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 R. Phillips, Esquire
Hartford Funds Management Company, LLC
690 Lee Road
Wayne, Pennsylvania 19087
(Name and Address of Agent for Service)
Copy to:
John V. O’Hanlon, Esquire
Dechert LLP
One International Place, 40th Floor
100 Oliver Street
Boston, Massachusetts 02110-2605
Registrant’s telephone number, including area code: (610) 386-4068
Date of fiscal year end: December 31
Date of reporting period: June 30, 2021
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 Shareholders:
Thank you for investing in Hartford HLS Funds. The following is the Funds’ Semi-Annual Report covering the period from January 1, 2021 to June 30, 2021.
Market Review
During the six months ended June 30, 2021, U.S. stocks, as measured by the S&P 500 Index,1 gained 15.25%. The strong returns for the period reflected growing conviction
among investors that a genuine economic recovery had taken hold and that the coronavirus (COVID-19) pandemic was finally loosening its grip on global economies.
As the period began, federal, state, and local health officials geared up for one of the largest mass-vaccination programs in history. But a fierce early-winter resurgence of viral infections touched off a wave of new hospitalizations and deaths before the COVID-19 vaccines could be implemented on a widespread basis.
In the late winter of 2021, new viral variants took root in the U.S., threatening to prolong the pandemic. But by the end of the period, hospitalizations and deaths plummeted as nearly 155 million individuals in the U.S. were fully vaccinated (more than 47% of the entire U.S. population).2
Meanwhile, in March 2021, the U.S. Congress fast-tracked approval of the Biden administration’s $1.9 trillion economic stimulus package. The new law provided, among other things, stimulus checks, additional unemployment aid, funding for school re-openings, new child-tax credits, and improved financial support for small businesses. By the end of the period, a new legislative proposal for an infrastructure package was gaining fresh momentum.
On the monetary front, the U.S. Federal Reserve (Fed) continued to maintain its ongoing policy of near-zero interest rates in support of the recovery. In March 2021, rates on 10-year Treasuries briefly rose to nearly 1.75%, triggering a new round of market volatility and a fierce debate over the possible return of inflation.
A surprise 5% rise in the Consumer Price Index in May 2021 added more fuel to the debate over whether higher prices for gasoline, used cars, housing, travel, and consumer staples reflected the temporary supply dislocations of a suddenly re-opened economy, or the start of something more persistent. As the period ended, Fed policymakers continued to argue that inflation would likely be transitory. However, a volatile stock market seemed to reflect continued uncertainty.
More than ever, it’s important to maintain a strong relationship with a financial professional.
Thank you again for investing in Hartford HLS Funds. For the most up-to-date information on our funds, please take advantage of all the resources available at hartfordfunds.com.
James Davey
President
Hartford HLS Funds
1 | S&P 500 Index is a market capitalization-weighted price index composed of 500 widely held common stocks. |
| The index is unmanaged and not available for direct investment. Past performance is not indicative of future results. |
2 | USAFacts.org, “What’s the nation’s progress on vaccinations?” |
Hartford HLS Funds
Table of Contents
|
Hartford Balanced HLS Fund |
Fund Overview
June 30, 2021 (Unaudited)
| | |
Inception 03/31/1983 Sub-advised by Wellington Management Company LLP | | Investment objective – The Fund seeks long-term total return. |
Average Annual Total Returns
for the Periods Ending 06/30/2021
| | | | | | | | | | | | | | | | |
| | Six Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class IA | | | 11.91% | | | | 28.52% | | | | 11.44% | | | | 10.08% | |
Class IB | | | 11.79% | | | | 28.22% | | | | 11.16% | | | | 9.80% | |
60% S&P 500 Index/ 35% Bloomberg Barclays Government/Credit Bond Index/ 5% ICE BofA US 3-Month Treasury Bill Index2 | | | 8.23% | | | | 23.02% | | | | 11.90% | | | | 10.36% | |
S&P 500 Index | | | 15.25% | | | | 40.79% | | | | 17.65% | | | | 14.84% | |
Bloomberg Barclays Government/Credit Bond Index | | | -1.96% | | | | -0.39% | | | | 3.31% | | | | 3.71% | |
ICE BofA US 3-Month Treasury Bill Index | | | 0.02% | | | | 0.09% | | | | 1.17% | | | | 0.63% | |
2 | Calculated by Hartford Funds Management Company, LLC |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance. 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 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 06/30/2021, 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. The total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
Performance information may reflect waivers/reimbursements without which performance would have been lower.
As shown in the Fund’s current prospectus, the total annual fund operating expense ratios for Class IA and Class IB were 0.67% and 0.92%, respectively. Gross and net expenses are the same. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 06/30/2021.
Class IA shares and Class IB shares of the Fund are closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.
Important Risks
Investing involves risk, including the possible loss of principal. The Fund seeks to achieve its investment objective by allocating assets among different asset classes. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • Fixed income security risks include credit, liquidity, call, duration, event, and interest-rate risk. As interest rates rise, bond prices generally fall. • Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political, economic and regulatory developments. • 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-related and asset-backed securities’ risks include credit, interest-rate, prepayment, and extension risk.
Composition by Security Type(1)
as of 06/30/2021
| | | | |
Category | | Percentage of Net Assets | |
Equity Securities | |
Common Stocks | | | 67.9 | % |
| | | | |
Total | | | 67.9 | % |
| | | | |
Fixed Income Securities | |
Asset & Commercial Mortgage-Backed Securities | | | 2.4 | % |
Corporate Bonds | | | 13.6 | |
Foreign Government Obligations | | | 0.3 | |
Municipal Bonds | | | 0.6 | |
U.S. Government Agencies(2) | | | 0.4 | |
U.S. Government Securities | | | 12.6 | |
| | | | |
Total | | | 29.9 | % |
| | | | |
Short-Term Investments | | | 3.8 | |
Other Assets & Liabilities | | | (1.6 | ) |
| | | | |
Total | | | 100.0 | % |
| | | | |
(1) | For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
(2) | All or a portion of the securities categorized as U.S. Government Agencies were agency mortgage-backed securities as of June 30, 2021. |
|
Hartford Capital Appreciation HLS Fund |
Fund Overview
June 30, 2021 (Unaudited)
| | |
Inception 04/02/1984 Sub-advised by Wellington Management Company LLP | | Investment objective – The Fund seeks growth of capital. |
Average Annual Total Returns
for the Periods Ending 06/30/2021
| | | | | | | | | | | | | | | | |
| | Six Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class IA | | | 10.07% | | | | 39.02% | | | | 16.45% | | | | 12.56% | |
Class IB | | | 9.91% | | | | 38.64% | | | | 16.16% | | | | 12.28% | |
Class IC | | | 9.79% | | | | 38.30% | | | | 15.87% | | | | 12.00% | |
Russell 3000 Index | | | 15.11% | | | | 44.16% | | | | 17.89% | | | | 14.70% | |
S&P 500 Index | | | 15.25% | | | | 40.79% | | | | 17.65% | | | | 14.84% | |
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. The table does not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance. 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 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 06/30/2021, 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. The total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.
Class IC shares commenced operations on 04/30/2014. 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.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
As shown in the Fund’s current prospectus, the total annual fund operating expense ratios for Class IA, Class IB and Class IC were 0.67%, 0.92% and 1.17%, respectively. Gross and net expenses are the same. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 06/30/2021.
Class IA and IB shares of the Fund are closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.
Important Risks
Investing involves risk, including the possible loss of principal. The Fund’s strategy for allocating assets among portfolio management teams may not work as intended. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •Mid-cap securities can have greater risks and volatility than large-cap securities. •Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political, economic and regulatory developments. These risks are generally greater for investments in emerging markets. • To the extent the Fund focuses on one or more sectors, the Fund may be subject to increased volatility and risk of loss if adverse developments occur.
Composition by Sector(1)
as of 06/30/2021
| | | | |
Sector | | Percentage of Net Assets | |
Equity Securities | |
Communication Services | | | 8.1 | % |
Consumer Discretionary | | | 16.8 | |
Consumer Staples | | | 7.3 | |
Energy | | | 1.5 | |
Financials | | | 11.4 | |
Health Care | | | 14.1 | |
Industrials | | | 10.0 | |
Information Technology | | | 19.7 | |
Materials | | | 2.7 | |
Real Estate | | | 4.1 | |
Utilities | | | 1.9 | |
| | | | |
Total | | | 97.6 | % |
| | | | |
Short-Term Investments | | | 2.8 | |
Other Assets & Liabilities | | | (0.4 | ) |
| | | | |
Total | | | 100.0 | % |
| | | | |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
|
Hartford Disciplined Equity HLS Fund |
Fund Overview
June 30, 2021 (Unaudited)
| | |
Inception 05/29/1998 Sub-advised by Wellington Management Company LLP | | Investment objective – The Fund seeks growth of capital. |
Average Annual Total Returns
for the Periods Ending 06/30/2021
| | | | | | | | | | | | | | | | |
| | Six Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class IA | | | 14.25% | | | | 40.77% | | | | 17.43% | | | | 15.58% | |
Class IB | | | 14.07% | | | | 40.41% | | | | 17.13% | | | | 15.29% | |
Class IC | | | 13.97% | | | | 40.08% | | | | 16.84% | | | | 15.01% | |
S&P 500 Index | | | 15.25% | | | | 40.79% | | | | 17.65% | | | | 14.84% | |
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. The table does not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance. 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 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 06/30/2021, 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. The total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.
Class IC shares commenced operations on 09/18/2020. 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.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
As shown in the Fund’s current prospectus, the total annual fund operating expense ratios for Class IA, Class IB and Class IC were 0.64%, 0.89% and 1.14%, respectively. Gross and net expenses are the same. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 06/30/2021.
Class IA and Class IB of the Fund are closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies.
Composition by Sector(1)
as of 06/30/2021
| | | | |
Sector | | Percentage of Net Assets | |
Equity Securities | |
Communication Services | | | 12.5 | % |
Consumer Discretionary | | | 12.9 | |
Consumer Staples | | | 6.5 | |
Energy | | | 1.3 | |
Financials | | | 12.0 | |
Health Care | | | 13.7 | |
Industrials | | | 9.7 | |
Information Technology | | | 25.8 | |
Materials | | | 1.1 | |
Real Estate | | | 1.8 | |
Utilities | | | 2.0 | |
| | | | |
Total | | | 99.3 | % |
| | | | |
Short-Term Investments | | | 0.6 | |
Other Assets & Liabilities | | | 0.1 | |
| | | | |
Total | | | 100.0 | % |
| | | | |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
|
Hartford Dividend and Growth HLS Fund |
Fund Overview
June 30, 2021 (Unaudited)
| | |
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. |
Average Annual Total Returns
for the Periods Ending 06/30/2021
| | | | | | | | | | | | | | | | |
| | Six Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class IA | | | 17.53% | | | | 42.69% | | | | 15.04% | | | | 12.90% | |
Class IB | | | 17.42% | | | | 42.38% | | | | 14.76% | | | | 12.62% | |
S&P 500 Index | | | 15.25% | | | | 40.79% | | | | 17.65% | | | | 14.84% | |
Russell 1000 Value Index | | | 17.05% | | | | 43.68% | | | | 11.87% | | | | 11.61% | |
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. The table does not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance. 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 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 06/30/2021, 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. The total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
As shown in the Fund’s current prospectus, the total annual fund operating expense ratios for Class IA and Class IB were 0.66% and 0.91%, respectively. Gross and net expenses are the same. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 06/30/2021.
Class IA shares and Class IB shares of the Fund are closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •For dividend-paying stocks, dividends are not guaranteed and may decrease without notice. •Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political, economic and regulatory developments. •To the extent the Fund focuses on one or more sectors, the Fund may be subject to increased volatility and risk of loss if adverse developments occur. •Integration of environmental, social, and/or governance (ESG) factors into the investment process may not work as intended.
Composition by Sector(1)
as of 06/30/2021
| | | | |
Sector | | Percentage of Net Assets | |
Equity Securities | |
Communication Services | | | 8.8 | % |
Consumer Discretionary | | | 6.1 | |
Consumer Staples | | | 4.9 | |
Energy | | | 4.5 | |
Financials | | | 19.9 | |
Health Care | | | 15.2 | |
Industrials | | | 9.8 | |
Information Technology | | | 19.2 | |
Materials | | | 3.8 | |
Real Estate | | | 3.2 | |
Utilities | | | 3.1 | |
| | | | |
Total | | | 98.5 | % |
| | | | |
Short-Term Investments | | | 2.3 | |
Other Assets & Liabilities | | | (0.8 | ) |
| | | | |
Total | | | 100.0 | % |
| | | | |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
|
Hartford Healthcare HLS Fund |
Fund Overview
June 30, 2021 (Unaudited)
| | |
Inception 05/01/2000 Sub-advised by Wellington Management Company LLP | | Investment objective – The Fund seeks long-term capital appreciation. |
Average Annual Total Returns
for the Periods Ending 06/30/2021
| | | | | | | | | | | | | | | | |
| | Six Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class IA | | | 8.12% | | | | 27.09% | | | | 15.74% | | | | 16.75% | |
Class IB | | | 8.01% | | | | 26.78% | | | | 15.46% | | | | 16.46% | |
S&P Composite 1500 Health Care Index | | | 11.81% | | | | 28.88% | | | | 14.52% | | | | 15.91% | |
S&P 500 Index | | | 15.25% | | | | 40.79% | | | | 17.65% | | | | 14.84% | |
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. The table does not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance. 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 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 06/30/2021, 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. The total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
As shown in the Fund��s current prospectus, the total annual fund operating expense ratios for Class IA and Class IB were 0.91% and 1.16%, respectively. Gross and net expenses are the same. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 06/30/2021.
Class IA shares and Class IB shares of the Fund are closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •Risks of focusing investments on the healthcare related sector include regulatory and legal developments, patent considerations, intense competitive pressures, rapid technological changes, potential product obsolescence, and liquidity risk. •Small- and mid-cap securities can have greater risks and volatility than large-cap securities. •Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political, economic and regulatory developments. These risks may be greater, and include additional risks, for investments in emerging markets.
Composition by Subsector(1)
as of 06/30/2021
| | | | |
Subsector | | Percentage of Net Assets | |
Equity Securities | |
Biotechnology | | | 19.8 | % |
Consumer Finance | | | 0.1 | |
Diversified Telecommunication Services | | | 0.3 | |
Health Care Equipment & Supplies | | | 24.7 | |
Health Care Providers & Services | | | 17.5 | |
Insurance | | | 0.3 | |
Life Sciences Tools & Services | | | 8.1 | |
Pharmaceuticals | | | 26.2 | |
| | | | |
Total | | | 97.0 | % |
| | | | |
Short-Term Investments | | | 6.9 | |
Other Assets & Liabilities | | | (3.9 | ) |
| | | | |
Total | | | 100.0 | % |
| | | | |
(1) | For Fund compliance purposes, the Fund may not use the same classification system. These Subsector classifications are used for financial reporting purposes. |
|
Hartford International Opportunities HLS Fund |
Fund Overview
June 30, 2021 (Unaudited)
| | |
Inception 07/02/1990 Sub-advised by Wellington Management Company LLP | | Investment objective – The Fund seeks long-term growth of capital. |
Average Annual Total Returns
for the Periods Ending 06/30/2021
| | | | | | | | | | | | | | | | |
| | Six Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class IA | | | 5.87% | | | | 35.46% | | | | 11.34% | | | | 7.08% | |
Class IB | | | 5.79% | | | | 35.17% | | | | 11.07% | | | | 6.81% | |
MSCI ACWI ex USA Index (Net) | | | 9.16% | | | | 35.72% | | | | 11.08% | | | | 5.45% | |
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. The table does not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance. 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 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 06/30/2021, 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. The total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
As shown in the Fund’s current prospectus, the total annual fund operating expense ratios for Class IA and Class IB were 0.75% and 1.00%, respectively. Gross and net expenses
are the same. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 06/30/2021.
Class IA shares and Class IB shares of the Fund are closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political, economic and regulatory developments. These risks may be greater, and include additional risks, for investments in emerging markets. •Mid-cap securities can have greater risks and volatility than large-cap securities. •To the extent the Fund focuses on one or more sectors, geographic regions or countries, the Fund may be subject to increased volatility and risk of loss if adverse developments occur. •Integration of environmental, social, and/or governance (ESG) factors into the investment process may not work as intended. •The Fund may have high portfolio turnover, which could increase its transaction costs.
Composition by Sector(1)
as of 06/30/2021
| | | | |
Sector | | Percentage of Net Assets | |
Equity Securities | |
Communication Services | | | 4.5 | % |
Consumer Discretionary | | | 13.1 | |
Consumer Staples | | | 6.3 | |
Energy | | | 6.0 | |
Financials | | | 17.0 | |
Health Care | | | 9.5 | |
Industrials | | | 14.0 | |
Information Technology | | | 16.0 | |
Materials | | | 5.5 | |
Real Estate | | | 2.4 | |
Utilities | | | 3.3 | |
| | | | |
Total | | | 97.6 | % |
| | | | |
Short-Term Investments | | | 1.5 | |
Other Assets & Liabilities | | | 0.9 | |
| | | | |
Total | | | 100.0 | % |
| | | | |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
Fund Overview
June 30, 2021 (Unaudited)
| | |
Inception 07/14/1997 Sub-advised by Wellington Management Company LLP | | Investment objective – The Fund seeks long-term growth of capital. |
Average Annual Total Returns
for the Periods Ending 06/30/2021
| | | | | | | | | | | | | | | | |
| | Six Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class IA | | | 8.33% | | | | 42.75% | | | | 17.68% | | | | 14.22% | |
Class IB | | | 8.21% | | | | 42.42% | | | | 17.39% | | | | 13.93% | |
S&P MidCap 400 Index | | | 17.60% | | | | 53.24% | | | | 14.29% | | | | 12.40% | |
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. The table does not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance. 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 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 06/30/2021, 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. The total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
As shown in the Fund’s current prospectus, the total annual fund operating expense ratios for Class IA and Class IB were 0.70% and 0.95%, respectively. Gross and net expenses are the same. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 06/30/2021.
Class IA shares and Class IB shares of the Fund are closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •Mid-cap securities can have greater risks and volatility than large-cap securities. •To the extent the Fund focuses on one or more sectors, the Fund may be subject to increased volatility and risk of loss if adverse developments occur. •Integration of environmental, social, and/or governance (ESG) factors into the investment process may not work as intended.
Composition by Sector(1)
as of 06/30/2021
| | | | |
Sector | | Percentage of Net Assets | |
Equity Securities | |
Communication Services | | | 3.0 | % |
Consumer Discretionary | | | 11.2 | |
Consumer Staples | | | 2.1 | |
Energy | | | 0.1 | |
Financials | | | 11.4 | |
Health Care | | | 19.8 | |
Industrials | | | 14.8 | |
Information Technology | | | 25.8 | |
Materials | | | 2.5 | |
Real Estate | | | 6.1 | |
Utilities | | | 3.2 | |
| | | | |
Total | | | 100.0 | % |
| | | | |
Short-Term Investments | | | 1.4 | |
Other Assets & Liabilities | | | (1.4 | ) |
| | | | |
Total | | | 100.0 | % |
| | | | |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
|
Hartford Small Cap Growth HLS Fund |
Fund Overview
June 30, 2021 (Unaudited)
| | |
Inception 05/02/1994 Sub-advised by Wellington Management Company LLP | | Investment objective – The Fund seeks long-term capital appreciation. |
Average Annual Total Returns
for the Periods Ending 06/30/2021
| | | | | | | | | | | | | | |
| | Six Months1 | | 1 Year | | | 5 Years | | | 10 Years | |
Class IA | | 5.11% | | | 47.03% | | | | 17.95% | | | | 13.68% | |
Class IB | | 4.96% | | | 46.69% | | | | 17.66% | | | | 13.40% | |
Russell 2000 Growth Index | | 8.98% | | | 51.36% | | | | 18.76% | | | | 13.52% | |
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. The table does not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance. 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 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 06/30/2021, 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. The total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
As shown in the Fund’s current prospectus, the total annual fund operating expense ratios for Class IA and Class IB were 0.67% and 0.92%, respectively. Gross and net expenses are the same. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 06/30/2021.
The Fund is closed to new investors, subject to certain exceptions. For more information, please see the Fund’s statutory prospectus.
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •Small-cap securities can have greater risks, including liquidity risk, and volatility than large-cap securities. •Different investment styles may go in and out favor, which may cause the Fund to underperform the broader stock market. •To the extent the Fund focuses on one or more sectors, the Fund may be subject to increased volatility and risk of loss if adverse developments occur.
Composition by Sector(1)
as of 06/30/2021
| | | | |
Sector | | Percentage of Net Assets | |
Equity Securities | |
Communication Services | | | 1.9 | % |
Consumer Discretionary | | | 14.5 | |
Consumer Staples | | | 4.1 | |
Financials | | | 4.7 | |
Health Care | | | 29.4 | |
Industrials | | | 15.4 | |
Information Technology | | | 23.2 | |
Materials | | | 1.8 | |
Real Estate | | | 3.6 | |
| | | | |
Total | | | 98.6 | % |
| | | | |
Short-Term Investments | | | 1.5 | |
Other Assets & Liabilities | | | (0.1 | ) |
| | | | |
Total | | | 100.0 | % |
| | | | |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
|
Hartford Small Company HLS Fund |
Fund Overview
June 30, 2021 (Unaudited)
| | |
Inception 08/09/1996 Sub-advised by Wellington Management Company LLP | | Investment objective – The Fund seeks growth of capital. |
Average Annual Total Returns
for the Periods Ending 06/30/2021
| | | | | | | | | | | | | | |
| | Six Months1 | | 1 Year | | | 5 Years | | | 10 Years | |
Class IA | | 4.70% | | | 55.45% | | | | 24.08% | | | | 14.48% | |
Class IB | | 4.58% | | | 55.07% | | | | 23.77% | | | | 14.20% | |
Russell 2000 Growth Index | | 8.98% | | | 51.36% | | | | 18.76% | | | | 13.52% | |
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. The table does not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance. 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 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 06/30/2021, 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. The total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
As shown in the Fund’s current prospectus, the total annual fund operating expense ratios for Class IA and Class IB were 0.81% and 1.06%, respectively. Gross and net expenses are the same. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 06/30/2021.
The Fund is closed to new investors, subject to certain exceptions. For more information, please see the Fund’s statutory prospectus.
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •Small-cap securities can have greater risks, including liquidity risk, and volatility than large-cap securities. •Different investment styles may go in and out favor, which may cause the Fund to underperform the broader stock market. •Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political, economic and regulatory developments. •To the extent the Fund focuses on one or more sectors, the Fund may be subject to increased volatility and risk of loss if adverse developments occur. •The Fund may have high portfolio turnover, which could increase its transaction costs.
Composition by Sector(1)
as of 06/30/2021
| | | | |
Sector | | Percentage of Net Assets | |
Equity Securities | |
Communication Services | | | 4.1 | % |
Consumer Discretionary | | | 20.5 | |
Consumer Staples | | | 1.6 | |
Financials | | | 3.5 | |
Health Care | | | 27.7 | |
Industrials | | | 10.8 | |
Information Technology | | | 28.2 | |
Materials | | | 0.6 | |
Real Estate | | | 3.3 | |
| | | | |
Total | | | 100.3 | % |
| | | | |
Short-Term Investments | | | 2.9 | |
Other Assets & Liabilities | | | (3.2 | ) |
| | | | |
Total | | | 100.0 | % |
| | | | |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
Fund Overview
June 30, 2021 (Unaudited)
| | |
Inception 08/31/1977 Sub-advised by Wellington Management Company LLP | | Investment objective – The Fund seeks long-term growth of capital. |
Average Annual Total Returns
for the Periods Ending 06/30/2021
| | | | | | | | | | | | | | |
| | Six Months1 | | 1 Year | | | 5 Years | | | 10 Years | |
Class IA | | 11.37% | | | 34.20% | | | | 14.80% | | | | 13.20% | |
Class IB | | 11.24% | | | 33.87% | | | | 14.52% | | | | 12.92% | |
Russell 1000 Index | | 14.95% | | | 43.07% | | | | 17.99% | | | | 14.90% | |
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. The table does not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance. 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 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 06/30/2021, 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. The total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
As shown in the Fund’s current prospectus, the total annual fund operating expense ratios for Class IA and Class IB were 0.52% and 0.77%, respectively. Gross and net expenses are the same. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 06/30/2021.
Class IA shares and Class IB shares of the Fund are closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • For dividend-paying stocks, dividends are not guaranteed and may decrease without notice. • Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political, economic and regulatory developments.
Composition by Sector(1)
as of 06/30/2021
| | | | |
Sector | | Percentage of Net Assets | |
Equity Securities | |
Communication Services | | | 1.9 | % |
Consumer Discretionary | | | 12.1 | |
Consumer Staples | | | 15.5 | |
Financials | | | 9.9 | |
Health Care | | | 20.3 | |
Industrials | | | 21.5 | |
Information Technology | | | 9.4 | |
Materials | | | 4.8 | |
Real Estate | | | 3.6 | |
| | | | |
Total | | | 99.0 | % |
| | | | |
Short-Term Investments | | | 0.8 | |
Other Assets & Liabilities | | | 0.2 | |
| | | | |
Total | | | 100.0 | % |
| | | | |
(1) | A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes. |
|
Hartford Total Return Bond HLS Fund |
Fund Overview
June 30, 2021 (Unaudited)
| | |
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. |
Average Annual Total Returns
for the Periods Ending 06/30/2021
| | | | | | | | | | | | | | | | |
| | Six Months1 | | | 1 Year | | | 5 Years | | | 10 Years | |
Class IA | | | -1.09% | | | | 2.30% | | | | 4.28% | | | | 4.22% | |
Class IB | | | -1.18% | | | | 2.05% | | | | 4.02% | | | | 3.96% | |
Bloomberg Barclays U.S. Aggregate Bond Index | | | -1.60% | | | | -0.33% | | | | 3.03% | | | | 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. The table does not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance. 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 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 06/30/2021, 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. The total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.
Performance information prior to 03/05/2012 represents performance of the Fund’s previous sub-adviser, Hartford Investment Management Company (“HIMCO”). As of 03/05/2012, HIMCO no longer served as the sub-adviser to the Fund.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
As shown in the Fund’s current prospectus, the total annual fund operating expense ratios for Class IA and Class IB were 0.51% and 0.76%, respectively. Gross and net expenses are the same. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 06/30/2021.
Class IA shares and Class IB shares of the Fund are closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. The Fund may allocate a portion of its assets to specialist portfolio managers, which may not work as intended. •Fixed income security risks include credit, liquidity, call, duration, event, and interest-rate risk. As interest rates rise, bond prices generally fall. •The risks associated with mortgage-related and asset-backed securities as well as collateralized loan obligations (CLOs) include credit, interest-rate, prepayment, liquidity, default and extension risk. •The purchase of securities in the To-Be-Announced (TBA) market can result in higher portfolio turnover and related expenses as well as price and counterparty risk. •Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, regulatory and counterparty risk. •Foreign investments may be more volatile and less liquid than U.S. investments
and are subject to the risk of currency fluctuations and adverse political, economic and regulatory developments. These risks may be greater, and include additional risks, for investments in emerging markets. •Investments in high-yield (“junk”) bonds involve greater risks 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. •Restricted securities may be more difficult to sell and price than other securities. •The Fund may have high portfolio turnover, which could increase its transaction costs.
Composition by Security Type(1)
as of 06/30/2021
| | | | |
Category | | Percentage of Net Assets | |
Equity Securities | |
Common Stocks | | | 0.0 | %* |
Preferred Stocks | | | 0.1 | |
Warrants | | | 0.0 | * |
| | | | |
Total | | | 0.1 | % |
| | | | |
Fixed Income Securities | |
Asset & Commercial Mortgage-Backed Securities | | | 22.9 | % |
Corporate Bonds | | | 33.3 | |
Foreign Government Obligations | | | 6.3 | |
Municipal Bonds | | | 1.2 | |
Senior Floating Rate Interests | | | 4.4 | |
U.S. Government Agencies(2) | | | 40.6 | |
U.S. Government Securities | | | 18.2 | |
| | | | |
Total | | | 126.9 | % |
| | | | |
Short-Term Investments | | | 1.5 | |
Purchased Options | | | 0.0 | * |
Other Assets & Liabilities | | | (28.5 | ) |
| | | | |
Total | | | 100.0 | % |
| | | | |
* | Percentage rounds to zero. |
(1) | For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
(2) | All or a portion of the securities categorized as U.S. Government Agencies were agency mortgage-backed securities as of June 30, 2021. |
|
Hartford Ultrashort Bond HLS Fund |
Fund Overview
June 30, 2021 (Unaudited)
| | |
Inception 06/30/1980 Sub-advised by Wellington Management Company LLP | | Investment objective – The Fund seeks total return and income consistent with preserving capital and maintaining liquidity. |
Average Annual Total Returns
for the Periods Ending 06/30/2021
| | | | | | | | | | | | | | | | |
| | Six Months1 | | | 1 Year | | | 5 Years | | | Since Inception2 | |
Class IA | | | 0.00% | | | | 0.16% | | | | 1.44% | | | | 1.04% | |
Class IB | | | -0.10% | | | | -0.01% | | | | 1.18% | | | | 0.80% | |
Bloomberg Barclays Short Treasury 9-12 Month Index | | | 0.09% | | | | 0.21% | | | | 1.48% | | | | 1.09% | |
2 | On 10/21/2013, the Fund converted from a money market fund to an ultrashort bond fund. Since Inception returns are from conversion date (10/21/2013) to 06/30/2021. |
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. The table does not reflect the deductions of taxes, sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees or expenses would lower the contract’s or plan’s performance. 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 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 06/30/2021, 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. The total returns presented in the Financial Highlights section of the report are calculated in the same manner, but also take into account certain adjustments that are necessary under generally accepted accounting principles. As a result, the total returns in the Financial Highlights section may differ from the total returns presented above.
Prior to 10/21/2013, the Fund was managed as a money market fund. Accordingly, performance of the Fund prior to 10/21/2013 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.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
As shown in the Fund’s current prospectus, the total annual fund operating expense ratios for Class IA and Class IB were 0.46% and 0.71%, respectively. Gross and net expenses are the same. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 06/30/2021.
Class IA shares and Class IB shares of the Fund are closed to certain qualified pension and retirement plans. For more information, please see the Fund’s statutory prospectus.
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •The risks associated with mortgage-related and asset-backed securities include credit, interest-rate, prepayment, liquidity, default and extension risk. •Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, regulatory 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. •Fixed income security risks include
credit, liquidity, call, duration, event, and interest-rate risk. As interest rates rise, bond prices generally fall. •Restricted securities may be more difficult to sell and price than other securities. •Repurchase agreements may increase the Fund’s risk and volatility.
Composition by Security Type(1)
as of 06/30/2021
| | | | |
Category | | Percentage of Net Assets | |
Fixed Income Securities | |
Asset & Commercial Mortgage-Backed Securities | | | 32.4 | % |
Corporate Bonds | | | 30.7 | |
U.S. Government Agencies(2) | | | 1.4 | |
U.S. Government Securities | | | 9.2 | |
| | | | |
Total | | | 73.7 | % |
| | | | |
Short-Term Investments | | | 29.1 | |
Other Assets & Liabilities | | | (2.8 | ) |
| | | | |
Total | | | 100.0 | % |
| | | | |
(1) | For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
(2) | All or a portion of the securities categorized as U.S. Government Agencies were agency mortgage-backed securities as of June 30, 2021. |
Benchmark Glossary (Unaudited)
Bloomberg Barclays Government/Credit Bond Index (reflects no deduction for fees, expenses or taxes) is designed to measure the non-securitized component of the U.S. Aggregate Index. It includes investment grade, U.S. dollar-denominated, fixed-rate Treasuries, government-related and corporate securities. Effective August 24, 2021, “Barclays” will be removed from the index’s name.
Bloomberg Barclays Short Treasury 9-12 Month Index (reflects no deduction for fees, expenses or taxes) includes aged U.S. Treasury bills, notes and bonds with a remaining maturity from 1 up to (but not including) 12 months. It excludes zero coupon strips. Effective August 24, 2021, “Barclays” will be removed from the index’s name.
Bloomberg Barclays U.S. Aggregate Bond Index (reflects no deduction for fees, expenses or taxes) is composed of securities that are Securities and Exchange Commission registered, taxable, and dollar denominated. The index covers the U.S. investment grade fixed rate bond market, with index components for government and corporate securities, mortgage pass-through securities, and asset-backed securities. These major sectors are subdivided into more specific indices that are calculated and reported on a regular basis. Effective August 24, 2021, “Barclays” will be removed from the index’s name.
ICE BofA US 3-Month Treasury Bill Index (reflects no deduction for fees, expenses or taxes) is comprised of a single issue purchased at the beginning of the month and held for a full month. At the end of the month that issue is sold and rolled into a newly selected issue. The issue selected at each month-end rebalancing is the outstanding Treasury Bill that matures closest to, but not beyond, three months from the rebalancing date. To qualify for selection, an issue must have settled on or before the month-end rebalancing date.
MSCI All Country World (ACWI) ex USA Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap representation across developed markets (excluding the United States) and emerging market countries.
Russell 1000 Index (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of the 1,000 largest companies in the Russell 3000 Index which is designed to measure the performance of the 3,000 largest U.S. companies based on total market capitalizations.
Russell 3000 Index (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of the 3,000 largest U.S. companies based on total market capitalization.
Russell 2000 Growth Index (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of those Russell 2000 Index companies with higher price-to-book ratios and higher forecasted growth values. The Russell 2000 Index is an index comprised of 2,000 of the smallest U.S.-domiciled company common stocks based on a combination of their market capitalization and current index membership.
Russell 1000 Value Index (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of those Russell 1000 Index companies with lower price-to-book ratios and lower forecasted growth values. The Russell 1000 Index is designed to measure the performance of the 1,000 largest companies in the Russell 3000 Index based on their market capitalization and current index membership.
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S&P MidCap 400 Index (reflects no deduction for fees, expenses or taxes) is a float-adjusted market capitalization-weighted index designed to measure the performance of the mid-cap segment of the market. The index is composed of 400 constituent companies.
S&P 500 Index (reflects no deduction for fees, expenses or taxes) is a float-adjusted market capitalization-weighted index composed of 500 widely held common stocks.
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Expense Examples (Unaudited)
Your Fund’s Expenses
As a shareholder of a Fund, you incur two types of costs: (1) transaction costs and (2) ongoing costs, including investment management fees, distribution and/or service (12b-1) fees, if any, and other fund expenses. This example is intended to help you understand your ongoing costs (in dollars) of investing in a Fund and to compare these costs with the ongoing costs of investing in other mutual funds. The example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period of January 1, 2021 through June 30, 2021. To the extent a Fund was subject to acquired fund fees and expenses during the period, acquired fund fees and expenses are not included in the annualized expense ratios below.
Actual Expenses
The first set of columns of the table below provides information about actual account values and actual expenses. You may use this information, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number in the line under the heading entitled “Expenses Paid During The Period” to estimate the expenses you paid on your account during this period.
Hypothetical Example for Comparison Purposes
The second set of columns of the table below provides information about hypothetical account values and hypothetical expenses based on a Fund’s actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the Fund’s actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in a Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds.
Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transactional costs, such as sales charges (loads) or fees which may be applied at the variable life insurance, variable annuity, or qualified retirement plan product level. Therefore, the second set of columns of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would be higher. Expenses for a class of a Fund are equal to the class’ annualized expense ratio multiplied by average account value over the period, multiplied by 181/365 (to reflect the one-half year period).
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Actual Return | | | Hypothetical (5% return before expenses) | |
| | Beginning Account Value January 1, 2021 | | | Ending Account Value June 30, 2021 | | | Expenses paid during the period January 1, 2021 through June 30, 2021 | | | Beginning Account Value January 1, 2021 | | | Ending Account Value June 30, 2021 | | | Expenses paid during the period January 1, 2021 through June 30, 2021 | | | Annualized expense ratio | |
Hartford Balanced HLS Fund | | | | | | | | | | | | | | | | | | | | | | | | | |
Class IA | | $ | 1,000.00 | | | $ | 1,119.10 | | | $ | 3.26 | | | $ | 1,000.00 | | | $ | 1,021.72 | | | $ | 3.11 | | | | 0.62 | % |
Class IB | | $ | 1,000.00 | | | $ | 1,117.90 | | | $ | 4.57 | | | $ | 1,000.00 | | | $ | 1,020.48 | | | $ | 4.36 | | | | 0.87 | % |
|
Hartford Capital Appreciation HLS Fund | |
Class IA | | $ | 1,000.00 | | | $ | 1,100.70 | | | $ | 3.49 | | | $ | 1,000.00 | | | $ | 1,021.47 | | | $ | 3.36 | | | | 0.67 | % |
Class IB | | $ | 1,000.00 | | | $ | 1,099.10 | | | $ | 4.79 | | | $ | 1,000.00 | | | $ | 1,020.23 | | | $ | 4.61 | | | | 0.92 | % |
Class IC | | $ | 1,000.00 | | | $ | 1,097.90 | | | $ | 6.09 | | | $ | 1,000.00 | | | $ | 1,018.99 | | | $ | 5.86 | | | | 1.17 | % |
|
Hartford Disciplined Equity HLS Fund | |
Class IA | | $ | 1,000.00 | | | $ | 1,142.50 | | | $ | 3.13 | | | $ | 1,000.00 | | | $ | 1,021.87 | | | $ | 2.96 | | | | 0.59 | % |
Class IB | | $ | 1,000.00 | | | $ | 1,140.70 | | | $ | 4.46 | | | $ | 1,000.00 | | | $ | 1,020.63 | | | $ | 4.21 | | | | 0.84 | % |
Class IC | | $ | 1,000.00 | | | $ | 1,139.70 | | | $ | 5.78 | | | $ | 1,000.00 | | | $ | 1,019.39 | | | $ | 5.46 | | | | 1.09 | % |
|
Hartford Dividend and Growth HLS Fund | |
Class IA | | $ | 1,000.00 | | | $ | 1,175.30 | | | $ | 3.56 | | | $ | 1,000.00 | | | $ | 1,021.52 | | | $ | 3.31 | | | | 0.66 | % |
Class IB | | $ | 1,000.00 | | | $ | 1,174.20 | | | $ | 4.91 | | | $ | 1,000.00 | | | $ | 1,020.28 | | | $ | 4.56 | | | | 0.91 | % |
|
Hartford Healthcare HLS Fund | |
Class IA | | $ | 1,000.00 | | | $ | 1,081.20 | | | $ | 4.70 | | | $ | 1,000.00 | | | $ | 1,020.28 | | | $ | 4.56 | | | | 0.91 | % |
Class IB | | $ | 1,000.00 | | | $ | 1,080.10 | | | $ | 5.98 | | | $ | 1,000.00 | | | $ | 1,019.04 | | | $ | 5.81 | | | | 1.16 | % |
|
Hartford International Opportunities HLS Fund | |
Class IA | | $ | 1,000.00 | | | $ | 1,059.20 | | | $ | 3.73 | | | $ | 1,000.00 | | | $ | 1,021.18 | | | $ | 3.66 | | | | 0.73 | % |
Class IB | | $ | 1,000.00 | | | $ | 1,057.90 | | | $ | 5.00 | | | $ | 1,000.00 | | | $ | 1,019.94 | | | $ | 4.91 | | | | 0.98 | % |
|
Hartford MidCap HLS Fund | |
Class IA | | $ | 1,000.00 | | | $ | 1,083.30 | | | $ | 3.56 | | | $ | 1,000.00 | | | $ | 1,021.37 | | | $ | 3.46 | | | | 0.69 | % |
Class IB | | $ | 1,000.00 | | | $ | 1,082.10 | | | $ | 4.85 | | | $ | 1,000.00 | | | $ | 1,020.13 | | | $ | 4.71 | | | | 0.94 | % |
|
Hartford Small Cap Growth HLS Fund | |
Class IA | | $ | 1,000.00 | | | $ | 1,051.60 | | | $ | 3.20 | | | $ | 1,000.00 | | | $ | 1,021.67 | | | $ | 3.16 | | | | 0.63 | % |
Class IB | | $ | 1,000.00 | | | $ | 1,050.20 | | | $ | 4.47 | | | $ | 1,000.00 | | | $ | 1,020.43 | | | $ | 4.41 | | | | 0.88 | % |
Expense Examples (Unaudited) – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Actual Return | | | Hypothetical (5% return before expenses) | |
| | Beginning Account Value January 1, 2021 | | | Ending Account Value June 30, 2021 | | | Expenses paid during the period January 1, 2021 through June 30, 2021 | | | Beginning Account Value January 1, 2021 | | | Ending Account Value June 30, 2021 | | | Expenses paid during the period January 1, 2021 through June 30, 2021 | | | Annualized expense ratio | |
|
Hartford Small Company HLS Fund | |
Class IA | | $ | 1,000.00 | | | $ | 1,047.40 | | | $ | 3.96 | | | $ | 1,000.00 | | | $ | 1,020.93 | | | $ | 3.91 | | | | 0.78 | % |
Class IB | | $ | 1,000.00 | | | $ | 1,046.20 | | | $ | 5.23 | | | $ | 1,000.00 | | | $ | 1,019.69 | | | $ | 5.16 | | | | 1.03 | % |
|
Hartford Stock HLS Fund | |
Class IA | | $ | 1,000.00 | | | $ | 1,113.70 | | | $ | 2.67 | | | $ | 1,000.00 | | | $ | 1,022.27 | | | $ | 2.56 | | | | 0.51 | % |
Class IB | | $ | 1,000.00 | | | $ | 1,112.40 | | | $ | 3.98 | | | $ | 1,000.00 | | | $ | 1,021.03 | | | $ | 3.81 | | | | 0.76 | % |
|
Hartford Total Return Bond HLS Fund | |
Class IA | | $ | 1,000.00 | | | $ | 989.10 | | | $ | 2.47 | | | $ | 1,000.00 | | | $ | 1,022.32 | | | $ | 2.51 | | | | 0.50 | % |
Class IB | | $ | 1,000.00 | | | $ | 988.20 | | | $ | 3.70 | | | $ | 1,000.00 | | | $ | 1,021.08 | | | $ | 3.76 | | | | 0.75 | % |
|
Hartford Ultrashort Bond HLS Fund | |
Class IA | | $ | 1,000.00 | | | $ | 1,000.00 | | | $ | 2.13 | | | $ | 1,000.00 | | | $ | 1,022.66 | | | $ | 2.16 | | | | 0.43 | % |
Class IB | | $ | 1,000.00 | | | $ | 999.00 | | | $ | 3.37 | | | $ | 1,000.00 | | | $ | 1,021.42 | | | $ | 3.41 | | | | 0.68 | % |
|
Hartford Balanced HLS Fund |
Schedule of Investments
June 30, 2021 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 67.9% | |
| | | Automobiles & Components - 0.8% | |
| 513,802 | | | Gentex Corp. | | $ | 17,001,708 | |
| | | | | | | | |
| | | Banks - 3.7% | |
| 266,127 | | | JP Morgan Chase & Co. | | | 41,393,394 | |
| 116,703 | | | PNC Financial Services Group, Inc. | | | 22,262,264 | |
| 300,350 | | | Truist Financial Corp. | | | 16,669,425 | |
| | | | | | | | |
| | | | | | | 80,325,083 | |
| | | | | | | | |
| | | Capital Goods - 6.4% | |
| 148,515 | | | Fortune Brands Home & Security, Inc. | | | 14,793,579 | |
| 89,492 | | | General Dynamics Corp. | | | 16,847,764 | |
| 241,155 | | | Johnson Controls International plc | | | 16,550,468 | |
| 85,348 | | | L3Harris Technologies, Inc. | | | 18,447,970 | |
| 53,859 | | | Lockheed Martin Corp. | | | 20,377,552 | |
| 93,269 | | | Middleby Corp.* | | | 16,159,787 | |
| 524,182 | | | nVent Electric plc | | | 16,375,446 | |
| 243,474 | | | Raytheon Technologies Corp. | | | 20,770,767 | |
| | | | | | | | |
| | | | | | | 140,323,333 | |
| | | | | | | | |
| | | Commercial & Professional Services - 1.0% | |
| 203,143 | | | IHS Markit Ltd. | | | 22,886,090 | |
| | | | | | | | |
| | | Consumer Durables & Apparel - 1.0% | |
| 217,899 | | | Lennar Corp. Class A | | | 21,648,266 | |
| | | | | | | | |
| | | Consumer Services - 0.8% | |
| 8,017 | | | Booking Holdings, Inc.* | | | 17,541,918 | |
| | | | | | | | |
| | | Diversified Financials - 1.6% | |
| 223,212 | | | Ares Management Corp. Class A | | | 14,194,051 | |
| 6,514 | | | BlackRock, Inc. | | | 5,699,555 | |
| 164,600 | | | Morgan Stanley | | | 15,092,174 | |
| | | | | | | | |
| | | | | | | 34,985,780 | |
| | | | | | | | |
| | | Energy - 0.9% | |
| 119,951 | | | Pioneer Natural Resources Co. | | | 19,494,437 | |
| | | | | | | | |
| | | Food, Beverage & Tobacco - 1.7% | |
| 569,906 | | | Keurig Dr Pepper, Inc. | | | 20,083,487 | |
| 263,179 | | | Mondelez International, Inc. Class A | | | 16,432,897 | |
| | | | | | | | |
| | | | | | | 36,516,384 | |
| | | | | | | | |
| | | Health Care Equipment & Services - 6.8% | |
| 78,065 | | | Anthem, Inc. | | | 29,805,217 | |
| 73,323 | | | Becton Dickinson and Co. | | | 17,831,420 | |
| 440,617 | | | Boston Scientific Corp.* | | | 18,840,783 | |
| 242,851 | | | Centene Corp.* | | | 17,711,124 | |
| 185,148 | | | Medtronic plc | | | 22,982,421 | |
| 105,456 | | | UnitedHealth Group, Inc. | | | 42,228,801 | |
| | | | | | | | |
| | | | | | | 149,399,766 | |
| | | | | | | | |
| | | Insurance - 3.6% | |
| 112,428 | | | Assurant, Inc. | | | 17,559,005 | |
| 131,688 | | | Chubb Ltd. | | | 20,930,491 | |
| 358,821 | | | MetLife, Inc. | | | 21,475,437 | |
| 184,378 | | | Progressive Corp. | | | 18,107,763 | |
| | | | | | | | |
| | | | | | | 78,072,696 | |
| | | | | | | | |
| | | Materials - 3.7% | |
| 455,828 | | | Axalta Coating Systems Ltd.* | | | 13,898,196 | |
| 122,488 | | | Celanese Corp. | | | 18,569,181 | |
| 131,936 | | | FMC Corp. | | | 14,275,475 | |
| 189,189 | | | Rio Tinto plc ADR | | | 15,871,065 | |
| 289,243 | | | Sealed Air Corp. | | | 17,137,648 | |
| | | | | | | | |
| | | | | | | 79,751,565 | |
| | | | | | | | |
| | | Media & Entertainment - 8.7% | |
| 35,214 | | | Alphabet, Inc. Class C* | | | 88,257,553 | |
| 528,567 | | | Comcast Corp. Class A | | | 30,138,890 | |
| 117,434 | | | Electronic Arts, Inc. | | | 16,890,532 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 67.9% - (continued) | |
| | | Media & Entertainment - 8.7% - (continued) | |
| 156,747 | | | Facebook, Inc. Class A* | | $ | 54,502,499 | |
| | | | | | | | |
| | | | | | | 189,789,474 | |
| | | | | | | | |
| | | Pharmaceuticals, Biotechnology & Life Sciences - 6.0% | |
| 331,559 | | | AstraZeneca plc ADR(1) | | | 19,860,384 | |
| 26,626 | | | Biogen, Inc.* | | | 9,219,785 | |
| 149,397 | | | Eli Lilly & Co. | | | 34,289,600 | |
| 797,106 | | | Pfizer, Inc. | | | 31,214,671 | |
| 50,513 | | | Roche Holding AG | | | 19,035,209 | |
| 82,029 | | | Vertex Pharmaceuticals, Inc.* | | | 16,539,507 | |
| | | | | | | | |
| | | | | | | 130,159,156 | |
| | | | | | | | |
| | | Real Estate - 0.8% | |
| 401,828 | | | Gaming and Leisure Properties, Inc. REIT | | | 18,616,691 | |
| | | | | | | | |
| | | Retailing - 2.8% | |
| 11,702,200 | | | Allstar Co.(2)(3)(4) | | | 13,223,486 | |
| 92,168 | | | Home Depot, Inc. | | | 29,391,453 | |
| 268,887 | | | TJX Cos., Inc. | | | 18,128,362 | |
| | | | | | | | |
| | | | | | | 60,743,301 | |
| | | | | | | | |
| | | Semiconductors & Semiconductor Equipment - 3.2% | |
| 111,100 | | | Analog Devices, Inc. | | | 19,126,976 | |
| 45,407 | | | KLA Corp. | | | 14,721,403 | |
| 190,170 | | | Micron Technology, Inc.* | | | 16,160,647 | |
| 99,020 | | | Qorvo, Inc.* | | | 19,373,263 | |
| | | | | | | | |
| | | | | | | 69,382,289 | |
| | | | | | | | |
| | | Software & Services - 9.6% | |
| 191,211 | | | Amdocs Ltd. | | | 14,792,083 | |
| 99,964 | | | Automatic Data Processing, Inc. | | | 19,854,850 | |
| 131,898 | | | Fidelity National Information Services, Inc. | | | 18,685,990 | |
| 90,777 | | | Global Payments, Inc. | | | 17,024,318 | |
| 363,874 | | | Microsoft Corp. | | | 98,573,467 | |
| 102,618 | | | salesforce.com, Inc.* | | | 25,066,499 | |
| 97,594 | | | VMware, Inc. Class A*(1) | | | 15,612,112 | |
| | | | | | | | |
| | | | | | | 209,609,319 | |
| | | | | | | | |
| | | Technology Hardware & Equipment - 3.3% | |
| 652,085 | | | Cisco Systems, Inc. | | | 34,560,505 | |
| 506,491 | | | Corning, Inc. | | | 20,715,482 | |
| 93,325 | | | F5 Networks, Inc.* | | | 17,420,044 | |
| | | | | | | | |
| | | | | | | 72,696,031 | |
| | | | | | | | |
| | | Transportation - 0.8% | |
| 374,838 | | | Knight-Swift Transportation Holdings, Inc. | | | 17,040,135 | |
| | | | | | | | |
| | | Utilities - 0.7% | |
| 351,452 | | | Exelon Corp. | | | 15,572,838 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks (cost $879,309,601) | | $ | 1,481,556,260 | |
| | | | | | | | |
|
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 2.4% | |
| | | Asset-Backed - Automobile - 0.1% | |
$ | 655,821 | | | Chesapeake Funding LLC 0.87%, 08/16/2032(5) | | $ | 659,299 | |
| 545,000 | | | Ford Credit Auto Lease Trust 0.78%, 09/15/2025 | | | 545,313 | |
| | | | Ford Credit Auto Owner Trust | |
| 275,000 | | | 1.61%, 10/17/2033(5) | | | 275,667 | |
| 260,000 | | | 1.91%, 10/17/2033(5) | | | 261,007 | |
| 750,000 | | | Magnetite Ltd. 1.50%, 01/15/2034, 3 mo. USD LIBOR + 1.400%(5)(6) | | | 749,249 | |
| | | | | | | | |
| | | | | | | 2,490,535 | |
| | | | | | | | |
| | | Asset-Backed - Credit Card - 0.1% | |
| 575,000 | | | Mercury Financial Credit Card Master Trust 1.54%, 03/20/2026(5) | | | 576,698 | |
| | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Balanced HLS Fund |
Schedule of Investments – (continued)
June 30, 2021 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 2.4% - (continued) | |
| | | Asset-Backed - Finance & Insurance - 1.0% | |
$ | 530,000 | | | Bain Capital Credit CLO Ltd. 1.35%, 07/24/2034, 3 mo. USD LIBOR + 1.160%(5)(6) | | $ | 530,652 | |
| 310,000 | | | Battalion CLO Ltd. 1.95%, 07/15/2034, 3 mo. USD LIBOR + 1.750%(5)(6) | | | 310,122 | |
| | | | Bayview Koitere Fund Trust | |
| 603,922 | | | 3.50%, 07/28/2057(5)(7) | | | 619,490 | |
| 302,866 | | | 4.00%, 11/28/2053(5)(7) | | | 309,527 | |
| 1,139,528 | | | CF Hippolyta LLC 1.69%, 07/15/2060(5) | | | 1,158,327 | |
| 1,810,000 | | | Credit Acceptance Auto Loan Trust 1.24%, 10/15/2029(5) | | | 1,828,255 | |
| | | | DB Master Finance LLC | |
| 309,488 | | | 3.79%, 05/20/2049(5) | | | 313,501 | |
| 275,100 | | | 4.02%, 05/20/2049(5) | | | 290,291 | |
| 860,000 | | | Domino’s Pizza Master Issuer LLC 3.15%, 04/25/2051(5) | | | 898,313 | |
| 1,720,000 | | | FirstKey Homes Trust 1.54%, 08/17/2028 | | | 1,719,990 | |
| 157,142 | | | GreatAmerica Leasing Receivables Funding LLC 2.83%, 06/17/2024(5) | | | 158,100 | |
| 284,620 | | | Horizon Aircraft Finance Ltd. 3.43%, 11/15/2039(5) | | | 279,785 | |
| 2,635,000 | | | Madison Park Funding Ltd. 0.93%, 04/15/2029, 3 mo. USD LIBOR + 0.750%(5)(6) | | | 2,635,053 | |
| | | | Magnetite Ltd. | |
| 2,670,800 | | | 0.98%, 01/15/2028, 3 mo. USD LIBOR + 0.800%(5)(6) | | | 2,672,865 | |
| 1,615,000 | | | 1.66%, 11/15/2028, 3 mo. USD LIBOR + 1.500%(5)(6) | | | 1,607,831 | |
| 1,000,000 | | | MMAF Equipment Finance LLC 2.21%, 12/15/2032(5) | | | 1,020,043 | |
| 1,255,000 | | | Rockland Park CLO Ltd. 1.85%, 04/20/2034, 3 mo. USD LIBOR + 1.650%(5)(6) | | | 1,255,442 | |
| 940,000 | | | RR Ltd. 1.73%, 07/15/2036(5)(6) | | | 940,394 | |
| 107,259 | | | Springleaf Funding Trust 3.48%, 05/15/2028(5) | | | 107,385 | |
| 1,970,510 | | | Treman Park CLO Ltd. 1.26%, 10/20/2028, 3 mo. USD LIBOR + 1.070%(5)(6) | | | 1,972,353 | |
| 1,500,000 | | | Wellfleet CLO Ltd. 1.92%, 07/20/2032, 3 mo. USD LIBOR + 1.750%(5)(6) | | | 1,500,382 | |
| | | | | | | | |
| | | | | | | 22,128,101 | |
| | | | | | | | |
| | | Commercial Mortgage-Backed Securities - 0.3% | |
| 840,000 | | | BAMLL Commercial Mortgage Securities Trust 4.23%, 08/10/2038(5)(7) | | | 962,579 | |
| 255,000 | | | BFLD Trust 2.12%, 11/15/2028, 1 mo. USD LIBOR + 2.050%(5)(6) | | | 258,206 | |
| | | | FREMF Mortgage Trust | |
| 160,000 | | | 3.63%, 11/25/2045(5)(7) | | | 165,424 | |
| 790,000 | | | 3.66%, 02/25/2052(5)(7) | | | 860,121 | |
| 810,000 | | | 3.77%, 10/25/2052(5)(7) | | | 888,346 | |
| 285,000 | | | 3.81%, 01/25/2048(5)(7) | | | 307,585 | |
| 160,000 | | | 3.82%, 04/25/2048(5)(7) | | | 173,472 | |
| 200,000 | | | 3.91%, 10/25/2048(5)(7) | | | 218,658 | |
| 160,000 | | | 4.02%, 02/25/2050(5)(7) | | | 171,260 | |
| 1,015,000 | | | 4.22%, 09/25/2025(5)(7) | | | 1,120,873 | |
| 260,000 | | | 4.30%, 04/25/2049(5)(7) | | | 289,685 | |
| 295,000 | | | Life Mortgage Trust 0.77%, 03/15/2038, 1 mo. USD LIBOR + 0.700%(5)(6) | | | 295,698 | |
| 1,000,000 | | | SFAVE Commercial Mortgage Securities Trust 4.14%, 01/05/2043(5)(7) | | | 1,094,983 | |
| | | | | | | | |
| | | | | | | 6,806,890 | |
| | | | | | | | |
| | | Other Asset-Backed Securities - 0.7% | |
| 254,727 | | | Aaset Trust 3.84%, 05/15/2039(5) | | | 250,917 | |
| | | | Affirm Asset Securitization Trust | |
| 615,000 | | | 0.88%, 08/15/2025(5) | | | 615,883 | |
| 813,321 | | | 1.07%, 08/15/2025(5) | | | 814,553 | |
| | | | Bayview Opportunity Master Fund Trust | |
| 302,935 | | | 3.50%, 01/28/2055(5)(7) | | | 310,622 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 2.4% - (continued) | |
| | | Other Asset-Backed Securities - 0.7% - (continued) | |
$ | 323,101 | | | 3.50%, 06/28/2057(5)(7) | | $ | 330,429 | |
| 447,111 | | | 4.00%, 10/28/2064(5)(7) | | | 456,525 | |
| 1,225,000 | | | BlueMountain CLO Ltd. 1.61%, 11/20/2028, 3 mo. USD LIBOR + 1.450%(5)(6) | | | 1,226,515 | |
| | | | Castlelake Aircraft Structured Trust | |
| 267,150 | | | 3.47%, 01/15/2046(5) | | | 271,727 | |
| 476,662 | | | 3.97%, 04/15/2039(5) | | | 476,009 | |
| | | | CF Hippolyta LLC | |
| 345,000 | | | 1.53%, 03/15/2061(5) | | | 347,215 | |
| 170,000 | | | 1.98%, 03/15/2061(5) | | | 171,555 | |
| 1,705,000 | | | CIFC Funding Ltd. 1.23%, 04/24/2030, 3 mo. USD LIBOR + 1.050%(5)(6) | | | 1,705,626 | |
| 615,000 | | | Domino’s Pizza Master Issuer LLC 2.66%, 04/25/2051(5) | | | 636,420 | |
| 222,332 | | | Horizon Aircraft Finance Ltd. 3.72%, 07/15/2039(5) | | | 218,608 | |
| 200,501 | | | Mach I 3.47%, 10/15/2039(5) | | | 200,486 | |
| 209,225 | | | MAPS Ltd. 4.46%, 03/15/2044(5) | | | 209,790 | |
| | | | Mill City Mortgage Loan Trust | |
| 67,451 | | | 2.50%, 04/25/2057(5)(7) | | | 67,806 | |
| 372,137 | | | 2.75%, 01/25/2061(5)(7) | | | 377,841 | |
| 1,580,000 | | | Neuberger Berman Loan Advisers CLO Ltd. 1.54%, 10/18/2029, 3 mo. USD LIBOR + 1.350%(5)(6) | | | 1,576,312 | |
| 500,000 | | | Octagon Investment Partners Ltd. 1.58%, 01/25/2031, 3 mo. USD LIBOR + 1.400%(5)(6) | | | 499,161 | |
| 2,025,000 | | | SCF Equipment Leasing 0.83%, 08/21/2028(5) | | | 2,011,375 | |
| | | | START Ltd. | |
| 17,429 | | | 3.54%, 11/15/2044(5) | | | 17,527 | |
| 184,406 | | | 4.09%, 03/15/2044(5) | | | 186,283 | |
| | | | Towd Point Mortgage Trust | |
| 142,011 | | | 2.25%, 04/25/2056(5)(7) | | | 142,529 | |
| 420,813 | | | 2.75%, 10/25/2056(5)(7) | | | 427,253 | |
| 107,697 | | | 2.75%, 04/25/2057(5)(7) | | | 109,197 | |
| 411,845 | | | 2.75%, 06/25/2057(5)(7) | | | 423,449 | |
| 198,037 | | | 3.00%, 01/25/2058(5)(7) | | | 203,257 | |
| | | | Vantage Data Centers LLC | |
| 1,150,000 | | | 1.65%, 09/15/2045(5) | | | 1,153,530 | |
| 333,767 | | | 3.19%, 07/15/2044(5) | | | 345,429 | |
| | | | | | | | |
| | | | | | | 15,783,829 | |
| | | | | | | | |
| | | Whole Loan Collateral CMO - 0.2% | |
| 274,277 | | | Angel Oak Mortgage Trust 2.62%, 11/25/2059(5)(7) | | | 275,862 | |
| 92,681 | | | Angel Oak Mortgage Trust LLC 3.63%, 03/25/2049(5)(7) | | | 93,765 | |
| | | | Fannie Mae Connecticut Avenue Securities | |
| 564,659 | | | 2.29%, 01/25/2030, 1 mo. USD LIBOR + 2.200%(6) | | | 573,660 | |
| 472,252 | | | 4.34%, 01/25/2029, 1 mo. USD LIBOR + 4.250%(6) | | | 492,929 | |
| 294,765 | | | 4.99%, 11/25/2024, 1 mo. USD LIBOR + 4.900%(6) | | | 304,762 | |
| 315,894 | | | 5.99%, 10/25/2028, 1 mo. USD LIBOR + 5.900%(6) | | | 333,703 | |
| 372,076 | | | MetLife Securitization Trust 3.00%, 04/25/2055(5)(7) | | | 380,155 | |
| 556,728 | | | New Residential Mortgage Loan Trust 4.00%, 04/25/2057(5)(7) | | | 595,953 | |
| 746,173 | | | Seasoned Credit Risk Transfer Trust 3.50%, 10/25/2058 | | | 785,319 | |
| | | | | | | | |
| | | | | | | 3,836,108 | |
| | | | | | | | |
| | |
| | | | Total Asset & Commercial Mortgage-Backed Securities (cost $50,972,869) | | $ | 51,622,161 | |
| | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Balanced HLS Fund |
Schedule of Investments – (continued)
June 30, 2021 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 13.6% | |
| | | Aerospace/Defense - 0.5% | |
$ | 850,000 | | | BAE Systems Holdings, Inc. 3.85%, 12/15/2025(5) | | $ | 939,109 | |
| 220,000 | | | BAE Systems plc 3.40%, 04/15/2030(5) | | | 239,360 | |
| | | | Boeing Co. | |
| 1,155,000 | | | 1.43%, 02/04/2024(1) | | | 1,158,841 | |
| 2,040,000 | | | 2.20%, 02/04/2026 | | | 2,061,316 | |
| 911,000 | | | 3.25%, 03/01/2028 | | | 956,597 | |
| 375,000 | | | 3.45%, 11/01/2028 | | | 399,737 | |
| 560,000 | | | Lockheed Martin Corp. 4.85%, 09/15/2041 | | | 725,393 | |
| | | | Raytheon Technologies Corp. | |
| 685,000 | | | 3.95%, 08/16/2025 | | | 762,093 | |
| 1,500,000 | | | 4.13%, 11/16/2028 | | | 1,727,300 | |
| | | | Teledyne Technologies, Inc. | |
| 1,255,000 | | | 2.25%, 04/01/2028 | | | 1,278,920 | |
| 1,005,000 | | | 2.75%, 04/01/2031 | | | 1,033,448 | |
| | | | | | | | |
| | | | | | | 11,282,114 | |
| | | | | | | | |
| | | Agriculture - 0.3% | |
| | | | Altria Group, Inc. | |
| 560,000 | | | 4.50%, 05/02/2043 | | | 602,425 | |
| 280,000 | | | 5.80%, 02/14/2039 | | | 346,157 | |
| 3,985,000 | | | BAT Capital Corp. 3.56%, 08/15/2027 | | | 4,269,525 | |
| 1,065,000 | | | Imperial Brands Finance plc 3.75%, 07/21/2022(5) | | | 1,092,749 | |
| | | | | | | | |
| | | | | | | 6,310,856 | |
| | | | | | | | |
| | | Airlines - 0.1% | |
| 1,485,783 | | | Continental Airlines, Inc. 5.98%, 10/19/2023 | | | 1,519,320 | |
| 749,909 | | | Southwest Airlines Co. 6.15%, 02/01/2024 | | | 774,749 | |
| 131,886 | | | United Airlines Class B Pass-Through Trust 4.60%, 09/01/2027 | | | 136,184 | |
| | | | | | | | |
| | | | | | | 2,430,253 | |
| | | | | | | | |
| | | Auto Manufacturers - 0.3% | |
| | | | General Motors Financial Co., Inc. | |
| 3,185,000 | | | 3.70%, 05/09/2023 | | | 3,343,413 | |
| 1,245,000 | | | 3.95%, 04/13/2024 | | | 1,340,787 | |
| 1,625,000 | | | Hyundai Capital America 0.80%, 04/03/2023(5) | | | 1,624,680 | |
| 920,000 | | | Volkswagen Group of America Finance LLC 3.35%, 05/13/2025(5) | | | 993,127 | |
| | | | | | | | |
| | | | | | | 7,302,007 | |
| | | | | | | | |
| | | Beverages - 0.2% | |
| | | | Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc. | | | | |
| 310,000 | | | 4.70%, 02/01/2036 | | | 381,028 | |
| 280,000 | | | 4.90%, 02/01/2046 | | | 353,367 | |
| | | | Anheuser-Busch InBev Worldwide, Inc. | |
| 480,000 | | | 4.00%, 04/13/2028 | | | 547,341 | |
| 220,000 | | | 4.38%, 04/15/2038 | | | 263,233 | |
| 430,000 | | | 4.50%, 06/01/2050 | | | 524,584 | |
| 535,000 | | | 4.60%, 04/15/2048 | | | 654,345 | |
| 580,000 | | | 4.60%, 06/01/2060 | | | 714,585 | |
| 275,000 | | | Constellation Brands, Inc. 2.88%, 05/01/2030 | | | 288,676 | |
| | | | | | | | |
| | | | | | | 3,727,159 | |
| | | | | | | | |
| | | Biotechnology - 0.1% | |
| 1,480,000 | | | Gilead Sciences, Inc. 2.80%, 10/01/2050 | | | 1,418,282 | |
| 1,445,000 | | | Royalty Pharma plc 3.55%, 09/02/2050(5) | | | 1,438,398 | |
| | | | | | | | |
| | | | | | | 2,856,680 | |
| | | | | | | | |
| | | Commercial Banks - 4.1% | |
| | | | Banco Santander S.A. | |
| 1,200,000 | | | 3.13%, 02/23/2023 | | | 1,249,900 | |
| 600,000 | | | 3.85%, 04/12/2023 | | | 634,201 | |
| | | | Bank of America Corp. | |
| 1,570,000 | | | 1.73%, 07/22/2027, (1.73% fixed rate until 07/22/2026; 3 mo. USD SOFR + 0.960% thereafter)(8) | | | 1,582,774 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 13.6% - (continued) | |
| | | Commercial Banks - 4.1% - (continued) | |
$ | 825,000 | | | 3.31%, 04/22/2042, (3.31% fixed rate until 04/22/2041; 3 mo. USD SOFR + 1.580% thereafter)(8) | | $ | 876,171 | |
| 1,799,000 | | | 3.42%, 12/20/2028, (3.42% fixed rate until 12/20/2027; 3 mo. USD LIBOR + 1.040% thereafter)(8) | | | 1,960,013 | |
| 1,610,000 | | | 3.59%, 07/21/2028, (3.59% fixed rate until 07/21/2027; 3 mo. USD LIBOR + 1.370% thereafter)(8) | | | 1,773,456 | |
| 4,225,000 | | | 4.20%, 08/26/2024 | | | 4,632,311 | |
| | | | Barclays plc | |
| 2,410,000 | | | 2.67%, 03/10/2032, (2.67% fixed rate until 03/10/2031; 12 mo. USD CMT + 1.200% thereafter)(6)(8) | | | 2,425,903 | |
| 2,740,000 | | | 3.20%, 08/10/2021 | | | 2,748,488 | |
| 1,000,000 | | | 3.93%, 05/07/2025, (3.93% fixed rate until 05/07/2024; 3 mo. USD LIBOR + 1.610% thereafter)(8) | | | 1,079,582 | |
| 1,320,000 | | | 4.34%, 01/10/2028 | | | 1,476,632 | |
| | | | BNP Paribas S.A. | |
| 830,000 | | | 2.82%, 11/19/2025, (2.82% fixed rate until 11/19/2024; 3 mo. USD LIBOR + 1.111% thereafter)(5)(8) | | | 873,353 | |
| 1,000,000 | | | 3.38%, 01/09/2025(5) | | | 1,072,906 | |
| | | | BPCE S.A. | |
| 2,225,000 | | | 5.15%, 07/21/2024(5) | | | 2,479,846 | |
| 3,625,000 | | | 5.70%, 10/22/2023(5) | | | 4,012,596 | |
| 1,875,000 | | | Capital One Financial Corp. 3.75%, 04/24/2024 | | | 2,025,781 | |
| 2,155,000 | | | Commonwealth Bank of Australia 2.69%, 03/11/2031(5) | | | 2,150,003 | |
| 1,350,000 | | | Cooperatieve Rabobank UA 1.11%, 02/24/2027, (1.11% fixed rate until 02/24/2026; 12 mo. USD CMT + 0.550% thereafter)(5)(6)(8) | | | 1,331,626 | |
| | | | Credit Agricole S.A. | |
| 1,025,000 | | | 3.25%, 10/04/2024(5) | | | 1,098,712 | |
| 535,000 | | | 3.75%, 04/24/2023(5) | | | 566,041 | |
| 790,000 | | | 4.38%, 03/17/2025(5) | | | 868,725 | |
| 250,000 | | | Credit Suisse AG 3.63%, 09/09/2024 | | | 271,669 | |
| | | | Credit Suisse Group AG | |
| 1,900,000 | | | 3.09%, 05/14/2032, (3.09% fixed rate until 05/14/2031; 3 mo. USD SOFR + 1.730% thereafter)(5)(8) | | | 1,952,709 | |
| 530,000 | | | 3.57%, 01/09/2023(5) | | | 538,376 | |
| 1,425,000 | | | 3.75%, 03/26/2025 | | | 1,546,227 | |
| | | | Danske Bank A/S | |
| 1,865,000 | | | 1.62%, 09/11/2026, (1.62% fixed rate until 09/11/2025; 12 mo. USD CMT + 1.350% thereafter)(5)(6)(8) | | | 1,867,470 | |
| 775,000 | | | 3.88%, 09/12/2023(5) | | | 824,606 | |
| 440,000 | | | 5.00%, 01/12/2022(5) | | | 450,201 | |
| 575,000 | | | 5.38%, 01/12/2024(5) | | | 637,632 | |
| | | | Goldman Sachs Group, Inc. | |
| 1,300,000 | | | 1.43%, 03/09/2027, (1.43% fixed rate until 03/09/2026; 3 mo. USD SOFR + 0.798% thereafter)(8) | | | 1,296,898 | |
| 630,000 | | | 2.62%, 04/22/2032, (2.62% fixed rate until 04/22/2031; 3 mo. USD SOFR + 1.281% thereafter)(8) | | | 644,338 | |
| 510,000 | | | 3.80%, 03/15/2030 | | | 573,753 | |
| 1,150,000 | | | 6.25%, 02/01/2041 | | | 1,709,212 | |
| | | | HSBC Holdings plc | |
| 2,085,000 | | | 1.59%, 05/24/2027, (1.59% fixed rate until 05/24/2026; 3 mo. USD SOFR + 1.290% thereafter)(8) | | | 2,089,961 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Balanced HLS Fund |
Schedule of Investments – (continued)
June 30, 2021 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 13.6% - (continued) | |
| | | Commercial Banks - 4.1% - (continued) | |
$ | 2,030,000 | | | 2.80%, 05/24/2032, (2.80% fixed rate until 05/24/2031; 3 mo. USD SOFRRATE + 1.187% thereafter)(8) | | $ | 2,088,265 | |
| 2,625,000 | | | 3.60%, 05/25/2023 | | | 2,779,142 | |
| | | | JP Morgan Chase & Co. | |
| 620,000 | | | 2.52%, 04/22/2031, (2.52% fixed rate until 04/22/2030; 3 mo. USD SOFR + 2.040% thereafter)(8) | | | 638,432 | |
| 545,000 | | | 2.58%, 04/22/2032, (2.58% fixed rate until 04/22/2031; 3 mo. USD SOFR + 1.250% thereafter)(8) | | | 560,445 | |
| 390,000 | | | 3.11%, 04/22/2041, (3.11% fixed rate until 04/22/2040; 3 mo. USD SOFR + 2.460% thereafter)(8) | | | 404,981 | |
| 2,240,000 | | | 3.25%, 09/23/2022 | | | 2,320,595 | |
| 705,000 | | | 3.70%, 05/06/2030, (3.70% fixed rate until 05/06/2029; 3 mo. USD LIBOR + 1.160% thereafter)(8) | | | 787,999 | |
| 805,000 | | | 4.45%, 12/05/2029, (4.45% fixed rate until 12/05/2028; 3 mo. USD LIBOR + 1.330% thereafter)(8) | | | 942,150 | |
| | | | Morgan Stanley | |
| 1,450,000 | | | 3.13%, 07/27/2026 | | | 1,571,754 | |
| 1,000,000 | | | 3.70%, 10/23/2024 | | | 1,091,091 | |
| | | | National Australia Bank Ltd. | |
| 3,750,000 | | | 2.33%, 08/21/2030(5) | | | 3,643,618 | |
| 930,000 | | | 2.99%, 05/21/2031(5) | | | 945,312 | |
| 4,905,000 | | | NBK SPC Ltd. 2.75%, 05/30/2022(5) | | | 4,991,750 | |
| 1,755,000 | | | Santander Holdings USA, Inc. 3.40%, 01/18/2023 | | | 1,827,031 | |
| | | | Standard Chartered plc | |
| 1,130,000 | | | 0.99%, 01/12/2025, (0.99% fixed rate until 01/12/2024; 12 mo. USD CMT + 0.780% thereafter)(5)(6)(8) | | | 1,126,445 | |
| 3,215,000 | | | 1.21%, 03/23/2025, (1.21% fixed rate until 03/23/2024; 12 mo. USD CMT + 0.880% thereafter)(5)(6)(8) | | | 3,226,472 | |
| 1,660,000 | | | Truist Financial Corp. 3.20%, 09/03/2021 | | | 1,664,382 | |
| | | | UniCredit S.p.A. | |
| 1,485,000 | | | 1.98%, 06/03/2027, (1.98% fixed rate until 06/03/2026; 12 mo. USD CMT + 1.200% thereafter)(5)(6)(8) | | | 1,480,111 | |
| 1,360,000 | | | 3.13%, 06/03/2032, (3.13% fixed rate until 06/03/2031; 12 mo. USD CMT + 1.550% thereafter)(5)(6)(8) | | | 1,364,558 | |
| 4,344,000 | | | Wells Fargo & Co. 4.48%, 01/16/2024 | | | 4,750,032 | |
| | | | | | | | |
| | | | | | | 89,526,637 | |
| | | | | | | | |
| | | Commercial Services - 0.0% | |
| 245,000 | | | CommonSpirit Health 4.35%, 11/01/2042 | | | 285,646 | |
| | | | | | | | |
| | | Construction Materials - 0.1% | |
| 972,000 | | | Carrier Global Corp. 2.72%, 02/15/2030 | | | 1,008,707 | |
| 996,000 | | | Johnson Controls International plc 4.95%, 07/02/2064(6) | | | 1,356,436 | |
| | | | | | | | |
| | | | | | | 2,365,143 | |
| | | | | | | | |
| | | Diversified Financial Services - 0.5% | |
| 3,160,000 | | | AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.88%, 01/23/2028(1) | | | 3,384,922 | |
| | | | Avolon Holdings Funding Ltd. | |
| 1,169,000 | | | 2.13%, 02/21/2026(5) | | | 1,164,785 | |
| 2,100,000 | | | 2.75%, 02/21/2028(5) | | | 2,079,596 | |
| 765,000 | | | BOC Aviation USA Corp. 1.63%, 04/29/2024(5) | | | 771,074 | |
| 2,125,000 | | | Intercontinental Exchange, Inc. 1.85%, 09/15/2032 | | | 2,022,070 | |
| 1,965,835 | | | Postal Square L.P. 8.95%, 06/15/2022 | | | 2,077,503 | |
| | | | | | | | |
| | | | | | | 11,499,950 | |
| | | | | | | | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 13.6% - (continued) | |
| | | Electric - 1.2% | |
| | | | Cleco Corporate Holdings LLC | |
$ | 650,000 | | | 3.38%, 09/15/2029 | | $ | 671,721 | |
| 1,030,000 | | | 3.74%, 05/01/2026 | | | 1,124,093 | |
| 555,000 | | | 4.97%, 05/01/2046 | | | 663,947 | |
| 1,960,000 | | | Cleveland Electric Illuminating Co. 3.50%, 04/01/2028(5) | | | 2,096,216 | |
| 360,000 | | | Dominion Energy South Carolina, Inc. 6.63%, 02/01/2032 | | | 501,601 | |
| 1,200,000 | | | Duke Energy Carolinas LLC 6.10%, 06/01/2037 | | | 1,674,288 | |
| | | | Duke Energy Corp. | |
| 1,025,000 | | | 2.55%, 06/15/2031 | | | 1,035,135 | |
| 680,000 | | | 3.50%, 06/15/2051 | | | 703,843 | |
| 245,000 | | | Georgia Power Co. 4.75%, 09/01/2040 | | | 302,766 | |
| 1,275,000 | | | Indianapolis Power and Light Co.(AMBAC Insured) 6.60%, 06/01/2037(5) | | | 1,802,122 | |
| 1,445,000 | | | ITC Holdings Corp. 2.95%, 05/14/2030(5) | | | 1,522,379 | |
| 691,000 | | | Mid-Atlantic Interstate Transmission LLC 4.10%, 05/15/2028(5) | | | 778,250 | |
| 1,290,000 | | | NextEra Energy Capital Holdings, Inc. 1.90%, 06/15/2028 | | | 1,301,584 | |
| | | | Niagara Mohawk Power Corp. | |
| 370,000 | | | 3.03%, 06/27/2050(5) | | | 360,719 | |
| 645,000 | | | 4.28%, 12/15/2028(5) | | | 735,941 | |
| 945,000 | | | Oglethorpe Power Corp. 5.25%, 09/01/2050 | | | 1,191,553 | |
| 165,000 | | | PacifiCorp 4.13%, 01/15/2049 | | | 197,467 | |
| 241,000 | | | Pennsylvania Electric Co. 3.60%, 06/01/2029(5) | | | 257,717 | |
| | | | San Diego Gas & Electric Co. | |
| 2,715,000 | | | 1.70%, 10/01/2030 | | | 2,622,028 | |
| 90,000 | | | 3.75%, 06/01/2047 | | | 102,787 | |
| 25,000 | | | 4.15%, 05/15/2048 | | | 30,318 | |
| | | | SCE Recovery Funding LLC | |
| 520,000 | | | 0.86%, 11/15/2031 | | | 508,156 | |
| 220,000 | | | 1.94%, 05/15/2038 | | | 213,263 | |
| 125,000 | | | 2.51%, 11/15/2043 | | | 119,223 | |
| | | | Southern Co. | |
| 1,050,000 | | | 2.95%, 07/01/2023 | | | 1,095,423 | |
| 3,300,000 | | | 3.75%, 09/15/2051, (3.75% fixed rate until 06/15/2026; 5 year USD CMT + 2.915% thereafter)(6)(8) | | | 3,325,740 | |
| 350,000 | | | Tucson Electric Power Co. 4.00%, 06/15/2050 | | | 408,884 | |
| | | | | | | | |
| | | | | | | 25,347,164 | |
| | | | | | | | |
| | | Environmental Control - 0.1% | |
| 1,480,000 | | | Republic Services, Inc. 2.30%, 03/01/2030 | | | 1,504,345 | |
| | | | | | | | |
| | | Food - 0.1% | |
| | | | Conagra Brands, Inc. | |
| 900,000 | | | 1.38%, 11/01/2027 | | | 878,774 | |
| 455,000 | | | 4.60%, 11/01/2025 | | | 518,878 | |
| 285,000 | | | McCormick & Co., Inc. 2.50%, 04/15/2030 | | | 293,807 | |
| 480,000 | | | Sigma Alimentos S.A. de C.V. 4.13%, 05/02/2026(5) | | | 523,200 | |
| | | | | | | | |
| | | | | | | 2,214,659 | |
| | | | | | | | |
| | | Gas - 0.1% | |
| 330,000 | | | Boston Gas Co. 3.15%, 08/01/2027(5) | | | 353,969 | |
| 1,870,000 | | | KeySpan Gas East Corp. 2.74%, 08/15/2026(5) | | | 1,961,511 | |
| | | | | | | | |
| | | | | | | 2,315,480 | |
| | | | | | | | |
| | | Healthcare - Products - 0.2% | |
| 2,725,000 | | | Alcon Finance Corp. 3.00%, 09/23/2029(5) | | | 2,870,717 | |
| | | | Boston Scientific Corp. | |
| 1,530,000 | | | 2.65%, 06/01/2030 | | | 1,584,148 | |
| 135,000 | | | 4.00%, 03/01/2029 | | | 153,674 | |
| | | | | | | | |
| | | | | | | 4,608,539 | |
| | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Balanced HLS Fund |
Schedule of Investments – (continued)
June 30, 2021 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 13.6% - (continued) | |
| | | Healthcare - Services - 0.7% | |
| | | | Anthem, Inc. | |
$ | 1,510,000 | | | 2.25%, 05/15/2030 | | $ | 1,524,531 | |
| 1,710,000 | | | 4.10%, 03/01/2028 | | | 1,955,880 | |
| 475,000 | | | Children’s Hospital 2.93%, 07/15/2050 | | | 472,065 | |
| | | | CommonSpirit Health | |
| 55,000 | | | 4.19%, 10/01/2049 | | | 63,266 | |
| 590,000 | | | 4.20%, 08/01/2023 | | | 631,691 | |
| 125,000 | | | Cottage Health Obligated Group 3.30%, 11/01/2049 | | | 135,020 | |
| | | | Dignity Health | |
| 714,000 | | | 3.81%, 11/01/2024 | | | 776,263 | |
| 1,353,000 | | | 4.50%, 11/01/2042 | | | 1,622,081 | |
| 425,000 | | | HCA, Inc. 5.25%, 06/15/2049 | | | 545,675 | |
| 420,000 | | | Memorial Sloan-Kettering Cancer Center 2.96%, 01/01/2050 | | | 426,771 | |
| | | | Mercy Health | |
| 1,400,000 | | | 3.56%, 08/01/2027 | | | 1,525,827 | |
| 1,210,000 | | | 4.30%, 07/01/2028 | | | 1,400,051 | |
| 615,000 | | | Sutter Health 2.29%, 08/15/2030 | | | 620,862 | |
| | | | Toledo Hospital (AGM Insured) | |
| 900,000 | | | 5.33%, 11/15/2028 | | | 1,063,250 | |
| 330,000 | | | 5.75%, 11/15/2038 | | | 402,007 | |
| | | | UnitedHealth Group, Inc. | |
| 355,000 | | | 2.00%, 05/15/2030 | | | 357,865 | |
| 125,000 | | | 2.90%, 05/15/2050 | | | 126,055 | |
| 1,440,000 | | | 3.75%, 07/15/2025 | | | 1,598,374 | |
| | | | | | | | |
| | | | | | | 15,247,534 | |
| | | | | | | | |
| | | Insurance - 0.7% | |
| | | | American International Group, Inc. | |
| 750,000 | | | 3.40%, 06/30/2030 | | | 823,298 | |
| 2,150,000 | | | 4.25%, 03/15/2029 | | | 2,477,661 | |
| 375,000 | | | 4.38%, 06/30/2050 | | | 456,202 | |
| 2,815,000 | | | Athene Global Funding 2.50%, 03/24/2028(5) | | | 2,887,768 | |
| 840,000 | | | Chubb INA Holdings, Inc. 3.35%, 05/15/2024 | | | 906,524 | |
| 1,200,000 | | | Equitable Financial Life Global Funding 1.40%, 08/27/2027(5) | | | 1,179,672 | |
| 200,000 | | | Five Corners Funding Trust 4.42%, 11/15/2023(5) | | | 218,020 | |
| | | | Liberty Mutual Group, Inc. | |
| 122,000 | | | 4.25%, 06/15/2023(5) | | | 130,290 | |
| 428,000 | | | 4.57%, 02/01/2029(5) | | | 500,408 | |
| 705,000 | | | Marsh & McLennan Cos., Inc. 4.38%, 03/15/2029 | | | 827,093 | |
| 1,000,000 | | | MetLife, Inc. 3.60%, 04/10/2024 | | | 1,081,779 | |
| 1,775,000 | | | Nationwide Mutual Insurance Co. 4.35%, 04/30/2050(5) | | | 1,990,613 | |
| 132,000 | | | Northwestern Mutual Life Insurance Co. 3.63%, 09/30/2059(5) | | | 144,885 | |
| 870,000 | | | Prudential plc 3.13%, 04/14/2030 | | | 941,775 | |
| 875,000 | | | Unum Group 4.13%, 06/15/2051 | | | 883,459 | |
| | | | | | | | |
| | | | | | | 15,449,447 | |
| | | | | | | | |
| | | Investment Company Security - 0.1% | |
| 1,120,000 | | | JAB Holdings B.V. 3.75%, 05/28/2051(5) | | | 1,197,314 | |
| | | | | | | | |
| | | IT Services - 0.1% | |
| 546,000 | | | Apple, Inc. 3.25%, 02/23/2026 | | | 599,467 | |
| 1,675,000 | | | International Business Machines Corp. 3.30%, 05/15/2026 | | | 1,842,713 | |
| | | | | | | | |
| | | | | | | 2,442,180 | |
| | | | | | | | |
| | | Lodging - 0.1% | |
| 2,003,000 | | | Genting New York LLC 3.30%, 02/15/2026(5) | | | 2,022,759 | |
| | | | | | | | |
| | | Machinery - Diversified - 0.0% | |
| | | | Otis Worldwide Corp. | |
| 140,000 | | | 2.57%, 02/15/2030 | | | 145,138 | |
| 295,000 | | | 3.11%, 02/15/2040 | | | 305,179 | |
| 525,000 | | | 3.36%, 02/15/2050 | | | 551,390 | |
| | | | | | | | |
| | | | | | | 1,001,707 | |
| | | | | | | | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 13.6% - (continued) | |
| | | Media - 0.7% | |
| | | | Charter Communications Operating LLC / Charter Communications Operating Capital | | | | |
$ | 2,525,000 | | | 2.30%, 02/01/2032 | | $ | 2,429,320 | |
| 85,000 | | | 3.70%, 04/01/2051 | | | 84,137 | |
| 243,000 | | | 4.80%, 03/01/2050 | | | 279,296 | |
| 187,000 | | | 5.13%, 07/01/2049 | | | 222,852 | |
| | | | Comcast Corp. | |
| 1,500,000 | | | 4.40%, 08/15/2035 | | | 1,808,328 | |
| 585,000 | | | 4.60%, 10/15/2038 | | | 725,632 | |
| 2,000,000 | | | Cox Communications, Inc. 4.80%, 02/01/2035(5) | | | 2,427,165 | |
| | | | Discovery Communications LLC | |
| 460,000 | | | 3.63%, 05/15/2030 | | | 502,356 | |
| 935,000 | | | 3.95%, 03/20/2028 | | | 1,040,727 | |
| 583,000 | | | 4.00%, 09/15/2055 | | | 617,561 | |
| 410,000 | | | 4.13%, 05/15/2029 | | | 459,820 | |
| 752,000 | | | 4.65%, 05/15/2050 | | | 886,382 | |
| 2,386,000 | | | Sky Ltd. 3.75%, 09/16/2024(5) | | | 2,608,027 | |
| | | | Time Warner Cable LLC | |
| 395,000 | | | 6.55%, 05/01/2037 | | | 538,461 | |
| 250,000 | | | 7.30%, 07/01/2038 | | | 365,371 | |
| 130,000 | | | Time Warner Entertainment Co., L.P. 8.38%, 03/15/2023 | | | 146,885 | |
| 385,000 | | | Walt Disney Co. 4.00%, 10/01/2023 | | | 415,072 | |
| | | | | | | | |
| | | | | | | 15,557,392 | |
| | | | | | | | |
| | | Oil & Gas - 0.5% | |
| 1,545,000 | | | Aker BP ASA 4.00%, 01/15/2031(5) | | | 1,694,735 | |
| 1,200,000 | | | BG Energy Capital plc 4.00%, 10/15/2021(5) | | | 1,212,453 | |
| | | | Equinor ASA | |
| 160,000 | | | 2.45%, 01/17/2023 | | | 165,023 | |
| 85,000 | | | 2.88%, 04/06/2025 | | | 90,864 | |
| 2,470,000 | | | 3.00%, 04/06/2027 | | | 2,684,525 | |
| 125,000 | | | 3.25%, 11/10/2024 | | | 135,319 | |
| 2,425,000 | | | Hess Corp. 7.30%, 08/15/2031 | | | 3,291,276 | |
| 935,000 | | | Qatar Petroleum Industry 0.01%, 07/12/2031 | | | 925,061 | |
| 780,000 | | | Qatar Petroleum 3.13%, 07/12/2041 | | | 777,122 | |
| 615,000 | | | Saudi Arabian Oil Co. 3.50%, 04/16/2029(5) | | | 665,737 | |
| | | | | | | | |
| | | | | | | 11,642,115 | |
| | | | | | | | |
| | | Pharmaceuticals - 0.4% | |
| | | | AbbVie, Inc. | |
| 645,000 | | | 3.45%, 03/15/2022 | | | 655,771 | |
| 975,000 | | | 3.80%, 03/15/2025 | | | 1,066,834 | |
| 800,000 | | | 5.00%, 12/15/2021 | | | 807,605 | |
| 955,000 | | | Bayer U.S. Finance LLC 3.38%, 10/08/2024(5) | | | 1,025,918 | |
| 955,000 | | | Cigna Corp. 4.38%, 10/15/2028 | | | 1,111,620 | |
| 289,000 | | | CVS Health Corp. 4.30%, 03/25/2028 | | | 332,292 | |
| 2,015,000 | | | EMD Finance LLC 2.95%, 03/19/2022(5) | | | 2,044,353 | |
| 650,000 | | | Takeda Pharmaceutical Co., Ltd. 3.18%, 07/09/2050 | | | 657,456 | |
| | | | | | | | |
| | | | | | | 7,701,849 | |
| | | | | | | | |
| | | Pipelines - 0.4% | |
| | | | Energy Transfer Operating L.P. | |
| 180,000 | | | 4.95%, 06/15/2028 | | | 208,131 | |
| 945,000 | | | 5.35%, 05/15/2045 | | | 1,093,820 | |
| 872,000 | | | 7.60%, 02/01/2024 | | | 991,459 | |
| | | | Enterprise Products Operating LLC | |
| 100,000 | | | 3.70%, 01/31/2051 | | | 107,327 | |
| 145,000 | | | 3.95%, 01/31/2060 | | | 161,775 | |
| 3,085,000 | | | Galaxy Pipeline Assets Bidco Ltd. 2.16%, 03/31/2034(5) | | | 3,027,307 | |
| | | | Gray Oak Pipeline LLC | |
| 606,000 | | | 2.60%, 10/15/2025(5) | | | 622,651 | |
| 100,000 | | | 3.45%, 10/15/2027(5) | | | 105,127 | |
| 425,000 | | | TransCanada PipeLines Ltd. 4.10%, 04/15/2030 | | | 488,872 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Balanced HLS Fund |
Schedule of Investments – (continued)
June 30, 2021 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 13.6% - (continued) | |
| | | Pipelines - 0.4% - (continued) | |
$ | 2,470,000 | | | Western Midstream Operating L.P. 4.00%, 07/01/2022 | | $ | 2,510,138 | |
| | | | | | | | |
| | | | | | | 9,316,607 | |
| | | | | | | | |
| | | Real Estate Investment Trusts - 0.3% | |
| | | | American Tower Corp. | |
| 375,000 | | | 4.40%, 02/15/2026 | | | 423,542 | |
| 400,000 | | | 5.00%, 02/15/2024 | | | 443,622 | |
| 1,235,000 | | | Brixmor Operating Partnership L.P. 2.25%, 04/01/2028 | | | 1,234,600 | |
| 985,000 | | | Equinix, Inc. 3.00%, 07/15/2050 | | | 943,989 | |
| | | | SBA Tower Trust | |
| 545,000 | | | 1.63%, 11/15/2026(5) | | | 545,220 | |
| 300,000 | | | 1.88%, 07/15/2050(5) | | | 303,859 | |
| 470,000 | | | 2.84%, 01/15/2050(5) | | | 493,192 | |
| 225,000 | | | 3.45%, 03/15/2048(5) | | | 229,296 | |
| 1,171,000 | | | Scentre Group Trust 1 / Scentre Group Trust 2 3.63%, 01/28/2026(5) | | | 1,280,442 | |
| | | | | | | | |
| | | | | | | 5,897,762 | |
| | | | | | | | |
| | | Retail - 0.1% | |
| 1,000,000 | | | AutoZone, Inc. 3.25%, 04/15/2025 | | | 1,075,228 | |
| 685,000 | | | CVS Health Corp. 4.88%, 07/20/2035 | | | 835,382 | |
| | | | | | | | |
| | | | | | | 1,910,610 | |
| | | | | | | | |
| | | Semiconductors - 0.2% | |
| 375,000 | | | Broadcom Corp. / Broadcom Cayman Finance Ltd. 3.88%, 01/15/2027 | | | 414,305 | |
| | | | Broadcom, Inc. | |
| 510,000 | | | 3.50%, 02/15/2041(5) | | | 523,376 | |
| 160,000 | | | 4.15%, 11/15/2030 | | | 179,613 | |
| 2,275,000 | | | Microchip Technology, Inc. 0.97%, 02/15/2024(5) | | | 2,273,327 | |
| | | | | | | | |
| | | | | | | 3,390,621 | |
| | | | | | | | |
| | | Software - 0.2% | |
| | | | Oracle Corp. | |
| 1,565,000 | | | 3.60%, 04/01/2050 | | | 1,610,575 | |
| 730,000 | | | 3.65%, 03/25/2041 | | | 774,669 | |
| 315,000 | | | 3.85%, 04/01/2060 | | | 334,745 | |
| 1,030,000 | | | 3.95%, 03/25/2051 | | | 1,127,439 | |
| | | | | | | | |
| | | | | | | 3,847,428 | |
| | | | | | | | |
| | | Telecommunications - 0.8% | |
| | | | AT&T, Inc. | |
| 1,930,000 | | | 3.10%, 02/01/2043 | | | 1,893,039 | |
| 835,000 | | | 3.50%, 09/15/2053(5) | | | 839,601 | |
| 2,185,000 | | | 4.45%, 04/01/2024 | | | 2,386,053 | |
| 450,000 | | | Deutsche Telekom International Finance B.V. 3.60%, 01/19/2027(5) | | | 495,180 | |
| 576,000 | | | Orange S.A. 9.00%, 03/01/2031 | | | 906,803 | |
| 2,287,500 | | | Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC 4.74%, 03/20/2025(5) | | | 2,454,167 | |
| | | | T-Mobile USA, Inc. | |
| 1,865,000 | | | 2.05%, 02/15/2028 | | | 1,891,576 | |
| 765,000 | | | 3.30%, 02/15/2051 | | | 763,738 | |
| 75,000 | | | 3.60%, 11/15/2060 | | | 76,358 | |
| 845,000 | | | 4.38%, 04/15/2040 | | | 987,475 | |
| 180,000 | | | 4.50%, 04/15/2050 | | | 214,332 | |
| | | | Verizon Communications, Inc. | |
| 950,000 | | | 2.99%, 10/30/2056 | | | 893,867 | |
| 781,000 | | | 4.52%, 09/15/2048 | | | 966,858 | |
| 222,000 | | | 4.67%, 03/15/2055 | | | 285,454 | |
| 715,000 | | | 4.75%, 11/01/2041 | | | 902,087 | |
| 283,000 | | | 4.81%, 03/15/2039 | | | 358,766 | |
| | | | | | | | |
| | | | | | | 16,315,354 | |
| | | | | | | | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 13.6% - (continued) | |
| | | Transportation - 0.2% | |
| | | | Penske Truck Leasing Co. L.P. / PTL Finance Corp. | |
$ | 155,000 | | | 2.70%, 11/01/2024(5) | | $ | 163,016 | |
| 1,100,000 | | | 3.38%, 02/01/2022(5) | | | 1,113,442 | |
| 2,850,000 | | | 3.95%, 03/10/2025(5) | | | 3,116,885 | |
| 465,000 | | | Union Pacific Corp. 3.75%, 02/05/2070 | | | 513,078 | |
| | | | | | | | |
| | | | | | | 4,906,421 | |
| | | | | | | | |
| | | Trucking & Leasing - 0.2% | |
| 751,000 | | | Avolon Holdings Funding Ltd. 4.38%, 05/01/2026(5) | | | 816,784 | |
| 2,185,000 | | | DAE Funding LLC 1.55%, 08/01/2024(5) | | | 2,180,564 | |
| 1,904,000 | | | Park Aerospace Holdings Ltd. 5.50%, 02/15/2024(5) | | | 2,093,208 | |
| | | | | | | | |
| | | | | | | 5,090,556 | |
| | | | | | | | |
| | |
| | | | Total Corporate Bonds (cost $281,755,651) | | $ | 296,514,288 | |
| | | | | | | | |
|
FOREIGN GOVERNMENT OBLIGATIONS - 0.3% | |
| | | Chile - 0.0% | |
$ | 200,000 | | | Chile Government International Bond 3.50%, 04/15/2053 | | $ | 209,888 | |
| | | | | | | | |
| | | Mexico - 0.1% | |
| 1,945,000 | | | Mexico Government International Bond 4.28%, 08/14/2041 | | | 2,042,464 | |
| | | | | | | | |
| | | Panama - 0.1% | |
| 1,360,000 | | | Panama Government International Bond 2.25%, 09/29/2032 | | | 1,304,933 | |
| | | | | | | | |
| | | Qatar - 0.1% | |
| 1,680,000 | | | Qatar Government International Bond 3.88%, 04/23/2023(5) | | | 1,783,327 | |
| | | | | | | | |
| | | Saudi Arabia - 0.0% | |
| 800,000 | | | Saudi Government International Bond 2.88%, 03/04/2023(5) | | | 829,760 | |
| | | | | | | | |
| | |
| | | | Total Foreign Government Obligations (cost $5,976,357) | | $ | 6,170,372 | |
| | | | | | | | |
|
MUNICIPAL BONDS - 0.6% | |
| | | Airport - 0.0% | |
$ | 190,000 | | | Broward County, FL, Airport System Rev 3.48%, 10/01/2043 | | $ | 198,531 | |
| | | | | | | | |
| | | General - 0.3% | |
| | | | Chicago, IL, Transit Auth | |
| 70,000 | | | 6.30%, 12/01/2021 | | | 71,640 | |
| 1,000,000 | | | 6.90%, 12/01/2040 | | | 1,422,214 | |
| 365,000 | | | City of Sacramento, CA (AGM Insured) 6.42%, 08/01/2023 | | | 408,419 | |
| 375,000 | | | Metropolitan Transportation Auth, NY, Rev 6.67%, 11/15/2039 | | | 545,772 | |
| 750,000 | | | New York State Urban Dev Corp. Rev 2.10%, 03/15/2022 | | | 759,589 | |
| 1,250,000 | | | Philadelphia, PA, Auth Industrial Dev (NATL Insured) 6.55%, 10/15/2028 | | | 1,624,598 | |
| 1,335,000 | | | Sales Tax Securitization Corp., IL 4.79%, 01/01/2048 | | | 1,700,715 | |
| | | | | | | | |
| | | | | | | 6,532,947 | |
| | | | | | | | |
| | | General Obligation - 0.1% | |
| 1,180,000 | | | State of Illinois, GO 5.10%, 06/01/2033(1) | | | 1,387,494 | |
| | | | | | | | |
| | | Higher Education - 0.0% | |
| 225,000 | | | University of California 1.32%, 05/15/2027 | | | 225,688 | |
| | | | | | | | |
| | | Power - 0.0% | |
| 402,000 | | | New York Utility Debt Securitization Auth 3.44%, 12/15/2025 | | | 416,609 | |
| | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Balanced HLS Fund |
Schedule of Investments – (continued)
June 30, 2021 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
MUNICIPAL BONDS - 0.6% - (continued) | |
| | | Transportation - 0.1% | |
| | | | Foothill-Eastern Transportation Corridor Agency, CA, (AGM Insured) | | | | |
$ | 705,000 | | | 3.92%, 01/15/2053 | | $ | 745,985 | |
| 95,000 | | | 4.09%, 01/15/2049 | | | 100,570 | |
| 875,000 | | | Illinois State Toll Highway Auth, Taxable Rev 6.18%, 01/01/2034 | | | 1,217,406 | |
| | | | Metropolitan Transportation Auth, NY, Rev | |
| 475,000 | | | 5.18%, 11/15/2049 | | | 641,234 | |
| 35,000 | | | 6.20%, 11/15/2026 | | | 40,405 | |
| 710,000 | | | New York and New Jersey Port Auth, Taxable Rev 3.18%, 07/15/2060 | | | 713,209 | |
| | | | | | | | |
| | | | | | | 3,458,809 | |
| | | | | | | | |
| | | Utility - Electric - 0.1% | |
| 785,000 | | | Illinois Municipal Electric Agency 6.83%, 02/01/2035 | | | 1,032,219 | |
| 732,000 | | | Municipal Electric Auth, GA 6.64%, 04/01/2057 | | | 1,109,184 | |
| | | | | | | | |
| | | | | | | 2,141,403 | |
| | | | | | | | |
| | |
| | | | Total Municipal Bonds (cost $12,385,485) | | $ | 14,361,481 | |
| | | | | | | | |
|
U.S. GOVERNMENT AGENCIES - 0.4% | |
| | | Mortgage-Backed Agencies - 0.4% | |
| | | FHLMC - 0.2% | |
$ | 607,908 | | | 0.67%, 01/25/2051, SOFR + 0.650%(5)(6) | | $ | 607,908 | |
| 805,000 | | | 0.82%, 08/25/2033, SOFR + 0.800%(5)(6) | | | 807,426 | |
| 8,239 | | | 2.40%, 04/01/2029, 12 mo. USD CMT + 2.246%(6) | | | 8,315 | |
| 1,280,000 | | | 2.59%, 03/25/2030, 1 mo. USD LIBOR + 2.500%(6) | | | 1,308,497 | |
| 17,677 | | | 4.00%, 03/01/2041 | | | 19,448 | |
| 469,502 | | | 5.09%, 12/25/2028, 1 mo. USD LIBOR + 5.000%(6) | | | 490,692 | |
| | | | | | | | |
| | | | | | | 3,242,286 | |
| | | | | | | | |
| | | FNMA - 0.1% | |
| 128,799 | | | 0.50%, 10/25/2024, 1 mo. USD LIBOR + 0.400%(6) | | | 128,775 | |
| 1,106,277 | | | 3.00%, 03/25/2053 | | | 1,153,341 | |
| 325,000 | | | 3.07%, 02/01/2025 | | | 349,348 | |
| 16,121 | | | 4.50%, 11/01/2023 | | | 17,308 | |
| 70,269 | | | 4.50%, 03/01/2038 | | | 77,853 | |
| 33,669 | | | 4.50%, 11/01/2039 | | | 37,176 | |
| 21,806 | | | 4.50%, 04/01/2040 | | | 24,344 | |
| 55,169 | | | 4.50%, 08/01/2040 | | | 61,351 | |
| 19,557 | | | 4.50%, 02/01/2041 | | | 21,586 | |
| 302,540 | | | 4.50%, 04/01/2041 | | | 337,385 | |
| 179,193 | | | 4.50%, 06/01/2041 | | | 197,834 | |
| 272,679 | | | 4.50%, 07/01/2041 | | | 304,420 | |
| 74,513 | | | 4.50%, 09/01/2041 | | | 83,162 | |
| 56,988 | | | 4.50%, 07/01/2044 | | | 61,572 | |
| | | | | | | | |
| | | | | | | 2,855,455 | |
| | | | | | | | |
| | | GNMA - 0.1% | |
| 48,933 | | | 5.00%, 07/15/2037 | | | 56,323 | |
| 3,644 | | | 6.00%, 06/15/2024 | | | 4,075 | |
| 3,214 | | | 6.00%, 07/15/2026 | | | 3,596 | |
| 1,007 | | | 6.00%, 03/15/2028 | | | 1,129 | |
| 24,095 | | | 6.00%, 04/15/2028 | | | 27,055 | |
| 48,449 | | | 6.00%, 05/15/2028 | | | 54,274 | |
| 14,839 | | | 6.00%, 06/15/2028 | | | 16,631 | |
| 26,240 | | | 6.00%, 07/15/2028 | | | 29,394 | |
| 5,439 | | | 6.00%, 08/15/2028 | | | 6,091 | |
| 34,425 | | | 6.00%, 09/15/2028 | | | 38,574 | |
| 67,168 | | | 6.00%, 10/15/2028 | | | 75,247 | |
| 49,281 | | | 6.00%, 11/15/2028 | | | 55,218 | |
| 63,056 | | | 6.00%, 12/15/2028 | | | 70,679 | |
| 1,181 | | | 6.00%, 12/15/2031 | | | 1,350 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
U.S. GOVERNMENT AGENCIES - 0.4% - (continued) | |
| | | Mortgage-Backed Agencies - 0.4% - (continued) | |
| | | GNMA - 0.1% - (continued) | |
$ | 16,095 | | | 6.00%, 09/15/2032 | | $ | 19,072 | |
| 4,815 | | | 6.00%, 11/15/2032 | | | 5,507 | |
| 1,738 | | | 6.00%, 04/15/2033 | | | 1,948 | |
| 61,362 | | | 6.00%, 06/15/2033 | | | 70,250 | |
| 20,789 | | | 6.00%, 10/15/2033 | | | 24,742 | |
| 2,355 | | | 6.00%, 11/15/2033 | | | 2,783 | |
| 45,905 | | | 6.00%, 10/15/2034 | | | 52,436 | |
| 52,271 | | | 6.00%, 01/15/2035 | | | 58,765 | |
| 6,367 | | | 6.00%, 05/15/2035 | | | 7,141 | |
| 7,022 | | | 6.00%, 06/15/2035 | | | 7,885 | |
| 169 | | | 6.50%, 03/15/2026 | | | 188 | |
| 2,496 | | | 6.50%, 01/15/2028 | | | 2,784 | |
| 25,941 | | | 6.50%, 03/15/2028 | | | 28,932 | |
| 58,126 | | | 6.50%, 04/15/2028 | | | 64,825 | |
| 17,575 | | | 6.50%, 05/15/2028 | | | 19,599 | |
| 92,376 | | | 6.50%, 06/15/2028 | | | 103,022 | |
| 5,389 | | | 6.50%, 10/15/2028 | | | 6,009 | |
| 1,617 | | | 6.50%, 02/15/2035 | | | 1,860 | |
| 7,607 | | | 7.00%, 11/15/2031 | | | 8,456 | |
| 3,895 | | | 7.00%, 03/15/2032 | | | 4,334 | |
| 706,110 | | | 7.00%, 11/15/2032 | | | 839,481 | |
| 85,662 | | | 7.00%, 01/15/2033 | | | 99,588 | |
| 97,495 | | | 7.00%, 05/15/2033 | | | 113,052 | |
| 15,431 | | | 7.00%, 07/15/2033 | | | 17,685 | |
| 112,346 | | | 7.00%, 11/15/2033 | | | 130,644 | |
| 43,703 | | | 7.50%, 09/16/2035 | | | 49,720 | |
| 85 | | | 8.00%, 09/15/2026 | | | 92 | |
| 33 | | | 8.00%, 11/15/2026 | | | 33 | |
| 4,623 | | | 8.00%, 12/15/2026 | | | 5,174 | |
| 83 | | | 8.00%, 09/15/2027 | | | 85 | |
| 3,130 | | | 8.00%, 07/15/2029 | | | 3,585 | |
| 7,629 | | | 8.00%, 12/15/2029 | | | 7,895 | |
| 3,459 | | | 8.00%, 01/15/2030 | | | 3,569 | |
| 2,529 | | | 8.00%, 02/15/2030 | | | 2,548 | |
| 712 | | | 8.00%, 03/15/2030 | | | 719 | |
| 7,968 | | | 8.00%, 04/15/2030 | | | 8,003 | |
| 3,826 | | | 8.00%, 05/15/2030 | | | 3,989 | |
| 29,333 | | | 8.00%, 06/15/2030 | | | 30,634 | |
| 1,697 | | | 8.00%, 07/15/2030 | | | 1,744 | |
| 52,357 | | | 8.00%, 08/15/2030 | | | 53,828 | |
| 13,227 | | | 8.00%, 09/15/2030 | | | 13,643 | |
| 5,532 | | | 8.00%, 11/15/2030 | | | 5,557 | |
| 82,149 | | | 8.00%, 12/15/2030 | | | 91,702 | |
| | | | | | | | |
| | | | | | | 2,413,144 | |
| | | | | | | | |
| | |
| | | | Total U.S. Government Agencies (cost $8,137,969) | | $ | 8,510,885 | |
| | | | | | | | |
|
U.S. GOVERNMENT SECURITIES - 12.6% | |
| | | U.S. Treasury Securities - 12.6% | |
| | | U.S. Treasury Bonds - 4.9% | |
$ | 72,700 | | | 1.25%, 05/15/2050 | | $ | 59,401 | |
| 1,765,000 | | | 1.38%, 08/15/2050 | | | 1,488,943 | |
| 4,545,000 | | | 1.63%, 11/15/2050 | | | 4,084,109 | |
| 15,170,000 | | | 1.88%, 02/15/2051 | | | 14,492,091 | |
| 8,895,000 | | | 2.25%, 05/15/2041 | | | 9,264,698 | |
| 3,065,000 | | | 2.38%, 05/15/2051 | | | 3,275,240 | |
| 19,250,000 | | | 2.50%, 02/15/2045(9) | | | 20,841,885 | |
| 5,929,000 | | | 2.75%, 11/15/2047 | | | 6,752,344 | |
| 8,040,800 | | | 2.88%, 05/15/2043 | | | 9,253,516 | |
| 200,000 | | | 3.00%, 08/15/2048 | | | 238,914 | |
| 7,895,000 | | | 3.13%, 08/15/2044 | | | 9,481,093 | |
| 4,630,000 | | | 3.38%, 05/15/2044 | | | 5,776,829 | |
| 15,955,000 | | | 4.38%, 02/15/2038 | | | 21,978,012 | |
| | | | | | | | |
| | | | | | | 106,987,075 | |
| | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Balanced HLS Fund |
Schedule of Investments – (continued)
June 30, 2021 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
U.S. GOVERNMENT SECURITIES - 12.6% - (continued) | |
| | | U.S. Treasury Securities - 12.6% - (continued) | |
| | | U.S. Treasury Notes - 7.7% | |
$ | 10,700,000 | | | 0.13%, 03/31/2023 | | $ | 10,682,863 | |
| 2,855,000 | | | 0.13%, 05/15/2023 | | | 2,849,535 | |
| 4,000,000 | | | 0.13%, 05/31/2023 | | | 3,991,250 | |
| 7,700,000 | | | 0.13%, 06/30/2023 | | | 7,680,750 | |
| 2,385,000 | | | 0.13%, 02/15/2024 | | | 2,369,535 | |
| 3,415,000 | | | 0.25%, 05/15/2024 | | | 3,396,591 | |
| 18,965,000 | | | 0.25%, 05/31/2025 | | | 18,652,374 | |
| 17,385,000 | | | 0.25%, 07/31/2025 | | | 17,062,427 | |
| 8,770,000 | | | 0.25%, 08/31/2025 | | | 8,596,313 | |
| 14,815,000 | | | 0.25%, 09/30/2025 | | | 14,507,704 | |
| 8,325,000 | | | 0.38%, 11/30/2025 | | | 8,178,337 | |
| 6,815,000 | | | 0.38%, 12/31/2025 | | | 6,688,550 | |
| 9,055,000 | | | 0.38%, 01/31/2026 | | | 8,877,083 | |
| 4,300,000 | | | 0.50%, 02/28/2026 | | | 4,236,676 | |
| 6,355,000 | | | 0.75%, 03/31/2026 | | | 6,329,431 | |
| 9,565,000 | | | 0.75%, 04/30/2026 | | | 9,521,658 | |
| 8,590,000 | | | 0.75%, 05/31/2026 | | | 8,545,037 | |
| 5,300,000 | | | 0.88%, 06/30/2026 | | | 5,300,000 | |
| 2,450,000 | | | 1.13%, 02/28/2025 | | | 2,495,363 | |
| 2,490,000 | | | 1.13%, 02/15/2031 | | | 2,419,580 | |
| 3,425,000 | | | 1.25%, 03/31/2028 | | | 3,441,055 | |
| 380,000 | | | 1.25%, 05/31/2028 | | | 381,247 | |
| 1,675,000 | | | 1.63%, 10/31/2026 | | | 1,735,653 | |
| 2,265,000 | | | 1.63%, 05/15/2031 | | | 2,302,514 | |
| 7,555,000 | | | 2.13%, 03/31/2024 | | | 7,909,436 | |
| | | | | | | | |
| | | | | | | 168,150,962 | |
| | | | | | | | |
| | |
| | | | Total U.S. Government Securities (cost $260,760,928) | | $ | 275,138,037 | |
| | | | | | | | |
| | |
| | | | Total Long-Term Investments (cost $1,499,298,860) | | $ | 2,133,873,484 | |
| | | | | | | | |
|
SHORT-TERM INVESTMENTS - 3.8% | |
| | | Repurchase Agreements - 2.1% | |
| 44,904,021 | | | Fixed Income Clearing Corp. Repurchase Agreement dated 06/30/2021 at 0.020%, due on 07/01/2021 with a maturity value of $44,904,046; collateralized by U.S. Treasury Government Bond at 4.375%, maturing 11/15/2030, with a market value of $45,802,187 | | $ | 44,904,021 | |
| | | | | | | | |
| | | Securities Lending Collateral - 1.7% | |
| 5,667,539 | | | Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(10) | | | 5,667,539 | |
| 29,388,359 | | | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.03%(10) | | | 29,388,359 | |
| 1,492,232 | | | Invesco Government & Agency Portfolio, Institutional Class, 0.03%(10) | | | 1,492,232 | |
| | | | | | | | |
| | | | | | | 36,548,130 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments (cost $81,452,151) | | $ | 81,452,151 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | | Total Investments (cost $1,580,751,011) | | | 101.6 | % | | $ | 2,215,325,635 | |
| | | | Other Assets and Liabilities | | | (1.6 | )% | | | (33,873,462 | ) |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 2,181,452,173 | |
| | | | | | | | | | | | |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
| Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. |
| The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types. |
| Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. |
| For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
| See “Glossary” for abbreviation descriptions. |
(1) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(2) | This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At June 30, 2021, the aggregate fair value of this security was $13,223,486, 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) | Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $13,223,486 or 0.6% of net assets. |
| | | | | | | | | | | | | | | | |
Period Acquired | | | Security Name | | Shares/ Par Value | | | Total Cost | | | Market Value | |
| 08/2011 | | | Allstar Co. | | | 11,702,200 | | | $ | — | | | $ | 13,223,486 | |
(4) | Affiliated company – The Fund owns greater than 5% of the outstanding voting securities of this issuer. |
(5) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At June 30, 2021, the aggregate value of these securities was $156,630,354, representing 7.2% of net assets. |
(6) | Variable rate securities; the rate reported is the coupon rate in effect at June 30, 2021. Base lending rates may be subject to a floor or cap. |
(7) | Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end. |
(8) | Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at June 30, 2021. Rate will reset at a future date. Base lending rates may be subject to a floor or cap. |
(9) | All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of June 30, 2021, the market value of securities pledged was $276,087. |
(10) | Current yield as of period end. |
The accompanying notes are an integral part of these financial statements.
