UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-CSR
CERTIFIED SHAREHOLDER REPORT OF REGISTERED MANAGEMENT
INVESTMENT COMPANIES
Investment Company Act file number: 811-04615
HARTFORD HLS SERIES FUND II, INC.
(Exact name of registrant as specified in charter)
690 Lee Road, Wayne, Pennsylvania 19087
(Address of Principal Executive Offices) (Zip Code)
Thomas Phillips, Esquire
Hartford Funds Management Company, LLC
690 Lee Road
Wayne, Pennsylvania 19087
(Name and Address of Agent for Service)
Registrant’s telephone number, including area code: 610-386-4068
Date of fiscal year end: December 31
Date of reporting period: June 30, 2017
Form N-CSR is to be used by management investment companies to file reports with the Commission not later than 10 days after the transmission to stockholders of any report that is required to be transmitted to stockholders under Rule 30e-1 under the Investment Company Act of 1940 (17 CFR 270.30e-1). The Commission may use the information provided on Form N-CSR in its regulatory, disclosure review, inspection, and policymaking roles.
A registrant is required to disclose the information specified by Form N-CSR, and the Commission will make this information public. A registrant is not required to respond to the collection of information contained in Form N-CSR unless the Form displays a currently valid Office of Management and Budget (“OMB”) control number. Please direct comments concerning the accuracy of the information collection burden estimate and any suggestions for reducing the burden to Secretary, Securities and Exchange Commission, 100 F. Street, NE, Washington, DC 20549. The OMB has reviewed this collection of information under the clearance requirements of 44 U.S.C. § 3507.
Item 1. Reports to Stockholders.
A MESSAGE FROM THE PRESIDENT
Dear Fellow Shareholders:
Thank you for investing in Hartford HLS Funds. We are pleased to present you with the Semi-Annual Report, which covers the period from January 1, 2017 through June 30, 2017.
Market Review
During the six months ended June 30, 2017, U.S. stocks, as measured by the S&P 500 Index,1 kept an upward trajectory. The S&P 500 Index started 2017 off with more than a 9% return through June 30.
The primary drivers of market progress during the period were slow, steady growth, positive corporate earnings, positive job reports, and a growing domestic economy. These market conditions have served as the basis of the U.S. Federal Reserve’s (Fed) interest-rate hike cycle that began in December 2015 and continued through June 2017 when short-term rates rose by 0.25% to a range of 1% to 1.25%. At the time of this writing, consensus expectations were for a continued gradual rate-hike pace by the Fed, which should help markets better digest and account for such changes.
Going forward, politics both at home and abroad are likely to continue playing a key role in driving market movements. In the U.S., there is uncertainty about potential policy changes by the Trump administration surrounding healthcare and tax reform. In Europe, while Macron’s victory in France was viewed as market-friendly, uncertainty remains with respect to other European elections and Britain’s “Brexit” undertaking to leave the European Union. Each of these scenarios could influence markets or cause an uptick in volatility.
For this reason, we encourage you to maintain a strong relationship with your financial advisor, who can help guide you through shifting markets with confidence. Regardless of the political environment, your advisor can help you proactively build a portfolio that takes market uncertainty into account, along with your unique investment goals and risk tolerances. Your financial advisor can help you find a fit within our family of funds as you work toward those goals.
Thank you again for investing with Hartford HLS Funds. For the most up-to-date information on the Hartford HLS Funds, please take advantage of all the resources available at hartfordfunds.com.
James Davey
President
Hartford HLS Funds
| 1 | S&P 500 Index is a market capitalization-weighted price index composed of 500 widely held common stocks. |
| | The index is unmanaged and not available for direct investment. Past performance is not indicative of future results. |
Hartford HLS Funds
Table of Contents
Hartford Balanced HLS Fund inception 03/31/1983
| | |
| (sub-advised by Wellington Management Company LLP) | | Investment objective – The Fund seeks long-term total return. |
The chart above represents the hypothetical growth of a $10,000 investment in Class IA. Growth results in classes other than Class IA will vary from what is seen above due to differences in the expenses charged to those share classes.
Average Annual Total Returns (as of 6/30/17)
| | | | | | | | | | | | | | | | |
| | | 6 Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Balanced IA | | | 6.66% | | | | 9.13% | | | | 9.75% | | | | 5.49% | |
Balanced IB | | | 6.50% | | | | 8.84% | | | | 9.47% | | | | 5.23% | |
S&P 500 Index | | | 9.34% | | | | 17.90% | | | | 14.63% | | | | 7.18% | |
Bloomberg Barclays Government/Credit Bond Index | | | 2.66% | | | | -0.41% | | | | 2.29% | | | | 4.57% | |
Bank of America Merrill Lynch 3-Month U.S. Treasury Bill Index | | | 0.31% | | | | 0.49% | | | | 0.17% | | | | 0.58% | |
Balanced HLS Fund Blended Index | | | 6.51% | | | | 10.33% | | | | 9.56% | | | | 6.24% | |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on June 30, 2017, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
S&P 500 Index (reflects no deduction for fees, expenses or taxes) is a market capitalization-weighted price index composed of 500 widely held common stocks.
Bloomberg Barclays Government/Credit Bond Index (reflects no deduction for fees, expenses or taxes) is an unmanaged, market-value-weighted index of all debt obligations of the U.S. Treasury and U.S. Government agencies (excluding mortgaged-backed securities) and of all publicly-issued fixed-rate, nonconvertible, investment grade domestic corporate debt.
Bank of America Merrill Lynch 3-Month U.S. Treasury Bill Index (reflects no deduction for fees, expenses or taxes) is a subset of The Bank of America Merrill Lynch 0-1 Year U.S. Treasury Index including all securities with a remaining term to final maturity less than 3 months.
Balanced HLS Fund Blended Index is calculated by Hartford Funds Management Company, LLC (“HFMC”) and represents the weighted return of 60% S&P 500 Index, 35% Bloomberg Barclays Government/Credit Bond Index and 5% Bank of America Merrill Lynch 3-Month U.S. Treasury Bill Index.
On August 24, 2016, Bloomberg L.P. acquired Barclays Risk Analytics and Index Solutions Ltd. from Barclays PLC. As a result of this acquisition, the Barclays indices have been rebranded as Bloomberg Barclays indices.
The indices are unmanaged.
You cannot invest directly in an index.
As shown in the Fund’s current prospectus dated May 1, 2017, the total annual fund operating expense ratios for Class IA and Class IB were 0.66% and 0.91%, respectively. Actual expenses may be higher. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2017.
The chart and table do not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance.
Performance information may reflect historical or current expense waivers/reimbursements from HFMC, the investment manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.
A Word about Risk
All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. If the Fund’s strategy for allocating assets among different asset classes does not work as intended, the Fund may not achieve its
Hartford Balanced HLS Fund inception 03/31/1983
objective or may underperform other funds with similar investment strategies. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). Fixed income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened due to the historically low interest rate environment. Mortgage- and asset-backed securities’ risks include credit, interest-rate, prepayment, and extension risk. Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government.
|
| Hartford Balanced HLS Fund |
Fund Summary
June 30, 2017 (Unaudited)
Composition by Security Type
as of June 30, 2017
| | | | |
| Category | | Percentage of
Net Assets | |
Equity Securities | | | | |
Common Stocks | | | 65.0 | % |
| | | | |
Total | | | 65.0 | % |
| | | | |
Fixed Income Securities | | | | |
Asset & Commercial Mortgage Backed Securities | | | 4.2 | % |
Corporate Bonds | | | 19.3 | |
Foreign Government Obligations | | | 0.4 | |
Municipal Bonds | | | 1.6 | |
U.S. Government Agencies | | | 0.4 | |
U.S. Government Securities | | | 8.7 | |
| | | | |
Total | | | 34.6 | % |
| | | | |
Short-Term Investments | | | 0.4 | |
Other Assets & Liabilities | | | 0.0 | * |
| | | | |
Total | | | 100.0 | % |
| | | | |
| * | Percentage rounds to zero. |
Hartford Capital Appreciation HLS Fund inception 04/02/1984
| | |
| (sub-advised by Wellington Management Company LLP) | | Investment objective – The Fund seeks growth of capital. |
The chart above represents the hypothetical growth of a $10,000 investment in Class IA. Growth results in classes other than Class IA will vary from what is seen above due to differences in the expenses charged to those share classes.
Average Annual Total Returns (as of 6/30/17)
| | | | | | | | | | | | | | | | |
| | | 6 Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Capital Appreciation IA | | | 12.32% | | | | 20.14% | | | | 14.47% | | | | 6.13% | |
Capital Appreciation IB | | | 12.19% | | | | 19.87% | | | | 14.18% | | | | 5.87% | |
Capital Appreciation IC | | | 12.05% | | | | 19.58% | | | | 13.90% | | | | 5.60% | |
Russell 3000 Index | | | 8.93% | | | | 18.51% | | | | 14.58% | | | | 7.26% | |
S&P 500 Index | | | 9.34% | | | | 17.90% | | | | 14.63% | | | | 7.18% | |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on June 30, 2017, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
Class IC shares commenced operations on April 30, 2014. Class IC shares performance prior to that date reflects Class IA shares performance adjusted to reflect the 12b-1 fee of 0.25% and the administrative services fee of 0.25% applicable to Class IC shares. The performance after such date reflects actual Class IC shares performance.
Russell 3000 Index (reflects no deduction for fees, expenses or taxes) is an unmanaged index that measures the performance of the 3,000 largest U.S. companies based on total market capitalization.
S&P 500 Index (reflects no deduction for fees, expenses or taxes) is a market capitalization-weighted price index composed of 500 widely held common stocks.
The indices are unmanaged.
You cannot invest directly in an index.
As shown in the Fund’s current prospectus dated May 1, 2017, the total annual fund operating expense ratios for Class IA, Class IB and Class IC were 0.68%, 0.93% and 1.18%, respectively. Actual expenses may be higher. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2017.
The chart and table do not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance.
A Word about Risk
All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. If the Fund’s strategy for allocating assets among different asset classes and/or portfolio management teams does not work as intended, the Fund may not achieve its objective or may underperform other funds with similar investment strategies. Small- and mid-cap securities can have greater risk and volatility than large-cap securities. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs.
|
| Hartford Capital Appreciation HLS Fund |
Fund Summary
June 30, 2017 (Unaudited)
Composition by Sector
as of June 30, 2017
| | | | |
| Sector | | Percentage of
Net Assets | |
Equity Securities | | | | |
Consumer Discretionary | | | 13.0 | % |
Consumer Staples | | | 5.0 | |
Energy | | | 2.6 | |
Financials | | | 17.6 | |
Health Care | | | 16.1 | |
Industrials | | | 9.3 | |
Information Technology | | | 24.7 | |
Materials | | | 2.7 | |
Real Estate | | | 2.2 | |
Telecommunication Services | | | 1.0 | |
Utilities | | | 3.5 | |
| | | | |
Total | | | 97.7 | % |
| | | | |
Short-Term Investments | | | 1.3 | |
Other Assets & Liabilities | | | 1.0 | |
| | | | |
Total | | | 100.0 | % |
| | | | |
A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.
Hartford Disciplined Equity HLS Fund inception 05/29/1998
| | |
| (sub-advised by Wellington Management Company LLP) | | Investment objective – The Fund seeks growth of capital. |
The chart above represents the hypothetical growth of a $10,000 investment in Class IA. Growth results in classes other than Class IA will vary from what is seen above due to differences in the expenses charged to those share classes.
Average Annual Total Returns (as of 6/30/17)
| | | | | | | | | | | | | | | | |
| | | 6 Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Disciplined Equity IA | | | 10.14% | | | | 13.78% | | | | 15.84% | | | | 7.66% | |
Disciplined Equity IB | | | 10.02% | | | | 13.49% | | | | 15.55% | | | | 7.40% | |
S&P 500 Index | | | 9.34% | | | | 17.90% | | | | 14.63% | | | | 7.18% | |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on June 30, 2017, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
S&P 500 Index (reflects no deduction for fees, expenses or taxes) is a market capitalization-weighted price index composed of 500 widely held common stocks.
The index is unmanaged.
You cannot invest directly in an index.
As shown in the Fund’s current prospectus dated May 1, 2017, the total annual fund operating expense ratios for Class IA and Class IB were 0.78% and 1.03%, respectively. Actual expenses may be higher. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2017.
The chart and table do not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance.
A Word about Risk
All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”).
|
| Hartford Disciplined Equity HLS Fund |
Fund Summary
June 30, 2017 (Unaudited)
Composition by Sector
as of June 30, 2017
| | | | |
| Sector | | Percentage of
Net Assets | |
Equity Securities | | | | |
Consumer Discretionary | | | 13.0 | % |
Consumer Staples | | | 10.6 | |
Energy | | | 1.8 | |
Financials | | | 16.0 | |
Health Care | | | 15.6 | |
Industrials | | | 10.5 | |
Information Technology | | | 22.1 | |
Materials | | | 3.6 | |
Utilities | | | 5.0 | |
| | | | |
Total | | | 98.2 | % |
| | | | |
Short-Term Investments | | | 2.0 | |
Other Assets & Liabilities | | | (0.2 | ) |
| | | | |
Total | | | 100.0 | % |
| | | | |
A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.
Hartford Dividend and Growth HLS Fund inception 03/09/1994
| | |
| (sub-advised by Wellington Management Company LLP) | | Investment objective – The Fund seeks a high level of current income consistent with growth of capital. |
The chart above represents the hypothetical growth of a $10,000 investment in Class IA. Growth results in classes other than Class IA will vary from what is seen above due to differences in the expenses charged to those share classes.
Average Annual Total Returns (as of 6/30/17)
| | | | | | | | | | | | | | | | |
| | | 6 Month1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Dividend and Growth IA | | | 6.92% | | | | 18.03% | | | | 13.87% | | | | 7.02% | |
Dividend and Growth IB | | | 6.82% | | | | 17.74% | | | | 13.59% | | | | 6.75% | |
S&P 500 Index | | | 9.34% | | | | 17.90% | | | | 14.63% | | | | 7.18% | |
Russell 1000 Value Index | | | 4.66% | | | | 15.53% | | | | 13.94% | | | | 5.57% | |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on June 30, 2017, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
S&P 500 Index (reflects no deduction for fees, expenses or taxes) is a market capitalization-weighted price index composed of 500 widely held common stocks.
Russell 1000 Value Index (reflects no deduction for fees, expenses or taxes) is an unmanaged index that measures the performance of those Russell 1000 Index companies with lower price-to-book ratios and lower forecasted growth values. The Russell 1000 Index is an unmanaged index that measures the performance of the 1,000 largest companies in the Russell 3000 Index, which measures the performance of the 3,000 largest U.S. companies, based on total market capitalizations.
The indices are unmanaged
You cannot invest directly in an index.
As shown in the Fund’s current prospectus dated May 1, 2017, the total annual fund operating expense ratios for Class IA and Class IB were 0.68% and 0.93%, respectively. Actual expenses may be higher. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2017.
The chart and table do not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance.
A Word about Risk
All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. For dividend-paying stocks, dividends are not guaranteed and may decrease without notice. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and region (e.g., “Brexit”).
|
| Hartford Dividend and Growth HLS Fund |
Fund Summary
June 30, 2017 (Unaudited)
Composition by Sector
as of June 30, 2017
| | | | |
| Sector | | Percentage of
Net Assets | |
Equity Securities | | | | |
Consumer Discretionary | | | 7.0 | % |
Consumer Staples | | | 5.9 | |
Energy | | | 8.9 | |
Financials | | | 23.7 | |
Health Care | | | 15.3 | |
Industrials | | | 10.4 | |
Information Technology | | | 16.0 | |
Materials | | | 3.2 | |
Real Estate | | | 1.0 | |
Telecommunication Services | | | 1.7 | |
Utilities | | | 5.0 | |
| | | | |
Total | | | 98.1 | % |
| | | | |
Short-Term Investments | | | 1.6 | |
Other Assets & Liabilities | | | 0.3 | |
| | | | |
Total | | | 100.0 | % |
| | | | |
A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.
Hartford Global Growth HLS Fund inception 09/30/1998
| | |
| (sub-advised by Wellington Management Company LLP) | | Investment objective – The Fund seeks growth of capital. |
The chart above represents the hypothetical growth of a $10,000 investment in Class IA. Growth results in classes other than Class IA will vary from what is seen above due to differences in the expenses charged to those share classes.
Average Annual Total Returns (as of 6/30/17)
| | | | | | | | | | | | | | | | |
| | | 6 Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Global Growth IA | | | 18.16% | | | | 21.06% | | | | 16.34% | | | | 5.34% | |
Global Growth IB | | | 18.00% | | | | 20.77% | | | | 16.06% | | | | 5.08% | |
MSCI World Growth Index (Net) | | | 14.36% | | | | 17.70% | | | | 12.09% | | | | 5.30% | |
MSCI World Growth Index (Gross) | | | 14.62% | | | | 18.15% | | | | 12.53% | | | | 5.70% | |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on June 30, 2017, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
Effective May 1, 2017, the Fund changed its benchmark from the MSCI World Growth Index (Gross) to the MSCI World Growth Index (Net). Hartford Funds Management Company, LLC, the investment manager, believes that the net version of the benchmark better reflects potential tax consequences for the Fund.
MSCI World Growth Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is a broad-based unmanaged market capitalization-weighted total return index which measures the performance of growth securities in 23 developed-country global equity markets including the United States, Canada, Europe, Australia, New Zealand and the Far East.
MSCI World Growth Index (Gross) (reflects no deduction for fees, expenses or taxes) is a broad-based unmanaged market capitalization-weighted total return index
which measures the performance of growth securities in 23 developed-country global equity markets including the United States, Canada, Europe, Australia, New Zealand and the Far East.
The indices are unmanaged.
You cannot invest directly in an index.
As shown in the Fund’s current prospectus dated May 1, 2017, the total annual fund operating expense ratios for Class IA and Class IB were 0.82% and 1.07%, respectively. Actual expenses may be higher. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2017.
The chart and table do not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance.
A Word about Risk
All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). These risks are generally greater for investments in emerging markets. Mid-cap securities can have greater risk and volatility than large-cap securities. Growth investing may go out of favor, which may cause the Fund to underperform the broader stock market.
|
| Hartford Global Growth HLS Fund |
Fund Summary
June 30, 2017 (Unaudited)
Composition by Country
as of June 30, 2017
| | | | |
| Country | | Percentage of
Net Assets | |
Australia | | | 0.5 | % |
Bermuda | | | 0.5 | |
Canada | | | 1.0 | |
China | | | 4.1 | |
France | | | 2.2 | |
Germany | | | 2.8 | |
Hong Kong | | | 1.4 | |
India | | | 0.7 | |
Indonesia | | | 0.5 | |
Ireland | | | 1.3 | |
Italy | | | 1.1 | |
Japan | | | 4.6 | |
Netherlands | | | 0.6 | |
Portugal | | | 0.5 | |
Russia | | | 0.7 | |
Singapore | | | 0.8 | |
South Korea | | | 1.6 | |
Spain | | | 1.0 | |
Sweden | | | 1.3 | |
Switzerland | | | 2.9 | |
Taiwan | | | 1.8 | |
United Kingdom | | | 5.6 | |
United States | | | 60.9 | |
Short-Term Investments | | | 1.5 | |
Other Assets & Liabilities | | | 0.1 | |
| | | | |
Total | | | 100.0 | % |
| | | | |
Hartford Growth Opportunities HLS Fund inception 03/24/1987
| | |
| (sub-advised by Wellington Management Company LLP) | | Investment objective – The Fund seeks capital appreciation. |
The chart above represents the hypothetical growth of a $10,000 investment in Class IA. Growth results in classes other than Class IA will vary from what is seen above due to differences in the expenses charged to those share classes.
Average Annual Total Returns (as of 6/30/17)
| | | | | | | | | | | | | | | | |
| | | 6 Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Growth Opportunities IA | | | 17.30% | | | | 18.77% | | | | 16.80% | | | | 7.98% | |
Growth Opportunities IB | | | 17.19% | | | | 18.49% | | | | 16.51% | | | | 7.71% | |
Growth Opportunities IC | | | 17.02% | | | | 18.20% | | | | 16.23% | | | | 7.44% | |
Russell 3000 Growth Index | | | 13.69% | | | | 20.72% | | | | 15.20% | | | | 8.82% | |
Russell 1000 Growth Index | | | 13.99% | | | | 20.42% | | | | 15.30% | | | | 8.91% | |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on June 30, 2017, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
Class IC shares commenced operations on April 30, 2014. Class IC shares performance prior to that date reflects Class IA shares performance adjusted to reflect the 12b-1 fee of 0.25% and the administrative services fee of 0.25% applicable to Class IC shares. The performance after such date reflects actual Class IC shares performance.
Russell 3000 Growth Index (reflects no deduction for fees, expenses or taxes) is an unmanaged index that measures the performance of those Russell 3000 Index companies with higher price-to-book ratios and higher forecasted growth values. The Russell 3000 Index is an unmanaged index that measures the performance of the 3,000 largest U.S. companies based on total market capitalization.
Russell 1000 Growth Index (reflects no deduction for fees, expenses or taxes) is an unmanaged index that measures the performance of those Russell 1000 Index companies with higher price-to-book ratios and higher forecasted growth values. The Russell 1000 Index is an unmanaged index that measures the performance of the 1,000 largest companies in the Russell 3000 Index, which measures the performance of the 3,000 largest U.S. companies based on total market capitalization.
The indices are unmanaged.
You cannot invest directly in an index.
As shown in the Fund’s current prospectus dated May 1, 2017, the total annual fund operating expense ratios for Class IA, Class IB and Class IC were 0.65%, 0.90% and 1.15%, respectively. Actual expenses may be higher. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2017.
The chart and table do not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance.
A Word about Risk
All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). Mid-cap securities can have greater risk and volatility than large-cap securities. The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if there are adverse economic consequences in those sectors. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs. Growth investing may go out of favor, which may cause the Fund to underperform the broader stock market.
|
| Hartford Growth Opportunities HLS Fund |
Fund Summary
June 30, 2017 (Unaudited)
Composition by Sector
as of June 30, 2017
| | | | |
| Sector | | Percentage of
Net Assets | |
Equity Securities | | | | |
Consumer Discretionary | | | 15.5 | % |
Consumer Staples | | | 2.1 | |
Energy | | | 0.6 | |
Financials | | | 10.3 | |
Health Care | | | 13.9 | |
Industrials | | | 12.4 | |
Information Technology | | | 41.1 | |
Materials | | | 3.1 | |
| | | | |
Total | | | 99.0 | % |
| | | | |
Short-Term Investments | | | 0.6 | |
Other Assets & Liabilities | | | 0.4 | |
| | | | |
Total | | | 100.0 | % |
| | | | |
A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.
Hartford Healthcare HLS Fund inception 05/01/2000
| | |
| (sub-advised by Wellington Management Company LLP) | | Investment objective – The Fund seeks long-term capital appreciation. |
The chart above represents the hypothetical growth of a $10,000 investment in Class IA. Growth results in classes other than Class IA will vary from what is seen above due to differences in the expenses charged to those share classes.
Average Annual Total Returns (as of 6/30/17)
| | | | | | | | | | | | | | | | |
| | | 6 Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Healthcare IA | | | 22.13% | | | | 19.58% | | | | 20.46% | | | | 12.33% | |
Healthcare IB | | | 21.94% | | | | 19.25% | | | | 20.15% | | | | 12.04% | |
S&P Composite 1500 Health Care Index | | | 16.47% | | | | 13.41% | | | | 18.21% | | | | 10.96% | |
S&P 500 Index | | | 9.34% | | | | 17.90% | | | | 14.63% | | | | 7.18% | |
Spliced Index | | | 16.47% | | | | 13.41% | | | | 17.93% | | | | 11.23% | |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on June 30, 2017, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
Effective April 1, 2016, the Fund changed its benchmark to the S&P Composite 1500 Health Care Index due to S&P announcing that the S&P North American Health Care Sector Index would be discontinued. The S&P North American Health Care Sector Index was subsequently discontinued.
S&P Composite 1500 Health Care Index (reflects no deduction for fees, expenses or taxes) is an unmanaged capitalization-weighted index comprised of those companies included in the S&P Composite 1500 that are classified as members of the Global Industry Classification Standard (GICS®) health care sector.
S&P 500 Index (reflects no deduction for fees, expenses or taxes) is a market capitalization-weighted price index composed of 500 widely held common stocks.
Spliced Index (reflects no deduction for fees, expenses or taxes) is calculated by Hartford Funds Management Company, LLC (“HFMC”) and returns from April 1, 2016 to June 30, 2017 represent the S&P Composite 1500 Health Care Index and returns prior to April 1, 2016 represent the S&P North American Health Care Sector Index.
The indices are unmanaged.
You cannot invest directly in an index.
As shown in the Fund’s current prospectus dated May 1, 2017, the total annual fund operating expense ratios for Class IA and Class IB were 0.89% and 1.14%, respectively. Actual expenses may be higher. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2017.
The chart and table do not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance.
A Word about Risk
All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Risks of focusing investments on the health care related sector include regulatory and legal developments, patent considerations, intense competitive pressures, rapid technological changes, potential product obsolescence, and liquidity risk. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). These risks are generally greater for investments in emerging markets. Small- and mid-cap securities can have greater risk and volatility than large-cap securities.
|
| Hartford Healthcare HLS Fund |
Fund Summary
June 30, 2017 (Unaudited)
Composition by Subsector
as of June 30, 2017
| | | | |
| Subsector | | Percentage of
Net Assets | |
Equity Securities | | | | |
Biotechnology | | | 25.6 | % |
Food & Staples Retailing | | | 1.3 | |
Health Care Equipment & Supplies | | | 21.3 | |
Health Care Providers & Services | | | 19.2 | |
Health Care Technology | | | 2.0 | |
Life Sciences Tools & Services | | | 3.8 | |
Pharmaceuticals | | | 22.7 | |
| | | | |
Total | | | 95.9 | % |
| | | | |
Short-Term Investments | | | 4.4 | |
Other Assets & Liabilities | | | (0.3 | ) |
| | | | |
Total | | | 100.0 | % |
| | | | |
For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.
Hartford High Yield HLS Fund inception 09/30/1998
| | |
| (sub-advised by Wellington Management Company LLP) | | Investment objective – The Fund seeks to provide high current income, and long-term total return. |
The chart above represents the hypothetical growth of a $10,000 investment in Class IA. Growth results in classes other than Class IA will vary from what is seen above due to differences in the expenses charged to those share classes.
Average Annual Total Returns (as of 6/30/17)
| | | | | | | | | | | | | | | | |
| | | 6 Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
High Yield IA | | | 4.44% | | | | 11.49% | | | | 5.92% | | | | 6.84% | |
High Yield IB | | | 4.26% | | | | 11.22% | | | | 5.65% | | | | 6.56% | |
Bloomberg Barclays U.S. Corporate High Yield Bond Index | | | 4.93% | | | | 12.70% | | | | 6.89% | | | | 7.67% | |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on June 30, 2017, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
Performance information through March 5, 2012 represents performance of the Fund’s previous sub-adviser, Hartford Investment Management Company (“HIMCO”). As of March 5, 2012, HIMCO no longer served as the sub-adviser to the Fund.
Bloomberg Barclays U.S. Corporate High Yield Bond Index (reflects no deduction for fees, expenses or taxes) is an unmanaged broad-based market-value-weighted index that tracks the total return performance of non-investment grade, fixed-rate, publicly placed, dollar denominated and nonconvertible debt registered with the Securities and Exchange Commission.
On August 24, 2016, Bloomberg L.P. acquired Barclays Risk Analytics and Index Solutions Ltd. from Barclays PLC. As a result of this acquisition, the Barclays indices have been rebranded as Bloomberg Barclays indices.
The index is unmanaged.
You cannot invest directly in an index.
As shown in the Fund’s current prospectus dated May 1, 2017, the total annual fund operating expense ratios for Class IA and Class IB were 0.79% and 1.04%, respectively. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2017.
The chart and table do not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance.
A Word about Risk
All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened due to the historically low interest rate environment. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”).
|
| Hartford High Yield HLS Fund |
Fund Summary
June 30, 2017 (Unaudited)
Composition by Security Type
as of June 30, 2017
| | | | |
| Category | | Percentage of
Net Assets | |
Equity Securities | | | | |
Common Stocks | | | 1.5 | % |
| | | | |
Total | | | 1.5 | % |
| | | | |
Fixed Income Securities | | | | |
Asset & Commercial Mortgage Backed Securities | | | 0.0 | *% |
Convertible Bonds | | | 1.9 | |
Corporate Bonds | | | 90.2 | |
Senior Floating Rate Interests | | | 1.1 | |
| | | | |
Total | | | 93.2 | % |
| | | | |
Short-Term Investments | | | 2.6 | |
Other Assets & Liabilities | | | 2.7 | |
| | | | |
Total | | | 100.0 | % |
| | | | |
| * | Percentage rounds to zero. |
Hartford International Opportunities HLS Fund inception 07/02/1990
| | |
| (sub-advised by Wellington Management Company LLP) | | Investment objective – The Fund seeks long-term growth of capital. |
The chart above represents the hypothetical growth of a $10,000 investment in Class IA. Growth results in classes other than Class IA will vary from what is seen above due to differences in the expenses charged to those share classes.
Average Annual Total Returns (as of 6/30/17)
| | | | | | | | | | | | | | | | |
| | | 6 Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
International Opportunities IA | | | 14.71% | | | | 19.61% | | | | 9.18% | | | | 3.77% | |
International Opportunities IB | | | 14.61% | | | | 19.34% | | | | 8.91% | | | | 3.51% | |
MSCI All Country World ex USA Index (Net) | | | 14.10% | | | | 20.45% | | | | 7.22% | | | | 1.13% | |
MSCI All Country World ex USA Index (Gross) | | | 14.45% | | | | 21.00% | | | | 7.70% | | | | 1.59% | |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on June 30, 2017, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
Effective May 1, 2017, the Fund changed its benchmark from the MSCI All Country World ex USA Index (Gross) to the MSCI All Country World ex USA Index (Net). Hartford Funds Management Company, LLC, the investment manager, believes that the net version of the benchmark better reflects potential tax consequences for the Fund.
MSCI All Country World ex USA Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is a broad-based, unmanaged, market capitalization weighted, total return index that measures the performance of both developed and emerging stock markets, excluding
the U.S. The index is calculated to exclude companies and share classes which cannot be freely purchased by foreigners.
MSCI All Country World ex USA Index (Gross) (reflects no deduction for fees, expenses or taxes) is a broad-based, unmanaged, market capitalization weighted, total return index that measures the performance of both developed and emerging stock markets, excluding the U.S. The index is calculated to exclude companies and share classes which cannot be freely purchased by foreigners.
The indices are unmanaged.
You cannot invest directly in an index.
As shown in the Fund’s current prospectus dated May 1, 2017, the total annual fund operating expense ratios for Class IA and Class IB were 0.76% and 1.01%, respectively. Actual expenses may be higher. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2017.
The chart and table do not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance.
A Word about Risk
All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). These risks are generally greater for investments in emerging markets. Mid-cap securities can have greater risk and volatility than large-cap securities. The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if there are adverse economic consequences in those sectors. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs.
|
| Hartford International Opportunities HLS Fund |
Fund Summary
June 30, 2017 (Unaudited)
Composition by Currency
as of June 30, 2017
| | | | |
| Description | | Percentage of
Net Assets | |
British Pound | | | 7.5 | % |
Canadian Dollar | | | 7.5 | |
Danish Krone | | | 0.7 | |
Euro | | | 31.0 | |
Hong Kong Dollar | | | 3.6 | |
Indian Rupee | | | 2.6 | |
Japanese Yen | | | 17.5 | |
Mexican Peso | | | 0.7 | |
South African Rand | | | 0.5 | |
South Korean Won | | | 2.6 | |
Swiss Franc | | | 9.5 | |
Taiwanese Dollar | | | 2.9 | |
United States Dollar | | | 11.3 | |
Other Assets & Liabilities | | | 2.1 | |
| | | | |
Total | | | 100.0 | % |
| | | | |
Composition by Sector
as of June 30, 2017
| | | | |
| Sector | | Percentage of
Net Assets | |
Equity Securities | |
Consumer Discretionary | | | 9.6 | % |
Consumer Staples | | | 8.9 | |
Energy | | | 3.6 | |
Financials | | | 26.0 | |
Health Care | | | 7.9 | |
Industrials | | | 11.8 | |
Information Technology | | | 13.2 | |
Materials | | | 1.1 | |
Real Estate | | | 6.1 | |
Telecommunication Services | | | 4.1 | |
Utilities | | | 2.7 | |
| | | | |
Total | | | 95.0 | % |
| | | | |
Short-Term Investments | | | 2.9 | |
Other Assets & Liabilities | | | 2.1 | |
| | | | |
Total | | | 100.0 | % |
| | | | |
A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.
Hartford MidCap HLS Fund inception 07/14/1997
| | |
| (sub-advised by Wellington Management Company LLP) | | Investment objective – The Fund seeks long-term growth of capital. |
The chart above represents the hypothetical growth of a $10,000 investment in Class IA. Growth results in classes other than Class IA will vary from what is seen above due to differences in the expenses charged to those share classes.
Average Annual Total Returns (as of 6/30/17)
| | | | | | | | | | | | | | | | |
| | | 6 Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
MidCap IA | | | 12.06% | | | | 21.90% | | | | 16.31% | | | | 8.49% | |
MidCap IB | | | 11.94% | | | | 21.61% | | | | 16.02% | | | | 8.21% | |
S&P MidCap 400 Index | | | 5.99% | | | | 18.57% | | | | 14.92% | | | | 8.56% | |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on June 30, 2017, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
S&P MidCap 400 Index (reflects no deduction for fees, expenses or taxes) is an unmanaged index of common stocks of companies chosen by S&P designed to represent price movements in the mid-cap U.S. equity market.
The index is unmanaged.
You cannot invest directly in an index.
As shown in the Fund’s current prospectus dated May 1, 2017, the total annual fund operating expense ratios for Class IA and Class IB were 0.70% and 0.95%, respectively. Actual expenses may be higher. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2017.
The chart and table do not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or
retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance.
A Word about Risk
All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Mid-cap securities can have greater risk and volatility than large-cap securities. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if there are adverse economic consequences in those sectors.
Fund Summary
June 30, 2017 (Unaudited)
Composition by Sector
as of June 30, 2017
| | | | |
| Sector | | Percentage of
Net Assets | |
Equity Securities | | | | |
Consumer Discretionary | | | 7.3 | % |
Consumer Staples | | | 0.7 | |
Energy | | | 1.4 | |
Financials | | | 16.0 | |
Health Care | | | 17.7 | |
Industrials | | | 21.9 | |
Information Technology | | | 29.3 | |
Materials | | | 3.3 | |
Utilities | | | 2.2 | |
| | | | |
Total | | | 99.8 | % |
| | | | |
Short-Term Investments | | | 0.2 | |
Other Assets & Liabilities | | | 0.0 | * |
| | | | |
Total | | | 100.0 | % |
| | | | |
| * | Percentage rounds to zero. |
A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.
Hartford MidCap Value HLS Fund inception 04/30/2001
| | |
| (sub-advised by Wellington Management Company LLP) | | Investment objective – The Fund seeks long-term capital appreciation. |
The chart above represents the hypothetical growth of a $10,000 investment in Class IA. Growth results in classes other than Class IA will vary from what is seen above due to differences in the expenses charged to those share classes.
Average Annual Total Returns (as of 6/30/17)
| | | | | | | | | | | | | | | | |
| | | 6 Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
MidCap Value IA | | | 3.58% | | | | 15.74% | | | | 13.50% | | | | 6.15% | |
MidCap Value IB | | | 3.53% | | | | 15.49% | | | | 13.23% | | | | 5.89% | |
Russell 2500 Value Index | | | 1.95% | | | | 18.36% | | | | 13.69% | | | | 6.52% | |
Russell MidCap Value Index | | | 5.18% | | | | 15.93% | | | | 15.14% | | | | 7.23% | |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on June 30, 2017, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
Russell 2500 Value Index (reflects no deduction for fees, expenses or taxes) is an unmanaged index that measures the performance of those Russell 2500 Index companies with lower price-to-book ratios and lower forecasted growth values. The Russell 2500 Index is an unmanaged index that measures the performance of the 2,500 smallest U.S. companies based on total market capitalization.
Russell MidCap Value Index (reflects no deduction for fees, expenses or taxes) measures the performance of the mid-cap value segment of the U.S. equity universe. It includes those Russell MidCap Index companies with lower price-to-book ratios and lower forecasted growth values.
The indices are unmanaged.
You cannot invest directly in an index.
As shown in the Fund’s current prospectus dated May 1, 2017, the total annual fund operating expense ratios for Class IA and Class IB were 0.86% and 1.11%, respectively. Actual expenses may be higher. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2017.
The chart and table do not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance.
A Word about Risk
All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Mid-cap securities can have greater risk and volatility than large-cap securities. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if there are adverse economic consequences in those sectors. Value investing may go out of favor, which may cause the Fund to underperform the broader stock market.
|
| Hartford MidCap Value HLS Fund |
Fund Summary
June 30, 2017 (Unaudited)
Composition by Sector
as of June 30, 2017
| | | | |
| Sector | | Percentage of
Net Assets | |
Equity Securities | | | | |
Consumer Discretionary | | | 9.1 | % |
Consumer Staples | | | 2.2 | |
Energy | | | 6.6 | |
Financials | | | 22.6 | |
Health Care | | | 5.9 | |
Industrials | | | 13.7 | |
Information Technology | | | 16.3 | |
Materials | | | 8.5 | |
Real Estate | | | 7.8 | |
Telecommunication Services | | | 1.1 | |
Utilities | | | 5.2 | |
| | | | |
Total | | | 99.0 | % |
| | | | |
Short-Term Investments | | | 1.2 | |
Other Assets & Liabilities | | | (0.2 | ) |
| | | | |
Total | | | 100.0 | % |
| | | | |
A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.
Hartford Small Cap Growth HLS Fund inception 05/02/1994
| | |
| (sub-advised by Wellington Management Company LLP) | | Investment objective – The Fund seeks long-term capital appreciation. |
The chart above represents the hypothetical growth of a $10,000 investment in Class IA. Growth results in classes other than Class IA will vary from what is seen above due to differences in the expenses charged to those share classes.
Average Annual Total Returns (as of 6/30/17)
| | | | | | | | | | | | | | | | |
| | | 6 Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Small Cap Growth IA | | | 9.82% | | | | 24.36% | | | | 15.02% | | | | 8.84% | |
Small Cap Growth IB | | | 9.69% | | | | 24.05% | | | | 14.73% | | | | 8.56% | |
Russell 2000 Growth Index | | | 9.97% | | | | 24.40% | | | | 13.98% | | | | 7.82% | |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on June 30, 2017, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
Russell 2000 Growth Index (reflects no deduction for fees, expenses or taxes) is an unmanaged index of those Russell 2000 Index growth companies with higher price-to-book ratios and higher forecasted growth values. The Russell 2000 Index is a broad-based unmanaged index comprised of 2,000 of the smallest U.S.-domiciled company common stocks (on the basis of capitalization) that are traded in the United States on the New York Stock Exchange, NYSE MKT LLC and Nasdaq.
The index is unmanaged.
You cannot invest directly in an index.
As shown in the Fund’s current prospectus dated May 1, 2017, the total annual fund operating expense ratios for Class IA and Class IB were 0.66% and 0.91%, respectively. Expenses shown include acquired fund fees and expenses.
Actual expenses may be higher. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2017.
Performance information through July 21, 2010 represents performance of the Fund’s previous additional sub-adviser, Hartford Investment Management Company (“HIMCO”). As of July 21, 2010, HIMCO no longer serves as a sub-adviser to the Fund.
The chart and table do not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance.
Effective March 6, 2015, the Fund was closed to new investors until further notice. For more information, please see the Fund’s prospectus.
A Word about Risk
All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. If the Fund’s strategy for allocating assets among different asset classes and/or portfolio management teams does not work as intended, the Fund may not achieve its objective or may underperform other funds with similar investment strategies. Small-cap securities can have greater risk and volatility than large-cap securities. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if there are adverse economic consequences in those sectors. Growth investing may go out of favor, which may cause the Fund to underperform the broader stock market.
|
| Hartford Small Cap Growth HLS Fund |
Fund Summary
June 30, 2017 (Unaudited)
Composition by Sector
as of June 30, 2017
| | | | |
| Sector | | Percentage of
Net Assets | |
Equity Securities | |
Consumer Discretionary | | | 14.3 | % |
Consumer Staples | | | 3.3 | |
Energy | | | 1.2 | |
Financials | | | 9.2 | |
Health Care | | | 23.2 | |
Industrials | | | 15.8 | |
Information Technology | | | 23.7 | |
Materials | | | 4.0 | |
Real Estate | | | 3.1 | |
Telecommunication Services | | | 0.6 | |
| | | | |
Total | | | 98.4 | % |
| | | | |
Short-Term Investments | | | 1.3 | |
Other Assets & Liabilities | | | 0.3 | |
| | | | |
Total | | | 100.0 | % |
| | | | |
A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.
Hartford Small Company HLS Fund inception 08/09/1996
| | |
| (sub-advised by Wellington Management Company LLP) | | Investment objective – The Fund seeks growth of capital. |
The chart above represents the hypothetical growth of a $10,000 investment in Class IA. Growth results in classes other than Class IA will vary from what is seen above due to differences in the expenses charged to those share classes.
Average Annual Total Returns (as of 6/30/17)
| | | | | | | | | | | | | | | | |
| | | 6 Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Small Company IA | | | 12.75% | | | | 22.84% | | | | 11.19% | | | | 5.88% | |
Small Company IB | | | 12.62% | | | | 22.55% | | | | 10.92% | | | | 5.62% | |
Russell 2000 Growth Index | | | 9.97% | | | | 24.40% | | | | 13.98% | | | | 7.82% | |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on June 30, 2017, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
Russell 2000 Growth Index (reflects no deduction for fees, expenses or taxes) is an unmanaged index of those Russell 2000 Index growth companies with higher price-to-book ratios and higher forecasted growth values. The Russell 2000 Index is a broad-based unmanaged index comprised of 2,000 of the smallest U.S.-domiciled company common stocks (on the basis of capitalization) that are traded in the United States on the New York Stock Exchange, NYSE MKT LLC and Nasdaq.
The index is unmanaged.
You cannot invest directly in an index.
As shown in the Fund’s current prospectus dated May 1, 2017, the total annual fund operating expense ratios for Class IA and Class IB were 0.75% and 1.00%, respectively.
Actual expenses may be higher. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2017.
Performance information through July 21, 2010 represents performance of the Fund’s previous additional sub-adviser, Hartford Investment Management Company (“HIMCO”). As of July 21, 2010, HIMCO no longer serves as a sub-adviser to the Fund.
The chart and table do not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance.
Effective June 26, 2015, the Fund was closed to new investors until further notice. For more information, please see the Fund’s prospectus.
A Word about Risk
All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. If the Fund’s strategy for allocating assets among different asset classes and/or portfolio management teams does not work as intended, the Fund may not achieve its objective or may underperform other funds with similar investment strategies. Small-cap securities can have greater risk and volatility than large-cap securities. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if there are adverse economic consequences in those sectors. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs. Growth investing may go out of favor, which may cause the Fund to underperform the broader stock market.
|
| Hartford Small Company HLS Fund |
Fund Summary
June 30, 2017 (Unaudited)
Composition by Sector
as of June 30, 2017
| | | | |
| Sector | | Percentage of
Net Assets | |
Equity Securities | | | | |
Consumer Discretionary | | | 14.6 | % |
Consumer Staples | | | 1.8 | |
Energy | | | 1.2 | |
Financials | | | 6.3 | |
Health Care | | | 21.8 | |
Industrials | | | 15.7 | |
Information Technology | | | 31.5 | |
Materials | | | 3.2 | |
Real Estate | | | 3.6 | |
| | | | |
Total | | | 99.7 | % |
| | | | |
Short-Term Investments | | | 0.8 | |
Other Assets & Liabilities | | | (0.5 | ) |
| | | | |
Total | | | 100.0 | % |
| | | | |
A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.
Hartford Small/Mid Cap Equity HLS Fund inception 05/01/1998
| | |
| (sub-advised by Wellington Management Company LLP) | | Investment objective – The Fund seeks long-term growth of capital. |
The chart above represents the hypothetical growth of a $10,000 investment in Class IA. Growth results in classes other than Class IA will vary from what is seen above due to differences in the expenses charged to those share classes.
Average Annual Total Returns (as of 6/30/17)
| | | | | | | | | | | | | | | | |
| | | 6 Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Small/Mid Cap Equity IA | | | 3.11% | | | | 18.99% | | | | 12.49% | | | | 6.19% | |
Small/Mid Cap Equity IB | | | 2.88% | | | | 18.72% | | | | 12.21% | | | | 5.93% | |
Russell 2500 Index | | | 5.97% | | | | 19.84% | | | | 14.04% | | | | 7.42% | |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on June 30, 2017, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
Performance information through June 4, 2012 represents performance of the Fund’s previous sub-adviser, Hartford Investment Management Company (“HIMCO”). As of June 4, 2012, HIMCO no longer served as the sub-adviser to the Fund.
Includes the Fund’s performance when it invested, prior to February 1, 2010, at least 80% of its assets in common stocks of mid-capitalization companies.
Class IB shares commenced on March 31, 2008. Class IB shares performance prior to that date reflects Class IA shares performance adjusted to reflect the 12b-1 fee of 0.25% applicable to Class IB shares. The performance after such date reflects actual Class IB shares performance.
Russell 2500 Index (reflects no deduction for fees, expenses or taxes) measures the performance of the small to mid-cap segment of the U.S. equity universe, commonly
referred to as “smid” cap. The Russell 2500 Index is a subset of the Russell 3000 Index and includes approximately 2,500 of the smallest securities based on a combination of their market capitalization and current index membership.
The index is unmanaged.
You cannot invest directly in an index.
As shown in the Fund’s current prospectus dated May 1, 2017, the total annual fund operating expense ratios for Class IA and Class IB were 0.94% and 1.19%, respectively. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2017.
The chart and table do not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance.
A Word about Risk
All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Small- and mid-cap securities can have greater risk and volatility than large-cap securities. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if there are adverse economic consequences in those sectors. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs.
|
| Hartford Small/Mid Cap Equity HLS Fund |
Fund Summary
June 30, 2017 (Unaudited)
Composition by Sector
as of June 30, 2017
| | | | |
| Sector | | Percentage of
Net Assets | |
Equity Securities | |
Consumer Discretionary | | | 14.0 | % |
Consumer Staples | | | 4.7 | |
Energy | | | 3.5 | |
Financials | | | 17.3 | |
Health Care | | | 14.4 | |
Industrials | | | 14.8 | |
Information Technology | | | 13.6 | |
Materials | | | 4.3 | |
Real Estate | | | 8.2 | |
Telecommunication Services | | | 1.4 | |
Utilities | | | 3.1 | |
| | | | |
Total | | | 99.3 | % |
| | | | |
Short-Term Investments | | | 0.8 | |
Other Assets & Liabilities | | | (0.1 | ) |
| | | | |
Total | | | 100.0 | % |
| | | | |
A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.
Hartford Stock HLS Fund inception 08/31/1977
| | |
| (sub-advised by Wellington Management Company LLP) | | Investment objective – The Fund seeks long-term growth of capital. |
The chart above represents the hypothetical growth of a $10,000 investment in Class IA. Growth results in classes other than Class IA will vary from what is seen above due to differences in the expenses charged to those share classes.
Average Annual Total Returns (as of 6/30/17)
| | | | | | | | | | | | | | | | |
| | | 6 Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Stock IA | | | 9.24% | | | | 11.13% | | | | 12.99% | | | | 5.95% | |
Stock IB | | | 9.11% | | | | 10.85% | | | | 12.71% | | | | 5.68% | |
Russell 1000 Index | | | 9.27% | | | | 18.03% | | | | 14.67% | | | | 7.29% | |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on June 30, 2017, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
Russell 1000 Index is an unmanaged index that measures the performance of the 1,000 largest companies in the Russell 3000 Index, which measures the performance of the 3,000 largest U.S. companies, based on total market capitalizations.
The index is unmanaged.
You cannot invest directly in an index.
As shown in the Fund’s current prospectus dated May 1, 2017, the total annual fund operating expense ratios for Class IA and Class IB were 0.52% and 0.77%, respectively. Actual expenses may be higher. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2017.
The chart and table do not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance.
A Word about Risk
All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”).
Fund Summary
June 30, 2017 (Unaudited)
Composition by Sector
as of June 30, 2017
| | | | |
| Sector | | Percentage of
Net Assets | |
Equity Securities | | | | |
Consumer Discretionary | | | 13.6 | % |
Consumer Staples | | | 16.9 | |
Energy | | | 4.0 | |
Financials | | | 11.4 | |
Health Care | | | 16.6 | |
Industrials | | | 17.1 | |
Information Technology | | | 10.6 | |
Materials | | | 3.6 | |
Real Estate | | | 4.0 | |
| | | | |
Total | | | 97.8 | % |
| | | | |
Short-Term Investments | | | 2.1 | |
Other Assets & Liabilities | | | 0.1 | |
| | | | |
Total | | | 100.0 | % |
| | | | |
A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.
Hartford Total Return Bond HLS Fund inception 08/31/1977
| | |
| (sub-advised by Wellington Management Company LLP) | | Investment objective – The Fund seeks a competitive total return, with income as a secondary objective. |
The chart above represents the hypothetical growth of a $10,000 investment in Class IA. Growth results in classes other than Class IA will vary from what is seen above due to differences in the expenses charged to those share classes.
Average Annual Total Returns (as of 6/30/17)
| | | | | | | | | | | | | | | | |
| | | 6 Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Total Return Bond IA | | | 3.34% | | | | 2.36% | | | | 3.10% | | | | 4.35% | |
Total Return Bond IB | | | 3.26% | | | | 2.17% | | | | 2.85% | | | | 4.10% | |
Bloomberg Barclays U.S. Aggregate Bond Index | | | 2.27% | | | | -0.31% | | | | 2.21% | | | | 4.48% | |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on June 30, 2017, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
Performance information through March 5, 2012 represents performance of the Fund’s previous sub-adviser, Hartford Investment Management Company (“HIMCO”). As of March 5, 2012, HIMCO no longer served as the sub-adviser to the Fund.
Bloomberg Barclays U.S. Aggregate Bond Index (reflects no deduction for fees, expenses or taxes) is an unmanaged index and is composed of securities that are SEC-registered, taxable, and dollar denominated. The index covers the U.S. investment grade fixed rate bond market, with index components for government and corporate securities, mortgage pass-through securities, and asset-backed securities. These major sectors are subdivided into more specific indices that are calculated and reported on a regular basis.
On August 24, 2016, Bloomberg L.P. acquired Barclays Risk Analytics and Index Solutions Ltd. from Barclays PLC. As a result of this acquisition, the Barclays indices have been rebranded as Bloomberg Barclays indices.
The index is unmanaged.
You cannot invest directly in an index.
As shown in the Fund’s current prospectus dated May 1, 2017, the total annual fund operating expense ratios for Class IA and Class IB were 0.52% and 0.77%, respectively. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2017.
The chart and table do not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance.
A Word about Risk
All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. If the Fund’s strategy for allocating assets among different asset classes and/or portfolio management teams does not work as intended, the Fund may not achieve its objective or may underperform other funds with similar investment strategies. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened due to the historically low interest rate environment. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. Mortgage- and asset-backed securities’ risks include credit, interest-rate, prepayment, and extension risk. The Fund may purchase securities in the To-Be-Announced (TBA) market, which can subject the Fund to additional price and counterparty risk. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in
Hartford Total Return Bond HLS Fund inception 08/31/1977
market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. The Fund has the ability to invest in foreign, emerging-market, and high-yield (“junk”) bonds. Investments in these securities generally involve greater risk, volatility, and possibility of loss. Privately placed, restricted (Rule 144A) securities may be more difficult to sell and value than publicly traded securities, thus they may be potentially illiquid. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs.
|
| Hartford Total Return Bond HLS Fund |
Fund Summary
June 30, 2017 (Unaudited)
Composition by Security Type
as of June 30, 2017
| | | | |
| Category | | Percentage of
Net Assets | |
Equity Securities | |
Common Stocks | | | 0.0 | *% |
Preferred Stocks | | | 0.1 | |
| | | | |
Total | | | 0.1 | % |
| | | | |
Fixed Income Securities | |
Asset & Commercial Mortgage Backed Securities | | | 31.2 | % |
Corporate Bonds | | | 30.6 | |
Foreign Government Obligations | | | 2.6 | |
Municipal Bonds | | | 1.5 | |
Senior Floating Rate Interests | | | 4.0 | |
U.S. Government Agencies | | | 53.7 | |
U.S. Government Securities | | | 6.6 | |
| | | | |
Total | | | 130.2 | % |
| | | | |
Short-Term Investments | | | 0.8 | |
Purchased Options | | | 0.1 | |
Other Assets & Liabilities | | | (31.2 | ) |
| | | | |
Total | | | 100.0 | % |
| | | | |
| * | Percentage rounds to zero. |
Hartford Ultrashort Bond HLS Fund inception 08/31/1977
| | |
| (sub-advised by Wellington Management Company LLP) | | Investment objective – The Fund seeks total return and income consistent with preserving capital and maintaining liquidity. |
The chart above represents the hypothetical growth of a $10,000 investment in Class IA. Growth results in classes other than Class IA will vary from what is seen above due to differences in the expenses charged to those share classes.
Average Annual Total Returns (as of 6/30/17)
| | | | | | | | | | | | |
| | | 6 Months1 | | | 1 Year | | | Since
October 21,
20132 | |
Ultrashort Bond IA | | | 0.50% | | | | 0.86% | | | | 0.46% | |
Ultrashort Bond IB | | | 0.40% | | | | 0.54% | | | | 0.20% | |
Bloomberg Barclays 9-12 Month U.S. Treasury Index | | | 0.44% | | | | 0.75% | | | | 0.75% | |
| 2 | On October 21, 2013, the Fund converted from a money market fund to an ultrashort bond fund. |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on June 30, 2017, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
Prior to October 21, 2013, the Fund was managed as a money market fund. Accordingly, performance of the Fund prior to October 21, 2013 is not shown. Past performance information for when the Fund was managed as a money market fund is available upon request by calling 1-888-843-7824.
Bloomberg Barclays 9-12 Month U.S. Treasury Index (reflects no deduction for fees, expenses or taxes) measures the performance of U.S. Treasury securities that have a remaining maturity between one and twelve months.
On August 24, 2016, Bloomberg L.P. acquired Barclays Risk Analytics and Index Solutions Ltd. from Barclays PLC. As a result of this acquisition, the Barclays indices have been rebranded as Bloomberg Barclays indices.
The index is unmanaged.
You cannot invest directly in an index.
As shown in the Fund’s current prospectus dated May 1, 2017, the total annual fund operating expense ratios for Class IA and Class IB were 0.45% and 0.70%, respectively. Actual expenses may be higher. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2017.
The chart and table do not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance.
A Word about Risk
All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened due to the historically low interest rate environment. Mortgage- and asset-backed securities’ risks include credit, interest-rate, prepayment, and extension risk. Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. Mortgage- and asset-backed securities’ risks include credit, interest-rate, prepayment, and extension risk. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. The Fund may use repurchase agreements, which can increase risk and volatility. Privately placed, restricted (Rule 144A) securities may be more difficult to sell and value than publicly traded securities, thus they may be potentially illiquid.
|
| Hartford Ultrashort Bond HLS Fund |
Fund Summary
June 30, 2017 (Unaudited)
Composition by Security Type
as of June 30, 2017
| | | | |
| Category | | Percentage of
Net Assets | |
Fixed Income Securities | | | | |
Asset & Commercial Mortgage Backed Securities | | | 31.4 | % |
Corporate Bonds | | | 41.9 | |
Municipal Bonds | | | 0.4 | |
U.S. Government Agencies | | | 15.0 | |
U.S. Government Securities | | | 10.1 | |
| | | | |
Total | | | 98.8 | % |
| | | | |
Short-Term Investments | | | 1.2 | |
Other Assets & Liabilities | | | 0.0 | * |
| | | | |
Total | | | 100.0 | % |
| | | | |
| * | Percentage rounds to zero. |
Hartford U.S. Government Securities HLS Fund inception 03/24/1987
| | |
| (sub-advised by Wellington Management Company LLP) | | Investment objective – The Fund seeks to maximize total return while providing shareholders with a high level of current income consistent with prudent investment risk. |
The chart above represents the hypothetical growth of a $10,000 investment in Class IA. Growth results in classes other than Class IA will vary from what is seen above due to differences in the expenses charged to those share classes.
Average Annual Total Returns (as of 6/30/17)
| | | | | | | | | | | | | | | | |
| | | 6 Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
U.S. Government Securities IA | | | 1.46% | | | | -0.63% | | | | 1.35% | | | | 2.40% | |
U.S. Government Securities IB | | | 1.36% | | | | -0.81% | | | | 1.11% | | | | 2.14% | |
Bloomberg Barclays Intermediate Government Bond Index | | | 1.20% | | | | -1.25% | | | | 1.07% | | | | 3.39% | |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on June 30, 2017, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
Performance information through March 5, 2012 represents performance of the Fund’s previous sub-adviser, Hartford Investment Management Company (“HIMCO”). As of March 5, 2012, HIMCO no longer served as the sub-adviser to the Fund.
Bloomberg Barclays Intermediate Government Bond Index (reflects no deduction for fees, expenses or taxes) is an unmanaged index of government bonds with maturities of between one and ten years.
On August 24, 2016, Bloomberg L.P. acquired Barclays Risk Analytics and Index Solutions Ltd. from Barclays PLC. As a result of this acquisition, the Barclays indices have been rebranded as Bloomberg Barclays indices.
The index is unmanaged.
You cannot invest directly in an index.
As shown in the Fund’s current prospectus dated May 1, 2017, the total annual fund operating expense ratios for Class IA and Class IB were 0.52% and 0.77%, respectively. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2017.
The chart and table do not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance.
A Word about Risk
All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened due to the historically low interest rate environment. The purchase of securities in the To-Be-Announced (TBA) market can result in additional price and counterparty risk. Mortgage- and asset-backed securities’ risks include credit, interest-rate, prepayment, and extension risk. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. Privately placed, restricted (Rule 144A) securities may be more difficult to sell and value than publicly traded securities, thus they may be potentially illiquid. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs.
|
| Hartford U.S. Government Securities HLS Fund |
Fund Summary
June 30, 2017 (Unaudited)
Composition by Security Type
as of June 30, 2017
| | | | |
| Category | | Percentage of
Net Assets | |
Fixed Income Securities | |
Asset & Commercial Mortgage Backed Securities | | | 16.1 | % |
U.S. Government Agencies | | | 53.9 | |
U.S. Government Securities | | | 39.3 | |
| | | | |
Total | | | 109.3 | % |
| | | | |
Short-Term Investments | | | 0.5 | |
Other Assets & Liabilities | | | (9.8 | ) |
| | | | |
Total | | | 100.0 | % |
| | | | |
Hartford Value HLS Fund inception 04/30/2001
| | |
| (sub-advised by Wellington Management Company LLP) | | Investment objective – The Fund seeks long-term total return. |
The chart above represents the hypothetical growth of a $10,000 investment in Class IA. Growth results in classes other than Class IA will vary from what is seen above due to differences in the expenses charged to those share classes.
Average Annual Total Returns (as of 6/30/17)
| | | | | | | | | | | | | | | | |
| | | 6 Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Value IA | | | 6.02% | | | | 15.64% | | | | 13.11% | | | | 6.38% | |
Value IB | | | 5.83% | | | | 15.33% | | | | 12.82% | | | | 6.11% | |
Russell 1000 Value Index | | | 4.66% | | | | 15.53% | | | | 13.94% | | | | 5.57% | |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.
Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on June 30, 2017, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.
Russell 1000 Value Index (reflects no deduction for fees, expenses or taxes) is an unmanaged index that measures the performance of those Russell 1000 Index companies with lower price-to-book ratios and lower forecasted growth values. The Russell 1000 Index is an unmanaged index that measures the performance of the 1,000 largest companies in the Russell 3000 Index, which measures the performance of the 3,000 largest U.S. companies, based on total market capitalizations.
The index is unmanaged.
You cannot invest directly in an index.
As shown in the Fund’s current prospectus dated May 1, 2017, the total annual fund operating expense ratios for Class IA and Class IB were 0.80% and 1.05%, respectively.
Actual expenses may be higher. Please see the accompanying Financial Highlights for expense ratios for the period ended June 30, 2017.
The chart and table do not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance.
A Word about Risk
All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if there are adverse economic consequences in those sectors. Value investing may go out of favor, which may cause the Fund to underperform the broader stock market.
Fund Summary
June 30, 2017 (Unaudited)
Composition by Sector
as of June 30, 2017
| | | | |
| Sector | | Percentage of
Net Assets | |
Equity Securities | | | | |
Consumer Discretionary | | | 9.8 | % |
Consumer Staples | | | 5.6 | |
Energy | | | 9.5 | |
Financials | | | 29.3 | |
Health Care | | | 11.5 | |
Industrials | | | 12.4 | |
Information Technology | | | 12.8 | |
Materials | | | 2.6 | |
Real Estate | | | 1.0 | |
Telecommunication Services | | | 1.1 | |
Utilities | | | 3.6 | |
| | | | |
Total | | | 99.2 | % |
| | | | |
Short-Term Investments | | | 0.8 | |
Other Assets & Liabilities | | | 0.0 | * |
| | | | |
Total | | | 100.0 | % |
| | | | |
| * | Percentage rounds to zero. |
A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.
Expense Examples (Unaudited)
Your Fund’s Expenses
As a shareholder of a Fund, you incur two types of costs: (1) transaction costs and (2) ongoing costs, including investment management fees, distribution and/or service (12b-1) fees, if any, and other fund expenses. This example is intended to help you understand your ongoing costs (in dollars) of investing in a Fund and to compare these costs with the ongoing costs of investing in other mutual funds. The example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period of January 1, 2017 through June 30, 2017.
Actual Expenses
The first set of columns of the table below provides information about actual account values and actual expenses. You may use this information, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number in the line under the heading entitled “Expenses Paid During Period” to estimate the expenses you paid on your account during this period.
Hypothetical Example for Comparison Purposes
The second set of columns of the table below provides information about hypothetical account values and hypothetical expenses based on a Fund’s actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the Fund’s actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in a Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds.
Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transactional costs, such as sales charges (loads) or fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Therefore, the second set of columns of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would be higher. Expenses are equal to a Fund’s annualized expense ratios multiplied by average account value over the period, multiplied by 181/365 (to reflect the one-half year period).
Hartford Balanced HLS Fund
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | Actual Return | | | Hypothetical (5% return before expenses) | | | | | | | | | | |
| | | Beginning
Account
Value January 1,
2017 | | | Ending
Account
Value
June 30,
2017 | | | Expenses paid
during the period
January 1, 2017
through
June 30,
2017 | | | Beginning
Account
Value
January 1,
2017 | | | Ending
Account
Value
June 30,
2017 | | | Expenses paid
during the period
January 1, 2017
through
June 30,
2017 | | | Annualized
expense
ratio | | | Days in
the
current
1/2 year | | | Days in
the full
year | |
Class IA | | $ | 1,000.00 | | | $ | 1,066.60 | | | $ | 3.23 | | | $ | 1,000.00 | | | $ | 1,021.67 | | | $ | 3.16 | | | | 0.63 | % | | | 181 | | | | 365 | |
Class IB | | $ | 1,000.00 | | | $ | 1,065.00 | | | $ | 4.51 | | | $ | 1,000.00 | | | $ | 1,020.43 | | | $ | 4.41 | | | | 0.88 | % | | | 181 | | | | 365 | |
Hartford Capital Appreciation HLS Fund
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | Actual Return | | | Hypothetical (5% return before expenses) | | | | | | | | | | |
| | | Beginning
Account
Value
January 1,
2017 | | | Ending
Account
Value
June 30,
2017 | | | Expenses paid
during the period
January 1, 2017
through
June 30,
2017 | | | Beginning
Account
Value
January 1,
2017 | | | Ending
Account
Value
June 30,
2017 | | | Expenses paid
during the period
January 1, 2017
through
June 30,
2017 | | | Annualized
expense
ratio | | | Days in
the
current
1/2 year | | | Days in
the full
year | |
Class IA | | $ | 1,000.00 | | | $ | 1,123.20 | | | $ | 3.58 | | | $ | 1,000.00 | | | $ | 1,021.42 | | | $ | 3.41 | | | | 0.68 | % | | | 181 | | | | 365 | |
Class IB | | $ | 1,000.00 | | | $ | 1,121.90 | | | $ | 4.89 | | | $ | 1,000.00 | | | $ | 1,020.18 | | | $ | 4.66 | | | | 0.93 | % | | | 181 | | | | 365 | |
Class IC | | $ | 1,000.00 | | | $ | 1,120.50 | | | $ | 6.20 | | | $ | 1,000.00 | | | $ | 1,018.94 | | | $ | 5.91 | | | | 1.18 | % | | | 181 | | | | 365 | |
Expense Examples (Unaudited) – (continued)
Hartford Disciplined Equity HLS Fund
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | Actual Return | | | Hypothetical (5% return before expenses) | | | | | | | | | | |
| | | Beginning
Account
Value
January 1,
2017 | | | Ending
Account
Value
June 30,
2017 | | | Expenses paid
during the period
January 1, 2017
through
June 30,
2017 | | | Beginning
Account
Value
January 1,
2017 | | | Ending
Account
Value
June 30,
2017 | | | Expenses paid
during the period
January 1, 2017
through
June 30,
2017 | | | Annualized
expense
ratio | | | Days in
the
current
1/2 year | | | Days in
the full
year | |
Class IA | | $ | 1,000.00 | | | $ | 1,101.40 | | | $ | 4.06 | | | $ | 1,000.00 | | | $ | 1,020.93 | | | $ | 3.91 | | | | 0.78 | % | | | 181 | | | | 365 | |
Class IB | | $ | 1,000.00 | | | $ | 1,100.20 | | | $ | 5.36 | | | $ | 1,000.00 | | | $ | 1,019.69 | | | $ | 5.16 | | | | 1.03 | % | | | 181 | | | | 365 | |
Hartford Dividend and Growth HLS Fund
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | Actual Return | | | Hypothetical (5% return before expenses) | | | | | | | | | | |
| | | Beginning
Account
Value
January 1,
2017 | | | Ending
Account
Value
June 30, 2017 | | | Expenses paid
during the period
January 1, 2017
through
June 30,
2017 | | | Beginning
Account
Value
January 1,
2017 | | | Ending
Account
Value
June 30,
2017 | | | Expenses paid
during the period
January 1, 2017
through
June 30,
2017 | | | Annualized
expense
ratio | | | Days in
the
current
1/2 year | | | Days in
the full
year | |
Class IA | | $ | 1,000.00 | | | $ | 1,069.20 | | | $ | 3.49 | | | $ | 1,000.00 | | | $ | 1,021.42 | | | $ | 3.41 | | | | 0.68 | % | | | 181 | | | | 365 | |
Class IB | | $ | 1,000.00 | | | $ | 1,068.20 | | | $ | 4.77 | | | $ | 1,000.00 | | | $ | 1,020.18 | | | $ | 4.66 | | | | 0.93 | % | | | 181 | | | | 365 | |
Hartford Global Growth HLS Fund
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | Actual Return | | | Hypothetical (5% return before expenses) | | | | | | | | | | |
| | | Beginning
Account
Value
January 1,
2017 | | | Ending
Account
Value
June 30,
2017 | | | Expenses paid
during the period
January 1, 2017
through
June 30,
2017 | | | Beginning
Account
Value
January 1,
2017 | | | Ending
Account
Value
June 30,
2017 | | | Expenses paid
during the period
January 1, 2017
through
June 30,
2017 | | | Annualized
expense
ratio | | | Days in
the
current
1/2 year | | | Days in
the full
year | |
Class IA | | $ | 1,000.00 | | | $ | 1,181.60 | | | $ | 4.38 | | | $ | 1,000.00 | | | $ | 1,020.78 | | | $ | 4.06 | | | | 0.81 | % | | | 181 | | | | 365 | |
Class IB | | $ | 1,000.00 | | | $ | 1,180.00 | | | $ | 5.73 | | | $ | 1,000.00 | | | $ | 1,019.54 | | | $ | 5.31 | | | | 1.06 | % | | | 181 | | | | 365 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Hartford Growth Opportunities HLS Fund | |
| | | Actual Return | | | Hypothetical (5% return before expenses) | | | | | | | | | | |
| | | Beginning
Account
Value
January 1,
2017 | | | Ending
Account
Value
June 30,
2017 | | | Expenses paid
during the period
January 1, 2017
through
June 30,
2017 | | | Beginning
Account
Value
January 1,
2017 | | | Ending
Account
Value
June 30,
2017 | | | Expenses paid
during the period
January 1, 2017
through
June 30,
2017 | | | Annualized
expense
ratio | | | Days in
the
current
1/2 year | | | Days in
the full
year | |
Class IA | | $ | 1,000.00 | | | $ | 1,173.00 | | | $ | 3.56 | | | $ | 1,000.00 | | | $ | 1,021.52 | | | $ | 3.31 | | | | 0.66 | % | | | 181 | | | | 365 | |
Class IB | | $ | 1,000.00 | | | $ | 1,171.90 | | | $ | 4.90 | | | $ | 1,000.00 | | | $ | 1,020.28 | | | $ | 4.56 | | | | 0.91 | % | | | 181 | | | | 365 | |
Class IC | | $ | 1,000.00 | | | $ | 1,170.20 | | | $ | 6.24 | | | $ | 1,000.00 | | | $ | 1,019.04 | | | $ | 5.81 | | | | 1.16 | % | | | 181 | | | | 365 | |
Expense Examples (Unaudited) – (continued)
Hartford Healthcare HLS Fund
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | Actual Return | | | Hypothetical (5% return before expenses) | | | | | | | | | | |
| | | Beginning
Account
Value
January 1,
2017 | | | Ending
Account
Value
June 30,
2017 | | | Expenses paid
during the period
January 1, 2017
through
June 30,
2017 | | | Beginning
Account
Value
January 1,
2017 | | | Ending
Account
Value
June 30,
2017 | | | Expenses paid
during the period
January 1, 2017
through
June 30,
2017 | | | Annualized
expense
ratio | | | Days in
the
current
1/2 year | | | Days in
the full
year | |
Class IA | | $ | 1,000.00 | | | $ | 1,221.30 | | | $ | 4.90 | | | $ | 1,000.00 | | | $ | 1,020.38 | | | $ | 4.46 | | | | 0.89 | % | | | 181 | | | | 365 | |
Class IB | | $ | 1,000.00 | | | $ | 1,219.40 | | | $ | 6.27 | | | $ | 1,000.00 | | | $ | 1,019.14 | | | $ | 5.71 | | | | 1.14 | % | | | 181 | | | | 365 | |
Hartford High Yield HLS Fund
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | Actual Return | | | Hypothetical (5% return before expenses) | | | | | | | | | | |
| | | Beginning
Account
Value
January 1,
2017 | | | Ending
Account
Value
June 30,
2017 | | | Expenses paid
during the period
January 1, 2017
through
June 30,
2017 | | | Beginning
Account
Value
January 1,
2017 | | | Ending
Account
Value
June 30,
2017 | | | Expenses paid
during the period
January 1, 2017
through
June 30,
2017 | | | Annualized
expense
ratio | | | Days in
the
current
1/2 year | | | Days in
the full
year | |
Class IA | | $ | 1,000.00 | | | $ | 1,044.40 | | | $ | 3.90 | | | $ | 1,000.00 | | | $ | 1,020.98 | | | $ | 3.86 | | | | 0.77 | % | | | 181 | | | | 365 | |
Class IB | | $ | 1,000.00 | | | $ | 1,042.60 | | | $ | 5.17 | | | $ | 1,000.00 | | | $ | 1,019.74 | | | $ | 5.11 | | | | 1.02 | % | | | 181 | | | | 365 | |
Hartford International Opportunities HLS Fund
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | Actual Return | | | Hypothetical (5% return before expenses) | | | | | | | | | | |
| | | Beginning
Account
Value
January 1,
2017 | | | Ending
Account
Value
June 30,
2017 | | | Expenses paid
during the period
January 1, 2017
through
June 30,
2017 | | | Beginning
Account
Value
January 1,
2017 | | | Ending
Account
Value
June 30,
2017 | | | Expenses paid
during the period
January 1, 2017
through
June 30,
2017 | | | Annualized
expense
ratio | | | Days in
the
current
1/2 year | | | Days in
the full
year | |
Class IA | | $ | 1,000.00 | | | $ | 1,147.10 | | | $ | 3.94 | | | $ | 1,000.00 | | | $ | 1,021.13 | | | $ | 3.71 | | | | 0.74 | % | | | 181 | | | | 365 | |
Class IB | | $ | 1,000.00 | | | $ | 1,146.10 | | | $ | 5.27 | | | $ | 1,000.00 | | | $ | 1,019.89 | | | $ | 4.96 | | | | 0.99 | % | | | 181 | | | | 365 | |
Hartford MidCap HLS Fund
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | Actual Return | | | Hypothetical (5% return before expenses) | | | | | | | | | | |
| | | Beginning
Account
Value
January 1,
2017 | | | Ending
Account
Value
June 30,
2017 | | | Expenses paid
during the period
January 1, 2017
through
June 30,
2017 | | | Beginning
Account
Value
January 1,
2017 | | | Ending
Account
Value
June 30,
2017 | | | Expenses paid
during the period
January 1, 2017
through
June 30,
2017 | | | Annualized
expense
ratio | | | Days in
the
current
1/2 year | | | Days in
the full
year | |
Class IA | | $ | 1,000.00 | | | $ | 1,120.60 | | | $ | 3.68 | | | $ | 1,000.00 | | | $ | 1,021.32 | | | $ | 3.51 | | | | 0.70 | % | | | 181 | | | | 365 | |
Class IB | | $ | 1,000.00 | | | $ | 1,119.40 | | | $ | 4.99 | | | $ | 1,000.00 | | | $ | 1,020.08 | | | $ | 4.76 | | | | 0.95 | % | | | 181 | | | | 365 | |
Expense Examples (Unaudited) – (continued)
Hartford MidCap Value HLS Fund
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | Actual Return | | | Hypothetical (5% return before expenses) | | | | | | | | | | |
| | | Beginning
Account
Value
January 1,
2017 | | | Ending
Account
Value
June 30,
2017 | | | Expenses paid
during the period
January 1, 2017
through
June 30,
2017 | | | Beginning
Account
Value
January 1,
2017 | | | Ending
Account
Value
June 30,
2017 | | | Expenses paid
during the period
January 1, 2017
through
June 30,
2017 | | | Annualized
expense
ratio | | | Days in
the
current
1/2 year | | | Days in
the full
year | |
Class IA | | $ | 1,000.00 | | | $ | 1,035.80 | | | $ | 4.34 | | | $ | 1,000.00 | | | $ | 1,020.53 | | | $ | 4.31 | | | | 0.86 | % | | | 181 | | | | 365 | |
Class IB | | $ | 1,000.00 | | | $ | 1,035.30 | | | $ | 5.60 | | | $ | 1,000.00 | | | $ | 1,019.29 | | | $ | 5.56 | | | | 1.11 | % | | | 181 | | | | 365 | |
Hartford Small Cap Growth HLS Fund
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | Actual Return | | | Hypothetical (5% return before expenses) | | | | | | | | | | |
| | | Beginning
Account
Value
January 1,
2017 | | | Ending
Account
Value
June 30,
2017 | | | Expenses paid
during the period
January 1, 2017
through
June 30,
2017 | | | Beginning
Account
Value
January 1,
2017 | | | Ending
Account
Value
June 30,
2017 | | | Expenses paid
during the period
January 1, 2017
through
June 30,
2017 | | | Annualized
expense
ratio | | | Days in
the
current
1/2 year | | | Days in
the full
year | |
Class IA | | $ | 1,000.00 | | | $ | 1,098.20 | | | $ | 3.38 | | | $ | 1,000.00 | | | $ | 1,021.57 | | | $ | 3.26 | | | | 0.65 | % | | | 181 | | | | 365 | |
Class IB | | $ | 1,000.00 | | | $ | 1,096.90 | | | $ | 4.68 | | | $ | 1,000.00 | | | $ | 1,020.33 | | | $ | 4.51 | | | | 0.90 | % | | | 181 | | | | 365 | |
Hartford Small Company HLS Fund
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | Actual Return | | | Hypothetical (5% return before expenses) | | | | | | | | | | |
| | | Beginning
Account
Value
January 1,
2017 | | | Ending
Account
Value
June 30,
2017 | | | Expenses paid
during the period
January 1, 2017
through
June 30,
2017 | | | Beginning
Account
Value
January 1,
2017 | | | Ending
Account
Value
June 30,
2017 | | | Expenses paid
during the period
January 1, 2017
through
June 30,
2017 | | | Annualized
expense
ratio | | | Days in
the
current
1/2 year | | | Days in
the full
year | |
Class IA | | $ | 1,000.00 | | | $ | 1,127.50 | | | $ | 4.06 | | | $ | 1,000.00 | | | $ | 1,020.98 | | | $ | 3.86 | | | | 0.77 | % | | | 181 | | | | 365 | |
Class IB | | $ | 1,000.00 | | | $ | 1,126.20 | | | $ | 5.38 | | | $ | 1,000.00 | | | $ | 1,019.74 | | | $ | 5.11 | | | | 1.02 | % | | | 181 | | | | 365 | |
Hartford Small/Mid Cap Equity HLS Fund
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | Actual Return | | | Hypothetical (5% return before expenses) | | | | | | | | | | |
| | | Beginning
Account
Value
January 1,
2017 | | | Ending
Account
Value
June 30,
2017 | | | Expenses paid
during the period
January 1, 2017
through
June 30,
2017 | | | Beginning
Account
Value
January 1,
2017 | | | Ending
Account
Value
June 30,
2017 | | | Expenses paid
during the period
January 1, 2017
through
June 30,
2017 | | | Annualized
expense
ratio | | | Days in
the
current
1/2 year | | | Days in
the full
year | |
Class IA | | $ | 1,000.00 | | | $ | 1,031.10 | | | $ | 4.58 | | | $ | 1,000.00 | | | $ | 1,020.28 | | | $ | 4.56 | | | | 0.91 | % | | | 181 | | | | 365 | |
Class IB | | $ | 1,000.00 | | | $ | 1,028.80 | | | $ | 5.84 | | | $ | 1,000.00 | | | $ | 1,019.04 | | | $ | 5.81 | | | | 1.16 | % | | | 181 | | | | 365 | |
Expense Examples (Unaudited) – (continued)
Hartford Stock HLS Fund
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | Actual Return | | | Hypothetical (5% return before expenses) | | | | | | | | | | |
| | | Beginning
Account
Value
January 1,
2017 | | | Ending
Account
Value
June 30,
2017 | | | Expenses paid
during the period
January 1, 2017
through
June 30,
2017 | | | Beginning
Account
Value
January 1,
2017 | | | Ending
Account
Value
June 30,
2017 | | | Expenses paid
during the period
January 1, 2017
through
June 30,
2017 | | | Annualized
expense
ratio | | | Days in
the
current
1/2 year | | | Days in
the full
year | |
Class IA | | $ | 1,000.00 | | | $ | 1,092.40 | | | $ | 2.70 | | | $ | 1,000.00 | | | $ | 1,022.22 | | | $ | 2.61 | | | | 0.52 | % | | | 181 | | | | 365 | |
Class IB | | $ | 1,000.00 | | | $ | 1,091.10 | | | $ | 3.99 | | | $ | 1,000.00 | | | $ | 1,020.98 | | | $ | 3.86 | | | | 0.77 | % | | | 181 | | | | 365 | |
Hartford Total Return Bond HLS Fund
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | Actual Return | | | Hypothetical (5% return before expenses) | | | | | | | | | | |
| | | Beginning
Account
Value
January 1,
2017 | | | Ending
Account
Value
June 30,
2017 | | | Expenses paid
during the period
January 1, 2017
through
June 30,
2017 | | | Beginning
Account
Value
January 1,
2017 | | | Ending
Account
Value
June 30,
2017 | | | Expenses paid
during the period
January 1, 2017
through
June 30,
2017 | | | Annualized
expense
ratio | | | Days in
the
current
1/2 year | | | Days in
the full
year | |
Class IA | | $ | 1,000.00 | | | $ | 1,033.40 | | | $ | 2.57 | | | $ | 1,000.00 | | | $ | 1,022.27 | | | $ | 2.56 | | | | 0.51 | % | | | 181 | | | | 365 | |
Class IB | | $ | 1,000.00 | | | $ | 1,032.60 | | | $ | 3.83 | | | $ | 1,000.00 | | | $ | 1,021.03 | | | $ | 3.81 | | | | 0.76 | % | | | 181 | | | | 365 | |
Hartford Ultrashort Bond HLS Fund
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | Actual Return | | | Hypothetical (5% return before expenses) | | | | | | | | | | |
| | | Beginning
Account
Value
January 1,
2017 | | | Ending
Account
Value
June 30,
2017 | | | Expenses paid
during the period
January 1, 2017
through
June 30,
2017 | | | Beginning
Account
Value
January 1,
2017 | | | Ending
Account
Value
June 30,
2017 | | | Expenses paid
during the period
January 1, 2017
through
June 30,
2017 | | | Annualized
expense
ratio | | | Days in
the
current
1/2 year | | | Days in
the full
year | |
Class IA | | $ | 1,000.00 | | | $ | 1,005.00 | | | $ | 2.24 | | | $ | 1,000.00 | | | $ | 1,022.56 | | | $ | 2.26 | | | | 0.45 | % | | | 181 | | | | 365 | |
Class IB | | $ | 1,000.00 | | | $ | 1,004.00 | | | $ | 3.48 | | | $ | 1,000.00 | | | $ | 1,021.32 | | | $ | 3.51 | | | | 0.70 | % | | | 181 | | | | 365 | |
Hartford U.S. Government Securities HLS Fund
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | Actual Return | | | Hypothetical (5% return before expenses) | | | | | | | | | | |
| | | Beginning
Account
Value
January 1,
2017 | | | Ending
Account
Value
June 30,
2017 | | | Expenses paid
during the period
January 1, 2017
through
June 30,
2017 | | | Beginning
Account
Value
January 1,
2017 | | | Ending
Account
Value
June 30,
2017 | | | Expenses paid
during the period
January 1, 2017
through
June 30,
2017 | | | Annualized
expense
ratio | | | Days in
the
current
1/2 year | | | Days in
the full
year | |
Class IA | | $ | 1,000.00 | | | $ | 1,014.60 | | | $ | 2.55 | | | $ | 1,000.00 | | | $ | 1,022.27 | | | $ | 2.56 | | | | 0.51 | % | | | 181 | | | | 365 | |
Class IB | | $ | 1,000.00 | | | $ | 1,013.60 | | | $ | 3.79 | | | $ | 1,000.00 | | | $ | 1,021.03 | | | $ | 3.81 | | | | 0.76 | % | | | 181 | | | | 365 | |
Expense Examples (Unaudited) – (continued)
Hartford Value HLS Fund
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | Actual Return | | | Hypothetical (5% return before expenses) | | | | | | | | | | |
| | | Beginning
Account
Value
January 1,
2017 | | | Ending
Account
Value
June 30,
2017 | | | Expenses paid
during the period
January 1, 2017
through
June 30,
2017 | | | Beginning
Account
Value
January 1,
2017 | | | Ending
Account
Value
June 30,
2017 | | | Expenses paid
during the period
January 1, 2017
through
June 30,
2017 | | | Annualized
expense
ratio | | | Days in
the
current
1/2 year | | | Days in
the full
year | |
Class IA | | $ | 1,000.00 | | | $ | 1,060.20 | | | $ | 4.09 | | | $ | 1,000.00 | | | $ | 1,020.83 | | | $ | 4.01 | | | | 0.80 | % | | | 181 | | | | 365 | |
Class IB | | $ | 1,000.00 | | | $ | 1,058.30 | | | $ | 5.36 | | | $ | 1,000.00 | | | $ | 1,019.59 | | | $ | 5.26 | | | | 1.05 | % | | | 181 | | | | 365 | |
|
| Hartford Balanced HLS Fund |
Schedule of Investments
June 30, 2017 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| COMMON STOCKS - 65.0% | |
| | | | Banks - 7.5% | |
| | 1,240,210 | | | Bank of America Corp. | | $ | 30,087,495 | |
| | 520,390 | | | Citigroup, Inc. | | | 34,803,683 | |
| | 460,770 | | | JP Morgan Chase & Co. | | | 42,114,378 | |
| | 209,380 | | | PNC Financial Services Group, Inc. | | | 26,145,281 | |
| | 717,040 | | | Wells Fargo & Co. | | | 39,731,186 | |
| | | | | | | | |
| | | | | | | 172,882,023 | |
| | | | | | | | |
| | | | Capital Goods - 5.1% | |
| | 103,260 | | | 3M Co. | | | 21,497,700 | |
| | 120,940 | | | Caterpillar, Inc. | | | 12,996,212 | |
| | 283,560 | | | Eaton Corp. plc | | | 22,069,475 | |
| | 309,680 | | | Fortune Brands Home & Security, Inc. | | | 20,203,523 | |
| | 203,590 | | | Ingersoll-Rand plc | | | 18,606,090 | |
| | 182,030 | | | United Technologies Corp. | | | 22,227,683 | |
| | | | | | | | |
| | | | | | | 117,600,683 | |
| | | | | | | | |
| | | | Commercial & Professional Services - 0.6% | |
| | 382,660 | | | Nielsen Holdings plc | | | 14,793,636 | |
| | | | | | | | |
| | | | Consumer Durables & Apparel - 1.5% | |
| | 281,100 | | | NIKE, Inc. Class B | | | 16,584,900 | |
| | 690,330 | | | PulteGroup, Inc. | | | 16,933,795 | |
| | | | | | | | |
| | | | | | | 33,518,695 | |
| | | | | | | | |
| | | | Consumer Services - 1.5% | |
| | 305,926 | | | Hilton Worldwide Holdings, Inc. | | | 18,921,523 | |
| | 286,310 | | | Norwegian Cruise Line Holdings Ltd.* | | | 15,543,770 | |
| | | | | | | | |
| | | | | | | 34,465,293 | |
| | | | | | | | |
| | | | Diversified Financials - 2.2% | |
| | 35,340 | | | BlackRock, Inc. | | | 14,927,970 | |
| | 570,400 | | | Invesco Ltd. | | | 20,072,376 | |
| | 350,870 | | | Thomson Reuters Corp. | | | 16,241,772 | |
| | | | | | | | |
| | | | | | | 51,242,118 | |
| | | | | | | | |
| | | | Energy - 3.9% | |
| | 153,860 | | | Anadarko Petroleum Corp. | | | 6,976,012 | |
| | 245,405 | | | Chevron Corp. | | | 25,603,104 | |
| | 142,730 | | | EOG Resources, Inc. | | | 12,919,919 | |
| | 174,440 | | | Exxon Mobil Corp. | | | 14,082,541 | |
| | 333,870 | | | Halliburton Co. | | | 14,259,588 | |
| | 539,160 | | | Marathon Oil Corp. | | | 6,389,046 | |
| | 364,210 | | | Suncor Energy, Inc. | | | 10,634,932 | |
| | | | | | | | |
| | | | | | | 90,865,142 | |
| | | | | | | | |
| | | | Food, Beverage & Tobacco - 3.6% | |
| | 388,149 | | | British American Tobacco plc | | | 26,449,590 | |
| | 173,466 | | | Kraft Heinz Co. | | | 14,855,628 | |
| | 337,080 | | | Mondelez International, Inc. Class A | | | 14,558,485 | |
| | 225,580 | | | Philip Morris International, Inc. | | | 26,494,371 | |
| | | | | | | | |
| | | | | | | 82,358,074 | |
| | | | | | | | |
| | | | Health Care Equipment & Services - 2.5% | |
| | 292,975 | | | Medtronic plc | | | 26,001,531 | |
| | 166,430 | | | UnitedHealth Group, Inc. | | | 30,859,451 | |
| | | | | | | | |
| | | | | | | 56,860,982 | |
| | | | | | | | |
| | | | Household & Personal Products - 0.7% | |
| | 300,480 | | | Unilever N.V. | | | 16,607,530 | |
| | | | | | | | |
| | | | Insurance - 2.6% | |
| | 383,740 | | | American International Group, Inc. | | | 23,991,425 | |
| | 339,690 | | | Marsh & McLennan Cos., Inc. | | | 26,482,232 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| COMMON STOCKS - 65.0% - (continued) | |
| | | | Insurance - 2.6% - (continued) | |
| | 216,780 | | | Unum Group | | $ | 10,108,451 | |
| | | | | | | | |
| | | | | | | 60,582,108 | |
| | | | | | | | |
| | | | Materials - 2.0% | |
| | 421,590 | | | Dow Chemical Co. | | | 26,589,681 | |
| | 344,890 | | | International Paper Co. | | | 19,524,223 | |
| | | | | | | | |
| | | | | | | 46,113,904 | |
| | | | | | | | |
| | | | Media - 1.9% | |
| | 570,180 | | | Comcast Corp. Class A | | | 22,191,406 | |
| | 614,250 | | | Viacom, Inc. Class B | | | 20,620,372 | |
| | | | | | | | |
| | | | | | | 42,811,778 | |
| | | | | | | | |
| | | | Pharmaceuticals, Biotechnology & Life Sciences - 7.7% | |
| | 132,630 | | | Allergan plc | | | 32,241,027 | |
| | 135,930 | | | Amgen, Inc. | | | 23,411,224 | |
| | 508,150 | | | AstraZeneca plc ADR | | | 17,322,833 | |
| | 478,180 | | | Bristol-Myers Squibb Co. | | | 26,644,190 | |
| | 165,400 | | | Eisai Co., Ltd. | | | 9,151,173 | |
| | 433,160 | | | Merck & Co., Inc. | | | 27,761,224 | |
| | 75,726 | | | Roche Holding AG | | | 19,349,117 | |
| | 149,816 | | | UCB S.A. | | | 10,303,785 | |
| | 95,470 | | | Vertex Pharmaceuticals, Inc.* | | | 12,303,219 | |
| | | | | | | | |
| | | | | | | 178,487,792 | |
| | | | | | | | |
| | | | Real Estate - 0.8% | |
| | 664,054 | | | Park Hotels & Resorts, Inc. REIT | | | 17,902,896 | |
| | | | | | | | |
| | | | Retailing - 2.4% | |
| | 11,702,200 | | | Allstar Co.*(1)(2)(3) | | | 1,872,352 | |
| | 178,780 | | | Home Depot, Inc. | | | 27,424,852 | |
| | 541,300 | | | Liberty Interactive Corp. QVC Group Class A* | | | 13,283,502 | |
| | 5,890 | | | Priceline Group, Inc.* | | | 11,017,363 | |
| | 67,006 | | | Tory Burch LLC*(1)(2)(3) | | | 2,966,363 | |
| | | | | | | | |
| | | | | | | 56,564,432 | |
| | | | | | | | |
| | | | Semiconductors & Semiconductor Equipment - 3.8% | |
| | 220,610 | | | Analog Devices, Inc. | | | 17,163,458 | |
| | 860,630 | | | Intel Corp. | | | 29,037,656 | |
| | 315,750 | | | Maxim Integrated Products, Inc. | | | 14,177,175 | |
| | 511,180 | | | QUALCOMM, Inc. | | | 28,227,360 | |
| | | | | | | | |
| | | | | | | 88,605,649 | |
| | | | | | | | |
| | | | Software & Services - 7.7% | |
| | 61,275 | | | Alphabet, Inc. Class C* | | | 55,682,431 | |
| | 284,000 | | | Cognizant Technology Solutions Corp. Class A | | | 18,857,600 | |
| | 763,650 | | | eBay, Inc.* | | | 26,666,658 | |
| | 173,000 | | | Facebook, Inc. Class A* | | | 26,119,540 | |
| | 750,120 | | | Microsoft Corp. | | | 51,705,771 | |
| | | | | | | | |
| | | | | | | 179,032,000 | |
| | | | | | | | |
| | | | Technology Hardware & Equipment - 4.5% | |
| | 443,050 | | | Apple, Inc. | | | 63,808,061 | |
| | 1,301,430 | | | Cisco Systems, Inc. | | | 40,734,759 | |
| | | | | | | | |
| | | | | | | 104,542,820 | |
| | | | | | | | |
| | | | Transportation - 0.9% | |
| | 201,500 | | | Union Pacific Corp. | | | 21,945,365 | |
| | | | | | | | |
| | | | Utilities - 1.6% | |
| | 267,540 | | | NextEra Energy, Inc. | | | 37,490,380 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks
(cost $1,087,473,728) | | $ | 1,505,273,300 | |
| | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Balanced HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 4.2% | |
| | | | | | | Asset-Backed - Automobile - 0.6% | |
| | $ | | | | 345,000 | | | ARI Fleet Lease Trust
1.91%, 04/15/2026(1) | | $ | 344,600 | |
| | | | | 225,000 | | | CarMax Auto Owner Trust
1.95%, 09/16/2019 | | | 225,416 | |
| | | | | 2,232,858 | | | Chesapeake Funding LLC
2.16%, 06/15/2028(1)(4) | | | 2,241,185 | |
| | | | | 1,000,000 | | | Chesapeake Funding LLC
1.49%, 05/15/2029(1)(4) | | | 999,960 | |
| | | | | | | | Enterprise Fleet Financing LLC | | | | |
| | | | | 840,000 | | | 1.97%, 01/20/2023(1) | | | 839,956 | |
| | | | | 500,000 | | | 2.13%, 07/20/2022(1) | | | 500,344 | |
| | | | | 107,750 | | | Exeter Automobile Receivables Trust
1.54%, 11/15/2019(1) | | | 107,709 | |
| | | | | 724,965 | | | First Investors Auto Owner Trust
1.67%, 11/16/2020(1) | | | 725,059 | |
| | | | | 515,000 | | | Hyundai Auto Receivables Trust
2.48%, 03/15/2019 | | | 517,110 | |
| | | | | 600,000 | | | Prestige Auto Receivables Trust
1.91%, 04/15/2020(1) | | | 600,534 | |
| | | | | | | | Santander Drive Auto Receivables Trust | | | | |
| | | | | 655,483 | | | 1.97%, 11/15/2019 | | | 655,875 | |
| | | | | 227,286 | | | 2.25%, 06/17/2019 | | | 227,649 | |
| | | | | 278,441 | | | 2.33%, 11/15/2019 | | | 279,292 | |
| | | | | 1,112,776 | | | 2.36%, 04/15/2020 | | | 1,115,202 | |
| | | | | 655,000 | | | 2.57%, 03/15/2019 | | | 656,728 | |
| | | | | 1,785,000 | | | Securitized Term Auto Receivables Trust
1.52%, 03/25/2020(1) | | | 1,777,446 | |
| | | | | | | | Westlake Automobile Receivables Trust | | | | |
| | | | | 420,327 | | | 1.57%, 06/17/2019(1) | | | 420,297 | |
| | | | | 479,836 | | | 1.83%, 01/15/2021(1) | | | 479,903 | |
| | | | | 372,517 | | | Wheels SPV LLC
1.59%, 05/20/2025(1) | | | 371,392 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 13,085,657 | |
| | | | | | | | | | | | |
| | | | | | | Asset-Backed - Credit Card - 0.5% | |
| | | | | 2,665,000 | | | CARDS Trust
1.86%, 07/15/2021(1)(4) | | | 2,677,195 | |
| | | | | 3,275,000 | | | Evergreen Credit Card Trust
1.88%, 04/15/2020(1)(4) | | | 3,289,478 | |
| | | | | 4,330,000 | | | Trillium Credit Card Trust
1.94%, 05/26/2021(1)(4) | | | 4,347,619 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 10,314,292 | |
| | | | | | | | | | | | |
| | | | | | | Asset-Backed - Finance & Insurance - 2.1% | |
| | | | | | | | Ally Master Owner Trust | | | | |
| | | | | 4,885,000 | | | 1.54%, 09/15/2019 | | | 4,885,957 | |
| | | | | 4,890,000 | | | 1.60%, 10/15/2019 | | | 4,890,960 | |
| | | | | 3,480,000 | | | Atlas Senior Loan Fund Ltd.
2.57%, 01/15/2030(1)(4)(5) | | | 3,480,000 | |
| | | | | | | | Bayview Opportunity Master Fund Trust | | | | |
| | | | | 842,506 | | | 3.50%, 01/28/2055(1)(4) | | | 864,040 | |
| | | | | 880,000 | | | 3.50%, 06/28/2057(1)(4) | | | 906,205 | |
| | | | | 802,890 | | | 4.00%, 11/28/2053(1)(4) | | | 830,992 | |
| | | | | 1,088,739 | | | 4.00%, 10/28/2064(1)(4) | | | 1,124,994 | |
| | | | | 2,000,000 | | | BlueMountain CLO Ltd.
2.76%, 10/15/2026(1)(4) | | | 1,997,988 | |
| | | | | 2,000,000 | | | CIFC Funding Ltd.
2.76%, 04/18/2025(1)(4) | | | 1,997,988 | |
| | | | | 1,015,000 | | | CNH Equipment Trust
1.75%, 04/15/2021 | | | 1,015,430 | |
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 4.2% - (continued) | |
| | | | | | | Asset-Backed - Finance & Insurance - 2.1% - (continued) | |
| | | | | | | | Ford Credit Floorplan Master Owner Trust | | | | |
| | $ | | | | 2,575,000 | | | 1.75%, 07/15/2021 | | $ | 2,557,337 | |
| | | | | 430,000 | | | 2.09%, 03/15/2022(1) | | | 431,646 | |
| | | | | 1,040,000 | | | GreatAmerica Leasing Receivables Funding LLC
2.36%, 01/20/2023(1) | | | 1,040,582 | |
| | | | | 4,000,000 | | | Madison Park Funding Ltd.
2.28%, 07/20/2026(1)(4) | | | 4,007,340 | |
| | | | | | | | MMAF Equipment Finance LLC | | | | |
| | | | | 950,418 | | | 1.39%, 12/17/2018(1) | | | 950,308 | |
| | | | | 590,000 | | | 1.73%, 05/18/2020(1) | | | 589,930 | |
| | | | | 1,000,000 | | | 2.21%, 12/15/2032(1) | | | 994,278 | |
| | | | | 599,928 | | | Nationstar HECM Loan Trust
1.97%, 05/25/2027(1) | | | 599,437 | |
| | | | | 3,825,000 | | | Oaktree EIF Ltd.
2.33%, 11/15/2025(1)(4) | | | 3,823,053 | |
| | | | | 2,465,000 | | | Octagon Loan Funding Ltd.
2.32%, 11/18/2026(1)(4) | | | 2,463,745 | |
| | | | | | | | OneMain Financial Issuance Trust | | | | |
| | | | | 440,000 | | | 3.66%, 02/20/2029(1) | | | 450,294 | |
| | | | | 870,000 | | | 4.10%, 03/20/2028(1) | | | 887,486 | |
| | | | | 1,565,000 | | | SBA Tower Trust
2.90%, 10/15/2044(1)(6) | | | 1,573,244 | |
| | | | | | | | Springleaf Funding Trust | | | | |
| | | | | 1,765,000 | | | 3.16%, 11/15/2024(1) | | | 1,780,964 | |
| | | | | 755,000 | | | 3.48%, 05/15/2028(1) | | | 768,412 | |
| | | | | 1,965,000 | | | SPS Servicer Advance Receivables Trust
2.53%, 11/16/2048(1) | | | 1,947,873 | |
| | | | | | | | Towd Point Mortgage Trust | | | | |
| | | | | 1,537,331 | | | 2.75%, 10/25/2056(1)(4) | | | 1,535,580 | |
| | | | | 404,422 | | | 2.75%, 04/25/2057(1)(4) | | | 408,278 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 48,804,341 | |
| | | | | | | | | | | | |
| | | | | | | Asset-Backed - Home Equity - 0.0% | | | |
| | | | | 7,906 | | | New Century Home Equity Loan Trust
1.80%, 03/25/2035(4) | | | 7,902 | |
| | | | | | | | | | | | |
| | | | | | | Commercial Mortgage - Backed Securities - 0.8% | |
| | | | | 1,575,000 | | | Commercial Mortgage Trust
3.18%, 02/10/2048 | | | 1,594,048 | |
| | | | | | | | CSAIL Commercial Mortgage Trust | | | | |
| | | | | 3,200,000 | | | 3.50%, 06/15/2057 | | | 3,278,902 | |
| | | | | 3,400,000 | | | 3.51%, 04/15/2050 | | | 3,512,448 | |
| | | | | 2,220,000 | | | CSMC Trust
2.76%, 04/05/2033(1) | | | 2,246,416 | |
| | | | | 710,000 | | | JP Morgan Chase Commercial Mortgage Securities Trust
3.91%, 01/15/2049 | | | 754,056 | |
| | | | | 704,992 | | | LB-UBS Commercial Mortgage Trust
6.30%, 04/15/2041(4) | | | 718,607 | |
| | | | | 3,100,000 | | | Morgan Stanley Bank of America Merrill Lynch Trust
3.31%, 04/15/2048 | | | 3,158,037 | |
| | | | | 2,500,000 | | | SFAVE Commercial Mortgage Securities Trust
4.14%, 01/05/2043(1)(4) | | | 2,524,757 | |
| | | | | 1,800,000 | | | SG Commercial Mortgage Securities Trust
3.06%, 10/10/2048 | | | 1,771,834 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 19,559,105 | |
| | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Balanced HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 4.2% - (continued) | |
| | | | | | | Whole Loan Collateral CMO - 0.2% | | | |
| | | | | | | | Deephaven Residential Mortgage Trust | | | | |
| | $ | | | | 1,015,000 | | | 2.45%, 06/25/2047(1)(4) | | $ | 1,011,894 | |
| | | | | 510,081 | | | 2.73%, 12/26/2046(1)(4) | | | 509,920 | |
| | | | | 522,978 | | | Mill City Mortgage Loan Trust
2.50%, 04/25/2057(1)(4) | | | 523,984 | |
| | | | | 1,414,190 | | | New Residential Mortgage Loan Trust
4.00%, 04/25/2057(1)(4) | | | 1,472,902 | |
| | | | | 1,153,009 | | | Towd Point Mortgage Trust
2.25%, 04/25/2056(1)(4) | | | 1,149,503 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 4,668,203 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | Total Asset & Commercial Mortgage Backed Securities
(cost $96,837,251) | | $ | 96,439,500 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | | |
| CORPORATE BONDS - 19.3% | | | |
| | | | | | | Advertising - 0.0% | | | |
| | $ | | | | 1,065,000 | | | Omnicom Group, Inc.
3.60%, 04/15/2026 | | $ | 1,071,553 | |
| | | | | | | | | | | | |
| | | | | | | Aerospace/Defense - 0.2% | | | |
| | | | | 850,000 | | | BAE Systems Holdings, Inc.
3.85%, 12/15/2025(1) | | | 884,397 | |
| | | | | | | | Lockheed Martin Corp. | | | | |
| | | | | 1,625,000 | | | 4.07%, 12/15/2042 | | | 1,660,958 | |
| | | | | 256,000 | | | 4.50%, 05/15/2036 | | | 279,189 | |
| | | | | 340,000 | | | 4.70%, 05/15/2046 | | | 382,040 | |
| | | | | 560,000 | | | 4.85%, 09/15/2041 | | | 634,156 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 3,840,740 | |
| | | | | | | | | | | | |
| | | | | | | Agriculture - 0.4% | |
| | | | | | | | Altria Group, Inc. | | | | |
| | | | | 560,000 | | | 4.50%, 05/02/2043 | | | 596,152 | |
| | | | | 1,995,000 | | | 4.75%, 05/05/2021 | | | 2,175,962 | |
| | | | | | | | BAT International Finance plc | | | | |
| | | | | 685,000 | | | 2.75%, 06/15/2020(1) | | | 693,948 | |
| | | | | 2,775,000 | | | 3.25%, 06/07/2022(1) | | | 2,833,317 | |
| | | | | 290,000 | | | 3.50%, 06/15/2022(1) | | | 298,889 | |
| | | | | 1,065,000 | | | Imperial Brands Finance plc
3.75%, 07/21/2022(1) | | | 1,108,811 | |
| | | | | | | | Philip Morris International, Inc. | | | | |
| | | | | 325,000 | | | 4.88%, 11/15/2043 | | | 363,128 | |
| | | | | 270,000 | | | 5.65%, 05/16/2018 | | | 279,289 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 8,349,496 | |
| | | | | | | | | | | | |
| | | | | | | Airlines - 0.2% | |
| | | | | 3,049,703 | | | Continental Airlines, Inc.
5.98%, 04/19/2022 | | | 3,354,674 | |
| | | | | 2,235,051 | | | Southwest Airlines Co.
6.15%, 08/01/2022 | | | 2,469,731 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 5,824,405 | |
| | | | | | | | | | | | |
| | | | | | | Auto Manufacturers - 0.4% | |
| | | | | 150,000 | | | Daimler Finance North America LLC
2.25%, 07/31/2019(1) | | | 150,679 | |
| | | | | 665,000 | | | Ford Motor Co.
4.35%, 12/08/2026 | | | 684,578 | |
| | | | | 4,200,000 | | | Ford Motor Credit Co. LLC
3.10%, 05/04/2023 | | | 4,149,646 | |
| | | | | | | | General Motors Financial Co., Inc. | | | | |
| | | | | 3,185,000 | | | 3.70%, 05/09/2023 | | | 3,234,237 | |
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| CORPORATE BONDS - 19.3% - (continued) | | | |
| | | | | | | Auto Manufacturers - 0.4% - (continued) | |
| | $ | | | | 1,735,000 | | | 3.95%, 04/13/2024 | | $ | 1,759,641 | |
| | | | | 580,000 | | | Volkswagen Group of America Finance LLC
2.45%, 11/20/2019(1) | | | 583,206 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 10,561,987 | |
| | | | | | | | | | | | |
| | | | | | | Beverages - 0.3% | |
| | | | | | | | Anheuser-Busch InBev Finance, Inc. | | | | |
| | | | | 1,750,000 | | | 3.65%, 02/01/2026 | | | 1,802,973 | |
| | | | | 310,000 | | | 4.70%, 02/01/2036 | | | 341,199 | |
| | | | | 280,000 | | | 4.90%, 02/01/2046 | | | 316,020 | |
| | | | | 480,000 | | | Anheuser-Busch InBev Worldwide, Inc.
3.75%, 07/15/2042 | | | 464,571 | |
| | | | | | | | Coca-Cola Femsa S.A.B. de C.V. | | | | |
| | | | | 1,176,000 | | | 2.38%, 11/26/2018 | | | 1,181,858 | |
| | | | | 1,300,000 | | | 3.88%, 11/26/2023 | | | 1,361,387 | |
| | | | | 245,000 | | | Constellation Brands, Inc.
2.70%, 05/09/2022 | | | 244,701 | |
| | | | | | | | Molson Coors Brewing Co. | | | | |
| | | | | 765,000 | | | 3.50%, 05/01/2022 | | | 792,383 | |
| | | | | 215,000 | | | 5.00%, 05/01/2042 | | | 237,359 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 6,742,451 | |
| | | | | | | | | | | | |
| | | | | | | Biotechnology - 0.2% | |
| | | | | 265,000 | | | Amgen, Inc.
4.56%, 06/15/2048 | | | 278,822 | |
| | | | | 1,340,000 | | | Biogen, Inc.
2.90%, 09/15/2020 | | | 1,366,861 | |
| | | | | | | | Celgene Corp. | | | | |
| | | | | 230,000 | | | 2.25%, 05/15/2019 | | | 231,599 | |
| | | | | 770,000 | | | 3.55%, 08/15/2022 | | | 801,581 | |
| | | | | 535,000 | | | 3.63%, 05/15/2024 | | | 554,180 | |
| | | | | | | | Gilead Sciences, Inc. | | | | |
| | | | | 335,000 | | | 2.55%, 09/01/2020 | | | 339,828 | |
| | | | | 930,000 | | | 3.70%, 04/01/2024 | | | 966,816 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 4,539,687 | |
| | | | | | | | | | | | |
| | | | | | | Chemicals - 0.1% | |
| | | | | 1,950,000 | | | Agrium, Inc.
3.15%, 10/01/2022 | | | 1,989,415 | |
| | | | | | | | | | | | |
| | | | | | | Commercial Banks - 5.1% | |
| | | | | 4,300,000 | | | American Express Centurion Bank
6.00%, 09/13/2017 | | | 4,335,122 | |
| | | | | | | | Bank of America Corp. | | | | |
| | | | | 1,220,000 | | | 2.63%, 10/19/2020 | | | 1,232,301 | |
| | | | | 2,950,000 | | | 4.20%, 08/26/2024 | | | 3,062,407 | |
| | | | | 1,655,000 | | | 5.00%, 05/13/2021 | | | 1,805,817 | |
| | | | | 1,000,000 | | | 6.40%, 08/28/2017 | | | 1,007,101 | |
| | | | | 6,000,000 | | | 6.88%, 04/25/2018 | | | 6,243,774 | |
| | | | | 2,020,000 | | | Bank of New York Mellon Corp.
2.15%, 02/24/2020 | | | 2,031,649 | |
| | | | | 2,830,000 | | | Banque Federative du Credit Mutuel S.A.
2.75%, 10/15/2020(1) | | | 2,874,906 | |
| | | | | 800,000 | | | Barclays Bank plc
6.05%, 12/04/2017(1) | | | 813,729 | |
| | | | | 2,740,000 | | | Barclays plc
3.20%, 08/10/2021 | | | 2,779,382 | |
| | | | | | | | BNP Paribas S.A. | | | | |
| | | | | 2,075,000 | | | 2.40%, 12/12/2018 | | | 2,092,575 | |
| | | | | 590,000 | | | 2.95%, 05/23/2022(1) | | | 595,875 | |
| | | | | | | | BPCE S.A. | | | | |
| | | | | 365,000 | | | 2.50%, 12/10/2018 | | | 368,250 | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Balanced HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| CORPORATE BONDS - 19.3% - (continued) | | | |
| | | | | | | Commercial Banks - 5.1% - (continued) | |
| | $ | | | | 305,000 | | | 3.00%, 05/22/2022(1) | | $ | 307,653 | |
| | | | | 2,225,000 | | | 5.15%, 07/21/2024(1) | | | 2,377,119 | |
| | | | | | | | Capital One Financial Corp. | | | | |
| | | | | 2,875,000 | | | 3.75%, 04/24/2024 | | | 2,937,764 | |
| | | | | 815,000 | | | 4.20%, 10/29/2025 | | | 821,799 | |
| | | | | | | | Citigroup, Inc. | | | | |
| | | | | 1,220,000 | | | 2.50%, 07/29/2019 | | | 1,230,957 | |
| | | | | 533,000 | | | 5.30%, 05/06/2044 | | | 603,132 | |
| | | | | 290,000 | | | 8.13%, 07/15/2039 | | | 445,247 | |
| | | | | 1,695,000 | | | Citizens Bank NA
2.55%, 05/13/2021 | | | 1,695,936 | |
| | | | | 505,000 | | | Compass Bank
2.75%, 09/29/2019 | | | 508,911 | |
| | | | | | | | Credit Agricole S.A. | | | | |
| | | | | 950,000 | | | 2.50%, 04/15/2019(1) | | | 959,306 | |
| | | | | 790,000 | | | 4.38%, 03/17/2025(1) | | | 818,835 | |
| | | | | | | | Credit Suisse AG | | | | |
| | | | | 945,000 | | | 2.30%, 05/28/2019 | | | 951,217 | |
| | | | | 855,000 | | | 3.00%, 10/29/2021 | | | 871,281 | |
| | | | | 250,000 | | | 3.63%, 09/09/2024 | | | 258,250 | |
| | | | | 530,000 | | | Credit Suisse Group AG
3.57%, 01/09/2023(1) | | | 543,110 | |
| | | | | | | | Credit Suisse Group Funding Guernsey Ltd. | | | | |
| | | | | 1,425,000 | | | 3.75%, 03/26/2025 | | | 1,439,753 | |
| | | | | 1,885,000 | | | 3.80%, 09/15/2022 | | | 1,958,479 | |
| | | | | 2,210,000 | | | Deutsche Bank AG
4.25%, 10/14/2021 | | | 2,317,589 | |
| | | | | | | | Goldman Sachs Group, Inc. | | | | |
| | | | | 3,335,000 | | | 2.38%, 01/22/2018 | | | 3,349,794 | |
| | | | | 1,700,000 | | | 6.15%, 04/01/2018 | | | 1,754,553 | |
| | | | | 2,590,000 | | | 6.25%, 02/01/2041 | | | 3,383,294 | |
| | | | | | | | HSBC Holdings plc | | | | |
| | | | | 1,030,000 | | | 3.40%, 03/08/2021 | | | 1,058,631 | |
| | | | | 4,625,000 | | | 3.60%, 05/25/2023 | | | 4,779,526 | |
| | | | | 370,000 | | | 4.04%, 03/13/2028(4) | | | 383,238 | |
| | | | | | | | Huntington National Bank | | | | |
| | | | | 2,120,000 | | | 2.20%, 11/06/2018 | | | 2,125,862 | |
| | | | | 1,490,000 | | | 2.40%, 04/01/2020 | | | 1,499,938 | |
| | | | | | | | ING Groep N.V. | | | | |
| | | | | 345,000 | | | 3.15%, 03/29/2022 | | | 351,571 | |
| | | | | 1,100,000 | | | 3.95%, 03/29/2027 | | | 1,143,827 | |
| | | | | | | | JP Morgan Chase & Co. | | | | |
| | | | | 2,240,000 | | | 3.25%, 09/23/2022 | | | 2,295,603 | |
| | | | | 2,000,000 | | | 4.95%, 03/25/2020 | | | 2,144,958 | |
| | | | | 705,000 | | | 5.40%, 01/06/2042 | | | 853,055 | |
| | | | | 2,600,000 | | | Korea Development Bank
2.50%, 03/11/2020 | | | 2,609,938 | |
| | | | | 470,000 | | | Macquarie Bank Ltd.
2.40%, 01/21/2020(1) | | | 470,804 | |
| | | | | | | | Morgan Stanley | | | | |
| | | | | 4,875,000 | | | 2.50%, 01/24/2019 | | | 4,912,630 | |
| | | | | 1,450,000 | | | 3.13%, 07/27/2026 | | | 1,409,758 | |
| | | | | 1,800,000 | | | 3.63%, 01/20/2027 | | | 1,812,942 | |
| | | | | 1,000,000 | | | 3.70%, 10/23/2024 | | | 1,026,258 | |
| | | | | 515,000 | | | 4.30%, 01/27/2045 | | | 532,571 | |
| | | | | 250,000 | | | 5.63%, 09/23/2019 | | | 268,579 | |
| | | | | 4,250,000 | | | National City Corp.
6.88%, 05/15/2019 | | | 4,624,438 | |
| | | | | 4,905,000 | | | NBK SPC Ltd.
2.75%, 05/30/2022(1) | | | 4,851,163 | |
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| CORPORATE BONDS - 19.3% - (continued) | | | |
| | | | | | | Commercial Banks - 5.1% - (continued) | |
| | $ | | | | 4,795,000 | | | Santander Bank NA
8.75%, 05/30/2018 | | $ | 5,082,604 | |
| | | | | | | | Santander UK plc | | | | |
| | | | | 1,375,000 | | | 2.50%, 03/14/2019 | | | 1,386,131 | |
| | | | | 2,150,000 | | | 5.00%, 11/07/2023(1) | | | 2,304,839 | |
| | | | | 1,775,000 | | | Societe Generale S.A.
3.25%, 01/12/2022(1) | | | 1,814,639 | |
| | | | | 640,000 | | | SunTrust Bank
3.30%, 05/15/2026 | | | 625,514 | |
| | | | | | | | UBS Group Funding Switzerland AG | | | | |
| | | | | 1,665,000 | | | 2.95%, 09/24/2020(1) | | | 1,700,909 | |
| | | | | 1,900,000 | | | 3.00%, 04/15/2021(1) | | | 1,929,140 | |
| | | | | | | | Wells Fargo & Co. | | | | |
| | | | | 4,344,000 | | | 4.48%, 01/16/2024 | | | 4,656,108 | |
| | | | | 850,000 | | | 4.75%, 12/07/2046 | | | 907,523 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 118,339,564 | |
| | | | | | | | | | | | |
| | | | | | | Commercial Services - 0.4% | |
| | | | | | | | Catholic Health Initiatives | | | | |
| | | | | 765,000 | | | 2.60%, 08/01/2018 | | | 769,043 | |
| | | | | 1,808,000 | | | 2.95%, 11/01/2022 | | | 1,767,828 | |
| | | | | 245,000 | | | 4.35%, 11/01/2042 | | | 221,127 | |
| | | | | | | | ERAC USA Finance LLC | | | | |
| | | | | 655,000 | | | 2.35%, 10/15/2019(1) | | | 656,018 | |
| | | | | 1,800,000 | | | 4.50%, 08/16/2021(1) | | | 1,927,548 | |
| | | | | 1,500,000 | | | 5.63%, 03/15/2042(1) | | | 1,703,482 | |
| | | | | 2,545,000 | | | Total System Services, Inc.
3.80%, 04/01/2021 | | | 2,650,287 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 9,695,333 | |
| | | | | | | | | | | | |
| | | | | | | Construction Materials - 0.0% | |
| | | | | 656,000 | | | LafargeHolcim Finance US LLC
4.75%, 09/22/2046(1) | | | 682,381 | |
| | | | | | | | | | | | |
| | | | | | | Diversified Financial Services - 1.0% | |
| | | | | 1,655,000 | | | Capital One Bank USA NA
2.15%, 11/21/2018 | | | 1,657,226 | |
| | | | | 2,475,000 | | | CDP Financial, Inc.
4.40%, 11/25/2019(1) | | | 2,615,491 | |
| | | | | | | | GE Capital International Funding Co. | | | | |
| | | | | 1,139,000 | | | 2.34%, 11/15/2020 | | | 1,148,106 | |
| | | | | 2,222,000 | | | 4.42%, 11/15/2035 | | | 2,418,398 | |
| | | | | 1,910,000 | | | LeasePlan Corp. N.V.
2.88%, 01/22/2019(1) | | | 1,916,055 | |
| | | | | 8,315,255 | | | Postal Square L.P.
8.95%, 06/15/2022 | | | 9,664,505 | |
| | | | | | | | Synchrony Financial | | | | |
| | | | | 2,045,000 | | | 2.60%, 01/15/2019 | | | 2,055,920 | |
| | | | | 520,000 | | | 2.70%, 02/03/2020 | | | 522,637 | |
| | | | | 355,000 | | | 3.00%, 08/15/2019 | | | 360,005 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 22,358,343 | |
| | | | | | | | | | | | |
| | | | | | | Electric - 2.1% | |
| | | | | 1,300,000 | | | Berkshire Hathaway Energy Co.
4.50%, 02/01/2045 | | | 1,407,427 | |
| | | | | | | | Dominion Energy, Inc. | | | | |
| | | | | 725,000 | | | 2.96%, 07/01/2019(6) | | | 735,841 | |
| | | | | 2,850,000 | | | 3.63%, 12/01/2024 | | | 2,919,868 | |
| | | | | 1,750,000 | | | 4.10%, 04/01/2021(6) | | | 1,836,765 | |
| | | | | 1,200,000 | | | Duke Energy Carolinas LLC
6.10%, 06/01/2037 | | | 1,550,437 | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Balanced HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| CORPORATE BONDS - 19.3% - (continued) | | | |
| | | | | | | Electric - 2.1% - (continued) | |
| | $ | | | | 855,000 | | | Duke Energy Corp.
2.65%, 09/01/2026 | | $ | 812,023 | |
| | | | | 1,375,000 | | | Electricite de France S.A.
5.63%, 01/22/2024(1)(4)(7) | | | 1,415,906 | |
| | | | | 365,000 | | | Emera U.S. Finance L.P.
2.70%, 06/15/2021 | | | 365,559 | |
| | | | | 1,305,000 | | | Entergy Corp.
2.95%, 09/01/2026 | | | 1,249,620 | |
| | | | | 285,000 | | | Eversource Energy
3.15%, 01/15/2025 | | | 285,830 | |
| | | | | 1,995,000 | | | FirstEnergy Corp.
3.90%, 07/15/2027 | | | 2,001,380 | |
| | | | | 1,705,000 | | | Fortis, Inc.
3.06%, 10/04/2026 | | | 1,646,842 | |
| | | | | 1,000,000 | | | Georgia Power Co.
5.95%, 02/01/2039 | | | 1,230,152 | |
| | | | | 1,275,000 | | | Indianapolis Power and Light Co.
6.60%, 06/01/2037(1) | | | 1,593,109 | |
| | | | | | | | NextEra Energy Capital Holdings, Inc. | | | | |
| | | | | 4,750,000 | | | 2.06%, 09/01/2017 | | | 4,752,218 | |
| | | | | 1,700,000 | | | 3.55%, 05/01/2027 | | | 1,727,003 | |
| | | | | 340,000 | | | NiSource Finance Corp.
4.80%, 02/15/2044 | | | 368,311 | |
| | | | | 750,000 | | | Oglethorpe Power Corp.
5.25%, 09/01/2050 | | | 809,935 | |
| | | | | | | | Oncor Electric Delivery Co. LLC | | | | |
| | | | | 385,000 | | | 2.95%, 04/01/2025 | | | 384,356 | |
| | | | | 1,185,000 | | | 4.10%, 06/01/2022 | | | 1,261,613 | |
| | | | | | | | Pacific Gas & Electric Co. | | | | |
| | | | | 695,000 | | | 3.85%, 11/15/2023 | | | 738,628 | |
| | | | | 435,000 | | | 5.13%, 11/15/2043 | | | 516,755 | |
| | | | | | | | SCANA Corp. | | | | |
| | | | | 2,031,000 | | | 4.13%, 02/01/2022 | | | 2,042,993 | |
| | | | | 2,780,000 | | | 4.75%, 05/15/2021 | | | 2,894,689 | |
| | | | | 1,100,000 | | | 6.25%, 04/01/2020 | | | 1,190,972 | |
| | | | | | | | South Carolina Electric & Gas Co. | | | | |
| | | | | 215,000 | | | 4.35%, 02/01/2042 | | | 216,580 | |
| | | | | 280,000 | | | 4.60%, 06/15/2043 | | | 290,494 | |
| | | | | 1,180,000 | | | 6.05%, 01/15/2038 | | | 1,433,954 | |
| | | | | 2,000,000 | | | Southern California Edison Co.
5.55%, 01/15/2037 | | | 2,450,826 | |
| | | | | | | | Southern Co. | | | | |
| | | | | 1,450,000 | | | 2.75%, 06/15/2020 | | | 1,466,868 | |
| | | | | 2,050,000 | | | 2.95%, 07/01/2023 | | | 2,036,859 | |
| | | | | | | | State Grid Overseas Investment Ltd. | | | | |
| | | | | 1,795,000 | | | 2.75%, 05/07/2019(1) | | | 1,811,516 | |
| | | | | 1,485,000 | | | 2.75%, 05/04/2022(1) | | | 1,478,005 | |
| | | | | 1,490,000 | | | 3.50%, 05/04/2027(1) | | | 1,487,366 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 48,410,700 | |
| | | | | | | | | | | | |
| | | | | | | Engineering & Construction - 0.1% | |
| | | | | 1,235,000 | | | SBA Tower Trust
2.88%, 07/15/2021(1) | | | 1,232,468 | |
| | | | | | | | | | | | |
| | | | | | | Food - 0.3% | |
| | | | | | | | Kraft Heinz Foods Co. | | | | |
| | | | | 530,000 | | | 3.00%, 06/01/2026 | | | 507,237 | |
| | | | | 2,030,000 | | | 3.50%, 07/15/2022 | | | 2,092,906 | |
| | | | | 965,000 | | | 4.38%, 06/01/2046 | | | 945,057 | |
| | | | | | | | Kroger Co. | | | | |
| | | | | 620,000 | | | 3.30%, 01/15/2021 | | | 633,783 | |
| | | | | 1,065,000 | | | 4.00%, 02/01/2024 | | | 1,103,361 | |
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| CORPORATE BONDS - 19.3% - (continued) | | | |
| | | | | | | Food - 0.3% - (continued) | |
| | $ | | | | 815,000 | | | 4.45%, 02/01/2047 | | $ | 785,584 | |
| | | | | 880,000 | | | Sigma Alimentos S.A. de C.V.
4.13%, 05/02/2026(1) | | | 894,080 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 6,962,008 | |
| | | | | | | | | | | | |
| | | | | | | Gas - 0.2% | |
| | | | | 1,870,000 | | | KeySpan Gas East Corp.
2.74%, 08/15/2026(1) | | | 1,804,834 | |
| | | | | 1,910,000 | | | Sempra Energy
3.25%, 06/15/2027 | | | 1,882,179 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 3,687,013 | |
| | | | | | | | | | | | |
| | | | | | | Healthcare-Products - 0.1% | |
| | | | | | | | Medtronic, Inc. | | | | |
| | | | | 545,000 | | | 2.50%, 03/15/2020 | | | 552,898 | |
| | | | | 775,000 | | | 3.15%, 03/15/2022 | | | 801,999 | |
| | | | | 1,230,000 | | | 3.50%, 03/15/2025 | | | 1,279,522 | |
| | | | | 310,000 | | | 3.63%, 03/15/2024 | | | 326,333 | |
| | | | | 192,000 | | | 4.38%, 03/15/2035 | | | 209,715 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 3,170,467 | |
| | | | | | | | | | | | |
| | | | | | | Healthcare-Services - 0.4% | |
| | | | | 1,655,000 | | | Aetna, Inc.
2.80%, 06/15/2023 | | | 1,652,129 | |
| | | | | | | | Anthem, Inc. | | | | |
| | | | | 421,000 | | | 3.30%, 01/15/2023 | | | 429,379 | |
| | | | | 675,000 | | | 4.65%, 08/15/2044 | | | 731,123 | |
| | | | | 135,000 | | | Catholic Health Initiatives
4.20%, 08/01/2023 | | | 137,068 | |
| | | | | | | | Dignity Health | | | | |
| | | | | 180,000 | | | 2.64%, 11/01/2019 | | | 182,090 | |
| | | | | 380,000 | | | 3.81%, 11/01/2024 | | | 389,896 | |
| | | | | 521,000 | | | Kaiser Foundation Hospitals
3.50%, 04/01/2022 | | | 543,929 | |
| | | | | 3,475,000 | | | SSM Health Care Corp.
3.82%, 06/01/2027 | | | 3,561,013 | |
| | | | | | | | UnitedHealth Group, Inc. | | | | |
| | | | | 920,000 | | | 3.35%, 07/15/2022 | | | 960,494 | |
| | | | | 1,440,000 | | | 3.75%, 07/15/2025 | | | 1,516,683 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 10,103,804 | |
| | | | | | | | | | | | |
| | | | | | | Household Products - 0.3% | |
| | | | | 5,332,352 | | | Procter & Gamble Co.
9.36%, 01/01/2021 | | | 6,035,700 | |
| | | | | | | | | | | | |
| | | | | | | Insurance - 0.4% | |
| | | | | 1,445,000 | | | Berkshire Hathaway, Inc.
2.75%, 03/15/2023 | | | 1,464,146 | |
| | | | | | | | Chubb INA Holdings, Inc. | | | | |
| | | | | 495,000 | | | 2.30%, 11/03/2020 | | | 497,822 | |
| | | | | 840,000 | | | 3.35%, 05/15/2024 | | | 869,817 | |
| | | | | 200,000 | | | Five Corners Funding Trust
4.42%, 11/15/2023(1) | | | 214,777 | |
| | | | | 550,000 | | | Liberty Mutual Group, Inc.
4.25%, 06/15/2023(1) | | | 585,137 | |
| | | | | | | | MetLife, Inc. | | | | |
| | | | | 305,000 | | | 1.90%, 12/15/2017 | | | 305,514 | |
| | | | | 2,205,000 | | | 3.60%, 04/10/2024 | | | 2,316,966 | |
| | | | | 795,000 | | | 4.88%, 11/13/2043 | | | 898,640 | |
| | | | | 2,220,000 | | | Trinity Acquisition plc
4.40%, 03/15/2026 | | | 2,318,162 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 9,470,981 | |
| | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Balanced HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| CORPORATE BONDS - 19.3% - (continued) | | | |
| | | | | | | Internet - 0.2% | | | |
| | | | | | | | Alibaba Group Holding Ltd. | | | | |
| | $ | | | | 200,000 | | | 2.50%, 11/28/2019 | | $ | 201,519 | |
| | | | | 1,045,000 | | | 3.60%, 11/28/2024 | | | 1,076,287 | |
| | | | | | | | Amazon.com, Inc. | | | | |
| | | | | 1,250,000 | | | 2.50%, 11/29/2022 | | | 1,260,006 | |
| | | | | 1,020,000 | | | 4.80%, 12/05/2034 | | | 1,174,224 | |
| | | | | 480,000 | | | 4.95%, 12/05/2044 | | | 565,674 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 4,277,710 | |
| | | | | | | | | | | | |
| | | | | | | IT Services - 0.1% | |
| | | | | | | | Apple, Inc. | |
| | | | | 80,000 | | | 2.45%, 08/04/2026 | | | 76,497 | |
| | | | | 546,000 | | | 3.25%, 02/23/2026 | | | 555,777 | |
| | | | | 1,360,000 | | | 3.45%, 05/06/2024 | | | 1,414,787 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 2,047,061 | |
| | | | | | | | | | | | |
| | | | | | | Lodging - 0.1% | |
| | | | | | | | Marriott International, Inc. | |
| | | | | 1,310,000 | | | 2.30%, 01/15/2022 | | | 1,292,760 | |
| | | | | 1,900,000 | | | 2.88%, 03/01/2021 | | | 1,928,031 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 3,220,791 | |
| | | | | | | | | | | | |
| | | | | | | Machinery - Construction & Mining - 0.1% | |
| | | | | 1,500,000 | | | Caterpillar Financial Services Corp.
3.30%, 06/09/2024 | | | 1,547,022 | |
| | | | | | | | | | | | |
| | | | | | | Media - 0.6% | |
| | | | | | | | 21st Century Fox America, Inc. | |
| | | | | 385,000 | | | 4.00%, 10/01/2023 | | | 406,615 | |
| | | | | 1,275,000 | | | 4.50%, 02/15/2021 | | | 1,366,289 | |
| | | | | 645,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital 6.48%, 10/23/2045 | | | 774,137 | |
| | | | | 2,050,000 | | | Comcast Corp.
4.40%, 08/15/2035 | | | 2,203,621 | |
| | | | | 2,320,000 | | | Cox Communications, Inc.
4.80%, 02/01/2035(1) | | | 2,268,730 | |
| | | | | | | | Grupo Televisa S.A.B. | |
| | | | | 420,000 | | | 5.00%, 05/13/2045 | | | 404,031 | |
| | | | | 700,000 | | | 6.13%, 01/31/2046 | | | 777,848 | |
| | | | | | | | Sky plc | |
| | | | | 1,265,000 | | | 2.63%, 09/16/2019(1) | | | 1,273,558 | |
| | | | | 2,386,000 | | | 3.75%, 09/16/2024(1) | | | 2,450,878 | |
| | | | | | | | Time Warner Cable LLC | |
| | | | | 395,000 | | | 6.55%, 05/01/2037 | | | 471,676 | |
| | | | | 250,000 | | | 7.30%, 07/01/2038 | | | 319,537 | |
| | | | | 480,000 | | | 8.25%, 04/01/2019 | | | 529,513 | |
| | | | | 40,000 | | | 8.75%, 02/14/2019 | | | 43,996 | |
| | | | | 130,000 | | | Time Warner Entertainment Co., L.P.
8.38%, 03/15/2023 | | | 163,574 | |
| | | | | 835,000 | | | Viacom, Inc.
3.88%, 12/15/2021 | | | 870,628 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 14,324,631 | |
| | | | | | | | | | | | |
| | | | | | | Mining - 0.1% | |
| | | | | 1,575,000 | | | Glencore Finance Canada Ltd.
4.25%, 10/25/2022(1) | | | 1,631,650 | |
| | | | | | | | | | | | |
| | | | | | | Miscellaneous Manufacturing - 0.1% | |
| | | | | 1,165,000 | | | Pentair Finance S.A.
2.90%, 09/15/2018 | | | 1,177,029 | |
| | | | | | | | | | | | |
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| CORPORATE BONDS - 19.3% - (continued) | | | |
| | | | | | | Oil & Gas - 1.4% | |
| | $ | | | | 1,665,000 | | | Anadarko Petroleum Corp.
4.85%, 03/15/2021 | | $ | 1,777,121 | |
| | | | | 1,200,000 | | | BG Energy Capital plc
4.00%, 10/15/2021(1) | | | 1,272,736 | |
| | | | | | | | BP Capital Markets plc | | | | |
| | | | | 655,000 | | | 3.25%, 05/06/2022 | | | 673,788 | |
| | | | | 140,000 | | | 3.99%, 09/26/2023 | | | 148,572 | |
| | | | | 2,850,000 | | | 4.75%, 03/10/2019 | | | 2,989,542 | |
| | | | | | | | ConocoPhillips Co. | | | | |
| | | | | 195,000 | | | 2.88%, 11/15/2021 | | | 198,130 | |
| | | | | 795,000 | | | 3.35%, 05/15/2025 | | | 807,699 | |
| | | | | 370,000 | | | 4.20%, 03/15/2021 | | | 392,291 | |
| | | | | 395,000 | | | 4.30%, 11/15/2044 | | | 403,298 | |
| | | | | 130,000 | | | 4.95%, 03/15/2026 | | | 144,783 | |
| | | | | 56,000 | | | 5.75%, 02/01/2019 | | | 59,273 | |
| | | | | 2,695,000 | | | Devon Energy Corp.
3.25%, 05/15/2022 | | | 2,678,407 | |
| | | | | 920,000 | | | Marathon Oil Corp.
2.70%, 06/01/2020 | | | 911,880 | |
| | | | | 1,231,000 | | | Noble Energy, Inc.
4.15%, 12/15/2021 | | | 1,297,086 | |
| | | | | | | | Petroleos Mexicanos | | | | |
| | | | | 40,000 | | | 5.38%, 03/13/2022(1) | | | 42,110 | |
| | | | | 2,900,000 | | | 5.50%, 01/21/2021 | | | 3,042,100 | |
| | | | | 2,425,000 | | | 6.75%, 09/21/2047 | | | 2,448,959 | |
| | | | | 3,540,000 | | | Pioneer Natural Resources Co.
7.50%, 01/15/2020 | | | 3,984,096 | |
| | | | | | | | Shell International Finance B.V. | | | | |
| | | | | 691,000 | | | 3.25%, 05/11/2025 | | | 705,868 | |
| | | | | 500,000 | | | 4.38%, 03/25/2020 | | | 532,105 | |
| | | | | 3,950,000 | | | Sinopec Group Overseas Development Ltd.
2.50%, 04/28/2020(1) | | | 3,968,599 | |
| | | | | | | | Statoil ASA | | | | |
| | | | | 340,000 | | | 2.25%, 11/08/2019 | | | 342,141 | |
| | | | | 160,000 | | | 2.45%, 01/17/2023 | | | 158,337 | |
| | | | | 495,000 | | | 2.75%, 11/10/2021 | | | 502,161 | |
| | | | | 1,850,000 | | | 2.90%, 11/08/2020 | | | 1,894,478 | |
| | | | | 210,000 | | | 3.25%, 11/10/2024 | | | 214,576 | |
| | | | | 45,000 | | | 3.70%, 03/01/2024 | | | 47,269 | |
| | | | | 1,375,000 | | | Total Capital International S.A.
2.70%, 01/25/2023 | | | 1,382,023 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 33,019,428 | |
| | | | | | | | | | | | |
| | | | | | | Oil & Gas Services - 0.1% | |
| | | | | 940,000 | | | Schlumberger Holdings Corp.
3.00%, 12/21/2020(1) | | | 957,105 | |
| | | | | 1,625,000 | | | Schlumberger Investment S.A.
3.65%, 12/01/2023 | | | 1,708,088 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 2,665,193 | |
| | | | | | | | | | | | |
| | | | | | | Pharmaceuticals - 1.3% | |
| | | | | 270,000 | | | AbbVie, Inc.
3.20%, 11/06/2022 | | | 276,928 | |
| | | | | | | | Allergan Funding SCS | | | | |
| | | | | 1,195,000 | | | 3.00%, 03/12/2020 | | | 1,220,357 | |
| | | | | 1,170,000 | | | 3.45%, 03/15/2022 | | | 1,206,056 | |
| | | | | 1,000,000 | | | 4.55%, 03/15/2035 | | | 1,067,328 | |
| | | | | 600,000 | | | 4.85%, 06/15/2044 | | | 648,874 | |
| | | | | | | | Bayer US Finance LLC | | | | |
| | | | | 260,000 | | | 2.38%, 10/08/2019(1) | | | 262,070 | |
| | | | | 1,215,000 | | | 3.00%, 10/08/2021(1) | | | 1,239,524 | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Balanced HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| CORPORATE BONDS - 19.3% - (continued) | | | |
| | | | | | | Pharmaceuticals - 1.3% - (continued) | |
| | | | | | | | Cardinal Health, Inc. | | | | |
| | $ | | | | 990,000 | | | 2.40%, 11/15/2019 | | $ | 995,645 | |
| | | | | 445,000 | | | 3.08%, 06/15/2024 | | | 446,073 | |
| | | | | 880,000 | | | 3.50%, 11/15/2024 | | | 898,989 | |
| | | | | 1,035,000 | | | 4.50%, 11/15/2044 | | | 1,048,526 | |
| | | | | | | | EMD Finance LLC | | | | |
| | | | | 2,015,000 | | | 2.95%, 03/19/2022(1) | | | 2,050,774 | |
| | | | | 3,000,000 | | | 3.25%, 03/19/2025(1) | | | 3,010,563 | |
| | | | | 1,525,000 | | | Express Scripts Holding Co.
2.25%, 06/15/2019 | | | 1,530,054 | |
| | | | | | | | Forest Laboratories LLC | | | | |
| | | | | 142,000 | | | 4.88%, 02/15/2021(1) | | | 152,779 | |
| | | | | 800,000 | | | 5.00%, 12/15/2021(1) | | | 873,443 | |
| | | | | | | | McKesson Corp. | | | | |
| | | | | 100,000 | | | 2.85%, 03/15/2023 | | | 99,928 | |
| | | | | 650,000 | | | 3.80%, 03/15/2024 | | | 676,559 | |
| | | | | | | | Merck & Co., Inc. | | | | |
| | | | | 1,960,000 | | | 2.75%, 02/10/2025 | | | 1,953,702 | |
| | | | | 1,640,000 | | | 2.80%, 05/18/2023 | | | 1,671,086 | |
| | | | | 1,925,000 | | | Mylan N.V.
3.00%, 12/15/2018 | | | 1,950,984 | |
| | | | | 755,000 | | | Teva Pharmaceutical Finance Co. B.V.
3.65%, 11/10/2021 | | | 779,636 | |
| | | | | | | | Teva Pharmaceutical Finance Netherlands B.V. | | | | |
| | | | | 5,215,000 | | | 2.80%, 07/21/2023 | | | 5,072,344 | |
| | | | | 675,000 | | | 4.10%, 10/01/2046 | | | 621,730 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 29,753,952 | |
| | | | | | | | | | | | |
| | | | | | | Pipelines - 0.7% | |
| | | | | 990,000 | | | Columbia Pipeline Group, Inc.
2.45%, 06/01/2018 | | | 994,542 | |
| | | | | | | | Energy Transfer L.P. | | | | |
| | | | | 1,165,000 | | | 3.60%, 02/01/2023 | | | 1,170,395 | |
| | | | | 800,000 | | | 5.15%, 03/15/2045 | | | 777,260 | |
| | | | | 872,000 | | | 7.60%, 02/01/2024 | | | 1,016,533 | |
| | | | | 1,500,000 | | | Kinder Morgan Energy Partners L.P.
6.95%, 01/15/2038 | | | 1,791,447 | |
| | | | | 2,425,000 | | | Phillips 66 Partners L.P.
3.61%, 02/15/2025 | | | 2,401,371 | |
| | | | | 375,000 | | | Regency Energy Partners L.P. / Regency Energy Finance Corp.
