 570,273,070 | |
Other Assets and Liabilities | 0.3% | 1,538,119 | |
Total Net Assets | 100.0% | $ 571,811,189 |
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 September 30, 2023, the aggregate value of these securities was $195,396,900, representing 34.2% of net assets. |
(2) | Variable rate securities; the rate reported is the coupon rate in effect at September 30, 2023. Base lending rates may be subject to a floor or cap. |
(3) | Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end. |
(4) | Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate. |
(5) | Represents entire or partial securities on loan. |
(6) | Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at September 30, 2023. Rate will reset at a future date. Base lending rates may be subject to a floor or cap. |
(7) | The rate shown represents current yield to maturity. |
(8) | Current yield as of period end. |
† | 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, 2023 in valuing the Fund’s investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
Assets | ||||||||
Asset & Commercial Mortgage-Backed Securities | $ 212,863,995 | $ — | $ 212,863,995 | $ — | ||||
Corporate Bonds | 203,299,073 | — | 203,299,073 | — | ||||
U.S. Government Agencies | 35,746,678 | — | 35,746,678 | — | ||||
U.S. Government Securities | 97,702,609 | — | 97,702,609 | — | ||||
Short-Term Investments | 20,660,715 | 1,751,833 | 18,908,882 | — | ||||
Total | $ 570,273,070 | $ 1,751,833 | $ 568,521,237 | $ — |
(1) | For the period ended September 30, 2023, there were no transfers in and out of Level 3. |
55 |
Hartford Series Fund, Inc. (the "Company")
GLOSSARY:
(abbreviations used in preceding Schedule of Investments) (Unaudited)
Counterparty Abbreviations: | |
ANZ | Australia and New Zealand Banking Group |
BMO | Bank of Montreal |
DEUT | Deutsche Bank Securities, Inc. |
JPM | JP Morgan Chase & Co. |
MSC | Morgan Stanley |
Currency Abbreviations: | |
BRL | Brazil Real |
EUR | Euro Member Countries |
USD | United States Dollar |
Index Abbreviations: | |
CDX.EM | Credit Derivatives Emerging Markets |
CDX.NA.HY | Credit Derivatives North American High Yield |
CMT | Constant Maturity Treasury Index |
ICE | Intercontinental Exchange, Inc. |
MTA | Monthly Treasury Average Index |
Municipal Abbreviations: | |
Auth | Authority |
Dev | Development |
GO | General Obligation |
Rev | Revenue |
Other Abbreviations: | |
ACWI | All Country World Index |
ADR | American Depositary Receipt |
ARM | Adjustable Rate Mortgage |
ASA | Allmennaksjeselskap |
BAM | Build America Mutual Assurance Corp. |
CLO | Collateralized Loan Obligation |
CMO | Collateralized Mortgage Obligation |
CVR | Contingent Value Rights |
ETF | Exchange-Traded Fund |
EURIBOR | Euro Interbank Offered Rate |
KGaA | Kommanditgesellschaft Auf Aktien |
LIBOR | London Interbank Offered Rate |
NATL | National Public Finance Guarantee Corp. |
Nyrt | New York REIT Inc |
PT | Perseroan Terbatas |
REIT | Real Estate Investment Trust |
SOFR | Secured Overnight Financing Rate |
ST APPROP | State Appropriation |
TBA | To Be Announced |
Tbk | Terbuka |
56 |