|
Hartford Balanced HLS Fund |
Schedule of Investments – (continued)
June 30, 2021 (Unaudited)
| | | | | | | | | | | | | | | | |
Futures Contracts Outstanding at June 30, 2021 | |
Description | | Number of Contracts | | | Expiration Date | | | Current Notional Amount | | | Value and Unrealized Appreciation/ (Depreciation) | |
Short position contracts: | |
U.S. Treasury 10-Year Ultra Future | | | 63 | | | | 09/21/2021 | | | $ | 9,273,797 | | | $ | (40,240 | ) |
| | | | | | | | | | | | | | | | |
Total futures contracts | | | $ | (40,240 | ) |
| | | | | | | | | | | | | | | | |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2021 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Automobiles & Components | | $ | 17,001,708 | | | $ | 17,001,708 | | | $ | — | | | $ | — | |
Banks | | | 80,325,083 | | | | 80,325,083 | | | | — | | | | — | |
Capital Goods | | | 140,323,333 | | | | 140,323,333 | | | | — | | | | — | |
Commercial & Professional Services | | | 22,886,090 | | | | 22,886,090 | | | | — | | | | — | |
Consumer Durables & Apparel | | | 21,648,266 | | | | 21,648,266 | | | | — | | | | — | |
Consumer Services | | | 17,541,918 | | | | 17,541,918 | | | | — | | | | — | |
Diversified Financials | | | 34,985,780 | | | | 34,985,780 | | | | — | | | | — | |
Energy | | | 19,494,437 | | | | 19,494,437 | | | | — | | | | — | |
Food, Beverage & Tobacco | | | 36,516,384 | | | | 36,516,384 | | | | — | | | | — | |
Health Care Equipment & Services | | | 149,399,766 | | | | 149,399,766 | | | | — | | | | — | |
Insurance | | | 78,072,696 | | | | 78,072,696 | | | | — | | | | — | |
Materials | | | 79,751,565 | | | | 79,751,565 | | | | — | | | | — | |
Media & Entertainment | | | 189,789,474 | | | | 189,789,474 | | | | — | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 130,159,156 | | | | 111,123,947 | | | | 19,035,209 | | | | — | |
Real Estate | | | 18,616,691 | | | | 18,616,691 | | | | — | | | | — | |
Retailing | | | 60,743,301 | | | | 47,519,815 | | | | 13,223,486 | | | | — | |
Semiconductors & Semiconductor Equipment | | | 69,382,289 | | | | 69,382,289 | | | | — | | | | — | |
Software & Services | | | 209,609,319 | | | | 209,609,319 | | | | — | | | | — | |
Technology Hardware & Equipment | | | 72,696,031 | | | | 72,696,031 | | | | — | | | | — | |
Transportation | | | 17,040,135 | | | | 17,040,135 | | | | — | | | | — | |
Utilities | | | 15,572,838 | | | | 15,572,838 | | | | — | | | | — | |
Asset & Commercial Mortgage-Backed Securities | | | 51,622,161 | | | | — | | | | 51,622,161 | | | | — | |
Corporate Bonds | | | 296,514,288 | | | | — | | | | 296,514,288 | | | | — | |
Foreign Government Obligations | | | 6,170,372 | | | | — | | | | 6,170,372 | | | | — | |
Municipal Bonds | | | 14,361,481 | | | | — | | | | 14,361,481 | | | | — | |
U.S. Government Agencies | | | 8,510,885 | | | | — | | | | 8,510,885 | | | | — | |
U.S. Government Securities | | | 275,138,037 | | | | — | | | | 275,138,037 | | | | — | |
Short-Term Investments | | | 81,452,151 | | | | 36,548,130 | | | | 44,904,021 | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 2,215,325,635 | | | $ | 1,485,845,695 | | | $ | 729,479,940 | | | $ | — | |
| | | | | | | | | | | | | | | | |
Liabilities | |
Futures Contracts(2) | | $ | (40,240 | ) | | $ | (40,240 | ) | | $ | — | | | $ | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | (40,240 | ) | | $ | (40,240 | ) | | $ | — | | | $ | — | |
| | | | | | | | | | | | | | | | |
(1) | For the six-month period ended June 30, 2021, there were no transfers in and out of Level 3. |
(2) | Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments. |
The accompanying notes are an integral part of these financial statements.
|
Hartford Capital Appreciation HLS Fund |
Schedule of Investments
June 30, 2021 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 96.9% | |
| | | Automobiles & Components - 0.6% | |
| 22,290 | | | Ferrari N.V. | | $ | 4,601,685 | |
| 181,556 | | | General Motors Co.* | | | 10,742,669 | |
| 110,384 | | | Thor Industries, Inc. | | | 12,473,392 | |
| | | | | | | | |
| | | | | | | 27,817,746 | |
| | | | | | | | |
| | | Banks - 1.8% | |
| 925,244 | | | Bank of America Corp. | | | 38,147,810 | |
| 700,784 | | | Commerzbank AG* | | | 4,976,741 | |
| 100,367 | | | JP Morgan Chase & Co. | | | 15,611,083 | |
| 24,759 | | | M&T Bank Corp. | | | 3,597,730 | |
| 721,800 | | | Mitsubishi UFJ Financial Group, Inc. | | | 3,887,800 | |
| 329,552 | | | Zions Bancorp NA | | | 17,420,119 | |
| | | | | | | | |
| | | | | | | 83,641,283 | |
| | | | | | | | |
| | | Capital Goods - 5.8% | |
| 9,272 | | | 3M Co. | | | 1,841,697 | |
| 37,486 | | | AerCap Holdings N.V.* | | | 1,919,658 | |
| 75,377 | | | Airbus SE* | | | 9,712,535 | |
| 61,883 | | | Carlisle Cos., Inc. | | | 11,843,169 | |
| 18,567 | | | Dover Corp. | | | 2,796,190 | |
| 236,114 | | | Emerson Electric Co. | | | 22,723,611 | |
| 151,626 | | | General Dynamics Corp. | | | 28,545,111 | |
| 350,600 | | | HF Global, Inc.*(1)(2)(3) | | | 7,099,650 | |
| 194,740 | | | Johnson Controls International plc | | | 13,365,006 | |
| 72,438 | | | Lockheed Martin Corp. | | | 27,406,917 | |
| 61,731 | | | Middleby Corp.* | | | 10,695,513 | |
| 117,371 | | | Northrop Grumman Corp. | | | 42,656,143 | |
| 314,793 | | | Raytheon Technologies Corp. | | | 26,854,991 | |
| 10,315 | | | Roper Technologies, Inc. | | | 4,850,113 | |
| 23,097 | | | Safran S.A. | | | 3,205,469 | |
| 349,930 | | | Sanwa Holdings Corp. | | | 4,303,728 | |
| 28,183 | | | Siemens AG | | | 4,474,860 | |
| 513,081 | | | Westinghouse Air Brake Technologies Corp. | | | 42,226,566 | |
| | | | | | | | |
| | | | | | | 266,520,927 | |
| | | | | | | | |
| | | Commercial & Professional Services - 1.9% | |
| 44,372 | | | Booz Allen Hamilton Holding Corp. | | | 3,779,607 | |
| 290,415 | | | Copart, Inc.* | | | 38,285,409 | |
| 181,450 | | | CoStar Group, Inc.* | | | 15,027,689 | |
| 287,062 | | | Leidos Holdings, Inc. | | | 29,021,968 | |
| 68,610 | | | Recruit Holdings Co., Ltd. | | | 3,364,550 | |
| | | | | | | | |
| | | | | | | 89,479,223 | |
| | | | | | | | |
| | | Consumer Durables & Apparel - 3.6% | |
| 221,335 | | | Carter’s, Inc. | | | 22,835,132 | |
| 149,440 | | | Garmin Ltd. | | | 21,615,002 | |
| 139,567 | | | Lennar Corp. Class A | | | 13,865,981 | |
| 82,792 | | | Lululemon Athletica, Inc.* | | | 30,216,596 | |
| 249,191 | | | NIKE, Inc. Class B | | | 38,497,518 | |
| 4,164 | | | NVR, Inc.* | | | 20,708,821 | |
| 74,493 | | | Polaris, Inc. | | | 10,202,561 | |
| 49,200 | | | Sony Corp. | | | 4,770,787 | |
| 110,271 | | | Steven Madden Ltd. | | | 4,825,459 | |
| | | | | | | | |
| | | | | | | 167,537,857 | |
| | | | | | | | |
| | | Consumer Services - 5.3% | |
| 317,064 | | | Airbnb, Inc. Class A* | | | 48,555,181 | |
| 11,377 | | | Booking Holdings, Inc.* | | | 24,893,900 | |
| 134,698 | | | Chegg, Inc.* | | | 11,194,751 | |
| 13,227 | | | Chipotle Mexican Grill, Inc.* | | | 20,506,347 | |
| 763,419 | | | Compass Group plc* | | | 16,083,643 | |
| 381,162 | | | DraftKings, Inc. Class A* | | | 19,885,222 | |
| 187,545 | | | Las Vegas Sands Corp.* | | | 9,881,746 | |
| 166,713 | | | McDonald’s Corp. | | | 38,509,036 | |
| 317,325 | | | Penn National Gaming, Inc.* | | | 24,272,189 | |
| 142,056 | | | Starbucks Corp. | | | 15,883,281 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 96.9% - (continued) | |
| | | Consumer Services - 5.3% - (continued) | |
| 113,809 | | | Yum! Brands, Inc. | | $ | 13,091,449 | |
| | | | | | | | |
| | | | | | | 242,756,745 | |
| | | | | | | | |
| | | Diversified Financials - 4.6% | |
| 244,467 | | | American Express Co. | | | 40,393,282 | |
| 426,656 | | | Bank of New York Mellon Corp. | | | 21,857,587 | |
| 25,679 | | | BlackRock, Inc. | | | 22,468,355 | |
| 380,945 | | | Charles Schwab Corp. | | | 27,736,605 | |
| 21,093 | | | Coinbase Global, Inc. Class A* | | | 5,342,857 | |
| 256,757 | | | Equitable Holdings, Inc. | | | 7,818,251 | |
| 168,126 | | | Intermediate Capital Group plc | | | 4,945,114 | |
| 214,272 | | | Raymond James Financial, Inc. | | | 27,833,933 | |
| 53,472 | | | S&P Global, Inc. | | | 21,947,582 | |
| 184,843 | | | Tradeweb Markets, Inc. Class A | | | 15,630,324 | |
| 159,716 | | | Voya Financial, Inc. | | | 9,822,534 | |
| 89,831 | | | XP, Inc. Class A* | | | 3,912,140 | |
| | | | | | | | |
| | | | | | | 209,708,564 | |
| | | | | | | | |
| | | Energy - 1.5% | |
| 342,519 | | | Baker Hughes a GE Co. | | | 7,833,409 | |
| 582,408 | | | Canadian Natural Resources Ltd. | | | 21,129,762 | |
| 105,212 | | | ConocoPhillips | | | 6,407,411 | |
| 76,353 | | | Diamondback Energy, Inc. | | | 7,168,783 | |
| 136,406 | | | Equinor ASA | | | 2,887,511 | |
| 264,980 | | | Halliburton Co. | | | 6,126,338 | |
| 164,650 | | | Occidental Petroleum Corp. | | | 5,148,605 | |
| 45,690 | | | Phillips 66 | | | 3,921,116 | |
| 326,495 | | | Schlumberger Ltd. | | | 10,451,105 | |
| | | | | | | | |
| | | | | | | 71,074,040 | |
| | | | | | | | |
| | | Food & Staples Retailing - 0.1% | |
| 72,004 | | | Sysco Corp. | | | 5,598,311 | |
| | | | | | | | |
| | | Food, Beverage & Tobacco - 5.4% | |
| 652,470 | | | Altria Group, Inc. | | | 31,109,770 | |
| 598,527 | | | Coca-Cola Co. | | | 32,386,296 | |
| 75,479 | | | Constellation Brands, Inc. Class A | | | 17,653,783 | |
| 945,823 | | | Diageo plc | | | 45,331,862 | |
| 156,448 | | | General Mills, Inc. | | | 9,532,377 | |
| 614,510 | | | Keurig Dr Pepper, Inc. | | | 21,655,333 | |
| 120,071 | | | Mondelez International, Inc. Class A | | | 7,497,233 | |
| 268,967 | | | PepsiCo., Inc. | | | 39,852,840 | |
| 290,967 | | | Philip Morris International, Inc. | | | 28,837,739 | |
| 204,415 | | | Tyson Foods, Inc. Class A | | | 15,077,650 | |
| | | | | | | | |
| | | | | | | 248,934,883 | |
| | | | | | | | |
| | | Health Care Equipment & Services - 8.5% | |
| 39,481 | | | ABIOMED, Inc.* | | | 12,322,415 | |
| 45,001 | | | Align Technology, Inc.* | | | 27,495,611 | |
| 301,323 | | | Baxter International, Inc. | | | 24,256,502 | |
| 327,127 | | | Boston Scientific Corp.* | | | 13,987,951 | |
| 24,948 | | | Cardinal Health, Inc. | | | 1,424,281 | |
| 279,054 | | | Centene Corp.* | | | 20,351,408 | |
| 223,602 | | | CVS Health Corp. | | | 18,657,351 | |
| 94,771 | | | Danaher Corp. | | | 25,432,746 | |
| 59,252 | | | DexCom, Inc.* | | | 25,300,604 | |
| 273,236 | | | GoodRx Holdings, Inc. Class A*(5) | | | 9,839,228 | |
| 93,958 | | | Insulet Corp.* | | | 25,792,411 | |
| 3,721 | | | Intuitive Surgical, Inc.* | | | 3,421,980 | |
| 64,855 | | | McKesson Corp. | | | 12,402,870 | |
| 466,946 | | | Medtronic plc | | | 57,962,007 | |
| 1,082,910 | | | Multiplan Corp.*(5) | | | 10,309,303 | |
| 180,188 | | | Oak Street Health, Inc.* | | | 10,553,611 | |
| 62,002 | | | Quest Diagnostics, Inc. | | | 8,182,404 | |
| 56,388 | | | Teleflex, Inc. | | | 22,656,135 | |
| 115,493 | | | UnitedHealth Group, Inc. | | | 46,248,017 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Capital Appreciation HLS Fund |
Schedule of Investments – (continued)
June 30, 2021 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 96.9% - (continued) | |
| | | Health Care Equipment & Services - 8.5% - (continued) | |
| 48,615 | | | Veeva Systems, Inc. Class A* | | $ | 15,116,834 | |
| | | | | | | | |
| | | | | | | 391,713,669 | |
| | | | | | | | |
| | | Household & Personal Products - 1.8% | |
| 555,804 | | | Colgate-Palmolive Co. | | | 45,214,655 | |
| 85,750 | | | Honest Co., Inc.*(2)(4) | | | 1,341,473 | |
| 48,373 | | | Kimberly-Clark Corp. | | | 6,471,340 | |
| 207,304 | | | Procter & Gamble Co. | | | 27,971,529 | |
| | | | | | | | |
| | | | | | | 80,998,997 | |
| | | | | | | | |
| | | Insurance - 4.6% | |
| 746,932 | | | Aflac, Inc. | | | 40,080,371 | |
| 281,029 | | | Athene Holding Ltd. Class A* | | | 18,969,457 | |
| 359,379 | | | Chubb Ltd. | | | 57,119,698 | |
| 457,746 | | | CNO Financial Group, Inc. | | | 10,811,961 | |
| 315,293 | | | Marsh & McLennan Cos., Inc. | | | 44,355,419 | |
| 397,128 | | | MetLife, Inc. | | | 23,768,111 | |
| 72,900 | | | Travelers Cos., Inc. | | | 10,913,859 | |
| 194,927 | | | Unum Group | | | 5,535,927 | |
| | | | | | | | |
| | | | | | | 211,554,803 | |
| | | | | | | | |
| | | Materials - 2.7% | |
| 98,201 | | | Celanese Corp. | | | 14,887,272 | |
| 140,423 | | | CRH plc | | | 7,129,148 | |
| 120,774 | | | Ecolab, Inc. | | | 24,875,821 | |
| 283,448 | | | FMC Corp. | | | 30,669,073 | |
| 94,589 | | | Linde plc | | | 27,345,680 | |
| 102,629 | | | Reliance Steel & Aluminum Co. | | | 15,486,716 | |
| 46,299 | | | Rio Tinto plc | | | 3,823,716 | |
| | | | | | | | |
| | | | | | | 124,217,426 | |
| | | | | | | | |
| | | Media & Entertainment - 7.3% | |
| 184,469 | | | Activision Blizzard, Inc. | | | 17,605,721 | |
| 34,946 | | | Alphabet, Inc. Class A* | | | 85,330,793 | |
| 5,422 | | | Cable One, Inc. | | | 10,371,256 | |
| 21,752 | | | Charter Communications, Inc. Class A* | | | 15,692,980 | |
| 59,669 | | | Electronic Arts, Inc. | | | 8,582,192 | |
| 87,195 | | | Facebook, Inc. Class A* | | | 30,318,574 | |
| 116,643 | | | Match Group, Inc.* | | | 18,808,684 | |
| 3,400 | | | Netflix, Inc.* | | | 1,795,914 | |
| 372,653 | | | Omnicom Group, Inc. | | | 29,808,514 | |
| 295,257 | | | Pinterest, Inc. Class A* | | | 23,310,540 | |
| 47,269 | | | Roku, Inc.* | | | 21,708,288 | |
| 468,000 | | | Snap, Inc. Class A* | | | 31,889,520 | |
| 82,569 | | | Spotify Technology S.A.* | | | 22,755,191 | |
| 182,999 | | | Twitter, Inc.* | | | 12,592,161 | |
| 403,144 | | | Zynga, Inc. Class A* | | | 4,285,421 | |
| | | | | | | | |
| | | | | | | 334,855,749 | |
| | | | | | | | |
| | | Pharmaceuticals, Biotechnology & Life Sciences - 5.6% | |
| 177,061 | | | Allakos, Inc.* | | | 15,115,698 | |
| 8,938 | | | Argenx SE ADR* | | | 2,690,964 | |
| 220,650 | | | AstraZeneca plc ADR(5) | | | 13,216,935 | |
| 20,821 | | | Biogen, Inc.* | | | 7,209,688 | |
| 276,889 | | | Elanco Animal Health, Inc.* | | | 9,605,279 | |
| 69,444 | | | Eli Lilly & Co. | | | 15,938,787 | |
| 68,449 | | | Exact Sciences Corp.* | | | 8,508,895 | |
| 3,404 | | | Hutchmed China Ltd.* | | | 26,436 | |
| 41,595 | | | Illumina, Inc.* | | | 19,683,170 | |
| 258,166 | | | Johnson & Johnson | | | 42,530,267 | |
| 174,221 | | | Kodiak Sciences, Inc.* | | | 16,202,553 | |
| 304,856 | | | Organon & Co.* | | | 9,224,942 | |
| 496,353 | | | Pfizer, Inc. | | | 19,437,183 | |
| 345,349 | | | PTC Therapeutics, Inc.* | | | 14,597,902 | |
| 33,918 | | | Regeneron Pharmaceuticals, Inc.* | | | 18,944,560 | |
| 108,252 | | | Seagen, Inc.* | | | 17,090,826 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 96.9% - (continued) | |
| | | Pharmaceuticals, Biotechnology & Life Sciences - 5.6% - (continued) | |
| 145,106 | | | Vertex Pharmaceuticals, Inc.* | | $ | 29,257,723 | |
| | | | | | | | |
| | | | | | | 259,281,808 | |
| | | | | | | | |
| | | Real Estate - 4.1% | |
| 78,824 | | | Alexandria Real Estate Equities, Inc. REIT | | | 14,341,239 | |
| 139,402 | | | American Tower Corp. REIT | | | 37,658,056 | |
| 430,652 | | | Americold Realty Trust REIT | | | 16,300,178 | |
| 72,478 | | | Camden Property Trust REIT | | | 9,615,656 | |
| 52,793 | | | Crown Castle International Corp. REIT | | | 10,299,914 | |
| 48,547 | | | Digital Realty Trust, Inc. REIT | | | 7,304,382 | |
| 14,232 | | | Equinix, Inc. REIT | | | 11,422,603 | |
| 37,119 | | | Prologis, Inc. REIT | | | 4,436,834 | |
| 61,195 | | | Public Storage REIT | | | 18,400,725 | |
| 195,767 | | | Redfin Corp.* | | | 12,413,585 | |
| 654,972 | | | STORE Capital Corp. REIT | | | 22,603,084 | |
| 710,550 | | | VICI Properties, Inc. REIT | | | 22,041,261 | |
| | | | | | | | |
| | | | | | | 186,837,517 | |
| | | | | | | | |
| | | Retailing - 7.3% | |
| 62,388 | | | Alibaba Group Holding Ltd. ADR* | | | 14,148,351 | |
| 8,451,700 | | | Allstar Co.(2)(3)(6) | | | 9,550,421 | |
| 28,440 | | | Amazon.com, Inc.* | | | 97,838,150 | |
| 7,828 | | | AutoZone, Inc.* | | | 11,681,098 | |
| 137,590 | | | CarMax, Inc.* | | | 17,769,748 | |
| 198,549 | | | Chewy, Inc. Class A* | | | 15,826,341 | |
| 48,941 | | | Dollar General Corp. | | | 10,590,343 | |
| 196,350 | | | Dollar Tree, Inc.* | | | 19,536,825 | |
| 93,105 | | | Etsy, Inc.* | | | 19,164,733 | |
| 57,752 | | | Five Below, Inc.* | | | 11,161,729 | |
| 107,767 | | | LKQ Corp.* | | | 5,304,292 | |
| 178,291 | | | Ross Stores, Inc. | | | 22,108,084 | |
| 40,310 | | | Target Corp. | | | 9,744,539 | |
| 882,959 | | | TJX Cos., Inc. | | | 59,529,096 | |
| 115,140 | | | Tory Burch LLC*(1)(2)(3) | | | 5,789,224 | |
| 7,677 | | | Wayfair, Inc. Class A* | | | 2,423,706 | |
| 40,625 | | | Zalando SE*(7) | | | 4,913,185 | |
| | | | | | | | |
| | | | | | | 337,079,865 | |
| | | | | | | | |
| | | Semiconductors & Semiconductor Equipment - 3.1% | |
| 393,432 | | | Advanced Micro Devices, Inc.* | | | 36,955,068 | |
| 2,984 | | | ASML Holding N.V. | | | 2,059,913 | |
| 35,053 | | | Broadcom, Inc. | | | 16,714,672 | |
| 196,711 | | | First Solar, Inc.* | | | 17,804,313 | |
| 24,142 | | | KLA Corp. | | | 7,827,078 | |
| 253,515 | | | Marvell Technology, Inc. | | | 14,787,530 | |
| 91,191 | | | Micron Technology, Inc.* | | | 7,749,411 | |
| 62,168 | | | MKS Instruments, Inc. | | | 11,062,796 | |
| 40,113 | | | NXP Semiconductors N.V. | | | 8,252,046 | |
| 32,688 | | | SolarEdge Technologies, Inc.* | | | 9,033,982 | |
| 45,787 | | | Universal Display Corp. | | | 10,179,824 | |
| | | | | | | | |
| | | | | | | 142,426,633 | |
| | | | | | | | |
| | | Software & Services - 12.9% | |
| 67,147 | | | Accenture plc Class A | | | 19,794,264 | |
| 10,302 | | | Amdocs Ltd. | | | 796,963 | |
| 148,868 | | | ANSYS, Inc.* | | | 51,666,128 | |
| 20,027 | | | Avalara, Inc.* | | | 3,240,369 | |
| 223,338 | | | Cognizant Technology Solutions Corp. Class A | | | 15,468,390 | |
| 38,955 | | | Fair Isaac Corp.* | | | 19,581,899 | |
| 29,521 | | | Fidelity National Information Services, Inc. | | | 4,182,240 | |
| 138,243 | | | FleetCor Technologies, Inc.* | | | 35,398,503 | |
| 703,519 | | | Genpact Ltd. | | | 31,960,868 | |
| 29,125 | | | Global Payments, Inc. | | | 5,462,102 | |
| 395,524 | | | GoDaddy, Inc. Class A* | | | 34,394,767 | |
| 93,627 | | | Guidewire Software, Inc.* | | | 10,553,635 | |
| 367,982 | | | International Business Machines Corp. | | | 53,942,481 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Capital Appreciation HLS Fund |
Schedule of Investments – (continued)
June 30, 2021 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 96.9% - (continued) | |
| | | Software & Services - 12.9% - (continued) | |
| 8,042 | | | Intuit, Inc. | | $ | 3,941,947 | |
| 93,444 | | | Mastercard, Inc. Class A | | | 34,115,470 | |
| 103,385 | | | Microsoft Corp. | | | 28,006,996 | |
| 29,899 | | | MongoDB, Inc.* | | | 10,809,086 | |
| 531,504 | | | Oracle Corp. | | | 41,372,271 | |
| 44,370 | | | Paycom Software, Inc.* | | | 16,127,164 | |
| 53,459 | | | RingCentral, Inc. Class A* | | | 15,534,116 | |
| 135,515 | | | salesforce.com, Inc.* | | | 33,102,249 | |
| 44,333 | | | StoneCo Ltd. Class A* | | | 2,972,971 | |
| 191,346 | | | Varonis Systems, Inc.* | | | 11,025,357 | |
| 74,963 | | | Visa, Inc. Class A | | | 17,527,849 | |
| 100,415 | | | VMware, Inc. Class A*(5) | | | 16,063,388 | |
| 1,124,711 | | | Western Union Co. | | | 25,834,612 | |
| 112,153 | | | WEX, Inc.* | | | 21,746,467 | |
| 101,338 | | | Workday, Inc. Class A* | | | 24,193,434 | |
| 55,233 | | | Worldline S.A.*(7) | | | 5,175,585 | |
| 4,617 | | | Zoom Video Communications, Inc. Class A* | | | 1,786,918 | |
| | | | | | | | |
| | | | | | | 595,778,489 | |
| | | | | | | | |
| | | Technology Hardware & Equipment - 3.4% | |
| 28,832 | | | Apple, Inc. | | | 3,948,831 | |
| 29,234 | | | Arista Networks, Inc.* | | | 10,591,771 | |
| 133,473 | | | CDW Corp. | | | 23,311,059 | |
| 449,681 | | | Cisco Systems, Inc. | | | 23,833,093 | |
| 91,870 | | | F5 Networks, Inc.* | | | 17,148,454 | |
| 1,279,219 | | | Flex Ltd.* | | | 22,859,644 | |
| 321,442 | | | II-VI, Inc.* | | | 23,333,475 | |
| 8,970 | | | Keyence Corp. | | | 4,517,499 | |
| 148,190 | | | Lumentum Holdings, Inc.* | | | 12,156,026 | |
| 15,220 | | | Motorola Solutions, Inc. | | | 3,300,457 | |
| 143,270 | | | Samsung Electronics Co., Ltd. | | | 10,256,144 | |
| 18,490 | | | TE Connectivity Ltd. | | | 2,500,033 | |
| | | | | | | | |
| | | | | | | 157,756,486 | |
| | | | | | | | |
| | | Telecommunication Services - 0.8% | |
| 87,249 | | | Cellnex Telecom S.A.(7) | | | 5,564,849 | |
| 204,731 | | | T-Mobile U.S., Inc.* | | | 29,651,191 | |
| | | | | | | | |
| | | | | | | 35,216,040 | |
| | | | | | | | |
| | | Transportation - 2.3% | |
| 52,759 | | | FedEx Corp. | | | 15,739,593 | |
| 123,619 | | | J.B. Hunt Transport Services, Inc. | | | 20,143,716 | |
| 294,200 | | | Localiza Rent a Car S.A. | | | 3,785,597 | |
| 89,278 | | | Uber Technologies, Inc.* | | | 4,474,613 | |
| 132,694 | | | Union Pacific Corp. | | | 29,183,391 | |
| 156,156 | | | United Parcel Service, Inc. Class B | | | 32,475,763 | |
| | | | | | | | |
| | | | | | | 105,802,673 | |
| | | | | | | | |
| | | Utilities - 1.9% | |
| 139,949 | | | Avangrid, Inc. | | | 7,197,577 | |
| 465,511 | | | CenterPoint Energy, Inc. | | | 11,414,330 | |
| 81,593 | | | Consolidated Edison, Inc. | | | 5,851,850 | |
| 147,750 | | | Duke Energy Corp. | | | 14,585,880 | |
| 436,684 | | | Exelon Corp. | | | 19,349,468 | |
| 1,310,664 | | | Iberdrola S.A. | | | 15,983,096 | |
| 157,185 | | | Pinnacle West Capital Corp. | | | 12,884,454 | |
| | | | | | | | |
| | | | | | | 87,266,655 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks (cost $3,260,666,986) | | $ | 4,463,856,389 | |
| | | | | | | | |
|
EXCHANGE-TRADED FUNDS - 0.4% | |
| | | Other Investment Pools & Funds - 0.4% | |
| 33,199 | | | iShares MSCI ACWI ETF | | $ | 3,359,407 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
EXCHANGE-TRADED FUNDS - 0.4% - (continued) | |
| | | Other Investment Pools & Funds - 0.4% - (continued) | |
| 46,388 | | | iShares Russell 1000 Growth ETF | | $ | 12,593,414 | |
| | | | | | | | |
| | | | | | | 15,952,821 | |
| | | | | | | | |
| | |
| | | | Total Exchange-Traded Funds (cost $14,667,043) | | $ | 15,952,821 | |
| | | | | | | | |
|
CONVERTIBLE PREFERRED STOCKS - 0.3% | |
| | | Software & Services - 0.3% | |
| 50,200 | | | Nanigans, Inc. Series D*(1)(2)(3) | | $ | — | |
| 20,891 | | | Sharecare, Inc. Series B2*(2)(3) | | | 12,359,763 | |
| 29,504 | | | Magic Leap, Inc. Series C*(1)(2)(3) | | | 271,732 | |
| | | | | | | | |
| | | | | | | 12,631,495 | |
| | | | | | | | |
| | |
| | | | Total Convertible Preferred Stocks (cost $6,447,709) | | $ | 12,631,495 | |
| | | | | | | | |
|
ESCROWS - 0.0%(8) | |
| | | Consumer Durables & Apparel - 0.0% | |
| 127,917 | | | One Kings Lane, Inc.*(1)(2)(3) | | $ | 20,467 | |
| | | | | | | | |
| | |
| | | | Total Escrows (cost $—) | | $ | 20,467 | |
| | | | | | | | |
| | |
| | | | Total Long-Term Investments (cost $3,281,781,738) | | $ | 4,492,461,172 | |
| | | | | | | | |
|
SHORT-TERM INVESTMENTS - 2.8% | |
| | | Repurchase Agreements - 1.9% | |
| 89,105,327 | | | Fixed Income Clearing Corp. Repurchase Agreement dated 06/30/2021 at 0.020%, due on 07/01/2021 with a maturity value of $89,105,377; collateralized by U.S. Treasury Government Bond at 4.375%, maturing 11/15/2039, with a market value of $90,887,507 | | $ | 89,105,327 | |
| | | | | | | | |
| | | Securities Lending Collateral - 0.9% | |
| 6,427,961 | | | Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(9) | | | 6,427,961 | |
| 33,331,440 | | | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.03%(9) | | | 33,331,440 | |
| 1,692,447 | | | Invesco Government & Agency Portfolio, Institutional Class, 0.03%(9) | | | 1,692,447 | |
| | | | | | | | |
| | | | | | | 41,451,848 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments (cost $130,557,175) | | $ | 130,557,175 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | | Total Investments (cost $3,412,338,913) | | | 100.4 | % | | $ | 4,623,018,347 | |
| | | | Other Assets and Liabilities | | | (0.4 | )% | | | (16,863,080 | ) |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 4,606,155,267 | |
| | | | | | | | | | | | |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
| Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. |
| Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. |
The accompanying notes are an integral part of these financial statements.
|
Hartford Capital Appreciation HLS Fund |
Schedule of Investments – (continued)
June 30, 2021 (Unaudited)
| For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
| See “Glossary” for abbreviation descriptions. |
(1) | Investment valued using significant unobservable inputs. |
(2) | These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At June 30, 2021, the aggregate fair value of these securities was $36,432,730, which represented 0.8% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors. |
(3) | Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $36,432,730 or 0.8% of net assets. |
| | | | | | | | | | | | | | | | |
Period Acquired | | | Security Name | | Shares/ Par Value | | | Total Cost | | | Market Value | |
| 08/2011 | | | Allstar Co. | | | 8,451,700 | | | $ | — | | | $ | 9,550,421 | |
| 06/2015 | | | HF Global, Inc. | | | 350,600 | | | | 4,713,607 | | | | 7,099,650 | |
| 12/2015 | | | Magic Leap, Inc. Series C Convertible Preferred | | | 29,504 | | | | 679,566 | | | | 271,732 | |
| 03/2015 | | | Nanigans, Inc. Series D Convertible Preferred | | | 50,200 | | | | 548,109 | | | | — | |
| 01/2014 | | | One Kings Lane, Inc. | | | 127,917 | | | | — | | | | 20,467 | |
| 03/2015 | | | Sharecare, Inc. Series B2 Convertible Preferred | | | 20,891 | | | | 5,220,034 | | | | 12,359,763 | |
| 11/2013 | | | Tory Burch LLC | | | 115,140 | | | | 9,024,247 | | | | 5,789,224 | |
| | | | | | | | | | | | | | | | |
| | | | | | | | | | $ | 20,185,563 | | | $ | 35,091,257 | |
| | | | | | | | | | | | | | | | |
(4) | Investment is temporarily subject to certain trading restrictions. At June 30, 2021, the value of such restricted securities amounted to $1,341,473 or 0.0% of net assets. |
| | | | | | | | | | | | | | | | |
Period Acquired | | | Security Name | | Shares/ Par Value | | | Total Cost | | | Market Value | |
| 08/2014 | | | Honest Co., Inc. | | | 85,750 | | | $ | 1,097,606 | | | $ | 1,341,473 | |
(5) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(6) | Affiliated company – The Fund owns greater than 5% of the outstanding voting securities of this issuer. |
(7) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At June 30, 2021, the aggregate value of these securities was $15,653,619, representing 0.3% of net assets. |
(8) | Share amount represents shares of the issuer previously held that resulted in receipt of the escrow. |
(9) | Current yield as of period end. |
| | | | | | | | | | | | | | | | |
Futures Contracts Outstanding at June 30, 2021 | |
Description | | Number of Contracts | | | Expiration Date | | | Current Notional Amount | | | Value and Unrealized Appreciation/ (Depreciation) | |
Long position contracts: | |
NASDAQ 100 E-MINI | | | 249 | | | | 09/17/2021 | | | $ | 72,454,020 | | | $ | 3,194,106 | |
| | | | | | | | | | | | | | | | |
| |
Total futures contracts | | | $ | 3,194,106 | |
| | | | | |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
The accompanying notes are an integral part of these financial statements.
|
Hartford Capital Appreciation HLS Fund |
Schedule of Investments – (continued)
June 30, 2021 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2021 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Automobiles & Components | | $ | 27,817,746 | | | $ | 23,216,061 | | | $ | 4,601,685 | | | $ | — | |
Banks | | | 83,641,283 | | | | 74,776,742 | | | | 8,864,541 | | | | — | |
Capital Goods | | | 266,520,927 | | | | 237,724,685 | | | | 21,696,592 | | | | 7,099,650 | |
Commercial & Professional Services | | | 89,479,223 | | | | 86,114,673 | | | | 3,364,550 | | | | — | |
Consumer Durables & Apparel | | | 167,537,857 | | | | 162,767,070 | | | | 4,770,787 | | | | — | |
Consumer Services | | | 242,756,745 | | | | 226,673,102 | | | | 16,083,643 | | | | — | |
Diversified Financials | | | 209,708,564 | | | | 204,763,450 | | | | 4,945,114 | | | | — | |
Energy | | | 71,074,040 | | | | 68,186,529 | | | | 2,887,511 | | | | — | |
Food & Staples Retailing | | | 5,598,311 | | | | 5,598,311 | | | | — | | | | — | |
Food, Beverage & Tobacco | | | 248,934,883 | | | | 203,603,021 | | | | 45,331,862 | | | | — | |
Health Care Equipment & Services | | | 391,713,669 | | | | 391,713,669 | | | | — | | | | — | |
Household & Personal Products | | | 80,998,997 | | | | 79,657,524 | | | | 1,341,473 | | | | — | |
Insurance | | | 211,554,803 | | | | 211,554,803 | | | | — | | | | — | |
Materials | | | 124,217,426 | | | | 113,264,562 | | | | 10,952,864 | | | | — | |
Media & Entertainment | | | 334,855,749 | | | | 334,855,749 | | | | — | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 259,281,808 | | | | 259,281,808 | | | | — | | | | — | |
Real Estate | | | 186,837,517 | | | | 186,837,517 | | | | — | | | | — | |
Retailing | | | 337,079,865 | | | | 316,827,035 | | | | 14,463,606 | | | | 5,789,224 | |
Semiconductors & Semiconductor Equipment | | | 142,426,633 | | | | 140,366,720 | | | | 2,059,913 | | | | — | |
Software & Services | | | 595,778,489 | | | | 590,602,904 | | | | 5,175,585 | | | | — | |
Technology Hardware & Equipment | | | 157,756,486 | | | | 142,982,843 | | | | 14,773,643 | | | | — | |
Telecommunication Services | | | 35,216,040 | | | | 29,651,191 | | | | 5,564,849 | | | | — | |
Transportation | | | 105,802,673 | | | | 105,802,673 | | | | — | | | | — | |
Utilities | | | 87,266,655 | | | | 71,283,559 | | | | 15,983,096 | | | | — | |
Exchange-Traded Funds | | | 15,952,821 | | | | 15,952,821 | | | | — | | | | — | |
Convertible Preferred Stocks | | | 12,631,495 | | | | — | | | | 12,359,763 | | | | 271,732 | |
Escrows | | | 20,467 | | | | — | | | | — | | | | 20,467 | |
Short-Term Investments | | | 130,557,175 | | | | 41,451,848 | | | | 89,105,327 | | | | — | |
Futures Contracts(2) | | | 3,194,106 | | | | 3,194,106 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 4,626,212,453 | | | $ | 4,328,704,976 | | | $ | 284,326,404 | | | $ | 13,181,073 | |
| | | | | | | | | | | | | | | | |
(1) | For the six-month period ended June 30, 2021, investments valued at $5,261,607 were transferred out of Level 3 due to the initiation of a vendor providing prices that are based on market activity which has been determined to be significant observable input and there were no transfers into Level 3. |
(2) | Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments. |
Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for period ended June 30, 2021 is not presented.
The accompanying notes are an integral part of these financial statements.
|
Hartford Disciplined Equity HLS Fund |
Schedule of Investments
June 30, 2021 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 99.0% | |
| | | Automobiles & Components - 0.4% | |
| 17,907 | | | Tesla, Inc.* | | $ | 12,171,388 | |
| | | | | | | | |
| | | Banks - 5.9% | |
| 1,823,554 | | | Bank of America Corp. | | | 75,185,132 | |
| 521,634 | | | JP Morgan Chase & Co. | | | 81,134,952 | |
| 220,203 | | | PNC Financial Services Group, Inc. | | | 42,005,924 | |
| | | | | | | | |
| | | | | | | 198,326,008 | |
| | | | | | | | |
| | | Capital Goods - 5.8% | |
| 258,681 | | | AMETEK, Inc. | | | 34,533,913 | |
| 78,193 | | | Deere & Co. | | | 27,579,453 | |
| 357,916 | | | Fortune Brands Home & Security, Inc. | | | 35,652,013 | |
| 138,655 | | | IDEX Corp. | | | 30,511,033 | |
| 129,528 | | | Illinois Tool Works, Inc. | | | 28,957,280 | |
| 453,317 | | | Raytheon Technologies Corp. | | | 38,672,473 | |
| | | | | | | | |
| | | | | | | 195,906,165 | |
| | | | | | | | |
| | | Commercial & Professional Services - 2.5% | |
| 142,845 | | | Equifax, Inc. | | | 34,212,806 | |
| 340,389 | | | Leidos Holdings, Inc. | | | 34,413,328 | |
| 148,827 | | | Republic Services, Inc. | | | 16,372,458 | |
| | | | | | | | |
| | | | | | | 84,998,592 | |
| | | | | | | | |
| | | Consumer Durables & Apparel - 2.3% | |
| 282,726 | | | NIKE, Inc. Class B | | | 43,678,340 | |
| 388,114 | | | VF Corp. | | | 31,840,872 | |
| | | | | | | | |
| | | | | | | 75,519,212 | |
| | | | | | | | |
| | | Consumer Services - 2.5% | |
| 122,891 | | | Airbnb, Inc. Class A*(2) | | | 18,819,528 | |
| 10,692 | | | Booking Holdings, Inc.* | | | 23,395,058 | |
| 176,820 | | | McDonald’s Corp. | | | 40,843,652 | |
| | | | | | | | |
| | | | | | | 83,058,238 | |
| | | | | | | | |
| | | Diversified Financials - 5.3% | |
| 289,478 | | | American Express Co. | | | 47,830,450 | |
| 45,208 | | | BlackRock, Inc. | | | 39,555,644 | |
| 433,099 | | | Charles Schwab Corp. | | | 31,533,938 | |
| 654,968 | | | Morgan Stanley | | | 60,054,016 | |
| | | | | | | | |
| | | | | | | 178,974,048 | |
| | | | | | | | |
| | | Energy - 1.3% | |
| 512,196 | | | EOG Resources, Inc. | | | 42,737,634 | |
| | | | | | | | |
| | | Food & Staples Retailing - 1.3% | |
| 311,217 | | | Walmart, Inc. | | | 43,887,821 | |
| | | | | | | | |
| | | Food, Beverage & Tobacco - 2.2% | |
| 185,277 | | | Constellation Brands, Inc. Class A | | | 43,334,437 | |
| 349,345 | | | Monster Beverage Corp.* | | | 31,912,666 | |
| | | | | | | | |
| | | | | | | 75,247,103 | |
| | | | | | | | |
| | | Health Care Equipment & Services - 8.0% | |
| 252,738 | | | Abbott Laboratories | | | 29,299,916 | |
| 404,816 | | | Baxter International, Inc. | | | 32,587,688 | |
| 134,090 | | | Becton Dickinson and Co. | | | 32,609,347 | |
| 155,354 | | | Danaher Corp. | | | 41,690,800 | |
| 409,978 | | | Hologic, Inc.* | | | 27,353,732 | |
| 103,186 | | | Laboratory Corp. of America Holdings* | | | 28,463,858 | |
| 188,231 | | | UnitedHealth Group, Inc. | | | 75,375,222 | |
| | | | | | | | |
| | | | | | | 267,380,563 | |
| | | | | | | | |
| | | Household & Personal Products - 3.0% | |
| 394,469 | | | Colgate-Palmolive Co. | | | 32,090,053 | |
| 215,697 | | | Honest Co., Inc.*(1)(2) | | | 3,374,364 | |
| 474,945 | | | Procter & Gamble Co. | | | 64,084,329 | |
| | | | | | | | |
| | | | | | | 99,548,746 | |
| | | | | | | | |
| | | Insurance - 0.8% | |
| 175,282 | | | Chubb Ltd. | | | 27,859,321 | |
| | | | | | | | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 99.0% - (continued) | |
| | | Materials - 1.1% | |
| 222,555 | | | PPG Industries, Inc. | | $ | 37,783,162 | |
| | | | | | | | |
| | | Media & Entertainment - 11.4% | |
| 70,757 | | | Alphabet, Inc. Class A* | | | 172,773,735 | |
| 276,526 | | | Facebook, Inc. Class A* | | | 96,150,855 | |
| 79,765 | | | Netflix, Inc.* | | | 42,132,671 | |
| 403,515 | | | Walt Disney Co.* | | | 70,925,832 | |
| | | | | | | | |
| | | | | | | 381,983,093 | |
| | | | | | | | |
| | | Pharmaceuticals, Biotechnology & Life Sciences - 5.7% | |
| 269,890 | | | Eli Lilly & Co. | | | 61,945,153 | |
| 684,829 | | | Merck & Co., Inc. | | | 53,259,152 | |
| 51,958 | | | Regeneron Pharmaceuticals, Inc.* | | | 29,020,621 | |
| 92,000 | | | Thermo Fisher Scientific, Inc. | | | 46,411,240 | |
| | | | | | | | |
| | | | | | | 190,636,166 | |
| | | | | | | | |
| | | Real Estate - 1.7% | |
| 130,287 | | | American Tower Corp. REIT | | | 35,195,730 | |
| 465,531 | | | Gaming and Leisure Properties, Inc. REIT | | | 21,568,051 | |
| | | | | | | | |
| | | | | | | 56,763,781 | |
| | | | | | | | |
| | | Retailing - 7.7% | |
| 39,718 | | | Amazon.com, Inc.* | | | 136,636,275 | |
| 1,605,750 | | | Coupang LLC*(1)(2) | | | 65,901,586 | |
| 761,207 | | | TJX Cos., Inc. | | | 51,320,576 | |
| 38,805 | | | Tory Burch LLC*(1)(3)(4) | | | 1,951,117 | |
| | | | | | | | |
| | | | | | | 255,809,554 | |
| | | | | | | | |
| | | Semiconductors & Semiconductor Equipment - 4.9% | |
| 330,663 | | | Advanced Micro Devices, Inc.* | | | 31,059,176 | |
| 85,162 | | | KLA Corp. | | | 27,610,372 | |
| 225,384 | | | QUALCOMM, Inc. | | | 32,214,135 | |
| 155,238 | | | Teradyne, Inc. | | | 20,795,682 | |
| 278,299 | | | Texas Instruments, Inc. | | | 53,516,898 | |
| | | | | | | | |
| | | | | | | 165,196,263 | |
| | | | | | | | |
| | | Software & Services - 11.7% | |
| 213,828 | | | Fidelity National Information Services, Inc. | | | 30,293,013 | |
| 160,993 | | | Global Payments, Inc. | | | 30,192,627 | |
| 258,366 | | | GoDaddy, Inc. Class A* | | | 22,467,507 | |
| 145,986 | | | Mastercard, Inc. Class A | | | 53,298,029 | |
| 609,017 | | | Microsoft Corp. | | | 164,982,705 | |
| 198,934 | | | salesforce.com, Inc.* | | | 48,593,608 | |
| 210,699 | | | SS&C Technologies Holdings, Inc. | | | 15,182,970 | |
| 109,679 | | | Workday, Inc. Class A* | | | 26,184,765 | |
| | | | | | | | |
| | | | | | | 391,195,224 | |
| | | | | | | | |
| | | Technology Hardware & Equipment - 9.0% | |
| 1,156,997 | | | Apple, Inc. | | | 158,462,309 | |
| 181,944 | | | CDW Corp. | | | 31,776,520 | |
| 958,398 | | | Corning, Inc. | | | 39,198,478 | |
| 199,068 | | | Motorola Solutions, Inc. | | | 43,167,896 | |
| 354,898 | | | NetApp, Inc. | | | 29,037,754 | |
| | | | | | | | |
| | | | | | | 301,642,957 | |
| | | | | | | | |
| | | Telecommunication Services - 1.1% | |
| 666,002 | | | Verizon Communications, Inc. | | | 37,316,092 | |
| | | | | | | | |
| | | Transportation - 1.4% | |
| 156,352 | | | FedEx Corp. | | | 46,644,492 | |
| | | | | | | | |
| | | Utilities - 2.0% | |
| 430,740 | | | American Electric Power Co., Inc. | | | 36,436,297 | |
| 316,779 | | | Duke Energy Corp. | | | 31,272,423 | |
| | | | | | | | |
| | | | | | | 67,708,720 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks (cost $2,187,751,103) | | $ | 3,318,294,343 | |
| | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Disciplined Equity HLS Fund |
Schedule of Investments – (continued)
June 30, 2021 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CONVERTIBLE PREFERRED STOCKS - 0.3% | |
| | | Real Estate - 0.1% | |
| 81,049 | | | We Co. Series D1*(1)(4) | | $ | 696,292 | |
| 114,486 | | | We Co. Series D2*(1)(4) | | | 983,549 | |
| | | | | | | | |
| | | | | | | 1,679,841 | |
| | | | | | | | |
| | | Software & Services - 0.2% | |
| 1,871,878 | | | Essence Group Holdings Corp. Series 3*(1)(3)(4) | | | 4,473,789 | |
| 287,204 | | | Lookout, Inc. Series F*(1)(3)(4) | | | 2,673,869 | |
| | | | | | | | |
| | | | | | | 7,147,658 | |
| | | | | | | | |
| | |
| | | | Total Convertible Preferred Stocks (cost $9,496,645) | | $ | 8,827,499 | |
| | | | | | | | |
|
ESCROWS - 0.0%(5) | |
| | | Software & Services - 0.0% | |
| 366,944 | | | Marklogic Corp.*(1)(3)(4) | | $ | 4,770 | |
| | | | | | | | |
| | |
| | | | Total Escrows (cost $—) | | $ | 4,770 | |
| | | | | | | | |
| | |
| | | | Total Long-Term Investments (cost $2,197,247,748) | | $ | 3,327,126,612 | |
| | | | | | | | |
|
SHORT-TERM INVESTMENTS - 0.6% | |
| | | Repurchase Agreements - 0.6% | |
| 21,020,072 | | | Fixed Income Clearing Corp. Repurchase Agreement dated 06/30/2021 at 0.020%, due on 07/01/2021 with a maturity value of $21,020,084; collateralized by U.S. Treasury Government Bond at 4.375%, maturing 11/15/2030, with a market value of $21,440,608 | | $ | 21,020,072 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments (cost $21,020,072) | | $ | 21,020,072 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | | Total Investments (cost $2,218,267,820) | | | 99.9 | % | | $ | 3,348,146,684 | |
| | | | Other Assets and Liabilities | | | 0.1 | % | | | 4,122,838 | |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 3,352,269,522 | |
| | | | | | | | | | | | |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
| Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. |
| For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
| See “Glossary” for abbreviation descriptions. |
(1) | 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, 2021, the aggregate fair value of these securities was $80,059,336, which represented 2.4% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors. |
(2) | Investment is temporarily subject to certain trading restrictions. At June 30, 2021, the value of such restricted securities amounted to $69,275,950 or 2.1% of net assets. |
| | | | | | | | | | | | | | | | |
Period Acquired | | | Security Name | | Shares/ Par Value | | | Total Cost | | | Market Value | |
| 11/2014 | | | Coupang LLC | | | 1,605,750 | | | $ | 4,998,894 | | | $ | 65,901,586 | |
| 08/2014 | | | Honest Co., Inc. | | | 215,697 | | | | 2,760,927 | | | | 3,374,364 | |
| | | | | | | | | | | | | | | | |
| | | | | | | | | | $ | 7,759,821 | | | $ | 69,275,950 | |
| | | | | | | | | | | | | | | | |
(3) | Investment valued using significant unobservable inputs. |
(4) | Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $10,783,386 or 0.3% of net assets. |
| | | | | | | | | | | | | | | | |
Period Acquired | | | Security Name | | Shares/ Par Value | | | Total Cost | | | Market Value | |
| 05/2014 | | | Essence Group Holdings Corp. Series 3 Convertible Preferred | | | 1,871,878 | | | $ | 2,960,001 | | | $ | 4,473,789 | |
| 07/2014 | | | Lookout, Inc. Series F Convertible Preferred | | | 287,204 | | | | 3,280,760 | | | | 2,673,869 | |
| 01/2021 | | | Marklogic Corp. | | | 366,944 | | | | — | | | | 4,770 | |
| 11/2013 | | | Tory Burch LLC | | | 38,805 | | | | 3,041,403 | | | | 1,951,117 | |
| 12/2014 | | | We Co. Series D1 Convertible Preferred | | | 81,049 | | | | 1,349,560 | | | | 696,292 | |
| 12/2014 | | | We Co. Series D2 Convertible Preferred | | | 114,486 | | | | 1,906,324 | | | | 983,549 | |
| | | | | | | | | | | | | | | | |
| | | | | | | | | | $ | 12,538,048 | | | $ | 10,783,386 | |
| | | | | | | | | | | | | | | | |
(5) | Share amount represents shares of the issuer previously held that resulted in receipt of the escrow. |
† | 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, 2021 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2021 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Automobiles & Components | | $ | 12,171,388 | | | $ | 12,171,388 | | | $ | — | | | $ | — | |
Banks | | | 198,326,008 | | | | 198,326,008 | | | | — | | | | — | |
Capital Goods | | | 195,906,165 | | | | 195,906,165 | | | | — | | | | — | |
Commercial & Professional Services | | | 84,998,592 | | | | 84,998,592 | | | | — | | | | — | |
Consumer Durables & Apparel | | | 75,519,212 | | | | 75,519,212 | | | | — | | | | — | |
Consumer Services | | | 83,058,238 | | | | 83,058,238 | | | | — | | | | — | |
Diversified Financials | | | 178,974,048 | | | | 178,974,048 | | | | — | | | | — | |
Energy | | | 42,737,634 | | | | 42,737,634 | | | | — | | | | — | |
Food & Staples Retailing | | | 43,887,821 | | | | 43,887,821 | | | | — | | | | — | |
Food, Beverage & Tobacco | | | 75,247,103 | | | | 75,247,103 | | | | — | | | | — | |
Health Care Equipment & Services | | | 267,380,563 | | | | 267,380,563 | | | | — | | | | — | |
Household & Personal Products | | | 99,548,746 | | | | 96,174,382 | | | | 3,374,364 | | | | — | |
Insurance | | | 27,859,321 | | | | 27,859,321 | | | | — | | | | — | |
Materials | | | 37,783,162 | | | | 37,783,162 | | | | — | | | | — | |
Media & Entertainment | | | 381,983,093 | | | | 381,983,093 | | | | — | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 190,636,166 | | | | 190,636,166 | | | | — | | | | — | |
Real Estate | | | 56,763,781 | | | | 56,763,781 | | | | — | | | | — | |
Retailing | | | 189,907,968 | | | | 187,956,851 | | | | — | | | | 1,951,117 | |
Semiconductors & Semiconductor Equipment | | | 165,196,263 | | | | 165,196,263 | | | | — | | | | — | |
Software & Services | | | 391,195,224 | | | | 391,195,224 | | | | — | | | | — | |
Technology Hardware & Equipment | | | 301,642,957 | | | | 301,642,957 | | | | — | | | | — | |
Telecommunication Services | | | 37,316,092 | | | | 37,316,092 | | | | — | | | | — | |
Transportation | | | 46,644,492 | | | | 46,644,492 | | | | — | | | | — | |
Utilities | | | 67,708,720 | | | | 67,708,720 | | | | — | | | | — | |
Convertible Preferred Stocks | | | 74,729,085 | | | | — | | | | 67,581,427 | | | | 7,147,658 | |
Escrows | | | 4,770 | | | | — | | | | — | | | | 4,770 | |
Short-Term Investments | | | 21,020,072 | | | | — | | | | 21,020,072 | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 3,348,146,684 | | | $ | 3,247,067,276 | | | $ | 91,975,863 | | | $ | 9,103,545 | |
| | | | | | | | | | | | | | | | |
(1) | For the six-month period ended June 30, 2021, investments valued at $18,197,113 were transferred out of Level 3 due to the initiation of a vendor providing prices that are based on market activity which has been determined to be significant observable input and there were no transfers into Level 3. |
Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for period ended June 30, 2021 is not presented.
The accompanying notes are an integral part of these financial statements.
|
Hartford Dividend and Growth HLS Fund |
Schedule of Investments
June 30, 2021 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 98.5% | |
| | | Banks - 7.6% | |
| 2,767,993 | | | Bank of America Corp. | | $ | 114,124,352 | |
| 796,467 | | | JP Morgan Chase & Co. | | | 123,882,477 | |
| 316,224 | | | PNC Financial Services Group, Inc. | | | 60,322,890 | |
| | | | | | | | |
| | | | | | | 298,329,719 | |
| | | | | | | | |
| | | Capital Goods - 8.1% | |
| 93,164 | | | Deere & Co. | | | 32,859,874 | |
| 252,511 | | | General Dynamics Corp. | | | 47,537,721 | |
| 685,205 | | | Ingersoll Rand, Inc.* | | | 33,444,856 | |
| 599,095 | | | Johnson Controls International plc | | | 41,115,890 | |
| 115,931 | | | Lockheed Martin Corp. | | | 43,862,494 | |
| 625,431 | | | Otis Worldwide Corp. | | | 51,141,493 | |
| 754,557 | | | Raytheon Technologies Corp. | | | 64,371,258 | |
| | | | | | | | |
| | | | | | | 314,333,586 | |
| | | | | | | | |
| | | Commercial & Professional Services - 1.1% | |
| 298,647 | | | Waste Management, Inc. | | | 41,843,431 | |
| | | | | | | | |
| | | Consumer Services - 2.1% | |
| 394,166 | | | Hilton Worldwide Holdings, Inc.* | | | 47,544,303 | |
| 146,044 | | | McDonald’s Corp. | | | 33,734,703 | |
| | | | | | | | |
| | | | | | | 81,279,006 | |
| | | | | | | | |
| | | Diversified Financials - 6.6% | |
| 380,810 | | | American Express Co. | | | 62,921,236 | |
| 52,161 | | | BlackRock, Inc. | | | 45,639,310 | |
| 739,888 | | | Charles Schwab Corp. | | | 53,871,245 | |
| 342,633 | | | Northern Trust Corp. | | | 39,615,228 | |
| 130,458 | | | S&P Global, Inc. | | | 53,546,486 | |
| | | | | | | | |
| | | | | | | 255,593,505 | |
| | | | | | | | |
| | | Energy - 4.5% | |
| 482,125 | | | Chevron Corp. | | | 50,497,772 | |
| 934,123 | | | ConocoPhillips | | | 56,888,091 | |
| 417,245 | | | Marathon Petroleum Corp. | | | 25,209,943 | |
| 935,310 | | | Total SE ADR | | | 42,332,131 | |
| | | | | | | | |
| | | | | | | 174,927,937 | |
| | | | | | | | |
| | | Food & Staples Retailing - 2.4% | |
| 510,077 | | | Sysco Corp. | | | 39,658,487 | |
| 377,911 | | | Walmart, Inc. | | | 53,293,009 | |
| | | | | | | | |
| | | | | | | 92,951,496 | |
| | | | | | | | |
| | | Food, Beverage & Tobacco - 2.5% | |
| 1,026,142 | | | Coca-Cola Co. | | | 55,524,544 | |
| 669,003 | | | Mondelez International, Inc. Class A | | | 41,772,547 | |
| | | | | | | | |
| | | | | | | 97,297,091 | |
| | | | | | | | |
| | | Health Care Equipment & Services - 7.6% | |
| 131,994 | | | Anthem, Inc. | | | 50,395,309 | |
| 172,481 | | | Becton Dickinson and Co. | | | 41,945,654 | |
| 280,028 | | | HCA Healthcare, Inc. | | | 57,892,989 | |
| 483,128 | | | Medtronic plc | | | 59,970,679 | |
| 211,198 | | | UnitedHealth Group, Inc. | | | 84,572,127 | |
| | | | | | | | |
| | | | | | | 294,776,758 | |
| | | | | | | | |
| | | Insurance - 5.7% | |
| 1,002,052 | | | American International Group, Inc. | | | 47,697,675 | |
| 377,153 | | | Chubb Ltd. | | | 59,944,698 | |
| 611,626 | | | MetLife, Inc. | | | 36,605,816 | |
| 324,550 | | | Principal Financial Group, Inc. | | | 20,508,314 | |
| 568,033 | | | Prudential Financial, Inc. | | | 58,206,342 | |
| | | | | | | | |
| | | | | | | 222,962,845 | |
| | | | | | | | |
| | | Materials - 3.8% | |
| 486,849 | | | Celanese Corp. | | | 73,806,309 | |
| 255,282 | | | FMC Corp. | | | 27,621,512 | |
| 271,968 | | | PPG Industries, Inc. | | | 46,172,007 | |
| | | | | | | | |
| | | | | | | 147,599,828 | |
| | | | | | | | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 98.5% - (continued) | |
| | | Media & Entertainment - 6.4% | |
| 64,877 | | | Alphabet, Inc. Class A* | | $ | 158,416,010 | |
| 1,590,114 | | | Comcast Corp. Class A | | | 90,668,300 | |
| | | | | | | | |
| | | | | | | 249,084,310 | |
| | | | | | | | |
| | | Pharmaceuticals, Biotechnology & Life Sciences - 7.6% | |
| 267,995 | | | Agilent Technologies, Inc. | | | 39,612,341 | |
| 752,789 | | | AstraZeneca plc ADR(1) | | | 45,092,061 | |
| 749,310 | | | Bristol-Myers Squibb Co. | | | 50,068,894 | |
| 537,132 | | | Merck & Co., Inc. | | | 41,772,756 | |
| 416,445 | | | Novartis AG ADR | | | 37,996,442 | |
| 2,051,680 | | | Pfizer, Inc. | | | 80,343,789 | |
| | | | | | | | |
| | | | | | | 294,886,283 | |
| | | | | | | | |
| | | Real Estate - 3.2% | |
| 147,205 | | | American Tower Corp. REIT | | | 39,765,959 | |
| 2,111,303 | | | Host Hotels & Resorts, Inc. REIT* | | | 36,082,168 | |
| 158,639 | | | Public Storage REIT | | | 47,701,161 | |
| | | | | | | | |
| | | | | | | 123,549,288 | |
| | | | | | | | |
| | | Retailing - 4.0% | |
| 160,818 | | | Home Depot, Inc. | | | 51,283,252 | |
| 293,645 | | | Lowe’s Cos., Inc. | | | 56,958,321 | |
| 703,275 | | | TJX Cos., Inc. | | | 47,414,800 | |
| | | | | | | | |
| | | | | | | 155,656,373 | |
| | | | | | | | |
| | | Semiconductors & Semiconductor Equipment - 3.6% | |
| 123,517 | | | Broadcom, Inc. | | | 58,897,846 | |
| 406,871 | | | Micron Technology, Inc.* | | | 34,575,898 | |
| 251,886 | | | Texas Instruments, Inc. | | | 48,437,678 | |
| | | | | | | | |
| | | | | | | 141,911,422 | |
| | | | | | | | |
| | | Software & Services - 8.0% | |
| 129,940 | | | Accenture plc Class A | | | 38,305,013 | |
| 671,753 | | | Cognizant Technology Solutions Corp. Class A | | | 46,525,613 | |
| 333,172 | | | Fidelity National Information Services, Inc. | | | 47,200,477 | |
| 658,566 | | | Microsoft Corp. | | | 178,405,529 | |
| | | | | | | | |
| | | | | | | 310,436,632 | |
| | | | | | | | |
| | | Technology Hardware & Equipment - 7.6% | |
| 738,281 | | | Apple, Inc. | | | 101,114,966 | |
| 1,360,439 | | | Cisco Systems, Inc. | | | 72,103,267 | |
| 1,153,559 | | | Corning, Inc. | | | 47,180,563 | |
| 1,739,412 | | | HP, Inc. | | | 52,512,848 | |
| 108,136 | | | Motorola Solutions, Inc. | | | 23,449,292 | |
| | | | | | | | |
| | | | | | | 296,360,936 | |
| | | | | | | | |
| | | Telecommunication Services - 2.4% | |
| 1,690,958 | | | Verizon Communications, Inc. | | | 94,744,377 | |
| | | | | | | | |
| | | Transportation - 0.6% | |
| 114,639 | | | Union Pacific Corp. | | | 25,212,555 | |
| | | | | | | | |
| | | Utilities - 3.1% | |
| 579,576 | | | Dominion Energy, Inc. | | | 42,639,406 | |
| 851,370 | | | Exelon Corp. | | | 37,724,205 | |
| 311,677 | | | Sempra Energy | | | 41,290,969 | |
| | | | | | | | |
| | | | | | | 121,654,580 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks (cost $2,229,120,256) | | $ | 3,835,391,958 | |
| | | | | | | | |
|
SHORT-TERM INVESTMENTS - 2.3% | |
| | | Repurchase Agreements - 1.2% | |
| 45,513,279 | | | Fixed Income Clearing Corp. Repurchase Agreement dated 06/30/2021 at 0.020%, due on 07/01/2021 with a maturity value of $45,513,304; collateralized by U.S. Treasury Bond at 4.375%, maturing 11/15/2023, with a market value of $46,423,556 | | $ | 45,513,279 | |
| | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Dividend and Growth HLS Fund |
Schedule of Investments – (continued)
June 30, 2021 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
SHORT-TERM INVESTMENTS - 2.3% - (continued) | |
| | | Securities Lending Collateral - 1.1% | |
| 6,732,040 | | | Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(2) | | $ | 6,732,040 | |
| 34,908,205 | | | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.02%(2) | | | 34,908,205 | |
| 1,772,509 | | | Invesco Government & Agency Portfolio, Institutional Class, 0.02%(2) | | | 1,772,509 | |
| | | | | | | | |
| | | | | | | 43,412,754 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments (cost $88,926,033) | | $ | 88,926,033 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | | Total Investments (cost $2,318,046,289) | | | 100.8 | % | | $ | 3,924,317,991 | |
| | | | Other Assets and Liabilities | | | (0.8 | )% | | | (30,499,496 | ) |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 3,893,818,495 | |
| | | | | | | | | | | | |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
| Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. |
| For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
| See “Glossary” for abbreviation descriptions. |
(1) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(2) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2021 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Banks | | $ | 298,329,719 | | | $ | 298,329,719 | | | $ | — | | | $ | — | |
Capital Goods | | | 314,333,586 | | | | 314,333,586 | | | | — | | | | — | |
Commercial & Professional Services | | | 41,843,431 | | | | 41,843,431 | | | | — | | | | — | |
Consumer Services | | | 81,279,006 | | | | 81,279,006 | | | | — | | | | — | |
Diversified Financials | | | 255,593,505 | | | | 255,593,505 | | | | — | | | | — | |
Energy | | | 174,927,937 | | | | 174,927,937 | | | | — | | | | — | |
Food & Staples Retailing | | | 92,951,496 | | | | 92,951,496 | | | | — | | | | — | |
Food, Beverage & Tobacco | | | 97,297,091 | | | | 97,297,091 | | | | — | | | | — | |
Health Care Equipment & Services | | | 294,776,758 | | | | 294,776,758 | | | | — | | | | — | |
Insurance | | | 222,962,845 | | | | 222,962,845 | | | | — | | | | — | |
Materials | | | 147,599,828 | | | | 147,599,828 | | | | — | | | | — | |
Media & Entertainment | | | 249,084,310 | | | | 249,084,310 | | | | — | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 294,886,283 | | | | 294,886,283 | | | | — | | | | — | |
Real Estate | | | 123,549,288 | | | | 123,549,288 | | | | — | | | | — | |
Retailing | | | 155,656,373 | | | | 155,656,373 | | | | — | | | | — | |
Semiconductors & Semiconductor Equipment | | | 141,911,422 | | | | 141,911,422 | | | | — | | | | — | |
Software & Services | | | 310,436,632 | | | | 310,436,632 | | | | — | | | | — | |
Technology Hardware & Equipment | | | 296,360,936 | | | | 296,360,936 | | | | — | | | | — | |
Telecommunication Services | | | 94,744,377 | | | | 94,744,377 | | | | — | | | | — | |
Transportation | | | 25,212,555 | | | | 25,212,555 | | | | — | | | | — | |
Utilities | | | 121,654,580 | | | | 121,654,580 | | | | — | | | | — | |
Short-Term Investments | | | 88,926,033 | | | | 43,412,754 | | | | 45,513,279 | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 3,924,317,991 | | | $ | 3,878,804,712 | | | $ | 45,513,279 | | | $ | — | |
| | | | | | | | | | | | | | | | |
(1) | For the six-month period ended June 30, 2021, there were no transfers in and out of Level 3. |
The accompanying notes are an integral part of these financial statements.
|
Hartford Healthcare HLS Fund |
Schedule of Investments
June 30, 2021 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 97.0% | |
| | | Biotechnology - 19.8% | |
| 24,544 | | | 89bio, Inc.* | | $ | 458,973 | |
| 17,877 | | | Akero Therapeutics, Inc.*(1) | | | 443,528 | |
| 11,053 | | | Alnylam Pharmaceuticals, Inc.* | | | 1,873,705 | |
| 27,492 | | | Apellis Pharmaceuticals, Inc.* | | | 1,737,494 | |
| 24,308 | | | Arena Pharmaceuticals, Inc.* | | | 1,657,806 | |
| 1,489 | | | Argenx SE ADR* | | | 448,293 | |
| 3,386 | | | Ascendis Pharma A/S ADR* | | | 445,428 | |
| 21,958 | | | BioAtla, Inc.*(1) | | | 930,580 | |
| 8,008 | | | Biogen, Inc.* | | | 2,772,930 | |
| 5,593 | | | Biohaven Pharmaceutical Holding Co., Ltd.* | | | 542,968 | |
| 64,287 | | | Connect Biopharma Holdings Ltd. ADR* | | | 1,255,525 | |
| 37,053 | | | Dyne Therapeutics, Inc.* | | | 779,595 | |
| 142,500 | | | Everest Medicines Ltd.*(1)(2) | | | 1,416,550 | |
| 8,410 | | | Exact Sciences Corp.* | | | 1,045,447 | |
| 36,579 | | | Freeline Therapeutics Holdings plc ADR* | | | 298,119 | |
| 70,080 | | | Gamida Cell Ltd.* | | | 449,213 | |
| 2,284 | | | Genmab A/S* | | | 935,852 | |
| 15,857 | | | Genus plc | | | 1,089,013 | |
| 50,199 | | | Gracell Biotechnologies, Inc. ADR* | | | 652,587 | |
| 157,708 | | | ImmunoGen, Inc.* | | | 1,039,296 | |
| 414,000 | | | InnoCare Pharma Ltd.*(2) | | | 1,523,687 | |
| 109,743 | | | Ironwood Pharmaceuticals, Inc.* | | | 1,412,392 | |
| 13,951 | | | Kodiak Sciences, Inc.* | | | 1,297,443 | |
| 11,392 | | | Kymera Therapeutics, Inc.* | | | 552,512 | |
| 10,815 | | | Madrigal Pharmaceuticals, Inc.* | | | 1,053,489 | |
| 45,419 | | | Merus N.V.* | | | 956,978 | |
| 5,831 | | | Mirati Therapeutics, Inc.* | | | 941,881 | |
| 24,846 | | | Myovant Sciences Ltd.* | | | 565,743 | |
| 3,005 | | | Novavax, Inc.* | | | 637,992 | |
| 35,240 | | | Nurix Therapeutics, Inc.* | | | 934,917 | |
| 28,490 | | | Oyster Point Pharma, Inc.*(1) | | | 489,743 | |
| 221,609 | | | PhaseBio Pharmaceuticals, Inc.*(1) | | | 824,386 | |
| 15,167 | | | Radius Health, Inc.* | | | 276,646 | |
| 16,465 | | | Revolution Medicines, Inc.* | | | 522,599 | |
| 11,295 | | | Sage Therapeutics, Inc.* | | | 641,669 | |
| 14,117 | | | Seagen, Inc.* | | | 2,228,792 | |
| 15,113 | | | UroGen Pharma Ltd.*(1) | | | 230,776 | |
| 9,333 | | | Vertex Pharmaceuticals, Inc.* | | | 1,881,813 | |
| 18,649 | | | Verve Therapeutics, Inc.* | | | 1,123,602 | |
| 22,347 | | | Zai Lab Ltd. ADR* | | | 3,955,196 | |
| 7,349 | | | Zealand Pharma A/S ADR*(1) | | | 217,163 | |
| | | | | | | | |
| | | | | | | 42,542,321 | |
| | | | | | | | |
| | | Consumer Finance - 0.1% | |
| 14,177 | | | Orion Acquisition Corp. UNIT* | | | 140,636 | |
| | | | | | | | |
| | | Health Care Distributors - 0.9% | |
| 25,463 | | | AdaptHealth Corp.* | | | 697,941 | |
| 28,261 | | | Owens & Minor, Inc. | | | 1,196,288 | |
| | | | | | | | |
| | | | | | | 1,894,229 | |
| | | | | | | | |
| | | Health Care Equipment - 23.1% | |
| 52,548 | | | Abbott Laboratories | | | 6,091,890 | |
| 200 | | | Angelalign Technology, Inc.*(2) | | | 10,319 | |
| 34,375 | | | Baxter International, Inc. | | | 2,767,187 | |
| 18,503 | | | Becton Dickinson and Co. | | | 4,499,745 | |
| 156,670 | | | Boston Scientific Corp.* | | | 6,699,209 | |
| 27,822 | | | Danaher Corp. | | | 7,466,312 | |
| 56,029 | | | Edwards Lifesciences Corp.* | | | 5,802,923 | |
| 25,332 | | | Hologic, Inc.* | | | 1,690,151 | |
| 5,967 | | | Inari Medical, Inc.* | | | 556,602 | |
| 5,698 | | | Insulet Corp.* | | | 1,564,158 | |
| 14,309 | | | Integra LifeSciences Holdings Corp.* | | | 976,446 | |
| 4,216 | | | Intuitive Surgical, Inc.* | | | 3,877,202 | |
| 16,614 | | | iRhythm Technologies, Inc.* | | | 1,102,339 | |
| 2,405 | | | Masimo Corp.* | | | 583,092 | |
| 14,110 | | | NuVasive, Inc.* | | | 956,376 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 97.0% - (continued) | |
| | | Health Care Equipment - 23.1% - (continued) | |
| 64,202 | | | Smith & Nephew plc | | $ | 1,392,363 | |
| 6,777 | | | Teleflex, Inc. | | | 2,722,931 | |
| 86,000 | | | Venus MedTech Hangzhou, Inc. Class H*(2) | | | 716,455 | |
| | | | | | | | |
| | | | | | | 49,475,700 | |
| | | | | | | | |
| | | Health Care Facilities - 2.9% | |
| 25,328 | | | Encompass Health Corp. | | | 1,976,344 | |
| 20,917 | | | HCA Healthcare, Inc. | | | 4,324,381 | |
| | | | | | | | |
| | | | | | | 6,300,725 | |
| | | | | | | | |
| | | Health Care Services - 2.0% | |
| 6,802 | | | agilon health, Inc.* | | | 275,957 | |
| 12,300 | | | Alpha Teknova, Inc.* | | | 291,879 | |
| 52,800 | | | Aveanna Healthcare Holdings, Inc.* | | | 653,136 | |
| 7,706 | | | Laboratory Corp. of America Holdings* | | | 2,125,700 | |
| 5,186 | | | LHC Group, Inc.* | | | 1,038,549 | |
| | | | | | | | |
| | | | | | | 4,385,221 | |
| | | | | | | | |
| | | Health Care Supplies - 1.6% | |
| 345,292 | | | ConvaTec Group plc(2) | | | 1,149,208 | |
| 9,375 | | | Haemonetics Corp.* | | | 624,750 | |
| 7,476 | | | Quidel Corp.* | | | 957,825 | |
| 312,000 | | | Shandong Weigao Group Medical Polymer Co., Ltd. Class H | | | 727,768 | |
| | | | | | | | |
| | | | | | | 3,459,551 | |
| | | | | | | | |
| | | Integrated Telecommunication Services - 0.3% | |
| 46,066 | | | MedTech Acquisition Corp.* | | | 461,581 | |
| 10,303 | | | Therapeutics Acquisition Corp. Class A*(1) | | | 105,915 | |
| | | | | | | | |
| | | | | | | 567,496 | |
| | | | | | | | |
| | | Life & Health Insurance - 0.3% | |
| 30,102 | | | Oscar Health, Inc. Class A*(1) | | | 647,193 | |
| | | | | | | | |
| | | Life Sciences Tools & Services - 8.1% | |
| 2,543 | | | Bio-Techne Corp. | | | 1,145,011 | |
| 10,673 | | | Illumina, Inc.* | | | 5,050,570 | |
| 14,519 | | | NanoString Technologies, Inc.* | | | 940,686 | |
| 21,518 | | | NeoGenomics, Inc.* | | | 971,968 | |
| 52,255 | | | Syneos Health, Inc.* | | | 4,676,300 | |
| 1,996 | | | Tecan Group AG | | | 989,057 | |
| 4,589 | | | Thermo Fisher Scientific, Inc. | | | 2,315,013 | |
| 56,154 | | | WuXi AppTec Co., Ltd. Class H(2) | | | 1,310,722 | |
| | | | | | | | |
| | | | | | | 17,399,327 | |
| | | | | | | | |
| | | Managed Health Care - 11.7% | |
| 27,477 | | | Centene Corp.* | | | 2,003,898 | |
| 7,174 | | | Humana, Inc. | | | 3,176,073 | |
| 4,660 | | | Molina Healthcare, Inc.* | | | 1,179,260 | |
| 58,500 | | | Notre Dame Intermedica Participacoes S.A. | | | 998,915 | |
| 44,417 | | | UnitedHealth Group, Inc. | | | 17,786,343 | |
| | | | | | | | |
| | | | | | | 25,144,489 | |
| | | | | | | | |
| | | Pharmaceuticals - 26.2% | |
| 50,154 | | | Aclaris Therapeutics, Inc.*(1) | | | 880,704 | |
| 107,500 | | | Astellas Pharma, Inc. | | | 1,873,366 | |
| 97,475 | | | AstraZeneca plc ADR(1) | | | 5,838,753 | |
| 108,942 | | | Bristol-Myers Squibb Co. | | | 7,279,504 | |
| 132,000 | | | CSPC Pharmaceutical Group Ltd. | | | 190,668 | |
| 98,935 | | | Daiichi Sankyo Co., Ltd. | | | 2,134,333 | |
| 25,409 | | | Eisai Co., Ltd. | | | 2,497,126 | |
| 24,358 | | | Elanco Animal Health, Inc.* | | | 844,979 | |
| 47,630 | | | Eli Lilly & Co. | | | 10,932,038 | |
| 12,627 | | | Hikma Pharmaceuticals plc | | | 427,321 | |
| 12,344 | | | Hutchison China MediTech Ltd. ADR* | | | 484,749 | |
| 16,524 | | | Hutchmed China Ltd.* | | | 128,331 | |
| 177,100 | | | Hypera S.A. | | | 1,227,359 | |
| 16,900 | | | Kyowa Kirin Co., Ltd. | | | 601,057 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Healthcare HLS Fund |
Schedule of Investments – (continued)
June 30, 2021 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 97.0% - (continued) | |
| | | Pharmaceuticals - 26.2% - (continued) | |
| 2,953 | | | Laboratorios Farmaceuticos Rovi S.A. | | $ | 204,489 | |
| 8,000 | | | Nippon Shinyaku Co., Ltd. | | | 636,461 | |
| 12,066 | | | Novartis AG | | | 1,100,739 | |
| 51,976 | | | Ono Pharmaceutical Co., Ltd. | | | 1,159,074 | |
| 274,109 | | | Pfizer, Inc. | | | 10,734,108 | |
| 29,458 | | | Revance Therapeutics, Inc.* | | | 873,135 | |
| 21,295 | | | Theravance Biopharma, Inc.* | | | 309,203 | |
| 13,217 | | | UCB S.A. | | | 1,384,238 | |
| 24,364 | | | Zoetis, Inc. | | | 4,540,475 | |
| | | | | | | | |
| | | | | | | 56,282,210 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks (cost $139,768,611) | | $ | 208,239,098 | |
| | | | | | | | |
|
SHORT-TERM INVESTMENTS - 6.9% | |
| | | Repurchase Agreements - 2.3% | |
| 5,029,551 | | | Fixed Income Clearing Corp. Repurchase Agreement dated 6/30/2021 at 0.020%, due on 07/01/2021 with a maturity value of $5,029,554; collateralized by U.S. Treasury Government Bond at 4.250%, maturing 05/15/2039, with a market value of $5,130,229 | | $ | 5,029,551 | |
| | | | | | | | |
| | | Securities Lending Collateral - 4.6% | |
| 1,514,830 | | | Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(3) | | | 1,514,830 | |
| 7,854,975 | | | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.03%(3) | | | 7,854,975 | |
| 398,847 | | | Invesco Government & Agency Portfolio, Institutional Class, 0.03%(3) | | | 398,847 | |
| | | | | | | | |
| | | | | | | 9,768,652 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments (cost $14,798,203) | | $ | 14,798,203 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | | Total Investments (cost $154,566,814) | | | 103.9 | % | | $ | 223,037,301 | |
| | | | Other Assets and Liabilities | | | (3.9 | )% | | | (8,440,993 | ) |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 214,596,308 | |
| | | | | | | | | | | | |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
| Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. |
| Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. |
| For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
| See “Glossary” for abbreviation descriptions. |
(1) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(2) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At June 30, 2021, the aggregate value of these securities was $6,126,941, representing 2.9% of net assets. |
(3) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2021 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Biotechnology | | $ | 42,542,321 | | | $ | 37,577,219 | | | $ | 4,965,102 | | | $ | — | |
Consumer Finance | | | 140,636 | | | | 140,636 | | | | — | | | | — | |
Health Care Distributors | | | 1,894,229 | | | | 1,894,229 | | | | — | | | | — | |
Health Care Equipment | | | 49,475,700 | | | | 47,366,882 | | | | 2,108,818 | | | | — | |
Health Care Facilities | | | 6,300,725 | | | | 6,300,725 | | | | — | | | | — | |
Health Care Services | | | 4,385,221 | | | | 4,385,221 | | | | — | | | | — | |
Health Care Supplies | | | 3,459,551 | | | | 2,731,783 | | | | 727,768 | | | | — | |
Integrated Telecommunication Services | | | 567,496 | | | | 567,496 | | | | — | | | | — | |
Life & Health Insurance | | | 647,193 | | | | 647,193 | | | | — | | | | — | |
Life Sciences Tools & Services | | | 17,399,327 | | | | 15,099,548 | | | | 2,299,779 | | | | — | |
Managed Health Care | | | 25,144,489 | | | | 25,144,489 | | | | — | | | | — | |
Pharmaceuticals | | | 56,282,210 | | | | 44,277,827 | | | | 12,004,383 | | | | — | |
Short-Term Investments | | | 14,798,203 | | | | 9,768,652 | | | | 5,029,551 | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 223,037,301 | | | $ | 195,901,900 | | | $ | 27,135,401 | | | $ | — | |
| | | | | | | | | | | | | | | | |
(1) | For the six-month period ended June 30, 2021, there were no transfers in and out of Level 3. |
The accompanying notes are an integral part of these financial statements.