4.50%, 11/01/2023 | | | 389,108 | |
| | | | | | | | Sunoco Logistics Partners Operations L.P. | | | | |
| | | | | 610,000 | | | 3.45%, 01/15/2023 | | | 612,181 | |
| | | | | 1,724,000 | | | 4.40%, 04/01/2021 | | | 1,811,462 | |
| | | | | 1,036,000 | | | TransCanada PipeLines Ltd.
4.88%, 01/15/2026 | | | 1,158,812 | |
| | | | | 1,470,000 | | | Transcanada Trust
5.30%, 03/15/2077(4) | | | 1,511,160 | |
| | | | | 2,470,000 | | | Western Gas Partners L.P.
4.00%, 07/01/2022 | | | 2,531,972 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 16,166,243 | |
| | | | | | | | | | | | |
| | | | | | | Real Estate - 0.1% | |
| | | | | | | | WEA Finance LLC / Westfield UK & Europe Finance plc | | | | |
| | | | | 480,000 | | | 1.75%, 09/15/2017(1) | | | 479,998 | |
| | | | | 730,000 | | | 2.70%, 09/17/2019(1) | | | 736,033 | |
| | | | | 1,400,000 | | | 3.25%, 10/05/2020(1) | | | 1,424,729 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 2,640,760 | |
| | | | | | | | | | | | |
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| CORPORATE BONDS - 19.3% - (continued) | | | |
| | | | | | | Real Estate Investment Trusts - 0.4% | |
| | | | | | | | American Tower Corp. | | | | |
| | $ | | | | 975,000 | | | 3.45%, 09/15/2021 | | $ | 1,005,461 | |
| | | | | 1,110,000 | | | 5.00%, 02/15/2024 | | | 1,226,473 | |
| | | | | 760,000 | | | AvalonBay Communities, Inc.
3.63%, 10/01/2020 | | | 787,735 | |
| | | | | 940,000 | | | Crown Castle International Corp.
3.70%, 06/15/2026 | | | 948,049 | |
| | | | | 2,960,000 | | | HCP, Inc.
4.00%, 06/01/2025 | | | 3,032,073 | |
| | | | | 1,735,000 | | | Scentre Group Trust
2.38%, 11/05/2019(1) | | | 1,738,902 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 8,738,693 | |
| | | | | | | | | | | | |
| | | | | | | Retail - 0.5% | |
| | | | | | | | AutoZone, Inc. | | | | |
| | | | | 900,000 | | | 3.13%, 07/15/2023 | | | 904,447 | |
| | | | | 1,908,000 | | | 3.70%, 04/15/2022 | | | 1,978,701 | |
| | | | | 920,000 | | | 3.75%, 06/01/2027 | | | 920,259 | |
| | | | | | | | CVS Health Corp. | | | | |
| | | | | 2,100,000 | | | 4.00%, 12/05/2023 | | | 2,218,253 | |
| | | | | 685,000 | | | 4.88%, 07/20/2035 | | | 760,843 | |
| | | | | 1,185,000 | | | 5.13%, 07/20/2045 | | | 1,358,478 | |
| | | | | 325,000 | | | Home Depot, Inc.
4.40%, 03/15/2045 | | | 355,946 | |
| | | | | 850,000 | | | Lowe’s Cos., Inc.
4.63%, 04/15/2020 | | | 901,821 | |
| | | | | 1,435,000 | | | O’Reilly Automotive, Inc.
3.80%, 09/01/2022 | | | 1,508,696 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 10,907,444 | |
| | | | | | | | | | | | |
| | | | | | | Savings & Loans - 0.1% | |
| | | | | 1,610,000 | | | Nationwide Building Society
2.35%, 01/21/2020(1) | | | 1,615,976 | |
| | | | | | | | | | | | |
| | | | | | | Semiconductors - 0.1% | | | |
| | | | | 1,560,000 | | | Broadcom Corp. / Broadcom Cayman Finance Ltd.
3.63%, 01/15/2024(1) | | | 1,595,877 | |
| | | | | 1,220,000 | | | QUALCOMM, Inc.
2.10%, 05/20/2020 | | | 1,225,577 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 2,821,454 | |
| | | | | | | | | | | | |
| | | | | | | Software - 0.1% | |
| | | | | | | | Microsoft Corp. | | | | |
| | | | | 1,605,000 | | | 2.40%, 08/08/2026 | | | 1,544,615 | |
| | | | | 1,230,000 | | | 3.70%, 08/08/2046 | | | 1,217,132 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 2,761,747 | |
| | | | | | | | | | | | |
| | | | | | | Telecommunications - 0.8% | |
| | | | | | | | America Movil S.A.B. de C.V. | | | | |
| | | | | 635,000 | | | 3.13%, 07/16/2022 | | | 647,198 | |
| | | | | 390,000 | | | 6.13%, 03/30/2040 | | | 473,197 | |
| | | | | | | | AT&T, Inc. | | | | |
| | | | | 355,000 | | | 3.95%, 01/15/2025 | | | 361,809 | |
| | | | | 2,185,000 | | | 4.45%, 04/01/2024 | | | 2,300,145 | |
| | | | | 990,000 | | | 4.50%, 03/09/2048 | | | 926,317 | |
| | | | | 715,000 | | | GTP Acquisition Partners I LLC
2.35%, 06/15/2020(1) | | | 706,928 | |
| | | | | | | | Orange S.A. | | | | |
| | | | | 2,200,000 | | | 4.13%, 09/14/2021 | | | 2,338,961 | |
| | | | | 576,000 | | | 9.00%, 03/01/2031 | | | 871,236 | |
| | | | | | | | Verizon Communications, Inc. | | | | |
| | | | | 2,300,000 | | | 2.95%, 03/15/2022(1) | | | 2,315,980 | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Balanced HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| CORPORATE BONDS - 19.3% - (continued) | | | |
| | | | | | | Telecommunications - 0.8% - (continued) | |
| | $ | | | | 4,795,000 | | | 4.50%, 09/15/2020 | | $ | 5,122,220 | |
| | | | | 1,911,000 | | | 4.52%, 09/15/2048 | | | 1,807,982 | |
| | | | | 715,000 | | | 4.75%, 11/01/2041 | | | 711,162 | |
| | | | | 283,000 | | | 4.81%, 03/15/2039(1) | | | 286,062 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 18,869,197 | |
| | | | | | | | | | | | |
| | | | | | | Transportation - 0.2% | |
| | | | | | | | FedEx Corp. | | | | |
| | | | | 845,000 | | | 4.90%, 01/15/2034 | | | 940,564 | |
| | | | | 1,435,000 | | | 5.10%, 01/15/2044 | | | 1,610,424 | |
| | | | | | | | Penske Truck Leasing Co. L.P. / PTL Finance Corp. | | | | |
| | | | | 1,685,000 | | | 3.20%, 07/15/2020(1) | | | 1,728,077 | |
| | | | | 1,100,000 | | | 3.38%, 02/01/2022(1) | | | 1,126,822 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 5,405,887 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | Total Corporate Bonds
(cost $431,367,110) | | $ | 446,660,364 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | | |
| FOREIGN GOVERNMENT OBLIGATIONS - 0.4% | |
| | | | | | | Mexico - 0.2% | |
| | | | | | | | Mexico Government International Bond | | | | |
| | $ | | | | 1,674,000 | | | 3.50%, 01/21/2021 | | $ | 1,741,797 | |
| | | | | 1,566,000 | | | 4.15%, 03/28/2027 | | | 1,621,593 | |
| | | | | 150,000 | | | 4.75%, 03/08/2044 | | | 150,150 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 3,513,540 | |
| | | | | | | | | | | | |
| | | | | | | Qatar - 0.1% | |
| | | | | 2,075,000 | | | Qatar Government International Bond
2.38%, 06/02/2021(1) | | | 2,023,922 | |
| | | | | | | | | | | | |
| | | | | | | Saudi Arabia - 0.0% | |
| | | | | 935,000 | | | Saudi Government International Bond
2.38%, 10/26/2021(1) | | | 920,040 | |
| | | | | | | | | | | | |
| | | | | | | South Korea - 0.1% | |
| | | | | 2,300,000 | | | Export-Import Bank of Korea
1.75%, 05/26/2019 | | | 2,284,291 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | Total Foreign Government Obligations
(cost $8,610,985) | | $ | 8,741,793 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | | |
| MUNICIPAL BONDS - 1.6% | |
| | | | | | | General - 0.4% | |
| | $ | | | | 1,985,000 | | | Chicago, IL, Transit Auth
6.90%, 12/01/2040 | | $ | 2,524,960 | |
| | | | | 1,345,000 | | | Kansas, Development FA
4.93%, 04/15/2045 | | | 1,471,954 | |
| | | | | 2,400,000 | | | New Jersey State, Economic DA
3.80%, 06/15/2018 | | | 2,420,352 | |
| | | | | 410,000 | | | New York City, Transitional FA Building Aid Rev
6.83%, 07/15/2040 | | | 544,398 | |
| | | | | 3,530,000 | | | New York State Urban Development Corp.
2.10%, 03/15/2022 | | | 3,522,834 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 10,484,498 | |
| | | | | | | | | | | | |
| | | | | | | General Obligation - 0.6% | |
| | | | | | | | California State, GO Taxable | | | | |
| | | | | 1,100,000 | | | 7.35%, 11/01/2039 | | | 1,616,175 | |
| | | | | 1,235,000 | | | 7.55%, 04/01/2039 | | | 1,885,499 | |
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| MUNICIPAL BONDS - 1.6% - (continued) | |
| | | | | | | General Obligation - 0.6% - (continued) | |
| | $ | | | | 685,000 | | | Chicago, IL, Metropolitan Water Reclamation GO
5.72%, 12/01/2038 | | $ | 837,173 | |
| | | | | | | | Illinois State, GO | | | | |
| | | | | 4,640,000 | | | 5.10%, 06/01/2033 | | | 4,343,597 | |
| | | | | 75,000 | | | 5.16%, 02/01/2018 | | | 75,776 | |
| | | | | 590,000 | | | 5.20%, 03/01/2018 | | | 600,166 | |
| | | | | 2,320,000 | | | 5.67%, 03/01/2018 | | | 2,357,932 | |
| | | | | 1,785,000 | | | Los Angeles, CA, Unified School District GO
5.75%, 07/01/2034 | | | 2,254,562 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 13,970,880 | |
| | | | | | | | | | | | |
| | | | | | | Higher Education - 0.1% | |
| | | | | 1,460,000 | | | University of California, Build America Bonds Rev
5.77%, 05/15/2043 | | | 1,870,202 | |
| | | | | | | | | | | | |
| | | | | | | Medical - 0.1% | |
| | | | | 1,935,000 | | | University of California, Regents MedCenter Pooled Rev
6.58%, 05/15/2049 | | | 2,629,065 | |
| | | | | | | | | | | | |
| | | | | | | Power - 0.0% | |
| | | | | 485,000 | | | New York, Utility Debt Securitization Auth
3.44%, 12/15/2025 | | | 502,950 | |
| | | | | | | | | | | | |
| | | | | | | Transportation - 0.3% | |
| | | | | 1,875,000 | | | Illinois State Toll Highway Auth, Taxable Rev 6.18%, 01/01/2034 | | | 2,396,119 | |
| | | | | | | | New York and New Jersey PA, Taxable Rev | | | | |
| | | | | 685,000 | | | 4.81%, 10/15/2065 | | | 793,819 | |
| | | | | 570,000 | | | 6.04%, 12/01/2029 | | | 729,036 | |
| | | | | 1,400,000 | | | North Texas Tollway Auth Rev
6.72%, 01/01/2049 | | | 2,041,998 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 5,960,972 | |
| | | | | | | | | | | | |
| | | | | | | Utility - Electric - 0.1% | |
| | | | | 1,265,000 | | | Municipal Electric Auth, GA
6.64%, 04/01/2057 | | | 1,550,991 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | Total Municipal Bonds
(cost $33,137,649) | | $ | 36,969,558 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | | |
| U.S. GOVERNMENT AGENCIES - 0.4% | |
| | | | | | | FHLMC - 0.0% | |
| | $ | | | | 43,054 | | | 2.96%, 04/01/2029(4) | | $ | 44,448 | |
| | | | | 36,752 | | | 4.00%, 03/01/2041 | | | 38,809 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 83,257 | |
| | | | | | | | | | | | |
| | | | | | | FNMA - 0.2% | |
| | | | | 90,935 | | | 4.50%, 11/01/2023 | | | 97,533 | |
| | | | | 137,905 | | | 4.50%, 03/01/2038 | | | 148,218 | |
| | | | | 92,509 | | | 4.50%, 11/01/2039 | | | 99,640 | |
| | | | | 58,200 | | | 4.50%, 04/01/2040 | | | 63,187 | |
| | | | | 143,571 | | | 4.50%, 08/01/2040 | | | 155,289 | |
| | | | | 54,429 | | | 4.50%, 02/01/2041 | | | 58,874 | |
| | | | | 661,161 | | | 4.50%, 04/01/2041 | | | 715,128 | |
| | | | | 440,641 | | | 4.50%, 06/01/2041 | | | 476,681 | |
| | | | | 633,399 | | | 4.50%, 07/01/2041 | | | 683,863 | |
| | | | | 251,724 | | | 4.50%, 09/01/2041 | | | 271,891 | |
| | | | | 96,278 | | | 4.50%, 07/01/2044 | | | 103,399 | |
| | | | | 950,000 | | | 4.50%, 07/01/2047(5)(8) | | | 1,019,060 | |
| | | | | 900,000 | | | 4.50%, 08/01/2047(5)(8) | | | 964,213 | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Balanced HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| U.S. GOVERNMENT AGENCIES - 0.4% - (continued) | |
| | | | | | | FNMA - 0.2% - (continued) | |
| | $ | | | | 2,029 | | | 5.00%, 02/01/2019 | | $ | 2,078 | |
| | | | | 24,154 | | | 5.00%, 04/01/2019 | | | 24,735 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 4,883,789 | |
| | | | | | | | | | | | |
| | | | | | | GNMA - 0.2% | |
| | | | | 117,934 | | | 5.00%, 07/15/2037 | | | 129,593 | |
| | | | | 17,345 | | | 6.00%, 06/15/2024 | | | 19,553 | |
| | | | | 6,115 | | | 6.00%, 07/15/2026 | | | 6,894 | |
| | | | | 8,997 | | | 6.00%, 01/15/2028 | | | 10,142 | |
| | | | | 2,500 | | | 6.00%, 03/15/2028 | | | 2,863 | |
| | | | | 62,441 | | | 6.00%, 04/15/2028 | | | 70,445 | |
| | | | | 99,704 | | | 6.00%, 05/15/2028 | | | 112,398 | |
| | | | | 21,611 | | | 6.00%, 06/15/2028 | | | 24,362 | |
| | | | | 55,868 | | | 6.00%, 07/15/2028 | | | 62,981 | |
| | | | | 19,601 | | | 6.00%, 08/15/2028 | | | 22,097 | |
| | | | | 76,597 | | | 6.00%, 09/15/2028 | | | 86,350 | |
| | | | | 126,770 | | | 6.00%, 10/15/2028 | | | 142,147 | |
| | | | | 206,646 | | | 6.00%, 11/15/2028 | | | 232,993 | |
| | | | | 137,408 | | | 6.00%, 12/15/2028 | | | 154,906 | |
| | | | | 4,074 | | | 6.00%, 12/15/2031 | | | 4,693 | |
| | | | | 31,647 | | | 6.00%, 09/15/2032 | | | 37,318 | |
| | | | | 10,704 | | | 6.00%, 11/15/2032 | | | 12,512 | |
| | | | | 19,927 | | | 6.00%, 01/15/2033 | | | 22,464 | |
| | | | | 2,092 | | | 6.00%, 04/15/2033 | | | 2,358 | |
| | | | | 111,146 | | | 6.00%, 06/15/2033 | | | 127,045 | |
| | | | | 43,397 | | | 6.00%, 10/15/2033 | | | 49,435 | |
| | | | | 5,532 | | | 6.00%, 11/15/2033 | | | 6,278 | |
| | | | | 95,754 | | | 6.00%, 10/15/2034 | | | 108,625 | |
| | | | | 61,223 | | | 6.00%, 01/15/2035 | | | 69,018 | |
| | | | | 7,816 | | | 6.00%, 05/15/2035 | | | 8,811 | |
| | | | | 15,474 | | | 6.00%, 06/15/2035 | | | 17,444 | |
| | | | | 1,070 | | | 6.50%, 03/15/2026 | | | 1,169 | |
| | | | | 5,256 | | | 6.50%, 01/15/2028 | | | 5,743 | |
| | | | | 81,131 | | | 6.50%, 03/15/2028 | | | 88,657 | |
| | | | | 146,566 | | | 6.50%, 04/15/2028 | | | 160,162 | |
| | | | | 39,894 | | | 6.50%, 05/15/2028 | | | 43,595 | |
| | | | | 206,923 | | | 6.50%, 06/15/2028 | | | 226,119 | |
| | | | | 10,501 | | | 6.50%, 10/15/2028 | | | 11,475 | |
| | | | | 3,858 | | | 6.50%, 02/15/2035 | | | 4,470 | |
| | | | | 24,898 | | | 7.00%, 11/15/2031 | | | 28,437 | |
| | | | | 12,057 | | | 7.00%, 03/15/2032 | | | 13,803 | |
| | | | | 1,433,338 | | | 7.00%, 11/15/2032 | | | 1,714,778 | |
| | | | | 202,685 | | | 7.00%, 01/15/2033 | | | 238,854 | |
| | | | | 219,172 | | | 7.00%, 05/15/2033 | | | 257,753 | |
| | | | | 41,626 | | | 7.00%, 07/15/2033 | | | 48,449 | |
| | | | | 263,125 | | | 7.00%, 11/15/2033 | | | 309,657 | |
| | | | | 105,534 | | | 7.50%, 09/16/2035 | | | 123,051 | |
| | | | | 197 | | | 8.00%, 09/15/2026 | | | 217 | |
| | | | | 131 | | | 8.00%, 11/15/2026 | | | 145 | |
| | | | | 11,876 | | | 8.00%, 12/15/2026 | | | 13,862 | |
| | | | | 158 | | | 8.00%, 09/15/2027 | | | 165 | |
| | | | | 7,903 | | | 8.00%, 07/15/2029 | | | 9,405 | |
| | | | | 3,566 | | | 8.00%, 11/15/2029 | | | 3,578 | |
| | | | | 19,014 | | | 8.00%, 12/15/2029 | | | 20,011 | |
| | | | | 4,415 | | | 8.00%, 01/15/2030 | | | 4,554 | |
| | | | | 6,462 | | | 8.00%, 02/15/2030 | | | 6,660 | |
| | | | | 1,113 | | | 8.00%, 03/15/2030 | | | 1,132 | |
| | | | | 57,185 | | | 8.00%, 04/15/2030 | | | 58,002 | |
| | | | | 10,873 | | | 8.00%, 05/15/2030 | | | 11,222 | |
| | | | | 47,373 | | | 8.00%, 06/15/2030 | | | 50,247 | |
| | | | | 3,715 | | | 8.00%, 07/15/2030 | | | 4,083 | |
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| U.S. GOVERNMENT AGENCIES - 0.4% - (continued) | |
| | | | | | | GNMA - 0.2% - (continued) | |
| | $ | | | | 74,643 | | | 8.00%, 08/15/2030 | | $ | 76,896 | |
| | | | | 16,774 | | | 8.00%, 09/15/2030 | | | 17,291 | |
| | | | | 9,475 | | | 8.00%, 11/15/2030 | | | 9,720 | |
| | | | | 170,560 | | | 8.00%, 12/15/2030 | | | 190,972 | |
| | | | | 268 | | | 8.00%, 02/15/2031 | | | 282 | |
| | | | | 6,890 | | | 9.00%, 06/15/2022 | | | 6,986 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 5,305,327 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | Total U.S. Government Agencies
(cost $9,661,295) | | $ | 10,272,373 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | | |
| U.S. GOVERNMENT SECURITIES - 8.7% | |
| | | | | | | U.S. Treasury Securities - 8.7% | |
| | | | | | | U.S. Treasury Bonds - 3.5% | |
| | $ | | | | 19,450,000 | | | 2.50%, 02/15/2045(9) | | $ | 18,151,557 | |
| | | | | 4,495,000 | | | 2.50%, 05/15/2046 | | | 4,181,932 | |
| | | | | 10,450,800 | | | 2.88%, 05/15/2043 | | | 10,552,047 | |
| | | | | 3,050,000 | | | 3.00%, 02/15/2047 | | | 3,146,264 | |
| | | | | 1,900,000 | | | 3.00%, 05/15/2047 | | | 1,960,859 | |
| | | | | 8,995,000 | | | 3.13%, 08/15/2044 | | | 9,503,424 | |
| | | | | 4,630,000 | | | 3.38%, 05/15/2044 | | | 5,114,886 | |
| | | | | 21,300,000 | | | 4.38%, 02/15/2038 | | | 27,138,373 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 79,749,342 | |
| | | | | | | | | | | | |
| | | | | | | U.S. Treasury Notes - 5.2% | |
| | | | | 34,773,100 | | | 0.38%, 01/15/2027(10) | | | 34,152,018 | |
| | | | | 5,815,000 | | | 1.25%, 03/31/2021 | | | 5,718,692 | |
| | | | | 550,000 | | | 1.38%, 09/30/2020 | | | 545,918 | |
| | | | | 5,570,000 | | | 1.38%, 01/31/2021 | | | 5,511,688 | |
| | | | | 1,600,000 | | | 1.50%, 05/15/2020 | | | 1,598,187 | |
| | | | | 41,870,000 | | | 1.50%, 03/31/2023 | | | 40,721,841 | |
| | | | | 12,760,000 | | | 1.63%, 07/31/2019 | | | 12,818,313 | |
| | | | | 11,185,000 | | | 1.75%, 09/30/2019 | | | 11,265,398 | |
| | | | | 2,000,000 | | | 1.88%, 04/30/2022 | | | 1,999,610 | |
| | | | | 630,000 | | | 2.38%, 05/15/2027 | | | 633,986 | |
| | | | | 5,150,000 | | | 2.75%, 11/15/2023 | | | 5,360,831 | |
| | | | | | | | | | | | |
| | | | | | | | 120,326,482 | |
| | | | | | | | | | | | |
| | | | | | | | 200,075,824 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | Total U.S. Government Securities
(cost $194,185,526) | | $ | 200,075,824 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | Total Long-Term Investments
(cost $1,861,273,544) | | $ | 2,304,432,712 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | | |
| SHORT-TERM INVESTMENTS - 0.4% | | | |
| | | | | | | Other Investment Pools & Funds - 0.4% | |
| | | | | 9,263,197 | | | Morgan Stanley Institutional Liquidity Funds, Institutional Class | | $ | 9,263,197 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | Total Short-Term Investments
(cost $9,263,197) | | $ | 9,263,197 | |
| | | | | | | | | | | | |
| | | | | | | | | | | | | | | | |
| | | | |
| | | | | | | | Total Investments
(cost $1,870,536,741)^ | | | 100.0 | % | | $ | 2,313,695,909 | |
| | | | | | | | Other Assets and Liabilities | | | 0.0 | % | | | 798,021 | |
| | | | | | | | | | | | | | | | |
| | | | | | | | Total Net Assets | | | 100.0 | % | | $ | 2,314,493,930 | |
| | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Balanced HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
| | Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. |
| | 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. |
| | Other than the industry classifications “Other Investment Pools & Funds,” 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 shown in this report as these classifications are used for financial reporting purposes. |
| ^ | Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of: |
| | | | |
Unrealized Appreciation | | $ | 481,633,688 | |
Unrealized Depreciation | | | (38,474,520 | ) |
| | | | |
Net Unrealized Appreciation | | $ | 443,159,168 | |
| | | | |
| (1) | Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At June 30, 2017, the aggregate value of these securities was $158,542,737, which represented 6.8% of total net assets. |
| (2) | The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time. |
| | | | | | | | | | | | |
Period
Acquired | | | Shares/Par | | | Security | | Cost | |
| | 08/2011 | | | | 11,702,200 | | | Allstar Co. | | $ | 5,090,681 | |
| | 11/2013 | | | | 67,006 | | | Tory Burch LLC | | | 5,251,707 | |
| | | | | | | | | | | | |
| | | | | | | | | | $ | 10,342,388 | |
| | | | | | | | | | | | |
| | At June 30, 2017, the aggregate value of these securities was $4,838,715, which represented 0.2% of total net assets. |
| (3) | These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At June 30, 2017, the aggregate fair value of these securities was $4,838,715, which represented 0.2% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors. |
| (4) | Variable rate securities; the rate reported is the coupon rate in effect at June 30, 2017. |
| (5) | This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $5,469,578 at June 30, 2017. |
| (6) | Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate. |
| (7) | Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first. |
| (8) | Represents or includes a TBA transaction. |
| (9) | This security, or a portion of this security, has been pledged as collateral in connection with futures contracts. |
| (10) | The principal amount for this security is adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount. |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Balanced HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | | | | | | | | | | | | | |
| Futures Contracts Outstanding at June 30, 2017 | |
Description | | Number of
Contracts | | | Expiration
Date | | | Notional
Amount | | | Market
Value† | | | Unrealized
Appreciation/
(Depreciation) | |
Long position contracts: | |
U.S. Ultra Bond Future | | | 2 | | | | 09/20/2017 | | | $ | 329,378 | | | $ | 331,750 | | | $ | 2,372 | |
| | | | | | | | | | | | | | | | | | | | |
Short position contracts: | |
U.S. Treasury 10-Year Note Future | | | 219 | | | | 09/20/2017 | | | $ | 27,618,940 | | | $ | 27,491,344 | | | $ | 127,596 | |
| | | | | | | | | | | | | | | | | | | | |
Total futures contracts | | | $ | 129,968 | |
| | | | | | | | | | | | | | | | | | | | |
| † | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
| | |
| GLOSSARY: (abbreviations used in preceding Schedule of Investments) |
|
| Other Abbreviations: |
ADR | | American Depositary Receipt |
CLO | | Collateralized Loan Obligation |
CMO | | Collateralized Mortgage Obligation |
FHLMC | | Federal Home Loan Mortgage Corp. |
FNMA | | Federal National Mortgage Association |
GNMA | | Government National Mortgage Association |
REIT | | Real Estate Investment Trust |
TBA | | To Be Announced |
| | |
| Municipal Abbreviations: |
DA | | Development Authority |
FA | | Finance Authority |
GO | | General Obligation |
PA | | Port Authority |
Rev | | Revenue |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Balanced HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2017 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
| | | Total | | | Level 1(1) | | | Level 2(1) | | | Level 3(1) | |
Assets | |
Common Stocks | |
Banks | | $ | 172,882,023 | | | $ | 172,882,023 | | | $ | — | | | $ | — | |
Capital Goods | | | 117,600,683 | | | | 117,600,683 | | | | — | | | | — | |
Commercial & Professional Services | | | 14,793,636 | | | | 14,793,636 | | | | — | | | | — | |
Consumer Durables & Apparel | | | 33,518,695 | | | | 33,518,695 | | | | — | | | | — | |
Consumer Services | | | 34,465,293 | | | | 34,465,293 | | | | — | | | | — | |
Diversified Financials | | | 51,242,118 | | | | 51,242,118 | | | | — | | | | — | |
Energy | | | 90,865,142 | | | | 90,865,142 | | | | — | | | | — | |
Food, Beverage & Tobacco | | | 82,358,074 | | | | 55,908,484 | | | | 26,449,590 | | | | — | |
Health Care Equipment & Services | | | 56,860,982 | | | | 56,860,982 | | | | — | | | | — | |
Household & Personal Products | | | 16,607,530 | | | | 16,607,530 | | | | — | | | | — | |
Insurance | | | 60,582,108 | | | | 60,582,108 | | | | — | | | | — | |
Materials | | | 46,113,904 | | | | 46,113,904 | | | | — | | | | — | |
Media | | | 42,811,778 | | | | 42,811,778 | | | | — | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 178,487,792 | | | | 139,683,717 | | | | 38,804,075 | | | | — | |
Real Estate | | | 17,902,896 | | | | 17,902,896 | | | | — | | | | — | |
Retailing | | | 56,564,432 | | | | 51,725,717 | | | | — | | | | 4,838,715 | |
Semiconductors & Semiconductor Equipment | | | 88,605,649 | | | | 88,605,649 | | | | — | | | | — | |
Software & Services | | | 179,032,000 | | | | 179,032,000 | | | | — | | | | — | |
Technology Hardware & Equipment | | | 104,542,820 | | | | 104,542,820 | | | | — | | | | — | |
Transportation | | | 21,945,365 | | | | 21,945,365 | | | | — | | | | — | |
Utilities | | | 37,490,380 | | | | 37,490,380 | | | | — | | | | — | |
Asset & Commercial Mortgage Backed Securities | | | 96,439,500 | | | | — | | | �� | 96,439,500 | | | | — | |
Corporate Bonds | | | 446,660,364 | | | | — | | | | 446,660,364 | | | | — | |
Foreign Government Obligations | | | 8,741,793 | | | | — | | | | 8,741,793 | | | | — | |
Municipal Bonds | | | 36,969,558 | | | | — | | | | 36,969,558 | | | | — | |
U.S. Government Agencies | | | 10,272,373 | | | | — | | | | 10,272,373 | | | | — | |
U.S. Government Securities | | | 200,075,824 | | | | — | | | | 200,075,824 | | | | — | |
Short-Term Investments | | | 9,263,197 | | | | 9,263,197 | | | | — | | | | — | |
Futures Contracts(2) | | | 129,968 | | | | 129,968 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 2,313,825,877 | | | $ | 1,444,574,085 | | | $ | 864,413,077 | | | $ | 4,838,715 | |
| | | | | | | | | | | | | | | | |
| (1) | For the six-month period ended June 30, 2017, there were no transfers between any levels. |
| (2) | Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments. |
Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the six-month period ended June 30, 2017 is not presented.
The accompanying notes are an integral part of these financial statements.
|
| Hartford Capital Appreciation HLS Fund |
Schedule of Investments
June 30, 2017 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| COMMON STOCKS - 96.7% | |
| | | | Automobiles & Components - 2.4% | |
| | 351,440 | | | Delphi Automotive plc | | $ | 30,803,716 | |
| | 279,549 | | | General Motors Co. | | | 9,764,646 | |
| | 1,097,024 | | | Goodyear Tire & Rubber Co. | | | 38,351,959 | |
| | 259,160 | | | Magna International, Inc. | | | 12,004,736 | |
| | 708,400 | | | Tata Motors Ltd. ADR | | | 23,384,284 | |
| | 25,774 | | | Tesla, Inc.* | | | 9,320,136 | |
| | | | | | | | |
| | | | | | | 123,629,477 | |
| | | | | | | | |
| | | | Banks - 8.7% | |
| | 7,846,148 | | | Banco Santander S.A. | | | 52,097,429 | |
| | 1,714,300 | | | Bank of America Corp. | | | 41,588,918 | |
| | 142,377 | | | BB&T Corp. | | | 6,465,340 | |
| | 1,564,236 | | | Citigroup, Inc. | | | 104,616,104 | |
| | 4,300,560 | | | ICICI Bank Ltd. ADR | | | 38,576,023 | |
| | 2,258,596 | | | Itau Unibanco Holding S.A. ADR | | | 24,957,486 | |
| | 506,871 | | | JP Morgan Chase & Co. | | | 46,328,009 | |
| | 56,767 | | | M&T Bank Corp. | | | 9,193,416 | |
| | 609,488 | | | PNC Financial Services Group, Inc. | | | 76,106,766 | |
| | 690,672 | | | UniCredit S.p.A.* | | | 12,937,138 | |
| | 683,283 | | | Wells Fargo & Co. | | | 37,860,711 | |
| | | | | | | | |
| | | | | | | 450,727,340 | |
| | | | | | | | |
| | | | Capital Goods - 3.0% | |
| | 609,155 | | | AerCap Holdings N.V.* | | | 28,283,067 | |
| | 135,705 | | | Airbus SE | | | 11,199,120 | |
| | 212,038 | | | Cie de Saint-Gobain | | | 11,323,894 | |
| | 121,815 | | | Eaton Corp. plc | | | 9,480,861 | |
| | 41,911 | | | General Dynamics Corp. | | | 8,302,569 | |
| | 350,600 | | | Harry’s, Inc.*(1)(2)(3) | | | 4,982,026 | |
| | 61,999 | | | Honeywell International, Inc. | | | 8,263,847 | |
| | 2,006,000 | | | Kawasaki Heavy Industries Ltd. | | | 5,971,102 | |
| | 78,076 | | | Lockheed Martin Corp. | | | 21,674,678 | |
| | 119,677 | | | Middleby Corp.* | | | 14,541,952 | |
| | 47,721 | | | Rockwell Automation, Inc. | | | 7,728,893 | |
| | 786,530 | | | Sanwa Holdings Corp. | | | 8,306,474 | |
| | 133,478 | | | United Technologies Corp. | | | 16,298,999 | |
| | | | | | | | |
| | | | | | | 156,357,482 | |
| | | | | | | | |
| | | | Commercial & Professional Services - 1.8% | |
| | 225,693 | | | Clean Harbors, Inc.* | | | 12,600,440 | |
| | 110,891 | | | Equifax, Inc. | | | 15,238,641 | |
| | 304,800 | | | Herman Miller, Inc. | | | 9,265,920 | |
| | 425,702 | | | IHS Markit Ltd.* | | | 18,747,916 | |
| | 852,700 | | | Steelcase, Inc. Class A | | | 11,937,800 | |
| | 577,434 | | | TransUnion* | | | 25,008,667 | |
| | | | | | | | |
| | | | | | | 92,799,384 | |
| | | | | | | | |
| | | | Consumer Durables & Apparel - 2.1% | |
| | 39,057,860 | | | Global Brands Group Holding Ltd.* | | | 4,096,672 | |
| | 940,060 | | | NIKE, Inc. Class B | | | 55,463,540 | |
| | 929,400 | | | Sony Corp. | | | 35,450,794 | |
| | 258,300 | | | VF Corp. | | | 14,878,080 | |
| | | | | | | | |
| | | | | | | 109,889,086 | |
| | | | | | | | |
| | | | Consumer Services - 2.0% | |
| | 323,932 | | | Hilton Worldwide Holdings, Inc. | | | 20,035,194 | |
| | 229,874 | | | Las Vegas Sands Corp. | | | 14,686,650 | |
| | 74,071 | | | Marriott Vacations Worldwide Corp. | | | 8,721,860 | |
| | 173,404 | | | McDonald’s Corp. | | | 26,558,557 | |
| | 513,808 | | | Melco Resorts & Entertainment Ltd. ADR | | | 11,534,990 | |
| | 100,642 | | | New Oriental Education & Technology Group, Inc. ADR* | | | 7,094,254 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| COMMON STOCKS - 96.7% - (continued) | |
| | | | Consumer Services - 2.0% - (continued) | |
| | 109,183 | | | Wynn Resorts Ltd. | | $ | 14,643,624 | |
| | | | | | | | |
| | | | | | | 103,275,129 | |
| | | | | | | | |
| | | | Diversified Financials - 4.1% | |
| | 450,610 | | | American Express Co. | | | 37,959,386 | |
| | 70,324 | | | BlackRock, Inc. | | | 29,705,561 | |
| | 992,669 | | | Blackstone Group L.P. | | | 33,105,511 | |
| | 104,844 | | | Capital One Financial Corp. | | | 8,662,211 | |
| | 871,876 | | | Deutsche Bank AG | | | 15,501,767 | |
| | 88,200 | | | Goldman Sachs Group, Inc. | | | 19,571,580 | |
| | 201,564 | | | Intercontinental Exchange, Inc. | | | 13,287,099 | |
| | 65,908 | | | Raymond James Financial, Inc. | | | 5,287,140 | |
| | 750,000 | | | Saban Capital Acquisition Corp. UNIT* | | | 8,058,750 | |
| | 184,285 | | | Synchrony Financial | | | 5,495,379 | |
| | 778,510 | | | TD Ameritrade Holding Corp. | | | 33,468,145 | |
| | | | | | | | |
| | | | | | | 210,102,529 | |
| | | | | | | | |
| | | | Energy - 2.6% | |
| | 271,921 | | | Anadarko Petroleum Corp. | | | 12,328,898 | |
| | 126,876 | | | Baker Hughes, Inc. | | | 6,916,011 | |
| | 501,750 | | | Cabot Oil & Gas Corp. | | | 12,583,890 | |
| | 262,409 | | | Canadian Natural Resources Ltd. | | | 7,567,876 | |
| | 69,693 | | | Diamondback Energy, Inc.* | | | 6,189,435 | |
| | 339,044 | | | Halliburton Co. | | | 14,480,569 | |
| | 87,719 | | | Helmerich & Payne, Inc. | | | 4,766,651 | |
| | 120,694 | | | Hess Corp. | | | 5,294,846 | |
| | 384,786 | | | HollyFrontier Corp. | | | 10,570,071 | |
| | 839,724 | | | Kinder Morgan, Inc. | | | 16,089,112 | |
| | 411,536 | | | Marathon Oil Corp. | | | 4,876,702 | |
| | 145,327 | | | Newfield Exploration Co.* | | | 4,136,006 | |
| | 93,154 | | | Pioneer Natural Resources Co. | | | 14,865,515 | |
| | 674,300 | | | YPF S.A. ADR | | | 14,767,170 | |
| | | | | | | | |
| | | | | | | 135,432,752 | |
| | | | | | | | |
| | | | Food & Staples Retailing - 1.7% | |
| | 227,365 | | | Costco Wholesale Corp. | | | 36,362,484 | |
| | 334,800 | | | Kroger Co. | | | 7,807,536 | |
| | 291,145 | | | Seven & I Holdings Co., Ltd. | | | 12,013,935 | |
| | 211,302 | | | Wal-Mart Stores, Inc. | | | 15,991,335 | |
| | 219,600 | | | Walgreens Boots Alliance, Inc. | | | 17,196,876 | |
| | | | | | | | |
| | | | | | | 89,372,166 | |
| | | | | | | | |
| | | | Food, Beverage & Tobacco - 2.3% | |
| | 282,568 | | | British American Tobacco plc | | | 19,254,997 | |
| | 564,685 | | | Coca-Cola Co. | | | 25,326,122 | |
| | 85,680 | | | Dr Pepper Snapple Group, Inc. | | | 7,806,305 | |
| | 195,899 | | | General Mills, Inc. | | | 10,852,805 | |
| | 323,663 | | | Hostess Brands, Inc.* | | | 5,210,974 | |
| | 58,264 | | | JM Smucker Co. | | | 6,894,379 | |
| | 117,030 | | | Kellogg Co. | | | 8,128,904 | |
| | 750,634 | | | Monster Beverage Corp.* | | | 37,291,497 | |
| | | | | | | | |
| | | | | | | 120,765,983 | |
| | | | | | | | |
| | | | Health Care Equipment & Services - 6.5% | |
| | 35,850 | | | ABIOMED, Inc.* | | | 5,137,305 | |
| | 95,525 | | | Aetna, Inc. | | | 14,503,561 | |
| | 42,337 | | | Align Technology, Inc.* | | | 6,355,631 | |
| | 295,581 | | | Baxter International, Inc. | | | 17,894,474 | |
| | 63,813 | | | Becton Dickinson and Co. | | | 12,450,555 | |
| | 382,099 | | | Boston Scientific Corp.* | | | 10,591,784 | |
| | 341,693 | | | Cardinal Health, Inc. | | | 26,624,719 | |
| | 88,346 | | | DexCom, Inc.* | | | 6,462,510 | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Capital Appreciation HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| COMMON STOCKS - 96.7% - (continued) | |
| | | | Health Care Equipment & Services - 6.5% - (continued) | |
| | 53,810 | | | Edwards Lifesciences Corp.* | | $ | 6,362,494 | |
| | 221,923 | | | Envision Healthcare Corp.* | | | 13,907,914 | |
| | 374,070 | | | HCA Healthcare, Inc.* | | | 32,618,904 | |
| | 430,405 | | | Hologic, Inc.* | | | 19,531,779 | |
| | 142,130 | | | Insulet Corp.* | | | 7,292,690 | |
| | 18,322 | | | Intuitive Surgical, Inc.* | | | 17,137,849 | |
| | 51,451 | | | Laboratory Corp. of America Holdings* | | | 7,930,657 | |
| | 289,780 | | | McKesson Corp. | | | 47,680,401 | |
| | 419,177 | | | Medtronic plc | | | 37,201,959 | |
| | 68,433 | | | Quest Diagnostics, Inc. | | | 7,607,012 | |
| | 117,600 | | | STERIS plc | | | 9,584,400 | |
| | 119,599 | | | UnitedHealth Group, Inc. | | | 22,176,047 | |
| | 116,853 | | | Veeva Systems, Inc. Class A* | | | 7,164,257 | |
| | | | | | | | |
| | | | | | | 336,216,902 | |
| | | | | | | | |
| | | | Household & Personal Products - 1.0% | |
| | 75,638 | | | Beiersdorf AG | | | 7,955,717 | |
| | 402,787 | | | Colgate-Palmolive Co. | | | 29,858,601 | |
| | 639,816 | | | Coty, Inc. Class A | | | 12,002,948 | |
| | | | | | | | |
| | | | | | | 49,817,266 | |
| | | | | | | | |
| | | | Insurance - 5.0% | |
| | 141,516 | | | Aflac, Inc. | | | 10,992,963 | |
| | 340,386 | | | American International Group, Inc. | | | 21,280,933 | |
| | 325,241 | | | Arthur J Gallagher & Co. | | | 18,620,047 | |
| | 554,878 | | | AXA S.A. | | | 15,194,415 | |
| | 442,763 | | | Chubb Ltd. | | | 64,368,885 | |
| | 335,613 | | | Marsh & McLennan Cos., Inc. | | | 26,164,389 | |
| | 696,208 | | | MetLife, Inc. | | | 38,249,668 | |
| | 139,712 | | | Principal Financial Group, Inc. | | | 8,951,348 | |
| | 421,400 | | | Sony Financial Holdings, Inc. | | | 7,206,774 | |
| | 231,700 | | | Tokio Marine Holdings, Inc. | | | 9,641,790 | |
| | 73,816 | | | Torchmark Corp. | | | 5,646,924 | |
| | 92,448 | | | Travelers Cos., Inc. | | | 11,697,445 | |
| | 183,134 | | | Unum Group | | | 8,539,538 | |
| | 306,208 | | | XL Group Ltd. | | | 13,411,910 | |
| | | | | | | | |
| | | | | | | 259,967,029 | |
| | | | | | | | |
| | | | Materials - 2.7% | |
| | 237,694 | | | Celanese Corp. Series A | | | 22,566,668 | |
| | 9,640,168 | | | Glencore plc* | | | 36,123,886 | |
| | 149,841 | | | International Paper Co. | | | 8,482,499 | |
| | 690,200 | | | Ivanhoe Mines Ltd. Class A* | | | 2,219,413 | |
| | 153,930 | | | Packaging Corp. of America | | | 17,146,263 | |
| | 356,553 | | | Platform Specialty Products Corp.* | | | 4,521,092 | |
| | 110,300 | | | PPG Industries, Inc. | | | 12,128,588 | |
| | 131,904 | | | Praxair, Inc. | | | 17,483,875 | |
| | 277,122 | | | Reliance Steel & Aluminum Co. | | | 20,177,253 | |
| | | | | | | | |
| | | | | | | 140,849,537 | |
| | | | | | | | |
| | | | Media - 1.5% | |
| | 193,798 | | | John Wiley & Sons, Inc. Class A | | | 10,222,845 | |
| | 100,974 | | | Omnicom Group, Inc. | | | 8,370,745 | |
| | 735,476 | | | SES S.A. | | | 17,229,916 | |
| | 702,330 | | | Viacom, Inc. Class B | | | 23,577,218 | |
| | 146,910 | | | Walt Disney Co. | | | 15,609,187 | |
| | 29,800 | | | Weinstein Co. LLC*(1)(2)(3) | | | — | |
| | | | | | | | |
| | | | | | | 75,009,911 | |
| | | | | | | | |
| | | | Pharmaceuticals, Biotechnology & Life Sciences - 9.6% | |
| | 399,948 | | | Agilent Technologies, Inc. | | | 23,720,916 | |
| | 192,100 | | | Alder Biopharmaceuticals, Inc.* | | | 2,199,545 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| COMMON STOCKS - 96.7% - (continued) | |
| | | | Pharmaceuticals, Biotechnology & Life Sciences - 9.6% -
(continued) | |
| | 291,422 | | | Alkermes plc* | | $ | 16,893,733 | |
| | 163,253 | | | Allergan plc | | | 39,685,172 | |
| | 833,000 | | | AstraZeneca plc ADR | | | 28,396,970 | |
| | 31,951 | | | Biogen, Inc.* | | | 8,670,223 | |
| | 2,082,106 | | | Bristol-Myers Squibb Co. | | | 116,014,946 | |
| | 249,621 | | | Celgene Corp.* | | | 32,418,279 | |
| | 90,360 | | | Eisai Co., Ltd. | | | 4,999,395 | |
| | 212,823 | | | Exact Sciences Corp.* | | | 7,527,550 | |
| | 112,018 | | | Incyte Corp.* | | | 14,104,186 | |
| | 464,363 | | | Ionis Pharmaceuticals, Inc.* | | | 23,622,146 | |
| | 131,370 | | | Johnson & Johnson | | | 17,378,937 | |
| | 255,799 | | | Merck & Co., Inc. | | | 16,394,158 | |
| | 29,794 | | | Mettler-Toledo International, Inc.* | | | 17,534,961 | |
| | 604,544 | | | Mylan N.V.* | | | 23,468,398 | |
| | 193,780 | | | Novartis AG | | | 16,185,786 | |
| | 489,840 | | | Pfizer, Inc. | | | 16,453,726 | |
| | 55,239 | | | Regeneron Pharmaceuticals, Inc.* | | | 27,130,083 | |
| | 141,893 | | | TESARO, Inc.* | | | 19,845,155 | |
| | 612,641 | | | Teva Pharmaceutical Industries Ltd. ADR | | | 20,351,934 | |
| | 39,717 | | | Vertex Pharmaceuticals, Inc.* | | | 5,118,330 | |
| | | | | | | | |
| | | | | | | 498,114,529 | |
| | | | | | | | |
| | | | Real Estate - 2.2% | |
| | 117,747 | | | American Tower Corp. REIT | | | 15,580,283 | |
| | 518,051 | | | Columbia Property Trust, Inc. REIT | | | 11,593,981 | |
| | 816,426 | | | Host Hotels & Resorts, Inc. REIT | | | 14,916,103 | |
| | 171,440 | | | Public Storage REIT | | | 35,750,383 | |
| | 64,500 | | | Simon Property Group, Inc. REIT | | | 10,433,520 | |
| | 778,104 | | | STORE Capital Corp. REIT | | | 17,468,435 | |
| | 245,566 | | | Vonovia SE | | | 9,770,130 | |
| | | | | | | | |
| | | | | | | 115,512,835 | |
| | | | | | | | |
| | | | Retailing - 4.7% | |
| | 8,451,700 | | | Allstar Co.*(1)(2)(3) | | | 1,352,272 | |
| | 22,260 | | | Amazon.com, Inc.* | | | 21,547,680 | |
| | 257,483 | | | CarMax, Inc.* | | | 16,236,878 | |
| | 165,625 | | | Ctrip.com International Ltd. ADR* | | | 8,920,562 | |
| | 182,548 | | | Expedia, Inc. | | | 27,190,525 | |
| | 17,385 | | | Honest Co.*(1)(2)(3) | | | 523,115 | |
| | 243,336 | | | Lowe’s Cos., Inc. | | | 18,865,840 | |
| | 401,818 | | | Netflix, Inc.* | | | 60,035,627 | |
| | 18,253 | | | Priceline Group, Inc.* | | | 34,142,602 | |
| | 368,572 | | | TJX Cos., Inc. | | | 26,599,841 | |
| | 115,140 | | | Tory Burch LLC*(1)(2)(3) | | | 5,097,234 | |
| | 45,412 | | | Ulta Salon Cosmetics & Fragrance, Inc.* | | | 13,048,684 | |
| | 150,057 | | | Wayfair, Inc. Class A* | | | 11,536,382 | |
| | | | | | | | |
| | | | | | | 245,097,242 | |
| | | | | | | | |
| | | | Semiconductors & Semiconductor Equipment - 4.2% | |
| | 1,125,477 | | | Advanced Micro Devices, Inc.* | | | 14,045,953 | |
| | 175,226 | | | Applied Materials, Inc. | | | 7,238,586 | |
| | 37,115 | | | Broadcom Ltd. | | | 8,649,651 | |
| | 98,948 | | | Cavium, Inc.* | | | 6,147,639 | |
| | 276,947 | | | Intel Corp. | | | 9,344,192 | |
| | 143,865 | | | Microchip Technology, Inc. | | | 11,103,501 | |
| | 314,825 | | | Micron Technology, Inc.* | | | 9,400,674 | |
| | 107,032 | | | NVIDIA Corp. | | | 15,472,546 | |
| | 1,261,469 | | | QUALCOMM, Inc. | | | 69,658,318 | |
| | 171,218 | | | Silicon Motion Technology Corp. ADR | | | 8,257,844 | |
| | 154,879 | | | Skyworks Solutions, Inc. | | | 14,860,640 | |
| | 2,935,190 | | | Taiwan Semiconductor Manufacturing Co., Ltd. | | | 20,053,844 | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Capital Appreciation HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| COMMON STOCKS - 96.7% - (continued) | |
| | | | Semiconductors & Semiconductor Equipment - 4.2% -
(continued) | |
| | 683,200 | | | Taiwan Semiconductor Manufacturing Co., Ltd. ADR | | $ | 23,884,672 | |
| | | | | | | | |
| | | | | | | 218,118,060 | |
| | | | | | | | |
| | | | Software & Services - 15.7% | |
| | 306,378 | | | Accenture plc Class A | | | 37,892,831 | |
| | 196,541 | | | Activision Blizzard, Inc. | | | 11,314,865 | |
| | 86,510 | | | Adobe Systems, Inc.* | | | 12,235,974 | |
| | 495,934 | | | Alibaba Group Holding Ltd. ADR* | | | 69,877,101 | |
| | 23,125 | | | Alliance Data Systems Corp. | | | 5,935,956 | |
| | 5,239 | | | Alphabet, Inc. Class A* | | | 4,870,594 | |
| | 48,672 | | | Alphabet, Inc. Class C* | | | 44,229,707 | |
| | 119,000 | | | Amdocs Ltd. | | | 7,670,740 | |
| | 187,242 | | | Autodesk, Inc.* | | | 18,877,739 | |
| | 189,318 | | | Automatic Data Processing, Inc. | | | 19,397,522 | |
| | 653,262 | | | Cadence Design Systems, Inc.* | | | 21,877,744 | |
| | 44,455 | | | CoStar Group, Inc.* | | | 11,718,338 | |
| | 176,982 | | | Dropbox, Inc. Class B*(1)(2)(3) | | | 1,996,357 | |
| | 353,400 | | | eBay, Inc.* | | | 12,340,728 | |
| | 631,473 | | | Facebook, Inc. Class A* | | | 95,339,794 | |
| | 125,190 | | | FleetCor Technologies, Inc.* | | | 18,053,650 | |
| | 1,039,840 | | | Genpact Ltd. | | | 28,938,747 | |
| | 674,324 | | | Global Payments, Inc. | | | 60,904,944 | |
| | 545,106 | | | GoDaddy, Inc. Class A* | | | 23,123,397 | |
| | 2,552,325 | | | Just Eat plc* | | | 21,786,060 | |
| | 603,221 | | | Microsoft Corp. | | | 41,580,024 | |
| | 29,421 | | | NetEase, Inc. ADR | | | 8,844,835 | |
| | 358,190 | | | Oracle Corp. | | | 17,959,647 | |
| | 280,314 | | | PayPal Holdings, Inc.* | | | 15,044,452 | |
| | 253,070 | | | Salesforce.com, Inc.* | | | 21,915,862 | |
| | 473,650 | | | ServiceNow, Inc.* | | | 50,206,900 | |
| | 37,790 | | | Ultimate Software Group, Inc.* | | | 7,938,167 | |
| | 211,846 | | | VeriSign, Inc.* | | | 19,693,204 | |
| | 290,904 | | | Visa, Inc. Class A | | | 27,280,977 | |
| | 427,067 | | | Workday, Inc. Class A* | | | 41,425,499 | |
| | 356,570 | | | Zillow Group, Inc. Class A* | | | 17,414,879 | |
| | 333,040 | | | Zillow Group, Inc. Class C* | | | 16,322,290 | |
| | | | | | | | |
| | | | | | | 814,009,524 | |
| | | | | | | | |
| | | | Technology Hardware & Equipment - 3.9% | |
| | 170,700 | | | Acacia Communications, Inc.* | | | 7,078,929 | |
| | 199,169 | | | Apple, Inc. | | | 28,684,319 | |
| | 102,749 | | | Arista Networks, Inc.* | | | 15,390,773 | |
| | 295,094 | | | CDW Corp. of Delaware | | | 18,452,228 | |
| | 513,023 | | | Cisco Systems, Inc. | | | 16,057,620 | |
| | 1,916,500 | | | Flex Ltd.* | | | 31,258,115 | |
| | 178,200 | | | Keysight Technologies, Inc.* | | | 6,937,326 | |
| | 15,958 | | | Samsung Electronics Co., Ltd. | | | 33,237,648 | |
| | 678,905 | | | Trimble, Inc.* | | | 24,216,541 | |
| | 195,573 | | | Western Digital Corp. | | | 17,327,768 | |
| | | | | | | | |
| | | | | | | 198,641,267 | |
| | | | | | | | |
| | | | Telecommunication Services - 1.0% | |
| | 420,455 | | | AT&T, Inc. | | | 15,863,767 | |
| | 183,100 | | | Nippon Telegraph & Telephone Corp. | | | 8,643,066 | |
| | 186,700 | | | SoftBank Group Corp. | | | 15,176,861 | |
| | 284,514 | | | Verizon Communications, Inc. | | | 12,706,395 | |
| | | | | | | | |
| | | | | | | 52,390,089 | |
| | | | | | | | |
| | | | Transportation - 4.5% | |
| | 186,827 | | | Alaska Air Group, Inc. | | | 16,769,592 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| COMMON STOCKS - 96.7% - (continued) | |
| | | | Transportation - 4.5% - (continued) | |
| | 1,742,400 | | | Azul S.A. (Preference Shares)* | | $ | 12,333,388 | |
| | 467,834 | | | Canadian National Railway Co. | | | 37,959,202 | |
| | 281,827 | | | CSX Corp. | | | 15,376,481 | |
| | 206,622 | | | Delta Air Lines, Inc. | | | 11,103,866 | |
| | 50,068 | | | FedEx Corp. | | | 10,881,278 | |
| | 199,499 | | | Genesee & Wyoming, Inc. Class A* | | | 13,643,737 | |
| | 202,067 | | | J.B. Hunt Transport Services, Inc. | | | 18,464,883 | |
| | 330,965 | | | Knight Transportation, Inc. | | | 12,262,253 | |
| | 289,170 | | | Southwest Airlines Co. | | | 17,969,024 | |
| | 159,650 | | | Swift Transportation Co.* | | | 4,230,725 | |
| | 244,441 | | | Union Pacific Corp. | | | 26,622,069 | |
| | 310,638 | | | United Parcel Service, Inc. Class B | | | 34,353,456 | |
| | | | | | | | |
| | | | | | | 231,969,954 | |
| | | | | | | | |
| | | | Utilities - 3.5% | |
| | 127,963 | | | Ameren Corp. | | | 6,995,737 | |
| | 163,320 | | | American Electric Power Co., Inc. | | | 11,345,840 | |
| | 118,245 | | | Consolidated Edison, Inc. | | | 9,556,561 | |
| | 174,145 | | | Duke Energy Corp. | | | 14,556,781 | |
| | 123,677 | | | Edison International | | | 9,670,305 | |
| | 93,269 | | | Entergy Corp. | | | 7,160,261 | |
| | 139,454 | | | Eversource Energy | | | 8,466,252 | |
| | 454,102 | | | Exelon Corp. | | | 16,379,459 | |
| | 1,107,009 | | | Iberdrola S.A. | | | 8,772,398 | |
| | 331,303 | | | OGE Energy Corp. | | | 11,526,031 | |
| | 263,691 | | | PG&E Corp. | | | 17,501,172 | |
| | 254,253 | | | PPL Corp. | | | 9,829,421 | |
| | 207,946 | | | Public Service Enterprise Group, Inc. | | | 8,943,757 | |
| | 87,057 | | | SCANA Corp. | | | 5,833,690 | |
| | 95,848 | | | Sempra Energy | | | 10,806,862 | |
| | 269,153 | | | Southern Co. | | | 12,887,046 | |
| | 203,601 | | | Xcel Energy, Inc. | | | 9,341,214 | |
| | | | | | | | |
| | | | | | | 179,572,787 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks
(cost $4,405,859,518) | | $ | 5,007,638,260 | |
| | | | | | | | |
|
| PREFERRED STOCKS - 1.0% | |
| | | | Consumer Durables & Apparel - 0.0% | |
| | 127,917 | | | One Kings Lane, Inc.*(1)(2)(3) | | $ | 26,274 | |
| | | | | | | | |
| | | | Consumer Services - 0.1% | | | |
| | 16,619 | | | Airbnb, Inc. Series E*(1)(2)(3) | | | 1,744,995 | |
| | 161,097 | | | DraftKings, Inc. Series D*(1)(2)(3) | | | 368,912 | |
| | 139,659 | | | DraftKings, Inc. Series D-1*(1)(2)(3) | | | 430,150 | |
| | | | | | | | |
| | | | | | | 2,544,057 | |
| | | | | | | | |
| | | | Diversified Financials - 0.0% | |
| | 85,350 | | | Social Finance, Inc.*(1)(2)(3) | | | 1,428,759 | |
| | | | | | | | |
| | | | Software & Services - 0.9% | |
| | 56,702 | | | Cloudera, Inc.*(1)(3) | | | 849,322 | |
| | 29,504 | | | Magic Leap, Inc. Series C*(1)(2)(3) | | | 679,566 | |
| | 50,200 | | | Nanigans, Inc.*(1)(2)(3) | | | 308,730 | |
| | 793,410 | | | Pinterest, Inc. Series G*(1)(2)(3) | | | 5,695,963 | |
| | 20,891 | | | Sharecare*(1)(2)(3) | | | 6,267,300 | |
| | 815,160 | | | Uber Technologies, Inc.*(1)(2)(3) | | | 33,796,534 | |
| | 293,655 | | | Zuora, Inc. Series F*(1)(2)(3) | | | 1,400,734 | |
| | | | | | | | |
| | | | | | | 48,998,149 | |
| | | | | | | | |
| | |
| | | | Total Preferred Stocks
(cost $33,427,730) | | $ | 52,997,239 | |
| | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Capital Appreciation HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| CONVERTIBLE PREFERRED STOCKS - 0.0% | |
| | | | Retailing - 0.0% | |
| | 40,566 | | | Honest Co. Series C*(1)(2)(3) | | $ | 1,240,914 | |
| | | | | | | | |
| | |
| | | | Total Convertible Preferred Stocks
(cost $1,097,606) | | $ | 1,240,914 | |
| | | | | | | | |
| | |
| | | | Total Long-Term Investments
(cost $4,440,384,854) | | $ | 5,061,876,413 | |
| | | | | | | | |
|
| SHORT-TERM INVESTMENTS - 1.3% | |
| | | | Other Investment Pools & Funds - 1.3% | |
| | 67,256,043 | | | BlackRock Liquidity Funds TempFund Portfolio, Institutional Class | | $ | 67,256,043 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments
(cost $67,256,043) | | $ | 67,256,043 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | |
| | | | Total Investments
(cost $4,507,640,897)^ | | | 99.0 | % | | $ | 5,129,132,456 | |
| | | | Other Assets and Liabilities | | | 1.0 | % | | | 49,608,624 | |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 5,178,741,080 | |
| | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Capital Appreciation HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
| | Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. |
| | Other than the industry classifications “Other Investment Pools & Funds,” 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 shown in this report as these classifications are used for financial reporting purposes. |
| ^ | Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of: |
| | | | |
Unrealized Appreciation | | $ | 725,697,442 | |
Unrealized Depreciation | | | (104,205,883 | ) |
| | | | |
Net Unrealized Appreciation | | $ | 621,491,559 | |
| | | | |
| (1) | These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At June 30, 2017, the aggregate fair value of these securities was $68,189,157, which represented 1.3% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors. |
| (2) | Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At June 30, 2017, the aggregate value of these securities was $67,339,835, which represented 1.3% of total net assets. |
| (3) | The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time. |
| | | | | | | | | | | | |
Period
Acquired | | | Shares/Par | | | Security | | Cost | |
| | 06/2015 | | | | 16,619 | | | Airbnb, Inc. Series E Preferred | | $ | 1,547,136 | |
| | 08/2011 | | | | 8,451,700 | | | Allstar Co. | | | 3,676,649 | |
| | 02/2014 | | | | 56,702 | | | Cloudera, Inc. Preferred | | | 825,581 | |
| | 07/2015 | | | | 161,097 | | | DraftKings, Inc. Series D Preferred | | | 867,652 | |
| | 08/2015 | | | | 139,659 | | | DraftKings, Inc. Series D-1 Preferred | | | 1,070,544 | |
| | 05/2012 | | | | 176,982 | | | Dropbox, Inc. Class B | | | 1,601,989 | |
| | 06/2015 | | | | 350,600 | | | Harry’s, Inc. | | | 4,713,607 | |
| | 08/2014 | | | | 17,385 | | | Honest Co. | | | 470,391 | |
| | 08/2014 | | | | 40,566 | | | Honest Co. Series C Convertible Preferred | | | 1,097,606 | |
| | 12/2015 | | | | 29,504 | | | Magic Leap, Inc. Series C Preferred | | | 679,566 | |
| | 03/2015 | | | | 50,200 | | | Nanigans, Inc. Preferred | | | 548,109 | |
| | 01/2014 | | | | 127,917 | | | One Kings Lane, Inc. Preferred | | | 1,865,337 | |
| | 03/2015 | | | | 793,410 | | | Pinterest, Inc. Series G Preferred | | | 5,695,963 | |
| | 03/2015 | | | | 20,891 | | | Sharecare Preferred | | | 5,220,034 | |
| | 09/2015 | | | | 85,350 | | | Social Finance, Inc. Preferred | | | 1,346,507 | |
| | 11/2013 | | | | 115,140 | | | Tory Burch LLC | | | 9,024,247 | |
| | 06/2014 | | | | 815,160 | | | Uber Technologies, Inc. Preferred | | | 12,645,618 | |
| | 10/2005 | | | | 29,800 | | | Weinstein Co. LLC | | | 27,950,957 | |
| | 01/2015 | | | | 293,655 | | | Zuora, Inc. Series F Preferred | | | 1,115,683 | |
| | | | | | | | | | | | |
| | | | | | | | | | $ | 81,963,176 | |
| | | | | | | | | | | | |
| | At June 30, 2017, the aggregate value of these securities was $68,189,157, which represented 1.3% of total net assets. |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Capital Appreciation HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | | | | | | | | | | | | | |
| Foreign Currency Contracts Outstanding at June 30, 2017 | |
Currency | | Buy/Sell | | Delivery
Date | | | Counterparty | | Contract
Amount | | | Market
Value† | | | Unrealized
Appreciation/
(Depreciation) | |
EUR | | Buy | | | 07/14/17 | | | CBK | | $ | 57,404,336 | | | $ | 60,242,966 | | | $ | 2,838,630 | |
EUR | | Sell | | | 07/14/17 | | | GSC | | | 56,603,062 | | | | 60,242,965 | | | | (3,639,903 | ) |
EUR | | Sell | | | 09/20/17 | | | BCLY | | | 8,157,919 | | | | 8,341,486 | | | | (183,567 | ) |
JPY | | Sell | | | 09/20/17 | | | SSG | | | 7,229,615 | | | | 7,047,703 | | | | 181,912 | |
| | | | | | | | | | | | | | | | | | | | |
Total | | | $ | (802,928 | ) |
| | | | | | | | | | | | | | | | | | | | |
| † | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
| | |
| GLOSSARY: (abbreviations used in preceding Schedule of Investments) |
|
| Counterparty Abbreviations: |
BCLY | | Barclays |
CBK | | Citibank NA |
GSC | | Goldman Sachs & Co. |
SSG | | State Street Global Markets LLC |
| | |
|
| Currency Abbreviations: |
EUR | | Euro |
JPY | | Japanese Yen |
|
| Other Abbreviations: |
ADR | | American Depositary Receipt |
REIT | | Real Estate Investment Trust |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Capital Appreciation HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2017 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
| | | Total | | | Level 1(1) | | | Level 2(1) | | | Level 3(1) | |
Assets | |
Common Stocks | |
Automobiles & Components | | $ | 123,629,477 | | | $ | 123,629,477 | | | $ | — | | | $ | — | |
Banks | | | 450,727,340 | | | | 385,692,773 | | | | 65,034,567 | | | | — | |
Capital Goods | | | 156,357,482 | | | | 114,574,866 | | | | 36,800,590 | | | | 4,982,026 | |
Commercial & Professional Services | | | 92,799,384 | | | | 92,799,384 | | | | — | | | | — | |
Consumer Durables & Apparel | | | 109,889,086 | | | | 70,341,620 | | | | 39,547,466 | | | | — | |
Consumer Services | | | 103,275,129 | | | | 103,275,129 | | | | — | | | | — | |
Diversified Financials | | | 210,102,529 | | | | 194,600,762 | | | | 15,501,767 | | | | — | |
Energy | | | 135,432,752 | | | | 135,432,752 | | | | — | | | | — | |
Food & Staples Retailing | | | 89,372,166 | | | | 77,358,231 | | | | 12,013,935 | | | | — | |
Food, Beverage & Tobacco | | | 120,765,983 | | | | 101,510,986 | | | | 19,254,997 | | | | — | |
Health Care Equipment & Services | | | 336,216,902 | | | | 336,216,902 | | | | — | | | | — | |
Household & Personal Products | | | 49,817,266 | | | | 41,861,549 | | | | 7,955,717 | | | | — | |
Insurance | | | 259,967,029 | | | | 227,924,050 | | | | 32,042,979 | | | | — | |
Materials | | | 140,849,537 | | | | 104,725,651 | | | | 36,123,886 | | | | — | |
Media | | | 75,009,911 | | | | 57,779,995 | | | | 17,229,916 | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 498,114,529 | | | | 476,929,348 | | | | 21,185,181 | | | | — | |
Real Estate | | | 115,512,835 | | | | 105,742,705 | | | | 9,770,130 | | | | — | |
Retailing | | | 245,097,242 | | | | 238,124,621 | | | | — | | | | 6,972,621 | |
Semiconductors & Semiconductor Equipment | | | 218,118,060 | | | | 198,064,216 | | | | 20,053,844 | | | | — | |
Software & Services | | | 814,009,524 | | | | 790,227,107 | | | | 21,786,060 | | | | 1,996,357 | |
Technology Hardware & Equipment | | | 198,641,267 | | | | 165,403,619 | | | | 33,237,648 | | | | — | |
Telecommunication Services | | | 52,390,089 | | | | 28,570,162 | | | | 23,819,927 | | | | — | |
Transportation | | | 231,969,954 | | | | 231,969,954 | | | | — | | | | — | |
Utilities | | | 179,572,787 | | | | 170,800,389 | | | | 8,772,398 | | | | — | |
Preferred Stocks | | | 52,997,239 | | | | — | | | | — | | | | 52,997,239 | |
Convertible Preferred Stocks | | | 1,240,914 | | | | — | | | | — | | | | 1,240,914 | |
Short-Term Investments | | | 67,256,043 | | | | 67,256,043 | | | | — | | | | — | |
Foreign Currency Contracts(2) | | | 3,020,542 | | | | — | | | | 3,020,542 | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 5,132,152,998 | | | $ | 4,640,812,291 | | | $ | 423,151,550 | | | $ | 68,189,157 | |
| | | | | | | | | | | | | | | | |
Liabilities | |
Foreign Currency Contracts(2) | | $ | (3,823,470 | ) | | $ | — | | | $ | (3,823,470 | ) | | $ | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | (3,823,470 | ) | | $ | — | | | $ | (3,823,470 | ) | | $ | — | |
| | | | | | | | | | | | | | | | |
| (1) | For the six-month period ended June 30, 2017, there were no transfers between Level 1 and Level 2, and investments valued at $889,709 were transferred from Level 3 to Level 1 due to the expiration of trading restrictions. |
| (2) | Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments. |
The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the six-month period ended June 30, 2017:
| | | | | | | | | | | | | | | | |
| | | Common
Stocks | | | Preferred
Stocks | | | Convertible
Preferred
Stocks | | | Total | |
Beginning balance | | $ | 30,005,658 | | | $ | 61,440,948 | | | $ | 1,400,338 | | | $ | 92,846,944 | |
Purchases | | | — | | | | — | | | | — | | | | — | |
Sales | | | (7,414,112 | ) | | | (4,484,299 | ) | | | — | | | | (11,898,411 | ) |
Accrued discounts/(premiums) | | | — | | | | — | | | | — | | | | — | |
Total realized gain/(loss) | | | (5,618,803 | ) | | | 378,520 | | | | — | | | | (5,240,283 | ) |
Net change in unrealized appreciation/depreciation | | | (2,132,030 | ) | | | (4,337,930 | ) | | | (159,424 | ) | | | (6,629,384 | ) |
Transfers into Level 3 | | | — | | | | — | | | | — | | | | — | |
Transfers out of Level 3 | | | (889,709 | ) | | | — | | | | — | | | | (889,709 | ) |
| | | | | | | | | | | | | | | | |
Ending balance | | $ | 13,951,004 | | | $ | 52,997,239 | | | $ | 1,240,914 | | | $ | 68,189,157 | |
| | | | | | | | | | | | | | | | |
The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at June 30, 2017 was $(6,431,040).
| Note: | For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period. |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Disciplined Equity HLS Fund |
Schedule of Investments
June 30, 2017 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| COMMON STOCKS - 98.2% | | | |
| | | | Banks - 9.4% | |
| | 732,458 | | | Bank of America Corp. | | $ | 17,769,431 | |
| | 200,853 | | | Fifth Third Bancorp | | | 5,214,144 | |
| | 229,803 | | | JP Morgan Chase & Co. | | | 21,003,994 | |
| | 25,219 | | | M&T Bank Corp. | | | 4,084,217 | |
| | 121,489 | | | PNC Financial Services Group, Inc. | | | 15,170,332 | |
| | | | | | | | |
| | | | | | | 63,242,118 | |
| | | | | | | | |
| | | | Capital Goods - 6.2% | |
| | 149,734 | | | AMETEK, Inc. | | | 9,069,388 | |
| | 41,531 | | | Boeing Co. | | | 8,212,755 | |
| | 76,713 | | | Fortune Brands Home & Security, Inc. | | | 5,004,756 | |
| | 23,754 | | | General Dynamics Corp. | | | 4,705,668 | |
| | 54,944 | | | Illinois Tool Works, Inc. | | | 7,870,728 | |
| | 43,606 | | | Snap-on, Inc. | | | 6,889,748 | |
| | | | | | | | |
| | | | | | | 41,753,043 | |
| | | | | | | | |
| | | | Commercial & Professional Services - 2.9% | |
| | 57,613 | | | Equifax, Inc. | | | 7,917,179 | |
| | 112,607 | | | IHS Markit Ltd.* | | | 4,959,212 | |
| | 108,634 | | | Republic Services, Inc. | | | 6,923,245 | |
| | | | | | | | |
| | | | | | | 19,799,636 | |
| | | | | | | | |
| | | | Consumer Durables & Apparel - 2.8% | |
| | 168,695 | | | NIKE, Inc. Class B | | | 9,953,005 | |
| | 155,365 | | | VF Corp. | | | 8,949,024 | |
| | | | | | | | |
| | | | | | | 18,902,029 | |
| | | | | | | | |
| | | | Consumer Services - 2.5% | |
| | 201,953 | | | Aramark | | | 8,276,034 | |
| | 152,321 | | | Starbucks Corp. | | | 8,881,837 | |
| | | | | | | | |
| | | | | | | 17,157,871 | |
| | | | | | | | |
| | | | Diversified Financials - 2.1% | |
| | 95,263 | | | Capital One Financial Corp. | | | 7,870,629 | |
| | 214,899 | | | Synchrony Financial | | | 6,408,288 | |
| | | | | | | | |
| | | | | | | 14,278,917 | |
| | | | | | | | |
| | | | Energy - 1.8% | |
| | 76,281 | | | Baker Hughes, Inc. | | | 4,158,077 | |
| | 89,946 | | | EOG Resources, Inc. | | | 8,141,912 | |
| | | | | | | | |
| | | | | | | 12,299,989 | |
| | | | | | | | |
| | | | Food & Staples Retailing - 1.9% | |
| | 78,608 | | | Costco Wholesale Corp. | | | 12,571,777 | |
| | | | | | | | |
| | | | Food, Beverage & Tobacco - 5.2% | |
| | 179,815 | | | Altria Group, Inc. | | | 13,390,823 | |
| | 35,597 | | | Constellation Brands, Inc. Class A | | | 6,896,207 | |
| | 22,511 | | | Molson Coors Brewing Co. Class B | | | 1,943,600 | |
| | 124,021 | | | Mondelez International, Inc. Class A | | | 5,356,467 | |
| | 145,711 | | | Monster Beverage Corp.* | | | 7,238,922 | |
| | | | | | | | |
| | | | | | | 34,826,019 | |
| | | | | | | | |
| | | | Health Care Equipment & Services - 8.6% | |
| | 46,170 | | | Aetna, Inc. | | | 7,009,991 | |
| | 136,018 | | | Baxter International, Inc. | | | 8,234,530 | |
| | 70,708 | | | Danaher Corp. | | | 5,967,048 | |
| | 91,478 | | | HCA Healthcare, Inc.* | | | 7,976,881 | |
| | 137,532 | | | Hologic, Inc.* | | | 6,241,202 | |
| | 120,449 | | | Medtronic plc | | | 10,689,849 | |
| | 66,152 | | | UnitedHealth Group, Inc. | | | 12,265,904 | |
| | | | | | | | |
| | | | | | | 58,385,405 | |
| | | | | | | | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| COMMON STOCKS - 98.2% - (continued) | | | |
| | | | Household & Personal Products - 3.5% | |
| | 160,104 | | | Colgate-Palmolive Co. | | $ | 11,868,510 | |
| | 122,549 | | | Estee Lauder Cos., Inc. Class A | | | 11,762,253 | |
| | | | | | | | |
| | | | | | | 23,630,763 | |
| | | | | | | | |
| | | | Insurance - 4.5% | |
| | 84,728 | | | Allstate Corp. | | | 7,493,344 | |
| | 97,211 | | | Chubb Ltd. | | | 14,132,535 | |
| | 195,778 | | | XL Group Ltd. | | | 8,575,077 | |
| | | | | | | | |
| | | | | | | 30,200,956 | |
| | | | | | | | |
| | | | Materials - 3.6% | |
| | 145,641 | | | Crown Holdings, Inc.* | | | 8,688,942 | |
| | 107,594 | | | Dow Chemical Co. | | | 6,785,954 | |
| | 65,143 | | | Ecolab, Inc. | | | 8,647,733 | |
| | | | | | | | |
| | | | | | | 24,122,629 | |
| | | | | | | | |
| | | | Media - 2.3% | |
| | 406,329 | | | Comcast Corp. Class A | | | 15,814,325 | |
| | | | | | | | |
| | | | Pharmaceuticals, Biotechnology & Life Sciences - 7.0% | |
| | 40,316 | | | Allergan plc | | | 9,800,416 | |
| | 169,654 | | | Bristol-Myers Squibb Co. | | | 9,453,121 | |
| | 120,418 | | | Eli Lilly & Co. | | | 9,910,401 | |
| | 159,483 | | | Merck & Co., Inc. | | | 10,221,266 | |
| | 46,072 | | | Thermo Fisher Scientific, Inc. | | | 8,038,182 | |
| | | | | | | | |
| | | | | | | 47,423,386 | |
| | | | | | | | |
| | | | Retailing - 5.4% | |
| | 92,906 | | | Dollar Tree, Inc.* | | | 6,495,987 | |
| | 70,539 | | | Lowe’s Cos., Inc. | | | 5,468,889 | |
| | 22,648 | | | O’Reilly Automotive, Inc.* | | | 4,954,024 | |
| | 5,166 | | | Priceline Group, Inc.* | | | 9,663,106 | |
| | 136,333 | | | TJX Cos., Inc. | | | 9,839,153 | |
| | | | | | | | |
| | | | | | | 36,421,159 | |
| | | | | | | | |
| | | | Semiconductors & Semiconductor Equipment - 3.0% | |
| | 80,373 | | | Analog Devices, Inc. | | | 6,253,019 | |
| | 42,773 | | | Broadcom Ltd. | | | 9,968,248 | |
| | 74,936 | | | QUALCOMM, Inc. | | | 4,137,966 | |
| | | | | | | | |
| | | | | | | 20,359,233 | |
| | | | | | | | |
| | | | Software & Services - 13.9% | |
| | 40,002 | | | Accenture plc Class A | | | 4,947,447 | |
| | 18,432 | | | Alphabet, Inc. Class A* | | | 17,135,862 | |
| | 4,393 | | | Alphabet, Inc. Class C* | | | 3,992,051 | |
| | 259,254 | | | eBay, Inc.* | | | 9,053,150 | |
| | 54,585 | | | Electronic Arts, Inc.* | | | 5,770,726 | |
| | 103,934 | | | Facebook, Inc. Class A* | | | 15,691,955 | |
| | 172,698 | | | GoDaddy, Inc. Class A* | | | 7,325,849 | |
| | 105,839 | | | Mastercard, Inc. Class A | | | 12,854,146 | |
| | 101,530 | | | Microsoft Corp. | | | 6,998,463 | |
| | 126,901 | | | PayPal Holdings, Inc.* | | | 6,810,777 | |
| | 37,927 | | | Workday, Inc. Class A* | | | 3,678,919 | |
| | | | | | | | |
| | | | | | | 94,259,345 | |
| | | | | | | | |
| | | | Technology Hardware & Equipment - 5.2% | |
| | 163,161 | | | Apple, Inc. | | | 23,498,447 | |
| | 128,290 | | | Keysight Technologies, Inc.* | | | 4,994,330 | |
| | 75,440 | | | Motorola Solutions, Inc. | | | 6,543,666 | |
| | | | | | | | |
| | | | | | | 35,036,443 | |
| | | | | | | | |
| | | | Transportation - 1.4% | |
| | 43,213 | | | FedEx Corp. | | | 9,391,481 | |
| | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Disciplined Equity HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| COMMON STOCKS - 98.2% - (continued) | | | |
| | | | Utilities - 5.0% | |
| | 162,472 | | | American Electric Power Co., Inc. | | $ | 11,286,930 | |
| | 97,136 | | | NextEra Energy, Inc. | | | 13,611,668 | |
| | 105,047 | | | Pinnacle West Capital Corp. | | | 8,945,802 | |
| | | | | | | | |
| | | | | | | 33,844,400 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks
(cost $515,330,700) | | $ | 663,720,924 | |
| | | | | | | | |
| | |
| | | | Total Long-Term Investments
(cost $515,330,700) | | $ | 663,720,924 | |
| | | | | | | | |
|
| SHORT-TERM INVESTMENTS - 2.0% | |
| | | | Other Investment Pools & Funds - 2.0% | |
| | 13,477,842 | | | BlackRock Liquidity Funds TempFund Portfolio, Institutional Class | | $ | 13,477,842 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments
(cost $13,477,842) | | $ | 13,477,842 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | |
| | | | Total Investments
(cost $528,808,542)^ | | | 100.2 | % | | $ | 677,198,766 | |
| | | | Other Assets and Liabilities | | | (0.2 | )% | | | (1,240,324 | ) |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 675,958,442 | |
| | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Disciplined Equity HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
| | Other than the industry classifications “Other Investment Pools & Funds,” 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 shown in this report as these classifications are used for financial reporting purposes. |
| ^ | Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of: |
| | | | |
Unrealized Appreciation | | $ | 152,407,011 | |
Unrealized Depreciation | | | (4,016,787 | ) |
| | | | |
Net Unrealized Appreciation | | $ | 148,390,224 | |
| | | | |
| † | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Disciplined Equity HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2017 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
| | | Total | | | Level 1(1) | | | Level 2(1) | | | Level 3(1) | |
Assets | |
Common Stocks | |
Banks | | $ | 63,242,118 | | | $ | 63,242,118 | | | $ | — | | | $ | — | |
Capital Goods | | | 41,753,043 | | | | 41,753,043 | | | | — | | | | — | |
Commercial & Professional Services | | | 19,799,636 | | | | 19,799,636 | | | | — | | | | — | |
Consumer Durables & Apparel | | | 18,902,029 | | | | 18,902,029 | | | | — | | | | — | |
Consumer Services | | | 17,157,871 | | | | 17,157,871 | | | | — | | | | — | |
Diversified Financials | | | 14,278,917 | | | | 14,278,917 | | | | — | | | | — | |
Energy | | | 12,299,989 | | | | 12,299,989 | | | | — | | | | — | |
Food & Staples Retailing | | | 12,571,777 | | | | 12,571,777 | | | | — | | | | — | |
Food, Beverage & Tobacco | | | 34,826,019 | | | | 34,826,019 | | | | — | | | | — | |
Health Care Equipment & Services | | | 58,385,405 | | | | 58,385,405 | | | | — | | | | — | |
Household & Personal Products | | | 23,630,763 | | | | 23,630,763 | | | | — | | | | — | |
Insurance | | | 30,200,956 | | | | 30,200,956 | | | | — | | | | — | |
Materials | | | 24,122,629 | | | | 24,122,629 | | | | — | | | | — | |
Media | | | 15,814,325 | | | | 15,814,325 | | | | — | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 47,423,386 | | | | 47,423,386 | | | | — | | | | — | |
Retailing | | | 36,421,159 | | | | 36,421,159 | | | | — | | | | — | |
Semiconductors & Semiconductor Equipment | | | 20,359,233 | | | | 20,359,233 | | | | — | | | | — | |
Software & Services | | | 94,259,345 | | | | 94,259,345 | | | | — | | | | — | |
Technology Hardware & Equipment | | | 35,036,443 | | | | 35,036,443 | | | | — | | | | — | |
Transportation | | | 9,391,481 | | | | 9,391,481 | | | | — | | | | — | |
Utilities | | | 33,844,400 | | | | 33,844,400 | | | | — | | | | — | |
Short-Term Investments | | | 13,477,842 | | | | 13,477,842 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 677,198,766 | | | $ | 677,198,766 | | | $ | — | | | $ | — | |
| | | | | | | | | | | | | | | | |
| (1) | For the six-month period ended June 30, 2017, there were no transfers between any levels. |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Dividend and Growth HLS Fund |
Schedule of Investments
June 30, 2017 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| COMMON STOCKS - 98.1% | | | |
| | | | Automobiles & Components - 1.0% | | | |
| | 3,255,586 | | | Ford Motor Co. | | $ | 36,430,007 | |
| | | | | | | | |
| | | | Banks - 12.1% | |
| | 4,216,813 | | | Bank of America Corp. | | | 102,299,883 | |
| | 399,639 | | | Bank of Nova Scotia | | | 24,030,293 | |
| | 643,890 | | | Citigroup, Inc. | | | 43,063,363 | |
| | 1,151,910 | | | JP Morgan Chase & Co. | | | 105,284,574 | |
| | 587,284 | | | PNC Financial Services Group, Inc. | | | 73,334,153 | |
| | 1,325,614 | | | Wells Fargo & Co. | | | 73,452,272 | |
| | | | | | | | |
| | | | | | | 421,464,538 | |
| | | | | | | | |
| | | | Capital Goods - 5.9% | |
| | 476,900 | | | ABB Ltd. ADR | | | 11,874,810 | |
| | 146,563 | | | Boeing Co. | | | 28,982,833 | |
| | 268,850 | | | Caterpillar, Inc. | | | 28,890,621 | |
| | 443,124 | | | Eaton Corp. plc | | | 34,488,341 | |
| | 332,678 | | | Honeywell International, Inc. | | | 44,342,651 | |
| | 332,464 | | | Johnson Controls International plc | | | 14,415,639 | |
| | 107,576 | | | Lockheed Martin Corp. | | | 29,864,173 | |
| | 115,025 | | | United Technologies Corp. | | | 14,045,703 | |
| | | | | | | | |
| | | | | | | 206,904,771 | |
| | | | | | | | |
| | | | Commercial & Professional Services - 0.5% | |
| | 119,320 | | | Equifax, Inc. | | | 16,396,954 | |
| | | | | | | | |
| | | | Consumer Services - 0.6% | |
| | 308,768 | | | Hilton Worldwide Holdings, Inc. | | | 19,097,301 | |
| | | | | | | | |
| | | | Diversified Financials - 3.6% | |
| | 77,482 | | | BlackRock, Inc. | | | 32,729,172 | |
| | 125,370 | | | Goldman Sachs Group, Inc. | | | 27,819,603 | |
| | 496,055 | | | Intercontinental Exchange, Inc. | | | 32,699,946 | |
| | 344,340 | | | Northern Trust Corp. | | | 33,473,291 | |
| | | | | | | | |
| | | | | | | 126,722,012 | |
| | | | | | | | |
| | | | Energy - 8.9% | |
| | 475,445 | | | Anadarko Petroleum Corp. | | | 21,556,676 | |
| | 820,746 | | | Chevron Corp. | | | 85,628,430 | |
| | 535,220 | | | ConocoPhillips | | | 23,528,271 | |
| | 593,195 | | | Exxon Mobil Corp. | | | 47,888,633 | |
| | 875,890 | | | Hess Corp. | | | 38,425,294 | |
| | 925,120 | | | Kinder Morgan, Inc. | | | 17,725,299 | |
| | 1,262,075 | | | Suncor Energy, Inc. | | | 36,852,590 | |
| | 770,723 | | | Total S.A. ADR | | | 38,220,154 | |
| | | | | | | | |
| | | | | | | 309,825,347 | |
| | | | | | | | |
| | | | Food & Staples Retailing - 2.0% | |
| | 135,100 | | | Costco Wholesale Corp. | | | 21,606,543 | |
| | 284,951 | | | CVS Health Corp. | | | 22,927,157 | |
| | 329,486 | | | Walgreens Boots Alliance, Inc. | | | 25,802,049 | |
| | | | | | | | |
| | | | | | | 70,335,749 | |
| | | | | | | | |
| | | | Food, Beverage & Tobacco - 3.0% | |
| | 520,310 | | | PepsiCo, Inc. | | | 60,090,602 | |
| | 373,642 | | | Philip Morris International, Inc. | | | 43,884,253 | |
| | | | | | | | |
| | | | | | | 103,974,855 | |
| | | | | | | | |
| | | | Health Care Equipment & Services - 5.1% | |
| | 471,055 | | | Abbott Laboratories | | | 22,897,983 | |
| | 480,939 | | | Cardinal Health, Inc. | | | 37,474,767 | |
| | 90,690 | | | McKesson Corp. | | | 14,922,133 | |
| | 600,059 | | | Medtronic plc | | | 53,255,236 | |
| | 198,172 | | | UnitedHealth Group, Inc. | | | 36,745,052 | |
| | 86,395 | | | Universal Health Services, Inc. Class B | | | 10,547,102 | |
| | | | | | | | |
| | | | | | | 175,842,273 | |
| | | | | | | | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| COMMON STOCKS - 98.1% - (continued) | | | |
| | | | Household & Personal Products - 0.9% | |
| | 576,575 | | | Unilever N.V. | | $ | 31,867,300 | |
| | | | | | | | |
| | | | Insurance - 8.0% | |
| | 598,773 | | | Chubb Ltd. | | | 87,049,619 | |
| | 554,325 | | | Marsh & McLennan Cos., Inc. | | | 43,215,177 | |
| | 538,191 | | | MetLife, Inc. | | | 29,568,213 | |
| | 661,765 | | | Principal Financial Group, Inc. | | | 42,399,284 | |
| | 696,656 | | | Prudential Financial, Inc. | | | 75,336,380 | |
| | | | | | | | |
| | | | | | | 277,568,673 | |
| | | | | | | | |
| | | | Materials - 3.2% | |
| | 374,640 | | | Ball Corp. | | | 15,813,555 | |
| | 180,740 | | | BHP Billiton plc ADR | | | 5,559,562 | |
| | 265,900 | | | Celanese Corp. Series A | | | 25,244,546 | |
| | 483,070 | | | Dow Chemical Co. | | | 30,467,225 | |
| | 589,249 | | | International Paper Co. | | | 33,357,386 | |
| | | | | | | | |
| | | | | | | 110,442,274 | |
| | | | | | | | |
| | | | Media - 3.5% | |
| | 2,411,146 | | | Comcast Corp. Class A | | | 93,841,802 | |
| | 1,014,782 | | | Twenty-First Century Fox, Inc. Class A | | | 28,758,922 | |
| | | | | | | | |
| | | | | | | 122,600,724 | |
| | | | | | | | |
| | | | Pharmaceuticals, Biotechnology & Life Sciences - 10.2% | |
| | 1,716,426 | | | AstraZeneca plc ADR | | | 58,512,962 | |
| | 1,242,556 | | | Bristol-Myers Squibb Co. | | | 69,235,220 | |
| | 491,495 | | | Eli Lilly & Co. | | | 40,450,039 | |
| | 458,595 | | | Johnson & Johnson | | | 60,667,533 | |
| | 1,315,428 | | | Merck & Co., Inc. | | | 84,305,781 | |
| | 1,298,109 | | | Pfizer, Inc. | | | 43,603,481 | |
| | | | | | | | |
| | | | | | | 356,775,016 | |
| | | | | | | | |
| | | | Real Estate - 1.0% | |
| | 223,370 | | | American Tower Corp. REIT | | | 29,556,318 | |
| | 50,580 | | | Boston Properties, Inc. REIT | | | 6,222,352 | |
| | | | | | | | |
| | | | | | | 35,778,670 | |
| | | | | | | | |
| | | | Retailing - 1.9% | |
| | 190,090 | | | Expedia, Inc. | | | 28,313,905 | |
| | 229,550 | | | L Brands, Inc. | | | 12,370,450 | |
| | 309,966 | | | Lowe’s Cos., Inc. | | | 24,031,664 | |
| | | | | | | | |
| | | | | | | 64,716,019 | |
| | | | | | | | |
| | | | Semiconductors & Semiconductor Equipment - 3.6% | |
| | 2,412,761 | | | Intel Corp. | | | 81,406,556 | |
| | 553,984 | | | QUALCOMM, Inc. | | | 30,590,996 | |
| | 189,404 | | | Texas Instruments, Inc. | | | 14,570,850 | |
| | | | | | | | |
| | | | | | | 126,568,402 | |
| | | | | | | | |
| | | | Software & Services - 8.4% | |
| | 331,144 | | | Accenture plc Class A | | | 40,955,890 | |
| | 91,600 | | | Alphabet, Inc. Class A* | | | 85,158,688 | |
| | 850,770 | | | eBay, Inc.* | | | 29,708,889 | |
| | 102,917 | | | IBM Corp. | | | 15,831,722 | |
| | 1,774,598 | | | Microsoft Corp. | | | 122,323,040 | |
| | | | | | | | |
| | | | | | | 293,978,229 | |
| | | | | | | | |
| | | | Technology Hardware & Equipment - 4.0% | |
| | 476,610 | | | Apple, Inc. | | | 68,641,372 | |
| | 1,244,658 | | | Cisco Systems, Inc. | | | 38,957,796 | |
| | 349,410 | | | Motorola Solutions, Inc. | | | 30,307,823 | |
| | | | | | | | |
| | | | | | | 137,906,991 | |
| | | | | | | | |
| | | | Telecommunication Services - 1.7% | |
| | 1,314,025 | | | BCE, Inc. | | | 59,183,686 | |
| | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Dividend and Growth HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| COMMON STOCKS - 98.1% - (continued) | | | |
| | | | Transportation - 4.0% | |
| | 240,594 | | | Canadian National Railway Co. | | $ | 19,500,144 | |
| | 38,255 | | | Canadian Pacific Railway Ltd. | | | 6,151,787 | |
| | 384,097 | | | Delta Air Lines, Inc. | | | 20,641,373 | |
| | 123,813 | | | FedEx Corp. | | | 26,908,279 | |
| | 594,780 | | | United Parcel Service, Inc. Class B | | | 65,776,720 | |
| | | | | | | | |
| | | | | | | 138,978,303 | |
| | | | | | | | |
| | | | Utilities - 5.0% | |
| | 561,856 | | | Dominion Energy, Inc. | | | 43,055,025 | |
| | 521,246 | | | Edison International | | | 40,756,225 | |
| | 811,712 | | | Exelon Corp. | | | 29,278,452 | |
| | 431,658 | | | NextEra Energy, Inc. | | | 60,488,235 | |
| | | | | | | | |
| | | | | | | 173,577,937 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks
(cost $2,376,458,695) | | $ | 3,416,936,031 | |
| | | | | | | | |
| | |
| | | | Total Long-Term Investments
(cost $2,376,458,695) | | $ | 3,416,936,031 | |
| | | | | | | | |
|
| SHORT-TERM INVESTMENTS - 1.6% | |
| | | | Other Investment Pools & Funds - 1.6% | |
| | 55,169,584 | | | Fidelity Institutional Government Fund, Institutional Class | | $ | 55,169,584 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments
(cost $55,169,584) | | $ | 55,169,584 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | |
| | | | Total Investments
(cost $2,431,628,279)^ | | | 99.7 | % | | $ | 3,472,105,615 | |
| | | | Other Assets and Liabilities | | | 0.3 | % | | | 11,748,122 | |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 3,483,853,737 | |
| | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Dividend and Growth HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
| | Other than the industry classifications “Other Investment Pools & Funds,” 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 shown in this report as these classifications are used for financial reporting purposes. |
| ^ | Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of: |
| | | | |
Unrealized Appreciation | | $ | 1,082,326,784 | |
Unrealized Depreciation | | | (41,849,448 | ) |
| | | | |
Net Unrealized Appreciation | | $ | 1,040,477,336 | |
| | | | |
| † | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
| | |
| GLOSSARY: (abbreviations used in preceding Schedule of Investments) |
|
| Other Abbreviations: |
ADR | | American Depositary Receipt |
REIT | | Real Estate Investment Trust |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Dividend and Growth HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2017 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
| | | Total | | | Level 1(1) | | | Level 2(1) | | | Level 3(1) | |
Assets | |
Common Stocks | |
Automobiles & Components | | $ | 36,430,007 | | | $ | 36,430,007 | | | $ | — | | | $ | — | |
Banks | | | 421,464,538 | | | | 421,464,538 | | | | — | | | | — | |
Capital Goods | | | 206,904,771 | | | | 206,904,771 | | | | — | | | | — | |
Commercial & Professional Services | | | 16,396,954 | | | | 16,396,954 | | | | — | | | | — | |
Consumer Services | | | 19,097,301 | | | | 19,097,301 | | | | — | | | | — | |
Diversified Financials | | | 126,722,012 | | | | 126,722,012 | | | | — | | | | — | |
Energy | | | 309,825,347 | | | | 309,825,347 | | | | — | | | | — | |
Food & Staples Retailing | | | 70,335,749 | | | | 70,335,749 | | | | — | | | | — | |
Food, Beverage & Tobacco | | | 103,974,855 | | | | 103,974,855 | | | | — | | | | — | |
Health Care Equipment & Services | | | 175,842,273 | | | | 175,842,273 | | | | — | | | | — | |
Household & Personal Products | | | 31,867,300 | | | | 31,867,300 | | | | — | | | | — | |
Insurance | | | 277,568,673 | | | | 277,568,673 | | | | — | | | | — | |
Materials | | | 110,442,274 | | | | 110,442,274 | | | | — | | | | — | |
Media | | | 122,600,724 | | | | 122,600,724 | | | | — | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 356,775,016 | | | | 356,775,016 | | | | — | | | | — | |
Real Estate | | | 35,778,670 | | | | 35,778,670 | | | | — | | | | — | |
Retailing | | | 64,716,019 | | | | 64,716,019 | | | | — | | | | — | |
Semiconductors & Semiconductor Equipment | | | 126,568,402 | | | | 126,568,402 | | | | — | | | | — | |
Software & Services | | | 293,978,229 | | | | 293,978,229 | | | | — | | | | — | |
Technology Hardware & Equipment | | | 137,906,991 | | | | 137,906,991 | | | | — | | | | — | |
Telecommunication Services | | | 59,183,686 | | | | 59,183,686 | | | | — | | | | — | |
Transportation | | | 138,978,303 | | | | 138,978,303 | | | | — | | | | — | |
Utilities | | | 173,577,937 | | | | 173,577,937 | | | | — | | | | — | |
Short-Term Investments | | | 55,169,584 | | | | 55,169,584 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 3,472,105,615 | | | $ | 3,472,105,615 | | | $ | — | | | $ | — | |
| | | | | | | | | | | | | | | | |
| (1) | For the six-month period ended June 30, 2017, there were no transfers between any levels. |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Global Growth HLS Fund |
Schedule of Investments
June 30, 2017 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| COMMON STOCKS - 98.4% | | | |
| | | | Banks - 4.3% | |
| | 320,521 | | | Banco Santander S.A. | | $ | 2,128,219 | |
| | 280,876 | | | Bank of America Corp. | | | 6,814,052 | |
| | 53,923 | | | BNP Paribas S.A. | | | 3,882,062 | |
| | 38,638 | | | HDFC Bank Ltd. ADR | | | 3,360,347 | |
| | 18,925 | | | PNC Financial Services Group, Inc. | | | 2,363,165 | |
| | 113,244 | | | UniCredit S.p.A.* | | | 2,121,199 | |
| | | | | | | | |
| | | | | | | 20,669,044 | |
| | | | | | | | |
| | | | Capital Goods - 6.7% | |
| | 119,359 | | | ABB Ltd. | | | 2,962,622 | |
| | 34,215 | | | Airbus SE | | | 2,823,609 | |
| | 61,347 | | | Allison Transmission Holdings, Inc. | | | 2,301,126 | |
| | 135,254 | | | Assa Abloy AB Class B | | | 2,981,196 | |
| | 80,790 | | | Atlas Copco AB Class A | | | 3,106,517 | |
| | 68,863 | | | Fastenal Co. | | | 2,997,606 | |
| | 45,419 | | | Fortune Brands Home & Security, Inc. | | | 2,963,136 | |
| | 114,700 | | | Komatsu Ltd. | | | 2,944,054 | |
| | 12,886 | | | Lockheed Martin Corp. | | | 3,577,282 | |
| | 25,200 | | | Nidec Corp. | | | 2,589,046 | |
| | 9,722 | | | SMC Corp. | | | 2,971,940 | |
| | | | | | | | |
| | | | | | | 32,218,134 | |
| | | | | | | | |
| | | | Commercial & Professional Services - 1.4% | |
| | 141,100 | | | Edenred | | | 3,680,612 | |
| | 70,341 | | | IHS Markit Ltd.* | | | 3,097,818 | |
| | | | | | | | |
| | | | | | | 6,778,430 | |
| | | | | | | | |
| | | | Consumer Durables & Apparel - 1.3% | |
| | 1,067 | | | NVR, Inc.* | | | 2,572,121 | |
| | 97,100 | | | Sony Corp. | | | 3,703,757 | |
| | | | | | | | |
| | | | | | | 6,275,878 | |
| | | | | | | | |
| | | | Consumer Services - 3.2% | |
| | 190,739 | | | Compass Group plc | | | 4,026,039 | |
| | 70,821 | | | MGM Resorts International | | | 2,215,989 | |
| | 48,771 | | | New Oriental Education & Technology Group, Inc. ADR* | | | 3,437,868 | |
| | 655,662 | | | Sands China Ltd. | | | 3,001,316 | |
| | 26,278 | | | Wyndham Worldwide Corp. | | | 2,638,574 | |
| | | | | | | | |
| | | | | | | 15,319,786 | |
| | | | | | | | |
| | | | Diversified Financials - 4.3% | |
| | 39,564 | | | American Express Co. | | | 3,332,871 | |
| | 184,388 | | | Deutsche Bank AG | | | 3,278,379 | |
| | 46,301 | | | Intercontinental Exchange, Inc. | | | 3,052,162 | |
| | 102,086 | | | Julius Baer Group Ltd.* | | | 5,393,840 | |
| | 4,459 | | | Partners Group Holding AG | | | 2,768,640 | |
| | 68,325 | | | TD Ameritrade Holding Corp. | | | 2,937,292 | |
| | | | | | | | |
| | | | | | | 20,763,184 | |
| | | | | | | | |
| | | | Energy - 1.7% | |
| | 48,449 | | | Baker Hughes, Inc. | | | 2,640,955 | |
| | 168,262 | | | Galp Energia SGPS S.A. | | | 2,549,802 | |
| | 18,061 | | | Pioneer Natural Resources Co. | | | 2,882,174 | |
| | | | | | | | |
| | | | | | | 8,072,931 | |
| | | | | | | | |
| | | | Food & Staples Retailing - 0.5% | |
| | 16,221 | | | Costco Wholesale Corp. | | | 2,594,224 | |
| | | | | | | | |
| | | | Food, Beverage & Tobacco - 3.6% | |
| | 116,347 | | | British American Tobacco plc | | | 7,928,219 | |
| | 445,037 | | | Davide Campari-Milano S.p.A. | | | 3,146,268 | |
| | 75,549 | | | Monster Beverage Corp.* | | | 3,753,274 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| COMMON STOCKS - 98.4% - (continued) | | | |
| | | | Food, Beverage & Tobacco - 3.6% - (continued) | |
| | 21,869 | | | Philip Morris International, Inc. | | $ | 2,568,514 | |
| | | | | | | | |
| | | | | | | 17,396,275 | |
| | | | | | | | |
| | | | Health Care Equipment & Services - 8.9% | |
| | 75,282 | | | Abbott Laboratories | | | 3,659,458 | |
| | 19,942 | | | Aetna, Inc. | | | 3,027,794 | |
| | 26,186 | | | Align Technology, Inc.* | | | 3,931,042 | |
| | 239,336 | | | Boston Scientific Corp.* | | | 6,634,394 | |
| | 17,617 | | | Cigna Corp. | | | 2,948,910 | |
| | 30,148 | | | Edwards Lifesciences Corp.* | | | 3,564,699 | |
| | 41,294 | | | HCA Healthcare, Inc.* | | | 3,600,837 | |
| | 56,802 | | | Hologic, Inc.* | | | 2,577,675 | |
| | 18,182 | | | McKesson Corp. | | | 2,991,666 | |
| | 23,746 | | | Stryker Corp. | | | 3,295,470 | |
| | 34,044 | | | UnitedHealth Group, Inc. | | | 6,312,438 | |
| | | | | | | | |
| | | | | | | 42,544,383 | |
| | | | | | | | |
| | | | Household & Personal Products - 2.0% | |
| | 25,795 | | | Estee Lauder Cos., Inc. Class A | | | 2,475,804 | |
| | 28,740 | | | Reckitt Benckiser Group plc | | | 2,913,462 | |
| | 79,108 | | | Unilever N.V. | | | 4,366,900 | |
| | | | | | | | |
| | | | | | | 9,756,166 | |
| | | | | | | | |
| | | | Insurance - 2.9% | |
| | 511,200 | | | AIA Group Ltd. | | | 3,740,123 | |
| | 27,530 | | | Allstate Corp. | | | 2,434,753 | |
| | 58,051 | | | Assured Guaranty Ltd. | | | 2,423,049 | |
| | 166,800 | | | Manulife Financial Corp. | | | 3,126,857 | |
| | 54,701 | | | XL Group Ltd. | | | 2,395,904 | |
| | | | | | | | |
| | | | | | | 14,120,686 | |
| | | | | | | | |
| | | | Materials - 2.0% | |
| | 165,144 | | | BHP Billiton plc | | | 2,530,121 | |
| | 225,049 | | | First Quantum Minerals Ltd. | | | 1,903,754 | |
| | 28,910 | | | HeidelbergCement AG | | | 2,802,500 | |
| | 145,783 | | | James Hardie Industries plc | | | 2,297,520 | |
| | | | | | | | |
| | | | | | | 9,533,895 | |
| | | | | | | | |
| | | | Media - 1.7% | |
| | 57,556 | | | Comcast Corp. Class A | | | 2,240,079 | |
| | 80,752 | | | Twenty-First Century Fox, Inc. Class A | | | 2,288,512 | |
| | 104,194 | | | Viacom, Inc. Class B | | | 3,497,793 | |
| | | | | | | | |
| | | | | | | 8,026,384 | |
| | | | | | | | |
| | | | Pharmaceuticals, Biotechnology & Life Sciences - 7.0% | |
| | 11,290 | | | Allergan plc | | | 2,744,486 | |
| | 133,818 | | | Bristol-Myers Squibb Co. | | | 7,456,339 | |
| | 49,224 | | | Celgene Corp.* | | | 6,392,721 | |
| | 46,800 | | | Eisai Co., Ltd. | | | 2,589,328 | |
| | 39,553 | | | ICON plc* | | | 3,867,888 | |
| | 19,914 | | | Incyte Corp.* | | | 2,507,372 | |
| | 4,265 | | | Regeneron Pharmaceuticals, Inc.* | | | 2,094,712 | |
| | 11,054 | | | Roche Holding AG | | | 2,824,461 | |
| | 22,709 | | | Vertex Pharmaceuticals, Inc.* | | | 2,926,509 | |
| | | | | | | | |
| | | | | | | 33,403,816 | |
| | | | | | | | |
| | | | Real Estate - 1.4% | |
| | 50,133 | | | American Tower Corp. REIT | | | 6,633,599 | |
| | | | | | | | |
| | | | Retailing - 9.1% | |
| | 12,842 | | | Amazon.com, Inc.* | | | 12,431,056 | |
| | 36,321 | | | Home Depot, Inc. | | | 5,571,641 | |
| | 65,158 | | | Industria de Diseno Textil S.A. | | | 2,502,391 | |
| | 34,163 | | | Lowe’s Cos., Inc. | | | 2,648,657 | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Global Growth HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| COMMON STOCKS - 98.4% - (continued) | | | |
| | | | Retailing - 9.1% - (continued) | |
| | 22,591 | | | Netflix, Inc.* | | $ | 3,375,321 | |
| | 3,977 | | | Priceline Group, Inc.* | | | 7,439,058 | |
| | 49,775 | | | Ross Stores, Inc. | | | 2,873,511 | |
| | 40,124 | | | TJX Cos., Inc. | | | 2,895,749 | |
| | 78,913 | | | Zalando SE*(1) | | | 3,608,453 | |
| | | | | | | | |
| | | | | | | 43,345,837 | |
| | | | | | | | |
| | | | Semiconductors & Semiconductor Equipment - 5.0% | |
| | 162,200 | | | Advanced Micro Devices, Inc.* | | | 2,024,256 | |
| | 33,157 | | | Analog Devices, Inc. | | | 2,579,615 | |
| | 67,353 | | | Applied Materials, Inc. | | | 2,782,352 | |
| | 21,812 | | | ASML Holding N.V. | | | 2,843,252 | |
| | 15,961 | | | Broadcom Ltd. | | | 3,719,711 | |
| | 148,630 | | | Infineon Technologies AG | | | 3,156,984 | |
| | 25,900 | | | NVIDIA Corp. | | | 3,744,104 | |
| | 417,000 | | | Taiwan Semiconductor Manufacturing Co., Ltd. | | | 2,849,033 | |
| | | | | | | | |
| | | | | | | 23,699,307 | |
| | | | | | | | |
| | | | Software & Services - 25.2% | |
| | 65,659 | | | Adobe Systems, Inc.* | | | 9,286,809 | |
| | 43,389 | | | Alibaba Group Holding Ltd. ADR* | | | 6,113,510 | |
| | 18,295 | | | Alphabet, Inc. Class C* | | | 16,625,216 | |
| | 31,415 | | | Autodesk, Inc.* | | | 3,167,260 | |
| | 38,066 | | | Automatic Data Processing, Inc. | | | 3,900,243 | |
| | 3,421 | | | Dropbox, Inc. Class B*(1)(2)(3) | | | 38,589 | |
| | 95,922 | | | eBay, Inc.* | | | 3,349,596 | |
| | 32,546 | | | Electronic Arts, Inc.* | | | 3,440,763 | |
| | 89,965 | | | Facebook, Inc. Class A* | | | 13,582,916 | |
| | 21,330 | | | Gartner, Inc. Class A* | | | 2,634,468 | |
| | 31,497 | | | Global Payments, Inc. | | | 2,844,809 | |
| | 22,520 | | | Intuit, Inc. | | | 2,990,881 | |
| | 341,794 | | | Just Eat plc* | | | 2,917,475 | |
| | 57,490 | | | Mastercard, Inc. Class A | | | 6,982,161 | |
| | 79,439 | | | Microsoft Corp. | | | 5,475,730 | |
| | 10,212 | | | NetEase, Inc. ADR | | | 3,070,034 | |
| | 12,700 | | | Nintendo Co., Ltd. | | | 4,251,850 | |
| | 66,572 | | | PayPal Holdings, Inc.* | | | 3,572,919 | |
| | 43,373 | | | Salesforce.com, Inc.* | | | 3,756,102 | |
| | 41,541 | | | ServiceNow, Inc.* | | | 4,403,346 | |
| | 195,700 | | | Tencent Holdings Ltd. | | | 7,020,725 | |
| | 37,524 | | | Vantiv, Inc. Class A* | | | 2,376,770 | |
| | 50,640 | | | Visa, Inc. Class A | | | 4,749,019 | |
| | 122,725 | | | Yandex N.V. Class A* | | | 3,220,304 | |
| | 12,735 | | | Zillow Group, Inc. Class C* | | | 624,142 | |
| | | | | | | | |
| | | | | | | 120,395,637 | |
| | | | | | | | |
| | | | Technology Hardware & Equipment - 5.1% | |
| | 106,300 | | | Alps Electric Co., Ltd. | | | 3,087,836 | |
| | 39,800 | | | Apple, Inc. | | | 5,731,996 | |
| | 224,000 | | | Catcher Technology Co., Ltd. | | | 2,669,728 | |
| | 160,000 | | | Flex Ltd.* | | | 2,609,600 | |
| | 18,000 | | | Largan Precision Co., Ltd. | | | 2,865,862 | |
| | 3,595 | | | Samsung Electronics Co., Ltd. | | | 7,487,739 | |
| | | | | | | | |
| | | | | | | 24,452,761 | |
| | | | | | | | |
| | | | Telecommunication Services - 1.1% | |
| | 42,875 | | | T-Mobile USA, Inc.* | | | 2,599,082 | |
| | 7,251,810 | | | Telekomunikasi Indonesia Persero Tbk PT | | | 2,462,652 | |
| | | | | | | | |
| | | | | | | 5,061,734 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks
(cost $366,306,761) | | $ | 471,062,091 | |
| | | | | | | | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| WARRANTS - 0.0% | | | |
| | | | Diversified Financials - 0.0% | |
| | 1,035 | | | Emergent Capital, Inc. Expires 4/11/19*(3) | | $ | — | |
| | | | | | | | |
| | | | Total Warrants
(cost $—) | | $ | — | |
| | | | | | | | |
| | |
| | | | Total Long-Term Investments
(cost $366,306,761) | | $ | 471,062,091 | |
| | | | | | | | |
| |
| SHORT-TERM INVESTMENTS - 1.5% | | | |
| | | | Other Investment Pools & Funds - 1.5% | |
| | 6,956,210 | | | Fidelity Institutional Government Fund, Institutional Class | | $ | 6,956,210 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments
(cost $6,956,210) | | $ | 6,956,210 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | |
| | | | Total Investments
(cost $373,262,971)^ | | | 99.9 | % | | $ | 478,018,301 | |
| | | | Other Assets and Liabilities | | | 0.1 | % | | | 503,630 | |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 478,521,931 | |
| | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Global Growth HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
| | Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. |
| | Other than the industry classifications “Other Investment Pools & Funds,” 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 shown in this report as these classifications are used for financial reporting purposes. |
| ^ | Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of: |
| | | | |
Unrealized Appreciation | | $ | 107,728,071 | |
Unrealized Depreciation | | | (2,972,741 | ) |
| | | | |
Net Unrealized Appreciation | | $ | 104,755,330 | |
| | | | |
| (1) | Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At June 30, 2017, the aggregate value of these securities was $3,647,042, which represented 0.8% of total net assets. |
| (2) | This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At June 30, 2017, the fair value of this security was $38,589, which represented 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors. |
| (3) | The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time. |
| | | | | | | | | | | | |
Period
Acquired | | | Shares/Par | | | Security | | Cost | |
| | 05/2012 | | | | 3,421 | | | Dropbox, Inc. Class B | | $ | 30,966 | |
| | 04/2014 | | | | 1,035 | | | Emergent Capital, Inc. Warrants | | | — | |
| | | | | | | | | | | | |
| | | | | | | | | | $ | 30,966 | |
| | | | | | | | | | | | |
| | At June 30, 2017, the aggregate value of these securities was $38,589, which represented 0.0% of total net assets. |
| † | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
| | |
| GLOSSARY: (abbreviations used in preceding Schedule of Investments) |
|
| Other Abbreviations: |
ADR | | American Depositary Receipt |
REIT | | Real Estate Investment Trust |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Global Growth HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2017 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
| | | Total | | | Level 1(1) | | | Level 2(1) | | | Level 3(1) | |
Assets | |
Common Stocks | |
Banks | | $ | 20,669,044 | | | $ | 12,537,564 | | | $ | 8,131,480 | | | $ | — | |
Capital Goods | | | 32,218,134 | | | | 11,839,150 | | | | 20,378,984 | | | | — | |
Commercial & Professional Services | | | 6,778,430 | | | | 3,097,818 | | | | 3,680,612 | | | | — | |
Consumer Durables & Apparel | | | 6,275,878 | | | | 2,572,121 | | | | 3,703,757 | | | | — | |
Consumer Services | | | 15,319,786 | | | | 8,292,431 | | | | 7,027,355 | | | | — | |
Diversified Financials | | | 20,763,184 | | | | 9,322,325 | | | | 11,440,859 | | | | — | |
Energy | | | 8,072,931 | | | | 5,523,129 | | | | 2,549,802 | | | | — | |
Food & Staples Retailing | | | 2,594,224 | | | | 2,594,224 | | | | — | | | | — | |
Food, Beverage & Tobacco | | | 17,396,275 | | | | 6,321,788 | | | | 11,074,487 | | | | — | |
Health Care Equipment & Services | | | 42,544,383 | | | | 42,544,383 | | | | — | | | | — | |
Household & Personal Products | | | 9,756,166 | | | | 2,475,804 | | | | 7,280,362 | | | | — | |
Insurance | | | 14,120,686 | | | | 10,380,563 | | | | 3,740,123 | | | | — | |
Materials | | | 9,533,895 | | | | 1,903,754 | | | | 7,630,141 | | | | — | |
Media | | | 8,026,384 | | | | 8,026,384 | | | | — | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 33,403,816 | | | | 27,990,027 | | | | 5,413,789 | | | | — | |
Real Estate | | | 6,633,599 | | | | 6,633,599 | | | | — | | | | — | |
Retailing | | | 43,345,837 | | | | 37,234,993 | | | | 6,110,844 | | | | — | |
Semiconductors & Semiconductor Equipment | | | 23,699,307 | | | | 14,850,038 | | | | 8,849,269 | | | | — | |
Software & Services | | | 120,395,637 | | | | 106,166,998 | | | | 14,190,050 | | | | 38,589 | |
Technology Hardware & Equipment | | | 24,452,761 | | | | 8,341,596 | | | | 16,111,165 | | | | — | |
Telecommunication Services | | | 5,061,734 | | | | 2,599,082 | | | | 2,462,652 | | | | — | |
Warrants | | | — | | | | — | | | | — | | | | — | |
Short-Term Investments | | | 6,956,210 | | | | 6,956,210 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 478,018,301 | | | $ | 338,203,981 | | | $ | 139,775,731 | | | $ | 38,589 | |
| | | | | | | | | | | | | | | | |
| (1) | For the six-month period ended June 30, 2017, there were no transfers between any levels. |
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 June 30, 2017 is not presented.
The accompanying notes are an integral part of these financial statements.
|
| Hartford Growth Opportunities HLS Fund |
Schedule of Investments
June 30, 2017 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| COMMON STOCKS - 92.4% | | | |
| | | | Automobiles & Components - 1.2% | |
| | 48,717 | | | Tesla, Inc.* | | $ | 17,616,554 | |
| | | | | | | | |
| | | | Banks - 5.7% | |
| | 598,589 | | | Bank of America Corp. | | | 14,521,769 | |
| | 275,439 | | | Bank of the Ozarks, Inc. | | | 12,909,826 | |
| | 338,878 | | | Citigroup, Inc. | | | 22,664,161 | |
| | 111,905 | | | PNC Financial Services Group, Inc. | | | 13,973,577 | |
| | 338,301 | | | Wells Fargo & Co. | | | 18,745,258 | |
| | | | | | | | |
| | | | | | | 82,814,591 | |
| | | | | | | | |
| | | | Capital Goods - 6.1% | |
| | 181,064 | | | AMETEK, Inc. | | | 10,967,046 | |
| | 146,039 | | | Deere & Co. | | | 18,048,960 | |
| | 330,463 | | | Fastenal Co. | | | 14,385,054 | |
| | 110,178 | | | IDEX Corp. | | | 12,451,216 | |
| | 137,584 | | | Middleby Corp.* | | | 16,717,832 | |
| | 100,335 | | | Rockwell Automation, Inc. | | | 16,250,257 | |
| | | | | | | | |
| | | | | | | 88,820,365 | |
| | | | | | | | |
| | | | Commercial & Professional Services - 1.2% | |
| | 18,785 | | | Klarna Holding AB*(1)(2)(3) | | | 2,146,985 | |
| | 360,576 | | | TransUnion* | | | 15,616,546 | |
| | | | | | | | |
| | | | | | | 17,763,531 | |
| | | | | | | | |
| | | | Consumer Services - 3.7% | |
| | 306,582 | | | Hilton Worldwide Holdings, Inc. | | | 18,962,097 | |
| | 189,033 | | | Marriott International, Inc. Class A | | | 18,961,900 | |
| | 667,550 | | | Melco Resorts & Entertainment Ltd. ADR | | | 14,986,497 | |
| | | | | | | | |
| | | | | | | 52,910,494 | |
| | | | | | | | |
| | | | Diversified Financials - 4.3% | |
| | 748,602 | | | Deutsche Bank AG | | | 13,317,630 | |
| | 621,393 | | | Double Eagle Acquisition Corp.* | | | 6,611,621 | |
| | 510,427 | | | Ocelot Partners Ltd.*(3) | | | 5,032,810 | |
| | 518,727 | | | TD Ameritrade Holding Corp. | | | 22,300,074 | |
| | 393,846 | | | Voya Financial, Inc. | | | 14,528,979 | |
| | | | | | | | |
| | | | | | | 61,791,114 | |
| | | | | | | | |
| | | | Energy - 0.6% | |
| | 314,511 | | | Newfield Exploration Co.* | | | 8,950,983 | |
| | | | | | | | |
| | | | Food, Beverage & Tobacco - 2.1% | |
| | 596,605 | | | Monster Beverage Corp.* | | | 29,639,336 | |
| | | | | | | | |
| | | | Health Care Equipment & Services - 9.0% | |
| | 315,280 | | | Abbott Laboratories | | | 15,325,761 | |
| | 73,434 | | | Align Technology, Inc.* | | | 11,023,912 | |
| | 160,299 | | | DexCom, Inc.* | | | 11,725,872 | |
| | 165,034 | | | Edwards Lifesciences Corp.* | | | 19,513,620 | |
| | 546,619 | | | Hologic, Inc.* | | | 24,805,570 | |
| | 22,206 | | | Intuitive Surgical, Inc.* | | | 20,770,826 | |
| | 82,549 | | | UnitedHealth Group, Inc. | | | 15,306,236 | |
| | 194,464 | | | Veeva Systems, Inc. Class A* | | | 11,922,588 | |
| | | | | | | | |
| | | | | | | 130,394,385 | |
| | | | | | | | |
| | | | Materials - 3.1% | |
| | 257,595 | | | International Paper Co. | | | 14,582,453 | |
| | 133,825 | | | Packaging Corp. of America | | | 14,906,767 | |
| | 1,150,522 | | | Platform Specialty Products Corp.* | | | 14,588,619 | |
| | | | | | | | |
| | | | | | | 44,077,839 | |
| | | | | | | | |
| | | | Pharmaceuticals, Biotechnology & Life Sciences - 4.9% | |
| | 515,699 | | | Bristol-Myers Squibb Co. | | | 28,734,748 | |
| | 147,438 | | | Celgene Corp.* | | | 19,147,773 | |
| | 140,770 | | | Ionis Pharmaceuticals, Inc.* | | | 7,160,970 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| COMMON STOCKS - 92.4% - (continued) | | | |
| | | | Pharmaceuticals, Biotechnology & Life Sciences - 4.9% -
(continued) | |
| | 26,656 | | | TESARO, Inc.* | | $ | 3,728,108 | |
| | 98,203 | | | Vertex Pharmaceuticals, Inc.* | | | 12,655,421 | |
| | | | | | | | |
| | | | | | | 71,427,020 | |
| | | | | | | | |
| | | | Real Estate - 0.1% | |
| | 29,318 | | | WeWork Companies, Inc. Class A, REIT*(1)(2)(3) | | | 1,518,966 | |
| | | | | | | | |
| | | | Retailing - 9.6% | |
| | 44,342 | | | Amazon.com, Inc.* | | | 42,923,056 | |
| | 43,732 | | | Honest Co.*(1)(2)(3) | | | 1,315,896 | |
| | 41,578 | | | JAND, Inc. Class A*(1)(2)(3) | | | 322,645 | |
| | 137,225 | | | Netflix, Inc.* | | | 20,502,787 | |
| | 17,249 | | | Priceline Group, Inc.* | | | 32,264,600 | |
| | 38,805 | | | Tory Burch LLC*(1)(2)(3) | | | 1,717,899 | |
| | 71,204 | | | Ulta Salon Cosmetics & Fragrance, Inc.* | | | 20,459,757 | |
| | 259,952 | | | Wayfair, Inc. Class A* | | | 19,985,110 | |
| | | | | | | | |
| | | | | | | 139,491,750 | |
| | | | | | | | |
| | | | Semiconductors & Semiconductor Equipment - 5.9% | |
| | 2,136,112 | | | Advanced Micro Devices, Inc.* | | | 26,658,678 | |
| | 236,614 | | | Cavium, Inc.* | | | 14,700,828 | |
| | 276,153 | | | Microchip Technology, Inc. | | | 21,313,488 | |
| | 159,280 | | | NVIDIA Corp. | | | 23,025,517 | |
| | | | | | | | |
| | | | | | | 85,698,511 | |
| | | | | | | | |
| | | | Software & Services - 28.9% | |
| | 165,658 | | | Adobe Systems, Inc.* | | | 23,430,668 | |
| | 163,774 | | | Alibaba Group Holding Ltd. ADR* | | | 23,075,757 | |
| | 394,361 | | | Atlassian Corp. plc Class A* | | | 13,873,620 | |
| | 158,910 | | | Autodesk, Inc.* | | | 16,021,306 | |
| | 1,070,278 | | | Birst, Inc. Escrow*(1)(2)(3) | | | 101,677 | |
| | 314,970 | | | Cadence Design Systems, Inc.* | | | 10,548,345 | |
| | 103,083 | | | CoStar Group, Inc.* | | | 27,172,679 | |
| | 25,800 | | | Delivery Hero AG*(3) | | | 819,195 | |
| | 489,196 | | | Facebook, Inc. Class A* | | | 73,858,812 | |
| | 252,338 | | | Global Payments, Inc. | | | 22,791,168 | |
| | 448,045 | | | GoDaddy, Inc. Class A* | | | 19,006,069 | |
| | 496,755 | | | PayPal Holdings, Inc.* | | | 26,660,841 | |
| | 273,993 | | | Salesforce.com, Inc.* | | | 23,727,794 | |
| | 293,397 | | | ServiceNow, Inc.* | | | 31,100,082 | |
| | 411,400 | | | SS&C Technologies Holdings, Inc. | | | 15,801,874 | |
| | 210,036 | | | Trade Desk, Inc. Class A* | | | 10,524,904 | |
| | 79,873 | | | Ultimate Software Group, Inc.* | | | 16,778,122 | |
| | 210,735 | | | Veracode, Inc.*(1)(2)(3) | | | 857,692 | |
| | 352,140 | | | Workday, Inc. Class A* | | | 34,157,580 | |
| | 582,628 | | | Zillow Group, Inc. Class C* | | | 28,554,598 | |
| | | | | | | | |
| | | | | | | 418,862,783 | |
| | | | | | | | |
| | | | Technology Hardware & Equipment - 2.3% | |
| | 170,257 | | | Arista Networks, Inc.* | | | 25,502,796 | |
| | 71,095 | | | Zebra Technologies Corp. Class A* | | | 7,146,469 | |
| | | | | | | | |
| | | | | | | 32,649,265 | |
| | | | | | | | |
| | | | Transportation - 3.7% | |
| | 410,869 | | | CSX Corp. | | | 22,417,013 | |
| | 174,264 | | | J.B. Hunt Transport Services, Inc. | | | 15,924,244 | |
| | 560,138 | | | Swift Transportation Co.* | | | 14,843,657 | |
| | | | | | | | |
| | | | | | | 53,184,914 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks
(cost $1,135,501,555) | | $ | 1,337,612,401 | |
| | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Growth Opportunities HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| PREFERRED STOCKS - 6.4% | |
| | | | Capital Goods - 0.5% | |
| | 1,458,400 | | | Lithium Technology Corp.*(1)(2)(3) | | $ | 6,519,048 | |
| | | | | | | | |
| | | | Consumer Services - 0.2% | |
| | 874,073 | | | DraftKings, Inc.*(1)(2)(3) | | | 1,590,813 | |
| | 478,403 | | | DraftKings, Inc. Series E*(1)(2)(3) | | | 827,637 | |
| | | | | | | | |
| | | | | | | 2,418,450 | |
| | | | | | | | |
| | | | Real Estate - 1.2% | |
| | 879,569 | | | Redfin Corp. Series G*(1)(2)(3) | | | 4,477,006 | |
| | 145,709 | | | WeWork Companies, Inc. Class D-1*(1)(2)(3) | | | 7,549,183 | |
| | 114,486 | | | WeWork Companies, Inc. Class D-2*(1)(2)(3) | | | 5,931,520 | |
| | | | | | | | |
| | | | | | | 17,957,709 | |
| | | | | | | | |
| | | | Retailing - 0.6% | |
| | 1,605,750 | | | Coupang LLC*(1)(2)(3) | | | 8,076,923 | |
| | 92,843 | | | JAND, Inc. Series D*(1)(2)(3) | | | 874,581 | |
| | | | | | | | |
| | | | | | | 8,951,504 | |
| | | | | | | | |
| | | | Software & Services - 3.9% | |
| | 1,871,878 | | | Essence Group Holdings Corp.*(1)(2)(3) | | | 3,893,506 | |
| | 236,310 | | | ForeScout Technologies, Inc.*(1)(2)(3) | | | 2,908,976 | |
| | 50,806 | | | General Assembly Space, Inc.*(1)(2)(3) | | | 2,490,556 | |
| | 287,204 | | | Lookout, Inc. Series F*(1)(2)(3) | | | 2,309,120 | |
| | 366,944 | | | MarkLogic Corp. Series F*(1)(2)(3) | | | 3,636,415 | |
| | 488,790 | | | Pinterest, Inc. Series G*(1)(2)(3) | | | 3,509,068 | |
| | 759,876 | | | Uber Technologies, Inc.*(1)(2)(3) | | | 31,504,459 | |
| | 1,160,072 | | | Zuora, Inc. Series F*(1)(2)(3) | | | 5,533,544 | |
| | | | | | | | |
| | | | | | | 55,785,644 | |
| | | | | | | | |
| | |
| | | | Total Preferred Stocks
(cost $58,188,809) | | $ | 91,632,355 | |
| | | | | | | | |
|
| CONVERTIBLE PREFERRED STOCKS - 0.2% | |
| | | | Retailing - 0.2% | |
| | 102,040 | | | Honest Co. Series C*(1)(2)(3) | | $ | 3,121,404 | |
| | | | | | | | |
| | |
| | | | Total Convertible Preferred Stocks
(cost $2,760,927) | | $ | 3,121,404 | |
| | | | | | | | |
|
| WARRANTS - 0.0% | |
| | | | Diversified Financials - 0.0% | |
| | 510,427 | | | Ocelot Partners Ltd. Expires 3/8/20* | | $ | 255,213 | |
| | | | | | | | |
| | |
| | | | Total Warrants
(cost $5,104) | | $ | 255,213 | |
| | | | | | | | |
| | |
| | | | Total Long-Term Investments
(cost $1,196,456,395) | | $ | 1,432,621,373 | |
| | | | | | | | |
| |
| SHORT-TERM INVESTMENTS - 0.6% | | | |
| | | | Other Investment Pools & Funds - 0.6% | |
| | 8,649,496 | | | Morgan Stanley Institutional Liquidity Funds, Institutional Class | | $ | 8,649,496 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments
(cost $8,649,496) | | $ | 8,649,496 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | | Total Investments
(cost $1,205,105,891)^ | | | 99.6 | % | | $ | 1,441,270,869 | |
| | | | Other Assets and Liabilities | | | 0.4 | % | | | 6,189,300 | |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 1,447,460,169 | |
| | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Growth Opportunities HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
| | Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. |
| | Other than the industry classifications “Other Investment Pools & Funds,” 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 shown in this report as these classifications are used for financial reporting purposes. |
| ^ | Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of: |
| | | | |
Unrealized Appreciation | | $ | 251,073,485 | |
Unrealized Depreciation | | | (14,908,507 | ) |
| | | | |
Net Unrealized Appreciation | | $ | 236,164,978 | |
| | | | |
| (1) | These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At June 30, 2017, the aggregate fair value of these securities was $102,735,519, which represented 7.1% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors. |
| (2) | The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time. |
| | | | | | | | | | | | |
Period
Acquired | | | Shares/Par | | | Security | | Cost | |
| | 03/2015 | | | | 1,070,278 | | | Birst, Inc. Escrow | | $ | — | |
| | 11/2014 | | | | 1,605,750 | | | Coupang LLC Preferred | | | 4,998,894 | |
| | 12/2014 | | | | 874,073 | | | DraftKings, Inc. Preferred | | | 1,574,452 | |
| | 12/2014 | | | | 478,403 | | | DraftKings, Inc. Series E Preferred | | | 705,896 | |
| | 05/2014 | | | | 1,871,878 | | | Essence Group Holdings Corp. Preferred | | | 2,960,001 | |
| | 11/2015 | | | | 236,310 | | | ForeScout Technologies, Inc. Preferred | | | 2,804,291 | |
| | 07/2015 | | | | 50,806 | | | General Assembly Space, Inc. Preferred | | | 2,490,556 | |
| | 08/2014 | | | | 43,732 | | | Honest Co. | | | 1,183,270 | |
| | 08/2014 | | | | 102,040 | | | Honest Co. Series C Convertible Preferred | | | 2,760,927 | |
| | 04/2015 | | | | 41,578 | | | JAND, Inc. Class A | | | 477,536 | |
| | 04/2015 | | | | 92,843 | | | JAND, Inc. Series D Preferred | | | 1,066,330 | |
| | 08/2015 | | | | 18,785 | | | Klarna Holding AB | | | 2,060,349 | |
| | 08/2013 | | | | 1,458,400 | | | Lithium Technology Corp. Preferred | | | 7,108,241 | |
| | 07/2014 | | | | 287,204 | | | Lookout, Inc. Series F Preferred | | | 3,280,760 | |
| | 04/2015 | | | | 366,944 | | | MarkLogic Corp. Series F Preferred | | | 4,261,761 | |
| | 03/2015 | | | | 488,790 | | | Pinterest, Inc. Series G Preferred | | | 3,509,068 | |
| | 12/2014 | | | | 879,569 | | | Redfin Corp. Series G Preferred | | | 2,900,554 | |
| | 11/2013 | | | | 38,805 | | | Tory Burch LLC | | | 3,041,403 | |
| | 06/2014 | | | | 759,876 | | | Uber Technologies, Inc. Preferred | | | 11,787,994 | |
| | 08/2014 | | | | 210,735 | | | Veracode, Inc. | | | — | |
| | 12/2014 | | | | 29,318 | | | WeWork Companies, Inc. Class A, REIT | | | 488,179 | |
| | 12/2014 | | | | 145,709 | | | WeWork Companies, Inc. Class D-1 Preferred | | | 2,426,224 | |
| | 12/2014 | | | | 114,486 | | | WeWork Companies, Inc. Class D-2 Preferred | | | 1,906,325 | |
| | 01/2015 | | | | 1,160,072 | | | Zuora, Inc. Series F Preferred | | | 4,407,462 | |
| | | | | | | | | | | | |
| | | | | | | | | | $ | 68,200,473 | |
| | | | | | | | | | | | |
| | At June 30, 2017, the aggregate value of these securities was $102,735,519, which represented 7.1% of total net assets. |
| (3) | Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At June 30, 2017, the aggregate value of these securities was $108,587,524, which represented 7.5% of total net assets. |
| † | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Growth Opportunities HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | |
| GLOSSARY: (abbreviations used in preceding Schedule of Investments) |
|
| Other Abbreviations: |
ADR | | American Depositary Receipt |
REIT | | Real Estate Investment Trust |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Growth Opportunities HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2017 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
| | | Total | | | Level 1(1) | | | Level 2(1) | | | Level 3(1) | |
Assets | |
Common Stocks | |
Automobiles & Components | | $ | 17,616,554 | | | $ | 17,616,554 | | | $ | — | | | $ | — | |
Banks | | | 82,814,591 | | | | 82,814,591 | | | | — | | | | — | |
Capital Goods | | | 88,820,365 | | | | 88,820,365 | | | | — | | | | — | |
Commercial & Professional Services | | | 17,763,531 | | | | 15,616,546 | | | | — | | | | 2,146,985 | |
Consumer Services | | | 52,910,494 | | | | 52,910,494 | | | | — | | | | — | |
Diversified Financials | | | 61,791,114 | | | | 61,791,114 | | | | — | | | | — | |
Energy | | | 8,950,983 | | | | 8,950,983 | | | | — | | | | — | |
Food, Beverage & Tobacco | | | 29,639,336 | | | | 29,639,336 | | | | — | | | | — | |
Health Care Equipment & Services | | | 130,394,385 | | | | 130,394,385 | | | | — | | | | — | |
Materials | | | 44,077,839 | | | | 44,077,839 | | | | — | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 71,427,020 | | | | 71,427,020 | | | | — | | | | — | |
Real Estate | | | 1,518,966 | | | | — | | | | — | | | | 1,518,966 | |
Retailing | | | 139,491,750 | | | | 136,135,310 | | | | — | | | | 3,356,440 | |
Semiconductors & Semiconductor Equipment | | | 85,698,511 | | | | 85,698,511 | | | | — | | | | — | |
Software & Services | | | 418,862,783 | | | | 417,903,414 | | | | — | | | | 959,369 | |
Technology Hardware & Equipment | | | 32,649,265 | | | | 32,649,265 | | | | — | | | | — | |
Transportation | | | 53,184,914 | | | | 53,184,914 | | | | — | | | | — | |
Preferred Stocks | | | 91,632,355 | | | | — | | | | — | | | | 91,632,355 | |
Convertible Preferred Stocks | | | 3,121,404 | | | | — | | | | — | | | | 3,121,404 | |
Warrants | | | 255,213 | | | | 255,213 | | | | — | | | | — | |
Short-Term Investments | | | 8,649,496 | | | | 8,649,496 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 1,441,270,869 | | | $ | 1,338,535,350 | | | $ | — | | | $ | 102,735,519 | |
| | | | | | | | | | | | | | | | |
| (1) | For the six-month period ended June 30, 2017, there were no transfers between Level 1 and Level 2, and investments valued at $6,703,603 were transferred from Level 3 to Level 1 due to the expiration of trading restrictions. |
The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the six-month period ended June 30, 2017:
| | | | | | | | | | | | | | | | | | | | |
| | | Common
Stocks | | | Preferred
Stocks | | | Corporate
Bonds | | | Convertible
Preferred
Stocks | | | Total | |
Beginning balance | | $ | 10,774,974 | | | $ | 107,035,352 | | | $ | 705,896 | | | $ | 3,522,420 | | | $ | 122,038,642 | |
Conversions* | | | — | | | | 705,896 | | | | (705,896 | ) | | | — | | | | — | |
Purchases | | | — | | | | — | | | | — | | | | — | | | | — | |
Sales | | | (2,466,485 | ) | | | (10,655,856 | ) | | | — | | | | — | | | | (13,122,341 | ) |
Accrued discounts/(premiums) | | | — | | | | — | | | | — | | | | — | | | | — | |
Total realized gain/(loss) | | | (1,901,582 | ) | | | 1,804,983 | | | | — | | | | — | | | | (96,599 | ) |
Net change in unrealized appreciation/depreciation | | | 2,524,367 | | | | (1,503,931 | ) | | | — | | | | (401,016 | ) | | | 619,420 | |
Transfers into Level 3 | | | — | | | | | | | | — | | | | — | | | | — | |
Transfers out of Level 3 | | | (949,514 | ) | | | (5,754,089 | ) | | | — | | | | — | | | | (6,703,603 | ) |
| | | | | | | | | | | | | | | | | | | | |
Ending balance | | $ | 7,981,760 | | | $ | 91,632,355 | | | $ | — | | | $ | 3,121,404 | | | $ | 102,735,519 | |
| | | | | | | | | | | | | | | | | | | | |
The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at June 30, 2017 was $1,107,176.
| * | Private equity security that was a convertible note is now trading as a preferred stock. |
| Note: | For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period. |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Healthcare HLS Fund |
Schedule of Investments
June 30, 2017 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| COMMON STOCKS - 95.9% | | | |
| | | | Biotechnology - 25.6% | |
| | 200,720 | | | Aduro Biotech, Inc.* | | $ | 2,288,208 | |
| | 35,650 | | | Alder Biopharmaceuticals, Inc.* | | | 408,193 | |
| | 132,462 | | | Alkermes plc* | | | 7,678,822 | |
| | 40,000 | | | Alnylam Pharmaceuticals, Inc.* | | | 3,190,400 | |
| | 54,241 | | | Arena Pharmaceuticals, Inc.* | | | 915,039 | |
| | 12,165 | | | Biogen, Inc.* | | | 3,301,095 | |
| | 4,600 | | | Biohaven Pharmaceutical Holding Co., Ltd.* | | | 115,000 | |
| | 32,465 | | | Bluebird Bio, Inc.* | | | 3,410,448 | |
| | 66,700 | | | Calithera Biosciences, Inc.* | | | 990,495 | |
| | 105,470 | | | Celgene Corp.* | | | 13,697,389 | |
| | 180,655 | | | Coherus Biosciences, Inc.* | | | 2,592,399 | |
| | 186,780 | | | Cytokinetics, Inc.* | | | 2,260,038 | |
| | 22,132 | | | Galapagos N.V.* | | | 1,691,911 | |
| | 19,759 | | | Genmab A/S* | | | 4,213,007 | |
| | 110,160 | | | GlycoMimetics, Inc.* | | | 1,229,386 | |
| | 35,403 | | | Incyte Corp.* | | | 4,457,592 | |
| | 23,418 | | | Innate Pharma S.A.* | | | 292,650 | |
| | 138,403 | | | Ironwood Pharmaceuticals, Inc.* | | | 2,613,049 | |
| | 88,940 | | | Karyopharm Therapeutics, Inc.* | | | 804,907 | |
| | 84,470 | | | Loxo Oncology, Inc.* | | | 6,773,649 | |
| | 45,940 | | | Momenta Pharmaceuticals, Inc.* | | | 776,386 | |
| | 133,984 | | | Portola Pharmaceuticals, Inc.* | | | 7,525,881 | |
| | 10,511 | | | Regeneron Pharmaceuticals, Inc.* | | | 5,162,373 | |
| | 379,495 | | | Rigel Pharmaceuticals, Inc.* | | | 1,036,021 | |
| | 134,505 | | | Syndax Pharmaceuticals, Inc.* | | | 1,879,035 | |
| | 23,756 | | | TESARO, Inc.* | | | 3,322,514 | |
| | 184,894 | | | Trevena, Inc.* | | | 425,256 | |
| | 28,355 | | | Ultragenyx Pharmaceutical, Inc.* | | | 1,761,129 | |
| | 39,590 | | | Vertex Pharmaceuticals, Inc.* | | | 5,101,963 | |
| | | | | | | | |
| | | | | | | 89,914,235 | |
| | | | | | | | |
| | | | Drug Retail - 1.3% | |
| | 57,510 | | | Walgreens Boots Alliance, Inc. | | | 4,503,608 | |
| | | | | | | | |
| | | | Health Care Distributors - 3.1% | |
| | 66,280 | | | Cardinal Health, Inc. | | | 5,164,538 | |
| | 34,535 | | | McKesson Corp. | | | 5,682,389 | |
| | | | | | | | |
| | | | | | | 10,846,927 | |
| | | | | | | | |
| | | | Health Care Equipment - 20.6% | |
| | 189,626 | | | Abbott Laboratories | | | 9,217,720 | |
| | 12,320 | | | ABIOMED, Inc.* | | | 1,765,456 | |
| | 77,750 | | | AtriCure, Inc.* | | | 1,885,438 | |
| | 30,204 | | | Baxter International, Inc. | | | 1,828,550 | |
| | 30,338 | | | Becton Dickinson and Co. | | | 5,919,247 | |
| | 374,690 | | | Boston Scientific Corp.* | | | 10,386,407 | |
| | 143,721 | | | ConforMIS, Inc.* | | | 616,563 | |
| | 15,045 | | | Edwards Lifesciences Corp.* | | | 1,778,921 | |
| | 149,062 | | | Globus Medical, Inc. Class A* | | | 4,941,405 | |
| | 139,365 | | | K2M Group Holdings, Inc.* | | | 3,394,931 | |
| | 207,062 | | | Medtronic plc | | | 18,376,752 | |
| | 65,255 | | | Stryker Corp. | | | 9,056,089 | |
| | 15,330 | | | Teleflex, Inc. | | | 3,184,961 | |
| | | | | | | | |
| | | | | | | 72,352,440 | |
| | | | | | | | |
| | | | Health Care Facilities - 2.7% | |
| | 29,442 | | | Acadia Healthcare Co., Inc.* | | | 1,453,846 | |
| | 160,312 | | | Georgia Healthcare Group plc*(1) | | | 742,800 | |
| | 47,010 | | | HCA Healthcare, Inc.* | | | 4,099,272 | |
| | 26,540 | | | LifePoint Health, Inc.* | | | 1,782,161 | |
| | 11,890 | | | Universal Health Services, Inc. Class B | | | 1,451,531 | |
| | | | | | | | |
| | | | | | | 9,529,610 | |
| | | | | | | | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| COMMON STOCKS - 95.9% - (continued) | | | |
| | | | Health Care Services - 1.3% | |
| | 42,995 | | | Envision Healthcare Corp.* | | $ | 2,694,497 | |
| | 56,212 | | | Teladoc, Inc.* | | | 1,950,556 | |
| | | | | | | | |
| | | | | | | 4,645,053 | |
| | | | | | | | |
| | | | Health Care Supplies - 0.7% | |
| | 26,714 | | | DENTSPLY SIRONA, Inc. | | | 1,732,136 | |
| | 114,771 | | | Endologix, Inc.* | | | 557,787 | |
| | | | | | | | |
| | | | | | | 2,289,923 | |
| | | | | | | | |
| | | | Health Care Technology - 2.0% | |
| | 26,975 | | | athenahealth, Inc.* | | | 3,791,336 | |
| | 50,079 | | | Cerner Corp.* | | | 3,328,751 | |
| | | | | | | | |
| | | | | | | 7,120,087 | |
| | | | | | | | |
| | | | Life Sciences Tools & Services - 3.8% | |
| | 18,050 | | | ICON plc* | | | 1,765,110 | |
| | 8,710 | | | Illumina, Inc.* | | | 1,511,359 | |
| | 32,000 | | | NanoString Technologies, Inc.* | | | 529,280 | |
| | 28,800 | | | Patheon N.V.* | | | 1,004,544 | |
| | 47,695 | | | Thermo Fisher Scientific, Inc. | | | 8,321,347 | |
| | 19,000 | | | Wuxi Biologics Cayman, Inc.*(1) | | | 71,425 | |
| | | | | | | | |
| | | | | | | 13,203,065 | |
| | | | | | | | |
| | | | Managed Health Care - 12.1% | |
| | 39,855 | | | Aetna, Inc. | | | 6,051,185 | |
| | 30,085 | | | Anthem, Inc. | | | 5,659,891 | |
| | 33,916 | | | Cigna Corp. | | | 5,677,199 | |
| | 7,370 | | | Humana, Inc. | | | 1,773,369 | |
| | 109,430 | | | UnitedHealth Group, Inc. | | | 20,290,511 | |
| | 16,170 | | | WellCare Health Plans, Inc.* | | | 2,903,485 | |
| | | | | | | | |
| | | | | | | 42,355,640 | |
| | | | | | | | |
| | | | Pharmaceuticals - 22.7% | |
| | 63,882 | | | Allergan plc | | | 15,529,075 | |
| | 245,190 | | | AstraZeneca plc ADR | | | 8,358,527 | |
| | 244,570 | | | Bristol-Myers Squibb Co. | | | 13,627,440 | |
| | 32,670 | | | Chugai Pharmaceutical Co., Ltd. | | | 1,224,011 | |
| | 24,120 | | | Dermira, Inc.* | | | 702,857 | |
| | 53,290 | | | Eisai Co., Ltd. | | | 2,948,404 | |
| | 119,150 | | | Eli Lilly & Co. | | | 9,806,045 | |
| | 9,300 | | | Galenica AG*(1) | | | 436,438 | |
| | 17,279 | | | Hikma Pharmaceuticals plc | | | 330,919 | |
| | 44,790 | | | Intersect ENT, Inc.* | | | 1,251,880 | |
| | 13,625 | | | Johnson & Johnson | | | 1,802,451 | |
| | 107,500 | | | Medicines Co.* | | | 4,086,075 | |
| | 158,445 | | | MediWound Ltd.* | | | 1,077,426 | |
| | 130,465 | | | Mylan N.V.* | | | 5,064,651 | |
| | 98,300 | | | MyoKardia, Inc.* | | | 1,287,730 | |
| | 137,499 | | | Nabriva Therapeutics plc* | | | 1,544,114 | |
| | 102,420 | | | Ono Pharmaceutical Co., Ltd. | | | 2,233,922 | |
| | 65,499 | | | Revance Therapeutics, Inc.* | | | 1,729,174 | |
| | 41,170 | | | Shionogi & Co., Ltd. | | | 2,295,552 | |
| | 905,820 | | | Sino Biopharmaceutical Ltd. | | | 800,947 | |
| | 19,510 | | | Takeda Pharmaceutical Co., Ltd. | | | 990,502 | |
| | 39,417 | | | UCB S.A. | | | 2,710,954 | |
| | | | | | | | |
| | | | | | | 79,839,094 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks
(cost $267,285,537) | | $ | 336,599,682 | |
| | | | | | | | |
| | |
| | | | Total Long-Term Investments
(cost $267,285,537) | | $ | 336,599,682 | |
| | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Healthcare HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| SHORT-TERM INVESTMENTS - 4.4% | |
| | | | Other Investment Pools & Funds - 4.4% | |
| | 15,503,688 | | | Fidelity Institutional Government Fund, Institutional Class | | $ | 15,503,688 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments
(cost $15,503,688) | | $ | 15,503,688 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | |
| | | | Total Investments
(cost $282,789,225)^ | | | 100.3 | % | | $ | 352,103,370 | |
| | | | Other Assets and Liabilities | | | (0.3 | )% | | | (1,104,770 | ) |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 350,998,600 | |
| | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Healthcare HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
| | Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. |
| | Other than the industry classifications “Other Investment Pools & Funds,” 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 shown in this report as these classifications are used for financial reporting purposes. |
| ^ | Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of: |
| | | | |
Unrealized Appreciation | | $ | 82,280,789 | |
Unrealized Depreciation | | | (12,966,644 | ) |
| | | | |
Net Unrealized Appreciation | | $ | 69,314,145 | |
| | | | |
| (1) | Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At June 30, 2017, the aggregate value of these securities was $1,250,663, which represented 0.4% of total net assets. |
| † | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
| | |
| GLOSSARY: (abbreviations used in preceding Schedule of Investments) |
|
| Other Abbreviations: |
ADR | | American Depositary Receipt |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Healthcare HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2017 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
| | | Total | | | Level 1(1) | | | Level 2(1) | | | Level 3(1) | |
Assets | |
Common Stocks | |
Biotechnology | | $ | 89,914,235 | | | $ | 83,716,667 | | | $ | 6,197,568 | | | $ | — | |
Drug Retail | | | 4,503,608 | | | | 4,503,608 | | | | — | | | | — | |
Health Care Distributors | | | 10,846,927 | | | | 10,846,927 | | | | — | | | | — | |
Health Care Equipment | | | 72,352,440 | | | | 72,352,440 | | | | — | | | | — | |
Health Care Facilities | | | 9,529,610 | | | | 9,529,610 | | | | — | | | | — | |
Health Care Services | | | 4,645,053 | | | | 4,645,053 | | | | — | | | | — | |
Health Care Supplies | | | 2,289,923 | | | | 2,289,923 | | | | — | | | | — | |
Health Care Technology | | | 7,120,087 | | | | 7,120,087 | | | | — | | | | — | |
Life Sciences Tools & Services | | | 13,203,065 | | | | 13,203,065 | | | | — | | | | — | |
Managed Health Care | | | 42,355,640 | | | | 42,355,640 | | | | — | | | | — | |
Pharmaceuticals | | | 79,839,094 | | | | 66,303,883 | | | | 13,535,211 | | | | — | |
Short-Term Investments | | | 15,503,688 | | | | 15,503,688 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 352,103,370 | | | $ | 332,370,591 | | | $ | 19,732,779 | | | $ | — | |
| | | | | | | | | | | | | | | | |
| (1) | For the six-month period ended June 30, 2017, there were no transfers between any levels. |
The accompanying notes are an integral part of these financial statements.
|
| Hartford High Yield HLS Fund |
Schedule of Investments
June 30, 2017 (Unaudited)
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 0.0% | |
| | | | | | | Asset-Backed - Finance & Insurance - 0.0% | |
| | $ | | | | 2,490,000 | | | Soundview NIM Trust
8.25%, 12/25/2036(1)(2)(3) | | $ | — | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | Total Asset & Commercial Mortgage Backed Securities
(cost $2,478,958) | | $ | — | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | | |
| CORPORATE BONDS - 90.2% | |
| | | | | | | Biotechnology - 0.1% | |
| | $ | | | | 370,000 | | | Sterigenics-Nordion Topco LLC
(cash) 8.13%, 11/01/2021(1)(4) | | $ | 379,250 | |
| | | | | | | | | | | | |
| | | | | | | Chemicals - 1.9% | |
| | | | | | | | Chemours Co. | | | | |
| | | | | 1,875,000 | | | 6.63%, 05/15/2023 | | | 1,982,812 | |
| | | | | 305,000 | | | 7.00%, 05/15/2025 | | | 332,450 | |
| | | | | 1,360,000 | | | Hexion, Inc.