|
Hartford International Opportunities HLS Fund |
Schedule of Investments
June 30, 2021 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 96.0% | |
| | | Australia - 2.5% | |
| 1,293,568 | | | Goodman Group REIT | | $ | 20,471,582 | |
| 2,424,866 | | | Sydney Airport* | | | 10,521,530 | |
| | | | | | | | |
| | | | | | | 30,993,112 | |
| | | | | | | | |
| | | Belgium - 1.6% | |
| 266,949 | | | KBC Group N.V. | | | 20,381,907 | |
| | | | | | | | |
| | | Brazil - 3.2% | |
| 1,050,112 | | | Localiza Rent a Car S.A. | | | 13,512,238 | |
| 191,216 | | | StoneCo Ltd. Class A* | | | 12,822,945 | |
| 318,727 | | | XP, Inc. Class A* | | | 13,880,561 | |
| | | | | | | | |
| | | | | | | 40,215,744 | |
| | | | | | | | |
| | | Canada - 5.9% | |
| 101,238 | | | Barrick Gold Corp. | | | 2,094,016 | |
| 1,392 | | | Brookfield Asset Management Reinsurance Partners Ltd. Class A* | | | 73,553 | |
| 201,938 | | | Brookfield Asset Management, Inc. Class A | | | 10,302,161 | |
| 14,840 | | | Constellation Software, Inc. | | | 22,475,609 | |
| 113,768 | | | Ritchie Bros Auctioneers, Inc. | | | 6,744,765 | |
| 4,743 | | | Shopify, Inc. Class A* | | | 6,929,428 | |
| 1,016,225 | | | Suncor Energy, Inc. | | | 24,339,884 | |
| | | | | | | | |
| | | | | | | 72,959,416 | |
| | | | | | | | |
| | | Cayman Islands - 0.4% | |
| 271,211 | | | Wuxi Biologics Cayman, Inc.*(1) | | | 4,965,950 | |
| | | | | | | | |
| | | China - 9.5% | |
| 154,292 | | | Alibaba Group Holding Ltd. ADR* | | | 34,990,339 | |
| 6,087,000 | | | China Longyuan Power Group Corp. Ltd. Class H | | | 10,480,052 | |
| 98,100 | | | China Tourism Group Duty Free Corp. Ltd. Class A | | | 4,550,209 | |
| 595,740 | | | ENN Energy Holdings Ltd. | | | 11,322,473 | |
| 130,800 | | | Hangzhou Tigermed Consulting Co., Ltd. Class H(1) | | | 3,065,558 | |
| 120,148 | | | Huazhu Group Ltd. ADR* | | | 6,345,016 | |
| 395,000 | | | Li Ning Co., Ltd. | | | 4,818,329 | |
| 76,439 | | | Meituan Class B*(1) | | | 3,153,196 | |
| 314,400 | | | Proya Cosmetics Co., Ltd. Class A | | | 9,564,347 | |
| 751,000 | | | Shandong Sinocera Functional Material Co., Ltd. Class A | | | 5,657,713 | |
| 255,091 | | | Tencent Holdings Ltd. | | | 19,206,432 | |
| 528,060 | | | Yifeng Pharmacy Chain Co., Ltd. Class A | | | 4,582,040 | |
| | | | | | | | |
| | | | | | | 117,735,704 | |
| | | | | | | | |
| | | Denmark - 1.4% | |
| 38,620 | | | Ascendis Pharma A/S ADR* | | | 5,080,461 | |
| 25,103 | | | DSV Panalpina A/S | | | 5,859,993 | |
| 15,106 | | | Genmab A/S* | | | 6,189,570 | |
| | | | | | | | |
| | | | | | | 17,130,024 | |
| | | | | | | | |
| | | France - 11.4% | |
| 549,723 | | | AXA S.A.(2) | | | 13,958,751 | |
| 334,924 | | | BNP Paribas S.A. | | | 21,019,706 | |
| 403,026 | | | Bureau Veritas S.A.* | | | 12,761,212 | |
| 58,142 | | | Cie de Saint-Gobain | | | 3,837,131 | |
| 226,797 | | | Edenred | | | 12,931,220 | |
| 10,652 | | | Hermes International | | | 15,544,588 | |
| 28,111 | | | L’Oreal S.A. | | | 12,554,195 | |
| 128,588 | | | Safran S.A. | | | 17,845,818 | |
| 64,526 | | | Schneider Electric SE | | | 10,172,171 | |
| 230,499 | | | Worldline S.A.*(1) | | | 21,598,812 | |
| | | | | | | | |
| | | | | | | 142,223,604 | |
| | | | | | | | |
| | | Germany - 4.2% | |
| 1,236,492 | | | Commerzbank AG* | | | 8,781,165 | |
| 143,381 | | | Siemens AG | | | 22,765,846 | |
| 167,939 | | | Zalando SE*(1) | | | 20,310,531 | |
| | | | | | | | |
| | | | | | | 51,857,542 | |
| | | | | | | | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 96.0% - (continued) | |
| | | Hong Kong - 0.7% | |
| 6,375 | | | Hutchmed China Ltd.* | | $ | 49,510 | |
| 529,799 | | | Techtronic Industries Co., Ltd. | | | 9,232,789 | |
| | | | | | | | |
| | | | | | | 9,282,299 | |
| | | | | | | | |
| | | India - 2.6% | |
| 308,549 | | | HDFC Bank Ltd. | | | 6,232,026 | |
| 1,281,559 | | | ICICI Bank Ltd.* | | | 10,910,455 | |
| 523,449 | | | Reliance Industries Ltd. | | | 14,884,984 | |
| | | | | | | | |
| | | | | | | 32,027,465 | |
| | | | | | | | |
| | | Ireland - 2.2% | |
| 228,699 | | | CRH plc | | | 11,610,840 | |
| 98,105 | | | Ryanair Holdings plc ADR* | | | 10,615,942 | |
| 91,239 | | | Smurfit Kappa Group plc | | | 4,961,879 | |
| | | | | | | | |
| | | | | | | 27,188,661 | |
| | | | | | | | |
| | | Italy - 1.7% | |
| 104,805 | | | Ferrari N.V. | | | 21,636,591 | |
| | | | | | | | |
| | | Japan - 14.2% | |
| 120,100 | | | Bandai Namco Holdings, Inc. | | | 8,312,045 | |
| 307,300 | | | Dai-ichi Life Holdings, Inc. | | | 5,654,077 | |
| 89,225 | | | Daikin Industries Ltd. | | | 16,627,050 | |
| 183,200 | | | East Japan Railway Co. | | | 13,064,730 | |
| 79,572 | | | Eisai Co., Ltd. | | | 7,820,114 | |
| 3,400 | | | Fast Retailing Co., Ltd. | | | 2,555,738 | |
| 62,900 | | | Hoya Corp. | | | 8,319,805 | |
| 44,922 | | | Keyence Corp. | | | 22,623,758 | |
| 2,745,700 | | | Mitsubishi UFJ Financial Group, Inc. | | | 14,789,043 | |
| 66,400 | | | Oriental Land Co., Ltd. | | | 9,459,715 | |
| 299,215 | | | Recruit Holdings Co., Ltd. | | | 14,673,133 | |
| 242,700 | | | Sony Corp. | | | 23,533,943 | |
| 32,987 | | | Sysmex Corp. | | | 3,913,404 | |
| 571,640 | | | T&D Holdings, Inc. | | | 7,418,104 | |
| 135,846 | | | Tokio Marine Holdings, Inc. | | | 6,257,098 | |
| 7,700 | | | Tokyo Electron Ltd. | | | 3,329,358 | |
| 223,300 | | | Unicharm Corp. | | | 8,994,581 | |
| | | | | | | | |
| | | | | | | 177,345,696 | |
| | | | | | | | |
| | | Netherlands - 5.9% | |
| 2,011 | | | Adyen N.V.*(1) | | | 4,931,634 | |
| 136,598 | | | AerCap Holdings N.V.* | | | 6,995,184 | |
| 20,720 | | | Argenx SE ADR* | | | 6,238,170 | |
| 22,412 | | | ASML Holding N.V. | | | 15,471,436 | |
| 361,974 | | | Koninklijke Philips N.V. | | | 17,966,275 | |
| 1,085,238 | | | Royal Dutch Shell plc Class A | | | 21,927,778 | |
| | | | | | | | |
| | | | | | | 73,530,477 | |
| | | | | | | | |
| | | Norway - 1.0% | |
| 584,311 | | | Equinor ASA | | | 12,368,989 | |
| | | | | | | | |
| | | Russia - 0.8% | |
| 612,000 | | | Sberbank of Russia PJSC ADR | | | 10,169,597 | |
| | | | | | | | |
| | | Singapore - 0.7% | |
| 32,523 | | | Sea Ltd. ADR* | | | 8,930,816 | |
| | | | | | | | |
| | | South Korea - 2.0% | |
| 352,881 | | | Samsung Electronics Co., Ltd. | | | 25,261,384 | |
| | | | | | | | |
| | | Spain - 3.9% | |
| 444,746 | | | Cellnex Telecom S.A.(1) | | | 28,366,452 | |
| 1,634,853 | | | Iberdrola S.A. | | | 19,936,468 | |
| | | | | | | | |
| | | | | | | 48,302,920 | |
| | | | | | | | |
| | | Switzerland - 5.3% | |
| 13,127 | | | Lonza Group AG | | | 9,306,471 | |
| 192,396 | | | Nestle S.A. | | | 23,981,595 | |
| 697 | | | Partners Group Holding AG | | | 1,056,615 | |
| 54,716 | | | Roche Holding AG | | | 20,619,059 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford International Opportunities HLS Fund |
Schedule of Investments – (continued)
June 30, 2021 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 96.0% - (continued) | |
| | | Switzerland - 5.3% - (continued) | |
| 79,756 | | | TE Connectivity Ltd. | | $ | 10,783,809 | |
| | | | | | | | |
| | | | | | | 65,747,549 | |
| | | | | | | | |
| | | Taiwan - 3.2% | |
| 207,623 | | | MediaTek, Inc. | | | 7,160,134 | |
| 1,540,806 | | | Taiwan Semiconductor Manufacturing Co., Ltd. | | | 33,185,923 | |
| | | | | | | | |
| | | | | | | 40,346,057 | |
| | | | | | | | |
| | | Thailand - 0.7% | |
| 2,229,500 | | | Kasikornbank PCL | | | 8,260,070 | |
| | | | | | | | |
| | | United Kingdom - 11.0% | |
| 549,711 | | | Anglo American plc | | | 21,875,276 | |
| 222,516 | | | AstraZeneca plc | | | 26,733,990 | |
| 82,853 | | | Berkeley Group Holdings plc | | | 5,268,182 | |
| 378,825 | | | Diageo plc | | | 18,156,508 | |
| 570,242 | | | Intermediate Capital Group plc | | | 16,772,608 | |
| 35,983 | | | London Stock Exchange Group plc | | | 3,976,496 | |
| 714,299 | | | Prudential plc | | | 13,590,087 | |
| 260,110 | | | Rio Tinto plc | | | 21,481,822 | |
| 616,798 | | | Segro plc REIT | | | 9,337,261 | |
| | | | | | | | |
| | | | | | | 137,192,230 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks (cost $934,150,097) | | $ | 1,196,053,804 | |
| | | | | | | | |
|
EXCHANGE-TRADED FUNDS - 1.6% | |
| | | Other Investment Pools & Funds - 1.6% | |
| 337,631 | | | iShares MSCI ACWI ex U.S. ETF | | $ | 19,417,159 | |
| | | | | | | | |
| | |
| | | | Total Exchange-Traded Funds (cost $19,480,562) | | $ | 19,417,159 | |
| | | | | | | | |
| | |
| | | | Total Long-Term Investments (cost $953,630,659) | | $ | 1,215,470,963 | |
| | | | | | | | |
|
SHORT-TERM INVESTMENTS - 1.5% | |
| | | Repurchase Agreements - 1.5% | |
| 18,212,041 | | | Fixed Income Clearing Corp. Repurchase Agreement dated 06/30/2021 at 0.020%, due on 07/01/2021 with a maturity value of $18,212,051; collateralized by U.S. Treasury Government Bond at 4.375%, maturing 11/15/2030, with a market value of $18,576,325 | | $ | 18,212,041 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments (cost $18,212,041) | | $ | 18,212,041 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | | Total Investments (cost $971,842,700) | | | 99.1 | % | | $ | 1,233,683,004 | |
| | | | Other Assets and Liabilities | | | 0.9 | % | | | 11,438,439 | |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 1,245,121,443 | |
| | | | | | | | | | | | |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
| Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. |
| Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. |
| For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
| See “Glossary” for abbreviation descriptions. |
(1) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At June 30, 2021, the aggregate value of these securities was $86,392,133, representing 6.9% of net assets. |
(2) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
The accompanying notes are an integral part of these financial statements.
|
Hartford International Opportunities HLS Fund |
Schedule of Investments – (continued)
June 30, 2021 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2021 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Australia | | $ | 30,993,112 | | | $ | — | | | $ | 30,993,112 | | | $ | — | |
Belgium | | | 20,381,907 | | | | — | | | | 20,381,907 | | | | — | |
Brazil | | | 40,215,744 | | | | 40,215,744 | | | | — | | | | — | |
Canada | | | 72,959,416 | | | | 72,959,416 | | | | — | | | | — | |
Cayman Islands | | | 4,965,950 | | | | — | | | | 4,965,950 | | | | — | |
China | | | 117,735,704 | | | | 41,335,355 | | | | 76,400,349 | | | | — | |
Denmark | | | 17,130,024 | | | | 5,080,461 | | | | 12,049,563 | | | | — | |
France | | | 142,223,604 | | | | — | | | | 142,223,604 | | | | — | |
Germany | | | 51,857,542 | | | | — | | | | 51,857,542 | | | | — | |
Hong Kong | | | 9,282,299 | | | | 49,510 | | | | 9,232,789 | | | | — | |
India | | | 32,027,465 | | | | — | | | | 32,027,465 | | | | — | |
Ireland | | | 27,188,661 | | | | 10,615,942 | | | | 16,572,719 | | | | — | |
Italy | | | 21,636,591 | | | | — | | | | 21,636,591 | | | | — | |
Japan | | | 177,345,696 | | | | — | | | | 177,345,696 | | | | — | |
Netherlands | | | 73,530,477 | | | | 13,233,354 | | | | 60,297,123 | | | | — | |
Norway | | | 12,368,989 | | | | — | | | | 12,368,989 | | | | — | |
Russia | | | 10,169,597 | | | | — | | | | 10,169,597 | | | | — | |
Singapore | | | 8,930,816 | | | | 8,930,816 | | | | — | | | | — | |
South Korea | | | 25,261,384 | | | | — | | | | 25,261,384 | | | | — | |
Spain | | | 48,302,920 | | | | — | | | | 48,302,920 | | | | — | |
Switzerland | | | 65,747,549 | | | | 10,783,809 | | | | 54,963,740 | | | | — | |
Taiwan | | | 40,346,057 | | | | — | | | | 40,346,057 | | | | — | |
Thailand | | | 8,260,070 | | | | — | | | | 8,260,070 | | | | — | |
United Kingdom | | | 137,192,230 | | | | — | | | | 137,192,230 | | | | — | |
Exchange-Traded Funds | | | 19,417,159 | | | | 19,417,159 | | | | — | | | | — | |
Short-Term Investments | | | 18,212,041 | | | | — | | | | 18,212,041 | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 1,233,683,004 | | | $ | 222,621,566 | | | $ | 1,011,061,438 | | | $ | — | |
| | | | | | | | | | | | | | | | |
(1) | For the six-month period ended June 30, 2021, there were no transfers in and out of Level 3. |
The accompanying notes are an integral part of these financial statements.
Schedule of Investments
June 30, 2021 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 100.0% | |
| | | Banks - 5.4% | |
| 175,090 | | | Cullen/Frost Bankers, Inc. | | $ | 19,610,080 | |
| 32,888 | | | First Citizens BancShares, Inc. Class A | | | 27,387,153 | |
| 140,164 | | | First Republic Bank | | | 26,234,496 | |
| 164,479 | | | M&T Bank Corp. | | | 23,900,444 | |
| 247,079 | | | Prosperity Bancshares, Inc. | | | 17,740,272 | |
| 136,046 | | | South State Corp. | | | 11,123,121 | |
| | | | | | | | |
| | | | | | | 125,995,566 | |
| | | | | | | | |
| | | Capital Goods - 8.2% | |
| 167,958 | | | Graco, Inc. | | | 12,714,421 | |
| 165,773 | | | IDEX Corp. | | | 36,478,349 | |
| 1,014,703 | | | Ingersoll Rand, Inc.* | | | 49,527,653 | |
| 102,633 | | | Lennox International, Inc. | | | 36,003,656 | |
| 196,864 | | | Lincoln Electric Holdings, Inc. | | | 25,928,957 | |
| 74,560 | | | Middleby Corp.* | | | 12,918,266 | |
| 58,900 | | | Watsco, Inc. | | | 16,883,096 | |
| | | | | | | | |
| | | | | | | 190,454,398 | |
| | | | | | | | |
| | | Commercial & Professional Services - 3.2% | |
| 627,152 | | | Dun & Bradstreet Holdings, Inc.* | | | 13,402,238 | |
| 784,128 | | | GFL Environmental, Inc. | | | 25,029,366 | |
| 379,978 | | | IAA, Inc.* | | | 20,724,000 | |
| 831,440 | | | KAR Auction Services, Inc.* | | | 14,591,772 | |
| | | | | | | | |
| | | | | | | 73,747,376 | |
| | | | | | | | |
| | | Consumer Durables & Apparel - 6.6% | |
| 219,645 | | | Carter’s, Inc. | | | 22,660,775 | |
| 7,950 | | | NVR, Inc.* | | | 39,537,735 | |
| 311,040 | | | PVH Corp.* | | | 33,464,794 | |
| 997,213 | | | Under Armour, Inc. Class C* | | | 18,518,245 | |
| 423,745 | | | YETI Holdings, Inc.* | | | 38,908,266 | |
| | | | | | | | |
| | | | | | | 153,089,815 | |
| | | | | | | | |
| | | Consumer Services - 1.8% | |
| 266,291 | | | Choice Hotels International, Inc. | | | 31,651,348 | |
| 138,831 | | | Hyatt Hotels Corp. Class A* | | | 10,778,839 | |
| | | | | | | | |
| | | | | | | 42,430,187 | |
| | | | | | | | |
| | | Diversified Financials - 1.9% | |
| 73,231 | | | Credit Acceptance Corp.*(1) | | | 33,254,929 | |
| 120,289 | | | Hamilton Lane, Inc. Class A | | | 10,960,734 | |
| | | | | | | | |
| | | | | | | 44,215,663 | |
| | | | | | | | |
| | | Energy - 0.1% | |
| 137,067 | | | Cabot Oil & Gas Corp. | | | 2,393,190 | |
| | | | | | | | |
| | | Food & Staples Retailing - 0.9% | |
| 419,275 | | | Performance Food Group Co.* | | | 20,330,645 | |
| | | | | | | | |
| | | Food, Beverage & Tobacco - 1.2% | |
| 341,062 | | | Lamb Weston Holdings, Inc. | | | 27,510,061 | |
| | | | | | | | |
| | | Health Care Equipment & Services - 8.9% | |
| 70,664 | | | Amedisys, Inc.* | | | 17,307,734 | |
| 253,714 | | | Encompass Health Corp. | | | 19,797,304 | |
| 341,021 | | | Hill-Rom Holdings, Inc. | | | 38,736,575 | |
| 508,262 | | | Integra LifeSciences Holdings Corp.* | | | 34,683,799 | |
| 111,340 | | | LHC Group, Inc.* | | | 22,296,948 | |
| 93,488 | | | Molina Healthcare, Inc.* | | | 23,658,073 | |
| 342,331 | | | NuVasive, Inc.* | | | 23,203,195 | |
| 65,850 | | | Teleflex, Inc. | | | 26,457,872 | |
| | | | | | | | |
| | | | | | | 206,141,500 | |
| | | | | | | | |
| | | Insurance - 4.1% | |
| 37,594 | | | Erie Indemnity Co. Class A | | | 7,268,800 | |
| 368,862 | | | Fidelity National Financial, Inc. | | | 16,030,743 | |
| 142,817 | | | Globe Life, Inc. | | | 13,603,319 | |
| 24,305 | | | Markel Corp.* | | | 28,842,987 | |
| 14,877 | | | White Mountains Insurance Group Ltd. | | | 17,079,242 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 100.0% - (continued) | |
| | | Insurance - 4.1% - (continued) | |
| 165,987 | | | WR Berkley Corp. | | $ | 12,354,412 | |
| | | | | | | | |
| | | | | | | 95,179,503 | |
| | | | | | | | |
| | | Materials - 2.5% | |
| 1,074,175 | | | Element Solutions, Inc. | | | 25,114,211 | |
| 65,506 | | | Packaging Corp. of America | | | 8,870,823 | |
| 335,766 | | | Silgan Holdings, Inc. | | | 13,934,289 | |
| 190,165 | | | Steel Dynamics, Inc. | | | 11,333,834 | |
| | | | | | | | |
| | | | | | | 59,253,157 | |
| | | | | | | | |
| | | Media & Entertainment - 3.0% | |
| 15,908 | | | Cable One, Inc. | | | 30,428,982 | |
| 532,167 | | | Cargurus, Inc.* | | | 13,958,740 | |
| 2,318,516 | | | Zynga, Inc. Class A* | | | 24,645,825 | |
| | | | | | | | |
| | | | | | | 69,033,547 | |
| | | | | | | | |
| | | Pharmaceuticals, Biotechnology & Life Sciences - 10.9% | |
| 173,696 | | | Allakos, Inc.* | | | 14,828,427 | |
| 431,652 | | | Apellis Pharmaceuticals, Inc.* | | | 27,280,406 | |
| 253,679 | | | Arena Pharmaceuticals, Inc.* | | | 17,300,908 | |
| 25,707 | | | ICON plc* | | | 5,313,894 | |
| 658,800 | | | Iovance Biotherapeutics, Inc.* | | | 17,141,976 | |
| 145,559 | | | Jazz Pharmaceuticals plc* | | | 25,857,101 | |
| 159,336 | | | Kodiak Sciences, Inc.* | | | 14,818,248 | |
| 71,134 | | | Mirati Therapeutics, Inc.* | | | 11,490,275 | |
| 207,472 | | | PRA Health Sciences, Inc.* | | | 34,276,449 | |
| 457,736 | | | PTC Therapeutics, Inc.* | | | 19,348,501 | |
| 190,884 | | | Reata Pharmaceuticals, Inc. Class A* | | | 27,015,812 | |
| 319,442 | | | Sage Therapeutics, Inc.* | | | 18,147,500 | |
| 224,697 | | | Syneos Health, Inc.* | | | 20,108,135 | |
| | | | | | | | |
| | | | | | | 252,927,632 | |
| | | | | | | | |
| | | Real Estate - 6.1% | |
| 316,363 | | | Douglas Emmett, Inc. REIT | | | 10,636,124 | |
| 327,093 | | | Equity Commonwealth REIT | | | 8,569,837 | |
| 359,693 | | | Life Storage, Inc. REIT | | | 38,613,043 | |
| 52,972 | | | PS Business Parks, Inc. REIT | | | 7,844,094 | |
| 309,678 | | | Redfin Corp.* | | | 19,636,682 | |
| 463,694 | | | Rexford Industrial Realty, Inc. REIT | | | 26,407,373 | |
| 896,712 | | | STORE Capital Corp. REIT | | | 30,945,531 | |
| | | | | | | | |
| | | | | | | 142,652,684 | |
| | | | | | | | |
| | | Retailing - 2.8% | |
| 163,854 | | | CarMax, Inc.* | | | 21,161,744 | |
| 208,416 | | | Etsy, Inc.* | | | 42,900,349 | |
| | | | | | | | |
| | | | | | | 64,062,093 | |
| | | | | | | | |
| | | Semiconductors & Semiconductor Equipment - 4.7% | |
| 472,611 | | | First Solar, Inc.* | | | 42,776,022 | |
| 220,796 | | | MKS Instruments, Inc. | | | 39,290,648 | |
| 170,794 | | | Silicon Laboratories, Inc.* | | | 26,174,180 | |
| | | | | | | | |
| | | | | | | 108,240,850 | |
| | | | | | | | |
| | | Software & Services - 10.7% | |
| 123,660 | | | Aspen Technology, Inc.* | | | 17,008,196 | |
| 116,542 | | | Black Knight, Inc.* | | | 9,087,945 | |
| 1,057,902 | | | Genpact Ltd. | | | 48,060,488 | |
| 205,031 | | | Guidewire Software, Inc.* | | | 23,111,094 | |
| 243,897 | | | LiveRamp Holdings, Inc.* | | | 11,426,575 | |
| 203,019 | | | Q2 Holdings, Inc.* | | | 20,825,689 | |
| 239,652 | | | Science Applications International Corp. | | | 21,024,670 | |
| 239,634 | | | Shift4 Payments, Inc. Class A* | | | 22,458,499 | |
| 563,289 | | | Teradata Corp.* | | | 28,147,551 | |
| 241,574 | | | WEX, Inc.* | | | 46,841,199 | |
| | | | | | | | |
| | | | | | | 247,991,906 | |
| | | | | | | | |
| | | Technology Hardware & Equipment - 11.3% | |
| 160,111 | | | CDW Corp. | | | 27,963,386 | |
The accompanying notes are an integral part of these financial statements.
Schedule of Investments – (continued)
June 30, 2021 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 100.0% - (continued) | |
| | | Technology Hardware & Equipment - 11.3% - (continued) | |
| 21,504 | | | Coherent, Inc.* | | $ | 5,684,367 | |
| 2,036,125 | | | CommScope Holding Co., Inc.* | | | 43,389,824 | |
| 258,137 | | | F5 Networks, Inc.* | | | 48,183,853 | |
| 1,928,567 | | | Flex Ltd.* | | | 34,463,492 | |
| 717,307 | | | II-VI, Inc.* | | | 52,069,315 | |
| 404,234 | | | Lumentum Holdings, Inc.* | | | 33,159,315 | |
| 391,708 | | | National Instruments Corp. | | | 16,561,414 | |
| | | | | | | | |
| | | | | | | 261,474,966 | |
| | | | | | | | |
| | | Transportation - 2.5% | |
| 41,203 | | | AMERCO | | | 24,285,048 | |
| 761,340 | | | Knight-Swift Transportation Holdings, Inc. | | | 34,610,517 | |
| | | | | | | | |
| | | | | | | 58,895,565 | |
| | | | | | | | |
| | | Utilities - 3.2% | |
| 218,239 | | | Black Hills Corp. | | | 14,323,025 | |
| 355,156 | | | NiSource, Inc. | | | 8,701,322 | |
| 177,863 | | | Pinnacle West Capital Corp. | | | 14,579,430 | |
| 802,267 | | | UGI Corp. | | | 37,152,985 | |
| | | | | | | | |
| | | | | | | 74,756,762 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks (cost $1,493,427,555) | | $ | 2,320,777,066 | |
| | | | | | | | |
|
SHORT-TERM INVESTMENTS - 1.4% | |
| | | Repurchase Agreements - 0.1% | |
| 1,546,272 | | | Fixed Income Clearing Corp. Repurchase Agreement dated 06/30/2021 at 0.020%, due on 07/01/2021 with a maturity value of $1,546,273; collateralized by U.S. Treasury Bond at 1.125%, maturing 05/15/2040, with a market value of $1,577,208 | | $ | 1,546,272 | |
| | | | | | | | |
| | | Securities Lending Collateral - 1.3% | |
| 4,914,221 | | | Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(2) | | | 4,914,221 | |
| 25,482,117 | | | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.30%(2) | | | 25,482,117 | |
| 1,293,887 | | | Invesco Government & Agency Portfolio, Institutional Class, 0.30%(2) | | | 1,293,887 | |
| | | | | | | | |
| | | | | | | 31,690,225 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments (cost $33,236,497) | | $ | 33,236,497 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | | Total Investments (cost $1,526,664,052) | | | 101.4 | % | | $ | 2,354,013,563 | |
| | | | Other Assets and Liabilities | | | (1.4 | )% | | | (32,023,420 | ) |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 2,321,990,143 | |
| | | | | | | | | | | | |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
| Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. |
| Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. |
| For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
| See “Glossary” for abbreviation descriptions. |
(1) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(2) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
The accompanying notes are an integral part of these financial statements.
Schedule of Investments – (continued)
June 30, 2021 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2021 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Banks | | $ | 125,995,566 | | | $ | 125,995,566 | | | $ | — | | | $ | — | |
Capital Goods | | | 190,454,398 | | | | 190,454,398 | | | | — | | | | — | |
Commercial & Professional Services | | | 73,747,376 | | | | 73,747,376 | | | | — | | | | — | |
Consumer Durables & Apparel | | | 153,089,815 | | | | 153,089,815 | | | | — | | | | — | |
Consumer Services | | | 42,430,187 | | | | 42,430,187 | | | | — | | | | — | |
Diversified Financials | | | 44,215,663 | | | | 44,215,663 | | | | — | | | | — | |
Energy | | | 2,393,190 | | | | 2,393,190 | | | | — | | | | — | |
Food & Staples Retailing | | | 20,330,645 | | | | 20,330,645 | | | | — | | | | — | |
Food, Beverage & Tobacco | | | 27,510,061 | | | | 27,510,061 | | | | — | | | | — | |
Health Care Equipment & Services | | | 206,141,500 | | | | 206,141,500 | | | | — | | | | — | |
Insurance | | | 95,179,503 | | | | 95,179,503 | | | | — | | | | — | |
Materials | | | 59,253,157 | | | | 59,253,157 | | | | — | | | | — | |
Media & Entertainment | | | 69,033,547 | | | | 69,033,547 | | | | — | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 252,927,632 | | | | 252,927,632 | | | | — | | | | — | |
Real Estate | | | 142,652,684 | | | | 142,652,684 | | | | — | | | | — | |
Retailing | | | 64,062,093 | | | | 64,062,093 | | | | — | | | | — | |
Semiconductors & Semiconductor Equipment | | | 108,240,850 | | | | 108,240,850 | | | | — | | | | — | |
Software & Services | | | 247,991,906 | | | | 247,991,906 | | | | — | | | | — | |
Technology Hardware & Equipment | | | 261,474,966 | | | | 261,474,966 | | | | — | | | | — | |
Transportation | | | 58,895,565 | | | | 58,895,565 | | | | — | | | | — | |
Utilities | | | 74,756,762 | | | | 74,756,762 | | | | — | | | | — | |
Short-Term Investments | | | 33,236,497 | | | | 31,690,225 | | | | 1,546,272 | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 2,354,013,563 | | | $ | 2,352,467,291 | | | $ | 1,546,272 | | | $ | — | |
| | | | | | | | | | | | | | | | |
(1) | For the six-month period ended June 30, 2021, there were no transfers in and out of Level 3. |
The accompanying notes are an integral part of these financial statements.
|
Hartford Small Cap Growth HLS Fund |
Schedule of Investments
June 30, 2021 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 98.6% | |
| | | Automobiles & Components - 2.8% | |
| 114,540 | | | Fox Factory Holding Corp.* | | $ | 17,829,296 | |
| 155,043 | | | Patrick Industries, Inc. | | | 11,318,139 | |
| 105,711 | | | Thor Industries, Inc. | | | 11,945,343 | |
| | | | | | | | |
| | | | | | | 41,092,778 | |
| | | | | | | | |
| | | Banks - 2.3% | |
| 690,448 | | | MGIC Investment Corp. | | | 9,390,093 | |
| 191,323 | | | Synovus Financial Corp. | | | 8,395,253 | |
| 125,186 | | | Triumph Bancorp, Inc.* | | | 9,295,061 | |
| 77,057 | | | Western Alliance Bancorp | | | 7,154,742 | |
| | | | | | | | |
| | | | | | | 34,235,149 | |
| | | | | | | | |
| | | Capital Goods - 9.7% | |
| 104,360 | | | Altra Industrial Motion Corp. | | | 6,785,487 | |
| 119,533 | | | Applied Industrial Technologies, Inc. | | | 10,884,675 | |
| 66,001 | | | Armstrong World Industries, Inc. | | | 7,079,267 | |
| 88,901 | | | Boise Cascade Co. | | | 5,187,373 | |
| 232,973 | | | Builders FirstSource, Inc.* | | | 9,938,628 | |
| 139,006 | | | BWX Technologies, Inc. | | | 8,079,029 | |
| 66,133 | | | Curtiss-Wright Corp. | | | 7,853,955 | |
| 68,583 | | | EnerSys | | | 6,702,617 | |
| 230,676 | | | Hydrofarm Holdings Group, Inc.* | | | 13,635,258 | |
| 112,957 | | | ITT, Inc. | | | 10,345,732 | |
| 107,368 | | | John Bean Technologies Corp. | | | 15,312,824 | |
| 80,403 | | | Mercury Systems, Inc.* | | | 5,329,111 | |
| 220,770 | | | Rexnord Corp. | | | 11,047,331 | |
| 150,336 | | | SPX Corp.* | | | 9,182,523 | |
| 154,933 | | | SPX FLOW, Inc. | | | 10,107,829 | |
| 49,607 | | | Trex Co., Inc.* | | | 5,070,332 | |
| | | | | | | | |
| | | | | | | 142,541,971 | |
| | | | | | | | |
| | | Commercial & Professional Services - 4.8% | |
| 138,253 | | | ASGN, Inc.* | | | 13,400,863 | |
| 55,211 | | | CACI International, Inc. Class A* | | | 14,085,431 | |
| 56,129 | | | Clean Harbors, Inc.* | | | 5,227,855 | |
| 102,758 | | | Exponent, Inc. | | | 9,167,041 | |
| 121,232 | | | Insperity, Inc. | | | 10,955,736 | |
| 100,874 | | | Tetra Tech, Inc. | | | 12,310,663 | |
| 116,134 | | | Viad Corp.* | | | 5,789,280 | |
| | | | | | | | |
| | | | | | | 70,936,869 | |
| | | | | | | | |
| | | Consumer Durables & Apparel - 3.9% | |
| 29,915 | | | Deckers Outdoor Corp.* | | | 11,489,454 | |
| 93,809 | | | PVH Corp.* | | | 10,092,911 | |
| 92,063 | | | TopBuild Corp.* | | | 18,208,220 | |
| 334,874 | | | Under Armour, Inc. Class C* | | | 6,218,610 | |
| 121,468 | | | YETI Holdings, Inc.* | | | 11,153,192 | |
| | | | | | | | |
| | | | | | | 57,162,387 | |
| | | | | | | | |
| | | Consumer Services - 4.0% | |
| 175,175 | | | BJ’s Restaurants, Inc.* | | | 8,608,100 | |
| 59,467 | | | Churchill Downs, Inc. | | | 11,789,927 | |
| 395,459 | | | GAN Ltd.*(1) | | | 6,501,346 | |
| 211,700 | | | Mister Car Wash, Inc.* | | | 4,557,901 | |
| 112,625 | | | Penn National Gaming, Inc.* | | | 8,614,686 | |
| 115,967 | | | Wingstop, Inc. | | | 18,279,878 | |
| | | | | | | | |
| | | | | | | 58,351,838 | |
| | | | | | | | |
| | | Diversified Financials - 1.5% | |
| 182,850 | | | OneMain Holdings, Inc. | | | 10,954,543 | |
| 161,673 | | | Stifel Financial Corp. | | | 10,486,111 | |
| | | | | | | | |
| | | | | | | 21,440,654 | |
| | | | | | | | |
| | | Food & Staples Retailing - 1.1% | |
| 331,900 | | | Performance Food Group Co.* | | | 16,093,831 | |
| | | | | | | | |
| | | Food, Beverage & Tobacco - 2.7% | |
| 112,346 | | | Celsius Holdings, Inc.* | | | 8,548,407 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 98.6% - (continued) | |
| | | Food, Beverage & Tobacco - 2.7% - (continued) | |
| 79,525 | | | Freshpet, Inc.* | | $ | 12,959,394 | |
| 356,572 | | | Hostess Brands, Inc.* | | | 5,772,901 | |
| 15,073 | | | Lancaster Colony Corp. | | | 2,916,776 | |
| 242,622 | | | Simply Good Foods Co.* | | | 8,858,129 | |
| | | | | | | | |
| | | | | | | 39,055,607 | |
| | | | | | | | |
| | | Health Care Equipment & Services - 12.7% | |
| 339,604 | | | AdaptHealth Corp.* | | | 9,308,546 | |
| 27,045 | | | Amedisys, Inc.* | | | 6,624,132 | |
| 135,275 | | | AtriCure, Inc.* | | | 10,731,366 | |
| 145,330 | | | Cardiovascular Systems, Inc.* | | | 6,198,324 | |
| 273,146 | | | Covetrus, Inc.* | | | 7,374,942 | |
| 90,715 | | | Glaukos Corp.* | | | 7,695,353 | |
| 155,165 | | | Globus Medical, Inc. Class A* | | | 12,029,942 | |
| 183,848 | | | Health Catalyst, Inc.* | | | 10,205,402 | |
| 124,038 | | | Integer Holdings Corp.* | | | 11,684,380 | |
| 187,273 | | | Integra LifeSciences Holdings Corp.* | | | 12,779,510 | |
| 70,720 | | | LHC Group, Inc.* | | | 14,162,387 | |
| 83,893 | | | ModivCare, Inc.* | | | 14,267,682 | |
| 70,347 | | | Nevro Corp.* | | | 11,662,829 | |
| 148,173 | | | Omnicell, Inc.* | | | 22,440,801 | |
| 286,812 | | | OraSure Technologies, Inc.* | | | 2,908,274 | |
| 43,400 | | | Owens & Minor, Inc. | | | 1,837,122 | |
| 662,191 | | | R1 RCM, Inc.* | | | 14,727,128 | |
| 96,282 | | | Tandem Diabetes Care, Inc.* | | | 9,377,867 | |
| | | | | | | | |
| | | | | | | 186,015,987 | |
| | | | | | | | |
| | | Household & Personal Products - 0.3% | |
| 148,692 | | | BellRing Brands, Inc. Class A* | | | 4,660,007 | |
| | | | | | | | |
| | | Insurance - 0.9% | |
| 176,650 | | | James River Group Holdings Ltd. | | | 6,627,908 | |
| 89,323 | | | Kemper Corp. | | | 6,600,970 | |
| | | | | | | | |
| | | | | | | 13,228,878 | |
| | | | | | | | |
| | | Materials - 1.8% | |
| 284,635 | | | Axalta Coating Systems Ltd.* | | | 8,678,521 | |
| 85,838 | | | Ingevity Corp.* | | | 6,983,780 | |
| 150,092 | | | Louisiana-Pacific Corp. | | | 9,049,047 | |
| 95,240 | | | Ranpak Holdings Corp.* | | | 2,383,857 | |
| | | | | | | | |
| | | | | | | 27,095,205 | |
| | | | | | | | |
| | | Media & Entertainment - 1.5% | |
| 168,695 | | | Cardlytics, Inc.* | | | 21,412,456 | |
| | | | | | | | |
| | | Pharmaceuticals, Biotechnology & Life Sciences - 16.7% | |
| 277,347 | | | Aclaris Therapeutics, Inc.* | | | 4,870,213 | |
| 71,202 | | | Allakos, Inc.* | | | 6,078,515 | |
| 103,404 | | | ALX Oncology Holdings, Inc.*(1) | | | 5,654,131 | |
| 164,192 | | | Apellis Pharmaceuticals, Inc.* | | | 10,376,934 | |
| 84,456 | | | Arena Pharmaceuticals, Inc.* | | | 5,759,899 | |
| 95,671 | | | Arrowhead Pharmaceuticals, Inc.* | | | 7,923,472 | |
| 77,104 | | | Arvinas, Inc.* | | | 5,937,008 | |
| 86,081 | | | BioAtla, Inc.* | | | 3,648,113 | |
| 49,095 | | | Biohaven Pharmaceutical Holding Co., Ltd.* | | | 4,766,143 | |
| 77,951 | | | Blueprint Medicines Corp.* | | | 6,856,570 | |
| 200,609 | | | Celldex Therapeutics, Inc.* | | | 6,708,365 | |
| 221,265 | | | Dicerna Pharmaceuticals, Inc.* | | | 8,257,610 | |
| 284,472 | | | Dyne Therapeutics, Inc.* | | | 5,985,291 | |
| 47,738 | | | Fate Therapeutics, Inc.* | | | 4,143,181 | |
| 385,915 | | | Heron Therapeutics, Inc.* | | | 5,989,401 | |
| 433,450 | | | Homology Medicines, Inc.* | | | 3,151,182 | |
| 746,977 | | | ImmunoGen, Inc.* | | | 4,922,578 | |
| 34,600 | | | Intellia Therapeutics, Inc.* | | | 5,602,086 | |
| 183,504 | | | KalVista Pharmaceuticals, Inc.* | | | 4,396,756 | |
| 47,722 | | | Karuna Therapeutics, Inc.* | | | 5,439,831 | |
| 68,715 | | | Kodiak Sciences, Inc.* | | | 6,390,495 | |
| 245,172 | | | Kura Oncology, Inc.* | | | 5,111,836 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Small Cap Growth HLS Fund |
Schedule of Investments – (continued)
June 30, 2021 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 98.6% - (continued) | |
| | | Pharmaceuticals, Biotechnology & Life Sciences - 16.7% - (continued) | |
| 119,671 | | | Kymera Therapeutics, Inc.* | | $ | 5,804,043 | |
| 60,120 | | | Madrigal Pharmaceuticals, Inc.* | | | 5,856,289 | |
| 398,526 | | | Mersana Therapeutics, Inc.* | | | 5,411,983 | |
| 32,730 | | | Mirati Therapeutics, Inc.* | | | 5,286,877 | |
| 132,796 | | | NanoString Technologies, Inc.* | | | 8,603,853 | |
| 214,923 | | | NeoGenomics, Inc.* | | | 9,708,072 | |
| 145,701 | | | PTC Therapeutics, Inc.* | | | 6,158,781 | |
| 274,758 | | | Radius Health, Inc.* | | | 5,011,586 | |
| 140,398 | | | RAPT Therapeutics, Inc.*(1) | | | 4,463,252 | |
| 41,082 | | | Reata Pharmaceuticals, Inc. Class A* | | | 5,814,335 | |
| 238,150 | | | Revance Therapeutics, Inc.* | | | 7,058,766 | |
| 103,341 | | | Revolution Medicines, Inc.* | | | 3,280,043 | |
| 151,021 | | | Rocket Pharmaceuticals, Inc.* | | | 6,688,720 | |
| 254,365 | | | Syndax Pharmaceuticals, Inc.* | | | 4,367,447 | |
| 242,378 | | | TCR2 Therapeutics, Inc.* | | | 3,977,423 | |
| 193,025 | | | TG Therapeutics, Inc.* | | | 7,487,440 | |
| 310,661 | | | Theravance Biopharma, Inc.* | | | 4,510,798 | |
| 79,780 | | | Turning Point Therapeutics, Inc.* | | | 6,224,436 | |
| 158,001 | | | Veracyte, Inc.* | | | 6,316,880 | |
| 178,654 | | | Y-mAbs Therapeutics, Inc.* | | | 6,038,505 | |
| | | | | | | | |
| | | | | | | 246,039,139 | |
| | | | | | | | |
| | | Real Estate - 3.6% | |
| 392,282 | | | Essential Properties Realty Trust, Inc. REIT | | | 10,607,306 | |
| 540,226 | | | Independence Realty Trust, Inc. REIT | | | 9,848,320 | |
| 79,390 | | | PS Business Parks, Inc. REIT | | | 11,756,071 | |
| 185,983 | | | Rexford Industrial Realty, Inc. REIT | | | 10,591,732 | |
| 129,220 | | | Ryman Hospitality Properties, Inc. REIT* | | | 10,203,211 | |
| | | | | | | | |
| | | | | | | 53,006,640 | |
| | | | | | | | |
| | | Retailing - 3.8% | |
| 97,886 | | | Floor & Decor Holdings, Inc. Class A* | | | 10,346,550 | |
| 207,522 | | | Foot Locker, Inc. | | | 12,789,581 | |
| 18,341 | | | Lithia Motors, Inc. Class A | | | 6,302,701 | |
| 172,854 | | | Ollie’s Bargain Outlet Holdings, Inc.* | | | 14,542,207 | |
| 113,400 | | | Shutterstock, Inc. | | | 11,132,478 | |
| | | | | | | | |
| | | | | | | 55,113,517 | |
| | | | | | | | |
| | | Semiconductors & Semiconductor Equipment - 4.2% | |
| 186,701 | | | Axcelis Technologies, Inc.* | | | 7,546,454 | |
| 115,427 | | | Cirrus Logic, Inc.* | | | 9,825,146 | |
| 297,543 | | | Lattice Semiconductor Corp.* | | | 16,715,966 | |
| 169,230 | | | Power Integrations, Inc. | | | 13,887,014 | |
| 88,449 | | | Synaptics, Inc.* | | | 13,760,896 | |
| | | | | | | | |
| | | | | | | 61,735,476 | |
| | | | | | | | |
| | | Software & Services - 17.2% | |
| 125,173 | | | Alarm.com Holdings, Inc.* | | | 10,602,153 | |
| 112,791 | | | Blackbaud, Inc.* | | | 8,636,407 | |
| 87,478 | | | Concentrix Corp.* | | | 14,066,462 | |
| 201,700 | | | Digital Turbine, Inc.* | | | 15,335,251 | |
| 61,391 | | | Everbridge, Inc.* | | | 8,354,087 | |
| 145,961 | | | ExlService Holdings, Inc.* | | | 15,509,816 | |
| 39,813 | | | Five9, Inc.* | | | 7,301,306 | |
| 113,409 | | | j2 Global, Inc.* | | | 15,599,408 | |
| 157,011 | | | LiveRamp Holdings, Inc.* | | | 7,355,965 | |
| 79,666 | | | Manhattan Associates, Inc.* | | | 11,538,823 | |
| 253,021 | | | Medallia, Inc.* | | | 8,539,459 | |
| 153,302 | | | Mimecast Ltd.* | | | 8,132,671 | |
| 246,556 | | | Momentive Global, Inc.* | | | 5,194,935 | |
| 22,186 | | | Paylocity Holding Corp.* | | | 4,233,089 | |
| 202,632 | | | Perficient, Inc.* | | | 16,295,665 | |
| 99,296 | | | Q2 Holdings, Inc.* | | | 10,185,784 | |
| 157,370 | | | Rapid7, Inc.* | | | 14,891,923 | |
| 385,745 | | | Repay Holdings Corp.* | | | 9,273,310 | |
| 96,446 | | | Science Applications International Corp. | | | 8,461,208 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 98.6% - (continued) | |
| | | Software & Services - 17.2% - (continued) | |
| 13,700 | | | Sentinelone, Inc. Class A | | $ | 582,250 | |
| 200,739 | | | Sprinklr, Inc. Class A*(1) | | | 4,133,216 | |
| 143,363 | | | Sprout Social, Inc. Class A* | | | 12,819,520 | |
| 279,726 | | | Telos Corp.* | | | 9,513,481 | |
| 230,377 | | | Varonis Systems, Inc.* | | | 13,274,323 | |
| 878,476 | | | Verra Mobility Corp.* | | | 13,502,176 | |
| | | | | | | | |
| | | | | | | 253,332,688 | |
| | | | | | | | |
| | | Technology Hardware & Equipment - 2.4% | |
| 221,991 | | | II-VI, Inc.* | | | 16,114,327 | |
| 111,107 | | | Insight Enterprises, Inc.* | | | 11,111,811 | |
| 107,037 | | | Lumentum Holdings, Inc.* | | | 8,780,245 | |
| | | | | | | | |
| | | | | | | 36,006,383 | |
| | | | | | | | |
| | | Telecommunication Services - 0.4% | |
| 46,997 | | | Bandwidth, Inc. Class A* | | | 6,481,826 | |
| | | | | | | | |
| | | Transportation - 0.3% | |
| 257,326 | | | Marten Transport Ltd. | | | 4,243,306 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks (cost $971,494,474) | | $ | 1,449,282,592 | |
| | | | | | | | |
|
SHORT-TERM INVESTMENTS - 1.5% | |
| | | Repurchase Agreements - 1.2% | |
| 18,038,677 | | | Fixed Income Clearing Corp. Repurchase Agreement dated 06/30/2021 at 0.020%, due on 07/01/2021 with a maturity value of $18,038,687; collateralized by U.S. Treasury Government Bond at 4.250%, maturing 05/15/2039, with a market value of $16,403,916; collateralized by U.S. Treasury Government Bond at 4.375%, maturing 11/15/2030, with a market value of $1,995,642 | | $ | 18,038,677 | |
| | | | | | | | |
| | | Securities Lending Collateral - 0.3% | |
| 684,496 | | | Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(2) | | | 684,496 | |
| 3,549,372 | | | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.03%(2) | | | 3,549,372 | |
| 180,224 | | | Invesco Government & Agency Portfolio, Institutional Class, 0.03%(2) | | | 180,224 | |
| | | | | | | | |
| | | | | | | 4,414,092 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments (cost $22,452,769) | | $ | 22,452,769 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | | Total Investments (cost $993,947,243) | | | 100.1 | % | | $ | 1,471,735,361 | |
| | | | Other Assets and Liabilities | | | (0.1 | )% | | | (2,186,626 | ) |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 1,469,548,735 | |
| | | | | | | | | | | | |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
| Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. |
| For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
| See “Glossary” for abbreviation descriptions. |
The accompanying notes are an integral part of these financial statements.
|
Hartford Small Cap Growth HLS Fund |
Schedule of Investments – (continued)
June 30, 2021 (Unaudited)
(1) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(2) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2021 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Automobiles & Components | | $ | 41,092,778 | | | $ | 41,092,778 | | | $ | — | | | $ | — | |
Banks | | | 34,235,149 | | | | 34,235,149 | | | | — | | | | — | |
Capital Goods | | | 142,541,971 | | | | 142,541,971 | | | | — | | | | — | |
Commercial & Professional Services | | | 70,936,869 | | | | 70,936,869 | | | | — | | | | — | |
Consumer Durables & Apparel | | | 57,162,387 | | | | 57,162,387 | | | | — | | | | — | |
Consumer Services | | | 58,351,838 | | | | 58,351,838 | | | | — | | | | — | |
Diversified Financials | | | 21,440,654 | | | | 21,440,654 | | | | — | | | | — | |
Food & Staples Retailing | | | 16,093,831 | | | | 16,093,831 | | | | — | | | | — | |
Food, Beverage & Tobacco | | | 39,055,607 | | | | 39,055,607 | | | | — | | | | — | |
Health Care Equipment & Services | | | 186,015,987 | | | | 186,015,987 | | | | — | | | | — | |
Household & Personal Products | | | 4,660,007 | | | | 4,660,007 | | | | — | | | | — | |
Insurance | | | 13,228,878 | | | | 13,228,878 | | | | — | | | | — | |
Materials | | | 27,095,205 | | | | 27,095,205 | | | | — | | | | — | |
Media & Entertainment | | | 21,412,456 | | | | 21,412,456 | | | | — | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 246,039,139 | | | | 246,039,139 | | | | — | | | | — | |
Real Estate | | | 53,006,640 | | | | 53,006,640 | | | | — | | | | — | |
Retailing | | | 55,113,517 | | | | 55,113,517 | | | | — | | | | — | |
Semiconductors & Semiconductor Equipment | | | 61,735,476 | | | | 61,735,476 | | | | — | | | | — | |
Software & Services | | | 253,332,688 | | | | 253,332,688 | | | | — | | | | — | |
Technology Hardware & Equipment | | | 36,006,383 | | | | 36,006,383 | | | | — | | | | — | |
Telecommunication Services | | | 6,481,826 | | | | 6,481,826 | | | | — | | | | — | |
Transportation | | | 4,243,306 | | | | 4,243,306 | | | | — | | | | — | |
Short-Term Investments | | | 22,452,769 | | | | 4,414,092 | | | | 18,038,677 | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 1,471,735,361 | | | $ | 1,453,696,684 | | | $ | 18,038,677 | | | $ | — | |
| | | | | | | | | | | | | | | | |
(1) | For the six-month period ended June 30, 2021, there were no transfers in and out of Level 3. |
The accompanying notes are an integral part of these financial statements.
|
Hartford Small Company HLS Fund |
Schedule of Investments
June 30, 2021 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 100.2% | |
| | | Banks - 2.3% | |
| 91,666 | | | Ameris Bancorp | | $ | 4,641,049 | |
| 177,495 | | | Sterling Bancorp | | | 4,400,101 | |
| 49,568 | | | Western Alliance Bancorp | | | 4,602,389 | |
| | | | | | | | |
| | | | | | | 13,643,539 | |
| | | | | | | | |
| | | Capital Goods - 9.6% | |
| 126,106 | | | Altra Industrial Motion Corp. | | | 8,199,412 | |
| 87,894 | | | Applied Industrial Technologies, Inc. | | | 8,003,628 | |
| 144,084 | | | Builders FirstSource, Inc.* | | | 6,146,623 | |
| 114,639 | | | Colfax Corp.* | | | 5,251,612 | |
| 47,663 | | | Curtiss-Wright Corp. | | | 5,660,458 | |
| 233,191 | | | Fluor Corp.* | | | 4,127,481 | |
| 66,522 | | | Gibraltar Industries, Inc.* | | | 5,076,294 | |
| 67,400 | | | Hydrofarm Holdings Group, Inc.* | | | 3,984,014 | |
| 28,415 | | | Kornit Digital Ltd.* | | | 3,532,837 | |
| 39,936 | | | Middleby Corp.* | | | 6,919,311 | |
| | | | | | | | |
| | | | | | | 56,901,670 | |
| | | | | | | | |
| | | Commercial & Professional Services - 0.7% | |
| 8,400 | | | Legalzoomcom, Inc. | | | 317,940 | |
| 54,253 | | | TriNet Group, Inc.* | | | 3,932,257 | |
| | | | | | | | |
| | | | | | | 4,250,197 | |
| | | | | | | | |
| | | Consumer Durables & Apparel - 4.7% | |
| 25,766 | | | Cavco Industries, Inc.* | | | 5,724,948 | |
| 34,166 | | | Polaris, Inc. | | | 4,679,375 | |
| 151,063 | | | Skyline Champion Corp.* | | | 8,051,658 | |
| 104,365 | | | YETI Holdings, Inc.* | | | 9,582,794 | |
| | | | | | | | |
| | | | | | | 28,038,775 | |
| | | | | | | | |
| | | Consumer Services - 7.4% | |
| 179,235 | | | 2U, Inc.* | | | 7,468,722 | |
| 73,916 | | | Boyd Gaming Corp.* | | | 4,545,095 | |
| 132,381 | | | Chegg, Inc.* | | | 11,002,185 | |
| 85,900 | | | Mister Car Wash, Inc.* | | | 1,849,427 | |
| 38,492 | | | Penn National Gaming, Inc.* | | | 2,944,253 | |
| 135,808 | | | Planet Fitness, Inc. Class A* | | | 10,219,552 | |
| 37,932 | | | Wingstop, Inc. | | | 5,979,221 | |
| | | | | | | | |
| | | | | | | 44,008,455 | |
| | | | | | | | |
| | | Diversified Financials - 1.2% | |
| 27,837 | | | Hamilton Lane, Inc. Class A | | | 2,536,507 | |
| 75,006 | | | Hannon Armstrong Sustainable Infrastructure Capital, Inc. REIT(1) | | | 4,211,587 | |
| | | | | | | | |
| | | | | | | 6,748,094 | |
| | | | | | | | |
| | | Food, Beverage & Tobacco - 1.2% | |
| 7,041 | | | Boston Beer Co., Inc. Class A* | | | 7,187,453 | |
| | | | | | | | |
| | | Health Care Equipment & Services - 10.7% | |
| 137,028 | | | Accolade, Inc.* | | | 7,441,991 | |
| 235,291 | | | Cross Country Healthcare, Inc.* | | | 3,884,654 | |
| 69,441 | | | Globus Medical, Inc. Class A* | | | 5,383,761 | |
| 103,716 | | | Health Catalyst, Inc.* | | | 5,757,275 | |
| 28,610 | | | HealthEquity, Inc.* | | | 2,302,533 | |
| 51,705 | | | Hill-Rom Holdings, Inc. | | | 5,873,171 | |
| 92,592 | | | Integra LifeSciences Holdings Corp.* | | | 6,318,478 | |
| 40,745 | | | LHC Group, Inc.* | | | 8,159,594 | |
| 710,420 | | | Multiplan Corp.*(1) | | | 6,763,198 | |
| 100,847 | | | Oak Street Health, Inc.* | | | 5,906,609 | |
| 37,736 | | | Omnicell, Inc.* | | | 5,715,117 | |
| | | | | | | | |
| | | | | | | 63,506,381 | |
| | | | | | | | |
| | | Household & Personal Products - 0.4% | |
| 156,433 | | | Honest Co., Inc.*(2)(3) | | | 2,447,238 | |
| | | | | | | | |
| | | Materials - 0.6% | |
| 66,361 | | | Cabot Corp. | | | 3,777,932 | |
| | | | | | | | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 100.2% - (continued) | |
| | | Media & Entertainment - 2.9% | |
| 81,625 | | | Cardlytics, Inc.* | | $ | 10,360,661 | |
| 143,547 | | | Criteo S.A. ADR* | | | 6,492,631 | |
| | | | | | | | |
| | | | | | | 16,853,292 | |
| | | | | | | | |
| | | Pharmaceuticals, Biotechnology & Life Sciences - 17.0% | |
| 21,964 | | | Acceleron Pharma, Inc.* | | | 2,756,262 | |
| 32,544 | | | Allakos, Inc.* | | | 2,778,281 | |
| 71,815 | | | ALX Oncology Holdings, Inc.* | | | 3,926,844 | |
| 278,650 | | | Amicus Therapeutics, Inc.* | | | 2,686,186 | |
| 60,842 | | | Apellis Pharmaceuticals, Inc.* | | | 3,845,214 | |
| 66,463 | | | Arena Pharmaceuticals, Inc.* | | | 4,532,777 | |
| 32,846 | | | Arrowhead Pharmaceuticals, Inc.* | | | 2,720,306 | |
| 24,379 | | | Ascendis Pharma A/S ADR* | | | 3,207,057 | |
| 49,432 | | | BioAtla, Inc.*(1) | | | 2,094,928 | |
| 41,483 | | | Blueprint Medicines Corp.* | | | 3,648,845 | |
| 61,222 | | | Freeline Therapeutics Holdings plc ADR*(1) | | | 498,959 | |
| 238,455 | | | Heron Therapeutics, Inc.* | | | 3,700,822 | |
| 299,500 | | | ImmunoGen, Inc.* | | | 1,973,705 | |
| 18,567 | | | Intellia Therapeutics, Inc.* | | | 3,006,183 | |
| 99,027 | | | KalVista Pharmaceuticals, Inc.* | | | 2,372,687 | |
| 16,630 | | | Karuna Therapeutics, Inc.* | | | 1,895,654 | |
| 55,159 | | | Kodiak Sciences, Inc.* | | | 5,129,787 | |
| 81,153 | | | Kura Oncology, Inc.* | | | 1,692,040 | |
| 39,249 | | | Medpace Holdings, Inc.* | | | 6,932,551 | |
| 164,186 | | | Mersana Therapeutics, Inc.* | | | 2,229,646 | |
| 110,789 | | | Myovant Sciences Ltd.* | | | 2,522,666 | |
| 47,092 | | | NanoString Technologies, Inc.* | | | 3,051,091 | |
| 116,201 | | | NeoGenomics, Inc.* | | | 5,248,799 | |
| 62,658 | | | PTC Therapeutics, Inc.* | | | 2,648,554 | |
| 65,645 | | | RAPT Therapeutics, Inc.* | | | 2,086,855 | |
| 13,572 | | | Reata Pharmaceuticals, Inc. Class A* | | | 1,920,845 | |
| 85,118 | | | Revolution Medicines, Inc.* | | | 2,701,645 | |
| 56,740 | | | Rocket Pharmaceuticals, Inc.* | | | 2,513,015 | |
| 154,122 | | | TCR2 Therapeutics, Inc.* | | | 2,529,142 | |
| 110,084 | | | TG Therapeutics, Inc.* | | | 4,270,158 | |
| 49,192 | | | Turning Point Therapeutics, Inc.* | | | 3,837,960 | |
| 131,879 | | | UroGen Pharma Ltd.*(1) | | | 2,013,792 | |
| 115,579 | | | Y-mAbs Therapeutics, Inc.* | | | 3,906,570 | |
| | | | | | | | |
| | | | | | | 100,879,826 | |
| | | | | | | | |
| | | Real Estate - 3.3% | |
| 210,858 | | | Essential Properties Realty Trust, Inc. REIT | | | 5,701,600 | |
| 48,855 | | | Redfin Corp.* | | | 3,097,896 | |
| 71,280 | | | Ryman Hospitality Properties, Inc. REIT* | | | 5,628,269 | |
| 286,421 | | | Xenia Hotels & Resorts, Inc. REIT* | | | 5,364,665 | |
| | | | | | | | |
| | | | | | | 19,792,430 | |
| | | | | | | | |
| | | Retailing - 8.4% | |
| 5,016,400 | | | Allstar Co.(2)(4)(5) | | | 5,668,532 | |
| 52,509 | | | Five Below, Inc.* | | | 10,148,414 | |
| 64,869 | | | Floor & Decor Holdings, Inc. Class A* | | | 6,856,653 | |
| 120,652 | | | Ollie’s Bargain Outlet Holdings, Inc.* | | | 10,150,453 | |
| 262,526 | | | Porch Group, Inc.* | | | 5,077,253 | |
| 245,643 | | | RealReal, Inc.* | | | 4,853,906 | |
| 49,775 | | | Shutterstock, Inc. | | | 4,886,412 | |
| 43,094 | | | Tory Burch LLC*(2)(4)(6) | | | 2,166,768 | |
| | | | | | | | |
| | | | | | | 49,808,391 | |
| | | | | | | | |
| | | Semiconductors & Semiconductor Equipment - 5.3% | |
| 49,858 | | | ACM Research, Inc. Class A* | | | 5,096,485 | |
| 159,722 | | | Maxeon Solar Technologies Ltd.*(1) | | | 3,422,843 | |
| 33,833 | | | MKS Instruments, Inc. | | | 6,020,582 | |
| 57,936 | | | SunPower Corp.* | | | 1,692,890 | |
| 31,700 | | | Synaptics, Inc.* | | | 4,931,886 | |
| 341,956 | | | Tower Semiconductor Ltd.* | | | 10,063,765 | |
| | | | | | | | |
| | | | | | | 31,228,451 | |
| | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Small Company HLS Fund |
Schedule of Investments – (continued)
June 30, 2021 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 100.2% - (continued) | |
| | | Software & Services - 18.1% | |
| 5,400 | | | Clear Secure, Inc. Class A | | $ | 226,800 | |
| 143,318 | | | Digital Turbine, Inc.* | | | 10,896,467 | |
| 58,021 | | | j2 Global, Inc.* | | | 7,980,789 | |
| 170,864 | | | Jamf Holding Corp.* | | | 5,735,904 | |
| 369,464 | | | Latch, Inc. PIPE*(2)(4) | | | 4,338,246 | |
| 110,069 | | | LiveRamp Holdings, Inc.* | | | 5,156,733 | |
| 55,164 | | | Manhattan Associates, Inc.* | | | 7,989,954 | |
| 115,202 | | | Mimecast Ltd.* | | | 6,111,466 | |
| 64,300 | | | Payoneer Global, Inc. PIPE*(2)(4) | | | 634,255 | |
| 140,707 | | | Perficient, Inc.* | | | 11,315,657 | |
| 130,485 | | | Rapid7, Inc.* | | | 12,347,796 | |
| 250,982 | | | Repay Holdings Corp.* | | | 6,033,607 | |
| 5,500 | | | Sentinelone, Inc. Class A | | | 233,750 | |
| 61,787 | | | Squarespace, Inc. Class A* | | | 3,670,766 | |
| 174,351 | | | Telos Corp.* | | | 5,929,677 | |
| 209,384 | | | Varonis Systems, Inc.* | | | 12,064,706 | |
| 439,825 | | | Verra Mobility Corp.* | | | 6,760,110 | |
| | | | | | | | |
| | | | | | | 107,426,683 | |
| | | | | | | | |
| | | Technology Hardware & Equipment - 4.7% | |
| 118,578 | | | Calix, Inc.* | | | 5,632,455 | |
| 146,909 | | | II-VI, Inc.* | | | 10,664,125 | |
| 36,191 | | | Novanta, Inc.* | | | 4,877,099 | |
| 98,396 | | | PAR Technology Corp.*(1) | | | 6,881,816 | |
| | | | | | | | |
| | | | | | | 28,055,495 | |
| | | | | | | | |
| | | Telecommunication Services - 1.1% | |
| 47,117 | | | Bandwidth, Inc. Class A* | | | 6,498,377 | |
| | | | | | | | |
| | | Transportation - 0.6% | |
| 15,680 | | | Saia, Inc.* | | | 3,284,803 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks (cost $473,342,009) | | $ | 594,337,482 | |
| | | | | | | | |
|
ESCROWS - 0.0%(7) | |
| | | Software & Services - 0.0% | |
| 410,300 | | | Marklogic Corp.*(2)(4)(6) | | $ | 5,334 | |
| | | | | | | | |
| | |
| | | | Total Escrows (cost $—) | | $ | 5,334 | |
| | | | | | | | |
| | |
| | | | Total Long-Term Investments (cost $473,342,009) | | $ | 594,342,816 | |
| | | | | | | | |
|
SHORT-TERM INVESTMENTS - 2.9% | |
| | | Repurchase Agreements - 0.0% | |
| 209,901 | | | Fixed Income Clearing Corp. Repurchase Agreement dated 06/30/2021 at 0.020%, due on 07/01/2021 with a maturity value of $209,901; collateralized by U.S. Treasury Bond at 1.125%, maturing 08/15/2040, with a market value of $214,118 | | $ | 209,901 | |
| | | | | | | | |
| | | Securities Lending Collateral - 2.9% | |
| 2,655,188 | | | Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(8) | | | 2,655,188 | |
| 13,768,166 | | | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.03%(8) | | | 13,768,166 | |
| 699,096 | | | Invesco Government & Agency Portfolio, Institutional Class, 0.03%(8) | | | 699,096 | |
| | | | | | | | |
| | | | | | | 17,122,450 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments (cost $17,332,351) | | $ | 17,332,351 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | | Total Investments (cost $490,674,360) | | | 103.1 | % | | $ | 611,675,167 | |
| | | | Other Assets and Liabilities | | | (3.1 | )% | | | (18,635,449 | ) |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 593,039,718 | |
| | | | | | | | | | | | |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
| Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. |
| For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
| See “Glossary” for abbreviation descriptions. |
(1) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(2) | 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, 2021, the aggregate fair value of these securities was $15,260,373, which represented 2.6% 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) | Investment is temporarily subject to certain trading restrictions. At June 30, 2021, the value of such restricted security amounted to $2,447,238 or 0.4% of net assets. |
| | | | | | | | | | | | | | | | |
Period Acquired | | | Security Name | | Shares/ Par Value | | | Total Cost | | | Market Value | |
| 08/2014 | | | Honest Co., Inc. | | | 156,433 | | | $ | 3,386,053 | | | $ | 2,447,238 | |
(4) | Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $12,813,135 or 2.2% of net assets. |
| | | | | | | | | | | | | | | | |
Period Acquired | | | Security Name | | Shares/ Par Value | | | Total Cost | | | Market Value | |
| 08/2011 | | | Allstar Co. | | | 5,016,400 | | | $ | — | | | $ | 5,668,532 | |
| 06/2021 | | | Latch, Inc. PIPE | | | 369,464 | | | | 3,694,640 | | | | 4,338,246 | |
| 01/2021 | | | Marklogic Corp. | | | 410,300 | | | | — | | | | 5,334 | |
| 06/2021 | | | Payoneer Global, Inc. PIPE | | | 64,300 | | | | 643,000 | | | | 634,255 | |
| 11/2013 | | | Tory Burch LLC | | | 43,094 | | | | 3,377,559 | | | | 2,166,768 | |
| | | | | | | | | | | | | | | | |
| | | | | | | | | | $ | 7,715,199 | | | $ | 12,813,135 | |
| | | | | | | | | | | | | | | | |
(5) | Affiliated company – The Fund owns greater than 5% of the outstanding voting securities of this issuer. |
(6) | Investment valued using significant unobservable inputs. |
(7) | Share amount represents shares of the issuer previously held that resulted in receipt of the escrow. |
(8) | Current yield as of period end. |
The accompanying notes are an integral part of these financial statements.
|
Hartford Small Company HLS Fund |
Schedule of Investments – (continued)
June 30, 2021 (Unaudited)
| | | | | | | | | | | | | | | | | | | | |
Future PIPE Purchase Commitments Outstanding as of June 30, 2021 | |
Period Committed | | | Security Name | | Committed Shares | | | Committed Cost | | | Market Value | | | Unrealized Appreciation/ (Deprecation) | |
| 2/1/2021 | | | Aone | | | 446,400 | | | $ | 4,464,000 | | | $ | 4,009,565 | | | $ | (454,435 | ) |
| 2/1/2021 | | | Decarbonization Plus Acquisition Corp | | | 163,500 | | | | 1,635,000 | | | | 1,517,117 | | | | (117,883 | ) |
| 1/1/2021 | | | TPG Pace Beneficial Finance Corp. | | | 316,800 | | | | 3,168,000 | | | | 3,669,494 | | | | 501,494 | |
| | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | $ | 9,267,000 | | | $ | 9,196,176 | | | $ | (70,824) | |
| | | | | | | | | | | | | | | | | | | | |
Special purpose acquisition companies (“SPACs”) are collective investment structures that allow for private investments in public equity investments (“PIPE”). These commitments 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. The Hartford Small Company HLS Fund had contingent commitments outstanding of $9,267,000 to purchase restricted PIPE shares as of June 30, 2021.
The aggregate unrealized appreciation/depreciation of PIPE commitments represents (0.01)% of net assets.
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2021 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Banks | | $ | 13,643,539 | | | $ | 13,643,539 | | | $ | — | | | $ | — | |
Capital Goods | | | 56,901,670 | | | | 56,901,670 | | | | — | | | | — | |
Commercial & Professional Services | | | 4,250,197 | | | | 4,250,197 | | | | — | | | | — | |
Consumer Durables & Apparel | | | 28,038,775 | | | | 28,038,775 | | | | — | | | | — | |
Consumer Services | | | 44,008,455 | | | | 44,008,455 | | | | — | | | | — | |
Diversified Financials | | | 6,748,094 | | | | 6,748,094 | | | | — | | | | — | |
Food, Beverage & Tobacco | | | 7,187,453 | | | | 7,187,453 | | | | — | | | | — | |
Health Care Equipment & Services | | | 63,506,381 | | | | 63,506,381 | | | | — | | | | — | |
Household & Personal Products | | | 2,447,238 | | | | — | | | | 2,447,238 | | | | — | |
Materials | | | 3,777,932 | | | | 3,777,932 | | | | — | | | | — | |
Media & Entertainment | | | 16,853,292 | | | | 16,853,292 | | | | — | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 100,879,826 | | | | 100,879,826 | | | | — | | | | — | |
Real Estate | | | 19,792,430 | | | | 19,792,430 | | | | — | | | | — | |
Retailing | | | 49,808,391 | | | | 41,973,091 | | | | 5,668,532 | | | | 2,166,768 | |
Semiconductors & Semiconductor Equipment | | | 31,228,451 | | | | 31,228,451 | | | | — | | | | — | |
Software & Services | | | 107,426,683 | | | | 102,454,182 | | | | 4,972,501 | | | | — | |
Technology Hardware & Equipment | | | 28,055,495 | | | | 28,055,495 | | | | — | | | | — | |
Telecommunication Services | | | 6,498,377 | | | | 6,498,377 | | | | — | | | | — | |
Transportation | | | 3,284,803 | | | | 3,284,803 | | | | — | | | | — | |
Future PIPE Purchase Commitment | | | 501,494 | | | | — | | | | 501,494 | | | | — | |
Escrows | | | 5,334 | | | | — | | | | — | | | | 5,334 | |
Short-Term Investments | | | 17,332,351 | | | | 17,122,450 | | | | 209,901 | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 612,176,661 | | | $ | 596,204,893 | | | $ | 13,799,666 | | | $ | 2,172,102 | |
| | | | | | | | | | | | | | | | |
Liabilities | |
Future PIPE Purchase Commitment | | $ | (572,318 | ) | | $ | — | | | $ | (572,318 | ) | | $ | — | |
| | | | | | | | | | | | | | | | |
(1) | For the six-month period ended June 30, 2021, there were no transfers in and out of Level 3. |
Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for period ended June 30, 2021 is not presented.
The accompanying notes are an integral part of these financial statements.
Schedule of Investments
June 30, 2021 (Unaudited)
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 99.0% | |
| | | Banks - 1.6% | |
| 135,927 | | | PNC Financial Services Group, Inc. | | $ | 25,929,435 | |
| | | | | | | | |
| | | Capital Goods - 13.9% | |
| 77,758 | | | Deere & Co. | | | 27,426,024 | |
| 184,460 | | | General Dynamics Corp. | | | 34,726,440 | |
| 208,853 | | | Honeywell International, Inc. | | | 45,811,905 | |
| 73,473 | | | Lockheed Martin Corp. | | | 27,798,510 | |
| 129,594 | | | Northrop Grumman Corp. | | | 47,098,347 | |
| 410,867 | | | Raytheon Technologies Corp. | | | 35,051,064 | |
| | | | | | | | |
| | | | | | | 217,912,290 | |
| | | | | | | | |
| | | Consumer Durables & Apparel - 2.9% | |
| 292,024 | | | NIKE, Inc. Class B | | | 45,114,788 | |
| | | | | | | | |
| | | Consumer Services - 3.4% | |
| 228,232 | | | McDonald’s Corp. | | | 52,719,310 | |
| | | | | | | | |
| | | Diversified Financials - 3.2% | |
| 307,683 | | | American Express Co. | | | 50,838,462 | |
| | | | | | | | |
| | | Food & Staples Retailing - 2.1% | |
| 82,141 | | | Costco Wholesale Corp. | | | 32,500,729 | |
| | | | | | | | |
| | | Food, Beverage & Tobacco - 7.8% | |
| 897,167 | | | Coca-Cola Co. | | | 48,545,707 | |
| 839,101 | | | Diageo plc | | | 40,216,838 | |
| 228,205 | | | PepsiCo., Inc. | | | 33,813,135 | |
| | | | | | | | |
| | | | | | | 122,575,680 | |
| | | | | | | | |
| | | Health Care Equipment & Services - 11.9% | |
| 443,456 | | | Baxter International, Inc. | | | 35,698,208 | |
| 101,025 | | | Danaher Corp. | | | 27,111,069 | |
| 371,446 | | | Medtronic plc | | | 46,107,592 | |
| 98,697 | | | Stryker Corp. | | | 25,634,572 | |
| 130,476 | | | UnitedHealth Group, Inc. | | | 52,247,809 | |
| | | | | | | | |
| | | | | | | 186,799,250 | |
| | | | | | | | |
| | | Household & Personal Products - 5.6% | |
| 565,214 | | | Colgate-Palmolive Co. | | | 45,980,159 | |
| 314,338 | | | Procter & Gamble Co. | | | 42,413,626 | |
| | | | | | | | |
| | | | | | | 88,393,785 | |
| | | | | | | | |
| | | Insurance - 5.1% | |
| 227,697 | | | Chubb Ltd. | | | 36,190,161 | |
| 308,218 | | | Marsh & McLennan Cos., Inc. | | | 43,360,108 | |
| | | | | | | | |
| | | | | | | 79,550,269 | |
| | | | | | | | |
| | | Materials - 4.8% | |
| 157,967 | | | Ecolab, Inc. | | | 32,536,463 | |
| 148,004 | | | Linde plc | | | 42,787,956 | |
| | | | | | | | |
| | | | | | | 75,324,419 | |
| | | | | | | | |
| | | Media & Entertainment - 1.9% | |
| 512,290 | | | Comcast Corp. Class A | | | 29,210,776 | |
| | | | | | | | |
| | | Pharmaceuticals, Biotechnology & Life Sciences - 8.4% | |
| 60,389 | | | Amgen, Inc. | | | 14,719,819 | |
| 326,445 | | | Johnson & Johnson | | | 53,778,550 | |
| 464,851 | | | Merck & Co., Inc. | | | 36,151,462 | |
| 706,539 | | | Pfizer, Inc. | | | 27,668,067 | |
| | | | | | | | |
| | | | | | | 132,317,898 | |
| | | | | | | | |
| | | Real Estate - 3.6% | |
| 87,210 | | | American Tower Corp. REIT | | | 23,558,909 | |
| 109,032 | | | Public Storage REIT | | | 32,784,832 | |
| | | | | | | | |
| | | | | | | 56,343,741 | |
| | | | | | | | |
| | | Retailing - 5.8% | |
| 9,440,100 | | | Allstar Co.(1)(2)(3) | | | 10,667,313 | |
| 108,275 | | | Home Depot, Inc. | | | 34,527,815 | |
| | | | | | | | |
Shares or Principal Amount | | Market Value† | |
COMMON STOCKS - 99.0% - (continued) | |
| | | Retailing - 5.8% - (continued) | |
| 674,930 | | | TJX Cos., Inc. | | $ | 45,503,780 | |
| | | | | | | | |
| | | | | | | 90,698,908 | |
| | | | | | | | |
| | | Software & Services - 9.4% | |
| 128,077 | | | Accenture plc Class A | | | 37,755,819 | |
| 138,966 | | | Automatic Data Processing, Inc. | | | 27,601,427 | |
| 171,447 | | | Microsoft Corp. | | | 46,444,992 | |
| 149,812 | | | Visa, Inc. Class A | | | 35,029,042 | |
| | | | | | | | |
| | | | | | | 146,831,280 | |
| | | | | | | | |
| | | Transportation - 7.6% | |
| 323,125 | | | Canadian National Railway Co. | | | 34,092,868 | |
| 207,516 | | | Union Pacific Corp. | | | 45,638,994 | |
| 189,124 | | | United Parcel Service, Inc. Class B | | | 39,332,118 | |
| | | | | | | | |
| | | | | | | 119,063,980 | |
| | | | | | | | |
| | |
| | | | Total Common Stocks (cost $866,332,785) | | $ | 1,552,125,000 | |
| | | | | | | | |
|
SHORT-TERM INVESTMENTS - 0.8% | |
| | | Repurchase Agreements - 0.8% | |
| 12,203,524 | | | Fixed Income Clearing Corp. Repurchase Agreement dated 06/30/2021 at 0.020%, due on 07/01/2021 with a maturity value of $12,203,531; collateralized by U.S. Treasury Government Bond at 4.375%, maturing 11/15/2039, with a market value of $12,447,606 | | $ | 12,203,524 | |
| | | | | | | | |
| | |
| | | | Total Short-Term Investments (cost $12,203,524) | | $ | 12,203,524 | |
| | | | | | | | |
| | | | | | | | | | | | |
| | | | Total Investments (cost $878,536,309) | | | 99.8 | % | | $ | 1,564,328,524 | |
| | | | Other Assets and Liabilities | | | 0.2 | % | | | 3,621,697 | |
| | | | | | | | | | | | |
| | | | Total Net Assets | | | 100.0 | % | | $ | 1,567,950,221 | |
| | | | | | | | | | | | |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
| Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. |
| Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. |
| For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
| See “Glossary” for abbreviation descriptions. |
(1) | 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, 2021, the aggregate fair value of this security was $10,667,313, which represented 0.7% 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) | Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $10,667,313 or 0.7% of net assets. |
The accompanying notes are an integral part of these financial statements.