10.38%, 02/01/2022(1) | | | 1,346,400 | |
| | | | | 2,160,000 | | | Platform Specialty Products Corp.
6.50%, 02/01/2022(1) | | | 2,230,200 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 5,891,862 | |
| | | | | | | | | | | | |
| | | | | | | Coal - 1.1% | |
| | | | | 670,000 | | | Cloud Peak Energy Resources LLC / Cloud Peak Energy Finance Corp.
12.00%, 11/01/2021 | | | 690,100 | |
| | | | | 2,515,000 | | | Foresight Energy LLC / Foresight Energy Finance Corp.
11.50%, 04/01/2023(1) | | | 2,351,525 | |
| | | | | | | | Peabody Energy Corp. | | | | |
| | | | | 205,000 | | | 6.00%, 03/31/2022(1) | | | 203,463 | |
| | | | | 220,000 | | | 6.38%, 03/31/2025(1) | | | 216,700 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 3,461,788 | |
| | | | | | | | | | | | |
| | | | | | | Commercial Banks - 4.2% | |
| | | | | | | | Banco Bilbao Vizcaya Argentaria S.A. | | | | |
| | EUR | | | | 800,000 | | | 7.00%, 02/19/2019(5)(6)(7) | | | 935,528 | |
| | | | | 400,000 | | | 8.88%, 04/14/2021(5)(6)(7) | | | 523,096 | |
| | | | | 1,400,000 | | | Banco de Sabadell S.A.
6.50%, 05/18/2022(5) | | | 1,573,605 | |
| | | | | | | | Barclays plc | | | | |
| | $ | | | | 800,000 | | | 7.88%, 03/15/2022(5)(6)(7) | | | 860,784 | |
| | | | | 590,000 | | | 8.25%, 12/15/2018(5)(7) | | | 625,400 | |
| | | | | 1,080,000 | | | BNP Paribas S.A.
7.63%, 03/30/2021(1)(5)(7) | | | 1,188,000 | |
| | | | | 1,555,000 | | | CIT Group, Inc.
5.38%, 05/15/2020 | | | 1,673,569 | |
| | | | | 690,000 | | | Credit Agricole S.A.
7.88%, 01/23/2024(1)(5)(7) | | | 758,793 | |
| | | | | 1,180,000 | | | Credit Suisse Group AG
6.25%, 12/18/2024(5)(6)(7) | | | 1,253,750 | |
| | | | | 730,000 | | | Intesa Sanpaolo S.p.A.
7.70%, 09/17/2025(1)(5)(7) | | | 758,288 | |
| | | | | | | | Royal Bank of Scotland Group plc | | | | |
| | | | | 780,000 | | | 6.99%, 10/05/2017(1)(5)(7) | | | 883,350 | |
| | | | | 1,000,000 | | | 7.64%, 09/30/2017(5)(7) | | | 960,000 | |
| | | | | 385,000 | | | 8.63%, 08/15/2021(5)(7) | | | 419,650 | |
| | | | | 640,000 | | | Societe Generale S.A.
8.25%, 11/29/2018(5)(6)(7) | | | 678,982 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 13,092,795 | |
| | | | | | | | | | | | |
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| CORPORATE BONDS - 90.2% - (continued) | |
| | | | | | | Commercial Services - 3.4% | |
| | $ | | | | 2,050,000 | | | APX Group, Inc.
7.88%, 12/01/2022 | | $ | 2,224,250 | |
| | | | | 474,000 | | | Avis Budget Car Rental LLC / Avis Budget Finance, Inc.
5.25%, 03/15/2025(1) | | | 446,152 | |
| | | | | 1,870,000 | | | Brand Energy & Infrastructure Services, Inc.
8.50%, 07/15/2025(1) | | | 1,935,450 | |
| | | | | 2,380,000 | | | GW Honos Security Corp.
8.75%, 05/15/2025(1) | | | 2,490,075 | |
| | | | | | | | Herc Rentals, Inc. | | | | |
| | | | | 855,000 | | | 7.50%, 06/01/2022(1) | | | 902,025 | |
| | | | | 782,000 | | | 7.75%, 06/01/2024(1) | | | 825,010 | |
| | | | | 2,105,000 | | | Hertz Corp.
5.50%, 10/15/2024(1) | | | 1,726,100 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 10,549,062 | |
| | | | | | | | | | | | |
| | | | | | | Construction Materials - 2.2% | |
| | | | | 2,380,000 | | | Cemex Finance LLC
6.00%, 04/01/2024(1) | | | 2,528,988 | |
| | | | | 1,650,000 | | | Ply Gem Industries, Inc.
6.50%, 02/01/2022 | | | 1,728,243 | |
| | | | | 2,315,000 | | | Standard Industries, Inc.
5.38%, 11/15/2024(1) | | | 2,439,431 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 6,696,662 | |
| | | | | | | | | | | | |
| | | | | | | Diversified Financial Services - 4.6% | |
| | | | | 665,000 | | | FBM Finance, Inc.
8.25%, 08/15/2021(1) | | | 712,381 | |
| | | | | 710,000 | | | Hexion, Inc.
13.75%, 02/01/2022(1) | | | 624,800 | |
| | | | | 2,760,000 | | | Nationstar Mortgage LLC / Nationstar Capital Corp.
6.50%, 07/01/2021 | | | 2,822,100 | |
| | | | | | | | Navient Corp. | | | | |
| | | | | 417,000 | | | 5.50%, 01/25/2023 | | | 423,776 | |
| | | | | 365,000 | | | 5.63%, 08/01/2033 | | | 304,885 | |
| | | | | 1,641,000 | | | 5.88%, 10/25/2024 | | | 1,670,210 | |
| | | | | 2,070,000 | | | 6.13%, 03/25/2024 | | | 2,132,100 | |
| | | | | 815,000 | | | 6.50%, 06/15/2022 | | | 863,900 | |
| | | | | 917,000 | | | 7.25%, 09/25/2023 | | | 988,067 | |
| | | | | 280,000 | | | OneMain Financial Holdings LLC
6.75%, 12/15/2019(1) | | | 294,000 | |
| | | | | | | | Springleaf Finance Corp. | | | | |
| | | | | 490,000 | | | 5.25%, 12/15/2019 | | | 509,649 | |
| | | | | 675,000 | | | 7.75%, 10/01/2021 | | | 755,156 | |
| | | | | 1,730,000 | | | 8.25%, 12/15/2020 | | | 1,941,925 | |
| | | | | 175,000 | | | Tempo Acquisition LLC / Tempo Acquisition Finance Corp.
6.75%, 06/01/2025(1) | | | 178,938 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 14,221,887 | |
| | | | | | | | | | | | |
| | | | | | | Electric - 0.6% | |
| | | | | | | | Dynegy, Inc. | | | | |
| | | | | 280,000 | | | 7.63%, 11/01/2024 | | | 271,600 | |
| | | | | 1,720,000 | | | 8.00%, 01/15/2025(1) | | | 1,668,400 | |
| | | | | 103,000 | | | GenOn Americas Generation LLC
9.13%, 05/01/2031(3)(8) | | | 91,670 | |
| | | | | 415,000 | | | Texas Competitive Electric Holdings Co. LLC 11.50%, 10/01/2020(1)(2)(3)(9) | | | — | |
| | | | | | | | | | | | |
| | | | | | | | | | | 2,031,670 | |
| | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford High Yield HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| CORPORATE BONDS - 90.2% - (continued) | |
| | | | | | | Entertainment - 2.6% | | | |
| | $ | | | | 400,000 | | | Eldorado Resorts, Inc.
6.00%, 04/01/2025(1) | | $ | 424,000 | |
| | | | | 1,385,000 | | | Jacobs Entertainment, Inc.
7.88%, 02/01/2024(1) | | | 1,502,725 | |
| | | | | 1,590,000 | | | Penn National Gaming, Inc.
5.63%, 01/15/2027(1) | | | 1,619,812 | |
| | | | | 1,225,000 | | | Pinnacle Entertainment, Inc.
5.63%, 05/01/2024(1) | | | 1,274,000 | |
| | | | | 835,000 | | | Rivers Pittsburgh Borrower L.P. / Rivers Pittsburgh Finance Corp.
6.13%, 08/15/2021(1) | | | 847,525 | |
| | | | | | | | Scientific Games International, Inc. | | | | |
| | | | | 1,150,000 | | | 6.63%, 05/15/2021 | | | 1,144,250 | |
| | | | | 770,000 | | | 10.00%, 12/01/2022 | | | 844,113 | |
| | | | | 325,000 | | | WMG Acquisition Corp.
5.00%, 08/01/2023(1) | | | 333,125 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 7,989,550 | |
| | | | | | | | | | | | |
| | | | | | | Environmental Control - 0.4% | |
| | | | | 835,000 | | | Clean Harbors, Inc.
5.13%, 06/01/2021 | | | 852,744 | |
| | | | | 397,000 | | | Tervita Escrow Corp.
7.63%, 12/01/2021(1) | | | 399,977 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 1,252,721 | |
| | | | | | | | | | | | |
| | | | | | | Food - 1.5% | |
| | | | | 2,510,000 | | | Post Holdings, Inc.
5.00%, 08/15/2026(1) | | | 2,503,725 | |
| | | | | 2,045,000 | | | TreeHouse Foods, Inc.
4.88%, 03/15/2022 | | | 2,111,463 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 4,615,188 | |
| | | | | | | | | | | | |
| | | | | | | Healthcare-Products - 2.4% | |
| | | | | | | | Alere, Inc. | | | | |
| | | | | 2,412,000 | | | 6.38%, 07/01/2023(1) | | | 2,589,885 | |
| | | | | 1,850,000 | | | 6.50%, 06/15/2020 | | | 1,877,750 | |
| | | | | 2,895,000 | | | Sterigenics-Nordion Holdings LLC
6.50%, 05/15/2023(1) | | | 2,981,850 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 7,449,485 | |
| | | | | | | | | | | | |
| | | | | | | Healthcare-Services - 6.4% | |
| | | | | | | | Community Health Systems, Inc. | | | | |
| | | | | 280,000 | | | 6.25%, 03/31/2023 | | | 289,058 | |
| | | | | 2,845,000 | | | 6.88%, 02/01/2022 | | | 2,485,819 | |
| | | | | 1,565,000 | | | 7.13%, 07/15/2020 | | | 1,523,919 | |
| | | | | | | | Envision Healthcare Corp. | | | | |
| | | | | 1,040,000 | | | 5.13%, 07/01/2022(1) | | | 1,067,300 | |
| | | | | 1,890,000 | | | 5.63%, 07/15/2022 | | | 1,958,512 | |
| | | | | 1,835,000 | | | HCA Healthcare, Inc.
6.25%, 02/15/2021 | | | 2,004,737 | |
| | | | | | | | HCA, Inc. | | | | |
| | | | | 1,340,000 | | | 5.25%, 06/15/2026 | | | 1,445,190 | |
| | | | | 1,085,000 | | | 5.38%, 02/01/2025 | | | 1,144,458 | |
| | | | | 1,599,000 | | | 7.50%, 11/15/2095 | | | 1,634,977 | |
| | | | | 350,000 | | | MPH Acquisition Holdings LLC
7.13%, 06/01/2024(1) | | | 373,188 | |
| | | | | | | | Tenet Healthcare Corp. | | | | |
| | | | | 3,305,000 | | | 5.00%, 03/01/2019 | | | 3,470,614 | |
| | | | | 500,000 | | | 6.75%, 06/15/2023 | | | 500,000 | |
| | | | | 1,955,000 | | | 8.13%, 04/01/2022 | | | 2,074,744 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 19,972,516 | |
| | | | | | | | | | | | |
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| CORPORATE BONDS - 90.2% - (continued) | |
| | | | | | | Home Builders - 2.5% | |
| | $ | | | | 1,690,000 | | | AV Homes, Inc.
6.63%, 05/15/2022(1) | | $ | 1,742,812 | |
| | | | | | | | Beazer Homes USA, Inc. | | | | |
| | | | | 525,000 | | | 6.75%, 03/15/2025 | | | 547,313 | |
| | | | | 1,120,000 | | | 8.75%, 03/15/2022 | | | 1,248,800 | |
| | | | | 1,880,000 | | | KB Home
8.00%, 03/15/2020 | | | 2,115,000 | |
| | | | | 2,115,000 | | | M/I Homes, Inc.
6.75%, 01/15/2021 | | | 2,215,462 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 7,869,387 | |
| | | | | | | | | | | | |
| | | | | | | Household Products - 0.7% | |
| | | | | 2,400,000 | | | Revlon Consumer Products Corp.
6.25%, 08/01/2024 | | | 2,088,000 | |
| | | | | | | | | | | | |
| | | | | | | Housewares - 0.7% | |
| | | | | 2,025,000 | | | American Greetings Corp.
7.88%, 02/15/2025(1) | | | 2,189,531 | |
| | | | | | | | | | | | |
| | | | | | | Insurance - 1.1% | |
| | | | | | | | Genworth Holdings, Inc. | | | | |
| | | | | 110,000 | | | 4.80%, 02/15/2024 | | | 90,750 | |
| | | | | 770,000 | | | 4.90%, 08/15/2023 | | | 639,100 | |
| | | | | 440,000 | | | 7.20%, 02/15/2021 | | | 421,432 | |
| | | | | 245,000 | | | 7.63%, 09/24/2021 | | | 236,425 | |
| | | | | 145,000 | | | 7.70%, 06/15/2020 | | | 142,202 | |
| | | | | 415,000 | | | MGIC Investment Corp.
5.75%, 08/15/2023 | | | 447,162 | |
| | | | | 1,330,000 | | | USIS Merger Sub, Inc.
6.88%, 05/01/2025(1) | | | 1,353,275 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 3,330,346 | |
| | | | | | | | | | | | |
| | | | | | | Internet - 1.7% | |
| | | | | 2,105,000 | | | Netflix, Inc.
5.88%, 02/15/2025 | | | 2,331,287 | |
| | | | | | | | Zayo Group LLC / Zayo Capital, Inc. | | | | |
| | | | | 2,145,000 | | | 6.00%, 04/01/2023 | | | 2,257,613 | |
| | | | | 605,000 | | | 6.38%, 05/15/2025 | | | 653,019 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 5,241,919 | |
| | | | | | | | | | | | |
| | | | | | | Iron/Steel - 2.0% | |
| | | | | | | | AK Steel Corp. | | | | |
| | | | | 1,015,000 | | | 7.63%, 10/01/2021 | | | 1,055,925 | |
| | | | | 840,000 | | | 8.38%, 04/01/2022 | | | 877,800 | |
| | | | | 650,000 | | | Signode Industrial Group U.S., Inc.
6.38%, 05/01/2022(1) | | | 679,250 | |
| | | | | 1,130,000 | | | Steel Dynamics, Inc.
5.50%, 10/01/2024 | | | 1,200,625 | |
| | | | | | | | United States Steel Corp. | | | | |
| | | | | 191,000 | | | 6.88%, 04/01/2021 | | | 197,207 | |
| | | | | 315,000 | | | 7.50%, 03/15/2022 | | | 322,875 | |
| | | | | 1,645,000 | | | 8.38%, 07/01/2021(1) | | | 1,809,500 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 6,143,182 | |
| | | | | | | | | | | | |
| | | | | | | IT Services - 0.6% | |
| | | | | 1,480,000 | | | Conduent Finance, Inc. / Xerox Business Services LLC
10.50%, 12/15/2024(1) | | | 1,724,200 | |
| | | | | | | | | | | | |
| | | | | | | Lodging - 1.7% | |
| | | | | 920,000 | | | Boyd Gaming Corp.
6.38%, 04/01/2026 | | | 994,750 | |
| | | | | 1,450,000 | | | FelCor Lodging L.P.
6.00%, 06/01/2025 | | | 1,547,875 | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford High Yield HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | �� |
| CORPORATE BONDS - 90.2% - (continued) | |
| | | | | | | Lodging - 1.7% - (continued) | |
| | $ | | | | 1,630,000 | | | Jack Ohio Finance LLC / Jack Ohio Finance Corp.
6.75%, 11/15/2021(1) | | $ | 1,703,350 | |
| | | | | 1,100,000 | | | Sugarhouse HSP Gaming Prop Mezz L.P. / Sugarhouse HSP Gaming Finance Corp.
5.88%, 05/15/2025(1) | | | 1,072,500 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 5,318,475 | |
| | | | | | | | | | | | |
| | | | | | | Machinery - Construction & Mining - 0.5% | |
| | | | | 1,605,000 | | | BlueLine Rental Finance Corp. / BlueLine Rental LLC
9.25%, 03/15/2024(1) | | | 1,669,200 | |
| | | | | | | | | | | | |
| | | | | | | Machinery-Diversified - 0.7% | |
| | | | | 1,935,000 | | | Cloud Crane LLC
10.13%, 08/01/2024(1) | | | 2,123,663 | |
| | | | | | | | | | | | |
| | | | | | | Media - 9.0% | |
| | | | | 635,000 | | | CBS Radio, Inc.
7.25%, 11/01/2024(1) | | | 654,050 | |
| | | | | | | | CCO Holdings LLC / CCO Holdings Capital Corp. | | | | |
| | | | | 120,000 | | | 5.13%, 02/15/2023 | | | 123,825 | |
| | | | | 245,000 | | | 5.13%, 05/01/2023(1) | | | 257,250 | |
| | | | | 95,000 | | | 5.25%, 09/30/2022 | | | 97,793 | |
| | | | | 545,000 | | | 5.75%, 09/01/2023 | | | 568,163 | |
| | | | | 105,000 | | | 5.75%, 01/15/2024 | | | 110,644 | |
| | | | | 1,355,000 | | | 5.75%, 02/15/2026(1) | | | 1,449,850 | |
| | | | | 1,775,000 | | | Cequel Communications Holdings I LLC / Cequel Capital Corp.
5.13%, 12/15/2021(1) | | | 1,807,021 | |
| | | | | 520,000 | | | Clear Channel Worldwide Holdings, Inc.
7.63%, 03/15/2020 | | | 517,400 | |
| | | | | | | | CSC Holdings LLC | | | | |
| | | | | 1,560,000 | | | 5.25%, 06/01/2024 | | | 1,591,356 | |
| | | | | 760,000 | | | 10.13%, 01/15/2023(1) | | | 881,600 | |
| | | | | 750,000 | | | 10.88%, 10/15/2025(1) | | | 902,813 | |
| | | | | | | | DISH DBS Corp. | | | | |
| | | | | 2,170,000 | | | 5.00%, 03/15/2023 | | | 2,224,250 | |
| | | | | 1,095,000 | | | 5.88%, 07/15/2022 | | | 1,177,125 | |
| | | | | 945,000 | | | 6.75%, 06/01/2021 | | | 1,048,950 | |
| | | | | 1,191,000 | | | 7.88%, 09/01/2019 | | | 1,313,077 | |
| | | | | | | | Gray Television, Inc. | | | | |
| | | | | 1,255,000 | | | 5.13%, 10/15/2024(1) | | | 1,267,550 | |
| | | | | 380,000 | | | 5.88%, 07/15/2026(1) | | | 387,600 | |
| | | | | 1,175,000 | | | Liberty Interactive LLC
8.25%, 02/01/2030 | | | 1,263,125 | |
| | | | | 2,370,000 | | | SFR Group S.A.
7.38%, 05/01/2026(1) | | | 2,571,450 | |
| | | | | | | | Sinclair Television Group, Inc. | | | | |
| | | | | 520,000 | | | 5.13%, 02/15/2027(1) | | | 503,100 | |
| | | | | 1,055,000 | | | 5.88%, 03/15/2026(1) | | | 1,078,738 | |
| | | | | | | | TEGNA, Inc. | | | | |
| | | | | 1,515,000 | | | 4.88%, 09/15/2021(1) | | | 1,556,662 | |
| | | | | 2,865,000 | | | 5.13%, 10/15/2019 | | | 2,929,462 | |
| | | | | 1,565,000 | | | Tribune Media Co.
5.88%, 07/15/2022 | | | 1,639,337 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 27,922,191 | |
| | | | | | | | | | | | |
| | | | | | | Metal Fabricate/Hardware - 0.6% | |
| | | | | | | | Novelis Corp. | | | | |
| | | | | 605,000 | | | 5.88%, 09/30/2026(1) | | | 623,150 | |
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| CORPORATE BONDS - 90.2% - (continued) | |
| | | | | | | Metal Fabricate/Hardware - 0.6% - (continued) | |
| | $ | | | | 1,115,000 | | | 6.25%, 08/15/2024(1) | | $ | 1,170,750 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 1,793,900 | |
| | | | | | | | | | | | |
| | | | | | | Mining - 2.3% | |
| | | | | | | | Anglo American Capital plc | | | | |
| | | | | 260,000 | | | 4.13%, 04/15/2021(1) | | | 267,150 | |
| | | | | 1,330,000 | | | 4.88%, 05/14/2025(1) | | | 1,383,200 | |
| | | | | 395,000 | | | 9.38%, 04/08/2019(1) | | | 441,906 | |
| | | | | 1,345,000 | | | Constellium N.V.
7.88%, 04/01/2021(1) | | | 1,439,150 | |
| | | | | 1,290,000 | | | Kaiser Aluminum Corp.
5.88%, 05/15/2024 | | | 1,357,725 | |
| | | | | | | | New Gold, Inc. | | | | |
| | | | | 105,000 | | | 6.25%, 11/15/2022(1) | | | 107,888 | |
| | | | | 870,000 | | | 6.38%, 05/15/2025(1) | | | 896,100 | |
| | | | | 970,000 | | | Teck Resources Ltd.
8.50%, 06/01/2024(1) | | | 1,120,350 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 7,013,469 | |
| | | | | | | | | | | | |
| | | | | | | Miscellaneous Manufacturing - 1.0% | |
| | | | | 2,990,000 | | | Bombardier, Inc.
6.13%, 01/15/2023(1) | | | 2,997,475 | |
| | | | | | | | | | | | |
| | | | | | | Office/Business Equipment - 0.6% | |
| | | | | | | | CDW LLC / CDW Finance Corp. | | | | |
| | | | | 885,000 | | | 5.00%, 09/01/2023 | | | 921,506 | |
| | | | | 970,000 | | | 5.50%, 12/01/2024 | | | 1,049,113 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 1,970,619 | |
| | | | | | | | | | | | |
| | | | | | | Oil & Gas - 12.3% | |
| | | | | 810,000 | | | Antero Resources Corp.
5.63%, 06/01/2023 | | | 820,125 | |
| | | | | 1,720,000 | | | Blue Racer Midstream LLC / Blue Racer Finance Corp.
6.13%, 11/15/2022(1) | | | 1,732,900 | |
| | | | | 2,370,000 | | | California Resources Corp.
8.00%, 12/15/2022(1) | | | 1,499,025 | |
| | | | | 335,000 | | | Chesapeake Energy Corp.
8.00%, 06/15/2027(1) | | | 329,138 | |
| | | | | | | | Concho Resources, Inc. | | | | |
| | | | | 1,910,000 | | | 5.50%, 10/01/2022 | | | 1,960,137 | |
| | | | | 325,000 | | | 5.50%, 04/01/2023 | | | 333,937 | |
| | | | | | | | Continental Resources, Inc. | | | | |
| | | | | 475,000 | | | 3.80%, 06/01/2024 | | | 434,919 | |
| | | | | 265,000 | | | 4.50%, 04/15/2023 | | | 253,075 | |
| | | | | 2,015,000 | | | 4.90%, 06/01/2044 | | | 1,682,525 | |
| | | | | 1,005,000 | | | 5.00%, 09/15/2022 | | | 986,156 | |
| | | | | 2,100,000 | | | Denbury Resources, Inc.
9.00%, 05/15/2021(1) | | | 2,000,250 | |
| | | | | 1,430,000 | | | Energen Corp.
4.63%, 09/01/2021 | | | 1,447,875 | |
| | | | | 1,540,000 | | | Ensco plc
5.75%, 10/01/2044 | | | 1,008,700 | |
| | | | | | | | Laredo Petroleum, Inc. | | | | |
| | | | | 740,000 | | | 5.63%, 01/15/2022 | | | 717,800 | |
| | | | | 1,360,000 | | | 6.25%, 03/15/2023 | | | 1,349,800 | |
| | | | | 670,000 | | | 7.38%, 05/01/2022 | | | 676,700 | |
| | | | | 1,635,000 | | | Matador Resources Co.
6.88%, 04/15/2023 | | | 1,696,312 | |
| | | | | | | | MEG Energy Corp. | | | | |
| | | | | 900,000 | | | 6.38%, 01/30/2023(1) | | | 695,250 | |
| | | | | 1,090,000 | | | 6.50%, 01/15/2025(1) | | | 991,900 | |
| | | | | 1,380,000 | | | 7.00%, 03/31/2024(1) | | | 1,072,950 | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford High Yield HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| CORPORATE BONDS - 90.2% - (continued) | |
| | | | | | | Oil & Gas - 12.3% - (continued) | |
| | | | | | | | Noble Holding International Ltd. | | | | |
| | $ | | | | 1,230,000 | | | 6.20%, 08/01/2040 | | $ | 738,000 | |
| | | | | 1,220,000 | | | 7.75%, 01/15/2024 | | | 965,325 | |
| | | | | 390,000 | | | PDC Energy, Inc.
6.13%, 09/15/2024(1) | | | 395,850 | |
| | | | | | | | QEP Resources, Inc. | | | | |
| | | | | 2,185,000 | | | 5.25%, 05/01/2023 | | | 2,064,825 | |
| | | | | 205,000 | | | 5.38%, 10/01/2022 | | | 197,313 | |
| | | | | 245,000 | | | 6.80%, 03/01/2020 | | | 254,800 | |
| | | | | | | | Rice Energy, Inc. | | | | |
| | | | | 635,000 | | | 6.25%, 05/01/2022 | | | 663,575 | |
| | | | | 515,000 | | | 7.25%, 05/01/2023 | | | 554,912 | |
| | | | | 870,000 | | | Rowan Cos., Inc.
5.85%, 01/15/2044 | | | 645,975 | |
| | | | | 1,140,000 | | | RSP Permian, Inc.
6.63%, 10/01/2022 | | | 1,182,750 | |
| | | | | | | | SM Energy Co. | | | | |
| | | | | 1,755,000 | | | 5.00%, 01/15/2024 | | | 1,553,175 | |
| | | | | 15,000 | | | 5.63%, 06/01/2025 | | | 13,538 | |
| | | | | 240,000 | | | 6.13%, 11/15/2022 | | | 228,000 | |
| | | | | 115,000 | | | 6.50%, 11/15/2021 | | | 111,838 | |
| | | | | 150,000 | | | 6.75%, 09/15/2026 | | | 143,202 | |
| | | | | | | | Transocean, Inc. | | | | |
| | | | | 365,000 | | | 6.80%, 03/15/2038 | | | 266,450 | |
| | | | | 110,000 | | | 7.50%, 04/15/2031 | | | 88,000 | |
| | | | | 435,000 | | | 9.35%, 12/15/2041 | | | 387,150 | |
| | | | | | | | Tullow Oil plc | | | | |
| | | | | 1,015,000 | | | 6.00%, 11/01/2020(1) | | | 964,250 | |
| | | | | 1,755,000 | | | 6.25%, 04/15/2022(1) | | | 1,599,244 | |
| | | | | | | | WPX Energy, Inc. | | | | |
| | | | | 2,000,000 | | | 5.25%, 09/15/2024 | | | 1,900,000 | |
| | | | | 1,420,000 | | | 6.00%, 01/15/2022 | | | 1,405,800 | |
| | | | | 295,000 | | | 8.25%, 08/01/2023 | | | 320,075 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 38,333,521 | |
| | | | | | | | | | | | |
| | | | | | | Oil & Gas Services - 0.3% | | | |
| | | | | | | | Weatherford International Ltd. | | | | |
| | | | | 250,000 | | | 5.95%, 04/15/2042 | | | 195,000 | |
| | | | | 660,000 | | | 6.50%, 08/01/2036 | | | 561,000 | |
| | | | | 250,000 | | | 7.00%, 03/15/2038 | | | 213,750 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 969,750 | |
| | | | | | | | | | | | |
| | | | | | | Packaging & Containers - 3.8% | |
| | | | | 1,700,000 | | | ARD Finance S.A.
(cash) 7.13%, 09/15/2023(4) | | | 1,814,580 | |
| | | | | | | | Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc. | | | | |
| | | | | 2,065,000 | | | 6.00%, 06/30/2021(1) | | | 2,137,275 | |
| | | | | 340,000 | | | 6.00%, 02/15/2025(1) | | | 357,000 | |
| | | | | 305,000 | | | 7.25%, 05/15/2024(1) | | | 333,594 | |
| | | | | 2,060,000 | | | Berry Plastics Corp.
6.00%, 10/15/2022 | | | 2,196,475 | |
| | | | | 1,875,000 | | | Flex Acquisition Co., Inc.
6.88%, 01/15/2025(1) | | | 1,950,000 | |
| | | | | | | | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu | | | | |
| | | | | 2,070,000 | | | 5.13%, 07/15/2023(1) | | | 2,150,212 | |
| | | | | 805,000 | | | 7.00%, 07/15/2024(1) | | | 863,536 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 11,802,672 | |
| | | | | | | | | | | | |
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| CORPORATE BONDS - 90.2% - (continued) | |
| | | | | | | Pharmaceuticals - 3.8% | |
| | | | | | | | Endo Finance LLC | | | | |
| | $ | | | | 736,000 | | | 6.00%, 07/15/2023(1) | | $ | 618,608 | |
| | | | | 3,075,000 | | | 6.00%, 02/01/2025(1) | | | 2,506,125 | |
| | | | | 1,908,000 | | | PRA Holdings, Inc.
9.50%, 10/01/2023(1) | | | 2,117,880 | |
| | | | | | | | Valeant Pharmaceuticals International, Inc. | | | | |
| | | | | 1,320,000 | | | 5.50%, 03/01/2023(1) | | | 1,120,337 | |
| | | | | 4,930,000 | | | 5.88%, 05/15/2023(1) | | | 4,227,475 | |
| | | | | 1,230,000 | | | 6.13%, 04/15/2025(1) | | | 1,040,887 | |
| | | | | 240,000 | | | 7.00%, 03/15/2024(1) | | | 252,300 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 11,883,612 | |
| | | | | | | | | | | | |
| | | | | | | Pipelines - 1.0% | |
| | | | | 1,773,000 | | | Energy Transfer Equity L.P.
7.50%, 10/15/2020 | | | 1,981,328 | |
| | | | | 1,100,000 | | | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp.
6.75%, 03/15/2024 | | | 1,182,500 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 3,163,828 | |
| | | | | | | | | | | | |
| | | | | | | REITS - 0.3% | |
| | | | | 760,000 | | | Equinix, Inc.
5.88%, 01/15/2026 | | | 828,636 | |
| | | | | | | | | | | | |
| | | | | | | Retail - 1.5% | |
| | | | | 1,945,000 | | | CEC Entertainment, Inc.
8.00%, 02/15/2022 | | | 2,027,663 | |
| | | | | 1,280,000 | | | L Brands, Inc.
6.88%, 11/01/2035 | | | 1,235,200 | |
| | | | | 1,440,000 | | | Party City Holdings, Inc.
6.13%, 08/15/2023(1) | | | 1,490,400 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 4,753,263 | |
| | | | | | | | | | | | |
| | | | | | | Semiconductors - 1.9% | |
| | | | | 1,625,000 | | | Entegris, Inc.
6.00%, 04/01/2022(1) | | | 1,700,156 | |
| | | | | 1,865,000 | | | Micron Technology, Inc.
5.50%, 02/01/2025 | | | 1,967,575 | |
| | | | | | | | Sensata Technologies B.V. | | | | |
| | | | | 1,221,000 | | | 5.00%, 10/01/2025(1) | | | 1,276,922 | |
| | | | | 900,000 | | | 5.63%, 11/01/2024(1) | | | 965,250 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 5,909,903 | |
| | | | | | | | | | | | |
| | | | | | | Software - 3.4% | | | |
| | | | | 1,060,000 | | | Camelot Finance S.A.
7.88%, 10/15/2024(1) | | | 1,142,150 | |
| | | | | 980,000 | | | Change Healthcare Holdings LLC / Change Healthcare Finance, Inc.
5.75%, 03/01/2025(1) | | | 999,600 | |
| | | | | | | | First Data Corp. | | | | |
| | | | | 1,425,000 | | | 5.38%, 08/15/2023(1) | | | 1,489,125 | |
| | | | | 2,391,000 | | | 5.75%, 01/15/2024(1) | | | 2,483,651 | |
| | | | | 1,580,000 | | | 7.00%, 12/01/2023(1) | | | 1,686,650 | |
| | | | | 684,000 | | | Infor Software Parent LLC
(cash) 7.13%, 05/01/2021(1)(4) | | | 704,520 | |
| | | | | 2,075,000 | | | Infor U.S., Inc.
6.50%, 05/15/2022 | | | 2,147,625 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 10,653,321 | |
| | | | | | | | | | | | |
| | | | | | | Telecommunications - 4.4% | |
| | | | | | | | Altice Financing S.A. | | | | |
| | | | | 485,000 | | | 6.50%, 01/15/2022(1) | | | 506,825 | |
| | | | | 380,000 | | | 6.63%, 02/15/2023(1) | | | 403,157 | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford High Yield HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| CORPORATE BONDS - 90.2% - (continued) | |
| | | | | | | Telecommunications - 4.4% - (continued) | |
| | $ | | | | 2,840,000 | | | 7.50%, 05/15/2026(1) | | $ | 3,152,400 | |
| | | | | 1,085,000 | | | Frontier Communications Corp.
11.00%, 09/15/2025 | | | 1,006,338 | |
| | | | | | | | Nokia Oyj | | | | |
| | | | | 175,000 | | | 3.38%, 06/12/2022 | | | 176,330 | |
| | | | | 180,000 | | | 4.38%, 06/12/2027 | | | 183,263 | |
| | | | | 800,000 | | | Sprint Capital Corp.
6.88%, 11/15/2028 | | | 889,256 | |
| | | | | | | | Sprint Corp. | | | | |
| | | | | 416,000 | | | 7.13%, 06/15/2024 | | | 462,800 | |
| | | | | 2,495,000 | | | 7.25%, 09/15/2021 | | | 2,772,569 | |
| | | | | 85,000 | | | 7.63%, 02/15/2025 | | | 97,856 | |
| | | | | 3,479,000 | | | 7.88%, 09/15/2023 | | | 4,000,850 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 13,651,644 | |
| | | | | | | | | | | | |
| | | | | | | Transportation - 0.4% | |
| | | | | 1,290,000 | | | Hertz Corp.
7.63%, 06/01/2022(1) | | | 1,286,904 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | Total Corporate Bonds
(cost $271,223,410) | | $ | 280,237,047 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | | |
| SENIOR FLOATING RATE INTERESTS - 1.1%(10) | |
| | | | | | | Healthcare-Products - 0.4% | |
| | | | | 1,190,000 | | | INC Research LLC
0.00%, 06/27/2024(11) | | $ | 1,191,487 | |
| | | | | | | | | | | | |
| | | | | | | Insurance - 0.2% | |
| | | | | 550,000 | | | Asurion LLC
8.73%, 03/03/2021 | | | 552,063 | |
| | | | | | | | | | | | |
| | | | | | | Internet - 0.3% | |
| | | | | 1,266,545 | | | Lands’ End, Inc.
4.48%, 04/04/2021 | | | 1,044,900 | |
| | | | | | | | | | | | |
| | | | | | | Machinery-Diversified - 0.2% | |
| | | | | 821,149 | | | Gardner Denver, Inc.
4.55%, 07/30/2020 | | | 821,954 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | Total Senior Floating Rate Interests
(cost $3,807,518) | | $ | 3,610,404 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | | |
| CONVERTIBLE BONDS - 1.9% | |
| | | | | | | Commercial Services - 0.2% | |
| | | | | 690,000 | | | Cardtronics, Inc.
1.00%, 12/01/2020 | | $ | 661,106 | |
| | | | | | | | | | | | |
| | | | | | | Diversified Financial Services - 0.3% | |
| | | | | 790,000 | | | Blackhawk Network Holdings, Inc.
1.50%, 01/15/2022(1) | | | 880,850 | |
| | | | | | | | | | | | |
| | | | | | | Internet - 0.3% | |
| | | | | 750,000 | | | Priceline Group, Inc.
0.90%, 09/15/2021 | | | 858,750 | |
| | | | | | | | | | | | |
| | | | | | | Media - 0.4% | |
| | | | | 670,000 | | | DISH Network Corp.
3.38%, 08/15/2026(1) | | | 812,375 | |
| | | | | 400,000 | | | Liberty Media Corp-Liberty Formula One
1.00%, 01/30/2023(1) | | | 463,250 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 1,275,625 | |
| | | | | | | | | | | | |
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| CONVERTIBLE BONDS - 1.9% - (continued) | |
| | | | | | | Oil & Gas - 0.2% | |
| | | | | 1,790,000 | | | Cobalt International Energy, Inc.
2.63%, 12/01/2019 | | $ | 465,400 | |
| | | | | 112,000 | | | PDC Energy, Inc.
1.13%, 09/15/2021 | | | 101,640 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 567,040 | |
| | | | | | | | | | | | |
| | | | | | | Semiconductors - 0.4% | |
| | | | | | | | Microchip Technology, Inc. | | | | |
| | | | | 565,000 | | | 1.63%, 02/15/2027(1) | | | 593,956 | |
| | | | | 589,000 | | | 2.25%, 02/15/2037(1) | | | 614,769 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 1,208,725 | |
| | | | | | | | | | | | |
| | | | | | | Software - 0.1% | |
| | | | | 366,000 | | | ServiceNow, Inc.
0.00%, 06/01/2022(1)(12) | | | 372,863 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | Total Convertible Bonds
(cost $7,116,515) | | $ | 5,824,959 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | | |
| COMMON STOCKS - 1.5% | |
| | | | | | | Banks - 0.4% | |
| | | | | 97,807 | | | MGIC Investment Corp.* | | $ | 1,095,438 | |
| | | | | | | | | | | | |
| | | | | | | Energy - 0.6% | |
| | | | | 206,275,142 | | | KCA Deutag*(1)(2)(9) | | | 1,856,270 | |
| | | | | | | | | | | | |
| | | | | | | Pharmaceuticals, Biotechnology & Life Sciences - 0.1% | |
| | | | | 33,000 | | | Endo International plc* | | | 368,610 | |
| | | | | | | | | | | | |
| | | | | | | Utilities - 0.4% | |
| | | | | 4,525,000 | | | TCEH Corp.*(2)(9) | | | 4 | |
| | | | | 82,554 | | | Vistra Energy Corp. | | | 1,386,082 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 1,386,086 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | Total Common Stocks
(cost $5,888,629) | | $ | 4,706,404 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | Total Long-Term Investments
(cost $290,515,030) | | $ | 294,378,814 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | | |
| SHORT-TERM INVESTMENTS - 2.6% | |
| | | | | | | Other Investment Pools & Funds - 2.6% | |
| | | | | 8,114,389 | | | Fidelity Institutional Government Fund, Institutional Class | | $ | 8,114,389 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | Total Short-Term Investments
(cost $8,114,389) | | $ | 8,114,389 | |
| | | | | | | | | | | | |
| | | | | | | | | | | | | | | | |
| | | | |
| | | | | | | | Total Investments
(cost $298,629,419)^ | | | 97.3 | % | | $ | 302,493,203 | |
| | | | | | | | Other Assets and Liabilities | | | 2.7 | % | | | 8,259,858 | |
| | | | | | | | | | | | | | | | |
| | | | | | | | Total Net Assets | | | 100.0 | % | | $ | 310,753,061 | |
| | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford High Yield HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
| | The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types. |
| | Other than the industry classifications “Other Investment Pools & Funds,” 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 shown in this report as these classifications are used for financial reporting purposes. |
| ^ | Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of: |
| | | | |
Unrealized Appreciation | | $ | 13,485,315 | |
Unrealized Depreciation | | | (9,621,531 | ) |
| | | | |
Net Unrealized Appreciation | | $ | 3,863,784 | |
| | | | |
| (1) | Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At June 30, 2017, the aggregate value of these securities was $138,674,944, which represented 44.6% of total net assets. |
| (2) | These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At June 30, 2017, the aggregate fair value of these securities was $1,856,274, which represented 0.6% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors. |
| (3) | Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal. |
| (4) | Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed. |
| (5) | Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first. |
| (6) | These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At June 30, 2017, the aggregate value of these securities was $4,252,140, which represented 1.4% of total net assets. |
| (7) | Variable rate securities; the rate reported is the coupon rate in effect at June 30, 2017. |
| (8) | The issuer is in bankruptcy. However, the investment held by the Fund is current with respect to interest payments. |
| (9) | The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time. |
| | | | | | | | | | | | |
Period
Acquired | | | Shares/Par | | | Security | | Cost Basis | |
| | 03/2011 | | | | 206,275,142 | | | KCA Deutag | | $ | 2,795,441 | |
| | 10/2016 | | | | 4,525,000 | | | TCEH Corp. | | | — | |
| | 10/2016 | | | $ | 415,000 | | | Texas Competitive Electric Holdings Co. LLC | | | — | |
| | | | | | | | | | | | |
| | | | | | | | | | $ | 2,795,441 | |
| | | | | | | | | | | | |
| | At June 30, 2017, the aggregate value of these securities was $1,856,274, which represented 0.6% of total net assets. |
| (10) | Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the average coupon as of June 30, 2017. |
| (11) | Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement. |
| (12) | Security is a zero-coupon bond. |
The accompanying notes are an integral part of these financial statements.
|
| Hartford High Yield HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| OTC Credit Default Swap Contracts Outstanding at June 30, 2017 | |
Reference Entity | | Counter-
party | | | Notional
Amount (a) | | | (Pay)/Receive
Fixed Rate/
Implied Credit
Spread (b) | | | Expiration
Date | | | Upfront
Premiums
Paid | | | Upfront
Premiums
Received | | | Market
Value† | | | Unrealized
Appreciation/
(Depreciation) | |
Credit default swaps on single-name issues: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Sell protection: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Genworth Holdings, Inc. | | | CBK | | | | USD | | | | 1,120,000 | | | | 5.00%/6.42% | | | | 12/20/21 | | | $ | — | | | $ | (79,721 | ) | | $ | (55,046 | ) | | $ | 24,675 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total single-name issues | | | | | | | | | | | | | | | | | | | | | | $ | — | | | $ | (79,721 | ) | | $ | (55,046 | ) | | $ | 24,675 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total OTC contracts | | | | | | | | | | | | | | | | | | | | | | $ | — | | | $ | (79,721 | ) | | $ | (55,046 | ) | | $ | 24,675 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| (a) | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. |
| (b) | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues, U.S. municipal issues or sovereign government issues as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the reference entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. The percentage shown is the implied credit spread on June 30, 2017. For credit default swap agreements on indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Credit spreads are unaudited. |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| Centrally Cleared Credit Default Swap Contracts Outstanding at June 30, 2017 | |
Reference Entity | | Notional
Amount (a) | | | (Pay)/Receive
Fixed Rate | | | Expiration
Date | | | Cost
Basis | | | Market
Value† | | | Unrealized
Appreciation/
(Depreciation) | |
Credit default swaps on indices: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Buy protection: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
CDX.NA.HY.28 | | | USD | | | | 6,030,000 | | | | (5.00 | )% | | | 06/20/22 | | | $ | 401,737 | | | $ | 409,627 | | | $ | 7,890 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | | | | | | | | | | | | | | | | | $ | 401,737 | | | $ | 409,627 | | | $ | 7,890 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| (a) | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. |
| | | | | | | | | | | | | | | | | | | | | | | | |
| Foreign Currency Contracts Outstanding at June 30, 2017 | |
Currency | | Buy/Sell | | | Delivery
Date | | | Counterparty | | | Contract
Amount | | | Market
Value† | | | Unrealized
Appreciation/
(Depreciation) | |
EUR | | | Sell | | | | 07/31/17 | | | | CIB | | | $ | 689,952 | | | $ | 688,736 | | | $ | 1,216 | |
EUR | | | Sell | | | | 07/31/17 | | | | DEUT | | | | 228,009 | | | | 228,816 | | | | (807 | ) |
EUR | | | Sell | | | | 07/31/17 | | | | CIB | | | | 683,559 | | | | 688,736 | | | | (5,177 | ) |
EUR | | | Sell | | | | 07/31/17 | | | | CBK | | | | 1,089,938 | | | | 1,110,901 | | | | (20,963 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Total | | | | | | | | | | | | | | | | | | | | | | $ | (25,731 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
| † | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
The accompanying notes are an integral part of these financial statements.
|
| Hartford High Yield HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | |
| GLOSSARY: (abbreviations used in preceding Schedule of Investments) |
|
| Counterparty Abbreviations: |
CBK | | Citibank NA |
CIB | | Credit Agricole |
DEUT | | Deutsche Bank Securities, Inc. |
|
| Currency Abbreviations: |
EUR | | Euro |
USD | | United States Dollar |
| | |
| Index Abbreviations: |
CDX.NA.HY | | Credit Derivatives North American High Yield |
|
| Other Abbreviations: |
OTC | | Over-the-Counter |
The accompanying notes are an integral part of these financial statements.
|
| Hartford High Yield HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2017 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
| | | Total | | | Level 1(1) | | | Level 2(1) | | | Level 3(1) | |
Assets | | | | | | | | | | | | | | | | |
Asset & Commercial Mortgage Backed Securities | | $ | — | | | $ | — | | | $ | — | | | $ | — | |
Corporate Bonds | | | 280,237,047 | | | | — | | | | 280,237,047 | | | | — | |
Senior Floating Rate Interests | | | 3,610,404 | | | | — | | | | 3,610,404 | | | | — | |
Convertible Bonds | | | 5,824,959 | | | | — | | | | 5,824,959 | | | | — | |
Common Stocks | | | | | | | | | | | | | | | | |
Banks | | | 1,095,438 | | | | 1,095,438 | | | | — | | | | — | |
Energy | | | 1,856,270 | | | | — | | | | — | | | | 1,856,270 | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 368,610 | | | | 368,610 | | | | — | | | | — | |
Utilities | | | 1,386,086 | | | | 1,386,082 | | | | — | | | | 4 | |
Short-Term Investments | | | 8,114,389 | | | | 8,114,389 | | | | — | | | | — | |
Foreign Currency Contracts(2) | | | 1,216 | | | | — | | | | 1,216 | | | | — | |
Swaps - Credit Default(2) | | | 32,565 | | | | — | | | | 32,565 | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 302,526,984 | | | $ | 10,964,519 | | | $ | 289,706,191 | | | $ | 1,856,274 | |
| | | | | | | | | | | | | | | | |
Liabilities | | | | | | | | | | | | | | | | |
Foreign Currency Contracts(2) | | $ | (26,947 | ) | | $ | — | | | $ | (26,947 | ) | | $ | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | (26,947 | ) | | $ | — | | | $ | (26,947 | ) | | $ | — | |
| | | | | | | | | | | | | | | | |
| (1) | For the six-month period ended June 30, 2017, there were no transfers between any levels. |
| (2) | Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments. |
Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the six-month period ended June 30, 2017 is not presented.
The accompanying notes are an integral part of these financial statements.
|
| Hartford International Opportunities HLS Fund |
Schedule of Investments
June 30, 2017 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| COMMON STOCKS - 95.0% | |
| | | | Argentina - 0.2% | |
| | 103,581 | | | YPF S.A. ADR | | $ | 2,268,424 | |
| | | | | | | | |
| | | | Canada - 7.5% | | | |
| | 437,345 | | | Canadian National Railway Co. | | | 35,485,380 | |
| | 176,662 | | | Canadian Natural Resources Ltd. | | | 5,097,696 | |
| | 1,173,790 | | | EnCana Corp. | | | 10,327,686 | |
| | 514,215 | | | Magna International, Inc. | | | 23,819,321 | |
| | 659,735 | | | Manulife Financial Corp. | | | 12,367,488 | |
| | 375,485 | | | TransCanada Corp. | | | 17,899,817 | |
| | | | | | | | |
| | | | | | | 104,997,388 | |
| | | | | | | | |
| | | | China - 8.2% | |
| | 448,400 | | | AAC Technologies Holdings, Inc. | | | 5,601,034 | |
| | 227,341 | | | Alibaba Group Holding Ltd. ADR* | | | 32,032,347 | |
| | 12,612,000 | | | China Construction Bank Corp. Class H | | | 9,807,666 | |
| | 242,685 | | | Ctrip.com International Ltd. ADR* | | | 13,071,014 | |
| | 44,858 | | | NetEase, Inc. ADR | | | 13,485,660 | |
| | 183,404 | | | New Oriental Education & Technology Group, Inc. ADR* | | | 12,928,148 | |
| | 603,480 | | | Tencent Holdings Ltd. | | | 21,649,806 | |
| | 91,070 | | | Weibo Corp. ADR* | | | 6,053,423 | |
| | | | | | | | |
| | | | | | | 114,629,098 | |
| | | | | | | | |
| | | | Denmark - 0.7% | |
| | 47,436 | | | Genmab A/S* | | | 10,114,288 | |
| | | | | | | | |
| | | | France - 12.9% | |
| | 254,461 | | | Airbus SE | | | 20,999,515 | |
| | 1,011,869 | | | AXA S.A. | | | 27,708,356 | |
| | 370,143 | | | BNP Paribas S.A. | | | 26,647,593 | |
| | 128,010 | | | Capgemini SE | | | 13,223,744 | |
| | 337,817 | | | Cie de Saint-Gobain | | | 18,041,125 | |
| | 123,390 | | | Cie Generale des Etablissements Michelin | | | 16,422,459 | |
| | 125,551 | | | Essilor International S.A. | | | 15,971,681 | |
| | 130,216 | | | Schneider Electric SE* | | | 10,007,030 | |
| | 288,060 | | | Total S.A. | | | 14,301,307 | |
| | 66,023 | | | Unibail-Rodamco SE REIT | | | 16,636,262 | |
| | | | | | | | |
| | | | | | | 179,959,072 | |
| | | | | | | | |
| | | | Germany - 7.1% | |
| | 210,104 | | | Beiersdorf AG | | | 22,099,050 | |
| | 88,845 | | | Brenntag AG | | | 5,152,488 | |
| | 80,212 | | | Continental AG | | | 17,352,239 | |
| | 1,184,306 | | | Deutsche Bank AG | | | 21,056,705 | |
| | 386,807 | | | Deutsche Wohnen AG | | | 14,821,430 | |
| | 451,692 | | | Vonovia SE | | | 17,971,093 | |
| | | | | | | | |
| | | | | | | 98,453,005 | |
| | | | | | | | |
| | | | Greece - 0.1% | |
| | 640,310 | | | Alpha Bank A.E.* | | | 1,578,225 | |
| | | | | | | | |
| | | | Hong Kong - 0.9% | |
| | 460,026 | | | Hong Kong Exchanges and Clearing Ltd. | | | 11,884,491 | |
| | | | | | | | |
| | | | India - 3.2% | |
| | 4,900,377 | | | ICICI Bank Ltd. | | | 22,059,743 | |
| | 861,724 | | | Power Grid Corp. of India Ltd. | | | 2,805,936 | |
| | 2,813,942 | | | State Bank of India | | | 11,897,171 | |
| | 241,705 | | | Tata Motors Ltd. ADR | | | 7,978,682 | |
| | | | | | | | |
| | | | | | | 44,741,532 | |
| | | | | | | | |
| | | | Israel - 0.4% | |
| | 149,050 | | | Teva Pharmaceutical Industries Ltd. ADR | | | 4,951,441 | |
| | | | | | | | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| COMMON STOCKS - 95.0% - (continued) | |
| | | | Italy - 3.2% | |
| | 470,795 | | | Assicurazioni Generali S.p.A. | | $ | 7,771,023 | |
| | 200,514 | | | Banca Generali S.p.A. | | | 5,983,384 | |
| | 720,544 | | | FinecoBank Banca Fineco S.p.A. | | | 5,679,675 | |
| | 1,384,786 | | | UniCredit S.p.A.* | | | 25,938,749 | |
| | | | | | | | |
| | | | | | | 45,372,831 | |
| | | | | | | | |
| | | | Japan - 17.5% | |
| | 99,860 | | | Daito Trust Construction Co., Ltd. | | | 15,557,752 | |
| | 332,915 | | | Daiwa House Industry Co., Ltd. | | | 11,394,208 | |
| | 65,492 | | | Eisai Co., Ltd. | | | 3,623,510 | |
| | 60,430 | | | FANUC Corp. | | | 11,695,969 | |
| | 1,038,070 | | | ITOCHU Corp. | | | 15,455,740 | |
| | 587,700 | | | Japan Tobacco, Inc. | | | 20,656,523 | |
| | 1,795,820 | | | Kawasaki Heavy Industries Ltd. | | | 5,345,475 | |
| | 1,592,750 | | | Mitsubishi Heavy Industries Ltd. | | | 6,557,598 | |
| | 371,020 | | | Mitsui Fudosan Co., Ltd. | | | 8,889,078 | |
| | 78,200 | | | Murata Manufacturing Co., Ltd. | | | 11,938,479 | |
| | 279,950 | | | Nippon Telegraph & Telephone Corp. | | | 13,214,780 | |
| | 182,310 | | | Omron Corp. | | | 7,935,842 | |
| | 383,674 | | | Ono Pharmaceutical Co., Ltd. | | | 8,368,461 | |
| | 546,600 | | | Seven & I Holdings Co., Ltd. | | | 22,555,141 | |
| | 318,500 | | | SoftBank Group Corp. | | | 25,890,896 | |
| | 326,340 | | | Sony Financial Holdings, Inc. | | | 5,581,060 | |
| | 601,930 | | | Sumitomo Mitsui Financial Group, Inc. | | | 23,502,023 | |
| | 632,583 | | | Tokio Marine Holdings, Inc. | | | 26,323,834 | |
| | | | | | | | |
| | | | | | | 244,486,369 | |
| | | | | | | | |
| | | | Luxembourg - 0.6% | |
| | 371,597 | | | SES S.A. | | | 8,705,362 | |
| | | | | | | | |
| | | | Mexico - 1.3% | |
| | 566,590 | | | America Movil S.A.B. de C.V. Class L, ADR | | | 9,020,113 | |
| | 1,198,440 | | | Grupo Aeroportuario del Centro Norte S.A.B. de C.V. | | | 7,218,209 | |
| | 462,360 | | | Infraestructura Energetica Nova, S.A.B. de C.V. | | | 2,464,307 | |
| | | | | | | | |
| | | | | | | 18,702,629 | |
| | | | | | | | |
| | | | Netherlands - 1.4% | |
| | 328,656 | | | AerCap Holdings N.V.* | | | 15,259,498 | |
| | 624,519 | | | DP Eurasia N.V.*(1) | | | 1,480,396 | |
| | 111,045 | | | Koninklijke Ahold Delhaize N.V. | | | 2,119,540 | |
| | | | | | | | |
| | | | | | | 18,859,434 | |
| | | | | | | | |
| | | | South Africa - 0.5% | |
| | 1,965,390 | | | FirstRand Ltd. | | | 7,087,836 | |
| | | | | | | | |
| | | | South Korea - 2.6% | |
| | 13,369 | | | Hyundai Motor Co. | | | 1,863,975 | |
| | 163,389 | | | ING Life Insurance Korea Ltd.*(1) | | | 4,855,330 | |
| | 14,140 | | | Samsung Electronics Co., Ltd. | | | 29,451,081 | |
| | | | | | | | |
| | | | | | | 36,170,386 | |
| | | | | | | | |
| | | | Spain - 5.0% | |
| | 3,627,147 | | | Banco Santander S.A. | | | 24,083,797 | |
| | 4,075,104 | | | Iberdrola S.A. | | | 32,292,815 | |
| | 354,856 | | | Industria de Diseno Textil S.A. | | | 13,628,231 | |
| | | | | | | | |
| | | | | | | 70,004,843 | |
| | | | | | | | |
| | | | Switzerland - 9.5% | |
| | 553,216 | | | ABB Ltd. | | | 13,731,432 | |
| | 459,451 | | | Julius Baer Group Ltd.* | | | 24,275,660 | |
| | 109,102 | | | LafargeHolcim Ltd.* | | | 6,270,427 | |
| | 513,414 | | | Novartis AG | | | 42,883,730 | |
| | 1,590,726 | | | UBS Group AG* | | | 27,051,700 | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford International Opportunities HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| COMMON STOCKS - 95.0% - (continued) | |
| | | | Switzerland - 9.5% - (continued) | |
| | 61,825 | | | Zurich Insurance Group AG | | $ | 18,043,554 | |
| | | | | | | | |
| | | | | | | 132,256,503 | |
| | | | | | | | |
| | | | Taiwan - 2.9% | |
| | 5,921,995 | | | Taiwan Semiconductor Manufacturing Co., Ltd. | | | 40,460,333 | |
| | | | | | | | |
| | | | United Kingdom - 9.3% | |
| | 305,272 | | | AstraZeneca plc | | | 20,448,192 | |
| | 1,928,642 | | | Aviva plc | | | 13,229,260 | |
| | 423,660 | | | British American Tobacco plc | | | 28,869,411 | |
| | 2,831,120 | | | BT Group plc | | | 10,886,333 | |
| | 2,422,289 | | | Glencore plc* | | | 9,076,864 | |
| | 127,751 | | | Hikma Pharmaceuticals plc | | | 2,446,624 | |
| | 665,633 | | | Marks & Spencer Group plc | | | 2,888,926 | |
| | 479,266 | | | Unilever N.V. | | | 26,456,322 | |
| | 763,437 | | | WPP plc | | | 16,075,436 | |
| | | | | | | | |
| | | | | | | 130,377,368 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks
(cost $1,177,264,792) | | $ | 1,326,060,858 | |
| | | | | | | | |
| | |
| | | | Total Long-Term Investments
(cost $1,177,264,792) | | $ | 1,326,060,858 | |
| | | | | | | | |
|
| SHORT-TERM INVESTMENTS - 2.9% | |
| | | | Other Investment Pools & Funds - 2.9% | |
| | 41,008,707 | | | BlackRock Liquidity Funds TempFund Portfolio, Institutional Class | | $ | 41,008,707 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments
(cost $41,008,707) | | $ | 41,008,707 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | |
| | | | Total Investments
(cost $1,218,273,499)^ | | | 97.9 | % | | $ | 1,367,069,565 | |
| | | | Other Assets and Liabilities | | | 2.1 | % | | | 29,312,502 | |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 1,396,382,067 | |
| | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford International Opportunities HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
| | Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. |
| | Other than the industry classifications “Other Investment Pools & Funds,” 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 shown in this report as these classifications are used for financial reporting purposes. |
| ^ | Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of: |
| | | | |
Unrealized Appreciation | | $ | 164,574,336 | |
Unrealized Depreciation | | | (15,778,270 | ) |
| | | | |
Net Unrealized Appreciation | | $ | 148,796,066 | |
| | | | |
| (1) | Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At June 30, 2017, the aggregate value of these securities was $6,335,726, which represented 0.5% of total net assets. |
| | | | | | | | | | | | | | | | | | | | | | | | |
| Foreign Currency Contracts Outstanding at June 30, 2017 | |
Currency | | Buy/Sell | | | Delivery
Date | | | Counterparty | | | Contract
Amount | | | Market
Value† | | | Unrealized
Appreciation/
(Depreciation) | |
EUR | | | Buy | | | | 07/14/17 | | | | CBK | | | $ | 101,702,774 | | | $ | 106,731,951 | | | $ | 5,029,177 | |
EUR | | | Sell | | | | 07/14/17 | | | | GSC | | | | 100,283,163 | | | | 106,731,951 | | | | (6,448,788 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
Total | | | | | | | | | | | | | | | | | | | | | | $ | (1,419,611 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | |
| † | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
| | |
| GLOSSARY: (abbreviations used in preceding Schedule of Investments) |
|
| Counterparty Abbreviations: |
CBK | | Citibank NA |
GSC | | Goldman Sachs & Co. |
|
| Currency Abbreviations: |
EUR | | Euro |
|
| Other Abbreviations: |
ADR | | American Depositary Receipt |
REIT | | Real Estate Investment Trust |
The accompanying notes are an integral part of these financial statements.
|
| Hartford International Opportunities HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2017 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
| | | Total | | | Level 1(1) | | | Level 2(1) | | | Level 3(1) | |
Assets | | | | | | | | | | | | | | | | |
Common Stocks | | | | | | | | | | | | | | | | |
Argentina | | $ | 2,268,424 | | | $ | 2,268,424 | | | $ | — | | | $ | — | |
Canada | | | 104,997,388 | | | | 104,997,388 | | | | — | | | | — | |
China | | | 114,629,098 | | | | 77,570,592 | | | | 37,058,506 | | | | — | |
Denmark | | | 10,114,288 | | | | — | | | | 10,114,288 | | | | — | |
France | | | 179,959,072 | | | | — | | | | 179,959,072 | | | | — | |
Germany | | | 98,453,005 | | | | — | | | | 98,453,005 | | | | — | |
Greece | | | 1,578,225 | | | | — | | | | 1,578,225 | | | | — | |
Hong Kong | | | 11,884,491 | | | | — | | | | 11,884,491 | | | | — | |
India | | | 44,741,532 | | | | 7,978,682 | | | | 36,762,850 | | | | — | |
Israel | | | 4,951,441 | | | | 4,951,441 | | | | — | | | | — | |
Italy | | | 45,372,831 | | | | — | | | | 45,372,831 | | | | — | |
Japan | | | 244,486,369 | | | | — | | | | 244,486,369 | | | | — | |
Luxembourg | | | 8,705,362 | | | | — | | | | 8,705,362 | | | | — | |
Mexico | | | 18,702,629 | | | | 18,702,629 | | | | — | | | | — | |
Netherlands | | | 18,859,434 | | | | 16,739,894 | | | | 2,119,540 | | | | — | |
South Africa | | | 7,087,836 | | | | — | | | | 7,087,836 | | | | — | |
South Korea | | | 36,170,386 | | | | 4,855,330 | | | | 31,315,056 | | | | — | |
Spain | | | 70,004,843 | | | | — | | | | 70,004,843 | | | | — | |
Switzerland | | | 132,256,503 | | | | — | | | | 132,256,503 | | | | — | |
Taiwan | | | 40,460,333 | | | | — | | | | 40,460,333 | | | | — | |
United Kingdom | | | 130,377,368 | | | | — | | | | 130,377,368 | | | | — | |
Short-Term Investments | | | 41,008,707 | | | | 41,008,707 | | | | — | | | | — | |
Foreign Currency Contracts(2) | | | 5,029,177 | | | | — | | | | 5,029,177 | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 1,372,098,742 | | | $ | 279,073,087 | | | $ | 1,093,025,655 | | | $ | — | |
| | | | | | | | | | | | | | | | |
Liabilities | | | | | | | | | | | | | | | | |
Foreign Currency Contracts(2) | | $ | (6,448,788 | ) | | $ | — | | | $ | (6,448,788 | ) | | $ | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | (6,448,788 | ) | | $ | — | | | $ | (6,448,788 | ) | | $ | — | |
| | | | | | | | | | | | | | | | |
| (1) | For the six-month period ended June 30, 2017, there were no transfers between any levels. |
| (2) | Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments. |
The accompanying notes are an integral part of these financial statements.
Schedule of Investments
June 30, 2017 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| COMMON STOCKS - 99.8% | |
| | | | Automobiles & Components - 1.2% | |
| | 456,317 | | | Harley-Davidson, Inc. | | $ | 24,650,244 | |
| | | | | | | | |
| | | | Banks - 5.1% | |
| | 85,003 | | | Cullen/Frost Bankers, Inc. | | | 7,982,632 | |
| | 155,379 | | | East West Bancorp, Inc. | | | 9,102,102 | |
| | 32,906 | | | First Citizens BancShares, Inc. Class A | | | 12,264,066 | |
| | 290,385 | | | First Republic Bank | | | 29,067,538 | |
| | 221,701 | | | M&T Bank Corp. | | | 35,904,477 | |
| | 66,886 | | | Prosperity Bancshares, Inc. | | | 4,296,757 | |
| | 54,649 | | | South State Corp. | | | 4,683,419 | |
| | | | | | | | |
| | | | | | | 103,300,991 | |
| | | | | | | | |
| | | | Capital Goods - 9.0% | |
| | 603,668 | | | Allison Transmission Holdings, Inc. | | | 22,643,587 | |
| | 324,596 | | | Fastenal Co. | | | 14,129,664 | |
| | 239,615 | | | Heico Corp. Class A | | | 14,868,111 | |
| | 349,146 | | | IDEX Corp. | | | 39,456,989 | |
| | 226,101 | | | Lennox International, Inc. | | | 41,521,188 | |
| | 93,483 | | | Middleby Corp.* | | | 11,359,119 | |
| | 172,474 | | | MSC Industrial Direct Co., Inc. Class A | | | 14,825,865 | |
| | 272,787 | | | PACCAR, Inc. | | | 18,014,853 | |
| | 125,647 | | | Sensata Technologies Holding N.V.* | | | 5,367,640 | |
| | | | | | | | |
| | | | | | | 182,187,016 | |
| | | | | | | | |
| | | | Commercial & Professional Services - 7.8% | |
| | 134,658 | | | Cintas Corp. | | | 16,972,294 | |
| | 154,087 | | | Dun & Bradstreet Corp. | | | 16,664,509 | |
| | 189,190 | | | Equifax, Inc. | | | 25,998,490 | |
| | 414,569 | | | Robert Half International, Inc. | | | 19,870,292 | |
| | 1,035,717 | | | TransUnion* | | | 44,856,903 | |
| | 71,244 | | | UniFirst Corp. | | | 10,024,031 | |
| | 365,397 | | | Waste Connections, Inc. | | | 23,538,875 | |
| | | | | | | | |
| | | | | | | 157,925,394 | |
| | | | | | | | |
| | | | Consumer Durables & Apparel - 2.4% | |
| | 15,801 | | | NVR, Inc.* | | | 38,090,048 | |
| | 539,405 | | | Under Armour, Inc. Class C* | | | 10,874,405 | |
| | | | | | | | |
| | | | | | | 48,964,453 | |
| | | | | | | | |
| | | | Consumer Services - 1.3% | |
| | 335,880 | | | Choice Hotels International, Inc. | | | 21,580,290 | |
| | 38,173 | | | Wynn Resorts Ltd. | | | 5,119,763 | |
| | | | | | | | |
| | | | | | | 26,700,053 | |
| | | | | | | | |
| | | | Diversified Financials - 5.3% | |
| | 56,734 | | | Credit Acceptance Corp.* | | | 14,588,581 | |
| | 136,581 | | | Factset Research Systems, Inc. | | | 22,697,031 | |
| | 252,436 | | | Financial Engines, Inc. | | | 9,239,158 | |
| | 122,476 | | | Moody’s Corp. | | | 14,902,880 | |
| | 216,366 | | | MSCI, Inc. | | | 22,283,534 | |
| | 244,726 | | | Northern Trust Corp. | | | 23,789,814 | |
| | | | | | | | |
| | | | | | | 107,500,998 | |
| | | | | | | | |
| | | | Energy - 1.4% | |
| | 70,871 | | | Diamondback Energy, Inc.* | | | 6,294,054 | |
| | 184,411 | | | Newfield Exploration Co.* | | | 5,248,337 | |
| | 232,484 | | | Parsley Energy, Inc. Class A* | | | 6,451,431 | |
| | 258,595 | | | Patterson-UTI Energy, Inc. | | | 5,221,033 | |
| | 553,834 | | | WPX Energy, Inc.* | | | 5,350,036 | |
| | | | | | | | |
| | | | | | | 28,564,891 | |
| | | | | | | | |
| | | | Food & Staples Retailing - 0.7% | |
| | 170,341 | | | PriceSmart, Inc. | | | 14,921,872 | |
| | | | | | | | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| COMMON STOCKS - 99.8% - (continued) | |
| | | | Health Care Equipment & Services - 4.2% | |
| | 281,391 | | | Patterson Cos., Inc. | | $ | 13,211,307 | |
| | 282,233 | | | STERIS plc | | | 23,001,990 | |
| | 68,208 | | | Teleflex, Inc. | | | 14,170,894 | |
| | 212,222 | | | Varian Medical Systems, Inc.* | | | 21,899,188 | |
| | 221,239 | | | Veeva Systems, Inc. Class A* | | | 13,564,163 | |
| | | | | | | | |
| | | | | | | 85,847,542 | |
| | | | | | | | |
| | | | Insurance - 5.6% | |
| | 29,120 | | | Alleghany Corp.* | | | 17,320,576 | |
| | 37,597 | | | Fairfax Financial Holdings Ltd. | | | 16,293,869 | |
| | 318,097 | | | FNF Group | | | 14,260,289 | |
| | 38,088 | | | Markel Corp.* | | | 37,168,556 | |
| | 15,486 | | | White Mountains Insurance Group Ltd. | | | 13,451,604 | |
| | 214,140 | | | WR Berkley Corp. | | | 14,812,064 | |
| | | | | | | | |
| | | | | | | 113,306,958 | |
| | | | | | | | |
| | | | Materials - 3.3% | |
| | 519,980 | | | Ball Corp. | | | 21,948,356 | |
| | 291,839 | | | Packaging Corp. of America | | | 32,507,946 | |
| | 405,026 | | | Silgan Holdings, Inc. | | | 12,871,726 | |
| | | | | | | | |
| | | | | | | 67,328,028 | |
| | | | | | | | |
| | | | Pharmaceuticals, Biotechnology & Life Sciences - 13.5% | |
| | 42,523 | | | Aerie Pharmaceuticals, Inc.* | | | 2,234,584 | |
| | 273,447 | | | Agios Pharmaceuticals, Inc.* | | | 14,068,848 | |
| | 496,081 | | | Alkermes plc* | | | 28,757,816 | |
| | 194,256 | | | Alnylam Pharmaceuticals, Inc.* | | | 15,493,859 | |
| | 199,149 | | | Bluebird Bio, Inc.* | | | 20,920,602 | |
| | 550,838 | | | Ionis Pharmaceuticals, Inc.* | | | 28,021,129 | |
| | 935,617 | | | Ironwood Pharmaceuticals, Inc.* | | | 17,664,449 | |
| | 51,778 | | | Mettler-Toledo International, Inc.* | | | 30,473,424 | |
| | 361,207 | | | Neurocrine Biosciences, Inc.* | | | 16,615,522 | |
| | 233,107 | | | Puma Biotechnology, Inc.* | | | 20,373,552 | |
| | 200,421 | | | Sage Therapeutics, Inc.* | | | 15,961,528 | |
| | 189,943 | | | TESARO, Inc.* | | | 26,565,428 | |
| | 258,721 | | | Ultragenyx Pharmaceutical, Inc.* | | | 16,069,161 | |
| | 110,231 | | | Waters Corp.* | | | 20,264,867 | |
| | | | | | | | |
| | | | | | | 273,484,769 | |
| | | | | | | | |
| | | | Retailing - 2.4% | |
| | 206,478 | | | Advance Auto Parts, Inc. | | | 24,073,270 | |
| | 400,865 | | | CarMax, Inc.* | | | 25,278,547 | |
| | | | | | | | |
| | | | | | | 49,351,817 | |
| | | | | | | | |
| | | | Semiconductors & Semiconductor Equipment - 1.6% | |
| | 290,615 | | | MKS Instruments, Inc. | | | 19,558,390 | |
| | 172,858 | | | Silicon Laboratories, Inc.* | | | 11,814,844 | |
| | | | | | | | |
| | | | | | | 31,373,234 | |
| | | | | | | | |
| | | | Software & Services - 19.1% | |
| | 447,131 | | | Akamai Technologies, Inc.* | | | 22,271,595 | |
| | 264,269 | | | Blackbaud, Inc. | | | 22,661,067 | |
| | 695,882 | | | Cadence Design Systems, Inc.* | | | 23,305,088 | |
| | 74,358 | | | CoStar Group, Inc.* | | | 19,600,769 | |
| | 1,579,798 | | | Genpact Ltd. | | | 43,965,778 | |
| | 467,527 | | | Global Payments, Inc. | | | 42,227,039 | |
| | 400,016 | | | Guidewire Software, Inc.* | | | 27,485,099 | |
| | 196,562 | | | ServiceNow, Inc.* | | | 20,835,572 | |
| | 464,058 | | | Teradata Corp.* | | | 13,685,070 | |
| | 439,279 | | | Total System Services, Inc. | | | 25,588,002 | |
| | 332,141 | | | Vantiv, Inc. Class A* | | | 21,037,811 | |
| | 438,009 | | | VeriSign, Inc.* | | | 40,717,317 | |
| | 263,304 | | | WEX, Inc.* | | | 27,454,708 | |
The accompanying notes are an integral part of these financial statements.
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| COMMON STOCKS - 99.8% - (continued) | |
| | | | Software & Services - 19.1% - (continued) | |
| | 267,977 | | | Zillow Group, Inc. Class A* | | $ | 13,087,997 | |
| | 474,604 | | | Zillow Group, Inc. Class C* | | | 23,260,342 | |
| | | | | | | | |
| | | | | | | 387,183,254 | |
| | | | | | | | |
| | | | Technology Hardware & Equipment - 8.6% | |
| | 561,594 | | | CDW Corp. of Delaware | | | 35,116,473 | |
| | 461,956 | | | CommScope Holding Co., Inc.* | | | 17,568,187 | |
| | 497,609 | | | Finisar Corp.* | | | 12,927,882 | |
| | 390,926 | | | II-VI, Inc.* | | | 13,408,762 | |
| | 439,903 | | | Keysight Technologies, Inc.* | | | 17,125,424 | |
| | 925,225 | | | National Instruments Corp. | | | 37,212,549 | |
| | 1,132,686 | | | Trimble, Inc.* | | | 40,402,909 | |
| | | | | | | | |
| | | | | | | 173,762,186 | |
| | | | | | | | |
| | | | Transportation - 5.1% | |
| | 254,377 | | | Alaska Air Group, Inc. | | | 22,832,880 | |
| | 47,512 | | | AMERCO | | | 17,392,243 | |
| | 334,865 | | | Genesee & Wyoming, Inc. Class A* | | | 22,901,417 | |
| | 1,014,864 | | | JetBlue Airways Corp.* | | | 23,169,345 | |
| | 338,066 | | | Spirit Airlines, Inc.* | | | 17,461,109 | |
| | | | | | | | |
| | | | | | | 103,756,994 | |
| | | | | | | | |
| | | | Utilities - 2.2% | |
| | 140,619 | | | Black Hills Corp. | | | 9,487,564 | |
| | 257,247 | | | NiSource, Inc. | | | 6,523,784 | |
| | 586,872 | | | UGI Corp. | | | 28,410,473 | |
| | | | | | | | |
| | | | | | | 44,421,821 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks
(cost $1,504,788,668) | | $ | 2,024,532,515 | |
| | | | | | | | |
| | |
| | | | Total Long-Term Investments
(cost $1,504,788,668) | | $ | 2,024,532,515 | |
| | | | | | | | |
|
| SHORT-TERM INVESTMENTS - 0.2% | |
| | | | Other Investment Pools & Funds - 0.2% | |
| | 3,606,600 | | | Fidelity Institutional Government Fund, Institutional Class | | $ | 3,606,600 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | |
| | | | Total Short-Term Investments
(cost $3,606,600) | | | | | | $ | 3,606,600 | |
| | | | | | | | | | | | |
| | | |
| | | | Total Investments
(cost $1,508,395,268)^ | | | 100.0 | % | | $ | 2,028,139,115 | |
| | | | Other Assets and Liabilities | | | 0.0 | % | | | (579,009 | ) |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 2,027,560,106 | |
| | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
| | Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. |
| | Other than the industry classifications “Other Investment Pools & Funds,” 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 shown in this report as these classifications are used for financial reporting purposes. |
| ^ | Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of: |
| | | | |
Unrealized Appreciation | | $ | 548,976,515 | |
Unrealized Depreciation | | | (29,232,668 | ) |
| | | | |
Net Unrealized Appreciation | | $ | 519,743,847 | |
| | | | |
| † | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
| | |
| GLOSSARY: (abbreviations used in preceding Schedule of Investments) |
|
| Other Abbreviations: |
MSCI | | Morgan Stanley Capital International |
The accompanying notes are an integral part of these financial statements.
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2017 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
| | | Total | | | Level 1(1) | | | Level 2(1) | | | Level 3(1) | |
Assets | | | | | | | | | | | | | | | | |
Common Stocks | | | | | | | | | | | | | | | | |
Automobiles & Components | | $ | 24,650,244 | | | $ | 24,650,244 | | | $ | — | | | $ | — | |
Banks | | | 103,300,991 | | | | 103,300,991 | | | | — | | | | — | |
Capital Goods | | | 182,187,016 | | | | 182,187,016 | | | | — | | | | — | |
Commercial & Professional Services | | | 157,925,394 | | | | 157,925,394 | | | | — | | | | — | |
Consumer Durables & Apparel | | | 48,964,453 | | | | 48,964,453 | | | | — | | | | — | |
Consumer Services | | | 26,700,053 | | | | 26,700,053 | | | | — | | | | — | |
Diversified Financials | | | 107,500,998 | | | | 107,500,998 | | | | — | | | | — | |
Energy | | | 28,564,891 | | | | 28,564,891 | | | | — | | | | — | |
Food & Staples Retailing | | | 14,921,872 | | | | 14,921,872 | | | | — | | | | — | |
Health Care Equipment & Services | | | 85,847,542 | | | | 85,847,542 | | | | — | | | | — | |
Insurance | | | 113,306,958 | | | | 113,306,958 | | | | — | | | | — | |
Materials | | | 67,328,028 | | | | 67,328,028 | | | | — | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 273,484,769 | | | | 273,484,769 | | | | — | | | | — | |
Retailing | | | 49,351,817 | | | | 49,351,817 | | | | — | | | | — | |
Semiconductors & Semiconductor Equipment | | | 31,373,234 | | | | 31,373,234 | | | | — | | | | — | |
Software & Services | | | 387,183,254 | | | | 387,183,254 | | | | — | | | | — | |
Technology Hardware & Equipment | | | 173,762,186 | | | | 173,762,186 | | | | — | | | | — | |
Transportation | | | 103,756,994 | | | | 103,756,994 | | | | — | | | | — | |
Utilities | | | 44,421,821 | | | | 44,421,821 | | | | — | | | | — | |
Short-Term Investments | | | 3,606,600 | | | | 3,606,600 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 2,028,139,115 | | | $ | 2,028,139,115 | | | $ | — | | | $ | — | |
| | | | | | | | | | | | | | | | |
| (1) | For the six-month period ended June 30, 2017, there were no transfers between any levels. |
The accompanying notes are an integral part of these financial statements.
|
| Hartford MidCap Value HLS Fund |
Schedule of Investments
June 30, 2017 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| COMMON STOCKS - 99.0% | |
| | | | Automobiles & Components - 1.9% | |
| | 201,240 | | | Goodyear Tire & Rubber Co. | | $ | 7,035,351 | |
| | | | | | | | |
| | | | Banks - 13.0% | |
| | 83,593 | | | Bank of the Ozarks, Inc. | | | 3,918,004 | |
| | 143,908 | | | Comerica, Inc. | | | 10,539,822 | |
| | 217,300 | | | FNB Corp. | | | 3,076,968 | |
| | 70,477 | | | IBERIABANK Corp. | | | 5,743,875 | |
| | 94,927 | | | MB Financial, Inc. | | | 4,180,585 | |
| | 94,262 | | | Provident Financial Services, Inc. | | | 2,392,370 | |
| | 45,770 | | | South State Corp. | | | 3,922,489 | |
| | 106,918 | | | Sterling Bancorp | | | 2,485,844 | |
| | 69,755 | | | Western Alliance Bancorp* | | | 3,431,946 | |
| | 183,285 | | | Zions Bancorp | | | 8,048,044 | |
| | | | | | | | |
| | | | | | | 47,739,947 | |
| | | | | | | | |
| | | | Capital Goods - 8.1% | |
| | 72,116 | | | Generac Holdings, Inc.* | | | 2,605,551 | |
| | 45,418 | | | Hubbell, Inc. Class B | | | 5,139,955 | |
| | 207,966 | | | Milacron Holdings Corp.* | | | 3,658,122 | |
| | 81,900 | | | Moog, Inc. Class A* | | | 5,873,868 | |
| | 518,988 | | | Sanwa Holdings Corp. | | | 5,480,986 | |
| | 81,948 | | | Sensata Technologies Holding N.V.* | | | 3,500,819 | |
| | 59,141 | | | WESCO International, Inc.* | | | 3,388,779 | |
| | | | | | | | |
| | | | | | | 29,648,080 | |
| | | | | | | | |
| | | | Commercial & Professional Services - 1.4% | |
| | 90,508 | | | Clean Harbors, Inc.* | | | 5,053,062 | |
| | | | | | | | |
| | | | Consumer Durables & Apparel - 4.1% | |
| | 132,831 | | | D.R. Horton, Inc. | | | 4,591,968 | |
| | 34,123,624 | | | Global Brands Group Holding Ltd.* | | | 3,579,133 | |
| | 72,320 | | | Lennar Corp. Class A | | | 3,856,102 | |
| | 74,745 | | | Toll Brothers, Inc. | | | 2,953,175 | |
| | | | | | | | |
| | | | | | | 14,980,378 | |
| | | | | | | | |
| | | | Consumer Services - 1.7% | |
| | 117,762 | | | Norwegian Cruise Line Holdings Ltd.* | | | 6,393,299 | |
| | | | | | | | |
| | | | Diversified Financials - 0.4% | |
| | 19,515 | | | Raymond James Financial, Inc. | | | 1,565,493 | |
| | | | | | | | |
| | | | Energy - 6.6% | |
| | 89,100 | | | Delek US Holdings, Inc. | | | 2,355,804 | |
| | 104,682 | | | Diamondback Energy, Inc.* | | | 9,296,808 | |
| | 43,703 | | | Energen Corp.* | | | 2,157,617 | |
| | 223,642 | | | Newfield Exploration Co.* | | | 6,364,851 | |
| | 321,037 | | | QEP Resources, Inc.* | | | 3,242,474 | |
| | 314,466 | | | Trican Well Service Ltd.* | | | 880,253 | |
| | | | | | | | |
| | | | | | | 24,297,807 | |
| | | | | | | | |
| | | | Food, Beverage & Tobacco - 2.2% | |
| | 27,249 | | | Ingredion, Inc. | | | 3,248,353 | |
| | 62,137 | | | Post Holdings, Inc.* | | | 4,824,938 | |
| | | | | | | | |
| | | | | | | 8,073,291 | |
| | | | | | | | |
| | | | Health Care Equipment & Services - 5.9% | |
| | 124,568 | | | Acadia Healthcare Co., Inc.* | | | 6,151,168 | |
| | 232,957 | | | Brookdale Senior Living, Inc.* | | | 3,426,797 | |
| | 96,950 | | | Envision Healthcare Corp.* | | | 6,075,856 | |
| | 73,777 | | | STERIS plc | | | 6,012,826 | |
| | | | | | | | |
| | | | | | | 21,666,647 | |
| | | | | | | | |
| | | | Insurance - 9.2% | |
| | 34,225 | | | Assurant, Inc. | | | 3,548,790 | |
| | 205,570 | | | CNO Financial Group, Inc. | | | 4,292,302 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| COMMON STOCKS - 99.0% - (continued) | |
| | | | Insurance - 9.2% - (continued) | |
| | 35,985 | | | Hanover Insurance Group, Inc. | | $ | 3,189,350 | |
| | 66,956 | | | Reinsurance Group of America, Inc. | | | 8,596,481 | |
| | 128,493 | | | Unum Group | | | 5,991,629 | |
| | 186,795 | | | XL Group Ltd. | | | 8,181,621 | |
| | | | | | | | |
| | | | | | | 33,800,173 | |
| | | | | | | | |
| | | | Materials - 8.5% | |
| | 48,283 | | | Bemis Co., Inc. | | | 2,233,089 | |
| | 59,121 | | | Cabot Corp. | | | 3,158,835 | |
| | 74,418 | | | Celanese Corp. Series A | | | 7,065,245 | |
| | 41,614 | | | Crown Holdings, Inc.* | | | 2,482,691 | |
| | 121,585 | | | Louisiana-Pacific Corp.* | | | 2,931,414 | |
| | 76,314 | | | Methanex Corp. | | | 3,361,632 | |
| | 62,631 | | | Reliance Steel & Aluminum Co. | | | 4,560,163 | |
| | 81,484 | | | Westlake Chemical Corp. | | | 5,395,056 | |
| | | | | | | | |
| | | | | | | 31,188,125 | |
| | | | | | | | |
| | | | Media - 1.2% | |
| | 82,486 | | | John Wiley & Sons, Inc. Class A | | | 4,351,137 | |
| | | | | | | | |
| | | | Real Estate - 7.8% | |
| | 54,477 | | | American Assets Trust, Inc. REIT | | | 2,145,849 | |
| | 61,085 | | | Equity LifeStyle Properties, Inc. REIT | | | 5,274,079 | |
| | 45,117 | | | Extra Space Storage, Inc. REIT | | | 3,519,126 | |
| | 70,891 | | | Forest City Realty Trust, Inc. Class A REIT | | | 1,713,435 | |
| | 15,840 | | | LaSalle Hotel Properties REIT | | | 472,032 | |
| | 33,726 | | | Life Storage, Inc. REIT | | | 2,499,097 | |
| | 49,928 | | | PS Business Parks, Inc. REIT | | | 6,609,968 | |
| | 286,850 | | | STORE Capital Corp. REIT | | | 6,439,783 | |
| | | | | | | | |
| | | | | | | 28,673,369 | |
| | | | | | | | |
| | | | Retailing - 0.2% | |
| | 23,800 | | | Camping World Holdings, Inc. Class A | | | 734,230 | |
| | | | | | | | |
| | | | Semiconductors & Semiconductor Equipment - 3.9% | |
| | 163,321 | | | Microsemi Corp.* | | | 7,643,423 | |
| | 136,009 | | | Silicon Motion Technology Corp. ADR | | | 6,559,714 | |
| | | | | | | | |
| | | | | | | 14,203,137 | |
| | | | | | | | |
| | | | Software & Services - 3.9% | |
| | 136,064 | | | Booz Allen Hamilton Holding Corp. | | | 4,427,523 | |
| | 143,047 | | | SS&C Technologies Holdings, Inc. | | | 5,494,435 | |
| | 45,864 | | | VeriSign, Inc.* | | | 4,263,517 | |
| | | | | | | | |
| | | | | | | 14,185,475 | |
| | | | | | | | |
| | | | Technology Hardware & Equipment - 8.5% | |
| | 98,826 | | | Acacia Communications, Inc.* | | | 4,098,314 | |
| | 127,059 | | | Arrow Electronics, Inc.* | | | 9,963,967 | |
| | 157,527 | | | CommScope Holding Co., Inc.* | | | 5,990,752 | |
| | 53,687 | | | Harris Corp. | | | 5,856,178 | |
| | 137,455 | | | Keysight Technologies, Inc.* | | | 5,351,123 | |
| | | | | | | | |
| | | | | | | 31,260,334 | |
| | | | | | | | |
| | | | Telecommunication Services - 1.1% | |
| | 66,678 | | | Millicom International Cellular S.A. | | | 3,943,870 | |
| | | | | | | | |
| | | | Transportation - 4.2% | |
| | 83,688 | | | Genesee & Wyoming, Inc. Class A* | | | 5,723,422 | |
| | 191,020 | | | Knight Transportation, Inc. | | | 7,077,291 | |
| | 82,300 | | | Schneider National, Inc. Class B | | | 1,841,051 | |
| | 30,000 | | | Swift Transportation Co.* | | | 795,000 | |
| | | | | | | | |
| | | | | | | 15,436,764 | |
| | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford MidCap Value HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| COMMON STOCKS - 99.0% - (continued) | |
| | | | Utilities - 5.2% | |
| | 159,007 | | | Alliant Energy Corp. | | $ | 6,387,311 | |
| | 124,524 | | | Great Plains Energy, Inc. | | | 3,646,063 | |
| | 183,735 | | | UGI Corp. | | | 8,894,611 | |
| | | | | | | | |
| | | | | | | 18,927,985 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks
(cost $297,748,349) | | $ | 363,157,954 | |
| | | | | | | | |
| | |
| | | | Total Long-Term Investments
(cost $297,748,349) | | $ | 363,157,954 | |
| | | | | | | | |
|
| SHORT-TERM INVESTMENTS - 1.2% | |
| | | | Other Investment Pools & Funds - 1.2% | |
| | 4,447,908 | | | Morgan Stanley Institutional Liquidity Funds, Institutional Class | | $ | 4,447,908 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments
(cost $4,447,908) | | $ | 4,447,908 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | |
| | | | Total Investments
(cost $302,196,257)^ | | | 100.2 | % | | $ | 367,605,862 | |
| | | | Other Assets and Liabilities | | | (0.2 | )% | | | (668,384 | ) |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 366,937,478 | |
| | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford MidCap Value HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
| | Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. |
| | Other than the industry classifications “Other Investment Pools & Funds,” 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 shown in this report as these classifications are used for financial reporting purposes. |
| ^ | Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of: |
| | | | |
Unrealized Appreciation | | $ | 79,593,542 | |
Unrealized Depreciation | | | (14,183,937 | ) |
| | | | |
Net Unrealized Appreciation | | $ | 65,409,605 | |
| | | | |
| † | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
| | |
| GLOSSARY: (abbreviations used in preceding Schedule of Investments) |
|
| Other Abbreviations: |
ADR | | American Depositary Receipt |
REIT | | Real Estate Investment Trust |
The accompanying notes are an integral part of these financial statements.
|
| Hartford MidCap Value HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2017 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
| | | Total | | | Level 1(1) | | | Level 2(1) | | | Level 3(1) | |
Assets | | | | | | | | | | | | | | | | |
Common Stocks | | | | | | | | | | | | | | | | |
Automobiles & Components | | $ | 7,035,351 | | | $ | 7,035,351 | | | $ | — | | | $ | — | |
Banks | | | 47,739,947 | | | | 47,739,947 | | | | — | | | | — | |
Capital Goods | | | 29,648,080 | | | | 24,167,094 | | | | 5,480,986 | | | | — | |
Commercial & Professional Services | | | 5,053,062 | | | | 5,053,062 | | | | — | | | | — | |
Consumer Durables & Apparel | | | 14,980,378 | | | | 11,401,245 | | | | 3,579,133 | | | | — | |
Consumer Services | | | 6,393,299 | | | | 6,393,299 | | | | — | | | | — | |
Diversified Financials | | | 1,565,493 | | | | 1,565,493 | | | | — | | | | — | |
Energy | | | 24,297,807 | | | | 24,297,807 | | | | — | | | | — | |
Food, Beverage & Tobacco | | | 8,073,291 | | | | 8,073,291 | | | | — | | | | — | |
Health Care Equipment & Services | | | 21,666,647 | | | | 21,666,647 | | | | — | | | | — | |
Insurance | | | 33,800,173 | | | | 33,800,173 | | | | — | | | | — | |
Materials | | | 31,188,125 | | | | 31,188,125 | | | | — | | | | — | |
Media | | | 4,351,137 | | | | 4,351,137 | | | | — | | | | — | |
Real Estate | | | 28,673,369 | | | | 28,673,369 | | | | — | | | | — | |
Retailing | | | 734,230 | | | | 734,230 | | | | — | | | | — | |
Semiconductors & Semiconductor Equipment | | | 14,203,137 | | | | 14,203,137 | | | | — | | | | — | |
Software & Services | | | 14,185,475 | | | | 14,185,475 | | | | — | | | | — | |
Technology Hardware & Equipment | | | 31,260,334 | | | | 31,260,334 | | | | — | | | | — | |
Telecommunication Services | | | 3,943,870 | | | | — | | | | 3,943,870 | | | | — | |
Transportation | | | 15,436,764 | | | | 15,436,764 | | | | — | | | | — | |
Utilities | | | 18,927,985 | | | | 18,927,985 | | | | — | | | | — | |
Short-Term Investments | | | 4,447,908 | | | | 4,447,908 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 367,605,862 | | | $ | 354,601,873 | | | $ | 13,003,989 | | | $ | — | |
| | | | | | | | | | | | | | | | |
| (1) | For the six-month period ended June 30, 2017, there were no transfers between any levels. |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Small Cap Growth HLS Fund |
Schedule of Investments
June 30, 2017 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| COMMON STOCKS - 95.7% | |
| | | | Automobiles & Components - 2.0% | |
| | 129,992 | | | Cooper Tire & Rubber Co. | | $ | 4,692,711 | |
| | 14,391 | | | Cooper-Standard Holdings, Inc.* | | | 1,451,620 | |
| | 5,982 | | | LCI Industries | | | 612,557 | |
| | 222,502 | | | Tenneco, Inc. | | | 12,867,291 | |
| | 60,543 | | | Visteon Corp.* | | | 6,179,018 | |
| | | | | | | | |
| | | | | | | 25,803,197 | |
| | | | | | | | |
| | | | Banks - 3.9% | |
| | 16,550 | | | BofI Holding, Inc.* | | | 392,566 | |
| | 41,441 | | | Essent Group Ltd.* | | | 1,539,119 | |
| | 103,499 | | | FCB Financial Holdings, Inc. Class A* | | | 4,942,077 | |
| | 145,266 | | | First Hawaiian, Inc. | | | 4,448,045 | |
| | 217,480 | | | First Merchants Corp. | | | 8,729,647 | |
| | 123,845 | | | Great Western Bancorp, Inc. | | | 5,054,115 | |
| | 13,638 | | | HomeStreet, Inc.* | | | 377,432 | |
| | 97,754 | | | IBERIABANK Corp. | | | 7,966,951 | |
| | 496,226 | | | MGIC Investment Corp.* | | | 5,557,731 | |
| | 317,652 | | | Sterling Bancorp | | | 7,385,409 | |
| | 172,104 | | | Umpqua Holdings Corp. | | | 3,159,829 | |
| | 18,827 | | | Walker & Dunlop, Inc.* | | | 919,322 | |
| | | | | | | | |
| | | | | | | 50,472,243 | |
| | | | | | | | |
| | | | Capital Goods - 9.4% | |
| | 216,694 | | | AAON, Inc. | | | 7,985,174 | |
| | 209,450 | | | Altra Industrial Motion Corp. | | | 8,336,110 | |
| | 105,794 | | | American Woodmark Corp.* | | | 10,108,617 | |
| | 18,555 | | | Apogee Enterprises, Inc. | | | 1,054,666 | |
| | 8,044 | | | Applied Industrial Technologies, Inc. | | | 474,998 | |
| | 13,131 | | | Argan, Inc. | | | 787,860 | |
| | 136,966 | | | Armstrong World Industries, Inc.* | | | 6,300,436 | |
| | 126,624 | | | AZZ, Inc. | | | 7,065,619 | |
| | 59,206 | | | Continental Building Products, Inc.* | | | 1,379,500 | |
| | 8,141 | | | Encore Wire Corp. | | | 347,621 | |
| | 10,898 | | | EnerSys | | | 789,560 | |
| | 73,206 | | | Esterline Technologies Corp.* | | | 6,939,929 | |
| | 205,323 | | | Generac Holdings, Inc.* | | | 7,418,320 | |
| | 37,493 | | | Global Brass & Copper Holdings, Inc. | | | 1,145,411 | |
| | 17,343 | | | Greenbrier Cos., Inc. | | | 802,114 | |
| | 100,827 | | | Heico Corp. Class A | | | 6,256,315 | |
| | 11,940 | | | Hyster-Yale Materials Handling, Inc. | | | 838,785 | |
| | 22,841 | | | Insteel Industries, Inc. | | | 753,068 | |
| | 176,527 | | | ITT, Inc. | | | 7,092,855 | |
| | 195,607 | | | JELD-WEN Holding, Inc.* | | | 6,349,403 | |
| | 6,993 | | | Lydall, Inc.* | | | 361,538 | |
| | 47,550 | | | MasTec, Inc.* | | | 2,146,883 | |
| | 123,924 | | | Meritor, Inc.* | | | 2,058,378 | |
| | 265,793 | | | Milacron Holdings Corp.* | | | 4,675,299 | |
| | 43,300 | | | MRC Global, Inc.* | | | 715,316 | |
| | 270,262 | | | Rexnord Corp.* | | | 6,283,591 | |
| | 130,128 | | | SiteOne Landscape Supply, Inc.* | | | 6,774,464 | |
| | 71,679 | | | Teledyne Technologies, Inc.* | | | 9,149,824 | |
| | 46,147 | | | Trex Co., Inc.* | | | 3,122,306 | |
| | 15,056 | | | Univar, Inc.* | | | 439,635 | |
| | 4,219 | | | Universal Forest Products, Inc. | | | 368,361 | |
| | 53,139 | | | Wabash National Corp. | | | 1,167,995 | |
| | 186,924 | | | Welbilt, Inc.* | | | 3,523,517 | |
| | | | | | | | |
| | | | | | | 123,013,468 | |
| | | | | | | | |
| | | | Commercial & Professional Services - 4.4% | |
| | 192,553 | | | Advanced Disposal Services, Inc.* | | | 4,376,730 | |
| | 103,670 | | | Brink’s Co. | | | 6,945,890 | |
| | 119,676 | | | Deluxe Corp. | | | 8,283,973 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| COMMON STOCKS - 95.7% - (continued) | |
| | | | Commercial & Professional Services - 4.4% - (continued) | |
| | 135,427 | | | Exponent, Inc. | | $ | 7,895,394 | |
| | 83,805 | | | GP Strategies Corp.* | | | 2,212,452 | |
| | 48,029 | | | Herman Miller, Inc. | | | 1,460,082 | |
| | 8,620 | | | HNI Corp. | | | 343,679 | |
| | 106,120 | | | Huron Consulting Group, Inc.* | | | 4,584,384 | |
| | 172,230 | | | On Assignment, Inc.* | | | 9,326,254 | |
| | 55,916 | | | Quad/Graphics, Inc. | | | 1,281,595 | |
| | 85,058 | | | RPX Corp.* | | | 1,186,559 | |
| | 28,184 | | | Steelcase, Inc. Class A | | | 394,576 | |
| | 61,243 | | | TriNet Group, Inc.* | | | 2,005,096 | |
| | 22,274 | | | TrueBlue, Inc.* | | | 590,261 | |
| | 18,895 | | | Viad Corp. | | | 892,789 | |
| | 92,923 | | | WageWorks, Inc.* | | | 6,244,425 | |
| | | | | | | | |
| | | | | | | 58,024,139 | |
| | | | | | | | |
| | | | Consumer Durables & Apparel - 4.0% | |
| | 104,696 | | | Carter’s, Inc. | | | 9,312,709 | |
| | 18,601 | | | iRobot Corp.* | | | 1,565,088 | |
| | 30,046 | | | La-Z-Boy, Inc. | | | 976,495 | |
| | 26,497 | | | Movado Group, Inc. | | | 669,049 | |
| | 107,755 | | | Oxford Industries, Inc. | | | 6,733,610 | |
| | 256,270 | | | Steven Madden Ltd.* | | | 10,237,987 | |
| | 8,601 | | | Sturm Ruger & Co., Inc. | | | 534,552 | |
| | 221,800 | | | TopBuild Corp.* | | | 11,770,926 | |
| | 371,863 | | | Wolverine World Wide, Inc. | | | 10,415,883 | |
| | | | | | | | |
| | | | | | | 52,216,299 | |
| | | | | | | | |
| | | | Consumer Services - 4.8% | |
| | 19,500 | | | American Public Education, Inc.* | | | 461,175 | |
| | 8,565 | | | BJ’s Restaurants, Inc.* | | | 319,046 | |
| | 415,065 | | | Bloomin’ Brands, Inc. | | | 8,811,830 | |
| | 9,562 | | | Buffalo Wild Wings, Inc.* | | | 1,211,505 | |
| | 27,748 | | | Capella Education Co. | | | 2,375,229 | |
| | 37,354 | | | Cheesecake Factory, Inc. | | | 1,878,906 | |
| | 6,783 | | | Dave & Buster’s Entertainment, Inc.* | | | 451,137 | |
| | 8,578 | | | Domino’s Pizza, Inc. | | | 1,814,504 | |
| | 158,507 | | | Dunkin’ Brands Group, Inc. | | | 8,736,906 | |
| | 26,015 | | | Grand Canyon Education, Inc.* | | | 2,039,836 | |
| | 468,014 | | | La Quinta Holdings, Inc.* | | | 6,912,567 | |
| | 88,827 | | | Marriott Vacations Worldwide Corp. | | | 10,459,379 | |
| | 68,790 | | | Papa John’s International, Inc. | | | 4,936,371 | |
| | 57,359 | | | Scientific Games Corp. Class A* | | | 1,497,070 | |
| | 32,368 | | | Sotheby’s* | | | 1,737,191 | |
| | 9,795 | | | Strayer Education, Inc. | | | 913,090 | |
| | 7,810 | | | Texas Roadhouse, Inc. | | | 397,920 | |
| | 238,349 | | | Wingstop, Inc. | | | 7,364,984 | |
| | | | | | | | |
| | | | | | | 62,318,646 | |
| | | | | | | | |
| | | | Diversified Financials - 1.6% | |
| | 147,892 | | | Evercore Partners, Inc. Class A | | | 10,426,386 | |
| | 160,609 | | | Financial Engines, Inc. | | | 5,878,289 | |
| | 35,162 | | | Green Dot Corp. Class A* | | | 1,354,792 | |
| | 28,613 | | | Moelis & Co. Class A | | | 1,111,615 | |
| | 114,215 | | | OneMain Holdings, Inc.* | | | 2,808,547 | |
| | | | | | | | |
| | | | | | | 21,579,629 | |
| | | | | | | | |
| | | | Energy - 1.2% | |
| | 40,584 | | | CVR Energy, Inc. | | | 883,108 | |
| | 82,797 | | | PDC Energy, Inc.* | | | 3,569,379 | |
| | 288,400 | | | ProPetro Holding Corp.* | | | 4,026,064 | |
| | 71,131 | | | Resolute Energy Corp.* | | | 2,117,570 | |
| | 20,315 | | | REX American Resources Corp.* | | | 1,961,616 | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Small Cap Growth HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| COMMON STOCKS - 95.7% - (continued) | |
| | | | Energy - 1.2% - (continued) | |
| | 283,900 | | | WildHorse Resource Development Corp.* | | $ | 3,511,843 | |
| | | | | | | | |
| | | | | | | 16,069,580 | |
| | | | | | | | |
| | | | Food & Staples Retailing - 1.2% | |
| | 66,940 | | | Casey’s General Stores, Inc. | | | 7,169,943 | |
| | 6,429 | | | Ingles Markets, Inc. Class A | | | 214,086 | |
| | 94,739 | | | PriceSmart, Inc. | | | 8,299,137 | |
| | | | | | | | |
| | | | | | | 15,683,166 | |
| | | | | | | | |
| | | | Food, Beverage & Tobacco - 1.9% | |
| | 22,315 | | | Fresh Del Monte Produce, Inc. | | | 1,136,057 | |
| | 433,910 | | | Hostess Brands, Inc.* | | | 6,985,951 | |
| | 20,076 | | | National Beverage Corp. | | | 1,878,310 | |
| | 76,760 | | | Pilgrim’s Pride Corp.* | | | 1,682,579 | |
| | 53,458 | | | Post Holdings, Inc.* | | | 4,151,014 | |
| | 10,255 | | | Sanderson Farms, Inc. | | | 1,185,991 | |
| | 92,150 | | | TreeHouse Foods, Inc.* | | | 7,527,733 | |
| | | | | | | | |
| | | | | | | 24,547,635 | |
| | | | | | | | |
| | | | Health Care Equipment & Services - 10.4% | |
| | 179,701 | | | Acadia Healthcare Co., Inc.* | | | 8,873,635 | |
| | 154,822 | | | Anika Therapeutics, Inc.* | | | 7,638,917 | |
| | 14,912 | | | Atrion Corp. | | | 9,592,890 | |
| | 211,003 | | | Cardiovascular Systems, Inc.* | | | 6,800,627 | |
| | 10,631 | | | Chemed Corp. | | | 2,174,358 | |
| | 21,848 | | | Glaukos Corp.* | | | 906,037 | |
| | 341,550 | | | Globus Medical, Inc. Class A* | | | 11,322,383 | |
| | 39,205 | | | HealthEquity, Inc.* | | | 1,953,585 | |
| | 67,240 | | | HMS Holdings Corp.* | | | 1,243,940 | |
| | 59,960 | | | ICU Medical, Inc.* | | | 10,343,100 | |
| | 10,719 | | | Inogen, Inc.* | | | 1,022,807 | |
| | 149,948 | | | Integra LifeSciences Holdings Corp.* | | | 8,173,666 | |
| | 41,771 | | | Lantheus Holdings, Inc.* | | | 737,258 | |
| | 10,605 | | | LHC Group, Inc.* | | | 719,973 | |
| | 8,597 | | | Magellan Health, Inc.* | | | 626,721 | |
| | 40,719 | | | Masimo Corp.* | | | 3,712,758 | |
| | 120,767 | | | Medidata Solutions, Inc.* | | | 9,443,979 | |
| | 9,793 | | | Molina Healthcare, Inc.* | | | 677,480 | |
| | 318,147 | | | Natus Medical, Inc.* | | | 11,866,883 | |
| | 82,090 | | | NuVasive, Inc.* | | | 6,314,363 | |
| | 205,825 | | | Omnicell, Inc.* | | | 8,871,058 | |
| | 77,074 | | | OraSure Technologies, Inc.* | | | 1,330,297 | |
| | 168,942 | | | Orthofix International N.V.* | | | 7,852,424 | |
| | 36,526 | | | Triple-S Management Corp. Class B* | | | 617,655 | |
| | 76,789 | | | U.S. Physical Therapy, Inc. | | | 4,638,056 | |
| | 50,943 | | | WellCare Health Plans, Inc.* | | | 9,147,325 | |
| | | | | | | | |
| | | | | | | 136,602,175 | |
| | | | | | | | |
| | | | Household & Personal Products - 0.2% | |
| | 18,676 | | | Medifast, Inc. | | | 774,494 | |
| | 24,883 | | | Usana Health Sciences, Inc.* | | | 1,595,000 | |
| | | | | | | | |
| | | | | | | 2,369,494 | |
| | | | | | | | |
| | | | Insurance - 1.0% | |
| | 71,157 | | | Ambac Financial Group, Inc.* | | | 1,234,574 | |
| | 22,964 | | | American Equity Investment Life Holding Co. | | | 603,494 | |
| | 47,333 | | | Greenlight Capital Re Ltd. Class A* | | | 989,260 | |
| | 23,371 | | | Health Insurance Innovations, Inc. Class A* | | | 549,219 | |
| | 152,465 | | | James River Group Holdings Ltd. | | | 6,057,434 | |
| | 171,652 | | | Maiden Holdings Ltd. | | | 1,905,337 | |
| | 4,823 | | | Primerica, Inc. | | | 365,342 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| COMMON STOCKS - 95.7% - (continued) | |
| | | | Insurance - 1.0% - (continued) | |
| | 54,135 | | | Universal Insurance Holdings, Inc. | | $ | 1,364,202 | |
| | | | | | | | |
| | | | | | | 13,068,862 | |
| | | | | | | | |
| | | | Materials - 4.0% | |
| | 170,605 | | | Boise Cascade Co.* | | | 5,186,392 | |
| | 41,680 | | | Chemours Co. | | | 1,580,506 | |
| | 7,827 | | | Clearwater Paper Corp.* | | | 365,912 | |
| | 80,100 | | | Cliffs Natural Resources, Inc.* | | | 554,292 | |
| | 610,587 | | | Graphic Packaging Holding Co. | | | 8,413,889 | |
| | 8,539 | | | Ingevity Corp.* | | | 490,139 | |
| | 16,770 | | | KapStone Paper & Packaging Corp. | | | 345,965 | |
| | 10,342 | | | KMG Chemicals, Inc. | | | 503,345 | |
| | 31,338 | | | Koppers Holdings, Inc.* | | | 1,132,869 | |
| | 27,028 | | | Kronos Worldwide, Inc. | | | 492,450 | |
| | 298,910 | | | Louisiana-Pacific Corp.* | | | 7,206,720 | |
| | 538,957 | | | OMNOVA Solutions, Inc.* | | | 5,254,831 | |
| | 261,917 | | | PolyOne Corp. | | | 10,146,664 | |
| | 23,260 | | | Stepan Co. | | | 2,026,876 | |
| | 196,746 | | | Summit Materials, Inc. Class A* | | | 5,680,057 | |
| | 31,905 | | | Trinseo S.A. | | | 2,191,873 | |
| | 22,271 | | | Worthington Industries, Inc. | | | 1,118,450 | |
| | | | | | | | |
| | | | | | | 52,691,230 | |
| | | | | | | | |
| | | | Media - 0.1% | |
| | 38,625 | | | MSG Networks, Inc. Class A* | | | 867,131 | |
| | | | | | | | |
| | | | Pharmaceuticals, Biotechnology & Life Sciences - 12.8% | |
| | 155,538 | | | Aerie Pharmaceuticals, Inc.* | | | 8,173,522 | |
| | 48,779 | | | Agios Pharmaceuticals, Inc.* | | | 2,509,680 | |
| | 203,760 | | | Alder Biopharmaceuticals, Inc.* | | | 2,333,052 | |
| | 30,706 | | | AMAG Pharmaceuticals, Inc.* | | | 564,990 | |
| | 613,883 | | | Amicus Therapeutics, Inc.* | | | 6,181,802 | |
| | 342,340 | | | Aratana Therapeutics, Inc.* | | | 2,475,118 | |
| | 164,611 | | | Array BioPharma, Inc.* | | | 1,377,794 | |
| | 30,132 | | | BioSpecifics Technologies Corp.* | | | 1,491,835 | |
| | 68,847 | | | Bluebird Bio, Inc.* | | | 7,232,377 | |
| | 102,617 | | | Blueprint Medicines Corp.* | | | 5,199,603 | |
| | 254,125 | | | Calithera Biosciences, Inc.* | | | 3,773,756 | |
| | 22,425 | | | Cambrex Corp.* | | | 1,339,894 | |
| | 276,482 | | | Catalent, Inc.* | | | 9,704,518 | |
| | 168,454 | | | Coherus Biosciences, Inc.* | | | 2,417,315 | |
| | 71,283 | | | Corcept Therapeutics, Inc.* | | | 841,139 | |
| | 407,237 | | | Cytokinetics, Inc.* | | | 4,927,568 | |
| | 174,560 | | | Dermira, Inc.* | | | 5,086,678 | |
| | 14,461 | | | Eagle Pharmaceuticals, Inc.* | | | 1,140,828 | |
| | 12,256 | | | Emergent Biosolutions, Inc.* | | | 415,601 | |
| | 73,078 | | | Epizyme, Inc.* | | | 1,103,478 | |
| | 119,000 | | | Exelixis, Inc.* | | | 2,930,970 | |
| | 45,342 | | | FibroGen, Inc.* | | | 1,464,547 | |
| | 172,034 | | | Five Prime Therapeutics, Inc.* | | | 5,179,944 | |
| | 174,920 | | | Flexion Therapeutics, Inc.* | | | 3,536,882 | |
| | 103,301 | | | GlycoMimetics, Inc.* | | | 1,152,839 | |
| | 4,781 | | | Heska Corp.* | | | 487,997 | |
| | 119,031 | | | INC Research Holdings, Inc. Class A* | | | 6,963,314 | |
| | 99,391 | | | Innoviva, Inc.* | | | 1,272,205 | |
| | 264,058 | | | Intersect ENT, Inc.* | | | 7,380,421 | |
| | 118,764 | | | Ionis Pharmaceuticals, Inc.* | | | 6,041,525 | |
| | 90,829 | | | Ironwood Pharmaceuticals, Inc.* | | | 1,714,852 | |
| | 62,003 | | | Jounce Therapeutics, Inc.* | | | 869,902 | |
| | 92,740 | | | Loxo Oncology, Inc.* | | | 7,436,821 | |
| | 50,544 | | | Luminex Corp. | | | 1,067,489 | |
| | 159,247 | | | Medicines Co.* | | | 6,052,978 | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Small Cap Growth HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| COMMON STOCKS - 95.7% - (continued) | |
| | | | Pharmaceuticals, Biotechnology & Life Sciences - 12.8% -
(continued) | |
| | 165,591 | | | MiMedx Group, Inc.* | | $ | 2,478,897 | |
| | 91,217 | | | Momenta Pharmaceuticals, Inc.* | | | 1,541,567 | |
| | 226,181 | | | NanoString Technologies, Inc.* | | | 3,741,034 | |
| | 106,456 | | | Neurocrine Biosciences, Inc.* | | | 4,896,976 | |
| | 254,788 | | | Otonomy, Inc.* | | | 4,802,754 | |
| | 9,218 | | | Pacira Pharmaceuticals, Inc.* | | | 439,699 | |
| | 644,362 | | | PDL BioPharma, Inc. | | | 1,591,574 | |
| | 155,227 | | | Portola Pharmaceuticals, Inc.* | | | 8,719,101 | |
| | 46,917 | | | PRA Health Sciences, Inc.* | | | 3,519,244 | |
| | 14,501 | | | Prestige Brands Holdings, Inc.* | | | 765,798 | |
| | 226,255 | | | Progenics Pharmaceuticals, Inc.* | | | 1,536,271 | |
| | 69,600 | | | Seres Therapeutics, Inc.* | | | 786,480 | |
| | 44,430 | | | Sucampo Pharmaceuticals, Inc. Class A* | | | 466,515 | |
| | 80,483 | | | Supernus Pharmaceuticals, Inc.* | | | 3,468,817 | |
| | 27,362 | | | Trevena, Inc.* | | | 62,933 | |
| | 110,852 | | | Ultragenyx Pharmaceutical, Inc.* | | | 6,885,018 | |
| | | | | | | | |
| | | | | | | 167,545,912 | |
| | | | | | | | |
| | | | Real Estate - 3.1% | |
| | 117,182 | | | CareTrust, Inc. REIT | | | 2,172,554 | |
| | 97,026 | | | Coresite Realty Corp. REIT | | | 10,045,102 | |
| | 33,572 | | | Geo Group, Inc. REIT | | | 992,724 | |
| | 236,978 | | | HFF, Inc. Class A REIT | | | 8,239,725 | |
| | 219,994 | | | LaSalle Hotel Properties REIT | | | 6,555,821 | |
| | 19,452 | | | Physicians Realty Trust REIT | | | 391,763 | |
| | 37,234 | | | Potlatch Corp. REIT | | | 1,701,594 | |
| | 95,929 | | | RLJ Lodging Trust REIT | | | 1,906,109 | |
| | 17,400 | | | Sabra Healthcare, Inc. REIT | | | 419,340 | |
| | 419,061 | | | Sunstone Hotel Investors, Inc. REIT | | | 6,755,264 | |
| | 181,019 | | | Washington Prime Group, Inc. REIT | | | 1,515,129 | |
| | | | | | | | |
| | | | | | | 40,695,125 | |
| | | | | | | | |
| | | | Retailing - 3.4% | |
| | 15,296 | | | Big Lots, Inc. | | | 738,797 | |
| | 25,689 | | | Buckle, Inc. | | | 457,264 | |
| | 64,736 | | | Burlington Stores, Inc.* | | | 5,955,065 | |
| | 8,142 | | | Cato Corp. Class A | | | 143,218 | |
| | 21,300 | | | Children’s Place, Inc. | | | 2,174,730 | |
| | 194,451 | | | Core-Mark Holding Co., Inc. | | | 6,428,550 | |
| | 194,726 | | | Five Below, Inc.* | | | 9,613,622 | |
| | 68,010 | | | Francescas Holdings Corp.* | | | 744,029 | |
| | 229,094 | | | Michaels Cos., Inc.* | | | 4,242,821 | |
| | 21,097 | | | Nutrisystem, Inc. | | | 1,098,099 | |
| | 19,063 | | | Overstock.com, Inc.* | | | 310,727 | |
| | 39,278 | | | PetMed Express, Inc. | | | 1,594,687 | |
| | 72,596 | | | Pier 1 Imports, Inc. | | | 376,773 | |
| | 56,733 | | | Select Comfort Corp.* | | | 2,013,454 | |
| | 18,066 | | | Shutterfly, Inc.* | | | 858,135 | |
| | 39,164 | | | Tailored Brands, Inc. | | | 437,070 | |
| | 87,369 | | | Wayfair, Inc. Class A* | | | 6,716,929 | |
| | | | | | | | |
| | | | | | | 43,903,970 | |
| | | | | | | | |
| | | | Semiconductors & Semiconductor Equipment - 4.3% | |
| | 45,456 | | | Advanced Energy Industries, Inc.* | | | 2,940,549 | |
| | 28,433 | | | Ambarella, Inc.* | | | 1,380,422 | |
| | 175,114 | | | Amkor Technology, Inc.* | | | 1,710,864 | |
| | 6,055 | | | Cabot Microelectronics Corp. | | | 447,041 | |
| | 131,809 | | | Cirrus Logic, Inc.* | | | 8,267,061 | |
| | 31,903 | | | Entegris, Inc.* | | | 700,271 | |
| | 301,447 | | | Integrated Device Technology, Inc.* | | | 7,774,318 | |
| | 130,953 | | | Kulicke & Soffa Industries, Inc.* | | | 2,490,726 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| COMMON STOCKS - 95.7% - (continued) | |
| | | | Semiconductors & Semiconductor Equipment - 4.3% -
(continued) | |
| | 177,142 | | | MACOM Technology Solutions Holdings, Inc.* | | $ | 9,879,209 | |
| | 285,705 | | | MaxLinear, Inc. Class A* | | | 7,968,312 | |
| | 170,631 | | | MKS Instruments, Inc. | | | 11,483,466 | |
| | 16,670 | | | Semtech Corp.* | | | 595,953 | |
| | 8,938 | | | Synaptics, Inc.* | | | 462,184 | |
| | 33,763 | | | Ultra Clean Holdings, Inc.* | | | 633,056 | |
| | | | | | | | |
| | | | | | | 56,733,432 | |
| | | | | | | | |
| | | | Software & Services - 15.1% | |
| | 113,735 | | | Aspen Technology, Inc.* | | | 6,284,996 | |
| | 27,703 | | | Barracuda Networks, Inc.* | | | 638,831 | |
| | 107,852 | | | Blackbaud, Inc. | | | 9,248,309 | |
| | 300,526 | | | Blackhawk Network Holdings, Inc.* | | | 13,102,934 | |
| | 50,645 | | | Blucora, Inc.* | | | 1,073,674 | |
| | 114,661 | | | BroadSoft, Inc.* | | | 4,936,156 | |
| | 51,922 | | | CACI International, Inc. Class A* | | | 6,492,846 | |
| | 204,192 | | | Cardtronics plc Class A* | | | 6,709,749 | |
| | 70,049 | | | Cass Information Systems, Inc. | | | 4,598,016 | |
| | 27,355 | | | CommVault Systems, Inc.* | | | 1,544,190 | |
| | 39,663 | | | CSG Systems International, Inc. | | | 1,609,525 | |
| | 120,772 | | | EPAM Systems, Inc.* | | | 10,155,717 | |
| | 28,290 | | | Evertec, Inc. | | | 489,417 | |
| | 91,735 | | | Exlservice Holdings, Inc.* | | | 5,098,631 | |
| | 72,341 | | | Fair Isaac Corp. | | | 10,085,059 | |
| | 256,576 | | | Five9, Inc.* | | | 5,521,516 | |
| | 191,804 | | | Globant S.A.* | | | 8,331,966 | |
| | 218,822 | | | GrubHub, Inc.* | | | 9,540,639 | |
| | 94,965 | | | Guidewire Software, Inc.* | | | 6,525,045 | |
| | 121,731 | | | HubSpot, Inc.* | | | 8,003,813 | |
| | 111,229 | | | j2 Global, Inc. | | | 9,464,476 | |
| | 80,003 | | | LogMeIn, Inc. | | | 8,360,313 | |
| | 25,797 | | | Manhattan Associates, Inc.* | | | 1,239,804 | |
| | 121,776 | | | MAXIMUS, Inc. | | | 7,626,831 | |
| | 66,481 | | | NIC, Inc. | | | 1,259,815 | |
| | 19,631 | | | Paycom Software, Inc.* | | | 1,342,957 | |
| | 160,822 | | | Pegasystems, Inc. | | | 9,383,964 | |
| | 17,035 | | | Progress Software Corp. | | | 526,211 | |
| | 97,615 | | | PTC, Inc.* | | | 5,380,539 | |
| | 81,680 | | | Q2 Holdings, Inc.* | | | 3,018,076 | |
| | 22,734 | | | Science Applications International Corp. | | | 1,578,194 | |
| | 52,585 | | | Shutterstock, Inc.* | | | 2,317,947 | |
| | 21,084 | | | Stamps.com, Inc.* | | | 3,265,384 | |
| | 69,836 | | | Sykes Enterprises, Inc.* | | | 2,341,601 | |
| | 28,807 | | | Tyler Technologies, Inc.* | | | 5,060,526 | |
| | 39,477 | | | Unisys Corp.* | | | 505,306 | |
| | 26,953 | | | Web.com Group, Inc.* | | | 681,911 | |
| | 72,610 | | | WEX, Inc.* | | | 7,571,045 | |
| | 25,750 | | | Wix.com Ltd.* | | | 1,792,200 | |
| | 183,575 | | | Zendesk, Inc.* | | | 5,099,713 | |
| | | | | | | | |
| | | | | | | 197,807,842 | |
| | | | | | | | |
| | | | Technology Hardware & Equipment - 4.3% | |
| | 89,688 | | | Acacia Communications, Inc.* | | | 3,719,361 | |
| | 12,979 | | | Applied Optoelectronics, Inc.* | | | 801,972 | |
| | 287,914 | | | Ciena Corp.* | | | 7,203,608 | |
| | 32,179 | | | Control4 Corp.* | | | 631,030 | |
| | 116,870 | | | ePlus, Inc.* | | | 8,660,067 | |
| | 130,476 | | | Extreme Networks, Inc.* | | | 1,202,989 | |
| | 93,671 | | | Fabrinet* | | | 3,996,005 | |
| | 32,053 | | | InterDigital, Inc. | | | 2,477,697 | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Small Cap Growth HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| COMMON STOCKS - 95.7% - (continued) | |
| | | | Technology Hardware & Equipment - 4.3% - (continued) | |
| | 151,812 | | | Itron, Inc.* | | $ | 10,285,263 | |
| | 49,809 | | | KEMET Corp.* | | | 637,555 | |
| | 22,577 | | | Lumentum Holdings, Inc.* | | | 1,288,018 | |
| | 6,693 | | | Plantronics, Inc. | | | 350,111 | |
| | 92,646 | | | Rogers Corp.* | | | 10,063,209 | |
| | 60,096 | | | Sanmina Corp.* | | | 2,289,658 | |
| | 44,072 | | | TTM Technologies, Inc.* | | | 765,090 | |
| | 141,133 | | | Vishay Intertechnology, Inc. | | | 2,342,808 | |
| | | | | | | | |
| | | | | | | 56,714,441 | |
| | | | | | | | |
| | | | Telecommunication Services - 0.6% | |
| | 66,007 | | | IDT Corp. Class B | | | 948,521 | |
| | 353,834 | | | ORBCOMM, Inc.* | | | 3,998,324 | |
| | 504,030 | | | Vonage Holdings Corp.* | | | 3,296,356 | |
| | | | | | | | |
| | | | | | | 8,243,201 | |
| | | | | | | | |
| | | | Transportation - 2.0% | |
| | 9,076 | | | Allegiant Travel Co. | | | 1,230,706 | |
| | 94,128 | | | Genesee & Wyoming, Inc. Class A* | | | 6,437,414 | |
| | 54,900 | | | Hawaiian Holdings, Inc.* | | | 2,577,555 | |
| | 294,620 | | | Knight Transportation, Inc. | | | 10,915,671 | |
| | 162,161 | | | Marten Transport Ltd. | | | 4,443,211 | |
| | 11,829 | | | Saia, Inc.* | | | 606,828 | |
| | | | | | | | |
| | | | | | | 26,211,385 | |
| | | | | | | | |
| | | | Utilities - 0.0% | |
| | 7,400 | | | Southwest Gas Holdings, Inc. | | | 540,644 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks
(cost $1,041,403,427) | | $ | 1,253,722,846 | |
| | | | | | | | |
|
| WARRANTS - 0.0% | |
| | | | Diversified Financials - 0.0% | |
| | 891 | | | Emergent Capital, Inc. Expires 4/11/19*(1) | | $ | — | |
| | | | | | | | |
| | |
| | | | Total Warrants
(cost $—) | | $ | — | |
| | | | | | | | |
|
| EXCHANGE TRADED FUNDS - 2.7% | |
| | | | Other Investment Pools & Funds - 2.7% | |
| | 213,893 | | | iShares Russell 2000 Growth ETF | | $ | 36,098,889 | |
| | | | | | | | |
| | |
| | | | Total Exchange Traded Funds
(cost $34,564,017) | | $ | 36,098,889 | |
| | | | | | | | |
| | |
| | | | Total Long-Term Investments
(cost $1,075,967,444) | | $ | 1,289,821,735 | |
| | | | | | | | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| SHORT-TERM INVESTMENTS - 1.3% | |
| | | | Other Investment Pools & Funds - 1.3% | |
| | 16,437,734 | | | Morgan Stanley Institutional Liquidity Funds, Institutional Class | | $ | 16,437,734 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments
(cost $16,437,734) | | $ | 16,437,734 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | |
| | | | Total Investments
(cost $1,092,405,178)^ | | | 99.7 | % | | $ | 1,306,259,469 | |
| | | | Other Assets and Liabilities | | | 0.3 | % | | | 4,203,103 | |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 1,310,462,572 | |
| | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Small Cap Growth HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
| | Other than the industry classifications “Other Investment Pools & Funds,” 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 shown in this report as these classifications are used for financial reporting purposes. |
| ^ | Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of: |
| | | | |
Unrealized Appreciation | | $ | 251,832,893 | |
Unrealized Depreciation | | | (37,978,602 | ) |
| | | | |
Net Unrealized Appreciation | | $ | 213,854,291 | |
| | | | |
| (1) | The following security is considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time. |
| | | | | | | | | | | | |
Period
Acquired | | | Shares/Par | | | Security | | Cost | |
| | 04/2014 | | | | 891 | | | Emergent Capital, Inc. Warrants | | $ | — | |
| | At June 30, 2017, the value of this security was $0, which represented 0.0% of total net assets. |
| † | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
| | |
| GLOSSARY: (abbreviations used in preceding Schedule of Investments) |
|
| Other Abbreviations: |
ETF | | Exchange Traded Fund |
REIT | | Real Estate Investment Trust |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Small Cap Growth HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2017 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
| | | Total | | | Level 1(1) | | | Level 2(1) | | | Level 3(1) | |
Assets | | | | | | | | | | | | | | | | |
Common Stocks | | | | | | | | | | | | | | | | |
Automobiles & Components | | $ | 25,803,197 | | | $ | 25,803,197 | | | $ | — | | | $ | — | |
Banks | | | 50,472,243 | | | | 50,472,243 | | | | — | | | | — | |
Capital Goods | | | 123,013,468 | | | | 123,013,468 | | | | — | | | | — | |
Commercial & Professional Services | | | 58,024,139 | | | | 58,024,139 | | | | — | | | | — | |
Consumer Durables & Apparel | | | 52,216,299 | | | | 52,216,299 | | | | — | | | | — | |
Consumer Services | | | 62,318,646 | | | | 62,318,646 | | | | — | | | | — | |
Diversified Financials | | | 21,579,629 | | | | 21,579,629 | | | | — | | | | — | |
Energy | | | 16,069,580 | | | | 16,069,580 | | | | — | | | | — | |
Food & Staples Retailing | | | 15,683,166 | | | | 15,683,166 | | | | — | | | | — | |
Food, Beverage & Tobacco | | | 24,547,635 | | | | 24,547,635 | | | | — | | | | — | |
Health Care Equipment & Services | | | 136,602,175 | | | | 136,602,175 | | | | — | | | | — | |
Household & Personal Products | | | 2,369,494 | | | | 2,369,494 | | | | — | | | | — | |
Insurance | | | 13,068,862 | | | | 13,068,862 | | | | — | | | | — | |
Materials | | | 52,691,230 | | | | 52,691,230 | | | | — | | | | — | |
Media | | | 867,131 | | | | 867,131 | | | | — | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 167,545,912 | | | | 167,545,912 | | | | — | | | | — | |
Real Estate | | | 40,695,125 | | | | 40,695,125 | | | | — | | | | — | |
Retailing | | | 43,903,970 | | | | 43,903,970 | | | | — | | | | — | |
Semiconductors & Semiconductor Equipment | | | 56,733,432 | | | | 56,733,432 | | | | — | | | | — | |
Software & Services | | | 197,807,842 | | | | 197,807,842 | | | | — | | | | — | |
Technology Hardware & Equipment | | | 56,714,441 | | | | 56,714,441 | | | | — | | | | — | |
Telecommunication Services | | | 8,243,201 | | | | 8,243,201 | | | | — | | | | — | |
Transportation | | | 26,211,385 | | | | 26,211,385 | | | | — | | | | — | |
Utilities | | | 540,644 | | | | 540,644 | | | | — | | | | — | |
Warrants | | | — | | | | — | | | | — | | | | — | |
Exchange Traded Funds | | | 36,098,889 | | | | 36,098,889 | | | | — | | | | — | |
Short-Term Investments | | | 16,437,734 | | | | 16,437,734 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 1,306,259,469 | | | $ | 1,306,259,469 | | | $ | — | | | $ | — | |
| | | | | | | | | | | | | | | | |
| (1) | For the six-month period ended June 30, 2017, there were no transfers between any levels. |
Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the six-month period ended June 30, 2017 is not presented.
The accompanying notes are an integral part of these financial statements.
|
| Hartford Small Company HLS Fund |
Schedule of Investments
June 30, 2017 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| COMMON STOCKS - 96.1% | |
| | | | Automobiles & Components - 0.1% | |
| | 3,072 | | | Cooper Tire & Rubber Co. | | $ | 110,899 | |
| | 4,322 | | | Tenneco, Inc. | | | 249,941 | |
| | 1,458 | | | Visteon Corp.* | | | 148,804 | |
| | | | | | | | |
| | | | | | | 509,644 | |
| | | | | | | | |
| | | | Banks - 6.1% | |
| | 2,426 | | | FCB Financial Holdings, Inc. Class A* | | | 115,842 | |
| | 3,411 | | | First Hawaiian, Inc. | | | 104,445 | |
| | 4,950 | | | First Merchants Corp. | | | 198,693 | |
| | 578,187 | | | FNB Corp. | | | 8,187,128 | |
| | 2,964 | | | Great Western Bancorp, Inc. | | | 120,961 | |
| | 2,305 | | | IBERIABANK Corp. | | | 187,857 | |
| | 222,481 | | | MB Financial, Inc. | | | 9,798,063 | |
| | 11,632 | | | MGIC Investment Corp.* | | | 130,278 | |
| | 489,538 | | | Sterling Bancorp | | | 11,381,758 | |
| | 4,085 | | | Umpqua Holdings Corp. | | | 75,001 | |
| | 166,274 | | | Western Alliance Bancorp* | | | 8,180,681 | |
| | | | | | | | |
| | | | | | | 38,480,707 | |
| | | | | | | | |
| | | | Capital Goods - 8.2% | |
| | 5,131 | | | AAON, Inc. | | | 189,077 | |
| | 238,315 | | | Advanced Drainage Systems, Inc. | | | 4,790,132 | |
| | 197,217 | | | Altra Industrial Motion Corp. | | | 7,849,237 | |
| | 2,042 | | | American Woodmark Corp.* | | | 195,113 | |
| | 3,182 | | | Armstrong World Industries, Inc.* | | | 146,372 | |
| | 2,913 | | | AZZ, Inc. | | | 162,545 | |
| | 1,714 | | | Esterline Technologies Corp.* | | | 162,487 | |
| | 4,554 | | | Generac Holdings, Inc.* | | | 164,536 | |
| | 2,368 | | | Heico Corp. Class A | | | 146,934 | |
| | 4,179 | | | ITT, Inc. | | | 167,912 | |
| | 4,583 | | | JELD-WEN Holding, Inc.* | | | 148,764 | |
| | 114,436 | | | Kaman Corp. | | | 5,706,923 | |
| | 82,435 | | | Masonite International Corp.* | | | 6,223,843 | |
| | 43,236 | | | Middleby Corp.* | | | 5,253,606 | |
| | 419,806 | | | Milacron Holdings Corp.* | | | 7,384,388 | |
| | 74,892 | | | Regal-Beloit Corp. | | | 6,107,443 | |
| | 289,651 | | | Rexnord Corp.* | | | 6,734,386 | |
| | 3,041 | | | SiteOne Landscape Supply, Inc.* | | | 158,314 | |
| | 1,697 | | | Teledyne Technologies, Inc.* | | | 216,622 | |
| | 4,327 | | | Welbilt, Inc.* | | | 81,564 | |
| | | | | | | | |
| | | | | | | 51,990,198 | |
| | | | | | | | |
| | | | Commercial & Professional Services - 3.3% | |
| | 4,555 | | | Advanced Disposal Services, Inc.* | | | 103,535 | |
| | 125,947 | | | Brink’s Co. | | | 8,438,449 | |
| | 117,329 | | | Clean Harbors, Inc.* | | | 6,550,478 | |
| | 2,637 | | | Deluxe Corp. | | | 182,533 | |
| | 3,170 | | | Exponent, Inc. | | | 184,811 | |
| | 2,079 | | | GP Strategies Corp.* | | | 54,886 | |
| | 2,535 | | | Huron Consulting Group, Inc.* | | | 109,512 | |
| | 4,066 | | | On Assignment, Inc.* | | | 220,174 | |
| | 500 | | | Viad Corp. | | | 23,625 | |
| | 74,020 | | | WageWorks, Inc.* | | | 4,974,144 | |
| | | | | | | | |
| | | | | | | 20,842,147 | |
| | | | | | | | |
| | | | Consumer Durables & Apparel - 4.8% | |
| | 60,678 | | | Carter’s, Inc. | | | 5,397,308 | |
| | 55,852 | | | iRobot Corp.* | | | 4,699,387 | |
| | 127,871 | | | Oxford Industries, Inc. | | | 7,990,659 | |
| | 5,946 | | | Steven Madden Ltd.* | | | 237,543 | |
| | 5,158 | | | TopBuild Corp.* | | | 273,735 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| COMMON STOCKS - 96.1% - (continued) | |
| | | | Consumer Durables & Apparel - 4.8% - (continued) | |
| | 425,104 | | | Wolverine World Wide, Inc. | | $ | 11,907,163 | |
| | | | | | | | |
| | | | | | | 30,505,795 | |
| | | | | | | | |
| | | | Consumer Services - 7.3% | |
| | 9,430 | | | Bloomin’ Brands, Inc. | | | 200,199 | |
| | 73,116 | | | Dave & Buster’s Entertainment, Inc.* | | | 4,862,945 | |
| | 3,742 | | | Dunkin’ Brands Group, Inc. | | | 206,259 | |
| | 10,971 | | | La Quinta Holdings, Inc.* | | | 162,042 | |
| | 121,346 | | | Marriott Vacations Worldwide Corp. | | | 14,288,491 | |
| | 1,508 | | | Papa John’s International, Inc. | | | 108,214 | |
| | 715,976 | | | Planet Fitness, Inc. Class A | | | 16,710,880 | |
| | 323,652 | | | Wingstop, Inc. | | | 10,000,847 | |
| | | | | | | | |
| | | | | | | 46,539,877 | |
| | | | | | | | |
| | | | Diversified Financials - 0.1% | |
| | 2,859 | | | Evercore Partners, Inc. Class A | | | 201,560 | |
| | 3,788 | | | Financial Engines, Inc. | | | 138,641 | |
| | 2,682 | | | OneMain Holdings, Inc.* | | | 65,950 | |
| | | | | | | | |
| | | | | | | 406,151 | |
| | | | | | | | |
| | | | Energy - 1.2% | |
| | 466,576 | | | Centennial Resource Development, Inc. Class A* | | | 7,381,232 | |
| | 1,939 | | | PDC Energy, Inc.* | | | 83,590 | |
| | 6,800 | | | ProPetro Holding Corp.* | | | 94,928 | |
| | 1,158 | | | Resolute Energy Corp.* | | | 34,474 | |
| | 6,600 | | | WildHorse Resource Development Corp.* | | | 81,642 | |
| | | | | | | | |
| | | | | | | 7,675,866 | |
| | | | | | | | |
| | | | Food & Staples Retailing - 1.1% | |
| | 1,557 | | | Casey’s General Stores, Inc. | | | 166,770 | |
| | 243,853 | | | Performance Food Group Co.* | | | 6,681,572 | |
| | 2,179 | | | PriceSmart, Inc. | | | 190,881 | |
| | | | | | | | |
| | | | | | | 7,039,223 | |
| | | | | | | | |
| | | | Food, Beverage & Tobacco - 0.7% | |
| | 58,579 | | | Calavo Growers, Inc. | | | 4,044,880 | |
| | 10,205 | | | Hostess Brands, Inc.* | | | 164,300 | |
| | 1,252 | | | Post Holdings, Inc.* | | | 97,218 | |
| | 2,158 | | | TreeHouse Foods, Inc.* | | | 176,287 | |
| | | | | | | | |
| | | | | | | 4,482,685 | |
| | | | | | | | |
| | | | Health Care Equipment & Services - 8.2% | |
| | 259,455 | | | Acadia Healthcare Co., Inc.* | | | 12,811,888 | |
| | 32,469 | | | Align Technology, Inc.* | | | 4,874,246 | |
| | 3,368 | | | Anika Therapeutics, Inc.* | | | 166,177 | |
| | 354 | | | Atrion Corp. | | | 227,728 | |
| | 5,016 | | | Cardiovascular Systems, Inc.* | | | 161,666 | |
| | 6,929 | | | Globus Medical, Inc. Class A* | | | 229,697 | |
| | 82,290 | | | HealthEquity, Inc.* | | | 4,100,511 | |
| | 1,404 | | | ICU Medical, Inc.* | | | 242,190 | |
| | 315,890 | | | Insulet Corp.* | | | 16,208,316 | |
| | 3,502 | | | Integra LifeSciences Holdings Corp.* | | | 190,894 | |
| | 2,440 | | | Medidata Solutions, Inc.* | | | 190,808 | |
| | 7,523 | | | Natus Medical, Inc.* | | | 280,608 | |
| | 1,935 | | | NuVasive, Inc.* | | | 148,840 | |
| | 4,853 | | | Omnicell, Inc.* | | | 209,164 | |
| | 209,300 | | | OraSure Technologies, Inc.* | | | 3,612,518 | |
| | 3,984 | | | Orthofix International N.V.* | | | 185,176 | |
| | 1,813 | | | U.S. Physical Therapy, Inc. | | | 109,505 | |
| | 130,942 | | | Veeva Systems, Inc. Class A* | | | 8,028,054 | |
| | 853 | | | WellCare Health Plans, Inc.* | | | 153,165 | |
| | | | | | | | |
| | | | | | | 52,131,151 | |
| | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Small Company HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| COMMON STOCKS - 96.1% - (continued) | |
| | | | Insurance - 0.0% | |
| | 3,557 | | | James River Group Holdings Ltd. | | $ | 141,319 | |
| | | | | | | | |
| | | | Materials - 3.2% | |
| | 4,039 | | | Boise Cascade Co.* | | | 122,785 | |
| | 14,542 | | | Graphic Packaging Holding Co. | | | 200,389 | |
| | 80,843 | | | Ingevity Corp.* | | | 4,640,388 | |
| | 273,955 | | | KapStone Paper & Packaging Corp. | | | 5,651,692 | |
| | 5,233 | | | Louisiana-Pacific Corp.* | | | 126,168 | |
| | 12,416 | | | OMNOVA Solutions, Inc.* | | | 121,056 | |
| | 722,238 | | | Platform Specialty Products Corp.* | | | 9,157,978 | |
| | 6,085 | | | PolyOne Corp. | | | 235,733 | |
| | 4,658 | | | Summit Materials, Inc. Class A* | | | 134,476 | |
| | | | | | | | |
| | | | | | | 20,390,665 | |
| | | | | | | | |
| | | | Pharmaceuticals, Biotechnology & Life Sciences - 13.5% | |
| | 180,611 | | | Aerie Pharmaceuticals, Inc.* | | | 9,491,108 | |
| | 1,192 | | | Agios Pharmaceuticals, Inc.* | | | 61,328 | |
| | 4,891 | | | Alder Biopharmaceuticals, Inc.* | | | 56,002 | |
| | 14,524 | | | Amicus Therapeutics, Inc.* | | | 146,257 | |
| | 8,369 | | | Aratana Therapeutics, Inc.* | | | 60,508 | |
| | 73,420 | | | Bluebird Bio, Inc.* | | | 7,712,771 | |
| | 93,969 | | | Blueprint Medicines Corp.* | | | 4,761,409 | |
| | 4,537 | | | Calithera Biosciences, Inc.* | | | 67,374 | |
| | 6,493 | | | Catalent, Inc.* | | | 227,904 | |
| | 3,881 | | | Coherus Biosciences, Inc.* | | | 55,692 | |
| | 7,053 | | | Cytokinetics, Inc.* | | | 85,341 | |
| | 106,001 | | | Dermira, Inc.* | | | 3,088,869 | |
| | 175,827 | | | Exact Sciences Corp.* | | | 6,219,001 | |
| | 144,571 | | | Five Prime Therapeutics, Inc.* | | | 4,353,033 | |
| | 4,119 | | | Flexion Therapeutics, Inc.* | | | 83,286 | |
| | 96,006 | | | Galapagos N.V. ADR* | | | 7,346,379 | |
| | 182,406 | | | Global Blood Therapeutics, Inc.* | | | 4,988,804 | |
| | 2,442 | | | GlycoMimetics, Inc.* | | | 27,253 | |
| | 2,802 | | | INC Research Holdings, Inc. Class A* | | | 163,917 | |
| | 6,191 | | | Intersect ENT, Inc.* | | | 173,039 | |
| | 57,102 | | | Ionis Pharmaceuticals, Inc.* | | | 2,904,779 | |
| | 295,468 | | | Ironwood Pharmaceuticals, Inc.* | | | 5,578,436 | |
| | 1,971 | | | Jounce Therapeutics, Inc.* | | | 27,653 | |
| | 2,187 | | | Loxo Oncology, Inc.* | | | 175,376 | |
| | 3,861 | | | Medicines Co.* | | | 146,757 | |
| | 298,941 | | | MiMedx Group, Inc.* | | | 4,475,147 | |
| | 5,319 | | | NanoString Technologies, Inc.* | | | 87,976 | |
| | 2,468 | | | Neurocrine Biosciences, Inc.* | | | 113,528 | |
| | 248,350 | | | Otonomy, Inc.* | | | 4,681,398 | |
| | 86,010 | | | Portola Pharmaceuticals, Inc.* | | | 4,831,182 | |
| | 36,421 | | | Sage Therapeutics, Inc.* | | | 2,900,568 | |
| | 36,513 | | | TESARO, Inc.* | | | 5,106,708 | |
| | 641 | | | Trevena, Inc.* | | | 1,474 | |
| | 85,783 | | | Ultragenyx Pharmaceutical, Inc.* | | | 5,327,982 | |
| | | | | | | | |
| | | | | | | 85,528,239 | |
| | | | | | | | |
| | | | Real Estate - 3.6% | |
| | 78,805 | | | Coresite Realty Corp. REIT | | | 8,158,682 | |
| | 5,580 | | | HFF, Inc. Class A REIT | | | 194,017 | |
| | 399,271 | | | Kennedy-Wilson Holdings, Inc. REIT | | | 7,606,112 | |
| | 221,241 | | | LaSalle Hotel Properties REIT | | | 6,592,982 | |
| | 10,194 | | | Sunstone Hotel Investors, Inc. REIT | | | 164,327 | |
| | | | | | | | |
| | | | | | | 22,716,120 | |
| | | | | | | | |
| | | | Retailing - 2.0% | |
| | 5,016,400 | | | Allstar Co.*(1)(2)(3) | | | 802,624 | |
| | 1,223 | | | Burlington Stores, Inc.* | | | 112,504 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| COMMON STOCKS - 96.1% - (continued) | |
| | | | Retailing - 2.0% - (continued) | |
| | 4,529 | | | Core-Mark Holding Co., Inc. | | $ | 149,729 | |
| | 3,939 | | | Five Below, Inc.* | | | 194,468 | |
| | 5,368 | | | Michaels Cos., Inc.* | | | 99,415 | |
| | 43,094 | | | Tory Burch LLC*(1)(2)(3) | | | 1,907,773 | |
| | 120,769 | | | Wayfair, Inc. Class A* | | | 9,284,721 | |
| | | | | | | | |
| | | | | | | 12,551,234 | |
| | | | | | | | |
| | | | Semiconductors & Semiconductor Equipment - 5.9% | |
| | 170,460 | | | Advanced Micro Devices, Inc.* | | | 2,127,341 | |
| | 90,103 | | | Cavium, Inc.* | | | 5,598,099 | |
| | 2,386 | | | Cirrus Logic, Inc.* | | | 149,650 | |
| | 7,138 | | | Integrated Device Technology, Inc.* | | | 184,089 | |
| | 184,909 | | | MACOM Technology Solutions Holdings, Inc.* | | | 10,312,375 | |
| | 113,990 | | | MaxLinear, Inc. Class A* | | | 3,179,181 | |
| | 3,864 | | | MKS Instruments, Inc. | | | 260,047 | |
| | 659,469 | | | Tower Semiconductor Ltd.* | | | 15,728,336 | |
| | | | | | | | |
| | | | | | | 37,539,118 | |
| | | | | | | | |
| | | | Software & Services - 18.5% | |
| | 200,737 | | | 2U, Inc.* | | | 9,418,580 | |
| | 2,686 | | | Aspen Technology, Inc.* | | | 148,428 | |
| | 2,568 | | | Blackbaud, Inc. | | | 220,206 | |
| | 196,396 | | | Blackhawk Network Holdings, Inc.* | | | 8,562,866 | |
| | 2,468 | | | BroadSoft, Inc.* | | | 106,247 | |
| | 1,269 | | | CACI International, Inc. Class A* | | | 158,689 | |
| | 4,871 | | | Cardtronics plc Class A* | | | 160,061 | |
| | 1,673 | | | Cass Information Systems, Inc. | | | 109,816 | |
| | 39,707 | | | CoStar Group, Inc.* | | | 10,466,765 | |
| | 76,331 | | | EPAM Systems, Inc.* | | | 6,418,674 | |
| | 2,172 | | | Exlservice Holdings, Inc.* | | | 120,720 | |
| | 93,381 | | | Fair Isaac Corp. | | | 13,018,245 | |
| | 6,087 | | | Five9, Inc.* | | | 130,992 | |
| | 4,504 | | | Globant S.A.* | | | 195,654 | |
| | 157,069 | | | GoDaddy, Inc. Class A* | | | 6,662,867 | |
| | 5,159 | | | GrubHub, Inc.* | | | 224,932 | |
| | 2,256 | | | Guidewire Software, Inc.* | | | 155,010 | |
| | 215,471 | | | HubSpot, Inc.* | | | 14,167,218 | |
| | 2,626 | | | j2 Global, Inc. | | | 223,446 | |
| | 1,902 | | | LogMeIn, Inc. | | | 198,759 | |
| | 2,159 | | | MAXIMUS, Inc. | | | 135,218 | |
| | 307,123 | | | Mimecast Ltd.* | | | 8,224,754 | |
| | 114,095 | | | Paylocity Holding Corp.* | | | 5,154,812 | |
| | 3,862 | | | Pegasystems, Inc. | | | 225,348 | |
| | 56,922 | | | Proofpoint, Inc.* | | | 4,942,537 | |
| | 2,287 | | | PTC, Inc.* | | | 126,060 | |
| | 2,002 | | | Q2 Holdings, Inc.* | | | 73,974 | |
| | 1,069,389 | | | Telogis, Inc.*(1)(2)(3) | | | 3,400,657 | |
| | 102,903 | | | Trade Desk, Inc. Class A* | | | 5,156,469 | |
| | 679 | | | Tyler Technologies, Inc.* | | | 119,280 | |
| | 28,805 | | | Ultimate Software Group, Inc.* | | | 6,050,778 | |
| | 157,023 | | | Veracode, Inc.*(1)(2)(3) | | | 639,084 | |
| | 17,052 | | | WEX, Inc.* | | | 1,778,012 | |
| | 71,111 | | | Wix.com Ltd.* | | | 4,949,326 | |
| | 4,322 | | | Zendesk, Inc.* | | | 120,065 | |
| | 117,294 | | | Zillow Group, Inc. Class C* | | | 5,748,579 | |
| | | | | | | | |
| | | | | | | 117,713,128 | |
| | | | | | | | |
| | | | Technology Hardware & Equipment - 4.1% | |
| | 2,113 | | | Acacia Communications, Inc.* | | | 87,626 | |
| | 41,026 | | | Arista Networks, Inc.* | | | 6,145,285 | |
| | 6,811 | | | Ciena Corp.* | | | 170,411 | |
| | 2,696 | | | ePlus, Inc.* | | | 199,774 | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Small Company HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| COMMON STOCKS - 96.1% - (continued) | |
| | | | Technology Hardware & Equipment - 4.1% - (continued) | |
| | 2,218 | | | Fabrinet* | | $ | 94,620 | |
| | 173,927 | | | II-VI, Inc.* | | | 5,965,696 | |
| | 3,603 | | | Itron, Inc.* | | | 244,103 | |
| | 2,001 | | | Rogers Corp.* | | | 217,349 | |
| | 128,074 | | | Zebra Technologies Corp. Class A* | | | 12,873,998 | |
| | | | | | | | |
| | | | | | | 25,998,862 | |
| | | | | | | | |
| | | | Telecommunication Services - 0.0% | |
| | 8,378 | | | ORBCOMM, Inc.* | | | 94,672 | |
| | 12,321 | | | Vonage Holdings Corp.* | | | 80,579 | |
| | | | | | | | |
| | | | | | | 175,251 | |
| | | | | | | | |
| | | | Transportation - 4.2% | |
| | 2,205 | | | Genesee & Wyoming, Inc. Class A* | | | 150,800 | |
| | 371,321 | | | Knight Transportation, Inc. | | | 13,757,443 | |
| | 3,912 | | | Marten Transport Ltd. | | | 107,189 | |
| | 58,804 | | | Spirit Airlines, Inc.* | | | 3,037,227 | |
| | 360,809 | | | Swift Transportation Co.* | | | 9,561,438 | |
| | | | | | | | |
| | | | | | | 26,614,097 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks
(cost $511,833,264) | | $ | 609,971,477 | |
| | | | | | | | |
|
| EXCHANGE TRADED FUNDS - 0.1% | |
| | | | Other Investment Pools & Funds - 0.1% | |
| | 5,236 | | | iShares Russell 2000 Growth ETF | | $ | 883,680 | |
| | | | | | | | |
| | |
| | | | Total Exchange Traded Funds
(cost $854,478) | | $ | 883,680 | |
| | | | | | | | |
|
| PREFERRED STOCKS - 3.5% | |
| | | | Consumer Services - 0.2% | |
| | 277,018 | | | DraftKings, Inc. Series D*(1)(2)(3) | | $ | 634,371 | |
| | 252,844 | | | DraftKings, Inc. Series D-1*(1)(2)(3) | | | 778,760 | |
| | | | | | | | |
| | | | | | | 1,413,131 | |
| | | | | | | | |
| | | | Pharmaceuticals, Biotechnology & Life Sciences - 0.1% | |
| | 92,420 | | | Sancilio & Co., Inc.*(1)(2)(3) | | | 530,491 | |
| | | | | | | | |
| | | | Retailing - 0.4% | |
| | 74,004 | | | Honest Co.*(1)(2)(3) | | | 2,637,502 | |
| | | | | | | | |
| | | | Software & Services - 2.8% | |
| | 169,989 | | | Cloudera, Inc.*(1)(3) | | | 2,546,214 | |
| | 410,300 | | | MarkLogic Corp. Series F*(1)(2)(3) | | | 4,066,073 | |
| | 1,456,330 | | | Telogis, Inc.*(1)(2)(3) | | | 6,411,347 | |
| | 1,026,132 | | | Zuora, Inc. Series F*(1)(2)(3) | | | 4,894,650 | |
| | | | | | | | |
| | | | | | | 17,918,284 | |
| | | | | | | | |
| | |
| | | | Total Preferred Stocks
(cost $21,450,998) | | $ | 22,499,408 | |
| | | | | | | | |
| | |
| | | | Total Long-Term Investments
(cost $534,138,740) | | $ | 633,354,565 | |
| | | | | | | | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| SHORT-TERM INVESTMENTS - 0.8% | |
| | | | Other Investment Pools & Funds - 0.8% | | | |
| | 4,904,198 | | | BlackRock Liquidity Funds TempFund Portfolio, Institutional Class | | $ | 4,904,198 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments
(cost $4,904,198) | | $ | 4,904,198 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | |
| | | | Total Investments
(cost $539,042,938)^ | | | 100.5 | % | | $ | 638,258,763 | |
| | | | Other Assets and Liabilities | | | (0.5 | )% | | | (3,218,331 | ) |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 635,040,432 | |
| | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Small Company HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
| | Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. |
| | Other than the industry classifications “Other Investment Pools & Funds,” 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 shown in this report as these classifications are used for financial reporting purposes. |
| ^ | Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of: |
| | | | |
Unrealized Appreciation | | $ | 117,840,783 | |
Unrealized Depreciation | | | (18,624,958 | ) |
| | | | |
Net Unrealized Appreciation | | $ | 99,215,825 | |
| | | | |
| (1) | The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time. |
| | | | | | | | | | | | |
Period
Acquired | | | Shares/Par | | | Security | | Cost | |
| | 08/2011 | | | | 5,016,400 | | | Allstar Co. | | $ | 2,182,228 | |
| | 02/2014 | | | | 169,989 | | | Cloudera, Inc. Preferred | | | 2,475,040 | |
| | 08/2015 | | | | 277,018 | | | DraftKings, Inc. Series D Preferred | | | 1,491,990 | |
| | 08/2015 | | | | 252,844 | | | DraftKings, Inc. Series D-1 Preferred | | | 1,938,153 | |
| | 08/2015 | | | | 74,004 | | | Honest Co. Preferred | | | 3,386,053 | |
| | 04/2015 | | | | 410,300 | | | MarkLogic Corp. Series F Preferred | | | 4,765,306 | |
| | 07/2015 | | | | 92,420 | | | Sancilio & Co., Inc. Preferred | | | 290,199 | |
| | 09/2013 | | | | 1,069,389 | | | Telogis, Inc. | | | 2,118,567 | |
| | 09/2013 | | | | 1,456,330 | | | Telogis, Inc. Preferred | | | 3,205,674 | |
| | 11/2013 | | | | 43,094 | | | Tory Burch LLC | | | 3,377,560 | |
| | 04/2017 | | | | 157,023 | | | Veracode, Inc. | | | — | |
| | 01/2015 | | | | 1,026,132 | | | Zuora, Inc. Series F Preferred | | | 3,898,583 | |
| | | | | | | | | | | | |
| | | | | | | | | | $ | 29,129,353 | |
| | | | | | | | | | | | |
| | At June 30, 2017, the aggregate value of these securities was $29,249,546, which represented 4.6% of total net assets. |
| (2) | Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At June 30, 2017, the aggregate value of these securities was $26,703,332, which represented 4.2% of total net assets. |
| (3) | These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At June 30, 2017, the aggregate fair value of these securities was $29,249,546, which represented 4.6% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors. |
| † | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
| | |
| GLOSSARY: (abbreviations used in preceding Schedule of Investments) |
|
| Other Abbreviations: |
ADR | | American Depositary Receipt |
ETF | | Exchange Traded Fund |
REIT | | Real Estate Investment Trust |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Small Company HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2017 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
| | | Total | | | Level 1(1) | | | Level 2(1) | | | Level 3(1) | |
Assets | |
Common Stocks | |
Automobiles & Components | | $ | 509,644 | | | $ | 509,644 | | | $ | — | | | $ | — | |
Banks | | | 38,480,707 | | | | 38,480,707 | | | | — | | | | — | |
Capital Goods | | | 51,990,198 | | | | 51,990,198 | | | | — | | | | — | |
Commercial & Professional Services | | | 20,842,147 | | | | 20,842,147 | | | | — | | | | — | |
Consumer Durables & Apparel | | | 30,505,795 | | | | 30,505,795 | | | | — | | | | — | |
Consumer Services | | | 46,539,877 | | | | 46,539,877 | | | | — | | | | — | |
Diversified Financials | | | 406,151 | | | | 406,151 | | | | — | | | | — | |
Energy | | | 7,675,866 | | | | 7,675,866 | | | | — | | | | — | |
Food & Staples Retailing | | | 7,039,223 | | | | 7,039,223 | | | | — | | | | — | |
Food, Beverage & Tobacco | | | 4,482,685 | | | | 4,482,685 | | | | — | | | | — | |
Health Care Equipment & Services | | | 52,131,151 | | | | 52,131,151 | | | | — | | | | — | |
Insurance | | | 141,319 | | | | 141,319 | | | | — | | | | — | |
Materials | | | 20,390,665 | | | | 20,390,665 | | | | — | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 85,528,239 | | | | 85,528,239 | | | | — | | | | — | |
Real Estate | | | 22,716,120 | | | | 22,716,120 | | | | — | | | | — | |
Retailing | | | 12,551,234 | | | | 9,840,837 | | | | — | | | | 2,710,397 | |
Semiconductors & Semiconductor Equipment | | | 37,539,118 | | | | 37,539,118 | | | | — | | | | — | |
Software & Services | | | 117,713,128 | | | | 113,673,387 | | | | — | | | | 4,039,741 | |
Technology Hardware & Equipment | | | 25,998,862 | | | | 25,998,862 | | | | — | | | | — | |
Telecommunication Services | | | 175,251 | | | | 175,251 | | | | — | | | | — | |
Transportation | | | 26,614,097 | | | | 26,614,097 | | | | — | | | | — | |
Exchange Traded Funds | | | 883,680 | | | | 883,680 | | | | — | | | | — | |
Preferred Stocks | | | 22,499,408 | | | | — | | | | — | | | | 22,499,408 | |
Short-Term Investments | | | 4,904,198 | | | | 4,904,198 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 638,258,763 | | | $ | 609,009,217 | | | $ | — | | | $ | 29,249,546 | |
| | | | | | | | | | | | | | | | |
| (1) | For the six-month period ended June 30, 2017, there were no transfers between Level 1 and Level 2, and investments valued at $6,015,816 were transferred from Level 3 to Level 1 due to the expiration of trading restrictions. |
The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the six-month period ended June 30, 2017:
| | | | | | | | | | | | |
| | | Common
Stocks | | | Preferred
Stocks | | | Total | |
Beginning balance | | $ | 14,370,854 | | | $ | 32,924,650 | | | $ | 47,295,504 | |
Purchases | | | — | | | | — | | | | — | |
Sales | | | (2,739,098 | ) | | | (7,522,099 | ) | | | (10,261,197 | ) |
Accrued discounts/(premiums) | | | — | | | | — | | | | — | |
Total realized gain/(loss) | | | (2,111,757 | ) | | | 3,068,248 | | | | 956,491 | |
Net change in unrealized appreciation/depreciation | | | (1,977,296 | ) | | | (748,140 | ) | | | (2,725,436 | ) |
Transfers into Level 3 | | | — | | | | — | | | | — | |
Transfers out of Level 3 | | | (792,565 | ) | | | (5,223,251 | ) | | | (6,015,816 | ) |
| | | | | | | | | | | | |
Ending balance | | $ | 6,750,138 | | | $ | 22,499,408 | | | $ | 29,249,546 | |
| | | | | | | | | | | | |
The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at June 30, 2017 was $(2,395,863).
| Note: | For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period. |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Small/Mid Cap Equity HLS Fund |
Schedule of Investments
June 30, 2017 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| COMMON STOCKS - 99.3% | |
| | | | Automobiles & Components - 1.9% | |
| | 9,423 | | | Lear Corp. | | $ | 1,338,820 | |
| | 4,030 | | | Thor Industries, Inc. | | | 421,215 | |
| | | | | | | | |
| | | | | | | 1,760,035 | |
| | | | | | | | |
| | | | Banks - 5.3% | |
| | 20,948 | | | Banco Latinoamericano de Comercio Exterior S.A. ADR | | | 573,556 | |
| | 12,305 | | | Berkshire Hills Bancorp, Inc. | | | 432,521 | |
| | 10,856 | | | Essent Group Ltd.* | | | 403,192 | |
| | 11,856 | | | Fifth Third Bancorp | | | 307,782 | |
| | 79,117 | | | First BanCorp* | | | 458,087 | |
| | 16,500 | | | Flagstar Bancorp, Inc.* | | | 508,530 | |
| | 6,777 | | | HomeStreet, Inc.* | | | 187,553 | |
| | 23,029 | | | MGIC Investment Corp.* | | | 257,925 | |
| | 10,800 | | | NMI Holdings, Inc. Class A* | | | 123,660 | |
| | 19,446 | | | OFG Bancorp | | | 194,460 | |
| | 26,198 | | | Popular, Inc. | | | 1,092,719 | |
| | 10,317 | | | Radian Group, Inc. | | | 168,683 | |
| | 6,017 | | | Walker & Dunlop, Inc.* | | | 293,810 | |
| | | | | | | | |
| | | | | | | 5,002,478 | |
| | | | | | | | |
| | | | Capital Goods - 10.1% | |
| | 6,076 | | | American Railcar Industries, Inc. | | | 232,711 | |
| | 2,641 | | | American Woodmark Corp.* | | | 252,348 | |
| | 3,200 | | | Argan, Inc. | | | 192,000 | |
| | 9,813 | | | Briggs & Stratton Corp. | | | 236,493 | |
| | 7,140 | | | Chart Industries, Inc.* | | | 247,972 | |
| | 8,072 | | | Continental Building Products, Inc.* | | | 188,078 | |
| | 2,198 | | | Graco, Inc. | | | 240,197 | |
| | 4,200 | | | Greenbrier Cos., Inc. | | | 194,250 | |
| | 14,866 | | | Jacobs Engineering Group, Inc. | | | 808,562 | |
| | 27,439 | | | Meritor, Inc.* | | | 455,762 | |
| | 14,314 | | | MRC Global, Inc.* | | | 236,467 | |
| | 5,325 | | | MSC Industrial Direct Co., Inc. Class A | | | 457,737 | |
| | 5,715 | | | NN, Inc. | | | 156,877 | |
| | 8,402 | | | Oshkosh Corp. | | | 578,730 | |
| | 11,138 | | | Owens Corning | | | 745,355 | |
| | 7,000 | | | Regal-Beloit Corp. | | | 570,850 | |
| | 17,043 | | | Spirit Aerosystems Holdings, Inc. Class A | | | 987,471 | |
| | 6,119 | | | Terex Corp. | | | 229,462 | |
| | 5,309 | | | Timken Co. | | | 245,541 | |
| | 14,557 | | | Toro Co. | | | 1,008,655 | |
| | 6,238 | | | Trex Co., Inc.* | | | 422,063 | |
| | 6,312 | | | United Rentals, Inc.* | | | 711,425 | |
| | 11,061 | | | Wabash National Corp. | | | 243,121 | |
| | | | | | | | |
| | | | | | | 9,642,127 | |
| | | | | | | | |
| | | | Commercial & Professional Services - 3.5% | |
| | 11,932 | | | ACCO Brands Corp.* | | | 139,008 | |
| | 3,035 | | | Barrett Business Services, Inc. | | | 173,875 | |
| | 6,281 | | | Brink’s Co. | | | 420,827 | |
| | 4,558 | | | Dun & Bradstreet Corp. | | | 492,948 | |
| | 11,913 | | | Essendant, Inc. | | | 176,670 | |
| | 7,800 | | | Kimball International, Inc. Class B | | | 130,182 | |
| | 1,552 | | | ManpowerGroup, Inc. | | | 173,281 | |
| | 8,685 | | | Navigant Consulting, Inc.* | | | 171,615 | |
| | 9,279 | | | Quad/Graphics, Inc. | | | 212,675 | |
| | 7,117 | | | Robert Half International, Inc. | | | 341,118 | |
| | 28,308 | | | RPX Corp.* | | | 394,896 | |
| | 10,070 | | | TriNet Group, Inc.* | | | 329,692 | |
| | 5,482 | | | TrueBlue, Inc.* | | | 145,273 | |
| | | | | | | | |
| | | | | | | 3,302,060 | |
| | | | | | | | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| COMMON STOCKS - 99.3% - (continued) | |
| | | | Consumer Durables & Apparel - 1.3% | |
| | 5,097 | | | CSS Industries, Inc. | | $ | 133,338 | |
| | 58,566 | | | Hovnanian Enterprises, Inc. Class A* | | | 163,985 | |
| | 2,900 | | | iRobot Corp.* | | | 244,006 | |
| | 7,913 | | | La-Z-Boy, Inc. | | | 257,172 | |
| | 6,193 | | | Malibu Boats, Inc. Class A* | | | 160,213 | |
| | 6,760 | | | Perry Ellis International, Inc.* | | | 131,550 | |
| | 15,625 | | | Vera Bradley, Inc.* | | | 152,812 | |
| | | | | | | | |
| | | | | | | 1,243,076 | |
| | | | | | | | |
| | | | Consumer Services - 6.3% | |
| | 4,189 | | | Adtalem Global Education, Inc. | | | 158,973 | |
| | 8,500 | | | American Public Education, Inc.* | | | 201,025 | |
| | 12,017 | | | Brinker International, Inc. | | | 457,848 | |
| | 2,400 | | | Buffalo Wild Wings, Inc.* | | | 304,080 | |
| | 4,984 | | | Capella Education Co. | | | 426,630 | |
| | 6,587 | | | Cheesecake Factory, Inc. | | | 331,326 | |
| | 8,904 | | | Del Frisco’s Restaurant Group, Inc.* | | | 143,354 | |
| | 6,384 | | | Domino’s Pizza, Inc. | | | 1,350,408 | |
| | 5,167 | | | Grand Canyon Education, Inc.* | | | 405,144 | |
| | 15,565 | | | H&R Block, Inc. | | | 481,114 | |
| | 20,195 | | | International Speedway Corp. Class A | | | 758,322 | |
| | 9,031 | | | K12, Inc.* | | | 161,836 | |
| | 6,630 | | | Ruth’s Hospitality Group, Inc. | | | 144,203 | |
| | 16,197 | | | Scientific Games Corp. Class A* | | | 422,742 | |
| | 5,599 | | | Sotheby’s* | | | 300,498 | |
| | | | | | | | |
| | | | | | | 6,047,503 | |
| | | | | | | | |
| | | | Diversified Financials - 1.9% | |
| | 24,145 | | | Arlington Asset Investment Corp. Class A | | | 330,062 | |
| | 12,001 | | | Enova International, Inc.* | | | 178,215 | |
| | 7,479 | | | Green Dot Corp. Class A* | | | 288,166 | |
| | 20,600 | | | Navient Corp. | | | 342,990 | |
| | 11,090 | | | Nelnet, Inc. Class A | | | 521,341 | |
| | 1,938 | | | World Acceptance Corp.* | | | 145,175 | |
| | | | | | | | |
| | | | | | | 1,805,949 | |
| | | | | | | | |
| | | | Energy - 3.5% | |
| | 80,186 | | | Abraxas Petroleum Corp.* | | | 129,901 | |
| | 22,912 | | | Chesapeake Energy Corp.* | | | 113,873 | |
| | 7,967 | | | CVR Energy, Inc. | | | 173,362 | |
| | 5,569 | | | Delek US Holdings, Inc. | | | 147,244 | |
| | 3,676 | | | Energen Corp.* | | | 181,484 | |
| | 21,375 | | | Ensco plc Class A | | | 110,295 | |
| | 5,234 | | | Exterran Corp.* | | | 139,748 | |
| | 11,629 | | | Laredo Petroleum, Inc.* | | | 122,337 | |
| | 16,486 | | | Newfield Exploration Co.* | | | 469,192 | |
| | 33,524 | | | Pacific Ethanol, Inc.* | | | 209,525 | |
| | 17,770 | | | PBF Energy, Inc. Class A | | | 395,560 | |
| | 20,138 | | | Renewable Energy Group, Inc.* | | | 260,787 | |
| | 5,049 | | | Resolute Energy Corp.* | | | 150,309 | |
| | 3,177 | | | REX American Resources Corp.* | | | 306,771 | |
| | 22,292 | | | Rowan Cos. plc Class A* | | | 228,270 | |
| | 71,876 | | | W&T Offshore, Inc.* | | | 140,877 | |
| | 8,180 | | | Westmoreland Coal Co.* | | | 39,837 | |
| | | | | | | | |
| | | | | | | 3,319,372 | |
| | | | | | | | |
| | | | Food & Staples Retailing - 0.1% | |
| | 2,500 | | | Weis Markets, Inc. | | | 121,800 | |
| | | | | | | | |
| | | | Food, Beverage & Tobacco - 3.3% | |
| | 4,544 | | | Fresh Del Monte Produce, Inc. | | | 231,335 | |
| | 7,242 | | | Ingredion, Inc. | | | 863,319 | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Small/Mid Cap Equity HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| COMMON STOCKS - 99.3% - (continued) | |
| | | | Food, Beverage & Tobacco - 3.3% - (continued) | |
| | 3,006 | | | John B Sanfilippo & Son, Inc. | | $ | 189,709 | |
| | 1,619 | | | National Beverage Corp. | | | 151,473 | |
| | 16,721 | | | Omega Protein Corp. | | | 299,306 | |
| | 31,200 | | | Pilgrim’s Pride Corp.* | | | 683,904 | |
| | 2,928 | | | Sanderson Farms, Inc. | | | 338,623 | |
| | 6,267 | | | Universal Corp. | | | 405,475 | |
| | | | | | | | |
| | | | | | | 3,163,144 | |
| | | | | | | | |
| | | | Health Care Equipment & Services - 7.6% | |
| | 2,964 | | | Align Technology, Inc.* | | | 444,956 | |
| | 9,227 | | | AngioDynamics, Inc.* | | | 149,570 | |
| | 2,148 | | | Chemed Corp. | | | 439,330 | |
| | 3,597 | | | Glaukos Corp.* | | | 149,168 | |
| | 6,908 | | | Globus Medical, Inc. Class A* | | | 229,000 | |
| | 5,981 | | | HealthEquity, Inc.* | | | 298,033 | |
| | 10,065 | | | Hill-Rom Holdings, Inc. | | | 801,275 | |
| | 7,217 | | | IDEXX Laboratories, Inc.* | | | 1,164,968 | |
| | 7,408 | | | Masimo Corp.* | | | 675,461 | |
| | 27,950 | | | OraSure Technologies, Inc.* | | | 482,417 | |
| | 5,814 | | | Quidel Corp.* | | | 157,792 | |
| | 5,249 | | | Tivity Health, Inc.* | | | 209,173 | |
| | 10,537 | | | Triple-S Management Corp. Class B* | | | 178,181 | |
| | 1,551 | | | U.S. Physical Therapy, Inc. | | | 93,680 | |
| | 16,500 | | | Veeva Systems, Inc. Class A* | | | 1,011,615 | |
| | 4,458 | | | WellCare Health Plans, Inc.* | | | 800,478 | |
| | | | | | | | |
| | | | | | | 7,285,097 | |
| | | | | | | | |
| | | | Household & Personal Products - 1.3% | |
| | 6,468 | | | Central Garden & Pet Co.* | | | 205,618 | |
| | 7,282 | | | Medifast, Inc. | | | 301,984 | |
| | 7,134 | | | Nu Skin Enterprises, Inc. Class A | | | 448,301 | |
| | 4,780 | | | Usana Health Sciences, Inc.* | | | 306,398 | |
| | | | | | | | |
| | | | | | | 1,262,301 | |
| | | | | | | | |
| | | | Insurance - 6.1% | | | |
| | 9,688 | | | Ambac Financial Group, Inc.* | | | 168,087 | |
| | 6,289 | | | American Equity Investment Life Holding Co. | | | 165,275 | |
| | 20,550 | | | Assured Guaranty Ltd. | | | 857,757 | |
| | 12,600 | | | CNO Financial Group, Inc. | | | 263,088 | |
| | 5,390 | | | Everest Re Group Ltd. | | | 1,372,240 | |
| | 18,890 | | | Greenlight Capital Re Ltd. Class A* | | | 394,801 | |
| | 5,878 | | | Health Insurance Innovations, Inc. Class A* | | | 138,133 | |
| | 27,619 | | | Maiden Holdings Ltd. | | | 306,571 | |
| | 9,690 | | | Reinsurance Group of America, Inc. | | | 1,244,099 | |
| | 48,872 | | | Third Point Reinsurance Ltd.* | | | 679,321 | |
| | 8,862 | | | Universal Insurance Holdings, Inc. | | | 223,322 | |
| | | | | | | | |
| | | | | | | 5,812,694 | |
| | | | | | | | |
| | | | Materials - 4.3% | |
| | 6,173 | | | A Schulman, Inc. | | | 197,536 | |
| | 3,015 | | | Albemarle Corp. | | | 318,203 | |
| | 19,366 | | | Chemours Co. | | | 734,359 | |
| | 25,335 | | | Cliffs Natural Resources, Inc.* | | | 175,318 | |
| | 15,515 | | | Domtar Corp. | | | 596,086 | |
| | 4,300 | | | Innophos Holdings, Inc. | | | 188,512 | |
| | 5,100 | | | Koppers Holdings, Inc.* | | | 184,365 | |
| | 9,820 | | | Louisiana-Pacific Corp.* | | | 236,760 | |
| | 8,838 | | | Steel Dynamics, Inc. | | | 316,489 | |
| | 7,881 | | | Stepan Co. | | | 686,750 | |
| | 4,577 | | | Trinseo S.A. | | | 314,440 | |
| | 11,198 | | | Tronox Ltd. Class A | | | 169,314 | |
| | | | | | | | |
| | | | | | | 4,118,132 | |
| | | | | | | | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| COMMON STOCKS - 99.3% - (continued) | |
| | | | Media - 0.9% | |
| | 40,478 | | | Gannett Co., Inc. | | $ | 352,968 | |
| | 11,019 | | | Scholastic Corp. | | | 480,318 | |
| | | | | | | | |
| | | | | | | 833,286 | |
| | | | | | | | |
| | | | Pharmaceuticals, Biotechnology & Life Sciences - 6.8% | |
| | 17,064 | | | Akebia Therapeutics, Inc.* | | | 245,210 | |
| | 27,019 | | | Array BioPharma, Inc.* | | | 226,149 | |
| | 4,257 | | | BioSpecifics Technologies Corp.* | | | 210,764 | |
| | 26,288 | | | Bruker Corp. | | | 758,146 | |
| | 9,679 | | | Calithera Biosciences, Inc.* | | | 143,733 | |
| | 25,046 | | | Corcept Therapeutics, Inc.* | | | 295,543 | |
| | 14,004 | | | Cytokinetics, Inc.* | | | 169,448 | |
| | 16,045 | | | CytomX Therapeutics, Inc.* | | | 248,698 | |
| | 2,011 | | | Eagle Pharmaceuticals, Inc.* | | | 158,648 | |
| | 32,786 | | | Exelixis, Inc.* | | | 807,519 | |
| | 20,343 | | | Innoviva, Inc.* | | | 260,390 | |
| | 21,931 | | | MiMedx Group, Inc.* | | | 328,307 | |
| | 15,727 | | | Momenta Pharmaceuticals, Inc.* | | | 265,786 | |
| | 80,573 | | | PDL BioPharma, Inc. | | | 199,015 | |
| | 6,814 | | | PRA Health Sciences, Inc.* | | | 511,118 | |
| | 29,812 | | | Progenics Pharmaceuticals, Inc.* | | | 202,424 | |
| | 7,774 | | | Supernus Pharmaceuticals, Inc.* | | | 335,060 | |
| | 6,800 | | | United Therapeutics Corp.* | | | 882,164 | |
| | 12,014 | | | Versartis, Inc.* | | | 209,644 | |
| | | | | | | | |
| | | | | | | 6,457,766 | |
| | | | | | | | |
| | | | Real Estate - 12.2% | |
| | 14,900 | | | AG Mortgage Investment Trust, Inc. REIT | | | 272,670 | |
| | 28,084 | | | AGNC Investment Corp. REIT | | | 597,908 | |
| | 14,129 | | | Apollo Commercial Real Estate Finance, Inc. REIT | | | 262,093 | |
| | 9,697 | | | ARMOUR Residential, Inc. REIT | | | 242,425 | |
| | 55,800 | | | Brandywine Realty Trust REIT | | | 978,174 | |
| | 57,259 | | | Brixmor Property Group, Inc. REIT | | | 1,023,791 | |
| | 9,600 | | | CareTrust, Inc. REIT | | | 177,984 | |
| | 26,053 | | | CBL & Associates Properties, Inc. REIT | | | 219,627 | |
| | 16,280 | | | Chatham Lodging Trust REIT | | | 327,065 | |
| | 19,554 | | | Chimera Investment Corp. REIT | | | 364,291 | |
| | 6,056 | | | CoreCivic, Inc. REIT | | | 167,024 | |
| | 16,324 | | | CYS Investments, Inc. REIT | | | 137,285 | |
| | 19,272 | | | DDR Corp. REIT | | | 174,797 | |
| | 9,522 | | | Easterly Government Properties, Inc. REIT | | | 199,486 | |
| | 6,757 | | | Geo Group, Inc. REIT | | | 199,805 | |
| | 8,809 | | | Government Properties Income Trust REIT | | | 161,293 | |
| | 27,312 | | | Hospitality Properties Trust REIT | | | 796,145 | |
| | 15,317 | | | Invesco Mortgage Capital, Inc. REIT | | | 255,947 | |
| | 42,630 | | | Mack-Cali Realty Corp. REIT | | | 1,156,978 | |
| | 25,714 | | | MTGE Investment Corp. REIT | | | 483,423 | |
| | 9,754 | | | PennyMac Mortgage Investment Trust REIT | | | 178,401 | |
| | 28,389 | | | Piedmont Office Realty Trust, Inc. Class A, REIT | | | 598,440 | |
| | 31,400 | | | Ramco-Gershenson Properties Trust REIT | | | 405,060 | |
| | 21,726 | | | Redwood Trust, Inc. REIT | | | 370,211 | |
| | 8,074 | | | RLJ Lodging Trust REIT | | | 160,430 | |
| | 26,297 | | | Select Income REIT | | | 631,917 | |
| | 13,500 | | | Summit Hotel Properties, Inc. REIT | | | 251,775 | |
| | 47,300 | | | Two Harbors Investment Corp. REIT | | | 468,743 | |
| | 11,452 | | | Western Asset Mortgage Capital Corp. REIT | | | 117,956 | |
| | 11,600 | | | Xenia Hotels & Resorts, Inc. REIT | | | 224,692 | |
| | | | | | | | |
| | | | | | | 11,605,836 | |
| | | | | | | | |
| | | | Retailing - 3.6% | |
| | 5,164 | | | Aaron’s, Inc. | | | 200,880 | |
| | 7,151 | | | Big 5 Sporting Goods Corp. | | | 93,321 | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Small/Mid Cap Equity HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| COMMON STOCKS - 99.3% - (continued) | |
| | | | Retailing - 3.6% - (continued) | |
| | 5,207 | | | Big Lots, Inc. | | $ | 251,498 | |
| | 13,499 | | | Buckle, Inc. | | | 240,282 | |
| | 5,395 | | | Burlington Stores, Inc.* | | | 496,286 | |
| | 9,503 | | | Chico’s FAS, Inc. | | | 89,518 | |
| | 2,302 | | | Children’s Place, Inc. | | | 235,034 | |
| | 5,450 | | | Five Below, Inc.* | | | 269,066 | |
| | 11,821 | | | Francescas Holdings Corp.* | | | 129,322 | |
| | 5,351 | | | Nutrisystem, Inc. | | | 278,520 | |
| | 7,386 | | | PetMed Express, Inc. | | | 299,872 | |
| | 20,756 | | | Pier 1 Imports, Inc. | | | 107,724 | |
| | 14,200 | | | Select Comfort Corp.* | | | 503,958 | |
| | 4,791 | | | Williams-Sonoma, Inc. | | | 232,363 | |
| | | | | | | | |
| | | | | | | 3,427,644 | |
| | | | | | | | |
| | | | Semiconductors & Semiconductor Equipment - 2.8% | |
| | 4,128 | | | Advanced Energy Industries, Inc.* | | | 267,040 | |
| | 19,800 | | | Amkor Technology, Inc.* | | | 193,446 | |
| | 3,935 | | | Cirrus Logic, Inc.* | | | 246,803 | |
| | 9,569 | | | MaxLinear, Inc. Class A* | | | 266,879 | |
| | 6,998 | | | Nanometrics, Inc.* | | | 176,980 | |
| | 20,330 | | | Photronics, Inc.* | | | 191,102 | |
| | 37,521 | | | Teradyne, Inc. | | | 1,126,756 | |
| | 12,144 | | | Ultra Clean Holdings, Inc.* | | | 227,700 | |
| | | | | | | | |
| | | | | | | 2,696,706 | |
| | | | | | | | |
| | | | Software & Services - 4.4% | |
| | 15,285 | | | Blucora, Inc.* | | | 324,042 | |
| | 12,439 | | | Carbonite, Inc.* | | | 271,170 | |
| | 19,607 | | | Everi Holdings, Inc.* | | | 142,739 | |
| | 14,165 | | | Evertec, Inc. | | | 245,055 | |
| | 17,727 | | | Hackett Group, Inc. | | | 274,769 | |
| | 6,524 | | | Progress Software Corp. | | | 201,526 | |
| | 1,414 | | | Stamps.com, Inc.* | | | 218,993 | |
| | 5,600 | | | Sykes Enterprises, Inc.* | | | 187,768 | |
| | 11,620 | | | Synopsys, Inc.* | | | 847,447 | |
| | 6,874 | | | TeleTech Holdings, Inc. | | | 280,459 | |
| | 16,547 | | | Teradata Corp.* | | | 487,971 | |
| | 2,870 | | | Tucows, Inc. Class A* | | | 153,545 | |
| | 16,758 | | | Unisys Corp.* | | | 214,502 | |
| | 14,495 | | | Web.com Group, Inc.* | | | 366,724 | |
| | | | | | | | |
| | | | | | | 4,216,710 | |
| | | | | | | | |
| | | | Technology Hardware & Equipment - 6.4% | |
| | 2,319 | | | Applied Optoelectronics, Inc.* | | | 143,291 | |
| | 7,310 | | | Arista Networks, Inc.* | | | 1,094,965 | |
| | 1,207 | | | Arrow Electronics, Inc.* | | | 94,653 | |
| | 34,899 | | | AVX Corp. | | | 570,250 | |
| | 13,400 | | | Benchmark Electronics, Inc.* | | | 432,820 | |
| | 3,336 | | | Cognex Corp. | | | 283,226 | |
| | 7,051 | | | Control4 Corp.* | | | 138,270 | |
| | 10,026 | | | Daktronics, Inc. | | | 96,550 | |
| | 31,083 | | | Extreme Networks, Inc.* | | | 286,585 | |
| | 3,817 | | | Insight Enterprises, Inc.* | | | 152,642 | |
| | 2,925 | | | InterDigital, Inc. | | | 226,103 | |
| | 10,843 | | | Jabil, Inc. | | | 316,507 | |
| | 4,966 | | | NCR Corp.* | | | 202,811 | |
| | 5,260 | | | NetScout Systems, Inc.* | | | 180,944 | |
| | 12,308 | | | Sanmina Corp.* | | | 468,935 | |
| | 5,344 | | | ScanSource, Inc.* | | | 215,363 | |
| | 3,454 | | | Tech Data Corp.* | | | 348,854 | |
| | 13,243 | | | TTM Technologies, Inc.* | | | 229,899 | |
| | 24,331 | | | Vishay Intertechnology, Inc. | | | 403,895 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| COMMON STOCKS - 99.3% - (continued) | |
| | | | Technology Hardware & Equipment - 6.4% - (continued) | |
| | 1,866 | | | Zebra Technologies Corp. Class A* | | $ | 187,570 | |
| | | | | | | | |
| | | | | | | 6,074,133 | |
| | | | | | | | |
| | | | Telecommunication Services - 1.4% | | | |
| | 5,968 | | | ATN International, Inc. | | | 408,450 | |
| | 18,642 | | | Boingo Wireless, Inc.* | | | 278,884 | |
| | 24,138 | | | Telephone & Data Systems, Inc. | | | 669,830 | |
| | | | | | | | |
| | | | | | | 1,357,164 | |
| | | | | | | | |
| | | | Transportation - 1.2% | | | |
| | 1,769 | | | Allegiant Travel Co. | | | 239,876 | |
| | 2,126 | | | Copa Holdings S.A. Class A | | | 248,742 | |
| | 7,225 | | | Hawaiian Holdings, Inc.* | | | 339,214 | |
| | 15,177 | | | JetBlue Airways Corp.* | | | 346,491 | |
| | | | | | | | |
| | | | | | | 1,174,323 | |
| | | | | | | | |
| | | | Utilities - 3.1% | |
| | 9,412 | | | National Fuel Gas Co. | | | 525,566 | |
| | 32,466 | | | OGE Energy Corp. | | | 1,129,492 | |
| | 15,645 | | | Pinnacle West Capital Corp. | | | 1,332,328 | |
| | | | | | | | |
| | | | | | | 2,987,386 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks
(cost $81,547,334) | | $ | 94,716,722 | |
| | | | | | | | |
| | |
| | | | Total Long-Term Investments
(cost $81,547,334) | | $ | 94,716,722 | |
| | | | | | | | |
|
| SHORT-TERM INVESTMENTS - 0.8% | |
| | | | Other Investment Pools & Funds - 0.8% | |
| | 804,235 | | | Morgan Stanley Institutional Liquidity Funds, Institutional Class | | $ | 804,235 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments
(cost $804,235) | | $ | 804,235 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | |
| | | | Total Investments
(cost $82,351,569)^ | | | 100.1 | % | | $ | 95,520,957 | |
| | | | Other Assets and Liabilities | | | (0.1 | )% | | | (114,607 | ) |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 95,406,350 | |
| | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Small/Mid Cap Equity HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
| | Other than the industry classifications “Other Investment Pools & Funds,” 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 shown in this report as these classifications are used for financial reporting purposes. |
| ^ | Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of: |
| | | | |
Unrealized Appreciation | | $ | 17,073,597 | |
Unrealized Depreciation | | | (3,904,209 | ) |
| | | | |
Net Unrealized Appreciation | | $ | 13,169,388 | |
| | | | |
| † | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
| | |
| GLOSSARY: (abbreviations used in preceding Schedule of Investments) |
|
| Other Abbreviations: |
ADR | | American Depositary Receipt |
REIT | | Real Estate Investment Trust |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Small/Mid Cap Equity HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2017 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
| | | Total | | | Level 1(1) | | | Level 2(1) | | | Level 3(1) | |
Assets | | | | | | | | | | | | | | | | |
Common Stocks | | | | | | | | | | | | | | | | |
Automobiles & Components | | $ | 1,760,035 | | | $ | 1,760,035 | | | $ | — | | | $ | — | |
Banks | | | 5,002,478 | | | | 5,002,478 | | | | — | | | | — | |
Capital Goods | | | 9,642,127 | | | | 9,642,127 | | | | — | | | | — | |
Commercial & Professional Services | | | 3,302,060 | | | | 3,302,060 | | | | — | | | | — | |
Consumer Durables & Apparel | | | 1,243,076 | | | | 1,243,076 | | | | — | | | | — | |
Consumer Services | | | 6,047,503 | | | | 6,047,503 | | | | — | | | | — | |
Diversified Financials | | | 1,805,949 | | | | 1,805,949 | | | | — | | | | — | |
Energy | | | 3,319,372 | | | | 3,319,372 | | | | — | | | | — | |
Food & Staples Retailing | | | 121,800 | | | | 121,800 | | | | — | | | | — | |
Food, Beverage & Tobacco | | | 3,163,144 | | | | 3,163,144 | | | | — | | | | — | |
Health Care Equipment & Services | | | 7,285,097 | | | | 7,285,097 | | | | — | | | | — | |
Household & Personal Products | | | 1,262,301 | | | | 1,262,301 | | | | — | | | | — | |
Insurance | | | 5,812,694 | | | | 5,812,694 | | | | — | | | | — | |
Materials | | | 4,118,132 | | | | 4,118,132 | | | | — | | | | — | |
Media | | | 833,286 | | | | 833,286 | | | | — | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 6,457,766 | | | | 6,457,766 | | | | — | | | | — | |
Real Estate | | | 11,605,836 | | | | 11,605,836 | | | | — | | | | — | |
Retailing | | | 3,427,644 | | | | 3,427,644 | | | | — | | | | — | |
Semiconductors & Semiconductor Equipment | | | 2,696,706 | | | | 2,696,706 | | | | — | | | | — | |
Software & Services | | | 4,216,710 | | | | 4,216,710 | | | | — | | | | — | |
Technology Hardware & Equipment | | | 6,074,133 | | | | 6,074,133 | | | | — | | | | — | |
Telecommunication Services | | | 1,357,164 | | | | 1,357,164 | | | | — | | | | — | |
Transportation | | | 1,174,323 | | | | 1,174,323 | | | | — | | | | — | |
Utilities | | | 2,987,386 | | | | 2,987,386 | | | | — | | | | — | |
Short-Term Investments | | | 804,235 | | | | 804,235 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 95,520,957 | | | $ | 95,520,957 | | | $ | — | | | $ | — | |
| | | | | | | | | | | | | | | | |
| (1) | For the six-month period ended June 30, 2017, there were no transfers between any levels. |
The accompanying notes are an integral part of these financial statements.
Schedule of Investments
June 30, 2017 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| COMMON STOCKS - 97.8% | |
| | | | Banks - 2.2% | |
| | 260,634 | | | PNC Financial Services Group, Inc. | | $ | 32,545,368 | |
| | | | | | | | |
| | | | Capital Goods - 9.5% | | | |
| | 95,081 | | | General Dynamics Corp. | | | 18,835,546 | |
| | 247,883 | | | Honeywell International, Inc. | | | 33,040,325 | |
| | 130,062 | | | Lockheed Martin Corp. | | | 36,106,512 | |
| | 88,675 | | | Northrop Grumman Corp. | | | 22,763,759 | |
| | 239,129 | | | United Technologies Corp. | | | 29,200,042 | |
| | | | | | | | |
| | | | | | | 139,946,184 | |
| | | | | | | | |
| | | | Consumer Durables & Apparel - 5.8% | |
| | 991,431 | | | NIKE, Inc. Class B | | | 58,494,429 | |
| | 467,976 | | | VF Corp. | | | 26,955,418 | |
| | | | | | | | |
| | | | | | | 85,449,847 | |
| | | | | | | | |
| | | | Consumer Services - 2.1% | |
| | 201,718 | | | McDonald’s Corp. | | | 30,895,129 | |
| | | | | | | | |
| | | | Diversified Financials - 4.0% | |
| | 365,619 | | | American Express Co. | | | 30,799,745 | |
| | 66,001 | | | BlackRock, Inc. | | | 27,879,482 | |
| | | | | | | | |
| | | | | | | 58,679,227 | |
| | | | | | | | |
| | | | Energy - 4.0% | |
| | 353,397 | | | Exxon Mobil Corp. | | | 28,529,740 | |
| | 461,336 | | | Schlumberger Ltd. | | | 30,374,362 | |
| | | | | | | | |
| | | | | | | 58,904,102 | |
| | | | | | | | |
| | | | Food & Staples Retailing - 6.5% | |
| | 277,053 | | | Costco Wholesale Corp. | | | 44,309,086 | |
| | 310,331 | | | CVS Health Corp. | | | 24,969,232 | |
| | 336,228 | | | Walgreens Boots Alliance, Inc. | | | 26,330,015 | |
| | | | | | | | |
| | | | | | | 95,608,333 | |
| | | | | | | | |
| | | | Food, Beverage & Tobacco - 6.7% | |
| | 826,718 | | | Coca-Cola Co. | | | 37,078,303 | |
| | 983,309 | | | Diageo plc | | | 29,058,494 | |
| | 288,304 | | | PepsiCo, Inc. | | | 33,296,229 | |
| | | | | | | | |
| | | | | | | 99,433,026 | |
| | | | | | | | |
| | | | Health Care Equipment & Services - 9.3% | |
| | 447,607 | | | Cardinal Health, Inc. | | | 34,877,538 | |
| | 202,665 | | | McKesson Corp. | | | 33,346,499 | |
| | 386,531 | | | Medtronic plc | | | 34,304,626 | |
| | 187,697 | | | UnitedHealth Group, Inc. | | | 34,802,778 | |
| | | | | | | | |
| | | | | | | 137,331,441 | |
| | | | | | | | |
| | | | Household & Personal Products - 3.7% | |
| | 493,767 | | | Colgate-Palmolive Co. | | | 36,602,948 | |
| | 207,899 | | | Procter & Gamble Co. | | | 18,118,398 | |
| | | | | | | | |
| | | | | | | 54,721,346 | |
| | | | | | | | |
| | | | Insurance - 5.2% | |
| | 291,779 | | | Chubb Ltd. | | | 42,418,831 | |
| | 444,783 | | | Marsh & McLennan Cos., Inc. | | | 34,675,283 | |
| | | | | | | | |
| | | | | | | 77,094,114 | |
| | | | | | | | |
| | | | Materials - 3.6% | |
| | 174,272 | | | Ecolab, Inc. | | | 23,134,608 | |
| | 229,019 | | | Praxair, Inc. | | | 30,356,468 | |
| | | | | | | | |
| | | | | | | 53,491,076 | |
| | | | | | | | |
| | | | Media - 1.4% | |
| | 197,214 | | | Walt Disney Co. | | | 20,953,987 | |
| | | | | | | | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| COMMON STOCKS - 97.8% - (continued) | |
| | | | Pharmaceuticals, Biotechnology & Life Sciences - 7.3% | |
| | 153,706 | | | Amgen, Inc. | | $ | 26,472,784 | |
| | 234,857 | | | Johnson & Johnson | | | 31,069,233 | |
| | 512,289 | | | Merck & Co., Inc. | | | 32,832,602 | |
| | 71,928 | | | Roche Holding AG | | | 18,378,672 | |
| | | | | | | | |
| | | | | | | 108,753,291 | |
| | | | | | | | |
| | | | Real Estate - 4.0% | |
| | 198,334 | | | American Tower Corp. REIT | | | 26,243,555 | |
| | 158,485 | | | Public Storage REIT | | | 33,048,877 | |
| | | | | | | | |
| | | | | | | 59,292,432 | |
| | | | | | | | |
| | | | Retailing - 4.3% | |
| | 9,440,100 | | | Allstar Co.*(1)(2)(3) | | | 1,510,416 | |
| | 339,466 | | | Lowe’s Cos., Inc. | | | 26,318,799 | |
| | 503,872 | | | TJX Cos., Inc. | | | 36,364,442 | |
| | | | | | | | |
| | | | | | | 64,193,657 | |
| | | | | | | | |
| | | | Software & Services - 10.6% | |
| | 293,217 | | | Accenture plc Class A | | | 36,265,079 | |
| | 329,131 | | | Automatic Data Processing, Inc. | | | 33,722,762 | |
| | 734,409 | | | Microsoft Corp. | | | 50,622,812 | |
| | 389,685 | | | Visa, Inc. Class A | | | 36,544,659 | |
| | | | | | | | |
| | | | | | | 157,155,312 | |
| | | | | | | | |
| | | | Transportation - 7.6% | |
| | 491,438 | | | Canadian National Railway Co. | | | 39,874,388 | |
| | 330,627 | | | Union Pacific Corp. | | | 36,008,586 | |
| | 337,832 | | | United Parcel Service, Inc. Class B | | | 37,360,841 | |
| | | | | | | | |
| | | | | | | 113,243,815 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks
(cost $1,132,910,162) | | $ | 1,447,691,687 | |
| | | | | | | | |
| | |
| | | | Total Long-Term Investments
(cost $1,132,910,162) | | $ | 1,447,691,687 | |
| | | | | | | | |
|
| SHORT-TERM INVESTMENTS - 2.1% | |
| | | | Other Investment Pools & Funds - 2.1% | | | |
| | 31,785,565 | | | Fidelity Institutional Government Fund, Institutional Class | | $ | 31,785,565 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments
(cost $31,785,565) | | $ | 31,785,565 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | |
| | | | Total Investments
(cost $1,164,695,727)^ | | | 99.9 | % | | $ | 1,479,477,252 | |
| | | | Other Assets and Liabilities | | | 0.1 | % | | | 1,243,497 | |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 1,480,720,749 | |
| | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
| | Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. |
| | Other than the industry classifications “Other Investment Pools & Funds,” 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 shown in this report as these classifications are used for financial reporting purposes. |
| ^ | Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of: |
| | | | |
Unrealized Appreciation | | $ | 328,901,751 | |
Unrealized Depreciation | | | (14,120,226 | ) |
| | | | |
Net Unrealized Appreciation | | $ | 314,781,525 | |
| | | | |
| (1) | This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At June 30, 2017, the fair value of this security was $1,510,416, which represented 0.1% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors. |
| (2) | The following security is considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time. |
| | | | | | | | | | | | |
Period
Acquired | | | Shares/Par | | | Security | | Cost | |
| | 08/2011 | | | | 9,440,100 | | | Allstar Co. | | $ | 4,106,620 | |
| | At June 30, 2017, the value of this security was $1,510,416, which represented 0.1% of total net assets. |
| (3) | Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, this holding is determined to be liquid. At June 30, 2017, the value of this security was $1,510,416, which represented 0.1% of total net assets. |
| † | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
| | |
| GLOSSARY: (abbreviations used in preceding Schedule of Investments) |
|
| Other Abbreviations: |
REIT | | Real Estate Investment Trust |
The accompanying notes are an integral part of these financial statements.
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2017 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
| | | Total | | | Level 1(1) | | | Level 2(1) | | | Level 3(1) | |
Assets | | | | | | | | | | | | | | | | |
Common Stocks | | | | | | | | | | | | | | | | |
Banks | | $ | 32,545,368 | | | $ | 32,545,368 | | | $ | — | | | $ | — | |
Capital Goods | | | 139,946,184 | | | | 139,946,184 | | | | — | | | | — | |
Consumer Durables & Apparel | | | 85,449,847 | | | | 85,449,847 | | | | — | | | | — | |
Consumer Services | | | 30,895,129 | | | | 30,895,129 | | | | — | | | | — | |
Diversified Financials | | | 58,679,227 | | | | 58,679,227 | | | | — | | | | — | |
Energy | | | 58,904,102 | | | | 58,904,102 | | | | — | | | | — | |
Food & Staples Retailing | | | 95,608,333 | | | | 95,608,333 | | | | — | | | | — | |
Food, Beverage & Tobacco | | | 99,433,026 | | | | 70,374,532 | | | | 29,058,494 | | | | — | |
Health Care Equipment & Services | | | 137,331,441 | | | | 137,331,441 | | | | — | | | | — | |
Household & Personal Products | | | 54,721,346 | | | | 54,721,346 | | | | — | | | | — | |
Insurance | | | 77,094,114 | | | | 77,094,114 | | | | — | | | | — | |
Materials | | | 53,491,076 | | | | 53,491,076 | | | | — | | | | — | |
Media | | | 20,953,987 | | | | 20,953,987 | | | | — | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 108,753,291 | | | | 90,374,619 | | | | 18,378,672 | | | | — | |
Real Estate | | | 59,292,432 | | | | 59,292,432 | | | | — | | | | — | |
Retailing | | | 64,193,657 | | | | 62,683,241 | | | | — | | | | 1,510,416 | |
Software & Services | | | 157,155,312 | | | | 157,155,312 | | | | — | | | | — | |
Transportation | | | 113,243,815 | | | | 113,243,815 | | | | — | | | | — | |
Short-Term Investments | | | 31,785,565 | | | | 31,785,565 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 1,479,477,252 | | | $ | 1,430,529,670 | | | $ | 47,437,166 | | | $ | 1,510,416 | |
| | | | | | | | | | | | | | | | |
| (1) | For the six-month period ended June 30, 2017, there were no transfers between any levels. |
Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the six-month period ended June 30, 2017 is not presented.
The accompanying notes are an integral part of these financial statements.
|
| Hartford Total Return Bond HLS Fund |
Schedule of Investments
June 30, 2017 (Unaudited)
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 31.2% | |
| | | | | | | Asset-Backed - Automobile - 0.6% | |
| | $ | | | | 2,044,921 | | | AmeriCredit Automobile Receivables Trust
2.72%, 09/09/2019 | | $ | 2,049,651 | |
| | | | | 1,074,541 | | | Credit Acceptance Auto Loan Trust
1.88%, 03/15/2022(1) | | | 1,074,706 | |
| | | | | | | | First Investors Auto Owner Trust | | | | |
| | | | | 2,897,630 | | | 1.67%, 11/16/2020(1) | | | 2,898,006 | |
| | | | | 1,750,000 | | | 2.39%, 11/16/2020(1) | | | 1,757,136 | |
| | | | | 3,607,523 | | | Honor Automobile Trust Securitization
2.94%, 11/15/2019(1) | | | 3,619,886 | |
| | | | | | | | Santander Drive Auto Receivables Trust | | | | |
| | | | | 466,358 | | | 2.25%, 06/17/2019 | | | 467,101 | |
| | | | | 2,069,211 | | | 2.36%, 04/15/2020 | | | 2,073,723 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 13,940,209 | |
| | | | | | | | | | | | |
| | | | | | | Asset-Backed - Finance & Insurance - 15.7% | |
| | | | | 9,180,000 | | | American Money Management Corp.
2.61%, 07/27/2026(1)(2) | | | 9,201,316 | |
| | | | | 6,015,000 | | | Apidos CLO
2.19%, 01/19/2025(1)(2) | | | 6,011,993 | |
| | | | | 7,610,000 | | | Atlas Senior Loan Fund Ltd.
2.41%, 10/15/2026(1)(2) | | | 7,610,403 | |
| | | | | 790,000 | | | Atrium CDO Corp.
2.04%, 07/16/2025(1)(2) | | | 790,847 | |
| | | | | | | | Avery Point CLO Ltd. | | | | |
| | | | | 10,050,000 | | | 2.26%, 04/25/2026(1)(2) | | | 10,059,256 | |
| | | | | 6,875,000 | | | 2.28%, 01/18/2025(1)(2) | | | 6,876,327 | |
| | | | | 2,330,000 | | | Babson CLO Ltd.
2.31%, 07/20/2025(1)(2) | | | 2,329,995 | |
| | | | | | | | Bayview Opportunity Master Fund Trust | | | | |
| | | | | 4,021,495 | | | 3.50%, 01/28/2055(1)(2) | | | 4,124,285 | |
| | | | | 4,695,000 | | | 3.50%, 06/28/2057(1)(2) | | | 4,834,808 | |
| | | | | 3,467,906 | | | 4.00%, 11/28/2053(1)(2) | | | 3,589,286 | |
| | | | | 6,765,397 | | | 4.00%, 10/28/2064(1)(2) | | | 6,990,684 | |
| | | | | | | | BlueMountain CLO Ltd. | | | | |
| | | | | 7,375,000 | | | 2.17%, 04/15/2025(1)(2) | | | 7,371,290 | |
| | | | | 7,995,000 | | | 2.43%, 04/30/2026(1)(2) | | | 8,074,199 | |
| | | | | 1,090,667 | | | Cal Funding Ltd.
3.47%, 10/25/2027(1) | | | 1,088,942 | |
| | | | | 7,890,000 | | | Carlyle Global Market Strategies CLO Ltd.
2.64%, 04/27/2027(1)(2) | | | 7,960,939 | |
| | | | | | | | Cent CLO Ltd. | | | | |
| | | | | 9,320,000 | | | 2.26%, 01/25/2026(1)(2) | | | 9,315,284 | |
| | | | | 6,240,000 | | | 2.38%, 07/27/2026(1)(2) | | | 6,240,530 | |
| | | | | 8,960,000 | | | CIFC Funding Ltd.
2.39%, 05/24/2026(1)(2) | | | 8,983,610 | |
| | | | | | | | Dryden Senior Loan Fund | | | | |
| | | | | 6,710,000 | | | 2.59%, 07/15/2027(1)(2) | | | 6,725,232 | |
| | | | | 7,852,000 | | | 2.59%, 10/15/2028(1)(2) | | | 7,897,518 | |
| | | | | 1,494,069 | | | Fieldstone Mortgage Investment Corp.
1.49%, 05/25/2036(2) | | | 1,034,151 | |
| | | | | 3,267,261 | | | First Franklin Mortgage Loan Trust
1.46%, 04/25/2036(2) | | | 2,395,285 | |
| | | | | 755,000 | | | GreatAmerica Leasing Receivables Funding LLC
1.72%, 04/22/2019(1) | | | 754,567 | |
| | | | | 3,879,249 | | | GSAMP Trust
1.31%, 01/25/2037(2) | | | 2,407,721 | |
| | | | | 4,965,000 | | | Highbridge Loan Management Ltd.
2.62%, 05/05/2027(1)(2) | | | 4,968,505 | |
| | | | | 9,215,000 | | | JFIN CLO Ltd.
2.32%, 04/24/2029(1)(2) | | | 9,245,566 | |
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 31.2% -
(continued) | |
| | | | | | | Asset-Backed - Finance & Insurance - 15.7% - (continued) | |
| | | | | | | | Lendmark Funding Trust | | | | |
| | $ | | | | 3,235,000 | | | 2.83%, 01/22/2024(1) | | $ | 3,234,338 | |
| | | | | 4,590,000 | | | 3.26%, 04/21/2025(1) | | | 4,629,470 | |
| | | | | | | | Madison Park Funding Ltd. | | | | |
| | | | | 6,435,000 | | | 2.27%, 01/19/2025(1)(2) | | | 6,435,348 | |
| | | | | 9,860,000 | | | 2.42%, 07/20/2026(1)(2) | | | 9,903,640 | |
| | | | | 7,200,000 | | | 2.43%, 10/23/2025(1)(2) | | | 7,201,404 | |
| | | | | | | | Magnetite Ltd. | | | | |
| | | | | 8,310,000 | | | 2.16%, 07/25/2026(1)(2) | | | 8,310,000 | |
| | | | | 6,595,000 | | | 2.66%, 07/25/2026(1)(2) | | | 6,595,000 | |
| | | | | | | | Nationstar HECM Loan Trust | | | | |
| | | | | 1,558,967 | | | 1.97%, 05/25/2027(1) | | | 1,557,692 | |
| | | | | 468,359 | | | 2.24%, 06/25/2026(1)(2) | | | 473,641 | |
| | | | | 560,000 | | | 2.94%, 05/25/2027(1) | | | 559,152 | |
| | | | | 1,611,107 | | | 2.98%, 02/25/2026(1)(2) | | | 1,611,583 | |
| | | | | | | | NRZ Advance Receivables Trust | | | | |
| | | | | 6,250,000 | | | 3.11%, 12/15/2050(1) | | | 6,267,525 | |
| | | | | 5,421,000 | | | 3.21%, 02/15/2051(1) | | | 5,473,638 | |
| | | | | 3,030,000 | | | Oak Hill Credit Partners Ltd.
2.29%, 07/20/2026(1)(2) | | | 3,028,470 | |
| | | | | 7,885,000 | | | Oaktree EIF Ltd.
2.73%, 02/15/2026(1)(2) | | | 7,888,052 | |
| | | | | 6,780,000 | | | OCP CLO Ltd.
2.69%, 04/17/2027(1)(2) | | | 6,780,461 | |
| | | | | 3,715,000 | | | Octagon Investment Partners 30 Ltd.
2.57%, 03/17/2030(1)(2) | | | 3,744,415 | |
| | | | | 8,960,000 | | | OneMain Financial Issuance Trust
4.10%, 03/20/2028(1) | | | 9,140,082 | |
| | | | | 7,495,000 | | | OZLM Ltd.
2.62%, 04/30/2027(1)(2) | | | 7,500,396 | |
| | | | | 9,700,000 | | | Race Point CLO Ltd.
2.67%, 04/15/2027(1)(2) | | | 9,704,578 | |
| | | | | 5,250,000 | | | SBA Tower Trust
2.90%, 10/15/2044(1)(3) | | | 5,277,655 | |
| | | | | 479,963 | | | Securitized Asset Backed Receivables LLC Trust
1.31%, 07/25/2036(2) | | | 244,672 | |
| | | | | 7,305,000 | | | Shackleton CLO
2.32%, 07/17/2026(1)(2) | | | 7,314,350 | |
| | | | | | | | SoFi Consumer Loan Program LLC | | | | |
| | | | | 2,845,000 | | | 2.50%, 05/26/2026(1)(4) | | | 2,844,485 | |
| | | | | 1,503,820 | | | 2.77%, 05/25/2026(1) | | | 1,511,550 | |
| | | | | 3,707,260 | | | 3.05%, 12/26/2025(1) | | | 3,741,998 | |
| | | | | 3,452,696 | | | 3.09%, 10/27/2025(1) | | | 3,481,433 | |
| | | | | 2,773,125 | | | 3.28%, 01/26/2026(1) | | | 2,811,042 | |
| | | | | | | | Sound Point CLO Ltd. | | | | |
| | | | | 6,345,000 | | | 2.26%, 01/21/2026(1)(2) | | | 6,341,796 | |
| | | | | 2,575,000 | | | 2.50%, 01/23/2029(1)(2) | | | 2,582,375 | |
| | | | | 7,680,000 | | | 2.69%, 04/15/2027(1)(2) | | | 7,697,510 | |
| | | | | 2,137,000 | | | 5.76%, 07/15/2025(1)(2) | | | 2,121,376 | |
| | | | | | | | Springleaf Funding Trust | | | | |
| | | | | 8,130,000 | | | 2.68%, 07/15/2030(1) | | | 8,112,260 | |
| | | | | 4,985,000 | | | 2.90%, 11/15/2029(1) | | | 5,016,042 | |
| | | | | 5,340,000 | | | SPS Servicer Advance Receivables Trust
2.75%, 11/15/2049(1) | | | 5,349,526 | |
| | | | | 8,660,000 | | | Symphony CLO Ltd.
2.44%, 07/14/2026(1)(2) | | | 8,660,407 | |
| | | | | | | | Towd Point Mortgage Trust | | | | |
| | | | | 11,499,975 | | �� | 2.75%, 10/25/2056(1)(2) | | | 11,486,876 | |
| | | | | 3,106,476 | | | 2.75%, 04/25/2057(1)(2) | | | 3,136,089 | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 31.2% -
(continued) | |
| | | | | | | Asset-Backed - Finance & Insurance - 15.7% - (continued) | |
| | $ | | | | 7,660,000 | | | Treman Park CLO Ltd.
2.53%, 04/20/2027(1)(2) | | $ | 7,686,297 | |
| | | | | 2,915,000 | | | VOLT LX LLC
3.25%, 04/25/2059(1)(3) | | | 2,912,828 | |
| | | | | | | | Voya CLO Ltd. | | | | |
| | | | | 2,915,000 | | | 2.41%, 04/17/2030(1)(2) | | | 2,920,719 | |
| | | | | 4,905,000 | | | 2.49%, 04/18/2026(1)(2) | | | 4,905,152 | |
| | | | | 7,550,000 | | | 2.64%, 04/18/2027(1)(2) | | | 7,550,536 | |
| | | | | 2,670,000 | | | 3.26%, 04/18/2027(1)(2) | | | 2,670,278 | |
| | | | | 10,785,000 | | | York CLO Ltd.
2.73%, 01/20/2030(1)(2) | | | 10,849,085 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 384,147,761 | |
| | | | | | | | | | | | |
| | | | | | | Asset-Backed - Home Equity - 1.5% | |
| | | | | | | | GSAA Home Equity Trust | | | | |
| | | | | 1,325,769 | | | 1.29%, 12/25/2046(2) | | | 735,793 | |
| | | | | 11,500,502 | | | 1.30%, 02/25/2037(2) | | | 6,498,576 | |
| | | | | 6,026,973 | | | 1.32%, 03/25/2037(2) | | | 3,393,364 | |
| | | | | 4,173,346 | | | 1.40%, 11/25/2036(2) | | | 2,113,735 | |
| | | | | 135,499 | | | 1.46%, 11/25/2036(2) | | | 81,612 | |
| | | | | 1,093,832 | | | 1.52%, 03/25/2036(2) | | | 800,763 | |
| | | | | 690,242 | | | 5.88%, 09/25/2036(3) | | | 354,294 | |
| | | | | 714,955 | | | 5.99%, 06/25/2036(2) | | | 386,398 | |
| | | | | 981,438 | | | 6.30%, 06/25/2036(3) | | | 530,173 | |
| | | | | 324,781 | | | Morgan Stanley Asset-Backed Securities Capital, Inc. Trust
1.37%, 06/25/2036(2) | | | 298,114 | |
| | | | | 1,622,492 | | | Morgan Stanley Mortgage Loan Trust
1.39%, 11/25/2036(2) | | | 684,561 | |
| | | | | 11,310,341 | | | New Residential Mortgage Loan Trust
4.00%, 02/25/2057(1)(2) | | | 11,727,274 | |
| | | | | 6,531,000 | | | NRZ Advance Receivables Trust
2.58%, 10/15/2049(1) | | | 6,494,381 | |
| | | | | | | | Soundview Home Loan Trust | | | | |
| | | | | 3,225,000 | | | 1.40%, 07/25/2037(2) | | | 2,590,730 | |
| | | | | 435,000 | | | 1.47%, 11/25/2036(2) | | | 346,562 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 37,036,330 | |
| | | | | | | | | | | | |
| | | | | | | Collateralized - Mortgage Obligations - 0.2% | |
| | | | | 3,790,817 | | | COLT Mortgage Loan Trust
2.61%, 05/27/2047(1)(2) | | | 3,810,384 | |
| | | | | | | | | | | | |
| | | | | | | Commercial Mortgage - Backed Securities - 5.8% | |
| | | | | 2,370,000 | | | Banc of America Commercial Mortgage Trust
3.26%, 09/15/2048(1)(2) | | | 1,433,418 | |
| | | | | | | | BBCMS Mortgage Trust | | | | |
| | | | | 29,142,458 | | | 1.70%, 02/15/2050(2)(5) | | | 3,219,717 | |
| | | | | 1,440,000 | | | 3.67%, 02/15/2050 | | | 1,491,699 | |
| | | | | 1,105,000 | | | Bear Stearns Commercial Mortgage Securities Trust
5.28%, 10/12/2042(2) | | | 1,092,035 | |
| | | | | | | | Citigroup Commercial Mortgage Trust | | | | |
| | | | | 24,182,551 | | | 1.20%, 07/10/2047(2)(5) | | | 1,392,424 | |
| | | | | 27,228,879 | | | 1.30%, 04/10/2048(2)(5) | | | 1,702,137 | |
| | | | | 465,000 | | | 2.94%, 04/10/2048 | | | 461,118 | |
| | | | | 1,300,000 | | | 3.11%, 04/10/2048(1) | | | 957,848 | |
| | | | | 975,000 | | | 3.62%, 02/10/2049 | | | 1,010,236 | |
| | | | | 1,535,000 | | | 3.76%, 06/10/2048 | | | 1,606,222 | |
| | | | | 970,000 | | | 3.82%, 11/10/2048 | | | 1,018,964 | |
| | | | | 230,000 | | | 3.86%, 05/10/2047 | | | 242,626 | |
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 31.2% -
(continued) | |
| | | | | | | Commercial Mortgage - Backed Securities - 5.8% -
(continued) | |
| | $ | | | | 445,000 | | | 5.07%, 03/10/2047(1)(2) | | $ | 400,380 | |
| | | | | 468,121 | | | Commercial Mortgage Loan Trust
6.34%, 12/10/2049(2) | | | 468,970 | |
| | | | | | | | Commercial Mortgage Pass-Through Certificates | | | | |
| | | | | 9,852,053 | | | 0.97%, 02/10/2047(2)(5) | | | 300,403 | |
| | | | | 970,000 | | | 2.82%, 10/15/2045 | | | 980,800 | |
| | | | | 535,000 | | | 4.24%, 02/10/2047(2) | | | 574,870 | |
| | | | | 1,920,000 | | | 4.75%, 10/15/2045(1)(2) | | | 1,215,878 | |
| | | | | | | | Commercial Mortgage Trust | | | | |
| | | | | 4,906,594 | | | 1.07%, 08/10/2046(2)(5) | | | 168,844 | |
| | | | | 7,966,056 | | | 2.12%, 07/10/2046(1)(2)(5) | | | 377,095 | |
| | | | | 1,035,000 | | | 2.54%, 12/10/2045 | | | 1,029,742 | |
| | | | | 1,670,000 | | | 2.85%, 10/15/2045 | | | 1,683,130 | |
| | | | | 785,000 | | | 3.10%, 03/10/2046 | | | 802,049 | |
| | | | | 930,000 | | | 3.21%, 03/10/2046 | | | 951,630 | |
| | | | | 1,760,000 | | | 3.35%, 02/10/2048 | | | 1,786,719 | |
| | | | | 6,780,000 | | | 3.42%, 03/10/2031(1) | | | 7,020,108 | |
| | | | | 1,260,000 | | | 3.61%, 06/10/2046(2) | | | 1,315,565 | |
| | | | | 705,000 | | | 3.62%, 07/10/2050 | | | 728,318 | |
| | | | | 2,120,000 | | | 3.69%, 08/10/2047 | | | 2,200,000 | |
| | | | | 755,000 | | | 3.77%, 02/10/2049 | | | 789,487 | |
| | | | | 1,150,133 | | | 3.80%, 08/10/2047 | | | 1,207,709 | |
| | | | | 1,140,000 | | | 3.90%, 07/10/2050 | | | 1,198,231 | |
| | | | | 575,125 | | | 3.96%, 03/10/2047 | | | 606,779 | |
| | | | | 1,350,000 | | | 4.02%, 07/10/2045 | | | 1,439,215 | |
| | | | | 630,000 | | | 4.07%, 02/10/2047(2) | | | 671,484 | |
| | | | | 1,045,000 | | | 4.21%, 08/10/2046(2) | | | 1,125,744 | |
| | | | | 615,085 | | | 4.37%, 07/10/2045(2) | | | 666,125 | |
| | | | | 720,000 | | | 4.73%, 10/15/2045(1)(2) | | | 318,305 | |
| | | | | 899,208 | | | Credit Suisse First Boston Mortgage Securities Corp.
4.88%, 04/15/2037 | | | 884,305 | |
| | | | | | | | CSAIL Commercial Mortgage Trust | | | | |
| | | | | 64,580,743 | | | 1.01%, 06/15/2057(2)(5) | | | 3,133,496 | |
| | | | | 3,903,034 | | | 1.20%, 11/15/2048(2)(5) | | | 231,528 | |
| | | | | 470,000 | | | 3.45%, 08/15/2048 | | | 481,111 | |
| | | | | 790,000 | | | 3.50%, 11/15/2049 | | | 805,039 | |
| | | | | 545,000 | | | 3.54%, 11/15/2048 | | | 559,737 | |
| | | | | 550,000 | | | 3.72%, 08/15/2048 | | | 572,405 | |
| | | | | 83,000 | | | 3.76%, 11/15/2048 | | | 86,506 | |
| | | | | 8,219,386 | | | DBUBS Mortgage Trust
0.93%, 11/10/2046(1)(2)(5) | | | 154,931 | |
| | | | | 3,134,074 | | | Four Times Square Trust Commercial Mortgage Pass-Through Certificates
5.40%, 12/13/2028(1) | | | 3,433,762 | |
| | | | | | | | FREMF Mortgage Trust | | | | |
| | | | | 4,680,000 | | | 3.07%, 10/25/2047(1)(2) | | | 4,738,226 | |
| | | | | 2,850,000 | | | 3.97%, 04/25/2024(1)(2) | | | 2,892,778 | |
| | | | | 1,625,000 | | | 4.01%, 02/25/2024(1)(2) | | | 1,642,218 | |
| | | | | 1,200,000 | | | 4.12%, 03/25/2027(1)(2) | | | 1,211,116 | |
| | | | | 5,485,000 | | | 5.44%, 09/25/2043(1)(2) | | | 5,912,521 | |
| | | | | 1,616,614 | | | GE Business Loan Trust
2.16%, 05/15/2034(1)(2) | | | 1,429,682 | |
| | | | | 4,340,000 | | | GS Mortgage Securities Corp.
2.95%, 11/05/2034(1) | | | 4,398,221 | |
| | | | | | | | GS Mortgage Securities Trust | | | | |
| | | | | 50,671,565 | | | 0.23%, 07/10/2046(2)(5) | | | 264,272 | |
| | | | | 6,795,862 | | | 1.52%, 08/10/2044(1)(2)(5) | | | 306,582 | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 31.2% -
(continued) | |
| | | | | | | Commercial Mortgage - Backed Securities - 5.8% -
(continued) | |
| | $ | | | | 1,580,166 | | | 3.67%, 04/10/2047(1) | | $ | 562,239 | |
| | | | | 785,121 | | | 4.07%, 01/10/2047 | | | 837,019 | |
| | | | | 2,960,000 | | | 5.02%, 04/10/2047(1)(2) | | | 2,348,778 | |
| | | | | | | | JP Morgan Chase Commercial Mortgage Securities Trust | | | | |
| | | | | 7,523,033 | | | 2.62%, 02/12/2051(2) | | | 7,198,593 | |
| | | | | 2,185,000 | | | 2.73%, 10/15/2045(1)(2) | | | 911,713 | |
| | | | | 3,404,438 | | | 3.91%, 05/05/2030(1) | | | 3,551,126 | |
| | | | | 1,290,924 | | | 4.54%, 12/15/2047(1)(2) | | | 1,001,435 | |
| | | | | | | | JPMBB Commercial Mortgage Securities Trust | | | | |
| | | | | 29,335,389 | | | 0.99%, 09/15/2047(2)(5) | | | 976,933 | |
| | | | | 8,243,769 | | | 1.08%, 05/15/2048(2)(5) | | | 305,713 | |
| | | | | 825,000 | | | 2.91%, 10/15/2048 | | | 817,727 | |
| | | | | 810,060 | | | 3.61%, 05/15/2048 | | | 839,291 | |
| | | | | 700,000 | | | 3.78%, 08/15/2047 | | | 735,792 | |
| | | | | 1,075,000 | | | 3.88%, 10/15/2048(1)(2) | | | 815,620 | |
| | | | | 966,900 | | | LB-UBS Commercial Mortgage Trust
6.30%, 04/15/2041(2) | | | 985,573 | |
| | | | | 154,677 | | | Lehman Brothers Small Balance Commercial Mortgage Trust
5.52%, 09/25/2030(1)(2) | | | 154,316 | |
| | | | | 2,260,074 | | | ML-CFC Commercial Mortgage Trust
5.70%, 09/12/2049 | | | 2,261,817 | |
| | | | | | | | Morgan Stanley Bank of America Merrill Lynch Trust | | | | |
| | | | | 1,602,681 | | | 1.26%, 10/15/2048(2)(5) | | | 107,077 | |
| | | | | 16,094,953 | | | 1.29%, 12/15/2047(2)(5) | | | 850,073 | |
| | | | | 1,080,000 | | | 3.13%, 12/15/2048 | | | 1,104,817 | |
| | | | | 1,320,000 | | | 3.18%, 08/15/2045 | | | 1,360,609 | |
| | | | | 750,000 | | | 3.73%, 05/15/2048 | | | 785,040 | |
| | | | | 795,172 | | | 4.26%, 10/15/2046(2) | | | 859,551 | |
| | | | | 695,000 | | | 4.50%, 08/15/2045(1) | | | 486,248 | |
| | | | | 40,571,759 | | | Morgan Stanley Capital Trust
0.60%, 09/15/2047(1)(2)(5) | | | 467,123 | |
| | | | | 8,320,000 | | | 1.47%, 06/15/2050(2)(5) | | | 862,826 | |
| | | | | 625,000 | | | 2.78%, 08/15/2049 | | | 606,458 | |
| | | | | 590,000 | | | 3.34%, 12/15/2049 | | | 598,505 | |
| | | | | 4,920,000 | | | 3.47%, 08/11/2033(1) | | | 5,117,833 | |
| | | | | 770,000 | | | 3.60%, 12/15/2049 | | | 795,851 | |
| | | | | 1,460,000 | | | 5.33%, 07/15/2049(1)(2) | | | 1,227,386 | |
| | | | | 920,000 | | | 5.41%, 10/12/2052(1)(2) | | | 420,727 | |
| | | | | 504,167 | | | 5.81%, 12/12/2049 | | | 505,634 | |
| | | | | 1,365,000 | | | SFAVE Commercial Mortgage Securities Trust
3.87%, 01/05/2043(1)(2) | | | 1,350,450 | |
| | | | | 1,560,000 | | | UBS-Barclays Commercial Mortgage Trust
3.09%, 08/10/2049 | | | 1,598,392 | |
| | | | | 2,065,000 | | | 3.19%, 03/10/2046 | | | 2,112,312 | |
| | | | | 975,000 | | | 3.24%, 04/10/2046 | | | 999,810 | |
| | | | | 21,510,425 | | | Wells Fargo Commercial Mortgage Trust
1.32%, 05/15/2048(2)(5) | | | 1,339,360 | |
| | | | | 1,175,000 | | | 2.92%, 10/15/2045 | | | 1,192,185 | |
| | | | | 419,000 | | | 2.92%, 11/15/2049 | | | 410,672 | |
| | | | | 345,000 | | | 2.94%, 10/15/2049 | | | 338,919 | |
| | | | | 805,000 | | | 3.29%, 05/15/2048 | | | 815,810 | |
| | | | | 440,000 | | | 3.41%, 12/15/2047 | | | 449,577 | |
| | | | | 775,000 | | | 3.45%, 07/15/2050(4) | | | 792,871 | |
| | | | | 790,000 | | | 3.56%, 01/15/2059 | | | 816,074 | |
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 31.2% -
(continued) | |
| | | | | | | Commercial Mortgage - Backed Securities - 5.8% -
(continued) | |
| | $ | | | | 975,000 | | | 3.64%, 06/15/2048 | | $ | 1,013,322 | |
| | | | | 390,000 | | | 3.96%, 12/15/2047(1)(2) | | | 318,344 | |
| | | | | 430,000 | | | 4.24%, 05/15/2048(2) | | | 372,331 | |
| | | | | 665,000 | | | 4.37%, 06/15/2048(2) | | | 564,093 | |
| | | | | 255,115 | | | WF-RBS Commercial Mortgage Trust
2.88%, 12/15/2045 | | | 257,207 | |
| | | | | 550,000 | | | 3.07%, 03/15/2045 | | | 560,890 | |
| | | | | 450,000 | | | 3.35%, 05/15/2045 | | | 459,075 | |
| | | | | 955,000 | | | 3.61%, 11/15/2047 | | | 991,026 | |
| | | | | 990,000 | | | 3.72%, 05/15/2047 | | | 1,033,840 | |
| | | | | 120,000 | | | 3.88%, 08/15/2046 | | | 126,889 | |
| | | | | 925,000 | | | 4.00%, 05/15/2047 | | | 980,909 | |
| | | | | 230,000 | | | 4.05%, 03/15/2047 | | | 244,876 | |
| | | | | 755,286 | | | 4.10%, 03/15/2047 | | | 805,741 | |
| | | | | 315,000 | | | 4.49%, 03/15/2048(1)(2) | | | 293,236 | |
| | | | | 710,000 | | | 5.00%, 06/15/2044(1)(2) | | | 585,058 | |
| | | | | 1,045,000 | | | 5.77%, 04/15/2045(1)(2) | | | 1,045,767 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 141,122,939 | |
| | | | | | | | | | | | |
| | | | | | | Whole Loan Collateral CMO - 7.4% | |
| | | | | 1,144,059 | | | Adjustable Rate Mortgage Trust
1.74%, 01/25/2036(2) | | | 1,074,198 | |
| | | | | 636,142 | | | 1.76%, 11/25/2035(2) | | | 595,311 | |
| | | | | 302,872 | | | Alternative Loan Trust
1.49%, 01/25/2036(2) | | | 282,707 | |
| | | | | 1,412,859 | | | 1.54%, 11/25/2035(2) | | | 1,212,608 | |
| | | | | 1,368,804 | | | 5.75%, 05/25/2036 | | | 1,059,754 | |
| | | | | 1,028,489 | | | American Home Mortgage Assets Trust
1.41%, 09/25/2046(2) | | | 860,693 | |
| | | | | 1,796,278 | | | 1.67%, 10/25/2046(2) | | | 1,524,238 | |
| | | | | 3,595,000 | | | Angel Oak Mortgage Trust LLC
2.48%, 07/25/2047 | | | 3,594,957 | |
| | | | | 1,327,403 | | | 2.81%, 01/25/2047(1)(2) | | | 1,330,138 | |
| | | | | 4,363,262 | | | Banc of America Funding Trust
1.51%, 05/20/2047(2) | | | 3,772,149 | |
| | | | | 5,595,827 | | | 5.77%, 05/25/2037(2) | | | 5,645,335 | |
| | | | | 210,153 | | | 5.85%, 01/25/2037(3) | | | 183,137 | |
| | | | | 955,113 | | | BCAP LLC Trust
1.39%, 01/25/2037(2) | | | 830,164 | |
| | | | | 2,595,062 | | | 1.40%, 03/25/2037(2) | | | 2,444,839 | |
| | | | | 686,570 | | | Bear Stearns Adjustable Rate Mortgage Trust
2.83%, 10/25/2035(2) | | | 673,269 | |
| | | | | 1,655,897 | | | Bear Stearns Alt-A Trust
1.72%, 01/25/2036(2) | | | 1,654,860 | |
| | | | | 1,809,324 | | | Bear Stearns Mortgage Funding Trust
1.40%, 10/25/2036(2) | | | 1,600,670 | |
| | | | | 711,971 | | | CHL Mortgage Pass-Through Trust
3.03%, 11/20/2035(2) | | | 652,491 | |
| | | | | 4,049,774 | | | 3.17%, 09/25/2047(2) | | | 3,765,963 | |
| | | | | 2,688,132 | | | Credit Suisse First Boston Mortgage Securities Corp.
5.50%, 06/25/2035 | | | 2,577,746 | |
| | | | | 2,966,685 | | | CSMC Trust
3.25%, 04/25/2047(1)(2) | | | 3,002,039 | |
| | | | | 3,165,000 | | | Deephaven Residential Mortgage Trust
2.45%, 06/25/2047(1)(2) | | | 3,155,314 | |
| | | | | 2,145,856 | | | 2.73%, 12/26/2046(1)(2) | | | 2,145,182 | |
| | | | | 2,025,000 | | | Fannie Mae Connecticut Avenue Securities
4.77%, 07/25/2029(2) | | | 2,139,670 | |
| | | | | 4,065,143 | | | 5.57%, 04/25/2029(2) | | | 4,442,144 | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 31.2% -
(continued) | |
| | | | | | | Whole Loan Collateral CMO - 7.4% - (continued) | |
| | $ | | | | 50,995 | | | GMACM Mortgage Loan Trust
3.81%, 04/19/2036(2) | | $ | 47,199 | |
| | | | | 1,557,808 | | | GreenPoint Mortgage Funding Trust
2.09%, 10/25/2045(2) | | | 1,210,370 | |
| | | | | 3,302,443 | | | GSR Mortgage Loan Trust
1.52%, 01/25/2037(2) | | | 2,085,987 | |
| | | | | 3,391,586 | | | 3.37%, 01/25/2036(2) | | | 3,288,108 | |
| | | | | 2,488,198 | | | HarborView Mortgage Loan Trust
1.40%, 01/19/2038(2) | | | 2,336,480 | |
| | | | | 5,165,982 | | | 1.45%, 12/19/2036(2) | | | 4,402,001 | |
| | | | | 485,659 | | | 1.91%, 01/19/2035(2) | | | 343,002 | |
| | | | | 3,197,259 | | | IndyMac Index Mortgage Loan Trust
1.50%, 07/25/2035(2) | | | 2,757,291 | |
| | | | | 1,912,902 | | | 1.51%, 01/25/2036(2) | | | 1,435,002 | |
| | | | | 2,977,328 | | | 1.62%, 07/25/2046(2) | | | 2,110,505 | |
| | | | | 3,250,011 | | | 3.26%, 03/25/2036(2) | | | 2,889,151 | |
| | | | | 1,092,405 | | | JP Morgan Mortgage Trust
3.38%, 05/25/2036(2) | | | 1,009,522 | |
| | | | | 466,192 | | | 3.42%, 04/25/2037(2) | | | 418,759 | |
| | | | | 1,789,605 | | | Lehman XS Trust
1.43%, 07/25/2046(2) | | | 1,617,748 | |
| | | | | 2,622,522 | | | LSTAR Securities Investment Trust
0.03%, 11/01/2021(1)(2) | | | 2,611,529 | |
| | | | | 2,822,820 | | | 3.05%, 01/01/2022(1)(2) | | | 2,811,901 | |
| | | | | 5,297,459 | | | 3.05%, 02/01/2022(1)(2) | | | 5,250,761 | |
| | | | | 1,400,671 | | | 3.05%, 04/01/2022(1)(2) | | | 1,378,752 | |
| | | | | 1,895,382 | | | 3.23%, 09/01/2021(1)(2) | | | 1,900,126 | |
| | | | | 268,141 | | | Luminent Mortgage Trust
1.42%, 10/25/2046(2) | | | 239,792 | |
| | | | | 1,101,651 | | | 1.48%, 11/25/2035(2) | | | 1,013,855 | |
| | | | | 885,541 | | | MASTR Adjustable Rate Mortgages Trust
3.19%, 11/21/2034(2) | | | 905,951 | |
| | | | | 85,711 | | | Merrill Lynch Mortgage Investors Trust
3.21%, 12/25/2035(2) | | | 82,082 | |
| | | | | 2,244,570 | | | MFA Trust
2.59%, 02/25/2057(1)(2) | | | 2,256,019 | |
| | | | | 8,753,000 | | | Mortgage Repurchase Agreement Financing Trust
2.29%, 06/10/2019(1)(2) | | | 8,738,365 | |
| | | | | 6,436,910 | | | New Residential Mortgage Loan Trust
3.75%, 11/26/2035(1)(2) | | | 6,688,716 | |
| | | | | 5,712,377 | | | 3.75%, 11/25/2056(1)(2) | | | 5,924,249 | |
| | | | | 11,180,146 | | | 4.00%, 03/25/2057(1)(2) | | | 11,625,428 | |
| | | | | 8,602,503 | | | 4.00%, 04/25/2057(1)(2) | | | 8,959,644 | |
| | | | | 7,420,000 | | | 4.00%, 05/25/2057(1)(2) | | | 7,750,190 | |
| | | | | 1,933,260 | | | RBSGC Mortgage Loan Trust
6.25%, 01/25/2037 | | | 1,884,608 | |
| | | | | 803,419 | | | Residential Accredit Loans, Inc.
1.52%, 04/25/2036(2) | | | 690,880 | |
| | | | | 4,575,897 | | | 2.09%, 11/25/2037(2) | | | 3,761,341 | |
| | | | | 1,112,763 | | | 6.00%, 12/25/2035 | | | 1,061,562 | |
| | | | | 2,387,097 | | | Residential Asset Securitization Trust
1.67%, 03/25/2035(2) | | | 2,168,847 | |
| | | | | 623,846 | | | Sequoia Mortgage Trust
3.32%, 07/20/2037(2) | | | 600,063 | |
| | | | | 5,574,819 | | | Towd Point Mortgage Trust
2.25%, 04/25/2056(1)(2) | | | 5,557,867 | |
| | | | | 1,439,416 | | | 2.75%, 02/25/2055(1)(2) | | | 1,453,379 | |
| | | | | 4,628,692 | | | 2.75%, 08/25/2055(1)(2) | | | 4,677,293 | |
| | | | | 1,186,596 | | | 3.00%, 03/25/2054(1)(2) | | | 1,197,936 | |
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 31.2% -
(continued) | |
| | | | | | | Whole Loan Collateral CMO - 7.4% - (continued) | |
| | $ | | | | 4,514,890 | | | WaMu Mortgage Pass-Through Certificates Trust
1.51%, 12/25/2046(2) | | $ | 3,923,104 | |
| | | | | 969,645 | | | 1.64%, 06/25/2044(2) | | | 907,909 | |
| | | | | 1,749,336 | | | 3.06%, 06/25/2037(2) | | | 1,591,900 | |
| | | | | 46,363,826 | | | Wells Fargo Commercial Mortgage Trust
1.33%, 09/15/2057(2)(5) | | | 2,724,663 | |
| | | | | 3,250,000 | | | 2.88%, 05/15/2048(1)(2) | | | 2,017,047 | |
| | | | | 1,685,000 | | | 3.36%, 09/15/2058(1) | | | 1,032,876 | |
| | | | | 1,015,000 | | | 3.84%, 09/15/2058 | | | 1,070,339 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 180,629,675 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | Total Asset & Commercial Mortgage Backed Securities
(cost $754,224,659) | | $ | 760,687,298 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | | |
| CORPORATE BONDS - 30.6% | |
| | | | | | | Aerospace/Defense - 0.4% | |
| | $ | | | | 1,915,000 | | | Embraer Netherlands Finance B.V.
5.40%, 02/01/2027 | | $ | 2,001,175 | |
| | | | | 370,000 | | | L-3 Technologies, Inc.
3.85%, 12/15/2026 | | | 381,416 | |
| | | | | 1,140,000 | | | Lockheed Martin Corp.
2.50%, 11/23/2020 | | | 1,155,649 | |
| | | | | 1,836,000 | | | 4.70%, 05/15/2046 | | | 2,063,014 | |
| | | | | 4,030,000 | | | United Technologies Corp.
1.90%, 05/04/2020 | | | 4,036,911 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 9,638,165 | |
| | | | | | | | | | | | |
| | | | | | | Agriculture - 0.5% | |
| | | | | 1,320,000 | | | Altria Group, Inc.
2.85%, 08/09/2022 | | | 1,340,595 | |
| | | | | 945,000 | | | 3.88%, 09/16/2046 | | | 917,929 | |
| | | | | 2,010,000 | | | BAT International Finance plc
2.75%, 06/15/2020(1) | | | 2,036,257 | |
| | | | | 1,420,000 | | | Imperial Brands Finance plc
2.05%, 07/20/2018(1) | | | 1,420,532 | |
| | | | | 1,950,000 | | | 2.95%, 07/21/2020(1) | | | 1,982,945 | |
| | | | | 1,300,000 | | | 3.75%, 07/21/2022(1) | | | 1,353,478 | |
| | | | | 2,640,000 | | | Reynolds American, Inc.
3.25%, 06/12/2020 | | | 2,717,980 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 11,769,716 | |
| | | | | | | | | | | | |
| | | | | | | Airlines - 0.2% | |
| | | | | 4,300,000 | | | Delta Air Lines, Inc.
3.63%, 03/15/2022 | | | 4,414,321 | |
| | | | | | | | | | | | |
| | | | | | | Auto Manufacturers - 0.5% | |
| | | | | 1,280,000 | | | Ford Motor Co.
4.35%, 12/08/2026 | | | 1,317,683 | |
| | | | | 1,710,000 | | �� | 5.29%, 12/08/2046 | | | 1,755,007 | |
| | | | | 1,070,000 | | | Ford Motor Credit Co. LLC
4.13%, 08/04/2025 | | | 1,088,462 | |
| | | | | 1,470,000 | | | General Motors Co.
6.25%, 10/02/2043 | | | 1,632,801 | |
| | | | | 1,635,000 | | | 6.75%, 04/01/2046 | | | 1,939,139 | |
| | | | | | | | General Motors Financial Co., Inc. | | | | |
| | | | | 1,950,000 | | | 3.70%, 05/09/2023 | | | 1,980,145 | |
| | | | | 1,760,000 | | | 3.95%, 04/13/2024 | | | 1,784,996 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 11,498,233 | |
| | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| CORPORATE BONDS - 30.6% - (continued) | |
| | | | | | | Auto Parts & Equipment - 0.0% | |
| | $ | | | | 445,000 | | | Adient Global Holdings Ltd.
4.88%, 08/15/2026(1) | | $ | 446,113 | |
| | | | | | | | | | | | |
| | | | | | | Beverages - 1.2% | |
| | | | | | | | Anheuser-Busch InBev Finance, Inc. | | | | |
| | | | | 4,320,000 | | | 1.90%, 02/01/2019 | | | 4,329,664 | |
| | | | | 8,470,000 | | | 3.30%, 02/01/2023 | | | 8,721,822 | |
| | | | | 610,000 | | | 3.65%, 02/01/2026 | | | 628,465 | |
| | | | | 2,440,000 | | | 4.70%, 02/01/2036 | | | 2,685,569 | |
| | | | | 7,395,000 | | | 4.90%, 02/01/2046 | | | 8,346,300 | |
| | | | | 2,220,000 | | | Anheuser-Busch InBev Worldwide, Inc.
3.75%, 07/15/2042 | | | 2,148,640 | |
| | | | | | | | Constellation Brands, Inc. | | | | |
| | | | | 380,000 | | | 2.70%, 05/09/2022 | | | 379,536 | |
| | | | | 705,000 | | | 3.50%, 05/09/2027 | | | 704,338 | |
| | | | | 245,000 | | | 4.50%, 05/09/2047 | | | 252,192 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 28,196,526 | |
| | | | | | | | | | | | |
| | | | | | | Biotechnology - 0.2% | |
| | | | | 2,880,000 | | | Amgen, Inc.
2.20%, 05/11/2020 | | | 2,894,553 | |
| | | | | 1,065,000 | | | Celgene Corp.
4.63%, 05/15/2044 | | | 1,118,842 | |
| | | | | | | | Gilead Sciences, Inc. | | | | |
| | | | | 615,000 | | | 2.50%, 09/01/2023 | | | 605,889 | |
| | | | | 835,000 | | | 3.25%, 09/01/2022 | | | 863,442 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 5,482,726 | |
| | | | | | | | | | | | |
| | | | | | | Chemicals - 0.1% | |
| | | | | | | | Methanex Corp. | | | | |
| | | | | 1,165,000 | | | 4.25%, 12/01/2024 | | | 1,141,774 | |
| | | | | 1,030,000 | | | 5.65%, 12/01/2044 | | | 974,199 | |
| | | | | 875,000 | | | Sherwin-Williams Co.
3.13%, 06/01/2024 | | | 879,433 | |
| | | | | 265,000 | | | Versum Materials, Inc.
5.50%, 09/30/2024(1) | | | 278,581 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 3,273,987 | |
| | | | | | | | | | | | |
| | | | | | | Commercial Banks - 10.0% | |
| | | | | | | | Banco Bilbao Vizcaya Argentaria S.A. | | | | |
| | EUR | | | | 1,200,000 | | | 7.00%, 02/19/2019(2)(6)(7) | | | 1,403,293 | |
| | | | | 600,000 | | | 8.88%, 04/14/2021(2)(6)(7) | | | 784,644 | |
| | $ | | | | 2,600,000 | | | 9.00%, 05/09/2018(2)(6)(7) | | | 2,716,969 | |
| | EUR | | | | 1,800,000 | | | Banco de Sabadell S.A.
6.50%, 05/18/2022(7) | | | 2,023,206 | |
| | | | | | | | Bank of America Corp. | | | | |
| | $ | | | | 7,000,000 | | | 2.50%, 10/21/2022 | | | 6,910,519 | |
| | | | | 3,010,000 | | | 2.63%, 04/19/2021 | | | 3,023,340 | |
| | | | | 6,260,000 | | | 3.12%, 01/20/2023(2) | | | 6,328,741 | |
| | | | | 5,220,000 | | | 3.71%, 04/24/2028(2) | | | 5,258,236 | |
| | | | | 1,990,000 | | | 4.00%, 01/22/2025 | | | 2,024,656 | |
| | | | | 2,080,000 | | | 4.18%, 11/25/2027 | | | 2,115,537 | |
| | | | | 5,570,000 | | | 4.20%, 08/26/2024 | | | 5,782,239 | |
| | | | | 3,630,000 | | | 7.75%, 05/14/2038 | | | 5,220,292 | |
| | EUR | | | | 900,000 | | | Bank of Ireland
7.38%, 06/18/2020(2)(6)(7) | | | 1,117,817 | |
| | $ | | | | 5,495,000 | | | Barclays Bank plc
6.05%, 12/04/2017(1) | | | 5,589,300 | |
| | | | | | | | Barclays plc | | | | |
| | | | | 1,375,000 | | | 3.68%, 01/10/2023 | | | 1,410,830 | |
| | | | | 2,310,000 | | | 4.84%, 05/09/2028 | | | 2,361,490 | |
| | | | | 1,450,000 | | | 7.88%, 03/15/2022(2)(6)(7) | | | 1,560,171 | |
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| CORPORATE BONDS - 30.6% - (continued) | |
| | | | | | | Commercial Banks - 10.0% - (continued) | |
| | EUR | | | | 1,445,000 | | | 8.00%, 12/15/2020(2)(7) | | $ | 1,809,258 | |
| | | | | | | | BNP Paribas S.A. | | | | |
| | $ | | | | 1,065,000 | | | 2.95%, 05/23/2022(1) | | | 1,075,604 | |
| | | | | 1,940,000 | | | 7.63%, 03/30/2021(1)(2)(7) | | | 2,134,000 | |
| | | | | 1,245,000 | | | BPCE S.A.
3.00%, 05/22/2022(1) | | | 1,255,828 | |
| | EUR | | | | 400,000 | | | Caixa Geral de Depositos, S.A.
10.75%, 03/30/2022(7) | | | 472,142 | |
| | $ | | | | 3,630,000 | | | Capital One Financial Corp.
3.05%, 03/09/2022 | | | 3,658,521 | |
| | | | | | | | Capital One NA / Mclean VA | | | | |
| | | | | 3,415,000 | | | 1.65%, 02/05/2018 | | | 3,413,600 | |
| | | | | 2,645,000 | | | 2.35%, 08/17/2018 | | | 2,655,641 | |
| | | | | | | | Citigroup, Inc. | | | | |
| | | | | 1,195,000 | | | 1.85%, 11/24/2017 | | | 1,196,880 | |
| | | | | 2,960,000 | | | 2.28%, 05/17/2024(2) | | | 2,956,963 | |
| | | | | 1,025,000 | | | 2.50%, 09/26/2018 | | | 1,031,947 | |
| | | | | 2,675,000 | | | 2.70%, 03/30/2021 | | | 2,692,751 | |
| | | | | 695,000 | | | 4.30%, 11/20/2026 | | | 713,863 | |
| | | | | 6,495,000 | | | 4.45%, 09/29/2027 | | | 6,754,917 | |
| | | | | 486,000 | | | 4.65%, 07/30/2045 | | | 528,469 | |
| | | | | 2,115,000 | | | 4.75%, 05/18/2046 | | | 2,220,107 | |
| | | | | 5,650,000 | | | Credit Agricole S.A.
8.13%, 12/23/2025(1)(2)(7) | | | 6,563,605 | |
| | | | | 5,760,000 | | | Credit Suisse Group AG
6.25%, 12/18/2024(1)(2)(7) | | | 6,120,000 | |
| | | | | | | | Goldman Sachs Group, Inc. | | | | |
| | | | | 590,000 | | | 2.00%, 04/25/2019 | | | 589,744 | |
| | | | | 550,000 | | | 2.31%, 04/23/2020(2) | | | 559,183 | |
| | | | | 1,340,000 | | | 2.35%, 11/15/2021 | | | 1,321,970 | |
| | | | | 1,290,000 | | | 2.38%, 01/22/2018 | | | 1,295,722 | |
| | | | | 2,720,000 | | | 2.88%, 02/25/2021 | | | 2,749,158 | |
| | | | | 4,430,000 | | | 3.69%, 06/05/2028(2) | | | 4,447,587 | |
| | | | | 3,490,000 | | | 5.15%, 05/22/2045 | | | 3,876,545 | |
| | | | | 3,687,000 | | | 6.00%, 06/15/2020 | | | 4,067,583 | |
| | | | | 2,655,000 | | | 6.25%, 02/01/2041 | | | 3,468,203 | |
| | | | | 2,720,000 | | | 6.75%, 10/01/2037 | | | 3,530,672 | |
| | | | | | | | HSBC Holdings plc | | | | |
| | | | | 1,305,000 | | | 2.95%, 05/25/2021 | | | 1,321,596 | |
| | | | | 3,400,000 | | | 3.26%, 03/13/2023(2) | | | 3,464,427 | |
| | | | | 4,335,000 | | | 3.40%, 03/08/2021 | | | 4,455,500 | |
| | | | | 1,335,000 | | | 3.60%, 05/25/2023 | | | 1,379,604 | |
| | | | | 3,375,000 | | | 4.25%, 08/18/2025 | | | 3,467,154 | |
| | | | | 2,925,000 | | | 6.00%, 05/22/2027(2)(7) | | | 3,024,450 | |
| | | | | 1,350,000 | | | HSBC USA, Inc.
2.75%, 08/07/2020 | | | 1,372,070 | |
| | | | | | | | Intesa Sanpaolo S.p.A. | | | | |
| | | | | 2,500,000 | | | 7.70%, 09/17/2025(1)(2)(7) | | | 2,596,875 | |
| | EUR | | | | 525,000 | | | 7.75%, 01/11/2027(2)(6)(7) | | | 664,089 | |
| | | | | | | | JP Morgan Chase & Co. | | | | |
| | $ | | | | 1,840,000 | | | 2.30%, 08/15/2021 | | | 1,829,295 | |
| | | | | 955,000 | | | 2.38%, 10/24/2023(2) | | | 969,356 | |
| | | | | 6,670,000 | | | 2.40%, 06/07/2021 | | | 6,657,360 | |
| | | | | 1,055,000 | | | 2.55%, 10/29/2020 | | | 1,063,853 | |
| | | | | 2,890,000 | | | 2.70%, 05/18/2023 | | | 2,858,314 | |
| | | | | 2,665,000 | | | 3.22%, 03/01/2025(2) | | | 2,670,008 | |
| | | | | 2,875,000 | | | 4.25%, 10/01/2027 | | | 2,998,915 | |
| | | | | 3,820,000 | | | 4.35%, 08/15/2021 | | | 4,088,756 | |
| | | | | | | | Morgan Stanley | | | | |
| | | | | 6,760,000 | | | 2.50%, 04/21/2021 | | | 6,754,788 | |
| | | | | 3,240,000 | | | 2.75%, 05/19/2022 | | | 3,239,300 | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| CORPORATE BONDS - 30.6% - (continued) | |
| | | | | | | Commercial Banks - 10.0% - (continued) | |
| | $ | | | | 370,000 | | | 3.13%, 07/27/2026 | | $ | 359,731 | |
| | | | | 2,120,000 | | | 3.63%, 01/20/2027 | | | 2,135,243 | |
| | | | | 2,400,000 | | | 3.95%, 04/23/2027 | | | 2,421,641 | |
| | | | | 3,275,000 | | | 4.00%, 07/23/2025 | | | 3,418,232 | |
| | | | | 550,000 | | | 4.35%, 09/08/2026 | | | 571,801 | |
| | | | | 2,675,000 | | | 6.25%, 08/28/2017 | | | 2,693,615 | |
| | | | | 1,600,000 | | | 7.30%, 05/13/2019 | | | 1,749,224 | |
| | | | | 420,000 | | | Radian Group, Inc.
7.00%, 03/15/2021 | | | 469,875 | |
| | | | | | | | Royal Bank of Scotland Group plc | | | | |
| | | | | 1,145,000 | | | 7.50%, 08/10/2020(2)(7) | | | 1,181,640 | |
| | | | | 1,160,000 | | | 8.63%, 08/15/2021(2)(7) | | | 1,264,400 | |
| | | | | 3,425,000 | | | Santander Holdings USA, Inc.
3.70%, 03/28/2022(1) | | | 3,469,261 | |
| | | | | | | | Societe Generale S.A. | | | | |
| | | | | 3,275,000 | | | 7.38%, 09/13/2021(1)(2)(7) | | | 3,520,625 | |
| | | | | 2,635,000 | | | 8.25%, 11/29/2018(2)(6)(7) | | | 2,795,498 | |
| | | | | | | | UBS Group AG | | | | |
| | | | | 3,950,000 | | | 6.88%, 03/22/2021(2)(6)(7) | | | 4,206,797 | |
| | | | | 2,520,000 | | | 7.13%, 02/19/2020(2)(6)(7) | | | 2,667,617 | |
| | | | | 3,045,000 | | | UBS Group Funding Switzerland AG
2.65%, 02/01/2022(1) | | | 3,038,535 | |
| | | | | | | | Wells Fargo & Co. | | | | |
| | | | | 1,655,000 | | | 3.00%, 04/22/2026 | | | 1,616,362 | |
| | | | | 1,200,000 | | | 3.00%, 10/23/2026 | | | 1,168,508 | |
| | | | | 4,800,000 | | | 3.07%, 01/24/2023 | | | 4,867,243 | |
| | | | | 4,485,000 | | | 3.58%, 05/22/2028(2) | | | 4,532,680 | |
| | | | | 3,285,000 | | | 4.90%, 11/17/2045 | | | 3,581,892 | |
| | | | | 74,000 | | | 5.38%, 11/02/2043 | | | 85,608 | |
| | | | | 4,760,000 | | | 5.61%, 01/15/2044 | | | 5,660,483 | |
| | | | | 3,360,000 | | | Wells Fargo Bank NA
2.15%, 12/06/2019 | | | 3,375,553 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 244,519,517 | |
| | | | | | | | | | | | |
| | | | | | | Commercial Services - 0.3% | |
| | | | | 6,128,000 | | | Acwa Power Management And Investments One Ltd.
5.95%, 12/15/2039(1) | | | 6,251,320 | |
| | | | | 670,000 | | | Cardtronics, Inc.
5.13%, 08/01/2022 | | | 680,050 | |
| | | | | | | | United Rentals North America, Inc. | | | | |
| | | | | 470,000 | | | 4.63%, 07/15/2023 | | | 487,977 | |
| | | | | 400,000 | | | 5.50%, 07/15/2025 | | | 419,000 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 7,838,347 | |
| | | | | | | | | | | | |
| | | | | | | Construction Materials - 0.1% | |
| | | | | 490,000 | | | Eagle Materials, Inc.
4.50%, 08/01/2026 | | | 501,025 | |
| | | | | | | | Standard Industries, Inc. | | | | |
| | | | | 640,000 | | | 5.38%, 11/15/2024(1) | | | 674,400 | |
| | | | | 930,000 | | | 6.00%, 10/15/2025(1) | | | 995,100 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 2,170,525 | |
| | | | | | | | | | | | |
| | | | | | | Diversified Financial Services - 0.5% | |
| | | | | 5,095,000 | | | American Express Credit Corp.
2.20%, 03/03/2020 | | | 5,119,247 | |
| | | | | 2,245,000 | | | CBOE Holdings, Inc.
3.65%, 01/12/2027 | | | 2,264,316 | |
| | | | | 1,800,000 | | | Intercontinental Exchange, Inc.
2.75%, 12/01/2020 | | | 1,833,844 | |
| | | | | 505,000 | | | Nasdaq, Inc.
3.85%, 06/30/2026 | | | 512,403 | |
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| CORPORATE BONDS - 30.6% - (continued) | |
| | | | | | | Diversified Financial Services - 0.5% - (continued) | |
| | | | | | | | Navient Corp. | | | | |
| | $ | | | | 660,000 | | | 5.88%, 03/25/2021 | | $ | 697,125 | |
| | | | | 1,005,000 | | | 7.25%, 01/25/2022 | | | 1,097,962 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 11,524,897 | |
| | | | | | | | | | | | |
| | | | | | | Electric - 1.2% | |
| | | | | | | | AES Corp. | | | | |
| | | | | 620,000 | | | 4.88%, 05/15/2023 | | | 631,625 | |
| | | | | 540,000 | | | 5.50%, 03/15/2024 | | | 562,275 | |
| | | | | 65,000 | | | 5.50%, 04/15/2025 | | | 68,006 | |
| | | | | 1,610,000 | | | Dominion Energy, Inc.
2.85%, 08/15/2026 | | | 1,534,700 | |
| | | | | 1,605,000 | | | DTE Energy Co.
1.50%, 10/01/2019 | | | 1,580,978 | |
| | | | | 1,525,000 | | | Duke Energy Carolinas LLC
4.25%, 12/15/2041 | | | 1,629,103 | |
| | | | | 705,000 | | | Duke Energy Corp.
2.65%, 09/01/2026 | | | 669,562 | |
| | | | | 1,805,000 | | | Duke Energy Florida LLC
3.40%, 10/01/2046 | | | 1,675,334 | |
| | | | | 1,495,000 | | | Duke Energy Progress LLC
4.38%, 03/30/2044 | | | 1,623,539 | |
| | | | | | | | Emera U.S. Finance L.P. | | | | |
| | | | | 435,000 | | | 2.70%, 06/15/2021 | | | 435,666 | |
| | | | | 475,000 | | | 4.75%, 06/15/2046 | | | 501,285 | |
| | | | | 3,000,000 | | | Exelon Corp.
2.85%, 06/15/2020 | | | 3,047,790 | |
| | | | | | | | FirstEnergy Corp. | | | | |
| | | | | 2,415,000 | | | 3.90%, 07/15/2027 | | | 2,422,723 | |
| | | | | 2,425,000 | | | 4.25%, 03/15/2023 | | | 2,550,763 | |
| | | | | | | | Fortis, Inc. | | | | |
| | | | | 800,000 | | | 2.10%, 10/04/2021 | | | 782,200 | |
| | | | | 1,445,000 | | | 3.06%, 10/04/2026 | | | 1,395,711 | |
| | | | | | | | Great Plains Energy, Inc. | | | | |
| | | | | 1,180,000 | | | 3.15%, 04/01/2022 | | | 1,192,473 | |
| | | | | 985,000 | | | 3.90%, 04/01/2027 | | | 996,451 | |
| | | | | 1,005,000 | | | NextEra Energy Capital Holdings, Inc.
1.65%, 09/01/2018 | | | 1,001,963 | |
| | | | | 390,000 | | | NRG Energy, Inc.
7.25%, 05/15/2026 | | | 403,650 | |
| | | | | 565,000 | | | Oncor Electric Delivery Co.
LLC 7.00%, 09/01/2022 | | | 680,150 | |
| | | | | | | | Southern Co. | | | | |
| | | | | 1,360,000 | | | 1.85%, 07/01/2019 | | | 1,354,729 | |
| | | | | 665,000 | | | 2.95%, 07/01/2023 | | | 660,737 | |
| | | | | 805,000 | | | 4.40%, 07/01/2046 | | | 819,625 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 28,221,038 | |
| | | | | | | | | | | | |
| | | | | | | Electronics - 0.1% | |
| | | | | 1,375,000 | | | Fortive Corp.
2.35%, 06/15/2021 | | | 1,367,047 | |
| | | | | | | | | | | | |
| | | | | | | Engineering & Construction - 0.5% | |
| | | | | | | | SBA Tower Trust | | | | |
| | | | | 4,815,000 | | | 3.17%, 04/15/2022(1) | | | 4,835,059 | |
| | | | | 7,645,000 | | | 3.60%, 04/15/2018(1) | | | 7,647,451 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 12,482,510 | |
| | | | | | | | | | | | |
| | | | | | | Entertainment - 0.0% | |
| | | | | | | | WMG Acquisition Corp. | | | | |
| | | | | 445,000 | | | 4.88%, 11/01/2024(1) | | | 453,900 | |
| | | | | 260,000 | | | 5.00%, 08/01/2023(1) | | | 266,500 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 720,400 | |
| | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| CORPORATE BONDS - 30.6% - (continued) | |
| | | | | | | Environmental Control - 0.0% | |
| | | | | | | | Clean Harbors, Inc. | | | | |
| | $ | | | | 345,000 | | | 5.13%, 06/01/2021 | | $ | 352,331 | |
| | | | | 345,000 | | | 5.25%, 08/01/2020 | | | 349,744 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 702,075 | |
| | | | | | | | | | | | |
| | | | | | | Food - 0.3% | | | |
| | | | | 3,360,000 | | | Danone S.A.
1.69%, 10/30/2019(1) | | | 3,333,160 | |
| | | | | | | | Kraft Heinz Foods Co. | | | | |
| | | | | 1,390,000 | | | 2.00%, 07/02/2018 | | | 1,393,520 | |
| | | | | 855,000 | | | 2.80%, 07/02/2020 | | | 867,789 | |
| | | | | 985,000 | | | 4.38%, 06/01/2046 | | | 964,644 | |
| | | | | 160,000 | | | Kroger Co.
3.88%, 10/15/2046 | | | 140,974 | |
| | | | | 1,730,000 | | | Sysco Corp.
2.50%, 07/15/2021 | | | 1,734,720 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 8,434,807 | |
| | | | | | | | | | | | |
| | | | | | | Gas - 0.1% | |
| | | | | | | | AmeriGas Partners L.P. / AmeriGas Finance Corp. | | | | |
| | | | | 375,000 | | | 5.63%, 05/20/2024 | | | 386,250 | |
| | | | | 375,000 | | | 5.88%, 08/20/2026 | | | 384,375 | |
| | | | | 505,000 | | | Southern Co. Gas Capital Corp.
2.45%, 10/01/2023 | | | 489,913 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 1,260,538 | |
| | | | | | | | | | | | |
| | | | | | | Healthcare-Products - 0.4% | |
| | | | | 4,645,000 | | | Becton Dickinson and Co.
3.36%, 06/06/2024 | | | 4,655,618 | |
| | | | | | | | Medtronic, Inc. | | | | |
| | | | | 2,138,000 | | | 4.38%, 03/15/2035 | | | 2,335,265 | |
| | | | | 645,000 | | | 4.63%, 03/15/2045 | | | 725,905 | |
| | | | | | | | Thermo Fisher Scientific, Inc. | | | | |
| | | | | 410,000 | | | 2.95%, 09/19/2026 | | | 398,679 | |
| | | | | 2,430,000 | | | 3.00%, 04/15/2023 | | | 2,449,727 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 10,565,194 | |
| | | | | | | | | | | | |
| | | | | | | Healthcare-Services - 0.7% | |
| | | | | 855,000 | | | Aetna, Inc.
2.80%, 06/15/2023 | | | 853,517 | |
| | | | | | | | Anthem, Inc. | | | | |
| | | | | 4,120,000 | | | 3.50%, 08/15/2024 | | | 4,235,018 | |
| | | | | 720,000 | | | 4.63%, 05/15/2042 | | | 777,300 | |
| | | | | | | | Community Health Systems, Inc. | | | | |
| | | | | 645,000 | | | 5.13%, 08/01/2021 | | | 653,062 | |
| | | | | 275,000 | | | 6.25%, 03/31/2023 | | | 283,896 | |
| | | | | 820,000 | | | HCA, Inc.
7.50%, 02/15/2022 | | | 944,025 | |
| | | | | 900,000 | | | LifePoint Health, Inc.
5.88%, 12/01/2023 | | | 949,500 | |
| | | | | 890,000 | | | Tenet Healthcare Corp.
6.00%, 10/01/2020 | | | 953,412 | |
| | | | | | | | UnitedHealth Group, Inc. | | | | |
| | | | | 2,375,000 | | | 1.70%, 02/15/2019 | | | 2,373,397 | |
| | | | | 2,250,000 | | | 3.35%, 07/15/2022 | | | 2,349,034 | |
| | | | | 2,255,000 | | | 3.75%, 07/15/2025 | | | 2,375,083 | |
| | | | | 370,000 | | | 4.25%, 04/15/2047 | | | 394,438 | |
| | | | | 670,000 | | | 4.75%, 07/15/2045 | | | 769,604 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 17,911,286 | |
| | | | | | | | | | | | |
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| CORPORATE BONDS - 30.6% - (continued) | |
| | | | | | | Home Builders - 0.0% | |
| | $ | | | | 510,000 | | | Meritage Homes Corp.
6.00%, 06/01/2025 | | $ | 545,700 | |
| | | | | 30,000 | | | Toll Brothers Finance Corp.
4.88%, 11/15/2025 | | | 31,125 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 576,825 | |
| | | | | | | | | | | | |
| | | | | | | Insurance - 0.3% | |
| | | | | 1,335,000 | | | American International Group, Inc.
4.70%, 07/10/2035 | | | 1,418,993 | |
| | | | | | | | CNO Financial Group, Inc. | | | | |
| | | | | 55,000 | | | 4.50%, 05/30/2020 | | | 57,062 | |
| | | | | 835,000 | | | 5.25%, 05/30/2025 | | | 884,265 | |
| | | | | | | | Genworth Holdings, Inc. | | | | |
| | | | | 20,000 | | | 4.80%, 02/15/2024 | | | 16,500 | |
| | | | | 380,000 | | | 4.90%, 08/15/2023 | | | 315,400 | |
| | | | | 90,000 | | | 7.20%, 02/15/2021 | | | 86,202 | |
| | | | | 50,000 | | | 7.63%, 09/24/2021 | | | 48,250 | |
| | | | | 15,000 | | | 7.70%, 06/15/2020 | | | 14,711 | |
| | | | | 1,590,000 | | | Marsh & McLennan Cos., Inc.
3.50%, 03/10/2025 | | | 1,631,901 | |
| | | | | 338,000 | | | Massachusetts Mutual Life Insurance Co.
8.88%, 06/01/2039(1) | | | 553,824 | |
| | | | | 440,000 | | | MGIC Investment Corp.
5.75%, 08/15/2023 | | | 474,100 | |
| | | | | 1,035,000 | | | Willis North America, Inc.
3.60%, 05/15/2024 | | | 1,045,429 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 6,546,637 | |
| | | | | | | | | | | | |
| | | | | | | Iron/Steel - 0.2% | |
| | | | | | | | ArcelorMittal | | | | |
| | | | | 175,000 | | | 5.13%, 06/01/2020 | | | 185,063 | |
| | | | | 1,085,000 | | | 6.13%, 06/01/2025 | | | 1,215,200 | |
| | | | | 670,000 | | | Steel Dynamics, Inc.
5.50%, 10/01/2024 | | | 711,875 | |
| | | | | | | | Vale Overseas Ltd. | | | | |
| | | | | 1,110,000 | | | 6.25%, 08/10/2026 | | | 1,197,412 | |
| | | | | 405,000 | | | 6.88%, 11/10/2039 | | | 434,362 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 3,743,912 | |
| | | | | | | | | | | | |
| | | | | | | IT Services - 0.4% | |
| | | | | | | | Apple, Inc. | | | | |
| | | | | 865,000 | | | 3.35%, 02/09/2027 | | | 884,318 | |
| | | | | 2,825,000 | | | 3.45%, 02/09/2045 | | | 2,654,537 | |
| | | | | 250,000 | | | 3.85%, 08/04/2046 | | | 249,829 | |
| | | | | | | | Dell International LLC / EMC Corp. | | | | |
| | | | | 1,335,000 | | | 3.48%, 06/01/2019(1) | | | 1,366,207 | |
| | | | | 730,000 | | | 4.42%, 06/15/2021(1) | | | 769,579 | |
| | | | | 590,000 | | | 8.35%, 07/15/2046(1) | | | 761,443 | |
| | | | | 2,935,000 | | | Hewlett Packard Enterprise Co.
3.60%, 10/15/2020 | | | 3,026,276 | |
| | | | | 530,000 | | | NCR Corp.
5.00%, 07/15/2022 | | | 540,600 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 10,252,789 | |
| | | | | | | | | | | | |
| | | | | | | Machinery - Construction & Mining - 0.0% | |
| | | | | 525,000 | | | Oshkosh Corp.
5.38%, 03/01/2025 | | | 551,250 | |
| | | | | | | | | | | | |
| | | | | | | Machinery-Diversified - 0.0% | |
| | | | | 685,000 | | | CNH Industrial N.V.
4.50%, 08/15/2023 | | | 727,813 | |
| | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| CORPORATE BONDS - 30.6% - (continued) | |
| | | | | | | Media - 2.1% | |
| | | | | | | | 21st Century Fox America, Inc. | | | | |
| | $ | | | | 785,000 | | | 3.38%, 11/15/2026 | | $ | 783,115 | |
| | | | | 270,000 | | | 4.75%, 11/15/2046 | | | 288,150 | |
| | | | | 2,775,000 | | | 6.15%, 03/01/2037 | | | 3,466,955 | |
| | | | | 1,175,000 | | | 6.20%, 12/15/2034 | | | 1,446,682 | |
| | | | | 705,000 | | | Altice U.S. Finance Corp.
5.50%, 05/15/2026(1) | | | 740,250 | |
| | | | | | | | CCO Holdings LLC / CCO Holdings Capital Corp. | | | | |
| | | | | 80,000 | | | 5.13%, 02/15/2023 | | | 82,550 | |
| | | | | 290,000 | | | 5.25%, 09/30/2022 | | | 298,526 | |
| | | | | 385,000 | | | 5.75%, 09/01/2023 | | | 401,363 | |
| | | | | 145,000 | | | 5.75%, 02/15/2026(1) | | | 155,150 | |
| | | | | | | | Charter Communications Operating LLC / Charter Communications Operating Capital | | | | |
| | | | | 1,405,000 | | | 3.58%, 07/23/2020 | | | 1,451,892 | |
| | | | | 4,125,000 | | | 4.46%, 07/23/2022 | | | 4,395,047 | |
| | | | | 3,395,000 | | | 6.48%, 10/23/2045 | | | 4,074,723 | |
| | | | | 475,000 | | | Columbus Cable Barbados Ltd.