Schedule of Investments – (continued)
June 30, 2021 (Unaudited)
| | | | | | | | | | | | | | | | |
Period Acquired | | | Security Name | | Shares/ Par Value | | | Total Cost | | | Market Value | |
| 08/2011 | | | Allstar Co. | | | 9,440,100 | | | $ | — | | | $ | 10,667,313 | |
(3) | Affiliated company – The Fund owns greater than 5% of the outstanding voting securities of this issuer. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2021 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Common Stocks | |
Banks | | $ | 25,929,435 | | | $ | 25,929,435 | | | $ | — | | | $ | — | |
Capital Goods | | | 217,912,290 | | | | 217,912,290 | | | | — | | | | — | |
Consumer Durables & Apparel | | | 45,114,788 | | | | 45,114,788 | | | | — | | | | — | |
Consumer Services | | | 52,719,310 | | | | 52,719,310 | | | | — | | | | — | |
Diversified Financials | | | 50,838,462 | | | | 50,838,462 | | | | — | | | | — | |
Food & Staples Retailing | | | 32,500,729 | | | | 32,500,729 | | | | — | | | | — | |
Food, Beverage & Tobacco | | | 122,575,680 | | | | 82,358,842 | | | | 40,216,838 | | | | — | |
Health Care Equipment & Services | | | 186,799,250 | | | | 186,799,250 | | | | — | | | | — | |
Household & Personal Products | | | 88,393,785 | | | | 88,393,785 | | | | — | | | | — | |
Insurance | | | 79,550,269 | | | | 79,550,269 | | | | — | | | | — | |
Materials | | | 75,324,419 | | | | 75,324,419 | | | | — | | | | — | |
Media & Entertainment | | | 29,210,776 | | | | 29,210,776 | | | | — | | | | — | |
Pharmaceuticals, Biotechnology & Life Sciences | | | 132,317,898 | | | | 132,317,898 | | | | — | | | | — | |
Real Estate | | | 56,343,741 | | | | 56,343,741 | | | | — | | | | — | |
Retailing | | | 90,698,908 | | | | 80,031,595 | | | | 10,667,313 | | | | — | |
Software & Services | | | 146,831,280 | | | | 146,831,280 | | | | — | | | | — | |
Transportation | | | 119,063,980 | | | | 119,063,980 | | | | — | | | | — | |
Short-Term Investments | | | 12,203,524 | | | | — | | | | 12,203,524 | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 1,564,328,524 | | | $ | 1,501,240,849 | | | $ | 63,087,675 | | | $ | — | |
| | | | | | | | | | | | | | | | |
(1) | For the six-month period ended June 30, 2021, there were no transfers in and out of Level 3. |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments
June 30, 2021 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 22.9% | |
| | | Asset-Backed - Automobile - 0.9% | |
$ | | | 2,375,000 | | | AmeriCredit Automobile Receivables Trust 2.58%, 09/18/2025 | | $ | 2,467,731 | |
| | | 1,590,000 | | | Credit Acceptance Auto Loan Trust 1.00%, 05/15/2030(1) | | | 1,593,236 | |
| | | 2,045,000 | | | Drive Auto Receivables Trust 2.70%, 02/16/2027 | | | 2,103,440 | |
| | | | | | Exeter Automobile Receivables Trust | |
| | | 4,595,000 | | | 2.58%, 09/15/2025(1) | | | 4,718,249 | |
| | | 1,390,000 | | | 2.73%, 12/15/2025(1) | | | 1,428,341 | |
| | | 1,975,000 | | | Prestige Auto Receivables Trust 1.62%, 11/16/2026(1) | | | 1,994,826 | |
| | | 665,000 | | | Santander Drive Auto Receivables Trust 1.48%, 01/15/2027 | | | 673,322 | |
| | | | | | Westlake Automobile Receivables Trust | |
| | | 1,930,000 | | | 1.65%, 02/17/2026(1) | | | 1,954,226 | |
| | | 3,365,000 | | | 2.72%, 11/15/2024(1) | | | 3,460,635 | |
| | | | | | | | | | |
| | | | | | | | | 20,394,006 | |
| | | | | | | | | | |
| | | | |
| | | | | Asset-Backed - Credit Card - 0.1% | |
| | | 2,210,000 | | | Mercury Financial Credit Card Master Trust 1.54%, 03/20/2026(1) | | | 2,216,524 | |
| | | | | | | | | | |
| | | | | Asset-Backed - Finance & Insurance - 4.8% | |
| | | 900,346 | | | Aaset Trust 3.35%, 01/16/2040(1) | | | 889,558 | |
| | | 5,645,000 | | | Bain Capital Credit CLO Ltd. 1.80%, 07/25/2034, 3 mo. USD LIBOR + 1.180%(1)(2) | | | 5,646,772 | |
| | | | | | Bayview Koitere Fund Trust | |
| | | 3,400,763 | | | 3.50%, 07/28/2057(1)(3) | | | 3,488,427 | |
| | | 1,308,161 | | | 4.00%, 11/28/2053(1)(3) | | | 1,336,934 | |
| | | | | | BlueMountain CLO Ltd. | |
| | | 6,995,000 | | | 1.15%, 04/19/2034, 3 mo. USD LIBOR + 1.150%(1)(2) | | | 6,994,972 | |
| | | 3,660,000 | | | 1.26%, 04/20/2034, 3 mo. USD LIBOR + 1.100%(1)(2) | | | 3,661,314 | |
| | | 1,865,214 | | | BRAVO Residential Funding Trust 0.94%, 02/25/2049(1)(3) | | | 1,864,658 | |
| | | 1,910,000 | | | Carlyle U.S. CLO Ltd. 1.26%, 04/15/2034, 3 mo. USD LIBOR + 1.060%(1)(2) | | | 1,911,368 | |
| | | 1,106,387 | | | CF Hippolyta LLC 1.99%, 07/15/2060(1) | | | 1,123,862 | |
| | | 4,175,000 | | | Cirrus Funding Ltd. 4.80%, 01/25/2037(1) | | | 4,416,035 | |
| | | 3,168,411 | | | COLT Funding LLC 0.91%, 06/25/2066(1)(3) | | | 3,161,150 | |
| | | 1,499,445 | | | Deephaven Residential Mortgage Trust 0.90%, 04/25/2066(1)(3) | | | 1,497,976 | |
| | | 1,300,218 | | | Ellington Financial Mortgage Trust 0.93%, 06/25/2066(1)(3) | | | 1,297,142 | |
| | | 1,001,745 | | | Fieldstone Mortgage Investment Trust 0.63%, 05/25/2036, 1 mo. USD LIBOR + 0.540%(2) | | | 811,969 | |
| | | 3,267,261 | | | First Franklin Mortgage Loan Trust 0.57%, 04/25/2036, 1 mo. USD LIBOR + 0.480%(2) | | | 2,920,339 | |
| | | 2,869,857 | | | GSAMP Trust 0.18%, 01/25/2037, 1 mo. USD LIBOR + 0.090%(2) | | | 2,071,355 | |
| | | 6,190,000 | | | Madison Park Funding Ltd. 1.25%, 07/17/2034, 3 mo. USD LIBOR + 1.120%(1)(2) | | | 6,192,507 | |
| | | 761,406 | | | NRZ Excess Spread-Collateralized Notes 3.84%, 12/25/2025(1) | | | 768,597 | |
| | | 5,823,000 | | | Pretium Mortgage Credit Partners LLC 1.99%, 02/25/2061(1)(4) | | | 5,817,369 | |
| | | 2,563,706 | | | RCO VII Mortgage LLC 1.87%, 05/25/2026(1)(4) | | | 2,561,494 | |
| | | 5,155,000 | | | Regatta Funding Ltd. 1.30%, 04/20/2034, 3 mo. USD LIBOR + 1.160%(1)(2) | | | 5,156,851 | |
| | | 5,375,000 | | | RR Ltd.1.19%, 07/15/2036, 3 mo. USD LIBOR + 1.110%(1)(2) | | | 5,377,279 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 22.9% - (continued) | |
| | | | | Asset-Backed - Finance & Insurance - 4.8% - (continued) | |
$ | | | 1,052,773 | | | Seasoned Credit Risk Transfer Trust 3.50%, 08/25/2058 | | $ | 1,159,889 | |
| | | 383,049 | | | Securitized Asset-Backed Receivables LLC Trust 0.27%, 07/25/2036, 1 mo. USD LIBOR + 0.180%(2) | | | 178,237 | |
| | | 5,775,000 | | | Sound Point CLO Ltd. 1.21%, 04/25/2034, 3 mo. USD LIBOR + 1.070%(1)(2) | | | 5,773,516 | |
| | | 2,280,435 | | | Springleaf Funding Trust 2.68%, 07/15/2030(1) | | | 2,285,352 | |
| | | Symphony CLO Ltd. | |
| | | 4,734,168 | | | 1.14%, 07/14/2026, 3 mo. USD LIBOR + 0.950%(1)(2) | | | 4,738,581 | |
| | | 6,615,000 | | | 1.17%, 04/19/2034, 3 mo. USD LIBOR + 0.980%(1)(2) | | | 6,617,600 | |
| | | 5,815,000 | | | Thompson Park CLO Ltd. 1.20%, 04/15/2034, 3 mo. USD LIBOR + 1.000%(1)(2) | | | 5,813,506 | |
| | | 2,255,000 | | | Venture CLO Ltd. 1.24%, 04/15/2034, 3 mo. USD LIBOR + 1.240%(1)(2) | | | 2,257,417 | |
| | | 7,127,186 | | | Voya CLO Ltd. 1.09%, 01/18/2029, 3 mo. USD LIBOR + 0.900%(1)(2) | | | 7,129,025 | |
| | | Wendy’s Funding LLC | |
| | | 5,045,000 | | | 2.37%, 06/15/2051(1) | | | 5,089,800 | |
| | | 2,007,200 | | | 3.88%, 03/15/2048(1) | | | 2,134,617 | |
| | | | | | | | | | |
| | | | | | | | | 112,145,468 | |
| | | | | | | | | | |
| | | Asset-Backed - Home Equity - 0.7% | |
| | | 2,780,000 | | | CPT Mortgage Trust 2.87%, 11/13/2039(1) | | | 2,964,147 | |
| | | GSAA Home Equity Trust | |
| | | 4,982,634 | | | 0.17%, 02/25/2037, 1 mo. USD LIBOR + 0.080%(2) | | | 2,049,211 | |
| | | 2,168,189 | | | 0.45%, 11/25/2036, 1 mo. USD LIBOR + 0.360%(2) | | | 819,219 | |
| | | 543,221 | | | 5.99%, 06/25/2036(3) | | | 226,438 | |
| | | Legacy Mortgage Asset Trust | |
| | | 3,079,444 | | | 3.00%, 06/25/2059(1)(4) | | | 3,088,412 | |
| | | 3,983,680 | | | 3.25%, 11/25/2059(1)(4) | | | 4,006,792 | |
| | | 69,926 | | | Morgan Stanley Asset-Backed Securities Capital, Inc. Trust 0.39%, 06/25/2036, 1 mo. USD LIBOR + 0.300%(2) | | | 63,207 | |
| | | 1,316,492 | | | Morgan Stanley Mortgage Loan Trust 0.26%, 11/25/2036, 1 mo. USD LIBOR + 0.170%(2) | | | 525,285 | |
| | | Soundview Home Loan Trust | |
| | | 2,211,046 | | | 0.27%, 07/25/2037, 1 mo. USD LIBOR + 0.180%(2) | | | 2,123,984 | |
| | | 435,000 | | | 0.59%, 11/25/2036, 1 mo. USD LIBOR + 0.500%(2) | | | 420,157 | |
| | | | | | | | | | |
| | | | | | | | | 16,286,852 | |
| | | | | | | | | | |
| | | Commercial Mortgage-Backed Securities - 5.2% | |
| | | BBCMS Mortgage Trust | |
| | | 8,553,000 | | | 0.92%, 08/15/2036, 1 mo. USD LIBOR + 0.850%(1)(2) | | | 8,560,921 | |
| | | 27,629,492 | | | 1.62%, 02/15/2050(3)(5) | | | 1,777,787 | |
| | | Benchmark Mortgage Trust | |
| | | 11,859,474 | | | 0.65%, 01/15/2051(3)(5) | | | 322,389 | |
| | | 19,766,519 | | | 0.67%, 07/15/2051(3)(5) | | | 513,058 | |
| | | 8,942,841 | | | 1.20%, 08/15/2052(3)(5) | | | 553,347 | |
| | | 25,890,253 | | | 1.39%, 03/15/2062(3)(5) | | | 1,964,695 | |
| | | 10,416,234 | | | 1.64%, 01/15/2054(3)(5) | | | 1,245,783 | |
| | | 2,762,590 | | | 1.92%, 07/15/2053(3)(5) | | | 311,957 | |
| | | 4,802,434 | | | BX Commercial Mortgage Trust 0.99%, 10/15/2036, 1 mo. USD LIBOR + 0.920%(1)(2) | | | 4,808,708 | |
| | | 2,920,000 | | | CAMB Commercial Mortgage Trust 2.62%, 12/15/2037, 1 mo. USD LIBOR + 2.550%(1)(2) | | | 2,927,275 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2021 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 22.9% - (continued) | |
| | | Commercial Mortgage-Backed Securities - 5.2% - (continued) | |
$ | | | 3,855,000 | | | CD Commercial Mortgage Trust 2.46%, 08/10/2049 | | $ | 3,994,839 | |
| | | Citigroup Commercial Mortgage Trust | |
| | | 17,723,292 | | | 1.07%, 07/10/2047(3)(5) | | | 430,366 | |
| | | 21,269,984 | | | 1.17%, 04/10/2048(3)(5) | | | 719,159 | |
| | | 2,357,000 | | | 4.26%, 11/15/2049(3) | | | 2,461,323 | |
| | | 1,541,530 | | | Citigroup Mortgage Loan Trust 3.23%, 11/25/2070(1)(4) | | | 1,546,005 | |
| | | Commercial Mortgage Trust | |
| | | 6,939,038 | | | 0.72%, 02/10/2047(3)(5) | | | 88,893 | |
| | | 3,211,988 | | | 0.88%, 08/10/2046(3)(5) | | | 43,915 | |
| | | 4,096,836 | | | 0.97%, 10/15/2034, 1 mo. USD LIBOR + 0.900%(1)(2) | | | 4,099,283 | |
| | | 948,544 | | | 2.82%, 10/15/2045 | | | 963,915 | |
| | | 1,659,863 | | | 2.85%, 10/15/2045 | | | 1,697,707 | |
| | | 1,145,000 | | | 3.10%, 03/10/2046 | | | 1,174,701 | |
| | | 568,061 | | | 3.21%, 03/10/2046 | | | 589,323 | |
| | | 6,780,000 | | | 3.42%, 03/10/2031(1) | | | 7,080,374 | |
| | | 1,260,000 | | | 3.61%, 06/10/2046(3) | | | 1,324,166 | |
| | | 291,086 | | | 4.02%, 07/10/2045 | | | 301,439 | |
| | | 630,000 | | | 4.07%, 02/10/2047(3) | | | 678,809 | |
| | | 1,045,000 | | | 4.21%, 08/10/2046(3) | | | 1,115,288 | |
| | | 535,000 | | | 4.24%, 02/10/2047(3) | | | 576,863 | |
| | | 615,085 | | | 4.39%, 07/10/2045(3) | | | 653,708 | |
| | | 1,920,000 | | | 4.75%, 10/15/2045(1)(3) | | | 596,870 | |
| | | 31,357 | | | Credit Suisse First Boston Mortgage Securities Corp. 4.88%, 04/15/2037 | | | 31,938 | |
| | | CSAIL Commercial Mortgage Trust | |
| | | 57,792,485 | | | 0.89%, 06/15/2057(3)(5) | | | 1,368,434 | |
| | | 2,643,124 | | | 1.08%, 11/15/2048(3)(5) | | | 87,785 | |
| | | 7,332,829 | | | 2.06%, 01/15/2049(3)(5) | | | 542,750 | |
| | | 4,281,027 | | | DBJPM Mortgage Trust 1.83%, 09/15/2053(3)(5) | | | 438,391 | |
| | | 4,340,000 | | | GS Mortgage Securities Corp. 2.95%, 11/05/2034(1) | | | 4,427,600 | |
| | | GS Mortgage Securities Trust | |
| | | 43,064,523 | | | 0.10%, 07/10/2046(3)(5) | | | 66,048 | |
| | | 1,326,045 | | | 0.63%, 08/10/2044(1)(3)(5) | | | 13 | |
| | | 1,580,166 | | | 3.67%, 04/10/2047(1) | | | 79,008 | |
| | | 785,121 | | | 4.07%, 01/10/2047 | | | 840,388 | |
| | | 2,215,000 | | | 5.12%, 04/10/2047(1)(3) | | | 1,322,846 | |
| | | JP Morgan Chase Commercial Mortgage Securities Trust | | | | |
| | | 2,185,000 | | | 2.73%, 10/15/2045(1)(3) | | | 1,508,262 | |
| | | 1,400,000 | | | 2.81%, 01/16/2037(1) | | | 1,443,358 | |
| | | 604,951 | | | 2.84%, 12/15/2047 | | | 618,192 | |
| | | 1,290,924 | | | 4.57%, 12/15/2047(1)(3) | | | 966,004 | |
| | | JPMBB Commercial Mortgage Securities Trust | | | | |
| | | 17,897,980 | | | 0.76%, 09/15/2047(3)(5) | | | 308,830 | |
| | | 5,146,845 | | | 0.79%, 05/15/2048(3)(5) | | | 112,461 | |
| | | 855,054 | | | 3.36%, 07/15/2045 | | | 884,317 | |
| | | Morgan Stanley Bank of America Merrill Lynch Trust | | | | |
| | | 10,341,202 | | | 1.13%, 12/15/2047(3)(5) | | | 288,460 | |
| | | 1,470,018 | | | 1.16%, 10/15/2048(3)(5) | | | 48,943 | |
| | | 1,530,000 | | | 3.13%, 12/15/2048 | | | 1,576,377 | |
| | | 1,320,000 | | | 3.18%, 08/15/2045 | | | 1,342,251 | |
| | | 795,172 | | | 4.26%, 10/15/2046(3) | | | 849,852 | |
| | | Morgan Stanley Capital Trust | |
| | | 7,498,524 | | | 1.51%, 06/15/2050(3)(5) | | | 431,100 | |
| | | 1,460,000 | | | 5.48%, 07/15/2049(1)(3) | | | 541,635 | |
| | | 82,680 | | | 5.77%, 10/12/2052(1)(3) | | | 24,804 | |
| | | 2,475,000 | | | MTRO Commercial Mortgage Trust 1.87%, 12/15/2033, 1 mo. USD LIBOR + 1.800%(1)(2) | | | 2,466,601 | |
| | | 1,370,000 | | | Natixis Commercial Mortgage Securities Trust 2.91%, 10/15/2036(1) | | | 1,374,275 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 22.9% - (continued) | |
| | | Commercial Mortgage-Backed Securities - 5.2% - (continued) | |
$ | | | 791,098 | | | Oaktown Re II Ltd. 1.64%, 07/25/2028, 1 mo. USD LIBOR + 1.550%(1)(2) | | $ | 791,285 | |
| | | 2,880,000 | | | Preston Ridge Partners Mortgage Trust LLC 1.79%, 06/25/2026(1)(4) | | | 2,876,293 | |
| | | 790,000 | | | SFAVE Commercial Mortgage Securities Trust 3.87%, 01/05/2043(1)(3) | | | 875,048 | |
| | | 5,410,000 | | | SG Commercial Mortgage Securities Trust 2.63%, 03/15/2037(1) | | | 5,614,898 | |
| | | 4,737,301 | | | Stanwich Mortgage Loan Trust 3.48%, 11/16/2024(1)(4) | | | 4,748,005 | |
| | | 4,291,776 | | | UBS Commercial Mortgage Trust 1.21%, 08/15/2050(3)(5) | | | 210,404 | |
| | | UBS-Barclays Commercial Mortgage Trust | |
| | | 790,000 | | | 2.85%, 12/10/2045 | | | 809,394 | |
| | | 2,018,986 | | | 3.09%, 08/10/2049 | | | 2,064,535 | |
| | | 2,065,000 | | | 3.19%, 03/10/2046 | | | 2,128,552 | |
| | | 775,000 | | | 3.24%, 04/10/2046 | | | 802,162 | |
| | | Wells Fargo Commercial Mortgage Trust | |
| | | 16,081,066 | | | 1.23%, 05/15/2048(3)(5) | | | 520,108 | |
| | | 1,036,612 | | | 2.92%, 10/15/2045 | | | 1,057,869 | |
| | | 3,085,000 | | | 2.94%, 10/15/2049 | | | 3,310,935 | |
| | | 430,000 | | | 4.28%, 05/15/2048(3) | | | 440,353 | |
| | | Wells Fargo N.A. | |
| | | 20,053,795 | | | 0.72%, 11/15/2062(3)(5) | | | 873,529 | |
| | | 9,777,969 | | | 0.76%, 11/15/2062(3)(5) | | | 470,440 | |
| | | 39,468,370 | | | 0.87%, 11/15/2050(3)(5) | | | 1,535,908 | |
| | | 4,620,713 | | | 0.94%, 11/15/2054(3)(5) | | | 192,457 | |
| | | 19,742,193 | | | 0.96%, 09/15/2062(3)(5) | | | 1,149,933 | |
| | | 35,450,978 | | | 1.00%, 01/15/2063(3)(5) | | | 2,297,266 | |
| | | 12,758,426 | | | 1.05%, 05/15/2062(3)(5) | | | 768,492 | |
| | | 21,145,934 | | | 1.90%, 03/15/2063(3)(5) | | | 2,886,851 | |
| | | 2,545,000 | | | 2.04%, 02/15/2054 | | | 2,549,075 | |
| | | WF-RBS Commercial Mortgage Trust | |
| | | 255,115 | | | 2.88%, 12/15/2045 | | | 261,684 | |
| | | 1,215,000 | | | 3.00%, 08/15/2045 | | | 1,237,444 | |
| | | 1,137,886 | | | 3.07%, 03/15/2045 | | | 1,170,599 | |
| | | 450,000 | | | 3.35%, 05/15/2045 | | | 467,241 | |
| | | 655,964 | | | 3.72%, 05/15/2047 | | | 678,436 | |
| | | 230,000 | | | 4.05%, 03/15/2047 | | | 247,495 | |
| | | 1,095,000 | | | 4.15%, 08/15/2046(3) | | | 1,162,563 | |
| | | 710,000 | | | 5.00%, 06/15/2044(1)(3) | | | 282,494 | |
| | | 790,000 | | | 5.85%, 04/15/2045(1)(3) | | | 802,217 | |
| | | | | | | | | | |
| | | 122,397,754 | |
| | | | |
| | | Other Asset-Backed Securities - 3.2% | |
| | | Affirm Asset Securitization Trust | |
| | | 2,263,307 | | | 1.90%, 01/15/2025(1) | | | 2,280,792 | |
| | | 884,079 | | | 3.46%, 10/15/2024(1) | | | 895,480 | |
| | | 885,000 | | | Arbor Realty Collateralized Loan Obligation Ltd. 1.20%, 05/15/2036, 1 mo. USD LIBOR + 1.100%(1)(2) | | | 885,556 | |
| | | 1,945,000 | | | Avant Loans Funding Trust 1.21%, 07/15/2030(1) | | | 1,941,616 | |
| | | 2,227,463 | | | Bayview Mortgage Fund Trust 3.50%, 01/28/2058(1)(3) | | | 2,250,592 | |
| | | Bayview Opportunity Master Fund Trust | |
| | | 1,445,984 | | | 3.50%, 01/28/2055(1)(3) | | | 1,482,677 | |
| | | 1,723,820 | | | 3.50%, 06/28/2057(1)(3) | | | 1,762,915 | |
| | | 2,778,334 | | | 4.00%, 10/28/2064(1)(3) | | | 2,836,836 | |
| | | Domino’s Pizza Master Issuer LLC | |
| | | 2,320,000 | | | 2.66%, 04/25/2051(1) | | | 2,400,806 | |
| | | 1,431,875 | | | 3.67%, 10/25/2049(1) | | | 1,549,189 | |
| | | 3,193,125 | | | 4.12%, 07/25/2048(1) | | | 3,329,823 | |
| | | 3,598,264 | | | Galaxy CLO Ltd. 0.95%, 11/15/2026, 3 mo. USD LIBOR + 0.790%(1)(2) | | | 3,596,605 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2021 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 22.9% - (continued) | |
| | | Other Asset-Backed Securities - 3.2% - (continued) | |
$ | | | 7,095,000 | | | KKR CLO Ltd. 1.40%, 10/15/2030, 3 mo. USD LIBOR + 1.220%(1)(2) | | $ | 7,127,573 | |
| | | 5,322,859 | | | Preston Ridge Partners Mortgage Trust LLC 2.95%, 10/25/2025(1)(4) | | | 5,345,234 | |
| | | 5,870,000 | | | RR LLC 1.23%, 07/15/2035, 3 mo. USD LIBOR + 1.150%(1)(2) | | | 5,873,827 | |
| | | 511,032 | | | Sapphire Aviation Finance Ltd. 3.23%, 03/15/2040(1) | | | 508,365 | |
| | | 4,551,625 | | | Seasoned Credit Risk Transfer Trust 3.50%, 03/25/2058 | | | 4,969,105 | |
| | | 1,435,000 | | | Summit Issuer LLC 2.29%, 12/20/2050(1) | | | 1,431,443 | |
| | | Towd Point Mortgage Trust | |
| | | 2,496,510 | | | 0.69%, 02/25/2057, 1 mo. USD LIBOR + 0.600%(1)(2) | | | 2,496,633 | |
| | | 686,626 | | | 2.25%, 04/25/2056(1)(3) | | | 689,129 | |
| | | 88,251 | | | 2.75%, 02/25/2055(1)(3) | | | 88,396 | |
| | | 843,424 | | | 2.75%, 08/25/2055(1)(3) | | | 850,835 | |
| | | 3,248,983 | | | 2.75%, 10/25/2056(1)(3) | | | 3,298,703 | |
| | | 827,251 | | | 2.75%, 04/25/2057(1)(3) | | | 838,774 | |
| | | 2,935,705 | | | 2.75%, 06/25/2057(1)(3) | | | 3,018,423 | |
| | | 1,696,292 | | | 2.75%, 07/25/2057(1)(3) | | | 1,729,060 | |
| | | 5,775,000 | | | Venture CLO Ltd. 1.31%, 04/15/2034, 3 mo. USD LIBOR + 1.130%(1)(2) | | | 5,775,976 | |
| | | 1,961,500 | | | VOLT XCI LLC 3.11%, 11/25/2050(1)(4) | | | 1,969,214 | |
| | | 4,560,000 | | | Wellfleet CLO Ltd. 1.34%, 07/20/2032, 3 mo. USD LIBOR + 1.170%(1)(2) | | | 4,558,828 | |
| | | 773,063 | | | Wingstop Funding LLC 2.84%, 12/05/2050(1) | | | 801,960 | |
| | | | | | | | | | |
| | | 76,584,365 | |
| | | | |
| | | Whole Loan Collateral CMO - 8.0% | |
| | | Alternative Loan Trust | |
| | | 168,063 | | | 0.63%, 01/25/2036, 1 mo. USD LIBOR + 0.540%(2) | | | 167,290 | |
| | | 787,746 | | | 0.73%, 11/25/2035, 1 mo. USD LIBOR + 0.640%(2) | | | 702,307 | |
| | | 680,349 | | | 5.75%, 05/25/2036 | | | 429,885 | |
| | | Angel Oak Mortgage Trust | |
| | | 3,724,903 | | | 0.91%, 01/25/2066(1)(3) | | | 3,776,143 | |
| | | 2,622,095 | | | 0.99%, 04/25/2066(1)(3) | | | 2,635,339 | |
| | | 3,341,785 | | | 0.99%, 04/25/2053(1)(3) | | | 3,341,197 | |
| | | 504,061 | | | Angel Oak Mortgage Trust LLC 3.63%, 03/25/2049(1)(3) | | | 509,955 | |
| | | 3,557,379 | | | Arroyo Mortgage Trust 3.35%, 04/25/2049(1)(3) | | | 3,618,463 | |
| | | Bank of America Funding Trust | |
| | | 823,042 | | | 0.69%, 05/20/2047, 1 mo. USD LIBOR + 0.600%(2) | | | 828,801 | |
| | | 2,693,776 | | | 5.77%, 05/25/2037(3) | | | 2,761,188 | |
| | | 108,458 | | | 5.85%, 01/25/2037(4) | | | 110,602 | |
| | | 667,451 | | | BCAP LLC Trust 0.27%, 03/25/2037, 1 mo. USD LIBOR + 0.180%(2) | | | 654,457 | |
| | | 180,352 | | | Bear Stearns Adjustable Rate Mortgage Trust 2.41%, 10/25/2035, 12 mo. USD CMT + 2.300%(2) | | | 183,802 | |
| | | 680,514 | | | Bear Stearns Alt-A Trust 0.59%, 01/25/2036, 1 mo. USD LIBOR + 0.500%(2) | | | 853,087 | |
| | | 247,349 | | | Bear Stearns Mortgage Funding Trust 0.27%, 10/25/2036, 1 mo. USD LIBOR + 0.180%(2) | | | 235,056 | |
| | | Bellemeade Re Ltd. | |
| | | 404,837 | | | 1.19%, 07/25/2029, 1 mo. USD LIBOR + 1.100%(1)(2) | | | 405,349 | |
| | | 210,576 | | | 1.39%, 03/25/2029, 1 mo. USD LIBOR + 1.300%(1)(2) | | | 210,576 | |
| | | 1,851,116 | | | 1.49%, 10/25/2029, 1 mo. USD LIBOR + 1.400%(1)(2) | | | 1,851,116 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 22.9% - (continued) | |
| | | Whole Loan Collateral CMO - 8.0% - (continued) | |
| | | CHL Mortgage Pass-Through Trust | |
$ | | | 344,780 | | | 2.76%, 11/20/2035(3) | | $ | 316,863 | |
| | | 1,476,846 | | | 3.04%, 09/25/2047(3) | | | 1,415,743 | |
| | | 2,330,438 | | | CIM Trust 3.00%, 04/25/2057(1)(3) | | | 2,368,544 | |
| | | 4,423,769 | | | Colombia Cent CLO Ltd. 1.33%, 10/25/2028, 3 mo. USD LIBOR + 1.150%(1)(2) | | | 4,426,224 | |
| | | Connecticut Avenue Securities Trust | �� |
| | | 678,214 | | | 2.09%, 07/25/2039, 1 mo. USD LIBOR + 2.000%(1)(2) | | | 680,940 | |
| | | 856,732 | | | 2.19%, 06/25/2039, 1 mo. USD LIBOR + 2.100%(1)(2) | | | 860,171 | |
| | | 681,339 | | | 2.24%, 09/25/2031, 1 mo. USD LIBOR + 2.150%(1)(2) | | | 686,193 | |
| | | 1,130,528 | | | 2.24%, 11/25/2039, 1 mo. USD LIBOR + 2.150%(1)(2) | | | 1,126,116 | |
| | | 736,781 | | | 2.39%, 08/25/2031, 1 mo. USD LIBOR + 2.300%(1)(2) | | | 741,862 | |
| | | 1,394,262 | | | Credit Suisse First Boston Mortgage Securities Corp. 5.50%, 06/25/2035 | | | 1,279,722 | |
| | | CSMC Trust | |
| | | 1,622,744 | | | 1.80%, 12/27/2060(1)(3) | | | 1,630,999 | |
| | | 1,799,021 | | | 3.25%, 04/25/2047(1)(3) | | | 1,895,392 | |
| | | 1,015,179 | | | Eagle RE Ltd. 1.79%, 11/25/2028, 1 mo. USD LIBOR + 1.700%(1)(2) | | | 1,015,862 | |
| | | Fannie Mae Connecticut Avenue Securities | |
| | | 1,386,975 | | | 3.64%, 07/25/2029, 1 mo. USD LIBOR + 3.550%(2) | | | 1,439,909 | |
| | | 2,218,956 | | | 4.44%, 05/25/2029, 1 mo. USD LIBOR + 4.350%(2) | | | 2,325,945 | |
| | | 616,089 | | | 4.99%, 11/25/2024, 1 mo. USD LIBOR + 4.900%(2) | | | 636,984 | |
| | | 412,336 | | | 5.79%, 04/25/2028, 1 mo. USD LIBOR + 5.700%(2) | | | 436,823 | |
| | | 279,207 | | | 6.09%, 09/25/2028, 1 mo. USD LIBOR + 6.000%(2) | | | 294,662 | |
| | | 2,911,087 | | | GCAT Trust 1.04%, 05/25/2066(1)(3) | | | 2,911,087 | |
| | | 19,891 | | | GMACM Mortgage Loan Trust 3.05%, 04/19/2036(3) | | | 17,381 | |
| | | GSR Mortgage Loan Trust | |
| | | 892,345 | | | 0.39%, 01/25/2037, 1 mo. USD LIBOR + 0.300%(2) | | | 228,696 | |
| | | 1,145,506 | | | 2.93%, 01/25/2036(3) | | | 1,163,292 | |
| | | HarborView Mortgage Loan Trust | |
| | | 780,650 | | | 0.28%, 01/19/2038, 1 mo. USD LIBOR + 0.190%(2) | | | 748,477 | |
| | | 2,703,173 | | | 0.33%, 12/19/2036, 1 mo. USD LIBOR + 0.240%(2) | | | 2,651,779 | |
| | | 905,561 | | | Home Re Ltd. 1.69%, 10/25/2028, 1 mo. USD LIBOR + 1.600%(1)(2) | | | 905,872 | |
| | | 933,618 | | | IndyMac Index Mortgage Loan Trust 2.93%, 03/25/2036(3) | | | 833,056 | |
| | | 161,774 | | | JP Morgan Mortgage Trust 3.08%, 04/25/2037(3) | | | 145,155 | |
| | | 1,888,562 | | | LCM L.P. 1.23%, 10/20/2027, 3 mo. USD LIBOR + 1.040%(1)(2) | | | 1,888,809 | |
| | | Legacy Mortgage Asset Trust | |
| | | 1,636,775 | | | 1.75%, 04/25/2061(1)(4) | | | 1,656,316 | |
| | | 2,033,483 | | | 1.75%, 07/25/2061(1)(4) | | | 2,034,148 | |
| | | 817,429 | | | Lehman XS Trust 0.51%, 07/25/2046, 1 mo. USD LIBOR + 0.420%(2) | | | 833,385 | |
| | | LSTAR Securities Investment Ltd. | |
| | | 4,731,576 | | | 1.79%, 03/02/2026, 1 mo. USD LIBOR + 1.700%(1)(2) | | | 4,729,570 | |
| | | 3,672,956 | | | 1.90%, 02/01/2026, 1 mo. USD LIBOR + 1.800%(1)(2) | | | 3,672,196 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2021 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 22.9% - (continued) | |
| | | Whole Loan Collateral CMO - 8.0% - (continued) | |
$ | | | 1,450,509 | | | 2.59%, 04/01/2024, 1 mo. USD LIBOR + 1.500%(1)(2) | | $ | 1,443,268 | |
| | | 3,379,987 | | | 2.59%, 05/01/2024, 1 mo. USD LIBOR + 1.500%(1)(2) | | | 3,364,533 | |
| | | 257,991 | | | MASTR Adjustable Rate Mortgages Trust 2.88%, 11/21/2034(3) | | | 260,506 | |
| | | 5,380,153 | | | MFA LLC 2.36%, 03/25/2060(1)(4) | | | 5,443,666 | |
| | | MFA Trust | |
| | | 703,759 | | | 1.01%, 01/26/2065(1)(3) | | | 704,260 | |
| | | 2,906,450 | | | 1.15%, 04/25/2065(1)(3) | | | 2,943,205 | |
| | | 1,419,523 | | | Mortgage Insurance-Linked Notes 1.99%, 11/26/2029, 1 mo. USD LIBOR + 1.900%(1)(2) | | | 1,419,526 | |
| | | New Residential Mortgage Loan Trust | |
| | | 3,069,500 | | | 0.84%, 01/25/2048, 1 mo. USD LIBOR + 0.750%(1)(2) | | | 3,075,194 | |
| | | 2,235,038 | | | 0.94%, 09/25/2058(1)(3) | | | 2,244,327 | |
| | | 2,457,671 | | | 1.59%, 06/25/2057, 1 mo. USD LIBOR + 1.500%(1)(2) | | | 2,489,177 | |
| | | 1,029,988 | | | 2.49%, 09/25/2059(1)(3) | | | 1,040,124 | |
| | | 2,288,102 | | | 3.50%, 08/25/2059(1)(3) | | | 2,384,538 | |
| | | 2,507,720 | | | 3.75%, 11/26/2035(1)(3) | | | 2,655,911 | |
| | | 2,402,877 | | | 3.75%, 11/25/2056(1)(3) | | | 2,551,967 | |
| | | 4,243,302 | | | 4.00%, 02/25/2057(1)(3) | | | 4,513,863 | |
| | | 4,236,658 | | | 4.00%, 03/25/2057(1)(3) | | | 4,523,994 | |
| | | 3,386,567 | | | 4.00%, 04/25/2057(1)(3) | | | 3,625,177 | |
| | | 2,486,120 | | | 4.00%, 05/25/2057(1)(3) | | | 2,647,061 | |
| | | 3,791,178 | | | 4.00%, 08/27/2057(1)(3) | | | 4,055,962 | |
| | | 1,647,273 | | | 4.00%, 12/25/2057(1)(3) | | | 1,764,365 | |
| | | 4,872,362 | | | NMLT Trust 1.19%, 05/25/2056(1)(3) | | | 4,870,988 | |
| | | 267,669 | | | Oaktown Re III Ltd. 1.49%, 07/25/2029, 1 mo. USD LIBOR + 1.400%(1)(2) | | | 267,745 | |
| | | 3,251,256 | | | OZLM Ltd. 1.24%, 04/30/2027, 3 mo. USD LIBOR + 1.050%(1)(2) | | | 3,251,545 | |
| | | 1,411,568 | | | PMT Credit Risk Transfer Trust 2.10%, 03/27/2024, 1 mo. USD LIBOR + 2.000%(1)(2) | | | 1,408,729 | |
| | | Preston Ridge Partners Mortgage Trust LLC | |
| | | 5,689,226 | | | 1.87%, 04/25/2026(1)(4) | | | 5,747,862 | |
| | | 1,029,993 | | | 2.36%, 11/25/2025(1)(4) | | | 1,032,425 | |
| | | 1,345,764 | | | 3.50%, 10/25/2024(1)(3) | | | 1,352,921 | |
| | | 754,032 | | | RBSGC Mortgage Loan Trust 6.25%, 01/25/2037 | | | 755,520 | |
| | | 564,025 | | | Residential Accredit Loans, Inc. 6.00%, 12/25/2035 | | | 569,541 | |
| | | Seasoned Credit Risk Transfer Trust | |
| | | 2,761,473 | | | 2.50%, 08/25/2059 | | | 2,880,372 | |
| | | 1,993,995 | | | 3.50%, 11/25/2057 | | | 2,185,638 | |
| | | 5,307,203 | | | 3.50%, 07/25/2058 | | | 5,837,038 | |
| | | 4,867,336 | | | 3.50%, 10/25/2058 | | | 5,319,789 | |
| | | 1,790,590 | | | Starwood Mortgage Residential Trust 0.94%, 05/25/2065(1)(3) | | | 1,799,050 | |
| | | 743,512 | | | Structured Agency Credit Risk Trust 1.74%, 04/25/2043, 1 mo. USD LIBOR + 1.650%(1)(2) | | | 744,497 | |
| | | 2,840,000 | | | Toorak Mortgage Corp. 2.24%, 06/25/2024(1)(4) | | | 2,841,435 | |
| | | 5,680,294 | | | Towd Point Mortgage Trust 2.92%, 11/30/2060(1)(3) | | | 5,796,581 | |
| | | 3,210,198 | | | VCAT Asset Securitization LLC 1.74%, 05/25/2051(1)(4) | | | 3,210,927 | |
| | | 1,055,999 | | | VCAT LLC 2.12%, 03/27/2051(1)(4) | | | 1,056,316 | |
| | | Verus Securitization Trust | |
| | | 2,798,475 | | | 0.92%, 02/25/2064(1)(3) | | | 2,801,567 | |
| | | 2,068,695 | | | 1.03%, 02/25/2066(1)(3) | | | 2,069,377 | |
| | | 2,986,384 | | | VOLT XCIV LLC 2.24%, 02/27/2051(1)(4) | | | 2,989,279 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 22.9% - (continued) | |
| | | Whole Loan Collateral CMO - 8.0% - (continued) | |
$ | | | 1,089,638 | | | VOLT XCVIII LLC 2.12%, 04/25/2051(1)(4) | | $ | 1,103,094 | |
| | | WaMu Mortgage Pass-Through Certificates Trust | |
| | | 423,353 | | | 0.93%, 06/25/2044, 1 mo. USD LIBOR + 0.840%(2) | | | 417,569 | |
| | | 2,055,355 | | | 0.95%, 12/25/2046, 12 mo. USD MTA + 0.820%(2) | | | 1,898,150 | |
| | | 799,691 | | | 2.78%, 06/25/2037(3) | | | 778,149 | |
| | | 27,110,243 | | | Wells Fargo Commercial Mortgage Trust 1.05%, 09/15/2057(3)(5) | | | 880,503 | |
| | | | | | | | | | |
| | | 188,290,017 | |
| | | | |
| | |
| | | Total Asset & Commercial Mortgage-Backed Securities (cost $538,367,651) | | $ | 538,314,986 | |
| | | | | | | |
|
CORPORATE BONDS - 33.3% | |
| | | Advertising - 0.0% | |
$ | | | 500,000 | | | Lamar Media Corp. 3.75%, 02/15/2028 | | $ | 508,750 | |
| | | | | | | | | | |
| | | Aerospace/Defense - 0.5% | |
| | | Boeing Co. | |
| | | 1,900,000 | | | 5.04%, 05/01/2027 | | | 2,193,327 | |
| | | 1,390,000 | | | 5.15%, 05/01/2030 | | | 1,647,554 | |
| | | 815,000 | | | General Dynamics Corp. 4.25%, 04/01/2040 | | | 997,667 | |
| | | 2,127,000 | | | L3Harris Technologies, Inc. 3.85%, 06/15/2023 | | | 2,260,569 | |
| | | 1,560,000 | | | Northrop Grumman Corp. 5.15%, 05/01/2040 | | | 2,048,816 | |
| | | Raytheon Technologies Corp. | |
| | | 32,000 | | | 3.65%, 08/16/2023(6) | | | 33,954 | |
| | | 1,565,000 | | | 3.95%, 08/16/2025 | | | 1,741,133 | |
| | | 1,220,000 | | | 4.45%, 11/16/2038 | | | 1,477,409 | |
| | | 155,000 | | | 4.63%, 11/16/2048 | | | 199,549 | |
| | | | | | | | | | |
| | | 12,599,978 | |
| | | | |
| | | Agriculture - 0.5% | |
| | | Altria Group, Inc. | |
| | | 140,000 | | | 2.45%, 02/04/2032 | | | 135,460 | |
| | | 405,000 | | | 2.63%, 09/16/2026 | | | 426,484 | |
| | | 1,110,000 | | | 3.70%, 02/04/2051 | | | 1,055,552 | |
| | | BAT Capital Corp. | |
| | | 2,460,000 | | | 2.26%, 03/25/2028 | | | 2,443,670 | |
| | | 1,755,000 | | | 2.79%, 09/06/2024 | | | 1,843,711 | |
| | | 3,265,000 | | | BAT International Finance plc 1.67%, 03/25/2026 | | | 3,264,591 | |
| | | 1,760,000 | | | Kernel Holding S.A. 6.50%, 10/17/2024(7) | | | 1,881,968 | |
| | | | | | | | | | |
| | | 11,051,436 | |
| | | | |
| | | Airlines - 0.0% | |
| | | 85,000 | | | United Airlines, Inc. 4.63%, 04/15/2029(1) | | | 87,975 | |
| | | | | | | | | | |
| | | Apparel - 0.0% | |
| | | 550,000 | | | Hanesbrands, Inc. 4.88%, 05/15/2026(1) | | | 594,000 | |
| | | | | | | | | | |
| | | Auto Manufacturers - 0.3% | |
| | | General Motors Co. | |
| | | 1,260,000 | | | 5.20%, 04/01/2045 | | | 1,558,321 | |
| | | 740,000 | | | 6.13%, 10/01/2025 | | | 876,329 | |
| | | 145,000 | | | 6.80%, 10/01/2027 | | | 182,728 | |
| | | General Motors Financial Co., Inc. | |
| | | 265,000 | | | 1.25%, 01/08/2026 | | | 263,362 | |
| | | 4,780,000 | | | 1.50%, 06/10/2026 | | | 4,757,460 | |
| | | | | | | | | | |
| | | 7,638,200 | |
| | | | |
| | | Beverages - 0.7% | |
| | | Anheuser-Busch InBev Worldwide, Inc. | |
| | | 1,607,000 | | | 3.75%, 07/15/2042 | | | 1,741,795 | |
| | | 205,000 | | | 4.60%, 04/15/2048 | | | 250,730 | |
| | | 710,000 | | | 4.75%, 04/15/2058 | | | 890,971 | |
| | | 3,304,000 | | | 5.45%, 01/23/2039 | | | 4,360,956 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2021 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 33.3% - (continued) | |
| | | Beverages - 0.7% - (continued) | |
| | | Coca-Cola Co. | |
$ | | | 3,910,000 | | | 2.25%, 01/05/2032 | | $ | 4,008,089 | |
| | | 395,000 | | | 3.00%, 03/05/2051 | | | 411,498 | |
| | | Constellation Brands, Inc. | |
| | | 1,275,000 | | | 2.65%, 11/07/2022 | | | 1,310,624 | |
| | | 612,000 | | | 3.15%, 08/01/2029 | | | 656,927 | |
| | | 391,000 | | | 3.60%, 02/15/2028 | | | 433,501 | |
| | | 2,723,000 | | | Diageo Capital plc 2.00%, 04/29/2030 | | | 2,727,798 | |
| | | | | | | | | | |
| | | 16,792,889 | |
| | | | |
| | | Biotechnology - 0.3% | |
| | | Amgen, Inc. | |
| | | 545,000 | | | 1.90%, 02/21/2025 | | | 564,401 | |
| | | 1,730,000 | | | 2.30%, 02/25/2031 | | | 1,755,387 | |
| | | 835,000 | | | 3.15%, 02/21/2040 | | | 870,790 | |
| | | 640,000 | | | 3.38%, 02/21/2050 | | | 675,406 | |
| | | 3,500,000 | | | Gilead Sciences, Inc. 1.65%, 10/01/2030 | | | 3,387,061 | |
| | | 475,000 | | | Royalty Pharma plc 3.30%, 09/02/2040(1) | | | 478,753 | |
| | | | | | | | | | |
| | | 7,731,798 | |
| | | | |
| | | Chemicals - 0.2% | |
| | | CF Industries, Inc. | |
| | | 140,000 | | | 4.95%, 06/01/2043 | | | 165,493 | |
| | | 220,000 | | | 5.38%, 03/15/2044 | | | 272,624 | |
| | | 290,000 | | | Chemours Co. 5.38%, 05/15/2027(6) | | | 314,525 | |
| | | 2,760,000 | | | DuPont de Nemours, Inc. 4.21%, 11/15/2023 | | | 2,990,301 | |
| | | LYB International Finance LLC | |
| | | 745,000 | | | 1.25%, 10/01/2025 | | | 743,432 | |
| | | 475,000 | | | 3.80%, 10/01/2060 | | | 502,674 | |
| | | 290,000 | | | Olin Corp. 5.13%, 09/15/2027 | | | 301,600 | |
| | | | | | | | | | |
| | | 5,290,649 | |
| | | | |
| | | Commercial Banks - 6.0% | |
| | | Bank of America Corp. | |
| | | 770,000 | | | 1.66%, 03/11/2027, (1.66% fixed rate until 03/11/2026; 3 mo. USD SOFR + 0.910% thereafter)(8) | | | 776,454 | |
| | | 2,340,000 | | | 2.09%, 06/14/2029, (2.09% fixed rate until 06/14/2028; 3 mo. USD SOFR + 1.060% thereafter)(8) | | | 2,360,264 | |
| | | 2,140,000 | | | 2.46%, 10/22/2025, (2.46% fixed rate until 10/22/2024; 3 mo. USD LIBOR + 0.870% thereafter)(8) | | | 2,239,475 | |
| | | 1,565,000 | | | 3.19%, 07/23/2030, (3.19% fixed rate until 07/23/2029; 3 mo. USD LIBOR + 1.180% thereafter)(8) | | | 1,686,445 | |
| | | 2,465,000 | | | 3.31%, 04/22/2042, (3.31% fixed rate until 04/22/2041; 3 mo. USD SOFR + 1.580% thereafter)(8) | | | 2,617,892 | |
| | | 4,765,000 | | | 3.37%, 01/23/2026, (3.37% fixed rate until 01/23/2025; 3 mo. USD LIBOR + 0.810% thereafter)(8) | | | 5,139,265 | |
| | | 4,620,000 | | | 3.71%, 04/24/2028, (3.71% fixed rate until 04/24/2027; 3 mo. USD LIBOR + 1.512% thereafter)(8) | | | 5,111,299 | |
| | | 4,305,000 | | | 4.08%, 03/20/2051, (4.08% fixed rate until 03/20/2050; 3 mo. USD LIBOR + 3.150% thereafter)(8) | | | 5,148,150 | |
| | | 185,000 | | | 7.75%, 05/14/2038 | | | 292,759 | |
| | | 2,105,000 | | | Bank of New York Mellon Corp. 2.10%, 10/24/2024 | | | 2,208,849 | |
| | | BNP Paribas S.A. | |
| | | 1,090,000 | | | 1.32%, 01/13/2027, (1.32% fixed rate until 01/13/2026; 3 mo. USD SOFR + 1.004% thereafter)(1)(8) | | | 1,077,248 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 33.3% - (continued) | |
| | | Commercial Banks - 6.0% - (continued) | |
$ | | | 1,940,000 | | | 2.22%, 06/09/2026, (2.22% fixed rate until 06/09/2025; 3 mo. USD SOFR + 2.074% thereafter)(1)(8) | | $ | 1,998,596 | |
| | | 1,725,000 | | | Capital One Financial Corp. 3.90%, 01/29/2024 | | | 1,861,774 | |
| | | Citigroup, Inc. | |
| | | 1,555,000 | | | 2.31%, 11/04/2022, (2.31% fixed rate until 11/04/2021; 3 mo. USD SOFR + 0.867% thereafter)(8) | | | 1,564,732 | |
| | | 2,140,000 | | | 2.56%, 05/01/2032, (2.56% fixed rate until 05/01/2031; 3 mo. USD SOFR + 1.167% thereafter)(8) | | | 2,182,512 | |
| | | 3,275,000 | | | 3.35%, 04/24/2025, (3.35% fixed rate until 04/24/2024; 3 mo. USD LIBOR + 0.897% thereafter)(8) | | | 3,489,937 | |
| | | 2,745,000 | | | 3.70%, 01/12/2026 | | | 3,036,821 | |
| | | 1,795,000 | | | 3.98%, 03/20/2030, (3.98% fixed rate until 03/20/2029; 3 mo. USD LIBOR + 1.338% thereafter)(8) | | | 2,034,955 | |
| | | 631,000 | | | 4.41%, 03/31/2031, (4.41% fixed rate until 03/31/2030; 3 mo. USD SOFR + 3.914% thereafter)(8) | | | 737,832 | |
| | | 1,660,000 | | | 4.45%, 09/29/2027 | | | 1,896,383 | |
| | | Credit Suisse Group AG | |
| | | 865,000 | | | 3.09%, 05/14/2032, (3.09% fixed rate until 05/14/2031; 3 mo. USD SOFR + 1.730% thereafter)(1)(8) | | | 888,997 | |
| | | 3,285,000 | | | 6.25%, 12/18/2024, 5 year USD Swap + 3.455%(1)(2)(9) | | | 3,597,075 | |
| | | Danske Bank A/S | |
| | | 1,890,000 | | | 5.00%, 01/12/2022(1) | | | 1,933,816 | |
| | | 1,970,000 | | | 5.38%, 01/12/2024(1) | | | 2,184,583 | |
| | | 1,640,000 | | | Fifth Third Bancorp 2.38%, 01/28/2025 | | | 1,719,784 | |
| | | Goldman Sachs Group, Inc. | |
| | | 1,020,000 | | | 1.99%, 01/27/2032, (1.99% fixed rate until 01/27/2031; 3 mo. USD SOFR + 1.090% thereafter)(8) | | | 989,756 | |
| | | 3,500,000 | | | 2.62%, 04/22/2032, (2.62% fixed rate until 04/22/2031; 3 mo. USD SOFR + 1.281% thereafter)(8) | | | 3,579,657 | |
| | | 965,000 | | | 2.91%, 07/24/2023, (2.91% fixed rate until 07/24/2022; 3 mo. USD LIBOR + 0.990% thereafter)(8) | | | 989,153 | |
| | | 2,680,000 | | | 3.81%, 04/23/2029, (3.81% fixed rate until 04/23/2028; 3 mo. USD LIBOR + 1.158% thereafter)(8) | | | 2,999,724 | |
| | | 1,000,000 | | | 4.22%, 05/01/2029, (4.22% fixed rate until 05/01/2028; 3 mo. USD LIBOR + 1.301% thereafter)(8) | | | 1,141,422 | |
| | | 65,000 | | | 6.25%, 02/01/2041 | | | 96,608 | |
| | | 1,756,000 | | | 6.75%, 10/01/2037 | | | 2,557,127 | |
| | | HSBC Holdings plc | |
| | | 2,440,000 | | | 0.98%, 05/24/2025, (0.98% fixed rate until 05/24/2024; 3 mo. USD SOFR + 0.708% thereafter)(8) | | | 2,438,136 | |
| | | 2,415,000 | | | 1.59%, 05/24/2027, (1.59% fixed rate until 05/24/2026; 3 mo. USD SOFR + 1.290% thereafter)(8) | | | 2,420,746 | |
| | | 2,700,000 | | | 4.58%, 06/19/2029, (4.58% fixed rate until 06/19/2028; 3 mo. USD LIBOR + 1.535% thereafter)(8) | | | 3,123,104 | |
| | | JP Morgan Chase & Co. | |
| | | 955,000 | | | 2.58%, 04/22/2032, (2.58% fixed rate until 04/22/2031; 3 mo. USD SOFR + 1.250% thereafter)(8) | | | 982,064 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2021 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 33.3% - (continued) | |
| | | Commercial Banks - 6.0% - (continued) | |
$ | | | 390,000 | | | 2.96%, 05/13/2031, (2.96% fixed rate until 05/13/2030; 3 mo. USD SOFR + 2.515% thereafter)(8) | | $ | 410,117 | |
| | | 1,735,000 | | | 3.11%, 04/22/2041, (3.11% fixed rate until 04/22/2040; 3 mo. USD SOFR + 2.460% thereafter)(8) | | | 1,801,645 | |
| | | 575,000 | | | 3.11%, 04/22/2051, (3.11% fixed rate until 04/22/2050; 3 mo. USD SOFR + 2.440% thereafter)(8) | | | 596,610 | |
| | | 3,905,000 | | | 3.16%, 04/22/2042, (3.16% fixed rate until 04/22/2041; 3 mo. USD SOFR + 1.460% thereafter)(8) | | | 4,070,508 | |
| | | 2,160,000 | | | 3.22%, 03/01/2025, (3.22% fixed rate until 03/01/2024; 3 mo. USD LIBOR + 1.155% thereafter)(8) | | | 2,294,943 | |
| | | 1,025,000 | | | 3.51%, 01/23/2029, (3.51% fixed rate until 01/23/2028; 3 mo. USD LIBOR + 0.945% thereafter)(8) | | | 1,129,344 | |
| | | 1,655,000 | | | 3.70%, 05/06/2030, (3.70% fixed rate until 05/06/2029; 3 mo. USD LIBOR + 1.160% thereafter)(8) | | | 1,849,842 | |
| | | 1,990,000 | | | 3.80%, 07/23/2024, (3.80% fixed rate until 07/23/2023; 3 mo. USD LIBOR + 0.890% thereafter)(8) | | | 2,120,153 | |
| | | 4,480,000 | | | 3.96%, 01/29/2027, (3.96% fixed rate until 01/29/2026; 3 mo. USD LIBOR + 1.245% thereafter)(8) | | | 4,990,976 | |
| | | 2,230,000 | | | 4.01%, 04/23/2029, (4.01% fixed rate until 04/23/2028; 3 mo. USD LIBOR + 1.120% thereafter)(8) | | | 2,523,154 | |
| | | 930,000 | | | 4.02%, 12/05/2024, (4.02% fixed rate until 12/05/2023; 3 mo. USD LIBOR + 1.000% thereafter)(8) | | | 1,003,636 | |
| | | Morgan Stanley | |
| | | 2,700,000 | | | 1.59%, 05/04/2027, (1.59% fixed rate until 05/04/2026; 3 mo. USD SOFR + 0.879% thereafter)(8) | | | 2,717,996 | |
| | | 4,595,000 | | | 1.79%, 02/13/2032, (1.79% fixed rate until 02/13/2031; 3 mo. USD SOFR + 1.034% thereafter)(8) | | | 4,420,160 | |
| | | 2,540,000 | | | 1.93%, 04/28/2032, (1.93% fixed rate until 04/28/2031; 3 mo. USD SOFR + 1.020% thereafter)(8) | | | 2,471,918 | |
| | | 155,000 | | | 2.70%, 01/22/2031, (2.70% fixed rate until 01/22/2030; 3 mo. USD SOFR + 1.143% thereafter)(8) | | | 162,482 | |
| | | 100,000 | | | 2.75%, 05/19/2022 | | | 102,227 | |
| | | 2,000,000 | | | 3.59%, 07/22/2028, (3.59% fixed rate until 07/22/2027; 3 mo. USD LIBOR + 1.340% thereafter)(8) | | | 2,214,673 | |
| | | 1,475,000 | | | 3.63%, 01/20/2027 | | | 1,635,629 | |
| | | 2,775,000 | | | 4.00%, 07/23/2025 | | | 3,090,885 | |
| | | 600,000 | | | PNC Bank NA 2.70%, 10/22/2029 | | | 635,985 | |
| | | PNC Financial Services Group, Inc. | |
| | | 835,000 | | | 2.20%, 11/01/2024 | | | 876,109 | |
| | | 80,000 | | | 2.55%, 01/22/2030 | | | 84,238 | |
| | | 1,435,000 | | | Santander Holdings USA, Inc. 3.70%, 03/28/2022 | | | 1,464,606 | |
| | | State Street Corp. | |
| | | 150,000 | | | 2.35%, 11/01/2025, 3 mo. USD SOFR + 0.940%(2) | | | 157,714 | |
| | | 1,065,000 | | | 2.90%, 03/30/2026, (2.90% fixed rate until 03/30/2025; 3 mo. USD SOFR + 2.600% thereafter)(8) | | | 1,137,488 | |
| | | 4,725,000 | | | Truist Bank 2.25%, 03/11/2030 | | | 4,795,760 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 33.3% - (continued) | |
| | | Commercial Banks - 6.0% - (continued) | |
$ | | | 1,273,000 | | | UBS Group AG 2.65%, 02/01/2022(1) | | $ | 1,290,956 | |
| | | 2,685,000 | | | UniCredit S.p.A. 6.57%, 01/14/2022(1) | | | 2,767,815 | |
| | | Wells Fargo & Co. | |
| | | 2,510,000 | | | 2.41%, 10/30/2025, (2.41% fixed rate until 10/30/2024; 3 mo. USD SOFR + 1.087% thereafter)(8) | | | 2,626,891 | |
| | | 2,795,000 | | | 3.00%, 04/22/2026 | | | 3,006,643 | |
| | | 665,000 | | | 3.00%, 10/23/2026 | | | 717,479 | |
| | | 1,840,000 | | | 3.75%, 01/24/2024 | | | 1,978,953 | |
| | | 155,000 | | | 4.90%, 11/17/2045 | | | 198,719 | |
| | | 765,000 | | | 5.01%, 04/04/2051, (5.01% fixed rate until 04/04/2050; 3 mo. USD SOFR + 4.502% thereafter)(8) | | | 1,048,240 | |
| | | 214,000 | | | 5.61%, 01/15/2044 | | | 292,329 | |
| | | | | | | | | | |
| | | 141,790,217 | |
| | | | |
| | | Commercial Services - 1.2% | |
| | | Ashtead Capital, Inc. | |
| | | 1,190,000 | | | 4.00%, 05/01/2028(1) | | | 1,258,603 | |
| | | 200,000 | | | 4.13%, 08/15/2025(1) | | | 204,750 | |
| | | 5,190,000 | | | 4.38%, 08/15/2027(1) | | | 5,436,525 | |
| | | 1,079,000 | | | Equifax, Inc. 2.60%, 12/15/2025 | | | 1,136,014 | |
| | | Gartner, Inc. | |
| | | 635,000 | | | 3.63%, 06/15/2029(1) | | | 644,525 | |
| | | 3,345,000 | | | 3.75%, 10/01/2030(1) | | | 3,422,303 | |
| | | Howard University (AGM Insured) | |
| | | 1,000,000 | | | 2.70%, 10/01/2029 | | | 1,018,360 | |
| | | 1,000,000 | | | 2.90%, 10/01/2031 | | | 1,035,048 | |
| | | 720,000 | | | 3.48%, 10/01/2041 | | | 736,089 | |
| | | 4,150,000 | | | IHS Markit Ltd. 4.13%, 08/01/2023 | | | 4,429,710 | |
| | | Service Corp. International | |
| | | 2,500,000 | | | 3.38%, 08/15/2030 | | | 2,449,500 | |
| | | 385,000 | | | 4.63%, 12/15/2027 | | | 407,138 | |
| | | 4,561,000 | | | 5.13%, 06/01/2029 | | | 4,948,685 | |
| | | 315,000 | | | United Rentals North America, Inc. 4.00%, 07/15/2030 | | | 324,450 | |
| | | | | | | | | | |
| | | 27,451,700 | |
| | | | |
| | | Construction Materials - 0.3% | |
| | | 2,063,000 | | | Builders FirstSource, Inc. 5.00%, 03/01/2030(1) | | | 2,169,141 | |
| | | Standard Industries, Inc. | |
| | | 805,000 | | | 3.38%, 01/15/2031(1) | | | 770,554 | |
| | | 3,370,000 | | | 4.38%, 07/15/2030(1) | | | 3,475,313 | |
| | | | | | | | | | |
| | | 6,415,008 | |
| | | | |
| | | Diversified Financial Services - 0.6% | |
| | | 4,485,000 | | | BOC Aviation USA Corp. 1.63%, 04/29/2024(1) | | | 4,520,611 | |
| | | 1,875,000 | | | GE Capital Funding LLC 4.40%, 05/15/2030 | | | 2,187,156 | |
| | | 845,000 | | | GE Capital International Funding Co. 4.42%, 11/15/2035 | | | 1,014,223 | |
| | | 1,000,000 | | | Mastercard, Inc. 2.95%, 03/15/2051 | | | 1,045,688 | |
| | | 390,000 | | | Navient Corp. 7.25%, 01/25/2022 | | | 404,508 | |
| | | 4,220,000 | | | Power Finance Corp. Ltd. 3.95%, 04/23/2030(1) | | | 4,341,344 | |
| | | | | | | | | | |
| | | 13,513,530 | |
| | | | |
| | | Electric - 2.8% | |
| | | 1,475,000 | | | Alabama Power Co. 3.45%, 10/01/2049 | | | 1,601,973 | |
| | | Berkshire Hathaway Energy Co. | |
| | | 705,000 | | | 1.65%, 05/15/2031 | | | 677,474 | |
| | | 875,000 | | | 3.25%, 04/15/2028 | | | 962,405 | |
| | | 965,000 | | | Centrais Eletricas Brasileiras S.A. 3.63%, 02/04/2025(1) | | | 992,744 | |
| | | Cleco Corporate Holdings LLC | |
| | | 1,215,000 | | | 3.38%, 09/15/2029 | | | 1,255,602 | |
| | | 75,000 | | | 4.97%, 05/01/2046 | | | 89,723 | |
| | | 1,155,000 | | | Commonwealth Edison Co. 3.65%, 06/15/2046 | | | 1,313,990 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2021 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 33.3% - (continued) | |
| | | Electric - 2.8% - (continued) | |
$ | | | 415,000 | | | Dominion Energy South Carolina, Inc. 5.10%, 06/01/2065 | | $ | 597,257 | |
| | | Duke Energy Carolinas LLC | |
| | | 900,000 | | | 2.55%, 04/15/2031 | | | 935,441 | |
| | | 575,000 | | | 3.45%, 04/15/2051 | | | 638,067 | |
| | | 1,525,000 | | | 4.25%, 12/15/2041 | | | 1,851,521 | |
| | | 3,800,000 | | | Duke Energy Corp. 2.55%, 06/15/2031 | | | 3,837,574 | |
| | | Duke Energy Indiana LLC | |
| | | 1,675,000 | | | 2.75%, 04/01/2050 | | | 1,622,251 | |
| | | 780,000 | | | 3.25%, 10/01/2049 | | | 824,480 | |
| | | 670,000 | | | Duke Energy Progress LLC 4.38%, 03/30/2044 | | | 827,326 | |
| | | 1,120,000 | | | Duquesne Light Holdings, Inc. 2.78%, 01/07/2032(1) | | | 1,129,975 | |
| | | Evergy, Inc. | |
| | | 730,000 | | | 2.45%, 09/15/2024 | | | 766,090 | |
| | | 715,000 | | | 2.90%, 09/15/2029 | | | 758,521 | |
| | | 2,745,000 | | | Exelon Corp. 3.95%, 06/15/2025 | | | 3,021,506 | |
| | | FirstEnergy Corp. | |
| | | 285,000 | | | 1.60%, 01/15/2026(6) | | | 278,588 | |
| | | 1,550,000 | | | 2.25%, 09/01/2030 | | | 1,488,000 | |
| | | 1,870,000 | | | 3.40%, 03/01/2050 | | | 1,813,900 | |
| | | 820,000 | | | 5.35%, 07/15/2047 | | | 983,176 | |
| | | 1,835,000 | | | Georgia Power Co. 4.30%, 03/15/2042 | | | 2,164,283 | |
| | | IPALCO Enterprises, Inc. | |
| | | 1,465,000 | | | 3.70%, 09/01/2024 | | | 1,576,302 | |
| | | 4,275,000 | | | 4.25%, 05/01/2030 | | | 4,805,801 | |
| | | 2,030,000 | | | ITC Holdings Corp. 2.95%, 05/14/2030(1) | | | 2,138,705 | |
| | | 1,075,000 | | | Jersey Central Power & Light Co. 2.75%, 03/01/2032(1) | | | 1,089,797 | |
| | | MidAmerican Energy Co. | |
| | | 330,000 | | | 3.15%, 04/15/2050 | | | 352,759 | |
| | | 380,000 | | | 3.65%, 08/01/2048 | | | 433,810 | |
| | | NRG Energy, Inc. | |
| | | 1,705,000 | | | 2.00%, 12/02/2025(1) | | | 1,730,840 | |
| | | 1,705,000 | | | 2.45%, 12/02/2027(1) | | | 1,717,318 | |
| | | Oglethorpe Power Corp. | |
| | | 360,000 | | | 3.75%, 08/01/2050 | | | 380,128 | |
| | | 1,130,000 | | | 5.05%, 10/01/2048 | | | 1,421,632 | |
| | | 565,000 | | | Oncor Electric Delivery Co. LLC 5.75%, 03/15/2029 | | | 710,414 | |
| | | 3,780,000 | | | Pacific Gas and Electric Co. 2.50%, 02/01/2031 | | | 3,546,699 | |
| | | PacifiCorp | |
| | | 306,000 | | | 4.13%, 01/15/2049 | | | 366,212 | |
| | | 360,000 | | | 4.15%, 02/15/2050 | | | 437,761 | |
| | | 395,000 | | | Public Service Electric & Gas Co. 3.80%, 03/01/2046 | | | 464,966 | |
| | | 1,820,000 | | | Public Service Enterprise Group, Inc. 2.88%, 06/15/2024 | | | 1,930,002 | |
| | | 2,070,000 | | | Puget Energy, Inc. 3.65%, 05/15/2025 | | | 2,228,122 | |
| | | 205,000 | | | Sempra Energy 4.00%, 02/01/2048 | | | 230,115 | |
| | | Southern California Edison Co. | |
| | | 675,000 | | | 2.25%, 06/01/2030 | | | 664,274 | |
| | | 1,950,000 | | | 2.85%, 08/01/2029 | | | 2,024,741 | |
| | | 235,000 | | | 3.65%, 02/01/2050 | | | 235,206 | |
| | | 511,000 | | | 4.00%, 04/01/2047 | | | 537,900 | |
| | | Southern Co. | |
| | | 625,000 | | | 2.95%, 07/01/2023 | | | 652,037 | |
| | | 2,860,000 | | | 3.70%, 04/30/2030 | | | 3,157,317 | |
| | | 2,385,000 | | | Zorlu Yenilenebilir Enerji AS 9.00%, 06/01/2026(1) | | | 2,378,265 | |
| | | | | | | | | | |
| | | 65,642,990 | |
| | | | |
| | | Energy - Alternate Sources - 0.1% | |
| | | 1,085,000 | | | FS Luxembourg S.a.r.l. 10.00%, 12/15/2025(1) | | | 1,213,855 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 33.3% - (continued) | |
| | | Energy - Alternate Sources - 0.1% - (continued) | |
$ | | | 845,000 | | | Investment Energy Resources Ltd. 6.25%, 04/26/2029(1) | | $ | 913,656 | |
| | | | | | | | | | |
| | | 2,127,511 | |
| | | | |
| | | Engineering & Construction - 0.1% | |
| | | 3,242,471 | | | International Airport Finance S.A. 12.00%, 03/15/2033(1)(6) | | | 3,416,754 | |
| | | | | | | | | | |
| | | Entertainment - 0.2% | |
| | | 1,025,000 | | | GLP Capital L.P. / GLP Financing II, Inc. 5.30%, 01/15/2029 | | | 1,194,125 | |
| | | 4,525,000 | | | WMG Acquisition Corp. 3.88%, 07/15/2030(1) | | | 4,569,797 | |
| | | | | | | | | | |
| | | 5,763,922 | |
| | | | |
| | | Environmental Control - 0.3% | |
| | | Clean Harbors, Inc. | |
| | | 5,434,000 | | | 4.88%, 07/15/2027(1) | | | 5,692,115 | |
| | | 116,000 | | | 5.13%, 07/15/2029(1) | | | 126,150 | |
| | | 660,000 | | | Waste Management, Inc. 2.00%, 06/01/2029 | | | 667,445 | |
| | | | | | | | | | |
| | | 6,485,710 | |
| | | | |
| | | Food - 0.3% | |
| | | Conagra Brands, Inc. | |
| | | 615,000 | | | 4.30%, 05/01/2024 | | | 674,594 | |
| | | 411,000 | | | 4.85%, 11/01/2028 | | | 489,696 | |
| | | 335,000 | | | 5.40%, 11/01/2048 | | | 450,015 | |
| | | 1,325,000 | | | Kellogg Co. 3.40%, 11/15/2027 | | | 1,456,608 | |
| | | 95,000 | | | Kraft Heinz Foods Co. 4.25%, 03/01/2031 | | | 108,034 | |
| | | 3,070,000 | | | NBM U.S. Holdings, Inc. 7.00%, 05/14/2026(1) | | | 3,309,491 | |
| | | | | | | | | | |
| | | 6,488,438 | |
| | | | |
| | | Food Service - 0.0% | |
| | | 160,000 | | | Aramark Services, Inc. 5.00%, 02/01/2028(1) | | | 167,200 | |
| | | | | | | | | | |
| | | Forest Products & Paper - 0.4% | |
| | | Suzano Austria GmbH | |
| | | 3,760,000 | | | 3.13%, 01/15/2032 | | | 3,719,204 | |
| | | 4,120,000 | | | 5.00%, 01/15/2030 | | | 4,667,960 | |
| | | | | | | | | | |
| | | 8,387,164 | |
| | | | |
| | | Gas - 0.3% | |
| | | AmeriGas Partners L.P. / AmeriGas Finance Corp. | |
| | | 70,000 | | | 5.63%, 05/20/2024 | | | 76,475 | |
| | | 375,000 | | | 5.88%, 08/20/2026 | | | 419,659 | |
| | | NiSource, Inc. | |
| | | 1,750,000 | | | 3.49%, 05/15/2027 | | | 1,925,773 | |
| | | 1,005,000 | | | 3.60%, 05/01/2030 | | | 1,113,863 | |
| | | Sempra Energy | |
| | | 1,615,000 | | | 3.40%, 02/01/2028 | | | 1,775,967 | |
| | | 720,000 | | | 3.80%, 02/01/2038 | | | 800,006 | |
| | | | | | | | | | |
| | | 6,111,743 | |
| | | | |
| | | Healthcare - Products - 0.5% | |
| | | Alcon Finance Corp. | |
| | | 1,164,000 | | | 2.75%, 09/23/2026(1) | | | 1,232,389 | |
| | | 1,145,000 | | | 3.00%, 09/23/2029(1) | | | 1,206,228 | |
| | | 940,000 | | | Baxter International, Inc. 3.95%, 04/01/2030 | | | 1,083,032 | |
| | | Boston Scientific Corp. | |
| | | 1,030,000 | | | 1.90%, 06/01/2025 | | | 1,062,475 | |
| | | 2,880,000 | | | 3.75%, 03/01/2026 | | | 3,194,579 | |
| | | 690,000 | | | Hill-Rom Holdings, Inc. 4.38%, 09/15/2027(1) | | | 714,150 | |
| | | 3,790,000 | | | Hologic, Inc. 4.63%, 02/01/2028(1) | | | 3,979,500 | |
| | | 250,000 | | | Teleflex, Inc. 4.25%, 06/01/2028(1) | | | 260,625 | |
| | | | | | | | | | |
| | | 12,732,978 | |
| | | | |
| | | Healthcare - Services - 1.1% | |
| | | 1,335,000 | | | Anthem, Inc. 3.50%, 08/15/2024 | | | 1,438,037 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2021 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 33.3% - (continued) | |
| | | Healthcare-Services - 1.1% - (continued) | |
| | | Centene Corp. | |
$ | | | 95,000 | | | 3.38%, 02/15/2030 | | $ | 99,275 | |
| | | 435,000 | | | 4.25%, 12/15/2027 | | | 458,381 | |
| | | 5,230,000 | | | 4.63%, 12/15/2029 | | | 5,751,797 | |
| | | 360,000 | | | CommonSpirit Health 3.35%, 10/01/2029 | | | 390,251 | |
| | | HCA, Inc. | |
| | | 3,550,000 | | | 2.38%, 07/15/2031 | | | 3,520,368 | |
| | | 710,000 | | | 3.50%, 09/01/2030 | | | 756,413 | |
| | | Kaiser Foundation Hospitals | |
| | | 865,000 | | | 2.81%, 06/01/2041 | | | 883,113 | |
| | | 1,430,000 | | | 3.00%, 06/01/2051 | | | 1,477,112 | |
| | | 5,265,000 | | | Rede D’or Finance S.a.r.l. 4.50%, 01/22/2030(1) | | | 5,396,625 | |
| | | 990,000 | | | Sutter Health 3.36%, 08/15/2050 | | | 1,051,501 | |
| | | UnitedHealth Group, Inc. | |
| | | 1,420,000 | | | 2.38%, 08/15/2024 | | | 1,493,922 | |
| | | 1,600,000 | | | 2.75%, 05/15/2040 | | | 1,621,600 | |
| | | 830,000 | | | 3.50%, 08/15/2039 | | | 928,961 | |
| | | 405,000 | | | 4.75%, 07/15/2045 | | | 530,892 | |
| | | | | | | | | | |
| | | 25,798,248 | |
| | | | |
| | | Home Builders - 0.2% | |
| | | 2,465,000 | | | PulteGroup, Inc. 5.50%, 03/01/2026 | | | 2,877,887 | |
| | | 575,000 | | | Toll Brothers Finance Corp. 4.88%, 11/15/2025 | | | 645,360 | |
| | | | | | | | | | |
| | | 3,523,247 | |
| | | | |
| | | Insurance - 1.1% | |
| | | 4,045,000 | | | American International Group, Inc. 2.50%, 06/30/2025 | | | 4,270,020 | |
| | | 1,515,000 | | | Aon Corp. 2.20%, 11/15/2022 | | | 1,551,997 | |
| | | 5,440,000 | | | Brighthouse Financial, Inc. 5.63%, 05/15/2030 | | | 6,625,347 | |
| | | 3,390,000 | | | Equitable Financial Life Global Funding 1.80%, 03/08/2028(1) | | | 3,375,350 | |
| | | Genworth Holdings, Inc. | |
| | | 20,000 | | | 4.80%, 02/15/2024 | | | 20,000 | |
| | | 380,000 | | | 4.90%, 08/15/2023 | | | 380,950 | |
| | | Marsh & McLennan Cos., Inc. | |
| | | 925,000 | | | 3.88%, 03/15/2024 | | | 1,003,363 | |
| | | 1,300,000 | | | 4.75%, 03/15/2039 | | | 1,661,301 | |
| | | 415,000 | | | Massachusetts Mutual Life Insurance Co. 3.73%, 10/15/2070(1) | | | 440,620 | |
| | | 345,000 | | | MGIC Investment Corp. 5.75%, 08/15/2023 | | | 371,860 | |
| | | 2,600,000 | | | New York Life Global Funding 2.00%, 01/22/2025(1) | | | 2,696,019 | |
| | | 1,250,000 | | | Progressive Corp. 3.20%, 03/26/2030 | | | 1,373,858 | |
| | | Unum Group | |
| | | 640,000 | | | 4.00%, 06/15/2029 | | | 719,056 | |
| | | 1,215,000 | | | 4.50%, 12/15/2049 | | | 1,289,206 | |
| | | 35,000 | | | Voya Financial, Inc. 4.80%, 06/15/2046 | | | 44,343 | |
| | | 1,035,000 | | | Willis North America, Inc. 3.60%, 05/15/2024 | | | 1,111,899 | |
| | | | | | | | | | |
| | | 26,935,189 | |
| | | | |
| | | Internet - 0.8% | |
| | | 2,175,000 | | | Alibaba Group Holding Ltd. 3.40%, 12/06/2027 | | | 2,378,511 | |
| | | 1,795,000 | | | Amazon.com, Inc. 3.88%, 08/22/2037 | | | 2,142,143 | |
| | | Go Daddy Operating Co. LLC | |
| | | 240,000 | | | 3.50%, 03/01/2029(1) | | | 238,440 | |
| | | 3,190,000 | | | 5.25%, 12/01/2027(1) | | | 3,349,500 | |
| | | 4,490,000 | | | NortonLifeLock, Inc. 5.00%, 04/15/2025(1) | | | 4,552,725 | |
| | | Tencent Holdings Ltd. | |
| | | 800,000 | | | 2.39%, 06/03/2030(1) | | | 797,881 | |
| | | 240,000 | | | 2.88%, 04/22/2031(1) | | | 248,429 | |
| | | 1,210,000 | | | 3.60%, 01/19/2028(1) | | | 1,324,942 | |
| | | 1,140,000 | | | 3.84%, 04/22/2051(1) | | | 1,228,315 | |
| | | 1,840,000 | | | 3.98%, 04/11/2029(1) | | | 2,052,722 | |
| | | | | | | | | | |
| | | 18,313,608 | |
| | | | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 33.3% - (continued) | |
| | | Iron/Steel - 0.2% | |
$ | | | 285,000 | | | Commercial Metals Co. 5.38%, 07/15/2027 | | $ | 301,388 | |
EUR | | | 1,755,000 | | | Metinvest B.V. 5.63%, 06/17/2025(1) | | | 2,199,841 | |
$ | | | 1,115,000 | | | Vale Overseas Ltd. 3.75%, 07/08/2030 | | | 1,187,140 | |
| | | | | | | | | | |
| | | 3,688,369 | |
| | | | |
| | | IT Services - 0.7% | |
| | | 3,215,000 | | | Apple, Inc. 2.20%, 09/11/2029 | | | 3,349,996 | |
| | | Apple, Inc. | |
| | | 490,000 | | | 2.65%, 05/11/2050 | | | 481,521 | |
| | | 885,000 | | | 3.45%, 02/09/2045 | | | 989,160 | |
| | | 125,000 | | | 3.85%, 05/04/2043 | | | 148,692 | |
| | | 6,750,000 | | | Booz Allen Hamilton, Inc. 3.88%, 09/01/2028(1) | | | 6,885,000 | |
| | | HP, Inc. | |
| | | 1,115,000 | | | 2.20%, 06/17/2025 | | | 1,157,706 | |
| | | 1,260,000 | | | 3.00%, 06/17/2027 | | | 1,350,017 | |
| | | International Business Machines Corp. | |
| | | 895,000 | | | 1.95%, 05/15/2030 | | | 893,991 | |
| | | 560,000 | | | 3.50%, 05/15/2029 | | | 627,139 | |
| | | 470,000 | | | 4.25%, 05/15/2049 | | | 580,813 | |
| | | 1,070,000 | | | Leidos, Inc. 3.63%, 05/15/2025 | | | 1,162,769 | |
| | | | | | | | | | |
| | | 17,626,804 | |
| | | | |
| | | Lodging - 0.0% | |
| | | 975,000 | | | Las Vegas Sands Corp. 3.50%, 08/18/2026 | | | 1,037,891 | |
| | | | | | | | | | |
| | | Machinery - Diversified - 0.1% | |
| | | 65,000 | | | BWX Technologies, Inc. 4.13%, 04/15/2029(1) | | | 66,138 | |
| | | 2,405,000 | | | Otis Worldwide Corp. 2.57%, 02/15/2030 | | | 2,493,267 | |
| | | | | | | | | | |
| | | 2,559,405 | |
| | | | |
| | | Media - 1.8% | |
| | | CCO Holdings LLC / CCO Holdings Capital Corp. | | | | |
| | | 980,000 | | | 4.25%, 02/01/2031(1) | | | 998,375 | |
| | | 502,000 | | | 4.50%, 08/15/2030(1) | | | 523,335 | |
| | | 150,000 | | | 5.13%, 05/01/2027(1) | | | 157,335 | |
| | | 72,000 | | | 5.75%, 02/15/2026(1) | | | 74,416 | |
| | | Charter Communications Operating LLC / Charter Communications Operating Capital | | | | |
| | | 300,000 | | | 2.30%, 02/01/2032 | | | 288,632 | |
| | | 1,245,000 | | | 5.13%, 07/01/2049 | | | 1,483,696 | |
| | | 4,055,000 | | | 6.48%, 10/23/2045 | | | 5,587,855 | |
| | | 380,000 | | | 6.83%, 10/23/2055 | | | 559,454 | |
| | | Comcast Corp. | |
| | | 490,000 | | | 3.20%, 07/15/2036 | | | 525,990 | |
| | | 1,765,000 | | | 3.25%, 11/01/2039 | | | 1,879,570 | |
| | | 785,000 | | | 4.75%, 03/01/2044 | | | 1,001,457 | |
| | | 445,000 | | | 4.95%, 10/15/2058 | | | 615,884 | |
| | | Cox Communications, Inc. | |
| | | 1,495,000 | | | 2.60%, 06/15/2031(1) | | | 1,519,169 | |
| | | 1,361,000 | | | 3.15%, 08/15/2024(1) | | | 1,451,987 | |
| | | CSC Holdings LLC | |
| | | 4,740,000 | | | 3.38%, 02/15/2031(1) | | | 4,478,873 | |
| | | 400,000 | | | 4.13%, 12/01/2030(1) | | | 397,500 | |
| | | 430,000 | | | 5.50%, 04/15/2027(1) | | | 451,522 | |
| | | Discovery Communications LLC | |
| | | 840,000 | | | 3.80%, 03/13/2024 | | | 900,919 | |
| | | 19,000 | | | 3.95%, 06/15/2025 | | | 20,847 | |
| | | 1,970,000 | | | 4.00%, 09/15/2055 | | | 2,086,783 | |
| | | 826,000 | | | 5.30%, 05/15/2049 | | | 1,045,361 | |
| | | 555,000 | | | DISH DBS Corp. 5.88%, 11/15/2024 | | | 595,931 | |
| | | 1,500,000 | | | NBCUniversal Media LLC 5.95%, 04/01/2041 | | | 2,162,687 | |
| | | 280,000 | | | Sirius XM Radio, Inc. 4.13%, 07/01/2030(1) | | | 283,500 | |
| | | 1,495,000 | | | Time Warner Cable LLC 6.55%, 05/01/2037 | | | 2,037,972 | |
| | | 3,900,000 | | | Time Warner Entertainment Co., L.P. 8.38%, 07/15/2033 | | | 5,916,213 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2021 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 33.3% - (continued) | |
| | | Media - 1.8% - (continued) | |
| | | ViacomCBS, Inc. | |
$ | | | 685,000 | | | 4.20%, 05/19/2032 | | $ | 791,490 | |
| | | 2,360,000 | | | 4.95%, 01/15/2031 | | | 2,847,621 | |
| | | 55,000 | | | 5.88%, 02/28/2057, (5.88% fixed rate until 02/28/2022; 3 mo. USD LIBOR + 3.895% thereafter)(8) | | | 55,974 | |
| | | 79,000 | | | 6.25%, 02/28/2057, (6.25% fixed rate until 02/28/2027; 3 mo. USD LIBOR + 3.899% thereafter)(8) | | | 90,461 | |
| | | 550,000 | | | Videotron Ltd. 5.38%, 06/15/2024(1) | | | 602,250 | |
| | | | | | | | | | |
| | | 41,433,059 | |
| | | | |
| | | Mining - 0.1% | |
| | | Anglo American Capital plc | |
| | | 475,000 | | | 4.88%, 05/14/2025(1) | | | 537,843 | |
| | | 315,000 | | | 5.63%, 04/01/2030(1) | | | 385,773 | |
| | | 280,000 | | | Kaiser Aluminum Corp. 4.63%, 03/01/2028(1) | | | 289,276 | |
| | | | | | | | | | |
| | | 1,212,892 | |
| | | | |
| | | Miscellaneous Manufacturing - 0.0% | |
| | | 340,000 | | | Trane Technologies Luxembourg Finance S.A. 4.50%, 03/21/2049 | | | 427,294 | |
| | | | | | | | | | |
| | | Office/Business Equipment - 0.3% | |
| | | CDW LLC / CDW Finance Corp. | |
| | | 5,740,000 | | | 3.25%, 02/15/2029 | | | 5,811,750 | |
| | | 280,000 | | | 4.25%, 04/01/2028 | | | 294,000 | |
| | | 280,000 | | | Xerox Holdings Corp. 5.50%, 08/15/2028(1) | | | 290,917 | |
| | | | | | | | | | |
| | | 6,396,667 | |
| | | | |
| | | Oil & Gas - 1.3% | |
| | | 270,000 | | | Apache Corp. 4.88%, 11/15/2027 | | | 292,407 | |
| | | BP Capital Markets America, Inc. | |
| | | 720,000 | | | 2.94%, 06/04/2051 | | | 692,348 | |
| | | 490,000 | | | 3.06%, 06/17/2041 | | | 495,174 | |
| | | 910,000 | | | 3.38%, 02/08/2061 | | | 915,706 | |
| | | 1,760,000 | | | 3.63%, 04/06/2030 | | | 1,975,363 | |
| | | 220,000 | | | Continental Resources, Inc. 5.75%, 01/15/2031(1) | | | 263,516 | |
| | | Energean Israel Finance Ltd. | |
| | | 860,000 | | | 4.50%, 03/30/2024(1)(7) | | | 878,275 | |
| | | 735,000 | | | 4.88%, 03/30/2026(1)(7) | | | 752,471 | |
| | | 695,000 | | | 5.88%, 03/30/2031(1)(7) | | | 713,765 | |
| | | Equinor ASA | |
| | | 1,400,000 | | | 1.75%, 01/22/2026 | | | 1,442,263 | |
| | | 675,000 | | | 3.63%, 04/06/2040 | | | 770,242 | |
| | | 850,000 | | | 3.70%, 04/06/2050 | | | 977,613 | |
| | | 1,530,000 | | | Exxon Mobil Corp. 4.23%, 03/19/2040 | | | 1,828,391 | |
| | | Hess Corp. | |
| | | 942,000 | | | 7.13%, 03/15/2033 | | | 1,278,418 | |
| | | 860,000 | | | 7.30%, 08/15/2031 | | | 1,167,215 | |
| | | 2,045,000 | | | Leviathan Bond Ltd. 6.50%, 06/30/2027(1)(7) | | | 2,269,950 | |
| | | Lundin Energy Finance B.V. | |
| | | 775,000 | | | 2.00%, 07/15/2026(1) | | | 776,941 | |
| | | 2,470,000 | | | 3.10%, 07/15/2031(1) | | | 2,497,870 | |
| | | 2,245,000 | | | Marathon Petroleum Corp. 4.70%, 05/01/2025 | | | 2,532,713 | |
| | | Occidental Petroleum Corp. | |
| | | 5,000 | | | 3.20%, 08/15/2026 | | | 5,038 | |
| | | 10,000 | | | 3.40%, 04/15/2026 | | | 10,225 | |
| | | 5,000 | | | 3.50%, 08/15/2029 | | | 5,000 | |
| | | 26,000 | | | 6.13%, 01/01/2031 | | | 30,518 | |
| | | 10,000 | | | Occidental Petroleum Corp. 6.38%, 09/01/2028 | | | 11,675 | |
| | | | | | Ovintiv, Inc. | |
| | | 51,000 | | | 6.50%, 08/15/2034 | | | 67,326 | |
| | | 50,000 | | | 6.50%, 02/01/2038 | | | 66,480 | |
| | | 7,000 | | | 7.20%, 11/01/2031 | | | 9,222 | |
| | | 83,000 | | | 7.38%, 11/01/2031 | | | 110,342 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 33.3% - (continued) | |
| | | Oil & Gas - 1.3% - (continued) | |
$ | | | 2,565,000 | | | Qatar Petroleum Industry 2.25%, 07/12/2031 | | $ | 2,537,734 | |
| | | 814,000 | | | Saudi Arabian Oil Co. 2.88%, 04/16/2024(1) | | | 857,012 | |
| | | 720,000 | | | Shell International Finance B.V. 3.25%, 04/06/2050 | | | 767,040 | |
| | | 320,000 | | | Suncor Energy, Inc. 3.75%, 03/04/2051 | | | 346,424 | |
| | | | | | Sunoco L.P. / Sunoco Finance Corp. | |
| | | 295,000 | | | 5.50%, 02/15/2026 | | | 303,997 | |
| | | 250,000 | | | 6.00%, 04/15/2027 | | | 260,812 | |
| | | 2,320,000 | | | Tullow Oil plc 7.00%, 03/01/2025(1) | | | 2,056,680 | |
| | | | | | | | | | |
| | | | | | 29,966,166 | |
| | | | | | | | | | |
| | | | | Oil & Gas Services - 0.0% | |
| | | 745,000 | | | Halliburton Co. 4.85%, 11/15/2035 | | | 878,114 | |
| | | | | | | | | | |
| | | | | Packaging & Containers - 0.3% | |
| | | 400,000 | | | Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc. 4.13%, 08/15/2026(1) | | | 413,000 | |
| | | 4,650,000 | | | Ball Corp. 4.00%, 11/15/2023 | | | 4,943,415 | |
| | | 890,000 | | | Mondelez International, Inc. 1.50%, 05/04/2025 | | | 907,588 | |
| | | 695,000 | | | Owens-Brockway Glass Container, Inc. 5.88%, 08/15/2023(1) | | | 749,467 | |
| | | | | | | | | | |
| | | | | | 7,013,470 | |
| | | | | | | | | | |
| | | | |
| | | | | Pharmaceuticals - 1.4% | |
| | | | | | AbbVie, Inc. | |
| | | 2,500,000 | | | 2.95%, 11/21/2026 | | | 2,689,202 | |
| | | 1,315,000 | | | 3.20%, 11/21/2029 | | | 1,429,539 | |
| | | 465,000 | | | 4.25%, 11/21/2049 | | | 558,910 | |
| | | 1,115,000 | | | 4.63%, 10/01/2042 | | | 1,374,817 | |
| | | | | | Astrazeneca Finance LLC | |
| | | 4,660,000 | | | 1.75%, 05/28/2028 | | | 4,661,491 | |
| | | 350,000 | | | 2.25%, 05/28/2031 | | | 355,972 | |
| | | 360,000 | | | Bausch Health Cos., Inc. 5.75%, 08/15/2027(1) | | | 382,097 | |
| | | 95,000 | | | Baxalta, Inc. 3.60%, 06/23/2022 | | | 97,481 | |
| | | 2,515,000 | | | Bayer U.S. Finance LLC 4.25%, 12/15/2025(1) | | | 2,802,766 | |
| | | | | | Bristol-Myers Squibb Co. | |
| | | 2,905,000 | | | 0.75%, 11/13/2025 | | | 2,879,518 | |
| | | 855,000 | | | 2.55%, 11/13/2050 | | | 820,428 | |
| | | 3,760,000 | | | Cigna Corp. 1.25%, 03/15/2026 | | | 3,772,632 | |
| | | | | | CVS Health Corp. | |
| | | 1,450,000 | | | 4.13%, 04/01/2040 | | | 1,683,512 | |
| | | 1,050,000 | | | 5.13%, 07/20/2045 | | | 1,367,111 | |
| | | 1,760,000 | | | GlaxoSmithKline Capital, Inc. 3.63%, 05/15/2025 | | | 1,941,938 | |
| | | 200,000 | | | Organon Finance LLC 4.13%, 04/30/2028(1) | | | 203,960 | |
| | | 720,000 | | | Pfizer, Inc. 2.63%, 04/01/2030 | | | 767,325 | |
| | | | | | Teva Pharmaceutical Finance Netherlands B.V. | | | | |
| | | 3,825,000 | | | 3.15%, 10/01/2026 | | | 3,638,531 | |
| | | 900,000 | | | 6.75%, 03/01/2028(6) | | | 985,500 | |
| | | | | | | | | | |
| | | | | | 32,412,730 | |
| | | | | | | | | | |
| | | | | Pipelines - 1.0% | |
| | | 280,000 | | | Cheniere Corpus Christi Holdings LLC 5.88%, 03/31/2025 | | | 320,976 | |
| | | 65,000 | | | Cheniere Energy Partners L.P. 4.50%, 10/01/2029 | | | 69,875 | |
| | | 215,000 | | | DCP Midstream Operating L.P. 5.60%, 04/01/2044 | | | 236,500 | |
| | | | | | Energy Transfer Operating L.P. | |
| | | 495,000 | | | 4.00%, 10/01/2027 | | | 544,927 | |
| | | 1,095,000 | | | 4.95%, 06/15/2028 | | | 1,266,130 | |
| | | 1,390,000 | | | 5.25%, 04/15/2029 | | | 1,643,237 | |
| | | 175,000 | | | 5.30%, 04/01/2044 | | | 202,914 | |
| | | 180,000 | | | 5.35%, 05/15/2045 | | | 208,347 | |
| | | 2,385,000 | | | 6.13%, 12/15/2045 | | | 3,041,043 | |
| | | 315,000 | | | 6.25%, 04/15/2049 | | | 413,626 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2021 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 33.3% - (continued) | |
| | | | | Pipelines - 1.0% - (continued) | |
| | | | | | Enterprise Products Operating LLC | |
$ | | | 570,000 | | | 4.25%, 02/15/2048 | | $ | 653,077 | |
| | | 665,000 | | | 4.95%, 10/15/2054 | | | 824,478 | |
| | | 125,000 | | | EQM Midstream Partners L.P. 6.50%, 07/01/2027(1) | | | 139,375 | |
| | | | | | Galaxy Pipeline Assets Bidco Ltd. | |
| | | 2,375,000 | | | 2.16%, 03/31/2034(1) | | | 2,330,585 | |
| | | 5,635,000 | | | 2.63%, 03/31/2036(1) | | | 5,527,491 | |
| | | 1,115,000 | | | 2.94%, 09/30/2040(1) | | | 1,106,761 | |
| | | | | | MPLX L.P. | |
| | | 135,000 | | | 1.75%, 03/01/2026 | | | 136,513 | |
| | | 350,000 | | | 4.70%, 04/15/2048 | | | 406,778 | |
| | | 325,000 | | | 5.20%, 03/01/2047 | | | 400,347 | |
| | | 895,000 | | | NGPL PipeCo LLC 3.25%, 07/15/2031(1) | | | 923,457 | |
| | | 1,640,000 | | | Sabine Pass Liquefaction LLC 4.50%, 05/15/2030 | | | 1,890,764 | |
| | | 280,000 | | | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp. 4.88%, 02/01/2031(1) | | | 303,100 | |
| | | 140,000 | | | Western Midstream Operating L.P. 5.30%, 02/01/2030 | | | 156,800 | |
| | | | | | | | | | |
| | | | | | 22,747,101 | |
| | | | | | | | | | |
| | | | | Real Estate Investment Trusts - 0.7% | |
| | | | | | American Tower Corp. | |
| | | 465,000 | | | 1.50%, 01/31/2028 | | | 452,548 | |
| | | 1,085,000 | | | 2.40%, 03/15/2025 | | | 1,133,843 | |
| | | | | | Equinix, Inc. | |
| | | 760,000 | | | 2.00%, 05/15/2028 | | | 764,171 | |
| | | 1,700,000 | | | 2.50%, 05/15/2031 | | | 1,730,941 | |
| | | | | | GLP Capital L.P. / GLP Financing II, Inc. | |
| | | 2,315,000 | | | 4.00%, 01/15/2031 | | | 2,494,366 | |
| | | 1,535,000 | | | 5.75%, 06/01/2028 | | | 1,826,433 | |
| | | | | | SBA Tower Trust | |
| | | 2,240,000 | | | 2.84%, 01/15/2050(1) | | | 2,350,533 | |
| | | 4,540,000 | | | 3.45%, 03/15/2048(1) | | | 4,626,674 | |
| | | | | | VEREIT Operating Partnership L.P. | |
| | | 120,000 | | | 2.20%, 06/15/2028 | | | 121,864 | |
| | | 145,000 | | | 2.85%, 12/15/2032 | | | 151,666 | |
| | | 465,000 | | | 3.40%, 01/15/2028 | | | 506,100 | |
| | | 160,000 | | | VICI Properties L.P. / VICI Note Co., Inc. 4.25%, 12/01/2026(1) | | | 166,435 | |
| | | | | | | | | | |
| | | | | | 16,325,574 | |
| | | | | | | | | | |
| | | | | Retail - 0.8% | |
| | | | | | 1011778 BC ULC / New Red Finance, Inc. | |
| | | 620,000 | | | 3.88%, 01/15/2028(1) | | | 627,750 | |
| | | 77,000 | | | 4.25%, 05/15/2024(1) | | | 77,847 | |
| | | 1,755,000 | | | AutoZone, Inc. 3.63%, 04/15/2025(6) | | | 1,921,351 | |
| | | 3,352,000 | | | FirstCash, Inc. 4.63%, 09/01/2028(1) | | | 3,504,013 | |
| | | 1,655,000 | | | Home Depot, Inc. 3.30%, 04/15/2040 | | | 1,814,450 | |
| | | 270,000 | | | KFC Holding Co. / Pizza Hut Holdings LLC / Taco Bell of America LLC 4.75%, 06/01/2027(1) | | | 282,487 | |
| | | 550,000 | | | Lithia Motors, Inc. 4.63%, 12/15/2027(1) | | | 581,680 | |
| | | 1,640,000 | | | Lowe’s Cos., Inc. 1.70%, 10/15/2030 | | | 1,573,959 | |
| | | | | | McDonald’s Corp. | |
| | | 1,035,000 | | | 3.35%, 04/01/2023 | | | 1,085,717 | |
| | | 1,800,000 | | | 3.63%, 09/01/2049 | | | 1,996,216 | |
| | | 545,000 | | | 4.20%, 04/01/2050 | | | 657,195 | |
| | | 315,000 | | | Suburban Propane Partners L.P. / Suburban Energy Finance Corp. 5.88%, 03/01/2027 | | | 330,720 | |
| | | 445,000 | | | United Rentals North America, Inc. 4.88%, 01/15/2028 | | | 472,283 | |
| | | 3,550,000 | | | William Carter Co.5.63%, 03/15/2027(1) | | | 3,735,310 | |
| | | | | | | | | | |
| | | | | | 18,660,978 | |
| | | | | | | | | | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 33.3% - (continued) | |
| | | | | Semiconductors - 1.3% | |
| | | | | | Broadcom, Inc. | |
$ | | | 110,000 | | | 2.60%, 02/15/2033(1) | | $ | 107,691 | |
| | | 2,650,000 | | | 3.42%, 04/15/2033(1) | | | 2,786,115 | |
| | | 6,275,000 | | | 5.00%, 04/15/2030 | | | 7,417,021 | |
| | | | | | Entegris, Inc. | |
| | | 225,000 | | | 3.63%, 05/01/2029(1) | | | 227,813 | |
| | | 460,000 | | | 4.38%, 04/15/2028(1) | | | 480,125 | |
| | | 1,575,000 | | | Intel Corp. 3.10%, 02/15/2060 | | | 1,610,745 | |
| | | | | | Marvell Technology, Inc. | |
| | | 2,180,000 | | | 2.45%, 04/15/2028(1) | | | 2,223,774 | |
| | | 1,675,000 | | | 2.95%, 04/15/2031(1) | | | 1,737,871 | |
| | | | | | Microchip Technology, Inc. | |
| | | 3,015,000 | | | 2.67%, 09/01/2023 | | | 3,139,791 | |
| | | 95,000 | | | 4.25%, 09/01/2025 | | | 99,748 | |
| | | 1,785,000 | | | NVIDIA Corp. 3.50%, 04/01/2040 | | | 2,026,506 | |
| | | | | | NXP B.V. / NXP Funding LLC | |
| | | 425,000 | | | 4.63%, 06/01/2023(1) | | | 456,718 | |
| | | 3,042,000 | | | 4.88%, 03/01/2024(1) | | | 3,348,859 | |
| | | 786,000 | | | 5.35%, 03/01/2026(1) | | | 917,440 | |
| | | 1,080,000 | | | 5.55%, 12/01/2028(1) | | | 1,327,306 | |
| | | 215,000 | | | Qorvo, Inc. 3.38%, 04/01/2031(1) | | | 224,077 | |
| | | | | | QUALCOMM, Inc. | |
| | | 74,000 | | | 4.65%, 05/20/2035 | | | 94,223 | |
| | | 1,091,000 | | | 4.80%, 05/20/2045 | | | 1,450,533 | |
| | | 355,000 | | | Sensata Technologies B.V. 5.00%, 10/01/2025(1) | | | 394,937 | |
| | | | | | | | | | |
| | | | | | 30,071,293 | |
| | | | | | | | | | |
| | | | | Software - 1.6% | |
| | | 7,134,000 | | | Black Knight InfoServ LLC 3.63%, 09/01/2028(1) | | | 7,098,045 | |
| | | 150,000 | | | CDK Global, Inc. 4.88%, 06/01/2027 | | | 158,625 | |
1,416,000 | | | CDK Global, Inc. 5.25%, 05/15/2029(1) | | | 1,545,437 | |
| | | 1,525,000 | | | Fidelity National Information Services, Inc. 2.25%, 03/01/2031 | | | 1,524,051 | |
| | | Fiserv, Inc. | |
| | | 555,000 | | | 2.25%, 06/01/2027 | | | 575,496 | |
| | | 1,710,000 | | | 3.20%, 07/01/2026 | | | 1,851,324 | |
| | | 560,000 | | | IQVIA, Inc. 5.00%, 05/15/2027(1) | | | 586,600 | |
| | | Microsoft Corp. | |
| | | 131,000 | | | 2.68%, 06/01/2060 | | | 130,684 | |
| | | 735,000 | | | 2.92%, 03/17/2052 | | | 780,137 | |
| | | 619,000 | | | 3.04%, 03/17/2062 | | | 665,006 | |
| | | MSCI, Inc. | |
| | | 10,000 | | | 3.63%, 09/01/2030(1) | | | 10,210 | |
| | | 1,460,000 | | | 4.00%, 11/15/2029(1) | | | 1,536,650 | |
| | | 4,876,000 | | | 5.38%, 05/15/2027(1) | | | 5,192,940 | |
| | | 260,000 | | | Open Text Corp. 5.88%, 06/01/2026(1) | | | 269,160 | |
| | | Oracle Corp. | |
| | | 3,400,000 | | | 2.30%, 03/25/2028 | | | 3,492,865 | |
| | | 1,900,000 | | | 2.88%, 03/25/2031 | | | 1,979,362 | |
| | | 270,000 | | | 3.60%, 04/01/2040 | | | 285,036 | |
| | | 3,945,000 | | | 3.85%, 04/01/2060 | | | 4,192,288 | |
| | | 880,000 | | | 3.95%, 03/25/2051 | | | 963,248 | |
| | | 1,005,000 | | | 4.10%, 03/25/2061 | | | 1,114,650 | |
| | | 3,245,000 | | | SS&C Technologies, Inc. 5.50%, 09/30/2027(1) | | | 3,438,726 | |
| | | 310,000 | | | Western Digital Corp. 4.75%, 02/15/2026 | | | 344,100 | |
| | | | | | | | | | |
| | | 37,734,640 | |
| | | | |
| | | Telecommunications - 2.2% | |
| | | AT&T, Inc. | |
| | | 3,680,000 | | | 3.50%, 02/01/2061 | | | 3,617,542 | |
| | | 3,459,000 | | | 3.55%, 09/15/2055(1) | | | 3,477,194 | |
| | | 205,000 | | | 3.65%, 09/15/2059(1) | | | 208,077 | |
| | | 1,631,000 | | | 3.80%, 12/01/2057(1) | | | 1,700,787 | |
| | | 7,400,000 | | | GTP Acquisition Partners LLC 3.48%, 06/15/2050(1) | | | 7,862,439 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2021 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 33.3% - (continued) | |
| | | Telecommunications - 2.2% - (continued) | |
| | | Nokia Oyj | |
$ | | | 3,175,000 | | | 4.38%, 06/12/2027 | | $ | 3,507,137 | |
| | | 575,000 | | | 6.63%, 05/15/2039 | | | 744,625 | |
| | | 425,000 | | | Sprint Corp. 7.13%, 06/15/2024 | | | 490,344 | |
| | | T-Mobile USA, Inc. | |
| | | 1,439,000 | | | 2.05%, 02/15/2028 | | | 1,459,506 | |
| | | 100,000 | | | 3.38%, 04/15/2029(1) | | | 103,199 | |
| | | 2,745,000 | | | 3.50%, 04/15/2025 | | | 2,975,155 | |
| | | 100,000 | | | 3.50%, 04/15/2031(1) | | | 103,459 | |
| | | 3,400,000 | | | 3.88%, 04/15/2030 | | | 3,796,236 | |
| | | 1,195,000 | | | 4.50%, 04/15/2050 | | | 1,422,926 | |
| | | Telecom Italia Capital S.A. | |
| | | 265,000 | | | 6.00%, 09/30/2034 | | | 305,744 | |
| | | 160,000 | | | 7.72%, 06/04/2038 | | | 218,123 | |
| | | 3,085,000 | | | Telefonica Celular del Paraguay S.A. 5.88%, 04/15/2027(1) | | | 3,239,250 | |
| | | 2,050,000 | | | VEON Holdings B.V. 3.38%, 11/25/2027(1) | | | 2,062,300 | |
| | | Verizon Communications, Inc. | |
| | | 1,275,000 | | | 2.65%, 11/20/2040 | | | 1,228,157 | |
| | | 274,000 | | | 2.99%, 10/30/2056 | | | 257,810 | |
| | | 2,625,000 | | | 3.40%, 03/22/2041 | | | 2,779,420 | |
| | | 1,125,000 | | | 3.55%, 03/22/2051 | | | 1,202,886 | |
| | | 2,603,000 | | | 4.27%, 01/15/2036 | | | 3,109,189 | |
| | | Verizon Communications, Inc. | |
| | | 3,185,000 | | | 4.40%, 11/01/2034 | | | 3,799,173 | |
| | | 165,000 | | | 4.50%, 08/10/2033 | | | 197,379 | |
| | | 100,000 | | | 4.81%, 03/15/2039 | | | 126,772 | |
| | | 540,000 | | | Vmed UK Financing plc 4.25%, 01/31/2031(1) | | | 530,485 | |
| | | 1,700,000 | | | Vodafone Group plc 6.15%, 02/27/2037 | | | 2,354,437 | |
| | | | | | | | | | |
| | | 52,879,751 | |
| | | | |
| | | Transportation - 0.4% | |
| | | Penske Truck Leasing Co. L.P. / PTL Finance Corp. | | | | |
| | | 2,115,000 | | | 2.70%, 11/01/2024(1) | | | 2,224,376 | |