7.38%, 03/30/2021(1) | | | 504,094 | |
| | | | | | | | Comcast Corp. | | | | |
| | | | | 321,000 | | | 1.63%, 01/15/2022 | | | 312,111 | |
| | | | | 2,405,000 | | | 3.40%, 07/15/2046 | | | 2,189,995 | |
| | | | | 490,000 | | | 4.75%, 03/01/2044 | | | 545,261 | |
| | | | | | | | Cox Communications, Inc. | | | | |
| | | | | 415,000 | | | 3.25%, 12/15/2022(1) | | | 414,131 | |
| | | | | 690,000 | | | 3.85%, 02/01/2025(1) | | | 695,202 | |
| | | | | 600,000 | | | 4.80%, 02/01/2035(1) | | | 586,741 | |
| | | | | 690,000 | | | CSC Holdings LLC
5.50%, 04/15/2027(1) | | | 729,675 | |
| | | | | 1,147,000 | | | Discovery Communications LLC
3.45%, 03/15/2025 | | | 1,116,482 | |
| | | | | 1,055,000 | | | 3.80%, 03/13/2024 | | | 1,066,765 | |
| | | | | 438,000 | | | 4.90%, 03/11/2026 | | | 464,271 | |
| | | | | 860,000 | | | DISH DBS Corp.
5.88%, 11/15/2024 | | | 917,594 | |
| | | | | 1,905,000 | | | Grupo Televisa S.A.B.
6.13%, 01/31/2046 | | | 2,116,857 | |
| | | | | 1,415,000 | | | Liberty Interactive LLC
8.25%, 02/01/2030 | | | 1,521,125 | |
| | | | | 1,715,000 | | | NBCUniversal Media LLC
5.95%, 04/01/2041 | | | 2,195,924 | |
| | | | | 340,000 | | | SFR Group S.A.
7.38%, 05/01/2026(1) | | | 368,900 | |
| | | | | 3,285,000 | | | Sky plc
3.13%, 11/26/2022(1) | | | 3,341,913 | |
| | | | | 300,000 | | | TEGNA, Inc.
5.13%, 10/15/2019 | | | 306,750 | |
| | | | | 320,000 | | | 5.13%, 07/15/2020 | | | 328,000 | |
| | | | | 520,000 | | | 5.50%, 09/15/2024(1) | | | 535,600 | |
| | | | | 1,350,000 | | | Time Warner Cable LLC
8.75%, 02/14/2019 | | | 1,484,876 | |
| | | | | 5,520,000 | | | Time Warner Entertainment Co. L.P.
8.38%, 07/15/2033 | | | 7,578,474 | |
| | | | | 1,435,000 | | | Time Warner, Inc.
6.10%, 07/15/2040 | | | 1,719,942 | |
| | | | | 10,000 | | | Viacom, Inc.
3.45%, 10/04/2026 | | | 9,634 | |
| | | | | 875,000 | | | 4.38%, 03/15/2043 | | | 777,787 | |
| | | | | 65,000 | | | 5.88%, 02/28/2057(2) | | | 67,600 | |
| | | | | 100,000 | | | 6.25%, 02/28/2057(2) | | | 104,000 | |
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| CORPORATE BONDS - 30.6% - (continued) | |
| | | | | | | Media - 2.1% - (continued) | |
| | $ | | | | 550,000 | | | Videotron Ltd.
5.38%, 06/15/2024(1) | | $ | 580,937 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 50,165,044 | |
| | | | | | | | | | | | |
| | | | | | | Mining - 0.1% | |
| | | | | 560,000 | | | Kaiser Aluminum Corp.
5.88%, 05/15/2024 | | | 589,400 | |
| | | | | 720,000 | | | Rio Tinto Finance USA Ltd.
3.75%, 06/15/2025 | | | 757,830 | |
| | | | | 595,000 | | | Teck Resources Ltd.
8.50%, 06/01/2024(1) | | | 687,225 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 2,034,455 | |
| | | | | | | | | | | | |
| | | | | | | Oil & Gas - 2.5% | | | |
| | | | | | | | Anadarko Petroleum Corp. | | | | |
| | | | | 1,935,000 | | | 3.45%, 07/15/2024 | | | 1,890,156 | |
| | | | | 1,250,000 | | | 4.50%, 07/15/2044 | | | 1,145,500 | |
| | | | | 2,160,000 | | | 6.60%, 03/15/2046 | | | 2,667,667 | |
| | | | | 410,000 | | | 6.95%, 06/15/2019 | | | 444,425 | |
| | | | | 170,000 | | | Apache Corp.
4.25%, 01/15/2044 | | | 159,234 | |
| | | | | | | | BP Capital Markets plc | | | | |
| | | | | 1,615,000 | | | 2.11%, 09/16/2021 | | | 1,600,694 | |
| | | | | 2,665,000 | | | 2.75%, 05/10/2023 | | | 2,653,788 | |
| | | | | | | | Canadian Natural Resources Ltd. | | | | |
| | | | | 1,135,000 | | | 3.85%, 06/01/2027 | | | 1,125,804 | |
| | | | | 2,615,000 | | | 6.25%, 03/15/2038 | | | 3,047,856 | |
| | | | | | | | Cenovus Energy, Inc. | | | | |
| | | | | 295,000 | | | 4.25%, 04/15/2027(1) | | | 281,025 | |
| | | | | 430,000 | | | 6.75%, 11/15/2039 | | | 451,715 | |
| | | | | 340,000 | | | Concho Resources, Inc.
5.50%, 04/01/2023 | | | 349,350 | |
| | | | | 2,475,000 | | | ConocoPhillips Co.
4.95%, 03/15/2026 | | | 2,756,455 | |
| | | | | | | | Continental Resources, Inc. | | | | |
| | | | | 35,000 | | | 3.80%, 06/01/2024 | | | 32,047 | |
| | | | | 395,000 | | | 4.50%, 04/15/2023 | | | 377,225 | |
| | | | | 80,000 | | | 4.90%, 06/01/2044 | | | 66,800 | |
| | | | | 260,000 | | | 5.00%, 09/15/2022 | | | 255,125 | |
| | | | | 690,000 | | | Devon Energy Corp.
5.00%, 06/15/2045 | | | 697,066 | |
| | | | | 540,000 | | | Devon Financing Co. LLC
7.88%, 09/30/2031 | | | 700,742 | |
| | | | | 1,335,000 | | | EnCana Corp.
3.90%, 11/15/2021 | | | 1,360,748 | |
| | | | | 1,145,000 | | | EOG Resources, Inc.
4.15%, 01/15/2026 | | | 1,203,029 | |
| | | | | | | | Hess Corp. | | | | |
| | | | | 1,505,000 | | | 4.30%, 04/01/2027 | | | 1,470,060 | |
| | | | | 1,125,000 | | | 5.60%, 02/15/2041 | | | 1,105,953 | |
| | | | | 720,000 | | | 5.80%, 04/01/2047 | | | 725,988 | |
| | | | | 1,370,000 | | | 6.00%, 01/15/2040 | | | 1,393,467 | |
| | | | | 2,425,000 | | | Kerr-McGee Corp.
6.95%, 07/01/2024 | | | 2,843,979 | |
| | | | | | | | Marathon Oil Corp. | | | | |
| | | | | 1,005,000 | | | 2.70%, 06/01/2020 | | | 996,130 | |
| | | | | 2,005,000 | | | 2.80%, 11/01/2022 | | | 1,922,292 | |
| | | | | 195,000 | | | 3.85%, 06/01/2025 | | | 190,342 | |
| | | | | 480,000 | | | MEG Energy Corp.
6.50%, 01/15/2025(1) | | | 436,800 | |
| | | | | 2,370,000 | | | Petrobras Global Finance B.V.
6.13%, 01/17/2022 | | | 2,444,655 | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| CORPORATE BONDS - 30.6% - (continued) | |
| | | | | | | Oil & Gas - 2.5% - (continued) | | | |
| | | | | | | | Petroleos Mexicanos | | | | |
| | $ | | | | 1,490,000 | | | 5.50%, 02/04/2019 | | $ | 1,555,560 | |
| | | | | 955,000 | | | 6.38%, 02/04/2021 | | | 1,033,597 | |
| | | | | 390,000 | | | 6.50%, 03/13/2027(1) | | | 418,958 | |
| | | | | 2,730,000 | | | 6.63%, 06/15/2035 | | | 2,822,137 | |
| | | | | | | | Pioneer Natural Resources Co. | | | | |
| | | | | 2,260,000 | | | 4.45%, 01/15/2026 | | | 2,376,286 | |
| | | | | 2,090,000 | | | 7.50%, 01/15/2020 | | | 2,352,193 | |
| | | | | | | | QEP Resources, Inc. | | | | |
| | | | | 385,000 | | | 5.25%, 05/01/2023 | | | 363,825 | |
| | | | | 45,000 | | | 5.38%, 10/01/2022 | | | 43,313 | |
| | | | | 55,000 | | | 6.80%, 03/01/2020 | | | 57,200 | |
| | | | | 2,295,000 | | | Shell International Finance B.V.
4.38%, 05/11/2045 | | | 2,401,796 | |
| | | | | 255,000 | | | SM Energy Co.
6.13%, 11/15/2022 | | | 242,250 | |
| | | | | 2,125,000 | | | Statoil ASA
3.95%, 05/15/2043 | | | 2,079,652 | |
| | | | | | | | Valero Energy Corp. | | | | |
| | | | | 3,150,000 | | | 3.40%, 09/15/2026 | | | 3,081,456 | |
| | | | | 435,000 | | | 4.90%, 03/15/2045 | | | 453,179 | |
| | | | | | | | WPX Energy, Inc. | | | | |
| | | | | 190,000 | | | 5.25%, 09/15/2024 | | | 180,500 | |
| | | | | 265,000 | | | 6.00%, 01/15/2022 | | | 262,350 | |
| | ARS | | | | 93,580,252 | | | YPF S.A.
16.50%, 05/09/2022(1) | | | 5,648,887 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 62,169,256 | |
| | | | | | | | | | | | |
| | | | | | | Packaging & Containers - 0.1% | |
| | $ | | | | 645,000 | | | Owens-Brockway Glass Container, Inc.
5.88%, 08/15/2023(1) | | | 711,113 | |
| | | | | 675,000 | | | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu
5.13%, 07/15/2023(1) | | | 701,156 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 1,412,269 | |
| | | | | | | | | | | | |
| | | | | | | Pharmaceuticals - 1.5% | |
| | | | | | | | Allergan Funding SCS | | | | |
| | | | | 6,815,000 | | | 2.35%, 03/12/2018 | | | 6,843,453 | |
| | | | | 5,755,000 | | | 3.00%, 03/12/2020 | | | 5,877,115 | |
| | | | | 316,000 | | | Baxalta, Inc.
3.60%, 06/23/2022 | | | 327,228 | |
| | | | | | | | Cardinal Health, Inc. | | | | |
| | | | | 6,145,000 | | | 2.62%, 06/15/2022 | | | 6,150,684 | |
| | | | | 495,000 | | | 4.37%, 06/15/2047 | | | 511,480 | |
| | | | | 2,690,000 | | | EMD Finance LLC
2.95%, 03/19/2022(1) | | | 2,737,758 | |
| | | | | | | | Mylan N.V. | | | | |
| | | | | 1,485,000 | | | 3.00%, 12/15/2018 | | | 1,505,045 | |
| | | | | 1,040,000 | | | 3.15%, 06/15/2021 | | | 1,058,037 | |
| | | | | 1,705,000 | | | 3.75%, 12/15/2020 | | | 1,772,192 | |
| | | | | 465,000 | | | Quintiles IMS, Inc.
4.88%, 05/15/2023(1) | | | 476,044 | |
| | | | | 2,440,000 | | | Shire Acquisitions Investments Ireland DAC 2.40%, 09/23/2021 | | | 2,411,547 | |
| | | | | | | | Teva Pharmaceutical Finance Netherlands B.V. | | | | |
| | | | | 3,890,000 | | | 1.70%, 07/19/2019 | | | 3,855,196 | |
| | | | | 3,200,000 | | | 2.20%, 07/21/2021 | | | 3,141,309 | |
| | | | | | | | Valeant Pharmaceuticals International, Inc. | | | | |
| | | | | 315,000 | | | 6.50%, 03/15/2022(1) | | | 330,356 | |
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| CORPORATE BONDS - 30.6% - (continued) | |
| | | | | | | Pharmaceuticals - 1.5% - (continued) | |
| | $ | | | | 140,000 | | | 7.00%, 03/15/2024(1) | | $ | 147,175 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 37,144,619 | |
| | | | | | | | | | | | |
| | | | | | | Pipelines - 1.3% | |
| | | | | | | | DCP Midstream Operating L.P. | | | | |
| | | | | 326,000 | | | 4.95%, 04/01/2022 | | | 330,890 | |
| | | | | 215,000 | | | 5.60%, 04/01/2044 | | | 202,637 | |
| | | | | 1,190,000 | | | Enbridge, Inc.
3.70%, 07/15/2027(4) | | | 1,189,119 | |
| | | | | 1,612,000 | | | Energy Transfer Equity L.P.
7.50%, 10/15/2020 | | | 1,801,410 | |
| | | | | | | | Energy Transfer L.P. | | | | |
| | | | | 50,000 | | | 3.60%, 02/01/2023 | | | 50,231 | |
| | | | | 455,000 | | | 4.05%, 03/15/2025 | | | 456,827 | |
| | | | | 690,000 | | | 5.95%, 10/01/2043 | | | 730,971 | |
| | | | | 1,110,000 | | | Enterprise Products Operating LLC
3.95%, 02/15/2027 | | | 1,147,313 | |
| | | | | | | | Kinder Morgan Energy Partners L.P. | | | | |
| | | | | 750,000 | | | 5.30%, 09/15/2020 | | | 807,377 | |
| | | | | 260,000 | | | 6.50%, 04/01/2020 | | | 286,036 | |
| | | | | 515,000 | | | 6.85%, 02/15/2020 | | | 567,804 | |
| | | | | 2,830,000 | | | Kinder Morgan, Inc.
5.55%, 06/01/2045 | | | 2,999,022 | |
| | | | | 795,000 | | | Magellan Midstream Partners L.P.
5.00%, 03/01/2026 | | | 876,732 | |
| | | | | | | | MPLX L.P. | | | | |
| | | | | 1,330,000 | | | 4.13%, 03/01/2027 | | | 1,334,529 | |
| | | | | 325,000 | | | 5.20%, 03/01/2047 | | | 334,710 | |
| | | | | 595,000 | | | Phillips 66 Partners L.P.
3.55%, 10/01/2026 | | | 577,927 | |
| | | | | 4,100,000 | | | Plains All American Pipeline L.P. / PAA Finance Corp.
4.50%, 12/15/2026 | | | 4,146,531 | |
| | | | | | | | Regency Energy Partners L.P. / Regency Energy Finance Corp. | | | | |
| | | | | 1,435,000 | | | 4.50%, 11/01/2023 | | | 1,488,986 | |
| | | | | 315,000 | | | 5.88%, 03/01/2022 | | | 346,999 | |
| | | | | 845,000 | | | Sabine Pass Liquefaction LLC
4.20%, 03/15/2028(1) | | | 853,714 | |
| | | | | | | | Sunoco Logistics Partners Operations L.P. | | | | |
| | | | | 125,000 | | | 3.90%, 07/15/2026 | | | 122,649 | |
| | | | | 1,550,000 | | | 4.25%, 04/01/2024 | | | 1,567,733 | |
| | | | | 565,000 | | | Tesoro Logistics L.P. / Tesoro Logistics Finance Corp.
6.25%, 10/15/2022 | | | 600,312 | |
| | | | | 2,080,000 | | | Texas Eastern Transmission L.P.
2.80%, 10/15/2022(1) | | | 2,040,586 | |
| | | | | | | | Williams Cos., Inc. | | | | |
| | | | | 385,000 | | | 3.70%, 01/15/2023 | | | 379,225 | |
| | | | | 70,000 | | | 4.55%, 06/24/2024 | | | 71,925 | |
| | | | | 135,000 | | | 7.88%, 09/01/2021 | | | 156,600 | |
| | | | | | | | Williams Partners L.P. | | | | |
| | | | | 3,905,000 | | | 3.60%, 03/15/2022 | | | 3,989,571 | |
| | | | | 1,125,000 | | | 4.00%, 11/15/2021 | | | 1,170,549 | |
| | | | | 1,140,000 | | | 4.30%, 03/04/2024 | | | 1,185,798 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 31,814,713 | |
| | | | | | | | | | | | |
| | | | | | | Real Estate - 0.1% | |
| | | | | 2,635,000 | | | ProLogis L.P.
3.35%, 02/01/2021 | | | 2,721,320 | |
| | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| CORPORATE BONDS - 30.6% - (continued) | |
| | | | | | | Real Estate Investment Trusts - 0.5% | |
| | | | | | | | American Tower Corp. | | | | |
| | $ | | | | 3,065,000 | | | 3.40%, 02/15/2019 | | $ | 3,129,040 | |
| | | | | 700,000 | | | 4.50%, 01/15/2018 | | | 709,588 | |
| | | | | 2,065,000 | | | Brandywine Operating Partnership L.P.
3.95%, 02/15/2023 | | | 2,077,378 | |
| | | | | | | | Crown Castle International Corp. | | | | |
| | | | | 340,000 | | | 3.40%, 02/15/2021 | | | 349,128 | |
| | | | | 1,305,000 | | | 3.70%, 06/15/2026 | | | 1,316,175 | |
| | | | | 170,000 | | | Equinix, Inc.
5.88%, 01/15/2026 | | | 185,353 | |
| | | | | 3,490,000 | | | Kimco Realty Corp.
3.13%, 06/01/2023 | | | 3,458,276 | |
| | | | | 1,275,000 | | | Ventas Realty L.P. / Ventas Capital Corp.
3.25%, 08/15/2022 | | | 1,291,014 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 12,515,952 | |
| | | | | | | | | | | | |
| | | | | | | Retail - 0.6% | |
| | | | | | | | CVS Health Corp. | | | | |
| | | | | 3,335,000 | | | 2.80%, 07/20/2020 | | | 3,395,357 | |
| | | | | 883,000 | | | 3.88%, 07/20/2025 | | | 918,096 | |
| | | | | 3,360,000 | | | 5.13%, 07/20/2045 | | | 3,851,887 | |
| | | | | 1,965,000 | | | Home Depot, Inc.
3.50%, 09/15/2056 | | | 1,780,384 | |
| | | | | | | | Lowe’s Cos., Inc. | | | | |
| | | | | 3,155,000 | | | 2.50%, 04/15/2026 | | | 3,032,659 | |
| | | | | 2,540,000 | | | 3.70%, 04/15/2046 | | | 2,448,235 | |
| | | | | 415,000 | | | Suburban Propane Partners L.P. / Suburban Energy Finance Corp.
5.88%, 03/01/2027 | | | 412,925 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 15,839,543 | |
| | | | | | | | | | | | |
| | | | | | | Semiconductors - 0.7% | |
| | | | | | | | Applied Materials, Inc. | | | | |
| | | | | 495,000 | | | 3.30%, 04/01/2027 | | | 503,045 | |
| | | | | 355,000 | | | 4.35%, 04/01/2047 | | | 376,800 | |
| | | | | | | | Broadcom Corp. / Broadcom Cayman Finance Ltd. | | | | |
| | | | | 6,585,000 | | | 3.00%, 01/15/2022(1) | | | 6,643,857 | |
| | | | | 2,305,000 | | | 3.63%, 01/15/2024(1) | | | 2,358,010 | |
| | | | | 1,225,000 | | | Intel Corp.
4.10%, 05/19/2046 | | | 1,269,629 | |
| | | | | 1,895,000 | | | Lam Research Corp.
2.80%, 06/15/2021 | | | 1,922,280 | |
| | | | | 2,520,000 | | | QUALCOMM, Inc.
2.10%, 05/20/2020 | | | 2,531,519 | |
| | | | | 525,000 | | | Sensata Technologies B.V.
5.00%, 10/01/2025(1) | | | 549,045 | |
| | | | | 310,000 | | | Sensata Technologies UK Financing Co. plc
6.25%, 02/15/2026(1) | | | 337,900 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 16,492,085 | |
| | | | | | | | | | | | |
| | | | | | | Software - 0.5% | |
| | | | | | | | First Data Corp. | | | | |
| | | | | 100,000 | | | 5.00%, 01/15/2024(1) | | | 102,843 | |
| | | | | 1,055,000 | | | 5.38%, 08/15/2023(1) | | | 1,102,475 | |
| | | | | | | | Microsoft Corp. | | | | |
| | | | | 3,450,000 | | | 1.55%, 08/08/2021 | | | 3,375,576 | |
| | | | | 1,340,000 | | | 2.40%, 08/08/2026 | | | 1,289,585 | |
| | | | | 900,000 | | | 3.30%, 02/06/2027 | | | 927,064 | |
| | | | | 1,900,000 | | | 3.70%, 08/08/2046 | | | 1,880,122 | |
| | | | | 1,795,000 | | | 3.95%, 08/08/2056 | | | 1,795,257 | |
| | | | | 465,000 | | | MSCI, Inc.
5.75%, 08/15/2025(1) | | | 503,651 | |
| | | | | | | | Open Text Corp. | | | | |
| | | | | 350,000 | | | 5.63%, 01/15/2023(1) | | | 364,875 | |
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| CORPORATE BONDS - 30.6% - (continued) | |
| | | | | | | Software - 0.5% - (continued) | |
| | $ | | | | 50,000 | | | 5.88%, 06/01/2026(1) | | $ | 53,781 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 11,395,229 | |
| | | | | | | | | | | | |
| | | | | | | Telecommunications - 1.6% | |
| | | | | 345,000 | | | Altice Financing S.A.
6.63%, 02/15/2023(1) | | | 366,024 | |
| | | | | | | | AT&T, Inc. | | | | |
| | | | | 2,685,000 | | | 3.60%, 02/17/2023 | | | 2,747,990 | |
| | | | | 1,985,000 | | | 3.80%, 03/15/2022 | | | 2,054,540 | |
| | | | | 175,000 | | | 4.13%, 02/17/2026 | | | 179,422 | |
| | | | | 1,245,000 | | | 4.50%, 05/15/2035 | | | 1,224,821 | |
| | | | | 3,640,000 | | | 4.75%, 05/15/2046 | | | 3,569,399 | |
| | | | | 205,000 | | | 5.80%, 02/15/2019 | | | 217,465 | |
| | | | | 7,400,000 | | | GTP Acquisition Partners LLC
3.48%, 06/15/2050(1) | | | 7,547,556 | |
| | | | | | | | Nokia Oyj | | | | |
| | | | | 2,055,000 | | | 4.38%, 06/12/2027 | | | 2,092,257 | |
| | | | | 575,000 | | | 6.63%, 05/15/2039 | | | 661,969 | |
| | | | | 640,000 | | | Sprint Communications, Inc.
7.00%, 03/01/2020(1) | | | 702,605 | |
| | | | | 850,000 | | | Sprint Corp.
7.13%, 06/15/2024 | | | 945,625 | |
| | | | | 5,970,000 | | | Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC
3.36%, 03/20/2023(1) | | | 6,022,237 | |
| | | | | | | | Telecom Italia Capital S.A. | | | | |
| | | | | 265,000 | | | 6.00%, 09/30/2034 | | | 280,200 | |
| | | | | 90,000 | | | 6.38%, 11/15/2033 | | | 97,200 | |
| | | | | 160,000 | | | 7.72%, 06/04/2038 | | | 193,600 | |
| | | | | 1,815,000 | | | Telefonica Emisiones SAU
4.10%, 03/08/2027 | | | 1,875,160 | |
| | | | | | | | Verizon Communications, Inc. | | | | |
| | | | | 1,070,000 | | | 4.13%, 03/16/2027 | | | 1,105,074 | |
| | | | | 3,353,000 | | | 4.27%, 01/15/2036 | | | 3,236,168 | |
| | | | | 3,185,000 | | | 4.40%, 11/01/2034 | | | 3,155,876 | |
| | | | | 1,870,000 | | | 4.81%, 03/15/2039(1) | | | 1,890,230 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 40,165,418 | |
| | | | | | | | | | | | |
| | | | | | | Transportation - 0.8% | |
| | | | | | | | Burlington Northern Santa Fe LLC | | | | |
| | | | | 345,000 | | | 3.25%, 06/15/2027 | | | 352,445 | |
| | | | | 2,150,000 | | | 4.13%, 06/15/2047 | | | 2,260,863 | |
| | | | | 820,000 | | | Canadian Pacific Railway Co.
9.45%, 08/01/2021 | | | 1,021,686 | |
| | | | | 4,375,000 | | | CSX Corp.
3.25%, 06/01/2027 | | | 4,402,882 | |
| | | | | | | | FedEx Corp. | | | | |
| | | | | 795,000 | | | 4.40%, 01/15/2047 | | | 817,699 | |
| | | | | 1,705,000 | | | 4.55%, 04/01/2046 | | | 1,790,978 | |
| | | | | 615,000 | | | 4.75%, 11/15/2045 | | | 664,118 | |
| | | | | 1,835,000 | | | Norfolk Southern Corp.
2.90%, 06/15/2026 | | | 1,805,847 | |
| | | | | | | | Penske Truck Leasing Co. L.P. / PTL Finance Corp. | | | | |
| | | | | 1,630,000 | | | 2.88%, 07/17/2018(1) | | | 1,646,350 | |
| | | | | 630,000 | | | 3.30%, 04/01/2021(1) | | | 647,210 | |
| | | | | 265,000 | | | 3.38%, 02/01/2022(1) | | | 271,462 | |
| | | | | 1,490,000 | | | 4.88%, 07/11/2022(1) | | | 1,627,710 | |
| | | | | 1,335,000 | | | Ryder System, Inc.
2.55%, 06/01/2019 | | | 1,348,877 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 18,658,127 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | Total Corporate Bonds
(cost $729,374,360) | | $ | 747,365,224 | |
| | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| FOREIGN GOVERNMENT OBLIGATIONS - 2.6% | |
| | | | | | | Argentina - 0.8% | |
| | | | | | | | Argentina Treasury Bill | | | | |
| | $ | | | | 1,705,251 | | | 2.40%, 07/14/2017 | | $ | 1,704,286 | |
| | | | | 613,411 | | | 2.81%, 11/24/2017 | | | 606,437 | |
| | | | | 604,544 | | | 2.82%, 11/10/2017 | | | 598,361 | |
| | | | | 1,401,360 | | | 2.83%, 01/26/2018 | | | 1,377,614 | |
| | | | | 6,706,744 | | | 3.09%, 06/15/2018 | | | 6,501,980 | |
| | | | | 3,625,418 | | | 3.16%, 12/15/2017 | | | 3,577,603 | |
| | | | | 2,019,886 | | | 3.16%, 05/24/2018 | | | 1,967,591 | |
| | | | | 3,644,774 | | | 3.33%, 04/27/2018 | | | 3,551,020 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 19,884,892 | |
| | | | | | | | | | | | |
| | | | | | | Brazil - 0.3% | |
| | | | | 3,528,000 | | | Banco Nacional de Desenvolvimento Economico e Social
4.75%, 05/09/2024(1) | | | 3,448,620 | |
| | BRL | | | | 10,775,000 | | | Brazil Notas do Tesouro Nacional
10.00%, 01/01/2023 | | | 3,216,992 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 6,665,612 | |
| | | | | | | | | | | | |
| | | | | | | Chile - 0.1% | |
| | $ | | | | 2,725,000 | | | Chile Government International Bond
3.86%, 06/21/2047 | | | 2,731,812 | |
| | | | | | | | | | | | |
| | | | | | | Ivory Coast - 0.1% | |
| | EUR | | | | 2,370,000 | | | Ivory Coast Government International Bond
5.13%, 06/15/2025(1) | | | 2,735,404 | |
| | | | | | | | | | | | |
| | | | | | | Kuwait - 0.2% | |
| | | | | | | | Kuwait International Government Bond | | | | |
| | $ | | | | 3,080,000 | | | 2.75%, 03/20/2022(1) | | | 3,090,780 | |
| | | | | 2,540,000 | | | 3.50%, 03/20/2027(1) | | | 2,594,864 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 5,685,644 | |
| | | | | | | | | | | | |
| | | | | | | Mexico - 0.4% | |
| | MXN | | | | 95,973,400 | | | Mexican Bonos
5.00%, 12/11/2019 | | | 5,095,983 | |
| | | | | | | | Mexico Government International Bond | | | | |
| | $ | | | | 1,050,000 | | | 4.15%, 03/28/2027 | | | 1,087,275 | |
| | | | | 3,004,000 | | | 5.75%, 10/12/2110 | | | 3,116,650 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 9,299,908 | |
| | | | | | | | | | | | |
| | | | | | | Oman - 0.3% | |
| | | | | | | | Oman Government International Bond | | | | |
| | | | | 5,210,000 | | | 5.38%, 03/08/2027(1) | | | 5,327,225 | |
| | | | | 2,195,000 | | | 6.50%, 03/08/2047(1) | | | 2,240,024 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 7,567,249 | |
| | | | | | | | | | | | |
| | | | | | | Russia - 0.3% | |
| | | | | 6,600,000 | | | Russian Foreign Bond - Eurobond
5.25%, 06/23/2047(1) | | | 6,646,015 | |
| | | | | | | | | | | | |
| | | | | | | Uruguay - 0.1% | |
| | UYU | | | | 59,000,000 | | | Uruguay Government International Bond
9.88%, 06/20/2022(1) | | | 2,116,906 | |
| | | | | | | | | | | | |
| | | | | | | Venezuela - 0.0% | |
| | $ | | | | 767,000 | | | Venezuela Government International Bond
7.75%, 10/13/2019(6) | | | 389,253 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | Total Foreign Government Obligations
(cost $62,941,494) | | $ | 63,722,695 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | | |
| MUNICIPAL BONDS - 1.5% | |
| | | | | | | Development - 0.1% | |
| | $ | | | | 860,000 | | | California State, GO Taxable
7.60%, 11/01/2040 | | $ | 1,338,684 | |
| | | | | | | | | | | | |
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| MUNICIPAL BONDS - 1.5% - (continued) | |
| | | | | | | General - 0.4% | |
| | $ | | | | 4,560,000 | | | Chicago, IL, Transit Auth
6.90%, 12/01/2040 | | $ | 5,800,411 | |
| | | | | 4,575,000 | | | Puerto Rico Commonwealth Government Employees Retirement System
6.15%, 07/01/2038 | | | 1,818,563 | |
| | | | | 1,265,000 | | | 6.20%, 07/01/2039 | | | 502,838 | |
| | | | | 7,965,000 | | | 6.30%, 07/01/2043 | | | 3,166,087 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 11,287,899 | |
| | | | | | | | | | | | |
| | | | | | | General Obligation - 0.9% | |
| | | | | 6,360,000 | | | California State, GO Taxable
7.55%, 04/01/2039 | | | 9,709,939 | |
| | | | | 5,025,000 | | | City of Chicago, IL, GO
7.05%, 01/01/2029 | | | 5,202,483 | |
| | | | | 970,000 | | | Illinois State, GO
5.10%, 06/01/2033 | | | 908,036 | |
| | | | | 405,000 | | | 5.16%, 02/01/2018 | | | 409,192 | |
| | | | | 4,220,000 | | | 5.67%, 03/01/2018 | | | 4,288,997 | |
| | | | | 975,000 | | | 5.88%, 03/01/2019 | | | 1,008,911 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 21,527,558 | |
| | | | | | | | | | | | |
| | | | | | | Utility - Electric - 0.1% | |
| | | | | 1,485,000 | | | Municipal Electric Auth, GA
6.64%, 04/01/2057 | | | 1,820,729 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | Total Municipal Bonds
(cost $36,182,004) | | $ | 35,974,870 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | | |
| SENIOR FLOATING RATE INTERESTS - 4.0%(8) | |
| | | | | | | Advertising - 0.0% | |
| | $ | | | | 607,729 | | | Acosta Holdco, Inc.
4.48%, 09/26/2021 | | $ | 542,094 | |
| | | | | | | | | | | | |
| | | | | | | Aerospace/Defense - 0.1% | |
| | | | | 832,437 | | | TransDigm, Inc.
4.23%, 06/09/2023 | | | 830,731 | |
| | | | | 505,519 | | | 4.25%, 05/14/2022 | | | 504,508 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 1,335,239 | |
| | | | | | | | | | | | |
| | | | | | | Agriculture - 0.0% | |
| | | | | 718,117 | | | Pinnacle Operating Corp.
8.48%, 11/15/2021 | | | 661,565 | |
| | | | | | | | | | | | |
| | | | | | | Airlines - 0.0% | |
| | | | | 926,350 | | | Delta Air Lines, Inc.
3.62%, 10/18/2018 | | | 929,249 | |
| | | | | | | | | | | | |
| | | | | | | Auto Manufacturers - 0.0% | |
| | | | | 693,716 | | | Jaguar Holding Co.
4.01%, 08/18/2022 | | | 693,841 | |
| | | | | | | | | | | | |
| | | | | | | Auto Parts & Equipment - 0.0% | |
| | | | | 535,000 | | | USI, Inc.
4.18%, 05/16/2024 | | | 530,988 | |
| | | | | | | | | | | | |
| | | | | | | Biotechnology - 0.0% | |
| | | | | 776,529 | | | Sterigenics-Nordion Holdings LLC
4.15%, 05/15/2022 | | | 773,617 | |
| | | | | | | | | | | | |
| | | | | | | Chemicals - 0.0% | |
| | | | | 125,000 | | | Alpha 3 B.V.
4.30%, 01/31/2024 | | | 125,156 | |
| | | | | 731,364 | | | Chemours Co.
3.57%, 05/12/2022 | | | 733,375 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 858,531 | |
| | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| SENIOR FLOATING RATE INTERESTS - 4.0%(8) - (continued) | |
| | | | | | | Coal - 0.1% | |
| | $ | | | | 510,064 | | | Ascent Resources - Marcellus LLC
5.34%, 08/04/2020 | | $ | 325,589 | |
| | | | | 1,032,413 | | | Foresight Energy LLC
7.05%, 03/28/2022 | | | 981,442 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 1,307,031 | |
| | | | | | | | | | | | |
| | | | | | | Commercial Services - 0.3% | |
| | | | | 593,513 | | | Aramark Services, Inc.
3.23%, 03/28/2024 | | | 596,480 | |
| | | | | 125,000 | | | Ascend Learning LLC
0.00%, 07/05/2022(9) | | | 124,844 | |
| | | | | 560,770 | | | Camelot UK Holdco Ltd.
4.73%, 10/03/2023 | | | 563,775 | |
| | | | | 170,000 | | | Capital Automotive L.P.
7.22%, 03/24/2025 | | | 172,337 | |
| | | | | 283,575 | | | DigitalGlobe, Inc.
3.98%, 01/15/2024 | | | 283,575 | |
| | | | | 182,778 | | | KAR Auction Services, Inc.
3.81%, 03/09/2023 | | | 183,920 | |
| | | | | 532,800 | | | ON Assignment, Inc.
3.48%, 06/03/2022 | | | 536,130 | |
| | | | | 1,756,337 | | | PSAV Holdings LLC
4.62%, 04/27/2024 | | | 1,755,248 | |
| | | | | 626,850 | | | Quikrete Holdings, Inc.
3.98%, 11/15/2023 | | | 625,020 | |
| | | | | 673,200 | | | Russell Investment Group
6.80%, 06/01/2023 | | | 682,456 | |
| | | | | 1,030,000 | | | Tempo Acquisition LLC
4.06%, 05/01/2024 | | | 1,031,772 | |
| | | | | 527,350 | | | Xerox Business Services LLC
5.23%, 12/07/2023 | | | 533,283 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 7,088,840 | |
| | | | | | | | | | | | |
| | | | | | | Distribution/Wholesale - 0.1% | |
| | | | | 996,951 | | | American Builders & Contractors Supply Co., Inc.
3.73%, 10/31/2023 | | | 998,945 | |
| | | | | 623,716 | | | Nexeo Solutions LLC
4.97%, 06/09/2023 | | | 627,876 | |
| | | | | 557,212 | | | Univar, Inc.
3.98%, 07/01/2022 | | | 557,474 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 2,184,295 | |
| | | | | | | | | | | | |
| | | | | | | Diversified Financial Services - 0.1% | |
| | | | | 468,825 | | | AlixPartners,_RP Crown Parent LLC
4.30%, 04/04/2024 | | | 470,583 | |
| | | | | 385,000 | | | Fortress Investment Group LLC
0.00%, 06/02/2022(9) | | | 387,087 | |
| | | | | 283,575 | | | RP Crown Parent LLC
4.73%, 10/12/2023 | | | 285,095 | |
| | | | | 715,000 | | | Telenet Financing USD LLC
3.91%, 06/30/2025 | | | 715,093 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 1,857,858 | |
| | | | | | | | | | | | |
| | | | | | | Electric - 0.1% | |
| | | | | 750,000 | | | Brand Energy & Infrastructure Services, Inc.
0.00%, 06/21/2024(9) | | | 748,358 | |
| | | | | 1,346,039 | | | Calpine Construction Finance Co., L.P.
3.73%, 01/31/2022 | | | 1,338,475 | |
| | | | | 625,000 | | | Chief Exploration & Development LLC
7.93%, 05/16/2021 | | | 600,781 | |
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| SENIOR FLOATING RATE INTERESTS - 4.0%(8) - (continued) | |
| | | | | | | Electric - 0.1% - (continued) | |
| | $ | | | | 240,000 | | | Helix Gen Funding LLC
4.96%, 06/02/2024 | | $ | 241,286 | |
| | | | | 705,389 | | | Seadrill Partners Finco LLC
4.30%, 02/21/2021 | | | 448,627 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 3,377,527 | |
| | | | | | | | | | | | |
| | | | | | | Energy-Alternate Sources - 0.0% | |
| | | | | | | | TEX Operations Co. LLC | | | | |
| | | | | 111,000 | | | 3.80%, 08/04/2023 | | | 109,960 | |
| | | | | 482,575 | | | 3.98%, 08/04/2023 | | | 478,053 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 588,013 | |
| | | | | | | | | | | | |
| | | | | | | Entertainment - 0.1% | |
| | | | | 827,925 | | | Eldorado Resorts LLC
3.38%, 04/17/2024 | | | 820,681 | |
| | | | | 449,061 | | | Scientific Games International, Inc.
5.11%, 10/01/2021 | | | 453,241 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 1,273,922 | |
| | | | | | | | | | | | |
| | | | | | | Food - 0.1% | |
| | | | | 502,186 | | | Hostess Brands LLC
3.73%, 08/03/2022 | | | 503,567 | |
| | | | | | | | Post Holdings, Inc. | | | | |
| | | | | 359,091 | | | 0.00%, 05/17/2024(9)(10) | | | 359,346 | |
| | | | | 430,909 | | | 3.47%, 05/24/2024 | | | 431,215 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 1,294,128 | |
| | | | | | | | | | | | |
| | | | | | | Healthcare-Products - 0.1% | |
| | | | | 413,955 | | | Air Medical Group Holdings, Inc.
0.00%, 04/28/2022(9) | | | 411,678 | |
| | | | | 370,277 | | | Alere, Inc.
4.48%, 06/18/2022 | | | 370,940 | |
| | | | | 580,293 | | | American Renal Holdings, Inc.
0.00%, 06/14/2024(9) | | | 578,662 | |
| | | | | 405,000 | | | INC Research LLC
0.00%, 06/27/2024(9) | | | 405,506 | |
| | | | | 355,000 | | | Kinetic Concepts, Inc.
4.55%, 02/02/2024 | | | 353,076 | |
| | | | | 297,750 | | | Revlon Consumer Products Corp.
4.73%, 09/07/2023 | | | 277,354 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 2,397,216 | |
| | | | | | | | | | | | |
| | | | | | | Healthcare-Services - 0.2% | |
| | | | | 384,150 | | | Acadia Healthcare Co., Inc.
3.80%, 02/16/2023 | | | 386,455 | |
| | | | | 364,688 | | | CDRH Parent, Inc.
5.32%, 07/01/2021 | | | 286,021 | |
| | | | | | | | Community Health Systems, Inc. | | | | |
| | | | | 241,063 | | | 3.95%, 12/31/2019 | | | 240,622 | |
| | | | | 516,573 | | | 4.16%, 01/27/2021 | | | 515,441 | |
| | | | | 536,007 | | | Envision Healthcare Corp.
4.30%, 12/01/2023 | | | 538,150 | |
| | | | | 258,050 | | | Genoa, a QoL Healthcare Co. LLC
4.98%, 10/28/2023 | | | 258,760 | |
| | | | | 651,725 | | | inVentiv Health, Inc.
4.95%, 11/09/2023 | | | 652,540 | |
| | | | | 529,918 | | | MPH Acquisition Holdings LLC
4.30%, 06/07/2023 | | | 529,505 | |
| | | | | 297,443 | | | Opal Acquisition, Inc.
5.24%, 11/27/2020 | | | 275,322 | |
| | | | | 411,522 | | | Ortho-Clinical Diagnostics, Inc.
5.05%, 06/30/2021 | | | 408,867 | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| SENIOR FLOATING RATE INTERESTS - 4.0%(8) - (continued) | |
| | | | | | | Healthcare-Services - 0.2% - (continued) | |
| | | | | | | | Surgery Center Holdings, Inc. | | | | |
| | $ | | | | 145,000 | | | 0.00%, 06/06/2024(9) | | $ | 145,454 | |
| | | | | 507,006 | | | 4.83%, 11/03/2020 | | | 508,592 | |
| | | | | 1,025,843 | | | U.S. Renal Care, Inc.
5.55%, 12/31/2022 | | | 990,256 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 5,735,985 | |
| | | | | | | | | | | | |
| | | | | | | Household Products/Wares - 0.0% | |
| | | | | 410,000 | | | Galleria Co.
4.13%, 09/29/2023 | | | 412,050 | |
| | | | | | | | | | | | |
| | | | | | | Insurance - 0.4% | |
| | | | | | | | Asurion LLC | | | | |
| | | | | 449,690 | | | 4.23%, 11/03/2023 | | | 451,939 | |
| | | | | 1,737,334 | | | 4.48%, 08/04/2022 | | | 1,744,387 | |
| | | | | 1,870,000 | | | 8.73%, 03/03/2021 | | | 1,877,012 | |
| | | | | 1,042,189 | | | Evertec Group LLC
3.66%, 04/17/2020 | | | 1,036,978 | |
| | | | | 124,357 | | | HUB International Ltd.
4.42%, 10/02/2020 | | | 124,604 | |
| | | | | | | | Sedgwick Claims Management Services, Inc. | | | | |
| | | | | 2,877,843 | | | 3.98%, 03/01/2021 | | | 2,876,289 | |
| | | | | 1,250,000 | | | 6.98%, 02/28/2022 | | | 1,256,250 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 9,367,459 | |
| | | | | | | | | | | | |
| | | | | | | Internet - 0.0% | |
| | | | | 720,299 | | | Lands’ End, Inc.
4.48%, 04/04/2021 | | | 594,247 | |
| | | | | | | | | | | | |
| | | | | | | Leisure Time - 0.1% | |
| | | | | | | | Delta 2 (LUX) S.a.r.l. | | | | |
| | | | | 2,675,000 | | | 4.50%, 02/01/2024 | | | 2,675,562 | |
| | | | | 342,000 | | | 8.00%, 07/29/2022 | | | 343,833 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 3,019,395 | |
| | | | | | | | | | | | |
| | | | | | | Lodging - 0.2% | |
| | | | | 273,225 | | | Boyd Gaming Corp.
3.69%, 09/15/2023 | | | 273,739 | |
| | | | | | | | Caesars Entertainment Operating Co. | | | | |
| | | | | 665,000 | | | 0.00%, 03/31/2024(9) | | | 662,673 | |
| | | | | 3,266,547 | | | 1.50%, 03/01/2022(11) | | | 3,878,012 | |
| | | | | 771,205 | | | Caesars Growth Properties Holdings LLC
4.23%, 05/08/2021 | | | 774,482 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 5,588,906 | |
| | | | | | | | | | | | |
| | | | | | | Machinery-Construction & Mining - 0.1% | |
| | | | | 1,522,326 | | | American Rock Salt Holdings LLC
4.98%, 05/20/2021 | | | 1,522,326 | |
| | | | | 588,851 | | | Neff Rental LLC
7.66%, 06/09/2021 | | | 588,851 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 2,111,177 | |
| | | | | | | | | | | | |
| | | | | | | Machinery-Diversified - 0.1% | |
| | | | | 1,326,244 | | | Gates Global LLC
4.55%, 04/01/2024 | | | 1,325,037 | |
| | | | | | | | | | | | |
| | | | | | | Media - 0.2% | |
| | | | | 551,523 | | | Advantage Sales & Marketing, Inc.
4.55%, 07/23/2021 | | | 527,741 | |
| | | | | 1,555,636 | | | Charter Communications Operating LLC
3.23%, 07/01/2020 | | | 1,559,728 | |
| | | | | 415,000 | | | Numericable Group S.A.
3.94%, 07/31/2025 | | | 411,240 | |
| | | | | 706,450 | | | Numericable U.S. LLC
4.42%, 01/14/2025 | | | 704,981 | |
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| SENIOR FLOATING RATE INTERESTS - 4.0%(8) - (continued) | |
| | | | | | | Media - 0.2% - (continued) | |
| | $ | | | | 997,636 | | | Tribune Media Co.
4.23%, 01/27/2024 | | $ | 999,881 | |
| | | | | 555,000 | | | UPC Financing Partnership
3.91%, 04/15/2025 | | | 555,577 | |
| | | | | 552,632 | | | Virgin Media Bristol LLC
3.91%, 01/31/2025 | | | 552,493 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 5,311,641 | |
| | | | | | | | | | | | |
| | | | | | | Metal Fabricate/Hardware - 0.0% | |
| | | | | 846,504 | | | Rexnord LLC
3.97%, 08/21/2023 | | | 846,267 | |
| | | | | | | | | | | | |
| | | | | | | Oil & Gas - 0.2% | |
| | | | | 260,000 | | | BCP Raptor LLC
0.00%, 06/06/2024(9) | | | 256,750 | |
| | | | | 455,000 | | | California Resources Corp.
11.53%, 12/31/2021 | | | 480,025 | |
| | | | | 470,000 | | | Chesapeake Energy Corp.
8.69%, 08/23/2021 | | | 496,555 | |
| | | | | 526,500 | | | Drillships Ocean Ventures, Inc.
7.75%, 07/25/2021 | | | 432,609 | |
| | | | | 1,514,040 | | | Fieldwood Energy LLC
4.17%, 09/28/2018 | | | 1,451,586 | |
| | | | | 374,063 | | | Peabody Energy Corp.
5.73%, 03/31/2022 | | | 373,221 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 3,490,746 | |
| | | | | | | | | | | | |
| | | | | | | Packaging & Containers - 0.2% | |
| | | | | 2,266,295 | | | Berry Plastics Group, Inc.
3.37%, 02/08/2020 | | | 2,265,660 | |
| | | | | 410,000 | | | Flex Acquisition Co., Inc.
4.40%, 12/29/2023 | | | 410,939 | |
| | | | | 203,975 | | | Proampac PG Borrower LLC
5.19%, 11/18/2023 | | | 205,888 | |
| | | | | 1,910,281 | | | Reynolds Group Holdings, Inc.
4.23%, 02/05/2023 | | | 1,911,675 | |
| | | | | 539,063 | | | Signode Industrial Group U.S., Inc.
4.01%, 05/04/2021 | | | 538,389 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 5,332,551 | |
| | | | | | | | | | | | |
| | | | | | | Pharmaceuticals - 0.1% | |
| | | | | 629,754 | | | Albertsons LLC
3.98%, 08/25/2021 | | | 621,252 | |
| | | | | 820,000 | | | Endo Luxembourg Finance Co. I S.a r.l.
5.50%, 04/29/2024 | | | 827,175 | |
| | | | | 793,802 | | | Valeant Pharmaceuticals International, Inc.
5.83%, 04/01/2022 | | | 804,225 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 2,252,652 | |
| | | | | | | | | | | | |
| | | | | | | Pipelines - 0.0% | |
| | | | | 794,725 | | | Philadelphia Energy Solutions LLC
6.25%, 04/04/2018 | | | 719,226 | |
| | | | | | | | | | | | |
| | | | | | | Real Estate - 0.1% | |
| | | | | 1,481,165 | | | DTZ U.S. Borrower LLC
4.45%, 11/04/2021 | | | 1,478,202 | |
| | | | | 35,319 | | | 9.42%, 11/04/2022 | | | 35,202 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 1,513,404 | |
| | | | | | | | | | | | |
| | | | | | | REITS - 0.0% | |
| | | | | 606,196 | | | MGM Growth Properties Operating Partnership L.P.
3.48%, 04/25/2023 | | | 606,729 | |
| | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| SENIOR FLOATING RATE INTERESTS - 4.0%(8) - (continued) | |
| | | | | | | Retail - 0.3% | |
| | $ | | | | 307,681 | | | Albertsons LLC
4.29%, 12/21/2022 | | $ | 304,047 | |
| | | | | 337,125 | | | B&G Foods, Inc.
3.48%, 11/02/2022 | | | 338,443 | |
| | | | | 503,413 | | | Bass Pro Group LLC
4.37%, 06/05/2020 | | | 501,842 | |
| | | | | 1,170,000 | | | 6.30%, 12/16/2023 | | | 1,135,485 | |
| | | | | 505,676 | | | Harbor Freight Tools USA, Inc.
4.48%, 08/18/2023 | | | 505,110 | |
| | | | | 622,090 | | | Michaels Stores, Inc.
3.94%, 01/30/2023 | | | 620,150 | |
| | | | | 959,227 | | | Neiman Marcus Group Ltd. LLC
4.34%, 10/25/2020 | | | 717,425 | |
| | | | | 519,495 | | | Party City Holdings, Inc.
4.19%, 08/19/2022 | | | 519,775 | |
| | | | | 250,000 | | | Rite Aid Corp.
5.98%, 08/21/2020 | | | 251,875 | |
| | | | | 1,110,055 | | | U.S. Foods, Inc.
3.98%, 06/27/2023 | | | 1,114,128 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 6,008,280 | |
| | | | | | | | | | | | |
| | | | | | | Semiconductors - 0.0% | |
| | | | | 378,231 | | | ON Semiconductor Corp.
3.48%, 03/31/2023 | | | 378,401 | |
| | | | | | | | | | | | |
| | | | | | | Software - 0.5% | |
| | | | | 550,000 | | | Almonde, Inc.
4.74%, 06/13/2024 | | | 549,797 | |
| | | | | 748,125 | | | Change Healthcare Holdings, Inc.
3.98%, 03/01/2024 | | | 747,811 | |
| | | | | 349,518 | | | Epicor Software Corp.
4.98%, 06/01/2022 | | | 349,301 | |
| | | | | 4,147,159 | | | First Data Corp.
3.72%, 04/26/2024 | | | 4,145,666 | |
| | | | | 639,313 | | | Go Daddy Operating Co. LLC
3.73%, 02/15/2024 | | | 640,432 | |
| | | | | 825,028 | | | Hyland Software, Inc.
4.48%, 07/01/2022 | | | 829,566 | |
| | | | | 1,193,838 | | | Infor U.S., Inc.
4.05%, 02/01/2022 | | | 1,185,529 | |
| | | | | 60,793 | | | MA FinanceCo LLC
3.96%, 04/29/2024 | | | 60,869 | |
| | | | | 410,553 | | | Seattle Spinco, Inc.
4.03%, 04/19/2024 | | | 411,066 | |
| | | | | 962,597 | | | SS&C Technologies, Inc.
3.48%, 07/08/2022 | | | 965,908 | |
| | | | | 1,668,150 | | | WEX, Inc.
4.73%, 07/01/2023 | | | 1,675,457 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 11,561,402 | |
| | | | | | | | | | | | |
| | | | | | | Telecommunications - 0.2% | |
| | | | | 1,020,000 | | | Level 3 Financing, Inc.
3.47%, 02/22/2024 | | | 1,021,918 | |
| | | | | 664,325 | | | LTS Buyer LLC
4.55%, 04/13/2020 | | | 666,318 | |
| | | | | 1,017,450 | | | Sprint Communications, Inc.
3.75%, 02/02/2024 | | | 1,017,236 | |
| | | | | 440,000 | | | Unitymedia Hessen GmbH & Co. KG
0.00%, 09/30/2025(9) | | | 437,879 | |
| | | | | 671,380 | | | Univision Communications, Inc.
3.98%, 03/15/2024 | | | 657,670 | |
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| SENIOR FLOATING RATE INTERESTS - 4.0%(8) - (continued) | |
| | | | | | | Telecommunications - 0.2% - (continued) | |
| | $ | | | | 361,056 | | | Zayo Group LLC
3.72%, 01/19/2024 | | $ | 361,208 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 4,162,229 | |
| | | | | | | | | | | | |
| | | | | | | Trucking & Leasing - 0.0% | |
| | | | | 710,000 | | | Avolon TLB Borrower 1 (Luxembourg) S.a.r.l.
3.96%, 03/20/2022 | | | 714,154 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | Total Senior Floating Rate Interests
(cost $99,647,107) | | $ | 98,745,892 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | | |
| U.S. GOVERNMENT AGENCIES - 53.7% | |
| | | | | | | FHLMC - 15.5% | |
| | $ | | | | 195,011 | | | 0.00%, 11/15/2036(12) | | $ | 184,279 | |
| | | | | 59,301,648 | | | 0.43%, 10/25/2020(2)(5) | | | 324,593 | |
| | | | | 21,194,115 | | | 0.75%, 03/25/2027(2)(5) | | | 1,059,790 | |
| | | | | 30,282,250 | | | 2.12%, 08/25/2018(2)(5) | | | 462,958 | |
| | | | | 1,225,753 | | | 2.50%, 05/15/2028(5) | | | 100,526 | |
| | | | | 16,985,000 | | | 2.50%, 07/01/2032(4)(13) | | | 17,081,864 | |
| | | | | 4,207,132 | | | 3.00%, 03/15/2028(5) | | | 366,747 | |
| | | | | 3,654,204 | | | 3.00%, 08/01/2029 | | | 3,760,610 | |
| | | | | 1,780,496 | | | 3.00%, 05/15/2032(5) | | | 149,817 | |
| | | | | 7,175,000 | | | 3.00%, 07/01/2032(4)(13) | | | 7,367,828 | |
| | | | | 1,177,015 | | | 3.00%, 03/15/2033(5) | | | 155,021 | |
| | | | | 6,972,509 | | | 3.00%, 11/01/2036 | | | 7,078,264 | |
| | | | | 4,360,064 | | | 3.00%, 01/01/2037 | | | 4,426,190 | |
| | | | | 3,413,916 | | | 3.00%, 06/15/2041 | | | 3,491,251 | |
| | | | | 8,148,996 | | | 3.00%, 07/15/2041 | | | 8,313,963 | |
| | | | | 10,902,438 | | | 3.00%, 11/01/2046 | | | 10,906,723 | |
| | | | | 2,063,140 | | | 3.00%, 12/01/2046 | | | 2,066,302 | |
| | | | | 99,875,000 | | | 3.00%, 07/01/2047(4)(13) | | | 99,656,523 | |
| | | | | 3,400,000 | | | 3.43%, 01/25/2027(2) | | | 3,569,094 | |
| | | | | 2,264,133 | | | 3.50%, 06/15/2026(5) | | | 177,448 | |
| | | | | 748,966 | | | 3.50%, 09/15/2026(5) | | | 74,645 | |
| | | | | 1,313,788 | | | 3.50%, 03/15/2027(5) | | | 126,780 | |
| | | | | 9,200,000 | | | 3.50%, 07/01/2032(4)(13) | | | 9,581,661 | |
| | | | | 6,665,838 | | | 3.50%, 08/01/2034 | | | 6,940,939 | |
| | | | | 4,509,118 | | | 3.50%, 03/15/2041(5) | | | 561,342 | |
| | | | | 1,747,084 | | | 3.50%, 06/01/2046 | | | 1,796,230 | |
| | | | | 8,300,000 | | | 3.50%, 07/01/2047(4) | | | 8,533,479 | |
| | | | | 31,595,000 | | | 3.50%, 07/01/2047(4)(13) | | | 32,458,081 | |
| | | | | 39,800,000 | | | 3.50%, 08/01/2047(4)(13) | | | 40,812,592 | |
| | | | | 6,505,437 | | | 4.00%, 08/01/2025 | | | 6,828,867 | |
| | | | | 2,981,466 | | | 4.00%, 12/15/2026(5) | | | 281,877 | |
| | | | | 5,225,462 | | | 4.00%, 07/15/2027(5) | | | 553,599 | |
| | | | | 2,225,450 | | | 4.00%, 03/15/2028(5) | | | 239,122 | |
| | | | | 1,161,333 | | | 4.00%, 06/15/2028(5) | | | 130,702 | |
| | | | | 5,177,720 | | | 4.00%, 05/01/2042 | | | 5,466,962 | |
| | | | | 1,603,261 | | | 4.00%, 08/01/2042 | | | 1,698,513 | |
| | | | | 2,413,024 | | | 4.00%, 09/01/2042 | | | 2,556,389 | |
| | | | | 530,130 | | | 4.00%, 07/01/2044 | | | 560,207 | |
| | | | | 419,362 | | | 4.00%, 06/01/2045 | | | 441,802 | |
| | | | | 2,021,231 | | | 4.00%, 02/01/2046 | | | 2,127,361 | |
| | | | | 14,110,000 | | | 4.00%, 07/01/2047(4)(13) | | | 14,839,364 | |
| | | | | 14,000,000 | | | 4.00%, 08/01/2047(4)(13) | | | 14,695,788 | |
| | | | | 1,688,501 | | | 4.50%, 03/15/2041 | | | 1,912,676 | |
| | | | | 1,256,395 | | | 4.50%, 09/01/2044 | | | 1,345,791 | |
| | | | | 7,865,000 | | | 4.50%, 07/01/2047(4)(13) | | | 8,425,480 | |
| | | | | 7,700,000 | | | 4.50%, 08/01/2047(4)(13) | | | 8,238,727 | |
| | | | | 3,696,518 | | | 4.75%, 07/15/2039 | | | 3,976,215 | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| U.S. GOVERNMENT AGENCIES - 53.7% - (continued) | |
| | | | | | | FHLMC - 15.5% - (continued) | |
| | $ | | | | 1,636,331 | | | 5.00%, 09/15/2033(5) | | $ | 344,744 | |
| | | | | 7,875,000 | | | 5.00%, 07/01/2047(4)(13) | | | 8,553,665 | |
| | | | | 575 | | | 5.50%, 10/01/2018 | | | 582 | |
| | | | | 72,149 | | | 5.50%, 03/01/2028 | | | 79,488 | |
| | | | | 111,271 | | | 5.50%, 04/01/2033 | | | 124,273 | |
| | | | | 1,341,939 | | | 5.50%, 05/01/2034 | | | 1,499,360 | |
| | | | | 1,886 | | | 5.50%, 11/01/2035 | | | 2,110 | |
| | | | | 29,221 | | | 5.50%, 05/01/2037 | | | 32,386 | |
| | | | | 72,749 | | | 5.50%, 11/01/2037 | | | 81,015 | |
| | | | | 127,550 | | | 5.50%, 02/01/2038 | | | 141,463 | |
| | | | | 53,594 | | | 5.50%, 04/01/2038 | | | 59,640 | |
| | | | | 65,169 | | | 5.50%, 06/01/2038 | | | 72,409 | |
| | | | | 7,406,444 | | | 5.50%, 08/01/2038 | | | 8,248,577 | |
| | | | | 713,733 | | | 5.50%, 09/01/2038 | | | 794,871 | |
| | | | | 14,334 | | | 5.50%, 12/01/2039 | | | 15,957 | |
| | | | | 189,179 | | | 5.50%, 02/01/2040 | | | 210,571 | |
| | | | | 616,553 | | | 5.50%, 05/01/2040 | | | 686,572 | |
| | | | | 616,561 | | | 5.50%, 08/01/2040 | | | 686,160 | |
| | | | | 2,547,063 | | | 5.50%, 06/01/2041 | | | 2,838,912 | |
| | | | | 1,642 | | | 6.00%, 07/01/2029 | | | 1,845 | |
| | | | | 328,657 | | | 6.00%, 10/01/2032 | | | 374,079 | |
| | | | | 391,479 | | | 6.00%, 11/01/2032 | | | 444,962 | |
| | | | | 405,436 | | | 6.00%, 12/01/2032 | | | 461,766 | |
| | | | | 25,953 | | | 6.00%, 11/01/2033 | | | 29,446 | |
| | | | | 46,848 | | | 6.00%, 01/01/2034 | | | 53,154 | |
| | | | | 29,426 | | | 6.00%, 02/01/2034 | | | 33,387 | |
| | | | | 340,863 | | | 6.00%, 08/01/2034 | | | 386,750 | |
| | | | | 362,877 | | | 6.00%, 09/01/2034 | | | 411,140 | |
| | | | | 289,478 | | | 6.00%, 01/01/2035 | | | 326,607 | |
| | | | | 2,612,889 | | | 6.00%, 11/01/2037 | | | 2,950,750 | |
| | | | | 121 | | | 6.50%, 07/01/2031 | | | 134 | |
| | | | | 355 | | | 6.50%, 08/01/2032 | | | 392 | |
| | | | | 1,243,874 | | | 6.50%, 07/15/2036 | | | 1,391,413 | |
| | | | | 222,328 | | | 6.50%, 12/01/2037 | | | 245,763 | |
| | | | | 161 | | | 7.50%, 09/01/2029 | | | 176 | |
| | | | | 2,646 | | | 7.50%, 11/01/2031 | | | 2,979 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 377,492,480 | |
| | | | | | | | | | | | |
| | | | | | | FNMA - 27.5% | |
| | | | | 196,169 | | | 0.00%, 03/25/2036(12) | | | 167,123 | |
| | | | | 1,658,024 | | | 0.00%, 06/25/2036(12) | | | 1,448,147 | |
| | | | | 5,808,262 | | | 1.70%, 04/25/2055(2)(5) | | | 299,772 | |
| | | | | 6,127,727 | | | 1.77%, 05/25/2046(2)(5) | | | 311,023 | |
| | | | | 4,506,504 | | | 1.89%, 06/25/2055(2)(5) | | | 258,415 | |
| | | | | 2,760,591 | | | 2.00%, 09/25/2039 | | | 2,685,571 | |
| | | | | 5,795,285 | | | 2.03%, 08/25/2044(2)(5) | | | 294,667 | |
| | | | | 1,290,946 | | | 2.50%, 06/25/2028(5) | | | 105,064 | |
| | | | | 283,983 | | | 2.50%, 01/01/2043 | | | 275,161 | |
| | | | | 5,614,979 | | | 2.50%, 02/01/2043 | | | 5,440,472 | |
| | | | | 2,160,243 | | | 2.50%, 03/01/2043 | | | 2,093,138 | |
| | | | | 4,547,725 | | | 2.50%, 05/01/2043 | | | 4,406,494 | |
| | | | | 2,965,110 | | | 2.50%, 06/01/2043 | | | 2,870,820 | |
| | | | | 2,136,285 | | | 2.50%, 04/01/2045 | | | 2,061,286 | |
| | | | | 919,794 | | | 2.50%, 08/01/2046 | | | 887,480 | |
| | | | | 598,585 | | | 2.50%, 09/01/2046 | | | 577,555 | |
| | | | | 489,010 | | | 2.50%, 10/01/2046 | | | 471,831 | |
| | | | | 8,117,191 | | | 2.50%, 11/01/2046 | | | 7,832,041 | |
| | | | | 36,431,012 | | | 2.50%, 12/01/2046 | | | 35,151,237 | |
| | | | | 26,601,753 | | | 2.50%, 01/01/2047 | | | 25,650,869 | |
| | | | | 36,800,000 | | | 2.50%, 07/01/2047(4)(13) | | | 35,480,680 | |
| | | | | 9,780,000 | | | 2.65%, 06/01/2025 | | | 9,817,175 | |
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| U.S. GOVERNMENT AGENCIES - 53.7% - (continued) | |
| | | | | | | FNMA - 27.5% - (continued) | |
| | $ | | | | 4,851,400 | | | 2.93%, 01/01/2027 | | $ | 4,887,744 | |
| | | | | 3,163,627 | | | 3.00%, 02/25/2027(5) | | | 265,564 | |
| | | | | 1,147,790 | | | 3.00%, 09/25/2027(5) | | | 104,267 | |
| | | | | 8,441,500 | | | 3.00%, 01/25/2028(5) | | | 781,624 | |
| | | | | 2,760,606 | | | 3.00%, 02/25/2028(5) | | | 268,285 | |
| | | | | 3,648,612 | | | 3.00%, 04/25/2028(5) | | | 360,105 | |
| | | | | 33,710,810 | | | 3.00%, 06/01/2032 | | | 34,623,260 | |
| | | | | 33,789,190 | | | 3.00%, 07/01/2032 | | | 34,703,762 | |
| | | | | 19,300,000 | | | 3.00%, 07/01/2032(4)(13) | | | 19,808,132 | |
| | | | | 4,461,958 | | | 3.00%, 03/01/2037 | | | 4,532,006 | |
| | | | | 23,400,000 | | | 3.00%, 08/01/2047(4)(13) | | | 23,332,261 | |
| | | | | 1,893,990 | | | 3.02%, 03/01/2027 | | | 1,920,461 | |
| | | | | 9,020,317 | | | 3.11%, 04/01/2027 | | | 9,177,924 | |
| | | | | 3,840,302 | | | 3.15%, 04/01/2027 | | | 3,928,059 | |
| | | | | 2,905,000 | | | 3.16%, 04/01/2027 | | | 2,971,979 | |
| | | | | 1,390,963 | | | 3.21%, 01/01/2027 | | | 1,430,338 | |
| | | | | 493,535 | | | 3.24%, 12/01/2026 | | | 508,869 | |
| | | | | 290,000 | | | 3.29%, 06/01/2029 | | | 296,649 | |
| | | | | 1,372,057 | | | 3.50%, 05/25/2027(5) | | | 135,838 | |
| | | | | 2,052,731 | | | 3.50%, 10/25/2027(5) | | | 227,802 | |
| | | | | 2,135,466 | | | 3.50%, 05/25/2030(5) | | | 270,356 | |
| | | | | 659,616 | | | 3.50%, 08/25/2030(5) | | | 80,682 | |
| | | | | 1,592,572 | | | 3.50%, 02/25/2031(5) | | | 167,121 | |
| | | | | 1,226,280 | | | 3.50%, 09/25/2035(5) | | | 187,622 | |
| | | | | 2,512,567 | | | 3.50%, 10/01/2044 | | | 2,594,723 | |
| | | | | 3,020,727 | | | 3.50%, 02/01/2045 | | | 3,104,398 | |
| | | | �� | 5,247,432 | | | 3.50%, 09/01/2046 | | | 5,392,780 | |
| | | | | 2,415,029 | | | 3.50%, 10/01/2046 | | | 2,481,923 | |
| | | | | 1,747,333 | | | 3.50%, 11/01/2046 | | | 1,804,864 | |
| | | | | 153,930,000 | | | 3.50%, 07/01/2047(4)(13) | | | 158,096,931 | |
| | | | | 106,200,000 | | | 3.50%, 08/01/2047(4)(13) | | | 108,891,390 | |
| | | | | 2,004,054 | | | 3.74%, 06/01/2026 | | | 2,145,601 | |
| | | | | 6,700,000 | | | 3.77%, 12/01/2025 | | | 7,185,073 | |
| | | | | 315,000 | | | 3.86%, 12/01/2025 | | | 339,922 | |
| | | | | 529,729 | | | 3.87%, 10/01/2025 | | | 568,567 | |
| | | | | 683,042 | | | 3.89%, 05/01/2030 | | | 721,019 | |
| | | | | 296,703 | | | 3.96%, 05/01/2034 | | | 314,086 | |
| | | | | 192,108 | | | 3.97%, 05/01/2029 | | | 207,489 | |
| | | | | 3,050,752 | | | 4.00%, 06/01/2025 | | | 3,208,046 | |
| | | | | 897,734 | | | 4.00%, 10/01/2025 | | | 945,080 | |
| | | | | 5,594,208 | | | 4.00%, 10/01/2040 | | | 5,906,908 | |
| | | | | 2,388,204 | | | 4.00%, 11/01/2040 | | | 2,521,645 | |
| | | | | 1,772,737 | | | 4.00%, 12/01/2040 | | | 1,871,642 | |
| | | | | 876,492 | | | 4.00%, 02/01/2041 | | | 925,818 | |
| | | | | 2,042,836 | | | 4.00%, 03/01/2041 | | | 2,155,347 | |
| | | | | 938,545 | | | 4.00%, 03/25/2042(5) | | | 130,722 | |
| | | | | 964,787 | | | 4.00%, 08/01/2042 | | | 1,017,825 | |
| | | | | 1,926,918 | | | 4.00%, 09/01/2042 | | | 2,032,946 | |
| | | | | 541,161 | | | 4.00%, 11/25/2042(5) | | | 76,536 | |
| | | | | 458,447 | | | 4.00%, 03/01/2045 | | | 482,156 | |
| | | | | 1,639,303 | | | 4.00%, 07/01/2045 | | | 1,740,101 | |
| | | | | 967,867 | | | 4.00%, 05/01/2046 | | | 1,017,920 | |
| | | | | 2,004,520 | | | 4.00%, 06/01/2046 | | | 2,108,182 | |
| | | | | 1,844,491 | | | 4.00%, 04/01/2047 | | | 1,959,274 | |
| | | | | 16,600,000 | | | 4.00%, 08/01/2047(4)(13) | | | 17,421,245 | |
| | | | | 437,998 | | | 4.06%, 10/01/2028 | | | 478,939 | |
| | | | | 1,008,013 | | | 4.50%, 04/01/2025 | | | 1,063,482 | |
| | | | | 1,165,681 | | | 4.50%, 07/25/2027(5) | | | 120,296 | |
| | | | | 1,533,769 | | | 4.50%, 09/01/2035 | | | 1,651,806 | |
| | | | | 5,607,354 | | | 4.50%, 08/01/2040 | | | 6,075,055 | |
| | | | | 5,146,739 | | | 4.50%, 10/01/2040 | | | 5,557,311 | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| U.S. GOVERNMENT AGENCIES - 53.7% - (continued) | |
| | | | | | | FNMA - 27.5% - (continued) | |
| | $ | | | | 2,318,509 | | | 4.50%, 10/01/2041 | | $ | 2,507,845 | |
| | | | | 2,011,655 | | | 4.50%, 09/01/2043 | | | 2,171,246 | |
| | | | | 3,160,000 | | | 4.50%, 07/01/2047(4)(13) | | | 3,389,717 | |
| | | | | 628 | | | 5.00%, 02/01/2018 | | | 644 | |
| | | | | 19,354 | | | 5.00%, 04/01/2018 | | | 19,819 | |
| | | | | 135,802 | | | 5.00%, 05/01/2018 | | | 139,065 | |
| | | | | 172,699 | | | 5.00%, 06/01/2018 | | | 176,850 | |
| | | | | 5,259 | | | 5.00%, 07/01/2018 | | | 5,386 | |
| | | | | 51,915 | | | 5.00%, 09/01/2018 | | | 53,162 | |
| | | | | 188,303 | | | 5.00%, 01/01/2020 | | | 192,829 | |
| | | | | 1,079,664 | | | 5.00%, 06/01/2022 | | | 1,134,755 | |
| | | | | 386,092 | | | 5.00%, 06/01/2025 | | | 411,033 | |
| | | | | 886,956 | | | 5.00%, 04/25/2038 | | | 952,722 | |
| | | | | 675,929 | | | 5.46%, 05/25/2042(2)(5) | | | 75,138 | |
| | | | | 13,881 | | | 5.50%, 02/01/2018 | | | 13,947 | |
| | | | | 674 | | | 5.50%, 06/01/2018 | | | 680 | |
| | | | | 2,654 | | | 5.50%, 11/01/2018 | | | 2,671 | |
| | | | | 45,692 | | | 5.50%, 08/01/2019 | | | 46,748 | |
| | | | | 83,030 | | | 5.50%, 09/01/2019 | | | 84,817 | |
| | | | | 16,311 | | | 5.50%, 10/01/2019 | | | 16,663 | |
| | | | | 9,795 | | | 5.50%, 01/01/2020 | | | 10,020 | |
| | | | | 2,509 | | | 5.50%, 03/01/2020 | | | 2,573 | |
| | | | | 346,792 | | | 5.50%, 05/01/2020 | | | 356,561 | |
| | | | | 235,680 | | | 5.50%, 06/01/2022 | | | 249,183 | |
| | | | | 325,756 | | | 5.50%, 06/01/2033 | | | 365,647 | |
| | | | | 295,102 | | | 5.50%, 08/01/2033 | | | 327,716 | |
| | | | | 1,625,846 | | | 5.50%, 09/01/2033 | | | 1,821,871 | |
| | | | | 1,441,780 | | | 5.50%, 12/01/2033 | | | 1,620,776 | |
| | | | | 1,243,643 | | | 5.50%, 01/01/2034 | | | 1,392,343 | |
| | | | | 5,513,596 | | | 5.50%, 11/01/2035 | | | 6,179,317 | |
| | | | | 1,705,187 | | | 5.50%, 04/01/2036 | | | 1,908,026 | |
| | | | | 1,350,278 | | | 5.50%, 09/01/2036 | | | 1,513,194 | |
| | | | | 127,004 | | | 5.50%, 01/01/2037 | | | 140,674 | |
| | | | | 895,765 | | | 5.50%, 04/25/2037 | | | 995,606 | |
| | | | | 3,672,441 | | | 5.50%, 06/25/2042(5) | | | 788,153 | |
| | | | | 3,870 | | | 6.00%, 03/01/2022 | | | 3,894 | |
| | | | | 508,496 | | | 6.00%, 12/01/2032 | | | 582,495 | |
| | | | | 743,322 | | | 6.00%, 01/01/2033 | | | 846,293 | |
| | | | | 112,574 | | | 6.00%, 02/01/2033 | | | 126,569 | |
| | | | | 717,243 | | | 6.00%, 03/01/2033 | | | 816,782 | |
| | | | | 1,639,207 | | | 6.00%, 02/01/2037 | | | 1,861,540 | |
| | | | | 1,410 | | | 6.50%, 05/01/2031 | | | 1,575 | |
| | | | | 1,284 | | | 6.50%, 09/01/2031 | | | 1,450 | |
| | | | | 2,112 | | | 6.50%, 07/01/2032 | | | 2,430 | |
| | | | | 1,954 | | | 7.00%, 07/01/2029 | | | 2,270 | |
| | | | | 98 | | | 7.00%, 12/01/2030 | | | 101 | |
| | | | | 801 | | | 7.00%, 02/01/2032 | | | 870 | |
| | | | | 337 | | | 7.00%, 03/01/2032 | | | 394 | |
| | | | | 2,078 | | | 7.00%, 09/01/2032 | | | 2,222 | |
| | | | | 2,942 | | | 7.50%, 10/01/2022 | | | 3,229 | |
| | | | | 2,141 | | | 7.50%, 06/01/2027 | | | 2,508 | |
| | | | | 2,340 | | | 7.50%, 10/01/2029 | | | 2,396 | |
| | | | | 18,475 | | | 7.50%, 03/01/2030 | | | 20,753 | |
| | | | | 8,878 | | | 7.50%, 04/01/2030 | | | 9,483 | |
| | | | | 1,195 | | | 7.50%, 06/01/2030 | | | 1,357 | |
| | | | | 2,512 | | | 7.50%, 07/01/2030 | | | 2,875 | |
| | | | | 769 | | | 7.50%, 08/01/2030 | | | 883 | |
| | | | | 6,015 | | | 7.50%, 10/01/2030 | | | 6,099 | |
| | | | | 8,178 | | | 7.50%, 01/01/2031 | | | 8,377 | |
| | | | | 30,350 | | | 7.50%, 05/01/2031 | | | 35,375 | |
| | | | | 8,685 | | | 7.50%, 06/01/2031 | | | 9,029 | |
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| U.S. GOVERNMENT AGENCIES - 53.7% - (continued) | |
| | | | | | | FNMA - 27.5% - (continued) | |
| | $ | | | | 2,405 | | | 7.50%, 08/01/2031 | | $ | 2,745 | |
| | | | | 41,026 | | | 7.50%, 09/01/2031 | | | 42,968 | |
| | | | | 357 | | | 7.50%, 05/01/2032 | | | 417 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 671,338,555 | |
| | | | | | | | | | | | |
| | | | | | | GNMA - 10.7% | |
| | | | | 2,683,737 | | | 2.50%, 12/16/2039 | | | 2,704,747 | |
| | | | | 1,522,440 | | | 3.00%, 09/20/2028(5) | | | 147,559 | |
| | | | | 770,474 | | | 3.00%, 02/16/2043(5) | | | 141,774 | |
| | | | | 9,747,795 | | | 3.00%, 03/15/2045 | | | 9,860,339 | |
| | | | | 453,832 | | | 3.00%, 04/15/2045 | | | 459,072 | |
| | | | | 5,794,781 | | | 3.00%, 07/15/2045 | | | 5,861,685 | |
| | | | | 134,042 | | | 3.00%, 08/15/2045 | | | 135,590 | |
| | | | | 1,077,688 | | | 3.00%, 05/20/2047 | | | 986,329 | |
| | | | | 55,675,000 | | | 3.00%, 07/01/2047(4)(13) | | | 56,236,098 | |
| | | | | 659,554 | | | 3.50%, 02/16/2027(5) | | | 61,700 | |
| | | | | 1,638,034 | | | 3.50%, 03/20/2027(5) | | | 169,093 | |
| | | | | 1,936,722 | | | 3.50%, 02/20/2041(5) | | | 279,342 | |
| | | | | 3,261,007 | | | 3.50%, 04/20/2042(5) | | | 462,190 | |
| | | | | 506,136 | | | 3.50%, 11/15/2042 | | | 528,886 | |
| | | | | 16,209 | | | 3.50%, 12/15/2042 | | | 16,888 | |
| | | | | 369,597 | | | 3.50%, 02/15/2043 | | | 385,056 | |
| | | | | 17,444 | | | 3.50%, 03/15/2043 | | | 18,174 | |
| | | | | 2,340,975 | | | 3.50%, 04/15/2043 | | | 2,438,758 | |
| | | | | 6,834,356 | | | 3.50%, 05/15/2043 | | | 7,116,870 | |
| | | | | 358,844 | | | 3.50%, 05/20/2043(5) | | | 66,043 | |
| | | | | 2,988,458 | | | 3.50%, 07/20/2043(5) | | | 451,403 | |
| | | | | 9,615,958 | | | 3.50%, 03/20/2047 | | | 9,970,516 | |
| | | | | 19,802,766 | | | 3.50%, 04/20/2047 | | | 20,532,931 | |
| | | | | 15,085,000 | | | 3.50%, 07/01/2047(4)(13) | | | 15,624,759 | |
| | | | | 15,000,000 | | | 3.50%, 08/01/2047(4)(13) | | | 15,513,280 | |
| | | | | 523,581 | | | 4.00%, 12/16/2026(5) | | | 58,262 | |
| | | | | 6,832,962 | | | 4.00%, 05/20/2029(5) | | | 692,486 | |
| | | | | 7,157,049 | | | 4.00%, 07/20/2040 | | | 7,590,274 | |
| | | | | 8,438,424 | | | 4.00%, 09/20/2040 | | | 9,001,861 | |
| | | | | 12,570,952 | | | 4.00%, 10/20/2040 | | | 13,349,410 | |
| | | | | 1,990,341 | | | 4.00%, 12/20/2040 | | | 2,121,136 | |
| | | | | 653,750 | | | 4.00%, 05/16/2042(5) | | | 106,768 | |
| | | | | 3,145,847 | | | 4.00%, 09/16/2042(5) | | | 776,310 | |
| | | | | 878,711 | | | 4.00%, 03/20/2043(5) | | | 189,930 | |
| | | | | 414,918 | | | 4.00%, 01/20/2044(5) | | | 88,374 | |
| | | | | 6,501,657 | | | 4.00%, 04/20/2047 | | | 6,859,878 | |
| | | | | 286,705 | | | 4.50%, 11/15/2039 | | | 308,183 | |
| | | | | 2,599,605 | | | 4.50%, 05/15/2040 | | | 2,823,953 | |
| | | | | 8,663,202 | | | 4.50%, 05/20/2040 | | | 9,308,580 | |
| | | | | 414,829 | | | 4.50%, 07/15/2041 | | | 452,249 | |
| | | | | 1,555,261 | | | 4.50%, 04/20/2045(5) | | | 361,324 | |
| | | | | 866,306 | | | 4.50%, 01/20/2046 | | | 921,200 | |
| | | | | 16,800,000 | | | 4.50%, 07/01/2047(4)(13) | | | 17,855,250 | |
| | | | | 5,200,000 | | | 4.50%, 08/01/2047(4)(13) | | | 5,521,242 | |
| | | | | 936,518 | | | 5.00%, 05/20/2040 | | | 1,030,184 | |
| | | | | 2,265,626 | | | 5.00%, 06/15/2041 | | | 2,490,287 | |
| | | | | 2,955,254 | | | 5.00%, 10/16/2041(5) | | | 477,352 | |
| | | | | 3,518,254 | | | 5.00%, 03/15/2044 | | | 3,857,327 | |
| | | | | 4,400,000 | | | 5.00%, 07/01/2047(4)(13) | | | 4,794,625 | |
| | | | | 660,416 | | | 5.50%, 03/15/2033 | | | 756,782 | |
| | | | | 983,250 | | | 5.50%, 04/15/2033 | | | 1,139,472 | |
| | | | | 1,077,087 | | | 5.50%, 05/15/2033 | | | 1,253,882 | |
| | | | | 1,559,059 | | | 5.50%, 10/20/2034 | | | 1,740,042 | |
| | | | | 3,331,758 | | | 5.50%, 03/20/2039(5) | | | 750,414 | |
| | | | | 2,921,859 | | | 5.50%, 02/16/2047(5) | | | 649,114 | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| U.S. GOVERNMENT AGENCIES - 53.7% - (continued) | |
| | | | | | | GNMA - 10.7% - (continued) | |
| | $ | | | | 1,761,474 | | | 5.50%, 02/20/2047(5) | | $ | 358,044 | |
| | | | | 1,964 | | | 6.00%, 12/15/2023 | | | 2,214 | |
| | | | | 1,183 | | | 6.00%, 01/15/2029 | | | 1,334 | |
| | | | | 1,788 | | | 6.00%, 04/15/2029 | | | 2,037 | |
| | | | | 60,217 | | | 6.00%, 12/15/2031 | | | 69,364 | |
| | | | | 1,140 | | | 6.00%, 10/15/2032 | | | 1,311 | |
| | | | | 28,990 | | | 6.00%, 06/15/2033 | | | 33,025 | |
| | | | | 2,833 | | | 6.00%, 03/15/2034 | | | 3,215 | |
| | | | | 70,416 | | | 6.00%, 08/15/2034 | | | 80,026 | |
| | | | | 89,094 | | | 6.00%, 09/15/2034 | | | 101,279 | |
| | | | | 58,266 | | | 6.00%, 02/15/2035 | | | 66,181 | |
| | | | | 303,048 | | | 6.00%, 12/15/2035 | | | 343,167 | |
| | | | | 76,167 | | | 6.00%, 02/15/2036 | | | 85,864 | |
| | | | | 232,606 | | | 6.00%, 03/15/2036 | | | 264,115 | |
| | | | | 33,192 | | | 6.00%, 04/15/2036 | | | 37,418 | |
| | | | | 196,214 | | | 6.00%, 05/15/2036 | | | 223,061 | |
| | | | | 345,025 | | | 6.00%, 06/15/2036 | | | 390,054 | |
| | | | | 199,559 | | | 6.00%, 07/15/2036 | | | 224,965 | |
| | | | | 43,961 | | | 6.00%, 08/15/2036 | | | 50,078 | |
| | | | | 237,979 | | | 6.00%, 02/15/2037 | | | 270,025 | |
| | | | | 1,153 | | | 6.00%, 05/15/2037 | | | 1,300 | |
| | | | | 534,792 | | | 6.00%, 06/15/2037 | | | 608,306 | |
| | | | | 380,667 | | | 6.00%, 07/15/2037 | | | 429,131 | |
| | | | | 97,938 | | | 6.00%, 08/15/2037 | | | 111,377 | |
| | | | | 90,659 | | | 6.00%, 09/15/2037 | | | 102,201 | |
| | | | | 138,991 | | | 6.00%, 10/15/2037 | | | 156,687 | |
| | | | | 137,765 | | | 6.00%, 11/15/2037 | | | 155,305 | |
| | | | | 140,782 | | | 6.00%, 12/15/2037 | | | 161,107 | |
| | | | | 219,939 | | | 6.00%, 01/15/2038 | | | 249,390 | |
| | | | | 16,569 | | | 6.00%, 02/15/2038 | | | 18,679 | |
| | | | | 40,486 | | | 6.00%, 05/15/2038 | | | 45,641 | |
| | | | | 10,127 | | | 6.00%, 06/15/2038 | | | 11,423 | |
| | | | | 63,747 | | | 6.00%, 08/15/2038 | | | 71,918 | |
| | | | | 142,740 | | | 6.00%, 09/15/2038 | | | 161,189 | |
| | | | | 178,085 | | | 6.00%, 10/15/2038 | | | 202,593 | |
| | | | | 366,292 | | | 6.00%, 11/15/2038 | | | 412,927 | |
| | | | | 237,710 | | | 6.00%, 12/15/2038 | | | 268,179 | |
| | | | | 2,425 | | | 6.00%, 01/15/2039 | | | 2,733 | |
| | | | | 42,579 | | | 6.00%, 08/15/2039 | | | 48,000 | |
| | | | | 103,828 | | | 6.00%, 11/15/2039 | | | 117,047 | |
| | | | | 139,916 | | | 6.00%, 02/15/2040 | | | 157,730 | |
| | | | | 1,253,241 | | | 6.00%, 06/15/2040 | | | 1,412,800 | |
| | | | | 232,280 | | | 6.00%, 07/15/2040 | | | 261,853 | |
| | | | | 2,542,055 | | | 6.00%, 09/20/2040(5) | | | 586,881 | |
| | | | | 1,312,169 | | | 6.00%, 06/15/2041 | | | 1,481,081 | |
| | | | | 2,566,023 | | | 6.00%, 02/20/2046(5) | | | 609,597 | |
| | | | | 26,394 | | | 6.50%, 06/15/2028 | | | 29,103 | |
| | | | | 912 | | | 6.50%, 07/15/2028 | | | 997 | |
| | | | | 2,868 | | | 6.50%, 08/15/2028 | | | 3,134 | |
| | | | | 18,689 | | | 6.50%, 09/15/2028 | | | 20,422 | |
| | | | | 1,623 | | | 6.50%, 10/15/2028 | | | 1,774 | |
| | | | | 6,075 | | | 6.50%, 11/15/2028 | | | 6,638 | |
| | | | | 9,419 | | | 6.50%, 12/15/2028 | | | 10,292 | |
| | | | | 10,607 | | | 6.50%, 01/15/2029 | | | 11,592 | |
| | | | | 28,050 | | | 6.50%, 02/15/2029 | | | 30,679 | |
| | | | | 286,047 | | | 6.50%, 03/15/2029 | | | 313,649 | |
| | | | | 43,976 | | | 6.50%, 04/15/2029 | | | 48,054 | |
| | | | | 29,617 | | | 6.50%, 05/15/2029 | | | 32,473 | |
| | | | | 192,918 | | | 6.50%, 06/15/2029 | | | 210,814 | |
| | | | | 9,349 | | | 6.50%, 07/15/2029 | | | 10,216 | |
| | | | | 355 | | | 6.50%, 03/15/2031 | | | 391 | |
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| U.S. GOVERNMENT AGENCIES - 53.7% - (continued) | |
| | | | | | | GNMA - 10.7% - (continued) | |
| | $ | | | | 254,283 | | | 6.50%, 04/15/2031 | | $ | 278,387 | |
| | | | | 66,248 | | | 6.50%, 05/15/2031 | | | 75,645 | |
| | | | | 12,974 | | | 6.50%, 06/15/2031 | | | 14,639 | |
| | | | | 221,654 | | | 6.50%, 07/15/2031 | | | 243,172 | |
| | | | | 108,910 | | | 6.50%, 08/15/2031 | | | 119,367 | |
| | | | | 147,706 | | | 6.50%, 09/15/2031 | | | 162,518 | |
| | | | | 161,749 | | | 6.50%, 10/15/2031 | | | 177,462 | |
| | | | | 489,370 | | | 6.50%, 11/15/2031 | | | 542,765 | |
| | | | | 87,821 | | | 6.50%, 12/15/2031 | | | 96,002 | |
| | | | | 337,961 | | | 6.50%, 01/15/2032 | | | 371,785 | |
| | | | | 76,759 | | | 6.50%, 02/15/2032 | | | 89,485 | |
| | | | | 50,343 | | | 6.50%, 03/15/2032 | | | 55,013 | |
| | | | | 271,473 | | | 6.50%, 04/15/2032 | | | 310,742 | |
| | | | | 783 | | | 6.50%, 05/15/2032 | | | 857 | |
| | | | | 38,829 | | | 6.50%, 06/15/2032 | | | 42,543 | |
| | | | | 8,342 | | | 7.00%, 06/20/2030 | | | 9,089 | |
| | | | | 756 | | | 7.00%, 02/15/2031 | | | 825 | |
| | | | | 204 | | | 7.00%, 06/15/2031 | | | 218 | |
| | | | | 200 | | | 7.00%, 08/15/2031 | | | 226 | |
| | | | | 778 | | | 8.50%, 11/15/2024 | | | 781 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 261,268,834 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | Total U.S. Government Agencies
(cost $1,307,892,226) | | $ | 1,310,099,869 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | | |
| U.S. GOVERNMENT SECURITIES - 6.6% | |
| | | | | | | U.S. Treasury Securities - 6.6% | |
| | | | | | | U.S. Treasury Bonds - 2.7% | |
| | $ | | | | 1,350,000 | | | 2.50%, 02/15/2045 | | $ | 1,259,877 | |
| | | | | 7,439,000 | | | 2.50%, 02/15/2046(14) | | | 6,924,080 | |
| | | | | 2,800,000 | | | 3.00%, 11/15/2044(15) | | | 2,889,250 | |
| | | | | 5,595,000 | | | 3.00%, 05/15/2045(15) | | | 5,765,256 | |
| | | | | 9,544,000 | | | 3.00%, 11/15/2045(14) | | | 9,829,948 | |
| | | | | 9,260,000 | | | 3.13%, 08/15/2044(14)(15) | | | 9,783,403 | |
| | | | | 7,534,000 | | | 4.50%, 08/15/2039 | | | 9,760,063 | |
| | | | | 14,163,000 | | | 6.50%, 11/15/2026 | | | 19,229,034 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 65,440,911 | |
| | | | | | | | | | | | |
| | | | | | | U.S. Treasury Notes - 3.9% | |
| | | | | 44,477,848 | | | 0.25%, 01/15/2025(14)(16) | | | 43,687,922 | |
| | | | | 36,754,000 | | | 0.88%, 04/15/2019(14) | | | 36,432,402 | |
| | | | | 16,216,000 | | | 1.50%, 02/28/2019(14) | | | 16,249,567 | |
| | | | | 200,000 | | | 2.38%, 08/15/2024 | | | 203,047 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 96,572,938 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 162,013,849 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | Total U.S. Government Securities
(cost $163,579,608) | | $ | 162,013,849 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | | |
| COMMON STOCKS - 0.0% | |
| | | | | | | Energy - 0.0% | |
| | | | | 14,557 | | | Templar Energy LLC Class A*(17)(18) | | $ | 145,572 | |
| | | | | | | | | | | | |
| | | | | | | Utilities - 0.0% | |
| | | | | 800,000 | | | TCEH Corp.*(17)(18) | | | 1 | |
| | | | | 13,339 | | | Vistra Energy Corp. | | | 223,962 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 223,963 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | Total Common Stocks
(cost $356,643) | | $ | 369,535 | |
| | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| PREFERRED STOCKS - 0.1% | |
| | | | | | | Banks - 0.1% | |
| | | | | 2,242 | | | U.S. Bancorp Series A
3.50%(2)(7) | | $ | 1,996,613 | |
| | | | | | | | | | | | |
| | | | | | | Diversified Financials - 0.0% | |
| | | | | 30,000 | | | Citigroup Capital XIII
7.54%(2) | | | 779,400 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | Total Preferred Stocks
(cost $2,426,720) | | $ | 2,776,013 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | Total Long-Term Investments
(cost $3,156,624,821) | | $ | 3,181,755,245 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | | |
| SHORT-TERM INVESTMENTS - 0.8% | |
| | | | | | | Other Investment Pools & Funds - 0.8% | |
| | | | | 19,790,117 | | | Morgan Stanley Institutional Liquidity Funds, Institutional Class | | $ | 19,790,117 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | Total Short-Term Investments
(cost $19,790,117) | | $ | 19,790,117 | |
| | | | | | | | | | | | |
| | | | | | | | | | | | | | | | |
| | | | |
| | | | | | | | Total Investments Excluding Purchased Options
(cost $3,176,414,938) | | | 131.1 | % | | $ | 3,201,545,362 | |
| | | | |
| | | | | | | | Total Purchased Options
(cost $2,823,759) | | | 0.1 | % | | $ | 2,335,799 | |
| | | | | | | | | | | | | | | | |
| | | | |
| | | | | | | | Total Investments
(cost $3,179,238,697)^ | | | 131.2 | % | | $ | 3,203,881,161 | |
| | | | | | | | Other Assets and Liabilities | | | (31.2 | )% | | | (762,541,322 | ) |
| | | | | | | | | | | | | | | | |
| | | | | | | | Total Net Assets | | | 100.0 | % | | $ | 2,441,339,839 | |
| | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
| | The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types. |
| | Other than the industry classifications “Other Investment Pools & Funds,” 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 shown in this report as these classifications are used for financial reporting purposes. |
| ^ | Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of: |
| | | | |
Unrealized Appreciation | | $ | 49,092,369 | |
Unrealized Depreciation | | | (24,449,905 | ) |
| | | | |
Net Unrealized Appreciation | | $ | 24,642,464 | |
| | | | |
| (1) | Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At June 30, 2017, the aggregate value of these securities was $715,263,455, which represented 29.3% of total net assets. |
| (2) | Variable rate securities; the rate reported is the coupon rate in effect at June 30, 2017. |
| (3) | Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate. |
| (4) | This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $760,611,136 at June 30, 2017. |
| (5) | Securities disclosed are interest-only strips. |
| (6) | These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At June 30, 2017, the aggregate value of these securities was $18,306,148, which represented 0.7% of total net assets. |
| (7) | Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first. |
| (8) | Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the average coupon as of June 30, 2017. |
| (9) | Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement. |
| (10) | This security, or a portion of this security, has unfunded loan commitments. As of June 30, 2017, the aggregate value of the unfunded commitment was $359,346, which rounds to zero percent of total net assets. |
| (11) | Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal. |
| (12) | Securities disclosed are principal-only strips. |
| (13) | Represents or includes a TBA transaction. |
| (14) | This security, or a portion of this security, has been pledged as collateral in connection with OTC swap contracts. |
| (15) | This security, or a portion of this security, has been pledged as collateral in connection with futures contracts. |
| (16) | The principal amount for this security is adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount. |
| (17) | These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At June 30, 2017, the aggregate fair value of these securities was $145,573, which represented 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors. |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| (18) | The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time. |
| | | | | | | | | | | | |
Period
Acquired | | | Shares/Par | | | Security | | Cost | |
| | 10/2016 | | | | 800,000 | | | TCEH Corp. | | $ | — | |
| | 09/2016 | | | | 14,557 | | | Templar Energy LLC Class A | | | 124,643 | |
| | | | | | | | | | | | |
| | | | | | | | | | $ | 124,643 | |
| | | | | | | | | | | | |
| | At June 30, 2017, the aggregate value of these securities was $145,573, which represented 0.0% of total net assets. |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| OTC Option Contracts Outstanding at June 30, 2017 | |
Description | | Counter-
party | | | Exercise Price/
FX Rate/ Rate | | | Expiration
Date | | | Number of
Contracts | | | Market
Value† | | | Premiums
Paid
(Received)
by Fund | | | Unrealized
Appreciation/
(Depreciation) | |
Purchased option contracts: | |
Puts | |
USD Put/CNH Call | | | GSC | | | | 6.79 CNH per USD | | | | 07/03/17 | | | | USD | | | | 16,036,000 | | | $ | 29,282 | | | $ | 94,613 | | | $ | (65,331 | ) |
USD Put/TRY Call | | | GSC | | | | 3.71 TRY per USD | | | | 04/06/18 | | | | USD | | | | 492,000 | | | | 230,618 | | | | 124,230 | | | | 106,388 | |
USD Put/TRY Call | | | CBK | | | | 3.54 TRY per USD | | | | 05/02/18 | | | | USD | | | | 491,000 | | | | 130,209 | | | | 115,385 | | | | 14,824 | |
USD Put/ZAR Call | | | GSC | | | | 12.79 ZAR per USD | | | | 07/05/17 | | | | USD | | | | 4,054,000 | | | | 1,322 | | | | 75,932 | | | | (74,610 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total Puts | | | | | | | | | | | | | | | | | | | 21,073,000 | | | $ | 391,431 | | | $ | 410,160 | | | $ | (18,729 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total purchased option contracts | | | | | | | | | | | | | | | | | | | 21,073,000 | | | $ | 391,431 | | | $ | 410,160 | | | $ | (18,729 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| OTC Swaption Contracts Outstanding at June 30, 2017 | |
Description | | Counter-
party | | | Exercise Price/
FX Rate/ Rate | | | Expiration
Date | | | Number of
Contracts | | | Market
Value† | | | Premiums
Paid
(Received)
by Fund | | | Unrealized
Appreciation/
(Depreciation) | |
Purchased swaption contracts: | |
Calls | |
Interest Rate Swaption USD | | | JPM | | | | 2.72 | % | | | 06/07/27 | | | | USD | | | | 7,000,000 | | | $ | 1,013,383 | | | $ | 1,206,799 | | | $ | (193,416 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Puts | |
Interest Rate Swaption USD | | | JPM | | | | 2.72 | % | | | 06/07/27 | | | | USD | | | | 7,000,000 | | | $ | 930,985 | | | $ | 1,206,800 | | | $ | (275,815 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total purchased swaption contracts | | | | | | | | | | | | | | | | | | | 14,000,000 | | | $ | 1,944,368 | | | $ | 2,413,599 | | | $ | (469,231 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | |
| Futures Contracts Outstanding at June 30, 2017 | |
Description | | Number of
Contracts | | | Expiration
Date | | | Notional
Amount | | | Market
Value† | | | Unrealized
Appreciation/
(Depreciation) | |
Long position contracts: | |
U.S. 10-Year Ultra Future | | | 452 | | | | 09/20/2017 | | | $ | 60,940,794 | | | $ | 60,935,250 | | | $ | (5,544 | ) |
U.S. Treasury 5-Year Note Future | | | 2,221 | | | | 09/29/2017 | | | | 262,282,840 | | | | 261,713,618 | | | | (569,222 | ) |
U.S. Treasury Long Bond Future | | | 345 | | | | 09/20/2017 | | | | 52,537,870 | | | | 53,022,188 | | | | 484,318 | |
U.S. Ultra Bond Future | | | 374 | | | | 09/20/2017 | | | | 61,043,009 | | | | 62,037,250 | | | | 994,241 | |
| | | | | | | | | | | | | | | | | | | | |
Total | | | | | | | | | | | | | | | | | | $ | 903,793 | |
| | | | | | | | | | | | | | | | | | | | |
Short position contracts: | | | | | | | | | | | | | | | | | | | | |
Eurodollar 3-Month Future | | | 983 | | | | 09/17/2018 | | | $ | 241,533,282 | | | $ | 241,547,675 | | | $ | (14,393 | ) |
Long Gilt Future | | | 262 | | | | 09/27/2017 | | | | 43,612,088 | | | | 42,849,734 | | | | 762,354 | |
U.S. Treasury 10-Year Note Future | | | 668 | | | | 09/20/2017 | | | | 84,307,337 | | | | 83,854,875 | | | | 452,462 | |
U.S. Treasury 2-Year Note Future | | | 634 | | | | 09/29/2017 | | | | 137,240,033 | | | | 137,013,344 | | | | 226,689 | |
| | | | | | | | | | | | | | | | | | | | |
Total | | | | | | | | | | | | | | | | | | $ | 1,427,112 | |
| | | | | | | | | | | | | | | | | | | | |
Total futures contracts | | | | | | | | | | | | | | | | | | $ | 2,330,905 | |
| | | | | | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | | | | | | | | | |
| TBA Sale Commitments Outstanding at June 30, 2017 | |
Description | | Principal
Amount | | | Maturity
Date | | | Market
Value† | | | Unrealized
Appreciation/
(Depreciation) | |
FHLMC, 3.00% | | $ | 34,700,000 | | | | 08/01/2047 | | | $ | (34,569,875 | ) | | $ | 233,141 | |
FHLMC, 5.50% | | | 5,100,000 | | | | 07/01/2047 | | | | (5,624,806 | ) | | | 13,085 | |
FNMA, 2.50% | | | 8,085,000 | | | | 07/01/2032 | | | | (8,127,004 | ) | | | 43,152 | |
FNMA, 2.50% | | | 73,600,000 | | | | 07/01/2047 | | | | (70,961,359 | ) | | | 217,891 | |
FNMA, 2.50% | | | 36,800,000 | | | | 08/01/2047 | | | | (35,433,961 | ) | | | 233,289 | |
FNMA, 3.00% | | | 23,793,000 | | | | 07/01/2032 | | | | (24,419,424 | ) | | | 57,044 | |
FNMA, 3.00% | | | 62,790,000 | | | | 07/01/2047 | | | | (62,705,347 | ) | | | 392,169 | |
FNMA, 3.50% | | | 195,000 | | | | 07/01/2032 | | | | (202,891 | ) | | | 548 | |
FNMA, 4.00% | | | 9,400,000 | | | | 07/01/2032 | | | | (9,723,125 | ) | | | — | |
FNMA, 4.50% | | | 15,575,000 | | | | 07/01/2047 | | | | (16,707,229 | ) | | | 75,236 | |
FNMA, 5.50% | | | 15,400,000 | | | | 07/01/2047 | | | | (17,060,313 | ) | | | 40,906 | |
FNMA, 6.00% | | | 3,300,000 | | | | 07/01/2047 | | | | (3,713,939 | ) | | | 22,279 | |
GNMA, 3.50% | | | 33,600,000 | | | | 07/01/2047 | | | | (34,802,248 | ) | | | 84,002 | |
GNMA, 4.00% | | | 10,259,000 | | | | 07/01/2047 | | | | (10,795,193 | ) | | | 40,136 | |
| | | | | | | | | | | | | | | | |
Total (proceeds $336,299,592) | | | | | | | | | | $ | (334,846,714 | ) | | $ | 1,452,878 | |
| | | | | | | | | | | | | | | | |
At June 30, 2017, the aggregate market value of TBA Sale Commitments represented (13.7)% of total net assets.
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| OTC Credit Default Swap Contracts Outstanding at June 30, 2017 | |
Reference Entity | | Counter-
party | | Notional
Amount (a) | | | (Pay)/Receive
Fixed Rate/
Implied Credit
Spread (b) | | Expiration
Date | | | Upfront
Premiums
Paid | | | Upfront
Premiums
Received | | | Market
Value† | | | Unrealized
Appreciation/
(Depreciation) | |
Credit default swaps on indices: | |
Buy protection: | |
ABX.HE.AA.06 | | MSC | | | USD | | | | 1,981,402 | | | (0.32%) | | | 07/25/45 | | | $ | 367,165 | | | $ | — | | | $ | 294,095 | | | $ | (73,070 | ) |
ABX.HE.AAA.06 | | JPM | | | USD | | | | 90,644 | | | (0.18%) | | | 07/25/45 | | | | 1,967 | | | | — | | | | 1,682 | | | | (285 | ) |
ABX.HE.AAA.06 | | GSC | | | USD | | | | 7,660 | | | (0.18%) | | | 07/25/45 | | | | 571 | | | | — | | | | 142 | | | | (429 | ) |
ABX.HE.AAA.06 | | MSC | | | USD | | | | 303,850 | | | (0.18%) | | | 07/25/45 | | | | 6,652 | | | | — | | | | 5,641 | | | | (1,011 | ) |
ABX.HE.AAA.07 | | MSC | | | USD | | | | 1,410,358 | | | (0.09%) | | | 08/25/37 | | | | 334,837 | | | | — | | | | 135,619 | | | | (199,218 | ) |
ABX.HE.AAA.07 | | GSC | | | USD | | | | 1,560,100 | | | (0.09%) | | | 08/25/37 | | | | 349,822 | | | | — | | | | 150,018 | | | | (199,804 | ) |
ABX.HE.AAA.07 | | CSI | | | USD | | | | 3,792,296 | | | (0.09%) | | | 08/25/37 | | | | 977,748 | | | | — | | | | 364,666 | | | | (613,082 | ) |
ABX.HE.PENAAA.06 | | MSC | | | USD | | | | 1,003,869 | | | (0.11%) | | | 05/25/46 | | | | 114,043 | | | | — | | | | 92,744 | | | | (21,299 | ) |
ABX.HE.PENAAA.06 | | JPM | | | USD | | | | 2,291,752 | | | (0.11%) | | | 05/25/46 | | | | 259,734 | | | | — | | | | 211,722 | | | | (48,012 | ) |
ABX.HE.PENAAA.06 | | GSC | | | USD | | | | 940,688 | | | (0.11%) | | | 05/25/46 | | | | 235,172 | | | | — | | | | 86,908 | | | | (148,264 | ) |
CMBX.NA.A.7 | | JPM | | | USD | | | | 1,880,000 | | | (2.00%) | | | 01/17/47 | | | | 72,097 | | | | — | | | | 39,624 | | | | (32,473 | ) |
CMBX.NA.A.9 | | MSC | | | USD | | | | 3,155,000 | | | (2.00%) | | | 09/17/58 | | | | 110,374 | | | | — | | | | 116,945 | | | | 6,571 | |
CMBX.NA.A.9 | | MSC | | | USD | | | | 1,405,000 | | | (2.00%) | | | 09/17/58 | | | | 62,009 | | | | — | | | | 52,078 | | | | (9,931 | ) |
CMBX.NA.A.9 | | DEUT | | | USD | | | | 955,000 | | | (2.00%) | | | 09/17/58 | | | | 48,151 | | | | — | | | | 35,345 | | | | (12,806 | ) |
CMBX.NA.AA.7 | | CSI | | | USD | | | | 110,000 | | | (1.50%) | | | 01/17/47 | | | | 3,401 | | | | — | | | | 14 | | | | (3,387 | ) |
CMBX.NA.AA.7 | | CSI | | | USD | | | | 3,315,000 | | | (1.50%) | | | 01/17/47 | | | | 102,479 | | | | — | | | | 402 | | | | (102,077 | ) |
CMBX.NA.AA.7 | | CSI | | | USD | | | | 3,315,000 | | | (1.50%) | | | 01/17/47 | | | | 102,479 | | | | — | | | | 402 | | | | (102,077 | ) |
CMBX.NA.AA.7 | | CSI | | | USD | | | | 3,845,000 | | | (1.50%) | | | 01/17/47 | | | | 118,864 | | | | — | | | | 466 | | | | (118,398 | ) |
CMBX.NA.AA.8 | | MSC | | | USD | | | | 1,410,000 | | | (1.50%) | | | 10/17/57 | | | | 56,421 | | | | — | | | | 27,437 | | | | (28,984 | ) |
CMBX.NA.AAA.8 | | MSC | | | USD | | | | 2,420,000 | | | (0.50%) | | | 10/17/57 | | | | 21,376 | | | | — | | | | 15,341 | | | | (6,035 | ) |
CMBX.NA.AAA.9 | | MSC | | | USD | | | | 2,435,000 | | | (0.50%) | | | 09/17/58 | | | | 35,147 | | | | — | | | | 33,155 | | | | (1,992 | ) |
CMBX.NA.AJ.4 | | CBK | | | USD | | | | 1,936,687 | | | (0.96%) | | | 02/17/51 | | | | 339,931 | | | | — | | | | 268,406 | | | | (71,525 | ) |
CMBX.NA.AS.7 | | CSI | | | USD | | | | 3,725,000 | | | (1.00%) | | | 01/17/47 | | | | 67,216 | | | | — | | | | (16,656 | ) | | | (83,872 | ) |
CMBX.NA.AS.8 | | DEUT | | | USD | | | | 1,115,000 | | | (1.00%) | | | 10/17/57 | | | | 81,141 | | | | — | | | | 1,623 | | | | (79,518 | ) |
CMBX.NA.BB.8 | | CSI | | | USD | | | | 1,385,000 | | | (5.00%) | | | 10/17/57 | | | | 324,041 | | | | — | | | | 359,448 | | | | 35,407 | |
CMBX.NA.BB.8 | | JPM | | | USD | | | | 765,000 | | | (5.00%) | | | 10/17/57 | | | | 178,983 | | | | — | | | | 198,540 | | | | 19,557 | |
CMBX.NA.BB.8 | | JPM | | | USD | | | | 770,000 | | | (5.00%) | | | 10/17/57 | | | | 184,890 | | | | — | | | | 199,838 | | | | 14,948 | |
CMBX.NA.BB.8 | | CSI | | | USD | | | | 615,000 | | | (5.00%) | | | 10/17/57 | | | | 145,217 | | | | — | | | | 159,611 | | | | 14,394 | |
CMBX.NA.BB.8 | | CSI | | | USD | | | | 690,000 | | | (5.00%) | | | 10/17/57 | | | | 165,680 | | | | — | | | | 179,075 | | | | 13,395 | |
CMBX.NA.BB.8 | | GSC | | | USD | | | | 655,000 | | | (5.00%) | | | 10/17/57 | | | | 159,734 | | | | — | | | | 169,992 | | | | 10,258 | |
CMBX.NA.BB.8 | | GSC | | | USD | | | | 650,000 | | | (5.00%) | | | 10/17/57 | | | | 159,738 | | | | — | | | | 168,694 | | | | 8,956 | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| OTC Credit Default Swap Contracts Outstanding at June 30, 2017 - (continued) | |
Reference Entity | | Counter-
party | | | Notional
Amount (a) | | | (Pay)/Receive
Fixed Rate/
Implied Credit
Spread (b) | | | Expiration
Date | | | Upfront
Premiums
Paid | | | Upfront
Premiums
Received | | | Market
Value† | | | Unrealized
Appreciation/
(Depreciation) | |
Credit default swaps on indices: - (continued) | |
Buy protection: - (continued) | |
CMBX.NA.BB.9 | | | JPM | | | | USD | | | | 665,000 | | | | (5.00%) | | | | 09/17/58 | | | $ | 127,885 | | | $ | — | | | $ | 125,995 | | | $ | (1,890 | ) |
CMBX.NA.BB.9 | | | CSI | | | | USD | | | | 3,270,000 | | | | (5.00%) | | | | 09/17/58 | | | | 683,947 | | | | — | | | | 619,557 | | | | (64,390 | ) |
CMBX.NA.BBB.10 | | | MSC | | | | USD | | | | 1,000,000 | | | | (3.00%) | | | | 11/17/59 | | | | 65,252 | | | | — | | | | 107,756 | | | | 42,504 | |
CMBX.NA.BBB.10 | | | MSC | | | | USD | | | | 1,725,000 | | | | (3.00%) | | | | 11/17/59 | | | | 134,469 | | | | — | | | | 185,879 | | | | 51,410 | |
CMBX.NA.BBB.10 | | | MSC | | | | USD | | | | 670,000 | | | | (3.00%) | | | | 11/17/59 | | | | 65,709 | | | | — | | | | 72,197 | | | | 6,488 | |
CMBX.NA.BBB.7 | | | GSC | | | | USD | | | | 925,000 | | | | (3.00%) | | | | 01/17/47 | | | | 78,963 | | | | — | | | | 82,102 | | | | 3,139 | |
CMBX.NA.BBB.7 | | | CSI | | | | USD | | | | 1,700,000 | | | | (3.00%) | | | | 01/17/47 | | | | 163,386 | | | | — | | | | 150,890 | | | | (12,496 | ) |
CMBX.NA.BBB.7 | | | CSI | | | | USD | | | | 1,985,000 | | | | (3.00%) | | | | 01/17/47 | | | | 190,778 | | | | — | | | | 176,187 | | | | (14,591 | ) |
CMBX.NA.BBB.7 | | | MSC | | | | USD | | | | 2,075,000 | | | | (3.00%) | | | | 01/17/47 | | | | 211,163 | | | | — | | | | 184,175 | | | | (26,988 | ) |
CMBX.NA.BBB.7 | | | MSC | | | | USD | | | | 1,965,000 | | | | (3.00%) | | | | 01/17/47 | | | | 145,585 | | | | — | | | | 174,739 | | | | 29,154 | |
CMBX.NA.BBB.7 | | | DEUT | | | | USD | | | | 900,000 | | | | (3.00%) | | | | 01/17/47 | | | | 65,043 | | | | — | | | | 79,884 | | | | 14,841 | |
CMBX.NA.BBB.7 | | | MSC | | | | USD | | | | 1,250,000 | | | | (3.00%) | | | | 01/17/47 | | | | 102,525 | | | | — | | | | 110,949 | | | | 8,424 | |
CMBX.NA.BBB.7 | | | CSI | | | | USD | | | | 2,020,000 | | | | (3.00%) | | | | 01/17/47 | | | | 179,300 | | | | — | | | | 179,293 | | | | (7 | ) |
CMBX.NA.BBB.7 | | | GSC | | | | USD | | | | 60,000 | | | | (3.00%) | | | | 01/17/47 | | | | 5,356 | | | | — | | | | 5,331 | | | | (25 | ) |
CMBX.NA.BBB.7 | | | DEUT | | | | USD | | | | 920,000 | | | | (3.00%) | | | | 01/17/47 | | | | 86,755 | | | | — | | | | 81,658 | | | | (5,097 | ) |
CMBX.NA.BBB.7 | | | GSC | | | | USD | | | | 1,555,000 | | | | (3.00%) | | | | 01/17/47 | | | | 143,515 | | | | — | | | | 138,021 | | | | (5,494 | ) |
CMBX.NA.BBB.7 | | | DEUT | | | | USD | | | | 950,000 | | | | (3.00%) | | | | 01/17/47 | | | | 116,868 | | | | — | | | | 84,321 | | | | (32,547 | ) |
CMBX.NA.BBB.7 | | | GSC | | | | USD | | | | 905,000 | | | | (3.00%) | | | | 01/17/47 | | | | 124,880 | | | | — | | | | 80,327 | | | | (44,553 | ) |
CMBX.NA.BBB.7 | | | MSC | | | | USD | | | | 7,150,000 | | | | (3.00%) | | | | 01/17/47 | | | | 687,246 | | | | — | | | | 634,627 | | | | (52,619 | ) |
CMBX.NA.BBB.9 | | | MSC | | | | USD | | | | 950,000 | | | | (3.00%) | | | | 09/17/58 | | | | 103,381 | | | | — | | | | 111,902 | | | | 8,521 | |
CMBX.NA.BBB.9 | | | MSC | | | | USD | | | | 435,000 | | | | (3.00%) | | | | 09/17/58 | | | | 50,418 | | | | — | | | | 51,167 | | | | 749 | |
CMBX.NA.BBB.9 | | | MSC | | | | USD | | | | 5,785,000 | | | | (0.50%) | | | | 09/17/58 | | | | 72,485 | | | | — | | | | 78,770 | | | | 6,285 | |
CMBX.NA.BBB.9 | | | GSC | | | | USD | | | | 955,000 | | | | (3.00%) | | | | 09/17/58 | | | | 109,291 | | | | — | | | | 112,491 | | | | 3,200 | |
CMBX.NA.BBB.9 | | | MSC | | | | USD | | | | 1,540,000 | | | | (3.00%) | | | | 09/17/58 | | | | 183,293 | | | | — | | | | 181,143 | | | | (2,150 | ) |
CMBX.NA.BBB.9 | | | DEUT | | | | USD | | | | 2,730,000 | | | | (3.00%) | | | | 09/17/58 | | | | 333,829 | | | | — | | | | 321,571 | | | | (12,258 | ) |
CMBX.NA.BBB.9 | | | JPM | | | | USD | | | | 2,950,000 | | | | (3.00%) | | | | 09/17/58 | | | | 367,059 | | | | — | | | | 347,486 | | | | (19,573 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | | | | | | | | | | | | | | | | | | | | | $ | 9,785,461 | | | $ | — | | | $ | 7,831,435 | | | $ | (1,954,026 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Sell protection: | |
ABX.HE.PENAAA.06 | | | BCLY | | | | USD | | | | 4,236,313 | | | | 0.11% | | | | 05/25/46 | | | $ | — | | | $ | (116,325 | ) | | $ | (391,368 | ) | | $ | (275,043 | ) |
CMBX.NA.A.6 | | | GSC | | | | USD | | | | 1,915,000 | | | | 2.00% | | | | 05/11/63 | | | | 24,998 | | | | — | | | | (60,808 | ) | | | (85,806 | ) |
CMBX.NA.AAA.6 | | | UBS | | | | USD | | | | 15,573,289 | | | | 0.50% | | | | 05/11/63 | | | | — | | | | (414,888 | ) | | | 26,759 | | | | 441,647 | |
CMBX.NA.AAA.6 | | | GSC | | | | USD | | | | 1,343,209 | | | | 0.50% | | | | 05/11/63 | | | | — | | | | (15,403 | ) | | | 2,308 | | | | 17,711 | |
CMBX.NA.AJ.4 | | | GSC | | | | USD | | | | 1,936,687 | | | | 0.96% | | | | 02/17/51 | | | | — | | | | (330,418 | ) | | | (268,509 | ) | | | 61,909 | |
CMBX.NA.BB.6 | | | CSI | | | | USD | | | | 3,270,000 | | | | 5.00% | | | | 05/11/63 | | | | — | | | | (684,448 | ) | | | (599,916 | ) | | | 84,532 | |
CMBX.NA.BB.6 | | | CSI | | | | USD | | | | 1,825,000 | | | | 5.00% | | | | 05/11/63 | | | | — | | | | (368,675 | ) | | | (334,815 | ) | | | 33,860 | |
CMBX.NA.BB.6 | | | CSI | | | | USD | | | | 1,235,000 | | | | 5.00% | | | | 05/11/63 | | | | — | | | | (242,587 | ) | | | (226,231 | ) | | | 16,356 | |
CMBX.NA.BB.6 | | | CSI | | | | USD | | | | 2,671,000 | | | | 5.00% | | | | 05/11/63 | | | | — | | | | (489,007 | ) | | | (489,281 | ) | | | (274 | ) |
CMBX.NA.BB.6 | | | CSI | | | | USD | | | | 2,795,000 | | | | 5.00% | | | | 05/11/63 | | | | — | | | | (511,709 | ) | | | (511,996 | ) | | | (287 | ) |
CMBX.NA.BB.6 | | | CSI | | | | USD | | | | 2,795,000 | | | | 5.00% | | | | 05/11/63 | | | | — | | | | (511,709 | ) | | | (511,996 | ) | | | (287 | ) |
CMBX.NA.BB.6 | | | CSI | | | | USD | | | | 2,800,000 | | | | 5.00% | | | | 05/11/63 | | | | — | | | | (512,624 | ) | | | (512,912 | ) | | | (288 | ) |
CMBX.NA.BB.6 | | | MSC | | | | USD | | | | 5,315,000 | | | | 5.00% | | | | 05/11/63 | | | | — | | | | (973,128 | ) | | | (973,617 | ) | | | (489 | ) |
CMBX.NA.BB.6 | | | CSI | | | | USD | | | | 365,000 | | | | 5.00% | | | | 05/11/63 | | | | — | | | | (61,568 | ) | | | (66,963 | ) | | | (5,395 | ) |
CMBX.NA.BB.6 | | | MSC | | | | USD | | | | 690,000 | | | | 5.00% | | | | 05/11/63 | | | | — | | | | (114,057 | ) | | | (126,588 | ) | | | (12,531 | ) |
CMBX.NA.BB.6 | | | JPM | | | | USD | | | | 770,000 | | | | 5.00% | | | | 05/11/63 | | | | — | | | | (124,934 | ) | | | (141,264 | ) | | | (16,330 | ) |
CMBX.NA.BB.6 | | | JPM | | | | USD | | | | 765,000 | | | | 5.00% | | | | 05/11/63 | | | | — | | | | (113,079 | ) | | | (140,347 | ) | | | (27,268 | ) |
CMBX.NA.BB.6 | | | CSI | | | | USD | | | | 1,385,000 | | | | 5.00% | | | | 05/11/63 | | | | — | | | | (204,724 | ) | | | (254,092 | ) | | | (49,368 | ) |
CMBX.NA.BB.6 | | | GSC | | | | USD | | | | 2,855,000 | | | | 5.00% | | | | 05/11/63 | | | | — | | | | (310,785 | ) | | | (522,987 | ) | | | (212,202 | ) |
CMBX.NA.BB.8 | | | MSC | | | | USD | | | | 5,083,000 | | | | 5.00% | | | | 10/17/57 | | | | — | | | | (1,415,562 | ) | | | (1,317,777 | ) | | | 97,785 | |
CMBX.NA.BB.8 | | | CSI | | | | USD | | | | 2,507,000 | | | | 5.00% | | | | 10/17/57 | | | | — | | | | (698,126 | ) | | | (649,944 | ) | | | 48,182 | |
CMBX.NA.BB.8 | | | CSI | | | | USD | | | | 2,490,000 | | | | 5.00% | | | | 10/17/57 | | | | — | | | | (693,392 | ) | | | (645,536 | ) | | | 47,856 | |
CMBX.NA.BB.8 | | | GSC | | | | USD | | | | 910,000 | | | | 5.00% | | | | 10/17/57 | | | | — | | | | (275,516 | ) | | | (235,919 | ) | | | 39,597 | |
CMBX.NA.BB.8 | | | MSC | | | | USD | | | | 865,000 | | | | 5.00% | | | | 10/17/57 | | | | — | | | | (247,673 | ) | | | (224,252 | ) | | | 23,421 | |
CMBX.NA.BB.8 | | | GSC | | | | USD | | | | 655,000 | | | | 5.00% | | | | 10/17/57 | | | | — | | | | (192,716 | ) | | | (169,810 | ) | | | 22,906 | |
CMBX.NA.BB.8 | | | CSI | | | | USD | | | | 1,070,000 | | | | 5.00% | | | | 10/17/57 | | | | — | | | | (297,964 | ) | | | (277,400 | ) | | | 20,564 | |
CMBX.NA.BB.8 | | | MSC | | | | USD | | | | 740,000 | | | | 5.00% | | | | 10/17/57 | | | | — | | | | (211,573 | ) | | | (191,846 | ) | | | 19,727 | |
CMBX.NA.BB.8 | | | GSC | | | | USD | | | | 360,000 | | | | 5.00% | | | | 10/17/57 | | | | — | | | | (99,797 | ) | | | (93,331 | ) | | | 6,466 | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| OTC Credit Default Swap Contracts Outstanding at June 30, 2017 - (continued) | |
Reference Entity | | Counter-
party | | | Notional
Amount (a) | | | (Pay)/Receive
Fixed Rate/
Implied Credit
Spread (b) | | | Expiration
Date | | | Upfront
Premiums
Paid | | | Upfront
Premiums
Received | | | Market
Value† | | | Unrealized
Appreciation/
(Depreciation) | |
Credit default swaps on indices: - (continued) | |
Sell protection: - (continued) | |
CMBX.NA.BB.8 | | | JPM | | | | USD | | | | 770,000 | | | | 5.00% | | | | 10/17/57 | | | $ | — | | | $ | (169,305 | ) | | $ | (199,624 | ) | | $ | (30,319 | ) |
CMBX.NA.BB.8 | | | GSC | | | | USD | | | | 915,000 | | | | 5.00% | | | | 10/17/57 | | | | — | | | | (143,836 | ) | | | (237,216 | ) | | | (93,380 | ) |
CMBX.NA.BB.8 | | | GSC | | | | USD | | | | 965,000 | | | | 5.00% | | | | 10/17/57 | | | | — | | | | (96,713 | ) | | | (250,178 | ) | | | (153,465 | ) |
CMBX.NA.BB.8 | | | MLI | | | | USD | | | | 1,350,000 | | | | 5.00% | | | | 10/17/57 | | | | — | | | | (169,368 | ) | | | (349,990 | ) | | | (180,622 | ) |
CMBX.NA.BB.8 | | | GSC | | | | USD | | | | 1,280,000 | | | | 5.00% | | | | 10/17/57 | | | | — | | | | (147,815 | ) | | | (331,842 | ) | | | (184,027 | ) |
CMBX.NA.BB.8 | | | UBS | | | | USD | | | | 1,455,000 | | | | 5.00% | | | | 10/17/57 | | | | — | | | | (164,277 | ) | | | (377,212 | ) | | | (212,935 | ) |
CMBX.NA.BB.8 | | | BOA | | | | USD | | | | 2,095,000 | | | | 5.00% | | | | 10/17/57 | | | | — | | | | (143,678 | ) | | | (543,132 | ) | | | (399,454 | ) |
CMBX.NA.BB.9 | | | GSC | | | | USD | | | | 1,350,000 | | | | 5.00% | | | | 09/15/58 | | | | — | | | | (369,373 | ) | | | (255,405 | ) | | | 113,968 | |
CMBX.NA.BB.9 | | | GSC | | | | USD | | | | 525,000 | | | | 5.00% | | | | 09/15/58 | | | | — | | | | (142,405 | ) | | | (99,324 | ) | | | 43,081 | |
CMBX.NA.BB.9 | | | MLI | | | | USD | | | | 675,000 | | | | 5.00% | | | | 09/17/58 | | | | — | | | | (186,586 | ) | | | (127,703 | ) | | | 58,883 | |
CMBX.NA.BB.9 | | | JPM | | | | USD | | | | 720,000 | | | | 5.00% | | | | 09/17/58 | | | | — | | | | (193,670 | ) | | | (136,217 | ) | | | 57,453 | |
CMBX.NA.BB.9 | | | MLI | | | | USD | | | | 665,000 | | | | 5.00% | | | | 09/17/58 | | | | — | | | | (178,875 | ) | | | (125,810 | ) | | | 53,065 | |
CMBX.NA.BBB.6 | | | MSC | | | | USD | | | | 465,000 | | | | 3.00% | | | | 05/11/63 | | | | — | | | | (40,768 | ) | | | (54,063 | ) | | | (13,295 | ) |
CMBX.NA.BBB.6 | | | CSI | | | | USD | | | | 920,000 | | | | 3.00% | | | | 05/11/63 | | | | — | | | | (131,037 | ) | | | (107,117 | ) | | | 23,920 | |
CMBX.NA.BBB.6 | | | GSC | | | | USD | | | | 2,725,000 | | | | 3.00% | | | | 05/11/63 | | | | — | | | | (308,884 | ) | | | (317,050 | ) | | | (8,166 | ) |
PrimeX.ARM.2 | | | MSC | | | | USD | | | | 2,843,327 | | | | 4.58% | | | | 12/25/37 | | | | 102,325 | | | | — | | | | 39,880 | | | | (62,445 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | | | | | | | | | | | | | | | | | | | | | $ | 127,323 | | | $ | (12,818,977 | ) | | $ | (13,382,441 | ) | | $ | (690,787 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total traded indices | | | | | | | | | | | | | | | | | | | | | | $ | 9,912,784 | | | $ | (12,818,977 | ) | | $ | (5,551,006 | ) | | $ | (2,644,813 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Credit default swaps on single-name issues: | |
Buy protection: | |
Republic of Turkey | | | GSC | | | | USD | | | | 4,230,000 | | | | (1.00%)/1.93% | | | | 06/20/22 | | | $ | 225,431 | | | $ | — | | | $ | 180,147 | | | $ | (45,284 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Credit default swaps on single-name issues: | |
Sell protection: | |
Anadarko Petroleum Corp. | | | MSC | | | | USD | | | | 3,195,000 | | | | 1.00%/1.53% | | | | 06/20/22 | | | $ | — | | | $ | (142,379 | ) | | $ | (77,747 | ) | | $ | 64,632 | |
Brazil (Federated Republic of) | | | GSC | | | | USD | | | | 1,495,000 | | | | 1.00%/2.15% | | | | 12/20/21 | | | | — | | | | (109,378 | ) | | | (71,195 | ) | | | 38,183 | |
Brazil (Federated Republic of) | | | GSC | | | | USD | | | | 1,490,000 | | | | 1.00%/2.15% | | | | 12/20/21 | | | | — | | | | (108,612 | ) | | | (70,957 | ) | | | 37,655 | |
Republic of Turkey | | | BCLY | | | | USD | | | | 2,052,000 | | | | 1.00%/1.93% | | | | 06/20/22 | | | | — | | | | (87,893 | ) | | | (87,391 | ) | | | 502 | |
South Africa Government International Bond | | | BCLY | | | | USD | | | | 2,045,000 | | | | 1.00%/1.97% | | | | 06/20/22 | | | | — | | | | (80,840 | ) | | | (90,716 | ) | | | (9,876 | ) |
United Mexican States | | | BOA | | | | USD | | | | 2,224,000 | | | | 1.00%/1.13% | | | | 06/20/22 | | | | — | | | | (18,607 | ) | | | (12,793 | ) | | | 5,814 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | | | | | | | | | | | | | | | | | | | | | $ | — | | | $ | (547,709 | ) | | $ | (410,799 | ) | | $ | 136,910 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total single-name issues | | | | | | | | | | | | | | | | | | | | | | $ | 225,431 | | | $ | (547,709 | ) | | $ | (230,652 | ) | | $ | 91,626 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total OTC contracts | | | | | | | | | | | | | | | | | | | | | | $ | 10,138,215 | | | $ | (13,366,686 | ) | | $ | (5,781,658 | ) | | $ | (2,553,187 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| (a) | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. |
| (b) | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues, U.S. municipal issues or sovereign government issues as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the reference entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. The percentage shown is the implied credit spread on June 30, 2017. For credit default swap agreements on indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Credit spreads are unaudited. |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| Centrally Cleared Credit Default Swap Contracts Outstanding at June 30, 2017 | |
Reference Entity | | Notional
Amount (a) | | | (Pay)/Receive
Fixed Rate | | | Expiration
Date | | | Cost
Basis | | | Market
Value† | | | Unrealized
Appreciation/
(Depreciation) | |
Credit default swaps on indices: | |
Buy protection: | |
CDX.EM.27 | | | USD | | | | 23,790,000 | | | | (1.00 | %) | | | 06/20/22 | | | $ | (986,988 | ) | | $ | (1,071,556 | ) | | $ | (84,568 | ) |
CDX.NA.HY.28 | | | USD | | | | 48,049,000 | | | | (5.00 | %) | | | 06/20/22 | | | | (3,082,785 | ) | | | (3,262,361 | ) | | | (179,576 | ) |
CDX.NA.IG.28 | | | USD | | | | 49,334,000 | | | | (1.00 | %) | | | 06/20/22 | | | | (905,128 | ) | | | (911,868 | ) | | | (6,740 | ) |
ITRAXX.EUR.27 | | | EUR | | | | 33,107,000 | | | | (1.00 | %) | | | 06/20/22 | | | | (695,590 | ) | | | (823,511 | ) | | | (127,921 | ) |
ITRAXX.XOV.27 | | | EUR | | | | 6,470,000 | | | | (5.00 | %) | | | 06/20/22 | | | | (868,348 | ) | | | (834,618 | ) | | | 33,730 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | | | | | | | | | | | | | | | | | $ | (6,538,839 | ) | | $ | (6,903,914 | ) | | $ | (365,075 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | | | | | | | | | | | | | | | | | $ | (6,538,839 | ) | | $ | (6,903,914 | ) | | $ | (365,075 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| (a) | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| Cross Currency Swap Contracts Outstanding at June 30, 2017 | |
Receive | | Pay | | Maturity
Date(1) | | | Counter-
party | | | Notional
Amount of
Currency
Received | | | Notional
Amount of
Currency
Delivered | | | Upfront
Premiums
Paid | | | Upfront
Premiums
Received | | | Market
Value† | | | Unrealized
Appreciation/
(Depreciation) | |
Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered | | Fixed Rate equal to 4.58% based on the notional amount of currency delivered | | | 09/20/22 | | | | GSC | | | | USD | | | | 3,088,193 | | | | CNH | | | | 21,500,000 | | | $ | — | | | $ | (41,447 | ) | | $ | (120,378 | ) | | $ | (78,931 | ) |
Fixed Rate equal to 4.58% based on the notional amount of currency delivered | | Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered | | | 09/20/22 | | | | GSC | | | | CNH | | | | 21,500,000 | | | | USD | | | | 3,088,193 | | | | 41,447 | | | | — | | | | 82,828 | | | | 41,381 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 41,447 | | | $ | (41,447 | ) | | $ | (37,550 | ) | | $ | (37,550 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| (1) | At the maturity date, the notional amount of the currency received will be exchanged back for the notional amount of the currency delivered. |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| OTC Interest Rate Swap Contracts Outstanding at June 30, 2017 | |
Counterparty | | Payments made
by Fund | | | Payments received
by Fund | | | Notional
Amount | | | Expiration
Date | | | Upfront
Premiums
Paid | | | Upfront
Premiums
Received | | | Market
Value† | | | Unrealized
Appreciation/
(Depreciation) | |
BOA | | | 1.81% Fixed | | | | CPURNSA | | | | USD | | | | 35,710,000 | | | | 09/22/25 | | | $ | — | | | $ | — | | | $ | 294,640 | | | $ | 294,640 | |
BOA | | | 1.82% Fixed | | | | CPURNSA | | | | USD | | | | 39,085,000 | | | | 09/22/25 | | | | — | | | | — | | | | 300,413 | | | | 300,413 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | | | | | | | | | | | | | | | | | | | | | $ | — | | | $ | — | | | $ | 595,053 | | | $ | 595,053 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| Centrally Cleared Interest Rate Swap Contracts Outstanding at June 30, 2017 | |
Payments made by Fund | | Payments received
by Fund | | | Notional
Amount | | | Expiration
Date | | | Upfront
Premiums
Paid | | | Upfront
Premiums
Received | | | Market
Value† | | | Unrealized
Appreciation/
(Depreciation) | |
12M Federal Funds Rate | | | 1.62 | % Fixed | | | USD | | | | 13,700,000 | | | | 11/14/26 | | | $ | — | | | $ | — | | | $ | 330,502 | | | $ | 330,502 | |
3M USD LIBOR | | | 2.14 | % Fixed | | | USD | | | | 7,345,000 | | | | 05/15/24 | | | | — | | | | — | | | | (7,098 | ) | | | (7,098 | ) |
3M USD LIBOR | | | 2.20 | % Fixed | | | USD | | | | 7,315,000 | | | | 05/15/24 | | | | — | | | | — | | | | (34,364 | ) | | | (34,364 | ) |
3M USD LIBOR | | | 2.20 | % Fixed | | | USD | | | | 7,340,000 | | | | 05/15/24 | | | | — | | | | — | | | | (34,481 | ) | | | (34,481 | ) |
3M USD LIBOR | | | 2.12 | % Fixed | | | USD | | | | 18,880,000 | | | | 06/07/27 | | | | — | | | | — | | | | 240,001 | | | | 240,001 | |
3M USD LIBOR | | | 2.12 | % Fixed | | | USD | | | | 18,950,000 | | | | 06/07/27 | | | | — | | | | — | | | | 235,707 | | | | 235,707 | |
3M USD LIBOR | | | 2.11 | % Fixed | | | USD | | | | 16,607,000 | | | | 06/07/27 | | | | — | | | | — | | | | 217,164 | | | | 217,164 | |
3M USD LIBOR | | | 2.12 | % Fixed | | | USD | | | | 16,665,000 | | | | 06/07/27 | | | | — | | | | — | | | | 211,084 | | | | 211,084 | |
3M USD LIBOR | | | 2.39 | % Fixed | | | USD | | | | 1,840,000 | | | | 06/09/47 | | | | — | | | | — | | | | 55,979 | | | | 55,979 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | | | | | | | | | | | | | | | | | $ | — | | | $ | — | | | $ | 1,214,494 | | | $ | 1,214,494 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | | | | | | | | | | | | | | | | | |
| Foreign Currency Contracts Outstanding at June 30, 2017 | |
Currency | | Buy/Sell | | | Delivery
Date | | | Counterparty | | | Contract
Amount | | | Market
Value† | | | Unrealized
Appreciation/
(Depreciation) | |
ARS | | | Sell | | | | 09/20/17 | | | | BOA | | | $ | 2,227,203 | | | $ | 2,170,883 | | | $ | 56,320 | |
BRL | | | Sell | | | | 09/05/17 | | | | GSC | | | | 3,317,723 | | | | 3,269,306 | | | | 48,417 | |
EGP | | | Buy | | | | 03/06/18 | | | | GSC | | | | 132,789 | | | | 130,545 | | | | (2,244 | ) |
EGP | | | Buy | | | | 03/06/18 | | | | GSC | | | | 166,438 | | | | 163,195 | | | | (3,243 | ) |
EGP | | | Buy | | | | 03/06/18 | | | | CBK | | | | 374,070 | | | | 359,038 | | | | (15,032 | ) |
EGP | | | Buy | | | | 03/29/18 | | | | CBK | | | | 954,152 | | | | 962,133 | | | | 7,981 | |
EGP | | | Sell | | | | 03/06/18 | | | | GSC | | | | 649,305 | | | | 652,778 | | | | (3,473 | ) |
EGP | | | Sell | | | | 03/29/18 | | | | GSC | | | | 958,546 | | | | 962,132 | | | | (3,586 | ) |
EUR | | | Sell | | | | 07/31/17 | | | | DEUT | | | | 1,142,325 | | | | 1,146,368 | | | | (4,043 | ) |
EUR | | | Sell | | | | 07/31/17 | | | | CIB | | | | 911,790 | | | | 918,696 | | | | (6,906 | ) |
EUR | | | Sell | | | | 07/31/17 | | | | CBK | | | | 6,241,044 | | | | 6,361,083 | | | | (120,039 | ) |
EUR | | | Sell | | | | 09/20/17 | | | | HSBC | | | | 1,333,054 | | | | 1,359,277 | | | | (26,223 | ) |
MXN | | | Sell | | | | 09/20/17 | | | | RBC | | | | 5,199,926 | | | | 5,162,079 | | | | 37,847 | |
RON | | | Buy | | | | 08/28/17 | | | | CBK | | | | 4,862,899 | | | | 5,166,757 | | | | 303,858 | |
RON | | | Buy | | | | 08/28/17 | | | | CBK | | | | 65,140 | | | | 69,008 | | | | 3,868 | |
RON | | | Sell | | | | 08/28/17 | | | | JPM | | | | 3,319,296 | | | | 3,263,413 | | | | 55,883 | |
RON | | | Sell | | | | 08/28/17 | | | | BNP | | | | 2,003,824 | | | | 1,972,351 | | | | 31,473 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Total | | | | | | | | | | | | | | | | | | | | | | $ | 360,858 | |
| | | | | | | | | | | | | | | | | | | | | | | | |
| † | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
| | |
| GLOSSARY: (abbreviations used in preceding Schedule of Investments) |
|
| Counterparty Abbreviations: |
BCLY | | Barclays |
BNP | | BNP Paribas Securities Services |
BOA | | Banc of America Securities LLC |
CBK | | Citibank NA |
CIB | | Credit Agricole |
CSI | | Credit Suisse International |
DEUT | | Deutsche Bank Securities, Inc. |
GSC | | Goldman Sachs & Co. |
HSBC | | HSBC Bank USA |
JPM | | JP Morgan Chase & Co. |
MLI | | Merrill Lynch International |
MSC | | Morgan Stanley |
RBC | | RBC Dominion Securities, Inc. |
UBS | | UBS AG |
|
| Currency Abbreviations: |
ARS | | Argentine Peso |
BRL | | Brazilian Real |
CNH | | Chinese Renminbi |
EGP | | Egyptian Pound |
EUR | | Euro |
MXN | | Mexican Peso |
RON | | New Romanian Leu |
USD | | United States Dollar |
UYU | | Uruguayan Peso |
| | |
| Index Abbreviations: |
ABX.HE | | Markit Asset Backed Security Home Equity |
CDX.EM | | Credit Derivatives Emerging Markets |
CDX.NA.HY | | Credit Derivatives North American High Yield |
CDX.NA.IG | | Credit Derivatives North American Investment Grade |
CMBX.NA | | Markit Commercial Mortgage Backed North American |
CPURNSA | | Consumer Price All Urban Non-Seasonally Adjusted |
ITRAXX.EUR | | Markit iTraxx - Europe |
ITRAXX.XOV | | Markit iTraxx Index - Europe Crossover |
PrimeX.ARM | | Markit PrimeX Adjustable Rate Mortgage Backed Security |
|
| Other Abbreviations: |
CDO | | Collateralized Debt Obligation |
CLO | | Collateralized Loan Obligation |
CMO | | Collateralized Mortgage Obligation |
EM | | Emerging Markets |
FHLMC | | Federal Home Loan Mortgage Corp. |
FNMA | | Federal National Mortgage Association |
GNMA | | Government National Mortgage Association |
LIBOR | | London Interbank Offered Rate |
MSCI | | Morgan Stanley Capital International |
OTC | | Over-the-Counter |
TBA | | To Be Announced |
|
| Municipal Abbreviations: |
GO | | General Obligation |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2017 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
| | | Total | | | Level 1(1) | | | Level 2(1) | | | Level 3(1) | |
Assets | | | | | | | | | | | | | | | | |
Asset & Commercial Mortgage Backed Securities | | $ | 760,687,298 | | | $ | — | | | $ | 760,687,298 | | | $ | — | |
Corporate Bonds | | | 747,365,224 | | | | — | | | | 747,365,224 | | | | — | |
Foreign Government Obligations | | | 63,722,695 | | | | — | | | | 63,722,695 | | | | — | |
Municipal Bonds | | | 35,974,870 | | | | — | | | | 35,974,870 | | | | — | |
Senior Floating Rate Interests | | | 98,745,892 | | | | — | | | | 98,745,892 | | | | — | |
U.S. Government Agencies | | | 1,310,099,869 | | | | — | | | | 1,310,099,869 | | | | — | |
U.S. Government Securities | | | 162,013,849 | | | | — | | | | 162,013,849 | | | | — | |
Common Stocks | | | | | | | | | | | | | | | | |
Energy | | | 145,572 | | | | — | | | | — | | | | 145,572 | |
Utilities | | | 223,963 | | | | 223,962 | | | | — | | | | 1 | |
Preferred Stocks | | | 2,776,013 | | | | 2,776,013 | | | | — | | | | — | |
Short-Term Investments | | | 19,790,117 | | | | 19,790,117 | | | | — | | | | — | |
Purchased Options | | | 2,335,799 | | | | — | | | | 2,335,799 | | | | — | |
Foreign Currency Contracts(2) | | | 545,647 | | | | — | | | | 545,647 | | | | — | |
Futures Contracts(2) | | | 2,920,064 | | | | 2,920,064 | | | | — | | | | — | |
Swaps - Credit Default(2) | | | 1,811,606 | | | | — | | | | 1,811,606 | | | | — | |
Swaps - Cross Currency(2) | | | 41,381 | | | | — | | | | 41,381 | | | | — | |
Swaps - Interest Rate(2) | | | 1,885,490 | | | | — | | | | 1,885,490 | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 3,211,085,349 | | | $ | 25,710,156 | | | $ | 3,185,229,620 | | | $ | 145,573 | |
| | | | | | | | | | | | | | | | |
Liabilities | |
Foreign Currency Contracts(2) | | $ | (184,789 | ) | | $ | — | | | $ | (184,789 | ) | | $ | — | |
Futures Contracts(2) | | | (589,159 | ) | | | (589,159 | ) | | | — | | | | — | |
Swaps - Credit Default(2) | | | (4,729,868 | ) | | �� | — | | | | (4,729,868 | ) | | | — | |
Swaps - Cross Currency(2) | | | (78,931 | ) | | | — | | | | (78,931 | ) | | | — | |
Swaps - Interest Rate(2) | | | (75,943 | ) | | | — | | | | (75,943 | ) | | | — | |
TBA Sale Commitments | | | (334,846,714 | ) | | | — | | | | (334,846,714 | ) | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | (340,505,404 | ) | | $ | (589,159 | ) | | $ | (339,916,245 | ) | | $ | — | |
| | | | | | | | | | | | | | | | |
| (1) | For the six-month period ended June 30, 2017, there were no transfers between Level 1 and Level 2, and investments valued at $8,753,000 were transferred from Level 3 to Level 2 due to the expiration of trading restrictions. |
| (2) | Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments. |
Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the six-month period ended June 30, 2017 is not presented.