| | | 1,890,000 | | | 4.00%, 07/15/2025(1) | | | 2,081,577 | |
| | | Union Pacific Corp. | |
| | | 2,600,000 | | | 2.38%, 05/20/2031 | | | 2,655,950 | |
| | | 2,010,000 | | | 2.97%, 09/16/2062 | | | 1,933,560 | |
| | | | | | | | | | |
| | | 8,895,463 | |
| | | | |
| | | Trucking & Leasing - 0.3% | |
| | | 3,775,000 | | | DAE Funding LLC 1.55%, 08/01/2024(1) | | | 3,767,337 | |
| | | 2,785,000 | | | NTT Finance Corp. 1.16%, 04/03/2026(1) | | | 2,779,827 | |
| | | | | | | | | | |
| | | 6,547,164 | |
| | | | |
| | | Water - 0.0% | |
| | | 620,000 | | | American Water Capital Corp. 4.15%, 06/01/2049 | | | 753,241 | |
| | | | | | | | | | |
| | |
| | | Total Corporate Bonds (cost $741,706,304) | | $ | 782,628,898 | |
| | | | | | | |
|
FOREIGN GOVERNMENT OBLIGATIONS - 6.3% | |
| | | Angola - 0.1% | |
| | | Angolan Government International Bond | |
$ | | | 1,600,000 | | | 8.00%, 11/26/2029(7) | | $ | 1,639,808 | |
| | | 910,000 | | | 8.25%, 05/09/2028(7) | | | 948,966 | |
| | | | | | | | | | |
| | | 2,588,774 | |
| | | | |
| | | Argentina - 0.0% | |
| | | Argentine Republic Government International Bond | |
| | | 2,046,884 | | | 0.13%, 07/09/2035(4) | | | 647,859 | |
| | | 69,782 | | | 1.00%, 07/09/2029 | | | 26,427 | |
| | | | | | | | | | |
| | | 674,286 | |
| | | | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
FOREIGN GOVERNMENT OBLIGATIONS - 6.3% - (continued) | |
| | | Australia - 0.1% | |
AUD | | | 4,095,000 | | | Australia Government Bond 1.75%, 06/21/2051(7) | | $ | 2,711,934 | |
| | | | | | | | | | |
| | | Bermuda - 0.0% | |
$ | | | 735,000 | | | Bermuda Government International Bond 2.38%, 08/20/2030(1) | | | 733,162 | |
| | | | | | | | | | |
| | | Brazil - 0.4% | |
BRL | | | 47,432,000 | | | Brazil Notas do Tesouro Nacional 10.00%, 01/01/2031 | | | 10,051,931 | |
| | | | | | | | | | |
| | | Chile - 0.3% | |
| | | Chile Government International Bond | |
EUR | | | 4,930,000 | | | 1.25%, 01/22/2051 | | | 5,221,422 | |
$ | | | 2,070,000 | | | 3.10%, 05/07/2041 | | | 2,073,085 | |
| | | | | | | | | | |
| | | 7,294,507 | |
| | | | |
| | | Colombia - 0.3% | |
| | | 6,545,000 | | | Colombia Government International Bond 3.88%, 04/25/2027 | | | 6,953,801 | |
| | | | | | | | | | |
| | | Croatia - 0.2% | |
EUR | | | 4,555,000 | | | Croatia Government International Bond 1.50%, 06/17/2031(7) | | | 5,622,753 | |
| | | | | | | | | | |
| | | Dominican Republic - 0.2% | |
$ | | | 4,890,000 | | | Dominican Republic International Bond 6.40%, 06/05/2049(1) | | | 5,269,953 | |
| | | | | | | | | | |
| | | Egypt - 0.1% | |
| | | Egypt Government International Bond | |
| | | 840,000 | | | 7.63%, 05/29/2032(1) | | | 890,484 | |
| | | 720,000 | | | 8.50%, 01/31/2047(7) | | | 749,700 | |
| | | 595,000 | | | 8.88%, 05/29/2050(1) | | | 640,316 | |
| | | | | | | | | | |
| | | 2,280,500 | |
| | | | | | | | | | |
| | | Ghana - 0.1% | |
| | | 1,408,000 | | | Ghana Government International Bond 6.38%, 02/11/2027(1) | | | 1,414,223 | |
| | | | | | | | | | |
| | | Hungary - 0.2% | |
EUR | | | 2,665,000 | | | Hungary Government International Bond 1.63%, 04/28/2032(7) | | | 3,361,318 | |
| | | | | | | | | | |
| | | Indonesia - 0.3% | |
| | | Indonesia Government International Bond | |
| | | 5,235,000 | | | 1.10%, 03/12/2033 | | | 6,063,340 | |
| | | 240,000 | | | 2.15%, 07/18/2024(7) | | | 301,120 | |
| | | 470,000 | | | 2.63%, 06/14/2023(7) | | | 584,587 | |
| | | | | | | | | | |
| | | 6,949,047 | |
| | | | | | | | | | |
| | | Macedonia - 0.2% | |
| | | North Macedonia Government International Bond | | | | |
| | | 1,825,000 | | | 2.75%, 01/18/2025(7) | | | 2,268,948 | |
| | | 2,165,000 | | | 3.68%, 06/03/2026(1) | | | 2,827,458 | |
| | | | | | | | | | |
| | | 5,096,406 | |
| | | | | | | | | | |
| | | Mexico - 1.4% | |
MXN | | | 308,198,500 | | | Mexican Bonos 7.75%, 05/29/2031 | | | 16,319,647 | |
| | | Mexico Government International Bond | |
EUR | | | 885,000 | | | 1.13%, 01/17/2030 | | | 1,029,293 | |
| | | 6,185,000 | | | 1.45%, 10/25/2033 | | | 6,994,380 | |
$ | | | 865,000 | | | 3.75%, 04/19/2071 | | | 790,956 | |
| | | 1,440,000 | | | 3.77%, 05/24/2061 | | | 1,339,747 | |
| | | 1,510,000 | | | 4.28%, 08/14/2041 | | | 1,585,666 | |
| | | 3,190,000 | | | 4.75%, 04/27/2032 | | | 3,652,550 | |
| | | | | | | | | | |
| | | 31,712,239 | |
| | | | | | | | | | |
| | | Morocco - 0.2% | |
EUR | | | 2,865,000 | | | Morocco Government International Bond 2.00%, 09/30/2030(7) | | | 3,361,232 | |
| | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2021 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
FOREIGN GOVERNMENT OBLIGATIONS - 6.3% - (continued) | |
| | | Panama - 0.3% | |
| | | Panama Government International Bond | |
$ | | | 200,000 | | | 2.25%, 09/29/2032 | | $ | 191,902 | |
| | | 5,000,000 | | | 3.87%, 07/23/2060 | | | 5,104,150 | |
| | | 815,000 | | | 4.30%, 04/29/2053 | | | 903,574 | |
| | | 530,000 | | | 4.50%, 04/16/2050 | | | 601,577 | |
| | | | | | | | | | |
| | | 6,801,203 | |
| | | | | | | | | | |
| | | Peru - 0.1% | |
| | | Peruvian Government International Bond | |
| | | 540,000 | | | 2.39%, 01/23/2026 | | | 557,593 | |
| | | 1,395,000 | | | 2.78%, 01/23/2031 | | | 1,420,068 | |
| | | 1,160,000 | | | 3.30%, 03/11/2041 | | | 1,170,974 | |
| | | | | | | | | | |
| | | 3,148,635 | |
| | | | | | | | | | |
| | | Philippines - 0.3% | |
EUR | | | 4,855,000 | | | Philippine Government International Bond 1.20%, 04/28/2033 | | | 5,749,736 | |
| | | | | | | | | | |
| | | Romania - 0.5% | |
| | | | | | Romanian Government International Bond | |
| | | 2,970,000 | | | 2.63%, 12/02/2040(1) | | | 3,489,335 | |
| | | 1,315,000 | | | 2.75%, 04/14/2041(7) | | | 1,547,673 | |
| | | 1,315,000 | | | 3.38%, 02/08/2038(7) | | | 1,707,090 | |
| | | 3,241,000 | | | 4.63%, 04/03/2049(7) | | | 4,863,568 | |
| | | | | | | | | | |
| | | 11,607,666 | |
| | | | | | | | | | |
| | | Russia - 0.3% | |
RUB | | | 636,260,000 | | | Russian Federal Bond - OFZ 5.90%, 03/12/2031 | | | 7,987,597 | |
| | | | | | | | | | |
| | | Saudi Arabia - 0.2% | |
$ | | | 5,467,000 | | | Saudi Government International Bond 2.25%, 02/02/2033(1) | | | 5,310,917 | |
| | | | | | | | | | |
| | | Senegal - 0.1% | |
| | | Senegal Government International Bond | |
EUR | | | 785,000 | | | 4.75%, 03/13/2028(7) | | | 969,452 | |
$ | | | 2,115,000 | | | 6.25%, 05/23/2033(7) | | | 2,228,745 | |
| | | | | | | | | | |
| | | 3,198,197 | |
| | | | | | | | | | |
| | | Serbia - 0.2% | |
EUR | | | 3,030,000 | | | Serbia International Bond 1.65%, 03/03/2033(1) | | | 3,514,068 | |
| | | | | | | | | | |
| | | Tunisia - 0.1% | |
| | | 1,805,000 | | | Banque Centrale de Tunisie International Bond 6.75%, 10/31/2023(1) | | | 2,065,540 | |
| | | | | | | | | | |
| | | United Arab Emirates - 0.1% | |
$ | | | 2,455,000 | | | Finance Department Government of Sharjah 3.63%, 03/10/2033(1) | | | 2,479,034 | |
| | | | | | | | | | |
| | |
| | | Total Foreign Government Obligations (cost $148,271,149) | | $ | 147,938,659 | |
| | | | | | | | | | |
|
MUNICIPAL BONDS - 1.2% | |
| | | | | Development - 0.3% | |
$ | | | 6,455,000 | | | New York Transportation Dev Corp. Rev 4.25%, 09/01/2035 | | $ | 7,151,090 | |
| | | | | | | | | | |
| | | Education - 0.2% | |
| | | Chicago, IL, Board of Education, GO | |
| | | 365,000 | | | 6.04%, 12/01/2029 | | | 428,876 | |
| | | 1,115,000 | | | 6.14%, 12/01/2039 | | | 1,361,530 | |
| | | 1,750,000 | | | 6.32%, 11/01/2029 | | | 2,146,103 | |
| | | | | | | | | | |
| | | 3,936,509 | |
| | | | | | | | | | |
| | | General - 0.5% | |
| | | 4,130,000 | | | Florida State Board of Administration Finance Co. 1.26%, 07/01/2025 | | | 4,169,682 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
MUNICIPAL BONDS - 1.2% - (continued) | |
| | | General - 0.5% - (continued) | |
$ | | | 5,445,000 | | | Philadelphia, PA, Auth Industrial Dev (NATL Insured) 6.55%, 10/15/2028 | | $ | 7,076,750 | |
| | | | | | | | | | |
| | | 11,246,432 | |
| | | | | | | | | | |
| | | General Obligation - 0.1% | |
| | | 110,000 | | | California State, GO Taxable 7.30%, 10/01/2039(6) | | | 176,045 | |
| | | 170,000 | | | State of Connecticut, GO 3.00%, 07/01/2021 | | | 170,000 | |
| | | State of Illinois, GO | |
| | | 1,951,345 | | | 4.95%, 06/01/2023(6) | | | 2,085,557 | |
| | | 280,000 | | | 5.00%, 01/01/2023 | | | 293,924 | |
| | | 980,000 | | | 5.95%, 04/01/2022 | | | 1,017,049 | |
| | | | | | | | | | |
| | | 3,742,575 | |
| | | | | | | | | | |
| | | Transportation - 0.0% | |
| | | 720,000 | | | Chicago, IL, Transit Auth 3.91%, 12/01/2040 | | | 811,355 | |
| | | | | | | | | | |
| | | Utility - Electric - 0.1% | |
| | | 1,544,000 | | | Municipal Electric Auth, GA 6.64%, 04/01/2057 | | | 2,339,591 | |
| | | | | | | | | | |
| | |
| | | Total Municipal Bonds (cost $26,451,349) | | $ | 29,227,552 | |
| | | | | | | | | | |
|
SENIOR FLOATING RATE INTERESTS - 4.4%(10) | |
| | | Advertising - 0.0% | |
$ | | | 304,575 | | | Clear Channel Outdoor Holdings, Inc. 3.69%, 08/21/2026, 1 mo. USD LIBOR + 3.500% | | $ | 297,089 | |
| | | | | | | | | | |
| | | Aerospace/Defense - 0.1% | |
| | | 373,125 | | | Great Outdoors Group LLC 5.00%, 03/05/2028, 1 mo. USD LIBOR + 4.250% | | | 374,058 | |
| | | 99,500 | | | Spirit Aerosystems, Inc. 6.00%, 01/15/2025, 1 mo. USD LIBOR + 5.250% | | | 100,039 | |
| | | 559,427 | | | TransDigm, Inc. 2.35%, 12/09/2025, 1 mo. USD LIBOR + 2.250% | | | 550,733 | |
| | | 345,963 | | | Tronox Finance LLC 2.63%, 03/11/2028, 1 mo. USD LIBOR + 2.250% | | | 343,493 | |
| | | 104,738 | | | Watlow Electric Manufacturing Co. 4.50%, 03/02/2028, 1 mo. USD LIBOR + 4.000% | | | 104,955 | |
| | | | | | | | | | |
| | | 1,473,278 | |
| | | | | | | | | | |
| | | Airlines - 0.0% | |
| | | 245,000 | | | AAdvantage Loyalty IP Ltd. 5.50%, 04/20/2028, 1 mo. USD LIBOR + 4.750% | | | 255,228 | |
| | | 275,800 | | | Kestrel Bidco, Inc. 4.00%, 12/11/2026, 3 mo. USD LIBOR + 3.000% | | | 270,284 | |
| | | 180,000 | | | Mileage Plus Holdings LLC 6.25%, 06/20/2027, 1 mo. USD LIBOR + 5.250% | | | 192,089 | |
| | | 210,000 | | | SkyMiles IP Ltd. 4.75%, 10/20/2027, 3 mo. USD LIBOR + 3.750% | | | 221,695 | |
| | | | | | | | | | |
| | | 939,296 | |
| | | | | | | | | | |
| | | Apparel - 0.0% | |
| | | 245,000 | | | Birkenstock GmbH & Co. KG 0.00%, 04/27/2028(11) | | | 244,897 | |
| | | 99,091 | | | SRAM LLC 0.00%, 05/12/2028(11) | | | 98,596 | |
| | | | | | | | | | |
| | | 343,493 | |
| | | | | | | | | | |
| | | Asset-Backed - Finance & Insurance - 0.0% | |
| | | 136,843 | | | By Crown Parent LLC 4.00%, 01/30/2026, 1 mo. USD LIBOR + 3.000% | | | 136,672 | |
| | | | | | | | | | |
| | | Auto Manufacturers - 0.0% | |
| | | 149,962 | | | Navistar International Corp. 3.60%, 11/06/2024, 3 mo. USD LIBOR + 3.500% | | | 149,962 | |
| | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2021 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
SENIOR FLOATING RATE INTERESTS - 4.4%(10) - (continued) | |
| | | Auto Parts & Equipment - 0.2% | |
$ | | | 150,000 | | | Adient U.S. LLC 3.60%, 04/08/2028, 1 mo. USD LIBOR + 3.500% | | $ | 149,954 | |
| | | 3,333,955 | | | Altra Industrial Motion Corp. 2.10%, 10/01/2025, 3 mo. USD LIBOR + 2.000% | | | 3,312,084 | |
| | | Clarios Global L.P. | |
EUR | | | 686,394 | | | 3.25%, 04/30/2026, 3 mo. EURIBOR + 3.250% | | | 807,380 | |
$ | | | 431,611 | | | 3.35%, 04/30/2026, 1 mo. USD LIBOR + 3.250% | | | 427,295 | |
| | | 83,078 | | | First Brands 6.00%, 03/30/2027, 1 mo. USD LIBOR + 5.000% | | | 83,944 | |
| | | 155,000 | | | First Brands Group LLC 9.50%, 03/30/2028, 1 mo. USD LIBOR + 8.500% | | | 156,162 | |
| | | | | | | | | | |
| | | 4,936,819 | |
| | | | | | | | | | |
| | | Beverages - 0.0% | |
| | | 195,000 | | | MajorDrive Holdings LLC 4.50%, 06/01/2028, 1 mo. USD LIBOR + 4.000% | | | 195,060 | |
| | | 538,201 | | | Sunshine Luxembourg S.a.r.l. 4.50%, 10/02/2026, 1 mo. USD LIBOR + 3.750% | | | 539,848 | |
| | | | | | | | | | |
| �� | | 734,908 | |
| | | | |
| | | Chemicals - 0.2% | |
| | | 3,522,223 | | | Axalta Coating Systems U.S. Holdings, Inc. 1.90%, 06/01/2024, 3 mo. USD LIBOR + 1.750% | | | 3,497,708 | |
EUR | | | 345,986 | | | CeramTec AcquiCo GmbH 2.50%, 03/08/2025, 3 mo. EURIBOR + 2.500% | | | 401,810 | |
$ | | | 121,562 | | | LTI Holdings, Inc. 3.60%, 09/06/2025, 3 mo. USD LIBOR + 3.500% | | | 119,806 | |
| | | Starfruit Finco B.V | |
EUR | | | 94,413 | | | 3.00%, 10/01/2025, 3 mo. EURIBOR + 3.000% | | | 111,272 | |
$ | | | 92,220 | | | 3.13%, 10/01/2025, 1 mo. USD LIBOR + 2.750% | | | 91,471 | |
| | | 98,500 | | | Univar, Inc. 2.10%, 07/01/2026, 1 mo. USD LIBOR + 2.000% | | | 98,131 | |
| | | | | | | | | | |
| | | 4,320,198 | |
| | | | |
| | | Commercial Services - 0.4% | |
| | | 289,275 | | | AlixPartners LLP 3.25%, 02/04/2028, 1 mo. USD LIBOR + 2.750% | | | 287,950 | |
| | | 205,729 | | | Allied Universal Holdco LLC 4.25%, 05/14/2028, 1 mo. USD LIBOR + 3.750% | | | 206,243 | |
| | | 273,735 | | | APX Group, Inc. 7.25%, 12/31/2025, 1 mo. USD LIBOR + 5.000% | | | 274,121 | |
| | | 120,313 | | | Ascend Learning LLC 4.00%, 07/12/2024, 3 mo. USD LIBOR + 3.000% | | | 120,187 | |
| | | 480,249 | | | AVSC Holding Corp. 4.25%, 03/01/2025, 3 mo. USD LIBOR + 3.250% | | | 439,538 | |
| | | 197,247 | | | Belron Finance U.S. LLC 2.44%, 10/30/2026, 1 mo. USD LIBOR + 2.250% | | | 195,829 | |
EUR | | | 285,000 | | | Biogroup-LCD 3.50%, 01/28/2028, 3 mo. EURIBOR + 3.500% | | | 335,827 | |
$ | | | 617,535 | | | Blackhawk Network Holdings, Inc. 3.10%, 06/15/2025, 3 mo. USD LIBOR + 3.000% | | | 609,902 | |
| | | 150,000 | | | Brown Group Holding LLC 0.00%, 06/07/2028(11) | | | 149,175 | |
| | | 633,848 | | | Deerfield Dakota Holding LLC 4.75%, 04/09/2027, 1 mo. USD LIBOR + 3.750% | | | 636,225 | |
| | | 732,891 | | | Dun & Bradstreet Corp. 3.35%, 02/08/2026, 1 mo. USD LIBOR + 3.250% | | | 729,109 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
SENIOR FLOATING RATE INTERESTS - 4.4%(10) - (continued) | |
| | | Commercial Services - 0.4% - (continued) | |
$ | | | 353,612 | | | Gainwell Acquisition Corp. 4.75%, 10/01/2027, 1 mo. USD LIBOR + 4.000% | | $ | 354,407 | |
EUR | | | 145,000 | | | LGC Group Holdings Ltd. 2.75%, 04/21/2027, 1 mo. EURIBOR + 2.750% | | | 169,668 | |
$ | | | 596,683 | | | Quikrete Holdings, Inc. 2.60%, 01/31/2027, 1 mo. USD LIBOR + 2.500% | | | 590,901 | |
EUR | | | 105,975 | | | Techem Verwaltungsgesellschaft 675 mbH 2.38%, 07/15/2025, 3 mo. EURIBOR + 2.375% | | | 124,299 | |
$ | | | 3,171,435 | | | Trans Union LLC 1.85%, 11/15/2026, 1 mo. USD LIBOR + 1.750% | | | 3,148,093 | |
| | | Verisure Holding AB | |
EUR | | | 570,000 | | | 0.00%, 03/27/2028, 3 mo. EURIBOR + 3.500%(11) | | | 673,539 | |
| | | 260,000 | | | 3.50%, 07/20/2026, 3 mo. EURIBOR + 3.500% | | | 307,318 | |
| | | | | | | | | | |
| | | 9,352,331 | |
| | | | |
| | | Construction Materials - 0.0% | |
$ | | | 428,504 | | | Cornerstone Building Brands, Inc. 3.75%, 04/12/2028, 1 mo. USD LIBOR + 3.250% | | | 427,861 | |
| | | | | | | | | | |
| | | Distribution/Wholesale - 0.2% | |
| | | 4,486,006 | | | American Builders & Contractors Supply Co., Inc. 2.10%, 01/15/2027, 1 mo. USD LIBOR + 2.000% | | | 4,451,239 | |
| | | | | | | | | | |
| | | Diversified Financial Services - 0.0% | |
| | | 151,125 | | | Aretec Group, Inc. 4.35%, 10/01/2025, 3 mo. USD LIBOR + 4.250% | | | 150,511 | |
| | | Crown Finance U.S., Inc. | |
EUR | | | 32,852 | | | 2.63%, 02/28/2025, 3 mo. EURIBOR + 2.625% | | | 34,150 | |
$ | | | 181,489 | | | 3.50%, 02/28/2025, 1 mo. USD LIBOR + 2.500% | | | 159,560 | |
| | | 136,850 | | | Minotaur Acquisition, Inc. 4.85%, 03/29/2026, 3 mo. USD LIBOR + 4.750% | | | 136,679 | |
| | | | | | | | | | |
| | | 480,900 | |
| | | | |
| | | Electrical Components & Equipment - 0.0% | |
| | | 263,277 | | | Brookfield WEC Holdings, Inc. 3.25%, 08/01/2025, 1 mo. USD LIBOR + 2.750% | | | 260,571 | |
| | | | | | | | | | |
| | | Energy-Alternate Sources - 0.0% | |
| | | 256,869 | | | BCP Renaissance Parent LLC 4.50%, 11/01/2024, 3 mo. USD LIBOR + 3.500% | | | 251,961 | |
| | | 96,500 | | | Medallion Midland Acquisition LLC 4.25%, 10/30/2024, 3 mo. USD LIBOR + 3.250% | | | 95,752 | |
| | | | | | | | | | |
| | | 347,713 | |
| | | | |
| | | Engineering & Construction - 0.1% | |
| | | 244,388 | | | ADMI Corp. 3.88%, 12/23/2027, 1 mo. USD LIBOR + 2.750% | | | 241,487 | |
| | | 720,000 | | | Brand Energy & Infrastructure Services, Inc. 5.25%, 06/21/2024, 3 mo. USD LIBOR + 4.250% | | | 707,738 | |
| | | | | | | | | | |
| | | 949,225 | |
| | | | |
| | | Entertainment - 0.0% | |
| | | 143,913 | | | Banijay Entertainment S.A.S 3.84%, 03/01/2025, 1 mo. USD LIBOR + 3.750% | | | 143,312 | |
| | | 446,538 | | | Scientific Games International, Inc. 2.85%, 08/14/2024, 1 mo. USD LIBOR + 2.750% | | | 443,190 | |
| | | | | | | | | | |
| | | 586,502 | |
| | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2021 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
SENIOR FLOATING RATE INTERESTS - 4.4%(10) - (continued) | |
| | | Food - 0.1% | |
$ | | | 182,583 | | | B&G Foods, Inc. 2.60%, 10/10/2026, 1 mo. USD LIBOR + 2.500% | | $ | 182,454 | |
| | | Froneri International Ltd. | |
| | | 163,350 | | | 2.35%, 01/31/2027, 1 mo. USD LIBOR + 2.250% | | | 160,777 | |
EUR | | | 170,000 | | | 2.38%, 01/31/2027, 3 mo. EURIBOR + 2.375% | | | 197,294 | |
$ | | | 483,551 | | | Hostess Brands LLC 3.00%, 08/03/2025, 1 mo. USD LIBOR + 2.250% | | | 481,134 | |
| | | U.S. Foods, Inc. | |
| | | 441,291 | | | 1.85%, 06/27/2023, 1 mo. USD LIBOR + 1.750% | | | 436,693 | |
| | | 245,625 | | | 2.10%, 09/13/2026, 3 mo. USD LIBOR + 2.000% | | | 241,744 | |
| | | | | | | | | | |
| | | 1,700,096 | |
| | | | |
| | | Food Service - 0.0% | |
| | | Aramark Services, Inc. | |
| | | 111,920 | | | 1.85%, 03/11/2025, 1 mo. USD LIBOR + 1.750% | | | 110,613 | |
| | | 108,625 | | | 1.85%, 01/15/2027, 1 mo. USD LIBOR + 1.750% | | | 107,222 | |
| | | | | | | | | | |
| | | 217,835 | |
| | | | |
| | | Hand/Machine Tools - 0.0% | |
| | | 238,800 | | | Applecaramel Buyer LLC 4.50%, 10/19/2027, 1 mo. USD LIBOR + 4.000% | | | 239,098 | |
| | | | | | | | | | |
| | | Healthcare - Products - 0.1% | |
| | | Avantor Funding, Inc. | |
EUR | | | 175,000 | | | 0.00%, 06/12/2028(11) | | | 207,792 | |
$ | | | 497,500 | | | 3.25%, 11/06/2027, 1 mo. USD LIBOR + 2.250% | | | 497,291 | |
| | | 185,625 | | | Lifescan Global Corp. 6.20%, 10/01/2024, 3 mo. USD LIBOR + 6.000% | | | 183,769 | |
| | | 360,000 | | | Organon & Co 0.00%, 06/02/2028(11) | | | 360,227 | |
| | | 120,000 | | | WW International, Inc. 4.00%, 04/13/2028, 1 mo. USD LIBOR + 3.500% | | | 120,300 | |
| | | | | | | | | | |
| | | 1,369,379 | |
| | | | |
| | | Healthcare - Services - 0.1% | |
| | | 180,000 | | | ADMI Corp. 0.00%, 12/23/2027(11) | | | 179,663 | |
| | | 109,443 | | | Ensemble RCM LLC 3.94%, 08/01/2026, 3 mo. USD LIBOR + 3.750% | | | 109,466 | |
| | | 268,125 | | | Envision Healthcare Corp. 3.85%, 10/10/2025, 3 mo. USD LIBOR + 3.750% | | | 228,885 | |
| | | 99,748 | | | eResearchTechnology, Inc. 5.50%, 02/04/2027, 1 mo. USD LIBOR + 4.500% | | | 100,138 | |
| | | 247,237 | | | EyeCare Partners LLC 3.85%, 02/20/2027, 1 mo. USD LIBOR + 3.750% | | | 244,859 | |
| | | 135,000 | | | Icon Luxembourg S.a.r.l 0.00%, 06/16/2028(11) | | | 135,190 | |
| | | 120,000 | | | Insulet Corp. 3.75%, 05/04/2028, 1 mo. USD LIBOR + 3.250% | | | 120,076 | |
EUR | | | 213,400 | | | IQVIA, Inc. 2.00%, 06/11/2025, 3 mo. EURIBOR + 2.000% | | | 251,301 | |
$ | | | 295,780 | | | MED ParentCo L.P. 4.35%, 08/31/2026, 1 mo. USD LIBOR + 4.250% | | | 295,579 | |
| | | 393,198 | | | MPH Acquisition Holdings LLC 3.75%, 06/07/2023, 1 mo. USD LIBOR + 2.750% | | | 392,038 | |
| | | 98,791 | | | Pathway Vet Alliance LLC 3.85%, 03/31/2027, 1 mo. USD LIBOR + 3.750% | | | 98,489 | |
| | | 418,950 | | | PPD, Inc. 2.75%, 01/13/2028, 1 mo. USD LIBOR + 2.250% | | | 418,229 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
SENIOR FLOATING RATE INTERESTS - 4.4%(10) - (continued) | |
| | | Healthcare - Services - 0.1% - (continued) | |
$ | | | 284,288 | | | Surgery Center Holdings, Inc. 4.50%, 08/31/2026, 1 mo. USD LIBOR + 3.750% | | $ | 285,308 | |
| | | | | | | | | | |
| | | 2,859,221 | |
| | | | |
| | | Household Products - 0.0% | |
| | | 284,675 | | | Diamond (BC) B.V. 3.19%, 09/06/2024, 3 mo. USD LIBOR + 3.000% | | | 282,956 | |
| | | 285,750 | | | Revlon Consumer Products Corp. 4.25%, 09/07/2023, 1 mo. USD LIBOR + 3.500% | | | 157,163 | |
| | | 86,629 | | | Reynolds Consumer Products LLC 1.85%, 02/04/2027, 1 mo. USD LIBOR + 1.750% | | | 85,892 | |
| | | | | | | | | | |
| | | 526,011 | |
| | | | |
| | | Housewares - 0.0% | |
| | | 225,000 | | | Hayward Industries, Inc. 0.00%, 05/12/2028(11) | | | 224,368 | |
| | | | | | | | | | |
| | | Insurance - 0.1% | |
| | | 322,057 | | | Acrisure LLC 3.60%, 02/15/2027, 1 mo. USD LIBOR + 3.500% | | | 318,299 | |
| | | Asurion LLC | |
| | | 366,165 | | | 3.10%, 11/03/2023, 1 mo. USD LIBOR + 3.000% | | | 364,108 | |
| | | 595,588 | | | 3.35%, 12/23/2026, 1 mo. USD LIBOR + 3.250% | | | 588,518 | |
| | | 180,000 | | | 5.35%, 02/03/2028, 1 mo. USD LIBOR + 5.250% | | | 181,274 | |
| | | 416,715 | | | Hub International Ltd. 2.93%, 04/25/2025, 1 mo. USD LIBOR + 2.750% | | | 411,877 | |
| | | Sedgwick Claims Management Services, Inc. | |
| | | 277,875 | | | 3.35%, 12/31/2025, 3 mo. USD LIBOR + 3.250% | | | 274,749 | |
| | | 539,000 | | | 3.85%, 09/03/2026, 1 mo. USD LIBOR + 3.750% | | | 537,803 | |
| | | | | | | | | | |
| | | 2,676,628 | |
| | | | |
| | | IT Services - 0.2% | |
| | | 180,000 | | | Endure Digital, Inc. 4.25%, 02/10/2028, 3 mo. USD LIBOR + 3.500% | | | 179,025 | |
| | | 3,511,990 | | | Science Applications International Corp. 1.98%, 10/31/2025, 1 mo. USD LIBOR + 1.875% | | | 3,501,032 | |
| | | 870,721 | | | Tempo Acquisition LLC 3.75%, 10/31/2026, 1 mo. USD LIBOR + 3.250% | | | 871,627 | |
| | | | | | | | | | |
| | | 4,551,684 | |
| | | | |
| | | Leisure Time - 0.2% | |
| | | Caesars Resort Collection LLC | |
| | | 429,581 | | | 2.85%, 12/22/2024, 3 mo. USD LIBOR + 2.750% | | | 425,667 | |
| | | 168,725 | | | 4.60%, 07/20/2025, 1 mo. USD LIBOR + 4.500% | | | 169,147 | |
| | | 222,750 | | | Carnival Corp. 3.75%, 06/30/2025, 1 mo. USD LIBOR + 7.500% | | | 227,855 | |
| | | 795,546 | | | Delta (LUX) S.a.r.l. 3.50%, 02/01/2024, 3 mo. USD LIBOR + 2.500% | | | 790,701 | |
| | | 688,750 | | | Golden Entertainment, Inc. 3.75%, 10/20/2024, 3 mo. USD LIBOR + 3.000% | | | 683,584 | |
| | | 228,850 | | | IRB Holding Corp. 4.25%, 12/15/2027, 1 mo. USD LIBOR + 3.250% | | | 228,708 | |
| | | 280,000 | | | Jazz Financing Lux S.a.r.l. 4.00%, 04/22/2028, 1 mo. USD LIBOR + 3.500% | | | 280,787 | |
| | | 126,602 | | | Penn National Gaming, Inc. 3.00%, 10/15/2025, 3 mo. USD LIBOR + 2.250% | | | 126,144 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2021 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
SENIOR FLOATING RATE INTERESTS - 4.4%(10) - (continued) | |
| | | Leisure Time - 0.2% - (continued) | |
$ | | | 325,000 | | | Polaris Newco LLC 4.50%, 06/04/2028, 1 mo. USD LIBOR + 4.000% | | $ | 325,774 | |
| | | 90,961 | | | UFC Holdings LLC 3.75%, 04/29/2026, 1 mo. USD LIBOR + 3.000% | | | 90,805 | |
| | | | | | | | | | |
| | | 3,349,172 | |
| | | | |
| | | Lodging - 0.0% | |
| | | 262,379 | | | Boyd Gaming Corp. 2.34%, 09/15/2023, 3 mo. USD LIBOR + 2.250% | | | 261,952 | |
| | | | | | | | | | |
| | | Machinery - Construction & Mining - 0.0% | |
EUR | | | 125,000 | | | Concorde Midco Ltd. 4.00%, 03/01/2028 | | | 148,002 | |
$ | | | 163,554 | | | Pro Mach Group, Inc. 4.50%, 03/07/2025, 1 mo. USD LIBOR + 3.500% | | | 163,453 | |
| | | | | | | | | | |
| | | 311,455 | |
| | | | |
| | | Machinery - Diversified - 0.0% | |
| | | 340,000 | | | ACProducts, Inc. 4.75%, 05/17/2028, 1 mo. USD LIBOR + 4.250% | | | 338,059 | |
| | | | | | | | | | |
| | | Media - 0.3% | |
EUR | | | 160,000 | | | Adevinta ASA 0.00%, 04/20/2028, 3 mo. EURIBOR + 3.250%(11) | | | 189,504 | |
$ | | | 221,464 | | | Alliance Laundry Systems LLC 4.25%, 10/08/2027, 1 mo. USD LIBOR + 3.500% | | | 221,637 | |
| | | 340,000 | | | Cable One, Inc. 2.10%, 05/03/2028, 1 mo. USD LIBOR + 2.000% | | | 338,470 | |
| | | 1,198,516 | | | Charter Communications Operating LLC 1.86%, 02/01/2027, 1 mo. USD LIBOR + 1.750% | | | 1,189,527 | |
| | | 436,722 | | | CSC Holdings LLC 2.57%, 04/15/2027, 1 mo. USD LIBOR + 2.500% | | | 432,119 | |
| | | E.W. Scripps Co. | |
| | | 296,989 | | | 3.31%, 05/01/2026, 1 mo. USD LIBOR + 2.563% | | | 295,751 | |
| | | 93,250 | | | 3.75%, 01/07/2028, 1 mo. USD LIBOR + 3.000% | | | 93,133 | |
| | | 436,432 | | | Gray Television, Inc. 2.59%, 01/02/2026, 3 mo. USD LIBOR + 2.500% | | | 434,088 | |
| | | 3,297 | | | Houghton Mifflin Harcourt Publishing Co. 7.25%, 11/22/2024, 1 mo. USD LIBOR + 6.250% | | | 3,298 | |
| | | 459,864 | | | MTN Infrastructure TopCo, Inc. 4.00%, 11/17/2024, 3 mo. USD LIBOR + 3.000% | | | 459,354 | |
| | | 220,266 | | | Shutterfly, Inc. 7.00%, 09/25/2026, 1 mo. USD LIBOR + 6.000% | | | 220,462 | |
| | | 184,219 | | | Sinclair Television Group, Inc. 2.61%, 09/30/2026, 1 mo. USD LIBOR + 2.500% | | | 181,513 | |
| | | 226,562 | | | Terrier Media Buyer, Inc. 3.60%, 12/17/2026, 1 mo. USD LIBOR + 3.500% | | | 225,302 | |
| | | 575,000 | | | UPC Financing Partnership 3.07%, 01/31/2029, 1 mo. USD LIBOR + 3.000% | | | 570,975 | |
| | | 347,382 | | | Vertical U.S. Newco, Inc. 4.48%, 07/30/2027, 6 mo. USD LIBOR + 4.250% | | | 347,527 | |
EUR | | | 260,000 | | | Virgin Media Bristol LLC 3.25%, 01/31/2029, 3 mo. EURIBOR + 3.250% | | | 307,558 | |
$ | | | 222,164 | | | William Morris Endeavor Entertainment LLC 2.86%, 05/18/2025, 3 mo. USD LIBOR + 2.750% | | | 217,720 | |
| | | | | | | | | | |
| | | 5,727,938 | |
| | | | |
| | | Metal Fabricate/Hardware - 0.0% | |
| | | 290,984 | | | Circor International, Inc. 4.25%, 12/11/2024, 1 mo. USD LIBOR + 3.250% | | | 289,165 | |
| | | | | | | | | | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
SENIOR FLOATING RATE INTERESTS - 4.4%(10) - (continued) | |
| | | Miscellaneous Manufacturing - 0.2% | |
$ | | | 3,809,641 | | | Ingersoll-Rand Services Co. 1.85%, 02/28/2027, 1 mo. USD LIBOR + 1.750% | | $ | 3,763,087 | |
| | | 271,537 | | | Momentive Performance Materials USA LLC 3.36%, 05/15/2024, 3 mo. USD LIBOR + 3.250% | | | 269,614 | |
| | | 250 | | | Tamko Building Products LLC 3.10%, 05/31/2026, 1 mo. USD LIBOR + 3.000% | | | 249 | |
| | | 514,938 | | | USI, Inc. 3.15%, 05/16/2024, 3 mo. USD LIBOR + 3.000% | | | 509,871 | |
| | | | | | | | | | |
| | | 4,542,821 | |
| | | | |
| | | Oil & Gas - 0.0% | |
| | | BCP Raptor LLC | |
| | | 112,679 | | | 4.85%, 11/03/2025, 3 mo. USD LIBOR + 4.750% | | | 110,397 | |
| | | 152,380 | | | 5.25%, 06/30/2024, 3 mo. USD LIBOR + 4.250% | | | 150,814 | |
| | | 307,818 | | | NorthRiver Midstream Finance L.P. 3.45%, 10/01/2025, 3 mo. USD LIBOR + 3.250% | | | 304,996 | |
| | | 740,607 | | | PES Holdings LLC 0.00%, 12/31/2022(11)(12) | | | 7,406 | |
| | | 110,131 | | | Traverse Midstream Partners LLC 6.50%, 09/27/2024, 1 mo. USD LIBOR + 5.500% | | | 110,476 | |
| | | | | | | | | | |
| | | 684,089 | |
| | | | |
| | | Oil & Gas Services - 0.0% | |
| | | 147,372 | | | Lower Cadence Holdings LLC 4.10%, 05/22/2026, 3 mo. USD LIBOR + 4.000% | | | 146,267 | |
| | | 524,300 | | | UGI Energy Services LLC 3.85%, 08/13/2026, 1 mo. USD LIBOR + 3.750% | | | 523,645 | |
| | | | | | | | | | |
| | | 669,912 | |
| | | | |
| | | Packaging & Containers - 0.1% | |
| | | 543,005 | | | Flex Acquisition Co., Inc. 4.00%, 03/02/2028, 1 mo. USD LIBOR + 3.500% | | | 540,404 | |
| | | 99,750 | | | NIC Acquisition Corp. 4.50%, 12/29/2027, 1 mo. USD LIBOR + 3.750% | | | 99,470 | |
| | | 336,469 | | | Proampac PG Borrower LLC 4.75%, 11/03/2025, 1 mo. USD LIBOR + 4.000% | | | 335,880 | |
| | | 202,705 | | | Reynolds Group Holdings, Inc. 2.85%, 02/05/2023, 1 mo. USD LIBOR + 2.750% | | | 202,198 | |
| | | TricorBraun Holdings, Inc. | |
| | | 40,398 | | | 3.25%, 03/03/2028, 3 mo. USD LIBOR + 3.250%(13) | | | 40,080 | |
| | | 179,602 | | | 3.75%, 03/03/2028, 3 mo. USD LIBOR + 3.250% | | | 178,189 | |
| | | | | | | | | | |
| | | 1,396,221 | |
| | | | |
| | | Pharmaceuticals - 0.4% | |
| | | 374,288 | | | Bausch Health Cos., Inc. 3.10%, 06/01/2025, 3 mo. USD LIBOR + 3.000% | | | 372,559 | |
EUR | | | 130,000 | | | EG Group Ltd. 0.00%, 04/10/2027(11) | | | 154,032 | |
$ | | | 3,873,509 | | | Elanco Animal Health, Inc. 1.84%, 08/01/2027, 1 mo. USD LIBOR + 1.750% | | | 3,812,191 | |
| | | 790,254 | | | Endo Luxembourg Finance Co. S.a r.l. 5.75%, 03/25/2028, 1 mo. USD LIBOR + 5.000% | | | 761,362 | |
| | | 124,688 | | | Horizon Therapeutics USA, Inc. 2.50%, 03/15/2028, 1 mo. USD LIBOR + 2.000% | | | 123,791 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2021 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
SENIOR FLOATING RATE INTERESTS - 4.4%(10) - (continued) | |
| | | Pharmaceuticals - 0.4% - (continued) | |
$ | | | 3,535,000 | | | IQVIA, Inc. 1.85%, 03/07/2024, 1 mo. USD LIBOR + 1.750% | | $ | 3,513,790 | |
| | | | | | | | | | |
| | | 8,737,725 | |
| | | | |
| | | Real Estate - 0.0% | |
EUR | | | 185,000 | | | Boels Topholding B.V. 3.75%, 02/06/2027, 3 mo. EURIBOR + 4.000% | | | 218,267 | |
$ | | | 486,364 | | | VICI Properties LLC 1.84%, 12/22/2024, 1 mo. USD LIBOR + 1.750% | | | 482,054 | |
| | | | | | | | | | |
| | | 700,321 | |
| | | | |
| | | Retail - 0.5% | |
| | | 5,967,735 | | | B.C. Unlimited Liability Co. 1.85%, 11/19/2026, 1 mo. USD LIBOR + 1.750% | | | 5,881,024 | |
| | | 119,700 | | | Belron Finance U.S. LLC 3.25%, 04/13/2028 | | | 119,451 | |
EUR | | | 110,000 | | | Blitz GmbH 3.50%, 04/28/2028, 1 mo. USD LIBOR + 3.500% | | | 130,091 | |
$ | | | 238,812 | | | Coty, Inc. 2.33%, 04/05/2025, 3 mo. USD LIBOR + 2.250% | | | 229,577 | |
| | | 144,760 | | | EG Group Limited 0.00%, 03/31/2026, 1 mo. USD LIBOR(11) | | | 144,760 | |
| | | 105,000 | | | Foundation Building Materials Holding Co. LLC 3.75%, 01/29/2028, 1 mo. USD LIBOR + 3.250% | | | 104,257 | |
| | | 704,508 | | | Harbor Freight Tools USA, Inc. 3.75%, 10/19/2027, 1 mo. USD LIBOR + 3.000% | | | 704,036 | |
| | | 1,902,788 | | | KFC Holding Co. 1.83%, 03/15/2028, 1 mo. USD LIBOR + 1.750% | | | 1,902,103 | |
| | | LBM Acquisition LLC | |
| | | 216,154 | | | 0.00%, 12/17/2027, 1 mo. USD LIBOR + 3.750%(11) | | | 214,297 | |
| | | 91,667 | | | 0.00%, 12/17/2027(11)(13) | | | 90,865 | |
| | | 147,323 | | | 4.50%, 12/17/2027, 1 mo. USD LIBOR + 3.750% | | | 146,187 | |
| | | 328,350 | | | Les Schwab Tire Centers 4.25%, 11/02/2027, 1 mo. USD LIBOR + 3.500% | | | 327,940 | |
| | | 335,000 | | | Michaels Cos., Inc. 5.00%, 04/15/2028, 1 mo. USD LIBOR + 4.250% | | | 336,219 | |
| | | 160,000 | | | PetSmart, Inc. 4.50%, 02/12/2028, 1 mo. USD LIBOR + 3.750% | | | 160,040 | |
| | | 130,950 | | | Rodan & Fields LLC 4.07%, 06/07/2025, 3 mo. USD LIBOR + 4.000% | | | 103,886 | |
| | | 490,000 | | | SRS Distribution Inc. 0.00%, 06/02/2028(11) | | | 489,456 | |
| | | 378,390 | | | Staples, Inc. 5.18%, 04/12/2026, 3 mo. USD LIBOR + 5.000% | | | 368,223 | |
| | | | | | | | | | |
| | | 11,452,412 | |
| | | | |
| | | Software - 0.8% | |
| | | 320,355 | | | CCC Information Services, Inc. 4.00%, 04/27/2024, 1 mo. USD LIBOR + 3.000% | | | 320,179 | |
| | | 513,713 | | | Change Healthcare Holdings LLC 3.50%, 03/01/2024, 1 mo. USD LIBOR + 2.500% | | | 513,045 | |
| | | 440,631 | | | DCert Buyer, Inc. 4.10%, 10/16/2026, 3 mo. USD LIBOR + 4.000% | | | 440,817 | |
| | | 337,081 | | | Epicor Software Corp. 4.00%, 07/31/2027, 1 mo. USD LIBOR + 3.250% | | | 336,562 | |
| | | 502,450 | | | Finastra USA, Inc. 4.50%, 06/13/2024, 3 mo. USD LIBOR + 3.500% | | | 494,235 | |
| | | 2,485,000 | | | Fleetcor Technologies Operating Co. LLC 0.00%, 04/28/2028, 1 mo. USD LIBOR + 1.750%(11) | | | 2,479,831 | |
| | | Go Daddy Operating Co. LLC | |
| | | 3,488,594 | | | 1.85%, 02/15/2024, 1 mo. USD LIBOR + 1.750% | | | 3,459,395 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
SENIOR FLOATING RATE INTERESTS - 4.4%(10) - (continued) | |
| | | Software - 0.8% - (continued) | |
$ | | | 202,950 | | | 2.10%, 08/10/2027, 1 mo. USD LIBOR + 2.000% | | $ | 201,586 | |
| | | 792,286 | | | Hyland Software, Inc. 4.25%, 07/01/2024, 1 mo. USD LIBOR + 3.500% | | | 792,943 | |
| | | 165,000 | | | Ingram Micro, Inc. 0.00%, 03/31/2028(11) | | | 165,206 | |
| | | 99,247 | | | Navicure, Inc.4.10%, 10/23/2026, 1 mo. USD LIBOR + 4.000% | | | 99,325 | |
| | | 219,450 | | | Peraton Holding Corp.4.50%, 02/01/2028, 1 mo. USD LIBOR + 3.750% | | | 219,907 | |
| | | 170,000 | | | Proofpoint, Inc.0.00%, 06/09/2028(11) | | | 168,960 | |
| | | 136,500 | | | Quest Software U.S. Holdings, Inc. 4.44%, 05/18/2025, 3 mo. USD LIBOR + 4.250% | | | 136,310 | |
| | | 305,000 | | | RealPage, Inc. 3.75%, 04/22/2028, 1 mo. USD LIBOR + 3.250% | | | 303,933 | |
| | | 1,089,885 | | | SS&C European Holdings S.a.r.l. 1.85%, 04/16/2025, 1 mo. USD LIBOR + 1.750% | | | 1,076,261 | |
| | | 2,608,334 | | | SS&C Technologies, Inc. 1.85%, 04/16/2025, 1 mo. USD LIBOR + 1.750% | | | 2,576,282 | |
| | | Ultimate Software Group, Inc. | |
| | | 137,550 | | | 3.85%, 05/03/2026, 3 mo. USD LIBOR + 3.750% | | | 137,564 | |
| | | 203,465 | | | 4.00%, 05/03/2026, 1 mo. USD LIBOR + 3.250% | | | 203,583 | |
| | | 4,129,650 | | | WEX, Inc. 2.35%, 04/01/2028, 1 mo. USD LIBOR + 2.250% | | | 4,096,117 | |
| | | 541,778 | | | Zelis Healthcare Corp. 3.59%, 09/30/2026, 1 mo. USD LIBOR + 3.500% | | | 539,881 | |
| | | | | | | | | | |
| | | 18,761,922 | |
| | | | |
| | | Telecommunications - 0.1% | |
| | | 680,011 | | | Altice France S.A. 3.87%, 01/31/2026, 3 mo. USD LIBOR + 3.688% | | | 673,721 | |
| | | 230,000 | | | Artera Services LLC 0.00%, 03/06/2025(11) | | | 228,850 | |
| | | 167,450 | | | CenturyLink, Inc. 2.35%, 03/15/2027, 1 mo. USD LIBOR + 2.250% | | | 165,064 | |
| | | 244,388 | | | Frontier Communications Corp. 4.50%, 10/08/2027, 1 mo. USD LIBOR + 3.750% | | | 244,388 | |
| | | 202,397 | | | Level 3 Financing, Inc. 1.85%, 03/01/2027, 1 mo. USD LIBOR + 1.750% | | | 199,171 | |
EUR | | | 200,000 | | | Lorca Finco plc 4.25%, 09/17/2027, 6 mo. EURIBOR + 4.250% | | | 237,209 | |
$ | | | 320,000 | | | Telenet Financing USD LLC 2.07%, 04/30/2028, 6 mo. USD LIBOR + 2.000% | | | 315,360 | |
| | | 155,600 | | | Zacapa LLC 4.70%, 07/03/2025, 3 mo. USD LIBOR + 4.500% | | | 155,872 | |
| | | Zayo Group Holdings, Inc. | |
| | | 258,329 | | | 3.10%, 03/09/2027, 1 mo. USD LIBOR + 3.000% | | | 255,444 | |
EUR | | | 98,750 | | | 3.25%, 03/09/2027, 3 mo. EURIBOR + 3.250% | | | 116,288 | |
| | | | | | | | | | |
| | | 2,591,367 | |
| | | | |
| | | Transportation - 0.0% | |
$ | | | 109,725 | | | CP Atlas Buyer, Inc. 4.25%, 11/23/2027, 1 mo. USD LIBOR + 3.750% | | | 109,371 | |
| | | 99,750 | | | PODS LLC 3.75%, 03/31/2028, 1 mo. USD LIBOR + 3.000% | | | 99,501 | |
| | | 259,350 | | | United Airlines, Inc. 4.50%, 04/21/2028, 1 mo. USD LIBOR + 3.750% | | | 262,519 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2021 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
SENIOR FLOATING RATE INTERESTS - 4.4%(10) - (continued) | |
| | | Transportation - 0.0% - (continued) | |
EUR | | | 100,000 | | | Zephyr German BidCo GmbH 3.75%, 03/10/2028, 3 mo. EURIBOR + 3.750% | | $ | 118,946 | |
| | | | | | | | | | |
| | | 590,337 | |
| | | | |
| | | |
| | | | | | Total Senior Floating Rate Interests (cost $105,870,337) | | $ | 104,957,245 | |
| | | | | | | |
|
U.S. GOVERNMENT AGENCIES - 40.6% | |
| | | | | Mortgage-Backed Agencies - 40.6% | |
| | | | | FHLMC - 3.6% | |
$ | | | 75,239 | | | 0.00%, 11/15/2036(14)(15) | | $ | 71,821 | |
| | | 20,767,214 | | | 0.74%, 03/25/2027(3)(5) | | | 651,858 | |
| | | 4,908,794 | | | 0.75%, 10/25/2026(3)(5) | | | 145,703 | |
| | | 17,287,575 | | | 0.81%, 12/25/2030(3)(5) | | | 1,044,698 | |
| | | 10,412,756 | | | 0.89%, 06/25/2027(3)(5) | | | 413,885 | |
| | | 4,261,863 | | | 0.97%, 11/25/2030(3)(5) | | | 304,952 | |
| | | 7,833,681 | | | 1.12%, 11/25/2053(3)(5) | | | 639,285 | |
| | | 12,884,380 | | | 1.21%, 06/25/2030(3)(5) | | | 1,144,900 | |
| | | 6,273,876 | | | 1.68%, 05/25/2030(3)(5) | | | 763,738 | |
| | | 1,061,556 | | | 1.75%, 10/15/2042 | | | 1,085,448 | |
| | | 1,485,120 | | | 1.94%, 09/25/2049, 1 mo. USD LIBOR + 1.850%(1)(2) | | | 1,490,908 | |
| | | 3,684,753 | | | 2.44%, 02/25/2049, 1 mo. USD LIBOR + 2.350%(1)(2) | | | 3,722,741 | |
| | | 472,507 | | | 2.50%, 05/15/2028(5) | | | 27,950 | |
| | | 691,122 | | | 2.54%, 03/25/2049, 1 mo. USD LIBOR + 2.450%(1)(2) | | | 701,871 | |
| | | 1,182,205 | | | 3.00%, 03/15/2028(5) | | | 74,266 | |
| | | 1,367,033 | | | 3.00%, 08/01/2029 | | | 1,451,107 | |
| | | 548,771 | | | 3.00%, 05/15/2032(5) | | | 25,351 | |
| | | 3,990,412 | | | 3.00%, 10/01/2032 | | | 4,215,988 | |
| | | 542,673 | | | 3.00%, 03/15/2033(5) | | | 48,753 | |
| | | 2,675,759 | | | 3.00%, 04/01/2033 | | | 2,822,827 | |
| | | 2,972,837 | | | 3.00%, 11/01/2036 | | | 3,122,168 | |
| | | 1,757,572 | | | 3.00%, 01/01/2037 | | | 1,846,245 | |
| | | 4,225,000 | | | 3.00%, 08/15/2043 | | | 4,446,730 | |
| | | 892,152 | | | 3.00%, 05/15/2046 | | | 931,771 | |
| | | 5,441,791 | | | 3.00%, 11/01/2046 | | | 5,778,607 | |
| | | 1,461,295 | | | 3.00%, 12/01/2046 | | | 1,550,107 | |
| | | 628,232 | | | 3.25%, 11/15/2041 | | | 680,412 | |
| | | 322,900 | | | 3.50%, 06/15/2026(5) | | | 5,900 | |
| | | 237,192 | | | 3.50%, 09/15/2026(5) | | | 13,575 | |
| | | 341,658 | | | 3.50%, 03/15/2027(5) | | | 18,814 | |
| | | 1,923,055 | | | 3.50%, 05/15/2034(5) | | | 173,646 | |
| | | 2,382,549 | | | 3.50%, 08/01/2034 | | | 2,555,449 | |
| | | 1,402,760 | | | 3.50%, 03/15/2041(5) | | | 79,388 | |
| | | 580,545 | | | 3.50%, 06/01/2046 | | | 619,822 | |
| | | 2,236,821 | | | 3.50%, 10/01/2047 | | | 2,368,498 | |
| | | 747,493 | | | 3.50%, 12/01/2047 | | | 804,014 | |
| | | 11,957,464 | | | 3.50%, 03/01/2048 | | | 12,690,875 | |
| | | 218,812 | | | 3.50%, 08/01/2048 | | | 233,690 | |
| | | 1,792,683 | | | 4.00%, 08/01/2025 | | | 1,906,089 | |
| | | 725,724 | | | 4.00%, 12/15/2026(5) | | | 37,292 | |
| | | 1,244,492 | | | 4.00%, 07/15/2027(5) | | | 64,445 | |
| | | 584,078 | | | 4.00%, 03/15/2028(5) | | | 33,098 | |
| | | 321,208 | | | 4.00%, 06/15/2028(5) | | | 20,378 | |
| | | 711,131 | | | 4.00%, 07/15/2030(5) | | | 63,129 | |
| | | 2,258,087 | | | 4.00%, 05/25/2040(5) | | | 295,474 | |
| | | 1,921,165 | | | 4.00%, 05/01/2042 | | | 2,099,665 | |
| | | 646,791 | | | 4.00%, 08/01/2042 | | | 707,210 | |
| | | 1,134,196 | | | 4.00%, 09/01/2042 | | | 1,247,987 | |
| | | 111,115 | | | 4.00%, 07/01/2044 | | | 119,694 | |
| | | 205,468 | | | 4.00%, 06/01/2045 | | | 225,667 | |
| | | 938,059 | | | 4.00%, 02/01/2046 | | | 1,024,636 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
|
U.S. GOVERNMENT AGENCIES - 40.6% - (continued) | |
| | | | | Mortgage-Backed Agencies - 40.6% - (continued) | |
| | | | | FHLMC - 3.6% - (continued) | |
$ | | | 205,052 | | | 4.00%, 09/01/2048 | | $ | 219,080 | |
| | | 384,821 | | | 4.50%, 09/01/2044 | | | 421,679 | |
| | | 1,685,586 | | | 4.75%, 07/15/2039 | | | 1,905,936 | |
| | | 22,112 | | | 5.00%, 02/01/2023 | | | 24,220 | |
| | | 52,081 | | | 5.00%, 08/01/2023 | | | 57,045 | |
| | | 54,797 | | | 5.00%, 03/01/2028 | | | 60,151 | |
| | | 22,532 | | | 5.00%, 08/01/2029 | | | 24,935 | |
| | | 36,759 | | | 5.00%, 07/01/2030 | | | 41,267 | |
| | | 208,223 | | | 5.00%, 03/01/2031 | | | 234,415 | |
| | | 339,046 | | | 5.00%, 05/01/2031 | | | 381,699 | |
| | | 521,850 | | | 5.00%, 09/01/2031 | | | 576,971 | |
| | | 383,293 | | | 5.00%, 11/01/2031 | | | 430,210 | |
| | | 119,822 | | | 5.00%, 07/01/2032 | | | 132,623 | |
| | | 670,737 | | | 5.00%, 09/15/2033(5) | | | 110,170 | |
| | | 4,673 | | | 5.00%, 12/01/2034 | | | 5,134 | |
| | | 10,147 | | | 5.00%, 11/01/2035 | | | 11,649 | |
| | | 19,460 | | | 5.00%, 03/01/2039 | | | 21,787 | |
| | | 196,432 | | | 5.00%, 08/01/2039 | | | 224,086 | |
| | | 7,503 | | | 5.00%, 09/01/2039 | | | 8,476 | |
| | | 10,179 | | | 5.00%, 12/01/2039 | | | 11,687 | |
| | | 8,541 | | | 5.00%, 04/01/2041 | | | 9,794 | |
| | | 22,525 | | | 5.00%, 04/01/2044 | | | 25,827 | |
| | | 10,711 | | | 5.00%, 05/01/2044 | | | 11,823 | |
| | | 15,067 | | | 5.00%, 05/01/2047 | | | 16,670 | |
| | | 849,444 | | | 5.00%, 02/15/2048(5) | | | 168,788 | |
| | | 33,621 | | | 5.00%, 08/01/2048 | | | 36,979 | |
| | | 13,232 | | | 5.00%, 11/01/2048 | | | 14,508 | |
| | | 70,551 | | | 5.00%, 01/01/2049 | | | 77,360 | |
| | | 86,787 | | | 5.00%, 02/01/2049 | | | 95,265 | |
| | | 1,507,853 | | | 5.00%, 03/01/2049 | | | 1,660,278 | |
| | | 22,567 | | | 5.50%, 03/01/2028 | | | 25,200 | |
| | | 47,811 | | | 5.50%, 04/01/2033 | | | 55,210 | |
| | | 581,572 | | | 5.50%, 05/01/2034 | | | 673,893 | |
| | | 823 | | | 5.50%, 11/01/2035 | | | 955 | |
| | | 11,583 | | | 5.50%, 05/01/2037 | | | 13,481 | |
| | | 29,589 | | | 5.50%, 11/01/2037 | | | 34,463 | |
| | | 51,896 | | | 5.50%, 02/01/2038 | | | 60,468 | |
| | | 21,505 | | | 5.50%, 04/01/2038 | | | 25,056 | |
| | | 26,932 | | | 5.50%, 06/01/2038 | | | 31,349 | |
| | | 3,010,665 | | | 5.50%, 08/01/2038 | | | 3,505,346 | |
| | | 308,549 | | | 5.50%, 09/01/2038 | | | 359,198 | |
| | | 5,767 | | | 5.50%, 12/01/2039 | | | 6,714 | |
| | | 77,731 | | | 5.50%, 02/01/2040 | | | 90,486 | |
| | | 252,260 | | | 5.50%, 05/01/2040 | | | 293,817 | |
| | | 256,200 | | | 5.50%, 08/01/2040 | | | 298,070 | |
| | | 1,211,774 | | | 5.50%, 06/01/2041 | | | 1,409,795 | |
| | | 1,093,009 | | | 5.50%, 10/15/2046(5) | | | 224,449 | |
| | | 1,152 | | | 6.00%, 07/01/2029 | | | 1,293 | |
| | | 140,176 | | | 6.00%, 10/01/2032 | | | 166,506 | |
| | | 117,741 | | | 6.00%, 11/01/2032 | | | 132,394 | |
| | | 178,063 | | | 6.00%, 12/01/2032 | | | 211,499 | |
| | | 13,990 | | | 6.00%, 11/01/2033 | | | 16,619 | |
| | | 26,277 | | | 6.00%, 01/01/2034 | | | 31,216 | |
| | | 14,586 | | | 6.00%, 02/01/2034 | | | 17,328 | |
| | | 139,190 | | | 6.00%, 08/01/2034 | | | 165,361 | |
| | | 157,094 | | | 6.00%, 09/01/2034 | | | 183,546 | |
| | | 171,241 | | | 6.00%, 01/01/2035 | | | 193,399 | |
| | | 1,127,070 | | | 6.00%, 11/01/2037 | | | 1,339,192 | |
| | | 231 | | | 6.50%, 08/01/2032 | | | 260 | |
| | | 526,615 | | | 6.50%, 07/15/2036 | | | 600,732 | |
| | | 114,844 | | | 6.50%, 12/01/2037 | | | 133,516 | |
| | | 78 | | | 7.50%, 09/01/2029 | | | 84 | |
| | | | | | | | | | |
| | | 83,933,932 | |
| | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2021 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
|
U.S. GOVERNMENT AGENCIES - 40.6% - (continued) | |
| | | | | Mortgage-Backed Agencies - 40.6% - (continued) | |
| | | FNMA - 4.6% | |
$ | | | 89,427 | | | 0.00%, 03/25/2036(14)(15) | | $ | 80,623 | |
| | | 747,617 | | | 0.00%, 06/25/2036(14)(15) | | | 703,961 | |
| | | 726,193 | | | 0.00%, 06/25/2041(14)(15) | | | 681,775 | |
| | | 8,676,460 | | | 0.42%, 01/25/2030(3)(5) | | | 188,113 | |
| | | 11,773,503 | | | 1.56%, 05/25/2029(3)(5) | | | 1,063,302 | |
| | | 1,524,982 | | | 1.70%, 08/25/2044(3)(5) | | | 114,250 | |
| | | 1,934,573 | | | 1.74%, 05/25/2046(3)(5) | | | 108,335 | |
| | | 1,589,667 | | | 1.75%, 12/25/2042 | | | 1,616,929 | |
| | | 1,953,492 | | | 1.80%, 04/25/2055(3)(5) | | | 104,074 | |
| | | 1,373,448 | | | 1.84%, 06/25/2055(3)(5) | | | 79,984 | |
| | | 1,042,120 | | | 2.00%, 09/25/2039 | | | 1,059,199 | |
| | | 220,284 | | | 2.00%, 08/25/2043 | | | 221,740 | |
| | | 464,816 | | | 2.50%, 06/25/2028(5) | | | 24,919 | |
| | | 3,105,857 | | | 2.50%, 09/01/2040 | | | 3,227,306 | |
| | | 116,206 | | | 2.50%, 01/01/2043 | | | 121,155 | |
| | | 2,910,810 | | | 2.50%, 02/01/2043 | | | 3,042,215 | |
| | | 1,095,877 | | | 2.50%, 03/01/2043 | | | 1,143,193 | |
| | | 2,250,740 | | | 2.50%, 05/01/2043 | | | 2,335,890 | |
| | | 1,679,308 | | | 2.50%, 06/01/2043 | | | 1,755,109 | |
| | | 1,016,558 | | | 2.50%, 04/01/2045 | | | 1,055,964 | |
| | | 897,852 | | | 3.00%, 02/25/2027(5) | | | 38,428 | |
| | | 397,005 | | | 3.00%, 09/25/2027(5) | | | 25,045 | |
| | | 2,666,884 | | | 3.00%, 01/25/2028(5) | | | 160,291 | |
| | | 4,641,964 | | | 3.00%, 04/25/2033(5) | | | 330,605 | |
| | | 1,020,892 | | | 3.00%, 08/01/2033 | | | 1,078,882 | |
| | | 2,083,712 | | | 3.00%, 03/01/2037 | | | 2,194,444 | |
| | | 770,445 | | | 3.00%, 05/25/2047 | | | 795,461 | |
| | | 1,820,330 | | | 3.00%, 09/01/2048 | | | 1,912,958 | |
| | | 2,519,568 | | | 3.00%, 08/25/2049 | | | 2,644,262 | |
| | | 458,126 | | | 3.24%, 12/01/2026 | | | 504,878 | |
| | | 443,656 | | | 3.50%, 05/25/2027(5) | | | 30,041 | |
| | | 720,790 | | | 3.50%, 10/25/2027(5) | | | 52,664 | |
| | | 881,528 | | | 3.50%, 05/25/2030(5) | | | 79,467 | |
| | | 244,508 | | | 3.50%, 08/25/2030(5) | | | 20,576 | |
| | | 445,241 | | | 3.50%, 02/25/2031(5) | | | 27,210 | |
| | | 534,254 | | | 3.50%, 09/25/2035(5) | | | 62,592 | |
| | | 3,693,651 | | | 3.50%, 11/25/2039(5) | | | 397,209 | |
| | | 1,061,487 | | | 3.50%, 10/01/2044 | | | 1,152,351 | |
| | | 1,069,379 | | | 3.50%, 02/01/2045 | | | 1,145,598 | |
| | | 1,008,015 | | | 3.50%, 01/01/2046 | | | 1,076,651 | |
| | | 774,695 | | | 3.50%, 03/01/2046 | | | 828,081 | |
| | | 1,917,809 | | | 3.50%, 09/01/2046 | | | 2,044,481 | |
| | | 840,856 | | | 3.50%, 10/01/2046 | | | 893,049 | |
| | | 534,876 | | | 3.50%, 10/25/2046(5) | | | 90,938 | |
| | | 893,331 | | | 3.50%, 11/01/2046 | | | 969,858 | |
| | | 1,412,681 | | | 3.50%, 05/01/2047 | | | 1,508,080 | |
| | | 2,877,780 | | | 3.50%, 09/01/2047 | | | 3,056,152 | |
| | | 523,587 | | | 3.50%, 12/01/2047 | | | 562,381 | |
| | | 1,977,452 | | | 3.50%, 01/01/2048 | | | 2,089,620 | |
| | | 503,588 | | | 3.50%, 02/01/2048 | | | 539,486 | |
| | | 588,437 | | | 3.50%, 02/25/2048 | | | 616,788 | |
| | | 2,073,417 | | | 3.50%, 07/01/2048 | | | 2,212,184 | |
| | | 6,266,693 | | | 3.50%, 09/01/2057 | | | 6,810,088 | |
| | | 3,663,953 | | | 3.50%, 05/01/2058 | | | 3,964,371 | |
| | | 3,807,984 | | | 3.50%, 12/25/2058 | | | 4,152,001 | |
| | | 1,853,342 | | | 3.74%, 06/01/2026 | | | 2,067,739 | |
| | | 717,468 | | | 4.00%, 06/01/2025 | | | 762,348 | |
| | | 279,332 | | | 4.00%, 10/01/2025 | | | 297,128 | |
| | | 220,141 | | | 4.00%, 04/25/2032(5) | | | 24,707 | |
| | | 2,122,847 | | | 4.00%, 10/01/2040 | | | 2,327,300 | |
| | | 888,352 | | | 4.00%, 11/01/2040 | | | 968,482 | |
| | | 630,694 | | | 4.00%, 12/01/2040 | | | 687,200 | |
| | | 329,202 | | | 4.00%, 02/01/2041 | | | 359,609 | |
| | | 852,841 | | | 4.00%, 03/01/2041 | | | 932,260 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
|
U.S. GOVERNMENT AGENCIES - 40.6% - (continued) | |
| | | | | Mortgage-Backed Agencies - 40.6% - (continued) | |
| | | FNMA - 4.6% - (continued) | |
$ | | | 2,230,933 | | | 4.00%, 06/01/2041 | | $ | 2,428,828 | |
| | | 371,050 | | | 4.00%, 03/25/2042(5) | | | 36,355 | |
| | | 415,060 | | | 4.00%, 08/01/2042 | | | 453,673 | |
| | | 877,765 | | | 4.00%, 09/01/2042 | | | 965,452 | |
| | | 221,540 | | | 4.00%, 11/25/2042(5) | | | 30,650 | |
| | | 137,340 | | | 4.00%, 03/01/2045 | | | 150,312 | |
| | | 743,260 | | | 4.00%, 07/01/2045 | | | 817,373 | |
| | | 267,650 | | | 4.00%, 05/01/2046 | | | 288,769 | |
| | | 751,442 | | | 4.00%, 06/01/2046 | | | 813,203 | |
| | | 794,909 | | | 4.00%, 04/01/2047 | | | 863,299 | |
| | | 2,447,529 | | | 4.00%, 10/01/2047 | | | 2,628,226 | |
| | | 1,635,843 | | | 4.00%, 09/01/2048 | | | 1,744,292 | |
| | | 157,821 | | | 4.50%, 04/01/2025 | | | 165,929 | |
| | | 274,108 | | | 4.50%, 07/25/2027(5) | | | 14,077 | |
| | | 620,111 | | | 4.50%, 09/01/2035 | | | 683,696 | |
| | | 2,086,401 | | | 4.50%, 08/01/2040 | | | 2,320,993 | |
| | | 1,851,526 | | | 4.50%, 10/01/2040 | | | 2,055,796 | |
| | | 857,282 | | | 4.50%, 10/01/2041 | | | 952,141 | |
| | | 2,081,420 | | | 4.50%, 08/25/2043(5) | | | 386,073 | |
| | | 744,886 | | | 4.50%, 09/01/2043 | | | 828,242 | |
| | | 1,253,167 | | | 4.50%, 04/01/2049 | | | 1,350,794 | |
| | | 4,277,473 | | | 4.50%, 01/01/2051 | | | 4,771,656 | |
| | | 104,415 | | | 5.00%, 06/01/2022 | | | 108,661 | |
| | | 94,203 | | | 5.00%, 06/01/2025 | | | 98,240 | |
| | | 353,503 | | | 5.00%, 04/25/2038 | | | 389,759 | |
| | | 1,285,886 | | | 5.00%, 02/01/2049 | | | 1,414,245 | |
| | | 188,336 | | | 5.00%, 03/01/2049 | | | 207,274 | |
| | | 123,372 | | | 5.49%, 05/25/2042(3)(5) | | | 9,983 | |
| | | 11,963 | | | 5.50%, 06/01/2022 | | | 12,142 | |
| | | 138,163 | | | 5.50%, 06/01/2033 | | | 159,427 | |
| | | 93,159 | | | 5.50%, 08/01/2033 | | | 107,464 | |
| | | 706,067 | | | 5.50%, 09/01/2033 | | | 815,427 | |
| | | 693,629 | | | 5.50%, 12/01/2033 | | | 801,449 | |
| | | 453,992 | | | 5.50%, 01/01/2034 | | | 524,304 | |
| | | 2,542,817 | | | 5.50%, 11/01/2035 | | | 2,948,458 | |
| | | 693,668 | | | 5.50%, 04/01/2036 | | | 804,307 | |
| | | 543,842 | | | 5.50%, 09/01/2036 | | | 627,848 | |
| | | 38,194 | | | 5.50%, 01/01/2037 | | | 43,835 | |
| | | 392,657 | | | 5.50%, 04/25/2037 | | | 454,630 | |
| | | 2,231,188 | | | 5.50%, 11/25/2040(5) | | | 322,395 | |
| | | 1,511,889 | | | 5.50%, 06/25/2042(5) | | | 312,645 | |
| | | 1,895,033 | | | 5.50%, 08/25/2044(5) | | | 363,146 | |
| | | 239 | | | 6.00%, 03/01/2022 | | | 240 | |
| | | 268,970 | | | 6.00%, 12/01/2032 | | | 308,142 | |
| | | 211,410 | | | 6.00%, 01/01/2033 | | | 241,680 | |
| | | 41,089 | | | 6.00%, 02/01/2033 | | | 46,131 | |
| | | 352,854 | | | 6.00%, 03/01/2033 | | | 411,789 | |
| | | 563,739 | | | 6.00%, 02/01/2037 | | | 668,790 | |
| | | 1,512,913 | | | 6.00%, 01/25/2042(5) | | | 167,157 | |
| | | 1,146,526 | | | 6.00%, 09/25/2047(5) | | | 238,418 | |
| | | 170 | | | 6.50%, 05/01/2031 | | | 190 | |
| | | 823 | | | 6.50%, 09/01/2031 | | | 941 | |
| | | 940 | | | 6.50%, 07/01/2032 | | | 1,061 | |
| | | 913 | | | 7.00%, 07/01/2029 | | | 1,054 | |
| | | 78 | | | 7.00%, 12/01/2030 | | | 81 | |
| | | 277 | | | 7.00%, 02/01/2032 | | | 283 | |
| | | 124 | | | 7.00%, 03/01/2032 | | | 145 | |
| | | 1,555 | | | 7.00%, 09/01/2032 | | | 1,679 | |
| | | 381 | | | 7.50%, 10/01/2022 | | | 393 | |
| | | 1,043 | | | 7.50%, 06/01/2027 | | | 1,186 | |
| | | 9,028 | | | 7.50%, 03/01/2030 | | | 10,184 | |
| | | 7,033 | | | 7.50%, 04/01/2030 | | | 7,554 | |
| | | 849 | | | 7.50%, 06/01/2030 | | | 977 | |
| | | 1,297 | | | 7.50%, 07/01/2030 | | | 1,480 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2021 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
|
U.S. GOVERNMENT AGENCIES - 40.6% - (continued) | |
| | | | | Mortgage-Backed Agencies - 40.6% - (continued) | |
| | | FNMA - 4.6% - (continued) | |
$ | | | 394 | | | 7.50%, 08/01/2030 | | $ | 450 | |
| | | 6,433 | | | 7.50%, 01/01/2031 | | | 6,568 | |
| | | 12,645 | | | 7.50%, 05/01/2031 | | | 14,442 | |
| | | 4,787 | | | 7.50%, 06/01/2031 | | | 4,876 | |
| | | 1,014 | | | 7.50%, 08/01/2031 | | | 1,143 | |
| | | 18,113 | | | 7.50%, 09/01/2031 | | | 18,390 | |
| | | 147 | | | 7.50%, 05/01/2032 | | | 172 | |
| | | | | | | | | | |
| | | 108,653,044 | |
| | | | |
| | | GNMA - 8.5% | |
| | | 894,055 | | | 1.75%, 09/20/2043 | | | 911,700 | |
| | | 759,869 | | | 2.00%, 01/20/2042 | | | 777,375 | |
| | | 870,623 | | | 2.50%, 12/16/2039 | | | 908,712 | |
| | | 1,388,926 | | | 2.50%, 07/20/2041 | | | 1,443,119 | |
| | | 5,980,256 | | | 2.50%, 05/20/2051 | | | 6,186,514 | |
| | | 31,100,000 | | | 2.50%, 06/20/2051 | | | 32,268,538 | |
| | | 22,115,000 | | | 2.50%, 07/21/2051(16) | | | 22,891,617 | |
| | | 469,197 | | | 3.00%, 09/20/2028(5) | | | 29,554 | |
| | | 4,971,098 | | | 3.00%, 05/20/2035(5) | | | 333,901 | |
| | | 408,395 | | | 3.00%, 02/16/2043(5) | | | 55,495 | |
| | | 2,682,131 | | | 3.00%, 03/15/2045 | | | 2,814,308 | |
| | | 133,235 | | | 3.00%, 04/15/2045 | | | 139,797 | |
| | | 1,794,278 | | | 3.00%, 07/15/2045 | | | 1,879,210 | |
| | | 48,652 | | | 3.00%, 08/15/2045 | | | 51,057 | |
| | | 932,640 | | | 3.00%, 10/20/2047 | | | 967,361 | |
| | | 42,800,000 | | | 3.00%, 07/21/2051(16) | | | 44,652,438 | |
| | | 193,543 | | | 3.50%, 02/16/2027(5) | | | 12,248 | |
| | | 490,870 | | | 3.50%, 03/20/2027(5) | | | 32,953 | |
| | | 426,547 | | | 3.50%, 07/20/2040(5) | | | 20,862 | |
| | | 617,882 | | | 3.50%, 02/20/2041(5) | | | 23,076 | |
| | | 1,173,838 | | | 3.50%, 04/20/2042(5) | | | 94,246 | |
| | | 2,232,552 | | | 3.50%, 10/20/2042(5) | | | 344,679 | |
| | | 266,656 | | | 3.50%, 11/15/2042 | | | 289,110 | |
| | | 6,966 | | | 3.50%, 12/15/2042 | | | 7,490 | |
| | | 170,525 | | | 3.50%, 02/15/2043 | | | 183,359 | |
| | | 9,623 | | | 3.50%, 03/15/2043 | | | 10,348 | |
| | | 1,370,712 | | | 3.50%, 04/15/2043 | | | 1,474,071 | |
| | | 3,065,841 | | | 3.50%, 05/15/2043 | | | 3,289,170 | |
| | | 218,983 | | | 3.50%, 05/20/2043(5) | | | 34,132 | |
| | | 1,069,177 | | | 3.50%, 07/20/2043(5) | | | 129,180 | |
| | | 2,707,510 | | | 3.50%, 06/20/2046 | | | 2,879,242 | |
| | | 688,102 | | | 3.50%, 07/20/2046 | | | 731,866 | |
| | | 710,501 | | | 3.50%, 10/20/2046 | | | 757,279 | |
| | | 2,798,423 | | | 3.50%, 02/20/2047 | | | 2,972,975 | |
| | | 870,949 | | | 3.50%, 08/20/2047 | | | 922,998 | |
| | | 619,554 | | | 3.50%, 11/20/2047 | | | 657,150 | |
| | | 766,892 | | | 3.50%, 03/20/2048 | | | 811,433 | |
| | | 2,628,010 | | | 3.50%, 07/20/2049 | | | 2,758,769 | |
| | | 6,600,000 | | | 3.50%, 07/21/2051(16) | | | 6,923,941 | |
| | | 6,575,000 | | | 3.50%, 08/19/2051(16) | | | 6,901,310 | |
| | | 1,627,472 | | | 3.88%, 08/15/2042 | | | 1,808,293 | |
| | | 130,443 | | | 4.00%, 12/16/2026(5) | | | 7,281 | |
| | | 1,957,470 | | | 4.00%, 05/20/2029(5) | | | 115,395 | |
| | | 2,584,638 | | | 4.00%, 07/20/2040 | | | 2,827,954 | |
| | | 2,935,757 | | | 4.00%, 09/20/2040 | | | 3,212,008 | |
| | | 4,550,544 | | | 4.00%, 10/20/2040 | | | 4,976,862 | |
| | | 1,065,395 | | | 4.00%, 12/20/2040 | | | 1,170,578 | |
| | | 278,001 | | | 4.00%, 05/16/2042(5) | | | 34,588 | |
| | | 415,560 | | | 4.00%, 03/20/2043(5) | | | 69,322 | |
| | | 191,016 | | | 4.00%, 01/20/2044(5) | | | 35,579 | |
| | | 1,462,414 | | | 4.00%, 01/16/2046(5) | | | 301,115 | |
| | | 1,453,728 | | | 4.00%, 03/20/2047(5) | | | 180,836 | |
| | | 736,278 | | | 4.00%, 11/20/2047 | | | 800,801 | |
| | | 2,329,097 | | | 4.00%, 03/20/2048 | | | 2,499,312 | |
| | | 6,376,417 | | | 4.00%, 07/20/2048 | | | 6,774,370 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
|
U.S. GOVERNMENT AGENCIES - 40.6% - (continued) | |
| | | | | Mortgage-Backed Agencies - 40.6% - (continued) | |
| | | GNMA - 8.5% - (continued) | |
$ | | | 148,636 | | | 4.50%, 11/15/2039 | | $ | 167,562 | |
| | | 897,879 | | | 4.50%, 05/15/2040 | | | 1,013,454 | |
| | | 2,936,718 | | | 4.50%, 05/20/2040 | | | 3,247,785 | |
| | | 145,421 | | | 4.50%, 07/15/2041 | | | 162,225 | |
| | | 689,717 | | | 4.50%, 04/20/2045(5) | | | 134,565 | |
| | | 2,644,455 | | | 4.50%, 08/20/2045(5) | | | 510,199 | |
| | | 268,827 | | | 4.50%, 01/20/2046 | | | 297,198 | |
| | | 2,224,936 | | | 4.50%, 01/20/2047(5) | | | 230,089 | |
| | | 1,940,290 | | | 4.50%, 05/20/2048(5) | | | 294,776 | |
| | | 2,545,000 | | | 4.50%, 07/21/2051(16) | | | 2,712,016 | |
| | | 1,755,714 | | | 5.00%, 02/16/2040(5) | | | 318,798 | |
| | | 337,004 | | | 5.00%, 05/20/2040 | | | 381,827 | |
| | | 864,944 | | | 5.00%, 06/15/2041 | | | 1,005,395 | |
| | | 1,052,335 | | | 5.00%, 10/16/2041(5) | | | 177,241 | |
| | | 1,301,112 | | | 5.00%, 03/15/2044 | | | 1,512,906 | |
| | | 380,496 | | | 5.00%, 01/16/2047(5) | | | 70,275 | |
| | | 4,400,000 | | | 5.00%, 07/21/2051(16) | | | 4,961,063 | |
| | | 350,605 | | | 5.50%, 03/15/2033 | | | 401,763 | |
| | | 487,385 | | | 5.50%, 04/15/2033 | | | 562,150 | |
| | | 565,024 | | | 5.50%, 05/15/2033 | | | 654,667 | |
| | | 691,929 | | | 5.50%, 10/20/2034 | | | 811,913 | |
| | | 1,476,243 | | | 5.50%, 03/20/2039(5) | | | 213,040 | |
| | | 1,255,619 | | | 5.50%, 02/16/2047(5) | | | 215,143 | |
| | | 768,893 | | | 5.50%, 02/20/2047(5) | | | 140,877 | |
| | | 848 | | | 6.00%, 12/15/2023 | | | 949 | |
| | | 859 | | | 6.00%, 01/15/2029 | | | 965 | |
| | | 749 | | | 6.00%, 04/15/2029 | | | 843 | |
| | | 19,907 | | | 6.00%, 12/15/2031 | | | 22,342 | |
| | | 611 | | | 6.00%, 10/15/2032 | | | 727 | |
| | | 14,131 | | | 6.00%, 06/15/2033 | | | 16,796 | |
| | | 525 | | | 6.00%, 03/15/2034 | | | 589 | |
| | | 29,926 | | | 6.00%, 08/15/2034 | | | 35,265 | |
| | | 52,859 | | | 6.00%, 09/15/2034 | | | 59,923 | |
| | | 28,900 | | | 6.00%, 02/15/2035 | | | 34,253 | |
| | | 204,373 | | | 6.00%, 12/15/2035 | | | 232,752 | |
| | | 23,365 | | | 6.00%, 02/15/2036 | | | 26,192 | |
| | | 117,146 | | | 6.00%, 03/15/2036 | | | 138,711 | |
| | | 16,077 | | | 6.00%, 04/15/2036 | | | 18,016 | |
| | | 50,620 | | | 6.00%, 05/15/2036 | | | 58,800 | |
| | | 127,538 | | | 6.00%, 06/15/2036 | | | 149,760 | |
| | | 42,375 | | | 6.00%, 07/15/2036 | | | 47,568 | |
| | | 17,850 | | | 6.00%, 08/15/2036 | | | 20,074 | |
| | | 111,717 | | | 6.00%, 02/15/2037 | | | 132,300 | |
| | | 481 | | | 6.00%, 05/15/2037 | | | 563 | |
| | | 223,033 | | | 6.00%, 06/15/2037 | | | 263,492 | |
| | | 163,968 | | | 6.00%, 07/15/2037 | | | 192,763 | |
| | | 35,692 | | | 6.00%, 08/15/2037 | | | 41,989 | |
| | | 58,149 | | | 6.00%, 10/15/2037 | | | 69,034 | |
| | | 30,638 | | | 6.00%, 11/15/2037 | | | 36,214 | |
| | | 53,901 | | | 6.00%, 12/15/2037 | | | 63,865 | |
| | | 120,747 | | | 6.00%, 01/15/2038 | | | 139,484 | |
| | | 4,399 | | | 6.00%, 02/15/2038 | | | 4,950 | |
| | | 10,470 | | | 6.00%, 05/15/2038 | | | 11,819 | |
| | | 3,544 | | | 6.00%, 06/15/2038 | | | 4,208 | |
| | | 20,581 | | | 6.00%, 08/15/2038 | | | 23,989 | |
| | | 79,481 | | | 6.00%, 09/15/2038 | | | 90,998 | |
| | | 83,520 | | | 6.00%, 10/15/2038 | | | 96,726 | |
| | | 152,983 | | | 6.00%, 11/15/2038 | | | 177,990 | |
| | | 29,049 | | | 6.00%, 12/15/2038 | | | 33,455 | |
| | | 873 | | | 6.00%, 01/15/2039 | | | 1,008 | |
| | | 33,851 | | | 6.00%, 08/15/2039 | | | 38,450 | |
| | | 40,852 | | | 6.00%, 11/15/2039 | | | 47,485 | |
| | | 12,985 | | | 6.00%, 02/15/2040 | | | 14,556 | |
| | | 519,951 | | | 6.00%, 06/15/2040 | | | 613,408 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2021 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
|
U.S. GOVERNMENT AGENCIES - 40.6% - (continued) | |
| | | | | Mortgage-Backed Agencies - 40.6% - (continued) | |
| | | GNMA - 8.5% - (continued) | |
$ | | | 100,261 | | | 6.00%, 07/15/2040 | | $ | 119,212 | |
| | | 1,209,103 | | | 6.00%, 09/20/2040(5) | | | 201,388 | |
| | | 527,664 | | | 6.00%, 06/15/2041 | | | 624,458 | |
| | | 1,151,433 | | | 6.00%, 02/20/2046(5) | | | 201,838 | |
| | | 17,982 | | | 6.50%, 06/15/2028 | | | 20,054 | |
| | | 393 | | | 6.50%, 07/15/2028 | | | 438 | |
| | | 1,334 | | | 6.50%, 08/15/2028 | | | 1,488 | |
| | | 11,104 | | | 6.50%, 09/15/2028 | | | 12,382 | |
| | | 698 | | | 6.50%, 10/15/2028 | | | 778 | |
| | | 1,108 | | | 6.50%, 11/15/2028 | | | 1,236 | |
| | | 3,994 | | | 6.50%, 12/15/2028 | | | 4,454 | |
| | | 1,413 | | | 6.50%, 01/15/2029 | | | 1,576 | |
| | | 13,180 | | | 6.50%, 02/15/2029 | | | 14,698 | |
| | | 104,493 | | | 6.50%, 03/15/2029 | | | 116,534 | |
| | | 23,589 | | | 6.50%, 04/15/2029 | | | 26,307 | |
| | | 7,926 | | | 6.50%, 05/15/2029 | | | 8,840 | |
| | | 116,408 | | | 6.50%, 06/15/2029 | | | 129,822 | |
| | | 4,614 | | | 6.50%, 07/15/2029 | | | 5,146 | |
| | | 116 | | | 6.50%, 03/15/2031 | | | 129 | |
| | | 153,537 | | | 6.50%, 04/15/2031 | | | 171,290 | |
| | | 32,041 | | | 6.50%, 05/15/2031 | | | 36,959 | |
| | | 6,236 | | | 6.50%, 06/15/2031 | | | 7,029 | |
| | | 146,920 | | | 6.50%, 07/15/2031 | | | 164,243 | |
| | | 39,450 | | | 6.50%, 08/15/2031 | | | 43,997 | |
| | | 87,373 | | | 6.50%, 09/15/2031 | | | 97,442 | |
| | | 93,164 | | | 6.50%, 10/15/2031 | | | 103,900 | |
| | | 220,634 | | | 6.50%, 11/15/2031 | | | 246,061 | |
| | | 41,201 | | | 6.50%, 12/15/2031 | | | 45,948 | |
| | | 143,497 | | | 6.50%, 01/15/2032 | | | 160,108 | |
| | | 32,716 | | | 6.50%, 02/15/2032 | | | 37,868 | |
| | | 31,234 | | | 6.50%, 03/15/2032 | | | 34,834 | |
| | | 136,095 | | | 6.50%, 04/15/2032 | | | 155,272 | |
| | | 583 | | | 6.50%, 05/15/2032 | | | 653 | |
| | | 15,314 | | | 6.50%, 06/15/2032 | | | 17,079 | |
| | | 1,162 | | | 7.00%, 06/20/2030 | | | 1,178 | |
| | | 459 | | | 7.00%, 02/15/2031 | | | 515 | |
| | | 162 | | | 7.00%, 06/15/2031 | | | 175 | |
| | | 97 | | | 7.00%, 08/15/2031 | | | 109 | |
| | | 377 | | | 8.50%, 11/15/2024 | | | 379 | |
| | | | | | | | | | |
| | | 199,362,892 | |
| | | | |
| | | UMBS - 23.9% | |
| | | 9,235,000 | | | 0.00%, 08/17/2036(16) | | | 9,622,826 | |
| | | 2,480,000 | | | 1.50%, 07/14/2051(16) | | | 2,433,016 | |
| | | 9,600,000 | | | 2.00%, 07/19/2036(16) | | | 9,904,961 | |
| | | 175,531,000 | | | 2.00%, 07/14/2051(16) | | | 177,471,441 | |
| | | 156,030,000 | | | 2.00%, 08/12/2051(16) | | | 157,444,022 | |
| | | 9,240,000 | | | 2.50%, 07/19/2036(16) | | | 9,634,866 | |
| | | 32,456,000 | | | 2.50%, 07/14/2051(16) | | | 33,590,692 | |
| | | 47,050,000 | | | 2.50%, 08/12/2051(16) | | | 48,601,180 | |
| | | 7,626,000 | | | 3.00%, 07/19/2036(16) | | | 8,014,221 | |
| | | 33,702,000 | | | 3.00%, 07/14/2051(16) | | | 35,138,284 | |
| | | 33,695,000 | | | 3.00%, 08/12/2051(16) | | | 35,108,611 | |
| | | 9,475,000 | | | 3.50%, 07/14/2051(16) | | | 9,975,583 | |
| | | 13,200,000 | | | 4.00%, 07/14/2051(16) | | | 14,059,547 | |
| | | 10,920,000 | | | 4.50%, 07/14/2051(16) | | | 11,755,636 | |
| | | | | | | | | | |
| | | 562,754,886 | |
| | | | |
| | | |
| | | | | | Total U.S. Government Agencies (cost $945,010,588) | | $ | 954,704,754 | �� |
| | | | | | | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
U.S. GOVERNMENT SECURITIES - 18.2% | |
| | | | | U.S. Treasury Securities - 18.2% | |
| | | | | U.S. Treasury Bonds - 11.0% | |
$ | | | 8,709,829 | | | 0.88%, 02/15/2047(17) | | $ | 11,219,462 | |
| | | 1,965,046 | | | 1.00%, 02/15/2048(17)(18) | | | 2,624,206 | |
| | | 4,005,000 | | | 1.25%, 05/15/2050 | | | 3,272,367 | |
| | | 1,490,000 | | | 1.88%, 02/15/2041 | | | 1,460,200 | |
| | | 7,650,000 | | | 1.88%, 02/15/2051 | | | 7,308,141 | |
| | | 34,785,000 | | | 2.25%, 05/15/2041 | | | 36,230,751 | |
| | | 7,090,000 | | | 2.25%, 08/15/2046 | | | 7,335,657 | |
| | | 10,965,000 | | | 2.38%, 05/15/2051 | | | 11,717,130 | |
| | | 78,145,000 | | | 2.88%, 08/15/2045 | | | 90,394,839 | |
| | | 6,175,000 | | | 3.00%, 02/15/2047 | | | 7,338,843 | |
| | | 20,715,000 | | | 3.13%, 08/15/2044(18)(19) | | | 24,876,611 | |
| | | 26,860,000 | | | 3.38%, 05/15/2044(18)(20) | | | 33,513,096 | |
| | | 16,575,000 | | | 3.75%, 11/15/2043 | | | 21,770,227 | |
| | | | | | | | | | |
| | | 259,061,530 | |
| | | | |
| | | | | U.S. Treasury Notes - 7.2% | |
| | | 9,810,000 | | | 0.38%, 04/15/2024 | | | 9,797,738 | |
| | | 5,769,353 | | | 0.38%, 01/15/2027(17)(18) | | | 6,386,629 | |
| | | 97,135,000 | | | 0.63%, 05/15/2030(18) | | | 90,870,551 | |
| | | 13,360,000 | | | 0.63%, 08/15/2030 | | | 12,456,634 | |
| | | 20,360,000 | | | 0.88%, 11/15/2030(18) | | | 19,376,994 | |
| | | 1,596,775 | | | 1.00%, 02/15/2049(17) | | | 2,152,943 | |
| | | 27,385,000 | | | 1.63%, 05/15/2031 | | | 27,838,564 | |
| | | | | | | | | | |
| | | 168,880,053 | |
| | | | |
| | |
| | | Total U.S. Government Securities (cost $446,362,536) | | $ | 427,941,583 | |
| | | | | | | |
|
COMMON STOCKS - 0.0% | |
| | | Energy - 0.0% | |
| | | 64,657 | | | Ascent Resources - Marcellus LLC Class A(21)(22)(23) | | $ | 41,380 | |
| | | 6,767 | | | Foresight Energy LLC(21)(22)(23) | | | 60,906 | |
| | | 206,275,142 | | | KCA Deutag(21)(22)(23) | | | — | |
| | | 30,559 | | | Philadelphia Energy Solutions Class A(21)(22)(23) | | | — | |
| | | | | | | | | | |
| | | 102,286 | |
| | | | |
| | |
| | | Total Common Stocks (cost $3,317,134) | | $ | 102,286 | |
| | | | | | | |
|
PREFERRED STOCKS - 0.1% | |
| | | Banks - 0.1% | |
| | | 2,242 | | | U.S. Bancorp Series A, 3.50%(2) | | $ | 2,210,612 | |
| | | | | | | | | | |
| | |
| | | Total Preferred Stocks (cost $1,591,820) | | $ | 2,210,612 | |
| | | | | | | |
|
WARRANTS - 0.0% | |
| | | Energy - 0.0% | |
| | | 16,740 | | | Ascent Resources - Marcellus LLC Expires 03/30/2023(21)(22) | | $ | 184 | |
| | | | | | | | | | |
| | |
| | | Total Warrants (cost $1,339) | | $ | 184 | |
| | | | | | | |
| | |
| | | Total Long-Term Investments (cost $2,956,950,207) | | $ | 2,988,026,759 | |
| | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2021 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
SHORT-TERM INVESTMENTS - 1.5% | |
| | | Repurchase Agreements - 1.2% | |
| | | 26,464,749 | | | Fixed Income Clearing Corp. Repurchase Agreement dated 06/30/2021 at 0.020%, due on 07/01/2021 with a maturity value of $26,464,764; collateralized by U.S. Government Bond at 4.375%, maturing 11/15/2030, with a market value of $26,994,114 | | $ | 26,464,749 | |
| | | | | | | | | | |
| | | Securities Lending Collateral - 0.3% | |
| | | 1,155,328 | | | Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(24) | | | 1,155,328 | |
| | | 5,990,816 | | | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.03%(24) | | | 5,990,816 | |
| | | 304,191 | | | Invesco Government & Agency Portfolio, Institutional Class, 0.03%(24) | | | 304,191 | |
| | | | | | | | | | |
| | | 7,450,335 | |
| | | | |
| | | |
| | | | | | Total Short-Term Investments (cost $33,915,084) | | $ | 33,915,084 | |
| | | | | | | |
| | | | | | | | | | | | | | |
| | | | |
| | | | | | Total Investments Excluding Purchased Options (cost $2,990,865,291) | | | 128.5 | % | | $ | 3,021,941,843 | |
| | | | |
| | | | | | Total Purchased Options (cost $2,626,157) | | | 0.0 | % | | $ | 866,055 | |
| | | | | | | | | | | | | | |
| | | | |
| | | | | | Total Investments (cost $2,993,491,448) | | | 128.5 | % | | $ | 3,022,807,898 | |
| | | | | | Other Assets and Liabilities | | | (28.5 | )% | | | (670,653,910 | ) |
| | | | | | | | | | | | | | |
| | | | | | Total Net Assets | | | 100.0 | % | | $ | 2,352,153,988 | |
| | | | | | | | | | | | | | |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
| The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types. |
| Equity Industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. |
| For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
| See “Glossary” for abbreviation descriptions. |
(1) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At June 30, 2021, the aggregate value of these securities was $677,541,038, representing 28.8% of net assets. |
(2) | Variable rate securities; the rate reported is the coupon rate in effect at June 30, 2021. Base lending rates may be subject to a floor or cap. |
(3) | Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end. |
(4) | Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate. |
(5) | Securities disclosed are interest-only strips. |
(6) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(7) | Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At June 30, 2021, the aggregate value of these securities was $39,363,323, representing 1.7% of net assets. |
(8) | Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at June 30, 2021. Rate will reset at a future date. Base lending rates may be subject to a floor or cap. |
(9) | Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first. |
(10) | Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the 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. Base lending rates may be subject to a floor or cap. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of June 30, 2021. |
(11) | Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement. |
(12) | Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal. |
(13) | This security, or a portion of this security, has unfunded loan commitments. As of June 30, 2021, the aggregate value of the unfunded commitment was $130,945, which rounds to 0.0% of total net assets. |
(14) | Securities disclosed are principal-only strips. |
(15) | Security is a zero-coupon bond. |
(16) | Represents or includes a TBA transaction. |
(17) | The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount. |
(18) | All, or a portion of the security, was pledged as collateral in connection with OTC swap contracts. As of June 30, 2021, the market value of securities pledged was $8,102,208. |
(19) | All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of June 30, 2021, the market value of securities pledged was $8,406,289. |
(20) | All, or a portion of the security, was pledged as collateral in connection with centrally cleared swap contracts. As of June 30, 2021, the market value of securities pledged was $15,658,576. |
(21) | Investment valued using significant unobservable inputs. |
(22) | 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, 2021, the aggregate fair value of these securities was $102,470, 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, 2021 (Unaudited)
(23) | Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $102,286 or 0.0% of net assets. |
| | | | | | | | | | | | | | | | |
Period Acquired | | | Security Name | | Shares/
Par Value | | | Total Cost | | | Market Value | |
| 03/2018 | | | Ascent Resources - Marcellus LLC Class A | | | 64,657 | | | $ | 203,670 | | | $ | 41,380 | |
| 08/2020 | | | Foresight Energy LLC | | | 6,767 | | | | 52,902 | | | | 60,906 | |
| 03/2011 | | | KCA Deutag | | | 206,275,142 | | | | 2,795,441 | | | | — | |
| 08/2018 | | | Philadelphia Energy Solutions Class A | | | 30,559 | | | | 265,121 | | | | — | |
| | | | | | | | | | | | | | | | |
| | | | | | | | | | $ | 3,317,134 | | | $ | 102,286 | |
| | | | | | | | | | | | | | | | |
(24) | Current yield as of period end. |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
OTC Swaptions Outstanding at June 30, 2021 | |
Description | | Counter- party | | Exercise Price/ FX Rate/Rate | | Pay/ Receive Floating Rate | | | Expiration Date | | | Notional Amount | | | Market Value† | | | Premiums Paid (Received) by Fund | | | Unrealized Appreciation/ (Depreciation) | |
Purchased swaptions: | |
Puts | |
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 03/14/22* | | CBK | | 2.20% | | | Receive | | | | 03/14/2022 | | | USD | | | 73,850,000 | | | $ | 424,502 | | | $ | 1,316,376 | | | $ | (891,874 | ) |
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 03/14/22* | | BOA | | 2.20% | | | Receive | | | | 03/14/2022 | | | USD | | | 76,820,000 | | | | 441,553 | | | | 1,309,781 | | | | (868,228 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total purchased OTC swaptions | | | $ | 866,055 | | | $ | 2,626,157 | | | $ | (1,760,102 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
OTC Swaptions Outstanding at June 30, 2021 | |
Description | | Counter- party | | Exercise Price/ FX Rate/Rate | | Pay/ Receive Floating Rate | | | Expiration Date | | | Notional Amount | | | Market Value† | | | Premiums Paid (Received) by Fund | | | Unrealized Appreciation/ (Depreciation) | |
Written swaptions: | |
Puts | |
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 03/14/22* | | BOA | | 1.50% | | | Receive | | | | 03/14/2022 | | | USD | | | (76,820,000 | ) | | $ | (443,513 | ) | | $ | (768,200 | ) | | $ | 324,687 | |
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 03/14/22* | | CBK | | 1.50% | | | Receive | | | | 03/14/2022 | | | USD | | | (73,850,000 | ) | | | (426,392 | ) | | | (812,350 | ) | | | 385,958 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total written OTC swaptions | | | $ | (869,905 | ) | | $ | (1,580,550 | ) | | $ | 710,645 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
* | Swaptions with forward premiums. |
| | | | | | | | | | | | | | | | |
Futures Contracts Outstanding at June 30, 2021 | |
Description | | Number of Contracts | | | Expiration Date | | | Current Notional Amount | | | Value and Unrealized Appreciation/ (Depreciation) | |
Long position contracts: | |
Euro-OAT Future | | | 225 | | | | 09/08/2021 | | | $ | 42,430,883 | | | $ | 159,962 | |
U.S. Treasury 2-Year Note Future | | | 641 | | | | 09/30/2021 | | | | 141,225,320 | | | | (191,991 | ) |
U.S. Treasury 10-Year Note Future | | | 678 | | | | 09/21/2021 | | | | 89,835,000 | | | | 139,863 | |
U.S. Treasury Ultra Bond Future | | | 313 | | | | 09/21/2021 | | | | 60,311,187 | | | | 1,652,080 | |
| | | | | |
Total | | | | | | | | | | | | | | $ | 1,759,914 | |
| | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2021 (Unaudited)
| | | | | | | | | | | | | | | | |
Futures Contracts Outstanding at June 30, 2021 – (continued) | |
Description | | Number of Contracts | | | Expiration Date | | | Current Notional Amount | | | Value and Unrealized Appreciation/ (Depreciation) | |
Short position contracts: | |
Australian 10-Year Bond Future | | | 269 | | | | 09/15/2021 | | | $ | 28,482,985 | | | $ | (7,902 | ) |
Euro-BTP Future | | | 232 | | | | 09/08/2021 | | | | 41,651,987 | | | | (279,504 | ) |
Euro-BUND Future | | | 418 | | | | 09/08/2021 | | | | 85,553,034 | | | | (449,413 | ) |
Euro-BUXL 30-Year Bond Future | | | 47 | | | | 09/08/2021 | | | | 11,326,617 | | | | (179,455 | ) |
Long Gilt Future | | | 209 | | | | 09/28/2021 | | | | 37,034,952 | | | | (233,268 | ) |
U.S. Treasury 5-Year Note Future | | | 1,355 | | | | 09/30/2021 | | | | 167,247,227 | | | | 403,340 | |
U.S. Treasury 10-Year Ultra Future | | | 1,432 | | | | 09/21/2021 | | | | 210,794,875 | | | | (3,027,173 | ) |
U.S. Treasury Long Bond Future | | | 438 | | | | 09/21/2021 | | | | 70,408,500 | | | | (1,848,281 | ) |
| | | | | | | | | | | | | | | | |
Total | | | $ | (5,621,656 | ) |
| | | | | | | | | | | | | | | | |
Total futures contracts | | | $ | (3,861,742 | ) |
| | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | |
TBA Sale Commitments Outstanding at June 30, 2021 | |
Description | | Principal Amount | | | Maturity Date | | | Market Value† | | | Unrealized Appreciation/ (Depreciation) | |
GNMA, 2.00% | | $ | 19,205,000 | | | | 07/21/2051 | | | $ | (19,575,597 | ) | | $ | (58,512 | ) |
GNMA, 4.00% | | | 6,329,000 | | | | 07/21/2051 | | | | (6,683,028 | ) | | | 39,556 | |
UMBS, 1.50% | | | 19,415,000 | | | | 07/19/2036 | | | | (19,656,345 | ) | | | 33,957 | |
UMBS, 5.00% | | | 2,509,500 | | | | 07/14/2051 | | | | (2,755,389 | ) | | | 3,698 | |
UMBS, 5.50% | | | 13,400,000 | | | | 07/14/2051 | | | | (14,942,240 | ) | | | (26,365 | ) |
UMBS, 6.00% | | | 3,300,000 | | | | 07/14/2051 | | | | (3,703,008 | ) | | | 14,648 | |
| | | | | | | | | | | | | | | | |
Total (proceeds receivable $67,322,589) | | | $ | (67,315,607 | ) | | $ | 6,982 | |
| | | | | | | | | | | | | | | | |
At June 30, 2021, the aggregate market value of TBA Sale Commitments represents (2.9)% of total net assets.
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
OTC Credit Default Swap Contracts Outstanding at June 30, 2021 | |
Reference Entity | | Counter- party | | | Notional Amount(a) | | | (Pay)/Receive Fixed Rate | | | Expiration Date | | | Periodic Payment Frequency | | | Upfront Premiums Paid | | | Upfront Premiums Received | | | Market Value† | | | Unrealized Appreciation/ (Depreciation) | |
Credit default swaps on indices: | |
Buy protection: | |
ABX.HE.AAA.07 | | | GSC | | | | USD | | | | 1,290,593 | | | | (0.09%) | | | | 08/25/2037 | | | | Monthly | | | $ | 230,182 | | | $ | — | | | $ | 51,507 | | | $ | (178,675 | ) |
ABX.HE.AAA.07 | | | CSFB | | | | USD | | | | 3,137,179 | | | | (0.09%) | | | | 08/25/2037 | | | | Monthly | | | | 643,356 | | | | — | | | | 125,196 | | | | (518,160 | ) |
ABX.HE.PENAAA.06 | | | MSC | | | | USD | | | | 392,394 | | | | (0.11%) | | | | 05/25/2046 | | | | Monthly | | | | 37,536 | | | | — | | | | 35,271 | | | | (2,265 | ) |
ABX.HE.PENAAA.06 | | | JPM | | | | USD | | | | 895,806 | | | | (0.11%) | | | | 05/25/2046 | | | | Monthly | | | | 85,488 | | | | — | | | | 80,519 | | | | (4,969 | ) |
ABX.HE.PENAAA.06 | | | GSC | | | | USD | | | | 367,698 | | | | (0.11%) | | | | 05/25/2046 | | | | Monthly | | | | 89,840 | | | | — | | | | 33,051 | | | | (56,789 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | | | | | | | | | | $ | 1,086,402 | | | $ | — | | | $ | 325,544 | | | $ | (760,858 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Sell protection: | |
ABX.HE.AAA.07 | | | MSC | | | | USD | | | | 1,290,593 | | | | 0.09 | % | | | 08/25/2037 | | | | Monthly | | | $ | 10,317 | | | $ | — | | | $ | (51,504 | ) | | $ | (61,821 | ) |
ABX.HE.AAA.07 | | | MSC | | | | USD | | | | 3,137,177 | | | | 0.09 | % | | | 08/25/2037 | | | | Monthly | | | | 25,249 | | | | — | | | | (125,196 | ) | | | (150,445 | ) |
ABX.HE.PENAAA.06 | | | BCLY | | | | USD | | | | 1,655,903 | | | | 0.11 | % | | | 05/25/2046 | | | | Monthly | | | | — | | | | (39,175 | ) | | | (150,555 | ) | | | (111,380 | ) |
CMBX.NA.BB.8 | | | GSC | | | | USD | | | | 231,670 | | | | 5.00 | % | | | 10/17/2057 | | | | Monthly | | | | — | | | | (24,098 | ) | | | (82,994 | ) | | | (58,896 | ) |
CMBX.NA.BB.8 | | | DEUT | | | | USD | | | | 1,404,500 | | | | 5.00 | % | | | 10/17/2057 | | | | Monthly | | | | — | | | | (316,835 | ) | | | (503,149 | ) | | | (186,314 | ) |
CMBX.NA.BB.8 | | | CSFB | | | | USD | | | | 2,419,987 | | | | 5.00 | % | | | 10/17/2057 | | | | Monthly | | | | — | | | | (607,001 | ) | | | (866,938 | ) | | | (259,937 | ) |
CMBX.NA.BB.8 | | | GSC | | | | USD | | | | 3,325,431 | | | | 5.00 | % | | | 10/17/2057 | | | | Monthly | | | | — | | | | (746,855 | ) | | | (1,191,305 | ) | | | (444,450 | ) |
CMBX.NA.BB.8 | | | MSC | | | | USD | | | | 4,906,580 | | | | 5.00 | % | | | 10/17/2057 | | | | Monthly | | | | — | | | | (1,230,790 | ) | | | (1,757,737 | ) | | | (526,947 | ) |
CMBX.NA.BBB-.6 | | | DEUT | | | | USD | | | | 485,000 | | | | 3.00 | % | | | 05/11/2063 | | | | Monthly | | | | — | | | | (67,549 | ) | | | (128,035 | ) | | | (60,486 | ) |
CMBX.NA.BBB-.6 | | | MSC | | | | USD | | | | 465,000 | | | | 3.00 | % | | | 05/11/2063 | | | | Monthly | | | | — | | | | (37,212 | ) | | | (122,755 | ) | | | (85,543 | ) |
CMBX.NA.BBB-.6 | | | CSFB | | | | USD | | | | 920,000 | | | | 3.00 | % | | | 05/11/2063 | | | | Monthly | | | | — | | | | (119,608 | ) | | | (242,870 | ) | | | (123,262 | ) |
CMBX.NA.BBB-.6 | | | GSC | | | | USD | | | | 2,725,000 | | | | 3.00 | % | | | 05/11/2063 | | | | Monthly | | | | — | | | | (281,942 | ) | | | (712,558 | ) | | | (430,616 | ) |
CMBX.NA.BBB-.6 | | | MSC | | | | USD | | | | 4,245,000 | | | | 3.00 | % | | | 05/11/2063 | | | | Monthly | | | | — | | | | (585,037 | ) | | | (1,120,633 | ) | | | (535,596 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | | | | | | | | | | $ | 35,566 | | | $ | (4,056,102 | ) | | $ | (7,056,229 | ) | | $ | (3,035,693 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total OTC credit default swap contracts | | | | | | | $ | 1,121,968 | | | $ | (4,056,102 | ) | | $ | (6,730,685 | ) | | $ | (3,796,551 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
(a) | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2021 (Unaudited)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Credit Default Swap Contracts Outstanding at June 30, 2021 | |
Reference Entity | | Notional Amount(a) | | | (Pay)/Receive Fixed Rate | | | Expiration Date | | Periodic Payment Frequency | | | Upfront Premiums Paid (Received) | | | Value† | | | Unrealized Appreciation/ (Depreciation) | |
Credit default swaps on indices: | |
Buy protection: | |
CDX.NA.HY.36.V1 | | USD | | | 14,780,000 | | | | (5.00 | %) | | 06/20/2026 | | | Quarterly | | | $ | (1,469,931 | ) | | $ | (1,527,399 | ) | | $ | (57,468 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Credit default swaps on indices: | |
Sell protection: | |
CDX.EM.35.V1 | | USD | | | 17,030,000 | | | | 1.00 | % | | 06/20/2026 | | | Quarterly | | | $ | (596,465 | ) | | $ | (443,259 | ) | | $ | 153,206 | |
CDX.NA.IG.36.V1 | | USD | | | 4,395,000 | | | | 1.00 | % | | 06/20/2026 | | | Quarterly | | | | 92,087 | | | | 112,671 | | | | 20,584 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | | $ | (504,378 | ) | | $ | (330,588 | ) | | $ | 173,790 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Credit default swaps on single-name issues: | |
Sell protection: | |
Colombia Republic BBB- | | USD | | | 11,785,000 | | | | 1.00 | % | | 06/20/2026 | | | Quarterly | | | $ | (150,552 | ) | | $ | (202,980 | ) | | $ | (52,428 | ) |
Indonesia Republic BBB | | USD | | | 5,745,000 | | | | 1.00 | % | | 06/20/2026 | | | Quarterly | | | | 29,812 | | | | 72,723 | | | | 42,911 | |
Panama Republic BBB | | USD | | | 3,230,000 | | | | 1.00 | % | | 06/20/2026 | | | Quarterly | | | | 26,123 | | | | 53,996 | | | | 27,873 | |
Peruvian Gov International Bond BBB+ | | USD | | | 5,755,000 | | | | 1.00 | % | | 06/20/2026 | | | Quarterly | | | | 38,967 | | | | 50,959 | | | | 11,992 | |
Republic of Brazil BB- | | USD | | | 1,925,000 | | | | 1.00 | % | | 06/20/2026 | | | Quarterly | | | | (59,414 | ) | | | (59,354 | ) | | | 60 | |
Russian Federation BBB- | | USD | | | 1,860,000 | | | | 1.00 | % | | 06/20/2026 | | | Quarterly | | | | 4,487 | | | | 15,663 | | | | 11,176 | |
United Mexican States BBB | | USD | | | 2,090,000 | | | | 1.00 | % | | 06/20/2026 | | | Quarterly | | | | 2,098 | | | | 6,726 | | | | 4,628 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | | $ | (108,479 | ) | | $ | (62,267 | ) | | $ | 46,212 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total centrally cleared credit default swap contracts | | | $ | (2,082,788 | ) | | $ | (1,920,254 | ) | | $ | 162,534 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
(a) | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Interest Rate Swap Contracts Outstanding at June 30, 2021 | |
Payments made by Fund | | Payments received by Fund | | Notional Amount | | | Expiration Date | | | Periodic Payment Frequency | | Upfront Premiums Paid | | | Upfront Premiums Received | | | Value† | | | Unrealized Appreciation/ (Depreciation) | |
0.07% Fixed | | 12 Mo. USD SOFR | | USD | | | 18,225,000 | | | | 08/12/2025 | | | Annual | | $ | — | | | $ | (1,749 | ) | | $ | 386,196 | | | $ | 387,945 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | |
Foreign Currency Contracts Outstanding at June 30, 2021 | |
Amount and Description of Currency to be Purchased | | Amount and Description of Currency to be Sold | | Counterparty | | Settlement Date | | | Appreciation | | | Depreciation | |
| 3,108,229 | | | USD | | | 4,005,000 | | | AUD | | MSC | | | 09/15/2021 | | | $ | 103,697 | | | $ | — | |
| 5,109,897 | | | USD | | | 26,085,000 | | | BRL | | CBK | | | 09/15/2021 | | | | — | | | | (85,154 | ) |
| 5,239,413 | | | USD | | | 4,382,704 | | | EUR | | BNP | | | 07/30/2021 | | | | 39,290 | | | | — | |
| 61,763,509 | | | USD | | | 50,707,000 | | | EUR | | CBK | | | 09/15/2021 | | | | 1,542,355 | | | | — | |
| 1,769,496 | | | USD | | | 1,451,000 | | | EUR | | JPM | | | 09/15/2021 | | | | 46,245 | | | | — | |
| 1,606,567 | | | USD | | | 1,317,000 | | | EUR | | MSC | | | 09/15/2021 | | | | 42,459 | | | | — | |
| 1,266,070 | | | USD | | | 1,042,000 | | | EUR | | BOA | | | 09/15/2021 | | | | 28,559 | | | | — | |
| 11,149,383 | | | USD | | | 222,700,000 | | | MXN | | BCLY | | | 09/15/2021 | | | | 85,303 | | | | — | |
| 4,652,807 | | | USD | | | 343,540,000 | | | RUB | | GSC | | | 09/15/2021 | | | | 10,422 | | | | — | |
| | | | | | | | | | | | | | | | | | | | | | | | |
| Total Foreign Currency Contracts | | | $ | 1,898,330 | | | $ | (85,154 | ) |
| | | | | | | | | | |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
The accompanying notes are an integral part of these financial statements.
|
Hartford Total Return Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2021 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2021 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Asset & Commercial Mortgage-Backed Securities | | $ | 538,314,986 | | | $ | — | | | $ | 538,314,986 | | | $ | — | |
Corporate Bonds | | | 782,628,898 | | | | — | | | | 782,628,898 | | | | — | |
Foreign Government Obligations | | | 147,938,659 | | | | — | | | | 147,938,659 | | | | — | |
Municipal Bonds | | | 29,227,552 | | | | — | | | | 29,227,552 | | | | — | |
Senior Floating Rate Interests | | | 104,957,245 | | | | — | | | | 104,957,245 | | | | — | |
U.S. Government Agencies | | | 954,704,754 | | | | — | | | | 954,704,754 | | | | — | |
U.S. Government Securities | | | 427,941,583 | | | | — | | | | 427,941,583 | | | | — | |
Common Stocks | |
Energy | | | 102,286 | | | | — | | | | — | | | | 102,286 | |
Preferred Stocks | | | 2,210,612 | | | | 2,210,612 | | | | — | | | | — | |
Warrants | | | 184 | | | | — | | | | — | | | | 184 | |
Short-Term Investments | | | 33,915,084 | | | | 7,450,335 | | | | 26,464,749 | | | | — | |
Purchased Options | | | 866,055 | | | | — | | | | 866,055 | | | | — | |
Foreign Currency Contracts(2) | | | 1,898,330 | | | | — | | | | 1,898,330 | | | | — | |
Futures Contracts(2) | | | 2,355,245 | | | | 2,355,245 | | | | — | | | | — | |
Swaps - Credit Default(2) | | | 272,430 | | | | — | | | | 272,430 | | | | — | |
Swaps - Interest Rate(2) | | | 387,945 | | | | — | | | | 387,945 | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 3,027,721,848 | | | $ | 12,016,192 | | | $ | 3,015,603,186 | | | $ | 102,470 | |
| | | | | | | | | | | | | | | | |
Liabilities | |
Foreign Currency Contracts(2) | | $ | (85,154 | ) | | $ | — | | | $ | (85,154 | ) | | $ | — | |
Futures Contracts(2) | | | (6,216,987 | ) | | | (6,216,987 | ) | | | — | | | | — | |
Swaps - Credit Default(2) | | | (3,906,447 | ) | | | — | | | | (3,906,447 | ) | | | — | |
TBA Sale Commitments | | | (67,315,607 | ) | | | — | | | | (67,315,607 | ) | | | — | |
Written Options | | | (869,905 | ) | | | — | | | | (869,905 | ) | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | (78,394,100 | ) | | $ | (6,216,987 | ) | | $ | (72,177,113 | ) | | $ | — | |
| | | | | | | | | | | | | | | | |
(1) | For the six-month period ended June 30, 2021, there were no transfers in and out of Level 3. |
(2) | Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments. |
Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for period ended June 30, 2021 is not presented.
The accompanying notes are an integral part of these financial statements.
|
Hartford Ultrashort Bond HLS Fund |
Schedule of Investments
June 30, 2021 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 32.4% | |
| | | | | Asset-Backed - Automobile - 19.5% | |
| | | | | | American Credit Acceptance Receivables Trust | | | | |
$ | | | 2,359,989 | | | 0.35%, 05/13/2024(1) | | $ | 2,360,676 | |
| | | 1,237,424 | | | 0.37%, 10/15/2024(1) | | | 1,238,185 | |
| | | 398,038 | | | 0.62%, 10/13/2023(1) | | | 398,276 | |
| | | 9,131 | | | 1.89%, 04/13/2023(1) | | | 9,137 | |
| | | | | | AmeriCredit Automobile Receivables Trust | | | | |
| | | 1,230,000 | | | 0.26%, 11/18/2024 | | | 1,231,238 | |
| | | 740,000 | | | 0.28%, 06/18/2024 | | | 740,328 | |
| | | 3,631,683 | | | 0.42%, 03/18/2024 | | | 3,634,838 | |
| | | 1,301,382 | | | 2.06%, 04/18/2024 | | | 1,312,907 | |
| | | 1,191,801 | | | 2.97%, 11/20/2023 | | | 1,199,779 | |
| | | | | | ARI Fleet Lease Trust | | | | |
| | | 625,000 | | | 0.37%, 03/15/2030(1) | | | 624,655 | |
| | | 389,147 | | | 1.77%, 08/15/2028(1) | | | 391,451 | |
| | | 827,732 | | | 2.28%, 04/15/2026(1) | | | 829,309 | |
| | | 430,480 | | | Canadian Pacer Auto Receivables Trust 1.77%, 11/21/2022(1) | | | 431,617 | |
| | | | | | CarMax Auto Owner Trust | | | | |
| | | 2,745,000 | | | 0.22%, 02/15/2024 | | | 2,745,879 | |
| | | 936,337 | | | 0.49%, 06/15/2023 | | | 937,154 | |
| | | 240,299 | | | 2.01%, 03/15/2023 | | | 240,780 | |
| | | 2,603,087 | | | 3.05%, 03/15/2024 | | | 2,642,996 | |
| | | | | | Carvana Auto Receivables Trust | | | | |
| | | 1,915,000 | | | 0.28%, 03/11/2024 | | | 1,915,024 | |
| | | 2,726,000 | | | 0.30%, 07/10/2024 | | | 2,725,998 | |
| | | 855,000 | | | 0.32%, 03/10/2028 | | | 854,788 | |
| | | 1,457,043 | | | 0.70%, 01/10/2028 | | | 1,458,596 | |
| | | | | | Chesapeake Funding LLC | | | | |
| | | 1,263,357 | | | 0.30%, 04/15/2033, 1 mo. USD LIBOR + 0.230%(1)(2) | | | 1,263,357 | |
| | | 443,208 | | | 0.44%, 08/15/2030, 1 mo. USD LIBOR + 0.370%(1)(2) | | | 443,487 | |
| | | 1,034,480 | | | 0.87%, 08/16/2032(1) | | | 1,039,965 | |
| | | 1,324,822 | | | 1.95%, 09/15/2031(1) | | | 1,339,683 | |
| | | 1,787,214 | | | 2.94%, 04/15/2031(1) | | | 1,802,720 | |
| | | 179,726 | | | 3.04%, 04/15/2030(1) | | | 179,961 | |
| | | 405,331 | | | 3.39%, 01/15/2031(1) | | | 413,713 | |
| | | | | | CPS Auto Receivables Trust | | | | |
| | | 1,373,857 | | | 0.35%, 01/16/2024(1) | | | 1,374,002 | |
| | | 1,213,712 | | | 0.37%, 03/17/2025(1) | | | 1,214,384 | |
| | | 553,888 | | | 0.63%, 03/15/2024(1) | | | 554,303 | |
| | | 91,198 | | | 2.09%, 05/15/2023(1) | | | 91,262 | |
| | | 3,850,000 | | | Credit Acceptance Auto Loan Trust 2.38%, 11/15/2028(1) | | | 3,923,691 | |
| | | | | | Drive Auto Receivables Trust | | | | |
| | | 2,270,000 | | | 0.36%, 12/15/2023 | | | 2,271,103 | |
| | | 84,696 | | | 0.85%, 07/17/2023 | | | 84,728 | |
| | | 410,854 | | | 2.02%, 11/15/2023 | | | 411,533 | |
| | | | | | DT Auto Owner Trust | | | | |
| | | 2,069,073 | | | 0.35%, 01/15/2025(1) | | | 2,070,785 | |
| | | 1,951,977 | | | 0.41%, 03/17/2025(1) | | | 1,953,578 | |
| | | 146,965 | | | 1.94%, 09/15/2023(1) | | | 147,358 | |
| | | | | | Enterprise Fleet Financing LLC | | | | |
| | | 1,409,635 | | | 1.78%, 12/22/2025(1) | | | 1,428,320 | |
| | | 3,286,560 | | | 2.06%, 05/20/2025(1) | | | 3,330,383 | |
| | | 906,208 | | | 2.29%, 02/20/2025(1) | | | 918,779 | |
| | | 491,248 | | | 2.98%, 10/20/2024(1) | | | 495,034 | |
| | | 58,411 | | | 3.14%, 02/20/2024(1) | | | 58,557 | |
| | | 96,299 | | | 3.38%, 05/20/2024(1) | | | 96,771 | |
| | | 685,000 | | | Enterprise Fleet Funding LLC 0.44%, 12/21/2026(1) | | | 684,942 | |
| | | | | | Exeter Automobile Receivables Trust | | | | |
| | | 1,185,000 | | | 0.30%, 10/15/2024 | | | 1,184,544 | |
| | | 2,620,000 | | | 0.34%, 03/15/2024 | | | 2,621,344 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 32.4% - (continued) | |
| | | | | Asset-Backed - Automobile - 19.5% - (continued) | |
| | | | | | First Investors Auto Owner Trust | |
$ | | | 1,646,255 | | | 0.45%, 03/16/2026(1) | | $ | 1,647,965 | |
| | | 422,116 | | | 2.21%, 09/16/2024(1) | | | 425,101 | |
| | | 94,454 | | | 2.89%, 03/15/2024(1) | | | 94,874 | |
| | | | | | Flagship Credit Auto Trust | |
| | | 2,570,326 | | | 0.31%, 06/16/2025(1) | | | 2,569,959 | |
| | | 3,327,829 | | | 0.37%, 12/15/2026(1) | | | 3,326,647 | |
| | | 3,389,660 | | | 0.53%, 04/15/2025(1) | | | 3,396,188 | |
| | | 305,752 | | | 0.70%, 04/15/2025(1) | | | 306,563 | |
| | | 623,193 | | | 1.90%, 08/15/2024(1) | | | 629,138 | |
| | | 327,659 | | | 2.17%, 06/17/2024(1) | | | 330,161 | |
| | | 525,027 | | | 2.33%, 02/15/2024(1) | | | 528,621 | |
| | | 306,810 | | | 2.83%, 10/16/2023(1) | | | 308,772 | |
| | | 124,729 | | | 3.11%, 08/15/2023(1) | | | 125,280 | |
| | | 27,752 | | | 3.41%, 05/15/2023(1) | | | 27,788 | |
| | | | | | Ford Credit Auto Lease Trust | |
| | | 1,963,766 | | | 0.50%, 12/15/2022 | | | 1,965,128 | |
| | | 71,732 | | | 1.80%, 07/15/2022 | | | 71,772 | |
| | | 119,018 | | | 2.98%, 06/15/2022 | | | 119,141 | |
| | | | | | Ford Credit Auto Owner Trust | |
| | | 1,925,000 | | | 0.17%, 10/15/2023 | | | 1,924,759 | |
| | | 2,211,238 | | | 0.25%, 09/15/2023 | | | 2,212,080 | |
| | | 1,500,000 | | | 2.36%, 03/15/2029(1) | | | 1,522,283 | |
| | | 3,010,000 | | | Foursight Capital Automobile Receivables Trust 0.40%, 08/15/2024(1) | | | 3,011,953 | |
| | | | | | GLS Auto Receivables Issuer Trust | |
| | | 1,645,000 | | | 0.31%, 11/15/2024(1) | | | 1,644,621 | |
| | | 3,436,121 | | | 0.34%, 05/15/2024(1) | | | 3,437,326 | |
| | | 1,551,651 | | | 0.52%, 02/15/2024(1) | | | 1,553,101 | |
| | | | | | GM Financial Automobile Leasing Trust | |
| | | 394,211 | | | 0.71%, 10/20/2022 | | | 394,912 | |
| | | 452,821 | | | 2.03%, 06/20/2022 | | | 453,928 | |
| | | | | | GM Financial Consumer Automobile Receivables Trust | |
| | | 2,259,948 | | | 0.23%, 11/16/2023 | | | 2,260,863 | |
| | | 1,500,000 | | | 0.27%, 06/17/2024 | | | 1,500,944 | |
| | | 3,453 | | | 1.83%, 01/17/2023 | | | 3,455 | |
| | | | | | GM Financial Leasing Trust | |
| | | 965,000 | | | 0.17%, 04/20/2023 | | | 964,972 | |
| | | 895,000 | | | 0.22%, 07/20/2023 | | | 894,933 | |
| | | 194,863 | | | Honda Auto Receivables Owner Trust 0.74%, 11/15/2022 | | | 195,104 | |
| | | | | | Hyundai Auto Lease Securitization Trust | |
| | | 2,141,916 | | | 0.25%, 04/17/2023(1) | | | 2,142,312 | |
| | | 89,840 | | | 1.90%, 05/16/2022(1) | | | 89,900 | |
| | | | | | Hyundai Auto Receivables Trust | |
| | | 905,000 | | | 0.23%, 02/15/2024 | | | 905,118 | |
| | | 1,775,043 | | | 0.26%, 09/15/2023 | | | 1,775,923 | |
| | | 1,880,068 | | | 0.38%, 03/15/2023 | | | 1,881,127 | |
| | | | | | Mercedes-Benz Auto Lease Trust | |
| | | 2,290,000 | | | 0.22%, 01/16/2024 | | | 2,289,402 | |
| | | 19,048 | | | 1.82%, 03/15/2022 | | | 19,062 | |
| | | 2,204,870 | | | Nissan Auto Lease Trust 0.34%, 12/15/2022 | | | 2,206,558 | |
| | | 82,041 | | | Nissan Auto Receivables Owner Trust 1.97%, 09/15/2022 | | | 82,097 | |
| | | 1,040,000 | | | PFS Financing Corp. 1.21%, 06/15/2024(1) | | | 1,048,638 | |
| | | 2,565,332 | | | Prestige Auto Receivables Trust 0.52%, 02/15/2024(1) | | | 2,567,043 | |
| | | | | | Santander Consumer Auto Receivables Trust | |
| | | 1,800,386 | | | 0.23%, 11/15/2023(1) | | | 1,800,650 | |
| | | 729,780 | | | 0.38%, 02/15/2023(1) | | | 730,011 | |
| | | | | | Santander Drive Auto Receivables Trust | |
| | | 930,000 | | | 0.28%, 04/15/2024 | | | 930,035 | |
| | | 585,000 | | | 0.34%, 02/18/2025 | | | 584,888 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Ultrashort Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2021 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 32.4% - (continued) | |
| | | | | Asset-Backed - Automobile - 19.5% - (continued) | |
| | | | | | Santander Drive Auto Receivables Trust | |
$ | | | 2,735,175 | | | 0.42%, 09/15/2023 | | $ | 2,736,136 | |
| | | 364,258 | | | 0.46%, 09/15/2023 | | | 364,369 | |
| | | 128,285 | | | 0.62%, 05/15/2023 | | | 128,309 | |
| | | | | | Santander Retail Auto Lease Trust | | | | |
| | | 1,960,000 | | | 0.31%, 01/22/2024(1) | | | 1,958,881 | |
| | | 2,565,000 | | | 0.32%, 02/20/2024(1) | | | 2,565,605 | |
| | | 2,465,752 | | | 0.42%, 11/20/2023(1) | | | 2,469,995 | |
| | | 786,015 | | | Securitized Term Auto Receivables Trust 2.99%, 02/27/2023(1) | | | 793,462 | |
| | | 1,780,000 | | | Tesla Auto Lease Trust 0.36%, 03/20/2025(1) | | | 1,780,856 | |
| | | | | | Toyota Auto Receivables Owner Trust | | | | |
| | | 2,807,104 | | | 0.23%, 05/15/2023 | | | 2,807,886 | |
| | | 1,239,732 | | | 0.36%, 02/15/2023 | | | 1,240,453 | |
| | | | | | United Auto Credit Securitization Trust | | | | |
| | | 927,197 | | | 0.34%, 07/10/2023(1) | | | 927,276 | |
| | | 3,897 | | | 0.85%, 05/10/2022(1) | | | 3,897 | |
| | | 1,413,957 | | | Volkswagen Auto Lease Trust 1.99%, 11/21/2022 | | | 1,422,743 | |
| | | 256,922 | | | Volkswagen Auto Loan Enhanced Trust 0.93%, 12/20/2022 | | | 257,230 | |
| | | | | | Westlake Automobile Receivables Trust | | | | |
| | | 1,830,000 | | | 0.32%, 04/15/2025(1) | | | 1,830,124 | |
| | | 3,740,000 | | | 0.39%, 10/15/2024(1) | | | 3,743,400 | |
| | | 1,724,714 | | | 0.93%, 02/15/2024(1) | | | 1,729,182 | |
| | | 187,516 | | | 2.15%, 02/15/2023(1) | | | 187,881 | |
| | | 758,947 | | | Wheels SPV 2 LLC 0.51%, 08/20/2029(1) | | | 760,137 | |
| | | 785,334 | | | World Omni Auto Receivables Trust 0.55%, 07/17/2023 | | | 786,151 | |
| | | 94,800 | | | World Omni Select Auto Trust 2.06%, 08/15/2023 | | | 94,862 | |
| | | | | | | | | | |
| | | | | | | | | 144,811,829 | |
| | | | | | | | | | |
| | | | | Asset-Backed - Credit Card - 0.6% | |
| | | 1,150,000 | | | Evergreen Credit Card Trust 1.90%, 09/16/2024(1) | | | 1,172,973 | |
| | | | | | HPEFS Equipment Trust | | | | |
| | | 1,465,000 | | | 0.30%, 09/20/2028(1) | | | 1,464,216 | |
| | | 341,606 | | | 1.73%, 02/20/2030(1) | | | 342,821 | |
| | | 1,355,000 | | | Trillium Credit Card Trust 0.47%, 12/26/2024, 1 mo. USD LIBOR + 0.370%(1)(2) | | | 1,357,432 | |
| | | | | | | | | | |
| | | | | | | | | 4,337,442 | |
| | | | | | | | | | |
| | | | | Asset-Backed - Finance & Insurance - 7.2% | |
| | | 1,538,512 | | | American Credit Acceptance Receivables Trust 0.53%, 03/13/2024(1) | | | 1,540,024 | |
| | | 1,617,863 | | | Angel Oak Mortgage Trust 2.53%, 01/26/2065(1)(3) | | | 1,645,608 | |
| | | 840,058 | | | BRAVO Residential Funding Trust 0.94%, 02/25/2049(1)(3) | | | 839,808 | |
| | | 681,804 | | | BWAY Mortgage Trust 2.81%, 03/10/2033(1) | | | 706,971 | |
| | | | | | CarMax Auto Owner Trust | | | | |
| | | 378,039 | | | 1.75%, 01/17/2023 | | | 378,643 | |
| | | 1,326,760 | | | 2.33%, 05/15/2023 | | | 1,334,133 | |
| | | | | | CNH Equipment Trust | | | | |
| | | 184,652 | | | 1.08%, 07/17/2023 | | | 184,966 | |
| | | 290,649 | | | 1.99%, 03/15/2023 | | | 290,885 | |
| | | 3,455,000 | | | Credit Acceptance Auto Loan Trust 2.01%, 02/15/2029(1) | | | 3,514,489 | |
| | | | | | DLL LLC | | | | |
| | | 3,915,000 | | | 0.36%, 05/17/2024(1) | | | 3,916,022 | |
| | | 483,322 | | | 2.89%, 04/20/2023(1) | | | 487,369 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 32.4% - (continued) | |
| | | | | Asset-Backed - Finance & Insurance - 7.2% - (continued) | |
$ | | | 1,590,000 | | | Donlen Fleet Lease Funding LLC 0.56%, 12/11/2034(1) | | $ | 1,591,757 | |
| | | | | | Ellington Financial Mortgage Trust | | | | |
| | | 717,972 | | | 0.93%, 06/25/2066(1)(3) | | | 716,274 | |
| | | 174,439 | | | 2.74%, 11/25/2059(1)(3) | | | 177,482 | |
| | | 825,145 | | | FCI Funding LLC 1.13%, 04/15/2033(1) | | | 826,105 | |
| | | 464,000 | | | GM Financial Automobile Leasing Trust 0.45%, 08/21/2023 | | | 464,988 | |
| | | 1,635,642 | | | GM Financial Consumer Automobile Receivables Trust 0.26%, 11/16/2023 | | | 1,636,294 | |
| | | 742,000 | | | GMF Floorplan Owner Revolving Trust 2.70%, 04/15/2024(1) | | | 756,422 | |
| | | 737,616 | | | GreatAmerica Leasing Receivables Funding LLC 1.76%, 06/15/2022(1) | | | 740,555 | |
| | | | | | HPEFS Equipment Trust | | | | |
| | | 2,619,958 | | | 0.65%, 07/22/2030(1) | | | 2,623,196 | |
| | | 461,139 | | | 2.21%, 09/20/2029(1) | | | 462,548 | |
| | | 1,279,190 | | | Hyundai Auto Receivables Trust 1.51%, 04/17/2023 | | | 1,283,881 | |
| | | 657,312 | | | John Deere Owner Trust 0.41%, 03/15/2023 | | | 657,698 | |
| | | | | | Kubota Credit Owner Trust | | | | |
| | | 1,900,000 | | | 0.31%, 04/15/2024(1) | | | 1,900,089 | |
| | | 661,120 | | | 0.41%, 06/15/2023(1) | | | 661,609 | |
| | | 39,558 | | | 2.49%, 06/15/2022(1) | | | 39,594 | |
| | | | | | Marlette Funding Trust | | | | |
| | | 674,719 | | | 0.60%, 06/16/2031(1) | | | 675,110 | |
| | | 68,960 | | | 2.24%, 03/15/2030(1) | | | 69,080 | |
| | | | | | MMAF Equipment Finance LLC | | | | |
| | | 1,110,000 | | | 0.30%, 04/15/2024(1) | | | 1,110,336 | |
| | | 258,740 | | | 2.07%, 10/12/2022(1) | | | 260,088 | |
| | | 508,380 | | | New York City, NY Tax Lien 2.19%, 11/10/2032(1) | | | 508,285 | |
| | | 361,998 | | | Residential Mortgage Loan Trust 2.38%, 02/25/2024(1)(3) | | | 367,185 | |
| | | | | | SoFi Consumer Loan Program Trust | | | | |
| | | 410,723 | | | 2.45%, 08/25/2028(1) | | | 413,239 | |
| | | 251,558 | | | 2.90%, 05/25/2028(1) | | | 252,871 | |
| | | 382,922 | | | Tesla Auto Lease Trust 0.55%, 05/22/2023(1) | | | 383,470 | |
| | | 475,924 | | | Toyota Auto Receivables Owner Trust 1.38%, 12/15/2022 | | | 477,025 | |
| | | | | | Verizon Owner Trust | | | | |
| | | 4,000,000 | | | 0.41%, 04/21/2025 | | | 4,006,269 | |
| | | 2,359,000 | | | 2.33%, 12/20/2023 | | | 2,384,927 | |
| | | 243,575 | | | 2.93%, 09/20/2023 | | | 246,480 | |
| | | 312,356 | | | 3.23%, 04/20/2023 | | | 314,505 | |
| | | 5,330,000 | | | Volkswagen Auto Lease Trust 0.27%, 04/20/2023 | | | 5,333,653 | |
| | | | | | Volvo Financial Equipment LLC | | | | |
| | | 137,884 | | | 2.02%, 08/15/2022(1) | | | 138,132 | |
| | | 835,000 | | | 2.04%, 11/15/2023(1) | | | 844,921 | |
| | | 5,554,797 | | | Westlake Automobile Receivables Trust 0.56%, 05/15/2024(1) | | | 5,564,731 | |
| | | 816,329 | | | World Omni Automobile Lease Securitization Trust 0.32%, 09/15/2023 | | | 816,860 | |
| | | | | | | | | | |
| | | | | | | | | 53,544,577 | |
| | | | | | | | | | |
| | | | | Commercial Mortgage-Backed Securities - 0.1% | | | |
| | | 785,000 | | | Morgan Stanley Bank of America Merrill Lynch Trust 3.79%, 08/15/2045 | | | 807,095 | |
| | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Ultrashort Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2021 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 32.4% - (continued) | |
| | | Diversified Financial Services - 0.4% | |
$ | | | 2,981,000 | | | SG Residential Mortgage Trust 1.16%, 07/25/2061(1)(3) | | $ | 2,978,964 | |
| | | | | | | | | | |
| | | Other Asset-Backed Securities - 3.4% | |
| | | 1,710,000 | | | Amur Equipment Finance Receivables IX LLC 0.75%, 11/20/2026(1) | | | 1,709,965 | |
| | | | | | CarMax Auto Owner Trust | |
| | | 3,302,848 | | | 0.31%, 01/16/2024 | | | 3,305,120 | |
| | | 984,044 | | | 2.18%, 08/15/2024 | | | 998,335 | |
| | | 2,552,556 | | | Carvana Auto Receivables Trust 0.28%, 11/08/2023 | | | 2,553,418 | |
| | | 1,110,000 | | | CCG Receivables Trust 0.30%, 06/14/2027(1) | | | 1,108,431 | |
| | | 1,650,000 | | | Crossroads Asset Trust 0.82%, 03/20/2024(1) | | | 1,651,289 | |
| | | 1,045,000 | | | Dell Equipment Finance Trust 0.33%, 05/22/2026(1) | | | 1,045,942 | |
| | | 3,555,000 | | | GreatAmerica Leasing Receivables Funding LLC 0.27%, 06/15/2023(1) | | | 3,555,084 | |
| | | 1,220,000 | | | HPEFS Equipment Trust 0.27%, 03/20/2031(1) | | | 1,220,254 | |
| | | 174,572 | | | Nationstar HECM Loan Trust 2.65%, 06/25/2029(1)(3) | | | 174,832 | |
| | | | | | SCF Equipment Leasing | |
| | | 3,500,000 | | | 0.42%, 08/20/2026(1) | | | 3,500,087 | |
| | | 1,262,830 | | | 0.68%, 10/20/2025(1) | | | 1,265,148 | |
| | | 407,700 | | | SoFi Consumer Loan Program Trust 2.02%, 01/25/2029(1) | | | 411,050 | |
| | | | | | Towd Point Mortgage Trust | |
| | | 573,136 | | | 0.69%, 02/25/2057, 1 mo. USD LIBOR + 0.600%(1)(2) | | | 573,164 | |
| | | 1,029,612 | | | 2.75%, 06/25/2057(1)(3) | | | 1,058,623 | |
| | | 78,611 | | | Transportation Finance Equipment Trust 1.90%, 01/24/2022(1) | | | 78,702 | |
| | | 729,119 | | | Verus Securitization Trust 2.64%, 11/25/2059(1)(4) | | | 741,308 | |
| | | | | | | | | | |
| | | | | | | | | 24,950,752 | |
| | | | | | | | | | |
| | | | | Whole Loan Collateral CMO - 1.2% | | | |
| | | 593,584 | | | Angel Oak Mortgage Trust LLC 2.99%, 07/26/2049(1)(3) | | | 598,506 | |
| | | 823,751 | | | Bunker Hill Loan Depositary Trust 2.72%, 11/25/2059(1)(4) | | | 838,957 | |
| | | | | | COLT Mortgage Loan Trust | |
| | | 1,488,333 | | | 1.33%, 10/26/2065(1)(3) | | | 1,491,510 | |
| | | 492,798 | | | 1.51%, 04/27/2065(1)(3) | | | 494,701 | |
| | | 958,088 | | | MFA Trust 1.01%, 01/26/2065(1)(3) | | | 958,770 | |
| | | 737,583 | | | New Residential Mortgage Loan Trust 4.00%, 08/27/2057(1)(3) | | | 789,098 | |
| | | 68,431 | | | OBX Trust 0.74%, 06/25/2057, 1 mo. USD LIBOR + 0.650%(1)(2) | | | 68,484 | |
| | | 485,539 | | | RMF Buyout Issuance Trust 2.16%, 02/25/2030(1)(3) | | | 485,973 | |
| | | 108,030 | | | Sequoia Mortgage Trust 3.50%, 02/25/2050(1)(3) | | | 108,409 | |
| | | | | | Starwood Mortgage Residential Trust | |
| | | 802,366 | | | 0.94%, 05/25/2065(1)(3) | | | 806,157 | |
| | | 637,064 | | | 2.28%, 02/25/2050(1)(3) | | | 644,195 | |
| | | | | | Verus Securitization Trust | |
| | | 853,897 | | | 2.69%, 11/25/2059(1)(3) | | | 869,649 | |
| | | 452,717 | | | 2.78%, 07/25/2059(1)(4) | | | 458,401 | |
| | | | | | | | | | |
| | | | | | | | | 8,612,810 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Asset & Commercial Mortgage-Backed Securities (cost $239,769,075) | | $ | 240,043,469 | |
| | | | | | | | | | |
CORPORATE BONDS - 30.7% | |
| | | Agriculture - 0.1% | |
| | | 675,000 | | | Cargill, Inc. 1.38%, 07/23/2023(1) | | | 687,430 | |
| | | | | | | | | | |
| | | Apparel - 0.2% | |
| | | 1,550,000 | | | VF Corp. 2.05%, 04/23/2022 | | | 1,570,966 | |
| | | | | | | | | | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 30.7% - (continued) | |
| | | Auto Manufacturers - 3.1% | |
| | | | | | American Honda Finance Corp. | | | | |
$ | | | 2,000,000 | | | 0.31%, 01/21/2022, 3 mo. USD LIBOR + 0.120%(2) | | $ | 2,001,018 | |
| | | 2,050,000 | | | 0.40%, 10/21/2022 | | | 2,052,115 | |
| | | | | | General Motors Financial Co., Inc. | | | | |
| | | 2,000,000 | | | 3.45%, 04/10/2022 | | | 2,036,784 | |
| | | 1,000,000 | | | 3.55%, 07/08/2022 | | | 1,032,101 | |
| | | 1,250,000 | | | Hyundai Capital America 1.14%, 07/08/2021, 3 mo. USD LIBOR + 0.940%(1)(2) | | | 1,250,149 | |
| | | 485,000 | | | PACCAR Financial Corp. 0.80%, 06/08/2023 | | | 488,963 | |
| | | | | | Toyota Motor Credit Corp. | | | | |
| | | 2,352,000 | | | 0.29%, 08/13/2021, 3 mo. USD LIBOR + 0.125%(2) | | | 2,352,408 | |
| | | 1,500,000 | | | 0.34%, 04/06/2023, 1 mo. USD SOFR + 0.320%(2) | | | 1,502,985 | |
| | | 2,000,000 | | | 0.35%, 01/11/2024, 3 mo. USD SOFR + 0.330%(2)(5) | | | 2,006,384 | |
| | | 1,650,000 | | | 0.35%, 10/14/2022 | | | 1,652,187 | |
| | | 1,525,000 | | | 1.15%, 05/26/2022 | | | 1,538,035 | |
| | | | | | Volkswagen Group of America Finance LLC | | | | |
| | | 1,600,000 | | | 0.75%, 11/23/2022(1) | | | 1,606,044 | |
| | | 750,000 | | | 3.13%, 05/12/2023(1) | | | 783,080 | |
| | | 2,275,000 | | | 4.00%, 11/12/2021(1) | | | 2,306,668 | |
| | | | | | | | | | |
| | | | | | | | | 22,608,921 | |
| | | | | | | | | | |
| | | Beverages - 0.3% | |
| | | 2,275,000 | | | Coca-Cola European Partners plc 0.50%, 05/05/2023(1) | | | 2,270,321 | |
| | | | | | | | | | |
| | | Biotechnology - 0.3% | |
| | | 2,250,000 | | | Royalty Pharma plc 0.75%, 09/02/2023(1) | | | 2,256,322 | |
| | | | | | | | | | |
| | | | | Chemicals - 0.1% | |
| | | 430,000 | | | International Flavors & Fragrances, Inc. 0.70%, 09/15/2022(1) | | | 430,238 | |
| | | | | | | | | | |
| | | Commercial Banks - 12.4% | |
| | | | | | ABN Amro Bank N.V. | | | | |
| | | 2,400,000 | | | 0.71%, 08/27/2021, 3 mo. USD LIBOR + 0.570%(1)(2) | | | 2,401,992 | |
| | | 2,450,000 | | | 3.40%, 08/27/2021(1) | | | 2,462,098 | |
| | | | | | Bank of America Corp. | | | | |
| | | 1,875,000 | | | 0.54%, 05/28/2024, 3 mo. USD BSBY3M + 0.430%(2) | | | 1,876,144 | |
| | | 1,525,000 | | | 0.72%, 04/22/2025, 1 mo. USD SOFR + 0.690%(2) | | | 1,533,526 | |
| | | 1,250,000 | | | 0.81%, 10/24/2024, (0.81% fixed rate until 10/24/2023; 3 mo. USD SOFR + 0.740% thereafter)(6) | | | 1,255,033 | |
| | | | | | Bank of New York Mellon Corp. | | | | |
| | | 750,000 | | | 0.29%, 04/26/2024, 1 mo. USD SOFR + 0.260%(2) | | | 751,429 | |
| | | 640,000 | | | 1.95%, 08/23/2022 | | | 652,232 | |
| | | 675,000 | | | Barclays Bank plc 1.70%, 05/12/2022 | | | 682,658 | |
| | | 3,000,000 | | | BNP Paribas S.A. 0.56%, 08/07/2021, 3 mo. USD LIBOR + 0.390%(1)(2) | | | 3,001,299 | |
| | | 3,518,000 | | | BPCE S.A. 3.00%, 05/22/2022(1) | | | 3,601,569 | |
| | | | | | Canadian Imperial Bank of Commerce | | | | |
| | | 900,000 | | | 0.85%, 03/17/2023, 3 mo. USD SOFR + 0.800%(2) | | | 908,910 | |
| | | 1,500,000 | | | Capital One Financial Corp. 1.07%, 03/09/2022, 3 mo. USD LIBOR + 0.950%(2) | | | 1,507,751 | |
| | | 350,000 | | | Capital One NA 2.15%, 09/06/2022 | | | 356,665 | |
| | | | | | Citigroup, Inc. | | | | |
| | | 3,750,000 | | | 2.31%, 11/04/2022, (2.31% fixed rate until 11/04/2021; 3 mo. USD SOFR + 0.867% thereafter)(6) | | | 3,773,470 | |
| | | 2,300,000 | | | 2.70%, 10/27/2022 | | | 2,366,685 | |
| | | 2,250,000 | | | 4.50%, 01/14/2022 | | | 2,301,207 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Ultrashort Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2021 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 30.7% - (continued) | |
| | | Commercial Banks - 12.4% - (continued) | |
$ | | | 1,550,000 | | | Cooperatieve Rabobank UA 0.32%, 01/12/2024, 3 mo. USD SOFR + 0.300%(2) | | $ | 1,554,043 | |
| | | | | | Credit Suisse AG | | | | |
| | | 750,000 | | | 0.48%, 02/04/2022, 3 mo. USD SOFR + 0.450%(2) | | | 751,223 | |
| | | 1,945,000 | | | 2.10%, 11/12/2021 | | | 1,958,295 | |
| | | 1,550,000 | | | Credit Suisse Group AG 3.57%, 01/09/2023(1) | | | 1,574,497 | |
| | | | | | Danske Bank A/S | | | | |
| | | 1,142,000 | | | 2.00%, 09/08/2021(1) | | | 1,145,631 | |
| | | 1,250,000 | | | 3.00%, 09/20/2022, (3.00% fixed rate until 09/20/2021; 3 mo. USD LIBOR + 1.249% thereafter)(1)(6) | | | 1,256,100 | |
| | | 1,285,000 | | | 5.00%, 01/12/2022(1) | | | 1,314,790 | |
| | | 2,000,000 | | | Discover Bank 3.20%, 08/09/2021 | | | 2,001,293 | |
| | | 705,000 | | | Fifth Third Bank NA 1.80%, 01/30/2023(5) | | | 720,348 | |
| | | | | | Goldman Sachs Group, Inc. | | | | |
| | | 1,150,000 | | | 0.44%, 01/27/2023, 3 mo. USD SOFR + 0.410%(2)(5) | | | 1,150,792 | |
| | | 1,500,000 | | | 0.55%, 09/10/2024, 1 mo. USD SOFR + 0.500%(2) | | | 1,498,527 | |
| | | 1,765,000 | | | 0.63%, 11/17/2023, (0.63% fixed rate until 11/17/2022; 3 mo. USD SOFR + 0.538% thereafter)(6) | | | 1,765,383 | |
| | | 525,000 | | | Huntington National Bank 1.80%, 02/03/2023 | | | 536,303 | |
| | | | | | JP Morgan Chase & Co. | | | | |
| | | 2,000,000 | | | 0.58%, 06/01/2025, 1 mo. USD SOFR + 0.535%(2) | | | 2,001,155 | |
| | | 1,900,000 | | | 0.63%, 03/16/2024, 3 mo. USD SOFR + 0.580%(2) | | | 1,910,195 | |
| | | | | | KeyBank NA | | | | |
| | | 1,250,000 | | | 0.37%, 06/14/2024, 1 mo. USD SOFR + 0.320%(2) | | | 1,251,883 | |
| | | 2,000,000 | | | 0.39%, 01/03/2024, 3 mo. USD SOFR + 0.340%(2) | | | 2,001,837 | |
| | | 1,350,000 | | | 1.25%, 03/10/2023 | | | 1,369,719 | |
| | | 1,150,000 | | | Macquarie Bank Ltd. 0.44%, 12/16/2022(1) | | | 1,150,633 | |
| | | 1,724,000 | | | Mitsubishi UFJ Financial Group, Inc. 3.54%, 07/26/2021 | | | 1,727,844 | |
| | | | | | Mizuho Financial Group, Inc. | | | | |
| | | 1,100,000 | | | 0.78%, 05/25/2024, 3 mo. USD LIBOR + 0.630%(2) | | | 1,106,439 | |
| | | 2,762,000 | | | 2.95%, 02/28/2022 | | | 2,811,343 | |
| | | | | | Morgan Stanley | | | | |
| | | 1,800,000 | | | 0.73%, 01/20/2023, 3 mo. USD SOFR + 0.700%(2) | | | 1,805,112 | |
| | | 1,125,000 | | | 0.73%, 04/05/2024, (0.73% fixed rate until 04/05/2023; 1 mo. USD SOFR + 0.616% thereafter)(6) | | | 1,127,261 | |
| | | 2,300,000 | | | 2.63%, 11/17/2021 | | | 2,320,727 | |
| | | 2,765,000 | | | 2.75%, 05/19/2022 | | | 2,826,582 | |
| | | 1,025,000 | | | 4.88%, 11/01/2022 | | | 1,082,846 | |
| | | 675,000 | | | National Australia Bank Ltd. 1.88%, 12/13/2022 | | | 690,484 | |
| | | | | | National Bank of Canada | | | | |
| | | 875,000 | | | 0.90%, 08/15/2023, (0.90% fixed rate until 08/15/2022; 12 mo. USD CMT + 0.770% thereafter)(2)(6) | | | 879,734 | |
| | | 1,290,000 | | | NatWest Markets plc 0.56%, 08/12/2024, 1 mo. USD SOFR + 0.530%(1)(2) | | | 1,294,452 | |
| | | 875,000 | | | Nordea Bank Abp 1.00%, 06/09/2023(1) | | | 885,211 | |
| | | 875,000 | | | PNC Bank NA 0.48%, 02/24/2023, 3 mo. USD LIBOR + 0.325%(2) | | | 876,634 | |
| | | 1,925,000 | | | Royal Bank of Canada 0.32%, 01/19/2024, 3 mo. USD SOFR + 0.300%(2) | | | 1,926,983 | |
| | | | | | Standard Chartered plc | | | | |
| | | 1,360,000 | | | 2.74%, 09/10/2022, (2.74% fixed rate until 09/10/2021; 3 mo. USD LIBOR + 1.200% thereafter)(1)(6) | | | 1,365,599 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 30.7% - (continued) | |
| | | Commercial Banks - 12.4% - (continued) | |
$ | | | 1,566,000 | | | Synchrony Bank 3.00%, 06/15/2022 | | $ | 1,601,255 | |
| | | | | | Toronto-Dominion Bank | | | | |
| | | 2,700,000 | | | 0.26%, 01/06/2023, 3 mo. USD SOFR + 0.240%(2) | | | 2,701,964 | |
| | | 750,000 | | | 0.50%, 09/28/2023, 3 mo. USD SOFR + 0.450%(2)(5) | | | 754,573 | |
| | | 675,000 | | | 0.51%, 01/27/2023, 3 mo. USD SOFR + 0.480%(2) | | | 678,492 | |
| | | 1,500,000 | | | Truist Financial Corp. 0.45%, 06/09/2025, 1 mo. USD SOFR + 0.400%(2) | | | 1,499,400 | |
| | | 1,875,000 | | | UBS AG 0.36%, 06/01/2023, 1 mo. USD SOFR + 0.320%(1)(2)(5) | | | 1,878,656 | |
| | | 3,425,000 | | | UBS Group AG 2.65%, 02/01/2022(1) | | | 3,473,310 | |
| | | | | | | | | | |
| | | | | | | | | 91,660,216 | |
| | | | | | | | | | |
| | | | | Commercial Services - 0.1% | | | |
| | | 915,000 | | | Equifax, Inc. 1.03%, 08/15/2021, 3 mo. USD LIBOR + 0.870%(2) | | | 915,813 | |
| | | | | | | | | | |
| | | | | Construction Materials - 0.1% | | | |
| | | 1,030,000 | | | Martin Marietta Materials, Inc. 0.65%, 07/15/2023 | | | 1,032,266 | |
| | | | | | | | | | |
| | | | | Diversified Financial Services - 2.2% | |
| | | 785,000 | | | AIG Global Funding 0.80%, 07/07/2023(1) | | | 790,219 | |
| | | 1,700,000 | | | American Express Co. 0.78%, 11/05/2021, 3 mo. USD LIBOR + 0.600%(2) | | | 1,702,579 | |
| | | 994,082 | | | DT Auto Owner Trust 0.54%, 04/15/2024(1) | | | 995,326 | |
| | | 53,111 | | | Exeter Automobile Receivables Trust 0.46%, 10/17/2022 | | | 53,117 | |
| | | 988,762 | | | GM Financial Automobile Leasing Trust 0.35%, 11/21/2022 | | | 989,358 | |
| | | 1,118,372 | | | GM Financial Consumer Automobile Receivables Trust 0.35%, 07/17/2023 | | | 1,119,050 | |
| | | 1,864,938 | | | Honda Auto Receivables Owner Trust 0.27%, 02/21/2023 | | | 1,865,689 | |
| | | 1,285,316 | | | Hyundai Auto Lease Securitization Trust 0.36%, 01/17/2023(1) | | | 1,286,250 | |
| | | 1,575,000 | | | Intercontinental Exchange, Inc. 0.77%, 06/15/2023, 3 mo. USD LIBOR + 0.650%(2) | | | 1,573,110 | |
| | | 229,432 | | | Marlette Funding Trust 1.02%, 09/16/2030(1) | | | 229,626 | |
| | | 700,264 | | | Mercedes-Benz Auto Lease Trust 0.31%, 02/15/2023 | | | 700,567 | |
| | | 585,000 | | | MMAF Equipment Finance LLC 0.38%, 08/14/2023(1) | | | 585,579 | |
| | | 805,000 | | | Nasdaq, Inc. 0.45%, 12/21/2022 | | | 804,667 | |
| | | 573,518 | | | Volvo Financial Equipment LLC 0.37%, 04/17/2023(1) | | | 573,991 | |
| | | 1,838,702 | | | World Omni Auto Receivables Trust 0.35%, 12/15/2023 | | | 1,839,909 | |
| | | 936,546 | | | World Omni Select Auto Trust 0.47%, 06/17/2024 | | | 937,277 | |
| | | | | | | | | | |
| | | | | | | | | 16,046,314 | |
| | | | | | | | | | |
| | | | | Electric - 2.8% | | | |
| | | 3,175,000 | | | CenterPoint Energy, Inc. 0.63%, 03/02/2023, 3 mo. USD LIBOR + 0.500%(2) | | | 3,175,746 | |
| | | 445,000 | | | Consumers Energy Co. 0.35%, 06/01/2023 | | | 444,148 | |
| | | 2,400,000 | | | DTE Energy Co. 0.55%, 11/01/2022 | | | 2,404,209 | |
| | | 825,000 | | | Duke Energy Corp. 0.30%, 06/10/2023, 1 mo. USD SOFR + 0.250%(2) | | | 825,643 | |
| | | 2,275,000 | | | Florida Power & Light Co. 0.28%, 05/10/2023, 1 mo. USD SOFR + 0.250%(2) | | | 2,273,705 | |
| | | 1,520,000 | | | Mississippi Power Co. 0.35%, 06/28/2024, 1 mo. USD SOFR + 0.300%(2) | | | 1,520,851 | |
| | | 1,070,000 | | | National Rural Utilities Cooperative Finance Corp. 1.75%, 01/21/2022 | | | 1,079,085 | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Ultrashort Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2021 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 30.7% - (continued) | |
| | | | | Electric - 2.8% - (continued) | | | |
| | | | | | NextEra Energy Capital Holdings, Inc. | |
$ | | | 2,675,000 | | | 0.42%, 02/22/2023, 3 mo. USD LIBOR + 0.270%(2) | | $ | 2,675,467 | |
| | | 1,085,000 | | | 0.58%, 03/01/2023, 3 mo. USD SOFR + 0.540%(2) | | | 1,090,439 | |
| | | 780,000 | | | Oklahoma Gas and Electric Co. 0.55%, 05/26/2023 | | | 780,007 | |
| | | 2,115,000 | | | PPL Electric Utilities Corp. 0.38%, 06/24/2024, 1 mo. USD SOFR + 0.330%(2) | | | 2,115,656 | |
| | | 2,070,000 | | | Southern California Edison Co. 0.40%, 12/03/2021, 3 mo. USD LIBOR + 0.270%(2) | | | 2,070,621 | |
| | | | | | | | | | |
| | | | | | | | | 20,455,577 | |
| | | | | | | | | | |
| | | | | Electronics - 0.3% | |
| | | | | | Honeywell International, Inc. | |
| | | 1,000,000 | | | 0.48%, 08/19/2022 | | | 1,000,307 | |
| | | 1,000,000 | | | 2.15%, 08/08/2022 | | | 1,019,007 | |
| | | 295,000 | | | Roper Technologies, Inc. 0.45%, 08/15/2022 | | | 295,174 | |
| | | | | | | | | | |
| | | | | | | | | 2,314,488 | |
| | | | | | | | | | |
| | | | | Food - 0.6% | |
| | | 2,223,000 | | | Campbell Soup Co. 2.50%, 08/02/2022 | | | 2,271,838 | |
| | | 1,750,000 | | | Mondelez International Holdings Netherlands B.V. 2.13%, 09/19/2022(1) | | | 1,786,070 | |
| | | 750,000 | | | Mondelez International, Inc. 0.63%, 07/01/2022 | | | 752,871 | |
| | | | | | | | | | |
| | | | | | | | | 4,810,779 | |
| | | | | | | | | | |
| | | | | Gas - 0.4% | |
| | | 2,650,000 | | | ONE Gas, Inc. 0.74%, 03/11/2023, 3 mo. USD LIBOR + 0.610%(2) | | | 2,651,124 | |
| | | | | | | | | | |
| | | | | Healthcare-Products - 0.2% | |
| | | 1,215,000 | | | Stryker Corp. 0.60%, 12/01/2023 | | | 1,215,196 | |
| | | | | | | | | | |
| | | | | Healthcare-Services - 0.1% | |
| | | 820,000 | | | UnitedHealth Group, Inc. 0.55%, 05/15/2024 | | | 819,068 | |
| | | | | | | | | | |
| | | | | Insurance - 2.2% | |
| | | 2,620,000 | | | Athene Global Funding 0.74%, 05/24/2024, 1 mo. USD SOFR + 0.700%(1)(2) | | | 2,641,143 | |
| | | | | | Brighthouse Financial Global Funding | | | | |
| | | 1,625,000 | | | 0.78%, 04/12/2024, 1 mo. SOFRRATE + 0.760%(1)(2) | | | 1,636,797 | |
| | | | | | Equitable Financial Life Global Funding | | | | |
| | | 2,650,000 | | | 0.41%, 04/06/2023, 1 mo. USD SOFR + 0.390%(1)(2)(5) | | | 2,652,854 | |
| | | 750,000 | | | Fifth Third Bancorp 1.63%, 05/05/2023 | | | 764,863 | |
| | | | | | MassMutual Global Funding II | |
| | | 1,550,000 | | | 0.38%, 04/12/2024, 1 mo. USD SOFR + 0.360%(1)(2) | | | 1,552,616 | |
| | | 848,000 | | | 0.85%, 06/09/2023(1) | | | 856,582 | |
| | | 950,000 | | | 2.25%, 07/01/2022(1)(5) | | | 968,955 | |
| | | 2,500,000 | | | Metropolitan Life Global Funding I 3.00%, 01/10/2023(1) | | | 2,598,964 | |
| | | 875,000 | | | New York Life Global Funding 1.10%, 05/05/2023(1) | | | 886,325 | |
| | | 650,000 | | | Pacific Life Global Funding II 0.50%, 09/23/2023(1) | | | 650,620 | |
| | | 645,000 | | | Principal Life Global Funding 0.47%, 04/12/2024, 1 mo. USD SOFR + 0.450%(1)(2)(5) | | | 646,090 | |
| | | 420,000 | | | Protective Life Global Funding 1.08%, 06/09/2023(1) | | | 424,929 | |
| | | | | | | | | | |
| | | | | | | | | 16,280,738 | |
| | | | | | | | | | |
| | | | | IT Services - 0.3% | | | |
| | | 875,000 | | | Apple, Inc. 0.75%, 05/11/2023 | | | 882,547 | |
| | | 1,000,000 | | | Hewlett Packard Enterprise Co. 0.91%, 10/05/2021, 3 mo. USD LIBOR + 0.720%(2) | | | 1,000,232 | |
| | | | | | | | | | |
| | | | | | | | | 1,882,779 | |
| | | | | | | | | | |
| | | | | Machinery - Construction & Mining - 0.6% | | | |
| | | 4,173,000 | | | Caterpillar Financial Services Corp. 0.37%, 11/12/2021, 3 mo. USD LIBOR + 0.200%(2) | | | 4,176,227 | |
| | | | | | | | | | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
CORPORATE BONDS - 30.7% - (continued) | |
| | | | | Machinery-Diversified - 0.1% | | | |
$ | | | 1,060,000 | | | Otis Worldwide Corp. 0.64%, 04/05/2023, 3 mo. USD LIBOR + 0.450%(2) | | $ | 1,060,087 | |
| | | | | | | | | | |
| | | | | Media - 0.2% | | | |
| | | 1,250,000 | | | Fox Corp. 3.67%, 01/25/2022 | | | 1,274,440 | |
| | | | | | | | | | |
| | | | | Miscellaneous Manufacturing - 0.1% | | | |
| | | 1,090,000 | | | Siemens Financieringsmaatschappij N.V. 0.40%, 03/11/2023(1) | | | 1,091,068 | |
| | | | | | | | | | |
| | | | | Oil & Gas - 0.6% | | | |
| | | 1,125,000 | | | Chevron USA, Inc. 0.33%, 08/12/2022(5) | | | 1,126,021 | |
| | | 1,300,000 | | | Pioneer Natural Resources Co. 0.55%, 05/15/2023 | | | 1,301,100 | |
| | | 1,675,000 | | | Shell International Finance B.V. 2.25%, 01/06/2023 | | | 1,723,859 | |
| | | | | | | | | | |
| | | | | | | | | 4,150,980 | |
| | | | | | | | | | |
| | | | | Pharmaceuticals - 1.3% | | | |
| | | | | | AbbVie, Inc. | | | | |
| | | 1,500,000 | | | 2.15%, 11/19/2021 | | | 1,510,737 | |
| | | 2,200,000 | | | 3.45%, 03/15/2022 | | | 2,236,738 | |
| | | 1,690,000 | | | AmerisourceBergen Corp. 0.74%, 03/15/2023 | | | 1,693,245 | |
| | | 3,000,000 | | | AstraZeneca plc 0.30%, 05/26/2023 | | | 2,991,990 | |
| | | 1,323,000 | | | Bristol-Myers Squibb Co. 3.25%, 02/20/2023 | | | 1,382,019 | |
| | | | | | | | | | |
| | | | | | | | | 9,814,729 | |
| | | | | | | | | | |
| | | | | Pipelines - 0.2% | | | |
| | | 390,000 | | | Kinder Morgan Energy Partners L.P. 5.00%, 10/01/2021 | | | 390,000 | |
| | | 1,015,000 | | | Southern Natural Gas Co. LLC 0.63%, 04/28/2023(1) | | | 1,016,212 | |
| | | | | | | | | | |
| | | | | | | | | 1,406,212 | |
| | | | | | | | | | |
| | | | | Real Estate Investment Trusts - 0.2% | | | |
| | | 590,000 | | | American Tower Corp. 2.25%, 01/15/2022 | | | 596,091 | |
| | | 1,220,000 | | | Public Storage 0.50%, 04/23/2024, 1 mo. USD SOFR + 0.470%(2) | | | 1,221,903 | |
| | | | | | | | | | |
| | | | | | | | | 1,817,994 | |
| | | | | | | | | | |
| | | | | Retail - 0.2% | | | |
| | | 1,620,000 | | | 7-Eleven, Inc. 0.63%, 02/10/2023(1) | | | 1,620,907 | |
| | | | | | | | | | |
| | | | | Semiconductors - 0.2% | | | |
| | | 1,138,000 | | | NXP B.V. / NXP Funding LLC 3.88%, 09/01/2022(1) | | | 1,179,901 | |
| | | 435,000 | | | Skyworks Solutions, Inc. 0.90%, 06/01/2023 | | | 436,270 | |
| | | | | | | | | | |
| | | | | | | | | 1,616,171 | |
| | | | | | | | | | |
| | | | | Software - 0.2% | | | |
| | | 1,525,000 | | | Fidelity National Information Services, Inc. 0.38%, 03/01/2023 | | | 1,522,891 | |
| | | | | | | | | | |
| | | | | Telecommunications - 0.6% | | | |
| | | 1,000,000 | | | AT&T, Inc. 0.69%, 03/25/2024, 3 mo. USD SOFR + 0.640%(2) | | | 1,002,302 | |
| | | 3,700,000 | | | Verizon Communications, Inc. 0.55%, 03/22/2024, 3 mo. USD SOFR + 0.500%(2) | | | 3,727,824 | |
| | | | | | | | | | |
| | | | | | | | | 4,730,126 | |
| | | | | | | | | | |
| | | | | Trucking & Leasing - 0.4% | | | |
| | | 1,375,000 | | | Aviation Capital Group LLC 0.86%, 07/30/2021, 3 mo. USD LIBOR + 0.670%(1)(2) | | | 1,375,238 | |
| | | 1,525,000 | | | NTT Finance Corp. 0.37%, 03/03/2023(1) | | | 1,525,107 | |
| | | | | | | | | | |
| | | | | | | | | 2,900,345 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Corporate Bonds (cost $226,499,970) | | $ | 227,090,733 | |
| | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
|
Hartford Ultrashort Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2021 (Unaudited)
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
|
U.S. GOVERNMENT AGENCIES - 1.4% | |
| | | | | Mortgage-Backed Agencies - 1.4% | | | |
| | | | | FHLMC - 0.6% | | | |
$ | | | 1,544,141 | | | 1.00%, 05/15/2041 | | $ | 1,564,782 | |
| | | 1,139,927 | | | 1.75%, 04/15/2027 | | | 1,161,939 | |
| | | 329,305 | | | 3.00%, 05/15/2043 | | | 337,127 | |
| | | 251,910 | | | 3.50%, 05/15/2042 | | | 256,612 | |
| | | 395,724 | | | 3.50%, 11/15/2042 | | | 401,743 | |
| | | 747,402 | | | 3.50%, 05/15/2044 | | | 756,064 | |
| | | | | | | | | | |
| | | | | | | | | 4,478,267 | |
| | | | | | | | | | |
| | | | | FNMA - 0.4% | | | |
| | | 1,989,616 | | | 1.75%, 09/25/2041 | | | 2,024,526 | |
| | | 453,908 | | | 3.00%, 07/25/2041 | | | 460,350 | |
| | | 546,680 | | | 3.00%, 08/25/2041 | | | 554,703 | |
| | | | | | | | | | |
| | | | | | | | | 3,039,579 | |
| | | | | | | | | | |
| | | | | GNMA - 0.4% | | | |
| | | 1,046,083 | | | 1.70%, 10/20/2045 | | | 1,060,264 | |
| | | 875,273 | | | 1.80%, 05/20/2041 | | | 882,058 | |
| | | 909,546 | | | 2.50%, 09/20/2046 | | | 932,211 | |
| | | | | | | | | | |
| | | | | | | | | 2,874,533 | |
| | | | | | | | | | |
| | | |
| | | | | | Total U.S. Government Agencies (cost $10,341,846) | | $ | 10,392,379 | |
| | | | | | | | | | |
|
U.S. GOVERNMENT SECURITIES - 9.2% | |
| | | | | Other Direct Federal Obligations - 4.8% | | | |
| | | | | FFCB - 0.6% | |
| | | 4,500,000 | | | 0.53%, 01/18/2022 | | $ | 4,511,495 | |
| | | | | | | | | | |
| | | | | | | | | 4,511,495 | |
| | | | | | | | | | |
| | | | | FHLB - 4.2% | | | |
| | | 25,000,000 | | | 0.13%, 09/30/2021 | | | 25,001,480 | |
| | | 6,000,000 | | | 0.25%, 06/03/2022 | | | 6,007,930 | |
| | | | | | | | | | |
| | | | | | | | | 31,009,410 | |
| | | | | | | | | | |
| | | | | | | | | 35,520,905 | |
| | | | | | | | | | |
| | | | | U.S. Treasury Securities - 4.4% | | | |
| | | | | U.S. Treasury Notes - 4.4% | | | |
| | | 5,000,000 | | | 1.13%, 02/28/2022 | | | 5,035,156 | |
| | | 22,625,000 | | | 1.75%, 11/30/2021 | | | 22,782,314 | |
| | | 4,425,000 | | | 2.88%, 10/15/2021 | | $ | 4,461,130 | |
| | | | | | | | | | |
| | | | | | | | | 32,278,600 | |
| | | | | | | | | | |
| | | |
| | | | | | Total U.S. Government Securities (cost $67,598,416) | | $ | 67,799,505 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Long-Term Investments (cost $544,209,307) | | $ | 545,326,086 | |
| | | | | | | | | | |
|
SHORT-TERM INVESTMENTS - 29.1% | |
| | | | | Commercial Paper - 3.7% | | | |
| | | 4,000,000 | | | AT&T, Inc. 0.37%, 10/19/2021(7) | | $ | 3,998,064 | |
| | | 3,600,000 | | | Banco Santander 0.37%, 10/28/2021(7) | | | 3,597,960 | |
| | | 2,500,000 | | | BPCE 0.00%, 07/01/2021(7) | | | 2,500,000 | |
| | | 3,700,000 | | | CREDIT IND ET CM NY 0.21%, 01/31/2022(7) | | | 3,697,017 | |
| | | 3,795,000 | | | Landesbank Baden-WUR 0.21%, 01/07/2022(7) | | | 3,791,456 | |
| | | | | | Svenska Handlsbnkn A | | | | |
| | | 3,000,000 | | | 0.24%, 03/16/2022(7) | | | 2,996,439 | |
| | | 7,100,000 | | | 0.25%, 08/12/2021(7) | | | 7,097,929 | |
| | | | | | | | | | |
| | | | | | | | | 27,678,865 | |
| | | | | | | | | | |
| | | | | Foreign Government Obligations - 5.6% | | | |
| | | | | | Bank of Montreal | | | | |
| | | 2,500,000 | | | 0.19%, 10/12/2021, 1 mo. USD SOFR + 0.140%(2) | | | 2,500,562 | |
| | | 7,250,000 | | | 0.24%, 11/12/2021, 1 mo. USD SOFR + 0.190%(2) | | | 7,252,816 | |
| | | | | | | | | | |
Shares or Principal Amount | | Market Value† | |
|
SHORT-TERM INVESTMENTS - 29.1% - (continued) | |
| | | | | Foreign Government Obligations - 5.6% - (continued) | |
| | | 4,000,000 | | | Bank of Nova Scotia 0.23%, 04/07/2022 | | $ | 4,001,712 | |
| | | | | | Canadian Imperial Bank of Commerce | | | | |
| | | 4,000,000 | | | 0.22%, 12/03/2021, 3 mo. USD LIBOR + 0.090%(2) | | | 4,001,699 | |
| | | 2,500,000 | | | 0.23%, 04/08/2022 | | | 2,501,074 | |
| | | | | | Cooperatieve Centrale | | | | |
| | | 2,000,000 | | | 0.21%, 03/16/2022 | | | 2,000,530 | |
| | | 1,900,000 | | | 0.25%, 08/09/2021 | | | 1,900,000 | |
| | | 2,215,000 | | | Dallas-Ft Worth Airport 0.18%, 09/02/2021 | | | 2,215,000 | |
| | | 5,500,000 | | | National Australia Bank Ltd. 0.22%, 11/10/2021, 3 mo. USD LIBOR + 0.060%(1)(2) | | | 5,500,000 | |
| | | 2,275,000 | | | Standard Chartered 0.24%, 03/04/2022 | | | 2,275,543 | |
| | | 2,250,000 | | | Toronto-Dominion 0.23%, 03/17/2022 | | | 2,250,761 | |
| | | 5,000,000 | | | Westpac Banking Corp. 0.18%, 11/19/2021 | | | 5,001,635 | |
| | | | | | | | | | |
| | | | | | | | | 41,401,332 | |
| | | | | | | | | | |
| | | | | Repurchase Agreements - 0.7% | | | |
| | | 5,496,424 | | | Fixed Income Clearing Corp. Repurchase Agreement dated 06/30/2021 at 0.020%, due on 07/01/2021 with a maturity value of $5,496,427; collateralized by U.S. Treasury Government Bond at 4.375%, maturing 11/15/2039, with a market value of $ 5,606,454 | | | 5,496,424 | |
| | | | | | | | | | |
| | | | | Securities Lending Collateral - 2.6% | | | |
| | | 2,954,737 | | | Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(8) | | | 2,954,737 | |
| | | 15,321,440 | | | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.03%(8) | | | 15,321,440 | |
| | | 777,966 | | | Invesco Government & Agency Portfolio, Institutional Class, 0.03%(8) | | | 777,966 | |
| | | | | | | | | | |
| | | | | | | | | 19,054,143 | |
| | | | | | | | | | |
| | | | | U.S. Treasury Securities - 16.5% | | | |
| | | | | U.S. Treasury Bills - 15.8% | | | |
| | | 25,000,000 | | | 0.03%, 11/18/2021(7) | | $ | 24,995,923 | |
| | | 15,000,000 | | | 0.03%, 08/31/2021(5)(7) | | | 14,998,851 | |
| | | 5,000,000 | | | 0.04%, 11/12/2021(7) | | | 4,999,014 | |
| | | 3,000,000 | | | 0.05%, 09/30/2021(7) | | | 2,999,621 | |
| | | 7,500,000 | | | 0.06%, 05/19/2022(7) | | | 7,495,254 | |
| | | 2,500,000 | | | 0.11%, 12/30/2021(7) | | | 2,499,305 | |
| | | 10,000,000 | | | 0.14%, 11/04/2021(7) | | | 9,998,162 | |
| | | 48,925,000 | | | 0.14%, 10/07/2021(7) | | | 48,917,724 | |
| | | | | | | | | | |
| | | | | | | | | 116,903,854 | |
| | | | | | | | | | |
| | | | | U.S. Treasury Cash Management Bills - 0.7% | | | |
| | | 5,000,000 | | | 0.02%, 09/28/2021(7) | | | 4,999,456 | |
| | | | | | | | | | |
| | | | | | | | | 4,999,456 | |
| | | | | | | | | | |
| | | | | | | | $ | 121,903,310 | |
| | | | | | | | | | |
| | | |
| | | | | | Total Short-Term Investments (cost $215,507,545) | | $ | 215,534,074 | |
| | | | | | | | | | |
| | | | | | | | | | | | | | |
| | | | | | Total Investments (cost $759,716,852) | | | 102.8 | % | | $ | 760,860,160 | |
| | | | | | Other Assets and Liabilities | | | (2.8 | )% | | | (20,645,799 | ) |
| | | | | | | | | | | | | | |
| | | | | | Total Net Assets | | | 100.0 | % | | $ | 740,214,361 | |
| | | | | | | | | | | | | | |
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
| The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types. |
The accompanying notes are an integral part of these financial statements.
|
Hartford Ultrashort Bond HLS Fund |
Schedule of Investments – (continued)
June 30, 2021 (Unaudited)
| For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
| See “Glossary” for abbreviation descriptions. |
(1) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At June 30, 2021, the aggregate value of these securities was $224,347,855, representing 30.3% of net assets. |
(2) | Variable rate securities; the rate reported is the coupon rate in effect at June 30, 2021. Base lending rates may be subject to a floor or cap. |
(3) | Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end. |
(4) | Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate. |
(5) | Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. |
(6) | Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at June 30, 2021. Rate will reset at a future date. Base lending rates may be subject to a floor or cap. |
(7) | The rate shown represents current yield to maturity. |
(8) | Current yield as of period end. |
† | See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments. |
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2021 in valuing the Fund’s investments.
| | | | | | | | | | | | | | | | |
Description | | Total | | | Level 1 | | | Level 2 | | | Level 3(1) | |
Assets | |
Asset & Commercial Mortgage-Backed Securities | | $ | 240,043,469 | | | $ | — | | | $ | 240,043,469 | | | $ | — | |
Corporate Bonds | | | 227,090,733 | | | | — | | | | 227,090,733 | | | | — | |
U.S. Government Agencies | | | 10,392,379 | | | | — | | | | 10,392,379 | | | | — | |
U.S. Government Securities | | | 67,799,505 | | | | — | | | | 67,799,505 | | | | — | |
Short-Term Investments | | | 215,534,074 | | | | 19,054,143 | | | | 196,479,931 | | | | — | |
| | | | | | | | | | | | | | | | |
Total | | $ | 760,860,160 | | | $ | 19,054,143 | | | $ | 741,806,017 | | | $ | — | |
| | | | | | | | | | | | | | | | |
(1) | For the six-month period ended June 30, 2021, there were no transfers in and out of Level 3. |
The accompanying notes are an integral part of these financial statements.
Glossary (abbreviations used in the preceding Schedules of Investments)
| | |
Counterparty Abbreviations: |
BCLY | | Barclays |
BNP | | BNP Paribas Securities Services |
BOA | | Bank of America Securities LLC |
CBK | | Citibank NA |
CSFB | | Credit Suisse First Boston Corp. |
DEUT | | Deutsche Bank Securities, Inc. |
GSC | | Goldman Sachs & Co. |
JPM | | JP Morgan Chase & Co. |
MSC | | Morgan Stanley |
|
Currency Abbreviations: |
AUD | | Australian Dollar |
BRL | | Brazilian Real |
EUR | | Euro |
MXN | | Mexican Peso |
RUB | | Russian Ruble |
USD | | United States Dollar |
|
Index Abbreviations: |
ABX.HE | | Markit Asset Backed Security Home Equity |
ABX.HE.PEN | | Markit Asset Backed Security Home Equity Penultimate |
CDX.EM | | Credit Derivatives Emerging Markets |
CDX.NA.HY | | Credit Derivatives North American High Yield |
CDX.NA.IG | | Credit Derivatives North American Investment Grade |
CMBX.NA | | Markit Commercial Mortgage-Backed North American |
CMT | | Constant Maturity Treasury Index |
MTA | | Monthly Treasury Average Index |
|
Municipal Abbreviations: |
Auth | | Authority |
Dev | | Development |
GO | | General Obligation |
Rev | | Revenue |
PA | | Port Authority |
|
Other Abbreviations: |
ACWI | | All Country World Index |
ADR | | American Depositary Receipt |
AGM | | Assured Guaranty Municipal Corp. |
AMBAC | | American Municipal Bond Assurance Corp. |
CD | | Certificate of Deposit |
CLO | | Collateralized Loan Obligation |
CM | | California Mortgage Insurance |
CMO | | Collateralized Mortgage Obligation |
CR | | Custody Receipts |
EM | | Emerging Markets |
ETF | | Exchange-Traded Fund |
EURIBOR | | Euro Interbank Offered Rate |
FFCB | | Federal Farm Credit Bank |
FHLB | | Federal Home Loan Bank |
FHLMC | | Federal Home Loan Mortgage Corp. |
FNMA | | Federal National Mortgage Association |
GNMA | | Government National Mortgage Association |
LIBOR | | London Interbank Offered Rate |
MSCI | | Morgan Stanley Capital International |
OTC | | Over-the-Counter |
PIPE | | Private Investments in Public Equity |
PT | | Perseroan Terbatas |
PJSC | | Private Joint Stock Company |
REIT | | Real Estate Investment Trust |
SOFR | | Secured Overnight Financing Rate |
TBA | | To Be Announced |
UMBS | | Uniform Mortgage-Backed Securities |
Statements of Assets and Liabilities
June 30, 2021 (Unaudited)
| | | | | | | | | | | | | | | | |
| | Hartford Balanced HLS Fund | | | Hartford Capital Appreciation HLS Fund | | | Hartford Disciplined Equity HLS Fund | | | Hartford Dividend and Growth HLS Fund | |
Assets: | | | | | | | | | | | | | | | | |
Investments in securities, at market value(1) | | $ | 2,157,198,128 | | | $ | 4,524,362,599 | | | $ | 3,327,126,612 | | | $ | 3,878,804,712 | |
Repurchase agreements | | | 44,904,021 | | | | 89,105,327 | | | | 21,020,072 | | | | 45,513,279 | |
Investments in affiliated investments, at market value | | | 13,223,486 | | | | 9,550,421 | | | | — | | | | — | |
Cash | | | 11,062,523 | | | | 21,968,447 | | | | 5,186,422 | | | | 11,213,919 | |
Cash collateral held for securities on loan | | | 1,923,586 | | | | 2,181,676 | | | | — | | | | 2,284,882 | |
Cash collateral due from broker on future contracts | | | 614 | | | | — | | | | — | | | | — | |
Foreign currency | | | — | | | | 20,376 | | | | — | | | | — | |
Receivables: | | | | | | | | | | | | | | | | |
Investment securities sold | | | 25,739,222 | | | | 5,322,741 | | | | — | | | | — | |
Fund shares sold | | | 9,264 | | | | 15,449 | | | | 18,025 | | | | 967,528 | |
Dividends and interest | | | 4,674,157 | | | | 4,138,769 | | | | 1,542,670 | | | | 3,357,734 | |
Securities lending income | | | 29,521 | | | | 31,120 | | | | — | | | | 9,179 | |
Variation margin on futures contracts | | | — | | | | 3,914,280 | | | | — | | | | — | |
Tax reclaims | | | 931,778 | | | | 264,490 | | | | 489,837 | | | | 811,649 | |
Other assets | | | 9,156 | | | | 14,359 | | | | 18,409 | | | | 11,524 | |
| | | | | | | | | | | | | | | | |
Total assets | | | 2,259,705,456 | | | | 4,660,890,054 | | | | 3,355,402,047 | | | | 3,942,974,406 | |
| | | | | | | | | | | | | | | | |
Liabilities: | | | | | | | | | | | | | | | | |
Obligation to return securities lending collateral | | | 38,471,716 | | | | 43,633,524 | | | | — | | | | 45,697,636 | |
Payables: | | | | | | | | | | | | | | | | |
Investment securities purchased | | | 37,842,546 | | | | 7,050,176 | | | | — | | | | — | |
Fund shares redeemed | | | 732,962 | | | | 1,333,151 | | | | 1,369,147 | | | | 1,227,800 | |
Investment management fees | | | 1,061,452 | | | | 2,416,821 | | | | 1,534,319 | | | | 2,021,325 | |
Transfer agent fees | | | 3,576 | | | | 5,371 | | | | 7,872 | | | | 5,223 | |
Accounting services fees | | | 24,714 | | | | 52,002 | | | | 37,493 | | | | 44,348 | |
Board of Directors’ fees | | | 12,555 | | | | 27,204 | | | | 12,869 | | | | 19,047 | |
Variation margin on futures contracts | | | 33,709 | | | | — | | | | — | | | | — | |
Distribution fees | | | 5,274 | | | | 11,096 | | | | 9,494 | | | | 9,250 | |
Accrued expenses | | | 64,779 | | | | 205,442 | | | | 161,331 | | | | 131,282 | |
| | | | | | | | | | | | | | | | |
Total liabilities | | | 78,253,283 | | | | 54,734,787 | | | | 3,132,525 | | | | 49,155,911 | |
| | | | | | | | | | | | | | | | |
Net assets | | $ | 2,181,452,173 | | | $ | 4,606,155,267 | | | $ | 3,352,269,522 | | | $ | 3,893,818,495 | |
| | | | | | | | | | | | | | | | |
Summary of Net Assets: | | | | | | | | | | | | | | | | |
Capital stock and paid-in-capital | | $ | 1,303,825,454 | | | $ | 2,796,153,844 | | | $ | 2,060,147,726 | | | $ | 1,912,977,438 | |
Distributable earnings | | | 877,626,719 | | | | 1,810,001,423 | | | | 1,292,121,796 | | | | 1,980,841,057 | |
| | | | | | | | | | | | | | | | |
Net assets | | $ | 2,181,452,173 | | | $ | 4,606,155,267 | | | $ | 3,352,269,522 | | | $ | 3,893,818,495 | |
| | | | | | | | | | | | | | | | |
Shares authorized | | | 9,500,000,000 | | | | 5,450,000,000 | | | | 3,610,000,000 | | | | 4,000,000,000 | |
| | | | | | | | | | | | | | | | |
Par value | | $ | 0.0010 | | | $ | 0.0010 | | | $ | 0.0010 | | | $ | 0.0010 | |
| | | | | | | | | | | | | | | | |
Class IA: Net asset value per share | | $ | 35.32 | | | $ | 57.07 | | | $ | 19.88 | | | $ | 26.08 | |
| | | | | | | | | | | | | | | | |
Shares outstanding | | | 54,487,681 | | | | 71,268,746 | | | | 145,307,052 | | | | 132,019,569 | |
| | | | | | | | | | | | | | | | |
Net Assets | | $ | 1,924,404,800 | | | $ | 4,067,371,398 | | | $ | 2,888,514,559 | | | $ | 3,443,319,443 | |
| | | | | | | | | | | | | | | | |
Class IB: Net asset value per share | | $ | 35.94 | | | $ | 55.89 | | | $ | 19.54 | | | $ | 25.88 | |
| | | | | | | | | | | | | | | | |
Shares outstanding | | | 7,152,598 | | | | 8,887,804 | | | | 19,376,625 | | | | 17,408,136 | |
| | | | | | | | | | | | | | | | |
Net Assets | | $ | 257,047,373 | | | $ | 496,771,790 | | | $ | 378,668,371 | | | $ | 450,499,052 | |
| | | | | | | | | | | | | | | | |
Class IC: Net asset value per share | | $ | — | | | $ | 56.08 | | | $ | 19.83 | | | $ | — | |
| | | | | | | | | | | | | | | | |
Shares outstanding | | | — | | | | 749,122 | | | | 4,291,002 | | | | — | |
| | | | | | | | | | | | | | | | |
Net Assets | | $ | — | | | $ | 42,012,079 | | | $ | 85,086,592 | | | $ | — | |
| | | | | | | | | | | | | | | | |
Cost of investments | | $ | 1,580,751,011 | | | $ | 3,412,338,913 | | | $ | 2,218,267,820 | | | $ | 2,318,046,289 | |
Cost of foreign currency | | $ | — | | | $ | 20,395 | | | $ | — | | | $ | — | |
| | | | |
(1) Includes Investment in securities on loan, at market value | | $ | 37,361,513 | | | $ | 42,604,710 | | | $ | — | | | $ | 44,508,755 | |
The accompanying notes are an integral part of these financial statements.
Statements of Assets and Liabilities – (continued)
June 30, 2021 (Unaudited)
| | | | | | | | | | | | | | | | |
| | Hartford Healthcare HLS Fund | | | Hartford International Opportunities HLS Fund | | | Hartford MidCap HLS Fund | | | Hartford Small Cap Growth HLS Fund | |
Assets: | |
Investments in securities, at market value(1) | | $ | 218,007,750 | | | $ | 1,215,470,963 | | | $ | 2,352,467,291 | | | $ | 1,453,696,684 | |
Repurchase agreements | | | 5,029,551 | | | | 18,212,041 | | | | 1,546,272 | | | | 18,038,677 | |
Cash | | | 1,239,389 | | | | 3,970,585 | | | | 380,929 | | | | 2,510,619 | |
Cash collateral held for securities on loan | | | 514,140 | | | | — | | | | 1,667,907 | | | | 232,321 | |
Foreign currency | | | 3,240 | | | | 353,148 | | | | — | | | | — | |
Receivables: | |
Investment securities sold | | | 542,645 | | | | 6,888,556 | | | | — | | | | 7,129,368 | |
Fund shares sold | | | 18,048 | | | | 325,358 | | | | 620,418 | | | | 3,006,265 | |
Dividends and interest | | | 47,925 | | | | 988,396 | | | | 1,530,242 | | | | 264,900 | |
Securities lending income | | | 3,056 | | | | 5,517 | | | | 6,131 | | | | 52,360 | |
Tax reclaims | | | 43,679 | | | | 1,713,120 | | | | — | | | | — | |
Other assets | | | 7,391 | | | | 9,335 | | | | 13,181 | | | | 17,666 | |
| | | | | | | | | | | | | | | | |
Total assets | | | 225,456,814 | | | | 1,247,937,019 | | | | 2,358,232,371 | | | | 1,484,948,860 | |
| | | | | | | | | | | | | | | | |
Liabilities: | |
Obligation to return securities lending collateral | | | 10,282,792 | | | | — | | | | 33,358,132 | | | | 4,646,413 | |
Payables: | |
Investment securities purchased | | | 268,807 | | | | 1,522,784 | | | | — | | | | 7,820,010 | |
Fund shares redeemed | | | 130,388 | | | | 413,859 | | | | 1,466,695 | | | | 2,119,223 | |
Investment management fees | | | 147,653 | | | | 723,643 | | | | 1,259,769 | | | | 721,594 | |
Transfer agent fees | | | 3,578 | | | | 4,437 | | | | 7,647 | | | | 4,552 | |
Accounting services fees | | | 2,399 | | | | 14,401 | | | | 26,247 | | | | 16,420 | |
Board of Directors’ fees | | | 1,519 | | | | 7,586 | | | | 13,616 | | | | 8,318 | |
Distribution fees | | | 893 | | | | 2,414 | | | | 2,874 | | | | 4,702 | |
Accrued expenses | | | 22,477 | | | | 126,452 | | | | 107,248 | | | | 58,893 | |
| | | | | | | | | | | | | | | | |
Total liabilities | | | 10,860,506 | | | | 2,815,576 | | | | 36,242,228 | | | | 15,400,125 | |
| | | | | | | | | | | | | | | | |
Net assets | | $ | 214,596,308 | | | $ | 1,245,121,443 | | | $ | 2,321,990,143 | | | $ | 1,469,548,735 | |
| | | | | | | | | | | | | | | | |
Summary of Net Assets: | |
Capital stock and paid-in-capital | | $ | 101,246,954 | | | $ | 846,360,494 | | | $ | 1,102,632,244 | | | $ | 776,833,316 | |
Distributable earnings | | | 113,349,354 | | | | 398,760,949 | | | | 1,219,357,899 | | | | 692,715,419 | |
| | | | | | | | | | | | | | | | |
Net assets | | $ | 214,596,308 | | | $ | 1,245,121,443 | | | $ | 2,321,990,143 | | | $ | 1,469,548,735 | |
| | | | | | | | | | | | | | | | |
Shares authorized | | | 800,000,000 | | | | 2,625,000,000 | | | | 2,600,000,000 | | | | 700,000,000 | |
| | | | | | | | | | | | | | | | |
Par value | | $ | 0.0010 | | | $ | 0.0010 | | | $ | 0.0010 | | | $ | 0.0010 | |
| | | | | | | | | | | | | | | | |
Class A: Net asset value per share | | $ | 25.82 | | | $ | 20.74 | | | $ | 47.06 | | | $ | 40.12 | |
| | | | | | | | | | | | | | | | |
Shares outstanding | | | 6,640,793 | | | | 54,453,121 | | | | 46,399,385 | | | | 30,902,501 | |
| | | | | | | | | | | | | | | | |
Net Assets | | $ | 171,490,026 | | | $ | 1,129,102,439 | | | $ | 2,183,672,809 | | | $ | 1,239,659,899 | |
| | | | | | | | | | | | | | | | |
Class B: Net asset value per share | | $ | 23.73 | | | $ | 21.01 | | | $ | 45.19 | | | $ | 38.31 | |
| | | | | | | | | | | | | | | | |
Shares outstanding | | | 1,816,527 | | | | 5,521,690 | | | | 3,060,999 | | | | 6,000,523 | |
| | | | | | | | | | | | | | | | |
Net Assets | | $ | 43,106,282 | | | $ | 116,019,004 | | | $ | 138,317,334 | | | $ | 229,888,836 | |
| | | | | | | | | | | | | | | | |
Cost of investments | | $ | 154,566,814 | | | $ | 971,842,700 | | | $ | 1,526,664,052 | | | $ | 993,947,243 | |
Cost of foreign currency | | $ | 3,257 | | | $ | 353,364 | | | $ | — | | | $ | — | |
| | | | |
(1) Includes Investment in securities on loan, at market value | | $ | 9,926,984 | | | $ | 3,639,935 | | | $ | 32,922,067 | | | $ | 2,407,711 | |
The accompanying notes are an integral part of these financial statements.
Statements of Assets and Liabilities – (continued)
June 30, 2021 (Unaudited)
| | | | | | | | | | | | | | | | |
| | Hartford Small Company HLS Fund | | | Hartford Stock HLS Fund | | | Hartford Total Return Bond HLS Fund | | | Hartford Ultrashort Bond HLS Fund | |
Assets: | |
Investments in securities, at market value(1) | | $ | 605,796,735 | | | $ | 1,541,457,687 | | | $ | 2,996,343,149 | | | $ | 755,363,736 | |
Repurchase agreements | | | 209,901 | | | | 12,203,524 | | | | 26,464,749 | | | | 5,496,424 | |
Investments in affiliated investments, at market value | | | 5,668,532 | | | | 10,667,313 | | | | — | | | | — | |
Cash | | | 49,108 | | | | 3,006,760 | | | | 12,169,471 | | | | 1,415,024 | |
Cash collateral held for securities on loan | | | 901,182 | | | | — | | | | 392,122 | | | | 1,002,849 | |
Cash collateral due from broker on swap contracts | | | — | | | | — | | | | 640,000 | | | | — | |
Foreign currency | | | — | | | | 137,819 | | | | 786,670 | | | | — | |
Unrealized appreciation on foreign currency contracts | | | — | | | | — | | | | 1,898,330 | | | | — | |
Receivables: | |
Investment securities sold | | | 2,902,687 | | | | — | | | | 546,412,836 | | | | — | |
Fund shares sold | | | 27,370 | | | | 624 | | | | 467,173 | | | | 653,448 | |
Dividends and interest | | | 96,876 | | | | 1,787,470 | | | | 13,468,812 | | | | 997,226 | |
Securities lending income | | | 24,139 | | | | 505 | | | | 5,551 | | | | 4,065 | |
Tax reclaims | | | — | | | | 361,597 | | | | — | | | | — | |
OTC swap contracts premiums paid | | | — | | | | — | | | | 1,121,968 | | | | — | |
Other assets | | | 8,313 | | | | 8,639 | | | | 12,000 | | | | 8,797 | |
| | | | | | | | | | | | | | | | |
Total assets | | | 615,684,842 | | | | 1,569,631,938 | | | | 3,600,182,831 | | | | 764,941,569 | |
| | | | | | | | | | | | | | | | |
Liabilities: | |
Unrealized depreciation on foreign currency contracts | | | — | | | | — | | | | 85,154 | | | | — | |
Obligation to return securities lending collateral | | | 18,023,632 | | | | — | | | | 7,842,457 | | | | 20,056,992 | |
Future PIPE purchase commitments outstanding | | | 70,824 | | | | — | | | | — | | | | — | |
Unrealized depreciation on OTC swap contracts | | | — | | | | — | | | | 3,796,551 | | | | — | |
Cash collateral due to broker on swap contracts | | | — | | | | — | | | | 120,000 | | | | — | |
TBA sale commitments, at market value | | | — | | | | — | | | | 67,315,607 | | | | — | |
Unfunded loan commitments | | | — | | | | — | | | | 14,385 | | | | — | |
Payables: | |
Investment securities purchased | | | 3,816,268 | | | | 422 | | | | 1,161,176,960 | | | | 4,029,497 | |
Fund shares redeemed | | | 299,927 | | | | 948,561 | | | | 496,737 | | | | 284,890 | |
Investment management fees | | | 355,499 | | | | 614,656 | | | | 901,870 | | | | 244,309 | |
Transfer agent fees | | | 3,526 | | | | 3,486 | | | | 4,965 | | | | 4,845 | |
Accounting services fees | | | 6,643 | | | | 17,760 | | | | 26,574 | | | | 8,435 | |
Board of Directors’ fees | | | 3,517 | | | | 8,942 | | | | 14,564 | | | | 3,452 | |
Variation margin on futures contracts | | | — | | | | — | | | | 1,070,841 | | | | — | |
Variation margin on centrally cleared swap contracts | | | — | | | | — | | | | 48,974 | | | | — | |
Distribution fees | | | 1,370 | | | | 2,773 | | | | 5,200 | | | | 2,098 | |
Written options | | | — | | | | — | | | | 869,905 | | | | — | |
Accrued expenses | | | 63,918 | | | | 85,117 | | | | 181,997 | | | | 92,690 | |
OTC swap contracts premiums received | | | — | | | | — | | | | 4,056,102 | | | | — | |
| | | | | | | | | | | | | | | | |
Total liabilities | | | 22,645,124 | | | | 1,681,717 | | | | 1,248,028,843 | | | | 24,727,208 | |
| | | | | | | | | | | | | | | | |
Net assets | | $ | 593,039,718 | | | $ | 1,567,950,221 | | | $ | 2,352,153,988 | | | $ | 740,214,361 | |
| | | | | | | | | | | | | | | | |
Summary of Net Assets: | |
Capital stock and paid-in-capital | | $ | 289,513,794 | | | $ | 774,749,513 | | | $ | 2,176,800,050 | | | $ | 744,465,182 | |
Distributable earnings (loss) | | | 303,525,924 | | | | 793,200,708 | | | | 175,353,938 | | | | (4,250,821 | ) |
| | | | | | | | | | | | | | | | |
Net assets | | $ | 593,039,718 | | | $ | 1,567,950,221 | | | $ | 2,352,153,988 | | | $ | 740,214,361 | |
| | | | | | | | | | | | | | | | |
Shares authorized | | | 1,500,000,000 | | | | 4,000,000,000 | | | | 5,000,000,000 | | | | 14,000,000,000 | |
| | | | | | | | | | | | | | | | |
Par value | | $ | 0.0010 | | | $ | 0.0010 | | | $ | 0.0010 | | | $ | 0.0010 | |
| | | | | | | | | | | | | | | | |
Class IA: Net asset value per share | | $ | 28.74 | | | $ | 106.38 | | | $ | 11.85 | | | $ | 10.09 | |
| | | | | | | | | | | | | | | | |
Shares outstanding | | | 18,332,623 | | | | 13,471,200 | | | | 177,158,838 | | | | 63,241,793 | |
| | | | | | | | | | | | | | | | |
Net Assets | | $ | 526,966,721 | | | $ | 1,433,059,251 | | | $ | 2,098,492,925 | | | $ | 638,240,111 | |
| | | | | | | | | | | | | | | | |
Class IB: Net asset value per share | | $ | 25.35 | | | $ | 106.21 | | | $ | 11.77 | | | $ | 10.08 | |
| | | | | | | | | | | | | | | | |
Shares outstanding | | | 2,606,193 | | | | 1,270,097 | | | | 21,560,199 | | | | 10,120,917 | |
| | | | | | | | | | | | | | | | |
Net Assets | | $ | 66,072,997 | | | $ | 134,890,970 | | | $ | 253,661,063 | | | $ | 101,974,250 | |
| | | | | | | | | | | | | | | | |
Cost of investments | | $ | 490,674,360 | | | $ | 878,536,309 | | | $ | 2,993,491,448 | | | $ | 759,716,852 | |
Cost of foreign currency | | $ | — | | | $ | 137,863 | | | $ | 787,873 | | | $ | — | |
Proceeds of TBA sale commitments | | $ | — | | | $ | — | | | $ | 67,322,589 | | | $ | — | |
Proceeds of written option contracts | | $ | — | | | $ | — | | | $ | 1,580,550 | | | $ | — | |
| | | | |
(1) Includes Investment in securities on loan, at market value | | $ | 17,779,296 | | | $ | — | | | $ | 7,618,776 | | | $ | 19,639,152 | |
The accompanying notes are an integral part of these financial statements.