| Note: | For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period. |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Ultrashort Bond HLS Fund |
Schedule of Investments
June 30, 2017 (Unaudited)
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 31.4% | |
| | | | | | | Asset-Backed - Automobile - 14.5% | |
| | | | | | | | Ally Auto Receivables Trust | | | | |
| | $ | | | | 2,690,000 | | | 1.38%, 10/15/2019 | | $ | 2,687,719 | |
| | | | | 800,000 | | | 1.49%, 11/15/2019 | | | 799,732 | |
| | | | | 2,850,000 | | | 1.53%, 03/16/2020 | | | 2,848,852 | |
| | | | | | | | American Credit Acceptance Receivables Trust | | | | |
| | | | | 2,015,429 | | | 1.72%, 06/15/2020(1) | | | 2,013,964 | |
| | | | | 2,850,000 | | | 1.84%, 07/13/2020(1) | | | 2,849,105 | |
| | | | | | | | AmeriCredit Automobile Receivables Trust | | | | |
| | | | | 159,665 | | | 1.26%, 04/08/2019 | | | 159,643 | |
| | | | | 477,325 | | | 1.26%, 11/08/2019 | | | 477,109 | |
| | | | | 622,213 | | | 1.42%, 10/08/2019 | | | 622,030 | |
| | | | | 505,000 | | | 1.46%, 05/10/2021 | | | 503,537 | |
| | | | | 525,000 | | | 1.51%, 05/18/2020 | | | 524,598 | |
| | | | | 119,005 | | | 1.52%, 06/10/2019 | | | 119,012 | |
| | | | | 830,000 | | | 1.65%, 09/18/2020 | | | 829,732 | |
| | | | | | | | ARI Fleet Lease Trust | | | | |
| | | | | 635,000 | | | 1.91%, 04/15/2026(1) | | | 634,264 | |
| | | | | | | | BMW Vehicle Lease Trust | | | | |
| | | | | 860,000 | | | 1.55%, 02/20/2019 | | | 860,228 | |
| | | | | 1,025,000 | | | 1.64%, 07/22/2019 | | | 1,025,145 | |
| | | | | | | | Capital Auto Receivables Asset Trust | | | | |
| | | | | 2,075,265 | | | 1.62%, 03/20/2019 | | | 2,075,883 | |
| | | | | 1,240,000 | | | 1.86%, 10/21/2019 | | | 1,241,997 | |
| | | | | | | | CarMax Auto Owner Trust | | | | |
| | | | | 249,254 | | | 1.09%, 04/15/2019 | | | 249,137 | |
| | | | | 925,468 | | | 1.24%, 06/17/2019 | | | 924,954 | |
| | | | | 2,297,818 | | | 1.32%, 07/15/2019 | | | 2,296,501 | |
| | | | | 1,360,000 | | | 1.54%, 02/18/2020 | | | 1,359,834 | |
| | | | | 3,578,000 | | | 1.56%, 11/16/2020 | | | 3,574,802 | |
| | | | | | | | Chesapeake Funding LLC | | | | |
| | | | | 700,000 | | | 1.49%, 05/15/2029(1)(2) | | | 699,972 | |
| | | | | 1,315,897 | | | 2.31%, 03/15/2028(1)(2) | | | 1,326,028 | |
| | | | | | | | Chrysler Capital Auto Receivables Trust | | | | |
| | | | | 730,535 | | | 1.36%, 01/15/2020(1) | | | 729,659 | |
| | | | | 4,790,000 | | | 1.76%, 12/16/2019(1) | | | 4,790,933 | |
| | | | | | | | Enterprise Fleet Financing LLC | | | | |
| | | | | 2,581,221 | | | 1.74%, 02/22/2022(1) | | | 2,578,599 | |
| | | | | 815,000 | | | 1.97%, 01/20/2023(1) | | | 814,958 | |
| | | | | | | | Fifth Third Auto Trust | | | | |
| | | | | 1,512,319 | | | 1.42%, 03/16/2020 | | | 1,511,409 | |
| | | | | | | | First Investors Auto Owner Trust | | | | |
| | | | | 589,491 | | | 1.69%, 04/15/2021(1) | | | 588,964 | |
| | | | | | | | Flagship Credit Auto Trust | | | | |
| | | | | 910,000 | | | 1.85%, 07/15/2021(1) | | | 909,937 | |
| | | | | | | | Ford Credit Auto Lease Trust | | | | |
| | | | | 2,401,495 | | | 1.38%, 12/15/2018 | | | 2,401,417 | |
| | | | | 1,065,000 | | | 1.56%, 11/15/2019 | | | 1,065,295 | |
| | | | | | | | Ford Credit Auto Owner Trust | | | | |
| | | | | 2,102,457 | | | 1.04%, 09/15/2019 | | | 2,098,905 | |
| | | | | 1,500,000 | | | 2.26%, 11/15/2025(1) | | | 1,513,764 | |
| | | | | | | | GM Financial Automobile Leasing Trust | | | | |
| | | | | 669,364 | | | 1.28%, 10/22/2018 | | | 668,677 | |
| | | | | 1,782,485 | | | 1.53%, 09/20/2018 | | | 1,782,985 | |
| | | | | 590,000 | | | 1.61%, 12/20/2019 | | | 588,973 | |
| | | | | 740,000 | | | 1.67%, 09/20/2019 | | | 740,336 | |
| | | | | 894,959 | | | 1.68%, 12/20/2018 | | | 895,652 | |
| | | | | | | | GM Financial Consumer Automobile | | | | |
| | | | | 525,000 | | | 1.29%, 03/16/2020(1)(2) | | | 525,018 | |
| | | | | 450,000 | | | 1.51%, 03/16/2020(1) | | | 449,755 | |
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 31.4% -
(continued) | |
| | | | | | | Asset-Backed - Automobile - 14.5% - (continued) | |
| | | | | | | | Harley-Davidson Motorcycle Trust | | | | |
| | $ | | | | 1,566,088 | | | 1.41%, 06/15/2020 | | $ | 1,564,913 | |
| | | | | | | | Huntington Auto Trust | | | | |
| | | | | 1,731,560 | | | 1.29%, 05/15/2019 | | | 1,730,683 | |
| | | | | | | | Hyundai Auto Lease Securitization Trust | | | | |
| | | | | 810,000 | | | 1.52%, 10/15/2019(1) | | | 809,520 | |
| | | | | 3,040,000 | | | 1.88%, 08/17/2020(1) | | | 3,042,451 | |
| | | | | | | | Hyundai Auto Receivables Trust | | | | |
| | | | | 1,845,000 | | | 1.48%, 02/18/2020 | | | 1,843,991 | |
| | | | | | | | Mercedes-Benz Auto Lease Trust | | | | |
| | | | | 928,942 | | | 1.15%, 01/15/2019 | | | 928,071 | |
| | | | | 2,805,000 | | | 1.53%, 08/15/2019 | | | 2,803,861 | |
| | | | | | | | Mercedes-Benz Auto Receivables Trust | | | | |
| | | | | 1,205,000 | | | 1.26%, 02/16/2021 | | | 1,199,164 | |
| | | | | | | | Nissan Auto Lease Trust | | | | |
| | | | | 1,844,438 | | | 1.22%, 08/15/2018 | | | 1,843,292 | |
| | | | | | | | Nissan Auto Receivables Owner Trust | | | | |
| | | | | 772,720 | | | 1.05%, 04/15/2019 | | | 771,812 | |
| | | | | | | | Prestige Auto Receivables Trust | | | | |
| | | | | 1,431,954 | | | 1.46%, 07/15/2020(1) | | | 1,428,610 | |
| | | | | 639,651 | | | 1.78%, 08/15/2019(1) | | | 640,013 | |
| | | | | | | | Santander Drive Auto Receivables Trust | | | | |
| | | | | 620,000 | | | 1.49%, 02/18/2020 | | | 619,534 | |
| | | | | | | | Securitized Term Auto Receivables Trust | | | | |
| | | | | 1,100,000 | | | 1.51%, 04/25/2019(1) | | | 1,099,060 | |
| | | | | | | | Toyota Auto Receivables Owner Trust | | | | |
| | | | | 450,000 | | | 1.30%, 04/15/2020 | | | 448,740 | |
| | | | | | | | Westlake Automobile Receivables Trust | | | | |
| | | | | 2,026,783 | | | 1.57%, 06/17/2019(1) | | | 2,026,639 | |
| | | | | 1,170,000 | | | 1.78%, 04/15/2020(1) | | | 1,169,407 | |
| | | | | | | | Wheels SPV LLC | | | | |
| | | | | 401,173 | | | 1.59%, 05/20/2025(1) | | | 399,961 | |
| | | | | | | | World Omni Auto Receivables Trust | | | | |
| | | | | 299,784 | | | 0.96%, 07/15/2019 | | | 299,656 | |
| | | | | | | | World Omni Automobile Lease Securitization Trust | | | | |
| | | | | 219,748 | | | 1.06%, 05/15/2018 | | | 219,693 | |
| | | | | 1,030,000 | | | 1.68%, 12/16/2019 | | | 1,030,563 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 81,278,648 | |
| | | | | | | | | | | | |
| | | | | | | Asset-Backed - Credit Card - 7.7% | |
| | | | | | | | BA Credit Card Trust | | | | |
| | | | | 2,995,000 | | | 1.54%, 06/15/2021(2) | | | 3,007,586 | |
| | | | | | | | Barclays Dryrock Issuance Trust | | | | |
| | | | | 915,000 | | | 1.49%, 03/15/2023(2) | | | 916,268 | |
| | | | | | | | Cabela’s Credit Card Master Note Trust | | | | |
| | | | | 3,000,000 | | | 1.61%, 07/15/2022(2) | | | 3,010,201 | |
| | | | | 1,785,000 | | | 1.78%, 06/15/2022 | | | 1,782,128 | |
| | | | | | | | Capital One Multi-Asset Execution Trust | | | | |
| | | | | 2,500,000 | | | 1.61%, 02/15/2022(2) | | | 2,514,707 | |
| | | | | | | | CARDS II Trust | | | | |
| | | | | 1,815,000 | | | 1.53%, 04/18/2022(1)(2) | | | 1,815,967 | |
| | | | | | | | CARDS Trust | | | | |
| | | | | 2,480,000 | | | 1.86%, 07/15/2021(1)(2) | | | 2,491,349 | |
| | | | | | | | Chase Issuance Trust | | | | |
| | | | | 2,250,000 | | | 1.27%, 07/15/2021 | | | 2,229,413 | |
| | | | | 6,000,000 | | | 1.58%, 11/16/2020(2) | | | 6,025,499 | |
| | | | | | | | Evergreen Credit Card Trust | | | | |
| | | | | 4,750,000 | | | 1.88%, 04/15/2020(1)(2) | | | 4,770,998 | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Ultrashort Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 31.4% -
(continued) | |
| | | | | | | Asset-Backed - Credit Card - 7.7% - (continued) | |
| | | | | | | | Master Credit Card Trust | | | | |
| | $ | | | | 3,650,000 | | | 1.96%, 09/23/2019(1)(2) | | $ | 3,667,304 | |
| | | | | | | | Penarth Master Issuer plc | | | | |
| | | | | 2,000,000 | | | 1.86%, 03/18/2020(1)(2) | | | 2,003,160 | |
| | | | | | | | Synchrony Credit Card Master Note Trust | | | | |
| | | | | 2,855,000 | | | 1.60%, 04/15/2021 | | | 2,855,479 | |
| | | | | 3,500,000 | | | 1.61%, 11/15/2020 | | | 3,501,993 | |
| | | | | | | | Trillium Credit Card Trust | | | | |
| | | | | 2,380,000 | | | 1.94%, 05/26/2021(1)(2) | | | 2,389,684 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 42,981,736 | |
| | | | | | | | | | | | |
| | | | | | | Asset-Backed - Finance & Insurance - 6.5% | |
| | | | | | | | Ally Master Owner Trust | | | | |
| | | | | 2,000,000 | | | 1.54%, 09/15/2019 | | | 2,000,392 | |
| | | | | 3,275,000 | | | 1.60%, 10/15/2019 | | | 3,275,643 | |
| | | | | 2,500,000 | | | 1.65%, 10/15/2019(2) | | | 2,502,113 | |
| | | | | | | | CNH Equipment Trust | | | | |
| | | | | 1,383,634 | | | 1.26%, 02/18/2020 | | | 1,381,885 | |
| | | | | 627,547 | | | 1.31%, 10/15/2019 | | | 626,978 | |
| | | | | 2,095,000 | | | 1.64%, 07/15/2020 | | | 2,094,445 | |
| | | | | | | | Ford Credit Floorplan Master Owner Trust | | | | |
| | | | | 1,745,000 | | | 1.69%, 07/15/2020(2) | | | 1,750,997 | |
| | | | | 1,380,000 | | | 1.76%, 08/15/2020(2) | | | 1,386,455 | |
| | | | | | | | GMF Floorplan Owner Revolving Trust | | | | |
| | | | | 1,150,000 | | | 1.66%, 05/15/2020(1)(2) | | | 1,152,994 | |
| | | | | 1,440,000 | | | 1.73%, 01/18/2022(1)(2) | | | 1,445,384 | |
| | | | | | | | GreatAmerica Leasing Receivables Funding LLC | | | | |
| | | | | 807,970 | | | 1.57%, 05/21/2018(1) | | | 807,957 | |
| | | | | 915,000 | | | 1.72%, 04/22/2019(1) | | | 914,475 | |
| | | | | | | | John Deere Owner Trust | | | | |
| | | | | 1,194,414 | | | 1.09%, 02/15/2019 | | | 1,193,331 | |
| | | | | 830,000 | | | 1.50%, 10/15/2019 | | | 829,218 | |
| | | | | | | | Kubota Credit Owner Trust | | | | |
| | | | | 57,595 | | | 1.16%, 05/15/2018(1) | | | 57,589 | |
| | | | | 632,891 | | | 1.25%, 04/15/2019(1) | | | 631,904 | |
| | | | | | | | MMAF Equipment Finance LLC | | | | |
| | | | | 2,878,720 | | | 1.39%, 10/16/2019(1) | | | 2,875,495 | |
| | | | | 965,000 | | | 1.73%, 05/18/2020(1) | | | 964,886 | |
| | | | | | | | New York City Tax Lien | | | | |
| | | | | 439,480 | | | 1.34%, 11/10/2028(1) | | | 438,250 | |
| | | | | 407,783 | | | 1.47%, 11/10/2029(1) | | | 408,435 | |
| | | | | | | | Verizon Owner Trust | | | | |
| | | | | 2,250,000 | | | 1.42%, 01/20/2021(1) | | | 2,238,870 | |
| | | | | 730,000 | | | 1.92%, 12/20/2021(1) | | | 729,888 | |
| | | | | 905,000 | | | 2.06%, 09/20/2021(1) | | | 909,446 | |
| | | | | | | | Volvo Financial Equipment LLC | | | | |
| | | | | 3,965,000 | | | 1.55%, 10/15/2019(1) | | | 3,960,028 | |
| | | | | | | | Wells Fargo Dealer Floorplan Master Note Trust | | | | |
| | | | | 1,630,000 | | | 1.59%, 07/20/2019(2) | | | 1,630,186 | |
| | | | | | | | | | | | |
| | | | | | | | | 36,207,244 | |
| | | | | | | | | | | | |
| | | | | | | Asset-Backed - Student Loan - 1.6% | |
| | | | | | | | Navient Student Loan Trust | | | | |
| | | | | 2,127,072 | | | 1.62%, 07/26/2066(1)(2) | | | 2,130,352 | |
| | | | | 692,218 | | | 1.70%, 03/25/2066(1)(2) | | | 693,774 | |
| | | | | | | | SLM Student Loan Trust | | | | |
| | | | | 1,372,369 | | | 1.25%, 10/25/2024(2) | | | 1,370,295 | |
| | | | | 998,966 | | | 1.28%, 01/25/2027(2) | | | 993,574 | |
| | | | | 279,893 | | | 1.57%, 10/25/2021(2) | | | 280,020 | |
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 31.4% -
(continued) | |
| | | | | | | Asset-Backed - Student Loan - 1.6% - (continued) | |
| | $ | | | | 1,392,842 | | | 1.74%, 03/25/2026(2) | | $ | 1,396,399 | |
| | | | | 2,063,300 | | | 1.82%, 11/25/2027(2) | | | 2,072,376 | |
| | | | | | | | | | | | |
| | | | | | | | | 8,936,790 | |
| | | | | | | | | | | | |
| | | | | | | Commercial Mortgage - Backed Securities - 1.1% | |
| | | | | | | | Community or Commercial Mortgage Trust | | | | |
| | | | | 1,291,270 | | | 1.91%, 01/10/2046 | | | 1,292,539 | |
| | | | | | | | FREMF Mortgage Trust | | | | |
| | | | | 1,365,000 | | | 1.35%, 02/25/2020(2) | | | 1,368,590 | |
| | | | | | | | LB-UBS Commercial Mortgage Trust | | | | |
| | | | | 3,271,517 | | | 6.30%, 04/15/2041(2) | | | 3,334,695 | |
| | | | | | | | | | | | |
| | | | | | | | | 5,995,824 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | Total Asset & Commercial Mortgage Backed Securities
(cost $175,502,460) | | $ | 175,400,242 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | | |
| CORPORATE BONDS - 41.9% | |
| | | | | | | Agriculture - 0.9% | |
| | | | | | | | BAT International Finance plc | | | | |
| | $ | | | | 2,000,000 | | | 1.76%, 06/15/2018(1)(2) | | $ | 2,005,424 | |
| | | | | | | | Philip Morris International, Inc. | | | | |
| | | | | 1,750,000 | | | 1.59%, 02/21/2020(2) | | | 1,758,251 | |
| | | | | | | | Reynolds American, Inc. | | | | |
| | | | | 1,425,000 | | | 2.30%, 06/12/2018 | | | 1,431,206 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 5,194,881 | |
| | | | | | | | | | | | |
| | | | | | | Auto Manufacturers - 4.4% | |
| | | | | | | | American Honda Finance Corp. | | | | |
| | | | | 2,500,000 | | | 1.62%, 07/13/2018(2) | | | 2,508,130 | |
| | | | | | | | Daimler Finance North America LLC | | | | |
| | | | | 1,750,000 | | | 1.50%, 07/05/2019(1) | | | 1,733,337 | |
| | | | | 2,000,000 | | | 1.65%, 05/18/2018(1) | | | 1,999,026 | |
| | | | | | | | Ford Motor Credit Co. LLC | | | | |
| | | | | 2,500,000 | | | 2.06%, 03/12/2019(2) | | | 2,506,192 | |
| | | | | 1,500,000 | | | 2.26%, 03/28/2019 | | | 1,504,089 | |
| | | | | | | | Harley-Davidson Financial Services, Inc. | | | | |
| | | | | 1,500,000 | | | 2.25%, 01/15/2019(1) | | | 1,505,034 | |
| | | | | | | | Nissan Motor Acceptance Corp. | | | | |
| | | | | 2,000,000 | | | 1.50%, 03/02/2018(1) | | | 1,996,394 | |
| | | | | | | | PACCAR Financial Corp. | | | | |
| | | | | 1,000,000 | | | 1.40%, 05/18/2018 | | | 999,557 | |
| | | | | 1,500,000 | | | 1.82%, 12/06/2018(2) | | | 1,510,916 | |
| | | | | | | | Toyota Motor Credit Corp. | | | | |
| | | | | 1,250,000 | | | 1.20%, 04/06/2018 | | | 1,247,560 | |
| | | | | 2,000,000 | | | 1.42%, 04/17/2020(2) | | | 2,004,520 | |
| | | | | 1,850,000 | | | 1.48%, 01/12/2018(2) | | | 1,852,749 | |
| | | | | | | | Volkswagen Group of America Finance LLC | | | | |
| | | | | 3,000,000 | | | 1.64%, 05/22/2018(1)(2) | | | 3,002,358 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 24,369,862 | |
| | | | | | | | | | | | |
| | | | | | | Beverages - 2.2% | |
| | | | | | | | Anheuser-Busch InBev Finance, Inc. | | | | |
| | | | | 5,000,000 | | | 1.57%, 02/01/2019(2) | | | 5,009,045 | |
| | | | | | | | Anheuser-Busch InBev Worldwide, Inc. | | | | |
| | | | | 6,000,000 | | | 1.86%, 08/01/2018(2) | | | 6,047,646 | |
| | | | | | | | PepsiCo, Inc. | | | | |
| | | | | 1,250,000 | | | 1.21%, 05/02/2019(2) | | | 1,249,951 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 12,306,642 | |
| | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Ultrashort Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| CORPORATE BONDS - 41.9% - (continued) | |
| | | | | | | Biotechnology - 0.3% | |
| | | | | | | | Amgen, Inc. | | | | |
| | $ | | | | 2,000,000 | | | 1.50%, 05/10/2019(2) | | $ | 2,005,634 | |
| | | | | | | | | | | | |
| | | | | | | Chemicals - 0.5% | |
| | | | | | | | Air Liquide Finance S.A. | | | | |
| | | | | 1,250,000 | | | 1.38%, 09/27/2019(1) | | | 1,233,002 | |
| | | | | | | | EI du Pont de Nemours & Co. | | | | |
| | | | | 1,450,000 | | | 1.70%, 05/01/2020(2) | | | 1,458,716 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 2,691,718 | |
| | | | | | | | | | | | |
| | | | | | | Commercial Banks - 18.8% | |
| | | | | | | | ABN Amro Bank N.V. | | | | |
| | | | | 2,200,000 | | | 1.80%, 01/18/2019(1)(2) | | | 2,208,182 | |
| | | | | | | | Bank of America Corp. | | | | |
| | | | | 2,000,000 | | | 1.70%, 08/25/2017 | | | 2,000,864 | |
| | | | | 1,280,000 | | | 2.00%, 01/11/2018 | | | 1,281,958 | |
| | | | | 2,000,000 | | | 2.20%, 01/15/2019(2) | | | 2,025,100 | |
| | | | | 2,000,000 | | | 2.36%, 03/22/2018(2) | | | 2,012,094 | |
| | | | | 720,000 | | | 5.65%, 05/01/2018 | | | 742,610 | |
| | | | | | | | Bank of Montreal | | | | |
| | | | | 1,350,000 | | | 1.35%, 08/28/2018 | | | 1,344,928 | |
| | | | | 2,000,000 | | | 1.40%, 04/10/2018 | | | 1,997,672 | |
| | | | | | | | Bank of Nova Scotia | | | | |
| | | | | 1,750,000 | | | 1.65%, 06/14/2019 | | | 1,742,874 | |
| | | | | | | | Bank of Tokyo-Mitsubishi UFJ Ltd. | | | | |
| | | | | 2,000,000 | | | 1.53%, 09/08/2017(1)(2) | | | 2,000,334 | |
| | | | | | | | BB&T Corp. | | | | |
| | | | | 1,500,000 | | | 1.82%, 06/15/2020(2) | | | 1,507,500 | |
| | | | | 2,500,000 | | | 1.83%, 02/01/2019(2) | | | 2,517,697 | |
| | | | | | | | Capital One Financial Corp. | | | | |
| | | | | 1,250,000 | | | 1.94%, 05/12/2020(2) | | | 1,256,105 | |
| | | | | 1,500,000 | | | 2.17%, 03/09/2022(2) | | | 1,497,021 | |
| | | | | | | | Citigroup, Inc. | | | | |
| | | | | 4,000,000 | | | 1.93%, 04/08/2019(2) | | | 4,025,944 | |
| | | | | | | | Citizens Bank NA | | | | |
| | | | | 1,500,000 | | | 1.75%, 03/02/2020(2) | | | 1,501,205 | |
| | | | | | | | Commonwealth Bank of Australia | | | | |
| | | | | 2,070,000 | | | 1.82%, 11/07/2019(1)(2) | | | 2,082,470 | |
| | | | | | | | Credit Agricole S.A. | | | | |
| | | | | 2,500,000 | | | 2.20%, 06/10/2020(1)(2) | | | 2,529,295 | |
| | | | | | | | Credit Suisse AG | | | | |
| | | | | 2,250,000 | | | 1.70%, 04/27/2018 | | | 2,249,847 | |
| | | | | 2,250,000 | | | 1.85%, 04/27/2018(2) | | | 2,258,674 | |
| | | | | | | | Danske Bank A/S | | | | |
| | | | | 1,500,000 | | | 1.72%, 03/02/2020(1)(2) | | | 1,503,042 | |
| | | | | 2,000,000 | | | 1.80%, 09/06/2019(1)(2) | | | 2,007,498 | |
| | | | | | | | Fifth Third Bank | | | | |
| | | | | 2,350,000 | | | 1.88%, 09/27/2019(2) | | | 2,363,783 | |
| | | | | 2,000,000 | | | 2.08%, 08/20/2018(2) | | | 2,009,644 | |
| | | | | | | | Goldman Sachs Group, Inc. | | | | |
| | | | | 2,000,000 | | | 2.31%, 04/23/2020(2) | | | 2,033,392 | |
| | | | | 3,500,000 | | | 2.35%, 11/15/2021(2) | | | 3,532,462 | |
| | | | | 1,000,000 | | | 2.37%, 04/30/2018(2) | | | 1,007,620 | |
| | | | | | | | HSBC Bank plc | | | | |
| | | | | 3,000,000 | | | 1.82%, 05/15/2018(1)(2) | | | 3,012,051 | |
| | | | | | | | Huntington National Bank | | | | |
| | | | | 1,500,000 | | | 1.74%, 03/10/2020(2) | | | 1,504,232 | |
| | | | | | | | ING Bank N.V. | | | | |
| | | | | 1,000,000 | | | 1.65%, 08/15/2019(1) | | | 990,155 | |
| | | | | 2,300,000 | | | 1.80%, 03/16/2018(1)(2) | | | 2,305,062 | |
| | | | | | | | JP Morgan Chase & Co. | | | | |
| | | | | 3,000,000 | | | 1.80%, 01/28/2019(2) | | | 3,018,765 | |
| | | | | 1,500,000 | | | 1.88%, 06/01/2021(2) | | | 1,502,076 | |
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| CORPORATE BONDS - 41.9% - (continued) | |
| | | | | | | Commercial Banks - 18.8% - (continued) | |
| | | | | | | | KeyBank NA | | | | |
| | $ | | | | 1,000,000 | | | 1.60%, 08/22/2019 | | $ | 992,590 | |
| | | | | 1,600,000 | | | 1.72%, 06/01/2018(2) | | | 1,606,056 | |
| | | | | | | | Morgan Stanley | | | | |
| | | | | 3,000,000 | | | 2.00%, 01/24/2019(2) | | | 3,021,486 | |
| | | | | 1,275,000 | | | 5.95%, 12/28/2017 | | | 1,301,016 | |
| | | | | | | | PNC Bank NA | | | | |
| | | | | 2,000,000 | | | 1.45%, 07/29/2019 | | | 1,980,988 | |
| | | | | 870,000 | | | 1.70%, 12/07/2018 | | | 869,890 | |
| | | | | | | | Royal Bank of Canada | | | | |
| | | | | 3,000,000 | | | 1.61%, 01/10/2019(2) | | | 3,010,014 | |
| | | | | | | | Santander UK plc | | | | |
| | | | | 1,500,000 | | | 1.71%, 09/29/2017(2) | | | 1,500,719 | |
| | | | | 2,500,000 | | | 2.04%, 08/24/2018(2) | | | 2,515,947 | |
| | | | | | | | Societe Generale S.A. | | | | |
| | | | | 3,000,000 | | | 2.38%, 10/01/2018(2) | | | 3,020,127 | |
| | | | | | | | Standard Chartered plc | | | | |
| | | | | 2,000,000 | | | 1.80%, 04/17/2018(1)(2) | | | 1,997,740 | |
| | | | | | | | Sumitomo Mitsui Banking Corp. | | | | |
| | | | | 1,250,000 | | | 1.83%, 10/19/2018(2) | | | 1,253,274 | |
| | | | | | | | SunTrust Bank | | | | |
| | | | | 3,000,000 | | | 1.70%, 01/31/2020(2) | | | 3,019,158 | |
| | | | | | | | Svenska Handelsbanken AB | | | | |
| | | | | 1,665,000 | | | 1.71%, 09/06/2019(2) | | | 1,672,231 | |
| | | | | | | | Toronto-Dominion Bank | | | | |
| | | | | 2,250,000 | | | 1.45%, 08/13/2019 | | | 2,230,333 | |
| | | | | | | | U.S. Bancorp | | | | |
| | | | | 875,000 | | | 1.67%, 11/15/2018(2) | | | 879,611 | |
| | | | | | | | U.S. Bank NA | | | | |
| | | | | 1,250,000 | | | 1.47%, 01/24/2020(2) | | | 1,254,460 | |
| | | | | | | | UBS AG | | | | |
| | | | | 1,250,000 | | | 1.54%, 12/07/2018(1)(2) | | | 1,250,400 | |
| | | | | 800,000 | | | 1.80%, 06/08/2020(1)(2) | | | 801,096 | |
| | | | | 1,500,000 | | | 2.00%, 03/26/2018(2) | | | 1,506,766 | |
| | | | | | | | Wells Fargo Bank NA | | | | |
| | | | | 1,500,000 | | | 1.65%, 01/22/2018 | | | 1,501,017 | |
| | | | | 2,000,000 | | | 1.87%, 12/06/2019(2) | | | 2,023,396 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 104,780,471 | |
| | | | | | | | | | | | |
| | | | | | | Commercial Services - 0.2% | |
| | | | | | | | Catholic Health Initiatives | | | | |
| | | | | 1,370,000 | | | 1.60%, 11/01/2017 | | | 1,370,215 | |
| | | | | | | | | | | | |
| | | | | | | Diversified Financial Services - 1.7% | |
| | | | | | | | American Express Credit Corp. | | | | |
| | | | | 1,000,000 | | | 1.50%, 05/03/2019(2) | | | 1,002,843 | |
| | | | | 2,500,000 | | | 1.82%, 03/18/2019(2) | | | 2,512,480 | |
| | | | | | | | General Electric Co. | | | | |
| | | | | 3,000,000 | | | 2.01%, 04/02/2018(2) | | | 3,015,789 | |
| | | | | | | | Protective Life Global Funding | | | | |
| | | | | 1,465,000 | | | 1.72%, 04/15/2019(1) | | | 1,454,911 | |
| | | | | | | | Synchrony Financial | | | | |
| | | | | 1,700,000 | | | 2.40%, 02/03/2020(2) | | | 1,712,840 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 9,698,863 | |
| | | | | | | | | | | | |
| | | | | | | Electric - 0.2% | |
| | | | | | | | Pacific Gas & Electric Co. | | | | |
| | | | | 1,080,000 | | | 1.40%, 11/30/2017(2) | | | 1,080,260 | |
| | | | | | | | | | | | |
| | | | | | | Electronics - 0.4% | |
| | | | | | | | Honeywell International, Inc. | | | | |
| | | | | 2,000,000 | | | 1.45%, 10/30/2019(2) | | | 2,011,096 | |
| | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Ultrashort Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| CORPORATE BONDS - 41.9% - (continued) | |
| | | | | | | Healthcare - Products - 0.3% | |
| | | | | | | | Medtronic, Inc. | | | | |
| | $ | | | | 1,820,000 | | | 1.50%, 03/15/2018 | | $ | 1,820,389 | |
| | | | | | | | | | | | |
| | | | | | | Healthcare - Services - 0.4% | |
| | | | | | | | Roche Holdings, Inc. | | | | |
| | | | | 2,500,000 | | | 1.64%, 09/30/2019(1)(2) | | | 2,507,190 | |
| | | | | | | | | | | | |
| | | | | | | Insurance - 2.4% | |
| | | | | | | | Berkshire Hathaway, Inc. | | | | |
| | | | | 2,000,000 | | | 1.15%, 08/15/2018 | | | 1,992,812 | |
| | | | | | | | Jackson National Life Global Funding | | | | |
| | | | | 1,400,000 | | | 1.54%, 12/27/2018(1)(2) | | | 1,399,591 | |
| | | | | | | | MassMutual Global Funding II | | | | |
| | | | | 1,500,000 | | | 1.55%, 10/11/2019(1) | | | 1,483,190 | |
| | | | | | | | Metropolitan Life Global Funding I | | | | |
| | | | | 2,460,000 | | | 1.75%, 12/19/2018(1) | | | 2,456,873 | |
| | | | | | | | New York Life Global Funding | | | | |
| | | | | 2,000,000 | | | 1.43%, 04/09/2020(1)(2) | | | 2,004,788 | |
| | | | | | | | Prudential Financial, Inc. | | | | |
| | | | | 4,000,000 | | | 1.96%, 08/15/2018(2) | | | 4,026,248 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 13,363,502 | |
| | | | | | | | | | | | |
| | | | | | | IT Services - 0.5% | |
| | | | | | | | Apple, Inc. | | | | |
| | | | | 1,425,000 | | | 1.25%, 05/11/2020(2) | | | 1,423,800 | |
| | | | | | | | Hewlett Packard Enterprise Co. | | | | |
| | | | | 1,167,000 | | | 2.45%, 10/05/2017 | | | 1,169,915 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 2,593,715 | |
| | | | | | | | | | | | |
| | | | | | | Machinery - Construction & Mining - 0.3% | |
| | | | | | | | Caterpillar Financial Services Corp. | | | | |
| | | | | 1,750,000 | | | 1.57%, 03/22/2019(2) | | | 1,753,169 | |
| | | | | | | | | | | | |
| | | | | | | Machinery - Diversified - 0.6% | |
| | | | | | | | John Deere Capital Corp. | | | | |
| | | | | 2,000,000 | | | 1.54%, 03/13/2020(2) | | | 2,004,122 | |
| | | | | 1,125,000 | | | 1.58%, 06/22/2020(2) | | | 1,126,373 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 3,130,495 | |
| | | | | | | | | | | | |
| | | | | | | Media - 1.0% | |
| | | | | | | | NBCUniversal Enterprise, Inc. | | | | |
| | | | | 1,125,000 | | | 1.70%, 04/01/2021(1)(2) | | | 1,127,833 | |
| | | | | 3,000,000 | | | 1.84%, 04/15/2018(1)(2) | | | 3,015,432 | |
| | | | | | | | Walt Disney Co. | | | | |
| | | | | 1,315,000 | | | 0.88%, 07/12/2019 | | | 1,295,458 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 5,438,723 | |
| | | | | | | | | | | | |
| | | | | | | Miscellaneous Manufacturing - 0.6% | |
| | | | | | | | Siemens Financieringsmaatschappij N.V. | | | | |
| | | | | 1,700,000 | | | 1.56%, 09/13/2019(1)(2) | | | 1,706,003 | |
| | | | | 1,500,000 | | | 1.59%, 03/16/2020(1)(2) | | | 1,503,622 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 3,209,625 | |
| | | | | | | | | | | | |
| | | | | | | Oil & Gas - 3.2% | |
| | | | | | | | BP Capital Markets plc | | | | |
| | | | | 2,345,000 | | | 1.67%, 02/13/2018 | | | 2,346,419 | |
| | | | | 4,000,000 | | | 1.93%, 09/26/2018(2) | | | 4,024,952 | |
| | | | | | | | Chevron Corp. | | | | |
| | | | | 1,500,000 | | | 1.43%, 03/03/2020(2) | | | 1,503,516 | |
| | | | | | | | ConocoPhillips Co. | | | | |
| | | | | 3,000,000 | | | 1.51%, 05/15/2018(2) | | | 3,005,028 | |
| | | | | | | | Exxon Mobil Corp. | | | | |
| | | | | 2,500,000 | | | 1.44%, 03/01/2018 | | | 2,500,445 | |
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| CORPORATE BONDS - 41.9% - (continued) | |
| | | | | | | Oil & Gas - 3.2% - (continued) | |
| | | | | | | | Phillips 66 | | | | |
| $ | | | | | 1,660,000 | | | 1.89%, 04/15/2020(1)(2) | | $ | 1,663,338 | |
| | | | | | | | Statoil ASA | | | | |
| | | | | 3,000,000 | | | 1.64%, 11/08/2018(2) | | | 3,014,310 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 18,058,008 | |
| | | | | | | | | | | | |
| | | | | | | Oil & Gas Services - 0.3% | |
| | | | | | | | Schlumberger Holdings Corp. | | | | |
| | | | | 1,800,000 | | | 1.90%, 12/21/2017(1) | | | 1,801,663 | |
| | | | | | | | | | | | |
| | | | | | | Pharmaceuticals - 1.8% | |
| | | | | | | | Actavis Funding SCS | | | | |
| | | | | 4,700,000 | | | 2.31%, 03/12/2018(2) | | | 4,725,235 | |
| | | | | | | | Baxalta, Inc. | | | | |
| | | | | 1,750,000 | | | 2.07%, 06/22/2018(2) | | | 1,758,657 | |
| | | | | | | | Bayer US Finance LLC | | | | |
| | | | | 2,000,000 | | | 1.58%, 10/06/2017(1)(2) | | | 2,000,342 | |
| | | | | | | | Cardinal Health, Inc. | | | | |
| | | | | 1,425,000 | | | 1.95%, 06/14/2019 | | | 1,426,415 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 9,910,649 | |
| | | | | | | | | | | | |
| | | | | | | Retail - 0.5% | |
| | | | | | | | CVS Health Corp. | | | | |
| | | | | 1,500,000 | | | 1.90%, 07/20/2018 | | | 1,503,897 | |
| | | | | | | | Home Depot, Inc. | | | | |
| | | | | 1,500,000 | | | 1.37%, 06/05/2020(2) | | | 1,501,178 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 3,005,075 | |
| | | | | | | | | | | | |
| | | | | | | Semiconductors - 0.4% | |
| | | | | | | | QUALCOMM, Inc. | | | | |
| | | | | 2,000,000 | | | 1.65%, 05/20/2020(2) | | | 2,009,024 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | Total Corporate Bonds
(cost $233,522,896) | | $ | 234,110,869 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | | |
| MUNICIPAL BONDS - 0.4% | |
| | | | | | | General - 0.4% | |
| | | | | | | | Fresno County, CA | | | | |
| $ | | | | | 325,000 | | | 4.66%, 08/15/2018 | | $ | 330,548 | |
| | | | | | | | Illinois State, GO | | | | |
| | | | | 1,750,000 | | | 5.13%, 07/01/2017 | | | 1,750,000 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 2,080,548 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | Total Municipal Bonds
(cost $2,081,038) | | $ | 2,080,548 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | | |
| U.S. GOVERNMENT AGENCIES - 15.0% | |
| | | | | | | FFCB - 4.5% | | | |
| $ | | | | | 25,000,000 | | | 0.67%, 10/18/2017 $ | | $ | 24,967,950 | |
| | | | | | | | | | | | |
| | | | | | | FHLB - 7.1% | |
| | | | | 9,800,000 | | | 0.75%, 09/08/2017 | | | 9,794,237 | |
| | | | | 15,000,000 | | | 0.88%, 01/30/2018 | | | 14,968,995 | |
| | | | | 15,000,000 | | | 1.38%, 05/28/2019 | | | 14,983,950 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 39,747,182 | |
| | | | | | | | | | | | |
| | | | | | | FHLMC - 3.4% | |
| | | | | 3,825,000 | | | 0.75%, 04/09/2018 | | | 3,810,649 | |
| | | | | 15,000,000 | | | 1.00%, 09/29/2017 | | | 14,996,475 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 18,807,124 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | Total U.S. Government Agencies
(cost $83,593,339) | | $ | 83,522,256 | |
| | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Ultrashort Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| U.S. GOVERNMENT SECURITIES - 10.1% | |
| | | | | | | U.S. Treasury Securities - 10.1% | |
| | | | | | | U.S. Treasury Notes - 10.1% | |
| $ | | | | | 10,000,000 | | | 0.75%, 10/31/2017 | | $ | 9,988,600 | |
| | | | | 14,000,000 | | | 0.75%, 01/31/2018 | | | 13,965,448 | |
| | | | | 25,000,000 | | | 0.88%, 01/31/2018 | | | 24,956,225 | |
| | | | | 7,500,000 | | | 1.00%, 02/15/2018 | | | 7,489,470 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 56,399,743 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 56,399,743 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | Total U.S. Government Securities
(cost $56,474,649) | | $ | 56,399,743 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | Total Long-Term Investments
(cost $551,174,382) | | $ | 551,513,658 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | | |
| SHORT-TERM INVESTMENTS - 1.2% | |
| | | | | | | Foreign Government Obligations - 0.9% | |
| | | | | | | Canada - 0.3% | |
| | | | | | | | Canadian Imperial Bank of Commerce | | | | |
| $ | | | | | 1,500,000 | | | 1.52%, 12/01/2017(3) | | $ | 1,501,949 | |
| | | | | | | | | | | | |
| | | | | | | Switzerland - 0.6% | | | |
| | | | | | | | Credit Suisse NY | | | | |
| | | | | 3,200,000 | | | 1.75%, 11/14/2017(3) | | | 3,204,542 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 4,706,491 | |
| | | | | | | | | | | | |
| | | | | | | Other Investment Pools & Funds - 0.3% | |
| | | | | 1,820,612 | | | Fidelity Institutional Government Fund, Institutional Class | | | 1,820,612 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | Total Short-Term Investments
(cost $6,522,561) | | $ | 6,527,103 | |
| | | | | | | | | | | | |
| | | | | | | | | | | | |
| | | |
| | | | Total Investments
(cost $557,696,943)^ | | | 100.0 | % | | $ | 558,040,761 | |
| | | | Other Assets and Liabilities | | | 0.0 | % | | | (187,509 | ) |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 557,853,252 | |
| | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Ultrashort Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
| | The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types. |
| | For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes. |
| ^ | Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of: |
| | | | |
Unrealized Appreciation | | $ | 900,285 | |
Unrealized Depreciation | | | (556,467 | ) |
| | | | |
Net Unrealized Appreciation | | $ | 343,818 | |
| | | | |
| (1) | Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At June 30, 2017, the aggregate value of these securities was $128,825,446, which represented 23.1% of total net assets. |
| (2) | Variable rate securities; the rate reported is the coupon rate in effect at June 30, 2017. |
| (3) | The rate shown represents current yield to maturity. |
| † | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
| | |
| GLOSSARY: (abbreviations used in preceding Schedule of Investments) |
|
| Other Abbreviations: |
FFCB | | Federal Farm Credit Bank |
FHLB | | Federal Home Loan Bank |
FHLMC | | Federal Home Loan Mortgage Corp. |
|
| Municipal Abbreviations: |
GO | | General Obligation |
The accompanying notes are an integral part of these financial statements.
|
| Hartford Ultrashort Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2017 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
| | | Total | | | Level 1(1) | | | Level 2(1) | | | Level 3(1) | |
Assets | | | | | | | | | | | | | | | | |
Asset & Commercial Mortgage Backed Securities | | $ | 175,400,242 | | | $ | — | | | $ | 175,400,242 | | | $ | — | |
Corporate Bonds | | | 234,110,869 | | | | — | | | | 234,110,869 | | | | — | |
Municipal Bonds | | | 2,080,548 | | | | — | | | | 2,080,548 | | | | — | |
U.S. Government Agencies | | | 83,522,256 | | | | — | | | | 83,522,256 | | | | — | |
U.S. Government Securities | | | 56,399,743 | | | | — | | | | 56,399,743 | | | | — | |
Short-Term Investments | | | 6,527,103 | | | | 1,820,612 | | | | 4,706,491 | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 558,040,761 | | | $ | 1,820,612 | | | $ | 556,220,149 | | | $ | — | |
| | | | | | | | | | | | | | | | |
| (1) | For the six-month period ended June 30, 2017, there were no transfers between any levels. |
The accompanying notes are an integral part of these financial statements.
|
| Hartford U.S. Government Securities HLS Fund |
Schedule of Investments
June 30, 2017 (Unaudited)
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 16.1% | |
| | | | | | | Asset-Backed - Automobile - 0.8% | |
| | $ | | | | 3,350,000 | | | Westlake Automobile Receivables Trust
3.40%, 01/15/2021(1) | | $ | 3,375,405 | |
| | | | | | | | | | | | |
| | | | | | | Asset-Backed - Finance & Insurance - 4.4% | |
| | | | | 2,990,000 | | | Ares CLO Ltd.
2.35%, 04/17/2026(1)(2) | | | 2,991,435 | |
| | | | | 1,530,000 | | | Cent CLO Ltd.
2.27%, 07/23/2025(1)(2) | | | 1,531,174 | |
| | | | | 4,070,000 | | | Dryden Senior Loan Fund
2.24%, 04/18/2026(1)(2) | | | 4,067,949 | |
| | | | | 580,000 | | | Green Tree Agency Advance Funding Trust
2.38%, 10/15/2048(1) | | | 577,598 | |
| | | | | 1,700,000 | | | Limerock CLO Ltd.
2.46%, 04/18/2026(1)(2) | | | 1,703,189 | |
| | | | | 1,285,000 | | | Shackleton CLO Ltd.
3.11%, 04/15/2027(1)(2) | | | 1,285,077 | |
| | | | | 4,720,000 | | | Springleaf Funding Trust
3.16%, 11/15/2024(1) | | | 4,762,690 | |
| | | | | 771,629 | | | Structured Asset Securities Corp.
2.72%, 02/25/2033(2) | | | 765,270 | |
| | | | | 833,445 | | | Towd Point Mortgage Trust
2.75%, 04/25/2057(1)(2) | | | 841,390 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 18,525,772 | |
| | | | | | | | | | | | |
| | | | | | | Asset-Backed - Home Equity - 1.0% | |
| | | | | 839,635 | | | Morgan Stanley Asset Backed Securities Capital I, Inc. Trust
2.72%, 11/25/2032(2) | | | 836,187 | |
| | | | | 3,606,000 | | | NRZ Advance Receivables Trust
2.58%, 10/15/2049(1) | | | 3,585,781 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 4,421,968 | |
| | | | | | | | | | | | |
| | | | | | | Commercial Mortgage - Backed Securities - 4.1% | |
| | | | | 3,400,000 | | | CSMC Trust
2.76%, 04/05/2033(1) | | | 3,440,457 | |
| | | | | | | | FREMF Mortgage Trust | | | | |
| | | | | 5,845,000 | | | 1.35%, 02/25/2020(2) | | | 5,860,373 | |
| | | | | 460,000 | | | 2.97%, 03/25/2045(1)(2) | | | 459,448 | |
| | | | | 1,225,000 | | | 3.82%, 04/25/2048(1)(2) | | | 1,226,199 | |
| | | | | 2,645,000 | | | 3.94%, 06/25/2047(1)(2) | | | 2,718,469 | |
| | | | | 1,665,000 | | | 4.17%, 11/25/2044(1)(2) | | | 1,700,033 | |
| | | | | 1,990,000 | | | 5.69%, 04/25/2020(1)(2) | | | 2,148,444 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 17,553,423 | |
| | | | | | | | | | | | |
| | | | | | | Whole Loan Collateral CMO - 5.8% | |
| | | | | 502,609 | | | Angel Oak Mortgage Trust LLC
2.81%, 01/25/2047(1)(2) | | | 503,645 | |
| | | | | 951,598 | | | COLT Mortgage Loan Trust
2.75%, 09/25/2046(1)(2) | | | 961,017 | |
| | | | | 1,081,723 | | | Deephaven Residential Mortgage Trust
2.73%, 12/26/2046(1)(2) | | | 1,081,383 | |
| | | | | | | | LSTAR Securities Investment Trust | | | | |
| | | | | 1,515,569 | | | 3.00%, 10/01/2021(1)(2) | | | 1,509,825 | |
| | | | | 930,550 | | | 3.05%, 04/01/2022(1)(2) | | | 915,987 | |
| | | | | 697,304 | | | Mill City Mortgage Loan Trust
2.50%, 04/25/2057(1)(2) | | | 698,644 | |
| | | | | | | | New Residential Mortgage Loan Trust | | | | |
| | | | | 1,477,111 | | | 3.25%, 09/25/2056(1)(2) | | | 1,506,576 | |
| | | | | 1,913,159 | | | 3.75%, 03/25/2056(1)(2) | | | 1,961,283 | |
| | | | | 1,216,507 | | | Sequoia Mortgage Trust
1.67%, 02/20/2035(2) | | | 1,201,764 | |
| | | | | 1,993,077 | | | Thornburg Mortgage Securities Trust
3.11%, 04/25/2045(2) | | | 1,998,225 | |
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 16.1% -
(continued) | |
| | | | | | | Whole Loan Collateral CMO - 5.8% - (continued) | |
| | | | | | | | Towd Point Mortgage Trust | | | | |
| | $ | | | | 1,808,465 | | | 2.75%, 04/25/2055(1)(2) | | $ | 1,822,216 | |
| | | | | 88,872 | | | 2.75%, 05/25/2055(1)(2) | | | 89,557 | |
| | | | | 530,777 | | | 2.75%, 08/25/2055(1)(2) | | | 536,351 | |
| | | | | 2,182,889 | | | 3.00%, 03/25/2054(1)(2) | | | 2,203,748 | |
| | | | | 2,399,000 | | | 3.75%, 04/25/2055(1)(2) | | | 2,464,618 | |
| | | | | | | | WaMu Mortgage Pass-Through Certificates Trust | | | | |
| | | | | 1,684,725 | | | 2.73%, 03/25/2033(2) | | | 1,686,402 | |
| | | | | 1,827,419 | | | 2.79%, 10/25/2035(2) | | | 1,828,152 | |
| | | | | 1,347,231 | | | Wells Fargo Mortgage Backed Securities Trust 2.93%, 09/25/2033(2) | | | 1,369,613 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 24,339,006 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | Total Asset & Commercial Mortgage Backed Securities
(cost $67,601,657) | | $ | 68,215,574 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | | |
| U.S. GOVERNMENT AGENCIES - 53.9% | |
| | | | | | | FHLMC - 18.6% | |
| | $ | | | | 4,053,294 | | | 1.38%, 04/25/2020(2) | | $ | 4,055,659 | |
| | | | | 8,746,642 | | | 1.57%, 01/25/2022 | | | 8,684,103 | |
| | | | | 1,081,921 | | | 2.42%, 08/25/2029(2) | | | 1,094,041 | |
| | | | | 1,162,607 | | | 2.50%, 12/15/2026(3) | | | 76,690 | |
| | | | | 1,081,064 | | | 2.50%, 03/15/2028(3) | | | 90,191 | |
| | | | | 753,892 | | | 2.50%, 05/15/2028(3) | | | 61,828 | |
| | | | | 1,094,675 | | | 3.00%, 05/15/2032(3) | | | 92,110 | |
| | | | | 747,733 | | | 3.00%, 03/15/2033(3) | | | 98,481 | |
| | | | | 4,550,890 | | | 3.00%, 11/01/2036 | | | 4,619,915 | |
| | | | | 2,146,474 | | | 3.00%, 06/15/2041 | | | 2,195,098 | |
| | | | | 4,955,209 | | | 3.00%, 07/15/2041 | | | 5,055,521 | |
| | | | | 185,562 | | | 3.00%, 09/01/2045 | | | 185,381 | |
| | | | | 696,148 | | | 3.00%, 10/01/2046 | | | 697,258 | |
| | | | | 6,200,000 | | | 3.00%, 07/01/2047(4)(5) | | | 6,186,438 | |
| | | | | 6,205,000 | | | 3.50%, 11/15/2025 | | | 6,541,582 | |
| | | | | 1,390,111 | | | 3.50%, 06/15/2026(3) | | | 108,948 | |
| | | | | 467,275 | | | 3.50%, 09/15/2026(3) | | | 46,571 | |
| | | | | 819,553 | | | 3.50%, 03/15/2027(3) | | | 79,086 | |
| | | | | 5,100,000 | | | 3.50%, 07/01/2047(5) | | | 5,243,463 | |
| | | | | 460,568 | | | 4.00%, 07/15/2027(3) | | | 51,359 | |
| | | | | 1,410,924 | | | 4.00%, 03/15/2028(3) | | | 151,602 | |
| | | | | 731,210 | | | 4.00%, 06/15/2028(3) | | | 82,294 | |
| | | | | 330,747 | | | 4.00%, 06/01/2044 | | | 348,114 | |
| | | | | 5,700,000 | | | 4.00%, 07/01/2047(4)(5) | | | 5,994,640 | |
| | | | | 5,700,000 | | | 4.00%, 08/01/2047(4)(5) | | | 5,983,285 | |
| | | | | 26,054 | | | 4.50%, 12/01/2018 | | | 26,633 | |
| | | | | 2,804,925 | | | 4.50%, 02/15/2027(3) | | | 324,039 | |
| | | | | 3,042,713 | | | 4.50%, 05/15/2034 | | | 3,201,323 | |
| | | | | 2,325,000 | | | 4.50%, 07/01/2047(4)(5) | | | 2,490,685 | |
| | | | | 2,300,000 | | | 4.50%, 08/01/2047(4)(5) | | | 2,460,919 | |
| | | | | 999,023 | | | 5.00%, 09/15/2033(3) | | | 210,475 | |
| | | | | 2,000,000 | | | 5.00%, 07/01/2047(4)(5) | | | 2,172,359 | |
| | | | | 5,324 | | | 5.50%, 06/01/2034 | | | 5,896 | |
| | | | | 42,010 | | | 5.50%, 10/01/2035 | | | 46,986 | |
| | | | | 66,652 | | | 5.50%, 04/01/2037 | | | 74,313 | |
| | | | | 839,840 | | | 5.50%, 12/01/2037 | | | 932,418 | |
| | | | | 312,250 | | | 5.50%, 04/01/2038 | | | 344,852 | |
| | | | | 20,313 | | | 5.50%, 05/01/2038 | | | 22,637 | |
| | | | | 1,659,607 | | | 5.50%, 08/01/2038 | | | 1,848,339 | |
| | | | | 3,271 | | | 5.50%, 12/01/2039 | | | 3,641 | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford U.S. Government Securities HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| U.S. GOVERNMENT AGENCIES - 53.9% - (continued) | |
| | | | | | | FHLMC - 18.6% - (continued) | |
| | $ | | | | 43,109 | | | 6.00%, 10/01/2021 | | $ | 48,440 | |
| | | | | 57,890 | | | 6.00%, 10/01/2022 | | | 65,049 | |
| | | | | 82,244 | | | 6.00%, 01/01/2028 | | | 92,682 | |
| | | | | 22,392 | | | 6.00%, 04/15/2028 | | | 25,325 | |
| | | | | 48,253 | | | 6.00%, 05/15/2028(6) | | | 53,744 | |
| | | | | 55,185 | | | 6.00%, 11/15/2028 | | | 61,317 | |
| | | | | 102,756 | | | 6.00%, 12/15/2028 | | | 114,676 | |
| | | | | 226,450 | | | 6.00%, 01/15/2029 | | | 257,257 | |
| | | | | 50,967 | | | 6.00%, 02/15/2029 | | | 56,702 | |
| | | | | 60,667 | | | 6.00%, 03/15/2029 | | | 68,632 | |
| | | | | 36,789 | | | 6.00%, 05/15/2029 | | | 41,889 | |
| | | | | 8,999 | | | 6.00%, 06/15/2029 | | | 9,997 | |
| | | | | 2,510 | | | 6.00%, 03/15/2031 | | | 2,861 | |
| | | | | 104,024 | | | 6.00%, 04/15/2031 | | | 117,925 | |
| | | | | 48,201 | | | 6.00%, 10/15/2031 | | | 54,354 | |
| | | | | 58,718 | | | 6.00%, 12/01/2031 | | | 66,901 | |
| | | | | 368,553 | | | 6.00%, 12/15/2031(6) | | | 419,796 | |
| | | | | 453,285 | | | 6.00%, 12/15/2031 | | | 515,964 | |
| | | | | 18,118 | | | 6.00%, 05/15/2032 | | | 20,495 | |
| | | | | 1,021,748 | | | 6.00%, 06/15/2032 | | | 1,156,807 | |
| | | | | 851,095 | | | 6.00%, 09/15/2032 | | | 950,668 | |
| | | | | 77,717 | | | 6.00%, 10/15/2032 | | | 89,410 | |
| | | | | 627 | | | 6.00%, 11/01/2032 | | | 713 | |
| | | | | 54,599 | | | 6.00%, 11/15/2032 | | | 61,636 | |
| | | | | 15,493 | | | 6.00%, 04/01/2033 | | | 17,409 | |
| | | | | 21,783 | | | 6.00%, 09/01/2034 | | | 24,872 | |
| | | | | 7,172 | | | 6.50%, 04/01/2028 | | | 8,004 | |
| | | | | 329,304 | | | 6.50%, 08/15/2028 | | | 369,219 | |
| | | | | 839,764 | | | 6.50%, 05/15/2032 | | | 957,777 | |
| | | | | 114,181 | | | 6.50%, 08/01/2032 | | | 128,077 | |
| | | | | 252,982 | | | 6.50%, 09/01/2032 | | | 287,193 | |
| | | | | 25,999 | | | 7.00%, 10/01/2026 | | | 26,894 | |
| | | | | 4,120 | | | 7.00%, 03/01/2027 | | | 4,504 | |
| | | | | 1,950 | | | 7.00%, 12/01/2027 | | | 1,950 | |
| | | | | 1,137 | | | 7.00%, 02/01/2029 | | | 1,294 | |
| | | | | 721 | | | 7.00%, 05/01/2029 | | | 823 | |
| | | | | 1,634 | | | 7.00%, 09/01/2029 | | | 1,806 | |
| | | | | 591 | | | 7.00%, 02/01/2031 | | | 678 | |
| | | | | 91,880 | | | 7.00%, 04/01/2032 | | | 106,717 | |
| | | | | 60,351 | | | 7.00%, 05/01/2032 | | | 61,781 | |
| | | | | 64,047 | | | 7.00%, 06/01/2032 | | | 74,567 | |
| | | | | 94,515 | | | 7.00%, 11/01/2032 | | | 103,985 | |
| | | | | 3,187 | | | 7.50%, 05/01/2024 | | | 3,502 | |
| | | | | 517 | | | 7.50%, 06/01/2024 | | | 519 | |
| | | | | 1,212 | | | 7.50%, 06/01/2025 | | | 1,314 | |
| | | | | 5,273 | | | 8.00%, 08/01/2024 | | | 5,434 | |
| | | | | 5,111 | | | 8.00%, 09/01/2024 | | | 5,285 | |
| | | | | 7,367 | | | 8.00%, 10/01/2024 | | | 7,646 | |
| | | | | 413 | | | 10.00%, 11/01/2020 | | | 415 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 78,544,078 | |
| | | | | | | | | | | | |
| | | | | | | FNMA - 31.6% | |
| | | | | 2,478,233 | | | 1.48%, 04/25/2024(2) | | | 2,484,682 | |
| | | | | 2,919,862 | | | 1.89%, 06/25/2055(2)(3) | | | 167,433 | |
| | | | | 6,400,000 | | | 1.97%, 11/01/2023 | | | 6,253,958 | |
| | | | | 1,686,261 | | | 2.00%, 09/25/2039 | | | 1,640,437 | |
| | | | | 3,830,286 | | | 2.03%, 08/25/2044(2)(3) | | | 194,755 | |
| | | | | 692,535 | | | 2.05%, 11/01/2023 | | | 680,676 | |
| | | | | 3,434,828 | | | 2.22%, 10/01/2022 | | | 3,440,651 | |
| | | | | 2,300,000 | | | 2.23%, 11/01/2023 | | | 2,277,872 | |
| | | | | 6,115,203 | | | 2.25%, 10/01/2022 | | | 6,123,239 | |
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| U.S. GOVERNMENT AGENCIES - 53.9% - (continued) | |
| | | | | | | FNMA - 31.6% - (continued) | |
| | $ | | | | 3,459,851 | | | 2.31%, 10/01/2022 | | $ | 3,480,457 | |
| | | | | 200,000 | | | 2.45%, 11/01/2022 | | | 202,144 | |
| | | | | 28,101 | | | 2.50%, 01/01/2043 | | | 27,228 | |
| | | | | 277,337 | | | 2.54%, 03/01/2023 | | | 281,512 | |
| | | | | 1,972,468 | | | 2.56%, 01/01/2019(7) | | | 1,992,722 | |
| | | | | 2,500,000 | | | 2.68%, 05/01/2025 | | | 2,501,263 | |
| | | | | 100,333 | | | 2.74%, 04/01/2022 | | | 102,958 | |
| | | | | 90,377 | | | 2.83%, 06/01/2022 | | | 93,083 | |
| | | | | 2,035,000 | | | 2.85%, 06/01/2027 | | | 2,043,562 | |
| | | | | 250,000 | | | 2.94%, 06/01/2022 | | | 258,204 | |
| | | | | 3,880,666 | | | 2.97%, 06/01/2027 | | | 3,900,582 | |
| | | | | 1,975,879 | | | 3.00%, 02/25/2027(3) | | | 165,861 | |
| | | | | 2,131,773 | | | 3.00%, 07/25/2027(3) | | | 197,646 | |
| | | | | 746,139 | | | 3.00%, 09/25/2027(3) | | | 67,781 | |
| | | | | 1,693,172 | | | 3.00%, 02/25/2028(3) | | | 164,548 | |
| | | | | 3,127,707 | | | 3.00%, 01/01/2030 | | | 3,212,364 | |
| | | | | 81,513 | | | 3.00%, 12/01/2030 | | | 83,719 | |
| | | | | 12,300,000 | | | 3.00%, 07/01/2032(4)(5) | | | 12,623,836 | |
| | | | | 183,544 | | | 3.02%, 04/01/2022 | | | 188,437 | |
| | | | | 2,405,800 | | | 3.09%, 03/01/2027 | | | 2,444,732 | |
| | | | | 7,567,736 | | | 3.11%, 10/01/2021 | | | 7,851,783 | |
| | | | | 1,360,000 | | | 3.13%, 04/01/2027 | | | 1,388,253 | |
| | | | | 850,000 | | | 3.17%, 03/01/2027 | | | 870,644 | |
| | | | | 2,660,000 | | | 3.23%, 04/01/2027 | | | 2,736,676 | |
| | | | | 589,329 | | | 3.25%, 12/01/2021 | | | 614,933 | |
| | | | | 1,475,000 | | | 3.25%, 04/01/2027 | | | 1,520,167 | |
| | | | | 439,430 | | | 3.26%, 01/01/2022 | | | 457,708 | |
| | | | | 385,200 | | | 3.34%, 03/01/2027 | | | 399,149 | |
| | | | | 265,818 | | | 3.41%, 11/01/2020 | | | 276,865 | |
| | | | | 223,383 | | | 3.50%, 11/01/2020 | | | 233,827 | |
| | | | | 4,850,744 | | | 3.50%, 04/25/2027(3) | | | 498,395 | |
| | | | | 851,931 | | | 3.50%, 05/25/2027(3) | | | 84,344 | |
| | | | | 1,372,332 | | | 3.50%, 10/25/2027(3) | | | 152,294 | |
| | | | | 412,017 | | | 3.50%, 08/25/2030(3) | | | 50,397 | |
| | | | | 993,217 | | | 3.50%, 02/25/2031(3) | | | 104,226 | |
| | | | | 759,383 | | | 3.50%, 09/25/2035(3) | | | 116,186 | |
| | | | | 13,720,617 | | | 3.50%, 04/25/2044 | | | 14,239,318 | |
| | | | | 1,929,909 | | | 3.50%, 02/01/2045 | | | 1,983,366 | |
| | | | | 4,027,914 | | | 3.50%, 01/01/2046 | | | 4,139,483 | |
| | | | | 496,063 | | | 3.51%, 11/01/2021 | | | 522,097 | |
| | | | | 1,035,050 | | | 3.59%, 09/01/2030 | | | 1,085,395 | |
| | | | | 1,774,702 | | | 3.65%, 11/01/2021 | | | 1,877,831 | |
| | | | | 85,212 | | | 3.65%, 08/01/2023 | | | 90,339 | |
| | | | | 6,219,467 | | | 3.73%, 06/01/2018 | | | 6,281,438 | |
| | | | | 1,229,074 | | | 3.73%, 07/01/2022 | | | 1,301,245 | |
| | | | | 1,034,661 | | | 3.75%, 09/01/2023 | | | 1,102,740 | |
| | | | | 94,798 | | | 3.81%, 11/01/2023 | | | 101,454 | |
| | | | | 191,353 | | | 3.83%, 07/01/2021 | | | 203,465 | |
| | | | | 286,564 | | | 3.85%, 01/01/2024 | | | 307,698 | |
| | | | | 380,903 | | | 3.87%, 01/01/2024 | | | 409,373 | |
| | | | | 386,896 | | | 3.89%, 10/01/2023 | | | 413,105 | |
| | | | | 2,700,000 | | | 3.98%, 07/01/2021 | | | 2,881,161 | |
| | | | | 179,810 | | | 3.99%, 07/01/2021 | | | 191,950 | |
| | | | | 1,427,929 | | | 4.00%, 05/25/2027(3) | | | 149,571 | |
| | | | | 1,815,915 | | | 4.00%, 11/01/2044 | | | 1,909,824 | |
| | | | | 544,913 | | | 4.01%, 08/01/2021 | | | 582,771 | |
| | | | | 1,648,302 | | | 4.50%, 10/01/2040 | | | 1,779,793 | |
| | | | | 742,529 | | | 4.50%, 10/01/2041 | | | 803,166 | |
| | | | | 2,124,967 | | | 4.50%, 01/01/2043 | | | 2,298,719 | |
| | | | | 644,256 | | | 4.50%, 09/01/2043 | | | 695,367 | |
| | | | | 2,086,388 | | | 4.50%, 08/01/2044 | | | 2,254,814 | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford U.S. Government Securities HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| U.S. GOVERNMENT AGENCIES - 53.9% - (continued) | |
| | | | | | | FNMA - 31.6% - (continued) | |
| | $ | | | | 28,213 | | | 5.00%, 08/01/2018 | | $ | 28,891 | |
| | | | | 71,643 | | | 5.00%, 10/01/2018 | | | 73,365 | |
| | | | | 157,663 | | | 5.00%, 06/01/2025 | | | 167,848 | |
| | | | | 268,449 | | | 5.24%, 07/01/2019 | | | 283,858 | |
| | | | | 427,700 | | | 5.46%, 05/25/2042(2)(3) | | | 47,544 | |
| | | | | 2,124 | | | 5.50%, 10/01/2017 | | | 2,127 | |
| | | | | 2,534 | | | 5.50%, 12/01/2017 | | | 2,539 | |
| | | | | 22,087 | | | 5.50%, 04/01/2018 | | | 22,201 | |
| | | | | 18,835 | | | 5.50%, 06/01/2018 | | | 18,926 | |
| | | | | 2,136 | | | 5.50%, 07/01/2018 | | | 2,156 | |
| | | | | 504,735 | | | 5.50%, 08/01/2019 | | | 519,106 | |
| | | | | 247,573 | | | 6.00%, 10/01/2023 | | | 278,352 | |
| | | | | 33,924 | | | 6.00%, 10/25/2028 | | | 38,291 | |
| | | | | 12,378 | | | 6.00%, 11/25/2028 | | | 13,830 | |
| | | | | 46,505 | | | 6.00%, 04/25/2029 | | | 51,663 | |
| | | | | 813 | | | 6.00%, 05/01/2029 | | | 923 | |
| | | | | 40,144 | | | 6.00%, 05/25/2029 | | | 44,715 | |
| | | | | 32,097 | | | 6.00%, 06/25/2029 | | | 36,241 | |
| | | | | 74,573 | | | 6.00%, 07/25/2029 | | | 83,275 | |
| | | | | 389,428 | | | 6.00%, 05/25/2031(6) | | | 441,739 | |
| | | | | 127,814 | | | 6.00%, 09/25/2031 | | | 145,224 | |
| | | | | 29,536 | | | 6.00%, 11/25/2031 | | | 33,374 | |
| | | | | 528,048 | | | 6.00%, 12/25/2031 | | | 590,424 | |
| | | | | 237,604 | | | 6.00%, 01/01/2032 | | | 269,185 | |
| | | | | 256 | | | 6.00%, 04/01/2032 | | | 287 | |
| | | | | 412 | | | 6.00%, 05/01/2032 | | | 469 | |
| | | | | 2,006 | | | 6.00%, 09/25/2032 | | | 2,206 | |
| | | | | 95,563 | | | 6.00%, 11/01/2032 | | | 107,443 | |
| | | | | 49,063 | | | 6.00%, 02/01/2033 | | | 55,799 | |
| | | | | 273,750 | | | 6.00%, 03/01/2033 | | | 311,550 | |
| | | | | 905,788 | | | 6.00%, 05/01/2033 | | | 1,031,745 | |
| | | | | 8,152 | | | 6.00%, 08/01/2034 | | | 9,165 | |
| | | | | 171,226 | | | 6.00%, 01/01/2035 | | | 194,950 | |
| | | | | 2,929,917 | | | 6.00%, 02/01/2037 | | | 3,327,314 | |
| | | | | 35 | | | 6.50%, 04/01/2024 | | | 38 | |
| | | | | 209 | | | 6.50%, 04/01/2027 | | | 231 | |
| | | | | 16,183 | | | 6.50%, 04/01/2028 | | | 17,899 | |
| | | | | 130 | | | 6.50%, 05/01/2028 | | | 144 | |
| | | | | 8,328 | | | 6.50%, 10/01/2028 | | | 9,360 | |
| | | | | 140,811 | | | 6.50%, 11/01/2028 | | | 157,463 | |
| | | | | 83,074 | | | 6.50%, 12/01/2028 | | | 93,975 | |
| | | | | 418,984 | | | 6.50%, 06/25/2029(6) | | | 454,699 | |
| | | | | 244,886 | | | 6.50%, 08/01/2029 | | | 278,073 | |
| | | | | 903 | | | 6.50%, 11/01/2030 | | | 999 | |
| | | | | 5,732 | | | 6.50%, 05/01/2031 | | | 6,605 | |
| | | | | 204,422 | | | 6.50%, 10/25/2031 | | | 232,881 | |
| | | | | 1,301,193 | | | 6.50%, 08/01/2032 | | | 1,476,266 | |
| | | | | 54,614 | | | 6.50%, 09/01/2032 | | | 60,405 | |
| | | | | 219 | | | 7.00%, 11/01/2031 | | | 224 | |
| | | | | 335 | | | 7.00%, 12/01/2031 | | | 343 | |
| | | | | 255,585 | | | 7.00%, 02/01/2032 | | | 295,839 | |
| | | | | 7,249 | | | 7.50%, 06/01/2023 | | | 7,834 | |
| | | | | 1,927 | | | 8.00%, 10/01/2029 | | | 2,200 | |
| | | | | 102 | | | 8.00%, 03/01/2030 | | | 103 | |
| | | | | 6,922 | | | 8.00%, 04/01/2030 | | | 8,254 | |
| | | | | 26 | | | 8.00%, 06/01/2030 | | | 26 | |
| | | | | 17,144 | | | 8.00%, 10/01/2030 | | | 20,542 | |
| | | | | 27,131 | | | 8.00%, 12/01/2030 | | | 30,762 | |
| | | | | 173 | | | 9.00%, 08/01/2020 | | | 183 | |
| | | | | 17,379 | | | 9.00%, 09/01/2021 | | | 17,493 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 133,667,238 | |
| | | | | | | | | | | | |
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| U.S. GOVERNMENT AGENCIES - 53.9% - (continued) | |
| | | | | | | GNMA - 3.0% | |
| | $ | | | | 2,766,313 | | | 2.50%, 12/16/2039 | | $ | 2,787,970 | |
| | | | | 959,346 | | | 3.00%, 09/20/2028(3) | | | 92,982 | |
| | | | | 487,443 | | | 3.00%, 02/16/2043(3) | | | 89,694 | |
| | | | | 408,295 | | | 3.50%, 02/16/2027(3) | | | 38,195 | |
| | | | | 1,001,492 | | | 3.50%, 03/20/2027(3) | | | 103,383 | |
| | | | | 1,210,452 | | | 3.50%, 02/20/2041(3) | | | 174,589 | |
| | | | | 2,038,129 | | | 3.50%, 04/20/2042(3) | | | 288,869 | |
| | | | | 233,249 | | | 3.50%, 05/20/2043(3) | | | 42,928 | |
| | | | | 1,891,105 | | | 3.50%, 07/20/2043(3) | | | 285,649 | |
| | | | | 323,388 | | | 4.00%, 12/16/2026(3) | | | 35,986 | |
| | | | | 4,328,837 | | | 4.00%, 05/20/2029(3) | | | 438,706 | |
| | | | | 545,407 | | | 4.00%, 03/20/2043(3) | | | 117,888 | |
| | | | | 276,612 | | | 4.00%, 01/20/2044(3) | | | 58,916 | |
| | | | | 806,044 | | | 4.50%, 04/20/2045(3) | | | 187,263 | |
| | | | | 938,434 | | | 5.00%, 01/20/2034 | | | 1,031,639 | |
| | | | | 699,205 | | | 5.00%, 05/20/2040(3) | | | 169,743 | |
| | | | | 1,152,312 | | | 5.50%, 09/20/2033 | | | 1,260,734 | |
| | | | | 1,803,387 | | | 5.50%, 03/20/2039(3) | | | 406,178 | |
| | | | | 1,799,866 | | | 5.50%, 02/16/2047(3) | | | 399,854 | |
| | | | | 1,089,333 | | | 5.50%, 02/20/2047(3) | | | 221,422 | |
| | | | | 512,963 | | | 6.00%, 01/15/2033 | | | 584,282 | |
| | | | | 370,710 | | | 6.00%, 02/15/2033 | | | 422,158 | |
| | | | | 1,562,548 | | | 6.00%, 09/20/2040(3) | | | 360,744 | |
| | | | | 1,569,151 | | | 6.00%, 02/20/2046(3) | | | 372,775 | |
| | | | | 42,253 | | | 6.50%, 12/15/2028 | | | 48,774 | |
| | | | | 32,774 | | | 6.50%, 05/15/2029 | | | 37,880 | |
| | | | | 499,938 | | | 6.50%, 05/16/2031 | | | 564,507 | |
| | | | | 35,354 | | | 6.50%, 09/15/2031 | | | 38,633 | |
| | | | | 239,693 | | | 6.50%, 10/15/2031 | | | 263,201 | |
| | | | | 249,987 | | | 6.50%, 11/15/2031 | | | 275,784 | |
| | | | | 282,272 | | | 6.50%, 01/15/2032 | | | 314,141 | |
| | | | | 15,415 | | | 7.00%, 06/20/2030 | | | 16,796 | |
| | | | | 16,436 | | | 7.00%, 05/15/2032 | | | 19,729 | |
| | | | | 46,443 | | | 7.00%, 07/15/2032 | | | 51,420 | |
| | | | | 112,253 | | | 7.00%, 09/15/2032 | | | 119,451 | |
| | | | | 636,155 | | | 7.00%, 10/15/2032 | | | 722,115 | |
| | | | | 1,570 | | | 7.50%, 04/15/2022 | | | 1,574 | |
| | | | | 3,590 | | | 7.50%, 01/15/2023 | | | 3,600 | |
| | | | | 733 | | | 7.50%, 05/15/2023 | | | 778 | |
| | | | | 5,465 | | | 7.50%, 06/15/2023 | | | 5,856 | |
| | | | | 1,447 | | | 7.50%, 07/15/2023 | | | 1,451 | |
| | | | | 15,287 | | | 7.50%, 08/15/2023 | | | 15,450 | |
| | | | | 6,529 | | | 7.50%, 09/15/2023 | | | 6,548 | |
| | | | | 9,940 | | | 7.50%, 10/15/2023 | | | 10,320 | |
| | | | | 15,554 | | | 7.50%, 11/15/2023 | | | 16,351 | |
| | | | | 4,354 | | | 7.50%, 12/15/2023 | | | 4,367 | |
| | | | | 8,894 | | | 7.50%, 02/15/2024 | | | 9,180 | |
| | | | | 2,479 | | | 7.50%, 04/15/2024 | | | 2,491 | |
| | | | | 167 | | | 7.50%, 05/15/2024 | | | 181 | |
| | | | | 64,617 | | | 7.50%, 07/15/2027 | | | 71,138 | |
| | | | | 39,242 | | | 7.50%, 04/20/2030 | | | 45,278 | |
| | | | | 61 | | | 8.50%, 09/15/2019 | | | 61 | |
| | | | | 9,087 | | | 8.50%, 09/15/2024 | | | 10,049 | |
| | | | | 1,103 | | | 8.50%, 06/15/2029 | | | 1,154 | |
| | | | | 108 | | | 8.50%, 09/15/2029 | | | 109 | |
| | | | | 6,018 | | | 8.50%, 10/15/2029 | | | 6,404 | |
| | | | | 2,555 | | | 8.50%, 01/15/2030 | | | 2,891 | |
| | | | | 8,419 | | | 8.50%, 02/15/2030 | | | 8,510 | |
| | | | | 918 | | | 8.50%, 03/15/2030 | | | 979 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 12,669,698 | |
| | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford U.S. Government Securities HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| U.S. GOVERNMENT AGENCIES - 53.9% - (continued) | |
| | | | | | | SLM Student Loan Trust - 0.7% | |
| | $ | | | | 3,057,719 | | | 2.66%, 04/25/2023(2) | | $ | 3,122,805 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | Total U.S. Government Agencies
(cost $226,803,893) | | $ | 228,003,819 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | | |
| U.S. GOVERNMENT SECURITIES - 39.3% | |
| | | | | | | Other Direct Federal Obligations - 1.2% | |
| | | | | | | FHLB - 1.2% | |
| | $ | | | | 4,825,000 | | | 1.88%, 08/01/2019 | | $ | 4,861,901 | |
| | | | | | | | | | | | |
| | | | | | | U.S. Treasury Securities - 38.1% | |
| | | | | | | U.S. Treasury Notes - 38.1% | |
| | | | | 7,785,561 | | | 0.13%, 01/15/2023(8) | | | 7,714,378 | |
| | | | | 20,775,000 | | | 0.75%, 10/31/2018 | | | 20,614,326 | |
| | | | | 28,975,000 | | | 1.63%, 03/31/2019 | | | 29,105,156 | |
| | | | | 22,225,000 | | | 1.88%, 02/28/2022 | | | 22,251,914 | |
| | | | | 15,850,000 | | | 2.25%, 11/15/2025 | | | 15,853,709 | |
| | | | | 63,100,001 | | | 2.75%, 11/15/2023 | | | 65,683,189 | |
| | | | | | | | | | | | |
| | | | | | | | | | | 161,222,672 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | Total U.S. Government Securities
(cost $165,652,271) | | $ | 166,084,573 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | Total Long-Term Investments
(cost $460,057,821) | | $ | 462,303,966 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | | | | | |
| SHORT-TERM INVESTMENTS - 0.5% | |
| | | | | | | Other Investment Pools & Funds - 0.5% | |
| | $ | | | | 2,167,263 | | | Fidelity Institutional Government Fund, Institutional Class | | $ | 2,167,263 | |
| | | | | | | | | | | | |
| | | |
| | | | | | | | Total Short-Term Investments
(cost $2,167,263) | | $ | 2,167,263 | |
| | | | | | | | | | | | |
| | | | | | | | | | | | | | | | |
| | | | |
| | | | | | | | Total Investments
(cost $462,225,084)^ | | | 109.8 | % | | $ | 464,471,229 | |
| | | | | | | | Other Assets and Liabilities | | | (9.8 | )% | | | (41,536,910 | ) |
| | | | | | | | | | | | | | | | |
| | | | | | | | Total Net Assets | | | 100.0 | % | | $ | 422,934,319 | |
| | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
| Hartford U.S. Government Securities HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
| | The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types. |
| | For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes. |
| ^ | Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of: |
| | | | |
Unrealized Appreciation | | $ | 4,443,454 | |
Unrealized Depreciation | | | (2,197,309 | ) |
| | | | |
Net Unrealized Appreciation | | $ | 2,246,145 | |
| | | | |
| (1) | Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At June 30, 2017, the aggregate value of these securities was $52,669,588, which represented 12.5% of total net assets. |
| (2) | Variable rate securities; the rate reported is the coupon rate in effect at June 30, 2017. |
| (3) | Securities disclosed are interest-only strips. |
| (4) | Represents or includes a TBA transaction. |
| (5) | This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $43,293,402 at June 30, 2017. |
| (6) | These securities pay no principal or interest during their initial accrual period, but accrue additional principal at a specified coupon rate. |
| (7) | This security, or a portion of this security, has been pledged as collateral in connection with futures contracts. |
| (8) | The principal amount for this security is adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount. |
| | | | | | | | | | | | | | | | | | | | |
| Futures Contracts Outstanding at June 30, 2017 | |
Description | | Number of
Contracts | | | Expiration
Date | | | Notional
Amount | | | Market
Value† | | | Unrealized
Appreciation/
(Depreciation) | |
Long position contracts: | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 10-Year Note Future | | | 90 | | | | 09/20/2017 | | | $ | 11,322,633 | | | $ | 11,297,813 | | | $ | (24,820 | ) |
U.S. Treasury 2-Year Note Future | | | 222 | | | | 09/29/2017 | | | | 48,047,284 | | | | 47,976,281 | | | | (71,003 | ) |
U.S. Treasury 5-Year Note Future | | | 474 | | | | 09/29/2017 | | | | 55,975,949 | | | | 55,854,235 | | | | (121,714 | ) |
| | | | | | | | | | | | | | | | | | | | |
Total | | | | | | | | | | | | | | | | | | $ | (217,537 | ) |
| | | | | | | | | | | | | | | | | | | | |
Total futures contracts | | | | | | | | | | | | | | | | | | $ | (217,537 | ) |
| | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | |
| TBA Sale Commitments Outstanding at June 30, 2017 | |
Description | | Principal
Amount | | | Maturity
Date | | | Market
Value† | | | Unrealized
Appreciation/
(Depreciation) | |
FHLMC, 3.50% | | $ | 5,100,000 | | | | 07/01/2047 | | | $ | (5,239,317 | ) | | $ | 21,652 | |
FHLMC, 5.50% | | | 3,400,000 | | | | 07/01/2047 | | | | (3,749,871 | ) | | | 8,723 | |
FNMA, 3.00% | | | 6,575,000 | | | | 07/01/2047 | | | | (6,566,136 | ) | | | 55,486 | |
FNMA, 4.50% | | | 20,675,000 | | | | 07/01/2047 | | | | (22,177,974 | ) | | | 100,596 | |
| | | | | | | | | | | | | | | | |
Total (proceeds $37,919,755) | | | | | | | | | | $ | (37,733,298 | ) | | $ | 186,457 | |
| | | | | | | | | | | | | | | | |
At June 30, 2017, the aggregate market value of TBA Sale Commitments represented (8.9)% of total net assets.
The accompanying notes are an integral part of these financial statements.
|
| Hartford U.S. Government Securities HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| Centrally Cleared Interest Rate Swap Contracts Outstanding at June 30, 2017 | |
Payments made by Fund | | Payments received
by Fund | | | Notional
Amount | | | Expiration
Date | | | Upfront
Premiums
Paid | | | Upfront
Premiums
Received | | | Market
Value† | | | Unrealized
Appreciation/
(Depreciation) | |
3M USD LIBOR | | | 2.14% Fixed | | | | USD | | | | 6,715,000 | | | | 05/15/24 | | | $ | — | | | $ | — | | | $ | (6,489 | ) | | $ | (6,489 | ) |
3M USD LIBOR | | | 2.20% Fixed | | | | USD | | | | 6,685,000 | | | | 05/15/24 | | | | — | | | | — | | | | (31,404 | ) | | | (31,404 | ) |
3M USD LIBOR | | | 2.20% Fixed | | | | USD | | | | 6,705,000 | | | | 05/15/24 | | | | — | | | | — | | | | (31,498 | ) | | | (31,498 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | | | | | | | | | | | | | | | | | $ | — | | | $ | — | | | $ | (69,391 | ) | | $ | (69,391 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| † | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
| | |
| GLOSSARY: (abbreviations used in preceding Schedule of Investments) |
|
| Counterparty Abbreviations: |
GSC | | Goldman Sachs & Co. |
|
| Other Abbreviations: |
CLO | | Collateralized Loan Obligation |
CMO | | Collateralized Mortgage Obligation |
FHLB | | Federal Home Loan Bank |
FHLMC | | Federal Home Loan Mortgage Corp. |
FNMA | | Federal National Mortgage Association |
GNMA | | Government National Mortgage Association |
LIBOR | | London Interbank Offered Rate |
TBA | | To Be Announced |
The accompanying notes are an integral part of these financial statements.
|
| Hartford U.S. Government Securities HLS Fund |
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2017 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
| | | Total | | | Level 1(1) | | | Level 2(1) | | | Level 3(1) | |
Assets | | | | | | | | | | | | | | | | |
Asset & Commercial Mortgage Backed Securities | | $ | 68,215,574 | | | $ | — | | | $ | 68,215,574 | | | $ | — | |
U.S. Government Agencies | | | 228,003,819 | | | | — | | | | 228,003,819 | | | | — | |
U.S. Government Securities | | | 166,084,573 | | | | — | | | | 166,084,573 | | | | — | |
Short-Term Investments | | | 2,167,263 | | | | 2,167,263 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 464,471,229 | | | $ | 2,167,263 | | | $ | 462,303,966 | | | $ | — | |
| | | | | | | | | | | | | | | | |
Liabilities | | | | | | | | | | | | | | | | |
Futures Contracts(2) | | $ | (217,537 | ) | | $ | (217,537 | ) | | $ | — | | | $ | — | |
Swaps - Interest Rate(2) | | | (69,391 | ) | | | — | | | | (69,391 | ) | | | — | |
TBA Sale Commitments | | | (37,733,298 | ) | | | — | | | | (37,733,298 | ) | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | (38,020,226 | ) | | $ | (217,537 | ) | | $ | (37,802,689 | ) | | $ | — | |
| | | | | | | | | | | | | | | | |
| (1) | For the six-month period ended June 30, 2017, there were no transfers between Level 1 and Level 2, and investments valued at $1,285,000 were transferred from Level 3 to Level 2 due to the expiration of trading restrictions. |
| (2) | Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments. |
Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the six-month period ended June 30, 2017 is not presented.
| Note: | For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period. |
The accompanying notes are an integral part of these financial statements.
Schedule of Investments
June 30, 2017 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| COMMON STOCKS - 99.2% | |
| | | | Banks - 16.7% | |
| | 358,510 | | | Bank of America Corp. | | $ | 8,697,453 | |
| | 210,515 | | | Citigroup, Inc. | | | 14,079,243 | |
| | 267,412 | | | JP Morgan Chase & Co. | | | 24,441,457 | |
| | 44,750 | | | M&T Bank Corp. | | | 7,247,262 | |
| | 107,260 | | | PNC Financial Services Group, Inc. | | | 13,393,556 | |
| | 335,205 | | | Wells Fargo & Co. | | | 18,573,709 | |
| | | | | | | | |
| | | | | | | 86,432,680 | |
| | | | | | | | |
| | | | Capital Goods - 9.9% | |
| | 31,505 | | | 3M Co. | | | 6,559,026 | |
| | 45,660 | | | Caterpillar, Inc. | | | 4,906,624 | |
| | 112,435 | | | Eaton Corp. plc | | | 8,750,816 | |
| | 87,440 | | | Fortune Brands Home & Security, Inc. | | | 5,704,586 | |
| | 241,660 | | | General Electric Co. | | | 6,527,236 | |
| | 90,715 | | | Ingersoll-Rand plc | | | 8,290,444 | |
| | 77,480 | | | Triumph Group, Inc. | | | 2,448,368 | |
| | 65,260 | | | United Technologies Corp. | | | 7,968,898 | |
| | | | | | | | |
| | | | | | | 51,155,998 | |
| | | | | | | | |
| | | | Commercial & Professional Services - 0.7% | |
| | 95,130 | | | Nielsen Holdings plc | | | 3,677,726 | |
| | | | | | | | |
| | | | Consumer Durables & Apparel - 1.1% | |
| | 236,335 | | | PulteGroup, Inc. | | | 5,797,298 | |
| | | | | | | | |
| | | | Consumer Services - 2.2% | |
| | 97,713 | | | Hilton Worldwide Holdings, Inc. | | | 6,043,549 | |
| | 103,120 | | | Norwegian Cruise Line Holdings Ltd.* | | | 5,598,385 | |
| | | | | | | | |
| | | | | | | 11,641,934 | |
| | | | | | | | |
| | | | Diversified Financials - 5.9% | |
| | 17,795 | | | BlackRock, Inc. | | | 7,516,786 | |
| | 27,470 | | | Goldman Sachs Group, Inc. | | | 6,095,593 | |
| | 189,410 | | | Invesco Ltd. | | | 6,665,338 | |
| | 76,100 | | | Nasdaq, Inc. | | | 5,440,389 | |
| | 108,000 | | | Thomson Reuters Corp. | | | 4,999,320 | |
| | | | | | | | |
| | | | | | | 30,717,426 | |
| | | | | | | | |
| | | | Energy - 9.5% | |
| | 46,615 | | | Anadarko Petroleum Corp. | | | 2,113,524 | |
| | 113,190 | | | Canadian Natural Resources Ltd. | | | 3,264,400 | |
| | 106,405 | | | Chevron Corp. | | | 11,101,234 | |
| | 76,060 | | | EOG Resources, Inc. | | | 6,884,951 | |
| | 85,485 | | | Exxon Mobil Corp. | | | 6,901,204 | |
| | 140,685 | | | Halliburton Co. | | | 6,008,656 | |
| | 365,409 | | | Marathon Oil Corp. | | | 4,330,097 | |
| | 48,030 | | | Occidental Petroleum Corp. | | | 2,875,556 | |
| | 29,540 | | | Pioneer Natural Resources Co. | | | 4,713,993 | |
| | 211,450 | | | Southwestern Energy Co.* | | | 1,285,616 | |
| | | | | | | | |
| | | | | | | 49,479,231 | |
| | | | | | | | |
| | | | Food, Beverage & Tobacco - 4.8% | |
| | 104,062 | | | British American Tobacco plc | | | 7,091,084 | |
| | 46,313 | | | Kraft Heinz Co. | | | 3,966,246 | |
| | 116,280 | | | Mondelez International, Inc. Class A | | | 5,022,133 | |
| | 76,580 | | | Philip Morris International, Inc. | | | 8,994,321 | |
| | | | | | | | |
| | | | | | | 25,073,784 | |
| | | | | | | | |
| | | | Health Care Equipment & Services - 3.2% | |
| | 95,366 | | | Medtronic plc | | | 8,463,732 | |
| | 43,245 | | | UnitedHealth Group, Inc. | | | 8,018,488 | |
| | | | | | | | |
| | | | | | | 16,482,220 | |
| | | | | | | | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| COMMON STOCKS - 99.2% - (continued) | |
| | | | Household & Personal Products - 0.8% | |
| | 74,950 | | | Unilever N.V. | | $ | 4,142,487 | |
| | | | | | | | |
| | | | Insurance - 6.7% | |
| | 79,795 | | | American International Group, Inc. | | | 4,988,783 | |
| | 58,720 | | | Chubb Ltd. | | | 8,536,714 | |
| | 86,610 | | | Marsh & McLennan Cos., Inc. | | | 6,752,116 | |
| | 114,180 | | | MetLife, Inc. | | | 6,273,049 | |
| | 69,985 | | | Principal Financial Group, Inc. | | | 4,483,939 | |
| | 74,375 | | | Unum Group | | | 3,468,106 | |
| | | | | | | | |
| | | | | | | 34,502,707 | |
| | | | | | | | |
| | | | Materials - 2.6% | |
| | 111,140 | | | Dow Chemical Co. | | | 7,009,600 | |
| | 112,815 | | | International Paper Co. | | | 6,386,457 | |
| | | | | | | | |
| | | | | | | 13,396,057 | |
| | | | | | | | |
| | | | Media - 2.8% | |
| | 76,620 | | | CBS Corp. Class B | | | 4,886,823 | |
| | 144,590 | | | Comcast Corp. Class A | | | 5,627,443 | |
| | 113,170 | | | Viacom, Inc. Class B | | | 3,799,117 | |
| | | | | | | | |
| | | | | | | 14,313,383 | |
| | | | | | | | |
| | | | Pharmaceuticals, Biotechnology & Life Sciences - 8.3% | |
| | 25,660 | | | Allergan plc | | | 6,237,689 | |
| | 29,310 | | | Amgen, Inc. | | | 5,048,061 | |
| | 164,930 | | | AstraZeneca plc ADR | | | 5,622,464 | |
| | 121,240 | | | Bristol-Myers Squibb Co. | | | 6,755,493 | |
| | 194,020 | | | Merck & Co., Inc. | | | 12,434,742 | |
| | 27,066 | | | Roche Holding AG | | | 6,915,765 | |
| | | | | | | | |
| | | | | | | 43,014,214 | |
| | | | | | | | |
| | | | Real Estate - 1.0% | |
| | 194,090 | | | Park Hotels & Resorts, Inc. REIT | | | 5,232,666 | |
| | | | | | | | |
| | | | Retailing - 3.7% | |
| | 31,680 | | | Home Depot, Inc. | | | 4,859,712 | |
| | 63,660 | | | L Brands, Inc. | | | 3,430,637 | |
| | 243,650 | | | Liberty Interactive Corp. QVC Group Class A* | | | 5,979,171 | |
| | 33,530 | | | Lowe’s Cos., Inc. | | | 2,599,581 | |
| | 36,070 | | | Signet Jewelers Ltd. | | | 2,281,067 | |
| | | | | | | | |
| | | | | | | 19,150,168 | |
| | | | | | | | |
| | | | Semiconductors & Semiconductor Equipment - 5.0% | |
| | 40,280 | | | Analog Devices, Inc. | | | 3,133,784 | |
| | 278,720 | | | Intel Corp. | | | 9,404,013 | |
| | 148,395 | | | Maxim Integrated Products, Inc. | | | 6,662,935 | |
| | 122,940 | | | QUALCOMM, Inc. | | | 6,788,747 | |
| | | | | | | | |
| | | | | | | 25,989,479 | |
| | | | | | | | |
| | | | Software & Services - 3.4% | |
| | 97,120 | | | Cognizant Technology Solutions Corp. Class A | | | 6,448,768 | |
| | 148,430 | | | eBay, Inc.* | | | 5,183,175 | |
| | 85,705 | | | Microsoft Corp. | | | 5,907,646 | |
| | | | | | | | |
| | | | | | | 17,539,589 | |
| | | | | | | �� | |
| | | | Technology Hardware & Equipment - 4.4% | |
| | 28,800 | | | Apple, Inc. | | | 4,147,776 | |
| | 459,920 | | | Cisco Systems, Inc. | | | 14,395,496 | |
| | 728,160 | | | Nokia Oyj ADR | | | 4,485,466 | |
| | | | | | | | |
| | | | | | | 23,028,738 | |
| | | | | | | | |
| | | | Telecommunication Services - 1.1% | |
| | 130,320 | | | Verizon Communications, Inc. | | | 5,820,091 | |
| | | | | | | | |
The accompanying notes are an integral part of these financial statements.
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
| COMMON STOCKS - 99.2% - (continued) | |
| | | | Transportation - 1.8% | |
| | 132,915 | | | Schneider National, Inc. Class B | | $ | 2,973,309 | |
| | 59,520 | | | Union Pacific Corp. | | | 6,482,323 | |
| | | | | | | | |
| | | | | | | 9,455,632 | |
| | | | | | | | |
| | | | Utilities - 3.6% | |
| | 42,640 | | | Dominion Energy, Inc. | | | 3,267,503 | |
| | 66,200 | | | Edison International | | | 5,176,178 | |
| | 110,705 | | | Eversource Energy | | | 6,720,900 | |
| | 24,235 | | | NextEra Energy, Inc. | | | 3,396,051 | |
| | | | | | | | |
| | | | | | | 18,560,632 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks
(cost $385,898,578) | | $ | 514,604,140 | |
| | | | | | | | |
| | |
| | | | Total Long-Term Investments
(cost $385,898,578) | | $ | 514,604,140 | |
| | | | | | | | |
| | |
| | | | | | | | |
| SHORT-TERM INVESTMENTS - 0.8% | |
| | | | Other Investment Pools & Funds - 0.8% | |
| | 4,095,832 | | | BlackRock Liquidity Funds TempFund Portfolio, Institutional Class | | $ | 4,095,832 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | |
| | | | Total Short-Term Investments
(cost $4,095,832) | | | | | | $ | 4,095,832 | |
| | | | | | | | | | | | |
| | | |
| | | | Total Investments
(cost $389,994,410)^ | | | 100.0 | % | | $ | 518,699,972 | |
| | | | Other Assets and Liabilities | | | 0.0 | % | | | 8,053 | |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 518,708,025 | |
| | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
| Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
| | Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. |
| | Other than the industry classifications “Other Investment Pools & Funds,” 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 shown in this report as these classifications are used for financial reporting purposes. |
| ^ | Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of: |
| | | | |
Unrealized Appreciation | | $ | 147,192,689 | |
Unrealized Depreciation | | | (18,487,127 | ) |
| | | | |
Net Unrealized Appreciation | | $ | 128,705,562 | |
| | | | |
| † | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
| | |
| GLOSSARY: (abbreviations used in preceding Schedule of Investments) |
|
| Other Abbreviations: |
ADR | | American Depositary Receipt |
REIT | | Real Estate Investment Trust |
The accompanying notes are an integral part of these financial statements.
Schedule of Investments – (continued)
June 30, 2017 (Unaudited)
Fair Valuation Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2017 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
| | | Total | | | Level 1(1) | | | Level 2(1) | | | Level 3(1) | |
Assets | |
Common Stocks | | | | | | | | | | | | | | | | |
Banks | | $ | 86,432,680 | | | $ | 86,432,680 | | | $ | — | | | $ | — | |
Capital Goods | | | 51,155,998 | | | | 51,155,998 | | | | — | | | | — | |
Commercial & Professional Services | | | 3,677,726 | | | | 3,677,726 | | | | — | | | | — | |
Consumer Durables & Apparel | | | 5,797,298 | | | | 5,797,298 | | | | — | | | | — | |
Consumer Services | | | 11,641,934 | | | | 11,641,934 | | | | — | | | | — | |
Diversified Financials | | | 30,717,426 | | | | 30,717,426 | | | | — | | | | — | |
Energy | | | 49,479,231 | | | | 49,479,231 | | | | — | | | | — | |
Food, Beverage & Tobacco | | | 25,073,784 | | | | 17,982,700 | | | | 7,091,084 | | | | — | |
Health Care Equipment & Services | | | 16,482,220 | | | | 16,482,220 | | | | — | | | | — | |
Household & Personal Products | | | 4,142,487 | | | | 4,142,487 | | | | — | | | | — | |
Insurance | | | 34,502,707 | | | | 34,502,707 | | | | — | | | | — | |
Materials | | | 13,396,057 | | | | 13,396,057 | | | | — | | | | — | |
Media | | | 14,313,383 | | | | 14,313,383 | | | | — | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 43,014,214 | | | | 36,098,449 | | | | 6,915,765 | | | | — | |
Real Estate | | | 5,232,666 | | | | 5,232,666 | | | | — | | | | — | |
Retailing | | | 19,150,168 | | | | 19,150,168 | | | | — | | | | — | |
Semiconductors & Semiconductor Equipment | | | 25,989,479 | | | | 25,989,479 | | | | — | | | | — | |
Software & Services | | | 17,539,589 | | | | 17,539,589 | | | | — | | | | — | |
Technology Hardware & Equipment | | | 23,028,738 | | | | 23,028,738 | | | | — | | | | — | |
Telecommunication Services | | | 5,820,091 | | | | 5,820,091 | | | | — | | | | — | |
Transportation | | | 9,455,632 | | | | 9,455,632 | | | | — | | | | — | |
Utilities | | | 18,560,632 | | | | 18,560,632 | | | | — | | | | — | |
Short-Term Investments | | | 4,095,832 | | | | 4,095,832 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 518,699,972 | | | $ | 504,693,123 | | | $ | 14,006,849 | | | $ | — | |
| | | | | | | | | | | | | | | | |
| (1) | For the six-month period ended June 30, 2017, there were no transfers between any levels. |
The accompanying notes are an integral part of these financial statements.
Statements of Assets and Liabilities
June 30, 2017 (Unaudited)
| | | | | | | | | | | | |
| | |
Hartford
Balanced
HLS Fund | | | Hartford
Capital
Appreciation
HLS Fund | | | Hartford
Disciplined
Equity
HLS Fund | |
Assets: | | | | | | | | | | | | |
Investments in securities, at market value | | $ | 2,313,695,909 | | | $ | 5,129,132,456 | | | $ | 677,198,766 | |
Foreign currency | | | — | | | | 258,364 | | | | — | |
Unrealized appreciation on OTC swap contracts | | | — | | | | — | | | | — | |
Unrealized appreciation on foreign currency contracts | | | — | | | | 3,020,542 | | | | — | |
Receivables: | | | | | | | | | | | | |
Investment securities sold | | | 4,381,277 | | | | 68,139,403 | | | | 336,515 | |
Fund shares sold | | | 35,261 | | | | 91,227 | | | | 7,509 | |
Dividends and interest | | | 8,479,548 | | | | 6,051,570 | | | | 698,910 | |
Variation margin on financial derivative instruments | | | 66,101 | | | | — | | | | — | |
Other assets | | | 2,745 | | | | 17,735 | | | | 9,834 | |
| | | | | | | | | | | | |
Total assets | | | 2,326,660,841 | | | | 5,206,711,297 | | | | 678,251,534 | |
| | | | | | | | | | | | |
Liabilities: | | | | | | | | | | | | |
Unrealized depreciation on foreign currency contracts | | | — | | | | 3,823,470 | | | | — | |
Bank overdraft | | | 1,513,536 | | | | — | | | | — | |
Payables: | | | | | | | | | | | | |
Investment securities purchased | | | 7,535,749 | | | | 17,202,659 | | | | 1,319,239 | |
Fund shares redeemed | | | 1,645,646 | | | | 3,512,278 | | | | 421,213 | |
Investment management fees | | | 1,133,833 | | | | 2,765,857 | | | | 409,577 | |
Transfer agent fees | | | 456 | | | | 940 | | | | 433 | |
Accounting services fees | | | 34,518 | | | | 72,131 | | | | 7,856 | |
Board of Directors’ fees | | | 14,506 | | | | 34,470 | | | | 4,101 | |
Variation margin on financial derivative instruments | | | — | | | | — | | | | — | |
Distribution fees | | | 56,501 | | | | 123,557 | | | | 17,036 | |
Accrued expenses | | | 232,166 | | | | 434,855 | | | | 113,637 | |
OTC swap premiums received | | | — | | | | — | | | | — | |
| | | | | | | | | | | | |
Total liabilities | | | 12,166,911 | | | | 27,970,217 | | | | 2,293,092 | |
| | | | | | | | | | | | |
Net assets | | $ | 2,314,493,930 | | | $ | 5,178,741,080 | | | $ | 675,958,442 | |
| | | | | | | | | | | | |
Summary of Net Assets: | | | | | | | | | | | | |
Capital stock and paid-in-capital | | $ | 1,847,085,289 | | | $ | 4,261,843,900 | | | $ | 421,434,867 | |
Undistributed (distributions in excess of) net investment income | | | 35,281,180 | | | | 35,921,187 | | | | 3,224,092 | |
Accumulated net realized gain (loss) | | | (11,153,817 | ) | | | 260,337,983 | | | | 102,909,259 | |
Unrealized appreciation (depreciation) of investments and the translation of assets and liabilities denominated in foreign currency | | | 443,281,278 | | | | 620,638,010 | | | | 148,390,224 | |
| | | | | | | | | | | | |
Net assets | | $ | 2,314,493,930 | | | $ | 5,178,741,080 | | | $ | 675,958,442 | |
| | | | | | | | | | | | |
Shares authorized | | | 9,700,000,000 | | | | 5,450,000,000 | | | | 3,500,000,000 | |
| | | | | | | | | | | | |
Par value | | $ | 0.0010 | | | $ | 0.0010 | | | $ | 0.0010 | |
| | | | | | | | | | | | |
Class IA: Net asset value per share | | $ | 29.29 | | | $ | 47.23 | | | $ | 15.75 | |
| | | | | | | | | | | | |
Shares outstanding | | | 69,738,397 | | | | 97,016,000 | | | | 37,698,533 | |
| | | | | | | | | | | | |
Net Assets | | $ | 2,042,464,837 | | | $ | 4,582,445,802 | | | $ | 593,694,897 | |
| | | | | | | | | | | | |
Class IB: Net asset value per share | | $ | 29.67 | | | $ | 46.56 | | | $ | 15.59 | |
| | | | | | | | | | | | |
Shares outstanding | | | 9,167,726 | | | | 12,253,826 | | | | 5,277,431 | |
| | | | | | | | | | | | |
Net Assets | | $ | 272,029,093 | | | $ | 570,491,244 | | | $ | 82,263,545 | |
| | | | | | | | | | | | |
Class IC: Net asset value per share | | $ | — | | | $ | 46.79 | | | $ | — | |
| | | | | | | | | | | | |
Shares outstanding | | | — | | | | 551,497 | | | | — | |
| | | | | | | | | | | | |
Net Assets | | $ | — | | | $ | 25,804,034 | | | $ | — | |
| | | | | | | | | | | | |
Cost of investments | | $ | 1,870,536,741 | | | $ | 4,507,640,897 | | | $ | 528,808,542 | |
Cost of foreign currency | | $ | — | | | $ | 258,688 | | | $ | — | |
The accompanying notes are an integral part of these financial statements.
Statements of Assets and Liabilities – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | | | | | | | | | | | | | | | | | | | |
Hartford
Dividend and
Growth
HLS Fund | | | Hartford
Global Growth
HLS Fund | | | Hartford
Growth
Opportunities
HLS Fund | | | Hartford
Healthcare
HLS Fund | | | Hartford
High Yield
HLS Fund | | | Hartford
International
Opportunities
HLS Fund | | | Hartford
MidCap
HLS Fund | |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| $ | 3,472,105,615 | | | $ | 478,018,301 | | | $ | 1,441,270,869 | | | $ | 352,103,370 | | | $ | 302,493,203 | | | $ | 1,367,069,565 | | | $ | 2,028,139,115 | |
| | — | | | | 44,733 | | | | — | | | | 28,643 | | | | — | | | | 2,277,986 | | | | — | |
| | — | | | | — | | | | — | | | | — | | | | 24,675 | | | | — | | | | — | |
| | — | | | | — | | | | — | | | | — | | | | 1,216 | | | | 5,029,177 | | | | — | |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| | 11,382,141 | | | | 420,819 | | | | 30,851,711 | | | | 50 | | | | 6,172,980 | | | | 17,182,232 | | | | 397,179 | |
| | 1,059,807 | | | | 120,813 | | | | 148,789 | | | | 44,616 | | | | 78,669 | | | | 17,646,913 | | | | 1,394,611 | |
| | 4,324,818 | | | | 1,004,777 | | | | 355,783 | | | | 122,641 | | | | 4,994,664 | | | | 6,107,016 | | | | 879,138 | |
| | — | | | | — | | | | — | | | | — | | | | 282,024 | | | | — | | | | — | |
| | 3,164 | | | | 10,576 | | | | 15,320 | | | | 8,794 | | | | 11,014 | | | | 7,911 | | | | 7,943 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| | 3,488,875,545 | | | | 479,620,019 | | | | 1,472,642,472 | | | | 352,308,114 | | | | 314,058,445 | | | | 1,415,320,800 | | | | 2,030,817,986 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — | | | | — | | | | — | | | | — | | | | 26,947 | | | | 6,448,788 | | | | — | |
| | — | | | | — | | | | — | | | | — | | | | — | | | | — | | | | — | |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| | 1,171,778 | | | | 334,718 | | | | 23,156,037 | | | | 806,402 | | | | 2,613,327 | | | | 11,054,131 | | | | 1,321,777 | |
| | 1,564,629 | | | | 348,188 | | | | 1,083,076 | | | | 219,721 | | | | 294,423 | | | | 356,736 | | | | 692,475 | |
| | 1,863,826 | | | | 297,397 | | | | 730,126 | | | | 236,955 | | | | 180,268 | | | | 785,328 | | | | 1,112,009 | |
| | 543 | | | | 436 | | | | 669 | | | | 417 | | | | 511 | | | | 552 | | | | 249 | |
| | 40,224 | | | | 5,544 | | | | 21,657 | | | | 3,967 | | | | 3,605 | | | | 15,980 | | | | 23,298 | |
| | 19,009 | | | | 2,681 | | | | 8,257 | | | | 1,958 | | | | 2,043 | | | | 7,635 | | | | 10,022 | |
| | — | | | | — | | | | — | | | | — | | | | — | | | | — | | | | — | |
| | 88,497 | | | | 16,659 | | | | 36,174 | | | | 10,033 | | | | 15,385 | | | | 32,597 | | | | 20,872 | |
| | 273,302 | | | | 92,465 | | | | 146,307 | | | | 30,061 | | | | 89,154 | | | | 236,986 | | | | 77,178 | |
| | — | | | | — | | | | — | | | | — | | | | 79,721 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| | 5,021,808 | | | | 1,098,088 | | | | 25,182,303 | | | | 1,309,514 | | | | 3,305,384 | | | | 18,938,733 | | | | 3,257,880 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| $ | 3,483,853,737 | | | $ | 478,521,931 | | | $ | 1,447,460,169 | | | $ | 350,998,600 | | | $ | 310,753,061 | | | $ | 1,396,382,067 | | | $ | 2,027,560,106 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| $ | 2,030,424,976 | | | $ | 326,194,546 | | | $ | 1,116,520,033 | | | $ | 226,850,415 | | | $ | 307,095,809 | | | $ | 1,469,999,991 | | | $ | 1,359,762,787 | |
| | 32,732,474 | | | | 3,966,438 | | | | (990,211 | ) | | | (161,845 | ) | | | 26,604,266 | | | | 38,244,208 | | | | 419,376 | |
| | 380,203,589 | | | | 43,613,870 | | | | 95,771,395 | | | | 54,996,775 | | | | (26,815,174 | ) | | | (259,202,041 | ) | | | 147,634,096 | |
| 1,040,492,698 | | | | 104,747,077 | | | | 236,158,952 | | | | 69,313,255 | | | | 3,868,160 | | | | 147,339,909 | | | | 519,743,847 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| $ | 3,483,853,737 | | | $ | 478,521,931 | | | $ | 1,447,460,169 | | | $ | 350,998,600 | | | $ | 310,753,061 | | | $ | 1,396,382,067 | | | $ | 2,027,560,106 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| | 4,200,000,000 | | | | 3,600,000,000 | | | | 900,000,000 | | | | 800,000,000 | | | | 2,800,000,000 | | | | 2,825,000,000 | | | | 2,600,000,000 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| $ | 0.0010 | | | $ | 0.0010 | | | $ | 0.0010 | | | $ | 0.0010 | | | $ | 0.0010 | | | $ | 0.0010 | | | $ | 0.0010 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| $ | 23.63 | | | $ | 26.16 | | | $ | 34.99 | | | $ | 26.21 | | | $ | 8.47 | | | $ | 16.22 | | | $ | 37.91 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| | 129,328,114 | | | | 15,224,916 | | | | 36,392,407 | | | | 11,505,759 | | | | 27,897,351 | | | | 76,369,108 | | | | 50,809,922 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| $ | 3,055,494,649 | | | $ | 398,288,680 | | | $ | 1,273,518,787 | | | $ | 301,516,430 | | | $ | 236,267,952 | | | $ | 1,238,953,966 | | | $ | 1,926,127,717 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| $ | 23.51 | | | $ | 25.90 | | | $ | 33.68 | | | $ | 25.12 | | | $ | 8.32 | | | $ | 16.40 | | | $ | 37.13 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| | 18,224,085 | | | | 3,098,249 | | | | 4,245,465 | | | | 1,969,500 | | | | 8,949,413 | | | | 9,597,688 | | | | 2,732,097 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| $ | 428,359,088 | | | $ | 80,233,251 | | | $ | 142,995,642 | | | $ | 49,482,170 | | | $ | 74,485,109 | | | $ | 157,428,101 | | | $ | 101,432,389 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| $ | — | | | $ | — | | | $ | 34.44 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — | | | | — | | | | 898,460 | | | | — | | | | — | | | | — | | | | — | |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| $ | — | | | $ | — | | | $ | 30,945,740 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| $ | 2,431,628,279 | | | $ | 373,262,971 | | | $ | 1,205,105,891 | | | $ | 282,789,225 | | | $ | 298,629,419 | | | $ | 1,218,273,499 | | | $ | 1,508,395,268 | |
| $ | — | | | $ | 44,889 | | | $ | — | | | $ | 28,743 | | | $ | — | | | $ | 2,278,462 | | | $ | — | |
The accompanying notes are an integral part of these financial statements.
Statements of Assets and Liabilities – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | | | | | |
| | | Hartford
MidCap Value
HLS Fund | | | Hartford
Small Cap
Growth
HLS Fund | | | Hartford
Small Company
HLS Fund | |
Assets: | | | | | | | | | | | | |
Investments in securities, at market value | | $ | 367,605,862 | | | $ | 1,306,259,469 | | | $ | 638,258,763 | |
Foreign currency | | | 12 | | | | — | | | | 5 | |
Unrealized appreciation on OTC swap contracts | | | — | | | | — | | | | — | |
Unrealized appreciation on foreign currency contracts | | | — | | | | — | | | | — | |
Receivables: | | | | | | | | | | | | |
Investment securities sold | | | 2,511,667 | | | | 34,269,338 | | | | 8,344,220 | |
Fund shares sold | | | 58,444 | | | | 1,702,806 | | | | 38,259 | |
Dividends and interest | | | 295,394 | | | | 712,799 | | | | 387,425 | |
Variation margin on financial derivative instruments | | | — | | | | — | | | | — | |
OTC swap premiums paid | | | — | | | | — | | | | — | |
Other assets | | | 10,791 | | | | 11,222 | | | | 10,482 | |
| | | | | | | | | | | | |
Total assets | | | 370,482,170 | | | | 1,342,955,634 | | | | 647,039,154 | |
| | | | | | | | | | | | |
Liabilities: | | | | | | | | | | | | |
Unrealized depreciation on foreign currency contracts | | | — | | | | — | | | | — | |
Bank overdraft | | | — | | | | 1 | | | | — | |
Unrealized depreciation on OTC swap contracts | | | — | | | | — | | | | — | |
Cash collateral due to broker | | | — | | | | — | | | | — | |
TBA sale commitments, at market value | | | — | | | | — | | | | — | |
Payables: | | | | | | | | | | | | |
Investment securities purchased | | | 2,510,981 | | | | 30,942,238 | | | | 11,193,631 | |
Fund shares redeemed | | | 708,054 | | | | 755,717 | | | | 286,700 | |
Investment management fees | | | 241,598 | | | | 655,607 | | | | 393,301 | |
Transfer agent fees | | | 413 | | | | 674 | | | | 627 | |
Accounting services fees | | | 4,228 | | | | 19,422 | | | | 9,666 | |
Board of Directors’ fees | | | 2,113 | | | | 6,404 | | | | 6,037 | |
Variation margin on financial derivative instruments | | | — | | | | — | | | | — | |
Distribution fees | | | 17,619 | | | | 49,146 | | | | 11,786 | |
Accrued expenses | | | 59,686 | | | | 63,853 | | | | 96,974 | |
OTC swap premiums received | | | — | | | | — | | | | — | |
| | | | | | | | | | | | |
Total liabilities | | | 3,544,692 | | | | 32,493,062 | | | | 11,998,722 | |
| | | | | | | | | | | | |
Net assets | | $ | 366,937,478 | | | $ | 1,310,462,572 | | | $ | 635,040,432 | |
| | | | | | | | | | | | |
Summary of Net Assets: | | | | | | | | | | | | |
Capital stock and paid-in-capital | | $ | 264,617,828 | | | $ | 1,059,638,769 | | | $ | 556,526,585 | |
Undistributed (distributions in excess of) net investment income | | | 2,724,813 | | | | 913,151 | | | | (1,238,761 | ) |
Accumulated net realized gain (loss) | | | 34,186,788 | | | | 36,056,361 | | | | (19,463,402 | ) |
Unrealized appreciation (depreciation) of investments and the translation of assets and liabilities denominated in foreign currency | | | 65,408,049 | | | | 213,854,291 | | | | 99,216,010 | |
| | | | | | | | | | | | |
Net assets | | $ | 366,937,478 | | | $ | 1,310,462,572 | | | $ | 635,040,432 | |
| | | | | | | | | | | | |
Shares authorized | | | 1,200,000,000 | | | | 700,000,000 | | | | 1,500,000,000 | |
| | | | | | | | | | | | |
Par value | | $ | 0.0010 | | | $ | 0.0010 | | | $ | 0.0010 | |
| | | | | | | | | | | | |
Class IA: Net asset value per share | | $ | 12.43 | | | $ | 29.40 | | | $ | 18.22 | |
| | | | | | | | | | | | |
Shares outstanding | | | 22,610,341 | | | | 36,575,643 | | | | 31,736,199 | |
| | | | | | | | | | | | |
Net Assets | | $ | 281,144,088 | | | $ | 1,075,348,427 | | | $ | 578,267,349 | |
| | | | | | | | | | | | |
Class IB: Net asset value per share | | $ | 12.33 | | | $ | 28.65 | | | $ | 16.95 | |
| | | | | | | | | | | | |
Shares outstanding | | | 6,960,002 | | | | 8,205,676 | | | | 3,349,667 | |
| | | | | | | | | | | | |
Net Assets | | $ | 85,793,390 | | | $ | 235,114,145 | | | $ | 56,773,083 | |
| | | | | | | | | | | | |
Cost of investments | | $ | 302,196,257 | | | $ | 1,092,405,178 | | | $ | 539,042,938 | |
Cost of foreign currency | | $ | 12 | | | $ | — | | | $ | 5 | |
Proceeds of TBA sale commitments | | $ | — | | | $ | — | | | $ | — | |
The accompanying notes are an integral part of these financial statements.
Statements of Assets and Liabilities – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | | | | | | | | | | | | | | | |
Hartford
Small/Mid Cap
Equity
HLS Fund | | | Hartford
Stock
HLS Fund | | | Hartford
Total Return Bond
HLS Fund | | | Hartford
Ultrashort Bond
HLS Fund | | | Hartford
U.S. Government
Securities
HLS Fund | | | Hartford
Value
HLS Fund | |
| | | | | | | | | | | | | | | | | | | | | | |
| $ | 95,520,957 | | | $ | 1,479,477,252 | | | $ | 3,203,881,161 | | | $ | 558,040,761 | | | $ | 464,471,229 | | | $ | 518,699,972 | |
| | — | | | | 135,433 | | | | 12,278 | | | | — | | | | — | | | | — | |
| | — | | | | — | | | | 2,414,310 | | | | — | | | | — | | | | — | |
| | — | | | | — | | | | 545,647 | | | | — | | | | — | | | | — | |
| | | | | | | | | | | | | | | | | | | | | | |
| | 29,740 | | | | — | | | | 716,735,606 | | | | — | | | | 77,000,576 | | | | — | |
| | 35,365 | | | | 12,439 | | | | 445,437 | | | | 16,325 | | | | 31,318 | | | | 110,904 | |
| | 169,714 | | | | 2,787,648 | | | | 13,997,091 | | | | 1,222,826 | | | | 1,455,006 | | | | 873,842 | |
| | — | | | | — | | | | 2,899,905 | | | | — | | | | 692,353 | | | | — | |
| | — | | | | — | | | | 10,179,662 | | | | — | | | | — | | | | — | |
| | 16,901 | | | | 5,549 | | | | 3,958 | | | | 10,137 | | | | 15,500 | | | | 13,796 | |
| | | | | | | | | | | | | | | | | | | | | | |
| | 95,772,677 | | | | 1,482,418,321 | | | | 3,951,115,055 | | | | 559,290,049 | | | | 543,665,982 | | | | 519,698,514 | |
| | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | |
| | — | | | | — | | | | 184,789 | | | | — | | | | — | | | | — | |
| | — | | | | — | | | | 202,211 | | | | — | | | | — | | | | — | |
| | — | | | | — | | | | 4,409,994 | | | | — | | | | — | | | | — | |
| | — | | | | — | | | | 1,340,000 | | | | — | | | | — | | | | — | |
| | — | | | | — | | | | 334,846,714 | | | | — | | | | 37,733,298 | | | | — | |
| | | | | | | | | | | | | | | | | | | | | | |
| | — | | | | — | | | | 1,150,155,099 | | | | — | | | | 82,403,724 | | | | — | |
| | 274,528 | | | | 884,856 | | | | 974,898 | | | | 1,133,659 | | | | 187,160 | | | | 571,888 | |
| | 63,735 | | | | 585,888 | | | | 942,665 | | | | 184,881 | | | | 157,839 | | | | 319,422 | |
| | 402 | | | | 429 | | | | 545 | | | | 445 | | | | 425 | | | | 502 | |
| | 1,115 | | | | 17,109 | | | | 36,268 | | | | 6,471 | | | | 4,911 | | | | 5,986 | |
| | 514 | | | | 8,949 | | | | 16,353 | | | | 4,026 | | | | 3,086 | | | | 3,031 | |
| | — | | | | — | | | | 2,922,224 | | | | — | | | | 127,587 | | | | — | |
| | 3,121 | | | | 29,203 | | | | 52,680 | | | | 15,199 | | | | 15,552 | | | | 15,723 | |
| | 22,912 | | | | 171,138 | | | | 282,643 | | | | 92,116 | | | | 98,081 | | | | 73,937 | |
| | — | | | | — | | | | 13,408,133 | | | | — | | | | — | | | | — | |
| | | | | | | | | | | | | | | | | | | | | | |
| | 366,327 | | | | 1,697,572 | | | | 1,509,775,216 | | | | 1,436,797 | | | | 120,731,663 | | | | 990,489 | |
| | | | | | | | | | | | | | | | | | | | | | |
| $ | 95,406,350 | | | $ | 1,480,720,749 | | | $ | 2,441,339,839 | | | $ | 557,853,252 | | | $ | 422,934,319 | | | $ | 518,708,025 | |
| | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | |
| $ | 74,046,912 | | | $ | 1,239,664,004 | | | $ | 2,298,360,018 | | | $ | 551,414,151 | | | $ | 517,783,881 | | | $ | 330,122,494 | |
| | 1,697,606 | | | | 14,427,177 | | | | 106,768,081 | | | | 6,707,986 | | | | 12,601,348 | | | | 5,471,865 | |
| | 6,492,444 | | | | (88,147,352 | ) | | | 8,574,203 | | | | (612,703 | ) | | | (109,596,584 | ) | | | 54,409,646 | |
|
13,169,388 |
| | | 314,776,920 | | | | 27,637,537 | | | | 343,818 | | | | 2,145,674 | | | | 128,704,020 | |
| | | | | | | | | | | | | | | | | | | | | | |
| $ | 95,406,350 | | | $ | 1,480,720,749 | | | $ | 2,441,339,839 | | | $ | 557,853,252 | | | $ | 422,934,319 | | | $ | 518,708,025 | |
| | | | | | | | | | | | | | | | | | | | | | |
| | 900,000,000 | | | | 4,200,000,000 | | | | 5,000,000,000 | | | | 14,000,000,000 | | | | 700,000,000 | | | | 800,000,000 | |
| | | | | | | | | | | | | | | | | | | | | | |
| $ | 0.0010 | | | $ | 0.0010 | | | $ | 0.0010 | | | $ | 0.0010 | | | $ | 0.0010 | | | $ | 0.0010 | |
| | | | | | | | | | | | | | | | | | | | | | |
| $ | 8.28 | | | $ | 73.79 | | | $ | 11.46 | | | $ | 10.09 | | | $ | 10.45 | | | $ | 16.19 | |
| | | | | | | | | | | | | | | | | | | | | | |
| | 9,772,119 | | | | 18,154,248 | | | | 190,698,653 | | | | 48,076,982 | | | | 33,307,121 | | | | 27,348,570 | |
| | | | | | | | | | | | | | | | | | | | | | |
| $ | 80,959,392 | | | $ | 1,339,672,854 | | | $ | 2,186,023,756 | | | $ | 485,189,237 | | | $ | 348,040,099 | | | $ | 442,818,687 | |
| | | | | | | | | | | | | | | | | | | | | | |
| $ | 8.22 | | | $ | 73.68 | | | $ | 11.39 | | | $ | 10.06 | | | $ | 10.42 | | | $ | 16.15 | |
| | | | | | | | | | | | | | | | | | | | | | |
| | 1,756,604 | | | | 1,914,346 | | | | 22,424,654 | | | | 7,221,051 | | | | 7,190,757 | | | | 4,697,754 | |
| | | | | | | | | | | | | | | | | | | | | | |
| $ | 14,446,958 | | | $ | 141,047,895 | | | $ | 255,316,083 | | | $ | 72,664,015 | | | $ | 74,894,220 | | | $ | 75,889,338 | |
| | | | | | | | | | | | | | | | | | | | | | |
| $ | 82,351,569 | | | $ | 1,164,695,727 | | | $ | 3,179,238,697 | | | $ | 557,696,943 | | | $ | 462,225,084 | | | $ | 389,994,410 | |
| $ | — | | | $ | 135,433 | | | $ | 69,722 | | | $ | — | | | $ | — | | | $ | — | |
| $ | — | | | $ | — | | | $ | 336,299,592 | | | $ | — | | | $ | 37,919,755 | | | $ | — | |
The accompanying notes are an integral part of these financial statements.