Statements of Operations
For the Six-Month Period Ended June 30, 2021 (Unaudited)
| | | | | | | | | | | | | | | | |
| | Hartford Balanced HLS Fund | | | Hartford Capital Appreciation HLS Fund | | | Hartford Disciplined Equity HLS Fund | | | Hartford Dividend and Growth HLS Fund | |
Investment Income: | |
Dividends | | $ | 13,371,818 | | | $ | 29,838,357 | | | $ | 19,189,383 | | | $ | 40,338,022 | |
Interest | | | 7,447,034 | | | | 15,527 | | | | 1,983 | | | | 9,784 | |
Securities lending | | | 76,274 | | | | 94,075 | | | | 6,019 | | | | 28,047 | |
Less: Foreign tax withheld | | | (153,579 | ) | | | (205,369 | ) | | | — | | | | (618,996 | ) |
| | | | | | | | | | | | | | | | |
Total investment income, net | | | 20,741,547 | | | | 29,742,590 | | | | 19,197,385 | | | | 39,756,857 | |
| | | | | | | | | | | | | | | | |
Expenses: | |
Investment management fees | | | 6,549,651 | | | | 14,493,015 | | | | 9,066,319 | | | | 11,723,964 | |
Administrative services fees | |
Class IC | | | — | | | | 50,946 | | | | 101,396 | | | | — | |
Transfer agent fees | |
Class IA | | | 2,378 | | | | 3,573 | | | | 3,495 | | | | 2,555 | |
Class IB | | | 317 | | | | 437 | | | | 468 | | | | 338 | |
Class IC | | | — | | | | 36 | | | | 103 | | | | — | |
Distribution fees | |
Class IB | | | 308,656 | | | | 609,881 | | | | 458,418 | | | | 542,369 | |
Class IC | | | — | | | | 50,946 | | | | 101,396 | | | | — | |
Custodian fees | | | 9,191 | | | | 13,632 | | | | 6,422 | | | | 5,851 | |
Registration and filing fees | | | 6,565 | | | | 9,054 | | | | 15,722 | | | | 7,714 | |
Accounting services fees | | | 146,023 | | | | 314,139 | | | | 223,044 | | | | 258,869 | |
Board of Directors’ fees | | | 25,191 | | | | 55,339 | | | | 35,817 | | | | 42,963 | |
Audit fees | | | 16,309 | | | | 27,123 | | | | 22,621 | | | | 10,765 | |
Other expenses | | | 103,631 | | | | 167,411 | | | | 126,633 | | | | 142,830 | |
| | | | | | | | | | | | | | | | |
Total expenses (before waivers, reimbursements and fees paid indirectly) | | | 7,167,912 | | | | 15,795,532 | | | | 10,161,854 | | | | 12,738,218 | |
| | | | | | | | | | | | | | | | |
Management fee waivers | | | (314,920 | ) | | | — | | | | — | | | | — | |
Commission recapture | | | (188 | ) | | | (10,931 | ) | | | (1,220 | ) | | | (11,465 | ) |
| | | | | | | | | | | | | | | | |
Total waivers, reimbursements and fees paid indirectly | | | (315,108 | ) | | | (10,931 | ) | | | (1,220 | ) | | | (11,465 | ) |
| | | | | | | | | | | | | | | | |
Total expenses, net | | | 6,852,804 | | | | 15,784,601 | | | | 10,160,634 | | | | 12,726,753 | |
| | | | | | | | | | | | | | | | |
Net Investment Income (Loss) | | | 13,888,743 | | | | 13,957,989 | | | | 9,036,751 | | | | 27,030,104 | |
| | | | | | | | | | | | | | | | |
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions on: | | | | | | | | | | | | | | | | |
Investments | | | 135,980,393 | | | | 360,881,203 | | | | 111,535,999 | | | | 199,564,729 | |
Investments in affiliated investments | | | 7,160,155 | | | | 5,171,295 | | | | — | | | | — | |
Futures contracts | | | 587,785 | | | | 6,557,027 | | | | — | | | | — | |
Other foreign currency transactions | | | (10,185 | ) | | | (47,724 | ) | | | 579 | | | | (905 | ) |
| | | | | | | | | | | | | | | | |
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | | | 143,718,148 | | | | 372,561,801 | | | | 111,536,578 | | | | 199,563,824 | |
| | | | | | | | | | | | | | | | |
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions of: | | | | | | | | | | | | | | | | |
Investments | | | 78,340,093 | | | | 47,753,266 | | | | 310,016,254 | | | | 373,558,976 | |
Investments in affiliated investment | | | 1,808,515 | | | | 1,306,165 | | | | — | | | | — | |
Futures contracts | | | (31,232 | ) | | | 1,287,981 | | | | — | | | | — | |
Translation of other assets and liabilities in foreign currencies | | | (32,471 | ) | | | (9,337 | ) | | | (20,246 | ) | | | (14,506 | ) |
| | | | | | | | | | | | | | | | |
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions | | | 80,084,905 | | | | 50,338,075 | | | | 309,996,008 | | | | 373,544,470 | |
| | | | | | | | | | | | | | | | |
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | | | 223,803,053 | | | | 422,899,876 | | | | 421,532,586 | | | | 573,108,294 | |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets Resulting from Operations | | $ | 237,691,796 | | | $ | 436,857,865 | | | $ | 430,569,337 | | | $ | 600,138,398 | |
| | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
Statements of Operations – (continued)
For the Six-Month Period Ended June 30, 2021 (Unaudited)
| | | | | | | | | | | | | | | | |
| | Hartford Healthcare HLS Fund | | | Hartford International Opportunities HLS Fund | | | Hartford MidCap HLS Fund | | | Hartford Small Cap Growth HLS Fund | |
Investment Income: | |
Dividends | | $ | 962,854 | | | $ | 14,426,258 | | | $ | 7,914,443 | | | $ | 2,989,562 | |
Interest | | | 673 | | | | 2,426 | | | | 524 | | | | 1,197 | |
Securities lending | | | 15,355 | | | | 90,501 | | | | 36,230 | | | | 174,204 | |
Less: Foreign tax withheld | | | (19,765 | ) | | | (1,438,603 | ) | | | (2,841 | ) | | | — | |
| | | | | | | | | | | | | | | | |
Total investment income, net | | | 959,117 | | | | 13,080,582 | | | | 7,948,356 | | | | 3,164,963 | |
| | | | | | | | | | | | | | | | |
Expenses: | |
Investment management fees | | | 907,610 | | | | 4,305,923 | | | | 7,861,262 | | | | 4,397,665 | |
Transfer agent fees | |
Class IA | | | 2,163 | | | | 2,983 | | | | 3,669 | | | | 2,925 | |
Class IB | | | 537 | | | | 347 | | | | 229 | | | | 511 | |
Distribution fees | |
Class IB | | | 53,008 | | | | 161,274 | | | | 176,218 | | | | 269,405 | |
Custodian fees | | | 4,398 | | | | 23,259 | | | | 6,414 | | | | 4,272 | |
Registration and filing fees | | | 6,540 | | | | 7,450 | | | | 10,984 | | | | 11,332 | |
Accounting services fees | | | 14,870 | | | | 86,212 | | | | 165,446 | | | | 100,859 | |
Board of Directors’ fees | | | 2,735 | | | | 15,372 | | | | 29,910 | | | | 18,365 | |
Audit fees | | | 12,378 | | | | 20,302 | | | | 9,482 | | | | 11,380 | |
Other expenses | | | 15,452 | | | | 67,882 | | | | 74,275 | | | | 45,013 | |
| | | | | | | | | | | | | | | | |
Total expenses (before waivers, reimbursements and fees paid indirectly) | | | 1,019,691 | | | | 4,691,004 | | | | 8,337,889 | | | | 4,861,727 | |
| | | | | | | | | | | | | | | | |
Commission recapture | | | (365 | ) | | | (5,549 | ) | | | (33 | ) | | | (9,657 | ) |
| | | | | | | | | | | | | | | | |
Total waivers, reimbursements and fees paid indirectly | | | (365 | ) | | | (5,549 | ) | | | (33 | ) | | | (9,657 | ) |
| | | | | | | | | | | | | | | | |
Total expenses, net | | | 1,019,326 | | | | 4,685,455 | | | | 8,337,856 | | | | 4,852,070 | |
| | | | | | | | | | | | | | | | |
Net Investment Income (Loss) | | | (60,209 | ) | | | 8,395,127 | | | | (389,500 | ) | | | (1,687,107 | ) |
| | | | | | | | | | | | | | | | |
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions on: | | | | | | | | | | | | | | | | |
Investments | | | 23,278,699 | | | | 158,189,488 | | | | 126,884,302 | | | | 105,964,685 | |
Other foreign currency transactions | | | (2,352 | ) | | | (356,851 | ) | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | | | 23,276,347 | | | | 157,832,637 | | | | 126,884,302 | | | | 105,964,685 | |
| | | | | | | | | | | | | | | | |
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions of: | | | | | | | | | | | | | | | | |
Investments | | | (5,837,777 | ) | | | (94,293,247 | ) | | | 70,935,336 | | | | (32,031,684 | ) |
Translation of other assets and liabilities in foreign currencies | | | (107 | ) | | | (80,271 | ) | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions | | | (5,837,884 | ) | | | (94,373,518 | ) | | | 70,935,336 | | | | (32,031,684 | ) |
| | | | | | | | | | | | | | | | |
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | | | 17,438,463 | | | | 63,459,119 | | | | 197,819,638 | | | | 73,933,001 | |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets Resulting from Operations | | $ | 17,378,254 | | | $ | 71,854,246 | | | $ | 197,430,138 | | | $ | 72,245,894 | |
| | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
Statements of Operations – (continued)
For the Six-Month Period Ended June 30, 2021 (Unaudited)
| | | | | | | | | | | | | | | | |
| | Hartford Small Company HLS Fund | | | Hartford Stock HLS Fund | | | Hartford Total Return Bond HLS Fund | | | Hartford Ultrashort Bond HLS Fund | |
Investment Income: | |
Dividends | | $ | 688,582 | | | $ | 14,343,530 | | | $ | 39,453 | | | $ | — | |
Interest | | | 1,268 | | | | 2,438 | | | | 29,821,719 | | | | 2,470,297 | |
Securities lending | | | 74,635 | | | | 505 | | | | 39,463 | | | | 5,423 | |
Less: Foreign tax withheld | | | — | | | | (49,302 | ) | | | (393 | ) | | | — | |
| | | | | | | | | | | | | | | | |
Total investment income, net | | | 764,485 | | | | 14,297,171 | | | | 29,900,242 | | | | 2,475,720 | |
| | | | | | | | | | | | | | | | |
Expenses: | |
Investment management fees | | | 2,234,497 | | | | 3,600,540 | | | | 5,449,684 | | | | 1,502,684 | |
Transfer agent fees | |
Class IA | | | 2,364 | | | | 2,399 | | | | 2,430 | | | | 2,279 | |
Class IB | | | 294 | | | | 228 | | | | 302 | | | | 375 | |
Distribution fees | | | | | | | | | | | | | | | | |
Class IB | | | 84,031 | | | | 163,134 | | | | 319,756 | | | | 131,661 | |
Custodian fees | | | 3,819 | | | | 3,099 | | | | 14,390 | | | | 2,693 | |
Registration and filing fees | | | 7,547 | | | | 6,565 | | | | 9,095 | | | | 7,395 | |
Accounting services fees | | | 42,256 | | | | 104,583 | | | | 161,829 | | | | 52,285 | |
Board of Directors’ fees | | | 7,863 | | | | 17,861 | | | | 28,644 | | | | 9,033 | |
Audit fees | | | 19,588 | | | | 16,230 | | | | 22,892 | | | | 17,608 | |
Other expenses | | | 38,709 | | | | 78,822 | | | | 100,160 | | | | 39,068 | |
| | | | | | | | | | | | | | | | |
Total expenses (before waivers, reimbursements and fees paid indirectly) | | | 2,440,968 | | | | 3,993,461 | | | | 6,109,182 | | | | 1,765,081 | |
| | | | | | | | | | | | | | | | |
Commission recapture | | | (8,202 | ) | | | (130 | ) | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total waivers, reimbursements and fees paid indirectly | | | (8,202 | ) | | | (130 | ) | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total expenses, net | | | 2,432,766 | | | | 3,993,331 | | | | 6,109,182 | | | | 1,765,081 | |
| | | | | | | | | | | | | | | | |
Net Investment Income (Loss) | | | (1,668,281 | ) | | | 10,303,840 | | | | 23,791,060 | | | | 710,639 | |
| | | | | | | | | | | | | | | | |
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions on: | | | | | | | | | | | | | | | | |
Investments | | | 101,502,416 | | | | 44,627,472 | | | | 1,593,714 | | | | 61,249 | |
Investments in affiliated investments | | | 3,069,356 | | | | 5,776,065 | | | | — | | | | — | |
Purchased options contracts | | | — | | | | — | | | | 107,845 | | | | — | |
Futures contracts | | | — | | | | — | | | | 8,355,480 | | | | — | |
Written options contracts | | | — | | | | — | | | | 2,423,476 | | | | — | |
Swap contracts | | | — | | | | — | | | | 683,167 | | | | — | |
Foreign currency contracts | | | — | | | | — | | | | 708,525 | | | | — | |
Other foreign currency transactions | | | (1,002 | ) | | | (15,788 | ) | | | (69,524 | ) | | | — | |
| | | | | | | | | | | | | | | | |
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | | | 104,570,770 | | | | 50,387,749 | | | | 13,802,683 | | | | 61,249 | |
| | | | | | | | | | | | | | | | |
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions of: | | | | | | | | | | | | | | | | |
Investments | | | (75,407,172 | ) | | | 101,560,664 | | | | (58,718,738 | ) | | | (1,099,466 | ) |
Investments in affiliated investment | | | 775,258 | | | | 1,458,914 | | | | — | | | | — | |
Purchased options contracts | | | — | | | | — | | | | (1,775,124 | ) | | | — | |
Futures contracts | | | — | | | | — | | | | (4,715,814 | ) | | | — | |
Written options contracts | | | — | | | | — | | | | 599,185 | | | | — | |
Swap contracts | | | — | | | | — | | | | (1,547,681 | ) | | | — | |
Foreign currency contracts | | | — | | | | — | | | | 2,254,601 | | | | — | |
Translation of other assets and liabilities in foreign currencies | | | — | | | | (16,783 | ) | | | 60,683 | | | | — | |
| | | | | | | | | | | | | | | | |
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions | | | (74,631,914 | ) | | | 103,002,795 | | | | (63,842,888 | ) | | | (1,099,466 | ) |
| | | | | | | | | | | | | | | | |
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions | | | 29,938,856 | | | | 153,390,544 | | | | (50,040,205 | ) | | | (1,038,217 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets Resulting from Operations | | $ | 28,270,575 | | | $ | 163,694,384 | | | $ | (26,249,145 | ) | | $ | (327,578 | ) |
| | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
Statements of Changes in Net Assets
| | | | | | | | | | | | | | | | |
| | Hartford Balanced HLS Fund | | | Hartford Capital Appreciation HLS Fund | |
| | For the Six-Month Period Ended June 30, 2021 (Unaudited) | | | For the Year Ended December 31, 2020 | | | For the Six-Month Period Ended June 30, 2021 (Unaudited) | | | For the Year Ended December 31, 2020 | |
Operations: | |
Net investment income (loss) | | $ | 11,308,709 | | | $ | 30,999,767 | | | $ | 13,957,989 | | | $ | 35,954,391 | |
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | | | 146,298,182 | | | | 105,739,585 | | | | 372,561,801 | | | | 361,872,953 | |
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | | | 80,084,905 | | | | 71,167,903 | | | | 50,338,075 | | | | 432,607,900 | |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets Resulting from Operations | | | 237,691,796 | | | | 207,907,255 | | | | 436,857,865 | | | | 830,435,244 | |
| | | | | | | | | | | | | | | | |
Distributions to Shareholders: | |
Class IA | | | — | | | | (117,833,855 | ) | | | — | | | | (302,064,553 | ) |
Class IB | | | — | | | | (15,165,622 | ) | | | — | | | | (36,702,247 | ) |
Class IC | | | — | | | | — | | | | — | | | | (2,791,605 | ) |
| | | | | | | | | | | | | | | | |
Total distributions | | | — | | | | (132,999,477 | ) | | | — | | | | (341,558,405 | ) |
| | | | | | | | | | | | | | | | |
Capital Share Transactions: | |
Sold | | | 11,201,501 | | | | 19,191,198 | | | | 8,216,374 | | | | 38,136,392 | |
Issued on reinvestment of distributions | | | — | | | | 132,999,477 | | | | — | | | | 341,558,405 | |
Redeemed | | | (119,662,414 | ) | | | (271,723,464 | ) | | | (390,194,807 | ) | | | (675,171,430 | ) |
| | | | | | | | | | | | | | | | |
Net increase (decrease) from capital share transactions | | | (108,460,913 | ) | | | (119,532,789 | ) | | | (381,978,433 | ) | | | (295,476,633 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets | | | 129,230,883 | | | | (44,625,011 | ) | | | 54,879,432 | | | | 193,400,206 | |
| | | | | | | | | | | | | | | | |
Net Assets: | |
Beginning of period | | | 2,052,221,290 | | | | 2,096,846,301 | | | | 4,551,275,835 | | | | 4,357,875,629 | |
| | | | | | | | | | | | | | | | |
End of period | | $ | 2,181,452,173 | | | $ | 2,052,221,290 | | | $ | 4,606,155,267 | | | $ | 4,551,275,835 | |
| | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
Statements of Changes in Net Assets – (continued)
| | | | | | | | | | | | | | | | |
| | Hartford Disciplined Equity HLS Fund | | | Hartford Dividend and Growth HLS Fund | |
| | For the Six-Month Period Ended June 30, 2021 (Unaudited) | | | For the Year Ended December 31, 2020
| | | For the Six-Month Period Ended June 30, 2021 (Unaudited) | | | For the Year Ended December 31, 2020
| |
Operations: | |
Net investment income (loss) | | $ | 9,036,751 | | | $ | 9,088,303 | | | $ | 27,030,104 | | | $ | 58,007,815 | |
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | | | 111,536,578 | | | | 51,370,005 | | | | 199,563,824 | | | | 149,565,472 | |
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | | | 309,996,008 | | | | 349,898,974 | | | | 373,544,470 | | | | 43,580,460 | |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets Resulting from Operations | | | 430,569,337 | | | | 410,357,282 | | | | 600,138,398 | | | | 251,153,747 | |
| | | | | | | | | | | | | | | | |
Distributions to Shareholders: | |
Class IA | | | — | | | | (49,655,221 | ) | | | — | | | | (188,906,611 | ) |
Class IB | | | — | | | | (6,547,645 | ) | | | — | | | | (23,940,435 | ) |
Class IC | | | — | | | | (117,970 | )(1) | | | — | | | | — | |
| | | | | | | | | | | | | | | | |
Total distributions | | | — | | | | (56,320,836 | ) | | | — | | | | (212,847,046 | ) |
| | | | | | | | | | | | | | | | |
Capital Share Transactions: | |
Sold | | | 17,961,697 | | | | 20,261,442 | | | | 46,450,572 | | | | 101,254,488 | |
Issued in merger | | | — | | | | 2,330,083,048 | | | | — | | | | 318,148,909 | |
Issued on reinvestment of distributions | | | — | | | | 56,320,836 | | | | — | | | | 212,846,267 | |
Redeemed | | | (241,612,851 | ) | | | (269,263,242 | ) | | | (275,071,183 | ) | | | (457,811,881 | ) |
| | | | | | | | | | | | | | | | |
Net increase (decrease) from capital share transactions | | | (223,651,154 | ) | | | 2,137,402,084 | | | | (228,620,611 | ) | | | 174,437,783 | |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets | | | 206,918,183 | | | | 2,491,438,530 | | | | 371,517,787 | | | | 212,744,484 | |
| | | | | | | | | | | | | | | | |
Net Assets: | |
Beginning of period | | | 3,145,351,339 | | | | 653,912,809 | | | | 3,522,300,708 | | | | 3,309,556,224 | |
| | | | | | | | | | | | | | | | |
End of period | | $ | 3,352,269,522 | | | $ | 3,145,351,339 | | | $ | 3,893,818,495 | | | $ | 3,522,300,708 | |
| | | | | | | | | | | | | | | | |
(1) | Commenced operations on September 18, 2020. |
The accompanying notes are an integral part of these financial statements.
Statements of Changes in Net Assets – (continued)
| | | | | | | | | | | | | | | | |
| | Hartford Healthcare HLS Fund | | | Hartford International Opportunities HLS Fund | |
| | For the Six-Month Period Ended June 30, 2021 (Unaudited) | | | For the Year Ended December 31, 2020 | | | For the Six-Month Period Ended June 30, 2021 (Unaudited) | | | For the Year Ended December 31, 2020 | |
Operations: | |
Net investment income (loss) | | $ | (60,209 | ) | | $ | 59,592 | | | $ | 8,395,127 | | | $ | 6,344,840 | |
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | | | 23,276,347 | | | | 24,202,866 | | | | 157,832,637 | | | | (5,696,457 | ) |
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | | | (5,837,884 | ) | | | 18,492,173 | | | | (94,373,518 | ) | | | 191,329,983 | |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets Resulting from Operations | | | 17,378,254 | | | | 42,754,631 | | | | 71,854,246 | | | | 191,978,366 | |
| | | | | | | | | | | | | | | | |
Distributions to Shareholders: | |
Class IA | | | — | | | | (32,813,968 | ) | | | — | | | | (18,153,869 | ) |
Class IB | | | — | | | | (7,990,682 | ) | | | — | | | | (2,009,265 | ) |
| | | | | | | | | | | | | | | | |
Total distributions | | | — | | | | (40,804,650 | ) | | | — | | | | (20,163,134 | ) |
| | | | | | | | | | | | | | | | |
Capital Share Transactions: | |
Sold | | | 5,367,525 | | | | 24,636,180 | | | | 60,922,398 | | | | 67,889,363 | |
Issued on reinvestment of distributions | | | — | | | | 40,804,650 | | | | — | | | | 20,163,134 | |
Redeemed | | | (42,182,665 | ) | | | (66,609,342 | ) | | | (126,317,711 | ) | | | (249,890,183 | ) |
| | | | | | | | | | | | | | | | |
Net increase (decrease) from capital share transactions | | | (36,815,140 | ) | | | (1,168,512 | ) | | | (65,395,313 | ) | | | (161,837,686 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets | | | (19,436,886 | ) | | | 781,469 | | | | 6,458,933 | | | | 9,977,546 | |
| | | | | | | | | | | | | | | | |
Net Assets: | |
Beginning of period | | | 234,033,194 | | | | 233,251,725 | | | | 1,238,662,510 | | | | 1,228,684,964 | |
| | | | | | | | | | | | | | | | |
End of period | | $ | 214,596,308 | | | $ | 234,033,194 | | | $ | 1,245,121,443 | | | $ | 1,238,662,510 | |
| | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
Statements of Changes in Net Assets – (continued)
| | | | | | | | | | | | | | | | |
| | Hartford MidCap HLS Fund | | | Hartford Small Cap Growth HLS Fund | |
| | For the Six-Month Period Ended June 30, 2021 (Unaudited) | | | For the Year Ended December 31, 2020
| | | For the Six-Month Period Ended June 30, 2021 (Unaudited) | | | For the Year Ended December 31, 2020
| |
Operations: | |
Net investment income (loss) | | $ | (389,500 | ) | | $ | 1,284,602 | | | $ | (1,687,107 | ) | | $ | (1,774,390 | ) |
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | | | 126,884,302 | | | | 311,611,737 | | | | 105,964,685 | | | | 113,430,677 | |
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | | | 70,935,336 | | | | 190,989,463 | | | | (32,031,684 | ) | | | 249,828,980 | |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets Resulting from Operations | | | 197,430,138 | | | | 503,885,802 | | | | 72,245,894 | | | | 361,485,267 | |
| | | | | | | | | | | | | | | | |
Distributions to Shareholders: | |
Class IA | | | — | | | | (177,950,463 | ) | | | — | | | | (32,246,764 | ) |
Class IB | | | — | | | | (5,921,123 | ) | | | — | | | | (13,179,751 | ) |
| | | | | | | | | | | | | | | | |
Total distributions | | | — | | | | (183,871,586 | ) | | | — | | | | (45,426,515 | ) |
| | | | | | | | | | | | | | | | |
Capital Share Transactions: | |
Sold | | | 64,693,854 | | | | 284,296,985 | | | | 111,301,361 | | | | 444,343,670 | |
Issued in merger | | | — | | | | 337,780,470 | | | | — | | | | — | |
Issued on reinvestment of distributions | | | — | | | | 183,871,586 | | | | — | | | | 40,017,923 | |
Redeemed | | | (458,085,128 | ) | | | (708,217,628 | ) | | | (139,043,502 | ) | | | (710,495,275 | ) |
| | | | | | | | | | | | | | | | |
Net increase (decrease) from capital share transactions | | | (393,391,274 | ) | | | 97,731,413 | | | | (27,742,141 | ) | | | (226,133,682 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets | | | (195,961,136 | ) | | | 417,745,629 | | | | 44,503,753 | | | | 89,925,070 | |
| | | | | | | | | | | | | | | | |
Net Assets: | |
Beginning of period | | | 2,517,951,279 | | | | 2,100,205,650 | | | | 1,425,044,982 | | | | 1,335,119,912 | |
| | | | | | | | | | | | | | | | |
End of period | | $ | 2,321,990,143 | | | $ | 2,517,951,279 | | | $ | 1,469,548,735 | | | $ | 1,425,044,982 | |
| | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
Statements of Changes in Net Assets – (continued)
| | | | | | | | | | | | | | | | |
| | Hartford Small Company HLS Fund | | | Hartford Stock HLS Fund | |
| | For the Six-Month Period Ended June 30, 2021 (Unaudited) | | | For the Year Ended December 31, 2020
| | | For the Six-Month Period Ended June 30, 2021 (Unaudited) | | | For the Year Ended December 31, 2020
| |
Operations: | |
Net investment income (loss) | | $ | (1,668,281 | ) | | $ | (1,687,287 | ) | | $ | 10,303,840 | | | $ | 21,548,207 | |
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | | | 104,570,770 | | | | 82,511,370 | | | | 50,387,749 | | | | 48,823,869 | |
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | | | (74,631,914 | ) | | | 87,911,371 | | | | 103,002,795 | | | | 87,381,686 | |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets Resulting from Operations | | | 28,270,575 | | | | 168,735,454 | | | | 163,694,384 | | | | 157,753,762 | |
| | | | | | | | | | | | | | | | |
Distributions to Shareholders: | |
Class IA | | | — | | | | (57,898,706 | ) | | | — | | | | (105,830,872 | ) |
Class IB | | | — | | | | (7,955,937 | ) | | | — | | | | (9,984,197 | ) |
| | | | | | | | | | | | | | | | |
Total distributions | | | — | | | | (65,854,643 | ) | | | — | | | | (115,815,069 | ) |
| | | | | | | | | | | | | | | | |
Capital Share Transactions: | |
Sold | | | 17,899,245 | | | | 46,390,011 | | | | 4,047,503 | | | | 13,251,527 | |
Issued on reinvestment of distributions | | | — | | | | 65,854,643 | | | | — | | | | 115,815,069 | |
Redemption-in-kind | | | — | | | | 8,160,448 | | | | — | | | | — | |
Redeemed | | | (61,792,016 | ) | | | (238,957,153 | ) | | | (89,560,192 | ) | | | (190,830,898 | ) |
| | | | | | | | | | | | | | | | |
Net increase (decrease) from capital share transactions | | | (43,892,771 | ) | | | (118,552,051 | ) | | | (85,512,689 | ) | | | (61,764,302 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets | | | (15,622,196 | ) | | | (15,671,240 | ) | | | 78,181,695 | | | | (19,825,609 | ) |
| | | | | | | | | | | | | | | | |
Net Assets: | |
Beginning of period | | | 608,661,914 | | | | 624,333,154 | | | | 1,489,768,526 | | | | 1,509,594,135 | |
| | | | | | | | | | | | | | | | |
End of period | | $ | 593,039,718 | | | $ | 608,661,914 | | | $ | 1,567,950,221 | | | $ | 1,489,768,526 | |
| | | | | | | | | | | | | | | | |
The accompanying notes are an integral part of these financial statements.
Statements of Changes in Net Assets – (continued)
| | | | | | | | | | | | | | | | |
| | Hartford Total Return Bond HLS Fund | | | Hartford Ultrashort Bond HLS Fund | |
| | For the Six-Month Period Ended June 30, 2021 (Unaudited) | | | For the Year Ended December 31, 2020
| | | For the Six-Month Period Ended June 30, 2021 (Unaudited) | | | For the Year Ended December 31, 2020
| |
Operations: | |
Net investment income (loss) | | $ | 23,791,060 | | | $ | 51,547,449 | | | $ | 710,639 | | | $ | 4,862,024 | |
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions | | | 13,802,683 | | | | 78,124,747 | | | | 61,249 | | | | 367,845 | |
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions | | | (63,842,888 | ) | | | 47,163,033 | | | | (1,099,466 | ) | | | 1,107,664 | |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets Resulting from Operations | | | (26,249,145 | ) | | | 176,835,229 | | | | (327,578 | ) | | | 6,337,533 | |
| | | | | | | | | | | | | | | | |
Distributions to Shareholders: | |
Class IA | | | — | | | | (73,659,677 | ) | | | — | | | | (9,308,313 | ) |
Class IB | | | — | | | | (8,000,272 | ) | | | — | | | | (1,220,637 | ) |
| | | | | | | | | | | | | | | | |
Total distributions | | | — | | | | (81,659,949 | ) | | | — | | | | (10,528,950 | ) |
| | | | | | | | | | | | | | | | |
Capital Share Transactions: | |
Sold | | | 146,710,771 | | | | 264,927,545 | | | | 39,575,466 | | | | 107,159,346 | |
Issued in merger | | | — | | | | 227,469,835 | | | | — | | | | 339,951,431 | |
Issued on reinvestment of distributions | | | — | | | | 81,659,949 | | | | — | | | | 10,528,950 | |
Redeemed | | | (145,193,615 | ) | | | (379,866,776 | ) | | | (66,658,599 | ) | | | (136,555,061 | ) |
| | | | | | | | | | | | | | | | |
Net increase (decrease) from capital share transactions | | | 1,517,156 | | | | 194,190,553 | | | | (27,083,133 | ) | | | 321,084,666 | |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) in Net Assets | | | (24,731,989 | ) | | | 289,365,833 | | | | (27,410,711 | ) | | | 316,893,249 | |
| | | | | | | | | | | | | | | | |
Net Assets: | |
Beginning of period | | | 2,376,885,977 | | | | 2,087,520,144 | | | | 767,625,072 | | | | 450,731,823 | |
| | | | | | | | | | | | | | | | |
End of period | | $ | 2,352,153,988 | | | $ | 2,376,885,977 | | | $ | 740,214,361 | | | $ | 767,625,072 | |
| | | | | | | | | | | | | | | | |
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, 2021 (Unaudited) | |
IA | | $ | 31.56 | | | $ | 0.22 | | | $ | 3.54 | | | $ | 3.76 | | | $ | — | | | $ | — | | | $ | — | | | $ | 35.32 | | | | 11.91 | %(4) | | $ | 1,924,405 | | | | 0.65 | %(5) | | | 0.62 | %(5) | | | 1.35 | %(5) | | | 25 | %(6) |
IB | | | 32.15 | | | | 0.19 | | | | 3.60 | | | | 3.79 | | | | — | | | | — | | | | — | | | | 35.94 | | | | 11.79 | (4) | | | 257,047 | | | | 0.90 | (5) | | | 0.87 | (5) | | | 1.10 | (5) | | | 25 | (6) |
|
For the Year Ended December 31, 2020 | |
IA | | $ | 30.27 | | | $ | 0.48 | | | $ | 2.92 | | | $ | 3.40 | | | $ | (0.51 | ) | | $ | (1.60 | ) | | $ | (2.11 | ) | | $ | 31.56 | | | | 11.62 | % | | $ | 1,809,745 | | | | 0.66 | % | | | 0.63 | % | | | 1.63 | % | | | 43 | %(6) |
IB | | | 30.80 | | | | 0.41 | | | | 2.97 | | | | 3.38 | | | | (0.43 | ) | | | (1.60 | ) | | | (2.03 | ) | | | 32.15 | | | | 11.35 | | | | 242,476 | | | | 0.91 | | | | 0.88 | | | | 1.38 | | | | 43 | (6) |
|
For the Year Ended December 31, 2019 | |
IA | | $ | 27.47 | | | $ | 0.54 | (7) | | $ | 5.47 | (7) | | $ | 6.01 | | | $ | (0.56 | ) | | $ | (2.65 | ) | | $ | (3.21 | ) | | $ | 30.27 | | | | 22.80 | % | | $ | 1,849,582 | | | | 0.66 | % | | | 0.63 | % | | | 1.81 | %(7) | | | 38 | % |
IB | | | 27.91 | | | | 0.47 | (7) | | | 5.55 | (7) | | | 6.02 | | | | (0.48 | ) | | | (2.65 | ) | | | (3.13 | ) | | | 30.80 | | | | 22.47 | | | | 247,264 | | | | 0.91 | | | | 0.88 | | | | 1.56 | (7) | | | 38 | |
|
For the Year Ended December 31, 2018 | |
IA | | $ | 31.02 | | | $ | 0.59 | | | $ | (2.12 | ) | | $ | (1.53 | ) | | $ | (0.61 | ) | | $ | (1.41 | ) | | $ | (2.02 | ) | | $ | 27.47 | | | | (5.24 | )% | | $ | 1,717,759 | | | | 0.66 | % | | | 0.63 | % | | | 1.92 | % | | | 31 | % |
IB | | | 31.48 | | | | 0.52 | | | | (2.15 | ) | | | (1.63 | ) | | | (0.53 | ) | | | (1.41 | ) | | | (1.94 | ) | | | 27.91 | | | | (5.50 | ) | | | 229,790 | | | | 0.91 | | | | 0.88 | | | | 1.67 | | | | 31 | |
|
For the Year Ended December 31, 2017 | |
IA | | $ | 27.46 | | | $ | 0.55 | | | $ | 3.72 | | | $ | 4.27 | | | $ | (0.71 | ) | | $ | — | | | $ | (0.71 | ) | | $ | 31.02 | | | | 15.59 | % | | $ | 2,095,246 | | | | 0.66 | % | | | 0.63 | % | | | 1.86 | % | | | 26 | % |
IB | | | 27.86 | | | | 0.48 | | | | 3.77 | | | | 4.25 | | | | (0.63 | ) | | | — | | | | (0.63 | ) | | | 31.48 | | | | 15.30 | | | | 277,735 | | | | 0.91 | | | | 0.88 | | | | 1.61 | | | | 26 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 26.62 | | | $ | 0.56 | | | $ | 1.05 | | | $ | 1.61 | | | $ | (0.77 | ) | | $ | — | | | $ | (0.77 | ) | | $ | 27.46 | | | | 6.04 | % | | $ | 2,043,556 | | | | 0.66 | % | | | 0.64 | % | | | 2.05 | % | | | 25 | % |
IB | | | 26.99 | | | | 0.50 | | | | 1.07 | | | | 1.57 | | | | (0.70 | ) | | | — | | | | (0.70 | ) | | | 27.86 | | | | 5.79 | | | | 275,925 | | | | 0.91 | | | | 0.89 | | | | 1.80 | | | | 25 | |
|
Hartford Capital Appreciation HLS Fund | |
|
For the Six-Month Period Ended June 30, 2021 (Unaudited) | |
IA | | $ | 51.85 | | | $ | 0.18 | | | $ | 5.04 | | | $ | 5.22 | | | $ | — | | | $ | — | | | $ | — | | | $ | 57.07 | | | | 10.07 | %(4) | | $ | 4,067,371 | | | | 0.67 | %(5) | | | 0.67 | %(5) | | | 0.65 | %(5) | | | 30 | % |
IB | | | 50.85 | | | | 0.11 | | | | 4.93 | | | | 5.04 | | | | — | | | | — | | | | — | | | | 55.89 | | | | 9.91 | (4) | | | 496,772 | | | | 0.92 | (5) | | | 0.92 | (5) | | | 0.40 | (5) | | | 30 | |
IC | | | 51.08 | | | | 0.04 | | | | 4.96 | | | | 5.00 | | | | — | | | | — | | | | — | | | | 56.08 | | | | 9.79 | (4) | | | 42,012 | | | | 1.17 | (5) | | | 1.17 | (5) | | | 0.15 | (5) | | | 30 | |
|
For the Year Ended December 31, 2020 | |
IA | | $ | 46.05 | | | $ | 0.42 | | | $ | 9.37 | | | $ | 9.79 | | | $ | (0.45 | ) | | $ | (3.54 | ) | | $ | (3.99 | ) | | $ | 51.85 | | | | 21.91 | % | | $ | 4,024,340 | | | | 0.68 | % | | | 0.68 | % | | | 0.91 | % | | | 80 | % |
IB | | | 45.24 | | | | 0.30 | | | | 9.18 | | | | 9.48 | | | | (0.33 | ) | | | (3.54 | ) | | | (3.87 | ) | | | 50.85 | | | | 21.62 | | | | 487,576 | | | | 0.93 | | | | 0.93 | | | | 0.66 | | | | 80 | |
IC | | | 45.45 | | | | 0.19 | | | | 9.20 | | | | 9.39 | | | | (0.22 | ) | | | (3.54 | ) | | | (3.76 | ) | | | 51.08 | | | | 21.32 | | | | 39,361 | | | | 1.18 | | | | 1.18 | | | | 0.41 | | | | 80 | |
|
For the Year Ended December 31, 2019 | |
IA | | $ | 39.89 | | | $ | 0.48 | | | $ | 11.47 | | | $ | 11.95 | | | $ | (0.53 | ) | | $ | (5.26 | ) | | $ | (5.79 | ) | | $ | 46.05 | | | | 31.28 | % | | $ | 3,847,850 | | | | 0.68 | % | | | 0.68 | % | | | 1.06 | % | | | 56 | % |
IB | | | 39.28 | | | | 0.36 | | | | 11.28 | | | | 11.64 | | | | (0.42 | ) | | | (5.26 | ) | | | (5.68 | ) | | | 45.24 | | | | 30.96 | | | | 474,982 | | | | 0.93 | | | | 0.93 | | | | 0.81 | | | | 56 | |
IC | | | 39.54 | | | | 0.25 | | | | 11.34 | | | | 11.59 | | | | (0.42 | ) | | | (5.26 | ) | | | (5.68 | ) | | | 45.45 | | | | 30.63 | | | | 35,043 | | | | 1.18 | | | | 1.18 | | | | 0.56 | | | | 56 | |
|
For the Year Ended December 31, 2018 | |
IA | | $ | 48.16 | | | $ | 0.49 | | | $ | (3.33 | ) | | $ | (2.84 | ) | | $ | (0.43 | ) | | $ | (5.00 | ) | | $ | (5.43 | ) | | $ | 39.89 | | | | (6.96 | )% | | $ | 3,543,187 | | | | 0.67 | % | | | 0.67 | % | | | 1.03 | % | | | 73 | % |
IB | | | 47.48 | | | | 0.37 | | | | (3.26 | ) | | | (2.89 | ) | | | (0.31 | ) | | | (5.00 | ) | | | (5.31 | ) | | | 39.28 | | | | (7.18 | ) | | | 432,334 | | | | 0.92 | | | | 0.92 | | | | 0.77 | | | | 73 | |
IC | | | 47.76 | | | | 0.25 | | | | (3.26 | ) | | | (3.01 | ) | | | (0.21 | ) | | | (5.00 | ) | | | (5.21 | ) | | | 39.54 | | | | (7.41 | ) | | | 27,679 | | | | 1.17 | | | | 1.17 | | | | 0.53 | | | | 73 | |
|
For the Year Ended December 31, 2017 | |
IA | | $ | 42.05 | | | $ | 0.43 | | | $ | 8.83 | | | $ | 9.26 | | | $ | (0.54 | ) | | $ | (2.61 | ) | | $ | (3.15 | ) | | $ | 48.16 | | | | 22.14 | % | | $ | 4,457,603 | | | | 0.68 | % | | | 0.68 | % | | | 0.91 | % | | | 75 | % |
IB | | | 41.50 | | | | 0.30 | | | | 8.70 | | | | 9.00 | | | | (0.41 | ) | | | (2.61 | ) | | | (3.02 | ) | | | 47.48 | | | | 21.82 | | | | 569,615 | | | | 0.93 | | | | 0.93 | | | | 0.66 | | | | 75 | |
IC | | | 41.76 | | | | 0.19 | | | | 8.74 | | | | 8.93 | | | | (0.32 | ) | | | (2.61 | ) | | | (2.93 | ) | | | 47.76 | | | | 21.50 | | | | 29,979 | | | | 1.18 | | | | 1.18 | | | | 0.41 | | | | 75 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 44.44 | | | $ | 0.41 | | | $ | 1.94 | | | $ | 2.35 | | | $ | (0.47 | ) | | $ | (4.27 | ) | | $ | (4.74 | ) | | $ | 42.05 | | | | 5.52 | % | | $ | 4,555,454 | | | | 0.68 | % | | | 0.68 | % | | | 0.97 | % | | | 103 | % |
IB | | | 43.93 | | | | 0.30 | | | | 1.90 | | | | 2.20 | | | | (0.36 | ) | | | (4.27 | ) | | | (4.63 | ) | | | 41.50 | | | | 5.24 | | | | 558,022 | | | | 0.93 | | | | 0.93 | | | | 0.72 | | | | 103 | |
IC | | | 44.21 | | | | 0.19 | | | | 1.92 | | | | 2.11 | | | | (0.29 | ) | | | (4.27 | ) | | | (4.56 | ) | | | 41.76 | | | | 4.99 | | | | 21,579 | | | | 1.18 | | | | 1.18 | | | | 0.46 | | | | 103 | |
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, 2021 (Unaudited) | |
IA | | $ | 17.40 | | | $ | 0.06 | | | $ | 2.42 | | | $ | 2.48 | | | $ | — | | | $ | — | | | $ | — | | | $ | 19.88 | | | | 14.25 | %(4) | | $ | 2,888,515 | | | | 0.59 | %(5) | | | 0.59 | %(5) | | | 0.60 | %(5) | | | 9 | % |
IB | | | 17.13 | | | | 0.03 | | | | 2.38 | | | | 2.41 | | | | — | | | | — | | | | — | | | | 19.54 | | | | 14.07 | (4) | | | 378,668 | | | | 0.84 | (5) | | | 0.84 | (5) | | | 0.35 | (5) | | | 9 | |
IC | | | 17.40 | | | | 0.01 | | | | 2.42 | | | | 2.43 | | | | — | | | | — | | | | — | | | | 19.83 | | | | 13.97 | (4) | | | 85,087 | | | | 1.09 | (5) | | | 1.09 | (5) | | | 0.11 | (5) | | | 9 | |
|
For the Year Ended December 31, 2020 | |
IA | | $ | 15.97 | | | $ | 0.12 | | | $ | 2.64 | | | $ | 2.76 | | | $ | (0.06 | ) | | $ | (1.27 | ) | | $ | (1.33 | ) | | $ | 17.40 | | | | 18.04 | % | | $ | 2,701,619 | | | | 0.66 | % | | | 0.66 | % | | | 0.75 | % | | | 23 | % |
IB | | | 15.76 | | | | 0.08 | | | | 2.60 | | | | 2.68 | | | | (0.04 | ) | | | (1.27 | ) | | | (1.31 | ) | | | 17.13 | | | | 17.78 | | | | 365,246 | | | | 0.91 | | | | 0.91 | | | | 0.50 | | | | 23 | |
IC(8) | | | 15.34 | | | | 0.01 | | | | 2.08 | | | | 2.09 | | | | (0.03 | ) | | | — | | | | (0.03 | ) | | | 17.40 | | | | 13.60 | (4) | | | 78,487 | | | | 1.11 | (5) | | | 1.11 | (5) | | | 0.23 | (5) | | | 23 | |
|
For the Year Ended December 31, 2019 | |
IA | | $ | 13.59 | | | $ | 0.13 | | | $ | 4.26 | | | $ | 4.39 | | | $ | (0.14 | ) | | $ | (1.87 | ) | | $ | (2.01 | ) | | $ | 15.97 | | | | 34.12 | % | | $ | 573,688 | | | | 0.78 | % | | | 0.78 | % | | | 0.82 | % | | | 15 | % |
IB | | | 13.44 | | | | 0.09 | | | | 4.20 | | | | 4.29 | | | | (0.10 | ) | | | (1.87 | ) | | | (1.97 | ) | | | 15.76 | | | | 33.76 | | | | 80,224 | | | | 1.03 | | | | 1.03 | | | | 0.57 | | | | 15 | |
|
For the Year Ended December 31, 2018 | |
IA | | $ | 15.43 | | | $ | 0.11 | | | $ | (0.27 | ) | | $ | (0.16 | ) | | $ | (0.11 | ) | | $ | (1.57 | ) | | $ | (1.68 | ) | | $ | 13.59 | | | | (1.99 | )% | | $ | 501,718 | | | | 0.78 | % | | | 0.78 | % | | | 0.72 | % | | | 22 | % |
IB | | | 15.27 | | | | 0.07 | | | | (0.26 | ) | | | (0.19 | ) | | | (0.07 | ) | | | (1.57 | ) | | | (1.64 | ) | | | 13.44 | | | | (2.23 | ) | | | 68,462 | | | | 1.03 | | | | 1.03 | | | | 0.47 | | | | 22 | |
|
For the Year Ended December 31, 2017 | |
IA | | $ | 14.30 | | | $ | 0.15 | | | $ | 2.83 | | | $ | 2.98 | | | $ | (0.14 | ) | | $ | (1.71 | ) | | $ | (1.85 | ) | | $ | 15.43 | | | | 21.92 | % | | $ | 613,037 | | | | 0.78 | % | | | 0.78 | % | | | 1.00 | % | | | 30 | % |
IB | | | 14.17 | | | | 0.11 | | | | 2.80 | | | | 2.91 | | | | (0.10 | ) | | | (1.71 | ) | | | (1.81 | ) | | | 15.27 | | | | 21.63 | | | | 84,377 | | | | 1.03 | | | | 1.03 | | | | 0.76 | | | | 30 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 15.58 | | | $ | 0.11 | | | $ | 0.77 | | | $ | 0.88 | | | $ | (0.13 | ) | | $ | (2.03 | ) | | $ | (2.16 | ) | | $ | 14.30 | | | | 5.76 | % | | $ | 587,089 | | | | 0.79 | % | | | 0.79 | % | | | 0.76 | % | | | 33 | % |
IB | | | 15.46 | | | | 0.08 | | | | 0.75 | | | | 0.83 | | | | (0.09 | ) | | | (2.03 | ) | | | (2.12 | ) | | | 14.17 | | | | 5.49 | | | | 81,304 | | | | 1.04 | | | | 1.04 | | | | 0.51 | | | | 33 | |
|
Hartford Dividend and Growth HLS Fund | |
|
For the Six-Month Period Ended June 30, 2021 (Unaudited) | |
IA | | $ | 22.19 | | | $ | 0.18 | | | $ | 3.71 | | | $ | 3.89 | | | $ | — | | | $ | — | | | $ | — | | | $ | 26.08 | | | | 17.53 | %(4) | | $ | 3,443,319 | | | | 0.66 | %(5) | | | 0.66 | %(5) | | | 1.48 | %(5) | | | 13 | % |
IB | | | 22.04 | | | | 0.15 | | | | 3.69 | | | | 3.84 | | | | — | | | | — | | | | — | | | | 25.88 | | | | 17.42 | (4) | | | 450,499 | | | | 0.91 | (5) | | | 0.91 | (5) | | | 1.23 | (5) | | | 13 | |
|
For the Year Ended December 31, 2020 | |
IA | | $ | 22.08 | | | $ | 0.40 | | | $ | 1.18 | | | $ | 1.58 | | | $ | (0.39 | ) | | $ | (1.08 | ) | | $ | (1.47 | ) | | $ | 22.19 | | | | 7.77 | % | | $ | 3,109,772 | | | | 0.68 | % | | | 0.68 | % | | | 1.95 | % | | | 24 | % |
IB | | | 21.96 | | | | 0.34 | | | | 1.16 | | | | 1.50 | | | | (0.34 | ) | | | (1.08 | ) | | | (1.42 | ) | | | 22.04 | | | | 7.45 | | | | 412,528 | | | | 0.93 | | | | 0.93 | | | | 1.70 | | | | 24 | |
|
For the Year Ended December 31, 2019 | |
IA | | $ | 19.91 | | | $ | 0.41 | | | $ | 4.91 | | | $ | 5.32 | | | $ | (0.40 | ) | | $ | (2.75 | ) | | $ | (3.15 | ) | | $ | 22.08 | | | | 28.60 | % | | $ | 2,916,542 | | | | 0.68 | % | | | 0.68 | % | | | 1.85 | % | | | 19 | % |
IB | | | 19.82 | | | | 0.35 | | | | 4.89 | | | | 5.24 | | | | (0.35 | ) | | | (2.75 | ) | | | (3.10 | ) | | | 21.96 | | | | 28.30 | | | | 393,014 | | | | 0.93 | | | | 0.93 | | | | 1.60 | | | | 19 | |
|
For the Year Ended December 31, 2018 | |
IA | | $ | 23.95 | | | $ | 0.43 | | | $ | (1.45 | ) | | $ | (1.02 | ) | | $ | (0.44 | ) | | $ | (2.58 | ) | | $ | (3.02 | ) | | $ | 19.91 | | | | (5.32 | )% | | $ | 2,604,425 | | | | 0.68 | % | | | 0.68 | % | | | 1.84 | % | | | 28 | % |
IB | | | 23.85 | | | | 0.37 | | | | (1.44 | ) | | | (1.07 | ) | | | (0.38 | ) | | | (2.58 | ) | | | (2.96 | ) | | | 19.82 | | | | (5.56 | ) | | | 356,601 | | | | 0.93 | | | | 0.93 | | | | 1.59 | | | | 28 | |
|
For the Year Ended December 31, 2017 | |
IA | | $ | 22.10 | | | $ | 0.41 | | | $ | 3.48 | | | $ | 3.89 | | | $ | (0.38 | ) | | $ | (1.66 | ) | | $ | (2.04 | ) | | $ | 23.95 | | | | 18.36 | % | | $ | 3,179,540 | | | | 0.68 | % | | | 0.68 | % | | | 1.75 | % | | | 25 | % |
IB | | | 22.01 | | | | 0.35 | | | | 3.47 | | | | 3.82 | | | | (0.32 | ) | | | (1.66 | ) | | | (1.98 | ) | | | 23.85 | | | | 18.11 | | | | 440,111 | | | | 0.93 | | | | 0.93 | | | | 1.50 | | | | 25 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 22.09 | | | $ | 0.43 | | | $ | 2.67 | | | $ | 3.10 | | | $ | (0.44 | ) | | $ | (2.65 | ) | | $ | (3.09 | ) | | $ | 22.10 | | | | 14.89 | % | | $ | 3,013,788 | | | | 0.69 | % | | | 0.69 | % | | | 1.98 | % | | | 20 | % |
IB | | | 22.02 | | | | 0.38 | | | | 2.65 | | | | 3.03 | | | | (0.39 | ) | | | (2.65 | ) | | | (3.04 | ) | | | 22.01 | | | | 14.58 | | | | 438,200 | | | | 0.94 | | | | 0.94 | | | | 1.73 | | | | 20 | |
|
Hartford Healthcare HLS Fund | |
|
For the Six-Month Period Ended June 30, 2021 (Unaudited) | |
IA | | $ | 23.88 | | | $ | 0.00 | (9) | | $ | 1.94 | | | $ | 1.94 | | | $ | — | | | $ | — | | | $ | — | | | $ | 25.82 | | | | 8.12 | %(4) | | $ | 171,490 | | | | 0.91 | %(5) | | | 0.91 | %(5) | | | (0.01 | )%(5) | | | 22 | % |
IB | | | 21.97 | | | | (0.03 | ) | | | 1.79 | | | | 1.76 | | | | — | | | | — | | | | — | | | | 23.73 | | | | 8.01 | (4) | | | 43,106 | | | | 1.16 | (5) | | | 1.16 | (5) | | | (0.25 | )(5) | | | 22 | |
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 – (continued) | |
|
For the Year Ended December 31, 2020 | |
IA | | $ | 23.67 | | | $ | 0.02 | | | $ | 4.94 | | | $ | 4.96 | | | $ | (0.13 | ) | | $ | (4.62 | ) | | $ | (4.75 | ) | | $ | 23.88 | | | | 23.10 | % | | $ | 190,371 | | | | 0.91 | % | | | 0.91 | % | | | 0.07 | % | | | 42 | % |
IB | | | 22.12 | | | | (0.04 | ) | | | 4.58 | | | | 4.54 | | | | (0.07 | ) | | | (4.62 | ) | | | (4.69 | ) | | | 21.97 | | | | 22.79 | | | | 43,662 | | | | 1.16 | | | | 1.16 | | | | (0.18 | ) | | | 42 | |
|
For the Year Ended December 31, 2019 | |
IA | | $ | 20.56 | | | $ | 0.03 | | | $ | 6.31 | | | $ | 6.34 | | | $ | — | | | $ | (3.23 | ) | | $ | (3.23 | ) | | $ | 23.67 | | | | 33.95 | % | | $ | 191,260 | | | | 0.91 | % | | | 0.91 | % | | | 0.11 | % | | | 42 | % |
IB | | | 19.44 | | | | (0.03 | ) | | | 5.94 | | | | 5.91 | | | | — | | | | (3.23 | ) | | | (3.23 | ) | | | 22.12 | | | | 33.68 | | | | 41,992 | | | | 1.16 | | | | 1.16 | | | | (0.16 | ) | | | 42 | |
|
For the Year Ended December 31, 2018 | |
IA | | $ | 22.46 | | | $ | — | | | $ | (0.41 | ) | | $ | (0.41 | ) | | $ | (0.02 | ) | | $ | (1.47 | ) | | $ | (1.49 | ) | | $ | 20.56 | | | | (2.67 | )% | | $ | 249,144 | | | | 0.89 | % | | | 0.89 | % | | | (0.01 | )% | | | 29 | % |
IB | | | 21.35 | | | | (0.06 | ) | | | (0.38 | ) | | | (0.44 | ) | | | — | | | | (1.47 | ) | | | (1.47 | ) | | | 19.44 | | | | (2.96 | ) | | | 36,576 | | | | 1.14 | | | | 1.14 | | | | (0.26 | ) | | | 29 | |
|
For the Year Ended December 31, 2017 | |
IA | | $ | 21.46 | | | $ | 0.01 | | | $ | 4.69 | | | $ | 4.70 | | | $ | — | | | $ | (3.70 | ) | | $ | (3.70 | ) | | $ | 22.46 | | | | 22.26 | % | | $ | 290,603 | | | | 0.89 | % | | | 0.89 | % | | | 0.04 | % | | | 18 | % |
IB | | | 20.60 | | | | (0.05 | ) | | | 4.50 | | | | 4.45 | | | | — | | | | (3.70 | ) | | | (3.70 | ) | | | 21.35 | | | | 21.96 | | | | 44,796 | | | | 1.14 | | | | 1.14 | | | | (0.21 | ) | | | 18 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 30.32 | | | $ | 0.01 | | | $ | (2.37 | ) | | $ | (2.36 | ) | | $ | (0.99 | ) | | $ | (5.51 | ) | | $ | (6.50 | ) | | $ | 21.46 | | | | (8.39 | )% | | $ | 246,494 | | | | 0.89 | % | | | 0.89 | % | | | 0.05 | % | | | 36 | % |
IB | | | 29.36 | | | | (0.05 | ) | | | (2.30 | ) | | | (2.35 | ) | | | (0.90 | ) | | | (5.51 | ) | | | (6.41 | ) | | | 20.60 | | | | (8.64 | ) | | | 44,149 | | | | 1.14 | | | | 1.14 | | | | (0.20 | ) | | | 36 | |
|
Hartford International Opportunities HLS Fund | |
|
For the Six-Month Period Ended June 30, 2021 (Unaudited) | |
IA | | $ | 19.58 | | | $ | 0.14 | | | $ | 1.02 | | | $ | 1.16 | | | $ | — | | | $ | — | | | $ | — | | | $ | 20.74 | | | | 5.92 | %(4) | | $ | 1,129,102 | | | | 0.73 | %(5) | | | 0.73 | %(5) | | | 1.38 | %(5) | | | 56 | % |
IB | | | 19.86 | | | | 0.11 | | | | 1.04 | | | | 1.15 | | | | — | | | | — | | | | — | | | | 21.01 | | | | 5.79 | (4) | | | 116,019 | | | | 0.98 | (5) | | | 0.98 | (5) | | | 1.10 | (5) | | | 56 | |
|
For the Year Ended December 31, 2020 | |
IA | | $ | 16.56 | | | $ | 0.10 | | | $ | 3.24 | | | $ | 3.34 | | | $ | (0.32 | ) | | $ | — | | | $ | (0.32 | ) | | $ | 19.58 | | | | 20.45 | % | | $ | 1,095,213 | | | | 0.76 | % | | | 0.76 | % | | | 0.61 | % | | | 107 | % |
IB | | | 16.80 | | | | 0.06 | | | | 3.27 | | | | 3.33 | | | | (0.27 | ) | | | — | | | | (0.27 | ) | | | 19.86 | | | | 20.09 | | | | 143,449 | | | | 1.01 | | | | 1.01 | | | | 0.36 | | | | 107 | |
|
For the Year Ended December 31, 2019 | |
IA | | $ | 13.91 | | | $ | 0.27 | | | $ | 3.30 | | | $ | 3.57 | | | $ | (0.30 | ) | | $ | (0.62 | ) | | $ | (0.92 | ) | | $ | 16.56 | | | | 26.43 | % | | $ | 1,093,030 | | | | 0.74 | % | | | 0.74 | % | | | 1.74 | % | | | 88 | % |
IB | | | 14.09 | | | | 0.24 | | | | 3.35 | | | | 3.59 | | | | (0.26 | ) | | | (0.62 | ) | | | (0.88 | ) | | | 16.80 | | | | 26.14 | | | | 135,655 | | | | 0.99 | | | | 0.99 | | | | 1.48 | | | | 88 | |
|
For the Year Ended December 31, 2018 | |
IA | | $ | 17.46 | | | $ | 0.26 | | | $ | (3.49 | ) | | $ | (3.23 | ) | | $ | (0.32 | ) | | $ | — | | | $ | (0.32 | ) | | $ | 13.91 | | | | (18.74 | )% | | $ | 1,000,295 | | | | 0.73 | % | | | 0.73 | % | | | 1.55 | % | | | 80 | % |
IB | | | 17.68 | | | | 0.22 | | | | (3.53 | ) | | | (3.31 | ) | | | (0.28 | ) | | | — | | | | (0.28 | ) | | | 14.09 | | | | (18.96 | ) | | | 120,635 | | | | 0.98 | | | | 0.98 | | | | 1.28 | | | | 80 | |
|
For the Year Ended December 31, 2017 | |
IA | | $ | 14.14 | | | $ | 0.24 | | | $ | 3.31 | | | $ | 3.55 | | | $ | (0.23 | ) | | $ | — | | | $ | (0.23 | ) | | $ | 17.46 | | | | 25.25 | % | | $ | 1,418,078 | | | | 0.73 | % | | | 0.73 | % | | | 1.46 | % | | | 91 | % |
IB | | | 14.31 | | | | 0.21 | | | | 3.35 | | | | 3.56 | | | | (0.19 | ) | | | — | | | | (0.19 | ) | | | 17.68 | | | | 24.99 | | | | 162,442 | | | | 0.98 | | | | 0.98 | | | | 1.28 | | | | 91 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 14.19 | | | $ | 0.24 | | | $ | (0.06 | ) | | $ | 0.18 | | | $ | (0.23 | ) | | $ | — | | | $ | (0.23 | ) | | $ | 14.14 | | | | 1.26 | % | | $ | 1,086,762 | | | | 0.76 | % | | | 0.76 | % | | | 1.74 | % | | | 95 | % |
IB | | | 14.36 | | | | 0.21 | | | | (0.07 | ) | | | 0.14 | | | | (0.19 | ) | | | — | | | | (0.19 | ) | | | 14.31 | | | | 0.94 | | | | 147,343 | | | | 1.01 | | | | 1.01 | | | | 1.50 | | | | 95 | |
|
Hartford MidCap HLS Fund | |
|
For the Six-Month Period Ended June 30, 2021 (Unaudited) | |
IA | | $ | 43.44 | | | $ | 0.00 | (9) | | $ | 3.62 | | | $ | 3.62 | | | $ | — | | | $ | — | | | $ | — | | | $ | 47.06 | | | | 8.33 | %(4) | | $ | 2,183,673 | | | | 0.69 | %(5) | | | 0.69 | %(5) | | | (0.02 | )%(5) | | | 11 | % |
IB | | | 41.76 | | | | (0.06 | ) | | | 3.49 | | | | 3.43 | | | | — | | | | — | | | | — | | | | 45.19 | | | | 8.21 | (4) | | | 138,317 | | | | 0.94 | (5) | | | 0.94 | (5) | | | (0.27 | )(5) | | | 11 | |
|
For the Year Ended December 31, 2020 | |
IA | | $ | 38.17 | | | $ | 0.03 | | | $ | 8.90 | | | $ | 8.93 | | | $ | (0.02 | ) | | $ | (3.64 | ) | | $ | (3.66 | ) | | $ | 43.44 | | | | 25.10 | % | | $ | 2,377,320 | | | | 0.70 | % | | | 0.70 | % | | | 0.07 | % | | | 50 | % |
IB | | | 36.90 | | | | (0.04 | ) | | | 8.54 | | | | 8.50 | | | | — | | | | (3.64 | ) | | | (3.64 | ) | | | 41.76 | | | | 24.80 | | | | 140,632 | | | | 0.95 | | | | 0.95 | | | | (0.11 | ) | | | 50 | |
|
For the Year Ended December 31, 2019 | |
IA | | $ | 33.77 | | | $ | 0.05 | | | $ | 10.56 | | | $ | 10.61 | | | $ | (0.07 | ) | | $ | (6.14 | ) | | $ | (6.21 | ) | | $ | 38.17 | | | | 32.87 | % | | $ | 2,045,156 | | | | 0.69 | % | | | 0.69 | % | | | 0.12 | % | | | 29 | % |
IB | | | 32.85 | | | | (0.05 | ) | | | 10.24 | | | | 10.19 | | | | — | | | | (6.14 | ) | | | (6.14 | ) | | | 36.90 | | | | 32.49 | | | | 55,049 | | | | 0.94 | | | | 0.94 | | | | (0.12 | ) | | | 29 | |
The accompanying notes are an integral part of these financial statements.
Financial Highlights – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
— Selected Per-Share Data(1) — | | | — Ratios and Supplemental Data — | |
Class | | Net Asset Value at Beginning of Period | | | Net Investment Income (Loss) | | | Net Realized and Unrealized Gain (Loss) on Investments | | | Total from Investment Operations | | | Dividends from Net Investment Income | | | Distributions from Capital Gains | | | Total Dividends and Distributions | | | Net Asset Value at End of Period | | | Total Return(2) | | | Net Assets at End of Period (000s) | | | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | | | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | | | Ratio of Net Investment Income (Loss) to Average Net Assets | | | Portfolio Turnover | |
|
Hartford MidCap HLS Fund – (continued) | |
|
For the Year Ended December 31, 2018 | |
IA | | $ | 40.10 | | | $ | 0.01 | | | $ | (2.35 | ) | | $ | (2.34 | ) | | $ | (0.01 | ) | | $ | (3.98 | ) | | $ | (3.99 | ) | | $ | 33.77 | | | | (7.44 | )% | | $ | 1,768,712 | | | | 0.69 | % | | | 0.69 | % | | | 0.03 | % | | | 35 | % |
IB | | | 39.18 | | | | (0.09 | ) | | | (2.26 | ) | | | (2.35 | ) | | | — | | | | (3.98 | ) | | | (3.98 | ) | | | 32.85 | | | | (7.65 | ) | | | 46,186 | | | | 0.94 | | | | 0.94 | | | | (0.22 | ) | | | 35 | |
|
For the Year Ended December 31, 2017 | |
IA | | $ | 33.83 | | | $ | 0.01 | | | $ | 8.11 | | | $ | 8.12 | | | $ | — | | | $ | (1.85 | ) | | $ | (1.85 | ) | | $ | 40.10 | | | | 24.47 | % | | $ | 2,156,044 | | | | 0.70 | % | | | 0.70 | % | | | 0.02 | % | | | 36 | % |
IB | | | 33.17 | | | | (0.08 | ) | | | 7.94 | | | | 7.86 | | | | — | | | | (1.85 | ) | | | (1.85 | ) | | | 39.18 | | | | 24.17 | | | | 58,850 | | | | 0.95 | | | | 0.95 | | | | (0.23 | ) | | | 36 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 33.66 | | | $ | 0.05 | | | $ | 3.80 | | | $ | 3.85 | | | $ | (0.06 | ) | | $ | (3.62 | ) | | $ | (3.68 | ) | �� | $ | 33.83 | | | | 11.98 | % | | $ | 1,721,029 | | | | 0.71 | % | | | 0.71 | % | | | 0.16 | % | | | 32 | % |
IB | | | 33.11 | | | | (0.03 | ) | | | 3.72 | | | | 3.69 | | | | (0.01 | ) | | | (3.62 | ) | | | (3.63 | ) | | | 33.17 | | | | 11.69 | | | | 93,567 | | | | 0.96 | | | | 0.96 | | | | (0.09 | ) | | | 32 | |
|
Hartford Small Cap Growth HLS Fund | |
|
For the Six-Month Period Ended June 30, 2021 (Unaudited) | |
IA | | $ | 38.15 | | | $ | (0.04 | ) | | $ | 2.01 | | | $ | 1.97 | | | $ | — | | | $ | — | | | $ | — | | | $ | 40.12 | | | | 5.16 | %(4) | | $ | 1,239,660 | | | | 0.63 | %(5) | | | 0.63 | %(5) | | | (0.20 | )%(5) | | | 26 | % |
IB | | | 36.48 | | | | (0.08 | ) | | | 1.91 | | | | 1.83 | | | | — | | | | — | | | | — | | | | 38.31 | | | | 5.02 | (4) | | | 229,889 | | | | 0.88 | (5) | | | 0.88 | (5) | | | (0.45 | )(5) | | | 26 | |
|
For the Year Ended December 31, 2020 | |
IA | | $ | 29.72 | | | $ | (0.02 | ) | | $ | 9.57 | | | $ | 9.55 | | | $ | — | | | $ | (1.12 | ) | | $ | (1.12 | ) | | $ | 38.15 | | | | 33.20 | % | | $ | 1,224,012 | | | | 0.67 | % | | | 0.67 | % | | | (0.07 | )% | | | 61 | % |
IB | | | 28.53 | | | | (0.09 | ) | | | 9.16 | | | | 9.07 | | | | — | | | | (1.12 | ) | | | (1.12 | ) | | | 36.48 | | | | 32.89 | | | | 201,033 | | | | 0.92 | | | | 0.92 | | | | (0.34 | ) | | | 61 | |
|
For the Year Ended December 31, 2019 | |
IA | | $ | 26.76 | | | $ | 0.03 | | | $ | 8.61 | | | $ | 8.64 | | | $ | — | | | $ | (5.68 | ) | | $ | (5.68 | ) | | $ | 29.72 | | | | 35.81 | % | | $ | 954,063 | | | | 0.64 | % | | | 0.64 | % | | | 0.11 | % | | | 42 | % |
IB | | | 25.95 | | | | (0.04 | ) | | | 8.30 | | | | 8.26 | | | | — | | | | (5.68 | ) | | | (5.68 | ) | | | 28.53 | | | | 35.45 | | | | 381,057 | | | | 0.89 | | | | 0.89 | | | | (0.14 | ) | | | 42 | |
|
For the Year Ended December 31, 2018 | |
IA | | $ | 32.13 | | | $ | (0.01 | ) | | $ | (3.27 | ) | | $ | (3.28 | ) | | $ | — | | | $ | (2.09 | ) | | $ | (2.09 | ) | | $ | 26.76 | | | | (11.70 | )% | | $ | 803,907 | | | | 0.64 | % | | | 0.64 | % | | | (0.03 | )% | | | 86 | % |
IB | | | 31.28 | | | | (0.09 | ) | | | (3.15 | ) | | | (3.24 | ) | | | — | | | | (2.09 | ) | | | (2.09 | ) | | | 25.95 | | | | (11.89 | ) | | | 312,475 | | | | 0.89 | | | | 0.89 | | | | (0.28 | ) | | | 86 | |
|
For the Year Ended December 31, 2017 | |
IA | | $ | 26.77 | | | $ | (0.02 | ) | | $ | 5.39 | | | $ | 5.37 | | | $ | (0.01 | ) | | $ | — | | | $ | (0.01 | ) | | $ | 32.13 | | | | 20.07 | % | | $ | 960,690 | | | | 0.65 | % | | | 0.65 | % | | | (0.06 | )% | | | 51 | % |
IB | | | 26.12 | | | | (0.09 | ) | | | 5.25 | | | | 5.16 | | | | — | | | | — | | | | — | | | | 31.28 | | | | 19.75 | | | | 374,342 | | | | 0.90 | | | | 0.90 | | | | (0.31 | ) | | | 51 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 24.93 | | | $ | 0.04 | | | $ | 2.98 | | | $ | 3.02 | | | $ | (0.04 | ) | | $ | (1.14 | ) | | $ | (1.18 | ) | | $ | 26.77 | | | | 12.37 | % | | $ | 972,576 | | | | 0.65 | % | | | 0.65 | % | | | 0.17 | % | | | 51 | % |
IB | | | 24.38 | | | | (0.02 | ) | | | 2.90 | | | | 2.88 | | | | — | | | | (1.14 | ) | | | (1.14 | ) | | | 26.12 | | | | 12.08 | | | | 226,557 | | | | 0.90 | | | | 0.90 | | | | (0.08 | ) | | | 51 | |
|
Hartford Small Company HLS Fund | |
|
For the Six-Month Period Ended June 30, 2021 (Unaudited) | |
IA | | $ | 27.44 | | | $ | (0.07 | ) | | $ | 1.37 | | | $ | 1.30 | | | $ | — | | | $ | — | | | $ | — | | | $ | 28.74 | | | | 4.74 | %(4) | | $ | 526,967 | | | | 0.78 | %(5) | | | 0.78 | %(5) | | | (0.52 | )%(5) | | | 63 | % |
IB | | | 24.23 | | | | (0.10 | ) | | | 1.22 | | | | 1.12 | | | | — | | | | — | | | | — | | | | 25.35 | | | | 4.62 | (4) | | | 66,073 | | | | 1.03 | (5) | | | 1.03 | (5) | | | (0.77 | )(5) | | | 63 | |
|
For the Year Ended December 31, 2020 | |
IA | | $ | 20.45 | | | $ | (0.07 | ) | | $ | 10.38 | | | $ | 10.31 | | | $ | — | | | $ | (3.32 | ) | | $ | (3.32 | ) | | $ | 27.44 | | | | 55.52 | % | | $ | 540,764 | | | | 0.81 | % | | | 0.81 | % | | | (0.32 | )% | | | 105 | % |
IB | | | 18.44 | | | | (0.11 | ) | | | 9.22 | | | | 9.11 | | | | — | | | | (3.32 | ) | | | (3.32 | ) | | | 24.23 | | | | 55.03 | | | | 67,898 | | | | 1.06 | | | | 1.06 | | | | (0.56 | ) | | | 105 | |
|
For the Year Ended December 31, 2019 | |
IA | | $ | 18.38 | | | $ | (0.05 | ) | | $ | 6.36 | | | $ | 6.31 | | | $ | — | | | $ | (4.24 | ) | | $ | (4.24 | ) | | $ | 20.45 | | | | 37.00 | % | | $ | 572,642 | | | | 0.79 | % | | | 0.79 | % | | | (0.23 | )% | | | 79 | % |
IB | | | 16.94 | | | | (0.09 | ) | | | 5.83 | | | | 5.74 | | | | — | | | | (4.24 | ) | | | (4.24 | ) | | | 18.44 | | | | 36.77 | | | | 51,691 | | | | 1.04 | | | | 1.04 | | | | (0.49 | ) | | | 79 | |
|
For the Year Ended December 31, 2018 | |
IA | | $ | 20.42 | | | $ | (0.10 | ) | | $ | (0.46 | ) | | $ | (0.56 | ) | | $ | — | | | $ | (1.48 | ) | | $ | (1.48 | ) | | $ | 18.38 | | | | (4.23 | )% | | $ | 473,098 | | | | 0.78 | % | | | 0.78 | % | | | (0.47 | )% | | | 100 | % |
IB | | | 18.97 | | | | (0.15 | ) | | | (0.40 | ) | | | (0.55 | ) | | | — | | | | (1.48 | ) | | | (1.48 | ) | | | 16.94 | | | | (4.51 | ) | | | 46,402 | | | | 1.03 | | | | 1.03 | | | | (0.73 | ) | | | 100 | |
|
For the Year Ended December 31, 2017 | |
IA | | $ | 16.16 | | | $ | (0.06 | ) | | $ | 4.32 | | | $ | 4.26 | | | $ | — | | | $ | — | | | $ | — | | | $ | 20.42 | | | | 26.36 | % | | $ | 551,010 | | | | 0.78 | % | | | 0.78 | % | | | (0.33 | )% | | | 107 | % |
IB | | | 15.05 | | | | (0.10 | ) | | | 4.02 | | | | 3.92 | | | | — | | | | — | | | | — | | | | 18.97 | | | | 26.05 | | | | 57,193 | | | | 1.03 | | | | 1.03 | | | | (0.58 | ) | | | 107 | |
The accompanying notes are an integral part of these financial statements.
Financial Highlights – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
— Selected Per-Share Data(1) — | | | — Ratios and Supplemental Data — | |
Class | | Net Asset Value at Beginning of Period | | | Net Investment Income (Loss) | | | Net Realized and Unrealized Gain (Loss) on Investments | | | Total from Investment Operations | | | Dividends from Net Investment Income | | | Distributions from Capital Gains | | | Total Dividends and Distributions | | | Net Asset Value at End of Period | | | Total Return(2) | | | Net Assets at End of Period (000s) | | | Ratio of Expenses to Average Net Assets Before Adjust- ments(3) | | | Ratio of Expenses to Average Net Assets After Adjust- ments(3) | | | Ratio of Net Investment Income (Loss) to Average Net Assets | | | Portfolio Turnover | |
|
Hartford Small Company HLS Fund – (continued) | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 17.52 | | | $ | (0.01 | ) | | $ | 0.33 | (10) | | $ | 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 | (10) | | | 0.26 | | | | — | | | | (1.68 | ) | | | (1.68 | ) | | | 15.05 | | | | 1.81 | | | | 73,108 | | | | 1.01 | | | | 1.01 | | | | (0.34 | ) | | | 94 | |
|
Hartford Stock HLS Fund | |
|
For the Six-Month Period Ended June 30, 2021 (Unaudited) | |
IA | | $ | 95.52 | | | $ | 0.69 | | | $ | 10.17 | | | $ | 10.86 | | | $ | — | | | $ | — | | | $ | — | | | $ | 106.38 | | | | 11.37 | %(4) | | $ | 1,433,059 | | | | 0.51 | %(5) | | | 0.51 | %(5) | | | 1.39 | %(5) | | | 5 | % |
IB | | | 95.48 | | | | 0.57 | | | | 10.16 | | | | 10.73 | | | | — | | | | — | | | | — | | | | 106.21 | | | | 11.24 | (4) | | | 134,891 | | | | 0.76 | (5) | | | 0.76 | (5) | | | 1.14 | (5) | | | 5 | |
| | | | | | | | | | | | |
For the Year Ended December 31, 2020 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
IA | | $ | 92.58 | | | $ | 1.39 | | | $ | 9.21 | | | $ | 10.60 | | | $ | (1.48 | ) | | $ | (6.18 | ) | | $ | (7.66 | ) | | $ | 95.52 | | | | 12.08 | % | | $ | 1,360,099 | | | | 0.52 | % | | | 0.52 | % | | | 1.57 | % | | | 15 | % |
IB | | | 92.57 | | | | 1.17 | | | | 9.17 | | | | 10.34 | | | | (1.25 | ) | | | (6.18 | ) | | | (7.43 | ) | | | 95.48 | | | | 11.79 | | | | 129,670 | | | | 0.77 | | | | 0.77 | | | | 1.32 | | | | 15 | |
|
For the Year Ended December 31, 2019 | |
IA | | $ | 78.10 | | | $ | 1.43 | | | $ | 22.40 | | | $ | 23.83 | | | $ | (1.46 | ) | | $ | (7.89 | ) | | $ | (9.35 | ) | | $ | 92.58 | | | | 31.22 | % | | $ | 1,375,643 | | | | 0.51 | % | | | 0.51 | % | | | 1.59 | % | | | 15 | % |
IB | | | 78.11 | | | | 1.20 | | | | 22.39 | | | | 23.59 | | | | (1.24 | ) | | | (7.89 | ) | | | (9.13 | ) | | | 92.57 | | | | 30.89 | | | | 133,951 | | | | 0.76 | | | | 0.76 | | | | 1.34 | | | | 15 | |
|
For the Year Ended December 31, 2018 | |
IA | | $ | 79.57 | | | $ | 1.31 | | | $ | (1.45 | ) | | $ | (0.14 | ) | | $ | (1.33 | ) | | $ | — | | | $ | (1.33 | ) | | $ | 78.10 | | | | (0.14 | )% | | $ | 1,201,873 | | | | 0.51 | % | | | 0.51 | % | | | 1.60 | % | | | 22 | % |
IB | | | 79.54 | | | | 1.10 | | | | (1.43 | ) | | | (0.33 | ) | | | (1.10 | ) | | | — | | | | (1.10 | ) | | | 78.11 | | | | (0.38 | ) | | | 120,176 | | | | 0.76 | | | | 0.76 | | | | 1.34 | | | | 22 | |
|
For the Year Ended December 31, 2017 | |
IA | | $ | 67.55 | | | $ | 1.30 | | | $ | 12.10 | | | $ | 13.40 | | | $ | (1.38 | ) | | $ | — | | | $ | (1.38 | ) | | $ | 79.57 | | | | 19.85 | % | | $ | 1,378,245 | | | | 0.52 | % | | | 0.52 | % | | | 1.76 | % | | | 14 | % |
IB | | | 67.53 | | | | 1.11 | | | | 12.08 | | | | 13.19 | | | | (1.18 | ) | | | — | | | | (1.18 | ) | | | 79.54 | | | | 19.54 | | | | 143,370 | | | | 0.77 | | | | 0.77 | | | | 1.51 | | | | 14 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 64.06 | | | $ | 1.14 | | | $ | 3.61 | | | $ | 4.75 | | | $ | (1.26 | ) | | $ | — | | | $ | (1.26 | ) | | $ | 67.55 | | | | 7.41 | % | | $ | 1,312,626 | | | | 0.52 | % | | | 0.52 | % | | | 1.72 | % | | | 29 | % |
IB | | | 64.03 | | | | 0.97 | | | | 3.61 | | | | 4.58 | | | | (1.08 | ) | | | — | | | | (1.08 | ) | | | 67.53 | | | | 7.14 | | | | 140,317 | | | | 0.77 | | | | 0.77 | | | | 1.47 | | | | 29 | |
|
Hartford Total Return Bond HLS Fund | |
|
For the Six-Month Period Ended June 30, 2021 (Unaudited) | |
IA | | $ | 11.98 | | | $ | 0.12 | | | $ | (0.25 | ) | | $ | (0.13 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | 11.85 | | | | (1.09 | )%(4) | | $ | 2,098,493 | | | | 0.50 | %(5) | | | 0.50 | %(5) | | | 2.07 | %(5) | | | 35 | %(11) |
IB | | | 11.91 | | | | 0.11 | | | | (0.25 | ) | | | (0.14 | ) | | | — | | | | — | | | | — | | | | 11.77 | | | | (1.18 | )(4) | | | 253,661 | | | | 0.75 | (5) | | | 0.75 | (5) | | | 1.82 | (5) | | | 35 | (11) |
|
For the Year Ended December 31, 2020 | |
IA | | $ | 11.44 | | | $ | 0.29 | | | $ | 0.73 | | | $ | 1.02 | | | $ | (0.45 | ) | | $ | (0.03 | ) | | $ | (0.48 | ) | | $ | 11.98 | | | | 9.03 | % | | $ | 2,110,986 | | | | 0.51 | % | | | 0.51 | % | | | 2.45 | % | | | 62 | %(11) |
IB | | | 11.38 | | | | 0.26 | | | | 0.72 | | | | 0.98 | | | | (0.42 | ) | | | (0.03 | ) | | | (0.45 | ) | | | 11.91 | | | | 8.71 | | | | 265,900 | | | | 0.76 | | | | 0.76 | | | | 2.19 | | | | 62 | (11) |
|
For the Year Ended December 31, 2019 | |
IA | | $ | 10.76 | | | $ | 0.36 | (12) | | $ | 0.77 | (12) | | $ | 1.13 | | | $ | (0.45 | ) | | $ | — | | | $ | (0.45 | ) | | $ | 11.44 | | | | 10.65 | % | | $ | 1,873,182 | | | | 0.51 | % | | | 0.51 | % | | | 3.16 | %(12) | | | 61 | % |
IB | | | 10.70 | | | | 0.33 | (12) | | | 0.77 | (12) | | | 1.10 | | | | (0.42 | ) | | | — | | | | (0.42 | ) | | | 11.38 | | | | 10.32 | | | | 214,338 | | | | 0.76 | | | | 0.76 | | | | 2.91 | (12) | | | 61 | |
|
For the Year Ended December 31, 2018 | |
IA | | $ | 11.32 | | | $ | 0.35 | | | $ | (0.43 | ) | | $ | (0.08 | ) | | $ | (0.44 | ) | | $ | (0.04 | ) | | $ | (0.48 | ) | | $ | 10.76 | | | | (0.81 | )% | | $ | 1,871,299 | | | | 0.51 | % | | | 0.51 | % | | | 3.23 | % | | | 53 | % |
IB | | | 11.25 | | | | 0.33 | | | | (0.43 | ) | | | (0.10 | ) | | | (0.41 | ) | | | (0.04 | ) | | | (0.45 | ) | | | 10.70 | | | | (0.91 | ) | | | 215,123 | | | | 0.76 | | | | 0.76 | | | | 2.98 | | | | 53 | |
|
For the Year Ended December 31, 2017 | |
IA | | $ | 11.09 | | | $ | 0.34 | | | $ | 0.23 | | | $ | 0.57 | | | $ | (0.34 | ) | | $ | — | | | $ | (0.34 | ) | | $ | 11.32 | | | | 5.16 | % | | $ | 2,157,506 | | | | 0.51 | % | | | 0.51 | % | | | 2.99 | % | | | 89 | % |
IB | | | 11.03 | | | | 0.31 | | | | 0.22 | | | | 0.53 | | | | (0.31 | ) | | | — | | | | (0.31 | ) | | | 11.25 | | | | 4.80 | | | | 248,785 | | | | 0.76 | | | | 0.76 | | | | 2.74 | | | | 89 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 10.93 | | | $ | 0.36 | | | $ | 0.13 | | | $ | 0.49 | | | $ | (0.29 | ) | | $ | (0.04 | ) | | $ | (0.33 | ) | | $ | 11.09 | | | | 4.49 | % | | $ | 2,244,505 | | | | 0.52 | % | | | 0.52 | % | | | 3.16 | % | | | 36 | % |
IB | | | 10.87 | | | | 0.33 | | | | 0.13 | | | | 0.46 | | | | (0.26 | ) | | | (0.04 | ) | | | (0.30 | ) | | | 11.03 | | | | 4.22 | | | | 262,187 | | | | 0.77 | | | | 0.77 | | | | 2.91 | | | | 36 | |
The accompanying notes are an integral part of these financial statements.
Financial Highlights – (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
— 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, 2021 (Unaudited) | |
IA | | $ | 10.09 | | | $ | 0.01 | | | $ | (0.01 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 10.09 | | | | 0.00 | %(4) | | $ | 638,240 | | | | 0.43 | %(5) | | | 0.43 | %(5) | | | 0.22 | %(5) | | | 35 | % |
IB | | | 10.09 | | | | 0.00 | (9) | | | (0.01 | ) | | | (0.01 | ) | | | — | | | | — | | | | — | | | | 10.08 | | | | (0.10 | )(4) | | | 101,974 | | | | 0.68 | (5) | | | 0.68 | (5) | | | (0.02 | )(5) | | | 35 | |
|
For the Year Ended December 31, 2020 | |
IA | | $ | 10.19 | | | $ | 0.10 | | | $ | 0.05 | | | $ | 0.15 | | | $ | (0.25 | ) | | $ | — | | | $ | (0.25 | ) | | $ | 10.09 | | | | 1.44 | % | | $ | 657,375 | | | | 0.46 | % | | | 0.46 | % | | | 0.95 | % | | | 76 | % |
IB | | | 10.18 | | | | 0.07 | | | | 0.06 | | | | 0.13 | | | | (0.22 | ) | | | — | | | | (0.22 | ) | | | 10.09 | | | | 1.27 | | | | 110,250 | | | | 0.71 | | | | 0.71 | | | | 0.67 | | | | 76 | |
|
For the Year Ended December 31, 2019 | |
IA | | $ | 10.10 | | | $ | 0.23 | | | $ | 0.05 | | | $ | 0.28 | | | $ | (0.19 | ) | | $ | — | | | $ | (0.19 | ) | | $ | 10.19 | | | | 2.81 | % | | $ | 393,590 | | | | 0.45 | % | | | 0.45 | % | | | 2.21 | % | | | 70 | % |
IB | | | 10.09 | | | | 0.20 | | | | 0.06 | | | | 0.26 | | | | (0.17 | ) | | | — | | | | (0.17 | ) | | | 10.18 | | | | 2.54 | | | | 57,142 | | | | 0.70 | | | | 0.70 | | | | 1.96 | | | | 70 | |
|
For the Year Ended December 31, 2018 | |
IA | | $ | 10.06 | | | $ | 0.18 | | | $ | (0.02 | ) | | $ | 0.16 | | | $ | (0.12 | ) | | $ | — | | | $ | (0.12 | ) | | $ | 10.10 | | | | 1.57 | % | | $ | 437,160 | | | | 0.45 | % | | | 0.45 | % | | | 1.77 | % | | | 51 | % |
IB | | | 10.05 | | | | 0.15 | | | | (0.02 | ) | | | 0.13 | | | | (0.09 | ) | | | — | | | | (0.09 | ) | | | 10.09 | | | | 1.27 | | | | 64,859 | | | | 0.70 | | | | 0.70 | | | | 1.52 | | | | 51 | |
|
For the Year Ended December 31, 2017 | |
IA | | $ | 10.04 | | | $ | 0.10 | | | $ | — | (10) | | $ | 0.10 | | | $ | (0.08 | ) | | $ | — | | | $ | (0.08 | ) | | $ | 10.06 | | | | 1.01 | % | | $ | 460,643 | | | | 0.45 | % | | | 0.45 | % | | | 1.00 | % | | | 60 | % |
IB | | | 10.02 | | | | 0.07 | | | | 0.01 | (10) | | | 0.08 | | | | (0.05 | ) | | | — | | | | (0.05 | ) | | | 10.05 | | | | 0.80 | | | | 65,424 | | | | 0.70 | | | | 0.70 | | | | 0.75 | | | | 60 | |
|
For the Year Ended December 31, 2016 | |
IA | | $ | 9.99 | | | $ | 0.06 | | | $ | 0.04 | | | $ | 0.10 | | | $ | (0.05 | ) | | $ | — | | | $ | (0.05 | ) | | $ | 10.04 | | | | 0.97 | % | | $ | 533,091 | | | | 0.45 | % | | | 0.45 | % | | | 0.61 | % | | | 51 | % |
IB | | | 9.97 | | | | 0.04 | | | | 0.02 | | | | 0.06 | | | | (0.01 | ) | | | — | | | | (0.01 | ) | | | 10.02 | | | | 0.64 | | | | 78,658 | | | | 0.70 | | | | 0.70 | | | | 0.35 | | | | 51 | |
(1) | Information presented relates to a share outstanding throughout the indicated period. Net investment income (loss) per share amounts are calculated based on average shares outstanding unless otherwise noted. |
(2) | The figures do not include sales charges or other fees which may be applied at the variable contract level or by a qualified pension or retirement plan. Any such additional sales charges or other fees would lower the Fund’s performance. |
(3) | Adjustments include waivers and reimbursements, if applicable. Ratios do not include fees paid indirectly (see Expenses in the accompanying Notes to Financial Statements). |
(6) | Portfolio turnover excludes TBA roll transactions. Had TBA roll transactions been included, the portfolio turnover rate would have been 25% for the six-month period ended June 30, 2021 and 48% for the year ended December 31, 2020. |
(7) | FASB issued ASU 2017-08 to amend the amortization period to the earliest call date for purchased callable debt securities held at a premium. Effective January 1, 2019, the Fund amended its amortization policy and the effect of this change for the year ended December 31, 2019 was an increase to net investment income per share for less than $0.005, decrease to net realized and unrealized gain (loss) on investments for less than $(0.005) and a decrease to ratio of net investment income to average net assets for less than 0.005% for each class of shares. Per share data and ratios for periods prior to December 31, 2019 have not been restated to reflect this change in presentation. |
(8) | Commenced operations on September 18, 2020. |
(9) | Amount is less than $ 0.01 per share. |
(10) | 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. |
(11) | Portfolio turnover excludes TBA roll transactions. Had TBA roll transactions been included, the portfolio turnover rate would have been 265% for the six-month period ended June 30, 2021 and 564% for the year ended December 31, 2020. |
(12) | FASB issued ASU 2017-08 to amend the amortization period to the earliest call date for purchased callable debt securities held at a premium. Effective January 1, 2019, the Fund amended its amortization policy and the effect of this change for the year ended December 31, 2019 was a decrease to net investment income per share for less than $(0.005), increase to net realized and unrealized gain (loss) on investments for less than $0.005 and a decrease to ratio of net investment income to average net assets of (0.01)% for each class of shares. Per share data and ratios for periods prior to December 31, 2019 have not been restated to reflect this change in presentation. |
(13) | Amount is less than 0.01%. |
The accompanying notes are an integral part of these financial statements.
Notes to Financial Statements
June 30, 2021 (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 eleven and one series, respectively, as of June 30, 2021. 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 Healthcare HLS Fund (the “Healthcare HLS Fund”)
Hartford International Opportunities HLS Fund (the “International Opportunities HLS Fund”)
Hartford MidCap HLS Fund (the “MidCap HLS Fund”)
Hartford Small 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 HLS Series Fund II, Inc.:
Hartford Small Cap Growth HLS Fund (the “Small Cap Growth 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 U.S. Securities and Exchange Commission (the “SEC”) under the Investment Company Act of 1940, as amended (the “1940 Act”). Each Fund serves as an underlying investment option for certain variable annuity and variable life insurance separate accounts of insurance companies and certain qualified pension or retirement plans. Owners of variable annuity contracts and policyholders of variable life insurance contracts may choose the Funds if permitted in the variable insurance contract prospectus. In addition, participants in certain qualified pension or retirement plans may choose the Funds if permitted by their plans.
Each Fund is a diversified open-end management investment company. Each Fund applies specialized accounting and reporting standards under Accounting Standards Codification Topic 946, “Financial Services – Investment Companies.”
Each Fund has registered for sale Class IA and IB shares. Each of Capital Appreciation HLS Fund and Disciplined Equity HLS Fund also has registered for sale Class IC shares. Class IA and Class IB shares of each Fund are closed to certain investors. For more information, please see the Funds’ prospectus. Each class is offered at the per share net asset value (“NAV”) without a sales charge. Class IB shares are subject to distribution and service fees charged pursuant to a Distribution Plan adopted in accordance with Rule 12b-1 under the 1940 Act. Class IC shares are subject to distribution fees charged pursuant to a Distribution Plan adopted in accordance with Rule 12b-1 under the 1940 Act and Class IC shares are also subject to an administrative services fee.
2. | Significant Accounting Policies: |
The following is a summary of significant accounting policies of each Fund used in the preparation of its financial statements, which are in accordance with United States Generally Accepted Accounting Principles (“U.S. GAAP”). The preparation of financial statements in accordance with U.S. GAAP may require management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates.
| a) | Determination of Net Asset Value – The NAV of each class of each Fund’s shares is determined as of the close of regular trading on the New York Stock Exchange (the “Exchange”) (normally 4:00 p.m. Eastern Time) (the “NYSE Close”) on each day that the Exchange is open (“Valuation Date”). If the Exchange is closed due to weather or other extraordinary circumstances on a day it would typically be open for business, each Fund may treat such day as a typical business day and accept purchase and redemption orders and calculate each Fund’s NAV in accordance with applicable law. With respect to each Fund, the NAV of each class of the Fund’s shares is determined by dividing the value of the Fund’s net assets attributable to a class of shares by the number of shares outstanding for that class. Information that becomes known to the Funds after the NAV has been calculated on a particular day will not generally be used to retroactively adjust the NAV determined earlier that day. |
| b) | Investment Valuation and Fair Value Measurements – For purposes of calculating the NAV of each class of each Fund, portfolio securities and other assets held in the Fund’s portfolio for which market prices are readily available are valued at market value. Market value is generally determined on the basis of official close price or last reported trade price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers (including evaluated prices), or independent pricing services. |
Notes to Financial Statements – (continued)
June 30, 2021 (Unaudited)
| Pricing vendors may use matrix pricing or valuation models that utilize certain inputs and assumptions to derive values, including transaction data, credit quality information, general market conditions, news, and other factors and assumptions. |
If market prices are not readily available or are deemed unreliable, a Fund will use the fair value of the security or other instrument as determined in good faith under policies and procedures established by and under the supervision of the Board of Directors of the respective Company (the “Board of Directors”) (“Valuation Procedures”). Market prices are considered not readily available where there is an absence of current or reliable market-based data (e.g., trade information or broker quotes), including where events occur after the close of the relevant market, but prior to the NYSE Close, that materially affect the values of a Fund’s portfolio holdings or assets. In addition, market prices are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which the securities or other instruments trade do not open for trading for the entire day and no other market prices are available. Fair value pricing is subjective in nature and the use of fair value pricing by a Fund may cause the NAV of its shares to differ significantly from the NAV that would have been calculated using market prices at the close of the exchange on which a portfolio holding is primarily traded. There can be no assurance that a Fund could obtain the fair value assigned to an investment if the Fund were to sell the investment at approximately the time at which the Fund determines its NAV.
Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close. Securities and other instruments that are primarily traded on foreign markets may trade on days that are not business days of the Funds. The value of the foreign securities or other instruments in which a Fund invests may change on days when a shareholder will not be able to purchase, redeem or exchange shares of the Fund.
Fixed income investments (other than short-term obligations) held by a Fund are normally valued at prices supplied by independent pricing services in accordance with the Valuation Procedures. Short-term investments maturing in 60 days or less are generally valued at amortized cost.
Exchange-traded derivatives, such as options, futures and options on futures, are valued at the last sale price determined by the exchange where such instruments principally trade as of the close of such exchange (“Exchange Close”). If a last sale price is not available, the value will be the mean of the most recently quoted bid and ask prices as of the Exchange Close. If a mean of the bid and ask prices cannot be calculated for the day, the value will be the most recently quoted bid price as of the Exchange Close. Over-the-counter derivatives are normally valued based on prices supplied by independent pricing services in accordance with the Valuation Procedures.
Investments valued in currencies other than U.S. dollars are converted to U.S. dollars using the prevailing spot currency exchange rates obtained from independent pricing services for calculation of the NAV. As a result, the NAV of a Fund’s shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of securities or other instruments traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that the Exchange is closed and the market value may change on days when an investor is not able to purchase, redeem or exchange shares of a Fund.
Foreign currency contracts represent agreements to exchange currencies on specific future dates at predetermined rates. Foreign currency contracts are valued using foreign currency exchange rates and forward rates as provided by an independent pricing service on the Valuation Date.
Investments in open-end mutual funds, if any, are valued at the respective NAV of each open-end mutual fund on the Valuation Date. Shares of investment companies listed and traded on an exchange are valued in the same manner as any exchange-listed equity security. Such open-end mutual funds and listed investment companies may use fair value pricing as disclosed in their prospectuses.
Financial instruments for which prices are not available from an independent pricing service may be valued using market quotations obtained from one or more dealers that make markets in the respective financial instrument in accordance with the Valuation Procedures.
U.S. GAAP defines fair value as the price that a Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants. The U.S. GAAP fair value measurement standards require disclosure of a fair value hierarchy for each major category of assets and liabilities. Various inputs are used in determining the fair value of each Fund’s investments. These inputs are summarized into three broad hierarchy levels. This hierarchy is based on whether the valuation inputs are observable or unobservable. These levels are:
| • | | Level 1 – Quoted prices in active markets for identical investments. Level 1 may include exchange traded instruments, such as domestic equities, some foreign equities, options, futures, mutual funds, exchange traded funds, rights and warrants. |
| • | | 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 |
Notes to Financial Statements – (continued)
June 30, 2021 (Unaudited)
| reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close; senior floating rate interests, which are valued using an aggregate of dealer bids; short-term investments, which are valued at amortized cost; and swaps, which are valued based upon the terms of each swap contract. |
| • | | Level 3 – Significant unobservable inputs that are supported by limited or no market activity. Level 3 may include financial instruments whose values are determined using indicative market quotes or require significant management judgment or estimation. These unobservable valuation inputs may include estimates for current yields, maturity/duration, prepayment speed, and indicative market quotes for comparable investments along with other assumptions relating to credit quality, collateral value, complexity of the investment structure, general market conditions and liquidity. This category may include investments where trading has been halted or there are certain restrictions on trading. While these investments are priced using unobservable inputs, the valuation of these investments reflects the best available data and management believes the prices are a reasonable representation of exit price. |
The Board of Directors has delegated the day-to-day responsibility for implementing the Valuation Procedures to the Valuation Committee. The Valuation Committee will consider all relevant factors in determining an investment’s fair value, and may seek the advice of such Fund’s sub-adviser, knowledgeable brokers, and legal counsel in making such determination. The Valuation Committee reports to the Audit Committee of the Board of Directors.
Valuation levels are not necessarily indicative of the risk associated with investing in such investments. Individual investments within any of the above mentioned asset classes may be assigned a different hierarchical level than those presented above, as individual circumstances dictate.
For additional information, refer to the Fair Value Summary and the Level 3 roll-forward reconciliation, if applicable, which follows each Fund’s Schedule of Investments.
| c) | Investment Transactions and Investment Income – Investment transactions are recorded as of the trade date (the date the order to buy or sell is executed) for financial reporting purposes. Investments purchased or sold on a when-issued or delayed-delivery basis may be settled a month or more after the trade date. Realized gains and losses are determined on the basis of identified cost. |
The trade date for senior floating rate interests purchased in the primary loan market is considered the date on which the loan allocations are determined. The trade date for senior floating rate interests purchased in the secondary loan market is the date on which the transaction is entered into.
Dividend income from domestic securities is accrued on the ex-dividend date. In general, dividend income from foreign securities is recorded on the ex-date; however, dividend notifications in certain foreign jurisdictions may not be available in a timely manner and as a result, a Fund will record the dividend as soon as the relevant details (i.e., rate per share, payment date, shareholders of record, etc.) are publicly available. Interest income, including amortization of premium, accretion of discounts, inflation adjustments and additional principal received in-kind in lieu of cash, is accrued on a daily basis. Paydown gains and losses on mortgage-related and other asset-backed securities are included in interest income in the Statements of Operations, as applicable.
Please refer to Note 8 for Securities Lending information.
| d) | Taxes – A Fund may be subject to taxes imposed on realized gains on securities of certain foreign countries in which such Fund invests. A Fund may also be subject to taxes withheld on foreign dividends and interest from securities in which a Fund invests. The amount of any foreign taxes withheld and foreign tax expense is included on the accompanying Statements of Operations as a reduction to net investment income or net realized or unrealized gain (loss) on investments in these securities, if applicable. |
| e) | Foreign Currency Transactions – Assets and liabilities denominated in currencies other than U.S. dollars are translated into U.S. dollars at the exchange rates in effect on the Valuation Date. Purchases and sales of investments, income and expenses are translated into U.S. dollars at the exchange rates on the dates of such transactions. |
A Fund does not isolate that portion of portfolio investment valuation resulting from fluctuations in the foreign currency exchange rates from the fluctuations arising from changes in the market prices of investments held. Exchange rate fluctuations are included with the net realized and unrealized gain or loss on investments in the accompanying financial statements.
Net realized foreign exchange gains or losses arise from sales of foreign currencies and the difference between asset and liability amounts initially stated in foreign currencies and the U.S. dollar value of the amounts actually received or paid. Net unrealized foreign exchange gains or losses arise from changes in the value of other assets and liabilities at the end of the reporting period, resulting from changes in the exchange rates.
| f) | Joint Trading Account – A Fund may invest cash balances into a joint trading account that may be invested in one or more repurchase agreements. |
Notes to Financial Statements – (continued)
June 30, 2021 (Unaudited)
| g) | Fund Share Valuation and Dividend Distributions to Shareholders – Orders for each class of each Fund’s shares are executed in accordance with the investment instructions of the contract holders and plan participants. The NAV of each class of each Fund’s shares is determined as of the close of business on each business day of the Exchange (see Note 2(a)). The NAV is determined separately for each class of shares of a Fund by dividing the Fund’s net assets attributable to that class by the number of shares of the class outstanding. Each class of shares offered by a Fund has equal rights as to assets and voting privileges (except that shareholders of a class have exclusive voting rights regarding any matter relating solely to that class of shares). Income and non class-specific expenses are allocated daily to each class on the basis of the relative net assets of the class of the Fund. Realized and unrealized gains and losses are allocated daily based on the relative net assets of each class of shares of each Fund. |
Orders for the purchase of a Fund’s shares received prior to the close of the Exchange on any day the Exchange is open for business are priced at the NAV determined as of the close of the Exchange. Orders received after the close of the Exchange, or on a day on which the Exchange and/or the Funds are not open for business, are priced at the next determined NAV.
Dividends are declared pursuant to a policy adopted by the 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.
3. | Securities and Other Investments: |
| a) | Restricted Securities – Each Fund may invest in securities that are subject to legal or contractual restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are registered. Disposal of these securities may involve time-consuming negotiations and expense, and prompt sale at an acceptable price may be difficult. Information regarding restricted securities, if applicable, is included at the end of each Fund’s Schedule of Investments. |
| b) | Investments Purchased on a When-Issued or Delayed-Delivery Basis – Delivery and payment for investments that have been purchased by a Fund on a forward commitment, or when-issued or delayed-delivery basis, take place beyond the customary settlement period. A Fund may dispose of or renegotiate a delayed-delivery transaction after it is entered into, and may sell delayed-delivery investments before they are delivered, which may result in a realized gain or loss. During this period, such investments are subject to market fluctuations, and a Fund identifies investments segregated in its records with a value at least equal to the amount of the commitment. See each Fund’s Schedule of Investments, if applicable, for when-issued or delayed-delivery investments as of June 30, 2021. |
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. These transactions are excluded from a Fund’s portfolio turnover rate. See each Fund’s Schedule of Investments, if applicable, for TBA commitments as of June 30, 2021.
| c) | Senior Floating Rate Interests – Certain Funds may invest in senior floating rate interests. Senior floating rate interests generally hold the most senior position in the capital structure of a business entity (the “Borrower”), are typically secured by specific collateral and have a claim on the assets and/or stock of the Borrower that is senior to that held by subordinated debt holders and stockholders of the Borrower. Senior floating rate interests are typically structured and administered by a financial institution that acts as the agent of the lenders participating in the senior floating rate interest. A Fund may invest in multiple series or tranches of a senior floating rate interest, which may have varying terms and carry different associated risks. A Fund may also enter into unfunded loan commitments, which are contractual obligations for future funding. Unfunded loan commitments may include revolving credit facilities, which may obligate the Fund to supply additional cash to the Borrower on demand. Unfunded loan commitments represent a future obligation in full. Unfunded loan commitments, and the obligations to future funding, are recored as a liability on the Statements of Assets and Liabilities at par value at the time the commitment is entered into. 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. |
Notes to Financial Statements – (continued)
June 30, 2021 (Unaudited)
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, 2021.
| 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, 2021. |
| e) | Inflation-Indexed Bonds – A Fund may invest in inflation-indexed bonds. Inflation-indexed bonds are fixed income investments whose principal value is periodically adjusted to the rate of inflation. The interest rate on these bonds is generally fixed at issuance at a rate lower than typical bonds. Over the life of an inflation-indexed bond, however, interest will be paid based on a principal value, which is adjusted for inflation. Any increase or decrease in the principal amount of an inflation-indexed bond will be included as interest income on the Statements of Operations, even though investors do not receive the principal amount until maturity. See each Fund’s Schedule of Investments, if applicable, for inflation-indexed bonds as of June 30, 2021. |
| f) | Repurchase Agreements – A repurchase agreement is an agreement between two parties whereby one party sells the other a security at a specified price with a commitment to repurchase the security later at an agreed-upon price, date and interest payment. Each Fund is permitted to enter into fully collateralized repurchase agreements. Each Company’s Board of Directors has delegated to the sub-adviser the responsibility of evaluating the creditworthiness of the banks and securities dealers with which the Funds will engage in repurchase agreements. The sub-adviser will monitor such transactions to ensure that the value of underlying collateral will be at least equal to the total amount of the repurchase obligation as required by the valuation provision of the repurchase agreement, including the accrued interest. Repurchase agreements carry the risk that the market value of the securities declines below the repurchase price. A Fund could also lose money if it is unable to recover the securities and the value of any collateral held or assets segregated by the Fund to cover the transaction is less than the value of the securities. In the event the borrower commences bankruptcy proceedings, a court may characterize the transaction as a loan. If a Fund has not perfected a security interest in the underlying collateral, the Fund may be required to return the underlying collateral to the borrower’s estate and be treated as an unsecured creditor. As an unsecured creditor, the Fund could lose some or all of the principal and interest involved in the transaction. See each Fund’s Schedule of Investments, if applicable, for repurchase agreements as of June 30, 2021. |
| g) | Special Purpose Acquisition Companies – A Fund may invest in special purpose acquisition companies (“SPACs”) or similar special purpose entities. SPACs are collective investment structures that pool funds in order to seek potential acquisition opportunities. SPACs and similar entities may be blank check companies with no operating history or ongoing business other than to seek a potential acquisition. Because SPACs and similar entities have no operating history or ongoing business other than seeking acquisitions, the value of their securities is particularly dependent on the ability of the entity’s management to identify and complete a profitable acquisition. Some SPACs may pursue acquisitions only within certain industries or regions, which may increase the volatility of their securities’ prices. In addition, these securities, which are typically traded in the OTC market, may be considered illiquid and/or be subject to restrictions on resale. A Fund may enter into a contingent commitment with a SPAC to purchase shares of private investments in public equity investments (“PIPE”) if and when the SPAC completes its merger or acquisition; however if the commitment expires, then no shares are purchased. Purchased PIPE shares will be restricted from trading until the registration statement for the shares is declared effective. Upon registration, the shares can be freely sold; however, in certain circumstances, the issuer may have the right to temporarily suspend trading of the shares in the first year after the merger. The Small Company HLS Fund had contingent commitments outstanding of approximately $9,267,000 to purchase PIPE shares as of June 30, 2021. |
Notes to Financial Statements – (continued)
June 30, 2021 (Unaudited)
4. | Financial Derivative Instruments: |
The following disclosures contain information on how and why a Fund may use derivative instruments, the credit-risk-related contingent features in certain derivative instruments, and how derivative instruments affect a Fund’s financial position and results of operations. The location and fair value amounts of these instruments on the Statements of Assets and Liabilities and the realized gains and losses and changes in unrealized gains and losses on the Statements of Operations, each categorized by type of derivative contract, are included in the following Additional Derivative Instrument Information footnote. The derivative instruments outstanding as 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, 2021, each of Capital Appreciation HLS Fund and Total Return Bond HLS Fund had used Foreign Currency Contracts.
| b) | Futures Contracts – A Fund may enter into futures contracts. A futures contract is an agreement between two parties to buy or sell an asset at a set price on a future date. A Fund may use futures contracts to manage risk or obtain exposure to the investment markets, commodities, or movements in interest rates and currency values. The primary risks associated with the use of futures contracts are the imperfect correlation between the change in market value of the investments held by a Fund and the prices of futures contracts and the possibility of an illiquid market. Upon entering into a futures contract, a Fund is required to deposit with a futures commission merchant (“FCM”) an amount of cash or U.S. Government or Agency Obligations in accordance with the initial margin requirements of the broker or exchange. Futures contracts are marked to market daily and an appropriate amount equal to the change in value (“variation margin”) is paid or received by a Fund. Gains or losses are recognized but not considered realized until the contracts expire or are closed. Futures contracts involve, to varying degrees, risk of loss in excess of the variation margin disclosed on the Statements of Assets and Liabilities. |
During the six-month period ended June 30, 2021, each of Balanced HLS Fund, Capital Appreciation HLS Fund and Total Return Bond HLS Fund had used Futures Contracts.
| c) | Options Contracts – An option contract is a contract sold by one party to another party that offers the buyer the right, but not the obligation, to buy (call) or sell (put) an investment or other financial asset at an agreed-upon price during a specific period of time or on a specific date. Option contracts are either over-the-counter (“OTC”) options or executed in a registered exchange (“exchange-traded options”). A Fund may write (sell) covered call and put options on futures, swaps (“swaptions”), securities, commodities or currencies. “Covered” means that so long as a Fund is obligated as the writer of an option, it will own either the underlying investments or currency or an option to purchase the same underlying investments or currency having an expiration date of the covered option and an exercise price equal to or less than the exercise price of the covered option, or will segregate or earmark cash or other liquid investments having, for written call options, a value equal to the greater of the exercise price or the market value of the underlying instrument and, for written put options, a value equal to the exercise price. Writing put options may increase a Fund’s exposure to the underlying instrument. Writing call options may decrease a Fund’s exposure to the underlying instrument. Premiums received from writing options that expire are treated as realized gains. Premiums received from writing options that are exercised or closed are added to the proceeds or offset amounts paid on the underlying futures, swaps, investments or currency transactions to determine the realized gain or loss. A Fund, as a writer of an option, has no control over whether the underlying instrument may be sold (call) or purchased (put) and as a result bears the market risk of an unfavorable change in the price of the instrument underlying the written option. There is the risk a Fund may not be able to enter into a closing transaction because of an illiquid market. A Fund may also purchase put and call options. Purchasing call options may increase a Fund’s exposure to the underlying instrument. Purchasing put options may decrease a Fund’s exposure to the underlying instrument. A Fund pays a premium, which is included on the Fund’s Statements of Assets and Liabilities as an investment and is subsequently marked to market to reflect the current value of the option. Premiums paid for purchasing options that expire are treated as realized losses. Certain options may be purchased with premiums to be determined on a future date. The premiums for these options are based upon implied volatility parameters at specified terms. The risk associated with purchasing put and call options is generally limited to the premium paid. Premiums paid for purchasing options that are exercised or closed are added to the amounts paid or offset against the proceeds on the underlying investment transaction to determine the realized gain or loss. Entering into OTC options also exposes a Fund to counterparty risk. Counterparty risk is the possibility that the counterparty to the agreements may default on its obligation to perform or disagree as to the meaning of the contractual terms in the agreements. |
Notes to Financial Statements – (continued)
June 30, 2021 (Unaudited)
During the six-month period ended June 30, 2021, Total Return Bond HLS Fund had used Options Contracts.
| d) | Swap Contracts – A Fund may invest in swap contracts. Swap contracts are agreements to exchange or swap investment cash flows, assets, foreign currencies or market-linked returns at specified future intervals. Swap contracts are either privately negotiated in the over-the-counter market (“OTC swaps”) or cleared through a central counterparty or derivatives clearing organization (“centrally cleared swaps”). A Fund may enter into credit default, total return, cross-currency, interest rate, inflation and other forms of swap contracts to manage its exposure to credit, currency, interest rate, commodity and inflation risk. Swap contracts are also used to gain exposure to certain markets. In connection with these contracts, investments or cash may be identified as collateral or margin in accordance with the terms of the respective swap contracts and/or master netting arrangement to provide assets of value and recourse in the event of default or bankruptcy/insolvency. |
Swaps are valued in accordance with the Valuation Procedures. Changes in market value, if any, are reflected as a component of net changes in unrealized appreciation or depreciation on the Statements of Operations. Daily changes in valuation of centrally cleared swaps, if any, are recorded as a receivable or payable for the change in value (“variation margin”) on the Statements of Assets and Liabilities. Realized gains or losses on centrally cleared swaps are recorded upon the termination of the swaps. OTC swap payments received or paid at the beginning of the measurement period are reflected as such on the Statements of Assets and Liabilities and represent premiums paid or received upon entering into the swap contract to compensate for differences between the stated terms of the swap contract and prevailing market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors). These upfront premiums are recorded as realized gains or losses on the Statements of Operations upon termination or maturity of the swap. A liquidation payment received or made at the termination or maturity of the swap is recorded as a realized gain or loss on the Statements of Operations. Net periodic payments received or paid by a Fund are included as part of realized gains or losses on the Statements of Operations.
Entering into these contracts involves, to varying degrees, elements of liquidation, counterparty, credit and market risk in excess of the amounts recognized on the Statements of Assets and Liabilities. Such risks involve the possibility that there will be no liquid market for these contracts, that the counterparty to the contracts may default on its obligation to perform or disagree as to the meaning of contractual terms in the contracts, and that there may be unfavorable changes in market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors).
A Fund’s maximum risk of loss from counterparty risk for OTC swaps is the net value of the discounted cash flows to be received from the counterparty over the contract’s remaining life, and current market value, to the extent that amount is positive. The risk is mitigated by having a master netting arrangement between a Fund and the counterparty, which allows for the netting of payments made or received (although such amounts are presented on a gross basis within the Statements of Assets and Liabilities, as applicable) as well as the posting of collateral to a Fund to cover the Fund’s exposure to the counterparty. In a centrally cleared swap, while a Fund enters into an agreement with a clearing broker to execute contracts with a counterparty, the performance of the swap is guaranteed by the central clearinghouse, which reduces the Fund’s exposure to counterparty risk. However, the Fund is still exposed to a certain amount of counterparty risk through the clearing broker and clearinghouse. The clearinghouse attempts to minimize this risk to its participants through the use of mandatory margin requirements, daily cash settlements and other procedures. Likewise, the clearing broker reduces its risk through margin requirements and required segregation of customer balances.
Credit Default Swap Contracts – The credit default swap market allows a Fund to manage credit risk through buying and selling credit protection on a specific issuer, asset or basket of assets. Certain credit default swaps involve the exchange of a fixed rate premium for protection against the loss in value of an underlying investment or index in the event of a credit event, such as payment default or bankruptcy.
Under a credit default swap contract, one party acts as guarantor by receiving the fixed periodic payment in exchange for the commitment to purchase the underlying investment at par if the defined credit event occurs. Upon the occurrence of a defined credit event, the difference between the value of the reference obligation and the swap’s notional amount is recorded as realized gain or loss on swap transactions in the Statements of Operations. A “buyer” of credit protection agrees to pay a counterparty to assume the credit risk of an issuer upon the occurrence of certain events. The “seller” of the protection receives periodic payments and agrees to assume the credit risk of an issuer upon the occurrence of certain events. Although specified events are contract specific, credit events are generally defined as bankruptcy, failure to pay, restructuring, obligation acceleration, obligation default or repudiation/moratorium. A “seller’s” exposure is limited to the total notional amount of the credit default swap contract. These potential amounts would be partially offset by any recovery values of the respective referenced obligations or upfront payments received upon entering into the contract.
Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap contracts on corporate issues, sovereign government issues or U.S. municipal issues as of year-end are disclosed in the notes to the Schedules of Investments, as applicable, and serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and there may also be upfront payments required to be made to enter into the contract. Wider credit spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract.
Notes to Financial Statements – (continued)
June 30, 2021 (Unaudited)
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, 2021, Total Return Bond HLS Fund had used Credit Default Swap Contracts.
Interest Rate Swap Contracts – Certain Funds are subject to interest rate risk exposure in the normal course of pursuing its investment objectives. A Fund may use interest rate swaps to hedge interest rate and duration risk across a portfolio at particular duration points to maintain its ability to generate income at prevailing market rates. In a typical interest rate swap, one party agrees to make regular payments equal to a floating interest rate, based on a specified interest rate or benchmark (e.g. London Interbank Offered Rate (“LIBOR”)), multiplied by a notional amount, in return for payments equal to a fixed rate multiplied by the same amount, for a specific period of time. The net interest received or paid on interest rate swap contracts is recorded as a realized gain or loss. Interest rate swaps are marked to market daily and the change, if any, is recorded as an unrealized gain or loss in the Statements of Operations. When the interest rate swap contract is terminated early, a Fund records a realized gain or loss equal to the difference between the current market value and the upfront premium or cost.
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, 2021, Total Return Bond HLS Fund had used Interest Rate Swap Contracts.
| e) | Additional Derivative Instrument Information: |
Balanced HLS Fund
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of June 30, 2021:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Risk Exposure Category | |
| | Interest Rate Contracts | | | Foreign Currency Contracts | | | Credit Contracts | | | Equity Contracts | | | Commodity Contracts | | | Other Contracts | | | Total | |
Liabilities: | |
Unrealized depreciation on futures contracts(1) | | $ | 40,240 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 40,240 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | 40,240 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 40,240 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| (1) | Amount represents the cumulative unrealized depreciation on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities. |
The Effect of Derivative Instruments on the Statement of Operations for the period ended June 30, 2021:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Risk Exposure Category | |
| | Interest Rate Contracts | | | Foreign Currency 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 | | $ | 587,785 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 587,785 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | 587,785 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 587,785 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net change in unrealized appreciation (depreciation) of futures contracts | | $ | (31,232 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | (31,232 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | (31,232 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | (31,232 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
For the period ended June 30, 2021, the average monthly amount or number per contract outstanding for each derivative type was as follows:
| | | | |
Derivative Description | | Average Notional Par, Contracts or Face Amount | |
Future Contracts Number of Short Contracts | | | (60 | ) |
Notes to Financial Statements – (continued)
June 30, 2021 (Unaudited)
Capital Appreciation HLS Fund
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of June 30, 2021:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Risk Exposure Category | |
| | Interest Rate Contracts | | | Foreign Currency Contracts | | | Credit Contracts | | | Equity Contracts | | | Commodity Contracts | | | Other Contracts | | | Total | |
| | | | | | | |
Assets: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Unrealized appreciation on futures contracts(1) | | $ | — | | | $ | — | | | $ | — | | | $ | 3,194,106 | | | $ | — | | | $ | — | | | $ | 3,194,106 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | — | | | $ | — | | | $ | — | | | $ | 3,194,106 | | | $ | — | | | $ | — | | | $ | 3,194,106 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| (1) | Amount represents the cumulative unrealized appreciation on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities. |
The Effect of Derivative Instruments on the Statement of Operations for the period ended June 30, 2021:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Risk Exposure Category | |
| | Interest Rate Contracts | | | Foreign Currency 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 | | $ | — | | | $ | — | | | $ | — | | | $ | 6,557,027 | | | $ | — | | | $ | — | | | $ | 6,557,027 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | — | | | $ | — | | | $ | — | | | $ | 6,557,027 | | | $ | — | | | $ | — | | | $ | 6,557,027 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations: | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net change in unrealized appreciation (depreciation) of futures contracts | | $ | — | | | $ | — | | | $ | — | | | $ | 1,287,981 | | | $ | — | | | $ | — | | | $ | 1,287,981 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | — | | | $ | — | | | $ | — | | | $ | 1,287,981 | | | $ | — | | | $ | — | | | $ | 1,287,981 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
For the period ended June 30, 2021, the average monthly amount or number per contract outstanding for each derivative type was as follows:
| | | | |
Derivative Description | | Average Notional Par, Contracts or Face Amount | |
Future Contracts Number of Long Contracts | | | 265 | |
Total Return Bond HLS Fund
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of June 30, 2021:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Risk Exposure Category | |
| | Interest Rate Contracts | | | Foreign Currency Contracts | | | Credit Contracts | | | Equity Contracts | | | Commodity Contracts | | | Other Contracts | | | Total | |
Assets: | |
Investments in securities, at value (purchased options), market value | | $ | 866,055 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 866,055 | |
Unrealized appreciation on futures contracts(1) | | | 2,355,245 | | | | — | | | | — | | | | — | | | | — | | | | — | | | | 2,355,245 | |
Unrealized appreciation on foreign currency contracts | | | — | | | | 1,898,330 | | | | — | | | | — | | | | — | | | | — | | | | 1,898,330 | |
Unrealized appreciation on swap contracts(2) | | | 387,945 | | | | — | | | | 272,430 | | | | — | | | | — | | | | — | | | | 660,375 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | 3,609,245 | | | $ | 1,898,330 | | | $ | 272,430 | | | $ | — | | | $ | — | | | $ | — | | | $ | 5,780,005 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
|
Liabilities: | |
Unrealized depreciation on futures contracts(1) | | $ | 6,216,987 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 6,216,987 | |
Unrealized depreciation on foreign currency contracts | | | — | | | | 85,154 | | | | — | | | | — | | | | — | | | | — | | | | 85,154 | |
Written options, market value | | | 869,905 | | | | — | | | | — | | | | — | | | | — | | | | — | | | | 869,905 | |
Unrealized depreciation on swap contracts(2) | | | — | | | | — | | | | 3,906,447 | | | | — | | | | — | | | | — | | | | 3,906,447 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | 7,086,892 | | | $ | 85,154 | | | $ | 3,906,447 | | | $ | — | | | $ | — | | | $ | — | | | $ | 11,078,493 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| (1) | Amount represents the cumulative unrealized appreciation and depreciation on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities. |
| (2) | Amount represents the cumulative unrealized appreciation and depreciation on centrally cleared swaps, if applicable, as disclosed within the Schedule of Investments. Only the current day’s variation margin, if any, are reported within the Statements of Assets and Liabilities. OTC swaps are reported within the Statement of Assets and Liabilities within Unrealized appreciation and depreciation on OTC swap contracts, if applicable. |
Notes to Financial Statements – (continued)
June 30, 2021 (Unaudited)
Total Return Bond HLS Fund – (continued)
The Effect of Derivative Instruments on the Statement of Operations for the period ended June 30, 2021:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | Risk Exposure Category | |
| | Interest Rate Contracts | | | Foreign Currency 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 | | $ | 8,355,480 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | 8,355,480 | |
Net realized gain (loss) on written options contracts | | | 2,423,476 | | | | — | | | | — | | | | — | | | | — | | | | — | | | | 2,423,476 | |
Net realized gain (loss) on swap contracts | | | (559,485 | ) | | | — | | | | 1,242,652 | | | | — | | | | — | | | | — | | | | 683,167 | |
Net realized gain (loss) on foreign currency contracts | | | — | | | | 708,525 | | | | — | | | | — | | | | — | | | | — | | | | 708,525 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | 10,219,471 | | | $ | 708,525 | | | $ | 1,242,652 | | | $ | — | | | $ | — | | | $ | — | | | $ | 12,170,648 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
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 | | $ | (1,775,124 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | (1,775,124 | ) |
Net change in unrealized appreciation (depreciation) of futures contracts | | | (4,715,814 | ) | | | — | | | | — | | | | — | | | | — | | | | — | | | | (4,715,814 | ) |
Net change in unrealized appreciation (depreciation) of written options contracts | | | 599,185 | | | | — | | | | — | | | | — | | | | — | | | | — | | | | 599,185 | |
Net change in unrealized appreciation (depreciation) of swap contracts | | | 315,491 | | | | — | | | | (1,863,172 | ) | | | — | | | | — | | | | — | | | | (1,547,681 | ) |
Net change in unrealized appreciation (depreciation) of foreign currency contracts | | | — | | | | 2,254,601 | | | | — | | | | — | | | | — | | | | — | | | | 2,254,601 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | $ | (5,576,262 | ) | | $ | 2,254,601 | | | $ | (1,863,172 | ) | | $ | — | | | $ | — | | | $ | — | | | $ | (5,184,833 | ) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
For the period ended June 30, 2021, the average monthly amount or number per contract outstanding for each derivative type was as follows:
| | | | |
Derivative Description | | Average Notional Par, Contracts or Face Amount | |
Purchased Options at Notional Amount | | | 107,788,500 | |
Future Contracts Number of Long Contracts | | | 1,262 | |
Future Contracts Number of Short Contracts | | | (3,236 | ) |
Written Options at Notional Amount | | | (343,411,000 | ) |
Swap Contracts at Notional Amount | | $ | 2,487,195,173 | |
Foreign Currency Contracts Purchased at Contract Amount | | $ | 3,078,999 | |
Foreign Currency Contracts Sold at Contract Amount | | $ | 84,202,418 | |
| f) | Balance Sheet Offsetting Information – Set forth below are tables which disclose both gross information and net information about instruments and transactions eligible for offset in the financial statements, and instruments and transactions that are subject to a master netting arrangement, as well as amounts related to margin, reflected as financial collateral (including cash collateral), held at clearing brokers, counterparties and a Fund’s custodian. The master netting arrangements allow the clearing brokers to net any collateral held in or on behalf of a Fund, or liabilities or payment obligations of the clearing brokers to a Fund, against any liabilities or payment obligations of a Fund to the clearing brokers. A Fund is required to deposit financial collateral (including cash collateral) at the Fund’s custodian on behalf of clearing brokers and counterparties to continually meet the original and maintenance requirements established by the clearing brokers and counterparties. Such requirements are specific to the respective clearing broker or counterparty. Certain master netting arrangements may not be enforceable in a bankruptcy. |
The following tables present a Fund’s derivative assets and liabilities, presented on a gross basis as no amounts are netted within the Statements of Assets and Liabilities, by counterparty net of amounts available for offset under a master netting agreement or similar agreement (“MNA”) and net of the related collateral received/pledged by a Fund as of June 30, 2021:
Balanced HLS Fund
| | | | | | | | |
Derivative Financial Instruments: | | Assets | | | Liabilities | |
Futures contracts | | $ | — | | | $ | (40,240 | ) |
| | | | | | | | |
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | | | — | | | | (40,240 | ) |
| | | | | | | | |
Derivatives not subject to a MNA | | | — | | | | 40,240 | |
| | | | | | | | |
Total gross amount of assets and liabilities subject to MNA or similar agreements | | $ | — | | | $ | — | |
| | | | | | | | |
Notes to Financial Statements – (continued)
June 30, 2021 (Unaudited)
Capital Appreciation HLS Fund
| | | | | | | | |
Derivative Financial Instruments: | | Assets | | | Liabilities | |
Futures contracts | | $ | 3,194,106 | | | $ | — | |
| | | | | | | | |
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | | | 3,194,106 | | | | — | |
| | | | | | | | |
Derivatives not subject to a MNA | | | (3,194,106 | ) | | | — | |
| | | | | | | | |
Total gross amount of assets and liabilities subject to MNA or similar agreements | | $ | — | | | $ | — | |
| | | | | | | | |
Total Return Bond HLS Fund
| | | | | | | | | | | | | | |
Derivative Financial Instruments: | | Assets | | | Liabilities | |
Foreign currency contracts | | $ | 1,898,330 | | | $ | (85,154 | ) |
Futures contracts | | | 2,355,245 | | | | (6,216,987 | ) |
Purchased options | | | 866,055 | | | | — | |
Swap contracts | | | 660,375 | | | | (3,906,447 | ) |
Written options | | | — | | | | (869,905 | ) |
| | | | | | | | |
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | | | 5,780,005 | | | | (11,078,493 | ) |
| | | | | | | | |
Derivatives not subject to a MNA | | | (3,015,620 | ) | | | 6,326,883 | |
| | | | | | | | |
Total gross amount of assets and liabilities subject to MNA or similar agreements | | $ | 2,764,385 | | | $ | (4,751,610 | ) |
| | | | | | | | |
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 | |
Bank of America Securities LLC | | $ | 470,112 | | | $ | (443,513 | ) | | $ | — | | | $ | — | | | $ | 26,599 | |
Barclays | | | 85,303 | | | | (85,303 | ) | | | — | | | | — | | | | — | |
BNP Paribas Securities Services | | | 39,290 | | | | — | | | | — | | | | — | | | | 39,290 | |
Citibank NA | | | 1,966,857 | | | | (511,546 | ) | | | — | | | | — | | | | 1,455,311 | |
Goldman Sachs & Co. | | | 10,422 | | | | (10,422 | ) | | | — | | | | — | | | | — | |
JP Morgan Chase & Co. | | | 46,245 | | | | (4,969 | ) | | | — | | | | — | | | | 41,276 | |
Morgan Stanley | | | 146,156 | | | | (146,156 | ) | | | — | | | | — | | | | — | |
| | | | | | | | | | | | | | | | | | | | |
Total | | $ | 2,764,385 | | | $ | (1,201,909 | ) | | $ | — | | | $ | — | | | $ | 1,562,476 | |
| | | | | | | | | | | | | | | | | | | | |
| | | | | |
Counterparty | | Gross Amount of Liabilities | | | Financial Instruments and Derivatives Available for Offset | | | Non-cash Collateral Pledged* | | | Cash Collateral Pledged* | | | Net Amount of Liabilities | |
Bank of America Securities LLC | | $ | (443,513 | ) | | $ | 443,513 | | | $ | — | | | $ | — | | | $ | — | |
Barclays | | | (111,380 | ) | | | 85,303 | | | | — | | | | — | | | | (26,077 | ) |
Citibank NA | | | (511,546 | ) | | | 511,546 | | | | — | | | | — | | | | — | |
Credit Suisse First Boston Corp. | | | (901,359 | ) | | | — | | | | 901,359 | | | | — | | | | — | |
Deutsche Bank Securities, Inc. | | | (246,800 | ) | | | — | | | | 246,800 | | | | — | | | | — | |
Goldman Sachs & Co. | | | (1,169,426 | ) | | | 10,422 | | | | 1,159,004 | | | | — | | | | — | |
JP Morgan Chase & Co. | | | (4,969 | ) | | | 4,969 | | | | — | | | | — | | | | — | |
Morgan Stanley | | | (1,362,617 | ) | | | 146,156 | | | | 1,216,461 | | | | — | | | | — | |
| | | | | | | | | | | | | | | | | | | | |
Total | | $ | (4,751,610 | ) | | $ | 1,201,909 | | | $ | 3,523,624 | | | $ | — | | | $ | (26,077 | ) |
| | | | | | | | | | | | | | | | | | | | |
| * | In some instances, the actual collateral received and/or pledged may be more than the amount shown. |
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.
Notes to Financial Statements – (continued)
June 30, 2021 (Unaudited)
A widespread health crisis, such as a global pandemic, could cause substantial market volatility, exchange trading suspensions or restrictions and closures of securities exchanges and businesses, impact the ability to complete redemptions, and adversely impact Fund performance. The current ongoing outbreak of COVID-19, a respiratory disease caused by a novel coronavirus, has negatively affected the worldwide economy, the financial health of individual companies and the market in significant and unforeseen ways. The future impact of the ongoing COVID-19 pandemic remains unclear. The effects to public health, business and market conditions resulting from COVID-19 pandemic may have a significant negative impact on the performance of a Fund’s investments, including exacerbating other pre-existing political, social and economic risks.
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.
Investing in the securities of non-U.S. issuers, whether directly or indirectly, involves certain considerations and risks not typically associated with securities of U.S. issuers. Such risks include, but are not limited to: generally less liquid and less efficient securities markets; generally greater price volatility; exchange rate fluctuations; imposition of restrictions on the expatriation of funds or other protectionist measures; less publicly available information about issuers; the imposition of withholding or other taxes; higher transaction and custody costs; settlement delays and risk of loss attendant in settlement procedures; difficulties in enforcing contractual obligations; less regulation of securities markets; different accounting, disclosure and reporting requirements; more substantial governmental involvement in the economy; higher inflation rates; and greater social, economic and political uncertainties. Non-U.S. issuers may also be affected by political, social, economic or diplomatic developments in a foreign country or region or the U.S. (including the imposition of sanctions, tariffs, or other governmental restrictions). These risks are heightened for investments in issuers from countries with less developed markets.
Securities lending involves the risk that a Fund may lose money because the borrower of the loaned securities fails to return the securities in a timely manner or at all. A Fund could also lose money in the event of a decline in the value of the collateral provided for the loaned securities or a decline in the value of any investments made with cash collateral.
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 Fund may invest in certain debt securities, derivatives or other financial instruments that utilize one or more London Interbank Offered Rates (collectively, “LIBOR”), as a “benchmark” or “reference rate” for various interest rate calculations. The use of certain LIBORs is expected to be phased out by the end of 2021. However, it is possible that certain LIBORs may continue beyond 2021 and the most widely used LIBORs may continue until mid-2023. There remains uncertainty regarding the future use of LIBOR and the nature of any replacement rate. As such, the potential effect of a transition away from LIBOR on a Fund or the LIBOR-based instruments in which the Fund invests cannot yet be determined. The transition process away from LIBOR may involve, among other things, increased volatility or illiquidity in markets for instruments that currently rely on LIBOR. The transition process may also result in a reduction in the value of certain instruments held by a Fund or reduce the effectiveness of related Fund transactions, such as hedges. Volatility, the potential reduction in value, and/or the hedge effectiveness of financial instruments may be heightened for financial instruments that do not include fallback provisions that address the cessation of LIBOR. Any potential effects of the transition away from LIBOR on a Fund or on financial instruments in which a Fund invests, as well as other unforeseen effects, could result in losses to the Fund. Since the usefulness of LIBOR as a benchmark or reference rate could deteriorate during the transition period, these effects could occur prior to and/or subsequent to the end of 2021 with respect to certain LIBORs or mid-2023 for the remaining LIBORs.
| 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, 2021. 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. |
Notes to Financial Statements – (continued)
June 30, 2021 (Unaudited)
| b) | Tax Basis of Investments – The aggregate cost of investments for federal income tax purposes at June 30, 2021 was substantially the same for book purposes. The net unrealized appreciation/(depreciation) on investments, which consists of gross unrealized appreciation and depreciation, is disclosed below: |
| | | | | | | | | | | | | | | | |
Fund | | Tax Cost | | | Gross Unrealized Appreciation | | | Gross Unrealized (Depreciation) | | | Net Unrealized Appreciation/ (Depreciation) | |
Balanced HLS Fund | | $ | 1,580,751,011 | | | $ | 640,793,022 | | | $ | (6,258,638 | ) | | $ | 634,534,384 | |
Capital Appreciation HLS Fund | | | 3,412,338,913 | | | | 1,259,277,020 | | | | (45,403,480 | ) | | | 1,213,873,540 | |
Disciplined Equity HLS Fund | | | 2,218,267,820 | | | | 1,139,716,650 | | | | (9,837,786 | ) | | | 1,129,878,864 | |
Dividend and Growth HLS Fund | | | 2,318,046,289 | | | | 1,620,988,850 | | | | (14,717,148 | ) | | | 1,606,271,702 | |
Healthcare HLS Fund | | | 154,566,814 | | | | 73,355,609 | | | | (4,885,122 | ) | | | 68,470,487 | |
International Opportunities HLS Fund | | | 971,842,700 | | | | 275,649,421 | | | | (13,809,117 | ) | | | 261,840,304 | |
MidCap HLS Fund | | | 1,526,664,052 | | | | 855,039,663 | | | | (27,690,152 | ) | | | 827,349,511 | |
Small Cap Growth HLS Fund | | | 993,947,243 | | | | 516,904,239 | | | | (39,116,121 | ) | | | 477,788,118 | |
Small Company HLS Fund | | | 490,674,360 | | | | 141,980,783 | | | | (20,979,976 | ) | | | 121,000,807 | |
Stock HLS Fund | | | 878,536,309 | | | | 685,792,215 | | | | — | | | | 685,792,215 | |
Total Return Bond HLS Fund | | | 2,993,491,448 | | | | 85,636,796 | | | | (60,897,357 | ) | | | 24,739,439 | |
Ultrashort Bond HLS Fund | | | 759,716,852 | | | | 1,329,749 | | | | (186,441 | ) | | | 1,143,308 | |
| c) | Capital Loss Carryforward – Under the Regulated Investment Company Modernization Act of 2010, funds are permitted to carry forward capital losses for an unlimited period. |
At December 31, 2020 (tax year end), each Fund’s capital loss carryforwards for U.S. federal income tax purposes were as follows:
| | | | | | | | |
Fund | | Short-Term Capital Loss Carryforward with No Expiration | | | Long-Term Capital Loss Carryforward with No Expiration | |
International Opportunities HLS Fund | | $ | 30,718,898 | | | $ | — | |
Ultrashort Bond HLS Fund | | | 51,233 | | | | 11,089,905 | |
Balanced HLS Fund, Capital Appreciation HLS Fund, Disciplined Equity HLS Fund, Dividend and Growth HLS Fund, Healthcare HLS Fund, MidCap HLS Fund, Small Cap Growth HLS Fund, Small Company HLS Fund and Stock HLS Fund had no capital loss carryforwards for U.S. federal income tax purposes as of December 31, 2020.
During the year ended December 31, 2020, the Total Return Bond HLS Fund and Ultrashort HLS Fund utilized $17,169,893 and $248,103 of prior year capital loss carryforwards, respectively.
| 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. HFMC pays a sub-advisory fee to Wellington Management out of its management fee. |
The schedule below reflects the rates of compensation paid to HFMC for investment management services rendered as of June 30, 2021; 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(1) | | 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 |
Notes to Financial Statements – (continued)
June 30, 2021 (Unaudited)
| | |
Fund | | Management Fee Rates |
Disciplined Equity HLS Fund | | 0.6000% on first $1 billion and; |
| | 0.5500% on next $4 billion and; |
| | 0.5300% on next $5 billion and; |
| | 0.5000% over $10 billion |
| |
Dividend and Growth HLS Fund | | 0.6900% on first $250 million and; |
| | 0.6425% on next $250 million and; |
| | 0.6325% on next $500 million and; |
| | 0.6250% on next $1.5 billion and; |
| | 0.6200% on next $2.5 billion and; |
| | 0.6150% on next $5 billion and; |
| | 0.6100% over $10 billion |
| |
Healthcare HLS Fund | | 0.8500% on first $250 million and; |
| | 0.8000% on next $250 million and; |
| | 0.7500% on next $4.5 billion and; |
| | 0.7475% on next $5 billion and; |
| | 0.7450% over $10 billion |
| |
International Opportunities HLS Fund | | 0.7750% on first $250 million and; |
| | 0.7250% on next $250 million and; |
| | 0.6750% on next $500 million and; |
| | 0.6250% on next $1.5 billion and; |
| | 0.6200% on next $2.5 billion and; |
| | 0.6150% on next $5 billion and; |
| | 0.6100% over $10 billion |
| |
MidCap HLS Fund | | 0.7750% on first $250 million and; |
| | 0.7250% on next $250 million and; |
| | 0.6750% on next $500 million and; |
| | 0.6250% on next $4 billion and; |
| | 0.6225% on next $5 billion and; |
| | 0.6200% over $10 billion |
| |
Small Cap Growth HLS Fund | | 0.7000% on first $100 million and; |
| | 0.6000% on next $4.9 billion and; |
| | 0.5800% on next $5 billion and; |
| | 0.5700% over $10 billion |
| |
Small Company HLS Fund | | 0.7750% on first $250 million and; |
| | 0.7250% on next $250 million and; |
| | 0.6750% on next $500 million and; |
| | 0.6000% on next $500 million and; |
| | 0.5500% on next $3.5 billion and; |
| | 0.5300% on next $5 billion and; |
| | 0.5200% over $10 billion |
| |
Stock HLS Fund | | 0.5250% on first $250 million and; |
| | 0.5000% on next $250 million and; |
| | 0.4750% on next $500 million and; |
| | 0.4500% on next $4 billion and; |
| | 0.4475% on next $5 billion and; |
| | 0.4450% over $10 billion |
| |
Total Return Bond HLS Fund | | 0.5250% on first $250 million and; |
| | 0.5000% on next $250 million and; |
| | 0.4750% on next $500 million and; |
| | 0.4500% on next $1.5 billion and; |
| | 0.4450% on next $2.5 billion and; |
| | 0.4300% on next $5 billion and; |
| | 0.4200% over $10 billion |
| |
Ultrashort Bond HLS Fund | | 0.4000% on first $5 billion and; |
| | 0.3800% on next $5 billion and; |
| | 0.3700% over $10 billion |
| (1) | For the period January 1, 2021 through June 30, 2021, HFMC waived a portion of its contractual management fee equal to 0.03% as an annual percentage rate of the Balanced HLS Fund’s average daily net assets. |
| b) | Accounting Services Agreement – HFMC provides the Funds with accounting services pursuant to a fund accounting agreement by and between each Company, on behalf of its respective Funds, and HFMC. HFMC has delegated certain accounting and administrative service functions to State Street Bank and Trust Company (“State Street”). In consideration of services rendered and expenses assumed pursuant to |
Notes to Financial Statements – (continued)
June 30, 2021 (Unaudited)
| the fund accounting agreement, each Fund pays HFMC a fee. Effective May 1, 2021, the fund accounting fee schedule as set forth in the fund accounting agreement by and between each Company, on behalf of its respective Funds, and HFMC, was revised. Effective May 1, 2021, the fund accounting fee for each Fund is equal to the greater of: (A) the sum of (i) the sub-accounting fee payable by HFMC with respect to the Fund; (ii) the fee payable for tax preparation services for the Fund; and (iii) the amount of expenses that HFMC allocates for providing the fund accounting services to the Fund; plus a target profit margin; or (B) $40,000 per year; provided, however, that to the extent the annual amount of the fund accounting fee exceeds 0.02% of the Fund’ average net assets (calculated during its current fiscal year), HFMC shall waive such portion of the fund accounting fee. For the period January 1, 2021 through April 30, 2021, HFMC received the following fee with respect to each Fund: any sub-accounting fee payable by HFMC plus the amount of expenses that HFMC allocates for providing the fund accounting services. |
| c) | Operating Expenses – Allocable expenses incurred by each Company are allocated to each series within such Company, and allocated to classes within each such series, in proportion to the average daily net assets of such series and classes, except where allocation of certain expenses is more fairly made directly to a Fund or to specific classes within a Fund. |
| d) | Fees Paid Indirectly – Hartford HLS Series Fund II, Inc., on behalf of Hartford Small Cap Growth HLS Fund, and Hartford Series Fund, Inc., on behalf of its series except 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. For the six-month period ended June 30, 2021, 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 | | | 0.62 | % | | | 0.87 | % | | | N/A | |
Capital Appreciation HLS Fund | | | 0.67 | % | | | 0.92 | % | | | 1.17 | % |
Disciplined Equity HLS Fund | | | 0.59 | % | | | 0.84 | % | | | 1.09 | % |
Dividend and Growth HLS Fund | | | 0.65 | % | | | 0.90 | % | | | N/A | |
Healthcare HLS Fund | | | 0.90 | % | | | 1.16 | % | | | N/A | |
International Opportunities HLS Fund | | | 0.73 | % | | | 0.98 | % | | | N/A | |
MidCap HLS Fund | | | 0.69 | % | | | 0.94 | % | | | N/A | |
Small Cap Growth HLS Fund | | | 0.63 | % | | | 0.88 | % | | | N/A | |
Small Company HLS Fund | | | 0.77 | % | | | 1.02 | % | | | N/A | |
Stock HLS Fund | | | 0.51 | % | | | 0.76 | % | | | N/A | |
Total Return Bond HLS Fund | | | 0.50 | % | | | 0.75 | % | | | N/A | |
Ultrashort Bond HLS Fund | | | 0.43 | % | | | 0.68 | % | | | N/A | |
| e) | Distribution Plans for Class IB and Class IC Shares – Hartford Funds Distributors, LLC (“HFD”), an indirect subsidiary of The Hartford, is the principal underwriter and distributor of each Fund. Each Company, on behalf of its respective Funds, has adopted a Distribution Plan pursuant to Rule 12b-1 of the 1940 Act for Class IB shares and Hartford Series Fund, Inc. 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. |
Notes to Financial Statements – (continued)
June 30, 2021 (Unaudited)
| 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, 2021, a portion of each Company’s Chief Compliance Officer’s (“CCO”) compensation was paid by all of the investment companies in the Hartford fund complex. The portion allocated to each Fund, as represented in other expenses on the Statements of Operations, is outlined in the table below. |
| | | | |
Fund | | CCO Compensation Paid by Fund | |
Balanced HLS Fund | | $ | 989 | |
Capital Appreciation HLS Fund | | | 2,111 | |
Disciplined Equity HLS Fund | | | 1,511 | |
Dividend and Growth HLS Fund | | | 1,754 | |
Healthcare HLS Fund | | | 98 | |
International Opportunities HLS Fund | | | 572 | |
MidCap HLS Fund | | | 1,124 | |
Small Cap Growth HLS Fund | | | 676 | |
Small Company HLS Fund | | | 287 | |
Stock HLS Fund | | | 703 | |
Total Return Bond HLS Fund | | | 1,093 | |
Ultrashort Bond HLS Fund | | | 359 | |
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 DST Asset Manager Solutions, Inc. (“DST”), HASCO has delegated certain transfer agent, dividend disbursing agent and shareholder servicing agent functions to DST. The costs and expenses of such delegation are borne by HASCO, not by the Funds. Each Fund pays HASCO a fixed fee annually, plus out of pocket expenses for providing such services. The accrued amount shown in the Statements of Operations reflects the amounts charged by HASCO. These fees are accrued daily and paid monthly.
For the six-month period ended June 30, 2021, the effective rate of compensation paid to HASCO for transfer agency services as a percentage of each Class’ average daily net assets is as follows:
| | | | | | | | | | | | |
Fund | | Class IA | | | Class IB | | | Class IC | |
Balanced HLS Fund | | | 0.00 | %* | | | 0.00 | %* | | | N/A | |
Capital Appreciation HLS Fund | | | 0.00 | %* | | | 0.00 | %* | | | 0.00 | %* |
Disciplined Equity HLS Fund | | | 0.00 | %* | | | 0.00 | %* | | | 0.00 | %* |
Dividend and Growth HLS Fund | | | 0.00 | %* | | | 0.00 | %* | | | N/A | |
Healthcare HLS Fund | | | 0.00 | %* | | | 0.00 | %* | | | N/A | |
International Opportunities HLS Fund | | | 0.00 | %* | | | 0.00 | %* | | | N/A | |
MidCap HLS Fund | | | 0.00 | %* | | | 0.00 | %* | | | N/A | |
Small Cap Growth HLS Fund | | | 0.00 | %* | | | 0.00 | %* | | | N/A | |
Small Company HLS Fund | | | 0.00 | %* | | | 0.00 | %* | | | N/A | |
Stock HLS Fund | | | 0.00 | %* | | | 0.00 | %* | | | N/A | |
Total Return Bond HLS Fund | | | 0.00 | %* | | | 0.00 | %* | | | N/A | |
Ultrashort Bond HLS Fund | | | 0.00 | %* | | | 0.00 | %* | | | N/A | |
| * | Percentage rounds to zero |
Each Company has entered into a securities lending agency agreement (“lending agreement”) with Citibank, N.A. (“Citibank”). A Fund may lend portfolio securities to certain borrowers in U.S. and non-U.S. markets in an amount not to exceed one-third (33 1/3%) of the value of its total assets. If a Fund security is on loan, under the lending agreement, the borrower is required to deposit cash or liquid securities as collateral at least equal to 100% of the market value of the loaned securities; and cash collateral is invested for the benefit of the Fund by the Fund’s lending agent pursuant to collateral investment guidelines. The collateral is marked to market daily, in an amount at least equal to the current market value of the securities loaned.
A Fund is subject to certain risks while its securities are on loan, including the following: (i) the risk that the borrower defaults on the loan and the collateral is inadequate to cover the Fund’s loss; (ii) the risk that the earnings on the collateral invested are not sufficient to pay fees incurred in connection with the loan; (iii) the Fund could lose money in the event of a decline in the value of the collateral provided for loaned securities or a decline in the value of any investments made with cash collateral; (iv) the risk that the borrower may use the loaned securities to cover a short sale, which may in turn place downward pressure on the market prices of the loaned securities; (v) the risk that return of loaned securities could be delayed and interfere with portfolio management decisions; and (vi) the risk that any efforts to restrict or recall the securities for purposes of voting may not be effective.
Notes to Financial Statements – (continued)
June 30, 2021 (Unaudited)
The Funds retain loan fees and the interest on cash collateral investments but are required to pay the borrower a rebate for the use of cash collateral. In cases where the lent security is of high value to borrowers, there may be a negative rebate (i.e., a net payment from the borrower to the Funds). Upon termination of a loan, the Funds are required to return to the borrower an amount equal to the cash collateral, plus any rebate owed to the borrowers.
The net income earned on the securities lending (after payment of rebates and Citibank’s fee) is included on the Statements of Operations as Investment Income from securities lending. The Funds also receive payments from the borrower during the period of the loan, equivalent to dividends and interest earned on the securities loaned, which are recorded as Investment Income from dividends or interest, respectively, on the Statements of Operations.
The following table presents the market value of the Funds’ securities on loan, net of amounts available for offset under the master netting arrangements and any related collateral received by the Funds as of June 30, 2021.
| | | | | | | | | | | | |
Fund | | Investment Securities on Loan, at market value, Presented on the Statements of Assets and Liabilities(1) | | | Collateral Posted by Borrower(2) | | | Net Amount(3) | |
Balanced HLS Fund | | $ | 37,361,513 | | | $ | (37,361,513 | ) | | $ | — | |
Capital Appreciation HLS Fund | | | 42,604,710 | | | | (42,604,710 | ) | | | — | |
Disciplined Equity HLS Fund | | | — | | | | — | | | | — | |
Dividend and Growth HLS Fund | | | 44,508,755 | | | | (44,508,755 | ) | | | — | |
Healthcare HLS Fund | | | 9,926,984 | | | | (9,926,984 | ) | | | — | |
International Opportunities HLS Fund | | | 3,639,935 | | | | (3,639,935 | ) | | | — | |
MidCap HLS Fund | | | 32,922,067 | | | | (32,922,067 | ) | | | — | |
Small Cap Growth HLS Fund | | | 2,407,711 | | | | (2,407,711 | ) | | | — | |
Small Company HLS Fund | | | 17,779,296 | | | | (17,779,296 | ) | | | — | |
Stock HLS Fund | | | — | | | | — | | | | — | |
Total Return Bond HLS Fund | | | 7,618,776 | | | | (7,618,776 | ) | | | — | |
Ultrashort Bond HLS Fund | | | 19,639,152 | | | | (19,639,152 | ) | | | — | |
| (1) | It is each Fund’s policy to obtain additional collateral from, or return excess collateral to, the borrower by the end of the next business day following the valuation date of the securities loaned. Therefore, the value of the collateral held may be temporarily less than that required under the lending contract. |
| (2) | Collateral received in excess of the market value of securities on loan is not presented in this table. |
| (3) | Net amount represents the net amount receivable due from the counterparty in the event of default. |
The total cash and non-cash collateral received by each Fund in connection with securities lending transactions is presented below:
| | | | | | | | |
Fund | | Cash Collateral | | | Non-Cash Collateral | |
Balanced HLS Fund | | $ | 38,471,716 | | | $ | — | |
Capital Appreciation HLS Fund | | | 43,633,524 | | | | 690,408 | |
Disciplined Equity HLS Fund | | | — | | | | — | |
Dividend and Growth HLS Fund | | | 45,697,636 | | | | — | |
Healthcare HLS Fund | | | 10,282,792 | | | | 1 | |
International Opportunities HLS Fund | | | — | | | | 4,073,397 | |
MidCap HLS Fund | | | 33,358,132 | | | | 7 | |
Small Cap Growth HLS Fund | | | 4,646,413 | | | | — | |
Small Company HLS Fund | | | 18,023,632 | | | | 438 | |
Stock HLS Fund | | | — | | | | — | |
Total Return Bond HLS Fund | | | 7,842,457 | | | | — | |
Ultrashort Bond HLS Fund | | | 20,056,992 | | | | — | |
The following tables reflect a breakdown of transactions accounted for as secured borrowings, the gross obligation by the type of collateral pledged, and the remaining contractual maturity of those transactions as of June 30, 2021.
Certain Transfers Accounted for as Secured Borrowings
Remaining Contractual Maturity of the Agreements
| | | | | | | | | | | | | | | | | | | | |
| | Overnight and Continuous | | | <30 days | | | Between 30 & 90 days | | | >90 days | | | Total | |
Balanced HLS Fund | | | | | | | | | | | | | | | |
Securities Lending Transactions(1) | |
Common Stocks | | $ | 38,446,920 | | | $ | — | | | $ | — | | | $ | — | | | $ | 38,446,920 | |
Corporate Bonds | | | 19,615 | | | | — | | | | — | | | | — | | | | 19,615 | |
Municipal Bonds | | | 5,181 | | | | — | | | | — | | | | — | | | | 5,181 | |
| | | | | | | | | | | | | | | | | | | | |
Total Borrowings | | $ | 38,471,716 | | | $ | — | | | $ | — | | | $ | — | | | $ | 38,471,716 | |
| | | | | | | | | | | | | | | | | | | | |
Gross amount of recognized liabilities for securities lending transactions | | | $ | 38,471,716 | |
| | | | | | | | | | | | | | | | | | | | |
Notes to Financial Statements – (continued)
June 30, 2021 (Unaudited)
| | | | | | | | | | | | | | | | | | | | |
| | Overnight and Continuous | | | <30 days | | | Between 30 & 90 days | | | >90 days | | | Total | |
Capital Appreciation HLS Fund | | | | | | | | | | | | | | | |
Securities Lending Transactions(1) | |
Common Stocks | | $ | 43,633,524 | | | $ | — | | | $ | — | | | $ | — | | | $ | 43,633,524 | |
| | | | | | | | | | | | | | | | | | | | |
Total Borrowings | | $ | 43,633,524 | | | $ | — | | | $ | — | | | $ | — | | | $ | 43,633,524 | |
| | | | | | | | | | | | | | | | | | | | |
Gross amount of recognized liabilities for securities lending transactions | | | $ | 43,633,524 | |
| | | | | | | | | | | | | | | | | | | | |
| | | | | |
Dividend and Growth HLS Fund | | | | | | | | | | | | | | | |
Securities Lending Transactions(1) | |
Common Stocks | | $ | 45,697,636 | | | $ | — | | | $ | — | | | $ | — | | | $ | 45,697,636 | |
| | | | | | | | | | | | | | | | | | | | |
Total Borrowings | | $ | 45,697,636 | | | $ | — | | | $ | — | | | $ | — | | | $ | 45,697,636 | |
| | | | | | | | | | | | | | | | | | | | |
Gross amount of recognized liabilities for securities lending transactions | | | $ | 45,697,636 | |
| | | | | | | | | | | | | | | | | | | | |
| | | | | |
Healthcare HLS Fund | | | | | | | | | | | | | | | |
Securities Lending Transactions(1) | |
Common Stocks | | $ | 10,282,792 | | | $ | — | | | $ | — | | | $ | — | | | $ | 10,282,792 | |
| | | | | | | | | | | | | | | | | | | | |
Total Borrowings | | $ | 10,282,792 | | | $ | — | | | $ | — | | | $ | — | | | $ | 10,282,792 | |
| | | | | | | | | | | | | | | | | | | | |
Gross amount of recognized liabilities for securities lending transactions | | | $ | 10,282,792 | |
| | | | | | | | | | | | | | | | | | | | |
| | | | | |
MidCap HLS Fund | | | | | | | | | | | | | | | |
Securities Lending Transactions(1) | |
Common Stocks | | $ | 33,358,132 | | | $ | — | | | $ | — | | | $ | — | | | $ | 33,358,132 | |
| | | | | | | | | | | | | | | | | | | | |
Total Borrowings | | $ | 33,358,132 | | | $ | — | | | $ | — | | | $ | — | | | $ | 33,358,132 | |
| | | | | | | | | | | | | | | | | | | | |
Gross amount of recognized liabilities for securities lending transactions | | | $ | 33,358,132 | |
| | | | | | | | | | | | | | | | | | | | |
| | | | | |
Small Cap Growth HLS Fund | | | | | | | | | | | | | | | |
Securities Lending Transactions(1) | |
Common Stocks | | $ | 4,646,413 | | | $ | — | | | $ | — | | | $ | — | | | $ | 4,646,413 | |
| | | | | | | | | | | | | | | | | | | | |
Total Borrowings | | $ | 4,646,413 | | | $ | — | | | $ | — | | | $ | — | | | $ | 4,646,413 | |
| | | | | | | | | | | | | | | | | | | | |
Gross amount of recognized liabilities for securities lending transactions | | | $ | 4,646,413 | |
| | | | | | | | | | | | | | | | | | | | |
| | | | | |
Small Company HLS Fund | | | | | | | | | | | | | | | |
Securities Lending Transactions(1) | |
Common Stocks | | $ | 18,023,632 | | | $ | — | | | $ | — | | | $ | — | | | $ | 18,023,632 | |
| | | | | | | | | | | | | | | | | | | | |
Total Borrowings | | $ | 18,023,632 | | | $ | — | | | $ | — | | | $ | — | | | $ | 18,023,632 | |
| | | | | | | | | | | | | | | | | | | | |
Gross amount of recognized liabilities for securities lending transactions | | | $ | 18,023,632 | |
| | | | | | | | | | | | | | | | | | | | |
| | | | | |
Total Return Bond HLS Fund | | | | | | | | | | | | | | | |
Securities Lending Transactions(1) | |
Corporate Bonds | | $ | 3,738,571 | | | $ | — | | | $ | — | | | $ | — | | | $ | 3,738,571 | |
Municipal Bonds | | | 4,103,886 | | | | — | | | | — | | | | — | | | | 4,103,886 | |
| | | | | | | | | | | | | | | | | | | | |
Total Borrowings | | $ | 7,842,457 | | | $ | — | | | $ | — | | | $ | — | | | $ | 7,842,457 | |
| | | | | | | | | | | | | | | | | | | | |
Gross amount of recognized liabilities for securities lending transactions | | | $ | 7,842,457 | |
| | | | | | | | | | | | | | | | | | | | |
| | | | | |
Ultrashort Bond HLS Fund | | | | | | | | | | | | | | | |
Securities Lending Transactions(1) | |
Corporate Bonds | | $ | 4,756,351 | | | $ | — | | | $ | — | | | $ | — | | | $ | 4,756,351 | |
Short-Term Investments | | | 15,300,641 | | | | — | | | | — | | | | — | | | | 15,300,641 | |
| | | | | | | | | | | | | | | | | | | | |
Total Borrowings | | $ | 20,056,992 | | | $ | — | | | $ | — | | | $ | — | | | $ | 20,056,992 | |
| | | | | | | | | | | | | | | | | | | | |
Gross amount of recognized liabilities for securities lending transactions | | | $ | 20,056,992 | |
| | | | | | | | | | | | | | | | | | | | |
| (1) | Amount represents the payable for cash collateral received on securities on loan. This will generally be in the “Overnight and Continuous” column as the securities are typically callable on demand. |
Notes to Financial Statements – (continued)
June 30, 2021 (Unaudited)
10. | Affiliated Security Transactions: |
If a Fund owns 5% or more of the outstanding voting securities, either directly or indirectly, of a particular issuer, the 1940 Act deems such an issuer to be an “affiliate” of the Fund. As of and during the six-month period ended June 30, 2021, Balanced HLS Fund, Capital Appreciation HLS Fund, Small Company HLS Fund, and Stock HLS Fund owned 5% or more of the outstanding voting securities of the issuers identified in the table below:
A summary of affiliate fund transactions for the six-month period ended June 30, 2021 follows:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Affiliated Investments | | Beginning Value as of January 1, 2021 | | | Purchases at Cost | | | Proceeds from Sales | | | Return of Capital | | | Change in Unrealized Appreciation/ Depreciation | | | Ending Value as of June 30, 2021 | | | Shares as of June 30, 2021 | | | Dividend Income | | | Capital Gain Distributions | |
Balanced HLS Fund | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Allstar Co.(1) | | $ | 13,925,618 | | | $ | — | | | $ | — | | | $ | (2,510,647 | ) | | $ | 1,808,515 | | | $ | 13,223,486 | | | | 11,702,200 | | | $ | — | | | $ | 7,160,155 | |
| | | | | | | | | |
Capital Appreciation HLS Fund | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Allstar Co.(1) | | | 10,057,523 | | | | — | | | | — | | | | (1,813,267 | ) | | | 1,306,165 | | | | 9,550,421 | | | | 8,451,700 | | | | — | | | | 5,171,295 | |
| | | | | | | | | |
Small Company HLS Fund | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Allstar Co.(1) | | | 5,016,400 | | | | — | | | | — | | | | (1,076,242 | ) | | | 775,258 | | | | 5,668,532 | | | | 5,016,400 | | | | — | | | | 3,069,356 | |
| | | | | | | | | |
Stock HLS Fund | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Allstar Co.(1) | | | 11,233,719 | | | | — | | | | — | | | | (2,025,320 | ) | | | 1,458,914 | | | | 10,667,313 | | | | 9,440,100 | | | | — | | | | 5,776,065 | |
| 1 | Allstar Co. is a Delaware limited liability company that was created for the purpose of investing in Academy Sports & Outdoors, Inc. As a result of the Funds’ holdings in Allstar Co., the Funds have indirect exposure to Academy Sports & Outdoors, Inc.; however, no Fund has direct or indirect exposure to 5% or more of the outstanding voting securities of Academy Sports & Outdoors, Inc. |
11. | Investment Transactions: |
For the six-month period ended June 30, 2021, the cost of purchases and proceeds from sales of investment securities (excluding short-term investments) were as follows:
| | | | | | | | | | | | | | | | | | | | | | | | |
Fund | | Cost of Purchases Excluding U.S. Government Obligations | | | Sales Proceeds Excluding U.S. Government Obligations | | | Cost of Purchases For U.S. Government Obligations | | | Sales Proceeds For U.S. Government Obligations | | | Total Cost of Purchases | | | Total Sales Proceeds | |
Balanced HLS Fund | | $ | 350,285,720 | | | $ | 489,763,466 | | | $ | 163,437,000 | | | $ | 111,216,837 | | | $ | 513,722,720 | | | $ | 600,980,303 | |
Capital Appreciation HLS Fund | | | 1,304,460,322 | | | | 1,655,210,595 | | | | — | | | | — | | | | 1,304,460,322 | | | | 1,655,210,595 | |
Disciplined Equity HLS Fund | | | 294,738,123 | | | | 518,893,898 | | | | — | | | | — | | | | 294,738,123 | | | | 518,893,898 | |
Dividend and Growth HLS Fund | | | 463,873,123 | | | | 662,472,364 | | | | — | | | | — | | | | 463,873,123 | | | | 662,472,364 | |
Healthcare HLS Fund | | | 45,763,333 | | | | 82,493,349 | | | | — | | | | — | | | | 45,763,333 | | | | 82,493,349 | |
International Opportunities HLS Fund | | | 680,102,935 | | | | 753,650,897 | | | | — | | | | — | | | | 680,102,935 | | | | 753,650,897 | |
MidCap HLS Fund | | | 266,819,449 | | | | 646,022,914 | | | | — | | | | — | | | | 266,819,449 | | | | 646,022,914 | |
Small Cap Growth HLS Fund | | | 373,961,755 | | | | 417,133,065 | | | | — | | | | — | | | | 373,961,755 | | | | 417,133,065 | |
Small Company HLS Fund | | | 375,915,208 | | | | 395,991,397 | | | | — | | | | — | | | | 375,915,208 | | | | 395,991,397 | |
Stock HLS Fund | | | 79,206,769 | | | | 138,779,943 | | | | — | | | | — | | | | 79,206,769 | | | | 138,779,943 | |
Total Return Bond HLS Fund | | | 566,760,807 | | | | 409,874,402 | | | | 309,400,506 | | | | 404,602,733 | | | | 876,161,313 | | | | 814,477,135 | |
Ultrashort Bond HLS Fund | | | 200,589,451 | | | | 160,063,767 | | | | — | | | | 24,580,964 | | | | 200,589,451 | | | | 184,644,731 | |
12. | Capital Share Transactions: |
The following information is for the six-month period ended June 30, 2021, and the year ended December 31, 2020:
| | | | | | | | | | | | | | | | |
| | For the Six-Month Period Ended June 30, 2021 | | | For the Year Ended December 31, 2020 | |
| | Shares | | | Amount | | | Shares | | | Amount | |
Balanced HLS Fund | | | | | | | | | | | | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 272,850 | | | $ | 8,955,532 | | | | 463,624 | | | $ | 13,833,883 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 3,884,716 | | | | 117,833,855 | |
Shares Redeemed | | | (3,129,843 | ) | | | (104,306,289 | ) | | | (8,115,089 | ) | | | (236,999,427 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (2,856,993 | ) | | | (95,350,757 | ) | | | (3,766,749 | ) | | | (105,331,689 | ) |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 65,285 | | | $ | 2,245,969 | | | | 182,220 | | | $ | 5,357,315 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 492,030 | | | | 15,165,622 | |
Shares Redeemed | | | (454,154 | ) | | | (15,356,125 | ) | | | (1,160,144 | ) | | | (34,724,037 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (388,869 | ) | | | (13,110,156 | ) | | | (485,894 | ) | | | (14,201,100 | ) |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (3,245,862 | ) | | $ | (108,460,913 | ) | | | (4,252,643 | ) | | $ | (119,532,789 | ) |
| | | | | | | | | | | | | | | | |
Notes to Financial Statements – (continued)
June 30, 2021 (Unaudited)
| | | | | | | | | | | | | | | | |
| | For the Six-Month Period Ended June 30, 2021 | | | For the Year Ended December 31, 2020 | |
| | Shares | | | Amount | | | Shares | | | Amount | |
Capital Appreciation HLS Fund | | | | | | | | | | �� | | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 91,693 | | | $ | 4,958,114 | | | | 721,760 | | | $ | 30,111,727 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 6,153,343 | | | | 302,064,553 | |
Shares Redeemed | | | (6,430,638 | ) | | | (348,390,137 | ) | | | (12,824,006 | ) | | | (588,774,139 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (6,338,945 | ) | | | (343,432,023 | ) | | | (5,948,903 | ) | | | (256,597,859 | ) |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 24,980 | | | $ | 1,337,052 | | | | 77,971 | | | $ | 3,386,267 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 763,653 | | | | 36,702,247 | |
Shares Redeemed | | | (726,012 | ) | | | (38,688,585 | ) | | | (1,752,071 | ) | | | (79,080,131 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (701,032 | ) | | | (37,351,533 | ) | | | (910,447 | ) | | | (38,991,617 | ) |
| | | | | | | | | | | | | | | | |
Class IC | | | | | | | | | | | | | | | | |
Shares Sold | | | 36,205 | | | $ | 1,921,208 | | | | 109,094 | | | $ | 4,638,398 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 57,916 | | | | 2,791,605 | |
Shares Redeemed | | | (57,610 | ) | | | (3,116,085 | ) | | | (167,473 | ) | | | (7,317,160 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (21,405 | ) | | | (1,194,877 | ) | | | (463 | ) | | | 112,843 | |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (7,061,382 | ) | | $ | (381,978,433 | ) | | | (6,859,813 | ) | | $ | (295,476,633 | ) |
| | | | | | | | | | | | | | | | |
| | | | |
Disciplined Equity HLS Fund | | | | | | | | | | | | |
Class IA | |
Shares Sold | | | 662,800 | | | $ | 12,702,716 | | | | 871,713 | | | $ | 13,103,167 | |
Issued in Merger | | | — | | | | — | | | | 129,357,267 | | | | 1,984,198,184 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 3,082,442 | | | | 49,655,221 | |
Shares Redeemed | | | (10,631,064 | ) | | | (196,819,243 | ) | | | (13,965,491 | ) | | | (222,397,851 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (9,968,264 | ) | | | (184,116,527 | ) | | | 119,345,931 | | | | 1,824,558,721 | |
| | | | | | | | | | | | | | | | |
Class IB | |
Shares Sold | | | 203,175 | | | $ | 3,683,989 | | | | 349,171 | | | $ | 5,277,671 | |
Issued in Merger | | | — | | | | — | | | | 18,002,182 | | | | 271,721,336 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 414,463 | | | | 6,547,645 | |
Shares Redeemed | | | (2,153,705 | ) | | | (39,107,467 | ) | | | (2,529,397 | ) | | | (39,629,490 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (1,950,530 | ) | | | (35,423,478 | ) | | | 16,236,419 | | | | 243,917,162 | |
| | | | | | | | | | | | | | | | |
Class IC(1) | |
Shares Sold | | | 87,427 | | | $ | 1,574,992 | | | | 117,394 | | | $ | 1,880,604 | |
Issued in Merger | | | — | | | | — | | | | 4,834,998 | | | | 74,163,528 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 6,875 | | | | 117,970 | |
Shares Redeemed | | | (307,561 | ) | | | (5,686,141 | ) | | | (448,131 | ) | | | (7,235,901 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (220,134 | ) | | | (4,111,149 | ) | | | 4,511,136 | | | | 68,926,201 | |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (12,138,928 | ) | | $ | (223,651,154 | ) | | | 140,093,486 | | | $ | 2,137,402,084 | |
| | | | | | | | | | | | | | | | |
| | | | |
Dividend and Growth HLS Fund | | | | | | | | | | | | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 1,730,342 | | | $ | 42,447,136 | | | | 4,782,749 | | | $ | 93,344,076 | |
Issued in Merger | | | — | | | | — | | | | 13,589,222 | | | | 269,867,004 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 9,126,278 | | | | 188,905,832 | |
Shares Redeemed | | | (9,874,723 | ) | | | (239,501,569 | ) | | | (19,396,365 | ) | | | (392,709,464 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (8,144,381 | ) | | | (197,054,433 | ) | | | 8,101,884 | | | | 159,407,448 | |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 161,777 | | | $ | 4,003,436 | | | | 408,486 | | | $ | 7,910,412 | |
Issued in Merger | | | — | | | | — | | | | 2,450,597 | | | | 48,281,905 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 1,166,860 | | | | 23,940,435 | |
Shares Redeemed | | | (1,469,957 | ) | | | (35,569,614 | ) | | | (3,207,847 | ) | | | (65,102,417 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (1,308,180 | ) | | | (31,566,178 | ) | | | 818,096 | | | | 15,030,335 | |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (9,452,561 | ) | | $ | (228,620,611 | ) | | | 8,919,980 | | | $ | 174,437,783 | |
| | | | | | | | | | | | | | | | |
Notes to Financial Statements – (continued)
June 30, 2021 (Unaudited)
| | | | | | | | | | | | | | | | |
| | For the Six-Month Period Ended June 30, 2021 | | | For the Year Ended December 31, 2020 | |
| | Shares | | | Amount | | | Shares | | | Amount | |
Healthcare HLS Fund | | | | | | | | | | | | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 190,928 | | | $ | 4,709,430 | | | | 983,895 | | | $ | 22,817,641 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 1,521,984 | | | | 32,813,967 | |
Shares Redeemed | | | (1,523,281 | ) | | | (37,657,120 | ) | | | (2,612,369 | ) | | | (58,049,269 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (1,332,353 | ) | | | (32,947,690 | ) | | | (106,490 | ) | | | (2,417,661 | ) |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 29,393 | | | $ | 658,095 | | | | 83,624 | | | $ | 1,818,539 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 402,553 | | | | 7,990,683 | |
Shares Redeemed | | | (200,400 | ) | | | (4,525,545 | ) | | | (396,797 | ) | | | (8,560,073 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (171,007 | ) | | | (3,867,450 | ) | | | 89,380 | | | | 1,249,149 | |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (1,503,360 | ) | | $ | (36,815,140 | ) | | | (17,110 | ) | | $ | (1,168,512 | ) |
| | | | | | | | | | | | | | | | |
| | | | |
International Opportunities HLS Fund | | | | | | | | | | | | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 2,837,461 | | | $ | 57,131,685 | | | | 3,733,213 | | | $ | 58,178,266 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 1,070,393 | | | | 18,153,869 | |
Shares Redeemed | | | (4,322,730 | ) | | | (87,972,927 | ) | | | (14,857,669 | ) | | | (224,032,772 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (1,485,269 | ) | | | (30,841,242 | ) | | | (10,054,063 | ) | | | (147,700,637 | ) |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 183,960 | | | $ | 3,790,713 | | | | 622,719 | | | $ | 9,711,097 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 116,682 | | | | 2,009,265 | |
Shares Redeemed | | | (1,883,937 | ) | | | (38,344,784 | ) | | | (1,593,271 | ) | | | (25,857,411 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (1,699,977 | ) | | | (34,554,071 | ) | | | (853,870 | ) | | | (14,137,049 | ) |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (3,185,246 | ) | | $ | (65,395,313 | ) | | | (10,907,933 | ) | | $ | (161,837,686 | ) |
| | | | | | | | | | | | | | | | |
| | | | |
MidCap HLS Fund | | | | | | | | | | | | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 1,351,782 | | | $ | 62,265,289 | | | | 7,840,237 | | | $ | 280,770,150 | |
Issued in Merger | | | — | | | | — | | | | 7,689,933 | | | | 268,563,986 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 4,755,353 | | | | 177,950,463 | |
Shares Redeemed | | | (9,678,863 | ) | | | (442,036,874 | ) | | | (19,145,157 | ) | | | (692,739,283 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (8,327,081 | ) | | | (379,771,585 | ) | | | 1,140,366 | | | | 34,545,316 | |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 54,922 | | | $ | 2,428,565 | | | | 101,031 | | | $ | 3,526,835 | |
Issued in Merger | | | — | | | | — | | | | 2,059,953 | | | | 69,216,484 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 160,481 | | | | 5,921,123 | |
Shares Redeemed | | | (361,510 | ) | | | (16,048,254 | ) | | | (445,822 | ) | | | (15,478,345 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (306,588 | ) | | | (13,619,689 | ) | | | 1,875,643 | | | | 63,186,097 | |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (8,633,669 | ) | | $ | (393,391,274 | ) | | | 3,016,009 | | | $ | 97,731,413 | |
| | | | | | | | | | | | | | | | |
| | | | |
Small Cap Growth HLS Fund | | | | | | | | | | | | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 1,888,866 | | | $ | 75,392,771 | | | | 12,905,007 | | �� | $ | 408,467,832 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 905,166 | | | | 26,838,172 | |
Shares Redeemed | | | (3,067,673 | ) | | | (121,893,498 | ) | | | (13,831,962 | ) | | | (401,010,236 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (1,178,807 | ) | | | (46,500,727 | ) | | | (21,789 | ) | | | 34,295,768 | |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 945,939 | | | $ | 35,908,590 | | | | 1,326,101 | | | $ | 35,875,838 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 464,566 | | | | 13,179,751 | |
Shares Redeemed | | | (455,758 | ) | | | (17,150,004 | ) | | | (9,636,215 | ) | | | (309,485,039 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 490,181 | | | | 18,758,586 | | | | (7,845,548 | ) | | | (260,429,450 | ) |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (688,626 | ) | | $ | (27,742,141 | ) | | | (7,867,337 | ) | | $ | (226,133,682 | ) |
| | | | | | | | | | | | | | | | |
Notes to Financial Statements – (continued)
June 30, 2021 (Unaudited)
| | | | | | | | | | | | | | | | |
| | For the Six-Month Period Ended June 30, 2021 | | | For the Year Ended December 31, 2020 | |
| | Shares | | | Amount | | | Shares | | | Amount | |
Small Company HLS Fund | | | | | | | | | | | | | | | | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 555,097 | | | $ | 16,096,686 | | | | 1,913,031 | | | $ | 40,535,223 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 2,771,599 | | | | 57,898,706 | |
Shares Redeemed | | | (1,928,485 | ) | | | (55,043,678 | ) | | | (131,137,236 | ) | | | (224,841,016 | ) |
Shares Redeemed-In-Kind | | | — | | | | — | | | | 118,163,289 | | | | 8,160,448 | |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (1,373,388 | ) | | | (38,946,992 | ) | | | (8,289,317 | ) | | | (118,246,639 | ) |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 71,175 | | | $ | 1,802,559 | | | | 306,996 | | | $ | 5,854,788 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 430,749 | | | | 7,955,937 | |
Shares Redeemed | | | (266,892 | ) | | | (6,748,338 | ) | | | (739,598 | ) | | | (14,116,137 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (195,717 | ) | | | (4,945,779 | ) | | | (1,853 | ) | | | (305,412 | ) |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (1,569,105 | ) | | $ | (43,892,771 | ) | | | (8,291,170 | ) | | $ | (118,552,051 | ) |
| | | | | | | | | | | | | | | | |
| | | | |
Stock HLS Fund | | | | | | | | | | | | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 30,518 | | | $ | 3,004,448 | | | | 128,003 | | | $ | 11,104,343 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 1,177,561 | | | | 105,830,873 | |
Shares Redeemed | | | (797,860 | ) | | | (79,700,445 | ) | | | (1,925,885 | ) | | | (170,878,722 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (767,342 | ) | | | (76,695,997 | ) | | | (620,321 | ) | | | (53,943,506 | ) |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 10,672 | | | $ | 1,043,055 | | | | 24,218 | | | $ | 2,147,184 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 111,445 | | | | 9,984,196 | |
Shares Redeemed | | | (98,597 | ) | | | (9,859,747 | ) | | | (224,707 | ) | | | (19,952,176 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (87,925 | ) | | | (8,816,692 | ) | | | (89,044 | ) | | | (7,820,796 | ) |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (855,267 | ) | | $ | (85,512,689 | ) | | | (709,365 | ) | | $ | (61,764,302 | ) |
| | | | | | | | | | | | | | | | |
| | | | |
Total Return Bond HLS Fund | | | | | | | | | | | | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 11,614,720 | | | $ | 136,394,116 | | | | 20,755,656 | | | $ | 245,650,273 | |
Issued in Merger | | | — | | | | — | | | | 14,803,748 | | | | 174,093,559 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 6,284,955 | | | | 73,659,677 | |
Shares Redeemed | | | (10,720,815 | ) | | | (125,990,367 | ) | | | (29,332,474 | ) | | | (340,396,565 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | 893,905 | | | | 10,403,749 | | | | 12,511,885 | | | | 153,006,944 | |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 878,182 | | | $ | 10,316,655 | | | | 1,645,801 | | | $ | 19,277,272 | |
Issued in Merger | | | — | | | | — | | | | 4,561,022 | | | | 53,376,276 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 685,542 | | | | 8,000,272 | |
Shares Redeemed | | | (1,643,640 | ) | | | (19,203,248 | ) | | | (3,405,677 | ) | | | (39,470,211 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (765,458 | ) | | | (8,886,593 | ) | | | 3,486,688 | | | | 41,183,609 | |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | 128,447 | | | $ | 1,517,156 | | | | 15,998,573 | | | $ | 194,190,553 | |
| | | | | | | | | | | | | | | | |
| | | | |
Ultrashort Bond HLS Fund | | | | | | | | | | | | |
Class IA | | | | | | | | | | | | | | | | |
Shares Sold | | | 3,422,822 | | | $ | 34,544,423 | | | | 8,591,367 | | | $ | 87,618,814 | |
Issued in Merger | | | — | | | | — | | | | 28,051,003 | | | | 283,115,967 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 922,529 | | | | 9,308,313 | |
Shares Redeemed | | | (5,300,707 | ) | | | (53,510,074 | ) | | | (11,084,794 | ) | | | (112,618,470 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (1,877,885 | ) | | | (18,965,651 | ) | | | 26,480,105 | | | | 267,424,624 | |
| | | | | | | | | | | | | | | | |
Class IB | | | | | | | | | | | | | | | | |
Shares Sold | | | 498,842 | | | $ | 5,031,043 | | | | 1,920,976 | | | $ | 19,540,532 | |
Issued in Merger | | | — | | | | — | | | | 5,629,838 | | | | 56,835,464 | |
Shares Issued for Reinvested Dividends | | | — | | | | — | | | | 120,975 | | | | 1,220,637 | |
Shares Redeemed | | | (1,303,782 | ) | | | (13,148,525 | ) | | | (2,358,660 | ) | | | (23,936,591 | ) |
| | | | | | | | | | | | | | | | |
Net Increase (Decrease) | | | (804,940 | ) | | | (8,117,482 | ) | | | 5,313,129 | | | | 53,660,042 | |
| | | | | | | | | | | | | | | | |
Total Net Increase (Decrease) | | | (2,682,825 | ) | | $ | (27,083,133 | ) | | | 31,793,234 | | | $ | 321,084,666 | |
| | | | | | | | | | | | | | | | |
| (1) | Commenced operations on September 18, 2020. |
Notes to Financial Statements – (continued)
June 30, 2021 (Unaudited)
Each Fund participates in a committed line of credit pursuant to a credit agreement dated March 4, 2021. Each Fund may borrow under the line of credit for temporary or emergency purposes. The Funds (together with certain other Hartford Funds) may borrow up to $350 million in the aggregate, subject to asset coverage and other limitations specified in the credit agreement. The interest rate on borrowings varies depending on the nature of the loan. The facility also charges certain fees, such as an upfront fee and a commitment fee. From January 1, 2021 through March 4, 2021, the Funds (together with certain other Hartford Funds) had a similar agreement that enabled them to participate in a $350 million committed line of credit. The fees incurred by the Funds in connection with the committed lines of credit during the period appear in the Statements of Operations under “Other expenses.” During and as of the six-month period ended June 30, 2021, none of the Funds had borrowings under this facility.
Under each Company’s organizational documents, the Company shall indemnify its officers and directors to the full extent required or permitted under Maryland General Corporation Law and federal securities laws. In addition, each Company, on behalf of its respective Funds, may enter into contracts that contain a variety of indemnifications. Each Company’s maximum exposure under these arrangements is unknown. However, as of the date of these financial statements, each Company has not had prior claims or losses pursuant to these contracts and expects the risk of loss to be remote.
15. | Recent Accounting Pronouncement: |
In March 2020, FASB issued Accounting Standards Update (“ASU”) No. 2020-04, Reference Rate Reform (Topic 848); Facilitation of the Effects of Reference Rate Reform on Financial Reporting, which provides optional guidance for a limited period of time to ease the potential burden in accounting for (or recognizing the effects of) reference rate reform. The guidance is applicable to contracts referencing LIBOR or another reference rate that is expected to be discontinued due to reference rate reform. The ASU is effective as of March 12, 2020 and generally can be applied through December 31, 2022. Management is evaluating the underlying securities referencing LIBOR or another reference rate that is expected to be discontinued over the period of time the ASU is effective.
16. | Change in Independent Registered Public Accounting Firm: |
On November 6, 2019, the Companies, on behalf of their respective Funds, dismissed Ernst & Young LLP (“EY”) as the Funds’ independent registered public accounting firm effective upon the issuance of EY’s report on the Funds’ financial statements as of and for the fiscal year ended December 31, 2019. EY’s report on the Funds’ financial statements for the fiscal periods ended December 31, 2018 and December 31, 2019 contained no adverse opinion or disclaimer of opinion nor was EY’s report qualified or modified as to uncertainty, audit scope or accounting principles. During the Funds’ fiscal periods ended on December 31, 2018 and December 31, 2019 and through February 26, 2020 (the “Covered Period”), (i) there were no disagreements with EY on any matter of accounting principles or practices, financial statement disclosure or auditing scope or procedure, which disagreements, if not resolved to the satisfaction of EY, would have caused it to make reference to the subject matter of the disagreements in connection with its reports on the Funds’ financial statements for the Covered Period, and (ii) there were no “reportable events” of the kind described in Item 304(a)(1)(v) of Regulation S-K under the Securities Exchange Act of 1934, as amended.
On November 6, 2019, the Audit Committee of each Company’s Board of Directors participated in and approved the decision to engage PricewaterhouseCoopers LLP (“PwC”) as the independent registered public accounting firm for the Funds for the fiscal year ended December 31, 2020. The selection of PwC does not reflect any disagreements with or dissatisfaction by the Companies or their respective Boards of Directors with the performance of the Funds’ prior independent registered public accounting firm, EY. During the Covered Period, neither the Funds, nor anyone on their behalf, consulted with PwC on items which: (i) concerned the application of accounting principles to a specified transaction, either completed or proposed, or the type of audit opinion that might be rendered on the Funds’ financial statements; or (ii) concerned the subject of a disagreement (as defined in paragraph (a)(1)(iv) of Item 304 of Regulation S-K) or reportable events (as described in paragraph (a)(1)(v) of Item 304 of Regulation S-K).
Management has evaluated all subsequent transactions and events through the date on which these financial statements were issued and has determined that no additional items require disclosure in these financial statements.
Operation of the Liquidity Risk Management Program (Unaudited)
This section describes the operation and effectiveness of the Liquidity Risk Management Program (“LRM Program”) established in accordance with Rule 22e-4 under the Investment Company Act of 1940, as amended (the “Liquidity Rule”). The LRM Program seeks to assess and manage each Fund’s liquidity risk. The Liquidity Rule generally defines liquidity risk as the risk that a Fund could not meet its obligation to redeem shares without significant dilution of the non-redeeming investors’ interests in the Fund. The Boards of Directors (“Board”) of Hartford Series Fund, Inc. and Hartford HLS Series Fund II, Inc. have appointed Hartford Funds Management Company, LLC (“HFMC”) to serve as the administrator of the LRM Program with respect to each of the Funds, subject to the oversight of the Board. In order to efficiently and effectively administer the LRM Program, HFMC established a Liquidity Risk Oversight Committee.
The LRM Program is comprised of various components designed to support the assessment and/or management of liquidity risk, including: (1) the assessment and periodic review (no less frequently than annually) of certain factors that influence each Fund’s liquidity risk; (2) the classification and periodic review (no less frequently than monthly) of each Fund’s investments into one of four liquidity categories that reflect an estimate of their liquidity under current market conditions; (3) a 15% limit on the acquisition of “illiquid investments” (as defined under the Liquidity Rule); (4) the determination of a minimum percentage of each Fund’s assets that generally will be invested in highly liquid investments (“HLIM”); (5) the periodic review (no less frequently than annually) of the HLIM and the adoption and implementation of policies and procedures for responding to a shortfall of a Fund’s highly liquid investments below its HLIM; and (6) periodic reporting to the Board.
At a meeting of the Board held May 11-13, 2021, HFMC provided an annual written report to the Board covering the period from April 1, 2020 through March 31, 2021. The annual report addressed important aspects of the LRM Program, including, but not limited to:
| • | | the operation of the LRM Program (and related policies and procedures utilized in connection with management of the Funds’ liquidity risk); |
| • | | an assessment of the adequacy and effectiveness of the LRM Program’s (and related policies and procedures’) implementation; |
| • | | the operation, and assessment of the adequacy and effectiveness, of each Fund’s HLIM; |
| • | | whether the third-party liquidity vendor’s (“LRM Program Vendor”) processes for determining preliminary liquidity classifications, including the particular methodologies or factors used and metrics analyzed by the LRM Program Vendor, are sufficient under the Liquidity Rule and appropriate in light of each Fund’s specific circumstances; and |
| • | | any material changes to the LRM Program. |
In addition, HFMC provides a quarterly report on the LRM Program at each quarterly meeting of the Board’s Compliance and Risk Oversight Committee. The quarterly report included information regarding the Funds’ liquidity as measured by established parameters, a summary of developments within the capital markets that may impact liquidity, and other factors that may impact liquidity. Among other things, HFMC reports any changes to a Fund’s HLIM.
From April 1, 2020 through March 31, 2021, HFMC did not increase or reduce the HLIM for any Fund.
Based on its review and assessment, HFMC has concluded that the LRM Program is operating effectively to assess and manage the liquidity risk of each Fund and that the LRM Program has been and continues to be adequately and effectively implemented with respect to each Fund. Because liquidity in the capital markets in which the Funds invest is beyond the control of the Funds, there can be no assurance that the LRM Program will ensure liquidity under all circumstances and does not protect against the risk of loss.
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 its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. Each Fund’s portfolio holdings filed as an exhibit to Form N-PORT for the most recent first and third quarter of the Fund’s fiscal year are available (1) without charge, upon request, by calling 888-843-7824, (2) on the Funds’ website, hartfordfunds.com, and (3) on the SEC’s website at http://www.sec.gov.
THIS PRIVACY POLICY IS NOT PART OF THIS REPORT
CUSTOMER PRIVACY NOTICE
The Hartford Financial Services Group, Inc. and 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 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; and
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.
If you have any questions or comments about this privacy notice, please feel free to contact us at The Hartford – Consumer Rights and Privacy Compliance Unit, One Hartford Plaza, Mail Drop: T 04.180, Hartford, CT 06155, or at ConsumerPrivacyInquiriesMailbox@thehartford.com.
This Customer Privacy Notice is being provided on behalf of The Hartford Financial Services Group, Inc. and its affiliates (including the following as of February 2021), to the extent required by the Gramm-Leach-Bliley Act and implementing regulations:
1stAGChoice, Inc.; Access CoverageCorp, Inc.; Access CoverageCorp Technologies, Inc.; Assurances Continentales Continentale Verzekeringen N.V; Bracht, Deckers & Mackelbert N.V.; Business Management Group, Inc.; Canal Re S.A.; Cervus Claim Solutions, LLC; First State Insurance Company; FTC Resolution Company LLC; Hart Re Group L.L.C.; Hartford Accident and Indemnity Company; Hartford Administrative Services Company; Hartford Casualty General Agency, Inc.; Hartford Casualty Insurance Company; Hartford Fire General Agency, Inc.; Hartford Fire Insurance Company; Hartford Funds Distributors, LLC; Hartford Funds Management Company, LLC; Hartford Funds Management Group, Inc.; Hartford Holdings, Inc.; Hartford Insurance Company of Illinois; Hartford Insurance Company of the Midwest; Hartford Insurance Company of the Southeast; Hartford Insurance, Ltd.; Hartford Integrated Technologies, Inc.; Hartford Investment Management Company; Hartford Life and Accident Insurance Company; Hartford Lloyd’s Corporation; Hartford Lloyd’s Insurance Company; Hartford Management, Ltd.; Hartford Productivity Services LLC; Hartford of Texas General Agency, Inc.; Hartford Residual Market, L.C.C.; Hartford Specialty Insurance Services of Texas, LLC; Hartford STAG Ventures LLC; Hartford Strategic Investments, LLC; Hartford Underwriters General Agency, Inc.; Hartford Underwriters Insurance Company; Heritage Holdings, Inc.; Heritage Reinsurance Company, Ltd.; HLA LLC; HL Investment Advisors, LLC; Horizon Management Group, LLC; HRA Brokerage Services, Inc.; Lattice Strategies LLC; Maxum Casualty Insurance Company; Maxum Indemnity Company; Maxum Specialty Services Corporation; Millennium Underwriting Limited; MPC Resolution Company LLC; Navigators (Asia) Limited; Navigators Corporate Underwriters Limited; Navigators Holdings (Europe) N.V.; Navigators Holdings (UK) Limited; Navigators Insurance Company; Navigators International Insurance Company Ltd.; Navigators Management Company, Inc.; Navigators Management (UK) Limited; Navigators N.V.; Navigators Specialty Insurance Company; Navigators Underwriting Agency Limited; Navigators Underwriting Limited; New BDM NV; New England Insurance Company; New England Reinsurance Corporation; New Ocean Insurance Co., Ltd.; NIC Investments (Chile) SpA; Nutmeg Insurance Agency, Inc.; Nutmeg Insurance Company; Pacific Insurance Company, Limited; Property and Casualty Insurance Company of Hartford; Sentinel Insurance Company, Ltd; The Navigators Group, Inc.; Trumbull Flood Management, L.L.C.; Trumbull Insurance Company; Twin City Fire Insurance Company; Y-Risk, LLC.
Revised February 2021
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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 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.
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.
HLSSAR21 08-21 224105 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 to this semi-annual filing.
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 the shareholders may recommend nominees to the registrant’s board of directors, where those changes were implemented after the registrant last provided disclosure in response to the requirements of Item 407(c)(2)(iv) of Regulation S-K (17 CFR 229.407) (as required by Item 22(b)(15) of Schedule 14A (17 CFR 240.14a-101)), or this Item.
Item 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 period covered by this report that have materially affected, or are reasonably likely to materially affect, the registrant’s internal control over financial reporting. |
Item 12. Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.
Not applicable.
Item 13. Exhibits.
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: September 7, 2021 | | 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: September 7, 2021 | | By: /s/ James E. Davey | | |
| | James E. Davey | | |
| | President and Chief Executive Officer | | |
| | |
Date: September 7, 2021 | | By: /s/ David A. Naab | | |
| | David A. Naab | | |
| | Treasurer | | |
| | (Principal Financial Officer and Principal Accounting Officer) | | |