Statements of Operations
For the Six-Month Period Ended June 30, 2017 (Unaudited)
| | | | | | | | | | | | |
| | | Hartford
Balanced
HLS Fund | | | Hartford
Capital
Appreciation
HLS Fund | | | Hartford
Disciplined
Equity
HLS Fund | |
Investment Income: | | | | | | | | | | | | |
Dividends | | $ | 18,133,501 | | | $ | 46,200,922 | | | $ | 5,755,466 | |
Interest | | | 13,242,849 | | | | 243,985 | | | | 16,421 | |
Other income | | | — | | | | 2 | | | | — | |
Less: Foreign tax withheld | | | (223,394 | ) | | | (1,490,823 | ) | | | — | |
| | | | | | | | | | | | |
Total investment income, net | | | 31,152,956 | | | | 44,954,086 | | | | 5,771,887 | |
| | | | | | | | | | | | |
Expenses: | | | | | | | | | | | | |
Investment management fees | | | 7,188,761 | | | | 16,599,558 | | | | 2,456,879 | |
Administrative services fees | | | | | | | | | | | | |
Class IC | | | — | | | | 29,479 | | | | — | |
Transfer agent fees | | | | | | | | | | | | |
Class IA | | | 2,508 | | | | 4,024 | | | | 2,372 | |
Class IB | | | 337 | | | | 494 | | | | 328 | |
Class IC | | | — | | | | 21 | | | | — | |
Distribution fees | | | | | | | | | | | | |
Class IB | | | 342,386 | | | | 706,853 | | | | 102,225 | |
Class IC | | | — | | | | 29,479 | | | | — | |
Custodian fees | | | 9,222 | | | | 83,873 | | | | 1,497 | |
Registration and filing fees | | | 16,241 | | | | 23,310 | | | | 15,111 | |
Accounting services fees | | | 208,287 | | | | 433,190 | | | | 47,100 | |
Board of Directors’ fees | | | 34,513 | | | | 79,557 | | | | 9,918 | |
Audit fees | | | 19,652 | | | | 20,234 | | | | 13,996 | |
Other expenses | | | 147,847 | | | | 331,181 | | | | 81,078 | |
| | | | | | | | | | | | |
Total expenses (before waivers and fees paid indirectly) | | | 7,969,754 | | | | 18,341,253 | | | | 2,730,504 | |
Management fee waivers | | | (347,144 | ) | | | — | | | | — | |
Commission recapture | | | (315 | ) | | | (74,103 | ) | | | (906 | ) |
| | | | | | | | | | | | |
Total waivers and fees paid indirectly | | | (347,459 | ) | | | (74,103 | ) | | | (906 | ) |
| | | | | | | | | | | | |
Total expenses, net | | | 7,622,295 | | | | 18,267,150 | | | | 2,729,598 | |
| | | | | | | | | | | | |
Net Investment Income (Loss) | | | 23,530,661 | | | | 26,686,936 | | | | 3,042,289 | |
| | | | | | | | | | | | |
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions: | | | | | | | | | | | | |
Net realized gain (loss) on investments | | | 83,882,058 | | | | 272,885,712 | | | | 37,818,164 | |
Net realized gain (loss) on futures contracts | | | (826,863 | ) | | | — | | | | — | |
Net realized gain (loss) on swap contracts | | | — | | | | — | | | | — | |
Net realized gain (loss) on foreign currency contracts | | | — | | | | (2,512,791 | ) | | | — | |
Net realized gain (loss) on other foreign currency transactions | | | 1,904 | | | | (293,139 | ) | | | — | |
| | | | | | | | | | | | |
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | | | 83,057,099 | | | | 270,079,782 | | | | 37,818,164 | |
| | | | | | | | | | | | |
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions: | | | | | | | | | | | | |
Net unrealized appreciation (depreciation) of investments | | | 43,135,529 | | | | 312,450,298 | | | | 24,352,859 | |
Net unrealized appreciation (depreciation) of futures contracts | | | 291,092 | | | | — | | | | — | |
Net unrealized appreciation (depreciation) of swap contracts | | | — | | | | — | | | | — | |
Net unrealized appreciation (depreciation) of foreign currency contracts | | | — | | | | (1,793,502 | ) | | | — | |
Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies | | | 73,989 | | | | 219,898 | | | | — | |
| | | | | | | | | | | | |
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions | | | 43,500,610 | | | | 310,876,694 | | | | 24,352,859 | |
| | | | | | | | | | | | |
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | | | 126,557,709 | | | | 580,956,476 | | | | 62,171,023 | |
| | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets Resulting from Operations | | $ | 150,088,370 | | | $ | 607,643,412 | | | $ | 65,213,312 | |
| | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
Statements of Operations – (continued)
For the Six-Month Period Ended June 30, 2017 (Unaudited)
| | | | | | | | | | | | | | | | | | | | | | | | | | |
Hartford
Dividend and
Growth
HLS Fund | | | Hartford
Global Growth
HLS Fund | | | Hartford
Growth
Opportunities
HLS Fund | | | Hartford
Healthcare
HLS Fund | | | Hartford
High Yield
HLS Fund | | | Hartford
International
Opportunities
HLS Fund | | | Hartford
MidCap
HLS Fund | |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| $ | 44,980,439 | | | $ | 3,768,711 | | | $ | 4,145,189 | | | $ | 1,513,758 | | | $ | — | | | $ | 25,033,424 | | | $ | 7,270,769 | |
| | 208,154 | | | | 15,264 | | | | 2,942 | | | | 29,583 | | | | 9,851,772 | | | | 102,252 | | | | 9,213 | |
| | — | | | | — | | | | — | | | | — | | | | — | | | | — | | | | — | |
| | (587,754 | ) | | | (223,053 | ) | | | (24,198 | ) | | | (17,337 | ) | | | — | | | | (2,804,950 | ) | | | (71,105 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| | 44,600,839 | | | | 3,560,922 | | | | 4,123,933 | | | | 1,526,004 | | | | 9,851,772 | | | | 22,330,726 | | | | 7,208,877 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| | 11,198,616 | | | | 1,693,928 | | | | 4,212,405 | | | | 1,339,948 | | | | 1,104,190 | | | | 4,500,263 | | | | 6,420,865 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — | | | | — | | | | 35,518 | | | | — | | | | — | | | | — | | | | — | |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| | 2,725 | | | | 2,272 | | | | 3,582 | | | | 2,330 | | | | 2,090 | | | | 3,209 | | | | 3,203 | |
| | 389 | | | | 468 | | | | 408 | | | | 395 | | | | 658 | | | | 425 | | | | 171 | |
| | — | | | | — | | | | 83 | | | | — | | | | — | | | | — | | | | — | |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| | 538,831 | | | | 96,062 | | | | 173,552 | | | | 57,863 | | | | 94,441 | | | | 190,065 | | | | 121,501 | |
| | — | | | | — | | | | 35,518 | | | | — | | | | — | | | | — | | | | — | |
| | 8,922 | | | | 7,592 | | | | 8,011 | | | | 4,560 | | | | 1,957 | | | | 37,306 | | | | 4,562 | |
| | 16,658 | | | | 15,006 | | | | 25,310 | | | | 16,717 | | | | 14,958 | | | | 15,503 | | | | 17,327 | |
| | 241,606 | | | | 31,513 | | | | 124,884 | | | | 22,364 | | | | 22,084 | | | | 91,086 | | | | 134,108 | |
| | 48,883 | | | | 6,433 | | | | 19,819 | | | | 4,634 | | | | 4,762 | | | | 18,447 | | | | 26,249 | |
| | 14,702 | | | | 15,111 | | | | 14,319 | | | | 14,225 | | | | 18,949 | | | | 23,310 | | | | 14,309 | |
| | 220,649 | | | | 61,343 | | | | 147,896 | | | | 17,581 | | | | 48,218 | | | | 139,910 | | | | 83,266 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| | 12,291,981 | | | | 1,929,728 | | | | 4,801,305 | | | | 1,480,617 | | | | 1,312,307 | | | | 5,019,524 | | | | 6,825,561 | |
| | — | | | | — | | | | — | | | | — | | | | — | | | | — | | | | — | |
| | (17,425 | ) | | | (4,010 | ) | | | (28,927 | ) | | | (503 | ) | | | — | | | | (25,497 | ) | | | (15,208 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| | (17,425 | ) | | | (4,010 | ) | | | (28,927 | ) | | | (503 | ) | | | — | | | | (25,497 | ) | | | (15,208 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| | 12,274,556 | | | | 1,925,718 | | | | 4,772,378 | | | | 1,480,114 | | | | 1,312,307 | | | | 4,994,027 | | | | 6,810,353 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| | 32,326,283 | | | | 1,635,204 | | | | (648,445 | ) | | | 45,890 | | | | 8,539,465 | | | | 17,336,699 | | | | 398,524 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| | 157,295,162 | | | | 21,701,922 | | | | 90,251,797 | | | | 11,260,798 | | | | 3,198,830 | | | | 47,847,594 | | | | 82,642,750 | |
| | — | | | | — | | | | — | | | | — | | | | — | | | | — | | | | — | |
| | — | | | | — | | | | — | | | | — | | | | 565,140 | | | | — | | | | — | |
| | — | | | | — | | | | — | | | | — | | | | (152,485 | ) | | | — | | | | — | |
| | 825 | | | | (26,645 | ) | | | (62,763 | ) | | | (707 | ) | | | (8,287 | ) | | | (23,657 | ) | | | 263 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| | 157,295,987 | | | | 21,675,277 | | | | 90,189,034 | | | | 11,260,091 | | | | 3,603,198 | | | | 47,823,937 | | | | 82,643,013 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| | 43,487,625 | | | | 51,287,164 | | | | 131,221,763 | | | | 51,946,409 | | | | 1,759,381 | | | | 114,757,151 | | | | 136,071,849 | |
| | — | | | | — | | | | — | | | | — | | | | — | | | | — | | | | — | |
| | — | | | | — | | | | — | | | | — | | | | (269,937 | ) | | | — | | | | — | |
| | — | | | | — | | | | — | | | | — | | | | 15,707 | | | | (1,419,611 | ) | | | — | |
| | 14,536 | | | | 49,555 | | | | 7,511 | | | | 626 | | | | (962 | ) | | | 282,665 | | | | — | |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| 43,502,161 | | | | 51,336,719 | | | | 131,229,274 | | | | 51,947,035 | | | | 1,504,189 | | | | 113,620,205 | | | | 136,071,849 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| | 200,798,148 | | | | 73,011,996 | | | | 221,418,308 | | | | 63,207,126 | | | | 5,107,387 | | | | 161,444,142 | | | | 218,714,862 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| $ | 233,124,431 | | | $ | 74,647,200 | | | $ | 220,769,863 | | | $ | 63,253,016 | | | $ | 13,646,852 | | | $ | 178,780,841 | | | $ | 219,113,386 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
Statements of Operations – (continued)
For the Six-Month Period Ended June 30, 2017 (Unaudited)
| | | | | | | | | | | | |
| | | Hartford
MidCap Value
HLS Fund | | | Hartford
Small Cap
Growth
HLS Fund | | | Hartford
Small Company
HLS Fund | |
Investment Income: | | | | | | | | | | | | |
Dividends | | $ | 2,508,558 | | | $ | 4,099,935 | | | $ | 1,837,924 | |
Interest | | | 14,546 | | | | 29,723 | | | | 25,391 | |
Other income | | | 1 | | | | — | | | | 1 | |
Less: Foreign tax withheld | | | (40,255 | ) | | | — | | | | — | |
| | | | | | | | | | | | |
Total investment income, net | | | 2,482,850 | | | | 4,129,658 | | | | 1,863,316 | |
| | | | | | | | | | | | |
Expenses: | | | | | | | | | | | | |
Investment management fees | | | 1,507,932 | | | | 3,786,848 | | | | 2,847,057 | |
Transfer agent fees | | | | | | | | | | | | |
Class IA | | | 1,946 | | | | 3,179 | | | | 2,815 | |
Class IB | | | 594 | | | | 727 | | | | 263 | |
Distribution fees | | | | | | | | | | | | |
Class IB | | | 110,227 | | | | 289,574 | | | | 83,999 | |
Custodian fees | | | 4,111 | | | | 3,695 | | | | 4,328 | |
Registration and filing fees | | | 14,983 | | | | 18,423 | | | | 15,683 | |
Accounting services fees | | | 26,389 | | | | 112,118 | | | | 70,963 | |
Board of Directors’ fees | | | 5,435 | | | | 17,010 | | | | 13,545 | |
Audit fees | | | 14,228 | | | | 12,803 | | | | 14,395 | |
Other expenses | | | 40,146 | | | | 77,607 | | | | 69,929 | |
| | | | | | | | | | | | |
Total expenses (before waivers and fees paid indirectly) | | | 1,725,991 | | | | 4,321,984 | | | | 3,122,977 | |
Commission recapture | | | (5,448 | ) | | | (7,695 | ) | | | (20,900 | ) |
| | | | | | | | | | | | |
Total waivers and fees paid indirectly | | | (5,448 | ) | | | (7,695 | ) | | | (20,900 | ) |
| | | | | | | | | | | | |
Total expenses, net | | | 1,720,543 | | | | 4,314,289 | | | | 3,102,077 | |
| | | | | | | | | | | | |
Net Investment Income (Loss) | | | 762,307 | | | | (184,631 | ) | | | (1,238,761 | ) |
| | | | | | | | | | | | |
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions: | | | | | | | | | | | | |
Net realized gain (loss) on investments | | | 11,004,923 | | | | 54,463,311 | | | | 80,308,605 | |
Net realized gain (loss) on purchased options contracts | | | — | | | | — | | | | — | |
Net realized gain (loss) on futures contracts | | | — | | | | — | | | | — | |
Net realized gain (loss) on written options contracts | | | — | | | | — | | | | — | |
Net realized gain (loss) on swap contracts | | | — | | | | — | | | | — | |
Net realized gain (loss) on foreign currency contracts | | | — | | | | — | | | | — | |
Net realized gain (loss) on other foreign currency transactions | | | (1,403 | ) | | | — | | | | (9,168 | ) |
| | | | | | | | | | | | |
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | | | 11,003,520 | | | | 54,463,311 | | | | 80,299,437 | |
| | | | | | | | | | | | |
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions: | | | | | | | | | | | | |
Net unrealized appreciation (depreciation) of investments | | | 1,722,405 | | | | 63,181,254 | | | | 19,601,587 | |
Net unrealized appreciation (depreciation) of purchased options contracts | | | — | | | | — | | | | — | |
Net unrealized appreciation (depreciation) of futures contracts | | | — | | | | — | | | | — | |
Net unrealized appreciation (depreciation) of swap contracts | | | — | | | | — | | | | — | |
Net unrealized appreciation (depreciation) of foreign currency contracts | | | — | | | | — | | | | — | |
Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies | | | 523 | | | | — | | | | 185 | |
| | | | | | | | | | | | |
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions | | | 1,722,928 | | | | 63,181,254 | | | | 19,601,772 | |
| | | | | | | | | | | | |
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | | | 12,726,448 | | | | 117,644,565 | | | | 99,901,209 | |
| | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets Resulting from Operations | | $ | 13,488,755 | | | $ | 117,459,934 | | | $ | 98,662,448 | |
| | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
Statements of Operations – (continued)
For the Six-Month Period Ended June 30, 2017 (Unaudited)
| | | | | | | | | | | | | | | | | | | | | | |
Hartford
Small/Mid Cap
Equity
HLS Fund | | | Hartford
Stock
HLS Fund | | | Hartford
Total Return Bond
HLS Fund | | | Hartford
Ultrashort Bond
HLS Fund | | | Hartford
U.S. Government
Securities
HLS Fund | | | Hartford
Value
HLS Fund | |
| | | | | | | | | | | | | | | | | | | | | | |
| $ | 1,068,303 | | | $ | 17,750,511 | | | $ | 66,795 | | | $ | — | | | $ | — | | | $ | 6,815,980 | |
| | 2,210 | | | | 51,269 | | | | 43,983,122 | | | | 3,890,116 | | | | 4,885,924 | | | | 13,517 | |
| | — | | | | — | | | | — | | | | — | | | | — | | | | — | |
| | (1,543 | ) | | | (128,087 | ) | | | (69,679 | ) | | | (69 | ) | | | — | | | | (73,546 | ) |
| | | | | | | | | | | | | | | | | | | | | | |
| | 1,068,970 | | | | 17,673,693 | | | | 43,980,238 | | | | 3,890,047 | | | | 4,885,924 | | | | 6,755,951 | |
| | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | |
| | 399,909 | | | | 3,514,204 | | | | 5,718,436 | | | | 1,155,263 | | | | 972,530 | | | | 1,938,683 | |
| | | | | | | | | | | | | | | | | | | | | | |
| | 2,088 | | | | 2,403 | | | | 2,698 | | | | 2,374 | | | | 2,136 | | | | 2,469 | |
| | 396 | | | | 255 | | | | 316 | | | | 355 | | | | 462 | | | | 428 | |
| | | | | | | | | | | | | | | | | | | | | | |
| | 19,937 | | | | 175,936 | | | | 320,504 | | | | 93,969 | | | | 96,177 | | | | 95,913 | |
| | 126 | | | | 4,459 | | | | 22,632 | | | | 1,723 | | | | 1,757 | | | | 1,933 | |
| | 15,883 | | | | 15,455 | | | | 16,438 | | | | 15,240 | | | | 16,377 | | | | 15,008 | |
| | 6,998 | | | | 102,581 | | | | 220,061 | | | | 40,434 | | | | 30,256 | | | | 36,353 | |
| | 1,403 | | | | 21,628 | | | | 37,486 | | | | 9,146 | | | | 6,882 | | | | 7,559 | |
| | 12,962 | | | | 14,111 | | | | 20,636 | | | | 21,585 | | | | 13,082 | | | | 13,977 | |
| | 14,370 | | | | 120,413 | | | | 200,088 | | | | 58,330 | | | | 56,968 | | | | 51,250 | |
| | | | | | | | | | | | | | | | | | | | | | |
| | 474,072 | | | | 3,971,445 | | | | 6,559,295 | | | | 1,398,419 | | | | 1,196,627 | | | | 2,163,573 | |
| | — | | | | — | | | | — | | | | — | | | | — | | | | — | |
| | | | | | | | | | | | | | | | | | | | | | |
| | — | | | | — | | | | — | | | | — | | | | — | | | | — | |
| | | | | | | | | | | | | | | | | | | | | | |
| | 474,072 | | | | 3,971,445 | | | | 6,559,295 | | | | 1,398,419 | | | | 1,196,627 | | | | 2,163,573 | |
| | | | | | | | | | | | | | | | | | | | | | |
| | 594,898 | | | | 13,702,248 | | | | 37,420,943 | | | | 2,491,628 | | | | 3,689,297 | | | | 4,592,378 | |
| | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | |
| | 3,701,451 | | | | 50,556,335 | | | | 16,862,746 | | | | 55,089 | | | | (2,153,150 | ) | | | 21,505,618 | |
| | — | | | | — | | | | 505,348 | | | | — | | | | — | | | | — | |
| | — | | | | — | | | | 6,327,765 | | | | — | | | | (221,063 | ) | | | — | |
| | — | | | | — | | | | (55,731 | ) | | | — | | | | — | | | | — | |
| | — | | | | — | | | | 3,323,351 | | | | — | | | | 412,637 | | | | — | |
| | — | | | | — | | | | (795,548 | ) | | | — | | | | — | | | | — | |
| | — | | | | (10,723 | ) | | | 802,681 | | | | — | | | | — | | | | 6,589 | |
| | | | | | | | | | | | | | | | | | | | | | |
| | 3,701,451 | | | | 50,545,612 | | | | 26,970,612 | | | | 55,089 | | | | (1,961,576 | ) | | | 21,512,207 | |
| | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | |
| | (1,177,071 | ) | | | 66,025,601 | | | | 24,817,095 | | | | 424,657 | | | | 4,636,949 | | | | 4,448,655 | |
| | — | | | | — | | | | (366,226 | ) | | | — | | | | — | | | | — | |
| | — | | | | — | | | | 2,327,140 | | | | — | | | | 158,971 | | | | — | |
| | — | | | | — | | | | (6,357,736 | ) | | | — | | | | (495,685 | ) | | | — | |
| | — | | | | — | | | | (3,133,855 | ) | | | — | | | | — | | | | — | |
| | — | | | | 90,793 | | | | (19,375 | ) | | | — | | | | — | | | | 14,012 | |
| | | | | | | | | | | | | | | | | | | | | | |
| (1,177,071 | ) | | | 66,116,394 | | | | 17,267,043 | | | | 424,657 | | | | 4,300,235 | | | | 4,462,667 | |
| | | | | | | | | | | | | | | | | | | | | | |
| | 2,524,380 | | | | 116,662,006 | | | | 44,237,655 | | | | 479,746 | | | | 2,338,659 | | | | 25,974,874 | |
| | | | | | | | | | | | | | | | | | | | | | |
| $ | 3,119,278 | | | $ | 130,364,254 | | | $ | 81,658,598 | | | $ | 2,971,374 | | | $ | 6,027,956 | | | $ | 30,567,252 | |
| | | | | | | | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
Statements of Changes in Net Assets
| | | | | | | | |
| | | Hartford Balanced
HLS Fund | |
| | | For the
Six-Month
Period Ended
June 30, 2017
(Unaudited) | | | For the
Year Ended
December 31,
2016 | |
Operations: | | | | | | | | |
Net investment income (loss) | | $ | 23,530,661 | | | $ | 48,507,412 | |
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | | | 83,057,099 | | | | 121,535,739 | |
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | | | 43,500,610 | | | | (31,380,933 | ) |
| | | | | | | | |
Net Increase (Decrease) in Net Assets Resulting from Operations | | | 150,088,370 | | | | 138,662,218 | |
| | | | | | | | |
Distributions to Shareholders: | | | | | | | | |
From net investment income | | | | | | | | |
Class IA | | | — | | | | (57,374,388 | ) |
Class IB | | | — | | | | (6,967,476 | ) |
Class IC | | | — | | | | — | |
| | | | | | | | |
Total from net investment income | | | — | | | | (64,341,864 | ) |
| | | | | | | | |
From net realized gain on investments | | | | | | | | |
Class IA | | | — | | | | — | |
Class IB | | | — | | | | — | |
Class IC | | | — | | | | — | |
| | | | | | | | |
Total from net realized gain on investments | | | — | | | | — | |
| | | | | | | | |
Total distributions | | | — | | | | (64,341,864 | ) |
| | | | | | | | |
Capital Share Transactions: | | | | | | | | |
Sold | | | 7,028,156 | | | | 16,656,289 | |
Issued on reinvestment of distributions | | | — | | | | 64,341,864 | |
Redeemed | | | (162,103,711 | ) | | | (347,720,604 | ) |
| | | | | | | | |
Net (decrease) from capital share transactions | | | (155,075,555 | ) | | | (266,722,451 | ) |
| | | | | | | | |
Net Increase (Decrease) in Net Assets | | | (4,987,185 | ) | | | (192,402,097 | ) |
| | | | | | | | |
Net Assets: | |
Beginning of period | | | 2,319,481,115 | | | | 2,511,883,212 | |
| | | | | | | | |
End of period | | $ | 2,314,493,930 | | | $ | 2,319,481,115 | |
| | | | | | | | |
Undistributed (distributions in excess of) net investment income | | $ | 35,281,180 | | | $ | 11,750,519 | |
| | | | | | | | |
The accompanying notes are an integral part of these financial statements.
Statements of Changes in Net Assets – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Hartford Capital Appreciation
HLS Fund | | | Hartford Disciplined Equity
HLS Fund | | | Hartford Dividend and Growth
HLS Fund | | | Hartford Global Growth
HLS Fund | |
For the
Six-Month
Period Ended
June 30, 2017
(Unaudited) | | | For the
Year Ended
December 31,
2016 | | | For the
Six-Month
Period Ended
June 30, 2017
(Unaudited) | | | For the
Year Ended
December 31,
2016 | | | For the
Six-Month
Period Ended
June 30, 2017
(Unaudited) | | | For the
Year Ended
December 31,
2016 | | | For the
Six-Month
Period Ended
June 30, 2017
(Unaudited) | | | For the
Year Ended
December 31,
2016 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| $ | 26,686,936 | | | $ | 53,795,941 | | | $ | 3,042,289 | | | $ | 5,052,429 | | | $ | 32,326,283 | | | $ | 63,831,553 | | | $ | 1,635,204 | | | $ | 2,220,012 | |
| | 270,079,782 | | | | 79,277,863 | | | | 37,818,164 | | | | 65,702,486 | | | | 157,295,987 | | | | 221,827,116 | | | | 21,675,277 | | | | 22,209,878 | |
| | 310,876,694 | | | | 145,100,780 | | | | 24,352,859 | | | | (33,370,153 | ) | | | 43,502,161 | | | | 165,887,284 | | | | 51,336,719 | | | | (17,164,817 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | 607,643,412 | | | | 278,174,584 | | | | 65,213,312 | | | | 37,384,762 | | | | 233,124,431 | | | | 451,545,953 | | | | 74,647,200 | | | | 7,265,073 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — | | | | (50,908,581 | ) | | | — | | | | (5,255,939 | ) | | | — | | | | (58,859,706 | ) | | | — | | | | (2,421,454 | ) |
| | — | | | | (4,835,762 | ) | | | — | | | | (523,839 | ) | | | — | | | | (7,559,424 | ) | | | — | | | | (298,138 | ) |
| | — | | | | (145,082 | ) | | | — | | | | — | | | | — | | | | — | | | | — | | | | — | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — | | | | (55,889,425 | ) | | | — | | | | (5,779,778 | ) | | | — | | | | (66,419,130 | ) | | | — | | | | (2,719,592 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — | | | | (479,266,149 | ) | | | — | | | | (75,833,496 | ) | | | — | | | | (321,363,600 | ) | | | — | | | | (38,316,082 | ) |
| | — | | | | (55,348,578 | ) | | | — | | | | (10,746,897 | ) | | | — | | | | (48,363,667 | ) | | | — | | | | (8,316,510 | ) |
| | — | | | | (1,930,573 | ) | | | — | | | | — | | | | — | | | | — | | | | — | | | | — | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — | | | | (536,545,300 | ) | | | — | | | | (86,580,393 | ) | | | — | | | | (369,727,267 | ) | | | — | | | | (46,632,592 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — | | | | (592,434,725 | ) | | | — | | | | (92,360,171 | ) | | | — | | | | (436,146,397 | ) | | | — | | | | (49,352,184 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | 54,079,872 | | | | 92,295,115 | | | | 3,174,926 | | | | 20,699,516 | | | | 74,832,162 | | | | 134,212,828 | | | | 17,633,908 | | | | 16,810,513 | |
| | — | | | | 592,434,725 | | | | — | | | | 92,360,171 | | | | — | | | | 436,146,397 | | | | — | | | | 49,352,184 | |
| | (618,036,677 | ) | | | (1,594,446,333 | ) | | | (60,823,306 | ) | | | (130,281,451 | ) | | | (276,091,109 | ) | | | (575,274,237 | ) | | | (33,665,283 | ) | | | (83,230,273 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | (563,956,805 | ) | | | (909,716,493 | ) | | | (57,648,380 | ) | | | (17,221,764 | ) | | | (201,258,947 | ) | | | (4,915,012 | ) | | | (16,031,375 | ) | | | (17,067,576 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | 43,686,607 | | | | (1,223,976,634 | ) | | | 7,564,932 | | | | (72,197,173 | ) | | | 31,865,484 | | | | 10,484,544 | | | | 58,615,825 | | | | (59,154,687 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | 5,135,054,473 | | | | 6,359,031,107 | | | | 668,393,510 | | | | 740,590,683 | | | | 3,451,988,253 | | | | 3,441,503,709 | | | | 419,906,106 | | | | 479,060,793 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| $ | 5,178,741,080 | | | $ | 5,135,054,473 | | | $ | 675,958,442 | | | $ | 668,393,510 | | | $ | 3,483,853,737 | | | $ | 3,451,988,253 | | | $ | 478,521,931 | | | $ | 419,906,106 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| $ | 35,921,187 | | | $ | 9,234,251 | | | $ | 3,224,092 | | | $ | 181,803 | | | $ | 32,732,474 | | | $ | 406,191 | | | $ | 3,966,438 | | | $ | 2,331,234 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
Statements of Changes in Net Assets – (continued)
| | | | | | | | |
| | | Hartford Growth Opportunities
HLS Fund | |
| | | For the
Six-Month
Period Ended
June 30, 2017
(Unaudited) | | | For the
Year Ended
December 31,
2016 | |
Operations: | | | | | | | | |
Net investment income (loss) | | $ | (648,445 | ) | | $ | (1,888,178 | ) |
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | | | 90,189,034 | | | | 13,129,951 | |
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | | | 131,229,274 | | | | (18,177,806 | ) |
| | | | | | | | |
Net Increase (Decrease) in Net Assets Resulting from Operations | | | 220,769,863 | | | | (6,936,033 | ) |
| | | | | | | | |
Distributions to Shareholders: | | | | | | | | |
From net investment income | | | | | | | | |
Class IA | | | — | | | | (5,137,102 | ) |
Class IB | | | — | | | | (207,347 | ) |
Class IC | | | — | | | | (63,822 | ) |
| | | | | | | | |
Total from net investment income | | | — | | | | (5,408,271 | ) |
| | | | | | | | |
From net realized gain on investments | | | | | | | | |
Class IA | | | — | | | | (169,379,777 | ) |
Class IB | | | — | | | | (20,295,840 | ) |
Class IC | | | — | | | | (3,608,835 | ) |
| | | | | | | | |
Total from net realized gain on investments | | | — | | | | (193,284,452 | ) |
| | | | | | | | |
Total distributions | | | — | | | | (198,692,723 | ) |
| | | | | | | | |
Capital Share Transactions: | | | | | | | | |
Sold | | | 29,104,735 | | | | 160,464,745 | |
Issued on reinvestment of distributions | | | — | | | | 198,692,723 | |
Redeemed | | | (105,290,186 | ) | | | (226,639,753 | ) |
| | | | | | | | |
Net increase (decrease) from capital share transactions | | | (76,185,451 | ) | | | 132,517,715 | |
| | | | | | | | |
Net Increase (Decrease) in Net Assets | | | 144,584,412 | | | | (73,111,041 | ) |
| | | | | | | | |
Net Assets: | |
Beginning of period | | | 1,302,875,757 | | | | 1,375,986,798 | |
| | | | | | | | |
End of period | | $ | 1,447,460,169 | | | $ | 1,302,875,757 | |
| | | | | | | | |
Undistributed (distributions in excess of) net investment income | | $ | (990,211 | ) | | $ | (341,766 | ) |
| | | | | | | | |
The accompanying notes are an integral part of these financial statements.
Statements of Changes in Net Assets – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Hartford Healthcare
HLS Fund | | | Hartford High Yield
HLS Fund | | | Hartford International Opportunities
HLS Fund | | | Hartford MidCap
HLS Fund | |
For the
Six-Month
Period Ended
June 30, 2017
(Unaudited) | | | For the
Year Ended
December 31,
2016 | | | For the
Six-Month
Period Ended
June 30, 2017
(Unaudited) | | | For the
Year Ended
December 31,
2016 | | | For the
Six-Month
Period Ended
June 30, 2017
(Unaudited) | | | For the
Year Ended
December 31,
2016 | | | For the
Six-Month
Period Ended
June 30, 2017
(Unaudited) | | | For the
Year Ended
December 31,
2016 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| $ | 45,890 | | | $ | 43,282 | | | $ | 8,539,465 | | | $ | 17,926,201 | | | $ | 17,336,699 | | | $ | 21,375,189 | | | $ | 398,524 | | | $ | 2,544,912 | |
| | 11,260,091 | | | | 51,905,351 | | | | 3,603,198 | | | | (8,357,888 | ) | | | 47,823,937 | | | | (17,553,005 | ) | | | 82,643,013 | | | | 67,772,211 | |
| | 51,947,035 | | | | (87,833,573 | ) | | | 1,504,189 | | | | 33,937,976 | | | | 113,620,205 | | | | 9,302,116 | | | | 136,071,849 | | | | 125,224,671 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | 63,253,016 | | | | (35,884,940 | ) | | | 13,646,852 | | | | 43,506,289 | | | | 178,780,841 | | | | 13,124,300 | | | | 219,113,386 | | | | 195,541,794 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — | | | | (9,786,913 | ) | | | — | | | | (15,598,376 | ) | | | — | | | | (17,922,412 | ) | | | — | | | | (2,990,801 | ) |
| | — | | | | (1,640,493 | ) | | | — | | | | (4,574,775 | ) | | | — | | | | (2,012,534 | ) | | | — | | | | (27,743 | ) |
| | — | | | | — | | | | — | | | | — | | | | — | | | | — | | | | — | | | | — | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — | | | | (11,427,406 | ) | | | — | | | | (20,173,151 | ) | | | — | | | | (19,934,946 | ) | | | — | | | | (3,018,544 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — | | | | (54,644,064 | ) | | | — | | | | — | | | | — | | | | — | | | | — | | | | (170,188,177 | ) |
| | — | | | | (10,078,753 | ) | | | — | | | | — | | | | — | | | | — | | | | — | | | | (9,620,889 | ) |
| | — | | | | — | | | | — | | | | — | | | | — | | | | — | | | | — | | | | — | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — | | | | (64,722,817 | ) | | | — | | | | — | | | | — | | | | — | | | | — | | | | (179,809,066 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — | | | | (76,150,223 | ) | | | — | | | | (20,173,151 | ) | | | — | | | | (19,934,946 | ) | | | — | | | | (182,827,610 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | 28,496,618 | | | | 39,480,807 | | | | 9,609,993 | | | | 30,368,396 | | | | 78,150,023 | | | | 118,384,245 | | | | 138,931,029 | | | | 147,356,841 | |
| | — | | | | 76,150,223 | | | | — | | | | 20,173,151 | | | | — | | | | 19,934,946 | | | | — | | | | 182,827,610 | |
| | (31,394,112 | ) | | | (136,380,062 | ) | | | (34,288,778 | ) | | | (80,415,801 | ) | | | (94,653,989 | ) | | | (215,191,291 | ) | | | (145,080,567 | ) | | | (280,412,628 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | (2,897,494 | ) | | | (20,749,032 | ) | | | (24,678,785 | ) | | | (29,874,254 | ) | | | (16,503,966 | ) | | | (76,872,100 | ) | | | (6,149,538 | ) | | | 49,771,823 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | 60,355,522 | | | | (132,784,195 | ) | | | (11,031,933 | ) | | | (6,541,116 | ) | | | 162,276,875 | | | | (83,682,746 | ) | | | 212,963,848 | | | | 62,486,007 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | 290,643,078 | | | | 423,427,273 | | | | 321,784,994 | | | | 328,326,110 | | | | 1,234,105,192 | | | | 1,317,787,938 | | | | 1,814,596,258 | | | | 1,752,110,251 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| $ | 350,998,600 | | | $ | 290,643,078 | | | $ | 310,753,061 | | | $ | 321,784,994 | | | $ | 1,396,382,067 | | | $ | 1,234,105,192 | | | $ | 2,027,560,106 | | | $ | 1,814,596,258 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| $ | (161,845 | ) | | $ | (207,735 | ) | | $ | 26,604,266 | | | $ | 18,064,801 | | | $ | 38,244,208 | | | $ | 20,907,509 | | | $ | 419,376 | | | $ | 20,852 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
Statements of Changes in Net Assets – (continued)
| | | | | | | | |
| | | Hartford MidCap Value
HLS Fund | |
| | | For the
Six-Month
Period Ended
June 30, 2017
(Unaudited) | | | For the
Year Ended
December 31,
2016 | |
Operations: | | | | | | | | |
Net investment income (loss) | | $ | 762,307 | | | $ | 1,996,770 | |
Net realized gain (loss) on investments and foreign currency transactions | | | 11,003,520 | | | | 25,084,498 | |
Net changes in unrealized appreciation (depreciation) of investments and foreign currency transactions | | | 1,722,928 | | | | 16,075,619 | |
| | | | | | | | |
Net Increase (Decrease) in Net Assets Resulting from Operations | | | 13,488,755 | | | | 43,156,887 | |
| | | | | | | | |
Distributions to Shareholders: | | | | | | | | |
From net investment income | | | | | | | | |
Class IA | | | — | | | | (1,470,383 | ) |
Class IB | | | — | | | | (198,851 | ) |
| | | | | | | | |
Total from net investment income | | | — | | | | (1,669,234 | ) |
| | | | | | | | |
From net realized gain on investments | | | | | | | | |
Class IA | | | — | | | | (37,432,863 | ) |
Class IB | | | — | | | | (11,765,923 | ) |
| | | | | | | | |
Total from net realized gain on investments | | | — | | | | (49,198,786 | ) |
| | | | | | | | |
Total distributions | | | — | | | | (50,868,020 | ) |
| | | | | | | | |
Capital Share Transactions: | | | | | | | | |
Sold | | | 5,281,582 | | | | 6,844,502 | |
Issued on reinvestment of distributions | | | — | | | | 50,868,020 | |
Redeemed | | | (31,408,895 | ) | | | (53,319,463 | ) |
| | | | | | | | |
Net increase (decrease) from capital share transactions | | | (26,127,313 | ) | | | 4,393,059 | |
| | | | | | | | |
Net Increase (Decrease) in Net Assets | | | (12,638,558 | ) | | | (3,318,074 | ) |
| | | | | | | | |
Net Assets: | | | | | | | | |
Beginning of period | | | 379,576,036 | | | | 382,894,110 | |
| | | | | | | | |
End of period | | $ | 366,937,478 | | | $ | 379,576,036 | |
| | | | | | | | |
Undistributed (distributions in excess of) net investment income | | $ | 2,724,813 | | | $ | 1,962,506 | |
| | | | | | | | |
The accompanying notes are an integral part of these financial statements.
Statements of Changes in Net Assets – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Hartford Small Cap Growth
HLS Fund | | | Hartford Small Company
HLS Fund | | | Hartford Small/Mid Cap Equity
HLS Fund | | | Hartford Stock
HLS Fund | |
For the
Six-Month
Period Ended
June 30, 2017
(Unaudited) | | | For the
Year Ended
December 31,
2016 | | | For the
Six-Month
Period Ended
June 30, 2017
(Unaudited) | | | For the
Year Ended
December 31,
2016 | | | For the
Six-Month
Period Ended
June 30, 2017
(Unaudited) | | | For the
Year Ended
December 31,
2016 | | | For the
Six-Month
Period Ended
June 30, 2017
(Unaudited) | | | For the
Year Ended
December 31,
2016 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| $ | (184,631 | ) | | $ | 1,334,994 | | | $ | (1,238,761 | ) | | $ | (1,080,338 | ) | | $ | 594,898 | | | $ | 1,102,714 | | | $ | 13,702,248 | | | $ | 25,417,540 | |
| | 54,463,311 | | | | (13,449,629 | ) | | | 80,299,437 | | | | (87,580,547 | ) | | | 3,701,451 | | | | 2,737,265 | | | | 50,545,612 | | | | 123,117,444 | |
| | 63,181,254 | | | | 143,613,864 | | | | 19,601,772 | | | | 85,596,013 | | | | (1,177,071 | ) | | | 9,923,513 | | | | 66,116,394 | | | | (42,576,110 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | 117,459,934 | | | | 131,499,229 | | | | 98,662,448 | | | | (3,064,872 | ) | | | 3,119,278 | | | | 13,763,492 | | | | 130,364,254 | | | | 105,958,874 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — | | | | (1,321,239 | ) | | | — | | | | — | | | | — | | | | (1,054,630 | ) | | | — | | | | (24,394,377 | ) |
| | — | | | | — | | | | — | | | | — | | | | — | | | | (154,757 | ) | | | — | | | | (2,241,103 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — | | | | (1,321,239 | ) | | | — | | | | — | | | | — | | | | (1,209,387 | ) | | | — | | | | (26,635,480 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — | | | | (40,160,906 | ) | | | — | | | | (87,123,722 | ) | | | — | | | | (4,735,022 | ) | | | — | | | | — | |
| | — | | | | (9,586,481 | ) | | | — | | | | (9,078,306 | ) | | | — | | | | (928,660 | ) | | | — | | | | — | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — | | | | (49,747,387 | ) | | | — | | | | (96,202,028 | ) | | | — | | | | (5,663,682 | ) | | | — | | | | — | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | — | | | | (51,068,626 | ) | | | — | | | | (96,202,028 | ) | | | — | | | | (6,873,069 | ) | | | — | | | | (26,635,480 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | 130,629,314 | | | | 187,804,800 | | | | 20,710,078 | | | | 83,849,278 | | | | 3,337,283 | | | | 13,915,582 | | | | 4,002,740 | | | | 17,279,764 | |
| | — | | | | 45,817,119 | | | | — | | | | 96,202,028 | | | | — | | | | 6,873,069 | | | | — | | | | 26,635,480 | |
| | (136,758,983 | ) | | | (238,282,637 | ) | | | (391,484,508 | ) | | | (389,910,318 | ) | | | (15,927,039 | ) | | | (18,682,136 | ) | | | (106,589,532 | ) | | | (214,128,274 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | (6,129,669 | ) | | | (4,660,718 | ) | | | (370,774,430 | ) | | | (209,859,012 | ) | | | (12,589,756 | ) | | | 2,106,515 | | | | (102,586,792 | ) | | | (170,213,030 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | 111,330,265 | | | | 75,769,885 | | | | (272,111,982 | ) | | | (309,125,912 | ) | | | (9,470,478 | ) | | | 8,996,938 | | | | 27,777,462 | | | | (90,889,636 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | 1,199,132,307 | | | | 1,123,362,422 | | | | 907,152,414 | | | | 1,216,278,326 | | | | 104,876,828 | | | | 95,879,890 | | | | 1,452,943,287 | | | | 1,543,832,923 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| $ | 1,310,462,572 | | | $ | 1,199,132,307 | | | $ | 635,040,432 | | | $ | 907,152,414 | | | $ | 95,406,350 | | | $ | 104,876,828 | | | $ | 1,480,720,749 | | | $ | 1,452,943,287 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| $ | 913,151 | | | $ | 1,097,782 | | | $ | (1,238,761 | ) | | $ | — | | | $ | 1,697,606 | | | $ | 1,102,708 | | | $ | 14,427,177 | | | $ | 724,929 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
Statements of Changes in Net Assets – (continued)
| | | | | | | | |
| | | Hartford Total Return Bond
HLS Fund | |
| | | For the
Six-Month
Period Ended
June 30, 2017
(Unaudited) | | | For the
Year Ended
December 31,
2016 | |
Operations: | | | | | | | | |
Net investment income (loss) | | $ | 37,420,943 | | | $ | 82,471,555 | |
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | | | 26,970,612 | | | | (32,141,795 | ) |
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | | | 17,267,043 | | | | 67,926,043 | |
| | | | | | | | |
Net Increase (Decrease) in Net Assets Resulting from Operations | | | 81,658,598 | | | | 118,255,803 | |
| | | | | | | | |
Distributions to Shareholders: | | | | | | | | |
From net investment income | | | | | | | | |
Class IA | | | — | | | | (59,076,184 | ) |
Class IB | | | — | | | | (6,394,079 | ) |
| | | | | | | | |
Total from net investment income | | | — | | | | (65,470,263 | ) |
| | | | | | | | |
From net realized gain on investments | | | | | | | | |
Class IA | | | — | | | | (8,917,940 | ) |
Class IB | | | — | | | | (1,089,963 | ) |
| | | | | | | | |
Total from net realized gain on investments | | | — | | | | (10,007,903 | ) |
| | | | | | | | |
Total distributions | | | — | | | | (75,478,166 | ) |
| | | | | | | | |
Capital Share Transactions: | | | | | | | | |
Sold | | | 65,531,030 | | | | 108,664,980 | |
Issued on reinvestment of distributions | | | — | | | | 75,478,166 | |
Redeemed | | | (212,542,147 | ) | | | (463,514,702 | ) |
| | | | | | | | |
Net (decrease) from capital share transactions | | | (147,011,117 | ) | | | (279,371,556 | ) |
| | | | | | | | |
Net Increase (Decrease) in Net Assets | | | (65,352,519 | ) | | | (236,593,919 | ) |
| | | | | | | | |
Net Assets: | | | | | | | | |
Beginning of period | | | 2,506,692,358 | | | | 2,743,286,277 | |
| | | | | | | | |
End of period | | $ | 2,441,339,839 | | | $ | 2,506,692,358 | |
| | | | | | | | |
Undistributed (distributions in excess of) net investment income | | $ | 106,768,081 | | | $ | 69,347,138 | |
| | | | | | | | |
The accompanying notes are an integral part of these financial statements.
Statements of Changes in Net Assets – (continued)
| | | | | | | | | | | | | | | | | | | | | | |
Hartford Ultrashort Bond
HLS Fund | | | Hartford U.S. Government Securities
HLS Fund | | | Hartford Value
HLS Fund | |
For the
Six-Month
Period Ended
June 30, 2017
(Unaudited) | | | For the
Year Ended
December 31,
2016 | | | For the
Six-Month
Period Ended
June 30, 2017
(Unaudited) | | | For the
Year Ended
December 31,
2016 | | | For the
Six-Month
Period Ended
June 30, 2017
(Unaudited) | | | For the
Year Ended
December 31,
2016 | |
| | | | | | | | | | | | | | | | | | | | | | |
| $ | 2,491,628 | | | $ | 3,758,059 | | | $ | 3,689,297 | | | $ | 8,073,460 | | | $ | 4,592,378 | | | $ | 9,222,617 | |
| | 55,089 | | | | 133,001 | | | | (1,961,576 | ) | | | 6,902,934 | | | | 21,512,207 | | | | 35,938,666 | |
| | 424,657 | | | | 1,981,446 | | | | 4,300,235 | | | | (6,553,709 | ) | | | 4,462,667 | | | | 20,356,805 | |
| | | | | | | | | | | | | | | | | | | | | | |
| | 2,971,374 | | | | 5,872,506 | | | | 6,027,956 | | | | 8,422,685 | | | | 30,567,252 | | | | 65,518,088 | |
| | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | |
| | — | | | | (2,551,645 | ) | | | — | | | | (7,582,207 | ) | | | — | | | | (7,538,457 | ) |
| | — | | | | (120,504 | ) | | | — | | | | (1,447,270 | ) | | | — | | | | (1,123,156 | ) |
| | | | | | | | | | | | | | | | | | | | | | |
| | — | | | | (2,672,149 | ) | | | — | | | | (9,029,477 | ) | | | — | | | | (8,661,613 | ) |
| | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | |
| | — | | | | — | | | | — | | | | — | | | | — | | | | (55,148,630 | ) |
| | — | | | | — | | | | — | | | | — | | | | — | | | | (9,603,547 | ) |
| | | | | | | | | | | | | | | | | | | | | | |
| | — | | | | — | | | | — | | | | — | | | | — | | | | (64,752,177 | ) |
| | | | | | | | | | | | | | | | | | | | | | |
| | — | | | | (2,672,149 | ) | | | — | | | | (9,029,477 | ) | | | — | | | | (73,413,790 | ) |
| | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | |
| | 22,929,637 | | | | 50,997,507 | | | | 13,089,027 | | | | 51,813,891 | | | | 7,448,842 | | | | 14,794,864 | |
| | — | | | | 2,672,149 | | | | — | | | | 9,029,477 | | | | — | | | | 73,413,790 | |
| | (79,797,056 | ) | | | (153,178,306 | ) | | | (44,410,791 | ) | | | (114,156,260 | ) | | | (43,514,742 | ) | | | (91,871,378 | ) |
| | | | | | | | | | | | | | | | | | | | | | |
| | (56,867,419 | ) | | | (99,508,650 | ) | | | (31,321,764 | ) | | | (53,312,892 | ) | | | (36,065,900 | ) | | | (3,662,724 | ) |
| | | | | | | | | | | | | | | | | | | | | | |
| | (53,896,045 | ) | | | (96,308,293 | ) | | | (25,293,808 | ) | | | (53,919,684 | ) | | | (5,498,648 | ) | | | (11,558,426 | ) |
| | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | |
| | 611,749,297 | | | | 708,057,590 | | | | 448,228,127 | | | | 502,147,811 | | | | 524,206,673 | | | | 535,765,099 | |
| | | | | | | | | | | | | | | | | | | | | | |
| $ | 557,853,252 | | | $ | 611,749,297 | | | $ | 422,934,319 | | | $ | 448,228,127 | | | $ | 518,708,025 | | | $ | 524,206,673 | |
| | | | | | | | | | | | | | | | | | | | | | |
| $ | 6,707,986 | | | $ | 4,216,358 | | | $ | 12,601,348 | | | $ | 8,912,051 | | | $ | 5,471,865 | | | $ | 879,487 | |
| | | | | | | | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
Financial Highlights
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | — Selected Per-Share Data(1) — | | | — Ratios and Supplemental Data — | |
Class | | Net Asset
Value at
Beginning
of Period | | | Net
Investment
Income
(Loss) | | | Net
Realized
and
Unrealized
Gain (Loss)
on
Investments | | | Total from
Investment
Operations | | | Dividends
from Net
Investment
Income | | | Distributions
from
Capital
Gains | | | Total
Dividends
and
Distributions | | | Net
Asset
Value at
End of
Period | | | Total
Return(2) | | | Net
Assets at
End of
Period
(000s) | | | Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3) | | | Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3) | | | Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets | | | Portfolio
Turnover | |
| Hartford Balanced HLS Fund | |
For the Six-Month Period Ended June 30, 2017 (Unaudited) | |
IA | | $ | 27.46 | | | $ | 0.29 | | | $ | 1.54 | | | $ | 1.83 | | | $ | — | | | $ | — | | | $ | — | | | $ | 29.29 | | | | 6.66 | %(4) | | $ | 2,042,465 | | | | 0.66 | %(5) | | | 0.63 | %(5) | | | 2.06 | %(5) | | | 15 | % |
IB | | | 27.86 | | | | 0.26 | | | | 1.55 | | | | 1.81 | | | | — | | | | — | | | | — | | | | 29.67 | | | | 6.50 | (4) | | | 272,029 | | | | 0.91 | (5) | | | 0.88 | (5) | | | 1.81 | (5) | | | 15 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 26.62 | | | $ | 0.56 | | | $ | 1.05 | | | $ | 1.61 | | | $ | (0.77 | ) | | $ | — | | | $ | (0.77 | ) | | $ | 27.46 | | | | 6.04 | % | | $ | 2,043,556 | | | | 0.66 | % | | | 0.64 | % | | | 2.05 | % | | | 25 | % |
IB | | | 26.99 | | | | 0.50 | | | | 1.07 | | | | 1.57 | | | | (0.70 | ) | | | — | | | | (0.70 | ) | | | 27.86 | | | | 5.79 | | | | 275,925 | | | | 0.91 | | | | 0.89 | | | | 1.80 | �� | | | 25 | |
|
For the Year Ended December 31, 2015 | |
IA | | $ | 27.09 | | | $ | 0.51 | | | $ | (0.46 | ) | | $ | 0.05 | | | $ | (0.52 | ) | | $ | — | | | $ | (0.52 | ) | | $ | 26.62 | | | | 0.18 | % | | $ | 2,210,938 | | | | 0.65 | % | | | 0.63 | % | | | 1.87 | % | | | 18 | % |
IB | | | 27.45 | | | | 0.45 | | | | (0.47 | ) | | | (0.02 | ) | | | (0.44 | ) | | | — | | | | (0.44 | ) | | | 26.99 | | | | (0.07 | ) | | | 300,945 | | | | 0.90 | | | | 0.88 | | | | 1.62 | | | | 18 | |
|
For the Year Ended December 31, 2014 | |
IA | | $ | 25.11 | | | $ | 0.45 | | | $ | 2.01 | | | $ | 2.46 | | | $ | (0.48 | ) | | $ | — | | | $ | (0.48 | ) | | $ | 27.09 | | | | 9.79 | % | | $ | 2,561,814 | | | | 0.65 | % | | | 0.65 | % | | | 1.73 | % | | | 29 | % |
IB | | | 25.44 | | | | 0.39 | | | | 2.03 | | | | 2.42 | | | | (0.41 | ) | | | — | | | | (0.41 | ) | | | 27.45 | | | | 9.51 | | | | 362,210 | | | | 0.90 | | | | 0.90 | | | | 1.49 | | | | 29 | |
|
For the Year Ended December 31, 2013 | |
IA | | $ | 21.03 | | | $ | 0.41 | | | $ | 4.04 | | | $ | 4.45 | | | $ | (0.37 | ) | | $ | — | | | $ | (0.37 | ) | | $ | 25.11 | | | | 21.19 | % | | $ | 2,782,698 | | | | 0.65 | % | | | 0.65 | % | | | 1.75 | % | | | 31 | % |
IB | | | 21.30 | | | | 0.35 | | | | 4.10 | | | | 4.45 | | | | (0.31 | ) | | | — | | | | (0.31 | ) | | | 25.44 | | | | 20.88 | | | | 399,681 | | | | 0.90 | | | | 0.90 | | | | 1.50 | | | | 31 | |
|
For the Year Ended December 31, 2012(6) | |
IA | | $ | 19.34 | | | $ | 0.47 | | | $ | 1.85 | | | $ | 2.32 | | | $ | (0.63 | ) | | $ | — | | | $ | (0.63 | ) | | $ | 21.03 | | | | 12.02 | % | | $ | 2,754,114 | | | | 0.65 | % | | | 0.65 | % | | | 1.98 | % | | | 28 | % |
IB | | | 19.58 | | | | 0.43 | | | | 1.86 | | | | 2.29 | | | | (0.57 | ) | | | — | | | | (0.57 | ) | | | 21.30 | | | | 11.74 | | | | 406,156 | | | | 0.90 | | | | 0.90 | | | | 1.73 | | | | 28 | |
|
| Hartford Capital Appreciation HLS Fund | |
For the Six-Month Period Ended June 30, 2017 (Unaudited) | |
IA | | $ | 42.05 | | | $ | 0.24 | | | $ | 4.94 | | | $ | 5.18 | | | $ | — | | | $ | — | | | $ | — | | | $ | 47.23 | | | | 12.32 | %(4) | | $ | 4,582,446 | | | | 0.68 | %(5) | | | 0.67 | %(5) | | | 1.06 | %(5) | | | 34 | % |
IB | | | 41.50 | | | | 0.18 | | | | 4.88 | | | | 5.06 | | | | — | | | | — | | | | — | | | | 46.56 | | | | 12.19 | (4) | | | 570,491 | | | | 0.93 | (5) | | | 0.92 | (5) | | | 0.81 | (5) | | | 34 | |
IC | | | 41.76 | | | | 0.13 | | | | 4.90 | | | | 5.03 | | | | — | | | | — | | | | — | | | | 46.79 | | | | 12.05 | (4) | | | 25,804 | | | | 1.18 | (5) | | | 1.17 | (5) | | | 0.57 | (5) | | | 34 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 44.44 | | | $ | 0.41 | | | $ | 1.94 | | | $ | 2.35 | | | $ | (0.47 | ) | | $ | (4.27 | ) | | $ | (4.74 | ) | | $ | 42.05 | | | | 5.52 | % | | $ | 4,555,454 | | | | 0.68 | % | | | 0.68 | % | | | 0.97 | % | | | 103 | % |
IB | | | 43.93 | | | | 0.30 | | | | 1.90 | | | | 2.20 | | | | (0.36 | ) | | | (4.27 | ) | | | (4.63 | ) | | | 41.50 | | | | 5.24 | | | | 558,022 | | | | 0.93 | | | | 0.93 | | | | 0.72 | | | | 103 | |
IC | | | 44.21 | | | | 0.19 | | | | 1.92 | | | | 2.11 | | | | (0.29 | ) | | | (4.27 | ) | | | (4.56 | ) | | | 41.76 | | | | 4.99 | | | | 21,579 | | | | 1.18 | | | | 1.18 | | | | 0.46 | | | | 103 | |
|
For the Year Ended December 31, 2015 | |
IA | | $ | 54.71 | | | $ | 0.43 | | | $ | 0.38 | | | $ | 0.81 | | | $ | (0.43 | ) | | $ | (10.65 | ) | | $ | (11.08 | ) | | $ | 44.44 | | | | 1.02 | % | | $ | 5,701,269 | | | | 0.67 | % | | | 0.67 | % | | | 0.84 | % | | | 75 | % |
IB | | | 54.20 | | | | 0.30 | | | | 0.39 | | | | 0.69 | | | | (0.31 | ) | | | (10.65 | ) | | | (10.96 | ) | | | 43.93 | | | | 0.79 | | | | 641,548 | | | | 0.92 | | | | 0.92 | | | | 0.59 | | | | 75 | |
IC | | | 54.59 | | | | 0.17 | | | | 0.39 | | | | 0.56 | | | | (0.29 | ) | | | (10.65 | ) | | | (10.94 | ) | | | 44.21 | | | | 0.53 | | | | 16,215 | | | | 1.17 | | | | 1.17 | | | | 0.34 | | | | 75 | |
|
For the Year Ended December 31, 2014 | |
IA | | $ | 59.65 | | | $ | 0.56 | | | $ | 3.81 | | | $ | 4.37 | | | $ | (0.50 | ) | | $ | (8.81 | ) | | $ | (9.31 | ) | | $ | 54.71 | | | | 7.31 | % | | $ | 6,470,599 | | | | 0.66 | % | | | 0.66 | % | | | 0.96 | % | | | 89 | % |
IB | | | 59.18 | | | | 0.42 | | | | 3.77 | | | | 4.19 | | | | (0.36 | ) | | | (8.81 | ) | | | (9.17 | ) | | | 54.20 | | | | 7.04 | | | | 764,541 | | | | 0.91 | | | | 0.91 | | | | 0.72 | | | | 89 | |
IC | | | 60.21 | | | | 0.09 | | | | 3.53 | | | | 3.62 | | | | (0.43 | ) | | | (8.81 | ) | | | (9.24 | ) | | | 54.59 | | | | 5.97 | (4) | | | 3,453 | | | | 1.16 | (5) | | | 1.16 | (5) | | | 0.23 | (5) | | | 89 | |
|
For the Year Ended December 31, 2013 | |
IA | | $ | 43.37 | | | $ | 0.45 | | | $ | 16.49 | | | $ | 16.94 | | | $ | (0.51 | ) | | $ | (0.15 | ) | | $ | (0.66 | ) | | $ | 59.65 | | | | 39.08 | % | | $ | 7,029,201 | | | | 0.67 | % | | | 0.67 | % | | | 0.88 | % | | | 86 | % |
IB | | | 43.05 | | | | 0.32 | | | | 16.33 | | | | 16.65 | | | | (0.37 | ) | | | (0.15 | ) | | | (0.52 | ) | | | 59.18 | | | | 38.72 | | | | 969,611 | | | | 0.92 | | | | 0.92 | | | | 0.63 | | | | 86 | |
|
For the Year Ended December 31, 2012 | |
IA | | $ | 37.20 | | | $ | 0.57 | | | $ | 6.24 | | | $ | 6.81 | | | $ | (0.64 | ) | | $ | — | | | $ | (0.64 | ) | | $ | 43.37 | | | | 18.34 | % | | $ | 7,750,924 | | | | 0.67 | % | | | 0.67 | % | | | 1.24 | % | | | 142 | % |
IB | | | 36.90 | | | | 0.52 | | | | 6.14 | | | | 6.66 | | | | (0.51 | ) | | | — | | | | (0.51 | ) | | | 43.05 | | | | 18.04 | | | | 874,386 | | | | 0.92 | | | | 0.92 | | | | 0.99 | | | | 142 | |
The accompanying notes are an integral part of these financial statements.
Financial Highlights – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | — Selected Per-Share Data(1) — | | | — Ratios and Supplemental Data — | |
Class | | Net Asset
Value at
Beginning
of Period | | | Net
Investment
Income
(Loss) | | | Net
Realized
and
Unrealized
Gain (Loss)
on
Investments | | | Total from
Investment
Operations | | | Dividends
from Net
Investment
Income | | | Distributions
from
Capital
Gains | | | Total
Dividends
and
Distributions | | | Net
Asset
Value at
End of
Period | | | Total
Return(2) | | | Net
Assets at
End of
Period
(000s) | | | Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3) | | | Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3) | | | Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets | | | Portfolio
Turnover | |
| Hartford Disciplined Equity HLS Fund | |
For the Six-Month Period Ended June 30, 2017 (Unaudited) | |
IA | | $ | 14.30 | | | $ | 0.07 | | | $ | 1.38 | | | $ | 1.45 | | | $ | — | | | $ | — | | | $ | — | | | $ | 15.75 | | | | 10.14 | %(4) | | $ | 593,695 | | | | 0.78 | %(5) | | | 0.78 | %(5) | | | 0.93 | %(5) | | | 18 | % |
IB | | | 14.17 | | | | 0.05 | | | | 1.37 | | | | 1.42 | | | | — | | | | — | | | | — | | | | 15.59 | | | | 10.02 | (4) | | | 82,264 | | | | 1.03 | (5) | | | 1.03 | (5) | | | 0.69 | (5) | | | 18 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 15.58 | | | $ | 0.11 | | | $ | 0.77 | | | $ | 0.88 | | | $ | (0.13 | ) | | $ | (2.03 | ) | | $ | (2.16 | ) | | $ | 14.30 | | | | 5.76 | % | | $ | 587,089 | | | | 0.79 | % | | | 0.79 | % | | | 0.76 | % | | | 33 | % |
IB | | | 15.46 | | | | 0.08 | | | | 0.75 | | | | 0.83 | | | | (0.09 | ) | | | (2.03 | ) | | | (2.12 | ) | | | 14.17 | | | | 5.49 | | | | 81,304 | | | | 1.04 | | | | 1.04 | | | | 0.51 | | | | 33 | |
|
For the Year Ended December 31, 2015 | |
IA | | $ | 20.99 | | | $ | 0.14 | | | $ | 1.41 | | | $ | 1.55 | | | $ | (0.13 | ) | | $ | (6.83 | ) | | $ | (6.96 | ) | | $ | 15.58 | | | | 6.83 | % | | $ | 648,747 | | | | 0.76 | % | | | 0.76 | % | | | 0.76 | % | | | 29 | % |
IB | | | 20.88 | | | | 0.10 | | | | 1.40 | | | | 1.50 | | | | (0.09 | ) | | | (6.83 | ) | | | (6.92 | ) | | | 15.46 | | | | 6.59 | | | | 91,844 | | | | 1.01 | | | | 1.01 | | | | 0.51 | | | | 29 | |
|
For the Year Ended December 31, 2014 | |
IA | | $ | 18.36 | | | $ | 0.14 | | | $ | 2.83 | | | $ | 2.97 | | | $ | (0.14 | ) | | $ | (0.20 | ) | | $ | (0.34 | ) | | $ | 20.99 | | | | 16.18 | % | | $ | 734,110 | | | | 0.75 | % | | | 0.75 | % | | | 0.73 | % | | | 63 | % |
IB | | | 18.27 | | | | 0.09 | | | | 2.81 | | | | 2.90 | | | | (0.09 | ) | | | (0.20 | ) | | | (0.29 | ) | | | 20.88 | | | | 15.87 | | | | 107,577 | | | | 1.00 | | | | 1.00 | | | | 0.47 | | | | 63 | |
|
For the Year Ended December 31, 2013 | |
IA | | $ | 13.64 | | | $ | 0.17 | | | $ | 4.72 | | | $ | 4.89 | | | $ | (0.17 | ) | | $ | — | | | $ | (0.17 | ) | | $ | 18.36 | | | | 35.82 | % | | $ | 811,099 | | | | 0.76 | % | | | 0.76 | % | | | 1.07 | % | | | 23 | % |
IB | | | 13.58 | | | | 0.13 | | | | 4.68 | | | | 4.81 | | | | (0.12 | ) | | | — | | | | (0.12 | ) | | | 18.27 | | | | 35.47 | | | | 118,598 | | | | 1.01 | | | | 1.01 | | | | 0.82 | | | | 23 | |
|
For the Year Ended December 31, 2012(6) | |
IA | | $ | 11.78 | | | $ | 0.22 | | | $ | 1.86 | | | $ | 2.08 | | | $ | (0.22 | ) | | $ | — | | | $ | (0.22 | ) | | $ | 13.64 | | | | 17.62 | % | | $ | 798,148 | | | | 0.75 | % | | | 0.75 | % | | | 1.45 | % | | | 34 | % |
IB | | | 11.73 | | | | 0.18 | | | | 1.85 | | | | 2.03 | | | | (0.18 | ) | | | — | | | | (0.18 | ) | | | 13.58 | | | | 17.33 | | | | 116,113 | | | | 1.00 | | | | 1.00 | | | | 1.20 | | | | 34 | |
|
| Hartford Dividend and Growth HLS Fund | |
For the Six-Month Period Ended June 30, 2017 (Unaudited) | |
IA | | $ | 22.10 | | | $ | 0.22 | | | $ | 1.31 | | | $ | 1.53 | | | $ | — | | | $ | — | | | $ | — | | | $ | 23.63 | | | | 6.92 | %(4) | | $ | 3,055,495 | | | | 0.68 | %(5) | | | 0.68 | %(5) | | | 1.90 | %(5) | | | 14 | % |
IB | | | 22.01 | | | | 0.19 | | | | 1.31 | | | | 1.50 | | | | — | | | | — | | | | — | | | | 23.51 | | | | 6.82 | (4) | | | 428,359 | | | | 0.93 | (5) | | | 0.93 | (5) | | | 1.65 | (5) | | | 14 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 22.09 | | | $ | 0.43 | | | $ | 2.67 | | | $ | 3.10 | | | $ | (0.44 | ) | | $ | (2.65 | ) | | $ | (3.09 | ) | | $ | 22.10 | | | | 14.89 | % | | $ | 3,013,788 | | | | 0.69 | % | | | 0.69 | % | | | 1.98 | % | | | 20 | % |
IB | | | 22.02 | | | | 0.38 | | | | 2.65 | | | | 3.03 | | | | (0.39 | ) | | | (2.65 | ) | | | (3.04 | ) | | | 22.01 | | | | 14.58 | | | | 438,200 | | | | 0.94 | | | | 0.94 | | | | 1.73 | | | | 20 | |
|
For the Year Ended December 31, 2015 | |
IA | | $ | 26.45 | | | $ | 0.46 | | | $ | (0.70 | ) | | $ | (0.24 | ) | | $ | (0.43 | ) | | $ | (3.69 | ) | | $ | (4.12 | ) | | $ | 22.09 | | | | (1.16 | )% | | $ | 2,991,811 | | | | 0.67 | % | | | 0.67 | % | | | 1.84 | % | | | 20 | % |
IB | | | 26.38 | | | | 0.40 | | | | (0.70 | ) | | | (0.30 | ) | | | (0.37 | ) | | | (3.69 | ) | | | (4.06 | ) | | | 22.02 | | | | (1.41 | ) | | | 449,693 | | | | 0.92 | | | | 0.92 | | | | 1.59 | | | | 20 | |
|
For the Year Ended December 31, 2014 | |
IA | | $ | 27.05 | | | $ | 0.49 | | | $ | 2.92 | | | $ | 3.41 | | | $ | (0.49 | ) | | $ | (3.52 | ) | | $ | (4.01 | ) | | $ | 26.45 | | | | 12.96 | % | | $ | 3,502,492 | | | | 0.67 | % | | | 0.67 | % | | | 1.78 | % | | | 19 | % |
IB | | | 26.99 | | | | 0.42 | | | | 2.91 | | | | 3.33 | | | | (0.42 | ) | | | (3.52 | ) | | | (3.94 | ) | | | 26.38 | | | | 12.68 | | | | 546,006 | | | | 0.92 | | | | 0.92 | | | | 1.53 | | | | 19 | |
|
For the Year Ended December 31, 2013 | |
IA | | $ | 21.46 | | | $ | 0.46 | | | $ | 6.33 | | | $ | 6.79 | | | $ | (0.51 | ) | | $ | (0.69 | ) | | $ | (1.20 | ) | | $ | 27.05 | | | | 31.92 | % | | $ | 3,760,183 | | | | 0.67 | % | | | 0.67 | % | | | 1.88 | % | | | 25 | % |
IB | | | 21.42 | | | | 0.40 | | | | 6.31 | | | | 6.71 | | | | (0.45 | ) | | | (0.69 | ) | | | (1.14 | ) | | | 26.99 | | | | 31.58 | | | | 621,751 | | | | 0.92 | | | | 0.92 | | | | 1.62 | | | | 25 | |
|
For the Year Ended December 31, 2012(6) | |
IA | | $ | 19.34 | | | $ | 0.49 | | | $ | 2.13 | | | $ | 2.62 | | | $ | (0.50 | ) | | $ | — | | | $ | (0.50 | ) | | $ | 21.46 | | | | 13.59 | % | | $ | 3,658,076 | | | | 0.67 | % | | | 0.67 | % | | | 2.13 | % | | | 20 | % |
IB | | | 19.30 | | | | 0.45 | | | | 2.11 | | | | 2.56 | | | | (0.44 | ) | | | — | | | | (0.44 | ) | | | 21.42 | | | | 13.31 | | | | 589,194 | | | | 0.92 | | | | 0.92 | | | | 1.88 | | | | 20 | |
The accompanying notes are an integral part of these financial statements.
Financial Highlights – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | — Selected Per-Share Data(1) — | | | — Ratios and Supplemental Data — | |
Class | | Net Asset
Value at
Beginning
of Period | | | Net
Investment
Income
(Loss) | | | Net
Realized
and
Unrealized
Gain (Loss)
on
Investments | | | Total from
Investment
Operations | | | Dividends
from Net
Investment
Income | | | Distributions
from
Capital
Gains | | | Total
Dividends
and
Distributions | | | Net
Asset
Value at
End of
Period | | | Total
Return(2) | | | Net
Assets at
End of
Period
(000s) | | | Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3) | | | Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3) | | | Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets | | | Portfolio
Turnover | |
| Hartford Global Growth HLS Fund | |
For the Six-Month Period Ended June 30, 2017 (Unaudited) | |
IA | | $ | 22.14 | | | $ | 0.09 | | | $ | 3.93 | | | $ | 4.02 | | | $ | — | | | $ | — | | | $ | — | | | $ | 26.16 | | | | 18.16 | %(4) | | $ | 398,289 | | | | 0.81 | %(5) | | | 0.81 | %(5) | | | 0.77 | %(5) | | | 30 | % |
IB | | | 21.95 | | | | 0.06 | | | | 3.89 | | | | 3.95 | | | | — | | | | — | | | | — | | | | 25.90 | | | | 18.00 | (4) | | | 80,233 | | | | 1.06 | (5) | | | 1.06 | (5) | | | 0.52 | (5) | | | 30 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 24.39 | | | $ | 0.13 | | | $ | 0.40 | | | $ | 0.53 | | | $ | (0.17 | ) | | $ | (2.61 | ) | | $ | (2.78 | ) | | $ | 22.14 | | | | 1.95 | % | | $ | 347,375 | | | | 0.82 | % | | | 0.82 | % | | | 0.55 | % | | | 65 | % |
IB | | | 24.19 | | | | 0.07 | | | | 0.39 | | | | 0.46 | | | | (0.09 | ) | | | (2.61 | ) | | | (2.70 | ) | | | 21.95 | | | | 1.71 | | | | 72,531 | | | | 1.07 | | | | 1.07 | | | | 0.30 | | | | 65 | |
|
For the Year Ended December 31, 2015 | |
IA | | $ | 23.74 | | | $ | 0.15 | | | $ | 1.77 | | | $ | 1.92 | | | $ | (0.13 | ) | | $ | (1.14 | ) | | $ | (1.27 | ) | | $ | 24.39 | | | | 8.04 | % | | $ | 392,302 | | | | 0.81 | % | | | 0.81 | % | | | 0.62 | % | | | 67 | % |
IB | | | 23.56 | | | | 0.09 | | | | 1.75 | | | | 1.84 | | | | (0.07 | ) | | | (1.14 | ) | | | (1.21 | ) | | | 24.19 | | | | 7.76 | | | | 86,759 | | | | 1.06 | | | | 1.06 | | | | 0.38 | | | | 67 | |
|
For the Year Ended December 31, 2014 | |
IA | | $ | 22.33 | | | $ | 0.13 | | | $ | 1.39 | | | $ | 1.52 | | | $ | (0.11 | ) | | $ | — | | | $ | (0.11 | ) | | $ | 23.74 | | | | 6.79 | % | | $ | 388,542 | | | | 0.81 | % | | | 0.81 | % | | | 0.57 | % | | | 82 | %(8) |
IB | | | 22.16 | | | | 0.07 | | | | 1.39 | | | | 1.46 | | | | (0.06 | ) | | | — | | | | (0.06 | ) | | | 23.56 | | | | 6.58 | | | | 92,979 | | | | 1.06 | | | | 1.06 | | | | 0.30 | | | | 82 | (8) |
|
For the Year Ended December 31, 2013 | |
IA | | $ | 16.50 | | | $ | 0.11 | | | $ | 5.86 | | | $ | 5.97 | | | $ | (0.14 | ) | | $ | — | | | $ | (0.14 | ) | | $ | 22.33 | | | | 36.30 | % | | $ | 360,086 | | | | 0.82 | % | | | 0.82 | % | | | 0.56 | % | | | 71 | % |
IB | | | 16.38 | | | | 0.06 | | | | 5.81 | | | | 5.87 | | | | (0.09 | ) | | | — | | | | (0.09 | ) | | | 22.16 | | | | 35.90 | | | | 79,823 | | | | 1.07 | | | | 1.07 | | | | 0.32 | | | | 71 | |
|
For the Year Ended December 31, 2012(6) | |
IA | | $ | 13.45 | | | $ | 0.14 | | | $ | 3.00 | | | $ | 3.14 | | | $ | (0.09 | ) | | $ | — | | | $ | (0.09 | ) | | $ | 16.50 | | | | 23.41 | % | | $ | 321,371 | | | | 0.82 | % | | | 0.82 | % | | | 0.73 | % | | | 108 | % |
IB | | | 13.34 | | | | 0.09 | | | | 2.99 | | | | 3.08 | | | | (0.04 | ) | | | — | | | | (0.04 | ) | | | 16.38 | | | | 23.10 | | | | 77,224 | | | | 1.07 | | | | 1.07 | | | | 0.47 | | | | 108 | |
|
| Hartford Growth Opportunities HLS Fund | |
For the Six-Month Period Ended June 30, 2017 (Unaudited) | |
IA | | $ | 29.83 | | | $ | (0.01 | ) | | $ | 5.17 | | | $ | 5.16 | | | $ | — | | | $ | — | | | $ | — | | | $ | 34.99 | | | | 17.30 | %(4) | | $ | 1,273,519 | | | | 0.66 | %(5) | | | 0.66 | %(5) | | | (0.06 | )%(5) | | | 50 | % |
IB | | | 28.74 | | | | (0.05 | ) | | | 4.99 | | | | 4.94 | | | | — | | | | — | | | | — | | | | 33.68 | | | | 17.19 | (4) | | | 142,996 | | | | 0.91 | (5) | | | 0.91 | (5) | | | (0.31 | )(5) | | | 50 | |
IC | | | 29.43 | | | | (0.09 | ) | | | 5.10 | | | | 5.01 | | | | — | | | | — | | | | — | | | | 34.44 | | | | 17.02 | (4) | | | 30,946 | | | | 1.16 | (5) | | | 1.16 | (5) | | | (0.56 | )(5) | | | 50 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 34.86 | | | $ | (0.04 | ) | | $ | 0.06 | (9) | | $ | 0.02 | | | $ | (0.15 | ) | | $ | (4.90 | ) | | $ | (5.05 | ) | | $ | 29.83 | | | | (0.49 | )% | | $ | 1,145,176 | | | | 0.65 | % | | | 0.65 | % | | | (0.11 | )% | | | 138 | % |
IB | | | 33.76 | | | | (0.11 | ) | | | 0.04 | (9) | | | (0.07 | ) | | | (0.05 | ) | | | (4.90 | ) | | | (4.95 | ) | | | 28.74 | | | | (0.77 | ) | | | 132,149 | | | | 0.90 | | | | 0.90 | | | | (0.35 | ) | | | 138 | |
IC | | | 34.57 | | | | (0.19 | ) | | | 0.04 | (9) | | | (0.15 | ) | | | (0.09 | ) | | | (4.90 | ) | | | (4.99 | ) | | | 29.43 | | | | (1.01 | ) | | | 25,550 | | | | 1.15 | | | | 1.15 | | | | (0.61 | ) | | | 138 | |
|
For the Year Ended December 31, 2015 | |
IA | | $ | 38.88 | | | $ | 0.02 | | | $ | 4.66 | | | $ | 4.68 | | | $ | (0.05 | ) | | $ | (8.65 | ) | | $ | (8.70 | ) | | $ | 34.86 | | | | 11.74 | % | | $ | 1,197,187 | | | | 0.65 | % | | | 0.65 | % | | | 0.05 | % | | | 109 | % |
IB | | | 37.93 | | | | (0.08 | ) | | | 4.56 | | | | 4.48 | | | | — | | | | (8.65 | ) | | | (8.65 | ) | | | 33.76 | | | | 11.47 | | | | 158,304 | | | | 0.90 | | | | 0.90 | | | | (0.20 | ) | | | 109 | |
IC | | | 38.75 | | | | (0.18 | ) | | | 4.65 | | | | 4.47 | | | | — | | | | (8.65 | ) | | | (8.65 | ) | | | 34.57 | | | | 11.18 | | | | 20,495 | | | | 1.16 | | | | 1.16 | | | | (0.48 | ) | | | 109 | |
|
For the Year Ended December 31, 2014 | |
IA | | $ | 40.58 | | | $ | 0.06 | | | $ | 5.31 | | | $ | 5.37 | | | $ | (0.07 | ) | | $ | (7.00 | ) | | $ | (7.07 | ) | | $ | 38.88 | | | | 14.14 | % | | $ | 1,203,366 | | | | 0.64 | % | | | 0.64 | % | | | 0.16 | % | | | 145 | %(10) |
IB | | | 39.79 | | | | (0.04 | ) | | | 5.18 | | | | 5.14 | | | | — | | | | (7.00 | ) | | | (7.00 | ) | | | 37.93 | | | | 13.82 | | | | 160,040 | | | | 0.89 | | | | 0.89 | | | | (0.11 | ) | | | 145 | (10) |
IC(7) | | | 40.23 | | | | (0.10 | ) | | | 5.69 | | | | 5.59 | | | | (0.07 | ) | | | (7.00 | ) | | | (7.07 | ) | | | 38.75 | | | | 14.79 | (4) | | | 1,717 | | | | 1.14 | (5) | | | 1.14 | (5) | | | (0.37 | )(5) | | | 145 | (10) |
|
For the Year Ended December 31, 2013 | |
IA | | $ | 29.90 | | | $ | 0.07 | | | $ | 10.61 | | | $ | 10.68 | | | $ | — | | | $ | — | | | $ | — | | | $ | 40.58 | | | | 35.74 | % | | $ | 1,097,380 | | | | 0.65 | % | | | 0.65 | % | | | 0.21 | % | | | 119 | % |
IB | | | 29.38 | | | | (0.01 | ) | | | 10.42 | | | | 10.41 | | | | — | | | | — | | | | — | | | | 39.79 | | | | 35.42 | | | | 111,230 | | | | 0.90 | | | | 0.90 | | | | (0.04 | ) | | | 119 | |
|
For the Year Ended December 31, 2012 | |
IA | | $ | 23.57 | | | $ | 0.03 | | | $ | 6.30 | | | $ | 6.33 | | | $ | — | | | $ | — | | | $ | — | | | $ | 29.90 | | | | 26.86 | % | | $ | 951,372 | | | | 0.65 | % | | | 0.65 | % | | | 0.11 | % | | | 105 | % |
IB | | | 23.22 | | | | (0.05 | ) | | | 6.21 | | | | 6.16 | | | | — | | | | — | | | | — | | | | 29.38 | | | | 26.54 | | | | 108,506 | | | | 0.90 | | | | 0.90 | | | | (0.15 | ) | | | 105 | |
The accompanying notes are an integral part of these financial statements.
Financial Highlights – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | — Selected Per-Share Data(1) — | | | — Ratios and Supplemental Data — | |
Class | | Net Asset
Value at
Beginning
of Period | | | Net
Investment
Income
(Loss) | | | Net
Realized
and
Unrealized
Gain (Loss)
on
Investments | | | Total from
Investment
Operations | | | Dividends
from Net
Investment
Income | | | Distributions
from
Capital
Gains | | | Total
Dividends
and
Distributions | | | Net
Asset
Value at
End of
Period | | | Total
Return(2) | | | Net
Assets at
End of
Period
(000s) | | | Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3) | | | Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3) | | | Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets | | | Portfolio
Turnover | |
| Hartford Healthcare HLS Fund | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
For the Six-Month Period Ended June 30, 2017 (Unaudited) | | | | | | | | | | | | | | | | | | | | | | | | | |
IA | | $ | 21.46 | | | $ | 0.01 | | | $ | 4.74 | | | $ | 4.75 | | | $ | — | | | $ | — | | | $ | — | | | $ | 26.21 | | | | 22.13 | %(4) | | $ | 301,516 | | | | 0.89 | %(5) | | | 0.89 | %(5) | | | 0.06 | %(5) | | | 10 | % |
IB | | | 20.60 | | | | (0.02 | ) | | | 4.54 | | | | 4.52 | | | | — | | | | — | | | | — | | | | 25.12 | | | | 21.94 | (4) | | | 49,482 | | | | 1.14 | (5) | | | 1.14 | (5) | | | (0.18 | )(5) | | | 10 | |
| | | | | | | | | | |
For the Year Ended December 31, 2016 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
IA | | $ | 30.32 | | | $ | 0.01 | | | $ | (2.37 | ) | | $ | (2.36 | ) | | $ | (0.99 | ) | | $ | (5.51 | ) | | $ | (6.50 | ) | | $ | 21.46 | | | | (8.39 | )% | | $ | 246,494 | | | | 0.89 | % | | | 0.89 | % | | | 0.05 | % | | | 36 | % |
IB | | | 29.36 | | | | (0.05 | ) | | | (2.30 | ) | | | (2.35 | ) | | | (0.90 | ) | | | (5.51 | ) | | | (6.41 | ) | | | 20.60 | | | | (8.64 | ) | | | 44,149 | | | | 1.14 | | | | 1.14 | | | | (0.20 | ) | | | 36 | |
| | | | | | | | | | |
For the Year Ended December 31, 2015 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
IA | | $ | 30.02 | | | $ | — | | | $ | 4.08 | | | $ | 4.08 | | | $ | — | | | $ | (3.78 | ) | | $ | (3.78 | ) | | $ | 30.32 | | | | 13.21 | % | | $ | 360,783 | | | | 0.86 | % | | | 0.86 | % | | | (0.01 | )% | | | 38 | % |
IB | | | 29.23 | | | | (0.08 | ) | | | 3.99 | | | | 3.91 | | | | — | | | | (3.78 | ) | | | (3.78 | ) | | | 29.36 | | | | 12.98 | | | | 62,644 | | | | 1.11 | | | | 1.11 | | | | (0.26 | ) | | | 38 | |
| | | | | | | | | | |
For the Year Ended December 31, 2014 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
IA | | $ | 25.67 | | | $ | 0.01 | | | $ | 6.75 | | | $ | 6.76 | | | $ | (0.07 | ) | | $ | (2.34 | ) | | $ | (2.41 | ) | | $ | 30.02 | | | | 27.39 | % | | $ | 301,580 | | | | 0.88 | % | | | 0.88 | % | | | 0.03 | % | | | 33 | % |
IB | | | 25.07 | | | | (0.06 | ) | | | 6.57 | | | | 6.51 | | | | (0.01 | ) | | | (2.34 | ) | | | (2.35 | ) | | | 29.23 | | | | 27.00 | | | | 60,413 | | | | 1.13 | | | | 1.13 | | | | (0.22 | ) | | | 33 | |
| | | | | | | | | | |
For the Year Ended December 31, 2013 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
IA | | $ | 18.11 | | | $ | 0.04 | | | $ | 9.12 | | | $ | 9.16 | | | $ | (0.12 | ) | | $ | (1.48 | ) | | $ | (1.60 | ) | | $ | 25.67 | | | | 51.84 | % | | $ | 243,719 | | | | 0.89 | % | | | 0.89 | % | | | 0.19 | % | | | 33 | % |
IB | | | 17.71 | | | | (0.01 | ) | | | 8.92 | | | | 8.91 | | | | (0.07 | ) | | | (1.48 | ) | | | (1.55 | ) | | | 25.07 | | | | 51.50 | | | | 57,187 | | | | 1.14 | | | | 1.14 | | | | (0.06 | ) | | | 33 | |
| | | | | | | | | | |
For the Year Ended December 31, 2012(6) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
IA | | $ | 15.07 | | | $ | 0.13 | | | $ | 2.98 | | | $ | 3.11 | | | $ | (0.07 | ) | | $ | — | | | $ | (0.07 | ) | | $ | 18.11 | | | | 20.62 | % | | $ | 149,801 | | | | 0.91 | % | | | 0.91 | % | | | 0.69 | % | | | 46 | % |
IB | | | 14.74 | | | | 0.09 | | | | 2.90 | | | | 2.99 | | | | (0.02 | ) | | | — | | | | (0.02 | ) | | | 17.71 | | | | 20.32 | | | | 45,306 | | | | 1.16 | | | | 1.16 | | | | 0.43 | | | | 46 | |
| | | | | | | | | | |
| Hartford High Yield HLS Fund | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
For the Six-Month Period Ended June 30, 2017 (Unaudited) | | | | | | | | | | | | | | | | | |
IA | | $ | 8.11 | | | $ | 0.23 | | | $ | 0.13 | | | $ | 0.36 | | | $ | — | | | $ | — | | | $ | — | | | $ | 8.47 | | | | 4.44 | %(4) | | $ | 236,268 | | | | 0.77 | %(5) | | | 0.77 | %(5) | | | 5.47 | %(5) | | | 22 | % |
IB | | | 7.98 | | | | 0.21 | | | | 0.13 | | | | 0.34 | | | | — | | | | — | | | | — | | | | 8.32 | | | | 4.26 | (4) | | | 74,485 | | | | 1.02 | (5) | | | 1.02 | (5) | | | 5.22 | (5) | | | 22 | |
| | | | | | | | | | |
For the Year Ended December 31, 2016 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
IA | | $ | 7.55 | | | $ | 0.44 | | | $ | 0.62 | | | $ | 1.06 | | | $ | (0.50 | ) | | $ | — | | | $ | (0.50 | ) | | $ | 8.11 | | | | 14.25 | % | | $ | 244,212 | | | | 0.79 | % | | | 0.79 | % | | | 5.52 | % | | | 41 | % |
IB | | | 7.43 | | | | 0.41 | | | | 0.62 | | | | 1.03 | | | | (0.48 | ) | | | — | | | | (0.48 | ) | | | 7.98 | | | | 13.99 | | | | 77,573 | | | | 1.04 | | | | 1.04 | | | | 5.27 | | | | 41 | |
| | | | | | | | | | |
For the Year Ended December 31, 2015 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
IA | | $ | 8.45 | | | $ | 0.45 | | | $ | (0.79 | ) | | $ | (0.34 | ) | | $ | (0.56 | ) | | $ | — | | | $ | (0.56 | ) | | $ | 7.55 | | | | (4.30 | )% | | $ | 251,313 | | | | 0.76 | % | | | 0.76 | % | | | 5.40 | % | | | 34 | % |
IB | | | 8.32 | | | | 0.42 | | | | (0.77 | ) | | | (0.35 | ) | | | (0.54 | ) | | | — | | | | (0.54 | ) | | | 7.43 | | | | (4.56 | ) | | | 77,013 | | | | 1.01 | | | | 1.01 | | | | 5.15 | | | | 34 | |
| | | | | | | | | | |
For the Year Ended December 31, 2014 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
IA | | $ | 8.90 | | | $ | 0.47 | | | $ | (0.22 | ) | | $ | 0.25 | | | $ | (0.70 | ) | | $ | — | | | $ | (0.70 | ) | | $ | 8.45 | | | | 2.58 | % | | $ | 321,650 | | | | 0.75 | % | | | 0.75 | % | | | 5.28 | % | | | 39 | % |
IB | | | 8.77 | | | | 0.44 | | | | (0.22 | ) | | | 0.22 | | | | (0.67 | ) | | | — | | | | (0.67 | ) | | | 8.32 | | | | 2.31 | | | | 105,579 | | | | 1.00 | | | | 1.00 | | | | 5.02 | | | | 39 | |
| | | | | | | | | | |
For the Year Ended December 31, 2013 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
IA | | $ | 9.09 | | | $ | 0.54 | | | $ | 0.01 | | | $ | 0.55 | | | $ | (0.74 | ) | | $ | — | | | $ | (0.74 | ) | | $ | 8.90 | | | | 6.43 | % | | $ | 389,340 | | | | 0.75 | % | | | 0.75 | % | | | 5.90 | % | | | 46 | % |
IB | | | 8.96 | | | | 0.50 | | | | 0.03 | | | | 0.53 | | | | (0.72 | ) | | | — | | | | (0.72 | ) | | | 8.77 | | | | 6.17 | | | | 125,701 | | | | 1.00 | | | | 1.00 | | | | 5.64 | | | | 46 | |
| | | | | | | | | | |
For the Year Ended December 31, 2012 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
IA | | $ | 8.70 | | | $ | 0.58 | | | $ | 0.63 | | | $ | 1.21 | | | $ | (0.82 | ) | | $ | — | | | $ | (0.82 | ) | | $ | 9.09 | | | | 14.31 | % | | $ | 504,042 | | | | 0.75 | % | | | 0.75 | % | | | 6.37 | % | | | 94 | % |
IB | | | 8.59 | | | | 0.55 | | | | 0.62 | | | | 1.17 | | | | (0.80 | ) | | | — | | | | (0.80 | ) | | | 8.96 | | | | 14.03 | | | | 149,050 | | | | 1.00 | | | | 1.00 | | | | 6.12 | | | | 94 | |
The accompanying notes are an integral part of these financial statements.
Financial Highlights – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | — Selected Per-Share Data(1) — | | | — Ratios and Supplemental Data — | |
Class | | Net Asset
Value at
Beginning
of Period | | | Net
Investment
Income
(Loss) | | | Net
Realized
and
Unrealized
Gain (Loss)
on
Investments | | | Total from
Investment
Operations | | | Dividends
from Net
Investment
Income | | | Distributions
from
Capital
Gains | | | Total
Dividends
and
Distributions | | | Net
Asset
Value at
End of
Period | | | Total
Return(2) | | | Net
Assets at
End of
Period
(000s) | | | Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3) | | | Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3) | | | Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets | | | Portfolio
Turnover | |
| Hartford International Opportunities HLS Fund | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
For the Six-Month Period Ended June 30, 2017 (Unaudited) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
IA | | $ | 14.14 | | | $ | 0.20 | | | $ | 1.88 | | | $ | 2.08 | | | $ | — | | | $ | — | | | $ | — | | | $ | 16.22 | | | | 14.71 | %(4) | | $ | 1,238,954 | | | | 0.74 | %(5) | | | 0.74 | %(5) | | | 2.70 | %(5) | | | 48 | % |
IB | | | 14.31 | | | | 0.19 | | | | 1.90 | | | | 2.09 | | | | — | | | | — | | | | — | | | | 16.40 | | | | 14.61 | (4) | | | 157,428 | | | | 0.99 | (5) | | | 0.99 | (5) | | | 2.43 | (5) | | | 48 | |
| | | | | | | | | | |
For the Year Ended December 31, 2016 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
IA | | $ | 14.19 | | | $ | 0.24 | | | $ | (0.06 | ) | | $ | 0.18 | | | $ | (0.23 | ) | | $ | — | | | $ | (0.23 | ) | | $ | 14.14 | | | | 1.26 | % | | $ | 1,086,762 | | | | 0.76 | % | | | 0.76 | % | | | 1.74 | % | | | 95 | % |
IB | | | 14.36 | | | | 0.21 | | | | (0.07 | ) | | | 0.14 | | | | (0.19 | ) | | | — | | | | (0.19 | ) | | | 14.31 | | | | 0.94 | | | | 147,343 | | | | 1.01 | | | | 1.01 | | | | 1.50 | | | | 95 | |
| | | | | | | | | | |
For the Year Ended December 31, 2015 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
IA | | $ | 14.13 | | | $ | 0.22 | | | $ | 0.06 | | | $ | 0.28 | | | $ | (0.22 | ) | | $ | — | | | $ | (0.22 | ) | | $ | 14.19 | | | | 1.88 | % | | $ | 1,146,250 | | | | 0.74 | % | | | 0.74 | % | | | 1.47 | % | | | 68 | % |
IB | | | 14.29 | | | | 0.18 | | | | 0.06 | | | | 0.24 | | | | (0.17 | ) | | | — | | | | (0.17 | ) | | | 14.36 | | | | 1.65 | | | | 171,538 | | | | 0.99 | | | | 0.99 | | | | 1.21 | | | | 68 | |
| | | | | | | | | | |
For the Year Ended December 31, 2014 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
IA | | $ | 15.03 | | | $ | 0.19 | | | $ | (0.75 | ) | | $ | (0.56 | ) | | $ | (0.34 | ) | | $ | — | | | $ | (0.34 | ) | | $ | 14.13 | | | | (3.87 | )% | | $ | 1,239,946 | | | | 0.73 | % | | | 0.73 | % | | | 1.30 | % | | | 90 | % |
IB | | | 15.20 | | | | 0.15 | | | | (0.76 | ) | | | (0.61 | ) | | | (0.30 | ) | | | — | | | | (0.30 | ) | | | 14.29 | | | | (4.14 | ) | | | 189,053 | | | | 0.98 | | | | 0.98 | | | | 1.02 | | | | 90 | |
| | | | | | | | | | |
For the Year Ended December 31, 2013 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
IA | | $ | 12.63 | | | $ | 0.24 | | | $ | 2.45 | | | $ | 2.69 | | | $ | (0.29 | ) | | $ | — | | | $ | (0.29 | ) | | $ | 15.03 | | | | 21.55 | % | | $ | 1,454,018 | | | | 0.74 | % | | | 0.74 | % | | | 1.76 | % | | | 100 | % |
IB | | | 12.76 | | | | 0.21 | | | | 2.49 | | | | 2.70 | | | | (0.26 | ) | | | — | | | | (0.26 | ) | | | 15.20 | | | | 21.28 | | | | 215,447 | | | | 0.99 | | | | 0.99 | | | | 1.55 | | | | 100 | |
| | | | | | | | | | |
For the Year Ended December 31, 2012(6) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
IA | | $ | 10.72 | | | $ | 0.26 | | | $ | 1.88 | | | $ | 2.14 | | | $ | (0.23 | ) | | $ | — | | | $ | (0.23 | ) | | $ | 12.63 | | | | 20.20 | % | | $ | 1,303,209 | | | | 0.74 | % | | | 0.74 | % | | | 1.88 | % | | | 95 | % |
IB | | | 10.82 | | | | 0.25 | | | | 1.88 | | | | 2.13 | | | | (0.19 | ) | | | — | | | | (0.19 | ) | | | 12.76 | | | | 19.89 | | | | 220,699 | | | | 0.99 | | | | 0.99 | | | | 1.64 | | | | 95 | |
| | | | | | | | | | |
| Hartford MidCap HLS Fund | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
For the Six-Month Period Ended June 30, 2017 (Unaudited) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
IA | | $ | 33.83 | | | $ | 0.01 | | | $ | 4.07 | | | $ | 4.08 | | | $ | — | | | $ | — | | | $ | — | | | $ | 37.91 | | | | 12.06 | %(4) | | $ | 1,926,128 | | | | 0.70 | %(5) | | | 0.70 | %(5) | | | 0.05 | %(5) | | | 18 | % |
IB | | | 33.17 | | | | (0.03 | ) | | | 3.99 | | | | 3.96 | | | | — | | | | — | | | | — | | | | 37.13 | | | | 11.94 | (4) | | | 101,432 | | | | 0.95 | (5) | | | 0.95 | (5) | | | (0.20 | )(5) | | | 18 | |
| | | | | | | | | | |
For the Year Ended December 31, 2016 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
IA | | $ | 33.66 | | | $ | 0.05 | | | $ | 3.80 | | | $ | 3.85 | | | $ | (0.06 | ) | | $ | (3.62 | ) | | $ | (3.68 | ) | | $ | 33.83 | | | | 11.98 | % | | $ | 1,721,029 | | | | 0.71 | % | | | 0.71 | % | | | 0.16 | % | | | 32 | % |
IB | | | 33.11 | | | | (0.03 | ) | | | 3.72 | | | | 3.69 | | | | (0.01 | ) | | | (3.62 | ) | | | (3.63 | ) | | | 33.17 | | | | 11.69 | | | | 93,567 | | | | 0.96 | | | | 0.96 | | | | (0.09 | ) | | | 32 | |
| | | | | | | | | | |
For the Year Ended December 31, 2015 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
IA | | $ | 37.28 | | | $ | 0.03 | | | $ | 0.83 | | | $ | 0.86 | | | $ | (0.03 | ) | | $ | (4.45 | ) | | $ | (4.48 | ) | | $ | 33.66 | | | | 1.60 | % | | $ | 1,647,715 | | | | 0.70 | % | | | 0.70 | % | | | 0.08 | % | | | 38 | % |
IB | | | 36.83 | | | | (0.06 | ) | | | 0.82 | | | | 0.76 | | | | (0.03 | ) | | | (4.45 | ) | | | (4.48 | ) | | | 33.11 | | | | 1.34 | | | | 104,395 | | | | 0.95 | | | | 0.95 | | | | (0.16 | ) | | | 38 | |
| | | | | | | | | | |
For the Year Ended December 31, 2014 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
IA | | $ | 37.87 | | | $ | 0.04 | | | $ | 4.22 | | | $ | 4.26 | | | $ | (0.04 | ) | | $ | (4.81 | ) | | $ | (4.85 | ) | | $ | 37.28 | | | | 11.37 | % | | $ | 1,669,393 | | | | 0.70 | % | | | 0.70 | % | | | 0.10 | % | | | 42 | % |
IB | | | 37.52 | | | | (0.06 | ) | | | 4.18 | | | | 4.12 | | | | — | | | | (4.81 | ) | | | (4.81 | ) | | | 36.83 | | | | 11.09 | | | | 83,562 | | | | 0.95 | | | | 0.95 | | | | (0.15 | ) | | | 42 | |
| | | | | | | | | | |
For the Year Ended December 31, 2013 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
IA | | $ | 28.16 | | | $ | 0.07 | | | $ | 11.02 | | | $ | 11.09 | | | $ | (0.04 | ) | | $ | (1.34 | ) | | $ | (1.38 | ) | | $ | 37.87 | | | | 39.82 | % | | $ | 1,483,626 | | | | 0.71 | % | | | 0.71 | % | | | 0.21 | % | | | 34 | % |
IB | | | 27.95 | | | | (0.02 | ) | | | 10.94 | | | | 10.92 | | | | (0.01 | ) | | | (1.34 | ) | | | (1.35 | ) | | | 37.52 | | | | 39.46 | | | | 82,483 | | | | 0.96 | | | | 0.96 | | | | (0.05 | ) | | | 34 | |
| | | | | | | | | | |
For the Year Ended December 31, 2012(6) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
IA | | $ | 23.77 | | | $ | 0.24 | | | $ | 4.38 | | | $ | 4.62 | | | $ | (0.23 | ) | | $ | — | | | $ | (0.23 | ) | | $ | 28.16 | | | | 19.44 | % | | $ | 1,325,221 | | | | 0.71 | % | | | 0.71 | % | | | 0.84 | % | | | 51 | % |
IB | | | 23.59 | | | | 0.17 | | | | 4.35 | | | | 4.52 | | | | (0.16 | ) | | | — | | | | (0.16 | ) | | | 27.95 | | | | 19.14 | | | | 70,997 | | | | 0.96 | | | | 0.96 | | | | 0.59 | | | | 51 | |
The accompanying notes are an integral part of these financial statements.
Financial Highlights – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | — Selected Per-Share Data(1) — | | | — Ratios and Supplemental Data — | |
Class | | Net Asset
Value at
Beginning
of Period | | | Net
Investment
Income
(Loss) | | | Net
Realized
and
Unrealized
Gain (Loss)
on
Investments | | | Total from
Investment
Operations | | | Dividends
from Net
Investment
Income | | | Distributions
from
Capital
Gains | | | Total
Dividends
and
Distributions | | | Net
Asset
Value at
End of
Period | | | Total
Return(2) | | | Net
Assets at
End of
Period
(000s) | | | Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3) | | | Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3) | | | Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets | | | Portfolio
Turnover | |
| Hartford MidCap Value HLS Fund | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
For the Six-Month Period Ended June 30, 2017 (Unaudited) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
IA | | $ | 12.00 | | | $ | 0.03 | | | $ | 0.40 | | | $ | 0.43 | | | $ | — | | | $ | — | | | $ | — | | | $ | 12.43 | | | | 3.58 | %(4) | | $ | 281,144 | | | | 0.86 | %(5) | | | 0.86 | %(5) | | | 0.46 | %(5) | | | 18 | % |
IB | | | 11.91 | | | | 0.01 | | | | 0.41 | | | | 0.42 | | | | — | | | | — | | | | — | | | | 12.33 | | | | 3.53 | (4) | | | 85,793 | | | | 1.11 | (5) | | | 1.11 | (5) | | | 0.21 | (5) | | | 18 | |
| | | | | | | | | | |
For the Year Ended December 31, 2016 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
IA | | $ | 12.33 | | | $ | 0.07 | | | $ | 1.40 | | | $ | 1.47 | | | $ | (0.07 | ) | | $ | (1.73 | ) | | $ | (1.80 | ) | | $ | 12.00 | | | | 12.82 | % | | $ | 289,872 | | | | 0.86 | % | | | 0.86 | % | | | 0.61 | % | | | 38 | % |
IB | | | 12.24 | | | | 0.04 | | | | 1.39 | | | | 1.43 | | | | (0.03 | ) | | | (1.73 | ) | | | (1.76 | ) | | | 11.91 | | | | 12.56 | | | | 89,704 | | | | 1.11 | | | | 1.11 | | | | 0.36 | | | | 38 | |
| | | | | | | | | | |
For the Year Ended December 31, 2015 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
IA | | $ | 14.60 | | | $ | 0.07 | | | $ | (0.15 | ) | | $ | (0.08 | ) | | $ | (0.09 | ) | | $ | (2.10 | ) | | $ | (2.19 | ) | | $ | 12.33 | | | | (1.21 | )% | | $ | 291,174 | | | | 0.84 | % | | | 0.84 | % | | | 0.49 | % | | | 29 | % |
IB | | | 14.50 | | | | 0.03 | | | | (0.15 | ) | | | (0.12 | ) | | | (0.04 | ) | | | (2.10 | ) | | | (2.14 | ) | | | 12.24 | | | | (1.45 | ) | | | 91,720 | | | | 1.09 | | | | 1.09 | | | | 0.24 | | | | 29 | |
| | | | | | | | | | |
For the Year Ended December 31, 2014 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
IA | | $ | 15.51 | | | $ | 0.09 | | | $ | 1.19 | | | $ | 1.28 | | | $ | (0.11 | ) | | $ | (2.08 | ) | | $ | (2.19 | ) | | $ | 14.60 | | | | 8.22 | % | | $ | 345,084 | | | | 0.84 | % | | | 0.84 | % | | | 0.60 | % | | | 31 | % |
IB | | | 15.42 | | | | 0.05 | | | | 1.18 | | | | 1.23 | | | | (0.07 | ) | | | (2.08 | ) | | | (2.15 | ) | | | 14.50 | | | | 7.91 | | | | 110,819 | | | | 1.09 | | | | 1.09 | | | | 0.35 | | | | 31 | |
| | | | | | | | | | |
For the Year Ended December 31, 2013 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
IA | | $ | 11.65 | | | $ | 0.08 | | | $ | 3.95 | | | $ | 4.03 | | | $ | (0.17 | ) | | $ | — | | | $ | (0.17 | ) | | $ | 15.51 | | | | 34.71 | % | | $ | 377,272 | | | | 0.84 | % | | | 0.84 | % | | | 0.56 | % | | | 49 | % |
IB | | | 11.59 | | | | 0.04 | | | | 3.93 | | | | 3.97 | | | | (0.14 | ) | | | — | | | | (0.14 | ) | | | 15.42 | | | | 34.37 | | | | 123,884 | | | | 1.09 | | | | 1.09 | | | | 0.31 | | | | 49 | |
| | | | | | | | | | |
For the Year Ended December 31, 2012(6) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
IA | | $ | 9.44 | | | $ | 0.14 | | | $ | 2.20 | | | $ | 2.34 | | | $ | (0.13 | ) | | $ | — | | | $ | (0.13 | ) | | $ | 11.65 | | | | 24.95 | % | | $ | 323,934 | | | | 0.85 | % | | | 0.85 | % | | | 1.03 | % | | | 45 | % |
IB | | | 9.38 | | | | 0.10 | | | | 2.21 | | | | 2.31 | | | | (0.10 | ) | | | — | | | | (0.10 | ) | | | 11.59 | | | | 24.64 | | | | 112,996 | | | | 1.10 | | | | 1.10 | | | | 0.79 | | | | 45 | |
| | | | | | | | | |
| Hartford Small Cap Growth HLS Fund | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
For the Six-Month Period Ended June 30, 2017 (Unaudited) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
IA | | $ | 26.77 | | | $ | — | | | $ | 2.63 | | | $ | 2.63 | | | $ | — | | | $ | — | | | $ | — | | | $ | 29.40 | | | | 9.82 | %(4) | | $ | 1,075,348 | | | | 0.65 | %(5) | | | 0.65 | %(5) | | | 0.02 | %(5) | | | 29 | % |
IB | | | 26.12 | | | | (0.03 | ) | | | 2.56 | | | | 2.53 | | | | — | | | | — | | | | — | | | | 28.65 | | | | 9.69 | (4) | | | 235,114 | | | | 0.90 | (5) | | | 0.90 | (5) | | | (0.24 | )(5) | | | 29 | |
| | | | | | | | | | |
For the Year Ended December 31, 2016 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
IA | | $ | 24.93 | | | $ | 0.04 | | | $ | 2.98 | | | $ | 3.02 | | | $ | (0.04 | ) | | $ | (1.14 | ) | | $ | (1.18 | ) | | $ | 26.77 | | | | 12.37 | % | | $ | 972,576 | | | | 0.65 | % | | | 0.65 | % | | | 0.17 | % | | | 51 | % |
IB | | | 24.38 | | | | (0.02 | ) | | | 2.90 | | | | 2.88 | | | | — | | | | (1.14 | ) | | | (1.14 | ) | | | 26.12 | | | | 12.08 | | | | 226,557 | | | | 0.90 | | | | 0.90 | | | | (0.08 | ) | | | 51 | |
| | | | | | | | | | |
For the Year Ended December 31, 2015 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
IA | | $ | 27.95 | | | $ | 0.07 | | | $ | (0.02 | ) | | $ | 0.05 | | | $ | (0.02 | ) | | $ | (3.05 | ) | | $ | (3.07 | ) | | $ | 24.93 | | | | (0.55 | )% | | $ | 913,414 | | | | 0.65 | % | | | 0.65 | % | | | 0.25 | % | | | 59 | % |
IB | | | 27.44 | | | | (0.01 | ) | | | — | | | | (0.01 | ) | | | — | | | | (3.05 | ) | | | (3.05 | ) | | | 24.38 | | | | (0.79 | ) | | | 209,948 | | | | 0.90 | | | | 0.90 | | | | (0.03 | ) | | | 59 | |
| | | | | | | | | | |
For the Year Ended December 31, 2014 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
IA | | $ | 32.60 | | | $ | 0.06 | | | $ | 1.48 | | | $ | 1.54 | | | $ | (0.02 | ) | | $ | (6.17 | ) | | $ | (6.19 | ) | | $ | 27.95 | | | | 5.83 | % | | $ | 557,200 | | | | 0.65 | % | | | 0.65 | % | | | 0.19 | % | | | 117 | % |
IB | | | 32.17 | | | | (0.02 | ) | | | 1.46 | | | | 1.44 | | | | — | | | | (6.17 | ) | | | (6.17 | ) | | | 27.44 | | | | 5.57 | | | | 115,230 | | | | 0.90 | | | | 0.90 | | | | (0.06 | ) | | | 117 | |
| | | | | | | | | | |
For the Year Ended December 31, 2013 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
IA | | $ | 25.44 | | | $ | 0.05 | | | $ | 10.92 | | | $ | 10.97 | | | $ | (0.12 | ) | | $ | (3.69 | ) | | $ | (3.81 | ) | | $ | 32.60 | | | | 44.87 | % | | $ | 466,173 | | | | 0.67 | % | | | 0.67 | % | | | 0.16 | % | | | 81 | % |
IB | | | 25.14 | | | | (0.02 | ) | | | 10.77 | | | | 10.75 | | | | (0.03 | ) | | | (3.69 | ) | | | (3.72 | ) | | | 32.17 | | | | 44.50 | | | | 123,966 | | | | 0.92 | | | | 0.92 | | | | (0.08 | ) | | | 81 | |
| | | | | | | | | | |
For the Year Ended December 31, 2012(6) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
IA | | $ | 21.67 | | | $ | 0.11 | | | $ | 3.66 | | | $ | 3.77 | | | $ | — | | | $ | — | | | $ | — | | | $ | 25.44 | | | | 17.40 | % | | $ | 378,318 | | | | 0.67 | % | | | 0.67 | % | | | 0.41 | % | | | 85 | % |
IB | | | 21.47 | | | | 0.04 | | | | 3.63 | | | | 3.67 | | | | — | | | | — | | | | — | | | | 25.14 | | | | 17.10 | | | | 134,404 | | | | 0.92 | | | | 0.92 | | | | 0.16 | | | | 85 | |
The accompanying notes are an integral part of these financial statements.
Financial Highlights – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | — Selected Per-Share Data(1) — | | | — Ratios and Supplemental Data — | |
Class | | Net Asset
Value at
Beginning
of Period | | | Net
Investment
Income
(Loss) | | | Net
Realized
and
Unrealized
Gain (Loss)
on
Investments | | | Total from
Investment
Operations | | | Dividends
from Net
Investment
Income | | | Distributions
from
Capital
Gains | | | Total
Dividends
and
Distributions | | | Net
Asset
Value at
End of
Period | | | Total
Return(2) | | | Net
Assets at
End of
Period
(000s) | | | Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3) | | | Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3) | | | Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets | | | Portfolio
Turnover | |
| Hartford Small Company HLS Fund | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
For the Six-Month Period Ended June 30, 2017 (Unaudited) | |
IA | | $ | 16.16 | | | $ | (0.03 | ) | | $ | 2.09 | | | $ | 2.06 | | | $ | — | | | $ | — | | | $ | — | | | $ | 18.22 | | | | 12.75 | %(4) | | $ | 578,267 | | | | 0.77 | %(5) | | | 0.77 | %(5) | | | (0.29 | )%(5) | | | 57 | % |
IB | | | 15.05 | | | | (0.04 | ) | | | 1.94 | | | | 1.90 | | | | — | | | | — | | | | — | | | | 16.95 | | | | 12.62 | (4) | | | 56,773 | | | | 1.02 | (5) | | | 1.02 | (5) | | | (0.53 | )(5) | | | 57 | |
| | | | | | | | | | |
For the Year Ended December 31, 2016 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
IA | | $ | 17.52 | | | $ | (0.01 | ) | | $ | 0.33 | (9) | | $ | 0.32 | | | $ | — | | | $ | (1.68 | ) | | $ | (1.68 | ) | | $ | 16.16 | | | | 2.04 | % | | $ | 834,044 | | | | 0.76 | % | | | 0.76 | % | | | (0.08 | )% | | | 94 | % |
IB | | | 16.47 | | | | (0.05 | ) | | | 0.31 | (9) | | | 0.26 | | | | — | | | | (1.68 | ) | | | (1.68 | ) | | | 15.05 | | | | 1.81 | | | | 73,108 | | | | 1.01 | | | | 1.01 | | | | (0.34 | ) | | | 94 | |
| | | | | | | | | | |
For the Year Ended December 31, 2015 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
IA | | $ | 23.33 | | | $ | (0.02 | ) | | $ | (1.43 | ) | | $ | (1.45 | ) | | $ | — | | | $ | (4.36 | ) | | $ | (4.36 | ) | | $ | 17.52 | | | | (8.21 | )% | | $ | 1,117,778 | | | | 0.71 | % | | | 0.71 | % | | | (0.11 | )% | | | 88 | % |
IB | | | 22.24 | | | | (0.07 | ) | | | (1.34 | ) | | | (1.41 | ) | | | — | | | | (4.36 | ) | | | (4.36 | ) | | | 16.47 | | | | (8.45 | ) | | | 98,501 | | | | 0.96 | | | | 0.96 | | | | (0.36 | ) | | | 88 | |
| | | | | | | | | | |
For the Year Ended December 31, 2014 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
IA | | $ | 26.43 | | | $ | (0.09 | ) | | $ | 1.78 | | | $ | 1.69 | | | $ | — | | | $ | (4.79 | ) | | $ | (4.79 | ) | | $ | 23.33 | | | | 7.07 | % | | $ | 1,279,533 | | | | 0.71 | % | | | 0.71 | % | | | (0.35 | )% | | | 90 | % |
IB | | | 25.46 | | | | (0.15 | ) | | | 1.72 | | | | 1.57 | | | | — | | | | (4.79 | ) | | | (4.79 | ) | | | 22.24 | | | | 6.85 | | | | 123,799 | | | | 0.96 | | | | 0.96 | | | | (0.60 | ) | | | 90 | |
| | | | | | | | | | |
For the Year Ended December 31, 2013 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
IA | | $ | 19.74 | | | $ | (0.07 | ) | | $ | 8.60 | | | $ | 8.53 | | | $ | (0.02 | ) | | $ | (1.82 | ) | | $ | (1.84 | ) | | $ | 26.43 | | | | 44.38 | % | | $ | 1,354,821 | | | | 0.71 | % | | | 0.71 | % | | | (0.29 | )% | | | 96 | % |
IB | | | 19.06 | | | | (0.12 | ) | | | 8.34 | | | | 8.22 | | | | — | | | | (1.82 | ) | | | (1.82 | ) | | | 25.46 | | | | 44.28 | | | | 141,791 | | | | 0.96 | | | | 0.96 | | | | (0.54 | ) | | | 96 | |
| | | | | | | | | | |
For the Year Ended December 31, 2012(6) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
IA | | $ | 17.07 | | | $ | 0.03 | | | $ | 2.64 | | | $ | 2.67 | | | $ | — | | | $ | — | | | $ | — | | | $ | 19.74 | | | | 15.64 | % | | $ | 1,126,350 | | | | 0.72 | % | | | 0.72 | % | | | 0.16 | % | | | 110 | % |
IB | | | 16.56 | | | | (0.03 | ) | | | 2.53 | | | | 2.50 | | | | — | | | | — | | | | — | | | | 19.06 | | | | 15.10 | | | | 117,133 | | | | 0.97 | | | | 0.97 | | | | (0.13 | ) | | | 110 | |
|
| Hartford Small/Mid Cap Equity HLS Fund | |
For the Six-Month Period Ended June 30, 2017 (Unaudited) | |
IA | | $ | 8.03 | | | $ | 0.05 | | | $ | 0.20 | | | $ | 0.25 | | | $ | — | | | $ | — | | | $ | — | | | $ | 8.28 | | | | 3.11 | %(4) | | $ | 80,959 | | | | 0.91 | %(5) | | | 0.91 | %(5) | | | 1.23 | %(5) | | | 42 | % |
IB | | | 7.99 | | | | 0.04 | | | | 0.19 | | | | 0.23 | | | | — | | | | — | | | | — | | | | 8.22 | | | | 2.88 | (4) | | | 14,447 | | | | 1.16 | (5) | | | 1.16 | (5) | | | 0.97 | (5) | | | 42 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 7.45 | | | $ | 0.09 | | | $ | 1.09 | | | $ | 1.18 | | | $ | (0.11 | ) | | $ | (0.49 | ) | | $ | (0.60 | ) | | $ | 8.03 | | | | 16.48 | % | | $ | 87,752 | | | | 0.92 | % | | | 0.92 | % | | | 1.25 | % | | | 96 | % |
IB | | | 7.40 | | | | 0.07 | | | | 1.09 | | | | 1.16 | | | | (0.08 | ) | | | (0.49 | ) | | | (0.57 | ) | | | 7.99 | | | | 16.33 | | | | 17,125 | | | | 1.17 | | | | 1.17 | | | | 1.01 | | | | 96 | |
|
For the Year Ended December 31, 2015 | |
IA | | $ | 9.47 | | | $ | 0.12 | | | $ | (0.46 | ) | | $ | (0.34 | ) | | $ | (0.12 | ) | | $ | (1.56 | ) | | $ | (1.68 | ) | | $ | 7.45 | | | | (4.73 | )% | | $ | 79,379 | | | | 0.88 | % | | | 0.88 | % | | | 1.39 | % | | | 80 | % |
IB | | | 9.41 | | | | 0.10 | | | | (0.46 | ) | | | (0.36 | ) | | | (0.09 | ) | | | (1.56 | ) | | | (1.65 | ) | | | 7.40 | | | | (4.97 | ) | | | 16,501 | | | | 1.13 | | | | 1.13 | | | | 1.12 | | | | 80 | |
|
For the Year Ended December 31, 2014 | |
IA | | $ | 11.29 | | | $ | 0.13 | | | $ | 0.43 | | | $ | 0.56 | | | $ | (0.18 | ) | | $ | (2.20 | ) | | $ | (2.38 | ) | | $ | 9.47 | | | | 5.22 | % | | $ | 98,069 | | | | 0.85 | % | | | 0.85 | % | | | 1.20 | % | | | 108 | % |
IB | | | 11.22 | | | | 0.10 | | | | 0.44 | | | | 0.54 | | | | (0.15 | ) | | | (2.20 | ) | | | (2.35 | ) | | | 9.41 | | | | 5.00 | | | | 23,239 | | | | 1.10 | | | | 1.10 | | | | 0.96 | | | | 108 | |
|
For the Year Ended December 31, 2013 | |
IA | | $ | 8.90 | | | $ | 0.16 | | | $ | 3.08 | | | $ | 3.24 | | | $ | (0.14 | ) | | $ | (0.71 | ) | | $ | (0.85 | ) | | $ | 11.29 | | | | 37.51 | % | | $ | 117,395 | | | | 0.85 | % | | | 0.85 | % | | | 1.58 | % | | | 128 | % |
IB | | | 8.85 | | | | 0.13 | | | | 3.07 | | | | 3.20 | | | | (0.12 | ) | | | (0.71 | ) | | | (0.83 | ) | | | 11.22 | | | | 37.08 | | | | 26,362 | | | | 1.10 | | | | 1.10 | | | | 1.32 | | | | 128 | |
|
For the Year Ended December 31, 2012(6) | |
IA | | $ | 8.93 | | | $ | 0.15 | | | $ | 1.21 | | | $ | 1.36 | | | $ | (0.06 | ) | | $ | (1.33 | ) | | $ | (1.39 | ) | | $ | 8.90 | | | | 15.87 | % | | $ | 106,339 | | | | 0.88 | % | | | 0.88 | % | | | 1.57 | % | | | 150 | % |
IB | | | 8.88 | | | | 0.13 | | | | 1.20 | | | | 1.33 | | | | (0.03 | ) | | | (1.33 | ) | | | (1.36 | ) | | | 8.85 | | | | 15.58 | | | | 24,774 | | | | 1.13 | | | | 1.13 | | | | 1.26 | | | | 150 | |
The accompanying notes are an integral part of these financial statements.
Financial Highlights – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | — Selected Per-Share Data(1) — | | | — Ratios and Supplemental Data — | |
Class | | Net Asset
Value at
Beginning
of Period | | | Net
Investment
Income
(Loss) | | | Net
Realized
and
Unrealized
Gain (Loss)
on
Investments | | | Total from
Investment
Operations | | | Dividends
from Net
Investment
Income | | | Distributions
from
Capital
Gains | | | Total
Dividends
and
Distributions | | | Net
Asset
Value at
End of
Period | | | Total
Return(2) | | | Net
Assets at
End of
Period
(000s) | | | Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3) | | | Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3) | | | Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets | | | Portfolio
Turnover | |
| Hartford Stock HLS Fund | |
For the Six-Month Period Ended June 30, 2017 (Unaudited) | |
IA | | $ | 67.55 | | | $ | 0.67 | | | $ | 5.57 | | | $ | 6.24 | | | $ | — | | | $ | — | | | $ | — | | | $ | 73.79 | | | | 9.24 | %(4) | | $ | 1,339,673 | | | | 0.52 | %(5) | | | 0.52 | %(5) | | | 1.89 | %(5) | | | 4 | % |
IB | | | 67.53 | | | | 0.58 | | | | 5.57 | | | | 6.15 | | | | — | | | | — | | | | — | | | | 73.68 | | | | 9.11 | (4) | | | 141,048 | | | | 0.77 | (5) | | | 0.77 | (5) | | | 1.64 | (5) | | | 4 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 64.06 | | | $ | 1.14 | | | $ | 3.61 | | | $ | 4.75 | | | $ | (1.26 | ) | | $ | — | | | $ | (1.26 | ) | | $ | 67.55 | | | | 7.41 | % | | $ | 1,312,626 | | | | 0.52 | % | | | 0.52 | % | | | 1.72 | % | | | 29 | % |
IB | | | 64.03 | | | | 0.97 | | | | 3.61 | | | | 4.58 | | | | (1.08 | ) | | | — | | | | (1.08 | ) | | | 67.53 | | | | 7.14 | | | | 140,317 | | | | 0.77 | | | | 0.77 | | | | 1.47 | | | | 29 | |
|
For the Year Ended December 31, 2015 | |
IA | | $ | 63.49 | | | $ | 1.19 | | | $ | 0.56 | | | $ | 1.75 | | | $ | (1.18 | ) | | $ | — | | | $ | (1.18 | ) | | $ | 64.06 | | | | 2.74 | % | | $ | 1,388,110 | | | | 0.51 | % | | | 0.51 | % | | | 1.86 | % | | | 23 | % |
IB | | | 63.46 | | | | 1.03 | | | | 0.54 | | | | 1.57 | | | | (1.00 | ) | | | — | | | | (1.00 | ) | | | 64.03 | | | | 2.48 | | | | 155,722 | | | | 0.76 | | | | 0.76 | | | | 1.61 | | | | 23 | |
|
For the Year Ended December 31, 2014 | |
IA | | $ | 58.07 | | | $ | 1.07 | | | $ | 5.51 | | | $ | 6.58 | | | $ | (1.16 | ) | | $ | — | | | $ | (1.16 | ) | | $ | 63.49 | | | | 11.31 | % | | $ | 1,552,777 | | | | 0.50 | % | | | 0.50 | % | | | 1.79 | % | | | 20 | % |
IB | | | 58.04 | | | | 0.92 | | | | 5.50 | | | | 6.42 | | | | (1.00 | ) | | | — | | | | (1.00 | ) | | | 63.46 | | | | 11.04 | | | | 182,112 | | | | 0.75 | | | | 0.75 | | | | 1.54 | | | | 20 | |
|
For the Year Ended December 31, 2013 | |
IA | | $ | 44.73 | | | $ | 0.99 | | | $ | 13.41 | | | $ | 14.40 | | | $ | (1.06 | ) | | $ | — | | | $ | (1.06 | ) | | $ | 58.07 | | | | 32.25 | % | | $ | 1,667,278 | | | | 0.51 | % | | | 0.51 | % | | | 1.89 | % | | | 27 | % |
IB | | | 44.71 | | | | 0.85 | | | | 13.40 | | | | 14.25 | | | | (0.92 | ) | | | — | | | | (0.92 | ) | | | 58.04 | | | | 31.92 | | | | 204,437 | | | | 0.76 | | | | 0.76 | | | | 1.64 | | | | 27 | |
|
For the Year Ended December 31, 2012(6) | |
IA | | $ | 39.95 | | | $ | 0.91 | | | $ | 4.83 | | | $ | 5.74 | | | $ | (0.96 | ) | | $ | — | | | $ | (0.96 | ) | | $ | 44.73 | | | | 14.38 | % | | $ | 1,532,116 | | | | 0.51 | % | | | 0.51 | % | | | 1.86 | % | | | 82 | % |
IB | | | 39.92 | | | | 0.82 | | | | 4.81 | | | | 5.63 | | | | (0.84 | ) | | | — | | | | (0.84 | ) | | | 44.71 | | | | 14.10 | | | | 200,153 | | | | 0.76 | | | | 0.76 | | | | 1.61 | | | | 82 | |
|
| Hartford Total Return Bond HLS Fund | |
For the Six-Month Period Ended June 30, 2017 (Unaudited) | |
IA | | $ | 11.09 | | | $ | 0.17 | | | $ | 0.20 | | | $ | 0.37 | | | $ | — | | | $ | — | | | $ | — | | | $ | 11.46 | | | | 3.34 | %(4) | | $ | 2,186,024 | | | | 0.51 | %(5) | | | 0.51 | %(5) | | | 3.09 | %(5) | | | 48 | % |
IB | | | 11.03 | | | | 0.16 | | | | 0.20 | | | | 0.36 | | | | — | | | | — | | | | — | | | | 11.39 | | | | 3.26 | (4) | | | 255,316 | | | | 0.76 | (5) | | | 0.76 | (5) | | | 2.84 | (5) | | | 48 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 10.93 | | | $ | 0.36 | | | $ | 0.13 | | | $ | 0.49 | | | $ | (0.29 | ) | | $ | (0.04 | ) | | $ | (0.33 | ) | | $ | 11.09 | | | | 4.49 | % | | $ | 2,244,505 | | | | 0.52 | % | | | 0.52 | % | | | 3.16 | % | | | 36 | % |
IB | | | 10.87 | | | | 0.33 | | | | 0.13 | | | | 0.46 | | | | (0.26 | ) | | | (0.04 | ) | | | (0.30 | ) | | | 11.03 | | | | 4.22 | | | | 262,187 | | | | 0.77 | | | | 0.77 | | | | 2.91 | | | | 36 | |
|
For the Year Ended December 31, 2015 | |
IA | | $ | 11.63 | | | $ | 0.33 | | | $ | (0.39 | ) | | $ | (0.06 | ) | | $ | (0.36 | ) | | $ | (0.28 | ) | | $ | (0.64 | ) | | $ | 10.93 | | | | (0.59 | )% | | $ | 2,448,280 | | | | 0.51 | % | | | 0.51 | % | | | 2.88 | % | | | 66 | % |
IB | | | 11.56 | | | | 0.30 | | | | (0.39 | ) | | | (0.09 | ) | | | (0.32 | ) | | | (0.28 | ) | | | (0.60 | ) | | | 10.87 | | | | (0.81 | ) | | | 295,006 | | | | 0.76 | | | | 0.76 | | | | 2.63 | | | | 66 | |
|
For the Year Ended December 31, 2014 | |
IA | | $ | 11.35 | | | $ | 0.33 | | | $ | 0.34 | | | $ | 0.67 | | | $ | (0.39 | ) | | $ | — | | | $ | (0.39 | ) | | $ | 11.63 | | | | 5.89 | % | | $ | 2,879,633 | | | | 0.50 | % | | | 0.50 | % | | | 2.85 | % | | | 84 | % |
IB | | | 11.27 | | | | 0.30 | | | | 0.34 | | | | 0.64 | | | | (0.35 | ) | | | — | | | | (0.35 | ) | | | 11.56 | | | | 5.68 | | | | 360,006 | | | | 0.75 | | | | 0.75 | | | | 2.60 | | | | 84 | |
|
For the Year Ended December 31, 2013 | |
IA | | $ | 11.99 | | | $ | 0.32 | | | $ | (0.49 | ) | | $ | (0.17 | ) | | $ | (0.47 | ) | | $ | — | | | $ | (0.47 | ) | | $ | 11.35 | | | | (1.36 | )% | | $ | 3,290,622 | | | | 0.50 | % | | | 0.50 | % | | | 2.76 | % | | | 81 | % |
IB | | | 11.91 | | | | 0.29 | | | | (0.50 | ) | | | (0.21 | ) | | | (0.43 | ) | | | — | | | | (0.43 | ) | | | 11.27 | | | | (1.66 | ) | | | 414,910 | | | | 0.75 | | | | 0.75 | | | | 2.51 | | | | 81 | |
|
For the Year Ended December 31, 2012(6) | |
IA | | $ | 11.63 | | | $ | 0.41 | | | $ | 0.45 | | | $ | 0.86 | | | $ | (0.50 | ) | | $ | — | | | $ | (0.50 | ) | | $ | 11.99 | | | | 7.54 | % | | $ | 3,572,511 | | | | 0.50 | % | | | 0.50 | % | | | 3.01 | % | | | 88 | % |
IB | | | 11.55 | | | | 0.40 | | | | 0.43 | | | | 0.83 | | | | (0.47 | ) | | | — | | | | (0.47 | ) | | | 11.91 | | | | 7.27 | | | | 566,274 | | | | 0.75 | | | | 0.75 | | | | 2.76 | | | | 88 | |
The accompanying notes are an integral part of these financial statements.
Financial Highlights – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | — Selected Per-Share Data(1) — | | | — Ratios and Supplemental Data — | |
Class | | Net Asset
Value at
Beginning
of Period | | | Net
Investment
Income
(Loss) | | | Net
Realized
and
Unrealized
Gain (Loss)
on
Investments | | | Total from
Investment
Operations | | | Dividends
from Net
Investment
Income | | | Distributions
from
Capital
Gains | | | Total
Dividends
and
Distributions | | | Net
Asset
Value at
End of
Period | | | Total
Return(2) | | | Net
Assets at
End of
Period
(000s) | | | Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3) | | | Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3) | | | Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets | | | Portfolio
Turnover | |
| Hartford Ultrashort Bond HLS Fund | |
For the Six-Month Period Ended June 30, 2017 (Unaudited) | |
IA | | $ | 10.04 | | | $ | 0.04 | | | $ | 0.01 | | | $ | 0.05 | | | $ | — | | | $ | — | | | $ | — | | | $ | 10.09 | | | | 0.50 | %(4) | | $ | 485,189 | | | | 0.45 | %(5) | | | 0.45 | %(5) | | | 0.90 | %(5) | | | 35 | % |
IB | | | 10.02 | | | | 0.03 | | | | 0.01 | | | | 0.04 | | | | — | | | | — | | | | — | | | | 10.06 | | | | 0.40 | (4) | | | 72,664 | | | | 0.70 | (5) | | | 0.70 | (5) | | | 0.65 | (5) | | | 35 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 9.99 | | | $ | 0.06 | | | $ | 0.04 | | | $ | 0.10 | | | $ | (0.05 | ) | | $ | — | | | $ | (0.05 | ) | | $ | 10.04 | | | | 0.97 | % | | $ | 533,091 | | | | 0.45 | % | | | 0.45 | % | | | 0.61 | % | | | 51 | % |
IB | | | 9.97 | | | | 0.04 | | | | 0.02 | | | | 0.06 | | | | (0.01 | ) | | | — | | | | (0.01 | ) | | | 10.02 | | | | 0.64 | | | | 78,658 | | | | 0.70 | | | | 0.70 | | | | 0.35 | | | | 51 | |
|
For the Year Ended December 31, 2015 | |
IA | | $ | 10.01 | | | $ | 0.03 | | | $ | (0.02 | ) | | $ | 0.01 | | | $ | (0.03 | ) | | $ | — | | | $ | (0.03 | ) | | $ | 9.99 | | | | 0.13 | % | | $ | 611,087 | | | | 0.43 | % | | | 0.43 | % | | | 0.33 | % | | | 35 | % |
IB | | | 9.98 | | | | 0.01 | | | | (0.02 | ) | | | (0.01 | ) | | | — | | | | — | | | | — | | | | 9.97 | | | | (0.09 | ) | | | 96,970 | | | | 0.68 | | | | 0.68 | | | | 0.08 | | | | 35 | |
|
For the Year Ended December 31, 2014 | |
IA | | $ | 10.00 | | | $ | 0.02 | | | $ | (0.01 | ) | | $ | 0.01 | | | $ | — | | | $ | — | | | $ | — | | | $ | 10.01 | | | | 0.10 | % | | $ | 745,597 | | | | 0.43 | % | | | 0.43 | % | | | 0.23 | % | | | 40 | % |
IB | | | 9.99 | | | | — | | | | (0.01 | ) | | | (0.01 | ) | | | — | | | | — | | | | — | | | | 9.98 | | | | (0.10 | ) | | | 121,168 | | | | 0.68 | | | | 0.68 | | | | (0.02 | ) | | | 40 | |
|
For the Year Ended December 31, 2013(6)(11) | |
IA | | $ | 10.00 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 10.00 | | | | — | % | | $ | 1,013,110 | | | | 0.45 | % | | | 0.21 | % | | | (0.02 | )% | | | 6 | %(12) |
IB | | | 10.00 | | | | (0.01 | ) | | | — | | | | (0.01 | ) | | | — | | | | — | | | | — | | | | 9.99 | | | | (0.10 | ) | | | 163,058 | | | | 0.49 | | | | 0.25 | | | | (0.06 | ) | | | 6 | (12) |
|
For the Year Ended December 31, 2012(6)(11) | |
IA | | $ | 10.00 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 10.00 | | | | — | % | | $ | 1,603,657 | | | | 0.42 | % | | | 0.18 | % | | | — | % | | | — | %(13) |
IB | | | 10.00 | | | | — | | | | — | | | | — | | | | — | | | | — | | | | — | | | | 10.00 | | | | — | | | | 272,464 | | | | 0.42 | | | | 0.18 | | | | — | | | | — | (13) |
|
| Hartford U.S. Government Securities HLS Fund | |
For the Six-Month Period Ended June 30, 2017 (Unaudited) | |
IA | | $ | 10.30 | | | $ | 0.09 | | | $ | 0.06 | | | $ | 0.15 | | | $ | — | | | $ | — | | | $ | — | | | $ | 10.45 | | | | 1.46 | %(4) | | $ | 348,040 | | | | 0.51 | %(5) | | | 0.51 | %(5) | | | 1.75 | %(5) | | | 67 | % |
IB | | | 10.28 | | | | 0.08 | | | | 0.06 | | | | 0.14 | | | | — | | | | — | | | | — | | | | 10.42 | | | | 1.36 | (4) | | | 74,894 | | | | 0.76 | (5) | | | 0.76 | (5) | | | 1.50 | (5) | | | 67 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 10.34 | | | $ | 0.18 | | | $ | (0.02 | )(9) | | $ | 0.16 | | | $ | (0.20 | ) | | $ | — | | | $ | (0.20 | ) | | $ | 10.30 | | | | 1.54 | % | | $ | 368,740 | | | | 0.51 | % | | | 0.51 | % | | | 1.67 | % | | | 81 | % |
IB | | | 10.32 | | | | 0.15 | | | | (0.02 | )(9) | | | 0.13 | | | | (0.17 | ) | | | — | | | | (0.17 | ) | | | 10.28 | | | | 1.27 | | | | 79,489 | | | | 0.76 | | | | 0.76 | | | | 1.42 | | | | 81 | |
|
For the Year Ended December 31, 2015 | |
IA | | $ | 10.37 | | | $ | 0.16 | | | $ | — | | | $ | 0.16 | | | $ | (0.19 | ) | | $ | — | | | $ | (0.19 | ) | | $ | 10.34 | | | | 1.56 | % | | $ | 412,060 | | | | 0.49 | % | | | 0.49 | % | | | 1.53 | % | | | 42 | % |
IB | | | 10.34 | | | | 0.13 | | | | 0.01 | | | | 0.14 | | | | (0.16 | ) | | | — | | | | (0.16 | ) | | | 10.32 | | | | 1.35 | | | | 90,088 | | | | 0.74 | | | | 0.74 | | | | 1.28 | | | | 42 | |
|
For the Year Ended December 31, 2014 | |
IA | | $ | 10.32 | | | $ | 0.15 | | | $ | 0.14 | | | $ | 0.29 | | | $ | (0.24 | ) | | $ | — | | | $ | (0.24 | ) | | $ | 10.37 | | | | 2.81 | % | | $ | 468,967 | | | | 0.48 | % | | | 0.48 | % | | | 1.40 | % | | | 37 | % |
IB | | | 10.28 | | | | 0.12 | | | | 0.15 | | | | 0.27 | | | | (0.21 | ) | | | — | | | | (0.21 | ) | | | 10.34 | | | | 2.59 | | | | 102,235 | | | | 0.73 | | | | 0.73 | | | | 1.15 | | | | 37 | |
|
For the Year Ended December 31, 2013 | |
IA | | $ | 10.75 | | | $ | 0.12 | | | $ | (0.30 | ) | | $ | (0.18 | ) | | $ | (0.25 | ) | | $ | — | | | $ | (0.25 | ) | | $ | 10.32 | | | | (1.68 | )% | | $ | 556,169 | | | | 0.49 | % | | | 0.49 | % | | | 1.14 | % | | | 39 | % |
IB | | | 10.71 | | | | 0.09 | | | | (0.30 | ) | | | (0.21 | ) | | | (0.22 | ) | | | — | | | | (0.22 | ) | | | 10.28 | | | | (1.97 | ) | | | 123,908 | | | | 0.74 | | | | 0.74 | | | | 0.89 | | | | 39 | |
|
For the Year Ended December 31, 2012(6) | |
IA | | $ | 10.68 | | | $ | 0.16 | | | $ | 0.22 | | | $ | 0.38 | | | $ | (0.31 | ) | | $ | — | | | $ | (0.31 | ) | | $ | 10.75 | | | | 3.70 | % | | $ | 833,735 | | | | 0.48 | % | | | 0.48 | % | | | 1.20 | % | | | 86 | % |
IB | | | 10.63 | | | | 0.13 | | | | 0.23 | | | | 0.36 | | | | (0.28 | ) | | | — | | | | (0.28 | ) | | | 10.71 | | | | 3.44 | | | | 173,937 | | | | 0.73 | | | | 0.73 | | | | 0.95 | | | | 86 | |
The accompanying notes are an integral part of these financial statements.
Financial Highlights – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | — Selected Per-Share Data(1) — | | | — Ratios and Supplemental Data — | |
Class | | Net Asset
Value at
Beginning
of Period | | | Net
Investment
Income
(Loss) | | | Net
Realized
and
Unrealized
Gain (Loss)
on
Investments | | | Total from
Investment
Operations | | | Dividends
from Net
Investment
Income | | | Distributions
from
Capital
Gains | | | Total
Dividends
and
Distributions | | | Net
Asset
Value at
End of
Period | | | Total
Return(2) | | | Net
Assets at
End of
Period
(000s) | | | Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3) | | | Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3) | | | Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets | | | Portfolio
Turnover | |
| Hartford Value HLS Fund | |
For the Six-Month Period Ended June 30, 2017 (Unaudited) | |
IA | | $ | 15.27 | | | $ | 0.14 | | | $ | 0.78 | | | $ | 0.92 | | | $ | — | | | $ | — | | | $ | — | | | $ | 16.19 | | | | 6.02 | %(4) | | $ | 442,819 | | | | 0.80 | %(5) | | | 0.80 | %(5) | | | 1.81 | %(5) | | | 7 | % |
IB | | | 15.26 | | | | 0.12 | | | | 0.77 | | | | 0.89 | | | | — | | | | — | | | | — | | | | 16.15 | | | | 5.83 | (4) | | | 75,889 | | | | 1.05 | (5) | | | 1.05 | (5) | | | 1.56 | (5) | | | 7 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 15.58 | | | $ | 0.28 | | | $ | 1.75 | | | $ | 2.03 | | | $ | (0.26 | ) | | $ | (2.08 | ) | | $ | (2.34 | ) | | $ | 15.27 | | | | 13.69 | % | | $ | 446,411 | | | | 0.80 | % | | | 0.80 | % | | | 1.83 | % | | | 15 | % |
IB | | | 15.57 | | | | 0.24 | | | | 1.75 | | | | 1.99 | | | | (0.22 | ) | | | (2.08 | ) | | | (2.30 | ) | | | 15.26 | | | | 13.46 | | | | 77,796 | | | | 1.05 | | | | 1.05 | | | | 1.58 | | | | 15 | |
|
For the Year Ended December 31, 2015 | |
IA | | $ | 16.89 | | | $ | 0.26 | | | $ | (0.77 | ) | | $ | (0.51 | ) | | $ | (0.26 | ) | | $ | (0.54 | ) | | $ | (0.80 | ) | | $ | 15.58 | | | | (3.08 | )% | | $ | 455,713 | | | | 0.78 | % | | | 0.78 | % | | | 1.56 | % | | | 19 | % |
IB | | | 16.88 | | | | 0.22 | | | | (0.77 | ) | | | (0.55 | ) | | | (0.22 | ) | | | (0.54 | ) | | | (0.76 | ) | | | 15.57 | | | | (3.35 | ) | | | 80,052 | | | | 1.03 | | | | 1.03 | | | | 1.30 | | | | 19 | |
|
For the Year Ended December 31, 2014 | |
IA | | $ | 15.39 | | | $ | 0.24 | | | $ | 1.51 | | | $ | 1.75 | | | $ | (0.25 | ) | | $ | — | | | $ | (0.25 | ) | | $ | 16.89 | | | | 11.37 | % | | $ | 523,661 | | | | 0.77 | % | | | 0.77 | % | | | 1.51 | % | | | 14 | % |
IB | | | 15.38 | | | | 0.20 | | | | 1.51 | | | | 1.71 | | | | (0.21 | ) | | | — | | | | (0.21 | ) | | | 16.88 | | | | 11.10 | | | | 98,407 | | | | 1.02 | | | | 1.02 | | | | 1.26 | | | | 14 | |
|
For the Year Ended December 31, 2013 | |
IA | | $ | 11.86 | | | $ | 0.23 | | | $ | 3.55 | | | $ | 3.78 | | | $ | (0.25 | ) | | $ | — | | | $ | (0.25 | ) | | $ | 15.39 | | | | 31.94 | % | | $ | 551,350 | | | | 0.76 | % | | | 0.76 | % | | | 1.66 | % | | | 19 | % |
IB | | | 11.85 | | | | 0.20 | | | | 3.54 | | | | 3.74 | | | | (0.21 | ) | | | — | | | | (0.21 | ) | | | 15.38 | | | | 31.65 | | | | 109,081 | | | | 1.01 | | | | 1.01 | | | | 1.41 | | | | 19 | |
|
For the Year Ended December 31, 2012(6) | |
IA | | $ | 10.37 | | | $ | 0.26 | | | $ | 1.50 | | | $ | 1.76 | | | $ | (0.27 | ) | | $ | — | | | $ | (0.27 | ) | | $ | 11.86 | | | | 16.99 | % | | $ | 549,228 | | | | 0.76 | % | | | 0.76 | % | | | 2.02 | % | | | 22 | % |
IB | | | 10.36 | | | | 0.23 | | | | 1.50 | | | | 1.73 | | | | (0.24 | ) | | | — | | | | (0.24 | ) | | | 11.85 | | | | 16.69 | | | | 103,438 | | | | 1.01 | | | | 1.01 | | | | 1.77 | | | | 22 | |
| (1) | Information presented relates to a share outstanding throughout the indicated period. Net investment income (loss) per share amounts are calculated based on average shares outstanding unless otherwise noted. |
| (2) | The figures do not include sales charges or other fees which may be applied at the variable life insurance, variable annuity or qualified retirement plan product level. Any such additional sales charges or other fees would lower the Fund’s performance. |
| (3) | Adjustments include waivers and reimbursements, if applicable. Ratios do not include fees paid indirectly (see Expenses in the accompanying Notes to Financial Statements). |
| (6) | Net investment income (loss) per share amounts have been calculated using the Securities and Exchange Commission method. |
| (7) | Commenced operations on April 30, 2014. |
| (8) | During the year ended December 31, 2014, the Fund incurred $61.8 million in sales associated with the transition of assets from Hartford Global Research HLS Fund, which merged into the Hartford Global Growth HLS Fund on June 23, 2014. These sales were excluded from the portfolio turnover rate calculation. |
| (9) | Per share amount was not in accord with the net realized and unrealized gain (loss) for the period because of the timing of transactions in shares of the fund and the amount and timing of per-share net realized and unrealized gain (loss) on such shares. |
| (10) | During the year ended December 31, 2014, the Fund incurred $137.9 million in sales associated with the transition of assets from Hartford Growth HLS Fund, which merged into the Fund on June 23, 2014. These sales were excluded from the portfolio turnover rate calculation. |
| (11) | Per share amounts have been restated to reflect a reverse stock split effective October 21, 2013. Please see Notes to Financial Statements. |
| (12) | Portfolio turnover shown is from October 21, 2013 (conversion date) through December 31, 2013. |
| (13) | The Fund was managed as a money market fund and portfolio turnover was not calculated. |
The accompanying notes are an integral part of these financial statements.
Notes to Financial Statements
June 30, 2017 (Unaudited)
Hartford Series Fund, Inc. and Hartford HLS Series Fund II, Inc. (each, a “Company” and collectively, the “Companies”) are each an open-end registered management investment company comprised of fifteen and four series, respectively, as of June 30, 2017. Financial statements for the series of each Company listed below (each, a “Fund” and collectively, the “Funds”) are included in this report.
Hartford Series Fund, Inc.:
Hartford Balanced HLS Fund (the “Balanced HLS Fund”)
Hartford Capital Appreciation HLS Fund (the “Capital Appreciation HLS Fund”)
Hartford Disciplined Equity HLS Fund (the “Disciplined Equity HLS Fund”)
Hartford Dividend and Growth HLS Fund (the “Dividend and Growth HLS Fund”)
Hartford Global Growth HLS Fund (the “Global Growth HLS Fund”)
Hartford Healthcare HLS Fund (the “Healthcare HLS Fund”)
Hartford High Yield HLS Fund (the “High Yield HLS Fund”)
Hartford International Opportunities HLS Fund (the “International Opportunities HLS Fund”)
Hartford MidCap HLS Fund (the “MidCap HLS Fund”)
Hartford MidCap Value HLS Fund (the “MidCap Value HLS Fund”)
Hartford Small Company HLS Fund (the “Small Company HLS Fund”)
Hartford Stock HLS Fund (the “Stock HLS Fund”)
Hartford Total Return Bond HLS Fund (the “Total Return Bond HLS Fund”)
Hartford Ultrashort Bond HLS Fund (the “Ultrashort Bond HLS Fund”)
Hartford Value HLS Fund (the “Value HLS Fund”)
Hartford HLS Series Fund II, Inc.:
Hartford Growth Opportunities HLS Fund (the “Growth Opportunities HLS Fund”)
Hartford Small Cap Growth HLS Fund (the “Small Cap Growth HLS Fund”)
Hartford Small/Mid Cap Equity HLS Fund (the “Small/Mid Cap Equity HLS Fund”)
Hartford U.S. Government Securities HLS Fund (the “U.S. Government Securities HLS Fund”)
The assets of each Fund are separate, and a shareholder’s interest is limited to the Fund in which shares are held. Each Company is organized under the laws of the State of Maryland and is registered with the Securities and Exchange Commission (the “SEC”) under the Investment Company Act of 1940, as amended (the “1940 Act”). Each Fund serves as an underlying investment option for certain variable annuity and variable life insurance separate accounts of Hartford Life Insurance Company (“HLIC”) and its affiliates and certain qualified pension or retirement plans. Each Fund may also serve as an underlying investment option for certain variable annuity and variable life separate accounts of other insurance companies. Owners of variable annuity contracts and policyholders of variable life insurance contracts may choose the Funds if permitted in the variable insurance contract prospectus. In addition, participants in certain qualified pension or retirement plans may choose the Funds if permitted by their plans.
Each Fund is a diversified open-end management investment company. Each Fund applies specialized accounting and reporting under Accounting Standards Codification Topic 946, “Financial Services – Investment Companies”.
Each Fund, except Balanced HLS Fund, Capital Appreciation HLS Fund, Dividend and Growth HLS Fund, Global Growth HLS Fund, Growth Opportunities HLS Fund, International Opportunities HLS Fund, MidCap HLS Fund, Small/Mid Cap Equity HLS Fund and Stock HLS, is divided into Class IA and Class IB shares. Balanced HLS Fund, Capital Appreciation HLS Fund, Dividend and Growth HLS Fund, Global Growth HLS Fund, Growth Opportunities HLS Fund, International Opportunities HLS Fund, MidCap HLS Fund, Small/Mid Cap Equity HLS Fund and Stock HLS Fund are divided into Class IA, Class IB and Class IC shares. Class IC shares have not commenced operations for Balanced HLS Fund, Dividend and Growth HLS Fund, Global Growth HLS Fund, International Opportunities HLS Fund, MidCap HLS Fund, Small/Mid Cap Equity HLS Fund and Stock HLS Fund as of the date of this report. Small Cap Growth HLS Fund and Small Company HLS Fund are closed to new investors until further notice. For more information please see the Fund’s prospectus. Each class is offered at the per share net asset value (“NAV”) without a sales charge and is subject to the same expenses, except certain class specific expenses. Class IB shares are subject to distribution and service fees charged pursuant to a Distribution Plan adopted in accordance with Rule 12b-1 under the 1940 Act. Class IC shares are subject to distribution fees charged pursuant to a Distribution Plan adopted in accordance with Rule 12b-1 under the 1940 Act and Class IC shares are also subject to an administrative service fee.
Notes to Financial Statements – (continued)
June 30, 2017 (Unaudited)
| 2. | Significant Accounting Policies: |
The following is a summary of significant accounting policies of each Fund used in the preparation of its financial statements, which are in accordance with United States Generally Accepted Accounting Principles (“U.S. GAAP”). The preparation of financial statements in accordance with U.S. GAAP may require management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates.
| | a) | Determination of Net Asset Value – The NAV of each class of each Fund’s shares is determined as of the close of regular trading (normally 4:00 p.m. Eastern Time) (the “NYSE Close”) on each day that the New York Stock Exchange (the “Exchange”) is open (“Valuation Date”). Information that becomes known to the Funds after the NAV has been calculated on a particular day will not generally be used to retroactively adjust the NAV determined earlier that day. |
| | b) | Investment Valuation and Fair Value Measurements – For purposes of calculating the NAV of each Fund, portfolio securities and other assets held in the Fund’s portfolio for which market prices are readily available are valued at market value. Market value is generally determined on the basis of last reported trade prices or official close price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers, or independent pricing services. If market prices are not readily available or are deemed unreliable, a Fund will use the fair value of the security or other instrument as determined in good faith under policies and procedures established by and under the supervision of the respective Company’s Board of Directors. Market prices are considered not readily available where there is an absence of current or reliable market-based data (e.g., trade information or broker quotes), including where events occur after the close of the relevant market, but prior to the NYSE Close, that materially affect the values of a Fund’s portfolio holdings or assets. In addition, market prices are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which the securities or other instruments trade do not open for trading for the entire day and no other market prices are available. In addition, prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the respective Company’s Board of Directors in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close. Securities and other instruments that are primarily traded on foreign markets may trade on days that are not business days of the Funds. The value of the foreign securities or other instruments in which a Fund invests may change on days when a shareholder will not be able to purchase or redeem shares of the Fund. Fair value pricing is subjective in nature and the use of fair value pricing by a Fund may cause the NAV of its shares to differ significantly from the NAV that would have been calculated using market prices at the close of the exchange on which a portfolio holding is primarily traded. There can be no assurance that a Fund could obtain the fair value assigned to an investment if the Fund were to sell the investment at approximately the time at which the Fund determines its NAV. |
Fixed income investments (other than short-term obligations and senior floating rate interests), non-exchange traded derivatives and centrally cleared swaps held by a Fund are normally valued on the basis of quotes obtained from brokers and dealers or independent pricing services in accordance with procedures established by the respective Company’s Board of Directors. Prices obtained from independent pricing services use information provided by market makers or estimates of market values obtained from yield data relating to investments or securities with similar characteristics. Senior floating rate interests generally trade in over-the-counter (“OTC”) markets and are priced through an independent pricing service utilizing independent market quotations from loan dealers or financial institutions. Generally, a Fund may use fair valuation in regard to fixed income positions when the Fund holds defaulted or distressed investments or investments in a company in which a reorganization is pending. Short-term investments maturing in 60 days or less are generally valued at amortized cost if their original term to maturity was 60 days or less, or by amortizing their value on the 61st day prior to maturity, if the original term exceeded 60 days.
Exchange traded options, futures and options on futures are valued at the settlement price or last trade price determined by the relevant exchange as of the NYSE Close. If a last trade price is not available, the value will be the mean of the bid and ask prices as of the NYSE Close. If a mean of the bid and ask prices cannot be calculated for the day, the value will be the bid price as of the NYSE Close. In the case of options privately negotiated in the OTC market (“OTC options”) and such instruments that do not trade on an exchange, values may be supplied by a pricing service using a formula or other objective method that may take into consideration the style, direction, expiration, strike price, notional value and volatility or other special adjustments.
Investments valued in currencies other than U.S. dollars are converted to U.S. dollars using exchange rates obtained from independent pricing services for calculation of the NAV. As a result, the NAV of a Fund’s shares may be affected by changes in the
Notes to Financial Statements – (continued)
June 30, 2017 (Unaudited)
value of currencies in relation to the U.S. dollar. The value of securities or other instruments traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that the NYSE is closed and the market value may change on days when an investor is not able to purchase, redeem or exchange shares of a Fund.
Foreign currency contracts represent agreements to exchange currencies on specific future dates at predetermined rates. Foreign currency contracts are valued using foreign currency exchange rates and forward rates as provided by an independent pricing service on the Valuation Date.
Investments in open-end mutual funds are valued at the respective NAV of each open-end mutual fund on the Valuation Date. Such open-end mutual funds may use fair value pricing as disclosed in their prospectuses.
Financial instruments for which prices are not available from an independent pricing service may be valued using market quotations obtained from one or more dealers that make markets in the respective financial instrument in accordance with procedures established by the respective Company’s Board of Directors.
U.S. GAAP defines fair value as the price that a Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants. The U.S. GAAP fair value measurement standards require disclosure of a fair value hierarchy for each major category of assets and liabilities. Various inputs are used in determining the fair value of each Fund’s investments. These inputs are summarized into three broad hierarchy levels. This hierarchy is based on whether the valuation inputs are observable or unobservable. These levels are:
| | • | | Level 1 – Quoted prices in active markets for identical investments. Level 1 may include exchange traded instruments, such as domestic equities, some foreign equities, options, futures, mutual funds, exchange traded funds, rights and warrants. |
| | • | | Level 2 – Observable inputs other than Level 1 prices, such as quoted prices for similar investments; quoted prices in markets that are not active; or other inputs that are observable or can be corroborated by observable market data. Level 2 may include debt investments that are traded less frequently than exchange traded instruments and which are valued using independent pricing services; foreign equities, which are principally traded on certain foreign markets and are adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close; senior floating rate interests, which are valued using an aggregate of dealer bids; short-term investments, which are valued at amortized cost; and swaps, which are valued based upon the terms of each swap contract. |
| | • | | Level 3 – Significant unobservable inputs that are supported by limited or no market activity. Level 3 may include financial instruments whose values are determined using indicative market quotes or require significant management judgment or estimation. These unobservable valuation inputs may include estimates for current yields, maturity/duration, prepayment speed, and indicative market quotes for comparable investments along with other assumptions relating to credit quality, collateral value, complexity of the investment structure, general market conditions and liquidity. This category may include investments where trading has been halted or there are certain restrictions on trading. While these investments are priced using unobservable inputs, the valuation of these investments reflects the best available data and management believes the prices are a reasonable representation of exit price. |
The Board of Directors of each Company generally reviews and approves the “Procedures for Valuation of Portfolio Investments” at least once a year. These procedures define how investments are to be valued, including the formation and activities of a Valuation Committee. The Valuation Committee, which is chaired by each Company’s Treasurer, is responsible for determining in good faith the fair value of investments when the value cannot be obtained from primary pricing services or alternative sources or if the valuation of an investment as provided by the primary pricing service or alternative source is believed not to reflect the investment’s fair value as of the Valuation Date. The Valuation Committee will consider all relevant factors in determining an investment’s fair value, and may seek the advice of such Fund’s sub-adviser, as applicable, knowledgeable brokers, and legal counsel in making such determination. The Valuation Committee reports to the Audit Committee of each Company’s Board of Directors. The Audit Committee receives quarterly written reports which include details of all fair-valued investments, including the reason for the fair valuation, and an indication, when possible, of the accuracy of the valuation by disclosing the next available reliable public price quotation or the disposition price of such investments (the “lookback” test). The Board of Directors of each Company then must consider for ratification all of the fair value determinations made during the previous quarter.
Valuation levels are not necessarily indicative of the risk associated with investing in such investments. Individual investments within any of the above mentioned asset classes may be assigned a different hierarchical level than those presented above, as individual circumstances dictate.
Notes to Financial Statements – (continued)
June 30, 2017 (Unaudited)
For additional information, refer to the Fair Valuation Summary and the Level 3 roll-forward reconciliation, if applicable, which follows each Fund’s Schedule of Investments.
Following is quantitative information about Level 3 fair value measurements:
Growth Opportunities HLS Fund
| | | | | | | | | | |
Security Type / Valuation Technique* | | Unobservable Input | | Input Value(s)
Range | | | Fair Value at
June 30, 2017 | |
Common Stock | | | | | | | | | | |
Model | | EV/Estimated Revenue | | | 2.82x to 3.88x | | | $ | 1,638,543 | |
Cost | | Trade Price | | | $44.27 to $114.2925 | | | | 5,383,849 | |
Estimated Recovery Rate | | Recovery Rate | | | 80% | | | | 959,368 | |
| | | |
Preferred Stock | | | | | | | | | | |
Model | | EV/Estimated Revenue | | | 0.8x to 9.0x | | | | 31,710,071 | |
Cost | | Trade Price | | | $1.82 to $51.81 | | | | 59,922,284 | |
| | | |
Convertible Preferred Stock | | | | | | | | | | |
Model | | EV/Estimated Revenue | | | 3.7x | | | | 3,121,404 | |
| | | | | | | | | | |
Total | | | | | | | | $ | 102,735,519 | |
| | | | | | | | | | |
| | * | The Valuation Committee may consider applying appropriate valuation methodologies, which may include, but are not limited to: valuation through use of a “proxy” investment or index, discount from market value of a similar freely traded investment, a discount or premium which may consider market or regulatory sentiment (or other subjective determinations, inputs or factors not otherwise quantifiable), and any other appropriate method. |
Small Company HLS Fund
| | | | | | | | | | |
Security Type / Valuation Technique* | | Unobservable Input | | Input Value(s)
Range | | | Fair Value at
June 30, 2017 | |
Common Stock | | | | | | | | | | |
Model | | EV/EBITDA | | | 4.37x to 6.51x | | | $ | 802,624 | |
Cost | | Trade Price | | | $3.18 to $44.27 | | | | 5,308,430 | |
Estimated Recovery Value | | Recovery Rate | | | 80% | | | | 639,084 | |
| | | |
Preferred Stock | | | | | | | | | | |
Model | | EV/Estimated Revenue | | | 0.8x to 7.2x | | | | 12,128,716 | |
Cost | | Trade Price | | | $2.29 to $14.98 | | | | 10,370,692 | |
| | | | | | | | | | |
Total | | | | | | | | $ | 29,249,549 | |
| | | | | | | | | | |
| | * | The Valuation Committee may consider applying appropriate valuation methodologies, which may include, but are not limited to: valuation through use of a “proxy” investment or index, discount from market value of a similar freely traded investment, a discount or premium which may consider market or regulatory sentiment (or other subjective determinations, inputs or factors not otherwise quantifiable), and any other appropriate method. |
| | c) | Investment Transactions and Investment Income – Investment transactions are recorded as of the trade date (the date the order to buy or sell is executed) for financial reporting purposes. Investments purchased or sold on a when-issued or delayed-delivery basis may be settled a month or more after the trade date. Realized gains and losses are determined on the basis of identified cost. |
Trade date for senior floating rate interests purchased in the primary loan market is considered the date on which the loan allocations are determined. Trade date for senior floating rate interests purchased in the secondary loan market is the date on which the transaction is entered into.
Dividend income from domestic securities is accrued on the ex-dividend date. In general, dividend income from foreign securities is recorded on the ex-date; however, dividend notifications in certain foreign jurisdictions may not be available in a timely manner and as a result, a Fund will record the dividend as soon as the relevant details (i.e., rate per share, payment date, shareholders of record, etc.) are publicly available. Interest income, including amortization of premium, accretion of discounts, inflation adjustments and additional principal received in-kind in lieu of cash, is accrued on a daily basis. Paydown gains and losses on mortgage related and other asset backed securities are included in interest income in the Statements of Operations, as applicable.
| | d) | Taxes – A Fund may be subject to taxes imposed on realized gains on securities of certain foreign countries in which such Fund invests. The amount of foreign tax expense is included on the accompanying Statements of Operations as a reduction to net realized gain on investments in these securities, if applicable. |
Notes to Financial Statements – (continued)
June 30, 2017 (Unaudited)
| | e) | Foreign Currency Transactions – Assets and liabilities denominated in currencies other than U.S. dollars are translated into U.S. dollars at the exchange rates in effect on the Valuation Date. Purchases and sales of investments, income and expenses are translated into U.S. dollars at the exchange rates on the dates of such transactions. |
A Fund does not isolate that portion of portfolio investment valuation resulting from fluctuations in the foreign currency exchange rates from the fluctuations arising from changes in the market prices of investments held. Exchange rate fluctuations are included with the net realized and unrealized gain or loss on investments in the accompanying financial statements.
Net realized foreign exchange gains or losses arise from sales of foreign currencies and the difference between asset and liability amounts initially stated in foreign currencies and the U.S. dollar value of the amounts actually received or paid. Net unrealized foreign exchange gains or losses arise from changes in the value of other assets and liabilities at the end of the reporting period, resulting from changes in the exchange rates.
| | f) | Joint Trading Account – A Fund may invest cash balances into a joint trading account that may be invested in one or more repurchase agreements. |
| | g) | Fund Share Valuation and Dividend Distributions to Shareholders – Orders for each Fund’s shares are executed in accordance with the investment instructions of the contract holders and plan participants. The NAV of each Fund’s shares is determined as of the close of business on each business day of the Exchange (see Note 2(a)). The NAV is determined separately for each class of shares of a Fund by dividing the Fund’s net assets attributable to that class by the number of shares of the class outstanding. Each class of shares offered by a Fund has equal rights as to assets and voting privileges (except that shareholders of a class have exclusive voting rights regarding any matter relating solely to that class of shares). Income and non-class specific expenses are allocated daily to each class on the basis of the relative net assets of the class. Realized and unrealized gains and losses are allocated daily based on the relative net assets of each class of shares of each Fund. |
Orders for the purchase of a Fund’s shares received prior to the close of the Exchange on any day the Exchange is open for business are priced at the NAV determined as of the close of the Exchange. Orders received after the close of the Exchange, or on a day on which the Exchange and/or the Funds are not open for business, are priced at the next determined NAV.
Dividends are declared pursuant to a policy adopted by the respective Company’s Board of Directors. Dividends and/or distributions to shareholders are recorded on ex-date. The policy of each Fund is to pay dividends from net investment income and realized gains, if any, at least once a year.
Income dividends and capital gains distributions are determined in accordance with federal income tax regulations, which may differ from U.S. GAAP with respect to character and timing (see Federal Income Taxes: Distributions and Components of Distributable Earnings and Reclassification of Capital Accounts notes).
| 3. | Securities and Other Investments: |
| | a) | Illiquid and Restricted Investments – Each Fund is permitted to invest up to 15% of its net assets in illiquid investments. Illiquid investments are those that may not be sold or disposed of in the ordinary course of business within seven days, at approximately the price used to determine a Fund’s NAV. A Fund may not be able to sell illiquid investments when its sub-adviser considers it desirable to do so or may have to sell such investments at a price that is lower than the price that could be obtained if the investments were more liquid. A sale of illiquid investments may require more time and may result in higher dealer discounts and other selling expenses than does the sale of those that are liquid. Illiquid investments also may be more difficult to value due to the unavailability of reliable market quotations for such investments, and an investment in them may have an adverse impact on a Fund’s NAV. Each Fund may also purchase certain restricted investments that can only be resold to certain qualified investors and may be determined to be liquid pursuant to policies and guidelines established by the respective Company’s Board of Directors. See each Fund’s Schedule of Investments, if applicable, for illiquid or restricted investments as of June 30, 2017. |
| | b) | Investments Purchased on a When-Issued or Delayed-Delivery Basis – Delivery and payment for investments that have been purchased by a Fund on a forward commitment, or when-issued or delayed-delivery basis, take place beyond the customary settlement period. A Fund may dispose of or renegotiate a delayed-delivery transaction after it is entered into, and may sell delayed-delivery investments before they are delivered, which may result in a realized gain or loss. During this period, such investments are subject to market fluctuations, and a Fund identifies investments segregated in its records with a value at least equal to the amount of |
Notes to Financial Statements – (continued)
June 30, 2017 (Unaudited)
| | the commitment. See each Fund’s Schedule of Investments, if applicable, for when-issued or delayed-delivery investments as of June 30, 2017. |
In connection with a Fund’s ability to purchase investments on a when-issued or forward commitment basis, the Fund may enter into to-be announced (“TBA”) commitments. TBA commitments are forward agreements for the purchase or sale of mortgage backed securities for a fixed price, with payment and delivery on an agreed-upon future settlement date. The specific securities to be delivered are not identified at the trade date; however, delivered securities must meet specified terms, including issuer, rate and mortgage terms. Although a Fund may enter into TBA commitments with the intention of acquiring or delivering securities for its portfolio, the Fund can extend the settlement date, roll the transaction, or dispose of a commitment prior to settlement if deemed appropriate to do so. If the TBA commitment is closed through the acquisition of an offsetting TBA commitment, a Fund realizes a gain or loss. In a TBA roll transaction, a Fund generally purchases or sells the initial TBA commitment prior to the agreed upon settlement date and enters into a new TBA commitment for future delivery or receipt of the mortgage backed securities. TBA commitments involve a risk of loss if the value of the security to be purchased or sold declines or increases, respectively, prior to settlement date. See each Fund’s Schedule of Investments, if applicable, for TBA commitments as of June 30, 2017.
| | c) | Senior Floating Rate Interests – Certain Funds may invest in senior floating rate interests. Senior floating rate interests hold the most senior position in the capital structure of a business entity (the “Borrower”), are typically secured by specific collateral and have a claim on the assets and/or stock of the Borrower that is senior to that held by subordinated debtholders and stockholders of the Borrower. Senior floating rate interests are typically structured and administered by a financial institution that acts as the agent of the lenders participating in the senior floating rate interest. A Fund may invest in multiple series or tranches of a senior floating rate interest, which may have varying terms and carry different associated risks. A Fund may also enter into unfunded loan commitments, which are contractual obligations for future funding. Unfunded loan commitments may include revolving credit facilities, which may obligate the Fund to supply additional cash to the borrower on demand. Unfunded loan commitments represent a future obligation in full. A Fund may receive a commitment fee based on the undrawn portion of the underlying line of credit portion of a senior floating rate interest. In certain circumstances, a Fund may receive various fees upon the restructure of a senior floating rate interest by a borrower. Fees earned/paid may be recorded as a component of income or realized gain/loss in the Statements of Operations. |
Senior floating rate interests are typically rated below-investment-grade, which suggests they are more likely to default and generally pay higher interest rates than investment-grade loans. A default could lead to non-payment of income, which would result in a reduction of income to a Fund, and there can be no assurance that the liquidation of any collateral would satisfy the Borrower’s obligation in the event of non-payment of scheduled interest or principal payments, or that such collateral could be readily liquidated. See each Fund’s Schedule of Investments, if applicable, for outstanding senior floating rate interests as of June 30, 2017.
| | d) | Mortgage Related and Other Asset Backed Securities – A Fund may invest in mortgage related and other asset backed securities. These securities include mortgage pass-through securities, collateralized mortgage obligations, commercial mortgage backed securities, stripped mortgage backed securities, asset backed securities, collateralized debt obligations and other securities that directly or indirectly represent a participation in, or are secured by and payable from, mortgage loans on real property. Mortgage related securities are created from pools of residential or commercial mortgage loans, including mortgage loans made by savings and loan institutions, mortgage bankers, commercial banks and others. Asset backed securities are created from many types of assets, including auto loans, credit card receivables, home equity loans, and student loans. These securities provide a monthly payment that consists of both interest and principal payments. Interest payments may be determined by fixed or adjustable rates. The rate of prepayments on underlying mortgages will affect the price and volatility of a mortgage related security, and may have the effect of shortening or extending the effective duration of the security relative to what was anticipated at the time of purchase. The timely payment of principal and interest of certain mortgage related securities is guaranteed by the full faith and credit of the United States Government. Mortgage related and other asset backed securities created and guaranteed by non-governmental issuers, including government-sponsored corporations, may be supported by various forms of insurance or guarantees, but there can be no assurance that the private insurers or guarantors can meet their obligations under the insurance policies or guarantee arrangements. See each Fund’s Schedule of Investments, if applicable, for mortgage related and other asset backed securities as of June 30, 2017. |
| | e) | Inflation Indexed Bonds – A Fund may invest in inflation indexed bonds. Inflation indexed bonds are fixed income investments whose principal value is periodically adjusted to the rate of inflation. The interest rate on these bonds is generally fixed at issuance at a rate lower than typical bonds. Over the life of an inflation indexed bond, however, interest will be paid based on a principal value, which is adjusted for inflation. Any increase or decrease in the principal amount of an inflation indexed bond will be included as interest income |
Notes to Financial Statements – (continued)
June 30, 2017 (Unaudited)
| | on the Statements of Operations, even though investors do not receive the principal amount until maturity. See each Fund’s Schedule of Investments, if applicable, for inflation indexed bonds as of June 30, 2017. |
| 4. | Financial Derivative Instruments: |
The following disclosures contain information on how and why a Fund uses derivative instruments, the credit-risk-related contingent features in certain derivative instruments, and how derivative instruments affect a Fund’s financial position and results of operations. The location and fair value amounts of these instruments on the Statements of Assets and Liabilities and the realized gains and losses and changes in unrealized gains and losses on the Statements of Operations, each categorized by type of derivative contract, are included in the following Additional Derivative Instrument Information footnote. The derivative instruments outstanding as of period-end are disclosed in the notes to the Schedules of Investments, if applicable. The amounts of realized gains and losses and changes in unrealized gains and losses on derivative instruments during the period are disclosed in the Statements of Operations.
| | a) | Foreign Currency Contracts – A Fund may enter into foreign currency contracts that obligate the Fund to purchase or sell currencies at specified future dates. Foreign currency contracts may be used in connection with settling purchases or sales of securities to hedge the currency exposure associated with some or all of a Fund’s investments and/or as part of an investment strategy. Foreign currency contracts are marked to market daily and the change in value is recorded by a Fund as an unrealized gain or loss. A Fund will record a realized gain or loss when the foreign currency contract is settled. |
Foreign currency contracts involve elements of market risk in excess of the amounts reflected in the Statements of Assets and Liabilities. In addition, risks may arise upon entering into these contracts from the potential inability of the counterparties to meet the terms of the contracts and from unanticipated movements in the value of the foreign currencies relative to the U.S. dollar. Upon entering into a foreign currency contract, a Fund may be required to post margin equal to its outstanding exposure thereunder.
During the six-month period ended June 30, 2017, Capital Appreciation HLS Fund, High Yield HLS Fund, International Opportunities HLS Fund and Total Return Bond HLS Fund had engaged in Foreign Currency Contracts.
| | b) | Futures Contracts – A Fund may enter into futures contracts. A futures contract is an agreement between two parties to buy or sell an asset at a set price on a future date. A Fund uses futures contracts to manage risk or obtain exposure to the investment markets, commodities, or movements in interest rates and currency values. The primary risks associated with the use of futures contracts are the imperfect correlation between the change in market value of the investments held by a Fund and the prices of futures contracts and the possibility of an illiquid market. Upon entering into a futures contract, a Fund is required to deposit with a futures commission merchant (“FCM”) an amount of cash or U.S. Government or Agency Obligations in accordance with the initial margin requirements of the broker or exchange. Futures contracts are marked to market daily and an appropriate amount equal to the change in value (“variation margin”) is paid or received by a Fund. Gains or losses are recognized but not considered realized until the contracts expire or are closed. Futures contracts involve, to varying degrees, risk of loss in excess of the variation margin disclosed on the Statements of Assets and Liabilities. |
During the six-month period ended June 30, 2017, Balanced HLS Fund, Total Return Bond HLS Fund and U.S. Government Securities HLS Fund had engaged in Futures Contracts.
| | c) | Options Contracts – An option contract is a contract sold by one party to another party that offers the buyer the right, but not the obligation, to buy (call) or sell (put) an investment or other financial asset at an agreed-upon price during a specific period of time or on a specific date. Option contracts are either OTC options or executed in a registered exchange (“exchange traded options”). A Fund may write (sell) covered call and put options on futures, swaps (“swaptions”), securities, commodities or currencies. “Covered” means that so long as a Fund is obligated as the writer of an option, it will own either the underlying investments or currency or an option to purchase the same underlying investments or currency having an expiration date of the covered option and an exercise price equal to or less than the exercise price of the covered option, or will segregate or earmark cash or other liquid investments having, for written call options, a value equal to the greater of the exercise price or the market value of the underlying instrument and, for written put options, a value equal to the exercise price. Writing put options may increase a Fund’s exposure to the underlying instrument. Writing call options may decrease a Fund’s exposure to the underlying instrument. Premiums received from writing options that expire are treated as realized gains. Premiums received from writing options that are exercised or closed are added to the proceeds or offset amounts paid on the underlying futures, swap, investment or currency transaction to determine the realized gain or loss. A Fund, as a writer of an option, has no control over whether the underlying instrument may be sold (call) or purchased (put) and as a result bears the market risk of an unfavorable change in the price of the instrument underlying the written option. There is the risk a Fund may not be able to enter into a closing transaction because of an illiquid market. A Fund may also purchase put and call options. Purchasing |
Notes to Financial Statements – (continued)
June 30, 2017 (Unaudited)
| | call options may increase a Fund’s exposure to the underlying instrument. Purchasing put options may decrease a Fund’s exposure to the underlying instrument. A Fund pays a premium, which is included on the Fund’s Statements of Assets and Liabilities as an investment and is subsequently marked to market to reflect the current value of the option. Premiums paid for purchasing options that expire are treated as realized losses. Certain options may be purchased with premiums to be determined on a future date. The premiums for these options are based upon implied volatility parameters at specified terms. The risk associated with purchasing put and call options is generally limited to the premium paid. Premiums paid for purchasing options that are exercised or closed are added to the amounts paid or offset against the proceeds on the underlying investment transaction to determine the realized gain or loss. Entering into OTC options also exposes a Fund to counterparty risk. Counterparty risk is the possibility that the counterparty to the agreements may default on its obligation to perform or disagree as to the meaning of the contractual terms in the agreements. |
During the six-month period ended June 30, 2017, Total Return Bond HLS Fund had engaged in Options Contracts.
Transactions involving written option contracts during the six-month period ended June 30, 2017, are summarized below:
Total Return Bond HLS Fund
Options Activity During the Six-Month Period Ended June 30, 2017
| | | | | | | | |
Call Options Written During the Period | | Number of
Contracts | | | Premium
Amounts | |
Beginning of period | | | — | | | $ | — | |
Written | | | 4,000,000 | | | | — | |
Expired | | | — | | | | — | |
Closed | | | (4,000,000 | ) | | | — | |
Exercised | | | — | | | | — | |
| | | | | | | | |
End of Period | | | — | | | $ | — | |
| | | | | | | | |
| | |
Put Options Written During the Period | | Number of
Contracts | | | Premium
Amounts | |
Beginning of period | | | — | | | $ | — | |
Written | | | 6,015,000 | | | | 45,534 | |
Expired | | | (6,015,000 | ) | | | (45,534 | ) |
Closed | | | — | | | | — | |
Exercised | | | — | | | | — | |
| | | | | | | | |
End of Period | | | — | | | $ | — | |
| | | | | | | | |
| | d) | Swap Contracts – A Fund may invest in swap contracts. Swap contracts are agreements to exchange or swap investment cash flows, assets, foreign currencies or market-linked returns at specified, future intervals. Swap contracts are either privately negotiated in the over-the-counter market (“OTC swaps”) or cleared through a central counterparty or derivatives clearing organization (“centrally cleared swaps”). A Fund may enter into credit default, total return, cross-currency, interest rate, inflation and other forms of swap contracts to manage its exposure to credit, currency, interest rate, commodity and inflation risk. Swap contracts are also used to gain exposure to certain markets. In connection with these contracts, investments or cash may be identified as collateral or margin in accordance with the terms of the respective swap contracts and/or master netting arrangement to provide assets of value and recourse in the event of default or bankruptcy/insolvency. |
Swaps are valued based on custom valuations furnished by an independent pricing service. Swaps for which prices are not available from an independent pricing service are valued in accordance with procedures established by the respective Company’s Board of Directors. Changes in market value, if any, are reflected as a component of net changes in unrealized appreciation or depreciation on the Statements of Operations. Daily changes in valuation of centrally cleared swaps, if any, are recorded as a receivable or payable for the change in value (“variation margin”) on the Statements of Assets and Liabilities. Realized gains or losses on centrally cleared swaps are recorded upon the termination of the swap. OTC swap payments received or paid at the beginning of the measurement period are reflected as such on the Statements of Assets and Liabilities and represent premiums paid or received upon entering into the swap contract to compensate for differences between the stated terms of the swap contract and prevailing market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors). These upfront premiums are recorded as realized
Notes to Financial Statements – (continued)
June 30, 2017 (Unaudited)
gains or losses on the Statements of Operations upon termination or maturity of the swap. A liquidation payment received or made at the termination or maturity of the swap is recorded as a realized gain or loss on the Statements of Operations. Net periodic payments received or paid by a Fund are included as part of realized gains or losses on the Statements of Operations.
Entering into these contracts involves, to varying degrees, elements of liquidation, counterparty, credit and market risk in excess of the amounts recognized on the Statements of Assets and Liabilities. Such risks involve the possibility that there will be no liquid market for these contracts, that the counterparty to the contracts may default on its obligation to perform or disagree as to the meaning of contractual terms in the contracts, and that there may be unfavorable changes in market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors).
A Fund’s maximum risk of loss from counterparty risk for OTC swaps is the net value of the discounted cash flows to be received from the counterparty over the contract’s remaining life, and current market value, to the extent that amount is positive. The risk is mitigated by having a master netting arrangement between a Fund and the counterparty, which allows for the netting of payments made or received (although such amounts are presented on a gross basis within the Statements of Assets and Liabilities, as applicable) as well as the posting of collateral to a Fund to cover the Fund’s exposure to the counterparty. In a centrally cleared swap, while a Fund enters into an agreement with a clearing broker to execute contracts with a counterparty, the performance of the swap is guaranteed by the central clearinghouse, which reduces the Fund’s exposure to counterparty risk. However, the Fund is still exposed to a certain amount of counterparty risk through the clearing broker and clearinghouse. The clearinghouse attempts to minimize this risk to its participants through the use of mandatory margin requirements, daily cash settlements and other procedures. Likewise, the clearing broker reduces its risk through margin requirements and required segregation of customer balances.
Credit Default Swap Contracts – The credit default swap market allows a Fund to manage credit risk through buying and selling credit protection on a specific issuer, asset or basket of assets. Certain credit default swaps involve the exchange of a fixed rate premium for protection against the loss in value of an underlying investment or index in the event of a credit event, such as payment default or bankruptcy.
Under a credit default swap contract, one party acts as guarantor by receiving the fixed periodic payment in exchange for the commitment to purchase the underlying investment at par if the defined credit event occurs. Upon the occurrence of a defined credit event, the difference between the value of the reference obligation and the swap’s notional amount is recorded as realized gain or loss on swap transactions in the Statements of Operations. A “buyer” of credit protection agrees to pay a counterparty to assume the credit risk of an issuer upon the occurrence of certain events. The “seller” of the protection receives periodic payments and agrees to assume the credit risk of an issuer upon the occurrence of certain events. Although specified events are contract specific, credit events are generally defined as bankruptcy, failure to pay, restructuring, obligation acceleration, obligation default or repudiation/moratorium. A “seller’s” exposure is limited to the total notional amount of the credit default swap contract. These potential amounts would be partially offset by any recovery values of the respective referenced obligations or upfront payments received upon entering into the contract.
Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap contracts on corporate issues, sovereign government issues or U.S. municipal issues as of year-end are disclosed in the notes to the Schedules of Investments, as applicable, and serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and there may also be upfront payments required to be made to enter into the contract. Wider credit spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract. For credit default swap contracts on credit indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced equity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract.
During the six-month period ended June 30, 2017, High Yield HLS Fund and Total Return Bond HLS Fund had engaged in Credit Default Swap Contracts.
Interest Rate Swap Contracts – Certain Funds are subject to interest rate risk exposure in the normal course of pursuing its investment objectives. A Fund may use interest rate swaps to hedge interest rate and duration risk across a portfolio at particular duration points to maintain its ability to generate income at prevailing market rates. In a typical interest rate swap, one party agrees to make regular payments equal to a floating interest rate, based on a specified interest rate or benchmark (e.g. London Interbank Offered Rate (“LIBOR”)), multiplied by a notional amount, in return for payments equal to a fixed rate multiplied by the same amount, for a specific period of time. The net interest received or paid on interest rate swap contracts is recorded as a realized gain or loss.
Notes to Financial Statements – (continued)
June 30, 2017 (Unaudited)
Interest rate swaps are marked to market daily and the change, if any, is recorded as an unrealized gain or loss in the Statements of Operations. When the interest rate swap contract is terminated early, a Fund records a realized gain or loss equal to the difference between the current market value and the upfront premium or cost.
If an interest rate swap contract provides for payments in different currencies, the parties might agree to exchange the notional amount as well. Interest rate swaps may also depend on other prices or rates, such as the value of an index. The risks of interest rate swaps include changes in market conditions which will affect the value of the contract or the cash flows and the possible inability of the counterparty to fulfill its obligations under the contract. A Fund’s maximum risk of loss from counterparty credit risk is the discounted net value of the cash flows to be received from the counterparty over the contract’s remaining life, to the extent that amount is positive.
During the six-month period ended June 30, 2017, Total Return Bond HLS Fund and U.S. Government Securities HLS Fund had engaged in Interest Rate Swap Contracts.
Cross Currency Swaps – Certain Funds may enter into cross currency swap agreements to gain or mitigate exposure to currency risk. A cross currency swap is an agreement to exchange cash flows on a notional amount of two or more currencies based on the relative value differential among them. Such swaps may involve initial and final exchanges that correspond to the agreed upon notional amount. Cross currency swaps usually involve the delivery of the entire principal value of one designated currency in exchange for the other designated currency. Therefore, the entire principal value of a cross currency swap is subject to the risk that the other party to the swap will default on its contractual delivery obligations. If there is a default by the counterparty, the Fund may have contractual remedies pursuant to the agreements related to the transaction.
During the six-month period ended June 30, 2017, Total Return Bond HLS Fund had engaged in Cross Currency Swap Contracts.
| | e) | Additional Derivative Instrument Information: |
Balanced HLS Fund
Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of June 30, 2017:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | Risk Exposure Category | |
| | | Interest Rate
Contracts | | | Foreign
Exchange
Contracts | | | Credit
Contracts | | | Equity
Contracts | | | Commodity
Contracts | | | Other
Contracts | | | Total | |
Assets: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Unrealized appreciation on futures contracts(1) | | $ | 129,968 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 129,968 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | 129,968 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 129,968 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
The Effect of Derivative Instruments on the Statement of Operations for the period ended June 30, 2017
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | Risk Exposure Category | |
| | | Interest Rate
Contracts | | | Foreign
Exchange
Contracts | | | Credit
Contracts | | | Equity
Contracts | | | Commodity
Contracts | | | Other
Contracts | | | Total | |
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations: | |
Net realized gain (loss) on futures contracts | | $ | (826,863 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | (826,863 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | (826,863 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | (826,863 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
|
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | |
Net change in unrealized appreciation (depreciation) of futures contracts | | $ | 291,092 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 291,092 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | 291,092 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 291,092 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
For the period ended June 30, 2017, the average amount or number per contract outstanding for each derivative type was as follows:
| | | | |
Derivative Description | | Average Notional
Par, Contracts
or Face Amount | |
Futures Contracts Long | | | 4 | |
Futures Contracts Short | | | (244 | ) |
Notes to Financial Statements – (continued)
June 30, 2017 (Unaudited)
Capital Appreciation HLS Fund
Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of June 30, 2017:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | Risk Exposure Category | |
| | | Interest Rate
Contracts | | | Foreign
Exchange
Contracts | | | Credit
Contracts | | | Equity
Contracts | | | Commodity
Contracts | | | Other
Contracts | | | Total | |
Assets: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Unrealized appreciation on foreign currency contracts | | $ | — | | | $ | 3,020,542 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 3,020,542 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | — | | | $ | 3,020,542 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 3,020,542 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Unrealized depreciation on foreign currency contracts | | $ | — | | | $ | 3,823,470 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 3,823,470 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | — | | | $ | 3,823,470 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 3,823,470 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
The Effect of Derivative Instruments on the Statement of Operations for the period ended June 30, 2017
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | Risk Exposure Category | |
| | | Interest Rate
Contracts | | | Foreign
Exchange
Contracts | | | Credit
Contracts | | | Equity
Contracts | | | Commodity
Contracts | | | Other
Contracts | | | Total | |
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations: | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on foreign currency contracts | | $ | — | | | $ | (2,512,791 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | (2,512,791 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | — | | | $ | (2,512,791 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | (2,512,791 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | |
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | | | | | | | | | |
Net change in unrealized appreciation (depreciation) of foreign currency contracts | | $ | — | | | $ | (1,793,502 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | (1,793,502 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | — | | | $ | (1,793,502 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | (1,793,502 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
For the period ended June 30, 2017, the average amount or number per contract outstanding for each derivative type was as follows:
| | | | |
Derivative Description | | Average Notional
Par, Contracts
or Face Amount | |
Foreign Currency Contracts Purchased | | $ | 48,488,374 | |
Foreign Currency Contracts Sold | | $ | 103,339,157 | |
High Yield HLS Fund
Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of June 30, 2017:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | Risk Exposure Category | |
| | | Interest Rate
Contracts | | | Foreign
Exchange
Contracts | | | Credit
Contracts | | | Equity
Contracts | | | Commodity
Contracts | | | Other
Contracts | | | Total | |
Assets: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Unrealized appreciation on foreign currency contracts | | $ | — | | | $ | 1,216 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 1,216 | |
Unrealized appreciation on swap contracts(2) | | | — | | | | — | | | | 32,565 | | | | — | | | | — | | | | — | | | | 32,565 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | — | | | $ | 1,216 | | | $ | 32,565 | | | $ | — | | | $ | — | | | $ | — | | | $ | 33,781 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Unrealized depreciation on foreign currency contracts | | $ | — | | | $ | 26,947 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 26,947 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | — | | | $ | 26,947 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 26,947 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Notes to Financial Statements – (continued)
June 30, 2017 (Unaudited)
High Yield HLS Fund – (continued)
The Effect of Derivative Instruments on the Statement of Operations for the period ended June 30, 2017
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | Risk Exposure Category | |
| | | Interest Rate
Contracts | | | Foreign
Exchange
Contracts | | | Credit
Contracts | | | Equity
Contracts | | | Commodity
Contracts | | | Other
Contracts | | | Total | |
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations: | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on swap contracts | | $ | — | | | $ | — | | | $ | 565,140 | | | $ | — | | | $ | — | | | $ | — | | | $ | 565,140 | |
Net realized gain (loss) on foreign currency contracts | | | — | | | | (152,485 | ) | | | — | | | | — | | | | — | | | | — | | | | (152,485 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | — | | | $ | (152,485 | ) | | $ | 565,140 | | | $ | — | | | $ | — | | | $ | — | | | $ | 412,655 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | |
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | | | | | | | | | |
Net change in unrealized appreciation (depreciation) of swap contracts | | $ | — | | | $ | — | | | $ | (269,937 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | (269,937 | ) |
Net change in unrealized appreciation (depreciation) of foreign currency contracts | | | — | | | | 15,707 | | | | — | | | | — | | | | — | | | | — | | | | 15,707 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | — | | | $ | 15,707 | | | $ | (269,937 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | (254,230 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
For the period ended June 30, 2017, the average amount or number per contract outstanding for each derivative type was as follows:
| | | | |
Derivative Description | | Average Notional
Par, Contracts
or Face Amount | |
Swap Contracts | | $ | 7,839,850 | |
Foreign Currency Contracts Purchased | | $ | 951,867 | |
Foreign Currency Contracts Sold | | $ | 1,905,406 | |
International Opportunities HLS Fund
Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of June 30, 2017:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | Risk Exposure Category | |
| | | Interest Rate
Contracts | | | Foreign
Exchange
Contracts | | | Credit
Contracts | | | Equity
Contracts | | | Commodity
Contracts | | | Other
Contracts | | | Total | |
Assets: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Unrealized appreciation on foreign currency contracts | | $ | — | | | $ | 5,029,177 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 5,029,177 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | — | | | $ | 5,029,177 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 5,029,177 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Unrealized depreciation on foreign currency contracts | | $ | — | | | $ | 6,448,788 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 6,448,788 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | — | | | $ | 6,448,788 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 6,448,788 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
The Effect of Derivative Instruments on the Statement of Operations for the period ended June 30, 2017
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | Risk Exposure Category | |
| | | Interest Rate
Contracts | | | Foreign
Exchange
Contracts | | | Credit
Contracts | | | Equity
Contracts | | | Commodity
Contracts | | | Other
Contracts | | | Total | |
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | | | | | |
Net change in unrealized appreciation (depreciation) of foreign currency contracts | | $ | — | | | $ | (1,419,611 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | (1,419,611 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | — | | | $ | (1,419,611 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | (1,419,611 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Notes to Financial Statements – (continued)
June 30, 2017 (Unaudited)
International Opportunities HLS Fund – (continued)
For the period ended June 30, 2017, the average amount or number per contract outstanding for each derivative type was as follows:
| | | | |
Derivative Description | | Average Notional
Par, Contracts
or Face Amount | |
Foreign Currency Contracts Purchased | | $ | 101,702,773 | |
Foreign Currency Contracts Sold | | $ | 100,283,163 | |
Total Return Bond HLS Fund
Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of June 30, 2017:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | Risk Exposure Category | |
| | | Interest Rate
Contracts | | | Foreign
Exchange
Contracts | | | Credit
Contracts | | | Equity
Contracts | | | Commodity
Contracts | | | Other
Contracts | | | Total | |
Assets: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in securities, at value (purchased options), market value | | $ | 1,944,368 | | | $ | 391,431 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 2,335,799 | |
Unrealized appreciation on futures contracts(1) | | | 2,920,064 | | | | — | | | | — | | | | — | | | | — | | | | — | | | | 2,920,064 | |
Unrealized appreciation on foreign currency contracts | | | — | | | | 545,647 | | | | — | | | | — | | | | — | | | | — | | | | 545,647 | |
Unrealized appreciation on swap
contracts(2) | | | 1,885,490 | | | | 41,381 | | | | 1,811,606 | | | | — | | | | — | | | | — | | | | 3,738,477 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | 6,749,922 | | | $ | 978,459 | | | $ | 1,811,606 | | | $ | — | | | $ | — | | | $ | — | | | $ | 9,539,987 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Unrealized depreciation on futures contracts(1) | | $ | 589,159 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 589,159 | |
Unrealized depreciation on foreign currency contracts | | | — | | | | 184,789 | | | | — | | | | — | | | | — | | | | — | | | | 184,789 | |
Unrealized depreciation on swap
contracts(2) | | | 75,943 | | | | 78,931 | | | | 4,729,868 | | | | — | | | | — | | | | — | | | | 4,884,742 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | 665,102 | | | $ | 263,720 | | | $ | 4,729,868 | | | $ | — | | | $ | — | | | $ | — | | | $ | 5,658,690 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
The Effect of Derivative Instruments on the Statement of Operations for the period ended June 30, 2017
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | Risk Exposure Category | |
| | | Interest Rate
Contracts | | | Foreign
Exchange
Contracts | | | Credit
Contracts | | | Equity
Contracts | | | Commodity
Contracts | | | Other
Contracts | | | Total | |
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations: | |
Net realized gain (loss) on purchased options contracts | | $ | 313,531 | | | $ | 191,817 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 505,348 | |
Net realized gain (loss) on futures contracts | | | 6,327,765 | | | | — | | | | — | | | | — | | | | — | | | | — | | | | 6,327,765 | |
Net realized gain (loss) on written options contracts | | | (101,265 | ) | | | 45,534 | | | | — | | | | — | | | | — | | | | — | | | | (55,731 | ) |
Net realized gain (loss) on swap contracts | | | 1,043,863 | | | | — | | | | 2,279,488 | | | | — | | | | — | | | | — | | | | 3,323,351 | |
Net realized gain (loss) on foreign currency contracts | | | — | | | | (795,548 | ) | | | — | | | | — | | | | — | | | | — | | | | (795,548 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | 7,583,894 | | | $ | (558,197 | ) | | $ | 2,279,488 | | | $ | — | | | $ | — | | | $ | — | | | $ | 9,305,185 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
|
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | |
Net change in unrealized appreciation (depreciation) of investments in purchased options contracts | | $ | (469,231 | ) | | $ | 103,005 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | (366,226 | ) |
Net change in unrealized appreciation (depreciation) of futures contracts | | | 2,327,140 | | | | — | | | | — | | | | — | | | | — | | | | — | | | | 2,327,140 | |
Net change in unrealized appreciation (depreciation) of swap contracts | | | (1,834,287 | ) | | | (37,550 | ) | | | (4,485,899 | ) | | | — | | | | — | | | | — | | | | (6,357,736 | ) |
Net change in unrealized appreciation (depreciation) of foreign currency contracts | | | — | | | | (3,133,855 | ) | | | — | | | | — | | | | — | | | | — | | | | (3,133,855 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | 23,622 | | | $ | (3,068,400 | ) | | $ | (4,485,899 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | (7,530,677 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Notes to Financial Statements – (continued)
June 30, 2017 (Unaudited)
Total Return Bond HLS Fund – (continued)
For the period ended June 30, 2017, the average amount or number per contract outstanding for each derivative type was as follows:
| | | | |
Derivative Description | | Average Notional
Par, Contracts
or Face Amount | |
Purchased Options Contracts | | | 18,465,833 | |
Futures Contracts Long | | | 3,824 | |
Futures Contracts Short | | | (2,921 | ) |
Swap Contracts | | $ | 530,956,184 | |
Foreign Currency Contracts Purchased | | $ | 60,776,560 | |
Foreign Currency Contracts Sold | | $ | 115,126,874 | |
U.S. Government Securities HLS Fund
Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of June 30, 2017:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | Risk Exposure Category | |
| | | Interest Rate
Contracts | | | Foreign
Exchange
Contracts | | | Credit
Contracts | | | Equity
Contracts | | | Commodity
Contracts | | | Other
Contracts | | | Total | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Unrealized depreciation on futures contracts(1) | | $ | 217,537 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 217,537 | |
Unrealized depreciation on swap contracts(2) | | | 69,391 | | | | — | | | | — | | | | — | | | | — | | | | — | | | | 69,391 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | 286,928 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 286,928 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
The Effect of Derivative Instruments on the Statement of Operations for the period ended June 30, 2017
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | Risk Exposure Category | |
| | | Interest Rate
Contracts | | | Foreign
Exchange
Contracts | | | Credit
Contracts | | | Equity
Contracts | | | Commodity
Contracts | | | Other
Contracts | | | Total | |
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations: | |
Net realized gain (loss) on futures contracts | | $ | (221,063 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | (221,063 | ) |
Net realized gain (loss) on swap contracts | | | 412,637 | | | | — | | | | — | | | | — | | | | — | | | | — | | | | 412,637 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | 191,574 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 191,574 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
|
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | |
Net change in unrealized appreciation (depreciation) of futures contracts | | $ | 158,971 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 158,971 | |
Net change in unrealized appreciation (depreciation) of swap contracts | | | (495,685 | ) | | | — | | | | — | | | | — | | | | — | | | | — | | | | (495,685 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | (336,714 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | (336,714 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
For the period ended June 30, 2017, the average amount or number per contract outstanding for each derivative type was as follows:
| | | | |
Derivative Description | | Average Notional
Par, Contracts
or Face Amount | |
Futures Contracts Long | | | 968 | |
Futures Contracts Short | | | (296 | ) |
Swap Contracts | | $ | 15,086,667 | |
| | (1) | Amount represents the cumulative appreciation (depreciation) on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statements of Assets and Liabilities. |
| | (2) | Amount represents the cumulative appreciation (depreciation) on centrally cleared swaps, if applicable, as disclosed within the Schedule of Investments. Only the current day’s variation margin, if any, are reported within the Statements of Assets and Liabilities. OTC swaps are reported within the Statement of Assets and Liabilities within Unrealized appreciation (depreciation) on OTC swap contracts, if applicable. |
Notes to Financial Statements – (continued)
June 30, 2017 (Unaudited)
| | f) | Balance Sheet Offsetting Information – Set forth below are tables which disclose both gross information and net information about instruments and transactions eligible for offset in the financial statements, and instruments and transactions that are subject to a master netting arrangement, as well as amounts related to margin, reflected as financial collateral (including cash collateral), held at clearing brokers, counterparties and a Fund’s custodian. The master netting arrangements allow the clearing brokers to net any collateral held in or on behalf of a Fund, or liabilities or payment obligations of the clearing brokers to the Fund, against any liabilities or payment obligations of the Fund to the clearing brokers. A Fund is required to deposit financial collateral (including cash collateral) at the Fund’s custodian on behalf of clearing brokers and counterparties to continually meet the original and maintenance requirements established by the clearing brokers and counterparties. Such requirements are specific to the respective clearing broker or counterparty. Certain master netting arrangements may not be enforceable in a bankruptcy. |
The following tables present the Funds’ derivative assets and liabilities, presented on a gross basis as no amounts are netted within the Statements of Assets and Liabilities, by counterparty net of amounts available for offset under a master netting agreement or similar agreement (“MNA”) and net of the related collateral received/pledged by the Funds as of June 30, 2017:
Balanced HLS Fund
| | | | | | | | |
Derivative Financial Instruments: | | Assets | | | Liabilities | |
Futures contracts | | $ | 129,968 | | | $ | — | |
| | | | | | | | |
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | | | 129,968 | | | | — | |
| | | | | | | | |
Derivatives not subject to a MNA | | | (129,968 | ) | | | — | |
| | | | | | | | |
Total gross amount of assets and liabilities subject to MNA or similar agreements | | $ | — | | | $ | — | |
| | | | | | | | |
Capital Appreciation HLS Fund
| | | | | | | | |
Derivative Financial Instruments: | | Assets | | | Liabilities | |
Foreign currency contracts | | $ | 3,020,542 | | | $ | (3,823,470 | ) |
| | | | | | | | |
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | | | 3,020,542 | | | | (3,823,470 | ) |
| | | | | | | | |
Derivatives not subject to a MNA | | | — | | | | — | |
| | | | | | | | |
Total gross amount of assets and liabilities subject to MNA or similar agreements | | $ | 3,020,542 | | | $ | (3,823,470 | ) |
| | | | | | | | |
Capital Appreciation HLS Fund
| | | | | | | | | | | | | | | | | | | | |
Counterparty | | Gross Amount
of Assets | | | Financial
Instruments
and Derivatives
Available for
Offset | | | Non-cash
Collateral
Received* | | | Cash
Collateral
Received* | | | Net Amount
of Assets | |
Citibank NA | | $ | 2,838,630 | | | $ | — | | | $ | — | | | $ | — | | | $ | 2,838,630 | |
State Street Global Markets LLC | | | 181,912 | | | | — | | | | — | | | | — | | | | 181,912 | |
| | | | | | | | | | | | | | | | | | | | |
Total | | $ | 3,020,542 | | | $ | — | | | $ | — | | | $ | — | | | $ | 3,020,542 | |
| | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | |
Counterparty | | Gross Amount
of Liabilities | | | Financial
Instruments
and Derivatives
Available for
Offset | | | Non-cash
Collateral
Pledged* | | | Cash
Collateral
Pledged* | | | Net Amount
of Liabilities | |
Barclays | | $ | (183,567 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | (183,567 | ) |
Goldman Sachs & Co. | | | (3,639,903 | ) | | | — | | | | — | | | | — | | | | (3,639,903 | ) |
| | | | | | | | | | | | | | | | | | | | |
Total | | $ | (3,823,470 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | (3,823,470 | ) |
| | | | | | | | | | | | | | | | | | | | |
| | * | In some instances, the actual collateral received and/or pledged may be more than the amount shown. |
Notes to Financial Statements – (continued)
June 30, 2017 (Unaudited)
High Yield HLS Fund
| | | | | | | | |
Derivative Financial Instruments: | | Assets | | | Liabilities | |
Foreign currency contracts | | $ | 1,216 | | | $ | (26,947 | ) |
Swap contracts | | | 32,565 | | | | — | |
| | | | | | | | |
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | | | 33,781 | | | | (26,947 | ) |
| | | | | | | | |
Derivatives not subject to a MNA | | | (7,890 | ) | | | — | |
| | | | | | | | |
Total gross amount of assets and liabilities subject to MNA or similar agreements | | $ | 25,891 | | | $ | (26,947 | ) |
| | | | | | | | |
High Yield HLS Fund
| | | | | | | | | | | | | | | | | | | | |
Counterparty | | Gross Amount
of Assets | | | Financial
Instruments
and Derivatives
Available for
Offset | | | Non-cash
Collateral
Received* | | | Cash
Collateral
Received* | | | Net Amount
of Assets | |
Citibank NA | | $ | 24,675 | | | $ | (20,963 | ) | | $ | — | | | $ | — | | | $ | 3,712 | |
Credit Agricle | | | 1,216 | | | | (1,216 | ) | | | — | | | | — | | | | — | |
| | | | | | | | | | | | | | | | | | | | |
Total | | $ | 25,891 | | | $ | (22,179 | ) | | $ | — | | | $ | — | | | $ | 3,712 | |
| | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | |
Counterparty | | Gross Amount
of Liabilities | | | Financial
Instruments
and Derivatives
Available for
Offset | | | Non-cash
Collateral
Pledged* | | | Cash
Collateral
Pledged* | | | Net Amount
of Liabilities | |
Citibank NA | | $ | (20,963 | ) | | $ | 20,963 | | | $ | — | | | $ | — | | | $ | — | |
Credit Agricle | | | (5,177 | ) | | | 1,216 | | | | — | | | | — | | | | (3,961 | ) |
Deutsche Bank Securities, Inc. | | | (807 | ) | | | — | | | | — | | | | — | | | | (807 | ) |
| | | | | | | | | | | | | | | | | | | | |
Total | | $ | (26,947 | ) | | $ | 22,179 | | | $ | — | | | $ | — | | | $ | (4,768 | ) |
| | | | | | | | | | | | | | | | | | | | |
| | * | In some instances, the actual collateral received and/or pledged may be more than the amount shown. |
International Opportunities HLS Fund
| | | | | | | | |
Derivative Financial Instruments: | | Assets | | | Liabilities | |
Foreign currency contracts | | $ | 5,029,177 | | | $ | (6,448,788 | ) |
| | | | | | | | |
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | | | 5,029,177 | | | | (6,448,788 | ) |
| | | | | | | | |
Derivatives not subject to a MNA | | | — | | | | — | |
| | | | | | | | |
Total gross amount of assets and liabilities subject to MNA or similar agreements | | $ | 5,029,177 | | | $ | (6,448,788 | ) |
| | | | | | | | |
International Opportunities HLS Fund
| | | | | | | | | | | | | | | | | | | | |
Counterparty | | Gross Amount
of Assets | | | Financial
Instruments
and Derivatives
Available for
Offset | | | Non-cash
Collateral
Received* | | | Cash
Collateral
Received* | | | Net Amount
of Assets | |
Citibank NA | | $ | 5,029,177 | | | $ | — | | | $ | — | | | $ | — | | | $ | 5,029,177 | |
| | | | | | | | | | | | | | | | | | | | |
Notes to Financial Statements – (continued)
June 30, 2017 (Unaudited)
International Opportunities HLS Fund – (continued)
| | | | | | | | | | | | | | | | | | | | |
Counterparty | | Gross Amount
of Liabilities | | | Financial
Instruments
and Derivatives
Available for
Offset | | | Non-cash
Collateral
Pledged* | | | Cash
Collateral
Pledged* | | | Net Amount
of Liabilities | |
Goldman Sachs & Co. | | $ | (6,448,788 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | (6,448,788 | ) |
| | | | | | | | | | | | | | | | | | | | |
| | * | In some instances, the actual collateral received and/or pledged may be more than the amount shown. |
Total Return Bond HLS Fund
| | | | | | | | |
Derivative Financial Instruments: | | Assets | | | Liabilities | |
Foreign currency contracts | | $ | 545,647 | | | $ | (184,789 | ) |
Futures contracts | | | 2,920,064 | | | | (589,159 | ) |
Purchased options | | | 2,335,799 | | | | — | |
Swap contracts | | | 3,738,477 | | | | (4,884,742 | ) |
| | | | | | | | |
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | | | 9,539,987 | | | | (5,658,690 | ) |
| | | | | | | | |
Derivatives not subject to a MNA | | | (4,244,231 | ) | | | 1,063,907 | |
| | | | | | | | |
Total gross amount of assets and liabilities subject to MNA or similar agreements | | $ | 5,295,756 | | | $ | (4,594,783 | ) |
| | | | | | | | |
Total Return Bond HLS Fund
| | | | | | | | | | | | | | | | | | | | |
Counterparty | | Gross Amount
of Assets | | | Financial
Instruments
and Derivatives
Available for
Offset | | | Non-cash
Collateral
Received* | | | Cash
Collateral
Received* | | | Net Amount
of Assets | |
Banc of America Securities LLC | | $ | 657,187 | | | $ | (399,454 | ) | | $ | — | | | $ | — | | | $ | 257,733 | |
Barclays | | | 502 | | | | (502 | ) | | | — | | | | — | | | | — | |
BNP Paribas Securities Services | | | 31,473 | | | | — | | | | — | | | | — | | | | 31,473 | |
Citibank NA | | | 445,916 | | | | (206,596 | ) | | | — | | | | (239,320 | ) | | | — | |
Credit Suisse International | | | 338,466 | | | | (338,466 | ) | | | — | | | | — | | | | — | |
Deutsche Bank Securities, Inc. | | | 14,841 | | | | (14,841 | ) | | | — | | | | — | | | | — | |
Goldman Sachs & Co. | | | 758,049 | | | | (758,049 | ) | | | — | | | | — | | | | — | |
JP Morgan Chase & Co. | | | 2,092,209 | | | | (176,150 | ) | | | — | | | | (400,000 | ) | | | 1,516,059 | |
Merrill Lynch International | | | 111,948 | | | | (111,948 | ) | | | — | | | | — | | | | — | |
Morgan Stanley | | | 365,671 | | | | (365,671 | ) | | | — | | | | — | | | | — | |
RBC Dominion Securities, Inc. | | | 37,847 | | | | — | | | | — | | | | — | | | | 37,847 | |
UBS AG | | | 441,647 | | | | (212,935 | ) | | | — | | | | — | | | | 228,712 | |
| | | | | | | | | | | | | | | | | | | | |
Total | | $ | 5,295,756 | | | $ | (2,584,612 | ) | | $ | — | | | $ | (639,320 | ) | | $ | 2,071,824 | |
| | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | |
Counterparty | | Gross Amount
of Liabilities | | | Financial
Instruments
and Derivatives
Available for
Offset | | | Non-cash
Collateral
Pledged* | | | Cash
Collateral
Pledged* | | | Net Amount
of Liabilities | |
Banc of America Securities LLC | | $ | (399,454 | ) | | $ | 399,454 | | | $ | — | | | $ | — | | | $ | — | |
Barclays | | | (284,919 | ) | | | 502 | | | | 94,756 | | | | — | | | | (189,661 | ) |
Citibank NA | | | (206,596 | ) | | | 206,596 | | | | — | | | | — | | | | — | |
Credit Agricle | | | (6,906 | ) | | | — | | | | — | | | | — | | | | (6,906 | ) |
Credit Suisse International | | | (1,170,276 | ) | | | 338,466 | | | | 831,810 | | | | — | | | | — | |
Deutsche Bank Securities, Inc. | | | (146,269 | ) | | | 14,841 | | | | — | | | | — | | | | (131,428 | ) |
Notes to Financial Statements – (continued)
June 30, 2017 (Unaudited)
Total Return Bond HLS Fund – (continued)
| | | | | | | | | | | | | | | | | | | | |
Counterparty | | Gross Amount
of Liabilities | | | Financial
Instruments
and Derivatives
Available for
Offset | | | Non-cash
Collateral
Pledged* | | | Cash
Collateral
Pledged* | | | Net Amount
of Liabilities | |
Goldman Sachs & Co. | | $ | (1,272,376 | ) | | $ | 758,049 | | | $ | 514,327 | | | $ | — | | | $ | — | |
HSBC Bank USA | | | (26,223 | ) | | | — | | | | — | | | | — | | | | (26,223 | ) |
JP Morgan Chase & Co. | | | (176,150 | ) | | | 176,150 | | | | — | | | | — | | | | — | |
Merrill Lynch International | | | (180,622 | ) | | | 111,948 | | | | 68,674 | | | | — | | | | — | |
Morgan Stanley | | | (512,057 | ) | | | 365,671 | | | | 146,386 | | | | — | | | | — | |
UBS AG | | | (212,935 | ) | | | 212,935 | | | | — | | | | — | | | | — | |
| | | | | | | | | | | | | | | | | | | | |
Total | | $ | (4,594,783 | ) | | $ | 2,584,612 | | | $ | 1,655,953 | | | $ | — | | | $ | (354,218 | ) |
| | | | | | | | | | | | | | | | | | | | |
| | * | In some instances, the actual collateral received and/or pledged may be more than the amount shown. |
U.S. Government Securities HLS Fund
| | | | | | | | |
Derivative Financial Instruments: | | Assets | | | Liabilities | |
Futures contracts | | $ | — | | | $ | (217,537 | ) |
Swap contracts | | | — | | | | (69,391 | ) |
| | | | | | | | |
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | | | — | | | | (286,928 | ) |
| | | | | | | | |
Derivatives not subject to a MNA | | | — | | | | 286,928 | |
| | | | | | | | |
Total gross amount of assets and liabilities subject to MNA or similar agreements | | $ | — | | | $ | — | |
| | | | | | | | |
A Fund’s investments expose it to various types of risks associated with financial instruments and the markets. A Fund may be exposed to the risks described below. Each Fund’s prospectus provides details of its principal risks.
The market values of equity securities, such as common stocks and preferred stocks, or equity related derivative investments, such as futures and options, may decline due to general market conditions which are not specifically related to a particular company, such as real or perceived adverse economic conditions, changes in the general outlook for corporate earnings, changes in interest or currency rates or adverse investor sentiment generally. The market value of equity securities may also decline due to factors which affect a particular industry or industries, such as labor shortages or increased production costs and competitive conditions within an industry. Equity securities and equity related investments generally have greater market price volatility than fixed income securities. The extent of each Fund’s exposure to market risk is the market value of the investments held as shown in the Fund’s schedule of investments.
Certain investments held by a Fund expose the Fund to various risks which may include, but are not limited to, interest rate, prepayment, and extension risks. Interest rate risk is the risk that fixed income securities will decline in value because of changes in interest rates. As nominal interest rates rise, the values of certain fixed income securities held by a Fund are likely to decrease. A nominal interest rate can be described as the sum of a real interest rate and an expected inflation rate. Fixed income securities with longer durations tend to be more sensitive to changes in interest rates, usually making them more volatile than securities with shorter durations. Duration is useful primarily as a measure of the sensitivity of a fixed income security’s market price to interest rate (i.e., yield) movements. Senior floating rate interests and securities subject to prepayment and extension risk generally offer less potential for gains when interest rates decline. Rising interest rates may cause prepayments to occur at a slower than expected rate, thereby effectively lengthening the maturity of the security and making the security more sensitive to interest rate changes. Prepayment and extension risk are major risks of mortgage backed securities, senior floating rate interests and certain asset backed securities. For certain asset backed securities, the actual maturity may be less than the stated maturity shown in the Schedule of Investments, if applicable. As a result, the timing of income recognition relating to these securities may vary based upon the actual maturity.
Notes to Financial Statements – (continued)
June 30, 2017 (Unaudited)
Investing in the securities of non-U.S. issuers, whether directly or indirectly, involves certain considerations and risks not typically associated with securities of U.S. issuers. Such risks include, but are not limited to: generally less liquid and less efficient securities markets; generally greater price volatility; exchange rate fluctuations; imposition of restrictions on the expatriation of funds or other protectionist measures; less publicly available information about issuers; the imposition of withholding or other taxes; higher transaction and custody costs; settlement delays and risk of loss attendant in settlement procedures; difficulties in enforcing contractual obligations; less regulation of securities markets; different accounting, disclosure and reporting requirements; more substantial governmental involvement in the economy; higher inflation rates; and greater social, economic and political uncertainties. These risks are heightened for investments in issuers from countries with less developed markets.
Credit risk depends largely on the perceived financial health of bond issuers. In general, the credit rating is inversely related to the credit risk of the issuer. Higher rated bonds generally are deemed to have less credit risk, while lower or unrated bonds are deemed to have higher risk of default. The share price, yield and total return of a fund that holds securities with higher credit risk may be more volatile than those of a fund that holds bonds with lower credit risk. A Fund may be exposed to counterparty risk, or the risk that an institution or other entity with which a Fund has unsettled or open transactions will default.
| | a) | Each Fund intends to continue to qualify as a Regulated Investment Company (“RIC”) under Subchapter M of the Internal Revenue Code (“IRC”) by distributing substantially all of its taxable net investment income and net realized capital gains to its shareholders each year. Each Fund has distributed substantially all of its income and capital gains in prior years, if applicable, and intends to distribute substantially all of its income and capital gains during the calendar year ending December 31, 2017. Accordingly, no provision for federal income or excise taxes has been made in the accompanying financial statements. Distributions from short-term capital gains are treated as ordinary income distributions for federal income tax purposes. |
| | b) | Capital Loss Carryforward – On December 22, 2010, the Regulated Investment Company Modernization Act of 2010 (the “Act”) was enacted, which made changes to the capital loss carryforward rules. The changes are effective for taxable years beginning after the date of enactment. Under the Act, funds are permitted to carry forward capital losses for an unlimited period. However, any losses incurred during those future taxable years will be required to be utilized prior to the losses incurred in pre-enactment taxable years, which carry an expiration date. As a result of this ordering rule, pre-enactment capital loss carryforwards may be more likely to expire unused. Additionally, post-enactment capital loss carryforwards retain their character as either short-term or long-term capital losses rather than being considered all short-term as permitted under prior regulation. |
At December 31, 2016 (tax year end), the capital loss carryforwards for U.S. federal income tax purposes were as follows:
| | | | | | | | | | | | | | | | |
| | | Year of Expiration | | | Unlimited
Short-Term
Capital Loss
Carryforward | | | Unlimited
Long-Term
Capital Loss
Carryforward | |
Fund | | 2017 | | | 2018 | | | |
Balanced HLS Fund | | $ | 81,507,953 | | | $ | — | | | $ | — | | | $ | — | |
High Yield HLS Fund | | | 9,709,378 | | | | — | | | | 4,253,411 | | | | 16,435,019 | |
International Opportunities HLS Fund | | | 287,600,120 | | | | — | | | | 12,437,950 | | | | — | |
Small Cap Growth HLS Fund | | | — | | | | — | | | | 14,173,818 | | | | — | |
Small Company HLS Fund | | | — | | | | — | | | | 89,790,983 | | | | 2,062,430 | |
Stock HLS Fund | | | 133,818,999 | | | | — | | | | — | | | | — | |
Total Return Bond HLS Fund | | | — | | | | — | | | | 11,966,088 | | | | 2,684,158 | |
Ultrashort Bond HLS Fund | | | — | | | | — | | | | 260,576 | | | | 407,216 | |
U.S. Government Securities HLS Fund | | | 25,163,377 | | | | 58,149,395 | | | | — | | | | 24,627,720 | |
Capital Appreciation HLS Fund, Disciplined Equity HLS Fund, Dividend and Growth HLS Fund, Global Growth HLS, Growth Opportunities HLS Fund, Healthcare HLS Fund, MidCap HLS Fund, MidCap Value HLS Fund, Small/Mid Cap Equity HLS Fund and Value HLS Fund had no capital loss carryforwards for U.S. federal income tax purposes at December 31, 2016.
At December 31, 2016, Balanced HLS Fund, Stock HLS Fund and U.S. Government Securities HLS Fund utilized $117,542,438, $126,576,029 and $5,844,416 of prior year capital loss carryforwards, respectively.
At December 31, 2016, International Opportunities HLS Fund had expired $94,110,554 of prior year capital loss carryforwards.
Notes to Financial Statements – (continued)
June 30, 2017 (Unaudited)
| | a) | Investment Management Agreement – Hartford Funds Management Company, LLC (“HFMC”) serves as each Fund’s investment manager. Each Company, on behalf of its respective Funds, has entered into an Investment Management Agreement with HFMC. HFMC is an indirect subsidiary of The Hartford Financial Services Group, Inc. (“The Hartford”). HFMC has overall investment supervisory responsibility for each Fund. In addition, HFMC provides administrative personnel, services, equipment, facilities and office space for proper operation of each Fund. HFMC has contracted with Wellington Management Company LLP (“Wellington Management”) under a sub-advisory agreement and Wellington Management performs the daily investment of the assets of each Fund in accordance with the Fund’s investment objective and policies. Each Fund pays a fee to HFMC, a portion of which may be used to compensate Wellington Management. |
The schedule below reflects the rates of compensation paid to HFMC for investment management services rendered as of June 30, 2017; the rates are accrued daily and paid monthly based on each Fund’s average daily net assets, at the following annual rates:
| | |
Fund | | Management Fee Rates |
Balanced HLS Fund | | 0.6800% on first $250 million and; |
| | 0.6550% on next $250 million and; |
| | 0.6450% on next $500 million and; |
| | 0.5950% on next $4 billion and; |
| | 0.5925% on next $5 billion and; |
| | 0.5900% over $10 billion |
| |
Capital Appreciation HLS Fund | | 0.7750% on first $250 million and; |
| | 0.7250% on next $250 million and; |
| | 0.6750% on next $500 million and; |
| | 0.6250% on next $1.5 billion and; |
| | 0.6200% on next $2.5 billion and; |
| | 0.6150% on next $5 billion and; |
| | 0.6100% over $10 billion |
| |
Disciplined Equity HLS Fund | | 0.7750% on first $250 million and; |
| | 0.7250% on next $250 million and; |
| | 0.6750% on next $500 million and; |
| | 0.6250% on next $4 billion and; |
| | 0.6225% on next $5 billion and; |
| | 0.6200% over $10 billion |
| |
Dividend and Growth HLS Fund | | 0.7750% on first $250 million and; |
| | 0.7250% on next $250 million and; |
| | 0.6750% on next $500 million and; |
| | 0.6250% on next $1.5 billion and; |
| | 0.6200% on next $2.5 billion and; |
| | 0.6150% on next $5 billion and; |
| | 0.6100% over $10 billion |
| |
Global Growth HLS Fund | | 0.7750% on first $250 million and; |
| | 0.7250% on next $250 million and; |
| | 0.6750% on next $500 million and; |
| | 0.6250% on next $4 billion and; |
| | 0.6225% on next $5 billion and; |
| | 0.6200% over $10 billion |
Notes to Financial Statements – (continued)
June 30, 2017 (Unaudited)
| | |
Fund | | Management Fee Rates |
Growth Opportunities HLS Fund | | 0.7000% on first $100 million and; |
| | 0.6000% on next $4.9 billion and; |
| | 0.5975% on next $5 billion and; |
| | 0.5950% over $10 billion |
| |
Healthcare HLS Fund | | 0.8500% on first $250 million and; |
| | 0.8000% on next $250 million and; |
| | 0.7500% on next $4.5 billion and; |
| | 0.7475% on next $5 billion and; |
| | 0.7450% over $10 billion |
| |
High Yield HLS Fund | | 0.7000% on first $500 million and; |
| | 0.6750% on next $500 million and; |
| | 0.6250% on next $1.5 billion and; |
| | 0.6150% on next $2.5 billion and; |
| | 0.6050% on next $5 billion and; |
| | 0.5950% over $10 billion |
| |
International Opportunities HLS Fund | | 0.7750% on first $250 million and; |
| | 0.7250% on next $250 million and; |
| | 0.6750% on next $500 million and; |
| | 0.6250% on next $1.5 billion and; |
| | 0.6200% on next $2.5 billion and; |
| | 0.6150% on next $5 billion and; |
| | 0.6100% over $10 billion |
| |
MidCap HLS Fund | | 0.7750% on first $250 million and; |
| | 0.7250% on next $250 million and; |
| | 0.6750% on next $500 million and; |
| | 0.6250% on next $4 billion and; |
| | 0.6225% on next $5 billion and; |
| | 0.6200% over $10 billion |
| |
MidCap Value HLS Fund | | 0.8000% on first $500 million and; |
| | 0.7250% on next $500 million and; |
| | 0.6750% on next $1.5 billion and; |
| | 0.6700% on next $2.5 billion and; |
| | 0.6650% on next $5 billion and; |
| | 0.6600% over $10 billion |
| |
Small Cap Growth HLS Fund | | 0.7000% on first $100 million and; |
| | 0.6000% on next $4.9 billion and; |
| | 0.5800% on next $5 billion and; |
| | 0.5700% over $10 billion |
| |
Small Company HLS Fund | | 0.7750% on first $250 million and; |
| | 0.7250% on next $250 million and; |
| | 0.6750% on next $500 million and; |
| | 0.6000% on next $500 million and; |
| | 0.5500% on next $3.5 billion and; |
| | 0.5300% on next $5 billion and; |
| | 0.5200% over $10 billion |
Notes to Financial Statements – (continued)
June 30, 2017 (Unaudited)
| | |
Fund | | Management Fee Rates |
Small/Mid Cap Equity HLS Fund | | 0.8000% on first $500 million and; |
| | 0.7500% on next $500 million and; |
| | 0.7000% on next $2 billion and; |
| | 0.6900% on next $2 billion and; |
| | 0.6800% on next $5 billion and; |
| | 0.6700% over $10 billion |
| |
Stock HLS Fund | | 0.5250% on first $250 million and; |
| | 0.5000% on next $250 million and; |
| | 0.4750% on next $500 million and; |
| | 0.4500% on next $4 billion and; |
| | 0.4475% on next $5 billion and; |
| | 0.4450% over $10 billion |
| |
Total Return Bond HLS Fund | | 0.5250% on first $250 million and; |
| | 0.5000% on next $250 million and; |
| | 0.4750% on next $500 million and; |
| | 0.4500% on next $1.5 billion and; |
| | 0.4450% on next $2.5 billion and; |
| | 0.4300% on next $5 billion and; |
| | 0.4200% over $10 billion |
| |
Ultrashort Bond HLS Fund | | 0.4000% on first $5 billion and; |
| | 0.3800% on next $5 billion and; |
| | 0.3700% over $10 billion |
| |
U.S. Government Securities HLS Fund | | 0.4500% on first $500 million and; |
| | 0.4450% on next $500 million and; |
| | 0.4400% on next $1.5 billion and; |
| | 0.4350% on next $2.5 billion and; |
| | 0.4300% on next $5 billion and; |
| | 0.4200% over $10 billion |
| |
Value HLS Fund | | 0.7750% on first $250 million and; |
| | 0.7250% on next $250 million and; |
| | 0.6750% on next $500 million and; |
| | 0.6250% on next $1.5 billion and; |
| | 0.6200% on next $2.5 billion and; |
| | 0.6150% on next $5 billion and; |
| | 0.6100% over $10 billion |
HFMC contractually agreed to waive investment management fees of 0.03% of average daily net assets until December 31, 2017, for the Balanced HLS Fund.
| | b) | Accounting Services Agreement – Pursuant to the Fund Accounting Agreement between HFMC and each Company, on behalf of its respective Funds, HFMC provides accounting services to each Fund and receives monthly compensation based on each Fund’s average daily net assets at the rates set forth below. Each Fund’s accounting services fees are accrued daily and paid monthly. |
| | |
Fund | | Accounting Services Fee Rates |
Balanced HLS Fund | | 0.018% on first $3.5 billion and; |
| | 0.014% on next $3.5 billion and; |
| | 0.010% over $7 billion |
Notes to Financial Statements – (continued)
June 30, 2017 (Unaudited)
| | |
Fund | | Accounting Services Fee Rates |
Capital Appreciation HLS Fund | | 0.018% on first $3.5 billion and; |
| | 0.014% on next $3.5 billion and; |
| | 0.010% over $7 billion |
| |
Disciplined Equity HLS Fund | | 0.014% on first $3.5 billion and; |
| | 0.012% on next $3.5 billion and; |
| | 0.010% over $7 billion |
| |
Dividend and Growth HLS Fund | | 0.014% on first $3.5 billion and; |
| | 0.012% on next $3.5 billion and; |
| | 0.010% over $7 billion |
| |
Global Growth HLS Fund | | 0.014% on first $3.5 billion and; |
| | 0.012% on next $3.5 billion and; |
| | 0.010% over $7 billion |
| |
Growth Opportunities HLS Fund | | 0.018% on first $3.5 billion and; |
| | 0.014% on next $3.5 billion and; |
| | 0.010% over $7 billion |
| |
Healthcare HLS Fund | | 0.014% on first $3.5 billion and; |
| | 0.012% on next $3.5 billion and; |
| | 0.010% over $7 billion |
| |
High Yield HLS Fund | | 0.014% on first $3.5 billion and; |
| | 0.012% on next $3.5 billion and; |
| | 0.010% over $7 billion |
| |
International Opportunities HLS Fund | | 0.014% on first $3.5 billion and; |
| | 0.012% on next $3.5 billion and; |
| | 0.010% over $7 billion |
| |
MidCap HLS Fund | | 0.014% on first $3.5 billion and; |
| | 0.012% on next $3.5 billion and; |
| | 0.010% over $7 billion |
| |
MidCap Value HLS Fund | | 0.014% on first $3.5 billion and; |
| | 0.012% on next $3.5 billion and; |
| | 0.010% over $7 billion |
| |
Small Cap Growth HLS Fund | | 0.018% on first $3.5 billion and; |
| | 0.014% on next $3.5 billion and; |
| | 0.010% over $7 billion |
| |
Small Company HLS Fund | | 0.018% on first $3.5 billion and; |
| | 0.014% on next $3.5 billion and; |
| | 0.010% over $7 billion |
| |
Small/Mid Cap Equity HLS Fund | | 0.014% on first $3.5 billion and; |
| | 0.012% on next $3.5 billion and; |
| | 0.010% over $7 billion |
| |
Stock HLS Fund | | 0.014% on first $3.5 billion and; |
| | 0.012% on next $3.5 billion and; |
| | 0.010% over $7 billion |
Notes to Financial Statements – (continued)
June 30, 2017 (Unaudited)
| | |
Fund | | Accounting Services Fee Rates |
Total Return Bond HLS Fund | | 0.018% on first $3.5 billion and; |
| | 0.014% on next $3.5 billion and; |
| | 0.010% over $7 billion |
| |
Ultrashort Bond HLS Fund | | 0.014% on first $3.5 billion and; |
| | 0.012% on next $3.5 billion and; |
| | 0.010% over $7 billion |
| |
U.S. Government Securities HLS Fund | | 0.014% on first $3.5 billion and; |
| | 0.012% on next $3.5 billion and; |
| | 0.010% over $7 billion |
| |
Value HLS Fund | | 0.014% on first $3.5 billion and; |
| | 0.012% on next $3.5 billion and; |
| | 0.010% over $7 billion |
Prior to January 1, 2017, the Funds paid the following rates to HFMC for accounting services fees rendered:
| | |
Fund | | Accounting Services Fee Rates |
Balanced HLS Fund | | 0.016% on first $5 billion and; |
| | 0.013% on next $5 billion and; |
| | 0.010% over $10 billion |
| |
Capital Appreciation HLS Fund | | 0.018% on first $5 billion and; |
| | 0.014% on next $5 billion and; |
| | 0.010% over $10 billion |
| |
Disciplined Equity HLS Fund | | 0.012% on first $5 billion and; |
| | 0.010% over $5 billion |
| |
Dividend and Growth HLS Fund | | 0.012% on first $5 billion and; |
| | 0.010% over $5 billion |
| |
Global Growth HLS Fund | | 0.014% on first $5 billion and; |
| | 0.012% on next $5 billion and; |
| | 0.010% over $10 billion |
| |
Growth Opportunities HLS Fund | | 0.010% on all assets |
| |
Healthcare HLS Fund | | 0.010% on all assets |
| |
High Yield HLS Fund | | 0.020% on first $5 billion and; |
| | 0.015% on next $5 billion and; |
| | 0.010% over $10 billion |
| |
International Opportunities HLS Fund | | 0.016% on first $5 billion and; |
| | 0.013% on next $5 billion and; |
| | 0.010% over $10 billion |
| |
MidCap HLS Fund | | 0.010% on all assets |
| |
MidCap Value HLS Fund | | 0.010% on all assets |
| |
Small Cap Growth HLS Fund | | 0.012% on first $5 billion and; |
| | 0.010% over $5 billion |
| |
Small Company HLS Fund | | 0.012% on first $5 billion and; |
| | 0.010% over $5 billion |
Notes to Financial Statements – (continued)
June 30, 2017 (Unaudited)
| | |
Fund | | Accounting Services Fee Rates |
Small/Mid Cap Equity HLS Fund | | 0.014% on first $5 billion and; |
| | 0.012% on next $5 billion and; |
| | 0.010% over $10 billion |
| |
Stock HLS Fund | | 0.010% on all assets |
| |
Total Return Bond HLS Fund | | 0.020% on first $5 billion and; |
| | 0.015% on next $5 billion and; |
| | 0.010% over $10 billion |
| |
Ultrashort Bond HLS Fund | | 0.010% on all assets |
| |
U.S. Government Securities HLS Fund | | 0.012% on first $5 billion and; |
| | 0.010% over $5 billion |
| |
Value HLS Fund | | 0.010% on all assets |
Effective January 1, 2015, HFMC has delegated certain accounting and administrative services functions to State Street Bank and Trust Company (“State Street”). The costs and expenses of such delegation are borne by HFMC, not by the Funds, and HFMC compensates State Street for its services out of its own resources.
| | c) | Operating Expenses – Allocable expenses incurred by a Company are allocated to each series within such Company, and allocated to classes within each such series, in proportion to the average daily net assets of such series and class, except where allocation of certain expenses is more fairly made directly to a Fund or to specific classes within a Fund. |
| | d) | Fees Paid Indirectly – Hartford HLS Series Fund II, Inc., on behalf of its series except U.S. Government Securities HLS Fund, and Hartford Series Fund, Inc., on behalf of its series except High Yield HLS Fund, Total Return Bond HLS Fund and Ultrashort Bond HLS Fund, have entered into agreements with State Street Global Markets, LLC and Russell Implementation Services, Inc. to partially recapture non-discounted trade commissions. Such rebates are used to pay a portion of the Funds’ expenses. In addition, the Funds’ custodian bank has agreed to reduce its fees when a Fund maintains cash on deposit in a non-interest-bearing custody account. For the period ended June 30, 2017, these amounts, if any, are included in the Statements of Operations. |
The ratio of expenses to average net assets in the accompanying financial highlights excludes the reduction in expenses related to fees paid indirectly. The annualized expense ratio after waivers reflecting the reduction for fees paid indirectly for the period is as follows:
| | | | | | | | | | | | |
Fund | | Class IA | | | Class IB | | | Class IC | |
Balanced HLS Fund | | | 0.63 | % | | | 0.88 | % | | | — | |
Capital Appreciation HLS Fund | | | 0.67 | % | | | 0.92 | % | | | 1.17 | % |
Disciplined Equity HLS Fund | | | 0.78 | % | | | 1.03 | % | | | — | |
Dividend and Growth HLS Fund | | | 0.68 | % | | | 0.93 | % | | | — | |
Global Growth HLS Fund | | | 0.81 | % | | | 1.06 | % | | | — | |
Growth Opportunities HLS Fund | | | 0.65 | % | | | 0.90 | % | | | 1.15 | % |
Healthcare HLS Fund | | | 0.89 | % | | | 1.14 | % | | | — | |
High Yield HLS Fund | | | 0.77 | % | | | 1.02 | % | | | — | |
International Opportunities HLS Fund | | | 0.74 | % | | | 0.99 | % | | | — | |
MidCap HLS Fund | | | 0.70 | % | | | 0.95 | % | | | — | |
MidCap Value HLS Fund | | | 0.85 | % | | | 1.10 | % | | | — | |
Small Cap Growth HLS Fund | | | 0.65 | % | | | 0.90 | % | | | — | |
Small Company HLS Fund | | | 0.77 | % | | | 1.02 | % | | | — | |
Small/Mid Cap Equity HLS Fund | | | 0.91 | % | | | 1.16 | % | | | — | |
Stock HLS Fund | | | 0.52 | % | | | 0.77 | % | | | — | |
Total Return Bond HLS Fund | | | 0.51 | % | | | 0.76 | % | | | — | |
Ultrashort Bond HLS Fund | | | 0.45 | % | | | 0.70 | % | | | — | |
U.S. Government Securities HLS Fund | | | 0.51 | % | | | 0.76 | % | | | — | |
Value HLS Fund | | | 0.80 | % | | | 1.05 | % | | | — | |
Notes to Financial Statements – (continued)
June 30, 2017 (Unaudited)
| | e) | Distribution Plans for Class IB and Class IC Shares – Hartford Funds Distributors, LLC (“HFD”), an indirect subsidiary of The Hartford, is the principal underwriter and distributor of each Fund. Each Company, on behalf of its respective Funds, has adopted a Distribution Plan pursuant to Rule 12b-1 of the 1940 Act for Class IB shares and each Company, on behalf of certain Funds, has adopted a Distribution Plan pursuant to Rule 12b-1 of the 1940 Act for Class IC shares. |
Pursuant to the Class IB Distribution Plans, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets of the Fund attributable to its Class IB shares for distribution financing activities and shareholder account servicing activities. The entire amount of the fee may be used for shareholder servicing expenses and/or distribution expenses. Pursuant to the Class IC Distribution Plans, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets of the Fund attributable to its Class IC shares for distribution financing activities.
Each Board has the authority to suspend or reduce these payments at any point in time. The distribution fees paid during the period can be found on the Statements of Operations. Each Fund’s 12b-1 fees are accrued daily and paid monthly or at such other intervals as the respective Company’s Board of Directors may determine.
| | f) | Administrative Services Fee for Class IC Shares – Certain Funds may pay an administrative services fee to third party insurance companies annually up to 0.25% of the average daily net assets of the Fund attributable to its Class IC shares for recordkeeping and/or other administrative services provided to such Class IC shares. The total administrative services fees paid during the period are shown on the Statements of Operations. These fees are accrued daily and paid monthly. |
| | g) | Other Related Party Transactions – Certain officers of each Company are directors and/or officers of HFMC and/or The Hartford or its subsidiaries. For the six-month period ended June 30, 2017, a portion of each Company’s Chief Compliance Officer’s (“CCO”) compensation was paid by all of the investment companies in the Hartford fund complex. The portion allocated to each Fund, as represented in other expenses on the Statement of Operations, is outlined in the table below. |
| | | | |
Fund | | CCO Compensation
Paid by Fund | |
Balanced HLS Fund | | $ | 3,722 | |
Capital Appreciation HLS Fund | | | 8,358 | |
Disciplined Equity HLS Fund | | | 1,082 | |
Dividend and Growth HLS Fund | | | 5,553 | |
Global Growth HLS Fund | | | 724 | |
Growth Opportunities HLS Fund | | | 2,232 | |
Healthcare HLS Fund | | | 514 | |
High Yield HLS Fund | | | 507 | |
International Opportunities HLS Fund | | | 2,093 | |
Midcap HLS Fund | | | 3,081 | |
MidCap Value HLS Fund | | | 606 | |
Small Cap Growth HLS Fund | | | 2,004 | |
Small Company HLS Fund | | | 1,268 | |
Small/Mid Cap Equity HLS Fund | | | 161 | |
Stock HLS Fund | | | 2,357 | |
Total Return Bond HLS Fund | | | 3,933 | |
Ultrashort Bond HLS Fund | | | 929 | |
U.S. Government Securities HLS Fund | | | 695 | |
Value HLS Fund | | | 835 | |
Hartford Administrative Services Company (“HASCO”), an indirect subsidiary of The Hartford, provides transfer agent services to each Fund. Pursuant to a sub-transfer agency agreement between HASCO and Boston Financial Data Services, Inc. (“BFDS”), HASCO has delegated certain transfer agent, dividend disbursing agent and shareholder servicing agent functions to BFDS. The costs and expenses of such delegation are borne by HASCO, not by the Funds. Each Fund pays HASCO a fixed fee annually, plus out of pocket expenses for providing such services. The amount paid to HASCO can be found in the Statements of Operations. These fees are accrued daily and paid monthly.
Notes to Financial Statements – (continued)
June 30, 2017 (Unaudited)
For the six-month period ended June 30, 2017, the rate of compensation paid to HASCO for transfer agency services as a percentage of each Fund’s average daily net assets is as follows:
| | | | |
Fund | | Percent of
Average Daily
Net Assets | |
Balanced HLS Fund | | | 0.00 | % |
Capital Appreciation HLS Fund | | | 0.00 | % |
Disciplined Equity HLS Fund | | | 0.00 | % |
Dividend and Growth HLS Fund | | | 0.00 | % |
Global Growth HLS Fund | | | 0.00 | % |
Growth Opportunities HLS Fund | | | 0.00 | % |
Healthcare HLS Fund | | | 0.00 | % |
High Yield HLS Fund | | | 0.00 | % |
International Opportunities HLS Fund | | | 0.00 | % |
MidCap HLS Fund | | | 0.00 | % |
MidCap Value HLS Fund | | | 0.00 | % |
Small Cap Growth HLS Fund | | | 0.00 | % |
Small Company HLS Fund | | | 0.00 | % |
Small/Mid Cap Equity HLS Fund | | | 0.00 | % |
Stock HLS Fund | | | 0.00 | % |
Total Return Bond HLS Fund | | | 0.00 | % |
Ultrashort Bond HLS Fund | | | 0.00 | % |
U.S. Government Securities HLS Fund | | | 0.00 | % |
Value HLS Fund | | | 0.00 | % |
As of June 30, 2017, affiliates of The Hartford had ownership of shares in each Fund as follows:
Percentage of a Class
| | | | | | | | | | | | |
Fund | | Class IA | | | Class IB | | | Class IC | |
Balanced HLS Fund | | | — | | | | — | | | | — | |
Capital Appreciation HLS Fund | | | — | | | | — | | | | — | %* |
Disciplined Equity HLS Fund | | | — | | | | — | | | | — | |
Dividend and Growth HLS Fund | | | — | | | | — | | | | — | |
Global Growth HLS Fund | | | — | | | | — | | | | — | |
Growth Opportunities HLS Fund | | | — | | | | — | | | | — | %* |
Healthcare HLS Fund | | | — | | | | — | | | | — | |
High Yield HLS Fund | | | — | | | | — | | | | — | |
International Opportunities HLS Fund | | | — | | | | — | | | | — | |
MidCap HLS Fund | | | — | | | | — | | | | — | |
MidCap Value HLS Fund | | | — | | | | — | | | | — | |
Small Cap Growth HLS Fund | | | — | | | | — | | | | — | |
Small Company HLS Fund | | | — | | | | — | | | | — | |
Small/Mid Cap Equity HLS Fund | | | — | | | | — | | | | — | |
Stock HLS Fund | | | — | | | | — | | | | — | |
Total Return Bond HLS Fund | | | — | | | | — | | | | — | |
Ultrashort Bond HLS Fund | | | — | | | | — | | | | — | |
U.S. Government Securities HLS Fund | | | — | | | | — | | | | — | |
Value HLS Fund | | | — | | | | — | | | | — | |
Notes to Financial Statements – (continued)
June 30, 2017 (Unaudited)
Percentage of Fund by Class
| | | | | | | | | | | | |
Fund | | Class IA | | | Class IB | | | Class IC | |
Balanced HLS Fund | | | — | | | | — | | | | — | |
Capital Appreciation HLS Fund | | | — | | | | — | | | | — | %* |
Disciplined Equity HLS Fund | | | — | | | | — | | | | — | |
Dividend and Growth HLS Fund | | | — | | | | — | | | | — | |
Global Growth HLS Fund | | | — | | | | — | | | | — | |
Growth Opportunities HLS Fund | | | — | | | | — | | | | — | %* |
Healthcare HLS Fund | | | — | | | | — | | | | — | |
High Yield HLS Fund | | | — | | | | — | | | | — | |
International Opportunities HLS Fund | | | — | | | | — | | | | — | |
MidCap HLS Fund | | | — | | | | — | | | | — | |
MidCap Value HLS Fund | | | — | | | | — | | | | — | |
Small Cap Growth HLS Fund | | | — | | | | — | | | | — | |
Small Company HLS Fund | | | — | | | | — | | | | — | |
Small/Mid Cap Equity HLS Fund | | | — | | | | — | | | | — | |
Stock HLS Fund | | | — | | | | — | | | | — | |
Total Return Bond HLS Fund | | | — | | | | — | | | | — | |
Ultrashort Bond HLS Fund | | | — | | | | — | | | | — | |
U.S. Government Securities HLS Fund | | | — | | | | — | | | | — | |
Value HLS Fund | | | — | | | | — | | | | — | |
| | * | Percentage rounds to zero. |
| 9. | Investment Transactions: |
For the six-month period ended June 30, 2017, the cost of purchases and proceeds from sales of investment securities (excluding short-term investments) were as follows:
| | | | | | | | |
Fund | | Cost of Purchases
Excluding U.S.
Government
Obligations | | | Sales Proceeds
Excluding U.S.
Government
Obligations | |
Balanced HLS Fund | | $ | 307,357,349 | | | $ | 350,891,710 | |
Capital Appreciation HLS Fund | | | 1,724,306,436 | | | | 2,266,078,853 | |
Disciplined Equity HLS Fund | | | 122,351,380 | | | | 185,987,908 | |
Dividend and Growth HLS Fund | | | 479,496,839 | | | | 627,949,798 | |
Global Growth HLS Fund | | | 133,210,119 | | | | 150,780,122 | |
Growth Opportunities HLS Fund | | | 682,545,874 | | | | 763,964,533 | |
Healthcare HLS Fund | | | 30,910,649 | | | | 41,701,546 | |
High Yield HLS Fund | | | 67,018,307 | | | | 83,136,836 | |
International Opportunities HLS Fund | | | 614,899,930 | | | | 669,848,768 | |
MidCap HLS Fund | | | 344,350,157 | | | | 347,590,637 | |
MidCap Value HLS Fund | | | 67,728,420 | | | | 91,426,443 | |
Small Cap Growth HLS Fund | | | 362,479,127 | | | | 379,243,182 | |
Small Company HLS Fund | | | 443,919,507 | | | | 801,528,877 | |
Small/Mid Cap Equity HLS Fund | | | 42,089,530 | | | | 53,307,139 | |
Stock HLS Fund | | | 55,712,585 | | | | 160,020,394 | |
Total Return Bond HLS Fund | | | 825,756,835 | | | | 937,888,690 | |
Ultrashort Bond HLS Fund | | | 138,556,478 | | | | 149,004,168 | |
U.S. Government Securities HLS Fund | | | 47,879,620 | | | | 30,004,011 | |
Value HLS Fund | | | 35,624,546 | | | | 66,194,262 | |
Notes to Financial Statements – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | |
Fund | | Cost of Purchases
For U.S.
Government
Obligations | | | Sales Proceeds
For U.S.
Government
Obligations | |
Balanced HLS Fund | | $ | 44,040,622 | | | $ | 113,035,723 | |
Capital Appreciation HLS Fund | | | — | | | | — | |
Disciplined Equity HLS Fund | | | — | | | | — | |
Dividend and Growth HLS Fund | | | — | | | | — | |
Global Growth HLS Fund | | | — | | | | — | |
Growth Opportunities HLS Fund | | | — | | | | — | |
Healthcare HLS Fund | | | — | | | | — | |
High Yield HLS Fund | | | — | | | | — | |
International Opportunities HLS Fund | | | — | | | | — | |
MidCap HLS Fund | | | — | | | | — | |
MidCap Value HLS Fund | | | — | | | | — | |
Small Cap Growth HLS Fund | | | — | | | | — | |
Small Company HLS Fund | | | — | | | | — | |
Small/Mid Cap Equity HLS Fund | | | — | | | | — | |
Stock HLS Fund | | | — | | | | — | |
Total Return Bond HLS Fund | | | 405,916,129 | | | | 199,237,553 | |
Ultrashort Bond HLS Fund | | | 58,805,311 | | | | 70,509,508 | |
U.S. Government Securities HLS Fund | | | 259,269,877 | | | | 253,856,889 | |
Value HLS Fund | | | — | | | | — | |
| | | | | | | | |
Fund | | Total Cost of
Purchases | | | Total Sales
Proceeds | |
Balanced HLS Fund | | $ | 351,397,971 | | | $ | 463,927,433 | |
Capital Appreciation HLS Fund | | | 1,724,306,436 | | | | 2,266,078,853 | |
Disciplined Equity HLS Fund | | | 122,351,380 | | | | 185,987,908 | |
Dividend and Growth HLS Fund | | | 479,496,839 | | | | 627,949,798 | |
Global Growth HLS Fund | | | 133,210,119 | | | | 150,780,122 | |
Growth Opportunities HLS Fund | | | 682,545,874 | | | | 763,964,533 | |
Healthcare HLS Fund | | | 30,910,649 | | | | 41,701,546 | |
High Yield HLS Fund | | | 67,018,307 | | | | 83,136,836 | |
International Opportunities HLS Fund | | | 614,899,930 | | | | 669,848,768 | |
MidCap HLS Fund | | | 344,350,157 | | | | 347,590,637 | |
MidCap Value HLS Fund | | | 67,728,420 | | | | 91,426,443 | |
Small Cap Growth HLS Fund | | | 362,479,127 | | | | 379,243,182 | |
Small Company HLS Fund | | | 443,919,507 | | | | 801,528,877 | |
Small/Mid Cap Equity HLS Fund | | | 42,089,530 | | | | 53,307,139 | |
Stock HLS Fund | | | 55,712,585 | | | | 160,020,394 | |
Total Return Bond HLS Fund | | | 1,231,672,964 | | | | 1,137,126,243 | |
Ultrashort Bond HLS Fund | | | 197,361,789 | | | | 219,513,676 | |
U.S. Government Securities HLS Fund | | | 307,149,497 | | | | 283,860,901 | |
Value HLS Fund | | | 35,624,546 | | | | 66,194,262 | |
Notes to Financial Statements – (continued)
June 30, 2017 (Unaudited)
| 10. | Capital Share Transactions: |
The following information is for the six-month period ended June 30, 2017, and the year ended December 31, 2016:
| | | | | | | | | | | | | | | | |
| Balanced HLS Fund | | | | | | | | | | | | |
| | | For the Six-Month Period
Ended June 30, 2017 | | | For the Year Ended
December 31, 2016 | |
| | | Shares | | | Amount | | | Shares | | | Amount | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 204,696 | | | $ | 5,863,630 | | | | 432,134 | | | $ | 11,762,594 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 2,066,809 | | | | 57,374,388 | |
Shares Redeemed | | | (4,885,084 | ) | | | (139,542,036 | ) | | | (11,127,409 | ) | | | (301,710,149 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (4,680,388 | ) | | | (133,678,406 | ) | | | (8,628,466 | ) | | | (232,573,167 | ) |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 40,223 | | | $ | 1,164,526 | | | | 183,197 | | | $ | 4,893,695 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 247,482 | | | | 6,967,476 | |
Shares Redeemed | | | (778,049 | ) | | | (22,561,675 | ) | | | (1,673,760 | ) | | | (46,010,455 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (737,826 | ) | | | (21,397,149 | ) | | | (1,243,081 | ) | | | (34,149,284 | ) |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (5,418,214 | ) | | $ | (155,075,555 | ) | | | (9,871,547 | ) | | $ | (266,722,451 | ) |
| | | | | | | | | | | | | | | | |
| | | | |
| Capital Appreciation HLS Fund | | | | | | | | | | | | |
| | | For the Six-Month Period
Ended June 30, 2017 | | | For the Year Ended
December 31, 2016 | |
| | | Shares | | | Amount | | | Shares | | | Amount | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 1,090,675 | | | $ | 48,916,517 | | | | 1,890,996 | | | $ | 80,924,245 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 12,769,224 | | | | 530,174,730 | |
Shares Redeemed | | | (12,412,019 | ) | | | (561,387,046 | ) | | | (34,600,429 | ) | | | (1,476,715,307 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (11,321,344 | ) | | | (512,470,529 | ) | | | (19,940,209 | ) | | | (865,616,332 | ) |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 58,841 | | | $ | 2,615,348 | | | | 115,545 | | | $ | 4,798,062 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 1,471,280 | | | | 60,184,340 | |
Shares Redeemed | | | (1,252,314 | ) | | | (55,655,844 | ) | | | (2,744,732 | ) | | | (115,383,323 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (1,193,473 | ) | | | (53,040,496 | ) | | | (1,157,907 | ) | | | (50,400,921 | ) |
| | | | | | | | | | | | | | | | |
Class IC | | | | | | | | | | | | | | | | |
Shares Sold | | | 56,933 | | | $ | 2,548,007 | | | | 155,349 | | | $ | 6,572,808 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 50,492 | | | | 2,075,655 | |
Shares Redeemed | | | (22,216 | ) | | | (993,787 | ) | | | (55,844 | ) | | | (2,347,703 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 34,717 | | | | 1,554,220 | | | | 149,997 | | | | 6,300,760 | |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (12,480,100 | ) | | $ | (563,956,805 | ) | | | (20,948,119 | ) | | $ | (909,716,493 | ) |
| | | | | | | | | | | | | | | | |
Notes to Financial Statements – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | | | | | | | | | |
| Disciplined Equity HLS Fund | | | | | | | | | | | | |
| | | For the Six-Month Period
Ended June 30, 2017 | | | For the Year Ended
December 31, 2016 | |
| | | Shares | | | Amount | | | Shares | | | Amount | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 124,466 | | | $ | 1,901,822 | | | | 1,162,708 | | | $ | 17,069,443 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 5,685,375 | | | | 81,089,435 | |
Shares Redeemed | | | (3,476,916 | ) | | | (52,671,567 | ) | | | (7,445,491 | ) | | | (111,694,506 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (3,352,450 | ) | | | (50,769,745 | ) | | | (597,408 | ) | | | (13,535,628 | ) |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 84,351 | | | $ | 1,273,104 | | | | 244,068 | | | $ | 3,630,073 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 798,826 | | | | 11,270,736 | |
Shares Redeemed | | | (543,470 | ) | | | (8,151,739 | ) | | | (1,248,004 | ) | | | (18,586,945 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (459,119 | ) | | | (6,878,635 | ) | | | (205,110 | ) | | | (3,686,136 | ) |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (3,811,569 | ) | | $ | (57,648,380 | ) | | | (802,518 | ) | | $ | (17,221,764 | ) |
| | | | | | | | | | | | | | | | |
| | | | |
| Dividend and Growth HLS Fund | | | | | | | | | | | | |
| | | For the Six-Month Period
Ended June 30, 2017 | | | For the Year Ended
December 31, 2016 | |
| | | Shares | | | Amount | | | Shares | | | Amount | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 3,097,051 | | | $ | 70,917,724 | | | | 5,495,742 | | | $ | 123,287,564 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 17,932,886 | | | | 380,223,306 | |
Shares Redeemed | | | (10,168,580 | ) | | | (233,679,105 | ) | | | (22,492,815 | ) | | | (495,062,146 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (7,071,529 | ) | | | (162,761,381 | ) | | | 935,813 | | | | 8,448,724 | |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 170,895 | | | $ | 3,914,438 | | | | 499,749 | | | $ | 10,925,264 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 2,654,218 | | | | 55,923,091 | |
Shares Redeemed | | | (1,856,306 | ) | | | (42,412,004 | ) | | | (3,669,262 | ) | | | (80,212,091 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (1,685,411 | ) | | | (38,497,566 | ) | | | (515,295 | ) | | | (13,363,736 | ) |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (8,756,940 | ) | | $ | (201,258,947 | ) | | | 420,518 | | | $ | (4,915,012 | ) |
| | | | | | | | | | | | | | | | |
| | | | |
| Global Growth HLS Fund | | | | | | | | | | | | |
| | | For the Six-Month Period
Ended June 30, 2017 | | | For the Year Ended
December 31, 2016 | |
| | | Shares | | | Amount | | | Shares | | | Amount | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 596,901 | | | $ | 14,900,958 | | | | 543,460 | | | $ | 12,675,555 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 1,805,742 | | | | 40,737,536 | |
Shares Redeemed | | | (1,060,196 | ) | | | (25,928,935 | ) | | | (2,745,818 | ) | | | (63,750,555 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (463,295 | ) | | | (11,027,977 | ) | | | (396,616 | ) | | | (10,337,464 | ) |
| | | | | | | | | | | | | | | | |
Notes to Financial Statements – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | | | | | | | | | |
| Global Growth HLS Fund – (continued) | | | | | | | | | | | | |
| | | For the Six-Month Period
Ended June 30, 2017 | | | For the Year Ended
December 31, 2016 | |
| | | Shares | | | Amount | | | Shares | | | Amount | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 112,321 | | | $ | 2,732,950 | | | | 181,152 | | | $ | 4,134,958 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 384,926 | | | | 8,614,648 | |
Shares Redeemed | | | (319,008 | ) | | | (7,736,348 | ) | | | (848,234 | ) | | | (19,479,718 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (206,687 | ) | | | (5,003,398 | ) | | | (282,156 | ) | | | (6,730,112 | ) |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (669,982 | ) | | $ | (16,031,375 | ) | | | (678,772 | ) | | $ | (17,067,576 | ) |
| | | | | | | | | | | | | | | | |
| | | | |
| Growth Opportunities HLS Fund | | | | | | | | | | | | |
| | | For the Six-Month Period
Ended June 30, 2017 | | | For the Year Ended
December 31, 2016 | |
| | | Shares | | | Amount | | | Shares | | | Amount | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 731,826 | | | $ | 23,838,786 | | | | 4,317,826 | | | $ | 143,218,022 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 5,633,211 | | | | 174,516,879 | |
Shares Redeemed | | | (2,732,813 | ) | | | (89,823,036 | ) | | | (5,899,305 | ) | | | (190,123,880 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (2,000,987 | ) | | | (65,984,250 | ) | | | 4,051,732 | | | | 127,611,021 | |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 102,112 | | | $ | 3,195,450 | | | | 288,529 | | | $ | 9,169,198 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 686,184 | | | | 20,503,187 | |
Shares Redeemed | | | (454,020 | ) | | | (14,384,011 | ) | | | (1,066,677 | ) | | | (33,338,544 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (351,908 | ) | | | (11,188,561 | ) | | | (91,964 | ) | | | (3,666,159 | ) |
| | | | | | | | | | | | | | | | |
Class IC | | | | | | | | | | | | | | | | |
Shares Sold | | | 64,044 | | | $ | 2,070,499 | | | | 254,301 | | | $ | 8,077,525 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 119,944 | | | | 3,672,657 | |
Shares Redeemed | | | (33,731 | ) | | | (1,083,139 | ) | | | (99,012 | ) | | | (3,177,329 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 30,313 | | | | 987,360 | | | | 275,233 | | | | 8,572,853 | |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (2,322,582 | ) | | $ | (76,185,451 | ) | | | 4,235,001 | | | $ | 132,517,715 | |
| | | | | | | | | | | | | | | | |
| | | | |
| Healthcare HLS Fund | | | | | | | | | | | | |
| | | For the Six-Month Period
Ended June 30, 2017 | | | For the Year Ended
December 31, 2016 | |
| | | Shares | | | Amount | | | Shares | | | Amount | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 1,092,449 | | | $ | 26,570,062 | | | | 1,315,220 | | | $ | 34,964,722 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 2,918,070 | | | | 64,430,977 | |
Shares Redeemed | | | (1,074,955 | ) | | | (25,569,086 | ) | | | (4,642,420 | ) | | | (118,901,866 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 17,494 | | | | 1,000,976 | | | | (409,130 | ) | | | (19,506,167 | ) |
| | | | | | | | | | | | | | | | |
Notes to Financial Statements – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | | | | | | | | | |
| Healthcare HLS Fund – (continued) | | | | | | | | | | | | |
| | | For the Six-Month Period
Ended June 30, 2017 | | | For the Year Ended
December 31, 2016 | |
| | | Shares | | | Amount | | | Shares | | | Amount | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 82,147 | | | $ | 1,926,556 | | | | 177,850 | | | $ | 4,516,085 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 552,534 | | | | 11,719,246 | |
Shares Redeemed | | | (256,200 | ) | | | (5,825,026 | ) | | | (720,634 | ) | | | (17,478,196 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (174,053 | ) | | | (3,898,470 | ) | | | 9,750 | | | | (1,242,865 | ) |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (156,559 | ) | | $ | (2,897,494 | ) | | | (399,380 | ) | | $ | (20,749,032 | ) |
| | | | | | | | | | | | | | | | |
|
| High Yield HLS Fund | |
| | | For the Six-Month Period
Ended June 30, 2017 | | | For the Year Ended
December 31, 2016 | |
| | | Shares | | | Amount | | | Shares | | | Amount | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 942,162 | | | $ | 7,819,419 | | | | 2,932,807 | | | $ | 23,188,946 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 1,967,008 | | | | 15,598,376 | |
Shares Redeemed | | | (3,154,570 | ) | | | (26,207,380 | ) | | | (8,071,995 | ) | | | (63,756,161 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (2,212,408 | ) | | | (18,387,961 | ) | | | (3,172,180 | ) | | | (24,968,839 | ) |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 218,875 | | | $ | 1,790,574 | | | | 922,611 | | | $ | 7,179,450 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 585,759 | | | | 4,574,775 | |
Shares Redeemed | | | (989,817 | ) | | | (8,081,398 | ) | | | (2,149,503 | ) | | | (16,659,640 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (770,942 | ) | | | (6,290,824 | ) | | | (641,133 | ) | | | (4,905,415 | ) |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (2,983,350 | ) | | $ | (24,678,785 | ) | | | (3,813,313 | ) | | $ | (29,874,254 | ) |
| | | | | | | | | | | | | | | | |
|
| International Opportunities HLS Fund | |
| | | For the Six-Month Period
Ended June 30, 2017 | | | For the Year Ended
December 31, 2016 | |
| | | Shares | | | Amount | | | Shares | | | Amount | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 4,657,996 | | | $ | 73,051,692 | | | | 7,789,062 | | | $ | 108,119,671 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 1,261,253 | | | | 17,922,412 | |
Shares Redeemed | | | (5,159,131 | ) | | | (78,800,162 | ) | | | (12,946,295 | ) | | | (179,842,398 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (501,135 | ) | | | (5,748,470 | ) | | | (3,895,980 | ) | | | (53,800,315 | ) |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 331,919 | | | $ | 5,098,331 | | | | 744,796 | | | $ | 10,264,574 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 139,856 | | | | 2,012,534 | |
Shares Redeemed | | | (1,029,542 | ) | | | (15,853,827 | ) | | | (2,536,882 | ) | | | (35,348,893 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (697,623 | ) | | | (10,755,496 | ) | | | (1,652,230 | ) | | | (23,071,785 | ) |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (1,198,758 | ) | | $ | (16,503,966 | ) | | | (5,548,210 | ) | | $ | (76,872,100 | ) |
| | | | | | | | | | | | | | | | |
Notes to Financial Statements – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | | | | | | | | | |
| MidCap HLS Fund | |
| | | For the Six-Month Period
Ended June 30, 2017 | | | For the Year Ended
December 31, 2016 | |
| | | Shares | | | Amount | | | Shares | | | Amount | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 3,813,536 | | | $ | 136,876,137 | | | | 4,162,036 | | | $ | 140,508,393 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 5,366,836 | | | | 173,178,978 | |
Shares Redeemed | | | (3,881,514 | ) | | | (139,886,344 | ) | | | (7,604,846 | ) | | | (252,673,800 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (67,978 | ) | | | (3,010,207 | ) | | | 1,924,026 | | | | 61,013,571 | |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 58,374 | | | $ | 2,054,892 | | | | 208,879 | | | $ | 6,848,448 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 305,433 | | | | 9,648,632 | |
Shares Redeemed | | | (147,152 | ) | | | (5,194,223 | ) | | | (846,524 | ) | | | (27,738,828 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (88,778 | ) | | | (3,139,331 | ) | | | (332,212 | ) | | | (11,241,748 | ) |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (156,756 | ) | | $ | (6,149,538 | ) | | | 1,591,814 | | | $ | 49,771,823 | |
| | | | | | | | | | | | | | | | |
|
| MidCap Value HLS Fund | |
| | | For the Six-Month Period
Ended June 30, 2017 | | | For the Year Ended
December 31, 2016 | |
| | | Shares | | | Amount | | | Shares | | | Amount | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 371,318 | | | $ | 4,601,246 | | | | 389,348 | | | $ | 4,658,326 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 3,439,721 | | | | 38,903,246 | |
Shares Redeemed | | | (1,923,697 | ) | | | (23,701,021 | ) | | | (3,280,710 | ) | | | (39,074,053 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (1,552,379 | ) | | | (19,099,775 | ) | | | 548,359 | | | | 4,487,519 | |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 55,340 | | | $ | 680,336 | | | | 185,352 | | | $ | 2,186,176 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 1,064,482 | | | | 11,964,774 | |
Shares Redeemed | | | (628,732 | ) | | | (7,707,874 | ) | | | (1,207,760 | ) | | | (14,245,410 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (573,392 | ) | | | (7,027,538 | ) | | | 42,074 | | | | (94,460 | ) |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (2,125,771 | ) | | $ | (26,127,313 | ) | | | 590,433 | | | $ | 4,393,059 | |
| | | | | | | | | | | | | | | | |
|
| Small Cap Growth HLS Fund | |
| | | For the Six-Month Period
Ended June 30, 2017 | | | For the Year Ended
December 31, 2016 | |
| | | Shares | | | Amount | | | Shares | | | Amount | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 3,875,584 | | | $ | 108,824,032 | | | | 6,146,285 | | | $ | 150,379,245 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 1,433,174 | | | | 36,230,638 | |
Shares Redeemed | | | (3,633,757 | ) | | | (102,032,101 | ) | | | (7,881,231 | ) | | | (192,825,988 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 241,827 | | | | 6,791,931 | | | | (301,772 | ) | | | (6,216,105 | ) |
| | | | | | | | | | | | | | | | |
Notes to Financial Statements – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | | | | | | | | | |
| Small Cap Growth HLS Fund – (continued) | |
| | | For the Six-Month Period
Ended June 30, 2017 | | | For the Year Ended
December 31, 2016 | |
| | | Shares | | | Amount | | | Shares | | | Amount | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 792,880 | | | $ | 21,805,282 | | | | 1,573,648 | | | $ | 37,425,555 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 388,274 | | | | 9,586,481 | |
Shares Redeemed | | | (1,261,180 | ) | | | (34,726,882 | ) | | | (1,899,579 | ) | | | (45,456,649 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (468,300 | ) | | | (12,921,600 | ) | | | 62,343 | | | | 1,555,387 | |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (226,473 | ) | | $ | (6,129,669 | ) | | | (239,429 | ) | | $ | (4,660,718 | ) |
| | | | | | | | | | | | | | | | |
|
| Small Company HLS Fund | |
| | | For the Six-Month Period
Ended June 30, 2017 | | | For the Year Ended
December 31, 2016 | |
| | | Shares | | | Amount | | | Shares | | | Amount | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 1,103,129 | | | $ | 18,757,123 | | | | 4,320,930 | | | $ | 69,407,503 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 5,503,709 | | | | 87,123,722 | |
Shares Redeemed | | | (20,963,393 | ) | | | (364,946,557 | ) | | | (22,041,377 | ) | | | (349,251,002 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (19,860,264 | ) | | | (346,189,434 | ) | | | (12,216,738 | ) | | | (192,719,777 | ) |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 121,871 | | | $ | 1,952,955 | | | | 955,330 | | | $ | 14,441,775 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 615,478 | | | | 9,078,306 | |
Shares Redeemed | | | (1,628,758 | ) | | | (26,537,951 | ) | | | (2,695,510 | ) | | | (40,659,316 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (1,506,887 | ) | | | (24,584,996 | ) | | | (1,124,702 | ) | | | (17,139,235 | ) |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (21,367,151 | ) | | $ | (370,774,430 | ) | | | (13,341,440 | ) | | $ | (209,859,012 | ) |
| | | | | | | | | | | | | | | | |
|
| Small/Mid Cap Equity HLS Fund | |
| | | For the Six-Month Period
Ended June 30, 2017 | | | For the Year Ended
December 31, 2016 | |
| | | Shares | | | Amount | | | Shares | | | Amount | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 320,253 | | | $ | 2,621,873 | | | | 1,366,914 | | | $ | 10,705,912 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 781,330 | | | | 5,789,652 | |
Shares Redeemed | | | (1,470,031 | ) | | | (12,061,543 | ) | | | (1,886,188 | ) | | | (13,863,228 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (1,149,778 | ) | | | (9,439,670 | ) | | | 262,056 | | | | 2,632,336 | |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 87,908 | | | $ | 715,410 | | | | 424,789 | | | $ | 3,209,670 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 147,003 | | | | 1,083,417 | |
Shares Redeemed | | | (475,613 | ) | | | (3,865,496 | ) | | | (658,111 | ) | | | (4,818,908 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (387,705 | ) | | | (3,150,086 | ) | | | (86,319 | ) | | | (525,821 | ) |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (1,537,483 | ) | | $ | (12,589,756 | ) | | | 175,737 | | | $ | 2,106,515 | |
| | | | | | | | | | | | | | | | |
Notes to Financial Statements – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | | | | | | | | | |
| Stock HLS Fund | |
| | | For the Six-Month Period
Ended June 30, 2017 | | | For the Year Ended
December 31, 2016 | |
| | | Shares | | | Amount | | | Shares | | | Amount | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 44,677 | | | $ | 3,188,414 | | | | 199,184 | | | $ | 13,343,315 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 356,943 | | | | 24,394,377 | |
Shares Redeemed | | | (1,322,044 | ) | | | (94,125,732 | ) | | | (2,794,292 | ) | | | (184,659,241 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (1,277,367 | ) | | | (90,937,318 | ) | | | (2,238,165 | ) | | | (146,921,549 | ) |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 11,490 | | | $ | 814,326 | | | | 59,518 | | | $ | 3,936,449 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 32,802 | | | | 2,241,103 | |
Shares Redeemed | | | (174,996 | ) | | | (12,463,800 | ) | | | (446,429 | ) | | | (29,469,033 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (163,506 | ) | | | (11,649,474 | ) | | | (354,109 | ) | | | (23,291,481 | ) |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (1,440,873 | ) | | $ | (102,586,792 | ) | | | (2,592,274 | ) | | $ | (170,213,030 | ) |
| | | | | | | | | | | | | | | | |
|
| Total Return Bond HLS Fund | |
| | | For the Six-Month Period
Ended June 30, 2017 | | | For the Year Ended
December 31, 2016 | |
| | | Shares | | | Amount | | | Shares | | | Amount | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 5,361,369 | | | $ | 60,276,044 | | | | 8,946,264 | | | $ | 100,688,213 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 5,995,954 | | | | 67,994,124 | |
Shares Redeemed | | | (17,080,820 | ) | | | (192,144,801 | ) | | | (36,538,628 | ) | | | (410,475,319 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (11,719,451 | ) | | | (131,868,757 | ) | | | (21,596,410 | ) | | | (241,792,982 | ) |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 468,832 | | | $ | 5,254,986 | | | | 711,513 | | | $ | 7,976,767 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 663,479 | | | | 7,484,042 | |
Shares Redeemed | | | (1,821,284 | ) | | | (20,397,346 | ) | | | (4,748,050 | ) | | | (53,039,383 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (1,352,452 | ) | | | (15,142,360 | ) | | | (3,373,058 | ) | | | (37,578,574 | ) |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (13,071,903 | ) | | $ | (147,011,117 | ) | | | (24,969,468 | ) | | $ | (279,371,556 | ) |
| | | | | | | | | | | | | | | | |
|
| Ultrashort Bond HLS Fund | |
| | | For the Six-Month Period
Ended June 30, 2017 | | | For the Year Ended
December 31, 2016 | |
| | | Shares | | | Amount | | | Shares | | | Amount | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 1,776,407 | | | $ | 17,878,429 | | | | 3,997,140 | | | $ | 40,076,556 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 254,655 | | | | 2,551,645 | |
Shares Redeemed | | | (6,801,754 | ) | | | (68,447,429 | ) | | | (12,302,990 | ) | | | (123,344,159 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (5,025,347 | ) | | | (50,569,000 | ) | | | (8,051,195 | ) | | | (80,715,958 | ) |
| | | | | | | | | | | | | | | | |
Notes to Financial Statements – (continued)
June 30, 2017 (Unaudited)
| | | | | | | | | | | | | | | | |
| Ultrashort Bond HLS Fund – (continued) | |
| | | For the Six-Month Period
Ended June 30, 2017 | | | For the Year Ended
December 31, 2016 | |
| | | Shares | | | Amount | | | Shares | | | Amount | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 502,899 | | | $ | 5,051,208 | | | | 1,092,356 | | | $ | 10,920,951 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 12,039 | | | | 120,504 | |
Shares Redeemed | | | (1,130,145 | ) | | | (11,349,627 | ) | | | (2,982,859 | ) | | | (29,834,147 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (627,246 | ) | | | (6,298,419 | ) | | | (1,878,464 | ) | | | (18,792,692 | ) |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (5,652,593 | ) | | $ | (56,867,419 | ) | | | (9,929,659 | ) | | $ | (99,508,650 | ) |
| | | | | | | | | | | | | | | | |
|
U.S. Government Securities HLS Fund | |
| | | For the Six-Month Period
Ended June 30, 2017 | | | For the Year Ended
December 31, 2016 | |
| | | Shares | | | Amount | | | Shares | | | Amount | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 1,075,030 | | | $ | 11,139,873 | | | | 4,083,858 | | | $ | 42,855,959 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 722,114 | | | | 7,582,207 | |
Shares Redeemed | | | (3,554,739 | ) | | | (36,871,440 | ) | | | (8,875,818 | ) | | | (93,215,231 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (2,479,709 | ) | | | (25,731,567 | ) | | | (4,069,846 | ) | | | (42,777,065 | ) |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 188,491 | | | $ | 1,949,154 | | | | 855,371 | | | $ | 8,957,933 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 137,967 | | | | 1,447,269 | |
Shares Redeemed | | | (727,778 | ) | | | (7,539,351 | ) | | | (1,996,389 | ) | | | (20,941,029 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (539,287 | ) | | | (5,590,197 | ) | | | (1,003,051 | ) | | | (10,535,827 | ) |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (3,018,996 | ) | | $ | (31,321,764 | ) | | | (5,072,897 | ) | | $ | (53,312,892 | ) |
| | | | | | | | | | | | | | | | |
|
Value HLS Fund | |
| | | For the Six-Month Period
Ended June 30, 2017 | | | For the Year Ended
December 31, 2016 | |
| | | Shares | | | Amount | | | Shares | | | Amount | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 424,271 | | | $ | 6,724,572 | | | | 776,955 | | | $ | 11,933,096 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 4,222,098 | | | | 62,687,087 | |
Shares Redeemed | | | (2,307,695 | ) | | | (36,437,457 | ) | | | (5,017,607 | ) | | | (77,099,704) | |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (1,883,424 | ) | | | (29,712,885 | ) | | | (18,554 | ) | | | (2,479,521 | ) |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 46,014 | | | $ | 724,270 | | | | 189,127 | | | $ | 2,861,768 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 724,814 | | | | 10,726,703 | |
Shares Redeemed | | | (447,942 | ) | | | (7,077,285 | ) | | | (955,721 | ) | | | (14,771,674 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (401,928 | ) | | | (6,353,015 | ) | | | (41,780 | ) | | | (1,183,203 | ) |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (2,285,352 | ) | | $ | (36,065,900 | ) | | | (60,334 | ) | | $ | (3,662,724 | ) |
| | | | | | | | | | | | | | | | |
Notes to Financial Statements – (continued)
June 30, 2017 (Unaudited)
Each Fund participates in a committed line of credit pursuant to a credit agreement. Each Fund may borrow under the line of credit for temporary or emergency purposes. The Funds (together with certain other Hartford Funds) may borrow up to $375 million in the aggregate, subject to asset coverage and other limitations specified in the credit agreement. The interest rate on borrowings varies depending on the nature of the loan. The facility also charges a commitment fee, which is allocated to each of the funds participating in the line of credit based on average net assets of the funds. During the six-month period ended June 30, 2017, none of the Funds had borrowings under this facility.
| 12. | Pending Legal Proceedings: |
On February 25, 2011, Jennifer L. Kasilag, Louis Mellinger, Judith M. Menendez, Jacqueline M. Robinson, and Linda A. Russell filed a derivative lawsuit against Hartford Investment Financial Services, LLC (“HIFSCO”) (now known as Hartford Funds Distributors, LLC) on behalf of six Hartford retail mutual funds in the United States District Court for the District of New Jersey, alleging that HIFSCO received excessive advisory and distribution fees in violation of its statutory fiduciary duty under Section 36(b) of the 1940 Act when serving as investment manager and principal underwriter, respectively, to the Hartford retail mutual funds. Although this action was purportedly filed on behalf of certain of the Hartford Funds, none of the Hartford Funds is itself a defendant to the suit. HIFSCO moved to dismiss and, in September 2011, the motion was granted in part and denied in part, with leave to amend the complaint. In November 2011, plaintiffs filed an amended complaint on behalf of certain Hartford retail mutual funds, The Hartford Global Health Fund (now known as The Hartford Healthcare Fund), The Hartford Conservative Allocation Fund, The Hartford Growth Opportunities Fund, The Hartford Inflation Plus Fund, The Hartford Advisers Fund (now known as The Hartford Balanced Fund), and The Hartford Capital Appreciation Fund. Plaintiffs seek to rescind the investment management agreements and distribution plans between HIFSCO and these funds and to recover the total fees charged thereunder or, in the alternative, to recover any improper compensation HIFSCO received, in addition to lost earnings.
HIFSCO filed a partial motion to dismiss the amended complaint and, in December 2012, the court dismissed without prejudice the claims regarding distribution fees and denied the motion with respect to the advisory fees claims. In March 2014, the plaintiffs filed a new complaint that, among other things, added as new plaintiffs The Hartford Floating Rate Fund and The Hartford Small Company Fund and named as a defendant Hartford Funds Management Company, LLC (“HFMC”), which assumed the role as investment manager to the funds as of January 2013. In June 2015, HFMC and HIFSCO moved for summary judgment, and plaintiffs cross-moved for partial summary judgment with respect to The Hartford Capital Appreciation Fund. In March 2016, the court, in large part, denied summary judgment for all parties. The court granted judgment for HFMC and HIFSCO with respect to all claims made by The Hartford Small Company Fund and certain claims made by The Hartford Floating Rate Fund. The court further ruled that the appropriate measure of damages on the surviving claims is the difference, if any, between the actual advisory fees paid through trial and those that could have been paid under the applicable legal standard. A bench trial on the issue of liability was held in November 2016. On February 28, 2017, the court granted judgment for HIFSCO and HFMC as to all claims. On March 23, 2017, plaintiffs appealed to the United States Court of Appeals for the Third Circuit.
No accrual for litigation relating to this matter has been recorded in the financial statements of the Funds because the Funds are not party to the suit.
On October 21, 2013 for the Ultrashort Bond HLS Fund, a reverse stock split was declared for the Class IA and Class IB shares at a ten to one ratio. The effect of the reverse stock split was to divide the number of outstanding shares by the reverse split factor, with a corresponding increase in the net asset value per share. The split was executed at the closing rounded NAV as of the prior business day. This transaction did not change the net assets of the Fund and the total value of a shareholder’s investment in the Fund did not change as a result of the reverse stock split. Data presented in the Financial Highlights has been adjusted retroactively to account for the reverse stock split.
Under each Company’s organizational documents, the Company shall indemnify its officers and directors to the full extent required or permitted under Maryland General Corporation Law and federal securities laws. In addition, each Company, on behalf of its respective
Notes to Financial Statements – (continued)
June 30, 2017 (Unaudited)
Funds, may enter into contracts that contain a variety of indemnifications. Each Company’s maximum exposure under these arrangements is unknown. However, as of the date of these financial statements, each Company has not had prior claims or losses pursuant to these contracts and expects the risk of loss to be remote.
| 15. | Recent Accounting Pronouncement: |
In August 2016, Financial Accounting Standards Board (“FASB”) issued Accounting Standards Update No. 2016-15, “Statement of Cash Flows (Topic 230), a consensus of the FASB’s Emerging Issues Task Force” (“ASU 2016-15”). The guidance is intended to reduce diversity in practice in how certain transactions are classified in the statement of cash flows. The issues addressed in ASU 2016-15 are: debt prepayment or debt extinguishment costs, settlement of zero-coupon debt instruments, contingent consideration payments made after a business combination, proceeds from the settlement of insurance claims, proceeds from the settlement of corporate-owned life insurance policies, including bank-owned life insurance policies, distributions received from equity method investments, beneficial interests in securitization transactions; and, separately identifiable cash flows and application of the predominance principle. The guidance is effective for interim and annual reporting periods beginning after December 15, 2017. Management is currently evaluating the implication, if any, of additional disclosure and its impact on the Funds’ financial statements.
In November 2016, FASB issued Accounting Standards Update No. 2016-18, “Statement of Cash Flows (Topic 230), Restricted Cash, a consensus of the FASB’s Emerging Issues Task Force” (“ASU 2016-18”). The guidance requires that a statement of cash flows explain the change during the period in the total of cash, cash equivalents, and amounts generally described as restricted cash or restricted cash equivalents. Therefore, amounts generally described as restricted cash and restricted cash equivalents should be included with cash and cash equivalents when reconciling the beginning-of-period and end-of-period total amounts shown on the statement of cash flows. The amendments in ASU 2016-18 do not provide a definition of restricted cash or restricted cash equivalents. The guidance is required to be presented for interim and annual reporting periods beginning after December 15, 2017. Management is currently evaluating the implication, if any, of additional disclosure and its impact on the Funds’ financial statements.
At its meeting held on August 2, 2017, the Board of Directors of Hartford Series Fund, Inc. (“Board of Directors”) approved an extension of the current 0.03% management fee waiver for Balanced HLS Fund, effective January 1, 2018 through December 31, 2018. In addition, the Board of Directors approved a reduction in Value HLS Fund’s contractual management fee rate. Effective January 1, 2018, Value HLS Fund’s revised management fee schedule will be as follows: 0.6900% of the first $250 million, 0.6425% of the next $250 million, 0.6325% of the next $500 million, 0.6250% of the next $1.5 billion, 0.6200% of the next $2.5 billion, 0.6150% of the next $5 billion, and 0.6100% in excess of $10 billion annually of the Fund’s average daily net assets.
General Information (Unaudited)
HOW TO OBTAIN A COPY OF EACH FUND’S PROXY VOTING POLICIES AND VOTING RECORDS (UNAUDITED)
A description of the policies and procedures that each Fund uses to determine how to vote proxies relating to portfolio securities and information about how each Fund voted proxies relating to portfolio securities during the most recent twelve-month period ended June 30 are available (1) without charge, upon request, by calling 888-843-7824 and (2) on the SEC’s website at http://www.sec.gov.
QUARTERLY PORTFOLIO HOLDINGS INFORMATION (UNAUDITED)
Each Fund files a complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-Q. Each Fund’s Forms N-Q are available (1) without charge, upon request, by calling 888-843-7824 and (2) on the SEC’s website at http://www.sec.gov. The Form N-Q may be reviewed and copied at the SEC’s Public Reference Room in Washington, DC. Information on the operation of the Public Reference Room may be obtained by calling 1-800-SEC-0330.
THIS PRIVACY POLICY IS NOT PART OF THIS REPORT
Privacy Policy and Practices of The Hartford Financial Services Group, Inc. and its Affiliates
(herein called “we, our, and us”)
This Privacy Policy applies to our United States Operations
We value your trust. We are committed to the responsible:
a) management;
b) use; and
c) protection;
of Personal Information.
This notice describes how we collect, disclose, and
protect Personal Information.
We collect Personal Information to:
a) service your Transactions with us; and
b) support our business functions.
We may obtain Personal Information from:
a) You;
b) your Transactions with us; and
c) third parties such as a consumer-reporting agency.
Based on the type of product or service You apply for or get from us, Personal Information such as:
a) your name;
b) your address;
c) your income;
d) your payment; or
e) your credit history;
may be gathered from sources such as applications, Transactions, and consumer reports.
To serve You and service our business, we may share certain Personal Information. We will share Personal Information, only as allowed by law, with affiliates such as:
a) our insurance companies;
b) our employee agents;
c) our brokerage firms; and
d) our administrators.
As allowed by law, we may share Personal Financial Information with our affiliates to:
a) market our products; or
b) market our services;
to You without providing You with an option to prevent these disclosures.
We may also share Personal Information, only as allowed by law, with unaffiliated third parties including:
a) independent agents;
b) brokerage firms;
c) insurance companies;
d) administrators; and
e) service providers;
who help us serve You and service our business.
When allowed by law, we may share certain Personal Financial Information with other unaffiliated third parties who assist us by performing services or functions such as:
a) taking surveys;
b) marketing our products or services; or
c) offering financial products or services under a joint agreement between us and one or more financial institutions.
We, and third parties we partner with, may track some of the pages You visit through the use of:
a) cookies;
b) pixel tagging; or
c) other technologies;
and currently do not process or comply with any web browser’s “do not track” signal or other similar mechanism that indicates a request to disable online tracking of individual users who visit our websites or use our services.
For more information, our Online Privacy Policy, which governs information we collect on our website and our affiliate websites, is available at https://www.thehartford.com/online-privacy-policy.
We will not sell or share your Personal Financial Information with anyone for purposes unrelated to our business functions without offering You the opportunity to:
a) “opt-out;” or
b) “opt-in;”
as required by law.
We only disclose Personal Health Information with:
a) your proper written authorization; or
b) as otherwise allowed or required by law.
Our employees have access to Personal Information in the course of doing their jobs, such as:
a) underwriting policies;
b) paying claims;
c) developing new products; or
d) advising customers of our products and services.
We use manual and electronic security procedures to maintain:
a) the confidentiality; and
b) the integrity of;
Personal Information that we have. We use these procedures to guard against unauthorized access.
Some techniques we use to protect Personal Information include:
a) secured files;
b) user authentication;
c) encryption;
d) firewall technology; and
e) the use of detection software.
We are responsible for and must:
a) identify information to be protected;
b) provide an adequate level of protection for that data;
c) grant access to protected data only to those people who must use it in the performance of their job-related duties.
Employees who violate our privacy policies and procedures may be subject to discipline, which may include termination of their employment with us.
We will continue to follow our Privacy Policy regarding Personal Information even when a business relationship no longer exists between us.
As used in this Privacy Notice:
Application means your request for our product or service.
Personal Financial Information means financial information such as:
a) credit history;
b) income;
c) financial benefits; or
d) policy or claim information.
Personal Financial Information may include Social Security Numbers, Driver’s license numbers, or other government-issued identification numbers, or credit, debit card, or bank account numbers.
Personal Health Information means health information such as:
a) your medical records; or
b) information about your illness, disability or injury.
Personal Information means information that identifies You personally and is not otherwise available to the public. It includes:
a) Personal Financial Information; and
b) Personal Health Information.
Transaction means your business dealings with us, such as:
a) your Application;
b) your request for us to pay a claim; and
c) your request for us to take an action on your account.
You means an individual who has given us Personal Information in conjunction with:
a) asking about;
b) applying for; or
c) obtaining;
a financial product or service from us if the product or service is used mainly for personal, family, or household purposes.
This Customer Privacy Notice is being provided on behalf of The Hartford Financial Services Group, Inc. and its affiliates, to the extent required by the Gramm-Leach-Bliley Act and implementing regulations.
1stAGChoice, Inc.; Access CoverageCorp, Inc.; Access CoverageCorp Technologies, Inc.; American Maturity Life Insurance Company; Archway 60 R, LLC; Business Management Group, Inc.; DMS R, LLC; First State Insurance Company; Fountain Investors I LLC; Fountain Investors II LLC; Fountain Investors III LLC; Fountain Investors IV LLC; FP R, LLC (Delaware); FTC Resolution Company LLC; Hart Re Group L.L.C.; Hartford Accident and Indemnity Company; Hartford Administrative Services Company; Hartford Casualty General Agency, Inc.; Hartford Casualty Insurance Company; Hartford Financial Services, LLC; Hartford Fire General Agency, Inc.; Hartford Fire Insurance Company; Hartford Funds Distributors, LLC; Hartford Funds Management Company, LLC; Hartford Funds Management Group, Inc.; Hartford Group Benefits Holding Company; Hartford Holdings, Inc.; Hartford HLS Series Fund II, Inc.; Hartford Insurance Company of Illinois; Hartford Insurance Company of the Midwest; Hartford Insurance Company of the Southeast; Hartford Integrated Technologies, Inc.; Hartford International Life Reassurance Corporation; Hartford Investment Management Company; Hartford Life and Accident Insurance Company; Hartford Life and Annuity Insurance Company; Hartford Life Insurance Company; Hartford Life, Inc.; Hartford Life International Holding Company; Hartford Life Private Placement, LLC; Hartford Lloyd’s Corporation; Hartford Lloyd’s Insurance Company; Hartford of Texas General Agency, Inc.; Hartford Residual Market, L.C.C.; Hartford Securities Distribution Company, Inc.; Hartford Series Fund, Inc.; Hartford Specialty Insurance Services of Texas, LLC; Hartford Strategic Investments, LLC; Hartford Underwriters General Agency, Inc.; Hartford Underwriters Insurance Company; Hartford-Comprehensive Employee Benefit Service Company; HDC R, LLC .; Heritage Holdings, Inc.; HIMCO Distribution Services Company; HIMCO Variable Insurance Trust; HLA LLC; HL Investment Advisors, LLC; Horizon Management Group, LLC; HRA Brokerage Services, Inc.; Lanidex Class B, LLC; ; Lanidex R, LLC (Delaware); Lattice Strategies LLC; Maxum Casualty Insurance Company; Maxum Indemnity Company; Maxum Specialty Services Corporation; MPC Resolution Company LLC; New England Insurance Company; New England Reinsurance Corporation; Northern Homelands Company; Nutmeg Insurance Agency, Inc.; Nutmeg Insurance Company; Pacific Insurance Company, Limited; Property and Casualty Insurance Company of Hartford; Sentinel Insurance Company, Ltd.; Trumbull Flood Management, L.L.C.; Trumbull Insurance Company; Twin City Fire Insurance Company.
Revised March 2017
Series of Hartford Series Fund, Inc. and Hartford HLS Series Fund II, Inc. (each a “Fund” and collectively, the “Funds”) are not subsidiaries of The Hartford Financial Services Group, Inc. (“The Hartford”) but are underwritten, distributed by and advised by subsidiaries of The Hartford. Investments in the Funds are not guaranteed by The Hartford or any other entity.
This report is submitted for the general information of the shareholders of the Funds referenced in this report. It is not authorized for distribution to persons who are not shareholders of one or more Funds referenced in this report unless preceded or accompanied by a current prospectus for the relevant Fund. Nothing herein contained is to be considered an offer of sale or a solicitation of an offer to buy shares of any Fund listed in this report. Such offering is only made by prospectus, which includes details as to the offering price and other material information.
Investors should carefully consider the investment objectives, risks, charges and expenses of a Fund. This and other important information is contained in a Fund’s prospectus and summary prospectus, which can be obtained by visiting hartfordfunds.com. Please read it carefully before investing.
The Funds are distributed by Hartford Funds Distributors, LLC (HFD), Member FINRA. Hartford Funds Management Company, LLC (HFMC) is the Funds’ investment manager. The Funds are sub-advised by Wellington Management Company LLP. HFD and HFMC are not affiliated with Wellington Management Company LLP.
HLSSAR17 8-17 202455 Printed in U.S.A.
Item 2. Code of Ethics.
Not applicable to this semi-annual filing
Item 3. Audit Committee Financial Expert.
Not applicable to this semi-annual filing
Item 4. Principal Accountant Fees and Services.
Not applicable to this semi-annual filing
Item 5. Audit Committee of Listed Registrants.
Not applicable.
Item 6. Investments.
| | (a) | The Schedule of Investments in securities of unaffiliated issuers as of the close of the reporting period is included as part of the semi-annual report filed under Item 1 of this form. |
Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.
Not applicable.
Item 8. Portfolio Managers of Closed-End Management Investment Companies.
Not applicable.
Item 9. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.
Not applicable.
Item 10. Submission of Matters to a Vote of Security Holders.
There have been no material changes to the procedures by which shareholders may recommend nominees to the registrant’s board of directors since the registrant last provided disclosure in response to this requirement.
Item 11. Controls and Procedures.
| | (a) | The registrant’s principal executive and principal financial officers, or persons performing similar functions, have concluded that the registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the “1940 Act”) (17 CFR 270.30a-3(c))) are generally effective to provide reasonable assurance, as of a date within 90 days of the filing date of the report that includes the disclosure required by this paragraph, based on their evaluation of these controls and procedures required by Rule 30a-3(b) under the 1940 Act (17 CFR 270.30a-3(b)) and Rules 13a-15(b) or |
| | 15d-15(b) under the Securities Exchange Act of 1934, as amended (17 CFR 240.13a-15(b) or 240.15d-15(b)). |
| | (b) | There were no changes in the registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act (17 CFR 270.30a-3(d))) that occurred during the registrant’s second fiscal quarter of the period covered by this report that have materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting. |
Item 12. Exhibits.
(a)(1) Not applicable.
(a)(2) Separate certifications for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the 1940 Act (17 CFR 270.30a-2(a)) and Section 302 of the Sarbanes-Oxley Act of 2002 are attached hereto.
(a)(3) Not applicable.
(b) Certifications pursuant to Rule 30a-2(b) under the 1940 Act and Section 906 of the Sarbanes-Oxley Act of 2002 are attached hereto.
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
| | | | | | |
| | | | HARTFORD HLS SERIES FUND II, INC. |
| | | |
| Date: August 28, 2017 | | | | By: | | /s/ James E. Davey |
| | | | | | James E. Davey, President and |
| | | | | | Chief Executive Officer |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
| | | | | | |
| Date: August 28, 2017 | | | | By: | | /s/ James E. Davey |
| | | | | | James E. Davey, President and |
| | | | | | Chief Executive Officer |
| | | |
| Date: August 28, 2017 | | | | By: | | /s/ Michael Flook |
| | | | | | Michael Flook, Vice President, |
| | | | | | Treasurer and Controller |
